The Fund seeks attractive risk-adjusted returns with low to moderate volatility and low correlation to the broader markets, with an emphasis on income generation. The prospectus states it invests primarily in contingent-coupon structured notes issued by banks, linked to stocks, baskets, indices or commodities, laddered across 20 to 40 notes. Coupons depend on the reference asset staying above a barrier; principal is lost if it is below the barrier at maturity. It may also use swaps and private funds and may borrow.