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

The sample covers the three month period beginning June 20, 2016 through September 19, 2016

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 4 2 2500000 0 < 5%
ABU DHABI SOVEREIGN Y 6 4 7500000 1 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 1 0.3 2500000 0 > 95%
ACCOR EUROPE Y 7 3.7 5000000 1 > 95%
ACOM CO., LTD. JAPAN Y 4 1.3 2500000 0 > 95%
ADECCO GROUP AG EUROPE 4 1.7 5000000 1 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 9 6.7 10000000 5 < 5%
AEGON N.V. EUROPE Y 10 6.3 15000000 4 > 95%
AEON CO., LTD. JAPAN Y 2 1 2500000 0 > 95%
AETNA INC. AMERICAS Y 6 3.7 7500000 1 < 5%
AGRIUM INC. AMERICAS 4 1.7 2500000 0 < 5%
AIR FRANCE - KLM EUROPE Y 6 5 5000000 2 > 95%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS 3 1.7 2500000 0 < 5%
AIRBUS GROUP SE EUROPE Y 9 6.3 12500000 3 > 95%
AK STEEL CORPORATION AMERICAS Y 8 6.7 15000000 7 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 4 2.3 5000000 2 > 95%
AKTIEBOLAGET SKF EUROPE 2 0.7 2500000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 11 8.7 12500000 5 > 95%
AKZO NOBEL N.V. EUROPE Y 5 3 5000000 1 > 95%
ALCATEL LUCENT EUROPE Y 4 2.3 2500000 0 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 6 4 2500000 0 < 5%
ALCOA INC. AMERICAS Y 10 7.3 17500000 5 < 5%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 2 0.7 2500000 0 < 5%
ALLIANZ SE EUROPE Y 10 7.7 15000000 2 > 95%
ALLTEL CORPORATION AMERICAS Y 1 0.3 2500000 0 < 5%
ALLY FINANCIAL INC. AMERICAS Y 7 4.7 7500000 2 < 5%
ALSTOM EUROPE Y 6 4 5000000 2 > 95%
ALTADIS SA EUROPE Y 2 0.7 2500000 0 > 95%
ALTICE FINCO S.A. EUROPE Y 9 7.7 12500000 3 > 95%
ALTICE LUXEMBOURG S.A. EUROPE 5 2 2500000 0 > 95%
ALTRIA GROUP, INC. AMERICAS Y 9 5 5000000 1 < 5%
AMCOR LTD AUSTRALIA NZ Y 3 1 2500000 0 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 1 0.3 2500000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 7 5.7 5000000 2 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 8 3.7 7500000 1 25-75%
AMERICAN EXPRESS COMPANY AMERICAS Y 7 4.3 10000000 2 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 7 5.3 15000000 4 < 5%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 4 2 2500000 0 < 5%
AMGEN INC. AMERICAS Y 11 4.7 12500000 2 5-25%
AMKOR TECHNOLOGY, INC. AMERICAS Y 5 4 5000000 1 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 6 4 2500000 1 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 8 7 22500000 7 < 5%
ANGLO AMERICAN PLC EUROPE Y 11 10 50000000 14 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS 1 0.3 2500000 0 < 5%
ANHEUSER-BUSCH INBEV EUROPE Y 11 8.3 50000000 3 > 95%
ANTHEM, INC. AMERICAS 3 1 2500000 0 < 5%
AON CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
APACHE CORPORATION AMERICAS Y 7 5.3 17500000 3 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 2 1 2500000 0 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 5 2.3 2500000 0 < 5%
ARCELORMITTAL EUROPE Y 14 10 50000000 12 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS 1 0.3 2500000 0 < 5%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 9 6.7 7500000 2 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 11 10.3 50000000 16 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 6 2.7 10000000 2 < 5%
ASAHI GLASS COMPANY, LIMITED JAPAN Y 0 0 2500000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 12 9.7 25000000 5 > 95%
ASSURED GUARANTY CORP. AMERICAS 6 3.7 5000000 1 5-25%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 8 5.7 12500000 3 < 5%
ASTALDI SOCIETA PER AZIONI EUROPE Y 10 8.3 7500000 3 > 95%
ASTRAZENECA PLC EUROPE Y 5 2.7 5000000 1 > 95%
AT&T CORP. AMERICAS Y 3 1 2500000 0 25-75%
AT&T INC. AMERICAS Y 10 7 50000000 4 < 5%
AT&T MOBILITY LLC AMERICAS Y 2 0.7 2500000 0 < 5%
ATLANTIA S.P.A. EUROPE Y 8 5.3 5000000 3 > 95%
AUCHAN HOLDING EUROPE Y 5 2.7 5000000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 8 6.7 15000000 2 > 95%
AUTOZONE, INC. AMERICAS Y 8 4.7 10000000 2 < 5%
AVALONBAY COMMUNITIES, INC. AMERICAS 5 3 2500000 0 < 5%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 4 1.7 2500000 0 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 10 7.7 10000000 4 < 5%
AVIVA PLC EUROPE Y 10 7.7 10000000 2 > 95%
AVNET, INC. AMERICAS Y 6 4.3 15000000 3 < 5%
AVON PRODUCTS, INC. AMERICAS Y 9 6 20000000 5 < 5%
AXA EUROPE Y 12 7.7 17500000 3 > 95%
BAE SYSTEMS PLC EUROPE Y 10 6.7 10000000 3 > 95%
BAKER HUGHES INCORPORATED AMERICAS 2 0.7 2500000 0 < 5%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 9 7.3 10000000 3 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE 1 0.3 2500000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 10 8.3 20000000 3 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 10 6.7 2500000 1 > 95%
BANCO DE SABADELL, S.A. EUROPE 3 2 2500000 0 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 7 3.3 5000000 2 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE 7 2.7 2500000 1 > 95%
BANCO SANTANDER, S.A. EUROPE Y 12 11 50000000 6 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 8 7 50000000 5 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 10 5.7 50000000 2 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 5 3 2500000 0 > 95%
BANK OF SCOTLAND PLC EUROPE Y 5 2 2500000 0 > 95%
BANKIA, S.A. EUROPE 3 1 2500000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 9 8.3 75000000 14 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 8 7 20000000 6 < 5%
BASF SE EUROPE Y 8 4.3 7500000 1 > 95%
BAXTER INTERNATIONAL INC. AMERICAS Y 8 4 5000000 1 < 5%
BAYER AKTIENGESELLSCHAFT EUROPE Y 9 6 15000000 2 > 95%
BAYERISCHE LANDESBANK EUROPE Y 6 3.7 2500000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 11 8.7 50000000 8 > 95%
BEAM SUNTORY INC. AMERICAS Y 3 1 2500000 0 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 8 5.3 5000000 2 < 5%
BELLSOUTH, LLC AMERICAS 0 0 2500000 0 < 5%
BELO CORP. AMERICAS Y 3 1 2500000 0 < 5%
BENI STABILI SOCIETA PER AZIONI SOCIETA DI INVESTIMENTO IMMOBILIARE QUOTATA EUROPE Y 6 4.3 2500000 1 > 95%
BERKSHIRE HATHAWAY INC. AMERICAS Y 10 7.3 17500000 4 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 7 3.3 5000000 1 > 95%
BEST BUY CO., INC. AMERICAS Y 8 6 15000000 4 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 8 7.3 15000000 5 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 5 3 7500000 2 < 5%
BNP PARIBAS EUROPE Y 11 9 22500000 4 > 95%
BNP PARIBAS FORTIS EUROPE 5 1.7 2500000 0 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 12 10.3 50000000 13 > 95%
BOMBARDIER INC. AMERICAS Y 12 8 10000000 3 5-25%
BOPARAN FINANCE PLC EUROPE Y 10 6 5000000 1 > 95%
BORGWARNER INC. AMERICAS 4 1.7 2500000 0 < 5%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 1 0.3 2500000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 7 5 12500000 3 < 5%
BOUYGUES EUROPE Y 7 4.3 5000000 1 > 95%
BOYD GAMING CORPORATION AMERICAS Y 6 4.3 7500000 2 < 5%
BP P.L.C. EUROPE Y 12 8.3 17500000 4 > 95%
BRIDGESTONE CORPORATION JAPAN Y 0 0 2500000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 7 5 2500000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 7 3 5000000 2 < 5%
BRITISH AIRWAYS PLC EUROPE Y 8 5.7 7500000 1 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 9 4.7 5000000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 8 6.3 12500000 4 > 95%
BRUNSWICK CORPORATION AMERICAS Y 5 2.3 2500000 0 < 5%
BUNGE LIMITED FINANCE CORP. AMERICAS 1 0.7 2500000 0 < 5%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 4 1.7 2500000 0 < 5%
CA, INC. AMERICAS Y 2 0.7 2500000 0 < 5%
CABLE & WIRELESS LIMITED EUROPE Y 8 3 2500000 1 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 1 0.3 2500000 0 > 95%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE 4 2 2500000 0 > 95%
CALATLANTIC GROUP, INC. AMERICAS Y 9 4.3 5000000 1 < 5%
CALPINE CORPORATION AMERICAS Y 8 4.7 5000000 2 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 6 3.3 7500000 1 < 5%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS 5 2.3 2500000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 7 5.7 22500000 6 < 5%
CANON INC. JAPAN Y 0 0 2500000 0 > 95%
CAP GEMINI EUROPE Y 3 1 2500000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 6 3.7 5000000 2 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 4 2 2500000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 8 4.3 7500000 3 < 5%
CARE UK HEALTH & SOCIAL CARE PLC EUROPE Y 7 4.7 2500000 2 > 95%
CARGILL, INCORPORATED AMERICAS 1 0.3 2500000 0 < 5%
CARLSBERG BREWERIES A/S EUROPE Y 8 5.3 5000000 2 > 95%
CARNIVAL CORPORATION AMERICAS Y 9 6 10000000 2 < 5%
CARREFOUR EUROPE Y 10 6.7 12500000 5 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 10 9 22500000 13 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS 2 1 2500000 1 < 5%
CATERPILLAR INC. AMERICAS Y 8 6 12500000 3 < 5%
CBS CORPORATION AMERICAS Y 7 6.7 15000000 2 < 5%
CCO HOLDINGS, LLC AMERICAS Y 6 3.3 2500000 0 < 5%
CENTRICA PLC EUROPE Y 8 5.7 10000000 2 > 95%
CENTURYLINK, INC. AMERICAS Y 7 5.3 10000000 3 < 5%
CERVED GROUP S.P.A. EUROPE Y 3 1 2500000 0 > 95%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 8 7 17500000 12 < 5%
CHEVRON CORPORATION AMERICAS 1 0.7 2500000 0 < 5%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 6 4 5000000 1 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 1 0.3 2500000 0 > 95%
CHUBB INA HOLDINGS INC. AMERICAS 4 1.7 5000000 1 < 5%
CHUBB LIMITED AMERICAS Y 5 2.3 5000000 1 < 5%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 0 0 2500000 0 > 95%
CIGNA CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 1 0.3 2500000 0 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 1 0.7 2500000 0 < 5%
CIT GROUP INC. AMERICAS Y 6 3.3 5000000 1 < 5%
CITIGROUP INC. AMERICAS Y 9 7.3 22500000 3 < 5%
CLARIANT AG EUROPE Y 4 2 5000000 1 > 95%
CMS ENERGY CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
CNA FINANCIAL CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
CNH INDUSTRIAL N.V. EUROPE Y 9 6.7 7500000 3 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 7 3.7 5000000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS 1 0.3 2500000 0 < 5%
COLES GROUP LIMITED AUSTRALIA NZ Y 1 0.3 2500000 0 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS 1 0.3 2500000 0 < 5%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 2 0.7 2500000 0 < 5%
COMCAST CORPORATION AMERICAS Y 6 3.7 7500000 1 < 5%
COMMERCIAL METALS COMPANY AMERICAS 2 0.7 2500000 0 < 5%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 11 9.7 20000000 3 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 9 6.3 20000000 2 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 7 4.7 50000000 2 > 95%
COMMONWEALTH OF PENNSYLVANIA AMERICAS Y 0 0 2500000 0 > 95%
COMMUNICATIONS SALES & LEASING, INC. AMERICAS Y 8 5 5000000 1 < 5%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 7 5 10000000 4 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 10 6 12500000 2 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA EUROPE Y 6 2 2500000 0 > 95%
COMPASS GROUP PLC EUROPE Y 3 2 2500000 0 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 6 3.3 7500000 2 < 5%
CONAGRA FOODS, INC. AMERICAS Y 7 4.3 17500000 3 < 5%
CONOCOPHILLIPS AMERICAS Y 8 6.7 22500000 6 < 5%
CONSTELLATION BRANDS, INC. AMERICAS Y 3 2.7 2500000 0 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 7 3.7 5000000 1 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 7 4.7 2500000 1 > 95%
CON-WAY INC. AMERICAS 1 0.3 2500000 0 < 5%
COOEPERATIEVE RABOBANK U.A. EUROPE Y 9 6.7 12500000 2 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 6 3 2500000 1 < 5%
CORNING INCORPORATED AMERICAS Y 6 2.7 2500000 0 < 5%
COSTCO WHOLESALE CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
COVIDIEN LTD. AMERICAS 1 0.3 2500000 0 < 5%
COX COMMUNICATIONS, INC. AMERICAS Y 7 5 7500000 2 < 5%
CREDIT AGRICOLE SA EUROPE Y 12 8.7 15000000 4 > 95%
CREDIT SUISSE GROUP AG EUROPE Y 10 9 25000000 5 > 95%
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL EUROPE 5 2.7 2500000 0 > 95%
CROWN RESORTS LIMITED AUSTRALIA NZ Y 4 1.7 2500000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 4 2.3 5000000 1 < 5%
CSR LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
CSX CORPORATION AMERICAS Y 7 4 7500000 1 < 5%
CUMMINS INC. AMERICAS Y 1 0.3 2500000 0 < 5%
CVS HEALTH CORPORATION AMERICAS Y 5 3.3 7500000 1 < 5%
CYTEC INDUSTRIES INC. AMERICAS 6 2.7 2500000 0 < 5%
CZECH REPUBLIC SOVEREIGN Y 1 0.7 2500000 0 > 95%
D.R. HORTON, INC. AMERICAS Y 8 5 10000000 2 < 5%
DAIMLER AG EUROPE Y 11 8.7 20000000 5 > 95%
DANAHER CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
DANONE EUROPE Y 9 5.3 15000000 2 > 95%
DANSKE BANK A/S EUROPE Y 6 4.7 5000000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 8 4.7 10000000 2 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 8 4.3 2500000 0 > 95%
DDR CORP. AMERICAS 4 2.3 2500000 1 < 5%
DE US, INC. AMERICAS 1 0.3 2500000 0 < 5%
DEAN FOODS COMPANY AMERICAS Y 5 2.7 5000000 1 < 5%
DEERE & COMPANY AMERICAS Y 10 6.7 12500000 2 5-25%
DELHAIZE AMERICA, LLC AMERICAS 1 0.3 2500000 0 < 5%
DELL INC. AMERICAS Y 11 8 17500000 6 < 5%
DELTA AIR LINES, INC. AMERICAS Y 4 1.7 2500000 0 < 5%
DELUXE CORPORATION AMERICAS Y 2 1 2500000 0 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 2 0.7 2500000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 14 12 75000000 12 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 9 6.7 17500000 5 > 95%
DEUTSCHE POST AG EUROPE Y 1 0.3 2500000 0 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 9 6.3 10000000 2 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 8 7.3 50000000 9 < 5%
DEXIA CREDIT LOCAL EUROPE 3 1.3 2500000 0 > 95%
DIAGEO PLC EUROPE Y 6 4 7500000 1 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS 5 3.3 7500000 2 < 5%
DILLARD'S, INC. AMERICAS Y 4 2 2500000 1 < 5%
DISH DBS CORPORATION AMERICAS Y 9 6 12500000 3 < 5%
DNB BANK ASA EUROPE 1 1 2500000 0 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 3 1 2500000 0 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 7 3.3 5000000 1 < 5%
DOMTAR CORPORATION AMERICAS Y 7 5 10000000 2 < 5%
DONG ENERGY A/S EUROPE 2 0.7 2500000 0 > 95%
DOVER CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
DP WORLD LIMITED EUROPE Y 1 0.3 2500000 0 > 95%
DRY MIX SOLUTIONS INVESTISSEMENTS EUROPE Y 6 3 2500000 0 > 95%
DUBAI SOVEREIGN Y 4 2.7 5000000 1 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 7 4 5000000 2 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS 1 0.3 2500000 0 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 6 2.7 7500000 2 < 5%
E.ON SE EUROPE Y 10 6.7 10000000 4 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 0 0 2500000 0 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 8 6.3 15000000 3 < 5%
EATON CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
EDISON S.P.A. EUROPE Y 1 0.7 2500000 0 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 9 8 17500000 5 > 95%
EILEME 2 AB (PUBL) EUROPE Y 1 0.7 2500000 0 > 95%
EL PASO LLC AMERICAS 1 0.3 2500000 0 < 5%
ELECTRICITE DE FRANCE EUROPE Y 10 8 17500000 5 > 95%
ELI LILLY AND COMPANY AMERICAS 6 2.3 2500000 0 25-75%
EMBARQ CORPORATION AMERICAS Y 3 1 2500000 0 < 5%
EMI GROUP LIMITED EUROPE 1 0.3 2500000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS 1 0.3 2500000 0 < 5%
ENBRIDGE INC. AMERICAS Y 8 6.7 17500000 4 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 6 3 7500000 1 > 95%
ENCANA CORPORATION AMERICAS 6 4 10000000 2 < 5%
ENDESA, S.A. EUROPE Y 3 1.3 2500000 0 > 95%
ENEL S.P.A. EUROPE Y 12 9.3 17500000 3 > 95%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS Y 5 3 7500000 1 < 5%
ENGIE EUROPE Y 8 5.3 10000000 2 > 95%
ENI S.P.A. EUROPE Y 9 7.3 15000000 5 > 95%
ENTERGY CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS 4 2.3 2500000 0 < 5%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 1 0.7 2500000 0 < 5%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 7 3 5000000 1 < 5%
ERSTE GROUP BANK AG EUROPE 4 1.7 2500000 1 > 95%
ESKOM HOLDINGS SOC LIMITED EUROPE Y 2 1.3 2500000 0 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 1 0.3 2500000 0 > 95%
EXELON CORPORATION AMERICAS Y 8 4 5000000 1 5-25%
EXELON GENERATION COMPANY, LLC AMERICAS 5 2.3 2500000 1 < 5%
EXPEDIA, INC. AMERICAS Y 7 5 12500000 4 < 5%
EXPERIAN FINANCE PLC EUROPE Y 3 1.7 2500000 0 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 2 1.3 2500000 0 > 95%
FCE BANK PLC EUROPE Y 6 2.3 2500000 0 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 5 2.7 17500000 1 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 13 11.7 450000000 57 > 95%
FEDEX CORPORATION AMERICAS 3 1.7 2500000 0 < 5%
FIAT CHRYSLER AUTOMOBILES N.V. EUROPE Y 11 10.3 50000000 7 > 95%
FINANCIERE QUICK EUROPE Y 7 3 2500000 1 > 95%
FIRST DATA CORPORATION AMERICAS Y 6 4 7500000 1 < 5%
FIRSTENERGY CORP. AMERICAS Y 8 4 5000000 1 < 5%
FIS DATA SYSTEMS INC. AMERICAS 2 0.7 2500000 0 < 5%
FORD MOTOR COMPANY AMERICAS Y 9 6.7 15000000 3 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 8 4.3 5000000 1 < 5%
FORTUM OYJ EUROPE Y 9 6 12500000 6 > 95%
FREEPORT-MCMORAN INC. AMERICAS Y 8 7.7 50000000 13 < 5%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 5 2.3 2500000 0 < 5%
FRENCH REPUBLIC SOVEREIGN Y 11 7 50000000 2 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 5 3 2500000 1 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 10 7.3 22500000 5 < 5%
FUJITSU LIMITED JAPAN Y 3 1.7 2500000 0 > 95%
GALAPAGOS HOLDING S.A. EUROPE Y 8 6 5000000 2 > 95%
GALP ENERGIA, SGPS, S.A. EUROPE Y 10 7 7500000 6 > 95%
GAS NATURAL SDG, S.A. EUROPE Y 8 7 12500000 5 > 95%
GATES WORLDWIDE LIMITED EUROPE 1 0.3 2500000 0 > 95%
GATX CORPORATION AMERICAS Y 3 1 2500000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE Y 10 6 7500000 2 > 95%
GECINA EUROPE Y 6 3 2500000 1 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
GENERAL ELECTRIC COMPANY AMERICAS Y 8 6 22500000 2 < 5%
GENERAL MILLS, INC. AMERICAS Y 5 2.7 7500000 2 < 5%
GENERAL MOTORS COMPANY AMERICAS Y 8 7 17500000 4 < 5%
GENON ENERGY, INC. AMERICAS Y 9 6 5000000 1 < 5%
GENWORTH HOLDINGS, INC. AMERICAS Y 8 6.3 10000000 3 < 5%
GEORGIA-PACIFIC LLC AMERICAS Y 2 0.7 2500000 0 < 5%
GKN HOLDINGS PLC EUROPE Y 8 5.7 7500000 2 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 9 5.3 5000000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 13 10.3 50000000 13 > 95%
GOODRICH CORPORATION AMERICAS Y 0 0 2500000 0 < 5%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
GROHE HOLDING GMBH EUROPE Y 2 1 2500000 0 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 3 1.3 2500000 0 > 95%
HALLIBURTON COMPANY AMERICAS Y 7 5 12500000 4 < 5%
HAMMERSON PLC EUROPE Y 6 3 2500000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 3 1.3 5000000 0 > 95%
HANNOVER RUECK SE EUROPE Y 9 5.7 5000000 1 > 95%
HANSON LIMITED EUROPE 6 2.3 2500000 0 > 95%
HASBRO, INC. AMERICAS Y 3 1 2500000 0 < 5%
HAVAS EUROPE Y 2 1 2500000 0 > 95%
HCA INC. AMERICAS Y 9 6.3 7500000 2 < 5%
HCP, INC. AMERICAS 2 0.7 2500000 0 < 5%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 5 1.7 2500000 0 < 5%
HEATHROW FUNDING LIMITED EUROPE 8 4.7 2500000 0 > 95%
HEIDELBERGCEMENT AG EUROPE Y 10 6.7 10000000 3 > 95%
HEINEKEN N.V. EUROPE Y 6 3.3 2500000 1 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 6 3.7 2500000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 7 4.7 7500000 2 > 95%
HEMA BONDCO I B.V. EUROPE Y 9 5.3 2500000 1 > 95%
HENKEL AG & CO. KGAA EUROPE Y 5 2 2500000 0 > 95%
HESS CORPORATION AMERICAS Y 8 5.3 17500000 4 < 5%
HILTON WORLDWIDE, INC. AMERICAS 0 0 2500000 0 < 5%
HITACHI, LTD. JAPAN Y 5 2 2500000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT EUROPE Y 8 5 5000000 1 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 4 1.3 2500000 0 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 7 4.3 7500000 1 < 5%
HOSPITALITY PROPERTIES TRUST AMERICAS 0 0 2500000 0 > 95%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 7 3.7 5000000 1 < 5%
HP INC. AMERICAS Y 10 7.7 22500000 4 < 5%
HSBC BANK PLC EUROPE Y 9 7.7 50000000 7 > 95%
HSBC FINANCE CORPORATION AMERICAS 0 0 2500000 0 < 5%
HUMANA INC. AMERICAS 2 0.7 2500000 0 < 5%
HUNGARY SOVEREIGN Y 10 7.3 12500000 2 > 95%
HUSKY ENERGY INC. AMERICAS 2 0.7 2500000 0 < 5%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 5 3 5000000 1 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 7 4 5000000 0 > 95%
IBERDROLA, S.A. EUROPE Y 9 6.3 12500000 3 > 95%
ICELAND BONDCO PLC EUROPE Y 10 7.3 5000000 3 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 7 4.7 2500000 0 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 3 1.3 2500000 0 > 95%
IHEARTCOMMUNICATIONS, INC. AMERICAS Y 10 8.3 15000000 7 < 5%
IMPERIAL BRANDS PLC EUROPE Y 7 5 7500000 1 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 4 1.7 2500000 0 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 4 1.3 2500000 0 > 95%
INEOS GROUP HOLDINGS S.A. EUROPE Y 10 7.7 7500000 3 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 2 0.7 2500000 0 > 95%
ING BANK N.V. EUROPE Y 11 8.3 15000000 3 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 7 4 10000000 2 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 5 3.7 22500000 3 < 5%
INTERNATIONAL GAME TECHNOLOGY AMERICAS 2 0.7 2500000 0 < 5%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 8 5.7 10000000 2 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 10 6.7 10000000 2 5-25%
INTERVAL ACQUISITION CORP. AMERICAS 3 1.3 2500000 0 < 5%
INTESA SANPAOLO SPA EUROPE Y 11 9.3 50000000 8 > 95%
IRELAND SOVEREIGN Y 5 2 7500000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 3 1.3 2500000 0 < 5%
ISS GLOBAL A/S EUROPE Y 0 0 2500000 0 > 95%
ISTAR INC. AMERICAS Y 8 4.7 5000000 1 5-25%
ITOCHU CORPORATION JAPAN Y 7 5.3 10000000 2 > 95%
ITV PLC EUROPE Y 6 4.3 7500000 2 > 95%
J SAINSBURY PLC EUROPE Y 10 7 10000000 3 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 8 6.7 15000000 5 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 10 7 17500000 4 > 95%
JAPAN SOVEREIGN Y 11 7 25000000 2 > 95%
JAPAN TOBACCO INC. JAPAN Y 1 0.3 2500000 0 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 2 1 2500000 0 > 95%
JFE HOLDINGS, INC. JAPAN Y 8 7 20000000 6 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
JOHNSON & JOHNSON AMERICAS Y 6 3.3 12500000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 5 3 5000000 1 < 5%
JOINT STOCK COMPANY RUSSIAN AGRICULTURAL BANK EUROPE Y 4 1.7 2500000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS 10 8.3 50000000 5 5-25%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 8 5.3 10000000 4 < 5%
KAJIMA CORPORATION JAPAN Y 3 1.7 2500000 0 > 95%
KATE SPADE & COMPANY AMERICAS 5 2.3 2500000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 7 2.7 5000000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 7 5.3 5000000 2 > 95%
KB HOME AMERICAS Y 9 6.7 7500000 2 < 5%
KEB HANA BANK ASIA EX-JAPAN Y 5 2 2500000 0 > 95%
KELLOGG COMPANY AMERICAS 3 1 2500000 0 < 5%
KERING EUROPE Y 5 2.3 5000000 1 > 95%
KIMBERLY-CLARK CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
KIMCO REALTY CORPORATION AMERICAS 2 1 2500000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 8 4.7 7500000 2 < 5%
KINDER MORGAN, INC. AMERICAS Y 10 7.3 7500000 4 5-25%
KINGDOM OF BAHRAIN SOVEREIGN 5 2.7 2500000 0 > 95%
KINGDOM OF BELGIUM SOVEREIGN Y 11 7 25000000 1 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 7 3.3 2500000 1 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 9 4.3 10000000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 8 6.7 50000000 7 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 11 7.7 75000000 4 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 7 3 2500000 1 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 10 8.7 17500000 3 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 6 2 10000000 1 > 95%
KINGFISHER PLC EUROPE Y 3 1 2500000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN Y 4 1.7 5000000 1 > 95%
KLEPIERRE EUROPE 4 2 2500000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 9 7.7 20000000 7 > 95%
KOHL'S CORPORATION AMERICAS Y 7 6.3 17500000 3 < 5%
KOMATSU LTD. JAPAN Y 5 1.7 2500000 0 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 5 3 5000000 1 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 8 4 7500000 1 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 8 6.3 12500000 5 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 9 5.7 5000000 1 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 5 2.3 2500000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 2 1 2500000 0 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 8 4.7 5000000 1 < 5%
KT CORPORATION ASIA EX-JAPAN Y 4 1.7 2500000 0 > 95%
KYUSHU ELECTRIC POWER COMPANY, INCORPORATED JAPAN 1 0.3 2500000 0 > 95%
L BRANDS, INC. AMERICAS Y 9 6.7 7500000 1 5-25%
LADBROKES PLC EUROPE Y 8 5.7 12500000 4 > 95%
LAFARGE EUROPE Y 2 0.7 10000000 1 > 95%
LAFARGEHOLCIM LTD EUROPE Y 12 7 7500000 3 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 2 0.7 2500000 0 > 95%
LANDESBANK BADEN-WUERTTEMBERG EUROPE 1 0.3 2500000 0 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 9 5.7 7500000 3 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 4 1.7 2500000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 1 0.3 2500000 0 > 95%
LENDLEASE CORPORATION LIMITED AUSTRALIA NZ Y 1 0.7 2500000 0 > 95%
LENNAR CORPORATION AMERICAS Y 10 8 7500000 2 < 5%
LEONARDO - FINMECCANICA - SOCIETA PER AZIONI EUROPE Y 10 6.3 5000000 1 > 95%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 6 3.7 5000000 1 < 5%
LEVI STRAUSS & CO. AMERICAS Y 3 1.7 2500000 0 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS 3 1 2500000 0 < 5%
LIBERTY INTERACTIVE LLC AMERICAS Y 4 2.3 5000000 1 < 5%
LIBERTY MUTUAL GROUP INC. AMERICAS 1 0.3 2500000 0 < 5%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS 1 0.3 2500000 0 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 9 6 7500000 2 25-75%
LINDE AKTIENGESELLSCHAFT EUROPE Y 5 3.3 5000000 2 > 95%
LLOYDS BANK PLC EUROPE Y 12 9.3 50000000 9 > 95%
LOCK LOWER HOLDING AS EUROPE Y 7 4.3 2500000 1 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 7 3.3 5000000 1 < 5%
LOEWS CORPORATION AMERICAS Y 5 3.3 7500000 1 < 5%
LOUIS DREYFUS COMPANY B.V. EUROPE Y 8 3.3 2500000 0 > 95%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 7 3.3 5000000 1 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 8 4.3 5000000 2 < 5%
LOXAM EUROPE Y 7 3.3 2500000 0 > 95%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 8 4.3 5000000 1 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 11 7.3 5000000 1 < 5%
MACK-CALI REALTY, L.P. AMERICAS 1 0.3 2500000 0 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 3 1.7 2500000 0 > 95%
MACY'S, INC. AMERICAS Y 8 6.3 15000000 4 < 5%
MALAYSIA SOVEREIGN Y 11 10 75000000 10 > 95%
MARATHON OIL CORPORATION AMERICAS 5 2.7 2500000 1 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 10 7.7 17500000 9 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 6 3.7 5000000 1 < 5%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 6 2.7 5000000 1 < 5%
MARTIN MARIETTA MATERIALS, INC. AMERICAS 1 0.3 2500000 0 < 5%
MARUBENI CORPORATION JAPAN Y 9 7.3 15000000 2 > 95%
MARUI GROUP CO., LTD. JAPAN 1 0.3 2500000 0 > 95%
MASCO CORPORATION AMERICAS Y 3 1.3 2500000 0 < 5%
MATALAN FINANCE PLC EUROPE Y 6 3.3 2500000 0 > 95%
MATTEL, INC. AMERICAS 2 1 2500000 0 < 5%
MBIA INC. AMERICAS Y 8 5.3 7500000 2 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 8 5.7 10000000 3 < 5%
MCDONALD'S CORPORATION AMERICAS Y 6 3.3 10000000 2 < 5%
MCKESSON CORPORATION AMERICAS Y 7 3.7 7500000 1 < 5%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS 0 0 2500000 0 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 11 8.3 10000000 2 > 95%
MEDTRONIC, INC. AMERICAS 1 0.3 2500000 0 < 5%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 7 3.7 5000000 2 > 95%
MERCK & CO., INC. AMERICAS 1 0.3 2500000 0 < 5%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE 3 1 2500000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS 1 0.3 2500000 0 > 95%
MERITOR, INC. AMERICAS Y 7 5 5000000 2 < 5%
METLIFE, INC. AMERICAS Y 9 8 75000000 18 < 5%
METRO AG EUROPE Y 10 6.7 10000000 2 > 95%
METSA BOARD CORPORATION EUROPE Y 6 3 2500000 1 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 6 3 5000000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP AMERICAS 6 4 5000000 1 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 7 4.7 5000000 2 < 5%
MICROSOFT CORPORATION AMERICAS 3 1 2500000 0 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN 1 0.3 2500000 0 > 95%
MITSUBISHI CORPORATION JAPAN Y 5 2.3 2500000 0 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 0 0 2500000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 4 1.7 5000000 0 > 95%
MITSUI & CO., LTD. JAPAN Y 6 3.3 5000000 1 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 9 5 10000000 2 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 2 0.7 2500000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 8 7 22500000 9 > 95%
MIZUHO BANK, LTD. JAPAN Y 7 4 5000000 0 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
MONDELEZ INTERNATIONAL, INC. AMERICAS,EUROPE Y 8 4.3 10000000 2 < 5%
MONDELEZ UK HOLDINGS & SERVICES LIMITED EUROPE 0 0 2500000 0 > 95%
MONITCHEM HOLDCO 3 S.A. EUROPE Y 9 4.7 2500000 1 > 95%
MORGAN STANLEY AMERICAS Y 9 7.3 50000000 5 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 9 6 12500000 3 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 9 6.7 10000000 1 > 95%
MURPHY OIL CORPORATION AMERICAS 5 2.3 2500000 0 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 7 6 12500000 4 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 9 5.7 17500000 2 > 95%
NATIONAL GRID PLC EUROPE Y 6 3.7 5000000 2 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 5 2.7 5000000 1 < 5%
NATIONWIDE BUILDING SOCIETY EUROPE Y 1 0.3 2500000 0 > 95%
NATIXIS EUROPE 1 0.3 2500000 0 > 95%
NAVIENT CORPORATION AMERICAS Y 10 5.7 5000000 3 < 5%
NEC CORPORATION JAPAN Y 4 1.7 2500000 0 > 95%
NESTLE S.A. EUROPE Y 6 3.3 5000000 1 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 6 2.7 2500000 0 < 5%
NEW LOOK BONDCO I LIMITED EUROPE 3 1.3 2500000 0 > 95%
NEW LOOK SENIOR ISSUER PLC EUROPE Y 8 7 5000000 2 > 95%
NEW ZEALAND SOVEREIGN Y 1 0.3 2500000 0 > 95%
NEWELL BRANDS INC. AMERICAS Y 7 5 22500000 5 < 5%
NEWMONT MINING CORPORATION AMERICAS Y 8 5.3 12500000 3 < 5%
NEXEN ENERGY ULC AMERICAS 1 0.3 2500000 0 < 5%
NEXT PLC EUROPE Y 7 5.7 10000000 3 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS 2 0.7 2500000 0 < 5%
NIKE, INC. AMERICAS 3 1 2500000 0 < 5%
NINE WEST HOLDINGS, INC. AMERICAS Y 9 6.3 5000000 2 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 8 5.3 12500000 2 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 7 3.7 7500000 1 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 7 5 15000000 4 > 95%
NISOURCE FINANCE CORP. AMERICAS 0 0 2500000 0 < 5%
NISSAN MOTOR CO., LTD. JAPAN Y 6 3.3 5000000 1 > 95%
NN GROUP N.V. EUROPE 2 0.7 2500000 0 > 95%
NOBLE CORPORATION AMERICAS 3 1.3 2500000 0 < 5%
NOBLE ENERGY, INC. AMERICAS 0 0 2500000 0 < 5%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 9 4.7 2500000 1 > 95%
NOKIA OYJ EUROPE Y 7 4 7500000 3 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 3 1.7 2500000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 2 0.7 2500000 0 > 95%
NORBORD INC. AMERICAS Y 5 3 2500000 0 < 5%
NORDEA BANK AB EUROPE 4 2 2500000 1 > 95%
NORDSTROM, INC. AMERICAS Y 7 5 17500000 3 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 6 3 7500000 1 < 5%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 11 9.7 15000000 7 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 7 4.7 7500000 2 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
NOVAFIVES EUROPE Y 7 4.3 2500000 1 > 95%
NOVARTIS AG EUROPE 5 3.3 2500000 0 > 95%
NOVO BANCO, S.A. EUROPE 11 8 7500000 3 > 95%
NRG ENERGY, INC. AMERICAS Y 7 5.7 5000000 2 < 5%
NUCOR CORPORATION AMERICAS 3 1.7 2500000 0 < 5%
NXP B.V. EUROPE Y 5 4 5000000 2 > 95%
OBAYASHI CORPORATION JAPAN Y 1 0.7 2500000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 5 2.3 2500000 0 < 5%
OFFICE DEPOT, INC. AMERICAS 3 1 2500000 0 < 5%
OJI HOLDINGS CORPORATION JAPAN Y 6 2.7 7500000 1 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 5 2 2500000 0 > 95%
OLIN CORPORATION AMERICAS Y 7 4.3 7500000 2 < 5%
OMNICOM GROUP INC. AMERICAS Y 4 2 5000000 1 < 5%
ONEOK PARTNERS, L.P. AMERICAS 5 1.7 2500000 0 < 5%
ONEOK, INC. AMERICAS 2 0.7 2500000 0 < 5%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 5 2 2500000 0 > 95%
OPEN JOINT STOCK COMPANY "OIL COMPANY ROSNEFT" EUROPE Y 3 1 2500000 0 > 95%
ORACLE CORPORATION AMERICAS 2 1 2500000 0 < 5%
ORANGE EUROPE Y 8 5.7 7500000 2 > 95%
ORIX CORPORATION JAPAN Y 5 2.3 2500000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 8 3.7 2500000 1 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 6 2.3 5000000 1 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS 0 0 2500000 0 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 6 3.3 5000000 2 < 5%
PACTIV LLC AMERICAS Y 4 2 2500000 0 < 5%
PANASONIC CORPORATION JAPAN Y 6 3.7 5000000 1 > 95%
PARKER DRILLING COMPANY AMERICAS Y 4 3.7 2500000 0 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 4 2 2500000 0 > 95%
PEARSON PLC EUROPE Y 9 5.7 10000000 5 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 12 11.7 275000000 35 > 95%
PEPSICO, INC. AMERICAS 3 1 2500000 0 < 5%
PERNOD RICARD EUROPE Y 4 2 2500000 1 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 11 10 17500000 5 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS Y 8 4.7 5000000 1 > 95%
PETROLEOS MEXICANOS AMERICAS Y 10 7.7 15000000 3 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 5 2 2500000 0 > 95%
PEUGEOT SA EUROPE Y 11 8 12500000 4 > 95%
PFIZER INC. AMERICAS Y 8 5 7500000 1 < 5%
PHH CORPORATION AMERICAS Y 4 2.3 2500000 0 < 5%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS 1 0.3 2500000 0 < 5%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 6 4.7 5000000 1 < 5%
PITNEY BOWES INC. AMERICAS Y 6 4.7 12500000 3 < 5%
PIZZAEXPRESS FINANCING 1 PLC EUROPE Y 9 5 5000000 3 > 95%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS 5 2.7 2500000 0 25-75%
PLAY FINANCE 1 S.A. EUROPE Y 8 3.7 2500000 1 > 95%
POLYONE CORPORATION AMERICAS Y 3 1.7 2500000 0 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 1 0.3 2500000 0 > 95%
PORTIGON AG EUROPE 1 0.3 2500000 0 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 8 4 22500000 2 > 95%
POSCO ASIA EX-JAPAN Y 8 3.7 5000000 1 > 95%
POSTNL N.V. EUROPE Y 6 2.7 2500000 1 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS 5 2.3 2500000 0 < 5%
PPG INDUSTRIES, INC. AMERICAS 5 2 2500000 0 < 5%
PREMIER FOODS FINANCE PLC EUROPE Y 10 6.3 5000000 2 > 95%
PROLOGIS, L.P. AMERICAS 2 0.7 2500000 0 < 5%
PROSIEBENSAT.1 MEDIA SE EUROPE 4 1.3 2500000 0 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 7 6 12500000 2 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 7 3.7 5000000 0 > 95%
PSEG POWER LLC AMERICAS 4 1.7 2500000 0 < 5%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" EUROPE Y 1 0.3 2500000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 8 4.3 5000000 1 > 95%
PULTEGROUP, INC. AMERICAS Y 8 5.3 7500000 2 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 6 4.3 5000000 2 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 5 3 5000000 1 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 7 4.3 5000000 2 < 5%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 8 5.3 12500000 3 < 5%
RADIAN GROUP INC. AMERICAS Y 5 2.7 7500000 1 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE 4 2 2500000 0 > 95%
RALLYE EUROPE Y 10 7.7 10000000 5 > 95%
RAYTHEON COMPANY AMERICAS Y 8 4.7 7500000 2 < 5%
REALOGY GROUP LLC AMERICAS Y 5 2.3 2500000 0 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 8 4.7 2500000 1 > 95%
RELX PLC EUROPE Y 8 5 7500000 2 > 95%
RENAULT EUROPE Y 10 7 10000000 3 > 95%
RENTOKIL INITIAL PLC EUROPE Y 4 2.3 2500000 1 > 95%
REPSOL OIL & GAS CANADA INC. AMERICAS 3 1 2500000 0 < 5%
REPSOL, S.A. EUROPE Y 12 10 50000000 15 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 6 2.7 12500000 1 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 1 0.3 2500000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 10 9 50000000 7 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 13 11.7 125000000 23 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 6 4 5000000 1 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 6 2 2500000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 5 2.3 2500000 0 > 95%
REPUBLIC OF ICELAND SOVEREIGN 0 0 2500000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 11 10.3 125000000 15 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 13 11.7 400000000 27 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 5 3 5000000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 12 11 200000000 10 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 2 0.7 2500000 0 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 1 0.3 2500000 0 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 9 5.7 2500000 1 > 95%
REPUBLIC OF PERU SOVEREIGN Y 11 10 50000000 9 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 8 4.3 10000000 2 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 0 0 2500000 0 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 12 11.3 225000000 45 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 10 8.7 75000000 9 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 14 12.7 350000000 39 > 95%
REPUBLIC SERVICES, INC. AMERICAS 1 0.3 2500000 0 < 5%
REXEL EUROPE Y 8 4.7 2500000 2 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 6 3.3 5000000 1 < 5%
RHODIA EUROPE Y 3 1.3 2500000 0 > 95%
RICOH COMPANY, LTD. JAPAN Y 2 0.7 2500000 0 > 95%
RIO TINTO ALCAN INC. AMERICAS Y 1 0.3 2500000 0 < 5%
RIO TINTO LIMITED AUSTRALIA NZ Y 8 6.7 15000000 3 > 95%
RITE AID CORPORATION AMERICAS Y 7 4.3 5000000 2 < 5%
ROCHE HOLDINGS, INC. EUROPE 1 0.3 2500000 0 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS 1 0.3 2500000 0 < 5%
ROHM AND HAAS COMPANY AMERICAS Y 4 1.7 2500000 0 < 5%
ROLLS-ROYCE PLC EUROPE Y 12 9.7 22500000 9 > 95%
ROMANIA SOVEREIGN Y 6 3 5000000 0 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE Y 1 0.3 2500000 0 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 8 6 10000000 3 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 10 7.7 22500000 4 > 95%
RPM INTERNATIONAL INC. AMERICAS 2 0.7 2500000 0 < 5%
RUSSIAN FEDERATION SOVEREIGN Y 13 11.7 250000000 33 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 11 7.7 15000000 6 > 95%
RYDER SYSTEM, INC. AMERICAS Y 7 4.3 12500000 2 < 5%
SABMILLER PLC EUROPE Y 3 1.7 2500000 0 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 4 1.7 2500000 0 < 5%
SAFEWAY INC. AMERICAS Y 6 4 5000000 1 < 5%
SAFEWAY LIMITED EUROPE Y 9 7 10000000 4 > 95%
SAKS INCORPORATED AMERICAS Y 4 1.3 2500000 0 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 3 1.3 2500000 0 > 95%
SANMINA CORPORATION AMERICAS Y 6 3.7 2500000 1 < 5%
SANOFI EUROPE Y 2 1.3 7500000 2 > 95%
SANTANDER UK PLC EUROPE 0 0 2500000 0 > 95%
SBERBANK EUROPE Y 5 1.7 2500000 0 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 3 1.3 2500000 0 > 95%
SCANIA AKTIEBOLAG EUROPE 2 0.7 2500000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 AUSTRALIA NZ Y 4 1.7 2500000 0 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 9 6 10000000 3 > 95%
SCHNEIDER ELECTRIC SE EUROPE 1 0.3 2500000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 3 1 2500000 0 < 5%
SEALED AIR CORPORATION AMERICAS Y 7 2.3 5000000 1 < 5%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 9 5 5000000 1 < 5%
SEKISUI HOUSE, LTD. JAPAN Y 0 0 2500000 0 > 95%
SELECTA GROUP B.V. EUROPE Y 9 5.3 5000000 2 > 95%
SEMPRA ENERGY AMERICAS Y 8 3.7 7500000 1 25-75%
SES EUROPE Y 6 2.3 2500000 0 > 95%
SFR GROUP S.A. EUROPE Y 7 3.7 5000000 1 > 95%
SHARP CORPORATION JAPAN Y 4 1.3 2500000 0 > 95%
SHIMIZU CORPORATION JAPAN Y 2 1 2500000 0 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 1 0.3 2500000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 12 6 15000000 1 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 9 6 12500000 2 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 5 3 2500000 0 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 5 2 2500000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 1 0.7 2500000 0 > 95%
SKY PLC EUROPE Y 10 6.7 10000000 3 > 95%
SLOVAK REPUBLIC SOVEREIGN Y 1 0.3 2500000 0 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN Y 3 1.3 2500000 0 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 5 2.3 2500000 0 < 5%
SMITHS GROUP PLC EUROPE 1 0.3 2500000 0 > 95%
SMURFIT KAPPA ACQUISITIONS EUROPE Y 8 6.7 5000000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 6 2.7 2500000 0 > 95%
SOCIETE AIR FRANCE EUROPE Y 1 0.7 2500000 0 > 95%
SOCIETE GENERALE EUROPE Y 11 9 25000000 6 > 95%
SODEXO EUROPE Y 2 0.7 2500000 0 > 95%
SOFTBANK GROUP CORP. JAPAN Y 10 8 10000000 2 > 95%
SOLVAY EUROPE Y 6 4.7 10000000 4 > 95%
SOMPO JAPAN NIPPONKOA INSURANCE INC. JAPAN 0 0 2500000 0 > 95%
SONY CORPORATION JAPAN Y 7 3.7 7500000 1 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 9 4 7500000 1 < 5%
SPARK NEW ZEALAND LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
SPECTRA ENERGY CAPITAL, LLC AMERICAS 1 0.3 2500000 0 > 95%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 6 4 2500000 1 < 5%
SPRINT COMMUNICATIONS, INC. AMERICAS Y 12 8 17500000 5 < 5%
SSE PLC EUROPE Y 1 0.3 2500000 0 > 95%
STANDARD CHARTERED BANK EUROPE Y 12 9.7 50000000 9 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE Y 1 0.3 2500000 0 > 95%
STANLEY BLACK & DECKER, INC. AMERICAS 4 1.3 2500000 0 < 5%
STAPLES, INC. AMERICAS Y 7 5.7 12500000 3 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 8 4.3 5000000 2 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 10 5.7 5000000 1 > 95%
STATE CORPORATION "BANK FOR DEVELOPMENT AND FOREIGN ECONOMIC AFFAIRS (VNESHECONOMBANK)" EUROPE 1 0.3 2500000 0 > 95%
STATE OF CALIFORNIA AMERICAS Y 1 0.3 2500000 0 > 95%
STATE OF FLORIDA AMERICAS Y 1 0.3 2500000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 1 0.3 2500000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 3 1.7 5000000 1 > 95%
STATE OF MARYLAND AMERICAS Y 1 0.3 2500000 0 > 95%
STATE OF MICHIGAN AMERICAS Y 2 0.7 2500000 0 > 95%
STATE OF NEW JERSEY AMERICAS Y 0 0 2500000 0 > 95%
STATE OF QATAR SOVEREIGN Y 7 4.3 12500000 2 > 95%
STATE OF TEXAS AMERICAS Y 1 0.3 2500000 0 > 95%
STATOIL ASA EUROPE Y 9 6 12500000 4 > 95%
STENA AKTIEBOLAG EUROPE Y 10 8 20000000 8 > 95%
STMICROELECTRONICS N.V. EUROPE Y 7 3.3 5000000 1 > 95%
STONEGATE PUB COMPANY FINANCING PLC EUROPE Y 5 3 2500000 1 > 95%
STORA ENSO OYJ EUROPE Y 9 5.7 5000000 2 > 95%
SUEDZUCKER AG EUROPE Y 8 5 5000000 2 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 3 1.3 2500000 0 > 95%
SUMITOMO CORPORATION JAPAN Y 8 5 7500000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 6 2.7 5000000 0 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 5 2.3 5000000 1 > 95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN Y 2 1 2500000 0 > 95%
SUNCOR ENERGY INC. AMERICAS 5 2 2500000 0 < 5%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 9 7.3 5000000 2 > 95%
SUPERVALU INC. AMERICAS Y 7 5 10000000 3 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 1 0.3 2500000 0 > 95%
SVENSKA HANDELSBANKEN AB EUROPE Y 2 0.7 2500000 0 > 95%
SWEDBANK AB EUROPE 5 1.7 2500000 0 > 95%
SWEDISH MATCH AB EUROPE Y 3 1 2500000 0 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 2 1 2500000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 10 7.3 12500000 2 > 95%
SYNGENTA AG EUROPE 1 0.3 2500000 0 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
TAISEI CORPORATION JAPAN Y 1 0.3 2500000 0 > 95%
TALEN ENERGY SUPPLY, LLC AMERICAS Y 5 3.3 2500000 0 < 5%
TARGET CORPORATION AMERICAS Y 7 4.3 10000000 2 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 6 2.7 5000000 1 > 95%
TDC A/S EUROPE Y 8 5.3 5000000 3 > 95%
TECHEM GMBH EUROPE Y 10 5.3 2500000 1 > 95%
TECHNIP EUROPE Y 4 2 5000000 2 > 95%
TECK RESOURCES LIMITED AMERICAS Y 7 7 50000000 9 < 5%
TEGNA INC. AMERICAS Y 5 2.7 2500000 1 < 5%
TELECOM ITALIA SPA EUROPE Y 10 9 22500000 6 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 7 5.3 7500000 2 > 95%
TELEFONICA, S.A. EUROPE Y 11 8.7 20000000 5 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS 1 0.3 2500000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 9 5.3 7500000 5 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 1 0.7 2500000 0 > 95%
TELENOR ASA EUROPE Y 4 2.3 5000000 1 > 95%
TELIA COMPANY AB EUROPE Y 6 3.7 5000000 1 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 4 2.7 5000000 0 > 95%
TELUS CORPORATION AMERICAS 3 1 2500000 0 < 5%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 1 0.3 2500000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 4 1.7 2500000 0 < 5%
TENET HEALTHCARE CORPORATION AMERICAS Y 10 6.7 7500000 3 < 5%
TESCO PLC EUROPE Y 10 9 20000000 8 > 95%
TESORO CORPORATION AMERICAS Y 7 6 5000000 2 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS 2 1.3 2500000 0 < 5%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 1 0.3 2500000 0 < 5%
TEXTRON INC. AMERICAS 2 1 5000000 0 < 5%
THALES EUROPE 3 1.3 5000000 0 > 95%
THE AES CORPORATION AMERICAS Y 5 2.7 7500000 2 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 8 5 7500000 4 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 5 3 5000000 0 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
THE BOEING COMPANY AMERICAS Y 9 5.7 12500000 2 < 5%
THE CITY OF NEW YORK AMERICAS Y 1 0.3 2500000 0 > 95%
THE CLOROX COMPANY AMERICAS 4 1.3 2500000 0 < 5%
THE COCA-COLA COMPANY AMERICAS 3 1 2500000 0 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 8 4.7 10000000 2 < 5%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 5 2.3 5000000 0 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 8 3.3 5000000 1 > 95%
THE GAP, INC. AMERICAS Y 8 6.7 25000000 6 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 11 7.7 20000000 3 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 7 5 2500000 1 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 7 4.3 10000000 3 < 5%
THE HERSHEY COMPANY AMERICAS 1 0.3 2500000 0 < 5%
THE HERTZ CORPORATION AMERICAS Y 11 7.7 10000000 4 < 5%
THE HILLSHIRE BRANDS COMPANY AMERICAS Y 1 0.3 2500000 0 < 5%
THE HOME DEPOT, INC. AMERICAS Y 7 4.3 7500000 2 < 5%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 2 1 2500000 0 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 3 1.3 2500000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 1 0.3 2500000 0 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 1 0.7 2500000 0 > 95%
THE KROGER CO. AMERICAS Y 9 5.7 10000000 2 < 5%
THE MCCLATCHY COMPANY AMERICAS Y 6 4 10000000 3 5-25%
THE NEIMAN MARCUS GROUP LLC AMERICAS Y 7 3 5000000 1 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 5 2.3 5000000 1 < 5%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 7 3 2500000 1 < 5%
THE RANK GROUP PLC EUROPE Y 3 1.3 2500000 0 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 10 9.3 50000000 6 > 95%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 7 4.7 10000000 2 < 5%
THE TJX COMPANIES, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
THE TRAVELERS COMPANIES, INC. AMERICAS 3 1 2500000 0 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 5 2.7 10000000 2 < 5%
THE WESTERN UNION COMPANY AMERICAS 6 3.7 7500000 1 < 5%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 3 1.7 2500000 0 5-25%
THYSSENKRUPP AG EUROPE Y 12 8.7 15000000 4 > 95%
TIME WARNER CABLE, LLC AMERICAS 1 0.3 2500000 0 < 5%
TIME WARNER INC. AMERICAS Y 6 3 7500000 1 < 5%
TOHOKU ELECTRIC POWER COMPANY, INCORPORATED JAPAN 0 0 2500000 0 > 95%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED JAPAN Y 1 0.7 2500000 0 > 95%
TOLL BROTHERS, INC. AMERICAS Y 7 4.3 5000000 1 < 5%
TOSHIBA CORPORATION JAPAN Y 6 3.3 5000000 1 > 95%
TOTAL SA EUROPE Y 11 8 15000000 4 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 6 3.7 2500000 0 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 1 0.3 2500000 0 > 95%
TOYS "R" US, INC. AMERICAS Y 7 4.3 5000000 2 < 5%
TRANSCANADA PIPELINES LIMITED AMERICAS 3 1.7 2500000 0 < 5%
TRANSOCEAN INC. AMERICAS Y 10 8.7 22500000 9 5-25%
TRANSOCEAN WORLDWIDE INC. AMERICAS 0 0 2500000 0 < 5%
TRIONISTA HOLDCO GMBH EUROPE Y 8 4.7 2500000 1 > 95%
TRW AUTOMOTIVE INC. AMERICAS Y 5 2 2500000 0 < 5%
TUI AG EUROPE Y 7 4 5000000 1 > 95%
TVN FINANCE CORPORATION III AB (PUBL) EUROPE Y 4 1.7 2500000 0 > 95%
TYCO FIRE & SECURITY FINANCE S.C.A. AMERICAS 1 0.3 2500000 0 < 5%
TYSON FOODS, INC. AMERICAS Y 7 4 7500000 1 < 5%
UBS AG EUROPE Y 10 7.3 15000000 6 > 95%
UCB EUROPE Y 3 1.3 2500000 0 > 95%
UNIBAIL-RODAMCO SE EUROPE Y 5 3.3 2500000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 14 11.3 50000000 11 > 95%
UNILABS SUBHOLDING AB (PUBL) EUROPE Y 3 2 2500000 0 > 95%
UNILEVER N.V. EUROPE Y 5 2.3 5000000 1 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 7 3.7 7500000 1 < 5%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE 1 0.3 2500000 0 > 95%
UNISYS CORPORATION AMERICAS Y 6 3.3 2500000 0 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 7 3.7 50000000 2 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 12 11.3 350000000 47 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 5 2.3 2500000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 8 5.3 7500000 1 < 5%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 6 4 2500000 2 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
UNITED STATES OF AMERICA SOVEREIGN Y 2 0.7 5000000 0 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 9 7.7 12500000 8 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS 3 1.7 2500000 0 < 5%
UNITED UTILITIES PLC EUROPE Y 5 3 5000000 1 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 7 4.3 5000000 1 < 5%
UNITYMEDIA GMBH EUROPE Y 9 6.3 7500000 2 > 95%
UNIVERSAL CORPORATION AMERICAS 0 0 2500000 0 < 5%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 5 2 2500000 1 < 5%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 3 1 2500000 0 < 5%
UNUM GROUP AMERICAS Y 2 0.7 2500000 0 < 5%
UPC HOLDING B.V. EUROPE Y 13 10.3 15000000 3 > 95%
UPM-KYMMENE OYJ EUROPE Y 6 3.3 7500000 2 > 95%
UST LLC AMERICAS 2 0.7 2500000 0 < 5%
V.F. CORPORATION AMERICAS 1 0.7 2500000 0 < 5%
VALE SA AMERICAS Y 8 4.3 2500000 0 > 95%
VALEO EUROPE Y 6 3 5000000 2 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 8 6.3 17500000 4 < 5%
VATTENFALL AB EUROPE Y 5 1.7 2500000 0 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 2 1.3 2500000 0 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 9 6.3 7500000 2 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 9 6 20000000 3 < 5%
VIACOM INC. AMERICAS Y 7 4.7 15000000 3 < 5%
VINCI EUROPE Y 8 5 5000000 1 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 9 8 15000000 4 > 95%
VIVENDI EUROPE Y 8 6.3 7500000 4 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 11 7.7 20000000 6 > 95%
VODAFONE KABEL DEUTSCHLAND GMBH EUROPE 1 0.3 2500000 0 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 12 10.7 50000000 10 > 95%
VORNADO REALTY L.P. AMERICAS Y 1 0.3 2500000 0 < 5%
VTB BANK (PUBLIC JOINT-STOCK COMPANY) EUROPE Y 11 4.7 5000000 1 > 95%
VUE INTERNATIONAL BIDCO PLC EUROPE Y 3 1 2500000 0 > 95%
VULCAN MATERIALS COMPANY AMERICAS Y 4 2.3 2500000 0 < 5%
WAL-MART STORES, INC. AMERICAS Y 8 5 7500000 1 < 5%
WASTE MANAGEMENT, INC. AMERICAS 1 0.3 2500000 0 < 5%
WEATHERFORD INTERNATIONAL LTD. AMERICAS Y 11 9 20000000 7 < 5%
WELLS FARGO & COMPANY AMERICAS Y 8 6 10000000 2 < 5%
WELLTOWER INC. AMERICAS 5 2 2500000 0 < 5%
WENDEL EUROPE Y 8 4.7 2500000 1 > 95%
WENDY'S INTERNATIONAL, LLC AMERICAS 1 0.3 2500000 0 5-25%
WESFARMERS LIMITED AUSTRALIA NZ Y 2 1.3 2500000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 6 5 7500000 1 > 95%
WESTROCK MWV, LLC AMERICAS Y 7 3.7 5000000 1 < 5%
WEYERHAEUSER COMPANY AMERICAS Y 7 4 7500000 2 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 8 3.7 7500000 1 < 5%
WILLIAMS PARTNERS L.P. AMERICAS 1 0.7 2500000 0 < 5%
WIND ACQUISITION FINANCE S.A. EUROPE Y 10 8.7 17500000 6 > 95%
WINDSTREAM SERVICES, LLC AMERICAS Y 8 5 10000000 4 < 5%
WOLTERS KLUWER N.V. EUROPE Y 4 2.3 5000000 1 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 8 4 2500000 0 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 4 2.3 2500000 0 > 95%
WOORI BANK ASIA EX-JAPAN Y 6 2.7 2500000 0 > 95%
WPP 2005 LIMITED EUROPE Y 9 5.3 5000000 1 > 95%
WYETH LLC AMERICAS 3 1.7 2500000 0 < 5%
WYNDHAM WORLDWIDE CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
XEROX CORPORATION AMERICAS Y 8 6.3 12500000 3 < 5%
XLIT LTD. AMERICAS Y 7 3.3 5000000 1 < 5%
XSTRATA LIMITED EUROPE 6 3.3 2500000 1 > 95%
XTO ENERGY INC. AMERICAS Y 1 0.3 2500000 0 < 5%
YUM! BRANDS, INC. AMERICAS Y 7 4.7 7500000 3 < 5%
ZIGGO BOND FINANCE B.V. EUROPE Y 8 6.7 5000000 1 > 95%
ZURICH INSURANCE COMPANY LTD EUROPE Y 10 6.7 17500000 2 > 95%
21ST CENTURY FOX AMERICA, INC. AMERICAS Y 6 3.3 10000000 2 < 5%
3I GROUP PLC EUROPE Y 1 0.3 2500000 0 > 95%
3M COMPANY AMERICAS 1 0.3 2500000 0 < 5%
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