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FACTOR & STRATEGY INDICES

STOXX U.S. Equity Factor

Components 1

Company Supersector Country Weight (%)
Microsoft Corp. Technology USA 6.71589
NVIDIA Corp. Technology USA 6.2526
Apple Inc. Technology USA 6.22007
Amazon.com Inc. Retail USA 2.8668
BROADCOM Technology USA 2.26153
ALPHABET CLASS C Technology USA 2.14431
META PLATFORMS CLASS A Technology USA 1.94481
JPMorgan Chase & Co. Banks USA 1.47447
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.40387
Eli Lilly & Co. Health Care USA 1.32663
VISA Inc. Cl A Industrial Goods and Services USA 1.26709
Exxon Mobil Corp. Energy USA 0.95033
ABBVIE Health Care USA 0.94824
Johnson & Johnson Health Care USA 0.93971
PepsiCo Inc. Food, Beverage and Tobacco USA 0.93052
UnitedHealth Group Inc. Health Care USA 0.91577
WALMART INC. Retail USA 0.87643
LINDE Chemicals USA 0.8634
BOOKING HOLDINGS Travel and Leisure USA 0.85892
Merck & Co. Inc. Health Care USA 0.83587
MasterCard Inc. Cl A Industrial Goods and Services USA 0.68779
Qualcomm Inc. Technology USA 0.63685
McDonald's Corp. Travel and Leisure USA 0.60761
Lowe's Cos. Retail USA 0.59453
Home Depot Inc. Retail USA 0.58602
Chevron Corp. Energy USA 0.57007
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.54695
Costco Wholesale Corp. Retail USA 0.54665
VISTRA Utilities USA 0.5428
FAIR ISAAC Industrial Goods and Services USA 0.53813
Abbott Laboratories Health Care USA 0.53711
AT&T Inc. Telecommunications USA 0.53579
Coca-Cola Co. Food, Beverage and Tobacco USA 0.53433
TESLA Automobiles and Parts USA 0.5295
MARATHON PETROLEUM Energy USA 0.52718
Goldman Sachs Group Inc. Financial Services USA 0.49699
CADENCE DESIGN SYS. Technology USA 0.48383
Philip Morris International In Food, Beverage and Tobacco USA 0.48204
WILLIAMS SONOMA Retail USA 0.47843
Hewlett Packard Enterprise Technology USA 0.46184
Thermo Fisher Scientific Inc. Health Care USA 0.46146
Intuit Inc. Technology USA 0.45785
WINGSTOP Travel and Leisure USA 0.45631
KLA Technology USA 0.43444
FERGUSON PLC Industrial Goods and Services USA 0.42803
MERCADOLIBRE Consumer Products and Services USA 0.41745
Bank of New York Mellon Corp. Financial Services USA 0.41717
Applied Materials Inc. Technology USA 0.41159
GENERAL MOTORS Automobiles and Parts USA 0.41104
Paychex Inc. Industrial Goods and Services USA 0.40966
S&P GLOBAL Financial Services USA 0.40515
Berkshire Hathaway Inc. Cl B Financial Services USA 0.39977
ALLY FINANCIAL Financial Services USA 0.39948
Comcast Corp. Cl A Telecommunications USA 0.39937
SYNOPSYS Technology USA 0.39542
Elevance Health Health Care USA 0.39167
MetLife Inc. Insurance USA 0.38907
ARISTA NETWORKS Telecommunications USA 0.3847
Hologic Inc. Health Care USA 0.37794
ATLASSIAN 'A' Technology USA 0.37699
CORE & MAIN A Industrial Goods and Services USA 0.3737
Ameriprise Financial Inc. Financial Services USA 0.36839
AIRBNB A Travel and Leisure USA 0.36736
EATON CORP. PLC Industrial Goods and Services USA 0.36724
Cisco Systems Inc. Telecommunications USA 0.36567
Pfizer Inc. Health Care USA 0.36408
BUILDERS FIRSTSOURCE Construction and Materials USA 0.35696
EMCOR GROUP Construction and Materials USA 0.35679
Bank of America Corp. Banks USA 0.35542
ABERCROMBIE & FITCH 'A' Retail USA 0.35426
MEDPACE HOLDINGS Health Care USA 0.3493
INTERACTIVE BROKERS GROUP A Financial Services USA 0.34727
Amgen Inc. Health Care USA 0.34724
Southern Co. Utilities USA 0.34549
DICK'S SPORTING GOODS Retail USA 0.3427
AFLAC Inc. Insurance USA 0.34122
Mettler-Toledo International I Industrial Goods and Services USA 0.34046
Cintas Corp. Industrial Goods and Services USA 0.33856
GARTNER 'A' Technology USA 0.33584
FORTINET Technology USA 0.32909
Citigroup Inc. Banks USA 0.32707
Kroger Co. Personal Care, Drug and Grocery Stores USA 0.32684
Weyerhaeuser Co. Real Estate USA 0.32583
WIX COM Technology USA 0.32575
MSCI CLASS A Financial Services USA 0.32491
Yum! Brands Inc. Travel and Leisure USA 0.32476
MONDAYCOM Technology USA 0.32438
ELF BEAUTY Consumer Products and Services USA 0.31856
ADOBE Technology USA 0.31681
WEATHERFORD INTL. Energy USA 0.31444
Accenture PLC Cl A Industrial Goods and Services USA 0.30919
Consolidated Edison Inc. Utilities USA 0.30735
DELL TECHNOLOGIES Technology USA 0.30713
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.30663
JABIL INC Technology USA 0.306
Bristol-Myers Squibb Co. Health Care USA 0.30422
Veralto Corp. Industrial Goods and Services USA 0.30265
Equity Residential Real Estate USA 0.29967
Vertex Pharmaceuticals Inc. Health Care USA 0.29884
H&R Block Inc. Consumer Products and Services USA 0.29877
Verizon Communications Inc. Telecommunications USA 0.29867
DUOLINGO A Consumer Products and Services USA 0.29773
Texas Instruments Inc. Technology USA 0.29211
Emerson Electric Co. Industrial Goods and Services USA 0.29171
AMERICAN WATER WORKS Utilities USA 0.29103
Otis Worldwide Industrial Goods and Services USA 0.291
Range Resources Corp. Energy USA 0.28718
NUTANIX CL.A Technology USA 0.28621
CRANE COMPANY Industrial Goods and Services USA 0.28568
AMERICAN INTERNATIONAL GROUP Insurance USA 0.28102
PALO ALTO NETWORKS Technology USA 0.27545
Wells Fargo & Co. Banks USA 0.27444
MODERNA Health Care USA 0.27332
Gilead Sciences Inc. Health Care USA 0.27124
NVENT ELECTRIC Industrial Goods and Services USA 0.26746
FOX CORP 'A' Media USA 0.26721
Steel Dynamics Inc. Basic Resources USA 0.26595
Simon Property Group Inc. Real Estate USA 0.26452
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.26395
General Mills Inc. Food, Beverage and Tobacco USA 0.26045
MANHATTAN ASSOCIATES Technology USA 0.25641
TAPESTRY INC. Consumer Products and Services USA 0.25479
DECKERS OUTDOOR Consumer Products and Services USA 0.25462
RELIANCE Basic Resources USA 0.25343
DTE Energy Co. Utilities USA 0.25276
Caterpillar Inc. Industrial Goods and Services USA 0.24798
CROWDSTRIKE HOLDINGS A Technology USA 0.24557
MUELLER INDUSTRIES Basic Resources USA 0.24264
POPULAR Banks USA 0.24261
ADVANCED MICRO DEVICES Technology USA 0.24135
APPLOVIN A Technology USA 0.24115
AUTONATION Retail USA 0.23767
RAMBUS Technology USA 0.23338
JANUS HENDERSON Financial Services USA 0.22648
Prudential Financial Inc. Insurance USA 0.22395
Public Storage Real Estate USA 0.22336
Lam Research Corp. Technology USA 0.22172
Nucor Corp. Basic Resources USA 0.21944
Starbucks Corp. Travel and Leisure USA 0.21913
Humana Inc. Health Care USA 0.21878
Avalonbay Communities Inc. Real Estate USA 0.21657
INTERPUBLIC GP. Media USA 0.21461
DOCUSIGN Technology USA 0.21427
Hershey Co. Food, Beverage and Tobacco USA 0.21336
Illinois Tool Works Inc. Industrial Goods and Services USA 0.212
SAMSARA A Technology USA 0.21179
NextEra Energy Inc. Utilities USA 0.21102
Valero Energy Corp. Energy USA 0.20863
American Express Co. Industrial Goods and Services USA 0.20824
Duke Energy Corp. Utilities USA 0.20752
HP Inc. Technology USA 0.20526
NU HOLDINGS A Financial Services USA 0.20483
PROLOGIS INC. Real Estate USA 0.20279
BlackRock Inc. Financial Services USA 0.20236
ATKORE Construction and Materials USA 0.19912
BATH & BODY WORKS INC Retail USA 0.19695
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.19693
Morgan Stanley Financial Services USA 0.19291
ETSY Retail USA 0.19218
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.19105
Nasdaq Inc Financial Services USA 0.18944
Lockheed Martin Corp. Industrial Goods and Services USA 0.18533
Capital One Financial Corp. Industrial Goods and Services USA 0.18525
State Street Corp. Financial Services USA 0.18404
LANTHEUS HOLDINGS Health Care USA 0.18403
WEC Energy Group Utilities USA 0.18212
QUALYS Technology USA 0.18144
GITLAB A Technology USA 0.17996
MOLINA HEALTHCARE Health Care USA 0.17924
Travelers Cos. Inc. Insurance USA 0.17574
Netflix Inc. Media USA 0.17552
LOUISIANA PACIFIC Construction and Materials USA 0.17501
UBER TECHNOLOGIES Consumer Products and Services USA 0.16825
Stryker Corp. Health Care USA 0.16822
Deere & Co. Industrial Goods and Services USA 0.16577
Trane Technologies Construction and Materials USA 0.16452
MURPHY USA Retail USA 0.16362
Ameren Corp. Utilities USA 0.16043
OLIN Chemicals USA 0.15941
AFFILIATED MANAGERS Financial Services USA 0.15859
ANTERO RESOURCES Energy USA 0.15782
3M Co. Industrial Goods and Services USA 0.15719
Exelon Corp. Utilities USA 0.15704
AutoZone Inc. Retail USA 0.1515
APA Energy USA 0.14953
Omnicom Group Inc. Media USA 0.14927
WORKIVA 'A' Technology USA 0.14772
Ford Motor Co. Automobiles and Parts USA 0.14661
CROCS Consumer Products and Services USA 0.14564
Agilent Technologies Inc. Health Care USA 0.14362
Best Buy Co. Inc. Retail USA 0.14326
THE CIGNA GROUP Health Care USA 0.14286
Automatic Data Processing Inc. Industrial Goods and Services USA 0.14229
eBay Inc. Consumer Products and Services USA 0.14161
HUBSPOT Technology USA 0.13641
ELASTIC Technology USA 0.13553
BRIXMOR PROPERTY GROUP Real Estate USA 0.13146
VOYA FINANCIAL Financial Services USA 0.13043
Target Corp. Retail USA 0.13028
Microchip Technology Inc. Technology USA 0.1223
PROCORE TECHNOLOGIES Technology USA 0.11897
DaVita Inc. Health Care USA 0.11639
FNF Group Insurance USA 0.11551
TETRA TECH Construction and Materials USA 0.10924
MONDELEZ Food, Beverage and Tobacco USA 0.10848
ROBERT HALF Industrial Goods and Services USA 0.09736
EVERCORE 'A' Financial Services USA 0.09735
WATTS WATER TECHS. Industrial Goods and Services USA 0.09731
SALESFORCE INC. Technology USA 0.0962
Marathon Oil Corp. Energy USA 0.09611
JEFFERIES FINANCIAL GROUP Financial Services USA 0.0947
PVH CORP. Consumer Products and Services USA 0.09317
W.W. Grainger Inc. Industrial Goods and Services USA 0.09027
Archer Daniels Midland Co. Food, Beverage and Tobacco USA 0.08794
Fiserv Inc. Industrial Goods and Services USA 0.08736
Harley-Davidson Inc. Consumer Products and Services USA 0.08705
APPLIED INDL.TECHS. Industrial Goods and Services USA 0.08626
Constellation Energy Utilities USA 0.08596
SMARTSHEET A Technology USA 0.08477
SUPER MICRO COMPUTER Technology USA 0.08471
Parker Hannifin Corp. Industrial Goods and Services USA 0.08323
LATTICE SEMICONDUCTOR Technology USA 0.08162
Unum Group Insurance USA 0.08083
Intel Corp. Technology USA 0.07897
WAYFAIR CL.A Retail USA 0.07506
International Business Machine Technology USA 0.0736
COMMERCIAL MTLS. Basic Resources USA 0.07114
MEDTRONIC PLC Health Care USA 0.07095
DOW Chemicals USA 0.06717
Carrier Global Construction and Materials USA 0.06645
ZSCALER Technology USA 0.06488
Danaher Corp. Health Care USA 0.06441
DENTSPLY SIRONA Health Care USA 0.06438
U.S. Bancorp Banks USA 0.06242
Sempra Utilities USA 0.06213
Everest Group Insurance USA 0.06064
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.05936
COUPANG A Retail USA 0.05814
ConocoPhillips Energy USA 0.055
Schlumberger Ltd. Energy USA 0.05411
SPOTIFY TECHNOLOGY Media USA 0.05382
OKTA CL.A Technology USA 0.05034
THOR INDUSTRIES Consumer Products and Services USA 0.04991
TAYLOR MORRISON HOME Consumer Products and Services USA 0.04848
AGNC INV CORP Financial Services USA 0.04817
FirstEnergy Corp. Utilities USA 0.04677
LYONDELLBASELL INDUSTRIES Chemicals USA 0.04469
EOG Resources Inc. Energy USA 0.04463
SIMPSON MNFG. Construction and Materials USA 0.04441
Oracle Corp. Technology USA 0.04382
ACUITY BRANDS Construction and Materials USA 0.04299
Paccar Inc. Industrial Goods and Services USA 0.04284
XP A Financial Services USA 0.04152
ONEMAIN HOLDINGS Financial Services USA 0.04045
KINDER MORGAN Energy USA 0.04039
Devon Energy Corp. Energy USA 0.03939
SENTINELONE A Technology USA 0.03935
AGCO Industrial Goods and Services USA 0.03736
Altria Group Inc. Food, Beverage and Tobacco USA 0.03567
ALBERTSONS COMPANY A Personal Care, Drug and Grocery Stores USA 0.03542
ENPHASE ENERGY Energy USA 0.03447
SERVICENOW Technology USA 0.03441
HYATT HOTELS CL.A Travel and Leisure USA 0.03317
Public Service Enterprise Grou Utilities USA 0.03236
Principal Financial Group Inc. Insurance USA 0.02991
Fifth Third Bancorp Banks USA 0.02963
UFP Industries Basic Resources USA 0.0288
LAMAR ADVR.'A' Real Estate USA 0.02815
Arch Capital Group Ltd. Insurance USA 0.02734
UIPATH A Technology USA 0.02688
Murphy Oil Corp. Energy USA 0.02669
LENNOX INTL. Construction and Materials USA 0.02554
Hartford Financial Services Gr Insurance USA 0.02554
NEWS CORP 'A' Media USA 0.02361
CHESAPEAKE ENERGY Energy USA 0.02327
Becton Dickinson & Co. Health Care USA 0.01924
Boston Properties Inc. Real Estate USA 0.01801
Boston Scientific Corp. Health Care USA 0.01743
LIVE NATION ENTM. Travel and Leisure USA 0.01682
MONGODB A Technology USA 0.01441
UNITED AIRLINES HOLDINGS Travel and Leisure USA 0.01038
BIOGEN INC. Health Care USA 0.01004
Expeditors International of Wa Industrial Goods and Services USA 0.00981
FedEx Corp. Industrial Goods and Services USA 0.00959
ROYALTY PHARMA A Health Care USA 0.00937
PHILLIPS 66 Energy USA 0.0091
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.00876
1Based on the last periodic review implementation