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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Value

Components 1

Company Supersector Country Weight (%)
BARCLAYS Banks UK 6.10732
GRP SOCIETE GENERALE Banks France 5.02778
3I GROUP PLC. Financial Services UK 3.89122
REPSOL Energy Spain 3.76608
ARCELORMITTAL Basic Resources Luxembourg 3.56476
DAIMLER TRUCK Industrial Goods and Services Germany 3.51153
NOKIA Telecommunications Finland 3.46356
Holcim Construction and Materials Switzerland 3.08482
RWE Utilities Germany 3.00953
VOLKSWAGEN PREF Automobiles and Parts Germany 2.62244
IMPERIAL BRANDS Food, Beverage and Tobacco UK 2.52177
CAP GEMINI Technology France 2.40503
ANHEUSER-BUSCH INBEV Food, Beverage and Tobacco Belgium 2.2976
FRESENIUS Healthcare Germany 2.29054
LOGITECH INTERNATIONAL Technology Switzerland 2.18397
IAG Travel and Leisure UK 1.96046
EIFFAGE Construction and Materials France 1.7896
GENMAB Healthcare Denmark 1.74318
NN GROUP Insurance Netherlands 1.70069
MERCEDES-BENZ GROUP Automobiles and Parts Germany 1.65285
KGHM Basic Resources Poland 1.63294
CARREFOUR Personal Care, Drug and Grocery Stores France 1.54845
STANDARD CHARTERED Banks UK 1.46244
NOVO NORDISK B Healthcare Denmark 1.36176
Prosus Technology Netherlands 1.33106
GSK Healthcare UK 1.26235
CREDIT AGRICOLE Banks France 1.24552
FRESENIUS MEDICAL CARE Healthcare Germany 1.2342
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 1.14693
ALCON Healthcare Switzerland 1.13552
BEAZLEY Insurance UK 1.05531
BNP PARIBAS Banks France 1.0535
ASSOCIATED BRITISH FOODS Food, Beverage and Tobacco UK 0.99186
DCC Industrial Goods and Services UK 0.99062
SIKA Construction and Materials Switzerland 0.98486
EXOR NV Financial Services Netherlands 0.96447
SHELL Energy UK 0.95473
BOUYGUES Construction and Materials France 0.9473
ALSTOM Industrial Goods and Services France 0.8656
TOTALENERGIES Energy France 0.84166
THYSSENKRUPP Industrial Goods and Services Germany 0.81675
SANOFI Healthcare France 0.81201
FRONTLINE Industrial Goods and Services Norway 0.77783
HALEON Healthcare UK 0.75898
BT GRP Telecommunications UK 0.73792
BMW Automobiles and Parts Germany 0.6665
LEG IMMOBILIEN Real Estate Germany 0.63562
INVESTEC Banks UK 0.63441
ROCHE PS Healthcare Switzerland 0.63328
BUZZI Construction and Materials Italy 0.584
A2A Utilities Italy 0.56466
AUTOTRADER GROUP Technology UK 0.55196
TELEPERFORMANCE Industrial Goods and Services France 0.52178
BUNZL Industrial Goods and Services UK 0.48162
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.46737
HEXAGON B Technology Sweden 0.44015
ADECCO Industrial Goods and Services Switzerland 0.42675
SIGNIFY Construction and Materials Netherlands 0.39776
GRIFOLS Healthcare Spain 0.38657
ZEALAND PHARMA Healthcare Denmark 0.38203
SOPRA STERIA GROUP Technology France 0.36057
EASYJET Travel and Leisure UK 0.34837
VERBUND Utilities Austria 0.33744
BRITISH LAND COMPANY Real Estate UK 0.32
PUIG BRANDS B Consumer Products and Services Spain 0.31952
ACKERMANS & VAN HAAREN Construction and Materials Belgium 0.3033
CENTRICA Utilities UK 0.28608
LION FINANCE GROUP Banks UK 0.27931
ORLEN Energy Poland 0.25277
HEIDELBERG MATERIALS Construction and Materials Germany 0.24195
HIKMA PHARMACEUTICALS Healthcare UK 0.21845
IVECO GROUP Industrial Goods and Services Italy 0.20249
SOFINA Financial Services Belgium 0.20166
TENARIS Energy Italy 0.20042
BKW Utilities Switzerland 0.18602
TBC BANK GROUP Banks UK 0.18311
ISS AS Industrial Goods and Services Denmark 0.16935
SECURITAS B Industrial Goods and Services Sweden 0.16755
SIG GROUP AG Industrial Goods and Services Switzerland 0.15534
LUNDBERGFORETAGEN B Financial Services Sweden 0.13989
ORANGE Telecommunications France 0.13114
SKANSKA B Construction and Materials Sweden 0.11965
DERWENT LONDON Real Estate UK 0.11783
YARA Chemicals Norway 0.11064
SSAB B Basic Resources Sweden 0.10811
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.0935
WIENERBERGER Construction and Materials Austria 0.08548
DRAX GRP Utilities UK 0.08445
SAINSBURY (J) Personal Care, Drug and Grocery Stores UK 0.08445
DKSH HOLDING Industrial Goods and Services Switzerland 0.08263
SFS GROUP Industrial Goods and Services Switzerland 0.07909
OMV Energy Austria 0.07893
SBM OFFSHORE Energy Netherlands 0.07793
BUCHER INDUSTRIES Industrial Goods and Services Switzerland 0.07565
TAURON Utilities Poland 0.06827
SHAFTESBURY CAPITAL Real Estate UK 0.05994
TEMENOS Technology Switzerland 0.05193
BARRY CALLEBAUT Food, Beverage and Tobacco Switzerland 0.04987
NOVARTIS Healthcare Switzerland 0.04375
SULZER Industrial Goods and Services Switzerland 0.04359
ARKEMA Chemicals France 0.04341
SIEGFRIED 'R' Healthcare Switzerland 0.03994
EDP (PT) Utilities Portugal 0.03876
REPLY Technology Italy 0.03708
NIBE INDUSTRIER B Construction and Materials Sweden 0.03665
1Based on the last periodic review implementation