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OMFL
Oppenheimer

Russell 1000 Dynamic Multifactor ETF

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Overview
NAV
  • A
(as of 11/20/2017)
$25.06
Daily Change
(as of 11/20/2017)
$0.06
0.24%
YTD
(as of 11/20/2017)
N/A
Expense Ratio
(as of 11/20/2017)
0.29%

The Oppenheimer Russell 1000 Dynamic Multifactor ETF gives investors access to a selection of companies in the Russell 1000 Index through exposure to a subset of the low volatility, momentum, quality, size and value factors.

Why OMFL?
1. Provides access to a portfolio of U.S. large- and mid-cap stocks that score well for exposure to specific factors, including momentum, value, quality, size and low volatility.
2. Seeks to maximize exposure to these factors, which have historically driven long-term returns that outperform the broad market.
3. Capitalizes on the cyclicality of factor performance by employing a dynamic overlay that looks at leading economic indicators and market sentiment to determine the current market environment and then increases exposure to the factors that fare best in that environment.

Why Consider a Factor Strategy?

Combining multiple factors can provide investors with tools to construct more efficient portfolios.

Smart beta factors img2
Total Assets
(as of 11/20/2017)
$12.50 MM
Number of Holdings
(as of 11/17/2017)
219
Inception Date
November 8, 2017
Investment Style
Multifactor Strategy
Benchmark
Russell 1000 Dynamic Multifactor Index
Index
Russell 1000 Index
Bloomberg Index Ticker
OMFLTR
Reuters Bridge Ticker
OMFL.IV
ISIN
US68386C7240
CUSIP
68386C724
Closing Price
(as of 11/20/2017)
$25.08
Premium/Discount
(as of 11/20/2017)
0.02%
Midpoint Price
(as of 11/20/2017)
$25.06
Portfolio

Top Holdings

(50.1% of assets as of 11/17/2017)

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Portfolio Holdings Breakdown

Country 4
Developed Markets 4
Emerging Markets 4
Equity Sector 4
Industry 4
Asset Allocation 4
Country Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
United States 99.8% 99.7% 0.0%
Net Cash and Equivalents 0.2% - -
Developed Markets Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
Americas 99.8% 99.7% 0.0%
Net Cash and Equivalents 0.2% - -
Emerging Markets Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
Net Cash and Equivalents 0.2% - -
Equity Sector Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
Information Technology 23.7% 24.1% -0.5%
Consumer Discretionary 16.6% 12.3% 4.3%
Health Care 15.7% 13.4% 2.3%
Consumer Staples 15.4% 7.7% 7.7%
Industrials 14.1% 10.1% 4.0%
Financials 4.8% 14.6% -9.8%
Energy 2.7% 5.7% -3.0%
Real Estate 2.7% 3.8% -1.0%
Telecommunication Services 2.0% 1.8% 0.2%
Materials 1.9% 3.3% -1.4%
Utilities 0.3% 3.2% -2.9%
Net Cash and Equivalents 0.2% - -
Industry Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
IT Services 9.6% 4.2% 5.4%
Pharmaceuticals 9.5% 4.3% 5.2%
Specialty Retail 6.2% 2.1% 4.2%
Software 5.6% 5.4% 0.2%
Food & Staples Retailing 5.4% 1.7% 3.7%
Aerospace & Defense 5.3% 2.4% 2.9%
Internet Software & Services 4.9% 4.6% 0.3%
Household Products 4.6% 1.5% 3.1%
Hotels Restaurants & Leisure 4.4% 2.1% 2.3%
Semiconductors & Semiconductor Equipment 3.5% 4.1% -0.6%
Industrial Conglomerates 3.4% 1.8% 1.7%
Media 2.9% 2.7% 0.1%
Equity Real Estate Investment Trusts (REITs) 2.7% 3.6% -0.9%
Health Care Providers & Services 2.7% 2.5% 0.2%
Oil Gas & Consumable Fuels 2.7% 5.0% -2.3%
Health Care Equipment & Supplies 2.6% 2.8% -0.1%
Beverages 2.4% 1.8% 0.6%
Diversified Telecommunication Services 2.0% 1.7% 0.3%
Capital Markets 1.9% 3.0% -1.0%
Chemicals 1.8% 2.3% -0.6%
Asset Allocation Russell 1000 Dynamic Multifactor ETF Russell 1000 Index Overweight / Underweight
Equity 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Documents
  1. 1. Access Index Definitions
  2. 2. This is a new fund with limited operating history and an inception date of 11/8/17.
  3. 3. Special Risks: An investment in the Fund is subject to investment risk, including the possible loss of principal amount invested.The Fund, seeks to provide exposure to investments based on the following factors: value, momentum, quality, low volatility and size, and to weight such factors based on changes in the economic cycle. There can be no assurance that doing so will enhance the Fund’s performance over time. Investing significantly in a particular region, industry, sector or issuer may increase volatility and risk. Fund returns may not match the return of its respective index, known as non-correlation risk, due to operating expenses incurred by the Fund. Because the Fund is rebalanced quarterly, portfolio turnover may exceed 100%. The greater the portfolio turnover, the greater the transaction costs, which could have an adverse effect on Fund performance.
  4. 4. Holdings are subject to change, and are dollar weighted based on total net assets.
  5. 5. Negative net cash may be the result of a variety of factors including, but not limited to, (1) pending receivables or (2) amounts owed to the fund due to balancing amounts with respect to purchases and redemptions of creation units, but is not the result of the use of leverage.
  6. A. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
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