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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Screened

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.31708
Microsoft Corp. Technology USA 7.06462
Apple Inc. Technology USA 5.75865
BROADCOM Technology USA 4.54194
ALPHABET CLASS C Technology USA 4.44606
Bank of New York Mellon Corp. Financial Services USA 2.35792
ARISTA NETWORKS Telecommunications USA 2.26815
JPMorgan Chase & Co. Banks USA 2.16836
Amazon.com Inc. Retail USA 1.91216
META PLATFORMS CLASS A Technology USA 1.64734
ABBVIE Healthcare USA 1.60334
Trane Technologies Construction and Materials USA 1.26216
BOOKING HOLDINGS Travel and Leisure USA 1.20652
FORTINET Technology USA 1.20268
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.19887
SPOTIFY TECHNOLOGY Media USA 1.18844
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.18076
MARATHON PETROLEUM Energy USA 1.11376
CADENCE DESIGN SYS. Technology USA 1.10678
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.04942
WALMART INC. Retail USA 1.04794
FAIR ISAAC Industrial Goods and Services USA 1.0397
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.03633
GENERAL MOTORS Automobiles and Parts USA 1.0002
VISA Inc. Cl A Industrial Goods and Services USA 0.99134
Cintas Corp. Industrial Goods and Services USA 0.97557
Home Depot Inc. Retail USA 0.96907
eBay Inc. Consumer Products and Services USA 0.9502
MERCADOLIBRE Consumer Products and Services USA 0.94567
Capital One Financial Corp. Industrial Goods and Services USA 0.92711
Bristol-Myers Squibb Co. Healthcare USA 0.85316
CROWDSTRIKE HOLDINGS A Technology USA 0.80688
APPLOVIN A Technology USA 0.79793
ATMOS ENERGY Utilities USA 0.79752
DELL TECHNOLOGIES Technology USA 0.79457
PepsiCo Inc. Food, Beverage and Tobacco USA 0.78385
Merck & Co. Inc. Healthcare USA 0.78313
McDonald's Corp. Travel and Leisure USA 0.78306
AutoZone Inc. Retail USA 0.76406
Eli Lilly & Co. Healthcare USA 0.75728
Hewlett Packard Enterprise Technology USA 0.72826
Chevron Corp. Energy USA 0.70939
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.6827
Ameriprise Financial Inc. Financial Services USA 0.6472
Steel Dynamics Inc. Basic Resources USA 0.64655
Valero Energy Corp. Energy USA 0.63826
Verizon Communications Inc. Telecommunications USA 0.63074
Intuit Inc. Technology USA 0.59475
Simon Property Group Inc. Real Estate USA 0.57526
Veralto Corp. Industrial Goods and Services USA 0.57469
AFLAC Inc. Insurance USA 0.53861
Arch Capital Group Ltd. Insurance USA 0.52333
DOCUSIGN Technology USA 0.52236
AT&T Inc. Telecommunications USA 0.50584
MSCI CLASS A Financial Services USA 0.50312
Best Buy Co. Inc. Retail USA 0.47915
PALO ALTO NETWORKS Technology USA 0.44988
Lowe's Cos. Retail USA 0.44984
Applied Materials Inc. Technology USA 0.44957
TESLA Automobiles and Parts USA 0.44138
FOX CORP 'A' Media USA 0.43993
TE CONNECTIVITY LTD. Technology USA 0.39699
ATLASSIAN 'A' Technology USA 0.39626
FNF Group Insurance USA 0.39265
Everest Group Insurance USA 0.37995
Nucor Corp. Basic Resources USA 0.36714
State Street Corp. Financial Services USA 0.36299
Exelon Corp. Utilities USA 0.35954
Hologic Inc. Healthcare USA 0.35124
VICI PPTYS Real Estate USA 0.34052
LENNOX INTL. Construction and Materials USA 0.3325
PALANTIR TECHNOLOGIES A Technology USA 0.33232
HP Inc. Technology USA 0.32702
Boston Scientific Corp. Healthcare USA 0.31681
SYNOPSYS Technology USA 0.31269
EATON CORP. PLC Industrial Goods and Services USA 0.30656
ROBINHOOD MARKETS A Financial Services USA 0.29869
Principal Financial Group Inc. Financial Services USA 0.29582
Johnson & Johnson Healthcare USA 0.29438
CME Group Inc. Cl A Financial Services USA 0.28079
Goldman Sachs Group Inc. Financial Services USA 0.27239
NEWS CORP 'A' Media USA 0.26518
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.26304
Yum! Brands Inc. Travel and Leisure USA 0.26107
COREBRIDGE FINANCIAL Insurance USA 0.26025
GE Aerospace Industrial Goods and Services USA 0.25311
Pfizer Inc. Healthcare USA 0.24084
LINDE Chemicals USA 0.23661
MOLINA HEALTHCARE Healthcare USA 0.22465
Elevance Health Healthcare USA 0.21872
KINDER MORGAN Energy USA 0.21635
COUPANG A Retail USA 0.21364
LIBERTY FORMULA ONE C Media USA 0.21357
AMERICAN WATER WORKS Utilities USA 0.20837
LYONDELLBASELL INDUSTRIES Chemicals USA 0.20436
ROYALTY PHARMA A Healthcare USA 0.20283
Globe Life Insurance USA 0.19865
AIRBNB A Travel and Leisure USA 0.19118
Amdocs Ltd. Technology USA 0.18329
DaVita Inc. Healthcare USA 0.18312
Qualcomm Inc. Technology USA 0.171
Annaly Capital Management Inc. Financial Services USA 0.16582
Netflix Inc. Media USA 0.1647
Darden Restaurants Inc. Travel and Leisure USA 0.15376
Emerson Electric Co. Industrial Goods and Services USA 0.15338
Citigroup Inc. Banks USA 0.15033
Cisco Systems Inc. Telecommunications USA 0.14895
Abbott Laboratories Healthcare USA 0.14811
General Mills Inc. Food, Beverage and Tobacco USA 0.14321
Constellation Energy Utilities USA 0.13928
INTERPUBLIC GP. Media USA 0.13473
Omnicom Group Inc. Media USA 0.13347
Target Corp. Retail USA 0.13309
Gilead Sciences Inc. Healthcare USA 0.13173
UNITED RENTALS Industrial Goods and Services USA 0.12972
Sempra Utilities USA 0.12558
GARTNER 'A' Technology USA 0.11552
Paychex Inc. Industrial Goods and Services USA 0.11496
HUBBELL Industrial Goods and Services USA 0.11383
REINSURANCE GROUP OF AM. Insurance USA 0.11011
KLA Technology USA 0.10611
NEWS 'B' Media USA 0.10205
Ford Motor Co. Automobiles and Parts USA 0.0949
VERTIV HOLDINGS A Technology USA 0.07018
Coca-Cola Co. Food, Beverage and Tobacco USA 0.06998
TECHNIPFMC Energy USA 0.06361
REGENCY CENTERS Real Estate USA 0.05592
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.05364
LIBERTY FORMULA ONE A Media USA 0.04879
DOW Industrial Goods and Services USA 0.04795
GE VERNOVA Industrial Goods and Services USA 0.04351
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.04244
Costco Wholesale Corp. Retail USA 0.04037
ALPHABET INC. CL A Technology USA 0.037
Oracle Corp. Technology USA 0.03605
DOORDASH A Technology USA 0.03554
Welltower Inc. Real Estate USA 0.03494
Corning Inc. Technology USA 0.03424
Regions Financial Corp. Banks USA 0.03309
VEEVA SYSTEMS CL.A Healthcare USA 0.0323
ALLY FINANCIAL Financial Services USA 0.03143
Lam Research Corp. Technology USA 0.03134
UBER TECHNOLOGIES Consumer Products and Services USA 0.03118
T-Mobile US Inc Telecommunications USA 0.03104
CBRE GP. Real Estate USA 0.03026
HUBSPOT Technology USA 0.02828
F5 INC. Technology USA 0.02828
Quanta Services Inc. Construction and Materials USA 0.02789
Republic Services Inc. Utilities USA 0.02783
CRH Construction and Materials USA 0.02763
O'Reilly Automotive Inc. Retail USA 0.02727
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.02724
ZSCALER Technology USA 0.02723
TJX Cos. Retail USA 0.02702
Consolidated Edison Inc. Utilities USA 0.027
VeriSign Inc. Technology USA 0.02593
Cencora Personal Care, Drug and Grocery Stores USA 0.02582
International Business Machine Technology USA 0.02568
Fifth Third Bancorp Banks USA 0.0256
LIVE NATION ENTM. Travel and Leisure USA 0.02541
MasterCard Inc. Cl A Industrial Goods and Services USA 0.0253
Stryker Corp. Healthcare USA 0.02504
Morgan Stanley Financial Services USA 0.02451
Cardinal Health Inc. Healthcare USA 0.02445
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02441
Nasdaq Inc Financial Services USA 0.02428
Franklin Resources Inc. Financial Services USA 0.02426
ROLLINS Consumer Products and Services USA 0.02413
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02394
HILTON Travel and Leisure USA 0.02392
BlackRock Inc. Financial Services USA 0.02392
Cummins Inc. Industrial Goods and Services USA 0.02387
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.0238
HARTFORD INSURANCE GROUP Insurance USA 0.02371
Parker Hannifin Corp. Industrial Goods and Services USA 0.0237
RAYMOND JAMES FINL. Financial Services USA 0.02355
American Express Co. Industrial Goods and Services USA 0.02354
Progressive Corp. Insurance USA 0.02353
Charles Schwab Corp. Financial Services USA 0.0235
Ecolab Inc. Chemicals USA 0.02325
W.R. Berkley Corp. Insurance USA 0.02303
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.023
Johnson Controls PLC Industrial Goods and Services USA 0.02292
Northern Trust Corp. Financial Services USA 0.02291
Allstate Corp. Insurance USA 0.02289
AMERICAN TOWER Real Estate USA 0.02288
Williams Cos. Energy USA 0.02285
Travelers Cos. Inc. Insurance USA 0.02282
BROADRIDGE FINL.SLTN. Financial Services USA 0.02279
Expedia Group Inc Travel and Leisure USA 0.02273
TYLER TECHNOLOGIES Technology USA 0.02263
Cincinnati Financial Corp. Insurance USA 0.02256
Bank of America Corp. Banks USA 0.02246
Caterpillar Inc. Industrial Goods and Services USA 0.02242
CF Industries Holdings Inc. Chemicals USA 0.02239
Waste Management Inc. Utilities USA 0.02237
MEDTRONIC PLC Healthcare USA 0.02235
Ulta Beauty Retail USA 0.02209
SEI INVESTMENTS Financial Services USA 0.02194
WP CAREY Real Estate USA 0.02194
S&P GLOBAL Financial Services USA 0.02185
NextEra Energy Inc. Utilities USA 0.02177
Moody's Corp. Financial Services USA 0.02173
LABCORP HOLDINGS Healthcare USA 0.02171
Eversource Energy Utilities USA 0.0216
Electronic Arts Inc. Consumer Products and Services USA 0.02158
Church & Dwight Co. Personal Care, Drug and Grocery Stores USA 0.02153
MONSTER BEVERAGE Food, Beverage and Tobacco USA 0.02148
Quest Diagnostics Inc. Healthcare USA 0.02146
SERVICENOW Technology USA 0.02144
Automatic Data Processing Inc. Industrial Goods and Services USA 0.02132
WABTEC Industrial Goods and Services USA 0.02113
Check Point Software Technolog Technology USA 0.02111
Markel Group Inc. Insurance USA 0.02106
OKTA CL.A Technology USA 0.02099
MODERNA Healthcare USA 0.02097
LPL FINANCIAL HOLDINGS Financial Services USA 0.0208
Equinix Inc. Real Estate USA 0.02074
TRACTOR SUPPLY Retail USA 0.02073
Deere & Co. Industrial Goods and Services USA 0.02073
Fastenal Co. Basic Resources USA 0.02065
CORTEVA Food, Beverage and Tobacco USA 0.02061
Marsh & McLennan Cos. Insurance USA 0.0206
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.02055
Willis Towers Watson Insurance USA 0.0205
PENTAIR Industrial Goods and Services USA 0.02049
Sysco Corp. Personal Care, Drug and Grocery Stores USA 0.02025
EQUITABLE HOLDINGS Financial Services USA 0.02024
BAKER HUGHES Energy USA 0.0202
NU HOLDINGS A Financial Services USA 0.02001
KEYSIGHT TECHNOLOGIES Industrial Goods and Services USA 0.01998
BLACKSTONE A Financial Services USA 0.01997
Public Service Enterprise Grou Utilities USA 0.01995
MONDELEZ Food, Beverage and Tobacco USA 0.01992
UnitedHealth Group Inc. Healthcare USA 0.01988
Analog Devices Inc. Technology USA 0.01985
CHUBB Insurance USA 0.01976
NetApp Inc. Technology USA 0.01972
PACK.CORP.OF AM. Industrial Goods and Services USA 0.01961
Las Vegas Sands Corp. Travel and Leisure USA 0.01948
Sherwin-Williams Co. Industrial Goods and Services USA 0.01948
Iron Mountain Inc. Real Estate USA 0.01934
Roper Technologies Inc. Technology USA 0.01934
Ventas Inc. Real Estate USA 0.01921
Ross Stores Inc. Retail USA 0.01906
TRADEWEB MARKETS A Financial Services USA 0.01901
CITIZENS FINANCIAL GROUP Banks USA 0.01899
PHILLIPS 66 Energy USA 0.01892
Ametek Inc. Industrial Goods and Services USA 0.01891
EQUITY LIFESTYLE PROPS. Real Estate USA 0.01886
Expeditors International of Wa Industrial Goods and Services USA 0.01884
AMERICAN INTERNATIONAL GROUP Insurance USA 0.01872
PNC Financial Services Group I Banks USA 0.01866
TARGA RESOURCES Energy USA 0.01865
WORKDAY CLASS Technology USA 0.0186
Marriott International Inc. Cl Travel and Leisure USA 0.0186
PROLOGIS INC. Real Estate USA 0.01847
SNAP-ON Industrial Goods and Services USA 0.01843
Illinois Tool Works Inc. Industrial Goods and Services USA 0.01837
Union Pacific Corp. Industrial Goods and Services USA 0.01836
Intuitive Surgical Inc. Healthcare USA 0.01833
Becton Dickinson & Co. Healthcare USA 0.01826
BROWN & BROWN Insurance USA 0.01825
Equity Residential Real Estate USA 0.01809
Avalonbay Communities Inc. Real Estate USA 0.01809
Delta Air Lines Inc. Travel and Leisure USA 0.01794
INVITATION HOMES Real Estate USA 0.01784
Amgen Inc. Healthcare USA 0.01782
Otis Worldwide Industrial Goods and Services USA 0.01776
GODADDY CL.A Technology USA 0.01776
APOLLO GLOBAL MANAGEMENT Financial Services USA 0.01773
Paccar Inc. Industrial Goods and Services USA 0.01765
EOG Resources Inc. Energy USA 0.01763
CAMDEN PROPERTY TST. Real Estate USA 0.01759
NVR Inc. Consumer Products and Services USA 0.01759
M&T Bank Corp. Banks USA 0.01755
BXP Real Estate USA 0.01752
Thermo Fisher Scientific Inc. Healthcare USA 0.01742
Masco Corp. Construction and Materials USA 0.01741
MetLife Inc. Insurance USA 0.01741
ESSENTIAL UTILITIES Utilities USA 0.01732
COTERRA ENERGY Energy USA 0.01731
DOMINOS PIZZA Travel and Leisure USA 0.0173
Agilent Technologies Inc. Healthcare USA 0.01727
T. Rowe Price Group Inc. Financial Services USA 0.01725
THE CIGNA GROUP Healthcare USA 0.017
VERISK ANALYTICS CL.A Industrial Goods and Services USA 0.01699
Zimmer Biomet Holdings Healthcare USA 0.01695
DUPONT DE NEMOURS Industrial Goods and Services USA 0.01688
SALESFORCE INC. Technology USA 0.01684
PayPal Holdings Industrial Goods and Services USA 0.0168
ARAMARK Travel and Leisure USA 0.0167
Mettler-Toledo International I Industrial Goods and Services USA 0.01664
Crown Castle Real Estate USA 0.01654
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.01653
Host Hotels & Resorts Inc. Real Estate USA 0.01652
NXP SEMICONDUCTORS Technology USA 0.01651
Occidental Petroleum Corp. Energy USA 0.01649
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.01645
U.S. Bancorp Banks USA 0.01636
Dover Corp. Industrial Goods and Services USA 0.01635
Danaher Corp. Healthcare USA 0.01613
ESSEX PROPERTY TST. Real Estate USA 0.01606
Chipotle Mexican Grill Inc. Travel and Leisure USA 0.01599
CNA FINANCIAL Insurance USA 0.01594
CNH Industrial NV Industrial Goods and Services USA 0.01587
CORPAY Industrial Goods and Services USA 0.01573
ONEOK Inc. Energy USA 0.01565
IQVIA HOLDINGS INC Healthcare USA 0.0156
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01558
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01556
International Paper Co. Basic Resources USA 0.0154
PPG Industries Inc. Industrial Goods and Services USA 0.01539
PG&E Utilities USA 0.01536
Vertex Pharmaceuticals Inc. Healthcare USA 0.01535
HEALTHPEAK PROPERTIES Real Estate USA 0.0153
Cognizant Technology Solutions Technology USA 0.01529
Texas Instruments Inc. Technology USA 0.01523
JACK HENRY & ASSOCS. Industrial Goods and Services USA 0.01522
Avery Dennison Corp. Basic Resources USA 0.01516
VIATRIS Healthcare USA 0.01512
UDR Real Estate USA 0.01512
Microchip Technology Inc. Technology USA 0.01511
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.01509
Edison International Utilities USA 0.01497
INGERSOLL-RAND Industrial Goods and Services USA 0.01492
TEXAS PACIFIC LAND CORP Energy USA 0.0148
Fidelity National Information Industrial Goods and Services USA 0.01471
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01471
DIAMONDBACK ENERGY Energy USA 0.01469
Prudential Financial Inc. Insurance USA 0.01465
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.0146
Akamai Technologies Inc. Technology USA 0.01451
Devon Energy Corp. Energy USA 0.01439
Fiserv Inc. Industrial Goods and Services USA 0.01418
BIOGEN INC. Healthcare USA 0.01412
Carrier Global Construction and Materials USA 0.01397
THE CAMPBELL'S Food, Beverage and Tobacco USA 0.01394
Schlumberger Ltd. Energy USA 0.01354
Comcast Corp. Cl A Telecommunications USA 0.01312
Conagra Brands Inc. Food, Beverage and Tobacco USA 0.01286
Fortive Industrial Goods and Services USA 0.01211
FACTSET RESEARCH SYS. Financial Services USA 0.01175
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.01141
LULULEMON ATHLETICA Consumer Products and Services USA 0.01008
1Based on the last periodic review implementation