The number of participants attending more than 50% of intervention sessions was measured in three ways: (1) number attending 50% or more of the CBT sessions (CBT), (2) number attending 50% or more of the InVEST exercise sessions (InVEST), and (3) number attending 50% or more of the CBT and InVEST sessions (CBT and InVEST). Satisfaction with the intervention sessions was measured as the number of participants reporting to be "very satisfied".

Analysis population includes only participants in the CBT + InVEST exercise group because the outcome (number of participants attending more than 50% of the intervention sessions and reporting satisfaction with the intervention sessions) cannot be measured for participants in the Enhanced Usual Care group since they did not receive the intervention sessions.

The HSCL-25 is a 25-item screener of mood symptoms (ten anxiety symptoms and 15 depressive symptoms). Respondents are asked how much they were bothered by each symptom in the last four weeks, with responses rated on a 4-point scale (1 = not at all and 4 = extremely). Total scores are computed averaging all items (range: 1-4), and higher scores represent worse symptoms.

Intent to treat population (all participants assigned to CBT + InVEST exercise or Enhanced Usual Care). Multiple imputation by chained equations (MICE) imputation method.

The SPPB is an objective assessment tool developed by the National Institute of Aging to evaluate lower extremity functioning in older persons. It includes three tests (subscales) of functional relevance: standing balance, 4-meter gait speed, and five-repetition sit-to-stand motion. Each of the three components is scored on a 5-point subscale from 0 (unable to perform or low performance) to 4 (high performance). These three subscales are added to obtain a summary score than ranges between 0 and 12, with higher scores representing higher performance of physical functioning.

The Function Component of the LLFDI is a 32-item self-reported measure assessing difficulty in performing discrete daily physical activities in older adults. Respondents are asked about difficulties performing an activity without help from someone else or the use of assisted devices, with responses rated on a 5-point scale (1 = cannot do and 5 = none). Total scores are calculated summing all items (range: 32-160), and lower scores (approaching 32) are worse as they indicate more difficulties performing discrete daily activities, while higher scores are better as they indicate less difficulties.

The WHODAS 2.0 is a 12-item measure of level of functioning in six domains of life: Cognition, mobility, self-care, getting along, life activities, and participation. Respondents are asked about functioning difficulties experienced in the last 30 days, with responses rated on a 5-point scale (1 = none and 5 = extreme or cannot do). Final scores are calculated summing all items (range: 12-60), and higher scores represent more difficulties.

The GAD-7 is a 7-item self-reported tool to identify probable cases of Generalized Anxiety Disorder. Respondents are asked how often, during the last two weeks, they were bothered by each symptom, with responses rated on a 4-point scale (0 = not at all and 3 = nearly every day). Total scores are calculated summing all items (range: 0-21), and higher scores represent worse symptoms.