Nuveen ESG USA HIGH DIVIDEND YIELD Index

The Nuveen ESG USA High Dividend Yield Index is based on the MSCI USA index, its parent index, which captures large-cap and mid-cap securities of the U.S. equity markets. The Index aims to represent the performance of a set of securities with high Dividend Income and Quality characteristics while maximizing the exposure to positive environmental, social and governance (ESG) factors as well as exhibiting lower carbon exposure than the MSCI USA Index. The Index aims to minimize the tracking error relative to the MSCI USA Index through an optimization process