Transparent Value Large-Cap Defensive Fund Class C (TVDCX)



Portfolio Characteristics (As of Quarter-Ended 09/30/2014)

  Transparent Value Large-Cap Defensive Fund
Total Net Assets 66.2 million
Number of holdings 101
Market cap 30,013 million
P/E ratio 18.9x
Beta 0.81
Indicated yield 2.31%

These allocations and holdings may not reflect the current or future positions of the portfolio.

Beta - a measure of a given stock’s volatility in relation to the volatility of a specific market. A stock that is more volatile than the market over time tends to have a beta above 1.0. If a stock is less volatile than the market over time, the stock’s beta tends to be less than 1.0. For the purposes of this report, beta is calculated over the prior two years using daily total returns compared to the total returns of the Dow Jones U.S. Total Stock Market Index.

Market cap - current market cap is the sum of the market capitalization of all classes of common stock, in millions. If only one class is listed, the price of the listed-class is applied to any unlisted shares to determine the total market value. If there are two or more listed classes and one or more unlisted classes, the average price of the listed classes is applied to the unlisted shares to compute the total market value.

P/E Ratio (Price-to-Earnings Ratio) - the price of a stock divided by its historical earnings per share.

Top Ten Holdings (As of Quarter-Ended 09/30/2014)

Click here for explanation of RBP® Methodology and RBP® Probability.

There is no assurance the RBP® methodology and resulting RBP®
probability will successfully identify companies that will achieve their RBP®

  • Snapshot Date (09/02/2014): RBP probabilities as of the Snapshot Date are provided to S&P to be used in selection
    and weighting of the underline Index components
  • Reported Date (09/30/2014): Fund holdings are reported to the shareholders with RBP probabilities as of the Reported Date
  • As a result, RBP probabilities as of the Reported Date might defer from the RBP Probabilities as of the Snapshot Date
Company NameTicker% of Net AssetsRBP Probability (%)
Ulta Salon Cosmetics & Fragrance IncULTA1.7%85.39%
eBay IncEBAY1.6%88.63%
Williams-Sonoma IncWSM1.5%92.86%
Cameron International CorpCAM1.5%99.73%
Integrys Energy Group IncTEG1.5%94.78%
PPL CorpPPL1.4%86.93%
Verizon Communications IncVZ1.4%85.23%
Chesapeake Energy CorpCHK1.4%92.33%
DTE Energy CoDTE1.4%84.96%
VeriSign IncVRSN1.4%86.22%
Total (% of Net Assets) 15.0% 

Top ten holdings do not include any cash, short-term investments or exchange traded fund Investments. Holdings are subject to change.

Full Holdings (As of Quarter-Ended 09/30/2014)

Click here for explanation of RBP® Methodology and RBP® Probability.

There is no assurance the RBP® methodology and resulting RBP®
probability will successfully identify companies that will achieve their RBP®

  • Snapshot Date (09/02/2014): RBP probabilities as of the Snapshot Date are provided to S&P to be used in selection
    and weighting of the underline Index components
  • Reported Date (09/30/2014): Fund holdings are reported to the shareholders with RBP probabilities as of the Reported Date
  • As a result, RBP probabilities as of the Reported Date might defer from the RBP Probabilities as of the Snapshot Date
Company NameTickerSharesMarket Value ($)% of Net AssetsRBP
Probability
(%)
Ulta Salon Cosmetics & Fragrance IncULTA 9,780 1,155,703 1.7%85.39%
eBay IncEBAY 19,290 1,092,393 1.6%88.63%
Williams-Sonoma IncWSM 15,280 1,017,190 1.5%92.86%
Cameron International CorpCAM 15,297 1,015,415 1.5%99.73%
Integrys Energy Group IncTEG 15,565 1,008,923 1.5%94.78%
PPL CorpPPL 28,975 951,539 1.4%86.93%
Verizon Communications IncVZ 19,000 949,810 1.4%85.23%
Chesapeake Energy CorpCHK 40,390 928,566 1.4%92.33%
DTE Energy CoDTE 12,143 923,839 1.4%84.96%
VeriSign IncVRSN 16,460 907,275 1.4%86.22%
QUALCOMM IncQCOM 11,830 884,529 1.3%82.94%
Global Payments IncGPN 12,630 882,584 1.3%86.36%
Kinder Morgan Inc/DelawareKMI 23,010 882,203 1.3%81.05%
Transocean LtdRIG 26,730 854,558 1.3%93.11%
Scripps Networks Interactive IncSNI 10,770 841,029 1.3%82.15%
Arch Capital Group LtdACGL 15,340 839,405 1.3%77.52%
SBA Communications CorpSBAC 7,543 836,519 1.3%77.39%
Crown Castle International CorpCCI 10,380 835,901 1.3%74.83%
AmerisourceBergen CorpABC 10,720 828,656 1.3%77.05%
FMC Technologies IncFTI 15,220 826,598 1.2%87.68%
Stericycle IncSRCL 7,090 826,410 1.2%79.09%
Estee Lauder Cos Inc/TheEL 11,000 821,920 1.2%76.96%
Cincinnati Financial CorpCINF 17,380 817,729 1.2%83.41%
Reinsurance Group of America IncRGA 10,070 806,909 1.2%79.53%
Wisconsin Energy CorpWEC 18,588 799,284 1.2%75.15%
Deere & CoDE 9,665 792,433 1.2%73.80%
Stanley Black & Decker Inc.SWK 8,870 787,567 1.2%77.66%
Juniper Networks IncJNPR 34,940 773,921 1.2%78.52%
ITC Holdings CorpITC 21,546 767,684 1.2%73.32%
Marathon Petroleum CorpMPC 9,060 767,110 1.2%75.53%
NiSource IncNI 18,716 766,982 1.2%68.04%
UnitedHealth Group IncUNH 8,880 765,900 1.2%71.63%
Simon Property Group IncSPG 4,627 760,771 1.1%74.70%
Ensco PLCESV 18,400 760,104 1.1%85.72%
HollyFrontier CorpHFC 17,390 759,595 1.1%79.23%
Noble Corp PlcNE 33,870 752,591 1.1%85.36%
SCANA CorpSCG 15,110 749,607 1.1%68.98%
Alliant Energy CorpLNT 13,463 745,985 1.1%70.86%
RenaissanceRe Holdings LtdRNR 7,398 739,726 1.1%69.32%
Edwards Lifesciences CorpEW 7,195 734,969 1.1%61.85%
Westar Energy IncWR 21,536 734,808 1.1%69.84%
UGI CorpUGI 21,464 731,708 1.1%70.33%
Northeast UtilitiesNU 16,412 727,052 1.1%68.06%
Sirona Dental Systems IncSIRO 9,407 721,329 1.1%72.98%
AGL Resources IncGAS 13,887 712,959 1.1%66.89%
NRG Energy IncNRG 22,780 694,334 1.0%64.50%
DIRECTVDTV 7,870 680,912 1.0%62.69%
EQT CorpEQT 7,342 672,087 1.0%63.08%
Southern CoSO 15,105 659,333 1.0%60.07%
Xcel Energy IncXEL 21,611 656,974 1.0%62.03%
O`Reilly Automotive IncORLY 4,335 651,811 1.0%66.14%
Hormel Foods CorpHRL 12,680 651,625 1.0%58.65%
National Retail Properties IncNNN 18,817 650,504 1.0%66.89%
Senior Housing Properties TrustSNH 30,925 646,951 1.0%67.77%
PG&E CorpPCG 14,300 644,072 1.0%61.39%
Southwestern Energy CoSWN 18,350 641,333 1.0%65.00%
Travelers Cos Inc/TheTRV 6,800 638,792 1.0%59.25%
CVS Health CorpCVS 7,930 631,149 1.0%58.10%
Cintas CorpCTAS 8,916 629,380 1.0%68.12%
Devon Energy CorpDVN 9,113 621,324 0.9%59.04%
Health Care REIT IncHCN 9,670 603,118 0.9%65.48%
Apple IncAAPL 5,895 593,921 0.9%55.81%
Autozone IncAZO 1,165 593,754 0.9%51.77%
SL Green Realty CorpSLG 5,854 593,127 0.9%65.82%
Calpine CorpCPN 27,320 592,844 0.9%59.45%
Edison InternationalEIX 10,371 579,946 0.9%54.58%
Weyerhaeuser CoWY 18,105 576,825 0.9%57.38%
Cadence Design Systems IncCDNS 33,057 568,911 0.9%57.26%
American Electric Power Co IncAEP 10,835 565,695 0.9%52.02%
American Campus Communities IncACC 15,434 562,569 0.8%65.10%
OGE Energy CorpOGE 15,015 557,207 0.8%50.03%
FNF GroupFNF 19,961 553,718 0.8%52.00%
Entergy CorpETR 7,075 547,110 0.8%48.84%
Extra Space Storage IncEXR 10,454 539,113 0.8%60.49%
National Fuel Gas CoNFG 7,614 532,904 0.8%51.75%
Range Resources CorpRRC 7,730 524,171 0.8%53.69%
Allstate Corp/TheALL 8,430 517,349 0.8%48.61%
DaVita HealthCare Partners IncDVA 6,912 505,544 0.8%49.38%
SYSCO CorpSYY 13,120 497,904 0.8%47.81%
EMC Corp/MassachusettsEMC 16,140 472,256 0.7%44.50%
Kilroy Realty CorpKRC 7,945 472,251 0.7%52.97%
Sensata Technologies Holding NVST 10,490 467,120 0.7%50.04%
Cablevision Systems CorpCVC 26,665 466,904 0.7%47.55%
Macerich Co/TheMAC 7,305 466,278 0.7%47.19%
US BancorpUSB 10,890 455,529 0.7%43.29%
Equity ResidentialEQR 7,371 453,906 0.7%57.78%
Berkshire Hathaway IncBRK/B 3,280 453,099 0.7%41.70%
Spectra Energy CorpSE 11,400 447,564 0.7%42.72%
Essex Property Trust IncESS 2,398 428,643 0.6%61.69%
IHS IncIHS 3,391 424,519 0.6%58.03%
Taubman Centers IncTCO 5,405 394,565 0.6%39.25%
Macy`s IncM 6,638 386,199 0.6%42.27%
Dresser-Rand Group IncDRC 4,465 367,291 0.6%24.15%
Eli Lilly & CoLLY 5,413 351,033 0.5%31.84%
Mead Johnson Nutrition CoMJN 3,555 342,062 0.5%30.64%
Royal Gold IncRGLD 5,228 339,506 0.5%35.62%
Tenet Healthcare CorpTHC 5,235 310,907 0.5%30.26%
Caterpillar IncCAT 2,725 269,857 0.4%29.93%
Intel CorpINTC 7,140 248,615 0.4%22.59%
Sempra EnergySRE 2,338 246,378 0.4%22.51%
Total  66,228,485100.0% 
SPDR S&P 500 ETF TrustSPY 200 39,404 0.1% 
Cash and Other Assets Less Liabilities  -23,0040.0% 
Total Net Assets  66,244,884100% 

Numbers may not add up to totals due to rounding.
These allocations and holdings may not reflect the current or future positions of the portfolio.

Sector Allocation (% of Net Assets) (As of Quarter-Ended 09/30/2014 )

An investment in the Funds involves risks, including loss of principal. No assurance can be given that the investment objectives described herein will be achieved. The Funds seek to track a quantitative strategy index, meaning that the Funds invest in securities comprising an index created by a proprietary model. The success of the Fund’s principal investment strategies depends on the effectiveness of the model in screening securities for inclusion in the Index.
Important Announcement

This is a notice of certain enhancements to the construction of the Transparent Value Large-Cap Directional Series strategies. These changes will take effect on Friday, (close of business) September 19th , 2014.

Enhancements to the respective methodologies include:

  • Liquidity rules
  • Component selection
  • Component weighting
  • Grandfathering of current components
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For more complete information about the Funds, see the prospectus or call 1 (888) 727-6885. Financial Advisors should call 1-855-TV Funds or 1-855-883-8637. Read the prospectus carefully before you invest or send money.

ALPS Distributors, Inc is not affiliated with Guggenheim Investment Management, LLC, Transparent Value Advisors, LLC (“TVA”) and/or Guggenheim Partners, LLC. TVA and ADI are not affiliated with S&P Dow Jones Indices. Transparent Value Funds are distributed by ALPS Distributors, Inc (“ADI”).

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TVA000283 6/30/2013