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

The sample covers the three month period beginning September 20, 2016 through December 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 3 1.3 5000000 0 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 1 0.3 2500000 0 > 95%
ACCOR EUROPE Y 8 5.3 5000000 1 > 95%
ACOM CO., LTD. JAPAN Y 3 1 2500000 0 > 95%
ADECCO GROUP AG EUROPE 6 2.7 5000000 3 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 5 4.7 10000000 4 < 5%
AEGON N.V. EUROPE Y 11 8.7 25000000 6 > 95%
AEON CO., LTD. JAPAN Y 4 1.3 2500000 0 > 95%
AETNA INC. AMERICAS Y 4 2 10000000 2 < 5%
AGRIUM INC. AMERICAS 5 1.7 2500000 0 25-75%
AIR FRANCE - KLM EUROPE Y 8 5 5000000 3 > 95%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS 3 1 2500000 0 < 5%
AIRBUS GROUP SE EUROPE Y 10 8 25000000 6 > 95%
AK STEEL CORPORATION AMERICAS Y 7 6.3 20000000 9 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 7 4.3 10000000 2 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 10 6.3 15000000 3 > 95%
AKZO NOBEL N.V. EUROPE Y 8 4.3 7500000 3 > 95%
ALCATEL LUCENT EUROPE Y 6 2.3 2500000 1 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 3 1.7 5000000 1 < 5%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 2 0.7 2500000 0 < 5%
ALLIANZ SE EUROPE Y 12 8 50000000 4 > 95%
ALLTEL CORPORATION AMERICAS Y 3 1 2500000 0 25-75%
ALLY FINANCIAL INC. AMERICAS Y 5 4 12500000 3 < 5%
ALSTOM EUROPE Y 6 3 5000000 1 > 95%
ALTADIS SA EUROPE Y 0 0 2500000 0 > 95%
ALTICE FINCO S.A. EUROPE Y 9 8 12500000 4 > 95%
ALTICE LUXEMBOURG S.A. EUROPE 4 2 2500000 1 > 95%
ALTRIA GROUP, INC. AMERICAS Y 6 3.3 20000000 8 < 5%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 6 3 2500000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 7 4.3 10000000 3 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 4 2 5000000 1 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 9 5 10000000 5 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 8 4.3 20000000 6 < 5%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
AMGEN INC. AMERICAS Y 7 4 22500000 3 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 5 4 5000000 2 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 0 0 2500000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 8 3.7 5000000 1 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 10 8 50000000 11 < 5%
ANGLO AMERICAN PLC EUROPE Y 12 9.7 50000000 19 > 95%
ANGLOGOLD ASHANTI LIMITED EUROPE 0 0 2500000 0 > 95%
ANHEUSER-BUSCH INBEV EUROPE Y 11 9.7 50000000 5 > 95%
ANTHEM, INC. AMERICAS 2 0.7 2500000 0 < 5%
AON CORPORATION AMERICAS 2 1.3 2500000 0 25-75%
APACHE CORPORATION AMERICAS Y 9 6.3 17500000 4 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 3 1 2500000 0 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 5 2.3 2500000 0 < 5%
ARCELORMITTAL EUROPE Y 12 10 75000000 14 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS 2 0.7 2500000 0 < 5%
ARCONIC INC. AMERICAS 7 2.3 2500000 1 < 5%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 7 5 7500000 2 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 11 10.3 50000000 13 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 5 3.3 7500000 1 < 5%
ASAHI GLASS COMPANY, LIMITED JAPAN Y 1 0.3 2500000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 14 10.7 50000000 7 > 95%
ASSURED GUARANTY CORP. AMERICAS 5 3 5000000 1 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 7 5.7 15000000 3 < 5%
ASTALDI SOCIETA PER AZIONI EUROPE Y 10 6 7500000 3 > 95%
ASTRAZENECA PLC EUROPE Y 5 3.7 5000000 1 > 95%
AT&T CORP. AMERICAS Y 1 0.3 2500000 0 > 95%
AT&T INC. AMERICAS Y 10 6.7 50000000 6 5-25%
AT&T MOBILITY LLC AMERICAS Y 1 0.3 2500000 0 < 5%
ATLANTIA S.P.A. EUROPE Y 9 5.3 12500000 4 > 95%
AUCHAN HOLDING EUROPE Y 5 3 2500000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 8 6.7 20000000 4 > 95%
AUTOZONE, INC. AMERICAS Y 6 3 7500000 1 < 5%
AVALONBAY COMMUNITIES, INC. AMERICAS 1 0.3 2500000 0 < 5%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 3 1.3 2500000 0 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 7 5 10000000 6 < 5%
AVIVA PLC EUROPE Y 10 7.3 17500000 3 > 95%
AVNET, INC. AMERICAS Y 8 4.3 15000000 3 < 5%
AVON PRODUCTS, INC. AMERICAS Y 8 5.3 10000000 3 < 5%
AXA EUROPE Y 14 10 50000000 5 > 95%
BAE SYSTEMS PLC EUROPE Y 8 5.3 7500000 2 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 10 8.3 15000000 7 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE 1 0.3 2500000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE 5 2.7 2500000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 13 10.7 50000000 6 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 8 4.7 5000000 1 > 95%
BANCO DE SABADELL, S.A. EUROPE 7 2.7 5000000 1 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 7 5.7 2500000 1 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE 6 2.3 5000000 1 > 95%
BANCO SANTANDER, S.A. EUROPE Y 12 10 50000000 7 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 10 8.3 50000000 7 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 9 7.3 50000000 4 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 4 3.3 5000000 1 > 95%
BANK OF SCOTLAND PLC EUROPE Y 8 3.3 5000000 0 > 95%
BANKIA, S.A. EUROPE 5 2.3 2500000 0 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 1 0.3 2500000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 11 9 75000000 9 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 9 7 20000000 6 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE 1 1 2500000 0 > 95%
BASF SE EUROPE Y 10 6.7 20000000 6 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 1 1 2500000 0 < 5%
BAXTER INTERNATIONAL INC. AMERICAS Y 5 2 10000000 1 < 5%
BAYER AKTIENGESELLSCHAFT EUROPE Y 9 5.7 12500000 6 > 95%
BAYERISCHE LANDESBANK EUROPE Y 6 3.7 2500000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 7 6 17500000 5 > 95%
BCE INC. AMERICAS 1 0.3 2500000 0 > 95%
BEAM SUNTORY INC. AMERICAS Y 0 0 2500000 0 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 8 5.3 10000000 4 < 5%
BELLSOUTH, LLC AMERICAS 3 1 2500000 0 25-75%
BELO CORP. AMERICAS Y 2 0.7 2500000 0 < 5%
BENI STABILI SOCIETA PER AZIONI SOCIETA DI INVESTIMENTO IMMOBILIARE QUOTATA EUROPE Y 8 6 2500000 2 > 95%
BERKSHIRE HATHAWAY INC. AMERICAS Y 9 6.7 100000000 19 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 7 3 5000000 1 > 95%
BEST BUY CO., INC. AMERICAS Y 8 4.7 17500000 3 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 9 8 17500000 3 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 6 3 5000000 1 < 5%
BNP PARIBAS EUROPE Y 12 10 50000000 6 > 95%
BNP PARIBAS FORTIS EUROPE 1 0.3 2500000 0 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 0 0 2500000 0 < 5%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 11 10.3 75000000 17 > 95%
BOMBARDIER INC. AMERICAS Y 10 6.3 12500000 3 < 5%
BOPARAN FINANCE PLC EUROPE Y 8 6.3 7500000 4 > 95%
BORGWARNER INC. AMERICAS 5 2 7500000 1 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 0 0 2500000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 7 4.3 15000000 3 < 5%
BOUYGUES EUROPE Y 9 5.7 10000000 3 > 95%
BOYD GAMING CORPORATION AMERICAS Y 7 4.3 7500000 2 < 5%
BP P.L.C. EUROPE Y 11 8.3 50000000 8 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 2 1 2500000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 6 3 10000000 1 < 5%
BRITISH AIRWAYS PLC EUROPE Y 7 4.3 5000000 1 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 10 5.3 12500000 7 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 8 6 15000000 3 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS 1 0.3 2500000 0 < 5%
BRUNSWICK CORPORATION AMERICAS Y 4 2 2500000 0 < 5%
BRUSH HOLDINGS LIMITED EUROPE 5 1.7 2500000 0 > 95%
BUNGE LIMITED FINANCE CORP. AMERICAS 3 1 2500000 0 5-25%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 1 0.3 2500000 0 < 5%
CA, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
CABLE & WIRELESS LIMITED EUROPE Y 6 2 2500000 1 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 2 1 2500000 0 > 95%
CABLEVISION SYSTEMS CORPORATION AMERICAS 4 1.7 2500000 0 < 5%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE 4 2 2500000 1 > 95%
CALATLANTIC GROUP, INC. AMERICAS Y 7 3.7 10000000 2 < 5%
CALPINE CORPORATION AMERICAS Y 6 4.7 5000000 2 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 6 3.3 7500000 1 < 5%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS 2 0.7 2500000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 8 6 20000000 5 < 5%
CANON INC. JAPAN Y 2 0.7 2500000 0 > 95%
CAP GEMINI EUROPE Y 2 0.7 2500000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 4 2.7 10000000 3 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 2 0.7 2500000 0 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 5 2.7 5000000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 5 3 12500000 3 5-25%
CARE UK HEALTH & SOCIAL CARE PLC EUROPE Y 6 4.3 2500000 1 > 95%
CARGILL, INCORPORATED AMERICAS 3 1 2500000 0 25-75%
CARLSBERG BREWERIES A/S EUROPE Y 7 5.3 5000000 2 > 95%
CARNIVAL CORPORATION AMERICAS Y 5 2.7 12500000 1 < 5%
CARREFOUR EUROPE Y 9 7 12500000 4 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 10 8 15000000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS 4 1.3 5000000 1 < 5%
CATERPILLAR INC. AMERICAS Y 8 5.3 25000000 5 < 5%
CBS CORPORATION AMERICAS Y 7 5.3 17500000 3 < 5%
CCO HOLDINGS, LLC AMERICAS Y 4 1.7 2500000 0 < 5%
CENTERPOINT ENERGY, INC. AMERICAS 0 0 2500000 0 < 5%
CENTEX LLC AMERICAS 1 0.3 2500000 0 < 5%
CENTRICA PLC EUROPE Y 9 5.7 12500000 3 > 95%
CENTURYLINK, INC. AMERICAS Y 5 4 12500000 3 < 5%
CERVED GROUP S.P.A. EUROPE Y 5 2.3 2500000 1 > 95%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 8 6.7 25000000 14 < 5%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 6 4 10000000 1 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 3 1 2500000 0 > 95%
CHUBB INA HOLDINGS INC. AMERICAS 3 1.3 5000000 1 < 5%
CHUBB LIMITED AMERICAS Y 8 3.3 5000000 1 < 5%
CIGNA CORPORATION AMERICAS Y 5 2 2500000 1 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 2 0.7 2500000 0 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 2 0.7 2500000 0 < 5%
CIT GROUP INC. AMERICAS Y 6 3.3 5000000 1 < 5%
CITIGROUP INC. AMERICAS Y 10 8.7 50000000 7 < 5%
CLARIANT AG EUROPE Y 6 3.3 7500000 3 > 95%
CNH INDUSTRIAL N.V. EUROPE Y 8 6 10000000 3 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 6 4.3 5000000 1 > 95%
COLES GROUP LIMITED AUSTRALIA NZ Y 3 1 2500000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 2 0.7 2500000 0 < 5%
COMCAST CORPORATION AMERICAS Y 7 3.7 12500000 2 < 5%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 12 10.3 50000000 6 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 10 8 50000000 5 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 8 4.7 50000000 3 > 95%
COMMUNICATIONS SALES & LEASING, INC. AMERICAS Y 4 3.7 5000000 2 < 5%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 8 5.7 17500000 9 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 11 6 12500000 3 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA EUROPE Y 7 3.7 7500000 2 > 95%
COMPASS GROUP PLC EUROPE Y 4 1.7 2500000 0 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 6 3.3 12500000 1 < 5%
CONAGRA BRANDS, INC. AMERICAS 5 1.7 2500000 1 < 5%
CONOCOPHILLIPS AMERICAS Y 9 6.3 50000000 7 < 5%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS 1 0.3 2500000 0 > 95%
CONSTELLATION BRANDS, INC. AMERICAS Y 7 3 2500000 0 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 8 4.7 12500000 4 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 8 5 7500000 2 > 95%
COOEPERATIEVE RABOBANK U.A. EUROPE Y 9 6.7 10000000 1 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 3 1.3 2500000 0 < 5%
CORNING INCORPORATED AMERICAS Y 4 1.7 2500000 0 < 5%
COX COMMUNICATIONS, INC. AMERICAS Y 4 2 12500000 4 < 5%
CREDIT AGRICOLE SA EUROPE Y 11 8 17500000 4 > 95%
CREDIT SUISSE (USA), INC. AMERICAS 2 0.7 2500000 0 25-75%
CREDIT SUISSE GROUP AG EUROPE Y 12 9.3 50000000 6 > 95%
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL EUROPE 3 1.3 2500000 0 > 95%
CROWN RESORTS LIMITED AUSTRALIA NZ Y 5 2.3 2500000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 3 1.7 2500000 1 < 5%
CSR LIMITED AUSTRALIA NZ Y 3 1.7 2500000 0 > 95%
CSX CORPORATION AMERICAS Y 6 3.3 12500000 2 < 5%
CUMMINS INC. AMERICAS Y 0 0 2500000 0 < 5%
CVS HEALTH CORPORATION AMERICAS Y 7 3.3 7500000 1 < 5%
CYTEC INDUSTRIES INC. AMERICAS 4 1.3 2500000 0 < 5%
CZECH REPUBLIC SOVEREIGN Y 1 0.3 2500000 0 > 95%
D.R. HORTON, INC. AMERICAS Y 8 7 10000000 3 < 5%
DAIMLER AG EUROPE Y 9 6 25000000 4 > 95%
DANONE EUROPE Y 10 5.3 15000000 3 > 95%
DANSKE BANK A/S EUROPE Y 9 6 7500000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 7 4 12500000 2 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 7 3.7 5000000 0 > 95%
DDR CORP. AMERICAS 4 2 2500000 0 < 5%
DE US, INC. AMERICAS 3 1 2500000 0 5-25%
DEAN FOODS COMPANY AMERICAS Y 4 2.3 2500000 1 < 5%
DEERE & COMPANY AMERICAS Y 7 4 25000000 3 < 5%
DELL INC. AMERICAS Y 7 5.3 17500000 5 < 5%
DELTA AIR LINES, INC. AMERICAS Y 4 1.7 2500000 0 < 5%
DELUXE CORPORATION AMERICAS Y 1 0.7 2500000 0 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 1 0.3 2500000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 15 11.7 175000000 42 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 9 6.3 17500000 4 > 95%
DEUTSCHE POST AG EUROPE Y 1 0.3 2500000 0 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 8 5.3 25000000 4 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 8 6.7 50000000 9 < 5%
DEXIA CREDIT LOCAL EUROPE 3 1 2500000 0 > 95%
DIAGEO PLC EUROPE Y 9 5.7 15000000 3 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS 4 2.7 5000000 1 < 5%
DILLARD'S, INC. AMERICAS Y 4 1.7 2500000 0 < 5%
DISH DBS CORPORATION AMERICAS Y 7 5.3 7500000 3 < 5%
DNB BANK ASA EUROPE 3 1.3 2500000 0 > 95%
DOMINION RESOURCES, INC. AMERICAS Y 7 3 7500000 1 < 5%
DOMTAR CORPORATION AMERICAS Y 7 4 10000000 2 < 5%
DRY MIX SOLUTIONS INVESTISSEMENTS EUROPE Y 6 4 2500000 1 > 95%
DUBAI SOVEREIGN Y 3 2.7 5000000 0 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 5 2 7500000 1 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS 3 1.3 2500000 0 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 5 2.7 12500000 2 < 5%
E.ON SE EUROPE Y 8 5.7 20000000 4 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 8 6 15000000 3 < 5%
EATON CORPORATION AMERICAS 2 0.7 2500000 0 25-75%
EDISON S.P.A. EUROPE Y 0 0 2500000 0 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 8 7.3 17500000 4 > 95%
EILEME 2 AB (PUBL) EUROPE Y 0 0 2500000 0 > 95%
ELECTRICITE DE FRANCE EUROPE Y 9 7.7 20000000 4 > 95%
ELI LILLY AND COMPANY AMERICAS 3 1 2500000 0 < 5%
EMBARQ CORPORATION AMERICAS Y 3 2 2500000 0 < 5%
EMERSON ELECTRIC CO. AMERICAS 2 0.7 2500000 0 < 5%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS 1 0.3 2500000 0 < 5%
ENBRIDGE INC. AMERICAS Y 8 5.7 50000000 7 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 8 3.7 7500000 2 > 95%
ENCANA CORPORATION AMERICAS 7 3.7 7500000 2 < 5%
ENDESA, S.A. EUROPE Y 0 0 2500000 0 > 95%
ENEL S.P.A. EUROPE Y 11 9.3 22500000 5 > 95%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS Y 6 2.7 7500000 2 < 5%
ENGIE EUROPE Y 9 5 15000000 3 > 95%
ENI S.P.A. EUROPE Y 8 6.7 25000000 6 > 95%
ENTERGY CORPORATION AMERICAS 2 0.7 2500000 0 25-75%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS 4 2.3 2500000 1 < 5%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 3 1.3 2500000 0 25-75%
ERAC USA FINANCE LLC AMERICAS 2 0.7 2500000 0 25-75%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 9 4.3 15000000 3 5-25%
ERSTE GROUP BANK AG EUROPE 3 1 2500000 0 > 95%
ESKOM HOLDINGS SOC LIMITED EUROPE Y 0 0 2500000 0 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 4 1.3 2500000 0 > 95%
EXELON CORPORATION AMERICAS Y 4 1.7 5000000 1 < 5%
EXELON GENERATION COMPANY, LLC AMERICAS 6 2.7 5000000 2 < 5%
EXPEDIA, INC. AMERICAS Y 6 3.3 10000000 2 < 5%
EXPERIAN FINANCE PLC EUROPE Y 6 2.7 5000000 1 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 2 1 2500000 0 > 95%
EXXON MOBIL CORPORATION AMERICAS 2 0.7 2500000 0 < 5%
FCE BANK PLC EUROPE Y 1 0.3 2500000 0 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 7 3 50000000 1 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 14 12.3 625000000 72 > 95%
FEDEX CORPORATION AMERICAS 4 1.3 2500000 0 25-75%
FIAT CHRYSLER AUTOMOBILES N.V. EUROPE Y 12 10.3 50000000 11 > 95%
FINANCIERE QUICK EUROPE Y 7 4.7 2500000 1 > 95%
FIRST DATA CORPORATION AMERICAS Y 8 4.7 7500000 3 < 5%
FIRSTENERGY CORP. AMERICAS Y 7 4 12500000 2 25-75%
FIS DATA SYSTEMS INC. AMERICAS 2 0.7 2500000 0 < 5%
FLEX LTD. AMERICAS 1 0.7 2500000 0 < 5%
FORD MOTOR COMPANY AMERICAS Y 11 8.3 50000000 15 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 10 5 12500000 4 < 5%
FORTUM OYJ EUROPE Y 7 4.3 7500000 2 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
FREEPORT MINERALS CORPORATION AMERICAS 2 0.7 2500000 0 25-75%
FREEPORT-MCMORAN INC. AMERICAS Y 12 9 50000000 14 < 5%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 4 1.7 2500000 0 < 5%
FRENCH REPUBLIC SOVEREIGN Y 12 7 75000000 3 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 6 2.3 2500000 0 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 7 6 50000000 7 < 5%
FUJITSU LIMITED JAPAN Y 4 1.3 2500000 0 > 95%
GALAPAGOS HOLDING S.A. EUROPE Y 8 6.7 7500000 3 > 95%
GALP ENERGIA, SGPS, S.A. EUROPE Y 9 6.3 7500000 3 > 95%
GAS NATURAL SDG, S.A. EUROPE Y 10 7 22500000 4 > 95%
GATES WORLDWIDE LIMITED EUROPE 2 0.7 2500000 0 > 95%
GATX CORPORATION AMERICAS Y 1 0.3 2500000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE Y 10 6.3 5000000 1 > 95%
GECINA EUROPE Y 6 2.3 2500000 0 > 95%
GENERAL ELECTRIC COMPANY AMERICAS Y 10 4.3 15000000 2 < 5%
GENERAL MILLS, INC. AMERICAS Y 6 2.3 10000000 2 < 5%
GENERAL MOTORS COMPANY AMERICAS Y 9 6 25000000 7 < 5%
GENON ENERGY, INC. AMERICAS Y 6 4 2500000 1 < 5%
GENWORTH HOLDINGS, INC. AMERICAS Y 7 5 10000000 4 < 5%
GEORGIA-PACIFIC LLC AMERICAS Y 2 0.7 2500000 0 < 5%
GKN HOLDINGS PLC EUROPE Y 8 5.7 10000000 4 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 10 6 12500000 2 > 95%
GLENCORE CANADA CORPORATION AMERICAS 0 0 2500000 0 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 12 10.7 75000000 20 > 95%
GOODRICH CORPORATION AMERICAS Y 0 0 2500000 0 < 5%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 4 1.7 2500000 0 > 95%
GROHE HOLDING GMBH EUROPE Y 2 0.7 2500000 0 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 5 2.7 2500000 0 > 95%
HALLIBURTON COMPANY AMERICAS Y 7 4.3 10000000 3 < 5%
HAMMERSON PLC EUROPE Y 5 3 2500000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 2 0.7 2500000 0 > 95%
HANNOVER RUECK SE EUROPE Y 13 7.7 7500000 1 > 95%
HANSON LIMITED EUROPE 1 0.3 2500000 0 > 95%
HASBRO, INC. AMERICAS Y 3 1 2500000 0 25-75%
HAVAS EUROPE Y 0 0 2500000 0 > 95%
HCA INC. AMERICAS Y 8 6.3 10000000 4 < 5%
HCP, INC. AMERICAS 2 0.7 2500000 0 < 5%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 3 1 2500000 0 < 5%
HEATHROW FUNDING LIMITED EUROPE 5 3 2500000 0 > 95%
HEIDELBERGCEMENT AG EUROPE Y 10 6.3 15000000 4 > 95%
HEINEKEN N.V. EUROPE Y 6 3 2500000 1 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 5 2.7 2500000 0 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 8 5.3 5000000 2 > 95%
HEMA BONDCO I B.V. EUROPE Y 7 5.7 5000000 2 > 95%
HENKEL AG & CO. KGAA EUROPE Y 2 0.7 5000000 1 > 95%
HESS CORPORATION AMERICAS Y 8 6.7 17500000 6 5-25%
HITACHI, LTD. JAPAN Y 5 2.3 2500000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT EUROPE Y 8 5.3 5000000 1 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 4 1.7 2500000 0 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 4 2.7 12500000 3 < 5%
HOSPITALITY PROPERTIES TRUST AMERICAS 0 0 2500000 0 > 95%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 5 3.3 7500000 2 < 5%
HP INC. AMERICAS Y 6 3.3 12500000 2 < 5%
HSBC BANK PLC EUROPE Y 13 9.7 50000000 7 > 95%
HSBC FINANCE CORPORATION AMERICAS 1 0.3 2500000 0 > 95%
HUMANA INC. AMERICAS 0 0 2500000 0 < 5%
HUNGARY SOVEREIGN Y 5 2 5000000 1 > 95%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 7 4.3 5000000 1 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 6 3.3 2500000 0 > 95%
IBERDROLA, S.A. EUROPE Y 11 8 20000000 4 > 95%
ICELAND BONDCO PLC EUROPE Y 8 6.7 7500000 4 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 6 5 5000000 1 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 5 3.7 5000000 1 > 95%
IHEARTCOMMUNICATIONS, INC. AMERICAS Y 10 8.7 50000000 21 < 5%
ILLINOIS TOOL WORKS INC. AMERICAS 2 0.7 2500000 0 25-75%
IMPERIAL BRANDS PLC EUROPE Y 8 5.7 12500000 3 > 95%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE 2 0.7 2500000 0 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED ASIA EX-JAPAN 1 0.3 2500000 0 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 5 3.3 2500000 0 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 5 2 2500000 0 > 95%
INEOS GROUP HOLDINGS S.A. EUROPE Y 9 8 12500000 3 > 95%
ING BANK N.V. EUROPE Y 12 8.7 17500000 3 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 6 2.7 7500000 1 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 6 3.3 15000000 2 < 5%
INTERNATIONAL GAME TECHNOLOGY AMERICAS 1 0.7 2500000 0 < 5%
INTERNATIONAL GAME TECHNOLOGY PLC EUROPE Y 6 4.3 2500000 2 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 8 5.3 15000000 3 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 10 6 12500000 2 5-25%
INTESA SANPAOLO SPA EUROPE Y 12 9 75000000 12 > 95%
INVENSYS LIMITED EUROPE 1 0.7 2500000 0 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 1 0.3 2500000 0 > 95%
IRELAND SOVEREIGN Y 5 2.7 7500000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 4 2.7 2500000 0 < 5%
ISTAR INC. AMERICAS Y 6 3 5000000 1 < 5%
ITOCHU CORPORATION JAPAN Y 6 4 7500000 1 > 95%
ITV PLC EUROPE Y 7 6 10000000 6 > 95%
J SAINSBURY PLC EUROPE Y 7 4.7 7500000 2 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 9 7.3 22500000 6 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 10 7.3 20000000 8 > 95%
JAPAN SOVEREIGN Y 9 6 75000000 2 > 95%
JAPAN TOBACCO INC. JAPAN Y 1 0.3 2500000 0 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 1 0.3 2500000 0 > 95%
JFE HOLDINGS, INC. JAPAN Y 7 6 50000000 4 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS 2 1 2500000 0 < 5%
JOHNSON & JOHNSON AMERICAS Y 3 1.3 7500000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 4 2 5000000 1 < 5%
JOINT STOCK COMPANY RUSSIAN AGRICULTURAL BANK EUROPE Y 1 0.3 2500000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS 10 7.7 75000000 9 < 5%
JSC "KAZKOMMERTSBANK" EUROPE Y 2 0.7 2500000 0 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 8 5.3 10000000 6 < 5%
KAJIMA CORPORATION JAPAN Y 3 1.7 2500000 0 > 95%
KATE SPADE & COMPANY AMERICAS 5 3.7 2500000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 4 2 10000000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 6 3.3 5000000 2 > 95%
KB HOME AMERICAS Y 8 7 12500000 4 < 5%
KEB HANA BANK ASIA EX-JAPAN Y 3 2.7 5000000 0 > 95%
KELDA GROUP LIMITED EUROPE 7 2.7 2500000 0 > 95%
KELLOGG COMPANY AMERICAS 2 0.7 2500000 0 < 5%
KERING EUROPE Y 8 5 7500000 2 > 95%
KIMBERLY-CLARK CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
KIMCO REALTY CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 9 4 10000000 2 < 5%
KINDER MORGAN, INC. AMERICAS Y 7 5.3 17500000 8 < 5%
KINGDOM OF BAHRAIN SOVEREIGN 4 2.3 2500000 0 > 95%
KINGDOM OF BELGIUM SOVEREIGN Y 10 5.7 50000000 2 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 4 1.7 5000000 0 > 95%
KINGDOM OF MOROCCO SOVEREIGN Y 0 0 2500000 0 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 3 1 5000000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 11 8.3 75000000 14 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 12 9 75000000 5 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 2 0.7 2500000 0 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 11 8.3 50000000 7 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 3 1.3 2500000 0 > 95%
KINGFISHER PLC EUROPE Y 3 1 2500000 1 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN Y 5 2.3 2500000 0 > 95%
KLEPIERRE EUROPE 2 0.7 2500000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 10 6.7 15000000 4 > 95%
KOHL'S CORPORATION AMERICAS Y 9 6.7 22500000 5 < 5%
KOMATSU LTD. JAPAN Y 3 1 2500000 0 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 8 3.7 10000000 2 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 8 3.7 10000000 7 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 11 6.3 12500000 3 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 6 3.3 7500000 2 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 5 3 2500000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 6 4.3 5000000 1 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 7 3.7 15000000 2 < 5%
KT CORPORATION ASIA EX-JAPAN Y 3 2 2500000 0 > 95%
L BRANDS, INC. AMERICAS Y 8 5 7500000 2 5-25%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 4 1.7 5000000 1 > 95%
LAFARGE EUROPE Y 2 0.7 5000000 1 > 95%
LAFARGEHOLCIM LTD EUROPE Y 13 9 15000000 5 > 95%
LAMB WESTON HOLDINGS, INC. AMERICAS 4 1.3 2500000 0 < 5%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 9 7.3 17500000 7 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 4 2.3 5000000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 3 1 2500000 0 > 95%
LENDLEASE CORPORATION LIMITED AUSTRALIA NZ Y 5 2 5000000 0 > 95%
LENNAR CORPORATION AMERICAS Y 9 6.3 15000000 5 < 5%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 5 3.3 7500000 1 < 5%
LEVI STRAUSS & CO. AMERICAS Y 4 1.3 2500000 0 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS 5 1.7 2500000 0 5-25%
LIBERTY INTERACTIVE LLC AMERICAS Y 4 2.7 5000000 1 < 5%
LIBERTY MUTUAL GROUP INC. AMERICAS 2 0.7 2500000 0 > 95%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS 1 0.3 2500000 0 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 6 3.7 10000000 2 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE Y 5 2.7 5000000 1 > 95%
LLOYDS BANK PLC EUROPE Y 11 9 50000000 5 > 95%
LOCK LOWER HOLDING AS EUROPE Y 6 5 10000000 3 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 6 3.3 15000000 1 25-75%
LOEWS CORPORATION AMERICAS Y 7 3.7 12500000 3 < 5%
LOUIS DREYFUS COMPANY B.V. EUROPE Y 6 3 5000000 1 > 95%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 6 3 5000000 1 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 6 3.3 10000000 1 < 5%
LOXAM EUROPE Y 7 5 2500000 1 > 95%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 8 4 7500000 1 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 9 6.3 10000000 3 < 5%
MACK-CALI REALTY, L.P. AMERICAS 1 0.3 2500000 0 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 3 2 5000000 1 > 95%
MACY'S, INC. AMERICAS Y 9 8 50000000 8 < 5%
MALAYSIA SOVEREIGN Y 11 10.7 175000000 21 > 95%
MANOR CARE, INC. AMERICAS 2 0.7 2500000 0 25-75%
MARATHON OIL CORPORATION AMERICAS 2 1 2500000 0 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 10 9.7 50000000 13 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 6 3.3 10000000 2 < 5%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 5 2 7500000 1 < 5%
MARUBENI CORPORATION JAPAN Y 8 6 17500000 3 > 95%
MARUI GROUP CO., LTD. JAPAN 1 0.3 2500000 0 > 95%
MASCO CORPORATION AMERICAS Y 6 3 5000000 0 25-75%
MATALAN FINANCE PLC EUROPE Y 8 4.7 2500000 1 > 95%
MATTEL, INC. AMERICAS 2 0.7 2500000 0 25-75%
MATTERHORN TELECOM HOLDING S.A. EUROPE Y 6 2.3 2500000 0 > 95%
MBIA INC. AMERICAS Y 4 3.3 10000000 3 5-25%
MBIA INSURANCE CORPORATION AMERICAS Y 9 6.3 25000000 8 < 5%
MCDONALD'S CORPORATION AMERICAS Y 8 4.3 15000000 2 < 5%
MCKESSON CORPORATION AMERICAS Y 6 2.3 15000000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 10 7.7 12500000 2 > 95%
MEDTRONIC, INC. AMERICAS 2 0.7 2500000 0 < 5%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 7 3 5000000 1 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE 4 1.3 2500000 1 > 95%
MERITOR, INC. AMERICAS Y 5 3.7 5000000 2 < 5%
METLIFE, INC. AMERICAS Y 9 8 100000000 20 < 5%
METRO AG EUROPE Y 8 6 15000000 3 > 95%
METSA BOARD CORPORATION EUROPE Y 7 3 5000000 1 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 6 3.7 5000000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP AMERICAS 9 5.7 5000000 2 5-25%
MGM RESORTS INTERNATIONAL AMERICAS Y 8 6 7500000 3 < 5%
MICROSOFT CORPORATION AMERICAS 2 0.7 2500000 0 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN 2 0.7 2500000 0 > 95%
MITSUBISHI CORPORATION JAPAN Y 4 1.7 5000000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 1 0.3 2500000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 4 1.7 2500000 0 > 95%
MITSUI & CO., LTD. JAPAN Y 5 2.7 5000000 1 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 8 5.7 10000000 2 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 1 0.3 2500000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 8 6 17500000 5 > 95%
MIZUHO BANK, LTD. JAPAN Y 6 2.7 2500000 0 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
MONDELEZ INTERNATIONAL, INC. AMERICAS,EUROPE Y 8 3.7 17500000 2 5-25%
MONITCHEM HOLDCO 3 S.A. EUROPE Y 8 4.7 2500000 1 > 95%
MORGAN STANLEY AMERICAS Y 11 9 75000000 8 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 7 3.3 12500000 2 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 11 7.3 7500000 2 > 95%
MURPHY OIL CORPORATION AMERICAS 4 1.3 2500000 0 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 9 8.3 20000000 6 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 8 5.7 15000000 2 > 95%
NATIONAL GRID PLC EUROPE Y 6 3.3 7500000 2 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 6 3.3 7500000 2 < 5%
NATIXIS EUROPE 1 0.3 2500000 0 > 95%
NAVIENT CORPORATION AMERICAS Y 9 6.3 10000000 5 < 5%
NEC CORPORATION JAPAN Y 4 1.3 2500000 0 > 95%
NESTLE S.A. EUROPE Y 8 3.7 7500000 2 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 7 4.3 5000000 1 5-25%
NEW LOOK BONDCO I LIMITED EUROPE 1 0.3 2500000 0 > 95%
NEW LOOK SENIOR ISSUER PLC EUROPE Y 7 6.7 7500000 5 > 95%
NEW ZEALAND SOVEREIGN Y 1 0.3 2500000 0 > 95%
NEWELL BRANDS INC. AMERICAS Y 6 4.3 17500000 5 < 5%
NEWMONT MINING CORPORATION AMERICAS Y 8 6 20000000 3 < 5%
NEXT PLC EUROPE Y 7 6 10000000 4 > 95%
NINE WEST HOLDINGS, INC. AMERICAS Y 8 7.3 7500000 2 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 8 6.7 17500000 3 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 6 3.3 12500000 2 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 6 5.3 7500000 2 > 95%
NISSAN MOTOR CO., LTD. JAPAN Y 3 1.3 2500000 0 > 95%
NOBLE CORPORATION AMERICAS 1 0.3 2500000 0 5-25%
NOBLE ENERGY, INC. AMERICAS 3 1.3 2500000 0 < 5%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 5 3 5000000 1 > 95%
NOKIA OYJ EUROPE Y 10 4.7 12500000 4 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 4 2.3 2500000 1 > 95%
NORBORD INC. AMERICAS Y 7 2.7 2500000 1 < 5%
NORDEA BANK AB EUROPE 2 0.7 2500000 1 > 95%
NORDSTROM, INC. AMERICAS Y 8 6.3 25000000 5 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 3 1.7 12500000 1 < 5%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 10 6.7 7500000 5 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 5 2 10000000 2 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 4 1.7 5000000 0 < 5%
NOVAFIVES EUROPE Y 7 5 5000000 2 > 95%
NOVARTIS AG EUROPE 4 1.3 2500000 1 > 95%
NOVO BANCO, S.A. EUROPE 9 6 10000000 6 > 95%
NRG ENERGY, INC. AMERICAS Y 9 6.7 7500000 4 < 5%
NUCOR CORPORATION AMERICAS 3 1.3 5000000 0 < 5%
NXP B.V. EUROPE Y 6 3.3 5000000 2 > 95%
OBAYASHI CORPORATION JAPAN Y 2 0.7 2500000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 3 1.7 2500000 0 25-75%
ODAKYU ELECTRIC RAILWAY CO., LTD. JAPAN 0 0 2500000 0 > 95%
OFFICE DEPOT, INC. AMERICAS 6 2 2500000 0 < 5%
OJI HOLDINGS CORPORATION JAPAN Y 5 2 5000000 1 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 4 1.7 2500000 0 > 95%
OLIN CORPORATION AMERICAS Y 7 5 7500000 2 < 5%
OMNICOM GROUP INC. AMERICAS Y 6 3 12500000 2 < 5%
ONEOK PARTNERS, L.P. AMERICAS 3 1 2500000 0 25-75%
ONEOK, INC. AMERICAS 4 1.7 2500000 0 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 2 0.7 2500000 0 > 95%
OPEN JOINT STOCK COMPANY "OIL COMPANY ROSNEFT" EUROPE Y 5 2 5000000 0 > 95%
ORACLE CORPORATION AMERICAS 1 0.3 2500000 0 < 5%
ORANGE EUROPE Y 9 6 15000000 4 > 95%
ORIX CORPORATION JAPAN Y 4 1.3 2500000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 6 4 5000000 0 > 95%
OWENS CORNING AMERICAS 1 0.3 2500000 0 < 5%
OWENS-ILLINOIS, INC. AMERICAS Y 3 1.3 2500000 0 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS 5 1.7 2500000 0 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 6 2.7 7500000 1 < 5%
PACTIV LLC AMERICAS Y 5 2.7 7500000 1 < 5%
PANASONIC CORPORATION JAPAN Y 2 0.7 2500000 0 > 95%
PARKER DRILLING COMPANY AMERICAS Y 4 2.3 2500000 0 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 6 3.7 7500000 1 > 95%
PEARSON PLC EUROPE Y 9 6.3 12500000 5 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 12 10.7 450000000 43 > 95%
PEPSICO, INC. AMERICAS 5 2.7 2500000 0 < 5%
PERNOD RICARD EUROPE Y 7 3.7 7500000 1 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 11 9 15000000 5 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS Y 8 6.3 7500000 2 > 95%
PETROLEOS MEXICANOS AMERICAS Y 11 9 20000000 5 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 5 3.3 5000000 1 > 95%
PEUGEOT SA EUROPE Y 9 7.3 10000000 3 > 95%
PFIZER INC. AMERICAS Y 7 4 20000000 6 < 5%
PHH CORPORATION AMERICAS Y 3 2 2500000 0 < 5%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 6 4 2500000 1 < 5%
PITNEY BOWES INC. AMERICAS Y 9 6 15000000 4 < 5%
PIZZAEXPRESS FINANCING 1 PLC EUROPE Y 8 6.7 7500000 3 > 95%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS 2 0.7 2500000 0 < 5%
PLAY FINANCE 1 S.A. EUROPE Y 7 5 5000000 2 > 95%
POLYONE CORPORATION AMERICAS Y 4 2 2500000 0 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 3 1 2500000 0 > 95%
PORTIGON AG EUROPE 2 0.7 2500000 0 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 11 5.7 25000000 3 > 95%
POSCO ASIA EX-JAPAN Y 9 5 7500000 1 > 95%
POSTNL N.V. EUROPE Y 8 5 7500000 2 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS 5 2.3 2500000 0 5-25%
PPG INDUSTRIES, INC. AMERICAS 4 1.3 2500000 0 < 5%
PREMIER FOODS FINANCE PLC EUROPE Y 8 7 5000000 2 > 95%
PROGRESS ENERGY, INC. AMERICAS Y 0 0 2500000 0 < 5%
PROLOGIS, L.P. AMERICAS 4 1.3 2500000 0 < 5%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 9 6.3 50000000 9 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 6 3.7 2500000 0 > 95%
PSEG POWER LLC AMERICAS 1 1 2500000 0 < 5%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" EUROPE Y 1 0.3 2500000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 9 4.3 10000000 3 > 95%
PULTEGROUP, INC. AMERICAS Y 7 5.3 5000000 2 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 6 4.3 5000000 1 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 3 1.7 5000000 1 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 4 1.7 12500000 1 < 5%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 2 0.7 2500000 0 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 8 5.7 10000000 3 5-25%
RADIAN GROUP INC. AMERICAS Y 5 3 7500000 1 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE 3 1.3 2500000 0 > 95%
RALLYE EUROPE Y 10 8.3 15000000 8 > 95%
RAYTHEON COMPANY AMERICAS Y 6 2.7 12500000 4 < 5%
REALOGY GROUP LLC AMERICAS Y 4 2.7 5000000 1 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 9 6.3 7500000 1 > 95%
RELX PLC EUROPE Y 8 4 7500000 2 > 95%
RENAULT EUROPE Y 10 7.7 12500000 3 > 95%
RENTOKIL INITIAL PLC EUROPE Y 6 2 2500000 0 > 95%
REPSOL OIL & GAS CANADA INC. AMERICAS 1 0.3 2500000 0 < 5%
REPSOL, S.A. EUROPE Y 10 7.7 50000000 9 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 4 2 17500000 1 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 1 0.3 2500000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 12 11.3 75000000 10 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 12 11.3 175000000 41 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 7 3.3 5000000 0 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 1 0.3 2500000 0 > 95%
REPUBLIC OF ESTONIA SOVEREIGN 1 0.7 2500000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 3 1 2500000 0 > 95%
REPUBLIC OF ICELAND SOVEREIGN 4 1.3 2500000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 10 10 200000000 26 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 14 11.7 375000000 18 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 5 2.7 7500000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 13 10.7 375000000 25 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 0 0 2500000 0 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 10 6.3 7500000 1 > 95%
REPUBLIC OF PERU SOVEREIGN Y 12 11 75000000 9 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 5 2.3 5000000 1 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 2 0.7 2500000 0 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 12 11.7 325000000 52 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 10 9.3 125000000 28 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 12 10.7 600000000 60 > 95%
REPUBLIC SERVICES, INC. AMERICAS 2 0.7 2500000 0 < 5%
RESONA BANK, LIMITED JAPAN Y 3 1 2500000 0 > 95%
REXEL EUROPE Y 7 5.7 5000000 2 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 7 3.7 15000000 9 < 5%
RHODIA EUROPE Y 1 0.7 2500000 0 > 95%
RICOH COMPANY, LTD. JAPAN Y 2 1 2500000 1 > 95%
RIO TINTO LIMITED AUSTRALIA NZ Y 8 6.7 20000000 5 > 95%
RITE AID CORPORATION AMERICAS Y 3 2 5000000 2 < 5%
ROCHE HOLDINGS, INC. EUROPE 4 1.3 2500000 0 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS 1 0.3 2500000 0 < 5%
ROHM AND HAAS COMPANY AMERICAS Y 5 1.7 2500000 0 < 5%
ROLLS-ROYCE PLC EUROPE Y 10 9 50000000 11 > 95%
ROMANIA SOVEREIGN Y 4 1.3 2500000 0 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE Y 3 1 2500000 0 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 8 6 15000000 5 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 9 8 50000000 10 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 12 10.3 300000000 42 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 10 7.3 15000000 5 > 95%
RYDER SYSTEM, INC. AMERICAS Y 7 5 12500000 3 < 5%
SABRE HOLDINGS CORPORATION AMERICAS Y 4 1.7 2500000 0 < 5%
SAFEWAY INC. AMERICAS Y 6 3 5000000 1 < 5%
SAFEWAY LIMITED EUROPE Y 9 5.7 7500000 3 > 95%
SAKS INCORPORATED AMERICAS Y 3 1.7 5000000 0 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 4 2.7 5000000 0 > 95%
SANMINA CORPORATION AMERICAS Y 1 0.7 2500000 0 < 5%
SANOFI EUROPE Y 7 3 7500000 2 > 95%
SANTANDER UK PLC EUROPE 2 1 2500000 0 > 95%
SBERBANK EUROPE Y 2 1 2500000 0 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 7 3.3 5000000 1 > 95%
SCANIA AKTIEBOLAG EUROPE 0 0 2500000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 AUSTRALIA NZ Y 5 3 2500000 0 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 8 5.7 7500000 2 > 95%
SCOR SE EUROPE 3 1 2500000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 1 0.7 2500000 0 < 5%
SEALED AIR CORPORATION AMERICAS Y 6 5 5000000 1 < 5%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 5 4 7500000 2 < 5%
SECURITAS AB EUROPE 2 0.7 2500000 0 > 95%
SEIKO EPSON CORPORATION JAPAN Y 0 0 2500000 0 > 95%
SELECTA GROUP B.V. EUROPE Y 7 4.7 2500000 1 > 95%
SEMPRA ENERGY AMERICAS Y 5 2.3 5000000 1 5-25%
SES EUROPE Y 0 0 2500000 0 > 95%
SFR GROUP S.A. EUROPE Y 7 7 15000000 4 > 95%
SHARP CORPORATION JAPAN Y 3 1.7 2500000 0 > 95%
SHIMIZU CORPORATION JAPAN Y 2 0.7 2500000 0 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 0 0 2500000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 9 5 17500000 2 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 7 5 20000000 4 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 5 2.7 2500000 0 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 4 1.3 2500000 0 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 4 3.3 5000000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 1 0.3 2500000 0 > 95%
SKY PLC EUROPE Y 9 7.7 12500000 4 > 95%
SLOVAK REPUBLIC SOVEREIGN Y 1 0.3 2500000 0 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN Y 2 0.7 2500000 0 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 3 1 2500000 0 < 5%
SMITHS GROUP PLC EUROPE 1 0.3 2500000 0 > 95%
SMURFIT KAPPA ACQUISITIONS EUROPE Y 10 6.3 5000000 1 > 95%
SMURFIT KAPPA FUNDING LIMITED EUROPE 1 0.3 2500000 0 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 5 3.7 5000000 1 > 95%
SOCIETE AIR FRANCE EUROPE Y 3 1.3 2500000 0 > 95%
SOCIETE GENERALE EUROPE Y 11 9.7 50000000 7 > 95%
SODEXO EUROPE Y 3 1 2500000 1 > 95%
SOFTBANK GROUP CORP. JAPAN Y 11 7.3 10000000 2 > 95%
SOLVAY EUROPE Y 9 6 15000000 5 > 95%
SONY CORPORATION JAPAN Y 8 4.3 5000000 1 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 7 4.3 10000000 1 5-25%
SPARK NEW ZEALAND LIMITED AUSTRALIA NZ Y 1 0.3 2500000 0 > 95%
SPECTRA ENERGY CAPITAL, LLC AMERICAS 1 0.3 2500000 0 < 5%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 5 4 5000000 2 < 5%
SPRINT COMMUNICATIONS, INC. AMERICAS Y 11 6.3 50000000 12 < 5%
SSE PLC EUROPE Y 5 2 2500000 0 > 95%
STANDARD CHARTERED BANK EUROPE Y 11 9.7 75000000 13 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE Y 3 1.3 2500000 0 > 95%
STANLEY BLACK & DECKER, INC. AMERICAS 4 1.7 5000000 0 25-75%
STAPLES, INC. AMERICAS Y 11 8.3 17500000 4 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, LLC AMERICAS 6 3 5000000 1 25-75%
STATE BANK OF INDIA ASIA EX-JAPAN Y 8 6 10000000 2 > 95%
STATE OF CALIFORNIA AMERICAS Y 3 1.3 2500000 0 75-95%
STATE OF CONNECTICUT AMERICAS Y 0 0 2500000 0 > 95%
STATE OF FLORIDA AMERICAS Y 2 0.7 2500000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 0 0 2500000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 5 4 5000000 1 > 95%
STATE OF QATAR SOVEREIGN Y 5 3 15000000 2 > 95%
STATOIL ASA EUROPE Y 10 6.7 25000000 5 > 95%
STENA AKTIEBOLAG EUROPE Y 7 6 22500000 8 > 95%
STMICROELECTRONICS N.V. EUROPE Y 6 2.7 5000000 2 > 95%
STONEGATE PUB COMPANY FINANCING PLC EUROPE Y 6 4.3 5000000 2 > 95%
STORA ENSO OYJ EUROPE Y 8 4.3 10000000 3 > 95%
SUEDZUCKER AG EUROPE Y 7 5 7500000 1 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 4 1.3 2500000 0 > 95%
SUMITOMO CORPORATION JAPAN Y 6 3.3 7500000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 6 3.3 5000000 1 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 7 3.7 5000000 1 > 95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN Y 5 3 5000000 1 > 95%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 7 4 2500000 2 > 95%
SUPERVALU INC. AMERICAS Y 6 4 7500000 2 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 1 0.3 2500000 0 > 95%
SVENSKA HANDELSBANKEN AB EUROPE Y 3 1.3 2500000 0 > 95%
SWEDISH MATCH AB EUROPE Y 2 1 2500000 1 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 5 3.3 5000000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 11 7.3 15000000 2 > 95%
SWISSCOM LTD. EUROPE 2 0.7 2500000 0 > 95%
SYNGENTA AG EUROPE 2 0.7 2500000 0 > 95%
SYNLAB UNSECURED BONDCO PLC EUROPE Y 3 2.3 2500000 1 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 2 0.7 2500000 0 > 95%
TALEN ENERGY SUPPLY, LLC AMERICAS Y 5 2.7 2500000 0 < 5%
TARGET CORPORATION AMERICAS Y 6 3.3 12500000 2 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 7 3.3 5000000 1 > 95%
TDC A/S EUROPE Y 8 6.7 7500000 3 > 95%
TECHEM GMBH EUROPE Y 7 5.3 2500000 1 > 95%
TECHNIP EUROPE Y 7 4.3 7500000 2 > 95%
TECK RESOURCES LIMITED AMERICAS Y 11 8 50000000 10 < 5%
TEGNA INC. AMERICAS Y 6 2.3 5000000 1 < 5%
TELECOM ITALIA SPA EUROPE Y 12 9.7 50000000 8 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 9 5.3 10000000 6 > 95%
TELEFONICA, S.A. EUROPE Y 11 10.3 50000000 13 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS 2 0.7 2500000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 10 4.3 7500000 2 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 4 3.3 5000000 1 > 95%
TELENOR ASA EUROPE Y 6 3 5000000 2 > 95%
TELIA COMPANY AB EUROPE Y 8 4.3 10000000 3 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 8 3 2500000 0 > 95%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 2 0.7 2500000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 3 1.3 2500000 0 < 5%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 2 0.7 2500000 0 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 6 4.7 15000000 6 < 5%
TESCO PLC EUROPE Y 9 9 50000000 23 > 95%
TESORO CORPORATION AMERICAS Y 7 5.7 12500000 3 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS 3 1.3 2500000 0 5-25%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 0 0 2500000 0 < 5%
TEXTRON INC. AMERICAS 2 1 2500000 0 < 5%
THALES EUROPE 5 2.3 5000000 1 > 95%
THE AES CORPORATION AMERICAS Y 6 4.3 7500000 2 5-25%
THE ALLSTATE CORPORATION AMERICAS Y 4 2 12500000 4 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 4 2 5000000 0 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 0 0 2500000 0 < 5%
THE BOEING COMPANY AMERICAS Y 6 2.7 15000000 1 5-25%
THE COCA-COLA COMPANY AMERICAS 1 0.3 2500000 0 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 8 5 25000000 4 < 5%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 8 4.7 5000000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 6 3.7 7500000 1 > 95%
THE GAP, INC. AMERICAS Y 9 7.3 50000000 7 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 10 8.7 75000000 7 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 8 5.7 5000000 2 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 7 3.7 12500000 2 < 5%
THE HERTZ CORPORATION AMERICAS Y 10 7.3 17500000 7 5-25%
THE HILLSHIRE BRANDS COMPANY AMERICAS Y 3 1 5000000 0 < 5%
THE HOME DEPOT, INC. AMERICAS Y 6 3.3 17500000 2 < 5%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 6 3.7 5000000 1 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 3 2 2500000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 2 0.7 2500000 0 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 7 3.7 5000000 0 > 95%
THE KROGER CO. AMERICAS Y 5 3 10000000 1 < 5%
THE LUBRIZOL CORPORATION AMERICAS 2 0.7 2500000 0 25-75%
THE MCCLATCHY COMPANY AMERICAS Y 5 3.3 5000000 2 < 5%
THE NEIMAN MARCUS GROUP LLC AMERICAS Y 3 1.3 2500000 1 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 7 3 5000000 1 5-25%
THE NIELSEN COMPANY B.V. EUROPE Y 3 1 2500000 0 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 3 1.3 10000000 1 < 5%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 11 10 25000000 9 > 95%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 8 4 12500000 2 < 5%
THE TJX COMPANIES, INC. AMERICAS Y 1 0.3 2500000 0 < 5%
THE TRAVELERS COMPANIES, INC. AMERICAS 0 0 2500000 0 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 7 3.3 12500000 1 < 5%
THE WESTERN UNION COMPANY AMERICAS 7 3.3 5000000 1 5-25%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 6 2.7 7500000 1 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE 2 0.7 2500000 0 > 95%
THYSSENKRUPP AG EUROPE Y 11 7.3 22500000 4 > 95%
TIME WARNER CABLE, LLC AMERICAS 7 3.3 15000000 2 < 5%
TIME WARNER INC. AMERICAS Y 4 2 12500000 2 < 5%
TOHOKU ELECTRIC POWER COMPANY, INCORPORATED JAPAN 0 0 2500000 0 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 2 0.7 2500000 0 > 95%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED JAPAN Y 4 2 2500000 0 > 95%
TOLL BROTHERS, INC. AMERICAS Y 6 4 7500000 1 < 5%
TOSHIBA CORPORATION JAPAN Y 7 4.3 5000000 1 > 95%
TOTAL SA EUROPE Y 10 6.7 20000000 4 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 2 1 2500000 0 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 1 0.3 2500000 0 > 95%
TOYS "R" US, INC. AMERICAS Y 8 6.3 5000000 1 < 5%
TRANSCANADA PIPELINES LIMITED AMERICAS 3 1.3 2500000 0 < 5%
TRANSOCEAN INC. AMERICAS Y 10 8.3 50000000 13 < 5%
TRANSOCEAN WORLDWIDE INC. AMERICAS 2 0.7 2500000 0 25-75%
TRIONISTA HOLDCO GMBH EUROPE Y 7 3.7 2500000 0 > 95%
TUI AG EUROPE Y 6 3.7 7500000 1 > 95%
TVN FINANCE CORPORATION III AB (PUBL) EUROPE Y 4 1.7 2500000 0 > 95%
TYCO FIRE & SECURITY FINANCE S.C.A. AMERICAS 2 0.7 2500000 0 25-75%
TYSON FOODS, INC. AMERICAS Y 9 5.3 22500000 4 < 5%
UBS AG EUROPE Y 11 9 50000000 6 > 95%
UCB EUROPE Y 4 1.3 2500000 0 > 95%
UNIBAIL-RODAMCO SE EUROPE Y 6 2.7 2500000 1 > 95%
UNICREDIT BANK AG EUROPE 1 0.3 2500000 0 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 12 11.3 50000000 13 > 95%
UNILABS SUBHOLDING AB (PUBL) EUROPE Y 6 3 2500000 1 > 95%
UNILEVER N.V. EUROPE Y 6 3 7500000 1 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 6 3.3 10000000 2 < 5%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE 2 1 2500000 0 > 95%
UNISYS CORPORATION AMERICAS Y 3 2.3 2500000 1 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 7 3 50000000 2 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 12 11.7 650000000 107 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 5 3.7 2500000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 7 3.3 10000000 2 < 5%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 4 4 7500000 3 < 5%
UNITED STATES OF AMERICA SOVEREIGN Y 5 2.3 5000000 0 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 9 8.3 22500000 11 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS 5 1.7 2500000 0 < 5%
UNITED UTILITIES PLC EUROPE Y 7 5 10000000 4 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 6 2.7 15000000 7 < 5%
UNITYMEDIA GMBH EUROPE Y 8 6 7500000 2 > 95%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 6 3.3 5000000 1 < 5%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 3 2.3 2500000 0 < 5%
UPC HOLDING B.V. EUROPE Y 10 8.3 10000000 2 > 95%
UPM-KYMMENE OYJ EUROPE Y 6 2.3 5000000 2 > 95%
USG CORPORATION AMERICAS 3 1 2500000 0 25-75%
UST LLC AMERICAS 3 1 2500000 0 25-75%
V.F. CORPORATION AMERICAS 2 0.7 2500000 0 < 5%
VALE CANADA LIMITED AMERICAS 3 1 2500000 0 25-75%
VALE SA AMERICAS Y 5 3 2500000 0 > 95%
VALEO EUROPE Y 8 3.7 10000000 3 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 7 5.3 12500000 3 < 5%
VATTENFALL AB EUROPE Y 6 2.7 7500000 1 > 95%
VENTAS REALTY, LIMITED PARTNERSHIP AMERICAS 1 0.3 2500000 0 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 9 7 12500000 5 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 9 4.3 50000000 4 5-25%
VIACOM INC. AMERICAS Y 8 7 22500000 6 < 5%
VINCI EUROPE Y 8 4.7 7500000 2 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 9 7.3 25000000 6 > 95%
VIVENDI EUROPE Y 8 4.3 7500000 2 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 10 8.7 20000000 6 > 95%
VODAFONE KABEL DEUTSCHLAND GMBH EUROPE 2 0.7 2500000 0 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 11 10.7 150000000 47 > 95%
VORNADO REALTY L.P. AMERICAS Y 1 0.7 2500000 0 25-75%
VTB BANK (PUBLIC JOINT-STOCK COMPANY) EUROPE Y 2 1 2500000 0 > 95%
VUE INTERNATIONAL BIDCO PLC EUROPE Y 8 5.7 7500000 2 > 95%
VULCAN MATERIALS COMPANY AMERICAS Y 3 1.3 2500000 0 < 5%
WAL-MART STORES, INC. AMERICAS Y 7 4.3 12500000 3 < 5%
WASTE MANAGEMENT, INC. AMERICAS 2 0.7 2500000 0 < 5%
WEATHERFORD INTERNATIONAL LTD. AMERICAS Y 10 8 50000000 13 < 5%
WEATHERFORD INTERNATIONAL, LLC AMERICAS 1 0.3 2500000 0 < 5%
WELLS FARGO & COMPANY AMERICAS Y 9 7 12500000 2 < 5%
WELLTOWER INC. AMERICAS 2 1 2500000 0 < 5%
WENDEL EUROPE Y 8 4 10000000 4 > 95%
WENDY'S INTERNATIONAL, LLC AMERICAS 3 1.3 2500000 0 < 5%
WESFARMERS LIMITED AUSTRALIA NZ Y 3 1 2500000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 6 4 7500000 1 > 95%
WESTROCK MWV, LLC AMERICAS Y 4 1.7 5000000 1 < 5%
WEYERHAEUSER COMPANY AMERICAS Y 8 4.3 10000000 2 < 5%
WHIRLPOOL CORPORATION AMERICAS Y 9 5.3 17500000 3 < 5%
WILLIAMS PARTNERS L.P. AMERICAS 2 0.7 2500000 0 < 5%
WIND ACQUISITION FINANCE S.A. EUROPE Y 8 6.7 15000000 4 > 95%
WINDSTREAM SERVICES, LLC AMERICAS Y 7 5 17500000 5 < 5%
WOLTERS KLUWER N.V. EUROPE Y 6 3.3 7500000 2 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 5 3.3 7500000 0 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 5 1.7 2500000 0 > 95%
WOORI BANK ASIA EX-JAPAN Y 3 2.3 2500000 0 > 95%
WPP 2005 LIMITED EUROPE Y 7 3.7 7500000 1 > 95%
WYETH LLC AMERICAS 1 0.3 2500000 0 < 5%
XEROX CORPORATION AMERICAS Y 9 6 22500000 3 < 5%
XLIT LTD. AMERICAS Y 5 2.3 7500000 1 5-25%
XSTRATA LIMITED EUROPE 3 1.3 2500000 0 > 95%
YUM! BRANDS, INC. AMERICAS Y 8 3.3 12500000 2 < 5%
ZIGGO BOND FINANCE B.V. EUROPE Y 9 7 10000000 2 > 95%
ZURICH INSURANCE COMPANY LTD EUROPE Y 13 8.7 17500000 3 > 95%
21ST CENTURY FOX AMERICA, INC. AMERICAS Y 6 3.3 12500000 2 < 5%
3I GROUP PLC EUROPE Y 2 0.7 2500000 0 > 95%
3M COMPANY AMERICAS 2 0.7 2500000 0 25-75%
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