The Fund seeks to track the investment results of its Index. The Index utilizes certain environmental, social, and governance (ESG) criteria to select from the securities included in a modified version of the Bloomberg 1-5 Year U.S. Aggregate Index (the Base Index), which is designed to broadly capture the 1–5-year U.S. investment grade, taxable fixed income market. The Index is maintained by Bloomberg Index Services Limited (Bloomberg) pursuant to an agreement between Bloomberg and MSCI ESG Research LLC (MSCI ESG Research and, together with Bloomberg, the Index Providers). Neither the sub-adviser nor its affiliates has any discretion to select Index components or change the Index methodology. As of October 31, 2023, the Index was comprised of 4,737 securities..