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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.25832
Apple Inc. Technology USA 6.29233
Microsoft Corp. Technology USA 6.28548
ALPHABET CLASS C Technology USA 4.96932
BROADCOM Technology USA 3.71973
Bank of New York Mellon Corp. Financial Services USA 2.34367
GENERAL MOTORS Automobiles and Parts USA 2.15552
JPMorgan Chase & Co. Banks USA 2.10575
Amazon.com Inc. Retail USA 2.04312
META PLATFORMS CLASS A Technology USA 1.64223
ABBVIE Healthcare USA 1.55799
Capital One Financial Corp. Industrial Goods and Services USA 1.30534
ARISTA NETWORKS Telecommunications USA 1.29542
APPLOVIN A Technology USA 1.24044
Trane Technologies Construction and Materials USA 1.23705
FAIR ISAAC Industrial Goods and Services USA 1.23165
BOOKING HOLDINGS Travel and Leisure USA 1.18558
FORTINET Technology USA 1.11889
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.11792
Johnson & Johnson Healthcare USA 1.06534
SYNCHRONY FINANCIAL Industrial Goods and Services USA 1.06427
eBay Inc. Consumer Products and Services USA 1.063
WALMART INC. Retail USA 1.06006
VISTRA Utilities USA 1.05043
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.03623
PepsiCo Inc. Food, Beverage and Tobacco USA 1.02432
Bristol-Myers Squibb Co. Healthcare USA 0.92704
Hewlett Packard Enterprise Technology USA 0.92058
VISA Inc. Cl A Industrial Goods and Services USA 0.90463
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 0.88046
Philip Morris International In Food, Beverage and Tobacco USA 0.86407
CROWDSTRIKE HOLDINGS A Technology USA 0.83942
SPOTIFY TECHNOLOGY Media USA 0.82381
MARATHON PETROLEUM Energy USA 0.80161
MERCADOLIBRE Consumer Products and Services USA 0.79913
DELL TECHNOLOGIES Technology USA 0.78483
Steel Dynamics Inc. Basic Resources USA 0.78315
ATLASSIAN 'A' Technology USA 0.78016
Cintas Corp. Industrial Goods and Services USA 0.74028
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.71007
McDonald's Corp. Travel and Leisure USA 0.70298
ATMOS ENERGY Utilities USA 0.70044
Eli Lilly & Co. Healthcare USA 0.66944
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.66367
Ameriprise Financial Inc. Financial Services USA 0.64185
Applied Materials Inc. Technology USA 0.63951
Merck & Co. Inc. Healthcare USA 0.63712
AFLAC Inc. Insurance USA 0.63413
AutoZone Inc. Retail USA 0.61268
Simon Property Group Inc. Real Estate USA 0.58883
Goldman Sachs Group Inc. Financial Services USA 0.51998
Arch Capital Group Ltd. Insurance USA 0.5169
LINDE Chemicals USA 0.50976
FOX CORP 'A' Media USA 0.50903
Valero Energy Corp. Energy USA 0.50302
Exxon Mobil Corp. Energy USA 0.49103
Chevron Corp. Energy USA 0.48997
MSCI CLASS A Financial Services USA 0.4887
Intuit Inc. Technology USA 0.4786
DOCUSIGN Technology USA 0.47759
Best Buy Co. Inc. Retail USA 0.47614
CADENCE DESIGN SYS. Technology USA 0.44862
Gilead Sciences Inc. Healthcare USA 0.44439
AT&T Inc. Telecommunications USA 0.44191
Ulta Beauty Retail USA 0.43541
PALO ALTO NETWORKS Technology USA 0.41662
Verizon Communications Inc. Telecommunications USA 0.38216
TE CONNECTIVITY LTD. Technology USA 0.37577
EATON CORP. PLC Industrial Goods and Services USA 0.37247
Everest Group Insurance USA 0.36999
Hologic Inc. Healthcare USA 0.35568
Veralto Corp. Industrial Goods and Services USA 0.35436
Nucor Corp. Basic Resources USA 0.3529
FNF Group Insurance USA 0.34967
Cardinal Health Inc. Healthcare USA 0.34707
Amphenol Corp. Cl A Technology USA 0.32702
KLA Technology USA 0.3125
State Street Corp. Financial Services USA 0.30492
Ameren Corp. Utilities USA 0.29092
Duke Energy Corp. Utilities USA 0.2824
TECHNIPFMC Energy USA 0.24595
NRG Energy Inc. Utilities USA 0.2409
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.23943
HP Inc. Technology USA 0.238
COREBRIDGE FINANCIAL Insurance USA 0.23788
MOLINA HEALTHCARE Healthcare USA 0.23432
AIRBNB A Travel and Leisure USA 0.22309
DTE Energy Co. Utilities USA 0.22227
Pfizer Inc. Healthcare USA 0.21722
NiSource Inc. Utilities USA 0.2151
Darden Restaurants Inc. Travel and Leisure USA 0.19044
LENNOX INTL. Construction and Materials USA 0.18993
PALANTIR TECHNOLOGIES A Technology USA 0.18828
NEWS CORP 'A' Media USA 0.18658
Ford Motor Co. Automobiles and Parts USA 0.18009
Omnicom Group Inc. Media USA 0.17607
VICI PPTYS Real Estate USA 0.17518
Home Depot Inc. Retail USA 0.17509
Qualcomm Inc. Technology USA 0.1616
REINSURANCE GROUP OF AM. Insurance USA 0.15952
LYONDELLBASELL INDUSTRIES Chemicals USA 0.15904
UNITED RENTALS Industrial Goods and Services USA 0.15721
LIBERTY FORMULA ONE C Media USA 0.15409
DaVita Inc. Healthcare USA 0.15303
CME Group Inc. Cl A Financial Services USA 0.14965
BlackRock Inc. Financial Services USA 0.14875
ConocoPhillips Energy USA 0.1407
S&P GLOBAL Financial Services USA 0.13389
GARTNER 'A' Technology USA 0.12795
Paychex Inc. Industrial Goods and Services USA 0.12769
CF Industries Holdings Inc. Chemicals USA 0.1267
ROBINHOOD MARKETS A Financial Services USA 0.12331
ROYALTY PHARMA A Healthcare USA 0.12162
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.11936
Cisco Systems Inc. Telecommunications USA 0.11525
Target Corp. Retail USA 0.11104
Oracle Corp. Technology USA 0.11002
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.10862
Coca-Cola Co. Food, Beverage and Tobacco USA 0.10426
Yum! Brands Inc. Travel and Leisure USA 0.10112
Globe Life Insurance USA 0.09853
COUPANG A Retail USA 0.09819
Principal Financial Group Inc. Financial Services USA 0.09688
Regions Financial Corp. Banks USA 0.08858
NEWS 'B' Media USA 0.08785
FOX CORP 'B' Media USA 0.08314
Boston Scientific Corp. Healthcare USA 0.08198
BUNGE GLOBAL Food, Beverage and Tobacco USA 0.08038
BUILDERS FIRSTSOURCE Construction and Materials USA 0.07574
Annaly Capital Management Inc. Financial Services USA 0.072
Abbott Laboratories Healthcare USA 0.07177
Altria Group Inc. Food, Beverage and Tobacco USA 0.07001
GE Aerospace Industrial Goods and Services USA 0.06822
ALLY FINANCIAL Financial Services USA 0.06629
SYNOPSYS Technology USA 0.06613
Costco Wholesale Corp. Retail USA 0.06364
Lowe's Cos. Retail USA 0.06333
FirstEnergy Corp. Utilities USA 0.06018
Netflix Inc. Media USA 0.05958
Citigroup Inc. Banks USA 0.05752
LEIDOS HOLDINGS Technology USA 0.05511
ALPHABET INC. CL A Technology USA 0.05476
SAILPOINT Technology USA 0.05454
Prudential Financial Inc. Insurance USA 0.05435
Lam Research Corp. Technology USA 0.04966
KINDER MORGAN Energy USA 0.04693
LIBERTY FORMULA ONE A Media USA 0.04521
DOW Industrial Goods and Services USA 0.04166
OKTA CL.A Technology USA 0.0411
Elevance Health Healthcare USA 0.04029
Welltower Inc. Real Estate USA 0.0402
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.03799
Northrop Grumman Corp. Industrial Goods and Services USA 0.03618
Corning Inc. Technology USA 0.03539
HOWMET AEROSPACE Industrial Goods and Services USA 0.03431
Constellation Energy Utilities USA 0.03406
Berkshire Hathaway Inc. Cl B Financial Services USA 0.03114
TJX Cos. Retail USA 0.03092
CRH Construction and Materials USA 0.03078
International Business Machine Technology USA 0.03007
RTX Industrial Goods and Services USA 0.02941
Cencora Personal Care, Drug and Grocery Stores USA 0.02791
Expedia Group Inc Travel and Leisure USA 0.02709
Cummins Inc. Industrial Goods and Services USA 0.02693
Republic Services Inc. Utilities USA 0.02687
Entergy Corp. Utilities USA 0.02647
General Dynamics Corp. Industrial Goods and Services USA 0.02635
Parker Hannifin Corp. Industrial Goods and Services USA 0.02628
Wells Fargo & Co. Banks USA 0.02623
Caterpillar Inc. Industrial Goods and Services USA 0.02605
American Express Co. Industrial Goods and Services USA 0.02596
HILTON Travel and Leisure USA 0.02592
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.02575
VERTIV HOLDINGS A Technology USA 0.02548
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02526
Morgan Stanley Financial Services USA 0.0252
VEEVA SYSTEMS CL.A Healthcare USA 0.02507
UBER TECHNOLOGIES Consumer Products and Services USA 0.02506
AMERICAN WATER WORKS Utilities USA 0.02464
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.02455
Expeditors International of Wa Industrial Goods and Services USA 0.02455
Electronic Arts Inc. Consumer Products and Services USA 0.02426
Consolidated Edison Inc. Utilities USA 0.02392
Stryker Corp. Healthcare USA 0.02354
Nasdaq Inc Financial Services USA 0.02351
O'Reilly Automotive Inc. Retail USA 0.02334
Bank of America Corp. Banks USA 0.02326
Johnson Controls PLC Industrial Goods and Services USA 0.02322
HARTFORD INSURANCE GROUP Insurance USA 0.02313
Humana Inc. Healthcare USA 0.02304
CenterPoint Energy Inc. Utilities USA 0.02304
American Electric Power Co. In Utilities USA 0.023
Sempra Utilities USA 0.02287
Travelers Cos. Inc. Insurance USA 0.02259
WABTEC Industrial Goods and Services USA 0.02257
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02249
Emerson Electric Co. Industrial Goods and Services USA 0.02231
Northern Trust Corp. Financial Services USA 0.02228
L3HARRIS TECHNOLOGIES Industrial Goods and Services USA 0.02226
3M Co. Industrial Goods and Services USA 0.02223
WEC Energy Group Utilities USA 0.02219
Waste Management Inc. Utilities USA 0.02218
MEDTRONIC PLC Healthcare USA 0.02191
Ecolab Inc. Chemicals USA 0.02176
Cincinnati Financial Corp. Insurance USA 0.02176
Markel Group Inc. Insurance USA 0.02158
Fifth Third Bancorp Banks USA 0.02157
CHUBB Insurance USA 0.02148
VeriSign Inc. Technology USA 0.02147
EVERGY Utilities USA 0.02146
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02141
Exelon Corp. Utilities USA 0.02115
Moody's Corp. Financial Services USA 0.02102
Allstate Corp. Insurance USA 0.02091
Williams Cos. Energy USA 0.02069
Progressive Corp. Insurance USA 0.02045
RAYMOND JAMES FINL. Financial Services USA 0.02037
F5 INC. Technology USA 0.02034
XYLEM Industrial Goods and Services USA 0.02024
Southern Co. Utilities USA 0.01995
AMERICAN INTERNATIONAL GROUP Insurance USA 0.01977
BROADRIDGE FINL.SLTN. Financial Services USA 0.01977
Delta Air Lines Inc. Travel and Leisure USA 0.01974
ZSCALER Technology USA 0.01972
Deere & Co. Industrial Goods and Services USA 0.01956
Becton Dickinson & Co. Healthcare USA 0.01955
SEI INVESTMENTS Financial Services USA 0.01941
NU HOLDINGS A Financial Services USA 0.01933
Amgen Inc. Healthcare USA 0.0192
W.R. Berkley Corp. Insurance USA 0.01911
Automatic Data Processing Inc. Industrial Goods and Services USA 0.01909
WP CAREY Real Estate USA 0.01905
Paccar Inc. Industrial Goods and Services USA 0.01897
Quest Diagnostics Inc. Healthcare USA 0.0188
Equinix Inc. Real Estate USA 0.01875
TYLER TECHNOLOGIES Technology USA 0.0187
Ametek Inc. Industrial Goods and Services USA 0.01866
Cognizant Technology Solutions Technology USA 0.01861
Check Point Software Technolog Technology USA 0.01856
Xcel Energy Inc. Utilities USA 0.01854
TRANSDIGM GROUP Industrial Goods and Services USA 0.01832
Textron Inc. Industrial Goods and Services USA 0.01826
LABCORP HOLDINGS Healthcare USA 0.01811
Danaher Corp. Healthcare USA 0.01802
PNC Financial Services Group I Banks USA 0.01801
PACK.CORP.OF AM. Industrial Goods and Services USA 0.01794
SNAP-ON Industrial Goods and Services USA 0.01782
CMS ENERGY Utilities USA 0.01773
Franklin Resources Inc. Financial Services USA 0.01767
CORTEVA Food, Beverage and Tobacco USA 0.01766
PENTAIR Industrial Goods and Services USA 0.01766
Dominion Energy Utilities USA 0.01763
EQUITY LIFESTYLE PROPS. Real Estate USA 0.0176
Roper Technologies Inc. Technology USA 0.01757
SALESFORCE INC. Technology USA 0.01742
SERVICENOW Technology USA 0.01729
Agilent Technologies Inc. Healthcare USA 0.01727
Lockheed Martin Corp. Industrial Goods and Services USA 0.01725
ESSENTIAL UTILITIES Utilities USA 0.01719
PHILLIPS 66 Energy USA 0.01713
Dover Corp. Industrial Goods and Services USA 0.01713
MONDELEZ Food, Beverage and Tobacco USA 0.01707
Illinois Tool Works Inc. Industrial Goods and Services USA 0.01705
HUBBELL Industrial Goods and Services USA 0.01702
JACK HENRY & ASSOCS. Industrial Goods and Services USA 0.01692
MetLife Inc. Insurance USA 0.01678
IQVIA HOLDINGS INC Healthcare USA 0.01673
M&T Bank Corp. Banks USA 0.01665
Mettler-Toledo International I Industrial Goods and Services USA 0.0166
W.W. Grainger Inc. Industrial Goods and Services USA 0.01658
WORKDAY CLASS Technology USA 0.01642
U.S. Bancorp Banks USA 0.01637
VIATRIS Healthcare USA 0.01636
EQUITABLE HOLDINGS Financial Services USA 0.01634
REGENCY CENTERS Real Estate USA 0.01631
Akamai Technologies Inc. Technology USA 0.01614
CNA FINANCIAL Insurance USA 0.01611
NetApp Inc. Technology USA 0.01605
Otis Worldwide Industrial Goods and Services USA 0.01605
Host Hotels & Resorts Inc. Real Estate USA 0.01602
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.016
TRADEWEB MARKETS A Financial Services USA 0.0159
BIOGEN INC. Healthcare USA 0.01574
Equity Residential Real Estate USA 0.01561
Avalonbay Communities Inc. Real Estate USA 0.01544
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.01538
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.01523
T. Rowe Price Group Inc. Financial Services USA 0.01513
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01483
EOG Resources Inc. Energy USA 0.01465
INVITATION HOMES Real Estate USA 0.01453
THE CIGNA GROUP Healthcare USA 0.01446
General Mills Inc. Food, Beverage and Tobacco USA 0.01429
DIAMONDBACK ENERGY Energy USA 0.01413
ESSEX PROPERTY TST. Real Estate USA 0.01402
BXP Real Estate USA 0.014
Masco Corp. Construction and Materials USA 0.01398
GODADDY CL.A Technology USA 0.01396
Edison International Utilities USA 0.01377
Zimmer Biomet Holdings Healthcare USA 0.01355
Devon Energy Corp. Energy USA 0.01355
PayPal Holdings Industrial Goods and Services USA 0.01345
Fidelity National Information Industrial Goods and Services USA 0.01342
AMCOR Industrial Goods and Services USA 0.01316
Occidental Petroleum Corp. Energy USA 0.01303
UDR Real Estate USA 0.01297
PPG Industries Inc. Industrial Goods and Services USA 0.01288
CNH Industrial NV Industrial Goods and Services USA 0.01281
COTERRA ENERGY Energy USA 0.01279
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01277
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01255
LULULEMON ATHLETICA Consumer Products and Services USA 0.0124
HUBSPOT Technology USA 0.01225
Comcast Corp. Cl A Telecommunications USA 0.01186
HEALTHPEAK PROPERTIES Real Estate USA 0.01178
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01161
Carrier Global Construction and Materials USA 0.01161
International Paper Co. Basic Resources USA 0.01154
Union Pacific Corp. Industrial Goods and Services USA 0.01056
Sysco Corp. Personal Care, Drug and Grocery Stores USA 0.00901
DUPONT DE NEMOURS Industrial Goods and Services USA 0.00799
Fiserv Inc. Industrial Goods and Services USA 0.00689
1Based on the last periodic review implementation