The Fund is passive and has the objective to track the performance of the Bloomberg US Enhanced Inflation Index (the Index). The index aims to provide liquid exposure to US Treasury Inflation Protected Securities (US TIPS) and to the US Breakeven Inflation Rate, where the latter is calculated as the difference between the yield of a nominal bond and the yield of an inflation-linked bond of the same maturity. The fund intends to achieve its investment objective through investing in both a portfolio of US TIPS and OTC Total Return Swaps.