The Fund seeks to track the investment results of the Bloomberg US 600 Index (the Index), which measures the performance of the small-capitalization sector in the U.S. equity market as determined by Bloomberg (the Index Provider or Bloomberg). The Index is a free float-adjusted capitalization-weighted index comprised primarily of U.S. equity securities. The Index is a subset of the Bloomberg US 3000 Index, which measures the performance of the broad U.S. equity market, and the Bloomberg US 1500 Index, which consists of the securities ranked 1 to 1500 by market capitalization in the Bloomberg US 3000 Index. The Index consists of the lower 600 in capitalization of the Bloomberg US 1500 Index (i.e., 901 to 1500). The Index primarily measures the performance of the small-capitalization sector of the U.S. equity market. As of September 30, 2023, the Index had 593 constituents and represented approximately 7% of the total market value of the Bloomberg US 3000 Index. As of September 30, 2023, the range of market capitalizations of issuers included in the Index was dollar 876.5 million to dollar 6.5 billion. The average market cap of the Index was dollar 3.3 billion.