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

The sample covers the three month period beginning March 21, 2011 through June 19, 2011

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 %
ABB INTERNATIONAL FINANCE LIMITED Europe Y 15 12.7 15,000,000 2 > 95%
ABBOTT LABORATORIES Americas   15 11.0 12,500,000 2 5-25%
ABN AMRO BANK N.V. Europe Y 10 4.0 2,500,000 0 25-75%
ABU DHABI Sovereign   13 11.7 50,000,000 5 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   12 9.0 10,000,000 1 > 95%
ACCOR Europe Y 16 15.3 50,000,000 5 > 95%
ACE LIMITED Americas Y 17 15.0 50,000,000 6 25-75%
ACOM CO., LTD. Japan Y 15 12.7 12,500,000 4 > 95%
ADECCO S.A. Europe   17 15.0 22,500,000 4 75-95%
ADVANCED MICRO DEVICES, INC. Americas Y 13 12.0 25,000,000 6 < 5%
AEGON N.V. Europe Y 17 16.3 75,000,000 7 75-95%
AEON CO., LTD. Japan Y 10 6.0 5,000,000 1 25-75%
AETNA INC. Americas Y 17 15.3 50,000,000 5 5-25%
AGEAS N.V. Europe   11 6.7 5,000,000 1 < 5%
AGRIUM INC. Americas   13 10.7 12,500,000 3 5-25%
AIR PRODUCTS AND CHEMICALS, INC. Americas   12 6.7 7,500,000 1 5-25%
AK STEEL CORPORATION Americas Y 14 13.0 50,000,000 7 < 5%
AKTIEBOLAGET ELECTROLUX Europe Y 16 15.0 50,000,000 5 25-75%
AKTIEBOLAGET SKF Europe   12 5.7 5,000,000 0 25-75%
AKTIEBOLAGET VOLVO Europe   16 15.0 75,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 17 15.7 50,000,000 5 75-95%
ALCATEL LUCENT Europe Y 16 15.3 75,000,000 12 75-95%
ALCATEL-LUCENT USA INC. Americas Y 15 12.7 17,500,000 4 < 5%
ALCOA INC. Americas Y 17 16.3 100,000,000 17 5-25%
ALL NIPPON AIRWAYS CO., LTD. Japan Y 12 8.0 7,500,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas Y 15 13.3 15,000,000 3 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   13 7.0 5,000,000 1 5-25%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 15 13.0 25,000,000 4 > 95%
ALLIANDER N.V. Europe   10 6.0 5,000,000 1 75-95%
ALLIANZ SE Europe   17 16.7 50,000,000 6 > 95%
ALLIED DOMECQ LIMITED Europe   14 9.3 5,000,000 1 25-75%
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY Europe   17 13.7 12,500,000 3 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas Y 11 6.0 2,500,000 0 < 5%
ALLTEL CORPORATION Americas Y 16 13.7 15,000,000 4 25-75%
ALLY FINANCIAL INC. Americas Y 15 15.0 75,000,000 12 < 5%
ALSTOM Europe Y 16 15.3 50,000,000 6 > 95%
ALTADIS SA Europe   16 13.3 12,500,000 2 > 95%
ALTRIA GROUP, INC. Americas Y 17 15.7 50,000,000 7 25-75%
AMCOR LTD Australia NZ Y 16 11.7 15,000,000 2 75-95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   9 6.0 7,500,000 1 25-75%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 16 14.3 50,000,000 10 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 14.3 50,000,000 4 5-25%
AMERICAN EXPRESS COMPANY Americas Y 17 15.3 50,000,000 7 5-25%
AMERICAN GENERAL FINANCE CORPORATION Americas   9 5.0 5,000,000 1 25-75%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 17 15.7 75,000,000 10 5-25%
AMERISOURCEBERGEN CORPORATION Americas Y 13 9.3 12,500,000 3 < 5%
AMGEN INC. Americas Y 17 14.7 50,000,000 4 5-25%
AMKOR TECHNOLOGY, INC. Americas Y 13 11.7 50,000,000 6 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   10 6.3 5,000,000 0 > 95%
AMR CORPORATION Americas Y 12 10.3 15,000,000 4 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 17 16.0 100,000,000 11 5-25%
ANGEL LUX COMMON S.A. Europe   7 3.7 2,500,000 0 < 5%
ANGLO AMERICAN PLC Europe   17 16.3 50,000,000 6 75-95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   15 11.3 17,500,000 3 5-25%
ANHEUSER-BUSCH INBEV Europe                           10 7.0 10,000,000 1 > 95%
AON CORPORATION Americas   14 11.7 12,500,000 2 25-75%
APACHE CORPORATION Americas   16 11.7 20,000,000 3 5-25%
ARAB REPUBLIC OF EGYPT Sovereign Y 12 11.3 50,000,000 6 > 95%
ARAMARK CORPORATION Americas Y 14 12.7 25,000,000 6 < 5%
ARCELORMITTAL Europe Y 17 16.3 100,000,000 15 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   13 9.7 12,500,000 2 25-75%
ARCHSTONE Americas   8 4.0 2,500,000 0 < 5%
ARGENTINE REPUBLIC Sovereign Y 13 12.7 175,000,000 20 > 95%
ARROW ELECTRONICS, INC. Americas Y 17 15.7 50,000,000 6 25-75%
ASHLAND INC. Americas   13 10.3 15,000,000 3 < 5%
ASSA ABLOY AB Europe   13 7.7 7,500,000 1 25-75%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 16.3 100,000,000 10 75-95%
ASSURED GUARANTY CORP. Americas   15 12.3 22,500,000 4 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas   16 13.3 75,000,000 7 < 5%
ASTRAZENECA PLC Europe   13 9.3 10,000,000 1 > 95%
AT&T CORP. Americas Y 14 9.7 7,500,000 1 25-75%
AT&T INC. Americas Y 17 16.0 100,000,000 10 25-75%
AT&T MOBILITY LLC Americas Y 16 14.0 50,000,000 5 5-25%
ATLANTIA S.P.A. Europe Y 15 12.0 17,500,000 3 75-95%
ATLAS COPCO AKTIEBOLAG Europe   12 8.0 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 14 12.3 75,000,000 7 25-75%
AUTOZONE, INC. Americas Y 17 15.3 50,000,000 8 5-25%
AVALONBAY COMMUNITIES, INC. Americas   14 12.0 10,000,000 3 5-25%
AVIS BUDGET CAR RENTAL, LLC Americas Y 15 12.3 17,500,000 4 < 5%
AVIS BUDGET GROUP, INC. Americas   16 14.0 20,000,000 4 25-75%
AVIVA PLC Europe Y 17 15.7 50,000,000 6 > 95%
AVNET, INC. Americas Y 15 14.0 15,000,000 3 5-25%
AVON PRODUCTS, INC. Americas   14 12.3 25,000,000 4 5-25%
AXA Europe Y 17 16.7 75,000,000 8 > 95%
BAA FUNDING LIMITED Europe   15 11.7 17,500,000 3 > 95%
BAE SYSTEMS PLC Europe Y 16 14.3 22,500,000 4 > 95%
BAKER HUGHES INCORPORATED Americas   14 10.7 7,500,000 1 5-25%
BANCA ITALEASE S.P.A. Europe Y 12 7.7 5,000,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 16.3 100,000,000 12 75-95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   10 5.0 5,000,000 1 25-75%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   10 7.0 10,000,000 1 25-75%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 16.0 175,000,000 18 75-95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   17 14.7 50,000,000 6 > 95%
BANCO DE SABADELL, S.A. Europe   13 11.0 17,500,000 3 25-75%
BANCO ESPIRITO SANTO, S.A. Europe   16 15.3 75,000,000 13 75-95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe Y 17 16.0 50,000,000 6 25-75%
BANCO POPULAR ESPANOL, S.A. Europe   12 9.0 10,000,000 2 > 95%
BANCO SANTANDER, S.A. Europe   17 16.7 200,000,000 18 75-95%
BANK OF AMERICA CORPORATION Americas Y 17 16.3 225,000,000 24 < 5%
BANK OF CHINA LIMITED Asia Ex-Japan Y 14 11.7 15,000,000 2 75-95%
BANK OF SCOTLAND PLC Europe Y 16 14.0 50,000,000 5 > 95%
BANQUE CENTRALE DE TUNISIE Sovereign Y 13 7.7 5,000,000 1 > 95%
BARCLAYS BANK PLC Europe Y 17 16.0 150,000,000 14 25-75%
BARRICK GOLD CORPORATION Americas Y 14 12.7 22,500,000 4 5-25%
BASF SCHWEIZ AG Europe   16 13.3 50,000,000 3 < 5%
BASF SE Europe Y 17 15.3 22,500,000 3 > 95%
BAUSCH & LOMB INCORPORATED Americas Y 13 10.0 5,000,000 1 25-75%
BAXTER INTERNATIONAL INC. Americas Y 15 14.3 22,500,000 4 5-25%
BAYER AKTIENGESELLSCHAFT Europe Y 17 15.7 50,000,000 4 75-95%
BAYERISCHE LANDESBANK Europe   11 6.7 7,500,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe   16 15.7 75,000,000 8 > 95%
BCE INC. Americas   11 5.7 5,000,000 1 5-25%
BEAZER HOMES USA, INC. Americas Y 14 13.3 50,000,000 13 < 5%
BELLSOUTH CORPORATION Americas Y 16 12.3 12,500,000 3 25-75%
BELO CORP. Americas Y 17 16.0 75,000,000 10 5-25%
BERKSHIRE HATHAWAY INC. Americas   16 14.3 50,000,000 5 5-25%
BERTELSMANN AG Europe Y 16 15.3 50,000,000 5 25-75%
BEST BUY CO., INC. Americas   13 11.3 50,000,000 6 < 5%
BHP BILLITON LIMITED Australia NZ   15 12.7 22,500,000 4 > 95%
BLOCK FINANCIAL LLC Americas   16 13.0 75,000,000 10 5-25%
BNP PARIBAS Europe Y 17 15.3 75,000,000 10 > 95%
BOEING CAPITAL CORPORATION Americas Y 17 15.3 22,500,000 4 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 14 12.7 150,000,000 14 > 95%
BOMBARDIER INC. Americas Y 16 14.3 50,000,000 6 5-25%
BORGWARNER INC. Americas   16 13.3 15,000,000 3 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 14 11.7 7,500,000 2 5-25%
BOSTON SCIENTIFIC CORPORATION Americas Y 15 14.7 50,000,000 7 5-25%
BOUYGUES Europe Y 16 12.3 12,500,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 15 12.7 50,000,000 8 < 5%
BP P.L.C. Europe   17 16.0 50,000,000 6 > 95%
BRIDGESTONE CORPORATION Japan Y 8 5.0 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 16 14.0 25,000,000 4 5-25%
BRITISH AIRWAYS PLC Europe Y 16 15.3 75,000,000 12 75-95%
BRITISH AMERICAN TOBACCO P.L.C. Europe   16 14.0 50,000,000 4 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe Y 5 1.7 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe Y 15 12.3 12,500,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 16.7 75,000,000 7 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   12 6.0 5,000,000 0 5-25%
BRUNSWICK CORPORATION Americas Y 15 13.7 50,000,000 8 5-25%
BUNGE LIMITED FINANCE CORP. Americas   11 8.0 5,000,000 1 < 5%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 17 15.7 25,000,000 4 < 5%
CA, INC. Americas Y 16 13.7 15,000,000 3 5-25%
CABLE & WIRELESS LIMITED Europe   15 13.7 25,000,000 5 25-75%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 16 13.7 25,000,000 6 25-75%
CADBURY HOLDINGS LIMITED Europe   16 13.7 17,500,000 3 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. Americas Y 16 15.3 75,000,000 13 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   11 9.7 20,000,000 3 < 5%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   15 11.7 15,000,000 2 25-75%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe   12 9.3 22,500,000 4 25-75%
CAMPBELL SOUP COMPANY Americas Y 16 14.3 50,000,000 5 5-25%
CANADIAN NATIONAL RAILWAY COMPANY Americas   12 7.7 2,500,000 0 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 15 13.0 15,000,000 3 5-25%
CAP GEMINI Europe Y 15 11.3 10,000,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 16 15.7 50,000,000 9 5-25%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 16 14.3 25,000,000 5 25-75%
CAPITALAND LIMITED Asia Ex-Japan Y 12 10.3 10,000,000 2 25-75%
CARDINAL HEALTH, INC. Americas Y 16 14.7 50,000,000 5 5-25%
CARGILL, INCORPORATED Americas   14 11.7 7,500,000 2 25-75%
CARLSBERG BREWERIES A/S Europe   13 8.0 5,000,000 1 25-75%
CARLTON COMMUNICATIONS LIMITED Europe   13 9.7 10,000,000 2 75-95%
CARNIVAL CORPORATION Americas Y 17 15.7 75,000,000 8 5-25%
CARREFOUR Europe Y 16 14.3 50,000,000 6 > 95%
CASINO GUICHARD-PERRACHON Europe Y 16 15.3 75,000,000 7 25-75%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   14 10.3 7,500,000 1 25-75%
CATERPILLAR INC. Americas Y 16 15.3 50,000,000 5 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan Y 10 3.7 2,500,000 0 25-75%
CBS CORPORATION Americas Y 17 15.7 75,000,000 11 5-25%
CELESTICA INC. Americas Y 14 10.3 5,000,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   12 7.7 5,000,000 1 25-75%
CENTERPOINT ENERGY, INC. Americas   14 10.7 10,000,000 2 5-25%
CENTEX CORPORATION Americas Y 16 14.3 50,000,000 8 25-75%
CENTRICA PLC Europe Y 17 16.3 50,000,000 4 75-95%
CENTURYLINK, INC. Americas Y 17 15.7 100,000,000 17 < 5%
CHESAPEAKE ENERGY CORPORATION Americas Y 14 13.7 50,000,000 12 < 5%
CHEVRON CORPORATION Americas   17 9.7 12,500,000 1 < 5%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan Y 13 11.7 15,000,000 2 5-25%
CIGNA CORPORATION Americas Y 17 14.7 25,000,000 5 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe Y 16 13.7 50,000,000 5 25-75%
CISCO SYSTEMS, INC. Americas Y 14 11.3 10,000,000 1 < 5%
CITIGROUP INC. Americas   14 14.0 125,000,000 12 5-25%
CITIGROUP JAPAN HOLDINGS CORP. Japan                          Y 3 1.0 2,500,000 0 > 95%
CLARIANT AG Europe Y 16 13.7 50,000,000 6 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 16 15.3 100,000,000 18 5-25%
CMS ENERGY CORPORATION Americas Y 15 12.7 22,500,000 4 < 5%
CNA FINANCIAL CORPORATION Americas   13 11.3 15,000,000 3 5-25%
CNOOC LIMITED Asia Ex-Japan   12 8.7 7,500,000 1 25-75%
COCA-COLA REFRESHMENTS USA, INC. Americas   13 9.3 7,500,000 2 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. Europe Y 16 15.0 50,000,000 7 75-95%
COGNIS GMBH Europe Y 13 9.3 12,500,000 2 75-95%
COLES GROUP LIMITED Australia NZ   12 8.0 5,000,000 1 > 95%
COLGATE-PALMOLIVE COMPANY Americas   8 5.0 2,500,000 0 > 95%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe                           14 10.7 10,000,000 2 25-75%
COMCAST CABLE COMMUNICATIONS, LLC Americas Y 17 16.0 50,000,000 5 5-25%
COMCAST CORPORATION Americas Y 15 13.3 22,500,000 4 5-25%
COMMERCIAL METALS COMPANY Americas   12 9.3 10,000,000 2 5-25%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 15.7 125,000,000 15 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 15 12.7 75,000,000 7 25-75%
COMMONWEALTH OF AUSTRALIA Sovereign   15 13.0 150,000,000 9 25-75%
COMMUNITY HEALTH SYSTEMS, INC. Americas   13 10.7 22,500,000 5 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe   16 16.0 75,000,000 8 75-95%
COMPAGNIE FINANCIERE MICHELIN Europe   16 15.7 50,000,000 4 > 95%
COMPASS GROUP PLC Europe Y 16 15.0 75,000,000 8 25-75%
COMPUTER SCIENCES CORPORATION Americas Y 17 15.7 75,000,000 12 5-25%
CON-WAY INC. Americas   13 12.0 15,000,000 3 5-25%
CONAGRA FOODS, INC. Americas Y 16 15.0 75,000,000 9 5-25%
CONOCOPHILLIPS Americas Y 16 14.3 50,000,000 5 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   13 8.3 5,000,000 1 25-75%
CONSTELLATION BRANDS, INC. Americas Y 14 12.0 20,000,000 4 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 17 15.3 50,000,000 9 5-25%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 17 16.3 125,000,000 15 > 95%
COOPER TIRE & RUBBER COMPANY Americas Y 15 14.0 22,500,000 5 5-25%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   15 13.0 22,500,000 3 > 95%
CORNING INCORPORATED Americas Y 15 11.0 15,000,000 2 < 5%
CORUS GROUP LIMITED Europe   14 10.0 10,000,000 1 25-75%
COSTCO WHOLESALE CORPORATION Americas   12 8.0 5,000,000 1 5-25%
COVIDIEN LTD. Americas   11 6.7 5,000,000 1 5-25%
COX COMMUNICATIONS, INC. Americas Y 17 15.3 22,500,000 4 25-75%
CREDIT AGRICOLE SA Europe Y 16 15.3 125,000,000 13 > 95%
CREDIT SUISSE (USA), INC. Americas   12 7.7 12,500,000 1 25-75%
CREDIT SUISSE GROUP LTD Europe   17 15.3 50,000,000 6 75-95%
CROWN LIMITED Australia NZ   12 8.3 7,500,000 1 25-75%
CSC HOLDINGS, LLC Americas Y 14 12.3 15,000,000 3 < 5%
CSR LIMITED Australia NZ Y 13 8.7 12,500,000 2 25-75%
CSX CORPORATION Americas Y 17 15.7 50,000,000 6 5-25%
CUMMINS INC. Americas Y 13 9.7 12,500,000 2 < 5%
CVS CAREMARK CORPORATION Americas Y 16 14.0 50,000,000 5 5-25%
CYTEC INDUSTRIES INC. Americas   14 12.3 15,000,000 3 5-25%
CZECH REPUBLIC Sovereign   14 10.3 10,000,000 1 > 95%
D.R. HORTON, INC. Americas Y 15 13.3 50,000,000 9 < 5%
DAIMLER AG Europe   17 16.0 100,000,000 9 > 95%
DANAHER CORPORATION Americas   12 8.3 5,000,000 1 5-25%
DANONE Europe Y 16 14.3 22,500,000 3 > 95%
DANSKE BANK A/S Europe   13 8.7 7,500,000 2 > 95%
DARDEN RESTAURANTS, INC. Americas Y 17 15.7 50,000,000 8 5-25%
DBS BANK LTD. Asia Ex-Japan Y 14 8.7 5,000,000 1 25-75%
DEAN FOODS COMPANY Americas Y 14 13.3 50,000,000 8 < 5%
DEERE & COMPANY Americas Y 16 14.3 25,000,000 3 5-25%
DELHAIZE AMERICA, LLC Americas   15 10.0 10,000,000 2 < 5%
DELL INC. Americas Y 16 13.7 50,000,000 4 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe   11 7.7 7,500,000 1 25-75%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 16.0 100,000,000 10 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 17 16.3 75,000,000 8 > 95%
DEUTSCHE POST AG Europe   16 13.7 17,500,000 3 > 95%
DEUTSCHE TELEKOM AG Europe   17 16.0 100,000,000 9 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   11 9.3 10,000,000 2 < 5%
DEVON ENERGY CORPORATION Americas Y 16 13.7 50,000,000 4 5-25%
DEXIA CREDIT LOCAL Europe   16 12.3 12,500,000 2 > 95%
DIAGEO PLC Europe   17 15.7 50,000,000 4 75-95%
DIAMOND OFFSHORE DRILLING, INC. Americas   15 12.3 17,500,000 3 < 5%
DILLARD'S, INC. Americas Y 15 13.0 22,500,000 5 < 5%
DIRECTV HOLDINGS LLC Americas Y 16 14.3 25,000,000 4 5-25%
DISH DBS CORPORATION Americas Y 14 12.7 50,000,000 5 < 5%
DIXONS RETAIL PLC Europe Y 17 16.0 125,000,000 23 < 5%
DNB NOR BANK ASA Europe   4 2.7 2,500,000 0 > 95%
DOLE FOOD COMPANY, INC. Americas Y 13 9.7 17,500,000 3 < 5%
DOMINION RESOURCES, INC. Americas Y 15 13.7 50,000,000 4 5-25%
DOMTAR CORPORATION Americas Y 15 12.7 25,000,000 5 5-25%
DONG ENERGY A/S Europe   11 8.0 5,000,000 1 75-95%
DOVER CORPORATION Americas   9 4.7 2,500,000 0 5-25%
DP WORLD LIMITED Europe   8 2.7 2,500,000 0 > 95%
DPL INC. Americas   14 9.7 10,000,000 1 < 5%
DTE ENERGY COMPANY Americas   13 9.0 7,500,000 1 25-75%
DUBAI Sovereign   11 10.7 20,000,000 4 < 5%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 14.0 20,000,000 3 5-25%
DUKE REALTY LIMITED PARTNERSHIP Americas   10 8.0 10,000,000 1 5-25%
DYNEGY HOLDINGS INC. Americas Y 14 12.3 50,000,000 9 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 16 14.3 50,000,000 5 5-25%
E.ON AG Europe   17 16.0 50,000,000 5 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 11 5.7 5,000,000 0 25-75%
EASTMAN CHEMICAL COMPANY Americas Y 17 15.3 50,000,000 8 5-25%
EASTMAN KODAK COMPANY Americas Y 15 14.3 75,000,000 22 5-25%
EATON CORPORATION Americas   12 8.3 7,500,000 1 5-25%
EDISON S.P.A. Europe Y 16 14.7 50,000,000 4 75-95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 16.3 100,000,000 11 25-75%
EIRCOM LIMITED Europe   10 5.0 2,500,000 0 > 95%
EL PASO CORPORATION Americas Y 14 12.7 50,000,000 6 < 5%
ELECTRICITE DE FRANCE Europe Y 17 16.0 50,000,000 4 > 95%
ELI LILLY AND COMPANY Americas   14 11.0 15,000,000 1 5-25%
ELISA OYJ Europe   8 3.7 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 17 15.3 50,000,000 7 5-25%
EMERSON ELECTRIC CO. Americas   8 3.7 2,500,000 0 > 95%
EMI GROUP LIMITED Europe Y 15 11.3 12,500,000 3 25-75%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   9 6.3 5,000,000 1 5-25%
ENBRIDGE INC. Americas   15 11.7 12,500,000 2 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe   16 15.0 50,000,000 4 75-95%
ENCANA CORPORATION Americas   14 11.3 12,500,000 2 5-25%
ENDESA, S.A. Europe   17 15.3 25,000,000 3 > 95%
ENECO HOLDING N.V. Europe   11 5.0 5,000,000 0 25-75%
ENEL S.P.A. Europe Y 17 16.7 75,000,000 8 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 15 13.3 75,000,000 11 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   13 9.7 7,500,000 1 25-75%
ENI S.P.A. Europe Y 16 14.0 50,000,000 3 > 95%
ENTERGY CORPORATION Americas   13 13.0 50,000,000 5 5-25%
ENTERPRISE PRODUCTS OPERATING LLC Americas   10 7.7 5,000,000 1 > 95%
EOP OPERATING LIMITED PARTNERSHIP Americas Y 16 12.3 25,000,000 4 25-75%
ERAC USA FINANCE LLC Americas   10 6.7 5,000,000 1 < 5%
ERC IRELAND FINANCE LIMITED Europe Y 15 13.0 50,000,000 8 < 5%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 16 13.7 12,500,000 2 5-25%
ERSTE GROUP BANK AG Europe   11 5.7 7,500,000 1 > 95%
ESSENT N.V. Europe   9 5.0 2,500,000 0 75-95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe   17 16.0 50,000,000 5 75-95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   9 5.0 2,500,000 0 25-75%
EVONIK DEGUSSA GMBH Europe Y 14 12.3 12,500,000 2 > 95%
EXELON CORPORATION Americas   13 11.3 12,500,000 2 5-25%
EXELON GENERATION COMPANY, LLC Americas   14 11.3 50,000,000 4 5-25%
EXPEDIA, INC. Americas Y 15 14.7 50,000,000 7 5-25%
EXPERIAN FINANCE PLC Europe Y 17 15.3 50,000,000 5 75-95%
EXXON MOBIL CORPORATION Americas   9 5.0 2,500,000 0 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 11 6.7 7,500,000 1 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   11 6.0 5,000,000 1 > 95%
FCE BANK PLC Europe Y 16 13.3 22,500,000 3 75-95%
FEDERAL REPUBLIC OF GERMANY Sovereign   15 14.3 450,000,000 21 25-75%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 17 15.7 500,000,000 30 > 95%
FEDEX CORPORATION Americas   15 11.0 12,500,000 2 5-25%
FIAT S.P.A. Europe   17 15.7 75,000,000 9 > 95%
FINMECCANICA S.P.A. Europe   17 16.0 50,000,000 4 > 95%
FIRST DATA CORPORATION Americas Y 15 14.7 50,000,000 13 5-25%
FIRST INDUSTRIAL, L.P. Americas   11 8.7 5,000,000 1 5-25%
FIRSTENERGY CORP. Americas Y 17 15.7 50,000,000 6 25-75%
FKI PLC Europe Y 15 11.3 12,500,000 2 25-75%
FLEXTRONICS CORPORATION Americas   10 5.3 5,000,000 1 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 13 11.0 12,500,000 3 < 5%
FORD MOTOR COMPANY Americas Y 15 13.7 100,000,000 15 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas Y 13 12.3 50,000,000 4 5-25%
FOREST OIL CORPORATION Americas Y 14 13.3 25,000,000 6 < 5%
FORTIS BANK Europe   8 5.7 10,000,000 1 > 95%
FORTUM OYJ Europe Y 16 13.7 25,000,000 3 25-75%
FORTUNE BRANDS, INC. Americas Y 17 15.7 50,000,000 6 5-25%
FOSTER'S GROUP LIMITED Australia NZ   14 11.7 10,000,000 2 < 5%
FRANCE TELECOM Europe Y 17 16.3 75,000,000 8 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas Y 16 15.0 50,000,000 5 < 5%
FREEPORT-MCMORAN CORPORATION Americas   11 8.0 10,000,000 2 5-25%
FREESCALE SEMICONDUCTOR, INC. Americas Y 14 13.0 50,000,000 11 < 5%
FRENCH REPUBLIC Sovereign   16 13.3 550,000,000 24 > 95%
FRESENIUS SE & CO. KGAA Europe   16 13.7 25,000,000 4 < 5%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 16 15.3 50,000,000 9 5-25%
FUJITSU LIMITED Japan Y 13 10.0 7,500,000 1 25-75%
GANNETT CO., INC. Americas Y 17 16.0 100,000,000 15 5-25%
GAS NATURAL SDG, S.A. Europe   16 16.0 75,000,000 10 75-95%
GATX CORPORATION Americas Y 17 15.3 25,000,000 4 5-25%
GDF SUEZ Europe Y 16 15.0 50,000,000 5 > 95%
GECINA Europe Y 16 14.0 15,000,000 3 > 95%
GENERAL DYNAMICS CORPORATION Americas   12 8.0 5,000,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 16.3 200,000,000 19 5-25%
GENERAL MILLS, INC. Americas Y 16 14.3 25,000,000 4 5-25%
GENON ENERGY, INC. Americas Y 14 12.7 20,000,000 4 < 5%
GENON NORTH AMERICA, LLC Americas   12 7.7 5,000,000 1 < 5%
GENTING BHD. Asia Ex-Japan   12 7.0 5,000,000 1 5-25%
GENWORTH FINANCIAL, INC. Americas   15 13.7 50,000,000 7 < 5%
GEORGIA-PACIFIC LLC Americas Y 15 14.0 20,000,000 4 5-25%
GKN HOLDINGS PLC Europe Y 16 15.7 50,000,000 5 > 95%
GLAXOSMITHKLINE PLC Europe   14 10.0 7,500,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe   16 16.0 150,000,000 17 25-75%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan   10 5.7 5,000,000 1 < 5%
GOODRICH CORPORATION Americas Y 16 15.7 50,000,000 5 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 13 9.7 12,500,000 2 25-75%
GROHE HOLDING GMBH Europe Y 17 14.7 50,000,000 9 > 95%
GROUPE AUCHAN Europe Y 16 14.0 20,000,000 3 > 95%
GS CALTEX CORPORATION Asia Ex-Japan Y 14 9.0 5,000,000 1 25-75%
H. J. HEINZ COMPANY Americas Y 15 13.3 50,000,000 4 5-25%
HALLIBURTON COMPANY Americas Y 16 15.3 50,000,000 6 5-25%
HAMMERSON PLC Europe   13 12.3 15,000,000 2 25-75%
HANA BANK Asia Ex-Japan Y 12 7.3 5,000,000 1 25-75%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 11 6.3 5,000,000 1 75-95%
HANNOVER RUECKVERSICHERUNG AG Europe   17 16.3 75,000,000 8 > 95%
HANSON LIMITED Europe Y 15 13.0 25,000,000 4 75-95%
HASBRO, INC. Americas Y 15 12.3 17,500,000 3 5-25%
HAVAS Europe Y 15 13.3 50,000,000 4 25-75%
HCA INC. Americas Y 14 13.7 50,000,000 8 5-25%
HCP, INC. Americas   14 10.3 12,500,000 2 5-25%
HEALTH CARE REIT, INC. Americas   11 8.0 10,000,000 1 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas Y 12 8.3 7,500,000 1 25-75%
HEIDELBERGCEMENT AG Europe   17 15.0 75,000,000 11 > 95%
HEINEKEN N.V. Europe   13 10.3 10,000,000 1 25-75%
HELLENIC REPUBLIC Sovereign   16 15.3 300,000,000 37 75-95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe   17 16.7 125,000,000 15 25-75%
HENKEL AG & CO. KGAA Europe Y 16 12.3 17,500,000 2 > 95%
HESS CORPORATION Americas Y 15 12.7 22,500,000 4 25-75%
HEWLETT-PACKARD COMPANY Americas Y 16 15.0 50,000,000 5 25-75%
HILTON WORLDWIDE, INC. Americas   15 13.0 15,000,000 2 25-75%
HITACHI, LTD. Japan Y 11 9.7 10,000,000 1 25-75%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD Australia NZ   7 3.3 2,500,000 0 < 5%
HOLCIM LTD Europe   16 15.3 50,000,000 6 > 95%
HONDA MOTOR CO., LTD. Japan Y 12 10.3 10,000,000 1 75-95%
HONEYWELL INTERNATIONAL INC. Americas Y 16 14.3 50,000,000 5 5-25%
HOSPITALITY PROPERTIES TRUST Americas   8 5.3 2,500,000 0 5-25%
HOST HOTELS & RESORTS, L.P. Americas Y 14 13.0 22,500,000 4 < 5%
HP ENTERPRISE SERVICES, LLC Americas   14 11.0 10,000,000 2 < 5%
HSBC BANK PLC Europe Y 15 12.7 25,000,000 3 > 95%
HSBC FINANCE CORPORATION Americas   13 12.3 50,000,000 4 5-25%
HUMANA INC. Americas   12 10.0 10,000,000 2 5-25%
HUNTSMAN INTERNATIONAL LLC Americas Y 14 11.7 10,000,000 2 < 5%
HUSKY ENERGY INC. Americas   13 9.0 7,500,000 1 5-25%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan   15 14.0 50,000,000 6 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   14 10.7 7,500,000 1 25-75%
IBERDROLA INTERNATIONAL B.V. Americas-Europe   10 6.0 2,500,000 0 25-75%
IBERDROLA, S.A. Europe   17 16.7 75,000,000 7 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 15 12.0 10,000,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 14 10.7 10,000,000 2 25-75%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   9 5.0 2,500,000 0 25-75%
IKON OFFICE SOLUTIONS, INC. Americas Y 11 7.3 5,000,000 1 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   16 11.7 10,000,000 2 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   16 14.3 50,000,000 4 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 9 5.3 2,500,000 1 25-75%
INEOS GROUP HOLDINGS PLC Europe Y 16 14.3 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe Y 15 11.3 15,000,000 3 > 95%
ING BANK N.V. Europe Y 14 11.7 22,500,000 4 25-75%
ING VERZEKERINGEN N.V. Europe   14 11.3 20,000,000 2 75-95%
INGERSOLL-RAND COMPANY Americas Y 17 15.3 25,000,000 4 25-75%
INTELSAT S.A. Americas Y 14 11.7 17,500,000 3 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 17 15.3 50,000,000 4 5-25%
INTERNATIONAL GAME TECHNOLOGY Americas   11 6.7 5,000,000 1 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 17 16.3 125,000,000 18 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 17 15.3 75,000,000 9 5-25%
INTERNATIONAL POWER PLC Europe   15 10.3 5,000,000 1 > 95%
INTERVAL ACQUISITION CORP. Americas   15 14.3 50,000,000 7 25-75%
INTESA SANPAOLO SPA Europe Y 17 16.0 100,000,000 13 > 95%
INVENSYS PLC Europe Y 14 9.0 10,000,000 1 > 95%
INVESTOR AKTIEBOLAG Europe Y 14 9.0 5,000,000 1 75-95%
IRELAND Sovereign   16 14.0 225,000,000 18 25-75%
IRISH LIFE & PERMANENT PUBLIC LIMITED COMPANY Europe   15 10.0 7,500,000 1 25-75%
IRON MOUNTAIN INCORPORATED Americas Y 14 11.3 12,500,000 3 < 5%
ISS GLOBAL A/S Europe Y 14 10.0 10,000,000 2 25-75%
ISS HOLDING A/S Europe Y 11 8.3 12,500,000 2 > 95%
ISTAR FINANCIAL INC. Americas Y 16 16.0 75,000,000 13 5-25%
ITOCHU CORPORATION Japan Y 12 10.0 15,000,000 2 25-75%
ITV PLC Europe Y 16 15.7 75,000,000 9 75-95%
J SAINSBURY PLC Europe Y 16 14.0 22,500,000 4 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 17 16.3 50,000,000 9 < 5%
JAPAN Sovereign   16 14.0 250,000,000 25 > 95%
JAPAN TOBACCO INC. Japan Y 11 7.0 7,500,000 1 25-75%
JEMENA LIMITED Australia NZ Y 13 8.0 7,500,000 1 25-75%
JFE STEEL CORPORATION Japan Y 11 10.0 15,000,000 2 75-95%
JOHN DEERE CAPITAL CORPORATION Americas   13 8.0 5,000,000 1 25-75%
JOHNSON & JOHNSON Americas   16 12.3 25,000,000 3 < 5%
JOHNSON CONTROLS, INC. Americas Y 15 14.0 25,000,000 4 5-25%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   11 5.3 5,000,000 0 25-75%
JOINT STOCK COMPANY 'HALYK SAVINGS BANK OF KAZAKHSTAN' Europe   10 4.0 2,500,000 0 < 5%
JPMORGAN CHASE & CO. Americas   16 15.3 150,000,000 14 5-25%
JSC 'GAZPROM' Europe   17 16.3 75,000,000 6 25-75%
JSC 'KAZKOMMERTSBANK' Europe   12 10.3 7,500,000 1 > 95%
JSC VTB BANK Europe   15 12.3 20,000,000 2 > 95%
JTI (UK) FINANCE PLC Europe Y 17 13.0 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 14 13.3 100,000,000 25 < 5%
KABEL DEUTSCHLAND GMBH Europe Y 17 15.3 50,000,000 9 75-95%
KAJIMA CORPORATION Japan Y 9 6.3 5,000,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 10 8.0 7,500,000 1 25-75%
KB HOME Americas Y 15 14.7 75,000,000 12 < 5%
KBC BANK Europe   9 6.0 5,000,000 1 25-75%
KELDA GROUP LIMITED Europe   15 10.3 15,000,000 2 25-75%
KELLOGG COMPANY Americas   13 9.7 10,000,000 1 5-25%
KERR-MCGEE CORPORATION Americas Y 15 11.3 5,000,000 1 25-75%
KIMBERLY-CLARK CORPORATION Americas   15 10.3 12,500,000 2 5-25%
KIMCO REALTY CORPORATION Americas   15 12.0 15,000,000 2 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 16 13.3 20,000,000 3 5-25%
KINDER MORGAN KANSAS, INC. Americas Y 15 13.0 17,500,000 3 < 5%
KINGDOM OF BELGIUM Sovereign   16 14.7 350,000,000 20 25-75%
KINGDOM OF DENMARK Sovereign   14 10.0 50,000,000 2 25-75%
KINGDOM OF NORWAY Sovereign   14 9.3 22,500,000 1 25-75%
KINGDOM OF SAUDI ARABIA Sovereign   14 11.7 15,000,000 3 < 5%
KINGDOM OF SPAIN Sovereign   16 15.7 1,500,000,000 90 25-75%
KINGDOM OF SWEDEN Sovereign   16 14.3 50,000,000 3 75-95%
KINGDOM OF THAILAND Sovereign Y 13 12.7 50,000,000 4 > 95%
KINGDOM OF THE NETHERLANDS Sovereign   16 13.0 75,000,000 3 > 95%
KINGFISHER PLC Europe Y 16 14.3 50,000,000 6 75-95%
KINTETSU CORPORATION Japan Y 11 8.0 5,000,000 1 > 95%
KLEPIERRE Europe   11 6.3 5,000,000 1 25-75%
KOBE STEEL, LTD. Japan Y 11 7.3 5,000,000 0 > 95%
KOHL'S CORPORATION Americas Y 17 15.0 22,500,000 5 < 5%
KONINKLIJKE AHOLD N.V. Europe Y 16 15.0 50,000,000 4 > 95%
KONINKLIJKE DSM N.V. Europe Y 16 13.3 50,000,000 5 > 95%
KONINKLIJKE KPN N.V. Europe Y 17 15.3 75,000,000 8 75-95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 17 16.0 50,000,000 5 25-75%
KOOKMIN BANK Asia Ex-Japan Y 12 6.3 7,500,000 1 25-75%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 15 9.3 7,500,000 2 75-95%
KRAFT FOODS INC. Americas Y 17 15.7 75,000,000 7 5-25%
KT CORPORATION Asia Ex-Japan Y 11 8.0 5,000,000 1 75-95%
L-3 COMMUNICATIONS CORPORATION Americas Y 13 9.7 7,500,000 2 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 16 11.7 12,500,000 2 < 5%
LADBROKES PLC Europe   16 14.7 50,000,000 5 25-75%
LAFARGE Europe Y 16 16.0 100,000,000 14 > 95%
LANXESS AKTIENGESELLSCHAFT Europe   17 13.7 25,000,000 3 75-95%
LEBANESE REPUBLIC Sovereign Y 11 6.3 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   14 10.7 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   13 9.0 10,000,000 1 > 95%
LENNAR CORPORATION Americas Y 16 16.0 75,000,000 14 5-25%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 12 11.3 50,000,000 10 < 5%
LEVI STRAUSS & CO. Americas Y 14 12.7 22,500,000 5 < 5%
LEXMARK INTERNATIONAL, INC. Americas   9 6.7 10,000,000 2 < 5%
LIBERTY MEDIA LLC Americas Y 15 13.7 25,000,000 5 25-75%
LIBERTY MUTUAL GROUP INC. Americas   13 10.7 7,500,000 2 25-75%
LIBERTY MUTUAL INSURANCE COMPANY Americas   15 12.0 15,000,000 3 5-25%
LIMITED BRANDS, INC. Americas Y 16 16.0 100,000,000 13 5-25%
LINCOLN NATIONAL CORPORATION Americas   16 13.3 50,000,000 4 < 5%
LINDE AKTIENGESELLSCHAFT Europe   17 13.0 50,000,000 3 > 95%
LIZ CLAIBORNE, INC. Americas Y 17 16.0 50,000,000 10 5-25%
LLOYDS TSB BANK PLC Europe Y 17 15.3 100,000,000 12 75-95%
LOCKHEED MARTIN CORPORATION Americas Y 16 14.7 20,000,000 4 25-75%
LOEWS CORPORATION Americas Y 16 15.0 25,000,000 5 > 95%
LOUISIANA-PACIFIC CORPORATION Americas Y 15 13.7 50,000,000 8 5-25%
LOWE'S COMPANIES, INC. Americas Y 15 13.0 12,500,000 2 < 5%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 17 15.0 50,000,000 4 75-95%
M.D.C. HOLDINGS, INC. Americas Y 17 14.0 50,000,000 6 5-25%
M-REAL OYJ Europe Y 16 15.0 50,000,000 7 25-75%
MACK-CALI REALTY, L.P. Americas   10 7.3 5,000,000 1 5-25%
MACQUARIE BANK LIMITED Australia NZ Y 14 11.0 12,500,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas Y 13 6.7 2,500,000 1 < 5%
MACY'S, INC. Americas Y 16 16.0 100,000,000 17 < 5%
MALAYSIA Sovereign Y 15 13.7 75,000,000 4 25-75%
MAN GROUP PLC Europe   14 7.3 5,000,000 1 25-75%
MANOR CARE, INC. Americas   13 9.3 10,000,000 1 5-25%
MANPOWER INC. Americas   8 3.0 5,000,000 1 5-25%
MARATHON OIL CORPORATION Americas   14 12.0 10,000,000 2 25-75%
MARKS AND SPENCER P.L.C. Europe Y 16 15.7 75,000,000 9 75-95%
MARRIOTT INTERNATIONAL, INC. Americas Y 16 14.7 50,000,000 7 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 17 14.3 20,000,000 4 25-75%
MARTIN MARIETTA MATERIALS, INC. Americas                         13 8.3 5,000,000 1 5-25%
MARUBENI CORPORATION Japan Y 13 10.0 15,000,000 2 75-95%
MASCO CORPORATION Americas Y 16 14.0 50,000,000 7 5-25%
MASSEY ENERGY COMPANY Americas Y 13 9.7 10,000,000 2 < 5%
MATTEL, INC. Americas   15 12.3 17,500,000 3 5-25%
MBIA INC. Americas Y 15 14.3 150,000,000 16 5-25%
MBIA INSURANCE CORPORATION Americas   17 16.3 375,000,000 48 5-25%
MCDONALD'S CORPORATION Americas Y 16 14.7 20,000,000 3 < 5%
MCKESSON CORPORATION Americas Y 15 13.7 22,500,000 4 5-25%
MEADWESTVACO CORPORATION Americas Y 17 15.3 50,000,000 7 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas   11 7.7 7,500,000 1 25-75%
MEDIACOM LLC Americas Y 14 11.3 15,000,000 3 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   11 6.0 5,000,000 1 > 95%
MEDTRONIC, INC. Americas   15 12.0 17,500,000 1 5-25%
MERCK & CO., INC. Americas   13 9.7 12,500,000 2 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   10 4.7 5,000,000 0 25-75%
MERCK SHARP & DOHME CORP. Americas   14 10.3 12,500,000 2 5-25%
MERITOR, INC. Americas Y 14 11.7 15,000,000 3 < 5%
MERRILL LYNCH & CO., INC. Americas   16 15.0 75,000,000 7 5-25%
METLIFE, INC. Americas Y 17 15.7 75,000,000 15 5-25%
METRO AG Europe Y 17 15.3 50,000,000 6 > 95%
METSO OYJ Europe Y 14 12.3 10,000,000 2 > 95%
MGIC INVESTMENT CORPORATION Americas Y 15 15.0 100,000,000 16 5-25%
MGM RESORTS INTERNATIONAL Americas Y 15 14.3 50,000,000 11 < 5%
MITSUBISHI CORPORATION Japan Y 12 8.3 7,500,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan Y 11 6.3 5,000,000 1 25-75%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan Y 11 7.0 5,000,000 1 > 95%
MITSUI & CO., LTD. Japan Y 11 8.7 10,000,000 1 75-95%
MITSUI FUDOSAN CO., LTD. Japan Y 11 8.0 10,000,000 1 5-25%
MITSUI O.S.K. LINES, LTD. Japan Y 10 9.0 10,000,000 1 25-75%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan Y 6 3.7 2,500,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan Y 14 11.3 20,000,000 3 75-95%
MMO2 PLC Europe Y 11 6.0 7,500,000 1 25-75%
MOHAWK INDUSTRIES, INC. Americas Y 15 13.7 20,000,000 3 < 5%
MOLSON COORS BREWING COMPANY Americas   12 8.0 5,000,000 1 < 5%
MONSANTO COMPANY Americas   13 10.3 12,500,000 2 5-25%
MORGAN STANLEY Americas   16 15.7 150,000,000 14 5-25%
MOTOROLA SOLUTIONS, INC. Americas Y 17 15.7 50,000,000 8 < 5%
MTR CORPORATION LIMITED Asia Ex-Japan Y 13 8.0 5,000,000 1 25-75%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 17 16.3 75,000,000 9 75-95%
MURPHY OIL CORPORATION Americas   12 8.3 5,000,000 1 < 5%
NABORS INDUSTRIES, INC. Americas Y 15 14.0 25,000,000 5 5-25%
NALCO COMPANY Americas Y 14 11.7 17,500,000 5 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 16 12.3 75,000,000 6 25-75%
NATIONAL GRID PLC Europe Y 16 14.3 22,500,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 17 14.3 25,000,000 4 5-25%
NATIXIS Europe   10 5.0 2,500,000 0 25-75%
NEC CORPORATION Japan Y 12 9.3 10,000,000 1 > 95%
NESTLE S.A. Europe   17 14.7 25,000,000 3 75-95%
NEW ALBERTSON'S, INC. Americas Y 16 13.7 20,000,000 4 < 5%
NEW CINGULAR WIRELESS SERVICES, INC. Americas Y 13 8.0 5,000,000 1 25-75%
NEW ZEALAND Sovereign   7 3.7 2,500,000 0 > 95%
NEWELL RUBBERMAID INC. Americas Y 16 15.3 50,000,000 7 5-25%
NEWMONT MINING CORPORATION Americas   11 7.7 7,500,000 1 5-25%
NEWMONT USA LIMITED Americas   11 6.0 5,000,000 0 25-75%
NEWS AMERICA INCORPORATED Americas Y 17 15.0 50,000,000 6 5-25%
NEXEN INC. Americas   13 11.3 17,500,000 3 5-25%
NEXT PLC Europe Y 15 13.7 50,000,000 7 75-95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas   15 11.3 15,000,000 2 < 5%
NIPPON PAPER GROUP, INC. Japan Y 11 8.7 12,500,000 2 25-75%
NIPPON STEEL CORPORATION Japan Y 13 12.3 20,000,000 2 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 11 8.0 7,500,000 1 > 95%
NISOURCE FINANCE CORP. Americas   12 9.0 7,500,000 2 5-25%
NISSAN MOTOR CO., LTD. Japan Y 14 10.7 12,500,000 2 > 95%
NOBLE CORPORATION Americas   13 7.7 2,500,000 0 5-25%
NOBLE ENERGY, INC. Americas   12 9.3 5,000,000 1 5-25%
NOBLE GROUP LIMITED Asia Ex-Japan Y 15 12.0 15,000,000 2 25-75%
NOKIA OYJ Europe Y 17 16.3 100,000,000 11 25-75%
NOMURA SECURITIES CO., LTD. Japan Y 12 7.0 5,000,000 0 > 95%
NORBORD INC. Americas   14 10.0 17,500,000 3 5-25%
NORDEA BANK AB Europe   10 5.3 5,000,000 0 > 95%
NORDSTROM, INC. Americas Y 17 15.7 75,000,000 9 5-25%
NORFOLK SOUTHERN CORPORATION Americas Y 17 15.3 25,000,000 4 5-25%
NORSKE SKOGINDUSTRIER ASA Europe Y 16 14.7 100,000,000 19 25-75%
NORTHERN ROCK (ASSET MANAGEMENT) PLC Europe   9 3.7 2,500,000 0 < 5%
NORTHROP GRUMMAN CORPORATION Americas   17 15.0 15,000,000 3 5-25%
NOVA CHEMICALS CORPORATION Americas Y 15 13.3 25,000,000 6 < 5%
NOVARTIS AG Europe   14 10.7 7,500,000 1 > 95%
NRG ENERGY, INC. Americas Y 14 12.3 25,000,000 6 < 5%
NUCOR CORPORATION Americas   14 12.3 20,000,000 3 5-25%
NXP B.V. Europe Y 15 13.3 75,000,000 8 75-95%
OBAYASHI CORPORATION Japan Y 8 4.7 5,000,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   14 11.0 10,000,000 2 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   12 7.3 5,000,000 1 25-75%
OFFICE DEPOT, INC. Americas   15 13.3 25,000,000 5 5-25%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   14 13.0 15,000,000 2 25-75%
OLIN CORPORATION Americas Y 16 15.0 75,000,000 10 5-25%
OMNICOM GROUP INC. Americas Y 17 15.3 50,000,000 5 5-25%
ONEOK PARTNERS, L.P. Americas   11 6.3 5,000,000 1 < 5%
ONEOK, INC. Americas   14 13.3 10,000,000 2 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe Y 17 14.7 50,000,000 10 > 95%
ORACLE AMERICA, INC. Americas   12 8.3 7,500,000 1 < 5%
ORACLE CORPORATION Americas   12 8.7 7,500,000 1 5-25%
ORIX CORPORATION Japan Y 14 10.3 10,000,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 10 6.3 2,500,000 1 > 95%
OWENS-ILLINOIS, INC. Americas Y 13 11.3 15,000,000 4 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   13 9.7 12,500,000 2 5-25%
PACKAGING CORPORATION OF AMERICA Americas   14 10.7 12,500,000 2 5-25%
PACTIV CORPORATION Americas   15 11.7 15,000,000 3 5-25%
PANASONIC CORPORATION Japan                            7 4.3 2,500,000 0 > 95%
PARKER DRILLING COMPANY Americas Y 14 12.0 7,500,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   14 10.3 10,000,000 2 25-75%
PEABODY ENERGY CORPORATION Americas   13 8.3 5,000,000 1 < 5%
PEARSON PLC Europe Y 16 14.3 50,000,000 5 75-95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 16 14.7 250,000,000 17 < 5%
PEPCO HOLDINGS, INC. Americas   13 8.7 5,000,000 1 5-25%
PEPSICO, INC. Americas   14 11.3 10,000,000 1 < 5%
PERNOD RICARD Europe Y 16 16.0 50,000,000 5 25-75%
PETROLEO BRASILEIRO S/A PETROBRAS Americas   14 12.0 17,500,000 2 75-95%
PETROLEOS DE VENEZUELA, S.A. Americas   11 7.7 5,000,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 15 13.0 75,000,000 7 25-75%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   13 8.0 7,500,000 1 > 95%
PEUGEOT SA Europe Y 17 16.3 75,000,000 11 > 95%
PFIZER INC. Americas Y 15 13.7 17,500,000 3 5-25%
PHH CORPORATION Americas   12 6.0 2,500,000 0 75-95%
PHILIP MORRIS INTERNATIONAL INC. Americas                         8 4.3 5,000,000 0 5-25%
PILKINGTON GROUP LIMITED Europe   14 8.3 5,000,000 1 25-75%
PIONEER CORPORATION Japan Y 3 1.0 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas Y 14 12.3 22,500,000 4 5-25%
PITNEY BOWES INC. Americas Y 17 14.7 50,000,000 5 5-25%
POLYONE CORPORATION Americas Y 14 12.3 17,500,000 4 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   13 11.3 22,500,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 16.3 125,000,000 16 > 95%
PORTUGUESE REPUBLIC Sovereign   16 15.0 400,000,000 33 > 95%
POSCO Asia Ex-Japan Y 15 12.0 15,000,000 2 25-75%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   11 8.0 7,500,000 2 5-25%
PPG INDUSTRIES, INC. Americas   14 12.3 20,000,000 3 25-75%
PPL ENERGY SUPPLY, LLC Americas   12 10.3 12,500,000 2 25-75%
PPR Europe Y 17 15.7 50,000,000 8 > 95%
PRAXAIR, INC. Americas   9 4.3 2,500,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 12 11.3 15,000,000 3 < 5%
PROGRESS ENERGY, INC. Americas Y 16 14.0 22,500,000 4 25-75%
PROLOGIS Americas   15 12.3 17,500,000 3 5-25%
PROMISE CO., LTD. Japan Y 15 13.3 15,000,000 4 > 95%
PROSIEBENSAT.1 MEDIA AG Europe Y 13 9.0 12,500,000 2 25-75%
PRUDENTIAL FINANCIAL, INC. Americas   16 14.0 17,500,000 4 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   15 11.0 10,000,000 1 > 95%
PSEG POWER LLC Americas   14 11.7 10,000,000 2 25-75%
PTT PUBLIC COMPANY LIMITED Asia Ex-Japan Y 11 6.0 5,000,000 1 < 5%
PUBLICIS GROUPE SA Europe Y 16 14.3 17,500,000 3 75-95%
PUBLISHING AND BROADCASTING LIMITED Australia NZ   4 2.0 2,500,000 0 > 95%
PULTEGROUP, INC. Americas   17 14.7 75,000,000 12 < 5%
QANTAS AIRWAYS LIMITED Australia NZ Y 16 14.3 50,000,000 4 75-95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 15 10.7 15,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 17 15.3 50,000,000 5 5-25%
QWEST CAPITAL FUNDING, INC. Americas Y 15 12.7 17,500,000 3 < 5%
QWEST CORPORATION Americas Y 14 12.7 12,500,000 2 < 5%
R.R. DONNELLEY & SONS COMPANY Americas Y 17 16.0 75,000,000 12 5-25%
RADIAN GROUP INC. Americas Y 16 16.0 125,000,000 19 25-75%
RADIOSHACK CORPORATION Americas Y 15 14.3 75,000,000 9 5-25%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT Europe   7 3.0 2,500,000 0 > 95%
RALLYE Europe Y 16 15.3 50,000,000 6 25-75%
RAYTHEON COMPANY Americas Y 16 13.3 20,000,000 3 5-25%
REALOGY CORPORATION Americas Y 12 11.0 50,000,000 11 < 5%
REED ELSEVIER PLC Europe   16 14.3 50,000,000 4 75-95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 15 11.3 10,000,000 2 > 95%
RENAULT Europe Y 17 16.0 75,000,000 10 > 95%
RENESAS ELECTRONICS CORPORATION Japan Y 7 3.0 2,500,000 0 < 5%
RENTOKIL INITIAL PLC Europe Y 16 14.0 50,000,000 4 > 95%
RENTOKIL INITIAL 1927 PLC Europe Y 16 10.3 12,500,000 2 25-75%
REPSOL YPF, S.A. Europe   17 15.3 50,000,000 4 < 5%
REPUBLIC OF AUSTRIA Sovereign   16 14.7 225,000,000 8 25-75%
REPUBLIC OF BULGARIA Sovereign Y 14 13.3 50,000,000 5 75-95%
REPUBLIC OF CHILE Sovereign Y 12 11.0 12,500,000 1 25-75%
REPUBLIC OF COLOMBIA Sovereign Y 14 13.0 50,000,000 4 > 95%
REPUBLIC OF CROATIA Sovereign Y 15 13.0 17,500,000 3 > 95%
REPUBLIC OF ESTONIA Sovereign   9 6.3 5,000,000 1 25-75%
REPUBLIC OF FINLAND Sovereign   16 11.7 50,000,000 2 > 95%
REPUBLIC OF HUNGARY Sovereign Y 17 15.7 200,000,000 18 75-95%
REPUBLIC OF ICELAND Sovereign   11 8.0 7,500,000 1 > 95%
REPUBLIC OF INDONESIA Sovereign Y 15 14.0 100,000,000 12 > 95%
REPUBLIC OF ITALY Sovereign   17 16.0 975,000,000 38 75-95%
REPUBLIC OF KAZAKHSTAN Sovereign   15 11.7 10,000,000 1 > 95%
REPUBLIC OF KOREA Sovereign Y 16 15.0 150,000,000 16 > 95%
REPUBLIC OF LATVIA Sovereign   13 9.7 7,500,000 1 > 95%
REPUBLIC OF LITHUANIA Sovereign   13 8.3 5,000,000 1 75-95%
REPUBLIC OF PANAMA Sovereign Y 14 10.0 12,500,000 2 25-75%
REPUBLIC OF PERU Sovereign Y 15 14.3 200,000,000 24 25-75%
REPUBLIC OF POLAND Sovereign Y 16 14.0 175,000,000 14 25-75%
REPUBLIC OF SLOVENIA Sovereign   15 9.0 12,500,000 1 25-75%
REPUBLIC OF SOUTH AFRICA Sovereign Y 17 14.7 100,000,000 9 75-95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 15 14.0 100,000,000 8 > 95%
REPUBLIC OF TURKEY Sovereign Y 17 15.7 250,000,000 21 > 95%
REPUBLIC SERVICES, INC. Americas   14 9.0 7,500,000 1 5-25%
RESIDENTIAL CAPITAL, LLC Americas Y 16 14.3 50,000,000 8 25-75%
RESONA BANK, LIMITED Japan Y 12 8.3 5,000,000 1 > 95%
REXAM PLC Europe   16 14.3 20,000,000 4 75-95%
REXEL DEVELOPPEMENT SAS Europe   13 6.0 7,500,000 1 < 5%
REYNOLDS AMERICAN INC. Americas Y 15 12.7 12,500,000 3 5-25%
RHODIA Europe Y 16 15.3 75,000,000 11 25-75%
RIO TINTO ALCAN INC. Americas Y 15 14.0 20,000,000 4 5-25%
RIO TINTO LIMITED Australia NZ   14 13.0 25,000,000 3 > 95%
RITE AID CORPORATION Americas Y 13 12.7 50,000,000 10 < 5%
ROCHE HOLDINGS, INC. Europe   14 9.0 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   9 6.7 5,000,000 2 < 5%
ROHM AND HAAS COMPANY Americas Y 16 13.7 22,500,000 4 25-75%
ROLLS-ROYCE PLC Europe Y 16 14.3 17,500,000 3 75-95%
ROMANIA Sovereign Y 17 14.3 25,000,000 3 25-75%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   14 10.7 15,000,000 2 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 15 14.0 50,000,000 10 < 5%
ROYAL DUTCH SHELL PLC Europe   15 11.0 12,500,000 3 > 95%
RPM INTERNATIONAL INC. Americas   12 10.7 12,500,000 3 5-25%
RUSSIAN AGRICULTURAL BANK Europe   9 6.0 10,000,000 1 75-95%
RUSSIAN FEDERATION Sovereign Y 16 15.7 250,000,000 21 75-95%
RWE AKTIENGESELLSCHAFT Europe Y 17 16.0 50,000,000 5 75-95%
RYDER SYSTEM, INC. Americas Y 15 14.7 50,000,000 5 5-25%
SABMILLER PLC Europe Y 12 9.3 10,000,000 1 75-95%
SABRE HOLDINGS CORPORATION Americas Y 16 15.0 75,000,000 10 5-25%
SAFEWAY INC. Americas Y 17 15.7 75,000,000 11 5-25%
SAFEWAY LIMITED Europe Y 16 13.3 50,000,000 5 > 95%
SAKS INCORPORATED Americas Y 14 13.3 25,000,000 6 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 14 9.7 7,500,000 1 25-75%
SANMINA-SCI CORPORATION Americas Y 14 12.0 22,500,000 5 < 5%
SANOFI-AVENTIS Europe Y 17 15.3 50,000,000 4 > 95%
SANTANDER UK PLC Europe   13 8.0 5,000,000 1 < 5%
SANYO ELECTRIC CO., LTD. Japan Y 10 5.0 2,500,000 0 25-75%
SARA LEE CORPORATION Americas Y 17 15.3 75,000,000 13 5-25%
SBERBANK Europe   14 11.0 20,000,000 2 75-95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 17 14.7 50,000,000 5 75-95%
SCANIA AKTIEBOLAG Europe   15 11.3 22,500,000 2 25-75%
SCHLUMBERGER N.V. Americas   13 7.3 5,000,000 1 25-75%
SCHNEIDER ELECTRIC SA Europe   16 14.7 15,000,000 2 25-75%
SCOR SE Europe   13 10.3 10,000,000 1 25-75%
SCOTTISH & NEWCASTLE LIMITED Europe   11 7.3 5,000,000 1 75-95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   8 3.7 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas Y 11 8.3 5,000,000 1 < 5%
SEALED AIR CORPORATION Americas   15 12.0 50,000,000 7 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 15 13.3 22,500,000 4 5-25%
SEAT PAGINE GIALLE S.P.A. Europe   16 14.3 50,000,000 9 > 95%
SECURITAS AB Europe   15 11.7 10,000,000 1 25-75%
SEMPRA ENERGY Americas Y 15 13.3 20,000,000 4 25-75%
SES Europe   15 11.0 20,000,000 2 25-75%
SHARP CORPORATION Japan Y 9 7.7 7,500,000 1 25-75%
SHAW COMMUNICATIONS INC. Americas   9 5.3 5,000,000 1 5-25%
SHIMIZU CORPORATION Japan Y 9 6.7 5,000,000 1 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe   17 16.0 75,000,000 5 25-75%
SIMON PROPERTY GROUP, L.P. Americas Y 17 14.7 50,000,000 8 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 13 6.7 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   11 6.7 5,000,000 1 75-95%
SK ENERGY CO., LTD. Asia Ex-Japan Y 11 5.7 5,000,000 1 < 5%
SK TELECOM CO., LTD. Asia Ex-Japan Y 13 10.3 5,000,000 1 25-75%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   10 5.0 2,500,000 1 > 95%
SLM CORPORATION Americas Y 16 16.0 50,000,000 8 25-75%
SLOVAK REPUBLIC Sovereign   14 9.3 10,000,000 1 75-95%
SMITHFIELD FOODS, INC. Americas Y 15 13.7 50,000,000 7 < 5%
SMITHS GROUP PLC Europe   14 10.7 7,500,000 1 75-95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe Y 15 14.0 50,000,000 6 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 12.3 50,000,000 5 > 95%
SOCIETE AIR FRANCE Europe Y 17 16.3 50,000,000 7 > 95%
SOCIETE GENERALE Europe Y 16 15.7 75,000,000 8 > 95%
SODEXO Europe Y 16 14.7 20,000,000 3 75-95%
SOFTBANK CORP. Japan Y 11 7.3 5,000,000 1 > 95%
SOL MELIA, SOCIEDAD ANONIMA Europe Y 16 14.0 50,000,000 5 75-95%
SOLVAY Europe Y 17 15.3 50,000,000 5 75-95%
SOMPO JAPAN INSURANCE INC. Japan   9 4.0 2,500,000 0 > 95%
SONY CORPORATION Japan Y 14 11.7 17,500,000 3 25-75%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   5 2.7 2,500,000 0 25-75%
SOUTHWEST AIRLINES CO. Americas Y 17 15.7 75,000,000 12 5-25%
SPECTRA ENERGY CAPITAL, LLC Americas   14 11.3 12,500,000 2 5-25%
SPRINT NEXTEL CORPORATION Americas Y 17 16.3 100,000,000 16 5-25%
STANDARD CHARTERED BANK Europe Y 14 11.7 20,000,000 2 75-95%
STANDARD LIFE ASSURANCE LIMITED Europe   13 10.3 12,500,000 2 25-75%
STANDARD PACIFIC CORP. Americas Y 15 13.3 50,000,000 9 < 5%
STANLEY BLACK & DECKER, INC. Americas   15 12.3 12,500,000 2 < 5%
STAPLES, INC. Americas Y 15 13.7 25,000,000 4 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 17 16.3 50,000,000 10 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 14 13.0 22,500,000 3 25-75%
STATE OF CALIFORNIA Sovereign   8 6.7 12,500,000 2 75-95%
STATE OF FLORIDA Sovereign   2 0.7 2,500,000 0 5-25%
STATE OF ILLINOIS Sovereign   8 6.7 12,500,000 2 75-95%
STATE OF ISRAEL Sovereign Y 15 12.7 50,000,000 4 > 95%
STATE OF NEW JERSEY Sovereign   5 2.7 2,500,000 1 > 95%
STATE OF NEW YORK Sovereign   5 3.0 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 15 12.7 50,000,000 4 > 95%
STATE OF TEXAS Sovereign   1 0.3 2,500,000 0 > 95%
STATOIL ASA Europe Y 13 10.3 10,000,000 2 > 95%
STENA AKTIEBOLAG Europe Y 16 14.3 50,000,000 7 25-75%
STMICROELECTRONICS N.V. Europe Y 16 15.3 50,000,000 5 25-75%
STORA ENSO OYJ Europe Y 16 15.3 100,000,000 12 75-95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe   16 14.3 20,000,000 3 > 95%
SUMITOMO CORPORATION Japan Y 13 10.0 10,000,000 1 25-75%
SUMITOMO METAL INDUSTRIES, LTD. Japan Y 8 4.3 2,500,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 11 9.3 7,500,000 1 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan Y 10 7.7 5,000,000 1 75-95%
SUNCOR ENERGY INC. Americas   14 9.7 10,000,000 2 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 14 12.3 20,000,000 4 < 5%
SUNOCO, INC. Americas Y 16 12.7 17,500,000 4 5-25%
SUPERVALU INC. Americas Y 17 15.3 50,000,000 11 5-25%
SUZUKI MOTOR CORPORATION Japan Y 5 2.0 2,500,000 0 75-95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe   16 13.7 25,000,000 4 25-75%
SVENSKA HANDELSBANKEN AB Europe   14 7.3 7,500,000 1 25-75%
SWEDISH MATCH AB Europe Y 16 10.7 10,000,000 2 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 13 9.3 7,500,000 1 25-75%
SWISS REINSURANCE COMPANY LTD Europe   17 16.0 100,000,000 10 75-95%
SWISSCOM LTD. Europe   13 9.0 7,500,000 1 75-95%
SYNGENTA AG Europe   14 9.3 12,500,000 2 25-75%
TABCORP HOLDINGS LIMITED Australia NZ Y 9 5.7 2,500,000 0 < 5%
TAISEI CORPORATION Japan Y 13 10.0 7,500,000 1 > 95%
TALISMAN ENERGY INC. Americas   15 11.0 10,000,000 1 25-75%
TARGET CORPORATION Americas Y 16 14.3 50,000,000 6 5-25%
TATA MOTORS LIMITED Asia Ex-Japan Y 7 3.7 2,500,000 0 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   17 14.3 20,000,000 3 > 95%
TDC A/S Europe Y 15 11.3 15,000,000 3 > 95%
TECHNIP Europe Y 17 11.0 10,000,000 2 > 95%
TECK RESOURCES LIMITED Americas   10 7.3 5,000,000 1 25-75%
TECO ENERGY, INC. Americas   10 7.0 5,000,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   15 12.0 15,000,000 2 > 95%
TELECOM ITALIA SPA Europe Y 16 16.0 125,000,000 14 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 14 11.7 12,500,000 2 > 95%
TELEFONICA, S.A. Europe   16 16.0 125,000,000 15 75-95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   12 8.3 12,500,000 2 25-75%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe   16 14.3 50,000,000 5 75-95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   13 8.0 5,000,000 1 25-75%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   10 5.3 7,500,000 1 5-25%
TELENOR ASA Europe Y 16 15.0 50,000,000 5 25-75%
TELEVISION FRANCAISE 1 Europe   10 4.3 5,000,000 1 25-75%
TELIASONERA AKTIEBOLAG Europe Y 16 15.3 50,000,000 5 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 16 13.3 50,000,000 4 75-95%
TELUS CORPORATION Americas   14 9.3 7,500,000 2 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   11 6.7 2,500,000 1 25-75%
TEMPLE-INLAND INC. Americas Y 16 15.3 75,000,000 12 5-25%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 11 6.3 2,500,000 1 75-95%
TENET HEALTHCARE CORPORATION Americas Y 14 12.3 15,000,000 3 5-25%
TESCO PLC Europe Y 16 14.7 50,000,000 4 > 95%
TESORO CORPORATION Americas Y 14 12.7 20,000,000 5 5-25%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   10 5.0 5,000,000 1 5-25%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas Y 15 12.0 75,000,000 16 < 5%
TEXAS INSTRUMENTS INCORPORATED Americas   13 9.3 7,500,000 1 < 5%
TEXTRON FINANCIAL CORPORATION Americas Y 17 16.0 50,000,000 7 5-25%
TEXTRON INC. Americas   15 12.7 25,000,000 5 5-25%
THALES Europe   16 12.0 12,500,000 2 > 95%
THE AES CORPORATION Americas Y 14 13.0 25,000,000 4 < 5%
THE ALLSTATE CORPORATION Americas Y 17 15.0 50,000,000 5 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan Y 15 12.0 15,000,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 16 14.3 17,500,000 4 5-25%
THE BOEING COMPANY Americas   13 11.0 7,500,000 2 25-75%
THE CHUBB CORPORATION Americas Y 17 14.7 25,000,000 5 5-25%
THE CITY OF NEW YORK Sovereign   7 4.7 5,000,000 1 > 95%
THE CLOROX COMPANY Americas   13 10.7 17,500,000 2 5-25%
THE COCA-COLA COMPANY Americas   11 6.7 2,500,000 1 75-95%
THE DOW CHEMICAL COMPANY Americas Y 17 15.3 75,000,000 10 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 14 10.0 15,000,000 2 25-75%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 13 8.0 7,500,000 1 > 95%
THE GAP, INC. Americas Y 16 14.3 75,000,000 10 5-25%
THE GOLDMAN SACHS GROUP, INC. Americas   15 14.7 200,000,000 19 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 13.3 50,000,000 9 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   14 11.7 20,000,000 4 25-75%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 17 16.3 50,000,000 6 5-25%
THE HERSHEY COMPANY Americas   13 11.7 10,000,000 2 < 5%
THE HERTZ CORPORATION Americas Y 15 13.7 50,000,000 6 5-25%
THE HOME DEPOT, INC. Americas Y 16 15.0 50,000,000 7 5-25%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   12 8.0 5,000,000 1 25-75%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas Y 12 8.3 10,000,000 2 5-25%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 11 7.0 5,000,000 1 25-75%
THE JONES GROUP INC. Americas   16 16.0 100,000,000 13 < 5%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 13 9.0 7,500,000 1 > 95%
THE KROGER CO. Americas Y 17 15.3 50,000,000 7 5-25%
THE LUBRIZOL CORPORATION Americas   13 10.3 7,500,000 1 25-75%
THE MCCLATCHY COMPANY Americas Y 16 15.3 75,000,000 18 5-25%
THE MOSAIC COMPANY Americas   10 4.7 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 15 13.0 50,000,000 7 5-25%
THE NEW YORK TIMES COMPANY Americas Y 15 13.7 50,000,000 9 5-25%
THE NIELSEN COMPANY B.V. Europe Y 16 13.3 50,000,000 6 > 95%
THE NORINCHUKIN BANK Japan   4 1.3 2,500,000 0 25-75%
THE PMI GROUP, INC. Americas Y 16 15.0 150,000,000 21 5-25%
THE PROCTER & GAMBLE COMPANY Americas   14 10.3 17,500,000 2 5-25%
THE RANK GROUP PLC Europe Y 15 12.7 15,000,000 3 25-75%
THE ROYAL BANK OF SCOTLAND N.V. Europe   15 11.3 12,500,000 3 < 5%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 15 14.7 100,000,000 13 > 95%
THE RYLAND GROUP, INC. Americas   14 13.0 50,000,000 6 5-25%
THE SERVICEMASTER COMPANY Americas   11 7.7 7,500,000 1 < 5%
THE SHERWIN-WILLIAMS COMPANY Americas Y 17 15.0 50,000,000 6 5-25%
THE TJX COMPANIES, INC. Americas Y 16 13.3 10,000,000 2 5-25%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan Y 13 12.0 75,000,000 18 25-75%
THE TRAVELERS COMPANIES, INC. Americas   14 11.0 12,500,000 2 5-25%
THE WALT DISNEY COMPANY Americas Y 17 15.0 50,000,000 4 5-25%
THE WESTERN UNION COMPANY Americas   14 10.7 20,000,000 3 < 5%
THE WILLIAMS COMPANIES, INC. Americas Y 14 12.3 25,000,000 4 < 5%
THOMSON REUTERS CORPORATION Americas   10 4.3 2,500,000 0 < 5%
THOMSON REUTERS GROUP LIMITED Europe   16 13.0 20,000,000 3 25-75%
THYSSENKRUPP AG Europe Y 17 16.3 75,000,000 10 > 95%
TIME WARNER CABLE INC. Americas Y 14 13.3 20,000,000 3 < 5%
TIME WARNER INC. Americas Y 17 15.7 50,000,000 8 25-75%
TNT N.V. Europe Y 16 15.3 50,000,000 5 25-75%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan Y 11 6.7 5,000,000 0 > 95%
TOLL BROTHERS, INC. Americas   16 14.3 50,000,000 8 25-75%
TOMKINS LIMITED Europe   15 12.7 50,000,000 5 < 5%
TOSHIBA CORPORATION Japan Y 13 10.7 17,500,000 3 75-95%
TOTAL SA Europe Y 17 13.3 15,000,000 2 > 95%
TOYOTA MOTOR CORPORATION Japan Y 14 12.0 20,000,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan Y 14 11.7 12,500,000 4 75-95%
TOYS 'R' US, INC. Americas   14 12.3 20,000,000 5 < 5%
TRANE INC. Americas   9 4.7 5,000,000 1 5-25%
TRANSCANADA PIPELINES LIMITED Americas   11 8.7 12,500,000 1 5-25%
TRANSOCEAN INC. Americas Y 17 15.3 75,000,000 10 5-25%
TRANSOCEAN WORLDWIDE INC. Americas   14 11.3 17,500,000 3 5-25%
TRW AUTOMOTIVE INC. Americas Y 16 14.0 25,000,000 6 < 5%
TUI AG Europe Y 16 15.3 75,000,000 14 75-95%
TYCO ELECTRONICS LTD. Americas   10 5.7 2,500,000 1 25-75%
TYCO INTERNATIONAL LTD. Americas   14 9.7 15,000,000 3 5-25%
TYSON FOODS, INC. Americas Y 16 15.3 50,000,000 9 5-25%
UBS AG Europe Y 17 15.7 75,000,000 8 25-75%
UKRAINE Sovereign Y 16 15.7 75,000,000 7 25-75%
UNIBAIL-RODAMCO SE Europe   14 9.3 7,500,000 1 25-75%
UNICREDIT BANK AG Europe   16 9.7 12,500,000 2 < 5%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.3 100,000,000 11 75-95%
UNILEVER N.V. Europe Y 17 14.3 50,000,000 4 > 95%
UNION PACIFIC CORPORATION Americas Y 17 15.0 20,000,000 4 5-25%
UNIONE DI BANCHE ITALIANE SOCIETA COOPERATIVA PER AZIONI Europe   7 4.3 5,000,000 0 < 5%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   14 8.7 7,500,000 1 25-75%
UNISYS CORPORATION Americas Y 14 12.7 22,500,000 4 < 5%
UNITED BUSINESS MEDIA LIMITED Europe   13 7.3 7,500,000 1 25-75%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign   13 12.7 250,000,000 23 75-95%
UNITED MEXICAN STATES Sovereign Y 16 15.0 250,000,000 22 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 10 6.0 2,500,000 1 25-75%
UNITED PARCEL SERVICE, INC. Americas   16 13.7 15,000,000 2 < 5%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 15 13.3 17,500,000 4 < 5%
UNITED STATES CELLULAR CORPORATION Americas   13 7.3 5,000,000 1 < 5%
UNITED STATES OF AMERICA Sovereign   12 9.7 200,000,000 9 25-75%
UNITED STATES STEEL CORPORATION Americas Y 15 12.3 50,000,000 7 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   13 11.0 12,500,000 2 < 5%
UNITED UTILITIES PLC Europe Y 17 15.3 50,000,000 6 75-95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 15 12.7 20,000,000 3 5-25%
UNITYMEDIA GMBH Europe Y 16 14.3 50,000,000 7 25-75%
UNIVERSAL CORPORATION Americas   14 10.7 10,000,000 3 5-25%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 17 15.7 75,000,000 9 5-25%
UNIVISION COMMUNICATIONS INC. Americas Y 13 11.0 17,500,000 4 5-25%
UNUM GROUP Americas Y 15 11.3 10,000,000 2 25-75%
UPC HOLDING B.V. Europe Y 16 15.0 75,000,000 10 75-95%
UPM-KYMMENE OYJ Europe Y 16 15.3 100,000,000 11 25-75%
UST LLC Americas   15 10.7 17,500,000 3 < 5%
V.F. CORPORATION Americas   14 13.0 22,500,000 4 25-75%
VALE CANADA LIMITED Americas   10 5.0 5,000,000 1 < 5%
VALE SA Americas   12 9.0 7,500,000 1 75-95%
VALEO Europe Y 16 15.7 75,000,000 10 75-95%
VALERO ENERGY CORPORATION Americas Y 17 16.0 50,000,000 9 5-25%
VATTENFALL AKTIEBOLAG Europe Y 16 14.0 20,000,000 2 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan Y 14 9.3 5,000,000 2 25-75%
VEOLIA ENVIRONNEMENT Europe Y 16 14.3 50,000,000 5 25-75%
VERIZON COMMUNICATIONS INC. Americas Y 17 15.7 75,000,000 11 5-25%
VIACOM INC. Americas Y 16 14.7 50,000,000 6 5-25%
VICTOR COMPANY OF JAPAN, LIMITED Japan Y 11 4.7 2,500,000 0 5-25%
VINCI Europe Y 15 14.0 50,000,000 4 75-95%
VIRGIN MEDIA FINANCE PLC Europe Y 15 15.0 50,000,000 7 75-95%
VIVENDI Europe Y 17 15.7 75,000,000 9 25-75%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 16.3 75,000,000 8 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe   17 16.3 100,000,000 9 > 95%
VORNADO REALTY L.P. Americas Y 15 14.0 22,500,000 4 25-75%
VULCAN MATERIALS COMPANY Americas Y 13 9.3 15,000,000 2 < 5%
WAL-MART STORES, INC. Americas Y 17 15.0 100,000,000 6 < 5%
WAN HAI LINES LTD. Asia Ex-Japan   9 5.3 5,000,000 1 25-75%
WASTE MANAGEMENT, INC. Americas   13 12.0 15,000,000 3 5-25%
WEATHERFORD INTERNATIONAL LTD. Americas   15 14.0 22,500,000 4 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   13 8.7 7,500,000 1 5-25%
WEINGARTEN REALTY INVESTORS Americas   10 6.0 2,500,000 0 5-25%
WELLPOINT, INC. Americas   12 10.0 7,500,000 1 5-25%
WELLS FARGO & COMPANY Americas Y 17 16.3 150,000,000 14 5-25%
WENDEL Europe Y 17 16.0 50,000,000 6 75-95%
WENDY'S INTERNATIONAL, INC. Americas Y 14 11.7 22,500,000 4 < 5%
WESFARMERS LIMITED Australia NZ Y 14 10.0 15,000,000 1 25-75%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ Y 16 12.0 20,000,000 2 25-75%
WESTLB AG Europe   13 9.0 5,000,000 1 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 14 11.3 75,000,000 7 25-75%
WEYERHAEUSER COMPANY Americas Y 17 16.3 50,000,000 9 25-75%
WHIRLPOOL CORPORATION Americas Y 16 16.0 75,000,000 12 5-25%
WIND ACQUISITION FINANCE S.A. Europe Y 16 14.7 50,000,000 8 > 95%
WINDSTREAM CORPORATION Americas Y 16 14.7 50,000,000 8 < 5%
WOLTERS KLUWER N.V. Europe Y 17 15.3 50,000,000 6 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   13 7.3 10,000,000 1 > 95%
WOOLWORTHS LTD Australia NZ Y 13 10.0 15,000,000 1 25-75%
WOORI BANK Asia Ex-Japan Y 15 11.7 15,000,000 2 25-75%
WPP 2005 LIMITED Europe Y 17 16.0 50,000,000 6 > 95%
WYETH LLC Americas   16 12.7 20,000,000 3 < 5%
XCEL ENERGY INC. Americas   11 8.0 10,000,000 1 5-25%
XEROX CORPORATION Americas Y 17 15.3 50,000,000 5 < 5%
XL GROUP LTD. Americas Y 17 15.3 50,000,000 7 < 5%
XSTRATA CANADA CORPORATION Americas   12 6.3 5,000,000 1 5-25%
XSTRATA PLC Europe   16 15.0 50,000,000 7 75-95%
XTO ENERGY INC. Americas Y 14 9.7 7,500,000 2 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   13 8.3 5,000,000 1 25-75%
YUM! BRANDS, INC. Americas Y 15 13.0 15,000,000 2 5-25%
ZURICH INSURANCE COMPANY LTD Europe   17 16.3 75,000,000 8 < 5%
3I GROUP PLC Europe   14 10.0 7,500,000 1 25-75%
3M COMPANY Americas   13 9.3 5,000,000 1 5-25%
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