Spoof Access

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Revenue Weighted ESG

Overview

The strategy provides access to the top 50% of securities in the S&P 500 Index by ESG score, excluding those with a detrimental score for controversies, and is weighted by top line revenue instead of market capitalization.

Strategy Inception Date
October 31, 2016
Composite Inception Date
October 31, 2016
Composite AUM
(as of 11/30/2018)
$23.40 MM
Composite Benchmark
S&P 500 Index
Available Vehicles
Separate Account
Performance
Average Annual Returns
Cumulative Returns
Calendar Year Returns
as of 11/30/2018
as of 09/30/2018

Cumulative
Annualized
1 mo 3 mo ytd as of 2018-09-30
1 yr since inception
Revenue Weighted ESG (gross of fees)
0.85% 6.91% 6.25% 13.61% 17.26%
Revenue Weighted ESG (net of fees)
0.83% 6.85% 6.06% 13.34% 16.99%
S&P 500 Index
0.57% 7.71% 10.56% 17.91% 20.30%
Cumulative
Annualized
1 mo 3 mo ytd as of 2018-11-30
1 yr since inception
Revenue Weighted ESG (gross of fees)
2.57% -2.60% 2.61% 4.07% 13.85%
Revenue Weighted ESG (net of fees)
2.55% -2.66% 2.39% 3.82% 13.58%
S&P 500 Index
2.04% -4.40% 5.11% 6.27% 15.68%

OFI Global's Revenue Weighted ESG 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 ESG (gross of fees) Revenue Weighted ESG (net of fees) S&P 500 Index
2017 18.78% 18.50% 21.83%

OFI Global's Revenue Weighted ESG 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 ESG (gross of fees) Revenue Weighted ESG (net of fees) S&P 500 Index
11/30/2017 0.00 0.00 0.00
12/31/2017 1.42 1.40 1.11
1/31/2018 5.96 5.92 6.90
2/28/2018 0.59 0.53 2.96
3/31/2018 -1.20 -1.28 0.34
4/30/2018 -0.01 -0.11 0.73
5/31/2018 0.34 0.22 3.16
6/30/2018 0.79 0.65 3.79
7/31/2018 4.47 4.30 7.65
8/31/2018 6.85 6.66 11.16
9/30/2018 7.76 7.54 11.79
10/31/2018 1.46 1.24 4.15
11/30/2018 4.07 3.82 6.27

OFI Global's Revenue Weighted ESG 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

(42.0% of assets as of 12/14/2018)

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Portfolio Holdings Breakdown

Country
Equity Sector
Industry
Asset Allocation
Market Cap 4
Country Revenue Weighted ESG S&P 500 Index Overweight / Underweight
United States 99.8% 100.0% -0.2%
Net Cash and Equivalents 0.2% - -
Equity Sector Revenue Weighted ESG S&P 500 Index Overweight / Underweight
Health Care 17.1% 15.5% 1.6%
Consumer Staples 13.7% 7.6% 6.1%
Information Technology 13.4% 20.2% -6.8%
Consumer Discretionary 11.6% 9.9% 1.7%
Industrials 10.3% 9.2% 1.1%
Energy 8.6% 5.5% 3.1%
Financials 7.8% 13.0% -5.2%
Communication Services 6.9% 10.1% -3.2%
Utilities 6.0% 3.4% 2.6%
Materials 3.0% 2.6% 0.4%
Real Estate 1.1% 3.0% -1.9%
Net Cash and Equivalents 0.2% - -
Industry Revenue Weighted ESG S&P 500 Index Overweight / Underweight
Health Care Providers & Services 10.4% 3.4% 7.0%
Oil Gas & Consumable Fuels 7.4% 5.0% 2.5%
Food & Staples Retailing 6.1% 1.6% 4.6%
Diversified Telecommunication Services 5.3% 2.1% 3.1%
Specialty Retail 4.5% 2.3% 2.2%
Electric Utilities 3.9% 2.1% 1.8%
Semiconductors & Semiconductor Equipment 3.5% 3.7% -0.2%
Software 3.3% 6.1% -2.9%
Insurance 3.1% 2.3% 0.8%
Pharmaceuticals 3.0% 5.1% -2.1%
IT Services 2.9% 4.7% -1.8%
Capital Markets 2.7% 2.7% 0.0%
Automobiles 2.6% 0.4% 2.2%
Household Products 2.4% 1.7% 0.7%
Machinery 2.3% 1.5% 0.8%
Technology Hardware Storage & Peripherals 2.2% 3.9% -1.7%
Beverages 2.2% 1.9% 0.3%
Health Care Equipment & Supplies 2.1% 3.3% -1.2%
Chemicals 2.1% 2.0% 0.1%
Air Freight & Logistics 2.1% 0.6% 1.5%
Asset Allocation Revenue Weighted ESG S&P 500 Index Overweight / Underweight
Equity 99.4% 100.0% -0.6%
Net Cash and Equivalents 0.2% - -
Market Cap Revenue Weighted ESG S&P 500 Index Overweight / Underweight
Large 88.1% 89.7% -1.6%
Mid 11.3% 10.3% 1.0%
Net Cash and Equivalents 0.2% - -
Analytics
(As of 11/30/2018)

Yields
Standardized Yield
2.39%
Portfolio Characteristics
Rep Portfolio
Composite Benchmark
Average Market Cap (weighted)
$121.05 B
$220.47 B
Median Market Cap (weighted)
$75.11 B
$103.08 B
P/E Ratio (LTM)
14.96
18.67
P/E Ratio (NTM)
12.99
16.01
Price/Book Value (LTM)
2.64
3.30
Price/Sales Ratio
1.09
2.51
Price/Cash Flow Ratio
10.34%
12.83%
Turnover Ratio
26.95%
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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 ESG product are 0.20% 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.
  4. 4. 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.
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