p id="xdx_A82_err--StrategyNarrativeTextBlock_gRBSNTB-JH_zxPYVP1444tl" style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; -sec-ix-redline: true; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The Fund employs a “passive management” — or indexing — investment approach designed to track the /spanspan style="text-transform: none"performance of the Underlying Index. The Advisor is the index provider for the Underlying Index and Candriam /spanspan style="text-transform: none"serves as the index consultant to the Advisor for the Underlying Index. The Underlying Index incorporates thematic selection criteria designed to provide exposure to equity securities of companies that /spanspan style="text-transform: none"support the/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"transition to more environmentally efficient transportation technologies, such as electric vehicles, bicycles, motor vehicle parts manufacturers, and multi-passenger transportation. The Underlying Index/spanspan style="text-transform: none" includes companies engaged in renewable energy production, sustainable mining for battery resources, vehicle production and sustainable transportation infrastructure. Companies selected for inclusion in the Underlying Index offer, support or enable cleaner transportation products and services. A company/spanspan style="text-transform: none" included in the Underlying Index is not required to be primarily/spanspan style="text-transform: none" or even directly engaged in activities that protect or achieve/spanspan style="text-transform: none" cleaner transportation technologies. The Underlying Index includes thematic selection criteria that reflect initiatives, research and programs of the National Wildlife Federation (“NWF”), a 501(c)(3) /spanspan style="text-transform: none"public charity./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Underlying/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Index/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"includes/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"securities/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"of/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"large-,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"mid-/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"and/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"small-capitalization/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"companies/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"that/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"trade/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"in/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"the/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"U.S. and/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"foreign/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"markets,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"including/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"emerging/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"markets/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"other/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"than/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"China,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Egypt,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"India,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Kuwait,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Pakistan,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Qatar,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Saudi Arabia/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"and/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"United/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Arab/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Emirates./spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"The/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"index/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"universe/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"consists/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"of/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"approximately/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"the/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"largest/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" 99/spanspan style="text-transform: none"%/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"of/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"the/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"free-float market capitalization in the global markets. As of June 30, 2024, the market capitalization range of the Underlying Index was approximately $980.32 million to $3.23 trillion. As of June 30, 2024, the primary sectors within the Underlying Index were information technology, industrials, and /spanspan style="text-transform: none"consumer discretionary./span/pp style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The Underlying Index first applies developed and emerging market-specific screens to the initial universe to screen/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"out/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"companies/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"that/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"fail/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"to/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"meet/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"certain/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"minimum/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"environmental,/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"social/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"and/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"governance/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"(ESG)/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"criteria. The/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Underlying/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"Index/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"also/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"includes/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"an/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"exclusionary/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"screen/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"based/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"on/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"any/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"continued/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"and/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif" /spanspan style="text-transform: none"significant non-compliance with the principles within the United Nation’s Global Compact as well as the exclusion of companies engaged in certain businesses beyond minimum thresholds (e.g., companies that operate in countries with oppres/spanspan style="text-transform: none"sive regimes, that operate in adult content, alcohol, armament, gambling, nuclear, and tobacco, or that utilize animal testing or genetic modification in research /spanspan style="text-transform: none"and development)./span/p p style="font: italic 9pt/normal Arial, sans-serif; margin: 0pt; text-decoration: underline; color: #000000; text-transform: none; text-indent: 0pt; text-align: left"span style="text-transform: none; font-style: italic"iInitial Developed/i/spanspan style="text-transform: none; font-family: Times New Roman, Times, serif; font-style: italic"i /i/spanspan style="text-transform: none; font-style: italic"iMarkets Screen/i/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"Companies included in the initial universe that trade in developed markets are given an overall ESG score based according to the following business activity and stakeholder criteria. Companies are scored relative to other companies within the /spanspan style="text-transform: none"same industry./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The business activity/spanspan style="text-transform: none" criteria (the “Business Activity /spanspan style="text-transform: none"Criteria”) are:/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Climate Change: Activities related/spanspan style="text-transform: none" to the production of renewable energy and decarbonizing /spanspan style="text-transform: none"business activities./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Resources and Waste: Activities related to the efficient utilization of /spanspan style="text-transform: none"resources, recycling, and mitigating the impact /spanspan style="text-transform: none"on ecosystems./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Digitalization and Innovation: Activities that drive higher industrial and resource efficiencies and protecting data privacy and the resilience of /spanspan style="text-transform: none"digital networks./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Health and Wellness: Activities related /spanspan style="text-transform: none"to providing healthy products and services, improving air quality, and investing in human capital through job creation, gender equality and decent /spanspan style="text-transform: none"working conditions./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Demographic Shifts: Activities related to providing products and services to aging populations in developed countries and supporting population growth in emerging countries through investment in infrastructure and the food /spanspan style="text-transform: none"supply chain./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The/spanspan style="text-transform: none" stakeholder criteria (the “Stakeholder /spanspan style="text-transform: none"Criteria”) are:/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Treatment of customers, including/spanspan style="text-transform: none" advertising practices, after sales service and support, and /spanspan style="text-transform: none"anti-competitive behaviors./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Treatment of employees, including working conditions, employee retention, gender equality, training and /spanspan style="text-transform: none"career opportunities./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Environmental initiatives and/spanspan style="text-transform: none" compliance with new /spanspan style="text-transform: none"environmental legislation./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Supplier standards and oversight, including supplier adherence to/spanspan style="text-transform: none" fair /spanspan style="text-transform: none"labor standards./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 7pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Corporate governance, including quality of governance and ethics, adherence to accounting standards and /spanspan style="text-transform: none"anti-bribery efforts./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="-sec-ix-redline: true"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Societal impact and how the company is viewed by populations in the area where the /spanspan style="text-transform: none"company /spanspan style="text-transform: none"operates./span/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"Companies that score in the/spanspan style="text-transform: none" lowest 30% are excluded from the /spanspan style="text-transform: none"Underlying Index./span/pp style="font: italic 9pt/normal Arial, sans-serif; margin: 0pt; text-decoration: underline; color: #000000; text-transform: none; text-indent: 0pt; text-align: left"span style="text-transform: none; font-style: italic"iInitial Emerging Markets /i/spanspan style="text-transform: none; font-style: italic"iScreen/i/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"Companies included in the initial universe that trade in emerging markets are excluded from the Underlying Index if they do not satisfy certain Business Activity Criteria and Stakeholder Criteria or if a company’s majority shareholder is a state or government entity with poor environmental, social or governance /spanspan style="text-transform: none"related performance./span/p p style="font: italic 9pt/normal Arial, sans-serif; margin: 0pt; text-decoration: underline; color: #000000; text-transform: none; text-indent: 0pt; text-align: left"span style="text-transform: none; font-style: italic"iThematic Screen/i/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The thematic selection criteria used by the Underlying Index to identify and score companies for potential inclusion in the /spanspan style="text-transform: none"Index are:/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Transportation Equipment and Services: Activities related to providing fuel-efficient, clean or shared vehicle production and services (including electric vehicles, rail, air /spanspan style="text-transform: none"and shipping)./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Clean Energy: Activities related to supporting clean transportation technologies through producing renewable and reducing reliance on /spanspan style="text-transform: none"fossil fuels./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Enabling Technology: Activities related to providing technology, software and hardware that allow for the transformation to more efficient transportation and reduced energy consumption, such as semiconductors, navigation and maps software, and computer aided /spanspan style="text-transform: none"design software./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Sustainable Transportation Infrastructure: Activities relating to the manufacture of essential or infrastructure components of /spanspan style="text-transform: none"the sustainable transportation industry, such as batteries, charging stations and /spanspan style="text-transform: none"electric motors./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The Underlying/spanspan style="text-transform: none" Index applies a three-part scoring process to determine a company’s/spanspan style="text-transform: none" thematic score based on the following three /spanspan style="text-transform: none"scoring criteria:/span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Revenue: A company’s revenue score on a theme is generated based on: (1) the percentage of revenue that the company derives from activities relevant to the theme (companies that generate a higher percentage of revenue from relevant/spanspan style="text-transform: none" activities score higher); and (2) the amount of revenue that the/spanspan style="text-transform: none" company derives from activities related to the theme (companies that/spanspan style="text-transform: none" generate a greater amount of revenue from relevant activities /spanspan style="text-transform: none"score higher)./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Materiality Score: A company’s materiality score on a theme is generated based on the materiality of the company’s business relative to /spanspan style="text-transform: none"the theme./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt 28.8pt; text-transform: none; color: #000000; text-indent: -14.4pt; text-align: justify"span style="width: 14.39pt; text-indent: 0; display: inline-block"span style="text-transform: none"•/span/spanspan style="text-transform: none"Impact Score: A company’s impact/spanspan style="text-transform: none" score on a theme is generated based on: (1) the/spanspan style="text-transform: none" company’s ability to benefit from the development of environmental technologies; (2) company’s impact on carbon emissions and climate change, including investments in low-carbon technologies,/spanspan style="text-transform: none" the use of low-carbon inputs, the development of products with low-carbon/spanspan style="text-transform: none" intensity, and general exposure of the company’s revenue, assets and capital expenditures to climate change; (3) the company’s ability to offer quality products with reduced risk/spanspan style="text-transform: none" of chemical pollution and toxic waste; and (4) the company’s/spanspan style="text-transform: none" management of natural resources in input materials and energy, products /spanspan style="text-transform: none"and waste./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The thematic score is determined based on the revenue, /spanspan style="text-transform: none"materiality and /spanspan style="text-transform: none"impact scores./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"Following the application of the screens and exclusion criteria, the Underlying Index selects the top-ranked 50 to 80 companies for inclusion based on the thematic selection criteria scoring. The number of companies selected for inclusion in the Underlying Index/spanspan style="text-transform: none" will vary depending on the number of companies that exceed/spanspan style="text-transform: none" the minimum thematic screening score required for inclusion in the Underlying/spanspan style="text-transform: none" Index. The components are selected by starting with the securities with the highest score until either the total number of selected securities is 80, or the score of the next-ranked security fails to score above the minimum threshold. If there are less than 50 securities at the end of the process, the selection continues until at least 50 securities are selected in the /spanspan style="text-transform: none"Underlying Index./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"Securities selected for inclusion in the/spanspan style="text-transform: none" Underlying Index are weighted using a modified market capitalization-weighting methodology, with a minimum component weight of 0.25% and maximum component weight of 3% at the time /spanspan style="text-transform: none"of rebalance./span/p p style="font: 9pt/11.5pt Arial, sans-serif; margin: 0pt 0pt 9pt; text-transform: none; color: #000000; text-indent: 0pt; text-align: justify"span style="text-transform: none"The Underlying Index is rebalanced quarterly. The Underlying Index applies the exclusionary screen on a monthly basis and/spanspan style="text-transform: none" any company identified in the exclusionary screen is removed from/spanspan style="text-transform: none" the Underlying Index. The Underlying Index may include as a component/spanspan style="text-transform: none" one or more ETFs advised by the Advisor (“Affiliated ETFs”)/spanspan style="text-transform: none" and the Fund will typically invest in any Affiliated ETF included in the Underlying Index. The Fund also may invest in Affiliated ETFs that are not components of the index if/spanspan style="text-transform: none" such an investment will help the Fund track the /spanspan style="text-transform: none"Underlying /spanspan style="text-transform: none"Index./span/p