The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies outside the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in component securities of the Index and depositary receipts representing securities in the Index.

The Index is comprised of listed equity securities issued by companies (and depositary receipts representing such securities) located in countries with developed markets, excluding the United States and Canada, that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in component securities of the Index.

The Index is designed to broadly capture the 1-5 year U.S. investment grade fixed income market.

In addition, the research team employs a representative sampling strategy, which means that the fund will hold a portfolio of securities with generally the same risk and return characteristics of the Index.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in component securities of the Index.

The Index is designed to broadly capture the U.S. investment grade fixed income market.

The team may utilize an investment strategy called dollar rolls, in which the fund sells securities for delivery in the current month and simultaneously contracts with a counterparty to repurchase similar but not identical securities on a specified future date.

In addition, the research team employs a representative sampling strategy, which means that the fund will hold a portfolio of securities with generally the same risk and return characteristics of the Index.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies outside the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in component securities of the Index and depositary receipts representing securities in the Index.

The Index is comprised solely of listed equity securities issued by companies (and depositary receipts representing such securities) located in countries with emerging markets that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Underlying Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in large-and mega-size companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive management or indexing approach.

Next, the research team invests significantly in component securities of the Index.

The Index is comprised of equity securities of companies that exhibit growth characteristics and that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in large-and mega-size companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive management or indexing approach.

Next, the research team invests significantly in component securities of the Index.

The Index is comprised of equity securities of companies that exhibit value characteristics and that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in mid-size companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive management or indexing approach.

Next, the research team invests significantly in component securities of the Index.

The Index is comprised of equity securities of companies that exhibit growth characteristics and that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in mid-size companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive management or indexing approach.

Next, the research team invests significantly in component securities of the Index.

The Index is comprised of equity securities of companies that exhibit value characteristics and that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.
 

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in small-size companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

As part of its strategy, the fund employs a passive management or indexing approach.

Next, the research team invests significantly in component securities of the Index.

The Index is comprised of equity securities of companies that meet certain environmental, social, and governance criteria.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each security in approximately the same proportion as its weighting in the Index.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.
 

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies in the United States.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in component securities of the Index.

The Index utilizes certain environmental, social, and governance criteria to select from the securities included in the Bloomberg U.S. Aggregate Bond Index (the Base Index), which is designed to broadly capture the U.S. investment grade, taxable fixed income market.

In addition, the research team employs a representative sampling strategy, which means that the fund will hold a portfolio of securities with generally the same risk and return characteristics of the Index.

Also, the research team integrates environmental, social and governance factors as part of its process.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

To the extent the Index concentrates in the securities of companies in a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the Index.

The fund seeks to replicate the total return performance of the benchmark index, before fees and expenses, by investing in companies in the United States.

The Index is composed of U.S. exchange-traded equity REITs that concentrate their holdings in apartment buildings, hotels, self-storage facilities and manufactured home properties, which typically have shorter lease durations than REITs that invest in other sectors.

The sub-adviser’s investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.

Next, the research team invests significantly in REITs.

Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.

The fund seeks to replicate the composition of the benchmark index, holding each REIT in approximately the same proportion as its weighting in the Index.

The Index concentrates in the securities of the real estate industry, and the fund will concentrate its investments to approximately the same extent as the Index.