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Index Roll Report Top 1000 from 02-24-2018 through 08-24-2018

Index Roll Report: Average Weekly Data by Reference Entity

Special Report: 6 Month Analysis Top 1,000 Single Names from February 24, 2018 through August 24, 2018

Explanation of data (pdf).

Reference Entity Sector Market Type Average Weekly Notional (USD EQ) Average Number of Trades/Week Notional traded in prior 8 Weeks Contracts traded in prior 8 Weeks DC Region
FEDERATIVE REPUBLIC OF BRAZIL GOVERNMENT SOV                                  3,431,707,361                                               420                             26,304,137,136                                            3,445 Americas
REPUBLIC OF TURKEY GOVERNMENT SOV                                  3,289,895,477                                               429                             32,820,673,403                                            5,299 Europe
UNITED MEXICAN STATES GOVERNMENT SOV                                  2,521,568,037                                               336                             16,761,623,894                                            2,157 Americas
REPUBLIC OF ITALY GOVERNMENT SOV                                  1,877,849,090                                                 83                              8,093,139,089                                               529 Europe
RUSSIAN FEDERATION GOVERNMENT SOV                                  1,755,117,860                                               186                             11,099,420,000                                            1,489 Europe
ARGENTINE REPUBLIC GOVERNMENT SOV                                  1,562,388,461                                               345                              9,187,427,550                                            2,515 Americas
REPUBLIC OF KOREA GOVERNMENT SOV                                  1,553,687,196                                               107                              7,368,712,039                                               792 Asia Ex-Japan
PEOPLE'S REPUBLIC OF CHINA GOVERNMENT SOV                                  1,534,347,632                                               132                             14,392,949,459                                            1,509 Asia Ex-Japan
REPUBLIC OF SOUTH AFRICA GOVERNMENT SOV                                  1,459,309,775                                               191                             13,154,228,998                                            1,987 Europe
REPUBLIC OF INDONESIA GOVERNMENT SOV                                  1,024,848,489                                               139                              7,660,224,039                                            1,159 Asia Ex-Japan
REPUBLIC OF COLOMBIA GOVERNMENT SOV                                     707,493,065                                               110                              4,270,842,693                                               901 Americas
MALAYSIA GOVERNMENT SOV                                     662,106,612                                                 69                              3,352,044,900                                               605 Asia Ex-Japan
DEUTSCHE BANK AKTIENGESELLSCHAFT FINANCIALS CORP                                     520,327,526                                                 80                              1,898,803,012                                               400 Europe
KINGDOM OF SPAIN GOVERNMENT SOV                                     385,411,097                                                 19                              2,057,395,045                                               123 Europe
UNICREDIT, SOCIETA PER AZIONI FINANCIALS CORP                                     361,721,305                                                 63                              2,006,664,243                                               304 Europe
INTESA SANPAOLO SPA FINANCIALS CORP                                     353,011,727                                                 63                              1,987,154,619                                               393 Europe
REPUBLIC OF THE PHILIPPINES GOVERNMENT SOV                                     341,058,339                                                 47                              3,006,953,668                                               467 Asia Ex-Japan
REPUBLIC OF CHILE GOVERNMENT SOV                                     315,358,207                                                 37                              1,873,888,657                                               297 Americas
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA FINANCIALS CORP                                     308,642,706                                                 57                              3,102,019,610                                               491 Europe
FRENCH REPUBLIC GOVERNMENT SOV                                     299,426,652                                                 13                                 332,800,000                                                23 Europe
REPUBLIC OF PERU GOVERNMENT SOV                                     243,388,228                                                 35                                 934,415,923                                               197 Americas
TELECOM ITALIA SPA TELECOMMUNICATIONS SERVICES CORP                                     238,621,207                                                 55                              1,210,290,052                                               301 Europe
BANCO SANTANDER, S.A. FINANCIALS CORP                                     214,900,040                                                 39                              1,563,406,068                                               273 Europe
DAIMLER AG CONSUMER GOODS CORP                                     211,358,230                                                 44                              1,304,363,667                                               244 Europe
DISH DBS CORPORATION CONSUMER SERVICES CORP                                     199,933,154                                                 53                              1,128,695,000                                               376 Americas
KINGDOM OF SAUDI ARABIA GOVERNMENT SOV                                     188,355,350                                                 23                                 887,261,959                                               154 Europe
PETROLEO BRASILEIRO S/A PETROBRAS ENERGY CORP                                     186,392,541                                                 36                              1,186,317,000                                               267 Americas
J. C. PENNEY COMPANY, INC. CONSUMER SERVICES CORP                                     179,457,233                                                 84                              2,046,753,000                                            1,120 Americas
GENERAL ELECTRIC COMPANY INDUSTRIALS CORP                                     178,470,451                                                 32                                 692,549,386                                               152 Americas
COMMERZBANK AKTIENGESELLSCHAFT FINANCIALS CORP                                     165,894,353                                                 35                              1,139,410,767                                               255 Europe
STATE OF QATAR GOVERNMENT SOV                                     157,745,096                                                 18                                 554,099,727                                                94 Europe
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI FINANCIALS CORP                                     156,555,410                                                 34                                 857,534,540                                               174 Europe
GLENCORE INTERNATIONAL AG BASIC MATERIALS CORP                                     153,976,824                                                 38                              1,322,758,214                                               409 Europe
WINDSTREAM SERVICES, LLC TELECOMMUNICATIONS SERVICES CORP                                     149,872,587                                                 41                              1,193,950,000                                               377 Americas
BANK OF AMERICA CORPORATION FINANCIALS CORP                                     148,764,076                                                 19                                 434,915,405                                               102 Americas
AXA FINANCIALS CORP                                     146,889,713                                                 20                                 901,909,179                                               163 Europe
JPMORGAN CHASE & CO. FINANCIALS CORP                                     143,175,401                                                 17                                 387,454,505                                                67 Americas
JAPAN GOVERNMENT SOV                                     143,175,262                                                   9                                 537,424,820                                                52 Japan
UNITYMEDIA GMBH CONSUMER SERVICES CORP                                     139,509,999                                                   8                                 814,902,066                                                41 Europe
CASINO GUICHARD-PERRACHON CONSUMER SERVICES CORP                                     139,134,206                                                 58                                 879,518,234                                               439 Europe
BERKSHIRE HATHAWAY INC. FINANCIALS CORP                                     138,311,571                                                 15                                 272,375,755                                                75 Americas
BANK OF CHINA LIMITED FINANCIALS CORP                                     136,067,692                                                 10                                 949,655,000                                                78 Asia Ex-Japan
MACY'S, INC. CONSUMER SERVICES CORP                                     135,936,560                                                 33                                 587,558,000                                               191 Americas
VERIZON COMMUNICATIONS INC. TELECOMMUNICATIONS SERVICES CORP                                     131,754,878                                                 29                                 977,128,226                                               346 Americas
FORD MOTOR COMPANY CONSUMER GOODS CORP                                     129,045,077                                                 27                                 795,641,000                                               233 Americas
AT&T INC. TELECOMMUNICATIONS SERVICES CORP                                     128,935,107                                                 27                              1,105,476,379                                               294 Americas
SOCIETE GENERALE FINANCIALS CORP                                     126,527,032                                                 17                                 601,491,708                                                82 Europe
CENTURYLINK, INC. TELECOMMUNICATIONS SERVICES CORP                                     125,761,480                                                 41                                 832,874,613                                               329 Americas
FRONTIER COMMUNICATIONS CORPORATION TELECOMMUNICATIONS SERVICES CORP                                     125,590,462                                                 46                                 574,040,000                                               230 Americas
FIAT CHRYSLER AUTOMOBILES N.V. CONSUMER GOODS CORP                                     124,349,728                                                 27                                 731,631,553                                               201 Europe
COMMONWEALTH OF AUSTRALIA GOVERNMENT SOV                                     122,298,462                                                   6                                 421,290,000                                                33 Australia NZ
NORDSTROM, INC. CONSUMER SERVICES CORP                                     121,454,477                                                 36                                 813,115,000                                               163 Americas
THE HERTZ CORPORATION CONSUMER SERVICES CORP                                     121,384,124                                                 59                                 819,658,000                                               493 Americas
METLIFE, INC. FINANCIALS CORP                                     121,095,508                                                 12                                 226,300,000                                                67 Americas
CREDIT SUISSE GROUP AG FINANCIALS CORP                                     120,891,553                                                 13                                 505,807,702                                                61 Europe
BNP PARIBAS FINANCIALS CORP                                     119,756,267                                                 21                                 720,996,437                                               165 Europe
MORGAN STANLEY FINANCIALS CORP                                     119,146,654                                                 17                                 606,340,000                                               122 Americas
ALTICE FRANCE CONSUMER SERVICES CORP                                     118,228,214                                                 38                                 733,154,905                                               268 Europe
RALLYE CONSUMER SERVICES CORP                                     117,888,760                                               106                                 795,831,901                                               954 Europe
SUPERVALU INC. CONSUMER SERVICES CORP                                     117,825,704                                                 40                                 599,912,153                                               177 Americas
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED FINANCIALS CORP                                     117,406,215                                                 15                                 518,544,968                                               105 Australia NZ
ENEL S.P.A. UTILITIES CORP                                     115,940,433                                                 20                                 856,451,734                                               121 Europe
BARCLAYS BANK PLC FINANCIALS CORP                                     114,820,822                                                 14                                 626,514,927                                                90 Europe
THE GOLDMAN SACHS GROUP, INC. FINANCIALS CORP                                     114,690,375                                                 16                                 645,833,658                                               120 Americas
GENERAL MOTORS COMPANY CONSUMER GOODS CORP                                     114,635,658                                                 25                                 550,561,864                                               190 Americas
ANHEUSER-BUSCH INBEV CONSUMER GOODS CORP                                     114,556,683                                                 18                                 674,954,864                                               102 Europe
AVIS BUDGET GROUP, INC. CONSUMER SERVICES CORP                                     113,668,664                                                 37                                 735,041,351                                               290 Americas
TELEFONICA, S.A. TELECOMMUNICATIONS SERVICES CORP                                     112,046,581                                                 26                                 521,346,558                                               157 Europe
CARREFOUR CONSUMER SERVICES CORP                                     109,500,095                                                 27                                 537,340,023                                               136 Europe
VODAFONE GROUP PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES CORP                                     109,316,975                                                 25                                 694,144,091                                               173 Europe
SOFTBANK GROUP CORP. TECHNOLOGY CORP                                     106,311,466                                                 35                                 754,196,355                                               244 Japan
L BRANDS, INC. CONSUMER SERVICES CORP                                     105,901,462                                                 36                              1,050,317,000                                               349 Americas
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI FINANCIALS CORP                                     105,345,115                                                 23                                 415,196,207                                                89 Europe
PETROLEOS MEXICANOS ENERGY STATBODY                                     104,808,654                                                 30                                 880,485,000                                               372 Americas
TESCO PLC CONSUMER SERVICES CORP                                     104,643,401                                                 27                                 275,432,695                                                96 Europe
RITE AID CORPORATION CONSUMER SERVICES CORP                                     104,563,108                                                 35                                 929,272,928                                               429 Americas
ARCELORMITTAL BASIC MATERIALS CORP                                     103,950,772                                                 23                                 920,791,831                                               189 Europe
WEATHERFORD INTERNATIONAL LTD. ENERGY CORP                                     103,291,450                                                 53                                 582,874,339                                               306 Americas
COMMONWEALTH BANK OF AUSTRALIA FINANCIALS CORP                                     103,235,171                                                 16                                 834,799,187                                               149 Australia NZ
FREEPORT-MCMORAN INC. BASIC MATERIALS CORP                                     102,977,305                                                 30                                 860,790,932                                               353 Americas
UNITED STATES STEEL CORPORATION BASIC MATERIALS CORP                                     102,218,519                                                 39                                 319,595,000                                               204 Americas
CITIGROUP INC. FINANCIALS CORP                                     101,620,944                                                 12                                 297,777,027                                                50 Americas
NATIONAL AUSTRALIA BANK LIMITED FINANCIALS CORP                                     100,915,120                                                 13                                 506,512,311                                                71 Australia NZ
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                       96,721,327                                                 19                                 618,559,750                                               172 Europe
ALTICE FINCO S.A. CONSUMER SERVICES CORP                                       96,467,290                                                 33                                 549,633,766                                               122 Europe
ANADARKO PETROLEUM CORPORATION ENERGY CORP                                       94,920,898                                                 21                                 493,300,000                                                85 Americas
VOLKSWAGEN AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                       94,717,047                                                 17                                 474,019,567                                               136 Europe
CREDIT AGRICOLE SA FINANCIALS CORP                                       94,074,796                                                 25                                 907,860,421                                               357 Europe
JAGUAR LAND ROVER AUTOMOTIVE PLC CONSUMER GOODS CORP                                       92,536,096                                                 37                                 668,893,214                                               331 Europe
ELECTRICITE DE FRANCE UTILITIES CORP                                       92,496,555                                                 13                                 441,277,251                                                69 Europe
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY FINANCIALS CORP                                       92,436,219                                                 14                                 728,354,934                                               128 Europe
KOHL'S CORPORATION CONSUMER SERVICES CORP                                       89,645,000                                                 17                                 593,311,000                                               107 Americas
WESTPAC BANKING CORPORATION FINANCIALS CORP                                       89,357,466                                                 14                                 399,618,005                                                79 Australia NZ
AVON PRODUCTS, INC. CONSUMER GOODS CORP                                       89,299,761                                                 36                                 407,496,802                                               210 Americas
ANGLO AMERICAN PLC BASIC MATERIALS CORP                                       88,924,689                                                 20                                 527,308,253                                               167 Europe
LLOYDS BANKING GROUP PLC FINANCIALS CORP                                       88,349,762                                                 18                                 949,918,972                                               201 Europe
SPRINT COMMUNICATIONS, INC. TELECOMMUNICATIONS SERVICES CORP                                       87,333,962                                                 25                                 362,700,000                                               136 Americas
AVIVA PLC FINANCIALS CORP                                       86,288,737                                                 13                                 578,108,711                                               100 Europe
AK STEEL CORPORATION BASIC MATERIALS CORP                                       86,170,692                                                 28                                 432,478,000                                               200 Americas
STAPLES, INC. CONSUMER SERVICES CORP                                       84,724,126                                                 19                                 362,650,000                                                72 Americas
VIRGIN MEDIA FINANCE PLC TELECOMMUNICATIONS SERVICES CORP                                       83,451,768                                                 16                                 423,987,060                                               105 Europe
ROLLS-ROYCE PLC INDUSTRIALS CORP                                       82,377,341                                                 16                                 500,201,201                                               124 Europe
AIRBUS SE INDUSTRIALS CORP                                       82,200,997                                                   7                                 170,652,432                                                28 Europe
THE KROGER CO. CONSUMER SERVICES CORP                                       81,543,509                                                 15                                 522,728,226                                               111 Americas
FEDERAL REPUBLIC OF GERMANY GOVERNMENT SOV                                       79,183,462                                                   3                                 445,100,000                                                14 Europe
NABORS INDUSTRIES, INC. ENERGY CORP                                       78,839,077                                                 23                                 595,537,000                                               155 Americas
AEGON N.V. FINANCIALS CORP                                       77,249,531                                                 14                                 554,321,357                                               104 Europe
K. HOVNANIAN ENTERPRISES, INC. CONSUMER GOODS CORP                                       77,177,692                                                 35                                 373,549,000                                                89 Americas
HESS CORPORATION ENERGY CORP                                       76,264,615                                                 20                                 268,334,000                                                80 Americas
CHESAPEAKE ENERGY CORPORATION ENERGY CORP                                       75,952,685                                                 40                                 452,863,000                                               242 Americas
PITNEY BOWES INC. TECHNOLOGY CORP                                       75,745,033                                                 24                                 341,073,450                                               145 Americas
BARCLAYS PLC FINANCIALS CORP                                       75,352,778                                                 17                                 661,712,108                                               179 Europe
TRANSOCEAN INC. ENERGY CORP                                       74,506,469                                                 23                                 583,886,000                                               158 Americas
THE SHERWIN-WILLIAMS COMPANY CONSUMER GOODS CORP                                       74,064,192                                                 12                                 550,825,000                                               126 Americas
NATWEST MARKETS PLC FINANCIALS CORP                                       73,878,818                                                 12                                 281,521,369                                                60 Europe
BAYER AKTIENGESELLSCHAFT HEALTHCARE CORP                                       73,624,851                                                 14                                 501,903,895                                               164 Europe
LENNAR CORPORATION CONSUMER GOODS CORP                                       72,841,503                                                 29                                 466,076,295                                               223 Americas
CVS HEALTH CORPORATION HEALTHCARE CORP                                       72,734,432                                                 12                                 744,153,226                                               119 Americas
KINGDOM OF THAILAND GOVERNMENT SOV                                       72,379,423                                                 11                                 659,718,638                                               165 Asia Ex-Japan
XEROX CORPORATION TECHNOLOGY CORP                                       71,919,731                                                 20                                 475,431,000                                               150 Americas
ALLIANZ SE FINANCIALS CORP                                       70,813,424                                                 12                                 349,214,036                                                77 Europe
R.R. DONNELLEY & SONS COMPANY INDUSTRIALS CORP                                       70,617,552                                                 32                                 573,908,000                                               278 Americas
PORTUGUESE REPUBLIC GOVERNMENT SOV                                       68,804,526                                                   9                                 509,019,541                                                85 Europe
KRAFT HEINZ FOODS COMPANY CONSUMER GOODS CORP                                       68,642,855                                                 10                                 304,303,226                                                64 Americas
STENA AKTIEBOLAG INDUSTRIALS CORP                                       68,530,158                                                 24                                 350,987,098                                               151 Europe
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND GOVERNMENT SOV                                       68,300,000                                                   3                                 414,900,000                                                17 Europe
DEUTSCHE TELEKOM AG TELECOMMUNICATIONS SERVICES CORP                                       67,757,627                                                   8                                 368,121,675                                                49 Europe
RENAULT CONSUMER GOODS CORP                                       67,753,924                                                 14                                 507,860,796                                                97 Europe
COMMUNITY HEALTH SYSTEMS, INC. HEALTHCARE CORP                                       67,267,769                                                 23                                 392,743,000                                               159 Americas
BARRICK GOLD CORPORATION BASIC MATERIALS CORP                                       67,191,692                                                 15                                 495,950,000                                               169 Americas
KOBE STEEL, LTD. BASIC MATERIALS CORP                                       66,455,638                                                 22                                 456,309,279                                               156 Japan
AMERICAN AXLE & MANUFACTURING, INC. CONSUMER GOODS CORP                                       66,298,804                                                 20                                 352,698,000                                               143 Americas
CANADIAN NATURAL RESOURCES LIMITED ENERGY CORP                                       66,017,731                                                 12                                 195,495,000                                                61 Americas
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES CORP                                       65,625,136                                                 13                                 290,974,006                                                63 Europe
MBIA INC. FINANCIALS CORP                                       65,344,269                                                 27                                 316,272,000                                               135 Americas
DELL INC. TECHNOLOGY CORP                                       65,093,112                                                 17                                 233,700,000                                                65 Americas
MARKS AND SPENCER P.L.C. CONSUMER SERVICES CORP                                       64,977,165                                                 23                                 396,323,951                                               155 Europe
IBERDROLA, S.A. UTILITIES CORP                                       64,847,353                                                 11                                 662,521,500                                                96 Europe
VIACOM INC. CONSUMER SERVICES CORP                                       64,574,962                                                 13                                 425,525,000                                               120 Americas
KB HOME CONSUMER GOODS CORP                                       64,403,654                                                 31                                 341,900,000                                               190 Americas
PEUGEOT SA CONSUMER GOODS CORP                                       64,389,584                                                 15                                 487,575,432                                               121 Europe
LEBANESE REPUBLIC GOVERNMENT SOV                                       64,194,150                                                 22                                 285,360,000                                               127 Europe
TENET HEALTHCARE CORPORATION HEALTHCARE CORP                                       63,582,100                                                 24                                 547,616,000                                               153 Americas
COMCAST CORPORATION CONSUMER SERVICES CORP                                       63,469,192                                                 10                                 412,050,000                                                73 Americas
WELLS FARGO & COMPANY FINANCIALS CORP                                       63,059,019                                                   8                                 207,454,505                                                42 Americas
REPSOL, S.A. ENERGY CORP                                       62,696,967                                                 10                                 210,140,657                                                44 Europe
UNITI GROUP INC. FINANCIALS CORP                                       62,636,321                                                 28                                 399,800,000                                               241 Americas
ARCONIC INC. BASIC MATERIALS CORP                                       62,374,545                                                 20                                 514,177,164                                               188 Americas
REPUBLIC OF PANAMA GOVERNMENT SOV                                       61,925,769                                                 13                                 335,690,000                                                95 Americas
CENTRICA PLC UTILITIES CORP                                       61,637,447                                                 13                                 204,531,165                                               101 Europe
SIMON PROPERTY GROUP, L.P. FINANCIALS CORP                                       60,593,615                                                 11                                 374,600,000                                               101 Americas
BP P.L.C. ENERGY CORP                                       60,572,982                                                 10                                 400,604,152                                                70 Europe
NEWELL BRANDS INC. CONSUMER GOODS CORP                                       60,491,692                                                 11                                 350,250,000                                                84 Americas
CATERPILLAR INC. INDUSTRIALS CORP                                       58,924,936                                                   9                                 341,476,306                                                92 Americas
CAMPBELL SOUP COMPANY CONSUMER GOODS CORP                                       58,277,163                                                 15                                 275,895,226                                                82 Americas
THE GAP, INC. CONSUMER SERVICES CORP                                       58,048,455                                                 15                                 263,793,923                                               116 Americas
JFE HOLDINGS, INC. BASIC MATERIALS CORP                                       57,922,076                                                 11                                 204,336,294                                                63 Japan
THYSSENKRUPP AG BASIC MATERIALS CORP                                       57,782,954                                                 13                                 411,952,643                                                84 Europe
ATLANTIA S.P.A. INDUSTRIALS CORP                                       57,598,785                                                 18                                 669,817,066                                               241 Europe
BEAZER HOMES USA, INC. CONSUMER GOODS CORP                                       56,691,538                                                 23                                 377,680,000                                               176 Americas
THE MCCLATCHY COMPANY CONSUMER SERVICES CORP                                       56,625,846                                                 30                                 674,400,000                                               367 Americas
AMERICAN INTERNATIONAL GROUP, INC. FINANCIALS CORP                                       56,032,962                                                   7                                 273,400,000                                                42 Americas
MOTOROLA SOLUTIONS, INC. TECHNOLOGY CORP                                       55,911,308                                                 12                                 194,050,000                                                58 Americas
NATURGY ENERGY GROUP, S.A. UTILITIES CORP                                       55,529,854                                                   9                                 539,969,836                                                61 Europe
BHP BILLITON LIMITED BASIC MATERIALS CORP                                       55,480,354                                                   7                                 190,886,509                                                38 Australia NZ
MARUBENI CORPORATION ENERGY CORP                                       55,117,140                                                   8                                 201,602,280                                                36 Japan
SIEMENS AKTIENGESELLSCHAFT INDUSTRIALS CORP                                       55,009,493                                                   5                                 109,356,865                                                18 Europe
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT INDUSTRIALS CORP                                       54,948,754                                                   9                                 208,386,460                                                47 Europe
DEVON ENERGY CORPORATION ENERGY CORP                                       54,859,769                                                 14                                 228,625,000                                                83 Americas
TECK RESOURCES LIMITED ENERGY CORP                                       54,739,974                                                 14                                 420,420,000                                               127 Americas
STANDARD CHARTERED PLC FINANCIALS CORP                                       54,369,738                                                 12                                 533,986,691                                               132 Europe
INTERNATIONAL BUSINESS MACHINES CORPORATION TECHNOLOGY CORP                                       54,263,142                                                   9                                 162,475,000                                                48 Americas
AKTIEBOLAGET VOLVO INDUSTRIALS CORP                                       53,984,081                                                   9                                 300,809,159                                                79 Europe
ENBRIDGE INC. ENERGY CORP                                       53,929,577                                                 12                                 252,550,000                                                73 Americas
NAVIENT CORPORATION FINANCIALS CORP                                       53,593,121                                                 12                                 271,150,000                                                78 Americas
BEST BUY CO., INC. CONSUMER SERVICES CORP                                       52,834,000                                                 11                                 147,925,000                                                56 Americas
NEXT PLC CONSUMER SERVICES CORP                                       52,515,990                                                 12                                 201,720,508                                                69 Europe
RIO TINTO LIMITED BASIC MATERIALS CORP                                       52,502,435                                                   9                                 280,659,518                                                50 Australia NZ
VALERO ENERGY CORPORATION ENERGY CORP                                       52,174,577                                                   9                                 311,250,000                                                57 Americas
THE WALT DISNEY COMPANY CONSUMER SERVICES CORP                                       52,102,269                                                   7                                 344,200,000                                                46 Americas
APACHE CORPORATION ENERGY CORP                                       51,950,538                                                 10                                 269,100,000                                                61 Americas
CONOCOPHILLIPS ENERGY CORP                                       51,728,612                                                   9                                 166,888,000                                                45 Americas
HSBC HOLDINGS PLC FINANCIALS CORP                                       51,722,134                                                 13                                 474,041,318                                               167 Europe
ENCANA CORPORATION ENERGY CORP                                       51,134,996                                                 10                                 303,900,000                                                62 Americas
ROYAL DUTCH SHELL PLC ENERGY CORP                                       50,835,841                                                   5                                 229,233,117                                                38 Europe
BOMBARDIER INC. INDUSTRIALS CORP                                       50,828,325                                                 20                                 319,883,056                                               145 Americas
AUTOZONE, INC. CONSUMER SERVICES CORP                                       50,560,923                                                   9                                 252,000,000                                                62 Americas
DEERE & COMPANY INDUSTRIALS CORP                                       50,382,462                                                   8                                 223,800,000                                                53 Americas
UPC HOLDING B.V. CONSUMER SERVICES CORP                                       50,300,456                                                 12                                 232,495,730                                               107 Europe
UBS AG FINANCIALS CORP                                       49,412,560                                                   7                                   74,257,513                                                14 Europe
AVNET, INC. CONSUMER GOODS CORP                                       48,963,885                                                 11                                 172,875,000                                                60 Americas
PRUDENTIAL FINANCIAL, INC. FINANCIALS CORP                                       48,891,035                                                 10                                 221,056,901                                                69 Americas
LAFARGEHOLCIM LTD INDUSTRIALS CORP                                       48,646,505                                                 12                                 373,570,496                                               101 Europe
ADVANCED MICRO DEVICES, INC. TECHNOLOGY CORP                                       48,272,692                                                 18                                 160,060,000                                                83 Americas
CMA CGM INDUSTRIALS CORP                                       47,108,442                                                 19                                 308,597,758                                               126 Europe
HEIDELBERGCEMENT AG INDUSTRIALS CORP                                       47,055,712                                                 14                                 280,908,768                                               112 Europe
KINDER MORGAN, INC. ENERGY CORP                                       46,661,885                                                   9                                 136,925,000                                                49 Americas
LANXESS AKTIENGESELLSCHAFT BASIC MATERIALS CORP                                       46,566,007                                                 17                                 302,747,863                                               155 Europe
SAFEWAY INC. CONSUMER SERVICES CORP                                       46,403,333                                                 13                                 332,810,600                                                87 Americas
SUEDZUCKER AG CONSUMER GOODS CORP                                       46,220,330                                                 13                                 364,975,634                                               106 Europe
HSBC BANK PLC FINANCIALS CORP                                       46,173,966                                                   9                                 236,475,513                                                89 Europe
CHINA DEVELOPMENT BANK GOVERNMENT CORP                                       45,868,269                                                   4                                 221,825,000                                                24 Asia Ex-Japan
WPP 2005 LIMITED CONSUMER SERVICES CORP                                       45,829,271                                                 18                                 148,769,914                                                50 Europe
STATE OF ISRAEL GOVERNMENT SOV                                       45,200,417                                                   4                                 235,302,000                                                38 Europe
ENI S.P.A. ENERGY CORP                                       44,908,831                                                   8                                 257,371,730                                                39 Europe
ZIGGO BOND FINANCE B.V. CONSUMER SERVICES CORP                                       44,591,573                                                 12                                 269,790,901                                                84 Europe
NEWMONT MINING CORPORATION BASIC MATERIALS CORP                                       43,755,423                                                 11                                 279,350,000                                               121 Americas
THE HARTFORD FINANCIAL SERVICES GROUP, INC. FINANCIALS CORP                                       43,585,038                                                 11                                 154,700,000                                                46 Americas
TOLL BROTHERS, INC. CONSUMER GOODS CORP                                       43,337,464                                                 15                                 294,800,000                                               200 Americas
NIPPON PAPER INDUSTRIES CO.,LTD. BASIC MATERIALS CORP                                       43,187,428                                                   7                                   78,657,378                                                22 Japan
PFIZER INC. HEALTHCARE CORP                                       42,951,621                                                   7                                 220,753,226                                                84 Americas
HCA INC. HEALTHCARE CORP                                       42,657,385                                                 15                                 278,932,000                                                91 Americas
CBS CORPORATION CONSUMER SERVICES CORP                                       42,359,962                                                   9                                 215,125,000                                                74 Americas
SWISS REINSURANCE COMPANY LTD FINANCIALS CORP                                       42,263,490                                                   8                                 421,000,711                                                73 Europe
LINCOLN NATIONAL CORPORATION FINANCIALS CORP                                       42,101,308                                                   7                                 197,600,000                                                51 Americas
HP INC. TECHNOLOGY CORP                                       41,948,458                                                   9                                 226,740,000                                                75 Americas
ROYAL CARIBBEAN CRUISES LTD. CONSUMER SERVICES CORP                                       41,833,615                                                   8                                 109,460,000                                                45 Americas
MITSUI O.S.K. LINES, LTD. INDUSTRIALS CORP                                       41,614,391                                                   9                                 257,661,411                                                76 Japan
TYSON FOODS, INC. CONSUMER GOODS CORP                                       41,531,701                                                 10                                 272,203,226                                                60 Americas
CNH INDUSTRIAL N.V. INDUSTRIALS CORP                                       41,045,154                                                 14                                 317,849,152                                               137 Europe
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED FINANCIALS CORP                                       40,940,000                                                   4                                 283,090,000                                                29 Asia Ex-Japan
UNITED RENTALS (NORTH AMERICA), INC. INDUSTRIALS CORP                                       40,900,000                                                 12                                 124,800,000                                                71 Americas
THE PROCTER & GAMBLE COMPANY CONSUMER GOODS CORP                                       40,096,239                                                   4                                 142,903,226                                                33 Americas
INTERNATIONAL PAPER COMPANY BASIC MATERIALS CORP                                       39,859,106                                                   8                                 156,800,000                                                31 Americas
NIPPON STEEL & SUMITOMO METAL CORPORATION BASIC MATERIALS CORP                                       39,781,909                                                   9                                 306,054,105                                                75 Japan
CARDINAL HEALTH, INC. CONSUMER SERVICES CORP                                       39,560,663                                                   9                                 224,503,226                                                74 Americas
WALMART INC. CONSUMER SERVICES CORP                                       39,537,393                                                   6                                 300,003,226                                                43 Americas
CONAGRA BRANDS, INC. CONSUMER GOODS CORP                                       39,516,239                                                 10                                 156,723,226                                                42 Americas
EQUINOR ASA ENERGY CORP                                       38,988,410                                                   7                                 110,619,345                                                44 Europe
NIPPON YUSEN KABUSHIKI KAISHA INDUSTRIALS CORP                                       38,982,919                                                   9                                 302,683,490                                                88 Japan
BRITISH AMERICAN TOBACCO P.L.C. CONSUMER GOODS CORP                                       38,940,367                                                   8                                 229,341,545                                                56 Europe
WHIRLPOOL CORPORATION CONSUMER GOODS CORP                                       38,842,538                                                   7                                 168,550,000                                                43 Americas
KONINKLIJKE KPN N.V. TELECOMMUNICATIONS SERVICES CORP                                       38,820,301                                                 11                                 170,679,133                                                79 Europe
PEARSON PLC CONSUMER SERVICES CORP                                       38,661,110                                                   9                                 145,873,699                                                35 Europe
INTRUM AB FINANCIALS CORP                                       38,143,670                                                 22                                 236,237,379                                               171 Europe
TARGET CORPORATION CONSUMER SERVICES CORP                                       37,971,538                                                   8                                   81,300,000                                                24 Americas
TELEFONAKTIEBOLAGET L M ERICSSON TECHNOLOGY CORP                                       37,970,899                                                 11                                 276,193,297                                                54 Europe
MONDELEZ INTERNATIONAL, INC. CONSUMER GOODS CORP                                       37,606,522                                                   7                                 217,411,735                                                43 Americas
BOPARAN FINANCE PLC CONSUMER GOODS CORP                                       37,252,802                                                 19                                 161,709,188                                                99 Europe
VUE INTERNATIONAL BIDCO PLC CONSUMER SERVICES CORP                                       36,843,704                                                 11                                 153,589,063                                                54 Europe
COMPAGNIE DE SAINT-GOBAIN INDUSTRIALS CORP                                       36,773,513                                                   8                                 249,744,611                                                58 Europe
ENGIE UTILITIES CORP                                       36,576,292                                                 12                                   38,309,730                                                14 Europe
MGM RESORTS INTERNATIONAL CONSUMER SERVICES CORP                                       36,349,673                                                 13                                 190,775,000                                                81 Americas
EASTMAN CHEMICAL COMPANY BASIC MATERIALS CORP                                       36,305,731                                                   8                                 162,150,000                                                33 Americas
CONTINENTAL AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                       36,228,726                                                 10                                 183,306,252                                                45 Europe
LEONARDO SOCIETA' PER AZIONI INDUSTRIALS CORP                                       36,140,701                                                 14                                 276,845,058                                               136 Europe
VALEO CONSUMER GOODS CORP                                       36,020,430                                                 10                                 561,711,188                                               181 Europe
MCKESSON CORPORATION HEALTHCARE CORP                                       35,706,047                                                   9                                 234,428,226                                                68 Americas
TOTAL SA ENERGY CORP                                       35,702,525                                                   4                                   97,283,495                                                20 Europe
NOKIA OYJ TECHNOLOGY CORP                                       35,605,644                                                 11                                 271,159,789                                                72 Europe
YUM! BRANDS, INC. CONSUMER SERVICES CORP                                       35,554,115                                                   6                                 280,290,000                                                54 Americas
ARROW ELECTRONICS, INC. TECHNOLOGY CORP                                       35,227,462                                                   8                                 124,700,000                                                45 Americas
ORANGE TELECOMMUNICATIONS SERVICES CORP                                       35,188,632                                                   6                                 169,432,790                                                31 Europe
M.D.C. HOLDINGS, INC. CONSUMER GOODS CORP                                       35,097,423                                                 11                                 342,886,000                                               106 Americas
GAZPROM PUBLIC JOINT STOCK COMPANY ENERGY CORP                                       34,851,590                                                   6                                 318,407,337                                                40 Europe
PULTEGROUP, INC. CONSUMER GOODS CORP                                       34,823,308                                                 14                                 174,386,000                                               117 Americas
HONEYWELL INTERNATIONAL INC. INDUSTRIALS CORP                                       34,713,491                                                   5                                 137,300,000                                                27 Americas
MARRIOTT INTERNATIONAL, INC. CONSUMER SERVICES CORP                                       34,587,231                                                   8                                 121,100,000                                                25 Americas
EXPEDIA GROUP, INC. CONSUMER SERVICES CORP                                       34,488,049                                                   8                                 229,000,000                                                62 Americas
BOSTON SCIENTIFIC CORPORATION HEALTHCARE CORP                                       34,291,624                                                   6                                 190,703,226                                                49 Americas
QUEST DIAGNOSTICS INCORPORATED HEALTHCARE CORP                                       33,929,124                                                   9                                 176,703,226                                                47 Americas
SKY PLC CONSUMER SERVICES CORP                                       33,865,346                                                   5                                 243,092,648                                                28 Europe
JOHNSON & JOHNSON HEALTHCARE CORP                                       33,812,932                                                   3                                   52,303,226                                                19 Americas
HALLIBURTON COMPANY ENERGY CORP                                       33,785,538                                                   6                                 178,200,000                                                41 Americas
ALLY FINANCIAL INC. FINANCIALS CORP                                       33,261,423                                                   9                                 216,677,000                                                71 Americas
FIRSTENERGY CORP. UTILITIES CORP                                       33,054,316                                                   6                                 138,803,226                                                34 Americas
GENERAL MILLS, INC. CONSUMER GOODS CORP                                       32,926,759                                                   6                                 179,966,740                                                38 Americas
VIVENDI TELECOMMUNICATIONS SERVICES CORP                                       32,872,157                                                   6                                   86,405,854                                                22 Europe
THE AES CORPORATION UTILITIES CORP                                       32,651,731                                                 10                                 188,450,000                                                48 Americas
NRG ENERGY, INC. UTILITIES CORP                                       32,592,657                                                 13                                 170,650,000                                                55 Americas
ALTRIA GROUP, INC. CONSUMER GOODS CORP                                       32,133,970                                                   7                                 154,878,226                                                76 Americas
DOMTAR CORPORATION BASIC MATERIALS CORP                                       32,113,192                                                   8                                 143,200,000                                                44 Americas
THE EXPORT-IMPORT BANK OF KOREA GOVERNMENT STATBODY                                       32,104,808                                                   3                                 235,675,000                                                29 Asia Ex-Japan
DARDEN RESTAURANTS, INC. CONSUMER SERVICES CORP                                       31,966,692                                                   6                                 181,675,000                                                44 Americas
STANDARD CHARTERED BANK FINANCIALS STATBODY                                       31,847,180                                                   6                                 235,452,063                                                38 Europe
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY INDUSTRIALS CORP                                       31,830,084                                                 10                                 212,337,446                                                72 Europe
ANDEAVOR ENERGY CORP                                       31,689,192                                                   7                                   58,255,000                                                16 Americas
ZURICH INSURANCE COMPANY LTD FINANCIALS CORP                                       31,687,399                                                   6                                 194,102,630                                                44 Europe
MCDONALD'S CORPORATION CONSUMER SERVICES CORP                                       31,685,258                                                   4                                 129,500,000                                                14 Americas
BASF SE BASIC MATERIALS CORP                                       31,427,270                                                   5                                 179,894,829                                                39 Europe
ASTALDI SOCIETA PER AZIONI INDUSTRIALS CORP                                       31,159,241                                                 19                                 150,515,271                                               105 Europe
DXC TECHNOLOGY COMPANY TECHNOLOGY CORP                                       31,057,462                                                   7                                 110,050,000                                                37 Americas #REF!
TDC A/S TELECOMMUNICATIONS SERVICES CORP                                       30,832,104                                                 15                                 158,413,213                                               119 Europe
IRELAND GOVERNMENT SOV                                       30,784,743                                                   1                                 135,703,320                                                  8 Europe
BAE SYSTEMS PLC INDUSTRIALS CORP                                       30,515,236                                                   6                                 116,705,367                                                26 Europe
AMGEN INC. HEALTHCARE CORP                                       30,511,355                                                   6                                 243,503,226                                                63 Americas
21ST CENTURY FOX AMERICA, INC. CONSUMER SERVICES CORP                                       30,337,269                                                   5                                 133,740,000                                                34 Americas
WEYERHAEUSER COMPANY BASIC MATERIALS CORP                                       30,153,615                                                   6                                   95,700,000                                                21 Americas
UNITED STATES OF AMERICA GOVERNMENT SOV                                       29,982,498                                                   1                                   65,590,901                                                16 Americas
CALPINE CORPORATION UTILITIES CORP                                       29,958,650                                                   8                                 275,094,000                                                79 Americas
DANONE CONSUMER GOODS CORP                                       29,633,223                                                   5                                 216,891,115                                                46 Europe
GKN HOLDINGS PLC CONSUMER GOODS CORP                                       29,567,889                                                   6                                 125,166,685                                                27 Europe
GARFUNKELUX HOLDCO 2 S.A. FINANCIALS CORP                                       29,518,064                                                 12                                 117,342,887                                                54 Europe
WIND TRE S.P.A. TELECOMMUNICATIONS SERVICES CORP                                       29,513,099                                                 17                                 404,333,123                                               271 Europe
UNITEDHEALTH GROUP INCORPORATED HEALTHCARE CORP                                       29,512,009                                                   7                                 168,303,226                                                84 Americas
PRUDENTIAL PUBLIC LIMITED COMPANY FINANCIALS CORP                                       29,024,511                                                   7                                 181,113,775                                                39 Europe
MATTERHORN TELECOM HOLDING S.A. TELECOMMUNICATIONS SERVICES CORP                                       28,990,212                                                 11                                 129,216,298                                                46 Europe
FORD MOTOR CREDIT COMPANY LLC FINANCIALS CORP                                       28,624,269                                                   8                                 170,900,000                                                65 Americas
INNOGY SE UTILITIES CORP                                       28,562,181                                                   5                                 180,694,225                                                25 Europe
RADIAN GROUP INC. FINANCIALS CORP                                       28,213,423                                                   6                                 110,100,000                                                51 Americas
DIAMOND OFFSHORE DRILLING, INC. ENERGY CORP                                       28,194,402                                                   9                                 240,795,932                                                76 Americas
BRISTOL-MYERS SQUIBB COMPANY HEALTHCARE CORP                                       27,822,217                                                   5                                 169,703,226                                                34 Americas
OMNICOM GROUP INC. CONSUMER SERVICES CORP                                       27,706,692                                                   6                                 151,300,000                                                42 Americas
AKZO NOBEL N.V. BASIC MATERIALS CORP                                       27,706,686                                                   5                                 280,682,620                                                40 Europe
INTERNATIONAL LEASE FINANCE CORPORATION INDUSTRIALS CORP                                       27,644,000                                                   7                                 164,350,000                                                49 Americas
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN FINANCIALS CORP                                       27,595,061                                                   6                                 224,402,144                                                59 Europe
ASSURED GUARANTY MUNICIPAL CORP. FINANCIALS CORP                                       27,326,776                                                   7                                 127,392,170                                                75 Americas
RYDER SYSTEM, INC. INDUSTRIALS CORP                                       27,283,077                                                   6                                   60,900,000                                                28 Americas
INEOS GROUP HOLDINGS S.A. BASIC MATERIALS CORP                                       26,849,155                                                   8                                 223,537,406                                                70 Europe
AETNA INC. HEALTHCARE CORP                                       26,843,163                                                   4                                 167,703,226                                                32 Americas
KINGDOM OF BELGIUM GOVERNMENT SOV                                       26,808,125                                                   2                                 240,000,000                                                25 Europe
IMPERIAL BRANDS PLC CONSUMER GOODS CORP                                       26,786,672                                                   9                                 174,657,540                                                78 Europe
KERING CONSUMER SERVICES CORP                                       26,645,627                                                   5                                 157,766,432                                                35 Europe
LOCKHEED MARTIN CORPORATION INDUSTRIALS CORP                                       26,561,692                                                   5                                 170,725,000                                                36 Americas
AIR FRANCE - KLM INDUSTRIALS CORP                                       26,087,306                                                 10                                 165,309,374                                                58 Europe
LADBROKES CORAL GROUP PLC CONSUMER SERVICES CORP                                       26,029,012