OSIZ

Oppenheimer

Russell 1000 Size Factor ETF

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HOW TO BUY

Fact Sheet Prospectus

Overview

NAV ^A: (as of 09/24/2018); $28.35

Daily Change: (as of 09/24/2018); $-0.17; -0.61%

YTD: (as of 09/24/2018); 9.33%

Expense Ratio: (as of 09/24/2018); 0.19%

View Performance

The Oppenheimer Russell 1000 Size Factor ETF is composed of securities in the Russell 1000 Index that, in the aggregate, have smaller market capitalizations than the broader U.S. equity market.

Why OSIZ?
1. Delivers exposure to companies in the Russell 1000 that exhibit relatively smaller capitalization.
2. Provides direct access to the size factor, which has historically been a significant driver of equity risk and return.
3. Can be used to help manage factor exposure and risk within a diversified portfolio.

Why Consider a Factor Strategy?

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

Learn More

Learn More

Total Assets: (as of 09/24/2018); $5.67 MM

Number of Holdings: (as of 09/24/2018); 639

Inception Date: November 8, 2017

Investment Style: Single Factor Strategy

Tracked Index: Russell 1000 Size Factor Index

Bloomberg Index Ticker: R1FSF

Broad Benchmark: Russell 1000® Index

Reuters Bridge Ticker: OSIZ.IV

ISIN: US68386C6903

CUSIP: 68386C690

Closing Price: (as of 09/24/2018); $28.40

Midpoint Price: (as of 09/24/2018); $28.35

Premium/Discount: (as of 09/24/2018); -0.01%

Performance

Average Annual Total Returns

Cumulative Returns

Capital Gains Distributions

Single Factor Strategy

Russell 1000 Size Factor ETF

Average Annual Returns as of 06/30/2018

Average Annual Returns as of 08/31/2018

as of 08/31/2018

as of 06/30/2018

Market Price

	Cumulative
	1 mo	3 mo	ytd as of 2018-06-30	since inception
Russell 1000 Size Factor ETF (NAV) As of Quarter end 06/30/2018	1.05%	4.43%	3.95%	8.68%
Russell 1000® Index As of Quarter end 06/30/2018	0.65%	3.57%	2.85%	6.41%
Russell 1000 Size Factor Index As of Quarter end 06/30/2018	1.09%	4.53%	4.09%	8.86%

	Cumulative
	1 mo	3 mo	ytd as of 2018-06-30	since inception
Russell 1000 Size Factor ETF (Market Price) As of Quarter end 06/30/2018	0.98%	4.25%	3.85%	8.71%
Russell 1000® Index As of Quarter end 06/30/2018	0.65%	3.57%	2.85%	6.41%
Russell 1000 Size Factor Index As of Quarter end 06/30/2018	1.09%	4.53%	4.09%	8.86%

	Cumulative
	1 mo	3 mo	ytd as of 2018-08-31	since inception
Russell 1000 Size Factor ETF (NAV) As of month end 08/31/2018	3.56%	6.68%	9.75%	14.74%
Russell 1000® Index As of month end 08/31/2018	3.45%	7.71%	10.07%	13.88%
Russell 1000 Size Factor Index As of month end 08/31/2018	3.59%	6.78%	9.95%	14.99%

	Cumulative
	1 mo	3 mo	ytd as of 2018-08-31	since inception
Russell 1000 Size Factor ETF (Market Price) As of month end 08/31/2018	3.53%	6.56%	9.59%	14.72%
Russell 1000® Index As of month end 08/31/2018	3.45%	7.71%	10.07%	13.88%
Russell 1000 Size Factor Index As of month end 08/31/2018	3.59%	6.78%	9.95%	14.99%

Expense Ratio: 0.19%

The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.

Calendar Year Returns as of 09/25/2018

as of 09/25/2018

View Table Graph Print

Year	Russell 1000 Size Factor ETF	Russell 1000® Index	Russell 1000 Size Factor Index

Cumulative Returns & Income Dividends

View Table Graph Print

Time Period

YTD

INCEPTION

Date	Russell 1000 Size Factor ETF
11/8/2017	0.00
11/9/2017	-0.36
11/10/2017	-0.24
11/11/2017	-0.24
11/12/2017	-0.24
11/13/2017	-0.12
11/14/2017	-0.32
11/15/2017	-0.80
11/16/2017	0.16
11/17/2017	0.56
11/18/2017	0.56
11/19/2017	0.56
11/20/2017	0.88
11/21/2017	1.44
11/22/2017	1.52
11/23/2017	1.52
11/24/2017	1.64
11/25/2017	1.64
11/26/2017	1.64
11/27/2017	1.36
11/28/2017	2.44
11/29/2017	2.76
11/30/2017	3.40
12/1/2017	3.20
12/2/2017	3.20
12/3/2017	3.20
12/4/2017	3.16
12/5/2017	2.44
12/6/2017	2.00
12/7/2017	2.76
12/8/2017	3.36
12/9/2017	3.36
12/10/2017	3.36
12/11/2017	3.36
12/12/2017	3.12
12/13/2017	3.00
12/14/2017	2.32
12/15/2017	3.20
12/16/2017	3.20
12/17/2017	3.20
12/18/2017	4.16
12/19/2017	3.84
12/20/2017	3.92
12/21/2017	4.28
12/22/2017	4.44
12/23/2017	4.44
12/24/2017	4.44
12/25/2017	4.44
12/26/2017	4.64
12/27/2017	4.72
12/28/2017	5.08
12/29/2017	4.56
12/30/2017	4.56
12/31/2017	4.56
1/1/2018	4.56
1/2/2018	5.32
1/3/2018	5.81
1/4/2018	6.05
1/5/2018	6.49
1/6/2018	6.49
1/7/2018	6.49
1/8/2018	6.97
1/9/2018	6.81
1/10/2018	6.45
1/11/2018	7.73
1/12/2018	8.17
1/13/2018	8.17
1/14/2018	8.17
1/15/2018	8.17
1/16/2018	7.13
1/17/2018	7.97
1/18/2018	7.65
1/19/2018	8.61
1/20/2018	8.61
1/21/2018	8.61
1/22/2018	9.42
1/23/2018	9.82
1/24/2018	9.74
1/25/2018	9.66
1/26/2018	10.38
1/27/2018	10.38
1/28/2018	10.38
1/29/2018	9.38
1/30/2018	8.25
1/31/2018	8.13
2/1/2018	8.05
2/2/2018	5.93
2/3/2018	5.93
2/4/2018	5.93
2/5/2018	2.31
2/6/2018	3.32
2/7/2018	3.20
2/8/2018	-0.29
2/9/2018	0.75
2/10/2018	0.75
2/11/2018	0.75
2/12/2018	2.03
2/13/2018	2.39
2/14/2018	4.24
2/15/2018	5.32
2/16/2018	5.32
2/17/2018	5.32
2/18/2018	5.32
2/19/2018	5.32
2/20/2018	4.72
2/21/2018	4.28
2/22/2018	4.08
2/23/2018	5.48
2/24/2018	5.48
2/25/2018	5.48
2/26/2018	6.05
2/27/2018	4.60
2/28/2018	3.68
3/1/2018	3.04
3/2/2018	4.00
3/3/2018	4.00
3/4/2018	4.00
3/5/2018	5.24
3/6/2018	5.97
3/7/2018	6.13
3/8/2018	6.25
3/9/2018	7.77
3/10/2018	7.77
3/11/2018	7.77
3/12/2018	7.77
3/13/2018	7.29
3/14/2018	6.77
3/15/2018	6.37
3/16/2018	6.93
3/17/2018	6.93
3/18/2018	6.93
3/19/2018	5.85
3/20/2018	6.05
3/21/2018	6.33
3/22/2018	3.88
3/23/2018	2.07
3/24/2018	2.07
3/25/2018	2.07
3/26/2018	4.28
3/27/2018	2.75
3/28/2018	2.71
3/29/2018	4.08
3/30/2018	4.08
3/31/2018	4.08
4/1/2018	4.08
4/2/2018	1.71
4/3/2018	2.87
4/4/2018	3.88
4/5/2018	4.72
4/6/2018	2.59
4/7/2018	2.59
4/8/2018	2.59
4/9/2018	2.63
4/10/2018	4.24
4/11/2018	4.04
4/12/2018	4.52
4/13/2018	4.12
4/14/2018	4.12
4/15/2018	4.12
4/16/2018	5.12
4/17/2018	6.13
4/18/2018	6.49
4/19/2018	5.85
4/20/2018	5.20
4/21/2018	5.20
4/22/2018	5.20
4/23/2018	5.24
4/24/2018	4.24
4/25/2018	4.28
4/26/2018	4.92
4/27/2018	4.96
4/28/2018	4.96
4/29/2018	4.96
4/30/2018	4.16
5/1/2018	4.24
5/2/2018	3.80
5/3/2018	3.64
5/4/2018	4.84
5/5/2018	4.84
5/6/2018	4.84
5/7/2018	5.45
5/8/2018	5.69
5/9/2018	6.49
5/10/2018	7.17
5/11/2018	7.25
5/12/2018	7.25
5/13/2018	7.25
5/14/2018	7.09
5/15/2018	6.73
5/16/2018	7.38
5/17/2018	7.58
5/18/2018	7.50
5/19/2018	7.50
5/20/2018	7.50
5/21/2018	8.30
5/22/2018	7.66
5/23/2018	7.90
5/24/2018	7.98
5/25/2018	7.78
5/26/2018	7.78
5/27/2018	7.78
5/28/2018	7.78
5/29/2018	7.09
5/30/2018	8.42
5/31/2018	7.54
6/1/2018	8.42
6/2/2018	8.42
6/3/2018	8.42
6/4/2018	8.98
6/5/2018	9.43
6/6/2018	10.27
6/7/2018	10.19
6/8/2018	10.75
6/9/2018	10.75
6/10/2018	10.75
6/11/2018	10.83
6/12/2018	11.31
6/13/2018	10.63
6/14/2018	10.91
6/15/2018	10.83
6/16/2018	10.83
6/17/2018	10.83
6/18/2018	11.07
6/19/2018	10.61
6/20/2018	11.21
6/21/2018	10.33
6/22/2018	10.45
6/23/2018	10.45
6/24/2018	10.45
6/25/2018	8.95
6/26/2018	9.20
6/27/2018	7.99
6/28/2018	8.59
6/29/2018	8.67
6/30/2018	8.67
7/1/2018	8.67
7/2/2018	8.79
7/3/2018	8.87
7/4/2018	8.87
7/5/2018	9.72
7/6/2018	10.69
7/7/2018	10.69
7/8/2018	10.69
7/9/2018	11.62
7/10/2018	11.66
7/11/2018	10.85
7/12/2018	11.37
7/13/2018	11.41
7/14/2018	11.41
7/15/2018	11.41
7/16/2018	10.85
7/17/2018	11.37
7/18/2018	11.62
7/19/2018	11.90
7/20/2018	11.37
7/21/2018	11.37
7/22/2018	11.37
7/23/2018	11.37
7/24/2018	10.57
7/25/2018	11.21
7/26/2018	11.70
7/27/2018	10.65
7/28/2018	10.65
7/29/2018	10.65
7/30/2018	9.88
7/31/2018	10.81
8/1/2018	10.41
8/2/2018	11.25
8/3/2018	11.58
8/4/2018	11.58
8/5/2018	11.58
8/6/2018	12.10
8/7/2018	12.30
8/8/2018	12.10
8/9/2018	12.18
8/10/2018	11.58
8/11/2018	11.58
8/12/2018	11.58
8/13/2018	10.89
8/14/2018	11.94
8/15/2018	10.97
8/16/2018	11.82
8/17/2018	12.42
8/18/2018	12.42
8/19/2018	12.42
8/20/2018	12.99
8/21/2018	13.67
8/22/2018	13.63
8/23/2018	13.39
8/24/2018	13.95
8/25/2018	13.95
8/26/2018	13.95
8/27/2018	14.60
8/28/2018	14.76
8/29/2018	15.16
8/30/2018	14.48
8/31/2018	14.72

Capital Gains and Distributions ($ per share) as of 09/24/2018

$ per share as of 09/24/2018

Date	2013	2014	2015	2016	2017
Short Term	—	—	—	—	—
Long Term	—	—	—	—	—
Total Amount of Distribution	—	—	—	—	—
Record Date	—	—	—	—	—
Ex Div Date	—	—	—	—	—
Pay Date	—	—	—	—	—

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Holdings

7

(6.3% of assets as of 09/24/2018)

See Full Holdings

Full Holdings

Fund Holdings subject to change as of 09/24/2018

Download CSV File

Description	Weight
Advanced Micro Devices	0.5567%
IAC/InterActiveCorp	0.3239%
Veeva Systems , Inc.	0.3134%
Gartner, Inc.	0.2935%
Fortinet, Inc.	0.2877%
PTC, Inc.	0.2864%
ANSYS, Inc.	0.2813%
Dexcom, Inc.	0.2807%
Synopsys, Inc.	0.2805%
McCormick & Company, Inc.	0.2789%
The Ultimate Software Group, Inc.	0.2750%
Ball Corp.	0.2737%
WellCare Health Plans, Inc.	0.2711%
Juniper Networks, Inc.	0.2674%
Genuine Parts Co.	0.2664%
F5 Networks, Inc.	0.2654%
CDW Corp./DE.	0.2652%
Citrix Systems, Inc.	0.2631%
Cooper Cos., Inc.	0.2613%
Darden Restaurants, Inc.	0.2597%
Broadridge Financial Solutions Inc.	0.2589%
Cadence Design Systems, Inc.	0.2588%
Apache Corp.	0.2587%
Symantec Corp.	0.2582%
Church & Dwight Co., Inc.	0.2574%
GoDaddy, Inc.	0.2572%
Celanese Corp.	0.2551%
First Data Corp.	0.2520%
CoStar Group, Inc.	0.2503%
Take-Two Interactive Software, Inc.	0.2498%
Marvell Technology Group Ltd.	0.2494%
Total System Services, Inc.	0.2493%
HCP, Inc.	0.2479%
lululemon athletica, Inc.	0.2470%
CF Industries Holdings, Inc.	0.2468%
Equifax, Inc.	0.2465%
Trimble, Inc.	0.2464%
Molina Healthcare, Inc.	0.2463%
Jack Henry & Associates, Inc.	0.2447%
Atlassian Corp plc	0.2430%
GrubHub, Inc.	0.2425%
Tractor Supply Co.	0.2411%
CarMax, Inc.	0.2409%
Henry Schein, Inc.	0.2405%
Advance Auto Parts, Inc.	0.2395%
Neurocrine Biosciences, Inc.	0.2391%
Ally Financial, Inc.	0.2388%
Xylem, Inc.	0.2386%
Sarepta Therapeutics, Inc.	0.2376%
Tapestry Inc.	0.2375%
ResMed Inc.	0.2372%
CA, Inc.	0.2370%
Albemarle Corp.	0.2369%
Mettler-Toledo International, Inc.	0.2367%
Leidos Holdings, Inc.	0.2362%
Fastenal Co.	0.2361%
Akamai Technologies, Inc.	0.2339%
Arthur J Gallagher & Co.	0.2333%
Markel Corp.	0.2332%
Ulta Beauty, Inc.	0.2329%
Ameren Corp.	0.2328%
Dover Corp.	0.2326%
MSCI, Inc., Cl. A	0.2323%
Nordson Corp.	0.2318%
PerkinElmer, Inc.	0.2309%
SS&C Technologies Holdings, Inc.	0.2299%
Tyler Technologies, Inc.	0.2298%
Realty Income Corp.	0.2297%
CH Robinson Worldwide, Inc.	0.2294%
Domino's Pizza, Inc.	0.2293%
American Water Works Co Inc.	0.2292%
L3 Technologies, Inc.	0.2289%
The Hershey Co.	0.2289%
Diamondback Energy, Inc.	0.2273%
Aspen Technology, Inc.	0.2267%
EPAM Systems, Inc.	0.2266%
Kohl's Corp.	0.2264%
Snap-on Inc.	0.2262%
TransUnion	0.2260%
Targa Resources Corp.	0.2259%
Vail Resorts, Inc.	0.2258%
Qorvo, Inc.	0.2255%
United Rentals, Inc.	0.2253%
Lincoln National Corp.	0.2249%
Hasbro, Inc.	0.2248%
Paycom Software, Inc.	0.2241%
IDEX Corp.	0.2238%
Atmos Energy Corp.	0.2236%
Baker Hughes a GE Co.	0.2236%
CMS Energy Corp.	0.2235%
Keysight Technologies, Inc.	0.2232%
Burlington Stores, Inc.	0.2223%
XPO Logistics, Inc.	0.2219%
Waters Corp.	0.2219%
Amdocs Ltd.	0.2213%
Huntington Ingalls Industries, Inc.	0.2195%
Exact Sciences Corp.	0.2194%
Entergy Corp.	0.2188%
Kansas City Southern	0.2185%
Quest Diagnostics, Inc.	0.2182%
International Flavors & Fragrances, Inc.	0.2176%
Cognex Corp.	0.2173%
Cabot Oil & Gas Corp.	0.2173%
CBOE Global Markets Inc.	0.2172%
CenterPoint Energy, Inc.	0.2169%
Arch Capital Group Ltd.	0.2168%
Guidewire Software, Inc.	0.2156%
Bio-Techne Corp.	0.2154%
AES Corp.	0.2150%
Mid-America Apartment Communities, Inc.	0.2147%
RPM International, Inc.	0.2145%
West Pharmaceutical Services, Inc.	0.2143%
Evergy Inc.	0.2139%
Tableau Software, Inc.	0.2133%
Cincinnati Financial Corp.	0.2130%
WEX, Inc.	0.2123%
FMC Corp.	0.2121%
Zendesk, Inc.	0.2116%
Mosaic Co.	0.2116%
NRG Energy, Inc.	0.2113%
Hologic Inc.	0.2109%
Universal Health Services	0.2105%
UDR, Inc.	0.2101%
Aramark	0.2097%
Spirit AeroSystems Holdings, Inc.	0.2096%
Viacom, Inc.	0.2092%
CDK Global, Inc.	0.2090%
Teleflex, Inc.	0.2087%
Alexandria Real Estate Equities, Inc.	0.2083%
Alleghany Corp.	0.2083%
Service Corp International, US	0.2081%
Alliance Data Systems Corp.	0.2072%
Masco Corp.	0.2070%
Fair Isaac Corp.	0.2061%
Eastman Chemical Co.	0.2059%
Vmware, Inc.	0.2057%
Conagra Brands, Inc.	0.2056%
Expeditors International of Washington, Inc.	0.2049%
Norwegian Cruise Line Holdings Ltd.	0.2048%
Cheniere Energy, Inc.	0.2048%
Qurate Retail Inc	0.2044%
Vornado Realty Trust	0.2036%
WestRock Co.	0.2034%
The J.M. Smucker Co.	0.2032%
Annaly Mortgage Management, Inc.	0.2031%
Jacobs Engineering Group, Inc.	0.2030%
Twilio, Inc.	0.2029%
Zebra Technologies Corp.	0.2027%
Michael Kors Holdings Ltd.	0.2024%
Fidelity National Financial Inc	0.2021%
Teledyne Technologies, Inc.	0.2021%
Wayfair, Inc.	0.2015%
Teradyne, Inc.	0.2014%
Iron Mountain, Inc.	0.2013%
STERIS plc	0.2012%
Loews Corp.	0.2007%
Arconic, Inc.	0.2006%
CBRE Group, Inc.	0.2003%
Avery Dennison Corp.	0.2003%
UGI Corp.	0.1996%
Macy's, Inc.	0.1992%
Alliant Energy Corp.	0.1991%
DR Horton, Inc.	0.1990%
Packaging Corp. of America	0.1982%
Lamb Weston Holdings, Inc.	0.1980%
Fluor Corp.	0.1979%
Chipotle Mexican Grill, Inc.	0.1972%
Allegion plc	0.1971%
FactSet Research Systems, Inc.	0.1961%
Duke Realty Corp.	0.1951%
Federal Realty Investment Trus	0.1946%
Unum Group	0.1946%
EQT Corp.	0.1939%
LKQ Corp.	0.1930%
Perrigo Co Plc.	0.1929%
Robert Half International, Inc.	0.1924%
KAR Auction Services	0.1922%
Donaldson Co., Inc.	0.1917%
Regency Centers Corp.	0.1917%
JEFFERIES FINANCIAL GROUP IN	0.1917%
Discovery Communications, Inc., Cl. C	0.1916%
Athene Holding Ltd.	0.1914%
RingCentral, Inc.	0.1910%
Varian Medical Systems, Inc.	0.1905%
Monolithic Power Systems, Inc.	0.1897%
Old Dominion Freight Line, Inc.	0.1896%
Everest Re Group Ltd.	0.1896%
FLIR Systems, Inc.	0.1895%
DISH Network Corp.	0.1893%
Reinsurance Group of America	0.1891%
Hubbell, Inc.	0.1890%
NiSource, Inc.	0.1887%
Flowserve Corp.	0.1880%
Raymond James Financial, Inc.	0.1879%
ServiceMaster Global Holdings, Inc.	0.1877%
Zions Bancorporation	0.1876%
Interpublic Group of Cos., Inc. (The)	0.1875%
Okta, Inc.	0.1873%
Jazz Pharmaceuticals PLC	0.1872%
Cimarex Energy Co.	0.1869%
Encompass Health Corp.	0.1864%
Molson Coors Brewing Co., Cl. B	0.1862%
Alaska Air Group Inc.	0.1851%
Martin Marietta Materials, Inc.	0.1851%
Middleby Corp.	0.1850%
Torchmark Corp.	0.1849%
Pinnacle West Capital Corp.	0.1848%
Bunge Ltd.	0.1845%
Wabtec Corp.	0.1844%
Yum China Holdings Inc.	0.1842%
PVH Corp.	0.1834%
Extra Space Storage, Inc.	0.1826%
Sensata Technologies Holding plc	0.1816%
NVR, Inc.	0.1814%
Steel Dynamics, Inc.	0.1811%
Camden Property Trust	0.1811%
Acuity Brands, Inc.	0.1809%
Qiagen NV	0.1808%
Nielsen Holdings PLC.	0.1805%
Affiliated Managers Group, Inc.	0.1803%
HD Supply Holdings, Inc.	0.1797%
Pinnacle Foods, Inc.	0.1796%
Voya Financial, Inc.	0.1795%
Equity Lifestyle Properties, Inc.	0.1793%
Energen Corp.	0.1792%
BorgWarner, Inc.	0.1790%
Sun Communities, Inc.	0.1786%
Western Union Co.	0.1782%
Harley-Davidson, Inc.	0.1780%
ON Semiconductor Corp.	0.1775%
SL Green Realty Corp.	0.1774%
American Homes 4 Rent	0.1772%
Carlisle Companies, Inc.	0.1771%
HollyFrontier Corp.	0.1767%
Graco, Inc.	0.1763%
AGNC Investment Corp.	0.1761%
AptarGroup Inc.	0.1752%
WPX Energy, Inc.	0.1752%
Post Holdings, Inc.	0.1749%
Incyte Corp.	0.1747%
Fortune Brands Home & Security, Inc.	0.1743%
Invesco Ltd.	0.1742%
CommScope Holding Co., Inc.	0.1739%
East West Bancorp, Inc.	0.1737%
OGE Energy Corp.	0.1726%
Copart, Inc.	0.1723%
Black Knight Inc.	0.1720%
Lennox International, Inc.	0.1715%
Booz Allen Hamilton Holding Corp.	0.1713%
Bright Horizons Family Solutions	0.1708%
A.O. Smith Corp.	0.1701%
Ralph Lauren Corp.	0.1701%
VEREIT, Inc.	0.1699%
Parsley Energy, Inc.	0.1695%
Liberty Media Corp. -Liberty Med	0.1692%
Seattle Genetics, Inc.	0.1690%
Macerich Co.	0.1687%
Garmin Ltd.	0.1684%
Pool Corp.	0.1683%
Nuance Communications, Inc.	0.1681%
Lear Corp.	0.1671%
DaVita, Inc.	0.1670%
Helmerich & Payne, Inc.	0.1670%
CyrusOne, Inc.	0.1669%
Apartment Investment & Management	0.1668%
DENTSPLY SIRONA Inc.	0.1666%
Allison Transmission Holdings	0.1664%
CIT Group, Inc.	0.1664%
Cypress Semiconductor Corp.	0.1661%
Jones Lang LaSalle Inc.	0.1654%
Newell Rubbermaid, Inc.	0.1648%
Aqua America, Inc.	0.1646%
Mohawk Industries, Inc.	0.1646%
National Retail Properties Inc.	0.1645%
Lamar Advertising Co.	0.1637%
Alcoa Corp.	0.1635%
Charles River Laboratories International, Inc.	0.1635%
Ingredion, Inc.	0.1631%
Whirlpool Corp.	0.1629%
Alnylam Pharmaceuticals, Inc.	0.1628%
Arrow Electronics Inc.	0.1627%
Kimco Realty Corp.	0.1626%
Berry Global Group, Inc.	0.1622%
JPMorgan Chase Bank NA; PD: If positive,the Total Return of the IBXXLLTR Index expiring 12/20/2017; RD: If negative, the absolute value of the Total R	0.1617%
JB Hunt Transport Services, Inc.	0.1614%
Toro Co.	0.1612%
SEI Investments Co.	0.1612%
Vistra Energy Corp.	0.1608%
Ionis Pharmaceuticals, Inc.	0.1603%
American Financial Group Inc/O.	0.1600%
WP Carey, Inc.	0.1599%
Park Hotels & Resorts, Inc.	0.1598%
Dunkin' Brands Group, Inc.	0.1592%
Crown Holdings, Inc.	0.1592%
Polaris Industries, Inc.	0.1589%
Pentair PLC.	0.1585%
Gaming and Leisure Properties, Inc.	0.1582%
Hanesbrands, Inc.	0.1581%
Old Republic International Corp.	0.1581%
Omega Healthcare Investors, Inc.	0.1579%
Sealed Air Corp.	0.1577%
athenahealth, Inc.	0.1573%
Brown & Brown, Inc.	0.1561%
JetBlue Airways Corp.	0.1560%
Proofpoint, Inc.	0.1560%
Curtiss-Wright Corp.	0.1558%
Insulet Corp.	0.1556%
Kilroy Realty Corp.	0.1552%
Live Nation Entertainment, Inc.	0.1548%
Six Flags Entertainment Corp.	0.1546%
Nordstrom, Inc.	0.1545%
Lincoln Electric Holdings, Inc.	0.1543%
WABCO Holdings, Inc.	0.1540%
Leggett & Platt, Inc.	0.1539%
New Residential Investment Cor	0.1537%
Commerce Bancshares, Inc.	0.1536%
Sage Therapeutics Inc.	0.1534%
Avnet, Inc.	0.1533%
Bio-Rad Laboratories Inc.	0.1526%
Eaton Vance Corp.	0.1525%
Catalent, Inc.	0.1518%
Pure Storage, Inc.	0.1518%
WR Berkley Corp.	0.1516%
Hill-Rom Holdings, Inc.	0.1515%
Liberty Property Trust	0.1515%
PacWest Bancorp.	0.1514%
Vectren Corp.	0.1513%
Newfield Exploration Co.	0.1512%
Transocean Ltd.	0.1509%
US Foods Holding Corp.	0.1508%
Brunswick Corp.	0.1508%
NASDAQ, Inc.	0.1506%
Chemours Co.	0.1504%
Alkermes plc	0.1502%
Williams-Sonoma, Inc.	0.1502%
BANK OZK	0.1499%
Madison Square Garden Co/The.	0.1498%
BWX Technologies, Inc.	0.1497%
MarketAxess Holdings, Inc.	0.1494%
People's United Financial, Inc.	0.1494%
Gentex Corp.	0.1489%
ITT, Inc.	0.1488%
Genesee & Wyoming, Inc.	0.1487%
Sabre Corp.	0.1485%
Sonoco Products Co.	0.1485%
Masimo Corp.	0.1485%
ARRIS International plc	0.1485%
Teradata Corp.	0.1484%
Assurant, Inc.	0.1484%
Nektar Therapeutics	0.1481%
United Therapeutics Corp.	0.1481%
Hexcel Corp.	0.1479%
Liberty Broadband Corp.	0.1476%
Douglas Emmett, Inc.	0.1473%
Axalta Coating Systems Ltd.	0.1471%
Zayo Group Holdings, Inc.	0.1469%
Trinity Industries, Inc.	0.1461%
American Campus Communities, Inc.	0.1460%
Envision Healthcare Corp.	0.1459%
Goodyear Tire & Rubber Co.	0.1459%
Owens Corning.	0.1458%
Signature Bank	0.1456%
First American Financial Corp.	0.1455%
First Horizon National Corp.	0.1454%
Dun & Bradstreet Corp.	0.1454%
RenaissanceRe Holdings Ltd.	0.1452%
Bluebird Bio, Inc.	0.1451%
Mattel, Inc.	0.1450%
Reliance Steel & Aluminum Co.	0.1448%
Xerox Corp.	0.1448%
Popular, Inc.	0.1446%
Ashland Global Holdings, Inc.	0.1444%
SCANA Corp.	0.1440%
Starwood Property Trust, Inc.	0.1439%
PBF Energy, Inc.	0.1437%
LPL Financial Holdings, Inc.	0.1435%
PRA Health Sciences, Inc.	0.1434%
Oshkosh Corp.	0.1432%
Western Alliance Bancorp	0.1427%
Watsco, Inc.	0.1426%
Lazard Ltd.	0.1425%
Healthcare Trust of America, Inc.	0.1421%
Cullen/Frost Bankers, Inc.	0.1419%
PulteGroup, Inc.	0.1418%
ManpowerGroup, Inc.	0.1417%
GCI Liberty, Inc.	0.1416%
Universal Display Corp.	0.1416%
Murphy Oil Corp.	0.1415%
Medical Properties Trust Inc	0.1415%
Webster Financial Corp.	0.1414%
Euronet Worldwide, Inc.	0.1412%
Brixmor Property Group, Inc.	0.1408%
National Instruments Corp.	0.1404%
Casey's General Stores, Inc.	0.1403%
Brighthouse Financial, Inc.	0.1402%
L Brands, Inc.	0.1402%
Forest City Realty Trust, Inc.	0.1399%
Huntsman Corp.	0.1398%
Landstar System, Inc.	0.1391%
SLM Corp.	0.1387%
Aecom Technology Corp.	0.1384%
EPR Properties	0.1382%
RealPage, Inc.	0.1381%
Foot Locker, Inc.	0.1373%
Wyndham Hotels & Resorts Inc.	0.1372%
Campbell Soup Co.	0.1370%
Jabil, Inc.	0.1369%
CubeSmart	0.1368%
H&R Block, Inc.	0.1367%
Grand Canyon Education, Inc.	0.1365%
LogMeIn, Inc.	0.1362%
Synovus Financial Corp.	0.1359%
VICI Properties, Inc.	0.1358%
Quanta Services, Inc.	0.1351%
Assured Guaranty Ltd.	0.1348%
Manhattan Associates, Inc.	0.1342%
Hanover Insurance Group, Inc.	0.1335%
Coherent, Inc.	0.1333%
Crane Co.	0.1333%
MKS Instruments, Inc.	0.1329%
Caesars Entertainment Corp.	0.1328%
Herbalife Nutrition Ltd	0.1322%
Sterling Bancorp/DE.	0.1320%
WR Grace & Co.	0.1319%
Wintrust Financial Corp.	0.1319%
STORE Capital Corp	0.1315%
MDU Resources Group, Inc.	0.1314%
Stericycle, Inc.	0.1313%
Nutanix, Inc.	0.1301%
TripAdvisor, Inc.	0.1298%
Nu Skin Enterprises, Inc.	0.1296%
Highwoods Properties, Inc.	0.1295%
Littelfuse, Inc.	0.1293%
New York Community Bancorp, Inc.	0.1292%
2U, Inc.	0.1290%
Royal Gold, Inc.	0.1289%
Axis Capital Holdings Ltd.	0.1285%
nVent Electric PLC.	0.1285%
Bemis Co., Inc.	0.1284%
Howard Hughes Corp.	0.1281%
Prosperity Bancshares, Inc.	0.1279%
Paramount Group, Inc.	0.1278%
Chemed Corp.	0.1273%
Extended Stay America, Inc.	0.1270%
National Fuel Gas Co.	0.1267%
Hudson Pacific Properties Inc.	0.1267%
United States Steel Corp.	0.1266%
Pinnacle Financial Partners, Inc.	0.1260%
Hospitality Properties Trust	0.1260%
Umpqua Holdings Corp.	0.1260%
Hormel Foods Corp.	0.1258%
Toll Brothers, Inc.	0.1251%
Whiting Petroleum Corp.	0.1251%
Invitation Homes, Inc.	0.1243%
Associated Banc-Corp.	0.1238%
Exelixis, Inc.	0.1238%
Graphic Packaging Holding Co.	0.1236%
Kirby Corp.	0.1230%
Life Storage, Inc.	0.1223%
Air Lease Corp.	0.1221%
Dolby Laboratories, Inc.	0.1213%
MEDNAX, Inc.	0.1213%
Conduent, Inc.	0.1208%
Olin Corp.	0.1207%
Penumbra, Inc.	0.1205%
Valvoline, Inc.	0.1204%
Cinemark Holdings, Inc.	0.1200%
Chesapeake Energy Corp.	0.1199%
FNB Corp.	0.1197%
Integra LifeSciences Holdings.	0.1190%
Coty, Inc.	0.1190%
Credit Acceptance Corp.	0.1188%
Rayonier, Inc.	0.1180%
Thor Industries, Inc.	0.1180%
HEICO Corp.	0.1179%
Texas Capital Bancshares, Inc.	0.1175%
Senior Housing Properties Trust	0.1171%
NCR Corp.	0.1166%
Genpact Ltd.	0.1164%
Evercore Partners, Inc., Cl. A	0.1157%
Carter's, Inc.	0.1155%
CoreLogic, Inc.	0.1152%
Cabot Corp.	0.1151%
TCF Financial Corp.	0.1145%
Antero Resources Corp.	0.1135%
Wyndham Destinations Inc	0.1132%
Versum Materials, Inc.	0.1124%
Zillow Group, Inc.	0.1123%
Graham Holdings Co.	0.1121%
Gap, Inc. (The)	0.1119%
Ryder System, Inc.	0.1117%
Hawaiian Electric Industries, Inc.	0.1114%
Valmont Industries, Inc.	0.1113%
Under Armour, Inc., Cl. A	0.1109%
MSC Industrial Direct Co., Inc.	0.1105%
Macquarie Infrastructure Corp.	0.1104%
Sprouts Farmers Markets, Inc.	0.1103%
Fireeye, Inc.	0.1101%
Rollins, Inc.	0.1100%
Clean Harbors, Inc.	0.1097%
Regal Beloit Corp.	0.1094%
Equity Commonwealth	0.1093%
Adient plc	0.1092%
Coresite Realty Corp.	0.1086%
Centennial Resource Developmen.	0.1083%
Eagle Materials, Inc.	0.1083%
SM Energy Co.	0.1081%
Interactive Brokers Group, Inc.	0.1076%
AGCO Corp.	0.1076%
Navient Corp.	0.1072%
Patterson-UTI Energy, Inc.	0.1071%
Cable One, Inc.	0.1063%
Energizer Holdings, Inc.	0.1061%
BankUnited, Inc.	0.1059%
Range Resources Corp.	0.1057%
JBG SMITH Properties	0.1054%
ICU Medical, Inc.	0.1052%
Apple Hospitality REIT, Inc.	0.1050%
Match Group, Inc.	0.1044%
Knight-Swift Transportation Ho.	0.1042%
Liberty Media Corp-Liberty Sir	0.1037%
Skechers USA, Inc.	0.1037%
Taubman Centers, Inc.	0.1036%
Timken Co.	0.1034%
Chimera Investment Corp.	0.1032%
Spirit Realty Capital, Inc.	0.1026%
Domtar Corp.	0.1025%
Apergy Corp.	0.1023%
News Corp., Cl. A	0.1023%
Univar, Inc.	0.1019%
Hyatt Hotels Corp.	0.1017%
Under Armour, Inc., Cl. C	0.1010%
Weingarten Realty Investors	0.1010%
White Mountains Insurance Group	0.1007%
Bank of Hawaii Corp.	0.1001%
Tribune Media Co.	0.1000%
Agios Pharmaceuticals, Inc.	0.0999%
Uniti Group, Inc.	0.0997%
First Citizens BancShares, Inc.	0.0984%
Cantel Medical Corp.	0.0984%
Two Harbors Investment Corp	0.0969%
Owens-Illinois, Inc.	0.0968%
Flowers Foods, Inc.	0.0966%
First Solar, Inc.	0.0966%
IPG Photonics Corp.	0.0957%
Armstrong World Industries, Inc.	0.0956%
Wendy's Co.	0.0944%
Discovery Communications, Inc., Cl. A	0.0934%
Colfax Corp.	0.0934%
Corporate Office Properties Trust	0.0928%
NewMarket Corp.	0.0925%
CNX Resources Corp.	0.0922%
Acadia Healthcare Co., Inc.	0.0921%
Hilton Grand Vacations, Inc.	0.0918%
Bruker Corp.	0.0916%
COLONY CAPITAL INC	0.0915%
BGC Partners, Inc.	0.0911%
Telephone & Data Systems, Inc.	0.0910%
MFA Financial Inc.	0.0909%
USG Corp.	0.0900%
AMC Networks, Inc.	0.0890%
WESCO International, Inc.	0.0884%
Welbilt, Inc.	0.0875%
Zynga, Inc.	0.0875%
Premier, Inc.	0.0872%
TreeHouse Foods, Inc.	0.0870%
Visteon Corp.	0.0868%
Scotts Miracle-Gro Co./The	0.0868%
Dick's Sporting Goods, Inc.	0.0867%
Columbia Property Trust, Inc.	0.0858%
Brandywine Realty Trust	0.0855%
Terex Corp.	0.0848%
Outfront Media, Inc.	0.0841%
Platform Specialty Products Co.	0.0836%
Erie Indemnity Co.	0.0831%
Urban Outfitters, Inc.	0.0826%
Retail Properties of America, Inc.	0.0824%
EchoStar Corp.	0.0824%
QEP Resources, Inc.	0.0821%
Hain Celestial Group, Inc.	0.0808%
Weatherford International plc	0.0797%
Legg Mason, Inc.	0.0797%
Choice Hotels International, Inc.	0.0788%
Realogy Holdings Corp.	0.0786%
John Wiley & Sons, Inc.	0.0774%
Tempur Sealy International, Inc.	0.0773%
Gardner Denver Holdings Inc.	0.0766%
Aspen Insurance Holdings Ltd.	0.0763%
Pegasystems, Inc.	0.0755%
OneMain Holdings, Inc.	0.0745%
HEICO Corp.	0.0728%
Copa Holdings S.A.	0.0715%
Zillow Group, Inc.	0.0711%
Columbia Sportswear Co.	0.0701%
AutoNation, Inc.	0.0683%
Kosmos Energy Ltd.	0.0682%
Empire State Realty Trust, Inc.	0.0678%
Silgan Holdings, Inc.	0.0669%
Nabors Industries Ltd.	0.0658%
BOK Financial Corp.	0.0654%
Morningstar, Inc.	0.0648%
Net Cash and Equivalents	0.0646%
DDR Corp	0.0625%
AMERCO	0.0616%
Santander Consumer USA Holding	0.0601%
Lions Gate Entertainment Corp.	0.0599%
Ubiquiti Networks, Inc.	0.0555%
First Hawaiian, Inc.	0.0546%
The Michaels Companies, Inc.	0.0546%
AXA Equitable Holdings Inc.	0.0529%
International Game Technology plc	0.0517%
Liberty Media SiriusXM Corp.	0.0509%
Penske Automotive Group, Inc.	0.0498%
Spectrum Brands Holdings Inc	0.0492%
Continental Resources, Inc.	0.0483%
TFS Financial Corp.	0.0460%
Westlake Chemical Corp.	0.0456%
Sprint Corp.	0.0441%
Tesaro, Inc.	0.0437%
Mercury General Corp.	0.0427%
Schneider National, Inc.	0.0376%
Extraction Oil & Gas Inc.	0.0373%
Liberty Broadband Corp.	0.0369%
Avangrid, Inc.	0.0367%
Floor & Decor Holdings, Inc.	0.0362%
DocuSign, Inc.	0.0347%
Lions Gate Entertainment Corp.	0.0345%
News Corp., Cl. B	0.0336%
Ceridian HCM Holding Inc.	0.0321%
American National Insurance Co.	0.0301%
Pilgrim's Pride Corp.	0.0271%
RPC, Inc.	0.0265%
Virtu Financial, Inc.	0.0253%
ADT Inc.	0.0253%
Gates Industrial Corp PLC.	0.0245%
CNA Financial Corp.	0.0213%
Brown-Forman Corp.	0.0204%
Southern Copper Corp.	0.0176%
RETAIL VALUE INC	0.0143%

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.

Single Factor Strategy

Russell 1000 Size Factor ETF

Portfolio Holdings Breakdown as of 09/24/2018

Portfolio Holdings Breakdown

7

Country

Equity Sector

Industry

Asset Allocation

Market Cap ⁹

Country	Russell 1000 Size Factor ETF	Russell 1000® Index	Overweight / Underweight
United States	99.5%	99.8%	-0.3%
China	0.2%	0.0%	0.1%
United Kingdom	0.2%	0.0%	0.2%
Net Cash and Equivalents	0.1%	-	-

Equity Sector	Russell 1000 Size Factor ETF	Russell 1000® Index	Overweight / Underweight
Information Technology	18.1%	25.9%	-7.7%
Consumer Discretionary	15.1%	12.9%	2.2%
Industrials	14.5%	10.1%	4.5%
Financials	13.2%	13.8%	-0.6%
Health Care	10.0%	14.4%	-4.4%
Real Estate	9.7%	3.3%	6.5%
Materials	6.4%	2.8%	3.6%
Energy	4.6%	5.8%	-1.2%
Utilities	4.0%	2.7%	1.2%
Consumer Staples	3.8%	6.3%	-2.6%
Telecommunication Services	0.3%	1.9%	-1.6%
Net Cash and Equivalents	0.1%	-	-

Industry	Russell 1000 Size Factor ETF	Russell 1000® Index	Overweight / Underweight
Equity Real Estate Investment Trusts (REITs)	9.2%	3.2%	6.0%
Software	6.2%	6.6%	-0.4%
Insurance	4.6%	2.6%	2.1%
Machinery	4.0%	1.8%	2.2%
Oil Gas & Consumable Fuels	3.7%	5.2%	-1.5%
Banks	3.7%	6.0%	-2.3%
IT Services	3.7%	4.8%	-1.1%
Chemicals	3.2%	1.9%	1.2%
Health Care Equipment & Supplies	2.9%	3.2%	-0.3%
Hotels Restaurants & Leisure	2.8%	1.9%	0.9%
Capital Markets	2.6%	2.8%	-0.2%
Media	2.5%	2.2%	0.3%
Food Products	2.4%	1.1%	1.2%
Electronic Equipment Instruments & Components	2.4%	0.6%	1.8%
Internet Software & Services	2.2%	4.6%	-2.4%
Biotechnology	2.2%	2.6%	-0.4%
Semiconductors & Semiconductor Equipment	2.2%	3.9%	-1.6%
Containers & Packaging	2.1%	0.4%	1.7%
Specialty Retail	2.1%	2.3%	-0.2%
Health Care Providers & Services	2.1%	3.1%	-1.0%

Asset Allocation	Russell 1000 Size Factor ETF	Russell 1000® Index	Overweight / Underweight
Equity	99.8%	100.0%	-0.2%
Net Cash and Equivalents	0.1%	-	-

Market Cap	Russell 1000 Size Factor ETF	Russell 1000® Index	Overweight / Underweight
Mid	92.5%	16.9%	75.6%
Small	4.1%	0.5%	3.6%
Large	3.1%	82.6%	-79.5%
Net Cash and Equivalents	0.1%	-	-

Analytics

Single Factor Strategy

Russell 1000 Size Factor ETF

Analytics as of 08/31/2018

(As of 08/31/2018)

Yields

Standardized Yield

1.39%

Portfolio Characteristics

Fund

Broad Benchmark

Average Market Cap (weighted)

$9.29 B

$224.62 B

Median Market Cap (weighted)

$8.53 B

$91.25 B

P/E Ratio (LTM)

20.99

21.22

P/E Ratio (NTM)

18.31

17.42

Price/Book

2.74

3.43

Price/Sales Ratio

1.85

2.64

Price/Cash Flow Ratio

13.74%

Turnover Ratio

18.35%

Dividends

Est. Frequency

Quarterly

Last Pay Date

6/21/2018

Per Share ($)

$0.0842

12-Month Distribution ($)

$0.2160

Distribution Sources

Net Income

100.00%

Net Profit from Sale

0.00%

Other Capital Sources

0.00%

Insights

Documents

1. This is a new fund with limited operating history and an inception date of 11/8/17.
2. Access historical premium/discount information
3. An investment in the Fund is subject to investment risk, including the possible loss of principal amount invested. Small and mid-sized company stock is typically more volatile than that of larger company stock. The Fund will typically concentrate in industries or groups of industries to approximately the same extent as its Underlying Index. 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. The alternate weighting approach employed by the Fund (i.e., using size as a weighting measure), while designed to enhance potential returns, may not produce the desired results. Because the Fund is rebalanced quarterly, the Fund may experience portfolio turnover in excess of 100%. The greater the portfolio turnover, the greater the transaction costs to the Fund, which could have an adverse effect on the Fund’s performance.
4. The Russell 1000® Index measures the performance of the large-cap segment of the U.S. equity universe. It is a subset of the Russell 3000® Index and includes approximately 1,000 of the largest securities based on a combination of their market cap and current index membership. The Russell 1000 represents approximately 92% of the Russell 3000 Index. The index is unmanaged and cannot be purchased directly by investors. Index performance is shown for illustrative purposes only and does not predict or depict performance of the Fund. Past performance does not guarantee future results.
5. The Russell 1000 Size Factor Index is composed of securities in the Russell 1000 Index that, in the aggregate, have smaller size characteristics relative to the broader U.S. equity market. Past performance does not guarantee future results.
6. The Closing Price is the price of the last reported trade on the Fund's primary exchange.
7. Holdings are subject to change, and are dollar weighted based on total net assets.
8. 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.
9. Holdings are subject to change, are dollar-weighted based on assets, and may not reflect the use of leverage in the Fund. Market Cap breakdown is calculated using Morningstar's methodology and those capitalization standards may not align with those in the Fund's prospectus.
10. Standardized yield is based on an SEC standardized formula designed to approximate a Fund's annualized hypothetical current income from securities less expenses for the 30-day period ending and including the most recent month-end (or quarter-end) and either that date's maximum offering price (Class A shares) or net asset value (for other share classes).
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. ↩
B. The performance data quoted represents past performance, which does not guarantee future results. The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost. Current performance and expense ratios may be lower or higher than the data quoted. Returns do not consider capital gains or income taxes on an individual's investment.

The NAV return is based on the net asset value of the Fund and the market return (MKT) is based on the market price per share of the Fund. The price used to calculate MKT is determined by using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of the Fund are listed for trading when the Fund's NAV is calculated at market close. MKT and NAV assume dividends and capital gain distributions have been reinvested in the Fund at market price and NAV, respectively. Returns less than one year are cumulative.

"Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund). These returns would be lower if sales charges were taken into consideration. Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions. ↩
C. There is no guarantee of the payment of any dividend or other distributions at any level. ↩

Spoof Access

Russell 1000 Size Factor ETF

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