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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Base

Components 1

Company Supersector Country Weight (%)
Microsoft Corp. Technology USA 6.15952
Apple Inc. Technology USA 5.97409
NVIDIA Corp. Technology USA 5.6189
ALPHABET CLASS C Technology USA 3.18671
BROADCOM Technology USA 2.85423
Amazon.com Inc. Retail USA 2.0679
JPMorgan Chase & Co. Banks USA 1.90943
ABBVIE Health Care USA 1.71719
FORTINET Technology USA 1.63752
MERCADOLIBRE Consumer Products and Services USA 1.57048
FAIR ISAAC Industrial Goods and Services USA 1.55409
META PLATFORMS CLASS A Technology USA 1.47758
ARISTA NETWORKS Telecommunications USA 1.2981
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.29263
Bristol-Myers Squibb Co. Health Care USA 1.24366
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.20939
PepsiCo Inc. Food, Beverage and Tobacco USA 1.19705
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.1268
UnitedHealth Group Inc. Health Care USA 1.10798
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.07268
BOOKING HOLDINGS Travel and Leisure USA 1.03728
GENERAL MOTORS Automobiles and Parts USA 1.03707
VISA Inc. Cl A Industrial Goods and Services USA 1.03497
Johnson & Johnson Health Care USA 1.00554
VISTRA Utilities USA 1.00154
Philip Morris International In Food, Beverage and Tobacco USA 0.99344
SPOTIFY TECHNOLOGY Media USA 0.97122
WALMART INC. Retail USA 0.94874
CADENCE DESIGN SYS. Technology USA 0.92797
Cintas Corp. Industrial Goods and Services USA 0.89814
Bank of New York Mellon Corp. Financial Services USA 0.89262
AFLAC Inc. Insurance USA 0.88166
MARATHON PETROLEUM Energy USA 0.85015
McDonald's Corp. Travel and Leisure USA 0.80927
Home Depot Inc. Retail USA 0.79358
Elevance Health Health Care USA 0.79184
Capital One Financial Corp. Industrial Goods and Services USA 0.78399
AutoZone Inc. Retail USA 0.77535
Ameriprise Financial Inc. Financial Services USA 0.76948
CROWDSTRIKE HOLDINGS A Technology USA 0.76459
Nucor Corp. Basic Resources USA 0.75426
eBay Inc. Consumer Products and Services USA 0.75186
ATMOS ENERGY Utilities USA 0.74342
DELL TECHNOLOGIES Technology USA 0.72106
Merck & Co. Inc. Health Care USA 0.69856
PULTEGROUP Consumer Products and Services USA 0.67552
LINDE Chemicals USA 0.65995
Steel Dynamics Inc. Basic Resources USA 0.65619
Chevron Corp. Energy USA 0.65037
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.64944
DOCUSIGN Technology USA 0.63513
ATLASSIAN 'A' Technology USA 0.62523
Eli Lilly & Co. Health Care USA 0.62296
Simon Property Group Inc. Real Estate USA 0.61442
Arch Capital Group Ltd. Insurance USA 0.58832
Best Buy Co. Inc. Retail USA 0.58463
Exxon Mobil Corp. Energy USA 0.57856
MSCI CLASS A Financial Services USA 0.57589
Hewlett Packard Enterprise Technology USA 0.57194
AT&T Inc. Telecommunications USA 0.54775
MOLINA HEALTHCARE Health Care USA 0.52814
Intuit Inc. Technology USA 0.51265
Lowe's Cos. Retail USA 0.50539
Verizon Communications Inc. Telecommunications USA 0.50256
Valero Energy Corp. Energy USA 0.48397
PALO ALTO NETWORKS Technology USA 0.48384
FNF Group Insurance USA 0.47365
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.47174
Everest Group Insurance USA 0.4685
FERGUSON ENTERPRISES Industrial Goods and Services USA 0.46067
Applied Materials Inc. Technology USA 0.45164
BUILDERS FIRSTSOURCE Construction and Materials USA 0.44661
FOX CORP 'A' Media USA 0.44021
Hershey Co. Food, Beverage and Tobacco USA 0.41345
EATON CORP. PLC Industrial Goods and Services USA 0.4122
Veralto Corp. Industrial Goods and Services USA 0.41001
Trane Technologies Construction and Materials USA 0.39828
Goldman Sachs Group Inc. Financial Services USA 0.39152
HP Inc. Technology USA 0.34933
Ameren Corp. Utilities USA 0.34783
Hologic Inc. Health Care USA 0.34725
Duke Energy Corp. Utilities USA 0.34646
SYNOPSYS Technology USA 0.33449
Gilead Sciences Inc. Health Care USA 0.31751
LYONDELLBASELL INDUSTRIES Chemicals USA 0.31437
COREBRIDGE FINANCIAL Insurance USA 0.29866
DTE Energy Co. Utilities USA 0.28423
Pfizer Inc. Health Care USA 0.26977
GARTNER 'A' Technology USA 0.26141
AMERICAN FINL.GP.OHIO Insurance USA 0.25664
State Street Corp. Financial Services USA 0.25578
AIRBNB A Travel and Leisure USA 0.25284
VICI PPTYS Real Estate USA 0.23737
DaVita Inc. Health Care USA 0.23427
NEWS CORP 'A' Media USA 0.23028
TESLA Automobiles and Parts USA 0.21641
SIRIUS XM HOLDINGS Media USA 0.21558
Omnicom Group Inc. Media USA 0.21197
INTERPUBLIC GP. Media USA 0.19817
LENNOX INTL. Construction and Materials USA 0.18699
ConocoPhillips Energy USA 0.18568
Qualcomm Inc. Technology USA 0.17214
LIBERTY FORMULA ONE C Media USA 0.1621
Ford Motor Co. Automobiles and Parts USA 0.15915
BlackRock Inc. Financial Services USA 0.15896
S&P GLOBAL Financial Services USA 0.15481
CDW Technology USA 0.15043
UNITED RENTALS Industrial Goods and Services USA 0.1447
Target Corp. Retail USA 0.14034
FirstEnergy Corp. Utilities USA 0.12904
ROYALTY PHARMA A Health Care USA 0.1264
Yum! Brands Inc. Travel and Leisure USA 0.12272
Coca-Cola Co. Food, Beverage and Tobacco USA 0.12165
COUPANG A Retail USA 0.11759
NEWS 'B' Media USA 0.10802
Principal Financial Group Inc. Financial Services USA 0.10794
Globe Life Insurance USA 0.10653
Oracle Corp. Technology USA 0.10385
Vertex Pharmaceuticals Inc. Health Care USA 0.09545
NiSource Inc. Utilities USA 0.09232
Abbott Laboratories Health Care USA 0.08604
Regions Financial Corp. Banks USA 0.08276
Annaly Capital Management Inc. Financial Services USA 0.08186
Costco Wholesale Corp. Retail USA 0.0805
DOW Industrial Goods and Services USA 0.07712
ALLY FINANCIAL Financial Services USA 0.06293
Prudential Financial Inc. Insurance USA 0.06204
KINDER MORGAN Energy USA 0.05891
T-Mobile US Inc Telecommunications USA 0.05085
Discover Financial Services Banks USA 0.05006
LIBERTY FORMULA ONE A Media USA 0.04787
Thermo Fisher Scientific Inc. Health Care USA 0.0476
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.04322
Citigroup Inc. Banks USA 0.04291
Boston Scientific Corp. Health Care USA 0.03918
Berkshire Hathaway Inc. Cl B Financial Services USA 0.03912
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.03901
Welltower Inc. Real Estate USA 0.0377
Northrop Grumman Corp. Industrial Goods and Services USA 0.03717
Starbucks Corp. Travel and Leisure USA 0.03667
Netflix Inc. Media USA 0.03659
Humana Inc. Health Care USA 0.03607
Republic Services Inc. Utilities USA 0.03502
ALPHABET INC. CL A Technology USA 0.0348
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.03368
VEEVA SYSTEMS CL.A Health Care USA 0.03185
AMERICAN WATER WORKS Utilities USA 0.03178
CME Group Inc. Cl A Financial Services USA 0.03144
ROBINHOOD MARKETS A Financial Services USA 0.0314
Consolidated Edison Inc. Utilities USA 0.0313
LENNAR 'B' Consumer Products and Services USA 0.03073
Progressive Corp. Insurance USA 0.02962
Stryker Corp. Health Care USA 0.02927
Marsh & McLennan Cos. Insurance USA 0.02911
International Business Machine Technology USA 0.029
Entergy Corp. Utilities USA 0.02888
Church & Dwight Co. Personal Care, Drug and Grocery Stores USA 0.02861
Altria Group Inc. Food, Beverage and Tobacco USA 0.02861
UBER TECHNOLOGIES Consumer Products and Services USA 0.02853
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02815
CRH Construction and Materials USA 0.02788
OKTA CL.A Technology USA 0.02773
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02772
TJX Cos. Retail USA 0.02765
TYLER TECHNOLOGIES Technology USA 0.02754
KLA Technology USA 0.02753
Waste Management Inc. Utilities USA 0.02745
Becton Dickinson & Co. Health Care USA 0.0274
O'Reilly Automotive Inc. Retail USA 0.02725
WEC Energy Group Utilities USA 0.02714
AMERICAN TOWER Real Estate USA 0.02709
Roper Technologies Inc. Technology USA 0.0269
Check Point Software Technolog Technology USA 0.02662
Fiserv Inc. Industrial Goods and Services USA 0.02633
HOWMET AEROSPACE Industrial Goods and Services USA 0.02626
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.02624
CenterPoint Energy Inc. Utilities USA 0.02609
Cencora Personal Care, Drug and Grocery Stores USA 0.02606
Lam Research Corp. Technology USA 0.02602
Automatic Data Processing Inc. Industrial Goods and Services USA 0.02602
Amphenol Corp. Cl A Technology USA 0.02584
TRADEWEB MARKETS A Financial Services USA 0.02578
Mosaic Co. Chemicals USA 0.02576
VeriSign Inc. Technology USA 0.02561
GE Aerospace Industrial Goods and Services USA 0.0256
RTX Industrial Goods and Services USA 0.02546
REALTY INCOME Real Estate USA 0.02545
Constellation Energy Utilities USA 0.02538
F5 INC. Technology USA 0.0253
Exelon Corp. Utilities USA 0.02526
TE CONNECTIVITY LTD. Technology USA 0.02526
Williams Cos. Energy USA 0.0252
American Electric Power Co. In Utilities USA 0.02513
Allstate Corp. Insurance USA 0.02507
Southern Co. Utilities USA 0.02489
Honeywell International Inc. Industrial Goods and Services USA 0.02472
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02468
BROWN & BROWN Insurance USA 0.02467
Ecolab Inc. Chemicals USA 0.02467
Darden Restaurants Inc. Travel and Leisure USA 0.02458
3M Co. Industrial Goods and Services USA 0.02456
Equinix Inc. Real Estate USA 0.02455
Wells Fargo & Co. Banks USA 0.02435
General Dynamics Corp. Industrial Goods and Services USA 0.02434
BROADRIDGE FINL.SLTN. Financial Services USA 0.02425
HILTON Travel and Leisure USA 0.02421
ROLLINS Consumer Products and Services USA 0.02406
MONDELEZ Food, Beverage and Tobacco USA 0.02405
CHUBB Insurance USA 0.02399
ONEOK Inc. Energy USA 0.02396
MEDTRONIC PLC Health Care USA 0.02388
EVERGY Utilities USA 0.02378
COTERRA ENERGY Energy USA 0.0237
ALLIANT ENERGY CORP. Utilities USA 0.02363
HARTFORD INSURANCE GROUP Insurance USA 0.02362
Travelers Cos. Inc. Insurance USA 0.02357
NRG Energy Inc. Utilities USA 0.02357
GODADDY CL.A Technology USA 0.02356
TARGA RESOURCES Energy USA 0.02356
EQUITY LIFESTYLE PROPS. Real Estate USA 0.0234
Deere & Co. Industrial Goods and Services USA 0.02337
Corning Inc. Technology USA 0.02327
TEXAS PACIFIC LAND CORP Energy USA 0.02303
TRANSDIGM GROUP Industrial Goods and Services USA 0.02299
Cardinal Health Inc. Health Care USA 0.02298
WABTEC Industrial Goods and Services USA 0.02297
PPL Corp. Utilities USA 0.02293
Moody's Corp. Financial Services USA 0.02286
AMERICAN INTERNATIONAL GROUP Insurance USA 0.02276
HUBSPOT Technology USA 0.0227
Union Pacific Corp. Industrial Goods and Services USA 0.0227
Cisco Systems Inc. Telecommunications USA 0.02265
Chipotle Mexican Grill Inc. Travel and Leisure USA 0.0226
Emerson Electric Co. Industrial Goods and Services USA 0.02259
Archer Daniels Midland Co. Food, Beverage and Tobacco USA 0.02255
Cincinnati Financial Corp. Insurance USA 0.02254
CMS ENERGY Utilities USA 0.02243
SALESFORCE INC. Technology USA 0.02238
LPL FINANCIAL HOLDINGS Financial Services USA 0.02238
WORKDAY CLASS Technology USA 0.02231
Parker Hannifin Corp. Industrial Goods and Services USA 0.02225
Expeditors International of Wa Industrial Goods and Services USA 0.02223
Otis Worldwide Industrial Goods and Services USA 0.02221
American Express Co. Industrial Goods and Services USA 0.0222
LINEAGE Real Estate USA 0.0222
Nasdaq Inc Financial Services USA 0.02218
VERISK ANALYTICS CL.A Industrial Goods and Services USA 0.02213
Amgen Inc. Health Care USA 0.02206
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.02203
NextEra Energy Inc. Utilities USA 0.02201
SERVICENOW Technology USA 0.02194
Markel Group Inc. Insurance USA 0.02177
Sempra Utilities USA 0.02177
INVITATION HOMES Real Estate USA 0.02165
Genuine Parts Co. Automobiles and Parts USA 0.0216
WP CAREY Real Estate USA 0.02158
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.02151
Avalonbay Communities Inc. Real Estate USA 0.0215
EOG Resources Inc. Energy USA 0.02142
Willis Towers Watson Insurance USA 0.02134
MID-AMER.APT COMMUNITIES Real Estate USA 0.02133
Paychex Inc. Industrial Goods and Services USA 0.0213
BAKER HUGHES Energy USA 0.0213
EQUITABLE HOLDINGS Financial Services USA 0.02129
Bank of America Corp. Banks USA 0.02128
Quest Diagnostics Inc. Health Care USA 0.02124
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.02119
Fifth Third Bancorp Banks USA 0.02119
Equity Residential Real Estate USA 0.02114
LULULEMON ATHLETICA Consumer Products and Services USA 0.02105
SEI INVESTMENTS Financial Services USA 0.02101
Xcel Energy Inc. Utilities USA 0.02099
RAYMOND JAMES FINL. Financial Services USA 0.02098
Public Service Enterprise Grou Utilities USA 0.0209
General Mills Inc. Food, Beverage and Tobacco USA 0.02085
TECHNIPFMC Energy USA 0.02079
ESSENTIAL UTILITIES Utilities USA 0.02078
W.R. Berkley Corp. Insurance USA 0.02074
ZSCALER Technology USA 0.02072
Weyerhaeuser Co. Real Estate USA 0.02071
CAMDEN PROPERTY TST. Real Estate USA 0.02069
LIVE NATION ENTM. Travel and Leisure USA 0.02069
XYLEM Industrial Goods and Services USA 0.02067
PACK.CORP.OF AM. Industrial Goods and Services USA 0.02047
Loews Corp. Insurance USA 0.02045
Electronic Arts Inc. Consumer Products and Services USA 0.02044
Illinois Tool Works Inc. Industrial Goods and Services USA 0.02039
Cummins Inc. Industrial Goods and Services USA 0.02038
Morgan Stanley Financial Services USA 0.02037
REGENCY CENTERS Real Estate USA 0.02025
MetLife Inc. Insurance USA 0.02016
Danaher Corp. Health Care USA 0.02016
Sherwin-Williams Co. Industrial Goods and Services USA 0.02016
SNAP-ON Industrial Goods and Services USA 0.02008
THE CIGNA GROUP Health Care USA 0.02005
Zimmer Biomet Holdings Health Care USA 0.02004
LABCORP HOLDINGS Health Care USA 0.02003
DOMINOS PIZZA Travel and Leisure USA 0.02001
Fortive Industrial Goods and Services USA 0.01995
Crown Castle Real Estate USA 0.0199
FACTSET RESEARCH SYS. Financial Services USA 0.01989
CNH Industrial NV Industrial Goods and Services USA 0.01989
TRACTOR SUPPLY Retail USA 0.01988
PHILLIPS 66 Energy USA 0.01985
APOLLO GLOBAL MANAGEMENT Financial Services USA 0.01984
Cognizant Technology Solutions Technology USA 0.01982
Amdocs Ltd. Technology USA 0.01977
CNA FINANCIAL Insurance USA 0.01971
Analog Devices Inc. Technology USA 0.01969
LEIDOS HOLDINGS Technology USA 0.01968
Conagra Brands Inc. Food, Beverage and Tobacco USA 0.01968
Paccar Inc. Industrial Goods and Services USA 0.01965
CORTEVA Food, Beverage and Tobacco USA 0.01957
Eversource Energy Utilities USA 0.01957
ESSEX PROPERTY TST. Real Estate USA 0.01946
Kellanova Food, Beverage and Tobacco USA 0.01943
Expedia Group Inc Travel and Leisure USA 0.01938
Dominion Energy Utilities USA 0.01927
REINSURANCE GROUP OF AM. Insurance USA 0.01925
Marriott International Inc. Cl Travel and Leisure USA 0.0192
L3HARRIS TECHNOLOGIES Industrial Goods and Services USA 0.01917
Johnson Controls PLC Industrial Goods and Services USA 0.01913
Federal Realty Interim REIT Real Estate USA 0.01912
Ametek Inc. Industrial Goods and Services USA 0.01907
Lockheed Martin Corp. Industrial Goods and Services USA 0.01905
CORPAY Industrial Goods and Services USA 0.01897
Sysco Corp. Personal Care, Drug and Grocery Stores USA 0.01895
JACK HENRY & ASSOCS. Industrial Goods and Services USA 0.01889
PayPal Holdings Industrial Goods and Services USA 0.01879
Northern Trust Corp. Financial Services USA 0.01879
UDR Real Estate USA 0.01877
Occidental Petroleum Corp. Energy USA 0.01877
Accenture PLC Cl A Industrial Goods and Services USA 0.01875
W.W. Grainger Inc. Industrial Goods and Services USA 0.01874
Dover Corp. Industrial Goods and Services USA 0.01867
Estee Lauder Cos. Inc. Consumer Products and Services USA 0.01865
KEYSIGHT TECHNOLOGIES Industrial Goods and Services USA 0.01864
PG&E Utilities USA 0.01857
International Paper Co. Basic Resources USA 0.01846
SBA Communications Corp. Real Estate USA 0.01845
Schlumberger Ltd. Energy USA 0.01843
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.01841
Fastenal Co. Basic Resources USA 0.01839
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.01833
Jacobs Solutions Industrial Goods and Services USA 0.01822
FedEx Corp. Industrial Goods and Services USA 0.0182
CSX Corp. Industrial Goods and Services USA 0.01811
Avery Dennison Corp. Basic Resources USA 0.01809
Agilent Technologies Inc. Health Care USA 0.01809
Caterpillar Inc. Industrial Goods and Services USA 0.01807
Masco Corp. Construction and Materials USA 0.01807
Public Storage Real Estate USA 0.01804
QORVO Technology USA 0.01804
Texas Instruments Inc. Technology USA 0.01802
DIAMONDBACK ENERGY Energy USA 0.018
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.018
Ross Stores Inc. Retail USA 0.01796
PTC INC Technology USA 0.01793
AMCOR Industrial Goods and Services USA 0.01784
Iron Mountain Inc. Real Estate USA 0.01776
Textron Inc. Industrial Goods and Services USA 0.01775
Fidelity National Information Industrial Goods and Services USA 0.01775
CONSTELLATION BRANDS 'A' Food, Beverage and Tobacco USA 0.01772
PNC Financial Services Group I Banks USA 0.01771
PENTAIR Industrial Goods and Services USA 0.01769
Nike Inc. Cl B Consumer Products and Services USA 0.01762
DYNATRACE Technology USA 0.01762
THE CAMPBELL'S Food, Beverage and Tobacco USA 0.0176
HEALTHPEAK PROPERTIES Real Estate USA 0.01757
Comcast Corp. Cl A Telecommunications USA 0.01755
United Parcel Service Inc. Cl Industrial Goods and Services USA 0.01753
Eastman Chemical Co. Chemicals USA 0.01753
Akamai Technologies Inc. Technology USA 0.01745
Franklin Resources Inc. Financial Services USA 0.01741
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.01738
DUPONT DE NEMOURS Industrial Goods and Services USA 0.01733
CF Industries Holdings Inc. Chemicals USA 0.01723
SMITH (AO) Construction and Materials USA 0.0172
M&T Bank Corp. Banks USA 0.01716
NXP SEMICONDUCTORS Technology USA 0.01705
NVR Inc. Consumer Products and Services USA 0.01704
Carrier Global Construction and Materials USA 0.017
ARAMARK Travel and Leisure USA 0.01695
Mettler-Toledo International I Industrial Goods and Services USA 0.0169
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01689
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01688
VERTIV HOLDINGS A Technology USA 0.01682
IQVIA HOLDINGS INC Health Care USA 0.01677
BXP Real Estate USA 0.01658
PPG Industries Inc. Industrial Goods and Services USA 0.01654
ADOBE Technology USA 0.0165
NU HOLDINGS A Financial Services USA 0.01632
INGERSOLL-RAND Industrial Goods and Services USA 0.01628
Devon Energy Corp. Energy USA 0.01627
T. Rowe Price Group Inc. Financial Services USA 0.01619
Ulta Beauty Retail USA 0.01603
Edison International Utilities USA 0.01587
CITIZENS FINANCIAL GROUP Banks USA 0.01581
NetApp Inc. Technology USA 0.01575
HUBBELL Industrial Goods and Services USA 0.01549
Delta Air Lines Inc. Travel and Leisure USA 0.01546
U.S. Bancorp Banks USA 0.01541
BUNGE GLOBAL Food, Beverage and Tobacco USA 0.01531
Host Hotels & Resorts Inc. Real Estate USA 0.01513
BIOGEN INC. Health Care USA 0.01511
VIATRIS Health Care USA 0.01494
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01487
MODERNA Health Care USA 0.01465
KeyCorp Banks USA 0.01447
MATCH GROUP Technology USA 0.01435
Microchip Technology Inc. Technology USA 0.01374
FORTUNE BRANDS INNOVATIONS Construction and Materials USA 0.0133
SKYWORKS SLTN. Technology USA 0.0129
1Based on the last periodic review implementation