The investment objective of the Fund is to replicate the performance of the MSCI USA Small Cap Select Filtered Min TE (NTR) Index while aiming to minimise the tracking error in between the Funds Net Asset Value per Share and the Index. The Index is a US equity index which measures the performance of small-cap equity securities. The objective of the Index is to build a portfolio with an improved extra-financial (Environmental, Social and Corporate Governance (ESG)) profile while minimizing the tracking error compared to the MSCI USA Small Cap Index. The components of the Parent Index represent the investment universe.