The Funds objective is to replicate, before the Funds fees and expenses, the performance of the Shiller Barclays CAPE US Sector Tilted Value Net TR Index closing level. In order to achieve its investment objective, the Fund will primarily use swaps with the objective of tracking the Index performance through synthetic replication. In that case, the Fund will invest in a portfolio of assets, the performance of which will be exchanged against the performance of the Index or a related index, or a portfolio of its constituents through swap agreements with a swap counterparty.