About this Database

All Russell U.S. indexes are subsets of the Russell 3000E™ Index, which includes the well-known large cap
Russell 1000 Index and small cap Russell 2000 Index. Russell U.S. Index Series offering includes monthly
constituent data ongoing and historically as well as contribution to return and sector weights data.

Monthly Index Holdings: Russell Indexes for each closing day (Comparable to Comp Index Constituent History) - 1978- present
Monthly Contribution to Return: Analysis of each sector and industry contributing to the overall return of a Russell Index (Comparable to Comp Index Prices) - 2008- present
Monthly Historical Sector Weights: Sector weight history (All Indexes) - 1979- present

In WRDS, click on FTSE/Russell

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