OUSM | O’Shares FTSE Russell Small Cap Quality Dividend ETF

as of March 31, 2017

O’Shares FTSE Russell Small Cap Quality Dividend ETF (OUSM) is designed to Fund Details
be a core investment holding, providing cost efficient access to a portfolio of
Ticker: OUSM
small cap high quality low volatility dividend paying companies in the United
CUSIP: 67110P100
States selected based on fundamental metrics including:
Intraday NAV: [Link]
QUALITY • LOW VOLATILITY • DIVIDEND YIELD Expense Ratio: 0.48%
Inception Date: 12/30/2016
OUSM is an exchange traded fund (ETF) that seeks investment performance that Rebalance Frequency: Quarterly / Annually
correlates generally to price and yield before fees and expenses of the FTSE USA 30 Day SEC Yield1 3.35%
Small Cap Qual/Vol/Yield Factor 3% Capped Index. Number of Holdings: 329
Primary Listing: NYSE
Why OUSM?
OUSM provides investors a simple way to own a portfolio that adheres to core
investment principles of:
Top 10 Holdings (as of 3/31/2017)
INCOME: which means investing in companies that generate cashflow and pay
dividends; LDOS Leidos Holdings 2.37%
DIVERSIFICATION: investing in 10 sectors in an attempt to protect your invest- HCSG Healthcare Services Group 2.00%
ment capital and limit volatility; SIX Six Flags Entertainment 1.67%
CAPITAL APPRECIATION: investing in quality companies with strong financial BRCD Brocade Communications 1.57%
performance that could appreciate in value over time in addition to paying divi- TECH Bio-Techne 1.49%
dends.
OGE OGE Energy 1.41%
OMI Owens & Minor 1.37%
O’Shares Method Box
Small Cap Blend PKG Packaging Corp of America 1.32%
The method box reveals a fund’s
RPM RPM International 1.21%
Value Blend Growth investment strategy. For the equity
holdings in the fund’s portfolio, SON Sonoco Products 1.09%
Large
the vertical axis shows the market
Med capitalization of the stocks owned and
Small the horizontal axis shows investment Sector Allocation (as of 3/31/2017)
style (value, blend or growth).
Real Estate 19.22%
Consumer Discretionary 16.26%
Quarterly Performance (as of 3/31/2017)
Industrials 15.73%
1 MTH 3 MTH 6 MTH* 1 YR* QTD YTD S/I Financials 11.91%
NAV % -0.52 1.83 NA NA 1.83 1.83 1.67 Information Technology 10.70%
Market Value % -0.60 1.75 NA NA 1.75 1.75 1.67 Utilities 10.56%
Materials 8.04%
*Fund launched on December 30, 2016, this information not yet available.
Health Care 3.25%
NAV: The dollar value of a single share, based on the value of the underlying assets of Consumer Staples 2.31%
the fund minus its liabilities, divided by the number of shares outstanding. Calculated
Telecommunication Services 0.85%
at the end of each business day.
Market Price returns are based upon the midpoint of the bid/ask spread at 4:00PM Energy 0.78%
Eastern time (when NAV is normally determined), and do not represent the returns
Cash 0.39%
you would receive if you traded shares at other times.

Performance data quoted represents past performance and is no guarantee of future

[Link] | info@[Link]
Index Description Index Details (as of 3/31/2017)
As of March 31 2017, the index consisted of 329 equities, with weighted
Index Ticker: FUSSCQVY
average market cap of approximately $4.1 billion and diversified
Index Inception Date: 10/20/2016
across ten industries with largest allocations to Real Estate, Consumer Rebalance Frequency: Quarterly / Annually
Discretionary and Industrials. Index Dividend Yield: 3.24%
Weighting: Factor Based
Index Methodology AVG Market Cap: $2.9 Billion
FTSE USA Small Cap Qual/Vol/Yield Factor 3% Capped Index Weighted AVG Market Cap: $4.1 Billion
(FUSSCQVY) is designed to reflect the performance of publicly-
listed small-capitalization dividend paying issuers in the United
States exhibiting high quality, low volatility and high dividend yields. Index Strategies Developed for O’Shares
Constituents are selected and weighted based on Quality, Volatility by FTSE Russell

and Yield characteristics. For full index methodology and information [Link]
please visit: [Link].

[Link]
info@[Link]

About O’Shares Investments O’Shares ETF Investments is a provider of exchange traded funds (ETFs) formed by ABC Shark
Tank investor and CNBC contributor Kevin O’Leary, Chairman and experienced portfolio manager
Connor O’Brien, CEO. O’Shares ETFs use the FTSE Russell Quality/Volatility/Yield rules-based
indexes for investing in large cap dividend paying equities. These indexes provide a rules-
based approach for investing in the U.S., Europe and Asia-Pacific regions, designed to meet the
objectives of the O’Leary Family Trust, which seeks more yield, less risk and strong long-term
investment performance.
These indexes also reflect the core investment principles used successfully in guiding the
investment strategy for the O’Leary Family Trust and O’Leary Funds investment management
firm. O’Shares ETFs are designed to provide investors with core long-term investments, that
provide income, limited volatility and attractive performance.

1. The 30-day SEC yield is calculated with a standardized formula mandated by the SEC. The formula is based on maximum offering price per share
and includes the effect of any fee waivers. Without waivers, yields would be reduced.

Disclosure: Before you invest in O’Shares Investments funds, please refer to the prospectus for important information about the investment objectives,
risks, charges and expenses. To obtain a prospectus containing this and other important information, please visit [Link] to view or download
a prospectus online. Read the prospectus carefully before you invest. There are risks involved with investing including the possible loss of principal.

There are risks involved with investing, including possible loss of principal. Concentration in a particular industry or sector will subject the Funds
to loss due to adverse occurrences that may affect that industry or sector. The funds may use derivatives which may involve risks different from,
or greater than, those associated with more traditional investments. The funds’ emphasis on dividend-paying stocks involves the risk that such
stocks may fall out of favor with investors and underperform the market. Also, a company may reduce or eliminate its dividend after the Fund’s
purchase of such a company’s securities. The securities of small capitalization companies are often more volatile and less liquid than the stocks
of larger companies and may be more affected than other types of securities during market downturns. Compared to larger companies, small
capitalization companies may have a shorter history of operations, and may have limited product lines, markets or financial resources. See the
prospectus for specific risks regarding the Fund.

Past performance does not guarantee future results. Shares are bought and sold at market price (not NAV), are not individually redeemable,
and owners of the Shares may acquire those Shares from the Funds and tender those shares for redemption to the Funds in Creation Unit
aggregations only, consisting of 50,000 Shares. Brokerage commissions will reduce returns.

O’Shares Investments funds are distributed by Foreside Fund Services, LLC. Foreside Fund Services, LLC is not affiliated with O’Shares Investments,
or any of its affiliates.