FTHF

FTHF invests in human rights and dignity by offering exposure to companies in the emerging market equity space that promotes human flourishing. Eligible securities are screened and derived from the Bloomberg Emerging Markets Large & Mid Cap universe to have sufficient Human Dignity Score based on freedom of expression and belief (80%) and freedom from religious persecution (20%). Companies that are in the top 50th percentile are further analyzed and screened with those associated with seven enumerated controversial practices removed. The remaining securities are then market cap-weighted with the largest 150 stocks further excluded. Among the outstandings, the 100 securities with the highest quality scores based on variability, profitability and leverage are then selected for inclusion in the index. The final constituents are free-float market cap-weighted, while subject to a country, sector, and issuer exposure cap. The index reconstitutes annually and rebalances semiannually.