The Sub-Fund seeks to achieve its investment objective by investing primarily in a dynamic selection of listed US equities. The Investment Universe is determined by the Management Company in its discretion, including by reference to what global index providers have included in their indices as being listed US equities. In order to achieve its investment objective, the Management Company uses its proprietary quantitative model implementing a rules-based approach that aims to assess the securities from the Investment Universe on the basis of their ESG characteristics and exposure to equity factors. The Fund is not constrained by any index.