The Fund seeks to track the investment results of the Russell Top 200 Value Index (the Underlying Index), which measures the performance of the largest capitalization value sector of the U.S. equity market, as defined by FTSE Russell (the Index Provider or Russell). The Underlying Index is a subset of the Russell Top 200 Index, which measures the performance of the largest capitalization sector of the U.S. equity market, as defined by Russell. As of March 31, 2024, the Underlying Index represented approximately 38 percent of the total market value of the Russell Top 200 Index. The Underlying Index measures the performance of equity securities of Russell Top 200 Index issuers with lower price-to-book ratios, lower sales-per-share historical growth and lower forecasted growth relative to all securities in the Russell Top 200 Index. As of March 31, 2024, a significant portion of the Underlying Index is represented by securities of companies in the financials and healthcare industries or sectors.