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

The sample covers the three month period beginning June 20, 2009 through March 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   14 10.1 12,500,000 2 > 95%
3M COMPANY Americas   13 9.2 10,000,000 2 5-25%
ABB INTERNATIONAL FINANCE LIMITED Europe   14 10.9 20,000,000 3 > 95%
ABBEY NATIONAL PLC Europe   14 6.9 7,500,000 1 > 95%
ABBOTT LABORATORIES Americas   12 10.1 12,500,000 2 25-75%
ABN AMRO BANK N.V. Europe   14 11.2 50,000,000 3 > 95%
ABU DHABI Sovereign Y 14 9.8 20,000,000 4 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   13 8.4 7,500,000 1 > 95%
ACCOR Europe Y 14 13.0 50,000,000 6 > 95%
ACE LIMITED Americas Y 14 12.0 25,000,000 3 25-75%
ACOM CO., LTD. Japan   13 11.8 20,000,000 3 > 95%
ADECCO S.A. Europe Y 14 12.4 50,000,000 6 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 10.9 20,000,000 4 < 5%
AEGON N.V. Europe Y 14 12.8 75,000,000 7 > 95%
AETNA INC. Americas Y 14 12.3 50,000,000 5 25-75%
AFFILIATED COMPUTER SERVICES, INC. Americas   11 2.9 5,000,000 1 75-95%
AGRIUM INC. Americas   13 10.0 12,500,000 2 5-25%
AIFUL CORPORATION Japan   14 11.7 50,000,000 17 > 95%
AIR PRODUCTS AND CHEMICALS, INC. Americas   13 8.7 7,500,000 1 5-25%
AK STEEL CORPORATION Americas Y 13 10.3 12,500,000 3 < 5%
AKTIEBOLAGET ELECTROLUX Europe   14 13.0 50,000,000 6 > 95%
AKTIEBOLAGET SKF Europe   11 5.8 5,000,000 1 > 95%
AKTIEBOLAGET VOLVO Europe Y 14 13.2 75,000,000 10 > 95%
AKZO NOBEL N.V. Europe Y 14 13.7 50,000,000 7 > 95%
ALCATEL LUCENT Europe   14 13.4 50,000,000 6 > 95%
ALCATEL-LUCENT USA INC. Americas   14 9.1 7,500,000 2 < 5%
ALCOA INC. Americas Y 14 13.1 75,000,000 11 5-25%
ALL NIPPON AIRWAYS CO., LTD. Japan   13 6.2 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas   12 8.9 12,500,000 2 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   12 5.2 5,000,000 1 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe   14 12.7 50,000,000 6 > 95%
ALLIANZ SE Europe Y 14 12.8 100,000,000 9 > 95%
ALLIED DOMECQ LIMITED Europe   14 10.2 10,000,000 2 > 95%
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY Europe   14 10.2 17,500,000 3 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas   11 6.8 7,500,000 1 < 5%
ALLTEL CORPORATION Americas   14 12.4 50,000,000 5 25-75%
ALSTOM Europe Y 13 11.8 50,000,000 4 > 95%
ALTADIS SA Europe   14 12.4 50,000,000 4 > 95%
ALTRIA GROUP, INC. Americas Y 14 12.9 75,000,000 8 5-25%
AMBAC ASSURANCE CORPORATION Americas   14 12.1 75,000,000 9 5-25%
AMBAC FINANCIAL GROUP, INC. Americas   14 12.6 75,000,000 9 25-75%
AMCOR LTD Australia NZ   14 12.1 50,000,000 4 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   9 1.7 5,000,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 14 12.7 50,000,000 9 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 14 12.3 25,000,000 4 25-75%
AMERICAN EXPRESS COMPANY Americas Y 14 12.8 50,000,000 7 5-25%
AMERICAN GENERAL FINANCE CORPORATION Americas   11 7.9 15,000,000 2 5-25%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 14 13.0 125,000,000 16 5-25%
AMERICAN STANDARD COMPANIES INC. Americas   5 0.7 2,500,000 0 < 5%
AMERISOURCEBERGEN CORPORATION Americas   12 7.9 7,500,000 1 < 5%
AMGEN INC. Americas Y 14 12.2 50,000,000 4 25-75%
AMKOR TECHNOLOGY, INC. Americas Y 12 9.6 10,000,000 2 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   13 6.6 5,000,000 1 > 95%
AMR CORPORATION Americas Y 12 9.7 10,000,000 2 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 14 12.3 50,000,000 6 5-25%
ANGLO AMERICAN PLC Europe Y 14 12.4 50,000,000 5 > 95%
ANGLO IRISH BANK CORPORATION LIMITED Europe   12 8.9 7,500,000 1 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   13 12.0 20,000,000 3 25-75%
AON CORPORATION Americas   14 11.3 20,000,000 3 25-75%
APACHE CORPORATION Americas   13 10.9 17,500,000 3 25-75%
ARAMARK CORPORATION Americas Y 12 9.9 10,000,000 2 < 5%
ARCELORMITTAL Europe Y 14 13.6 125,000,000 13 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   13 10.0 12,500,000 2 25-75%
ARCHSTONE-SMITH OPERATING TRUST Americas   11 4.6 5,000,000 1 25-75%
ARGENTINE REPUBLIC Sovereign Y 14 13.3 225,000,000 20 > 95%
ARROW ELECTRONICS, INC. Americas Y 14 12.9 75,000,000 8 25-75%
ARVINMERITOR, INC. Americas Y 14 12.2 50,000,000 7 5-25%
ASHLAND INC. Americas   12 7.3 7,500,000 1 75-95%
ASSA ABLOY AB Europe   13 5.9 7,500,000 1 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 14 12.4 75,000,000 8 > 95%
ASSURED GUARANTY CORP. Americas   13 10.8 50,000,000 4 5-25%
ASTRAZENECA PLC Europe   13 9.8 12,500,000 1 > 95%
AT&T CORP. Americas   14 9.0 17,500,000 2 75-95%
AT&T INC. Americas Y 14 12.9 50,000,000 8 25-75%
AT&T MOBILITY LLC Americas Y 14 10.7 22,500,000 3 25-75%
ATLANTIA S.P.A. Europe   14 11.6 50,000,000 4 > 95%
ATLAS COPCO AKTIEBOLAG Europe   13 6.4 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ   13 10.9 17,500,000 2 > 95%
AUTOZONE, INC. Americas Y 14 13.3 75,000,000 8 25-75%
AVALONBAY COMMUNITIES, INC. Americas   13 9.8 12,500,000 2 25-75%
AVIS BUDGET CAR RENTAL, LLC Americas Y 13 10.2 15,000,000 3 < 5%
AVIS BUDGET GROUP, INC. Americas   14 12.6 50,000,000 6 25-75%
AVIVA PLC Europe Y 14 13.2 75,000,000 8 > 95%
AVNET, INC. Americas Y 13 11.4 22,500,000 4 25-75%
AVON PRODUCTS, INC. Americas   13 10.7 17,500,000 3 25-75%
AXA Europe Y 14 13.3 100,000,000 10 > 95%
BAA FUNDING LIMITED Europe   13 11.8 50,000,000 4 > 95%
BAE SYSTEMS PLC Europe Y 13 11.8 50,000,000 5 > 95%
BAKER HUGHES INCORPORATED Americas   12 8.2 7,500,000 1 25-75%
BANCA ITALEASE S.P.A. Europe   13 8.3 12,500,000 2 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 14 12.3 100,000,000 8 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   13 4.6 5,000,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   13 5.4 7,500,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 14 13.2 125,000,000 12 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   14 12.8 75,000,000 7 > 95%
BANCO DE SABADELL, S.A. Europe   13 5.7 7,500,000 1 > 95%
BANCO ESPIRITO SANTO, S.A. Europe Y 14 13.0 75,000,000 8 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe   14 11.2 25,000,000 3 > 95%
BANCO SANTANDER, S.A. Europe Y 14 13.4 150,000,000 13 > 95%
BANK OF AMERICA CORPORATION Americas   14 13.3 200,000,000 21 25-75%
BANK OF CHINA LIMITED Asia ex-Japan   14 7.1 5,000,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 14 12.6 75,000,000 7 > 95%
BANQUE CENTRALE DE TUNISIE Europe Y 14 6.1 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 14 12.3 125,000,000 12 > 95%
BARRICK GOLD CORPORATION Americas Y 13 11.6 25,000,000 4 5-25%
BASF SE Europe Y 14 13.2 50,000,000 5 > 95%
BASF SPECIALTY CHEMICALS HOLDING LLC Europe   14 9.3 25,000,000 3 > 95%
BAUSCH & LOMB INCORPORATED Americas   13 10.6 10,000,000 2 5-25%
BAWAG P.S.K. BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AKTIENGESELLSCHAFT Europe   10 2.3 2,500,000 0 > 95%
BAXTER INTERNATIONAL INC. Americas Y 14 11.4 20,000,000 3 5-25%
BAYER AKTIENGESELLSCHAFT Europe Y 14 13.1 50,000,000 5 > 95%
BAYERISCHE HYPO- UND VEREINSBANK AKTIENGESELLSCHAFT Europe   13 8.0 20,000,000 3 > 95%
BAYERISCHE LANDESBANK Europe   11 4.8 5,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe Y 14 13.6 100,000,000 9 > 95%
BCE INC. Americas   13 7.7 7,500,000 1 25-75%
BCM IRELAND FINANCE LIMITED Europe   13 9.7 15,000,000 2 > 95%
BEAZER HOMES USA, INC. Americas Y 14 12.2 50,000,000 6 < 5%
BELLSOUTH CORPORATION Americas   14 12.2 50,000,000 4 25-75%
BELO CORP. Americas Y 14 13.0 50,000,000 9 5-25%
BERKSHIRE HATHAWAY INC. Americas   14 12.7 50,000,000 7 5-25%
BERTELSMANN AG Europe Y 14 13.3 50,000,000 6 > 95%
BEST BUY CO., INC. Americas   12 7.3 5,000,000 1 5-25%
BHP BILLITON LIMITED Australia NZ   13 11.8 50,000,000 4 > 95%
BLOCK FINANCIAL LLC Americas   14 11.0 22,500,000 3 25-75%
BNP PARIBAS Europe Y 14 12.7 75,000,000 5 > 95%
BOEING CAPITAL CORPORATION Americas Y 14 11.8 50,000,000 5 25-75%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 14 13.4 175,000,000 16 > 95%
BOMBARDIER CAPITAL INC. Americas   14 6.7 5,000,000 1 75-95%
BOMBARDIER INC. Americas Y 13 12.1 50,000,000 7 25-75%
BORGWARNER INC. Americas   14 12.2 25,000,000 5 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 13 10.8 15,000,000 3 25-75%
BOSTON SCIENTIFIC CORPORATION Americas   14 12.6 50,000,000 7 5-25%
BOUYGUES Europe Y 14 11.1 25,000,000 4 > 95%
BOYD GAMING CORPORATION Americas Y 13 10.6 10,000,000 3 < 5%
BP P.L.C. Europe Y 13 11.2 15,000,000 2 > 95%
BRE PROPERTIES, INC. Americas   10 5.2 5,000,000 1 25-75%
BRIDGESTONE CORPORATION Japan   13 6.3 5,000,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 14 12.0 50,000,000 4 25-75%
BRITISH AIRWAYS PLC Europe   14 12.9 50,000,000 7 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe Y 14 13.2 50,000,000 6 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe   13 5.6 5,000,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe   13 11.4 25,000,000 4 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 14 14.0 100,000,000 12 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   12 6.7 5,000,000 1 25-75%
BRUNSWICK CORPORATION Americas Y 14 12.4 50,000,000 9 5-25%
BUNGE LIMITED FINANCE CORP. Americas   12 6.1 7,500,000 1 25-75%
BURLINGTON NORTHERN SANTA FE CORPORATION Americas Y 14 12.1 50,000,000 4 25-75%
CA, INC. Americas   13 10.8 17,500,000 3 25-75%
CABLE AND WIRELESS PUBLIC LIMITED COMPANY Europe   14 10.6 20,000,000 3 > 95%
CADBURY HOLDINGS LIMITED Europe Y 14 12.8 50,000,000 5 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   12 7.0 7,500,000 1 > 95%
CAMPBELL SOUP COMPANY Americas Y 14 11.3 20,000,000 3 5-25%
CANADIAN NATIONAL RAILWAY COMPANY Americas   11 5.4 5,000,000 1 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 12 11.1 17,500,000 4 5-25%
CAP GEMINI Europe   13 10.2 17,500,000 3 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 14 12.7 50,000,000 7 5-25%
CAPITAL ONE FINANCIAL CORPORATION Americas   14 12.4 50,000,000 5 25-75%
CARDINAL HEALTH, INC. Americas Y 14 12.4 50,000,000 5 25-75%
CARGILL, INCORPORATED Americas   14 10.0 15,000,000 3 25-75%
CARLSBERG BREWERIES A/S Europe   13 5.7 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   13 10.2 12,500,000 2 > 95%
CARNIVAL CORPORATION Americas Y 14 12.3 50,000,000 9 5-25%
CARREFOUR Europe Y 14 12.9 50,000,000 6 > 95%
CASINO GUICHARD-PERRACHON Europe Y 14 13.2 75,000,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   12 9.8 15,000,000 2 5-25%
CATERPILLAR INC. Americas Y 14 12.2 50,000,000 6 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia ex-Japan   11 4.3 2,500,000 0 > 95%
CBS CORPORATION Americas Y 14 13.1 100,000,000 13 25-75%
CELESTICA INC. Americas Y 13 9.0 7,500,000 2 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   14 6.7 5,000,000 1 25-75%
CENTERPOINT ENERGY, INC. Americas   14 9.0 7,500,000 2 5-25%
CENTEX CORPORATION Americas   14 12.6 75,000,000 10 25-75%
CENTRICA PLC Europe Y 14 13.2 50,000,000 7 > 95%
CENTURYTEL, INC. Americas Y 14 13.3 75,000,000 11 25-75%
CHARTERED SEMICONDUCTOR MANUFACTURING LTD. Asia ex-Japan   14 10.7 12,500,000 2 > 95%
CHESAPEAKE ENERGY CORPORATION Americas Y 13 12.1 50,000,000 8 < 5%
CHEVRON CORPORATION Americas   13 8.1 10,000,000 1 25-75%
CHINA DEVELOPMENT BANK CORPORATION Asia ex-Japan   13 7.6 5,000,000 1 > 95%
CIGNA CORPORATION Americas Y 14 11.9 22,500,000 4 25-75%
CINERGY CORP. Americas   12 4.3 2,500,000 0 25-75%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe   13 9.0 10,000,000 1 > 95%
CISCO SYSTEMS, INC. Americas Y 12 8.0 10,000,000 1 5-25%
CITIGROUP INC. Americas   14 12.2 150,000,000 17 5-25%
CLARIANT AG Europe   14 13.0 75,000,000 8 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 14 13.1 100,000,000 17 5-25%
CMS ENERGY CORPORATION Americas Y 13 11.2 15,000,000 3 < 5%
CNA FINANCIAL CORPORATION Americas   14 11.3 15,000,000 3 25-75%
CNOOC LIMITED Asia ex-Japan   13 4.7 2,500,000 1 > 95%
COCA-COLA ENTERPRISES INC. Americas   13 10.8 15,000,000 3 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. Europe   14 10.9 17,500,000 3 > 95%
COGNIS GMBH Europe   14 12.0 50,000,000 4 > 95%
COLES GROUP LIMITED Australia NZ   14 9.9 20,000,000 2 > 95%
COLGATE-PALMOLIVE COMPANY Americas   12 8.3 10,000,000 1 25-75%
COLT TELECOM GROUP LIMITED Europe   14 9.9 12,500,000 2 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas   14 12.6 50,000,000 7 25-75%
COMCAST CORPORATION Americas Y 12 11.7 20,000,000 3 < 5%
COMMERCIAL METALS COMPANY Americas   12 9.3 12,500,000 2 25-75%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 14 13.0 100,000,000 8 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ   13 9.9 15,000,000 1 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   13 8.1 25,000,000 2 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas Y 11 8.8 10,000,000 2 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe Y 14 13.3 100,000,000 11 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   14 12.6 50,000,000 6 > 95%
COMPASS GROUP PLC Europe Y 14 13.3 50,000,000 6 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 14 13.2 75,000,000 9 25-75%
CONAGRA FOODS, INC. Americas Y 14 12.4 50,000,000 5 25-75%
CONOCOPHILLIPS Americas Y 14 11.9 50,000,000 5 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   13 8.4 7,500,000 1 25-75%
CONSTELLATION BRANDS, INC. Americas Y 13 9.9 12,500,000 2 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 14 12.8 75,000,000 8 5-25%
CONTINENTAL AKTIENGESELLSCHAFT Europe   14 13.8 125,000,000 15 > 95%
CON-WAY INC. Americas   13 10.1 17,500,000 3 5-25%
COOPER TIRE & RUBBER COMPANY Americas Y 14 11.9 22,500,000 4 25-75%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   14 11.3 50,000,000 3 > 95%
CORNING INCORPORATED Americas   13 8.9 10,000,000 2 25-75%
CORUS GROUP LIMITED Europe   14 10.4 15,000,000 2 > 95%
CORUS GROUP PLC Europe   8 1.1 2,500,000 0 > 95%
COSTCO WHOLESALE CORPORATION Americas   11 7.3 7,500,000 1 25-75%
COVIDIEN LTD. Americas   13 8.1 2,500,000 1 25-75%
COX COMMUNICATIONS, INC. Americas Y 14 12.6 50,000,000 6 25-75%
CREDIT AGRICOLE SA Europe Y 14 12.6 75,000,000 5 > 95%
CREDIT SUISSE (USA), INC. Americas   12 6.4 7,500,000 1 25-75%
CREDIT SUISSE GROUP LTD Europe Y 14 11.7 75,000,000 7 > 95%
CROWN LIMITED Australia NZ   14 10.8 15,000,000 2 > 95%
CSC HOLDINGS, INC. Americas Y 13 9.0 10,000,000 2 < 5%
CSR LIMITED Australia NZ   14 10.4 15,000,000 2 > 95%
CSX CORPORATION Americas Y 14 12.3 50,000,000 5 25-75%
CUMMINS INC. Americas   13 10.7 15,000,000 3 < 5%
CVS CAREMARK CORPORATION Americas Y 14 12.7 50,000,000 5 25-75%
CYTEC INDUSTRIES INC. Americas   13 11.6 22,500,000 4 25-75%
CZECH REPUBLIC Sovereign Y 14 10.8 50,000,000 2 > 95%
D.R. HORTON, INC. Americas   14 12.6 50,000,000 8 < 5%
DAIMLER AG Europe Y 14 13.6 125,000,000 14 > 95%
DANAHER CORPORATION Americas   13 9.0 7,500,000 2 25-75%
DANONE Europe Y 14 11.4 50,000,000 4 > 95%
DANSKE BANK A/S Europe   12 6.7 7,500,000 1 > 95%
DARDEN RESTAURANTS, INC. Americas Y 14 12.6 50,000,000 8 25-75%
DBS BANK LTD. Asia ex-Japan   13 8.9 7,500,000 1 > 95%
DEAN FOODS COMPANY Americas Y 14 9.9 10,000,000 2 < 5%
DEERE & COMPANY Americas Y 14 11.8 50,000,000 4 5-25%
DELHAIZE AMERICA, INC. Americas   14 10.7 20,000,000 3 5-25%
DELL INC. Americas Y 13 11.6 17,500,000 3 5-25%
DELUXE CORPORATION Americas   12 5.9 7,500,000 1 25-75%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe Y 13 7.0 7,500,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 14 12.8 200,000,000 15 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe   14 13.2 75,000,000 9 > 95%
DEUTSCHE POST AG Europe Y 14 11.8 50,000,000 4 > 95%
DEUTSCHE TELEKOM AG Europe Y 14 13.9 150,000,000 13 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   11 6.8 7,500,000 1 25-75%
DEVON ENERGY CORPORATION Americas Y 14 12.2 25,000,000 4 25-75%
DEXIA CREDIT LOCAL Europe   14 9.8 12,500,000 1 > 95%
DIAGEO PLC Europe Y 14 13.1 50,000,000 4 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   14 10.1 10,000,000 2 5-25%
DILLARD'S, INC. Americas Y 14 10.6 12,500,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 12 9.7 12,500,000 2 < 5%
DISH DBS CORPORATION Americas Y 13 11.2 12,500,000 3 < 5%
DOLE FOOD COMPANY, INC. Americas Y 12 8.8 7,500,000 1 < 5%
DOMINION RESOURCES, INC. Americas Y 14 12.3 50,000,000 4 25-75%
DOMTAR CORPORATION Americas Y 14 12.0 22,500,000 5 5-25%
DONG ENERGY A/S Europe   12 5.1 5,000,000 0 > 95%
DP WORLD LIMITED Europe   12 6.7 7,500,000 1 > 95%
DPL INC. Americas   12 4.8 2,500,000 1 5-25%
DSG INTERNATIONAL PLC Europe   14 13.2 75,000,000 8 > 95%
DTE ENERGY COMPANY Americas   13 8.9 10,000,000 2 25-75%
DUKE ENERGY CAROLINAS, LLC Americas Y 14 12.0 22,500,000 3 25-75%
DUKE REALTY LIMITED PARTNERSHIP Americas   11 7.8 10,000,000 1 25-75%
DYNEGY HOLDINGS INC. Americas Y 14 11.1 17,500,000 3 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 14 11.6 50,000,000 4 5-25%
E.ON AG Europe Y 14 13.1 75,000,000 9 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 14 13.0 75,000,000 8 25-75%
EASTMAN KODAK COMPANY Americas Y 14 12.6 50,000,000 10 5-25%
EATON CORPORATION Americas   13 8.9 10,000,000 2 25-75%
EBARA CORPORATION Japan   6 2.0 2,500,000 0 > 95%
EDISON S.P.A. Europe Y 14 12.0 22,500,000 3 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 14 13.0 50,000,000 6 > 95%
EIRCOM LIMITED Europe   12 4.1 5,000,000 1 > 95%
EL PASO CORPORATION Americas Y 13 11.0 25,000,000 6 < 5%
ELECTRICITE DE FRANCE Europe Y 14 13.1 100,000,000 9 > 95%
ELECTRONIC DATA SYSTEMS CORPORATION Americas   13 6.2 7,500,000 1 25-75%
ELI LILLY AND COMPANY Americas   12 9.1 10,000,000 1 25-75%
ELISA OYJ Europe   12 5.1 7,500,000 1 > 95%
EMBARQ CORPORATION Americas   14 12.4 50,000,000 6 25-75%
EMERSON ELECTRIC CO. Americas   10 4.8 5,000,000 1 25-75%
EMI GROUP LIMITED Europe   14 11.8 15,000,000 3 > 95%
EMI GROUP PLC Europe   5 0.9 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   12 6.2 7,500,000 1 25-75%
ENBRIDGE INC. Americas   12 10.7 12,500,000 2 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe Y 14 12.0 50,000,000 4 > 95%
ENCANA CORPORATION Americas   13 10.4 15,000,000 3 25-75%
ENDESA, S.A. Europe   14 13.0 50,000,000 6 > 95%
ENECO HOLDING N.V. Europe   14 5.7 5,000,000 1 > 95%
ENEL S.P.A. Europe Y 14 13.8 125,000,000 12 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 14 12.0 50,000,000 7 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   12 7.7 5,000,000 1 5-25%
ENI S.P.A. Europe   14 8.9 10,000,000 1 > 95%
ENTERGY CORPORATION Americas   13 9.9 12,500,000 2 25-75%
ENTERPRISE PRODUCTS OPERATING LLC Americas   13 7.7 7,500,000 1 25-75%
EOP OPERATING LIMITED PARTNERSHIP Americas   13 11.9 50,000,000 4 25-75%
ERAC USA FINANCE COMPANY Americas   11 5.9 7,500,000 1 25-75%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 14 10.9 17,500,000 3 25-75%
ERSTE GROUP BANK AG Europe   13 7.0 7,500,000 1 > 95%
ESSENT N.V. Europe   13 6.0 5,000,000 1 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe Y 14 12.7 75,000,000 8 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   12 5.0 5,000,000 1 25-75%
EVONIK DEGUSSA GMBH Europe   14 12.8 50,000,000 5 > 95%
EXELON CORPORATION Americas   13 10.7 15,000,000 3 25-75%
EXELON GENERATION COMPANY, LLC Americas   13 10.1 17,500,000 3 25-75%
EXPEDIA, INC. Americas   14 11.2 50,000,000 5 25-75%
EXPERIAN FINANCE PLC Europe Y 14 13.1 75,000,000 7 > 95%
EXXON MOBIL CORPORATION Americas   14 5.0 2,500,000 0 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 12 8.7 7,500,000 1 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   13 7.8 7,500,000 1 > 95%
FCE BANK PLC Europe   13 9.0 20,000,000 2 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign Y 13 10.7 225,000,000 9 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 14 13.1 700,000,000 42 > 95%
FEDEX CORPORATION Americas   12 10.7 15,000,000 3 25-75%
FIAT S.P.A. Europe   14 13.6 75,000,000 9 > 95%
FINMECCANICA S.P.A. Europe Y 14 12.4 50,000,000 6 > 95%
FIRST DATA CORPORATION Americas Y 13 12.4 75,000,000 11 5-25%
FIRST INDUSTRIAL, L.P. Americas   12 5.8 5,000,000 1 25-75%
FIRSTENERGY CORP. Americas Y 14 12.9 50,000,000 5 5-25%
FKI PLC Europe   14 11.6 17,500,000 3 > 95%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 13 11.7 20,000,000 4 < 5%
FORD MOTOR COMPANY Americas Y 14 12.4 125,000,000 17 5-25%
FORD MOTOR CREDIT COMPANY LLC Americas   14 12.7 75,000,000 10 5-25%
FOREST OIL CORPORATION Americas Y 13 10.4 12,500,000 3 < 5%
FORTIS BANK Europe   13 7.3 7,500,000 1 > 95%
FORTIS N.V. Europe   14 6.3 5,000,000 1 > 95%
FORTUM OYJ Europe Y 14 12.3 25,000,000 3 > 95%
FORTUNE BRANDS, INC. Americas Y 14 13.1 50,000,000 6 25-75%
FOSTER'S GROUP LIMITED Australia NZ   13 10.2 15,000,000 2 > 95%
FPL GROUP CAPITAL INC Americas   13 11.0 15,000,000 2 25-75%
FRANCE TELECOM Europe Y 14 13.7 200,000,000 12 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas   14 10.7 15,000,000 3 < 5%
FREEPORT-MCMORAN CORPORATION Americas   14 8.2 10,000,000 2 25-75%
FREESCALE SEMICONDUCTOR, INC. Americas Y 14 10.9 22,500,000 5 < 5%
FRENCH REPUBLIC Sovereign Y 14 11.6 200,000,000 7 > 95%
FRESENIUS SE Europe   14 11.4 25,000,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 14 12.3 50,000,000 6 25-75%
FUJITSU LIMITED Japan   12 7.2 7,500,000 1 > 95%
GANNETT CO., INC. Americas Y 14 13.2 100,000,000 14 5-25%
GAS NATURAL SDG, S.A. Europe Y 14 13.1 75,000,000 8 > 95%
GATX CORPORATION Americas Y 14 11.6 50,000,000 5 25-75%
GDF SUEZ Europe Y 14 13.7 75,000,000 9 > 95%
GECINA Europe   13 12.0 22,500,000 3 > 95%
GENERAL DYNAMICS CORPORATION Americas   13 9.2 7,500,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 14 13.3 225,000,000 23 5-25%
GENERAL MILLS, INC. Americas Y 14 10.6 17,500,000 3 5-25%
GENTING BHD. Asia ex-Japan   14 5.7 5,000,000 1 > 95%
GENWORTH FINANCIAL, INC. Americas   13 11.9 50,000,000 5 25-75%
GEORGIA-PACIFIC LLC Americas Y 14 12.0 17,500,000 4 5-25%
GKN HOLDINGS PLC Europe   14 12.8 75,000,000 8 > 95%
GLAXOSMITHKLINE PLC Europe   13 8.9 10,000,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe Y 14 13.4 75,000,000 9 > 95%
GMAC INC. Americas Y 14 9.8 100,000,000 10 5-25%
GOODRICH CORPORATION Americas Y 14 11.9 50,000,000 5 25-75%
GOVERNMENT OF DUBAI Sovereign   13 9.7 50,000,000 4 > 95%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ   13 8.9 10,000,000 1 > 95%
GROHE HOLDING GMBH Europe   14 11.8 50,000,000 5 > 95%
GROUPE AUCHAN Europe Y 14 11.4 50,000,000 3 > 95%
GS CALTEX CORPORATION Asia ex-Japan   14 8.0 7,500,000 1 > 95%
H. J. HEINZ COMPANY Americas   14 11.4 50,000,000 4 25-75%
HALLIBURTON COMPANY Americas Y 14 11.3 22,500,000 3 25-75%
HAMMERSON PLC Europe   12 10.4 12,500,000 3 > 95%
HANA BANK Asia ex-Japan   12 5.0 5,000,000 1 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe Y 14 13.3 100,000,000 9 > 95%
HANSON LIMITED Europe   14 12.9 50,000,000 8 > 95%
HARRAH'S OPERATING COMPANY, INC. Americas Y 14 12.8 75,000,000 14 5-25%
HASBRO, INC. Americas   13 9.0 10,000,000 2 25-75%
HAVAS Europe   13 10.6 15,000,000 2 > 95%
HCA INC. Americas Y 13 12.0 50,000,000 6 5-25%
HCP, INC. Americas   14 10.3 15,000,000 3 25-75%
HEALTH CARE REIT, INC. Americas   11 7.3 7,500,000 1 25-75%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas   13 9.4 7,500,000 2 25-75%
HEIDELBERGCEMENT AG Europe   14 13.7 100,000,000 11 > 95%
HEINEKEN N.V. Europe   12 5.6 5,000,000 0 > 95%
HELLENIC REPUBLIC Sovereign Y 14 13.3 450,000,000 27 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe Y 14 13.6 100,000,000 10 > 95%
HENKEL AG & CO. KGAA Europe Y 14 12.6 50,000,000 4 > 95%
HESS CORPORATION Americas   14 12.0 17,500,000 3 5-25%
HEWLETT-PACKARD COMPANY Americas Y 14 11.9 50,000,000 5 25-75%
HILTON HOTELS CORPORATION Americas   14 12.2 50,000,000 6 5-25%
HITACHI, LTD. Japan   13 8.6 10,000,000 1 > 95%
HOLCIM LTD Europe Y 14 12.3 50,000,000 6 > 95%
HONDA MOTOR CO., LTD. Japan   12 8.4 10,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 14 12.0 25,000,000 4 5-25%
HOSPITALITY PROPERTIES TRUST Americas   12 6.8 10,000,000 1 25-75%
HOST HOTELS & RESORTS, L.P. Americas Y 13 10.8 20,000,000 5 < 5%
HSBC BANK PLC Europe   14 10.8 50,000,000 3 > 95%
HSBC FINANCE CORPORATION Americas   13 11.6 50,000,000 6 25-75%
HUMANA INC. Americas   12 9.1 7,500,000 2 25-75%
HUNTSMAN INTERNATIONAL LLC Americas   12 9.4 7,500,000 2 < 5%
HUSKY ENERGY INC. Americas   11 5.9 5,000,000 1 25-75%
HUTCHISON WHAMPOA LIMITED Asia ex-Japan Y 14 13.4 75,000,000 8 > 95%
HYUNDAI MOTOR COMPANY Asia ex-Japan   14 10.0 7,500,000 1 > 95%
IBERDROLA INTERNATIONAL B.V. Americas-Europe   10 2.8 2,500,000 0 > 95%
IBERDROLA, S.A. Europe Y 14 12.9 75,000,000 6 > 95%
ICICI BANK LIMITED Asia ex-Japan Y 14 12.0 15,000,000 3 > 95%
IDBI BANK LIMITED Asia ex-Japan   13 7.7 5,000,000 1 > 95%
IHI CORPORATION Japan   10 5.0 2,500,000 0 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   12 5.9 7,500,000 1 > 95%
IKON OFFICE SOLUTIONS, INC. Americas   13 5.6 5,000,000 1 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   14 12.6 25,000,000 3 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   14 13.7 50,000,000 6 > 95%
INDUSTRIAL BANK OF KOREA Asia ex-Japan   12 5.3 7,500,000 1 > 95%
INEOS GROUP HOLDINGS PLC Europe   14 12.8 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe   13 10.4 15,000,000 2 > 95%
ING BANK N.V. Europe   14 11.6 50,000,000 4 > 95%
ING VERZEKERINGEN N.V. Europe   12 6.4 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 14 12.1 50,000,000 6 25-75%
INTELSAT, LTD. Americas Y 14 10.7 20,000,000 4 25-75%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 14 12.3 50,000,000 5 25-75%
INTERNATIONAL GAME TECHNOLOGY Americas   13 7.8 7,500,000 1 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 14 13.2 100,000,000 14 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 14 13.1 75,000,000 11 5-25%
INTERNATIONAL POWER PLC Europe   14 11.0 22,500,000 3 > 95%
INTERVAL ACQUISITION CORP. Americas   14 12.7 75,000,000 7 25-75%
INTESA SANPAOLO SPA Europe Y 14 13.4 125,000,000 11 > 95%
INVENSYS PLC Europe   13 8.2 17,500,000 2 > 95%
INVESTOR AKTIEBOLAG Europe   14 9.4 12,500,000 2 > 95%
IRELAND Sovereign Y 14 11.6 150,000,000 8 > 95%
IRISH LIFE & PERMANENT PUBLIC LIMITED COMPANY Europe   12 5.7 5,000,000 1 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 12 6.9 7,500,000 1 < 5%
ISS GLOBAL A/S Europe   13 8.0 7,500,000 1 > 95%
ISS HOLDING A/S Europe   12 10.9 17,500,000 3 > 95%
ISTAR FINANCIAL INC. Americas   14 12.8 75,000,000 9 5-25%
ITOCHU CORPORATION Japan   13 8.2 7,500,000 1 > 95%
ITV PLC Europe   14 13.0 75,000,000 8 > 95%
J SAINSBURY PLC Europe Y 14 12.4 50,000,000 5 > 95%
J. C. PENNEY COMPANY, INC. Americas   14 13.1 75,000,000 8 < 5%
JAPAN Sovereign   13 11.1 100,000,000 9 > 95%
JAPAN TOBACCO INC. Japan   13 8.4 10,000,000 1 > 95%
JEMENA LIMITED Australia NZ   14 7.9 7,500,000 1 > 95%
JFE STEEL CORPORATION Japan   12 8.0 7,500,000 1 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   13 8.2 5,000,000 1 5-25%
JOHNSON & JOHNSON Americas   13 9.4 15,000,000 2 5-25%
JOHNSON CONTROLS, INC. Americas Y 14 11.3 25,000,000 5 25-75%
JOINT STOCK COMPANY "HALYK BANK OF KAZAKHSTAN" Europe   7 0.8 2,500,000 0 > 95%
JONES APPAREL GROUP, INC. Americas   14 13.2 75,000,000 11 5-25%
JPMORGAN CHASE & CO. Americas   14 13.6 175,000,000 18 25-75%
JSC "GAZPROM" Europe Y 14 13.9 225,000,000 16 > 95%
JSC "KAZKOMMERTSBANK" Europe Y 14 11.1 22,500,000 3 > 95%
JSC VTB BANK Europe Y 14 12.3 75,000,000 5 > 95%
JTI (UK) FINANCE PLC Europe Y 14 10.8 15,000,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 14 11.9 50,000,000 6 < 5%
KABEL DEUTSCHLAND GMBH Europe   14 12.4 50,000,000 4 > 95%
KAJIMA CORPORATION Japan   12 5.4 5,000,000 1 > 95%
KB HOME Americas Y 14 12.3 50,000,000 8 < 5%
KBC BANK Europe   9 3.4 2,500,000 0 > 95%
KELDA GROUP LIMITED Europe   14 10.8 7,500,000 2 > 95%
KELLOGG COMPANY Americas   13 6.1 5,000,000 1 5-25%
KERR-MCGEE CORPORATION Americas   14 8.8 10,000,000 2 5-25%
KEYSPAN CORPORATION Americas   12 4.8 2,500,000 0 75-95%
KIMBERLY-CLARK CORPORATION Americas   13 10.2 15,000,000 3 25-75%
KIMCO REALTY CORPORATION Americas   13 11.3 20,000,000 3 25-75%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 13 11.0 17,500,000 3 25-75%
KINDER MORGAN, INC. Americas   13 7.2 12,500,000 2 25-75%
KINGDOM OF BELGIUM Sovereign Y 14 11.8 100,000,000 4 > 95%
KINGDOM OF DENMARK Sovereign Y 13 8.7 25,000,000 1 > 95%
KINGDOM OF NORWAY Sovereign Y 12 6.2 15,000,000 1 > 95%
KINGDOM OF SPAIN Sovereign Y 14 12.9 500,000,000 26 > 95%
KINGDOM OF SWEDEN Sovereign Y 14 10.7 50,000,000 3 > 95%
KINGDOM OF THAILAND Sovereign Y 14 12.2 50,000,000 5 > 95%
KINGDOM OF THE NETHERLANDS Sovereign Y 14 10.6 75,000,000 3 > 95%
KINGFISHER PLC Europe   14 13.3 75,000,000 9 > 95%
KINTETSU CORPORATION Japan   10 5.0 7,500,000 1 > 95%
KLEPIERRE Europe   12 5.2 5,000,000 1 > 95%
KOBE STEEL, LTD. Japan   12 6.8 5,000,000 1 > 95%
KOHL'S CORPORATION Americas Y 14 12.3 50,000,000 6 5-25%
KONINKLIJKE AHOLD N.V. Europe Y 14 12.4 50,000,000 5 > 95%
KONINKLIJKE DSM N.V. Europe Y 14 13.8 50,000,000 7 > 95%
KONINKLIJKE KPN N.V. Europe Y 14 14.0 125,000,000 14 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 14 12.2 50,000,000 5 > 95%
KOOKMIN BANK Asia ex-Japan   14 7.7 5,000,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION Asia ex-Japan   14 10.3 10,000,000 2 > 95%
KRAFT FOODS INC. Americas Y 14 13.1 50,000,000 6 25-75%
KT CORPORATION Asia ex-Japan   13 6.3 5,000,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 13 9.6 12,500,000 2 < 5%
LADBROKES PLC Europe   13 12.7 50,000,000 5 > 95%
LAFARGE Europe   14 13.3 100,000,000 11 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 14 11.1 50,000,000 3 > 95%
LANXESS AKTIENGESELLSCHAFT Europe Y 14 12.2 50,000,000 4 > 95%
LEBANESE REPUBLIC Sovereign Y 11 6.4 7,500,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   13 8.9 7,500,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   14 10.0 10,000,000 2 > 95%
LENNAR CORPORATION Americas Y 14 12.9 100,000,000 13 25-75%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 11 8.6 7,500,000 2 < 5%
LEVI STRAUSS & CO. Americas Y 12 10.1 15,000,000 3 < 5%
LEXMARK INTERNATIONAL, INC. Americas   13 7.1 7,500,000 1 25-75%
LIBERTY MEDIA LLC Americas Y 14 12.4 50,000,000 6 5-25%
LIBERTY MUTUAL GROUP INC. Americas   13 9.6 12,500,000 2 25-75%
LIBERTY MUTUAL INSURANCE COMPANY Americas   14 11.6 17,500,000 3 25-75%
LIMITED BRANDS, INC. Americas Y 14 13.3 100,000,000 13 5-25%
LINCOLN NATIONAL CORPORATION Americas   13 10.1 17,500,000 3 5-25%
LINDE AKTIENGESELLSCHAFT Europe Y 14 12.7 50,000,000 5 > 95%
LIZ CLAIBORNE, INC. Americas Y 14 12.8 50,000,000 7 5-25%
LLOYDS TSB BANK PLC Europe   14 11.8 50,000,000 4 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 14 11.8 25,000,000 3 25-75%
LOEWS CORPORATION Americas Y 14 11.4 25,000,000 3 5-25%
LOUISIANA-PACIFIC CORPORATION Americas Y 13 12.3 50,000,000 9 5-25%
LOWE'S COMPANIES, INC. Americas Y 13 11.8 50,000,000 4 5-25%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 14 12.4 50,000,000 4 > 95%
M.D.C. HOLDINGS, INC. Americas Y 13 12.0 22,500,000 4 25-75%
MACK-CALI REALTY, L.P. Americas   13 6.6 5,000,000 1 25-75%
MACQUARIE BANK LIMITED Australia NZ   14 10.0 12,500,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas   14 8.2 7,500,000 1 25-75%
MACY'S, INC. Americas Y 14 13.1 100,000,000 16 5-25%
MALAYSIA Sovereign Y 14 12.8 50,000,000 4 > 95%
MAN GROUP PLC Europe   14 10.1 12,500,000 2 > 95%
MANOR CARE, INC. Americas   13 7.3 7,500,000 1 25-75%
MARATHON OIL CORPORATION Americas   13 10.1 12,500,000 2 5-25%
MARKS AND SPENCER P.L.C. Europe Y 14 13.1 75,000,000 8 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 14 12.4 50,000,000 7 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 14 12.4 50,000,000 6 25-75%
MARUBENI CORPORATION Japan   11 7.1 7,500,000 1 > 95%
MASCO CORPORATION Americas   14 12.2 50,000,000 9 25-75%
MASSEY ENERGY COMPANY Americas Y 12 10.0 12,500,000 3 < 5%
MATTEL, INC. Americas   14 10.0 17,500,000 3 25-75%
MAYTAG CORPORATION Americas   14 9.7 12,500,000 2 25-75%
MBIA INC. Americas   14 12.8 100,000,000 12 25-75%
MBIA INSURANCE CORPORATION Americas   14 13.0 150,000,000 16 5-25%
MCDONALD'S CORPORATION Americas Y 14 12.1 25,000,000 4 25-75%
MCKESSON CORPORATION Americas Y 14 11.6 50,000,000 6 25-75%
MEADWESTVACO CORPORATION Americas   14 13.2 75,000,000 8 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas   12 8.3 7,500,000 1 25-75%
MEDIACOM LLC Americas Y 12 9.1 7,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   14 7.2 10,000,000 1 > 95%
MEDTRONIC, INC. Americas   13 9.3 12,500,000 2 25-75%
MERCK & CO., INC. Americas   14 10.6 20,000,000 3 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   12 5.1 5,000,000 0 > 95%
MERRILL LYNCH & CO., INC. Americas   14 12.7 100,000,000 11 25-75%
METLIFE, INC. Americas Y 14 12.8 75,000,000 9 5-25%
METRO AG Europe Y 14 13.2 50,000,000 5 > 95%
METSO OYJ Europe   14 11.8 22,500,000 4 > 95%
MGIC INVESTMENT CORPORATION Americas   14 12.8 100,000,000 11 25-75%
MGM MIRAGE Americas Y 13 12.6 50,000,000 10 < 5%
MIRANT NORTH AMERICA, LLC Americas Y 13 10.8 12,500,000 2 < 5%
MITSUBISHI CORPORATION Japan   13 9.1 10,000,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan   12 5.9 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan   13 6.0 5,000,000 1 > 95%
MITSUI & CO., LTD. Japan   13 8.2 10,000,000 1 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan   12 4.3 2,500,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan   13 11.1 20,000,000 3 > 95%
MMO2 PLC Europe   13 9.7 17,500,000 3 > 95%
MOHAWK INDUSTRIES, INC. Americas   14 11.7 25,000,000 5 5-25%
MOLSON COORS BREWING COMPANY Americas   12 7.7 5,000,000 1 25-75%
MONSANTO COMPANY Americas   13 7.3 5,000,000 1 25-75%
MORGAN STANLEY Americas   14 13.1 150,000,000 15 25-75%
MOTOROLA, INC. Americas Y 14 13.0 75,000,000 10 5-25%
M-REAL OYJ Europe   14 12.0 50,000,000 5 > 95%
MTR CORPORATION LIMITED Asia ex-Japan   13 4.3 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 14 13.0 75,000,000 7 > 95%
MURPHY OIL CORPORATION Americas   13 6.3 5,000,000 1 25-75%
NABORS INDUSTRIES, INC. Americas   14 12.1 50,000,000 5 25-75%
NALCO COMPANY Americas Y 13 9.1 10,000,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ   13 10.8 22,500,000 2 > 95%
NATIONAL GRID PLC Europe Y 14 12.8 50,000,000 5 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 14 12.6 25,000,000 4 25-75%
NATIXIS Europe   12 6.1 7,500,000 1 > 95%
NAVISTAR INTERNATIONAL CORPORATION Americas   10 6.8 5,000,000 1 < 5%
NEC CORPORATION Japan   12 7.3 10,000,000 1 > 95%
NESTLE S.A. Europe Y 14 12.2 50,000,000 3 > 95%
NEW ALBERTSON'S, INC. Americas   14 12.2 50,000,000 4 5-25%
NEW CINGULAR WIRELESS SERVICES, INC. Americas   13 6.9 5,000,000 1 75-95%
NEW ZEALAND Sovereign   12 6.0 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 14 12.7 75,000,000 8 25-75%
NEWMONT MINING CORPORATION Americas   13 8.6 7,500,000 1 25-75%
NEWMONT USA LIMITED Americas   13 5.8 2,500,000 1 25-75%
NEWS AMERICA INCORPORATED Americas Y 14 12.6 50,000,000 5 25-75%
NEXEN INC. Americas   13 8.4 7,500,000 2 25-75%
NEXT PLC Europe Y 14 12.9 50,000,000 5 > 95%
NEXTEL COMMUNICATIONS, INC. Americas   12 5.3 2,500,000 0 5-25%
NIPPON STEEL CORPORATION Japan   13 8.6 12,500,000 2 > 95%
NISOURCE FINANCE CORP. Americas   12 9.1 10,000,000 2 25-75%
NISSAN MOTOR CO., LTD. Japan   13 9.1 12,500,000 1 > 95%
NOBLE CORPORATION Americas   9 3.9 5,000,000 1 75-95%
NOBLE ENERGY, INC. Americas   12 6.7 5,000,000 1 25-75%
NOBLE GROUP LIMITED Asia ex-Japan   14 11.9 15,000,000 3 > 95%
NOKIA OYJ Europe   14 11.4 22,500,000 3 > 95%
NOMURA SECURITIES CO., LTD. Japan   11 6.1 5,000,000 1 > 95%
NORBORD INC. Americas   14 11.0 20,000,000 4 25-75%
NORDIC TELEPHONE COMPANY HOLDING APS Europe   13 11.1 17,500,000 3 > 95%
NORDSTROM, INC. Americas Y 14 13.1 75,000,000 11 5-25%
NORFOLK SOUTHERN CORPORATION Americas Y 14 12.2 50,000,000 5 25-75%
NORSKE SKOGINDUSTRIER ASA Europe   14 12.9 50,000,000 8 > 95%
NORTHERN ROCK PLC Europe   12 5.8 7,500,000 1 > 95%
NORTHROP GRUMMAN CORPORATION Americas Y 14 11.7 20,000,000 3 25-75%
NOVA CHEMICALS CORPORATION Americas Y 14 11.7 15,000,000 3 < 5%
NOVARTIS AG Europe   13 10.0 15,000,000 2 > 95%
NRG ENERGY, INC. Americas Y 12 10.1 12,500,000 2 < 5%
NUCOR CORPORATION Americas   14 10.8 50,000,000 4 25-75%
NXP B.V. Europe   13 11.3 50,000,000 5 > 95%
OBAYASHI CORPORATION Japan   12 5.1 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   12 8.0 7,500,000 1 25-75%
ODYSSEY RE HOLDINGS CORP. Americas   13 8.3 10,000,000 2 25-75%
OFFICE DEPOT, INC. Americas   13 11.3 22,500,000 4 25-75%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   13 10.4 12,500,000 2 > 95%
OLIN CORPORATION Americas   13 12.0 50,000,000 8 25-75%
OMNICARE, INC. Americas   12 5.6 5,000,000 1 < 5%
OMNICOM GROUP INC. Americas Y 14 12.1 50,000,000 5 25-75%
ONEOK PARTNERS, L.P. Americas   12 5.2 5,000,000 1 25-75%
ONEOK, INC. Americas   14 9.3 15,000,000 3 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe   13 10.9 50,000,000 6 > 95%
ORACLE CORPORATION Americas   11 7.6 5,000,000 1 5-25%
ORIX CORPORATION Japan   14 11.4 25,000,000 4 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia ex-Japan   12 5.8 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. Americas Y 12 8.8 10,000,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   12 6.7 7,500,000 1 5-25%
PACKAGING CORPORATION OF AMERICA Americas   12 8.7 12,500,000 2 5-25%
PACTIV CORPORATION Americas   13 10.6 12,500,000 2 25-75%
PARKER DRILLING COMPANY Americas   12 7.7 5,000,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED Asia ex-Japan   14 11.1 15,000,000 3 > 95%
PEABODY ENERGY CORPORATION Americas   11 6.7 7,500,000 1 5-25%
PEARSON PLC Europe Y 14 12.8 50,000,000 6 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 14 12.6 100,000,000 11 > 95%
PEPCO HOLDINGS, INC. Americas   13 8.2 7,500,000 2 75-95%
PEPSICO, INC. Americas   12 8.2 10,000,000 1 25-75%
PERNOD RICARD Europe   13 12.2 50,000,000 4 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas Y 13 5.7 5,000,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   12 4.7 5,000,000 0 > 95%
PETROLEOS MEXICANOS Americas Y 14 12.4 75,000,000 6 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia ex-Japan   13 9.1 7,500,000 2 > 95%
PEUGEOT SA Europe   14 13.6 75,000,000 8 > 95%
PFIZER INC. Americas Y 14 11.8 17,500,000 2 25-75%
PHH CORPORATION Americas   12 4.7 7,500,000 1 75-95%
PILKINGTON GROUP LIMITED Europe   14 9.1 12,500,000 2 > 95%
PIONEER CORPORATION Japan   11 3.8 5,000,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas   14 10.6 15,000,000 3 25-75%
PITNEY BOWES INC. Americas   14 11.9 50,000,000 6 25-75%
POLYONE CORPORATION Americas Y 13 9.8 10,000,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   14 13.1 75,000,000 5 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 14 13.6 125,000,000 13 > 95%
PORTUGUESE REPUBLIC Sovereign Y 14 12.4 325,000,000 15 > 95%
POSCO Asia ex-Japan   14 11.0 15,000,000 3 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   13 9.0 10,000,000 1 25-75%
PPG INDUSTRIES, INC. Americas   14 11.6 25,000,000 4 25-75%
PPL ENERGY SUPPLY, LLC Americas   13 10.1 12,500,000 2 25-75%
PPR Europe Y 14 12.9 75,000,000 7 > 95%
PRAXAIR, INC. Americas   11 6.9 5,000,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 13 10.0 10,000,000 2 < 5%
PROGRESS ENERGY, INC. Americas Y 14 12.1 50,000,000 4 25-75%
PROLOGIS Americas   13 11.2 50,000,000 5 25-75%
PROMISE CO., LTD. Japan   13 12.2 25,000,000 4 > 95%
PROSIEBENSAT.1 MEDIA AG Europe   13 9.3 12,500,000 2 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   14 12.3 22,500,000 4 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   13 11.2 22,500,000 3 > 95%
PSEG POWER LLC Americas   14 8.4 10,000,000 2 25-75%
PUBLICIS GROUPE SA Europe Y 14 11.7 50,000,000 4 > 95%
PULTE HOMES, INC. Americas   14 12.6 100,000,000 12 25-75%
QANTAS AIRWAYS LIMITED Australia NZ   14 12.4 75,000,000 7 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ   13 7.7 7,500,000 1 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 14 10.6 15,000,000 2 25-75%
QWEST CAPITAL FUNDING, INC. Americas Y 13 9.6 10,000,000 2 < 5%
QWEST CORPORATION Americas   13 10.6 15,000,000 3 < 5%
R.R. DONNELLEY & SONS COMPANY Americas Y 14 12.8 50,000,000 8 25-75%
RADIAN GROUP INC. Americas Y 14 13.1 125,000,000 15 5-25%
RADIOSHACK CORPORATION Americas Y 13 12.7 50,000,000 8 25-75%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT Europe   14 5.9 7,500,000 1 > 95%
RALLYE Europe   14 12.1 22,500,000 4 > 95%
RAY ACQUISITION SCA Europe   13 5.2 5,000,000 1 > 95%
RAYTHEON COMPANY Americas Y 14 11.8 22,500,000 3 25-75%
REALOGY CORPORATION Americas Y 13 9.2 12,500,000 3 5-25%
REED ELSEVIER PLC Europe Y 14 13.2 50,000,000 6 > 95%
RELIANCE INDUSTRIES LIMITED Asia ex-Japan   14 11.9 12,500,000 2 > 95%
RENAULT Europe   14 13.8 100,000,000 10 > 95%
RENTOKIL INITIAL 1927 PLC Europe   14 9.9 12,500,000 2 > 95%
RENTOKIL INITIAL PLC Europe   14 12.6 50,000,000 5 > 95%
REPSOL YPF S.A. Europe Y 14 12.7 50,000,000 5 > 95%
REPUBLIC OF AUSTRIA Sovereign Y 14 12.9 200,000,000 9 > 95%
REPUBLIC OF BULGARIA Sovereign Y 14 10.7 50,000,000 4 > 95%
REPUBLIC OF CHILE Sovereign   12 5.7 7,500,000 1 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 14 12.7 125,000,000 12 > 95%
REPUBLIC OF CROATIA Sovereign Y 14 10.4 17,500,000 2 > 95%
REPUBLIC OF ESTONIA Sovereign   11 7.2 7,500,000 1 > 95%
REPUBLIC OF FINLAND Sovereign Y 13 9.2 50,000,000 1 > 95%
REPUBLIC OF HUNGARY Sovereign Y 14 13.7 150,000,000 14 > 95%
REPUBLIC OF ICELAND Sovereign   14 10.6 12,500,000 2 > 95%
REPUBLIC OF INDONESIA Sovereign Y 14 12.8 75,000,000 10 > 95%
REPUBLIC OF ITALY Sovereign Y 14 13.9 575,000,000 18 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign Y 14 11.9 50,000,000 4 > 95%
REPUBLIC OF KOREA Sovereign Y 14 13.0 175,000,000 17 > 95%
REPUBLIC OF LATVIA Sovereign Y 14 10.1 15,000,000 3 > 95%
REPUBLIC OF LITHUANIA Sovereign Y 14 9.0 10,000,000 2 > 95%
REPUBLIC OF PANAMA Sovereign Y 13 8.2 17,500,000 2 > 95%
REPUBLIC OF PERU Sovereign Y 14 11.6 75,000,000 7 > 95%
REPUBLIC OF POLAND Sovereign Y 14 13.0 75,000,000 8 > 95%
REPUBLIC OF SLOVENIA Sovereign   13 6.2 7,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 14 13.2 100,000,000 11 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 14 13.2 125,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 14 13.9 475,000,000 33 > 95%
REPUBLIC SERVICES, INC. Americas   13 9.1 10,000,000 2 25-75%
RESIDENTIAL CAPITAL, LLC Americas Y 14 13.0 75,000,000 12 5-25%
RESONA BANK, LIMITED Japan   14 8.8 10,000,000 1 > 95%
REXAM PLC Europe   14 12.1 50,000,000 4 > 95%
REYNOLDS AMERICAN INC. Americas Y 14 11.3 15,000,000 3 25-75%
RHODIA Europe   14 12.8 50,000,000 6 > 95%
RINKER GROUP LIMITED Australia NZ   13 3.9 5,000,000 0 > 95%
RIO TINTO ALCAN INC. Americas   14 12.2 50,000,000 4 25-75%
RIO TINTO LIMITED Australia NZ   14 12.4 50,000,000 5 > 95%
RIO TINTO PLC Europe   12 5.1 7,500,000 0 > 95%
RITE AID CORPORATION Americas Y 12 9.9 17,500,000 4 < 5%
ROCHE HOLDINGS, INC. Europe   13 8.7 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   11 7.7 5,000,000 1 < 5%
ROHM AND HAAS COMPANY Americas   14 11.9 50,000,000 4 5-25%
ROLLS-ROYCE PLC Europe Y 14 12.2 50,000,000 4 > 95%
ROMANIA Sovereign Y 14 12.8 50,000,000 4 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   14 10.4 15,000,000 2 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 14 12.6 75,000,000 9 < 5%
ROYAL DUTCH SHELL PLC Europe   13 7.8 7,500,000 1 > 95%
RPM INTERNATIONAL INC. Americas   13 10.3 15,000,000 3 25-75%
RRI ENERGY, INC. Americas Y 12 10.0 15,000,000 3 < 5%
RUSSIAN AGRICULTURAL BANK Europe   13 8.6 20,000,000 2 > 95%
RUSSIAN FEDERATION Sovereign Y 14 13.7 325,000,000 25 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 14 12.8 75,000,000 7 > 95%
RYDER SYSTEM, INC. Americas Y 14 12.4 50,000,000 7 25-75%
SABMILLER PLC Europe Y 13 9.0 10,000,000 1 > 95%
SABRE HOLDINGS CORPORATION Americas Y 14 12.8 50,000,000 7 5-25%
SAFEWAY INC. Americas Y 14 12.8 75,000,000 8 5-25%
SAFEWAY LIMITED Europe Y 14 12.8 50,000,000 5 > 95%
SAKS INCORPORATED Americas Y 14 10.9 15,000,000 3 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia ex-Japan   14 9.4 12,500,000 2 > 95%
SANMINA-SCI CORPORATION Americas Y 12 9.6 10,000,000 2 < 5%
SANOFI-AVENTIS Europe Y 14 12.9 50,000,000 4 > 95%
SANYO ELECTRIC CO., LTD. Japan   10 4.4 5,000,000 1 > 95%
SANYO SHINPAN FINANCE CO., LTD. Japan   12 5.8 7,500,000 1 > 95%
SARA LEE CORPORATION Americas Y 14 13.1 75,000,000 8 25-75%
SBERBANK Europe   13 10.9 25,000,000 2 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe   14 11.6 20,000,000 3 > 95%
SCANIA AKTIEBOLAG Europe   12 10.1 20,000,000 3 > 95%
SCHERING-PLOUGH CORPORATION Americas   14 7.8 7,500,000 1 25-75%
SCHLUMBERGER N.V. Americas   12 5.9 5,000,000 1 25-75%
SCHNEIDER ELECTRIC SA Europe   13 10.0 20,000,000 3 > 95%
SCOR SE Europe   13 9.7 10,000,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   13 8.2 7,500,000 1 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   13 5.0 2,500,000 0 > 95%
SCOTTISH POWER UK PLC Europe   12 4.9 2,500,000 1 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas   10 6.6 7,500,000 1 < 5%
SEALED AIR CORPORATION Americas   14 11.3 17,500,000 4 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas   14 12.1 50,000,000 6 5-25%
SEAT PAGINE GIALLE S.P.A. Europe   14 12.6 25,000,000 5 > 95%
SECURITAS AB Europe   14 7.9 10,000,000 2 > 95%
SEMPRA ENERGY Americas Y 14 12.9 50,000,000 5 25-75%
SES Europe   13 10.8 22,500,000 3 > 95%
SHARP CORPORATION Japan   12 6.0 5,000,000 1 > 95%
SHAW COMMUNICATIONS INC. Americas   11 4.6 5,000,000 1 25-75%
SIEMENS AKTIENGESELLSCHAFT Europe Y 14 13.7 75,000,000 8 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 14 12.6 50,000,000 7 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia ex-Japan   13 7.1 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   13 6.9 5,000,000 1 > 95%
SK TELECOM CO., LTD. Asia ex-Japan   14 8.9 10,000,000 2 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   14 6.7 5,000,000 1 > 95%
SLM CORPORATION Americas   14 13.3 100,000,000 14 25-75%
SLOVAK REPUBLIC Sovereign   13 9.7 15,000,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 14 11.9 20,000,000 4 < 5%
SMITHS GROUP PLC Europe   14 9.1 17,500,000 3 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe   13 11.4 20,000,000 3 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 11.2 15,000,000 2 > 95%
SOCIETE AIR FRANCE Europe   14 12.4 50,000,000 4 > 95%
SOCIETE GENERALE Europe Y 14 13.3 75,000,000 6 > 95%
SODEXO Europe Y 14 12.1 50,000,000 4 > 95%
SOFTBANK CORP. Japan   12 7.6 12,500,000 1 > 95%
SOL MELIA, SOCIEDAD ANONIMA Europe   14 11.4 20,000,000 3 > 95%
SOLECTRON CORPORATION Americas   12 4.6 5,000,000 1 < 5%
SOLVAY Europe Y 14 12.2 50,000,000 4 > 95%
SOMPO JAPAN INSURANCE INC. Japan   12 4.9 2,500,000 0 > 95%
SONY CORPORATION Japan   14 11.2 20,000,000 3 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   11 6.4 5,000,000 0 5-25%
SOUTHWEST AIRLINES CO. Americas Y 14 12.9 75,000,000 11 25-75%
SPECTRA ENERGY CAPITAL, LLC Americas   14 11.2 15,000,000 3 25-75%
SPRINT NEXTEL CORPORATION Americas Y 14 13.0 75,000,000 13 5-25%
ST.GEORGE BANK LIMITED Australia NZ   8 2.4 2,500,000 0 > 95%
STANDARD CHARTERED BANK Europe   13 10.6 17,500,000 3 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   13 9.1 15,000,000 2 > 95%
STANDARD PACIFIC CORP. Americas Y 13 11.6 20,000,000 4 < 5%
STAPLES, INC. Americas Y 13 10.8 15,000,000 3 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 14 12.9 75,000,000 10 < 5%
STATE BANK OF INDIA Asia ex-Japan Y 14 10.3 17,500,000 2 > 95%
STATE OF CALIFORNIA Sovereign   10 4.8 20,000,000 2 > 95%
STATE OF FLORIDA Sovereign   7 2.9 5,000,000 0 > 95%
STATE OF ISRAEL Sovereign Y 13 8.4 15,000,000 1 > 95%
STATE OF NEW JERSEY Sovereign   7 2.8 2,500,000 0 > 95%
STATE OF NEW YORK Sovereign   7 2.7 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 14 9.6 10,000,000 1 > 95%
STATE OF TEXAS Sovereign   7 1.8 2,500,000 0 > 95%
STATOILHYDRO ASA Europe   14 5.6 5,000,000 1 > 95%
STENA AKTIEBOLAG Europe   14 9.2 7,500,000 1 > 95%
STMICROELECTRONICS N.V. Europe Y 14 13.1 75,000,000 7 > 95%
STORA ENSO OYJ Europe   14 13.1 75,000,000 9 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe Y 14 12.1 20,000,000 3 > 95%
SUMITOMO CORPORATION Japan   13 7.6 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan   13 10.8 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan   12 5.2 5,000,000 1 > 95%
SUN MICROSYSTEMS, INC. Americas   13 7.9 15,000,000 3 75-95%
SUNCOR ENERGY INC. Americas   10 7.9 7,500,000 1 25-75%
SUNGARD DATA SYSTEMS INC. Americas Y 12 10.3 10,000,000 2 < 5%
SUNOCO, INC. Americas   13 11.3 15,000,000 3 5-25%
SUPERVALU INC. Americas   13 12.9 50,000,000 7 5-25%
SUZUKI MOTOR CORPORATION Japan   11 4.6 5,000,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe Y 14 11.9 50,000,000 4 > 95%
SVENSKA HANDELSBANKEN AB Europe   12 4.1 2,500,000 0 > 95%
SWEDISH MATCH AB Europe Y 13 9.9 12,500,000 2 > 95%
SWIRE PACIFIC LIMITED Asia ex-Japan   14 7.1 7,500,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe Y 14 13.1 100,000,000 10 > 95%
SWISSCOM LTD. Europe   14 8.0 12,500,000 1 > 95%
SYNGENTA AG Europe   14 11.7 20,000,000 3 > 95%
TAISEI CORPORATION Japan   10 5.2 5,000,000 0 > 95%
TAKEFUJI CORPORATION Japan   14 12.0 50,000,000 4 > 95%
TALISMAN ENERGY INC. Americas   13 8.7 7,500,000 2 25-75%
TARGET CORPORATION Americas Y 14 12.7 50,000,000 6 5-25%
TATA MOTORS LIMITED Asia ex-Japan   12 5.9 2,500,000 1 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   13 12.3 50,000,000 5 > 95%
TDC A/S Europe   14 12.2 50,000,000 5 > 95%
TECHNIP Europe Y 13 9.4 7,500,000 1 > 95%
TECK RESOURCES LIMITED Americas   11 6.6 7,500,000 1 25-75%
TECO ENERGY, INC. Americas   13 9.2 7,500,000 2 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   13 11.3 22,500,000 3 > 95%
TELECOM ITALIA SPA Europe Y 14 13.9 150,000,000 16 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe   14 12.2 25,000,000 4 > 95%
TELEFONICA, S.A. Europe Y 14 13.7 150,000,000 14 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   14 9.0 10,000,000 2 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe Y 14 13.4 75,000,000 8 > 95%
TELEKOM MALAYSIA BERHAD Asia ex-Japan   12 4.9 5,000,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   10 3.7 2,500,000 1 > 95%
TELENOR ASA Europe Y 14 13.2 50,000,000 7 > 95%
TELEPHONE AND DATA SYSTEMS, INC. Americas   13 5.2 5,000,000 1 75-95%
TELEVISION FRANCAISE 1 Europe   11 5.1 5,000,000 1 > 95%
TELIASONERA AKTIEBOLAG Europe Y 14 13.4 75,000,000 9 > 95%
TELSTRA CORPORATION LIMITED Australia NZ   14 12.7 50,000,000 5 > 95%
TELUS CORPORATION Americas   13 10.6 15,000,000 3 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia ex-Japan   14 7.2 5,000,000 1 > 95%
TEMPLE-INLAND INC. Americas Y 13 12.8 75,000,000 10 5-25%
TENAGA NASIONAL BERHAD Asia ex-Japan Y 14 4.4 2,500,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 13 10.2 20,000,000 4 5-25%
TESCO PLC Europe Y 14 13.3 50,000,000 5 > 95%
TESORO CORPORATION Americas Y 14 11.8 22,500,000 5 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   10 5.4 5,000,000 1 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas   13 12.2 75,000,000 9 25-75%
TEXAS INSTRUMENTS INCORPORATED Americas   11 6.7 7,500,000 1 25-75%
TEXTRON FINANCIAL CORPORATION Americas Y 14 12.7 50,000,000 6 5-25%
TEXTRON INC. Americas   14 12.2 25,000,000 5 25-75%
THALES Europe   13 10.2 20,000,000 3 > 95%
THE AES CORPORATION Americas Y 12 10.8 15,000,000 3 < 5%
THE ALLSTATE CORPORATION Americas Y 14 11.6 50,000,000 4 25-75%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan   13 10.7 17,500,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 13 12.1 50,000,000 6 25-75%
THE BOC GROUP LIMITED Europe   11 3.4 2,500,000 0 > 95%
THE BOEING COMPANY Americas   13 11.7 17,500,000 3 25-75%
THE CHARLES SCHWAB CORPORATION Americas   12 4.1 5,000,000 1 75-95%
THE CHUBB CORPORATION Americas Y 14 11.9 20,000,000 3 25-75%
THE CITY OF NEW YORK Sovereign   9 2.9 5,000,000 0 > 95%
THE CLOROX COMPANY Americas   14 9.1 10,000,000 2 25-75%
THE COCA-COLA COMPANY Americas   12 7.2 5,000,000 1 25-75%
THE DOW CHEMICAL COMPANY Americas Y 14 12.8 75,000,000 10 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia ex-Japan   12 7.2 7,500,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia ex-Japan   13 7.1 7,500,000 1 > 95%
THE GAP, INC. Americas   14 12.3 50,000,000 5 25-75%
THE GOLDMAN SACHS GROUP, INC. Americas   13 12.8 150,000,000 16 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 10.6 20,000,000 4 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   14 9.7 12,500,000 2 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 14 12.6 50,000,000 7 5-25%
THE HERSHEY COMPANY Americas   13 9.7 17,500,000 2 25-75%
THE HERTZ CORPORATION Americas Y 13 11.6 20,000,000 4 25-75%
THE HOME DEPOT, INC. Americas Y 14 12.4 50,000,000 6 25-75%
THE HONGKONG LAND COMPANY, LIMITED Asia ex-Japan   14 6.3 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas   13 10.4 17,500,000 4 25-75%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe   13 8.4 7,500,000 1 > 95%
THE KOREA DEVELOPMENT BANK Asia ex-Japan   14 9.3 7,500,000 1 > 95%
THE KROGER CO. Americas Y 14 13.1 50,000,000 7 5-25%
THE LUBRIZOL CORPORATION Americas   14 9.0 10,000,000 1 25-75%
THE MCCLATCHY COMPANY Americas Y 14 12.2 50,000,000 9 5-25%
THE MOSAIC COMPANY Americas   11 3.7 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 14 11.8 20,000,000 4 5-25%
THE NEW YORK TIMES COMPANY Americas Y 14 12.4 75,000,000 10 25-75%
THE NIELSEN COMPANY B.V. Europe   14 13.1 50,000,000 7 > 95%
THE NORINCHUKIN BANK Japan   12 4.6 2,500,000 0 > 95%
THE PMI GROUP, INC. Americas   14 12.9 100,000,000 11 25-75%
THE PROCTER & GAMBLE COMPANY Americas   14 11.4 22,500,000 3 25-75%
THE RANK GROUP PLC Europe   13 11.8 17,500,000 3 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 14 12.8 125,000,000 11 > 95%
THE RYLAND GROUP, INC. Americas   14 12.4 50,000,000 5 25-75%
THE SERVICEMASTER COMPANY Americas   13 7.1 10,000,000 2 5-25%
THE SHERWIN-WILLIAMS COMPANY Americas Y 14 12.6 50,000,000 6 25-75%
THE STANLEY WORKS Americas   14 10.4 22,500,000 4 25-75%
THE TJX COMPANIES, INC. Americas Y 13 11.6 20,000,000 3 25-75%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan   11 5.3 10,000,000 1 > 95%
THE TRAVELERS COMPANIES, INC. Americas   13 9.0 10,000,000 2 25-75%
THE WALT DISNEY COMPANY Americas Y 14 12.3 50,000,000 5 25-75%
THE WESTERN UNION COMPANY Americas   12 7.3 10,000,000 2 25-75%
THE WILLIAMS COMPANIES, INC. Americas   13 10.7 17,500,000 3 < 5%
THOMSON REUTERS GROUP LIMITED Europe   14 11.7 50,000,000 4 > 95%
THYSSENKRUPP AG Europe   14 13.7 100,000,000 12 > 95%
TIME WARNER CABLE INC. Americas Y 12 10.8 20,000,000 2 < 5%
TIME WARNER ENTERTAINMENT COMPANY, L.P. Americas   11 4.4 2,500,000 0 < 5%
TIME WARNER INC. Americas Y 14 13.1 75,000,000 9 25-75%
TNT N.V. Europe Y 14 12.6 50,000,000 5 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan   13 5.9 5,000,000 1 > 95%
TOLL BROTHERS, INC. Americas Y 14 12.9 75,000,000 9 5-25%
TOMKINS PLC. Europe   13 11.3 22,500,000 3 > 95%
TOSHIBA CORPORATION Japan   12 9.8 12,500,000 2 > 95%
TOTAL SA Europe Y 14 11.7 15,000,000 2 > 95%
TOYOTA MOTOR CORPORATION Japan   13 10.7 22,500,000 4 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan   12 7.2 7,500,000 1 > 95%
TOYS "R" US, INC. Americas Y 13 11.1 50,000,000 6 5-25%
TRANE INC. Americas   12 4.9 5,000,000 1 75-95%
TRANSALTA CORPORATION Americas   11 4.6 5,000,000 1 25-75%
TRANSCANADA PIPELINES LIMITED Americas   12 6.7 5,000,000 1 25-75%
TRANSOCEAN INC. Americas Y 14 12.6 50,000,000 6 25-75%
TRANSOCEAN WORLDWIDE INC. Americas   14 9.9 10,000,000 2 25-75%
TRIAD HOSPITALS, INC. Americas   8 3.0 2,500,000 0 < 5%
TRUVO SUBSIDIARY CORP. Europe   14 11.2 17,500,000 4 > 95%
TRW AUTOMOTIVE INC. Americas Y 14 11.7 22,500,000 5 < 5%
TUI AG Europe   14 13.2 50,000,000 6 > 95%
TYCO ELECTRONICS LTD. Americas   12 8.4 5,000,000 2 25-75%
TYCO INTERNATIONAL LTD. Americas   13 10.0 7,500,000 2 25-75%
TYSON FOODS, INC. Americas Y 14 13.0 75,000,000 9 25-75%
UBS AG Europe Y 13 12.1 100,000,000 10 > 95%
UKRAINE Sovereign Y 14 13.8 100,000,000 8 > 95%
UNIBAIL-RODAMCO SE Europe   13 7.4 7,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 14 13.4 125,000,000 10 > 95%
UNILEVER N.V. Europe Y 14 12.9 75,000,000 6 > 95%
UNION PACIFIC CORPORATION Americas Y 14 12.4 25,000,000 4 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   12 5.7 5,000,000 1 > 95%
UNISYS CORPORATION Americas Y 12 10.0 12,500,000 3 < 5%
UNITED BUSINESS MEDIA LIMITED Europe   13 6.0 7,500,000 1 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign Y 14 10.7 200,000,000 12 > 95%
UNITED MEXICAN STATES Sovereign Y 14 13.3 450,000,000 37 > 95%
UNITED OVERSEAS BANK LIMITED Asia ex-Japan   12 5.8 2,500,000 1 > 95%
UNITED PARCEL SERVICE, INC. Americas Y 13 11.2 22,500,000 2 25-75%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 12 9.1 10,000,000 2 < 5%
UNITED STATES CELLULAR CORPORATION Americas   12 5.8 7,500,000 1 25-75%
UNITED STATES OF AMERICA Sovereign   11 7.8 75,000,000 2 > 95%
UNITED STATES STEEL CORPORATION Americas   13 10.7 20,000,000 4 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   12 8.7 7,500,000 1 5-25%
UNITED UTILITIES PLC Europe Y 14 12.4 50,000,000 5 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 13 11.3 17,500,000 4 25-75%
UNITYMEDIA GMBH Europe   13 11.3 22,500,000 3 > 95%
UNIVERSAL CORPORATION Americas   13 8.9 12,500,000 2 25-75%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 14 11.9 50,000,000 5 25-75%
UNIVISION COMMUNICATIONS INC. Americas Y 12 10.0 12,500,000 3 5-25%
UNUM GROUP Americas   13 9.1 12,500,000 2 25-75%
UPC HOLDING B.V. Europe   13 11.6 50,000,000 4 > 95%
UPM-KYMMENE OYJ Europe   14 13.0 50,000,000 7 > 95%
UST INC. Americas   13 10.0 20,000,000 3 25-75%
V.F. CORPORATION Americas   13 11.8 22,500,000 4 5-25%
VALE INCO LIMITED Americas   14 7.0 5,000,000 1 25-75%
VALE SA Americas Y 13 7.0 10,000,000 1 > 95%
VALEO Europe   14 13.0 100,000,000 11 > 95%
VALERO ENERGY CORPORATION Americas Y 14 12.8 50,000,000 6 5-25%
VATTENFALL AKTIEBOLAG Europe Y 14 12.4 50,000,000 4 > 95%
VEDANTA RESOURCES PLC Asia ex-Japan   14 9.7 7,500,000 2 > 95%
VEOLIA ENVIRONNEMENT Europe Y 14 13.0 75,000,000 7 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 14 12.4 50,000,000 7 25-75%
VIACOM INC. Americas Y 14 12.3 25,000,000 4 5-25%
VICTOR COMPANY OF JAPAN, LIMITED Japan   10 4.1 5,000,000 1 > 95%
VINCI Europe Y 14 12.9 75,000,000 7 > 95%
VIRGIN MEDIA FINANCE PLC Europe   14 12.4 50,000,000 5 > 95%
VIVENDI Europe Y 14 13.2 100,000,000 11 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 14 13.8 125,000,000 12 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe Y 14 13.7 125,000,000 11 > 95%
VORNADO REALTY L.P. Americas Y 13 12.2 50,000,000 6 25-75%
VULCAN MATERIALS COMPANY Americas   10 4.9 5,000,000 1 5-25%
WAL-MART STORES, INC. Americas Y 14 12.3 50,000,000 4 5-25%
WAN HAI LINES LTD. Asia ex-Japan   14 7.8 5,000,000 1 > 95%
WASTE MANAGEMENT, INC. Americas   14 11.0 17,500,000 3 5-25%
WEATHERFORD INTERNATIONAL LTD. Americas   13 9.1 10,000,000 2 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   12 6.4 7,500,000 1 25-75%
WEINGARTEN REALTY INVESTORS Americas   10 5.2 7,500,000 1 25-75%
WELLPOINT, INC. Americas   13 9.2 7,500,000 1 25-75%
WELLS FARGO & COMPANY Americas Y 14 13.3 175,000,000 18 5-25%
WENDEL Europe   13 11.9 25,000,000 4 > 95%
WENDEL INVESTISSEMENT Europe   4 0.6 2,500,000 0 > 95%
WENDY'S INTERNATIONAL, INC. Americas   14 11.7 50,000,000 5 5-25%
WESFARMERS LIMITED Australia NZ   13 10.1 15,000,000 2 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ   13 11.6 22,500,000 3 > 95%
WESTLB AG Europe   13 10.1 15,000,000 2 > 95%
WESTPAC BANKING CORPORATION Australia NZ   14 9.1 12,500,000 1 > 95%
WEYERHAEUSER COMPANY Americas   14 13.1 75,000,000 11 25-75%
WHIRLPOOL CORPORATION Americas Y 14 12.9 100,000,000 13 5-25%
WIND ACQUISITION FINANCE S.A. Europe   14 12.2 20,000,000 3 > 95%
WINDSTREAM CORPORATION Americas Y 14 12.1 50,000,000 5 5-25%
WOLTERS KLUWER N.V. Europe Y 14 13.1 75,000,000 7 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   13 7.4 7,500,000 1 > 95%
WOOLWORTHS LTD Australia NZ   13 7.9 10,000,000 1 > 95%
WOORI BANK Asia ex-Japan   14 8.6 7,500,000 1 > 95%
WPP 2005 LIMITED Europe Y 14 13.3 50,000,000 6 > 95%
WYETH Americas   14 10.7 22,500,000 3 25-75%
XCEL ENERGY INC. Americas   11 5.2 5,000,000 1 75-95%
XEROX CORPORATION Americas Y 13 12.1 50,000,000 5 < 5%
XL CAPITAL LTD Americas Y 14 12.9 50,000,000 7 25-75%
XSTRATA CANADA CORPORATION Americas   14 8.9 7,500,000 2 25-75%
XSTRATA PLC Europe Y 13 12.7 50,000,000 5 > 95%
XTO ENERGY INC. Americas Y 13 10.8 12,500,000 2 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   13 10.0 10,000,000 2 > 95%
YRC WORLDWIDE INC. Americas   11 6.0 5,000,000 1 25-75%
YUM! BRANDS, INC. Americas Y 14 11.9 20,000,000 4 25-75%
ZURICH INSURANCE COMPANY Europe Y 14 8.4 50,000,000 5 > 95%
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