Modularity and flexibility of Russell US Indexes

Russell 2000 Index

Colours

Russell 3000 Index

#50

Russell 3000E Index

Largest

Russell Top 200 Index

Russell Top 500 Index

Russell 2000 Index

Stock #1

Russell Midcap Index

Russell 2000 Index

#2,000

Russell 2500 Index

Russell 3000E Index

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#1,000

#200

The largest 3,000 companies in the Russell 3000E Index also make up the Russell 3000 Index, which is designed to give you a broad view of the market that excludes the smallest portion of micro cap companies. It represents an accessible picture of the total market.

Russell Top 500 Index

Further segmentation provides flexibility

Modularity and flexibility of Russell US Indexes

#3,000

Russell Top 200 Index

#3,000

The next 2,000 companies make up the small cap index.

Russell Microcap Index

Russell Top 50 Mega Cap Index

#3,000

Stock #1

Russell Top 500 Index

Russell 1000 Index

Stock #1

Russell 1000 Index

#500

Russell 2500 Index

#2,000

Russell Midcap Index

Stocks #501 - #3,000

#1,000

#500

Companies sorted by market cap

Russell Top 200 Index

Stocks #1 - #4,000*

Russell 2500 Index

Russell Top 200 Index

Russell 2500 Index

Russell Top 500 Index

Russell 1000 Index

Russell Midcap Index

Stocks #2,001 - #4,000

Russell Top 50 Mega Cap Index

Further segmentation provides flexibility

Russell 3000 Index

Complete investable US equity universe

Russell Microcap Index

The Russell US Indexes are modularly designed as the building blocks of a broad range of financial products, such as index tracking funds, derivatives and ETFs, as well as being performance benchmarks.

FTSE Russell is a leading global index provider creating and managing a wide range of indexes, data and analytic solutions to meet client needs across asset classes, style and strategies. Covering 98% of the investable market, FTSE Russell indexes offer a true picture of global markets, combined with the specialist knowledge gained from developing local benchmarks around the world. FTSE Russell index expertise and products are used extensively by institutional and retail investors globally. For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create investment funds, ETFs, structured products and index-based derivatives. FTSE Russell indexes also provide clients with tools for asset allocation, investment strategy analysis and risk management. A core set of universal principles guides FTSE Russell index design and management: a transparent rules-based methodology is informed by independent committees of leading market participants. FTSE Russell is focused on index innovation and customer partnership applying the highest industry standards and embracing the IOSCO Principles. FTSE Russell is wholly owned by London Stock Exchange Group. For more information, visit ftserussell.com.

Russell 3000E Index

The largest 1,000 companies make up the large cap index.

Russell 3000E Index

Russell Midcap Index

© 2018 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, “FTSE TMX”), (4) MTSNext Limited (“MTSNext”) (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”) and (7) The Yield Book inc (“YB”). All rights reserved. FTSE Russell® is a trading name of FTSE, Russell, YB, FTSE FI, FTSE TMX, MTSNext and Mergent. “The Yield Book®”, “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE TMX®”, “Mergent®” and all other trademarks and service marks used herein (whether registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSEG Companies or their respective licensors and are owned, or used under licence, by FTSE, Russell, YB, FTSE FI, MTSNext, FTSE TMX, Mergent. All information is provided for information purposes only. All information and data contained in this publication is obtained by the LSE Group, from sources believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors, however, such information and data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of the FTSE Russell products or the fitness or suitability of the products for any particular purpose to which they might be put. Any representation of historical data accessible through FTSE Russell is provided for information purposes only and is not a reliable indicator of future performance. No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a) any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this material or links to this material or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing contained in this material or accessible through FTSE Russell, including statistical data and industry reports, should be taken as constituting financial or investment advice or a financial promotion. This publication may contain forward-looking assessments. These are based upon a number of assumptions concerning future conditions that ultimately may prove to be inaccurate. Such forward-looking assessments are subject to risks and uncertainties and may be affected by various factors that may cause actual results to differ materially. No member of the LSE Group nor their licensors assume any duty to and do not undertake to update forward-looking assessments. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group data requires a licence from FTSE, Russell, YB, FTSE FI, FTSE TMX, MTSNext, Mergent and/or their respective licensors.

#50

#2,000

#500

Representative, relevant and reliable

Want to learn more about our Russell US Indexes?

Russell 3000 Index

#50

#200

Stocks #1 - #50

Russell Top 50 Mega Cap Index

Russell 1000 Index

Russell US Indexes

Stocks #1 - #500

#2,000

#500

Russell Top 50 Mega Cap Index

Russell Midcap Index

The Russell 3000E Index (“E” = extended) represents the investable US equity universe, from mega cap to micro cap, covering approximately 99% of the US equity market. It includes the Russell 3000 Index plus up to the next 1,000 eligible companies.

Russell 2500 Index

Russell 3000E Index

Russell 2000 Index

Russell Microcap Index

#1,000

The next largest 800 companies in the Russell 1000 Index make up the Russell Midcap Index.

The largest 200 companies in the Russell 1000 Index make up the Russell Top 200 Index.

#50

Stocks #1 - #50

Desktop H1 88 / 96 H2 43 / 55 H3 28 / 39 Lead 22 / 33 Body 17 /25 Source 11 /18 Mobile H1 88 / 99 H2 63 / 83 H3 42 / 56 Lead 33 / 50 Body 26 / 35 Source 16 / 17

Includes the largest 50 companies in the Russell 1000 Index.

Russell Midcap Index

#200

Russell Top 200 Index

Russell 2500 Index

Stocks #1 - #1,000

Our transparent methodology offers comprehensive, modular representation of the entire investable US market and its size segments. Consistent breakpoints are applied to determine which companies are members of the large, mid and small cap indexes. Additional segmentation of mega, SMID and micro cap add flexibility.

#2,000

Russell Top 500 Index

#1,000

Russell Top 50 Mega Cap Index

*The specific number of qualifying companies can vary year over year depending on how many microcap companies qualify based on eligibility requirements.

Russell 2000 Index

Russell Midcap Index

Russell Microcap Index

Russell Top 200 Index

Russell 1000 Index

Commonly known as SMID cap, this index includes the smallest 500 companies in the Russell 1000 Index plus the entire Russell 2000 Index.

The Russell 3000 Index is segmented into modular components.

#500

#200

Smallest

#2,000

Russell 1000 Index

#3,000

Russell Top 50 Mega Cap Index

Russell Microcap Index

Russell 3000E Index

See how the indexes are built

Russell 1000 Index

Stock #1

#3,000

The “extended” part of the Russell 3000E Index covers the micro cap segment of the market.

Russell 2000 Index

#1,000

Russell 3000 Index

Russell Top 500 Index

#2,000

Russell Top 50 Mega Cap Index

#50

1,000 + 2,000 = 3,000

Stocks #1,001 - #3,000

#500

Russell Microcap Index

Russell 3000 Index

Includes the largest 500 companies in the Russell 1000 Index.

Russell 2000 Index

#1,000

Russell Midcap Index

Representative, relevant and reliable

Russell 3000 Index

#50

Stock #1

Stocks #1 - #3,000

#50

Includes the largest 50 companies in the Russell 1000 Index.

#200

Russell Top 500 Index

Stocks #1 - #200

Stock #1

Russell 3000 Index

Russell Microcap Index

#500

Russell 2500 Index

#3,000

Russell Microcap Index

Russell 3000E Index

Russell Top 500 Index

Russell 3000E Index

Russell 2500 Index

Russell Top 200 Index

Find the index that fits

Russell 3000 Index

#3,000

Stocks #201 - #1,000

Russell 2000 Index

Includes the smallest 1,000 companies in the Russell 2000 Index plus up to the next 1,000 smallest eligible securities by market cap (the remainder of Russell 3000E Index). It was developed in 2005 from research that confirmed a need for a benchmark that truly represents how microcap managers invest.

Terms and conditions

Largest 3,000 companies

#1,000

Russell 1000 Index

#200

Russell Top 50 Mega Cap Index

About FTSE Russell

More large cap modularity

The Russell 1000 Index is segmented further into large and mid cap modules that can also be combined with the small cap Russell 2000 Index for complete market exposure.

Stock #1