The S&P 500 Factor Rotator Index is a weighted return index that is designed to track the two best-performing S&P 500 Factor Indices, based on past risk-adjusted momentum, from the following five indices: S&P 500 Quality, S&P 500 Enhanced Value, S&P 500 Momentum, S&P 500 Low Volatility, and S&P 500 High Dividend.

• S&P 500 Growth Value Rotator Index
• S&P Economic Cycle Factor Rotator (Cash Bond) Index
• S&P Economic Cycle Factor Rotator Dynamic Long/Short Index
• S&P Economic Cycle Factor Rotator Index
• S&P Japan Economic Cycle Factor Rotator Index - Equity Only