The objective of the Sub-Fund is to track the performance of the S&P 500 Capped 35/20 Financials Sector (the Index). The anticipated level of thetracking error, under normal market conditions, is indicated in the prospectus of the Sub-Fund. The S&P 500 Capped 35/20 Financials Sector is an equity index, representative of the 500 leading U.S. securities by market capitalization, that areclassifi ed as falling within the Financials Sector as defi ned by the Global Industry Classifi cation Standard (GICS).