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FACTOR & STRATEGY INDICES

STOXX U.S. Equity Factor

Components 1

Company Supersector Country Weight (%)
Microsoft Corp. Technology USA 6.60519
Apple Inc. Technology USA 5.47564
NVIDIA Corp. Technology USA 4.42407
Amazon.com Inc. Retail USA 2.79489
META PLATFORMS CLASS A Technology USA 1.87775
ALPHABET CLASS C Technology USA 1.79658
BROADCOM Technology USA 1.78961
Procter & Gamble Co. Personal Care, Drug and Grocery Stores USA 1.43037
JPMorgan Chase & Co. Banks USA 1.41707
VISA Inc. Cl A Industrial Goods and Services USA 1.38428
Eli Lilly & Co. Health Care USA 1.20249
Johnson & Johnson Health Care USA 1.06155
ABBVIE Health Care USA 1.0516
Exxon Mobil Corp. Energy USA 1.01419
UnitedHealth Group Inc. Health Care USA 0.99181
LINDE Chemicals USA 0.97
WALMART INC. Retail USA 0.83191
Merck & Co. Inc. Health Care USA 0.82546
PepsiCo Inc. Food, Beverage and Tobacco USA 0.81215
MasterCard Inc. Cl A Industrial Goods and Services USA 0.76436
Lowe's Cos. Retail USA 0.67616
TESLA Automobiles and Parts USA 0.66261
WILLIAMS SONOMA Retail USA 0.65667
Home Depot Inc. Retail USA 0.65303
MetLife Inc. Insurance USA 0.63038
BOOKING HOLDINGS Travel and Leisure USA 0.6269
Abbott Laboratories Health Care USA 0.6233
MARATHON PETROLEUM Energy USA 0.61098
FAIR ISAAC Industrial Goods and Services USA 0.60815
Chevron Corp. Energy USA 0.60664
McDonald's Corp. Travel and Leisure USA 0.57317
BUILDERS FIRSTSOURCE Construction and Materials USA 0.5344
Coca-Cola Co. Food, Beverage and Tobacco USA 0.53372
Qualcomm Inc. Technology USA 0.53223
AT&T Inc. Telecommunications USA 0.52742
McKesson Corp. Personal Care, Drug and Grocery Stores USA 0.51413
Thermo Fisher Scientific Inc. Health Care USA 0.50717
Costco Wholesale Corp. Retail USA 0.4967
FORTINET Technology USA 0.48961
Philip Morris International In Food, Beverage and Tobacco USA 0.48311
FERGUSON PLC Industrial Goods and Services USA 0.4818
CADENCE DESIGN SYS. Technology USA 0.48176
Intuit Inc. Technology USA 0.48129
ATLASSIAN 'A' Technology USA 0.47929
DICK'S SPORTING GOODS Retail USA 0.47425
NUTANIX CL.A Technology USA 0.47202
Goldman Sachs Group Inc. Financial Services USA 0.45409
CVS HEALTH CORP. Personal Care, Drug and Grocery Stores USA 0.45304
Accenture PLC Cl A Industrial Goods and Services USA 0.45299
ELF BEAUTY Consumer Products and Services USA 0.44772
WINGSTOP Travel and Leisure USA 0.43264
AIRBNB A Travel and Leisure USA 0.41913
Hologic Inc. Health Care USA 0.41709
Paychex Inc. Industrial Goods and Services USA 0.41556
S&P GLOBAL Financial Services USA 0.41432
Weyerhaeuser Co. Real Estate USA 0.40946
VISTRA Utilities USA 0.40867
MANHATTAN ASSOCIATES Technology USA 0.40534
Bristol-Myers Squibb Co. Health Care USA 0.4034
Cisco Systems Inc. Telecommunications USA 0.40192
ALLY FINANCIAL Financial Services USA 0.40093
Elevance Health Health Care USA 0.39944
INTERACTIVE BROKERS GROUP A Financial Services USA 0.39733
Pfizer Inc. Health Care USA 0.38956
Kroger Co. Personal Care, Drug and Grocery Stores USA 0.38765
KLA Technology USA 0.38652
SYNOPSYS Technology USA 0.38154
Emerson Electric Co. Industrial Goods and Services USA 0.3735
Ameriprise Financial Inc. Financial Services USA 0.37235
GARTNER 'A' Technology USA 0.37163
Applied Materials Inc. Technology USA 0.36895
MEDPACE HOLDINGS Health Care USA 0.36438
EATON CORP. PLC Industrial Goods and Services USA 0.36311
MOLINA HEALTHCARE Health Care USA 0.35745
JABIL INC Technology USA 0.35366
Yum! Brands Inc. Travel and Leisure USA 0.35154
Hewlett Packard Enterprise Technology USA 0.34789
Comcast Corp. Cl A Telecommunications USA 0.34106
AFLAC Inc. Insurance USA 0.34105
MSCI CLASS A Financial Services USA 0.33998
Bank of New York Mellon Corp. Financial Services USA 0.33998
Bank of America Corp. Banks USA 0.33855
Citigroup Inc. Banks USA 0.33366
MONDAYCOM Technology USA 0.32857
DUOLINGO A Consumer Products and Services USA 0.32766
Mettler-Toledo International I Industrial Goods and Services USA 0.32729
EMCOR GROUP Construction and Materials USA 0.32657
MERCADOLIBRE Consumer Products and Services USA 0.32611
Southern Co. Utilities USA 0.32318
JEFFERIES FINANCIAL GROUP Financial Services USA 0.32166
WEATHERFORD INTL. Energy USA 0.3213
Cintas Corp. Industrial Goods and Services USA 0.31847
Otis Worldwide Industrial Goods and Services USA 0.31745
SUPER MICRO COMPUTER Technology USA 0.31184
Verizon Communications Inc. Telecommunications USA 0.31137
ADOBE Technology USA 0.31071
GE HEALTHCARE TECHNOLOGIES Health Care USA 0.30876
RELIANCE Basic Resources USA 0.30621
TAPESTRY INC. Consumer Products and Services USA 0.30447
AMERICAN INTERNATIONAL GROUP Insurance USA 0.30403
Steel Dynamics Inc. Basic Resources USA 0.30395
EVERCORE 'A' Financial Services USA 0.30167
Gilead Sciences Inc. Health Care USA 0.30045
Texas Instruments Inc. Technology USA 0.29898
WIX COM Technology USA 0.29631
Equity Residential Real Estate USA 0.29374
Range Resources Corp. Energy USA 0.29204
CROWDSTRIKE HOLDINGS A Technology USA 0.29104
Simon Property Group Inc. Real Estate USA 0.28987
GENERAL MOTORS Automobiles and Parts USA 0.28854
ATKORE Construction and Materials USA 0.28609
H&R Block Inc. Consumer Products and Services USA 0.28472
Veralto Corp. Industrial Goods and Services USA 0.28128
ARISTA NETWORKS Telecommunications USA 0.27998
Nucor Corp. Basic Resources USA 0.27881
Caterpillar Inc. Industrial Goods and Services USA 0.2788
Amgen Inc. Health Care USA 0.27705
Vertex Pharmaceuticals Inc. Health Care USA 0.27612
RAMBUS Technology USA 0.27539
General Mills Inc. Food, Beverage and Tobacco USA 0.27536
MODERNA Health Care USA 0.27477
BATH & BODY WORKS INC Retail USA 0.27411
CRANE COMPANY Industrial Goods and Services USA 0.26803
PALO ALTO NETWORKS Technology USA 0.26298
DTE Energy Co. Utilities USA 0.26262
Starbucks Corp. Travel and Leisure USA 0.26252
NVENT ELECTRIC Industrial Goods and Services USA 0.25441
PROLOGIS INC. Real Estate USA 0.25406
INTERPUBLIC GP. Media USA 0.25065
Illinois Tool Works Inc. Industrial Goods and Services USA 0.25005
DECKERS OUTDOOR Consumer Products and Services USA 0.24986
POPULAR Banks USA 0.24915
AUTONATION Retail USA 0.24754
Prudential Financial Inc. Insurance USA 0.24577
DOCUSIGN Technology USA 0.24501
FOX CORP 'A' Media USA 0.24342
Oracle Corp. Technology USA 0.24195
Hershey Co. Food, Beverage and Tobacco USA 0.2409
DELL TECHNOLOGIES Technology USA 0.24066
LOUISIANA PACIFIC Construction and Materials USA 0.23922
QUALYS Technology USA 0.23033
CROCS Consumer Products and Services USA 0.22858
FNF Group Insurance USA 0.22808
Humana Inc. Health Care USA 0.22763
Public Storage Real Estate USA 0.22584
ETSY Retail USA 0.22481
ROBERT HALF Industrial Goods and Services USA 0.22226
BlackRock Inc. Financial Services USA 0.21903
JANUS HENDERSON Financial Services USA 0.21838
American Express Co. Industrial Goods and Services USA 0.20976
Valero Energy Corp. Energy USA 0.20921
Duke Energy Corp. Utilities USA 0.20913
Avalonbay Communities Inc. Real Estate USA 0.20742
OLIN Chemicals USA 0.20633
NU HOLDINGS A Financial Services USA 0.20622
APPLOVIN A Technology USA 0.2058
Lam Research Corp. Technology USA 0.20406
WEC Energy Group Utilities USA 0.19977
Nasdaq Inc Financial Services USA 0.19933
Travelers Cos. Inc. Insurance USA 0.19659
SYNCHRONY FINANCIAL Industrial Goods and Services USA 0.19654
State Street Corp. Financial Services USA 0.19621
Capital One Financial Corp. Industrial Goods and Services USA 0.19503
Agilent Technologies Inc. Health Care USA 0.19116
Morgan Stanley Financial Services USA 0.18835
NextEra Energy Inc. Utilities USA 0.18497
Lockheed Martin Corp. Industrial Goods and Services USA 0.18348
NEWS CORP 'A' Media USA 0.18337
HP Inc. Technology USA 0.18238
Wells Fargo & Co. Banks USA 0.18201
Danaher Corp. Health Care USA 0.18161
APA Energy USA 0.18096
MOTOROLA SOLUTIONS INC. Telecommunications USA 0.18095
Deere & Co. Industrial Goods and Services USA 0.18002
WORKIVA 'A' Technology USA 0.17831
Exelon Corp. Utilities USA 0.17498
Ameren Corp. Utilities USA 0.17365
AFFILIATED MANAGERS Financial Services USA 0.17288
3M Co. Industrial Goods and Services USA 0.17124
AutoZone Inc. Retail USA 0.16816
MURPHY USA Retail USA 0.16792
ELASTIC Technology USA 0.16326
Consolidated Edison Inc. Utilities USA 0.16238
ANTERO RESOURCES Energy USA 0.16223
Omnicom Group Inc. Media USA 0.1617
Ford Motor Co. Automobiles and Parts USA 0.15864
Target Corp. Retail USA 0.15552
MID-AMER.APT COMMUNITIES Real Estate USA 0.15523
PROCORE TECHNOLOGIES Technology USA 0.15422
HUBSPOT Technology USA 0.15059
AXCELIS TECHS. Technology USA 0.1491
Automatic Data Processing Inc. Industrial Goods and Services USA 0.14757
UFP Industries Basic Resources USA 0.14648
eBay Inc. Consumer Products and Services USA 0.14501
LATTICE SEMICONDUCTOR Technology USA 0.1425
BRIXMOR PROPERTY GROUP Real Estate USA 0.13717
LANTHEUS HOLDINGS Health Care USA 0.13448
VOYA FINANCIAL Financial Services USA 0.13349
UBER TECHNOLOGIES Consumer Products and Services USA 0.13249
Trane Technologies Construction and Materials USA 0.1316
Best Buy Co. Inc. Retail USA 0.13135
THE CIGNA GROUP Health Care USA 0.12989
Amdocs Ltd. Technology USA 0.12849
ZSCALER Technology USA 0.12335
MONDELEZ Food, Beverage and Tobacco USA 0.12258
Intel Corp. Technology USA 0.11506
WATTS WATER TECHS. Industrial Goods and Services USA 0.11361
PVH CORP. Consumer Products and Services USA 0.11324
Harley-Davidson Inc. Consumer Products and Services USA 0.1126
Fidelity National Information Industrial Goods and Services USA 0.10751
NRG Energy Inc. Utilities USA 0.10679
W.W. Grainger Inc. Industrial Goods and Services USA 0.10421
TETRA TECH Construction and Materials USA 0.0983
APPLIED INDL.TECHS. Industrial Goods and Services USA 0.09781
Marathon Oil Corp. Energy USA 0.0975
ADVANCED MICRO DEVICES Technology USA 0.09547
Parker Hannifin Corp. Industrial Goods and Services USA 0.09388
Fiserv Inc. Industrial Goods and Services USA 0.09271
WAYFAIR CL.A Retail USA 0.09251
Devon Energy Corp. Energy USA 0.09177
AVIS BUDGET GROUP Consumer Products and Services USA 0.09169
Archer Daniels Midland Co. Food, Beverage and Tobacco USA 0.09031
AMERICAN WATER WORKS Utilities USA 0.08952
DENTSPLY SIRONA Health Care USA 0.08825
Unum Group Insurance USA 0.08799
RAYMOND JAMES FINL. Financial Services USA 0.08662
International Business Machine Technology USA 0.08661
XP A Financial Services USA 0.0842
KEYSIGHT TECHNOLOGIES Industrial Goods and Services USA 0.08121
Microchip Technology Inc. Technology USA 0.081
MEDTRONIC PLC Health Care USA 0.07715
DOW Chemicals USA 0.07539
COMMERCIAL MTLS. Basic Resources USA 0.07489
SERVICENOW Technology USA 0.07428
U.S. Bancorp Banks USA 0.07028
Constellation Energy Utilities USA 0.06929
Everest Group Insurance USA 0.0671
Schlumberger Ltd. Energy USA 0.06656
ENPHASE ENERGY Energy USA 0.06535
HYATT HOTELS CL.A Travel and Leisure USA 0.06503
Carrier Global Construction and Materials USA 0.06405
CHARTER COMMUNICATIONS CL.A Telecommunications USA 0.06312
ConocoPhillips Energy USA 0.06299
Sempra Utilities USA 0.06139
THOR INDUSTRIES Consumer Products and Services USA 0.06055
Whirlpool Corp. Consumer Products and Services USA 0.0598
OKTA CL.A Technology USA 0.0566
ONEMAIN HOLDINGS Financial Services USA 0.05429
SIMPSON MNFG. Construction and Materials USA 0.05422
SMARTSHEET A Technology USA 0.0537
DaVita Inc. Health Care USA 0.05361
SALESFORCE INC. Technology USA 0.05273
Paccar Inc. Industrial Goods and Services USA 0.05082
AGNC INV CORP Financial Services USA 0.05049
LYONDELLBASELL INDUSTRIES Chemicals USA 0.04982
ACUITY BRANDS Construction and Materials USA 0.04947
FirstEnergy Corp. Utilities USA 0.04927
COUPANG A Retail USA 0.04809
EOG Resources Inc. Energy USA 0.0477
SPOTIFY TECHNOLOGY Media USA 0.04587
AGCO Industrial Goods and Services USA 0.04575
CHAMPIONX Energy USA 0.04383
ALBERTSONS COMPANY A Personal Care, Drug and Grocery Stores USA 0.04002
KINDER MORGAN Energy USA 0.03831
OVINTIV Energy USA 0.03642
Altria Group Inc. Food, Beverage and Tobacco USA 0.03634
MONGODB A Technology USA 0.03457
CF Industries Holdings Inc. Chemicals USA 0.0333
Principal Financial Group Inc. Insurance USA 0.03278
Murphy Oil Corp. Energy USA 0.03113
BLACKSTONE A Financial Services USA 0.03095
Fifth Third Bancorp Banks USA 0.03076
Public Service Enterprise Grou Utilities USA 0.03003
LAMAR ADVR.'A' Real Estate USA 0.02959
Arch Capital Group Ltd. Insurance USA 0.02619
Hartford Financial Services Gr Insurance USA 0.02611
Charles Schwab Corp. Financial Services USA 0.02381
LENNOX INTL. Construction and Materials USA 0.02361
Becton Dickinson & Co. Health Care USA 0.02031
LIVE NATION ENTM. Travel and Leisure USA 0.01995
Boston Properties Inc. Real Estate USA 0.01947
CHESAPEAKE ENERGY Energy USA 0.01929
CREDIT ACCEP. Financial Services USA 0.01792
LANDSTAR SYSTEM Industrial Goods and Services USA 0.01737
Boston Scientific Corp. Health Care USA 0.01578
PHILLIPS 66 Energy USA 0.01114
ROYALTY PHARMA A Health Care USA 0.01113
BIOGEN INC. Health Care USA 0.01043
Expeditors International of Wa Industrial Goods and Services USA 0.00981
KRAFT HEINZ COMPANY Food, Beverage and Tobacco USA 0.00905
1Based on the last periodic review implementation