The Fund seeks to track the investment results of the S&P 100 (the Underlying Index), which measures the performance of the large-capitalization sector of the U.S. equity market. It is a subset of the S&P 500 (the Parent Index) and consists of blue chip stocks from a diverse range of industries in the Parent Index with exchange listed options. As of March 31, 2024, the Underlying Index represented approximately 58.83 percent of the market capitalization of U.S. equities. As of March 31, 2024, stocks must have a market capitalization of at least dollar 15.8 billion for initial inclusion in the Parent Index; this threshold and constituents' market capitalization may fluctuate depending on the overall level of the equity markets.