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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Low Risk

Components 1

Company Supersector Country Weight (%)
DANONE Food, Beverage and Tobacco France 4.35573
NOVARTIS Healthcare Switzerland 4.10445
SAMPO Insurance Finland 3.96644
DEUTSCHE BOERSE Financial Services Germany 3.83623
ENGIE Utilities France 3.8199
HALEON Healthcare UK 3.76391
LONDON STOCK EXCHANGE Financial Services UK 3.69673
RELX PLC Technology UK 3.5238
SVENSKA HANDELSBANKEN A Banks Sweden 3.20378
SHELL Energy UK 3.01684
COMPASS GRP Consumer Products and Services UK 2.85673
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.24067
SCHINDLER P Industrial Goods and Services Switzerland 2.23882
ENI Energy Italy 2.11918
BOUYGUES Construction and Materials France 2.11638
ROCHE HLDG P Healthcare Switzerland 2.05245
ZURICH INSURANCE GROUP Insurance Switzerland 2.04023
SGS Industrial Goods and Services Switzerland 2.01196
AENA SME Industrial Goods and Services Spain 1.91439
HENKEL PREF Chemicals Germany 1.91025
SWISSCOM Telecommunications Switzerland 1.85364
NORDEA BANK Banks Finland 1.49809
NN GROUP Insurance Netherlands 1.49614
WOLTERS KLUWER Industrial Goods and Services Netherlands 1.48341
SYMRISE Chemicals Germany 1.47434
UMG Media Netherlands 1.44642
SMITHS GRP Industrial Goods and Services UK 1.43637
GEA GRP Industrial Goods and Services Germany 1.435
BUNZL Industrial Goods and Services UK 1.35627
GIVAUDAN Chemicals Switzerland 1.35597
PEARSON Media UK 1.3514
KONE B Industrial Goods and Services Finland 1.32583
GSK Healthcare UK 1.29728
COLOPLAST B Healthcare Denmark 1.19944
SCOUT24 Technology Germany 1.12063
SANOFI Healthcare France 1.04949
AUTO TRADER GROUP Technology UK 1.04324
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 1.0217
CREDIT AGRICOLE Banks France 0.82025
SWISS PRIME SITE Real Estate Switzerland 0.71238
Getlink Industrial Goods and Services France 0.68773
DNB BANK Banks Norway 0.67441
SWISS LIFE HLDG Insurance Switzerland 0.67363
SODEXO Travel and Leisure France 0.63385
TRYG Insurance Denmark 0.6212
BANKINTER Banks Spain 0.54388
QIAGEN Healthcare Germany 0.53066
KPN Telecommunications Netherlands 0.4922
ACKERMANS & VAN HAAREN Construction and Materials Belgium 0.47467
PSP SWISS PROPERTY Real Estate Switzerland 0.45601
SECURITAS B Industrial Goods and Services Sweden 0.44442
SAGE GRP Technology UK 0.44391
Redeia Corporacion Utilities Spain 0.43098
BANQUE CANTONALE VAUDOISE Banks Switzerland 0.4144
FLUGHAFEN ZURICH Industrial Goods and Services Switzerland 0.40921
FERROVIAL Construction and Materials Spain 0.39811
UPM KYMMENE Basic Resources Finland 0.39346
TERNA Utilities Italy 0.38127
ORANGE Telecommunications France 0.3516
DKSH HOLDING Industrial Goods and Services Switzerland 0.33515
NESTLE Food, Beverage and Tobacco Switzerland 0.33087
BAE SYSTEMS Industrial Goods and Services UK 0.3128
BUREAU VERITAS Industrial Goods and Services France 0.30485
CEMBRA MONEY BANK Banks Switzerland 0.28192
IG GRP HLDG Financial Services UK 0.2385
FDJ UNITED Travel and Leisure France 0.23389
BP Energy UK 0.23166
ALLIANZ Insurance Germany 0.22643
ALLREAL HLDG Real Estate Switzerland 0.21342
HALMA Industrial Goods and Services UK 0.20362
BOLLORE Media France 0.20278
GJENSIDIGE FORSIKRING Insurance Norway 0.18639
HOLMEN B Basic Resources Sweden 0.18294
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.1781
GALENICA SANTE AG Personal Care, Drug and Grocery Stores Switzerland 0.17627
SAP Technology Germany 0.15512
EURONEXT Financial Services France 0.15382
DASSAULT SYSTEMS Technology France 0.15097
HIKMA PHARMACEUTICALS Healthcare UK 0.13634
SERCO GRP Industrial Goods and Services UK 0.12635
GRP BRUXELLES LAMBERT Financial Services Belgium 0.12293
ORKLA Food, Beverage and Tobacco Norway 0.1147
Essity B Personal Care, Drug and Grocery Stores Sweden 0.1115
SFS GROUP Industrial Goods and Services Switzerland 0.11007
SKANSKA B Construction and Materials Sweden 0.10795
EMS-CHEMIE HLDG Chemicals Switzerland 0.10648
SOFTCAT Technology UK 0.10554
ASSA ABLOY Construction and Materials Sweden 0.10413
K + S Chemicals Germany 0.09906
VOPAK Energy Netherlands 0.0898
IBERDROLA Utilities Spain 0.06998
RINGKJOBING LANDBOBANK Banks Denmark 0.06764
VISCOFAN Food, Beverage and Tobacco Spain 0.05573
PLUS500 Financial Services UK 0.05082
ANDRITZ Industrial Goods and Services Austria 0.03614
Naturgy Energy Group Utilities Spain 0.03184
VIDRALA Industrial Goods and Services Spain 0.0317
1Based on the last periodic review implementation