To achieve investment objective, it invest at least 80 percent of its net assets (plus borrowings for investment purposes, if any) in U.S. Treasuries, cash, cash equivalents, box spreads, box spreadETFs and unfunded total return swaps that provide exposure to the Autocallable Index. The Autocallable Index is designed to reflect the collective performance of a theoretical portfolio of approximately 52 synthetic Autocallables arranged in a laddered structure with staggered entry points with similar fixed parameters (the Parameters) as described below within the section entitled Index Portfolio Characteristics. The Fund will not attempt to replicate or track the Autocallable Index but will instead use financial instruments such as total return swaps to gain exposure to the level of the Autocallable Index.