Index Notices


1/3/2020
Effective January 3, 2020, the Reality Shares Drone Index methodology has been modified as follows:

• Delete the daily trade volume criteria
• Change the reference date to be the second Friday of March, June, September, and December based on the close prices.

12/6/2019
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on December 6, 2019 (effective December 9, 2019), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

12/2/2019
Viacom Inc. will be removed from the following Reality Shares Index after the close of trading on December 4, 2019:

• Reality Shares DIVCON Dividend Defender Index

The company is being acquired by CBS Corporation and will delist from its primary exchange after the close of trading on December 4, 2019. The short position will be removed from the Index and the index share of other securities will not be changed until next rebalance.

9/30/2019
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on September 30, 2019 (effective October 1, 2019), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

6/28/2019
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on June 28, 2019 (effective July 1, 2019), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

4/18/2019
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on April 22, 2019, owing to market sector triggers as per published Index rules. As of April 22nd, the Reality Shares Guard Indicator now reports 9 of the 11 broad market sectors in positive territory.

3/29/2019
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on March 29, 2019 (effective April 1, 2019), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

3/28/2019
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on March 29, 2019 (effective April 1, 2019), as per published Index rules:

• Reality Shares Nasdaq Blockchain China Index
• Reality Shares Nasdaq Blockchain Economy Index

3/21/2019
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on March 22, 2019 (effective March 25, 2019), as per published Index rules:

• Reality Shares Nasdaq Blockchain China Index
• Reality Shares Nasdaq Blockchain Economy Index

3/1/2019
Effective March 1, 2019, the Reality Shares Drone Index methodology has been modified as follows:

• Rebalancing frequency changed from semiannually to quarterly
• Six-month average daily trade value must be greater than $1 million, or (six-month average daily volume)*(365/free float shares outstanding) must be greater than 0.25, as of the rebalance reference date
• No single constituent may represent more than 5% of the index portfolio (reduced from 25%)
• Drone Score criteria have been updated to reduce the weightings of the top primary holdings

12/31/2018
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on December 31, 2018 (effective January 2, 2019), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

10/29/2018
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on October 30, 2018, owing to market sector triggers as per published Index rules. As of October 30th, the Reality Shares Guard Indicator now reports 8 of the 11 broad market sectors in positive territory.

9/28/2018
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on September 28, 2018 (effective October 1, 2018), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

9/13/2018
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on September 14, 2018, owing to market sector triggers as per published Index rules. As of September 14th, the Reality Shares Guard Indicator now reports 9 of the 11 broad market sectors in positive territory.

9/11/2018
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on September 28, 2018 (effective October 1, 2018), as per published Index rules:

• Reality Shares Nasdaq Blockchain China Index

Action Company
Addition Agricultural Bank of China
Addition Aisino Corp.
Addition Bank of China Ltd.
Addition Beijing Orient National Communication Science & Technology
Addition Bluedon Information Security Technology
Addition Easysight Supply Chain Management
Addition Midea Group
Addition Shanghai 2345 Network Holding
Addition Xinhu Zhongbao Co. Ltd.
Addition ZTE Corp.
Removal Jiangsu Zhongnan Construction
Removal Postal Savings Bank of China
Removal Pubang Landscape Architecture

• Reality Shares Nasdaq Blockchain Economy Index

Action Company
Addition Chong Sing Holdings FinTech Group
Addition Fosun International Ltd.
Addition Hewlett Packard Enterprise Co.
Addition LINE Corp.
Addition Walmart Inc.
Removal Capgemini SE
Removal Fidelity National Information
Removal GFT Technologies SE
Removal HIVE Blockchain Technologies Ltd.
Removal Intuit Inc.
Removal Japan Exchange Group Inc.
Removal Panasonic Corp.
Removal Wells Fargo & Co.
Removal Worldline SA

6/29/2018
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on July 2, 2018, owing to market sector triggers as per published Index rules. As of July 2nd, the Reality Shares Guard Indicator now reports 8 of the 11 broad market sectors in positive territory.

6/29/2018
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on June 29, 2018 (effective July 2, 2018), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

3/29/2018
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on March 29, 2018 (effective April 2, 2018), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

3/21/2018
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on March 23, 2018 (effective March 26, 2018), as per published Index rules:

• Reality Shares Nasdaq Blockchain Economy Index

12/29/2017
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on December 29, 2017 (effective January 2, 2018), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

11/29/2017
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on December 1, 2017 (effective December 4, 2017), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

9/29/2017
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on September 29, 2017 (effective October 2, 2017), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

7/21/2017
Reynolds American, Inc. (RAI) will be removed from the following Reality Shares Indexes after the close of trading on July 24, 2017:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

The company is being acquired by British American Tobacco plc (BTI) and will delist from its primary exchange after the close of trading on July 24, 2017. The cash proceeds from the sale of RAI will be reinvested across the remaining long positions in the Indexes.

6/30/2017
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on June 30, 2017 (effective July 3, 2017), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

4/11/2017
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on April 12, 2017, owing to market sector triggers as per published Index rules. As of April 12th, the Reality Shares Guard Indicator now reports 9 of the 11 broad market sectors in positive territory.

4/5/2017
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on April 6, 2017, owing to market sector triggers as per published Index rules. As of April 6th, the Reality Shares Guard Indicator now reports 8 of the 11 broad market sectors in positive territory.

3/31/2017
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on March 31, 2017 (effective April 3, 2017), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

3/8/2017
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on March 9, 2017, owing to market sector triggers as per published Index rules. As of March 9th, the Reality Shares Guard Indicator now reports 9 of the 11 broad market sectors in positive territory.

12/30/2016
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on December 30, 2016 (effective January 3, 2017), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

12/30/2016
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on December 30, 2016 (effective January 3, 2017), as per published Index rules:

• Reality Shares Evalue8 Index
• Reality Shares Optimal Sectors Index

11/30/2016
The following Reality Shares Indexes will be reconstituted and rebalanced after the close of trading on December 2, 2016 (effective December 5, 2016), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

11/8/2016
Effective the close of trading on September 16, 2016, S&P Dow Jones Indices spun off the Real Estate sector from the Financials sector, leading to 11 broad market sectors. As a result, the Reality Shares Guard Indicator methodology and the Reality Shares DIVCON Dividend Guard Index methodology have been modified to reflect the addition of the 11th broad market sector. As of the close of trading on September 16, 2016, when nine or more of the sectors are positive, the overall Guard Indicator is positive and the market is expected to rise. When three or more of the sectors turn negative, it signals a broad market decline.

11/7/2016
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on November 8, 2016, owing to market sector triggers as per published Index rules. As of November 8th, the Reality Shares Guard Indicator now reports 8 of the 11 broad market sectors in positive territory.

9/30/2016
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on September 30, 2016 (effective October 3, 2016), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

6/30/2016
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on June 30, 2016 (effective July 1, 2016), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

6/29/2016
Short holding AGL Resources, Inc. (GAS) will be removed from the following Reality Shares Indexes after the close of trading on June 30, 2016:

• Reality Shares DIVCON Dividend Defender Index

The company is being acquired by Southern Company (SO) and will delist from its primary exchange after the close of trading on June 30, 2016. The equivalent market value of the holding as of the close of trading on June 30, 2016, will be maintained in the short margin balance to preserve the short exposure of the Index.

5/5/2016
The Reality Shares DIVCON Dividend Guard Index will be reconstituted and rebalanced after the close of trading on May 6, 2016, owing to market sector triggers as per published Index rules. As of May 6th, the Reality Shares Guard Indicator now reports 8 of the 10 broad market sectors in positive territory.

4/11/2016
The Reality Shares DIVCON Dividend Guard Index will be rebalanced after the close of trading on April 12, 2016, due to a Net Market Exposure trigger as defined in the Index methodology.

3/31/2016
Accrued dividends will be reinvested in the following Reality Shares Indexes after the close of trading on March 31, 2016 (effective April 1, 2016), as per published Index rules:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index

1/28/2016
Broadcom Corp. (BRCM) will be removed from the following Reality Shares Indexes after the close of trading on January 29, 2016:

• Reality Shares DIVCON Leaders Dividend Index
• Reality Shares DIVCON Dividend Defender Index
• Reality Shares DIVCON Dividend Guard Index

The company is being acquired by Avago Technologies Ltd. (AVGO) and will delist from its primary exchange after the close of trading on January 29, 2016. The cash proceeds from the sale of BRCM will be reinvested across the remaining long positions in the Indexes.