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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Multi-Factor

Components 1

Company Supersector Country Weight (%)
GRP SOCIETE GENERALE Banks France 6.81057
IMPERIAL BRANDS Food, Beverage and Tobacco UK 4.05676
REPSOL Energy Spain 3.87859
SANDOZ GROUP Healthcare Switzerland 3.40772
3I GROUP PLC. Financial Services UK 3.34342
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 3.24421
ORLEN Energy Poland 2.98558
FRESENIUS Healthcare Germany 2.87936
VOLKSWAGEN PREF Automobiles and Parts Germany 2.8242
NEXT Retail UK 2.80993
ACS Construction and Materials Spain 2.76294
NN GROUP Insurance Netherlands 2.72984
ORANGE Telecommunications France 2.67159
HEIDELBERG MATERIALS Construction and Materials Germany 2.66595
ARCELORMITTAL Basic Resources Luxembourg 2.56591
BOUYGUES Construction and Materials France 2.19909
BCO SABADELL Banks Spain 2.12834
LOGITECH INTERNATIONAL Technology Switzerland 1.84914
AMADEUS IT GROUP Technology Spain 1.79275
CENTRICA Utilities UK 1.78673
ADMIRAL GRP Insurance UK 1.64255
NOVARTIS Healthcare Switzerland 1.54652
GEA GRP Industrial Goods and Services Germany 1.38236
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 1.37864
GSK Healthcare UK 1.3623
SMITHS GRP Industrial Goods and Services UK 1.29771
ENGIE Utilities France 1.27915
BABCOCK INTERNATIONAL Industrial Goods and Services UK 1.21966
ROCHE PS Healthcare Switzerland 1.15696
ST.JAMES'S PLACE CAPITAL Financial Services UK 1.15491
RWE Utilities Germany 1.14944
UNIPOL ASSICURAZIONI Insurance Italy 1.13826
GENMAB Healthcare Denmark 1.09194
EIFFAGE Construction and Materials France 0.98094
CONTINENTAL Automobiles and Parts Germany 0.89077
BANCO BPM Banks Italy 0.87096
JDE PEET S Food, Beverage and Tobacco Netherlands 0.82281
SCOUT24 Technology Germany 0.79862
ROLLS ROYCE HLDG Industrial Goods and Services UK 0.78309
AUTOTRADER GROUP Technology UK 0.77063
IVECO GROUP Industrial Goods and Services Italy 0.6222
ORION B Healthcare Finland 0.60793
SMITH & NEPHEW Healthcare UK 0.60302
PEARSON Media UK 0.59904
YARA Chemicals Norway 0.59761
AURUBIS Basic Resources Germany 0.58081
RHEINMETALL Industrial Goods and Services Germany 0.56765
OMV Energy Austria 0.55562
KLEPIERRE Real Estate France 0.53897
RYANAIR Travel and Leisure Ireland 0.5348
AIRTEL AFRICA PLC Telecommunications UK 0.51541
ISS AS Industrial Goods and Services Denmark 0.50117
EXOR NV Financial Services Netherlands 0.48489
LION FINANCE GROUP Banks UK 0.40719
PLUS500 Financial Services UK 0.38477
BILFINGER Construction and Materials Germany 0.36947
DRAX GRP Utilities UK 0.36136
BUZZI Construction and Materials Italy 0.34749
AZIMUT HLDG Financial Services Italy 0.31071
SERCO GRP Industrial Goods and Services UK 0.30789
SOFTCAT Technology UK 0.30307
WISE A Industrial Goods and Services UK 0.28674
IPSEN Healthcare France 0.28492
HENKEL PREF Chemicals Germany 0.283
SWISS PRIME SITE Real Estate Switzerland 0.27854
UNICAJA BANCO S.A. Banks Spain 0.26671
IG GRP HLDG Financial Services UK 0.2627
TEMENOS Technology Switzerland 0.26254
ENDESA Utilities Spain 0.24837
Redeia Corporacion Utilities Spain 0.24259
AGEAS Insurance Belgium 0.24058
BEAZLEY Insurance UK 0.22558
BALFOUR BEATTY Construction and Materials UK 0.21942
BANKINTER Banks Spain 0.21495
FRESENIUS MEDICAL CARE Healthcare Germany 0.20617
ACKERMANS & VAN HAAREN Construction and Materials Belgium 0.19125
PSP SWISS PROPERTY Real Estate Switzerland 0.18366
MITIE GROUP Industrial Goods and Services UK 0.1798
SECURITAS B Industrial Goods and Services Sweden 0.17712
VOESTALPINE Basic Resources Austria 0.16002
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.14894
JOHNSON MATTHEY Chemicals UK 0.13767
Holcim Construction and Materials Switzerland 0.13146
ALK-ABELLO B Healthcare Denmark 0.13092
ALLREAL HLDG Real Estate Switzerland 0.13038
RUBIS Retail France 0.12856
LOOMIS Industrial Goods and Services Sweden 0.12821
SUBSEA7 Energy Norway 0.12758
MYCRONIC Technology Sweden 0.1175
HIKMA PHARMACEUTICALS Healthcare UK 0.11508
TBC BANK GROUP Banks UK 0.109
SCHINDLER P Industrial Goods and Services Switzerland 0.09593
SOPRA STERIA GROUP Technology France 0.08597
CRANSWICK Food, Beverage and Tobacco UK 0.08212
VOPAK Energy Netherlands 0.07789
IAG Travel and Leisure UK 0.07728
DKSH HOLDING Industrial Goods and Services Switzerland 0.0768
SAGE GRP Technology UK 0.07672
Prosus Technology Netherlands 0.06802
BIOMERIEUX Healthcare France 0.06647
KBC ANCORA Banks Belgium 0.06298
FUCHS PREF Chemicals Germany 0.06244
GAZTRANSPORT ET TECHNIGAZ Energy France 0.0621
ACCELLERON INDUSTRIES Industrial Goods and Services Switzerland 0.0607
HOCHTIEF Construction and Materials Germany 0.0601
LAGERCRANTZ GROUP 'B' Technology Sweden 0.05882
BELIMO HOLDING Construction and Materials Switzerland 0.05564
GAMES WORKSHOP Consumer Products and Services UK 0.05425
FRESNILLO Basic Resources UK 0.05349
BECHTLE Technology Germany 0.05282
VERBUND Utilities Austria 0.05177
LOTTOMATICA GROUP Travel and Leisure Italy 0.05086
ITALGAS Utilities Italy 0.0508
VISCOFAN Food, Beverage and Tobacco Spain 0.04864
KEMIRA Chemicals Finland 0.04541
AL SYDBANK Banks Denmark 0.04419
COFINIMMO Real Estate Belgium 0.04381
REPLY Technology Italy 0.03795
EMS-CHEMIE HLDG Chemicals Switzerland 0.03752
INDRA SISTEMAS Technology Spain 0.03619
RENK Industrial Goods and Services Germany 0.03575
AEDIFICA Real Estate Belgium 0.03568
FLUGHAFEN ZURICH Industrial Goods and Services Switzerland 0.03476
ORKLA Food, Beverage and Tobacco Norway 0.03436
RIGHTMOVE GRP Real Estate UK 0.03176
THYSSENKRUPP Industrial Goods and Services Germany 0.03095
NEMETSCHEK Technology Germany 0.02725
1Based on the last periodic review implementation