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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Momentum

Components 1

Company Supersector Country Weight (%)
UNICREDIT Banks Italy 7.04655
SIEMENS ENERGY Energy Germany 5.66169
RHEINMETALL Industrial Goods and Services Germany 5.25916
ROLLS ROYCE HLDG Industrial Goods and Services UK 4.11561
UCB Healthcare Belgium 3.77309
IMPERIAL BRANDS Food, Beverage and Tobacco UK 3.56889
SAP Technology Germany 2.61324
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 2.43642
SCHINDLER P Industrial Goods and Services Switzerland 2.10658
GALDERMA GROUP N Healthcare Switzerland 2.04542
GRP SOCIETE GENERALE Banks France 2.02526
NATWEST GROUP Banks UK 2.00095
HERMES INTERNATIONAL Consumer Products and Services France 1.87582
KONGSBERG GRUPPEN Industrial Goods and Services Norway 1.69826
ESSILORLUXOTTICA Healthcare France 1.68629
BPER Banca Banks Italy 1.4019
LOGITECH INTERNATIONAL Technology Switzerland 1.29925
FRESENIUS Healthcare Germany 1.28803
PANDORA Consumer Products and Services Denmark 1.2819
SCOUT24 Technology Germany 1.27993
PUBLICIS GRP Media France 1.25088
ST.JAMES'S PLACE CAPITAL Financial Services UK 1.22484
GIVAUDAN Chemicals Switzerland 1.20452
VEOLIA ENVIRONNEMENT Utilities France 1.13823
COCA-COLA HBC Food, Beverage and Tobacco UK 1.0826
IAG Travel and Leisure UK 1.07775
BANCA MONTE DEI PASCHI Banks Italy 1.0749
UNIPOL ASSICURAZIONI Insurance Italy 1.04065
PKO BANK Banks Poland 0.9884
ACS Construction and Materials Spain 0.98764
MARKS & SPENCER GRP Personal Care, Drug and Grocery Stores UK 0.97967
SAINT GOBAIN Construction and Materials France 0.97148
Prosus Technology Netherlands 0.82487
AIR LIQUIDE Chemicals France 0.81639
BCO SABADELL Banks Spain 0.78454
NESTLE Food, Beverage and Tobacco Switzerland 0.76301
BCO COMERCIAL PORTUGUES Banks Portugal 0.73284
ALSTOM Industrial Goods and Services France 0.72826
IBERDROLA Utilities Spain 0.71378
LONZA Healthcare Switzerland 0.69239
ANGLO AMERICAN Basic Resources UK 0.68712
ENGIE Utilities France 0.6676
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 0.66714
FORTUM Utilities Finland 0.65344
ASM INTERNATIONAL Technology Netherlands 0.65231
NOVONESIS Healthcare Denmark 0.63785
ACCELLERON INDUSTRIES Industrial Goods and Services Switzerland 0.63622
SWISSQUOTE 'R' Financial Services Switzerland 0.62451
PHILIPS Healthcare Netherlands 0.60836
AUTO1 GROUP Retail Germany 0.60475
NOVARTIS Healthcare Switzerland 0.6019
KLEPIERRE Real Estate France 0.57411
SANDOZ GROUP Healthcare Switzerland 0.56925
ARGENX Healthcare Belgium 0.55948
BARCLAYS Banks UK 0.53445
IG GRP HLDG Financial Services UK 0.52427
3I GROUP PLC. Financial Services UK 0.48588
DEUTSCHE TELEKOM Telecommunications Germany 0.4655
TELENOR Telecommunications Norway 0.44942
LOOMIS Industrial Goods and Services Sweden 0.44656
JUST EAT TAKEAWAY.COM NV Technology Netherlands 0.43715
ALK-ABELLO B Healthcare Denmark 0.42874
ENDESA Utilities Spain 0.41656
ABB Industrial Goods and Services Switzerland 0.41248
DANONE Food, Beverage and Tobacco France 0.40945
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.40551
HSBC Banks UK 0.38551
GEA GRP Industrial Goods and Services Germany 0.38549
SWISS PRIME SITE Real Estate Switzerland 0.38315
INTERCONTINENTAL HOTELS GRP Travel and Leisure UK 0.36595
ORION B Healthcare Finland 0.35354
MICHELIN Automobiles and Parts France 0.33895
TELIA COMPANY Telecommunications Sweden 0.33722
TESCO Personal Care, Drug and Grocery Stores UK 0.33171
Industria de Diseno Textil SA Retail Spain 0.33124
CELLNEX TELECOM Telecommunications Spain 0.31696
WARTSILA Industrial Goods and Services Finland 0.31018
SAGE GRP Technology UK 0.30146
HENNES & MAURITZ B Retail Sweden 0.29998
FREENET Telecommunications Germany 0.2915
UBS GROUP Financial Services Switzerland 0.27718
RENAULT Automobiles and Parts France 0.27254
BELIMO HOLDING Construction and Materials Switzerland 0.26725
RENK Industrial Goods and Services Germany 0.26405
SVENSKA CELLULOSA AKTIE. SCA B Basic Resources Sweden 0.26341
WISE A Industrial Goods and Services UK 0.25448
KPN Telecommunications Netherlands 0.24139
EVONIK INDUSTRIES Chemicals Germany 0.23571
SIEGFRIED 'R' Healthcare Switzerland 0.22542
SWISSCOM Telecommunications Switzerland 0.22292
BKW Utilities Switzerland 0.21529
MERCK Healthcare Germany 0.21355
VOPAK Industrial Goods and Services Netherlands 0.20995
RIO TINTO Basic Resources UK 0.20457
SANOFI Healthcare France 0.20298
TELE2 B Telecommunications Sweden 0.20134
HIKMA PHARMACEUTICALS Healthcare UK 0.20047
SECURITAS B Industrial Goods and Services Sweden 0.19375
LOTTOMATICA GROUP Travel and Leisure Italy 0.16603
PARTNERS GRP HLDG Financial Services Switzerland 0.15646
ASML HLDG Technology Netherlands 0.15135
BNP PARIBAS Banks France 0.14774
EURONEXT Financial Services France 0.14549
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.14503
FINANCIERE DE TUBIZE Healthcare Belgium 0.14349
SWECO 'B' Construction and Materials Sweden 0.14283
NEMETSCHEK Technology Germany 0.13693
ROCHE HLDG P Healthcare Switzerland 0.13471
ERICSSON LM B Telecommunications Sweden 0.12975
FRESNILLO Basic Resources UK 0.12912
AAK Food, Beverage and Tobacco Sweden 0.12703
SECTRA 'B' Healthcare Sweden 0.11415
PERSIMMON Consumer Products and Services UK 0.11328
KONECRANES Industrial Goods and Services Finland 0.10581
TAYLOR WIMPEY Consumer Products and Services UK 0.10212
HALEON Healthcare UK 0.10157
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.09301
SAINSBURY (J) Personal Care, Drug and Grocery Stores UK 0.09212
BIOMERIEUX Healthcare France 0.09108
AXFOOD Personal Care, Drug and Grocery Stores Sweden 0.08855
HEIDELBERG MATERIALS Construction and Materials Germany 0.08382
ANHEUSER-BUSCH INBEV Food, Beverage and Tobacco Belgium 0.05991
LAGERCRANTZ GROUP 'B' Technology Sweden 0.05517
GSK Healthcare UK 0.05243
MERLIN PROPERTIES SOCIMI Real Estate Spain 0.0456
TALANX Insurance Germany 0.04512
TAG IMMOBILIEN AG Real Estate Germany 0.04468
ASSOCIATED BRITISH FOODS Food, Beverage and Tobacco UK 0.04115
NN GROUP Insurance Netherlands 0.04083
PSP SWISS PROPERTY Real Estate Switzerland 0.04008
TRITAX BIG BOX REIT Real Estate UK 0.03919
BRENNTAG Chemicals Germany 0.03532
POSTE ITALIANE Financial Services Italy 0.03302
LIFCO B Industrial Goods and Services Sweden 0.02505
1Based on the last periodic review implementation