Indices

Introduced in the fall of 2005, the S&P/Citigroup Style index series use a multi-factor methodology to calculate growth and value in separate dimensions. Style scores are calculated taking standardized measures of 3 growth factors and 4 value factors for each constituent. Combined, the growth and value indices are exhaustive, containing the full market capitalization of the S&P Composite 1500.

Index constituents exhibit the following characteristics:

• Underlying Indices – S&P Composite 1500, S&P 500,
  S&P MidCap 400, S&P SmallCap 600
• Weighting – Market capitalization
• Public Float – At least 50%
• Reconstitution – As needed basis

Index Governance and Policy
This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.

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