The Fund generally will invest at least 80 percent of its total assets in the securities that comprise the Underlying Index. Bloomberg Index Services Limited (the Index Provider) compiles, maintains and calculates the Underlying Index, which is composed of the securities of U.S. large- and mid-capitalization companies that, in the view of the Index Provider, have historically maintained stable profit margins. The Underlying Index focuses on companies that have the smallest deviations among their annual gross profit margins over the last five years.