This investment aims to replicate the performance of the Russell US Mid Cap Factors Blend Style Index. Typically, the fund allocates a minimum of 90% of its capital to the constituent securities of its benchmark index. Up to 10% of its holdings may be dedicated to derivatives like futures, options, and swap contracts, or to liquid assets such as cash and cash equivalents. This underlying index is constructed by selecting stocks from the broader Russell Midcap Index. It aims to provide exposure to five distinct equity investment styles—momentum, quality, value, size, and low volatility—while endeavoring to keep its overall risk profile consistent with that of its parent index. The fund operates on a non-diversified basis.