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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Screened

Components 1

Company Supersector Country Weight (%)
Microsoft Corp. Technology USA 6.88441
Apple Inc. Technology USA 5.87567
NVIDIA Corp. Technology USA 5.44048
BROADCOM Technology USA 3.63463
ALPHABET CLASS C Technology USA 3.31908
MERCADOLIBRE Consumer Products and Services USA 2.21534
FAIR ISAAC Industrial Goods and Services USA 1.84687
ARISTA NETWORKS Telecommunications USA 1.72056
JPMorgan Chase & Co. Banks USA 1.69366
ABBVIE Health Care USA 1.63231
CADENCE DESIGN SYS. Technology USA 1.56528
Amazon.com Inc. Retail USA 1.55535
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.55244
MARATHON PETROLEUM Energy USA 1.42779
FORTINET Technology USA 1.39903
Merck & Co. Inc. Health Care USA 1.31836
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.275
UnitedHealth Group Inc. Health Care USA 1.20243
Bristol-Myers Squibb Co. Health Care USA 1.19031
DELL TECHNOLOGIES Technology USA 1.15186
Cintas Corp. Industrial Goods and Services USA 1.14991
Nucor Corp. Basic Resources USA 1.13937
PULTEGROUP Consumer Products and Services USA 1.08669
Home Depot Inc. Retail USA 1.08523
Eli Lilly & Co. Health Care USA 1.07294
ATLASSIAN 'A' Technology USA 1.05915
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.04919
PepsiCo Inc. Food, Beverage and Tobacco USA 1.01665
Elevance Health Health Care USA 0.97594
BOOKING HOLDINGS Travel and Leisure USA 0.97134
VISA Inc. Cl A Industrial Goods and Services USA 0.96247
Hewlett Packard Enterprise Technology USA 0.95183
BUILDERS FIRSTSOURCE Construction and Materials USA 0.94824
WALMART INC. Retail USA 0.93778
Veralto Corp. Industrial Goods and Services USA 0.93163
McDonald's Corp. Travel and Leisure USA 0.90319
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.88592
MOLINA HEALTHCARE Health Care USA 0.8498
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.82604
Capital One Financial Corp. Industrial Goods and Services USA 0.80504
ATMOS ENERGY Utilities USA 0.79835
Arch Capital Group Ltd. Insurance USA 0.7916
Best Buy Co. Inc. Retail USA 0.78267
Chevron Corp. Energy USA 0.77762
Steel Dynamics Inc. Basic Resources USA 0.77017
Verizon Communications Inc. Telecommunications USA 0.75829
Ameriprise Financial Inc. Financial Services USA 0.71635
FERGUSON ENTERPRISES Industrial Goods and Services USA 0.66315
Intuit Inc. Technology USA 0.65941
AutoZone Inc. Retail USA 0.65455
Everest Group Insurance USA 0.65095
GENERAL MOTORS Automobiles and Parts USA 0.64889
Valero Energy Corp. Energy USA 0.64548
Bank of New York Mellon Corp. Financial Services USA 0.64114
AFLAC Inc. Insurance USA 0.63489
FNF Group Insurance USA 0.63091
CROWDSTRIKE HOLDINGS A Technology USA 0.62318
Simon Property Group Inc. Real Estate USA 0.62304
Trane Technologies Construction and Materials USA 0.5909
MSCI CLASS A Financial Services USA 0.59076
eBay Inc. Consumer Products and Services USA 0.57448
Hershey Co. Food, Beverage and Tobacco USA 0.56356
Lowe's Cos. Retail USA 0.55859
Applied Materials Inc. Technology USA 0.53254
Hologic Inc. Health Care USA 0.50729
HP Inc. Technology USA 0.50031
Marathon Oil Corp. Energy USA 0.4981
DOCUSIGN Technology USA 0.48923
INTERPUBLIC GP. Media USA 0.46794
LYONDELLBASELL INDUSTRIES Chemicals USA 0.46094
LENNOX INTL. Construction and Materials USA 0.45249
AT&T Inc. Telecommunications USA 0.44435
PALO ALTO NETWORKS Technology USA 0.43873
VICI PPTYS Real Estate USA 0.41486
DaVita Inc. Health Care USA 0.39745
Exelon Corp. Utilities USA 0.39323
Principal Financial Group Inc. Insurance USA 0.38464
SYNOPSYS Technology USA 0.37824
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.37364
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.37237
ALLY FINANCIAL Financial Services USA 0.37062
FOX CORP 'A' Media USA 0.36167
Pfizer Inc. Health Care USA 0.35277
State Street Corp. Financial Services USA 0.33942
COREBRIDGE FINANCIAL Insurance USA 0.32324
Johnson & Johnson Health Care USA 0.32125
AIRBNB A Travel and Leisure USA 0.30673
NEWS CORP 'A' Media USA 0.28588
Yum! Brands Inc. Travel and Leisure USA 0.28019
GARTNER 'A' Technology USA 0.27778
LINDE Chemicals USA 0.27001
ETSY Retail USA 0.26505
AMERICAN WATER WORKS Utilities USA 0.26118
General Mills Inc. Food, Beverage and Tobacco USA 0.25159
META PLATFORMS CLASS A Technology USA 0.2481
Amdocs Ltd. Technology USA 0.24769
Omnicom Group Inc. Media USA 0.22069
Humana Inc. Health Care USA 0.21854
Annaly Capital Management Inc. Financial Services USA 0.21459
Globe Life Insurance USA 0.21244
Qualcomm Inc. Technology USA 0.20241
ROYALTY PHARMA A Health Care USA 0.20094
COUPANG A Retail USA 0.2003
Goldman Sachs Group Inc. Financial Services USA 0.19877
LIBERTY FORMULA ONE C Media USA 0.19802
EATON CORP. PLC Industrial Goods and Services USA 0.18603
REINSURANCE GROUP OF AM. Insurance USA 0.15819
Ford Motor Co. Automobiles and Parts USA 0.15199
Weyerhaeuser Co. Real Estate USA 0.14488
Sempra Utilities USA 0.14438
Abbott Laboratories Health Care USA 0.1435
DOW Industrial Goods and Services USA 0.14222
Emerson Electric Co. Industrial Goods and Services USA 0.14185
Citigroup Inc. Banks USA 0.13605
HUBBELL Industrial Goods and Services USA 0.13216
UNITED RENTALS Industrial Goods and Services USA 0.13166
NEWS 'B' Media USA 0.12705
Gilead Sciences Inc. Health Care USA 0.12224
UIPATH A Technology USA 0.11097
MODERNA Health Care USA 0.10538
SIRIUS XM HOLDINGS Media USA 0.09686
CDW Technology USA 0.09634
Discover Financial Services Banks USA 0.08516
LENNAR 'B' Consumer Products and Services USA 0.06656
AMERICAN FINL.GP.OHIO Insurance USA 0.06205
Regions Financial Corp. Banks USA 0.06104
LIBERTY FORMULA ONE A Media USA 0.05677
Cisco Systems Inc. Telecommunications USA 0.04553
KINDER MORGAN Energy USA 0.04525
Mosaic Co. Chemicals USA 0.0388
Costco Wholesale Corp. Retail USA 0.03825
Starbucks Corp. Travel and Leisure USA 0.0369
HUBSPOT Technology USA 0.03467
ConocoPhillips Energy USA 0.03218
Fifth Third Bancorp Banks USA 0.03067
Franklin Resources Inc. Financial Services USA 0.0305
CF Industries Holdings Inc. Chemicals USA 0.02807
INFORMATICA A Technology USA 0.01727
Travelers Cos. Inc. Insurance USA 0.01227
CITIZENS FINANCIAL GROUP Banks USA 0.012
1Based on the last periodic review implementation