Nuveen ESG USA Large-Cap Value Index

The Nuveen ESG USA Large-Cap Value Index is based on the MSCI USA Value index, its parent index, which captures large-cap US securities exhibiting overall value style characteristics. The Nuveen ESG Large-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 anoptimization process.