p id="xdx_A88_err--StrategyNarrativeTextBlock_gRBSNTB-ME_zkxSIExXKmfc" 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 serves as the index consultant to the Advisor for the Underlying Index. The Underlying /spanspan style="text-transform: none"Index incorporates/span/p p 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"thematic selection criteria designed to provide exposure to equity securities of companies that are making a positive contribution to global health-related goals, such as by providing solutions for monitoring and curing heart diseases or helping people adopt a /spanspan style="text-transform: none"healthy lifestyle that limits cardiovascular risks. As of June 30, 2024, the primary/spanspan style="text-transform: none" sectors within the Underlying Index were h/spanspan style="text-transform: none"ealth care, consumer discretionary, and information technology. The Underlying Index includes securities/spanspan style="text-transform: none" of large-, mid- and small-capitalization companies that trade in the/spanspan style="text-transform: none" U.S. and foreign markets, including emerging markets other than China, Egypt, India, Kuwait, Pakistan, Qatar, Saudi Arabia and United Arab Emirates. As of June 30, 2024, the market capitalization range of the Underlying Index was approximately $1.10 billion to $3.23 trillion. The initial universe for the Underlying Index consists of the constituents of a third-party index designed to track the performance of the investable universe covering approximately the largest 99% of the free-float market capitalization in the /spanspan style="text-transform: none"global markets./span/p p 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 Underlying Index includes thematic /spanspan style="text-transform: none"selection/spanspan style="text-transform: none" criteria that reflect initiatives, research and programs of the American Heart Association, Inc., a 501(c)(3) public charity, (“American Heart Association®”). Each of the thematic screens/spanspan style="text-transform: none" addresses issues or areas historically supported by the American Heart Association®. The American Heart Association® is the nation’s oldest and largest voluntary organization dedicated to fighting heart disease /spanspan style="text-transform: none"and stroke./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 thematic selection/spanspan style="text-transform: none" criteria used by the Underlying Index to identify and score/spanspan style="text-transform: none" 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"Diagnosis and/or treatment of cardiovascular diseases, such/spanspan style="text-transform: none" as atherosclerosis, thrombosis, heart attack and /spanspan style="text-transform: none"vascular surgery;/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"Manufacturing and distribution of /spanspan style="text-transform: none"healthy/spanspan style="text-transform: none" food;/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"Manufacturing and distribution of /spanspan style="text-transform: none"wellness products;/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"Providing services allowing people to/spanspan style="text-transform: none" access information about health and thereby make better informed /spanspan style="text-transform: none"decisions; and/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"Providing solutions/spanspan style="text-transform: none" for people to track their fitness and engage in /spanspan style="text-transform: none"healthy/spanspan style="text-transform: none" lifestyle./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"Each eligible company is assigned a score between 0-10 /spanspan style="text-transform: none"for determining which constituents are to be included in the Underlying /spanspan style="text-transform: none"Index. This scoring is based upon either: (i) the percentage /spanspan style="text-transform: none"or dollar value of revenue that the company derives from activities /spanspan style="text-transform: none"relevant to the theme; or (ii) a measure of the /spanspan style="text-transform: none"impact a company’s activity has on /spanspan style="text-transform: none"the theme./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 security selection process also includes an exclusionary screen based on any continued and 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 oppressive regimes, that operate in adult content, alcohol, vaping, armament, gambling, nuclear, and tobacco and non-research, non-prescription or recreational cannabis sectors, or that utilize animal testing or genetic modification in research /spanspan style="text-transform: none"and development)./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 exclusionary screens, 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 thematic screening score required for inclusion 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 Underlying Index are /spanspan style="text-transform: none"weighted using a modified market capitalization-weighting methodology, with a minimum component /spanspan style="text-transform: none"weight of 0.5% and maximum component weight of 5% 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 any company /spanspan style="text-transform: none"identified in the exclusionary screen is removed from the Underlying /spanspan style="text-transform: none"Index. The Underlying Index may include as a component one or /spanspan style="text-transform: none"more ETFs advised by the Advisor (“Affiliated ETFs”) and the Fund will typically invest in any Affiliated ETF included in the Underlying Index. The Fund also may invest in Affiliated ETFs /spanspan style="text-transform: none"that are not components of the index if such an /spanspan style="text-transform: none"investment will help the Fund track the /spanspan style="text-transform: none"Underlying Index./span/p