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

The sample covers the three month period beginning March 20, 2020 through June 19, 2020

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REFERENCE ENTITY REGION INDEX CONSTITUENT CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY DOC CLAUSE %
ABBOTT LABORATORIES AMERICAS 1 0.3 2,500,000 0 < 5%
ABERTIS INFRAESTRUCTURAS, S.A. EUROPE 1 0.3 2,500,000 0 > 95%
ABU DHABI SOVEREIGN Y 6 4.7 7,500,000 1 > 95%
ACCOR EUROPE Y 7 4.7 7,500,000 1 > 95%
ACOM CO., LTD. JAPAN Y 5 2.7 2,500,000 0 > 95%
ADECCO GROUP AG EUROPE 0 0.0 2,500,000 0 > 95%
ADLER REAL ESTATE AKTIENGESELLSCHAFT EUROPE Y 5 4.0 2,500,000 0 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 3 1.7 2,500,000 1 < 5%
AEGON N.V. EUROPE Y 9 7.0 12,500,000 3 > 95%
AEON CO., LTD. JAPAN Y 7 4.0 2,500,000 0 > 95%
AETNA INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
AIR FRANCE - KLM EUROPE Y 7 4.3 5,000,000 2 > 95%
AIRBUS SE EUROPE Y 8 6.7 20,000,000 3 > 95%
AK STEEL CORPORATION AMERICAS Y 5 3.0 5,000,000 1 < 5%
AKBANK TURK ANONIM SIRKETI EUROPE Y 2 0.7 2,500,000 0 > 95%
AKTIEBOLAGET ELECTROLUX EUROPE Y 4 2.0 5,000,000 1 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 7 4.0 5,000,000 1 > 95%
AKZO NOBEL N.V. EUROPE Y 6 3.0 5,000,000 1 > 95%
ALGECO GLOBAL FINANCE PLC EUROPE Y 3 2.0 2,500,000 0 > 95%
ALIBABA GROUP HOLDING LIMITED ASIA EX-JAPAN Y 9 6.3 5,000,000 1 > 95%
ALLIANZ SE EUROPE Y 9 5.7 5,000,000 1 > 95%
ALLY FINANCIAL INC. AMERICAS Y 7 6.7 7,500,000 3 < 5%
ALSTOM EUROPE Y 3 1.3 2,500,000 0 > 95%
ALTICE FINCO S.A. EUROPE Y 6 5.7 5,000,000 2 > 95%
ALTICE FRANCE EUROPE Y 7 6.3 7,500,000 2 > 95%
ALTRIA GROUP, INC. AMERICAS Y 6 3.7 7,500,000 3 < 5%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 4 3.0 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. AMERICAS Y 7 5.7 10,000,000 5 < 5%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 8 5.7 10,000,000 3 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 3 1.7 5,000,000 2 < 5%
AMERICAN EXPRESS COMPANY AMERICAS Y 6 3.3 7,500,000 2 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 7 4.0 10,000,000 3 < 5%
AMGEN INC. AMERICAS Y 7 4.0 10,000,000 2 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 4 1.7 2,500,000 0 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 8 6.3 10,000,000 1 > 95%
ANGLO AMERICAN PLC EUROPE Y 9 5.0 17,500,000 3 > 95%
ANGLOGOLD ASHANTI LIMITED EUROPE 2 0.7 2,500,000 0 > 95%
ANHEUSER-BUSCH INBEV EUROPE Y 9 5.7 17,500,000 3 > 95%
APACHE CORPORATION AMERICAS Y 7 6.0 15,000,000 6 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 4 2.0 2,500,000 0 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 3 1.3 2,500,000 1 < 5%
ARCELORMITTAL EUROPE Y 12 7.7 20,000,000 4 > 95%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 6 3.3 2,500,000 1 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 8 4.0 7,500,000 3 < 5%
ASHLAND LLC AMERICAS Y 2 1.3 2,500,000 0 < 5%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 11 7.7 10,000,000 2 > 95%
ASSURED GUARANTY CORP. AMERICAS 5 3.3 2,500,000 0 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 8 5.0 10,000,000 3 < 5%
ASTRAZENECA PLC EUROPE Y 3 1.0 5,000,000 1 > 95%
AT&T INC. AMERICAS Y 11 8.3 50,000,000 7 < 5%
ATLANTIA S.P.A. EUROPE Y 7 5.0 5,000,000 1 > 95%
AUCHAN HOLDING EUROPE Y 9 4.7 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 7 3.7 10,000,000 1 > 95%
AUTOZONE, INC. AMERICAS Y 5 2.3 10,000,000 3 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 9 6.0 12,500,000 6 < 5%
AVIVA PLC EUROPE Y 10 7.0 10,000,000 1 > 95%
AVNET, INC. AMERICAS Y 8 3.7 10,000,000 3 < 5%
AVON PRODUCTS, INC. AMERICAS Y 7 4.0 5,000,000 2 < 5%
AXA EUROPE Y 10 6.7 10,000,000 2 > 95%
BAE SYSTEMS PLC EUROPE Y 3 1.3 7,500,000 1 > 95%
BAIDU, INC. ASIA EX-JAPAN Y 7 4.7 2,500,000 0 > 95%
BALL CORPORATION AMERICAS Y 8 5.0 2,500,000 1 < 5%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 4 1.7 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 11 9.3 17,500,000 3 > 95%
BANCO BPM SOCIETA' PER AZIONI EUROPE 2 0.7 2,500,000 0 > 95%
BANCO BRADESCO S.A. AMERICAS 1 0.3 2,500,000 0 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 1 0.3 2,500,000 0 > 95%
BANCO DE SABADELL, S.A. EUROPE 3 1.0 2,500,000 0 > 95%
BANCO SANTANDER, S.A. EUROPE Y 9 6.7 17,500,000 3 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 6 4.0 15,000,000 1 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 7 4.0 50,000,000 2 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 8 4.3 2,500,000 0 > 95%
BANKIA, S.A. EUROPE 2 0.7 2,500,000 0 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE 0 0.0 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 8 5.0 10,000,000 1 > 95%
BARCLAYS PLC EUROPE Y 9 7.3 20,000,000 4 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 8 5.3 10,000,000 3 < 5%
BASF SE EUROPE Y 6 3.3 10,000,000 1 > 95%
BAUSCH HEALTH COMPANIES INC. AMERICAS Y 8 4.3 2,500,000 1 < 5%
BAXTER INTERNATIONAL INC. AMERICAS Y 7 4.7 10,000,000 3 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 9 3.7 7,500,000 1 > 95%
BAYERISCHE LANDESBANK EUROPE Y 1 0.3 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 10 7.0 20,000,000 3 > 95%
BEAM SUNTORY INC. AMERICAS 0 0.0 2,500,000 0 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 7 6.0 10,000,000 3 < 5%
BERKSHIRE HATHAWAY INC. AMERICAS Y 6 3.7 12,500,000 4 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 2 0.7 5,000,000 1 > 95%
BEST BUY CO., INC. AMERICAS Y 6 3.3 7,500,000 3 < 5%
BHP GROUP LIMITED AUSTRALIA NZ Y 5 2.0 7,500,000 1 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 5 2.0 7,500,000 2 < 5%
BNP PARIBAS EUROPE Y 10 8.0 17,500,000 2 > 95%
BOC AVIATION LIMITED ASIA EX-JAPAN 4 2.7 2,500,000 0 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
BOMBARDIER INC. AMERICAS Y 8 5.7 7,500,000 3 < 5%
BOPARAN FINANCE PLC EUROPE Y 6 3.3 2,500,000 1 > 95%
BORGWARNER INC. AMERICAS 2 1.0 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 6 3.0 7,500,000 2 < 5%
BOUYGUES EUROPE Y 7 3.3 5,000,000 1 > 95%
BOYD GAMING CORPORATION AMERICAS Y 8 6.0 2,500,000 1 < 5%
BP P.L.C. EUROPE Y 9 7.3 20,000,000 3 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 0 0.0 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 9 6.0 10,000,000 3 5-25%
BRITISH AIRWAYS PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 9 6.0 15,000,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 7 4.0 12,500,000 2 > 95%
CABLE & WIRELESS LIMITED EUROPE Y 0 0.0 2,500,000 0 > 95%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE 1 0.3 2,500,000 0 > 95%
CAIXABANK, S.A. EUROPE 0 0.0 2,500,000 0 > 95%
CALIFORNIA RESOURCES CORPORATION AMERICAS Y 6 4.3 2,500,000 1 < 5%
CALPINE CORPORATION AMERICAS Y 6 2.3 5,000,000 1 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 7 3.7 10,000,000 3 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 7 5.0 12,500,000 5 < 5%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 7 4.3 7,500,000 2 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 7 5.7 5,000,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 9 3.7 12,500,000 4 5-25%
CARE UK HEALTH & SOCIAL CARE LIMITED EUROPE 1 0.3 2,500,000 0 > 95%
CARLSBERG BREWERIES A/S EUROPE Y 4 2.0 5,000,000 1 > 95%
CARNIVAL CORPORATION AMERICAS Y 7 5.7 15,000,000 7 < 5%
CARREFOUR EUROPE Y 10 6.0 12,500,000 2 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 8 5.3 15,000,000 4 > 95%
CATERPILLAR INC. AMERICAS Y 6 2.7 12,500,000 3 < 5%
CCO HOLDINGS, LLC AMERICAS Y 6 3.0 2,500,000 1 < 5%
CECONOMY AG EUROPE Y 7 3.3 5,000,000 1 > 95%
CELLNEX TELECOM, S.A. EUROPE Y 5 3.7 2,500,000 1 > 95%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 2 0.7 2,500,000 0 > 95%
CENTRAL JAPAN RAILWAY COMPANY JAPAN 1 0.3 2,500,000 0 > 95%
CENTRICA PLC EUROPE Y 6 3.0 7,500,000 2 > 95%
CENTURYLINK, INC. AMERICAS Y 6 4.7 10,000,000 2 < 5%
CERVED GROUP S.P.A. EUROPE Y 1 0.3 2,500,000 0 > 95%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 5 3.3 5,000,000 1 < 5%
CHEVRON CORPORATION AMERICAS 2 0.7 2,500,000 0 < 5%
CHINA CINDA (HK) HOLDINGS COMPANY LIMITED ASIA EX-JAPAN 6 4.3 2,500,000 0 > 95%
CHINA CONSTRUCTION BANK CORPORATION ASIA EX-JAPAN Y 6 4.3 2,500,000 0 > 95%
CHINA DEVELOPMENT BANK ASIA EX-JAPAN Y 5 3.3 10,000,000 1 > 95%
CHINA HUARONG INTERNATIONAL HOLDINGS LIMITED ASIA EX-JAPAN Y 9 6.0 5,000,000 1 > 95%
CHINA NATIONAL CHEMICAL CORPORATION LIMITED ASIA EX-JAPAN Y 8 5.0 5,000,000 0 > 95%
CHINA OVERSEAS LAND & INVESTMENT LIMITED ASIA EX-JAPAN 5 3.7 2,500,000 0 > 95%
CHINA PETROCHEMICAL CORPORATION ASIA EX-JAPAN Y 8 5.0 2,500,000 0 > 95%
CHUBB INA HOLDINGS INC. AMERICAS 0 0.0 2,500,000 0 < 5%
CHUBB LIMITED AMERICAS Y 6 3.0 5,000,000 3 < 5%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN 0 0.0 2,500,000 0 > 95%
CIGNA CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
CIGNA HOLDING COMPANY AMERICAS 0 0.0 2,500,000 0 < 5%
CISCO SYSTEMS, INC. AMERICAS Y 4 2.0 5,000,000 2 < 5%
CIT GROUP INC. AMERICAS Y 7 4.0 5,000,000 1 < 5%
CITIC LIMITED ASIA EX-JAPAN Y 7 4.3 2,500,000 0 > 95%
CITIGROUP INC. AMERICAS Y 7 4.7 17,500,000 2 < 5%
CLARIANT AG EUROPE Y 4 2.3 5,000,000 1 > 95%
CLEVELAND-CLIFFS INC. AMERICAS 3 2.3 2,500,000 2 < 5%
CMA CGM EUROPE Y 10 7.0 7,500,000 2 > 95%
CNH INDUSTRIAL N.V. EUROPE Y 7 3.3 5,000,000 1 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 8 6.0 5,000,000 1 > 95%
COMCAST CORPORATION AMERICAS Y 6 4.0 7,500,000 2 < 5%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 12 9.0 15,000,000 3 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 8 4.7 12,500,000 1 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 5 2.3 75,000,000 2 > 95%
COMMONWEALTH OF PENNSYLVANIA AMERICAS Y 0 0.0 2,500,000 0 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 5 3.0 5,000,000 1 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 6 2.7 5,000,000 1 > 95%
COMPAGNIE FINANCIERE MICHELIN SCMA EUROPE Y 5 2.7 5,000,000 1 > 95%
COMPASS GROUP PLC EUROPE Y 4 2.0 2,500,000 1 > 95%
CONAGRA BRANDS, INC. AMERICAS Y 8 5.3 15,000,000 3 < 5%
CONOCOPHILLIPS AMERICAS Y 9 4.0 7,500,000 3 5-25%
CONSTELLIUM SE EUROPE Y 3 2.3 2,500,000 0 > 95%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 6 3.7 10,000,000 2 > 95%
COOEPERATIEVE RABOBANK U.A. EUROPE Y 9 5.0 5,000,000 1 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 1 0.3 2,500,000 0 < 5%
CORNING INCORPORATED AMERICAS 0 0.0 2,500,000 0 < 5%
COVIVIO EUROPE 1 0.3 2,500,000 0 > 95%
COX COMMUNICATIONS, INC. AMERICAS Y 3 1.3 5,000,000 2 < 5%
CREDIT AGRICOLE SA EUROPE Y 10 6.3 7,500,000 1 > 95%
CREDIT SUISSE GROUP AG EUROPE Y 11 8.3 10,000,000 2 > 95%
CRITERIA CAIXA, S.A., SOCIEDAD UNIPERSONAL EUROPE 1 0.3 2,500,000 0 > 95%
CROWN EUROPEAN HOLDINGS EUROPE Y 2 0.7 2,500,000 0 > 95%
CROWN RESORTS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 3 1.0 2,500,000 1 < 5%
CSX CORPORATION AMERICAS Y 5 2.7 7,500,000 3 < 5%
CVS HEALTH CORPORATION AMERICAS Y 7 3.3 17,500,000 4 < 5%
D.R. HORTON, INC. AMERICAS Y 5 2.3 10,000,000 2 < 5%
DAIMLER AG EUROPE Y 10 8.3 25,000,000 4 > 95%
DANONE EUROPE Y 5 3.0 5,000,000 1 > 95%
DANSKE BANK A/S EUROPE Y 9 5.3 5,000,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 7 4.0 10,000,000 3 < 5%
DAVITA INC. AMERICAS Y 7 3.0 2,500,000 0 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 9 6.7 5,000,000 0 > 95%
DEERE & COMPANY AMERICAS Y 7 4.0 12,500,000 3 < 5%
DELL INC. AMERICAS Y 7 3.7 10,000,000 2 < 5%
DELTA AIR LINES, INC. AMERICAS Y 6 5.0 5,000,000 2 < 5%
DELUXE CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 12 10.0 50,000,000 6 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 9 8.0 22,500,000 6 > 95%
DEUTSCHE POST AG EUROPE Y 2 0.7 2,500,000 0 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 3 1.0 7,500,000 1 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 7 4.7 12,500,000 5 < 5%
DEXIA CREDIT LOCAL EUROPE 2 0.7 2,500,000 0 > 95%
DIAGEO PLC EUROPE Y 8 3.7 7,500,000 1 > 95%
DILLARD'S, INC. AMERICAS Y 3 1.0 2,500,000 0 < 5%
DISH DBS CORPORATION AMERICAS Y 5 2.3 5,000,000 1 < 5%
DNB BANK ASA EUROPE 1 0.7 2,500,000 0 > 95%
DOMINION ENERGY, INC. AMERICAS Y 4 1.7 7,500,000 2 < 5%
DOMTAR CORPORATION AMERICAS Y 7 3.0 7,500,000 3 < 5%
DRY MIX SOLUTIONS INVESTISSEMENTS EUROPE Y 0 0.0 2,500,000 0 > 95%
DUBAI SOVEREIGN Y 7 3.3 2,500,000 0 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 3 1.3 5,000,000 1 < 5%
DXC TECHNOLOGY COMPANY AMERICAS Y 8 3.7 12,500,000 4 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 7 4.7 5,000,000 2 < 5%
E.ON SE EUROPE Y 5 2.7 5,000,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 8 5.3 12,500,000 4 < 5%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 5 2.3 2,500,000 0 > 95%
EDP FINANCE B.V. EUROPE Y 8 5.0 2,500,000 1 > 95%
ELECTRICITE DE FRANCE EUROPE Y 9 5.7 15,000,000 2 > 95%
ELI LILLY AND COMPANY AMERICAS 2 0.7 2,500,000 0 < 5%
ELIS EUROPE Y 8 5.7 5,000,000 1 > 95%
EMIRATES EUROPE 1 0.3 2,500,000 0 > 95%
ENBRIDGE INC. AMERICAS Y 7 4.7 12,500,000 3 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 0 0.0 2,500,000 0 > 95%
ENEL S.P.A. EUROPE Y 7 4.3 10,000,000 2 > 95%
ENERGY TRANSFER OPERATING, L.P. AMERICAS Y 8 4.3 10,000,000 3 < 5%
ENGIE EUROPE Y 7 4.3 7,500,000 1 > 95%
ENI S.P.A. EUROPE Y 10 5.7 12,500,000 2 > 95%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS 2 0.7 2,500,000 0 < 5%
EQUINIX, INC. AMERICAS Y 3 1.0 2,500,000 0 < 5%
EQUINOR ASA EUROPE Y 6 2.7 5,000,000 1 > 95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 3 1.7 5,000,000 2 < 5%
ESKOM HOLDINGS SOC LIMITED EUROPE Y 4 2.0 2,500,000 0 > 95%
EUROPCAR MOBILITY GROUP EUROPE Y 5 3.7 2,500,000 1 > 95%
EXELON CORPORATION AMERICAS Y 3 1.3 5,000,000 2 < 5%
EXELON GENERATION COMPANY, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
EXPEDIA GROUP, INC. AMERICAS Y 7 5.7 15,000,000 6 < 5%
EXPERIAN FINANCE PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
EXXON MOBIL CORPORATION AMERICAS 2 0.7 2,500,000 0 < 5%
FAURECIA EUROPE Y 4 2.0 2,500,000 0 > 95%
FCC AQUALIA, S.A. EUROPE Y 3 1.0 2,500,000 0 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 4 3.0 10,000,000 1 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 12 10.3 250,000,000 32 > 95%
FEDEX CORPORATION AMERICAS 4 1.7 2,500,000 0 < 5%
FIAT CHRYSLER AUTOMOBILES N.V. EUROPE Y 10 7.3 12,500,000 3 > 95%
FINANCIERE QUICK EUROPE Y 0 0.0 2,500,000 0 > 95%
FIRST DATA CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
FIRSTENERGY CORP. AMERICAS Y 5 3.0 7,500,000 2 < 5%
FIS DATA SYSTEMS INC. AMERICAS 0 0.0 2,500,000 0 < 5%
FISERV, INC. AMERICAS 7 6.0 10,000,000 7 < 5%
FORD MOTOR COMPANY AMERICAS Y 7 7.0 50,000,000 11 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 7 4.7 10,000,000 2 < 5%
FORTUM OYJ EUROPE Y 6 2.0 2,500,000 0 > 95%
FREEPORT-MCMORAN INC. AMERICAS Y 5 3.0 7,500,000 2 < 5%
FRENCH REPUBLIC SOVEREIGN Y 10 5.7 50,000,000 2 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 3 1.3 2,500,000 0 > 95%
FUJITSU LIMITED JAPAN Y 7 4.0 2,500,000 0 > 95%
GALP ENERGIA, SGPS, S.A. EUROPE Y 3 1.0 2,500,000 0 > 95%
GARFUNKELUX HOLDCO 2 S.A. EUROPE Y 6 4.7 5,000,000 2 > 95%
GATX CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE Y 8 4.7 2,500,000 0 > 95%
GECINA EUROPE Y 1 0.3 2,500,000 0 > 95%
GENERAL ELECTRIC COMPANY AMERICAS Y 8 6.7 25,000,000 5 < 5%
GENERAL MILLS, INC. AMERICAS Y 7 3.3 10,000,000 2 < 5%
GENERAL MOTORS COMPANY AMERICAS Y 8 6.7 25,000,000 7 < 5%
GENWORTH HOLDINGS, INC. AMERICAS Y 5 3.3 2,500,000 1 < 5%
GKN HOLDINGS LIMITED EUROPE Y 6 2.7 5,000,000 1 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 4 1.3 2,500,000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 11 6.7 25,000,000 5 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
GRIFOLS, S.A. EUROPE Y 5 2.3 2,500,000 0 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 6 3.3 2,500,000 0 > 95%
HALLIBURTON COMPANY AMERICAS Y 8 6.7 12,500,000 4 < 5%
HAMMERSON PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 1 0.3 2,500,000 0 > 95%
HANNOVER RUECK SE EUROPE Y 10 7.3 5,000,000 1 > 95%
HAPAG-LLOYD AKTIENGESELLSCHAFT EUROPE Y 7 4.7 5,000,000 1 > 95%
HASBRO, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
HCA INC. AMERICAS Y 7 4.7 7,500,000 2 < 5%
HD SUPPLY, INC. AMERICAS Y 6 2.3 2,500,000 0 < 5%
HEATHROW FUNDING LIMITED EUROPE 8 5.0 7,500,000 1 > 95%
HEIDELBERGCEMENT AG EUROPE Y 10 6.3 10,000,000 2 > 95%
HEINEKEN N.V. EUROPE Y 6 2.3 2,500,000 0 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 12 10.0 50,000,000 5 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 3 1.3 2,500,000 0 > 95%
HEMA BONDCO I B.V. EUROPE Y 8 5.3 5,000,000 1 > 95%
HENKEL AG & CO. KGAA EUROPE Y 4 1.3 2,500,000 1 > 95%
HESS CORPORATION AMERICAS Y 7 6.0 12,500,000 5 < 5%
HITACHI, LTD. JAPAN Y 8 5.0 2,500,000 0 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 6 4.3 2,500,000 0 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 6 2.7 7,500,000 2 5-25%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 6 3.3 10,000,000 3 < 5%
HOWMET AEROSPACE INC. AMERICAS 5 3.0 5,000,000 1 5-25%
HP INC. AMERICAS Y 8 5.0 10,000,000 3 < 5%
HSBC BANK PLC EUROPE Y 5 3.3 7,500,000 1 > 95%
HSBC HOLDINGS PLC EUROPE Y 11 8.3 50,000,000 4 > 95%
HUMANA INC. AMERICAS 1 0.7 2,500,000 0 < 5%
HUNGARY SOVEREIGN Y 2 1.0 2,500,000 1 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 3 1.0 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 5 3.7 2,500,000 0 > 95%
HYUNDAI CAPITAL SERVICES, INC. ASIA EX-JAPAN 0 0.0 2,500,000 0 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 6 2.7 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE Y 6 2.3 7,500,000 1 > 95%
ICELAND BONDCO PLC EUROPE Y 7 5.3 2,500,000 1 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 7 3.3 5,000,000 1 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 7 3.3 2,500,000 0 > 95%
IMPERIAL BRANDS PLC EUROPE Y 6 2.7 7,500,000 2 > 95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED ASIA EX-JAPAN Y 9 6.7 10,000,000 1 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 3 1.7 2,500,000 0 > 95%
INEOS GROUP HOLDINGS S.A. EUROPE Y 7 4.7 5,000,000 1 > 95%
ING BANK N.V. EUROPE Y 3 1.0 2,500,000 0 > 95%
ING GROEP N.V. EUROPE Y 9 5.7 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 2 1.0 5,000,000 2 < 5%
INNOGY SE EUROPE Y 2 0.7 2,500,000 0 > 95%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 8 4.3 12,500,000 3 < 5%
INTERNATIONAL GAME TECHNOLOGY PLC EUROPE Y 5 3.3 2,500,000 1 > 95%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 8 4.0 12,500,000 4 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 4 2.0 10,000,000 3 < 5%
INTESA SANPAOLO SPA EUROPE Y 11 8.3 20,000,000 4 > 95%
INTRUM AB EUROPE Y 7 6.3 15,000,000 4 > 95%
IRELAND SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 5 3.3 2,500,000 1 < 5%
ISTAR INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
ITOCHU CORPORATION JAPAN Y 10 5.7 5,000,000 1 > 95%
ITV PLC EUROPE Y 8 3.3 7,500,000 1 > 95%
J SAINSBURY PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 8 6.7 15,000,000 5 > 95%
JAPAN SOVEREIGN Y 8 5.7 17,500,000 1 > 95%
JAPAN TOBACCO INC. JAPAN Y 8 4.0 2,500,000 0 > 95%
JFE HOLDINGS, INC. JAPAN Y 8 6.3 10,000,000 2 > 95%
JOHNSON & JOHNSON AMERICAS Y 6 4.0 12,500,000 3 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY AMERICAS Y 2 1.7 7,500,000 2 < 5%
JOINT STOCK COMPANY "RUSSIAN RAILWAYS" EUROPE 0 0.0 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS 7 4.3 17,500,000 2 < 5%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 4 2.3 2,500,000 1 < 5%
K+S AKTIENGESELLSCHAFT EUROPE Y 5 3.3 2,500,000 0 > 95%
KAJIMA CORPORATION JAPAN Y 1 0.3 2,500,000 0 > 95%
KATE SPADE & COMPANY AMERICAS 0 0.0 2,500,000 0 < 5%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 7 4.7 5,000,000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 9 6.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 8 4.7 5,000,000 2 < 5%
KEB HANA BANK ASIA EX-JAPAN Y 9 6.3 2,500,000 0 > 95%
KELLOGG COMPANY AMERICAS 1 0.7 2,500,000 0 < 5%
KERING EUROPE Y 4 1.7 5,000,000 1 > 95%
KIMBERLY-CLARK CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
KIMCO REALTY CORPORATION AMERICAS 1 0.3 2,500,000 0 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 2 0.7 2,500,000 0 < 5%
KINDER MORGAN, INC. AMERICAS Y 9 5.0 12,500,000 3 5-25%
KINGDOM OF BAHRAIN SOVEREIGN 5 2.7 2,500,000 0 > 95%
KINGDOM OF BELGIUM SOVEREIGN Y 2 1.0 2,500,000 0 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGDOM OF MOROCCO SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 9 8.0 50,000,000 7 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 9 6.3 50,000,000 2 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 8 6.7 22,500,000 2 75-95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
KINGFISHER PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN Y 6 3.3 2,500,000 0 > 95%
KLEPIERRE EUROPE 4 1.7 2,500,000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 9 7.7 7,500,000 2 > 95%
KOHL'S CORPORATION AMERICAS Y 8 7.0 17,500,000 9 < 5%
KOMATSU LTD. JAPAN Y 8 4.3 2,500,000 0 > 95%
KONINKLIJKE AHOLD DELHAIZE N.V. EUROPE Y 5 1.7 2,500,000 0 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 4 1.3 2,500,000 1 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 7 3.0 5,000,000 1 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 4 1.3 2,500,000 0 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 7 2.7 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 4 1.7 2,500,000 0 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 8 4.7 10,000,000 2 < 5%
KT CORPORATION ASIA EX-JAPAN Y 9 5.7 5,000,000 0 > 95%
L BRANDS, INC. AMERICAS Y 8 6.3 10,000,000 4 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 7 3.3 5,000,000 1 > 95%
LADBROKES CORAL GROUP LIMITED EUROPE Y 4 1.7 2,500,000 0 > 95%
LAFARGEHOLCIM LTD EUROPE Y 8 5.0 7,500,000 2 > 95%
LAGARDERE SCA EUROPE Y 0 0.0 2,500,000 0 > 95%
LAMB WESTON HOLDINGS, INC. AMERICAS Y 2 1.3 2,500,000 0 < 5%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 7 4.3 7,500,000 2 > 95%
LENDLEASE CORPORATION LIMITED AUSTRALIA NZ Y 2 1.0 2,500,000 0 > 95%
LENNAR CORPORATION AMERICAS Y 6 5.0 7,500,000 3 < 5%
LEONARDO SOCIETA' PER AZIONI EUROPE Y 4 2.0 2,500,000 1 > 95%
LEVEL 3 PARENT, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
LEVI STRAUSS & CO. AMERICAS Y 0 0.0 2,500,000 0 < 5%
LG DISPLAY CO., LTD. ASIA EX-JAPAN 0 0.0 2,500,000 0 > 95%
LIBERTY INTERACTIVE LLC AMERICAS Y 4 1.7 2,500,000 1 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 7 3.3 10,000,000 3 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE Y 1 0.3 2,500,000 0 > 95%
LLOYDS BANK PLC EUROPE Y 4 1.7 2,500,000 0 > 95%
LLOYDS BANKING GROUP PLC EUROPE Y 9 7.0 17,500,000 3 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 3 1.7 7,500,000 2 < 5%
LOEWS CORPORATION AMERICAS Y 4 1.7 7,500,000 2 < 5%
LOUIS DREYFUS COMPANY B.V. EUROPE Y 7 4.7 2,500,000 1 > 95%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 2 1.0 2,500,000 0 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 6 3.3 10,000,000 3 < 5%
LOXAM EUROPE Y 8 5.7 10,000,000 3 > 95%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 7 3.7 7,500,000 1 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 5 2.0 5,000,000 1 < 5%
M&G PLC EUROPE 9 4.3 2,500,000 0 > 95%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 3 1.0 2,500,000 0 > 95%
MACY'S, INC. AMERICAS Y 8 6.0 50,000,000 12 < 5%
MALAYSIA SOVEREIGN Y 9 7.7 100,000,000 10 > 95%
MARATHON OIL CORPORATION AMERICAS 2 1.0 2,500,000 0 < 5%
MARATHON PETROLEUM CORPORATION AMERICAS Y 6 3.0 10,000,000 3 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 8 5.0 15,000,000 3 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 6 4.3 10,000,000 4 < 5%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 3 1.3 5,000,000 2 < 5%
MARUBENI CORPORATION JAPAN Y 10 7.3 10,000,000 2 > 95%
MATALAN FINANCE PLC EUROPE Y 7 5.0 2,500,000 1 > 95%
MATTEL, INC. AMERICAS 5 2.7 2,500,000 0 < 5%
MATTERHORN TELECOM HOLDING S.A. EUROPE Y 6 2.7 2,500,000 0 > 95%
MAZDA MOTOR CORPORATION JAPAN 1 0.3 2,500,000 0 > 95%
MBIA INC. AMERICAS Y 4 1.7 5,000,000 1 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
MCDONALD'S CORPORATION AMERICAS Y 8 4.0 12,500,000 3 < 5%
MCKESSON CORPORATION AMERICAS Y 5 2.0 10,000,000 3 5-25%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 8 5.3 5,000,000 1 > 95%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE 0 0.0 2,500,000 0 > 95%
MERITOR, INC. AMERICAS Y 6 3.0 5,000,000 2 < 5%
METLIFE, INC. AMERICAS Y 9 4.0 17,500,000 5 < 5%
METSA BOARD CORPORATION EUROPE Y 1 0.3 2,500,000 0 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 6 4.0 5,000,000 1 < 5%
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP AMERICAS 0 0.0 2,500,000 0 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 7 5.0 5,000,000 2 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN 0 0.0 2,500,000 0 > 95%
MITSUBISHI CORPORATION JAPAN Y 6 3.7 2,500,000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 5 2.3 2,500,000 0 > 95%
MITSUI & CO., LTD. JAPAN Y 10 6.0 5,000,000 1 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 6 4.0 5,000,000 1 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 11 9.0 10,000,000 3 > 95%
MIZUHO BANK, LTD. JAPAN Y 3 1.0 2,500,000 0 > 95%
MONDELEZ INTERNATIONAL, INC. AMERICAS Y 6 4.0 10,000,000 2 5-25%
MONITCHEM HOLDCO 3 S.A. EUROPE Y 6 4.3 2,500,000 1 > 95%
MORGAN STANLEY AMERICAS Y 6 3.3 15,000,000 2 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 3 1.3 10,000,000 3 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 10 7.3 5,000,000 1 > 95%
MUFG BANK, LTD. JAPAN 2 0.7 2,500,000 0 > 95%
MURPHY OIL CORPORATION AMERICAS Y 8 6.0 5,000,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 7 5.3 12,500,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 7 3.3 10,000,000 1 > 95%
NATIONAL GRID PLC EUROPE Y 6 2.3 5,000,000 0 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 5 2.0 5,000,000 2 < 5%
NATIONAL WESTMINSTER BANK PUBLIC LIMITED COMPANY EUROPE 2 0.7 2,500,000 0 > 95%
NATURGY ENERGY GROUP, S.A. EUROPE Y 11 4.7 7,500,000 2 > 95%
NATWEST MARKETS PLC EUROPE 6 3.7 5,000,000 1 > 95%
NAVIENT CORPORATION AMERICAS Y 6 4.0 5,000,000 1 < 5%
NEC CORPORATION JAPAN Y 7 4.0 2,500,000 0 > 95%
NESTLE S.A. EUROPE Y 7 3.7 5,000,000 1 > 95%
NETFLIX, INC. AMERICAS Y 7 4.3 2,500,000 1 < 5%
NEW ALBERTSONS L.P. AMERICAS Y 8 5.0 2,500,000 1 < 5%
NEWELL BRANDS INC. AMERICAS Y 5 3.0 7,500,000 2 < 5%
NEWMONT CORPORATION AMERICAS 8 4.7 7,500,000 3 < 5%
NEXT PLC EUROPE Y 8 6.3 12,500,000 3 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS 7 6.3 5,000,000 1 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 6 4.3 5,000,000 1 > 95%
NIPPON STEEL CORPORATION JAPAN Y 9 6.0 7,500,000 1 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 9 5.3 7,500,000 2 > 95%
NISSAN MOTOR CO., LTD. JAPAN Y 10 7.3 5,000,000 1 > 95%
NOBLE CORPORATION AMERICAS Y 6 4.0 2,500,000 1 < 5%
NOKIA OYJ EUROPE Y 3 2.0 5,000,000 1 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 7 2.3 2,500,000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN 1 0.3 2,500,000 0 > 95%
NORBORD INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
NORDEA BANK ABP EUROPE 2 0.7 2,500,000 0 > 95%
NORDSTROM, INC. AMERICAS Y 6 5.3 17,500,000 7 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 4 2.0 7,500,000 2 < 5%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 3 1.3 7,500,000 2 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
NOVAFIVES EUROPE Y 5 3.7 2,500,000 1 > 95%
NOVARTIS AG EUROPE 3 1.0 2,500,000 0 > 95%
NRG ENERGY, INC. AMERICAS Y 7 4.0 5,000,000 1 < 5%
NUCOR CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
NXP B.V. EUROPE Y 1 0.3 2,500,000 0 > 95%
OBAYASHI CORPORATION JAPAN Y 1 0.3 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 6 6.0 20,000,000 8 < 5%
OI EUROPEAN GROUP B.V. EUROPE Y 3 1.3 2,500,000 0 > 95%
OJI HOLDINGS CORPORATION JAPAN Y 5 3.0 5,000,000 1 > 95%
OLIN CORPORATION AMERICAS Y 3 1.0 5,000,000 1 < 5%
OMNICOM GROUP INC. AMERICAS Y 7 3.7 7,500,000 3 5-25%
ORACLE CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
ORANGE EUROPE Y 6 2.3 5,000,000 1 > 95%
ORANO EUROPE Y 4 1.3 2,500,000 0 > 95%
ORIX CORPORATION JAPAN Y 6 4.0 2,500,000 0 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 5 2.7 2,500,000 0 > 95%
OVINTIV CANADA ULC AMERICAS 8 4.3 2,500,000 1 < 5%
OVINTIV INC. AMERICAS 8 5.3 10,000,000 4 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 6 2.7 7,500,000 3 < 5%
PACTIV LLC AMERICAS Y 3 1.3 2,500,000 0 < 5%
PANASONIC CORPORATION JAPAN Y 5 2.7 2,500,000 0 > 95%
PEARSON PLC EUROPE Y 8 3.3 5,000,000 1 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 13 9.7 200,000,000 14 > 95%
PEPSICO, INC. AMERICAS 1 0.3 2,500,000 0 < 5%
PERNOD RICARD EUROPE Y 1 0.3 5,000,000 1 > 95%
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA ASIA EX-JAPAN 5 3.3 2,500,000 0 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 10 8.0 12,500,000 2 > 95%
PETROLEOS MEXICANOS AMERICAS Y 11 8.7 17,500,000 5 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 9 6.0 5,000,000 1 > 95%
PEUGEOT SA EUROPE Y 8 5.0 7,500,000 2 > 95%
PFIZER INC. AMERICAS Y 9 5.3 7,500,000 2 5-25%
PICARD BONDCO S.A. EUROPE Y 5 3.0 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 2 1.3 2,500,000 0 < 5%
PITNEY BOWES INC. AMERICAS Y 6 4.0 7,500,000 2 < 5%
PIZZAEXPRESS FINANCING 1 PLC EUROPE Y 5 4.3 2,500,000 0 > 95%
PLAY FINANCE 1 S.A. EUROPE Y 0 0.0 2,500,000 0 > 95%
POLYONE CORPORATION AMERICAS Y 4 2.3 2,500,000 1 < 5%
PORTUGUESE REPUBLIC SOVEREIGN Y 7 4.0 5,000,000 1 > 95%
POSCO ASIA EX-JAPAN Y 6 3.7 5,000,000 1 > 95%
POSTNL N.V. EUROPE Y 5 2.0 2,500,000 1 > 95%
PREMIER FOODS FINANCE PLC EUROPE Y 8 5.3 2,500,000 1 > 95%
PROLOGIS, L.P. AMERICAS 0 0.0 2,500,000 0 < 5%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 7 4.3 12,500,000 4 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 8 4.0 2,500,000 0 > 95%
PT PERTAMINA (PERSERO) ASIA EX-JAPAN Y 9 5.3 5,000,000 1 > 95%
PUBLIC POWER CORPORATION FINANCE PLC EUROPE Y 0 0.0 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 5 2.7 7,500,000 1 > 95%
PULTEGROUP, INC. AMERICAS Y 6 3.0 7,500,000 1 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 1 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 3 1.0 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 4 2.3 7,500,000 3 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 7 6.0 12,500,000 7 < 5%
RADIAN GROUP INC. AMERICAS Y 6 3.3 5,000,000 1 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE 4 1.3 2,500,000 0 > 95%
RAKUTEN, INC. JAPAN Y 8 4.0 2,500,000 0 > 95%
RAYTHEON COMPANY AMERICAS Y 2 1.0 5,000,000 2 < 5%
RAYTHEON TECHNOLOGIES CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
REALOGY GROUP LLC AMERICAS Y 7 6.0 10,000,000 4 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 11 7.3 5,000,000 1 > 95%
RELX PLC EUROPE Y 3 1.0 2,500,000 1 > 95%
RENAULT EUROPE Y 8 7.0 15,000,000 3 > 95%
RENTOKIL INITIAL PLC EUROPE Y 1 0.7 2,500,000 0 > 95%
REPSOL, S.A. EUROPE Y 8 6.0 15,000,000 4 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 8 5.7 50,000,000 8 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 10 7.7 125,000,000 21 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 4 2.0 2,500,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 10 9.0 200,000,000 21 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 14 10.7 100,000,000 8 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 12 9.0 275,000,000 12 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 7 5.3 10,000,000 2 > 95%
REPUBLIC OF PERU SOVEREIGN Y 9 7.3 50,000,000 4 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF SERBIA SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 2 0.7 2,500,000 0 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 10 8.0 150,000,000 21 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 10 7.7 50,000,000 5 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 12 9.0 175,000,000 25 > 95%
REXEL EUROPE Y 4 2.3 2,500,000 1 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 3 1.3 5,000,000 2 < 5%
RICOH COMPANY, LTD. JAPAN Y 7 3.3 2,500,000 0 > 95%
RIO TINTO LIMITED AUSTRALIA NZ Y 5 2.3 5,000,000 1 > 95%
RITE AID CORPORATION AMERICAS Y 4 2.7 5,000,000 2 < 5%
ROCHE HOLDINGS, INC. EUROPE 3 1.3 2,500,000 0 > 95%
ROLLS-ROYCE PLC EUROPE Y 11 8.7 50,000,000 10 > 95%
ROMANIA SOVEREIGN Y 5 3.0 2,500,000 0 > 95%
ROYAL BANK OF CANADA AMERICAS 2 0.7 2,500,000 0 < 5%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 7 6.7 22,500,000 8 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 8 6.3 17,500,000 3 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 9 7.7 125,000,000 16 > 95%
RYDER SYSTEM, INC. AMERICAS Y 5 2.7 10,000,000 3 < 5%
SABRE HOLDINGS CORPORATION AMERICAS Y 6 3.3 2,500,000 1 < 5%
SAFEWAY INC. AMERICAS Y 5 2.7 5,000,000 1 < 5%
SAIPEM FINANCE INTERNATIONAL B.V. EUROPE Y 6 3.3 2,500,000 0 > 95%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 3 1.0 2,500,000 0 > 95%
SANMINA CORPORATION AMERICAS Y 2 1.0 2,500,000 0 < 5%
SANOFI EUROPE Y 5 2.3 5,000,000 1 > 95%
SASOL LTD EUROPE 2 1.3 2,500,000 0 > 95%
SCENTRE MANAGEMENT LIMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
SCHAEFFLER AG EUROPE Y 4 2.7 2,500,000 0 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 3 1.0 2,500,000 0 > 95%
SCHNEIDER ELECTRIC SE EUROPE 1 0.3 2,500,000 0 > 95%
SEALED AIR CORPORATION AMERICAS Y 3 1.0 2,500,000 0 < 5%
SELECTA GROUP B.V. EUROPE Y 8 6.3 2,500,000 1 > 95%
SEMPRA ENERGY AMERICAS Y 5 2.3 5,000,000 2 5-25%
SES EUROPE Y 6 2.3 5,000,000 1 > 95%
SHIMIZU CORPORATION JAPAN Y 5 2.7 2,500,000 0 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 1 0.3 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 6 3.0 5,000,000 1 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 7 4.0 12,500,000 4 < 5%
SINGAPORE AIRLINES LIMITED ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 8 5.7 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
SIRIUS XM RADIO INC. AMERICAS Y 2 1.0 2,500,000 0 < 5%
SITE CENTERS CORP. AMERICAS 1 0.3 2,500,000 0 < 5%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 5 2.7 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 1 0.3 2,500,000 0 > 95%
SKY LIMITED EUROPE Y 4 2.3 5,000,000 1 > 95%
SLOVAK REPUBLIC SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY EUROPE Y 4 2.0 2,500,000 0 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 5 2.7 2,500,000 0 > 95%
SOCIETE AIR FRANCE EUROPE 1 0.3 2,500,000 0 > 95%
SOCIETE GENERALE EUROPE Y 9 7.7 17,500,000 2 > 95%
SODEXO EUROPE Y 1 0.3 2,500,000 0 > 95%
SOFTBANK GROUP CORP. JAPAN Y 12 10.7 20,000,000 4 > 95%
SOLVAY EUROPE Y 7 3.7 7,500,000 1 > 95%
SONY CORPORATION JAPAN Y 6 4.0 2,500,000 0 > 95%
SOUTHERN WATER SERVICES LIMITED EUROPE 1 0.7 2,500,000 0 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 7 5.3 12,500,000 5 < 5%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 6 4.0 5,000,000 1 < 5%
SPRINT COMMUNICATIONS, INC. AMERICAS Y 5 3.0 5,000,000 1 < 5%
SSE PLC EUROPE Y 6 2.3 5,000,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 6 3.3 2,500,000 0 > 95%
STANDARD CHARTERED PLC EUROPE Y 10 8.3 50,000,000 4 > 95%
STAPLES, INC. AMERICAS Y 9 5.7 12,500,000 5 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 13 8.3 7,500,000 1 > 95%
STATE GRID CORPORATION OF CHINA ASIA EX-JAPAN Y 9 5.7 2,500,000 0 > 95%
STATE OF CALIFORNIA AMERICAS Y 1 0.3 2,500,000 0 > 95%
STATE OF CONNECTICUT AMERICAS Y 0 0.0 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 0 0.0 2,500,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 4 1.7 2,500,000 0 > 95%
STATE OF KUWAIT SOVEREIGN 1 0.3 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 8 6.0 22,500,000 4 > 95%
STENA AKTIEBOLAG EUROPE Y 7 4.7 7,500,000 2 > 95%
STMICROELECTRONICS N.V. EUROPE Y 3 1.0 5,000,000 1 > 95%
STONEGATE PUB COMPANY FINANCING PLC EUROPE Y 4 2.7 2,500,000 1 > 95%
STORA ENSO OYJ EUROPE Y 6 3.3 5,000,000 1 > 95%
SUEDZUCKER AG EUROPE Y 5 2.7 5,000,000 1 > 95%
SULTANATE OF OMAN SOVEREIGN 7 4.3 5,000,000 0 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 7 4.3 2,500,000 0 > 95%
SUMITOMO CORPORATION JAPAN Y 7 4.0 5,000,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 2 0.7 2,500,000 0 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 8 3.7 2,500,000 0 > 95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN Y 8 5.7 2,500,000 0 > 95%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 3 1.3 2,500,000 0 > 95%
SUPERVALU INC. AMERICAS Y 5 2.3 2,500,000 0 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 0 0.0 2,500,000 0 > 95%
SVENSKA HANDELSBANKEN AB EUROPE Y 1 0.3 2,500,000 0 > 95%
SWEDBANK AB EUROPE 1 0.3 2,500,000 0 > 95%
SWEDISH MATCH AB EUROPE Y 1 0.3 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 9 5.7 5,000,000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 8 5.3 7,500,000 1 > 95%
SYNGENTA AG EUROPE Y 2 1.3 2,500,000 0 > 95%
SYNLAB UNSECURED BONDCO PLC EUROPE Y 5 2.3 2,500,000 0 > 95%
T-MOBILE USA, INC. AMERICAS Y 7 5.0 5,000,000 1 < 5%
TAISEI CORPORATION JAPAN Y 0 0.0 2,500,000 0 > 95%
TAKEDA PHARMACEUTICAL COMPANY LIMITED JAPAN Y 6 2.7 2,500,000 0 > 95%
TALEN ENERGY SUPPLY, LLC AMERICAS Y 5 2.7 2,500,000 1 < 5%
TARGA RESOURCES PARTNERS LP AMERICAS Y 6 3.7 2,500,000 0 < 5%
TARGET CORPORATION AMERICAS Y 6 4.0 7,500,000 2 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 1 0.3 2,500,000 0 > 95%
TDC A/S EUROPE Y 4 2.0 2,500,000 0 > 95%
TECHEM GMBH EUROPE Y 0 0.0 2,500,000 0 > 95%
TECHNIPFMC PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
TECK RESOURCES LIMITED AMERICAS Y 7 5.0 10,000,000 4 < 5%
TEGNA INC. AMERICAS Y 2 1.0 2,500,000 1 < 5%
TELECOM ITALIA SPA EUROPE Y 8 5.3 12,500,000 3 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 3 2.0 2,500,000 0 > 95%
TELEFONICA, S.A. EUROPE Y 10 6.7 20,000,000 3 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 1 0.3 2,500,000 0 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 6 3.0 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 3 1.3 5,000,000 1 > 95%
TELIA COMPANY AB EUROPE Y 3 1.0 5,000,000 0 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 0 0.0 2,500,000 0 > 95%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 2 0.7 2,500,000 0 > 95%
TENCENT HOLDINGS LIMITED ASIA EX-JAPAN Y 10 7.3 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 6 4.7 10,000,000 3 < 5%
TEOLLISUUDEN VOIMA OYJ EUROPE Y 2 0.7 2,500,000 0 > 95%
TESCO PLC EUROPE Y 9 6.0 12,500,000 2 > 95%
TESLA, INC. AMERICAS Y 7 6.3 5,000,000 2 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS Y 9 6.7 2,500,000 2 < 5%
TEXTRON INC. AMERICAS 0 0.0 2,500,000 0 < 5%
THALES EUROPE Y 1 0.3 2,500,000 0 > 95%
THE ADT SECURITY CORPORATION AMERICAS Y 10 6.3 2,500,000 1 < 5%
THE AES CORPORATION AMERICAS Y 7 3.3 5,000,000 1 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 5 3.0 5,000,000 3 < 5%
THE BANK OF NOVA SCOTIA AMERICAS 2 0.7 2,500,000 0 < 5%
THE BOEING COMPANY AMERICAS Y 7 6.0 17,500,000 6 < 5%
THE CLOROX COMPANY AMERICAS 1 0.7 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 8 4.7 12,500,000 3 < 5%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 5 3.0 5,000,000 0 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 5 3.3 7,500,000 1 > 95%
THE GAP, INC. AMERICAS Y 7 4.7 12,500,000 4 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 7 5.3 20,000,000 2 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 9 6.0 7,500,000 3 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 7 4.3 10,000,000 4 < 5%
THE HERTZ CORPORATION AMERICAS Y 10 7.7 15,000,000 9 < 5%
THE HOME DEPOT, INC. AMERICAS Y 5 2.7 7,500,000 2 < 5%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 8 5.3 2,500,000 0 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 1 0.7 2,500,000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 0 0.0 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 6 3.3 5,000,000 0 > 95%
THE KROGER CO. AMERICAS Y 7 4.3 10,000,000 3 < 5%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 7 4.0 10,000,000 2 5-25%
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY EUROPE Y 9 6.7 15,000,000 2 > 95%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 8 5.3 12,500,000 4 < 5%
THE SOUTHERN COMPANY AMERICAS Y 7 7.0 7,500,000 2 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 7 4.3 7,500,000 3 < 5%
THE WESTERN UNION COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
THE WHARF (HOLDINGS) LIMITED ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 8 5.3 10,000,000 3 < 5%
THYSSENKRUPP AG EUROPE Y 10 6.0 10,000,000 2 > 95%
TIME WARNER CABLE, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED JAPAN Y 7 4.0 2,500,000 0 > 95%
TOLL BROTHERS, INC. AMERICAS Y 5 3.3 7,500,000 2 < 5%
TOSHIBA CORPORATION JAPAN Y 7 4.0 2,500,000 0 > 95%
TOTAL SA EUROPE Y 9 6.3 15,000,000 2 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 10 7.0 5,000,000 1 > 95%
TRANSCANADA PIPELINES LIMITED AMERICAS 2 0.7 2,500,000 0 < 5%
TRANSDIGM INC. AMERICAS Y 8 5.0 5,000,000 1 < 5%
TRANSOCEAN INC. AMERICAS Y 8 6.7 15,000,000 5 < 5%
TUI AG EUROPE Y 8 5.7 10,000,000 3 > 95%
TWDC ENTERPRISES 18 CORP. AMERICAS 2 0.7 2,500,000 0 25-75%
TYSON FOODS, INC. AMERICAS Y 7 3.3 7,500,000 2 < 5%
UBS AG EUROPE Y 5 2.3 7,500,000 1 > 95%
UBS GROUP AG EUROPE Y 6 4.0 5,000,000 1 > 95%
UCB EUROPE Y 1 0.3 2,500,000 0 > 95%
UKRAINE SOVEREIGN Y 8 4.7 15,000,000 2 > 95%
UNIBAIL-RODAMCO-WESTFIELD SE EUROPE Y 7 5.0 12,500,000 2 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 11 7.7 17,500,000 3 > 95%
UNILABS SUBHOLDING AB (PUBL) EUROPE Y 4 1.7 2,500,000 0 > 95%
UNILEVER N.V. EUROPE Y 3 1.3 5,000,000 1 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 4 1.7 7,500,000 2 < 5%
UNIONE DI BANCHE ITALIANE SOCIETA PER AZIONI EUROPE 0 0.0 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 8 5.0 2,500,000 1 < 5%
UNITED AIRLINES HOLDINGS, INC. AMERICAS Y 7 5.7 7,500,000 3 5-25%
UNITED GROUP B.V. EUROPE Y 3 1.7 2,500,000 0 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 4 1.3 12,500,000 1 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 11 9.3 225,000,000 29 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 1 0.7 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 8 4.0 12,500,000 3 < 5%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 4 2.7 5,000,000 1 < 5%
UNITED STATES OF AMERICA SOVEREIGN Y 1 0.3 2,500,000 0 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 9 6.3 12,500,000 6 < 5%
UNITED UTILITIES PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 7 3.3 7,500,000 2 5-25%
UNITI GROUP INC. AMERICAS Y 4 3.7 5,000,000 1 < 5%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 4 1.7 2,500,000 1 < 5%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 6 5.3 2,500,000 1 < 5%
UPC HOLDING B.V. EUROPE Y 7 4.0 2,500,000 0 > 95%
UPM-KYMMENE OYJ EUROPE Y 2 1.0 2,500,000 0 > 95%
VALE SA AMERICAS Y 7 4.7 2,500,000 1 > 95%
VALEO EUROPE Y 9 6.0 12,500,000 4 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 7 3.0 7,500,000 3 < 5%
VANKE REAL ESTATE (HONG KONG) COMPANY LIMITED ASIA EX-JAPAN 6 3.7 2,500,000 0 > 95%
VATTENFALL AB EUROPE Y 2 0.7 2,500,000 0 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 6 2.0 5,000,000 1 > 95%
VERISURE MIDHOLDING AB EUROPE Y 3 1.0 2,500,000 0 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 7 6.7 50,000,000 5 < 5%
VIACOMCBS INC. AMERICAS 8 5.7 12,500,000 4 < 5%
VINCI EUROPE Y 6 3.3 2,500,000 1 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 5 4.3 5,000,000 2 > 95%
VISTRA ENERGY CORP. AMERICAS Y 5 3.0 2,500,000 0 < 5%
VIVENDI EUROPE Y 4 2.3 5,000,000 1 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 10 5.3 12,500,000 2 > 95%
VODAFONE WEST GMBH EUROPE 5 2.0 2,500,000 0 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 10 8.0 22,500,000 3 > 95%
VOLVO CAR AB EUROPE Y 3 1.0 2,500,000 0 > 95%
VORNADO REALTY L.P. AMERICAS Y 0 0.0 2,500,000 0 < 5%
VUE INTERNATIONAL BIDCO PLC EUROPE Y 6 4.3 2,500,000 1 > 95%
WALMART INC. AMERICAS Y 3 1.3 5,000,000 2 < 5%
WELLS FARGO & COMPANY AMERICAS Y 6 3.7 15,000,000 2 < 5%
WELLTOWER INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
WENDEL EUROPE Y 5 3.0 5,000,000 1 > 95%
WESFARMERS LIMITED AUSTRALIA NZ Y 1 0.3 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 8 4.3 10,000,000 1 > 95%
WESTROCK MWV, LLC AMERICAS Y 4 2.3 5,000,000 3 < 5%
WEYERHAEUSER COMPANY AMERICAS Y 4 1.7 7,500,000 2 < 5%
WHIRLPOOL CORPORATION AMERICAS Y 7 4.3 12,500,000 3 < 5%
WIND ACQUISITION FINANCE S.A. EUROPE Y 2 1.0 2,500,000 0 > 95%
WIND TRE S.P.A. EUROPE Y 2 1.0 2,500,000 0 > 95%
WIRECARD AG EUROPE 4 2.7 5,000,000 1 > 95%
WOLTERS KLUWER N.V. EUROPE Y 1 0.3 2,500,000 0 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 4 1.3 2,500,000 0 > 95%
WOOLWORTHS GROUP LIMITED AUSTRALIA NZ Y 3 1.0 2,500,000 0 > 95%
WOORI BANK ASIA EX-JAPAN Y 9 6.0 5,000,000 0 > 95%
WPP 2005 LIMITED EUROPE Y 5 3.7 5,000,000 1 > 95%
XEROX CORPORATION AMERICAS Y 7 3.7 10,000,000 2 < 5%
XLIT LTD. AMERICAS Y 3 1.3 5,000,000 2 < 5%
YUM! BRANDS, INC. AMERICAS Y 6 3.3 5,000,000 1 < 5%
ZIGGO BOND COMPANY B.V. EUROPE Y 6 4.0 2,500,000 0 > 95%
ZURICH INSURANCE COMPANY LTD EUROPE Y 10 7.0 7,500,000 1 > 95%
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