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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Momentum

Components 1

Company Supersector Country Weight (%)
GRP SOCIETE GENERALE Banks France 6.66752
SIEMENS ENERGY Energy Germany 6.05082
UNICREDIT Banks Italy 5.39489
ROLLS ROYCE HLDG Industrial Goods and Services UK 4.40612
ASML HLDG Technology Netherlands 4.26551
UCB Healthcare Belgium 2.88827
IMPERIAL BRANDS Food, Beverage and Tobacco UK 2.765
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 2.75357
SANDVIK Industrial Goods and Services Sweden 2.74804
WARTSILA Industrial Goods and Services Finland 2.43329
NATWEST GROUP Banks UK 2.17669
GALDERMA GROUP N Healthcare Switzerland 2.14774
BPER Banca Banks Italy 1.78372
SCHINDLER P Industrial Goods and Services Switzerland 1.64691
ACS Construction and Materials Spain 1.63283
Prosus Technology Netherlands 1.46564
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 1.39103
IAG Travel and Leisure UK 1.38193
HOCHTIEF Construction and Materials Germany 1.32377
UNIPOL ASSICURAZIONI Insurance Italy 1.22773
COCA-COLA HBC Food, Beverage and Tobacco UK 1.17976
HERMES INTERNATIONAL Consumer Products and Services France 1.14265
LOGITECH INTERNATIONAL Technology Switzerland 1.1271
SANDOZ GROUP Healthcare Switzerland 1.11425
ITALGAS Utilities Italy 1.00901
TECHNOPROBE SPA Technology Italy 1.00161
ORLEN Energy Poland 0.98085
FRESENIUS Healthcare Germany 0.9458
FRESNILLO Basic Resources UK 0.93697
ESSILORLUXOTTICA Healthcare France 0.92927
ENGIE Utilities France 0.90733
BABCOCK INTERNATIONAL Industrial Goods and Services UK 0.90504
BCO COMERCIAL PORTUGUES Banks Portugal 0.90305
ANGLO AMERICAN Basic Resources UK 0.89963
BCO SANTANDER Banks Spain 0.89174
HEIDELBERG MATERIALS Construction and Materials Germany 0.87369
ST.JAMES'S PLACE CAPITAL Financial Services UK 0.86501
IBERDROLA Utilities Spain 0.8283
LOTTOMATICA GROUP Travel and Leisure Italy 0.80252
ENDESA Utilities Spain 0.7881
PUBLICIS GRP Media France 0.78573
THYSSENKRUPP Industrial Goods and Services Germany 0.76641
FRONTLINE Industrial Goods and Services Norway 0.72988
AIR LIQUIDE Chemicals France 0.72928
FORTUM Utilities Finland 0.72897
INDRA SISTEMAS Technology Spain 0.71803
BURBERRY Consumer Products and Services UK 0.66066
BCO SABADELL Banks Spain 0.63935
NOVARTIS Healthcare Switzerland 0.63874
ANTOFAGASTA Basic Resources UK 0.63817
BARCLAYS Banks UK 0.60782
Ayvens Consumer Products and Services France 0.58352
LONZA Healthcare Switzerland 0.55752
NOVONESIS Healthcare Denmark 0.55652
PHILIPS Healthcare Netherlands 0.52073
ZEGONA COMMUNICATIONS Telecommunications UK 0.52067
UNICAJA BANCO S.A. Banks Spain 0.50263
ABIVAX Healthcare France 0.50107
RENK Industrial Goods and Services Germany 0.49715
HSBC Banks UK 0.46946
INTERCONTINENTAL HOTELS GRP Travel and Leisure UK 0.46637
AIRTEL AFRICA PLC Telecommunications UK 0.46222
KLEPIERRE Real Estate France 0.44058
HUBER+SUHNER 'R' Telecommunications Switzerland 0.42706
ARGENX Healthcare Belgium 0.42527
Holcim Construction and Materials Switzerland 0.41186
VEOLIA ENVIRONNEMENT Utilities France 0.40089
TELIA COMPANY Telecommunications Sweden 0.39644
SWISS PRIME SITE Real Estate Switzerland 0.39029
RUBIS Retail France 0.37345
TELENOR Telecommunications Norway 0.36059
Industria de Diseno Textil SA Retail Spain 0.34951
ASSECO POLAND Technology Poland 0.33971
GAMES WORKSHOP Consumer Products and Services UK 0.32333
MICHELIN Automobiles and Parts France 0.31558
DANONE Food, Beverage and Tobacco France 0.31387
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.30994
TESCO Personal Care, Drug and Grocery Stores UK 0.29401
HENNES & MAURITZ B Retail Sweden 0.2931
RIO TINTO Basic Resources UK 0.28755
VOESTALPINE Basic Resources Austria 0.26927
PAN AFRICAN RESOURCES Basic Resources UK 0.2493
PKO BANK Banks Poland 0.24503
IVECO GROUP Industrial Goods and Services Italy 0.23787
ORION B Healthcare Finland 0.23613
KPN Telecommunications Netherlands 0.22149
SWISSCOM Telecommunications Switzerland 0.21359
AIXTRON Technology Germany 0.19882
TELE2 B Telecommunications Sweden 0.19436
NESTLE Food, Beverage and Tobacco Switzerland 0.17682
BNP PARIBAS Banks France 0.16385
SANOFI Healthcare France 0.16255
GEA GRP Industrial Goods and Services Germany 0.14905
ROCHE PS Healthcare Switzerland 0.14253
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.14076
ALK-ABELLO B Healthcare Denmark 0.13505
JOHNSON MATTHEY Chemicals UK 0.1337
FINANCIERE DE TUBIZE Healthcare Belgium 0.12658
RENAULT Automobiles and Parts France 0.12073
HOCHSCHILD MINING Basic Resources UK 0.10395
ACCELLERON INDUSTRIES Industrial Goods and Services Switzerland 0.10214
PERSIMMON Consumer Products and Services UK 0.09216
HALEON Healthcare UK 0.08765
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.08282
SAINSBURY (J) Personal Care, Drug and Grocery Stores UK 0.07463
SERCO GRP Industrial Goods and Services UK 0.06867
AXFOOD Personal Care, Drug and Grocery Stores Sweden 0.06754
GSK Healthcare UK 0.05898
ERICSSON LM B Telecommunications Sweden 0.0555
LAGERCRANTZ GROUP 'B' Technology Sweden 0.05536
LOOMIS Industrial Goods and Services Sweden 0.05287
KONECRANES Industrial Goods and Services Finland 0.04802
MERLIN PROPERTIES SOCIMI Real Estate Spain 0.04754
NN GROUP Insurance Netherlands 0.04536
TAYLOR WIMPEY Consumer Products and Services UK 0.04475
POSTE ITALIANE Financial Services Italy 0.04138
TRITAX BIG BOX REIT Real Estate UK 0.03655
1Based on the last periodic review implementation