A Core large cap portfolio that utilizes the Gamma Multi Factor Model to rank U.S. large-cap stocks (the top 1000 in market capitalization). Security holding weights are based upon attractiveness of investments, as well as their weights in the S&P 500 (Stocks which have larger weights in the S&P 500 have larger weights in the portfolio) The Gamma Multi Factor Model ranks the universe of stocks based upon three specific sectors, 1) Value Factors, 2) Growth Factors, and 3) Stability of Earnings.
