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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Value

Components 1

Company Supersector Country Weight (%)
GRP SOCIETE GENERALE Banks France 6.99325
BARCLAYS Banks UK 5.84358
VOLKSWAGEN PREF Automobiles and Parts Germany 3.38416
STELLANTIS Automobiles and Parts Italy 3.15811
Holcim Construction and Materials Switzerland 3.04232
IMPERIAL BRANDS Food, Beverage and Tobacco UK 2.9695
FRESENIUS Healthcare Germany 2.86016
MERCEDES-BENZ GROUP Automobiles and Parts Germany 2.8343
REPSOL Energy Spain 2.77642
STANDARD CHARTERED Banks UK 2.62037
ARCELORMITTAL Basic Resources Luxembourg 2.52899
DAIMLER TRUCK Industrial Goods and Services Germany 2.46838
RWE Utilities Germany 2.3572
HEIDELBERG MATERIALS Construction and Materials Germany 2.33986
GENMAB Healthcare Denmark 2.24609
STMICROELECTRONICS Technology Italy 2.09671
NOKIA Telecommunications Finland 2.03336
Prosus Technology Netherlands 1.90964
ANHEUSER-BUSCH INBEV Food, Beverage and Tobacco Belgium 1.8653
EIFFAGE Construction and Materials France 1.70165
NN GROUP Insurance Netherlands 1.51548
CENTRICA Utilities UK 1.46315
ALCON Healthcare Switzerland 1.38949
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 1.378
CARREFOUR Personal Care, Drug and Grocery Stores France 1.36868
ALSTOM Industrial Goods and Services France 1.35785
KGHM Basic Resources Poland 1.33492
FRESENIUS MEDICAL CARE Healthcare Germany 1.33391
LOGITECH INTERNATIONAL Technology Switzerland 1.30911
BANCA MONTE DEI PASCHI Banks Italy 1.25563
GSK Healthcare UK 1.20993
ASSOCIATED BRITISH FOODS Food, Beverage and Tobacco UK 1.12654
EXOR NV Financial Services Netherlands 1.01708
CREDIT AGRICOLE Banks France 0.97179
SANOFI Healthcare France 0.92394
BEAZLEY Insurance UK 0.92103
DEUTSCHE BANK Banks Germany 0.87641
SHELL Energy UK 0.87448
HALEON Healthcare UK 0.8604
BOUYGUES Construction and Materials France 0.85902
CAP GEMINI Technology France 0.83117
TOTALENERGIES Energy France 0.7414
BT GRP Telecommunications UK 0.70028
BOLIDEN Basic Resources Sweden 0.67568
AMRIZE Construction and Materials Switzerland 0.6575
ROCHE HLDG P Healthcare Switzerland 0.65616
BUZZI Construction and Materials Italy 0.65551
ADECCO Industrial Goods and Services Switzerland 0.63966
LION FINANCE GROUP Banks UK 0.5984
HEXAGON B Technology Sweden 0.59745
IVECO GROUP Industrial Goods and Services Italy 0.58598
BARRY CALLEBAUT Food, Beverage and Tobacco Switzerland 0.56377
TELEPERFORMANCE Industrial Goods and Services France 0.53945
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.53086
BNP PARIBAS Banks France 0.52063
GRIFOLS Healthcare Spain 0.50947
SECURITAS B Industrial Goods and Services Sweden 0.46302
FRONTLINE Industrial Goods and Services Norway 0.42277
NEXI SPA Industrial Goods and Services Italy 0.41241
NOVO NORDISK B Healthcare Denmark 0.38804
3I GROUP PLC. Financial Services UK 0.3829
DRAX GRP Utilities UK 0.36046
ORLEN Energy Poland 0.32739
ORANGE Telecommunications France 0.31661
SIGNIFY Construction and Materials Netherlands 0.28621
OMV Energy Austria 0.27085
INVESTEC Banks UK 0.26567
SOFINA Financial Services Belgium 0.24933
ACKERMANS & VAN HAAREN Construction and Materials Belgium 0.24899
JYSKE BANK Banks Denmark 0.24178
LUFTHANSA Travel and Leisure Germany 0.21484
CASTELLUM Real Estate Sweden 0.1968
BRITISH LAND COMPANY Real Estate UK 0.19054
ALTEN Technology France 0.18992
SOPRA STERIA GROUP Technology France 0.18402
VOESTALPINE Basic Resources Austria 0.18199
SHAFTESBURY CAPITAL Real Estate UK 0.17559
AZELIS GROUP Industrial Goods and Services Belgium 0.16761
AURUBIS Basic Resources Germany 0.1483
FASTIGHETS BALDER B Real Estate Sweden 0.14717
ISS AS Industrial Goods and Services Denmark 0.14274
BIG YELLOW GROUP Real Estate UK 0.13404
TENARIS Energy Italy 0.13213
SKANSKA B Construction and Materials Sweden 0.1219
DERWENT LONDON Real Estate UK 0.1059
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.09628
BAE SYSTEMS Industrial Goods and Services UK 0.09303
ARKEMA Chemicals France 0.09088
VERBUND Utilities Austria 0.08726
SSAB B Basic Resources Sweden 0.08242
IPSEN Healthcare France 0.07972
PSP SWISS PROPERTY Real Estate Switzerland 0.07337
BUCHER INDUSTRIES Industrial Goods and Services Switzerland 0.07183
BALFOUR BEATTY Construction and Materials UK 0.06701
SFS GROUP Industrial Goods and Services Switzerland 0.06514
JDE PEET S Food, Beverage and Tobacco Netherlands 0.06235
UNITE GROUP PLC Real Estate UK 0.06183
ELIS Industrial Goods and Services France 0.05797
JOHNSON MATTHEY Chemicals UK 0.05778
HIKMA PHARMACEUTICALS Healthcare UK 0.05692
DKSH HOLDING Industrial Goods and Services Switzerland 0.0553
TRITAX BIG BOX REIT Real Estate UK 0.05419
AEDIFICA Real Estate Belgium 0.0497
GRAFTON GRP Industrial Goods and Services UK 0.04831
PUIG BRANDS B Consumer Products and Services Spain 0.04467
SIEGFRIED 'R' Healthcare Switzerland 0.04434
NOVARTIS Healthcare Switzerland 0.04085
SWEDISH ORPHAN BIOVITRUM Healthcare Sweden 0.03981
ACCIONA S.A. Construction and Materials Spain 0.03621
LUNDBERGFORETAGEN B Financial Services Sweden 0.03334
1Based on the last periodic review implementation