Skip to main content

Top 1000 Single Names 12-24-2022 through 03-24-2023

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

The sample covers the three month period beginning December 24, 2022 through March 24, 2023

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%
ABU DHABI SOVEREIGN Y 3 1.3 22,500,000 2 75-95%
ACCOR EUROPE Y 3 1.7 50,000,000 8 75-95%
ACOM CO., LTD. JAPAN 6 3.0 2,500,000 0 > 95%
ADECCO GROUP AG EUROPE Y 1 0.3 5,000,000 1 > 95%
ADLER REAL ESTATE AKTIENGESELLSCHAFT EUROPE 3 1.0 5,000,000 2 75-95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 5 2.7 12,500,000 2 5-25%
AEGON N.V. EUROPE Y 12 7.0 50,000,000 6 75-95%
AEON CO., LTD. JAPAN 7 3.7 2,500,000 1 75-95%
AETNA INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
AIR FRANCE - KLM EUROPE Y 4 2.7 12,500,000 4 75-95%
AIRBUS SE EUROPE Y 10 4.7 75,000,000 8 75-95%
AKTIEBOLAGET ELECTROLUX EUROPE 2 0.7 10,000,000 1 > 95%
AKTIEBOLAGET VOLVO EUROPE 8 3.3 17,500,000 4 75-95%
AKZO NOBEL N.V. EUROPE 7 2.3 50,000,000 7 75-95%
ALIBABA GROUP HOLDING LIMITED ASIA EX-JAPAN 1 0.3 5,000,000 1 25-75%
ALLIANZ SE EUROPE Y 11 7.7 50,000,000 5 75-95%
ALLY FINANCIAL INC. AMERICAS Y 7 3.3 50,000,000 16 < 5%
ALSTOM EUROPE Y 7 3.0 50,000,000 4 75-95%
ALTICE FINCO S.A. EUROPE 4 2.0 15,000,000 5 75-95%
ALTICE FRANCE EUROPE Y 7 5.0 75,000,000 13 75-95%
ALTICE FRANCE HOLDING S.A. EUROPE 0 0.0 2,500,000 0 > 95%
ALTRIA GROUP, INC. AMERICAS Y 7 3.3 50,000,000 5 < 5%
AMAZON.COM, INC. AMERICAS 0 0.0 2,500,000 0 < 5%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 0 0.0 2,500,000 0 > 95%
AMERICAN AIRLINES GROUP INC. AMERICAS Y 6 3.7 75,000,000 16 < 5%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 6 3.3 22,500,000 6 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 7 3.0 22,500,000 3 < 5%
AMERICAN EXPRESS COMPANY AMERICAS Y 1 0.3 12,500,000 3 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 3 1.0 15,000,000 4 < 5%
AMERICAN TOWER CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
AMGEN INC. AMERICAS Y 4 1.7 50,000,000 4 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 5 2.7 7,500,000 2 < 5%
ANA HOLDINGS INC. JAPAN 10 5.3 5,000,000 1 75-95%
ANGLO AMERICAN PLC EUROPE 11 6.3 100,000,000 14 75-95%
ANHEUSER-BUSCH INBEV EUROPE 8 3.7 75,000,000 5 75-95%
ANTERO RESOURCES CORPORATION AMERICAS Y 6 4.3 5,000,000 1 < 5%
ANYWHERE REAL ESTATE GROUP LLC AMERICAS Y 6 2.3 10,000,000 3 < 5%
APACHE CORPORATION AMERICAS Y 8 3.0 22,500,000 5 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 8 5.0 50,000,000 16 > 95%
ARAMARK SERVICES, INC. AMERICAS Y 2 1.0 5,000,000 1 < 5%
ARCELORMITTAL EUROPE Y 10 5.7 100,000,000 14 75-95%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE 2 1.7 15,000,000 5 75-95%
ARGENTINE REPUBLIC SOVEREIGN Y 5 2.0 7,500,000 3 25-75%
ARROW ELECTRONICS, INC. AMERICAS Y 5 2.0 17,500,000 4 < 5%
ASHLAND INC. AMERICAS Y 5 2.3 2,500,000 0 < 5%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE 11 8.3 50,000,000 7 75-95%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 10 4.0 7,500,000 3 < 5%
ASTRAZENECA PLC EUROPE Y 7 3.0 50,000,000 3 75-95%
AT&T INC. AMERICAS Y 9 4.7 100,000,000 10 < 5%
ATLANTIA S.P.A. EUROPE 2 0.7 10,000,000 2 25-75%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ 3 1.0 7,500,000 1 75-95%
AUTOSTRADE PER L'ITALIA S.P.A. EUROPE 1 0.7 2,500,000 0 > 95%
AUTOZONE, INC. AMERICAS Y 3 1.0 15,000,000 3 < 5%
AVIENT CORPORATION AMERICAS Y 3 1.7 5,000,000 1 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 7 3.3 20,000,000 5 < 5%
AVIVA PLC EUROPE Y 11 7.0 25,000,000 5 75-95%
AVNET, INC. AMERICAS Y 6 2.7 20,000,000 5 < 5%
AVON PRODUCTS, INC. AMERICAS Y 4 1.7 2,500,000 1 < 5%
AXA EUROPE Y 13 7.7 50,000,000 6 75-95%
BAE SYSTEMS PLC EUROPE 9 3.7 25,000,000 3 75-95%
BAIDU, INC. ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
BALL CORPORATION AMERICAS Y 3 1.0 5,000,000 1 < 5%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE 1 0.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE 10 5.0 50,000,000 6 75-95%
BANCO BPM SOCIETA' PER AZIONI EUROPE 0 0.0 2,500,000 0 25-75%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE 0 0.0 2,500,000 0 25-75%
BANCO DO BRASIL S.A. AMERICAS Y 1 0.3 5,000,000 1 25-75%
BANCO SANTANDER, S.A. EUROPE 10 8.0 75,000,000 9 75-95%
BANK OF AMERICA CORPORATION AMERICAS 7 3.3 100,000,000 9 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN 8 3.0 50,000,000 4 > 95%
BANK OF INDIA ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE 5 2.3 50,000,000 2 75-95%
BARCLAYS PLC EUROPE Y 13 9.3 75,000,000 12 75-95%
BARRICK GOLD CORPORATION AMERICAS Y 7 2.7 15,000,000 3 < 5%
BASF SE EUROPE Y 8 3.3 100,000,000 10 75-95%
BATH & BODY WORKS, INC. AMERICAS Y 7 3.0 20,000,000 4 < 5%
BAUSCH HEALTH COMPANIES INC. AMERICAS Y 3 1.3 12,500,000 3 < 5%
BAXTER INTERNATIONAL INC. AMERICAS Y 8 4.0 50,000,000 7 < 5%
BAYER AKTIENGESELLSCHAFT EUROPE 6 2.7 25,000,000 4 75-95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE 9 3.7 75,000,000 7 75-95%
BEAZER HOMES USA, INC. AMERICAS Y 5 2.7 25,000,000 9 < 5%
BECTON, DICKINSON AND COMPANY AMERICAS 0 0.0 2,500,000 0 < 5%
BERKSHIRE HATHAWAY INC. AMERICAS Y 5 1.7 22,500,000 3 < 5%
BERTELSMANN SE & CO. KGAA EUROPE 6 2.0 50,000,000 6 75-95%
BEST BUY CO., INC. AMERICAS Y 6 2.7 17,500,000 3 < 5%
BHP GROUP LIMITED AUSTRALIA NZ 1 0.3 5,000,000 1 75-95%
BLOCK FINANCIAL LLC AMERICAS Y 2 0.7 17,500,000 3 < 5%
BNP PARIBAS EUROPE Y 9 6.0 75,000,000 10 25-75%
BOC AVIATION LIMITED ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
BOMBARDIER INC. AMERICAS Y 7 3.0 17,500,000 5 < 5%
BOPARAN FINANCE PLC EUROPE 4 1.3 7,500,000 2 75-95%
BORGWARNER INC. AMERICAS Y 4 1.7 10,000,000 2 < 5%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 0 0.0 2,500,000 0 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 4 1.3 17,500,000 3 5-25%
BOUYGUES EUROPE Y 5 2.3 20,000,000 3 75-95%
BOYD GAMING CORPORATION AMERICAS Y 8 5.3 5,000,000 1 < 5%
BP P.L.C. EUROPE Y 9 5.0 150,000,000 13 75-95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 8 3.0 50,000,000 3 5-25%
BRITISH AIRWAYS PLC EUROPE 0 0.0 2,500,000 0 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE 10 5.0 50,000,000 6 75-95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE 7 3.0 125,000,000 12 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS 1 0.3 2,500,000 0 < 5%
CABLE & WIRELESS LIMITED EUROPE 2 0.7 2,500,000 1 > 95%
CAESARS ENTERTAINMENT, INC. AMERICAS Y 6 3.0 2,500,000 0 < 5%
CALPINE CORPORATION AMERICAS Y 3 1.7 22,500,000 4 < 5%
CAMPBELL SOUP COMPANY AMERICAS Y 3 1.0 20,000,000 3 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 6 2.3 17,500,000 3 < 5%
CAPGEMINI EUROPE Y 0 0.0 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 2 0.7 17,500,000 3 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 1 0.3 2,500,000 0 < 5%
CAPITALAND GROUP PTE. LTD. ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 3 1.0 12,500,000 3 < 5%
CARLSBERG BREWERIES A/S EUROPE 6 2.3 15,000,000 2 75-95%
CARNIVAL CORPORATION AMERICAS Y 10 4.3 50,000,000 13 < 5%
CARREFOUR EUROPE Y 8 4.0 75,000,000 10 75-95%
CARVANA CO. AMERICAS Y 4 1.7 2,500,000 0 < 5%
CASINO GUICHARD-PERRACHON EUROPE 7 3.7 75,000,000 18 75-95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
CATERPILLAR INC. AMERICAS Y 3 1.0 15,000,000 3 5-25%
CCO HOLDINGS, LLC AMERICAS Y 5 3.3 50,000,000 7 < 5%
CECONOMY AG EUROPE Y 4 1.7 20,000,000 6 > 95%
CELLNEX TELECOM, S.A. EUROPE 7 4.3 25,000,000 6 25-75%
CEMEX, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 0 0.0 2,500,000 0 < 5%
CENTRAL JAPAN RAILWAY COMPANY JAPAN 0 0.0 2,500,000 0 > 95%
CENTRICA PLC EUROPE Y 6 2.3 75,000,000 7 > 95%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 4 1.7 2,500,000 0 < 5%
CHINA CINDA (HK) HOLDINGS COMPANY LIMITED ASIA EX-JAPAN 4 1.3 2,500,000 0 > 95%
CHINA CONSTRUCTION BANK CORPORATION ASIA EX-JAPAN 7 3.3 10,000,000 1 > 95%
CHINA DEVELOPMENT BANK ASIA EX-JAPAN 3 1.0 10,000,000 1 > 95%
CHINA HUARONG INTERNATIONAL HOLDINGS LIMITED ASIA EX-JAPAN 4 1.7 5,000,000 1 75-95%
CHINA NATIONAL CHEMICAL CORPORATION LIMITED ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
CHINA ORIENT ASSET MANAGEMENT (INTERNATIONAL) HOLDING LIMITED ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
CHINA PETROCHEMICAL CORPORATION ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
CHUBB LIMITED AMERICAS Y 3 1.0 10,000,000 2 5-25%
CIGNA CORPORATION AMERICAS Y 0 0.0 2,500,000 0 < 5%
CIRSA FINANCE INTERNATIONAL S.A R.L. EUROPE 4 1.3 2,500,000 0 25-75%
CISCO SYSTEMS, INC. AMERICAS Y 3 1.0 10,000,000 2 < 5%
CITIC LIMITED ASIA EX-JAPAN 6 2.3 2,500,000 0 25-75%
CITIGROUP INC. AMERICAS 8 5.7 50,000,000 5 < 5%
CLARIANT AG EUROPE Y 0 0.0 20,000,000 4 > 95%
CLEVELAND-CLIFFS INC. AMERICAS Y 3 1.7 15,000,000 6 < 5%
CLEVELAND-CLIFFS STEEL CORPORATION AMERICAS 2 0.7 2,500,000 0 < 5%
CMA CGM EUROPE 4 2.7 25,000,000 7 75-95%
CNH INDUSTRIAL N.V. EUROPE 7 3.3 17,500,000 4 75-95%
COMCAST CORPORATION AMERICAS Y 5 2.3 50,000,000 5 < 5%
COMISION FEDERAL DE ELECTRICIDAD AMERICAS 1 0.3 2,500,000 0 > 95%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE 10 8.0 50,000,000 9 75-95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ 3 1.7 7,500,000 1 75-95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN 5 2.0 50,000,000 2 > 95%
COMMSCOPE, INC. AMERICAS Y 3 1.3 2,500,000 0 < 5%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 3 1.3 10,000,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE 6 2.0 20,000,000 3 75-95%
COMPAGNIE FINANCIERE MICHELIN EUROPE 6 3.3 5,000,000 1 75-95%
COMPASS GROUP PLC EUROPE 5 1.7 50,000,000 5 75-95%
CONAGRA BRANDS, INC. AMERICAS Y 4 1.3 15,000,000 4 < 5%
CONOCOPHILLIPS AMERICAS Y 4 1.3 17,500,000 3 5-25%
CONSTELLATION BRANDS, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
CONSTELLATION ENERGY GENERATION, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
CONSTELLIUM SE EUROPE Y 2 1.0 5,000,000 2 25-75%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE 7 3.0 50,000,000 5 75-95%
COOEPERATIEVE RABOBANK U.A. EUROPE 9 5.0 50,000,000 4 25-75%
COX COMMUNICATIONS, INC. AMERICAS Y 3 1.0 12,500,000 2 < 5%
CREDIT AGRICOLE SA EUROPE 9 6.3 50,000,000 7 75-95%
CREDIT SAISON CO., LTD. JAPAN 0 0.0 2,500,000 0 > 95%
CREDIT SUISSE GROUP AG EUROPE 11 9.3 175,000,000 40 75-95%
CROWN EUROPEAN HOLDINGS EUROPE Y 3 1.7 2,500,000 0 75-95%
CSC HOLDINGS, LLC AMERICAS Y 6 2.7 12,500,000 3 < 5%
CSX CORPORATION AMERICAS Y 2 0.7 17,500,000 3 < 5%
CVS HEALTH CORPORATION AMERICAS Y 9 4.0 25,000,000 4 5-25%
CZECH REPUBLIC SOVEREIGN 2 1.0 2,500,000 0 25-75%
D.R. HORTON, INC. AMERICAS Y 5 2.0 50,000,000 4 < 5%
DANAHER CORPORATION AMERICAS Y 2 0.7 12,500,000 2 < 5%
DANONE EUROPE Y 8 3.0 22,500,000 3 75-95%
DANSKE BANK A/S EUROPE 8 5.3 25,000,000 4 75-95%
DARDEN RESTAURANTS, INC. AMERICAS Y 4 1.3 17,500,000 3 < 5%
DAVITA INC. AMERICAS Y 2 1.0 2,500,000 1 < 5%
DBS BANK LTD. ASIA EX-JAPAN 4 1.7 2,500,000 0 > 95%
DEERE & COMPANY AMERICAS Y 5 2.0 15,000,000 3 5-25%
DELL INC. AMERICAS Y 3 1.3 25,000,000 5 < 5%
DELTA AIR LINES, INC. AMERICAS Y 4 2.0 12,500,000 4 < 5%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE 12 10.0 125,000,000 17 75-95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE 5 2.7 50,000,000 7 75-95%
DEUTSCHE POST AG EUROPE Y 3 1.0 7,500,000 1 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 6 2.7 75,000,000 8 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 5 2.7 50,000,000 7 < 5%
DIAGEO PLC EUROPE Y 5 2.0 15,000,000 2 75-95%
DIAMOND SPORTS GROUP, LLC AMERICAS Y 4 2.0 2,500,000 0 < 5%
DISH DBS CORPORATION AMERICAS Y 6 2.7 22,500,000 9 < 5%
DMG MORI CO., LTD. JAPAN 0 0.0 2,500,000 0 > 95%
DOMINICAN REPUBLIC SOVEREIGN Y 5 1.7 2,500,000 0 > 95%
DOMINION ENERGY, INC. AMERICAS Y 8 3.3 50,000,000 5 5-25%
DOMTAR CORPORATION AMERICAS Y 5 1.7 7,500,000 2 < 5%
DUBAI SOVEREIGN 0 0.0 5,000,000 0 75-95%
DUFRY ONE B.V. EUROPE 2 1.0 2,500,000 0 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 1 0.3 7,500,000 1 < 5%
DXC TECHNOLOGY COMPANY AMERICAS Y 2 0.7 10,000,000 3 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 4 1.3 5,000,000 1 < 5%
E.ON SE EUROPE 6 3.0 75,000,000 8 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN 6 2.7 5,000,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 7 3.3 20,000,000 4 < 5%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE 0 0.0 50,000,000 5 > 95%
EDP FINANCE B.V. EUROPE 9 5.0 50,000,000 3 25-75%
EG GLOBAL FINANCE PLC EUROPE 3 1.7 2,500,000 0 25-75%
EIDP, INC. AMERICAS Y 4 1.3 5,000,000 1 < 5%
ELECTRICITE DE FRANCE EUROPE Y 10 5.0 125,000,000 12 75-95%
ELIS EUROPE 4 1.7 7,500,000 2 75-95%
ELO EUROPE Y 6 2.7 50,000,000 8 75-95%
ENBRIDGE INC. AMERICAS Y 8 3.3 17,500,000 5 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE 8 3.0 50,000,000 4 75-95%
ENEL S.P.A. EUROPE 11 6.3 100,000,000 12 75-95%
ENEOS HOLDINGS, INC. JAPAN 0 0.0 2,500,000 0 > 95%
ENERGY TRANSFER LP AMERICAS Y 2 0.7 12,500,000 3 < 5%
ENGIE EUROPE Y 7 3.0 75,000,000 8 75-95%
ENI S.P.A. EUROPE Y 9 3.3 75,000,000 8 75-95%
EP INFRASTRUCTURE, A.S. EUROPE 5 1.7 2,500,000 0 > 95%
EQM MIDSTREAM PARTNERS, LP AMERICAS Y 6 3.0 2,500,000 0 < 5%
EQUINIX, INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
EQUINOR ASA EUROPE Y 5 1.7 75,000,000 6 75-95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 2 0.7 7,500,000 1 < 5%
ESKOM HOLDINGS SOC LIMITED EUROPE 1 0.3 2,500,000 0 25-75%
EXELON CORPORATION AMERICAS Y 2 0.7 15,000,000 3 < 5%
EXPEDIA GROUP, INC. AMERICAS Y 5 1.7 50,000,000 4 < 5%
EXPERIAN FINANCE PLC EUROPE 2 0.7 5,000,000 1 25-75%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN 2 0.7 5,000,000 1 75-95%
FAURECIA EUROPE Y 9 6.3 12,500,000 3 25-75%
FCC AQUALIA, S.A. EUROPE 3 1.0 2,500,000 0 5-25%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN 2 0.7 50,000,000 1 > 95%
FEDERAL REPUBLIC OF NIGERIA SOVEREIGN 0 0.0 2,500,000 0 25-75%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 10 9.0 475,000,000 57 75-95%
FEDEX CORPORATION AMERICAS Y 4 1.7 12,500,000 3 5-25%
FIRST-CITIZENS BANK & TRUST COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
FIRSTENERGY CORP. AMERICAS Y 5 1.7 12,500,000 3 < 5%
FISERV, INC. AMERICAS Y 2 0.7 5,000,000 0 < 5%
FORD MOTOR COMPANY AMERICAS Y 13 6.0 75,000,000 14 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 3 1.3 50,000,000 8 < 5%
FORTUM OYJ EUROPE Y 5 2.0 50,000,000 5 75-95%
FREEPORT-MCMORAN INC. AMERICAS Y 7 4.0 50,000,000 6 < 5%
FRENCH REPUBLIC SOVEREIGN 6 3.7 100,000,000 3 > 95%
FRESENIUS SE & CO. KGAA EUROPE 2 0.7 2,500,000 0 25-75%
FRONTIER COMMUNICATIONS HOLDINGS, LLC AMERICAS Y 6 2.3 2,500,000 1 < 5%
FUJITSU LIMITED JAPAN 7 3.7 2,500,000 0 75-95%
GALP ENERGIA, SGPS, S.A. EUROPE 1 0.3 12,500,000 3 75-95%
GARFUNKELUX HOLDCO 2 S.A. EUROPE 2 1.0 2,500,000 0 > 95%
GAZPROM PUBLIC JOINT STOCK COMPANY EUROPE 1 0.3 2,500,000 0 < 5%
GENERAL ELECTRIC COMPANY AMERICAS Y 7 3.0 25,000,000 5 < 5%
GENERAL MILLS, INC. AMERICAS Y 5 2.0 17,500,000 3 5-25%
GENERAL MOTORS COMPANY AMERICAS Y 12 5.7 75,000,000 14 < 5%
GENWORTH HOLDINGS, INC. AMERICAS Y 7 3.3 5,000,000 2 < 5%
GFL ENVIRONMENTAL INC. AMERICAS Y 4 1.3 2,500,000 0 < 5%
GKN HOLDINGS LIMITED EUROPE 2 0.7 2,500,000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE 11 6.7 100,000,000 15 75-95%
GRIFOLS, S.A. EUROPE 5 2.7 5,000,000 2 25-75%
GS CALTEX CORPORATION ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
GSK PLC EUROPE Y 7 2.7 20,000,000 2 75-95%
HALLIBURTON COMPANY AMERICAS Y 5 2.0 20,000,000 3 < 5%
HAMMERSON PLC EUROPE Y 2 1.3 2,500,000 0 25-75%
HANNOVER RUECK SE EUROPE Y 11 6.3 17,500,000 4 75-95%
HAPAG-LLOYD AKTIENGESELLSCHAFT EUROPE 1 0.3 7,500,000 3 > 95%
HCA INC. AMERICAS Y 5 1.7 22,500,000 5 < 5%
HD SUPPLY, INC. AMERICAS Y 3 1.3 2,500,000 0 < 5%
HEATHROW FUNDING LIMITED EUROPE 2 1.3 2,500,000 0 25-75%
HEIDELBERGCEMENT AG EUROPE Y 7 3.3 50,000,000 6 75-95%
HEINEKEN N.V. EUROPE 6 2.3 15,000,000 2 75-95%
HELLENIC REPUBLIC SOVEREIGN 3 1.0 20,000,000 2 75-95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE 0 0.0 2,500,000 1 > 95%
HENKEL AG & CO. KGAA EUROPE 6 2.0 15,000,000 2 25-75%
HESS CORPORATION AMERICAS Y 5 2.0 50,000,000 6 < 5%
HILTON DOMESTIC OPERATING COMPANY INC. AMERICAS Y 6 3.0 2,500,000 0 < 5%
HITACHI, LTD. JAPAN 7 3.3 2,500,000 0 75-95%
HOCHTIEF AKTIENGESELLSCHAFT EUROPE 7 2.7 17,500,000 2 75-95%
HOLCIM AG EUROPE Y 9 4.7 50,000,000 6 75-95%
HONDA MOTOR CO., LTD. JAPAN 8 4.0 2,500,000 1 75-95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 3 1.0 22,500,000 3 5-25%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 7 3.3 17,500,000 5 < 5%
HOWMET AEROSPACE INC. AMERICAS Y 4 1.3 5,000,000 1 < 5%
HP INC. AMERICAS Y 5 2.0 22,500,000 4 < 5%
HSBC BANK PLC EUROPE 2 0.7 12,500,000 1 25-75%
HSBC HOLDINGS PLC EUROPE 11 8.3 75,000,000 14 25-75%
HUMANA INC. AMERICAS 0 0.0 2,500,000 0 < 5%
HUNGARY SOVEREIGN Y 3 1.3 7,500,000 1 75-95%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 1 0.3 2,500,000 0 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE 5 2.0 75,000,000 7 > 95%
ICELAND BONDCO PLC EUROPE Y 5 2.0 5,000,000 2 75-95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 0 0.0 2,500,000 0 > 95%
IHEARTCOMMUNICATIONS, INC. AMERICAS Y 5 2.7 2,500,000 1 < 5%
IMPERIAL BRANDS PLC EUROPE Y 9 5.7 25,000,000 5 75-95%
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED ASIA EX-JAPAN 8 5.0 12,500,000 2 75-95%
INEOS GROUP HOLDINGS S.A. EUROPE 2 1.0 2,500,000 1 75-95%
ING BANK N.V. EUROPE 1 0.3 2,500,000 0 > 95%
ING GROEP N.V. EUROPE 12 7.3 50,000,000 5 75-95%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 9 5.0 22,500,000 4 5-25%
INTERNATIONAL CONSOLIDATED AIRLINES GROUP, S.A. EUROPE 5 3.3 2,500,000 1 25-75%
INTERNATIONAL GAME TECHNOLOGY PLC EUROPE 4 1.7 10,000,000 4 75-95%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 2 0.7 2,500,000 0 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 2 0.7 15,000,000 3 < 5%
INTESA SANPAOLO SPA EUROPE Y 12 8.3 100,000,000 12 75-95%
INTRUM AB EUROPE Y 6 2.7 15,000,000 3 > 95%
IRELAND SOVEREIGN 3 1.0 5,000,000 0 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 4 1.7 7,500,000 5 < 5%
ISTAR INC. AMERICAS Y 4 2.3 2,500,000 1 < 5%
ITOCHU CORPORATION JAPAN 10 5.0 5,000,000 1 75-95%
ITV PLC EUROPE Y 8 3.7 50,000,000 8 75-95%
J SAINSBURY PLC EUROPE Y 1 0.3 12,500,000 4 > 95%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE 9 7.0 75,000,000 16 75-95%
JAPAN SOVEREIGN Y 11 8.3 50,000,000 3 75-95%
JAPAN TOBACCO INC. JAPAN 9 6.3 5,000,000 1 > 95%
JFE HOLDINGS, INC. JAPAN 7 4.3 10,000,000 3 25-75%
JOHNSON & JOHNSON AMERICAS Y 7 2.7 25,000,000 3 < 5%
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY AMERICAS Y 4 1.7 15,000,000 2 < 5%
JPMORGAN CHASE & CO. AMERICAS 5 2.0 50,000,000 5 < 5%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 2 0.7 2,500,000 1 < 5%
K+S AKTIENGESELLSCHAFT EUROPE 4 1.7 2,500,000 0 75-95%
KAJIMA CORPORATION JAPAN 0 0.0 2,500,000 0 5-25%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN 6 4.0 10,000,000 3 25-75%
KAWASAKI KISEN KAISHA, LTD. JAPAN 11 6.3 5,000,000 1 75-95%
KB HOME AMERICAS Y 8 3.7 50,000,000 8 < 5%
KEB HANA BANK ASIA EX-JAPAN 2 0.7 2,500,000 0 > 95%
KELLOGG COMPANY AMERICAS 0 0.0 2,500,000 0 < 5%
KERING EUROPE Y 5 1.7 50,000,000 5 75-95%
KINDER MORGAN, INC. AMERICAS Y 2 0.7 22,500,000 3 < 5%
KINGDOM OF BAHRAIN SOVEREIGN Y 7 3.0 7,500,000 1 25-75%
KINGDOM OF BELGIUM SOVEREIGN 1 0.3 10,000,000 0 > 95%
KINGDOM OF MOROCCO SOVEREIGN 3 1.3 2,500,000 1 75-95%
KINGDOM OF NORWAY SOVEREIGN 2 1.0 2,500,000 0 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 9 6.3 225,000,000 13 75-95%
KINGDOM OF SPAIN SOVEREIGN 4 2.0 50,000,000 2 > 95%
KINGDOM OF SWEDEN SOVEREIGN 1 0.7 10,000,000 1 75-95%
KINGDOM OF THAILAND SOVEREIGN Y 4 2.0 25,000,000 3 75-95%
KINGDOM OF THE NETHERLANDS SOVEREIGN 1 0.3 2,500,000 0 75-95%
KINGFISHER PLC EUROPE Y 0 0.0 5,000,000 2 > 95%
KINTETSU GROUP HOLDINGS CO., LTD. JAPAN 8 4.0 2,500,000 1 > 95%
KLEPIERRE EUROPE 2 1.0 2,500,000 0 75-95%
KOBE STEEL, LTD. JAPAN 10 6.0 12,500,000 5 25-75%
KOHL'S CORPORATION AMERICAS Y 8 3.3 50,000,000 9 < 5%
KOMATSU LTD. JAPAN 7 3.3 5,000,000 1 75-95%
KONINKLIJKE AHOLD DELHAIZE N.V. EUROPE 6 2.0 50,000,000 6 75-95%
KONINKLIJKE DSM N.V. EUROPE 6 2.0 50,000,000 5 75-95%
KONINKLIJKE KPN N.V. EUROPE 8 4.0 50,000,000 7 75-95%
KONINKLIJKE PHILIPS N.V. EUROPE 7 2.7 20,000,000 3 75-95%
KOOKMIN BANK ASIA EX-JAPAN 0 0.0 2,500,000 0 < 5%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
KRAFT HEINZ FOODS COMPANY AMERICAS Y 3 1.0 17,500,000 4 < 5%
KT CORPORATION ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
LADBROKES CORAL GROUP LIMITED EUROPE 3 1.0 20,000,000 6 75-95%
LAGARDERE SA EUROPE Y 6 3.3 5,000,000 1 75-95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE 5 1.7 50,000,000 4 75-95%
LAMB WESTON HOLDINGS, INC. AMERICAS Y 3 2.0 10,000,000 2 < 5%
LANXESS AKTIENGESELLSCHAFT EUROPE 7 3.0 75,000,000 13 75-95%
LENNAR CORPORATION AMERICAS Y 3 2.0 25,000,000 5 < 5%
LEONARDO SOCIETA' PER AZIONI EUROPE 6 3.3 15,000,000 5 75-95%
LEVI STRAUSS & CO. AMERICAS Y 0 0.0 2,500,000 0 < 5%
LIBERTY INTERACTIVE LLC AMERICAS Y 5 2.0 7,500,000 4 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS Y 7 3.3 20,000,000 5 < 5%
LINDE GMBH EUROPE 0 0.0 10,000,000 2 > 95%
LLOYDS BANK PLC EUROPE 0 0.0 2,500,000 0 25-75%
LLOYDS BANKING GROUP PLC EUROPE 12 7.3 75,000,000 9 75-95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 4 2.3 15,000,000 2 5-25%
LOEWS CORPORATION AMERICAS Y 1 0.3 15,000,000 3 < 5%
LONGFOR GROUP HOLDINGS LIMITED ASIA EX-JAPAN 2 0.7 2,500,000 0 > 95%
LOUIS DREYFUS COMPANY B.V. EUROPE 9 5.0 12,500,000 3 25-75%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 2 0.7 5,000,000 1 < 5%
LOWE'S COMPANIES, INC. AMERICAS Y 8 3.7 50,000,000 5 < 5%
LOXAM EUROPE Y 6 2.7 2,500,000 1 25-75%
LUMEN TECHNOLOGIES, INC. AMERICAS Y 7 2.3 50,000,000 10 < 5%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 6 2.3 22,500,000 2 75-95%
M&G PLC EUROPE 2 0.7 2,500,000 0 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 3 1.3 50,000,000 7 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ 1 0.3 2,500,000 0 75-95%
MACY'S, INC. AMERICAS Y 8 5.0 50,000,000 9 < 5%
MALAYSIA SOVEREIGN Y 10 5.0 150,000,000 22 75-95%
MARATHON PETROLEUM CORPORATION AMERICAS Y 3 1.0 15,000,000 3 < 5%
MARKS AND SPENCER P.L.C. EUROPE 7 3.3 75,000,000 12 75-95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 7 3.0 17,500,000 4 5-25%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 2 1.0 7,500,000 2 < 5%
MARUBENI CORPORATION JAPAN 7 4.0 7,500,000 2 75-95%
MATTEL, INC. AMERICAS 0 0.0 2,500,000 0 > 95%
MATTERHORN TELECOM HOLDING S.A. EUROPE 6 2.7 2,500,000 0 > 95%
MAZDA MOTOR CORPORATION JAPAN 1 0.3 2,500,000 0 75-95%
MBIA INC. AMERICAS Y 3 1.3 2,500,000 1 < 5%
MCDONALD'S CORPORATION AMERICAS Y 5 1.7 20,000,000 3 < 5%
MCKESSON CORPORATION AMERICAS Y 4 1.3 50,000,000 4 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE 10 7.0 100,000,000 11 75-95%
MERCEDES-BENZ GROUP AG EUROPE 10 6.0 75,000,000 7 75-95%
MERITOR, INC. AMERICAS Y 1 0.3 2,500,000 0 < 5%
METLIFE, INC. AMERICAS Y 9 4.0 50,000,000 7 < 5%
METSA BOARD CORPORATION EUROPE 0 0.0 5,000,000 1 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 4 3.3 12,500,000 3 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 5 2.0 15,000,000 4 5-25%
MICROSOFT CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
MITSUBISHI CORPORATION JAPAN 7 3.7 5,000,000 1 75-95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN 1 0.3 2,500,000 0 75-95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN 5 3.0 2,500,000 0 75-95%
MITSUI & CO., LTD. JAPAN 9 4.3 5,000,000 1 75-95%
MITSUI CHEMICALS, INC. JAPAN 7 3.7 2,500,000 1 75-95%
MITSUI FUDOSAN CO., LTD. JAPAN 0 0.0 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN 11 7.0 15,000,000 5 75-95%
MIZUHO BANK, LTD. JAPAN 0 0.0 2,500,000 0 < 5%
MODULAIRE GLOBAL FINANCE PLC EUROPE 5 2.0 2,500,000 1 > 95%
MONDELEZ INTERNATIONAL, INC. AMERICAS Y 2 0.7 12,500,000 3 < 5%
MONITCHEM HOLDCO 3 S.A. EUROPE 6 2.3 2,500,000 1 25-75%
MORGAN STANLEY AMERICAS Y 9 7.0 50,000,000 7 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 3 1.0 20,000,000 3 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE 11 7.7 25,000,000 4 75-95%
MUFG BANK, LTD. JAPAN 1 0.3 2,500,000 0 > 95%
MURPHY OIL CORPORATION AMERICAS Y 4 1.7 7,500,000 2 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 4 1.7 15,000,000 5 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ 4 1.3 10,000,000 1 75-95%
NATIONAL GRID PLC EUROPE 6 2.0 50,000,000 5 75-95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 3 1.3 10,000,000 2 5-25%
NATURGY ENERGY GROUP, S.A. EUROPE 9 4.0 75,000,000 7 75-95%
NATWEST GROUP PLC EUROPE Y 11 6.3 75,000,000 8 75-95%
NATWEST MARKETS PLC EUROPE 2 0.7 7,500,000 0 > 95%
NAVIENT CORPORATION AMERICAS Y 2 0.7 10,000,000 4 < 5%
NEC CORPORATION JAPAN 6 3.0 2,500,000 0 75-95%
NESTLE S.A. EUROPE 8 3.3 17,500,000 2 > 95%
NETFLIX, INC. AMERICAS Y 4 2.3 7,500,000 1 < 5%
NEW ALBERTSONS L.P. AMERICAS Y 2 0.7 2,500,000 0 < 5%
NEWELL BRANDS INC. AMERICAS Y 4 1.3 20,000,000 5 < 5%
NEWMONT CORPORATION AMERICAS Y 3 1.0 17,500,000 3 < 5%
NEXI S.P.A. EUROPE 2 1.3 2,500,000 0 25-75%
NEXT PLC EUROPE Y 7 3.0 75,000,000 13 75-95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS Y 2 0.7 50,000,000 4 < 5%
NIDDA HEALTHCARE HOLDING GMBH EUROPE 0 0.0 2,500,000 0 5-25%
NIKE, INC. AMERICAS 0 0.0 2,500,000 0 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN 10 6.0 10,000,000 3 75-95%
NIPPON STEEL CORPORATION JAPAN 10 6.0 7,500,000 2 75-95%
NIPPON TELEGRAPH AND TELEPHONE CORPORATION JAPAN 3 1.3 2,500,000 0 75-95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 7 4.7 7,500,000 2 75-95%
NISSAN MOTOR CO., LTD. JAPAN 12 7.3 12,500,000 3 75-95%
NOKIA OYJ EUROPE Y 6 3.3 50,000,000 7 75-95%
NOMURA HOLDINGS, INC. JAPAN 5 2.7 5,000,000 1 75-95%
NORBORD INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
NORDSTROM, INC. AMERICAS Y 7 3.0 50,000,000 9 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 5 1.7 20,000,000 4 < 5%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 4 1.7 22,500,000 3 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 2 1.0 5,000,000 1 < 5%
NOVAFIVES EUROPE Y 2 0.7 2,500,000 1 25-75%
NOVARTIS AG EUROPE 1 0.3 2,500,000 0 > 95%
NRG ENERGY, INC. AMERICAS Y 7 5.0 25,000,000 7 < 5%
NUCOR CORPORATION AMERICAS 0 0.0 2,500,000 0 < 5%
NXP B.V. EUROPE Y 0 0.0 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS Y 5 1.7 25,000,000 5 < 5%
OI EUROPEAN GROUP B.V. EUROPE 2 1.7 2,500,000 2 25-75%
OJI HOLDINGS CORPORATION JAPAN 5 2.7 2,500,000 0 > 95%
OLIN CORPORATION AMERICAS Y 3 1.3 7,500,000 2 < 5%
OMNICOM GROUP INC. AMERICAS Y 5 2.0 20,000,000 3 5-25%
ONEMAIN FINANCE CORPORATION AMERICAS Y 2 1.0 10,000,000 3 < 5%
ORACLE CORPORATION AMERICAS Y 9 5.7 50,000,000 5 5-25%
ORANGE EUROPE Y 4 1.3 75,000,000 6 > 95%
ORANO EUROPE Y 1 0.3 2,500,000 0 > 95%
ORIX CORPORATION JAPAN 8 4.3 5,000,000 1 75-95%
OVINTIV CANADA ULC AMERICAS 0 0.0 2,500,000 0 < 5%
OVINTIV INC. AMERICAS Y 7 3.3 25,000,000 6 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS Y 6 2.0 10,000,000 2 < 5%
PACTIV LLC AMERICAS Y 4 1.3 5,000,000 2 < 5%
PANASONIC HOLDINGS CORPORATION JAPAN 8 3.7 2,500,000 0 75-95%
PARAMOUNT GLOBAL AMERICAS Y 7 2.7 50,000,000 6 < 5%
PEARSON PLC EUROPE Y 7 2.3 50,000,000 7 75-95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 8 6.7 475,000,000 27 75-95%
PEPSICO, INC. AMERICAS 1 0.7 2,500,000 0 < 5%
PERNOD RICARD EUROPE Y 4 1.3 10,000,000 1 75-95%
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA ASIA EX-JAPAN 4 1.7 2,500,000 0 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 7 3.3 50,000,000 4 75-95%
PETROLEOS MEXICANOS AMERICAS Y 8 4.7 50,000,000 7 75-95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN 4 1.3 2,500,000 0 > 95%
PFIZER INC. AMERICAS Y 6 3.3 50,000,000 4 5-25%
PG&E CORPORATION AMERICAS Y 7 3.7 2,500,000 1 < 5%
PICARD BONDCO S.A. EUROPE 6 3.0 5,000,000 2 25-75%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 2 1.3 5,000,000 1 25-75%
PITNEY BOWES INC. AMERICAS Y 4 1.7 12,500,000 6 < 5%
PORTUGUESE REPUBLIC SOVEREIGN 0 0.0 2,500,000 0 75-95%
POSCO HOLDINGS INC. ASIA EX-JAPAN 2 0.7 5,000,000 1 > 95%
POST HOLDINGS, INC. AMERICAS Y 5 3.0 2,500,000 1 < 5%
POSTNL N.V. EUROPE 4 2.0 20,000,000 3 75-95%
PREMIER FOODS FINANCE PLC EUROPE 0 0.0 5,000,000 1 75-95%
PRUDENTIAL FINANCIAL, INC. AMERICAS Y 8 4.0 50,000,000 6 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE 11 5.3 22,500,000 4 75-95%
PT INDONESIA ASAHAN ALUMINIUM PERSERO ASIA EX-JAPAN Y 4 1.3 2,500,000 0 > 95%
PT PERTAMINA (PERSERO) ASIA EX-JAPAN 3 1.0 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 6 2.3 75,000,000 8 75-95%
PULTEGROUP, INC. AMERICAS Y 6 2.7 17,500,000 5 < 5%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ 0 0.0 2,500,000 0 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 3 1.0 12,500,000 3 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 3 1.3 10,000,000 3 < 5%
RADIAN GROUP INC. AMERICAS Y 4 1.7 7,500,000 2 < 5%
RAKUTEN GROUP, INC. JAPAN 11 7.7 12,500,000 3 75-95%
RAYTHEON COMPANY AMERICAS Y 2 0.7 2,500,000 0 < 5%
RAYTHEON TECHNOLOGIES CORPORATION AMERICAS Y 5 2.0 17,500,000 4 < 5%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN 3 1.7 2,500,000 0 > 95%
RELX PLC EUROPE Y 0 0.0 17,500,000 3 > 95%
RENAULT EUROPE Y 6 2.7 50,000,000 9 75-95%
RENTOKIL INITIAL PLC EUROPE Y 2 0.7 5,000,000 1 > 95%
REPSOL, S.A. EUROPE 7 2.7 75,000,000 7 75-95%
REPUBLIC OF AUSTRIA SOVEREIGN 4 1.3 5,000,000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 8 6.3 325,000,000 31 75-95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 8 7.3 250,000,000 39 75-95%
REPUBLIC OF CROATIA SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN 1 0.3 5,000,000 0 75-95%
REPUBLIC OF INDONESIA SOVEREIGN Y 9 7.3 350,000,000 44 75-95%
REPUBLIC OF ITALY SOVEREIGN 8 6.3 275,000,000 13 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN 0 0.0 2,500,000 0 25-75%
REPUBLIC OF KENYA SOVEREIGN 0 0.0 2,500,000 0 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 6 3.7 275,000,000 21 75-95%
REPUBLIC OF LATVIA SOVEREIGN 1 0.3 2,500,000 0 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 5 3.0 50,000,000 9 75-95%
REPUBLIC OF PERU SOVEREIGN Y 7 5.7 175,000,000 39 75-95%
REPUBLIC OF POLAND SOVEREIGN Y 4 2.0 17,500,000 3 > 95%
REPUBLIC OF SERBIA SOVEREIGN 2 0.7 2,500,000 1 25-75%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 10 7.7 500,000,000 56 75-95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 8 6.3 150,000,000 27 75-95%
REPUBLIC OF TURKEY SOVEREIGN Y 9 7.3 450,000,000 65 75-95%
REXEL EUROPE Y 3 1.0 17,500,000 5 75-95%
REYNOLDS AMERICAN INC. AMERICAS Y 2 0.7 2,500,000 1 < 5%
RICOH COMPANY, LTD. JAPAN 8 3.7 2,500,000 1 > 95%
RIO TINTO LIMITED AUSTRALIA NZ 0 0.0 2,500,000 0 > 95%
RITE AID CORPORATION AMERICAS Y 4 2.0 12,500,000 5 < 5%
ROCHE HOLDINGS, INC. EUROPE 0 0.0 2,500,000 0 > 95%
ROLLS-ROYCE PLC EUROPE 5 3.3 75,000,000 11 75-95%
ROMANIA SOVEREIGN Y 5 3.0 7,500,000 1 25-75%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 8 4.0 75,000,000 14 < 5%
RYDER SYSTEM, INC. AMERICAS Y 3 1.0 20,000,000 3 < 5%
SABRE HOLDINGS CORPORATION AMERICAS Y 4 2.0 2,500,000 1 < 5%
SAFEWAY INC. AMERICAS Y 3 1.0 2,500,000 1 < 5%
SAFEWAY LIMITED EUROPE 0 0.0 2,500,000 1 > 95%
SAIPEM FINANCE INTERNATIONAL B.V. EUROPE 2 0.7 7,500,000 2 75-95%
SANOFI EUROPE Y 5 2.0 50,000,000 2 > 95%
SASOL LTD EUROPE 3 1.3 2,500,000 0 > 95%
SCHAEFFLER AG EUROPE Y 4 1.7 2,500,000 1 > 95%
SEALED AIR CORPORATION AMERICAS Y 3 1.0 5,000,000 1 < 5%
SEMPRA ENERGY AMERICAS Y 6 3.0 50,000,000 4 5-25%
SES EUROPE Y 8 3.7 50,000,000 5 > 95%
SHELL PLC EUROPE Y 7 2.7 100,000,000 9 75-95%
SHIMIZU CORPORATION JAPAN 6 3.0 2,500,000 1 75-95%
SIEMENS AKTIENGESELLSCHAFT EUROPE 7 2.7 50,000,000 3 75-95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 8 5.7 22,500,000 5 5-25%
SINGAPORE AIRLINES LIMITED ASIA EX-JAPAN 2 0.7 2,500,000 0 > 95%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN 4 1.3 2,500,000 0 > 95%
SIRIUS XM RADIO INC. AMERICAS Y 4 1.7 5,000,000 1 < 5%
SK TELECOM CO., LTD. ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 0 0.0 2,500,000 0 > 95%
SKY LIMITED EUROPE 5 1.7 50,000,000 4 75-95%
SLOVAK REPUBLIC SOVEREIGN 0 0.0 2,500,000 0 > 95%
SMURFIT KAPPA ACQUISITIONS UNLIMITED COMPANY EUROPE 7 3.3 17,500,000 3 75-95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 4 2.0 12,500,000 2 25-75%
SOCIETE GENERALE EUROPE Y 10 7.7 100,000,000 12 75-95%
SODEXO EUROPE Y 5 2.0 50,000,000 4 75-95%
SOFTBANK GROUP CORP. JAPAN 12 10.0 50,000,000 9 25-75%
SOLVAY EUROPE 7 3.3 75,000,000 10 75-95%
SONY GROUP CORPORATION JAPAN 6 3.7 2,500,000 0 75-95%
SOUTHWEST AIRLINES CO. AMERICAS Y 8 4.3 20,000,000 4 < 5%
SPRINT COMMUNICATIONS LLC AMERICAS 1 0.3 2,500,000 1 < 5%
SSE PLC EUROPE Y 7 2.3 50,000,000 5 > 95%
STANDARD CHARTERED BANK EUROPE 0 0.0 2,500,000 0 > 95%
STANDARD CHARTERED PLC EUROPE Y 12 7.7 75,000,000 9 75-95%
STAPLES, INC. AMERICAS Y 3 1.7 7,500,000 2 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 5 2.0 7,500,000 1 75-95%
STATE GRID CORPORATION OF CHINA ASIA EX-JAPAN 5 1.7 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS 1 0.3 2,500,000 0 < 5%
STATE OF ISRAEL SOVEREIGN Y 3 1.0 5,000,000 1 75-95%
STATE OF QATAR SOVEREIGN Y 3 1.3 50,000,000 3 75-95%
STELLANTIS N.V. EUROPE 11 8.0 75,000,000 17 75-95%
STENA AKTIEBOLAG EUROPE Y 4 2.0 12,500,000 3 75-95%
STMICROELECTRONICS N.V. EUROPE 8 3.0 17,500,000 4 75-95%
STONEGATE PUB COMPANY FINANCING LIMITED EUROPE 9 4.7 5,000,000 1 25-75%
STORA ENSO OYJ EUROPE 7 2.7 50,000,000 7 75-95%
SUEDZUCKER AG EUROPE Y 6 2.0 20,000,000 4 75-95%
SULTANATE OF OMAN SOVEREIGN Y 5 3.0 12,500,000 2 75-95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN 7 3.3 2,500,000 1 > 95%
SUMITOMO CORPORATION JAPAN 8 4.0 2,500,000 1 75-95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN 6 2.7 2,500,000 1 75-95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN 6 2.3 2,500,000 0 > 95%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE 0 0.0 2,500,000 0 > 95%
SUPERVALU INC. AMERICAS Y 0 0.0 2,500,000 0 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE 0 0.0 2,500,000 0 > 95%
SVENSKA HANDELSBANKEN AB EUROPE Y 2 0.7 2,500,000 0 > 95%
SWEDBANK AB EUROPE 1 0.3 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN 2 0.7 2,500,000 0 75-95%
SWISS REINSURANCE COMPANY LTD EUROPE 11 5.7 50,000,000 4 75-95%
SYNGENTA AG EUROPE Y 2 0.7 12,500,000 3 > 95%
SYNLAB UNSECURED BONDCO PLC EUROPE 1 0.3 2,500,000 0 > 95%
TAKEDA PHARMACEUTICAL COMPANY LIMITED JAPAN 8 3.7 2,500,000 1 25-75%
TARGA RESOURCES PARTNERS LP AMERICAS Y 4 2.0 7,500,000 2 < 5%
TARGET CORPORATION AMERICAS Y 7 3.0 50,000,000 4 5-25%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE 1 0.3 2,500,000 0 > 95%
TDC HOLDING A/S EUROPE 4 1.7 5,000,000 1 > 95%
TECHNIPFMC PLC EUROPE Y 0 0.0 5,000,000 2 > 95%
TECK RESOURCES LIMITED AMERICAS Y 7 4.0 50,000,000 7 < 5%
TEGNA INC. AMERICAS Y 3 1.0 2,500,000 1 < 5%
TELECOM ITALIA SPA EUROPE Y 6 2.3 125,000,000 15 75-95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE 4 3.0 50,000,000 7 > 95%
TELEFONICA, S.A. EUROPE 11 4.7 125,000,000 15 75-95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE 7 3.3 50,000,000 6 75-95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN 2 0.7 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 7 2.3 50,000,000 5 75-95%
TELIA COMPANY AB EUROPE 4 1.3 25,000,000 4 75-95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ 0 0.0 2,500,000 0 > 95%
TENCENT HOLDINGS LIMITED ASIA EX-JAPAN 1 0.3 5,000,000 0 5-25%
TENET HEALTHCARE CORPORATION AMERICAS Y 3 2.0 50,000,000 8 < 5%
TEOLLISUUDEN VOIMA OYJ EUROPE 1 0.3 2,500,000 0 25-75%
TESCO PLC EUROPE Y 10 5.0 100,000,000 12 75-95%
TESLA, INC. AMERICAS Y 4 1.3 10,000,000 3 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS Y 6 2.7 7,500,000 3 < 5%
THALES EUROPE Y 0 0.0 12,500,000 2 75-95%
THE ADT SECURITY CORPORATION AMERICAS Y 3 1.0 5,000,000 1 < 5%
THE AES CORPORATION AMERICAS Y 7 3.7 50,000,000 4 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 1 0.3 12,500,000 2 < 5%
THE BOEING COMPANY AMERICAS Y 9 4.3 75,000,000 9 < 5%
THE COCA-COLA COMPANY AMERICAS 1 0.3 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 4 1.7 50,000,000 5 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN 0 0.0 5,000,000 0 25-75%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN 1 0.3 2,500,000 0 > 95%
THE GAP, INC. AMERICAS Y 7 4.0 50,000,000 7 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS 8 6.0 75,000,000 7 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 5 3.0 50,000,000 11 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 2 0.7 7,500,000 1 5-25%
THE HERTZ CORPORATION AMERICAS Y 5 2.0 2,500,000 0 < 5%
THE HOME DEPOT, INC. AMERICAS Y 5 2.0 22,500,000 3 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN 3 1.3 2,500,000 0 > 95%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 5 1.7 2,500,000 0 > 95%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN 3 1.3 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN 0 0.0 5,000,000 0 > 95%
THE KROGER CO. AMERICAS Y 2 1.0 17,500,000 4 < 5%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 7 2.3 50,000,000 4 < 5%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 8 4.3 50,000,000 7 < 5%
THE SOUTHERN COMPANY AMERICAS Y 7 2.7 25,000,000 5 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 5 2.0 20,000,000 4 < 5%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 6 2.3 10,000,000 3 < 5%
THYSSENKRUPP AG EUROPE Y 8 4.0 75,000,000 14 75-95%
TIME WARNER CABLE, LLC AMERICAS 0 0.0 2,500,000 0 < 5%
TK ELEVATOR HOLDCO GMBH EUROPE Y 0 0.0 2,500,000 0 > 95%
T-MOBILE USA, INC. AMERICAS Y 7 3.3 20,000,000 4 < 5%
TOKYO ELECTRIC POWER COMPANY HOLDINGS, INCORPORATED JAPAN 6 3.0 2,500,000 1 > 95%
TOLL BROTHERS, INC. AMERICAS Y 5 2.0 50,000,000 6 < 5%
TOSHIBA CORPORATION JAPAN 7 3.7 2,500,000 1 > 95%
TOTALENERGIES SE EUROPE Y 7 3.0 100,000,000 8 75-95%
TOYOTA MOTOR CORPORATION JAPAN 8 4.7 5,000,000 1 75-95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN 2 0.7 2,500,000 0 75-95%
TRANE TECHNOLOGIES COMPANY LLC AMERICAS 1 0.3 2,500,000 0 < 5%
TRANSCANADA PIPELINES LIMITED AMERICAS Y 3 1.3 15,000,000 2 < 5%
TRANSDIGM INC. AMERICAS Y 7 4.0 5,000,000 2 < 5%
TRANSOCEAN INC. AMERICAS Y 5 1.7 25,000,000 9 < 5%
TUI AG EUROPE Y 4 3.0 50,000,000 9 75-95%
TWDC ENTERPRISES 18 CORP. AMERICAS 0 0.0 2,500,000 0 < 5%
TYSON FOODS, INC. AMERICAS Y 7 3.0 20,000,000 4 < 5%
UBER TECHNOLOGIES, INC. AMERICAS Y 5 2.3 2,500,000 0 < 5%
UBS AG EUROPE Y 7 3.0 22,500,000 3 75-95%
UBS GROUP AG EUROPE Y 9 6.0 50,000,000 8 75-95%
UNIBAIL-RODAMCO-WESTFIELD SE EUROPE 10 4.7 75,000,000 9 75-95%
UNICREDIT, SOCIETA PER AZIONI EUROPE 10 8.0 100,000,000 14 75-95%
UNILABS SUBHOLDING AB (PUBL) EUROPE 2 1.0 2,500,000 0 25-75%
UNILEVER FINANCE NETHERLANDS B.V. EUROPE 6 2.0 7,500,000 1 25-75%
UNILEVER PLC EUROPE 2 0.7 7,500,000 1 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 2 0.7 15,000,000 2 < 5%
UNISYS CORPORATION AMERICAS Y 8 4.7 2,500,000 1 < 5%
UNITED AIRLINES HOLDINGS, INC. AMERICAS Y 7 3.3 50,000,000 8 < 5%
UNITED GROUP B.V. EUROPE 7 3.7 10,000,000 5 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN 3 1.0 25,000,000 1 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 10 9.3 450,000,000 63 75-95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 4 1.3 15,000,000 3 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 5 3.0 12,500,000 3 < 5%
UNITED STATES OF AMERICA SOVEREIGN 9 5.7 200,000,000 11 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 4 1.7 50,000,000 8 < 5%
UNITED UTILITIES PLC EUROPE 1 0.3 17,500,000 3 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 6 3.0 50,000,000 5 5-25%
UNITI GROUP INC. AMERICAS Y 4 1.7 5,000,000 2 < 5%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 6 2.3 5,000,000 2 < 5%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 6 4.7 2,500,000 1 < 5%
UPC HOLDING B.V. EUROPE 6 3.0 5,000,000 2 75-95%
UPM-KYMMENE OYJ EUROPE 2 0.7 7,500,000 1 > 95%
VALE SA AMERICAS Y 0 0.0 2,500,000 0 > 95%
VALEO EUROPE Y 6 3.7 25,000,000 6 75-95%
VALERO ENERGY CORPORATION AMERICAS Y 5 2.0 20,000,000 4 < 5%
VANKE REAL ESTATE (HONG KONG) COMPANY LIMITED ASIA EX-JAPAN 4 1.7 2,500,000 0 75-95%
VATTENFALL AB EUROPE Y 1 0.7 12,500,000 1 75-95%
VEOLIA ENVIRONNEMENT EUROPE Y 6 2.3 50,000,000 7 75-95%
VERISURE MIDHOLDING AB EUROPE Y 4 2.0 2,500,000 1 25-75%
VERIZON COMMUNICATIONS INC. AMERICAS Y 10 5.3 100,000,000 10 < 5%
VINCI EUROPE Y 5 2.0 10,000,000 2 75-95%
VIRGIN MEDIA FINANCE PLC EUROPE 6 3.0 75,000,000 10 75-95%
VISTRA CORP. AMERICAS 2 0.7 2,500,000 0 < 5%
VISTRA OPERATIONS COMPANY LLC AMERICAS Y 6 2.7 17,500,000 3 < 5%
VIVENDI SE EUROPE Y 7 3.0 75,000,000 9 75-95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE 7 3.0 100,000,000 9 > 95%
VODAFONE WEST GMBH EUROPE 0 0.0 2,500,000 0 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE 11 7.7 100,000,000 11 75-95%
VOLVO CAR AB EUROPE Y 6 3.3 5,000,000 1 > 95%
VUE INTERNATIONAL BIDCO PLC EUROPE 0 0.0 2,500,000 0 25-75%
WALMART INC. AMERICAS Y 4 2.7 50,000,000 3 5-25%
WEATHERFORD INTERNATIONAL LTD. AMERICAS Y 5 2.3 2,500,000 0 < 5%
WELLS FARGO & COMPANY AMERICAS Y 4 1.3 20,000,000 3 < 5%
WENDEL EUROPE Y 5 2.3 12,500,000 2 75-95%
WEST JAPAN RAILWAY COMPANY JAPAN 0 0.0 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ 2 0.7 5,000,000 1 > 95%
WESTROCK MWV, LLC AMERICAS Y 2 0.7 2,500,000 1 < 5%
WEYERHAEUSER COMPANY AMERICAS Y 2 1.0 20,000,000 4 < 5%
WHIRLPOOL CORPORATION AMERICAS Y 6 3.0 50,000,000 5 < 5%
WOLTERS KLUWER N.V. EUROPE 1 0.7 10,000,000 2 75-95%
WOODSIDE ENERGY GROUP LTD. AUSTRALIA NZ 1 0.3 2,500,000 0 > 95%
WOORI BANK ASIA EX-JAPAN 2 0.7 2,500,000 0 > 95%
WPP 2005 LIMITED EUROPE 8 3.3 50,000,000 7 75-95%
XEROX CORPORATION AMERICAS Y 6 3.3 17,500,000 4 < 5%
XLIT LTD. AMERICAS Y 1 0.3 2,500,000 0 < 5%
YUM! BRANDS, INC. AMERICAS Y 6 2.3 12,500,000 2 < 5%
ZF EUROPE FINANCE B.V. EUROPE 2 0.7 2,500,000 0 75-95%
ZIGGO BOND COMPANY B.V. EUROPE 4 2.0 12,500,000 3 75-95%
ZURICH INSURANCE COMPANY LTD EUROPE 11 5.7 50,000,000 5 75-95%

back to top
dtccdotcom