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

The sample covers the three month period beginning September 20, 2019 through December 19, 2019

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 %
A.P. MOLLER - MAERSK A/S EUROPE 1 0.3 2,500,000 0 > 95%
ABERTIS INFRAESTRUCTURAS, S.A. EUROPE 2 0.7 2,500,000 0 > 95%
ABU DHABI SOVEREIGN Y 7 3.0 7,500,000 1 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 0 0.0 2,500,000 0 > 95%
ACCOR EUROPE Y 4 2.7 5,000,000 1 > 95%
ACOM CO., LTD. JAPAN Y 9 5.0 2,500,000 0 > 95%
ADECCO GROUP AG EUROPE 5 1.7 2,500,000 0 > 95%
ADLER REAL ESTATE AKTIENGESELLSCHAFT EUROPE Y 5 2.0 2,500,000 0 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 5 2.7 5,000,000 2 < 5%
AEGON N.V. EUROPE Y 11 8.7 10,000,000 2 > 95%
AEON CO., LTD. JAPAN Y 8 4.0 2,500,000 0 > 95%
AETNA INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
AGRICULTURAL BANK OF CHINA LIMITED ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
AIR FRANCE - KLM EUROPE Y 8 3.7 5,000,000 1 > 95%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS 0 0.0 2,500,000 0 < 5%
AIRBUS SE EUROPE Y 9 6.0 7,500,000 1 > 95%
AK STEEL CORPORATION AMERICAS Y 8 6.3 10,000,000 4 < 5%
AKBANK TURK ANONIM SIRKETI EUROPE Y 2 0.7 2,500,000 0 > 95%
AKTIEBOLAGET ELECTROLUX EUROPE Y 3 1.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 7 4.3 5,000,000 1 > 95%
AKZO NOBEL N.V. EUROPE Y 8 4.3 5,000,000 1 > 95%
ALGECO GLOBAL FINANCE PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
ALIBABA GROUP HOLDING LIMITED ASIA EX-JAPAN Y 8 5.7 5,000,000 1 > 95%
ALLIANZ SE EUROPE Y 11 9.0 12,500,000 2 > 95%
ALLY FINANCIAL INC. AMERICAS Y 4 2.3 7,500,000 2 < 5%
ALSTOM EUROPE Y 3 1.7 2,500,000 0 > 95%
ALTICE FINCO S.A. EUROPE Y 9 6.7 5,000,000 1 > 95%
ALTICE FRANCE EUROPE Y 10 8.0 7,500,000 1 > 95%
ALTICE LUXEMBOURG S.A. EUROPE 8 5.7 2,500,000 1 > 95%
ALTRIA GROUP, INC. AMERICAS Y 7 4.0 7,500,000 2 < 5%
AMCOR PTY LTD AUSTRALIA NZ 2 0.7 2,500,000 0 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 4 2.3 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. AMERICAS Y 6 3.7 5,000,000 1 < 5%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 7 6.3 10,000,000 3 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 5 2.3 2,500,000 1 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 6 2.0 2,500,000 1 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 3 2.0 7,500,000 1 < 5%
AMERICAN TOWER CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
AMERISOURCEBERGEN CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
AMGEN INC. AMERICAS Y 8 3.3 5,000,000 1 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 6 3.0 5,000,000 1 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 0 0.0 2,500,000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 9 5.0 5,000,000 1 > 95%
ANGLO AMERICAN PLC EUROPE Y 10 7.7 10,000,000 2 > 95%
ANGLOGOLD ASHANTI LIMITED EUROPE 1 0.3 2,500,000 0 > 95%
ANHEUSER-BUSCH INBEV EUROPE Y 10 8.0 12,500,000 2 > 95%
APACHE CORPORATION AMERICAS Y 8 5.3 10,000,000 2 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 7 4.0 2,500,000 0 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 3 1.3 2,500,000 1 < 5%
ARCELORMITTAL EUROPE Y 11 9.0 22,500,000 4 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
ARCONIC INC. AMERICAS Y 5 3.0 5,000,000 1 5-25%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 7 4.7 5,000,000 1 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 10 8.7 100,000,000 30 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 4 1.7 2,500,000 1 < 5%
ASHLAND LLC AMERICAS Y 8 5.3 2,500,000 1 < 5%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 13 10.7 12,500,000 2 > 95%
ASSURED GUARANTY CORP. AMERICAS 2 1.0 2,500,000 0 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 5 2.0 5,000,000 1 < 5%
ASTRAZENECA PLC EUROPE Y 8 3.0 5,000,000 1 > 95%
AT&T INC. AMERICAS Y 9 8.3 50,000,000 4 < 5%
ATLANTIA S.P.A. EUROPE Y 9 7.0 10,000,000 2 > 95%
AUCHAN HOLDING EUROPE Y 8 5.7 7,500,000 2 > 95%
AUSNET SERVICES HOLDINGS PTY LTD AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 9 5.7 15,000,000 2 > 95%
AUTOZONE, INC. AMERICAS Y 5 2.3 5,000,000 1 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 8 6.0 7,500,000 2 < 5%
AVIVA PLC EUROPE Y 11 9.3 10,000,000 1 > 95%
AVNET, INC. AMERICAS Y 6 2.0 5,000,000 1 < 5%
AVON PRODUCTS, INC. AMERICAS Y 7 4.7 5,000,000 2 < 5%
AXA EUROPE Y 11 8.3 15,000,000 2 > 95%
BAE SYSTEMS PLC EUROPE Y 7 3.0 5,000,000 1 > 95%
BAIDU, INC. ASIA EX-JAPAN Y 8 5.0 2,500,000 1 > 95%
BALL CORPORATION AMERICAS Y 9 6.3 2,500,000 1 5-25%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 3 1.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 11 10.0 20,000,000 3 > 95%
BANCO BPM SOCIETA' PER AZIONI EUROPE 5 2.7 2,500,000 0 > 95%
BANCO BRADESCO S.A. AMERICAS 1 0.3 2,500,000 0 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 3 1.3 2,500,000 0 > 95%
BANCO DE SABADELL, S.A. EUROPE 1 0.3 2,500,000 0 > 95%
BANCO DO BRASIL S.A. AMERICAS 1 0.3 2,500,000 0 > 95%
BANCO SANTANDER, S.A. EUROPE Y 11 10.0 22,500,000 3 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 6 3.7 12,500,000 1 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 9 6.7 25,000,000 2 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
BANKIA, S.A. EUROPE 1 0.3 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 9 5.3 12,500,000 1 > 95%
BARCLAYS PLC EUROPE Y 10 8.7 50,000,000 6 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 7 3.7 5,000,000 1 < 5%
BASF SE EUROPE Y 5 2.3 10,000,000 1 > 95%
BAUSCH HEALTH COMPANIES INC. AMERICAS Y 8 7.0 2,500,000 1 < 5%
BAXTER INTERNATIONAL INC. AMERICAS Y 5 1.7 2,500,000 0 < 5%
BAYER AKTIENGESELLSCHAFT EUROPE Y 10 6.3 10,000,000 2 > 95%
BAYERISCHE LANDESBANK EUROPE Y 2 0.7 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 10 8.0 22,500,000 4 > 95%
BEAM SUNTORY INC. AMERICAS 1 0.3 2,500,000 0 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 7 4.3 7,500,000 3 < 5%
BERKSHIRE HATHAWAY INC. AMERICAS Y 7 4.7 10,000,000 2 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 5 2.0 2,500,000 0 > 95%
BEST BUY CO., INC. AMERICAS Y 3 1.0 5,000,000 1 < 5%
BHP GROUP LIMITED AUSTRALIA NZ Y 6 3.0 7,500,000 0 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 1 0.3 2,500,000 1 < 5%
BNP PARIBAS EUROPE Y 10 8.0 17,500,000 2 > 95%
BOMBARDIER INC. AMERICAS Y 7 4.7 12,500,000 4 < 5%
BOPARAN FINANCE PLC EUROPE Y 7 6.0 2,500,000 1 > 95%
BORGWARNER INC. AMERICAS 3 1.0 2,500,000 0 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS 1 0.3 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 5 2.3 5,000,000 1 5-25%
BOUYGUES EUROPE Y 7 3.7 5,000,000 1 > 95%
BOYD GAMING CORPORATION AMERICAS Y 7 6.0 2,500,000 1 < 5%
BP P.L.C. EUROPE Y 10 5.7 12,500,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 8 3.3 5,000,000 1 5-25%
BRITISH AIRWAYS PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 11 6.3 7,500,000 1 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 11 7.0 12,500,000 3 > 95%
BRUNSWICK CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
CA, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
CABLE & WIRELESS LIMITED EUROPE Y 2 0.7 2,500,000 0 > 95%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE 0 0.0 2,500,000 0 > 95%
CAIXABANK, S.A. EUROPE 0 0.0 2,500,000 0 > 95%
CALIFORNIA RESOURCES CORPORATION AMERICAS Y 8 6.7 2,500,000 1 < 5%
CALPINE CORPORATION AMERICAS Y 8 4.0 5,000,000 1 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 5 2.7 7,500,000 1 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 6 3.3 5,000,000 1 5-25%
CAPGEMINI EUROPE 2 0.7 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 3 1.3 2,500,000 0 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 8 5.0 2,500,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 8 5.3 17,500,000 5 < 5%
CARE UK HEALTH & SOCIAL CARE LIMITED EUROPE 0 0.0 2,500,000 0 > 95%
CARLSBERG BREWERIES A/S EUROPE Y 4 1.7 5,000,000 1 > 95%
CARNIVAL CORPORATION AMERICAS Y 3 2.3 5,000,000 1 < 5%
CARREFOUR EUROPE Y 11 7.3 12,500,000 1 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 9 8.7 20,000,000 6 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
CATERPILLAR INC. AMERICAS Y 6 3.3 5,000,000 1 < 5%
CCO HOLDINGS, LLC AMERICAS Y 4 3.0 5,000,000 1 < 5%
CECONOMY AG EUROPE Y 8 4.0 5,000,000 1 > 95%
CELLNEX TELECOM, S.A. EUROPE Y 4 2.7 2,500,000 0 > 95%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 2 1.0 2,500,000 0 > 95%
CENTRICA PLC EUROPE Y 9 7.0 10,000,000 1 > 95%
CENTURYLINK, INC. AMERICAS Y 7 4.7 10,000,000 3 < 5%
CERVED GROUP S.P.A. EUROPE Y 1 0.3 2,500,000 0 > 95%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 8 6.0 17,500,000 7 < 5%
CHEVRON CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
CHINA CONSTRUCTION BANK CORPORATION ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
CHINA DEVELOPMENT BANK ASIA EX-JAPAN Y 7 3.3 7,500,000 1 > 95%
CHINA HUARONG INTERNATIONAL HOLDINGS LIMITED ASIA EX-JAPAN Y 9 5.3 5,000,000 1 > 95%
CHINA NATIONAL CHEMICAL CORPORATION LIMITED ASIA EX-JAPAN Y 9 5.7 5,000,000 1 > 95%
CHINA PETROCHEMICAL CORPORATION ASIA EX-JAPAN Y 8 5.7 5,000,000 1 > 95%
CHUBB INA HOLDINGS INC. AMERICAS 1 0.3 2,500,000 0 < 5%
CHUBB LIMITED AMERICAS Y 3 1.0 5,000,000 0 < 5%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN 2 0.7 2,500,000 0 > 95%
CIGNA HOLDING COMPANY AMERICAS 0 0.0 2,500,000 0 < 5%
CISCO SYSTEMS, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
CIT GROUP INC. AMERICAS Y 3 1.3 2,500,000 1 < 5%
CITIC LIMITED ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
CITIGROUP INC. AMERICAS Y 10 4.7 12,500,000 1 < 5%
CITY OF CHICAGO AMERICAS Y 0 0.0 2,500,000 0 > 95%
CLARIANT AG EUROPE Y 5 2.0 5,000,000 1 > 95%
CMA CGM EUROPE Y 8 6.3 12,500,000 4 > 95%
CNH INDUSTRIAL N.V. EUROPE Y 8 6.3 7,500,000 2 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 8 5.7 5,000,000 1 > 95%
COMCAST CORPORATION AMERICAS Y 8 3.0 7,500,000 1 < 5%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 13 10.3 25,000,000 4 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 9 6.0 17,500,000 2 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 5 2.0 15,000,000 1 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 7 5.0 7,500,000 2 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 10 5.0 7,500,000 1 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA EUROPE Y 7 3.0 2,500,000 1 > 95%
COMPASS GROUP PLC EUROPE Y 3 1.3 5,000,000 0 > 95%
CONAGRA BRANDS, INC. AMERICAS Y 7 3.3 7,500,000 1 < 5%
CONOCOPHILLIPS AMERICAS Y 6 4.0 5,000,000 1 < 5%
CONSTELLATION BRANDS, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
CONSTELLIUM SE EUROPE Y 6 2.3 2,500,000 0 > 95%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 7 3.3 5,000,000 1 > 95%
COOEPERATIEVE RABOBANK U.A. EUROPE Y 11 7.0 7,500,000 1 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 4 1.3 2,500,000 0 < 5%
COUNTRY GARDEN HOLDINGS COMPANY LIMITED ASIA EX-JAPAN 1 1.0 2,500,000 0 > 95%
COVIVIO EUROPE 1 0.3 2,500,000 0 > 95%
COX COMMUNICATIONS, INC. AMERICAS Y 3 1.3 2,500,000 1 < 5%
CREDIT AGRICOLE SA EUROPE Y 10 8.0 7,500,000 1 > 95%
CREDIT SAISON CO., LTD. JAPAN 1 0.3 2,500,000 0 > 95%
CREDIT SUISSE GROUP AG EUROPE Y 8 6.7 10,000,000 1 > 95%
CROWN RESORTS LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 1 0.7 2,500,000 1 < 5%
CSX CORPORATION AMERICAS Y 2 0.7 2,500,000 1 < 5%
CVS HEALTH CORPORATION AMERICAS Y 7 4.3 10,000,000 2 < 5%
CZECH REPUBLIC SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
D.R. HORTON, INC. AMERICAS Y 3 1.3 5,000,000 1 < 5%
DAIMLER AG EUROPE Y 10 8.0 25,000,000 4 > 95%
DAIWA SECURITIES GROUP INC. JAPAN 1 0.3 2,500,000 0 > 95%
DANONE EUROPE Y 6 2.3 2,500,000 0 > 95%
DANSKE BANK A/S EUROPE Y 6 4.3 5,000,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 4 1.3 5,000,000 1 < 5%
DAVITA INC. AMERICAS Y 7 5.7 2,500,000 1 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 10 6.0 5,000,000 0 > 95%
DEERE & COMPANY AMERICAS Y 8 4.3 5,000,000 1 < 5%
DELL INC. AMERICAS Y 9 6.3 7,500,000 2 < 5%
DELTA AIR LINES, INC. AMERICAS Y 4 1.3 2,500,000 0 < 5%
DELUXE CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 11 10.7 50,000,000 6 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 10 6.0 7,500,000 1 > 95%
DEUTSCHE POST AG EUROPE Y 5 1.7 2,500,000 0 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 9 5.3 10,000,000 1 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 8 6.0 10,000,000 3 < 5%
DIAGEO PLC EUROPE Y 6 3.3 7,500,000 1 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS Y 7 4.7 7,500,000 2 < 5%
DILLARD'S, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
DISH DBS CORPORATION AMERICAS Y 8 5.7 15,000,000 3 < 5%
DMG MORI CO., LTD. JAPAN 0 0.0 2,500,000 0 > 95%
DNB BANK ASA EUROPE 1 0.3 2,500,000 0 > 95%
DOMINION ENERGY, INC. AMERICAS Y 4 1.3 5,000,000 1 < 5%
DOMTAR CORPORATION AMERICAS Y 7 4.0 2,500,000 1 < 5%
DRY MIX SOLUTIONS INVESTISSEMENTS EUROPE Y 0 0.0 2,500,000 0 > 95%
DUBAI SOVEREIGN Y 5 3.3 2,500,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 1 0.3 2,500,000 1 < 5%
DXC TECHNOLOGY COMPANY AMERICAS Y 6 3.0 5,000,000 1 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 3 1.0 2,500,000 1 < 5%
E.ON SE EUROPE Y 8 4.3 5,000,000 1 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN 0 0.0 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 7 4.0 7,500,000 2 < 5%
EATON CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 3 1.0 2,500,000 0 > 95%
EDP FINANCE B.V. EUROPE Y 8 4.7 2,500,000 1 > 95%
ELECTRICITE DE FRANCE EUROPE Y 11 7.0 12,500,000 2 > 95%
ELI LILLY AND COMPANY AMERICAS 2 0.7 2,500,000 0 < 5%
ELIS EUROPE Y 5 3.3 2,500,000 1 > 95%
EMIRATES EUROPE 2 0.7 2,500,000 0 > 95%
ENBRIDGE INC. AMERICAS Y 8 4.0 5,000,000 1 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 4 1.3 2,500,000 0 > 95%
ENCANA CORPORATION AMERICAS Y 8 6.3 7,500,000 2 < 5%
ENDESA, S.A. EUROPE Y 0 0.0 2,500,000 0 > 95%
ENEL S.P.A. EUROPE Y 10 6.3 12,500,000 2 > 95%
ENERGY TRANSFER OPERATING, L.P. AMERICAS Y 5 3.3 2,500,000 1 < 5%
ENGIE EUROPE Y 6 2.7 5,000,000 0 > 95%
ENI S.P.A. EUROPE Y 7 3.3 5,000,000 1 > 95%
EQUINIX, INC. AMERICAS Y 6 3.0 2,500,000 0 5-25%
EQUINOR ASA EUROPE Y 1 0.3 5,000,000 1 > 95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 1 0.3 2,500,000 0 < 5%
ESKOM HOLDINGS SOC LIMITED EUROPE Y 5 3.3 2,500,000 1 > 95%
EUROPCAR MOBILITY GROUP EUROPE Y 3 1.3 2,500,000 0 > 95%
EXELON CORPORATION AMERICAS Y 1 0.3 2,500,000 1 < 5%
EXELON GENERATION COMPANY, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
EXPEDIA GROUP, INC. AMERICAS Y 5 2.3 2,500,000 1 < 5%
EXPERIAN FINANCE PLC EUROPE Y 6 2.0 2,500,000 0 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 5 3.3 2,500,000 0 > 95%
FCC AQUALIA, S.A. EUROPE Y 1 0.7 2,500,000 0 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 4 1.3 22,500,000 0 > 95%
FEDERAL REPUBLIC OF NIGERIA SOVEREIGN 2 0.7 2,500,000 0 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 12 9.7 275,000,000 23 > 95%
FEDEX CORPORATION AMERICAS 4 1.7 2,500,000 0 < 5%
FIAT CHRYSLER AUTOMOBILES N.V. EUROPE Y 9 8.0 12,500,000 3 > 95%
FINANCIERE QUICK EUROPE Y 2 0.7 2,500,000 0 > 95%
FIRST DATA CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
FIRSTENERGY CORP. AMERICAS Y 5 3.0 5,000,000 1 < 5%
FISERV, INC. AMERICAS 2 1.3 5,000,000 1 < 5%
FORD MOTOR COMPANY AMERICAS Y 8 6.7 25,000,000 6 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 7 3.3 10,000,000 3 < 5%
FORTUM OYJ EUROPE Y 4 2.7 2,500,000 1 > 95%
FREEPORT-MCMORAN INC. AMERICAS Y 8 6.7 15,000,000 4 < 5%
FRENCH REPUBLIC SOVEREIGN Y 6 3.0 25,000,000 1 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 3 1.0 2,500,000 0 > 95%
FRONERI INTERNATIONAL LIMITED EUROPE 1 0.3 2,500,000 0 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 6 5.7 12,500,000 4 < 5%
FUJITSU LIMITED JAPAN Y 7 3.3 2,500,000 0 > 95%
GALP ENERGIA, SGPS, S.A. EUROPE Y 5 2.0 2,500,000 0 > 95%
GARFUNKELUX HOLDCO 2 S.A. EUROPE Y 6 3.3 2,500,000 2 > 95%
GATX CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE Y 8 4.3 5,000,000 1 > 95%
GENERAL ELECTRIC COMPANY AMERICAS Y 9 7.0 50,000,000 9 < 5%
GENERAL MILLS, INC. AMERICAS Y 4 2.0 7,500,000 1 < 5%
GENERAL MOTORS COMPANY AMERICAS Y 9 6.0 15,000,000 3 < 5%
GENWORTH HOLDINGS, INC. AMERICAS Y 6 3.7 5,000,000 1 < 5%
GKN HOLDINGS LIMITED EUROPE Y 7 3.0 2,500,000 0 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 6 2.3 2,500,000 0 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 10 8.7 15,000,000 3 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 0 0.0 2,500,000 0 > 95%
GRIFOLS, S.A. EUROPE Y 3 1.0 2,500,000 0 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 9 5.0 5,000,000 1 > 95%
HALLIBURTON COMPANY AMERICAS Y 8 4.7 5,000,000 1 < 5%
HAMMERSON PLC EUROPE Y 3 2.0 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 4 1.3 2,500,000 0 > 95%
HANNOVER RUECK SE EUROPE Y 12 7.0 5,000,000 1 > 95%
HAPAG-LLOYD AKTIENGESELLSCHAFT EUROPE Y 7 5.0 2,500,000 1 > 95%
HAVAS EUROPE Y 0 0.0 2,500,000 0 > 95%
HCA INC. AMERICAS Y 8 4.7 5,000,000 2 < 5%
HD SUPPLY, INC. AMERICAS Y 7 5.0 2,500,000 1 < 5%
HEATHROW FUNDING LIMITED EUROPE 8 4.7 2,500,000 1 > 95%
HEIDELBERGCEMENT AG EUROPE Y 9 5.3 7,500,000 1 > 95%
HEINEKEN N.V. EUROPE Y 6 3.7 5,000,000 0 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 9 8.3 50,000,000 5 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 3 1.7 2,500,000 0 > 95%
HEMA BONDCO I B.V. EUROPE Y 6 3.7 2,500,000 1 > 95%
HENKEL AG & CO. KGAA EUROPE Y 3 1.3 2,500,000 0 > 95%
HESS CORPORATION AMERICAS Y 7 4.3 7,500,000 2 < 5%
HITACHI, LTD. JAPAN Y 8 3.7 2,500,000 0 > 95%
HOCHTIEF AKTIENGESELLSCHAFT EUROPE Y 5 2.0 2,500,000 0 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 9 4.0 2,500,000 0 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 4 1.3 2,500,000 0 5-25%
HONG KONG SPECIAL ADMINISTRATIVE REGION SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 4 1.3 5,000,000 1 < 5%
HP INC. AMERICAS Y 7 4.3 10,000,000 2 < 5%
HSBC BANK PLC EUROPE Y 8 5.7 15,000,000 2 > 95%
HSBC HOLDINGS PLC EUROPE Y 10 8.3 50,000,000 5 > 95%
HUMANA INC. AMERICAS 1 0.7 2,500,000 0 < 5%
HUNGARY SOVEREIGN Y 3 1.3 2,500,000 0 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 2 0.7 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 6 3.0 2,500,000 1 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 5 2.7 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE Y 10 5.3 10,000,000 1 > 95%
ICELAND BONDCO PLC EUROPE Y 8 6.7 5,000,000 2 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 6 2.3 5,000,000 1 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 7 3.7 2,500,000 0 > 95%
IMPERIAL BRANDS PLC EUROPE Y 9 5.7 7,500,000 1 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED ASIA EX-JAPAN Y 11 7.0 10,000,000 1 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 6 4.3 2,500,000 0 > 95%
INEOS GROUP HOLDINGS S.A. EUROPE Y 6 4.0 5,000,000 1 > 95%
ING BANK N.V. EUROPE Y 8 3.0 5,000,000 1 > 95%
ING GROEP N.V. EUROPE Y 11 7.0 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 1 0.3 2,500,000 0 < 5%
INNOGY SE EUROPE Y 4 1.3 2,500,000 1 > 95%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 9 6.3 7,500,000 1 5-25%
INTERNATIONAL GAME TECHNOLOGY PLC EUROPE Y 6 4.0 2,500,000 1 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 3 1.3 5,000,000 1 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 7 2.7 5,000,000 1 < 5%
INTESA SANPAOLO SPA EUROPE Y 11 9.3 17,500,000 3 > 95%
INTRUM AB EUROPE Y 5 4.3 7,500,000 3 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 1 0.3 2,500,000 0 > 95%
IRELAND SOVEREIGN Y 3 1.0 2,500,000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 7 5.3 2,500,000 1 < 5%
ISTAR INC. AMERICAS Y 1 0.7 2,500,000 1 < 5%
ITOCHU CORPORATION JAPAN Y 11 4.7 5,000,000 1 > 95%
ITV PLC EUROPE Y 10 4.7 5,000,000 2 > 95%
J SAINSBURY PLC EUROPE Y 5 2.7 5,000,000 1 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 7 5.7 10,000,000 4 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 8 6.7 20,000,000 4 > 95%
JAPAN SOVEREIGN Y 10 6.0 20,000,000 1 > 95%
JAPAN TOBACCO INC. JAPAN Y 9 5.3 2,500,000 0 > 95%
JETBLUE AIRWAYS CORPORATION AMERICAS 1 0.3 2,500,000 0 > 95%
JFE HOLDINGS, INC. JAPAN Y 11 8.0 7,500,000 1 > 95%
JOHNSON & JOHNSON AMERICAS Y 6 2.7 10,000,000 1 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY AMERICAS Y 1 0.3 2,500,000 0 < 5%
JOINT STOCK COMPANY "RUSSIAN RAILWAYS" EUROPE 1 0.3 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS 7 4.0 25,000,000 2 < 5%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 5 3.0 5,000,000 2 < 5%
K+S AKTIENGESELLSCHAFT EUROPE Y 4 2.3 2,500,000 1 > 95%
KAJIMA CORPORATION JAPAN Y 2 0.7 2,500,000 0 > 95%
KATE SPADE & COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 10 6.0 5,000,000 0 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 11 7.7 2,500,000 1 > 95%
KB HOME AMERICAS Y 6 4.7 7,500,000 2 < 5%
KEB HANA BANK ASIA EX-JAPAN Y 10 5.7 5,000,000 1 > 95%
KELLOGG COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
KERING EUROPE Y 8 3.3 2,500,000 0 > 95%
KIMBERLY-CLARK CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
KIMCO REALTY CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 1 0.3 2,500,000 0 < 5%
KINDER MORGAN, INC. AMERICAS Y 6 3.3 7,500,000 1 < 5%
KINGDOM OF BAHRAIN SOVEREIGN 7 3.0 2,500,000 0 > 95%
KINGDOM OF BELGIUM SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF MOROCCO SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 9 7.7 50,000,000 4 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 7 3.7 15,000,000 1 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 6 3.3 10,000,000 1 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
KINGFISHER PLC EUROPE Y 4 3.0 2,500,000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN Y 9 5.0 2,500,000 0 > 95%
KLEPIERRE EUROPE 0 0.0 2,500,000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 12 8.7 10,000,000 2 > 95%
KOHL'S CORPORATION AMERICAS Y 8 5.0 7,500,000 2 < 5%
KOMATSU LTD. JAPAN Y 9 4.7 2,500,000 0 > 95%
KONINKLIJKE AHOLD DELHAIZE N.V. EUROPE Y 7 4.0 2,500,000 0 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 4 1.7 2,500,000 0 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 10 4.3 5,000,000 1 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 5 1.7 5,000,000 1 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 5 4.0 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 5 4.3 2,500,000 0 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 6 5.3 7,500,000 3 < 5%
KT CORPORATION ASIA EX-JAPAN Y 8 4.7 5,000,000 1 > 95%
L BRANDS, INC. AMERICAS Y 9 7.0 10,000,000 3 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 3 1.0 2,500,000 0 > 95%
LADBROKES CORAL GROUP LIMITED EUROPE Y 4 2.3 2,500,000 0 > 95%
LAFARGE EUROPE Y 0 0.0 2,500,000 0 > 95%
LAFARGEHOLCIM LTD EUROPE Y 10 6.0 12,500,000 2 > 95%
LAGARDERE SCA EUROPE Y 2 0.7 2,500,000 0 > 95%
LAMB WESTON HOLDINGS, INC. AMERICAS Y 6 4.7 2,500,000 1 < 5%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 10 5.3 5,000,000 1 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 8 5.7 12,500,000 3 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 1 0.3 2,500,000 0 > 95%
LENNAR CORPORATION AMERICAS Y 5 3.3 7,500,000 3 < 5%
LEONARDO SOCIETA' PER AZIONI EUROPE Y 9 5.3 7,500,000 1 > 95%
LEVEL 3 PARENT, LLC AMERICAS 1 0.3 2,500,000 0 < 5%
LEVI STRAUSS & CO. AMERICAS Y 0 0.0 2,500,000 0 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS 1 0.3 2,500,000 0 < 5%
LG DISPLAY CO., LTD. ASIA EX-JAPAN 1 0.7 2,500,000 0 > 95%
LIBERTY INTERACTIVE LLC AMERICAS Y 3 1.3 5,000,000 2 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 6 3.3 7,500,000 1 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE Y 2 0.7 2,500,000 0 > 95%
LLOYDS BANK PLC EUROPE Y 7 4.0 5,000,000 1 > 95%
LLOYDS BANKING GROUP PLC EUROPE Y 9 8.7 50,000,000 4 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 1 0.7 5,000,000 0 < 5%
LOEWS CORPORATION AMERICAS Y 3 1.7 5,000,000 1 < 5%
LOUIS DREYFUS COMPANY B.V. EUROPE Y 5 2.0 2,500,000 0 > 95%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 4 1.7 2,500,000 0 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 3 1.0 5,000,000 1 < 5%
LOXAM EUROPE Y 8 6.0 5,000,000 1 > 95%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 7 3.3 7,500,000 1 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 7 4.7 7,500,000 1 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 5 1.7 2,500,000 0 > 95%
MACY'S, INC. AMERICAS Y 9 6.7 12,500,000 3 < 5%
MALAYSIA SOVEREIGN Y 10 6.0 75,000,000 4 > 95%
MARATHON OIL CORPORATION AMERICAS 4 2.7 2,500,000 0 < 5%
MARATHON PETROLEUM CORPORATION AMERICAS Y 3 1.0 5,000,000 1 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 9 7.7 20,000,000 5 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 5 2.7 5,000,000 1 5-25%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 2 0.7 2,500,000 0 5-25%
MARUBENI CORPORATION JAPAN Y 13 7.0 7,500,000 1 > 95%
MASCO CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
MATALAN FINANCE PLC EUROPE Y 5 3.0 2,500,000 1 > 95%
MATTEL, INC. AMERICAS 5 2.7 2,500,000 0 < 5%
MATTERHORN TELECOM HOLDING S.A. EUROPE Y 6 2.0 2,500,000 0 > 95%
MAZDA MOTOR CORPORATION JAPAN 3 1.3 2,500,000 0 > 95%
MBIA INC. AMERICAS Y 5 3.3 5,000,000 1 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 3 1.0 2,500,000 0 < 5%
MCDONALD'S CORPORATION AMERICAS Y 4 1.7 2,500,000 1 < 5%
MCKESSON CORPORATION AMERICAS Y 8 6.3 12,500,000 3 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 10 6.7 7,500,000 1 > 95%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 0 0.0 2,500,000 0 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE 2 0.7 2,500,000 0 > 95%
MERITOR, INC. AMERICAS Y 7 4.7 5,000,000 1 < 5%
METLIFE, INC. AMERICAS Y 8 5.3 12,500,000 3 < 5%
METSA BOARD CORPORATION EUROPE Y 0 0.0 2,500,000 0 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 7 3.7 5,000,000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP AMERICAS 0 0.0 2,500,000 0 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 5 2.7 7,500,000 2 < 5%
MICROSOFT CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
MITSUBISHI CORPORATION JAPAN Y 9 4.7 5,000,000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 9 4.3 2,500,000 0 > 95%
MITSUI & CO., LTD. JAPAN Y 12 5.7 5,000,000 1 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 10 6.3 2,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 13 8.3 7,500,000 1 > 95%
MIZUHO BANK, LTD. JAPAN Y 5 2.0 2,500,000 0 > 95%
MONDELEZ INTERNATIONAL, INC. AMERICAS Y 8 4.0 5,000,000 1 5-25%
MONDELEZ UK HOLDINGS & SERVICES LIMITED EUROPE 1 0.3 2,500,000 0 > 95%
MONITCHEM HOLDCO 3 S.A. EUROPE Y 4 2.7 2,500,000 1 > 95%
MORGAN STANLEY AMERICAS Y 8 4.0 15,000,000 2 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 6 2.3 5,000,000 1 5-25%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 11 7.7 5,000,000 1 > 95%
MUFG BANK, LTD. JAPAN 2 0.7 2,500,000 0 > 95%
MURPHY OIL CORPORATION AMERICAS Y 6 5.3 2,500,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 7 6.0 10,000,000 4 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 8 4.3 12,500,000 1 > 95%
NATIONAL GRID PLC EUROPE Y 8 4.3 5,000,000 1 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 5 2.0 2,500,000 0 < 5%
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY EUROPE 0 0.0 2,500,000 0 > 95%
NATIONWIDE BUILDING SOCIETY EUROPE Y 0 0.0 2,500,000 0 > 95%
NATIXIS EUROPE 1 0.3 2,500,000 0 > 95%
NATURGY ENERGY GROUP, S.A. EUROPE Y 9 5.3 10,000,000 1 > 95%
NATWEST MARKETS PLC EUROPE 8 4.3 7,500,000 1 > 95%
NAVIENT CORPORATION AMERICAS Y 7 4.0 7,500,000 2 < 5%
NEC CORPORATION JAPAN Y 8 4.7 2,500,000 0 > 95%
NESTLE S.A. EUROPE Y 4 1.3 7,500,000 1 > 95%
NETFLIX, INC. AMERICAS Y 8 4.3 2,500,000 1 < 5%
NEW ALBERTSONS L.P. AMERICAS Y 9 7.0 5,000,000 1 < 5%
NEW ZEALAND SOVEREIGN 0 0.0 2,500,000 0 > 95%
NEWELL BRANDS INC. AMERICAS Y 8 4.7 10,000,000 4 < 5%
NEWMONT GOLDCORP CORPORATION AMERICAS Y 6 3.0 5,000,000 1 < 5%
NEXT PLC EUROPE Y 7 3.7 7,500,000 1 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS 2 0.7 2,500,000 0 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 12 8.3 10,000,000 1 > 95%
NIPPON STEEL CORPORATION JAPAN Y 10 6.3 5,000,000 1 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 12 7.3 5,000,000 1 > 95%
NISSAN MOTOR CO., LTD. JAPAN Y 10 6.0 5,000,000 1 > 95%
NOBLE CORPORATION AMERICAS Y 7 6.3 2,500,000 2 < 5%
NOKIA OF AMERICA CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
NOKIA OYJ EUROPE Y 8 4.3 5,000,000 1 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 1 0.3 2,500,000 0 > 95%
NORBORD INC. AMERICAS Y 3 2.0 2,500,000 0 < 5%
NORDEA BANK ABP EUROPE 3 1.7 2,500,000 0 > 95%
NORDSTROM, INC. AMERICAS Y 7 5.0 12,500,000 2 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 2 0.7 5,000,000 0 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 4 2.3 2,500,000 1 < 5%
NOVAFIVES EUROPE Y 6 5.0 5,000,000 1 > 95%
NRG ENERGY, INC. AMERICAS Y 6 4.0 5,000,000 1 5-25%
NUCOR CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
NXP B.V. EUROPE Y 2 1.0 2,500,000 0 > 95%
OBAYASHI CORPORATION JAPAN Y 3 1.3 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 5 2.0 5,000,000 1 < 5%
OI EUROPEAN GROUP B.V. EUROPE Y 6 3.0 2,500,000 0 > 95%
OJI HOLDINGS CORPORATION JAPAN Y 11 6.3 5,000,000 0 > 95%
OLIN CORPORATION AMERICAS Y 3 1.3 2,500,000 1 < 5%
OMNICOM GROUP INC. AMERICAS Y 5 2.0 5,000,000 1 < 5%
ONEOK, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
ORANGE EUROPE Y 10 5.0 7,500,000 1 > 95%
ORANO EUROPE Y 1 0.7 2,500,000 0 > 95%
ORIENTAL REPUBLIC OF URUGUAY SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
ORIX CORPORATION JAPAN Y 9 5.3 2,500,000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 8 4.7 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 0 0.0 2,500,000 0 < 5%
PACTIV LLC AMERICAS Y 6 2.7 2,500,000 1 < 5%
PANASONIC CORPORATION JAPAN Y 9 5.0 2,500,000 0 > 95%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 3 1.7 2,500,000 0 > 95%
PEARSON PLC EUROPE Y 5 2.0 5,000,000 1 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 10 9.7 250,000,000 12 > 95%
PEPSICO, INC. AMERICAS 4 1.7 2,500,000 0 5-25%
PERNOD RICARD EUROPE Y 5 2.3 5,000,000 1 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 9 7.0 20,000,000 3 > 95%
PETROLEOS MEXICANOS AMERICAS Y 11 9.0 22,500,000 4 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 7 4.7 5,000,000 0 > 95%
PEUGEOT SA EUROPE Y 8 5.0 12,500,000 2 > 95%
PFIZER INC. AMERICAS Y 5 2.3 7,500,000 1 < 5%
PICARD BONDCO S.A. EUROPE Y 5 2.3 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 2 1.0 2,500,000 0 < 5%
PITNEY BOWES INC. AMERICAS Y 8 5.3 12,500,000 3 < 5%
PIZZAEXPRESS FINANCING 1 PLC EUROPE Y 8 5.7 2,500,000 1 > 95%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS 1 0.7 2,500,000 0 < 5%
PLAY FINANCE 1 S.A. EUROPE Y 1 0.3 2,500,000 0 > 95%
POLYONE CORPORATION AMERICAS Y 8 6.0 2,500,000 1 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 0 0.0 2,500,000 0 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 8 3.3 10,000,000 1 > 95%
POSCO ASIA EX-JAPAN Y 6 2.7 5,000,000 0 > 95%
POSTNL N.V. EUROPE Y 6 3.3 5,000,000 1 > 95%
PREMIER FOODS FINANCE PLC EUROPE Y 7 5.7 5,000,000 1 > 95%
PROLOGIS, L.P. AMERICAS 0 0.0 2,500,000 0 < 5%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 9 5.7 10,000,000 3 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 9 7.3 5,000,000 1 > 95%
PT PERTAMINA (PERSERO) ASIA EX-JAPAN Y 8 5.3 5,000,000 1 > 95%
PUBLIC JOINT STOCK COMPANY "OIL COMPANY "LUKOIL" EUROPE Y 1 0.7 2,500,000 0 > 95%
PUBLIC POWER CORPORATION FINANCE PLC EUROPE Y 1 0.3 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 8 4.3 5,000,000 1 > 95%
PULTEGROUP, INC. AMERICAS Y 8 4.0 7,500,000 2 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 5 2.3 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 6 2.3 2,500,000 0 5-25%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 6 5.7 12,500,000 6 < 5%
RADIAN GROUP INC. AMERICAS Y 6 3.0 5,000,000 2 < 5%
RAKUTEN, INC. JAPAN Y 11 7.3 5,000,000 1 > 95%
RAYTHEON COMPANY AMERICAS Y 1 0.3 2,500,000 0 < 5%
REALOGY GROUP LLC AMERICAS Y 8 6.3 5,000,000 2 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 9 5.3 2,500,000 0 > 95%
RELX PLC EUROPE Y 2 1.0 2,500,000 0 > 95%
RENAULT EUROPE Y 10 7.3 15,000,000 3 > 95%
RENTOKIL INITIAL PLC EUROPE Y 2 1.0 2,500,000 0 > 95%
REPSOL, S.A. EUROPE Y 6 3.0 7,500,000 1 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 11 9.0 50,000,000 7 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 10 9.0 75,000,000 9 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 4 1.3 2,500,000 0 > 95%
REPUBLIC OF CYPRUS SOVEREIGN 1 0.3 2,500,000 0 > 95%
REPUBLIC OF ECUADOR SOVEREIGN 3 1.3 2,500,000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 11 9.3 150,000,000 12 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 12 10.7 175,000,000 8 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 4 1.7 2,500,000 0 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 11 8.7 150,000,000 6 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 6 3.3 10,000,000 1 > 95%
REPUBLIC OF PERU SOVEREIGN Y 9 7.0 25,000,000 4 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 4 1.7 2,500,000 0 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 10 9.3 175,000,000 18 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 10 7.0 50,000,000 4 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 11 10.0 275,000,000 28 > 95%
REXEL EUROPE Y 7 4.0 2,500,000 1 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
RICOH COMPANY, LTD. JAPAN Y 10 4.3 2,500,000 0 > 95%
RIO TINTO LIMITED AUSTRALIA NZ Y 5 3.3 5,000,000 0 > 95%
RITE AID CORPORATION AMERICAS Y 4 3.7 7,500,000 3 < 5%
ROCHE HOLDINGS, INC. EUROPE 2 0.7 2,500,000 0 > 95%
ROLLS-ROYCE PLC EUROPE Y 11 8.0 17,500,000 4 > 95%
ROMANIA SOVEREIGN Y 4 1.3 2,500,000 0 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 7 4.3 5,000,000 1 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 9 5.0 7,500,000 1 > 95%
RPM INTERNATIONAL INC. AMERICAS 0 0.0 2,500,000 0 < 5%
RUSSIAN FEDERATION SOVEREIGN Y 9 7.3 125,000,000 14 > 95%
RYDER SYSTEM, INC. AMERICAS Y 7 3.3 5,000,000 1 < 5%
SABRE HOLDINGS CORPORATION AMERICAS Y 7 5.0 2,500,000 1 < 5%
SAFEWAY INC. AMERICAS Y 9 5.0 7,500,000 2 < 5%
SAFEWAY LIMITED EUROPE Y 0 0.0 2,500,000 0 > 95%
SAIPEM FINANCE INTERNATIONAL B.V. EUROPE Y 6 2.7 2,500,000 0 > 95%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 3 1.3 2,500,000 0 > 95%
SANMINA CORPORATION AMERICAS Y 5 2.0 2,500,000 0 < 5%
SANOFI EUROPE Y 7 3.0 5,000,000 1 > 95%
SASOL LTD EUROPE 4 1.7 2,500,000 0 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 2 0.7 2,500,000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
SCHAEFFLER AG EUROPE Y 4 3.0 2,500,000 0 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 7 3.3 2,500,000 0 > 95%
SCHNEIDER ELECTRIC SE EUROPE 2 0.7 2,500,000 0 > 95%
SEALED AIR CORPORATION AMERICAS Y 4 2.3 2,500,000 1 < 5%
SELECTA GROUP B.V. EUROPE Y 6 4.0 5,000,000 1 > 95%
SEMPRA ENERGY AMERICAS Y 2 1.0 5,000,000 1 25-75%
SES EUROPE Y 7 4.3 2,500,000 1 > 95%
SHIMIZU CORPORATION JAPAN Y 7 3.7 2,500,000 0 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 1 0.3 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 9 4.3 7,500,000 1 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 6 4.0 5,000,000 1 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 8 4.3 2,500,000 0 > 95%
SIRIUS XM RADIO INC. AMERICAS Y 6 4.7 2,500,000 1 < 5%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 5 4.0 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 1 0.3 2,500,000 0 > 95%
SKY LIMITED EUROPE Y 4 1.3 2,500,000 0 > 95%
SLOVAK REPUBLIC SOVEREIGN Y 3 1.0 2,500,000 0 > 95%
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY EUROPE Y 6 3.3 2,500,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 4 2.7 2,500,000 0 > 95%
SOCIETE GENERALE EUROPE Y 11 9.3 15,000,000 2 > 95%
SODEXO EUROPE Y 3 1.3 2,500,000 0 > 95%
SOFTBANK GROUP CORP. JAPAN Y 12 10.3 22,500,000 5 > 95%
SOLVAY EUROPE Y 8 5.3 5,000,000 1 > 95%
SONY CORPORATION JAPAN Y 9 4.0 2,500,000 0 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 1 0.7 2,500,000 0 < 5%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 7 4.0 5,000,000 2 < 5%
SPRINT COMMUNICATIONS, INC. AMERICAS Y 6 3.7 7,500,000 2 < 5%
SSE PLC EUROPE Y 8 4.0 5,000,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 7 3.7 2,500,000 1 > 95%
STANDARD CHARTERED PLC EUROPE Y 9 8.0 22,500,000 3 > 95%
STAPLES, INC. AMERICAS Y 10 7.7 15,000,000 4 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 10 7.3 5,000,000 1 > 95%
STATE GRID CORPORATION OF CHINA ASIA EX-JAPAN Y 8 5.0 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 1 0.3 2,500,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 3 1.0 5,000,000 1 > 95%
STATE OF QATAR SOVEREIGN Y 8 6.7 15,000,000 2 > 95%
STENA AKTIEBOLAG EUROPE Y 7 4.3 7,500,000 1 > 95%
STMICROELECTRONICS N.V. EUROPE Y 3 1.7 2,500,000 0 > 95%
STONEGATE PUB COMPANY FINANCING PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
STORA ENSO OYJ EUROPE Y 8 3.0 2,500,000 1 > 95%
SUEDZUCKER AG EUROPE Y 9 5.0 10,000,000 2 > 95%
SULTANATE OF OMAN SOVEREIGN 4 2.7 2,500,000 0 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 9 4.3 2,500,000 0 > 95%
SUMITOMO CORPORATION JAPAN Y 9 4.7 2,500,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 4 1.3 2,500,000 0 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 9 4.7 2,500,000 0 > 95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN Y 7 4.7 2,500,000 0 > 95%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 7 2.7 2,500,000 0 > 95%
SUPERVALU INC. AMERICAS Y 5 3.7 2,500,000 1 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 0 0.0 2,500,000 0 > 95%
SVENSKA HANDELSBANKEN AB EUROPE Y 0 0.0 2,500,000 0 > 95%
SWEDBANK AB EUROPE 4 1.7 2,500,000 0 > 95%
SWEDISH MATCH AB EUROPE Y 0 0.0 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 8 5.3 5,000,000 1 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 11 7.0 5,000,000 1 > 95%
SYNGENTA AG EUROPE Y 4 1.7 2,500,000 0 > 95%
SYNLAB UNSECURED BONDCO PLC EUROPE Y 4 1.3 2,500,000 0 > 95%
T-MOBILE USA, INC. AMERICAS Y 7 6.0 12,500,000 1 < 5%
TAISEI CORPORATION JAPAN Y 0 0.0 2,500,000 0 > 95%
TAKEDA PHARMACEUTICAL COMPANY LIMITED JAPAN Y 8 3.7 2,500,000 0 > 95%
TALEN ENERGY SUPPLY, LLC AMERICAS Y 6 5.3 2,500,000 2 < 5%
TARGA RESOURCES PARTNERS LP AMERICAS Y 8 6.0 2,500,000 1 < 5%
TARGET CORPORATION AMERICAS Y 7 2.7 7,500,000 1 5-25%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 4 1.3 2,500,000 0 > 95%
TDC A/S EUROPE Y 8 3.0 2,500,000 1 > 95%
TECHEM GMBH EUROPE Y 2 1.0 2,500,000 0 > 95%
TECHNIPFMC PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
TECK RESOURCES LIMITED AMERICAS Y 7 3.0 5,000,000 1 < 5%
TEGNA INC. AMERICAS Y 5 2.0 5,000,000 1 < 5%
TELECOM ITALIA SPA EUROPE Y 12 10.3 22,500,000 4 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 7 4.7 5,000,000 1 > 95%
TELEFONICA, S.A. EUROPE Y 9 7.3 17,500,000 2 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 3 1.0 5,000,000 1 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 8 4.7 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 5 2.3 2,500,000 1 > 95%
TELIA COMPANY AB EUROPE Y 5 2.0 2,500,000 0 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 4 1.3 2,500,000 0 > 95%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 3 1.0 2,500,000 0 > 95%
TENCENT HOLDINGS LIMITED ASIA EX-JAPAN Y 9 5.7 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 5 4.0 7,500,000 2 < 5%
TESCO PLC EUROPE Y 9 8.0 20,000,000 3 > 95%
TESLA, INC. AMERICAS Y 7 6.7 5,000,000 2 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS Y 11 8.3 7,500,000 2 < 5%
TEXTRON INC. AMERICAS 0 0.0 2,500,000 0 < 5%
THALES EUROPE Y 1 0.3 2,500,000 0 > 95%
THE ADT SECURITY CORPORATION AMERICAS Y 8 7.7 2,500,000 1 < 5%
THE AES CORPORATION AMERICAS Y 6 2.7 5,000,000 1 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 3 1.0 2,500,000 0 < 5%
THE BOEING COMPANY AMERICAS Y 9 4.7 12,500,000 2 < 5%
THE CITY OF NEW YORK AMERICAS Y 1 0.3 2,500,000 0 > 95%
THE COCA-COLA COMPANY AMERICAS 3 1.0 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 8 5.0 5,000,000 1 < 5%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 3 1.0 7,500,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 6 3.0 7,500,000 1 > 95%
THE GAP, INC. AMERICAS Y 3 1.7 5,000,000 1 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 8 4.3 15,000,000 1 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 10 7.3 10,000,000 3 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 5 2.0 5,000,000 1 < 5%
THE HERTZ CORPORATION AMERICAS Y 7 6.3 12,500,000 4 < 5%
THE HOME DEPOT, INC. AMERICAS Y 3 1.0 2,500,000 1 < 5%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 8 5.0 2,500,000 0 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 4 1.7 2,500,000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 2 0.7 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 9 7.0 5,000,000 1 > 95%
THE KROGER CO. AMERICAS Y 7 4.7 7,500,000 1 < 5%
THE MCCLATCHY COMPANY AMERICAS Y 7 4.3 5,000,000 3 < 5%
THE NEIMAN MARCUS GROUP LLC AMERICAS Y 7 5.0 5,000,000 2 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 0 0.0 2,500,000 0 < 5%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 1 0.3 2,500,000 0 < 5%
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY EUROPE Y 11 9.0 50,000,000 5 > 95%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 7 4.3 7,500,000 2 < 5%
THE SOUTHERN COMPANY AMERICAS Y 7 4.0 2,500,000 0 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 3 1.0 5,000,000 1 < 5%
THE WESTERN UNION COMPANY AMERICAS 4 1.3 2,500,000 0 < 5%
THE WHARF (HOLDINGS) LIMITED ASIA EX-JAPAN 0 0.0 2,500,000 0 > 95%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 5 3.0 5,000,000 1 5-25%
THYSSENKRUPP AG EUROPE Y 11 8.7 15,000,000 3 > 95%
TIME WARNER CABLE, LLC AMERICAS 4 2.0 2,500,000 0 < 5%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED JAPAN Y 9 4.7 2,500,000 0 > 95%
TOLL BROTHERS, INC. AMERICAS Y 4 2.3 7,500,000 2 < 5%
TOSHIBA CORPORATION JAPAN Y 11 5.3 2,500,000 1 > 95%
TOTAL SA EUROPE Y 8 3.3 10,000,000 1 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 11 5.3 2,500,000 0 > 95%
TRANSCANADA PIPELINES LIMITED AMERICAS 1 0.3 2,500,000 0 < 5%
TRANSDIGM INC. AMERICAS Y 9 6.7 5,000,000 1 < 5%
TRANSOCEAN INC. AMERICAS Y 7 5.7 7,500,000 4 < 5%
TRIONISTA HOLDCO GMBH EUROPE Y 0 0.0 2,500,000 0 > 95%
TRW AUTOMOTIVE INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
TUI AG EUROPE Y 7 5.7 7,500,000 2 > 95%
TWDC ENTERPRISES 18 CORP. AMERICAS 3 1.0 2,500,000 0 < 5%
TYSON FOODS, INC. AMERICAS Y 6 2.7 5,000,000 1 < 5%
UBS AG EUROPE Y 5 1.7 5,000,000 0 > 95%
UBS GROUP AG EUROPE Y 8 5.7 2,500,000 0 > 95%
UCB EUROPE Y 0 0.0 2,500,000 0 > 95%
UKRAINE SOVEREIGN Y 4 2.3 5,000,000 1 > 95%
UNIBAIL-RODAMCO-WESTFIELD SE EUROPE Y 11 7.0 7,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 12 11.0 50,000,000 3 > 95%
UNILABS SUBHOLDING AB (PUBL) EUROPE Y 4 2.3 2,500,000 0 > 95%
UNILEVER N.V. EUROPE Y 2 0.7 5,000,000 0 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
UNIONE DI BANCHE ITALIANE SOCIETA PER AZIONI EUROPE 1 0.3 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 9 7.0 5,000,000 1 < 5%
UNITED AIRLINES HOLDINGS, INC. AMERICAS Y 9 6.7 2,500,000 1 < 5%
UNITED GROUP B.V. EUROPE Y 4 2.3 2,500,000 0 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 4 2.3 7,500,000 0 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 10 9.0 225,000,000 25 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 6 3.7 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 5 2.7 5,000,000 1 < 5%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 7 5.0 5,000,000 2 < 5%
UNITED STATES OF AMERICA SOVEREIGN Y 1 0.3 5,000,000 0 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 8 7.0 17,500,000 8 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
UNITED UTILITIES PLC EUROPE Y 3 1.3 2,500,000 0 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 2 0.7 2,500,000 1 < 5%
UNITI GROUP INC. AMERICAS Y 7 5.3 7,500,000 3 < 5%
UNITYMEDIA GMBH EUROPE Y 7 3.7 2,500,000 0 > 95%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 2 1.0 2,500,000 1 < 5%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 8 5.7 2,500,000 1 < 5%
UPC HOLDING B.V. EUROPE Y 8 6.0 5,000,000 1 > 95%
UPM-KYMMENE OYJ EUROPE Y 3 1.3 2,500,000 0 > 95%
VALE SA AMERICAS Y 6 4.0 2,500,000 0 > 95%
VALEO EUROPE Y 10 7.0 10,000,000 3 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 7 4.7 5,000,000 1 < 5%
VATTENFALL AB EUROPE Y 1 0.3 2,500,000 0 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 7 3.3 7,500,000 1 > 95%
VERISURE MIDHOLDING AB EUROPE Y 3 1.3 2,500,000 0 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 8 5.0 12,500,000 2 < 5%
VINCI EUROPE Y 9 5.0 5,000,000 1 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 6 5.0 7,500,000 2 > 95%
VISTRA ENERGY CORP. AMERICAS Y 8 6.0 2,500,000 1 < 5%
VIVENDI EUROPE Y 8 4.0 7,500,000 1 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 10 7.0 12,500,000 2 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 12 10.0 25,000,000 3 > 95%
VORNADO REALTY L.P. AMERICAS Y 0 0.0 2,500,000 0 < 5%
VUE INTERNATIONAL BIDCO PLC EUROPE Y 8 3.3 2,500,000 0 > 95%
WALMART INC. AMERICAS Y 4 1.7 2,500,000 1 < 5%
WELLS FARGO & COMPANY AMERICAS Y 7 3.0 7,500,000 1 < 5%
WELLTOWER INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
WENDEL EUROPE Y 6 2.7 2,500,000 1 > 95%
WENDY'S INTERNATIONAL, LLC AMERICAS Y 2 0.7 2,500,000 0 < 5%
WESFARMERS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 9 5.0 15,000,000 2 > 95%
WESTROCK MWV, LLC AMERICAS Y 1 0.3 5,000,000 1 < 5%
WEYERHAEUSER COMPANY AMERICAS Y 5 2.0 2,500,000 0 < 5%
WHIRLPOOL CORPORATION AMERICAS Y 5 3.3 7,500,000 1 < 5%
WHITING PETROLEUM CORPORATION AMERICAS Y 8 7.0 5,000,000 3 < 5%
WIND ACQUISITION FINANCE S.A. EUROPE Y 5 1.7 2,500,000 0 > 95%
WIND TRE S.P.A. EUROPE Y 6 2.3 2,500,000 0 > 95%
WIRECARD AG EUROPE 2 1.3 2,500,000 0 > 95%
WOLTERS KLUWER N.V. EUROPE Y 3 1.3 2,500,000 0 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 6 2.3 2,500,000 0 > 95%
WOOLWORTHS GROUP LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
WOORI BANK ASIA EX-JAPAN Y 8 5.0 5,000,000 0 > 95%
WPP 2005 LIMITED EUROPE Y 9 5.0 5,000,000 1 > 95%
XEROX CORPORATION AMERICAS Y 9 5.7 12,500,000 4 < 5%
XLIT LTD. AMERICAS Y 2 0.7 2,500,000 0 < 5%
XSTRATA LIMITED EUROPE Y 0 0.0 2,500,000 0 > 95%
YUM! BRANDS, INC. AMERICAS Y 5 3.3 5,000,000 1 < 5%
ZIGGO BOND COMPANY B.V. EUROPE Y 5 3.7 2,500,000 1 > 95%
ZURICH INSURANCE COMPANY LTD EUROPE Y 10 6.7 5,000,000 1 > 95%
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