Dow Jones U.S. Thematic Market Neutral Size Index

The index is designed to measure the performance of a long/short strategy utilizing long positions in small-cap companies and short positions in large-cap companies. Size is determined by float-adjusted market capitalization at each rebalance. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.

• Dow Jones U.S. Thematic Market Neutral Momentum Index
• Dow Jones U.S. Thematic Market Neutral Value Index
• Dow Jones U.S. Thematic Market Neutral Quality Index
• S&P SmallCap 600/S&P 500 130/30 Index
• S&P 500/S&P SmallCap 600 130/30 Index