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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Base

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.30751
Apple Inc. Technology USA 6.01836
Microsoft Corp. Technology USA 5.05397
ALPHABET CLASS C Technology USA 4.47487
BROADCOM Technology USA 3.47412
Bank of New York Mellon Corp. Financial Services USA 2.4536
Amazon.com Inc. Retail USA 2.36395
JPMorgan Chase & Co. Banks USA 2.00711
GENERAL MOTORS Automobiles and Parts USA 1.91202
META PLATFORMS CLASS A Technology USA 1.78877
ABBVIE Healthcare USA 1.42797
Trane Technologies Construction and Materials USA 1.37393
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.28235
Johnson & Johnson Healthcare USA 1.282
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.27384
eBay Inc. Consumer Products and Services USA 1.20848
FORTINET Technology USA 1.19761
ARISTA NETWORKS Telecommunications USA 1.17765
MARATHON PETROLEUM Energy USA 1.16843
WALMART INC. Retail USA 1.16405
PepsiCo Inc. Food, Beverage and Tobacco USA 1.09448
BOOKING HOLDINGS Travel and Leisure USA 1.08977
Bristol-Myers Squibb Co. Healthcare USA 1.03751
DELL TECHNOLOGIES Technology USA 1.03277
Capital One Financial Corp. Industrial Goods and Services USA 1.02539
VISTRA Utilities USA 0.99267
Philip Morris International In Food, Beverage and Tobacco USA 0.94813
Applied Materials Inc. Technology USA 0.93961
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 0.92782
Hewlett Packard Enterprise Technology USA 0.86237
AT&T Inc. Telecommunications USA 0.85228
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.84465
VISA Inc. Cl A Industrial Goods and Services USA 0.82431
APPLOVIN A Technology USA 0.80263
ATMOS ENERGY Utilities USA 0.80017
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.79801
Valero Energy Corp. Energy USA 0.78239
Merck & Co. Inc. Healthcare USA 0.75928
Cintas Corp. Industrial Goods and Services USA 0.7468
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.7214
Exxon Mobil Corp. Energy USA 0.70891
SPOTIFY TECHNOLOGY Media USA 0.70852
Gilead Sciences Inc. Healthcare USA 0.70761
Chevron Corp. Energy USA 0.70584
MERCADOLIBRE Consumer Products and Services USA 0.63227
AutoZone Inc. Retail USA 0.62559
LINDE Chemicals USA 0.623
Simon Property Group Inc. Real Estate USA 0.61991
Ameriprise Financial Inc. Financial Services USA 0.60768
Eli Lilly & Co. Healthcare USA 0.59773
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.58839
Pfizer Inc. Healthcare USA 0.58763
FAIR ISAAC Industrial Goods and Services USA 0.58588
McDonald's Corp. Travel and Leisure USA 0.57615
Arch Capital Group Ltd. Insurance USA 0.52327
CROWDSTRIKE HOLDINGS A Technology USA 0.52298
Verizon Communications Inc. Telecommunications USA 0.50609
MSCI CLASS A Financial Services USA 0.50143
Goldman Sachs Group Inc. Financial Services USA 0.49954
GE Aerospace Industrial Goods and Services USA 0.47684
EATON CORP. PLC Industrial Goods and Services USA 0.44123
Best Buy Co. Inc. Retail USA 0.43734
TECHNIPFMC Energy USA 0.43443
FOX CORP 'A' Media USA 0.42678
CADENCE DESIGN SYS. Technology USA 0.42212
ATLASSIAN 'A' Technology USA 0.41871
Ulta Beauty Retail USA 0.40722
Expedia Group Inc Travel and Leisure USA 0.40694
KLA Technology USA 0.39669
Steel Dynamics Inc. Basic Resources USA 0.3873
PALO ALTO NETWORKS Technology USA 0.38329
AFLAC Inc. Insurance USA 0.38066
Cardinal Health Inc. Healthcare USA 0.375
Everest Group Insurance USA 0.37237
Hologic Inc. Healthcare USA 0.36427
Intuit Inc. Technology USA 0.34269
TE CONNECTIVITY LTD. Technology USA 0.33762
DOCUSIGN Technology USA 0.33657
Ameren Corp. Utilities USA 0.33058
Duke Energy Corp. Utilities USA 0.32697
Lam Research Corp. Technology USA 0.32688
Amphenol Corp. Cl A Technology USA 0.32323
NRG Energy Inc. Utilities USA 0.32015
State Street Corp. Financial Services USA 0.30537
UBER TECHNOLOGIES Consumer Products and Services USA 0.29868
LYONDELLBASELL INDUSTRIES Chemicals USA 0.28553
Omnicom Group Inc. Media USA 0.28273
FNF Group Insurance USA 0.26528
PALANTIR TECHNOLOGIES A Technology USA 0.26302
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.26249
DTE Energy Co. Utilities USA 0.26012
NiSource Inc. Utilities USA 0.24939
Nucor Corp. Basic Resources USA 0.22997
OKTA CL.A Technology USA 0.22409
AIRBNB A Travel and Leisure USA 0.22362
Darden Restaurants Inc. Travel and Leisure USA 0.21488
CF Industries Holdings Inc. Chemicals USA 0.21216
DaVita Inc. Healthcare USA 0.2056
ConocoPhillips Energy USA 0.20494
HP Inc. Technology USA 0.19724
Qualcomm Inc. Technology USA 0.19566
LENNOX INTL. Construction and Materials USA 0.18868
ROBINHOOD MARKETS A Financial Services USA 0.18827
VEEVA SYSTEMS CL.A Healthcare USA 0.18701
NEWS CORP 'A' Media USA 0.18153
CME Group Inc. Cl A Financial Services USA 0.18033
VICI PPTYS Real Estate USA 0.17903
MOLINA HEALTHCARE Healthcare USA 0.17612
Ford Motor Co. Automobiles and Parts USA 0.16251
REINSURANCE GROUP OF AM. Insurance USA 0.16201
ROYALTY PHARMA A Healthcare USA 0.1508
UNITED RENTALS Industrial Goods and Services USA 0.14506
BlackRock Inc. Financial Services USA 0.14181
CARVANA 'A' Retail USA 0.13822
Oracle Corp. Technology USA 0.13785
COREBRIDGE FINANCIAL Insurance USA 0.1364
Target Corp. Retail USA 0.13539
Cisco Systems Inc. Telecommunications USA 0.12041
Coca-Cola Co. Food, Beverage and Tobacco USA 0.11737
S&P GLOBAL Financial Services USA 0.11697
HOWMET AEROSPACE Industrial Goods and Services USA 0.11373
Paychex Inc. Industrial Goods and Services USA 0.11106
BUNGE GLOBAL Food, Beverage and Tobacco USA 0.10955
Yum! Brands Inc. Travel and Leisure USA 0.10854
International Business Machine Technology USA 0.10716
Globe Life Insurance USA 0.10185
ZSCALER Technology USA 0.10001
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.09938
Principal Financial Group Inc. Financial Services USA 0.09776
GARTNER 'A' Technology USA 0.0869
NEWS 'B' Media USA 0.08522
COUPANG A Retail USA 0.08408
Altria Group Inc. Food, Beverage and Tobacco USA 0.08201
LIBERTY FORMULA ONE C Media USA 0.08195
GE VERNOVA Industrial Goods and Services USA 0.07222
FOX CORP 'B' Media USA 0.07197
Annaly Capital Management Inc. Financial Services USA 0.06958
Abbott Laboratories Healthcare USA 0.06366
Boston Scientific Corp. Healthcare USA 0.06286
BUILDERS FIRSTSOURCE Construction and Materials USA 0.06254
Lowe's Cos. Retail USA 0.06242
KINDER MORGAN Energy USA 0.06139
Netflix Inc. Media USA 0.06115
Citigroup Inc. Banks USA 0.05787
ALLY FINANCIAL Financial Services USA 0.05512
Corning Inc. Technology USA 0.05295
LEIDOS HOLDINGS Technology USA 0.05222
Northrop Grumman Corp. Industrial Goods and Services USA 0.04747
Prudential Financial Inc. Insurance USA 0.04639
VERTIV HOLDINGS A Technology USA 0.04304
TESLA Automobiles and Parts USA 0.04297
LIBERTY FORMULA ONE A Media USA 0.04018
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.03686
RTX Industrial Goods and Services USA 0.03379
SAILPOINT Technology USA 0.03335
TJX Cos. Retail USA 0.03271
Caterpillar Inc. Industrial Goods and Services USA 0.03248
Berkshire Hathaway Inc. Cl B Financial Services USA 0.03195
Entergy Corp. Utilities USA 0.03049
Cummins Inc. Industrial Goods and Services USA 0.02992
Constellation Energy Utilities USA 0.02928
L3HARRIS TECHNOLOGIES Industrial Goods and Services USA 0.02883
Parker Hannifin Corp. Industrial Goods and Services USA 0.02835
General Dynamics Corp. Industrial Goods and Services USA 0.02833
Cencora Personal Care, Drug and Grocery Stores USA 0.02823
Consolidated Edison Inc. Utilities USA 0.02816
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.02757
CenterPoint Energy Inc. Utilities USA 0.02716
American Electric Power Co. In Utilities USA 0.02663
Johnson Controls PLC Industrial Goods and Services USA 0.02658
CRH Construction and Materials USA 0.02623
WABTEC Industrial Goods and Services USA 0.02601
Sempra Utilities USA 0.02545
WEC Energy Group Utilities USA 0.02527
Electronic Arts Inc. Consumer Products and Services USA 0.02517
Expeditors International of Wa Industrial Goods and Services USA 0.02479
EVERGY Utilities USA 0.02459
Morgan Stanley Financial Services USA 0.02426
Travelers Cos. Inc. Insurance USA 0.02414
Lockheed Martin Corp. Industrial Goods and Services USA 0.02409
F5 INC. Technology USA 0.02375
Exelon Corp. Utilities USA 0.02374
O'Reilly Automotive Inc. Retail USA 0.02362
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.0236
CHUBB Insurance USA 0.02354
Stryker Corp. Healthcare USA 0.02347
HARTFORD INSURANCE GROUP Insurance USA 0.02329
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02312
Wells Fargo & Co. Banks USA 0.02309
Southern Co. Utilities USA 0.02305
Northern Trust Corp. Financial Services USA 0.02288
Emerson Electric Co. Industrial Goods and Services USA 0.02268
Nasdaq Inc Financial Services USA 0.02246
VeriSign Inc. Technology USA 0.02235
Ecolab Inc. Chemicals USA 0.02234
Allstate Corp. Insurance USA 0.02213
Cincinnati Financial Corp. Insurance USA 0.02174
CORTEVA Food, Beverage and Tobacco USA 0.02173
Amgen Inc. Healthcare USA 0.02152
American Express Co. Industrial Goods and Services USA 0.02149
Akamai Technologies Inc. Technology USA 0.02109
Occidental Petroleum Corp. Energy USA 0.02107
EOG Resources Inc. Energy USA 0.02104
Bank of America Corp. Banks USA 0.02094
Xcel Energy Inc. Utilities USA 0.02066
3M Co. Industrial Goods and Services USA 0.02045
Ametek Inc. Industrial Goods and Services USA 0.02028
MEDTRONIC PLC Healthcare USA 0.02019
Paccar Inc. Industrial Goods and Services USA 0.01996
LABCORP HOLDINGS Healthcare USA 0.01994
Progressive Corp. Insurance USA 0.01982
HUBSPOT Technology USA 0.01964
Devon Energy Corp. Energy USA 0.01941
SNAP-ON Industrial Goods and Services USA 0.01937
HUBBELL Industrial Goods and Services USA 0.0193
Dover Corp. Industrial Goods and Services USA 0.01928
Moody's Corp. Financial Services USA 0.01918
VIATRIS Healthcare USA 0.0191
MAPLEBEAR Technology USA 0.01905
RAYMOND JAMES FINL. Financial Services USA 0.01896
REGENCY CENTERS Real Estate USA 0.0188
Delta Air Lines Inc. Travel and Leisure USA 0.01859
Dominion Energy Utilities USA 0.01859
MONDELEZ Food, Beverage and Tobacco USA 0.01858
Illinois Tool Works Inc. Industrial Goods and Services USA 0.01853
Franklin Resources Inc. Financial Services USA 0.01822
AMERICAN INTERNATIONAL GROUP Insurance USA 0.01804
BIOGEN INC. Healthcare USA 0.01724
Host Hotels & Resorts Inc. Real Estate USA 0.01698
Edison International Utilities USA 0.01687
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.01647
Automatic Data Processing Inc. Industrial Goods and Services USA 0.0163
CNA FINANCIAL Insurance USA 0.01626
Becton Dickinson & Co. Healthcare USA 0.01626
BROADRIDGE FINL.SLTN. Financial Services USA 0.01609
Danaher Corp. Healthcare USA 0.01601
Humana Inc. Healthcare USA 0.01592
Check Point Software Technolog Technology USA 0.01581
Equity Residential Real Estate USA 0.01556
PENTAIR Industrial Goods and Services USA 0.01551
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.01547
NetApp Inc. Technology USA 0.0153
Mettler-Toledo International I Industrial Goods and Services USA 0.01504
MetLife Inc. Insurance USA 0.01488
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01484
Agilent Technologies Inc. Healthcare USA 0.01478
THE CIGNA GROUP Healthcare USA 0.01475
Avalonbay Communities Inc. Real Estate USA 0.01468
Cognizant Technology Solutions Technology USA 0.01427
Zimmer Biomet Holdings Healthcare USA 0.01409
CNH Industrial NV Industrial Goods and Services USA 0.01399
SALESFORCE INC. Technology USA 0.01381
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01356
Masco Corp. Construction and Materials USA 0.01354
EQUITABLE HOLDINGS Financial Services USA 0.01341
T. Rowe Price Group Inc. Financial Services USA 0.01332
IQVIA HOLDINGS INC Healthcare USA 0.01328
HEALTHPEAK PROPERTIES Real Estate USA 0.01326
Carrier Global Construction and Materials USA 0.01323
SERVICENOW Technology USA 0.01297
PPG Industries Inc. Industrial Goods and Services USA 0.01287
Comcast Corp. Cl A Telecommunications USA 0.01229
General Mills Inc. Food, Beverage and Tobacco USA 0.01166
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01166
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01149
BXP Real Estate USA 0.0112
WORKDAY CLASS Technology USA 0.01077
Fidelity National Information Industrial Goods and Services USA 0.01068
PayPal Holdings Industrial Goods and Services USA 0.01045
Home Depot Inc. Retail USA 0.00976
1Based on the last periodic review implementation