The Guggenheim Multi-Factor Large Cap Index seeks to identify attractive companies with strong performance potential via a multi-factor approach.The index is comprised of a focused basket of approximately 50 stocks selected from the S&P 500® Index. The underlying index security selection process employs a Multi-Factor Composite Score, which is a proprietary rules-based methodology, that seeks to identify component securities with attractive exposures to fundamental (value, growth and quality) and non-fundamental (momentum, short interest, volatility and liquidity) factors. The use of multiple diversifying factors seeks to provide more consistent performance as compared to individual factor strategies that inherently experience cycles of underperformance when a particular factor is out of favor. The index seeks to have a similar sector exposure as the S&P 500® Index. The index constituents are equally weighted and reconstituted quarterly.