Typically, at least 80% of the fund's total investments, not including collateral from securities lending, are directed into the constituent stocks of its benchmark index. This index operates under a systematic, rule-based framework designed to monitor the performance of the 500 smallest publicly traded U.S. companies, chosen from the 1,000 largest firms in the market. The weighting of these companies within the index is determined by a unique combination of their market value and essential financial characteristics.
