Represented by the returns of the S&P 500 Low Volatility Index, which measures performance of the 100 least volatile stocks in the S&P 500. The index benchmarks low volatility or low variance strategies for the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.

Represented by the returns of the S&P 500 Growth Index, which measures the performance of growth stocks using three factors: sales growth, the ratio of earnings change to price, and momentum. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Constituents are drawn from the S&P 500®.

Represented by the returns of the S&P 500 Value Index, which measures the performance of value stocks using three factors: the ratios of book value, earnings, and sales to price. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Constituents are drawn from the S&P 500®.

Represented by the returns of the Dow Jones Select Dividend Index, which measures the performance of top 100 dividend-paying companies in the Dow Jones U.S. Index, excluding REITs, based on meeting eligibility criteria. Dividend-per-share greater than or equal to the five-year average dividend-per-share with a five-year average dividend coverage ratio of greater than or equal to 167% (i.e.: the ratio between EPS and DPS of a company). Constituents are weighted annually based on indicated average yield.

Represented by the returns of the S&P 500 Quality Index, which measures the performance of high-quality stocks in the S&P 500 by quality score, which is calculated based on return on equity, accruals ratio and financial leverage ratio.

Represented by the returns of the S&P 500 Momentum Index, which measures the performance of securities in the S&P 500 universe that exhibit persistence in their relative performance.

Represented by the returns of the S&P 500 Equal Weight Index, which measures the performance of the same constituents as the cap-weighted S&P 500, but each company in the S&P 500 EWI is allocated a fixed weight—or 0.2% of the index total at each quarterly rebalance.