The Fund generally will invest at least 90% of its total assets in securities that comprise the Underlying Index. The Parent Index is designed to measure the performance of common stocks of all companies included in the S&P 500 Index that are classified as members of the consumer discretionary sector, as defined according to the Global Industry Classification Standard. The consumer discretionary sector includes a manufacturing segment, composed of automotive, household durable goods, leisure equipment and textiles and apparel, and a services segment, composed of hotels, restaurants and other leisure facilities, media production and services, and consumer retailing and services.