The investment seeks to generate monthly income and provide reduced downside risk through exposure to the Metaurus High Income Autocallable Total Return Index (the 'Autocallable Index'). Under normal market conditions, will invest at least 80% of its net assets (plus any borrowings for investment purposes) in unfunded total return swaps ('Swap Agreements') that provide exposure to the Autocallable Index (the '80% Policy'). The index is designed to reflect the performance of a theoretical diversified portfolio of synthetic autocallable notes. It is non-diversified.