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FACTOR & STRATEGY INDICES

STOXX U.S. Equity Factor

Components 1

Company Supersector Country Weight (%)
NVIDIA Corp. Technology USA 7.21026
Apple Inc. Technology USA 6.77111
Microsoft Corp. Technology USA 5.56365
Amazon.com Inc. Retail USA 3.11703
BROADCOM Technology USA 2.84374
ALPHABET CLASS C Technology USA 2.36683
META PLATFORMS CLASS A Technology USA 2.22719
JPMorgan Chase & Co. Banks USA 1.57381
TESLA Automobiles and Parts USA 1.46308
VISA Inc. Cl A Industrial Goods and Services USA 1.31359
Eli Lilly & Co. Healthcare USA 1.23604
Johnson & Johnson Healthcare USA 1.13245
WALMART INC. Retail USA 1.12283
ABBVIE Healthcare USA 1.05563
BOOKING HOLDINGS Travel and Leisure USA 1.05122
Bank of New York Mellon Corp. Financial Services USA 0.87048
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 0.86786
GE Aerospace Industrial Goods and Services USA 0.85411
Exxon Mobil Corp. Energy USA 0.82796
GENERAL MOTORS Automobiles and Parts USA 0.78146
LINDE Chemicals USA 0.74299
MasterCard Inc. Cl A Industrial Goods and Services USA 0.72871
Altria Group Inc. Food, Beverage and Tobacco USA 0.70738
AT&T Inc. Telecommunications USA 0.68762
PepsiCo Inc. Food, Beverage and Tobacco USA 0.68591
KLA Technology USA 0.67657
APPLOVIN A Technology USA 0.6706
Wells Fargo & Co. Banks USA 0.61852
Goldman Sachs Group Inc. Financial Services USA 0.59399
MARATHON PETROLEUM Energy USA 0.55374
Qualcomm Inc. Technology USA 0.55027
Coca-Cola Co. Food, Beverage and Tobacco USA 0.53432
Lam Research Corp. Technology USA 0.53084
Applied Materials Inc. Technology USA 0.51932
Merck & Co. Inc. Healthcare USA 0.51892
Trane Technologies Construction and Materials USA 0.51633
Netflix Inc. Media USA 0.51087
Berkshire Hathaway Inc. Cl B Financial Services USA 0.49799
Bristol-Myers Squibb Co. Healthcare USA 0.48441
PALANTIR TECHNOLOGIES A Technology USA 0.48101
Abbott Laboratories Healthcare USA 0.46874
Gilead Sciences Inc. Healthcare USA 0.46844
TE CONNECTIVITY LTD. Technology USA 0.46796
Cisco Systems Inc. Telecommunications USA 0.46318
McDonald's Corp. Travel and Leisure USA 0.45494
Chevron Corp. Energy USA 0.44948
GE HEALTHCARE TECHNOLOGIES Healthcare USA 0.44776
Philip Morris International In Food, Beverage and Tobacco USA 0.44646
Amgen Inc. Healthcare USA 0.4354
eBay Inc. Consumer Products and Services USA 0.43287
International Business Machine Technology USA 0.43219
Travelers Cos. Inc. Insurance USA 0.43084
FORTINET Technology USA 0.4284
EMCOR GROUP Construction and Materials USA 0.42635
INTERACTIVE BROKERS GROUP A Financial Services USA 0.4242
WILLIAMS SONOMA Retail USA 0.41927
MUELLER INDUSTRIES Basic Resources USA 0.41692
NU HOLDINGS A Financial Services USA 0.40101
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.40033
Bank of America Corp. Banks USA 0.39933
ATLASSIAN 'A' Technology USA 0.38724
EATON CORP. PLC Industrial Goods and Services USA 0.3828
Pfizer Inc. Healthcare USA 0.38161
Hewlett Packard Enterprise Technology USA 0.3807
S&P GLOBAL Financial Services USA 0.37964
Caterpillar Inc. Industrial Goods and Services USA 0.37844
AMERICAN INTERNATIONAL GROUP Insurance USA 0.37512
Oracle Corp. Technology USA 0.37368
MEDPACE HOLDINGS Healthcare USA 0.36743
FAIR ISAAC Industrial Goods and Services USA 0.36266
ACUITY Construction and Materials USA 0.36219
Verizon Communications Inc. Telecommunications USA 0.36207
American Express Co. Industrial Goods and Services USA 0.35657
FOX CORP 'A' Media USA 0.35391
ARISTA NETWORKS Telecommunications USA 0.35334
Simon Property Group Inc. Real Estate USA 0.35179
UBER TECHNOLOGIES Consumer Products and Services USA 0.35064
TAPESTRY INC. Retail USA 0.34375
State Street Corp. Financial Services USA 0.3425
VISTRA Utilities USA 0.34236
SPOTIFY TECHNOLOGY Media USA 0.34082
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.33871
UnitedHealth Group Inc. Healthcare USA 0.33514
RALPH LAUREN CORP. Consumer Products and Services USA 0.33202
Costco Wholesale Corp. Retail USA 0.31173
Northern Trust Corp. Financial Services USA 0.30798
Kroger Co. Personal Care, Drug and Grocery Stores USA 0.30468
STERLING INFRASTRUCTURE Construction and Materials USA 0.29799
MEDTRONIC PLC Healthcare USA 0.29793
Target Corp. Retail USA 0.29754
CORE & MAIN A Industrial Goods and Services USA 0.29632
DOCUSIGN Technology USA 0.2883
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.28673
SALESFORCE INC. Technology USA 0.2866
Valero Energy Corp. Energy USA 0.28319
NUTANIX CL.A Technology USA 0.28311
SHARKNINJA Consumer Products and Services USA 0.28304
Ecolab Inc. Chemicals USA 0.28286
CME Group Inc. Cl A Financial Services USA 0.2795
CARVANA 'A' Retail USA 0.27575
CRANE COMPANY Industrial Goods and Services USA 0.26729
UGI Utilities USA 0.26625
Intuit Inc. Technology USA 0.26339
AFLAC Inc. Insurance USA 0.25889
Automatic Data Processing Inc. Industrial Goods and Services USA 0.25825
AFFILIATED MANAGERS Financial Services USA 0.25783
MERCADOLIBRE Consumer Products and Services USA 0.25364
GARTNER 'A' Technology USA 0.25301
BRIXMOR PROPERTY GROUP Real Estate USA 0.2518
Best Buy Co. Inc. Retail USA 0.24581
DELL TECHNOLOGIES Technology USA 0.2458
Comcast Corp. Cl A Telecommunications USA 0.24394
SEAGATE TECHNOLOGY HOLDINGS Technology USA 0.23937
INTERDIGITAL Telecommunications USA 0.23723
JANUS HENDERSON Financial Services USA 0.23384
CRH Construction and Materials USA 0.23115
Mettler-Toledo International I Industrial Goods and Services USA 0.22938
PROCORE TECHNOLOGIES Technology USA 0.22487
MONDAYCOM Technology USA 0.22343
MGIC INVESTMENT Financial Services USA 0.22246
JACKSON FINANCIAL CL.A Insurance USA 0.22101
Emerson Electric Co. Industrial Goods and Services USA 0.22057
BlackRock Inc. Financial Services USA 0.21867
TECHNIPFMC Energy USA 0.21776
Paychex Inc. Industrial Goods and Services USA 0.21506
Cintas Corp. Industrial Goods and Services USA 0.21071
Expedia Group Inc Travel and Leisure USA 0.20981
Consolidated Edison Inc. Utilities USA 0.20814
XP A Financial Services USA 0.20595
Equity Residential Real Estate USA 0.2032
CIRRUS LOGIC Technology USA 0.20245
Lockheed Martin Corp. Industrial Goods and Services USA 0.20125
Capital One Financial Corp. Industrial Goods and Services USA 0.2001
Duke Energy Corp. Utilities USA 0.19857
NRG Energy Inc. Utilities USA 0.19728
Constellation Energy Utilities USA 0.1966
Nasdaq Inc Financial Services USA 0.19632
H&R Block Inc. Consumer Products and Services USA 0.19064
WIX COM Technology USA 0.18934
Ford Motor Co. Automobiles and Parts USA 0.18916
Yum! Brands Inc. Travel and Leisure USA 0.1883
JABIL INC Technology USA 0.18505
Hasbro Inc. Consumer Products and Services USA 0.18451
Cardinal Health Inc. Healthcare USA 0.18422
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.18092
TENET HLTHCR. Healthcare USA 0.17701
HOWMET AEROSPACE Industrial Goods and Services USA 0.17577
Ulta Beauty Retail USA 0.17236
REINSURANCE GROUP OF AM. Insurance USA 0.172
COMMVAULT SYSTEMS Technology USA 0.171
MANHATTAN ASSOCIATES Technology USA 0.16992
DICK'S SPORTING GOODS Retail USA 0.16969
MSCI CLASS A Financial Services USA 0.16415
LEIDOS HOLDINGS Technology USA 0.16228
Citigroup Inc. Banks USA 0.16201
AutoZone Inc. Retail USA 0.16149
RUBRIK A Technology USA 0.16049
AIRBNB A Travel and Leisure USA 0.16028
GITLAB A Technology USA 0.15985
ETSY Retail USA 0.15929
Exelon Corp. Utilities USA 0.15826
Vornado Realty Trust Real Estate USA 0.15674
THE CIGNA GROUP Healthcare USA 0.15613
Avalonbay Communities Inc. Real Estate USA 0.15274
SAMSARA A Technology USA 0.1525
RITHM CAPTIAL Financial Services USA 0.15174
DECKERS OUTDOOR Consumer Products and Services USA 0.15153
ALNYLAM PHARMACEUTICALS Healthcare USA 0.14681
ROBINHOOD MARKETS A Financial Services USA 0.14259
ELASTIC Technology USA 0.13913
Crown Castle Real Estate USA 0.13893
DUPONT DE NEMOURS Industrial Goods and Services USA 0.13718
CROWDSTRIKE HOLDINGS A Technology USA 0.13519
CARPENTER TECH. Basic Resources USA 0.13108
Ameriprise Financial Inc. Financial Services USA 0.12994
DaVita Inc. Healthcare USA 0.12941
WINGSTOP Travel and Leisure USA 0.1267
KINDER MORGAN Energy USA 0.12663
DUOLINGO A Consumer Products and Services USA 0.12651
Morgan Stanley Financial Services USA 0.12426
Host Hotels & Resorts Inc. Real Estate USA 0.12145
Home Depot Inc. Retail USA 0.12097
ConocoPhillips Energy USA 0.12058
NextEra Energy Inc. Utilities USA 0.1203
REGENCY CENTERS Real Estate USA 0.11944
3M Co. Industrial Goods and Services USA 0.11775
Paccar Inc. Industrial Goods and Services USA 0.11595
Parker Hannifin Corp. Industrial Goods and Services USA 0.11594
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.1158
ADOBE Technology USA 0.11484
WAYFAIR CL.A Retail USA 0.11322
VOYA FINANCIAL Financial Services USA 0.10998
ZSCALER Technology USA 0.1081
Boston Scientific Corp. Healthcare USA 0.10635
Southern Co. Utilities USA 0.10521
BATH & BODY WORKS INC Retail USA 0.1026
Omnicom Group Inc. Media USA 0.10118
Unum Group Insurance USA 0.10111
VEEVA SYSTEMS CL.A Healthcare USA 0.10092
MGM RESORTS INTERNATIONAL Travel and Leisure USA 0.1002
OKTA CL.A Technology USA 0.09968
MOLSON COORS BEVERAGE B Food, Beverage and Tobacco USA 0.09904
BUILDERS FIRSTSOURCE Construction and Materials USA 0.09741
Nucor Corp. Basic Resources USA 0.09701
BADGER METER Industrial Goods and Services USA 0.09471
AMERICAN TOWER Real Estate USA 0.09334
MONDELEZ Food, Beverage and Tobacco USA 0.09138
Lowe's Cos. Retail USA 0.09105
General Dynamics Corp. Industrial Goods and Services USA 0.09091
PALO ALTO NETWORKS Technology USA 0.08921
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.08915
Stryker Corp. Healthcare USA 0.0879
CHUBB Insurance USA 0.08779
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.08634
MetLife Inc. Insurance USA 0.08553
COCA COLA CONSOLIDATED Food, Beverage and Tobacco USA 0.08302
Elevance Health Healthcare USA 0.08265
Prudential Financial Inc. Insurance USA 0.08092
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 0.07849
Becton Dickinson & Co. Healthcare USA 0.07791
HALOZYME THERAPEUTICS Healthcare USA 0.07735
RELIANCE Basic Resources USA 0.07686
Thermo Fisher Scientific Inc. Healthcare USA 0.07667
Steel Dynamics Inc. Basic Resources USA 0.07552
APA Energy USA 0.07531
ANTERO MIDSTREAM Energy USA 0.07403
CADENCE DESIGN SYS. Technology USA 0.07242
HUBSPOT Technology USA 0.07012
Northrop Grumman Corp. Industrial Goods and Services USA 0.06959
SERVICETITAN A Technology USA 0.06812
REDDIT A Technology USA 0.06806
ADVANCED MICRO DEVICES Technology USA 0.06772
Hologic Inc. Healthcare USA 0.06434
HP Inc. Technology USA 0.06333
ALBERTSONS COMPANY A Personal Care, Drug and Grocery Stores USA 0.06248
LENNOX INTL. Construction and Materials USA 0.06169
CF Industries Holdings Inc. Chemicals USA 0.0615
Fidelity National Information Industrial Goods and Services USA 0.05816
J.M. Smucker Co. Food, Beverage and Tobacco USA 0.0534
COUPANG A Retail USA 0.05217
SLM Corp. Financial Services USA 0.05011
EXELIXIS Healthcare USA 0.04915
BRINKER INTL. Travel and Leisure USA 0.04872
AMERICAN WATER WORKS Utilities USA 0.0468
Principal Financial Group Inc. Financial Services USA 0.04588
Humana Inc. Healthcare USA 0.04584
SPROUTS FARMERS MARKET Personal Care, Drug and Grocery Stores USA 0.04534
RAMBUS Technology USA 0.04411
SHOPIFY A NYS Technology USA 0.0434
Globe Life Insurance USA 0.04322
MOLINA HEALTHCARE Healthcare USA 0.04207
QORVO Technology USA 0.04175
Otis Worldwide Industrial Goods and Services USA 0.03999
EVERCORE 'A' Financial Services USA 0.03944
Illinois Tool Works Inc. Industrial Goods and Services USA 0.03645
STRIDE Consumer Products and Services USA 0.03552
Electronic Arts Inc. Consumer Products and Services USA 0.03387
Entergy Corp. Utilities USA 0.03314
SERVICENOW Technology USA 0.0331
Analog Devices Inc. Technology USA 0.02945
Carrier Global Construction and Materials USA 0.02868
PayPal Holdings Industrial Goods and Services USA 0.02853
Deere & Co. Industrial Goods and Services USA 0.02833
CHIME FINANCIAL A Financial Services USA 0.02827
HARTFORD INSURANCE GROUP Insurance USA 0.0277
Amphenol Corp. Cl A Technology USA 0.02747
GE VERNOVA Industrial Goods and Services USA 0.02702
Fiserv Inc. Industrial Goods and Services USA 0.0267
MAKEMYTRIP Travel and Leisure USA 0.02597
WATTS WATER TECHS. Industrial Goods and Services USA 0.02497
KYNDRYL HOLDINGS Technology USA 0.0232
RYDER SYSTEM Industrial Goods and Services USA 0.02137
DTE Energy Co. Utilities USA 0.01742
DOXIMITY A Healthcare USA 0.01635
WEC Energy Group Utilities USA 0.01531
MURPHY USA Retail USA 0.01501
Zimmer Biomet Holdings Healthcare USA 0.014
HIMS HERS HEALTH A Healthcare USA 0.01391
Allstate Corp. Insurance USA 0.01273
NetApp Inc. Technology USA 0.01253
STARWOOD PROPERTY TRUST Financial Services USA 0.01208
Edison International Utilities USA 0.01052
Colgate-Palmolive Co. Personal Care, Drug and Grocery Stores USA 0.00961
General Mills Inc. Food, Beverage and Tobacco USA 0.00931
MODINE MANUFACTURING Construction and Materials USA 0.00874
EOG Resources Inc. Energy USA 0.00824
LIFE360 Technology USA 0.00657
1Based on the last periodic review implementation