The Zacks Mid Cap Core Index selection methodology is designed to identify companies with potentially superior risk-return profiles as determined by Zacks. The objective of the Index is to select a diversified group of stocks with the potential to outperform on a risk-adjusted basis the S&P Mid Cap 400 Index and other benchmark indices. The Index constituent selection methodology utilizes multi-factor proprietary selection rules to identify those stocks that offer the greatest potential from a risk/return perspective while maintaining industry diversification. The approach is specifically designed to enhance investment applications and investability. Index reconstitution will begin quarterly after the close of the last business day of March, June, September, and December.

The Zacks Micro Cap Index is designed to identify a group of micro-cap stocks with the greatest potential to outperform passive benchmark micro-cap indexes and other actively managed U.S. micro-cap strategies. Due to their low correlation to large, medium and small-sized companies, micro caps may complement existing blended portfolios by improving risk-adjusted performance. The Index constituent selection methodology utilizes a proprietary methodology that identifies securities that offer the greatest potential to outperform on both an absolute and risk adjusted basis while maintaining industry diversification.

Zacks Earnings Small-Cap US Index aims to generally track the performance of stocks that have a market capitalization ranking in the range of 1001 to 3000. The Index also strives to outperform the comparable universe on both a market-capitalization weighted and equally-weighted basis. In its effort to deliver outperformance, Zacks relies upon two proprietary investment factors – Zacks Rank and Zacks Quality. The Zacks Rank factor focuses on Earnings Estimate Revision information, while the Zacks Quality factor focuses on Earnings Quality information.

Zacks Earnings Large Cap US Index aims to generally track the performance of the largest 1000 stocks in the U.S., while striving to outperform the comparable universe on both a market-capitalization weighted and equally weighted basis. In its effort to deliver outperformance, Zacks relies upon two proprietary investment factors – Zacks Rank and Zacks Quality. The Zacks Rank factor focuses on Earnings Estimate Revision information, while the Zacks Quality factor focuses on Earnings Quality information.