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

The sample covers the three month period beginning September 20, 2017 through December 19, 2017

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 HEALTHCARE 2 0.7 2,500,000 0 < 5%
ABU DHABI GOVERNMENT Y 9 5.7 10,000,000 1 > 95%
ABU DHABI NATIONAL ENERGY COMPANY UTILITIES 1 0.3 2,500,000 0 > 95%
ACCOR CONSUMER SERVICES 8 4.3 5,000,000 1 > 95%
ACOM CO., LTD. FINANCIALS 1 0.3 2,500,000 0 > 95%
ADECCO GROUP AG INDUSTRIALS 3 1.0 2,500,000 0 > 95%
ADVANCED MICRO DEVICES, INC. TECHNOLOGY Y 12 8.0 12,500,000 4 < 5%
AEGON N.V. FINANCIALS Y 12 10.3 50,000,000 5 > 95%
AEON CO., LTD. CONSUMER SERVICES Y 4 2.0 2,500,000 0 > 95%
AETNA INC. HEALTHCARE Y 7 5.0 5,000,000 1 < 5%
AGRICULTURAL BANK OF CHINA LIMITED FINANCIALS 0 0.0 2,500,000 0 > 95%
AGRIUM INC. BASIC MATERIALS 1 0.3 2,500,000 0 < 5%
AIR FRANCE - KLM INDUSTRIALS Y 10 7.3 10,000,000 2 > 95%
AIRBUS SE INDUSTRIALS 9 6.3 17,500,000 2 > 95%
AK STEEL CORPORATION BASIC MATERIALS Y 11 9.7 50,000,000 11 < 5%
AKTIEBOLAGET ELECTROLUX CONSUMER GOODS Y 7 4.3 10,000,000 1 > 95%
AKTIEBOLAGET VOLVO INDUSTRIALS Y 8 5.3 12,500,000 2 > 95%
AKZO NOBEL N.V. BASIC MATERIALS Y 7 3.7 17,500,000 1 > 95%
ALCATEL-LUCENT USA INC. TECHNOLOGY Y 6 3.0 2,500,000 0 < 5%
ALLIANZ SE FINANCIALS Y 12 9.7 17,500,000 3 > 95%
ALLY FINANCIAL INC. FINANCIALS Y 10 7.3 17,500,000 5 < 5%
ALSTOM INDUSTRIALS Y 9 4.3 5,000,000 1 > 95%
ALTICE FINCO S.A. CONSUMER SERVICES Y 12 10.0 50,000,000 9 > 95%
ALTICE LUXEMBOURG S.A. CONSUMER SERVICES 5 4.3 7,500,000 2 > 95%
ALTRIA GROUP, INC. CONSUMER GOODS Y 9 6.7 10,000,000 2 < 5%
AMCOR LTD INDUSTRIALS Y 3 1.0 2,500,000 0 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE TELECOMMUNICATIONS SERVICES Y 4 2.3 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. INDUSTRIALS Y 6 4.0 5,000,000 2 5-25%
AMERICAN AXLE & MANUFACTURING, INC. CONSUMER GOODS Y 11 7.3 17,500,000 5 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. UTILITIES Y 10 7.3 10,000,000 1 5-25%
AMERICAN EXPRESS COMPANY FINANCIALS Y 9 6.0 10,000,000 1 < 5%
AMERICAN INTERNATIONAL GROUP, INC. FINANCIALS Y 11 8.7 20,000,000 3 < 5%
AMGEN INC. HEALTHCARE Y 10 6.0 7,500,000 1 < 5%
AMKOR TECHNOLOGY, INC. TECHNOLOGY Y 8 6.3 5,000,000 2 < 5%
AMP GROUP HOLDINGS LIMITED FINANCIALS Y 1 0.3 2,500,000 0 > 95%
ANA HOLDINGS INC. INDUSTRIALS Y 5 2.7 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION ENERGY Y 11 10.0 50,000,000 10 < 5%
ANDEAVOR ENERGY 8 5.3 5,000,000 1 < 5%
ANGLO AMERICAN PLC BASIC MATERIALS Y 11 9.7 50,000,000 6 > 95%
ANHEUSER-BUSCH COMPANIES, LLC CONSUMER GOODS 1 0.3 2,500,000 0 5-25%
ANHEUSER-BUSCH INBEV CONSUMER GOODS Y 10 8.3 50,000,000 3 > 95%
APACHE CORPORATION ENERGY Y 9 7.7 20,000,000 3 < 5%
ARAB REPUBLIC OF EGYPT GOVERNMENT Y 4 2.3 2,500,000 1 > 95%
ARAMARK SERVICES, INC. CONSUMER SERVICES Y 3 2.0 2,500,000 0 < 5%
ARCELORMITTAL BASIC MATERIALS Y 12 10.3 75,000,000 12 > 95%
ARCHER-DANIELS-MIDLAND COMPANY CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
ARCONIC INC. BASIC MATERIALS Y 10 7.7 50,000,000 5 < 5%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY INDUSTRIALS Y 12 8.3 12,500,000 3 > 95%
ARGENTINE REPUBLIC GOVERNMENT Y 11 10.7 200,000,000 27 > 95%
ARROW ELECTRONICS, INC. TECHNOLOGY Y 8 5.7 7,500,000 1 < 5%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI FINANCIALS Y 13 11.0 50,000,000 7 > 95%
ASSURED GUARANTY CORP. FINANCIALS 2 1.0 2,500,000 0 < 5%
ASSURED GUARANTY MUNICIPAL CORP. FINANCIALS Y 10 8.3 17,500,000 4 < 5%
ASTALDI SOCIETA PER AZIONI INDUSTRIALS Y 9 7.3 50,000,000 13 > 95%
ASTRAZENECA PLC HEALTHCARE Y 7 3.3 15,000,000 1 > 95%
AT&T INC. TELECOMMUNICATIONS SERVICES Y 10 9.0 50,000,000 6 < 5%
ATLANTIA S.P.A. INDUSTRIALS Y 7 5.0 7,500,000 2 > 95%
AUCHAN HOLDING CONSUMER SERVICES Y 8 5.0 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED FINANCIALS Y 8 6.3 50,000,000 3 > 95%
AUTOZONE, INC. CONSUMER SERVICES Y 10 8.3 25,000,000 3 < 5%
AVIS BUDGET CAR RENTAL, LLC CONSUMER SERVICES Y 2 0.7 2,500,000 0 > 95%
AVIS BUDGET GROUP, INC. CONSUMER SERVICES Y 10 8.0 50,000,000 8 < 5%
AVIVA PLC FINANCIALS Y 12 9.7 50,000,000 4 > 95%
AVNET, INC. CONSUMER GOODS Y 11 8.0 12,500,000 2 < 5%
AVON PRODUCTS, INC. CONSUMER GOODS Y 11 9.3 50,000,000 9 < 5%
AXA FINANCIALS Y 12 10.0 50,000,000 4 > 95%
BAE SYSTEMS PLC INDUSTRIALS Y 6 2.7 7,500,000 2 > 95%
BAKER HUGHES, A GE COMPANY, LLC ENERGY 1 0.3 2,500,000 0 < 5%
BALL CORPORATION INDUSTRIALS Y 3 2.0 2,500,000 0 < 5%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. FINANCIALS Y 10 5.0 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA FINANCIALS Y 11 10.0 50,000,000 8 > 95%
BANCO BPM SOCIETA' PER AZIONI FINANCIALS 8 5.0 7,500,000 2 > 95%
BANCO COMERCIAL PORTUGUES, S.A. FINANCIALS Y 4 2.3 2,500,000 0 > 95%
BANCO DE SABADELL, S.A. FINANCIALS 5 3.0 2,500,000 0 > 95%
BANCO NACIONAL DE DESENVOLVIMENTO ECONOMICO E SOCIAL - BNDES GOVERNMENT Y 2 0.7 2,500,000 0 > 95%
BANCO POPULAR ESPANOL, S.A. FINANCIALS 2 0.7 2,500,000 0 > 95%
BANCO SANTANDER, S.A. FINANCIALS Y 12 11.0 75,000,000 9 > 95%
BANK OF AMERICA CORPORATION FINANCIALS Y 9 7.7 50,000,000 5 < 5%
BANK OF CHINA LIMITED FINANCIALS Y 12 7.3 50,000,000 3 > 95%
BANK OF INDIA FINANCIALS Y 4 2.0 2,500,000 1 > 95%
BANK OF SCOTLAND PLC FINANCIALS Y 0 0.0 2,500,000 0 > 95%
BANKIA, S.A. FINANCIALS 4 2.0 2,500,000 0 > 95%
BANKINTER S.A. FINANCIALS 1 0.3 2,500,000 0 > 95%
BARCLAYS BANK PLC FINANCIALS Y 10 8.3 75,000,000 6 > 95%
BARCLAYS PLC FINANCIALS 11 7.0 17,500,000 3 > 95%
BARRICK GOLD CORPORATION BASIC MATERIALS Y 12 8.7 50,000,000 4 < 5%
BASF SE BASIC MATERIALS Y 8 5.7 17,500,000 2 > 95%
BAXTER INTERNATIONAL INC. HEALTHCARE Y 8 6.7 7,500,000 2 5-25%
BAYER AKTIENGESELLSCHAFT HEALTHCARE Y 11 6.7 10,000,000 2 > 95%
BAYERISCHE LANDESBANK FINANCIALS Y 5 2.7 2,500,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT CONSUMER GOODS Y 10 5.7 17,500,000 2 > 95%
BEAM SUNTORY INC. CONSUMER GOODS Y 4 1.7 5,000,000 1 < 5%
BEAZER HOMES USA, INC. CONSUMER GOODS Y 8 6.7 15,000,000 4 < 5%
BELO CORP. CONSUMER SERVICES Y 1 0.7 2,500,000 0 < 5%
BENI STABILI SOCIETA PER AZIONI SOCIETA DI INVESTIMENTO IMMOBILIARE QUOTATA FINANCIALS Y 7 4.3 2,500,000 1 > 95%
BERKSHIRE HATHAWAY INC. FINANCIALS Y 12 9.3 125,000,000 23 < 5%
BERTELSMANN SE & CO. KGAA CONSUMER SERVICES Y 6 2.7 2,500,000 0 > 95%
BEST BUY CO., INC. CONSUMER SERVICES Y 9 8.0 50,000,000 5 < 5%
BHP BILLITON LIMITED BASIC MATERIALS Y 8 4.3 12,500,000 2 > 95%
BLOCK FINANCIAL LLC FINANCIALS Y 9 6.3 7,500,000 2 < 5%
BNP PARIBAS FINANCIALS Y 13 9.7 50,000,000 4 > 95%
BOEING CAPITAL CORPORATION FINANCIALS Y 1 0.7 2,500,000 0 < 5%
BOMBARDIER INC. INDUSTRIALS Y 13 10.3 20,000,000 6 < 5%
BOPARAN FINANCE PLC CONSUMER GOODS Y 11 10.0 15,000,000 7 > 95%
BORGWARNER INC. CONSUMER GOODS 3 1.0 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION HEALTHCARE Y 9 5.7 10,000,000 2 < 5%
BOUYGUES INDUSTRIALS Y 7 4.3 7,500,000 1 > 95%
BOYD GAMING CORPORATION CONSUMER SERVICES Y 11 6.7 5,000,000 1 < 5%
BP P.L.C. ENERGY Y 10 7.7 20,000,000 4 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. INDUSTRIALS Y 3 1.7 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY HEALTHCARE Y 9 7.3 7,500,000 2 < 5%
BRITISH AIRWAYS PLC INDUSTRIALS Y 4 2.0 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. CONSUMER GOODS Y 8 6.3 25,000,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES Y 8 6.3 15,000,000 3 > 95%
BRUNSWICK CORPORATION CONSUMER GOODS Y 1 0.3 2,500,000 0 < 5%
BURLINGTON NORTHERN SANTA FE, LLC INDUSTRIALS Y 1 0.3 2,500,000 0 < 5%
CA, INC. TECHNOLOGY Y 4 1.7 2,500,000 0 < 5%
CABLE & WIRELESS LIMITED TELECOMMUNICATIONS SERVICES Y 9 7.0 7,500,000 2 > 95%
CABLEVISION SYSTEMS CORPORATION CONSUMER SERVICES 3 1.3 2,500,000 0 < 5%
CAIXA GERAL DE DEPOSITOS S.A. FINANCIALS 1 1.0 2,500,000 0 > 95%
CAIXABANK, S.A. FINANCIALS 3 1.3 2,500,000 0 > 95%
CALATLANTIC GROUP, INC. CONSUMER GOODS Y 9 6.7 12,500,000 2 < 5%
CALIFORNIA RESOURCES CORPORATION ENERGY Y 5 4.3 2,500,000 1 < 5%
CALPINE CORPORATION UTILITIES Y 8 5.7 5,000,000 1 < 5%
CAMPBELL SOUP COMPANY CONSUMER GOODS Y 8 5.0 10,000,000 2 < 5%
CANADIAN NATURAL RESOURCES LIMITED ENERGY Y 10 9.0 22,500,000 4 < 5%
CAPGEMINI TECHNOLOGY 3 1.7 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION FINANCIALS Y 7 5.3 5,000,000 1 < 5%
CAPITAL ONE FINANCIAL CORPORATION FINANCIALS Y 2 0.7 2,500,000 0 < 5%
CAPITALAND LIMITED FINANCIALS Y 2 1.0 2,500,000 0 > 95%
CARDINAL HEALTH, INC. CONSUMER SERVICES Y 10 6.3 15,000,000 2 < 5%
CARE UK HEALTH & SOCIAL CARE PLC HEALTHCARE Y 10 7.7 5,000,000 2 > 95%
CARLSBERG BREWERIES A/S CONSUMER GOODS Y 8 6.3 12,500,000 2 > 95%
CARNIVAL CORPORATION CONSUMER SERVICES Y 9 7.3 12,500,000 2 < 5%
CARREFOUR CONSUMER SERVICES Y 9 6.3 15,000,000 4 > 95%
CASINO GUICHARD-PERRACHON CONSUMER SERVICES Y 11 9.7 50,000,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION FINANCIALS 0 0.0 2,500,000 0 < 5%
CATERPILLAR INC. INDUSTRIALS Y 9 7.3 25,000,000 3 < 5%
CBS CORPORATION CONSUMER SERVICES Y 9 8.0 25,000,000 3 < 5%
CCO HOLDINGS, LLC CONSUMER SERVICES Y 7 4.7 5,000,000 1 < 5%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE INDUSTRIALS Y 5 2.7 2,500,000 0 > 95%
CENTRICA PLC UTILITIES Y 10 7.3 20,000,000 3 > 95%
CENTURYLINK, INC. TELECOMMUNICATIONS SERVICES Y 11 10.3 75,000,000 23 < 5%
CERVED GROUP S.P.A. INDUSTRIALS Y 1 0.3 2,500,000 0 > 95%
CHESAPEAKE ENERGY CORPORATION ENERGY Y 10 9.7 50,000,000 17 < 5%
CHEVRON CORPORATION ENERGY 3 1.0 2,500,000 0 < 5%
CHINA DEVELOPMENT BANK GOVERNMENT Y 8 3.0 10,000,000 1 > 95%
CHORUS LIMITED TELECOMMUNICATIONS SERVICES Y 0 0.0 2,500,000 0 > 95%
CHUBB INA HOLDINGS INC. FINANCIALS 1 0.3 2,500,000 0 < 5%
CHUBB LIMITED FINANCIALS Y 7 4.0 2,500,000 1 < 5%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED UTILITIES Y 0 0.0 2,500,000 0 > 95%
CIGNA CORPORATION HEALTHCARE Y 4 2.3 2,500,000 1 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE UTILITIES Y 2 0.7 2,500,000 0 > 95%
CISCO SYSTEMS, INC. TECHNOLOGY Y 6 3.0 5,000,000 1 < 5%
CIT GROUP INC. FINANCIALS Y 7 4.7 7,500,000 2 < 5%
CITIGROUP INC. FINANCIALS Y 11 8.3 50,000,000 6 < 5%
CITY OF CHICAGO GOVERNMENT Y 1 0.3 2,500,000 0 > 95%
CLARIANT AG BASIC MATERIALS Y 9 5.7 12,500,000 2 > 95%
CMA CGM INDUSTRIALS Y 12 9.3 10,000,000 3 > 95%
CMS ENERGY CORPORATION UTILITIES Y 0 0.0 2,500,000 0 < 5%
CNH INDUSTRIAL N.V. INDUSTRIALS Y 9 8.0 12,500,000 4 > 95%
CNOOC LIMITED ENERGY Y 5 2.7 5,000,000 0 > 95%
COMCAST CORPORATION CONSUMER SERVICES Y 10 8.3 15,000,000 2 < 5%
COMMERCIAL METALS COMPANY BASIC MATERIALS 0 0.0 2,500,000 0 < 5%
COMMERZBANK AKTIENGESELLSCHAFT FINANCIALS Y 12 9.3 50,000,000 8 > 95%
COMMONWEALTH BANK OF AUSTRALIA FINANCIALS Y 8 6.7 50,000,000 3 > 95%
COMMONWEALTH OF AUSTRALIA GOVERNMENT Y 10 8.0 50,000,000 3 > 95%
COMMONWEALTH OF PENNSYLVANIA GOVERNMENT Y 1 0.3 2,500,000 0 > 95%
COMMUNITY HEALTH SYSTEMS, INC. HEALTHCARE Y 8 6.7 22,500,000 9 < 5%
COMPAGNIE DE SAINT-GOBAIN INDUSTRIALS Y 9 6.7 15,000,000 2 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA CONSUMER GOODS Y 6 4.7 7,500,000 1 > 95%
COMPASS GROUP PLC CONSUMER SERVICES Y 2 0.7 2,500,000 0 > 95%
CONAGRA BRANDS, INC. CONSUMER GOODS Y 10 6.3 7,500,000 2 < 5%
CONOCOPHILLIPS ENERGY Y 10 7.7 22,500,000 4 < 5%
CONSTELLIUM N.V. BASIC MATERIALS Y 6 4.3 2,500,000 1 > 95%
CONTINENTAL AKTIENGESELLSCHAFT CONSUMER GOODS Y 7 3.7 10,000,000 1 > 95%
CONVATEC HEALTHCARE E S.A. HEALTHCARE Y 6 3.0 2,500,000 0 > 95%
COOEPERATIEVE RABOBANK U.A. FINANCIALS Y 11 6.0 7,500,000 1 > 95%
COOPER TIRE & RUBBER COMPANY CONSUMER GOODS Y 5 2.0 2,500,000 0 < 5%
CORNING INCORPORATED TECHNOLOGY Y 2 0.7 2,500,000 0 < 5%
COSTCO WHOLESALE CORPORATION CONSUMER SERVICES 1 0.3 2,500,000 0 < 5%
COX COMMUNICATIONS, INC. CONSUMER SERVICES Y 8 6.7 10,000,000 2 < 5%
CREDIT AGRICOLE SA FINANCIALS Y 11 8.0 25,000,000 4 > 95%
CREDIT SUISSE GROUP AG FINANCIALS Y 11 8.3 50,000,000 3 > 95%
CROWN RESORTS LIMITED CONSUMER SERVICES Y 1 0.3 2,500,000 0 > 95%
CSC HOLDINGS, LLC CONSUMER SERVICES Y 10 6.3 10,000,000 3 < 5%
CSR LIMITED INDUSTRIALS Y 1 0.3 2,500,000 0 > 95%
CSX CORPORATION INDUSTRIALS Y 9 5.7 12,500,000 2 5-25%
CVS HEALTH CORPORATION HEALTHCARE Y 8 7.0 15,000,000 2 < 5%
CYTEC INDUSTRIES INC. BASIC MATERIALS 3 1.3 2,500,000 1 < 5%
CZECH REPUBLIC GOVERNMENT Y 3 1.0 2,500,000 0 > 95%
D.R. HORTON, INC. CONSUMER GOODS Y 8 6.3 12,500,000 2 < 5%
DAIMLER AG CONSUMER GOODS Y 11 9.7 50,000,000 4 > 95%
DANONE CONSUMER GOODS Y 8 4.0 10,000,000 1 > 95%
DANSKE BANK A/S FINANCIALS Y 10 5.7 10,000,000 1 > 95%
DARDEN RESTAURANTS, INC. CONSUMER SERVICES Y 10 7.3 17,500,000 3 < 5%
DAVITA INC. HEALTHCARE Y 4 2.7 2,500,000 0 < 5%
DBS BANK LTD. FINANCIALS Y 2 1.0 2,500,000 0 > 95%
DDR CORP. FINANCIALS 1 0.3 2,500,000 0 < 5%
DEAN FOODS COMPANY CONSUMER GOODS Y 8 4.7 5,000,000 2 < 5%
DEERE & COMPANY INDUSTRIALS Y 10 7.3 20,000,000 2 < 5%
DELL INC. TECHNOLOGY Y 11 8.7 25,000,000 6 < 5%
DELTA AIR LINES, INC. INDUSTRIALS Y 4 1.3 2,500,000 0 < 5%
DELUXE CORPORATION INDUSTRIALS Y 1 0.7 2,500,000 0 < 5%
DEUTSCHE BANK AKTIENGESELLSCHAFT FINANCIALS Y 11 9.7 100,000,000 11 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT INDUSTRIALS Y 9 9.0 15,000,000 4 > 95%
DEUTSCHE POST AG INDUSTRIALS Y 1 0.3 2,500,000 0 > 95%
DEUTSCHE TELEKOM AG TELECOMMUNICATIONS SERVICES Y 11 7.3 25,000,000 2 > 95%
DEVON ENERGY CORPORATION ENERGY Y 10 8.7 50,000,000 7 < 5%
DEXIA CREDIT LOCAL FINANCIALS 4 2.0 2,500,000 0 > 95%
DIAGEO PLC CONSUMER GOODS Y 7 3.3 7,500,000 1 > 95%
DIAMOND OFFSHORE DRILLING, INC. ENERGY 10 6.3 7,500,000 3 < 5%
DILLARD'S, INC. CONSUMER SERVICES Y 4 2.7 5,000,000 1 < 5%
DISH DBS CORPORATION CONSUMER SERVICES Y 11 8.7 50,000,000 12 < 5%
DIXONS RETAIL GROUP LIMITED CONSUMER SERVICES 3 1.0 2,500,000 0 > 95%
DNB BANK ASA FINANCIALS 0 0.0 2,500,000 0 > 95%
DOMINION ENERGY, INC. UTILITIES 9 6.3 12,500,000 2 < 5%
DOMTAR CORPORATION BASIC MATERIALS Y 9 7.3 17,500,000 3 < 5%
DRY MIX SOLUTIONS INVESTISSEMENTS INDUSTRIALS Y 7 4.3 2,500,000 1 > 95%
DUBAI GOVERNMENT Y 6 2.3 2,500,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC UTILITIES Y 9 7.0 7,500,000 2 < 5%
DXC TECHNOLOGY COMPANY TECHNOLOGY 8 7.3 15,000,000 2 < 5%
DYNEGY INC. UTILITIES Y 6 4.0 2,500,000 1 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY BASIC MATERIALS Y 8 6.0 7,500,000 2 < 5%
E.ON SE UTILITIES Y 10 7.0 17,500,000 2 > 95%
EASTMAN CHEMICAL COMPANY BASIC MATERIALS Y 9 7.3 17,500,000 2 < 5%
EATON CORPORATION INDUSTRIALS 1 0.3 2,500,000 0 < 5%
EDISON S.P.A. UTILITIES Y 2 1.0 2,500,000 0 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. UTILITIES Y 10 7.7 10,000,000 2 > 95%
EDP FINANCE B.V. UTILITIES 3 1.3 2,500,000 1 > 95%
ELECTRICITE DE FRANCE UTILITIES Y 11 9.0 50,000,000 4 > 95%
ELI LILLY AND COMPANY HEALTHCARE 3 1.7 2,500,000 0 < 5%
ENBRIDGE INC. ENERGY Y 11 8.3 50,000,000 7 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG UTILITIES Y 5 2.3 2,500,000 0 > 95%
ENCANA CORPORATION ENERGY Y 10 7.7 15,000,000 3 < 5%
ENDESA, S.A. UTILITIES Y 0 0.0 2,500,000 0 > 95%
ENEL S.P.A. UTILITIES Y 10 8.0 22,500,000 5 > 95%
ENERGY TRANSFER EQUITY, L.P. ENERGY Y 3 2.7 2,500,000 1 < 5%
ENERGY TRANSFER, LP ENERGY 9 6.7 15,000,000 3 5-25%
ENGIE UTILITIES Y 9 4.7 12,500,000 1 > 95%
ENI S.P.A. ENERGY Y 7 4.7 20,000,000 1 > 95%
ENTERGY CORPORATION UTILITIES 1 1.0 2,500,000 0 < 5%
ENTERPRISE PRODUCTS OPERATING LLC ENERGY 5 2.7 5,000,000 0 5-25%
ERP OPERATING LIMITED PARTNERSHIP FINANCIALS Y 7 5.3 7,500,000 1 < 5%
ERSTE GROUP BANK AG FINANCIALS 2 1.0 2,500,000 0 > 95%
ESKOM HOLDINGS SOC LIMITED UTILITIES Y 5 2.3 5,000,000 0 > 95%
EXELON CORPORATION UTILITIES Y 8 6.7 10,000,000 2 < 5%
EXELON GENERATION COMPANY, LLC UTILITIES 6 4.0 7,500,000 1 < 5%
EXPEDIA, INC. CONSUMER SERVICES Y 10 9.0 17,500,000 3 < 5%
EXPERIAN FINANCE PLC INDUSTRIALS Y 8 3.7 2,500,000 1 > 95%
EXPORT-IMPORT BANK OF INDIA GOVERNMENT Y 3 1.0 2,500,000 0 > 95%
FCE BANK PLC FINANCIALS Y 2 0.7 2,500,000 0 > 95%
FEDERAL REPUBLIC OF GERMANY GOVERNMENT Y 9 5.3 75,000,000 2 > 95%
FEDERAL REPUBLIC OF NIGERIA GOVERNMENT 1 1.0 2,500,000 0 > 95%
FEDERATIVE REPUBLIC OF BRAZIL GOVERNMENT Y 13 12.0 850,000,000 85 > 95%
FEDEX CORPORATION INDUSTRIALS 1 0.3 2,500,000 0 < 5%
FIAT CHRYSLER AUTOMOBILES N.V. CONSUMER GOODS Y 12 10.7 50,000,000 7 > 95%
FINANCIERE QUICK CONSUMER SERVICES Y 6 3.3 2,500,000 0 > 95%
FIRST DATA CORPORATION INDUSTRIALS Y 8 6.0 15,000,000 2 < 5%
FIRSTENERGY CORP. UTILITIES Y 9 7.7 17,500,000 3 < 5%
FIS DATA SYSTEMS INC. TECHNOLOGY 4 2.0 2,500,000 0 < 5%
FORD MOTOR COMPANY CONSUMER GOODS Y 11 9.3 50,000,000 7 < 5%
FORD MOTOR CREDIT COMPANY LLC FINANCIALS 8 4.7 7,500,000 2 < 5%
FORTUM OYJ UTILITIES Y 8 4.3 10,000,000 2 > 95%
FREEPORT-MCMORAN INC. BASIC MATERIALS Y 11 9.0 50,000,000 8 < 5%
FRENCH REPUBLIC GOVERNMENT Y 11 8.3 100,000,000 7 > 95%
FRESENIUS SE & CO. KGAA HEALTHCARE Y 4 1.3 2,500,000 0 > 95%
FRONTIER COMMUNICATIONS CORPORATION TELECOMMUNICATIONS SERVICES Y 12 9.7 75,000,000 25 < 5%
FUJITSU LIMITED TECHNOLOGY Y 2 0.7 2,500,000 0 > 95%
GALAPAGOS HOLDING S.A. INDUSTRIALS Y 10 8.0 5,000,000 3 > 95%
GALP ENERGIA, SGPS, S.A. ENERGY Y 11 7.7 7,500,000 3 > 95%
GARFUNKELUX HOLDCO 2 S.A. FINANCIALS Y 9 7.0 7,500,000 3 > 95%
GAS NATURAL SDG, S.A. UTILITIES Y 10 7.0 17,500,000 3 > 95%
GATX CORPORATION FINANCIALS Y 3 1.3 2,500,000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY ENERGY Y 8 5.7 7,500,000 1 > 95%
GECINA FINANCIALS Y 1 0.3 2,500,000 0 > 95%
GENERAL ELECTRIC COMPANY INDUSTRIALS Y 13 9.7 50,000,000 5 < 5%
GENERAL MILLS, INC. CONSUMER GOODS Y 8 5.3 7,500,000 1 < 5%
GENERAL MOTORS COMPANY CONSUMER GOODS Y 10 8.7 50,000,000 5 < 5%
GENWORTH HOLDINGS, INC. FINANCIALS Y 11 7.3 12,500,000 5 < 5%
GKN HOLDINGS PLC CONSUMER GOODS Y 9 6.3 15,000,000 3 > 95%
GLAXOSMITHKLINE PLC HEALTHCARE Y 8 5.0 17,500,000 1 > 95%
GLENCORE INTERNATIONAL AG BASIC MATERIALS Y 11 10.0 50,000,000 9 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST FINANCIALS Y 3 1.0 2,500,000 0 > 95%
GS CALTEX CORPORATION ENERGY Y 3 1.3 2,500,000 0 > 95%
HALLIBURTON COMPANY ENERGY Y 10 6.7 10,000,000 2 < 5%
HAMMERSON PLC FINANCIALS Y 2 0.7 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. CONSUMER SERVICES Y 1 0.3 2,500,000 0 > 95%
HANNOVER RUECK SE FINANCIALS Y 8 5.0 7,500,000 1 > 95%
HASBRO, INC. CONSUMER GOODS Y 1 0.3 2,500,000 0 < 5%
HAVAS CONSUMER SERVICES Y 2 1.3 2,500,000 0 > 95%
HCA INC. HEALTHCARE Y 11 8.7 12,500,000 4 5-25%
HCP, INC. FINANCIALS 2 0.7 2,500,000 0 < 5%
HEATHROW FUNDING LIMITED INDUSTRIALS 4 2.7 5,000,000 0 > 95%
HEIDELBERGCEMENT AG INDUSTRIALS Y 8 7.7 15,000,000 3 > 95%
HEINEKEN N.V. CONSUMER GOODS Y 8 4.7 5,000,000 1 > 95%
HELLENIC REPUBLIC GOVERNMENT Y 7 4.0 5,000,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME TELECOMMUNICATIONS SERVICES Y 10 7.0 7,500,000 2 > 95%
HEMA BONDCO I B.V. CONSUMER SERVICES Y 10 7.7 10,000,000 3 > 95%
HENKEL AG & CO. KGAA CONSUMER GOODS Y 2 0.7 2,500,000 0 > 95%
HESS CORPORATION ENERGY Y 11 9.0 50,000,000 7 < 5%
HITACHI, LTD. INDUSTRIALS Y 3 1.3 2,500,000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT INDUSTRIALS Y 8 4.3 2,500,000 1 > 95%
HONDA MOTOR CO., LTD. CONSUMER GOODS Y 4 2.0 2,500,000 0 > 95%
HONEYWELL INTERNATIONAL INC. INDUSTRIALS Y 9 6.0 10,000,000 2 < 5%
HOST HOTELS & RESORTS, L.P. FINANCIALS Y 8 6.7 12,500,000 2 < 5%
HP INC. TECHNOLOGY Y 9 7.7 17,500,000 2 < 5%
HSBC BANK PLC FINANCIALS Y 11 8.0 50,000,000 3 > 95%
HSBC HOLDINGS PLC FINANCIALS Y 9 5.3 10,000,000 2 > 95%
HUMANA INC. HEALTHCARE 0 0.0 2,500,000 0 < 5%
HUNGARY GOVERNMENT Y 7 4.3 10,000,000 1 > 95%
HUNTSMAN INTERNATIONAL LLC BASIC MATERIALS Y 4 2.3 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED CONSUMER SERVICES Y 5 2.7 7,500,000 1 > 95%
HYUNDAI MOTOR COMPANY CONSUMER GOODS Y 4 2.0 5,000,000 0 > 95%
IBERDROLA, S.A. UTILITIES Y 10 7.3 22,500,000 2 > 95%
ICELAND BONDCO PLC CONSUMER SERVICES Y 10 7.3 5,000,000 2 > 95%
ICICI BANK LIMITED FINANCIALS Y 8 4.7 5,000,000 1 > 95%
IDBI BANK LIMITED FINANCIALS Y 8 3.7 5,000,000 1 > 95%
IMPERIAL BRANDS PLC CONSUMER GOODS Y 10 7.7 12,500,000 2 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED FINANCIALS 8 3.3 7,500,000 1 > 95%
INDUSTRIAL BANK OF KOREA FINANCIALS Y 4 2.0 2,500,000 0 > 95%
INEOS GROUP HOLDINGS LIMITED BASIC MATERIALS Y 1 0.3 2,500,000 0 > 95%
INEOS GROUP HOLDINGS S.A. BASIC MATERIALS Y 9 8.0 17,500,000 3 > 95%
ING BANK N.V. FINANCIALS Y 9 4.7 5,000,000 1 > 95%
ING GROEP N.V. FINANCIALS 5 3.0 2,500,000 0 > 95%
INGERSOLL-RAND COMPANY INDUSTRIALS Y 7 4.3 5,000,000 1 < 5%
INNOGY SE UTILITIES 8 3.7 7,500,000 1 > 95%
INTELSAT INVESTMENTS S.A. TELECOMMUNICATIONS SERVICES 2 0.7 2,500,000 0 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION TECHNOLOGY Y 9 7.3 20,000,000 2 < 5%
INTERNATIONAL GAME TECHNOLOGY PLC CONSUMER SERVICES Y 8 6.0 5,000,000 1 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION INDUSTRIALS Y 10 7.7 12,500,000 3 < 5%
INTERNATIONAL PAPER COMPANY BASIC MATERIALS Y 8 6.7 20,000,000 2 < 5%
INTERVAL ACQUISITION CORP. CONSUMER SERVICES 2 0.7 2,500,000 0 < 5%
INTESA SANPAOLO SPA FINANCIALS Y 12 10.3 100,000,000 12 > 95%
INTRUM JUSTITIA AB FINANCIALS 8 5.7 5,000,000 2 > 95%
IRELAND GOVERNMENT Y 5 2.0 5,000,000 0 > 95%
IRON MOUNTAIN INCORPORATED FINANCIALS Y 3 1.7 2,500,000 0 < 5%
ISS GLOBAL A/S FINANCIALS Y 2 0.7 2,500,000 0 > 95%
ISTAR INC. FINANCIALS Y 6 4.0 5,000,000 1 < 5%
ITOCHU CORPORATION INDUSTRIALS Y 4 1.7 2,500,000 0 > 95%
ITV PLC CONSUMER SERVICES Y 8 4.7 5,000,000 1 > 95%
J SAINSBURY PLC CONSUMER SERVICES Y 10 7.0 10,000,000 2 > 95%
J. C. PENNEY COMPANY, INC. CONSUMER SERVICES Y 12 10.3 50,000,000 19 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC CONSUMER GOODS Y 11 9.7 50,000,000 12 > 95%
JAPAN GOVERNMENT Y 9 6.0 50,000,000 2 > 95%
JAPAN TOBACCO INC. CONSUMER GOODS Y 2 1.0 2,500,000 0 > 95%
JEMENA LIMITED UTILITIES Y 2 0.7 2,500,000 0 > 95%
JFE HOLDINGS, INC. BASIC MATERIALS Y 9 6.0 17,500,000 4 > 95%
JOHNSON & JOHNSON HEALTHCARE Y 8 6.0 7,500,000 1 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY INDUSTRIALS Y 8 5.0 2,500,000 1 < 5%
JOINT STOCK COMPANY RUSSIAN AGRICULTURAL BANK FINANCIALS Y 4 1.3 2,500,000 0 > 95%
JPMORGAN CHASE & CO. FINANCIALS 10 8.7 100,000,000 8 < 5%
K. HOVNANIAN ENTERPRISES, INC. CONSUMER GOODS Y 10 8.3 75,000,000 22 < 5%
KAJIMA CORPORATION INDUSTRIALS Y 1 0.3 2,500,000 0 > 95%
KATE SPADE & COMPANY CONSUMER SERVICES 4 1.3 2,500,000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. INDUSTRIALS Y 5 1.7 2,500,000 0 > 95%
KAWASAKI KISEN KAISHA, LTD. INDUSTRIALS Y 4 2.3 2,500,000 0 > 95%
KB HOME CONSUMER GOODS Y 11 9.0 22,500,000 6 < 5%
KEB HANA BANK FINANCIALS Y 4 2.0 5,000,000 0 > 95%
KELDA GROUP LIMITED UTILITIES 1 0.3 2,500,000 0 > 95%
KELLOGG COMPANY CONSUMER GOODS 2 0.7 2,500,000 0 < 5%
KERING CONSUMER SERVICES Y 7 4.7 5,000,000 1 > 95%
KIMBERLY-CLARK CORPORATION CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
KIMCO REALTY CORPORATION FINANCIALS 1 0.3 2,500,000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. ENERGY Y 9 6.3 5,000,000 2 5-25%
KINDER MORGAN, INC. ENERGY Y 10 7.7 22,500,000 3 5-25%
KINGDOM OF BAHRAIN GOVERNMENT 4 1.7 2,500,000 1 > 95%
KINGDOM OF BELGIUM GOVERNMENT Y 11 6.0 50,000,000 2 > 95%
KINGDOM OF DENMARK GOVERNMENT Y 6 2.7 7,500,000 0 > 95%
KINGDOM OF NORWAY GOVERNMENT Y 5 2.0 5,000,000 0 > 95%
KINGDOM OF SAUDI ARABIA GOVERNMENT Y 11 9.7 100,000,000 10 > 95%
KINGDOM OF SPAIN GOVERNMENT Y 12 11.0 100,000,000 7 > 95%
KINGDOM OF SWEDEN GOVERNMENT Y 4 1.7 2,500,000 0 > 95%
KINGDOM OF THAILAND GOVERNMENT Y 11 8.0 50,000,000 3 > 95%
KINGDOM OF THE NETHERLANDS GOVERNMENT Y 6 2.3 5,000,000 0 > 95%
KINGFISHER PLC CONSUMER SERVICES Y 3 1.7 2,500,000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. INDUSTRIALS Y 6 3.0 5,000,000 1 > 95%
KLEPIERRE FINANCIALS 2 0.7 2,500,000 0 > 95%
KOBE STEEL, LTD. BASIC MATERIALS Y 12 10.0 50,000,000 21 > 95%
KOHL'S CORPORATION CONSUMER SERVICES Y 10 8.7 50,000,000 8 < 5%
KOMATSU LTD. INDUSTRIALS Y 3 1.3 2,500,000 0 > 95%
KONINKLIJKE AHOLD DELHAIZE N.V. CONSUMER SERVICES 8 5.7 10,000,000 1 > 95%
KONINKLIJKE DSM N.V. BASIC MATERIALS Y 6 3.0 10,000,000 1 > 95%
KONINKLIJKE KPN N.V. TELECOMMUNICATIONS SERVICES Y 10 7.0 10,000,000 1 > 95%
KONINKLIJKE PHILIPS N.V. CONSUMER GOODS Y 9 6.7 10,000,000 2 > 95%
KOOKMIN BANK FINANCIALS Y 4 2.0 5,000,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION UTILITIES Y 2 1.3 2,500,000 0 > 95%
KOREA EXPRESSWAY CORPORATION INDUSTRIALS 2 0.7 2,500,000 0 > 95%
KRAFT HEINZ FOODS COMPANY CONSUMER GOODS Y 8 6.7 15,000,000 2 < 5%
KT CORPORATION TELECOMMUNICATIONS SERVICES Y 2 1.0 2,500,000 0 > 95%
KYUSHU ELECTRIC POWER COMPANY, INCORPORATED UTILITIES 1 0.3 2,500,000 0 > 95%
L BRANDS, INC. CONSUMER SERVICES Y 11 9.3 50,000,000 7 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE BASIC MATERIALS Y 6 2.3 2,500,000 0 > 95%
LADBROKES CORAL GROUP PLC CONSUMER SERVICES Y 11 8.7 50,000,000 11 > 95%
LAFARGE INDUSTRIALS Y 2 0.7 2,500,000 0 > 95%
LAFARGEHOLCIM LTD INDUSTRIALS Y 9 7.3 25,000,000 4 > 95%
LAMB WESTON HOLDINGS, INC. CONSUMER GOODS 7 4.7 5,000,000 1 < 5%
LANXESS AKTIENGESELLSCHAFT BASIC MATERIALS Y 8 5.3 12,500,000 2 > 95%
LEBANESE REPUBLIC GOVERNMENT Y 8 5.7 12,500,000 4 > 95%
LENDLEASE CORPORATION LIMITED INDUSTRIALS Y 5 2.0 2,500,000 0 > 95%
LENNAR CORPORATION CONSUMER GOODS Y 12 8.7 12,500,000 3 < 5%
LEONARDO SOCIETA' PER AZIONI INDUSTRIALS Y 9 7.0 12,500,000 4 > 95%
LEVEL 3 COMMUNICATIONS, INC. TELECOMMUNICATIONS SERVICES Y 6 4.3 5,000,000 1 < 5%
LEVI STRAUSS & CO. CONSUMER GOODS Y 5 3.3 2,500,000 0 < 5%
LEXMARK INTERNATIONAL, INC. TECHNOLOGY 2 0.7 2,500,000 0 < 5%
LIBERTY INTERACTIVE LLC CONSUMER SERVICES Y 5 4.3 5,000,000 2 < 5%
LINCOLN NATIONAL CORPORATION FINANCIALS Y 10 7.0 12,500,000 2 < 5%
LINDE AKTIENGESELLSCHAFT BASIC MATERIALS Y 5 2.0 2,500,000 0 > 95%
LLOYDS BANK PLC FINANCIALS Y 10 8.0 50,000,000 3 > 95%
LLOYDS BANKING GROUP PLC FINANCIALS 9 6.7 10,000,000 2 > 95%
LOCK LOWER HOLDING AS FINANCIALS Y 7 3.3 2,500,000 1 > 95%
LOCKHEED MARTIN CORPORATION INDUSTRIALS Y 9 6.0 7,500,000 1 25-75%
LOEWS CORPORATION FINANCIALS Y 8 6.0 10,000,000 1 < 5%
LOUIS DREYFUS COMPANY B.V. CONSUMER SERVICES Y 9 7.7 5,000,000 1 > 95%
LOUISIANA-PACIFIC CORPORATION CONSUMER GOODS Y 6 3.7 5,000,000 1 < 5%
LOWE'S COMPANIES, INC. CONSUMER SERVICES Y 8 5.3 12,500,000 1 < 5%
LOXAM INDUSTRIALS Y 9 6.7 5,000,000 1 > 95%
LVMH MOET HENNESSY LOUIS VUITTON CONSUMER GOODS Y 7 2.7 5,000,000 0 > 95%
M.D.C. HOLDINGS, INC. CONSUMER GOODS Y 8 6.3 10,000,000 2 < 5%
MACQUARIE BANK LIMITED FINANCIALS Y 5 2.3 2,500,000 0 > 95%
MACY'S, INC. CONSUMER SERVICES Y 12 10.3 75,000,000 16 < 5%
MALAYSIA GOVERNMENT Y 12 10.3 125,000,000 8 > 95%
MARATHON OIL CORPORATION ENERGY 6 2.7 5,000,000 1 < 5%
MARKS AND SPENCER P.L.C. CONSUMER SERVICES Y 11 8.3 25,000,000 10 > 95%
MARRIOTT INTERNATIONAL, INC. CONSUMER SERVICES Y 9 6.7 12,500,000 2 < 5%
MARSH & MCLENNAN COMPANIES, INC. FINANCIALS Y 8 5.0 5,000,000 1 5-25%
MARUBENI CORPORATION ENERGY Y 6 4.0 12,500,000 2 > 95%
MASCO CORPORATION CONSUMER GOODS Y 2 1.0 2,500,000 0 < 5%
MATALAN FINANCE PLC CONSUMER SERVICES Y 9 8.3 10,000,000 4 > 95%
MATTEL, INC. CONSUMER GOODS 5 2.3 2,500,000 0 < 5%
MATTERHORN TELECOM HOLDING S.A. TELECOMMUNICATIONS SERVICES Y 9 7.7 5,000,000 2 > 95%
MBIA INC. FINANCIALS Y 10 9.0 100,000,000 35 < 5%
MBIA INSURANCE CORPORATION FINANCIALS Y 9 6.7 15,000,000 5 < 5%
MCDONALD'S CORPORATION CONSUMER SERVICES Y 10 7.3 12,500,000 2 < 5%
MCKESSON CORPORATION HEALTHCARE Y 9 7.3 12,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI FINANCIALS Y 14 10.3 50,000,000 4 > 95%
MEDTRONIC, INC. HEALTHCARE 2 0.7 2,500,000 0 < 5%
MELIA HOTELS INTERNATIONAL, S.A. CONSUMER SERVICES Y 5 2.0 2,500,000 0 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN HEALTHCARE 2 1.3 2,500,000 0 > 95%
MERITOR, INC. CONSUMER GOODS Y 7 5.3 15,000,000 4 < 5%
METLIFE, INC. FINANCIALS Y 10 9.0 75,000,000 15 < 5%
METRO AG CONSUMER SERVICES Y 11 8.3 15,000,000 3 > 95%
METSA BOARD CORPORATION BASIC MATERIALS Y 9 7.3 7,500,000 3 > 95%
MGIC INVESTMENT CORPORATION FINANCIALS Y 8 4.7 5,000,000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP CONSUMER SERVICES 5 2.3 2,500,000 0 < 5%
MGM RESORTS INTERNATIONAL CONSUMER SERVICES Y 8 5.7 15,000,000 4 < 5%
MICROSOFT CORPORATION TECHNOLOGY 2 1.0 2,500,000 0 < 5%
MITSUBISHI CHEMICAL CORPORATION BASIC MATERIALS 0 0.0 2,500,000 0 > 95%
MITSUBISHI CORPORATION BASIC MATERIALS Y 5 2.3 2,500,000 0 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED FINANCIALS Y 1 0.3 2,500,000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. INDUSTRIALS Y 1 0.3 2,500,000 0 > 95%
MITSUI & CO., LTD. ENERGY Y 5 2.3 7,500,000 1 > 95%
MITSUI CHEMICALS, INC. BASIC MATERIALS Y 8 4.3 7,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. FINANCIALS Y 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. INDUSTRIALS Y 7 5.3 10,000,000 2 > 95%
MIZUHO BANK, LTD. FINANCIALS Y 3 1.0 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. CONSUMER GOODS Y 3 1.0 2,500,000 0 < 5%
MONDELEZ INTERNATIONAL, INC. CONSUMER GOODS Y 10 7.7 10,000,000 2 < 5%
MONITCHEM HOLDCO 3 S.A. BASIC MATERIALS Y 9 7.0 5,000,000 1 > 95%
MORGAN STANLEY FINANCIALS Y 10 8.0 50,000,000 5 < 5%
MOTOROLA SOLUTIONS, INC. TECHNOLOGY Y 9 7.7 20,000,000 3 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN FINANCIALS Y 11 7.0 12,500,000 2 > 95%
MURPHY OIL CORPORATION ENERGY Y 5 3.3 2,500,000 1 < 5%
NABORS INDUSTRIES, INC. ENERGY Y 11 9.7 50,000,000 10 < 5%
NATIONAL AUSTRALIA BANK LIMITED FINANCIALS Y 10 7.0 50,000,000 2 > 95%
NATIONAL GRID PLC UTILITIES Y 8 3.7 7,500,000 1 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION FINANCIALS Y 8 6.0 10,000,000 2 < 5%
NATIONWIDE BUILDING SOCIETY FINANCIALS Y 1 0.3 2,500,000 0 > 95%
NAVIENT CORPORATION FINANCIALS Y 10 8.0 22,500,000 5 < 5%
NEC CORPORATION TECHNOLOGY Y 3 1.0 2,500,000 0 > 95%
NESTLE S.A. CONSUMER GOODS Y 9 6.0 7,500,000 1 > 95%
NEW ALBERTSON'S, INC. CONSUMER SERVICES Y 7 5.0 5,000,000 2 < 5%
NEW LOOK BONDCO I LIMITED CONSUMER SERVICES 1 0.3 2,500,000 0 > 95%
NEW LOOK SENIOR ISSUER PLC CONSUMER SERVICES Y 11 9.7 17,500,000 9 > 95%
NEWELL BRANDS INC. CONSUMER GOODS Y 9 7.3 17,500,000 2 < 5%
NEWMONT MINING CORPORATION BASIC MATERIALS Y 9 6.0 12,500,000 2 < 5%
NEXT PLC CONSUMER SERVICES Y 10 7.3 17,500,000 7 > 95%
NINE WEST HOLDINGS, INC. CONSUMER GOODS Y 8 5.3 2,500,000 1 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. BASIC MATERIALS Y 9 6.3 20,000,000 2 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION BASIC MATERIALS Y 9 4.7 7,500,000 1 > 95%
NIPPON YUSEN KABUSHIKI KAISHA INDUSTRIALS Y 6 4.0 7,500,000 1 > 95%
NISSAN MOTOR CO., LTD. CONSUMER GOODS Y 7 3.7 7,500,000 1 > 95%
NOBLE CORPORATION ENERGY 2 1.0 2,500,000 0 < 5%
NOBLE ENERGY, INC. ENERGY 2 0.7 2,500,000 0 < 5%
NOBLE GROUP LIMITED BASIC MATERIALS Y 4 1.7 2,500,000 0 > 95%
NOKIA OYJ TECHNOLOGY Y 10 7.3 17,500,000 6 > 95%
NOMURA HOLDINGS, INC. FINANCIALS Y 3 1.3 2,500,000 0 > 95%
NORBORD INC. CONSUMER GOODS Y 4 2.0 2,500,000 0 < 5%
NORDEA BANK AB FINANCIALS 1 0.3 2,500,000 0 > 95%
NORDSTROM, INC. CONSUMER SERVICES Y 10 8.3 50,000,000 10 < 5%
NORFOLK SOUTHERN CORPORATION INDUSTRIALS Y 9 6.3 12,500,000 2 < 5%
NORTHROP GRUMMAN CORPORATION INDUSTRIALS Y 9 5.7 5,000,000 1 < 5%
NOVA CHEMICALS CORPORATION BASIC MATERIALS Y 5 2.3 2,500,000 0 < 5%
NOVAFIVES INDUSTRIALS Y 8 7.0 7,500,000 2 > 95%
NOVARTIS AG HEALTHCARE 2 0.7 2,500,000 0 > 95%
NOVO BANCO, S.A. FINANCIALS 14 9.7 22,500,000 12 > 95%
NRG ENERGY, INC. UTILITIES Y 10 7.0 12,500,000 4 < 5%
NUCOR CORPORATION BASIC MATERIALS 4 2.0 5,000,000 0 < 5%
NXP B.V. TECHNOLOGY Y 3 1.7 2,500,000 0 > 95%
NXP USA, INC. TECHNOLOGY 2 1.3 2,500,000 0 < 5%
OBAYASHI CORPORATION INDUSTRIALS Y 2 0.7 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION ENERGY 2 0.7 2,500,000 0 < 5%
OFFICE DEPOT, INC. CONSUMER SERVICES 4 1.3 2,500,000 0 < 5%
OJI HOLDINGS CORPORATION BASIC MATERIALS Y 3 2.0 5,000,000 1 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY FINANCIALS Y 1 0.3 2,500,000 0 > 95%
OLIN CORPORATION BASIC MATERIALS Y 6 4.7 7,500,000 2 < 5%
OMNICOM GROUP INC. CONSUMER SERVICES Y 9 7.0 12,500,000 1 < 5%
ONEOK, INC. ENERGY Y 1 0.3 2,500,000 0 < 5%
ORANGE TELECOMMUNICATIONS SERVICES Y 8 6.7 15,000,000 2 > 95%
ORIENTAL REPUBLIC OF URUGUAY GOVERNMENT Y 1 0.3 2,500,000 0 > 95%
ORIX CORPORATION FINANCIALS Y 3 1.3 2,500,000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED FINANCIALS Y 3 1.7 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. INDUSTRIALS Y 2 1.0 2,500,000 0 < 5%
PACIFIC GAS AND ELECTRIC COMPANY UTILITIES 1 0.3 2,500,000 0 < 5%
PACKAGING CORPORATION OF AMERICA INDUSTRIALS Y 7 4.3 2,500,000 1 < 5%
PACTIV LLC INDUSTRIALS Y 6 4.0 5,000,000 1 < 5%
PANASONIC CORPORATION CONSUMER GOODS Y 3 1.3 2,500,000 0 > 95%
PARKER DRILLING COMPANY ENERGY Y 7 3.7 2,500,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED TELECOMMUNICATIONS SERVICES Y 2 1.0 2,500,000 0 > 95%
PEARSON PLC CONSUMER SERVICES Y 8 6.0 5,000,000 1 > 95%
PEOPLE'S REPUBLIC OF CHINA GOVERNMENT Y 12 11.3 525,000,000 34 > 95%
PEPSICO, INC. CONSUMER GOODS 3 1.7 2,500,000 0 < 5%
PERNOD RICARD CONSUMER GOODS Y 8 4.0 5,000,000 2 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS ENERGY Y 13 11.0 50,000,000 8 > 95%
PETROLEOS MEXICANOS ENERGY Y 11 8.3 17,500,000 3 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ENERGY Y 6 2.7 2,500,000 0 > 95%
PEUGEOT SA CONSUMER GOODS Y 9 8.0 17,500,000 4 > 95%
PFIZER INC. HEALTHCARE Y 7 4.7 7,500,000 2 < 5%
PHH CORPORATION FINANCIALS Y 2 1.0 2,500,000 0 < 5%
PIONEER NATURAL RESOURCES COMPANY ENERGY Y 4 1.7 2,500,000 1 < 5%
PITNEY BOWES INC. TECHNOLOGY Y 10 9.0 50,000,000 12 < 5%
PIZZAEXPRESS FINANCING 1 PLC CONSUMER SERVICES Y 10 8.7 7,500,000 3 > 95%
PLAINS ALL AMERICAN PIPELINE, L.P. ENERGY 3 1.0 2,500,000 0 < 5%
PLAY FINANCE 1 S.A. TELECOMMUNICATIONS SERVICES Y 8 4.7 2,500,000 1 > 95%
POLYONE CORPORATION BASIC MATERIALS Y 2 2.0 2,500,000 0 < 5%
PORTUGUESE REPUBLIC GOVERNMENT Y 10 8.3 50,000,000 5 > 95%
POSCO BASIC MATERIALS Y 7 4.7 10,000,000 1 > 95%
POSTNL N.V. INDUSTRIALS Y 5 2.3 2,500,000 0 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. BASIC MATERIALS 1 0.3 2,500,000 0 < 5%
PPG INDUSTRIES, INC. BASIC MATERIALS 1 0.3 2,500,000 0 < 5%
PREMIER FOODS FINANCE PLC CONSUMER GOODS Y 9 6.7 7,500,000 3 > 95%
PROLOGIS, L.P. FINANCIALS 4 2.0 2,500,000 0 < 5%
PRUDENTIAL FINANCIAL, INC. FINANCIALS Y 10 8.3 22,500,000 4 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY FINANCIALS Y 12 8.3 10,000,000 3 > 95%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" ENERGY Y 1 0.7 2,500,000 0 > 95%
PUBLICIS GROUPE SA CONSUMER SERVICES Y 7 3.7 5,000,000 1 > 95%
PULTEGROUP, INC. CONSUMER GOODS Y 11 8.0 12,500,000 3 < 5%
QANTAS AIRWAYS LIMITED INDUSTRIALS Y 6 3.7 5,000,000 1 > 95%
QBE INSURANCE GROUP LIMITED FINANCIALS Y 3 1.3 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED HEALTHCARE Y 9 7.3 17,500,000 2 < 5%
R.R. DONNELLEY & SONS COMPANY INDUSTRIALS Y 9 7.7 20,000,000 7 < 5%
RADIAN GROUP INC. FINANCIALS Y 8 5.0 12,500,000 2 < 5%
RAIFFEISEN BANK INTERNATIONAL AG FINANCIALS 2 1.3 2,500,000 0 > 95%
RALLYE CONSUMER SERVICES Y 9 8.3 50,000,000 9 > 95%
RAYTHEON COMPANY INDUSTRIALS Y 9 5.0 5,000,000 1 < 5%
REALOGY GROUP LLC FINANCIALS Y 4 3.0 2,500,000 1 < 5%
RELIANCE INDUSTRIES LIMITED BASIC MATERIALS Y 7 3.3 5,000,000 0 > 95%
RELX PLC CONSUMER SERVICES Y 7 3.3 5,000,000 1 > 95%
RENAULT CONSUMER GOODS Y 8 6.0 12,500,000 3 > 95%
RENTOKIL INITIAL PLC INDUSTRIALS Y 4 1.7 2,500,000 0 > 95%
REPSOL OIL & GAS CANADA INC. ENERGY 2 0.7 2,500,000 0 < 5%
REPSOL, S.A. ENERGY Y 10 7.7 25,000,000 4 > 95%
REPUBLIC OF AUSTRIA GOVERNMENT Y 8 4.3 12,500,000 1 > 95%
REPUBLIC OF BULGARIA GOVERNMENT Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF CHILE GOVERNMENT Y 12 10.3 100,000,000 9 > 95%
REPUBLIC OF COLOMBIA GOVERNMENT Y 12 11.0 175,000,000 27 > 95%
REPUBLIC OF CROATIA GOVERNMENT Y 6 2.3 2,500,000 0 > 95%
REPUBLIC OF CYPRUS GOVERNMENT Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF FINLAND GOVERNMENT Y 0 0.0 2,500,000 0 > 95%
REPUBLIC OF ICELAND GOVERNMENT 1 0.3 2,500,000 0 > 95%
REPUBLIC OF INDONESIA GOVERNMENT Y 12 11.0 200,000,000 20 > 95%
REPUBLIC OF ITALY GOVERNMENT Y 14 12.3 625,000,000 26 > 95%
REPUBLIC OF KAZAKHSTAN GOVERNMENT Y 4 1.3 2,500,000 0 > 95%
REPUBLIC OF KOREA GOVERNMENT Y 14 12.7 700,000,000 42 > 95%
REPUBLIC OF LATVIA GOVERNMENT Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF LITHUANIA GOVERNMENT Y 1 0.3 2,500,000 0 > 95%
REPUBLIC OF PANAMA GOVERNMENT Y 10 7.7 10,000,000 2 > 95%
REPUBLIC OF PERU GOVERNMENT Y 11 10.3 75,000,000 8 > 95%
REPUBLIC OF POLAND GOVERNMENT Y 6 3.7 2,500,000 1 > 95%
REPUBLIC OF SLOVENIA GOVERNMENT Y 3 1.0 2,500,000 0 > 95%
REPUBLIC OF SOUTH AFRICA GOVERNMENT Y 13 11.3 450,000,000 46 > 95%
REPUBLIC OF THE PHILIPPINES GOVERNMENT Y 12 10.3 75,000,000 6 > 95%
REPUBLIC OF TURKEY GOVERNMENT Y 14 13.3 675,000,000 59 > 95%
RESONA BANK, LIMITED FINANCIALS Y 1 0.3 2,500,000 0 > 95%
REXEL CONSUMER SERVICES Y 10 7.3 5,000,000 2 > 95%
REYNOLDS AMERICAN INC. CONSUMER GOODS Y 8 6.7 10,000,000 2 < 5%
RICOH COMPANY, LTD. TECHNOLOGY Y 7 3.3 5,000,000 1 > 95%
RIO TINTO ALCAN INC. BASIC MATERIALS Y 2 1.0 2,500,000 0 < 5%
RIO TINTO LIMITED BASIC MATERIALS Y 8 6.3 20,000,000 3 > 95%
RITE AID CORPORATION CONSUMER SERVICES Y 10 8.7 50,000,000 14 < 5%
ROCHE HOLDINGS, INC. HEALTHCARE 4 1.3 2,500,000 0 > 95%
ROGERS COMMUNICATIONS INC. TELECOMMUNICATIONS SERVICES 1 0.7 2,500,000 0 < 5%
ROLLS-ROYCE PLC INDUSTRIALS Y 10 8.3 20,000,000 3 > 95%
ROMANIA GOVERNMENT Y 4 2.0 2,500,000 0 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC FINANCIALS Y 1 0.3 2,500,000 0 > 95%
ROYAL CARIBBEAN CRUISES LTD. CONSUMER SERVICES Y 8 7.0 20,000,000 4 < 5%
ROYAL DUTCH SHELL PLC ENERGY Y 10 7.3 22,500,000 3 > 95%
RUSSIAN FEDERATION GOVERNMENT Y 12 11.3 325,000,000 27 > 95%
RYDER SYSTEM, INC. INDUSTRIALS Y 9 7.0 17,500,000 3 < 5%
SABRE HOLDINGS CORPORATION CONSUMER SERVICES Y 1 0.7 2,500,000 0 < 5%
SAFEWAY INC. CONSUMER SERVICES Y 10 8.0 15,000,000 4 < 5%
SAFEWAY LIMITED CONSUMER SERVICES Y 7 5.0 2,500,000 1 > 95%
SAIPEM FINANCE INTERNATIONAL B.V. ENERGY Y 9 5.3 5,000,000 1 > 95%
SAMSUNG ELECTRONICS CO., LTD. TECHNOLOGY Y 6 2.7 2,500,000 0 > 95%
SANMINA CORPORATION INDUSTRIALS Y 4 2.7 2,500,000 0 < 5%
SANOFI HEALTHCARE Y 6 3.0 2,500,000 0 > 95%
SBERBANK FINANCIALS Y 1 0.3 2,500,000 0 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN INDUSTRIALS Y 5 2.0 2,500,000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 FINANCIALS Y 3 1.0 2,500,000 0 > 95%
SCHAEFFLER FINANCE B.V. CONSUMER GOODS Y 10 7.3 12,500,000 2 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS TECHNOLOGY Y 0 0.0 2,500,000 0 < 5%
SEALED AIR CORPORATION INDUSTRIALS Y 5 4.3 5,000,000 1 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. FINANCIALS Y 9 6.3 5,000,000 3 < 5%
SELECTA GROUP B.V. CONSUMER SERVICES Y 8 7.3 5,000,000 2 > 95%
SEMPRA ENERGY UTILITIES Y 8 7.0 7,500,000 2 5-25%
SES TELECOMMUNICATIONS SERVICES Y 3 1.3 2,500,000 0 > 95%
SFR GROUP S.A. TELECOMMUNICATIONS SERVICES Y 11 9.0 50,000,000 9 > 95%
SHARP CORPORATION CONSUMER GOODS Y 3 1.0 2,500,000 0 > 95%
SHIMIZU CORPORATION INDUSTRIALS Y 1 0.7 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT INDUSTRIALS Y 11 5.7 15,000,000 1 > 95%
SIMON PROPERTY GROUP, L.P. FINANCIALS Y 10 8.3 50,000,000 7 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED TELECOMMUNICATIONS SERVICES Y 3 1.3 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED TELECOMMUNICATIONS SERVICES Y 0 0.0 2,500,000 0 > 95%
SK TELECOM CO., LTD. TELECOMMUNICATIONS SERVICES Y 2 1.3 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB FINANCIALS 1 0.7 2,500,000 0 > 95%
SKY PLC CONSUMER SERVICES Y 8 5.7 7,500,000 1 > 95%
SMITHFIELD FOODS, INC. CONSUMER GOODS Y 4 2.0 2,500,000 0 < 5%
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY INDUSTRIALS Y 8 5.7 5,000,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM GOVERNMENT Y 3 1.3 2,500,000 0 > 95%
SOCIETE GENERALE FINANCIALS Y 11 9.3 50,000,000 4 > 95%
SODEXO CONSUMER SERVICES Y 3 1.0 2,500,000 0 > 95%
SOFTBANK GROUP CORP. TECHNOLOGY Y 12 8.0 10,000,000 2 > 95%
SOLVAY BASIC MATERIALS Y 8 4.3 10,000,000 1 > 95%
SONY CORPORATION CONSUMER GOODS Y 8 3.0 2,500,000 0 > 95%
SOUTHWEST AIRLINES CO. INDUSTRIALS Y 10 7.3 15,000,000 2 < 5%
SPARK NEW ZEALAND LIMITED TELECOMMUNICATIONS SERVICES Y 0 0.0 2,500,000 0 > 95%
SPECTRA ENERGY CAPITAL, LLC ENERGY 1 0.3 2,500,000 0 < 5%
SPRINGLEAF FINANCE CORPORATION FINANCIALS Y 9 7.0 5,000,000 2 < 5%
SPRINT COMMUNICATIONS, INC. TELECOMMUNICATIONS SERVICES Y 12 10.0 22,500,000 7 < 5%
SSE PLC UTILITIES Y 2 0.7 2,500,000 0 > 95%
STANDARD CHARTERED BANK FINANCIALS Y 10 7.3 20,000,000 3 > 95%
STANDARD CHARTERED PLC FINANCIALS 8 6.0 5,000,000 1 > 95%
STANLEY BLACK & DECKER, INC. CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
STAPLES, INC. CONSUMER SERVICES Y 12 10.0 75,000,000 14 < 5%
STATE BANK OF INDIA FINANCIALS Y 8 5.3 7,500,000 1 > 95%
STATE OF ILLINOIS GOVERNMENT Y 2 1.3 2,500,000 0 > 95%
STATE OF ISRAEL GOVERNMENT Y 8 3.7 7,500,000 1 > 95%
STATE OF MICHIGAN GOVERNMENT Y 0 0.0 2,500,000 0 > 95%
STATE OF QATAR GOVERNMENT Y 11 9.0 75,000,000 7 > 95%
STATOIL ASA ENERGY Y 8 5.0 12,500,000 2 > 95%
STENA AKTIEBOLAG INDUSTRIALS Y 11 9.7 22,500,000 9 > 95%
STMICROELECTRONICS N.V. TECHNOLOGY Y 8 4.7 5,000,000 1 > 95%
STONEGATE PUB COMPANY FINANCING PLC CONSUMER SERVICES Y 9 6.3 2,500,000 1 > 95%
STORA ENSO OYJ BASIC MATERIALS Y 10 7.0 12,500,000 3 > 95%
SUEDZUCKER AG CONSUMER GOODS Y 8 4.3 5,000,000 1 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED BASIC MATERIALS Y 3 1.0 2,500,000 0 > 95%
SUMITOMO CORPORATION INDUSTRIALS Y 4 1.3 2,500,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION FINANCIALS Y 4 1.3 2,500,000 0 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. FINANCIALS Y 3 2.3 5,000,000 1 > 95%
SUN HUNG KAI PROPERTIES LIMITED FINANCIALS Y 3 1.3 2,500,000 0 > 95%
SUNCOR ENERGY INC. ENERGY 1 0.7 2,500,000 0 < 5%
SUNRISE COMMUNICATIONS HOLDINGS S.A. TELECOMMUNICATIONS SERVICES Y 10 8.0 5,000,000 2 > 95%
SUPERVALU INC. CONSUMER SERVICES Y 11 8.7 50,000,000 11 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA CONSUMER GOODS Y 1 0.3 2,500,000 0 > 95%
SVENSKA HANDELSBANKEN AB FINANCIALS Y 4 1.3 2,500,000 0 > 95%
SWEDBANK AB FINANCIALS 2 0.7 5,000,000 0 > 95%
SWEDISH MATCH AB CONSUMER GOODS Y 2 1.0 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED FINANCIALS Y 3 1.3 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD FINANCIALS Y 12 9.3 22,500,000 3 > 95%
SWISSCOM LTD. TELECOMMUNICATIONS SERVICES 2 0.7 2,500,000 0 > 95%
SYNGENTA AG BASIC MATERIALS 9 5.3 5,000,000 1 > 95%
SYNLAB UNSECURED BONDCO PLC HEALTHCARE Y 9 6.7 2,500,000 1 > 95%
T-MOBILE USA, INC. TELECOMMUNICATIONS SERVICES Y 4 3.0 2,500,000 0 < 5%
TABCORP HOLDINGS LIMITED CONSUMER SERVICES Y 1 0.3 2,500,000 0 > 95%
TALEN ENERGY SUPPLY, LLC UTILITIES Y 4 2.7 2,500,000 0 < 5%
TARGA RESOURCES PARTNERS LP ENERGY Y 4 3.0 2,500,000 0 < 5%
TARGET CORPORATION CONSUMER SERVICES Y 10 8.0 20,000,000 3 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY CONSUMER GOODS Y 7 3.3 5,000,000 1 > 95%
TDC A/S TELECOMMUNICATIONS SERVICES Y 4 3.3 2,500,000 1 > 95%
TECHEM GMBH INDUSTRIALS Y 10 5.7 2,500,000 1 > 95%
TECHNIPFMC PLC ENERGY Y 5 1.7 2,500,000 0 > 95%
TECK RESOURCES LIMITED ENERGY Y 9 8.0 22,500,000 5 < 5%
TEGNA INC. CONSUMER SERVICES Y 7 5.3 7,500,000 2 < 5%
TELECOM ITALIA SPA TELECOMMUNICATIONS SERVICES Y 12 9.3 50,000,000 10 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON TECHNOLOGY Y 10 8.7 17,500,000 4 > 95%
TELEFONICA, S.A. TELECOMMUNICATIONS SERVICES Y 11 10.0 75,000,000 10 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT TELECOMMUNICATIONS SERVICES Y 9 4.7 7,500,000 1 > 95%
TELEKOM MALAYSIA BERHAD TELECOMMUNICATIONS SERVICES Y 4 1.7 2,500,000 0 > 95%
TELENOR ASA TELECOMMUNICATIONS SERVICES Y 5 2.7 2,500,000 0 > 95%
TELIA COMPANY AB TELECOMMUNICATIONS SERVICES Y 9 4.7 5,000,000 1 > 95%
TELSTRA CORPORATION LIMITED TELECOMMUNICATIONS SERVICES Y 7 2.7 2,500,000 0 > 95%
TELUS CORPORATION TELECOMMUNICATIONS SERVICES 1 0.3 2,500,000 0 < 5%
TENET HEALTHCARE CORPORATION HEALTHCARE Y 12 9.3 25,000,000 8 < 5%
TESCO PLC CONSUMER SERVICES Y 11 9.3 50,000,000 8 > 95%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED HEALTHCARE 7 5.0 5,000,000 1 < 5%
TEXTRON FINANCIAL CORPORATION INDUSTRIALS Y 1 0.3 2,500,000 0 < 5%
TEXTRON INC. INDUSTRIALS 2 1.3 2,500,000 0 < 5%
THALES INDUSTRIALS 1 0.3 5,000,000 0 > 95%
THE AES CORPORATION UTILITIES Y 8 5.7 7,500,000 2 < 5%
THE ALLSTATE CORPORATION FINANCIALS Y 8 5.0 7,500,000 1 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. FINANCIALS Y 4 2.0 2,500,000 0 > 95%
THE BOEING COMPANY INDUSTRIALS Y 8 6.0 7,500,000 1 < 5%
THE CITY OF NEW YORK GOVERNMENT Y 1 0.3 2,500,000 0 > 95%
THE CLOROX COMPANY CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
THE COCA-COLA COMPANY CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY BASIC MATERIALS Y 9 7.3 12,500,000 3 < 5%
THE EXPORT-IMPORT BANK OF CHINA GOVERNMENT Y 5 2.7 7,500,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA GOVERNMENT Y 8 4.7 12,500,000 1 > 95%
THE GAP, INC. CONSUMER SERVICES Y 11 8.7 25,000,000 6 < 5%
THE GOLDMAN SACHS GROUP, INC. FINANCIALS Y 13 9.7 75,000,000 6 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY CONSUMER GOODS Y 6 4.7 7,500,000 2 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND FINANCIALS 2 0.7 2,500,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. FINANCIALS Y 9 6.7 12,500,000 2 < 5%
THE HERSHEY COMPANY CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
THE HERTZ CORPORATION CONSUMER SERVICES Y 11 9.7 50,000,000 20 < 5%
THE HILLSHIRE BRANDS COMPANY CONSUMER GOODS Y 2 0.7 2,500,000 0 < 5%
THE HOME DEPOT, INC. CONSUMER SERVICES Y 9 7.3 7,500,000 1 < 5%
THE HONGKONG LAND COMPANY, LIMITED FINANCIALS Y 3 1.3 2,500,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. CONSUMER SERVICES Y 1 0.3 2,500,000 0 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. UTILITIES Y 1 1.0 2,500,000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED UTILITIES Y 1 0.7 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK FINANCIALS Y 8 4.0 5,000,000 1 > 95%
THE KROGER CO. CONSUMER SERVICES Y 10 8.3 50,000,000 6 < 5%
THE MCCLATCHY COMPANY CONSUMER SERVICES Y 10 6.7 20,000,000 8 < 5%
THE NEIMAN MARCUS GROUP LLC CONSUMER SERVICES Y 6 3.3 2,500,000 1 < 5%
THE NEW YORK TIMES COMPANY CONSUMER SERVICES Y 7 3.0 2,500,000 0 < 5%
THE PROCTER & GAMBLE COMPANY CONSUMER GOODS Y 7 5.7 15,000,000 2 < 5%
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY FINANCIALS 9 6.3 12,500,000 2 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY FINANCIALS Y 10 8.0 25,000,000 4 > 95%
THE SHERWIN-WILLIAMS COMPANY CONSUMER GOODS Y 9 7.0 50,000,000 8 < 5%
THE SOUTHERN COMPANY UTILITIES 1 0.3 2,500,000 0 < 5%
THE WALT DISNEY COMPANY CONSUMER SERVICES Y 8 6.0 15,000,000 2 < 5%
THE WESTERN UNION COMPANY FINANCIALS 4 2.0 2,500,000 0 < 5%
THE WILLIAMS COMPANIES, INC. ENERGY Y 8 5.0 10,000,000 1 < 5%
THOMSON REUTERS GROUP LIMITED CONSUMER SERVICES 2 0.7 2,500,000 0 > 95%
THYSSENKRUPP AG BASIC MATERIALS Y 11 9.3 20,000,000 4 > 95%
TIME WARNER CABLE, LLC CONSUMER SERVICES 8 3.7 2,500,000 1 < 5%
TIME WARNER INC. CONSUMER SERVICES Y 8 6.3 12,500,000 1 < 5%
TOHOKU ELECTRIC POWER COMPANY, INCORPORATED UTILITIES 1 0.3 2,500,000 0 > 95%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED UTILITIES Y 4 1.7 2,500,000 0 > 95%
TOLL BROTHERS, INC. CONSUMER GOODS Y 9 6.0 12,500,000 3 < 5%
TOSHIBA CORPORATION INDUSTRIALS Y 10 7.3 10,000,000 5 > 95%
TOTAL SA ENERGY Y 7 4.0 12,500,000 1 > 95%
TOYOTA MOTOR CORPORATION CONSUMER GOODS Y 6 3.7 5,000,000 1 > 95%
TRANSDIGM INC. INDUSTRIALS Y 5 3.0 2,500,000 0 < 5%
TRANSOCEAN INC. ENERGY Y 12 10.7 50,000,000 14 < 5%
TRIONISTA HOLDCO GMBH INDUSTRIALS Y 7 4.3 2,500,000 1 > 95%
TRW AUTOMOTIVE INC. CONSUMER GOODS Y 0 0.0 2,500,000 0 < 5%
TUI AG CONSUMER SERVICES Y 9 6.7 7,500,000 1 > 95%
TVN FINANCE CORPORATION III AB (PUBL) CONSUMER SERVICES Y 2 0.7 2,500,000 0 > 95%
TYSON FOODS, INC. CONSUMER GOODS Y 9 6.0 12,500,000 1 < 5%
UBS AG FINANCIALS Y 10 7.7 22,500,000 2 > 95%
UBS GROUP AG FINANCIALS 6 3.3 5,000,000 1 > 95%
UCB HEALTHCARE Y 5 2.0 2,500,000 0 > 95%
UNIBAIL-RODAMCO SE FINANCIALS Y 9 5.0 5,000,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI FINANCIALS Y 12 10.3 75,000,000 9 > 95%
UNILABS SUBHOLDING AB (PUBL) HEALTHCARE Y 9 5.7 2,500,000 1 > 95%
UNILEVER N.V. CONSUMER GOODS Y 8 4.0 7,500,000 1 > 95%
UNION PACIFIC CORPORATION INDUSTRIALS Y 8 5.3 5,000,000 1 < 5%
UNIONE DI BANCHE ITALIANE SOCIETA PER AZIONI FINANCIALS 1 0.3 2,500,000 0 > 95%
UNISYS CORPORATION TECHNOLOGY Y 4 3.0 2,500,000 1 < 5%
UNITED CONTINENTAL HOLDINGS, INC. INDUSTRIALS 5 3.0 2,500,000 0 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND GOVERNMENT Y 9 5.0 50,000,000 2 > 95%
UNITED MEXICAN STATES GOVERNMENT Y 13 12.0 575,000,000 53 > 95%
UNITED OVERSEAS BANK LIMITED FINANCIALS Y 2 1.0 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. INDUSTRIALS Y 8 4.7 5,000,000 1 < 5%
UNITED RENTALS (NORTH AMERICA), INC. INDUSTRIALS Y 9 6.3 20,000,000 4 < 5%
UNITED STATES OF AMERICA GOVERNMENT Y 2 0.7 5,000,000 0 > 95%
UNITED STATES STEEL CORPORATION BASIC MATERIALS Y 11 9.0 50,000,000 11 < 5%
UNITED TECHNOLOGIES CORPORATION INDUSTRIALS 0 0.0 2,500,000 0 < 5%
UNITED UTILITIES PLC UTILITIES Y 6 4.0 7,500,000 1 > 95%
UNITEDHEALTH GROUP INCORPORATED HEALTHCARE Y 7 4.0 5,000,000 1 < 5%
UNITI GROUP INC. FINANCIALS Y 10 7.7 50,000,000 12 < 5%
UNITYMEDIA GMBH CONSUMER SERVICES Y 11 9.3 25,000,000 3 > 95%
UNIVERSAL HEALTH SERVICES, INC. HEALTHCARE Y 6 4.7 5,000,000 1 < 5%
UNIVISION COMMUNICATIONS INC. CONSUMER SERVICES Y 4 2.3 2,500,000 0 < 5%
UPC HOLDING B.V. CONSUMER SERVICES Y 12 10.3 25,000,000 4 > 95%
UPM-KYMMENE OYJ BASIC MATERIALS Y 7 3.7 5,000,000 1 > 95%
V.F. CORPORATION CONSUMER GOODS 1 0.3 2,500,000 0 < 5%
VALE SA BASIC MATERIALS Y 7 4.0 2,500,000 1 > 95%
VALEANT PHARMACEUTICALS INTERNATIONAL, INC. HEALTHCARE Y 5 3.3 2,500,000 1 < 5%
VALEO CONSUMER GOODS Y 7 4.7 15,000,000 2 > 95%
VALERO ENERGY CORPORATION ENERGY Y 9 7.3 17,500,000 3 < 5%
VATTENFALL AB UTILITIES Y 4 1.3 2,500,000 0 > 95%
VEOLIA ENVIRONNEMENT UTILITIES Y 9 4.7 17,500,000 2 > 95%
VERIZON COMMUNICATIONS INC. TELECOMMUNICATIONS SERVICES Y 11 9.7 75,000,000 6 < 5%
VIACOM INC. CONSUMER SERVICES Y 11 10.0 50,000,000 7 < 5%
VINCI INDUSTRIALS Y 7 3.7 5,000,000 1 > 95%
VIRGIN MEDIA FINANCE PLC TELECOMMUNICATIONS SERVICES Y 12 9.7 50,000,000 7 > 95%
VIVENDI TELECOMMUNICATIONS SERVICES Y 7 5.0 5,000,000 2 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES Y 10 7.7 22,500,000 3 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT CONSUMER GOODS Y 10 9.3 50,000,000 7 > 95%
VORNADO REALTY L.P. FINANCIALS Y 1 0.3 2,500,000 0 < 5%
VTB BANK (PUBLIC JOINT-STOCK COMPANY) FINANCIALS Y 1 0.3 2,500,000 0 > 95%
VUE INTERNATIONAL BIDCO PLC CONSUMER SERVICES Y 9 8.3 10,000,000 3 > 95%
VULCAN MATERIALS COMPANY INDUSTRIALS Y 2 1.0 2,500,000 0 < 5%
WAL-MART STORES, INC. CONSUMER SERVICES Y 9 7.7 7,500,000 1 5-25%
WASTE MANAGEMENT, INC. INDUSTRIALS 1 0.3 2,500,000 0 < 5%
WEATHERFORD INTERNATIONAL LTD. ENERGY Y 11 9.3 50,000,000 14 < 5%
WELLS FARGO & COMPANY FINANCIALS Y 10 8.0 50,000,000 4 < 5%
WELLTOWER INC. FINANCIALS 1 0.3 2,500,000 0 < 5%
WENDEL FINANCIALS Y 7 5.0 7,500,000 2 > 95%
WENDY'S INTERNATIONAL, LLC CONSUMER SERVICES 3 1.0 2,500,000 0 < 5%
WESFARMERS LIMITED CONSUMER SERVICES Y 3 1.0 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION FINANCIALS Y 8 6.3 50,000,000 4 > 95%
WESTROCK MWV, LLC INDUSTRIALS Y 7 4.0 7,500,000 1 < 5%
WEYERHAEUSER COMPANY BASIC MATERIALS Y 9 7.0 10,000,000 2 < 5%
WHIRLPOOL CORPORATION CONSUMER GOODS Y 9 7.3 20,000,000 3 < 5%
WHITING PETROLEUM CORPORATION ENERGY Y 4 3.3 2,500,000 1 < 5%
WIND ACQUISITION FINANCE S.A. TELECOMMUNICATIONS SERVICES Y 10 9.7 50,000,000 5 > 95%
WINDSTREAM SERVICES, LLC TELECOMMUNICATIONS SERVICES Y 11 10.0 100,000,000 41 < 5%
WOLTERS KLUWER N.V. CONSUMER SERVICES Y 6 3.7 5,000,000 1 > 95%
WOODSIDE PETROLEUM LTD. ENERGY Y 4 1.7 2,500,000 0 > 95%
WOORI BANK FINANCIALS Y 3 2.3 5,000,000 0 > 95%
WPP 2005 LIMITED CONSUMER SERVICES Y 10 7.0 7,500,000 4 > 95%
XEROX CORPORATION TECHNOLOGY Y 12 9.7 22,500,000 5 < 5%
XLIT LTD. FINANCIALS Y 8 6.7 10,000,000 2 < 5%
XPO CNW, INC. INDUSTRIALS 0 0.0 2,500,000 0 < 5%
XSTRATA LIMITED BASIC MATERIALS 2 0.7 2,500,000 0 > 95%
YAPI VE KREDI BANKASI A.S. FINANCIALS Y 4 1.3 2,500,000 0 > 95%
YUM! BRANDS, INC. CONSUMER SERVICES Y 8 6.3 22,500,000 4 < 5%
ZIGGO BOND FINANCE B.V. CONSUMER SERVICES Y 9 8.3 12,500,000 3 > 95%
ZURICH INSURANCE COMPANY LTD FINANCIALS Y 12 8.3 12,500,000 2 > 95%
21ST CENTURY FOX AMERICA, INC. CONSUMER SERVICES Y 10 7.7 17,500,000 2 < 5%
3M COMPANY INDUSTRIALS 1 0.7 2,500,000 0 > 95%
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