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FACTOR & STRATEGY INDICES

STOXX U.S. Equity Factor

Components 1

Company Supersector Country Weight (%)
Apple Inc. Technology USA 6.53544
Microsoft Corp. Technology USA 6.20903
NVIDIA Corp. Technology USA 5.47457
Amazon.com Inc. Retail USA 2.7753
BROADCOM Technology USA 2.22879
META PLATFORMS CLASS A Technology USA 2.19806
ALPHABET CLASS C Technology USA 1.76962
JPMorgan Chase & Co. Banks USA 1.51477
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.3887
Eli Lilly & Co. Health Care USA 1.32132
VISA Inc. Cl A Industrial Goods and Services USA 1.25252
ABBVIE Health Care USA 1.08471
WALMART INC. Retail USA 1.01676
LINDE Chemicals USA 1.00405
Johnson & Johnson Health Care USA 0.99076
PepsiCo Inc. Food, Beverage and Tobacco USA 0.94954
UnitedHealth Group Inc. Health Care USA 0.9475
Exxon Mobil Corp. Energy USA 0.94486
BOOKING HOLDINGS Travel and Leisure USA 0.83599
Coca-Cola Co. Food, Beverage and Tobacco USA 0.7365
Merck & Co. Inc. Health Care USA 0.71577
MasterCard Inc. Cl A Industrial Goods and Services USA 0.7118
FAIR ISAAC Industrial Goods and Services USA 0.69258
McDonald's Corp. Travel and Leisure USA 0.66427
BUILDERS FIRSTSOURCE Construction and Materials USA 0.64575
Bristol-Myers Squibb Co. Health Care USA 0.64502
Lowe's Cos. Retail USA 0.63529
AMERICAN WATER WORKS Utilities USA 0.61623
AT&T Inc. Telecommunications USA 0.59922
Bank of New York Mellon Corp. Financial Services USA 0.59796
Home Depot Inc. Retail USA 0.58449
Consolidated Edison Inc. Utilities USA 0.58446
Costco Wholesale Corp. Retail USA 0.55836
Abbott Laboratories Health Care USA 0.55186
MARATHON PETROLEUM Energy USA 0.53245
Goldman Sachs Group Inc. Financial Services USA 0.5257
MERCADOLIBRE Consumer Products and Services USA 0.52431
TESLA Automobiles and Parts USA 0.52304
Gilead Sciences Inc. Health Care USA 0.51117
Chevron Corp. Energy USA 0.51095
Qualcomm Inc. Technology USA 0.48357
MONDAYCOM Technology USA 0.47102
GENERAL MOTORS Automobiles and Parts USA 0.46777
S&P GLOBAL Financial Services USA 0.46147
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.44015
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.43011
Berkshire Hathaway Inc. Cl B Financial Services USA 0.42452
FORTINET Technology USA 0.42049
Intuit Inc. Technology USA 0.41758
Paychex Inc. Industrial Goods and Services USA 0.41406
Elevance Health Health Care USA 0.41069
Hologic Inc. Health Care USA 0.40218
Philip Morris International In Food, Beverage and Tobacco USA 0.40102
Comcast Corp. Cl A Telecommunications USA 0.3977
ATLASSIAN 'A' Technology USA 0.3976
CADENCE DESIGN SYS. Technology USA 0.39743
Hewlett Packard Enterprise Technology USA 0.39671
AFLAC Inc. Insurance USA 0.39233
Applied Materials Inc. Technology USA 0.3903
KLA Technology USA 0.3857
Cisco Systems Inc. Telecommunications USA 0.38391
DUOLINGO A Consumer Products and Services USA 0.38343
Amgen Inc. Health Care USA 0.37292
Cintas Corp. Industrial Goods and Services USA 0.3728
APPLOVIN A Technology USA 0.36967
Pfizer Inc. Health Care USA 0.36889
Ameriprise Financial Inc. Financial Services USA 0.36771
INTERACTIVE BROKERS GROUP A Financial Services USA 0.3672
GARTNER 'A' Technology USA 0.36444
EATON CORP. PLC Industrial Goods and Services USA 0.36238
MANHATTAN ASSOCIATES Technology USA 0.35722
Weyerhaeuser Co. Real Estate USA 0.35655
WINGSTOP Travel and Leisure USA 0.35517
MSCI CLASS A Financial Services USA 0.35192
H&R Block Inc. Consumer Products and Services USA 0.34794
Bank of America Corp. Banks USA 0.34625
Kroger Co. Personal Care, Drug and Grocery Stores USA 0.34445
SAMSARA A Technology USA 0.34083
Thermo Fisher Scientific Inc. Health Care USA 0.33272
NU HOLDINGS A Financial Services USA 0.33242
MEDPACE HOLDINGS Health Care USA 0.32749
Verizon Communications Inc. Telecommunications USA 0.32714
Citigroup Inc. Banks USA 0.32349
BRIXMOR PROPERTY GROUP Real Estate USA 0.32327
CORE & MAIN A Industrial Goods and Services USA 0.32259
Equity Residential Real Estate USA 0.32095
WILLIAMS SONOMA Retail USA 0.31925
MUELLER INDUSTRIES Basic Resources USA 0.31888
ARISTA NETWORKS Telecommunications USA 0.31806
SYNOPSYS Technology USA 0.31608
WIX COM Technology USA 0.31576
Mettler-Toledo International I Industrial Goods and Services USA 0.31252
NUTANIX CL.A Technology USA 0.31142
FERGUSON ENTERPRISES Industrial Goods and Services USA 0.30838
AIRBNB A Travel and Leisure USA 0.3078
ALLY FINANCIAL Financial Services USA 0.30292
Yum! Brands Inc. Travel and Leisure USA 0.29968
FOX CORP 'A' Media USA 0.29788
ADOBE Technology USA 0.29634
JABIL INC Technology USA 0.29432
CRANE COMPANY Industrial Goods and Services USA 0.289
SOLVENTUM Health Care USA 0.28877
Simon Property Group Inc. Real Estate USA 0.28797
eBay Inc. Consumer Products and Services USA 0.28303
UBER TECHNOLOGIES Consumer Products and Services USA 0.28276
ABERCROMBIE & FITCH 'A' Retail USA 0.28027
Veralto Corp. Industrial Goods and Services USA 0.27844
Otis Worldwide Industrial Goods and Services USA 0.27685
General Mills Inc. Food, Beverage and Tobacco USA 0.27638
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.27451
POPULAR Banks USA 0.2739
Vertex Pharmaceuticals Inc. Health Care USA 0.27327
DTE Energy Co. Utilities USA 0.27235
PALO ALTO NETWORKS Technology USA 0.27092
Emerson Electric Co. Industrial Goods and Services USA 0.27033
Caterpillar Inc. Industrial Goods and Services USA 0.26652
DECKERS OUTDOOR Consumer Products and Services USA 0.26555
Public Storage Real Estate USA 0.26519
AMERICAN INTERNATIONAL GROUP Insurance USA 0.26442
RELIANCE Basic Resources USA 0.26131
DaVita Inc. Health Care USA 0.25627
Wells Fargo & Co. Banks USA 0.25401
WEATHERFORD INTL. Energy USA 0.25273
GITLAB A Technology USA 0.25214
Starbucks Corp. Travel and Leisure USA 0.25162
EMCOR GROUP Construction and Materials USA 0.25157
DOCUSIGN Technology USA 0.25076
TAPESTRY INC. Consumer Products and Services USA 0.24885
LANTHEUS HOLDINGS Health Care USA 0.2446
Target Corp. Retail USA 0.2445
Steel Dynamics Inc. Basic Resources USA 0.23752
JANUS HENDERSON Financial Services USA 0.23709
Range Resources Corp. Energy USA 0.23573
AUTONATION Retail USA 0.23486
Avalonbay Communities Inc. Real Estate USA 0.23346
American Express Co. Industrial Goods and Services USA 0.23228
Duke Energy Corp. Utilities USA 0.23108
DELL TECHNOLOGIES Technology USA 0.23095
NextEra Energy Inc. Utilities USA 0.22914
Best Buy Co. Inc. Retail USA 0.22864
BlackRock Inc. Financial Services USA 0.22798
PROCORE TECHNOLOGIES Technology USA 0.22725
Valero Energy Corp. Energy USA 0.22636
DICK'S SPORTING GOODS Retail USA 0.22498
AFFILIATED MANAGERS Financial Services USA 0.22375
Nasdaq Inc Financial Services USA 0.22315
Nucor Corp. Basic Resources USA 0.22236
Accenture PLC Cl A Industrial Goods and Services USA 0.21876
Lockheed Martin Corp. Industrial Goods and Services USA 0.21656
State Street Corp. Financial Services USA 0.2154
Illinois Tool Works Inc. Industrial Goods and Services USA 0.21425
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.21398
WEC Energy Group Utilities USA 0.21066
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.20925
Paccar Inc. Industrial Goods and Services USA 0.20849
LOUISIANA PACIFIC Construction and Materials USA 0.20393
THE CIGNA GROUP Health Care USA 0.20313
VISTRA Utilities USA 0.20166
3M Co. Industrial Goods and Services USA 0.19766
Capital One Financial Corp. Industrial Goods and Services USA 0.19704
MOLINA HEALTHCARE Health Care USA 0.19572
Prudential Financial Inc. Insurance USA 0.19534
Travelers Cos. Inc. Insurance USA 0.19088
HP Inc. Technology USA 0.18741
Ameren Corp. Utilities USA 0.1868
Humana Inc. Health Care USA 0.18251
Ford Motor Co. Automobiles and Parts USA 0.18183
Trane Technologies Construction and Materials USA 0.18108
QUALYS Technology USA 0.17701
Exelon Corp. Utilities USA 0.17372
ETSY Retail USA 0.17166
Netflix Inc. Media USA 0.17134
Stryker Corp. Health Care USA 0.17111
Hershey Co. Food, Beverage and Tobacco USA 0.16587
CROWDSTRIKE HOLDINGS A Technology USA 0.16304
ADVANCED MICRO DEVICES Technology USA 0.16265
MURPHY USA Retail USA 0.16182
Omnicom Group Inc. Media USA 0.16125
RAMBUS Technology USA 0.1578
Lam Research Corp. Technology USA 0.15593
WATTS WATER TECHS. Industrial Goods and Services USA 0.15372
Oracle Corp. Technology USA 0.15265
Automatic Data Processing Inc. Industrial Goods and Services USA 0.15153
ELF BEAUTY Consumer Products and Services USA 0.14867
AutoZone Inc. Retail USA 0.14628
OLIN Chemicals USA 0.13689
FNF Group Insurance USA 0.13566
WAYFAIR CL.A Retail USA 0.13235
Southern Co. Utilities USA 0.1317
VOYA FINANCIAL Financial Services USA 0.13105
APA Energy USA 0.1275
INTERPUBLIC GP. Media USA 0.12726
NVENT ELECTRIC Industrial Goods and Services USA 0.12686
BATH & BODY WORKS INC Retail USA 0.12566
KINDER MORGAN Energy USA 0.12405
ATKORE Construction and Materials USA 0.12072
HUBSPOT Technology USA 0.11872
XP A Financial Services USA 0.11751
ROBERT HALF Industrial Goods and Services USA 0.11746
MONDELEZ Food, Beverage and Tobacco USA 0.11574
TETRA TECH Construction and Materials USA 0.11403
Globe Life Insurance USA 0.11249
ACUITY BRANDS Construction and Materials USA 0.11002
SALESFORCE INC. Technology USA 0.10004
Fiserv Inc. Industrial Goods and Services USA 0.09897
Microchip Technology Inc. Technology USA 0.09848
Parker Hannifin Corp. Industrial Goods and Services USA 0.09838
SMARTSHEET A Technology USA 0.09758
W.W. Grainger Inc. Industrial Goods and Services USA 0.09726
APPLIED INDL.TECHS. Industrial Goods and Services USA 0.0956
Harley-Davidson Inc. Consumer Products and Services USA 0.09529
ZSCALER Technology USA 0.09469
Marathon Oil Corp. Energy USA 0.09238
ELASTIC Technology USA 0.09087
Deere & Co. Industrial Goods and Services USA 0.09082
International Business Machine Technology USA 0.08876
Unum Group Insurance USA 0.08709
Morgan Stanley Financial Services USA 0.08563
Arch Capital Group Ltd. Insurance USA 0.08471
Archer Daniels Midland Co. Food, Beverage and Tobacco USA 0.08402
PROLOGIS INC. Real Estate USA 0.0826
Carrier Global Construction and Materials USA 0.0807
PVH CORP. Consumer Products and Services USA 0.07556
MEDTRONIC PLC Health Care USA 0.07417
COMMERCIAL MTLS. Basic Resources USA 0.06653
MODERNA Health Care USA 0.06637
Sempra Utilities USA 0.06559
CHESAPEAKE ENERGY Energy USA 0.06547
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.06455
SPOTIFY TECHNOLOGY Media USA 0.06437
COUPANG A Retail USA 0.06398
DENTSPLY SIRONA Health Care USA 0.06354
DOW Industrial Goods and Services USA 0.06146
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.06024
Everest Group Insurance USA 0.05952
TAYLOR MORRISON HOME Consumer Products and Services USA 0.0585
THOR INDUSTRIES Consumer Products and Services USA 0.0543
RALPH LAUREN CORP. Consumer Products and Services USA 0.05425
ConocoPhillips Energy USA 0.05185
FirstEnergy Corp. Utilities USA 0.05137
AGNC INV CORP Financial Services USA 0.04946
CROCS Consumer Products and Services USA 0.04855
Schlumberger Ltd. Energy USA 0.04801
SIMPSON MNFG. Construction and Materials USA 0.04679
Texas Instruments Inc. Technology USA 0.04481
LATTICE SEMICONDUCTOR Technology USA 0.04403
LYONDELLBASELL INDUSTRIES Chemicals USA 0.04217
OKTA CL.A Technology USA 0.04191
SERVICENOW Technology USA 0.04113
ONEMAIN HOLDINGS Financial Services USA 0.03869
Altria Group Inc. Food, Beverage and Tobacco USA 0.03754
Public Service Enterprise Grou Utilities USA 0.03673
Fifth Third Bancorp Banks USA 0.03394
ANTERO RESOURCES Energy USA 0.03384
AGCO Industrial Goods and Services USA 0.03348
HYATT HOTELS CL.A Travel and Leisure USA 0.03306
Principal Financial Group Inc. Insurance USA 0.03057
Zimmer Biomet Holdings Health Care USA 0.03003
Hartford Financial Services Gr Insurance USA 0.02757
LENNOX INTL. Construction and Materials USA 0.02752
UIPATH A Technology USA 0.02682
EOG Resources Inc. Energy USA 0.02483
Murphy Oil Corp. Energy USA 0.02299
BXP Real Estate USA 0.02266
NEWS CORP 'A' Media USA 0.02213
Intel Corp. Technology USA 0.02104
Becton Dickinson & Co. Health Care USA 0.01801
Boston Scientific Corp. Health Care USA 0.01798
LIVE NATION ENTM. Travel and Leisure USA 0.01792
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.01756
NetApp Inc. Technology USA 0.0163
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.01327
MetLife Inc. Insurance USA 0.01241
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.01009
FedEx Corp. Industrial Goods and Services USA 0.00972
ROYALTY PHARMA A Health Care USA 0.00962
Expeditors International of Wa Industrial Goods and Services USA 0.00934
PHILLIPS 66 Energy USA 0.00908
BIOGEN INC. Health Care USA 0.00854
1Based on the last periodic review implementation