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FACTOR & STRATEGY INDICES

STOXX Developed Europe Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NOVARTIS Healthcare Switzerland 3.67028
ASML HLDG Technology Netherlands 3.04536
UNICREDIT Banks Italy 2.4438
UBS GROUP Financial Services Switzerland 2.36813
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.28014
NOVO NORDISK B Healthcare Denmark 2.23673
AIB GROUP Banks Ireland 2.15219
REPSOL Energy Spain 2.092
CREDIT AGRICOLE Banks France 2.05297
MUENCHENER RUECK Insurance Germany 2.03989
ABB Industrial Goods and Services Switzerland 1.95955
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.88565
INVESTOR B Financial Services Sweden 1.65722
COCA-COLA HBC Food, Beverage and Tobacco UK 1.58925
INTESA SANPAOLO Banks Italy 1.55018
CENTRICA Utilities UK 1.5276
DEUTSCHE BANK Banks Germany 1.52119
EIFFAGE Construction and Materials France 1.48729
SAP Technology Germany 1.42119
HEIDELBERG MATERIALS Construction and Materials Germany 1.41682
BAE SYSTEMS Industrial Goods and Services UK 1.38152
RIO TINTO Basic Resources UK 1.37595
NESTLE Food, Beverage and Tobacco Switzerland 1.32805
TESCO Personal Care, Drug and Grocery Stores UK 1.31847
BMW Automobiles and Parts Germany 1.29941
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 1.23736
MARKS & SPENCER GRP Personal Care, Drug and Grocery Stores UK 1.22303
PANDORA Consumer Products and Services Denmark 1.22213
NORDEA BANK Banks Finland 1.21931
NEXT Retail UK 1.20161
PUBLICIS GRP Media France 1.14558
Industria de Diseno Textil SA Retail Spain 1.11019
BOUYGUES Construction and Materials France 1.09878
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 1.09099
ENGIE Utilities France 1.02101
PRYSMIAN Industrial Goods and Services Italy 1.00294
3I GROUP PLC. Financial Services UK 0.97177
COMMERZBANK Banks Germany 0.96806
AGEAS Insurance Belgium 0.94625
ROCHE HLDG P Healthcare Switzerland 0.94247
ASTRAZENECA Healthcare UK 0.93202
BNP PARIBAS Banks France 0.89046
SKANDINAVISKA ENSKILDA BK A Banks Sweden 0.88419
SCHINDLER REG Industrial Goods and Services Switzerland 0.87928
SIEMENS Industrial Goods and Services Germany 0.86585
SAGE GRP Technology UK 0.85474
GSK Healthcare UK 0.80092
VODAFONE GRP Telecommunications UK 0.79386
LVMH MOET HENNESSY Consumer Products and Services France 0.7608
SGS Industrial Goods and Services Switzerland 0.75485
L'OREAL Consumer Products and Services France 0.72934
ENEL Utilities Italy 0.7255
E.ON Utilities Germany 0.72165
ORION B Healthcare Finland 0.70154
BP Energy UK 0.69489
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.67223
DEUTSCHE TELEKOM Telecommunications Germany 0.66922
TOTALENERGIES Energy France 0.66855
SNAM RETE GAS Energy Italy 0.65067
BARCLAYS Banks UK 0.62085
DNB BANK Banks Norway 0.56361
SCHNEIDER ELECTRIC Industrial Goods and Services France 0.55025
ORKLA Food, Beverage and Tobacco Norway 0.54421
ROCHE HLDG BEARER Healthcare Switzerland 0.51718
KPN Telecommunications Netherlands 0.51171
ROLLS ROYCE HLDG Industrial Goods and Services UK 0.50754
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.50611
ADYEN Industrial Goods and Services Netherlands 0.48813
PEARSON Media UK 0.48235
MYCRONIC Technology Sweden 0.47031
ALLIANZ Insurance Germany 0.45438
YARA Chemicals Norway 0.45215
ANDRITZ Industrial Goods and Services Austria 0.44667
BANCO BPM Banks Italy 0.44519
VAR ENERGI Energy Norway 0.43363
KUEHNE + NAGEL Industrial Goods and Services Switzerland 0.42171
VOLVO A Industrial Goods and Services Sweden 0.42034
DR ING HC F PORSCHE PREF. Automobiles and Parts Germany 0.41771
SAINT GOBAIN Construction and Materials France 0.40984
AKZO NOBEL Chemicals Netherlands 0.40903
ING GRP Banks Netherlands 0.40495
SHELL Energy UK 0.38429
HENNES & MAURITZ B Retail Sweden 0.37353
JERONIMO MARTINS Personal Care, Drug and Grocery Stores Portugal 0.37351
SWISSCOM Telecommunications Switzerland 0.36537
HEMNET Real Estate Sweden 0.36224
DANSKE BANK Banks Denmark 0.34548
KONGSBERG GRUPPEN Industrial Goods and Services Norway 0.34496
BANCA MEDIOLANUM Financial Services Italy 0.33189
HSBC Banks UK 0.32962
OMV Energy Austria 0.32465
GLENCORE PLC Basic Resources UK 0.32154
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.31212
DEUTSCHE BOERSE Financial Services Germany 0.3016
CHRISTIAN DIOR Consumer Products and Services France 0.28818
ORANGE Telecommunications France 0.28717
BAWAG GROUP AG Banks Austria 0.28271
NATWEST GROUP Banks UK 0.2761
WARTSILA Industrial Goods and Services Finland 0.27474
STRABAG Construction and Materials Austria 0.26452
EPIROC B Industrial Goods and Services Sweden 0.26286
NATIONAL GRID Utilities UK 0.2483
SIEMENS ENERGY Energy Germany 0.24403
COLRUYT GROUP Personal Care, Drug and Grocery Stores Belgium 0.24048
ALFA LAVAL Industrial Goods and Services Sweden 0.23591
ACS Construction and Materials Spain 0.2255
INVESTOR A Financial Services Sweden 0.21512
SWEDBANK Banks Sweden 0.2044
ALCON Healthcare Switzerland 0.20385
SYENSQO Basic Resources Belgium 0.19686
TERNA Utilities Italy 0.19499
CARLSBERG B Food, Beverage and Tobacco Denmark 0.18465
SSAB A Basic Resources Sweden 0.17739
ASM INTERNATIONAL Technology Netherlands 0.17528
ADIDAS Consumer Products and Services Germany 0.17516
IMPERIAL BRANDS Food, Beverage and Tobacco UK 0.16193
GALP ENERGIA Energy Portugal 0.14229
AMUNDI Financial Services France 0.13792
WIENERBERGER Construction and Materials Austria 0.13695
TELEFONICA Telecommunications Spain 0.13618
HOLMEN B Basic Resources Sweden 0.11895
BUNZL Industrial Goods and Services UK 0.11549
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.10688
SANOFI Healthcare France 0.10448
GRP SOCIETE GENERALE Banks France 0.09721
KESKO Personal Care, Drug and Grocery Stores Finland 0.09304
HANNOVER RUECK Insurance Germany 0.09183
ENDESA Utilities Spain 0.08745
TELEKOM AUSTRIA Telecommunications Austria 0.07063
SANDVIK Industrial Goods and Services Sweden 0.06749
TELENOR Telecommunications Norway 0.064
WOLTERS KLUWER Industrial Goods and Services Netherlands 0.05777
NN GROUP Insurance Netherlands 0.05178
WISE A Industrial Goods and Services UK 0.04028
SSAB B Basic Resources Sweden 0.03953
VERBUND Utilities Austria 0.03757
AXFOOD Personal Care, Drug and Grocery Stores Sweden 0.03347
BIONTECH SE ADR Healthcare Germany 0.02496
TRELLEBORG B Industrial Goods and Services Sweden 0.01332
DIAGEO Food, Beverage and Tobacco UK 0.00887
1Based on the last periodic review implementation