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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Screened

Components 1

Company Supersector Country Weight (%)
Microsoft Corp. Technology USA 6.25845
Apple Inc. Technology USA 6.00408
NVIDIA Corp. Technology USA 5.71657
ALPHABET CLASS C Technology USA 3.39604
BROADCOM Technology USA 2.95946
JPMorgan Chase & Co. Banks USA 1.9519
Amazon.com Inc. Retail USA 1.90071
ABBVIE Health Care USA 1.77491
FORTINET Technology USA 1.65222
FAIR ISAAC Industrial Goods and Services USA 1.55533
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.50186
META PLATFORMS CLASS A Technology USA 1.47981
ARISTA NETWORKS Telecommunications USA 1.47792
MERCADOLIBRE Consumer Products and Services USA 1.45975
Bristol-Myers Squibb Co. Health Care USA 1.35718
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.2291
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.22726
BOOKING HOLDINGS Travel and Leisure USA 1.19991
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.15066
VISA Inc. Cl A Industrial Goods and Services USA 1.14229
SPOTIFY TECHNOLOGY Media USA 1.1377
Cintas Corp. Industrial Goods and Services USA 1.09282
UnitedHealth Group Inc. Health Care USA 1.08923
MARATHON PETROLEUM Energy USA 1.05609
Bank of New York Mellon Corp. Financial Services USA 1.0523
Merck & Co. Inc. Health Care USA 1.04907
WALMART INC. Retail USA 1.03255
GENERAL MOTORS Automobiles and Parts USA 0.99037
Eli Lilly & Co. Health Care USA 0.98912
Home Depot Inc. Retail USA 0.95998
PepsiCo Inc. Food, Beverage and Tobacco USA 0.94314
McDonald's Corp. Travel and Leisure USA 0.92758
CADENCE DESIGN SYS. Technology USA 0.91228
Chevron Corp. Energy USA 0.87738
ATMOS ENERGY Utilities USA 0.85316
Capital One Financial Corp. Industrial Goods and Services USA 0.83245
eBay Inc. Consumer Products and Services USA 0.8045
AutoZone Inc. Retail USA 0.78044
Elevance Health Health Care USA 0.77074
Nucor Corp. Basic Resources USA 0.76641
Ameriprise Financial Inc. Financial Services USA 0.7638
Verizon Communications Inc. Telecommunications USA 0.74834
CROWDSTRIKE HOLDINGS A Technology USA 0.7329
DELL TECHNOLOGIES Technology USA 0.68905
Steel Dynamics Inc. Basic Resources USA 0.66783
Arch Capital Group Ltd. Insurance USA 0.63856
DOCUSIGN Technology USA 0.63769
AFLAC Inc. Insurance USA 0.63279
ATLASSIAN 'A' Technology USA 0.62492
Veralto Corp. Industrial Goods and Services USA 0.61637
Intuit Inc. Technology USA 0.61242
PULTEGROUP Consumer Products and Services USA 0.60573
Valero Energy Corp. Energy USA 0.60529
Simon Property Group Inc. Real Estate USA 0.6051
MSCI CLASS A Financial Services USA 0.59297
Best Buy Co. Inc. Retail USA 0.58552
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.56467
AT&T Inc. Telecommunications USA 0.5525
Hewlett Packard Enterprise Technology USA 0.5485
Trane Technologies Construction and Materials USA 0.53724
MOLINA HEALTHCARE Health Care USA 0.53096
FNF Group Insurance USA 0.49842
FERGUSON ENTERPRISES Industrial Goods and Services USA 0.49664
BUILDERS FIRSTSOURCE Construction and Materials USA 0.47099
Hershey Co. Food, Beverage and Tobacco USA 0.4697
Everest Group Insurance USA 0.4682
PALO ALTO NETWORKS Technology USA 0.46202
Lowe's Cos. Retail USA 0.45168
FOX CORP 'A' Media USA 0.44017
Exelon Corp. Utilities USA 0.42542
Applied Materials Inc. Technology USA 0.42187
LENNOX INTL. Construction and Materials USA 0.41153
VICI PPTYS Real Estate USA 0.39544
HP Inc. Technology USA 0.39057
Hologic Inc. Health Care USA 0.38172
Principal Financial Group Inc. Financial Services USA 0.35349
State Street Corp. Financial Services USA 0.3396
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.33556
SYNOPSYS Technology USA 0.33198
LYONDELLBASELL INDUSTRIES Chemicals USA 0.32969
Yum! Brands Inc. Travel and Leisure USA 0.32947
Johnson & Johnson Health Care USA 0.3206
Pfizer Inc. Health Care USA 0.30887
COREBRIDGE FINANCIAL Insurance USA 0.30202
TESLA Automobiles and Parts USA 0.27966
NEWS CORP 'A' Media USA 0.27461
LINDE Chemicals USA 0.26549
KINDER MORGAN Energy USA 0.25843
AMERICAN WATER WORKS Utilities USA 0.25534
DaVita Inc. Health Care USA 0.24813
GARTNER 'A' Technology USA 0.2274
AIRBNB A Travel and Leisure USA 0.22731
Amdocs Ltd. Technology USA 0.22644
Goldman Sachs Group Inc. Financial Services USA 0.22425
ROYALTY PHARMA A Health Care USA 0.22118
LIBERTY FORMULA ONE C Media USA 0.20748
Globe Life Insurance USA 0.20316
Annaly Capital Management Inc. Financial Services USA 0.19747
General Mills Inc. Food, Beverage and Tobacco USA 0.19559
Qualcomm Inc. Technology USA 0.18848
Target Corp. Retail USA 0.18429
COUPANG A Retail USA 0.17795
Omnicom Group Inc. Media USA 0.16931
EATON CORP. PLC Industrial Goods and Services USA 0.1688
SIRIUS XM HOLDINGS Media USA 0.16382
INTERPUBLIC GP. Media USA 0.1633
Abbott Laboratories Health Care USA 0.16131
Emerson Electric Co. Industrial Goods and Services USA 0.15373
Gilead Sciences Inc. Health Care USA 0.14498
REINSURANCE GROUP OF AM. Insurance USA 0.13279
Weyerhaeuser Co. Real Estate USA 0.12549
Citigroup Inc. Banks USA 0.12359
Sempra Utilities USA 0.12309
NEWS 'B' Media USA 0.10856
HUBBELL Industrial Goods and Services USA 0.10232
UNITED RENTALS Industrial Goods and Services USA 0.10149
Ford Motor Co. Automobiles and Parts USA 0.09577
DOW Industrial Goods and Services USA 0.08659
Coca-Cola Co. Food, Beverage and Tobacco USA 0.08484
CDW Technology USA 0.06683
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.0563
Discover Financial Services Banks USA 0.05251
LIBERTY FORMULA ONE A Media USA 0.04816
AMERICAN FINL.GP.OHIO Insurance USA 0.04739
Cisco Systems Inc. Telecommunications USA 0.04598
Costco Wholesale Corp. Retail USA 0.04526
Humana Inc. Health Care USA 0.04496
T-Mobile US Inc Telecommunications USA 0.0391
HUBSPOT Technology USA 0.03875
Boston Scientific Corp. Health Care USA 0.03747
Netflix Inc. Media USA 0.03712
Welltower Inc. Real Estate USA 0.03634
ROBINHOOD MARKETS A Financial Services USA 0.03555
Consolidated Edison Inc. Utilities USA 0.03544
Starbucks Corp. Travel and Leisure USA 0.03362
Republic Services Inc. Utilities USA 0.03356
VEEVA SYSTEMS CL.A Health Care USA 0.03229
MODERNA Health Care USA 0.03181
LENNAR 'B' Consumer Products and Services USA 0.03172
GE Aerospace Industrial Goods and Services USA 0.03158
Progressive Corp. Insurance USA 0.03107
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.03106
CME Group Inc. Cl A Financial Services USA 0.03103
Regions Financial Corp. Banks USA 0.03102
ALLY FINANCIAL Financial Services USA 0.03038
ConocoPhillips Energy USA 0.03034
AMERICAN TOWER Real Estate USA 0.03002
OKTA CL.A Technology USA 0.02998
Church & Dwight Co. Personal Care, Drug and Grocery Stores USA 0.02995
DOORDASH A Technology USA 0.02995
Constellation Energy Utilities USA 0.02992
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02941
Stryker Corp. Health Care USA 0.02892
Check Point Software Technolog Technology USA 0.02853
Marsh & McLennan Cos. Insurance USA 0.02852
TRADEWEB MARKETS A Financial Services USA 0.02833
UBER TECHNOLOGIES Consumer Products and Services USA 0.02815
TYLER TECHNOLOGIES Technology USA 0.02813
Mosaic Co. Chemicals USA 0.02808
CBRE GP. Real Estate USA 0.02806
ALPHABET INC. CL A Technology USA 0.02793
Cencora Personal Care, Drug and Grocery Stores USA 0.02792
BROWN & BROWN Insurance USA 0.02766
International Business Machine Technology USA 0.02757
Fiserv Inc. Industrial Goods and Services USA 0.02752
O'Reilly Automotive Inc. Retail USA 0.02747
REALTY INCOME Real Estate USA 0.02745
GE VERNOVA Industrial Goods and Services USA 0.02729
Waste Management Inc. Utilities USA 0.02727
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02721
CRH Construction and Materials USA 0.02712
F5 INC. Technology USA 0.02708
Allstate Corp. Insurance USA 0.0269
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.02682
Williams Cos. Energy USA 0.02656
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02651
Becton Dickinson & Co. Health Care USA 0.02636
VeriSign Inc. Technology USA 0.02633
ROLLINS Consumer Products and Services USA 0.02632
TJX Cos. Retail USA 0.02632
TARGA RESOURCES Energy USA 0.02625
GODADDY CL.A Technology USA 0.02594
Ecolab Inc. Chemicals USA 0.02578
BROADRIDGE FINL.SLTN. Financial Services USA 0.02578
Fifth Third Bancorp Banks USA 0.02572
Roper Technologies Inc. Technology USA 0.02571
Equinix Inc. Real Estate USA 0.02565
Darden Restaurants Inc. Travel and Leisure USA 0.02556
ONEOK Inc. Energy USA 0.02549
NextEra Energy Inc. Utilities USA 0.02546
HARTFORD INSURANCE GROUP Insurance USA 0.02532
Automatic Data Processing Inc. Industrial Goods and Services USA 0.02529
Cardinal Health Inc. Health Care USA 0.02527
TEXAS PACIFIC LAND CORP Energy USA 0.02525
S&P GLOBAL Financial Services USA 0.02515
COTERRA ENERGY Energy USA 0.02504
EQUITY LIFESTYLE PROPS. Real Estate USA 0.025
MEDTRONIC PLC Health Care USA 0.0249
Travelers Cos. Inc. Insurance USA 0.0248
Cincinnati Financial Corp. Insurance USA 0.02468
CHUBB Insurance USA 0.02465
TE CONNECTIVITY LTD. Technology USA 0.02458
KLA Technology USA 0.02454
Corning Inc. Technology USA 0.02449
Deere & Co. Industrial Goods and Services USA 0.02446
Moody's Corp. Financial Services USA 0.02436
WABTEC Industrial Goods and Services USA 0.02427
Intuitive Surgical Inc. Health Care USA 0.02413
Nasdaq Inc Financial Services USA 0.02402
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.02398
HILTON Travel and Leisure USA 0.02395
INVITATION HOMES Real Estate USA 0.0239
LPL FINANCIAL HOLDINGS Financial Services USA 0.02382
Public Service Enterprise Grou Utilities USA 0.02379
Willis Towers Watson Insurance USA 0.02376
AMERICAN INTERNATIONAL GROUP Insurance USA 0.02373
CF Industries Holdings Inc. Chemicals USA 0.02369
MONDELEZ Food, Beverage and Tobacco USA 0.02365
Vertex Pharmaceuticals Inc. Health Care USA 0.02365
Otis Worldwide Industrial Goods and Services USA 0.02364
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.02362
WP CAREY Real Estate USA 0.02355
Markel Group Inc. Insurance USA 0.02344
BlackRock Inc. Financial Services USA 0.02336
VERISK ANALYTICS CL.A Industrial Goods and Services USA 0.02334
WORKDAY CLASS Technology USA 0.02329
W.R. Berkley Corp. Insurance USA 0.02328
Franklin Resources Inc. Financial Services USA 0.02315
Chipotle Mexican Grill Inc. Travel and Leisure USA 0.02315
Amgen Inc. Health Care USA 0.02314
MID-AMER.APT COMMUNITIES Real Estate USA 0.02305
Avalonbay Communities Inc. Real Estate USA 0.02304
Eversource Energy Utilities USA 0.02303
AON PLC Insurance USA 0.02301
EQUITABLE HOLDINGS Financial Services USA 0.023
Quest Diagnostics Inc. Health Care USA 0.0229
Charles Schwab Corp. Financial Services USA 0.0229
Parker Hannifin Corp. Industrial Goods and Services USA 0.02288
Union Pacific Corp. Industrial Goods and Services USA 0.02282
CAMDEN PROPERTY TST. Real Estate USA 0.02278
Equity Residential Real Estate USA 0.02277
Quanta Services Inc. Construction and Materials USA 0.02257
MONSTER BEVERAGE Food, Beverage and Tobacco USA 0.02251
SEI INVESTMENTS Financial Services USA 0.0225
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.02249
LULULEMON ATHLETICA Consumer Products and Services USA 0.02248
SALESFORCE INC. Technology USA 0.02243
Ventas Inc. Real Estate USA 0.02243
LIVE NATION ENTM. Travel and Leisure USA 0.0224
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.02238
RAYMOND JAMES FINL. Financial Services USA 0.02238
EOG Resources Inc. Energy USA 0.02231
ZSCALER Technology USA 0.02227
BAKER HUGHES Energy USA 0.02207
Genuine Parts Co. Automobiles and Parts USA 0.02206
Thermo Fisher Scientific Inc. Health Care USA 0.02205
Crown Castle Real Estate USA 0.02204
Sherwin-Williams Co. Industrial Goods and Services USA 0.02203
Zimmer Biomet Holdings Health Care USA 0.02199
Lam Research Corp. Technology USA 0.02196
TECHNIPFMC Energy USA 0.0219
Kellanova Food, Beverage and Tobacco USA 0.0219
American Express Co. Industrial Goods and Services USA 0.02189
Fortive Industrial Goods and Services USA 0.02184
DOMINOS PIZZA Travel and Leisure USA 0.02184
REGENCY CENTERS Real Estate USA 0.02175
THE CIGNA GROUP Health Care USA 0.02173
SERVICENOW Technology USA 0.02165
Paychex Inc. Industrial Goods and Services USA 0.02164
Morgan Stanley Financial Services USA 0.0216
LABCORP HOLDINGS Health Care USA 0.0215
PHILLIPS 66 Energy USA 0.02147
Bank of America Corp. Banks USA 0.02141
Expeditors International of Wa Industrial Goods and Services USA 0.02138
TRACTOR SUPPLY Retail USA 0.02138
Cummins Inc. Industrial Goods and Services USA 0.02129
Loews Corp. Insurance USA 0.02127
CNH Industrial NV Industrial Goods and Services USA 0.02126
MetLife Inc. Insurance USA 0.02125
CORPAY Industrial Goods and Services USA 0.02119
PACK.CORP.OF AM. Industrial Goods and Services USA 0.02116
ESSENTIAL UTILITIES Utilities USA 0.02113
ESSEX PROPERTY TST. Real Estate USA 0.02113
Electronic Arts Inc. Consumer Products and Services USA 0.02109
CORTEVA Food, Beverage and Tobacco USA 0.02106
SNAP-ON Industrial Goods and Services USA 0.02101
Conagra Brands Inc. Food, Beverage and Tobacco USA 0.02089
Oracle Corp. Technology USA 0.02085
Expedia Group Inc Travel and Leisure USA 0.02083
SBA Communications Corp. Real Estate USA 0.02077
PROLOGIS INC. Real Estate USA 0.02069
Danaher Corp. Health Care USA 0.02069
Illinois Tool Works Inc. Industrial Goods and Services USA 0.02068
Federal Realty Interim REIT Real Estate USA 0.02068
FACTSET RESEARCH SYS. Financial Services USA 0.02063
Ametek Inc. Industrial Goods and Services USA 0.0206
APOLLO GLOBAL MANAGEMENT Financial Services USA 0.0206
Sysco Corp. Personal Care, Drug and Grocery Stores USA 0.0205
Cognizant Technology Solutions Technology USA 0.02048
UDR Real Estate USA 0.02047
Johnson Controls PLC Industrial Goods and Services USA 0.02046
PG&E Utilities USA 0.0204
KEYSIGHT TECHNOLOGIES Industrial Goods and Services USA 0.02033
JACK HENRY & ASSOCS. Industrial Goods and Services USA 0.02032
PayPal Holdings Industrial Goods and Services USA 0.02027
Paccar Inc. Industrial Goods and Services USA 0.02021
Northern Trust Corp. Financial Services USA 0.02018
Occidental Petroleum Corp. Energy USA 0.02011
Dover Corp. Industrial Goods and Services USA 0.02011
CNA FINANCIAL Insurance USA 0.02002
International Paper Co. Basic Resources USA 0.01998
Iron Mountain Inc. Real Estate USA 0.01988
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.01986
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.01981
Masco Corp. Construction and Materials USA 0.01968
Public Storage Real Estate USA 0.01963
DIAMONDBACK ENERGY Energy USA 0.01955
HEALTHPEAK PROPERTIES Real Estate USA 0.01946
Fidelity National Information Industrial Goods and Services USA 0.01943
Analog Devices Inc. Technology USA 0.01939
Agilent Technologies Inc. Health Care USA 0.01936
QORVO Technology USA 0.01931
Marriott International Inc. Cl Travel and Leisure USA 0.01929
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01927
DUPONT DE NEMOURS Industrial Goods and Services USA 0.01905
CONSTELLATION BRANDS 'A' Food, Beverage and Tobacco USA 0.01904
PENTAIR Industrial Goods and Services USA 0.01904
Fastenal Co. Basic Resources USA 0.01902
Accenture PLC Cl A Industrial Goods and Services USA 0.019
Caterpillar Inc. Industrial Goods and Services USA 0.01893
Schlumberger Ltd. Energy USA 0.0189
Ross Stores Inc. Retail USA 0.01889
Avery Dennison Corp. Basic Resources USA 0.01888
FedEx Corp. Industrial Goods and Services USA 0.01864
Clorox Co. Personal Care, Drug and Grocery Stores USA 0.01863
THE CAMPBELL'S Food, Beverage and Tobacco USA 0.01862
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.01854
BLACKSTONE A Financial Services USA 0.01851
SMITH (AO) Construction and Materials USA 0.0185
Mettler-Toledo International I Industrial Goods and Services USA 0.01849
PNC Financial Services Group I Banks USA 0.01848
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.0184
CSX Corp. Industrial Goods and Services USA 0.01837
BXP Real Estate USA 0.01837
Edison International Utilities USA 0.01835
NVR Inc. Consumer Products and Services USA 0.01831
Prudential Financial Inc. Insurance USA 0.01828
VERTIV HOLDINGS A Technology USA 0.01827
PPG Industries Inc. Industrial Goods and Services USA 0.01826
IQVIA HOLDINGS INC Health Care USA 0.01817
M&T Bank Corp. Banks USA 0.01816
Akamai Technologies Inc. Technology USA 0.01807
Devon Energy Corp. Energy USA 0.01796
Carrier Global Construction and Materials USA 0.01795
ARAMARK Travel and Leisure USA 0.01792
Comcast Corp. Cl A Telecommunications USA 0.0179
Texas Instruments Inc. Technology USA 0.01783
Las Vegas Sands Corp. Travel and Leisure USA 0.01778
T. Rowe Price Group Inc. Financial Services USA 0.01771
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01745
Ulta Beauty Retail USA 0.01742
INGERSOLL-RAND Industrial Goods and Services USA 0.01736
NXP SEMICONDUCTORS Technology USA 0.01734
CITIZENS FINANCIAL GROUP Banks USA 0.01713
NetApp Inc. Technology USA 0.01704
ADOBE Technology USA 0.01691
NU HOLDINGS A Financial Services USA 0.01682
Archer Daniels Midland Co. Food, Beverage and Tobacco USA 0.01657
BUNGE GLOBAL Food, Beverage and Tobacco USA 0.01648
Delta Air Lines Inc. Travel and Leisure USA 0.01646
VIATRIS Health Care USA 0.01639
BIOGEN INC. Health Care USA 0.01637
Host Hotels & Resorts Inc. Real Estate USA 0.01634
U.S. Bancorp Banks USA 0.0163
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01603
MATCH GROUP Technology USA 0.01579
FORTUNE BRANDS INNOVATIONS Construction and Materials USA 0.01457
Microchip Technology Inc. Technology USA 0.01406
Estee Lauder Cos. Inc. Consumer Products and Services USA 0.01247
1Based on the last periodic review implementation