The Fund aims to track as closely as possible the returns of the MSCI USA Climate Paris Aligned Index (the Index). The Index is a subset of the MSCI USA Index (the Parent Index) and made up of shares of large and mid-sized companies (as measured by the market value of their shares) based in the United States, as defined by the Index Provider. The Index is designed to support investors seeking to reduce their exposure to transition and physical climate risks and who wish to pursue opportunities arising from the transition to a lower-carbon economy while aligning with the Paris Agreement requirements.