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FACTOR & STRATEGY INDICES

STOXX US Equity Factor Screened

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.40488
Apple Inc. Technology USA 6.07177
ALPHABET CLASS C Technology USA 5.3882
Microsoft Corp. Technology USA 3.83097
BROADCOM Technology USA 3.51885
Bank of New York Mellon Corp. Financial Services USA 2.54928
Amazon.com Inc. Retail USA 2.44496
JPMorgan Chase & Co. Banks USA 2.04357
GENERAL MOTORS Automobiles and Parts USA 1.82509
META PLATFORMS CLASS A Technology USA 1.68545
MARATHON PETROLEUM Energy USA 1.44568
ABBVIE Healthcare USA 1.43815
Trane Technologies Construction and Materials USA 1.36358
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.36099
WALMART INC. Retail USA 1.26183
ARISTA NETWORKS Telecommunications USA 1.22915
Kroger Co. Personal Care, Drug and Grocery Stores USA 1.21266
FORTINET Technology USA 1.20355
eBay Inc. Consumer Products and Services USA 1.18038
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.14761
Merck & Co. Inc. Healthcare USA 1.1357
Bristol-Myers Squibb Co. Healthcare USA 1.1277
AT&T Inc. Telecommunications USA 1.06225
BOOKING HOLDINGS Travel and Leisure USA 1.02221
DELL TECHNOLOGIES Technology USA 0.983
Valero Energy Corp. Energy USA 0.97461
Chevron Corp. Energy USA 0.94841
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.92643
ATMOS ENERGY Utilities USA 0.91463
VISA Inc. Cl A Industrial Goods and Services USA 0.90616
Cintas Corp. Industrial Goods and Services USA 0.90505
Applied Materials Inc. Technology USA 0.87418
PepsiCo Inc. Food, Beverage and Tobacco USA 0.85889
Eli Lilly & Co. Healthcare USA 0.85276
APPLOVIN A Technology USA 0.82304
SPOTIFY TECHNOLOGY Media USA 0.79444
Capital One Financial Corp. Industrial Goods and Services USA 0.76281
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.76097
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.75713
Verizon Communications Inc. Telecommunications USA 0.7506
Hewlett Packard Enterprise Technology USA 0.73343
McDonald's Corp. Travel and Leisure USA 0.7254
Gilead Sciences Inc. Healthcare USA 0.69401
TECHNIPFMC Energy USA 0.68116
Pfizer Inc. Healthcare USA 0.64888
GE Aerospace Industrial Goods and Services USA 0.64853
AutoZone Inc. Retail USA 0.62719
Simon Property Group Inc. Real Estate USA 0.60807
Ameriprise Financial Inc. Financial Services USA 0.60079
MERCADOLIBRE Consumer Products and Services USA 0.59893
CROWDSTRIKE HOLDINGS A Technology USA 0.59478
FAIR ISAAC Industrial Goods and Services USA 0.59189
Arch Capital Group Ltd. Insurance USA 0.56569
MSCI CLASS A Financial Services USA 0.51424
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.51397
AFLAC Inc. Insurance USA 0.51046
Cardinal Health Inc. Healthcare USA 0.50724
CADENCE DESIGN SYS. Technology USA 0.49529
Steel Dynamics Inc. Basic Resources USA 0.43981
Ulta Beauty Retail USA 0.43296
Best Buy Co. Inc. Retail USA 0.43129
FOX CORP 'A' Media USA 0.4262
Intuit Inc. Technology USA 0.40775
Johnson & Johnson Healthcare USA 0.40712
ATLASSIAN 'A' Technology USA 0.40687
State Street Corp. Financial Services USA 0.40383
Exelon Corp. Utilities USA 0.3982
KLA Technology USA 0.37819
TE CONNECTIVITY LTD. Technology USA 0.37234
Everest Group Insurance USA 0.37064
PALO ALTO NETWORKS Technology USA 0.36454
Expedia Group Inc Travel and Leisure USA 0.36228
Lam Research Corp. Technology USA 0.3499
EATON CORP. PLC Industrial Goods and Services USA 0.34971
CME Group Inc. Cl A Financial Services USA 0.34159
DOCUSIGN Technology USA 0.33612
Hologic Inc. Healthcare USA 0.33111
PALANTIR TECHNOLOGIES A Technology USA 0.32819
Omnicom Group Inc. Media USA 0.32042
Principal Financial Group Inc. Financial Services USA 0.31885
Lowe's Cos. Retail USA 0.31573
LENNOX INTL. Construction and Materials USA 0.29845
LYONDELLBASELL INDUSTRIES Chemicals USA 0.29826
VICI PPTYS Real Estate USA 0.29706
UBER TECHNOLOGIES Consumer Products and Services USA 0.29588
Goldman Sachs Group Inc. Financial Services USA 0.28498
KINDER MORGAN Energy USA 0.26825
FNF Group Insurance USA 0.26429
Nucor Corp. Basic Resources USA 0.26323
ROYALTY PHARMA A Healthcare USA 0.26282
LINDE Chemicals USA 0.24963
GE VERNOVA Industrial Goods and Services USA 0.23597
Constellation Energy Utilities USA 0.233
Boston Scientific Corp. Healthcare USA 0.23294
HP Inc. Technology USA 0.21965
AMERICAN WATER WORKS Utilities USA 0.21689
NEWS CORP 'A' Media USA 0.21562
ROBINHOOD MARKETS A Financial Services USA 0.21392
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.20696
OKTA CL.A Technology USA 0.20629
DaVita Inc. Healthcare USA 0.20532
Veralto Corp. Industrial Goods and Services USA 0.20376
AIRBNB A Travel and Leisure USA 0.20023
Globe Life Insurance USA 0.19345
VEEVA SYSTEMS CL.A Healthcare USA 0.18858
Oracle Corp. Technology USA 0.18572
Target Corp. Retail USA 0.17707
Cisco Systems Inc. Telecommunications USA 0.17555
Darden Restaurants Inc. Travel and Leisure USA 0.17497
Qualcomm Inc. Technology USA 0.1735
Annaly Capital Management Inc. Financial Services USA 0.16717
Citigroup Inc. Banks USA 0.166
Emerson Electric Co. Industrial Goods and Services USA 0.15376
VERTIV HOLDINGS A Technology USA 0.14853
Yum! Brands Inc. Travel and Leisure USA 0.14672
COREBRIDGE FINANCIAL Insurance USA 0.14511
Sempra Utilities USA 0.14332
CARVANA 'A' Retail USA 0.13769
MOLINA HEALTHCARE Healthcare USA 0.13742
LIBERTY FORMULA ONE C Media USA 0.13568
Netflix Inc. Media USA 0.1276
HUBBELL Industrial Goods and Services USA 0.127
COUPANG A Retail USA 0.12674
ZSCALER Technology USA 0.126
International Business Machine Technology USA 0.12344
REINSURANCE GROUP OF AM. Insurance USA 0.12097
Northern Trust Corp. Financial Services USA 0.11991
Abbott Laboratories Healthcare USA 0.11887
CF Industries Holdings Inc. Chemicals USA 0.1177
General Mills Inc. Food, Beverage and Tobacco USA 0.10898
TESLA Automobiles and Parts USA 0.10161
UNITED RENTALS Industrial Goods and Services USA 0.10133
Ford Motor Co. Automobiles and Parts USA 0.0974
FOX CORP 'B' Media USA 0.09338
NEWS 'B' Media USA 0.08531
Paychex Inc. Industrial Goods and Services USA 0.08473
Coca-Cola Co. Food, Beverage and Tobacco USA 0.08152
GARTNER 'A' Technology USA 0.07529
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.07222
REGENCY CENTERS Real Estate USA 0.06168
Corning Inc. Technology USA 0.05551
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.05298
ALPHABET INC. CL A Technology USA 0.04526
Welltower Inc. Real Estate USA 0.0429
Quanta Services Inc. Construction and Materials USA 0.04127
LIBERTY FORMULA ONE A Media USA 0.04026
HUBSPOT Technology USA 0.03702
Caterpillar Inc. Industrial Goods and Services USA 0.03388
Consolidated Edison Inc. Utilities USA 0.03176
Cummins Inc. Industrial Goods and Services USA 0.03113
TJX Cos. Retail USA 0.03101
Cencora Personal Care, Drug and Grocery Stores USA 0.03012
C.H. Robinson Worldwide Inc. Industrial Goods and Services USA 0.02955
MAPLEBEAR Technology USA 0.02907
Parker Hannifin Corp. Industrial Goods and Services USA 0.02904
NextEra Energy Inc. Utilities USA 0.02838
Johnson Controls PLC Industrial Goods and Services USA 0.02831
WABTEC Industrial Goods and Services USA 0.02737
Equinix Inc. Real Estate USA 0.02603
Electronic Arts Inc. Consumer Products and Services USA 0.02587
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.0257
Morgan Stanley Financial Services USA 0.02563
CRH Construction and Materials USA 0.02541
F5 INC. Technology USA 0.02532
Travelers Cos. Inc. Insurance USA 0.02529
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 0.02525
HARTFORD INSURANCE GROUP Insurance USA 0.02487
Charles Schwab Corp. Financial Services USA 0.02441
Nasdaq Inc Financial Services USA 0.02423
Franklin Resources Inc. Financial Services USA 0.02413
CHUBB Insurance USA 0.02409
Expeditors International of Wa Industrial Goods and Services USA 0.02376
Cincinnati Financial Corp. Insurance USA 0.02371
Allstate Corp. Insurance USA 0.02365
INTERCONTINENTALEXCHANGE INC Financial Services USA 0.02358
CORTEVA Food, Beverage and Tobacco USA 0.02329
Ecolab Inc. Chemicals USA 0.02325
Stryker Corp. Healthcare USA 0.02309
VeriSign Inc. Technology USA 0.02289
WP CAREY Real Estate USA 0.02284
Occidental Petroleum Corp. Energy USA 0.02248
Amgen Inc. Healthcare USA 0.02248
MasterCard Inc. Cl A Industrial Goods and Services USA 0.02225
Eversource Energy Utilities USA 0.02225
TRADEWEB MARKETS A Financial Services USA 0.02198
EOG Resources Inc. Energy USA 0.02183
Ametek Inc. Industrial Goods and Services USA 0.02182
Akamai Technologies Inc. Technology USA 0.02175
DOORDASH A Technology USA 0.02172
Devon Energy Corp. Energy USA 0.02134
LABCORP HOLDINGS Healthcare USA 0.02131
American Express Co. Industrial Goods and Services USA 0.02111
Bank of America Corp. Banks USA 0.02098
MEDTRONIC PLC Healthcare USA 0.02097
VIATRIS Healthcare USA 0.02088
BlackRock Inc. Financial Services USA 0.02076
Progressive Corp. Insurance USA 0.02071
EQUITY LIFESTYLE PROPS. Real Estate USA 0.0207
Dover Corp. Industrial Goods and Services USA 0.02069
Paccar Inc. Industrial Goods and Services USA 0.02044
SEI INVESTMENTS Financial Services USA 0.02038
Moody's Corp. Financial Services USA 0.02036
SNAP-ON Industrial Goods and Services USA 0.02019
RAYMOND JAMES FINL. Financial Services USA 0.02014
Public Service Enterprise Grou Utilities USA 0.02011
Las Vegas Sands Corp. Travel and Leisure USA 0.01982
Delta Air Lines Inc. Travel and Leisure USA 0.01971
Edison International Utilities USA 0.01943
Costco Wholesale Corp. Retail USA 0.01938
ESSENTIAL UTILITIES Utilities USA 0.01934
S&P GLOBAL Financial Services USA 0.01893
AMERICAN INTERNATIONAL GROUP Insurance USA 0.01873
Illinois Tool Works Inc. Industrial Goods and Services USA 0.01872
BIOGEN INC. Healthcare USA 0.01861
PG&E Utilities USA 0.01847
Host Hotels & Resorts Inc. Real Estate USA 0.01826
MONDELEZ Food, Beverage and Tobacco USA 0.01819
QNITY ELECTRONICS Technology USA 0.01735
BROADRIDGE FINL.SLTN. Financial Services USA 0.01704
Check Point Software Technolog Technology USA 0.01687
Keurig Dr Pepper Food, Beverage and Tobacco USA 0.01678
Kimberly-Clark Corp. Personal Care, Drug and Grocery Stores USA 0.01677
Equity Residential Real Estate USA 0.01669
PENTAIR Industrial Goods and Services USA 0.01663
NetApp Inc. Technology USA 0.01649
CNA FINANCIAL Insurance USA 0.01645
Mettler-Toledo International I Industrial Goods and Services USA 0.0164
Danaher Corp. Healthcare USA 0.01636
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01593
THE CIGNA GROUP Healthcare USA 0.01593
Automatic Data Processing Inc. Industrial Goods and Services USA 0.01577
Agilent Technologies Inc. Healthcare USA 0.01576
Avalonbay Communities Inc. Real Estate USA 0.01566
MetLife Inc. Insurance USA 0.01561
Becton Dickinson & Co. Healthcare USA 0.01558
Zimmer Biomet Holdings Healthcare USA 0.0154
TYLER TECHNOLOGIES Technology USA 0.01535
Crown Castle Real Estate USA 0.01506
ESSEX PROPERTY TST. Real Estate USA 0.01493
CNH Industrial NV Industrial Goods and Services USA 0.01489
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.01471
Masco Corp. Construction and Materials USA 0.01468
Cognizant Technology Solutions Technology USA 0.01468
HEALTHPEAK PROPERTIES Real Estate USA 0.01462
T. Rowe Price Group Inc. Financial Services USA 0.01452
EQUITABLE HOLDINGS Financial Services USA 0.01443
IQVIA HOLDINGS INC Healthcare USA 0.01433
PPG Industries Inc. Industrial Goods and Services USA 0.01415
Carrier Global Construction and Materials USA 0.01391
McCormick & Co. Inc. Food, Beverage and Tobacco USA 0.01385
SALESFORCE INC. Technology USA 0.01379
Prudential Financial Inc. Insurance USA 0.01362
SERVICENOW Technology USA 0.01274
Comcast Corp. Cl A Telecommunications USA 0.01248
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01243
BXP Real Estate USA 0.01236
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.01183
Fidelity National Information Industrial Goods and Services USA 0.01165
PayPal Holdings Industrial Goods and Services USA 0.01122
WORKDAY CLASS Technology USA 0.01121
AMERICAN TOWER Real Estate USA 0.01047
ALLY FINANCIAL Financial Services USA 0.00922
Roper Technologies Inc. Technology USA 0.00853
1Based on the last periodic review implementation