An article of footwear includes an upper and a sole assembly. The sole assembly includes a central member of a first material having a first density with its medial and lateral sides having surface irregularities. A medial member extends along a medial side of the central member and beneath a portion of the central member, and has a surface irregularity configured to mate and interlock with a surface irregularity of the central member. The medial member is formed of a second material having a density greater than the first density. A lateral member extends along a lateral side of the central member and beneath a portion of the central member, and has a surface irregularity configured to mate and interlock with a surface irregularity of the central member. The lateral member is formed of a third material having a density greater than the first density.