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

The sample covers the three month period beginning June 20, 2011 through September 19, 2011

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
ABB INTERNATIONAL FINANCE LIMITED Europe Y 15 12.3 15,000,000 2 > 95%
ABBOTT LABORATORIES Americas   15 12.0 12,500,000 3 5-25%
ABN AMRO BANK N.V. Europe Y 7 2.3 2,500,000 0 > 95%
ABU DHABI Sovereign   13 12.0 15,000,000 3 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   10 6.7 5,000,000 0 > 95%
ACCOR Europe Y 17 14.7 20,000,000 4 > 95%
ACE LIMITED Americas Y 16 13.7 50,000,000 5 25-75%
ACOM CO., LTD. Japan Y 14 11.3 10,000,000 3 > 95%
ADECCO S.A. Europe   17 14.3 20,000,000 4 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 12.7 17,500,000 6 < 5%
AEGON N.V. Europe Y 16 15.7 75,000,000 8 > 95%
AEON CO., LTD. Japan Y 11 7.3 5,000,000 1 > 95%
AETNA INC. Americas Y 16 13.0 50,000,000 5 5-25%
AGEAS N.V. Europe   10 5.7 5,000,000 1 > 95%
AGRIUM INC. Americas   14 9.3 12,500,000 3 25-75%
AIR PRODUCTS AND CHEMICALS, INC. Americas   12 10.3 7,500,000 1 25-75%
AK STEEL CORPORATION Americas Y 13 11.0 15,000,000 6 < 5%
AKTIEBOLAGET ELECTROLUX Europe Y 17 15.3 50,000,000 7 > 95%
AKTIEBOLAGET SKF Europe   5 3.0 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe   17 16.3 75,000,000 10 > 95%
AKZO NOBEL N.V. Europe Y 17 15.7 22,500,000 4 > 95%
ALCATEL LUCENT Europe Y 16 15.7 50,000,000 11 > 95%
ALCATEL-LUCENT USA INC. Americas Y 15 11.0 10,000,000 3 < 5%
ALCOA INC. Americas Y 17 14.7 100,000,000 15 5-25%
ALL NIPPON AIRWAYS CO., LTD. Japan Y 12 7.0 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas Y 14 11.0 10,000,000 2 5-25%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   9 5.3 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 15 12.0 15,000,000 3 > 95%
ALLIANDER N.V. Europe   8 5.3 5,000,000 1 > 95%
ALLIANZ SE Europe   16 15.7 75,000,000 8 > 95%
ALLIED DOMECQ LIMITED Europe   13 7.7 5,000,000 1 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas Y 9 6.7 2,500,000 0 < 5%
ALLTEL CORPORATION Americas Y 13 10.0 12,500,000 3 25-75%
ALLY FINANCIAL INC. Americas Y 15 12.7 75,000,000 13 5-25%
ALSTOM Europe Y 16 15.3 50,000,000 7 > 95%
ALTADIS SA Europe   16 13.0 12,500,000 3 > 95%
ALTRIA GROUP, INC. Americas Y 17 14.3 50,000,000 7 5-25%
AMCOR LTD Australia NZ Y 12 7.3 7,500,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   10 5.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 15 13.0 25,000,000 7 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 15 14.3 50,000,000 6 25-75%
AMERICAN EXPRESS COMPANY Americas Y 16 15.7 75,000,000 9 5-25%
AMERICAN GENERAL FINANCE CORPORATION Americas   8 4.7 2,500,000 0 25-75%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 16 15.7 75,000,000 11 5-25%
AMERISOURCEBERGEN CORPORATION Americas Y 14 11.3 12,500,000 3 < 5%
AMGEN INC. Americas Y 16 14.0 50,000,000 5 5-25%
AMKOR TECHNOLOGY, INC. Americas Y 14 12.3 15,000,000 5 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   10 4.3 2,500,000 0 > 95%
AMR CORPORATION Americas Y 13 10.0 10,000,000 4 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 17 15.0 75,000,000 10 5-25%
ANGLO AMERICAN PLC Europe   16 14.7 75,000,000 8 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   13 9.7 12,500,000 2 25-75%
ANHEUSER-BUSCH INBEV Europe   10 6.7 10,000,000 1 > 95%
AON CORPORATION Americas   15 11.7 15,000,000 3 25-75%
APACHE CORPORATION Americas   14 12.0 17,500,000 3 5-25%
ARAB REPUBLIC OF EGYPT Sovereign Y 14 12.0 15,000,000 3 > 95%
ARAMARK CORPORATION Americas Y 13 11.0 15,000,000 4 < 5%
ARCELORMITTAL Europe Y 17 16.7 125,000,000 17 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   14 10.7 12,500,000 2 5-25%
ARCHSTONE Americas   7 3.3 2,500,000 0 25-75%
ARGENTINE REPUBLIC Sovereign Y 14 13.0 125,000,000 13 > 95%
ARROW ELECTRONICS, INC. Americas Y 17 15.0 75,000,000 9 5-25%
ASHLAND INC. Americas   11 8.3 7,500,000 2 25-75%
ASSA ABLOY AB Europe   11 6.0 5,000,000 1 75-95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 16.0 100,000,000 15 > 95%
ASSURED GUARANTY CORP. Americas   15 13.7 50,000,000 5 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas   15 13.7 100,000,000 11 5-25%
ASTRAZENECA PLC Europe   13 11.0 15,000,000 2 > 95%
AT&T CORP. Americas Y 14 8.7 5,000,000 1 25-75%
AT&T INC. Americas Y 16 14.7 50,000,000 8 5-25%
AT&T MOBILITY LLC Americas Y 16 13.3 50,000,000 4 5-25%
ATLANTIA S.P.A. Europe Y 17 13.0 50,000,000 4 > 95%
ATLAS COPCO AKTIEBOLAG Europe   11 6.7 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 14 12.0 50,000,000 5 > 95%
AUTOZONE, INC. Americas Y 17 15.0 50,000,000 8 5-25%
AVALONBAY COMMUNITIES, INC. Americas   11 9.3 7,500,000 2 5-25%
AVIS BUDGET CAR RENTAL, LLC Americas Y 14 12.3 12,500,000 3 < 5%
AVIS BUDGET GROUP, INC. Americas   14 12.0 17,500,000 3 5-25%
AVIVA PLC Europe Y 17 16.0 50,000,000 7 > 95%
AVNET, INC. Americas Y 15 13.3 20,000,000 5 5-25%
AVON PRODUCTS, INC. Americas   14 11.0 15,000,000 3 5-25%
AXA Europe Y 17 16.7 100,000,000 12 > 95%
BAA FUNDING LIMITED Europe   15 11.7 17,500,000 3 > 95%
BAE SYSTEMS PLC Europe Y 17 15.3 50,000,000 4 > 95%
BAKER HUGHES INCORPORATED Americas   12 10.3 10,000,000 2 5-25%
BANCA ITALEASE S.P.A. Europe Y 8 3.0 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 15.7 100,000,000 14 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   10 5.3 5,000,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   14 8.0 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 16.0 125,000,000 15 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   16 14.7 50,000,000 6 > 95%
BANCO DE SABADELL, S.A. Europe   14 9.3 12,500,000 3 > 95%
BANCO ESPIRITO SANTO, S.A. Europe   16 16.0 50,000,000 8 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe Y 16 15.3 50,000,000 7 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   13 9.7 10,000,000 2 > 95%
BANCO SANTANDER, S.A. Europe   17 16.3 175,000,000 20 > 95%
BANK OF AMERICA CORPORATION Americas Y 16 15.3 300,000,000 36 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan Y 13 12.0 22,500,000 2 > 95%
BANK OF SCOTLAND PLC Europe Y 16 14.7 50,000,000 5 > 95%
BANQUE CENTRALE DE TUNISIE Sovereign Y 10 4.7 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 17 15.3 100,000,000 13 > 95%
BARRICK GOLD CORPORATION Americas Y 15 12.3 20,000,000 4 5-25%
BASF SCHWEIZ AG Europe   16 11.7 12,500,000 2 > 95%
BASF SE Europe Y 17 15.3 50,000,000 4 > 95%
BAUSCH & LOMB INCORPORATED Americas Y 10 8.3 7,500,000 2 25-75%
BAXTER INTERNATIONAL INC. Americas Y 15 13.7 25,000,000 4 25-75%
BAYER AKTIENGESELLSCHAFT Europe Y 17 15.7 22,500,000 3 > 95%
BAYERISCHE LANDESBANK Europe   14 8.3 5,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe   17 16.3 75,000,000 9 > 95%
BCE INC. Americas   11 6.7 5,000,000 1 5-25%
BEAZER HOMES USA, INC. Americas Y 15 13.3 50,000,000 11 < 5%
BELLSOUTH CORPORATION Americas Y 14 11.0 12,500,000 4 25-75%
BELO CORP. Americas Y 16 13.7 50,000,000 6 25-75%
BERKSHIRE HATHAWAY INC. Americas   17 15.3 50,000,000 7 5-25%
BERTELSMANN AG Europe Y 17 14.3 15,000,000 3 > 95%
BEST BUY CO., INC. Americas   12 11.3 17,500,000 3 5-25%
BHP BILLITON LIMITED Australia NZ   15 13.7 22,500,000 4 > 95%
BLOCK FINANCIAL LLC Americas   15 13.0 50,000,000 7 5-25%
BNP PARIBAS Europe Y 16 15.0 150,000,000 15 > 95%
BOEING CAPITAL CORPORATION Americas Y 16 12.3 20,000,000 4 25-75%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 15 14.3 125,000,000 14 > 95%
BOMBARDIER INC. Americas Y 15 12.7 20,000,000 4 5-25%
BORGWARNER INC. Americas   15 12.0 20,000,000 4 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 14 11.3 12,500,000 3 5-25%
BOSTON SCIENTIFIC CORPORATION Americas Y 16 14.0 50,000,000 9 5-25%
BOUYGUES Europe Y 17 13.7 15,000,000 3 > 95%
BOYD GAMING CORPORATION Americas Y 14 13.0 22,500,000 7 < 5%
BP P.L.C. Europe   16 15.0 50,000,000 5 > 95%
BRIDGESTONE CORPORATION Japan Y 7 5.7 5,000,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. Europe   7 4.7 5,000,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 16 14.0 25,000,000 4 5-25%
BRITISH AIRWAYS PLC Europe Y 17 15.3 50,000,000 7 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe   16 14.7 50,000,000 6 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe Y 4 1.3 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe Y 15 11.7 12,500,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 15.7 50,000,000 7 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   6 3.3 2,500,000 0 25-75%
BRUNSWICK CORPORATION Americas Y 15 14.0 50,000,000 7 5-25%
BUNGE LIMITED FINANCE CORP. Americas   10 4.7 2,500,000 0 25-75%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 15 13.0 15,000,000 3 25-75%
CA, INC. Americas Y 15 13.3 17,500,000 4 5-25%
CABLE & WIRELESS LIMITED Europe   15 13.0 12,500,000 3 > 95%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 16 13.3 15,000,000 4 > 95%
CADBURY HOLDINGS LIMITED Europe   16 13.7 20,000,000 4 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. Americas Y 15 14.3 75,000,000 13 5-25%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   14 10.0 25,000,000 3 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   14 9.3 7,500,000 1 > 95%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe   11 9.0 20,000,000 3 > 95%
CAMPBELL SOUP COMPANY Americas Y 16 13.3 50,000,000 6 25-75%
CANADIAN NATIONAL RAILWAY COMPANY Americas   10 5.7 2,500,000 0 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 16 14.0 22,500,000 5 25-75%
CANON INC. Japan   9 5.0 2,500,000 0 > 95%
CAP GEMINI Europe Y 15 8.7 7,500,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 17 15.0 50,000,000 6 5-25%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 16 14.7 50,000,000 6 5-25%
CAPITALAND LIMITED Asia Ex-Japan Y 13 8.3 5,000,000 1 > 95%
CARDINAL HEALTH, INC. Americas Y 16 14.0 20,000,000 5 5-25%
CARGILL, INCORPORATED Americas   12 9.0 12,500,000 2 25-75%
CARLSBERG BREWERIES A/S Europe   13 9.7 7,500,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   10 6.0 2,500,000 1 > 95%
CARNIVAL CORPORATION Americas Y 17 15.3 50,000,000 10 5-25%
CARREFOUR Europe Y 17 15.0 50,000,000 7 > 95%
CASINO GUICHARD-PERRACHON Europe Y 17 16.3 75,000,000 10 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   14 10.7 10,000,000 2 5-25%
CATERPILLAR INC. Americas Y 16 14.3 50,000,000 7 25-75%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan Y 9 4.7 2,500,000 0 > 95%
CBS CORPORATION Americas Y 17 15.7 50,000,000 10 5-25%
CELESTICA INC. Americas Y 12 7.3 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   10 7.0 2,500,000 0 25-75%
CENTERPOINT ENERGY, INC. Americas   13 9.7 10,000,000 2 5-25%
CENTEX CORPORATION Americas Y 16 14.0 50,000,000 7 25-75%
CENTRICA PLC Europe Y 17 15.3 50,000,000 5 > 95%
CENTURYLINK, INC. Americas Y 17 14.7 75,000,000 12 5-25%
CHESAPEAKE ENERGY CORPORATION Americas Y 14 12.7 50,000,000 7 < 5%
CHEVRON CORPORATION Americas   12 8.7 7,500,000 1 25-75%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan Y 14 12.7 22,500,000 2 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED Japan Y 11 10.3 10,000,000 2 > 95%
CIGNA CORPORATION Americas Y 17 14.7 22,500,000 5 25-75%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe Y 15 12.0 17,500,000 3 > 95%
CISCO SYSTEMS, INC. Americas Y 15 13.0 15,000,000 2 < 5%
CITIGROUP INC. Americas   16 14.3 175,000,000 19 5-25%
CITIGROUP JAPAN HOLDINGS CORP. Japan Y 7 3.7 2,500,000 0 > 95%
CLARIANT AG Europe Y 17 16.0 75,000,000 12 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 15 13.3 75,000,000 19 5-25%
CMS ENERGY CORPORATION Americas Y 13 11.0 10,000,000 3 < 5%
CNA FINANCIAL CORPORATION Americas   14 11.7 12,500,000 3 25-75%
CNOOC LIMITED Asia Ex-Japan   15 8.3 2,500,000 0 > 95%
COCA-COLA REFRESHMENTS USA, INC. Americas   13 11.0 12,500,000 2 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. Europe Y 16 14.7 50,000,000 7 > 95%
COGNIS GMBH Europe Y 12 5.3 5,000,000 0 > 95%
COLES GROUP LIMITED Australia NZ   13 9.0 5,000,000 1 > 95%
COLGATE-PALMOLIVE COMPANY Americas   10 5.3 5,000,000 1 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe   9 5.7 2,500,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas Y 15 13.7 22,500,000 4 25-75%
COMCAST CORPORATION Americas Y 17 14.3 22,500,000 4 5-25%
COMMERCIAL METALS COMPANY Americas   13 10.3 10,000,000 3 25-75%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 16.0 125,000,000 15 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 14 12.7 75,000,000 7 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   14 13.7 225,000,000 21 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas   12 10.3 12,500,000 4 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe   16 16.0 50,000,000 7 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   16 15.3 50,000,000 8 > 95%
COMPASS GROUP PLC Europe Y 15 13.7 20,000,000 3 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 16 15.0 75,000,000 12 5-25%
CON-WAY INC. Americas   13 11.0 12,500,000 3 5-25%
CONAGRA FOODS, INC. Americas Y 17 14.3 50,000,000 7 5-25%
CONOCOPHILLIPS Americas Y 16 14.3 75,000,000 10 5-25%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   13 9.7 7,500,000 2 5-25%
CONSTELLATION BRANDS, INC. Americas Y 13 10.3 7,500,000 2 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 15 13.3 50,000,000 5 5-25%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 17 16.0 100,000,000 14 > 95%
COOPER TIRE & RUBBER COMPANY Americas Y 15 13.3 15,000,000 4 5-25%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   16 12.0 20,000,000 2 > 95%
CORNING INCORPORATED Americas Y 12 9.7 12,500,000 2 5-25%
CORUS GROUP LIMITED Europe   13 8.0 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION Americas   12 8.0 5,000,000 1 25-75%
COVIDIEN LTD. Americas   13 8.3 5,000,000 1 5-25%
COX COMMUNICATIONS, INC. Americas Y 16 15.0 50,000,000 5 25-75%
CREDIT AGRICOLE SA Europe Y 16 15.7 150,000,000 16 > 95%
CREDIT SUISSE (USA), INC. Americas   8 4.3 2,500,000 0 25-75%
CREDIT SUISSE GROUP LTD Europe   17 15.3 75,000,000 10 > 95%
CROWN LIMITED Australia NZ   11 8.0 5,000,000 1 > 95%
CSC HOLDINGS, LLC Americas Y 13 11.3 10,000,000 3 < 5%
CSR LIMITED Australia NZ Y 13 8.7 10,000,000 1 > 95%
CSX CORPORATION Americas Y 16 13.7 50,000,000 6 25-75%
CUMMINS INC. Americas Y 12 9.3 12,500,000 3 5-25%
CVS CAREMARK CORPORATION Americas Y 16 13.7 25,000,000 5 25-75%
CYTEC INDUSTRIES INC. Americas   14 11.3 20,000,000 5 25-75%
CZECH REPUBLIC Sovereign   13 11.3 12,500,000 1 > 95%
D.R. HORTON, INC. Americas Y 13 12.3 50,000,000 6 < 5%
DAIMLER AG Europe   17 17.0 100,000,000 11 > 95%
DANAHER CORPORATION Americas   14 11.0 10,000,000 2 25-75%
DANONE Europe Y 16 14.0 17,500,000 4 > 95%
DANSKE BANK A/S Europe   12 10.0 20,000,000 5 > 95%
DARDEN RESTAURANTS, INC. Americas Y 17 15.3 50,000,000 9 5-25%
DBS BANK LTD. Asia Ex-Japan Y 13 9.3 7,500,000 1 > 95%
DEAN FOODS COMPANY Americas Y 14 12.0 10,000,000 3 < 5%
DEERE & COMPANY Americas Y 15 13.3 50,000,000 6 25-75%
DELHAIZE AMERICA, LLC Americas   9 5.3 5,000,000 1 25-75%
DELL INC. Americas Y 16 14.7 50,000,000 5 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe   14 9.3 7,500,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 15.7 175,000,000 16 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 17 15.7 50,000,000 6 > 95%
DEUTSCHE POST AG Europe   16 14.0 12,500,000 2 > 95%
DEUTSCHE TELEKOM AG Europe   17 16.0 75,000,000 8 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   11 10.3 12,500,000 3 5-25%
DEVON ENERGY CORPORATION Americas Y 16 13.7 50,000,000 7 5-25%
DEXIA CREDIT LOCAL Europe   12 9.0 5,000,000 1 > 95%
DIAGEO PLC Europe   16 15.0 22,500,000 4 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   15 11.7 12,500,000 2 5-25%
DILLARD'S, INC. Americas Y 13 11.0 10,000,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 16 14.3 22,500,000 4 5-25%
DISH DBS CORPORATION Americas Y 13 11.7 17,500,000 4 < 5%
DIXONS RETAIL PLC Europe Y 16 16.0 50,000,000 13 > 95%
DNB NOR BANK ASA Europe   6 4.7 5,000,000 0 > 95%
DOLE FOOD COMPANY, INC. Americas Y 13 10.0 7,500,000 2 < 5%
DOMINION RESOURCES, INC. Americas Y 17 13.0 50,000,000 6 25-75%
DOMTAR CORPORATION Americas Y 14 11.7 15,000,000 4 5-25%
DONG ENERGY A/S Europe   8 4.7 2,500,000 0 > 95%
DOVER CORPORATION Americas   7 5.7 5,000,000 1 5-25%
DP WORLD LIMITED Europe   11 8.7 5,000,000 1 > 95%
DPL INC. Americas   12 9.3 5,000,000 1 5-25%
DTE ENERGY COMPANY Americas   11 7.7 7,500,000 1 25-75%
DUBAI Sovereign   14 13.0 25,000,000 4 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 13.7 25,000,000 4 25-75%
DUKE REALTY LIMITED PARTNERSHIP Americas   11 7.0 5,000,000 1 5-25%
DYNEGY HOLDINGS INC. Americas Y 14 12.7 75,000,000 18 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 17 14.3 22,500,000 5 5-25%
E.ON AG Europe   17 16.7 50,000,000 4 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 8 4.0 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 17 14.7 50,000,000 9 25-75%
EASTMAN KODAK COMPANY Americas Y 15 14.0 75,000,000 28 < 5%
EATON CORPORATION Americas   12 8.7 10,000,000 2 25-75%
EDISON S.P.A. Europe Y 17 15.3 50,000,000 5 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 16.0 75,000,000 8 > 95%
EIRCOM LIMITED Europe   12 7.3 5,000,000 1 > 95%
EL PASO CORPORATION Americas Y 13 11.7 22,500,000 4 5-25%
ELECTRICITE DE FRANCE Europe Y 17 15.3 50,000,000 6 > 95%
ELI LILLY AND COMPANY Americas   12 11.0 15,000,000 3 5-25%
ELISA OYJ Europe   8 4.0 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 16 14.3 50,000,000 6 5-25%
EMERSON ELECTRIC CO. Americas   10 5.3 2,500,000 0 25-75%
EMI GROUP LIMITED Europe Y 13 7.3 5,000,000 1 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   12 8.3 7,500,000 2 5-25%
ENBRIDGE INC. Americas   13 10.3 20,000,000 2 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe   17 15.3 22,500,000 4 > 95%
ENCANA CORPORATION Americas   14 12.3 17,500,000 4 5-25%
ENDESA, S.A. Europe   17 15.7 50,000,000 4 > 95%
ENECO HOLDING N.V. Europe   4 3.0 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 17 16.3 100,000,000 14 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 14 12.7 20,000,000 5 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   14 11.0 7,500,000 2 5-25%
ENI S.P.A. Europe Y 16 14.0 25,000,000 5 > 95%
ENTERGY CORPORATION Americas   14 12.3 17,500,000 4 25-75%
ENTERPRISE PRODUCTS OPERATING LLC Americas   14 10.3 10,000,000 2 5-25%
EOP OPERATING LIMITED PARTNERSHIP Americas Y 13 10.7 15,000,000 2 25-75%
ERAC USA FINANCE LLC Americas   7 5.0 2,500,000 1 25-75%
ERC IRELAND FINANCE LIMITED Europe Y 15 12.0 15,000,000 5 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 15 12.3 15,000,000 3 25-75%
ERSTE GROUP BANK AG Europe   11 9.0 12,500,000 2 > 95%
ESSENT N.V. Europe   6 4.0 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe   17 15.7 50,000,000 6 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   6 4.3 2,500,000 0 75-95%
EVONIK DEGUSSA GMBH Europe Y 15 10.7 7,500,000 1 > 95%
EXELON CORPORATION Americas   14 11.0 10,000,000 2 5-25%
EXELON GENERATION COMPANY, LLC Americas   15 11.0 20,000,000 3 25-75%
EXPEDIA, INC. Americas Y 16 14.0 50,000,000 6 5-25%
EXPERIAN FINANCE PLC Europe Y 17 15.0 22,500,000 3 > 95%
EXXON MOBIL CORPORATION Americas   12 7.0 7,500,000 1 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 11 7.3 5,000,000 1 5-25%
FAIRFAX MEDIA LIMITED Australia NZ   11 6.3 2,500,000 1 > 95%
FCE BANK PLC Europe Y 15 13.7 22,500,000 4 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign   14 13.7 625,000,000 32 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 15 14.3 550,000,000 37 > 95%
FEDEX CORPORATION Americas   13 9.7 10,000,000 2 25-75%
FIAT S.P.A. Europe   17 16.7 75,000,000 12 > 95%
FINMECCANICA S.P.A. Europe   17 16.3 50,000,000 5 > 95%
FIRST DATA CORPORATION Americas Y 15 13.0 75,000,000 15 5-25%
FIRST INDUSTRIAL, L.P. Americas   11 6.0 5,000,000 1 25-75%
FIRSTENERGY CORP. Americas Y 16 13.7 50,000,000 5 25-75%
FKI LIMITED Europe   7 3.7 2,500,000 0 > 95%
FLEXTRONICS CORPORATION Americas   8 3.3 2,500,000 0 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 14 10.7 10,000,000 3 < 5%
FORD MOTOR COMPANY Americas Y 16 14.0 75,000,000 12 5-25%
FORD MOTOR CREDIT COMPANY LLC Americas Y 15 13.3 50,000,000 7 5-25%
FOREST OIL CORPORATION Americas Y 14 12.3 15,000,000 4 < 5%
FORTIS BANK Europe   11 7.0 10,000,000 1 > 95%
FORTUM OYJ Europe Y 16 13.7 20,000,000 3 > 95%
FORTUNE BRANDS, INC. Americas Y 17 15.0 50,000,000 7 25-75%
FOSTER'S GROUP LIMITED Australia NZ   13 9.3 10,000,000 2 > 95%
FRANCE TELECOM Europe Y 17 16.3 75,000,000 8 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas Y 16 14.3 25,000,000 5 < 5%
FREEPORT-MCMORAN CORPORATION Americas   12 6.3 7,500,000 2 75-95%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 13.0 50,000,000 10 < 5%
FRENCH REPUBLIC Sovereign   16 15.0 1,325,000,000 102 > 95%
FRESENIUS SE & CO. KGAA Europe   17 15.3 17,500,000 4 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 15 13.7 50,000,000 9 5-25%
FUJITSU LIMITED Japan Y 12 9.0 7,500,000 1 > 95%
GANNETT CO., INC. Americas Y 15 13.3 75,000,000 13 5-25%
GAS NATURAL SDG, S.A. Europe   17 16.3 75,000,000 10 > 95%
GATX CORPORATION Americas Y 15 11.7 15,000,000 4 25-75%
GDF SUEZ Europe Y 17 16.0 50,000,000 5 > 95%
GECINA Europe Y 15 13.3 10,000,000 2 > 95%
GENERAL DYNAMICS CORPORATION Americas   14 9.7 5,000,000 1 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 16.0 200,000,000 25 5-25%
GENERAL MILLS, INC. Americas Y 16 14.0 17,500,000 4 25-75%
GENERAL MOTORS COMPANY Americas   11 9.7 15,000,000 2 < 5%
GENON ENERGY, INC. Americas Y 13 11.7 10,000,000 3 < 5%
GENON NORTH AMERICA, LLC Americas   12 6.7 2,500,000 0 5-25%
GENTING BHD. Asia Ex-Japan   6 4.0 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. Americas   16 14.3 50,000,000 9 5-25%
GEORGIA-PACIFIC LLC Americas Y 14 12.7 15,000,000 3 5-25%
GKN HOLDINGS PLC Europe Y 16 15.7 50,000,000 7 > 95%
GLAXOSMITHKLINE PLC Europe   14 11.0 5,000,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe   16 16.0 125,000,000 17 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan   11 5.7 2,500,000 0 > 95%
GOODRICH CORPORATION Americas Y 17 14.7 50,000,000 5 25-75%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 12 9.0 12,500,000 1 > 95%
GROHE HOLDING GMBH Europe Y 15 14.7 50,000,000 9 > 95%
GROUPE AUCHAN Europe Y 16 14.3 20,000,000 4 > 95%
GS CALTEX CORPORATION Asia Ex-Japan Y 14 8.3 5,000,000 1 > 95%
H. J. HEINZ COMPANY Americas Y 13 12.0 50,000,000 8 25-75%
HALLIBURTON COMPANY Americas Y 16 13.3 50,000,000 6 25-75%
HAMMERSON PLC Europe   13 10.7 12,500,000 2 > 95%
HANA BANK Asia Ex-Japan Y 13 10.7 10,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 7 4.3 5,000,000 0 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe   16 15.0 50,000,000 6 > 95%
HANSON LIMITED Europe Y 14 12.3 17,500,000 3 > 95%
HASBRO, INC. Americas Y 13 11.3 12,500,000 3 25-75%
HAVAS Europe Y 16 13.7 17,500,000 3 > 95%
HCA INC. Americas Y 15 13.3 25,000,000 7 5-25%
HCP, INC. Americas   15 12.3 17,500,000 3 5-25%
HEALTH CARE REIT, INC. Americas   12 9.3 10,000,000 1 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas Y 13 9.7 10,000,000 3 5-25%
HEIDELBERGCEMENT AG Europe   17 16.7 75,000,000 9 > 95%
HEINEKEN N.V. Europe   10 7.7 7,500,000 1 > 95%
HELLENIC REPUBLIC Sovereign   17 15.0 150,000,000 17 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe   17 16.3 75,000,000 11 > 95%
HENKEL AG & CO. KGAA Europe Y 16 14.7 20,000,000 3 > 95%
HESS CORPORATION Americas Y 14 12.7 50,000,000 6 25-75%
HEWLETT-PACKARD COMPANY Americas Y 16 15.0 50,000,000 8 5-25%
HILTON WORLDWIDE, INC. Americas   15 10.0 15,000,000 2 25-75%
HITACHI, LTD. Japan Y 9 6.7 7,500,000 1 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD Australia NZ   4 2.3 2,500,000 0 > 95%
HOLCIM LTD Europe   17 15.7 50,000,000 7 > 95%
HONDA MOTOR CO., LTD. Japan Y 13 9.7 10,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 17 15.3 50,000,000 5 25-75%
HOSPITALITY PROPERTIES TRUST Americas   13 7.3 5,000,000 1 5-25%
HOST HOTELS & RESORTS, L.P. Americas Y 14 12.7 12,500,000 3 5-25%
HP ENTERPRISE SERVICES, LLC Americas   12 7.3 10,000,000 3 25-75%
HSBC BANK PLC Europe Y 14 12.0 50,000,000 3 > 95%
HSBC FINANCE CORPORATION Americas   14 13.0 50,000,000 5 5-25%
HUMANA INC. Americas   13 9.3 7,500,000 3 25-75%
HUNTSMAN INTERNATIONAL LLC Americas Y 13 10.3 7,500,000 2 < 5%
HUSKY ENERGY INC. Americas   11 9.3 10,000,000 2 25-75%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan   16 14.0 50,000,000 4 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   13 10.3 7,500,000 1 > 95%
IBERDROLA, S.A. Europe   16 15.0 75,000,000 8 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 16 12.0 15,000,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 12 8.3 5,000,000 1 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   7 4.0 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas Y 10 6.0 2,500,000 1 5-25%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   12 9.0 7,500,000 1 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   17 15.3 50,000,000 6 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 10 5.0 2,500,000 0 > 95%
INEOS GROUP HOLDINGS PLC Europe Y 16 15.0 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe Y 15 11.3 7,500,000 1 > 95%
ING BANK N.V. Europe Y 15 13.0 50,000,000 4 > 95%
ING VERZEKERINGEN N.V. Europe   12 8.7 12,500,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 17 14.0 20,000,000 4 25-75%
INTELSAT S.A. Americas Y 15 11.7 10,000,000 2 5-25%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 17 14.7 17,500,000 4 5-25%
INTERNATIONAL GAME TECHNOLOGY Americas   8 5.0 5,000,000 1 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 16 15.0 100,000,000 15 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 15 14.7 50,000,000 8 5-25%
INTERNATIONAL POWER PLC Europe   12 7.0 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. Americas   15 13.0 50,000,000 5 5-25%
INTESA SANPAOLO SPA Europe Y 17 16.0 150,000,000 20 > 95%
INVENSYS PLC Europe Y 12 8.3 10,000,000 1 > 95%
INVESTOR AKTIEBOLAG Europe Y 15 10.0 7,500,000 1 > 95%
IRELAND Sovereign   16 15.0 150,000,000 17 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 12 9.3 5,000,000 2 < 5%
ISS A/S Europe Y 13 11.7 15,000,000 3 > 95%
ISS GLOBAL A/S Europe Y 13 8.3 5,000,000 1 > 95%
ISTAR FINANCIAL INC. Americas Y 16 15.3 75,000,000 12 5-25%
ITOCHU CORPORATION Japan Y 13 10.0 7,500,000 1 > 95%
ITV PLC Europe Y 16 15.0 50,000,000 7 > 95%
J SAINSBURY PLC Europe Y 16 15.3 25,000,000 4 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 16 14.3 75,000,000 11 < 5%
JAPAN Sovereign   14 13.7 300,000,000 23 > 95%
JAPAN TOBACCO INC. Japan Y 11 5.3 2,500,000 0 > 95%
JEMENA LIMITED Australia NZ Y 13 8.0 7,500,000 1 > 95%
JFE STEEL CORPORATION Japan Y 11 9.3 10,000,000 1 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   13 8.0 2,500,000 1 5-25%
JOHNSON & JOHNSON Americas   12 11.0 22,500,000 4 5-25%
JOHNSON CONTROLS, INC. Americas Y 15 13.0 22,500,000 6 5-25%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   8 3.7 2,500,000 0 > 95%
JOINT STOCK COMPANY 'HALYK SAVINGS BANK OF KAZAKHSTAN' Europe   8 2.7 5,000,000 0 > 95%
JPMORGAN CHASE & CO. Americas   14 13.7 175,000,000 18 5-25%
JSC 'GAZPROM' Europe   16 15.0 75,000,000 8 > 95%
JSC 'KAZKOMMERTSBANK' Europe   12 7.7 10,000,000 1 > 95%
JSC VTB BANK Europe   15 13.7 22,500,000 3 > 95%
JTI (UK) FINANCE PLC Europe Y 16 12.7 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 15 13.3 50,000,000 19 < 5%
KABEL DEUTSCHLAND GMBH Europe Y 16 14.0 25,000,000 5 > 95%
KAJIMA CORPORATION Japan Y 7 5.3 2,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 11 9.3 5,000,000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. Japan Y 10 7.3 10,000,000 2 > 95%
KB HOME Americas Y 15 13.3 50,000,000 12 < 5%
KBC BANK Europe   9 6.0 2,500,000 1 > 95%
KELDA GROUP LIMITED Europe   15 10.0 5,000,000 1 > 95%
KELLOGG COMPANY Americas   13 11.0 10,000,000 2 5-25%
KERR-MCGEE CORPORATION Americas Y 12 8.0 5,000,000 1 25-75%
KIMBERLY-CLARK CORPORATION Americas   14 9.7 15,000,000 2 25-75%
KIMCO REALTY CORPORATION Americas   15 11.7 15,000,000 3 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 16 13.0 50,000,000 5 5-25%
KINDER MORGAN KANSAS, INC. Americas Y 15 12.0 12,500,000 3 5-25%
KINGDOM OF BELGIUM Sovereign   16 15.3 325,000,000 29 > 95%
KINGDOM OF DENMARK Sovereign   15 14.7 175,000,000 25 > 95%
KINGDOM OF NORWAY Sovereign   15 11.7 50,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA Sovereign   13 9.3 12,500,000 2 > 95%
KINGDOM OF SPAIN Sovereign   16 15.3 1,075,000,000 87 > 95%
KINGDOM OF SWEDEN Sovereign   15 13.7 100,000,000 7 > 95%
KINGDOM OF THAILAND Sovereign Y 15 13.7 50,000,000 7 > 95%
KINGDOM OF THE NETHERLANDS Sovereign   15 14.0 100,000,000 7 > 95%
KINGFISHER PLC Europe Y 17 15.7 50,000,000 9 > 95%
KINTETSU CORPORATION Japan Y 11 6.3 5,000,000 1 > 95%
KLEPIERRE Europe   7 5.3 5,000,000 1 > 95%
KOBE STEEL, LTD. Japan Y 11 10.3 15,000,000 3 > 95%
KOHL'S CORPORATION Americas Y 16 14.0 50,000,000 8 25-75%
KONINKLIJKE AHOLD N.V. Europe Y 17 15.3 50,000,000 5 > 95%
KONINKLIJKE DSM N.V. Europe Y 17 15.7 50,000,000 4 > 95%
KONINKLIJKE KPN N.V. Europe Y 17 16.0 50,000,000 9 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 17 16.3 50,000,000 6 > 95%
KOOKMIN BANK Asia Ex-Japan Y 13 10.7 7,500,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 11 7.7 5,000,000 1 > 95%
KRAFT FOODS INC. Americas Y 17 14.0 50,000,000 7 25-75%
KT CORPORATION Asia Ex-Japan Y 11 6.7 2,500,000 0 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 14 10.7 12,500,000 3 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 17 11.3 10,000,000 2 > 95%
LADBROKES PLC Europe   15 13.7 50,000,000 6 > 95%
LAFARGE Europe Y 17 16.3 100,000,000 14 > 95%
LANXESS AKTIENGESELLSCHAFT Europe   16 14.0 22,500,000 4 > 95%
LEBANESE REPUBLIC Sovereign Y 10 6.3 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   14 8.3 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   13 10.3 12,500,000 1 > 95%
LENNAR CORPORATION Americas Y 16 14.3 75,000,000 11 5-25%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 12 10.0 12,500,000 4 < 5%
LEVI STRAUSS & CO. Americas Y 14 12.0 12,500,000 4 < 5%
LEXMARK INTERNATIONAL, INC. Americas   12 8.7 5,000,000 1 25-75%
LIBERTY MEDIA LLC Americas Y 15 12.7 20,000,000 4 25-75%
LIBERTY MUTUAL GROUP INC. Americas   13 9.7 10,000,000 2 25-75%
LIBERTY MUTUAL INSURANCE COMPANY Americas   14 11.0 12,500,000 3 25-75%
LIMITED BRANDS, INC. Americas Y 15 14.3 75,000,000 12 5-25%
LINCOLN NATIONAL CORPORATION Americas   15 12.7 50,000,000 7 5-25%
LINDE AKTIENGESELLSCHAFT Europe   17 15.0 20,000,000 3 > 95%
LIZ CLAIBORNE, INC. Americas Y 16 14.7 75,000,000 14 5-25%
LLOYDS TSB BANK PLC Europe Y 17 16.0 75,000,000 14 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 16 14.0 50,000,000 5 25-75%
LOEWS CORPORATION Americas Y 16 13.3 25,000,000 5 25-75%
LOUISIANA-PACIFIC CORPORATION Americas Y 15 12.7 50,000,000 9 5-25%
LOWE'S COMPANIES, INC. Americas Y 15 13.0 20,000,000 4 5-25%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 16 14.7 50,000,000 4 > 95%
M.D.C. HOLDINGS, INC. Americas Y 17 13.7 50,000,000 5 5-25%
M-REAL OYJ Europe Y 16 14.7 50,000,000 9 > 95%
MACK-CALI REALTY, L.P. Americas   11 6.3 5,000,000 0 5-25%
MACQUARIE BANK LIMITED Australia NZ Y 14 10.0 12,500,000 3 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas Y 13 7.7 2,500,000 1 25-75%
MACY'S, INC. Americas Y 16 14.7 100,000,000 14 5-25%
MALAYSIA Sovereign Y 15 14.0 50,000,000 6 > 95%
MAN GROUP PLC Europe   13 7.7 7,500,000 1 > 95%
MANOR CARE, INC. Americas   13 9.7 17,500,000 3 5-25%
MARATHON OIL CORPORATION Americas   14 11.7 10,000,000 3 5-25%
MARKS AND SPENCER P.L.C. Europe Y 16 15.3 50,000,000 7 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 16 15.3 50,000,000 10 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 16 14.0 22,500,000 5 25-75%
MARTIN MARIETTA MATERIALS, INC. Americas   11 10.3 12,500,000 2 < 5%
MARUBENI CORPORATION Japan Y 10 8.7 7,500,000 1 > 95%
MASCO CORPORATION Americas Y 16 13.7 50,000,000 9 25-75%
MASSEY ENERGY COMPANY Americas Y 13 8.7 5,000,000 1 < 5%
MATTEL, INC. Americas   14 11.7 17,500,000 4 25-75%
MBIA INC. Americas Y 15 14.3 100,000,000 11 5-25%
MBIA INSURANCE CORPORATION Americas   16 15.7 225,000,000 28 5-25%
MCDONALD'S CORPORATION Americas Y 16 13.3 25,000,000 5 25-75%
MCKESSON CORPORATION Americas Y 16 14.3 20,000,000 4 5-25%
MEADWESTVACO CORPORATION Americas Y 17 14.0 50,000,000 8 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas   12 7.3 10,000,000 2 5-25%
MEDIACOM LLC Americas Y 13 10.3 5,000,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   13 9.0 10,000,000 1 > 95%
MEDTRONIC, INC. Americas   14 12.0 15,000,000 2 5-25%
MELIA HOTELS INTERNATIONAL, S.A. Europe Y 15 8.3 7,500,000 1 > 95%
MERCK & CO., INC. Americas   13 9.0 7,500,000 2 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   12 7.0 5,000,000 1 > 95%
MERCK SHARP & DOHME CORP. Americas   13 10.0 15,000,000 4 25-75%
MERITOR, INC. Americas Y 15 13.0 22,500,000 7 5-25%
MERRILL LYNCH & CO., INC. Americas   16 14.3 100,000,000 10 5-25%
METLIFE, INC. Americas Y 17 15.7 100,000,000 16 5-25%
METRO AG Europe Y 17 15.0 50,000,000 7 > 95%
METSO OYJ Europe Y 13 11.3 12,500,000 3 > 95%
MGIC INVESTMENT CORPORATION Americas Y 15 14.3 125,000,000 16 5-25%
MGM RESORTS INTERNATIONAL Americas Y 15 14.3 50,000,000 11 < 5%
MITSUBISHI CORPORATION Japan Y 12 8.7 7,500,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan Y 11 6.3 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan Y 12 9.7 7,500,000 1 > 95%
MITSUI & CO., LTD. Japan Y 12 8.7 7,500,000 1 > 95%
MITSUI CHEMICALS, INC. Japan Y 9 7.3 5,000,000 1 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 9 5.3 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 11 9.3 20,000,000 2 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan Y 9 6.0 5,000,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan Y 12 11.0 22,500,000 3 > 95%
MMO2 PLC Europe Y 7 4.0 5,000,000 1 > 95%
MOHAWK INDUSTRIES, INC. Americas Y 16 14.3 22,500,000 5 5-25%
MOLSON COORS BREWING COMPANY Americas   11 5.7 5,000,000 1 25-75%
MONSANTO COMPANY Americas   12 8.3 7,500,000 1 5-25%
MORGAN STANLEY Americas   17 15.0 175,000,000 18 < 5%
MOTOROLA SOLUTIONS, INC. Americas Y 17 14.3 50,000,000 8 5-25%
MTR CORPORATION LIMITED Asia Ex-Japan Y 10 5.0 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 16 15.7 50,000,000 6 > 95%
MURPHY OIL CORPORATION Americas   12 9.3 7,500,000 1 5-25%
NABORS INDUSTRIES, INC. Americas Y 15 13.7 50,000,000 6 25-75%
NALCO COMPANY Americas Y 13 11.0 12,500,000 4 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 15 12.3 50,000,000 4 > 95%
NATIONAL GRID PLC Europe Y 16 15.0 17,500,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 16 13.0 20,000,000 4 25-75%
NATIXIS Europe   9 5.0 5,000,000 0 > 95%
NEC CORPORATION Japan Y 10 7.7 5,000,000 1 > 95%
NESTLE S.A. Europe   16 14.3 20,000,000 3 > 95%
NEW ALBERTSON'S, INC. Americas Y 15 12.0 17,500,000 4 5-25%
NEW ZEALAND Sovereign   10 6.0 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 15 13.0 50,000,000 6 5-25%
NEWMONT MINING CORPORATION Americas   14 9.0 10,000,000 1 25-75%
NEWMONT USA LIMITED Americas   6 3.3 2,500,000 0 75-95%
NEWS AMERICA INCORPORATED Americas Y 17 15.0 75,000,000 11 5-25%
NEXEN INC. Americas   12 11.3 25,000,000 4 5-25%
NEXT PLC Europe Y 16 15.7 50,000,000 7 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas   12 9.7 7,500,000 1 25-75%
NIPPON PAPER GROUP, INC. Japan Y 11 7.7 7,500,000 1 > 95%
NIPPON STEEL CORPORATION Japan Y 12 9.3 10,000,000 2 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 13 9.0 10,000,000 1 > 95%
NISOURCE FINANCE CORP. Americas   12 8.7 5,000,000 1 5-25%
NISSAN MOTOR CO., LTD. Japan Y 15 11.3 12,500,000 1 > 95%
NOBLE CORPORATION Americas   12 8.7 5,000,000 0 5-25%
NOBLE ENERGY, INC. Americas   12 7.7 5,000,000 1 25-75%
NOBLE GROUP LIMITED Asia Ex-Japan Y 14 11.7 12,500,000 2 > 95%
NOKIA OYJ Europe Y 16 15.3 75,000,000 10 > 95%
NOMURA SECURITIES CO., LTD. Japan Y 13 9.7 5,000,000 1 > 95%
NORBORD INC. Americas   15 11.7 17,500,000 3 5-25%
NORDEA BANK AB Europe   9 5.7 5,000,000 0 > 95%
NORDSTROM, INC. Americas Y 16 14.3 50,000,000 9 5-25%
NORFOLK SOUTHERN CORPORATION Americas Y 16 14.3 25,000,000 5 5-25%
NORSKE SKOGINDUSTRIER ASA Europe Y 17 16.0 50,000,000 12 > 95%
NORTHERN ROCK (ASSET MANAGEMENT) PLC Europe   6 2.3 2,500,000 0 > 95%
NORTHROP GRUMMAN CORPORATION Americas   17 13.0 20,000,000 3 25-75%
NOVA CHEMICALS CORPORATION Americas Y 14 12.0 7,500,000 2 < 5%
NOVARTIS AG Europe   12 7.0 7,500,000 1 > 95%
NRG ENERGY, INC. Americas Y 13 12.0 12,500,000 3 < 5%
NUCOR CORPORATION Americas   17 12.0 17,500,000 3 25-75%
NXP B.V. Europe Y 16 14.0 50,000,000 8 > 95%
OBAYASHI CORPORATION Japan Y 9 5.0 2,500,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   13 10.0 10,000,000 2 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   13 7.3 5,000,000 1 25-75%
OFFICE DEPOT, INC. Americas   14 12.0 15,000,000 4 5-25%
OJI PAPER CO., LTD. Japan Y 10 5.3 5,000,000 0 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   15 12.0 7,500,000 1 > 95%
OLIN CORPORATION Americas Y 16 14.0 50,000,000 6 5-25%
OMNICOM GROUP INC. Americas Y 17 15.0 50,000,000 8 5-25%
ONEOK PARTNERS, L.P. Americas   11 9.0 7,500,000 1 25-75%
ONEOK, INC. Americas   15 9.3 12,500,000 2 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe Y 16 15.7 50,000,000 11 > 95%
ORACLE AMERICA, INC. Americas   11 6.3 5,000,000 1 75-95%
ORACLE CORPORATION Americas   11 7.7 2,500,000 0 5-25%
ORIX CORPORATION Japan Y 13 11.7 15,000,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 12 7.3 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. Americas Y 11 9.3 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   12 10.7 22,500,000 3 25-75%
PACKAGING CORPORATION OF AMERICA Americas   13 10.3 12,500,000 3 5-25%
PACTIV CORPORATION Americas   13 10.7 12,500,000 3 5-25%
PANASONIC CORPORATION Japan   9 5.7 5,000,000 0 > 95%
PARKER DRILLING COMPANY Americas Y 14 11.3 5,000,000 1 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   15 12.0 10,000,000 2 > 95%
PEABODY ENERGY CORPORATION Americas   11 8.0 2,500,000 1 < 5%
PEARSON PLC Europe Y 17 15.3 17,500,000 3 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 17 15.7 250,000,000 24 > 95%
PEPCO HOLDINGS, INC. Americas   11 7.3 5,000,000 1 25-75%
PEPSICO, INC. Americas   12 10.7 15,000,000 2 25-75%
PERNOD RICARD Europe Y 16 15.0 25,000,000 5 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas   12 9.0 10,000,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   12 7.3 22,500,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 13 12.3 50,000,000 4 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   13 10.3 7,500,000 1 > 95%
PEUGEOT SA Europe Y 16 15.7 75,000,000 12 > 95%
PFIZER INC. Americas Y 15 12.3 25,000,000 4 5-25%
PHH CORPORATION Americas   10 6.7 2,500,000 1 25-75%
PHILIP MORRIS INTERNATIONAL INC. Americas   6 2.7 2,500,000 0 < 5%
PILKINGTON GROUP LIMITED Europe   10 5.3 5,000,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas Y 15 12.3 12,500,000 3 25-75%
PITNEY BOWES INC. Americas Y 17 14.3 50,000,000 7 5-25%
POLYONE CORPORATION Americas Y 12 10.0 5,000,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   16 12.3 20,000,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 16.3 75,000,000 11 > 95%
PORTUGUESE REPUBLIC Sovereign   16 15.0 225,000,000 22 > 95%
POSCO Asia Ex-Japan Y 13 11.7 10,000,000 1 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   12 10.0 7,500,000 2 25-75%
PPG INDUSTRIES, INC. Americas   16 13.0 22,500,000 4 25-75%
PPL ENERGY SUPPLY, LLC Americas   14 8.3 7,500,000 2 25-75%
PPR Europe Y 17 15.7 50,000,000 6 > 95%
PRAXAIR, INC. Americas   12 8.0 5,000,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 13 10.3 7,500,000 2 < 5%
PROGRESS ENERGY, INC. Americas Y 16 13.7 20,000,000 4 25-75%
PROLOGIS Americas   14 11.3 22,500,000 4 5-25%
PROMISE CO., LTD. Japan Y 15 11.7 12,500,000 4 > 95%
PROSIEBENSAT.1 MEDIA AG Europe Y 12 8.3 5,000,000 1 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   15 14.0 50,000,000 5 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   15 9.3 7,500,000 2 > 95%
PSEG POWER LLC Americas   12 9.0 10,000,000 2 25-75%
PTT PUBLIC COMPANY LIMITED Asia Ex-Japan Y 9 5.3 2,500,000 0 > 95%
PUBLICIS GROUPE SA Europe Y 17 14.0 20,000,000 3 > 95%
PUBLISHING AND BROADCASTING LIMITED Australia NZ   2 0.7 2,500,000 0 > 95%
PULTEGROUP, INC. Americas   16 14.7 75,000,000 15 5-25%
QANTAS AIRWAYS LIMITED Australia NZ Y 16 12.0 22,500,000 3 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 12 10.3 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 17 13.7 50,000,000 6 5-25%
QWEST CAPITAL FUNDING, INC. Americas Y 12 9.3 7,500,000 2 < 5%
QWEST CORPORATION Americas Y 14 12.0 15,000,000 3 5-25%
R.R. DONNELLEY & SONS COMPANY Americas Y 17 14.7 50,000,000 10 5-25%
RADIAN GROUP INC. Americas Y 16 15.3 150,000,000 22 5-25%
RADIOSHACK CORPORATION Americas Y 16 14.3 50,000,000 8 5-25%
RAIFFEISEN BANK INTERNATIONAL AG Europe   8 4.0 2,500,000 0 > 95%
RALLYE Europe Y 15 14.7 50,000,000 4 > 95%
RAYTHEON COMPANY Americas Y 17 14.0 22,500,000 4 25-75%
REALOGY CORPORATION Americas Y 12 10.0 20,000,000 9 < 5%
REED ELSEVIER PLC Europe   16 13.3 12,500,000 2 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 14 10.3 7,500,000 1 > 95%
RENAULT Europe Y 17 16.0 75,000,000 11 > 95%
RENTOKIL INITIAL PLC Europe Y 17 14.7 20,000,000 4 > 95%
RENTOKIL INITIAL 1927 PLC Europe Y 12 5.3 7,500,000 1 > 95%
REPSOL YPF, S.A. Europe   17 16.0 50,000,000 4 > 95%
REPUBLIC OF AUSTRIA Sovereign   15 14.7 175,000,000 10 > 95%
REPUBLIC OF BULGARIA Sovereign Y 16 14.7 50,000,000 7 > 95%
REPUBLIC OF CHILE Sovereign Y 12 8.3 7,500,000 1 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 14 13.3 50,000,000 5 > 95%
REPUBLIC OF CROATIA Sovereign Y 16 14.7 50,000,000 4 > 95%
REPUBLIC OF ESTONIA Sovereign   8 5.0 2,500,000 0 > 95%
REPUBLIC OF FINLAND Sovereign   15 11.3 50,000,000 2 > 95%
REPUBLIC OF HUNGARY Sovereign Y 16 15.3 175,000,000 18 > 95%
REPUBLIC OF ICELAND Sovereign   10 5.7 2,500,000 1 > 95%
REPUBLIC OF INDONESIA Sovereign Y 15 13.3 125,000,000 14 > 95%
REPUBLIC OF ITALY Sovereign   17 16.3 1,550,000,000 102 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign   15 12.0 17,500,000 3 > 95%
REPUBLIC OF KOREA Sovereign Y 16 15.3 175,000,000 24 > 95%
REPUBLIC OF LATVIA Sovereign   14 11.0 12,500,000 1 > 95%
REPUBLIC OF LITHUANIA Sovereign   12 9.0 10,000,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 14 11.7 12,500,000 1 > 95%
REPUBLIC OF PERU Sovereign Y 13 12.0 75,000,000 10 > 95%
REPUBLIC OF POLAND Sovereign Y 17 14.7 125,000,000 12 > 95%
REPUBLIC OF SLOVENIA Sovereign   14 8.0 5,000,000 0 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 15 15.0 125,000,000 13 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 15 14.0 125,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 16.0 275,000,000 26 > 95%
REPUBLIC SERVICES, INC. Americas   12 9.7 5,000,000 1 25-75%
RESIDENTIAL CAPITAL, LLC Americas Y 15 13.7 50,000,000 7 5-25%
RESONA BANK, LIMITED Japan Y 12 9.3 10,000,000 1 > 95%
REXAM PLC Europe   15 12.0 15,000,000 2 > 95%
REXEL DEVELOPPEMENT SAS Europe   8 4.0 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. Americas Y 15 11.3 15,000,000 4 5-25%
RHODIA Europe Y 16 15.0 50,000,000 4 > 95%
RIO TINTO ALCAN INC. Americas Y 14 12.0 17,500,000 3 25-75%
RIO TINTO LIMITED Australia NZ   16 14.3 20,000,000 3 > 95%
RITE AID CORPORATION Americas Y 14 12.0 20,000,000 8 < 5%
ROCHE HOLDINGS, INC. Europe   11 6.7 2,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   11 8.0 5,000,000 1 5-25%
ROHM AND HAAS COMPANY Americas Y 16 13.0 22,500,000 4 25-75%
ROLLS-ROYCE PLC Europe Y 17 13.0 12,500,000 2 > 95%
ROMANIA Sovereign Y 17 15.7 50,000,000 7 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   16 12.0 15,000,000 3 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 16 14.7 50,000,000 10 < 5%
ROYAL DUTCH SHELL PLC Europe   15 13.0 20,000,000 4 > 95%
RPM INTERNATIONAL INC. Americas   15 12.0 17,500,000 4 25-75%
RUSSIAN AGRICULTURAL BANK Europe   10 7.0 10,000,000 1 > 95%
RUSSIAN FEDERATION Sovereign Y 17 16.3 275,000,000 27 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 16.3 50,000,000 4 > 95%
RYDER SYSTEM, INC. Americas Y 16 13.0 25,000,000 5 25-75%
SABMILLER PLC Europe Y 15 12.3 15,000,000 3 > 95%
SABRE HOLDINGS CORPORATION Americas Y 15 13.0 25,000,000 6 5-25%
SAFEWAY INC. Americas Y 17 14.7 75,000,000 11 5-25%
SAFEWAY LIMITED Europe Y 17 13.7 15,000,000 3 > 95%
SAKS INCORPORATED Americas Y 13 11.7 12,500,000 4 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 12 7.3 5,000,000 1 > 95%
SANMINA-SCI CORPORATION Americas Y 12 10.7 10,000,000 3 < 5%
SANOFI Europe Y 16 13.3 50,000,000 2 > 95%
SANTANDER UK PLC Europe   13 8.0 7,500,000 1 > 95%
SANYO ELECTRIC CO., LTD. Japan Y 7 4.0 2,500,000 0 > 95%
SARA LEE CORPORATION Americas Y 17 14.3 75,000,000 8 25-75%
SBERBANK Europe   14 11.0 12,500,000 2 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 16 14.0 15,000,000 3 > 95%
SCANIA AKTIEBOLAG Europe   16 12.3 15,000,000 2 > 95%
SCHLUMBERGER N.V. Americas   12 8.0 7,500,000 1 5-25%
SCHNEIDER ELECTRIC SA Europe   16 14.3 12,500,000 2 > 95%
SCOR SE Europe   14 9.7 7,500,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   15 8.3 5,000,000 1 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   10 6.7 7,500,000 1 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas Y 12 9.7 5,000,000 1 < 5%
SEALED AIR CORPORATION Americas   14 12.0 50,000,000 6 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 15 11.3 22,500,000 5 25-75%
SEAT PAGINE GIALLE S.P.A. Europe   16 13.7 15,000,000 5 > 95%
SECURITAS AB Europe   14 10.7 5,000,000 1 > 95%
SEMPRA ENERGY Americas Y 16 14.3 22,500,000 4 25-75%
SES Europe   15 10.0 10,000,000 2 > 95%
SHARP CORPORATION Japan Y 11 8.7 7,500,000 1 > 95%
SHAW COMMUNICATIONS INC. Americas   11 7.0 5,000,000 1 5-25%
SHIMIZU CORPORATION Japan Y 11 8.0 7,500,000 1 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe   16 15.0 50,000,000 4 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 17 13.7 50,000,000 7 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 8 4.3 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   12 7.0 2,500,000 0 > 95%
SK ENERGY CO., LTD. Asia Ex-Japan Y 10 5.7 2,500,000 0 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan Y 10 6.3 2,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   10 5.7 2,500,000 0 > 95%
SLM CORPORATION Americas Y 16 14.7 75,000,000 9 5-25%
SLOVAK REPUBLIC Sovereign   14 9.7 7,500,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 14 12.3 15,000,000 4 < 5%
SMITHS GROUP PLC Europe   13 8.0 5,000,000 1 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe Y 16 13.0 20,000,000 4 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 14 11.0 15,000,000 2 > 95%
SOCIETE AIR FRANCE Europe Y 16 15.0 50,000,000 6 > 95%
SOCIETE GENERALE Europe Y 16 15.0 150,000,000 16 > 95%
SODEXO Europe Y 17 14.7 22,500,000 3 > 95%
SOFTBANK CORP. Japan Y 12 11.0 10,000,000 1 > 95%
SOLVAY Europe Y 17 15.0 25,000,000 4 > 95%
SOMPO JAPAN INSURANCE INC. Japan   7 2.3 2,500,000 0 > 95%
SONY CORPORATION Japan Y 15 11.3 17,500,000 3 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   8 4.0 2,500,000 0 25-75%
SOUTHWEST AIRLINES CO. Americas Y 17 14.3 50,000,000 9 25-75%
SPECTRA ENERGY CAPITAL, LLC Americas   15 10.7 15,000,000 3 25-75%
SPRINT NEXTEL CORPORATION Americas Y 16 15.3 75,000,000 15 5-25%
STANDARD CHARTERED BANK Europe Y 14 11.0 12,500,000 2 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   13 7.3 7,500,000 1 > 95%
STANDARD PACIFIC CORP. Americas Y 15 13.3 50,000,000 8 < 5%
STANLEY BLACK & DECKER, INC. Americas   15 12.3 17,500,000 3 25-75%
STAPLES, INC. Americas Y 16 13.3 17,500,000 4 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 16 15.3 50,000,000 10 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 15 13.7 15,000,000 2 > 95%
STATE OF CALIFORNIA Sovereign   6 5.0 12,500,000 2 > 95%
STATE OF FLORIDA Sovereign   7 3.7 15,000,000 1 > 95%
STATE OF ILLINOIS Sovereign   6 5.3 10,000,000 2 > 95%
STATE OF ISRAEL Sovereign Y 14 13.3 50,000,000 7 > 95%
STATE OF NEW JERSEY Sovereign   5 3.0 2,500,000 0 > 95%
STATE OF NEW YORK Sovereign   4 3.0 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 14 12.0 50,000,000 3 > 95%
STATE OF TEXAS Sovereign   1 0.3 2,500,000 0 > 95%
STATOIL ASA Europe Y 13 11.0 10,000,000 1 > 95%
STENA AKTIEBOLAG Europe Y 16 14.7 50,000,000 6 > 95%
STMICROELECTRONICS N.V. Europe Y 17 15.7 50,000,000 6 > 95%
STORA ENSO OYJ Europe Y 16 15.3 50,000,000 8 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe   17 14.7 22,500,000 5 > 95%
SUMITOMO CORPORATION Japan Y 15 9.3 7,500,000 1 > 95%
SUMITOMO METAL INDUSTRIES, LTD. Japan Y 8 3.3 2,500,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 14 12.7 20,000,000 3 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan Y 8 5.0 5,000,000 0 > 95%
SUNCOR ENERGY INC. Americas   13 10.7 15,000,000 2 25-75%
SUNGARD DATA SYSTEMS INC. Americas Y 13 12.3 10,000,000 3 < 5%
SUNOCO, INC. Americas Y 15 14.0 22,500,000 5 5-25%
SUPERVALU INC. Americas Y 15 14.3 50,000,000 10 5-25%
SUZUKI MOTOR CORPORATION Japan Y 9 4.3 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe   15 12.7 15,000,000 3 > 95%
SVENSKA HANDELSBANKEN AB Europe   12 5.3 5,000,000 0 > 95%
SWEDISH MATCH AB Europe Y 15 10.3 7,500,000 2 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 9 5.3 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD Europe   16 15.3 75,000,000 8 > 95%
SWISSCOM LTD. Europe   11 6.0 5,000,000 1 > 95%
SYNGENTA AG Europe   16 11.3 12,500,000 2 > 95%
TABCORP HOLDINGS LIMITED Australia NZ Y 9 5.3 2,500,000 0 > 95%
TAISEI CORPORATION Japan Y 13 7.0 5,000,000 1 > 95%
TALISMAN ENERGY INC. Americas   14 11.0 10,000,000 2 25-75%
TARGET CORPORATION Americas Y 17 13.7 20,000,000 4 25-75%
TATA MOTORS LIMITED Asia Ex-Japan Y 6 3.7 2,500,000 0 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   17 15.0 15,000,000 3 > 95%
TDC A/S Europe Y 14 9.7 7,500,000 1 > 95%
TE CONNECTIVITY LTD. Americas   12 6.3 7,500,000 1 25-75%
TECHNIP Europe Y 16 10.3 12,500,000 2 > 95%
TECK RESOURCES LIMITED Americas   11 8.7 7,500,000 2 5-25%
TECO ENERGY, INC. Americas   13 8.3 5,000,000 1 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   13 9.0 10,000,000 1 > 95%
TELECOM ITALIA SPA Europe Y 17 16.3 125,000,000 19 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 16 13.3 15,000,000 3 > 95%
TELEFONICA, S.A. Europe   17 16.7 125,000,000 15 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   12 5.7 5,000,000 1 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe   16 15.0 25,000,000 5 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   9 5.3 2,500,000 0 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   7 4.3 7,500,000 1 > 95%
TELENOR ASA Europe Y 16 14.7 17,500,000 3 > 95%
TELEVISION FRANCAISE 1 Europe   6 4.3 5,000,000 1 > 95%
TELIASONERA AKTIEBOLAG Europe Y 17 15.7 22,500,000 4 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 15 13.0 25,000,000 3 > 95%
TELUS CORPORATION Americas   13 9.3 10,000,000 2 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   10 6.3 2,500,000 0 > 95%
TEMPLE-INLAND INC. Americas Y 15 14.0 50,000,000 10 5-25%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 12 7.3 2,500,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 14 11.3 17,500,000 6 < 5%
TESCO PLC Europe Y 17 15.0 50,000,000 6 > 95%
TESORO CORPORATION Americas Y 14 12.0 17,500,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   6 4.0 2,500,000 0 75-95%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas Y 12 11.3 75,000,000 13 < 5%
TEXAS INSTRUMENTS INCORPORATED Americas   11 6.7 7,500,000 1 5-25%
TEXTRON FINANCIAL CORPORATION Americas Y 16 13.3 25,000,000 5 5-25%
TEXTRON INC. Americas   16 13.0 50,000,000 6 5-25%
THALES Europe   16 12.0 10,000,000 2 > 95%
THE AES CORPORATION Americas Y 14 12.3 15,000,000 4 < 5%
THE ALLSTATE CORPORATION Americas Y 17 14.0 50,000,000 6 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan Y 15 12.0 17,500,000 3 > 95%
THE BLACK & DECKER CORPORATION Americas Y 16 11.3 15,000,000 3 25-75%
THE BOEING COMPANY Americas   13 10.7 12,500,000 3 5-25%
THE CHUBB CORPORATION Americas Y 17 13.7 50,000,000 5 5-25%
THE CITY OF NEW YORK Sovereign   6 3.7 12,500,000 0 > 95%
THE CLOROX COMPANY Americas   13 12.3 22,500,000 6 5-25%
THE COCA-COLA COMPANY Americas   10 5.7 5,000,000 1 25-75%
THE DOW CHEMICAL COMPANY Americas Y 17 15.3 75,000,000 12 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 12 11.3 17,500,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 14 11.3 7,500,000 1 > 95%
THE GAP, INC. Americas Y 16 14.0 75,000,000 11 5-25%
THE GOLDMAN SACHS GROUP, INC. Americas   14 13.3 225,000,000 22 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 12.3 20,000,000 5 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   14 11.0 12,500,000 3 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 17 15.0 75,000,000 11 5-25%
THE HERSHEY COMPANY Americas   11 10.0 10,000,000 2 5-25%
THE HERTZ CORPORATION Americas Y 15 13.3 20,000,000 6 5-25%
THE HOME DEPOT, INC. Americas Y 17 15.0 50,000,000 8 5-25%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   10 4.3 2,500,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas Y 13 10.3 12,500,000 2 5-25%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 9 5.7 2,500,000 0 > 95%
THE JONES GROUP INC. Americas   16 15.3 75,000,000 14 5-25%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 14 10.3 5,000,000 1 > 95%
THE KROGER CO. Americas Y 16 14.0 50,000,000 8 5-25%
THE LUBRIZOL CORPORATION Americas   11 8.3 7,500,000 1 25-75%
THE MCCLATCHY COMPANY Americas Y 15 13.7 50,000,000 10 5-25%
THE MOSAIC COMPANY Americas   5 2.0 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 14 12.3 22,500,000 6 5-25%
THE NEW YORK TIMES COMPANY Americas Y 16 13.3 50,000,000 8 5-25%
THE NIELSEN COMPANY B.V. Europe Y 13 9.0 5,000,000 1 > 95%
THE NORINCHUKIN BANK Japan   7 3.3 2,500,000 0 > 95%
THE PMI GROUP, INC. Americas Y 15 15.0 175,000,000 23 5-25%
THE PROCTER & GAMBLE COMPANY Americas   14 11.7 25,000,000 3 5-25%
THE RANK GROUP PLC Europe Y 14 9.7 7,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. Europe   14 11.0 10,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 15 14.7 75,000,000 10 > 95%
THE RYLAND GROUP, INC. Americas   15 13.0 50,000,000 8 25-75%
THE SERVICEMASTER COMPANY Americas   7 5.0 2,500,000 1 5-25%
THE SHERWIN-WILLIAMS COMPANY Americas Y 17 15.3 75,000,000 8 5-25%
THE SOUTHERN COMPANY Americas   10 7.0 5,000,000 0 5-25%
THE TJX COMPANIES, INC. Americas Y 15 11.7 10,000,000 2 25-75%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan Y 13 10.3 12,500,000 5 > 95%
THE TRAVELERS COMPANIES, INC. Americas   13 12.0 20,000,000 4 5-25%
THE WALT DISNEY COMPANY Americas Y 17 14.7 50,000,000 4 5-25%
THE WESTERN UNION COMPANY Americas   14 11.0 12,500,000 3 5-25%
THE WILLIAMS COMPANIES, INC. Americas Y 13 11.3 22,500,000 5 < 5%
THOMSON REUTERS GROUP LIMITED Europe   16 10.7 10,000,000 1 > 95%
THYSSENKRUPP AG Europe Y 17 16.3 75,000,000 9 > 95%
TIME WARNER CABLE INC. Americas Y 15 14.3 22,500,000 4 < 5%
TIME WARNER INC. Americas Y 17 14.3 75,000,000 9 25-75%
TNT N.V. Europe Y 16 13.0 15,000,000 2 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan Y 11 9.0 10,000,000 1 > 95%
TOKYO GAS CO., LTD. Japan Y 9 5.0 2,500,000 0 > 95%
TOLL BROTHERS, INC. Americas   16 13.7 50,000,000 9 5-25%
TOMKINS LIMITED Europe   16 13.7 12,500,000 2 > 95%
TOSHIBA CORPORATION Japan Y 12 10.0 12,500,000 2 > 95%
TOTAL SA Europe Y 17 15.0 50,000,000 4 > 95%
TOYOTA MOTOR CORPORATION Japan Y 14 11.3 17,500,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan Y 13 10.3 10,000,000 1 > 95%
TOYS 'R' US, INC. Americas   14 11.3 15,000,000 4 < 5%
TRANE INC. Americas   6 3.3 2,500,000 1 75-95%
TRANSCANADA PIPELINES LIMITED Americas   12 8.7 7,500,000 1 25-75%
TRANSOCEAN INC. Americas Y 17 15.3 50,000,000 9 5-25%
TRANSOCEAN WORLDWIDE INC. Americas   13 9.3 10,000,000 2 25-75%
TRW AUTOMOTIVE INC. Americas Y 16 12.0 12,500,000 4 < 5%
TUI AG Europe Y 17 16.0 50,000,000 9 > 95%
TYCO INTERNATIONAL LTD. Americas   12 11.0 12,500,000 2 5-25%
TYSON FOODS, INC. Americas Y 16 14.0 50,000,000 6 25-75%
UBM PLC Europe   8 4.0 5,000,000 0 > 95%
UBS AG Europe Y 16 14.7 100,000,000 10 > 95%
UKRAINE Sovereign Y 16 14.7 50,000,000 7 > 95%
UNIBAIL-RODAMCO SE Europe   14 11.0 12,500,000 1 > 95%
UNICREDIT BANK AG Europe   13 9.3 10,000,000 2 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.3 150,000,000 16 > 95%
UNILEVER N.V. Europe Y 17 15.0 50,000,000 6 > 95%
UNION PACIFIC CORPORATION Americas Y 16 13.0 22,500,000 5 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   11 7.0 2,500,000 0 > 95%
UNISYS CORPORATION Americas Y 14 11.3 10,000,000 3 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign   14 12.7 375,000,000 26 > 95%
UNITED MEXICAN STATES Sovereign Y 15 14.7 300,000,000 22 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 11 6.3 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. Americas   16 13.7 20,000,000 5 25-75%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 14 11.3 10,000,000 4 < 5%
UNITED STATES CELLULAR CORPORATION Americas   11 7.7 5,000,000 1 5-25%
UNITED STATES OF AMERICA Sovereign   11 10.3 175,000,000 12 > 95%
UNITED STATES STEEL CORPORATION Americas Y 13 12.0 25,000,000 6 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   13 10.0 10,000,000 1 < 5%
UNITED UTILITIES PLC Europe Y 17 15.0 15,000,000 3 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 16 13.3 22,500,000 4 5-25%
UNITYMEDIA GMBH Europe Y 16 14.7 50,000,000 5 > 95%
UNIVERSAL CORPORATION Americas   12 7.7 7,500,000 2 25-75%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 17 15.0 50,000,000 10 5-25%
UNIVISION COMMUNICATIONS INC. Americas Y 11 9.7 7,500,000 3 < 5%
UNUM GROUP Americas Y 13 11.7 12,500,000 4 25-75%
UPC HOLDING B.V. Europe Y 16 15.7 75,000,000 11 > 95%
UPM-KYMMENE OYJ Europe Y 17 15.3 50,000,000 7 > 95%
UST LLC Americas   13 8.7 17,500,000 3 25-75%
V.F. CORPORATION Americas   14 11.7 17,500,000 3 5-25%
VALE CANADA LIMITED Americas   6 3.3 2,500,000 0 75-95%
VALE SA Americas   12 8.7 10,000,000 1 > 95%
VALEO Europe Y 17 16.3 75,000,000 12 > 95%
VALERO ENERGY CORPORATION Americas Y 17 15.0 50,000,000 10 5-25%
VATTENFALL AKTIEBOLAG Europe Y 17 13.7 12,500,000 1 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan Y 14 9.0 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 16 14.7 50,000,000 5 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 16 15.0 50,000,000 8 5-25%
VIACOM INC. Americas Y 17 14.3 20,000,000 5 5-25%
VICTOR COMPANY OF JAPAN, LIMITED Japan Y 14 7.7 5,000,000 1 > 95%
VINCI Europe Y 16 14.7 50,000,000 5 > 95%
VIRGIN MEDIA FINANCE PLC Europe Y 16 15.0 50,000,000 7 > 95%
VIVENDI Europe Y 17 16.0 50,000,000 6 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 15.3 50,000,000 6 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe   17 16.7 75,000,000 10 > 95%
VORNADO REALTY L.P. Americas Y 15 11.7 17,500,000 4 25-75%
VULCAN MATERIALS COMPANY Americas Y 15 11.0 20,000,000 5 < 5%
WAL-MART STORES, INC. Americas Y 16 13.7 50,000,000 6 5-25%
WAN HAI LINES LTD. Asia Ex-Japan   7 3.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas   14 10.0 15,000,000 2 25-75%
WEATHERFORD INTERNATIONAL LTD. Americas   14 12.3 50,000,000 5 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   12 8.7 10,000,000 2 25-75%
WEINGARTEN REALTY INVESTORS Americas   10 6.3 5,000,000 1 5-25%
WELLPOINT, INC. Americas   13 10.0 7,500,000 2 5-25%
WELLS FARGO & COMPANY Americas Y 17 15.7 175,000,000 18 5-25%
WENDEL Europe Y 17 16.0 50,000,000 8 > 95%
WENDY'S INTERNATIONAL, INC. Americas Y 15 11.3 17,500,000 4 25-75%
WESFARMERS LIMITED Australia NZ Y 13 9.7 7,500,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ Y 15 10.7 10,000,000 1 > 95%
WESTLB AG Europe   14 11.3 10,000,000 2 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 13 12.3 50,000,000 6 > 95%
WEYERHAEUSER COMPANY Americas Y 17 15.0 50,000,000 10 5-25%
WHIRLPOOL CORPORATION Americas Y 17 14.3 75,000,000 15 5-25%
WIND ACQUISITION FINANCE S.A. Europe Y 16 14.3 50,000,000 7 > 95%
WINDSTREAM CORPORATION Americas Y 17 13.3 22,500,000 6 < 5%
WOLTERS KLUWER N.V. Europe Y 17 15.7 50,000,000 4 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   15 10.7 10,000,000 1 > 95%
WOOLWORTHS LTD Australia NZ Y 13 8.3 5,000,000 1 > 95%
WOORI BANK Asia Ex-Japan Y 13 11.3 22,500,000 3 > 95%
WPP 2005 LIMITED Europe Y 17 15.7 25,000,000 6 > 95%
WYETH LLC Americas   15 13.3 17,500,000 4 5-25%
XCEL ENERGY INC. Americas   8 6.3 5,000,000 1 5-25%
XEROX CORPORATION Americas Y 15 14.0 50,000,000 5 < 5%
XL GROUP LTD. Americas Y 17 14.3 50,000,000 9 5-25%
XSTRATA CANADA CORPORATION Americas   10 5.7 5,000,000 1 25-75%
XSTRATA PLC Europe   17 16.0 75,000,000 9 > 95%
XTO ENERGY INC. Americas Y 13 9.3 7,500,000 2 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   14 10.3 5,000,000 1 > 95%
YRC WORLDWIDE INC. Americas   10 5.3 2,500,000 0 5-25%
YUM! BRANDS, INC. Americas Y 16 14.3 20,000,000 4 25-75%
ZURICH INSURANCE COMPANY LTD Europe   16 16.0 50,000,000 7 > 95%
3I GROUP PLC Europe   14 10.3 12,500,000 2 > 95%
3M COMPANY Americas   14 11.3 12,500,000 2 25-75%
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