The investment seeks to track the investment results (before fees and expenses) of the S&P 500® Low Volatility Index (the underlying index). The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, S&P Dow Jones Indices LLC (the ?index Provider?) compiles, maintains and calculates the underlying index, which is designed to measure the performance of 100 least volatile constituents of the S&P 500 ® Index over the past 12 months as determined by the index Provider.