The investment seeks to achieve long-term capital appreciation. The portfolio seeks to track the investment results of the MSCI KLD 400 Social Index (the "underlying index"), which is a free float-adjusted market capitalization index designed to target U.S. companies that have positive environmental, social and governance ("ESG") characteristics. It generally invests at least 90% of its total assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. The portfolio may invest the remainder of its assets in certain futures, options and swap contracts, cash and cash equivalents.