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

The sample covers the three month period beginning March 22, 2010 through June 19, 2010

Explanation of data (pdf).

Reference Entity Region Index Constituent Total Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
3I GROUP PLC Europe 13 9.3 7,500,000 1 > 95%
3M COMPANY Americas 11 8.7 5,000,000 1 25-75%
ABB INTERNATIONAL FINANCE LIMITED Europe 14 12.0 15,000,000 2 > 95%
ABBOTT LABORATORIES Americas 15 11.7 12,500,000 2 5-25%
ABN AMRO BANK N.V. Europe 9 4.3 2,500,000 0 75-95%
ABU DHABI Sovereign Y 10 7.7 7,500,000 1 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe 12 8.0 5,000,000 0 > 95%
ACCOR Europe Y 16 15.7 17,500,000 3 > 95%
ACE LIMITED Americas Y 17 15.7 25,000,000 3 25-75%
ACOM CO., LTD. Japan 15 12.3 12,500,000 2 > 95%
ADECCO S.A. Europe Y 16 14.3 20,000,000 3 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 11.0 15,000,000 3 < 5%
AEGON N.V. Europe Y 16 15.3 75,000,000 7 > 95%
AETNA INC. Americas Y 17 15.0 22,500,000 4 25-75%
AGRIUM INC. Americas 14 11.3 10,000,000 2 25-75%
AIR PRODUCTS AND CHEMICALS, INC. Americas 15 9.3 5,000,000 1 25-75%
AK STEEL CORPORATION Americas Y 12 10.3 22,500,000 6 < 5%
AKTIEBOLAGET ELECTROLUX Europe 16 14.3 20,000,000 3 > 95%
AKTIEBOLAGET SKF Europe 10 6.0 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe Y 17 16.0 75,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 17 15.7 50,000,000 4 > 95%
ALCATEL LUCENT Europe 17 16.3 20,000,000 4 > 95%
ALCATEL-LUCENT USA INC. Americas 13 9.0 7,500,000 2 < 5%
ALCOA INC. Americas Y 17 15.7 75,000,000 10 5-25%
ALL NIPPON AIRWAYS CO., LTD. Japan 13 7.0 2,500,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas 15 11.7 10,000,000 1 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe 9 5.7 5,000,000 1 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe 16 14.3 25,000,000 4 > 95%
ALLIANDER N.V. Europe 11 5.3 5,000,000 1 > 95%
ALLIANZ SE Europe Y 17 15.3 75,000,000 6 > 95%
ALLIED DOMECQ LIMITED Europe 14 11.0 5,000,000 1 > 95%
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY Europe 15 13.3 12,500,000 2 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas 12 6.0 2,500,000 1 < 5%
ALLTEL CORPORATION Americas 16 14.3 17,500,000 3 25-75%
ALSTOM Europe Y 16 14.3 15,000,000 2 > 95%
ALTADIS SA Europe 16 13.3 17,500,000 3 > 95%
ALTRIA GROUP, INC. Americas Y 16 15.3 75,000,000 7 5-25%
AMBAC FINANCIAL GROUP, INC. Americas 15 14.0 50,000,000 8 5-25%
AMCOR LTD Australia NZ 15 12.7 17,500,000 3 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas 11 6.3 7,500,000 1 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 15 13.3 50,000,000 5 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 14.0 17,500,000 3 25-75%
AMERICAN EXPRESS COMPANY Americas Y 17 15.7 50,000,000 6 5-25%
AMERICAN GENERAL FINANCE CORPORATION Americas 12 10.7 17,500,000 2 5-25%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 17 16.3 100,000,000 11 5-25%
AMERISOURCEBERGEN CORPORATION Americas 14 11.0 12,500,000 2 < 5%
AMGEN INC. Americas Y 16 13.0 17,500,000 3 25-75%
AMKOR TECHNOLOGY, INC. Americas Y 14 12.0 17,500,000 4 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ 9 5.7 2,500,000 0 > 95%
AMR CORPORATION Americas Y 12 9.0 12,500,000 4 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 17 15.3 75,000,000 11 5-25%
ANGLO AMERICAN PLC Europe Y 16 15.0 20,000,000 3 > 95%
ANGLO IRISH BANK CORPORATION LIMITED Europe 13 9.3 5,000,000 1 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas 14 13.3 17,500,000 3 5-25%
AON CORPORATION Americas 15 12.0 15,000,000 2 25-75%
APACHE CORPORATION Americas 14 12.3 15,000,000 3 25-75%
ARAB REPUBLIC OF EGYPT Sovereign 13 11.0 17,500,000 3 > 95%
ARAMARK CORPORATION Americas Y 13 10.7 12,500,000 2 5-25%
ARCELORMITTAL Europe Y 17 16.3 75,000,000 9 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas 13 10.3 7,500,000 1 25-75%
ARCHSTONE Americas 10 5.7 5,000,000 1 75-95%
ARGENTINE REPUBLIC Sovereign Y 15 13.7 125,000,000 14 > 95%
ARROW ELECTRONICS, INC. Americas Y 17 15.3 50,000,000 7 25-75%
ARVINMERITOR, INC. Americas Y 15 12.7 22,500,000 5 25-75%
ASHLAND INC. Americas 13 7.7 7,500,000 1 25-75%
ASSA ABLOY AB Europe 12 6.3 5,000,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 16.0 50,000,000 6 > 95%
ASSURED GUARANTY CORP. Americas 15 13.0 50,000,000 4 5-25%
ASSURED GUARANTY MUNICIPAL CORP. Americas 16 14.3 75,000,000 9 25-75%
ASTRAZENECA PLC Europe 13 10.7 12,500,000 1 > 95%
AT&T CORP. Americas 14 8.7 5,000,000 1 25-75%
AT&T INC. Americas Y 17 15.3 50,000,000 6 5-25%
AT&T MOBILITY LLC Americas Y 15 11.3 12,500,000 2 25-75%
ATLANTIA S.P.A. Europe 16 13.7 12,500,000 2 > 95%
ATLAS COPCO AKTIEBOLAG Europe 11 7.0 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ 15 11.7 17,500,000 2 > 95%
AUTOZONE, INC. Americas Y 17 15.0 50,000,000 7 25-75%
AVALONBAY COMMUNITIES, INC. Americas 13 9.3 10,000,000 1 25-75%
AVIS BUDGET CAR RENTAL, LLC Americas Y 13 11.0 10,000,000 2 < 5%
AVIS BUDGET GROUP, INC. Americas 15 12.7 15,000,000 3 25-75%
AVIVA PLC Europe Y 17 16.0 50,000,000 6 > 95%
AVNET, INC. Americas Y 15 14.3 20,000,000 3 25-75%
AVON PRODUCTS, INC. Americas 13 12.7 15,000,000 2 25-75%
AXA Europe Y 17 16.0 75,000,000 6 > 95%
BAA FUNDING LIMITED Europe 15 14.0 22,500,000 3 > 95%
BAE SYSTEMS PLC Europe Y 16 14.7 22,500,000 3 > 95%
BAKER HUGHES INCORPORATED Americas 14 10.7 10,000,000 1 25-75%
BANCA ITALEASE S.P.A. Europe 10 5.0 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 15.7 50,000,000 5 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe 6 2.7 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe 10 6.7 5,000,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 17.0 100,000,000 11 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe 17 15.0 25,000,000 4 > 95%
BANCO DE SABADELL, S.A. Europe 16 11.0 10,000,000 1 > 95%
BANCO ESPIRITO SANTO, S.A. Europe Y 17 16.0 75,000,000 7 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe 13 11.0 12,500,000 2 > 95%
BANCO POPULAR ESPANOL, S.A. Europe 10 9.0 12,500,000 2 > 95%
BANCO SANTANDER, S.A. Europe Y 17 16.7 125,000,000 11 > 95%
BANK OF AMERICA CORPORATION Americas 16 15.3 175,000,000 19 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan 11 8.7 5,000,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 15 14.3 50,000,000 3 > 95%
BANQUE CENTRALE DE TUNISIE Europe Y 11 4.7 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 16 15.3 100,000,000 9 > 95%
BARRICK GOLD CORPORATION Americas Y 15 13.0 17,500,000 3 25-75%
BASF SE Europe Y 17 16.0 50,000,000 4 > 95%
BASF SPECIALTY CHEMICALS HOLDING LLC Europe 15 14.0 50,000,000 4 > 95%
BAUSCH & LOMB INCORPORATED Americas 12 8.3 5,000,000 1 5-25%
BAWAG P.S.K. BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AKTIENGESELLSCHAFT Europe 4 2.0 2,500,000 0 > 95%
BAXTER INTERNATIONAL INC. Americas Y 16 13.3 15,000,000 2 25-75%
BAYER AKTIENGESELLSCHAFT Europe Y 17 16.7 50,000,000 4 > 95%
BAYERISCHE HYPO- UND VEREINSBANK AKTIENGESELLSCHAFT Europe 10 4.3 2,500,000 0 > 95%
BAYERISCHE LANDESBANK Europe 11 8.0 5,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe Y 17 16.0 75,000,000 6 > 95%
BCE INC. Americas 13 9.3 10,000,000 1 5-25%
BEAZER HOMES USA, INC. Americas Y 16 13.7 50,000,000 6 < 5%
BELLSOUTH CORPORATION Americas 14 12.3 15,000,000 3 25-75%
BELO CORP. Americas Y 15 14.7 50,000,000 5 5-25%
BERKSHIRE HATHAWAY INC. Americas 16 13.7 50,000,000 3 5-25%
BERTELSMANN AG Europe Y 16 15.0 25,000,000 4 > 95%
BEST BUY CO., INC. Americas 13 7.7 5,000,000 0 25-75%
BHP BILLITON LIMITED Australia NZ 16 13.7 20,000,000 3 > 95%
BLOCK FINANCIAL LLC Americas 14 13.0 50,000,000 4 25-75%
BNP PARIBAS Europe Y 17 15.7 50,000,000 5 > 95%
BOEING CAPITAL CORPORATION Americas Y 16 14.7 22,500,000 3 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 15 14.0 125,000,000 14 > 95%
BOMBARDIER CAPITAL INC. Americas 9 4.7 2,500,000 0 75-95%
BOMBARDIER INC. Americas Y 15 12.7 20,000,000 4 5-25%
BORGWARNER INC. Americas 16 13.3 20,000,000 3 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 15 13.3 15,000,000 2 25-75%
BOSTON SCIENTIFIC CORPORATION Americas 15 14.7 50,000,000 6 25-75%
BOUYGUES Europe Y 15 13.3 12,500,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 14 12.3 20,000,000 5 < 5%
BP P.L.C. Europe Y 17 15.0 125,000,000 18 > 95%
BRIDGESTONE CORPORATION Japan 12 6.7 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 17 14.7 15,000,000 2 25-75%
BRITISH AIRWAYS PLC Europe 17 16.0 75,000,000 7 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe Y 16 14.0 25,000,000 4 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe 6 3.3 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe 15 13.7 17,500,000 3 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 16.7 75,000,000 9 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas 11 6.7 2,500,000 0 25-75%
BRUNSWICK CORPORATION Americas Y 15 13.7 50,000,000 6 5-25%
BUNGE LIMITED FINANCE CORP. Americas 11 8.0 7,500,000 1 25-75%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 16 11.0 12,500,000 2 5-25%
CA, INC. Americas 15 13.7 20,000,000 3 25-75%
CABLE AND WIRELESS PUBLIC LIMITED COMPANY Europe 14 10.7 10,000,000 2 > 95%
CADBURY HOLDINGS LIMITED Europe Y 16 14.3 17,500,000 2 > 95%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe 11 9.3 7,500,000 1 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe 14 7.7 7,500,000 1 > 95%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe 11 10.3 7,500,000 1 > 95%
CAMPBELL SOUP COMPANY Americas Y 16 14.3 20,000,000 3 25-75%
CANADIAN NATIONAL RAILWAY COMPANY Americas 8 3.7 2,500,000 1 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 14 11.7 10,000,000 1 25-75%
CAP GEMINI Europe 14 12.0 7,500,000 1 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 17 14.7 50,000,000 5 5-25%
CAPITAL ONE FINANCIAL CORPORATION Americas 15 14.7 50,000,000 5 25-75%
CARDINAL HEALTH, INC. Americas Y 17 14.7 25,000,000 3 25-75%
CARGILL, INCORPORATED Americas 14 12.3 10,000,000 1 25-75%
CARLSBERG BREWERIES A/S Europe 12 9.3 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe 13 9.3 5,000,000 1 > 95%
CARNIVAL CORPORATION Americas Y 17 15.0 50,000,000 5 25-75%
CARREFOUR Europe Y 17 15.0 50,000,000 5 > 95%
CASINO GUICHARD-PERRACHON Europe Y 16 15.3 50,000,000 5 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas 12 10.3 17,500,000 2 5-25%
CATERPILLAR INC. Americas Y 16 14.3 50,000,000 4 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan 11 6.7 2,500,000 0 > 95%
CBS CORPORATION Americas Y 17 15.7 75,000,000 9 25-75%
CELESTICA INC. Americas Y 11 8.3 5,000,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas 11 7.3 5,000,000 1 25-75%
CENTERPOINT ENERGY, INC. Americas 15 10.7 10,000,000 2 < 5%
CENTEX CORPORATION Americas 16 14.0 50,000,000 5 25-75%
CENTRICA PLC Europe Y 16 15.3 50,000,000 4 > 95%
CENTURYTEL, INC. Americas Y 17 15.3 75,000,000 10 25-75%
CHARTERED SEMICONDUCTOR MANUFACTURING LTD. Asia Ex-Japan 13 8.7 7,500,000 1 > 95%
CHESAPEAKE ENERGY CORPORATION Americas Y 15 13.0 50,000,000 7 < 5%
CHEVRON CORPORATION Americas 12 9.7 7,500,000 1 5-25%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan 13 9.0 7,500,000 1 > 95%
CIGNA CORPORATION Americas Y 17 14.0 17,500,000 3 25-75%
CINERGY CORP. Americas 7 3.7 2,500,000 0 75-95%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe 16 13.3 15,000,000 2 > 95%
CISCO SYSTEMS, INC. Americas Y 14 9.7 5,000,000 1 < 5%
CITIGROUP INC. Americas 15 14.0 200,000,000 19 5-25%
CLARIANT AG Europe 16 15.0 50,000,000 5 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 16 15.0 75,000,000 14 5-25%
CMS ENERGY CORPORATION Americas Y 14 13.0 20,000,000 4 < 5%
CNA FINANCIAL CORPORATION Americas 13 10.0 12,500,000 2 75-95%
CNOOC LIMITED Asia Ex-Japan 9 5.3 2,500,000 0 > 95%
COCA-COLA ENTERPRISES INC. Americas 13 10.0 5,000,000 1 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. Europe 16 14.0 10,000,000 3 > 95%
COGNIS GMBH Europe 15 13.3 22,500,000 4 > 95%
COLES GROUP LIMITED Australia NZ 14 11.3 12,500,000 1 > 95%
COLGATE-PALMOLIVE COMPANY Americas 12 8.7 5,000,000 0 25-75%
COLT TELECOM GROUP LIMITED Europe 12 9.3 5,000,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas 16 14.3 20,000,000 3 25-75%
COMCAST CORPORATION Americas Y 16 14.0 15,000,000 2 5-25%
COMMERCIAL METALS COMPANY Americas 14 11.0 10,000,000 2 25-75%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 16.0 50,000,000 5 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ 15 11.7 15,000,000 2 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign 14 12.3 50,000,000 3 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas Y 13 11.7 12,500,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe Y 16 16.0 50,000,000 6 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe 16 15.0 50,000,000 5 > 95%
COMPASS GROUP PLC Europe Y 17 16.0 25,000,000 3 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 17 15.7 75,000,000 11 5-25%
CONAGRA FOODS, INC. Americas Y 17 14.3 25,000,000 4 25-75%
CONOCOPHILLIPS Americas Y 15 14.0 50,000,000 4 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas 14 10.3 5,000,000 1 25-75%
CONSTELLATION BRANDS, INC. Americas Y 14 12.0 12,500,000 3 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 17 16.0 50,000,000 5 25-75%
CONTINENTAL AKTIENGESELLSCHAFT Europe 17 16.0 100,000,000 10 > 95%
CON-WAY INC. Americas 12 11.3 12,500,000 2 25-75%
COOPER TIRE & RUBBER COMPANY Americas Y 15 12.7 15,000,000 4 25-75%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe 15 14.3 20,000,000 2 > 95%
CORNING INCORPORATED Americas 13 10.3 15,000,000 3 5-25%
CORUS GROUP LIMITED Europe 17 13.0 7,500,000 1 > 95%
CORUS GROUP PLC Europe 2 0.7 2,500,000 0 > 95%
COSTCO WHOLESALE CORPORATION Americas 15 9.0 7,500,000 1 25-75%
COVIDIEN LTD. Americas 9 3.7 2,500,000 0 75-95%
COX COMMUNICATIONS, INC. Americas Y 16 14.7 50,000,000 5 25-75%
CREDIT AGRICOLE SA Europe Y 16 15.7 50,000,000 5 > 95%
CREDIT SUISSE (USA), INC. Americas 11 5.3 2,500,000 0 > 95%
CREDIT SUISSE GROUP LTD Europe Y 17 15.7 75,000,000 6 > 95%
CROWN LIMITED Australia NZ 13 10.7 10,000,000 1 > 95%
CSC HOLDINGS, LLC Americas Y 15 11.3 10,000,000 2 < 5%
CSR LIMITED Australia NZ 12 9.7 10,000,000 1 > 95%
CSX CORPORATION Americas Y 16 14.7 50,000,000 6 25-75%
CUMMINS INC. Americas 13 9.7 7,500,000 1 < 5%
CVS CAREMARK CORPORATION Americas Y 16 14.7 25,000,000 3 25-75%
CYTEC INDUSTRIES INC. Americas 15 14.7 20,000,000 3 25-75%
CZECH REPUBLIC Sovereign Y 15 13.0 22,500,000 2 > 95%
D.R. HORTON, INC. Americas 15 14.0 50,000,000 5 < 5%
DAIMLER AG Europe Y 17 16.3 100,000,000 9 > 95%
DANAHER CORPORATION Americas 13 9.7 5,000,000 1 25-75%
DANONE Europe Y 16 14.3 15,000,000 2 > 95%
DANSKE BANK A/S Europe 6 2.7 2,500,000 0 > 95%
DARDEN RESTAURANTS, INC. Americas Y 16 14.3 50,000,000 5 25-75%
DBS BANK LTD. Asia Ex-Japan 13 8.3 5,000,000 1 > 95%
DEAN FOODS COMPANY Americas Y 14 11.0 15,000,000 3 < 5%
DEERE & COMPANY Americas Y 16 14.3 22,500,000 3 5-25%
DELHAIZE AMERICA, INC. Americas 13 9.3 12,500,000 2 25-75%
DELL INC. Americas Y 16 13.3 12,500,000 2 25-75%
DELUXE CORPORATION Americas 10 6.7 2,500,000 1 75-95%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe Y 15 9.0 7,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 16 15.0 100,000,000 8 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe 16 15.7 50,000,000 5 > 95%
DEUTSCHE POST AG Europe Y 16 14.3 12,500,000 2 > 95%
DEUTSCHE TELEKOM AG Europe Y 17 16.7 75,000,000 7 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas 8 6.7 7,500,000 1 25-75%
DEVON ENERGY CORPORATION Americas Y 17 14.3 20,000,000 3 25-75%
DEXIA CREDIT LOCAL Europe 15 11.3 12,500,000 1 > 95%
DIAGEO PLC Europe Y 16 14.7 12,500,000 2 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas 14 12.0 17,500,000 2 25-75%
DILLARD'S, INC. Americas Y 14 12.3 12,500,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 14 12.7 12,500,000 2 < 5%
DISH DBS CORPORATION Americas Y 15 13.0 15,000,000 3 < 5%
DNB NOR BANK ASA Europe 7 4.3 2,500,000 0 > 95%
DOLE FOOD COMPANY, INC. Americas Y 13 9.7 7,500,000 2 < 5%
DOMINION RESOURCES, INC. Americas Y 17 15.3 22,500,000 3 25-75%
DOMTAR CORPORATION Americas Y 15 12.7 20,000,000 4 25-75%
DONG ENERGY A/S Europe 11 5.3 5,000,000 0 > 95%
DOVER CORPORATION Americas 9 6.0 5,000,000 0 < 5%
DP WORLD LIMITED Europe 12 9.3 7,500,000 1 > 95%
DPL INC. Americas 10 7.7 5,000,000 1 < 5%
DSG INTERNATIONAL PLC Europe 17 15.3 50,000,000 6 > 95%
DTE ENERGY COMPANY Americas 14 11.7 7,500,000 1 25-75%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 14.3 17,500,000 3 25-75%
DUKE REALTY LIMITED PARTNERSHIP Americas 11 8.7 10,000,000 1 25-75%
DYNEGY HOLDINGS INC. Americas Y 15 12.3 22,500,000 4 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 17 15.0 50,000,000 4 5-25%
E.ON AG Europe Y 17 15.7 20,000,000 3 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 17 15.3 50,000,000 6 5-25%
EASTMAN KODAK COMPANY Americas Y 15 14.0 22,500,000 5 25-75%
EATON CORPORATION Americas 13 9.7 5,000,000 1 25-75%
EDISON S.P.A. Europe Y 17 14.0 12,500,000 2 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 16 16.0 50,000,000 6 > 95%
EIRCOM LIMITED Europe 10 6.0 5,000,000 1 > 95%
EL PASO CORPORATION Americas Y 15 12.7 17,500,000 4 < 5%
ELECTRICITE DE FRANCE Europe Y 17 15.7 50,000,000 4 > 95%
ELECTRONIC DATA SYSTEMS, LLC Americas 13 9.0 10,000,000 1 25-75%
ELI LILLY AND COMPANY Americas 13 12.3 15,000,000 2 5-25%
ELISA OYJ Europe 9 3.7 5,000,000 1 > 95%
EMBARQ CORPORATION Americas 16 14.0 25,000,000 4 25-75%
EMERSON ELECTRIC CO. Americas 10 7.7 5,000,000 1 25-75%
EMI GROUP LIMITED Europe 15 12.0 10,000,000 2 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas 7 4.0 5,000,000 1 25-75%
ENBRIDGE INC. Americas 13 10.7 10,000,000 1 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe Y 17 15.0 10,000,000 2 > 95%
ENCANA CORPORATION Americas 13 12.3 15,000,000 2 25-75%
ENDESA, S.A. Europe 17 14.3 50,000,000 3 > 95%
ENECO HOLDING N.V. Europe 9 5.3 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 17 16.3 125,000,000 10 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 15 13.3 22,500,000 4 25-75%
ENERGY TRANSFER PARTNERS, L.P. Americas 9 5.0 2,500,000 0 25-75%
ENI S.P.A. Europe 14 12.3 15,000,000 1 > 95%
ENTERGY CORPORATION Americas 14 12.3 15,000,000 2 25-75%
ENTERPRISE PRODUCTS OPERATING LLC Americas 11 5.0 7,500,000 1 75-95%
EOP OPERATING LIMITED PARTNERSHIP Americas 15 11.0 20,000,000 3 25-75%
ERAC USA FINANCE COMPANY Americas 11 7.7 5,000,000 1 25-75%
ERC IRELAND FINANCE LIMITED Europe Y 16 14.0 17,500,000 5 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 16 13.3 17,500,000 3 25-75%
ERSTE GROUP BANK AG Europe 11 9.0 10,000,000 2 > 95%
ESSENT N.V. Europe 14 7.0 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe Y 17 16.0 75,000,000 8 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas 9 4.3 5,000,000 1 75-95%
EVONIK DEGUSSA GMBH Europe 15 11.7 15,000,000 2 > 95%
EXELON CORPORATION Americas 15 11.7 12,500,000 2 25-75%
EXELON GENERATION COMPANY, LLC Americas 15 13.0 15,000,000 2 25-75%
EXPEDIA, INC. Americas 16 13.7 20,000,000 5 25-75%
EXPERIAN FINANCE PLC Europe Y 16 14.7 50,000,000 5 > 95%
EXXON MOBIL CORPORATION Americas 9 5.0 2,500,000 0 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 9 6.0 5,000,000 1 < 5%
FAIRFAX MEDIA LIMITED Australia NZ 9 5.7 2,500,000 0 > 95%
FCE BANK PLC Europe 14 11.3 15,000,000 2 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign Y 15 13.7 300,000,000 11 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 14.7 325,000,000 28 > 95%
FEDEX CORPORATION Americas 14 13.0 17,500,000 3 5-25%
FIAT S.P.A. Europe 17 16.0 75,000,000 9 > 95%
FINMECCANICA S.P.A. Europe Y 16 15.3 50,000,000 4 > 95%
FIRST DATA CORPORATION Americas Y 15 14.7 50,000,000 11 5-25%
FIRST INDUSTRIAL, L.P. Americas 10 7.3 5,000,000 1 25-75%
FIRSTENERGY CORP. Americas Y 17 15.7 50,000,000 5 5-25%
FKI PLC Europe 15 11.7 7,500,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 14 10.7 15,000,000 3 < 5%
FORD MOTOR COMPANY Americas Y 15 13.7 75,000,000 11 5-25%
FORD MOTOR CREDIT COMPANY LLC Americas 16 13.3 50,000,000 7 5-25%
FOREST OIL CORPORATION Americas Y 14 11.3 20,000,000 4 < 5%
FORTIS BANK Europe 13 8.0 7,500,000 1 75-95%
FORTIS N.V. Europe 11 6.0 2,500,000 0 > 95%
FORTUM OYJ Europe Y 15 14.3 12,500,000 2 > 95%
FORTUNE BRANDS, INC. Americas Y 16 14.7 50,000,000 5 25-75%
FOSTER'S GROUP LIMITED Australia NZ 14 12.3 12,500,000 2 > 95%
FPL GROUP CAPITAL INC Americas 15 11.7 12,500,000 1 25-75%
FRANCE TELECOM Europe Y 17 16.7 75,000,000 7 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas 15 14.0 20,000,000 4 < 5%
FREEPORT-MCMORAN CORPORATION Americas 15 9.3 10,000,000 2 25-75%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 12.7 25,000,000 6 < 5%
FRENCH REPUBLIC Sovereign Y 16 14.7 275,000,000 13 > 95%
FRESENIUS SE Europe 15 13.0 12,500,000 2 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 15 14.7 50,000,000 6 25-75%
FUJITSU LIMITED Japan 11 8.0 5,000,000 1 > 95%
GANNETT CO., INC. Americas Y 15 14.3 50,000,000 8 25-75%
GAS NATURAL SDG, S.A. Europe Y 17 16.3 100,000,000 8 > 95%
GATX CORPORATION Americas Y 15 14.7 25,000,000 4 25-75%
GDF SUEZ Europe Y 16 15.0 50,000,000 4 > 95%
GECINA Europe 16 12.0 10,000,000 2 > 95%
GENERAL DYNAMICS CORPORATION Americas 14 7.7 5,000,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 15.7 225,000,000 21 5-25%
GENERAL MILLS, INC. Americas Y 16 14.7 22,500,000 3 25-75%
GENTING BHD. Asia Ex-Japan 14 8.0 5,000,000 1 > 95%
GENWORTH FINANCIAL, INC. Americas 15 13.0 20,000,000 3 25-75%
GEORGIA-PACIFIC LLC Americas Y 16 12.7 15,000,000 3 5-25%
GKN HOLDINGS PLC Europe 17 15.0 50,000,000 5 > 95%
GLAXOSMITHKLINE PLC Europe 13 8.7 7,500,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe Y 17 16.3 75,000,000 8 > 95%
GMAC INC. Americas Y 16 14.0 75,000,000 11 25-75%
GOODRICH CORPORATION Americas Y 17 14.7 17,500,000 2 25-75%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ 12 8.7 10,000,000 1 > 95%
GROHE HOLDING GMBH Europe 16 14.3 20,000,000 6 > 95%
GROUPE AUCHAN Europe Y 16 15.3 15,000,000 2 > 95%
GS CALTEX CORPORATION Asia Ex-Japan 13 9.7 7,500,000 1 > 95%
H. J. HEINZ COMPANY Americas 14 11.3 17,500,000 3 25-75%
HALLIBURTON COMPANY Americas Y 17 15.0 50,000,000 5 5-25%
HAMMERSON PLC Europe 15 11.7 7,500,000 1 > 95%
HANA BANK Asia Ex-Japan 10 5.7 5,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 8 4.0 2,500,000 0 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe Y 16 15.3 50,000,000 5 > 95%
HANSON LIMITED Europe 15 14.0 20,000,000 3 > 95%
HARRAH'S OPERATING COMPANY, INC. Americas Y 17 14.7 75,000,000 12 5-25%
HASBRO, INC. Americas 14 12.0 12,500,000 2 25-75%
HAVAS Europe 16 11.3 10,000,000 2 > 95%
HCA INC. Americas Y 14 12.0 50,000,000 5 5-25%
HCP, INC. Americas 14 9.7 10,000,000 1 25-75%
HEALTH CARE REIT, INC. Americas 10 7.0 7,500,000 1 75-95%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas 12 8.3 7,500,000 1 25-75%
HEIDELBERGCEMENT AG Europe 16 15.0 50,000,000 6 > 95%
HEINEKEN N.V. Europe 9 4.3 2,500,000 0 > 95%
HELLENIC REPUBLIC Sovereign Y 17 16.3 325,000,000 26 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe Y 16 16.0 75,000,000 8 > 95%
HENKEL AG & CO. KGAA Europe Y 17 14.3 12,500,000 2 > 95%
HESS CORPORATION Americas 14 12.3 15,000,000 2 25-75%
HEWLETT-PACKARD COMPANY Americas Y 16 14.0 25,000,000 4 25-75%
HILTON HOTELS CORPORATION Americas 15 13.3 22,500,000 4 25-75%
HITACHI, LTD. Japan 11 7.3 5,000,000 1 > 95%
HOLCIM LTD Europe Y 16 15.0 50,000,000 4 > 95%
HONDA MOTOR CO., LTD. Japan 14 10.7 10,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 15 13.3 22,500,000 3 5-25%
HOSPITALITY PROPERTIES TRUST Americas 12 8.3 7,500,000 1 75-95%
HOST HOTELS & RESORTS, L.P. Americas Y 14 11.3 20,000,000 3 < 5%
HSBC BANK PLC Europe 15 13.0 17,500,000 2 > 95%
HSBC FINANCE CORPORATION Americas 14 13.0 50,000,000 4 25-75%
HUMANA INC. Americas 13 10.0 7,500,000 1 25-75%
HUNTSMAN INTERNATIONAL LLC Americas 13 9.7 5,000,000 2 < 5%
HUSKY ENERGY INC. Americas 11 6.7 7,500,000 1 75-95%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan Y 15 15.0 50,000,000 5 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan 13 11.0 7,500,000 1 > 95%
IBERDROLA INTERNATIONAL B.V. Americas-Europe 9 5.0 2,500,000 0 > 95%
IBERDROLA, S.A. Europe Y 17 16.3 75,000,000 6 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 15 12.3 15,000,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan 12 9.7 5,000,000 1 > 95%
IHI CORPORATION Japan 5 2.0 2,500,000 0 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe 6 2.3 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas 7 4.3 2,500,000 0 5-25%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe 16 13.7 10,000,000 1 > 95%
IMPERIAL TOBACCO GROUP PLC Europe 16 14.7 50,000,000 4 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan 12 8.0 5,000,000 1 > 95%
INEOS GROUP HOLDINGS PLC Europe 16 15.0 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe 16 12.3 12,500,000 2 > 95%
ING BANK N.V. Europe 14 12.3 10,000,000 1 > 95%
ING VERZEKERINGEN N.V. Europe 13 7.3 5,000,000 0 > 95%
INGERSOLL-RAND COMPANY Americas Y 16 14.0 22,500,000 3 25-75%
INTELSAT S.A. Americas Y 14 11.7 10,000,000 2 5-25%
INTELSAT, LTD. Americas Y 5 3.3 5,000,000 1 75-95%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 17 14.3 15,000,000 2 25-75%
INTERNATIONAL GAME TECHNOLOGY Americas 10 6.7 7,500,000 1 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 16 15.3 100,000,000 13 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 17 15.7 50,000,000 7 25-75%
INTERNATIONAL POWER PLC Europe 15 13.0 12,500,000 2 > 95%
INTERVAL ACQUISITION CORP. Americas 15 13.7 22,500,000 3 25-75%
INTESA SANPAOLO SPA Europe Y 16 16.0 75,000,000 7 > 95%
INVENSYS PLC Europe 15 10.3 10,000,000 1 > 95%
INVESTOR AKTIEBOLAG Europe 14 10.3 5,000,000 1 > 95%
IRELAND Sovereign Y 16 15.0 150,000,000 9 > 95%
IRISH LIFE & PERMANENT PUBLIC LIMITED COMPANY Europe 12 7.3 5,000,000 1 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 12 10.0 7,500,000 2 < 5%
ISS GLOBAL A/S Europe 12 9.0 7,500,000 1 > 95%
ISS HOLDING A/S Europe 16 14.0 20,000,000 4 > 95%
ISTAR FINANCIAL INC. Americas 15 14.3 50,000,000 10 5-25%
ITOCHU CORPORATION Japan 14 10.7 10,000,000 2 > 95%
ITV PLC Europe 17 15.7 50,000,000 5 > 95%
J SAINSBURY PLC Europe Y 16 15.3 50,000,000 4 > 95%
J. C. PENNEY COMPANY, INC. Americas 15 14.3 50,000,000 6 < 5%
JAPAN Sovereign 14 13.3 125,000,000 12 > 95%
JAPAN TOBACCO INC. Japan 14 9.0 7,500,000 1 > 95%
JEMENA LIMITED Australia NZ 13 8.0 7,500,000 1 > 95%
JFE STEEL CORPORATION Japan 11 7.7 5,000,000 1 > 95%
JOHN DEERE CAPITAL CORPORATION Americas 13 10.3 5,000,000 1 25-75%
JOHNSON & JOHNSON Americas 14 12.0 12,500,000 2 5-25%
JOHNSON CONTROLS, INC. Americas Y 15 13.7 22,500,000 4 25-75%
JONES APPAREL GROUP, INC. Americas 16 15.3 50,000,000 7 5-25%
JPMORGAN CHASE & CO. Americas 16 15.3 175,000,000 17 5-25%
JSC "GAZPROM" Europe Y 16 16.0 175,000,000 15 > 95%
JSC "KAZKOMMERTSBANK" Europe Y 13 10.3 50,000,000 3 > 95%
JSC VTB BANK Europe Y 16 14.3 50,000,000 3 > 95%
JTI (UK) FINANCE PLC Europe Y 15 12.7 7,500,000 1 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 15 13.3 50,000,000 7 < 5%
KABEL DEUTSCHLAND GMBH Europe 16 13.0 25,000,000 4 > 95%
KAJIMA CORPORATION Japan 10 7.3 5,000,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 8 4.0 2,500,000 0 > 95%
KB HOME Americas Y 15 14.7 50,000,000 6 < 5%
KBC BANK Europe 8 5.0 2,500,000 0 > 95%
KELDA GROUP LIMITED Europe 16 11.7 7,500,000 1 > 95%
KELLOGG COMPANY Americas 12 6.3 2,500,000 1 25-75%
KERR-MCGEE CORPORATION Americas 15 10.0 12,500,000 2 25-75%
KEYSPAN CORPORATION Americas 9 5.0 5,000,000 1 75-95%
KIMBERLY-CLARK CORPORATION Americas 14 11.0 15,000,000 2 25-75%
KIMCO REALTY CORPORATION Americas 13 12.7 17,500,000 3 25-75%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 13 11.3 10,000,000 2 25-75%
KINDER MORGAN, INC. Americas 15 12.0 12,500,000 2 25-75%
KINGDOM OF BELGIUM Sovereign Y 16 14.3 100,000,000 6 > 95%
KINGDOM OF DENMARK Sovereign Y 14 11.0 20,000,000 1 > 95%
KINGDOM OF NORWAY Sovereign Y 12 7.3 12,500,000 1 > 95%
KINGDOM OF SPAIN Sovereign Y 17 16.3 500,000,000 34 > 95%
KINGDOM OF SWEDEN Sovereign Y 16 13.0 50,000,000 2 > 95%
KINGDOM OF THAILAND Sovereign Y 15 14.3 50,000,000 5 > 95%
KINGDOM OF THE NETHERLANDS Sovereign Y 15 12.3 50,000,000 2 > 95%
KINGFISHER PLC Europe 16 15.3 50,000,000 6 > 95%
KINTETSU CORPORATION Japan 11 7.0 5,000,000 1 > 95%
KLEPIERRE Europe 9 5.3 5,000,000 1 > 95%
KOBE STEEL, LTD. Japan 10 6.3 5,000,000 1 > 95%
KOHL'S CORPORATION Americas Y 15 14.0 20,000,000 3 25-75%
KONINKLIJKE AHOLD N.V. Europe Y 14 14.0 50,000,000 4 > 95%
KONINKLIJKE DSM N.V. Europe Y 17 16.0 50,000,000 4 > 95%
KONINKLIJKE KPN N.V. Europe Y 17 16.0 50,000,000 6 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 16 15.0 17,500,000 2 > 95%
KOOKMIN BANK Asia Ex-Japan 15 11.7 7,500,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan 13 10.3 7,500,000 1 > 95%
KRAFT FOODS INC. Americas Y 16 15.0 50,000,000 4 25-75%
KT CORPORATION Asia Ex-Japan 13 9.0 5,000,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 12 10.0 7,500,000 1 < 5%
LADBROKES PLC Europe 15 13.3 17,500,000 3 > 95%
LAFARGE Europe 17 15.7 50,000,000 7 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 16 12.7 12,500,000 1 > 95%
LANXESS AKTIENGESELLSCHAFT Europe Y 15 15.0 17,500,000 2 > 95%
LEBANESE REPUBLIC Sovereign Y 10 7.3 5,000,000 0 > 95%
LEGAL & GENERAL GROUP PLC Europe 12 7.3 2,500,000 0 > 95%
LEND LEASE CORPORATION LTD Australia NZ 13 9.7 7,500,000 1 > 95%
LENNAR CORPORATION Americas Y 16 15.3 50,000,000 9 25-75%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 13 10.7 12,500,000 3 < 5%
LEVI STRAUSS & CO. Americas Y 13 10.7 15,000,000 3 < 5%
LEXMARK INTERNATIONAL, INC. Americas 14 9.0 5,000,000 1 25-75%
LIBERTY MEDIA LLC Americas Y 15 13.7 20,000,000 4 25-75%
LIBERTY MUTUAL GROUP INC. Americas 14 9.0 7,500,000 1 75-95%
LIBERTY MUTUAL INSURANCE COMPANY Americas 15 11.7 12,500,000 2 25-75%
LIMITED BRANDS, INC. Americas Y 17 16.3 75,000,000 10 5-25%
LINCOLN NATIONAL CORPORATION Americas 13 11.3 17,500,000 3 5-25%
LINDE AKTIENGESELLSCHAFT Europe Y 16 15.3 50,000,000 3 > 95%
LIZ CLAIBORNE, INC. Americas Y 15 14.3 50,000,000 6 25-75%
LLOYDS TSB BANK PLC Europe 14 13.0 50,000,000 5 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 15 13.0 17,500,000 2 25-75%
LOEWS CORPORATION Americas Y 17 12.7 17,500,000 2 25-75%
LOUISIANA-PACIFIC CORPORATION Americas Y 15 14.7 25,000,000 5 5-25%
LOWE'S COMPANIES, INC. Americas Y 16 14.7 20,000,000 3 5-25%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 16 14.0 20,000,000 2 > 95%
M.D.C. HOLDINGS, INC. Americas Y 16 14.0 20,000,000 3 25-75%
MACK-CALI REALTY, L.P. Americas 10 7.0 5,000,000 1 25-75%
MACQUARIE BANK LIMITED Australia NZ 15 11.0 12,500,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas 10 5.7 2,500,000 0 25-75%
MACY'S, INC. Americas Y 16 15.0 75,000,000 9 5-25%
MALAYSIA Sovereign Y 14 13.3 50,000,000 4 > 95%
MAN GROUP PLC Europe 15 9.7 5,000,000 1 > 95%
MANOR CARE, INC. Americas 14 10.7 10,000,000 2 25-75%
MANPOWER INC. Americas 11 5.0 5,000,000 0 > 95%
MARATHON OIL CORPORATION Americas 14 10.0 10,000,000 1 25-75%
MARKS AND SPENCER P.L.C. Europe Y 17 15.7 50,000,000 5 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 17 15.0 50,000,000 4 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 16 14.3 50,000,000 5 25-75%
MARUBENI CORPORATION Japan 14 12.0 10,000,000 2 > 95%
MASCO CORPORATION Americas 15 14.3 50,000,000 7 25-75%
MASSEY ENERGY COMPANY Americas Y 13 11.0 15,000,000 4 < 5%
MATTEL, INC. Americas 14 10.7 15,000,000 2 25-75%
MAYTAG CORPORATION Americas 14 9.0 7,500,000 1 25-75%
MBIA INC. Americas 15 14.7 75,000,000 9 25-75%
MBIA INSURANCE CORPORATION Americas 17 15.3 200,000,000 20 5-25%
MCDONALD'S CORPORATION Americas Y 16 14.7 20,000,000 3 25-75%
MCKESSON CORPORATION Americas Y 17 14.3 20,000,000 4 25-75%
MEADWESTVACO CORPORATION Americas 16 15.0 50,000,000 6 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas 13 8.3 7,500,000 1 25-75%
MEDIACOM LLC Americas Y 14 11.0 10,000,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe 8 4.3 2,500,000 0 > 95%
MEDTRONIC, INC. Americas 14 10.7 7,500,000 1 25-75%
MERCK & CO., INC. Americas 13 10.0 12,500,000 1 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe 10 6.3 7,500,000 1 > 95%
MERCK SHARP & DOHME CORP. Americas 13 10.7 7,500,000 1 25-75%
MERRILL LYNCH & CO., INC. Americas 17 15.0 100,000,000 9 25-75%
METLIFE, INC. Americas Y 17 15.3 75,000,000 9 5-25%
METRO AG Europe Y 17 15.7 50,000,000 4 > 95%
METSO OYJ Europe 14 11.0 12,500,000 2 > 95%
MGIC INVESTMENT CORPORATION Americas 15 15.0 100,000,000 11 25-75%
MGM MIRAGE Americas Y 16 15.0 50,000,000 11 < 5%
MIRANT NORTH AMERICA, LLC Americas Y 14 11.7 15,000,000 3 < 5%
MITSUBISHI CORPORATION Japan 14 11.0 10,000,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan 12 8.7 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan 8 4.3 2,500,000 0 > 95%
MITSUI & CO., LTD. Japan 12 8.7 15,000,000 2 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 13 8.0 5,000,000 1 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan 10 4.7 2,500,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan 14 12.3 22,500,000 3 > 95%
MMO2 PLC Europe 15 9.0 5,000,000 1 > 95%
MOHAWK INDUSTRIES, INC. Americas 14 12.0 15,000,000 2 25-75%
MOLSON COORS BREWING COMPANY Americas 10 6.3 5,000,000 1 25-75%
MONSANTO COMPANY Americas 13 10.7 10,000,000 1 25-75%
MORGAN STANLEY Americas 15 14.7 175,000,000 15 5-25%
MOTOROLA, INC. Americas Y 17 15.3 50,000,000 5 25-75%
M-REAL OYJ Europe 17 14.3 20,000,000 5 > 95%
MTR CORPORATION LIMITED Asia Ex-Japan 11 5.7 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 16 15.7 75,000,000 6 > 95%
MURPHY OIL CORPORATION Americas 11 7.0 7,500,000 1 25-75%
NABORS INDUSTRIES, INC. Americas 15 14.0 25,000,000 6 25-75%
NALCO COMPANY Americas Y 13 11.0 12,500,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ 13 10.3 10,000,000 1 > 95%
NATIONAL GRID PLC Europe Y 17 14.3 25,000,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 17 15.3 25,000,000 3 25-75%
NATIXIS Europe 9 4.0 2,500,000 0 > 95%
NEC CORPORATION Japan 10 6.7 2,500,000 0 > 95%
NESTLE S.A. Europe Y 14 12.0 10,000,000 1 > 95%
NEW ALBERTSON'S, INC. Americas 15 13.3 17,500,000 3 25-75%
NEW CINGULAR WIRELESS SERVICES, INC. Americas 10 6.3 5,000,000 0 25-75%
NEW ZEALAND Sovereign 11 8.0 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 17 15.0 50,000,000 4 25-75%
NEWMONT MINING CORPORATION Americas 12 8.7 5,000,000 1 5-25%
NEWMONT USA LIMITED Americas 9 5.0 5,000,000 1 75-95%
NEWS AMERICA INCORPORATED Americas Y 16 14.7 17,500,000 3 25-75%
NEXEN INC. Americas 12 10.0 12,500,000 2 25-75%
NEXT PLC Europe Y 16 14.7 50,000,000 4 > 95%
NEXTEL COMMUNICATIONS, INC. Americas 12 7.7 5,000,000 1 5-25%
NIPPON PAPER GROUP, INC. Japan 6 4.0 2,500,000 0 > 95%
NIPPON STEEL CORPORATION Japan 12 8.7 7,500,000 1 > 95%
NISOURCE FINANCE CORP. Americas 12 8.3 5,000,000 1 25-75%
NISSAN MOTOR CO., LTD. Japan 14 11.0 12,500,000 1 > 95%
NOBLE CORPORATION Americas 11 8.0 10,000,000 1 25-75%
NOBLE ENERGY, INC. Americas 10 7.0 5,000,000 1 25-75%
NOBLE GROUP LIMITED Asia Ex-Japan 15 13.0 12,500,000 2 > 95%
NOKIA OYJ Europe 16 12.0 12,500,000 2 > 95%
NOMURA SECURITIES CO., LTD. Japan 11 8.0 5,000,000 0 > 95%
NORBORD INC. Americas 14 11.7 10,000,000 2 25-75%
NORDIC TELEPHONE COMPANY HOLDING APS Europe 10 7.0 5,000,000 1 > 95%
NORDSTROM, INC. Americas Y 17 16.0 50,000,000 7 5-25%
NORFOLK SOUTHERN CORPORATION Americas Y 17 15.0 50,000,000 5 25-75%
NORSKE SKOGINDUSTRIER ASA Europe 16 15.0 50,000,000 9 > 95%
NORTHERN ROCK PLC Europe 4 1.7 2,500,000 0 > 95%
NORTHROP GRUMMAN CORPORATION Americas Y 16 14.0 17,500,000 2 25-75%
NOVA CHEMICALS CORPORATION Americas Y 15 12.7 15,000,000 4 < 5%
NOVARTIS AG Europe 13 9.7 10,000,000 1 > 95%
NRG ENERGY, INC. Americas Y 14 11.7 17,500,000 4 < 5%
NUCOR CORPORATION Americas 14 12.0 17,500,000 3 25-75%
NXP B.V. Europe 15 13.7 25,000,000 6 > 95%
OBAYASHI CORPORATION Japan 11 7.3 5,000,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas 11 7.7 7,500,000 1 25-75%
ODYSSEY RE HOLDINGS CORP. Americas 10 6.7 7,500,000 1 75-95%
OFFICE DEPOT, INC. Americas 14 11.7 15,000,000 2 25-75%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe 15 11.0 7,500,000 1 > 95%
OLIN CORPORATION Americas 17 14.7 50,000,000 5 25-75%
OMNICARE, INC. Americas 11 7.0 5,000,000 1 < 5%
OMNICOM GROUP INC. Americas Y 16 14.3 50,000,000 5 5-25%
ONEOK PARTNERS, L.P. Americas 12 8.0 5,000,000 1 25-75%
ONEOK, INC. Americas 15 10.7 12,500,000 2 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe 16 12.7 15,000,000 4 > 95%
ORACLE CORPORATION Americas 12 8.3 5,000,000 1 25-75%
ORIX CORPORATION Japan 14 11.7 15,000,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan 10 5.3 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. Americas Y 12 10.0 10,000,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas 11 7.3 5,000,000 1 25-75%
PACKAGING CORPORATION OF AMERICA Americas 13 10.0 10,000,000 1 25-75%
PACTIV CORPORATION Americas 14 13.3 22,500,000 4 25-75%
PARKER DRILLING COMPANY Americas 9 6.3 2,500,000 0 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan 15 11.3 12,500,000 2 > 95%
PEABODY ENERGY CORPORATION Americas 11 7.3 5,000,000 1 < 5%
PEARSON PLC Europe Y 16 15.3 50,000,000 4 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 14 13.7 100,000,000 12 > 95%
PEPCO HOLDINGS, INC. Americas 12 7.7 5,000,000 1 25-75%
PEPSICO, INC. Americas 12 6.3 2,500,000 0 5-25%
PERNOD RICARD Europe 14 12.3 20,000,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas Y 14 9.3 10,000,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas 6 2.3 2,500,000 0 > 95%
PETROLEOS MEXICANOS Americas Y 14 12.7 50,000,000 4 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan 12 8.3 5,000,000 1 > 95%
PEUGEOT SA Europe 17 16.7 50,000,000 6 > 95%
PFIZER INC. Americas Y 15 13.3 17,500,000 2 5-25%
PHH CORPORATION Americas 11 6.3 2,500,000 0 25-75%
PHILIP MORRIS INTERNATIONAL INC. Americas 9 4.7 7,500,000 0 5-25%
PILKINGTON GROUP LIMITED Europe 12 7.0 5,000,000 1 > 95%
PIONEER CORPORATION Japan 10 7.0 7,500,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas 13 10.7 12,500,000 2 25-75%
PITNEY BOWES INC. Americas 15 14.3 50,000,000 5 25-75%
POLYONE CORPORATION Americas Y 14 11.3 12,500,000 3 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe 16 13.7 25,000,000 1 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 16.3 100,000,000 11 > 95%
PORTUGUESE REPUBLIC Sovereign Y 16 16.0 250,000,000 20 > 95%
POSCO Asia Ex-Japan 15 12.3 15,000,000 2 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas 14 10.0 10,000,000 1 25-75%
PPG INDUSTRIES, INC. Americas 16 14.0 50,000,000 3 25-75%
PPL ENERGY SUPPLY, LLC Americas 15 14.3 25,000,000 3 5-25%
PPR Europe Y 16 14.7 25,000,000 4 > 95%
PRAXAIR, INC. Americas 12 7.3 7,500,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 14 12.7 15,000,000 4 < 5%
PROGRESS ENERGY, INC. Americas Y 17 14.3 12,500,000 2 25-75%
PROLOGIS Americas 15 13.7 25,000,000 4 25-75%
PROMISE CO., LTD. Japan 15 12.7 17,500,000 3 > 95%
PROSIEBENSAT.1 MEDIA AG Europe 13 9.7 10,000,000 2 > 95%
PRUDENTIAL FINANCIAL, INC. Americas 15 13.7 17,500,000 3 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe 15 11.7 10,000,000 1 > 95%
PSEG POWER LLC Americas 13 9.7 10,000,000 1 25-75%
PUBLICIS GROUPE SA Europe Y 16 14.7 25,000,000 3 > 95%
PUBLISHING AND BROADCASTING LIMITED Australia NZ 2 0.7 2,500,000 0 > 95%
PULTEGROUP, INC. Americas 16 11.7 20,000,000 3 25-75%
QANTAS AIRWAYS LIMITED Australia NZ 15 13.7 50,000,000 4 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ 14 11.7 15,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 15 13.3 12,500,000 2 25-75%
QWEST CAPITAL FUNDING, INC. Americas Y 13 11.0 10,000,000 3 < 5%
QWEST CORPORATION Americas 15 12.7 17,500,000 3 5-25%
R.R. DONNELLEY & SONS COMPANY Americas Y 17 15.0 50,000,000 7 5-25%
RADIAN GROUP INC. Americas Y 15 14.7 125,000,000 15 5-25%
RADIOSHACK CORPORATION Americas Y 16 15.0 50,000,000 8 25-75%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT Europe 8 5.7 5,000,000 0 > 95%
RALLYE Europe 16 13.3 15,000,000 3 > 95%
RAYTHEON COMPANY Americas Y 16 14.7 20,000,000 3 25-75%
REALOGY CORPORATION Americas Y 12 10.3 10,000,000 3 5-25%
REED ELSEVIER PLC Europe Y 15 15.0 50,000,000 3 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan 15 13.3 10,000,000 1 > 95%
RENAULT Europe 17 15.7 50,000,000 6 > 95%
RENTOKIL INITIAL 1927 PLC Europe 16 12.7 7,500,000 1 > 95%
RENTOKIL INITIAL PLC Europe 16 14.0 15,000,000 3 > 95%
REPSOL YPF S.A. Europe Y 17 16.3 22,500,000 3 > 95%
REPUBLIC OF AUSTRIA Sovereign Y 16 15.3 150,000,000 8 > 95%
REPUBLIC OF BULGARIA Sovereign Y 15 14.0 50,000,000 6 > 95%
REPUBLIC OF CHILE Sovereign 10 6.3 5,000,000 0 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 14 12.3 75,000,000 6 > 95%
REPUBLIC OF CROATIA Sovereign Y 15 11.7 10,000,000 1 > 95%
REPUBLIC OF ESTONIA Sovereign 11 7.0 5,000,000 1 > 95%
REPUBLIC OF FINLAND Sovereign Y 15 11.3 50,000,000 2 > 95%
REPUBLIC OF HUNGARY Sovereign Y 16 15.3 225,000,000 19 > 95%
REPUBLIC OF ICELAND Sovereign 11 8.0 5,000,000 1 > 95%
REPUBLIC OF INDONESIA Sovereign Y 15 14.3 100,000,000 11 > 95%
REPUBLIC OF ITALY Sovereign Y 17 16.3 575,000,000 28 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign Y 16 13.7 50,000,000 3 > 95%
REPUBLIC OF KOREA Sovereign Y 15 15.0 225,000,000 24 > 95%
REPUBLIC OF LATVIA Sovereign Y 14 12.0 15,000,000 3 > 95%
REPUBLIC OF LITHUANIA Sovereign Y 12 8.3 7,500,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 13 10.0 10,000,000 1 > 95%
REPUBLIC OF PERU Sovereign Y 13 11.0 17,500,000 2 > 95%
REPUBLIC OF POLAND Sovereign Y 17 15.0 75,000,000 7 > 95%
REPUBLIC OF SLOVENIA Sovereign 10 7.0 7,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 16 14.7 100,000,000 8 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 15 14.3 100,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 16.0 375,000,000 29 > 95%
REPUBLIC SERVICES, INC. Americas 14 11.7 10,000,000 2 25-75%
RESIDENTIAL CAPITAL, LLC Americas Y 16 14.0 50,000,000 7 25-75%
RESONA BANK, LIMITED Japan 11 7.7 5,000,000 1 > 95%
REXAM PLC Europe 16 13.3 17,500,000 2 > 95%
REXEL DEVELOPPEMENT SAS Europe 14 8.3 5,000,000 1 > 95%
REYNOLDS AMERICAN INC. Americas Y 15 12.7 15,000,000 2 25-75%
RHODIA Europe 17 16.0 50,000,000 6 > 95%
RINKER GROUP LIMITED Australia NZ 4 1.7 2,500,000 0 > 95%
RIO TINTO ALCAN INC. Americas 15 13.0 17,500,000 2 25-75%
RIO TINTO LIMITED Australia NZ 15 13.7 50,000,000 4 > 95%
RIO TINTO PLC Europe 6 2.3 2,500,000 0 > 95%
RITE AID CORPORATION Americas Y 14 12.3 15,000,000 4 < 5%
ROCHE HOLDINGS, INC. Europe 13 7.0 5,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas 11 5.7 2,500,000 0 5-25%
ROHM AND HAAS COMPANY Americas 16 14.3 20,000,000 3 25-75%
ROLLS-ROYCE PLC Europe Y 16 15.0 15,000,000 2 > 95%
ROMANIA Sovereign Y 16 14.0 50,000,000 4 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe 14 10.3 10,000,000 1 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 15 14.7 50,000,000 7 < 5%
ROYAL DUTCH SHELL PLC Europe 12 5.3 5,000,000 0 > 95%
RPM INTERNATIONAL INC. Americas 14 12.0 12,500,000 2 25-75%
RRI ENERGY, INC. Americas Y 12 9.7 12,500,000 2 < 5%
RUSSIAN AGRICULTURAL BANK Europe 12 8.3 15,000,000 2 > 95%
RUSSIAN FEDERATION Sovereign Y 17 16.0 325,000,000 27 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 15.3 25,000,000 3 > 95%
RYDER SYSTEM, INC. Americas Y 16 14.7 50,000,000 7 25-75%
SABMILLER PLC Europe Y 14 10.3 5,000,000 1 > 95%
SABRE HOLDINGS CORPORATION Americas Y 16 13.7 50,000,000 5 5-25%
SAFEWAY INC. Americas Y 16 14.3 50,000,000 5 25-75%
SAFEWAY LIMITED Europe Y 16 14.3 20,000,000 3 > 95%
SAKS INCORPORATED Americas Y 14 13.3 15,000,000 4 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan 15 11.3 10,000,000 1 > 95%
SANMINA-SCI CORPORATION Americas Y 14 12.0 12,500,000 3 < 5%
SANOFI-AVENTIS Europe Y 17 15.7 50,000,000 4 > 95%
SANTANDER UK PLC Europe 14 9.3 5,000,000 0 > 95%
SANYO ELECTRIC CO., LTD. Japan 10 5.3 5,000,000 1 > 95%
SANYO SHINPAN FINANCE CO., LTD. Japan 8 4.7 5,000,000 1 > 95%
SARA LEE CORPORATION Americas Y 16 14.7 50,000,000 6 25-75%
SBERBANK Europe 12 9.0 7,500,000 1 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe 14 12.3 15,000,000 3 > 95%
SCANIA AKTIEBOLAG Europe 15 11.7 7,500,000 1 > 95%
SCHLUMBERGER N.V. Americas 12 6.3 2,500,000 0 25-75%
SCHNEIDER ELECTRIC SA Europe 15 12.0 12,500,000 1 > 95%
SCOR SE Europe 13 9.3 7,500,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe 12 6.7 5,000,000 1 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe 11 7.0 2,500,000 0 > 95%
SCOTTISH POWER UK PLC Europe 10 5.0 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas 12 9.0 5,000,000 1 < 5%
SEALED AIR CORPORATION Americas 14 12.7 15,000,000 2 25-75%
SEARS ROEBUCK ACCEPTANCE CORP. Americas 15 13.7 22,500,000 4 25-75%
SEAT PAGINE GIALLE S.P.A. Europe 17 15.0 15,000,000 4 > 95%
SECURITAS AB Europe 14 11.0 10,000,000 2 > 95%
SEMPRA ENERGY Americas Y 17 15.0 25,000,000 3 25-75%
SES Europe 15 10.0 7,500,000 1 > 95%
SHARP CORPORATION Japan 11 5.7 2,500,000 0 > 95%
SHAW COMMUNICATIONS INC. Americas 8 4.3 2,500,000 0 25-75%
SIEMENS AKTIENGESELLSCHAFT Europe Y 17 15.7 50,000,000 4 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 17 14.3 50,000,000 5 25-75%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan 12 8.0 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ 10 7.0 5,000,000 1 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan 14 10.3 7,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe 6 4.0 2,500,000 0 > 95%
SLM CORPORATION Americas 17 16.3 75,000,000 9 25-75%
SLOVAK REPUBLIC Sovereign 16 11.3 12,500,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 14 12.3 17,500,000 4 < 5%
SMITHS GROUP PLC Europe 13 9.7 7,500,000 1 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe 16 11.7 15,000,000 3 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 12.3 25,000,000 4 > 95%
SOCIETE AIR FRANCE Europe 16 14.3 17,500,000 3 > 95%
SOCIETE GENERALE Europe Y 16 15.0 50,000,000 4 > 95%
SODEXO Europe Y 17 16.3 20,000,000 3 > 95%
SOFTBANK CORP. Japan 11 9.3 12,500,000 1 > 95%
SOL MELIA, SOCIEDAD ANONIMA Europe 15 13.0 20,000,000 3 > 95%
SOLECTRON CORPORATION Americas 4 1.3 2,500,000 0 < 5%
SOLVAY Europe Y 16 15.0 25,000,000 3 > 95%
SOMPO JAPAN INSURANCE INC. Japan 9 3.7 2,500,000 0 > 95%
SONY CORPORATION Japan 13 11.0 7,500,000 1 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas 11 6.0 2,500,000 0 5-25%
SOUTHWEST AIRLINES CO. Americas Y 17 15.3 50,000,000 7 25-75%
SPECTRA ENERGY CAPITAL, LLC Americas 14 11.7 7,500,000 1 25-75%
SPRINT NEXTEL CORPORATION Americas Y 16 14.3 75,000,000 8 5-25%
STANDARD CHARTERED BANK Europe 14 11.0 10,000,000 1 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe 15 11.3 12,500,000 2 > 95%
STANDARD PACIFIC CORP. Americas Y 15 13.7 22,500,000 5 < 5%
STAPLES, INC. Americas Y 15 13.7 15,000,000 2 25-75%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 16 14.7 50,000,000 7 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 15 13.0 17,500,000 2 > 95%
STATE OF CALIFORNIA Sovereign 6 5.3 7,500,000 1 > 95%
STATE OF FLORIDA Sovereign 6 2.7 2,500,000 0 > 95%
STATE OF ILLINOIS Sovereign Y 6 5.0 5,000,000 1 > 95%
STATE OF ISRAEL Sovereign Y 13 10.3 10,000,000 1 > 95%
STATE OF NEW JERSEY Sovereign 5 4.0 5,000,000 0 > 95%
STATE OF NEW YORK Sovereign 5 2.7 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 14 9.7 10,000,000 1 > 95%
STATE OF TEXAS Sovereign 3 2.0 2,500,000 0 > 95%
STATOIL ASA Europe 13 10.3 10,000,000 1 > 95%
STATOILHYDRO ASA Europe 4 1.7 2,500,000 0 > 95%
STENA AKTIEBOLAG Europe 13 10.7 10,000,000 2 > 95%
STMICROELECTRONICS N.V. Europe Y 16 15.0 50,000,000 3 > 95%
STORA ENSO OYJ Europe 16 15.3 50,000,000 7 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe Y 16 13.3 12,500,000 2 > 95%
SUMITOMO CORPORATION Japan 11 8.3 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan 13 11.0 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan 13 9.3 7,500,000 1 > 95%
SUN MICROSYSTEMS, INC. Americas 12 7.0 10,000,000 2 75-95%
SUNCOR ENERGY INC. Americas 13 10.7 15,000,000 1 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 13 11.3 12,500,000 3 < 5%
SUNOCO, INC. Americas 14 12.3 15,000,000 2 25-75%
SUPERVALU INC. Americas 16 15.0 50,000,000 4 5-25%
SUZUKI MOTOR CORPORATION Japan 5 2.7 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe Y 14 13.0 17,500,000 2 > 95%
SVENSKA HANDELSBANKEN AB Europe 8 3.7 2,500,000 0 > 95%
SWEDISH MATCH AB Europe Y 16 13.7 10,000,000 1 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan 15 10.7 5,000,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe Y 17 16.7 75,000,000 8 > 95%
SWISSCOM LTD. Europe 9 5.7 7,500,000 1 > 95%
SYNGENTA AG Europe 16 13.3 17,500,000 2 > 95%
TAISEI CORPORATION Japan 11 6.7 2,500,000 0 > 95%
TAKEFUJI CORPORATION Japan 16 13.3 20,000,000 3 > 95%
TALISMAN ENERGY INC. Americas 12 9.3 10,000,000 1 25-75%
TARGET CORPORATION Americas Y 17 15.3 50,000,000 5 5-25%
TATA MOTORS LIMITED Asia Ex-Japan 13 8.7 5,000,000 1 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe 17 14.3 17,500,000 3 > 95%
TDC A/S Europe 14 11.7 12,500,000 2 > 95%
TECHNIP Europe Y 15 12.7 12,500,000 1 > 95%
TECK RESOURCES LIMITED Americas 11 8.7 7,500,000 1 5-25%
TECO ENERGY, INC. Americas 12 8.7 5,000,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ 15 12.7 17,500,000 2 > 95%
TELECOM ITALIA SPA Europe Y 17 16.7 125,000,000 11 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe 15 12.7 22,500,000 3 > 95%
TELEFONICA, S.A. Europe Y 17 16.7 125,000,000 11 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas 14 10.0 10,000,000 2 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe Y 17 16.7 50,000,000 4 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan 11 7.3 5,000,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe 11 6.0 5,000,000 1 > 95%
TELENOR ASA Europe Y 17 16.0 17,500,000 3 > 95%
TELEPHONE AND DATA SYSTEMS, INC. Americas 11 4.7 2,500,000 0 > 95%
TELEVISION FRANCAISE 1 Europe 8 3.3 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG Europe Y 16 14.7 20,000,000 3 > 95%
TELSTRA CORPORATION LIMITED Australia NZ 15 13.7 20,000,000 3 > 95%
TELUS CORPORATION Americas 14 11.7 20,000,000 3 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan 12 7.7 2,500,000 0 > 95%
TEMPLE-INLAND INC. Americas Y 16 15.0 50,000,000 6 25-75%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 11 6.7 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 14 12.0 17,500,000 3 5-25%
TESCO PLC Europe Y 17 15.7 50,000,000 4 > 95%
TESORO CORPORATION Americas Y 14 12.0 15,000,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas 9 5.0 2,500,000 1 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas 14 13.0 22,500,000 3 25-75%
TEXAS INSTRUMENTS INCORPORATED Americas 12 7.7 7,500,000 1 25-75%
TEXTRON FINANCIAL CORPORATION Americas Y 16 14.3 50,000,000 5 5-25%
TEXTRON INC. Americas 15 12.7 10,000,000 2 25-75%
THALES Europe 16 13.7 15,000,000 2 > 95%
THE AES CORPORATION Americas Y 15 13.0 15,000,000 3 < 5%
THE ALLSTATE CORPORATION Americas Y 17 14.7 50,000,000 3 25-75%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan 15 12.7 15,000,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 16 14.0 15,000,000 3 25-75%
THE BOEING COMPANY Americas 14 12.0 12,500,000 2 5-25%
THE CHUBB CORPORATION Americas Y 17 14.7 17,500,000 2 25-75%
THE CITY OF NEW YORK Sovereign 3 2.3 2,500,000 0 > 95%
THE CLOROX COMPANY Americas 13 10.7 10,000,000 1 25-75%
THE COCA-COLA COMPANY Americas 11 5.7 2,500,000 0 25-75%
THE DOW CHEMICAL COMPANY Americas Y 17 15.7 75,000,000 9 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan 10 6.7 2,500,000 0 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan 14 11.3 12,500,000 1 > 95%
THE GAP, INC. Americas 15 13.0 20,000,000 3 25-75%
THE GOLDMAN SACHS GROUP, INC. Americas 15 14.3 225,000,000 23 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 15 13.0 17,500,000 4 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe 15 12.0 12,500,000 2 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 17 15.0 50,000,000 6 25-75%
THE HERSHEY COMPANY Americas 13 11.0 10,000,000 1 25-75%
THE HERTZ CORPORATION Americas Y 15 12.7 20,000,000 4 25-75%
THE HOME DEPOT, INC. Americas Y 16 15.0 50,000,000 4 5-25%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan 14 8.7 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas 13 10.7 15,000,000 2 25-75%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe 11 7.7 5,000,000 1 > 95%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan 15 11.0 5,000,000 1 > 95%
THE KROGER CO. Americas Y 17 15.0 22,500,000 4 5-25%
THE LUBRIZOL CORPORATION Americas 15 13.3 15,000,000 3 25-75%
THE MCCLATCHY COMPANY Americas Y 17 15.3 50,000,000 8 25-75%
THE MOSAIC COMPANY Americas 9 4.0 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 15 13.3 22,500,000 5 5-25%
THE NEW YORK TIMES COMPANY Americas Y 15 14.7 50,000,000 7 5-25%
THE NIELSEN COMPANY B.V. Europe 17 14.7 50,000,000 6 > 95%
THE NORINCHUKIN BANK Japan 7 3.0 2,500,000 0 > 95%
THE PMI GROUP, INC. Americas 17 15.3 100,000,000 14 25-75%
THE PROCTER & GAMBLE COMPANY Americas 14 13.0 12,500,000 1 25-75%
THE RANK GROUP PLC Europe 15 12.7 10,000,000 2 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 15 14.7 100,000,000 8 > 95%
THE RYLAND GROUP, INC. Americas 15 14.0 50,000,000 5 25-75%
THE SERVICEMASTER COMPANY Americas 10 7.0 5,000,000 1 25-75%
THE SHERWIN-WILLIAMS COMPANY Americas Y 17 15.0 50,000,000 6 25-75%
THE STANLEY WORKS Americas 9 5.0 5,000,000 1 75-95%
THE TJX COMPANIES, INC. Americas Y 16 13.7 15,000,000 2 25-75%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan 12 7.7 5,000,000 1 > 95%
THE TRAVELERS COMPANIES, INC. Americas 13 9.3 7,500,000 1 25-75%
THE WALT DISNEY COMPANY Americas Y 17 13.7 50,000,000 3 25-75%
THE WESTERN UNION COMPANY Americas 13 10.7 17,500,000 3 25-75%
THE WILLIAMS COMPANIES, INC. Americas 13 10.3 10,000,000 2 < 5%
THOMSON REUTERS GROUP LIMITED Europe 14 11.3 7,500,000 1 > 95%
THYSSENKRUPP AG Europe 16 16.0 50,000,000 7 > 95%
TIME WARNER CABLE INC. Americas Y 13 11.3 17,500,000 2 5-25%
TIME WARNER ENTERTAINMENT COMPANY, L.P. Americas 8 4.0 2,500,000 0 25-75%
TIME WARNER INC. Americas Y 16 14.7 50,000,000 5 25-75%
TNT N.V. Europe Y 16 15.0 17,500,000 3 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan 13 6.0 5,000,000 0 > 95%
TOLL BROTHERS, INC. Americas Y 17 15.3 50,000,000 6 25-75%
TOMKINS PLC. Europe 15 11.7 15,000,000 2 > 95%
TOSHIBA CORPORATION Japan 14 9.3 10,000,000 1 > 95%
TOTAL SA Europe Y 16 14.0 15,000,000 2 > 95%
TOYOTA MOTOR CORPORATION Japan 15 12.7 22,500,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan 12 7.3 5,000,000 0 > 95%
TOYS "R" US, INC. Americas Y 15 12.7 22,500,000 5 25-75%
TRANSALTA CORPORATION Americas 7 3.7 5,000,000 1 75-95%
TRANSCANADA PIPELINES LIMITED Americas 12 6.7 5,000,000 1 75-95%
TRANSOCEAN INC. Americas Y 17 15.7 100,000,000 15 5-25%
TRANSOCEAN WORLDWIDE INC. Americas 14 10.3 17,500,000 3 25-75%
TRIAD HOSPITALS, INC. Americas 2 0.7 2,500,000 0 < 5%
TRUVO SUBSIDIARY CORP. Europe 12 9.0 7,500,000 1 > 95%
TRW AUTOMOTIVE INC. Americas Y 15 13.0 17,500,000 3 < 5%
TUI AG Europe 17 16.0 50,000,000 6 > 95%
TYCO ELECTRONICS LTD. Americas 13 7.3 2,500,000 1 25-75%
TYCO INTERNATIONAL LTD. Americas 13 8.7 7,500,000 1 25-75%
TYSON FOODS, INC. Americas Y 16 14.7 75,000,000 8 25-75%
UBS AG Europe Y 17 14.7 75,000,000 7 > 95%
UKRAINE Sovereign Y 16 14.7 75,000,000 6 > 95%
UNIBAIL-RODAMCO SE Europe 15 11.7 15,000,000 2 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 17 15.7 50,000,000 6 > 95%
UNILEVER N.V. Europe Y 17 15.0 20,000,000 2 > 95%
UNION PACIFIC CORPORATION Americas Y 15 13.7 25,000,000 4 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe 14 8.3 5,000,000 1 > 95%
UNISYS CORPORATION Americas Y 13 11.3 12,500,000 3 < 5%
UNITED BUSINESS MEDIA LIMITED Europe 15 11.0 10,000,000 1 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign Y 16 14.0 250,000,000 20 > 95%
UNITED MEXICAN STATES Sovereign Y 17 16.0 250,000,000 20 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan 12 7.3 5,000,000 1 > 95%
UNITED PARCEL SERVICE, INC. Americas Y 15 14.0 50,000,000 3 5-25%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 14 11.0 12,500,000 4 < 5%
UNITED STATES CELLULAR CORPORATION Americas 12 6.7 5,000,000 1 25-75%
UNITED STATES OF AMERICA Sovereign 12 9.3 50,000,000 1 > 95%
UNITED STATES STEEL CORPORATION Americas 15 12.3 17,500,000 4 < 5%
UNITED TECHNOLOGIES CORPORATION Americas 13 9.7 12,500,000 1 5-25%
UNITED UTILITIES PLC Europe Y 16 15.3 17,500,000 3 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 15 14.0 25,000,000 3 5-25%
UNITYMEDIA GMBH Europe 15 11.3 17,500,000 3 > 95%
UNIVERSAL CORPORATION Americas 15 10.7 7,500,000 1 25-75%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 16 15.3 50,000,000 8 5-25%
UNIVISION COMMUNICATIONS INC. Americas Y 14 11.3 15,000,000 4 25-75%
UNUM GROUP Americas 15 12.7 20,000,000 3 25-75%
UPC HOLDING B.V. Europe 16 13.3 50,000,000 5 > 95%
UPM-KYMMENE OYJ Europe 16 15.0 50,000,000 6 > 95%
UST LLC Americas 13 10.0 10,000,000 2 25-75%
V.F. CORPORATION Americas 14 12.7 17,500,000 2 25-75%
VALE INCO LIMITED Americas 11 6.3 5,000,000 1 > 95%
VALE SA Americas Y 13 7.7 10,000,000 1 > 95%
VALEO Europe 16 15.3 75,000,000 9 > 95%
VALERO ENERGY CORPORATION Americas Y 17 15.0 50,000,000 4 25-75%
VATTENFALL AKTIEBOLAG Europe Y 16 14.7 15,000,000 2 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan 12 8.7 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 15 15.0 25,000,000 3 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 17 15.7 50,000,000 8 25-75%
VIACOM INC. Americas Y 15 14.3 15,000,000 2 25-75%
VINCI Europe Y 16 15.3 25,000,000 3 > 95%
VIRGIN MEDIA FINANCE PLC Europe 16 14.0 50,000,000 5 > 95%
VIVENDI Europe Y 17 15.7 50,000,000 5 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 17.0 100,000,000 8 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe Y 17 16.7 125,000,000 10 > 95%
VORNADO REALTY L.P. Americas Y 15 12.7 17,500,000 3 25-75%
VULCAN MATERIALS COMPANY Americas 11 7.7 5,000,000 1 25-75%
WAL-MART STORES, INC. Americas Y 17 14.7 50,000,000 3 5-25%
WAN HAI LINES LTD. Asia Ex-Japan 6 2.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas 15 12.7 12,500,000 2 25-75%
WEATHERFORD INTERNATIONAL LTD. Americas 14 12.0 10,000,000 2 25-75%
WEATHERFORD INTERNATIONAL, INC. Americas 13 9.3 5,000,000 1 25-75%
WEINGARTEN REALTY INVESTORS Americas 11 8.0 7,500,000 1 25-75%
WELLPOINT, INC. Americas 12 7.7 10,000,000 2 25-75%
WELLS FARGO & COMPANY Americas Y 16 15.0 150,000,000 14 5-25%
WENDEL Europe 16 15.7 17,500,000 3 > 95%
WENDY'S INTERNATIONAL, INC. Americas 14 12.7 20,000,000 3 5-25%
WESFARMERS LIMITED Australia NZ 15 12.0 10,000,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ 15 14.3 22,500,000 3 > 95%
WESTLB AG Europe 12 10.0 12,500,000 2 > 95%
WESTPAC BANKING CORPORATION Australia NZ 14 10.7 12,500,000 1 > 95%
WEYERHAEUSER COMPANY Americas 16 14.3 50,000,000 6 25-75%
WHIRLPOOL CORPORATION Americas Y 17 15.0 50,000,000 6 25-75%
WIND ACQUISITION FINANCE S.A. Europe 15 12.3 15,000,000 3 > 95%
WINDSTREAM CORPORATION Americas Y 16 14.7 20,000,000 4 5-25%
WOLTERS KLUWER N.V. Europe Y 17 15.7 50,000,000 5 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ 15 12.3 20,000,000 2 > 95%
WOOLWORTHS LTD Australia NZ 14 9.7 7,500,000 1 > 95%
WOORI BANK Asia Ex-Japan 14 9.3 7,500,000 1 > 95%
WPP 2005 LIMITED Europe Y 17 15.0 50,000,000 4 > 95%
WYETH LLC Americas 14 11.0 10,000,000 2 25-75%
XCEL ENERGY INC. Americas 11 6.0 5,000,000 1 25-75%
XEROX CORPORATION Americas Y 15 13.7 50,000,000 4 < 5%
XL CAPITAL LTD Americas Y 17 14.7 50,000,000 6 25-75%
XSTRATA CANADA CORPORATION Americas 13 6.0 5,000,000 1 25-75%
XSTRATA PLC Europe Y 16 15.3 50,000,000 4 > 95%
XTO ENERGY INC. Americas Y 11 9.3 7,500,000 1 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe 16 10.7 5,000,000 1 > 95%
YRC WORLDWIDE INC. Americas 12 7.7 5,000,000 1 5-25%
YUM! BRANDS, INC. Americas Y 15 13.3 17,500,000 3 25-75%
ZURICH INSURANCE COMPANY LTD Europe Y 17 16.3 50,000,000 5 > 95%
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