Base Date: 20071231
No. of Components: 100
Minimum Market Cap: USD $3 billion
Minimum Daily Avg. Liquidity: USD $2 million
Sector Limit: N/A
Geographic Exposure: United States
Rebalance Frequency: Semi-annual
Underlying Universe: Companies domiciled in the North America, excluding Canada, listed in U.S. exchanges
All index constituents are equally weighted every time the index is rebalanced. No weight modifications or adjustments are made to the index between rebalance periods.
All index constituents must have a minimum total market cap of USD $3 billion and a minimum 3-month daily traded value of USD $2 million.
The index is rebalanced semi-annually, on the third Friday of March and September.