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Index Roll Report Top 1000 from 03-03-2023 through 08-25-2023

Index Roll Report: Average Weekly Data by Reference Entity

Special Report: 6 Month Analysis Top 1,000 Single Names for week ending March 3rd, 2023 through August 25th, 2023

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
REPUBLIC OF ITALY GOVERNMENT SOV                                        3,307,054,703                                                     115                                  32,605,791,800                                                     881  Europe 
REPUBLIC OF SOUTH AFRICA GOVERNMENT SOV                                        1,801,232,590                                                     260                                    8,052,236,002                                                  1,333  Europe 
REPUBLIC OF TURKEY GOVERNMENT SOV                                        1,754,818,561                                                     309                                    7,181,700,975                                                  1,323  Europe 
UNITED MEXICAN STATES GOVERNMENT SOV                                        1,546,458,951                                                     227                                    8,838,427,000                                                  1,064  Americas 
FEDERATIVE REPUBLIC OF BRAZIL GOVERNMENT SOV                                        1,523,052,494                                                     194                                    9,905,973,567                                                  1,174  Americas 
PEOPLE'S REPUBLIC OF CHINA GOVERNMENT SOV                                        1,476,417,745                                                     114                                    9,424,942,000                                                  1,021  Asia Ex-Japan 
REPUBLIC OF INDONESIA GOVERNMENT SOV                                        1,117,676,723                                                     154                                    5,785,430,000                                                     741  Asia Ex-Japan 
REPUBLIC OF CHILE GOVERNMENT SOV                                           979,599,862                                                       95                                    5,709,808,500                                                     555  Americas 
REPUBLIC OF KOREA GOVERNMENT SOV                                           968,194,692                                                       73                                    2,954,020,000                                                     328  Asia Ex-Japan 
REPUBLIC OF COLOMBIA GOVERNMENT SOV                                           945,734,643                                                     152                                    5,002,092,132                                                     910  Americas 
VOLKSWAGEN AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                           813,237,963                                                       91                                    8,010,551,886                                                     893  Europe 
UBS GROUP AG FINANCIALS CORP                                           758,839,632                                                     157                                    5,183,059,258                                                     763  Europe 
KINGDOM OF SPAIN GOVERNMENT SOV                                           623,794,681                                                       35                                    3,258,942,534                                                     183  Europe 
AT&T INC. TELECOMMUNICATIONS SERVICES CORP                                           565,094,246                                                     102                                    3,357,765,000                                                     781  Americas 
KINGDOM OF SAUDI ARABIA GOVERNMENT SOV                                           525,430,705                                                       36                                    1,359,511,200                                                     156  Europe 
BANK OF AMERICA CORPORATION FINANCIALS CORP                                           480,371,590                                                       54                                    1,553,210,000                                                     316  Americas 
MERCEDES-BENZ GROUP AG CONSUMER GOODS CORP                                           472,844,366                                                       49                                    3,957,638,757                                                     314  Europe 
AIRBUS SE INDUSTRIALS CORP                                           467,328,959                                                       48                                    2,905,292,182                                                     261  Europe 
DEUTSCHE BANK AKTIENGESELLSCHAFT FINANCIALS CORP                                           460,736,597                                                       75                                    4,099,374,458                                                     440  Europe 
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                           458,041,609                                                       54                                    3,573,309,831                                                     346  Europe 
INTESA SANPAOLO SPA FINANCIALS CORP                                           457,301,909                                                       70                                    2,917,401,593                                                     488  Europe 
STELLANTIS N.V. CONSUMER GOODS CORP                                           447,056,572                                                       80                                    3,363,313,043                                                     526  Europe 
REPUBLIC OF PERU GOVERNMENT SOV                                           442,969,462                                                     118                                    2,063,026,000                                                     269  Americas 
BP P.L.C. ENERGY CORP                                           438,310,357                                                       47                                    3,346,161,627                                                     398  Europe 
REPUBLIC OF THE PHILIPPINES GOVERNMENT SOV                                           429,486,692                                                       73                                    2,139,955,000                                                     287  Asia Ex-Japan 
LLOYDS BANKING GROUP PLC FINANCIALS CORP                                           391,638,881                                                       48                                    3,869,449,249                                                     386  Europe 
ROLLS-ROYCE PLC INDUSTRIALS CORP                                           391,398,536                                                       72                                    2,583,616,713                                                     458  Europe 
AXA FINANCIALS CORP                                           382,171,649                                                       37                                    2,181,201,322                                                     205  Europe 
MALAYSIA GOVERNMENT SOV                                           379,234,748                                                       49                                    1,687,915,000                                                     156  Asia Ex-Japan 
VERIZON COMMUNICATIONS INC. TELECOMMUNICATIONS SERVICES CORP                                           367,238,854                                                       82                                    1,473,489,000                                                     287  Americas 
JAGUAR LAND ROVER AUTOMOTIVE PLC CONSUMER GOODS CORP                                           353,239,540                                                       86                                    2,826,537,879                                                     794  Europe 
ANHEUSER-BUSCH INBEV CONSUMER GOODS CORP                                           345,845,186                                                       32                                    1,783,741,438                                                     176  Europe 
STANDARD CHARTERED PLC FINANCIALS CORP                                           336,095,829                                                       47                                    3,330,558,324                                                     391  Europe 
BANCO SANTANDER, S.A. FINANCIALS CORP                                           332,671,477                                                       47                                    1,996,266,127                                                     304  Europe 
SOCIETE GENERALE FINANCIALS CORP                                           329,642,257                                                       50                                    2,214,304,386                                                     365  Europe 
FRENCH REPUBLIC GOVERNMENT SOV                                           321,746,200                                                       10                                    1,320,450,000                                                      54  Europe 
UNITED STATES OF AMERICA GOVERNMENT SOV                                           319,571,695                                                       30                                       405,256,900                                                      19  Europe 
ASTRAZENECA PLC HEALTHCARE CORP                                           313,410,586                                                       25                                    1,860,587,487                                                     165  Europe 
SIEMENS AKTIENGESELLSCHAFT HEALTHCARE CORP                                           310,752,515                                                       28                                    1,841,562,065                                                     200  Europe 
HSBC HOLDINGS PLC FINANCIALS CORP                                           304,884,781                                                       48                                    3,846,649,694                                                     457  Europe 
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI FINANCIALS CORP                                           303,080,347                                                       45                                    2,277,977,048                                                     319  Europe 
UNIBAIL-RODAMCO-WESTFIELD SE FINANCIALS CORP                                           302,371,044                                                       47                                    1,544,617,349                                                     295  Europe 
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI FINANCIALS CORP                                           302,317,218                                                       43                                    2,523,912,477                                                     311  Europe 
TELEFONICA, S.A. TELECOMMUNICATIONS SERVICES CORP                                           288,477,417                                                       43                                    3,135,363,783                                                     387  Europe 
TESCO PLC CONSUMER SERVICES CORP                                           287,953,404                                                       49                                    1,839,830,551                                                     447  Europe 
HEIDELBERG MATERIALS AG INDUSTRIALS CORP                                           287,365,049                                                       47                                       893,471,410                                                     246  Europe 
RENAULT CONSUMER GOODS CORP                                           285,357,285                                                       53                                    2,070,587,761                                                     347  Europe 
UNICREDIT, SOCIETA PER AZIONI FINANCIALS CORP                                           276,341,511                                                       49                                    2,584,897,100                                                     392  Europe 
COMMERZBANK AKTIENGESELLSCHAFT FINANCIALS CORP                                           275,174,337                                                       49                                    2,741,846,888                                                     401  Europe 
GLENCORE INTERNATIONAL AG BASIC MATERIALS CORP                                           271,879,738                                                       54                                    2,825,475,734                                                     435  Europe 
TOTALENERGIES SE ENERGY CORP                                           267,220,269                                                       25                                       950,033,816                                                     127  Europe 
ELECTRICITE DE FRANCE UTILITIES CORP                                           265,976,476                                                       31                                    3,351,193,745                                                     355  Europe 
ALTICE FRANCE CONSUMER SERVICES CORP                                           264,776,139                                                       69                                    2,667,040,081                                                     839  Europe 
SHELL PLC ENERGY CORP                                           263,546,827                                                       28                                    1,685,088,289                                                     178  Europe 
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES CORP                                           261,166,530                                                       52                                    3,161,994,115                                                     682  Europe 
TELECOM ITALIA SPA TELECOMMUNICATIONS SERVICES CORP                                           259,889,985                                                       50                                    3,510,686,984                                                     644  Europe 
BARCLAYS PLC FINANCIALS CORP                                           255,387,433                                                       42                                    2,422,428,193                                                     337  Europe 
SANOFI HEALTHCARE CORP                                           253,919,759                                                       24                                    1,212,984,033                                                     112  Europe 
EQUINOR ASA ENERGY CORP                                           251,850,938                                                       22                                    1,511,119,576                                                     113  Europe 
FORD MOTOR COMPANY CONSUMER GOODS CORP                                           250,230,992                                                       68                                    1,518,549,891                                                     481  Americas 
DEUTSCHE TELEKOM AG TELECOMMUNICATIONS SERVICES CORP                                           250,006,612                                                       20                                    4,125,291,560                                                     286  Europe 
BNP PARIBAS FINANCIALS CORP                                           248,110,829                                                       39                                    1,551,498,089                                                     265  Europe 
MARKS AND SPENCER P.L.C. CONSUMER SERVICES CORP                                           244,954,217                                                       51                                    2,121,093,766                                                     436  Europe 
HOLCIM AG INDUSTRIALS CORP                                           244,613,413                                                       39                                    1,160,168,121                                                     267  Europe 
BRITISH AMERICAN TOBACCO P.L.C. CONSUMER GOODS CORP                                           239,658,892                                                       37                                    1,648,802,855                                                     202  Europe 
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT INDUSTRIALS CORP                                           237,586,659                                                       46                                    1,505,292,715                                                     289  Europe 
CASINO GUICHARD-PERRACHON CONSUMER SERVICES CORP                                           236,086,742                                                       70                                    1,007,004,398                                                     329  Europe 
CREDIT AGRICOLE SA FINANCIALS CORP                                           231,000,044                                                       41                                    1,491,048,892                                                     270  Europe 
VODAFONE GROUP PUBLIC LIMITED COMPANY TELECOMMUNICATIONS SERVICES CORP                                           230,675,419                                                       28                                    2,624,034,055                                                     273  Europe 
ANGLO AMERICAN PLC BASIC MATERIALS CORP                                           228,439,716                                                       45                                    2,797,226,539                                                     475  Europe 
CONTINENTAL AKTIENGESELLSCHAFT CONSUMER GOODS CORP                                           223,408,547                                                       40                                    1,523,422,019                                                     345  Europe 
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA FINANCIALS CORP                                           222,346,780                                                       42                                    1,231,062,390                                                     229  Europe 
GENERAL MOTORS COMPANY CONSUMER GOODS CORP                                           220,071,374                                                       89                                    1,081,921,512                                                     520  Americas 
NATWEST GROUP PLC FINANCIALS CORP                                           212,419,096                                                       34                                    1,568,674,647                                                     220  Europe 
VIVENDI SE CONSUMER SERVICES CORP                                           209,231,465                                                       33                                       896,217,802                                                     144  Europe 
AEGON N.V. FINANCIALS CORP                                           207,838,965                                                       32                                    1,094,511,330                                                     165  Europe 
LVMH MOET HENNESSY LOUIS VUITTON CONSUMER GOODS CORP                                           206,857,259                                                       21                                    1,557,839,439                                                     159  Europe 
THE GOLDMAN SACHS GROUP, INC. FINANCIALS CORP                                           205,695,808                                                       24                                    1,296,044,000                                                     142  Americas 
SWISS REINSURANCE COMPANY LTD FINANCIALS CORP                                           203,908,193                                                       24                                    1,201,230,776                                                     166  Europe 
AVIVA PLC FINANCIALS CORP                                           197,487,366                                                       33                                    1,196,276,297                                                     202  Europe 
BAYER AKTIENGESELLSCHAFT HEALTHCARE CORP                                           197,119,577                                                       30                                    1,780,808,002                                                     200  Europe 
DANONE CONSUMER GOODS CORP                                           194,502,539                                                       25                                    1,113,440,626                                                     143  Europe 
ENEL S.P.A. UTILITIES CORP                                           192,787,213                                                       36                                    1,852,119,306                                                     327  Europe 
IMPERIAL BRANDS PLC CONSUMER GOODS CORP                                           192,079,250                                                       29                                    1,374,937,994                                                     161  Europe 
CARREFOUR CONSUMER SERVICES CORP                                           187,733,783                                                       30                                    1,150,680,192                                                     200  Europe 
ENI S.P.A. ENERGY CORP                                           185,604,234                                                       28                                    1,444,510,501                                                     195  Europe 
REPSOL, S.A. ENERGY CORP                                           185,411,541                                                       28                                    1,553,877,512                                                     240  Europe 
NEXT PLC CONSUMER SERVICES CORP                                           183,208,357                                                       37                                       902,198,897                                                     204  Europe 
ARCELORMITTAL BASIC MATERIALS CORP                                           180,499,471                                                       43                                    1,598,039,313                                                     394  Europe 
PRUDENTIAL FINANCIAL, INC. FINANCIALS CORP                                           177,883,356                                                       33                                       488,176,860                                                     123  Americas 
VIRGIN MEDIA FINANCE PLC TELECOMMUNICATIONS SERVICES CORP                                           176,795,390                                                       36                                    2,611,878,585                                                     489  Europe 
BASF SE BASIC MATERIALS CORP                                           176,127,557                                                       27                                    1,775,678,190                                                     303  Europe 
KINGDOM OF BELGIUM GOVERNMENT SOV                                           176,059,332                                                       13                                    1,588,050,000                                                      66  Europe 
VALEO CONSUMER GOODS CORP                                           173,050,922                                                       40                                    1,006,534,127                                                     217  Europe 
LANXESS AKTIENGESELLSCHAFT BASIC MATERIALS CORP                                           171,515,283                                                       33                                    1,788,306,715                                                     271  Europe 
METLIFE, INC. FINANCIALS CORP                                           171,107,792                                                       39                                       417,421,000                                                     100  Americas 
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN FINANCIALS CORP                                           170,862,540                                                       24                                    1,662,798,330                                                     188  Europe 
ROYAL CARIBBEAN CRUISES LTD. CONSUMER SERVICES CORP                                           169,879,038                                                       46                                       597,682,000                                                     206  Americas 
PUBLICIS GROUPE SA CONSUMER SERVICES CORP                                           169,612,889                                                       27                                    1,127,462,490                                                     174  Europe 
AMGEN INC. HEALTHCARE CORP                                           169,271,085                                                       22                                       501,940,000                                                      97  Americas 
NESTLE S.A. CONSUMER GOODS CORP                                           169,143,323                                                       20                                    1,515,247,834                                                     132  Europe 
PETROLEOS MEXICANOS ENERGY STATBODY                                           165,752,315                                                       36                                    1,602,113,000                                                     409  Americas 
GENERAL ELECTRIC COMPANY INDUSTRIALS CORP                                           160,835,938                                                       28                                    1,388,175,000                                                     143  Americas 
JAPAN GOVERNMENT SOV                                           159,772,896                                                       10                                       607,656,000                                                      54  Japan 
ALLIANZ SE FINANCIALS CORP                                           159,635,651                                                       26                                       978,624,697                                                     148  Europe 
CITIGROUP INC. FINANCIALS CORP                                           158,732,722                                                       19                                       923,600,000                                                     123  Americas 
CARNIVAL CORPORATION CONSUMER SERVICES CORP                                           158,379,922                                                       51                                       939,500,000                                                     311  Americas 
PEARSON PLC CONSUMER SERVICES CORP                                           158,091,385                                                       29                                    1,049,737,932                                                     202  Europe 
ZURICH INSURANCE COMPANY LTD FINANCIALS CORP                                           157,551,971                                                       27                                    1,046,805,408                                                     202  Europe 
THE BOEING COMPANY INDUSTRIALS CORP                                           156,825,987                                                       29                                       619,600,000                                                     126  Americas 
ALSTOM INDUSTRIALS CORP                                           153,505,922                                                       29                                       616,873,619                                                     117  Europe 
UNITEDHEALTH GROUP INCORPORATED HEALTHCARE CORP                                           153,193,208                                                       20                                       441,670,000                                                      84  Americas 
CNH INDUSTRIAL N.V. INDUSTRIALS CORP                                           152,143,150                                                       33                                       733,781,761                                                     222  Europe 
ING GROEP N.V. FINANCIALS CORP                                           151,645,323                                                       26                                    1,343,750,262                                                     183  Europe 
BANK OF CHINA LIMITED FINANCIALS CORP                                           148,978,061                                                       18                                       891,420,000                                                     164  Asia Ex-Japan 
SUEDZUCKER AG CONSUMER GOODS CORP                                           146,383,040                                                       26                                    1,121,403,866                                                     160  Europe 
THYSSENKRUPP AG BASIC MATERIALS CORP                                           145,576,528                                                       39                                    2,010,952,502                                                     403  Europe 
MORGAN STANLEY FINANCIALS CORP                                           145,376,593                                                       25                                       669,892,000                                                     121  Americas 
GSK PLC HEALTHCARE CORP                                           144,920,148                                                       17                                    1,016,535,375                                                      89  Europe 
BAE SYSTEMS PLC INDUSTRIALS CORP                                           143,388,573                                                       21                                       578,788,881                                                      87  Europe 
COMPAGNIE DE SAINT-GOBAIN INDUSTRIALS CORP                                           142,931,813                                                       23                                       468,935,584                                                     105  Europe 
ITV PLC CONSUMER SERVICES CORP                                           140,932,946                                                       32                                       838,694,853                                                     176  Europe 
ELO CONSUMER SERVICES CORP                                           140,831,419                                                       26                                       933,675,974                                                     155  Europe 
COMCAST CORPORATION CONSUMER SERVICES CORP                                           140,597,892                                                       21                                       544,633,000                                                      90  Americas 
VEOLIA ENVIRONNEMENT UTILITIES CORP                                           140,198,072                                                       23                                    1,550,118,724                                                     283  Europe 
HEINEKEN N.V. CONSUMER GOODS CORP                                           139,422,224                                                       20                                       528,331,984                                                      97  Europe 
AMERICAN AIRLINES GROUP INC. INDUSTRIALS CORP                                           137,704,620                                                       41                                       453,350,000                                                     183  Americas 
NATURGY ENERGY GROUP, S.A. UTILITIES CORP                                           136,500,393                                                       15                                    1,528,390,015                                                     118  Europe 
WPP 2005 LIMITED CONSUMER SERVICES CORP                                           135,117,585                                                       25                                       758,803,895                                                     159  Europe 
DANSKE BANK A/S FINANCIALS CORP                                           134,853,107                                                       26                                    1,249,865,143                                                     206  Europe 
SES TELECOMMUNICATIONS SERVICES CORP                                           133,683,104                                                       26                                    1,148,113,475                                                     214  Europe 
UBS AG FINANCIALS CORP                                           133,510,831                                                       20                                    1,441,791,064                                                     222  Europe 
NEXTERA ENERGY CAPITAL HOLDINGS, INC. UTILITIES CORP                                           133,510,131                                                       20                                       845,800,000                                                     155  Americas 
NATIONAL GRID PLC UTILITIES CORP                                           131,580,904                                                       19                                    1,385,197,090                                                     209  Europe 
WALMART INC. CONSUMER SERVICES CORP                                           130,100,508                                                       14                                       460,600,000                                                      64  Americas 
AKTIEBOLAGET VOLVO INDUSTRIALS CORP                                           128,979,514                                                       29                                       734,824,611                                                     138  Europe 
WENDEL FINANCIALS CORP                                           128,496,366                                                       27                                       958,339,687                                                     173  Europe 
LUMEN TECHNOLOGIES, INC. TELECOMMUNICATIONS SERVICES CORP                                           128,361,154                                                       43                                    1,180,170,000                                                     401  Americas 
PFIZER INC. HEALTHCARE CORP                                           128,360,054                                                       16                                       352,515,000                                                      86  Americas 
PRUDENTIAL PUBLIC LIMITED COMPANY FINANCIALS CORP                                           127,999,435                                                       25                                       845,913,909                                                     149  Europe 
DEVON ENERGY CORPORATION ENERGY CORP                                           127,962,902                                                       28                                       802,909,000                                                     235  Americas 
ARAB REPUBLIC OF EGYPT GOVERNMENT SOV                                           127,734,692                                                       44                                       461,375,000                                                     177  Europe 
PORTUGUESE REPUBLIC GOVERNMENT SOV                                           127,167,763                                                       15                                       528,500,000                                                      48  Europe 
PARAMOUNT GLOBAL CONSUMER SERVICES CORP                                           126,983,585                                                       37                                       705,040,000                                                     233  Americas 
DIAGEO PLC CONSUMER GOODS CORP                                           126,897,830                                                       18                                       873,179,823                                                     107  Europe 
DISH DBS CORPORATION CONSUMER SERVICES CORP                                           126,808,615                                                       58                                       708,500,000                                                     211  Americas 
E.ON SE UTILITIES CORP                                           126,214,127                                                       21                                    1,329,363,597                                                     211  Europe 
ENGIE UTILITIES CORP                                           125,197,567                                                       18                                    1,104,469,458                                                     167  Europe 
TUI AG CONSUMER SERVICES CORP                                           125,039,958                                                       39                                    1,194,139,132                                                     347  Europe 
FEDERAL REPUBLIC OF GERMANY GOVERNMENT SOV                                           124,813,692                                                         4                                       555,700,000                                                      23  Europe 
VINCI INDUSTRIALS CORP                                           123,303,223                                                       20                                       841,196,200                                                     106  Europe 
THE SHERWIN-WILLIAMS COMPANY BASIC MATERIALS CORP                                           123,139,931                                                       25                                       250,285,000                                                      85  Americas 
ALLY FINANCIAL INC. FINANCIALS CORP                                           121,492,623                                                       46                                       288,620,000                                                     130  Americas 
THE GOODYEAR TIRE & RUBBER COMPANY CONSUMER GOODS CORP                                           120,816,346                                                       43                                       659,340,000                                                     254  Americas 
SOLVAY BASIC MATERIALS CORP                                           120,057,400                                                       19                                    1,336,988,347                                                     179  Europe 
AKZO NOBEL N.V. BASIC MATERIALS CORP                                           119,307,093                                                       25                                    1,602,239,121                                                     302  Europe 
REPUBLIC OF PANAMA GOVERNMENT SOV                                           118,859,042                                                       33                                       420,080,000                                                      90  Americas 
THE GAP, INC. CONSUMER SERVICES CORP                                           118,272,115                                                       34                                       548,675,000                                                     199  Americas 
COOEPERATIEVE RABOBANK U.A. FINANCIALS CORP                                           117,975,278                                                       21                                    1,077,159,466                                                     168  Europe 
COMPASS GROUP PLC CONSUMER SERVICES CORP                                           117,807,026                                                       18                                       491,648,526                                                      84  Europe 
BOUYGUES INDUSTRIALS CORP                                           117,415,780                                                       23                                       268,600,905                                                      72  Europe 
FORD MOTOR CREDIT COMPANY LLC FINANCIALS CORP                                           116,876,443                                                       30                                       628,750,000                                                     222  Americas 
CENTRICA PLC UTILITIES CORP                                           115,762,922                                                       21                                    1,395,715,176                                                     242  Europe 
NORDSTROM, INC. CONSUMER SERVICES CORP                                           115,739,108                                                       35                                    1,071,995,000                                                     361  Americas 
REPUBLIC OF AUSTRIA GOVERNMENT SOV                                           115,562,915                                                       10                                       489,800,000                                                      38  Europe 
LOWE'S COMPANIES, INC. CONSUMER SERVICES CORP                                           115,416,285                                                       21                                       149,795,000                                                      34  Americas 
AIR FRANCE - KLM INDUSTRIALS CORP                                           115,133,368                                                       32                                    1,042,582,783                                                     266  Europe 
HANNOVER RUECK SE FINANCIALS CORP                                           114,856,873                                                       21                                       689,476,461                                                     124  Europe 
WELLS FARGO & COMPANY FINANCIALS CORP                                           114,377,885                                                       15                                       356,590,000                                                      59  Americas 
UNITED STATES STEEL CORPORATION BASIC MATERIALS CORP                                           114,007,962                                                       32                                       733,735,000                                                     268  Americas 
UNITED AIRLINES HOLDINGS, INC. INDUSTRIALS CORP                                           113,655,943                                                       37                                       543,030,000                                                     212  Americas 
BARCLAYS BANK PLC FINANCIALS CORP                                           113,586,696                                                       13                                       674,228,444                                                      81  Europe 
KB HOME CONSUMER GOODS CORP                                           112,526,538                                                       30                                       468,150,000                                                     195  Americas 
JPMORGAN CHASE & CO. FINANCIALS CORP                                           112,399,918                                                       14                                       483,780,000                                                      58  Americas 
HESS CORPORATION ENERGY CORP                                           111,229,815                                                       20                                       456,410,000                                                     105  Americas 
STATE OF QATAR GOVERNMENT SOV                                           110,500,959                                                       11                                       367,100,000                                                      40  Europe 
MACY'S, INC. CONSUMER SERVICES CORP                                           109,659,462                                                       35                                       682,765,000                                                     262  Americas 
FREEPORT-MCMORAN INC. BASIC MATERIALS CORP                                           109,517,092                                                       29                                       548,146,000                                                     208  Americas 
CVS HEALTH CORPORATION CONSUMER SERVICES CORP                                           108,866,708                                                       23                                       292,430,000                                                     111  Americas 
KONINKLIJKE AHOLD DELHAIZE N.V. CONSUMER SERVICES CORP                                           108,405,947                                                       20                                       613,397,421                                                     107  Europe 
KERING CONSUMER SERVICES CORP                                           108,007,584                                                       19                                       557,951,017                                                     105  Europe 
PERNOD RICARD CONSUMER GOODS CORP                                           106,423,612                                                       20                                       481,686,195                                                     138  Europe 
TOLL BROTHERS, INC. CONSUMER GOODS CORP                                           105,051,271                                                       25                                       293,230,000                                                     112  Americas 
BRISTOL-MYERS SQUIBB COMPANY HEALTHCARE CORP                                           104,511,315                                                       13                                       203,340,000                                                      56  Americas 
ORANGE TELECOMMUNICATIONS SERVICES CORP                                           102,758,823                                                       16                                    1,239,662,641                                                     157  Europe 
BERTELSMANN SE & CO. KGAA CONSUMER SERVICES CORP                                           102,501,971                                                       18                                       786,732,207                                                     112  Europe 
LEONARDO SOCIETA' PER AZIONI INDUSTRIALS CORP                                           101,537,006                                                       31                                       610,196,293                                                     250  Europe 
CARLSBERG BREWERIES A/S CONSUMER GOODS CORP                                           101,432,981                                                       18                                       560,401,630                                                     112  Europe 
LENNAR CORPORATION CONSUMER GOODS CORP                                           101,432,631                                                       23                                       251,472,000                                                     105  Americas 
SODEXO CONSUMER SERVICES CORP                                           100,893,198                                                       16                                       401,647,356                                                      87  Europe 
KONINKLIJKE KPN N.V. TELECOMMUNICATIONS SERVICES CORP                                           100,352,037                                                       22                                    1,032,324,525                                                     252  Europe 
AKTIEBOLAGET ELECTROLUX CONSUMER GOODS CORP                                           100,026,638                                                       22                                       318,072,351                                                     101  Europe 
T-MOBILE USA, INC. TELECOMMUNICATIONS SERVICES CORP                                             99,853,503                                                       24                                       666,290,000                                                     110  Americas 
IBERDROLA, S.A. UTILITIES CORP                                             99,133,171                                                       15                                    1,051,963,065                                                     144  Europe 
THE PROCTER & GAMBLE COMPANY CONSUMER GOODS CORP                                             98,254,277                                                       15                                       306,400,000                                                      67  Americas 
LINCOLN NATIONAL CORPORATION FINANCIALS CORP                                             98,027,015                                                       36                                       597,540,000                                                     284  Americas 
KOHL'S CORPORATION CONSUMER SERVICES CORP                                             97,907,000                                                       35                                       513,755,000                                                     228  Americas 
HENKEL AG & CO. KGAA CONSUMER GOODS CORP                                             97,343,589                                                       16                                       381,934,172                                                      75  Europe 
UNILEVER PLC CONSUMER GOODS CORP                                             96,325,455                                                       13                                       987,589,384                                                     108  Europe 
BAXTER INTERNATIONAL INC. HEALTHCARE CORP                                             96,254,131                                                       23                                       455,389,000                                                     197  Americas 
ACCOR CONSUMER SERVICES CORP                                             96,234,384                                                       25                                       375,013,523                                                     134  Europe 
EDP - ENERGIAS DE PORTUGAL, S.A. UTILITIES CORP                                             96,166,972                                                       11                                    1,282,953,749                                                     134  Europe 
TECK RESOURCES LIMITED ENERGY CORP                                             95,523,219                                                       23                                       334,122,000                                                      87  Americas 
POSTNL N.V. INDUSTRIALS CORP                                             94,838,175                                                       23                                       655,012,462                                                     179  Europe 
HCA INC. HEALTHCARE CORP                                             94,415,777                                                       21                                       358,235,000                                                      82  Americas 
APACHE CORPORATION ENERGY CORP                                             93,959,962                                                       22                                       709,169,000                                                     179  Americas 
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND GOVERNMENT SOV                                             93,927,350                                                         5                                       941,350,000                                                      35  Europe 
STORA ENSO OYJ BASIC MATERIALS CORP                                             91,017,265                                                       23                                       802,378,847                                                     223  Europe 
OCCIDENTAL PETROLEUM CORPORATION ENERGY CORP                                             90,023,962                                                       23                                       393,033,000                                                     116  Americas 
SOFTBANK GROUP CORP. TELECOMMUNICATIONS SERVICES CORP                                             89,443,651                                                       26                                       408,021,590                                                     132  Japan 
HELLENIC REPUBLIC GOVERNMENT SOV                                             88,488,777                                                       11                                       431,437,789                                                      93  Europe 
THE DOW CHEMICAL COMPANY BASIC MATERIALS CORP                                             87,812,046                                                       16                                       333,865,000                                                      78  Americas 
COMMONWEALTH OF AUSTRALIA GOVERNMENT SOV                                             87,397,615                                                         6                                       195,049,000                                                      25  Australia NZ 
WHIRLPOOL CORPORATION CONSUMER GOODS CORP                                             86,668,015                                                       17                                       295,450,000                                                      78  Americas 
SEMPRA UTILITIES CORP                                             86,490,900                                                       14                                       195,028,000                                                      47  Americas 
THE WALT DISNEY COMPANY CONSUMER SERVICES CORP                                             86,098,323                                                       14                                       192,055,000                                                      56  Americas 
DOMINION ENERGY, INC. UTILITIES CORP                                             85,829,535                                                       16                                       349,620,000                                                      85  Americas 
EXPEDIA GROUP, INC. CONSUMER SERVICES CORP                                             85,787,362                                                       17                                       261,856,000                                                      73  Americas 
KONINKLIJKE PHILIPS N.V. CONSUMER GOODS CORP                                             84,836,798                                                       20                                       395,163,586                                                     104  Europe 
PETROLEO BRASILEIRO S/A PETROBRAS ENERGY CORP                                             84,231,065                                                       14                                       277,615,700                                                      98  Americas 
NEWELL BRANDS INC. CONSUMER GOODS CORP                                             83,713,038                                                       33                                       329,850,000                                                     166  Americas 
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY INDUSTRIALS CORP                                             83,618,511                                                       27                                       575,370,888                                                     190  Europe 
TELEFONAKTIEBOLAGET L M ERICSSON TECHNOLOGY CORP                                             83,379,159                                                       17                                    1,025,907,350                                                     224  Europe 
TENET HEALTHCARE CORPORATION HEALTHCARE CORP                                             83,292,846                                                       29                                       294,500,000                                                     114  Americas 
ORACLE CORPORATION TECHNOLOGY CORP                                             82,391,777                                                       15                                       210,710,000                                                      37  Americas 
PULTEGROUP, INC. CONSUMER GOODS CORP                                             81,535,392                                                       25                                       297,980,000                                                     106  Americas 
M.D.C. HOLDINGS, INC. CONSUMER GOODS CORP                                             81,533,862                                                       20                                       210,180,000                                                      93  Americas 
NOKIA OYJ TECHNOLOGY CORP                                             80,484,496                                                       20                                    1,065,979,748                                                     230  Europe 
NATWEST MARKETS PLC FINANCIALS CORP                                             80,302,813                                                       13                                       114,112,712                                                      30  Europe 
CCO HOLDINGS, LLC CONSUMER SERVICES CORP                                             79,284,077                                                       19                                       304,500,000                                                     130  Americas 
FORTUM OYJ UTILITIES CORP                                             77,645,393                                                       18                                       875,430,259                                                     192  Europe 
D.R. HORTON, INC. CONSUMER GOODS CORP                                             75,587,054                                                       14                                       208,200,000                                                      53  Americas 
THE SOUTHERN COMPANY UTILITIES CORP                                             75,471,200                                                       20                                       348,749,000                                                     142  Americas 
ENBRIDGE INC. ENERGY CORP                                             75,149,469                                                       17                                       277,090,000                                                      88  Americas 
THE AES CORPORATION UTILITIES CORP                                             74,631,412                                                       16                                       235,085,000                                                     115  Americas 
BOMBARDIER INC. INDUSTRIALS CORP                                             74,555,769                                                       33                                       317,700,000                                                     149  Americas 
VALERO ENERGY CORPORATION ENERGY CORP                                             74,354,662                                                       15                                       253,400,000                                                      66  Americas 
UNITED GROUP B.V. CONSUMER SERVICES CORP                                             74,221,431                                                       24                                       553,319,458                                                     186  Europe 
SKY LIMITED CONSUMER SERVICES CORP                                             74,176,286                                                       12                                       371,369,989                                                      61  Europe 
STENA AKTIEBOLAG INDUSTRIALS CORP                                             73,971,139                                                       20                                       665,899,854                                                     169  Europe 
ALTRIA GROUP, INC. CONSUMER GOODS CORP                                             73,798,285                                                       16                                       220,957,000                                                      70  Americas 
NRG ENERGY, INC. UTILITIES CORP                                             73,740,615                                                       24                                       557,616,000                                                     195  Americas 
DELL INC. TECHNOLOGY CORP                                             73,513,315                                                       21                                       218,440,000                                                      97  Americas 
ABU DHABI GOVERNMENT STATE                                             71,591,694                                                       10                                       249,235,040                                                      34  Europe 
RTX CORPORATION INDUSTRIALS CORP                                             71,473,969                                                       12                                       813,350,000                                                      50  Americas 
TELEKOM AUSTRIA AKTIENGESELLSCHAFT TELECOMMUNICATIONS SERVICES CORP                                             71,292,824                                                       15                                       747,438,240                                                     136  Europe 
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY INDUSTRIALS CORP                                             70,892,992                                                       16                                       602,287,651                                                     158  Europe 
THE KROGER CO. CONSUMER SERVICES CORP                                             70,872,700                                                       17                                       148,910,000                                                      51  Americas 
BLOCK FINANCIAL LLC INDUSTRIALS CORP                                             70,323,708                                                       13                                       101,550,000                                                      39  Americas 
JOHNSON & JOHNSON HEALTHCARE CORP                                             69,699,938                                                       11                                       186,000,000                                                      57  Americas 
DEERE & COMPANY INDUSTRIALS CORP                                             69,473,754                                                       13                                       125,347,200                                                      30  Americas 
MCKESSON CORPORATION CONSUMER SERVICES CORP                                             69,403,123                                                       12                                       251,500,000                                                      60  Americas 
AVIS BUDGET GROUP, INC. CONSUMER SERVICES CORP                                             68,617,769                                                       25                                       388,705,000                                                     183  Americas 
UNILEVER FINANCE NETHERLANDS B.V. CONSUMER GOODS CORP                                             68,394,887                                                       15                                       521,024,533                                                      87  Europe 
AMERICAN ELECTRIC POWER COMPANY, INC. UTILITIES CORP                                             68,217,460                                                       15                                       352,705,000                                                     148  Americas 
MCDONALD'S CORPORATION CONSUMER SERVICES CORP                                             68,063,785                                                       13                                       256,340,000                                                      28  Americas 
CMA CGM INDUSTRIALS CORP                                             67,735,631                                                       18                                       283,344,278