Nuveen ESG USA Mid-Cap Value Index

The Nuveen ESG USA Mid-Cap Value Index is based on the MSCI USA Mid-Cap Value Index, its parent index, which captures mid-cap US securities exhibiting overall value style characteristics. The Nuveen ESG USA Mid-Cap Value is designed to represent the performance of a Nuveen strategy that aims to increase the Index’s exposure to positive environmental, social and governance (ESG) factors as well as exhibit lower carbon exposure than the Parent Index. The index also aims to minimize the tracking error relative to the Parent Index through an optimization process.