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FACTOR & STRATEGY INDICES

STOXX Developed World Equity Factor Screened

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 5.00923
Microsoft Corp. Technology USA 4.4537
Apple Inc. Technology USA 4.27552
ALPHABET CLASS C Technology USA 2.87249
BROADCOM Technology USA 2.28526
UNICREDIT Banks Italy 1.99851
Amazon.com Inc. Retail USA 1.76227
Capital One Financial Corp. Industrial Goods and Services USA 1.57004
Manulife Financial Corp. Insurance Canada 1.45721
McKesson Corp. Personal Care, Drug and Grocery Stores USA 1.44205
GENERAL MOTORS Automobiles and Parts USA 1.40822
Trane Technologies Construction and Materials USA 1.36054
INVESTOR B Financial Services Sweden 1.15016
ABBVIE Healthcare USA 1.01525
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 0.99877
Cintas Corp. Industrial Goods and Services USA 0.99398
WALMART INC. Retail USA 0.98135
FAIR ISAAC Industrial Goods and Services USA 0.90815
Mizuho Financial Group Inc. Banks Japan 0.9035
Kroger Co. Personal Care, Drug and Grocery Stores USA 0.90305
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 0.87413
DELL TECHNOLOGIES Technology USA 0.86572
FORTINET Technology USA 0.8577
eBay Inc. Consumer Products and Services USA 0.83617
AutoZone Inc. Retail USA 0.78052
Applied Materials Inc. Technology USA 0.7743
Merck & Co. Inc. Healthcare USA 0.75499
META PLATFORMS CLASS A Technology USA 0.75365
BOOKING HOLDINGS Travel and Leisure USA 0.75352
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.75076
Hewlett Packard Enterprise Technology USA 0.73777
TE CONNECTIVITY LTD. Technology USA 0.69242
Bank of New York Mellon Corp. Financial Services USA 0.69215
PepsiCo Inc. Food, Beverage and Tobacco USA 0.68347
APPLOVIN A Technology USA 0.68314
Fujikura Ltd. Industrial Goods and Services Japan 0.67739
COMMERZBANK Banks Germany 0.66472
Power Corp. of Canada Insurance Canada 0.6485
ATLASSIAN 'A' Technology USA 0.63824
ARISTA NETWORKS Telecommunications USA 0.63409
AT&T Inc. Telecommunications USA 0.62039
O'Reilly Automotive Inc. Retail USA 0.61476
SPOTIFY TECHNOLOGY Media USA 0.6126
Home Depot Inc. Retail USA 0.6126
Steel Dynamics Inc. Basic Resources USA 0.60794
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.58569
LOBLAW Personal Care, Drug and Grocery Stores Canada 0.58444
DANSKE BANK Banks Denmark 0.58421
Qualcomm Inc. Technology USA 0.57112
FORTESCUE Basic Resources Australia 0.56508
PULTEGROUP Consumer Products and Services USA 0.56287
PUBLICIS GRP Media France 0.56202
Bank Leumi Le-Israel BM Banks Israel 0.55386
AIB GROUP Banks Ireland 0.55351
CELESTICA Technology Canada 0.54793
CREDIT AGRICOLE Banks France 0.54247
Intuit Inc. Technology USA 0.54151
CROWDSTRIKE HOLDINGS A Technology USA 0.52389
AFLAC Inc. Insurance USA 0.51369
MERCADOLIBRE Consumer Products and Services USA 0.50554
Gilead Sciences Inc. Healthcare USA 0.50523
Eli Lilly & Co. Healthcare USA 0.49533
PALO ALTO NETWORKS Technology USA 0.47468
REPSOL Energy Spain 0.47432
BPER Banca Banks Italy 0.4533
Target Corp. Retail USA 0.4521
VICI PPTYS Real Estate USA 0.45136
Brambles Ltd. Industrial Goods and Services Australia 0.44645
Sempra Utilities USA 0.43861
NOVO NORDISK B Healthcare Denmark 0.43264
TOTALENERGIES Energy France 0.4318
Asics Corp. Consumer Products and Services Japan 0.42526
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 0.41405
Johnson & Johnson Healthcare USA 0.41044
BANCO BPM Banks Italy 0.40256
DOLLARAMA Retail Canada 0.39871
Hershey Co. Food, Beverage and Tobacco USA 0.39061
MARATHON PETROLEUM Energy USA 0.38247
Devon Energy Corp. Energy USA 0.37932
LENNOX INTL. Construction and Materials USA 0.37907
Sumitomo Mitsui Financial Grou Banks Japan 0.37443
NN GROUP Insurance Netherlands 0.37152
HP Inc. Technology USA 0.36495
SYNOPSYS Technology USA 0.35844
FNF Group Insurance USA 0.34385
Tokyo Gas Co. Ltd. Utilities Japan 0.34098
CADENCE DESIGN SYS. Technology USA 0.33776
DOCUSIGN Technology USA 0.33696
Best Buy Co. Inc. Retail USA 0.33588
Sekisui House Ltd. Consumer Products and Services Japan 0.33557
State Street Corp. Financial Services USA 0.33073
HARTFORD INSURANCE GROUP Insurance USA 0.33011
Bristol-Myers Squibb Co. Healthcare USA 0.3294
Everest Group Insurance USA 0.32758
Cardinal Health Inc. Healthcare USA 0.32733
REINSURANCE GROUP OF AM. Insurance USA 0.32396
SKANDINAVISKA ENSKILDA BK A Banks Sweden 0.3216
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.31422
Osaka Gas Co. Ltd. Utilities Japan 0.30704
Elevance Health Healthcare USA 0.306
WESTON GEORGE Personal Care, Drug and Grocery Stores Canada 0.30121
NORDEA BANK Banks Finland 0.29493
ALLY FINANCIAL Financial Services USA 0.29115
SNAM RETE GAS Energy Italy 0.28699
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.28126
FOX CORP 'A' Media USA 0.28071
BMW Automobiles and Parts Germany 0.28017
HYDRO ONE Utilities Canada 0.27876
Israel Discount Bank Ltd Banks Israel 0.27464
KLA Technology USA 0.2718
Nucor Corp. Basic Resources USA 0.27089
BUILDERS FIRSTSOURCE Construction and Materials USA 0.26946
MERCEDES-BENZ GROUP Automobiles and Parts Germany 0.26309
Lam Research Corp. Technology USA 0.25771
AGEAS Insurance Belgium 0.25173
COCA-COLA HBC Food, Beverage and Tobacco UK 0.25171
SBI Holdings Inc. Financial Services Japan 0.24748
PHOENIX FINANCIAL Insurance Israel 0.24299
FUJI ELECTRIC Industrial Goods and Services Japan 0.24051
SWISSCOM Telecommunications Switzerland 0.2289
ARC RESOURCES LTD Energy Canada 0.22857
CK HUTCHISON HOLDINGS Industrial Goods and Services Hong Kong 0.22764
Oversea-Chinese Banking Corp. Banks Singapore 0.22751
Valero Energy Corp. Energy USA 0.22701
VODAFONE GRP Telecommunications UK 0.22377
SHELL Energy UK 0.22258
WH GROUP Food, Beverage and Tobacco Hong Kong 0.21516
LYONDELLBASELL INDUSTRIES Chemicals USA 0.21217
Pfizer Inc. Healthcare USA 0.20901
MOLINA HEALTHCARE Healthcare USA 0.2084
Trip.com Group Ltd Travel and Leisure Hong Kong 0.20755
FOX CORP 'B' Media USA 0.20619
Fairfax Financial Holdings Ltd Insurance Canada 0.20564
Amgen Inc. Healthcare USA 0.20556
TOPPAN Holdings Industrial Goods and Services Japan 0.20313
LUNDIN GOLD Basic Resources Canada 0.20024
FUTU HOLDINGS ADR Financial Services Hong Kong 0.19937
ALFA LAVAL Industrial Goods and Services Sweden 0.19889
M&T Bank Corp. Banks USA 0.19821
VISA Inc. Cl A Industrial Goods and Services USA 0.19451
PANDORA Consumer Products and Services Denmark 0.18988
Dai Nippon Printing Co. Ltd. Industrial Goods and Services Japan 0.18181
SCREEN HOLDINGS Technology Japan 0.18069
NITERRA Automobiles and Parts Japan 0.17915
BAWAG GROUP AG Banks Austria 0.17893
Singapore Airlines Ltd. Travel and Leisure Singapore 0.17723
OMV Energy Austria 0.17519
CRH Construction and Materials USA 0.17062
YANGZIJIANG SHIPBUILDING Industrial Goods and Services Singapore 0.17024
UBS GROUP Financial Services Switzerland 0.16755
SANRIO Consumer Products and Services Japan 0.16433
COREBRIDGE FINANCIAL Insurance USA 0.16405
JB Hi-Fi Ltd. Retail Australia 0.1635
NIPPON STEEL Basic Resources Japan 0.15787
JAPAN POST BANK Banks Japan 0.15538
SVENSKA HANDELSBANKEN A Banks Sweden 0.14685
BUNGE GLOBAL Food, Beverage and Tobacco USA 0.14298
HIKARI TSUSHIN Telecommunications Japan 0.1405
ENGIE Utilities France 0.14041
SANWA HOLDINGS Construction and Materials Japan 0.14006
DR ING HC F PORSCHE PREF. Automobiles and Parts Germany 0.13725
ZENSHO Travel and Leisure Japan 0.13608
Coca-Cola Co. Food, Beverage and Tobacco USA 0.13369
RAIFFEISEN BANK INTERNATIONAL Banks Austria 0.13279
Dai-ichi Life Holdings Insurance Japan 0.13225
Nissan Motor Co. Ltd. Automobiles and Parts Japan 0.1304
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.12849
ORKLA Food, Beverage and Tobacco Norway 0.12821
NetApp Inc. Technology USA 0.12792
Isetan Mitsukoshi Holdings Ltd Retail Japan 0.12791
Oracle Corp. Technology USA 0.12548
USS Co. Ltd. Consumer Products and Services Japan 0.12505
NIPPON EXPRESS HLDGS INC Industrial Goods and Services Japan 0.1247
Hologic Inc. Healthcare USA 0.12462
TIS INC. Technology Japan 0.1233
Abbott Laboratories Healthcare USA 0.12294
Hachijuni Bank Ltd. Banks Japan 0.11808
RECRUIT HOLDINGS Industrial Goods and Services Japan 0.11518
IYOGIN Banks Japan 0.11511
Principal Financial Group Inc. Financial Services USA 0.11279
BP Energy UK 0.11061
Tokyo Tatemono Co. Ltd. Real Estate Japan 0.11047
KDX REALTY INVESTMENT CORPORATION Real Estate Japan 0.10805
DaVita Inc. Healthcare USA 0.10793
Mazda Motor Corp. Automobiles and Parts Japan 0.10721
Mitsubishi UFJ Financial Group Banks Japan 0.10598
ROYALTY PHARMA A Healthcare USA 0.102
Japan Real Estate Investment C Real Estate Japan 0.10091
COUPANG A Retail USA 0.1009
SWEDBANK Banks Sweden 0.09919
Furukawa Electric Co. Ltd. Industrial Goods and Services Japan 0.09906
AURIZON HOLDINGS Industrial Goods and Services Australia 0.09798
SembCorp Industries Ltd. Utilities Singapore 0.09779
HORIBA Industrial Goods and Services Japan 0.09721
Credit Saison Co. Ltd. Industrial Goods and Services Japan 0.09572
PRO MEDICUS Healthcare Australia 0.09514
Bezeq Israeli Telecommunicatio Telecommunications Israel 0.09441
SCHINDLER REG Industrial Goods and Services Switzerland 0.09396
NATIONAL GRID Utilities UK 0.09091
GRP SOCIETE GENERALE Banks France 0.08859
Nippon Building Fund Inc. Real Estate Japan 0.08793
TERNA Utilities Italy 0.08673
INVESTOR A Financial Services Sweden 0.08542
KANDENKO Construction and Materials Japan 0.08439
Travelers Cos. Inc. Insurance USA 0.08074
AIRTEL AFRICA PLC Telecommunications UK 0.08013
DEUTSCHE BANK Banks Germany 0.07977
SANKYO Travel and Leisure Japan 0.07973
NOMURA REIT.MASTER FUND Real Estate Japan 0.07965
Yamazaki Baking Co. Ltd. Food, Beverage and Tobacco Japan 0.07953
MSCI CLASS A Financial Services USA 0.07849
ALSOK Industrial Goods and Services Japan 0.07772
Nomura Real Estate Holdings In Real Estate Japan 0.07644
Yamato Kogyo Co. Ltd. Basic Resources Japan 0.07584
AIRBNB A Travel and Leisure USA 0.07114
GSK Healthcare UK 0.06968
A.P.MOLLER-MAERSK B Industrial Goods and Services Denmark 0.06829
FERGUSON ENTERPRISES Industrial Goods and Services USA 0.06821
TOKYO METRO Industrial Goods and Services Japan 0.06764
Disco Corp. Technology Japan 0.06702
VAR ENERGI Energy Norway 0.06681
Orix JREIT Inc. Real Estate Japan 0.06577
WOODSIDE ENERGY GROUP Energy Australia 0.06449
Arch Capital Group Ltd. Insurance USA 0.06389
KESKO Personal Care, Drug and Grocery Stores Finland 0.06209
DEUTSCHE TELEKOM Telecommunications Germany 0.06114
Harvey Norman Holdings Ltd. Retail Australia 0.06075
TELENOR Telecommunications Norway 0.05946
Otis Worldwide Industrial Goods and Services USA 0.05904
Sega Sammy Holdings Inc. Consumer Products and Services Japan 0.05835
AMERICAN FINL.GP.OHIO Insurance USA 0.05645
Humana Inc. Healthcare USA 0.0509
ADVANCE RESIDENCE INV. Real Estate Japan 0.04968
3I GROUP PLC. Financial Services UK 0.04953
Shimamura Co. Ltd. Retail Japan 0.04936
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.04914
MITSUI KINZOKU Basic Resources Japan 0.04464
TELSTRA GROUP Telecommunications Australia 0.04432
KPN Telecommunications Netherlands 0.04386
SPAREBANK 1 SOR-NORGE ASA Banks Norway 0.04253
Lowe's Cos. Retail USA 0.04236
MERIDIAN ENERGY Utilities New Zealand 0.04052
HUBSPOT Technology USA 0.04019
WISE A Industrial Goods and Services UK 0.03743
HKT TRUST & HKT Telecommunications Hong Kong 0.03676
STRABAG Construction and Materials Austria 0.0367
Jardine Cycle & Carriage Ltd. Automobiles and Parts Singapore 0.03618
SSAB A Basic Resources Sweden 0.03395
Simon Property Group Inc. Real Estate USA 0.03236
CHRISTIAN DIOR Consumer Products and Services France 0.03203
ENI Energy Italy 0.03039
HEMNET Real Estate Sweden 0.02978
DNB BANK Banks Norway 0.02685
MARKS & SPENCER GRP Personal Care, Drug and Grocery Stores UK 0.02537
NEXT Retail UK 0.02511
COLRUYT GROUP Personal Care, Drug and Grocery Stores Belgium 0.02428
ISRAEL CORPORATION Chemicals Israel 0.02361
NOVARTIS Healthcare Switzerland 0.02303
WALLENIUS WILHELMSEN Industrial Goods and Services Norway 0.02222
VIENNA INSURANCE Insurance Austria 0.02099
SERVICENOW Technology USA 0.01948
Verizon Communications Inc. Telecommunications USA 0.0192
CENTRICA Utilities UK 0.01346
Santen Pharmaceutical Co. Ltd. Healthcare Japan 0.01337
HAFNIA Industrial Goods and Services Norway 0.01186
PEARSON Media UK 0.01095
McDonald's Corp. Travel and Leisure USA 0.00989
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.0089
1Based on the last periodic review implementation