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 weighting
- Grandfathering of current components
Transparent Value continues to review and refine its investment
process with the goal of delivering stronger, steadier risk adjusted outcomes over
time. For details regarding the investment selection process please contact 1-855-883-8637.
Transparent Value announces changes to its Directional Series Indexes and Directional Allocation Index Methodology. Effective with the upcoming rebalance scheduled for March 20th 2015 the following changes will take place.
The Transparent Value Directional Series Indexes (“the Indexes”) 30, 50 and 100 components - Transparent Value Large-Cap Aggressive Index, Transparent Value Large-Cap Market Index and Transparent Value Large-Cap Defensive Index - will institute industry group (GICS Classification) targets, seeking alignment to the Indexes benchmark, the Dow Jones U.S. Large-Cap Total Stock Market Index.
These changes are intended to reduce volatility and potentially improve risk-adjusted returns.
For details regarding the investment selection process please contact
1-888-727-6885. Click here for important disclosures and pdf