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

The sample covers the three month period beginning June 20, 2018 through September 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 1.0 2,500,000 0 < 5%
ABERTIS INFRAESTRUCTURAS, S.A. Europe 1 0.3 2,500,000 0 > 95%
ABU DHABI Europe Y 6 2.7 2,500,000 0 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe Y 1 0.3 2,500,000 0 > 95%
ACCOR Europe Y 8 5.0 5,000,000 1 > 95%
ACOM CO., LTD. Japan Y 3 1.7 2,500,000 0 > 95%
ADECCO GROUP AG Europe 5 1.7 2,500,000 1 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 8 6.3 5,000,000 2 < 5%
AEGON N.V. Europe Y 11 9.3 15,000,000 3 > 95%
AEON CO., LTD. Japan Y 5 2.3 2,500,000 0 > 95%
AETNA INC. Americas Y 8 4.7 5,000,000 1 < 5%
AGRICULTURAL BANK OF CHINA LIMITED Asia Ex-Japan 1 0.3 2,500,000 0 > 95%
AIR FRANCE - KLM Europe Y 9 7.0 7,500,000 2 > 95%
AIRBUS SE Europe Y 9 6.3 12,500,000 1 > 95%
AK STEEL CORPORATION Americas Y 9 8.7 12,500,000 4 < 5%
AKBANK TURK ANONIM SIRKETI Europe Y 1 0.3 2,500,000 0 > 95%
AKTIEBOLAGET ELECTROLUX Europe Y 9 5.0 7,500,000 1 > 95%
AKTIEBOLAGET SKF Europe 1 0.3 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe Y 9 6.7 12,500,000 2 > 95%
AKZO NOBEL N.V. Europe Y 10 7.0 7,500,000 1 > 95%
ALCATEL LUCENT Europe Y 5 2.0 2,500,000 0 > 95%
ALCATEL-LUCENT USA INC. Americas Y 3 1.0 2,500,000 0 < 5%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 1 0.3 2,500,000 0 > 95%
ALLIANZ SE Europe Y 12 9.3 12,500,000 2 > 95%
ALLY FINANCIAL INC. Americas Y 9 6.3 10,000,000 2 < 5%
ALSTOM Europe Y 4 2.0 2,500,000 0 > 95%
ALTICE FINCO S.A. Europe Y 8 7.3 15,000,000 3 > 95%
ALTICE FRANCE Europe 10 8.3 17,500,000 6 > 95%
ALTICE LUXEMBOURG S.A. Europe 5 4.0 5,000,000 2 > 95%
ALTRIA GROUP, INC. Americas Y 8 4.3 7,500,000 1 < 5%
AMCOR LTD Australia NZ Y 2 0.7 2,500,000 0 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas Y 3 1.7 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. Americas Y 7 5.3 5,000,000 2 < 5%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 9 7.3 15,000,000 4 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 9 5.0 5,000,000 1 < 5%
AMERICAN EXPRESS COMPANY Americas Y 7 3.3 5,000,000 0 < 5%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 9 7.3 12,500,000 2 < 5%
AMGEN INC. Americas Y 9 6.3 5,000,000 1 < 5%
AMKOR TECHNOLOGY, INC. Americas Y 8 4.3 5,000,000 1 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ Y 2 0.7 2,500,000 0 > 95%
ANA HOLDINGS INC. Japan Y 2 1.3 2,500,000 1 > 95%
ANADARKO PETROLEUM CORPORATION Americas Y 11 8.7 20,000,000 3 < 5%
ANDEAVOR Americas Y 6 3.3 5,000,000 1 < 5%
ANGLO AMERICAN PLC Europe Y 12 9.7 15,000,000 4 > 95%
ANGLOGOLD ASHANTI LIMITED Europe 1 0.3 2,500,000 0 > 95%
ANHEUSER-BUSCH INBEV Europe Y 10 8.3 50,000,000 5 > 95%
APACHE CORPORATION Americas Y 9 6.3 12,500,000 2 < 5%
ARAB REPUBLIC OF EGYPT Europe Y 5 3.0 2,500,000 0 > 95%
ARAMARK SERVICES, INC. Americas Y 5 1.7 2,500,000 0 < 5%
ARCELORMITTAL Europe Y 9 8.0 22,500,000 5 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas 1 0.3 2,500,000 0 < 5%
ARCONIC INC. Americas Y 7 7.0 12,500,000 3 < 5%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY Europe Y 9 6.7 7,500,000 2 > 95%
ARGENTINE REPUBLIC Americas Y 11 11.0 350,000,000 89 > 95%
ARROW ELECTRONICS, INC. Americas Y 10 7.3 10,000,000 2 < 5%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 12 10.7 25,000,000 6 > 95%
ASSURED GUARANTY CORP. Americas 2 0.7 2,500,000 0 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas Y 10 5.0 5,000,000 1 < 5%
ASTALDI SOCIETA PER AZIONI Europe Y 9 7.0 7,500,000 4 > 95%
ASTRAZENECA PLC Europe Y 7 3.0 2,500,000 0 > 95%
AT&T INC. Americas Y 11 9.3 50,000,000 6 < 5%
ATLANTIA S.P.A. Europe Y 10 8.0 15,000,000 6 > 95%
AUCHAN HOLDING Europe Y 8 4.3 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 9 7.3 22,500,000 3 > 95%
AUTOZONE, INC. Americas Y 9 7.7 12,500,000 2 < 5%
AVIS BUDGET CAR RENTAL, LLC Americas Y 2 0.7 2,500,000 0 < 5%
AVIS BUDGET GROUP, INC. Americas Y 10 7.7 22,500,000 7 < 5%
AVIVA PLC Europe Y 11 10.7 17,500,000 2 > 95%
AVNET, INC. Americas Y 9 7.3 10,000,000 2 < 5%
AVON PRODUCTS, INC. Americas Y 10 8.3 15,000,000 7 < 5%
AXA Europe Y 12 10.0 50,000,000 4 > 95%
AXA EQUITABLE HOLDINGS, INC. Americas 1 0.3 2,500,000 0 < 5%
BAE SYSTEMS PLC Europe Y 10 6.3 10,000,000 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 11.0 75,000,000 11 > 95%
BANCO BPM SOCIETA' PER AZIONI Europe 7 4.3 5,000,000 1 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe Y 3 2.0 2,500,000 0 > 95%
BANCO DE SABADELL, S.A. Europe 3 1.3 2,500,000 0 > 95%
BANCO POPULAR ESPANOL, S.A. Europe 1 0.3 2,500,000 0 > 95%
BANCO SANTANDER, S.A. Europe Y 12 10.3 50,000,000 6 > 95%
BANK OF AMERICA CORPORATION Americas Y 10 7.7 15,000,000 2 < 5%
BANK OF CHINA LIMITED Asia Ex-Japan Y 11 7.7 50,000,000 2 > 95%
BANK OF INDIA Asia Ex-Japan Y 7 3.0 2,500,000 1 > 95%
BANKIA, S.A. Europe 2 0.7 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 11 7.7 17,500,000 2 > 95%
BARCLAYS PLC Europe Y 12 9.3 20,000,000 4 > 95%
BARRICK GOLD CORPORATION Americas Y 11 8.3 17,500,000 4 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH Europe 1 0.3 2,500,000 0 > 95%
BASF SE Europe Y 7 5.0 5,000,000 1 > 95%
BAUSCH HEALTH COMPANIES INC. Americas 4 1.7 2,500,000 0 < 5%
BAXTER INTERNATIONAL INC. Americas Y 9 5.7 5,000,000 1 < 5%
BAYER AKTIENGESELLSCHAFT Europe Y 10 7.7 17,500,000 4 > 95%
BAYERISCHE LANDESBANK Europe Y 5 1.7 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe Y 12 8.7 22,500,000 5 > 95%
BEAZER HOMES USA, INC. Americas Y 11 8.7 12,500,000 4 < 5%
BELO CORP. Americas Y 1 0.3 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 7.7 15,000,000 2 < 5%
BERTELSMANN SE & CO. KGAA Europe Y 6 2.7 2,500,000 0 > 95%
BEST BUY CO., INC. Americas Y 10 7.3 10,000,000 2 < 5%
BHP BILLITON LIMITED Australia NZ Y 8 5.7 10,000,000 1 > 95%
BLOCK FINANCIAL LLC Americas Y 10 7.3 5,000,000 1 < 5%
BNP PARIBAS Europe Y 13 10.3 22,500,000 4 > 95%
BOEING CAPITAL CORPORATION Americas Y 2 0.7 2,500,000 0 < 5%
BOMBARDIER INC. Americas Y 12 9.0 12,500,000 4 < 5%
BOPARAN FINANCE PLC Europe Y 10 6.3 5,000,000 2 > 95%
BORGWARNER INC. Americas 2 0.7 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION Americas Y 10 6.0 7,500,000 1 < 5%
BOUYGUES Europe Y 11 6.3 5,000,000 1 > 95%
BOYD GAMING CORPORATION Americas Y 6 4.3 2,500,000 1 < 5%
BP P.L.C. Europe Y 10 7.7 12,500,000 2 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. Europe Y 4 1.7 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 9 5.7 5,000,000 1 < 5%
BRITISH AIRWAYS PLC Europe Y 7 3.3 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe Y 9 6.0 10,000,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 11 8.7 15,000,000 3 > 95%
BRUSH HOLDINGS LIMITED Europe 1 0.3 2,500,000 0 > 95%
CA, INC. Americas Y 5 2.3 2,500,000 0 < 5%
CABLE & WIRELESS LIMITED Europe Y 5 2.7 2,500,000 0 > 95%
CAIXA GERAL DE DEPOSITOS S.A. Europe 1 0.3 2,500,000 0 > 95%
CALIFORNIA RESOURCES CORPORATION Americas Y 3 1.3 2,500,000 0 25-75%
CALPINE CORPORATION Americas Y 7 5.3 7,500,000 2 < 5%
CAMPBELL SOUP COMPANY Americas Y 10 8.7 12,500,000 3 < 5%
CANADIAN NATIONAL RAILWAY COMPANY Americas 0 0.0 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 10 6.7 7,500,000 2 < 5%
CAPGEMINI Europe 5 2.0 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 9 3.7 2,500,000 0 < 5%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 3 1.0 2,500,000 0 < 5%
CAPITALAND LIMITED Asia Ex-Japan Y 6 4.0 2,500,000 0 > 95%
CARDINAL HEALTH, INC. Americas Y 9 7.7 12,500,000 2 < 5%
CARE UK HEALTH & SOCIAL CARE PLC Europe Y 4 2.7 2,500,000 0 > 95%
CARLSBERG BREWERIES A/S Europe Y 8 5.0 5,000,000 1 > 95%
CARNIVAL CORPORATION Americas Y 9 5.3 2,500,000 1 < 5%
CARREFOUR Europe Y 11 9.0 20,000,000 6 > 95%
CASINO GUICHARD-PERRACHON Europe Y 10 9.0 50,000,000 13 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas 3 2.0 2,500,000 0 < 5%
CATERPILLAR INC. Americas Y 10 8.7 12,500,000 2 < 5%
CBS CORPORATION Americas Y 11 8.0 10,000,000 2 < 5%
CCO HOLDINGS, LLC Americas Y 7 5.3 5,000,000 1 < 5%
CECONOMY AG Europe Y 9 5.3 5,000,000 1 > 95%
CELLNEX TELECOM, S.A. Europe Y 5 2.7 2,500,000 0 > 95%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas Y 3 1.3 2,500,000 0 > 95%
CENTRICA PLC Europe Y 11 7.7 12,500,000 2 > 95%
CENTURYLINK, INC. Americas Y 12 9.3 25,000,000 7 < 5%
CERVED GROUP S.P.A. Europe Y 3 1.0 2,500,000 0 > 95%
CHESAPEAKE ENERGY CORPORATION Americas Y 9 8.0 12,500,000 5 < 5%
CHEVRON CORPORATION Americas 4 1.7 2,500,000 0 < 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 10,000,000 1 > 95%
CHORUS LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
CHUBB INA HOLDINGS INC. Americas 3 1.0 2,500,000 0 < 5%
CHUBB LIMITED Americas Y 4 1.7 2,500,000 0 < 5%
CIGNA CORPORATION Americas Y 4 1.3 2,500,000 0 < 5%
CISCO SYSTEMS, INC. Americas Y 6 2.3 2,500,000 0 < 5%
CIT GROUP INC. Americas Y 8 5.0 5,000,000 1 < 5%
CITIGROUP INC. Americas Y 8 6.0 15,000,000 2 < 5%
CITY OF CHICAGO Americas Y 0 0.0 2,500,000 0 > 95%
CLARIANT AG Europe Y 6 3.3 5,000,000 1 > 95%
CMA CGM Europe Y 10 8.3 10,000,000 3 > 95%
CNH INDUSTRIAL N.V. Europe Y 11 8.0 10,000,000 4 > 95%
CNOOC LIMITED Asia Ex-Japan Y 4 2.0 2,500,000 0 > 95%
COLGATE-PALMOLIVE COMPANY Americas 1 0.3 2,500,000 0 < 5%
COMCAST CORPORATION Americas Y 8 6.3 10,000,000 1 < 5%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 11 9.7 50,000,000 6 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 10 7.3 25,000,000 3 > 95%
COMMONWEALTH OF AUSTRALIA Australia NZ Y 10 5.7 15,000,000 1 > 95%
COMMONWEALTH OF PENNSYLVANIA Americas Y 2 0.7 2,500,000 0 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas Y 10 5.3 10,000,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe Y 10 7.3 12,500,000 3 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA Europe Y 8 5.7 5,000,000 1 > 95%
COMPASS GROUP PLC Europe Y 7 3.0 2,500,000 0 > 95%
CONAGRA BRANDS, INC. Americas Y 10 6.7 10,000,000 2 < 5%
CONOCOPHILLIPS Americas Y 11 6.7 7,500,000 1 5-25%
CONSTELLATION BRANDS, INC. Americas Y 3 1.3 2,500,000 0 < 5%
CONSTELLIUM N.V. Europe Y 6 3.3 2,500,000 0 > 95%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 10 6.0 7,500,000 1 > 95%
CONVATEC HEALTHCARE E S.A. Europe Y 6 3.0 2,500,000 0 > 95%
COOEPERATIEVE RABOBANK U.A. Europe Y 8 6.3 5,000,000 1 > 95%
COOPER TIRE & RUBBER COMPANY Americas Y 8 6.0 5,000,000 1 < 5%
COX COMMUNICATIONS, INC. Americas Y 9 5.0 5,000,000 1 < 5%
CREDIT AGRICOLE SA Europe Y 11 9.0 20,000,000 6 > 95%
CREDIT SUISSE GROUP AG Europe Y 10 6.7 25,000,000 3 > 95%
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL Europe 1 0.3 2,500,000 0 > 95%
CROWN RESORTS LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
CSC HOLDINGS, LLC Americas Y 11 7.0 5,000,000 1 < 5%
CSR LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
CSX CORPORATION Americas Y 9 5.0 7,500,000 1 < 5%
CVS HEALTH CORPORATION Americas Y 10 7.3 25,000,000 3 < 5%
CZECH REPUBLIC Europe Y 1 0.3 2,500,000 0 > 95%
D.R. HORTON, INC. Americas Y 8 5.0 5,000,000 1 < 5%
DAIMLER AG Europe Y 13 10.3 50,000,000 6 > 95%
DANONE Europe Y 9 5.0 5,000,000 1 > 95%
DANSKE BANK A/S Europe Y 10 6.7 7,500,000 2 > 95%
DARDEN RESTAURANTS, INC. Americas Y 10 7.0 10,000,000 1 < 5%
DAVITA INC. Americas Y 4 1.7 2,500,000 0 < 5%
DBS BANK LTD. Asia Ex-Japan Y 6 3.3 2,500,000 0 > 95%
DDR CORP. Americas 1 0.7 2,500,000 0 < 5%
DEAN FOODS COMPANY Americas Y 8 5.7 5,000,000 2 < 5%
DEERE & COMPANY Americas Y 9 7.0 10,000,000 2 5-25%
DELL INC. Americas Y 10 7.3 10,000,000 2 < 5%
DELTA AIR LINES, INC. Americas Y 5 3.0 2,500,000 0 < 5%
DELUXE CORPORATION Americas Y 1 0.3 2,500,000 0 < 5%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 11 10.3 75,000,000 11 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 6 4.0 7,500,000 1 > 95%
DEUTSCHE POST AG Europe Y 4 1.7 2,500,000 0 > 95%
DEUTSCHE TELEKOM AG Europe Y 12 6.7 10,000,000 2 > 95%
DEVON ENERGY CORPORATION Americas Y 11 7.3 10,000,000 2 < 5%
DIAGEO PLC Europe Y 10 6.3 10,000,000 2 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas Y 7 5.0 7,500,000 2 < 5%
DILLARD'S, INC. Americas Y 5 2.3 2,500,000 0 < 5%
DISH DBS CORPORATION Americas Y 13 10.0 50,000,000 8 < 5%
DIXONS RETAIL GROUP LIMITED Europe 3 1.0 2,500,000 0 > 95%
DMG MORI CO., LTD. Japan 0 0.0 2,500,000 0 > 95%
DNB BANK ASA Europe 3 1.0 2,500,000 0 > 95%
DOMINION ENERGY, INC. Americas Y 7 2.3 2,500,000 0 < 5%
DOMTAR CORPORATION Americas Y 9 6.0 7,500,000 1 < 5%
DP WORLD LIMITED Europe Y 1 0.3 2,500,000 0 > 95%
DRY MIX SOLUTIONS INVESTISSEMENTS Europe Y 2 0.7 2,500,000 0 > 95%
DUBAI Europe Y 3 1.7 2,500,000 0 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 7 2.7 2,500,000 0 < 5%
DUKE REALTY LIMITED PARTNERSHIP Americas 2 0.7 2,500,000 0 < 5%
DXC TECHNOLOGY COMPANY Americas Y 10 6.0 5,000,000 1 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 9 6.3 5,000,000 1 < 5%
E.ON SE Europe Y 9 5.0 2,500,000 1 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 9 6.0 7,500,000 1 < 5%
EATON CORPORATION Americas 1 0.3 2,500,000 0 < 5%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 9 4.7 2,500,000 1 > 95%
EDP FINANCE B.V. Europe Y 8 5.0 2,500,000 0 > 95%
EILEME 2 AB (PUBL) Europe Y 2 1.0 2,500,000 0 > 95%
ELECTRICITE DE FRANCE Europe Y 12 8.7 20,000,000 2 > 95%
ELIS Europe Y 5 1.7 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 0 0.0 2,500,000 0 < 5%
ENBRIDGE INC. Americas Y 11 9.3 12,500,000 2 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe Y 5 2.3 2,500,000 0 > 95%
ENCANA CORPORATION Americas Y 10 5.7 7,500,000 1 < 5%
ENDESA, S.A. Europe Y 2 0.7 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 10 8.3 22,500,000 4 > 95%
ENERGY TRANSFER EQUITY, L.P. Americas Y 4 1.3 2,500,000 0 < 5%
ENERGY TRANSFER PARTNERS, L.P. Americas Y 10 5.7 5,000,000 2 < 5%
ENGIE Europe Y 8 4.7 5,000,000 1 > 95%
ENI S.P.A. Europe Y 9 6.0 10,000,000 2 > 95%
ENTERPRISE PRODUCTS OPERATING LLC Americas 2 0.7 2,500,000 0 < 5%
EQUINOR ASA Europe 9 4.3 5,000,000 1 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 8 4.3 5,000,000 0 < 5%
ERSTE GROUP BANK AG Europe 2 0.7 2,500,000 0 > 95%
ESKOM HOLDINGS SOC LIMITED Europe Y 4 2.0 2,500,000 0 > 95%
EVONIK DEGUSSA GMBH Europe Y 2 0.7 2,500,000 0 > 95%
EVRAZ GROUP S.A. Europe Y 1 0.3 2,500,000 0 > 95%
EXELON CORPORATION Americas Y 7 2.7 2,500,000 0 < 5%
EXELON GENERATION COMPANY, LLC Americas 4 2.0 2,500,000 0 < 5%
EXPEDIA GROUP, INC. Americas 9 7.3 7,500,000 2 < 5%
EXPERIAN FINANCE PLC Europe Y 7 3.0 2,500,000 1 > 95%
EXPORT-IMPORT BANK OF INDIA Asia Ex-Japan Y 5 3.0 2,500,000 0 > 95%
FCE BANK PLC Europe Y 1 0.3 2,500,000 0 > 95%
FEDERAL REPUBLIC OF GERMANY Europe Y 8 3.7 10,000,000 0 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Americas Y 13 11.7 800,000,000 104 > 95%
FEDEX CORPORATION Americas 2 0.7 2,500,000 0 < 5%
FIAT CHRYSLER AUTOMOBILES N.V. Europe Y 10 9.0 20,000,000 5 > 95%
FINANCIERE QUICK Europe Y 3 1.0 2,500,000 0 > 95%
FIRST DATA CORPORATION Americas Y 12 6.7 7,500,000 2 < 5%
FIRSTENERGY CORP. Americas Y 7 3.7 5,000,000 1 < 5%
FIS DATA SYSTEMS INC. Americas 1 0.3 2,500,000 0 < 5%
FORD MOTOR COMPANY Americas Y 10 8.7 50,000,000 13 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas 9 6.3 10,000,000 2 < 5%
FORTUM OYJ Europe Y 8 4.7 7,500,000 1 > 95%
FOSTER'S GROUP PTY LTD Australia NZ Y 1 0.3 2,500,000 0 > 95%
FREEPORT-MCMORAN INC. Americas Y 11 10.0 25,000,000 8 < 5%
FRENCH REPUBLIC Europe Y 9 5.0 20,000,000 1 > 95%
FRESENIUS SE & CO. KGAA Europe Y 2 0.7 2,500,000 0 > 95%
FRONERI INTERNATIONAL PLC Europe 3 1.0 2,500,000 0 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 10 7.7 15,000,000 6 < 5%
FUJITSU LIMITED Japan Y 3 1.7 2,500,000 0 > 95%
GALAPAGOS HOLDING S.A. Europe Y 8 5.3 2,500,000 1 > 95%
GALP ENERGIA, SGPS, S.A. Europe Y 9 5.3 5,000,000 1 > 95%
GARFUNKELUX HOLDCO 2 S.A. Europe Y 7 5.0 5,000,000 2 > 95%
GATX CORPORATION Americas Y 2 0.7 2,500,000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY Europe Y 9 5.7 7,500,000 1 > 95%
GECINA Europe Y 3 1.0 2,500,000 0 > 95%
GENERAL ELECTRIC COMPANY Americas Y 12 9.7 50,000,000 4 < 5%
GENERAL MILLS, INC. Americas Y 9 6.3 7,500,000 1 < 5%
GENERAL MOTORS COMPANY Americas Y 10 8.3 22,500,000 6 < 5%
GENWORTH HOLDINGS, INC. Americas Y 8 5.3 5,000,000 2 < 5%
GLAXOSMITHKLINE PLC Europe Y 4 3.0 2,500,000 0 > 95%
GLENCORE INTERNATIONAL AG Europe Y 11 10.3 50,000,000 10 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 2 1.0 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 3 1.3 2,500,000 0 > 95%
HALLIBURTON COMPANY Americas Y 10 6.7 7,500,000 1 < 5%
HAMMERSON PLC Europe Y 5 1.7 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 2 1.0 2,500,000 0 > 95%
HANNOVER RUECK SE Europe Y 11 7.0 7,500,000 1 > 95%
HANSON LIMITED Europe 1 0.3 2,500,000 0 > 95%
HAPAG-LLOYD AKTIENGESELLSCHAFT Europe Y 5 2.7 2,500,000 1 > 95%
HASBRO, INC. Americas Y 2 0.7 2,500,000 0 < 5%
HAVAS Europe Y 1 0.3 2,500,000 0 > 95%
HCA INC. Americas Y 11 8.7 10,000,000 3 < 5%
HCP, INC. Americas 1 0.3 2,500,000 0 < 5%
HD SUPPLY, INC. Americas Y 2 0.7 2,500,000 0 < 5%
HEATHROW FUNDING LIMITED Europe 5 2.7 5,000,000 0 > 95%
HEIDELBERGCEMENT AG Europe Y 10 7.7 12,500,000 4 > 95%
HEINEKEN N.V. Europe Y 8 5.3 5,000,000 1 > 95%
HELLENIC REPUBLIC Europe Y 11 6.7 7,500,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe Y 8 3.3 2,500,000 0 > 95%
HEMA BONDCO I B.V. Europe Y 7 6.3 5,000,000 2 > 95%
HENKEL AG & CO. KGAA Europe Y 6 2.7 2,500,000 0 > 95%
HESS CORPORATION Americas Y 11 8.0 10,000,000 2 < 5%
HITACHI, LTD. Japan Y 5 2.3 2,500,000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT Europe Y 6 2.0 2,500,000 0 > 95%
HONDA MOTOR CO., LTD. Japan Y 5 2.3 2,500,000 0 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 9 5.3 10,000,000 1 < 5%
HONG KONG SPECIAL ADMINISTRATIVE REGION Asia Ex-Japan Y 0 0.0 2,500,000 0 > 95%
HOST HOTELS & RESORTS, L.P. Americas Y 7 3.3 5,000,000 1 < 5%
HP INC. Americas Y 10 8.3 15,000,000 2 5-25%
HSBC BANK PLC Europe Y 9 6.7 17,500,000 2 > 95%
HSBC HOLDINGS PLC Europe Y 10 8.3 15,000,000 4 > 95%
HUMANA INC. Americas 0 0.0 2,500,000 0 < 5%
HUNGARY Europe Y 3 1.0 2,500,000 0 > 95%
HUNTSMAN INTERNATIONAL LLC Americas Y 3 1.7 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan Y 7 3.7 2,500,000 0 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan Y 6 3.3 5,000,000 1 > 95%
IBERDROLA, S.A. Europe Y 11 7.0 17,500,000 2 > 95%
ICELAND BONDCO PLC Europe Y 7 4.3 2,500,000 1 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 8 3.7 2,500,000 1 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 5 2.0 2,500,000 0 > 95%
IMPERIAL BRANDS PLC Europe Y 10 7.0 7,500,000 2 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED Asia Ex-Japan Y 7 5.3 10,000,000 1 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 6 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 7 5.7 7,500,000 2 > 95%
ING BANK N.V. Europe Y 7 3.3 5,000,000 0 > 95%
ING GROEP N.V. Europe Y 8 5.3 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 8 4.3 2,500,000 0 < 5%
INNOGY SE Europe Y 9 4.7 7,500,000 1 > 95%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 10 7.3 10,000,000 1 < 5%
INTERNATIONAL GAME TECHNOLOGY PLC Europe Y 4 3.0 2,500,000 1 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 10 6.7 7,500,000 1 < 5%
INTERNATIONAL PAPER COMPANY Americas Y 10 5.3 7,500,000 1 < 5%
INTESA SANPAOLO SPA Europe Y 14 11.7 75,000,000 10 > 95%
INTRUM AB Europe 7 6.3 7,500,000 4 > 95%
INVESTOR AKTIEBOLAG Europe Y 1 0.3 2,500,000 0 > 95%
IRELAND Europe Y 7 3.7 5,000,000 0 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 3 1.3 2,500,000 0 < 5%
ISTAR INC. Americas Y 7 3.3 2,500,000 0 < 5%
ITOCHU CORPORATION Japan Y 4 2.0 5,000,000 0 > 95%
ITV PLC Europe Y 9 6.0 5,000,000 2 > 95%
J SAINSBURY PLC Europe Y 10 8.3 7,500,000 1 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 10 9.0 50,000,000 25 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC Europe Y 13 10.3 22,500,000 8 > 95%
JAPAN Japan Y 7 4.3 15,000,000 1 > 95%
JAPAN TOBACCO INC. Japan Y 4 2.0 2,500,000 0 > 95%
JEMENA LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
JETBLUE AIRWAYS CORPORATION Americas 1 0.3 2,500,000 0 < 5%
JFE HOLDINGS, INC. Japan Y 8 5.0 10,000,000 2 > 95%
JOHNSON & JOHNSON Americas Y 7 3.0 5,000,000 0 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY Americas Y 8 4.7 2,500,000 1 < 5%
JPMORGAN CHASE & CO. Americas 8 6.0 22,500,000 2 < 5%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 7 5.3 10,000,000 2 < 5%
KAJIMA CORPORATION Japan Y 5 2.3 2,500,000 0 > 95%
KATE SPADE & COMPANY Americas 2 0.7 2,500,000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 7 3.7 5,000,000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. Japan Y 6 3.7 2,500,000 1 > 95%
KB HOME Americas Y 11 11.0 12,500,000 6 < 5%
KEB HANA BANK Asia Ex-Japan Y 3 1.7 2,500,000 0 > 95%
KELLOGG COMPANY Americas 3 1.0 2,500,000 0 < 5%
KERING Europe Y 9 6.7 7,500,000 1 > 95%
KIMCO REALTY CORPORATION Americas 4 1.3 2,500,000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 6 3.3 2,500,000 0 < 5%
KINDER MORGAN, INC. Americas Y 10 7.0 7,500,000 1 < 5%
KINGDOM OF BAHRAIN Europe 8 6.0 5,000,000 1 > 95%
KINGDOM OF BELGIUM Europe Y 8 3.3 5,000,000 0 > 95%
KINGDOM OF DENMARK Europe Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF MOROCCO Europe Y 2 0.7 2,500,000 0 > 95%
KINGDOM OF NORWAY Europe Y 3 1.0 5,000,000 0 > 95%
KINGDOM OF SAUDI ARABIA Europe Y 12 10.0 50,000,000 4 > 95%
KINGDOM OF SPAIN Europe Y 12 9.0 75,000,000 3 > 95%
KINGDOM OF SWEDEN Europe Y 0 0.0 2,500,000 0 > 95%
KINGDOM OF THAILAND Asia Ex-Japan Y 10 8.0 15,000,000 3 > 95%
KINGDOM OF THE NETHERLANDS Europe Y 4 1.7 2,500,000 0 > 95%
KINGFISHER PLC Europe Y 5 2.7 2,500,000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. Japan Y 4 2.0 2,500,000 0 > 95%
KOBE STEEL, LTD. Japan Y 10 8.3 12,500,000 4 > 95%
KOHL'S CORPORATION Americas Y 12 8.3 22,500,000 3 < 5%
KOMATSU LTD. Japan Y 3 1.7 2,500,000 0 > 95%
KONINKLIJKE AHOLD DELHAIZE N.V. Europe Y 9 4.0 5,000,000 1 > 95%
KONINKLIJKE DSM N.V. Europe Y 9 4.0 5,000,000 1 > 95%
KONINKLIJKE KPN N.V. Europe Y 11 7.7 7,500,000 2 > 95%
KONINKLIJKE PHILIPS N.V. Europe Y 6 3.3 2,500,000 1 > 95%
KOOKMIN BANK Asia Ex-Japan Y 5 3.0 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 3 1.3 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 7.7 12,500,000 2 < 5%
KT CORPORATION Asia Ex-Japan Y 3 1.3 2,500,000 0 > 95%
L BRANDS, INC. Americas Y 11 9.3 50,000,000 8 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 4 2.0 2,500,000 0 > 95%
LADBROKES CORAL GROUP LIMITED Europe 7 4.7 2,500,000 1 > 95%
LAFARGE Europe Y 1 0.3 2,500,000 0 > 95%
LAFARGEHOLCIM LTD Europe Y 11 9.3 17,500,000 6 > 95%
LAMB WESTON HOLDINGS, INC. Americas 5 2.7 2,500,000 0 < 5%
LANXESS AKTIENGESELLSCHAFT Europe Y 10 6.0 10,000,000 3 > 95%
LEBANESE REPUBLIC Europe Y 11 9.3 7,500,000 3 > 95%
LEGAL & GENERAL GROUP PLC Europe Y 1 0.3 2,500,000 0 > 95%
LENDLEASE CORPORATION LIMITED Australia NZ Y 2 1.0 2,500,000 0 > 95%
LENNAR CORPORATION Americas Y 11 10.0 15,000,000 6 < 5%
LEONARDO SOCIETA' PER AZIONI Europe Y 10 8.0 10,000,000 3 > 95%
LEVEL 3 PARENT, LLC Americas 4 2.0 2,500,000 0 < 5%
LEVI STRAUSS & CO. Americas Y 3 1.0 2,500,000 0 < 5%
LEXMARK INTERNATIONAL, INC. Americas 1 0.3 2,500,000 0 < 5%
LIBERTY INTERACTIVE LLC Americas Y 6 3.3 2,500,000 1 < 5%
LINCOLN NATIONAL CORPORATION Americas Y 9 7.0 10,000,000 1 < 5%
LINDE AKTIENGESELLSCHAFT Europe Y 6 2.7 2,500,000 0 > 95%
LLOYDS BANK PLC Europe Y 8 5.0 7,500,000 1 > 95%
LLOYDS BANKING GROUP PLC Europe Y 11 9.0 50,000,000 5 > 95%
LOCK LOWER HOLDING AS Europe Y 1 0.7 2,500,000 0 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 7 5.0 5,000,000 1 < 5%
LOEWS CORPORATION Americas Y 7 4.0 5,000,000 0 < 5%
LOUIS DREYFUS COMPANY B.V. Europe Y 8 4.3 2,500,000 1 > 95%
LOUISIANA-PACIFIC CORPORATION Americas Y 3 1.0 2,500,000 0 < 5%
LOWE'S COMPANIES, INC. Americas Y 8 5.0 2,500,000 1 < 5%
LOXAM Europe Y 6 4.3 2,500,000 1 > 95%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 8 4.0 2,500,000 1 > 95%
M.D.C. HOLDINGS, INC. Americas Y 11 7.7 10,000,000 3 < 5%
MACQUARIE BANK LIMITED Australia NZ Y 6 3.3 5,000,000 0 > 95%
MACY'S, INC. Americas Y 12 10.0 22,500,000 5 < 5%
MALAYSIA Asia Ex-Japan Y 12 11.0 200,000,000 24 > 95%
MARATHON OIL CORPORATION Americas 2 1.7 2,500,000 0 < 5%
MARKS AND SPENCER P.L.C. Europe Y 11 9.3 15,000,000 4 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 10 5.0 2,500,000 1 < 5%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 8 4.7 2,500,000 1 < 5%
MARUBENI CORPORATION Japan Y 6 3.0 10,000,000 1 > 95%
MASCO CORPORATION Americas Y 4 1.7 2,500,000 0 < 5%
MATALAN FINANCE PLC Europe Y 7 5.3 2,500,000 1 > 95%
MATTEL, INC. Americas 5 3.0 2,500,000 0 < 5%
MATTERHORN TELECOM HOLDING S.A. Europe Y 8 5.7 5,000,000 1 > 95%
MBIA INC. Americas Y 9 6.3 10,000,000 3 < 5%
MBIA INSURANCE CORPORATION Americas Y 4 3.0 2,500,000 1 < 5%
MCDONALD'S CORPORATION Americas Y 7 3.7 7,500,000 1 < 5%
MCKESSON CORPORATION Americas Y 11 8.0 10,000,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe Y 10 8.3 12,500,000 2 > 95%
MELIA HOTELS INTERNATIONAL, S.A. Europe Y 6 2.7 2,500,000 0 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe 1 0.3 2,500,000 0 > 95%
MERITOR, INC. Americas Y 4 4.0 5,000,000 1 < 5%
METLIFE, INC. Americas Y 11 7.7 12,500,000 2 < 5%
METSA BOARD CORPORATION Europe Y 8 4.3 2,500,000 1 > 95%
MGIC INVESTMENT CORPORATION Americas Y 8 5.3 5,000,000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP Americas 3 1.3 2,500,000 0 < 5%
MGM RESORTS INTERNATIONAL Americas Y 8 5.3 7,500,000 2 < 5%
MICROSOFT CORPORATION Americas 1 0.3 2,500,000 0 < 5%
MITSUBISHI CORPORATION Japan Y 3 1.3 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 4 2.3 2,500,000 0 > 95%
MITSUI & CO., LTD. Japan Y 5 2.0 2,500,000 0 > 95%
MITSUI CHEMICALS, INC. Japan Y 4 2.3 2,500,000 0 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 10 7.3 10,000,000 2 > 95%
MIZUHO BANK, LTD. Japan Y 1 0.3 2,500,000 0 > 95%
MONDELEZ INTERNATIONAL, INC. Americas Y 8 6.0 5,000,000 1 < 5%
MONITCHEM HOLDCO 3 S.A. Europe Y 7 3.7 2,500,000 0 > 95%
MORGAN STANLEY Americas Y 9 8.0 17,500,000 3 < 5%
MOTOROLA SOLUTIONS, INC. Americas Y 11 8.3 15,000,000 2 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 10 7.3 10,000,000 2 > 95%
MUFG BANK, LTD. Japan 3 1.7 5,000,000 0 > 95%
MURPHY OIL CORPORATION Americas Y 5 3.7 2,500,000 0 < 5%
NABORS INDUSTRIES, INC. Americas Y 10 8.3 15,000,000 4 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 9 7.3 20,000,000 2 > 95%
NATIONAL GRID PLC Europe Y 8 6.7 7,500,000 1 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 9 4.7 2,500,000 1 5-25%
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY Europe 6 3.7 5,000,000 1 > 95%
NATIONWIDE BUILDING SOCIETY Europe Y 1 0.3 2,500,000 0 > 95%
NATURGY ENERGY GROUP, S.A. Europe 12 9.3 17,500,000 2 > 95%
NATWEST MARKETS PLC Europe 9 5.7 12,500,000 2 > 95%
NAVIENT CORPORATION Americas Y 9 8.3 10,000,000 2 < 5%
NEC CORPORATION Japan Y 6 2.7 2,500,000 0 > 95%
NESTLE S.A. Europe Y 6 3.0 2,500,000 1 > 95%
NEW ALBERTSONS L.P. Americas Y 9 5.3 5,000,000 1 < 5%
NEW LOOK BONDCO I LIMITED Europe 2 0.7 2,500,000 0 > 95%
NEW LOOK SENIOR ISSUER PLC Europe Y 7 4.7 2,500,000 1 > 95%
NEWELL BRANDS INC. Americas Y 9 8.3 15,000,000 2 < 5%
NEWMONT MINING CORPORATION Americas Y 9 6.7 10,000,000 3 < 5%
NEXT PLC Europe Y 11 7.7 12,500,000 3 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas 0 0.0 2,500,000 0 > 95%
NIPPON PAPER INDUSTRIES CO.,LTD. Japan Y 8 5.0 7,500,000 1 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION Japan Y 9 5.3 10,000,000 2 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 8 5.3 10,000,000 2 > 95%
NISSAN MOTOR CO., LTD. Japan Y 5 3.0 7,500,000 1 > 95%
NN GROUP N.V. Europe 0 0.0 2,500,000 0 > 95%
NOBLE ENERGY, INC. Americas 1 0.3 2,500,000 0 < 5%
NOKIA OYJ Europe Y 8 5.0 7,500,000 2 > 95%
NOMURA HOLDINGS, INC. Japan Y 1 0.3 2,500,000 0 > 95%
NORBORD INC. Americas Y 1 0.3 2,500,000 0 < 5%
NORDEA BANK AB Europe 5 1.7 2,500,000 0 > 95%
NORDSTROM, INC. Americas Y 10 8.7 25,000,000 5 < 5%
NORFOLK SOUTHERN CORPORATION Americas Y 8 5.3 5,000,000 1 < 5%
NORTHROP GRUMMAN CORPORATION Americas Y 9 4.7 5,000,000 1 < 5%
NOVA CHEMICALS CORPORATION Americas Y 6 2.7 2,500,000 0 < 5%
NOVAFIVES Europe Y 7 5.7 5,000,000 2 > 95%
NOVARTIS AG Europe 2 0.7 2,500,000 0 > 95%
NOVO BANCO, S.A. Europe 1 0.3 2,500,000 0 > 95%
NRG ENERGY, INC. Americas Y 9 6.3 7,500,000 2 < 5%
NUCOR CORPORATION Americas 1 0.3 2,500,000 0 < 5%
NXP B.V. Europe Y 2 1.0 2,500,000 0 > 95%
NXP USA, INC. Americas 1 0.3 2,500,000 0 < 5%
OBAYASHI CORPORATION Japan Y 2 1.0 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas 3 1.0 2,500,000 0 < 5%
OFFICE DEPOT, INC. Americas 1 0.3 2,500,000 0 < 5%
OJI HOLDINGS CORPORATION Japan Y 7 3.3 2,500,000 0 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe Y 5 2.3 2,500,000 0 > 95%
OLIN CORPORATION Americas Y 7 5.0 2,500,000 1 < 5%
OMNICOM GROUP INC. Americas Y 8 6.0 5,000,000 1 < 5%
ONEOK, INC. Americas Y 2 0.7 2,500,000 0 < 5%
ORACLE CORPORATION Americas 1 0.3 2,500,000 0 < 5%
ORANGE Europe Y 10 6.0 7,500,000 1 > 95%
ORIENTAL REPUBLIC OF URUGUAY Americas Y 1 0.3 2,500,000 0 > 95%
ORIX CORPORATION Japan Y 3 2.0 2,500,000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 6 3.0 2,500,000 0 > 95%
OWENS CORNING Americas 1 0.3 2,500,000 0 < 5%
OWENS-ILLINOIS, INC. Americas Y 5 1.7 2,500,000 0 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas 1 0.3 2,500,000 0 < 5%
PACKAGING CORPORATION OF AMERICA Americas Y 7 2.3 2,500,000 0 < 5%
PACTIV LLC Americas Y 7 3.3 5,000,000 0 < 5%
PANASONIC CORPORATION Japan Y 3 2.0 2,500,000 1 > 95%
PARKER DRILLING COMPANY Americas Y 7 3.3 2,500,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan Y 3 1.7 2,500,000 0 > 95%
PEARSON PLC Europe Y 8 5.0 10,000,000 2 > 95%
PEOPLE'S REPUBLIC OF CHINA Asia Ex-Japan Y 14 12.7 425,000,000 38 > 95%
PEPSICO, INC. Americas 1 0.3 2,500,000 0 < 5%
PERNOD RICARD Europe Y 9 5.3 7,500,000 1 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas Y 11 9.0 50,000,000 9 > 95%
PETROLEOS MEXICANOS Americas Y 12 10.7 50,000,000 9 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan Y 5 2.7 2,500,000 0 > 95%
PEUGEOT SA Europe Y 10 7.3 12,500,000 3 > 95%
PFIZER INC. Americas Y 9 4.7 5,000,000 1 < 5%
PHH CORPORATION Americas Y 4 1.3 2,500,000 0 < 5%
PIONEER NATURAL RESOURCES COMPANY Americas Y 2 0.7 2,500,000 0 < 5%
PITNEY BOWES INC. Americas Y 10 7.7 12,500,000 4 < 5%
PIZZAEXPRESS FINANCING 1 PLC Europe Y 8 5.0 2,500,000 1 > 95%
PLAY FINANCE 1 S.A. Europe Y 3 1.0 2,500,000 0 > 95%
POLYONE CORPORATION Americas Y 4 1.7 2,500,000 0 25-75%
PORSCHE AUTOMOBIL HOLDING SE Europe Y 1 0.3 2,500,000 0 > 95%
PORTUGUESE REPUBLIC Europe Y 11 6.3 12,500,000 2 > 95%
POSCO Asia Ex-Japan Y 7 4.0 7,500,000 1 > 95%
POSTNL N.V. Europe Y 5 2.7 5,000,000 1 > 95%
PREMIER FOODS FINANCE PLC Europe Y 7 5.0 5,000,000 2 > 95%
PROLOGIS, L.P. Americas 4 1.3 2,500,000 0 < 5%
PROSIEBENSAT.1 MEDIA SE Europe 1 0.3 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL, INC. Americas Y 9 6.3 7,500,000 1 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe Y 10 8.7 7,500,000 1 > 95%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" Europe Y 1 0.3 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 2.7 2,500,000 0 > 95%
PUBLICIS GROUPE SA Europe Y 8 4.7 5,000,000 1 > 95%
PULTEGROUP, INC. Americas Y 10 9.0 10,000,000 4 < 5%
QANTAS AIRWAYS LIMITED Australia NZ Y 8 5.7 5,000,000 1 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 3 1.7 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 9 5.7 5,000,000 1 < 5%
QWEST CAPITAL FUNDING, INC. Americas Y 2 0.7 2,500,000 0 < 5%
R.R. DONNELLEY & SONS COMPANY Americas Y 11 7.7 17,500,000 8 < 5%
RADIAN GROUP INC. Americas Y 9 6.3 7,500,000 1 < 5%
RAIFFEISEN BANK INTERNATIONAL AG Europe 1 0.3 2,500,000 0 > 95%
RAKUTEN, INC. Japan 4 2.3 2,500,000 0 > 95%
RALLYE Europe Y 13 10.3 50,000,000 32 > 95%
RAYTHEON COMPANY Americas Y 7 5.3 2,500,000 1 < 5%
REALOGY GROUP LLC Americas Y 6 4.7 2,500,000 1 < 5%
RECKITT BENCKISER GROUP PLC Europe 2 0.7 2,500,000 0 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 7 4.7 2,500,000 1 > 95%
RELX PLC Europe Y 6 2.7 5,000,000 1 > 95%
RENAULT Europe Y 10 8.0 20,000,000 4 > 95%
RENTOKIL INITIAL PLC Europe Y 2 1.7 2,500,000 0 > 95%
REPSOL, S.A. Europe Y 10 7.7 10,000,000 1 > 95%
REPUBLIC OF AUSTRIA Europe Y 3 1.0 2,500,000 0 > 95%
REPUBLIC OF BULGARIA Europe Y 1 0.3 2,500,000 0 > 95%
REPUBLIC OF CHILE Americas Y 11 10.0 75,000,000 7 > 95%
REPUBLIC OF COLOMBIA Americas Y 12 10.7 175,000,000 23 > 95%
REPUBLIC OF CROATIA Europe Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF FINLAND Europe Y 4 1.3 2,500,000 0 > 95%
REPUBLIC OF INDONESIA Asia Ex-Japan Y 12 11.3 375,000,000 45 > 95%
REPUBLIC OF ITALY Europe Y 14 13.0 250,000,000 12 > 95%
REPUBLIC OF KAZAKHSTAN Europe Y 3 1.0 2,500,000 0 > 95%
REPUBLIC OF KOREA Asia Ex-Japan Y 14 12.3 275,000,000 21 > 95%
REPUBLIC OF LATVIA Europe Y 1 0.7 2,500,000 0 > 95%
REPUBLIC OF LITHUANIA Europe Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF PANAMA Americas Y 10 8.3 10,000,000 2 > 95%
REPUBLIC OF PERU Americas Y 11 10.0 50,000,000 5 > 95%
REPUBLIC OF POLAND Europe Y 2 1.3 2,500,000 0 > 95%
REPUBLIC OF SERBIA Europe Y 0 0.0 2,500,000 0 > 95%
REPUBLIC OF SLOVENIA Europe Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF SOUTH AFRICA Europe Y 12 11.7 425,000,000 63 > 95%
REPUBLIC OF THE PHILIPPINES Asia Ex-Japan Y 11 10.0 100,000,000 11 > 95%
REPUBLIC OF TURKEY Europe Y 14 13.0 800,000,000 120 > 95%
REXEL Europe Y 9 6.3 2,500,000 1 > 95%
REYNOLDS AMERICAN INC. Americas Y 6 2.0 2,500,000 0 < 5%
RICOH COMPANY, LTD. Japan Y 6 3.0 2,500,000 0 > 95%
RIO TINTO LIMITED Australia NZ Y 8 6.0 12,500,000 2 > 95%
RITE AID CORPORATION Americas Y 10 9.0 22,500,000 8 < 5%
ROLLS-ROYCE PLC Europe Y 14 10.7 50,000,000 5 > 95%
ROMANIA Europe Y 4 1.3 5,000,000 0 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 8 6.0 7,500,000 2 < 5%
ROYAL DUTCH SHELL PLC Europe Y 11 8.3 12,500,000 1 > 95%
RUSSIAN FEDERATION Europe Y 13 11.3 350,000,000 39 > 95%
RYDER SYSTEM, INC. Americas Y 9 6.7 7,500,000 1 < 5%
SABRE HOLDINGS CORPORATION Americas Y 2 0.7 2,500,000 0 < 5%
SAFEWAY INC. Americas Y 10 8.0 10,000,000 2 < 5%
SAFEWAY LIMITED Europe Y 5 2.3 2,500,000 0 > 95%
SAIPEM FINANCE INTERNATIONAL B.V. Europe Y 7 4.0 2,500,000 0 > 95%
SAKS INCORPORATED Americas Y 1 0.3 2,500,000 0 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 6 2.7 2,500,000 0 > 95%
SANMINA CORPORATION Americas Y 2 0.7 2,500,000 0 < 5%
SANOFI Europe Y 10 6.0 10,000,000 1 > 95%
SASOL LTD Europe 1 0.3 2,500,000 0 > 95%
SBERBANK Europe Y 4 1.3 2,500,000 0 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 2 0.7 2,500,000 0 > 95%
SCANIA AKTIEBOLAG Europe 1 0.3 2,500,000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 Australia NZ Y 2 1.0 2,500,000 0 > 95%
SCHAEFFLER FINANCE B.V. Europe Y 9 6.3 7,500,000 2 > 95%
SCHNEIDER ELECTRIC SE Europe 3 1.0 2,500,000 0 > 95%
SEALED AIR CORPORATION Americas Y 6 3.7 2,500,000 1 < 5%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 8 4.3 5,000,000 1 < 5%
SELECTA GROUP B.V. Europe Y 6 4.3 5,000,000 1 > 95%
SEMPRA ENERGY Americas Y 7 3.0 2,500,000 0 < 5%
SES Europe Y 5 4.0 2,500,000 1 > 95%
SHIMIZU CORPORATION Japan Y 2 1.3 2,500,000 0 > 95%
SHINHAN BANK Asia Ex-Japan Y 0 0.0 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe Y 8 5.0 10,000,000 1 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 9 7.7 12,500,000 2 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 3 1.3 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan Y 5 2.0 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe 2 0.7 2,500,000 0 > 95%
SKY PLC Europe Y 8 5.0 7,500,000 1 > 95%
SLOVAK REPUBLIC Europe Y 2 0.7 2,500,000 0 > 95%
SMITHFIELD FOODS, INC. Americas Y 1 0.3 2,500,000 0 < 5%
SMITHS GROUP PLC Europe 1 0.3 2,500,000 0 > 95%
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY Europe Y 8 6.0 5,000,000 1 > 95%
SMURFIT KAPPA FUNDING DESIGNATED ACTIVITY COMPANY Europe 1 0.3 2,500,000 0 > 95%
SOCIALIST REPUBLIC OF VIETNAM Asia Ex-Japan Y 8 3.0 2,500,000 0 > 95%
SOCIETE GENERALE Europe Y 10 8.3 22,500,000 3 > 95%
SODEXO Europe Y 3 2.0 2,500,000 0 > 95%
SOFTBANK GROUP CORP. Japan Y 12 10.3 20,000,000 6 > 95%
SOLVAY Europe Y 8 4.3 7,500,000 2 > 95%
SOLVAY FRANCE Europe 1 0.3 2,500,000 0 > 95%
SONY CORPORATION Japan Y 9 4.7 2,500,000 0 > 95%
SOUTHWEST AIRLINES CO. Americas Y 10 6.3 5,000,000 1 < 5%
SPARK NEW ZEALAND LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
SPRINGLEAF FINANCE CORPORATION Americas Y 9 6.0 5,000,000 1 < 5%
SPRINT COMMUNICATIONS, INC. Americas Y 13 9.7 10,000,000 3 < 5%
SSE PLC Europe Y 6 2.3 5,000,000 0 > 95%
STANDARD CHARTERED BANK Europe Y 10 7.0 10,000,000 1 > 95%
STANDARD CHARTERED PLC Europe Y 10 8.0 17,500,000 3 > 95%
STAPLES, INC. Americas Y 10 7.0 17,500,000 3 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 7 5.7 5,000,000 1 > 95%
STATE OF CALIFORNIA Americas Y 0 0.0 2,500,000 0 > 95%
STATE OF CONNECTICUT Americas Y 1 0.3 2,500,000 0 > 95%
STATE OF ILLINOIS Americas Y 2 0.7 2,500,000 0 > 95%
STATE OF ISRAEL Europe Y 5 2.7 7,500,000 1 > 95%
STATE OF MARYLAND Americas Y 1 0.3 2,500,000 0 > 95%
STATE OF MICHIGAN Americas Y 1 0.7 2,500,000 0 > 95%
STATE OF NEW JERSEY Americas Y 0 0.0 2,500,000 0 > 95%
STATE OF QATAR Europe Y 11 8.7 20,000,000 3 > 95%
STATE OF TEXAS Americas Y 2 0.7 2,500,000 0 > 95%
STENA AKTIEBOLAG Europe Y 9 7.7 12,500,000 4 > 95%
STMICROELECTRONICS N.V. Europe Y 7 4.0 2,500,000 1 > 95%
STONEGATE PUB COMPANY FINANCING PLC Europe Y 7 3.7 2,500,000 1 > 95%
STORA ENSO OYJ Europe Y 9 6.3 5,000,000 1 > 95%
SUEDZUCKER AG Europe Y 9 7.0 15,000,000 4 > 95%
SULTANATE OF OMAN Europe 0 0.0 2,500,000 0 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED Japan Y 2 1.3 2,500,000 0 > 95%
SUMITOMO CORPORATION Japan Y 4 1.7 2,500,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 3 1.3 2,500,000 0 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan Y 3 1.3 2,500,000 1 > 95%
SUN HUNG KAI PROPERTIES LIMITED Asia Ex-Japan Y 4 1.7 2,500,000 0 > 95%
SUNRISE COMMUNICATIONS HOLDINGS S.A. Europe Y 6 4.0 2,500,000 1 > 95%
SUPERVALU INC. Americas Y 7 6.3 15,000,000 4 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe Y 1 0.3 2,500,000 0 > 95%
SVENSKA HANDELSBANKEN AB Europe Y 3 1.3 2,500,000 0 > 95%
SWEDBANK AB Europe 3 1.3 2,500,000 0 > 95%
SWEDISH MATCH AB Europe Y 2 0.7 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 4 2.0 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD Europe Y 10 8.0 15,000,000 2 > 95%
SYNGENTA AG Europe Y 6 3.7 2,500,000 0 > 95%
SYNLAB UNSECURED BONDCO PLC Europe Y 6 2.7 2,500,000 0 > 95%
T-MOBILE USA, INC. Americas Y 6 2.3 2,500,000 0 < 5%
TABCORP HOLDINGS LIMITED Australia NZ Y 3 1.0 2,500,000 0 > 95%
TAISEI CORPORATION Japan Y 1 0.3 2,500,000 0 > 95%
TAKEDA PHARMACEUTICAL COMPANY LIMITED Japan 2 1.7 2,500,000 0 > 95%
TALEN ENERGY SUPPLY, LLC Americas Y 8 3.0 2,500,000 0 < 5%
TARGA RESOURCES PARTNERS LP Americas Y 6 2.3 2,500,000 0 < 5%
TARGET CORPORATION Americas Y 9 6.3 7,500,000 1 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY Europe Y 9 5.0 2,500,000 1 > 95%
TDC A/S Europe Y 7 5.3 5,000,000 2 > 95%
TECHEM GMBH Europe Y 7 3.0 2,500,000 0 > 95%
TECHNIPFMC PLC Europe Y 4 2.7 2,500,000 0 > 95%
TECK RESOURCES LIMITED Americas Y 8 7.0 12,500,000 3 < 5%
TEGNA INC. Americas Y 5 3.0 2,500,000 1 < 5%
TELECOM ITALIA SPA Europe Y 11 10.0 50,000,000 9 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 10 7.7 10,000,000 2 > 95%
TELEFONICA, S.A. Europe Y 12 10.3 25,000,000 11 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe Y 6 3.7 2,500,000 1 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan Y 4 2.0 2,500,000 0 > 95%
TELENOR ASA Europe Y 10 4.3 5,000,000 1 > 95%
TELIA COMPANY AB Europe Y 8 5.0 7,500,000 2 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 3 1.3 2,500,000 0 > 95%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan Y 0 0.0 2,500,000 0 > 95%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 0 0.0 2,500,000 0 > 95%
TENET HEALTHCARE CORPORATION Americas Y 12 8.7 12,500,000 4 < 5%
TESCO PLC Europe Y 11 9.0 12,500,000 3 > 95%
TESLA, INC. Americas 6 4.7 12,500,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED Americas 10 5.3 5,000,000 1 < 5%
TEXTRON INC. Americas 1 0.3 2,500,000 0 < 5%
THALES Europe 5 2.3 5,000,000 0 > 95%
THE ADT CORPORATION Americas Y 5 3.0 2,500,000 0 < 5%
THE AES CORPORATION Americas Y 7 5.3 10,000,000 2 < 5%
THE ALLSTATE CORPORATION Americas Y 8 4.0 2,500,000 0 < 5%
THE BOEING COMPANY Americas Y 8 4.7 5,000,000 1 5-25%
THE CLOROX COMPANY Americas 1 0.3 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY Americas Y 10 6.7 5,000,000 1 < 5%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 6 2.7 2,500,000 0 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 7 4.7 5,000,000 1 > 95%
THE GAP, INC. Americas Y 10 9.0 10,000,000 3 < 5%
THE GOLDMAN SACHS GROUP, INC. Americas Y 9 7.3 22,500,000 3 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 9 6.3 7,500,000 3 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 10 7.7 7,500,000 1 < 5%
THE HERTZ CORPORATION Americas Y 10 9.0 20,000,000 10 < 5%
THE HOME DEPOT, INC. Americas Y 7 3.7 2,500,000 0 < 5%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan Y 5 2.7 2,500,000 0 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 3 2.0 2,500,000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED Japan Y 2 1.0 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 6 3.3 5,000,000 0 > 95%
THE KROGER CO. Americas Y 11 8.3 20,000,000 3 < 5%
THE MCCLATCHY COMPANY Americas Y 10 7.3 15,000,000 7 < 5%
THE NEIMAN MARCUS GROUP LLC Americas Y 8 5.0 2,500,000 1 < 5%
THE NEW YORK TIMES COMPANY Americas Y 6 3.0 2,500,000 0 < 5%
THE PROCTER & GAMBLE COMPANY Americas Y 10 6.0 7,500,000 1 < 5%
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY Europe Y 12 8.7 50,000,000 5 > 95%
THE SHERWIN-WILLIAMS COMPANY Americas Y 8 6.3 17,500,000 3 < 5%
THE TJX COMPANIES, INC. Americas Y 1 0.7 2,500,000 0 < 5%
THE WALT DISNEY COMPANY Americas Y 9 6.7 12,500,000 1 < 5%
THE WESTERN UNION COMPANY Americas 6 3.0 2,500,000 0 < 5%
THE WILLIAMS COMPANIES, INC. Americas Y 9 4.3 5,000,000 1 < 5%
THOMAS COOK GROUP PLC Europe Y 9 5.7 5,000,000 3 > 95%
THYSSENKRUPP AG Europe Y 11 9.0 15,000,000 3 > 95%
TIME WARNER CABLE, LLC Americas 6 2.3 2,500,000 0 < 5%
TIME WARNER INC. Americas Y 8 3.7 2,500,000 1 5-25%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED Japan Y 3 1.7 2,500,000 0 > 95%
TOLL BROTHERS, INC. Americas Y 11 9.0 10,000,000 4 < 5%
TOSHIBA CORPORATION Japan Y 6 4.0 5,000,000 1 > 95%
TOTAL SA Europe Y 8 4.3 5,000,000 1 > 95%
TOYOTA MOTOR CORPORATION Japan Y 7 4.0 5,000,000 1 > 95%
TRANSCANADA PIPELINES LIMITED Americas 1 0.3 2,500,000 0 < 5%
TRANSDIGM INC. Americas Y 4 1.7 2,500,000 0 < 5%
TRANSOCEAN INC. Americas Y 10 8.7 17,500,000 4 < 5%
TRIONISTA HOLDCO GMBH Europe Y 5 2.3 2,500,000 0 > 95%
TRW AUTOMOTIVE INC. Americas Y 1 0.3 2,500,000 0 < 5%
TUI AG Europe Y 8 4.0 5,000,000 1 > 95%
TVN FINANCE CORPORATION III AB (PUBL) Europe Y 1 0.3 2,500,000 0 > 95%
TYSON FOODS, INC. Americas Y 10 7.0 10,000,000 1 < 5%
UBS AG Europe Y 8 5.3 7,500,000 1 > 95%
UBS GROUP AG Europe Y 6 4.3 5,000,000 1 > 95%
UCB Europe Y 1 0.3 2,500,000 0 > 95%
UKRAINE Europe Y 0 0.0 2,500,000 0 > 95%
UNIBAIL-RODAMCO SE Europe Y 7 4.7 2,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 12 10.7 75,000,000 9 > 95%
UNILABS SUBHOLDING AB (PUBL) Europe Y 8 4.3 2,500,000 0 > 95%
UNILEVER N.V. Europe Y 11 4.7 7,500,000 1 > 95%
UNION PACIFIC CORPORATION Americas Y 8 4.7 5,000,000 1 < 5%
UNIONE DI BANCHE ITALIANE SOCIETA PER AZIONI Europe 3 1.3 2,500,000 0 > 95%
UNISYS CORPORATION Americas Y 8 4.0 2,500,000 1 < 5%
UNITED CONTINENTAL HOLDINGS, INC. Americas Y 6 5.0 2,500,000 2 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Europe Y 8 4.3 20,000,000 1 > 95%
UNITED MEXICAN STATES Americas Y 14 11.7 550,000,000 63 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 4 1.7 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. Americas Y 9 5.0 5,000,000 1 < 5%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 7 5.3 7,500,000 2 < 5%
UNITED STATES OF AMERICA Americas Y 1 0.3 2,500,000 0 > 95%
UNITED STATES STEEL CORPORATION Americas Y 12 9.3 10,000,000 5 < 5%
UNITED TECHNOLOGIES CORPORATION Americas 2 0.7 2,500,000 0 < 5%
UNITED UTILITIES PLC Europe Y 8 5.3 5,000,000 1 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 8 5.3 5,000,000 1 < 5%
UNITI GROUP INC. Americas Y 10 7.3 10,000,000 6 < 5%
UNITYMEDIA GMBH Europe Y 9 6.3 50,000,000 1 > 95%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 8 4.7 5,000,000 1 < 5%
UNIVISION COMMUNICATIONS INC. Americas Y 3 1.0 2,500,000 0 < 5%
UPC HOLDING B.V. Europe Y 8 7.7 10,000,000 2 > 95%
UPM-KYMMENE OYJ Europe Y 6 2.7 2,500,000 1 > 95%
VALE SA Americas Y 3 1.7 2,500,000 0 > 95%
VALEO Europe Y 9 6.3 20,000,000 5 > 95%
VALERO ENERGY CORPORATION Americas Y 11 6.7 12,500,000 1 < 5%
VATTENFALL AB Europe Y 8 3.7 2,500,000 0 > 95%
VEOLIA ENVIRONNEMENT Europe Y 11 6.7 7,500,000 2 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 11 9.3 50,000,000 7 < 5%
VIACOM INC. Americas Y 11 8.7 12,500,000 3 < 5%
VINCI Europe Y 9 6.0 7,500,000 1 > 95%
VIRGIN MEDIA FINANCE PLC Europe Y 9 8.3 15,000,000 3 > 95%
VISTRA ENERGY CORP. Americas 3 1.7 2,500,000 0 < 5%
VIVENDI Europe Y 9 5.3 5,000,000 1 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 13 9.7 25,000,000 6 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe Y 12 9.7 22,500,000 4 > 95%
VORNADO REALTY L.P. Americas Y 1 0.3 2,500,000 0 < 5%
VTB BANK (PUBLIC JOINT-STOCK COMPANY) Europe Y 1 0.3 2,500,000 0 > 95%
VUE INTERNATIONAL BIDCO PLC Europe Y 7 5.0 5,000,000 1 > 95%
VULCAN MATERIALS COMPANY Americas Y 2 0.7 2,500,000 0 < 5%
WALMART INC. Americas Y 10 5.7 10,000,000 1 5-25%
WASTE MANAGEMENT, INC. Americas 1 0.3 2,500,000 0 < 5%
WEATHERFORD INTERNATIONAL LTD. Americas Y 10 8.7 15,000,000 7 < 5%
WELLS FARGO & COMPANY Americas Y 8 6.0 10,000,000 1 < 5%
WELLTOWER INC. Americas 1 0.3 2,500,000 0 < 5%
WENDEL Europe Y 8 4.7 5,000,000 1 > 95%
WENDY'S INTERNATIONAL, LLC Americas 5 1.7 2,500,000 0 < 5%
WESFARMERS LIMITED Australia NZ Y 1 0.3 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 8 6.3 20,000,000 2 > 95%
WESTROCK MWV, LLC Americas Y 9 4.3 2,500,000 0 < 5%
WEYERHAEUSER COMPANY Americas Y 10 4.7 5,000,000 1 < 5%
WHIRLPOOL CORPORATION Americas Y 10 6.3 10,000,000 1 < 5%
WHITING PETROLEUM CORPORATION Americas Y 6 2.3 2,500,000 0 < 5%
WIND ACQUISITION FINANCE S.A. Europe Y 8 5.0 5,000,000 1 > 95%
WIND TRE S.P.A. Europe Y 10 6.0 7,500,000 4 > 95%
WINDSTREAM SERVICES, LLC Americas Y 10 8.7 50,000,000 9 < 5%
WOLTERS KLUWER N.V. Europe Y 10 5.0 2,500,000 1 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ Y 2 1.3 2,500,000 0 > 95%
WOOLWORTHS GROUP LIMITED Australia NZ Y 4 2.7 2,500,000 0 > 95%
WOORI BANK Asia Ex-Japan Y 6 2.7 2,500,000 0 > 95%
WPP 2005 LIMITED Europe Y 10 6.7 10,000,000 2 > 95%
XEROX CORPORATION Americas Y 11 9.0 15,000,000 5 < 5%
XLIT LTD. Americas Y 8 4.3 2,500,000 0 < 5%
XSTRATA LIMITED Europe 2 0.7 2,500,000 0 > 95%
YAPI VE KREDI BANKASI A.S. Europe Y 1 0.3 2,500,000 0 > 95%
YUM! BRANDS, INC. Americas Y 9 5.7 10,000,000 1 < 5%
ZIGGO BOND FINANCE B.V. Europe Y 9 7.3 7,500,000 2 > 95%
ZURICH INSURANCE COMPANY LTD Europe Y 11 8.0 17,500,000 2 > 95%
21ST CENTURY FOX AMERICA, INC. Americas Y 7 3.7 5,000,000 1 < 5%
dtccdotcom