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Revenue Weighted Dividend

Overview

The strategy invests in the securities in the S&P 900 with the highest trailing dividend yield.  Each of these securities is then weighted by top line revenue, instead of market capitalization.

Strategy Inception Date
September 30, 2013
Composite Inception Date
September 30, 2013
Composite AUM
(as of 01/31/2019)
$1.50 BN
Composite Benchmark
S&P 900 Index
Available Vehicles
Separate Account
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 01/31/2019
as of 12/31/2018

Cumulative
Annualized
1 mo 3 mo 1 yr 3 yr 5 yr since inception
Revenue Weighted Dividend (gross of fees)
-9.56% -12.13% -4.14% 11.47% 10.02% 10.56%
Revenue Weighted Dividend (net of fees)
-9.58% -12.19% -4.37% 11.20% 9.76% 10.30%
S&P 900 Index
-9.18% -13.78% -4.86% 9.16% 8.32% 9.94%
Cumulative
Annualized
1 mo 3 mo 1 yr 3 yr 5 yr since inception
Revenue Weighted Dividend (gross of fees)
9.63% 0.41% 2.91% 15.72% 12.52% 12.30%
Revenue Weighted Dividend (net of fees)
9.61% 0.35% 2.66% 15.45% 12.25% 12.04%
S&P 900 Index
8.17% 0.31% -2.46% 14.00% 10.78% 11.40%

OFI Global's Revenue Weighted Dividend Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures


Year Revenue Weighted Dividend (gross of fees) Revenue Weighted Dividend (net of fees) S&P 900 Index
2014 22.13% 21.84% 13.36%
2015 -4.69% -4.92% 1.11%
2016 29.03% 28.73% 12.61%
2017 11.97% 11.70% 21.40%
2018 -4.14% -4.37% -4.86%

OFI Global's Revenue Weighted Dividend Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures


Date Revenue Weighted Dividend (gross of fees) Revenue Weighted Dividend (net of fees) S&P 900 Index
1/31/2014 0.00 0.00 0.00
2/28/2014 3.08 3.06 4.60
3/31/2014 7.11 7.07 5.44
4/30/2014 11.66 11.60 6.01
5/31/2014 12.54 12.46 8.45
6/30/2014 14.46 14.35 10.88
7/31/2014 11.41 11.28 9.07
8/31/2014 16.45 16.29 13.53
9/30/2014 13.48 13.30 11.64
10/31/2014 19.99 19.78 14.47
11/30/2014 22.29 22.05 17.47
12/31/2014 24.63 24.36 17.28
1/31/2015 25.56 25.26 13.94
2/28/2015 25.61 25.29 20.43
3/31/2015 21.91 21.58 18.81
4/30/2015 26.79 26.42 19.71
5/31/2015 24.63 24.24 21.30
6/30/2015 19.99 19.58 19.01
7/31/2015 23.27 22.83 21.32
8/31/2015 18.84 18.39 14.04
9/30/2015 16.91 16.45 11.15
10/31/2015 25.01 24.49 20.28
11/30/2015 22.05 21.52 20.74
12/31/2015 18.79 18.25 18.59
1/31/2016 16.38 15.82 12.64
2/29/2016 19.84 19.24 12.62
3/31/2016 30.24 29.57 20.40
4/30/2016 32.31 31.60 20.95
5/31/2016 31.74 31.01 23.16
6/30/2016 37.35 36.56 23.50
7/31/2016 46.21 45.35 28.11
8/31/2016 44.31 43.43 28.32
9/30/2016 44.08 43.17 28.28
10/31/2016 40.10 39.19 25.86
11/30/2016 49.64 48.64 30.93
12/31/2016 53.28 52.22 33.54
1/31/2017 55.82 54.72 36.05
2/28/2017 58.33 57.18 41.31
3/31/2017 55.26 54.10 41.42
4/30/2017 55.18 53.99 42.85
5/31/2017 51.23 50.03 44.66
6/30/2017 53.24 52.00 45.66
7/31/2017 56.61 55.31 48.54
8/31/2017 52.40 51.10 48.79
9/30/2017 59.94 58.55 52.06
10/31/2017 58.96 57.55 55.60
11/30/2017 68.02 66.50 60.44
12/31/2017 71.62 70.03 62.12
1/31/2018 75.26 73.60 71.07
2/28/2018 67.30 65.69 64.67
3/31/2018 66.10 64.46 60.89
4/30/2018 71.99 70.27 61.43
5/31/2018 78.48 76.65 65.51
6/30/2018 83.24 81.33 66.51
7/31/2018 85.30 83.33 72.47
8/31/2018 88.24 86.20 78.09
9/30/2018 87.23 85.16 78.89
10/31/2018 79.62 77.61 66.33
11/30/2018 81.91 79.83 69.84
12/31/2018 64.52 62.60 54.25
1/31/2019 80.36 78.23 66.86

OFI Global's Revenue Weighted Dividend Composite includes every fully representative portfolio managed in the strategy. Certain securities may constitute a significant portion of the portfolio resulting in security and sector weightings that may differ from those of the benchmark index.

Please review the Complete Performance Disclosures

Portfolio

Top Holdings

(74.1% of assets as of 02/15/2019)

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Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Country Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
United States 99.7% 100.0% -0.3%
Net Cash and Equivalents 0.3% - -
Developed Markets Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
Americas 99.7% 100.0% -0.3%
Net Cash and Equivalents 0.3% - -
Emerging Markets Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
Net Cash and Equivalents 0.3% - -
Equity Sector Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
Utilities 16.6% 3.3% 13.3%
Energy 15.9% 5.4% 10.5%
Consumer Discretionary 14.5% 10.1% 4.5%
Consumer Staples 13.4% 6.9% 6.6%
Information Technology 11.9% 20.1% -8.2%
Materials 8.9% 2.9% 5.9%
Real Estate 6.3% 3.5% 2.8%
Communication Services 5.0% 9.6% -4.6%
Financials 4.6% 13.6% -9.0%
Industrials 1.6% 10.1% -8.6%
Health Care 1.0% 14.7% -13.7%
Net Cash and Equivalents 0.3% - -
Industry Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
Oil Gas & Consumable Fuels 15.4% 4.8% 10.7%
Electric Utilities 10.4% 1.9% 8.5%
Food Products 7.3% 1.2% 6.1%
Equity Real Estate Investment Trusts (REITs) 6.3% 3.4% 2.9%
IT Services 5.9% 4.7% 1.2%
Automobiles 4.9% 0.4% 4.5%
Chemicals 4.9% 2.0% 2.9%
Diversified Telecommunication Services 4.6% 1.9% 2.7%
Multiline Retail 4.4% 0.5% 3.9%
Multi-Utilities 4.3% 1.0% 3.3%
Semiconductors & Semiconductor Equipment 3.9% 3.8% 0.1%
Containers & Packaging 3.9% 0.4% 3.5%
Tobacco 3.7% 0.9% 2.8%
Insurance 2.4% 2.6% -0.2%
Specialty Retail 2.4% 2.3% 0.1%
Personal Products 2.4% 0.2% 2.2%
Technology Hardware Storage & Peripherals 2.1% 3.5% -1.4%
Independent Power and Renewable Electricity Producers 1.9% 0.1% 1.8%
Household Durables 1.5% 0.4% 1.1%
Capital Markets 1.2% 2.7% -1.6%
Asset Allocation Revenue Weighted Dividend S&P 900 Index Overweight / Underweight
Equity 99.6% 100.0% -0.4%
Net Cash and Equivalents 0.3% - -
Analytics
(As of 01/31/2019)

Performance Statistics
3Y
5Y
Alpha
2.23
3.16
Beta
0.96
0.86
Information Ratio
0.23
0.22
R-Squared
68.26
61.38
Sharpe Ratio
1.09
0.96
Standard Deviation
13.16
12.35
Upside Capture
98.59
96.54
Downside Capture
78.67
77.90
Yields
Standardized Yield
4.00%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$68.09 B
$199.03 B
Median Market Cap (weighted)
$32.67 B
$88.37 B
P/E Ratio (LTM)
12.04
17.82
P/E Ratio (NTM)
11.60
15.83
Price/Book Value (LTM)
1.93
3.13
Price/Sales Ratio
0.98
2.27
Price/Cash Flow Ratio
7.32%
12.33%
Turnover Ratio
74.45%
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    The Composite gross-of-fee returns reflect the reinvestment of income and the impact of transaction costs, but do not include the deduction of investment advisory fees, distribution expenses or any other account expenses, such as custodial fees. Composite net-of-fee returns are calculated by deducting a model investment advisory fee (using the maximum investment advisory fee as determined by the product's fee schedule) from the Composite gross-of-fee returns. Annual fees for the Revenue Weighted Dividend product are 0.19% of the market value of the assets under management. Actual fees may vary depending on, among other things, the vehicle type, applicable fee schedule and portfolio size. While actual portfolios incur transaction expenses, pay investment advisory fees, and may incur other account expenses, the benchmark index is shown without the impact of such charges.

  1. 1. Holdings are subject to change and are dollar-weighted based on assets.
  2. 2. The mention of specific companies does not constitute a recommendation on behalf of OFI Global.
  3. 3. The holdings information shown above is derived from a representative account deemed to appropriately represent this management style. The specific securities identified are not representative of all of the securities purchased, sold or recommended for advisory clients. It should not be assumed that an investment in the securities identified was or will be profitable. Actual holdings will vary for each client and there is no guarantee that a particular client's account will hold any or all of the securities listed.
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