The index's current SPDR holdings areFinancial Select Sector ( XLF ),Health Care Select Sector ( XLV ),Industrial Select Sector ( XLI ) andTechnology Select Sector ( XLK ). Economist and best-selling author Robert Shiller, who developed the Case-Shiller Home Price Indexes, has rolled out an exchange traded note with Barclays Bank. "The premise of this strategy is that inflation-adjusted trailing 10-year-industry price-to-earnings ratios, or PE10 have predictive power," said Rick Ferri, founder of Portfolio Solutions in Troy, Mich., with $1.1 billion in assets under management.