YLDATR ISE High Income Total Return Index

This is the total return version of YLDA. The Index measures the performance of a basket of 30 closed-end funds selected for their yield and potential for price appreciation. The 30 closed-end funds use a wide variety of investment approaches, and invest in both bonds and equities, both in the U.S. and around the globe. To be eligible for the Index, a closed-end fund must have a minimum market capitalization of $500 million and a daily six month average traded value of at least $1 million. The Index ranks eligible closed end funds using a ranking system: i. 50% on fund yield; ii. 25% on fund share price Premium / Discount to Net Asset Value (ascending); iii. 25% on Fund Average Daily Value (ADV) of shares traded (descending). The top 30 funds using this ranking system are selected. The Index is evaluated in December. The index follows a “rolling” rebalance schedule in which one third of security changes are applied at the close of trading on every first, second and third trading days in January of the subsequent year and the change becomes operational at the opening on the second, third and fourth trading day of the new year, in that order.

As of 10/22/2020

Index Information
Provider:     NASDAQ OMX
Category1:  Special Security Types
Category2:  Closed end funds
Currency:    USD
Inception date:  12/31/2003
Backtesting data exists:   No
Weighting methodology:   Other
Number of holdings:  30
Total return version:  YLDA

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