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

The sample covers the three month period beginning March 20, 2013 through June 19, 2013

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number Of
Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Doc Clause %
ABB INTERNATIONAL FINANCE LIMITED EUROPE Y 13 8.0 20,000,000 5 > 95%
ABBOTT LABORATORIES AMERICAS   11 8.7 10,000,000 1 < 5%
ABU DHABI SOVEREIGN Y 13 11.3 20,000,000 2 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 5 3.0 2,500,000 0 > 95%
ACCOR EUROPE Y 15 13.3 20,000,000 5 > 95%
ACE LIMITED AMERICAS Y 12 10.7 75,000,000 7 5-25%
ACOM CO., LTD. JAPAN Y 11 8.0 7,500,000 1 > 95%
ADECCO S.A. EUROPE Y 14 12.3 17,500,000 4 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 13 11.0 25,000,000 12 < 5%
AEGON N.V. EUROPE Y 15 14.0 75,000,000 13 > 95%
AEON CO., LTD. JAPAN Y 9 6.7 7,500,000 1 > 95%
AETNA INC. AMERICAS Y 13 11.0 50,000,000 4 5-25%
AGEAS N.V. EUROPE   6 3.7 2,500,000 0 > 95%
AGRIUM INC. AMERICAS   11 10.0 10,000,000 2 5-25%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS   10 5.3 2,500,000 0 25-75%
AK STEEL CORPORATION AMERICAS Y 12 10.7 20,000,000 10 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 15 14.0 50,000,000 5 > 95%
AKTIEBOLAGET SKF EUROPE   9 5.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 14 13.0 50,000,000 11 > 95%
AKZO NOBEL N.V. EUROPE Y 15 13.7 50,000,000 9 > 95%
ALCATEL LUCENT EUROPE Y 14 13.3 50,000,000 10 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 12 9.7 10,000,000 4 < 5%
ALCOA INC. AMERICAS Y 15 14.3 75,000,000 17 < 5%
ALL NIPPON AIRWAYS CO., LTD. JAPAN Y 10 8.7 10,000,000 4 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS   5 2.7 2,500,000 0 5-25%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY EUROPE Y 4 2.0 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 11 7.3 5,000,000 1 > 95%
ALLIANDER N.V. EUROPE   5 3.3 5,000,000 1 > 95%
ALLIANZ SE EUROPE Y 14 14.0 100,000,000 18 > 95%
ALLIED DOMECQ LIMITED EUROPE Y 6 3.3 7,500,000 2 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS   8 4.7 2,500,000 0 < 5%
ALLTEL CORPORATION AMERICAS   12 9.3 10,000,000 1 25-75%
ALLY FINANCIAL INC. AMERICAS Y 15 13.7 75,000,000 12 < 5%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS   9 5.0 2,500,000 0 < 5%
ALSTOM EUROPE Y 14 13.0 50,000,000 12 > 95%
ALTADIS SA EUROPE Y 14 9.3 10,000,000 3 > 95%
ALTRIA GROUP, INC. AMERICAS Y 13 11.3 50,000,000 6 5-25%
AMCOR LTD AUSTRALIA NZ Y 12 7.7 12,500,000 2 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   9 5.3 5,000,000 1 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 12 11.0 20,000,000 8 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 11 9.7 15,000,000 3 < 5%
AMERICAN EXPRESS COMPANY AMERICAS Y 14 12.0 50,000,000 5 5-25%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 14 12.7 75,000,000 9 5-25%
AMERISOURCEBERGEN CORPORATION AMERICAS   11 7.3 5,000,000 1 < 5%
AMGEN INC. AMERICAS Y 13 10.7 50,000,000 5 5-25%
AMKOR TECHNOLOGY, INC. AMERICAS Y 12 11.0 12,500,000 6 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 10 4.0 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 15 12.3 75,000,000 8 < 5%
ANGEL LUX COMMON S.A. EUROPE   3 1.0 2,500,000 0 > 95%
ANGLO AMERICAN PLC EUROPE Y 15 14.3 100,000,000 12 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS   11 6.0 5,000,000 0 5-25%
ANHEUSER-BUSCH INBEV EUROPE Y 11 9.3 10,000,000 2 > 95%
AON CORPORATION AMERICAS   12 9.0 10,000,000 1 < 5%
APACHE CORPORATION AMERICAS   14 11.0 20,000,000 4 5-25%
ARAB REPUBLIC OF EGYPT SOVEREIGN   12 8.0 5,000,000 2 > 95%
ARAMARK CORPORATION AMERICAS Y 11 8.7 10,000,000 3 5-25%
ARCELORMITTAL EUROPE Y 14 14.0 125,000,000 22 > 95%
ARCELORMITTAL FINANCE EUROPE Y 4 1.7 2,500,000 0 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS   10 6.0 2,500,000 0 25-75%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 13 12.0 10,000,000 3 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 13 11.0 75,000,000 14 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 15 13.0 50,000,000 6 < 5%
ASHLAND INC. AMERICAS   5 2.0 2,500,000 0 5-25%
ASSA ABLOY AB EUROPE   5 3.0 5,000,000 1 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 15 14.7 100,000,000 16 > 95%
ASSURED GUARANTY CORP. AMERICAS   12 10.7 25,000,000 5 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS   14 10.7 25,000,000 4 5-25%
ASTRAZENECA PLC EUROPE Y 14 8.7 12,500,000 2 > 95%
AT&T CORP. AMERICAS   9 3.0 2,500,000 0 5-25%
AT&T INC. AMERICAS Y 14 12.0 50,000,000 6 5-25%
AT&T MOBILITY LLC AMERICAS   12 8.3 12,500,000 2 < 5%
ATLANTIA S.P.A. EUROPE Y 14 12.7 50,000,000 7 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE   7 3.3 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 14 11.0 75,000,000 8 > 95%
AUTOZONE, INC. AMERICAS Y 14 12.0 50,000,000 6 5-25%
AVALONBAY COMMUNITIES, INC. AMERICAS   10 6.7 7,500,000 2 5-25%
AVIS BUDGET CAR RENTAL, LLC AMERICAS   11 9.3 7,500,000 3 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 12 10.7 17,500,000 4 5-25%
AVIVA PLC EUROPE Y 15 14.3 100,000,000 13 > 95%
AVNET, INC. AMERICAS Y 12 11.0 50,000,000 6 < 5%
AVON PRODUCTS, INC. AMERICAS   13 11.7 22,500,000 5 5-25%
AXA EUROPE Y 15 14.0 100,000,000 17 > 95%
BAE SYSTEMS PLC EUROPE Y 13 12.0 50,000,000 5 > 95%
BAKER HUGHES INCORPORATED AMERICAS   12 7.3 5,000,000 1 5-25%
BANCA ITALEASE S.P.A. EUROPE Y 8 4.3 5,000,000 1 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 15 14.0 50,000,000 10 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE   3 1.0 2,500,000 0 75-95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE   8 5.0 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 15 14.3 125,000,000 19 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 14 12.7 50,000,000 9 > 95%
BANCO DE SABADELL, S.A. EUROPE   11 7.3 5,000,000 1 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE Y 15 13.0 50,000,000 7 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 13 12.7 50,000,000 8 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE   13 8.7 5,000,000 1 > 95%
BANCO SANTANDER, S.A. EUROPE Y 15 14.3 150,000,000 23 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 15 13.7 125,000,000 16 5-25%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 13 10.7 25,000,000 3 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 13 7.0 7,500,000 1 > 95%
BANK OF SCOTLAND PLC EUROPE Y 13 10.0 50,000,000 5 > 95%
BANKINTER S.A. EUROPE   5 3.3 2,500,000 0 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE   10 5.7 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 15 13.0 150,000,000 22 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 13 12.0 75,000,000 15 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   5 2.3 5,000,000 1 > 95%
BASF SCHWEIZ AG EUROPE   14 9.3 50,000,000 8 > 95%
BASF SE EUROPE Y 14 12.7 50,000,000 7 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 12 8.7 7,500,000 2 5-25%
BAXTER INTERNATIONAL INC. AMERICAS Y 12 9.7 25,000,000 4 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 15 12.0 22,500,000 5 > 95%
BAYERISCHE LANDESBANK EUROPE   8 4.0 5,000,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 15 13.0 100,000,000 12 > 95%
BCE INC. AMERICAS   3 1.3 2,500,000 0 > 95%
BEAM INC. AMERICAS Y 13 11.0 15,000,000 3 5-25%
BEAZER HOMES USA, INC. AMERICAS   15 11.7 20,000,000 7 < 5%
BELLSOUTH CORPORATION AMERICAS   13 8.0 5,000,000 1 25-75%
BELO CORP. AMERICAS Y 14 12.7 50,000,000 7 < 5%
BERKSHIRE HATHAWAY INC. AMERICAS Y 15 12.7 100,000,000 15 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 14 12.3 50,000,000 6 > 95%
BEST BUY CO., INC. AMERICAS   12 11.3 50,000,000 11 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 15 11.7 50,000,000 5 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 12 10.3 17,500,000 3 < 5%
BNP PARIBAS EUROPE Y 14 13.0 75,000,000 8 > 95%
BNP PARIBAS FORTIS EUROPE   6 3.0 2,500,000 0 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 12 10.3 10,000,000 2 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 15 13.7 150,000,000 20 > 95%
BOMBARDIER INC. AMERICAS Y 13 10.0 10,000,000 3 < 5%
BORGWARNER INC. AMERICAS   11 7.7 5,000,000 1 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS   11 7.0 10,000,000 2 5-25%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 14 12.0 50,000,000 6 5-25%
BOUYGUES EUROPE Y 14 13.0 50,000,000 8 > 95%
BOYD GAMING CORPORATION AMERICAS Y 12 12.0 17,500,000 5 < 5%
BP P.L.C. EUROPE Y 15 13.3 50,000,000 6 > 95%
BRANDYWINE OPERATING PARTNERSHIP, L.P. AMERICAS   2 0.7 2,500,000 0 75-95%
BRIDGESTONE CORPORATION JAPAN Y 5 2.3 2,500,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 13 11.3 12,500,000 3 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 11 10.3 50,000,000 6 5-25%
BRITISH AIRWAYS PLC EUROPE Y 14 12.7 50,000,000 7 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 14 11.7 25,000,000 5 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 14 11.7 50,000,000 5 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 15 12.7 50,000,000 8 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS   5 2.0 2,500,000 0 > 95%
BRUNSWICK CORPORATION AMERICAS Y 14 11.7 50,000,000 6 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS   8 3.7 2,500,000 0 < 5%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS   12 10.3 17,500,000 2 5-25%
CA, INC. AMERICAS   12 7.7 12,500,000 2 5-25%
CABLE & WIRELESS LIMITED EUROPE Y 12 9.7 10,000,000 2 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 12 7.3 5,000,000 1 > 95%
CADBURY HOLDINGS LIMITED EUROPE Y 12 8.3 17,500,000 8 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 14 12.7 75,000,000 21 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE   10 5.7 5,000,000 1 > 95%
CAIXA GERAL DE DEPOSITOS, S.A. EUROPE   7 4.3 5,000,000 1 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 11 10.0 17,500,000 4 < 5%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   8 4.3 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS   14 11.7 15,000,000 3 5-25%
CANON INC. JAPAN Y 4 1.3 2,500,000 0 > 95%
CAP GEMINI EUROPE Y 13 7.0 7,500,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 14 10.7 50,000,000 5 5-25%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS   12 9.3 12,500,000 2 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 13 9.0 7,500,000 1 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 13 11.3 50,000,000 7 5-25%
CARGILL, INCORPORATED AMERICAS   12 8.0 5,000,000 0 5-25%
CARLSBERG BREWERIES A/S EUROPE   13 9.3 7,500,000 2 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE Y 10 5.3 12,500,000 3 > 95%
CARNIVAL CORPORATION AMERICAS Y 15 13.0 50,000,000 7 5-25%
CARREFOUR EUROPE Y 15 13.3 75,000,000 11 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 15 12.3 50,000,000 9 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   12 8.0 5,000,000 1 < 5%
CATERPILLAR INC. AMERICAS Y 13 11.3 75,000,000 7 < 5%
CBS CORPORATION AMERICAS Y 15 13.3 50,000,000 8 5-25%
CELESTICA INC. AMERICAS   10 5.7 2,500,000 1 < 5%
CELLCO PARTNERSHIP AMERICAS   4 1.3 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS   5 2.3 2,500,000 0 5-25%
CENTERPOINT ENERGY, INC. AMERICAS   8 3.0 2,500,000 0 < 5%
CENTEX CORPORATION AMERICAS   15 13.3 20,000,000 3 25-75%
CENTRICA PLC EUROPE Y 15 13.3 50,000,000 5 > 95%
CENTURYLINK, INC. AMERICAS Y 15 13.3 75,000,000 12 5-25%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 12 10.7 50,000,000 13 < 5%
CHEVRON CORPORATION AMERICAS   10 5.3 10,000,000 1 25-75%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 13 11.0 20,000,000 3 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 12 7.3 10,000,000 2 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 10 6.7 2,500,000 1 > 95%
CIGNA CORPORATION AMERICAS Y 13 11.0 20,000,000 4 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 12 11.3 12,500,000 3 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 13 10.7 15,000,000 3 5-25%
CITIGROUP INC. AMERICAS Y 13 12.0 125,000,000 13 5-25%
CLARIANT AG EUROPE Y 14 13.3 75,000,000 12 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 14 13.0 125,000,000 34 < 5%
CMS ENERGY CORPORATION AMERICAS   10 9.3 7,500,000 2 < 5%
CNA FINANCIAL CORPORATION AMERICAS   11 6.0 2,500,000 1 5-25%
CNOOC LIMITED ASIA EX-JAPAN Y 12 7.3 5,000,000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS   8 4.3 5,000,000 0 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. EUROPE Y 15 14.0 50,000,000 17 > 95%
COLES GROUP LIMITED AUSTRALIA NZ Y 12 6.0 7,500,000 1 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   9 4.3 2,500,000 0 < 5%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE   3 1.3 2,500,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS   13 10.0 20,000,000 3 25-75%
COMCAST CORPORATION AMERICAS Y 14 11.0 20,000,000 4 5-25%
COMMERCIAL METALS COMPANY AMERICAS   9 4.7 2,500,000 1 5-25%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 15 14.7 150,000,000 26 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 13 11.0 50,000,000 7 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 14 12.7 100,000,000 10 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 12 10.3 15,000,000 4 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 14 13.3 75,000,000 11 > 95%
COMPAGNIE FINANCIERE MICHELIN EUROPE Y 13 12.7 50,000,000 7 > 95%
COMPASS GROUP PLC EUROPE Y 14 11.7 20,000,000 4 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 15 13.0 50,000,000 8 5-25%
CON-WAY INC. AMERICAS   11 7.0 5,000,000 1 5-25%
CONAGRA FOODS, INC. AMERICAS Y 11 10.3 25,000,000 5 < 5%
CONOCOPHILLIPS AMERICAS Y 13 11.3 50,000,000 5 5-25%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS   5 1.7 2,500,000 0 5-25%
CONSTELLATION BRANDS, INC. AMERICAS   9 9.0 12,500,000 3 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 14 13.7 150,000,000 19 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 11 9.7 7,500,000 3 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 12 10.3 12,500,000 7 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE Y 14 13.3 50,000,000 6 > 95%
CORNING INCORPORATED AMERICAS   13 8.7 7,500,000 2 < 5%
CORUS GROUP LIMITED EUROPE   4 1.3 2,500,000 0 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS   5 2.0 5,000,000 0 5-25%
COVIDIEN LTD. AMERICAS   8 3.0 2,500,000 0 5-25%
COX COMMUNICATIONS, INC. AMERICAS Y 14 10.7 15,000,000 4 < 5%
CREDIT AGRICOLE SA EUROPE Y 14 13.0 100,000,000 13 > 95%
CREDIT SUISSE GROUP LTD EUROPE Y 15 13.7 100,000,000 14 > 95%
CROWN LIMITED AUSTRALIA NZ Y 12 7.7 7,500,000 2 > 95%
CSC HOLDINGS, LLC AMERICAS Y 11 9.3 7,500,000 2 5-25%
CSR LIMITED AUSTRALIA NZ Y 12 7.7 12,500,000 2 > 95%
CSX CORPORATION AMERICAS Y 13 11.3 20,000,000 4 5-25%
CUMMINS INC. AMERICAS   10 5.3 2,500,000 0 5-25%
CVS CAREMARK CORPORATION AMERICAS Y 11 9.7 12,500,000 2 5-25%
CYTEC INDUSTRIES INC. AMERICAS   12 7.0 7,500,000 2 < 5%
CZECH REPUBLIC SOVEREIGN Y 13 9.3 17,500,000 2 > 95%
D.R. HORTON, INC. AMERICAS   15 12.3 22,500,000 4 < 5%
DAIMLER AG EUROPE Y 15 14.0 100,000,000 15 > 95%
DANAHER CORPORATION AMERICAS   12 7.0 2,500,000 1 < 5%
DANONE EUROPE Y 13 12.3 22,500,000 4 > 95%
DANSKE BANK A/S EUROPE Y 12 9.0 17,500,000 3 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 14 13.0 75,000,000 13 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 11 7.7 7,500,000 2 > 95%
DDR CORP. AMERICAS   8 6.0 5,000,000 1 < 5%
DE US, INC. AMERICAS   15 12.7 22,500,000 6 < 5%
DEAN FOODS COMPANY AMERICAS Y 11 10.3 17,500,000 6 < 5%
DEERE & COMPANY AMERICAS Y 12 9.7 17,500,000 3 5-25%
DELHAIZE AMERICA, LLC AMERICAS   9 5.0 5,000,000 0 5-25%
DELL INC. AMERICAS Y 15 13.3 75,000,000 15 < 5%
DELUXE CORPORATION AMERICAS Y 10 7.0 2,500,000 1 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 8 3.7 2,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 13 12.7 225,000,000 31 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 14 12.7 50,000,000 7 > 95%
DEUTSCHE POST AG EUROPE Y 14 10.3 15,000,000 3 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 15 14.0 100,000,000 11 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 12 10.7 50,000,000 8 5-25%
DEXIA CREDIT LOCAL EUROPE   12 9.7 12,500,000 3 > 95%
DIAGEO PLC EUROPE Y 14 12.7 50,000,000 5 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS   13 5.7 5,000,000 1 25-75%
DILLARD'S, INC. AMERICAS Y 12 10.3 17,500,000 4 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 12 10.0 50,000,000 5 < 5%
DISH DBS CORPORATION AMERICAS Y 12 11.0 50,000,000 8 < 5%
DIXONS RETAIL PLC EUROPE Y 13 12.7 50,000,000 6 > 95%
DNB BANK ASA EUROPE   6 3.7 2,500,000 0 > 95%
DOLE FOOD COMPANY, INC. AMERICAS   10 8.0 7,500,000 2 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 11 9.0 10,000,000 2 5-25%
DOMTAR CORPORATION AMERICAS   13 11.3 15,000,000 3 < 5%
DONG ENERGY A/S EUROPE   10 4.3 2,500,000 0 > 95%
DOVER CORPORATION AMERICAS   8 3.7 2,500,000 0 < 5%
DP WORLD LIMITED EUROPE Y 6 2.3 2,500,000 0 > 95%
DPL INC. AMERICAS   4 1.3 2,500,000 0 < 5%
DTE ENERGY COMPANY AMERICAS   3 1.3 2,500,000 0 < 5%
DUBAI SOVEREIGN Y 10 7.0 7,500,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 12 10.0 10,000,000 2 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   9 6.3 2,500,000 1 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 12 10.3 25,000,000 5 < 5%
E.ON SE EUROPE Y 15 14.0 50,000,000 9 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 6 2.7 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 14 10.7 22,500,000 4 < 5%
EATON CORPORATION AMERICAS   12 7.0 5,000,000 1 < 5%
EDISON S.P.A. EUROPE Y 13 9.0 15,000,000 3 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 14 13.7 50,000,000 5 > 95%
EFIH FINANCE INC. AMERICAS   12 8.3 5,000,000 2 5-25%
EL PASO LLC AMERICAS   11 8.3 5,000,000 1 < 5%
ELECTRICITE DE FRANCE EUROPE Y 15 13.7 75,000,000 9 > 95%
ELI LILLY AND COMPANY AMERICAS   10 8.0 10,000,000 1 < 5%
ELISA OYJ EUROPE   5 3.0 7,500,000 1 > 95%
EMBARQ CORPORATION AMERICAS   15 11.7 22,500,000 3 5-25%
EMERSON ELECTRIC CO. AMERICAS   6 2.0 2,500,000 0 < 5%
EMI GROUP LIMITED EUROPE   2 0.7 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   11 5.3 2,500,000 0 5-25%
ENBRIDGE INC. AMERICAS   13 9.0 12,500,000 1 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 14 12.0 25,000,000 4 > 95%
ENCANA CORPORATION AMERICAS   11 9.7 25,000,000 5 < 5%
ENDESA, S.A. EUROPE Y 14 11.0 25,000,000 5 > 95%
ENEL S.P.A. EUROPE Y 15 14.7 75,000,000 14 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS   12 9.7 10,000,000 3 < 5%
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AMERICAS   12 9.3 10,000,000 3 < 5%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS   9 7.0 10,000,000 1 < 5%
ENI S.P.A. EUROPE Y 14 13.0 20,000,000 5 > 95%
ENTERGY CORPORATION AMERICAS   10 7.0 10,000,000 1 < 5%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   10 6.7 5,000,000 1 5-25%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS   10 4.3 5,000,000 1 25-75%
ERAC USA FINANCE LLC AMERICAS   6 3.0 2,500,000 0 25-75%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 11 9.7 12,500,000 2 5-25%
ERSTE GROUP BANK AG EUROPE   9 5.3 7,500,000 1 > 95%
ESSENT N.V. EUROPE   4 3.0 5,000,000 1 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE Y 15 13.7 50,000,000 8 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 11 7.0 12,500,000 4 > 95%
EXELON CORPORATION AMERICAS Y 14 11.7 22,500,000 4 5-25%
EXELON GENERATION COMPANY, LLC AMERICAS   12 9.7 10,000,000 1 5-25%
EXPEDIA, INC. AMERICAS Y 12 10.7 17,500,000 4 < 5%
EXPERIAN FINANCE PLC EUROPE Y 15 13.0 50,000,000 6 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 9 3.3 5,000,000 0 > 95%
EXXON MOBIL CORPORATION AMERICAS   6 3.3 2,500,000 0 < 5%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS   7 5.0 2,500,000 0 < 5%
FCE BANK PLC EUROPE Y 11 7.0 17,500,000 2 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 14 13.3 225,000,000 8 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 13 13.0 1,025,000,000 87 > 95%
FEDEX CORPORATION AMERICAS   9 7.3 5,000,000 1 < 5%
FIAT INDUSTRIAL S.P.A. EUROPE Y 14 13.0 17,500,000 4 > 95%
FIAT S.P.A. EUROPE Y 15 14.3 75,000,000 14 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS Y 13 11.3 22,500,000 6 < 5%
FINMECCANICA S.P.A. EUROPE Y 15 14.0 50,000,000 12 > 95%
FIRST DATA CORPORATION AMERICAS Y 15 13.3 50,000,000 9 5-25%
FIRST INDUSTRIAL, L.P. AMERICAS   1 0.3 2,500,000 0 > 95%
FIRSTENERGY CORP. AMERICAS Y 15 12.7 50,000,000 7 < 5%
FKI LIMITED EUROPE   8 4.3 2,500,000 0 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS   11 8.0 5,000,000 1 < 5%
FORD MOTOR COMPANY AMERICAS Y 12 11.0 75,000,000 9 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS   13 11.3 17,500,000 3 5-25%
FOREST OIL CORPORATION AMERICAS Y 12 10.7 20,000,000 8 < 5%
FORTUM OYJ EUROPE Y 13 12.3 20,000,000 4 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ Y 10 7.0 7,500,000 1 > 95%
FRANCE TELECOM EUROPE Y 15 14.3 100,000,000 15 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 12 11.3 50,000,000 8 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS   10 4.3 2,500,000 0 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 13 11.0 20,000,000 7 < 5%
FRENCH REPUBLIC SOVEREIGN Y 14 12.7 400,000,000 18 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 13 11.0 12,500,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 11 10.3 50,000,000 8 < 5%
FUJITSU LIMITED JAPAN Y 11 9.3 12,500,000 2 > 95%
GANNETT CO., INC. AMERICAS Y 15 12.7 50,000,000 10 5-25%
GAS NATURAL SDG, S.A. EUROPE Y 14 14.0 75,000,000 9 > 95%
GATX CORPORATION AMERICAS   13 8.0 5,000,000 1 5-25%
GDF SUEZ EUROPE Y 15 14.0 75,000,000 9 > 95%
GECINA EUROPE Y 13 11.7 17,500,000 4 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS   9 5.0 5,000,000 1 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 15 14.0 100,000,000 11 5-25%
GENERAL MILLS, INC. AMERICAS Y 10 9.7 12,500,000 3 < 5%
GENERAL MOTORS COMPANY AMERICAS   7 6.3 12,500,000 2 < 5%
GENON ENERGY, INC. AMERICAS   12 10.3 10,000,000 2 < 5%
GENON NORTH AMERICA, LLC AMERICAS   9 5.3 2,500,000 0 < 5%
GENTING BHD. ASIA EX-JAPAN Y 4 1.7 2,500,000 0 > 95%
GEORGIA-PACIFIC LLC AMERICAS   11 7.3 5,000,000 1 5-25%
GKN HOLDINGS PLC EUROPE Y 13 12.7 75,000,000 9 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 12 6.3 5,000,000 2 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 14 14.0 100,000,000 18 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN Y 8 4.3 5,000,000 1 > 95%
GOODRICH CORPORATION AMERICAS Y 12 9.3 7,500,000 2 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 13 8.0 7,500,000 1 > 95%
GROHE HOLDING GMBH EUROPE Y 12 11.7 17,500,000 4 > 95%
GROUPE AUCHAN EUROPE Y 14 12.0 20,000,000 4 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 12 7.7 7,500,000 1 > 95%
H. J. HEINZ COMPANY AMERICAS Y 13 11.7 75,000,000 13 < 5%
HALLIBURTON COMPANY AMERICAS Y 11 9.7 50,000,000 4 5-25%
HAMMERSON PLC EUROPE Y 13 10.7 15,000,000 4 > 95%
HANA BANK ASIA EX-JAPAN Y 13 9.0 10,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 11 8.7 7,500,000 2 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE Y 15 12.7 75,000,000 15 > 95%
HANSON LIMITED EUROPE   14 9.0 7,500,000 1 > 95%
HASBRO, INC. AMERICAS   9 6.3 2,500,000 1 5-25%
HAVAS EUROPE Y 12 10.0 10,000,000 2 > 95%
HCA INC. AMERICAS Y 12 11.0 25,000,000 6 < 5%
HCP, INC. AMERICAS   13 10.3 12,500,000 2 5-25%
HEALTH CARE REIT, INC. AMERICAS   12 8.3 10,000,000 1 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 12 9.0 10,000,000 3 5-25%
HEATHROW FUNDING LIMITED EUROPE   14 12.7 75,000,000 9 > 95%
HEIDELBERGCEMENT AG EUROPE Y 14 13.0 50,000,000 8 > 95%
HEINEKEN N.V. EUROPE   11 7.7 5,000,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 14 13.0 50,000,000 8 > 95%
HENKEL AG & CO. KGAA EUROPE Y 12 10.0 15,000,000 3 > 95%
HESS CORPORATION AMERICAS   12 10.0 15,000,000 5 5-25%
HEWLETT-PACKARD COMPANY AMERICAS Y 14 13.3 100,000,000 21 5-25%
HILTON WORLDWIDE, INC. AMERICAS   13 9.7 7,500,000 1 25-75%
HITACHI, LTD. JAPAN Y 11 8.0 7,500,000 1 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD AUSTRALIA NZ   5 2.0 2,500,000 0 > 95%
HOLCIM LTD EUROPE Y 13 12.7 50,000,000 10 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 10 8.0 7,500,000 1 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 12 9.7 20,000,000 3 5-25%
HOSPITALITY PROPERTIES TRUST AMERICAS   4 2.0 2,500,000 0 25-75%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 14 10.7 10,000,000 4 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS   11 6.0 2,500,000 0 75-95%
HSBC BANK PLC EUROPE Y 13 12.0 75,000,000 10 > 95%
HSBC FINANCE CORPORATION AMERICAS   13 9.7 10,000,000 2 5-25%
HUMANA INC. AMERICAS   10 8.3 7,500,000 1 < 5%
HUNGARY SOVEREIGN Y 15 13.0 125,000,000 12 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS   7 4.0 2,500,000 1 < 5%
HUSKY ENERGY INC. AMERICAS   9 7.0 5,000,000 1 5-25%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 15 11.7 50,000,000 5 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 13 10.0 12,500,000 2 > 95%
IBERDROLA, S.A. EUROPE   14 14.0 50,000,000 8 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 13 8.7 15,000,000 3 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 13 8.3 5,000,000 1 > 95%
ILLINOIS TOOL WORKS INC. AMERICAS   7 2.3 2,500,000 0 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE   12 7.0 5,000,000 2 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE Y 14 13.7 50,000,000 8 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 13 7.3 5,000,000 1 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 13 11.0 25,000,000 5 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 12 10.0 10,000,000 3 > 95%
ING BANK N.V. EUROPE Y 14 13.0 75,000,000 13 > 95%
ING VERZEKERINGEN N.V. EUROPE   11 6.0 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 13 10.0 10,000,000 2 5-25%
INTELSAT S.A. AMERICAS Y 13 10.3 10,000,000 2 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 14 11.0 50,000,000 5 5-25%
INTERNATIONAL GAME TECHNOLOGY AMERICAS   3 1.3 2,500,000 0 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 15 13.7 50,000,000 9 5-25%
INTERNATIONAL PAPER COMPANY AMERICAS Y 12 10.7 17,500,000 4 5-25%
INTERNATIONAL POWER PLC EUROPE Y 6 4.3 7,500,000 2 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   13 10.3 15,000,000 3 < 5%
INTESA SANPAOLO SPA EUROPE Y 15 14.3 125,000,000 19 > 95%
INVENSYS PLC EUROPE Y 7 3.7 2,500,000 0 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 12 6.7 10,000,000 3 > 95%
IRELAND SOVEREIGN Y 15 13.3 100,000,000 7 75-95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 10 8.0 5,000,000 2 < 5%
ISS A/S EUROPE Y 11 10.0 7,500,000 2 > 95%
ISS GLOBAL A/S EUROPE Y 11 8.0 5,000,000 1 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 15 13.3 22,500,000 5 5-25%
ITOCHU CORPORATION JAPAN Y 12 9.7 7,500,000 2 > 95%
ITV PLC EUROPE Y 13 12.7 50,000,000 9 > 95%
J SAINSBURY PLC EUROPE Y 15 13.3 50,000,000 9 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 14 14.0 125,000,000 37 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 12 9.0 10,000,000 2 > 95%
JAPAN SOVEREIGN Y 14 14.0 250,000,000 30 > 95%
JAPAN TOBACCO INC. JAPAN Y 11 6.3 2,500,000 0 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 12 5.0 7,500,000 1 > 95%
JFE HOLDINGS, INC. JAPAN Y 10 9.7 50,000,000 8 > 95%
JFE STEEL CORPORATION JAPAN Y 11 8.3 15,000,000 3 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS   8 3.3 2,500,000 0 < 5%
JOHNSON & JOHNSON AMERICAS   11 7.7 7,500,000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 12 10.0 12,500,000 3 < 5%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" EUROPE Y 7 3.3 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   14 13.0 125,000,000 13 5-25%
JSC "GAZPROM" EUROPE Y 15 14.0 75,000,000 6 > 95%
JSC "KAZKOMMERTSBANK" EUROPE   10 5.7 2,500,000 0 > 95%
JSC VTB BANK EUROPE Y 15 11.0 17,500,000 2 > 95%
JTI (UK) FINANCE PLC EUROPE Y 11 8.3 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 13 12.0 25,000,000 10 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 13 12.0 15,000,000 5 > 95%
KAJIMA CORPORATION JAPAN Y 9 7.7 5,000,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 11 9.0 22,500,000 5 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 11 8.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 14 12.0 22,500,000 7 < 5%
KBC BANK EUROPE   7 4.0 2,500,000 0 > 95%
KELDA GROUP LIMITED EUROPE   13 8.0 12,500,000 4 > 95%
KELLOGG COMPANY AMERICAS   10 6.0 2,500,000 0 < 5%
KERR-MCGEE CORPORATION AMERICAS   7 2.7 2,500,000 0 < 5%
KIMBERLY-CLARK CORPORATION AMERICAS   14 8.7 7,500,000 1 5-25%
KIMCO REALTY CORPORATION AMERICAS   11 7.7 10,000,000 2 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 13 11.0 22,500,000 4 5-25%
KINDER MORGAN, INC. AMERICAS Y 12 10.3 15,000,000 3 5-25%
KINGDOM OF BELGIUM SOVEREIGN Y 15 13.3 125,000,000 7 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 14 9.0 50,000,000 3 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 13 9.7 50,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 9 5.3 2,500,000 1 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 15 14.3 500,000,000 33 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 13 7.3 22,500,000 2 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 13 11.7 50,000,000 6 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 14 11.3 75,000,000 5 > 95%
KINGFISHER PLC EUROPE Y 14 11.7 50,000,000 8 > 95%
KINTETSU CORPORATION JAPAN Y 10 8.0 15,000,000 3 > 95%
KLEPIERRE EUROPE   8 5.3 5,000,000 1 > 95%
KOBE STEEL, LTD. JAPAN Y 12 11.3 50,000,000 11 > 95%
KOHL'S CORPORATION AMERICAS Y 14 12.3 75,000,000 10 < 5%
KOMATSU LTD. JAPAN Y 11 8.0 7,500,000 1 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 14 12.3 50,000,000 7 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 14 12.7 50,000,000 7 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 15 14.3 75,000,000 13 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. EUROPE Y 14 12.0 50,000,000 8 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 13 7.3 12,500,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 11 7.3 10,000,000 2 > 95%
KT CORPORATION ASIA EX-JAPAN Y 10 5.3 5,000,000 1 > 95%
L BRANDS, INC. AMERICAS   13 7.0 15,000,000 3 5-25%
L-3 COMMUNICATIONS CORPORATION AMERICAS   10 6.0 2,500,000 0 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 14 11.0 12,500,000 3 > 95%
LADBROKES PLC EUROPE Y 12 11.7 12,500,000 2 > 95%
LAFARGE EUROPE Y 13 13.0 75,000,000 9 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 14 13.3 50,000,000 10 > 95%
LEBANESE REPUBLIC SOVEREIGN   10 6.7 7,500,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 13 7.3 10,000,000 3 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ Y 12 9.0 10,000,000 1 > 95%
LENNAR CORPORATION AMERICAS Y 14 12.3 50,000,000 8 5-25%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 12 11.0 15,000,000 5 < 5%
LEVI STRAUSS & CO. AMERICAS Y 12 10.0 17,500,000 4 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   10 7.7 5,000,000 1 < 5%
LIBERTY INTERACTIVE LLC AMERICAS Y 12 9.0 10,000,000 3 < 5%
LIBERTY MUTUAL GROUP INC. AMERICAS   9 4.3 2,500,000 0 5-25%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   12 6.7 5,000,000 1 5-25%
LINCOLN NATIONAL CORPORATION AMERICAS   13 10.0 12,500,000 3 5-25%
LINDE AKTIENGESELLSCHAFT EUROPE Y 14 11.3 20,000,000 5 > 95%
LLOYDS TSB BANK PLC EUROPE Y 15 13.0 125,000,000 18 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 14 12.0 17,500,000 4 < 5%
LOEWS CORPORATION AMERICAS Y 11 9.3 12,500,000 3 < 5%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 14 12.0 20,000,000 5 5-25%
LOWE'S COMPANIES, INC. AMERICAS Y 13 11.3 17,500,000 3 < 5%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 14 11.7 22,500,000 4 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 14 11.3 10,000,000 3 5-25%
MACK-CALI REALTY, L.P. AMERICAS   8 4.0 2,500,000 0 5-25%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 15 9.7 12,500,000 2 > 95%
MACY'S, INC. AMERICAS Y 14 12.7 50,000,000 7 < 5%
MALAYSIA SOVEREIGN Y 14 13.3 75,000,000 9 > 95%
MAN GROUP PLC EUROPE   7 2.7 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS   12 7.7 7,500,000 1 5-25%
MARATHON OIL CORPORATION AMERICAS   6 3.0 2,500,000 0 5-25%
MARKS AND SPENCER P.L.C. EUROPE Y 14 13.7 50,000,000 9 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 13 11.0 50,000,000 5 5-25%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 14 11.3 12,500,000 3 < 5%
MARTIN MARIETTA MATERIALS, INC. AMERICAS   7 4.0 2,500,000 0 < 5%
MARUBENI CORPORATION JAPAN Y 11 9.7 12,500,000 3 > 95%
MASCO CORPORATION AMERICAS   14 12.0 22,500,000 3 5-25%
MATTEL, INC. AMERICAS   13 6.3 5,000,000 1 5-25%
MBIA INC. AMERICAS   15 12.3 75,000,000 14 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 15 13.3 300,000,000 44 5-25%
MCDONALD'S CORPORATION AMERICAS Y 11 10.3 20,000,000 4 5-25%
MCKESSON CORPORATION AMERICAS Y 12 10.7 12,500,000 4 5-25%
MEADWESTVACO CORPORATION AMERICAS Y 14 12.7 50,000,000 7 5-25%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS   7 4.0 5,000,000 1 5-25%
MEDIACOM LLC AMERICAS   9 6.3 2,500,000 1 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE   9 5.7 7,500,000 2 > 95%
MEDTRONIC, INC. AMERICAS   11 6.7 5,000,000 1 5-25%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 13 12.0 10,000,000 3 > 95%
MERCK & CO., INC. AMERICAS   9 5.0 5,000,000 1 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   8 4.7 7,500,000 1 > 95%
MERCK SHARP & DOHME CORP. AMERICAS   9 6.0 5,000,000 1 < 5%
MERITOR, INC. AMERICAS Y 12 10.7 17,500,000 8 < 5%
MERRILL LYNCH & CO., INC. AMERICAS Y 15 13.0 50,000,000 5 25-75%
METLIFE, INC. AMERICAS Y 15 12.7 75,000,000 14 < 5%
METRO AG EUROPE Y 15 14.3 75,000,000 13 > 95%
METSA BOARD CORPORATION EUROPE Y 11 10.7 17,500,000 5 > 95%
METSO OYJ EUROPE Y 14 10.3 12,500,000 3 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 13 11.3 75,000,000 11 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 13 12.3 50,000,000 11 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   10 5.7 5,000,000 1 > 95%
MITSUBISHI CORPORATION JAPAN Y 9 6.7 5,000,000 0 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 10 5.7 2,500,000 0 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 9 6.3 5,000,000 1 > 95%
MITSUI & CO., LTD. JAPAN Y 12 8.0 7,500,000 2 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 12 10.7 50,000,000 8 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 9 5.7 5,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 12 10.7 22,500,000 6 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 7 3.7 2,500,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. JAPAN Y 10 8.7 17,500,000 2 > 95%
MMO2 PLC EUROPE Y 8 4.7 7,500,000 2 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS   13 8.7 10,000,000 1 5-25%
MOLSON COORS BREWING COMPANY AMERICAS   9 3.7 2,500,000 0 5-25%
MONDELEZ INTERNATIONAL, INC. AMERICAS,EUROPE Y 14 12.7 75,000,000 14 25-75%
MONSANTO COMPANY AMERICAS   9 5.0 5,000,000 1 5-25%
MORGAN STANLEY AMERICAS Y 15 14.3 125,000,000 16 5-25%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 14 11.7 50,000,000 5 5-25%
MTR CORPORATION LIMITED ASIA EX-JAPAN Y 7 3.3 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 15 13.7 100,000,000 16 > 95%
MURPHY OIL CORPORATION AMERICAS   11 7.7 5,000,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 14 12.3 50,000,000 7 5-25%
NALCO COMPANY AMERICAS   10 7.0 5,000,000 1 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 14 10.7 50,000,000 7 > 95%
NATIONAL GRID PLC EUROPE Y 14 13.0 22,500,000 5 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 13 11.0 15,000,000 3 < 5%
NATIXIS EUROPE   6 3.3 2,500,000 0 > 95%
NEC CORPORATION JAPAN Y 11 8.0 7,500,000 2 > 95%
NESTLE S.A. EUROPE Y 15 11.7 17,500,000 3 > 95%
NEW ALBERTSON'S, INC. AMERICAS   12 9.3 17,500,000 4 < 5%
NEW ZEALAND SOVEREIGN Y 8 4.7 7,500,000 0 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 14 11.7 50,000,000 5 5-25%
NEWMONT MINING CORPORATION AMERICAS   12 10.0 15,000,000 5 < 5%
NEWMONT USA LIMITED AMERICAS   2 0.7 2,500,000 0 < 5%
NEWS AMERICA INCORPORATED AMERICAS Y 15 12.3 50,000,000 5 5-25%
NEXEN INC. AMERICAS   8 7.3 5,000,000 2 5-25%
NEXT PLC EUROPE Y 14 13.0 50,000,000 8 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   11 8.0 7,500,000 1 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN   11 7.7 17,500,000 5 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 11 9.7 50,000,000 7 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 11 9.7 15,000,000 3 > 95%
NISOURCE FINANCE CORP. AMERICAS   10 4.7 2,500,000 0 5-25%
NISSAN MOTOR CO., LTD. JAPAN Y 12 9.7 25,000,000 4 > 95%
NOBLE CORPORATION AMERICAS   9 4.7 7,500,000 1 25-75%
NOBLE ENERGY, INC. AMERICAS   10 7.7 2,500,000 1 < 5%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 13 8.7 7,500,000 2 > 95%
NOKIA OYJ EUROPE Y 14 14.0 75,000,000 18 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 10 7.3 2,500,000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 10 7.3 5,000,000 1 > 95%
NORBORD INC. AMERICAS Y 13 11.0 12,500,000 2 5-25%
NORDEA BANK AB EUROPE   11 6.7 10,000,000 2 > 95%
NORDSTROM, INC. AMERICAS Y 13 10.7 20,000,000 4 < 5%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 14 11.3 20,000,000 5 5-25%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 14 13.0 75,000,000 19 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 14 12.0 15,000,000 3 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 11 7.7 5,000,000 2 < 5%
NOVARTIS AG EUROPE   13 8.3 17,500,000 3 > 95%
NRG ENERGY, INC. AMERICAS Y 13 11.0 20,000,000 9 < 5%
NTC S.A. EUROPE   3 1.3 2,500,000 0 > 95%
NUCOR CORPORATION AMERICAS   14 10.7 17,500,000 3 5-25%
NXP B.V. EUROPE Y 12 12.0 22,500,000 5 > 95%
OBAYASHI CORPORATION JAPAN Y 9 7.0 5,000,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   10 6.7 7,500,000 1 < 5%
ODYSSEY RE HOLDINGS CORP. AMERICAS   7 2.7 2,500,000 0 < 5%
OFFICE DEPOT, INC. AMERICAS   13 10.7 10,000,000 4 5-25%
OJI HOLDINGS CORPORATION JAPAN Y 10 9.7 50,000,000 6 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 13 8.3 12,500,000 3 > 95%
OLIN CORPORATION AMERICAS Y 13 11.0 15,000,000 3 < 5%
OMNICOM GROUP INC. AMERICAS Y 13 11.3 20,000,000 5 5-25%
ONEOK PARTNERS, L.P. AMERICAS   7 3.0 2,500,000 0 5-25%
ONEOK, INC. AMERICAS   13 9.0 15,000,000 1 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 13 11.7 22,500,000 7 > 95%
ORACLE AMERICA, INC. AMERICAS   3 1.0 2,500,000 0 > 95%
ORACLE CORPORATION AMERICAS   8 4.3 2,500,000 0 < 5%
ORIX CORPORATION JAPAN Y 10 8.3 7,500,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 11 6.3 5,000,000 1 > 95%
OWENS CORNING AMERICAS   7 3.0 2,500,000 0 < 5%
OWENS-ILLINOIS, INC. AMERICAS Y 10 8.0 5,000,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   9 6.7 7,500,000 1 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS   12 8.7 5,000,000 1 < 5%
PACTIV LLC AMERICAS Y 13 11.0 7,500,000 2 5-25%
PANASONIC CORPORATION JAPAN Y 11 10.3 50,000,000 10 > 95%
PARKER DRILLING COMPANY AMERICAS Y 9 6.7 2,500,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 12 9.0 10,000,000 2 > 95%
PEABODY ENERGY CORPORATION AMERICAS   8 5.3 5,000,000 1 < 5%
PEARSON PLC EUROPE Y 14 13.3 50,000,000 8 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 15 13.7 325,000,000 37 > 95%
PEPCO HOLDINGS, INC. AMERICAS   4 1.7 2,500,000 0 25-75%
PEPSICO, INC. AMERICAS   11 8.0 7,500,000 1 25-75%
PERNOD RICARD EUROPE Y 13 11.7 50,000,000 6 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS   13 11.3 50,000,000 8 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS   11 7.3 10,000,000 1 > 95%
PETROLEOS MEXICANOS AMERICAS Y 15 12.3 50,000,000 3 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 12 7.7 7,500,000 1 > 95%
PEUGEOT SA EUROPE Y 14 14.0 100,000,000 18 > 95%
PFIZER INC. AMERICAS Y 12 10.0 17,500,000 4 5-25%
PHH CORPORATION AMERICAS Y 8 7.0 2,500,000 1 25-75%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS   8 3.7 2,500,000 0 25-75%
PILKINGTON GROUP LIMITED EUROPE   9 5.3 5,000,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS   13 8.0 5,000,000 1 5-25%
PITNEY BOWES INC. AMERICAS Y 13 12.0 75,000,000 12 5-25%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS   10 6.3 5,000,000 1 < 5%
POLYONE CORPORATION AMERICAS Y 12 8.0 5,000,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 12 8.3 50,000,000 3 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 15 14.3 75,000,000 14 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 15 14.3 175,000,000 19 > 95%
POSCO ASIA EX-JAPAN Y 13 11.0 50,000,000 5 > 95%
POSTNL N.V. EUROPE Y 15 14.3 50,000,000 12 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS   10 9.3 7,500,000 1 25-75%
PPG INDUSTRIES, INC. AMERICAS   11 7.7 7,500,000 2 < 5%
PPL ENERGY SUPPLY, LLC AMERICAS   12 6.7 5,000,000 0 5-25%
PPR EUROPE Y 14 13.7 50,000,000 8 > 95%
PRAXAIR, INC. AMERICAS   8 4.0 2,500,000 0 < 5%
PRIDE INTERNATIONAL, INC. AMERICAS   10 7.7 2,500,000 1 < 5%
PROGRESS ENERGY, INC. AMERICAS   11 9.3 10,000,000 1 < 5%
PROLOGIS, L.P. AMERICAS   12 9.0 10,000,000 2 5-25%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 9 4.0 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS   14 11.3 20,000,000 4 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 14 10.0 22,500,000 5 > 95%
PSEG POWER LLC AMERICAS   5 2.0 2,500,000 0 5-25%
PTT PUBLIC COMPANY LIMITED ASIA EX-JAPAN Y 4 1.3 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 14 12.3 50,000,000 5 > 95%
PULTEGROUP, INC. AMERICAS Y 14 12.0 50,000,000 7 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 14 12.0 50,000,000 5 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 13 9.3 17,500,000 3 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 13 11.3 25,000,000 6 5-25%
QWEST CAPITAL FUNDING, INC. AMERICAS   10 6.3 5,000,000 1 < 5%
QWEST CORPORATION AMERICAS   10 6.7 2,500,000 1 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 15 13.0 50,000,000 13 5-25%
RADIAN GROUP INC. AMERICAS Y 14 12.7 75,000,000 10 5-25%
RADIOSHACK CORPORATION AMERICAS Y 14 12.3 50,000,000 11 5-25%
RALLYE EUROPE Y 14 13.7 50,000,000 7 > 95%
RAYTHEON COMPANY AMERICAS Y 14 11.0 12,500,000 3 < 5%
REALOGY GROUP LLC AMERICAS Y 9 8.3 10,000,000 4 < 5%
REED ELSEVIER PLC EUROPE Y 14 12.7 50,000,000 8 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 14 9.0 12,500,000 2 > 95%
RENAULT EUROPE Y 14 13.3 75,000,000 14 > 95%
RENTOKIL INITIAL PLC EUROPE Y 14 12.3 50,000,000 9 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 7 4.0 12,500,000 4 > 95%
REPSOL, S.A. EUROPE Y 15 14.0 50,000,000 7 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 14 12.7 100,000,000 5 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 12 9.7 50,000,000 3 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 12 11.3 50,000,000 3 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 14 13.0 100,000,000 7 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 14 11.3 50,000,000 4 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 8 3.7 5,000,000 0 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   5 2.3 2,500,000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 14 9.3 50,000,000 2 > 95%
REPUBLIC OF ICELAND SOVEREIGN   10 5.3 2,500,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 14 13.7 200,000,000 24 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 14 14.0 1,000,000,000 52 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 11 8.3 7,500,000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 14 14.0 425,000,000 34 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 10 7.0 12,500,000 1 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 11 9.3 15,000,000 1 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 12 9.0 12,500,000 2 > 95%
REPUBLIC OF PERU SOVEREIGN Y 13 12.3 50,000,000 5 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 13 12.0 100,000,000 7 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 13 12.0 50,000,000 5 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 14 14.0 225,000,000 23 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 14 13.3 175,000,000 22 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 15 14.3 550,000,000 44 > 95%
REPUBLIC SERVICES, INC. AMERICAS   10 6.0 2,500,000 0 5-25%
RESONA BANK, LIMITED JAPAN Y 10 7.0 5,000,000 1 > 95%
REXAM PLC EUROPE   13 9.3 25,000,000 6 > 95%
REXEL DEVELOPPEMENT SAS EUROPE   3 1.0 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 12 10.7 20,000,000 6 < 5%
RHODIA EUROPE Y 11 6.7 5,000,000 1 > 95%
RICOH COMPANY, LTD. JAPAN Y 10 7.7 17,500,000 2 > 95%
RIO TINTO ALCAN INC. AMERICAS   13 8.3 5,000,000 1 5-25%
RIO TINTO LIMITED AUSTRALIA NZ Y 15 11.7 50,000,000 6 > 95%
RITE AID CORPORATION AMERICAS Y 12 10.7 20,000,000 8 < 5%
ROCHE HOLDINGS, INC. EUROPE   11 6.0 10,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS   8 4.0 2,500,000 0 5-25%
ROHM AND HAAS COMPANY AMERICAS   13 10.3 7,500,000 1 5-25%
ROLLS-ROYCE PLC EUROPE Y 15 14.0 50,000,000 5 > 95%
ROMANIA SOVEREIGN Y 12 10.7 22,500,000 3 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE Y 11 8.0 25,000,000 7 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 14 12.0 50,000,000 9 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 13 12.0 17,500,000 3 > 95%
RPM INTERNATIONAL INC. AMERICAS   13 6.7 5,000,000 1 5-25%
RUSSIAN AGRICULTURAL BANK EUROPE Y 13 8.7 12,500,000 1 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 15 15.0 425,000,000 33 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 15 13.7 50,000,000 9 > 95%
RYDER SYSTEM, INC. AMERICAS Y 13 10.3 20,000,000 3 5-25%
SABMILLER PLC EUROPE Y 13 10.3 10,000,000 2 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 11 9.7 20,000,000 4 25-75%
SAFEWAY INC. AMERICAS Y 15 14.3 100,000,000 18 < 5%
SAFEWAY LIMITED EUROPE Y 14 12.0 50,000,000 8 > 95%
SAKS INCORPORATED AMERICAS Y 11 10.0 20,000,000 6 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 7 3.7 5,000,000 1 > 95%
SANMINA-SCI CORPORATION AMERICAS   10 5.0 2,500,000 1 < 5%
SANOFI EUROPE Y 15 12.0 22,500,000 5 > 95%
SANTANDER UK PLC EUROPE   7 5.0 7,500,000 2 > 95%
SBERBANK EUROPE Y 13 12.0 17,500,000 1 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 11 10.0 5,000,000 2 > 95%
SCANIA AKTIEBOLAG EUROPE   14 11.3 25,000,000 5 > 95%
SCHLUMBERGER N.V. AMERICAS   7 4.7 2,500,000 0 < 5%
SCHNEIDER ELECTRIC SA EUROPE   13 9.0 17,500,000 5 > 95%
SCOR SE EUROPE   11 6.0 12,500,000 3 > 95%
SCOTTISH & NEWCASTLE LIMITED EUROPE   6 3.3 7,500,000 2 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 9 8.0 5,000,000 2 < 5%
SEALED AIR CORPORATION AMERICAS Y 12 10.0 10,000,000 3 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 12 9.3 15,000,000 5 < 5%
SECURITAS AB EUROPE   11 7.0 12,500,000 3 > 95%
SEKISUI HOUSE, LTD. JAPAN Y 2 1.3 2,500,000 0 > 95%
SEMPRA ENERGY AMERICAS Y 12 10.3 15,000,000 2 5-25%
SES EUROPE Y 14 10.0 10,000,000 3 > 95%
SHARP CORPORATION JAPAN Y 11 9.7 7,500,000 3 > 95%
SHIMIZU CORPORATION JAPAN Y 9 7.0 5,000,000 1 > 95%
SHINHAN BANK ASIA EX-JAPAN   8 3.7 5,000,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 14 13.0 75,000,000 9 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 13 11.0 50,000,000 4 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 11 7.0 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 13 6.3 7,500,000 1 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 10 5.7 7,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE   10 5.7 5,000,000 1 > 95%
SLM CORPORATION AMERICAS Y 15 14.3 100,000,000 23 < 5%
SLOVAK REPUBLIC SOVEREIGN Y 8 4.0 5,000,000 0 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN Y 12 7.0 7,500,000 1 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 13 10.7 20,000,000 7 < 5%
SMITHS GROUP PLC EUROPE   10 6.0 12,500,000 3 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 11 6.7 7,500,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 12 7.0 17,500,000 2 > 95%
SOCIETE AIR FRANCE EUROPE Y 14 12.7 50,000,000 7 > 95%
SOCIETE GENERALE EUROPE Y 14 12.0 100,000,000 13 > 95%
SODEXO EUROPE Y 13 10.7 20,000,000 4 > 95%
SOFTBANK CORP. JAPAN Y 11 8.0 7,500,000 2 > 95%
SOLVAY EUROPE Y 14 13.0 50,000,000 7 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN Y 4 3.0 2,500,000 0 > 95%
SONY CORPORATION JAPAN Y 14 12.0 22,500,000 6 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 14 12.3 50,000,000 7 5-25%
SPECTRA ENERGY CAPITAL, LLC AMERICAS   12 8.7 5,000,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 12 10.0 12,500,000 3 < 5%
SPRINT NEXTEL CORPORATION AMERICAS Y 13 11.7 75,000,000 13 5-25%
SSE PLC EUROPE   11 7.0 5,000,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 14 12.7 75,000,000 10 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE Y 9 5.0 17,500,000 5 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 13 11.0 17,500,000 5 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS   14 10.3 7,500,000 1 5-25%
STAPLES, INC. AMERICAS Y 14 11.7 50,000,000 7 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 15 13.0 50,000,000 8 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 13 9.3 15,000,000 3 > 95%
STATE OF CALIFORNIA AMERICAS   6 4.0 12,500,000 1 > 95%
STATE OF FLORIDA AMERICAS   3 1.0 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS   5 3.3 12,500,000 1 > 95%
STATE OF ISRAEL SOVEREIGN Y 12 10.7 50,000,000 4 > 95%
STATE OF MICHIGAN AMERICAS   3 1.7 2,500,000 0 > 95%
STATE OF NEW JERSEY AMERICAS   4 1.7 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 13 11.7 25,000,000 4 > 95%
STATE OF TEXAS AMERICAS   2 0.7 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 14 12.0 15,000,000 2 > 95%
STENA AKTIEBOLAG EUROPE Y 13 12.7 25,000,000 5 > 95%
STMICROELECTRONICS N.V. EUROPE Y 15 12.7 22,500,000 5 > 95%
STORA ENSO OYJ EUROPE Y 13 12.3 50,000,000 9 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE Y 14 11.7 25,000,000 5 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 9 8.0 20,000,000 5 > 95%
SUMITOMO CORPORATION JAPAN Y 9 8.3 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 12 9.3 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 9 8.0 7,500,000 2 > 95%
SUN HUNG KAI PROPERTIES LIMITED ASIA EX-JAPAN Y 11 7.7 5,000,000 1 > 95%
SUNCOR ENERGY INC. AMERICAS   9 6.7 5,000,000 1 < 5%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 10 9.0 5,000,000 2 < 5%
SUNOCO, INC. AMERICAS   12 8.0 5,000,000 2 < 5%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 12 10.3 10,000,000 2 > 95%
SUPERVALU INC. AMERICAS Y 14 13.0 50,000,000 12 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 14 12.0 25,000,000 5 > 95%
SVENSKA HANDELSBANKEN AB EUROPE   10 4.0 7,500,000 1 > 95%
SWEDBANK AB EUROPE   9 5.7 5,000,000 1 > 95%
SWEDISH MATCH AB EUROPE Y 12 9.3 15,000,000 4 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 11 7.7 7,500,000 1 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 15 13.7 100,000,000 14 > 95%
SWISSCOM LTD. EUROPE   12 8.7 7,500,000 1 > 95%
SYNGENTA AG EUROPE   12 7.7 12,500,000 2 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 10 5.0 5,000,000 1 > 95%
TAISEI CORPORATION JAPAN Y 10 6.7 5,000,000 1 > 95%
TALISMAN ENERGY INC. AMERICAS   10 6.0 5,000,000 1 5-25%
TARGET CORPORATION AMERICAS Y 12 10.7 15,000,000 3 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 15 13.7 50,000,000 6 > 95%
TDC A/S EUROPE Y 10 7.7 5,000,000 2 > 95%
TE CONNECTIVITY LTD. AMERICAS   7 2.7 2,500,000 0 5-25%
TECHNIP EUROPE Y 12 9.3 7,500,000 2 > 95%
TECK RESOURCES LIMITED AMERICAS   10 9.0 10,000,000 2 < 5%
TECO ENERGY, INC. AMERICAS   3 1.3 2,500,000 0 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ Y 13 5.7 7,500,000 2 > 95%
TELECOM ITALIA SPA EUROPE Y 15 14.7 150,000,000 24 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 15 12.7 50,000,000 7 > 95%
TELEFONICA, S.A. EUROPE Y 15 14.3 125,000,000 20 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   7 3.3 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 15 12.7 50,000,000 6 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 11 6.3 5,000,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE   3 2.3 5,000,000 1 > 95%
TELENOR ASA EUROPE Y 15 11.3 22,500,000 4 > 95%
TELEVISION FRANCAISE 1 EUROPE   2 0.7 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 15 12.7 50,000,000 6 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 14 10.3 50,000,000 4 > 95%
TELUS CORPORATION AMERICAS   12 6.7 5,000,000 0 5-25%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 8 4.3 5,000,000 1 > 95%
TEMPLE-INLAND INC. AMERICAS   13 10.0 12,500,000 2 5-25%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 10 6.0 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 11 9.3 22,500,000 6 < 5%
TESCO PLC EUROPE Y 14 13.0 50,000,000 8 > 95%
TESORO CORPORATION AMERICAS Y 12 10.3 12,500,000 3 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS   5 1.7 2,500,000 0 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 13 11.0 75,000,000 22 < 5%
TEXAS INSTRUMENTS INCORPORATED AMERICAS   12 6.0 2,500,000 0 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS   14 11.0 10,000,000 2 5-25%
TEXTRON INC. AMERICAS   14 11.0 12,500,000 2 < 5%
THALES EUROPE   12 10.7 12,500,000 4 > 95%
THE AES CORPORATION AMERICAS Y 12 11.3 10,000,000 5 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 14 11.3 22,500,000 5 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 12 10.3 17,500,000 2 > 95%
THE BLACK & DECKER CORPORATION AMERICAS   12 8.0 7,500,000 1 25-75%
THE BOEING COMPANY AMERICAS   11 9.3 12,500,000 1 5-25%
THE CHUBB CORPORATION AMERICAS Y 13 11.0 25,000,000 4 5-25%
THE CITY OF NEW YORK AMERICAS   2 1.0 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS   9 5.7 2,500,000 1 < 5%
THE COCA-COLA COMPANY AMERICAS   6 4.0 5,000,000 0 < 5%
THE COMMONWEALTH OF MASSACHUSETTS AMERICAS   2 1.3 2,500,000 0 > 95%
THE DOW CHEMICAL COMPANY AMERICAS Y 14 11.7 50,000,000 7 < 5%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 13 10.0 12,500,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 13 9.0 12,500,000 2 > 95%
THE GAP, INC. AMERICAS Y 14 12.3 25,000,000 5 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 14 13.0 125,000,000 13 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 12 10.7 50,000,000 11 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND EUROPE   6 4.3 2,500,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 14 12.3 25,000,000 6 < 5%
THE HERSHEY COMPANY AMERICAS   11 8.0 5,000,000 1 5-25%
THE HERTZ CORPORATION AMERICAS Y 13 11.7 15,000,000 5 < 5%
THE HILLSHIRE BRANDS COMPANY AMERICAS Y 15 12.7 25,000,000 7 < 5%
THE HOME DEPOT, INC. AMERICAS Y 13 11.0 20,000,000 4 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 11 7.0 7,500,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS   8 6.0 5,000,000 1 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 7 4.0 5,000,000 0 > 95%
THE JONES GROUP INC. AMERICAS   13 12.7 50,000,000 6 < 5%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 10 8.3 7,500,000 2 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 11 7.0 12,500,000 2 > 95%
THE KROGER CO. AMERICAS Y 13 12.3 50,000,000 6 < 5%
THE LUBRIZOL CORPORATION AMERICAS   7 3.0 2,500,000 0 5-25%
THE MCCLATCHY COMPANY AMERICAS Y 14 13.0 22,500,000 8 < 5%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 12 10.0 12,500,000 4 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 13 12.3 22,500,000 5 5-25%
THE NIELSEN COMPANY B.V. EUROPE Y 7 3.0 2,500,000 1 > 95%
THE NORINCHUKIN BANK JAPAN Y 3 1.0 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 11 9.3 12,500,000 1 5-25%
THE RANK GROUP PLC EUROPE Y 12 6.7 2,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. EUROPE   11 7.3 7,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 13.7 125,000,000 19 > 95%
THE RYLAND GROUP, INC. AMERICAS   14 11.3 25,000,000 5 5-25%
THE SERVICEMASTER COMPANY AMERICAS   8 5.0 7,500,000 1 25-75%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 13 10.7 17,500,000 3 5-25%
THE SOUTHERN COMPANY AMERICAS   5 2.7 2,500,000 0 5-25%
THE TJX COMPANIES, INC. AMERICAS   10 4.0 2,500,000 0 5-25%
THE TRAVELERS COMPANIES, INC. AMERICAS   10 8.0 7,500,000 1 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 13 10.3 12,500,000 3 < 5%
THE WESTERN UNION COMPANY AMERICAS   13 9.0 7,500,000 2 5-25%
THE WILLIAMS COMPANIES, INC. AMERICAS   11 8.0 5,000,000 1 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE   13 9.3 50,000,000 7 > 95%
THYSSENKRUPP AG EUROPE Y 15 14.7 100,000,000 17 > 95%
TIME WARNER CABLE INC. AMERICAS Y 13 11.3 50,000,000 8 < 5%
TIME WARNER INC. AMERICAS Y 14 11.7 50,000,000 5 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 8 4.3 5,000,000 1 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN Y 11 9.0 10,000,000 3 > 95%
TOLL BROTHERS, INC. AMERICAS   13 11.7 20,000,000 4 < 5%
TOMKINS LIMITED EUROPE Y 12 8.3 15,000,000 4 > 95%
TOSHIBA CORPORATION JAPAN Y 12 10.0 50,000,000 6 > 95%
TOTAL SA EUROPE Y 15 12.3 22,500,000 5 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 12 9.7 17,500,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 12 7.0 2,500,000 0 > 95%
TOYS "R" US, INC. AMERICAS Y 12 10.0 10,000,000 4 < 5%
TRANE INC. AMERICAS   2 1.7 2,500,000 0 5-25%
TRANSCANADA PIPELINES LIMITED AMERICAS   9 5.3 2,500,000 0 < 5%
TRANSOCEAN INC. AMERICAS Y 14 12.3 50,000,000 10 5-25%
TRANSOCEAN WORLDWIDE INC. AMERICAS   9 3.7 5,000,000 0 25-75%
TRW AUTOMOTIVE INC. AMERICAS Y 11 10.3 12,500,000 5 < 5%
TUI AG EUROPE Y 13 11.7 20,000,000 6 > 95%
TYCO INTERNATIONAL LTD. AMERICAS   10 6.3 2,500,000 1 25-75%
TYSON FOODS, INC. AMERICAS Y 12 10.7 25,000,000 6 < 5%
UBM PLC EUROPE   13 9.3 7,500,000 2 > 95%
UBS AG EUROPE Y 15 13.3 100,000,000 15 > 95%
UKRAINE SOVEREIGN Y 15 13.0 50,000,000 6 > 95%
UNIBAIL-RODAMCO SE EUROPE   12 8.3 10,000,000 3 > 95%
UNICREDIT BANK AG EUROPE   9 6.0 25,000,000 6 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 14 14.0 125,000,000 22 > 95%
UNILEVER N.V. EUROPE Y 15 11.0 50,000,000 5 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 13 10.7 15,000,000 3 < 5%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE   6 3.7 2,500,000 1 > 95%
UNISYS CORPORATION AMERICAS Y 11 8.7 5,000,000 2 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 11 10.3 150,000,000 11 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 14 13.3 525,000,000 44 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 10 5.7 7,500,000 1 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 13 10.0 12,500,000 3 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 11 9.7 10,000,000 5 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS   6 2.7 2,500,000 0 < 5%
UNITED STATES OF AMERICA SOVEREIGN Y 9 7.0 50,000,000 3 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 12 11.3 50,000,000 11 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS   10 7.3 7,500,000 1 < 5%
UNITED UTILITIES PLC EUROPE Y 15 14.3 50,000,000 7 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 11 10.0 22,500,000 5 5-25%
UNITYMEDIA GMBH EUROPE Y 6 4.0 2,500,000 1 > 95%
UNITYMEDIA KABELBW GMBH EUROPE Y 11 10.0 12,500,000 2 > 95%
UNIVERSAL CORPORATION AMERICAS   9 3.3 2,500,000 0 5-25%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 14 12.3 22,500,000 5 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS   11 8.3 5,000,000 2 < 5%
UNUM GROUP AMERICAS   7 2.3 2,500,000 0 < 5%
UPC HOLDING B.V. EUROPE Y 14 12.7 50,000,000 7 > 95%
UPM-KYMMENE OYJ EUROPE Y 12 12.0 50,000,000 6 > 95%
UST LLC AMERICAS   13 7.0 5,000,000 1 25-75%
V.F. CORPORATION AMERICAS   12 7.7 7,500,000 1 5-25%
VALE CANADA LIMITED AMERICAS   7 2.3 2,500,000 0 75-95%
VALE SA AMERICAS   12 5.0 5,000,000 1 75-95%
VALEO EUROPE Y 13 12.7 75,000,000 13 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 14 11.0 50,000,000 5 5-25%
VATTENFALL AKTIEBOLAG EUROPE Y 13 10.0 17,500,000 3 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 14 11.3 5,000,000 2 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 14 13.7 75,000,000 12 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 14 12.0 50,000,000 8 5-25%
VIACOM INC. AMERICAS Y 13 10.3 12,500,000 3 5-25%
VINCI EUROPE Y 15 13.3 75,000,000 12 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 14 12.7 25,000,000 6 > 95%
VIVENDI EUROPE Y 15 13.7 50,000,000 10 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 15 14.3 50,000,000 8 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 15 13.3 100,000,000 14 > 95%
VORNADO REALTY L.P. AMERICAS   12 9.0 12,500,000 2 25-75%
VULCAN MATERIALS COMPANY AMERICAS Y 12 10.0 7,500,000 2 < 5%
WAL-MART STORES, INC. AMERICAS Y 13 10.7 22,500,000 3 5-25%
WAN HAI LINES LTD. ASIA EX-JAPAN Y 10 3.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS   9 5.0 5,000,000 1 5-25%
WEATHERFORD INTERNATIONAL LTD. AMERICAS   12 10.7 50,000,000 6 5-25%
WEATHERFORD INTERNATIONAL, INC. AMERICAS   10 4.7 2,500,000 0 25-75%
WEINGARTEN REALTY INVESTORS AMERICAS   4 1.3 2,500,000 0 < 5%
WELLPOINT, INC. AMERICAS   8 3.7 5,000,000 1 25-75%
WELLS FARGO & COMPANY AMERICAS Y 15 13.3 75,000,000 8 5-25%
WENDEL EUROPE Y 13 12.3 20,000,000 4 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS   11 7.7 7,500,000 1 < 5%
WESFARMERS LIMITED AUSTRALIA NZ Y 13 9.7 15,000,000 2 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 15 10.7 15,000,000 3 > 95%
WESTLB AG EUROPE   2 0.7 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 13 10.7 50,000,000 7 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 13 12.0 22,500,000 5 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 15 12.7 50,000,000 7 5-25%
WIND ACQUISITION FINANCE S.A. EUROPE Y 13 13.0 17,500,000 5 > 95%
WINDSTREAM CORPORATION AMERICAS Y 14 12.0 17,500,000 5 < 5%
WOLTERS KLUWER N.V. EUROPE Y 15 13.7 75,000,000 10 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 13 8.7 7,500,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 13 9.3 12,500,000 2 > 95%
WOORI BANK ASIA EX-JAPAN Y 13 10.3 22,500,000 3 > 95%
WPP 2005 LIMITED EUROPE Y 14 13.3 50,000,000 8 > 95%
WYETH LLC AMERICAS   11 8.3 7,500,000 1 5-25%
WYNDHAM WORLDWIDE CORPORATION AMERICAS   7 2.7 2,500,000 0 < 5%
XEROX CORPORATION AMERICAS Y 14 12.0 50,000,000 8 < 5%
XLIT LTD. AMERICAS Y 14 11.7 22,500,000 4 5-25%
XSTRATA CANADA CORPORATION AMERICAS   1 0.3 2,500,000 0 < 5%
XSTRATA PLC EUROPE Y 15 14.0 50,000,000 9 > 95%
XTO ENERGY INC. AMERICAS   10 4.3 2,500,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE   11 6.3 10,000,000 3 > 95%
YUM! BRANDS, INC. AMERICAS Y 13 11.3 22,500,000 5 < 5%
ZURICH INSURANCE COMPANY LTD EUROPE Y 15 13.7 100,000,000 15 > 95%
3I GROUP PLC EUROPE Y 10 5.3 7,500,000 1 > 95%
3M COMPANY AMERICAS   11 6.7 7,500,000 1 < 5%
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