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Shiller CAPE® U.S. Equities ETF – Statistics

Portfolio Composition – As of March 31, 2022

Net SEC 30-Day Yield 1.21%

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.”

 

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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 05/27/2022)

Closing VIIV: $23.11
Closing NAV: $23.11

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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