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FACTOR & STRATEGY INDICES

STOXX Developed Europe Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NOVARTIS Healthcare Switzerland 3.20368
NOVO NORDISK B Healthcare Denmark 2.84497
ASML HLDG Technology Netherlands 2.59046
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.50771
MUENCHENER RUECK Insurance Germany 2.29463
AIB GROUP Banks Ireland 2.19874
UNICREDIT Banks Italy 2.18001
CREDIT AGRICOLE Banks France 2.00923
REPSOL Energy Spain 1.92578
CENTRICA Utilities UK 1.87551
UBS GROUP Financial Services Switzerland 1.81418
COCA-COLA HBC Food, Beverage and Tobacco UK 1.79034
PANDORA Consumer Products and Services Denmark 1.70173
INVESTOR B Financial Services Sweden 1.65304
MARKS & SPENCER GRP Personal Care, Drug and Grocery Stores UK 1.63482
PUBLICIS GRP Media France 1.61123
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.61088
NEXT Retail UK 1.58262
EIFFAGE Construction and Materials France 1.56601
ABB Industrial Goods and Services Switzerland 1.54469
NESTLE Food, Beverage and Tobacco Switzerland 1.54129
COMMERZBANK Banks Germany 1.47412
BAE SYSTEMS Industrial Goods and Services UK 1.42232
INTESA SANPAOLO Banks Italy 1.41584
SAP Technology Germany 1.37028
RIO TINTO Basic Resources UK 1.31384
3I GROUP PLC. Financial Services UK 1.29552
TESCO Personal Care, Drug and Grocery Stores UK 1.29039
HEIDELBERG MATERIALS Construction and Materials Germany 1.28669
DEUTSCHE BANK Banks Germany 1.2254
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 1.17979
BMW Automobiles and Parts Germany 1.16642
ENGIE Utilities France 1.15884
BOUYGUES Construction and Materials France 1.1305
NORDEA BANK Banks Finland 1.1246
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 1.11626
Industria de Diseno Textil SA Retail Spain 1.11
SAGE GRP Technology UK 1.03311
AGEAS Insurance Belgium 0.96204
ROCHE HLDG P Healthcare Switzerland 0.95021
ASTRAZENECA Healthcare UK 0.907
BNP PARIBAS Banks France 0.86279
SNAM RETE GAS Energy Italy 0.83342
SKANDINAVISKA ENSKILDA BK A Banks Sweden 0.8163
GSK Healthcare UK 0.79456
OMV Energy Austria 0.79419
ENEL Utilities Italy 0.77611
SGS Industrial Goods and Services Switzerland 0.77046
VODAFONE GRP Telecommunications UK 0.75426
E.ON Utilities Germany 0.75006
L'OREAL Consumer Products and Services France 0.74746
TOTALENERGIES Energy France 0.73557
DEUTSCHE TELEKOM Telecommunications Germany 0.7286
PRYSMIAN Industrial Goods and Services Italy 0.71999
LVMH MOET HENNESSY Consumer Products and Services France 0.69594
ORION B Healthcare Finland 0.69132
KUEHNE + NAGEL Industrial Goods and Services Switzerland 0.68327
BP Energy UK 0.67287
JERONIMO MARTINS Personal Care, Drug and Grocery Stores Portugal 0.64103
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.62242
DNB BANK Banks Norway 0.60118
ORKLA Food, Beverage and Tobacco Norway 0.58174
ADYEN Industrial Goods and Services Netherlands 0.56244
KPN Telecommunications Netherlands 0.5353
PEARSON Media UK 0.53074
VAR ENERGI Energy Norway 0.52753
YARA Chemicals Norway 0.5063
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.49628
AXFOOD Personal Care, Drug and Grocery Stores Sweden 0.47897
KONGSBERG GRUPPEN Industrial Goods and Services Norway 0.46389
ALLIANZ Insurance Germany 0.46175
ANDRITZ Industrial Goods and Services Austria 0.45863
ROCHE HLDG BEARER Healthcare Switzerland 0.43594
SHELL Energy UK 0.41766
DR ING HC F PORSCHE PREF. Automobiles and Parts Germany 0.40878
VOLVO A Industrial Goods and Services Sweden 0.40501
MYCRONIC Technology Sweden 0.40006
SCHNEIDER ELECTRIC Industrial Goods and Services France 0.3874
HEMNET Real Estate Sweden 0.38697
DEUTSCHE BOERSE Financial Services Germany 0.37597
SWISSCOM Telecommunications Switzerland 0.36554
BANCO BPM Banks Italy 0.3584
ING GRP Banks Netherlands 0.3448
DANSKE BANK Banks Denmark 0.3388
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.33105
SAINT GOBAIN Construction and Materials France 0.33085
HENNES & MAURITZ B Retail Sweden 0.3245
BARCLAYS Banks UK 0.32394
GLENCORE PLC Basic Resources UK 0.31144
KESKO Personal Care, Drug and Grocery Stores Finland 0.31024
CARREFOUR Personal Care, Drug and Grocery Stores France 0.29393
NATIONAL GRID Utilities UK 0.29084
BANCA MEDIOLANUM Financial Services Italy 0.28736
JD SPORTS FASHION Retail UK 0.28216
ORANGE Telecommunications France 0.27808
BAWAG GROUP AG Banks Austria 0.27318
EPIROC B Industrial Goods and Services Sweden 0.27304
AKZO NOBEL Chemicals Netherlands 0.26613
WIENERBERGER Construction and Materials Austria 0.26612
CHRISTIAN DIOR Consumer Products and Services France 0.26184
BERKELEY GRP HLDG Consumer Products and Services UK 0.25142
COLRUYT GROUP Personal Care, Drug and Grocery Stores Belgium 0.24438
ALCON Healthcare Switzerland 0.24063
CARLSBERG B Food, Beverage and Tobacco Denmark 0.22983
ALFA LAVAL Industrial Goods and Services Sweden 0.22612
TERNA Utilities Italy 0.21541
INVESTOR A Financial Services Sweden 0.21498
SYENSQO Basic Resources Belgium 0.19927
ASM INTERNATIONAL Technology Netherlands 0.18827
ACS Construction and Materials Spain 0.1875
SWEDBANK Banks Sweden 0.18625
SSAB A Basic Resources Sweden 0.18093
IMPERIAL BRANDS Food, Beverage and Tobacco UK 0.16418
HSBC Banks UK 0.16192
GALP ENERGIA Energy Portugal 0.14812
TELEFONICA Telecommunications Spain 0.14249
HOLMEN B Basic Resources Sweden 0.13246
MUNTERS GROUP AB Construction and Materials Sweden 0.12783
BUNZL Industrial Goods and Services UK 0.11477
SANOFI Healthcare France 0.11218
HANNOVER RUECK Insurance Germany 0.10409
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.10062
ENDESA Utilities Spain 0.09366
NATWEST GROUP Banks UK 0.09167
GRP SOCIETE GENERALE Banks France 0.08279
STRABAG Construction and Materials Austria 0.07698
TELEKOM AUSTRIA Telecommunications Austria 0.07606
WOLTERS KLUWER Media Netherlands 0.07445
TELENOR Telecommunications Norway 0.06165
SANDVIK Industrial Goods and Services Sweden 0.05647
NN GROUP Insurance Netherlands 0.05124
VERBUND Utilities Austria 0.04408
SSAB B Basic Resources Sweden 0.04239
WISE A Industrial Goods and Services UK 0.04118
SIEMENS Industrial Goods and Services Germany 0.03836
BIONTECH SE ADR Healthcare Germany 0.0293
TRELLEBORG B Industrial Goods and Services Sweden 0.01264
DIAGEO Food, Beverage and Tobacco UK 0.00706
STELLANTIS Automobiles and Parts Italy 0.00625
1Based on the last periodic review implementation