The investment seeks to track the investment results of the Russell US Small Cap Factors Blend Style Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The underlying index is designed to select equity securities from the Russell 2000® Index, with exposure to five equity style factors (momentum, quality, value, size and low volatility) while maintaining a level of risk similar to that of the parent index. It is non-diversified.