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

The sample covers the three month period beginning March 20, 2012 through June 19, 2012

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
3I GROUP PLC Europe   11 5.7 2,500,000 0 > 95%
3M COMPANY Americas   9 3.3 2,500,000 0 5-25%
ABB INTERNATIONAL FINANCE LIMITED Europe Y 12 7.7 7,500,000 1 > 95%
ABBOTT LABORATORIES Americas   12 9.0 5,000,000 1 < 5%
ABU DHABI Sovereign   13 12.3 25,000,000 3 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   10 5.3 2,500,000 0 > 95%
ACCOR Europe Y 15 12.7 20,000,000 5 > 95%
ACE LIMITED Americas Y 17 13.3 17,500,000 3 25-75%
ACOM CO., LTD. Japan Y 14 11.0 15,000,000 2 > 95%
ADECCO S.A. Europe   16 12.0 17,500,000 2 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 12 10.7 17,500,000 5 < 5%
AEGON N.V. Europe Y 15 14.3 50,000,000 4 > 95%
AEON CO., LTD. Japan Y 9 7.0 10,000,000 1 > 95%
AETNA INC. Americas Y 15 13.3 50,000,000 6 5-25%
AGEAS N.V. Europe   6 2.0 2,500,000 0 > 95%
AGRIUM INC. Americas   12 7.7 5,000,000 1 5-25%
AIR PRODUCTS AND CHEMICALS, INC. Americas   12 6.0 2,500,000 1 5-25%
AK STEEL CORPORATION Americas Y 11 9.3 15,000,000 6 < 5%
AKTIEBOLAGET ELECTROLUX Europe Y 15 13.7 20,000,000 3 > 95%
AKTIEBOLAGET SKF Europe   5 2.0 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe   16 14.0 50,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 16 13.3 50,000,000 6 > 95%
ALCATEL LUCENT Europe Y 15 14.0 20,000,000 6 > 95%
ALCATEL-LUCENT USA INC. Americas Y 9 7.7 10,000,000 4 < 5%
ALCOA INC. Americas Y 17 14.7 75,000,000 15 < 5%
ALL NIPPON AIRWAYS CO., LTD. Japan Y 12 8.3 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas Y 12 8.7 7,500,000 1 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   2 0.7 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 16 9.7 7,500,000 2 > 95%
ALLIANDER N.V. Europe   8 2.7 2,500,000 0 > 95%
ALLIANT ENERGY RESOURCES, INC. Americas   7 2.3 2,500,000 0 75-95%
ALLIANZ SE Europe   17 15.3 50,000,000 6 > 95%
ALLIED DOMECQ LIMITED Europe   5 2.0 2,500,000 0 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas Y 9 4.7 2,500,000 0 < 5%
ALLTEL CORPORATION Americas Y 11 8.3 15,000,000 1 5-25%
ALLY FINANCIAL INC. Americas Y 14 13.3 75,000,000 13 < 5%
ALPHA APPALACHIA HOLDINGS, INC. Americas   9 7.0 2,500,000 1 < 5%
ALSTOM Europe Y 16 13.3 50,000,000 6 > 95%
ALTADIS SA Europe   15 9.7 10,000,000 1 > 95%
ALTRIA GROUP, INC. Americas Y 16 12.7 50,000,000 5 5-25%
AMCOR LTD Australia NZ Y 14 9.7 12,500,000 2 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   4 1.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 14 12.0 22,500,000 7 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 17 13.3 25,000,000 3 5-25%
AMERICAN EXPRESS COMPANY Americas Y 17 15.0 50,000,000 6 5-25%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 17 14.7 75,000,000 12 < 5%
AMERISOURCEBERGEN CORPORATION Americas Y 12 7.3 2,500,000 1 < 5%
AMGEN INC. Americas Y 16 13.0 50,000,000 6 < 5%
AMKOR TECHNOLOGY, INC. Americas Y 13 11.3 22,500,000 5 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   8 5.7 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION Americas Y 17 15.0 50,000,000 10 < 5%
ANGEL LUX COMMON S.A. Europe   1 0.3 2,500,000 0 > 95%
ANGLO AMERICAN PLC Europe   15 14.7 50,000,000 8 > 95%
ANHEUSER-BUSCH COMPANIES, LLC Americas   11 6.3 5,000,000 1 < 5%
ANHEUSER-BUSCH INBEV Europe   6 5.0 5,000,000 1 > 95%
AON CORPORATION Americas   14 10.0 7,500,000 1 5-25%
APACHE CORPORATION Americas   12 10.0 15,000,000 3 5-25%
ARAB REPUBLIC OF EGYPT Sovereign Y 11 9.3 10,000,000 2 > 95%
ARAMARK CORPORATION Americas Y 12 10.3 7,500,000 2 < 5%
ARCELORMITTAL Europe Y 15 14.3 75,000,000 15 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   13 8.7 7,500,000 1 5-25%
ARCHSTONE Americas   7 2.7 2,500,000 0 25-75%
ARGENTINE REPUBLIC Sovereign Y 14 13.3 250,000,000 29 > 95%
ARROW ELECTRONICS, INC. Americas Y 16 13.7 50,000,000 5 5-25%
ASHLAND INC. Americas   7 3.7 2,500,000 0 25-75%
ASSA ABLOY AB Europe   9 3.7 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 14.7 75,000,000 11 > 95%
ASSURED GUARANTY CORP. Americas   15 12.0 75,000,000 10 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas   14 12.3 75,000,000 8 5-25%
ASTRAZENECA PLC Europe   11 9.0 17,500,000 3 > 95%
AT&T CORP. Americas Y 7 2.7 2,500,000 0 25-75%
AT&T INC. Americas Y 17 13.7 50,000,000 6 5-25%
AT&T MOBILITY LLC Americas Y 15 12.0 15,000,000 3 < 5%
ATLANTIA S.P.A. Europe Y 14 11.7 17,500,000 2 > 95%
ATLAS COPCO AKTIEBOLAG Europe   8 3.0 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 12 10.3 22,500,000 3 > 95%
AUTOZONE, INC. Americas Y 16 12.3 50,000,000 4 5-25%
AVALONBAY COMMUNITIES, INC. Americas   11 8.3 5,000,000 1 5-25%
AVIS BUDGET CAR RENTAL, LLC Americas Y 13 11.0 7,500,000 2 < 5%
AVIS BUDGET GROUP, INC. Americas   15 11.7 22,500,000 7 < 5%
AVIVA PLC Europe Y 16 14.0 50,000,000 5 > 95%
AVNET, INC. Americas Y 15 11.3 10,000,000 2 5-25%
AVON PRODUCTS, INC. Americas   13 11.0 50,000,000 6 < 5%
AXA Europe Y 16 15.0 75,000,000 8 > 95%
BAA FUNDING LIMITED Europe   14 11.3 10,000,000 2 > 95%
BAE SYSTEMS PLC Europe Y 15 14.0 17,500,000 3 > 95%
BAKER HUGHES INCORPORATED Americas   11 7.3 5,000,000 1 < 5%
BANCA ITALEASE S.P.A. Europe Y 1 0.3 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 16 15.7 75,000,000 12 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   7 4.0 10,000,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   10 5.0 2,500,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 16.3 150,000,000 25 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   16 14.3 15,000,000 4 > 95%
BANCO DE SABADELL, S.A. Europe   13 9.0 10,000,000 4 > 95%
BANCO ESPIRITO SANTO, S.A. Europe   16 14.3 50,000,000 8 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe Y 16 14.7 50,000,000 6 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   10 7.3 10,000,000 3 > 95%
BANCO SANTANDER, S.A. Europe   17 16.3 200,000,000 30 > 95%
BANK OF AMERICA CORPORATION Americas Y 17 15.3 250,000,000 29 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan Y 13 11.0 12,500,000 2 > 95%
BANK OF INDIA Asia Ex-Japan Y 11 8.0 7,500,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 15 12.3 15,000,000 2 > 95%
BANKIA, S.A. Europe   15 11.3 50,000,000 5 > 95%
BANQUE CENTRALE DE TUNISIE Sovereign Y 10 4.3 2,500,000 1 > 95%
BARCLAYS BANK PLC Europe Y 14 12.7 100,000,000 11 > 95%
BARRICK GOLD CORPORATION Americas Y 15 13.7 50,000,000 5 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH Europe   3 1.3 2,500,000 0 > 95%
BASF SCHWEIZ AG Europe   15 9.7 7,500,000 1 > 95%
BASF SE Europe Y 16 14.0 25,000,000 4 > 95%
BAUSCH & LOMB INCORPORATED Americas Y 10 6.7 5,000,000 1 5-25%
BAXTER INTERNATIONAL INC. Americas Y 17 13.7 17,500,000 3 < 5%
BAYER AKTIENGESELLSCHAFT Europe Y 16 13.0 50,000,000 4 > 95%
BAYERISCHE LANDESBANK Europe   9 5.0 5,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe   17 15.0 100,000,000 10 > 95%
BCE INC. Americas   10 5.7 2,500,000 0 5-25%
BEAM INC. Americas Y 16 12.3 50,000,000 6 5-25%
BEAZER HOMES USA, INC. Americas Y 14 12.7 22,500,000 9 < 5%
BELLSOUTH CORPORATION Americas Y 13 7.3 5,000,000 1 5-25%
BELO CORP. Americas Y 15 12.7 50,000,000 7 5-25%
BERKSHIRE HATHAWAY INC. Americas   15 14.0 50,000,000 6 < 5%
BERTELSMANN AG Europe Y 16 13.3 17,500,000 4 > 95%
BEST BUY CO., INC. Americas   12 11.3 50,000,000 11 < 5%
BHP BILLITON LIMITED Australia NZ   14 13.0 25,000,000 4 > 95%
BLOCK FINANCIAL LLC Americas   14 12.7 50,000,000 7 < 5%
BNP PARIBAS Europe Y 17 15.0 100,000,000 13 > 95%
BOEING CAPITAL CORPORATION Americas Y 17 12.3 17,500,000 4 < 5%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 15 13.3 125,000,000 15 > 95%
BOMBARDIER INC. Americas Y 13 10.7 20,000,000 3 25-75%
BORGWARNER INC. Americas   13 10.3 10,000,000 2 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 13 10.0 7,500,000 1 5-25%
BOSTON SCIENTIFIC CORPORATION Americas Y 14 12.7 50,000,000 4 5-25%
BOUYGUES Europe Y 15 13.7 15,000,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 13 12.0 17,500,000 6 < 5%
BP P.L.C. Europe   15 14.0 22,500,000 4 > 95%
BRIDGESTONE CORPORATION Japan Y 11 6.3 5,000,000 1 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. Europe   6 3.3 2,500,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 15 12.3 15,000,000 3 < 5%
BRITISH AIRWAYS PLC Europe Y 15 13.3 25,000,000 5 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe   16 13.3 15,000,000 2 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe Y 15 12.7 12,500,000 3 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 15 14.0 50,000,000 4 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   5 2.0 2,500,000 0 5-25%
BRUNSWICK CORPORATION Americas Y 13 11.3 50,000,000 6 < 5%
BUNGE LIMITED FINANCE CORP. Americas   6 4.0 2,500,000 0 5-25%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 15 12.0 22,500,000 4 < 5%
CA, INC. Americas Y 14 10.7 7,500,000 2 5-25%
CABLE & WIRELESS LIMITED Europe   13 9.3 10,000,000 2 > 95%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 13 11.0 7,500,000 3 > 95%
CADBURY HOLDINGS LIMITED Europe   13 10.0 5,000,000 1 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. Americas Y 16 14.3 75,000,000 17 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   12 9.3 12,500,000 2 > 95%
CAMPBELL SOUP COMPANY Americas Y 16 13.0 25,000,000 3 < 5%
CANADIAN NATIONAL RAILWAY COMPANY Americas   7 2.7 2,500,000 0 5-25%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 12 11.3 10,000,000 3 < 5%
CANON INC. Japan   9 5.7 5,000,000 0 > 95%
CAP GEMINI Europe Y 11 6.0 2,500,000 1 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 17 12.7 25,000,000 4 < 5%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 14 10.3 10,000,000 2 5-25%
CAPITALAND LIMITED Asia Ex-Japan Y 11 6.3 2,500,000 1 > 95%
CARDINAL HEALTH, INC. Americas Y 17 13.3 20,000,000 4 5-25%
CARGILL, INCORPORATED Americas   13 8.7 5,000,000 2 5-25%
CARLSBERG BREWERIES A/S Europe   10 7.0 7,500,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   10 4.3 2,500,000 0 > 95%
CARNIVAL CORPORATION Americas Y 16 12.3 50,000,000 6 5-25%
CARREFOUR Europe Y 16 15.0 75,000,000 9 > 95%
CASINO GUICHARD-PERRACHON Europe Y 15 13.3 50,000,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   11 9.3 10,000,000 1 < 5%
CATERPILLAR INC. Americas Y 16 12.7 50,000,000 6 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan Y 1 0.7 2,500,000 0 > 95%
CBS CORPORATION Americas Y 17 15.0 50,000,000 7 5-25%
CELESTICA INC. Americas Y 8 5.0 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   11 6.0 2,500,000 0 5-25%
CENTERPOINT ENERGY, INC. Americas   11 6.3 5,000,000 1 < 5%
CENTEX CORPORATION Americas Y 17 13.3 50,000,000 8 5-25%
CENTRICA PLC Europe Y 17 14.0 20,000,000 3 > 95%
CENTURYLINK, INC. Americas Y 16 13.7 75,000,000 9 5-25%
CHESAPEAKE ENERGY CORPORATION Americas Y 15 13.0 100,000,000 28 < 5%
CHEVRON CORPORATION Americas   9 7.3 5,000,000 1 5-25%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan Y 12 9.7 12,500,000 2 > 95%
CHORUS LIMITED Australia NZ Y 8 4.7 2,500,000 0 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED Japan Y 10 6.7 5,000,000 1 > 95%
CIGNA CORPORATION Americas Y 17 13.3 17,500,000 4 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe Y 12 9.0 10,000,000 2 > 95%
CISCO SYSTEMS, INC. Americas Y 12 10.0 10,000,000 2 < 5%
CITIGROUP INC. Americas   16 14.7 200,000,000 22 < 5%
CLARIANT AG Europe Y 17 14.7 50,000,000 8 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 16 13.7 75,000,000 16 < 5%
CMS ENERGY CORPORATION Americas Y 13 9.0 7,500,000 1 < 5%
CNA FINANCIAL CORPORATION Americas   13 8.3 7,500,000 1 5-25%
CNOOC LIMITED Asia Ex-Japan   10 5.0 2,500,000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. Americas   13 6.0 2,500,000 0 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. Europe Y 15 14.7 20,000,000 7 > 95%
COLES GROUP LIMITED Australia NZ   8 3.7 5,000,000 1 > 95%
COLGATE-PALMOLIVE COMPANY Americas   11 6.7 5,000,000 0 < 5%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe   11 5.0 5,000,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas Y 15 11.7 12,500,000 3 5-25%
COMCAST CORPORATION Americas Y 14 11.7 17,500,000 3 5-25%
COMMERCIAL METALS COMPANY Americas   11 8.7 5,000,000 1 < 5%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 15.3 75,000,000 12 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 13 11.7 50,000,000 3 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   15 14.0 175,000,000 13 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas   12 10.0 12,500,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe   16 14.7 50,000,000 8 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   15 13.3 50,000,000 4 > 95%
COMPASS GROUP PLC Europe Y 15 10.3 12,500,000 1 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 17 14.0 50,000,000 8 5-25%
CONAGRA FOODS, INC. Americas Y 16 13.0 50,000,000 5 < 5%
CONOCOPHILLIPS Americas Y 16 12.7 20,000,000 4 5-25%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   10 5.3 2,500,000 1 5-25%
CONSTELLATION BRANDS, INC. Americas Y 13 11.3 20,000,000 5 < 5%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 16 14.7 75,000,000 10 > 95%
CON-WAY INC. Americas   13 9.3 7,500,000 2 5-25%
COOPER TIRE & RUBBER COMPANY Americas Y 13 11.0 12,500,000 3 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   16 13.0 17,500,000 3 > 95%
CORNING INCORPORATED Americas Y 12 9.7 5,000,000 1 5-25%
CORUS GROUP LIMITED Europe   12 7.7 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION Americas   10 6.7 2,500,000 1 < 5%
COVIDIEN LTD. Americas   13 7.7 2,500,000 0 5-25%
COX COMMUNICATIONS, INC. Americas Y 17 14.0 17,500,000 4 5-25%
CREDIT AGRICOLE SA Europe Y 16 15.0 100,000,000 16 > 95%
CREDIT SUISSE (USA), INC. Americas   9 4.7 7,500,000 0 < 5%
CREDIT SUISSE GROUP LTD Europe   15 14.7 50,000,000 6 > 95%
CROWN LIMITED Australia NZ   9 6.3 7,500,000 1 > 95%
CSC HOLDINGS, LLC Americas Y 11 9.0 7,500,000 2 < 5%
CSR LIMITED Australia NZ Y 14 11.0 7,500,000 1 > 95%
CSX CORPORATION Americas Y 16 13.0 50,000,000 7 < 5%
CUMMINS INC. Americas Y 12 8.0 5,000,000 1 < 5%
CVS CAREMARK CORPORATION Americas Y 16 12.3 17,500,000 3 5-25%
CYTEC INDUSTRIES INC. Americas   15 9.3 7,500,000 1 5-25%
CZECH REPUBLIC Sovereign   13 12.3 22,500,000 3 > 95%
D.R. HORTON, INC. Americas Y 15 12.0 50,000,000 8 < 5%
DAIMLER AG Europe   17 15.0 75,000,000 10 > 95%
DANAHER CORPORATION Americas   12 7.7 5,000,000 1 < 5%
DANONE Europe Y 16 13.7 15,000,000 3 > 95%
DANSKE BANK A/S Europe   13 8.7 15,000,000 4 > 95%
DARDEN RESTAURANTS, INC. Americas Y 15 13.0 50,000,000 7 < 5%
DBS BANK LTD. Asia Ex-Japan Y 10 7.7 7,500,000 1 > 95%
DDR CORP. Americas   10 6.3 7,500,000 2 < 5%
DEAN FOODS COMPANY Americas Y 13 11.0 15,000,000 4 < 5%
DEERE & COMPANY Americas Y 15 13.0 22,500,000 4 < 5%
DELHAIZE AMERICA, LLC Americas   13 9.3 10,000,000 2 5-25%
DELL INC. Americas Y 15 11.7 25,000,000 5 < 5%
DELUXE CORPORATION Americas Y 11 6.3 2,500,000 0 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe   9 5.3 5,000,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 15.3 100,000,000 14 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 17 14.3 50,000,000 6 > 95%
DEUTSCHE POST AG Europe   14 11.0 10,000,000 2 > 95%
DEUTSCHE TELEKOM AG Europe   16 15.7 75,000,000 7 > 95%
DEVON ENERGY CORPORATION Americas Y 16 12.7 50,000,000 6 < 5%
DEXIA CREDIT LOCAL Europe   12 9.3 10,000,000 1 > 95%
DIAGEO PLC Europe   15 12.3 15,000,000 3 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   12 8.7 5,000,000 1 5-25%
DILLARD'S, INC. Americas Y 10 9.3 10,000,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 15 11.7 50,000,000 5 < 5%
DISH DBS CORPORATION Americas Y 11 11.0 17,500,000 4 < 5%
DIXONS RETAIL PLC Europe Y 16 15.0 50,000,000 13 > 95%
DNB BANK ASA Europe   8 4.0 5,000,000 1 > 95%
DOLE FOOD COMPANY, INC. Americas Y 11 10.3 12,500,000 4 < 5%
DOMINION RESOURCES, INC. Americas Y 17 12.7 17,500,000 3 5-25%
DOMTAR CORPORATION Americas Y 13 10.3 10,000,000 3 < 5%
DONG ENERGY A/S Europe   3 1.3 2,500,000 0 > 95%
DOVER CORPORATION Americas   7 3.3 5,000,000 0 5-25%
DP WORLD LIMITED Europe   9 4.7 2,500,000 0 > 95%
DPL INC. Americas   10 5.7 2,500,000 0 < 5%
DTE ENERGY COMPANY Americas   10 6.3 2,500,000 1 5-25%
DUBAI Sovereign   14 11.7 15,000,000 2 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 12.3 17,500,000 3 5-25%
DUKE REALTY LIMITED PARTNERSHIP Americas   11 8.0 5,000,000 1 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 17 14.0 17,500,000 3 5-25%
E.ON AG Europe   15 14.3 50,000,000 5 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 8 5.0 7,500,000 1 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 15 13.0 50,000,000 7 < 5%
EATON CORPORATION Americas   12 9.7 7,500,000 1 5-25%
EDISON S.P.A. Europe Y 15 11.7 15,000,000 3 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 16 15.0 50,000,000 6 > 95%
EL PASO CORPORATION Americas Y 11 9.0 12,500,000 2 5-25%
ELECTRICITE DE FRANCE Europe Y 15 14.3 50,000,000 6 > 95%
ELI LILLY AND COMPANY Americas   11 7.0 10,000,000 1 < 5%
ELISA OYJ Europe   5 2.3 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 16 12.7 20,000,000 4 5-25%
EMERSON ELECTRIC CO. Americas   13 7.3 5,000,000 1 < 5%
EMI GROUP LIMITED Europe Y 7 3.3 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   12 6.7 2,500,000 1 < 5%
ENBRIDGE INC. Americas   12 9.3 10,000,000 2 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe   16 14.0 12,500,000 2 > 95%
ENCANA CORPORATION Americas   13 10.7 12,500,000 3 5-25%
ENDESA, S.A. Europe   14 13.0 20,000,000 3 > 95%
ENECO HOLDING N.V. Europe   2 0.7 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 16 14.7 50,000,000 7 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 15 12.7 20,000,000 6 < 5%
ENERGY TRANSFER PARTNERS, L.P. Americas   11 9.0 12,500,000 2 < 5%
ENI S.P.A. Europe Y 16 14.3 22,500,000 8 > 95%
ENTERGY CORPORATION Americas   14 11.7 15,000,000 2 25-75%
ENTERPRISE PRODUCTS OPERATING LLC Americas   11 8.0 5,000,000 1 < 5%
EOP OPERATING LIMITED PARTNERSHIP Americas Y 15 9.7 7,500,000 1 5-25%
ERAC USA FINANCE LLC Americas   7 3.7 2,500,000 0 25-75%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 13 10.0 10,000,000 2 5-25%
ERSTE GROUP BANK AG Europe   9 5.3 2,500,000 1 > 95%
ESSENT N.V. Europe   5 2.0 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe   17 15.3 50,000,000 6 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   4 1.7 2,500,000 0 75-95%
EVONIK DEGUSSA GMBH Europe Y 13 9.3 7,500,000 1 > 95%
EXELON CORPORATION Americas   14 13.0 50,000,000 5 5-25%
EXELON GENERATION COMPANY, LLC Americas   13 9.3 12,500,000 2 < 5%
EXPEDIA, INC. Americas Y 17 13.7 20,000,000 3 < 5%
EXPERIAN FINANCE PLC Europe Y 15 11.0 12,500,000 2 > 95%
EXPORT-IMPORT BANK OF INDIA Asia Ex-Japan   6 3.0 2,500,000 0 > 95%
EXXON MOBIL CORPORATION Americas   10 6.7 2,500,000 1 < 5%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 10 6.0 5,000,000 0 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   6 2.7 2,500,000 0 > 95%
FCE BANK PLC Europe Y 14 8.0 5,000,000 1 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign   14 13.3 550,000,000 31 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 14.0 600,000,000 45 > 95%
FEDEX CORPORATION Americas   11 8.7 7,500,000 2 5-25%
FIAT INDUSTRIAL S.P.A. Europe Y 13 11.7 10,000,000 3 > 95%
FIAT S.P.A. Europe   16 13.3 50,000,000 10 > 95%
FINMECCANICA S.P.A. Europe   16 15.0 25,000,000 6 > 95%
FIRST DATA CORPORATION Americas Y 15 14.3 50,000,000 8 < 5%
FIRST INDUSTRIAL, L.P. Americas   6 3.3 2,500,000 0 25-75%
FIRSTENERGY CORP. Americas Y 17 13.7 50,000,000 4 5-25%
FKI LIMITED Europe   10 6.0 2,500,000 1 > 95%
FLEXTRONICS CORPORATION Americas   5 2.3 2,500,000 0 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 11 8.7 5,000,000 1 < 5%
FORD MOTOR COMPANY Americas Y 13 12.0 100,000,000 16 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas Y 14 12.3 50,000,000 5 < 5%
FOREST OIL CORPORATION Americas Y 12 10.0 12,500,000 4 < 5%
FORTIS BANK Europe   9 4.7 2,500,000 0 > 95%
FORTUM OYJ Europe Y 14 12.0 12,500,000 2 > 95%
FOSTER'S GROUP LIMITED Australia NZ   12 7.3 7,500,000 1 > 95%
FRANCE TELECOM Europe Y 17 15.3 100,000,000 13 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas Y 15 13.7 50,000,000 7 < 5%
FREEPORT-MCMORAN CORPORATION Americas   12 9.7 5,000,000 1 5-25%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 13.3 25,000,000 8 < 5%
FRENCH REPUBLIC Sovereign   15 14.0 950,000,000 58 > 95%
FRESENIUS SE & CO. KGAA Europe   13 12.0 17,500,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 15 13.0 50,000,000 10 < 5%
FUJITSU LIMITED Japan Y 11 10.7 17,500,000 2 > 95%
GANNETT CO., INC. Americas Y 16 14.0 75,000,000 13 5-25%
GAS NATURAL SDG, S.A. Europe   16 15.0 50,000,000 8 > 95%
GATX CORPORATION Americas Y 14 11.7 12,500,000 2 < 5%
GDF SUEZ Europe Y 15 14.3 50,000,000 7 > 95%
GECINA Europe Y 15 10.3 7,500,000 2 > 95%
GENERAL DYNAMICS CORPORATION Americas   11 6.7 5,000,000 1 < 5%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 14.7 150,000,000 17 < 5%
GENERAL MILLS, INC. Americas Y 16 13.0 20,000,000 3 5-25%
GENERAL MOTORS COMPANY Americas   9 7.0 15,000,000 3 < 5%
GENON ENERGY, INC. Americas Y 13 10.7 12,500,000 3 < 5%
GENON NORTH AMERICA, LLC Americas   11 5.7 5,000,000 0 < 5%
GENTING BHD. Asia Ex-Japan   5 2.0 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. Americas   15 14.7 50,000,000 9 < 5%
GEORGIA-PACIFIC LLC Americas Y 15 11.7 15,000,000 3 < 5%
GKN HOLDINGS PLC Europe Y 17 15.3 50,000,000 4 > 95%
GLAXOSMITHKLINE PLC Europe   12 8.7 7,500,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe   16 15.3 75,000,000 12 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan   10 6.3 2,500,000 0 > 95%
GOODRICH CORPORATION Americas Y 15 12.0 12,500,000 3 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 11 8.0 5,000,000 1 > 95%
GROHE HOLDING GMBH Europe Y 15 14.3 20,000,000 7 > 95%
GROUPE AUCHAN Europe Y 15 13.0 12,500,000 2 > 95%
GS CALTEX CORPORATION Asia Ex-Japan Y 10 5.7 5,000,000 1 > 95%
H. J. HEINZ COMPANY Americas Y 12 10.3 12,500,000 2 5-25%
HALLIBURTON COMPANY Americas Y 16 13.0 25,000,000 5 5-25%
HAMMERSON PLC Europe   11 6.0 5,000,000 1 > 95%
HANA BANK Asia Ex-Japan Y 9 7.3 10,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 11 10.3 20,000,000 2 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe   16 14.7 50,000,000 5 > 95%
HANSON LIMITED Europe Y 15 10.3 10,000,000 1 > 95%
HASBRO, INC. Americas Y 11 9.0 7,500,000 2 5-25%
HAVAS Europe Y 14 10.3 10,000,000 2 > 95%
HCA INC. Americas Y 13 11.3 20,000,000 5 < 5%
HCP, INC. Americas   13 8.7 10,000,000 2 25-75%
HEALTH CARE REIT, INC. Americas   9 7.7 10,000,000 1 < 5%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas Y 13 10.0 7,500,000 2 5-25%
HEIDELBERGCEMENT AG Europe   15 14.0 50,000,000 8 > 95%
HEINEKEN N.V. Europe   8 5.3 2,500,000 0 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe   17 15.3 75,000,000 17 > 95%
HENKEL AG & CO. KGAA Europe Y 16 13.7 22,500,000 4 > 95%
HESS CORPORATION Americas Y 13 11.0 15,000,000 3 5-25%
HEWLETT-PACKARD COMPANY Americas Y 17 14.0 50,000,000 10 < 5%
HILTON WORLDWIDE, INC. Americas   10 7.3 5,000,000 1 5-25%
HITACHI, LTD. Japan Y 12 11.0 17,500,000 2 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD Australia NZ   4 1.3 2,500,000 0 > 95%
HOLCIM LTD Europe   15 14.7 50,000,000 10 > 95%
HONDA MOTOR CO., LTD. Japan Y 10 8.3 12,500,000 2 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 16 13.3 22,500,000 3 < 5%
HOSPITALITY PROPERTIES TRUST Americas   8 4.7 2,500,000 0 5-25%
HOST HOTELS & RESORTS, L.P. Americas Y 12 10.7 7,500,000 2 < 5%
HP ENTERPRISE SERVICES, LLC Americas   13 6.3 5,000,000 1 5-25%
HSBC BANK PLC Europe Y 14 13.0 25,000,000 4 > 95%
HSBC FINANCE CORPORATION Americas   13 11.7 22,500,000 3 5-25%
HUMANA INC. Americas   11 8.3 5,000,000 1 5-25%
HUNGARY Sovereign Y 16 15.3 200,000,000 18 > 95%
HUNTSMAN INTERNATIONAL LLC Americas Y 9 6.0 5,000,000 1 < 5%
HUSKY ENERGY INC. Americas   8 4.0 2,500,000 0 5-25%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan   14 11.3 50,000,000 4 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   13 9.7 7,500,000 1 > 95%
IBERDROLA, S.A. Europe   16 14.7 50,000,000 8 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 13 11.7 12,500,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 10 6.3 5,000,000 1 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   1 0.3 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas Y 6 3.3 2,500,000 0 < 5%
ILLINOIS TOOL WORKS INC. Americas   5 3.7 5,000,000 0 25-75%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   13 7.3 5,000,000 1 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   15 14.3 17,500,000 3 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 10 5.3 5,000,000 1 > 95%
INEOS GROUP HOLDINGS LIMITED Europe Y 15 13.7 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe Y 9 5.0 5,000,000 1 > 95%
ING BANK N.V. Europe Y 14 13.7 50,000,000 5 > 95%
ING VERZEKERINGEN N.V. Europe   13 6.3 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 17 13.0 50,000,000 4 < 5%
INTELSAT S.A. Americas Y 11 9.0 10,000,000 2 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 17 14.0 25,000,000 4 5-25%
INTERNATIONAL GAME TECHNOLOGY Americas   10 4.7 2,500,000 0 < 5%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 16 13.7 100,000,000 13 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 16 13.7 50,000,000 9 < 5%
INTERNATIONAL POWER PLC Europe   10 4.3 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. Americas   16 12.7 50,000,000 5 < 5%
INTESA SANPAOLO SPA Europe Y 16 14.7 100,000,000 15 > 95%
INVENSYS PLC Europe Y 9 4.3 5,000,000 1 > 95%
INVESTOR AKTIEBOLAG Europe Y 10 3.7 2,500,000 0 > 95%
IRELAND Sovereign   15 14.3 200,000,000 18 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 10 7.3 5,000,000 1 < 5%
ISS A/S Europe Y 12 10.7 10,000,000 2 > 95%
ISS GLOBAL A/S Europe Y 9 5.0 2,500,000 0 > 95%
ISTAR FINANCIAL INC. Americas Y 16 14.3 75,000,000 17 5-25%
ITOCHU CORPORATION Japan Y 12 11.0 15,000,000 3 > 95%
ITV PLC Europe Y 15 13.3 17,500,000 4 > 95%
J SAINSBURY PLC Europe Y 14 11.3 15,000,000 2 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 15 14.3 75,000,000 19 < 5%
JAPAN Sovereign   14 13.7 350,000,000 32 > 95%
JAPAN TOBACCO INC. Japan Y 9 4.3 2,500,000 0 > 95%
JEMENA LIMITED Australia NZ Y 10 5.3 2,500,000 0 > 95%
JFE HOLDINGS, INC. Japan   11 9.3 17,500,000 3 > 95%
JFE STEEL CORPORATION Japan Y 13 11.0 17,500,000 5 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   10 7.0 5,000,000 1 5-25%
JOHNSON & JOHNSON Americas   12 8.7 7,500,000 1 < 5%
JOHNSON CONTROLS, INC. Americas Y 13 10.7 10,000,000 2 5-25%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   4 1.3 2,500,000 0 > 95%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" Europe   4 2.0 2,500,000 0 > 95%
JPMORGAN CHASE & CO. Americas   16 14.7 250,000,000 28 5-25%
JSC "GAZPROM" Europe   17 15.3 50,000,000 4 > 95%
JSC "KAZKOMMERTSBANK" Europe   9 5.0 5,000,000 0 > 95%
JSC VTB BANK Europe   15 13.0 20,000,000 2 > 95%
JTI (UK) FINANCE PLC Europe Y 15 11.7 12,500,000 1 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 15 14.0 75,000,000 22 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH Europe Y 14 12.3 15,000,000 4 > 95%
KAJIMA CORPORATION Japan Y 9 5.7 2,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 10 9.0 15,000,000 2 > 95%
KAWASAKI KISEN KAISHA, LTD. Japan Y 12 10.7 7,500,000 3 > 95%
KB HOME Americas Y 15 11.7 50,000,000 11 < 5%
KBC BANK Europe   2 1.3 2,500,000 0 > 95%
KELDA GROUP LIMITED Europe   14 7.7 5,000,000 0 > 95%
KELLOGG COMPANY Americas   13 6.7 5,000,000 1 < 5%
KERR-MCGEE CORPORATION Americas Y 13 9.0 5,000,000 1 5-25%
KIMBERLY-CLARK CORPORATION Americas   12 8.7 7,500,000 1 5-25%
KIMCO REALTY CORPORATION Americas   13 9.0 15,000,000 2 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 13 11.0 12,500,000 2 5-25%
KINDER MORGAN, INC. Americas Y 13 8.7 15,000,000 2 5-25%
KINGDOM OF BELGIUM Sovereign   16 14.7 150,000,000 10 > 95%
KINGDOM OF DENMARK Sovereign   13 12.0 50,000,000 8 > 95%
KINGDOM OF NORWAY Sovereign   14 9.3 20,000,000 1 > 95%
KINGDOM OF SAUDI ARABIA Sovereign   10 4.7 5,000,000 0 > 95%
KINGDOM OF SPAIN Sovereign   16 15.3 975,000,000 75 > 95%
KINGDOM OF SWEDEN Sovereign   15 12.0 75,000,000 4 > 95%
KINGDOM OF THAILAND Sovereign Y 13 11.7 22,500,000 4 > 95%
KINGDOM OF THE NETHERLANDS Sovereign   16 14.0 150,000,000 10 > 95%
KINGFISHER PLC Europe Y 15 13.7 22,500,000 5 > 95%
KINTETSU CORPORATION Japan Y 11 9.3 7,500,000 2 > 95%
KLEPIERRE Europe   10 5.3 2,500,000 1 > 95%
KOBE STEEL, LTD. Japan Y 12 11.3 50,000,000 5 > 95%
KOHL'S CORPORATION Americas Y 15 13.3 50,000,000 7 < 5%
KOMATSU LTD. Japan   9 6.7 7,500,000 1 > 95%
KONINKLIJKE AHOLD N.V. Europe Y 15 13.0 15,000,000 2 > 95%
KONINKLIJKE DSM N.V. Europe Y 16 13.3 50,000,000 5 > 95%
KONINKLIJKE KPN N.V. Europe Y 16 14.7 50,000,000 6 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 17 14.7 50,000,000 6 > 95%
KOOKMIN BANK Asia Ex-Japan Y 11 7.0 5,000,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 11 6.7 5,000,000 1 > 95%
KRAFT FOODS INC. Americas,Europe Y 17 14.0 50,000,000 5 5-25%
KT CORPORATION Asia Ex-Japan Y 8 6.0 5,000,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 12 8.0 5,000,000 1 < 5%
LADBROKES PLC Europe   14 12.0 10,000,000 2 > 95%
LAFARGE Europe Y 17 15.3 75,000,000 12 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 14 8.7 7,500,000 1 > 95%
LANXESS AKTIENGESELLSCHAFT Europe   14 13.0 50,000,000 7 > 95%
LEBANESE REPUBLIC Sovereign Y 10 5.3 2,500,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   12 8.7 7,500,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   14 8.3 5,000,000 1 > 95%
LENNAR CORPORATION Americas Y 17 14.3 75,000,000 14 < 5%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 11 10.7 15,000,000 4 < 5%
LEVI STRAUSS & CO. Americas Y 12 10.0 15,000,000 4 < 5%
LEXMARK INTERNATIONAL, INC. Americas   10 9.3 7,500,000 3 5-25%
LIBERTY INTERACTIVE LLC Americas Y 13 10.0 7,500,000 2 5-25%
LIBERTY MUTUAL GROUP INC. Americas   13 9.7 7,500,000 1 25-75%
LIBERTY MUTUAL INSURANCE COMPANY Americas   12 9.0 5,000,000 1 5-25%
LIMITED BRANDS, INC. Americas Y 16 14.0 50,000,000 7 5-25%
LINCOLN NATIONAL CORPORATION Americas   13 10.3 17,500,000 3 < 5%
LINDE AKTIENGESELLSCHAFT Europe   15 13.7 17,500,000 3 > 95%
LIZ CLAIBORNE, INC. Americas Y 15 13.0 50,000,000 10 5-25%
LLOYDS TSB BANK PLC Europe Y 15 13.7 75,000,000 12 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 17 13.3 20,000,000 4 5-25%
LOEWS CORPORATION Americas Y 15 11.3 15,000,000 3 5-25%
LOUISIANA-PACIFIC CORPORATION Americas Y 15 11.7 50,000,000 7 5-25%
LOWE'S COMPANIES, INC. Americas Y 14 11.7 15,000,000 2 5-25%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 15 12.7 12,500,000 2 > 95%
M.D.C. HOLDINGS, INC. Americas Y 15 11.0 22,500,000 5 5-25%
MACK-CALI REALTY, L.P. Americas   10 4.3 2,500,000 0 25-75%
MACQUARIE BANK LIMITED Australia NZ Y 15 10.7 12,500,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas Y 8 3.3 2,500,000 0 25-75%
MACY'S, INC. Americas Y 16 13.7 50,000,000 8 < 5%
MALAYSIA Sovereign Y 14 13.3 50,000,000 6 > 95%
MAN GROUP PLC Europe   12 7.3 10,000,000 1 > 95%
MANOR CARE, INC. Americas   9 5.7 5,000,000 1 < 5%
MARATHON OIL CORPORATION Americas   13 10.7 10,000,000 2 5-25%
MARKS AND SPENCER P.L.C. Europe Y 16 14.7 50,000,000 8 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 15 12.0 25,000,000 5 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 17 12.7 17,500,000 3 5-25%
MARTIN MARIETTA MATERIALS, INC. Americas   8 6.7 7,500,000 1 5-25%
MARUBENI CORPORATION Japan Y 13 10.7 17,500,000 3 > 95%
MASCO CORPORATION Americas Y 13 12.0 50,000,000 8 5-25%
MATTEL, INC. Americas   13 10.3 7,500,000 2 5-25%
MBIA INC. Americas Y 14 13.7 50,000,000 9 5-25%
MBIA INSURANCE CORPORATION Americas   17 15.0 150,000,000 23 < 5%
MCDONALD'S CORPORATION Americas Y 16 12.7 20,000,000 3 5-25%
MCKESSON CORPORATION Americas Y 16 12.7 20,000,000 3 5-25%
MEADWESTVACO CORPORATION Americas Y 15 13.3 50,000,000 9 5-25%
MEDCO HEALTH SOLUTIONS, INC. Americas   9 5.3 5,000,000 1 5-25%
MEDIACOM LLC Americas Y 11 7.3 5,000,000 1 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   11 7.7 5,000,000 1 > 95%
MEDTRONIC, INC. Americas   12 8.3 10,000,000 1 < 5%
MELIA HOTELS INTERNATIONAL, S.A. Europe Y 13 12.7 15,000,000 4 > 95%
MERCK & CO., INC. Americas   12 8.3 7,500,000 1 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   12 5.3 5,000,000 1 > 95%
MERCK SHARP & DOHME CORP. Americas   12 6.3 5,000,000 1 5-25%
MERITOR, INC. Americas Y 14 12.3 25,000,000 9 < 5%
MERRILL LYNCH & CO., INC. Americas   15 13.0 75,000,000 6 5-25%
METLIFE, INC. Americas Y 17 14.3 75,000,000 10 < 5%
METRO AG Europe Y 15 13.7 50,000,000 6 > 95%
METSO OYJ Europe Y 11 6.7 7,500,000 2 > 95%
MGIC INVESTMENT CORPORATION Americas Y 15 14.0 100,000,000 17 5-25%
MGM RESORTS INTERNATIONAL Americas Y 14 13.3 75,000,000 12 < 5%
MITSUBISHI CORPORATION Japan Y 12 10.0 15,000,000 2 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan Y 12 8.3 10,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan Y 12 8.7 7,500,000 1 > 95%
MITSUI & CO., LTD. Japan Y 12 8.0 10,000,000 1 > 95%
MITSUI CHEMICALS, INC. Japan Y 11 9.0 7,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 8 5.7 10,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 12 10.7 50,000,000 5 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan Y 11 7.7 10,000,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. Japan Y 13 11.7 25,000,000 4 > 95%
MMO2 PLC Europe Y 7 3.3 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. Americas Y 13 11.3 12,500,000 3 5-25%
MOLSON COORS BREWING COMPANY Americas   11 5.7 5,000,000 1 5-25%
MONSANTO COMPANY Americas   11 6.7 5,000,000 1 5-25%
MORGAN STANLEY Americas   16 15.0 275,000,000 36 < 5%
MOS HOLDINGS INC. Americas   10 4.7 2,500,000 0 < 5%
MOTOROLA SOLUTIONS, INC. Americas Y 16 13.0 25,000,000 4 5-25%
M-REAL OYJ Europe Y 14 12.3 20,000,000 6 > 95%
MTR CORPORATION LIMITED Asia Ex-Japan Y 5 2.0 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 16 14.0 50,000,000 6 > 95%
MURPHY OIL CORPORATION Americas   9 5.3 2,500,000 1 < 5%
NABORS INDUSTRIES, INC. Americas Y 15 12.0 20,000,000 4 5-25%
NALCO COMPANY Americas Y 9 5.7 5,000,000 0 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 13 9.7 22,500,000 3 > 95%
NATIONAL GRID PLC Europe Y 14 12.7 15,000,000 2 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 17 13.7 15,000,000 3 5-25%
NATIXIS Europe   6 2.3 2,500,000 0 > 95%
NEC CORPORATION Japan Y 14 12.3 12,500,000 3 > 95%
NESTLE S.A. Europe   16 12.0 12,500,000 1 > 95%
NEW ALBERTSON'S, INC. Americas Y 11 9.7 17,500,000 5 5-25%
NEW ZEALAND Sovereign   10 7.0 10,000,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 17 13.0 50,000,000 5 5-25%
NEWMONT MINING CORPORATION Americas   13 11.3 15,000,000 3 5-25%
NEWMONT USA LIMITED Americas   10 4.7 2,500,000 0 < 5%
NEWS AMERICA INCORPORATED Americas Y 16 14.0 50,000,000 7 < 5%
NEXEN INC. Americas   14 10.3 7,500,000 2 5-25%
NEXT PLC Europe Y 15 14.0 50,000,000 5 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas   12 8.0 5,000,000 1 25-75%
NIPPON PAPER GROUP, INC. Japan Y 11 10.0 22,500,000 4 > 95%
NIPPON STEEL CORPORATION Japan Y 14 12.0 50,000,000 6 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 13 10.3 17,500,000 4 > 95%
NISOURCE FINANCE CORP. Americas   11 5.0 2,500,000 0 5-25%
NISSAN MOTOR CO., LTD. Japan Y 12 11.0 50,000,000 3 > 95%
NOBLE CORPORATION Americas   9 6.3 2,500,000 1 < 5%
NOBLE ENERGY, INC. Americas   11 6.0 2,500,000 0 < 5%
NOBLE GROUP LIMITED Asia Ex-Japan Y 13 10.3 7,500,000 2 > 95%
NOKIA OYJ Europe Y 15 14.7 75,000,000 19 > 95%
NOMURA HOLDINGS, INC. Japan   11 8.7 7,500,000 2 > 95%
NOMURA SECURITIES CO., LTD. Japan Y 9 6.0 5,000,000 1 > 95%
NORBORD INC. Americas   13 10.0 5,000,000 1 5-25%
NORDEA BANK AB Europe   11 6.0 7,500,000 1 > 95%
NORDSTROM, INC. Americas Y 17 13.0 50,000,000 6 < 5%
NORFOLK SOUTHERN CORPORATION Americas Y 15 12.7 20,000,000 4 5-25%
NORSKE SKOGINDUSTRIER ASA Europe Y 17 14.7 25,000,000 9 > 95%
NORTHROP GRUMMAN CORPORATION Americas   16 12.7 17,500,000 3 5-25%
NOVA CHEMICALS CORPORATION Americas Y 13 9.0 7,500,000 2 5-25%
NOVARTIS AG Europe   12 8.0 7,500,000 1 > 95%
NRG ENERGY, INC. Americas Y 13 11.7 22,500,000 9 < 5%
NUCOR CORPORATION Americas   13 11.7 15,000,000 3 < 5%
NXP B.V. Europe Y 13 12.0 17,500,000 5 > 95%
OBAYASHI CORPORATION Japan Y 10 6.3 5,000,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   9 8.3 5,000,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   9 3.3 2,500,000 0 75-95%
OFFICE DEPOT, INC. Americas   12 11.7 22,500,000 6 < 5%
OJI PAPER CO., LTD. Japan Y 10 9.3 25,000,000 3 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   10 6.0 2,500,000 0 > 95%
OLIN CORPORATION Americas Y 15 11.3 12,500,000 2 5-25%
OMNICOM GROUP INC. Americas Y 17 13.7 50,000,000 6 < 5%
ONEOK PARTNERS, L.P. Americas   9 5.3 2,500,000 0 < 5%
ONEOK, INC. Americas   11 6.3 5,000,000 1 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe Y 14 13.0 20,000,000 6 > 95%
ORACLE AMERICA, INC. Americas   5 2.3 2,500,000 0 25-75%
ORACLE CORPORATION Americas   11 9.3 7,500,000 1 < 5%
ORIX CORPORATION Japan Y 13 10.0 12,500,000 3 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 8 5.0 5,000,000 1 > 95%
OWENS-ILLINOIS, INC. Americas Y 12 10.0 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   11 8.0 5,000,000 1 5-25%
PACKAGING CORPORATION OF AMERICA Americas   12 9.3 7,500,000 1 5-25%
PACTIV CORPORATION Americas   11 8.3 12,500,000 2 5-25%
PANASONIC CORPORATION Japan   12 11.0 50,000,000 6 > 95%
PARKER DRILLING COMPANY Americas Y 9 7.0 5,000,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   11 7.3 7,500,000 2 > 95%
PEABODY ENERGY CORPORATION Americas   11 9.0 7,500,000 2 < 5%
PEARSON PLC Europe Y 15 13.0 12,500,000 2 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 15 14.3 300,000,000 29 > 95%
PEPCO HOLDINGS, INC. Americas   12 6.3 2,500,000 0 25-75%
PEPSICO, INC. Americas   12 8.7 7,500,000 1 25-75%
PERNOD RICARD Europe Y 16 13.0 20,000,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas   11 8.0 7,500,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   11 7.0 7,500,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 14 11.3 50,000,000 4 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   13 9.0 12,500,000 2 > 95%
PEUGEOT SA Europe Y 16 15.7 75,000,000 13 > 95%
PFIZER INC. Americas Y 14 12.0 20,000,000 3 < 5%
PHH CORPORATION Americas   7 5.7 5,000,000 1 5-25%
PHILIP MORRIS INTERNATIONAL INC. Americas   9 5.7 7,500,000 1 < 5%
PILKINGTON GROUP LIMITED Europe   8 4.0 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas Y 14 11.0 12,500,000 4 5-25%
PITNEY BOWES INC. Americas Y 15 12.3 50,000,000 9 5-25%
POLYONE CORPORATION Americas Y 10 8.3 5,000,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   16 11.3 12,500,000 1 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 16 15.0 75,000,000 11 > 95%
PORTUGUESE REPUBLIC Sovereign   16 15.7 225,000,000 19 > 95%
POSCO Asia Ex-Japan Y 12 10.3 12,500,000 2 > 95%
POSTNL N.V. Europe Y 15 13.0 50,000,000 5 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   14 7.7 2,500,000 1 < 5%
PPG INDUSTRIES, INC. Americas   14 8.7 5,000,000 1 5-25%
PPL ENERGY SUPPLY, LLC Americas   11 6.0 2,500,000 1 25-75%
PPR Europe Y 15 13.3 50,000,000 5 > 95%
PRAXAIR, INC. Americas   8 4.3 2,500,000 0 < 5%
PRIDE INTERNATIONAL, INC. Americas Y 8 5.3 2,500,000 1 < 5%
PROGRESS ENERGY, INC. Americas Y 16 13.3 20,000,000 3 5-25%
PROLOGIS, L.P. Americas   11 9.0 10,000,000 2 < 5%
PROMISE CO., LTD. Japan Y 13 7.7 10,000,000 1 > 95%
PROSIEBENSAT.1 MEDIA AG Europe Y 10 5.3 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   14 12.0 50,000,000 5 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   14 7.3 5,000,000 1 > 95%
PSEG POWER LLC Americas   12 7.3 5,000,000 1 25-75%
PTT PUBLIC COMPANY LIMITED Asia Ex-Japan Y 2 0.7 2,500,000 0 > 95%
PUBLICIS GROUPE SA Europe Y 16 13.7 10,000,000 2 > 95%
PULTEGROUP, INC. Americas   17 14.0 75,000,000 16 < 5%
QANTAS AIRWAYS LIMITED Australia NZ Y 15 13.0 22,500,000 3 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 13 9.0 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 14 11.7 22,500,000 4 < 5%
QWEST CAPITAL FUNDING, INC. Americas Y 11 7.0 7,500,000 1 < 5%
QWEST CORPORATION Americas Y 16 9.7 12,500,000 2 5-25%
R.R. DONNELLEY & SONS COMPANY Americas Y 17 14.0 50,000,000 14 5-25%
RADIAN GROUP INC. Americas Y 16 14.7 175,000,000 26 < 5%
RADIOSHACK CORPORATION Americas Y 16 14.3 75,000,000 12 < 5%
RAIFFEISEN BANK INTERNATIONAL AG Europe   6 2.0 2,500,000 0 > 95%
RALLYE Europe Y 13 12.3 12,500,000 3 > 95%
RAYTHEON COMPANY Americas Y 16 13.3 15,000,000 4 5-25%
REALOGY CORPORATION Americas Y 10 9.3 15,000,000 7 < 5%
REED ELSEVIER PLC Europe   13 12.3 20,000,000 2 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 14 9.7 5,000,000 1 > 95%
RENAULT Europe Y 16 15.0 50,000,000 8 > 95%
RENTOKIL INITIAL 1927 PLC Europe Y 10 5.7 2,500,000 0 > 95%
RENTOKIL INITIAL PLC Europe Y 14 11.7 12,500,000 2 > 95%
REPSOL YPF, S.A. Europe   16 15.0 100,000,000 16 > 95%
REPUBLIC OF AUSTRIA Sovereign   16 14.3 125,000,000 7 > 95%
REPUBLIC OF BULGARIA Sovereign Y 15 11.3 20,000,000 3 > 95%
REPUBLIC OF CHILE Sovereign Y 12 10.0 17,500,000 2 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 15 12.3 75,000,000 7 > 95%
REPUBLIC OF CROATIA Sovereign Y 11 10.0 50,000,000 2 > 95%
REPUBLIC OF CYPRUS Sovereign Y 12 8.0 12,500,000 1 > 95%
REPUBLIC OF ESTONIA Sovereign   11 6.0 5,000,000 1 > 95%
REPUBLIC OF FINLAND Sovereign   15 12.3 50,000,000 2 > 95%
REPUBLIC OF ICELAND Sovereign   8 4.7 7,500,000 0 75-95%
REPUBLIC OF INDONESIA Sovereign Y 15 14.0 150,000,000 19 > 95%
REPUBLIC OF ITALY Sovereign   16 15.0 1,200,000,000 65 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign   13 10.7 15,000,000 2 > 95%
REPUBLIC OF KOREA Sovereign Y 15 15.0 300,000,000 32 > 95%
REPUBLIC OF LATVIA Sovereign   12 9.7 7,500,000 2 > 95%
REPUBLIC OF LITHUANIA Sovereign   14 10.0 7,500,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 11 8.3 17,500,000 2 > 95%
REPUBLIC OF PERU Sovereign Y 14 12.7 75,000,000 8 > 95%
REPUBLIC OF POLAND Sovereign Y 16 14.7 125,000,000 14 > 95%
REPUBLIC OF SLOVENIA Sovereign   12 9.3 12,500,000 2 75-95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 14 13.3 100,000,000 10 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 16 14.0 100,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 15.7 350,000,000 30 > 95%
REPUBLIC SERVICES, INC. Americas   12 10.0 10,000,000 1 25-75%
RESONA BANK, LIMITED Japan Y 11 9.3 12,500,000 2 > 95%
REXAM PLC Europe   12 9.7 7,500,000 1 > 95%
REXEL DEVELOPPEMENT SAS Europe   10 5.0 5,000,000 1 > 95%
REYNOLDS AMERICAN INC. Americas Y 16 11.7 15,000,000 3 < 5%
RHODIA Europe Y 13 8.0 2,500,000 1 > 95%
RIO TINTO ALCAN INC. Americas Y 16 13.3 17,500,000 3 5-25%
RIO TINTO LIMITED Australia NZ   15 13.7 50,000,000 6 > 95%
RITE AID CORPORATION Americas Y 12 10.3 22,500,000 10 < 5%
ROCHE HOLDINGS, INC. Europe   10 7.3 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   11 8.3 7,500,000 2 < 5%
ROHM AND HAAS COMPANY Americas Y 16 13.0 15,000,000 3 5-25%
ROLLS-ROYCE PLC Europe Y 16 13.7 15,000,000 2 > 95%
ROMANIA Sovereign Y 15 10.0 12,500,000 2 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   13 7.0 5,000,000 1 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 13 12.0 50,000,000 6 < 5%
ROYAL DUTCH SHELL PLC Europe   16 13.7 12,500,000 2 > 95%
RPM INTERNATIONAL INC. Americas   13 9.3 5,000,000 1 5-25%
RUSSIAN AGRICULTURAL BANK Europe   14 8.7 7,500,000 1 > 95%
RUSSIAN FEDERATION Sovereign Y 17 15.0 275,000,000 29 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 16 14.3 50,000,000 6 > 95%
RYDER SYSTEM, INC. Americas Y 14 11.0 22,500,000 4 5-25%
SABMILLER PLC Europe Y 13 11.0 10,000,000 2 > 95%
SABRE HOLDINGS CORPORATION Americas Y 14 12.0 17,500,000 5 5-25%
SAFEWAY INC. Americas Y 16 14.0 125,000,000 20 < 5%
SAFEWAY LIMITED Europe Y 15 12.3 15,000,000 2 > 95%
SAKS INCORPORATED Americas Y 14 12.3 15,000,000 4 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 11 5.3 5,000,000 1 > 95%
SANMINA-SCI CORPORATION Americas Y 13 10.3 12,500,000 4 < 5%
SANOFI Europe Y 15 12.7 50,000,000 4 > 95%
SANTANDER UK PLC Europe   9 6.7 5,000,000 1 > 95%
SANYO ELECTRIC CO., LTD. Japan Y 2 0.7 2,500,000 0 > 95%
SARA LEE CORPORATION Americas Y 16 13.3 50,000,000 7 5-25%
SBERBANK Europe   14 11.0 12,500,000 1 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 14 11.0 10,000,000 3 > 95%
SCANIA AKTIEBOLAG Europe   13 7.0 7,500,000 1 > 95%
SCHLUMBERGER N.V. Americas   12 7.3 2,500,000 1 5-25%
SCHNEIDER ELECTRIC SA Europe   14 9.7 7,500,000 1 > 95%
SCOR SE Europe   12 6.7 2,500,000 0 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   10 4.7 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas Y 9 6.7 5,000,000 2 < 5%
SEALED AIR CORPORATION Americas   12 9.7 12,500,000 2 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 13 10.7 15,000,000 4 5-25%
SECURITAS AB Europe   13 5.3 2,500,000 1 > 95%
SEMPRA ENERGY Americas Y 17 13.0 22,500,000 3 5-25%
SES Europe   13 8.0 5,000,000 1 > 95%
SHARP CORPORATION Japan Y 11 10.7 20,000,000 5 > 95%
SHAW COMMUNICATIONS INC. Americas   5 1.7 2,500,000 0 75-95%
SHIMIZU CORPORATION Japan Y 9 6.7 5,000,000 1 > 95%
SHINHAN BANK Asia Ex-Japan   5 2.7 5,000,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe   17 15.3 50,000,000 6 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 15 11.7 25,000,000 5 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 9 4.7 2,500,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   11 7.7 7,500,000 1 > 95%
SK INNOVATION CO., LTD. Asia Ex-Japan   6 2.0 2,500,000 0 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan Y 11 6.3 2,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   12 5.7 5,000,000 1 > 95%
SLM CORPORATION Americas Y 16 14.7 75,000,000 8 < 5%
SLOVAK REPUBLIC Sovereign   13 11.0 15,000,000 2 > 95%
SMITHFIELD FOODS, INC. Americas Y 13 11.3 15,000,000 4 < 5%
SMITHS GROUP PLC Europe   10 3.7 2,500,000 0 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe Y 13 10.0 7,500,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 11 10.0 12,500,000 2 > 95%
SOCIETE AIR FRANCE Europe Y 15 13.3 17,500,000 4 > 95%
SOCIETE GENERALE Europe Y 14 13.7 75,000,000 16 > 95%
SODEXO Europe Y 14 10.7 10,000,000 1 > 95%
SOFTBANK CORP. Japan Y 12 9.0 7,500,000 1 > 95%
SOLVAY Europe Y 16 13.7 20,000,000 4 > 95%
SOMPO JAPAN INSURANCE INC. Japan   12 6.0 7,500,000 1 > 95%
SONY CORPORATION Japan Y 15 12.7 50,000,000 5 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   11 8.3 5,000,000 1 < 5%
SOUTHWEST AIRLINES CO. Americas Y 15 13.3 50,000,000 8 5-25%
SPECTRA ENERGY CAPITAL, LLC Americas   13 7.7 5,000,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION Americas y 9 8.0 22,500,000 6 < 5%
SPRINT NEXTEL CORPORATION Americas Y 17 15.3 100,000,000 20 < 5%
SSE PLC Europe   4 1.3 2,500,000 0 > 95%
STANDARD CHARTERED BANK Europe Y 12 10.7 50,000,000 4 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   7 3.0 2,500,000 0 > 95%
STANDARD PACIFIC CORP. Americas Y 12 11.3 22,500,000 6 < 5%
STANLEY BLACK & DECKER, INC. Americas   14 9.7 10,000,000 1 5-25%
STAPLES, INC. Americas Y 15 12.3 50,000,000 7 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 16 13.0 50,000,000 9 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 15 13.0 15,000,000 2 > 95%
STATE OF CALIFORNIA Sovereign   7 5.7 7,500,000 1 75-95%
STATE OF FLORIDA Sovereign   3 1.7 2,500,000 0 25-75%
STATE OF ILLINOIS Sovereign   6 4.0 10,000,000 2 > 95%
STATE OF ISRAEL Sovereign Y 14 12.7 20,000,000 4 > 95%
STATE OF NEW JERSEY Sovereign   2 0.7 2,500,000 0 > 95%
STATE OF NEW YORK Sovereign   3 1.0 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 13 12.0 12,500,000 2 > 95%
STATE OF TEXAS Sovereign   4 1.3 2,500,000 0 > 95%
STATOIL ASA Europe Y 14 11.3 15,000,000 3 > 95%
STENA AKTIEBOLAG Europe Y 14 13.7 50,000,000 10 > 95%
STMICROELECTRONICS N.V. Europe Y 16 14.3 50,000,000 6 > 95%
STORA ENSO OYJ Europe Y 15 14.0 50,000,000 9 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe   16 12.7 10,000,000 2 > 95%
SUMITOMO CORPORATION Japan Y 13 10.7 12,500,000 2 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 13 11.7 10,000,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan Y 9 6.7 7,500,000 1 > 95%
SUNCOR ENERGY INC. Americas   12 9.7 12,500,000 2 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 13 9.3 10,000,000 3 < 5%
SUNOCO, INC. Americas Y 12 9.7 7,500,000 2 5-25%
SUPERVALU INC. Americas Y 16 13.7 50,000,000 12 < 5%
SUZUKI MOTOR CORPORATION Japan Y 5 2.0 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe   15 13.3 12,500,000 2 > 95%
SVENSKA HANDELSBANKEN AB Europe   9 3.7 2,500,000 0 > 95%
SWEDISH MATCH AB Europe Y 13 8.7 5,000,000 1 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 11 7.7 5,000,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe   16 14.3 50,000,000 5 > 95%
SWISSCOM LTD. Europe   11 6.3 5,000,000 1 > 95%
SYNGENTA AG Europe   14 9.0 5,000,000 1 > 95%
TABCORP HOLDINGS LIMITED Australia NZ Y 8 5.0 5,000,000 1 > 95%
TAISEI CORPORATION Japan Y 11 7.7 5,000,000 1 > 95%
TALISMAN ENERGY INC. Americas   12 9.7 5,000,000 1 5-25%
TARGET CORPORATION Americas Y 17 12.7 25,000,000 4 < 5%
TATA MOTORS LIMITED Asia Ex-Japan Y 3 1.3 2,500,000 0 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   15 12.3 12,500,000 2 > 95%
TDC A/S Europe Y 10 5.7 2,500,000 0 > 95%
TE CONNECTIVITY LTD. Americas   13 8.0 2,500,000 1 5-25%
TECHNIP Europe Y 10 5.7 5,000,000 1 > 95%
TECK RESOURCES LIMITED Americas   9 8.7 12,500,000 2 < 5%
TECO ENERGY, INC. Americas   11 6.0 2,500,000 0 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   10 6.0 5,000,000 1 > 95%
TELECOM ITALIA SPA Europe Y 17 15.3 100,000,000 13 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 16 14.0 20,000,000 5 > 95%
TELEFONICA, S.A. Europe   15 14.7 100,000,000 20 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   12 6.0 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe   17 13.7 22,500,000 5 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   8 5.3 5,000,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   7 3.3 2,500,000 0 > 95%
TELENOR ASA Europe Y 14 12.3 20,000,000 3 > 95%
TELEVISION FRANCAISE 1 Europe   4 2.0 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG Europe Y 16 12.0 15,000,000 2 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 14 12.0 20,000,000 4 > 95%
TELUS CORPORATION Americas   9 4.3 2,500,000 0 5-25%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   8 5.0 5,000,000 1 > 95%
TEMPLE-INLAND INC. Americas Y 15 11.7 17,500,000 3 5-25%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 4 2.7 2,500,000 0 > 95%
TENET HEALTHCARE CORPORATION Americas Y 13 10.3 15,000,000 4 < 5%
TESCO PLC Europe Y 15 13.3 25,000,000 5 > 95%
TESORO CORPORATION Americas Y 11 10.3 12,500,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   11 5.0 2,500,000 0 5-25%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas Y 15 12.0 50,000,000 10 < 5%
TEXAS INSTRUMENTS INCORPORATED Americas   9 4.3 2,500,000 1 < 5%
TEXTRON FINANCIAL CORPORATION Americas Y 16 12.3 22,500,000 4 5-25%
TEXTRON INC. Americas   15 10.0 7,500,000 2 5-25%
THALES Europe   14 9.7 7,500,000 1 > 95%
THE AES CORPORATION Americas Y 11 8.7 10,000,000 2 < 5%
THE ALLSTATE CORPORATION Americas Y 17 14.0 50,000,000 12 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan Y 14 12.0 12,500,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 12 9.0 5,000,000 1 5-25%
THE BOEING COMPANY Americas   12 7.7 7,500,000 1 < 5%
THE CHUBB CORPORATION Americas Y 16 12.7 22,500,000 4 5-25%
THE CITY OF NEW YORK Sovereign   3 2.3 2,500,000 0 > 95%
THE CLOROX COMPANY Americas   12 7.7 5,000,000 1 < 5%
THE COCA-COLA COMPANY Americas   10 6.7 10,000,000 1 5-25%
THE DOW CHEMICAL COMPANY Americas Y 16 13.7 50,000,000 6 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 14 11.0 12,500,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 13 10.0 12,500,000 1 > 95%
THE GAP, INC. Americas Y 16 12.3 50,000,000 6 5-25%
THE GOLDMAN SACHS GROUP, INC. Americas   15 14.3 275,000,000 27 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 12.7 17,500,000 6 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   11 6.3 5,000,000 1 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 17 13.7 50,000,000 7 < 5%
THE HERSHEY COMPANY Americas   11 8.3 7,500,000 1 < 5%
THE HERTZ CORPORATION Americas Y 14 12.3 15,000,000 4 5-25%
THE HOME DEPOT, INC. Americas Y 15 12.3 50,000,000 5 5-25%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   11 5.3 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas Y 13 9.0 12,500,000 3 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 5 2.7 2,500,000 0 > 95%
THE JONES GROUP INC. Americas   16 13.7 75,000,000 12 < 5%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED Japan   11 8.3 7,500,000 2 > 95%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 12 8.7 10,000,000 1 > 95%
THE KROGER CO. Americas Y 17 14.3 75,000,000 11 < 5%
THE LUBRIZOL CORPORATION Americas   12 6.7 5,000,000 1 5-25%
THE MCCLATCHY COMPANY Americas Y 16 13.7 20,000,000 8 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 14 12.0 12,500,000 3 < 5%
THE NEW YORK TIMES COMPANY Americas Y 14 12.3 50,000,000 7 < 5%
THE NIELSEN COMPANY B.V. Europe Y 8 4.0 2,500,000 0 > 95%
THE NORINCHUKIN BANK Japan   10 5.0 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY Americas   15 11.3 10,000,000 1 5-25%
THE RANK GROUP PLC Europe Y 9 5.0 2,500,000 0 > 95%
THE ROYAL BANK OF SCOTLAND N.V. Europe   12 8.0 5,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 15 13.3 75,000,000 10 > 95%
THE RYLAND GROUP, INC. Americas   14 11.7 50,000,000 7 5-25%
THE SERVICEMASTER COMPANY Americas   7 3.7 2,500,000 0 5-25%
THE SHERWIN-WILLIAMS COMPANY Americas Y 15 12.3 50,000,000 5 5-25%
THE SOUTHERN COMPANY Americas   9 5.3 2,500,000 1 5-25%
THE TJX COMPANIES, INC. Americas Y 15 9.7 5,000,000 1 5-25%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan Y 13 10.7 15,000,000 4 > 95%
THE TRAVELERS COMPANIES, INC. Americas   12 8.7 7,500,000 2 < 5%
THE WALT DISNEY COMPANY Americas Y 15 12.3 50,000,000 4 5-25%
THE WESTERN UNION COMPANY Americas   11 8.7 7,500,000 2 5-25%
THE WILLIAMS COMPANIES, INC. Americas Y 11 9.7 7,500,000 2 < 5%
THOMSON REUTERS GROUP LIMITED Europe   13 8.7 5,000,000 1 > 95%
THYSSENKRUPP AG Europe Y 17 15.3 50,000,000 7 > 95%
TIME WARNER CABLE INC. Americas Y 14 12.7 17,500,000 3 5-25%
TIME WARNER INC. Americas Y 17 13.3 20,000,000 3 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan Y 13 9.0 10,000,000 1 > 95%
TOKYO GAS CO., LTD. Japan Y 7 4.7 5,000,000 1 > 95%
TOLL BROTHERS, INC. Americas   16 13.3 50,000,000 7 5-25%
TOMKINS LIMITED Europe   11 6.0 5,000,000 1 > 95%
TOSHIBA CORPORATION Japan Y 12 11.0 50,000,000 6 > 95%
TOTAL SA Europe Y 16 14.3 50,000,000 5 > 95%
TOYOTA MOTOR CORPORATION Japan Y 12 10.0 20,000,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan Y 13 8.3 5,000,000 1 > 95%
TOYS "R" US, INC. Americas Y 14 11.3 15,000,000 5 < 5%
TRANE INC. Americas   7 4.0 2,500,000 0 75-95%
TRANSCANADA PIPELINES LIMITED Americas   11 7.0 5,000,000 1 5-25%
TRANSOCEAN INC. Americas Y 16 14.0 50,000,000 8 < 5%
TRANSOCEAN WORLDWIDE INC. Americas   9 5.0 2,500,000 0 25-75%
TRW AUTOMOTIVE INC. Americas Y 12 11.0 15,000,000 4 < 5%
TUI AG Europe Y 17 14.7 50,000,000 9 > 95%
TYCO INTERNATIONAL LTD. Americas   13 7.7 7,500,000 1 5-25%
TYSON FOODS, INC. Americas Y 17 13.7 50,000,000 5 5-25%
UBM PLC Europe   9 5.0 2,500,000 0 > 95%
UBS AG Europe Y 16 15.0 50,000,000 5 > 95%
UKRAINE Sovereign Y 16 14.3 50,000,000 4 > 95%
UNIBAIL-RODAMCO SE Europe   8 5.7 5,000,000 1 > 95%
UNICREDIT BANK AG Europe   13 8.7 7,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.3 75,000,000 10 > 95%
UNILEVER N.V. Europe Y 15 11.7 12,500,000 2 > 95%
UNION PACIFIC CORPORATION Americas Y 16 11.7 15,000,000 3 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   8 3.3 2,500,000 1 > 95%
UNISYS CORPORATION Americas Y 10 8.7 7,500,000 3 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign   14 13.0 200,000,000 12 > 95%
UNITED MEXICAN STATES Sovereign Y 16 14.0 300,000,000 29 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 9 5.7 2,500,000 1 > 95%
UNITED PARCEL SERVICE, INC. Americas   13 11.0 15,000,000 2 5-25%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 11 9.3 12,500,000 5 < 5%
UNITED STATES CELLULAR CORPORATION Americas   7 2.7 2,500,000 0 < 5%
UNITED STATES OF AMERICA Sovereign   10 8.7 75,000,000 2 > 95%
UNITED STATES STEEL CORPORATION Americas Y 13 12.0 50,000,000 11 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   12 10.0 17,500,000 2 < 5%
UNITED UTILITIES PLC Europe Y 15 14.3 17,500,000 3 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 14 12.0 17,500,000 3 5-25%
UNITYMEDIA GMBH Europe Y 12 12.0 12,500,000 3 > 95%
UNIVERSAL CORPORATION Americas   10 5.3 2,500,000 0 5-25%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 16 13.3 50,000,000 7 < 5%
UNIVISION COMMUNICATIONS INC. Americas Y 12 8.0 5,000,000 1 < 5%
UNUM GROUP Americas Y 13 8.7 5,000,000 1 5-25%
UPC HOLDING B.V. Europe Y 14 12.7 22,500,000 6 > 95%
UPM-KYMMENE OYJ Europe Y 16 13.3 50,000,000 7 > 95%
UST LLC Americas   11 6.3 2,500,000 1 25-75%
V.F. CORPORATION Americas   13 11.3 12,500,000 2 5-25%
VALE CANADA LIMITED Americas   7 3.3 2,500,000 1 < 5%
VALE SA Americas   9 5.7 5,000,000 0 > 95%
VALEO Europe Y 15 13.0 50,000,000 11 > 95%
VALERO ENERGY CORPORATION Americas Y 16 14.0 50,000,000 6 < 5%
VATTENFALL AKTIEBOLAG Europe Y 13 11.0 10,000,000 1 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan Y 14 9.3 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 14 13.7 50,000,000 8 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 16 13.0 50,000,000 4 5-25%
VIACOM INC. Americas Y 15 12.3 15,000,000 3 5-25%
VINCI Europe Y 14 12.7 50,000,000 5 > 95%
VIRGIN MEDIA FINANCE PLC Europe Y 16 13.7 22,500,000 5 > 95%
VIVENDI Europe Y 16 14.7 50,000,000 9 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 15 13.3 20,000,000 3 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe   17 16.0 75,000,000 10 > 95%
VOLKSWAGEN INTERNATIONAL FINANCE N.V. Europe   0 0.0 2,500,000 0 > 95%
VORNADO REALTY L.P. Americas Y 13 10.3 7,500,000 2 5-25%
VULCAN MATERIALS COMPANY Americas Y 11 8.3 12,500,000 3 < 5%
WAL-MART STORES, INC. Americas Y 17 13.3 50,000,000 4 5-25%
WAN HAI LINES LTD. Asia Ex-Japan   2 0.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas   15 10.0 7,500,000 2 5-25%
WEATHERFORD INTERNATIONAL LTD. Americas   15 11.3 22,500,000 4 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   11 8.0 2,500,000 1 5-25%
WEINGARTEN REALTY INVESTORS Americas   5 2.7 2,500,000 0 25-75%
WELLPOINT, INC. Americas   10 7.3 7,500,000 1 5-25%
WELLS FARGO & COMPANY Americas Y 17 14.7 125,000,000 12 < 5%
WENDEL Europe Y 16 12.7 10,000,000 2 > 95%
WENDY'S INTERNATIONAL, INC. Americas Y 15 11.7 15,000,000 2 5-25%
WESFARMERS LIMITED Australia NZ Y 9 6.7 5,000,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ Y 14 11.0 12,500,000 2 > 95%
WESTLB AG Europe   13 9.3 5,000,000 1 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 13 10.7 25,000,000 3 > 95%
WEYERHAEUSER COMPANY Americas Y 16 13.7 50,000,000 10 5-25%
WHIRLPOOL CORPORATION Americas Y 15 13.7 75,000,000 11 < 5%
WIND ACQUISITION FINANCE S.A. Europe Y 15 14.3 17,500,000 5 > 95%
WINDSTREAM CORPORATION Americas Y 14 11.7 25,000,000 7 < 5%
WOLTERS KLUWER N.V. Europe Y 17 14.3 22,500,000 4 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   12 9.0 7,500,000 1 > 95%
WOOLWORTHS LTD Australia NZ Y 11 6.3 7,500,000 1 > 95%
WOORI BANK Asia Ex-Japan Y 13 10.7 22,500,000 3 > 95%
WPP 2005 LIMITED Europe Y 17 14.0 20,000,000 4 > 95%
WYETH LLC Americas   15 11.3 15,000,000 2 5-25%
WYNDHAM WORLDWIDE CORPORATION Americas   10 5.3 2,500,000 0 5-25%
XCEL ENERGY INC. Americas   8 4.3 2,500,000 0 < 5%
XEROX CORPORATION Americas Y 15 13.0 50,000,000 5 < 5%
XLIT LTD. Americas Y 15 12.7 50,000,000 4 5-25%
XSTRATA CANADA CORPORATION Americas   13 6.7 2,500,000 1 5-25%
XSTRATA PLC Europe   15 14.3 50,000,000 7 > 95%
XTO ENERGY INC. Americas Y 11 8.0 2,500,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   10 5.7 2,500,000 0 75-95%
YRC WORLDWIDE INC. Americas   11 6.7 5,000,000 1 < 5%
YUM! BRANDS, INC. Americas Y 14 12.3 12,500,000 2 5-25%
ZURICH INSURANCE COMPANY LTD Europe   15 14.0 50,000,000 6 > 95%
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