The investment objective of the Fund is to track the performance before fees and expenses of the Underlying Asset, which is the S&P 500® Equal Weight Index (the “Reference Index”). The Reference Index is designed to measure the performance of the companies in the S&P 500 Index with each company in the Reference Index being allocated a fixed weight of 0.20%. The Reference Index contains shares of large public companies traded on the New York Stock Exchange Euronext or the NASDAQ OMX Markets.