Table: Aggregated Transaction Data by Reference Entity of Single-Name Credit Default Swaps (CDS)

The sample covers the three month period beginning March 20, 2018 through June 19, 2018

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REFERENCE ENTITY REGION INDEX CONSTITUENT CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY DOC CLAUSE %
ABBOTT LABORATORIES AMERICAS   2 0.7 2,500,000 0 < 5%
ABERTIS INFRAESTRUCTURAS, S.A. EUROPE   2 0.7 2,500,000 0 > 95%
ABU DHABI SOVEREIGN Y 7 3.0 2,500,000 0 > 95%
ACCOR EUROPE Y 8 5.7 2,500,000 1 > 95%
ACOM CO., LTD. JAPAN Y 4 1.7 2,500,000 0 > 95%
ADECCO GROUP AG EUROPE   6 2.0 2,500,000 0 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 10 7.7 5,000,000 2 < 5%
AEGON N.V. EUROPE Y 11 9.7 10,000,000 1 > 95%
AEON CO., LTD. JAPAN Y 6 3.0 2,500,000 0 > 95%
AETNA INC. AMERICAS Y 8 6.0 5,000,000 0 < 5%
AIR FRANCE - KLM EUROPE Y 8 6.0 5,000,000 1 > 95%
AIRBUS SE EUROPE Y 11 8.0 10,000,000 1 > 95%
AK STEEL CORPORATION AMERICAS Y 11 9.3 10,000,000 3 < 5%
AKBANK TURK ANONIM SIRKETI EUROPE Y 0 0.0 2,500,000 0 > 95%
AKTIEBOLAGET ELECTROLUX EUROPE Y 7 4.3 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 8 6.3 7,500,000 1 > 95%
AKZO NOBEL N.V. EUROPE Y 7 5.3 2,500,000 0 > 95%
ALCATEL LUCENT EUROPE Y 3 1.0 2,500,000 0 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 5 2.0 2,500,000 0 < 5%
ALLIANZ SE EUROPE Y 11 9.7 10,000,000 1 > 95%
ALLY FINANCIAL INC. AMERICAS Y 9 7.0 5,000,000 1 < 5%
ALSTOM EUROPE Y 7 3.3 2,500,000 0 > 95%
ALTICE FINCO S.A. EUROPE Y 11 9.7 15,000,000 5 > 95%
ALTICE FRANCE EUROPE   11 9.3 17,500,000 4 > 95%
ALTICE LUXEMBOURG S.A. EUROPE   7 4.3 2,500,000 1 > 95%
ALTRIA GROUP, INC. AMERICAS Y 8 5.3 5,000,000 0 < 5%
AMCOR LTD AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 5 2.0 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. AMERICAS Y 7 5.7 5,000,000 1 < 5%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 11 9.0 7,500,000 2 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 10 7.0 5,000,000 0 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 7 5.3 2,500,000 0 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 9 6.7 5,000,000 1 < 5%
AMERICAN TOWER CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
AMGEN INC. AMERICAS Y 9 6.3 5,000,000 1 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 9 6.3 2,500,000 1 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 5 2.7 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 10 7.7 12,500,000 2 < 5%
ANDEAVOR AMERICAS Y 10 7.7 5,000,000 1 < 5%
ANGLO AMERICAN PLC EUROPE Y 13 10.0 12,500,000 2 > 95%
ANGLOGOLD ASHANTI LIMITED EUROPE   1 0.3 2,500,000 0 > 95%
ANHEUSER-BUSCH INBEV EUROPE Y 10 8.0 15,000,000 2 > 95%
ANTHEM, INC. AMERICAS   0 0.0 2,500,000 0 < 5%
APACHE CORPORATION AMERICAS Y 11 8.3 7,500,000 1 5-25%
APPLE INC. AMERICAS   1 0.3 2,500,000 0 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 7 3.3 2,500,000 0 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 6 3.3 2,500,000 0 < 5%
ARCELORMITTAL EUROPE Y 12 10.0 10,000,000 2 > 95%
ARCONIC INC. AMERICAS Y 9 8.0 7,500,000 2 < 5%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 10 7.3 5,000,000 1 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 11 11.0 225,000,000 43 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 9 7.3 5,000,000 1 < 5%
ASAHI GLASS COMPANY, LIMITED JAPAN Y 1 0.3 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 11 10.3 20,000,000 4 > 95%
ASSURED GUARANTY CORP. AMERICAS   6 2.3 2,500,000 0 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 10 6.7 5,000,000 1 < 5%
ASTALDI SOCIETA PER AZIONI EUROPE Y 11 8.0 5,000,000 2 > 95%
ASTRAZENECA PLC EUROPE Y 7 4.3 2,500,000 0 > 95%
AT&T INC. AMERICAS Y 10 9.0 15,000,000 2 < 5%
ATLANTIA S.P.A. EUROPE Y 9 8.0 7,500,000 1 > 95%
AUCHAN HOLDING EUROPE Y 7 5.7 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 9 7.0 15,000,000 1 > 95%
AUTOZONE, INC. AMERICAS Y 10 8.3 7,500,000 1 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 12 9.3 12,500,000 4 < 5%
AVIVA PLC EUROPE Y 12 10.0 10,000,000 1 > 95%
AVNET, INC. AMERICAS Y 12 9.0 7,500,000 1 < 5%
AVON PRODUCTS, INC. AMERICAS Y 11 9.0 12,500,000 3 < 5%
AXA EUROPE Y 11 10.0 15,000,000 2 > 95%
BAE SYSTEMS PLC EUROPE Y 8 5.7 5,000,000 1 > 95%
BALL CORPORATION AMERICAS Y 3 1.0 2,500,000 0 < 5%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 4 2.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 12 10.3 50,000,000 6 > 95%
BANCO BPM SOCIETA' PER AZIONI EUROPE   9 5.7 5,000,000 1 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 6 2.7 2,500,000 0 > 95%
BANCO DE SABADELL, S.A. EUROPE   3 1.3 2,500,000 0 > 95%
BANCO SANTANDER, S.A. EUROPE Y 13 10.7 50,000,000 5 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 9 7.7 20,000,000 2 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 12 9.3 17,500,000 1 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 7 3.7 2,500,000 0 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 1 0.3 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 8 6.0 17,500,000 2 > 95%
BARCLAYS PLC EUROPE Y 11 7.7 7,500,000 1 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 10 8.7 10,000,000 1 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   1 0.3 2,500,000 0 > 95%
BASF SE EUROPE Y 9 5.7 5,000,000 0 > 95%
BAXTER INTERNATIONAL INC. AMERICAS Y 9 7.0 5,000,000 1 < 5%
BAYER AKTIENGESELLSCHAFT EUROPE Y 9 7.3 10,000,000 1 > 95%
BAYERISCHE LANDESBANK EUROPE Y 4 1.3 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 11 10.0 12,500,000 1 > 95%
BEAM SUNTORY INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 12 9.3 7,500,000 2 < 5%
BELLSOUTH, LLC AMERICAS   1 0.3 2,500,000 0 < 5%
BELO CORP. AMERICAS Y 2 0.7 2,500,000 0 < 5%
BENI STABILI SOCIETA PER AZIONI SOCIETA DI INVESTIMENTO IMMOBILIARE QUOTATA EUROPE Y 6 2.7 2,500,000 0 > 95%
BERKSHIRE HATHAWAY INC. AMERICAS Y 10 8.7 22,500,000 2 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 9 5.0 2,500,000 0 > 95%
BEST BUY CO., INC. AMERICAS Y 9 7.3 7,500,000 1 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 8 5.7 7,500,000 1 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 8 5.3 2,500,000 0 < 5%
BNP PARIBAS EUROPE Y 12 9.3 15,000,000 2 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
BOMBARDIER INC. AMERICAS Y 13 10.3 7,500,000 2 < 5%
BOPARAN FINANCE PLC EUROPE Y 9 7.3 5,000,000 2 > 95%
BORGWARNER INC. AMERICAS   2 0.7 2,500,000 0 < 5%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 1 0.3 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 9 6.7 5,000,000 1 < 5%
BOUYGUES EUROPE Y 8 4.7 2,500,000 0 > 95%
BOYD GAMING CORPORATION AMERICAS Y 8 5.3 5,000,000 1 < 5%
BP P.L.C. EUROPE Y 9 7.3 7,500,000 1 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 4 1.3 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 9 6.7 5,000,000 1 < 5%
BRITISH AIRWAYS PLC EUROPE Y 5 2.0 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 9 7.0 5,000,000 1 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 10 8.0 7,500,000 1 > 95%
BRUNSWICK CORPORATION AMERICAS Y 4 1.3 2,500,000 0 < 5%
CA, INC. AMERICAS Y 6 3.0 2,500,000 0 < 5%
CABLE & WIRELESS LIMITED EUROPE Y 6 4.0 2,500,000 0 > 95%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE   1 0.3 2,500,000 0 > 95%
CAIXABANK, S.A. EUROPE   2 0.7 2,500,000 0 > 95%
CALIFORNIA RESOURCES CORPORATION AMERICAS Y 8 3.3 2,500,000 0 < 5%
CALPINE CORPORATION AMERICAS Y 9 6.7 5,000,000 1 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 10 7.3 10,000,000 2 < 5%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   2 0.7 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 10 8.3 10,000,000 1 < 5%
CANON INC. JAPAN Y 0 0.0 2,500,000 0 > 95%
CAPGEMINI EUROPE   5 2.3 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 8 5.7 2,500,000 0 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 4 2.7 2,500,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 10 7.7 5,000,000 1 < 5%
CARE UK HEALTH & SOCIAL CARE PLC EUROPE Y 6 4.3 2,500,000 0 > 95%
CARLSBERG BREWERIES A/S EUROPE Y 8 5.7 5,000,000 1 > 95%
CARNIVAL CORPORATION AMERICAS Y 10 7.3 2,500,000 0 < 5%
CARREFOUR EUROPE Y 9 8.3 12,500,000 3 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 9 9.0 17,500,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   3 1.0 2,500,000 0 < 5%
CATERPILLAR INC. AMERICAS Y 10 7.0 7,500,000 1 < 5%
CBS CORPORATION AMERICAS Y 10 7.7 5,000,000 1 < 5%
CCO HOLDINGS, LLC AMERICAS Y 8 6.7 5,000,000 1 < 5%
CECONOMY AG EUROPE Y 10 7.3 2,500,000 1 > 95%
CELLNEX TELECOM, S.A. EUROPE Y 3 1.7 2,500,000 0 > 95%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 4 1.3 2,500,000 0 > 95%
CENTRICA PLC EUROPE Y 9 7.7 7,500,000 1 > 95%
CENTURYLINK, INC. AMERICAS Y 13 10.3 12,500,000 4 < 5%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 12 10.0 10,000,000 5 < 5%
CHINA CONSTRUCTION BANK CORPORATION ASIA EX-JAPAN   0 0.0 2,500,000 0 > 95%
CHINA DEVELOPMENT BANK ASIA EX-JAPAN Y 7 5.3 7,500,000 0 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 3 1.0 2,500,000 0 > 95%
CHUBB INA HOLDINGS INC. AMERICAS   4 2.3 2,500,000 0 < 5%
CHUBB LIMITED AMERICAS Y 10 6.7 2,500,000 1 < 5%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 2 0.7 2,500,000 0 > 95%
CIGNA CORPORATION AMERICAS Y 4 2.0 2,500,000 0 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 2 0.7 2,500,000 0 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 7 4.7 2,500,000 0 < 5%
CIT GROUP INC. AMERICAS Y 11 7.0 2,500,000 0 < 5%
CITIGROUP INC. AMERICAS Y 11 9.0 10,000,000 1 < 5%
CITY OF CHICAGO AMERICAS Y 1 0.7 2,500,000 0 > 95%
CLARIANT AG EUROPE Y 6 3.3 2,500,000 0 > 95%
CMA CGM EUROPE Y 10 8.7 7,500,000 2 > 95%
CMS ENERGY CORPORATION AMERICAS Y 2 1.0 2,500,000 1 < 5%
CNH INDUSTRIAL N.V. EUROPE Y 8 7.3 5,000,000 1 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 4 2.3 2,500,000 0 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   1 0.3 2,500,000 0 < 5%
COMCAST CORPORATION AMERICAS Y 10 8.7 10,000,000 1 < 5%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 11 9.3 17,500,000 3 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 9 6.0 7,500,000 1 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 8 6.0 17,500,000 1 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 9 7.3 10,000,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 9 6.0 5,000,000 1 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA EUROPE Y 7 4.3 2,500,000 0 > 95%
COMPASS GROUP PLC EUROPE Y 3 1.7 2,500,000 0 > 95%
CONAGRA BRANDS, INC. AMERICAS Y 10 8.7 5,000,000 1 < 5%
CONOCOPHILLIPS AMERICAS Y 12 8.7 7,500,000 1 5-25%
CONSTELLATION BRANDS, INC. AMERICAS Y 4 1.7 2,500,000 0 < 5%
CONSTELLIUM N.V. EUROPE Y 7 5.0 2,500,000 1 > 95%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 7 5.0 5,000,000 1 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 4 1.7 2,500,000 0 > 95%
COOEPERATIEVE RABOBANK U.A. EUROPE Y 9 6.3 2,500,000 0 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 7 3.3 2,500,000 0 < 5%
CORNING INCORPORATED AMERICAS Y 2 1.0 2,500,000 0 < 5%
COX COMMUNICATIONS, INC. AMERICAS Y 9 7.7 5,000,000 1 < 5%
CREDIT AGRICOLE SA EUROPE Y 11 8.7 12,500,000 2 > 95%
CREDIT SUISSE GROUP AG EUROPE Y 11 8.7 17,500,000 2 > 95%
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL EUROPE   1 0.3 2,500,000 0 > 95%
CROWN RESORTS LIMITED AUSTRALIA NZ Y 5 2.7 2,500,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 11 7.0 2,500,000 1 < 5%
CSR LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
CSX CORPORATION AMERICAS Y 8 6.0 5,000,000 0 < 5%
CVS HEALTH CORPORATION AMERICAS Y 9 7.3 5,000,000 1 < 5%
CZECH REPUBLIC SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
D.R. HORTON, INC. AMERICAS Y 8 6.0 5,000,000 1 < 5%
DAIMLER AG EUROPE Y 12 10.0 15,000,000 3 > 95%
DANONE EUROPE Y 9 6.3 5,000,000 1 > 95%
DANSKE BANK A/S EUROPE Y 9 6.0 5,000,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 9 6.3 5,000,000 1 < 5%
DAVITA INC. AMERICAS Y 6 3.0 2,500,000 0 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 9 5.7 2,500,000 0 > 95%
DDR CORP. AMERICAS   0 0.0 2,500,000 0 < 5%
DEAN FOODS COMPANY AMERICAS Y 10 5.3 5,000,000 1 < 5%
DEERE & COMPANY AMERICAS Y 9 7.3 7,500,000 1 5-25%
DELL INC. AMERICAS Y 11 9.7 10,000,000 2 < 5%
DELTA AIR LINES, INC. AMERICAS Y 5 3.3 2,500,000 0 < 5%
DELUXE CORPORATION AMERICAS Y 6 2.7 2,500,000 0 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 2 0.7 2,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 11 10.0 75,000,000 10 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 10 8.3 10,000,000 1 > 95%
DEUTSCHE POST AG EUROPE Y 4 1.3 2,500,000 0 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 10 7.7 10,000,000 1 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 10 8.7 7,500,000 2 < 5%
DEXIA CREDIT LOCAL EUROPE   1 0.3 2,500,000 0 > 95%
DIAGEO PLC EUROPE Y 8 5.3 2,500,000 1 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS Y 7 5.3 5,000,000 1 < 5%
DILLARD'S, INC. AMERICAS Y 5 2.7 2,500,000 0 < 5%
DISH DBS CORPORATION AMERICAS Y 13 11.3 22,500,000 6 < 5%
DIXONS RETAIL GROUP LIMITED EUROPE   1 0.3 2,500,000 0 > 95%
DMG MORI CO., LTD. JAPAN   0 0.0 2,500,000 0 > 95%
DNB BANK ASA EUROPE   1 0.3 2,500,000 0 > 95%
DOMINION ENERGY, INC. AMERICAS Y 7 5.0 2,500,000 0 < 5%
DOMTAR CORPORATION AMERICAS Y 10 7.7 5,000,000 1 < 5%
DRY MIX SOLUTIONS INVESTISSEMENTS EUROPE Y 5 2.7 2,500,000 0 > 95%
DUBAI SOVEREIGN Y 7 3.0 2,500,000 0 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 8 6.0 2,500,000 0 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   1 0.3 2,500,000 0 < 5%
DXC TECHNOLOGY COMPANY AMERICAS Y 10 8.0 5,000,000 1 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 8 7.0 2,500,000 0 < 5%
E.ON SE EUROPE Y 9 5.3 2,500,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 9 7.7 5,000,000 1 < 5%
EATON CORPORATION AMERICAS   0 0.0 2,500,000 0 < 5%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 10 7.3 5,000,000 1 > 95%
EDP FINANCE B.V. EUROPE Y 6 3.7 2,500,000 1 > 95%
ELECTRICITE DE FRANCE EUROPE Y 12 10.0 12,500,000 2 > 95%
ELI LILLY AND COMPANY AMERICAS   1 0.3 2,500,000 0 < 5%
ELIS EUROPE Y 5 2.7 2,500,000 0 > 95%
EMBARQ CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   1 0.3 2,500,000 0 < 5%
ENBRIDGE INC. AMERICAS Y 10 7.7 7,500,000 1 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 9 5.7 2,500,000 0 > 95%
ENCANA CORPORATION AMERICAS Y 11 8.7 7,500,000 1 5-25%
ENEL S.P.A. EUROPE Y 11 9.3 15,000,000 3 > 95%
ENERGY TRANSFER EQUITY, L.P. AMERICAS Y 4 1.7 2,500,000 0 < 5%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS Y 8 6.0 2,500,000 1 5-25%
ENGIE EUROPE Y 10 8.7 7,500,000 2 > 95%
ENI S.P.A. EUROPE Y 9 7.0 7,500,000 1 > 95%
ENTERGY CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   0 0.0 2,500,000 0 < 5%
EQUINOR ASA EUROPE   8 5.7 5,000,000 0 > 95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 7 4.7 5,000,000 0 < 5%
ERSTE GROUP BANK AG EUROPE   1 0.3 2,500,000 0 > 95%
ESKOM HOLDINGS SOC LIMITED EUROPE Y 5 2.3 2,500,000 0 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 1 0.3 2,500,000 0 > 95%
EXELON CORPORATION AMERICAS Y 9 7.0 5,000,000 0 < 5%
EXELON GENERATION COMPANY, LLC AMERICAS   6 2.3 2,500,000 0 < 5%
EXPEDIA GROUP, INC. AMERICAS   10 7.7 5,000,000 1 < 5%
EXPERIAN FINANCE PLC EUROPE Y 10 5.3 2,500,000 0 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 6 2.3 2,500,000 0 > 95%
FCE BANK PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 7 3.3 10,000,000 0 > 95%
FEDERAL REPUBLIC OF NIGERIA SOVEREIGN   1 0.3 2,500,000 0 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 13 12.0 375,000,000 45 > 95%
FIAT CHRYSLER AUTOMOBILES N.V. EUROPE Y 12 10.3 12,500,000 2 > 95%
FINANCIERE QUICK EUROPE Y 6 2.7 2,500,000 0 > 95%
FIRST DATA CORPORATION AMERICAS Y 9 7.0 5,000,000 1 < 5%
FIRSTENERGY CORP. AMERICAS Y 9 6.7 5,000,000 1 < 5%
FIS DATA SYSTEMS INC. AMERICAS   4 1.7 2,500,000 0 < 5%
FLEX LTD. AMERICAS   0 0.0 2,500,000 0 < 5%
FORD MOTOR COMPANY AMERICAS Y 11 9.3 15,000,000 3 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS   10 6.0 5,000,000 1 < 5%
FORTUM OYJ EUROPE Y 7 4.0 2,500,000 0 > 95%
FREEPORT-MCMORAN INC. AMERICAS Y 10 8.7 12,500,000 2 < 5%
FRENCH REPUBLIC SOVEREIGN Y 10 7.0 75,000,000 2 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 4 2.0 2,500,000 0 > 95%
FRONERI INTERNATIONAL PLC EUROPE   0 0.0 2,500,000 0 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 11 9.7 15,000,000 5 < 5%
FUJITSU LIMITED JAPAN Y 3 1.3 2,500,000 0 > 95%
GALAPAGOS HOLDING S.A. EUROPE Y 6 3.7 2,500,000 1 > 95%
GALP ENERGIA, SGPS, S.A. EUROPE Y 9 4.3 2,500,000 1 > 95%
GARFUNKELUX HOLDCO 2 S.A. EUROPE Y 8 6.3 5,000,000 2 > 95%
GAS NATURAL SDG, S.A. EUROPE Y 11 8.3 7,500,000 1 > 95%
GATX CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE Y 8 5.7 5,000,000 1 > 95%
GENERAL ELECTRIC COMPANY AMERICAS Y 11 9.3 50,000,000 4 < 5%
GENERAL MILLS, INC. AMERICAS Y 10 7.7 5,000,000 1 < 5%
GENERAL MOTORS COMPANY AMERICAS Y 11 10.0 12,500,000 2 5-25%
GENWORTH HOLDINGS, INC. AMERICAS Y 12 8.7 5,000,000 2 < 5%
GEORGIA-PACIFIC LLC AMERICAS Y 0 0.0 2,500,000 0 < 5%
GKN HOLDINGS PLC EUROPE Y 9 7.0 5,000,000 1 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 6 3.3 2,500,000 0 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 11 10.0 15,000,000 3 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 4 1.7 2,500,000 0 > 95%
GROHE HOLDING GMBH EUROPE Y 2 0.7 2,500,000 0 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 4 3.0 2,500,000 0 > 95%
HALLIBURTON COMPANY AMERICAS Y 11 6.7 5,000,000 1 < 5%
HAMMERSON PLC EUROPE Y 4 2.7 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 2 0.7 2,500,000 0 > 95%
HANNOVER RUECK SE EUROPE Y 11 8.0 5,000,000 1 > 95%
HAPAG-LLOYD AKTIENGESELLSCHAFT EUROPE Y 6 2.7 2,500,000 0 > 95%
HAVAS EUROPE Y 3 1.0 2,500,000 0 > 95%
HCA INC. AMERICAS Y 14 9.7 5,000,000 2 < 5%
HCP, INC. AMERICAS   2 0.7 2,500,000 0 < 5%
HD SUPPLY, INC. AMERICAS Y 6 3.0 2,500,000 0 < 5%
HEATHROW FUNDING LIMITED EUROPE   9 5.3 2,500,000 0 > 95%
HEIDELBERGCEMENT AG EUROPE Y 9 7.7 5,000,000 1 > 95%
HEINEKEN N.V. EUROPE Y 7 4.7 2,500,000 0 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 6 4.3 2,500,000 0 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 7 5.0 2,500,000 0 > 95%
HEMA BONDCO I B.V. EUROPE Y 8 6.3 2,500,000 1 > 95%
HENKEL AG & CO. KGAA EUROPE Y 6 4.0 2,500,000 0 > 95%
HESS CORPORATION AMERICAS Y 11 10.0 12,500,000 3 < 5%
HITACHI, LTD. JAPAN Y 7 3.0 2,500,000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT EUROPE Y 7 3.3 2,500,000 0 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 1 0.3 2,500,000 0 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 8 7.3 5,000,000 1 < 5%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 8 5.7 5,000,000 1 < 5%
HP INC. AMERICAS Y 9 7.3 7,500,000 1 < 5%
HSBC BANK PLC EUROPE Y 9 6.3 7,500,000 1 > 95%
HSBC HOLDINGS PLC EUROPE Y 11 7.3 7,500,000 1 > 95%
HUMANA INC. AMERICAS   0 0.0 2,500,000 0 < 5%
HUNGARY SOVEREIGN Y 4 2.0 2,500,000 0 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 3 1.3 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 5 3.0 2,500,000 0 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 5 3.0 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE Y 11 8.3 7,500,000 1 > 95%
ICELAND BONDCO PLC EUROPE Y 7 6.0 2,500,000 1 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 9 5.0 2,500,000 0 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 8 3.7 2,500,000 0 > 95%
IMPERIAL BRANDS PLC EUROPE Y 9 6.7 2,500,000 1 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED ASIA EX-JAPAN Y 8 5.0 5,000,000 0 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 5 2.3 2,500,000 0 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 1 0.3 2,500,000 0 > 95%
INEOS GROUP HOLDINGS S.A. EUROPE Y 6 4.3 2,500,000 1 > 95%
ING BANK N.V. EUROPE Y 8 4.0 2,500,000 0 > 95%
ING GROEP N.V. EUROPE Y 8 5.0 2,500,000 0 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 8 5.0 5,000,000 1 < 5%
INNOGY SE EUROPE Y 9 5.3 5,000,000 0 > 95%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 9 8.0 10,000,000 1 < 5%
INTERNATIONAL GAME TECHNOLOGY PLC EUROPE Y 6 4.0 2,500,000 1 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 9 6.0 5,000,000 1 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 10 7.7 5,000,000 1 < 5%
INTERNATIONAL PETROLEUM INVESTMENT COMPANY P.J.S.C. EUROPE Y 0 0.0 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   4 1.7 2,500,000 0 < 5%
INTESA SANPAOLO SPA EUROPE Y 12 11.0 50,000,000 7 > 95%
INTRUM JUSTITIA AB EUROPE Y 7 5.3 5,000,000 2 > 95%
IRELAND SOVEREIGN Y 5 3.0 5,000,000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 3 2.0 2,500,000 0 < 5%
ISTAR INC. AMERICAS Y 10 5.7 2,500,000 0 < 5%
ITOCHU CORPORATION JAPAN Y 7 4.7 5,000,000 0 > 95%
ITV PLC EUROPE Y 9 6.7 5,000,000 1 > 95%
J SAINSBURY PLC EUROPE Y 10 8.3 5,000,000 1 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 10 8.7 12,500,000 4 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 11 9.7 12,500,000 4 > 95%
JAPAN SOVEREIGN Y 11 7.0 22,500,000 1 > 95%
JAPAN TOBACCO INC. JAPAN Y 2 0.7 2,500,000 0 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
JETBLUE AIRWAYS CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
JFE HOLDINGS, INC. JAPAN Y 9 6.7 10,000,000 1 > 95%
JOHNSON & JOHNSON AMERICAS Y 8 4.3 5,000,000 0 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY AMERICAS Y 8 5.3 2,500,000 0 < 5%
JOINT STOCK COMPANY "RUSSIAN RAILWAYS" EUROPE Y 1 0.3 2,500,000 0 > 95%
JOINT STOCK COMPANY RUSSIAN AGRICULTURAL BANK EUROPE Y 3 1.0 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   11 8.0 17,500,000 2 < 5%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 11 7.3 12,500,000 5 < 5%
KAJIMA CORPORATION JAPAN Y 1 0.3 2,500,000 0 > 95%
KATE SPADE & COMPANY AMERICAS   1 0.3 2,500,000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 6 3.0 2,500,000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 3 1.7 2,500,000 0 > 95%
KB HOME AMERICAS Y 13 10.7 10,000,000 4 < 5%
KEB HANA BANK ASIA EX-JAPAN Y 4 2.0 2,500,000 0 > 95%
KERING EUROPE Y 8 5.3 2,500,000 0 > 95%
KIMBERLY-CLARK CORPORATION AMERICAS   0 0.0 2,500,000 0 < 5%
KIMCO REALTY CORPORATION AMERICAS   3 1.0 2,500,000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 8 4.3 2,500,000 0 < 5%
KINDER MORGAN, INC. AMERICAS Y 12 8.7 7,500,000 1 < 5%
KINGDOM OF BAHRAIN SOVEREIGN   7 3.7 2,500,000 0 > 95%
KINGDOM OF BELGIUM SOVEREIGN Y 8 4.0 2,500,000 0 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 11 9.0 25,000,000 3 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 12 10.3 50,000,000 2 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 10 8.0 10,000,000 1 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGFISHER PLC EUROPE Y 1 0.3 2,500,000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN Y 5 2.3 2,500,000 0 > 95%
KLEPIERRE EUROPE   1 0.3 2,500,000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 7 5.0 7,500,000 2 > 95%
KOHL'S CORPORATION AMERICAS Y 11 8.7 7,500,000 2 < 5%
KOMATSU LTD. JAPAN Y 2 0.7 2,500,000 0 > 95%
KONINKLIJKE AHOLD DELHAIZE N.V. EUROPE Y 8 5.7 2,500,000 1 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 8 4.3 2,500,000 0 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 11 8.3 5,000,000 1 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 8 4.3 2,500,000 0 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 6 4.0 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 3 1.7 2,500,000 0 > 95%
KOREA EXPRESSWAY CORPORATION ASIA EX-JAPAN   1 0.3 2,500,000 0 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 10 9.0 10,000,000 1 < 5%
KT CORPORATION ASIA EX-JAPAN Y 3 2.0 2,500,000 0 > 95%
KYUSHU ELECTRIC POWER COMPANY, INCORPORATED JAPAN   1 0.3 2,500,000 0 > 95%
L BRANDS, INC. AMERICAS Y 12 9.7 10,000,000 3 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 7 2.7 2,500,000 0 > 95%
LADBROKES CORAL GROUP PLC EUROPE Y 9 8.3 5,000,000 1 > 95%
LAFARGE EUROPE Y 2 1.0 2,500,000 0 > 95%
LAFARGEHOLCIM LTD EUROPE Y 10 8.0 5,000,000 1 > 95%
LAMB WESTON HOLDINGS, INC. AMERICAS   7 4.7 2,500,000 0 < 5%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 8 5.7 7,500,000 2 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 10 10.0 10,000,000 3 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
LENDLEASE CORPORATION LIMITED AUSTRALIA NZ Y 6 3.0 2,500,000 0 > 95%
LENNAR CORPORATION AMERICAS Y 13 12.0 10,000,000 3 < 5%
LEONARDO SOCIETA' PER AZIONI EUROPE Y 9 7.3 5,000,000 1 > 95%
LEVEL 3 PARENT, LLC AMERICAS   8 3.7 2,500,000 1 < 5%
LEVI STRAUSS & CO. AMERICAS Y 4 2.3 2,500,000 0 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   2 0.7 2,500,000 0 < 5%
LIBERTY INTERACTIVE LLC AMERICAS Y 9 6.0 2,500,000 0 < 5%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   1 0.3 2,500,000 0 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 10 7.3 5,000,000 1 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE Y 5 2.7 2,500,000 0 > 95%
LLOYDS BANK PLC EUROPE Y 9 6.3 5,000,000 1 > 95%
LLOYDS BANKING GROUP PLC EUROPE Y 8 7.0 7,500,000 1 > 95%
LOCK LOWER HOLDING AS EUROPE Y 3 1.7 2,500,000 0 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 8 6.3 5,000,000 1 < 5%
LOEWS CORPORATION AMERICAS Y 6 4.0 2,500,000 0 < 5%
LOUIS DREYFUS COMPANY B.V. EUROPE Y 9 5.7 2,500,000 0 > 95%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 8 5.3 2,500,000 0 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 8 6.3 5,000,000 1 < 5%
LOXAM EUROPE Y 7 5.7 2,500,000 0 > 95%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 6 4.0 2,500,000 0 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 11 6.0 5,000,000 1 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 5 2.7 2,500,000 0 > 95%
MACY'S, INC. AMERICAS Y 11 9.3 15,000,000 3 < 5%
MALAYSIA SOVEREIGN Y 12 10.7 100,000,000 6 > 95%
MARATHON OIL CORPORATION AMERICAS   5 3.3 2,500,000 0 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 10 9.7 7,500,000 2 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 10 8.0 7,500,000 1 < 5%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 7 5.3 2,500,000 0 < 5%
MARUBENI CORPORATION JAPAN Y 8 6.0 10,000,000 1 > 95%
MASCO CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
MATALAN FINANCE PLC EUROPE Y 8 6.7 2,500,000 1 > 95%
MATTEL, INC. AMERICAS   7 5.3 2,500,000 1 < 5%
MATTERHORN TELECOM HOLDING S.A. EUROPE Y 9 7.3 5,000,000 1 > 95%
MBIA INC. AMERICAS Y 8 7.3 10,000,000 3 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 7 3.7 2,500,000 0 < 5%
MCDONALD'S CORPORATION AMERICAS Y 8 6.3 5,000,000 0 < 5%
MCKESSON CORPORATION AMERICAS Y 10 7.3 5,000,000 1 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 13 11.0 15,000,000 2 > 95%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 5 2.3 2,500,000 0 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   2 1.0 2,500,000 0 > 95%
MERITOR, INC. AMERICAS Y 10 6.7 5,000,000 1 < 5%
METLIFE, INC. AMERICAS Y 11 8.7 12,500,000 1 < 5%
METSA BOARD CORPORATION EUROPE Y 7 4.0 2,500,000 0 > 95%
METSO OYJ EUROPE Y 1 0.3 2,500,000 0 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 10 5.7 2,500,000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP AMERICAS   9 3.7 2,500,000 0 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 11 8.7 5,000,000 1 < 5%
MICROSOFT CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   1 0.3 2,500,000 0 > 95%
MITSUBISHI CORPORATION JAPAN Y 4 2.3 2,500,000 0 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 0 0.0 2,500,000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 3 1.7 2,500,000 0 > 95%
MITSUI & CO., LTD. JAPAN Y 5 2.7 5,000,000 0 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 7 4.3 2,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 6 4.3 7,500,000 1 > 95%
MIZUHO BANK, LTD. JAPAN Y 4 1.3 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
MONDELEZ INTERNATIONAL, INC. AMERICAS Y 10 7.3 5,000,000 1 5-25%
MONITCHEM HOLDCO 3 S.A. EUROPE Y 6 3.3 2,500,000 0 > 95%
MORGAN STANLEY AMERICAS Y 11 8.0 12,500,000 2 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 10 7.3 10,000,000 1 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 11 9.0 5,000,000 1 > 95%
MURPHY OIL CORPORATION AMERICAS Y 5 2.3 2,500,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 12 10.7 12,500,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 9 7.0 10,000,000 1 > 95%
NATIONAL GRID PLC EUROPE Y 10 4.3 5,000,000 1 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 9 6.3 5,000,000 1 < 5%
NAVIENT CORPORATION AMERICAS Y 11 9.0 7,500,000 1 < 5%
NEC CORPORATION JAPAN Y 6 2.7 2,500,000 0 > 95%
NESTLE S.A. EUROPE Y 6 4.0 2,500,000 0 > 95%
NEW ALBERTSONS L.P. AMERICAS Y 9 7.0 2,500,000 1 < 5%
NEW LOOK SENIOR ISSUER PLC EUROPE Y 9 6.7 2,500,000 2 > 95%
NEWELL BRANDS INC. AMERICAS Y 9 8.0 10,000,000 1 < 5%
NEWMONT MINING CORPORATION AMERICAS Y 10 7.7 7,500,000 1 < 5%
NEXT PLC EUROPE Y 10 8.3 7,500,000 1 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   1 0.3 2,500,000 0 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 8 5.7 7,500,000 1 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 6 3.7 5,000,000 1 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 7 4.3 5,000,000 1 > 95%
NISSAN MOTOR CO., LTD. JAPAN Y 5 3.3 2,500,000 0 > 95%
NOBLE CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
NOBLE ENERGY, INC. AMERICAS   1 0.3 2,500,000 0 < 5%
NOKIA OYJ EUROPE Y 9 7.0 5,000,000 1 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 2 0.7 2,500,000 0 > 95%
NORBORD INC. AMERICAS Y 5 2.0 2,500,000 0 < 5%
NORDEA BANK AB EUROPE   3 1.3 2,500,000 0 > 95%
NORDSTROM, INC. AMERICAS Y 11 9.3 15,000,000 5 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 7 4.3 5,000,000 0 < 5%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 9 6.3 5,000,000 1 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 7 4.3 2,500,000 0 < 5%
NOVAFIVES EUROPE Y 6 3.7 2,500,000 1 > 95%
NOVARTIS AG EUROPE   3 1.0 2,500,000 0 > 95%
NOVO BANCO, S.A. EUROPE   6 2.7 2,500,000 0 > 95%
NRG ENERGY, INC. AMERICAS Y 10 8.3 5,000,000 1 < 5%
NUCOR CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
NXP B.V. EUROPE Y 5 4.0 2,500,000 0 > 95%
NXP USA, INC. AMERICAS   4 2.0 2,500,000 0 < 5%
OBAYASHI CORPORATION JAPAN Y 2 0.7 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
OFFICE DEPOT, INC. AMERICAS   1 0.3 2,500,000 0 < 5%
OJI HOLDINGS CORPORATION JAPAN Y 6 3.0 5,000,000 1 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 3 1.0 2,500,000 0 > 95%
OLIN CORPORATION AMERICAS Y 8 6.3 2,500,000 1 < 5%
OMNICOM GROUP INC. AMERICAS Y 9 7.3 5,000,000 1 < 5%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 1 0.3 2,500,000 0 > 95%
ORACLE CORPORATION AMERICAS   2 0.7 2,500,000 0 < 5%
ORANGE EUROPE Y 10 6.7 5,000,000 1 > 95%
ORIENTAL REPUBLIC OF URUGUAY SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
ORIX CORPORATION JAPAN Y 7 2.7 2,500,000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 5 2.7 2,500,000 0 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   0 0.0 2,500,000 0 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 7 4.3 2,500,000 0 < 5%
PACTIV LLC AMERICAS Y 9 5.3 5,000,000 0 < 5%
PANASONIC CORPORATION JAPAN Y 6 3.3 2,500,000 0 > 95%
PARKER DRILLING COMPANY AMERICAS Y 6 4.3 2,500,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 6 4.0 2,500,000 0 > 95%
PEARSON PLC EUROPE Y 10 6.7 7,500,000 1 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 13 12.0 150,000,000 10 > 95%
PEPSICO, INC. AMERICAS   3 1.3 2,500,000 0 < 5%
PERNOD RICARD EUROPE Y 8 6.0 2,500,000 1 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 13 11.0 17,500,000 3 > 95%
PETROLEOS MEXICANOS AMERICAS Y 13 11.0 12,500,000 2 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 6 4.0 2,500,000 0 > 95%
PEUGEOT SA EUROPE Y 12 8.7 7,500,000 2 > 95%
PFIZER INC. AMERICAS Y 8 5.7 7,500,000 1 < 5%
PHH CORPORATION AMERICAS Y 5 3.0 2,500,000 0 < 5%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 6 3.7 2,500,000 0 < 5%
PITNEY BOWES INC. AMERICAS Y 12 10.0 10,000,000 2 < 5%
PIZZAEXPRESS FINANCING 1 PLC EUROPE Y 8 6.7 2,500,000 2 > 95%
PLAY FINANCE 1 S.A. EUROPE Y 7 3.7 2,500,000 0 > 95%
POLYONE CORPORATION AMERICAS Y 9 4.7 2,500,000 0 < 5%
PORTUGUESE REPUBLIC SOVEREIGN Y 13 9.3 10,000,000 1 > 95%
POSCO ASIA EX-JAPAN Y 6 3.3 2,500,000 0 > 95%
POSTNL N.V. EUROPE Y 5 2.7 2,500,000 0 > 95%
PPG INDUSTRIES, INC. AMERICAS   0 0.0 2,500,000 0 < 5%
PREMIER FOODS FINANCE PLC EUROPE Y 9 7.3 5,000,000 2 > 95%
PROLOGIS, L.P. AMERICAS   3 1.0 2,500,000 0 < 5%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 11 8.3 7,500,000 1 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 11 8.7 5,000,000 1 > 95%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" EUROPE Y 2 0.7 2,500,000 0 > 95%
PUBLIC JOINT STOCK COMPANY "VIMPEL-COMMUNICATIONS" EUROPE Y 1 0.3 2,500,000 0 > 95%
PUBLIC POWER CORPORATION FINANCE PLC EUROPE Y 5 2.0 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 7 5.0 2,500,000 0 > 95%
PULTEGROUP, INC. AMERICAS Y 12 9.7 5,000,000 2 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 4 2.7 2,500,000 0 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 6 3.7 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 10 7.3 5,000,000 1 5-25%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 11 8.0 7,500,000 3 < 5%
RADIAN GROUP INC. AMERICAS Y 11 7.7 5,000,000 1 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE   2 0.7 2,500,000 0 > 95%
RAKUTEN, INC. JAPAN   2 1.0 2,500,000 1 > 95%
RALLYE EUROPE Y 10 9.0 15,000,000 10 > 95%
RAYTHEON COMPANY AMERICAS Y 7 5.3 5,000,000 0 5-25%
REALOGY GROUP LLC AMERICAS Y 9 6.3 2,500,000 0 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 6 4.0 2,500,000 0 > 95%
RELX PLC EUROPE Y 7 4.7 5,000,000 1 > 95%
RENAULT EUROPE Y 10 8.3 7,500,000 1 > 95%
RENTOKIL INITIAL PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
REPSOL OIL & GAS CANADA INC. AMERICAS   1 0.3 2,500,000 0 < 5%
REPSOL, S.A. EUROPE Y 10 8.0 10,000,000 1 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 5 2.0 2,500,000 0 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 2 1.0 2,500,000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 13 11.3 50,000,000 4 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 11 10.7 100,000,000 12 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 3 1.7 2,500,000 0 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   0 0.0 2,500,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 11 10.7 125,000,000 14 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 14 13.0 275,000,000 10 > 95%
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