The Fund generally will invest at least 90 Percent of its total assets in the securities that comprise the Underlying Index. Strictly in accordance with its guidelines and mandated procedures, Nasdaq, Inc. (Nasdaq or the Index Provider) compiles, maintains and calculates the Underlying Index, which is designed to measure the performance of companies included in the Nasdaq-100 Index (the Parent Index) that also meet the Index Provider's environmental, social and governance (ESG) criteria. The Parent Index includes securities of 100 of the largest domestic and international non-financial companies listed on The Nasdaq Stock Market LLC based on market capitalization. Security types generally eligible for inclusion in the Parent Index are common stocks and tracking stocks of companies located in the United States, as well as American Depositary Receipts (ADRs) that represent securities of non-U.S. issuers. The Parent Index reflects companies from all major sectors, except for companies that are classified as financials according to the Industry Classification Benchmark (ICB). Companies organized as real estate investment trusts are not eligible for inclusion in the Parent Index.