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December 2015 Russell U.S. Index Series
FTSE Russell 1–1
SAMPLE
Russell U.S. Indexes
December 2015
Russell U.S. Index Series%%1%%1%%44,108,136
www.ftse.com/analytics/russell_us_series
Russell U.S. Index Series December 2015
1–2 FTSE Russell
Russell U.S. Indexes - Table of contents
Russell U.S. Indexes
Section – Page No
1–3 Russell US Indexes Performance
1–4 Russell 1000® Indexes Performance
1–5 Russell 2000® Indexes Performance
1–6 Russell 2500™ Indexes Performance
1–7 Russell 3000® Indexes Performance
1–8 Russell 3000E™ Indexes Performance
1–9 Russell Top 200® Indexes Performance
1–10 Russell Midcap® Indexes Performance
1–11 Russell Small Cap Completeness® Indexes Performance
1–12 Russell Microcap® Indexes Performance
December 2015 Russell U.S. Index Series
FTSE Russell 1–3
Russell U
.S. Indexes 1–3
Russell U.S. Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
2.22
19.6
3.1
11.1
2.2
15.2
Russell 1000®
2,175.85
-1.97 5.94 -1.09 6,071.18
-1.80 6.50 0.92 20,417,027 92.38 1,033 1.45
36.5
2.4
13.8
1.4
6.8
Russell 2000®
2,822.97
-5.19 3.20 -5.71 5,431.67
-5.02 3.59 -4.41 1,684,777 7.62 1,988 1.53
26.3
2.6
12.2
1.4
9.5
Russell 2500™
1,087.42
-4.25 2.86 -4.32 1,598.20
-4.07 3.28 -2.90 3,842,326 17.38 2,510 2.22
19.6
3.1
11.1
2.2
15.2
Russell 3000®
2,215.66
-2.23 5.72 -1.47 5,976.18
-2.05 6.27 0.48 22,101,804 100.00 3,021 2.22
19.6
3.1
11.1
2.2
15.2
Russell 3000E™
1,757.59
-2.23 5.71 -1.48 2,162.34
-2.05 6.26 0.47 22,145,913 100.20 3,720 2.24
19.4
3.1
11.1
2.2
15.4
Russell Top 200®
855.11
-1.60 7.12 0.16 5,091.64
-1.43 7.73 2.36 14,471,826 65.48 202 1.74
25.5
2.9
11.7
1.7
10.9
Russell Midcap®
4,097.16
-2.87 3.16 -4.02 10,114.31
-2.68 3.62 -2.44 5,945,201 26.90 831 1.34
35.5
2.9
12.6
1.7
7.8
Russell Small Cap Completeness®
2,700.14
-4.19 2.60 -4.75 3,371.92
-4.02 3.00 -3.41 4,040,856 18.28 2,517 1.30
-ve
2.1
23.0
1.2
-1.6
Russell Microcap®
1,580.85
-5.32 3.38 -6.28 1,796.56
-5.16 3.74 -5.16 345,435 1.56 1,668 2.26
19.2
3.1
11.2
2.4
15.7
Russell Top 50® Mega Cap
1,435.36
-0.92 8.71 1.96 1,973.68
-0.78 9.34 4.33 8,778,868 39.72 51
Russell U.S. Indexes Performance Relative To Russell 3000® - USD
bmkCentre4
60
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 1000® Russell 2000® Russell 2500™ Russell 3000®Russell 3000E™ Russell Top 200® Russell Midcap® Russell Small Cap Completeness®Russell Microcap® Russell Top 50® Mega Cap
Russell 1000® TR performance - USD
0.3
-3.0
-2.1
0.0
0.6
-0.7
-2.0
-3.2
1.3
-4 -3 -2 -1 0 1 2
Russell 1000®
Russell 2000®
Russell 2500™
Russell 3000E™
Russell Top 200®
Russell Midcap®
Russell Small Cap Completeness®
Russell Microcap®
Russell Top 50® Mega Cap
MTD
0.4
-4.3
-2.9
0.0
1.7
-2.6
-3.3
-4.9
3.5
-5 -4 -3 -2 -1 0 1 2 3 4
Russell 1000®
Russell 2000®
Russell 2500™
Russell 3000E™
Russell Top 200®
Russell Midcap®
Russell Small Cap Completeness®
Russell Microcap®
Russell Top 50® Mega Cap
YTD
Russell U.S. Index Series December 2015
1–4 FTSE Russell
Russell 1000® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
2.22
19.6
3.1
11.1
2.2
15.2
Russell 1000®
2,175.85
-1.97 5.94 -1.09 6,071.18
-1.80 6.50 0.92 20,417,027 100.00 1,033 -
-
-
-
-
-
Russell 1000® Growth
661.26
-1.60 6.88 4.03 934.35
-1.47 7.32 5.67 10,556,021 51.70 644 -
-
-
-
-
-
Russell 1000® Value
595.67
-2.37 4.94 -6.19 1,163.07
-2.15 5.64 -3.83 9,861,006 48.30 691 2.22
19.6
3.1
11.1
2.2
15.2
Russell 1000® Defensive™
1,666.35
-1.10 6.16 0.20 1,877.30
-0.92 6.78 2.54 10,468,803 51.27 462 2.22
19.6
3.1
11.1
2.2
15.2
Russell 1000® Dynamic™
1,571.17
-2.87 5.70 -2.39 1,707.56
-2.70 6.20 -0.71 9,948,224 48.73 828 -
-
-
-
-
-
Russell 1000® Growth-Defensive™
1,753.11
-1.64 6.60 4.08 1,934.45
-1.46 7.12 6.12 5,792,228 28.37 292 -
-
-
-
-
-
Russell 1000® Growth-Dynamic™
1,708.93
-1.56 7.23 3.54 1,812.59
-1.47 7.56 4.73 4,763,793 23.33 504 -
-
-
-
-
-
Russell 1000® Value-Defensive™
1,575.14
-0.42 5.63 -4.00 1,820.51
-0.25 6.37 -1.34 4,676,575 22.91 294 -
-
-
-
-
-
Russell 1000® Value-Dynamic™
1,445.50
-4.05 4.34 -7.78 1,604.06
-3.80 4.98 -5.68 5,184,431 25.39 569
Russell 1000® Indexes Performance Relative To Russell 1000® - USD
bmkCentre8
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 1000® Russell 1000® Growth Russell 1000® ValueRussell 1000® Defensive™ Russell 1000® Dynamic™ Russell 1000® Growth-Defensive™Russell 1000® Growth-Dynamic™ Russell 1000® Value-Defensive™ Russell 1000® Value-Dynamic™
Russell 1000® TR performance - USD
0.4
-0.4
0.9
-0.9
0.3
0.4
1.6
-2.1
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Russell 1000® Growth
Russell 1000® Value
Russell 1000® Defensive™
Russell 1000® Dynamic™
Russell 1000® Growth-Defensive™
Russell 1000® Growth-Dynamic™
Russell 1000® Value-Defensive™
Russell 1000® Value-Dynamic™
MTD
5.2
-5.2
1.3
-1.3
5.2
4.7
-2.9
-6.8
-8 -6 -4 -2 0 2 4 6
Russell 1000® Growth
Russell 1000® Value
Russell 1000® Defensive™
Russell 1000® Dynamic™
Russell 1000® Growth-Defensive™
Russell 1000® Growth-Dynamic™
Russell 1000® Value-Defensive™
Russell 1000® Value-Dynamic™
YTD
December 2015 Russell U.S. Index Series
FTSE Russell 1–5
Russell U
.S. Indexes 1–5
Russell 2000® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
1.45
36.5
2.4
13.8
1.4
6.8
Russell 2000®
2,822.97
-5.19 3.20 -5.71 5,431.67
-5.02 3.59 -4.41 1,684,777 100.00 1,988 -
-
-
-
-
-
Russell 2000® Growth
4,295.25
-4.84 4.12 -2.05 4,886.02
-4.77 4.32 -1.38 851,506 50.54 1,194 -
-
-
-
-
-
Russell 2000® Value
5,022.24
-5.54 2.29 -9.38 8,155.64
-5.27 2.88 -7.47 833,272 49.46 1,351 1.45
36.5
2.4
13.8
1.4
6.8
Russell 2000® Defensive™
1,593.56
-4.82 2.99 -1.94 1,740.76
-4.57 3.52 -0.11 895,072 53.13 1,029 1.45
36.5
2.4
13.8
1.4
6.8
Russell 2000® Dynamic™
1,307.97
-5.62 3.43 -9.68 1,371.75
-5.53 3.67 -8.91 789,705 46.87 1,475 -
-
-
-
-
-
Russell 2000® Growth-Defensive™
1,762.23
-4.72 2.72 -0.27 1,851.33
-4.61 3.03 0.77 360,336 21.39 526 -
-
-
-
-
-
Russell 2000® Growth-Dynamic™
1,476.33
-4.93 5.18 -3.16 1,504.58
-4.89 5.30 -2.76 491,169 29.15 967 -
-
-
-
-
-
Russell 2000® Value-Defensive™
1,447.41
-4.88 3.18 -3.30 1,638.23
-4.55 3.86 -0.91 534,736 31.74 770 -
-
-
-
-
-
Russell 2000® Value-Dynamic™
1,102.04
-6.71 0.71 -18.50 1,193.88
-6.54 1.14 -17.25 298,536 17.72 945
Russell 2000® Indexes Performance Relative To Russell 2000® - USD
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60
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 2000® Russell 2000® Growth Russell 2000® ValueRussell 2000® Defensive™ Russell 2000® Dynamic™ Russell 2000® Growth-Defensive™Russell 2000® Growth-Dynamic™ Russell 2000® Value-Defensive™ Russell 2000® Value-Dynamic™
Russell 2000® TR performance - USD
0.4
-0.4
0.4
-0.4
0.5
0.3
0.3
-1.6
-2 -1.5 -1 -0.5 0 0.5
Russell 2000® Growth
Russell 2000® Value
Russell 2000® Defensive™
Russell 2000® Dynamic™
Russell 2000® Growth-Defensive™
Russell 2000® Growth-Dynamic™
Russell 2000® Value-Defensive™
Russell 2000® Value-Dynamic™
MTD
3.9
-3.9
4.0
-4.2
5.8
2.7
2.6
-13.6
-15 -10 -5 0 5 10
Russell 2000® Growth
Russell 2000® Value
Russell 2000® Defensive™
Russell 2000® Dynamic™
Russell 2000® Growth-Defensive™
Russell 2000® Growth-Dynamic™
Russell 2000® Value-Defensive™
Russell 2000® Value-Dynamic™
YTD
Russell U.S. Index Series December 2015
1–6 FTSE Russell
Russell 2500™ Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
1.53
26.3
2.6
12.2
1.4
9.5
Russell 2500™
1,087.42
-4.25 2.86 -4.32 1,598.20
-4.07 3.28 -2.90 3,842,326 100.00 2,510 -
-
-
-
-
-
Russell 2500™ Growth
4,873.25
-3.62 3.57 -1.01 5,516.69
-3.53 3.81 -0.19 1,883,862 49.03 1,505 -
-
-
-
-
-
Russell 2500™ Value
5,084.12
-4.84 2.18 -7.45 7,999.74
-4.58 2.78 -5.49 1,958,463 50.97 1,706 1.53
26.3
2.6
12.2
1.4
9.5
Russell 2500® Defensive™
1,669.54
-3.92 3.51 0.73 1,824.75
-3.70 4.04 2.57 1,544,750 40.20 1,225 1.53
26.3
2.6
12.2
1.4
9.5
Russell 2500® Dynamic™
1,427.94
-4.46 2.42 -7.51 1,521.15
-4.32 2.77 -6.33 2,297,576 59.80 1,915 -
-
-
-
-
-
Russell 2500® Growth-Defensive™
1,806.64
-4.19 3.44 1.53 1,904.33
-4.06 3.78 2.66 657,262 17.11 639 -
-
-
-
-
-
Russell 2500® Growth-Dynamic™
1,567.95
-3.31 3.64 -2.39 1,620.68
-3.25 3.82 -1.72 1,226,600 31.92 1,232 -
-
-
-
-
-
Russell 2500® Value-Defensive™
1,551.65
-3.72 3.57 0.00 1,752.20
-3.43 4.23 2.39 887,488 23.10 898 -
-
-
-
-
-
Russell 2500® Value-Dynamic™
1,286.67
-5.74 1.06 -12.82 1,409.51
-5.51 1.60 -11.13 1,070,976 27.87 1,245
Russell 2500™ Indexes Performance Relative To Russell 2500™ - USD
bmkCentre16
60
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 2500™ Russell 2500™ Growth Russell 2500™ ValueRussell 2500® Defensive™ Russell 2500® Dynamic™ Russell 2500® Growth-Defensive™Russell 2500® Growth-Dynamic™ Russell 2500® Value-Defensive™ Russell 2500® Value-Dynamic™
Russell 2500™ TR performance - USD
0.7
-0.6
0.3
-0.2
0.1
1.0
0.5
-1.6
-2 -1.5 -1 -0.5 0 0.5 1
Russell 2500™ Growth
Russell 2500™ Value
Russell 2500® Defensive™
Russell 2500® Dynamic™
Russell 2500® Growth-Defensive™
Russell 2500® Growth-Dynamic™
Russell 2500® Value-Defensive™
Russell 2500® Value-Dynamic™
MTD
3.5
-3.3
5.3
-3.3
6.1
2.0
4.5
-8.9
-10 -5 0 5 10
Russell 2500™ Growth
Russell 2500™ Value
Russell 2500® Defensive™
Russell 2500® Dynamic™
Russell 2500® Growth-Defensive™
Russell 2500® Growth-Dynamic™
Russell 2500® Value-Defensive™
Russell 2500® Value-Dynamic™
YTD
December 2015 Russell U.S. Index Series
FTSE Russell 1–7
Russell U
.S. Indexes 1–7
Russell 3000® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
2.22
19.6
3.1
11.1
2.2
15.2
Russell 3000®
2,215.66
-2.23 5.72 -1.47 5,976.18
-2.05 6.27 0.48 22,101,804 100.00 3,021 -
-
-
-
-
-
Russell 3000® Growth
3,939.81
-1.85 6.67 3.54 5,022.99
-1.72 7.09 5.09 11,407,526 51.61 1,838 -
-
-
-
-
-
Russell 3000® Value
3,667.80
-2.62 4.73 -6.46 6,049.65
-2.40 5.41 -4.13 10,694,278 48.39 2,042 -
-
-
-
-
-
Russell 3000® Defensive™
1,659.95
-1.40 5.91 0.01 1,865.58
-1.22 6.52 2.31 11,363,875 51.42 1,491 -
-
-
-
-
-
Russell 3000® Dynamic™
1,548.52
-3.08 5.53 -2.97 1,678.26
-2.91 6.01 -1.36 10,737,929 48.58 2,303 -
-
-
-
-
-
Russell 3000® Growth-Defensive™
1,755.59
-1.82 6.37 3.83 1,930.66
-1.65 6.87 5.81 6,152,564 27.84 818 -
-
-
-
-
-
Russell 3000® Growth-Dynamic™
1,683.23
-1.88 7.03 2.81 1,778.93
-1.80 7.35 3.93 5,254,962 23.78 1,471 -
-
-
-
-
-
Russell 3000® Value-Defensive™
1,561.79
-0.90 5.37 -3.99 1,801.70
-0.71 6.11 -1.35 5,211,311 23.58 1,064 -
-
-
-
-
-
Russell 3000® Value-Dynamic™
1,420.51
-4.20 4.13 -8.44 1,573.80
-3.95 4.77 -6.40 5,482,967 24.81 1,514
Russell 3000® Indexes Performance Relative To Russell 3000® - USD
bmkCentre20
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 3000® Russell 3000® Growth Russell 3000® ValueRussell 3000® Defensive™ Russell 3000® Dynamic™ Russell 3000® Growth-Defensive™Russell 3000® Growth-Dynamic™ Russell 3000® Value-Defensive™ Russell 3000® Value-Dynamic™
Russell 3000® TR performance - USD
0.4
-0.4
0.8
-0.9
0.4
0.4
1.4
-2.0
-2 -1.5 -1 -0.5 0 0.5 1 1.5
Russell 3000® Growth
Russell 3000® Value
Russell 3000® Defensive™
Russell 3000® Dynamic™
Russell 3000® Growth-Defensive™
Russell 3000® Growth-Dynamic™
Russell 3000® Value-Defensive™
Russell 3000® Value-Dynamic™
MTD
5.1
-5.1
1.5
-1.5
5.4
4.3
-2.6
-7.1
-8 -6 -4 -2 0 2 4 6
Russell 3000® Growth
Russell 3000® Value
Russell 3000® Defensive™
Russell 3000® Dynamic™
Russell 3000® Growth-Defensive™
Russell 3000® Growth-Dynamic™
Russell 3000® Value-Defensive™
Russell 3000® Value-Dynamic™
YTD
Russell U.S. Index Series December 2015
1–8 FTSE Russell
Russell 3000E™ Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
2.22
19.6
3.1
11.1
2.2
15.2
Russell 3000E™
1,757.59
-2.23 5.71 -1.48 2,162.34
-2.05 6.26 0.47 22,145,913 100.00 3,720 -
-
-
-
-
-
Russell 3000E™ Growth
1,966.54
-1.85 6.66 3.51 2,261.61
-1.72 7.07 5.07 11,428,395 51.60 2,293 -
-
-
-
-
-
Russell 3000E™ Value
1,329.79
-2.62 4.72 -6.45 1,690.94
-2.40 5.41 -4.12 10,717,518 48.40 2,462
Russell 3000E™ Indexes Performance Relative To Russell 3000E™ - USD
bmkCentre24
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15
Russell 3000E™ Russell 3000E™ Growth Russell 3000E™ Value
Russell 3000E™ TR performance - USD
0.4
-0.4
-0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4
Russell 3000E™ Growth
Russell 3000E™ Value
MTD
5.1
-5.0
-6 -4 -2 0 2 4 6
Russell 3000E™ Growth
Russell 3000E™ Value
YTD
December 2015 Russell U.S. Index Series
FTSE Russell 1–9
Russell U
.S. Indexes 1–9
Russell Top 200® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
2.24
19.4
3.1
11.1
2.2
15.4
Russell Top 200®
855.11
-1.60 7.12 0.16 5,091.64
-1.43 7.73 2.36 14,471,826 100.00 202 -
-
-
-
-
-
Russell Top 200® Growth
1,145.48
-1.30 8.15 6.28 1,689.85
-1.15 8.64 8.18 7,576,199 52.35 139 -
-
-
-
-
-
Russell Top 200® Value
933.50
-1.92 6.02 -5.90 1,726.43
-1.74 6.76 -3.41 6,895,626 47.65 132 2.24
19.4
3.1
11.1
2.2
15.4
Russell Top 200® Defensive™
1,653.03
-0.98 6.61 -0.27 1,871.97
-0.83 7.25 2.17 8,598,168 59.41 126 2.24
19.4
3.1
11.1
2.2
15.4
Russell Top 200® Dynamic™
1,617.36
-2.47 7.88 0.92 1,767.78
-2.30 8.43 2.79 5,873,658 40.59 137 -
-
-
-
-
-
Russell Top 200® Growth-Defensive™
1,755.18
-1.52 7.01 4.45 1,951.37
-1.34 7.56 6.65 4,761,051 32.90 92 -
-
-
-
-
-
Russell Top 200® Growth-Dynamic™
1,832.46
-0.92 10.12 8.63 1,961.70
-0.83 10.51 10.05 2,815,149 19.45 90 -
-
-
-
-
-
Russell Top 200® Value-Defensive™
1,548.90
-0.32 6.12 -5.26 1,793.82
-0.18 6.88 -2.60 3,837,117 26.51 81 -
-
-
-
-
-
Russell Top 200® Value-Dynamic™
1,452.31
-3.87 5.90 -6.05 1,615.16
-3.61 6.59 -3.81 3,058,509 21.13 91 2.26
19.2
3.1
11.2
2.4
15.7
Russell Top 50® Mega Cap
1,435.36
-0.92 8.71 1.96 1,973.68
-0.78 9.34 4.33 8,778,868 60.66 51
Russell Top 200® Indexes Performance Relative To Russell Top 200® - USD
bmkCentre28
60
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell Top 200® Russell Top 200® Growth Russell Top 200® Value Russell Top 200® Defensive™Russell Top 200® Dynamic™ Russell Top 200® Growth-Defensive™ Russell Top 200® Growth-Dynamic™ Russell Top 200® Value-Defensive™Russell Top 200® Value-Dynamic™ Russell Top 50® Mega Cap
Russell Top 200® TR performance - USD
0.3
-0.3
0.6
-0.9
0.1
0.7
1.3
-2.3
0.7
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5
Russell Top 200® Growth
Russell Top 200® Value
Russell Top 200® Defensive™
Russell Top 200® Dynamic™
Russell Top 200® Growth-Defensive™
Russell Top 200® Growth-Dynamic™
Russell Top 200® Value-Defensive™
Russell Top 200® Value-Dynamic™
Russell Top 50® Mega Cap
MTD
6.1
-6.0
-0.4
0.8
4.3
8.5
-5.4
-6.2
1.8
-10 -5 0 5 10
Russell Top 200® Growth
Russell Top 200® Value
Russell Top 200® Defensive™
Russell Top 200® Dynamic™
Russell Top 200® Growth-Defensive™
Russell Top 200® Growth-Dynamic™
Russell Top 200® Value-Defensive™
Russell Top 200® Value-Dynamic™
Russell Top 50® Mega Cap
YTD
Russell U.S. Index Series December 2015
1–10 FTSE Russell
Russell Midcap® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
1.74
25.5
2.9
11.7
1.7
10.9
Russell Midcap®
4,097.16
-2.87 3.16 -4.02 10,114.31
-2.68 3.62 -2.44 5,945,201 100.00 831 -
-
-
-
-
-
Russell Midcap® Growth
1,592.13
-2.37 3.82 -1.27 2,107.35
-2.26 4.12 -0.20 2,979,821 50.12 505 -
-
-
-
-
-
Russell Midcap® Value
1,607.59
-3.38 2.51 -6.87 2,836.93
-3.10 3.12 -4.78 2,965,380 49.88 559 1.74
25.5
2.9
11.7
1.7
10.9
Russell Midcap® Defensive™
1,736.99
-1.60 4.19 2.43 1,908.45
-1.36 4.70 4.34 1,870,635 31.46 336 1.74
25.5
2.9
11.7
1.7
10.9
Russell Midcap® Dynamic™
1,506.87
-3.44 2.70 -6.73 1,625.71
-3.27 3.13 -5.28 4,074,566 68.54 691 -
-
-
-
-
-
Russell Midcap® Growth-Defensive™
1,745.49
-2.18 4.79 2.17 1,860.78
-2.02 5.16 3.54 1,031,177 17.34 200 -
-
-
-
-
-
Russell Midcap® Growth-Dynamic™
1,580.87
-2.47 3.32 -3.01 1,657.84
-2.38 3.58 -2.09 1,948,645 32.78 414 -
-
-
-
-
-
Russell Midcap® Value-Defensive™
1,730.08
-0.89 3.48 2.47 1,979.06
-0.54 4.16 5.09 839,458 14.12 213 -
-
-
-
-
-
Russell Midcap® Value-Dynamic™
1,436.44
-4.31 2.15 -10.15 1,589.42
-4.06 2.73 -8.23 2,125,922 35.76 478
Russell Midcap® Indexes Performance Relative To Russell Midcap® - USD
bmkCentre32
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell Midcap® Russell Midcap® Growth Russell Midcap® ValueRussell Midcap® Defensive™ Russell Midcap® Dynamic™ Russell Midcap® Growth-Defensive™Russell Midcap® Growth-Dynamic™ Russell Midcap® Value-Defensive™ Russell Midcap® Value-Dynamic™
Russell Midcap® TR performance - USD
0.5
-0.5
1.3
-0.6
0.7
0.4
2.0
-1.5
-1.5 -1 -0.5 0 0.5 1 1.5 2
Russell Midcap® Growth
Russell Midcap® Value
Russell Midcap® Defensive™
Russell Midcap® Dynamic™
Russell Midcap® Growth-Defensive™
Russell Midcap® Growth-Dynamic™
Russell Midcap® Value-Defensive™
Russell Midcap® Value-Dynamic™
MTD
2.9
-3.0
6.7
-2.8
6.5
1.1
6.8
-6.4
-8 -6 -4 -2 0 2 4 6 8
Russell Midcap® Growth
Russell Midcap® Value
Russell Midcap® Defensive™
Russell Midcap® Dynamic™
Russell Midcap® Growth-Defensive™
Russell Midcap® Growth-Dynamic™
Russell Midcap® Value-Defensive™
Russell Midcap® Value-Dynamic™
YTD
December 2015 Russell U.S. Index Series
FTSE Russell 1–11
Russell U
.S. Indexes 1–11
Russell Small Cap Completeness® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
1.34
35.5
2.9
12.6
1.7
7.8
Russell Small Cap Completeness®
2,700.14
-4.19 2.60 -4.75 3,371.92
-4.02 3.00 -3.41 4,040,856 100.00 2,517 -
-
-
-
-
-
Russell Small Cap Completeness® Growth
2,509.88
-3.49 3.41 -1.84 2,759.36
-3.40 3.61 -1.12 2,058,834 50.95 1,514 -
-
-
-
-
-
Russell Small Cap Completeness® Value
2,711.38
-4.92 1.79 -7.88 3,878.37
-4.65 2.37 -5.92 1,982,022 49.05 1,706
Russell Small Cap Completeness® Indexes Performance Relative To Russell Small Cap Completeness® - USD
bmkCentre36
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15
Russell Small Cap Completeness® Russell Small Cap Completeness® Growth Russell Small Cap Completeness® Value
Russell Small Cap Completeness® TR performance - USD
0.7
-0.8
-1 -0.5 0 0.5 1
Russell Small Cap Completeness® Growth
Russell Small Cap Completeness® Value
MTD
3.1
-3.3
-4 -3 -2 -1 0 1 2 3 4
Russell Small Cap Completeness® Growth
Russell Small Cap Completeness® Value
YTD
Russell U.S. Index Series December 2015
1–12 FTSE Russell
Russell Microcap® Indexes Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
1.30
-ve
2.1
23.0
1.2
-1.6
Russell Microcap®
1,580.85
-5.32 3.38 -6.28 1,796.56
-5.16 3.74 -5.16 345,435 100.00 1,668 -
-
-
-
-
-
Russell Microcap® Growth
1,615.44
-5.95 4.55 -4.27 1,690.99
-5.89 4.70 -3.85 145,281 42.06 1,003 -
-
-
-
-
-
Russell Microcap® Value
1,191.25
-4.86 2.56 -8.10 1,422.10
-4.63 3.07 -6.45 200,154 57.94 1,124
Russell Microcap® Indexes Performance Relative To Russell Microcap® - USD
bmkCentre40
60
80
100
120
140
160
180
200
Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15
Russell Microcap® Russell Microcap® Growth Russell Microcap® Value
Russell Microcap® TR performance - USD
-0.7
0.5
-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6
Russell Microcap® Growth
Russell Microcap® Value
MTD
2.1
-1.9
-2 -1 0 1 2 3
Russell Microcap® Growth
Russell Microcap® Value
YTD
December 2015 Russell U.S. Index Series
FTSE Russell 1–13
Russell 1000®
Index 1–13
Russell 1000® Index
December 2015
Russell U.S. Index Series%%2%%1%%44,108,136
www.ftse.com/analytics/russell_us_series
Russell U.S. Index Series December 2015
1–14 FTSE Russell
Russell 1000® Index - Table of contents
Russell 1000® Index
Section – Page No
1–15 Sector/Subsector Performance
1–16 Top 10 stocks by ICB Industry
1–17 Constituent Report
December 2015 Russell U.S. Index Series
FTSE Russell 1–15
Russell 1000®
Index 1–15
Russell 1000® Industry/Sector Performance - USD .
Price Return Total Return MCap Index No of Yld%
P/E
P/B
P/CE
P/S
ROE
Index
MTD% QTD% YTD% Index
MTD% QTD% YTD% USD (mn) Wgt% Stocks
3.92
21.1
1.7
6.0
0.9
7.6
Oil & Gas
1,177.74
-10.72 -1.29 -24.07 1,437.98
-10.59 -0.50 -21.82 1,267,339 6.21 76 3.92
20.6
1.6
6.0
0.9
7.7
Oil & Gas Producers
1,316.96
-9.19 1.93 -21.07 1,632.81
-9.11 2.71 -18.77 976,135 4.78 47 3.93
30.7
1.9
7.1
1.6
6.3
Oil Equipment, Services & Distribution
865.57
-16.11 -11.68 -33.32 1,000.13
-15.84 -10.86 -31.25 284,578 1.39 27 -
13.4
1.4
10.2
1.8
10.7
Alternative Energy
88.94
18.77 53.19 38.41 88.94
18.77 53.19 38.41 6,626 0.03 2 2.67
18.0
3.7
9.8
1.3
17.3
Basic Materials
1,402.94
-4.74 8.74 -13.25 1,755.74
-4.43 9.40 -11.21 458,663 2.25 41 2.67
15.8
4.1
10.7
1.4
21.8
Chemicals
2,510.49
-4.82 11.51 -5.18 3,181.45
-4.49 12.17 -2.98 375,354 1.84 26 4.66
17.5
3.4
4.8
0.7
15.5
Forestry & Paper
1,038.02
-9.90 0.21 -27.69 1,400.96
-9.78 1.30 -25.13 18,222 0.09 2 1.96
-7.5
1.2
4.1
0.6
-14.8
Industrial Metals & Mining
528.08
-2.82 -4.91 -42.16 671.46
-2.49 -4.35 -40.76 47,474 0.23 8 0.88
24.3
0.9
4.8
1.4
3.6
Mining
271.46
-2.79 -0.31 -37.95 309.63
-2.70 -0.05 -37.27 17,613 0.09 5 2.63
73.6
3.4
10.7
1.8
7.7
Industrials
1,734.24
-3.17 6.68 -3.57 2,125.26
-3.01 7.23 -1.65 2,447,884 11.99 174 0.97
31.6
4.8
17.1
1.4
14.9
Construction & Materials
1,757.04
-5.21 8.57 7.49 1,988.88
-5.12 8.86 8.54 138,180 0.68 23 2.41
16.8
5.4
11.9
1.3
28.1
Aerospace & Defense
2,417.87
-1.02 7.99 3.61 2,960.14
-1.02 8.54 5.70 471,805 2.31 19 2.81
-ve
2.8
10.2
2.0
2.0
General Industrials
1,221.74
-0.30 13.47 6.22 1,629.19
0.07 14.19 9.01 637,845 3.12 19 2.12
16.5
3.7
12.2
1.6
21.5
Electronic & Electrical Equipment
1,821.83
-4.04 9.39 -5.72 2,060.20
-3.96 9.77 -4.44 165,018 0.81 20 3.47
14.1
3.0
7.8
1.0
19.8
Industrial Engineering
1,729.91
-6.93 0.49 -20.04 2,084.63
-6.73 1.15 -18.21 252,356 1.24 33 2.56
17.6
4.4
10.1
1.6
25.4
Industrial Transportation
1,922.00
-8.15 -4.36 -23.88 2,308.91
-8.09 -3.82 -22.35 289,781 1.42 18 1.53
28.3
5.9
16.4
2.7
23.3
Support Services
2,094.95
-2.83 6.16 2.46 2,461.68
-2.69 6.62 3.94 492,898 2.41 42 3.11
23.5
5.7
15.9
2.4
23.2
Consumer Goods
2,016.44
0.22 5.92 2.56 2,623.37
0.55 6.60 5.16 2,150,888 10.53 106 3.36
12.4
2.2
6.3
0.5
16.2
Automobiles & Parts
1,754.40
-4.16 4.44 -6.59 2,070.42
-3.81 5.11 -4.26 257,558 1.26 14 2.89
28.0
8.1
16.5
3.0
24.4
Beverages
2,383.34
0.16 7.47 8.71 3,099.41
0.45 8.15 11.63 418,432 2.05 9 2.27
16.5
2.5
21.5
1.7
20.3
Food Producers
2,009.87
2.48 5.95 3.33 2,543.17
2.70 6.63 5.50 402,351 1.97 25 3.27
28.0
3.5
15.4
2.7
13.7
Household Goods & Home Construction
1,420.27
2.50 8.20 -4.70 1,816.61
2.55 8.89 -2.36 386,649 1.89 23 0.90
24.4
4.3
17.6
3.4
18.7
Leisure Goods
1,331.69
-1.48 3.57 12.27 1,583.96
-1.46 3.90 13.91 86,696 0.42 13 1.66
30.0
12.0
19.4
3.1
35.7
Personal Goods
2,381.61
-1.46 0.97 -1.58 2,908.76
-1.22 1.38 0.04 310,437 1.52 19 4.24
20.2
-42.1
19.1
5.3
+ve
Tobacco
2,938.44
0.67 8.38 16.55 4,700.76
1.73 9.52 21.84 288,765 1.41 3 2.21
20.5
3.8
16.9
3.3
17.9
Health Care
2,403.03
1.36 8.21 5.59 2,885.65
1.51 8.63 7.18 2,820,511 13.81 92 1.29
24.8
2.8
16.6
1.3
12.7
Health Care Equipment & Services
2,236.40
2.12 6.04 8.91 2,414.57
2.32 6.28 9.90 911,664 4.47 50 2.37
19.9
4.0
17.0
4.7
19.1
Pharmaceuticals & Biotechnology
2,491.33
1.00 9.28 4.10 3,166.10
1.13 9.79 5.95 1,908,847 9.35 42 1.22
29.3
6.2
16.6
1.5
21.3
Consumer Services
2,425.06
-1.21 5.43 6.01 2,781.85
-1.05 5.80 7.44 2,953,966 14.47 155 1.44
22.1
3.3
14.9
0.6
16.0
Food & Drug Retailers
2,283.09
4.16 6.08 4.74 2,647.89
4.20 6.40 6.11 371,928 1.82 11 0.93
43.3
9.8
21.9
1.4
23.3
General Retailers
2,392.05
-0.87 7.19 15.15 2,726.70
-0.69 7.51 16.55 1,193,986 5.85 55 1.54
19.8
3.7
11.0
2.7
18.4
Media
2,404.16
-6.01 1.70 -5.12 2,729.13
-5.78 2.12 -3.81 712,025 3.49 44 1.85
21.3
8.2
15.0
2.8
34.6
Travel & Leisure
2,639.47
0.75 6.11 4.67 3,103.83
0.82 6.52 6.27 676,028 3.31 45 5.16
26.5
2.8
5.8
1.5
11.8
Telecommunications
1,263.46
1.82 5.71 -1.28 1,973.52
1.85 7.03 3.50 467,153 2.29 11 5.20
26.3
2.8
5.8
1.5
11.9
Fixed Line Telecommunications
1,459.68
1.77 6.16 -1.89 2,419.00
1.80 7.58 3.20 437,153 2.14 6 0.02
-ve
2.6
7.6
1.3
-2.1
Mobile Telecommunications
655.70
2.47 -0.50 8.05 670.67
2.52 -0.46 8.23 29,999 0.15 5 3.90
18.1
1.7
6.8
1.9
9.6
Utilities
1,368.18
1.65 0.34 -9.06 1,998.88
1.96 1.32 -5.62 611,961 3.00 45 3.81
17.4
1.8
6.6
1.8
10.9
Electricity
1,269.76
1.86 0.51 -8.86 1,853.31
2.19 1.48 -5.41 438,335 2.15 29 4.16
20.4
1.4
7.3
2.0
6.9
Gas, Water & Multi-utilities
1,670.33
1.13 -0.07 -9.53 2,450.94
1.39 0.91 -6.09 173,626 0.85 16 1.78
13.3
1.3
9.7
2.4
9.5
Financials
849.24
-2.34 5.32 -1.59 1,072.84
-2.10 5.91 0.48 3,849,844 18.86 225 2.17
11.2
1.1
8.4
2.4
9.1
Banks
651.08
-2.55 5.95 -0.68 833.20
-2.44 6.50 1.32 1,179,959 5.78 36 0.47
15.8
1.4
14.4
1.7
9.1
Nonlife Insurance
938.89
-1.40 4.50 -0.48 1,103.22
-1.20 4.81 0.67 699,319 3.43 39 3.06
9.9
1.1
2.9
0.8
11.5
Life Insurance
1,040.61
-7.29 2.65 -7.43 1,275.57
-7.23 3.34 -5.14 161,635 0.79 10 0.08
24.7
3.3
19.7
1.5
14.5
Real Estate Investment & Services
1,020.36
-6.35 3.58 -7.37 1,036.42
-6.35 3.62 -7.31 35,614 0.17 8 3.36
33.3
3.6
19.1
9.1
9.2
Real Estate Investment Trusts
1,161.61
1.18 6.53 -0.21 1,679.38
1.81 7.65 3.87 742,657 3.64 80 1.20
20.6
2.7
13.4
4.4
13.3
Financial Services
1,062.32
-4.17 4.83 -3.14 1,231.69
-3.96 5.31 -1.68 1,030,660 5.05 52 1.81
16.9
4.8
11.6
3.4
26.5
Technology
2,153.36
-2.53 8.31 2.46 2,416.41
-2.50 8.74 4.07 3,388,818 16.60 108 1.50
33.2
5.3
18.4
5.3
15.3
Software & Computer Services
2,549.51
-0.13 14.41 14.76 2,822.57
-0.12 14.72 16.03 1,884,917 9.23 59 2.11
11.5
4.3
8.5
2.5
38.8
Technology Hardware & Equipment
1,845.25
-5.36 1.68 -9.32 2,099.46
-5.29 2.23 -7.46 1,503,901 7.37 49 2.22
19.6
3.1
11.1
2.2
15.2
Russell 1000®
2,175.85
-1.97 5.94 -1.09 6,071.18
-1.80 6.50 0.92 20,417,027 100.00 1,033
Russell U.S. Index Series December 2015
1–16 FTSE Russell
Russell 1000® Index - Top 10 stocks by ICB Industry
Oil & Gas
Name Subsector MCap USD mn Wgt% Exxon Mobil Corp Oil & Gas Producers 325,917 25.72 Chevron Oil & Gas Producers 169,168 13.35 Schlumberger Oil Equipment Services & Distribution 88,563 6.99 ConocoPhillips Oil & Gas Producers 57,566 4.54 Occidental Petroleum Oil & Gas Producers 51,933 4.10 Phillips 66 Oil & Gas Producers 44,305 3.50 EOG Resources Oil & Gas Producers 38,859 3.07 Valero Energy Oil & Gas Producers 34,047 2.69 Halliburton Oil Equipment Services & Distribution 28,964 2.29 Marathon Petroleum Oil & Gas Producers 28,163 2.22
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Basic Materials
Name Subsector MCap USD mn Wgt% Du Pont De Nemours Chemicals 60,289 13.14 Dow Chemical Chemicals 57,594 12.56 LyondellBasell Indus Chemicals 31,774 6.93 Ecolab Chemicals 30,198 6.58 Praxair Chemicals 29,523 6.44 Air Products & Chem. Chemicals 27,943 6.09 PPG Industries Chemicals 26,864 5.86 International Paper Forestry & Paper 15,868 3.46 Alcoa Industrial Metals & Mining 12,926 2.82 Nucor Corp Industrial Metals & Mining 12,861 2.80
Industrials
Name Subsector MCap USD mn Wgt% General Electric General Industrials 292,952 11.97 Boeing Aerospace & Defense 99,986 4.08 3M Company General Industrials 95,557 3.90 United Technologies Aerospace & Defense 85,522 3.49 Honeywell Intl Inc General Industrials 80,961 3.31 Union Pacific Corp Industrial Transportation 68,471 2.80 United Parcel Serv Industrial Transportation 67,510 2.76 Accenture Cl A Support Services 65,640 2.68 Lockheed Martin Corp Aerospace & Defense 58,924 2.41 Danaher Corp General Industrials 55,386 2.26
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Consumer Goods
Name Subsector MCap USD mn Wgt% Procter & Gamble Household Goods & Home Construction 215,439 10.02 Coca-Cola Beverages 168,457 7.83 Pepsico Beverages 147,487 6.86 Philip Morris Intern Tobacco 136,185 6.33 Altria Group Tobacco 114,473 5.32 Nike Inc Cl B Personal Goods 84,757 3.94 Mondelez Internation Food Producers 72,938 3.39 Colgate-Palmolive Personal Goods 60,262 2.80 Ford Motor Company Automobiles & Parts 55,014 2.56 General Motors Automobiles & Parts 54,661 2.54
Health Care
Name Subsector MCap USD mn Wgt% Johnson & Johnson Pharmaceuticals & Biotechnology 284,847 10.10 Pfizer Pharmaceuticals & Biotechnology 198,770 7.05 Merck & Co Pharmaceuticals & Biotechnology 149,228 5.29 Gilead Sciences Pharmaceuticals & Biotechnology 148,709 5.27 Amgen Corp Pharmaceuticals & Biotechnology 123,423 4.38 Allergan Pharmaceuticals & Biotechnology 122,639 4.35 Bristol Myers Squibb Pharmaceuticals & Biotechnology 114,671 4.07 Unitedhealth Group Health Care Equipment & Services 111,982 3.97 Medtronic plc Health Care Equipment & Services 109,616 3.89 AbbVie Inc Pharmaceuticals & Biotechnology 98,059 3.48
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Consumer Services
Name Subsector MCap USD mn Wgt% Amazon.Com General Retailers 257,633 8.72 Disney (Walt) Co. Media 178,296 6.04 Home Depot General Retailers 171,790 5.82 Comcast A Media 141,306 4.78 McDonalds Corp Travel & Leisure 113,239 3.83 CVS Health Corporati Food & Drug Retailers 110,317 3.73 Wal-Mart Stores General Retailers 96,828 3.28 Starbucks Travel & Leisure 90,075 3.05 Walgreens Boots Alli Food & Drug Retailers 73,209 2.48 Lowes Cos Inc General Retailers 72,368 2.45
Telecommunications
Name Subsector MCap USD mn Wgt% AT&T Fixed Line Telecommunications 209,466 44.84 Verizon Comms. Fixed Line Telecommunications 188,508 40.35 Level 3 Comms. Fixed Line Telecommunications 15,723 3.37 CenturyLink Fixed Line Telecommunications 14,184 3.04 SBA Communications Mobile Telecommunications 13,602 2.91 T-Mobile US Inc. Mobile Telecommunications 10,739 2.30 Frontier Communicati Fixed Line Telecommunications 5,456 1.17 Zayo Group Holdings Fixed Line Telecommunications 3,817 0.82 Sprint Corporation Mobile Telecommunications 2,689 0.58 Telephone & Data Sys Mobile Telecommunications 2,434 0.52
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Utilities
Name Subsector MCap USD mn Wgt% Duke Energy Corp Gas Water & Multiutilities 49,369 8.07 NextEra Energy Inc Electricity 46,140 7.54 Southern Co Electricity 42,498 6.94 Dominion Resources Electricity 40,143 6.56 Amer. Elec Power Co Electricity 28,549 4.67 Exelon Corporation Electricity 25,536 4.17 PG & E Corp. Electricity 25,530 4.17 Sempra Energy Gas Water & Multiutilities 23,275 3.80 PPL Corporation Electricity 22,802 3.73 Public Svc Entp Grp Electricity 19,572 3.20
Financials
Name Subsector MCap USD mn Wgt% Wells Fargo & Co. Banks 253,255 6.58 Berkshire Hathaway B Nonlife Insurance 245,575 6.38 JPMorgan Chase & Co Banks 245,043 6.37 Bank of America Banks 176,750 4.59 Citigroup Banks 157,017 4.08 Visa Financial Services 151,799 3.94 MasterCard Cl A Financial Services 97,327 2.53 Goldman Sachs Group Financial Services 77,862 2.02 American Intl Group Nonlife Insurance 76,658 1.99 US Bancorp Banks 71,481 1.86
bmkCentre7
Technology
Name Subsector MCap USD mn Wgt% Apple Inc. Technology Hardware & Equipment 606,406 17.89 Microsoft Corp Software & Computer Services 448,810 13.24 Facebook Class A Software & Computer Services 226,487 6.68 Alphabet Class A Software & Computer Services 224,273 6.62 Alphabet Class C Software & Computer Services 223,232 6.59 Intel Corp Technology Hardware & Equipment 163,431 4.82 Cisco Systems Technology Hardware & Equipment 138,107 4.08 IBM Software & Computer Services 124,964 3.69 Oracle Corp. Software & Computer Services 115,743 3.42 Qualcomm Technology Hardware & Equipment 75,132 2.22
December 2015 Russell U.S. Index Series
FTSE Russell 1–17
Russell 1000®
Index 1–17
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Oil & Gas Producers 2.22
-4.2
1.8
2.9
1.5
-33.6
Sep 15
2032380
APC 2.53
0.12
Anadarko Petroleum
48.58
508
24,676
-18.9
-19.6
-41.1
7,794
396
-
4.3
1.0
6.1
3.3
29.2
Sep 15
BFD2WR8
AR 0.16
0.01
Antero Resources
21.80
70
1,520
5.8
3.0
-46.3
3,964
81
2.25
-0.8
1.7
1.9
1.2
-97.9
Sep 15
2043962
APA 1.72
0.08
Apache Corp.
44.47
377
16,769
-9.6
13.6
-29.0
4,626
207
0.45
-32.5
3.4
5.7
3.7
-10.0
Sep 15
2162340
COG 0.75
0.04
Cabot Oil & Gas
17.69
414
7,317
-6.1
-19.1
-40.3
8,846
147
1.29
-0.4
0.4
0.4
0.2
-35.7
Sep 15
BRJ3H52
CRC 0.08
0.00
California Resources
2.33
314
733
-43.2
-10.4
-57.7
8,350
21
-
-10.5
-13.8
-74.6
32.9
-
Sep 15
2654364
LNG 0.90
0.04
Cheniere Energy
37.25
237
8,812
-21.7
-22.9
-47.1
4,056
164
7.78
-0.3
2.5
0.6
0.2
-ve
Sep 15
2182779
CHK 0.27
0.01
Chesapeake Energy
4.50
587
2,640
-14.6
-38.6
-77.0
24,563
109
4.76
19.7
1.1
5.3
0.9
5.6
Sep 15
2838555
CVX 17.33
0.83
Chevron
89.96
1,880
169,168
-1.5
14.0
-19.8
11,897
1,071
0.72
-4.9
2.4
5.1
3.5
-43.4
Sep 15
2987521
XEC 0.87
0.04
Cimarex Energy Co
89.38
95
8,453
-24.9
-12.8
-15.7
1,581
155
0.00
-5.3
1.2
-15.0
-
-19.5
Sep 15
B4XH005
CIE 0.20
0.01
Cobalt International
5.40
367
1,980
-26.7
-23.7
-39.3
4,788
31
0.00
61.6
2.0
7.0
4.5
3.4
Sep 15
B1YWRK7
CXO 1.23
0.06
Concho Resources
92.86
129
11,992
-15.1
-5.5
-6.9
2,004
196
6.34
-56.4
1.3
3.3
1.1
-2.0
Sep 15
2685717
COP 5.90
0.28
ConocoPhillips
46.69
1,233
57,566
-13.6
-2.6
-32.4
10,067
492
0.00
-85.1
1.8
2.4
2.0
-2.1
Sep 15
B1XGWS3
CLR 0.20
0.01
Continental Resource
22.98
86
1,970
-36.7
-20.7
-40.1
6,960
182
5.08
20.1
3.2
7.9
0.4
15.6
Sep 15
B23PS12
CVI 0.06
0.00
CVR Energy
39.35
16
615
-17.6
-4.1
1.7
344
14
0.00
-0.2
0.3
0.6
0.3
-83.8
Sep 15
2418474
DNR 0.07
0.00
Denbury Rsc De
2.02
357
721
-45.4
-17.2
-75.2
13,163
32
3.00
-1.3
1.1
2.1
0.7
-61.3
Sep 15
2480677
DVN 1.35
0.06
Devon Energy
32.00
411
13,155
-30.4
-13.7
-47.7
7,679
260
-
-16.7
2.2
11.9
8.9
-14.3
Sep 15
B7Y8YR3
FANG 0.46
0.02
Diamondback Energy
66.90
67
4,452
-14.3
3.6
11.9
1,242
89
0.20
-11.2
0.9
2.8
2.4
-8.5
Sep 15
2012672
EGN 0.33
0.02
Energen Corp
40.99
79
3,229
-30.9
-17.8
-35.7
1,071
52
0.95
-10.2
2.9
4.7
2.2
-24.5
Sep 15
2318024
EOG 3.98
0.19
EOG Resources
70.79
549
38,859
-15.2
-2.8
-23.1
4,687
354
0.00
1.8
0.3
0.5
0.4
15.3
Sep 15
BJ04CK8
EPE 0.02
0.00
EP Energy
4.38
34
149
-22.6
-15.0
-58.0
2,412
10
0.23
38.6
1.5
5.5
3.4
4.3
Sep 15
2319414
EQT 0.81
0.04
EQT Corporation
52.13
152
7,942
-8.9
-19.5
-31.1
2,278
117
3.75
16.3
1.9
6.5
0.9
11.4
Sep 15
2326618
XOM 33.39
1.60
Exxon Mobil Corp
77.95
4,181
325,917
-4.5
4.8
-15.7
16,730
1,302
0.00
-9.4
0.9
6.9
4.0
-11.2
Sep 15
2398684
GPOR 0.27
0.01
Gulfport Energy
24.57
108
2,657
-3.3
-17.2
-41.1
2,428
55
2.06
-11.2
0.7
2.8
1.3
-5.3
Sep 15
2023748
HES 1.25
0.06
Hess Corp.
48.48
252
12,223
-17.8
-3.2
-34.3
3,598
186
3.31
13.0
1.3
8.1
0.4
9.7
Sep 15
B5VX1H6
HFC 0.75
0.04
HollyFrontier
39.89
183
7,296
-17.0
-18.3
6.4
2,568
112
-
59.6
1.6
4.1
2.3
2.7
Sep 15
B53HHH8
KOS 0.08
0.00
Kosmos Energy
5.20
158
820
-22.5
-6.8
-38.0
2,283
13
0.00
-1.6
1.6
3.5
2.2
-85.5
Sep 15
B7DX5X2
LPI 0.10
0.00
Laredo Petroleum
7.99
123
984
-26.6
-15.3
-22.8
3,345
29
1.59
-17.6
0.4
1.6
0.8
-7.6
Sep 15
2910970
MRO 0.87
0.04
Marathon Oil Corp
12.59
675
8,498
-28.1
-18.2
-55.5
12,968
184
2.47
8.0
2.3
7.3
0.3
29.9
Sep 15
B3K3L40
MPC 2.89
0.14
Marathon Petroleum
51.84
543
28,163
-11.2
11.9
14.9
5,583
293
0.00
13.5
4.1
6.9
3.7
39.2
Sep 15
BMSKRF9
MRD 0.15
0.01
Memorial Resource De
16.15
89
1,435
-0.9
-8.1
-10.4
1,636
24
6.24
-3.0
0.6
1.2
0.7
-17.1
Sep 15
2611206
MUR 0.41
0.02
Murphy Oil Corp
22.45
178
3,995
-21.4
-7.2
-55.6
3,728
87
-
-2.3
2.6
4.0
2.3
-83.8
Sep 15
2635079
NFX 0.54
0.03
Newfield Expl
32.56
163
5,301
-14.9
-1.0
20.1
3,452
118
2.19
-ve
1.1
4.6
2.8
-0.1
Sep 15
2640761
NBL 1.45
0.07
Noble Energy
32.93
429
14,131
-10.2
9.1
-30.6
4,417
146
4.44
-8.5
1.7
5.0
2.7
-18.6
Sep 15
2655408
OXY 5.32
0.25
Occidental Petroleum
67.61
768
51,933
-10.6
2.2
-16.1
5,542
384
3.26
-ve
2.5
4.3
0.2
-0.8
Sep 15
B7F4TJ7
PBF 0.36
0.02
PBF Energy
36.81
97
3,559
-9.1
30.4
38.2
1,848
68
2.74
9.3
1.9
9.6
0.3
21.0
Sep 15
B78C4Y8
PSX 4.54
0.22
Phillips 66
81.80
542
44,305
-10.6
6.5
14.1
3,246
275
0.06
24.2
2.1
7.8
4.3
9.6
Sep 15
2690830
PXD 1.92
0.09
Pioneer Natural Res
125.38
149
18,719
-13.4
3.1
-15.8
2,774
370
0.60
4.3
0.6
2.5
0.7
-15.5
Sep 15
B60X657
QEP 0.24
0.01
QEP Resources
13.40
177
2,367
-15.2
6.9
-33.7
3,783
49
0.65
-36.8
1.3
4.2
2.0
-3.6
Sep 15
2523334
RRC 0.43
0.02
Range Resources
24.61
169
4,161
-13.9
-23.4
-54.0
6,476
155
0.00
15.9
0.9
7.2
3.8
7.1
Sep 15
BJ2SP10
RICE 0.08
0.00
Rice Energy Inc
10.90
73
795
-19.1
-32.5
-48.0
3,667
36
0.51
6.0
0.6
0.9
0.5
10.8
Sep 15
2764188
SM 0.14
0.01
SM Energy
19.66
67
1,326
-33.1
-38.6
-49.0
2,520
56
-
-1.3
0.6
1.2
0.7
-49.0
Sep 15
2828619
SWN 0.28
0.01
Southwestern Energy
7.11
385
2,734
-21.1
-44.0
-73.9
21,960
144
13.45
26.4
1.0
1.8
0.2
6.9
Sep 15
B55PZY3
TRGP 0.16
0.01
Targa Resources Corp
27.06
56
1,516
-31.1
-47.5
-74.5
2,213
63
1.90
7.8
2.4
8.2
0.3
33.3
Sep 15
2884569
TSO 1.36
0.06
Tesoro
105.37
126
13,259
-8.5
8.4
41.7
1,913
204
2.83
7.0
1.6
5.7
0.3
23.1
Sep 15
2041364
VLO 3.49
0.17
Valero Energy
70.71
482
34,047
-1.6
17.7
42.8
5,765
406
-
-0.8
0.4
1.0
0.6
-54.4
Sep 15
2168003
WLL 0.20
0.01
Whiting Petroleum
9.44
204
1,927
-42.8
-38.2
-71.4
13,218
147
0.00
60.8
0.3
1.0
0.5
2.2
Sep 15
B40PCD9
WPX 0.14
0.01
WPX Energy
5.74
235
1,347
-33.1
-13.3
-50.6
9,161
58
3.92
20.6
1.6
6.0
0.9
7.7
976,135
-9.19
1.93
-21.07
Oil Equipment Services & Distribution
1.47
-73.1
1.1
6.2
0.8
-1.5
Sep 15
2072085
BHI 7.05
0.10
Baker Hughes Inc
46.15
435
20,060
-14.6
-11.3
-17.7
5,171
250
-
19.2
2.7
10.9
1.2
4.4
Sep 15
2222233
CAM 4.25
0.06
Cameron Internationa
63.20
191
12,097
-7.5
3.1
26.5
2,001
130
1.25
29.2
3.0
15.9
5.8
7.9
Sep 15
BZ03VL1
CPGX 2.81
0.04
Columbia Pipeline Gr
20.00
400
7,997
4.3
9.3
-
5,091
98
2.37
41.7
0.7
3.1
1.0
1.6
Sep 15
2261021
DO 0.48
0.01
Diamond Offshore Dlg
21.10
64
1,355
-6.8
22.0
-42.5
2,384
51
-
11.2
1.7
9.1
2.4
15.8
Sep 15
2116767
DRQ 0.81
0.01
Dril-Quip
59.23
39
2,307
-6.1
1.7
-22.8
410
25
3.90
-1.5
0.4
2.0
0.9
-20.5
Sep 15
B4VLR19
ESV 1.27
0.02
Ensco CL A
15.39
234
3,606
-10.1
9.3
-48.6
6,010
93
0.00
13.1
2.6
6.7
0.8
19.6
Sep 15
2763561
FTI 2.35
0.03
FMC Technologies Inc
29.01
231
6,699
-14.7
-6.4
-38.1
3,077
94
3.59
24.4
2.1
6.6
2.2
8.8
Sep 15
BCRY5H0
FI 0.20
0.00
Franks International
16.69
35
577
-1.2
8.9
0.4
402
6
11.40
-10.1
0.8
-45.4
19.4
-8.3
Sep 15
2367963
GLNG 0.50
0.01
Golar LNG Ltd.
15.79
90
1,420
-42.3
-43.4
-56.7
2,688
48
2.12
+ve
1.9
5.9
0.9
1.7
Sep 15
2405302
HAL 10.18
0.14
Halliburton
34.04
851
28,964
-14.6
-3.7
-13.5
13,476
491
5.14
13.7
1.2
4.7
1.8
8.6
Sep 15
2420101
HP 1.81
0.03
Helmerich & Payne
53.55
96
5,163
-8.1
13.3
-20.6
2,210
118
13.67
31.1
0.9
7.2
2.1
4.5
Sep 15
B3NQ4P8
KMI 9.36
0.13
Kinder Morgan
14.92
1,786
26,641
-36.7
-46.1
-64.7
66,574
1,112
2.82
-2.5
0.6
2.2
0.4
-20.4
Sep 15
2963372
NBR 0.99
0.01
Nabors Industries
8.51
330
2,811
-15.8
-9.9
-34.4
7,445
67
5.49
9.3
0.7
3.7
0.6
6.8
Sep 15
2624486
NOV 4.56
0.06
Natl Oilwell Varco
33.49
388
12,990
-10.3
-11.0
-48.9
5,872
204
5.69
52.2
0.4
1.5
0.8
0.9
Sep 15
BFG3KF2
NE 0.90
0.01
Noble Corporation
10.55
242
2,553
-20.5
-3.3
-36.3
6,949
83
0.00
-7.1
1.0
9.7
0.4
-13.1
Sep 15
BMH0MV1
DNOW 0.60
0.01
NOW Inc.
15.82
107
1,696
-13.9
6.9
-38.5
1,271
21
2.88
12.1
2.3
5.0
1.0
17.0
Sep 15
2655583
OII 1.30
0.02
Oceaneering Intl
37.52
99
3,705
-14.2
-4.5
-36.2
1,078
42
Russell U.S. Index Series December 2015
1–18 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Oil Equipment Services & Distribution 4.18
17.4
1.6
6.4
2.1
9.1
Sep 15
2657802
OGE 1.84
0.03
OGE Energy
26.29
200
5,247
0.7
-3.9
-25.9
1,522
39
2.65
-12.3
0.8
2.4
0.7
-6.5
Sep 15
2672537
PTEN 0.78
0.01
Patterson-UTI Energy
15.08
147
2,214
-7.0
14.8
-9.1
4,177
63
2.36
-5.9
0.5
3.5
1.2
-7.3
Sep 15
B840261
RDC 0.74
0.01
Rowan Companies plc
16.95
125
2,115
-16.6
5.0
-27.3
2,849
52
1.26
+ve
2.6
5.1
1.1
1.6
Sep 15
2719456
RES 0.24
0.00
RPC
11.95
57
687
-9.8
35.0
-8.4
1,771
22
2.87
26.1
2.3
7.5
1.8
8.6
Sep 15
2779201
SLB 31.12
0.43
Schlumberger
69.75
1,270
88,563
-9.6
1.1
-18.3
8,337
597
+ve
1.5
0.2
1.1
0.3
10.8
Jun 15
B0HWHV8
SDRL 0.45
0.01
SeaDrill Ltd.
3.39
374
1,267
-44.2
-42.5
-71.6
9,121
41
6.18
20.6
2.2
6.4
2.7
9.6
Sep 15
B1L60G9
SE 5.65
0.08
Spectra Energy
23.94
671
16,072
-8.6
-8.9
-34.0
8,765
205
2.38
-1.3
0.8
2.3
0.4
-46.1
Sep 15
2806109
SPN 0.71
0.01
Superior Energy Serv
13.47
150
2,027
-14.0
6.7
-33.2
2,615
37
-
-5.2
1.1
3.8
0.4
-18.5
Sep 15
BLNN369
WFT 2.28
0.03
Weatherford Intl
8.39
775
6,500
-22.4
-1.1
-26.7
11,554
105
9.96
41.9
2.6
8.2
2.5
5.7
Sep 15
2967181
WMB 6.76
0.09
Williams Cos
25.70
749
19,248
-29.7
-30.3
-42.8
14,568
383
3.93
30.7
1.9
7.1
1.6
6.3
284,578
-16.11
-11.68
-33.32
Alternative Energy
-
11.6
1.2
9.6
2.0
11.3
Sep 15
B1HMF22
FSLR 75.23
0.02
First Solar Inc
65.99
76
4,985
16.8
54.4
48.0
2,751
168
-
54.4
2.7
14.2
1.4
5.2
Sep 15
B59DK93
SPWR 24.77
0.01
SunPower Corporation
30.01
55
1,641
25.3
49.8
16.2
2,550
67
-
13.4
1.4
10.2
1.8
10.7
6,626
18.77
53.19
38.41
Chemicals
2.49
21.8
3.8
12.6
2.8
17.5
Sep 15
2011602
APD 7.44
0.14
Air Products & Chem.
130.11
215
27,943
-5.0
2.0
-9.8
1,572
209
1.74
27.1
5.2
13.4
1.9
18.7
Sep 15
2011561
ARG 2.50
0.05
Airgas Inc
138.32
68
9,399
0.1
54.8
20.1
1,305
179
2.07
44.3
2.0
14.5
2.6
6.2
Sep 15
2046853
ALB 1.67
0.03
Albemarle
56.01
112
6,284
4.6
27.0
-6.9
1,144
60
1.52
22.5
2.3
5.9
1.3
5.8
Sep 15
B0BVFJ5
ASH 1.73
0.03
Ashland Inc
102.70
63
6,493
-8.8
2.1
-14.2
575
61
2.36
19.8
5.4
10.5
0.9
24.3
Oct 15
2066408
AVY 1.52
0.03
Avery Dennison Corp
62.66
91
5,703
-5.0
10.8
20.8
718
46
0.00
+ve
6.1
16.1
1.4
4.8
Sep 15
BSFWCF5
AXTA 0.72
0.01
Axalta Coating Syste
26.65
101
2,688
-8.2
5.2
2.4
1,612
44
2.15
-7.7
2.1
7.0
0.9
-21.2
Sep 15
2162500
CBT 0.69
0.01
Cabot Corp
40.88
63
2,595
-6.1
29.5
-6.8
417
17
1.78
19.1
3.6
10.4
1.5
18.3
Sep 15
B05MZT4
CE 2.75
0.05
Celanese
67.33
153
10,318
-4.8
13.8
12.3
664
45
2.94
10.4
2.3
7.8
2.0
21.2
Sep 15
B0G4K50
CF 2.56
0.05
CF Industries Holdin
40.81
235
9,604
-11.6
-9.1
-25.1
2,431
104
10.82
12.9
11.3
1.6
0.2
3.7
Sep 15
BZ0CTP8
CC 0.26
0.00
Chemours Company
5.36
181
970
-14.2
-17.2
-
2,377
13
3.57
12.3
2.9
9.3
1.0
19.4
Sep 15
2278719
DOW 15.34
0.28
Dow Chemical
51.48
1,119
57,594
-1.2
21.4
12.9
14,832
785
2.28
20.2
5.4
11.7
1.7
20.6
Sep 15
2018175
DD 16.06
0.30
Du Pont De Nemours
66.60
905
60,289
-1.1
38.2
-5.2
7,219
496
2.73
13.6
2.6
6.8
1.1
19.0
Sep 15
2298386
EMN 2.67
0.05
Eastman Chemical
67.51
149
10,036
-7.1
4.3
-11.0
1,112
77
1.22
30.2
5.0
17.0
2.4
15.6
Sep 15
2304227
ECL 8.05
0.15
Ecolab
114.38
264
30,198
-4.0
4.2
9.4
1,085
126
1.69
6.8
2.5
9.8
1.3
3.9
Sep 15
2328603
FMC 1.39
0.03
FMC Corp
39.13
134
5,225
-8.9
15.4
-31.4
1,262
50
-
50.5
27.8
-4.7
2.2
36.4
Sep 15
2232685
GRA 1.93
0.04
Grace (WR)
99.59
73
7,247
1.4
7.0
4.4
468
45
4.40
54.7
1.7
3.3
0.2
2.9
Sep 15
B0650B9
HUN 0.62
0.01
Huntsman
11.37
205
2,330
-9.2
17.3
-50.1
4,554
50
1.87
22.5
6.1
17.7
3.1
26.5
Sep 15
2464165
IFF 2.58
0.05
Intl Flavours & Frag
119.64
81
9,677
-0.3
15.9
18.0
430
51
3.59
9.1
5.5
7.9
1.0
55.1
Sep 15
B3SPXZ3
LYB 8.47
0.16
LyondellBasell Indus
86.90
366
31,774
-9.3
4.2
9.5
3,491
312
3.99
7.7
1.0
4.7
1.0
11.7
Sep 15
B3NPHP6
MOS 2.56
0.05
Mosaic Company
27.59
348
9,613
-12.8
-11.3
-39.6
5,592
166
1.68
19.3
12.1
15.7
2.0
54.4
Sep 15
B01CGF1
NEU 0.86
0.02
NewMarket
380.73
9
3,237
-7.8
6.6
-5.7
48
18
0.00
-13.9
1.3
29.3
3.2
-9.1
Sep 15
BJ62YZ5
PAH 0.45
0.01
PLATFORM SPECIALTY P
12.83
132
1,694
2.1
1.4
-44.7
4,689
57
1.46
22.8
5.2
15.7
1.7
21.0
Sep 15
2698470
PPG 7.16
0.13
PPG Industries
98.82
272
26,864
-6.5
12.7
-14.5
1,241
125
2.79
20.7
6.9
9.7
2.4
26.4
Sep 15
2699291
PX 7.87
0.14
Praxair
102.40
288
29,523
-9.2
0.5
-21.0
1,563
166
2.50
23.5
4.5
13.7
1.3
18.5
Nov 15
2756174
RPM 1.56
0.03
RPM Inc
44.06
133
5,870
-6.2
5.2
-13.1
689
31
1.34
9.9
2.2
7.3
1.6
23.7
Sep 15
B01ZP20
WLK 0.58
0.01
Westlake Chemical
54.32
40
2,186
-9.5
4.7
-11.1
534
30
2.67
15.8
4.1
10.7
1.4
21.8
375,354
-4.82
11.51
-5.18
Forestry & Paper
4.33
17.4
0.9
4.8
0.5
5.5
Sep 15
B1T84Z4
UFS 12.92
0.01
Domtar Corp
36.95
64
2,354
-10.1
3.4
-8.1
503
19
4.67
17.5
3.6
4.8
0.7
16.2
Sep 15
2465254
IP 87.08
0.08
International Paper
37.70
421
15,868
-9.9
-0.2
-29.6
3,277
127
4.66
17.5
3.4
4.8
0.7
15.5
18,222
-9.90
0.21
-27.69
Industrial Metals & Mining
1.22
23.9
1.0
4.5
0.5
4.3
Sep 15
2021805
AA 27.23
0.06
Alcoa
9.87
1,310
12,926
5.4
2.2
-37.5
26,775
249
2.84
-9.5
0.5
5.6
0.3
-5.0
Sep 15
2526117
ATI 2.59
0.01
Allegheny Tech
11.25
109
1,229
-11.2
-20.7
-67.6
2,882
34
0.00
-0.7
0.7
1.2
0.4
-67.7
Sep 15
2352118
FCX 16.20
0.04
Freeport-McMorRan
6.77
1,136
7,692
-17.2
-30.1
-70.8
47,875
334
3.72
20.3
1.7
7.3
0.6
8.1
Oct 15
2651086
NUE 27.09
0.06
Nucor Corp
40.30
319
12,861
-2.8
7.3
-17.8
2,480
100
2.76
12.4
1.1
7.2
0.4
8.3
Sep 15
2729068
RS 9.06
0.02
Reliance Steel & Alu
57.91
74
4,302
-1.5
7.2
-5.5
458
26
0.61
20.0
3.7
13.8
3.5
18.0
Sep 15
2823777
SCCO 6.28
0.01
Southern Copper Corp
26.12
114
2,981
1.5
-2.2
-7.4
1,552
40
3.08
55.1
1.4
7.0
0.5
2.6
Sep 15
2849472
STLD 9.10
0.02
Steel Dynamics
17.87
242
4,321
2.8
4.0
-9.5
2,974
51
2.51
-4.9
0.4
0.8
0.1
-6.6
Sep 15
2824770
X 2.45
0.01
United States Steel
7.98
146
1,163
-1.1
-23.4
-70.2
10,522
86
1.96
-7.5
1.2
4.1
0.6
-14.8
47,474
-2.82
-4.91
-42.16
Mining
3.51
14.1
4.1
10.5
2.0
29.1
Sep 15
2202763
CMP 14.39
0.01
Compass Minerals Int
75.27
34
2,534
-10.5
-4.0
-13.3
265
21
0.51
-5.4
0.4
2.3
0.5
-6.6
Sep 15
2413758
CNX 10.26
0.01
Consol Energy
7.90
229
1,808
0.3
-19.4
-76.6
11,105
83
0.56
19.8
0.8
4.5
1.3
4.4
Sep 15
2636607
NEM 54.04
0.05
Newmont Mining
17.99
529
9,518
-2.3
11.9
-4.8
7,021
131
2.41
-ve
1.0
14.7
8.6
-0.5
Sep 15
2755706
RGLD 13.42
0.01
Royal Gold
36.47
65
2,364
1.4
-22.4
-41.8
783
29
2.77
43.1
1.1
13.8
5.6
3.4
Sep 15
B4WHL92
TAHO 7.89
0.01
Tahoe Resources Inc.
8.67
160
1,390
-1.6
12.0
-37.5
894
8
0.88
24.3
0.9
4.8
1.4
3.6
17,613
-2.79
-0.31
-37.95
Construction & Materials
0.22
42.4
7.0
36.8
3.7
18.0
Nov 15
2818461
AYI 7.35
0.05
Acuity Brands Inc
233.80
43
10,154
1.3
33.2
66.9
409
95
-
-29.2
1.3
7.8
0.3
-4.3
Sep 15
B1VZ431
ACM 3.27
0.02
AECOM
30.03
150
4,516
-5.7
9.2
-1.1
947
29
December 2015 Russell U.S. Index Series
FTSE Russell 1–19
Russell 1000®
Index 1–19
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Construction & Materials -
24.9
3.2
10.0
1.0
12.0
Sep 15
B1FT462
AWI 1.30
0.01
Armstrong World Indu
45.73
39
1,791
-8.0
-4.2
-10.5
472
22
0.72
-13.8
2.0
5.0
0.4
-13.6
Sep 15
2200530
CBI 2.76
0.02
Chicago Bridge & Iro
38.99
98
3,819
-8.8
-1.7
-7.1
1,291
51
0.66
18.2
2.8
11.2
2.8
16.7
Sep 15
2191399
EXP 2.20
0.01
Eagle Materials Com
60.43
50
3,036
-12.5
-11.7
-20.5
620
39
1.78
9.9
2.2
6.4
0.3
20.8
Sep 15
2696838
FLR 5.01
0.03
Fluor Corporation
47.22
147
6,921
-2.8
11.5
-22.1
1,608
75
1.01
32.3
3.7
22.0
2.2
11.3
Sep 15
B3MC7D6
FBHS 6.40
0.04
Fortune Brands Home
55.50
159
8,848
1.0
16.9
22.6
1,212
67
0.00
17.1
1.2
9.5
0.4
6.9
Oct 15
2469052
JEC 3.81
0.03
Jacobs Engineering G
41.95
126
5,268
-5.0
12.1
-6.1
1,015
44
1.89
-2.3
2.5
-ve
0.4
-65.3
Sep 15
B1HHB18
KBR 1.77
0.01
KBR
16.92
144
2,441
-13.0
1.6
-0.2
1,218
22
1.15
25.6
57.9
19.6
1.7
74.3
Sep 15
2442053
LII 3.66
0.02
Lennox Intl Inc
124.90
40
5,053
-8.1
10.2
31.4
403
53
1.17
33.7
2.1
23.4
3.1
6.2
Sep 15
2572079
MLM 6.67
0.05
Martin Merietta Mate
136.58
67
9,217
-13.2
-10.1
23.8
690
101
1.34
25.5
-59.9
14.3
1.1
77.1
Sep 15
2570200
MAS 7.14
0.05
Masco Corp
28.30
349
9,865
-5.4
12.4
27.7
3,302
96
4.09
-6.0
1.5
4.9
0.8
-5.1
Sep 15
2547323
MDU 2.58
0.02
MDU Resources
18.32
195
3,568
5.2
6.5
-22.0
1,808
31
1.45
21.6
1.5
9.7
1.0
6.7
Sep 15
B1FW7Q2
OC 4.02
0.03
Owens Corning
47.03
118
5,549
0.4
12.2
31.3
1,127
53
-
8.1
1.0
4.5
0.4
5.1
Sep 15
2150204
PWR 2.26
0.02
Quanta Services
20.25
154
3,123
-8.2
-16.4
-28.7
3,385
70
1.03
24.6
24.8
20.2
2.2
84.6
Sep 15
2804211
SHW 15.21
0.10
Sherwin-Williams
259.60
81
21,021
-6.0
16.5
-1.3
585
156
0.99
43.3
7.8
37.7
4.7
18.3
Sep 15
2816023
AOS 4.12
0.03
Smith (AO)
76.61
74
5,687
-3.9
17.5
35.8
565
44
0.00
46.4
1.4
20.6
0.8
2.7
Sep 15
BZ0P3W2
BLD 0.86
0.01
TopBuild
30.77
39
1,192
1.0
-0.6
-
474
14
-
27.9
6.8
14.8
0.9
19.7
Sep 15
2910602
USG 1.61
0.01
USG Corp
24.29
92
2,225
0.9
-8.8
-13.2
1,824
43
1.41
22.2
2.4
9.0
0.8
9.5
Sep 15
2926825
VMI 1.81
0.01
Valmont Inds
106.02
24
2,497
-9.6
11.7
-16.5
213
23
1.59
16.5
7.7
14.6
1.5
42.8
Oct 15
2926739
VAL 4.88
0.03
Valspar Cp
82.95
81
6,740
-1.8
15.4
-4.1
585
49
0.42
74.0
2.9
35.6
4.2
4.1
Sep 15
2931205
VMC 9.12
0.06
Vulcan Materials
94.97
133
12,599
-7.5
6.5
44.5
1,027
100
2.39
25.8
4.3
16.9
1.0
17.1
Sep 15
2943039
WSO 2.21
0.01
Watsco Inc
117.13
26
3,049
-7.9
-1.1
9.5
184
22
0.97
31.6
4.8
17.1
1.4
14.9
138,180
-5.21
8.57
7.49
Aerospace & Defense
1.79
26.8
50.5
7.9
1.7
11.2
Sep 15
2089427
BEAV 0.95
0.02
B/E Aerospace
42.37
106
4,498
-8.3
-3.5
-27.0
1,370
59
2.52
17.3
14.4
12.1
1.1
52.8
Sep 15
2108601
BA 21.19
0.49
Boeing
144.59
692
99,986
-0.6
10.4
11.2
3,603
522
0.76
+ve
10.7
10.5
1.2
6.7
Sep 15
BZ0W624
BWXT 0.72
0.02
BWX Technologies
31.77
107
3,399
4.3
20.5
46.5
670
21
1.57
16.1
2.4
13.9
2.6
15.0
Sep 15
2344717
FLIR 0.83
0.02
Flir Systems
28.07
140
3,933
-8.1
0.3
-13.1
859
25
2.01
15.0
4.0
13.7
1.4
24.7
Oct 15
2365161
GD 8.49
0.20
General Dynamics Cp
137.36
292
40,048
-6.2
-0.4
-0.2
1,457
205
0.86
18.6
3.7
13.4
2.4
20.3
Sep 15
2416779
HXL 0.95
0.02
Hexcel
46.45
96
4,476
-1.4
3.5
12.0
444
21
1.58
14.7
4.0
9.9
0.9
25.8
Sep 15
B40SSC9
HII 1.31
0.03
Huntington Ingalls I
126.85
49
6,169
-3.1
18.4
12.8
247
32
2.18
72.6
2.0
8.2
0.8
2.5
Sep 15
2247366
LLL 2.09
0.05
L-3 Comms Hldgs
119.51
82
9,843
-2.4
14.3
-5.3
581
70
3.04
18.7
23.7
14.0
1.5
96.8
Sep 15
2522096
LMT 12.49
0.29
Lockheed Martin Corp
217.15
271
58,924
-0.9
4.7
12.8
1,314
286
1.69
16.9
6.0
12.6
1.4
26.1
Sep 15
2648806
NOC 7.30
0.17
Northrop Grumman Cp
188.81
182
34,436
1.3
13.8
28.1
1,168
219
1.16
26.1
3.0
14.4
1.7
4.2
Mar 15
BVGC686
OA 1.15
0.03
Orbital ATK
89.34
61
5,406
4.0
24.3
68.9
348
31
0.05
24.1
2.8
13.4
3.2
11.6
Sep 15
2699514
PCP 6.80
0.16
Precision Castparts
232.01
138
32,071
0.2
1.0
-3.7
894
207
2.15
18.1
3.7
13.7
1.7
19.0
Sep 15
2758051
RTN 8.05
0.19
Raytheon
124.53
305
37,999
0.4
14.0
15.1
1,753
221
1.43
17.8
6.5
12.5
2.3
36.9
Sep 15
2767228
COL 2.59
0.06
Rockwell Collins
92.30
132
12,208
-0.4
12.8
9.3
581
53
-
15.6
3.8
9.1
1.2
27.0
Oct 15
B1HMMS7
SPR 1.50
0.03
Spirit AeroSystems H
50.07
142
7,091
-4.5
3.6
16.3
913
45
0.19
16.8
2.4
10.1
0.8
14.8
Oct 15
2885937
TXT 2.47
0.06
Textron
42.01
278
11,664
-1.5
11.6
-0.2
1,368
57
-
27.6
-11.8
22.4
4.5
-
Sep 15
B11FJK3
TDG 2.58
0.06
TransDigm
228.45
53
12,172
-2.6
7.6
16.3
365
83
0.40
11.7
0.9
4.5
0.5
7.3
Sep 15
2893071
TGI 0.42
0.01
Triumph Group
39.75
49
1,959
-0.7
-5.5
-40.9
896
33
2.66
14.7
2.8
10.0
1.3
18.2
Sep 15
2915500
UTX 18.13
0.42
United Technologies
96.07
890
85,522
0.0
8.0
-16.5
5,776
547
2.41
16.8
5.4
11.9
1.3
28.1
471,805
-1.02
7.99
3.61
General Industrials
2.72
18.6
7.6
13.8
2.9
35.1
Sep 15
2595708
MMM 14.98
0.47
3M Company
150.64
634
95,557
-3.8
6.3
-8.3
2,785
424
1.65
23.0
3.9
12.6
1.8
15.4
Sep 15
2045247
ATR 0.71
0.02
Aptargroup
72.65
63
4,548
-2.5
10.1
8.7
200
15
0.71
33.0
9.6
11.8
1.2
26.8
Sep 15
2073022
BLL 1.57
0.05
Ball Corp
72.73
138
10,026
4.8
16.9
6.7
1,387
98
2.51
17.8
3.4
10.3
1.0
17.1
Sep 15
2090173
BMS 0.68
0.02
Bemis Company
44.69
97
4,355
-5.2
12.9
-1.2
620
28
1.35
19.9
2.4
16.6
1.8
12.8
Sep 15
2176318
CSL 0.90
0.03
Carlisle Cos Inc
88.69
65
5,772
0.3
1.5
-1.7
423
38
-
20.6
50.0
9.9
0.8
+ve
Sep 15
2427986
CCK 1.11
0.03
Crown Holdings
50.70
139
7,059
-2.3
10.8
-0.4
552
28
0.58
19.1
2.7
17.3
3.2
10.7
Oct 15
2250870
DHR 8.68
0.27
Danaher Corp
92.88
596
55,386
-3.6
9.0
8.4
2,832
266
4.23
12.0
1.6
11.0
1.1
12.7
Sep 15
B8KQN82
ETN 3.81
0.12
Eaton Corp PLC
52.04
467
24,308
-10.5
1.4
-23.4
3,948
208
2.95
-40.0
2.6
9.5
2.0
-0.7
Sep 15
2380498
GE 45.93
1.43
General Electric
31.15
9,405
292,952
4.0
23.5
23.3
51,862
1,579
1.56
19.7
3.8
7.4
1.0
19.5
Sep 15
B2Q8249
GPK 0.66
0.02
Graphic Packaging Ho
12.83
329
4,220
-6.1
0.3
-5.8
2,777
36
2.30
17.6
4.5
16.7
2.0
24.7
Sep 15
2020459
HON 12.69
0.40
Honeywell Intl Inc
103.57
782
80,961
-0.4
9.4
3.7
3,304
338
1.30
9.3
2.4
11.9
1.2
23.2
Sep 15
B6Y9SW2
ITT 0.51
0.02
ITT
36.32
89
3,240
-8.5
8.6
-10.2
653
24
-
-39.0
3.7
3.0
0.4
-5.5
Sep 15
2662862
OI 0.44
0.01
Owens-Illinois
17.42
161
2,809
-9.7
-15.9
-35.5
1,847
33
3.49
14.5
3.8
7.4
1.1
27.0
Sep 15
2504566
PKG 0.97
0.03
Packaging Corp of Am
63.05
98
6,173
-7.3
4.8
-19.2
790
51
2.60
14.2
2.7
9.6
1.0
16.2
Sep 15
2671501
PH 2.11
0.07
Parker-Hannifin
96.98
139
13,449
-7.3
-0.3
-24.8
1,212
119
1.17
31.8
19.9
-29.6
1.1
31.3
Sep 15
2232793
SEE 1.38
0.04
Sealed Air
44.60
197
8,805
-1.7
-4.9
5.1
1,828
80
1.19
19.1
5.1
8.4
0.8
24.0
Sep 15
2809324
SLGN 0.34
0.01
Silgan Hldg Inc
53.72
41
2,182
-1.1
3.2
0.2
302
16
3.43
16.6
2.8
8.7
0.8
15.7
Sep 15
2821395
SON 0.65
0.02
Sonoco Products
40.87
101
4,124
-6.7
8.3
-6.5
595
25
1.64
23.4
1.0
8.8
1.0
6.4
Sep 15
BYR0914
WRK 1.87
0.06
WestRock Company
45.62
261
11,919
-9.9
-11.3
-
1,926
88
2.81
-ve
2.8
10.2
2.0
2.0
637,845
-0.30
13.47
6.22
Electronic & Electrical Equipment
1.10
34.6
3.3
8.5
3.4
9.3
Oct 15
2520153
A 8.44
0.07
Agilent Technologies
41.81
333
13,923
0.0
21.8
2.1
2,717
111
0.61
53.6
+ve
23.4
3.0
-
Sep 15
BFRT3W7
ALLE 3.82
0.03
Allegion PLC
65.92
96
6,307
-1.9
14.3
18.9
595
39
Russell U.S. Index Series December 2015
1–20 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Electronic & Electrical Equipment 0.67
21.0
3.8
16.8
3.2
17.9
Sep 15
2089212
AME 7.84
0.06
Ametek Inc
53.59
242
12,943
-5.1
2.4
1.8
1,514
82
1.07
21.4
5.1
18.1
3.0
24.7
Sep 15
2145084
APH 9.78
0.08
Amphenol Corp A
52.23
309
16,135
-5.1
2.5
-2.9
977
52
-
11.2
1.2
6.8
0.2
10.8
Sep 15
2051404
ARW 3.14
0.03
Arrow Electronics
54.18
96
5,184
-4.2
-2.0
-6.4
462
26
1.59
9.8
1.2
6.4
0.2
12.2
Oct 15
2066505
AVT 3.53
0.03
Avnet
42.84
136
5,819
-5.5
0.4
-0.4
902
40
0.83
14.7
3.5
20.5
5.9
15.1
Oct 15
2208288
CGNX 1.78
0.01
Cognex Corp
33.77
87
2,942
-9.0
-1.7
-18.3
457
16
3.97
11.6
3.9
10.2
1.4
29.8
Sep 15
2313405
EMR 19.37
0.16
Emerson Electric
47.83
668
31,965
-4.3
8.3
-22.5
5,157
243
2.49
22.4
3.4
15.0
2.0
14.9
Sep 15
BDFG6S3
HUBB 3.54
0.03
Hubbell
101.04
58
5,846
1.8
18.9
-5.4
285
28
-
19.7
3.9
17.1
6.1
21.1
Sep 15
2698782
IPGP 1.87
0.02
IPG Photonics
89.16
35
3,080
-2.2
17.4
19.0
303
27
1.37
12.8
1.9
4.9
0.2
15.2
Nov 15
2471789
JBL 2.73
0.02
Jabil Circuit
23.29
194
4,513
-9.0
4.1
6.7
2,828
69
0.00
9.3
3.7
9.4
1.7
49.5
Oct 15
BQZJ0Q9
KEYS 2.90
0.02
Keysight Technologie
28.33
169
4,788
-8.0
-8.1
-16.1
759
22
-
26.5
15.8
21.9
3.7
48.9
Sep 15
2126249
MTD 5.75
0.05
Mettler-Toledo
339.13
28
9,485
-1.1
19.1
12.1
161
54
2.65
34.4
3.5
16.8
2.9
9.9
Sep 15
2645078
NATI 1.95
0.02
National Instruments
28.69
112
3,226
-8.6
3.2
-7.7
235
7
0.52
34.3
2.9
17.3
2.7
8.5
Oct 15
2305844
PKI 3.67
0.03
Perkinelmer Inc
53.57
113
6,064
0.8
16.6
22.5
662
34
1.57
57.1
1.3
7.8
0.8
2.2
Oct 15
2730082
RBC 1.59
0.01
Regal Beloit
58.52
45
2,622
-9.2
3.7
-22.2
228
14
0.53
28.2
3.7
20.9
5.4
13.8
Sep 15
2749602
ROP 11.56
0.09
Roper Technologies
189.79
101
19,078
-1.9
21.1
21.4
394
74
-
35.1
2.4
11.8
2.2
6.7
Oct 15
2903958
TRMB 3.37
0.03
Trimble Navigation
21.45
259
5,565
-6.3
30.6
-19.2
1,523
34
-
7.8
1.0
5.1
0.2
12.9
Sep 15
2416973
WCC 1.17
0.01
WESCO International
43.68
44
1,931
-9.1
-6.0
-42.7
720
31
-
-19.8
3.9
35.1
2.2
-18.3
Oct 15
2989356
ZBRA 2.18
0.02
Zebra Technologies
69.65
52
3,603
-13.2
-9.0
-10.0
704
50
2.12
16.5
3.7
12.2
1.6
21.5
165,018
-4.04
9.39
-5.72
Industrial Engineering
1.06
13.8
1.3
5.9
0.4
8.4
Sep 15
2010278
AGCO 1.36
0.02
AGCO Corp
45.39
76
3,443
-9.7
-2.7
0.4
1,183
56
2.32
20.1
3.6
7.8
2.1
17.1
Sep 15
B4PZ892
ALSN 1.84
0.02
Allison Transmission
25.89
180
4,652
-7.4
-3.0
-23.6
1,182
31
0.00
-47.1
1.4
10.3
0.6
-
-
BZ0W7V0
BW 0.44
0.01
Babcock & Wilcox Ent
20.87
53
1,116
9.0
24.2
-
422
8
4.53
13.4
2.5
5.3
0.7
17.0
Sep 15
2180201
CAT 16.26
0.20
Caterpillar
67.96
604
41,024
-6.5
4.0
-25.8
6,373
432
-
14.2
0.9
6.0
0.6
6.3
Sep 15
B2RB4W9
CFX 0.93
0.01
Colfax
23.35
100
2,345
-13.7
-21.9
-54.7
1,351
33
2.76
12.6
2.5
11.5
0.9
18.6
Sep 15
2231897
CR 0.91
0.01
Crane Co
47.84
48
2,302
-8.0
2.6
-18.5
332
16
4.43
9.3
2.0
8.3
0.8
21.7
Sep 15
2240202
CMI 6.32
0.08
Cummins
88.01
181
15,957
-12.3
-18.9
-39.0
3,488
316
3.15
12.9
3.7
7.2
0.9
24.5
Oct 15
2261203
DE 10.09
0.12
Deere & Co
76.27
334
25,464
-4.1
3.1
-13.8
3,255
254
2.37
19.9
5.2
12.5
1.6
23.4
Oct 15
2276467
DCI 1.55
0.02
Donaldson Co Inc
28.66
137
3,913
-8.7
2.1
-25.8
859
25
2.74
10.8
2.7
8.7
1.2
17.0
Sep 15
2278407
DOV 3.90
0.05
Dover Corp
61.31
160
9,833
-7.0
7.2
-14.5
1,674
105
1.71
15.5
3.3
7.9
1.1
19.7
Sep 15
2288406
FLS 2.24
0.03
Flowserve Cp
42.08
134
5,658
-9.0
2.3
-29.7
1,038
44
3.57
8.8
1.4
3.8
1.2
15.8
Sep 15
2362128
GMT 0.74
0.01
GATX Corp
42.55
44
1,868
-8.1
-3.6
-26.1
370
16
1.67
11.8
6.3
14.8
3.3
53.2
Sep 15
2380443
GGG 1.68
0.02
Graco Inc
72.07
59
4,229
-4.5
7.5
-10.1
287
21
1.67
21.2
4.1
15.8
2.7
18.3
Sep 15
2456612
IEX 2.37
0.03
IDEX Corp
76.61
78
5,971
-2.8
7.4
-1.6
339
26
2.37
17.7
6.6
19.0
2.3
29.7
Sep 15
2457552
ITW 10.99
0.14
Illinois Tool Wks
92.68
299
27,732
-1.4
12.6
-2.1
1,574
146
2.10
22.3
2.6
14.3
1.4
11.5
Sep 15
B633030
IR 5.80
0.07
Ingersoll-Rand
55.29
265
14,636
-5.8
8.9
-12.8
2,001
111
0.32
-1.1
0.9
4.6
0.4
-55.3
Oct 15
2781905
JOY 0.49
0.01
Joy Global Inc
12.61
97
1,228
-17.9
-15.5
-72.9
5,688
72
4.17
-3.6
1.2
5.5
0.6
-26.0
Sep 15
2488121
KMT 0.60
0.01
Kennametal Inc
19.20
79
1,522
-34.4
-22.9
-46.4
1,986
41
2.47
24.4
3.7
10.1
1.3
12.9
Sep 15
2516851
LECO 1.55
0.02
Lincoln Electric Hld
51.89
76
3,922
-8.1
-1.0
-24.9
444
24
0.52
39.3
2.7
8.1
0.5
6.4
Sep 15
2562047
MTW 0.83
0.01
Manitowoc Co
15.35
136
2,090
-9.2
2.3
-30.5
2,469
37
1.50
18.5
5.9
13.2
2.3
27.0
Oct 15
2641838
NDSN 1.55
0.02
Nordson Cp
64.15
61
3,902
-11.6
1.9
-17.7
417
28
1.95
13.3
1.6
8.1
0.5
11.8
Sep 15
2663520
OSK 1.21
0.01
Oshkosh
39.04
78
3,053
-11.0
7.5
-19.8
751
30
4.98
10.1
2.3
7.5
0.9
22.8
Sep 15
2665861
PCAR 6.66
0.08
Paccar
47.40
355
16,817
-6.0
-6.4
-28.2
2,736
132
2.58
17.9
2.0
9.5
1.3
10.9
Sep 15
BLS09M3
PNR 3.53
0.04
Pentair plc
49.53
180
8,898
-12.6
-3.0
-25.4
1,578
82
2.83
16.8
6.2
12.7
2.2
33.6
Sep 15
2754060
ROK 5.47
0.07
Rockwell Automation
102.61
135
13,809
-3.6
1.1
-7.7
1,002
104
16.08
-3.5
1.1
2.2
0.1
-8.7
Sep 15
2787185
SPXC 0.15
0.00
SPX Corp
9.33
41
383
-15.5
-21.7
-56.9
721
7
0.00
13.0
0.9
4.6
0.4
5.9
Sep 15
BYMN2T7
FLOW 0.45
0.01
SPX FLOW
27.91
41
1,145
-16.9
-18.9
-
423
12
1.30
9.6
1.1
3.9
0.3
10.1
Sep 15
2884224
TEX 0.77
0.01
Terex Corp
18.48
105
1,942
-9.8
3.0
-33.7
1,106
22
3.64
+ve
1.8
6.5
0.8
0.4
Sep 15
2892807
TKR 0.88
0.01
Timken Co
28.59
78
2,221
-11.3
4.0
-33.0
685
20
1.64
19.9
8.7
15.0
1.7
46.3
Oct 15
2897040
TTC 1.61
0.02
Toro Co
73.07
56
4,068
-5.2
3.6
14.5
325
25
1.83
5.2
1.1
4.1
0.6
22.4
Sep 15
2904627
TRN 1.47
0.02
Trinity Inds
24.02
155
3,722
-11.5
6.0
-14.2
1,776
44
0.45
17.7
3.5
16.0
2.3
20.6
Sep 15
2955733
WAB 2.72
0.03
Wabtec
71.12
97
6,871
-11.2
-19.2
-18.1
1,083
79
1.54
20.3
3.2
15.4
1.7
15.2
Sep 15
B3P2CN8
XYL 2.62
0.03
Xylem Inc.
36.50
181
6,620
-2.2
11.1
-4.1
962
35
3.47
14.1
3.0
7.8
1.0
19.8
252,356
-6.93
0.49
-20.04
Industrial Transportation
0.60
14.1
1.2
4.8
3.2
8.6
Sep 15
B3XS562
AL 1.19
0.02
Air Lease
33.48
103
3,434
-0.4
8.3
-2.4
846
28
2.77
18.0
7.9
15.8
0.7
46.1
Sep 15
2116228
CHRW 3.12
0.04
C.H. Robinson Ww
62.02
146
9,045
-8.0
-8.5
-17.2
2,320
145
2.77
12.7
2.2
7.5
2.0
17.5
Sep 15
2160753
CSX 8.85
0.13
CSX Corp
25.95
988
25,638
-8.7
-3.5
-28.4
9,122
238
1.60
19.0
4.6
18.1
1.3
23.6
Sep 15
2325507
EXPD 2.98
0.04
Expeditors Intl Wash
45.10
191
8,626
-7.1
-4.1
1.1
1,978
92
0.67
35.0
2.8
7.3
0.9
7.9
Nov 15
2142784
FDX 14.59
0.21
Fedex Corporation
148.99
284
42,277
-6.0
3.5
-14.2
2,391
359
-
14.2
1.3
6.5
2.0
9.6
Sep 15
2374060
GWR 1.05
0.01
Genesee & Wyoming A
53.69
57
3,043
-22.5
-9.1
-40.3
1,002
55
1.15
20.0
6.7
10.8
1.4
34.9
Sep 15
2445416
JBHT 2.33
0.03
Hunt (JB) Transport
73.36
92
6,748
-6.2
2.7
-12.9
845
63
1.77
16.9
2.1
9.0
3.2
12.9
Sep 15
2607647
KSU 2.85
0.04
Kansas City Southern
74.67
111
8,254
-17.9
-17.8
-38.8
2,101
161
-
11.7
1.3
5.1
1.1
10.8
Sep 15
2493534
KEX 1.01
0.01
Kirby Corp
52.62
56
2,936
-18.5
-15.1
-34.8
798
44
0.55
17.2
5.3
14.0
0.8
30.4
Sep 15
2503994
LSTR 0.90
0.01
Landstar Sys
58.65
44
2,605
-6.0
-7.6
-17.9
472
27
6.23
-47.8
1.9
23.1
4.3
-4.1
Sep 15
B1Z4VB1
MIC 1.73
0.02
Macquarie Infrastruc
72.60
69
5,017
-3.2
-2.8
2.1
917
64
2.79
15.0
2.1
8.2
2.2
13.8
Sep 15
2641894
NSC 8.90
0.13
Norfolk Sthn Corp
84.59
305
25,787
-11.0
10.7
-22.8
2,195
196
December 2015 Russell U.S. Index Series
FTSE Russell 1–21
Russell 1000®
Index 1–21
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Industrial Transportation -
16.7
3.1
11.5
1.8
19.7
Sep 15
2656423
ODFL 1.42
0.02
Old Dominion Freight
59.07
70
4,123
-7.3
-3.2
-23.9
747
45
2.89
12.7
1.6
2.2
0.5
12.3
Sep 15
2760669
R 1.05
0.01
Ryder System
56.83
53
3,030
-13.8
-23.2
-38.8
978
57
22.29
23.6
0.8
1.6
0.4
3.0
Sep 15
2933795
TK 0.16
0.00
Teekay
9.87
47
460
-64.5
-66.7
-80.6
4,024
43
2.81
13.1
3.2
8.7
2.8
24.1
Sep 15
2914734
UNP 23.63
0.34
Union Pacific Corp
78.20
876
68,471
-6.8
-11.5
-34.4
6,654
520
3.03
22.5
46.2
16.4
1.5
+ve
Sep 15
2517382
UPS 23.30
0.33
United Parcel Serv
96.23
702
67,510
-6.6
-2.5
-13.4
3,465
345
0.62
13.5
1.5
10.0
0.1
11.0
Sep 15
2469450
INT 0.96
0.01
World Fuel Services
38.46
72
2,776
-11.8
7.4
-18.0
395
16
2.56
17.6
4.4
10.1
1.6
25.4
289,781
-8.15
-4.36
-23.88
Support Services
2.11
24.7
12.7
19.2
2.3
53.4
Nov 15
B4BNMY3
ACN 13.32
0.32
Accenture Cl A
104.50
628
65,640
-2.5
6.4
17.0
2,514
266
2.55
19.1
1.9
3.5
1.6
9.8
Sep 15
B7XWRM2
ADT 1.15
0.03
ADT Corporation
32.98
171
5,649
-7.0
10.3
-9.0
1,674
57
-
35.6
8.7
11.7
3.2
31.3
Sep 15
2762030
ADS 3.48
0.08
Alliance Data System
276.57
62
17,161
-3.6
6.8
-3.3
329
91
2.50
26.2
8.4
19.0
3.6
27.1
Sep 15
2065308
ADP 8.07
0.19
Automatic Data Proc.
84.72
470
39,778
-1.8
5.4
1.6
1,572
134
1.69
21.3
17.0
16.3
0.9
99.1
Sep 15
B5367T7
BAH 0.64
0.02
Booz Allen Hamilton
30.85
102
3,138
1.3
17.7
16.3
886
27
2.23
22.1
6.9
15.9
2.4
30.4
Sep 15
B1VP7R6
BR 1.31
0.03
Broadridge Financial
53.73
120
6,441
-2.3
-2.9
16.3
774
42
1.15
15.4
5.1
16.5
2.2
19.9
Nov 15
2197137
CTAS 1.66
0.04
Cintas Corp
91.05
90
8,198
-0.6
6.2
16.1
543
49
-
33.8
2.1
5.9
0.7
5.8
Sep 15
2202473
CLH 0.50
0.01
Clean Harbors
41.65
59
2,443
-3.8
-5.3
-13.3
405
17
-
28.5
3.0
10.7
2.1
10.6
Sep 15
B5541Y2
CLGX 0.62
0.01
CoreLogic
33.86
90
3,055
-8.1
-9.1
7.2
436
16
-
-ve
4.4
53.4
11.6
-0.8
Sep 15
2262864
CSGP 1.36
0.03
CoStar Group
206.69
32
6,699
-1.2
19.4
12.6
147
30
6.46
-ve
3.3
6.2
1.2
-1.3
Sep 15
2255778
CVA 0.36
0.01
Covanta Holding
15.49
114
1,773
-4.1
-11.2
-29.6
1,677
26
7.07
30.7
4.7
4.0
0.3
12.9
Sep 15
2276605
RRD 0.62
0.02
Donnelley (Rr) & Son
14.72
209
3,071
-8.5
1.1
-12.4
1,395
21
2.74
22.7
6.6
20.3
3.2
28.4
Sep 15
2332262
FAST 2.43
0.06
Fastenal Co
40.82
294
11,999
0.6
11.5
-14.2
2,448
98
1.72
23.8
2.6
12.4
2.7
11.3
Sep 15
2769796
FIS 3.49
0.08
Fidelity Natl Infor
60.60
283
17,178
-4.8
-9.7
-2.6
2,361
148
0.00
-11.2
-2.7
2.8
0.3
-
Sep 15
BYX3ZN1
FDC 0.58
0.01
First Data Corp
16.02
180
2,882
-4.6
-
-
3,175
51
0.00
29.7
7.3
17.3
4.1
22.2
Sep 15
2342034
FISV 4.39
0.11
Fiserv Inc
91.46
237
21,657
-5.0
5.6
28.9
1,315
123
0.00
31.2
4.4
29.5
10.9
18.5
Sep 15
B4R28B3
FLT 2.66
0.06
Fleetcor Technologie
142.93
92
13,122
-7.0
3.9
-3.9
562
81
-
24.0
4.1
17.2
2.3
17.5
Sep 15
B23DBK6
G 0.81
0.02
Genpact
24.98
159
3,974
-0.9
5.8
32.0
887
22
0.06
29.0
10.7
14.8
3.0
34.5
Aug 15
2712013
GPN 1.74
0.04
Global Payments Inc
64.51
133
8,574
-8.9
12.5
59.8
2,473
167
2.31
16.6
5.4
11.3
1.3
26.6
Sep 15
2380863
GWW 2.58
0.06
Grainger (W W)
202.59
63
12,720
1.0
-5.8
-20.5
728
144
-
11.8
-47.5
13.9
0.7
-
Nov 15
BBL5981
HDS 1.04
0.03
HD Supply
30.03
170
5,119
-5.1
4.9
1.8
2,165
65
1.28
29.7
6.5
17.3
5.0
22.0
Sep 15
2469193
JKHY 1.30
0.03
Henry (Jack) & Assoc
78.06
82
6,383
-1.7
12.1
25.6
495
39
0.00
40.4
3.6
28.4
7.1
18.3
Sep 15
BVV9XH0
INOV 0.09
0.00
Inovalon Holdings
17.00
25
431
-8.4
-18.4
-
594
11
-
-ve
6.9
62.6
13.3
-4.1
Sep 15
B3ZVCQ8
LNKD 5.00
0.12
225.08
109
24,628
-7.4
18.4
-2.0
1,105
259
1.90
15.0
2.4
10.0
0.3
14.6
Sep 15
2562490
MAN 1.26
0.03
ManpowerGroup
84.29
74
6,205
-6.6
2.9
23.6
689
59
3.06
16.9
2.8
11.6
1.3
17.5
Nov 15
2567655
MSM 0.54
0.01
MSC Industrial A
56.27
48
2,679
-8.8
-7.8
-30.7
400
23
3.18
26.4
10.4
21.7
7.0
39.5
Nov 15
2674458
PAYX 3.48
0.08
Paychex
52.89
324
17,160
-2.5
11.0
14.6
2,314
123
0.00
38.2
3.3
17.4
5.4
14.0
Sep 15
BYW36M8
PYPL 8.92
0.22
PayPal Holdings
36.20
1,215
43,977
2.7
16.6
-
7,231
258
2.73
24.3
2.0
8.4
1.7
8.0
Sep 15
2262530
RSG 2.16
0.05
Republic Services
43.99
242
10,666
0.1
6.8
9.3
1,716
75
1.70
18.0
6.2
15.8
1.3
35.2
Sep 15
2110703
RHI 1.29
0.03
Robert Half Intl
47.14
135
6,367
-7.9
-7.9
-19.3
1,257
60
0.00
37.9
3.8
22.4
4.0
13.2
Sep 15
2860826
SRCL 2.08
0.05
Stericycle Inc
120.60
85
10,257
-0.1
-13.4
-8.0
981
116
0.80
25.8
4.9
16.8
3.8
20.3
Sep 15
2897697
TSS 1.67
0.04
Total System Service
49.80
165
8,229
-11.0
9.6
46.6
1,790
95
0.47
20.9
3.0
13.0
2.5
14.2
Sep 15
B5VW407
TW 1.81
0.04
Towers Watson & Co
128.46
69
8,905
2.9
17.9
22.2
517
68
0.00
-ve
4.1
28.5
3.9
-2.9
Sep 15
BYMWL86
TRU 0.18
0.00
TransUnion
27.57
33
896
7.8
9.8
-
330
9
2.57
24.2
3.3
11.0
1.3
12.0
Sep 15
BQRQXQ9
TYC 2.72
0.07
Tyco International
31.89
421
13,427
-9.7
-4.7
-27.3
3,101
101
-
11.0
4.5
3.5
1.2
36.8
Sep 15
2134781
URI 1.43
0.03
United Rentals
72.54
97
7,034
-7.8
20.8
-28.9
1,803
128
0.00
58.1
10.7
17.5
3.7
19.0
Sep 15
B6X55Y2
VNTV 1.38
0.03
Vantiv
47.42
143
6,798
-10.0
5.6
39.8
2,172
108
0.00
26.5
9.9
25.0
7.4
48.4
Sep 15
B4P9W92
VRSK 2.64
0.06
Verisk Analytics
76.88
169
12,998
2.6
4.0
20.0
1,157
88
1.03
-79.7
3.6
12.8
3.3
-4.2
Sep 15
2248240
WCN 1.42
0.03
Waste Connections
56.32
124
6,976
3.3
15.9
28.0
711
39
2.89
22.3
4.6
9.2
1.7
20.2
Sep 15
2937667
WM 4.96
0.12
Waste Mgmt Inc
53.37
458
24,434
-0.7
7.1
4.0
2,116
112
-
26.5
3.2
11.8
4.2
12.3
Sep 15
B8383P2
WEX 0.69
0.02
WEX
88.40
39
3,417
-6.2
1.8
-10.6
235
21
2.63
30.0
1.2
4.4
0.6
5.0
Sep 15
2985202
XRX 2.18
0.05
Xerox Corp
10.63
1,012
10,762
0.8
9.2
-23.3
9,371
97
1.53
28.3
5.9
16.4
2.7
23.3
492,898
-2.83
6.16
2.46
Automobiles & Parts
1.20
15.5
2.6
8.5
1.2
16.8
Sep 15
2111955
BWA 3.80
0.05
BorgWarner
43.23
226
9,781
1.3
3.9
-21.3
1,560
66
1.17
15.0
10.4
11.7
1.4
51.2
Sep 15
B783TY6
DLPH 9.61
0.12
Delphi Automotive PL
85.73
289
24,754
-2.4
12.7
17.9
1,750
149
4.26
11.7
2.0
4.4
0.4
17.8
Sep 15
2615468
F 21.36
0.27
Ford Motor Company
14.09
3,904
55,014
-1.7
3.8
-9.1
26,775
376
4.23
9.8
1.5
5.4
0.3
13.9
Sep 15
B665KZ5
GM 21.22
0.27
General Motors
34.01
1,607
54,661
-6.0
13.3
-2.6
10,987
384
2.12
15.5
2.8
12.2
3.4
19.0
Sep 15
2366799
GNTX 1.83
0.02
Gentex Corp
16.01
294
4,710
-4.3
3.3
-11.4
2,035
33
2.86
18.3
4.1
14.3
0.8
21.3
Sep 15
2367480
GPC 5.08
0.06
Genuine Parts
85.89
152
13,072
-5.2
3.6
-19.4
593
51
0.86
3.1
2.1
+ve
0.5
93.8
Sep 15
2378200
GT 3.42
0.04
Goodyear Tire & Rub
32.67
270
8,818
-6.3
11.4
14.4
2,743
91
2.73
11.1
3.4
7.3
1.4
26.8
Sep 15
2411053
HOG 3.38
0.04
Harley-Davidson
45.39
192
8,709
-7.2
-17.3
-31.1
2,224
103
2.94
16.6
2.5
15.6
0.7
13.5
Sep 15
2476803
JCI 10.04
0.13
Johnson Controls
39.49
655
25,859
-14.2
-4.5
-18.3
3,749
154
0.81
12.0
3.3
9.1
0.5
26.1
Sep 15
B570P91
LEA 3.71
0.05
Lear Corp
122.83
78
9,551
-2.4
12.9
25.2
580
72
-
22.1
3.0
17.2
1.3
14.3
Sep 15
2971029
LKQ 3.50
0.04
LKQ
29.63
304
9,013
0.5
4.5
5.4
1,371
39
-
-46.1
23.7
+ve
9.7
-59.5
Sep 15
B616C79
TSLA 9.09
0.11
Tesla Motors
240.01
98
23,406
4.2
-3.4
7.9
2,718
627
0.00
2.2
1.7
11.2
0.6
7.3
Sep 15
B4N0JJ6
VC 1.80
0.02
Visteon Corp.
114.50
40
4,629
-4.5
13.1
7.1
454
53
-
24.3
7.6
13.8
2.1
26.9
Sep 15
B23CNQ3
WBC 2.17
0.03
WABCO Holdings
102.26
55
5,581
-4.9
-2.5
-2.4
583
58
3.36
12.4
2.2
6.3
0.5
16.2
257,558
-4.16
4.44
-6.59
Russell U.S. Index Series December 2015
1–22 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Beverages 1.37
29.4
14.3
26.2
6.5
39.3
Oct 15
2146838
- 2.77
0.06
Brown-Forman B
99.28
117
11,598
-3.2
2.5
13.0
682
70
1.24
34.9
17.0
31.1
7.8
39.3
Oct 15
2146816
- 0.72
0.01
Brown-Forman Class A
110.11
27
3,011
-3.0
2.9
25.5
16
2
3.07
27.1
7.2
16.9
4.1
23.1
Oct 15
2206657
KO 40.26
0.83
Coca-Cola
42.96
3,921
168,457
0.8
7.1
1.8
13,162
566
2.27
20.4
11.2
10.6
1.4
40.3
Oct 15
B42BPG9
CCE 2.74
0.06
Coca-Cola Enterp.
49.24
233
11,472
-2.1
1.8
11.4
2,439
121
0.65
27.1
4.3
22.8
4.6
16.9
Nov 15
2170473
STZ 5.57
0.11
Constellation Brands
142.44
164
23,301
1.6
13.8
45.1
1,129
159
2.06
24.1
8.0
17.9
2.9
32.0
Sep 15
B2QW0Z8
DPS 4.27
0.09
Dr Pepper Snapple Gr
93.20
192
17,869
3.8
17.9
30.0
1,259
116
1.75
37.9
2.2
12.6
3.8
5.3
Sep 15
B067BM3
TAP 3.10
0.06
Molson Coors CL B
93.92
138
12,951
2.1
13.1
26.0
1,411
132
-
57.0
6.5
59.0
12.3
17.7
Sep 15
BZ07BW4
MNST 5.33
0.11
Monster Beverage
148.96
150
22,286
-3.7
10.2
37.5
1,038
157
2.81
28.9
10.8
15.6
2.2
27.6
Sep 15
2681511
PEP 35.25
0.72
Pepsico
99.92
1,476
147,487
-0.2
6.0
5.7
4,281
427
2.89
28.0
8.1
16.5
3.0
24.4
418,432
0.16
7.47
8.71
Food Producers
3.05
11.9
1.2
8.1
0.3
9.6
Sep 15
2047317
ADM 5.66
0.11
Archer Daniels Mid.
36.68
620
22,755
0.5
-11.5
-29.5
5,062
180
0.00
36.3
-ve
30.0
3.7
-
-
BYQDR32
BUFF 0.18
0.00
Blue Buffalo Pet Pro
18.71
39
728
4.1
4.5
-
693
13
2.23
18.4
1.7
10.3
0.2
6.4
Sep 15
2788713
BG 2.44
0.05
Bunge
68.28
144
9,806
2.5
-6.8
-24.9
1,169
76
2.37
25.0
11.5
13.9
2.0
42.9
Nov 15
2162845
CPB 2.27
0.04
Campbell Soup
52.55
174
9,150
0.6
3.7
19.4
1,957
104
2.37
-10.4
5.3
11.8
1.1
-9.4
Nov 15
2215460
CAG 4.47
0.09
Conagra Foods
42.16
427
18,005
3.0
4.1
16.2
3,136
128
2.70
24.4
3.7
13.3
1.2
15.5
Oct 15
2744243
FLO 0.93
0.02
Flowers Foods Inc
21.49
174
3,740
-8.6
-13.1
12.0
1,724
38
3.05
23.1
7.2
14.8
1.9
28.4
Nov 15
2367026
GIS 8.54
0.17
General Mills
57.66
596
34,371
-0.2
2.7
8.1
3,571
208
0.00
23.0
2.3
18.7
1.5
10.6
Sep 15
2492337
HAIN 1.03
0.02
Hain Celestial
40.39
103
4,144
-5.4
-21.7
-30.7
1,876
76
0.00
13.9
-38.1
7.6
1.0
-
Sep 15
B0539H3
HLF 0.98
0.02
Herbalife
53.62
73
3,927
-7.1
-1.6
42.2
707
39
2.61
37.8
21.3
17.8
2.6
41.3
Oct 15
2422806
HSY 3.23
0.06
Hershey Company
89.27
146
13,005
3.4
-2.8
-14.1
1,204
106
1.26
30.4
5.2
24.2
2.3
18.0
Oct 15
2437264
HRL 2.63
0.05
Hormel Foods
79.08
134
10,582
5.6
24.9
51.8
1,446
113
1.88
19.2
3.3
10.6
1.2
16.7
Sep 15
B7K24P7
INGR 1.70
0.03
Ingredion
95.84
71
6,831
-2.8
9.8
13.0
386
37
2.17
38.7
2.0
18.8
2.6
6.2
Oct 15
2951452
SJM 3.67
0.07
J M Smucker
123.34
120
14,759
1.8
8.1
22.1
816
100
2.77
72.4
9.8
17.0
1.8
12.0
Oct 15
2486813
K 4.49
0.09
Kellogg
72.27
250
18,048
5.1
8.6
10.4
1,755
124
1.28
25.4
5.1
15.8
3.1
16.2
Sep 15
BKQVM44
GMCR 2.89
0.06
Keurig Green Mountai
89.98
129
11,628
71.7
72.6
-32.0
6,178
514
3.16
48.7
1.5
-
3.0
4.0
Sep 15
BYRY499
KHC 10.70
0.21
Kraft Heinz
72.76
592
43,070
-1.3
3.1
42.8
3,722
269
1.44
29.3
0.6
10.1
0.5
2.1
Sep 15
2513012
LUK 1.42
0.03
Leucadia National Co
17.39
329
5,714
-1.6
-14.2
-22.4
3,298
56
2.01
27.3
6.3
19.6
2.6
21.7
Aug 15
2550161
MKC 2.72
0.05
McCormick & Co
85.56
128
10,933
-0.4
4.1
15.2
661
57
2.09
22.8
44.3
18.3
3.5
+ve
Sep 15
B4W9F29
MJN 3.97
0.08
Mead Johnson Nutriti
78.95
203
15,992
-2.0
12.1
-21.5
1,598
126
1.52
8.4
2.4
22.7
2.1
28.0
Sep 15
B8CKK03
MDLZ 18.13
0.36
Mondelez Internation
44.84
1,627
72,938
2.7
7.1
23.4
8,467
373
2.19
23.8
12.2
12.4
2.9
32.7
Nov 15
2654320
MON 10.77
0.21
Monsanto Company
98.52
440
43,333
3.5
15.4
-17.5
3,461
334
0.00
7.5
4.5
5.7
0.7
45.9
Sep 15
B5L3PZ2
PPC 0.35
0.01
Piligrim's Pride Cor
22.09
64
1,411
2.6
6.3
-20.2
1,902
42
2.40
29.4
2.8
9.2
1.9
9.7
Sep 15
B94DGV0
PF 1.23
0.02
Pinnacle Foods
42.46
117
4,949
-2.5
1.4
20.3
686
29
1.13
16.4
2.1
9.1
0.5
13.1
Oct 15
2909730
TSN 3.91
0.08
Tyson Foods Inc A
53.33
295
15,719
6.7
23.7
33.0
5,112
268
-
44.4
5.7
22.0
2.0
13.6
Sep 15
B834PQ5
WWAV 1.69
0.03
WhiteWave Foods
38.91
175
6,814
-4.2
-3.1
11.2
2,024
78
2.27
16.5
2.5
21.5
1.7
20.3
402,351
2.48
5.95
3.33
Household Goods & Home Construction
1.58
27.2
5.4
21.1
3.4
19.7
Sep 15
2195841
CHD 2.87
0.05
Church & Dwight
84.88
131
11,109
-1.0
1.2
7.7
1,967
168
2.43
24.7
+ve
21.4
2.9
+ve
Sep 15
2204026
CLX 4.30
0.08
Clorox
126.83
131
16,637
2.0
9.8
21.7
1,081
138
1.00
15.6
2.0
12.8
1.1
13.6
Sep 15
2250687
DHI 2.72
0.05
D.R. Horton Inc
32.03
328
10,514
-0.9
9.1
26.7
3,519
113
2.55
-17.6
2.6
35.9
2.0
-13.5
Sep 15
BX8ZSB4
EPC 1.26
0.02
Edgewell Personal Ca
78.37
62
4,874
-2.6
-4.0
-17.8
453
35
1.47
-ve
-35.1
21.1
1.3
-1.2
Sep 15
BYZFPN5
ENR 0.55
0.01
Energizer Holdings
34.06
62
2,118
0.7
-12.0
-
769
26
0.00
55.0
3.5
20.6
1.5
7.4
Sep 15
2028323
JAH 3.12
0.06
Jarden
57.12
211
12,056
22.4
16.9
19.3
5,712
311
3.05
21.7
5.3
17.6
1.5
25.0
Sep 15
2510682
LEG 1.50
0.03
Leggett & Platt
42.02
138
5,790
-9.8
1.9
-1.4
891
39
0.33
12.6
1.9
12.8
1.1
16.0
Nov 15
2511920
LEN 2.20
0.04
Lennar Class A
48.91
174
8,505
-4.5
1.6
9.1
2,927
144
0.40
11.5
1.7
11.6
1.0
16.0
Nov 15
2578293
- 0.10
0.00
Lennar Corp. Cl B
40.18
10
390
-3.4
1.5
11.3
21
0.9
0.00
32.0
5.5
23.2
3.8
18.4
Oct 15
2590930
MIDD 1.60
0.03
Middleby
107.87
57
6,184
-2.0
2.5
8.8
443
48
0.00
24.5
2.9
15.0
1.8
12.2
Oct 15
2598699
MHK 3.02
0.06
Mohawk Industries
189.39
62
11,691
-0.7
4.2
21.9
571
109
1.72
30.4
6.6
15.2
2.1
20.4
Sep 15
2635701
NWL 3.06
0.06
Newell Rubbermaid
44.08
269
11,844
-1.3
11.0
15.7
5,508
246
0.00
18.5
5.2
17.6
1.4
29.1
Sep 15
2637785
NVR 1.73
0.03
NVR Inc
1,643.00
4
6,679
-2.3
7.7
28.8
24
41
3.34
28.2
3.5
15.4
2.8
13.6
Sep 15
2704407
PG 55.72
1.06
Procter & Gamble
79.41
2,713
215,439
6.1
10.4
-12.8
9,411
737
2.02
13.0
1.4
7.8
1.1
10.3
Sep 15
2708841
PHM 1.68
0.03
Pulte Group
17.82
365
6,497
-8.5
-5.6
-17.0
4,719
86
2.91
24.6
6.3
15.2
1.3
27.2
Sep 15
2781518
SMG 0.75
0.01
Scotts Miracle-Gro
64.51
45
2,909
-7.6
6.1
3.5
271
18
1.42
21.4
4.2
17.1
3.0
20.0
Oct 15
2818740
SNA 2.58
0.05
Snap-On Inc
171.43
58
9,959
-0.4
13.6
25.4
338
58
1.30
40.7
3.9
14.0
1.3
11.4
Sep 15
B3MYPN8
SPB. 0.67
0.01
Spectrum Brands Hold
101.80
25
2,573
7.5
11.2
6.4
230
22
2.06
20.9
2.8
11.3
1.4
13.8
Oct 15
B3Q2FJ4
SWK 4.24
0.08
Stanley Black & Deck
106.73
154
16,407
-2.2
10.1
11.1
1,327
143
-
33.2
14.6
20.0
1.5
55.6
Sep 15
2216991
TPX 1.11
0.02
Tempur Sealy Interna
70.46
61
4,300
-11.4
-1.4
28.3
585
44
-
16.1
1.4
12.2
1.4
9.0
Oct 15
2896092
TOL 1.51
0.03
Toll Brothers
33.30
176
5,848
-10.4
-2.7
-2.8
2,361
81
4.89
13.3
22.5
9.5
1.1
+ve
Sep 15
2872069
TUP 0.72
0.01
Tupperware Brands Co
55.65
50
2,774
-2.0
12.4
-11.7
495
28
2.45
16.9
2.4
8.8
0.6
13.6
Sep 15
2960384
WHR 2.99
0.06
Whirlpool Corp
146.87
79
11,550
-9.6
-0.3
-24.2
884
133
3.27
28.0
3.5
15.4
2.7
13.7
386,649
2.50
8.20
-4.70
Leisure Goods
0.59
26.1
3.5
22.5
6.4
14.4
Sep 15
2575818
ATVI 22.53
0.10
Activision Blizzard
38.71
505
19,532
2.8
25.3
92.1
6,241
240
1.19
18.7
3.6
15.1
1.2
18.2
Oct 15
2149309
BC 5.40
0.02
Brunswick Corp
50.51
93
4,682
-4.0
5.5
-1.5
937
47
0.00
25.6
6.8
17.4
4.8
28.9
Sep 15
2310194
EA 24.94
0.11
Electronic Arts
68.72
315
21,620
1.4
1.4
46.2
3,691
256
December 2015 Russell U.S. Index Series
FTSE Russell 1–23
Russell 1000®
Index 1–23
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Leisure Goods 0.00
+ve
13.2
83.0
13.9
+ve
Sep 15
BYY5DC1
FIT 1.44
0.01
Fitbit
29.59
42
1,245
3.0
-21.5
-
5,400
163
0.00
15.4
3.3
21.0
2.0
30.0
Sep 15
BMNQC35
GPRO 1.85
0.01
GoPro
18.01
89
1,607
-11.7
-42.3
-71.5
7,715
142
1.49
19.3
2.8
12.1
1.1
16.5
Sep 15
2411138
HAR 7.73
0.03
Harman International
94.21
71
6,703
-8.7
-1.9
-11.7
704
66
2.73
19.0
5.5
13.1
2.0
29.3
Sep 15
2414580
HAS 8.65
0.04
Hasbro
67.36
111
7,503
-7.8
-6.6
22.5
1,562
107
0.00
9.9
5.5
11.1
2.5
61.5
Sep 15
BKJ9QQ5
KING 1.66
0.01
King Digital Enterta
17.88
80
1,437
1.1
32.1
16.4
2,246
40
5.59
30.6
3.6
11.7
1.5
10.7
Sep 15
2572303
MAT 10.60
0.05
Mattel
27.17
338
9,193
9.3
29.0
-12.2
6,196
162
2.47
11.7
6.0
10.3
1.3
54.6
Sep 15
2692933
PII 6.59
0.03
Polaris Inds
85.95
66
5,712
-18.5
-28.3
-43.2
1,551
141
2.14
14.2
2.7
13.0
0.7
20.3
Oct 15
2889876
THO 2.95
0.01
Thor Industries
56.15
46
2,559
-3.1
8.4
0.5
522
30
0.00
39.9
1.7
12.9
1.4
5.4
Oct 15
BVGC697
- 3.28
0.01
Vista Outdoor
44.51
64
2,843
1.0
0.2
-
401
17
0.00
-18.5
1.1
-ve
3.1
-6.0
Sep 15
B79PX49
ZNGA 2.37
0.01
Zynga
2.68
768
2,059
3.9
17.5
0.8
9,431
25
0.90
24.4
4.3
17.6
3.4
18.7
86,696
-1.48
3.57
12.27
Personal Goods
5.93
-1.5
-2.2
2.6
0.2
-ve
Sep 15
2066721
AVP 0.57
0.01
Avon Products
4.05
435
1,762
17.4
24.6
-56.9
11,337
46
0.99
20.0
5.5
15.8
1.6
29.0
Oct 15
2980939
CRI 1.51
0.02
Carters
89.03
53
4,678
3.2
-1.8
2.0
617
55
4.12
23.9
3.7
11.8
2.2
15.5
Sep 15
2646015
COH 2.91
0.04
Coach Inc
32.73
276
9,043
3.0
13.1
-12.9
4,659
148
2.28
24.3
+ve
17.7
3.5
+ve
Sep 15
2209106
CL 19.41
0.30
Colgate-Palmolive
66.62
905
60,262
1.4
5.0
-3.7
3,154
209
0.98
23.0
9.1
14.4
1.8
44.6
Sep 15
BBBSMJ2
COTY 0.69
0.01
Coty
25.63
83
2,132
-7.7
-5.3
24.1
1,220
33
-
5.8
2.0
3.4
0.5
33.4
Oct 15
BBGT609
FOSL 0.50
0.01
Fossil Group
36.56
42
1,539
-5.0
-34.6
-67.0
1,311
49
1.36
28.9
9.2
21.8
2.2
29.4
Oct 15
B1BJSL9
HBI 3.81
0.06
Hanesbrands
29.43
402
11,821
-4.0
1.7
5.5
2,316
69
-
27.4
13.0
23.6
2.0
71.2
Oct 15
BJWG213
KATE 0.73
0.01
Kate Spade & Co
17.77
128
2,268
-11.3
-7.0
-44.5
2,442
45
2.77
77.6
+ve
14.8
2.3
25.3
Sep 15
2491839
KMB 14.93
0.23
Kimberly-Clark
127.30
364
46,350
6.8
16.7
10.2
1,777
219
1.36
27.8
9.3
20.4
3.0
32.2
Sep 15
2320524
EL 5.95
0.09
Lauder (Estee)
88.06
210
18,472
4.7
9.1
15.6
1,788
155
0.00
31.1
7.0
27.8
4.7
24.6
Aug 15
B23FN39
LULU 1.89
0.03
lululemon athletica
52.47
112
5,853
9.7
3.6
-6.0
4,174
204
0.00
8.6
3.9
7.1
1.7
41.4
Sep 15
B7341C6
KORS 2.38
0.04
Michael Kors Holding
40.06
184
7,373
-6.9
-5.2
-46.7
2,691
111
1.02
29.0
7.8
23.7
3.4
28.8
Nov 15
2640147
NKE 27.30
0.42
Nike Inc Cl B
62.50
1,356
84,757
-5.5
1.7
30.0
6,201
685
3.69
15.2
2.5
6.7
0.9
16.0
Sep 15
2616870
NUS 0.72
0.01
Nu Skin Enterpr A
37.89
59
2,221
8.7
-8.2
-13.3
839
31
0.20
12.4
1.3
6.4
0.7
10.7
Nov 15
B3V9F12
PVH 1.96
0.03
PVH Corp.
73.65
83
6,088
-19.3
-27.8
-42.5
1,658
131
1.79
16.7
2.5
8.8
1.2
14.4
Sep 15
B4V9661
RL 2.15
0.03
Ralph Lauren Corp
111.48
60
6,670
-10.2
-5.7
-39.8
980
114
0.00
22.4
3.9
20.3
2.1
19.2
Sep 15
2428042
SKX 1.19
0.02
Skechers USA Cl A
30.21
123
3,708
0.0
-32.4
64.0
2,865
88
-
89.7
12.5
54.0
6.2
15.4
Sep 15
B0PZN11
UA 4.64
0.07
Under Armour Class A
80.61
179
14,400
-6.5
-16.7
18.7
2,913
243
2.38
25.4
4.9
15.2
2.2
18.6
Sep 15
2928683
VFC 6.78
0.10
VF Corp
62.25
338
21,040
-3.8
-8.7
-16.9
2,519
159
1.66
30.0
12.0
19.4
3.1
35.7
310,437
-1.46
0.97
-1.58
Tobacco
3.88
21.9
39.5
23.5
6.4
+ve
Sep 15
2692632
MO 39.64
0.56
Altria Group
58.21
1,967
114,473
1.1
7.0
18.1
5,410
313
4.64
19.0
-10.1
15.9
4.6
-
Sep 15
B2PKRQ3
PM 47.16
0.67
Philip Morris Intern
87.91
1,549
136,185
0.6
10.8
7.9
4,304
379
3.12
21.1
3.6
39.5
7.8
26.6
Sep 15
2429090
RAI 13.20
0.19
Reynolds American
46.15
826
38,107
-0.2
4.2
43.6
4,643
212
4.24
20.2
-42.1
19.1
5.3
+ve
288,765
0.67
8.38
16.55
Health Care Equipment & Services
0.00
44.7
2.7
36.9
4.5
7.8
Sep 15
B65VZ37
ACHC 0.35
0.02
Acadia Healthcare
62.46
52
3,228
-9.5
-5.7
2.0
525
34
0.92
16.5
2.5
11.3
0.7
15.4
Sep 15
2695921
AET 4.14
0.18
Aetna
108.12
349
37,756
5.2
-1.2
21.7
2,943
313
-
8.7
2.4
14.6
1.3
-0.3
Sep 15
2823089
ALR 0.37
0.02
Alere
39.09
85
3,328
-5.3
-18.8
2.9
577
23
-
38.9
6.6
24.0
6.9
17.7
Sep 15
2679204
ALGN 0.58
0.03
Align Technology Inc
65.85
81
5,317
-1.3
16.0
17.8
375
25
1.79
12.7
1.6
10.9
0.5
12.2
Sep 15
BSPHGL4
ANTM 4.03
0.18
Anthem
139.44
263
36,728
6.9
-0.4
11.0
1,797
242
0.36
13.0
5.3
11.2
3.6
23.1
Sep 15
BZ0CYQ4
BXLT 2.33
0.10
Baxalta
39.03
544
21,242
13.5
23.9
-
3,753
140
1.21
12.0
2.6
5.7
1.2
15.8
Sep 15
2085102
BAX 2.28
0.10
Baxter Intl
38.15
544
20,763
1.3
16.1
-4.2
3,678
138
1.71
46.6
4.5
22.7
3.2
11.4
Sep 15
2087807
BDX 3.54
0.16
Becton Dickinson
154.09
209
32,264
2.6
16.2
10.7
1,073
165
-
39.9
1.7
16.7
1.9
4.5
Sep 15
2098508
BIO 0.31
0.01
Bio-Rad Labs A
138.66
21
2,865
-0.8
3.2
15.0
94
13
-
-62.4
3.9
80.5
3.3
-6.0
Sep 15
2113434
BSX 2.71
0.12
Boston Scientific Co
18.44
1,341
24,722
0.9
12.4
39.2
7,533
139
-
-8.7
1.3
12.1
0.9
-13.9
Sep 15
B0PZN33
BKD 0.37
0.02
Brookdale Senior Liv
18.46
184
3,399
-17.9
-19.6
-49.7
4,156
80
-
61.5
5.4
26.6
2.3
8.5
Sep 15
2616137
BRKR 0.30
0.01
Bruker
24.27
111
2,695
7.2
47.7
23.7
955
22
0.51
+ve
9.5
17.0
4.2
7.8
Sep 15
2077905
BCR 1.54
0.07
C R Bard Inc
189.44
74
14,065
1.4
1.7
13.7
454
85
0.00
22.3
3.8
6.4
0.5
19.0
Sep 15
2807061
CNC 0.86
0.04
Centene Corp
65.81
119
7,826
14.0
21.4
26.7
1,884
116
0.03
17.6
3.2
18.9
1.1
19.1
Sep 15
2196479
CI 4.13
0.18
Cigna Corp
146.33
257
37,661
8.4
8.4
42.2
1,376
194
0.00
9.2
0.7
1.7
0.2
9.8
Sep 15
2600248
CYH 0.34
0.02
Community Health Sys
26.53
118
3,131
-8.3
-38.0
-50.8
2,323
63
0.04
32.0
2.4
14.2
3.6
7.8
Oct 15
2222631
COO 0.71
0.03
Cooper Cos Inc
134.20
48
6,480
-8.2
-9.8
-17.2
778
105
-
30.4
2.9
7.7
1.1
9.7
Sep 15
2898087
DVA 1.35
0.06
Davita HealthCare Pa
69.71
176
12,298
-4.6
-3.6
-8.0
1,857
130
0.48
30.7
3.7
16.6
2.9
11.6
Sep 15
2364339
XRAY 0.93
0.04
Dentsply Intl
60.85
140
8,508
0.3
20.3
14.2
890
55
-
-ve
34.4
+ve
25.7
-37.5
Sep 15
B0796X4
DXCM 0.71
0.03
DexCom
81.90
79
6,494
-3.7
-4.6
48.8
542
45
0.00
36.5
7.0
17.6
7.3
20.8
Sep 15
2567116
EW 1.86
0.08
Edwards Lifesciences
78.98
215
16,990
-3.1
11.1
24.0
1,150
131
-
31.7
2.5
14.1
1.1
8.5
Sep 15
BCT5P15
EVHC 0.53
0.02
Envision Healthcare
25.97
186
4,821
-5.6
-29.4
-25.1
2,051
52
0.00
25.9
3.6
15.0
0.6
12.5
Sep 15
B7QQYV9
ESRX 6.48
0.29
Express Scripts Hold
87.41
676
59,066
2.3
8.0
3.2
3,656
316
0.00
13.3
-3.8
3.5
0.7
-
Sep 15
B4MGBG6
HCA 2.38
0.11
HCA Holdings
67.63
321
21,683
-0.6
-12.6
-7.8
3,464
233
0.00
34.4
3.0
17.6
0.4
8.6
Sep 15
2418623
HNT 0.58
0.03
Health Net Inc
68.46
77
5,281
8.2
13.7
27.9
844
55
0.00
27.2
4.5
17.7
1.3
16.7
Sep 15
2416962
HSIC 1.45
0.06
Henry Schein
158.19
84
13,228
1.1
19.2
16.2
415
65
1.33
65.3
2.7
15.9
1.6
4.9
Sep 15
2425924
HRC 0.30
0.01
Hill-Rom Holdings
48.06
57
2,723
-5.6
-7.6
5.3
547
27
-
82.6
5.2
15.8
4.0
6.3
Sep 15
2433530
HOLX 1.04
0.05
Hologic Inc
38.69
246
9,513
-4.1
-1.1
44.7
1,948
76
0.65
20.0
2.6
16.3
0.5
13.0
Sep 15
2445063
HUM 2.93
0.13
Humana
178.51
150
26,737
5.8
-0.3
24.3
842
147
Russell U.S. Index Series December 2015
1–24 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Health Care Equipment & Services 0.00
38.2
-ve
27.0
4.5
+ve
Sep 15
2459202
IDXX 0.75
0.03
Idexx Labs
72.92
94
6,825
3.0
-1.8
-1.6
465
33
-
37.1
4.9
31.1
9.5
15.2
Sep 15
2871301
ISRG 2.21
0.10
Intuitive Surgical
546.16
37
20,130
5.0
18.8
3.3
282
150
0.00
28.1
2.5
15.2
2.1
11.5
Sep 15
2586122
LH 1.36
0.06
Lab Corp of America
123.64
100
12,413
1.7
14.0
14.6
896
110
-
21.1
1.4
6.0
0.7
6.8
Sep 15
2413037
LPNT 0.36
0.02
LifePoint Health
73.40
44
3,252
2.5
3.5
2.1
320
23
-
20.2
2.9
17.0
2.7
13.7
Sep 15
2677640
MD 0.74
0.03
Mednax
71.66
94
6,702
0.4
-6.7
8.4
856
61
1.98
46.9
2.1
32.5
5.4
6.5
Oct 15
BTN1Y11
MDT 12.02
0.54
Medtronic plc
76.92
1,425
109,616
2.1
14.9
6.5
5,689
438
1.95
25.5
3.4
15.2
1.1
12.9
Oct 15
2672689
PDCO 0.43
0.02
Patterson Cos
45.21
86
3,893
-0.8
4.5
-6.0
752
34
2.14
14.4
2.2
8.1
1.4
16.0
Sep 15
2702791
DGX 1.12
0.05
Quest Diagnostics
71.14
144
10,218
4.1
15.7
6.1
1,056
73
2.24
21.5
5.2
16.8
4.5
22.5
Sep 15
2732903
RMD 0.83
0.04
Resmed Inc
53.69
141
7,566
-9.9
5.4
-4.2
1,172
65
-
32.7
4.5
21.0
5.2
14.3
Sep 15
B17MSX4
SIRO 0.67
0.03
Sirona Dental System
109.57
56
6,087
1.0
17.4
25.4
273
30
1.88
17.3
4.4
13.4
3.1
25.0
Oct 15
2767381
STJ 1.91
0.09
St Jude Medical
61.77
281
17,368
-2.1
-2.1
-5.0
1,631
101
1.64
29.8
4.1
18.5
3.6
13.8
Sep 15
2853688
SYK 3.44
0.15
Stryker
92.94
338
31,392
-3.6
-1.2
-1.5
1,462
137
1.03
28.1
2.8
18.4
3.0
10.1
Sep 15
2881407
TFX 0.60
0.03
Teleflex Inc
131.45
42
5,459
-0.2
5.8
14.5
187
25
-
+ve
3.7
1.3
0.2
2.5
Sep 15
B8DMK08
THC 0.33
0.01
Tenet Healthcare
30.30
99
3,006
-8.7
-17.9
-40.2
2,514
76
0.42
28.5
2.7
23.0
3.3
9.6
Sep 15
2886907
TMO 6.19
0.28
Thermo Fisher Scient
141.85
398
56,464
2.5
16.0
13.2
1,588
218
1.70
18.5
3.4
14.0
0.9
18.6
Sep 15
2917766
UNH 12.28
0.55
Unitedhealth Group
117.64
952
111,982
4.4
1.4
16.4
3,511
410
0.33
17.5
2.9
11.6
1.5
17.6
Sep 15
2923785
UHS 1.20
0.05
Universal Health B
119.49
92
10,972
-1.7
-4.3
7.4
608
72
0.00
19.4
4.7
14.9
2.6
24.7
Oct 15
2927516
VAR 0.88
0.04
Varian Medical
80.80
100
8,064
0.0
9.5
-6.6
676
54
0.00
24.9
2.9
15.6
0.8
12.4
Sep 15
BQWJQF3
VWR 0.09
0.00
VWR
28.31
29
830
6.1
10.2
9.4
439
12
0.00
23.4
5.6
18.8
5.5
24.6
Oct 15
2937689
WAT 1.22
0.05
Waters Corp
134.58
83
11,129
1.3
13.8
19.4
444
58
0.86
+ve
2.1
19.1
4.5
2.4
Sep 15
2783815
ZBH 1.92
0.09
Zimmer Biomet Holdin
102.59
170
17,482
1.6
9.2
-9.5
1,066
107
1.29
24.8
2.8
16.6
1.3
12.7
911,664
2.12
6.04
8.91
Pharmaceuticals & Biotechnology
2.14
14.8
3.2
16.2
3.3
11.6
Sep 15
2002305
ABT 3.50
0.33
Abbott Laboratories
44.91
1,489
66,860
0.0
11.7
-0.2
5,566
250
3.44
36.2
21.0
23.5
5.1
59.3
Sep 15
B92SR70
ABBV 5.14
0.48
AbbVie Inc
59.24
1,655
98,059
1.9
8.9
-9.5
7,533
430
-
-23.3
6.4
-66.5
37.0
-35.6
Sep 15
BCBVTX1
AGIO 0.09
0.01
Agios Pharmaceutical
64.92
26
1,677
0.5
-8.0
-42.1
626
36
0.00
+ve
11.0
36.2
7.2
12.8
Dec 14
2012100
AKRX 0.15
0.01
Akorn
37.31
78
2,925
12.0
30.9
3.1
1,350
48
0.00
+ve
5.2
88.5
19.1
4.1
Sep 15
2036070
ALXN 2.16
0.20
Alexion Pharm
190.75
216
41,158
6.9
22.0
3.1
1,328
244
-
-92.5
8.9
+ve
23.2
-10.3
Sep 15
B3P6D26
ALKS 0.62
0.06
Alkermes plc
79.38
149
11,798
8.2
35.3
35.6
765
58
0.00
32.0
1.7
45.6
9.3
-4.4
Sep 15
BY9D546
AGN 6.42
0.60
Allergan
312.50
392
122,639
-0.4
15.0
21.4
2,923
908
-
-36.1
6.0
-58.5
+ve
-19.8
Sep 15
B00FWN1
ALNY 0.37
0.03
Alnylam Pharmaceutic
94.14
74
6,985
-9.5
17.1
-2.9
801
76
1.95
19.1
4.4
16.5
6.1
24.1
Sep 15
2023607
AMGN 6.47
0.60
Amgen Corp
162.33
760
123,423
0.8
17.4
1.9
3,059
490
0.00
19.0
6.5
19.9
7.0
34.3
Sep 15
2455965
BIIB 3.58
0.33
Biogen
306.35
223
68,286
6.8
5.0
-9.8
1,510
440
-
-54.1
7.3
-ve
22.4
-16.3
Sep 15
2437071
BMRN 0.88
0.08
BioMarin Pharm
104.76
160
16,797
9.8
-0.5
15.9
1,113
111
1.42
31.3
4.0
22.1
7.4
13.1
Sep 15
BSHZ3Q0
TECH 0.18
0.02
Bio-Techne
90.00
37
3,344
-1.3
-2.7
-2.6
177
16
-
-16.9
2.6
-52.4
92.7
-24.2
Sep 15
BBFL7S1
BLUE 0.12
0.01
Bluebird Bio
64.22
36
2,297
-27.6
-24.9
-30.0
1,941
121
2.21
64.6
7.6
38.9
7.2
11.7
Sep 15
2126335
BMY 6.01
0.56
Bristol Myers Squibb
68.79
1,667
114,671
2.7
16.2
16.5
5,179
356
0.00
57.2
17.6
35.2
12.3
29.7
Sep 15
2182348
CELG 4.98
0.47
Celgene Corp
119.76
793
94,987
9.4
10.7
7.1
4,540
516
-
26.0
5.3
14.8
2.9
21.2
Sep 15
2604336
CRL 0.20
0.02
Charles River Labs
80.39
47
3,807
5.0
26.6
26.3
359
28
-
-9.7
2.2
-29.6
4.8
-18.0
Sep 15
BJ3V905
ENDP 0.73
0.07
Endo International p
61.22
226
13,860
-0.4
-11.6
-15.1
3,627
218
1.27
8.6
8.4
10.9
5.9
+ve
Sep 15
2369174
GILD 7.79
0.73
Gilead Sciences
101.19
1,470
148,709
-4.5
3.1
7.4
8,479
871
0.00
55.1
14.5
50.4
15.1
31.8
Sep 15
2613990
ILMN 1.45
0.14
Illumina Inc
191.94
144
27,659
4.4
9.2
4.0
1,512
276
-
-ve
+ve
+ve
39.4
-
Sep 15
2471950
INCY 0.89
0.08
Incyte
108.45
156
16,967
-5.1
-1.7
48.3
1,225
136
-
-20.9
5.3
-40.9
+ve
-36.8
Sep 15
B7N59F8
ICPT 0.12
0.01
Intercept Pharmaceut
149.35
16
2,382
-15.4
-10.0
-4.3
465
74
-
-ve
4.9
-ve
48.8
-6.1
Sep 15
BCRYC02
XON 0.08
0.01
Intrexon
30.15
49
1,472
-17.0
-5.2
13.6
1,624
52
-
+ve
30.2
+ve
34.6
4.8
Sep 15
BDJ0LS6
IONS 0.39
0.04
Ionis Pharmaceutical
61.93
120
7,414
1.5
53.2
0.3
1,071
63
0.00
27.4
5.6
22.1
8.9
23.4
Sep 15
B4Q5ZN4
JAZZ 0.45
0.04
Jazz Pharmaceuticals
140.56
61
8,584
-4.1
5.8
-14.2
518
73
2.92
19.2
3.9
14.4
3.8
19.9
Sep 15
2475833
JNJ 14.92
1.40
Johnson & Johnson
102.72
2,773
284,847
1.5
10.0
-1.8
7,436
763
0.00
-12.8
3.9
-27.3
-
-50.1
Sep 15
BTF8LD1
JUNO 0.03
0.00
Juno Therapeutics
43.97
12
524
-22.0
8.1
-15.8
948
45
2.37
39.9
6.2
21.4
4.8
14.3
Sep 15
2516152
LLY 4.32
0.40
Lilly (Eli) & Co
84.26
978
82,447
2.7
0.7
22.1
4,032
343
-
27.0
1.6
10.1
2.6
5.9
Sep 15
BBJTYC4
MNK 0.46
0.04
Mallinckrodt plc
74.63
117
8,730
9.9
16.7
-24.6
2,095
152
0.00
29.7
11.8
28.8
11.1
57.9
Sep 15
B033T75
MDVN 0.40
0.04
Medivation
48.34
157
7,608
14.3
13.7
-2.9
1,247
55
3.48
13.8
3.3
25.1
3.5
23.7
Sep 15
2778844
MRK 7.82
0.73
Merck & Co
52.82
2,825
149,228
-0.4
6.9
-7.0
10,464
554
0.00
31.6
2.7
12.1
3.4
12.8
Sep 15
BVFMFG8
MYL 1.19
0.11
Mylan N.V.
54.07
420
22,723
5.4
34.3
-4.1
5,652
298
-
-64.7
2.8
-63.3
60.1
-5.9
Sep 15
2115902
OPK 0.16
0.01
Opko Health
10.05
303
3,041
-8.1
19.5
0.6
3,316
35
0.35
+ve
2.0
20.1
4.6
1.5
Sep 15
BGH1M56
PRGO 1.11
0.10
Perrigo Company plc
144.70
146
21,165
-3.1
-8.0
-13.4
1,197
176
3.47
23.7
3.0
12.6
4.0
11.6
Sep 15
2684703
PFE 10.41
0.97
Pfizer
32.28
6,158
198,770
-1.5
2.8
3.6
34,051
1,107
0.00
-11.2
10.3
-24.7
-
-ve
Sep 15
B7F2TY6
PBYI 0.10
0.01
Puma Biotechnology I
78.40
25
1,961
4.1
4.0
-58.6
1,100
81
-
64.7
2.6
21.0
5.8
4.2
Sep 15
2437907
QGEN 0.34
0.03
Qiagen N.V.
27.65
232
6,415
4.6
7.2
17.9
645
17
0.00
22.8
-20.8
17.7
1.5
-
Sep 15
B7VM917
Q 0.28
0.03
Quintiles Transnatio
68.66
79
5,436
1.0
-1.3
16.6
765
52
-
96.1
17.2
78.6
20.1
20.2
Sep 15
2730190
REGN 2.23
0.21
Regeneron Phar
542.87
78
42,586
-0.3
16.7
32.3
602
328
-
-51.2
9.0
-ve
21.8
-26.5
Sep 15
2738127
SGEN 0.25
0.02
Seattle Genetic
44.88
105
4,734
6.9
16.4
39.7
806
33
-
10.8
4.8
9.6
5.5
49.2
Sep 15
2430412
UTHR 0.38
0.04
United Therapeutics
156.61
46
7,239
2.6
19.3
20.9
460
72
-
-46.5
33.3
-61.1
52.8
-63.4
Sep 15
2931034
VRTX 1.61
0.15
Vertex Pharm
125.83
244
30,671
-2.7
20.8
5.9
1,525
185
0.69
54.1
19.5
30.6
5.0
34.2
Sep 15
B95WG16
ZTS 1.26
0.12
Zoetis
47.92
500
23,958
2.6
16.4
11.4
2,557
120
2.37
19.9
4.0
17.0
4.7
19.1
1,908,847
1.00
9.28
4.10
December 2015 Russell U.S. Index Series
FTSE Russell 1–25
Russell 1000®
Index 1–25
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Food & Drug Retailers 1.31
-ve
35.4
19.5
0.2
-10.4
Sep 15
2795393
ABC 5.73
0.10
AmerisourceBergen
103.71
206
21,326
5.1
9.2
15.0
1,840
187
1.73
22.2
4.5
14.1
0.3
20.8
Sep 15
2175672
CAH 7.94
0.14
Cardinal Health
89.27
331
29,534
2.8
16.2
10.6
1,659
146
1.43
21.4
2.9
15.0
0.8
13.4
Sep 15
2577609
CVS 29.66
0.54
CVS Health Corporati
97.77
1,128
110,317
3.9
1.3
1.5
5,305
507
2.32
11.2
4.0
7.6
1.0
32.4
Sep 15
B3VLKV3
GNC 0.72
0.01
GNC Holdings
31.02
87
2,686
4.1
-23.3
-33.9
1,052
33
1.00
23.9
6.5
9.7
0.4
31.7
Nov 15
2497406
KR 11.03
0.20
Kroger
41.83
980
41,010
11.1
16.0
30.3
8,464
346
0.57
25.3
5.2
12.2
0.3
23.5
Sep 15
2378534
MCK 12.28
0.22
McKesson
197.23
232
45,669
4.2
6.6
-5.0
1,516
291
0.00
4.2
16.4
10.0
0.3
-
Nov 15
2740809
RAD 2.08
0.04
Rite Aid
7.84
989
7,752
-0.5
29.2
4.3
11,889
94
-
34.2
5.0
20.9
1.4
16.2
Sep 15
BCGCR79
SFM 1.10
0.02
Sprouts Farmers Mark
26.59
153
4,077
10.2
26.0
-21.7
1,282
33
2.93
35.5
4.4
17.4
0.5
12.3
Sep 15
2868165
SYY 6.55
0.12
Sysco Corp
41.00
594
24,344
-0.2
5.2
3.3
3,944
162
1.69
20.7
3.0
18.1
0.9
17.4
Nov 15
BTN1Y44
WBA 19.68
0.36
Walgreens Boots Alli
85.16
860
73,209
1.3
2.5
11.8
3,991
335
1.55
22.6
3.2
11.1
0.8
14.1
Sep 15
2963899
WFM 3.23
0.06
Whole Foods Market
33.50
358
12,002
14.9
5.8
-33.6
6,922
223
1.44
22.1
3.3
14.9
0.6
16.0
371,928
4.16
6.08
4.74
General Retailers
0.45
11.8
1.2
8.5
0.6
10.7
Sep 15
2002918
AAN 0.12
0.01
Aarons Inc.
22.39
65
1,451
-7.7
-38.0
-26.8
810
19
0.16
22.0
4.6
12.9
1.1
23.1
Oct 15
2822019
AAP 0.92
0.05
Advance Auto Parts
150.51
73
11,011
-7.5
-20.6
-5.5
1,394
214
0.00
+ve
25.3
53.6
3.5
2.9
Sep 15
2000019
AMZN 21.58
1.26
Amazon.Com
675.89
381
257,633
1.7
32.0
117.8
4,170
2,790
1.28
17.8
3.6
10.5
2.5
21.6
Sep 15
2028174
UHAL 0.24
0.01
AMERCO
389.50
7
2,843
-3.9
-1.0
39.0
70
28
-
14.3
2.9
12.3
0.3
21.6
Sep 15
2732635
AN 0.36
0.02
Autonation
59.66
73
4,347
-6.7
2.5
-1.2
780
48
-
19.2
-12.7
15.4
2.2
-
Nov 15
2065955
AZO 1.94
0.11
Autozone
741.91
31
23,177
-5.3
2.5
19.8
283
216
0.00
8.9
3.1
6.5
0.7
29.9
Aug 15
2085878
BBBY 0.69
0.04
Bed Bath Beyond
48.25
171
8,266
-11.5
-15.4
-36.7
2,558
132
3.02
11.2
2.3
6.1
0.3
18.5
Oct 15
2094670
BBY 0.77
0.05
Best Buy Company
30.45
303
9,242
-4.2
-18.0
-20.9
4,411
135
2.40
17.2
-ve
10.9
2.6
77.4
Oct 15
2105505
HRB 0.66
0.04
Block (H & R) NPV
33.31
236
7,859
-9.2
-8.0
-1.1
3,636
124
-
17.1
1.8
8.4
0.9
10.7
Sep 15
B00N2Z7
CAB 0.20
0.01
Cabela's Class A
46.73
50
2,360
-0.3
2.5
-11.3
842
40
-
17.5
3.8
11.5
0.8
20.5
Nov 15
2983563
KMX 0.95
0.06
Carmax Inc
53.97
209
11,292
-5.8
-9.0
-18.9
3,375
187
-
20.8
4.5
15.9
4.0
21.4
Oct 15
2208073
CPRT 0.38
0.02
Copart Inc
38.01
120
4,568
-3.7
15.5
4.2
1,478
57
0.99
30.1
6.5
19.0
0.6
20.3
Nov 15
2701271
COST 5.95
0.35
Costco Wholesale Cp
161.50
440
71,056
0.0
11.7
17.7
2,504
405
0.64
13.6
3.3
8.7
0.2
27.6
Sep 15
B9GD0X8
CST 0.25
0.01
CST Brands Inc.
39.14
77
3,009
5.1
16.3
-10.2
733
28
1.56
11.8
2.4
8.2
0.6
21.1
Oct 15
2969637
DKS 0.27
0.02
Dick's Sporting Good
35.35
92
3,252
-9.4
-28.7
-28.8
1,970
73
0.43
7.6
1.3
4.4
0.4
17.0
Oct 15
2269768
DDS 0.12
0.01
Dillard's Inc
65.71
21
1,397
-12.4
-24.8
-47.5
510
36
1.22
18.7
4.0
15.0
1.1
21.4
Oct 15
B5B1S13
DG 1.83
0.11
Dollar General
71.87
304
21,827
9.9
-0.8
1.7
3,452
241
0.00
69.5
4.4
21.8
2.1
9.1
Oct 15
2272476
DLTR 1.49
0.09
Dollar Tree
77.22
230
17,779
2.3
15.8
9.7
2,682
207
3.35
13.5
2.0
8.8
0.8
15.3
Oct 15
B0BV2V6
DSW 0.15
0.01
DSW A
23.86
73
1,750
3.9
-5.7
-36.0
1,952
46
-
14.6
5.1
5.7
1.9
21.9
Sep 15
2293819
EBAY 2.80
0.16
Ebay
27.48
1,215
33,383
-7.1
12.4
16.3
9,353
265
1.54
17.2
3.6
12.8
1.3
20.5
Oct 15
2980906
FL 0.76
0.04
Foot Locker Inc
65.09
140
9,103
0.1
-9.6
15.9
2,299
150
5.14
7.4
1.5
5.2
0.3
20.2
Oct 15
B0LLFT5
GME 0.25
0.01
GameStop Corp
28.04
107
3,005
-20.0
-32.0
-17.0
2,944
91
3.72
9.8
3.9
5.3
0.6
37.5
Oct 15
2360326
GPS 0.49
0.03
Gap
24.70
238
5,886
-7.6
-13.3
-41.3
5,398
139
1.78
24.2
22.0
20.3
2.0
78.0
Nov 15
2434209
HD 14.39
0.84
Home Depot
132.25
1,299
171,790
-1.2
14.5
26.0
4,687
621
2.92
23.5
3.7
12.0
2.2
14.9
Sep 15
B4Y1MH7
KAR 0.44
0.03
KAR Auction Services
37.03
142
5,249
-2.4
4.3
6.9
1,267
48
3.78
12.4
1.7
4.9
0.5
13.2
Oct 15
2496113
KSS 0.76
0.04
Kohl's Corp
47.63
190
9,041
1.1
2.9
-22.0
3,728
174
4.17
23.6
-42.4
18.1
2.4
-
Oct 15
B9M2WX3
LB 1.99
0.12
L Brands
95.82
247
23,711
0.4
6.3
13.1
1,164
113
1.47
23.9
8.5
16.3
1.3
31.1
Oct 15
2536763
LOW 6.06
0.35
Lowes Cos Inc
76.04
952
72,368
-0.7
10.3
10.5
3,974
301
4.12
8.8
2.9
4.2
0.4
28.3
Oct 15
2345022
M 0.92
0.05
Macys
34.98
314
10,997
-10.5
-31.8
-46.8
8,174
300
-
13.7
3.9
8.4
0.2
28.0
Sep 15
BCZWJ63
MUSA 0.23
0.01
Murphy USA
60.74
45
2,749
2.0
10.5
-11.8
231
15
0.00
+ve
22.3
-ve
8.8
8.4
Sep 15
2857817
NFLX 4.07
0.24
Netflix Inc
114.38
424
48,538
-7.3
10.8
134.4
14,517
1,782
2.97
14.0
6.7
7.5
0.7
36.7
Oct 15
2641827
JWN 0.59
0.03
Nordstrom
49.81
140
6,991
-11.5
-25.6
-32.8
3,857
209
-
28.2
12.6
26.4
3.5
45.0
Sep 15
B65LWX6
ORLY 2.14
0.13
O Reilly Auto
253.42
101
25,593
-4.0
1.4
31.6
899
230
-
-33.3
1.9
18.3
0.2
-5.4
Sep 15
2655981
ODP 0.26
0.02
Office Depot
5.64
547
3,087
-14.4
-12.1
-34.2
11,210
64
0.00
-4.0
1.3
-14.5
0.2
-25.2
Oct 15
2680303
JCP 0.17
0.01
Penney (J C)
6.66
305
2,032
-16.4
-28.3
2.8
11,655
84
2.36
11.7
2.2
10.5
0.2
19.9
Sep 15
2943523
PAG 0.15
0.01
Penske Automotive Gr
42.34
43
1,803
-9.3
-12.6
-13.7
361
16
1.62
37.6
10.9
27.5
4.0
29.8
Sep 15
2747305
ROL 0.21
0.01
Rollins Inc
25.90
95
2,459
-4.6
-3.2
17.8
302
8
0.87
22.0
9.2
17.9
2.0
43.9
Oct 15
2746711
ROST 1.86
0.11
Ross Stores
53.81
414
22,266
3.5
11.0
14.2
2,597
140
-
18.8
-14.8
13.3
1.2
-
Sep 15
B1GZ005
SBH 0.37
0.02
Sally Beauty
27.89
158
4,398
7.8
17.4
-9.3
1,713
47
-
-3.1
-1.7
-1.2
0.1
-
Oct 15
2634805
SHLD 0.02
0.00
Sears Holdings
20.56
13
272
-7.1
-9.0
-31.6
869
18
1.84
20.5
4.3
11.9
1.7
19.6
Sep 15
2797560
SCI 0.44
0.03
Service Corp Intl
26.02
202
5,258
-6.6
-4.0
14.6
1,180
31
0.00
32.5
10.2
22.0
2.2
39.3
Sep 15
BNG8BF0
SERV 0.34
0.02
ServiceMaster Global
39.24
103
4,032
4.7
17.0
46.6
1,264
49
0.71
23.2
3.5
21.2
1.7
15.5
Oct 15
B3CTNK6
SIG 0.83
0.05
Signet Jewelers
123.69
80
9,929
-5.9
-9.1
-6.0
1,389
171
-
-74.6
6.1
-18.5
19.4
-8.6
Sep 15
B8BZJC4
SCTY 0.25
0.01
SolarCity
51.02
59
3,018
77.4
19.5
-4.6
4,957
227
5.07
+ve
1.1
5.5
0.3
0.6
Oct 15
2841489
SPLS 0.51
0.03
Staples
9.47
641
6,067
-21.5
-19.3
-47.7
14,264
145
3.08
-60.4
3.4
10.4
0.6
19.3
Oct 15
2259101
TGT 3.88
0.23
Target Corp
72.61
638
46,361
0.2
-7.7
-4.3
4,506
328
0.00
13.7
-2.4
10.3
1.0
-
Oct 15
BNG83R6
MIK 0.12
0.01
The Michaels Compani
22.11
63
1,386
-0.5
-4.3
-10.6
981
22
2.10
19.8
3.4
12.4
2.3
17.3
Oct 15
2892090
TIF 0.72
0.04
Tiffany & Co
76.29
113
8,617
-4.3
-1.2
-28.6
1,485
113
1.18
21.2
11.0
16.4
1.6
51.8
Oct 15
2989301
TJX 4.04
0.24
TJX Companies
70.91
680
48,246
0.4
-0.7
3.4
3,076
217
0.94
28.0
8.6
24.4
2.0
32.0
Sep 15
2900335
TSCO 0.98
0.06
Tractor Supply
85.50
136
11,665
-4.3
1.4
8.5
883
77
0.00
39.4
8.6
28.5
3.6
23.4
Oct 15
B28TS42
ULTA 1.00
0.06
Ulta Salon Cosmetics
185.00
64
11,885
10.8
13.3
44.7
1,151
207
-
12.3
2.4
7.4
0.9
18.2
Oct 15
2933438
URBN 0.17
0.01
Urban Outfitters
22.75
87
1,983
1.6
-22.6
-35.2
3,176
71
-
25.4
3.8
16.2
2.3
14.2
Sep 15
2818278
WOOF 0.38
0.02
VCA Inc.
55.00
82
4,519
-0.1
4.5
12.8
440
24
3.20
13.0
2.5
7.5
0.4
19.0
Oct 15
2936921
WMT 8.11
0.47
Wal-Mart Stores
61.30
1,580
96,828
4.2
-5.5
-28.6
10,518
628
Russell U.S. Index Series December 2015
1–26 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
General Retailers 2.40
16.8
4.7
10.7
1.1
28.1
Nov 15
2967589
WSM 0.45
0.03
Williams Sonoma
58.41
92
5,353
-7.8
-23.5
-22.8
1,057
64
0.93
43.3
9.8
21.9
1.4
23.3
1,193,986
-0.87
7.19
15.15
Media
-
12.8
-38.2
4.4
2.1
-
Sep 15
B4MG4Z6
AMCX 0.63
0.02
AMC Networks
74.68
60
4,473
-8.2
2.1
17.1
734
58
0.35
28.2
5.9
11.9
3.1
15.7
Sep 15
BZ07DS4
CABO 0.21
0.01
Cable One
433.66
3
1,512
-2.8
3.4
-
29
13
1.88
43.4
-1.7
6.3
1.3
-
Sep 15
2162243
CVC 0.91
0.03
Cablevision Sys. Cp
31.90
203
6,460
4.6
-1.8
54.6
3,797
116
1.27
14.0
3.7
8.3
1.6
23.2
Sep 15
B0SRLH6
CBS 3.26
0.11
CBS
47.13
492
23,195
-6.6
18.1
-14.8
4,219
203
-
-ve
+ve
9.1
2.3
-ve
Sep 15
B4XT1S6
CHTR 1.93
0.07
Charter Communications Inc. Cl
183.10
75
13,724
-2.3
4.1
9.9
1,169
213
-
-ve
-4.7
5.8
0.8
-
Sep 15
B0P01M3
CCO 0.03
0.00
Clear Channel Outdoo
5.59
36
202
6.5
-21.6
-47.2
289
2
1.77
21.9
3.4
9.6
2.6
15.5
Sep 15
2044545
CMCSA 19.85
0.69
Comcast A
56.43
2,504
141,306
-7.3
-0.8
-2.7
11,881
693
0.00
11.4
2.2
4.2
1.9
18.5
Sep 15
B3D7KG4
DISCK 0.97
0.03
Discovery Communicat
25.22
274
6,915
-14.7
3.8
-25.2
2,106
56
0.00
9.4
1.8
3.4
1.6
18.5
Sep 15
B3D7K31
DISCA 0.58
0.02
Discovery Communicat
26.68
156
4,154
-14.3
2.5
-22.6
3,162
88
0.00
21.4
9.6
11.7
1.9
58.3
Sep 15
2303581
DISH 1.75
0.06
Dish Network
57.18
218
12,444
-8.8
-2.0
-21.6
1,518
90
1.35
20.7
3.9
16.1
3.3
18.7
Oct 15
2270726
DIS 25.04
0.87
Disney (Walt) Co.
105.08
1,697
178,296
-7.4
2.8
11.6
10,684
1,174
1.43
20.2
2.0
12.6
3.8
10.3
Sep 15
B04NJM9
DLB 0.24
0.01
Dolby Labs A
33.65
50
1,676
-2.7
3.2
-22.0
290
10
1.78
20.3
-3.2
11.0
2.2
-
Sep 15
2636254
DNB 0.53
0.02
Dun & Bradstreet Cor
103.93
36
3,745
-3.6
-1.0
-14.1
174
18
1.08
28.2
12.8
25.2
6.7
46.3
Aug 15
2329770
FDS 0.95
0.03
Factset Research Sys
162.57
42
6,790
-4.1
1.7
15.5
340
56
1.96
9.7
1.7
6.0
0.6
16.0
Sep 15
BZ0P429
GCI 0.26
0.01
Gannett Co.
16.29
113
1,848
-4.6
10.6
-
1,021
17
0.95
15.4
1.1
8.8
0.8
6.6
Sep 15
BGM1B98
GHC 0.24
0.01
Graham Holdings
484.97
3
1,691
-10.4
-15.9
-7.1
29
14
0.00
24.7
3.1
10.7
0.6
-8.7
Sep 15
B77D163
GRPN 0.19
0.01
Groupon
3.07
450
1,380
6.2
-5.8
-62.8
7,332
23
-
38.8
3.7
15.3
3.7
9.0
Aug 15
B08L7X6
IHS 1.14
0.04
IHS Cl A
118.43
69
8,148
-4.0
2.1
4.0
241
28
2.06
18.8
5.1
11.4
1.3
25.5
Sep 15
2466321
IPG 1.35
0.05
Interpublic Group Co
23.28
413
9,613
1.2
21.7
12.1
3,073
71
0.00
21.0
3.2
14.6
1.3
12.2
Sep 15
B144703
QVCA 1.89
0.07
Liberty Interactive
27.32
493
13,466
3.2
4.2
-7.1
2,497
67
0.00
47.3
0.4
3.8
1.0
0.7
Sep 15
B7KYMP9
LMCA 0.58
0.02
Liberty Media Corpor
39.25
105
4,103
-3.1
9.9
11.3
930
37
0.00
+ve
1.2
11.0
2.9
0.7
Sep 15
BP0S8L5
LMCK 1.07
0.04
Liberty Media Corpor
38.08
201
7,636
-2.6
10.5
8.7
689
26
1.11
49.0
5.6
5.0
2.4
14.6
Sep 15
2753506
LGF 0.43
0.02
Lions Gate Entertain
32.39
95
3,074
-4.6
-12.0
1.2
1,286
43
0.95
28.1
5.2
24.8
4.7
18.8
Sep 15
B081VR8
MORN 0.22
0.01
Morningstar Inc.
80.41
19
1,534
-0.4
0.2
24.3
83
7
0.00
58.8
-1.3
6.5
1.0
81.0
Sep 15
BYM0M65
MSGN 0.18
0.01
MSG Networks
20.80
61
1,279
5.2
-4.6
-8.6
831
17
0.75
-ve
0.7
9.3
0.9
-0.7
Sep 15
BBGVT40
NWSA 0.72
0.03
News Corporation Cl
13.36
384
5,124
-6.9
5.9
-14.9
2,476
34
0.72
-ve
0.7
9.7
0.9
-0.7
Sep 15
BBGVT51
NWS 0.24
0.01
News Corporation Cl
13.96
121
1,688
-3.5
8.9
-7.4
973
14
2.40
35.6
3.9
13.2
2.7
9.6
Sep 15
BWFY550
NLSN 2.41
0.08
Nielsen Holdings
46.60
368
17,151
-0.2
4.8
4.2
2,147
99
2.64
16.8
7.5
11.7
1.2
39.8
Sep 15
2279303
OMC 2.60
0.09
Omnicom Group
75.66
244
18,485
2.4
14.8
-2.3
1,896
142
-
-20.5
5.4
35.9
3.1
-25.9
Sep 15
B62N8L5
P 0.40
0.01
Pandora Media
13.41
211
2,835
-2.8
-37.2
-24.8
10,240
140
1.67
12.2
4.7
8.6
2.6
36.3
Sep 15
B39QT24
SNI 0.71
0.02
Scripps Networks Int
55.21
91
5,046
-2.8
12.2
-26.7
1,203
67
-
40.9
+ve
16.7
5.1
84.0
Sep 15
BGLDK10
SIRI 1.31
0.05
Sirius XM Holdings
4.07
2,298
9,355
-1.0
8.8
16.3
26,048
106
0.00
10.7
13.5
12.1
1.9
+ve
Sep 15
B8DXDB3
STRZA 0.41
0.01
Starz Class A
33.50
86
2,889
-5.0
-10.3
12.8
727
25
2.19
5.7
2.7
5.9
0.9
39.3
Sep 15
BZ0P3Z5
TGNA 0.81
0.03
TEGNA
25.52
227
5,789
-9.7
14.0
0.0
1,515
40
3.54
14.6
2.3
10.4
2.3
14.3
Sep 15
2126067
TRI. 1.75
0.06
Thomson Reuters
37.85
330
12,477
-6.2
-6.0
-6.2
770
30
2.16
14.0
2.2
4.0
1.9
14.9
Sep 15
B63QTN2
TWX 7.49
0.26
Time Warner
64.67
825
53,327
-7.6
-5.9
-24.3
6,058
405
1.62
27.6
6.0
8.4
2.3
22.7
Sep 15
B63BPC8
TWC 7.37
0.26
Time Warner Cable In
185.59
283
52,464
0.4
3.5
22.1
1,413
259
2.22
8.8
0.7
30.7
1.6
7.7
Sep 15
B9GRTP5
TRCO 0.38
0.01
Tribune Media Co
33.81
81
2,726
-13.3
-5.0
-
668
24
1.10
8.1
4.2
13.2
2.2
50.8
Sep 15
BBM4S80
FOX 1.85
0.06
Twenty-First Century Fox Inc
27.23
484
13,168
-9.1
0.6
-26.2
4,217
121
1.10
6.0
3.1
9.8
1.7
50.8
Sep 15
BBM4S68
FOXA 4.52
0.16
Twenty-First Century Fox Inc
27.16
1,184
32,160
-8.0
0.7
-29.3
10,477
294
3.89
8.3
4.5
2.3
1.2
53.0
Sep 15
B0SRLF4
VIAB 2.00
0.07
Viacom (New) Class B
41.16
347
14,266
-17.3
-4.6
-45.3
4,280
186
3.64
11.2
6.1
3.1
1.6
53.0
Sep 15
B0SRLD2
VIA 0.06
0.00
Viacom Inc Cl A
43.99
10
454
-15.1
-0.6
-41.7
70
3
2.66
15.9
2.5
8.6
1.4
14.8
Oct 15
2965668
- 0.29
0.01
Wiley (John) & Sons
45.03
46
2,085
-12.7
-10.0
-24.0
271
12
0.00
99.1
3.1
29.6
5.8
3.6
Sep 15
B7KCD72
YELP 0.26
0.01
Yelp
28.80
65
1,870
-4.4
33.0
-47.4
2,022
59
1.54
19.8
3.7
11.0
2.7
18.4
712,025
-6.01
1.70
-5.12
Travel & Leisure
0.99
12.7
4.3
10.1
1.9
35.0
Sep 15
2012605
ALK 1.54
0.05
Alaska Air Group
80.51
130
10,437
1.0
1.3
34.7
1,158
96
0.94
5.4
7.1
6.8
0.6
+ve
Sep 15
BCV7KT2
AAL 3.95
0.13
American Airlines Gr
42.35
630
26,694
2.6
9.1
-21.0
7,701
331
1.18
32.7
4.1
9.4
0.5
13.1
Oct 15
BH3XG17
ARMK 0.92
0.03
Aramark
32.25
193
6,234
-1.1
8.8
3.5
1,919
63
0.00
10.7
6.1
1.5
0.4
51.2
Sep 15
B1CL8J2
CAR 0.54
0.02
Avis Budget Group
36.29
100
3,640
-2.9
-16.9
-45.3
1,870
66
2.67
14.5
-26.4
7.5
1.0
-
Sep 15
2193544
EAT 0.43
0.01
Brinker Intl
47.95
61
2,931
5.1
-9.0
-18.3
944
43
2.20
23.4
1.7
12.2
2.6
7.3
Nov 15
2523044
CCL 3.42
0.11
Carnival Corp A
54.48
425
23,141
7.8
9.6
20.2
4,355
226
-
28.2
6.2
24.1
3.6
24.6
Sep 15
B0X7DZ3
CMG 2.20
0.07
Chipotle Mexican Gri
479.85
31
14,898
-17.2
-33.4
-29.9
1,800
965
1.63
23.2
-7.1
22.9
3.8
-
Sep 15
2106780
CHH 0.26
0.01
Choice Hotels Intl
50.41
35
1,787
-1.3
5.8
-10.0
183
9
2.99
18.7
3.5
10.2
1.5
18.6
Sep 15
B1W7RQ0
CNK 0.57
0.02
Cinemark Holdings In
33.43
116
3,874
-3.7
2.9
-6.0
736
25
6.96
7.7
0.8
2.8
0.6
9.9
Sep 15
B0TNJH9
CPA 0.23
0.01
Copa Holdings S.A. C
48.26
33
1,589
-6.6
15.1
-53.4
570
28
3.46
21.7
4.0
3.4
1.2
17.5
Nov 15
2289874
DRI 1.18
0.04
Darden Restaurants
63.64
126
8,005
13.3
3.7
21.2
1,942
117
1.07
14.1
3.9
6.7
1.0
25.0
Sep 15
B1W9D46
DAL 6.12
0.20
Delta Air Lines
50.69
816
41,378
9.1
13.0
3.0
8,927
449
1.11
34.4
-4.9
31.8
3.1
-
Sep 15
B01SD70
DPZ 0.91
0.03
Dominos Pizza
111.25
55
6,140
3.5
3.1
18.1
688
75
2.49
23.7
-59.8
18.4
5.3
+ve
Sep 15
B3LHT03
DNKN 0.61
0.02
Dunkin' Brands Group
42.59
96
4,099
0.4
-13.1
-0.1
1,505
64
0.77
22.0
7.6
22.7
3.2
39.0
Sep 15
B748CK2
EXPE 2.17
0.07
Expedia
124.30
118
14,695
1.0
5.6
45.6
2,371
299
4.28
55.3
3.6
8.7
2.7
6.7
Sep 15
BGH3F75
STAY 0.14
0.00
Extended Stay Americ
15.90
60
949
-5.6
-3.8
-16.4
956
16
0.00
40.8
2.3
14.1
8.4
-
Jun 15
BZ16HK0
FCPT 0.15
0.00
Four Corners Propert
24.16
42
1,013
22.0
-
-
759
16
0.00
-ve
2.7
1.9
0.6
-1.7
Sep 15
B1HHJP8
HTZ 0.85
0.03
Hertz Global Holding
14.23
406
5,776
-10.3
-14.9
-42.9
8,439
123
December 2015 Russell U.S. Index Series
FTSE Russell 1–27
Russell 1000®
Index 1–27
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Travel & Leisure 0.65
28.2
4.0
17.4
2.0
15.0
Sep 15
BH3XFX2
HLT 1.64
0.05
Hilton Worldwide
21.40
519
11,115
-7.8
-6.7
-18.0
6,610
146
0.00
20.2
1.3
12.1
1.2
6.1
Sep 15
B5B82X4
H 0.24
0.01
Hyatt Hotels
47.02
34
1,601
-4.6
-0.2
-21.9
529
26
4.94
-14.0
1.0
5.1
1.1
-8.2
Sep 15
BVG7F06
IGT 0.23
0.01
International Game T
16.18
94
1,523
4.2
5.5
-6.2
697
11
-
12.4
2.4
10.3
1.2
21.3
Sep 15
2852760
JBLU 1.05
0.03
Jetblue Airways Corp
22.65
313
7,095
-8.4
-12.1
42.8
6,064
147
5.93
15.8
5.1
7.1
2.4
31.5
Sep 15
B02T2J7
LVS 2.37
0.08
Las Vegas Sands
43.84
366
16,027
-0.5
15.5
-24.6
4,799
207
-
-30.8
3.7
12.0
0.7
-11.3
Sep 15
B0T7YX2
LYV 0.53
0.02
Live Nation Entertai
24.57
146
3,578
-3.2
2.2
-5.9
972
24
0.00
-81.3
-96.2
27.7
3.1
-3.4
Sep 15
BYQCZ35
MSG 0.49
0.02
Madison Square Garde
161.80
20
3,315
-0.4
7.2
-
196
32
1.49
20.2
-4.8
12.8
6.3
-
Sep 15
2210614
MAR 1.94
0.06
Marriott Internation
67.04
196
13,136
-5.5
-1.7
-14.1
2,720
186
3.01
24.5
13.1
16.0
4.0
40.3
Sep 15
2550707
MCD 16.75
0.55
McDonalds Corp
118.14
959
113,239
3.5
19.9
26.1
5,345
623
0.00
-ve
2.2
8.7
1.3
-0.2
Sep 15
2547419
MGM 1.50
0.05
MGM Resorts Internat
22.72
445
10,118
-0.1
23.1
6.3
4,633
102
0.00
36.8
3.4
19.3
4.3
10.7
Sep 15
B9CGTC3
NCLH 1.14
0.04
Norwegian Cruise Lin
58.60
131
7,699
2.0
2.3
25.3
2,018
117
-
31.4
8.5
14.9
1.9
24.1
Sep 15
2063034
PNRA 0.73
0.02
Panera Bread Co
194.78
25
4,932
7.1
0.7
11.4
450
86
-
25.4
7.4
21.6
7.5
29.0
Sep 15
2779063
PCLN 9.78
0.32
Priceline Group
1,274.95
52
66,090
2.1
3.1
11.8
450
582
4.66
20.4
-3.3
7.5
1.0
-
Sep 15
2866824
RGC 0.23
0.01
Regal Entertainment
18.87
83
1,562
0.6
1.0
-11.7
1,334
25
1.48
39.0
2.7
14.0
2.7
6.6
Sep 15
2754907
RCL 2.57
0.09
Royal Carib Crui
101.21
172
17,407
9.3
13.6
22.8
1,772
169
1.29
16.8
16.9
25.6
3.0
+ve
Sep 15
BLLHH27
SABR 0.47
0.02
Sabre Corp
27.97
114
3,179
-4.4
2.9
38.0
1,895
55
4.22
44.0
32.3
13.3
4.4
46.2
Sep 15
B43VKB8
SIX 0.58
0.02
Six Flags Entertainm
54.94
72
3,950
5.9
20.0
27.3
589
31
0.70
15.3
4.0
10.9
1.5
25.6
Sep 15
2831543
LUV 4.26
0.14
Southwest Airlines
43.06
668
28,777
-6.1
13.2
1.7
6,249
283
-
9.5
2.5
9.0
1.5
28.5
Sep 15
B3ZG8F4
SAVE 0.43
0.01
Spirit Airlines
39.85
73
2,909
8.4
-15.8
-47.3
2,131
88
1.33
32.3
15.3
25.7
4.6
49.7
Sep 15
2842255
SBUX 13.32
0.44
Starbucks
60.03
1,501
90,075
-2.2
5.6
46.3
8,036
485
2.17
21.0
9.4
13.8
2.0
33.4
Sep 15
B12GHV2
HOT 1.75
0.06
Starwood Hotels & Rt
69.28
171
11,839
-3.6
4.2
-14.5
2,476
171
0.00
48.5
8.4
33.4
9.0
19.2
Sep 15
B6ZC3N6
TRIP 1.41
0.05
TripAdvisor
85.25
112
9,562
3.5
35.3
14.2
1,194
101
-
3.3
2.6
7.6
0.6
+ve
Sep 15
B4QG225
UAL 3.24
0.11
United Continental H
57.30
382
21,889
2.8
8.0
-14.3
4,274
248
2.23
29.8
4.2
9.8
1.4
6.9
Sep 15
B3NXMJ9
WEN 0.33
0.01
Wendys Company
10.77
204
2,199
2.5
24.5
19.3
3,404
36
2.31
15.3
8.3
7.3
1.6
45.5
Sep 15
B198391
WYN 1.29
0.04
Wyndham Worldwide
72.65
120
8,721
-4.3
1.0
-15.3
1,040
77
2.89
36.0
-39.7
5.2
1.3
-
Sep 15
2963811
WYNN 0.83
0.03
Wynn Resorts
69.19
81
5,623
10.2
30.3
-53.5
4,177
277
2.52
33.9
17.3
14.5
2.4
43.0
Sep 15
2098876
YUM 4.67
0.15
Yum Brands
73.05
432
31,587
0.7
-8.6
0.3
3,785
278
1.85
21.3
8.2
15.0
2.8
34.6
676,028
0.75
6.11
4.67
Fixed Line Telecommunications
5.46
39.7
1.7
5.9
1.6
4.9
Sep 15
2831811
T 47.92
1.03
AT&T
34.41
6,087
209,466
2.2
5.6
2.4
24,575
834
8.59
19.0
1.0
2.4
0.8
4.7
Sep 15
2185046
CTL 3.24
0.07
CenturyLink
25.16
564
14,184
-6.6
0.2
-36.4
5,097
132
8.99
-64.9
0.9
4.6
1.1
-1.7
Sep 15
2197933
FTR 1.25
0.03
Frontier Communicati
4.67
1,168
5,456
-6.4
-1.7
-30.0
13,755
66
0.00
+ve
2.8
16.3
2.8
4.2
Sep 15
B5LL299
LVLT 3.60
0.08
Level 3 Comms.
54.36
289
15,723
6.9
24.4
10.1
2,067
108
4.89
18.4
14.4
5.8
1.5
69.0
Sep 15
2090571
VZ 43.12
0.92
Verizon Comms.
46.22
4,078
188,508
1.7
6.2
-1.2
13,609
623
0.00
-ve
5.2
9.8
4.8
-7.7
Sep 15
BRJ3H07
ZAYO 0.87
0.02
Zayo Group Holdings
26.59
144
3,817
9.4
4.9
-13.0
2,291
59
5.20
26.3
2.8
5.8
1.5
11.9
437,153
1.77
6.16
-1.89
Mobile Telecommunications
-
-64.3
-7.8
18.9
8.7
-
Sep 15
2429294
SBAC 45.34
0.07
SBA Communications
105.07
129
13,602
-0.1
0.3
-5.1
1,029
107
-
-4.5
0.7
3.3
0.4
-14.0
Sep 15
BC4FF21
S 8.96
0.01
Sprint Corporation
3.62
743
2,689
-0.8
-5.7
-12.8
15,181
56
2.18
13.9
0.7
3.2
0.6
5.0
Sep 15
B6YR5K3
TDS 8.11
0.01
Telephone & Data Sys
25.89
94
2,434
-8.5
3.7
2.5
397
11
0.00
59.0
2.0
6.6
1.1
3.5
Sep 15
B94Q9V0
TMUS 35.80
0.05
T-Mobile US Inc.
39.12
275
10,739
10.2
-1.7
45.2
5,083
190
-
15.3
1.0
5.6
0.9
6.4
Sep 15
2918996
USM 1.79
0.00
U.S. Cellular Cp
40.81
13
536
-2.1
15.2
2.5
63
3
0.02
-ve
2.6
7.6
1.3
-2.1
29,999
2.47
-0.50
8.05
Electricity
4.18
10.8
1.8
2.2
0.4
15.0
Sep 15
2002479
AES 1.49
0.03
AES Corp.
9.57
682
6,531
-4.2
-2.2
-30.5
5,668
53
3.52
17.0
1.9
6.6
2.1
11.0
Sep 15
2973821
LNT 1.61
0.03
Alliant Energy
62.45
113
7,055
3.8
6.8
-6.0
730
45
3.84
16.0
1.6
6.7
1.7
10.2
Sep 15
2026242
AEP 6.51
0.14
Amer. Elec Power Co
58.27
490
28,549
4.0
2.5
-4.0
3,177
179
0.00
8.1
0.2
1.7
0.5
3.5
Sep 15
BYP0CD9
AGR 0.50
0.01
Avangrid
38.40
57
2,203
-
-
-
2,539
88
-
10.6
1.7
7.6
0.6
14.8
Sep 15
B2NKK22
CPN 1.23
0.03
Calpine
14.47
372
5,388
-2.1
-0.9
-34.6
4,752
63
3.22
19.4
2.6
6.7
1.4
13.5
Sep 15
2219224
CMS 2.28
0.05
CMS Energy Corp
36.08
277
9,987
3.0
2.2
3.8
2,155
76
4.05
17.0
1.4
6.6
1.4
8.5
Sep 15
2216850
ED 4.29
0.09
Cons Edison Holding
64.27
293
18,823
3.4
-3.9
-2.6
1,802
113
3.83
22.4
3.2
10.6
3.2
14.8
Sep 15
2542049
D 9.16
0.20
Dominion Resources
67.64
593
40,143
0.4
-3.9
-12.0
2,468
165
3.64
15.2
1.6
6.4
1.2
11.1
Sep 15
2280220
DTE 3.28
0.07
DTE Energy
80.19
179
14,380
-0.4
-0.2
-7.2
1,114
89
3.24
11.8
1.7
5.1
1.4
11.7
Sep 15
2829515
EIX 4.40
0.09
Edison International
59.21
326
19,291
-0.3
-6.1
-9.6
2,141
128
4.97
-89.3
1.3
3.9
1.0
-1.4
Sep 15
2317087
ETR 2.80
0.06
Entergy Corp
68.36
180
12,272
2.6
5.0
-21.9
1,452
97
3.27
17.6
1.6
8.2
2.1
9.0
Sep 15
BVVN4Q8
ES 3.70
0.08
Eversource Energy
51.07
318
16,222
0.2
0.9
-4.6
1,600
81
4.47
12.9
1.0
3.3
0.9
8.0
Sep 15
2670519
EXC 5.83
0.13
Exelon Corporation
27.77
920
25,536
1.7
-6.5
-25.1
7,630
205
4.54
26.9
1.1
5.1
0.9
3.9
Sep 15
2100920
FE 3.05
0.07
Firstenergy Corp.
31.73
422
13,391
1.1
1.3
-18.6
4,623
147
3.84
20.0
1.1
6.3
1.6
5.7
Sep 15
2483706
GXP 0.96
0.02
Great Plains Energy
27.31
154
4,214
1.2
1.1
-3.9
1,023
27
4.28
19.5
1.5
7.3
0.9
8.2
Sep 15
2415204
HE 0.71
0.02
Hawaiian Electric
28.95
107
3,110
1.3
0.9
-13.5
302
9
1.91
24.1
3.6
12.4
5.9
15.2
Sep 15
B0F7FR7
ITC 1.39
0.03
ITC Holdings
39.25
155
6,092
6.4
17.7
-2.9
2,757
105
2.96
15.0
2.1
7.8
2.8
15.2
Sep 15
2328915
NEE 10.53
0.23
NextEra Energy Inc
103.89
444
46,140
4.0
6.5
-2.3
2,387
240
4.93
72.5
0.4
2.0
0.2
0.5
Sep 15
2212922
NRG 0.84
0.02
NRG Energy
11.77
314
3,698
-4.8
-20.7
-56.3
10,541
109
4.15
28.1
1.5
5.6
1.3
5.2
Sep 15
2971698
POM 1.50
0.03
Pepco Holdings
26.01
253
6,582
1.3
7.4
-3.4
1,579
41
3.42
29.4
1.6
5.0
1.5
5.5
Sep 15
2689560
PCG 5.82
0.13
PG & E Corp.
53.19
480
25,530
0.9
0.7
-0.1
2,406
127
3.88
17.8
1.5
6.6
2.0
8.8
Sep 15
2048804
PNW 1.63
0.03
Pinnacle W Capl Cp
64.48
111
7,141
1.8
0.5
-5.6
971
61
4.42
23.4
2.2
6.9
1.8
15.1
Sep 15
2680905
PPL 5.20
0.11
PPL Corporation
34.13
668
22,802
0.3
3.8
1.2
4,425
149
Russell U.S. Index Series December 2015
1–28 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Electricity 4.03
10.7
1.5
6.2
1.8
14.8
Sep 15
2707677
PEG 4.47
0.10
Public Svc Entp Grp
38.69
506
19,572
-1.0
-8.2
-6.6
2,930
112
4.64
17.4
2.1
7.9
2.3
11.5
Sep 15
2829601
SO 9.70
0.21
Southern Co
46.79
908
42,498
5.1
4.7
-4.7
4,472
204
3.38
46.7
2.4
9.4
2.4
8.4
Sep 15
2880255
TE 1.43
0.03
Teco Energy
26.65
235
6,266
1.3
1.5
30.1
1,837
49
11.13
-23.0
0.8
-70.7
8.0
-5.9
Sep 15
BP46HS5
TERP 0.17
0.00
TerraForm Power
12.58
58
725
82.3
-11.5
-59.3
7,044
74
3.40
20.3
1.6
7.6
2.3
8.5
Sep 15
2484000
WR 1.37
0.03
Westar Energy
42.41
141
5,991
-0.6
10.3
2.8
920
39
3.56
18.7
1.7
6.6
1.6
9.4
Sep 15
2614807
XEL 4.15
0.09
Xcel Energy
35.91
507
18,203
0.7
1.4
0.0
3,870
137
3.81
17.4
1.8
6.6
1.8
10.9
438,335
1.86
0.51
-8.86
Gas Water & Multiutilities
3.20
19.3
2.0
7.7
1.4
10.3
Sep 15
2060961
GAS 4.41
0.04
AGL Resources
63.81
120
7,653
2.0
4.5
17.1
886
56
3.93
16.1
1.5
5.7
1.7
8.6
Sep 15
2050832
AEE 6.04
0.05
Ameren Corp
43.23
243
10,489
-1.2
2.3
-6.3
1,938
83
2.28
22.7
2.1
9.3
3.6
9.3
Sep 15
B2R3PV1
AWK 6.19
0.05
American Water Works
59.75
180
10,753
3.4
8.5
12.1
978
57
2.39
22.0
3.1
13.8
6.8
13.3
Sep 15
2685234
WTR 3.04
0.03
Aqua America
29.80
177
5,277
1.5
12.6
11.6
830
25
2.66
20.3
2.0
7.8
1.5
10.0
Sep 15
2315359
ATO 3.67
0.03
Atmos Energy
63.04
101
6,368
1.2
8.4
13.1
522
33
5.39
-ve
1.9
4.4
0.8
-0.2
Sep 15
2440637
CNP 4.55
0.04
CenterPoint Energy
18.36
430
7,899
8.3
1.8
-21.6
6,061
104
4.62
20.3
1.2
6.8
2.1
5.9
Sep 15
B7VD3F2
DUK 28.43
0.24
Duke Energy Corp
71.39
692
49,369
5.4
-0.8
-14.5
3,359
232
3.70
-9.5
1.8
4.9
2.1
-17.1
Sep 15
2626103
NFG 2.08
0.02
Natl Fuel Gas Co
42.75
84
3,609
-6.5
-14.5
-38.5
832
34
3.18
16.3
1.6
4.3
1.0
8.2
Sep 15
2645409
NI 3.57
0.03
Nisource
19.51
317
6,192
1.7
5.2
17.0
2,541
49
9.98
16.3
12.4
4.4
0.4
61.2
Sep 15
2130109
OKE 2.97
0.03
ONEOK Inc
24.66
209
5,148
-16.4
-23.4
-50.5
4,729
106
4.31
15.5
2.6
6.7
2.9
17.1
Sep 15
2717483
STR 1.97
0.02
Questar Corp
19.48
176
3,423
2.8
0.4
-22.9
1,674
32
3.60
11.5
1.6
7.3
1.7
14.5
Sep 15
2545844
SCG 4.98
0.04
Scana Corp
60.49
143
8,645
2.3
7.5
0.1
908
54
2.98
18.1
2.0
9.4
2.1
11.1
Sep 15
2138158
SRE 13.41
0.11
Sempra Energy
94.01
248
23,275
-5.3
-2.8
-15.6
1,262
120
2.70
20.8
2.2
6.0
0.9
10.5
Sep 15
2910118
UGI 3.35
0.03
UGI Corp Hlds
33.76
172
5,824
-2.6
-3.0
-11.1
1,302
43
3.77
18.6
2.1
6.8
1.3
11.7
Sep 15
2572949
VVC 2.02
0.02
Vectren Corp
42.42
83
3,505
-0.4
1.0
-8.2
373
16
3.57
28.1
1.9
13.5
3.3
8.8
Sep 15
BYY8XK8
WEC 9.33
0.08
WEC Energy Group
51.31
316
16,198
4.0
-1.7
-2.7
1,923
96
4.16
20.4
1.4
7.3
2.0
6.9
173,626
1.13
-0.07
-9.53
Banks
2.35
14.5
1.0
10.7
2.8
6.7
Sep 15
2055718
ASB 0.24
0.01
Associated Banc-Corp
18.75
153
2,860
-8.6
4.3
0.6
1,213
23
1.19
10.7
0.8
16.0
1.8
6.7
Sep 15
2295677
BAC 14.98
0.87
Bank of America
16.83
10,502
176,750
-3.4
8.0
-5.9
79,713
1,376
2.86
17.2
2.5
16.5
4.6
14.8
Sep 15
2074070
BOH 0.23
0.01
Bank of Hawaii
62.90
44
2,743
-9.1
-0.9
6.1
376
24
2.33
16.0
1.7
-ve
4.4
11.0
Sep 15
B3NNTZ4
BKU 0.32
0.02
BankUnited
36.06
103
3,729
-4.6
0.9
24.5
889
33
2.86
13.8
1.2
9.3
3.0
8.3
Sep 15
2830904
BBT 2.49
0.14
BB&T Corporation
37.81
776
29,332
-2.1
6.2
-2.8
4,245
161
2.88
14.0
1.2
13.4
3.0
8.8
Sep 15
2109091
BOKF 0.14
0.01
BOK Financial Corp
59.79
28
1,688
-13.2
-7.6
-0.4
355
22
0.39
11.0
0.7
5.9
1.7
6.5
Sep 15
2297907
C 13.31
0.77
Citigroup
51.75
3,034
157,017
-4.3
4.3
-4.4
16,255
859
1.53
16.9
0.7
7.8
2.6
4.2
Sep 15
BQRX1X3
CFG 0.69
0.04
Citizens Financial G
26.19
312
8,168
-1.7
9.8
5.3
5,553
147
2.01
13.6
1.0
8.4
2.8
7.3
Sep 15
2212870
CMA 0.63
0.04
Comerica
41.83
178
7,446
-9.8
1.8
-10.7
2,314
99
2.01
16.1
1.9
12.0
3.8
11.1
Sep 15
2213204
CBSH 0.31
0.02
Commerce Bancshares
42.54
86
3,678
-7.4
-2.0
2.7
535
23
3.53
12.8
1.4
9.8
3.7
10.2
Sep 15
2239556
CFR 0.28
0.02
Cullen Frost Bankers
60.00
54
3,252
-14.0
-5.6
-15.1
682
43
1.92
15.4
1.9
15.5
5.2
13.2
Sep 15
2487407
EWBC 0.51
0.03
East West Bancorp
41.56
144
5,978
-4.2
8.2
7.4
784
33
2.59
11.1
1.1
6.8
2.5
9.2
Sep 15
2336747
FITB 1.38
0.08
Fifth Third Bancorp
20.10
810
16,280
-2.8
6.3
-1.3
8,665
176
1.65
39.8
1.6
9.9
2.7
3.7
Sep 15
2341484
FHN 0.29
0.02
First Horizon Natl
14.52
233
3,390
-2.4
2.4
6.9
2,164
31
2.95
15.6
1.0
3.4
2.5
6.1
Sep 15
2421171
FNFG 0.33
0.02
First Niagara Finl
10.85
355
3,852
0.6
6.3
28.7
3,352
36
0.91
18.9
2.1
21.0
5.2
9.9
Sep 15
B4WHY15
FRC 0.80
0.05
First Republic Bank
66.06
142
9,397
-4.1
5.2
26.7
749
50
2.53
13.0
1.4
8.1
3.0
10.5
Sep 15
2445966
HBAN 0.76
0.04
Huntington Bancshare
11.06
809
8,942
-5.4
4.3
5.1
10,023
112
2.67
10.4
1.1
6.7
2.4
9.8
Sep 15
2190385
JPM 20.77
1.20
JPMorgan Chase & Co
66.03
3,711
245,043
-1.0
8.3
5.5
14,421
953
2.27
11.7
1.1
7.8
2.5
8.8
Sep 15
2490911
KEY 0.95
0.05
Keycorp
13.19
848
11,189
0.6
1.4
-5.1
13,783
180
2.31
17.5
1.6
13.0
4.0
8.5
Sep 15
2340168
MTB 1.64
0.09
M&T Bank
121.18
160
19,348
-3.3
-0.6
-3.5
899
110
6.13
16.4
1.4
15.1
4.2
8.3
Sep 15
2711656
NYCB 0.67
0.04
New York Community
16.32
485
7,914
-0.5
-9.6
2.0
4,772
79
4.64
17.4
1.4
14.6
6.9
8.4
Sep 15
2619772
PACW 0.41
0.02
PacWest Bancorp
43.10
112
4,826
-8.3
0.7
-5.2
767
34
4.15
19.9
1.1
12.5
3.6
5.4
Sep 15
B1W41J2
PBCT 0.42
0.02
People's United Fina
16.15
309
4,992
-3.6
2.7
6.4
4,121
67
2.14
11.7
1.2
9.6
3.0
9.2
Sep 15
2692665
PNC 4.18
0.24
PNC Financial Svc Gp
95.31
518
49,363
-0.2
6.8
4.5
2,185
208
1.06
3.6
0.6
5.7
1.5
17.0
Sep 15
B86QM90
BPOP 0.25
0.01
Popular Inc
28.34
103
2,933
-4.6
-6.3
-16.8
809
23
2.50
12.7
0.8
7.1
2.3
5.9
Sep 15
B01R311
RF 1.09
0.06
Regions Financial
9.60
1,340
12,867
-5.3
6.5
-9.1
17,353
168
-
22.0
2.7
15.9
8.0
13.5
Sep 15
B00JQL9
SBNY 0.66
0.04
Signature Bank
153.37
51
7,771
-3.0
11.5
21.8
574
89
9.20
13.5
1.9
16.7
3.5
10.7
Sep 15
2101967
SLM 0.24
0.01
SLM Corp
6.52
426
2,775
-3.5
-11.9
-36.0
3,280
21
2.24
11.9
1.0
9.1
2.6
8.0
Sep 15
2860990
STI 1.87
0.11
Suntrust Banks
42.84
516
22,115
-1.3
12.0
2.2
3,667
158
-
19.3
1.9
23.1
4.1
10.7
Sep 15
2808053
SIVB 0.52
0.03
SVB Financial Group
118.90
51
6,092
-10.3
2.9
2.4
602
74
1.48
19.1
1.5
10.5
3.6
7.2
Sep 15
BMH4NJ8
SNV 0.37
0.02
Synovus Financial Co
32.38
133
4,313
-3.0
9.4
19.5
964
31
2.12
14.1
1.2
8.7
1.8
7.7
Sep 15
2868455
TCB 0.20
0.01
TCF Financial
14.12
169
2,385
-7.8
-6.9
-11.1
1,426
21
2.12
77.3
3.2
52.1
13.6
4.0
Sep 15
B1W8J67
TFSL 0.11
0.01
TFS Financial
18.83
66
1,243
0.3
9.2
26.5
272
5
2.39
12.9
1.9
12.2
3.5
13.3
Sep 15
2736035
USB 6.06
0.35
US Bancorp
42.67
1,675
71,481
-2.8
4.0
-5.1
6,445
279
2.76
12.1
1.6
9.5
3.1
12.3
Sep 15
2649100
WFC 21.46
1.24
Wells Fargo & Co.
54.36
4,659
253,255
-1.3
5.9
-0.8
15,507
847
0.88
19.4
0.8
12.0
2.4
3.8
Sep 15
2989828
ZION 0.47
0.03
Zions Bancorp
27.30
203
5,548
-8.9
-0.9
-4.2
3,331
93
2.17
11.2
1.1
8.4
2.4
9.1
1,179,959
-2.55
5.95
-0.68
Nonlife Insurance
2.29
14.1
1.4
8.5
2.0
9.6
Sep 15
B3BQMF6
- 5.46
0.19
Ace Ltd
116.85
327
38,162
1.7
13.0
1.7
2,134
247
-
13.7
1.0
20.0
1.4
7.3
Sep 15
2016801
Y 1.09
0.04
Alleghany
477.93
16
7,647
-6.2
2.1
3.1
54
26
2.80
15.9
0.9
8.1
1.4
5.9
Sep 15
B4LMCN9
AWH 0.51
0.02
Allied World Assuran
37.19
95
3,550
2.4
-2.6
-1.9
718
26
December 2015 Russell U.S. Index Series
FTSE Russell 1–29
Russell 1000®
Index 1–29
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Nonlife Insurance 1.93
9.6
1.3
7.4
0.7
12.5
Sep 15
2019952
ALL 3.44
0.12
Allstate Corp
62.09
387
24,048
-1.1
6.6
-11.6
2,545
159
2.82
18.3
1.5
5.2
1.1
8.3
Sep 15
2134532
AFG 0.71
0.02
American Finance Grp
72.08
69
4,971
-1.2
6.1
20.4
331
24
1.81
16.3
0.9
15.0
1.2
5.1
Sep 15
2027342
AIG 10.96
0.38
American Intl Group
61.97
1,237
76,658
-2.5
9.1
10.6
8,998
550
3.13
11.0
0.7
4.9
0.9
6.4
Sep 15
2028420
ANAT 0.11
0.00
American National
102.27
7
739
-4.7
4.7
-10.5
37
4
1.95
10.7
2.5
4.7
1.3
22.4
Sep 15
B1H4YP4
AFSI 0.36
0.01
AmTrust Financial Se
61.58
41
2,520
-1.5
-2.2
9.5
468
29
1.30
20.0
4.3
11.6
2.1
19.2
Sep 15
B5BT0K0
AON 3.72
0.13
Aon plc
92.21
282
25,989
-2.7
4.1
-2.8
1,272
119
-
12.3
1.5
8.2
2.1
11.3
Sep 15
2740542
ACGL 1.24
0.04
Arch Capital Gp
69.75
124
8,651
-3.8
-5.1
18.0
404
29
3.62
20.9
2.0
15.6
1.6
10.0
Sep 15
2359506
AJG 0.98
0.03
Arthur J Gallagher
40.94
168
6,876
-6.4
-0.8
-13.0
1,385
58
1.74
10.8
0.9
4.8
1.1
7.9
Sep 15
2172372
AHL 0.43
0.01
Aspen Insurance Hldg
48.30
62
2,976
-4.4
3.9
10.3
271
13
1.82
3.2
0.7
6.5
1.8
21.9
Sep 15
B00V7H8
AGO 0.53
0.02
Assured Guaranty
26.43
141
3,735
0.0
5.7
1.7
1,542
40
2.49
8.1
1.0
6.3
1.2
11.5
Sep 15
2677606
AXS 0.81
0.03
Axis Capital Holding
56.22
101
5,674
0.4
4.7
10.0
495
28
0.88
13.4
1.6
9.2
0.9
11.6
Sep 15
2093644
WRB 0.76
0.03
Berkley W R
54.75
97
5,323
-1.6
0.7
6.8
509
28
-
16.3
1.5
15.7
1.9
9.4
Sep 15
2073390
- 35.12
1.20
Berkshire Hathaway B
132.04
1,860
245,575
-1.5
1.3
-12.1
4,056
540
1.53
22.1
2.1
11.8
2.9
9.5
Sep 15
2692687
BRO 0.53
0.02
Brown & Brown
32.10
116
3,719
-1.1
3.6
-2.5
522
17
1.72
14.8
2.0
14.0
2.1
13.6
Sep 15
2195722
- 4.36
0.15
Chubb Corp
132.64
230
30,474
1.6
8.1
28.2
1,416
186
3.11
15.0
1.9
11.1
2.0
13.2
Sep 15
2196888
CINF 1.39
0.05
Cincinnati Fin Cp
59.17
164
9,725
-2.4
10.8
15.0
655
39
2.84
12.7
0.7
6.6
1.0
6.0
Sep 15
2204866
CNA 0.14
0.00
CNA Financial Corp
35.15
27
946
-4.3
0.6
-4.8
128
5
2.19
13.3
1.0
16.0
2.1
8.2
Sep 15
2353014
ENH 0.57
0.02
Endurance Specialty
63.99
62
3,982
-3.0
4.9
6.9
237
15
3.05
29.1
6.6
6.4
0.8
22.5
Sep 15
2311711
ERIE 0.33
0.01
Erie Indemnity
95.64
24
2,322
-0.7
15.3
5.4
74
7
2.51
10.4
1.3
7.5
1.7
12.8
Sep 15
2556868
RE 1.16
0.04
Everest Re Group
183.09
44
8,135
-0.7
5.6
7.5
265
49
2.26
10.2
1.2
6.2
0.7
12.1
Sep 15
2020415
THG 0.51
0.02
Hanover Insurance Gp
81.34
44
3,597
-3.9
4.7
14.0
205
17
1.93
10.8
1.1
9.4
1.0
9.6
Sep 15
2476193
HIG 2.61
0.09
Hartford Fin Svc Gp
43.46
420
18,250
-4.8
-5.1
4.2
2,508
111
0.65
20.3
0.8
4.6
0.9
3.7
Sep 15
2523022
L 1.71
0.06
Loew's
38.40
311
11,955
1.3
6.3
-8.6
1,386
52
-
24.8
2.0
17.3
2.4
8.4
Sep 15
2566436
MKL 1.76
0.06
Markel Corp
883.35
14
12,319
-2.4
10.2
29.4
87
78
2.24
19.1
4.6
12.8
2.2
21.1
Sep 15
2567741
MMC 4.26
0.15
Marsh & Mclennan
55.45
537
29,770
0.3
6.2
-3.1
2,201
123
5.33
84.9
1.4
10.4
0.8
1.6
Sep 15
2578464
MCY 0.18
0.01
Mercury General
46.57
27
1,260
-10.0
-7.8
-17.8
204
10
3.97
12.2
1.2
-26.6
0.9
10.1
Sep 15
2659109
ORI 0.70
0.02
Old Republic Intl
18.63
261
4,865
-1.7
19.1
27.3
1,671
31
2.00
32.6
1.0
7.8
1.0
3.0
Sep 15
2671932
PRE 0.95
0.03
PartnerRe
139.74
48
6,670
0.4
0.6
22.4
328
46
2.56
17.8
1.3
27.1
3.1
6.8
Sep 15
2612737
PRA 0.38
0.01
ProAssurance
48.53
55
2,670
-6.3
1.0
9.8
285
14
2.16
14.5
2.8
11.0
1.0
20.7
Sep 15
2705024
PGR 2.67
0.09
Progressive Corp
31.80
587
18,658
3.2
3.8
17.8
3,246
101
1.73
10.7
1.1
2.4
0.5
10.1
Sep 15
2731193
RGA 0.81
0.03
Reinsurance Group of
85.55
66
5,663
-6.9
-5.6
-2.4
227
20
1.06
9.9
1.2
7.5
3.9
11.9
Sep 15
2728429
RNR 0.75
0.03
RenaissanceRe
113.19
46
5,213
2.2
6.5
16.4
293
33
2.16
9.6
1.5
9.3
1.3
15.6
Sep 15
2769503
TRV 5.14
0.18
Travelers Cos Inc.
112.86
319
35,968
-1.5
13.4
6.6
1,878
211
2.77
8.9
1.0
15.7
1.8
11.6
Sep 15
B23HRW2
VR 0.56
0.02
Validus Holdings Ltd
46.29
85
3,915
-1.9
2.7
11.4
432
20
0.14
41.9
1.1
34.8
1.6
2.3
Sep 15
2339252
WTM 0.59
0.02
White Mountains Insu
726.81
6
4,133
-10.0
-2.7
15.3
17
13
2.04
10.4
1.0
12.1
1.6
10.9
Sep 15
B5LRLL2
XL 1.72
0.06
XL Group
39.18
307
12,014
2.6
7.9
14.0
2,081
80
0.47
15.8
1.4
14.4
1.7
9.1
699,319
-1.40
4.50
-0.48
Life Insurance
2.74
10.2
1.8
3.9
1.1
17.6
Sep 15
2026361
AFL 16.08
0.13
Aflac
59.90
434
25,990
-8.2
3.0
-1.9
2,139
132
2.48
42.2
1.3
15.5
0.5
2.9
Sep 15
2331430
AIZ 3.38
0.03
Assurant
80.54
68
5,470
-5.8
1.9
17.7
539
45
-
-1.7
0.2
0.8
0.2
-6.0
Sep 15
B011WL6
GNW 1.15
0.01
Genworth Financial A
3.73
497
1,855
-26.1
-19.3
-56.1
6,893
28
1.59
10.2
1.0
4.9
0.9
9.7
Sep 15
2516378
LNC 7.87
0.06
Lincoln National Cor
50.26
253
12,717
-8.6
5.9
-12.8
1,859
97
3.11
9.0
0.9
3.3
0.7
10.6
Sep 15
2573209
MET 27.94
0.22
Metlife
48.21
937
45,162
-5.6
2.2
-10.9
6,390
310
3.38
10.6
1.4
4.3
1.3
12.5
Sep 15
2803014
PFG 8.19
0.06
Principal Financial
44.98
294
13,241
-12.6
-5.0
-13.4
1,657
78
3.44
10.8
1.4
1.9
0.7
13.0
Sep 15
2819118
PRU 22.82
0.18
Prudential Financial
81.41
453
36,879
-5.9
6.8
-10.0
2,337
194
1.23
20.6
2.1
20.1
1.7
10.2
Sep 15
2409575
SFG 2.97
0.02
Stancorp Fincl
113.88
42
4,807
0.2
-0.3
63.0
180
21
0.94
13.0
1.6
8.2
1.8
12.3
Sep 15
2896713
TMK 4.46
0.04
Torchmark Corp
57.16
126
7,208
-5.7
1.3
5.5
673
39
2.22
22.6
1.0
6.6
0.8
4.2
Sep 15
2433842
UNM 5.14
0.04
Unum Group
33.29
250
8,306
-9.2
3.8
-4.6
1,443
50
3.06
9.9
1.1
2.9
0.8
11.5
161,635
-7.29
2.65
-7.43
Real Estate Investment & Services
0.00
+ve
2.8
11.4
2.6
1.8
Sep 15
BXP2BR5
BKFS 1.92
0.00
Black Knight Financi
33.06
21
684
-4.7
1.6
-
180
6
-
20.1
4.5
18.1
1.3
24.4
Sep 15
B6WVMH3
CBG 27.77
0.05
CBRE Group
34.58
286
9,891
-7.7
8.1
1.0
1,679
60
0.00
-
-
-
-
-
Dec 14
-
- 13.45
0.02
Forest City A
21.93
218
4,790
-1.4
8.9
3.0
-
-
0.00
33.7
1.9
-50.2
7.0
5.9
Sep 15
B5VR4H9
HHC 12.62
0.02
Howard Hughes
113.16
40
4,493
-8.6
-1.4
-13.2
149
17
0.36
16.4
2.9
13.9
1.3
18.1
Sep 15
2040640
JLL 20.14
0.04
Jones Lang Lasalle
159.86
45
7,172
-3.8
11.2
6.6
281
45
-
27.3
2.2
10.3
1.0
8.6
Sep 15
B5T0CW1
RLGY 15.09
0.03
Realogy Holdngs
36.67
147
5,373
-11.2
-2.6
-17.6
1,261
48
-
-12.1
0.6
37.5
5.0
-8.2
Sep 15
BVYJBR3
ZG 3.22
0.01
Zillow Group
26.04
44
1,146
0.0
-9.4
-21.1
674
18
0.00
-20.8
1.0
64.2
8.5
-8.2
Sep 15
BYXJF62
Z 5.80
0.01
Zillow Group CL C
23.48
88
2,066
-4.7
-13.0
-
1,017
25
0.08
24.7
3.3
19.7
1.5
14.5
35,614
-6.35
3.58
-7.37
Real Estate Investment Trusts
3.41
70.6
1.9
16.6
9.0
2.4
Sep 15
2009210
ARE 0.88
0.03
Alexandria Real Esta
90.36
72
6,510
-1.9
6.7
1.8
393
36
3.87
40.6
1.7
17.7
6.3
4.3
Sep 15
B02H871
ACC 0.63
0.02
American Campus Comm
41.34
112
4,643
2.3
14.1
0.0
802
32
13.84
-8.7
0.8
3.8
21.6
-7.9
Sep 15
B2R8TC5
AGNC 0.82
0.03
American Capital Age
17.34
353
6,117
-3.4
-7.3
-20.6
2,877
50
1.20
-56.9
1.1
22.6
8.7
-1.8
Sep 15
BCF5RR9
AMH 0.37
0.01
American Homes 4 Ren
16.66
166
2,760
-0.7
3.6
-2.2
3,126
51
2.02
64.7
6.2
20.7
10.0
11.7
Sep 15
B7FBFL2
AMT 5.52
0.20
American Tower Corp
96.95
423
41,018
-2.4
10.2
-1.9
1,957
190
12.79
-10.3
0.8
1.5
10.7
-6.8
Sep 15
2113456
NLY 1.20
0.04
Annaly Capital Manag
9.38
948
8,890
-2.1
-5.0
-13.2
7,057
67
3.00
28.8
4.3
18.3
6.4
4.3
Sep 15
2057059
AIV 0.84
0.03
Apartment Inv Manage
40.03
156
6,256
5.0
8.1
7.8
1,176
46
Russell U.S. Index Series December 2015
1–30 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Real Estate Investment Trusts 4.01
22.3
1.3
14.1
4.4
5.5
Sep 15
BXRTX56
APLE 0.47
0.02
Apple Hospitality RE
19.97
175
3,503
2.4
7.5
-
2,474
49
2.72
34.7
2.6
28.5
15.0
7.7
Sep 15
2131179
AVB 3.28
0.12
Avalonbay Communitie
184.13
132
24,340
1.3
5.3
12.7
947
170
4.39
23.3
1.6
13.9
7.2
7.0
Sep 15
B02GMQ5
BMR 0.65
0.02
BioMed Realty Trust
23.69
204
4,823
0.9
18.6
10.0
2,688
63
2.04
31.6
3.3
22.4
8.2
10.7
Sep 15
2019479
BXP 2.63
0.10
Boston Property
127.54
153
19,566
3.0
8.8
0.1
756
96
4.39
80.8
1.2
12.2
4.0
1.4
Sep 15
2518954
BDN 0.33
0.01
Brandywine Rlty
13.66
180
2,457
-0.7
10.9
-14.5
1,600
21
3.49
47.5
2.7
15.0
6.2
6.0
Sep 15
BFTDJL8
BRX 0.60
0.02
Brixmor Property Gro
25.82
173
4,468
2.8
10.0
3.9
1,520
38
3.65
18.2
2.4
16.7
6.6
13.2
Sep 15
2166320
CPT 0.90
0.03
Camden Property
76.76
87
6,666
0.5
3.9
4.0
671
51
3.73
17.2
2.1
10.4
8.7
6.7
Sep 15
BYNH8G7
CCP 0.34
0.01
Care Capital Propert
30.57
83
2,529
-3.4
-7.2
-
598
18
8.57
10.4
1.5
4.3
2.0
14.7
Sep 15
2167475
CBL 0.28
0.01
CBL & Associates
12.37
167
2,066
-5.4
-10.0
-36.3
1,587
20
14.08
18.2
0.8
14.9
2.9
4.2
Sep 15
BVZCNC0
CIM 0.35
0.01
Chimera Investment
13.64
189
2,578
-3.2
2.0
-14.2
2,138
30
5.11
32.4
1.1
13.0
5.4
3.4
Sep 15
BFLY9C0
CXP 0.40
0.01
Columbia Property Tr
23.48
125
2,937
-6.3
1.2
-7.4
455
11
8.78
+ve
-2.6
+ve
78.1
-
Sep 15
BVYV0D8
CSAL 0.30
0.01
Communications Sales
18.69
121
2,255
-3.9
4.4
-
1,354
26
5.04
16.7
1.6
11.5
3.5
8.7
Sep 15
2756152
OFC 0.28
0.01
Corporate Office
21.83
95
2,064
-2.1
3.8
-23.1
969
21
8.15
15.3
2.1
8.8
1.9
13.7
Sep 15
2759418
CXW 0.42
0.02
Corrections Corp of
26.49
117
3,100
2.8
-10.3
-27.1
954
25
4.09
18.9
4.0
18.6
7.8
7.7
Sep 15
BTGQCX1
CCI 3.89
0.14
Crown Castle Intl Co
86.45
334
28,854
0.6
9.6
9.8
2,244
193
4.10
-34.0
2.0
13.5
6.1
-7.6
Sep 15
B6S2DF5
DDR 0.69
0.02
DDR Corp
16.84
303
5,100
-1.2
9.5
-8.3
2,197
37
4.50
36.7
3.8
13.6
5.9
6.9
Sep 15
B03GQS4
DLR 1.49
0.05
Digital Realty Trust
75.62
146
11,067
4.9
15.8
14.1
1,173
86
2.82
82.5
2.4
17.7
7.6
2.8
Sep 15
B1G3M58
DEI 0.61
0.02
Douglas Emmett
31.18
146
4,548
0.6
8.6
9.8
869
26
3.43
12.1
2.2
18.3
5.4
5.4
Sep 15
2284084
DRE 0.98
0.04
Duke Realty
21.02
345
7,253
3.3
11.5
5.1
3,101
64
1.88
69.5
4.1
12.2
3.3
6.3
Sep 15
BF321D7
ESRT 0.27
0.01
Empire State Realty
18.07
111
2,013
-1.7
6.1
2.8
1,077
19
2.24
-ve
12.5
24.9
7.6
-8.7
Sep 15
BVLZX12
EQIX 2.51
0.09
Equinix Inc
302.40
62
18,621
2.0
15.1
38.7
710
210
3.61
-34.4
1.2
14.0
4.1
-3.0
Sep 15
BPH3N63
EQC 0.48
0.02
Equity Commonwealth
27.73
130
3,597
0.4
1.8
8.0
688
19
2.25
41.7
7.1
21.2
7.3
14.7
Sep 15
2563125
ELS 0.76
0.03
Equity Lifestyle Pro
66.67
84
5,616
6.9
13.8
29.3
450
29
2.71
33.6
2.8
23.5
10.5
8.5
Sep 15
2319157
EQR 4.00
0.15
Equity Residential
81.59
364
29,698
2.2
8.6
13.6
1,674
133
2.41
81.4
2.6
26.5
15.5
3.2
Sep 15
2316619
ESS 2.11
0.08
Essex Prop Trust
239.41
65
15,646
3.7
7.2
15.9
464
109
2.68
48.3
5.2
33.3
16.8
11.7
Sep 15
B02HWR9
EXR 1.46
0.05
Extra Space Storage
88.21
123
10,831
5.3
14.3
50.4
986
86
2.57
57.5
6.1
29.1
14.8
10.2
Sep 15
2333931
FRT 1.35
0.05
Federal Realty Invs
146.10
69
10,034
-0.3
7.1
9.5
310
45
7.84
22.4
-13.5
10.3
5.0
-
Sep 15
BFPK4S5
GLPI 0.33
0.01
Gaming & Leisure Pro
27.80
88
2,452
2.2
-6.4
-5.2
982
27
2.79
16.4
3.0
24.6
9.2
17.7
Sep 15
B56VLR5
GGP 2.11
0.08
General Growth Prop
27.21
577
15,701
6.8
4.8
-3.3
4,737
124
5.91
75.8
1.7
14.4
7.8
2.2
Sep 15
2417578
HCP 2.38
0.09
HCP
38.24
462
17,654
7.6
2.7
-13.2
3,831
139
4.38
78.3
2.4
20.5
8.6
3.2
Sep 15
BT9QF28
HTA 0.45
0.02
Healthcare Trust Of
26.97
125
3,377
3.3
10.0
0.1
694
18
7.65
16.3
1.3
8.6
2.3
7.4
Sep 15
2438966
HPT 0.53
0.02
Hospitality Properti
26.15
150
3,921
-5.1
3.0
-15.0
952
25
5.22
17.9
1.7
9.4
2.2
9.1
Sep 15
2567503
HST 1.57
0.06
Host Hotels & Resort
15.34
758
11,623
-7.6
-3.0
-35.5
8,260
131
7.18
43.4
9.3
11.2
1.8
24.4
Sep 15
BVFTF03
IRM 0.77
0.03
Iron Mountain
27.01
211
5,687
-2.8
-12.9
-30.1
1,349
37
2.21
24.7
2.0
22.4
11.2
7.8
Sep 15
2495529
KRC 0.75
0.03
Kilroy Realty
63.28
88
5,572
-5.2
-2.9
-8.4
581
37
3.85
19.2
2.2
15.7
10.9
11.3
Sep 15
2491594
KIM 1.47
0.05
Kimco Realty Cp
26.46
413
10,921
1.4
8.3
5.3
3,402
88
4.60
14.3
5.0
10.9
3.8
36.7
Jun 15
BSPHGN6
LAMR 0.65
0.02
Lamar Advertising
59.98
81
4,857
2.7
14.9
11.8
511
30
6.12
19.1
1.6
12.5
5.5
8.0
Sep 15
2513681
LPT 0.62
0.02
Liberty Ppty Trust
31.05
149
4,641
-8.4
-1.5
-17.5
1,085
35
3.37
8.5
2.3
28.0
11.5
34.8
Sep 15
2543967
MAC 1.72
0.06
Macerich
80.69
158
12,770
3.3
10.3
1.6
1,114
88
12.12
7.7
0.8
10.8
5.3
10.1
Sep 15
2418162
MFA 0.33
0.01
MFA Financial
6.60
370
2,445
-5.4
-3.1
-17.4
2,614
18
3.39
21.2
2.3
17.7
6.9
10.9
Sep 15
2589132
MAA 0.92
0.03
Mid-America Apartmnt
90.81
75
6,842
2.5
10.9
21.6
404
36
4.34
26.2
2.1
18.0
12.5
6.5
Sep 15
2211811
NNN 0.72
0.03
National Retail Prop
40.05
134
5,367
4.1
10.4
1.7
1,179
46
1.27
-ve
1.1
-ve
64.0
-ve
Sep 15
BYZBSK1
NRE 0.10
0.00
NorthStar Realty Eur
11.81
61
718
3.3
-
-
1,226
14
17.62
-10.3
0.8
17.9
3.0
-7.2
Sep 15
BYZBSG7
NRF 0.42
0.02
NorthStar Realty Fin
17.03
182
3,107
-5.6
-17.3
-41.9
3,401
57
6.40
29.6
1.8
18.7
13.0
8.7
Sep 15
2043274
OHI 0.86
0.03
Omega Healthcare Inv
34.98
183
6,392
1.6
-0.5
-10.5
1,157
39
6.23
41.2
2.2
10.5
2.2
5.0
Sep 15
BSP6611
OUT 0.40
0.01
Outfront Media
21.83
137
2,999
-4.5
5.0
-18.5
740
16
2.10
89.2
1.0
-53.8
13.1
2.0
Sep 15
BSL7HC6
PGRE 0.44
0.02
Paramount Group
18.10
179
3,232
-1.5
7.7
-2.6
666
12
4.45
78.2
2.2
18.3
8.3
2.7
Sep 15
B3M3278
PDM 0.37
0.01
Piedmont Office Real
18.88
146
2,747
-3.1
5.5
0.2
995
19
3.69
36.1
5.5
17.8
5.6
14.4
Sep 15
2692397
PCL 1.13
0.04
Plum Creek Timber Co
47.72
176
8,381
-6.1
20.8
11.5
1,074
52
2.97
40.6
2.6
20.3
8.5
6.2
Sep 15
2705262
PPS 0.43
0.02
Post Properties
59.16
55
3,230
0.3
1.5
0.7
370
22
3.73
19.3
1.5
34.2
9.0
8.3
Sep 15
B44WZD7
PLD 3.03
0.11
Prologis
42.92
524
22,492
0.4
10.3
-0.3
3,005
127
2.75
33.1
8.4
26.6
19.5
14.0
Sep 15
2852533
PSA 4.83
0.18
Public Storage
247.70
145
35,876
3.2
17.0
34.0
886
218
4.50
61.4
2.1
9.9
4.6
3.1
Sep 15
2473138
RYN 0.38
0.01
Rayonier
22.20
127
2,816
-8.0
0.6
-20.5
653
15
4.44
46.3
2.3
21.1
13.2
4.8
Sep 15
2724193
O 1.74
0.06
Realty Income
51.63
250
12,886
4.1
8.9
8.2
2,144
108
2.85
30.8
4.1
21.9
11.8
11.1
Sep 15
2726177
REG 0.87
0.03
Regency Centers
68.12
94
6,425
1.1
9.6
6.8
520
35
4.49
23.7
1.6
13.4
5.6
6.7
Sep 15
B7QR337
RPAI 0.47
0.02
Retail Properties of
14.77
237
3,503
-3.5
4.8
-11.5
1,170
17
10.51
22.1
1.0
10.4
4.2
5.1
Sep 15
2501631
SNH 0.47
0.02
Senior Housing Prope
14.84
235
3,488
3.7
-7.5
-32.2
1,983
29
3.29
36.3
13.8
21.3
12.4
35.3
Sep 15
2812452
SPG 8.15
0.30
Simon Property Group
194.44
311
60,523
4.4
5.8
6.8
1,340
253
2.55
46.0
1.6
21.1
7.4
2.9
Sep 15
2096847
SLG 1.51
0.06
SL Green Realty
112.98
100
11,251
-4.3
4.5
-5.1
639
73
6.99
31.9
1.2
18.2
7.4
1.3
Sep 15
BBVHWR7
SRC 0.60
0.02
Spirit Realty Capita
10.02
441
4,423
2.0
9.6
-15.7
3,394
34
9.34
11.0
1.2
12.0
5.1
11.0
Sep 15
B3PQ520
STWD 0.66
0.02
Starwood Property Tr
20.56
238
4,896
1.1
0.2
-11.5
2,186
45
3.49
26.4
6.1
17.0
7.5
23.0
Sep 15
2874582
SKT 0.42
0.02
Tanger Factory
32.70
96
3,134
-1.2
-0.2
-11.0
989
32
2.95
8.5
40.8
13.3
6.8
-51.5
Sep 15
2872252
TCO 0.64
0.02
Taubman Centers
76.72
62
4,742
6.7
11.1
0.4
462
34
12.84
12.1
0.8
-4.7
9.3
6.2
Sep 15
B563MS9
TWO 0.40
0.01
Two Harbors Investme
8.10
367
2,969
-4.7
-8.2
-19.2
2,977
25
2.95
41.1
3.5
24.7
12.0
3.5
Sep 15
2727910
UDR 1.31
0.05
UDR
37.57
259
9,730
1.8
9.0
21.9
1,756
64
5.17
46.6
1.9
14.8
6.1
4.5
Sep 15
2927925
VTR 2.51
0.09
Ventas Inc
56.43
331
18,672
5.8
0.7
-10.1
2,653
144
3.47
-14.9
0.8
9.1
4.5
-5.2
Sep 15
BYVVTJ1
VER 0.97
0.04
VEREIT
7.92
905
7,169
-4.9
2.6
-12.5
6,020
49
December 2015 Russell U.S. Index Series
FTSE Russell 1–31
Russell 1000®
Index 1–31
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Real Estate Investment Trusts 2.52
18.0
3.5
15.3
7.1
8.2
Sep 15
2933632
VNO 2.53
0.09
Vornado Realty
99.96
188
18,820
3.3
10.6
-6.2
745
73
6.54
39.6
1.8
15.5
6.7
4.2
Sep 15
B826YT8
WPC 0.83
0.03
W. P. Carey Inc.
59.00
104
6,156
-4.6
2.1
-15.8
352
21
3.99
19.8
3.1
16.6
8.3
15.1
Sep 15
2946618
WRI 0.58
0.02
Weingarten Realty In
34.58
124
4,285
-1.1
4.4
-1.0
706
24
4.85
25.4
1.7
19.7
7.1
4.2
Sep 15
BYVYHH4
HCN 3.21
0.12
Welltower Inc.
68.03
351
23,853
7.7
0.5
-10.1
2,408
156
4.14
25.0
3.1
12.3
2.1
11.4
Sep 15
2958936
WY 2.09
0.08
Weyerhaeuser
29.98
518
15,522
-6.8
9.7
-16.5
3,656
113
9.43
46.7
1.7
6.9
3.0
3.9
Sep 15
BVCY4B5
WPG 0.26
0.01
WP GLIMCHER
10.61
185
1,966
0.6
-9.0
-38.4
1,404
15
3.36
33.3
3.6
19.1
9.1
9.2
742,657
1.18
6.53
-0.21
Financial Services
-
15.8
3.3
7.1
3.4
20.6
Sep 15
2127899
AMG 0.85
0.04
Affiliated Managers
159.76
55
8,743
-9.9
-6.6
-24.7
649
103
0.00
7.5
0.7
2.0
0.9
5.2
Sep 15
B72XK05
ALLY 0.87
0.04
Ally Financial
18.64
482
8,975
-6.6
-8.5
-21.1
3,970
76
1.67
12.1
3.2
8.3
1.9
27.3
Sep 15
2026082
AXP 5.83
0.29
Amer. Express Co
69.55
864
60,103
-2.9
-6.2
-25.2
5,635
393
2.52
11.4
2.4
9.1
1.5
20.5
Sep 15
B0J7D57
AMP 1.87
0.09
Ameriprise Financial
106.42
181
19,302
-5.8
-2.5
-19.5
1,093
118
6.66
45.6
24.5
7.9
3.7
60.6
Sep 15
B8FW545
APAM 0.12
0.01
Artisan Partners Ass
36.06
36
1,280
-7.8
2.4
-27.2
371
13
1.65
16.9
1.3
15.6
3.0
7.0
Sep 15
B1Z77F6
BK 4.49
0.23
Bank of New York Mel
41.22
1,122
46,229
-6.0
5.3
1.6
7,001
294
2.56
17.0
2.0
16.5
5.0
11.9
Sep 15
2494504
BLK 4.15
0.21
Blackrock Inc
340.52
125
42,721
-6.4
14.5
-4.8
806
273
2.22
9.3
0.8
3.8
1.6
8.8
Sep 15
2654461
- 3.83
0.19
Capital One Fin.
72.18
546
39,441
-8.1
-0.5
-12.6
2,658
200
1.42
26.4
20.6
21.4
8.7
80.4
Sep 15
B5834C5
CBOE 0.53
0.03
CBOE Holdings
64.90
83
5,417
-10.1
-3.2
2.3
698
47
1.51
6.9
0.7
6.0
2.2
11.8
Sep 15
B4Z73G0
CIT 0.67
0.03
CIT Group
39.70
174
6,910
-7.6
-0.8
-17.0
1,667
69
5.41
24.1
1.4
20.4
9.8
5.9
Sep 15
2965839
CME 2.82
0.14
CME Group
90.60
321
29,044
-7.2
-2.3
2.2
1,612
153
0.00
15.1
4.7
11.4
6.1
34.8
Sep 15
2232050
CACC 0.18
0.01
Credit Acceptance Cp
214.02
8
1,819
6.8
8.7
56.9
181
40
2.09
10.5
2.1
5.4
2.4
19.4
Sep 15
B1YLC43
DFS 2.30
0.12
Discover Financial S
53.62
443
23,727
-5.5
3.1
-18.1
3,250
177
3.27
16.7
6.0
10.5
2.7
35.0
Oct 15
2301057
EV 0.37
0.02
Eaton Vance
32.43
118
3,821
-9.7
-3.0
-20.8
1,018
34
1.04
31.9
5.9
22.5
5.4
18.2
Sep 15
2319146
EFX 1.29
0.06
Equifax
111.37
119
13,254
-0.1
14.6
37.7
656
73
-
39.5
1.5
10.8
4.8
4.0
Sep 15
2299011
ETFC 0.83
0.04
E-Trade Financial
29.64
290
8,593
-2.6
12.6
22.2
3,082
91
3.49
19.2
4.7
16.0
3.4
25.3
Sep 15
2246288
FII 0.26
0.01
Federated Investor B
28.65
94
2,685
-8.5
-0.9
-13.0
912
27
2.42
12.2
1.6
15.5
1.2
14.9
Sep 15
BNBRDD4
FNF 0.94
0.05
FNF Group
34.67
280
9,723
-3.3
-2.3
0.6
1,589
55
1.96
11.3
1.9
9.3
2.9
17.3
Sep 15
2350684
BEN 1.39
0.07
Franklin Resources
36.82
388
14,281
-12.2
-1.2
-33.5
4,133
154
1.44
10.3
1.0
6.4
1.9
8.8
Sep 15
2407966
GS 7.55
0.38
Goldman Sachs Group
180.23
432
77,862
-5.2
3.7
-7.0
2,995
547
0.92
71.0
3.3
5.0
2.5
4.9
Sep 15
B1WT4X2
IBKR 0.24
0.01
Interactive Brokers
43.60
58
2,510
0.6
10.5
49.5
477
20
1.17
25.5
2.5
20.8
9.8
9.6
Sep 15
BFSSDS9
ICE 2.77
0.14
Intercontinental Exc
256.26
111
28,524
-1.4
9.1
16.9
946
239
3.23
13.7
1.8
12.3
2.7
12.6
Sep 15
B28XP76
IVZ 1.40
0.07
Invesco Limited
33.48
431
14,420
-0.6
7.2
-15.3
3,680
119
3.11
5.8
5.1
7.4
2.5
+ve
Sep 15
B081VQ7
LAZ 0.55
0.03
Lazard Class A
45.01
126
5,672
-3.1
3.9
-8.2
810
37
2.04
13.7
0.9
9.4
1.5
6.8
Sep 15
2510615
LM 0.37
0.02
Legg Mason Inc
39.23
98
3,832
-11.6
-5.7
-26.5
1,140
47
0.00
-ve
4.1
+ve
7.3
-3.2
Sep 15
BRYFYB8
LC 0.07
0.00
LendingClub
11.05
67
738
-8.1
-16.5
-56.3
6,672
84
0.00
-64.5
1.4
+ve
64.1
-2.3
Sep 15
BRTLBY3
LBRDA 0.13
0.01
Liberty Broadband Se
51.65
26
1,350
-2.6
0.4
3.1
158
8
0.00
-84.6
1.8
+ve
84.0
-2.3
Sep 15
BRTLC06
LBRDK 0.33
0.02
Liberty Broadband Se
51.86
66
3,441
-1.8
1.3
4.1
263
13
-
32.7
4.2
11.5
13.5
18.0
Jun 15
B8FK6R9
LVNTA 0.62
0.03
Liberty Ventures Class A
45.11
142
6,393
4.9
11.8
19.6
476
21
2.34
21.3
4.3
13.0
0.9
19.0
Sep 15
B75JX34
LPLA 0.34
0.02
LPL Financial Holdings
42.65
82
3,516
-7.2
7.2
-4.3
641
28
0.66
30.0
17.8
24.4
11.8
58.3
Sep 15
B121557
MA 9.44
0.48
MasterCard Cl A
97.36
1,000
97,327
-0.6
8.0
13.0
3,504
342
1.34
+ve
40.5
-ve
5.3
-9.2
Sep 15
2551443
MHFI 2.62
0.13
McGraw Hill Financia
98.58
274
26,981
2.2
14.0
10.8
1,228
118
1.36
20.7
-42.2
19.0
5.9
-
Sep 15
2252058
MCO 1.73
0.09
Moodys Corporation
100.34
178
17,812
-2.7
2.2
4.7
1,140
114
1.89
17.8
0.9
11.0
1.7
4.8
Sep 15
2262314
MS 4.73
0.24
Morgan Stanley
31.81
1,533
48,764
-7.3
1.0
-18.0
11,693
388
1.22
35.5
6.6
24.3
7.4
17.0
Sep 15
B2972D2
MSCI 0.72
0.04
MSCI
72.13
103
7,406
2.9
21.3
52.0
720
51
1.72
26.1
1.7
13.9
2.7
6.3
Sep 15
2965107
NDAQ 0.65
0.03
Nasdaq
58.17
116
6,734
-0.8
9.1
21.3
1,127
65
5.59
4.3
1.1
4.0
0.9
24.2
Sep 15
BLP5GX1
NAVI 0.40
0.02
Navient Corp
11.45
362
4,148
-3.9
1.9
-47.0
5,388
65
2.00
17.5
2.0
13.2
3.7
11.1
Sep 15
2648668
NTRS 1.63
0.08
Northern Trust
72.09
233
16,824
-3.8
5.8
7.0
1,357
99
3.29
18.3
8.8
32.2
9.1
58.8
Sep 15
BNLYX02
NSAM 0.23
0.01
NorthStar Asset Mana
12.14
194
2,353
-10.7
-15.5
-46.2
2,673
32
-
-80.0
1.9
11.0
2.0
-2.7
Sep 15
BYSZB89
OMF 0.21
0.01
OneMain Holdings
41.54
52
2,165
-14.3
-5.0
14.8
502
22
2.91
14.7
3.8
13.5
4.4
24.6
Sep 15
2702337
TROW 1.81
0.09
Price (T. Rowe) Grp
71.49
261
18,629
-6.1
2.9
-14.7
1,632
119
1.38
16.5
1.8
14.7
1.6
11.6
Sep 15
2718992
RJF 0.72
0.04
Raymond James Financ
57.97
128
7,407
-1.3
16.8
1.2
1,084
63
0.95
5.4
1.3
1.4
0.9
27.3
Sep 15
BJ0KZ85
SC 0.14
0.01
Santander Consumer U
15.85
89
1,408
-10.1
-22.4
-19.2
1,414
23
0.73
31.3
3.7
25.1
7.0
11.2
Sep 15
2779397
SCHW 3.66
0.18
Schwab (Charles) Cp
32.93
1,146
37,727
-2.3
15.3
9.1
7,730
256
0.99
26.6
6.6
22.2
6.9
25.6
Sep 15
2793610
SEIC 0.71
0.04
SEI Invest Co
52.40
139
7,300
-3.7
8.6
30.9
759
40
2.05
14.0
1.4
8.6
2.5
8.9
Sep 15
2842040
STT 2.65
0.13
State Street Corp.
66.36
412
27,319
-8.6
-1.3
-15.5
2,545
174
0.00
11.5
2.1
4.8
2.1
19.9
Sep 15
BP96PS6
SYF 2.46
0.12
Synchrony Financial
30.41
834
25,353
-4.5
-2.8
2.2
9,997
308
1.96
23.2
3.8
19.0
5.8
16.8
Sep 15
2983154
AMTD 0.90
0.05
TD Ameritrade Holdin
34.71
267
9,268
-5.2
9.0
-3.0
2,216
78
0.72
37.5
7.9
23.3
17.0
22.1
Sep 15
B2PZN04
V 14.73
0.74
Visa
77.55
1,957
151,799
-1.8
11.3
18.3
8,940
700
0.11
4.2
0.6
2.2
0.7
15.8
Sep 15
BKWQ2N2
VOYA 0.77
0.04
Voya Financial
36.91
215
7,948
-9.3
-4.8
-12.9
1,867
71
6.00
9.1
2.9
6.1
1.5
32.4
Sep 15
2156503
WDR 0.23
0.01
Waddell & Reed
28.66
84
2,415
-23.4
-17.6
-42.5
1,025
32
3.46
10.7
6.7
7.9
1.6
67.0
Sep 15
B1F76F9
WU 0.90
0.05
Western Union
17.91
516
9,247
-5.0
-2.5
0.0
3,901
72
1.20
20.6
2.7
13.4
4.4
13.3
1,030,660
-4.17
4.83
-3.14
Software & Computer Services
0.00
74.8
6.7
+ve
9.8
9.1
Nov 15
2008154
ADBE 2.49
0.23
Adobe Systems Inc
93.94
500
46,995
2.7
14.3
29.2
2,838
261
-
28.3
3.0
14.3
4.8
11.1
Sep 15
2507457
AKAM 0.50
0.05
Akamai Technologies
52.63
179
9,398
-8.6
-23.8
-16.4
2,043
110
-
-ve
2.1
18.9
2.1
-1.6
Sep 15
2710039
MDRX 0.15
0.01
AllScripts Healthcar
15.38
181
2,782
1.0
24.0
20.4
2,131
32
Russell U.S. Index Series December 2015
1–32 FTSE Russell
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Software & Computer Services -
34.5
4.6
24.5
8.2
13.7
Sep 15
BYVY8G0
GOOGL 11.90
1.10
Alphabet Class A
778.01
288
224,273
2.0
21.9
46.6
1,971
1,518
0.00
33.5
4.5
23.8
7.9
13.7
Sep 15
BYY88Y7
GOOG 11.84
1.09
Alphabet Class C
758.88
294
223,232
2.2
24.7
44.6
1,966
1,482
1.25
19.1
2.5
13.4
2.3
13.1
Sep 15
2256908
DOX 0.45
0.04
Amdocs
54.57
155
8,438
-3.5
-4.1
17.0
848
47
0.00
32.7
3.8
24.2
8.9
11.4
Sep 15
2045623
ANSS 0.44
0.04
ANSYS Inc
92.50
90
8,304
-0.8
4.9
12.8
400
37
0.00
50.4
7.3
53.1
9.0
17.1
Sep 15
BN33VM5
ANET 0.14
0.01
Arista Networks
77.84
34
2,624
5.9
27.2
28.1
671
49
0.00
+ve
12.1
49.9
8.2
3.2
Sep 15
B24FJV8
ATHN 0.33
0.03
athenahealth Inc.
160.97
39
6,206
-4.0
20.7
10.5
402
65
0.00
-49.2
8.0
35.2
5.5
-12.4
Oct 15
2065159
ADSK 0.74
0.07
Autodesk
60.93
228
13,871
-4.0
38.0
1.4
1,804
113
3.50
16.8
2.2
10.7
3.0
12.8
Sep 15
2214832
CA 0.45
0.04
CA Inc
28.56
299
8,549
1.6
4.6
-6.2
3,083
87
-
26.1
4.5
15.7
3.9
17.8
Oct 15
2302232
CDNS 0.32
0.03
Cadence Design Sys
20.81
293
6,091
-6.7
0.6
9.7
2,890
62
1.14
38.4
9.7
29.7
3.7
26.1
Sep 15
BQXTWQ5
CDK 0.40
0.04
CDK Global
47.47
160
7,610
0.1
-0.6
16.5
580
27
1.02
19.6
6.7
15.0
0.6
37.1
Sep 15
BBM5MD6
CDW 0.29
0.03
CDW
42.04
132
5,544
-2.6
2.9
19.5
1,277
55
-
39.5
5.4
20.7
6.1
14.4
Oct 15
2185284
CERN 0.96
0.09
Cerner Corp
60.17
300
18,031
1.0
0.4
-6.9
2,000
120
-
41.1
5.6
15.5
3.7
13.6
Sep 15
2182553
CTXS 0.64
0.06
Citrix Systems
75.65
160
12,126
-1.3
9.2
18.6
1,566
120
0.00
23.4
4.2
21.6
3.6
19.3
Sep 15
2257019
CTSH 1.94
0.18
Cognizant Tech Sltns
60.02
611
36,643
-7.1
-4.1
14.0
3,644
223
1.71
+ve
1.5
3.2
0.4
0.7
Oct 15
2215200
CSC 0.24
0.02
Computer Sciences
32.68
139
4,535
4.3
26.4
23.0
4,250
133
0.33
22.0
5.7
11.2
1.2
23.1
Oct 15
BYQKXC4
CSRA 0.22
0.02
CSRA
30.00
139
4,163
-4.8
-
-
2,926
85
1.05
7.2
3.7
12.6
1.4
49.3
Sep 15
2282947
DST 0.21
0.02
DST Systems
114.06
35
3,947
-6.7
8.5
21.1
204
24
-
+ve
7.2
52.0
23.9
9.0
Sep 15
B7TL820
FB 12.02
1.11
Facebook Class A
104.66
2,164
226,487
0.4
16.4
34.1
20,038
2,108
-
-6.5
3.0
-14.0
7.8
-42.3
Sep 15
BD4R405
FEYE 0.15
0.01
FireEye
20.74
138
2,861
-9.4
-34.8
-34.3
4,312
93
0.00
+ve
6.8
21.0
7.0
2.4
Sep 15
B5B2106
FTNT 0.24
0.02
Fortinet
31.17
143
4,451
-13.5
-26.6
1.7
2,056
68
-
44.6
-47.2
30.9
3.7
-
Sep 15
2372763
IT 0.40
0.04
Gartner
90.70
83
7,530
-2.8
8.1
7.7
411
37
0.00
-50.6
14.2
+ve
3.7
-25.8
Sep 15
BWFRFC6
GDDY 0.04
0.00
GoDaddy
32.06
24
757
3.2
27.2
-
485
16
0.36
11.2
0.8
4.7
0.5
7.0
Oct 14
BYVYWS0
HPE 1.47
0.14
Hewlett Packard Ente
15.20
1,818
27,627
2.3
-
-
11,750
174
2.26
24.0
2.9
11.0
1.7
11.6
Sep 15
B0F0F09
- 0.23
0.02
IAC InteractiveCorp
60.05
73
4,413
-4.4
-8.0
-1.2
785
48
3.78
9.4
10.0
7.2
1.4
+ve
Sep 15
2005973
IBM 6.63
0.61
IBM
137.62
908
124,964
-1.3
-5.1
-14.2
4,445
612
0.00
21.1
5.3
30.1
3.2
24.6
Sep 15
BKY7XL8
IMS 0.18
0.02
IMS Health Holdings
25.47
134
3,404
-8.1
-12.5
-0.7
1,421
38
1.24
63.9
25.4
25.3
6.4
23.4
Oct 15
2459020
INTU 1.41
0.13
Intuit
96.50
276
26,602
-3.7
8.7
4.7
1,784
175
2.28
-12.6
4.2
9.7
0.8
-25.5
Oct 15
BDV82B8
LDOS 0.20
0.02
Leidos Holdings
56.26
67
3,754
-2.9
36.2
29.3
355
20
0.00
3.4
0.5
2.5
0.5
16.3
Sep 15
BYT5JW8
MTCH 0.03
0.00
Match Group
13.55
36
483
-6.4
-
-
1,008
14
2.60
36.2
5.7
16.1
4.7
14.6
Sep 15
2588173
MSFT 23.81
2.20
Microsoft Corp
55.48
8,090
448,810
2.1
25.4
19.4
36,927
2,038
0.00
-56.8
21.5
57.7
12.0
-43.4
Sep 15
B2B0FZ2
N 0.18
0.02
NetSuite
84.62
40
3,381
-0.9
0.9
-22.5
418
35
-
-53.6
2.7
16.8
3.2
-4.7
Sep 15
2402121
NUAN 0.27
0.02
Nuance Communication
19.89
253
5,034
-5.0
21.5
39.4
2,929
61
1.64
16.8
3.4
11.4
4.1
19.9
Nov 15
2661568
ORCL 6.14
0.57
Oracle Corp.
36.53
3,168
115,743
-6.3
1.1
-18.8
17,041
643
-
-86.2
27.5
+ve
16.1
-33.5
Oct 15
B87ZMX0
PANW 0.68
0.06
Palo Alto Networks
176.14
73
12,783
-6.0
2.4
43.7
1,274
236
-
-74.1
-0.6
4.6
1.5
-
Sep 15
BDZDRC5
PINC 0.07
0.01
Premier Inc
35.27
38
1,327
2.6
2.6
5.2
245
8
-
83.7
4.6
20.0
3.2
5.5
Sep 15
B95N910
PTC 0.21
0.02
PTC
34.63
115
3,982
-3.9
9.1
-5.5
644
22
0.00
26.0
3.2
6.4
1.9
11.5
Sep 15
2591524
RAX 0.16
0.01
Rackspace Hosting
25.32
116
2,941
-11.5
2.6
-45.9
2,454
66
-
78.3
11.3
35.4
8.5
15.0
Nov 15
2447218
RHT 0.81
0.07
Red Hat Inc
82.81
183
15,181
1.7
15.2
19.8
1,824
147
-
-ve
10.8
49.7
9.6
-2.1
Oct 15
2310525
CRM 2.73
0.25
Salesforce.com
78.40
656
51,430
-1.6
12.9
32.2
3,201
253
-
-66.9
26.6
+ve
20.2
-44.0
Sep 15
B80NXX8
NOW 0.71
0.07
ServiceNow
86.56
154
13,313
-0.5
24.6
27.6
1,361
118
-
46.8
8.7
29.7
9.9
17.4
Sep 15
B4MTR12
SWI 0.20
0.02
SolarWinds
58.90
63
3,690
0.8
50.1
18.2
651
38
1.64
-20.5
-34.1
16.2
3.2
-74.1
Sep 15
B1XDZ96
SLH 0.20
0.02
Solera Holdings
54.83
67
3,680
2.0
1.5
7.1
701
38
0.00
-29.5
9.0
+ve
16.8
-31.3
Oct 15
B424494
SPLK 0.39
0.04
Splunk
58.81
125
7,370
-1.2
6.3
-0.2
1,666
94
0.00
-2.1
-1.3
-4.3
0.4
-77.3
Sep 15
BYNZGK1
SQ 0.02
0.00
Square Class A
13.09
31
406
8.7
-
-
1,272
16
0.73
98.0
3.2
29.9
8.6
4.0
Sep 15
B58YSC6
SSNC 0.29
0.03
SS&C Technologies Ho
68.27
81
5,549
-5.0
-2.5
16.7
471
32
2.86
21.1
2.4
9.5
2.2
11.4
Oct 15
2861078
SYMC 0.76
0.07
Symantec Corp
21.00
681
14,295
7.3
7.9
-18.1
6,839
138
0.00
31.3
2.3
12.7
3.2
7.3
Oct 15
2867719
SNPS 0.38
0.03
Synopsys Inc
45.61
155
7,074
-8.9
-1.2
4.9
1,071
50
0.00
-ve
10.1
+ve
17.9
-3.2
Sep 15
B8DJFL5
DATA 0.25
0.02
Tableau Software
94.22
50
4,669
-2.9
18.1
11.2
730
68
0.00
-74.8
3.5
5.9
1.3
-3.3
Sep 15
B247H10
TDC 0.19
0.02
Teradata
26.42
133
3,514
-11.7
-8.8
-39.5
1,770
49
-
-28.1
3.7
55.1
11.2
-14.3
Sep 15
BFLR866
TWTR 0.69
0.06
23.14
565
13,078
-8.9
-14.1
-35.5
18,064
436
-
+ve
17.0
66.0
11.1
8.8
Sep 15
2249964
ULTI 0.30
0.03
Ultimate Softwr
195.51
29
5,588
-1.0
9.2
33.2
231
45
-
79.4
8.4
70.1
12.7
11.7
Oct 15
BFH3N85
VEEV 0.11
0.01
Veeva Systems
28.85
71
2,049
0.0
23.2
9.2
968
27
0.00
28.7
-9.4
19.1
9.6
-
Sep 15
2142922
VRSN 0.48
0.04
VeriSign Inc
87.36
103
9,037
-2.3
23.8
53.3
1,069
96
-
28.5
3.6
17.0
4.5
12.7
Sep 15
B23SN61
VMW 0.25
0.02
VMware Inc.
56.57
82
4,635
-7.9
-28.2
-31.4
1,576
92
-
-58.0
13.8
+ve
19.8
-23.8
Oct 15
B8K6ZD1
WDAY 0.45
0.04
Workday
79.68
106
8,453
-4.8
15.7
-2.4
885
72
0.00
+ve
1.1
-13.8
6.8
0.7
Sep 15
2986539
YHOO 1.66
0.15
Yahoo
33.26
938
31,213
-1.6
15.0
-34.2
16,598
567
1.50
33.2
5.3
18.4
5.3
15.3
1,884,917
-0.13
14.41
14.76
Technology Hardware & Equipment
-
-16.8
0.8
11.3
1.5
-4.5
Sep 15
2889768
DDD 0.06
0.00
3-D Systems
8.69
112
972
-4.7
-24.8
-73.6
3,186
30
2.89
24.9
3.4
18.9
5.0
14.2
Oct 15
2032067
ADI 1.15
0.08
Analog Devices
55.32
314
17,345
-10.2
-1.9
-0.4
2,539
147
1.98
11.0
4.9
8.4
2.5
46.2
Sep 15
2046251
AAPL 40.32
2.97
Apple Inc.
105.26
5,761
606,406
-11.0
-4.6
-4.6
41,818
4,679
2.14
16.3
2.9
12.5
2.3
17.8
Oct 15
2046552
AMAT 1.43
0.11
Applied Materials
18.67
1,149
21,454
-0.5
27.1
-25.1
12,926
242
-
23.1
3.4
10.6
1.1
15.8
Sep 15
-
ARRS 0.37
0.03
ARRIS Group
30.57
182
5,572
0.0
17.7
1.3
-
-
1.39
+ve
4.2
18.7
2.6
1.8
Sep 15
2062310
ATML 0.24
0.02
Atmel Corp
8.61
417
3,594
-0.5
6.7
2.6
4,552
39
1.21
30.3
8.5
16.7
6.1
35.1
Nov 15
B3WS2X9
AVGO 2.48
0.18
Avago Technologies
145.15
257
37,244
11.3
16.1
44.3
3,505
501
0.97
25.8
3.7
19.8
4.3
15.2
Sep 15
2235822
BRCM 2.12
0.16
Broadcom Corp
57.82
552
31,944
5.8
12.4
33.4
5,438
310
1.96
11.2
1.5
7.7
1.7
13.8
Oct 15
2422174
BRCD 0.26
0.02
Brocade Comm System
9.18
418
3,836
-2.2
-11.6
-22.5
3,771
34
December 2015 Russell U.S. Index Series
FTSE Russell 1–33
Russell 1000®
Index 1–33
Russell 1000® Index - Constituent Report
.
Report
Local Weight %
USD
Shares
MCap
Performance
Vol Avg (1M)
Yld%
P/E
P/B
P/CE
P/S
ROE
Date
Sedol
Code Sctr
Idx
Name
Price
mn
USDmn
MTD%
QTD%
YTD%
Sh(th)
Val(mn)
Technology Hardware & Equipment 3.09
14.4
2.3
11.0
2.8
16.4
Oct 15
2198163
CSCO 9.18
0.68
Cisco Systems
27.16
5,086
138,107
-0.3
3.4
-2.4
23,168
625
-
94.2
3.7
10.4
1.3
4.0
Sep 15
BFRBX34
COMM 0.18
0.01
CommScope Holding Co
25.89
105
2,725
-9.5
-13.8
13.4
1,118
29
2.63
10.3
1.2
4.6
2.2
10.1
Sep 15
2224701
GLW 1.44
0.11
Corning
18.28
1,183
21,625
-2.4
6.8
-20.3
11,853
216
-
-27.8
1.2
12.1
1.7
-3.7
Sep 15
2232351
CREE 0.18
0.01
Cree Inc
26.67
103
2,748
-3.5
10.1
-17.2
994
27
4.49
-10.7
1.1
29.3
4.5
-19.8
Sep 15
2244549
CY 0.22
0.02
Cypress Semicond
9.81
332
3,256
-9.3
15.1
-31.3
4,757
48
-
25.4
1.1
5.0
1.1
4.3
Sep 15
B2NC471
SATS 0.11
0.01
EchoStar
39.11
44
1,725
0.0
-9.1
-25.5
130
5
1.79
21.1
2.4
9.5
2.0
11.0
Sep 15
2295172
EMC 3.32
0.24
EMC Corp
25.68
1,942
49,872
1.3
6.3
-13.7
10,900
281
0.00
18.9
5.2
12.5
3.6
27.2
Sep 15
2427599
FFIV 0.46
0.03
F5 Networks Inc
96.96
72
6,975
-5.9
-16.3
-25.7
1,222
123
5.49
13.2
2.2
12.2
2.5
16.5
Sep 15
B3Z5T14
GRMN 0.29
0.02
Garmin Ltd
37.17
118
4,403
-1.8
3.6
-29.6
1,715
62
2.30
30.2
3.1
12.5
2.1
13.6
Oct 15
2412001
HRS 0.71
0.05
Harris Corp
86.90
124
10,740
4.5
18.8
21.0
953
80
4.19
4.7
0.8
2.0
0.2
16.7
Oct 15
BYX4D52
HPQ 1.43
0.11
HP
11.84
1,818
21,520
-5.6
1.8
-35.0
20,943
252
0.66
23.6
1.2
10.6
0.1
4.8
Oct 15
2489094
IM 0.32
0.02
Ingram Micro
30.38
156
4,747
-1.8
11.5
9.9
1,122
35
2.79
14.2
2.9
8.0
2.9
20.3
Sep 15
2463247
INTC 10.87
0.80
Intel Corp
34.45
4,744
163,431
-0.9
14.3
-5.1
19,549
678
1.45
-31.8
2.4
13.0
2.3
-6.3
Sep 15
2431846
JNPR 0.72
0.05
Juniper Networks
27.60
395
10,898
-8.4
7.4
23.7
5,904
171
3.00
27.1
36.7
18.2
3.8
20.9
Sep 15
2480138
KLAC 0.74
0.05
Kla-Tencor Corp
69.35
160
11,091
4.3
38.7
-1.4
1,321
90
1.51
15.7
2.4
10.5
2.4
15.7
Sep 15
2502247
LRCX 0.84
0.06
Lam Research
79.42
158
12,574
1.6
21.6
0.1
1,892
149
4.44
-36.0
1.7
4.7
0.5
-4.6
Sep 15
2511908
LXK 0.13
0.01
Lexmark Intnl Inc
32.45
61
1,989
-5.5
12.0
-21.4
570
19
2.83
20.1
6.4
16.0
6.9
33.9
Sep 15
2516839
LLTC 0.68
0.05
Linear Technology Co
42.47
239
10,170
-7.1
5.3
-6.9
1,861
82
0.00
-58.4
2.2
15.7
1.2
-4.6
Sep 15
BYM9ZP2
LITE 0.07
0.01
Lumentum Holdings
22.02
47
1,031
10.1
29.9
-
420
9
2.72
-26.5
0.9
6.7
1.2
-3.5
Aug 15
2594653
MRVL 0.27
0.02
Marvell Technology
8.82
453
3,996
-0.5
-2.5
-39.2
4,394
38
3.16
+ve
5.1
17.1
4.7
1.5
Sep 15
2573760
MXIM 0.72
0.05
Maxim Integrated Pr
38.00
284
10,792
-2.0
13.8
19.2
2,782
105
3.08
24.8
4.4
12.9
4.4
17.6
Sep 15
2592174
MCHP 0.65
0.05
Microchip Technology
46.54
209
9,732
-3.6
8.0
3.2
2,009
94
-
7.3
1.2
2.8
0.9
17.5
Dec 15
2588184
MU 1.02
0.08
Micron Technology
14.16
1,082
15,315
-11.1
-5.5
-59.6
22,484
328
2.40
22.7
-39.4
12.1
2.1
-38.8
Oct 15
B5BKPQ4
MSI 0.80
0.06
Motorola Solutions
68.45
177
12,095
-4.6
0.1
2.0
953
66
-
-18.7
1.9
8.4
0.5
-9.1
Sep 15
2632650
NCR 0.28
0.02
NCR Corp
24.46
170
4,146
-9.8
7.5
-16.1
4,317
113
2.71
19.8
2.6
7.1
1.3
12.3
Oct 15
2630643
NTAP 0.52
0.04
NetApp
26.53
295
7,824
-13.5
-10.4
-36.0
4,153
119
1.40
29.8
4.0
16.1
3.8
13.8
Oct 15
2379504
NVDA 1.18
0.09
Nvidia
32.96
538
17,732
3.9
33.7
64.4
6,473
213
-
26.7
2.6
7.3
1.3
9.6
Oct 15
2583576
ON 0.28
0.02
ON Semiconductor Cor
9.80
429
4,206
-10.6
4.3
-3.3
5,393
57
3.63
10.6
28.8
7.2
1.1
+ve
Sep 15
2690506
PBI 0.28
0.02
Pitney Bowes
20.65
202
4,165
-4.4
4.0
-15.3
1,666
34
0.00
71.4
1.3
19.8
4.2
3.1
Oct 15
BR9YYP4
QRVO 0.48
0.04
Qorvo Inc.
50.90
141
7,194
-12.3
13.0
-23.3
1,352
74
3.84
14.3
2.4
10.1
3.0
14.9
Sep 15
2714923
QCOM 5.00
0.37
Qualcomm
49.98
1,503
75,132
2.4
-7.0
-32.8
15,859
782
1.58
33.5
2.7
9.0
2.3
7.2
Sep 15
2765802
SNDK 1.05
0.08
Sandisk Corp
75.99
208
15,797
2.9
39.9
-22.4
1,802
135
1.35
18.4
4.6
13.9
4.5
28.1
Oct 15
2961053
SWKS 0.98
0.07
Skyworks Solutions I
76.83
191
14,682
-7.5
-8.8
5.7
3,201
261
-
-1.4
1.1
-2.0
0.6
-ve
Sep 15
BBC3995
SUNE 0.09
0.01
SunEdison
5.09
272
1,387
59.6
-29.1
-73.9
58,334
284
1.16
41.1
2.1
9.7
2.6
4.9
Oct 15
2884183
TER 0.29
0.02
Teradyne
20.67
215
4,435
-0.5
14.8
4.4
1,804
37
2.77
19.0
5.6
13.3
4.3
28.7
Sep 15
2885409
TXN 3.79
0.28
Texas Instruments
54.81
1,040
57,022
-5.7
10.7
2.5
5,339
304
-
40.5
3.6
11.7
1.6
8.2
Oct 15
B07RH68
PAY 0.21
0.02
VeriFone Systems
28.02
114
3,187
-2.3
1.0
-24.7
1,493
41
-
-9.8
1.9
8.0
0.8
-9.6
Oct 15
BYXB201
VIAV 0.09
0.01
Viavi Solutions
6.09
234
1,426
-4.2
13.4
-21.9
2,011
12
3.33
10.5
1.5
5.0
1.0
14.5
Oct 15
2954699
WDC 0.90
0.07
Western Digital
60.05
225
13,493
-3.8
-24.4
-45.8
3,025
186
2.64
21.0
4.7
14.8
5.1
21.7
Sep 15
2985677
XLNX 0.81
0.06
Xilinx
46.97
259
12,150
-5.5
10.8
8.5
2,135
103
2.11
11.5
4.3
8.5
2.5
38.8
1,503,901
-5.36
1.68
-9.32
Russell 1000®
2.22
19.6
3.1
11.1
2.2
15.2
20,417,027
-1.97
5.94
-1.09
Russell U.S. Index Series December 2015
1–34 FTSE Russell
www.ftse.com/analytics/russell_us_series