The investment seeks to track the investment results of the MSCI USA Diversified Multiple-Factor Index composed of U.S. large- and mid-capitalization stocks that have favorable exposure to target style factors subject to constraints. The fund generally invests at least 80% of its assets, plus the amount of any borrowing for investment purposes, in securities of the underlying index. The underlying index is designed to select equity securities from MSCI USA Index that have high exposure to four investment style factors: value, quality, momentum and low size, while maintaining a level of risk similar to that of the parent index.