Strategy. The Portfolio generally invests at least 80% of its net assets, plus borrowings for investment purposes, in common stocks of companies represented in the Russell 3000 Index (Russell 3000). The Russell 3000 is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalizations, which represents approximately 98% of the investable U.S. equity market. The Portfolio may purchase or sell futures contracts in lieu of investing directly in equity securities themselves. The Portfolios investments are selected by a stratified sampling construction process in which the Sub-Adviser selects a sub-set of the 3,000 companies in the Russell 3000 based on the Sub-Advisers analysis of key risk factors and other characteristics. Such factors include industry … Show more… The Portfolio generally invests at least 80% of its net assets, plus borrowings for investment purposes, in common stocks of companies represented in the Russell 3000 Index (Russell 3000). The Russell 3000 is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalizations, which represents approximately 98% of the investable U.S. equity market. The Portfolio may purchase or sell futures contracts in lieu of investing directly in equity securities themselves. The Portfolios investments are selected by a stratified sampling construction process in which the Sub-Adviser selects a sub-set of the 3,000 companies in the Russell 3000 based on the Sub-Advisers analysis of key risk factors and other characteristics. Such factors include industry weightings, market capitalizations, return variability, and yields. This strategy is commonly referred to as an indexing strategy. Show less