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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.17595
Microsoft Corp. Technology USA 6.93736
Apple Inc. Technology USA 5.71703
BROADCOM Technology USA 4.37061
ALPHABET CLASS C Technology USA 4.16266
Bank of New York Mellon Corp. Financial Services USA 2.22763
JPMorgan Chase & Co. Banks USA 2.11642
Amazon.com Inc. Retail USA 2.0757
ARISTA NETWORKS Telecommunications USA 1.98771
META PLATFORMS CLASS A Technology USA 1.7043
ABBVIE Healthcare USA 1.54772
VISTRA Utilities USA 1.37877
Trane Technologies Construction and Materials USA 1.30672
BOOKING HOLDINGS Travel and Leisure USA 1.21208
FORTINET Technology USA 1.18931
CADENCE DESIGN SYS. Technology USA 1.1233
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.10283
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.08005
FAIR ISAAC Industrial Goods and Services USA 1.05394
GENERAL MOTORS Automobiles and Parts USA 1.04502
SPOTIFY TECHNOLOGY Media USA 1.03931
MERCADOLIBRE Consumer Products and Services USA 0.99363
PepsiCo Inc. Food, Beverage and Tobacco USA 0.99264
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.9883
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.96393
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 0.96324
WALMART INC. Retail USA 0.96071
Johnson & Johnson Healthcare USA 0.92121
Philip Morris International In Food, Beverage and Tobacco USA 0.90925
VISA Inc. Cl A Industrial Goods and Services USA 0.89619
MARATHON PETROLEUM Energy USA 0.89457
CROWDSTRIKE HOLDINGS A Technology USA 0.88776
eBay Inc. Consumer Products and Services USA 0.88603
Capital One Financial Corp. Industrial Goods and Services USA 0.87118
DELL TECHNOLOGIES Technology USA 0.82961
Cintas Corp. Industrial Goods and Services USA 0.79998
Home Depot Inc. Retail USA 0.7993
APPLOVIN A Technology USA 0.78032
Bristol-Myers Squibb Co. Healthcare USA 0.78005
Hewlett Packard Enterprise Technology USA 0.75767
AutoZone Inc. Retail USA 0.75737
AFLAC Inc. Insurance USA 0.74875
ATMOS ENERGY Utilities USA 0.69338
McDonald's Corp. Travel and Leisure USA 0.68165
Ameriprise Financial Inc. Financial Services USA 0.65055
Steel Dynamics Inc. Basic Resources USA 0.63386
LINDE Chemicals USA 0.58684
Simon Property Group Inc. Real Estate USA 0.58281
Chevron Corp. Energy USA 0.52467
Merck & Co. Inc. Healthcare USA 0.52031
DOCUSIGN Technology USA 0.51909
Valero Energy Corp. Energy USA 0.50919
Lowe's Cos. Retail USA 0.50221
AT&T Inc. Telecommunications USA 0.50036
Intuit Inc. Technology USA 0.49674
MSCI CLASS A Financial Services USA 0.48754
Arch Capital Group Ltd. Insurance USA 0.48108
Exxon Mobil Corp. Energy USA 0.48083
Applied Materials Inc. Technology USA 0.48021
Best Buy Co. Inc. Retail USA 0.47911
Eli Lilly & Co. Healthcare USA 0.47587
Goldman Sachs Group Inc. Financial Services USA 0.4745
PALO ALTO NETWORKS Technology USA 0.47008
ATLASSIAN 'A' Technology USA 0.44787
EATON CORP. PLC Industrial Goods and Services USA 0.44456
FOX CORP 'A' Media USA 0.43989
Verizon Communications Inc. Telecommunications USA 0.42263
Veralto Corp. Industrial Goods and Services USA 0.38142
Everest Group Insurance USA 0.37934
FNF Group Insurance USA 0.37229
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.36896
TE CONNECTIVITY LTD. Technology USA 0.35774
Hologic Inc. Healthcare USA 0.31881
TESLA Automobiles and Parts USA 0.31544
SYNOPSYS Technology USA 0.31435
Amphenol Corp. Cl A Technology USA 0.30343
Duke Energy Corp. Utilities USA 0.29968
Nucor Corp. Basic Resources USA 0.29937
Ameren Corp. Utilities USA 0.2966
HP Inc. Technology USA 0.29183
Gilead Sciences Inc. Healthcare USA 0.28783
Elevance Health Healthcare USA 0.28129
State Street Corp. Financial Services USA 0.27278
KLA Technology USA 0.26547
COREBRIDGE FINANCIAL Insurance USA 0.25678
MOLINA HEALTHCARE Healthcare USA 0.25393
DTE Energy Co. Utilities USA 0.23929
NEWS CORP 'A' Media USA 0.22186
AIRBNB A Travel and Leisure USA 0.21219
Pfizer Inc. Healthcare USA 0.20988
VICI PPTYS Real Estate USA 0.20395
PALANTIR TECHNOLOGIES A Technology USA 0.1968
LYONDELLBASELL INDUSTRIES Chemicals USA 0.19443
Darden Restaurants Inc. Travel and Leisure USA 0.18766
UNITED RENTALS Industrial Goods and Services USA 0.18453
Oracle Corp. Technology USA 0.17916
DaVita Inc. Healthcare USA 0.17512
Omnicom Group Inc. Media USA 0.16673
LIBERTY FORMULA ONE C Media USA 0.16649
INTERPUBLIC GP. Media USA 0.16314
BlackRock Inc. Financial Services USA 0.16241
Ford Motor Co. Automobiles and Parts USA 0.15735
Qualcomm Inc. Technology USA 0.15583
LENNOX INTL. Construction and Materials USA 0.15074
Paychex Inc. Industrial Goods and Services USA 0.14974
CME Group Inc. Cl A Financial Services USA 0.14731
ConocoPhillips Energy USA 0.14248
COUPANG A Retail USA 0.14085
S&P GLOBAL Financial Services USA 0.13417
GARTNER 'A' Technology USA 0.1325
ROBINHOOD MARKETS A Financial Services USA 0.12842
FirstEnergy Corp. Utilities USA 0.11992
ROYALTY PHARMA A Healthcare USA 0.11565
Globe Life Insurance USA 0.10393
Cisco Systems Inc. Telecommunications USA 0.10153
NEWS 'B' Media USA 0.10131
Target Corp. Retail USA 0.10113
Coca-Cola Co. Food, Beverage and Tobacco USA 0.10013
Yum! Brands Inc. Travel and Leisure USA 0.09703
BUILDERS FIRSTSOURCE Construction and Materials USA 0.09176
TECHNIPFMC Energy USA 0.0914
Principal Financial Group Inc. Financial Services USA 0.09013
Regions Financial Corp. Banks USA 0.08809
Boston Scientific Corp. Healthcare USA 0.08496
NiSource Inc. Utilities USA 0.08073
Abbott Laboratories Healthcare USA 0.07883
Netflix Inc. Media USA 0.07844
Costco Wholesale Corp. Retail USA 0.07165
Annaly Capital Management Inc. Financial Services USA 0.06859
GE Aerospace Industrial Goods and Services USA 0.06773
ALLY FINANCIAL Financial Services USA 0.06496
Vertex Pharmaceuticals Inc. Healthcare USA 0.06183
Citigroup Inc. Banks USA 0.05208
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.05145
Prudential Financial Inc. Insurance USA 0.04959
KINDER MORGAN Energy USA 0.04921
LIBERTY FORMULA ONE A Media USA 0.04839
ALPHABET INC. CL A Technology USA 0.04599
DOW Industrial Goods and Services USA 0.04261
T-Mobile US Inc Telecommunications USA 0.04027
NRG Energy Inc. Utilities USA 0.03798
Thermo Fisher Scientific Inc. Healthcare USA 0.03752
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.03709
Lam Research Corp. Technology USA 0.03705
Northrop Grumman Corp. Industrial Goods and Services USA 0.03693
Welltower Inc. Real Estate USA 0.03616
HOWMET AEROSPACE Industrial Goods and Services USA 0.03248
Corning Inc. Technology USA 0.03246
Constellation Energy Utilities USA 0.03212
VEEVA SYSTEMS CL.A Healthcare USA 0.03179
UBER TECHNOLOGIES Consumer Products and Services USA 0.03153
Berkshire Hathaway Inc. Cl B Financial Services USA 0.03143
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.02908
Republic Services Inc. Utilities USA 0.02898
CRH Construction and Materials USA 0.02834
TJX Cos. Retail USA 0.02832
Altria Group Inc. Food, Beverage and Tobacco USA 0.02742
O'Reilly Automotive Inc. Retail USA 0.02699
International Business Machine Technology USA 0.02695
F5 INC. Technology USA 0.02636
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02612
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.02599
Entergy Corp. Utilities USA 0.02598
RTX Industrial Goods and Services USA 0.0259
AMERICAN WATER WORKS Utilities USA 0.02588
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.02576
General Dynamics Corp. Industrial Goods and Services USA 0.02548
Stryker Corp. Healthcare USA 0.02529
ZSCALER Technology USA 0.02528
VeriSign Inc. Technology USA 0.02516
Wells Fargo & Co. Banks USA 0.02418
HILTON Travel and Leisure USA 0.02412
Cencora Personal Care, Drug and Grocery Stores USA 0.02404
American Express Co. Industrial Goods and Services USA 0.02382
WEC Energy Group Utilities USA 0.02381
Consolidated Edison Inc. Utilities USA 0.02379
CenterPoint Energy Inc. Utilities USA 0.02359
LEIDOS HOLDINGS Technology USA 0.02346
LIVE NATION ENTM. Travel and Leisure USA 0.02342
VERTIV HOLDINGS A Technology USA 0.02319
Morgan Stanley Financial Services USA 0.02306
Parker Hannifin Corp. Industrial Goods and Services USA 0.02299
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02296
Cummins Inc. Industrial Goods and Services USA 0.02281
Humana Inc. Healthcare USA 0.02273
Emerson Electric Co. Industrial Goods and Services USA 0.02248
Waste Management Inc. Utilities USA 0.02247
Progressive Corp. Insurance USA 0.02238
Nasdaq Inc Financial Services USA 0.02237
Bank of America Corp. Banks USA 0.02227
L3HARRIS TECHNOLOGIES Industrial Goods and Services USA 0.02227
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02224
Ecolab Inc. Chemicals USA 0.0222
Cardinal Health Inc. Healthcare USA 0.02218
Sempra Utilities USA 0.02216
TYLER TECHNOLOGIES Technology USA 0.02211
HARTFORD INSURANCE GROUP Insurance USA 0.02207
RAYMOND JAMES FINL. Financial Services USA 0.02202
ROLLINS Consumer Products and Services USA 0.02201
Automatic Data Processing Inc. Industrial Goods and Services USA 0.02189
American Electric Power Co. In Utilities USA 0.02178
3M Co. Industrial Goods and Services USA 0.02177
Southern Co. Utilities USA 0.02175
EVERGY Utilities USA 0.02169
SERVICENOW Technology USA 0.02167
Travelers Cos. Inc. Insurance USA 0.02164
Williams Cos. Energy USA 0.02162
BROADRIDGE FINL.SLTN. Financial Services USA 0.02139
MEDTRONIC PLC Healthcare USA 0.02139
Johnson Controls PLC Industrial Goods and Services USA 0.02138
Caterpillar Inc. Industrial Goods and Services USA 0.02136
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.02132
Exelon Corp. Utilities USA 0.0213
Allstate Corp. Insurance USA 0.02129
Northern Trust Corp. Financial Services USA 0.02128
XYLEM Industrial Goods and Services USA 0.02121
Expedia Group Inc Travel and Leisure USA 0.0211
Fifth Third Bancorp Banks USA 0.02104
Marsh & McLennan Cos. Insurance USA 0.02098
Honeywell International Inc. Industrial Goods and Services USA 0.02095
Electronic Arts Inc. Consumer Products and Services USA 0.02086
AMERICAN TOWER Real Estate USA 0.02061
Cincinnati Financial Corp. Insurance USA 0.02056
Church & Dwight Co. Personal Care, Drug and Grocery Stores USA 0.02053
W.R. Berkley Corp. Insurance USA 0.02048
ALLIANT ENERGY CORP. Utilities USA 0.02047
SEI INVESTMENTS Financial Services USA 0.02044
Moody's Corp. Financial Services USA 0.02035
Ulta Beauty Retail USA 0.02029
MONDELEZ Food, Beverage and Tobacco USA 0.02021
Roper Technologies Inc. Technology USA 0.02018
LABCORP HOLDINGS Healthcare USA 0.02018
Analog Devices Inc. Technology USA 0.02011
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.02006
WP CAREY Real Estate USA 0.02005
PPL Corp. Utilities USA 0.02003
WABTEC Industrial Goods and Services USA 0.01996
Fastenal Co. Basic Resources USA 0.01992
Quest Diagnostics Inc. Healthcare USA 0.01985
Equinix Inc. Real Estate USA 0.01981
Deere & Co. Industrial Goods and Services USA 0.01977
Check Point Software Technolog Technology USA 0.01965
Expeditors International of Wa Industrial Goods and Services USA 0.01954
Markel Group Inc. Insurance USA 0.01952
LPL FINANCIAL HOLDINGS Financial Services USA 0.0195
BAKER HUGHES Energy USA 0.01945
NU HOLDINGS A Financial Services USA 0.01937
OKTA CL.A Technology USA 0.01937
TRACTOR SUPPLY Retail USA 0.01923
CHUBB Insurance USA 0.01919
CORTEVA Food, Beverage and Tobacco USA 0.01912
Jacobs Solutions Industrial Goods and Services USA 0.01907
PENTAIR Industrial Goods and Services USA 0.01899
Becton Dickinson & Co. Healthcare USA 0.01894
PACK.CORP.OF AM. Industrial Goods and Services USA 0.01893
NextEra Energy Inc. Utilities USA 0.01878
EQUITABLE HOLDINGS Financial Services USA 0.01869
Sysco Corp. Personal Care, Drug and Grocery Stores USA 0.01868
TRANSDIGM GROUP Industrial Goods and Services USA 0.01864
Xcel Energy Inc. Utilities USA 0.01863
Marriott International Inc. Cl Travel and Leisure USA 0.01847
Willis Towers Watson Insurance USA 0.01837
KEYSIGHT TECHNOLOGIES Industrial Goods and Services USA 0.01828
Union Pacific Corp. Industrial Goods and Services USA 0.01822
CMS ENERGY Utilities USA 0.01821
Franklin Resources Inc. Financial Services USA 0.01821
NetApp Inc. Technology USA 0.01819
Ross Stores Inc. Retail USA 0.01808
Illinois Tool Works Inc. Industrial Goods and Services USA 0.01808
Dominion Energy Utilities USA 0.01798
AMERICAN INTERNATIONAL GROUP Insurance USA 0.01792
PNC Financial Services Group I Banks USA 0.01784
Sherwin-Williams Co. Industrial Goods and Services USA 0.01779
WORKDAY CLASS Technology USA 0.01777
EQUITY LIFESTYLE PROPS. Real Estate USA 0.01761
SNAP-ON Industrial Goods and Services USA 0.01757
Public Service Enterprise Grou Utilities USA 0.01749
CITIZENS FINANCIAL GROUP Banks USA 0.01749
Ametek Inc. Industrial Goods and Services USA 0.01747
PHILLIPS 66 Energy USA 0.01746
Lockheed Martin Corp. Industrial Goods and Services USA 0.01743
Textron Inc. Industrial Goods and Services USA 0.01728
TRADEWEB MARKETS A Financial Services USA 0.01726
Iron Mountain Inc. Real Estate USA 0.01724
HUBBELL Industrial Goods and Services USA 0.01719
Paccar Inc. Industrial Goods and Services USA 0.01713
APOLLO GLOBAL MANAGEMENT Financial Services USA 0.01704
ESSENTIAL UTILITIES Utilities USA 0.017
Amgen Inc. Healthcare USA 0.01695
REGENCY CENTERS Real Estate USA 0.01693
EOG Resources Inc. Energy USA 0.01689
Avalonbay Communities Inc. Real Estate USA 0.01685
Delta Air Lines Inc. Travel and Leisure USA 0.01681
SALESFORCE INC. Technology USA 0.01677
Equity Residential Real Estate USA 0.01676
TARGA RESOURCES Energy USA 0.0167
Otis Worldwide Industrial Goods and Services USA 0.01665
M&T Bank Corp. Banks USA 0.01655
HUBSPOT Technology USA 0.01653
MetLife Inc. Insurance USA 0.01649
COTERRA ENERGY Energy USA 0.01635
NVR Inc. Consumer Products and Services USA 0.01634
CF Industries Holdings Inc. Chemicals USA 0.01625
BROWN & BROWN Insurance USA 0.01625
NXP SEMICONDUCTORS Technology USA 0.0162
W.W. Grainger Inc. Industrial Goods and Services USA 0.01618
INVITATION HOMES Real Estate USA 0.01612
Agilent Technologies Inc. Healthcare USA 0.0161
GODADDY CL.A Technology USA 0.01609
VERISK ANALYTICS CL.A Industrial Goods and Services USA 0.01607
Amdocs Ltd. Technology USA 0.01597
Masco Corp. Construction and Materials USA 0.01595
CAMDEN PROPERTY TST. Real Estate USA 0.01594
REINSURANCE GROUP OF AM. Insurance USA 0.01592
DOMINOS PIZZA Travel and Leisure USA 0.01582
BXP Real Estate USA 0.01577
ARAMARK Travel and Leisure USA 0.01576
T. Rowe Price Group Inc. Financial Services USA 0.01572
Danaher Corp. Healthcare USA 0.01569
CNA FINANCIAL Insurance USA 0.01566
THE CIGNA GROUP Healthcare USA 0.01564
Chipotle Mexican Grill Inc. Travel and Leisure USA 0.01558
PayPal Holdings Industrial Goods and Services USA 0.01554
U.S. Bancorp Banks USA 0.01543
Zimmer Biomet Holdings Healthcare USA 0.01541
Texas Instruments Inc. Technology USA 0.01536
Occidental Petroleum Corp. Energy USA 0.01536
DUPONT DE NEMOURS Industrial Goods and Services USA 0.01532
Host Hotels & Resorts Inc. Real Estate USA 0.01527
General Mills Inc. Food, Beverage and Tobacco USA 0.01523
Mettler-Toledo International I Industrial Goods and Services USA 0.01517
Dover Corp. Industrial Goods and Services USA 0.01515
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.01514
Crown Castle Real Estate USA 0.0149
CNH Industrial NV Industrial Goods and Services USA 0.01482
Cognizant Technology Solutions Technology USA 0.01477
ESSEX PROPERTY TST. Real Estate USA 0.01476
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.01473
Microchip Technology Inc. Technology USA 0.01473
DYNATRACE Technology USA 0.01455
KeyCorp Banks USA 0.01455
Avery Dennison Corp. Basic Resources USA 0.01449
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01441
IQVIA HOLDINGS INC Healthcare USA 0.01437
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01425
International Paper Co. Basic Resources USA 0.01419
JACK HENRY & ASSOCS. Industrial Goods and Services USA 0.01412
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01409
CORPAY Industrial Goods and Services USA 0.01406
Akamai Technologies Inc. Technology USA 0.01398
INGERSOLL-RAND Industrial Goods and Services USA 0.01396
PG&E Utilities USA 0.01395
PPG Industries Inc. Industrial Goods and Services USA 0.0139
UDR Real Estate USA 0.01384
HEALTHPEAK PROPERTIES Real Estate USA 0.01379
VIATRIS Healthcare USA 0.01375
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01371
Fiserv Inc. Industrial Goods and Services USA 0.01354
DIAMONDBACK ENERGY Energy USA 0.0135
TEXAS PACIFIC LAND CORP Energy USA 0.01347
Fidelity National Information Industrial Goods and Services USA 0.0134
AMCOR Industrial Goods and Services USA 0.01328
Carrier Global Construction and Materials USA 0.0132
Schlumberger Ltd. Energy USA 0.01317
THE CAMPBELL'S Food, Beverage and Tobacco USA 0.01315
Devon Energy Corp. Energy USA 0.013
BIOGEN INC. Healthcare USA 0.013
Edison International Utilities USA 0.01291
Comcast Corp. Cl A Telecommunications USA 0.01284
Accenture PLC Cl A Industrial Goods and Services USA 0.01252
Conagra Brands Inc. Food, Beverage and Tobacco USA 0.01209
FACTSET RESEARCH SYS. Financial Services USA 0.01131
Fortive Industrial Goods and Services USA 0.01104
Eastman Chemical Co. Chemicals USA 0.01095
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.01067
UnitedHealth Group Inc. Healthcare USA 0.00974
MODERNA Healthcare USA 0.00963
LULULEMON ATHLETICA Consumer Products and Services USA 0.00942
ONEOK Inc. Energy USA 0.00838
1Based on the last periodic review implementation