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Shiller CAPE® U.S. Equities ETF – Statistics

Portfolio Holdings

Portfolio Composition – As of August 31, 2022

Net SEC 30-Day Yield 1.05%

Click here for a PDF version of the latest All Funds Performance Summary.

The 30-Day Yield represents net investment income earned by the Fund over the 30-Day period ended 4/30/2022, expressed as an annual percentage rate based on the Fund’s share price at the end of the 30-Day period.

Performance data quoted represents past performance; past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance of the fund may be lower or higher than the performance quoted. The performance information shown assumes the reinvestment of all dividends and distributions.”

Portfolio Characteristics

Median Market Cap ($B) 23.73
Average Market Cap ($B) 67.12

Sector Allocations

Consumer Discretionary 25.19%
Financials 25.64%
Real Estate 24.76%
Technology 24.12%
Cash 0.29%
Total 100.00%

 


Shiller Barclays CAPE® US Sector TR USD Index incorporates the principles of long-term investing distilled by Dr. Robert Shiller and expressed through the CAPE® (Cyclically Adjusted Price Earnings) ratio (the “CAPE® Ratio”). It aims to identify undervalued sectors based on a modified CAPE® Ratio, and then uses a momentum factor to seek to mitigate the effects of potential value traps. You cannot invest directly in an index.

Barclays Bank PLC and its affiliates (“Barclays”) is not the issuer or producer of DoubleLine Shiller CAPE® U.S Equities ETF (the “Fund”) and Barclays has no responsibilities, obligations or duties to investors in the Funds. The Shiller Barclays CAPE® Europe Sector Net TR Index and the Shiller Barclays CAPE® US Sector USD Index (the “Index”) are trademarks owned by Barclays Bank PLC and licensed for use by the Fund. While the Fund may execute transaction(s) with Barclays in or relating to the Indices, Fund investors acquire interests solely in the Fund and investors neither acquire any interest in the applicable Index nor enter into any relationship of any kind whatsoever with Barclays upon making an investment in such Fund. The Fund is not sponsored, endorsed, sold or promoted by Barclays and Barclays makes no representation regarding the advisability of the Fund or use of the Index or any data included therein. Barclays shall not be liable in any way to either the Fund, investors or to other third parties in respect of the use or accuracy of the Index or any data included therein.

The Shiller Barclays CAPE® Index Family (the “Index Family”) has been developed in part by RSBB-I, LLC, the research principal of which is Robert J. Shiller. RSBB-I, LLC is not an investment advisor and does not guarantee the accuracy and completeness of the Index Family or any data or methodology either included therein or upon which it is based. RSBB-I, LLC shall have no liability for any errors, omissions or interruptions therein and makes no warranties expressed or implied, as to the performance or results experienced by any party from the use of any information included therein or upon which it is based, and expressly disclaims all warranties of the merchantability or fitness for a particular purpose with respect thereto, and shall not be liable for any claims or losses of any nature in connection with the use of such information, including but not limited to, lost profits or punitive or consequential damages even, if RSBB-I, LLC is advised of the possibility of same.

 

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SHILLER CAPE U.S. EQUITIES ETF

Pricing & Premium/Discount
VIIV
Trading Halts

Premium/Discount

The Fund listed on 4/5/2022. The number of days the Fund's shares traded at a premium or discount will be displayed in the table above following the completion of the current calendar quarter.

Bid/Ask Spread - The amount by which the ask price exceeds the bid price for an asset in the market. The bid-ask spread is essentially the difference between the highest price that a buyer is willing to pay for an asset and the lowest price that a seller is willing to accept.

Net Asset Value (NAV) – the price per share of the fund on a specific date or time. The NAV is the value of a fund's assets minus the value of its liabilities.

Closing Price – The final market price at which the fund traded at the end of the trading day. The closing price is considered the most accurate valuation of a security until trading resumes on the next trading day.

Premium/Discount – A premium or discount to the net asset value (NAV) occurs when the market price of an ETF on the exchange rises above or falls below its NAV. If the market price is higher than the NAV, the ETF is said to be trading at a "premium." If the price is lower, it is trading at a "discount."

Verified Intraday Indicative Value (VIIV)

(as of 09/26/2022)

Closing VIIV: $20.45
Closing NAV: $20.41

Verified Intraday Indicative Value (VIIV) Price Calculation & Methodology

Trading Hours and Publication Frequency
The VIIV will be published every second during regular US market trading hours through the Consolidated Tape Association ("CTA"). The VIIV will not publish when the US exchanges are closed due to holiday or other extraordinary events. Trading hours for regular trading days are 9:30-4:00 EST.

Price Source and Methodology
The pricing source used to calculate the VIIV will be the midpoint of the national best bid and national best offer ("NBBO") of each portfolio security as published on the consolidated tape. The VIIV is calculated by taking the sum of the product of the market price of every component in the ETF's portfolio and the number of shares in the ETF of the respective component, adding portfolio cash and then subsequently dividing the sum by the number of ETF shares outstanding.

VIIV = ΣPortfolio Security Shares x NBBO Mid Price) + Portfolio Cash/ Number of ETF Shares Outstanding

The VIIV is calculated on two independent pricing engines (referred to as: "VIIV1", "VIIV2"). VIIV1 will be transmitted to the exchange. VIIV2 is used for verification.

Trading Halts

There are currently no halted securities.

Security Halting Procedures
A verification process compares the output of VIIV1 And VIIV2 values and there are two independent checks that occur:

  • In the event the values differ by more than 25bps (0.25%) for more than 60 consecutive seconds, a trading halt for the ETF Shares will be sent to the exchange. Once the two values return to a range within 25bps, the exchange is notified
    to remove the trading halt on the ETF shares.
  • If more than 10% (by weight) of the ETF's portfolio components do not have market quotations readily available, a trading halt of the ETF shares will be transmitted to the exchange. Once the weight of stocks without a quoted price drops
    below 10%, the exchange is notified to remove the trading halt of the ETF shares.
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