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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Momentum

Components 1

Company Supersector Country Weight (%)
SIEMENS ENERGY Energy Germany 6.31874
UNICREDIT Banks Italy 5.14399
GRP SOCIETE GENERALE Banks France 4.54778
ROLLS ROYCE HLDG Industrial Goods and Services UK 3.89669
RHEINMETALL Industrial Goods and Services Germany 3.54412
IMPERIAL BRANDS Food, Beverage and Tobacco UK 3.42148
UCB Healthcare Belgium 3.00226
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 2.7458
NATWEST GROUP Banks UK 2.34237
GALDERMA GROUP N Healthcare Switzerland 2.1696
SAP Technology Germany 2.0239
SCHINDLER P Industrial Goods and Services Switzerland 1.93586
HERMES INTERNATIONAL Consumer Products and Services France 1.73204
BPER Banca Banks Italy 1.59538
ESSILORLUXOTTICA Healthcare France 1.58338
Prosus Technology Netherlands 1.57694
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 1.44617
IAG Travel and Leisure UK 1.36004
ST.JAMES'S PLACE CAPITAL Financial Services UK 1.26347
FRESENIUS Healthcare Germany 1.24106
LOGITECH INTERNATIONAL Technology Switzerland 1.14764
ACS Construction and Materials Spain 1.14312
BANCA MONTE DEI PASCHI Banks Italy 1.1253
HEIDELBERG MATERIALS Construction and Materials Germany 1.11712
UNIPOL ASSICURAZIONI Insurance Italy 1.10459
VEOLIA ENVIRONNEMENT Utilities France 1.08962
FRESNILLO Basic Resources UK 1.08613
GIVAUDAN Chemicals Switzerland 1.07045
COCA-COLA HBC Food, Beverage and Tobacco UK 1.06832
SCOUT24 Technology Germany 1.00921
GAMES WORKSHOP Consumer Products and Services UK 0.98185
BCO COMERCIAL PORTUGUES Banks Portugal 0.84167
PUBLICIS GRP Media France 0.83592
SAINT GOBAIN Construction and Materials France 0.83394
BURBERRY Consumer Products and Services UK 0.79528
LOTTOMATICA GROUP Travel and Leisure Italy 0.79237
IBERDROLA Utilities Spain 0.77922
NESTLE Food, Beverage and Tobacco Switzerland 0.77884
ENGIE Utilities France 0.77798
BCO SABADELL Banks Spain 0.75129
ALSTOM Industrial Goods and Services France 0.73802
THYSSENKRUPP Industrial Goods and Services Germany 0.73176
FORTUM Utilities Finland 0.72949
ANGLO AMERICAN Basic Resources UK 0.7193
AIR LIQUIDE Chemicals France 0.69318
INDRA SISTEMAS Technology Spain 0.69263
ENDESA Utilities Spain 0.69175
SANDOZ GROUP Healthcare Switzerland 0.64892
LONZA Healthcare Switzerland 0.63718
NOVARTIS Healthcare Switzerland 0.6268
ARGENX Healthcare Belgium 0.6158
NOVONESIS Healthcare Denmark 0.61411
BARCLAYS Banks UK 0.61114
IVECO GROUP Industrial Goods and Services Italy 0.60532
IG GRP HLDG Financial Services UK 0.59147
AUTO1 GROUP Retail Germany 0.57881
KLEPIERRE Real Estate France 0.54635
PHILIPS Healthcare Netherlands 0.54462
ACCELLERON INDUSTRIES Industrial Goods and Services Switzerland 0.53325
SWISSQUOTE 'R' Financial Services Switzerland 0.53083
ZEGONA COMMUNICATIONS Telecommunications UK 0.5244
UNICAJA BANCO S.A. Banks Spain 0.50704
Holcim Construction and Materials Switzerland 0.44162
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.44082
INTERCONTINENTAL HOTELS GRP Travel and Leisure UK 0.41076
DEUTSCHE TELEKOM Telecommunications Germany 0.40989
HSBC Banks UK 0.40735
ABB Industrial Goods and Services Switzerland 0.40467
DANONE Food, Beverage and Tobacco France 0.40368
RENK Industrial Goods and Services Germany 0.40309
SWISS PRIME SITE Real Estate Switzerland 0.39553
ABIVAX Healthcare France 0.38725
3I GROUP PLC. Financial Services UK 0.38186
Industria de Diseno Textil SA Retail Spain 0.37544
PKO BANK Banks Poland 0.35579
TELENOR Telecommunications Norway 0.35556
WARTSILA Industrial Goods and Services Finland 0.34506
HENNES & MAURITZ B Retail Sweden 0.34444
TELIA COMPANY Telecommunications Sweden 0.34441
GEA GRP Industrial Goods and Services Germany 0.33654
TESCO Personal Care, Drug and Grocery Stores UK 0.31388
ORION B Healthcare Finland 0.30649
MICHELIN Automobiles and Parts France 0.28848
UBS GROUP Financial Services Switzerland 0.2855
SAGE GRP Technology UK 0.27659
RENAULT Automobiles and Parts France 0.2613
SVENSKA CELLULOSA AKTIE. SCA B Basic Resources Sweden 0.2484
RIO TINTO Basic Resources UK 0.24167
BELIMO HOLDING Construction and Materials Switzerland 0.23324
KPN Telecommunications Netherlands 0.21551
BKW Utilities Switzerland 0.20927
SWISSCOM Telecommunications Switzerland 0.2059
LOOMIS Industrial Goods and Services Sweden 0.19976
WISE A Industrial Goods and Services UK 0.19772
SANOFI Healthcare France 0.19435
SECURITAS B Industrial Goods and Services Sweden 0.19075
TELE2 B Telecommunications Sweden 0.18599
HIKMA PHARMACEUTICALS Healthcare UK 0.17466
CELLNEX TELECOM Telecommunications Spain 0.16127
ASML HLDG Technology Netherlands 0.16079
ROCHE HLDG P Healthcare Switzerland 0.15519
ERICSSON LM B Telecommunications Sweden 0.14649
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.14143
BNP PARIBAS Banks France 0.1399
PANDORA Consumer Products and Services Denmark 0.13425
ALK-ABELLO B Healthcare Denmark 0.13192
FINANCIERE DE TUBIZE Healthcare Belgium 0.13144
EURONEXT Financial Services France 0.13069
PERSIMMON Consumer Products and Services UK 0.12525
KONECRANES Industrial Goods and Services Finland 0.1248
JDE PEET S Food, Beverage and Tobacco Netherlands 0.12085
NEMETSCHEK Technology Germany 0.11152
HALEON Healthcare UK 0.10442
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.08961
VOPAK Energy Netherlands 0.08558
SAINSBURY (J) Personal Care, Drug and Grocery Stores UK 0.08526
SECTRA 'B' Healthcare Sweden 0.08449
Ayvens Consumer Products and Services France 0.08415
AXFOOD Personal Care, Drug and Grocery Stores Sweden 0.08242
BIOMERIEUX Healthcare France 0.08151
ANHEUSER-BUSCH INBEV Food, Beverage and Tobacco Belgium 0.06158
GSK Healthcare UK 0.05941
LAGERCRANTZ GROUP 'B' Technology Sweden 0.04978
NN GROUP Insurance Netherlands 0.04248
TALANX Insurance Germany 0.04231
ASSOCIATED BRITISH FOODS Food, Beverage and Tobacco UK 0.0411
MERLIN PROPERTIES SOCIMI Real Estate Spain 0.04069
PSP SWISS PROPERTY Real Estate Switzerland 0.03979
TRITAX BIG BOX REIT Real Estate UK 0.03824
POSTE ITALIANE Financial Services Italy 0.03304
SIEGFRIED 'R' Healthcare Switzerland 0.03206
1Based on the last periodic review implementation