SMLF Stock, iShares U.S. Small-Cap Equity Factor ETF Information

The investment seeks to track the investment results of the MSCI USA Small Cap Diversified Multiple-Factor Index. The Fund seeks to track the investment results of the MSCI USA Small Cap Diversified Multiple-Factor Index (the Underlying Index), which has been developed by MSCI Inc. (the Index Provider or MSCI). The Underlying Index is designed to select equity securities from the MSCI USA Small Cap Index (the Parent Index) that have high exposure to four investment style factors value, quality, momentum and low size while maintaining a level of risk similar to that of the Parent Index. The Underlying Index is also constrained in its construction to limit turnover and extreme exposures to particular sectors, component weights or other investment style factors.