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FACTOR & STRATEGY INDICES

STOXX Developed Europe Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NOVARTIS Healthcare Switzerland 4.03849
ASML HLDG Technology Netherlands 3.05246
UNICREDIT Banks Italy 2.47525
AIB GROUP Banks Ireland 2.43616
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.19215
REPSOL Energy Spain 2.10842
CREDIT AGRICOLE Banks France 2.03991
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.99145
MUENCHENER RUECK Insurance Germany 1.97232
ABB Industrial Goods and Services Switzerland 1.91837
INVESTOR B Financial Services Sweden 1.78989
NOVO NORDISK B Healthcare Denmark 1.75956
UBS GROUP Financial Services Switzerland 1.67781
RIO TINTO Basic Resources UK 1.62201
COCA-COLA HBC Food, Beverage and Tobacco UK 1.56496
INTESA SANPAOLO Banks Italy 1.56439
EIFFAGE Construction and Materials France 1.51178
CENTRICA Utilities UK 1.43213
HEIDELBERG MATERIALS Construction and Materials Germany 1.43099
ENGIE Utilities France 1.42054
BMW Automobiles and Parts Germany 1.36353
DEUTSCHE BANK Banks Germany 1.33391
NESTLE Food, Beverage and Tobacco Switzerland 1.31281
NORDEA BANK Banks Finland 1.29922
NEXT Retail UK 1.28039
Industria de Diseno Textil SA Retail Spain 1.25564
TESCO Personal Care, Drug and Grocery Stores UK 1.24496
BOUYGUES Construction and Materials France 1.2227
SAP Technology Germany 1.21701
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 1.20413
BAE SYSTEMS Industrial Goods and Services UK 1.13339
ROCHE HLDG P Healthcare Switzerland 1.08342
PANDORA Consumer Products and Services Denmark 1.06005
MARKS & SPENCER GRP Personal Care, Drug and Grocery Stores UK 1.04697
ASTRAZENECA Healthcare UK 1.04683
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 0.94988
PUBLICIS GRP Media France 0.94393
COMMERZBANK Banks Germany 0.93792
NATWEST GROUP Banks UK 0.91999
GSK Healthcare UK 0.90555
AGEAS Insurance Belgium 0.89063
SIEMENS Industrial Goods and Services Germany 0.83492
VODAFONE GRP Telecommunications UK 0.83452
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.82772
SKANDINAVISKA ENSKILDA BK A Banks Sweden 0.82319
SCHINDLER REG Industrial Goods and Services Switzerland 0.79722
SAGE GRP Technology UK 0.78257
BARCLAYS Banks UK 0.78054
ENEL Utilities Italy 0.76278
LVMH MOET HENNESSY Consumer Products and Services France 0.74259
3I GROUP PLC. Financial Services UK 0.72141
ROLLS ROYCE HLDG Industrial Goods and Services UK 0.69366
E.ON Utilities Germany 0.69035
L'OREAL Consumer Products and Services France 0.68313
ROCHE HLDG BEARER Healthcare Switzerland 0.67668
TOTALENERGIES Energy France 0.67521
PRYSMIAN Industrial Goods and Services Italy 0.65919
BP Energy UK 0.65191
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.65188
ORION B Healthcare Finland 0.60689
AKZO NOBEL Chemicals Netherlands 0.60476
DEUTSCHE TELEKOM Telecommunications Germany 0.58803
SGS Industrial Goods and Services Switzerland 0.5837
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.54902
DNB BANK Banks Norway 0.53717
ORKLA Food, Beverage and Tobacco Norway 0.53084
SCHNEIDER ELECTRIC Industrial Goods and Services France 0.52406
SNAM RETE GAS Energy Italy 0.51929
BNP PARIBAS Banks France 0.51447
BANCO BPM Banks Italy 0.4948
ADYEN Industrial Goods and Services Netherlands 0.48856
ALLIANZ Insurance Germany 0.47529
YARA Chemicals Norway 0.4703
HSBC Banks UK 0.46412
ANDRITZ Industrial Goods and Services Austria 0.45647
PEARSON Media UK 0.45591
KPN Telecommunications Netherlands 0.45589
MYCRONIC Technology Sweden 0.44508
HENNES & MAURITZ B Retail Sweden 0.42798
ING GRP Banks Netherlands 0.418
KONGSBERG GRUPPEN Industrial Goods and Services Norway 0.41411
DR ING HC F PORSCHE PREF. Automobiles and Parts Germany 0.4083
WARTSILA Industrial Goods and Services Finland 0.3864
VAR ENERGI Energy Norway 0.38323
DANSKE BANK Banks Denmark 0.37446
ERICSSON LM B Telecommunications Sweden 0.37269
GLENCORE PLC Basic Resources UK 0.37169
BAWAG GROUP AG Banks Austria 0.37134
BANCA MEDIOLANUM Financial Services Italy 0.35181
BPER Banca Banks Italy 0.35142
SAINT GOBAIN Construction and Materials France 0.35107
AIRTEL AFRICA PLC Telecommunications UK 0.34502
SWISSCOM Telecommunications Switzerland 0.33675
VOLVO A Industrial Goods and Services Sweden 0.33593
JERONIMO MARTINS Personal Care, Drug and Grocery Stores Portugal 0.33311
CHRISTIAN DIOR Consumer Products and Services France 0.32483
OMV Energy Austria 0.30079
LOOMIS Industrial Goods and Services Sweden 0.2943
SIEMENS ENERGY Energy Germany 0.2873
DEUTSCHE BOERSE Financial Services Germany 0.27351
ORANGE Telecommunications France 0.272
STRABAG Construction and Materials Austria 0.26716
ACS Construction and Materials Spain 0.26044
ALFA LAVAL Industrial Goods and Services Sweden 0.23957
CARLSBERG B Food, Beverage and Tobacco Denmark 0.23343
INVESTOR A Financial Services Sweden 0.23169
HEMNET Real Estate Sweden 0.22699
SSAB A Basic Resources Sweden 0.21877
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.215
ADIDAS Consumer Products and Services Germany 0.20214
SHELL Energy UK 0.20137
TERNA Utilities Italy 0.19668
VERBUND Utilities Austria 0.19535
GRP SOCIETE GENERALE Banks France 0.19351
COLRUYT GROUP Personal Care, Drug and Grocery Stores Belgium 0.17809
NATIONAL GRID Utilities UK 0.17624
IMPERIAL BRANDS Food, Beverage and Tobacco UK 0.15491
AMUNDI Financial Services France 0.13564
GALP ENERGIA Energy Portugal 0.1201
STANDARD CHARTERED Banks UK 0.11242
HOLMEN B Basic Resources Sweden 0.11036
IAG Travel and Leisure UK 0.10524
WISE A Industrial Goods and Services UK 0.09998
SANOFI Healthcare France 0.09983
TELEFONICA Telecommunications Spain 0.09644
ENDESA Utilities Spain 0.09571
BUNZL Industrial Goods and Services UK 0.0928
HANNOVER RUECK Insurance Germany 0.09184
ALCON Healthcare Switzerland 0.08625
SSAB B Basic Resources Sweden 0.08361
SYENSQO Basic Resources Belgium 0.08174
SANDVIK Industrial Goods and Services Sweden 0.07348
KUEHNE + NAGEL Industrial Goods and Services Switzerland 0.0718
TELEKOM AUSTRIA Telecommunications Austria 0.06565
NN GROUP Insurance Netherlands 0.05375
WOLTERS KLUWER Industrial Goods and Services Netherlands 0.0423
SWEDBANK Banks Sweden 0.0289
BT GRP Telecommunications UK 0.02453
BIONTECH SE ADR Healthcare Germany 0.01863
TRELLEBORG B Industrial Goods and Services Sweden 0.01297
WALLENIUS WILHELMSEN Industrial Goods and Services Norway 0.01258
1Based on the last periodic review implementation