The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the ICE U.S. Treasury Short Bond Index. In order to achieve this investment objective, the investment policy of the Fund is to invest in a portfolio of fixed income securities that, as far as possible and practicable, consists of the component securities of the ICE U. S. Treasury Short Bond Index, this Fund’s Benchmark Index.