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

The sample covers the three month period beginning June 20, 2013 through September 19, 2012

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 %
ABBOTT LABORATORIES AMERICAS   13 7.7 5,000,000 1 5-25%
ABN AMRO BANK N.V. EUROPE Y 6 2.3 2,500,000 0 > 95%
ABU DHABI SOVEREIGN   12 10.3 17,500,000 4 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE   11 5.7 7,500,000 0 > 95%
ACCOR EUROPE Y 15 12.3 12,500,000 4 > 95%
ACE LIMITED AMERICAS Y 13 11.3 22,500,000 3 5-25%
ACOM CO., LTD. JAPAN Y 15 10.7 12,500,000 2 > 95%
ADECCO S.A. EUROPE   16 10.7 7,500,000 1 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 13 10.3 17,500,000 7 < 5%
AEGON N.V. EUROPE Y 17 14.7 50,000,000 4 > 95%
AEON CO., LTD. JAPAN Y 11 9 12,500,000 3 > 95%
AETNA INC. AMERICAS Y 13 11.3 20,000,000 5 5-25%
AGEAS N.V. EUROPE   4 1.7 2,500,000 0 > 95%
AGRIUM INC. AMERICAS   13 8.3 5,000,000 1 25-75%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS   9 5.3 5,000,000 1 25-75%
AK STEEL CORPORATION AMERICAS Y 13 10.7 15,000,000 8 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 15 13.3 20,000,000 4 > 95%
AKTIEBOLAGET SKF EUROPE   2 0.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE   16 14.3 50,000,000 9 > 95%
AKZO NOBEL N.V. EUROPE Y 17 13.7 50,000,000 7 > 95%
ALCATEL LUCENT EUROPE Y 17 15.3 50,000,000 8 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 13 10.3 17,500,000 6 < 5%
ALCOA INC. AMERICAS Y 16 14 50,000,000 9 < 5%
ALL NIPPON AIRWAYS CO., LTD. JAPAN Y 11 8.3 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 9 4.7 2,500,000 0 25-75%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY EUROPE   7 2.3 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 14 9.3 7,500,000 2 > 95%
ALLIANDER N.V. EUROPE   9 3.7 2,500,000 0 > 95%
ALLIANZ SE EUROPE   16 13 50,000,000 6 > 95%
ALLIED DOMECQ LIMITED EUROPE   2 0.7 2,500,000 0 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS Y 3 1.3 2,500,000 0 < 5%
ALLTEL CORPORATION AMERICAS Y 13 8.3 7,500,000 1 25-75%
ALLY FINANCIAL INC. AMERICAS Y 14 12 50,000,000 7 < 5%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS   10 8 5,000,000 1 < 5%
ALSTOM EUROPE Y 14 13 17,500,000 5 > 95%
ALTADIS SA EUROPE   16 9.3 12,500,000 1 > 95%
ALTRIA GROUP, INC. AMERICAS Y 14 11 25,000,000 4 < 5%
AMCOR LTD AUSTRALIA NZ Y 14 10.3 7,500,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   9 3.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 13 11.7 17,500,000 5 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 13 10 7,500,000 1 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 14 13.7 22,500,000 4 5-25%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 16 13.3 50,000,000 9 < 5%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 12 5.7 5,000,000 1 < 5%
AMGEN INC. AMERICAS Y 13 11.7 50,000,000 3 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 13 11.3 12,500,000 4 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ 8 3.7 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 13 12 50,000,000 7 < 5%
ANGEL LUX COMMON S.A. EUROPE   2 0.7 2,500,000 0 > 95%
ANGLO AMERICAN PLC EUROPE   17 14 50,000,000 7 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS   12 7.3 5,000,000 1 25-75%
ANHEUSER-BUSCH INBEV EUROPE   8 7 12,500,000 3 > 95%
AON CORPORATION AMERICAS   11 5.7 5,000,000 1 5-25%
APACHE CORPORATION AMERICAS   12 8.3 7,500,000 1 5-25%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 11 9.3 7,500,000 4 > 95%
ARAMARK CORPORATION AMERICAS Y 11 8.7 5,000,000 2 5-25%
ARCELORMITTAL EUROPE Y 16 15.3 75,000,000 16 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS   14 9.3 5,000,000 1 5-25%
ARGENTINE REPUBLIC SOVEREIGN Y 15 13.3 125,000,000 17 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 14 12.3 50,000,000 6 5-25%
ASHLAND INC. AMERICAS   8 5.3 2,500,000 1 5-25%
ASSA ABLOY AB EUROPE   5 1.7 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 17 14.7 75,000,000 8 > 95%
ASSURED GUARANTY CORP. AMERICAS   14 12.7 75,000,000 10 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS   14 12.3 25,000,000 4 5-25%
ASTRAZENECA PLC EUROPE   14 11.7 15,000,000 2 > 95%
AT&T CORP. AMERICAS Y 8 4 2,500,000 0 75-95%
AT&T INC. AMERICAS Y 15 12.3 50,000,000 6 5-25%
AT&T MOBILITY LLC AMERICAS Y 14 10.3 10,000,000 2 5-25%
ATLANTIA S.P.A. EUROPE Y 15 12.3 15,000,000 3 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE   7 2.7 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 14 12 50,000,000 11 > 95%
AUTOZONE, INC. AMERICAS Y 15 12.7 50,000,000 7 25-75%
AVALONBAY COMMUNITIES, INC. AMERICAS   10 7 5,000,000 1 5-25%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 12 9.3 5,000,000 1 < 5%
AVIS BUDGET GROUP, INC. AMERICAS   12 10.7 12,500,000 4 5-25%
AVIVA PLC EUROPE Y 16 13 50,000,000 7 > 95%
AVNET, INC. AMERICAS Y 14 11 17,500,000 4 5-25%
AVON PRODUCTS, INC. AMERICAS   14 11.3 22,500,000 6 5-25%
AXA EUROPE Y 16 15 75,000,000 8 > 95%
BAA FUNDING LIMITED EUROPE   14 11.7 12,500,000 2 > 95%
BAE SYSTEMS PLC EUROPE Y 14 10.3 12,500,000 2 > 95%
BAKER HUGHES INCORPORATED AMERICAS   13 7 5,000,000 1 25-75%
BANCA ITALEASE S.P.A. EUROPE Y 9 4 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 16 15.3 75,000,000 11 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE   9 4.3 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE   10 6.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 17 16 100,000,000 18 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE   17 13.3 15,000,000 3 > 95%
BANCO DE SABADELL, S.A. EUROPE   12 9.7 10,000,000 2 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE   17 14.3 50,000,000 5 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 16 13.7 15,000,000 3 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE   14 10.3 7,500,000 2 > 95%
BANCO SANTANDER, S.A. EUROPE   17 15.7 125,000,000 23 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 17 15 175,000,000 20 25-75%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 15 12 5,000,000 1 > 95%
BANK OF INDIA ASIA EX-JAPAN 12 6.7 2,500,000 0 > 95%
BANK OF SCOTLAND PLC EUROPE Y 15 12 15,000,000 3 > 95%
BANKIA, S.A. EUROPE   15 12.7 17,500,000 4 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 9 4 2,500,000 1 > 95%
BARCLAYS BANK PLC EUROPE Y 16 14.3 100,000,000 15 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 15 13 25,000,000 4 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   11 5.3 2,500,000 0 > 95%
BASF SCHWEIZ AG EUROPE   12 8 5,000,000 1 > 95%
BASF SE EUROPE Y 16 13 25,000,000 4 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 11 8 5,000,000 1 5-25%
BAXTER INTERNATIONAL INC. AMERICAS Y 15 11.3 20,000,000 3 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 16 13 20,000,000 2 > 95%
BAYERISCHE LANDESBANK EUROPE   8 3 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE   17 15.3 75,000,000 11 > 95%
BCE INC. AMERICAS   10 5.3 7,500,000 1 25-75%
BEAM INC. AMERICAS Y 14 11 15,000,000 4 25-75%
BEAZER HOMES USA, INC. AMERICAS Y 14 12 15,000,000 7 < 5%
BELLSOUTH CORPORATION AMERICAS Y 13 7.7 7,500,000 1 25-75%
BELO CORP. AMERICAS Y 13 12 25,000,000 6 5-25%
BERKSHIRE HATHAWAY INC. AMERICAS   16 14.3 50,000,000 6 < 5%
BERTELSMANN AG EUROPE Y 16 13 15,000,000 3 > 95%
BEST BUY CO., INC. AMERICAS   14 11.3 50,000,000 11 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ 15 13 22,500,000 4 > 95%
BLOCK FINANCIAL LLC AMERICAS   15 13.7 50,000,000 7 < 5%
BNP PARIBAS EUROPE Y 16 13.7 75,000,000 12 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 13 9.3 10,000,000 2 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 15 14.3 125,000,000 16 > 95%
BOMBARDIER INC. AMERICAS Y 14 10 12,500,000 3 25-75%
BORGWARNER INC. AMERICAS   14 7.7 10,000,000 2 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 13 7.3 7,500,000 1 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 15 11.7 20,000,000 4 < 5%
BOUYGUES EUROPE Y 16 14 20,000,000 4 > 95%
BOYD GAMING CORPORATION AMERICAS Y 13 12 15,000,000 8 < 5%
BP P.L.C. EUROPE   17 14 17,500,000 3 > 95%
BRIDGESTONE CORPORATION JAPAN Y 10 5.7 7,500,000 1 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE   9 6 2,500,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 13 10.7 17,500,000 3 5-25%
BRITISH AIRWAYS PLC EUROPE Y 16 14 15,000,000 4 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE   15 11.3 12,500,000 2 > 95%
BRITISH ENERGY BOND FINANCE PLC EUROPE Y 5 2 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 14 9.7 5,000,000 1 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 17 14.3 50,000,000 4 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS   5 2.3 2,500,000 0 25-75%
BRUNSWICK CORPORATION AMERICAS Y 14 10.7 15,000,000 3 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS   10 6 5,000,000 1 < 5%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 13 9 15,000,000 3 5-25%
CA, INC. AMERICAS Y 14 9.7 5,000,000 2 5-25%
CABLE & WIRELESS LIMITED EUROPE   13 10 5,000,000 1 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 13 11.3 7,500,000 2 > 95%
CADBURY HOLDINGS LIMITED EUROPE   11 6 2,500,000 0 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 14 12.7 50,000,000 9 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE   14 10 15,000,000 2 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 14 11.7 50,000,000 5 5-25%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   6 3 2,500,000 0 25-75%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 14 11 12,500,000 3 < 5%
CANON INC. JAPAN   11 7 7,500,000 1 > 95%
CAP GEMINI EUROPE Y 10 5 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 14 12 15,000,000 2 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 15 12 25,000,000 5 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 6 3.3 2,500,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 15 11.3 17,500,000 4 5-25%
CARGILL, INCORPORATED AMERICAS   14 10.7 12,500,000 1 25-75%
CARLSBERG BREWERIES A/S EUROPE   9 6 2,500,000 0 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE   6 2.7 2,500,000 0 > 95%
CARNIVAL CORPORATION AMERICAS Y 15 12 50,000,000 5 5-25%
CARREFOUR EUROPE Y 16 13.7 50,000,000 7 > 95%
CASINO, GUICHARD-PERRACHON EUROPE   15 13.3 17,500,000 3 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   12 7.7 5,000,000 1 < 5%
CATERPILLAR INC. AMERICAS Y 14 11.7 50,000,000 6 < 5%
CATHAY FINANCIAL HOLDING CO., LTD. ASIA EX-JAPAN Y 1 0.3 2,500,000 0 > 95%
CBS CORPORATION AMERICAS Y 14 12.7 50,000,000 5 5-25%
CELESTICA INC. AMERICAS Y 6 2.7 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS   4 1.3 2,500,000 0 75-95%
CENTERPOINT ENERGY, INC. AMERICAS   8 3.3 2,500,000 1 5-25%
CENTEX CORPORATION AMERICAS Y 16 13.7 25,000,000 5 25-75%
CENTRICA PLC EUROPE Y 17 13 25,000,000 3 > 95%
CENTURYLINK, INC. AMERICAS Y 15 14.3 50,000,000 7 < 5%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 13 11.3 50,000,000 12 < 5%
CHEVRON CORPORATION AMERICAS   13 7.3 2,500,000 0 5-25%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 13 8.3 5,000,000 1 > 95%
CHORUS LIMITED AUSTRALIA NZ 12 8.7 5,000,000 1 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 12 6.7 5,000,000 1 > 95%
CIGNA CORPORATION AMERICAS Y 11 9.3 7,500,000 2 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 13 10 7,500,000 1 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 15 10.7 12,500,000 2 5-25%
CITIGROUP INC. AMERICAS   16 14 150,000,000 17 < 5%
CLARIANT AG EUROPE Y 15 13.7 50,000,000 7 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 15 14 50,000,000 13 < 5%
CMS ENERGY CORPORATION AMERICAS Y 11 8.7 5,000,000 1 < 5%
CNA FINANCIAL CORPORATION AMERICAS   11 8.7 7,500,000 1 5-25%
CNOOC LIMITED ASIA EX-JAPAN 8 4 2,500,000 0 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS   9 5.3 2,500,000 0 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. EUROPE Y 17 14.3 15,000,000 5 > 95%
COLES GROUP LIMITED AUSTRALIA NZ 15 8.7 5,000,000 1 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   10 5.3 2,500,000 0 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE   5 3 5,000,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 14 11 25,000,000 4 25-75%
COMCAST CORPORATION AMERICAS Y 14 12 22,500,000 4 5-25%
COMMERCIAL METALS COMPANY AMERICAS   11 7.7 5,000,000 1 5-25%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 17 15.7 50,000,000 11 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 14 12 25,000,000 4 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN   15 13.7 150,000,000 14 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS   13 10.7 12,500,000 3 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE   16 14.7 50,000,000 8 > 95%
COMPAGNIE FINANCIERE MICHELIN EUROPE   16 13 25,000,000 4 > 95%
COMPASS GROUP PLC EUROPE Y 15 9.7 10,000,000 2 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 15 13 50,000,000 12 5-25%
CON-WAY INC. AMERICAS   12 9 10,000,000 2 < 5%
CONAGRA FOODS, INC. AMERICAS Y 14 12 50,000,000 6 5-25%
CONOCOPHILLIPS AMERICAS Y 14 10.7 20,000,000 3 < 5%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS   10 4 2,500,000 0 < 5%
CONSTELLATION BRANDS, INC. AMERICAS Y 13 11 12,500,000 3 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 17 15 75,000,000 9 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 12 10.3 10,000,000 3 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE   15 10 17,500,000 3 > 95%
CORNING INCORPORATED AMERICAS Y 12 8.7 7,500,000 2 5-25%
CORUS GROUP LIMITED EUROPE   11 4.7 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS   12 4.7 5,000,000 1 75-95%
COVIDIEN LTD. AMERICAS   9 4.7 2,500,000 1 25-75%
COX COMMUNICATIONS, INC. AMERICAS Y 14 11.3 12,500,000 3 5-25%
CREDIT AGRICOLE SA EUROPE Y 15 14.7 75,000,000 15 > 95%
CREDIT SUISSE (USA), INC. AMERICAS   6 2.3 2,500,000 0 5-25%
CREDIT SUISSE GROUP LTD EUROPE   17 14.7 50,000,000 8 > 95%
CROWN LIMITED AUSTRALIA NZ 13 7.7 5,000,000 1 > 95%
CSC HOLDINGS, LLC AMERICAS Y 11 8 5,000,000 2 < 5%
CSR LIMITED AUSTRALIA NZ Y 13 9.7 10,000,000 2 > 95%
CSX CORPORATION AMERICAS Y 14 11 15,000,000 3 5-25%
CUMMINS INC. AMERICAS Y 12 7 2,500,000 1 5-25%
CVS CAREMARK CORPORATION AMERICAS Y 15 11 17,500,000 2 < 5%
CYTEC INDUSTRIES INC. AMERICAS   11 6.7 7,500,000 1 25-75%
CZECH REPUBLIC SOVEREIGN   15 11 50,000,000 4 > 95%
D.R. HORTON, INC. AMERICAS Y 13 11.7 15,000,000 3 < 5%
DAIMLER AG EUROPE   17 15 75,000,000 9 > 95%
DANAHER CORPORATION AMERICAS   10 6.3 5,000,000 1 25-75%
DANONE EUROPE Y 16 11.7 22,500,000 5 > 95%
DANSKE BANK A/S EUROPE   14 9 15,000,000 3 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 16 13.7 75,000,000 12 5-25%
DBS BANK LTD. ASIA EX-JAPAN Y 9 5 5,000,000 1 > 95%
DDR CORP. AMERICAS   13 9 7,500,000 2 < 5%
DE US, INC. AMERICAS   11 6.7 17,500,000 4 5-25%
DEAN FOODS COMPANY AMERICAS Y 14 12.7 20,000,000 8 < 5%
DEERE & COMPANY AMERICAS Y 16 11.7 15,000,000 3 5-25%
DELHAIZE AMERICA, LLC AMERICAS   13 7.7 5,000,000 1 25-75%
DELL INC. AMERICAS Y 15 13.3 50,000,000 8 < 5%
DELUXE CORPORATION AMERICAS Y 10 5 2,500,000 0 25-75%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE   11 6 2,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 17 15.7 100,000,000 12 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 15 14 50,000,000 5 > 95%
DEUTSCHE POST AG EUROPE   12 9 7,500,000 1 > 95%
DEUTSCHE TELEKOM AG EUROPE   17 15 50,000,000 5 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 15 11 22,500,000 4 < 5%
DEXIA CREDIT LOCAL EUROPE   14 11.3 10,000,000 2 > 95%
DIAGEO PLC EUROPE   15 10.7 10,000,000 2 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS   13 6 2,500,000 1 25-75%
DILLARD'S, INC. AMERICAS Y 12 9.7 12,500,000 4 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 13 11.7 15,000,000 3 < 5%
DISH DBS CORPORATION AMERICAS Y 12 9.3 15,000,000 4 < 5%
DIXONS RETAIL PLC EUROPE Y 16 14.7 25,000,000 8 > 95%
DNB BANK ASA EUROPE   9 5.3 7,500,000 1 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 11 10.3 7,500,000 2 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 14 11 12,500,000 2 25-75%
DOMTAR CORPORATION AMERICAS Y 13 10.7 15,000,000 3 5-25%
DONG ENERGY A/S EUROPE   9 4 2,500,000 0 > 95%
DOVER CORPORATION AMERICAS   9 6 2,500,000 0 < 5%
DP WORLD LIMITED EUROPE   10 7 5,000,000 0 > 95%
DPL INC. AMERICAS   7 3.7 2,500,000 0 < 5%
DTE ENERGY COMPANY AMERICAS   8 3.7 2,500,000 0 25-75%
DUBAI SOVEREIGN   11 10 15,000,000 2 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 14 11.3 17,500,000 3 5-25%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   8 5.7 5,000,000 1 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 15 11 17,500,000 3 < 5%
E.ON AG EUROPE   17 15 50,000,000 6 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 9 5 5,000,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 15 12 25,000,000 4 5-25%
EATON CORPORATION AMERICAS   12 8.7 10,000,000 2 5-25%
EDISON S.P.A. EUROPE Y 15 9.3 7,500,000 1 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 17 15.3 50,000,000 8 > 95%
EL PASO CORPORATION AMERICAS Y 13 9.7 7,500,000 2 < 5%
ELECTRICITE DE FRANCE EUROPE Y 17 14 50,000,000 6 > 95%
ELI LILLY AND COMPANY AMERICAS   12 7 5,000,000 1 25-75%
ELISA OYJ EUROPE   4 1.3 2,500,000 0 > 95%
EMBARQ CORPORATION AMERICAS Y 14 12.7 17,500,000 4 25-75%
EMERSON ELECTRIC CO. AMERICAS   10 5 2,500,000 0 5-25%
EMI GROUP LIMITED EUROPE Y 3 1.7 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   10 5.7 5,000,000 1 5-25%
ENBRIDGE INC. AMERICAS   12 9 12,500,000 1 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE   14 10.7 12,500,000 2 > 95%
ENCANA CORPORATION AMERICAS   13 9.7 10,000,000 2 5-25%
ENDESA, S.A. EUROPE   15 11 12,500,000 2 > 95%
ENECO HOLDING N.V. EUROPE   4 1.3 2,500,000 0 > 95%
ENEL S.P.A. EUROPE Y 17 14.7 50,000,000 9 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS Y 14 11.3 12,500,000 5 < 5%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS   11 9.7 10,000,000 2 < 5%
ENI S.P.A. EUROPE Y 13 12.7 22,500,000 3 > 95%
ENTERGY CORPORATION AMERICAS   10 5.3 5,000,000 1 5-25%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   10 8.7 10,000,000 1 5-25%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 10 5 17,500,000 3 75-95%
ERAC USA FINANCE LLC AMERICAS   8 3.3 2,500,000 0 75-95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 12 9 7,500,000 1 < 5%
ERSTE GROUP BANK AG EUROPE   14 7.3 7,500,000 1 > 95%
ESSENT N.V. EUROPE   5 1.7 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE   17 14.7 50,000,000 5 > 95%
EVEREST REINSURANCE HOLDINGS, INC. AMERICAS   7 2.7 2,500,000 0 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 11 6.3 5,000,000 1 > 95%
EXELON CORPORATION AMERICAS   14 12.3 50,000,000 5 5-25%
EXELON GENERATION COMPANY, LLC AMERICAS   13 10 20,000,000 2 25-75%
EXPEDIA, INC. AMERICAS Y 15 12 17,500,000 3 5-25%
EXPERIAN FINANCE PLC EUROPE Y 16 10.7 12,500,000 2 > 95%
EXXON MOBIL CORPORATION AMERICAS   9 4.7 7,500,000 1 5-25%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS Y 7 3.7 2,500,000 0 < 5%
FAIRFAX MEDIA LIMITED AUSTRALIA NZ 6 2.7 2,500,000 0 > 95%
FCE BANK PLC EUROPE Y 13 7 5,000,000 1 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN   14 13.7 750,000,000 46 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 15 14 550,000,000 49 > 95%
FEDEX CORPORATION AMERICAS   12 8.7 7,500,000 1 5-25%
FIAT INDUSTRIAL S.P.A. EUROPE   11 10.7 7,500,000 2 > 95%
FIAT S.P.A. EUROPE   17 14.7 50,000,000 8 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS   14 11.7 15,000,000 4 5-25%
FINMECCANICA S.P.A. EUROPE   16 13.3 15,000,000 4 > 95%
FIRST DATA CORPORATION AMERICAS Y 15 11.7 20,000,000 6 < 5%
FIRST INDUSTRIAL, L.P. AMERICAS   8 4 2,500,000 0 25-75%
FIRSTENERGY CORP. AMERICAS Y 13 10.3 12,500,000 3 5-25%
FKI LIMITED EUROPE   10 5 2,500,000 0 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS Y 10 5.7 5,000,000 1 < 5%
FORD MOTOR COMPANY AMERICAS Y 14 12 75,000,000 11 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS Y 12 10.3 22,500,000 4 < 5%
FOREST OIL CORPORATION AMERICAS Y 12 10.3 12,500,000 4 < 5%
FORTIS BANK EUROPE   12 5 5,000,000 1 > 95%
FORTUM OYJ EUROPE Y 15 10.3 10,000,000 1 > 95%
FOSTER'S GROUP LIMITED AUSTRALIA NZ 10 6 2,500,000 0 > 95%
FRANCE TELECOM EUROPE Y 16 13.7 75,000,000 8 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 14 11.3 50,000,000 7 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS   8 4.7 5,000,000 1 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 13 10.7 20,000,000 8 < 5%
FRENCH REPUBLIC SOVEREIGN   16 13.7 825,000,000 51 > 95%
FRESENIUS SE & CO. KGAA EUROPE   16 12 12,500,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 14 11.7 25,000,000 6 < 5%
FUJITSU LIMITED JAPAN Y 12 11.3 25,000,000 4 > 95%
GANNETT CO., INC. AMERICAS Y 14 12.7 50,000,000 9 5-25%
GAS NATURAL SDG, S.A. EUROPE   17 14.7 75,000,000 8 > 95%
GATX CORPORATION AMERICAS Y 13 10.3 7,500,000 2 < 5%
GDF SUEZ EUROPE Y 15 14 50,000,000 5 > 95%
GECINA EUROPE Y 14 10 5,000,000 1 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS   7 3.3 2,500,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 16 14.7 150,000,000 17 5-25%
GENERAL MILLS, INC. AMERICAS Y 15 11.7 17,500,000 2 5-25%
GENERAL MOTORS COMPANY AMERICAS   9 7.3 10,000,000 2 < 5%
GENON ENERGY, INC. AMERICAS Y 13 10.7 15,000,000 7 < 5%
GENON NORTH AMERICA, LLC AMERICAS   6 3 2,500,000 0 < 5%
GENTING BHD. ASIA EX-JAPAN 6 2.7 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. AMERICAS   14 12.3 50,000,000 7 5-25%
GEORGIA-PACIFIC LLC AMERICAS Y 12 9.3 7,500,000 1 5-25%
GKN HOLDINGS PLC EUROPE Y 16 14.7 20,000,000 5 > 95%
GLAXOSMITHKLINE PLC EUROPE   13 7 5,000,000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE   15 14.3 75,000,000 11 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN 10 5.3 2,500,000 0 > 95%
GOODRICH CORPORATION AMERICAS Y 13 10.7 10,000,000 2 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 12 8 7,500,000 1 > 95%
GROHE HOLDING GMBH EUROPE Y 17 14 10,000,000 4 > 95%
GROUPE AUCHAN EUROPE Y 15 11.7 12,500,000 2 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 8 5 2,500,000 0 > 95%
H. J. HEINZ COMPANY AMERICAS Y 12 8.7 17,500,000 3 5-25%
HALLIBURTON COMPANY AMERICAS Y 14 10.3 17,500,000 3 5-25%
HAMMERSON PLC EUROPE   13 6.3 5,000,000 1 > 95%
HANA BANK ASIA EX-JAPAN Y 13 8 7,500,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 11 9.3 17,500,000 3 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE   17 13.7 20,000,000 3 > 95%
HANSON LIMITED EUROPE Y 14 10 7,500,000 1 > 95%
HASBRO, INC. AMERICAS Y 13 7.7 5,000,000 1 5-25%
HAVAS EUROPE Y 13 10 5,000,000 1 > 95%
HCA INC. AMERICAS Y 12 9.7 15,000,000 4 5-25%
HCP, INC. AMERICAS   14 9 12,500,000 1 < 5%
HEALTH CARE REIT, INC. AMERICAS   10 8 10,000,000 1 < 5%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 10 6.7 7,500,000 2 25-75%
HEIDELBERGCEMENT AG EUROPE   16 13.7 17,500,000 3 > 95%
HEINEKEN N.V. EUROPE   9 6.3 5,000,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE   16 15.3 75,000,000 21 > 95%
HENKEL AG & CO. KGAA EUROPE Y 14 10 10,000,000 1 > 95%
HESS CORPORATION AMERICAS Y 13 11.3 7,500,000 1 5-25%
HEWLETT-PACKARD COMPANY AMERICAS Y 15 14 100,000,000 21 < 5%
HILTON WORLDWIDE, INC. AMERICAS   12 7 5,000,000 1 25-75%
HITACHI, LTD. JAPAN Y 12 10.7 17,500,000 3 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD AUSTRALIA NZ 7 3 2,500,000 0 > 95%
HOLCIM LTD EUROPE   16 14 50,000,000 8 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 12 10 17,500,000 3 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 13 10.3 12,500,000 3 5-25%
HOSPITALITY PROPERTIES TRUST AMERICAS   7 3.3 2,500,000 0 5-25%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 12 8.7 10,000,000 2 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS   9 5.7 5,000,000 1 75-95%
HSBC BANK PLC EUROPE Y 15 13.3 50,000,000 5 > 95%
HSBC FINANCE CORPORATION AMERICAS   14 10.3 10,000,000 1 5-25%
HUMANA INC. AMERICAS   13 8.7 7,500,000 1 5-25%
HUNGARY SOVEREIGN   17 15 75,000,000 10 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 7 3.3 2,500,000 0 < 5%
HUSKY ENERGY INC. AMERICAS   6 3.3 2,500,000 0 25-75%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN 14 11.3 12,500,000 2 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN 13 7.7 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE   17 15 50,000,000 8 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 16 12.3 7,500,000 1 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 8 4.7 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. AMERICAS Y 8 3 2,500,000 0 5-25%
ILLINOIS TOOL WORKS INC. AMERICAS   4 2 2,500,000 0 5-25%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE   8 3.7 2,500,000 0 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE   15 12.7 22,500,000 3 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 9 4.7 2,500,000 0 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 17 14.3 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 10 6 5,000,000 1 > 95%
ING BANK N.V. EUROPE Y 15 12 22,500,000 4 > 95%
ING VERZEKERINGEN N.V. EUROPE   10 4.7 5,000,000 0 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 13 10.3 20,000,000 2 5-25%
INTELSAT S.A. AMERICAS Y 11 8 5,000,000 1 5-25%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 15 12 25,000,000 4 5-25%
INTERNATIONAL GAME TECHNOLOGY AMERICAS   5 2.7 2,500,000 0 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 16 14.3 75,000,000 8 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 14 12.3 25,000,000 5 < 5%
INTERNATIONAL POWER PLC EUROPE   7 3.3 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   13 10.3 20,000,000 4 5-25%
INTESA SANPAOLO SPA EUROPE Y 16 15.3 75,000,000 11 > 95%
INVENSYS PLC EUROPE Y 8 3 2,500,000 0 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 6 3.3 2,500,000 0 > 95%
IRELAND SOVEREIGN   15 14 100,000,000 14 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 11 7.7 5,000,000 1 < 5%
ISS A/S EUROPE Y 13 10.7 7,500,000 2 > 95%
ISS GLOBAL A/S EUROPE Y 9 4.7 2,500,000 0 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 16 14 25,000,000 6 < 5%
ITOCHU CORPORATION JAPAN Y 14 9.7 15,000,000 3 > 95%
ITV PLC EUROPE Y 17 13.7 15,000,000 3 > 95%
J SAINSBURY PLC EUROPE Y 15 12 10,000,000 1 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 15 14.3 100,000,000 22 < 5%
JAPAN SOVEREIGN   15 14 250,000,000 28 > 95%
JAPAN TOBACCO INC. JAPAN Y 12 8 10,000,000 1 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 11 6.3 5,000,000 1 > 95%
JFE HOLDINGS, INC. JAPAN   12 10.7 20,000,000 5 > 95%
JFE STEEL CORPORATION JAPAN Y 13 11.7 17,500,000 3 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS   13 7.3 5,000,000 1 5-25%
JOHNSON & JOHNSON AMERICAS   14 9 5,000,000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 13 11.3 15,000,000 3 5-25%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" EUROPE   7 3.3 7,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   16 14.3 175,000,000 20 25-75%
JSC "GAZPROM" EUROPE   16 14 50,000,000 3 > 95%
JSC "KAZKOMMERTSBANK" EUROPE   10 5.7 12,500,000 1 > 95%
JSC VTB BANK EUROPE   14 11.3 22,500,000 2 > 95%
JTI (UK) FINANCE PLC EUROPE Y 13 9 5,000,000 1 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 15 14 75,000,000 24 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 14 11.3 10,000,000 3 > 95%
KAJIMA CORPORATION JAPAN Y 12 9 7,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 12 10 22,500,000 3 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 12 9.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 13 12 25,000,000 9 < 5%
KBC BANK EUROPE   6 3.7 2,500,000 0 > 95%
KELDA GROUP LIMITED EUROPE   14 9 5,000,000 1 > 95%
KELLOGG COMPANY AMERICAS   10 5.3 2,500,000 1 5-25%
KERR-MCGEE CORPORATION AMERICAS Y 8 4.3 5,000,000 1 25-75%
KIMBERLY-CLARK CORPORATION AMERICAS   13 9 7,500,000 1 25-75%
KIMCO REALTY CORPORATION AMERICAS   16 11 12,500,000 3 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 12 12 15,000,000 3 < 5%
KINDER MORGAN, INC. AMERICAS   12 10.7 12,500,000 3 5-25%
KINGDOM OF BELGIUM SOVEREIGN   15 14.3 150,000,000 10 > 95%
KINGDOM OF DENMARK SOVEREIGN   14 12.3 50,000,000 7 > 95%
KINGDOM OF NORWAY SOVEREIGN   13 8.7 50,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN   9 6 5,000,000 0 > 95%
KINGDOM OF SPAIN SOVEREIGN   15 15 850,000,000 68 > 95%
KINGDOM OF SWEDEN SOVEREIGN   16 12.3 75,000,000 5 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 13 11.3 50,000,000 3 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN   16 14.3 100,000,000 8 > 95%
KINGFISHER PLC EUROPE Y 15 12.3 25,000,000 4 > 95%
KINTETSU CORPORATION JAPAN Y 13 10 10,000,000 3 > 95%
KLEPIERRE EUROPE   10 5.3 2,500,000 1 > 95%
KOBE STEEL, LTD. JAPAN Y 13 12 50,000,000 7 > 95%
KOHL'S CORPORATION AMERICAS Y 14 12.3 50,000,000 8 5-25%
KOMATSU LTD. JAPAN   12 10 15,000,000 3 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 16 13.7 22,500,000 4 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 14 11.7 20,000,000 3 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 16 14.7 50,000,000 7 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. EUROPE Y 16 13.3 50,000,000 7 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 10 6.7 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 10 6 2,500,000 0 > 95%
KRAFT FOODS INC. AMERICAS,EUROPE Y 16 12 22,500,000 3 5-25%
KT CORPORATION ASIA EX-JAPAN Y 10 5 2,500,000 0 > 95%
L-3 COMMUNICATIONS CORPORATION AMERICAS Y 8 5.3 2,500,000 0 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 14 7.7 7,500,000 1 > 95%
LADBROKES PLC EUROPE   15 13 10,000,000 2 > 95%
LAFARGE EUROPE Y 16 15 50,000,000 11 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE   15 12.3 15,000,000 3 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 9 5 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE   10 5.3 2,500,000 0 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ 13 8.7 7,500,000 1 > 95%
LENNAR CORPORATION AMERICAS Y 15 13.7 50,000,000 11 25-75%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 12 10 10,000,000 4 < 5%
LEVI STRAUSS & CO. AMERICAS Y 14 11 10,000,000 3 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   12 7.3 5,000,000 1 5-25%
LIBERTY INTERACTIVE LLC AMERICAS   13 8.7 10,000,000 2 25-75%
LIBERTY MUTUAL GROUP INC. AMERICAS   9 5.3 2,500,000 0 5-25%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   11 7.3 5,000,000 1 5-25%
LIMITED BRANDS, INC. AMERICAS Y 13 11.7 50,000,000 7 5-25%
LINCOLN NATIONAL CORPORATION AMERICAS   14 12 17,500,000 4 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE   14 10.7 15,000,000 2 > 95%
LLOYDS TSB BANK PLC EUROPE Y 16 14 75,000,000 12 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 15 13 17,500,000 4 5-25%
LOEWS CORPORATION AMERICAS Y 12 10 10,000,000 2 < 5%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 13 12 25,000,000 6 25-75%
LOWE'S COMPANIES, INC. AMERICAS Y 15 11.7 10,000,000 2 < 5%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 15 12.3 17,500,000 2 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 13 10.3 15,000,000 3 5-25%
M-REAL OYJ EUROPE Y 16 12.7 12,500,000 3 > 95%
MACK-CALI REALTY, L.P. AMERICAS   8 5.3 5,000,000 0 5-25%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 14 10 10,000,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. AMERICAS Y 4 1.3 2,500,000 0 25-75%
MACY'S, INC. AMERICAS Y 14 13 50,000,000 7 5-25%
MALAYSIA SOVEREIGN Y 14 12.3 50,000,000 6 > 95%
MAN GROUP PLC EUROPE   12 5.7 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS   10 5.7 2,500,000 0 5-25%
MARATHON OIL CORPORATION AMERICAS   10 6.7 5,000,000 1 5-25%
MARKS AND SPENCER P.L.C. EUROPE Y 16 14 50,000,000 8 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 13 11.7 20,000,000 4 25-75%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 15 12 17,500,000 3 < 5%
MARTIN MARIETTA MATERIALS, INC. AMERICAS   9 7 7,500,000 1 5-25%
MARUBENI CORPORATION JAPAN Y 12 9.3 10,000,000 2 > 95%
MASCO CORPORATION AMERICAS Y 13 10.3 25,000,000 5 25-75%
MATTEL, INC. AMERICAS   13 9.3 7,500,000 1 25-75%
MBIA INC. AMERICAS Y 15 13.7 50,000,000 8 5-25%
MBIA INSURANCE CORPORATION AMERICAS   17 14 125,000,000 19 < 5%
MCDONALD'S CORPORATION AMERICAS Y 14 10.7 20,000,000 3 5-25%
MCKESSON CORPORATION AMERICAS Y 15 11 12,500,000 3 25-75%
MEADWESTVACO CORPORATION AMERICAS Y 14 12 20,000,000 4 5-25%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS   12 6 2,500,000 1 5-25%
MEDIACOM LLC AMERICAS Y 10 5.7 2,500,000 0 5-25%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE   12 8 7,500,000 1 > 95%
MEDTRONIC, INC. AMERICAS   13 6.3 2,500,000 0 5-25%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 16 12.7 10,000,000 2 > 95%
MERCK & CO., INC. AMERICAS   10 4.7 5,000,000 1 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   6 4.3 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS   12 6 2,500,000 1 25-75%
MERITOR, INC. AMERICAS Y 14 11.7 15,000,000 6 5-25%
MERRILL LYNCH & CO., INC. AMERICAS   16 13.7 50,000,000 4 5-25%
METLIFE, INC. AMERICAS Y 13 11.7 75,000,000 11 < 5%
METRO AG EUROPE Y 17 14.7 50,000,000 5 > 95%
METSO OYJ EUROPE Y 9 3.7 2,500,000 0 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 15 14.7 125,000,000 21 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 14 13 50,000,000 10 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   12 7.3 10,000,000 1 > 95%
MITSUBISHI CORPORATION JAPAN Y 12 11 25,000,000 3 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 10 7.7 10,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 12 11 15,000,000 2 > 95%
MITSUI & CO., LTD. JAPAN Y 11 9.3 17,500,000 3 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 11 9.7 22,500,000 3 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 12 9.3 10,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 11 10.7 25,000,000 5 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 11 6.7 7,500,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. JAPAN Y 14 10.3 20,000,000 3 > 95%
MMO2 PLC EUROPE Y 6 2 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 13 9.7 10,000,000 2 5-25%
MOLSON COORS BREWING COMPANY AMERICAS   11 7.3 5,000,000 1 25-75%
MONSANTO COMPANY AMERICAS   10 5.7 2,500,000 0 5-25%
MORGAN STANLEY AMERICAS   16 14.7 175,000,000 27 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 14 11.7 20,000,000 4 5-25%
MTR CORPORATION LIMITED ASIA EX-JAPAN Y 7 2.7 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 17 14.3 25,000,000 3 > 95%
MURPHY OIL CORPORATION AMERICAS   4 1.7 2,500,000 0 > 95%
NABORS INDUSTRIES, INC. AMERICAS Y 15 12.3 17,500,000 4 5-25%
NALCO COMPANY AMERICAS Y 10 6 2,500,000 1 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 14 12 50,000,000 3 > 95%
NATIONAL GRID PLC EUROPE Y 15 12 22,500,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 14 11.3 10,000,000 3 < 5%
NATIXIS EUROPE   9 4.3 2,500,000 0 > 95%
NEC CORPORATION JAPAN Y 13 9.3 10,000,000 2 > 95%
NESTLE S.A. EUROPE   17 10 10,000,000 2 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 14 11 25,000,000 7 5-25%
NEW ZEALAND SOVEREIGN   9 5 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 14 11.3 50,000,000 5 5-25%
NEWMONT MINING CORPORATION AMERICAS   12 9.3 7,500,000 2 5-25%
NEWMONT USA LIMITED AMERICAS   10 4.7 2,500,000 0 25-75%
NEWS AMERICA INCORPORATED AMERICAS Y 13 12.3 20,000,000 4 < 5%
NEXEN INC. AMERICAS   12 8.3 22,500,000 5 < 5%
NEXT PLC EUROPE Y 15 13.3 50,000,000 5 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   13 9 5,000,000 1 25-75%
NIPPON PAPER GROUP, INC. JAPAN Y 12 11.3 20,000,000 4 > 95%
NIPPON STEEL CORPORATION JAPAN Y 13 12 50,000,000 7 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 12 11 20,000,000 5 > 95%
NISOURCE FINANCE CORP. AMERICAS   12 9 5,000,000 1 25-75%
NISSAN MOTOR CO., LTD. JAPAN Y 13 10 25,000,000 4 > 95%
NOBLE CORPORATION AMERICAS   13 6 2,500,000 0 5-25%
NOBLE ENERGY, INC. AMERICAS   11 6.3 5,000,000 1 5-25%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 12 9 5,000,000 1 > 95%
NOKIA OYJ EUROPE Y 15 14.7 75,000,000 21 > 95%
NOMURA HOLDINGS, INC. JAPAN   10 5 2,500,000 1 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 9 4.7 5,000,000 0 > 95%
NORBORD INC. AMERICAS   14 10.3 12,500,000 3 25-75%
NORDEA BANK AB EUROPE   11 5.7 5,000,000 1 > 95%
NORDSTROM, INC. AMERICAS Y 13 11.3 50,000,000 4 25-75%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 13 10.7 12,500,000 2 5-25%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 17 14.7 50,000,000 9 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS   15 11.7 12,500,000 3 5-25%
NOVA CHEMICALS CORPORATION AMERICAS Y 14 10.3 7,500,000 2 < 5%
NOVARTIS AG EUROPE   12 5.7 5,000,000 0 > 95%
NRG ENERGY, INC. AMERICAS Y 12 11 20,000,000 5 < 5%
NUCOR CORPORATION AMERICAS   16 10.3 10,000,000 2 5-25%
NXP B.V. EUROPE Y 16 13.7 17,500,000 5 > 95%
OBAYASHI CORPORATION JAPAN Y 11 8.7 7,500,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   13 7.3 2,500,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. AMERICAS   6 3.3 2,500,000 0 75-95%
OFFICE DEPOT, INC. AMERICAS   15 12 20,000,000 6 5-25%
OJI PAPER CO., LTD. JAPAN Y 11 10 22,500,000 4 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE   13 6.7 5,000,000 0 > 95%
OLIN CORPORATION AMERICAS Y 15 13 22,500,000 5 5-25%
OMNICOM GROUP INC. AMERICAS Y 14 10.3 12,500,000 3 5-25%
ONEOK PARTNERS, L.P. AMERICAS   11 7.3 5,000,000 0 25-75%
ONEOK, INC. AMERICAS   11 8 7,500,000 1 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 15 13 17,500,000 7 > 95%
ORACLE AMERICA, INC. AMERICAS   5 2 2,500,000 0 75-95%
ORACLE CORPORATION AMERICAS   12 7.7 5,000,000 1 < 5%
ORIX CORPORATION JAPAN Y 14 12.3 12,500,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 8 4.7 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 12 9 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   12 7.3 5,000,000 1 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS   13 9.7 12,500,000 2 5-25%
PACTIV LLC AMERICAS   13 9 10,000,000 2 5-25%
PANASONIC CORPORATION JAPAN   12 10.3 25,000,000 4 > 95%
PARKER DRILLING COMPANY AMERICAS Y 9 6.3 5,000,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN 12 7.3 2,500,000 0 > 95%
PEABODY ENERGY CORPORATION AMERICAS   8 5 2,500,000 1 < 5%
PEARSON PLC EUROPE Y 16 13.3 15,000,000 3 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 16 15.7 325,000,000 32 > 95%
PEPCO HOLDINGS, INC. AMERICAS   10 5 5,000,000 1 25-75%
PEPSICO, INC. AMERICAS   11 9 12,500,000 1 5-25%
PERNOD RICARD EUROPE Y 15 12.7 15,000,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS   12 8 22,500,000 2 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS   12 11 17,500,000 2 > 95%
PETROLEOS MEXICANOS AMERICAS Y 13 9.7 15,000,000 2 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN 12 7.3 5,000,000 1 > 95%
PEUGEOT SA EUROPE Y 16 15.7 75,000,000 11 > 95%
PFIZER INC. AMERICAS Y 13 10 12,500,000 2 < 5%
PHH CORPORATION AMERICAS   11 6 5,000,000 1 5-25%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS   10 4.7 7,500,000 1 < 5%
PILKINGTON GROUP LIMITED EUROPE   7 4 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 13 10.7 10,000,000 3 5-25%
PITNEY BOWES INC. AMERICAS Y 14 12.3 50,000,000 10 5-25%
POLYONE CORPORATION AMERICAS Y 10 6.7 5,000,000 1 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE   14 10.7 20,000,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 17 15 75,000,000 9 > 95%
PORTUGUESE REPUBLIC SOVEREIGN   14 14 100,000,000 15 > 95%
POSCO ASIA EX-JAPAN Y 14 9.3 12,500,000 2 > 95%
POSTNL N.V. EUROPE Y 15 11.3 20,000,000 7 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS   12 8 5,000,000 1 < 5%
PPG INDUSTRIES, INC. AMERICAS   14 11.7 12,500,000 2 25-75%
PPL ENERGY SUPPLY, LLC AMERICAS   11 7 2,500,000 1 25-75%
PPR EUROPE Y 16 13.7 50,000,000 4 > 95%
PRAXAIR, INC. AMERICAS   9 4 2,500,000 0 25-75%
PRIDE INTERNATIONAL, INC. AMERICAS Y 10 5.7 5,000,000 0 < 5%
PROGRESS ENERGY, INC. AMERICAS Y 14 9.7 15,000,000 2 5-25%
PROLOGIS, L.P. AMERICAS   11 9.3 5,000,000 1 5-25%
PROMISE CO., LTD. JAPAN Y 13 8.3 10,000,000 2 > 95%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 9 5.3 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS   13 11.7 22,500,000 4 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE   15 8 5,000,000 1 > 95%
PSEG POWER LLC AMERICAS   10 5.3 2,500,000 0 25-75%
PTT PUBLIC COMPANY LIMITED ASIA EX-JAPAN Y 6 3.3 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 15 10.7 7,500,000 2 > 95%
PULTEGROUP, INC. AMERICAS   14 12 50,000,000 10 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 14 11.7 15,000,000 2 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 13 11.7 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 13 11 15,000,000 3 25-75%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 9 6 5,000,000 1 < 5%
QWEST CORPORATION AMERICAS Y 10 6.7 5,000,000 1 5-25%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 14 12.7 50,000,000 9 < 5%
RADIAN GROUP INC. AMERICAS Y 16 14.7 150,000,000 24 5-25%
RADIOSHACK CORPORATION AMERICAS Y 15 13.3 50,000,000 14 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE   8 3.3 2,500,000 1 > 95%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT EUROPE   7 3 2,500,000 0 > 95%
RALLYE EUROPE Y 16 14.7 12,500,000 3 > 95%
RAYTHEON COMPANY AMERICAS Y 13 11 7,500,000 2 5-25%
REALOGY CORPORATION AMERICAS Y 13 10.3 12,500,000 5 < 5%
REED ELSEVIER PLC EUROPE   17 12.3 12,500,000 2 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 14 10 5,000,000 1 > 95%
RENAULT EUROPE Y 16 15 50,000,000 9 > 95%
RENTOKIL INITIAL PLC EUROPE Y 14 12 12,500,000 2 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 10 3.7 2,500,000 0 > 95%
REPSOL, S.A. EUROPE   16 11.3 15,000,000 2 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN   16 14.7 125,000,000 8 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 13 9 5,000,000 1 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 10 8.3 50,000,000 3 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 14 13 50,000,000 4 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 12 10 20,000,000 3 > 95%
REPUBLIC OF CYPRUS SOVEREIGN   11 7.3 5,000,000 1 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   8 3 2,500,000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN   14 11.7 50,000,000 2 > 95%
REPUBLIC OF ICELAND SOVEREIGN   9 4.3 5,000,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 15 13.7 100,000,000 14 > 95%
REPUBLIC OF ITALY SOVEREIGN   17 15.3 1,075,000,000 61 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN   14 10.3 15,000,000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 15 14.7 325,000,000 31 > 95%
REPUBLIC OF LATVIA SOVEREIGN   13 9.3 50,000,000 3 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN   14 9.3 22,500,000 3 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 11 6.7 10,000,000 1 > 95%
REPUBLIC OF PERU SOVEREIGN Y 13 12 50,000,000 5 75-95%
REPUBLIC OF POLAND SOVEREIGN Y 15 13.3 100,000,000 11 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN   11 7.3 7,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 16 14.3 150,000,000 18 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 15 14 125,000,000 12 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 17 16 325,000,000 25 > 95%
REPUBLIC SERVICES, INC. AMERICAS   12 7 5,000,000 1 < 5%
RESONA BANK, LIMITED JAPAN Y 10 7 5,000,000 1 > 95%
REXAM PLC EUROPE   12 8.7 5,000,000 1 > 95%
REXEL DEVELOPPEMENT SAS EUROPE   2 0.7 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 12 10.3 10,000,000 2 < 5%
RHODIA EUROPE Y 13 9 5,000,000 1 > 95%
RICOH COMPANY, LTD. JAPAN   9 6.7 20,000,000 3 > 95%
RIO TINTO ALCAN INC. AMERICAS Y 13 10 10,000,000 2 25-75%
RIO TINTO LIMITED AUSTRALIA NZ 14 12.7 50,000,000 6 > 95%
RITE AID CORPORATION AMERICAS Y 12 9.7 12,500,000 5 < 5%
ROCHE HOLDINGS, INC. EUROPE   11 6 5,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS   9 5.7 5,000,000 2 < 5%
ROHM AND HAAS COMPANY AMERICAS Y 14 11.3 10,000,000 2 25-75%
ROLLS-ROYCE PLC EUROPE Y 16 11.7 15,000,000 3 > 95%
ROMANIA SOVEREIGN Y 13 11 17,500,000 2 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE   12 6.3 2,500,000 1 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 14 12.7 20,000,000 5 < 5%
ROYAL DUTCH SHELL PLC EUROPE   14 9.3 7,500,000 2 > 95%
RPM INTERNATIONAL INC. AMERICAS   11 5.7 5,000,000 1 25-75%
RUSSIAN AGRICULTURAL BANK EUROPE   14 7.7 17,500,000 1 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 17 16 250,000,000 26 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 17 14 50,000,000 5 > 95%
RYDER SYSTEM, INC. AMERICAS Y 14 12.3 22,500,000 5 5-25%
SABMILLER PLC EUROPE Y 13 9.3 7,500,000 2 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 14 11 12,500,000 3 5-25%
SAFEWAY INC. AMERICAS Y 15 13.7 75,000,000 17 5-25%
SAFEWAY LIMITED EUROPE Y 16 9 12,500,000 1 > 95%
SAKS INCORPORATED AMERICAS Y 12 10.7 10,000,000 3 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 11 6.7 5,000,000 0 > 95%
SANMINA-SCI CORPORATION AMERICAS Y 13 9.3 10,000,000 4 < 5%
SANOFI EUROPE Y 16 12.3 17,500,000 2 > 95%
SANTANDER UK PLC EUROPE   9 4.7 2,500,000 0 > 95%
SANYO ELECTRIC CO., LTD. JAPAN Y 6 2 2,500,000 0 > 95%
SBERBANK EUROPE   15 10 22,500,000 2 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 13 12.7 15,000,000 5 > 95%
SCANIA AKTIEBOLAG EUROPE   12 8 10,000,000 1 > 95%
SCHLUMBERGER N.V. AMERICAS   6 3 2,500,000 0 25-75%
SCHNEIDER ELECTRIC SA EUROPE   13 6 5,000,000 1 > 95%
SCOR SE EUROPE   14 8 5,000,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED EUROPE   6 2.3 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 10 8 5,000,000 2 < 5%
SEALED AIR CORPORATION AMERICAS   14 11 12,500,000 3 25-75%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 14 11.7 10,000,000 4 5-25%
SECURITAS AB EUROPE   13 7.3 2,500,000 1 > 95%
SEKISUI HOUSE, LTD. JAPAN   7 3.7 5,000,000 0 > 95%
SEMPRA ENERGY AMERICAS Y 12 9.3 10,000,000 2 5-25%
SES EUROPE   13 8.7 5,000,000 1 > 95%
SHARP CORPORATION JAPAN Y 13 11.7 25,000,000 7 > 95%
SHAW COMMUNICATIONS INC. AMERICAS   5 2 2,500,000 0 25-75%
SHIMIZU CORPORATION JAPAN Y 9 4.7 5,000,000 1 > 95%
SHINHAN BANK ASIA EX-JAPAN 12 5 5,000,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE   17 14.7 25,000,000 4 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 15 10.3 50,000,000 5 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 9 5 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ 8 5 2,500,000 1 > 95%
SK INNOVATION CO., LTD. ASIA EX-JAPAN 3 1.7 2,500,000 0 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 10 7 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE   10 4.3 5,000,000 1 > 95%
SLM CORPORATION AMERICAS Y 14 13.7 75,000,000 9 < 5%
SLOVAK REPUBLIC SOVEREIGN   12 9 10,000,000 1 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 13 11 22,500,000 7 < 5%
SMITHS GROUP PLC EUROPE   8 3 2,500,000 0 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 13 10.7 5,000,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 12 9.7 12,500,000 1 > 95%
SOCIETE AIR FRANCE EUROPE Y 16 14.3 15,000,000 4 > 95%
SOCIETE GENERALE EUROPE Y 16 14.7 50,000,000 10 > 95%
SODEXO EUROPE Y 14 11 7,500,000 1 > 95%
SOFTBANK CORP. JAPAN Y 11 5.3 5,000,000 1 > 95%
SOLVAY EUROPE Y 15 11 15,000,000 3 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN   9 4.7 5,000,000 1 > 95%
SONY CORPORATION JAPAN Y 15 12.7 50,000,000 5 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY AMERICAS   11 5 2,500,000 0 5-25%
SOUTHWEST AIRLINES CO. AMERICAS Y 14 12.7 50,000,000 6 25-75%
SPECTRA ENERGY CAPITAL, LLC AMERICAS   10 6.3 2,500,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 11 8.7 17,500,000 4 5-25%
SPRINT NEXTEL CORPORATION AMERICAS Y 16 14.7 75,000,000 16 < 5%
SSE PLC EUROPE   2 0.7 2,500,000 0 > 95%
STANDARD CHARTERED BANK EUROPE Y 14 12.3 50,000,000 5 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE   5 1.7 2,500,000 0 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 13 11.3 12,500,000 4 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS   14 11 15,000,000 3 5-25%
STAPLES, INC. AMERICAS Y 15 13.3 75,000,000 13 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 14 12.7 50,000,000 6 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 15 11.3 10,000,000 2 > 95%
STATE OF CALIFORNIA SOVEREIGN   6 4.3 7,500,000 2 > 95%
STATE OF ILLINOIS SOVEREIGN   7 5 7,500,000 1 > 95%
STATE OF ISRAEL SOVEREIGN Y 15 12.7 50,000,000 6 > 95%
STATE OF NEW JERSEY SOVEREIGN   5 2 2,500,000 0 > 95%
STATE OF NEW YORK SOVEREIGN   1 0.3 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 13 11 12,500,000 2 > 95%
STATE OF TEXAS AMERICAS   2 0.7 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 13 9.3 7,500,000 1 > 95%
STENA AKTIEBOLAG EUROPE Y 15 13 25,000,000 7 > 95%
STMICROELECTRONICS N.V. EUROPE Y 16 12.3 15,000,000 3 > 95%
STORA ENSO OYJ EUROPE Y 16 14 50,000,000 7 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE   14 8.3 10,000,000 1 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN   10 9 15,000,000 2 > 95%
SUMITOMO CORPORATION JAPAN Y 12 11 20,000,000 3 > 95%
SUMITOMO METAL INDUSTRIES, LTD. JAPAN Y 11 5.7 5,000,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 12 10 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 11 8.7 7,500,000 1 > 95%
SUNCOR ENERGY INC. AMERICAS   12 8 10,000,000 1 5-25%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 11 9.7 5,000,000 2 < 5%
SUNOCO, INC. AMERICAS Y 14 10.7 10,000,000 2 25-75%
SUPERVALU INC. AMERICAS Y 15 14.3 50,000,000 17 < 5%
SUZUKI MOTOR CORPORATION JAPAN Y 8 3.7 5,000,000 1 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE   13 9.7 7,500,000 1 > 95%
SVENSKA HANDELSBANKEN AB EUROPE   12 4.7 5,000,000 1 > 95%
SWEDBANK AB EUROPE   10 5.7 5,000,000 0 > 95%
SWEDISH MATCH AB EUROPE Y 10 5.3 2,500,000 0 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 11 6.3 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE   16 13.3 50,000,000 4 > 95%
SWISSCOM LTD. EUROPE   10 4.7 2,500,000 0 > 95%
SYNGENTA AG EUROPE   13 5.7 5,000,000 1 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 12 6 2,500,000 0 > 95%
TAISEI CORPORATION JAPAN Y 12 8 7,500,000 1 > 95%
TALISMAN ENERGY INC. AMERICAS   10 6.3 5,000,000 1 5-25%
TARGET CORPORATION AMERICAS Y 15 10.7 22,500,000 4 5-25%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE   15 10.7 7,500,000 2 > 95%
TDC A/S EUROPE Y 9 3.7 2,500,000 0 > 95%
TE CONNECTIVITY LTD. AMERICAS   6 2.3 2,500,000 0 75-95%
TECHNIP EUROPE Y 8 4.7 2,500,000 0 > 95%
TECK RESOURCES LIMITED AMERICAS   9 7.3 10,000,000 2 < 5%
TECO ENERGY, INC. AMERICAS   8 3.7 5,000,000 1 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ 14 8.7 5,000,000 1 > 95%
TELECOM ITALIA SPA EUROPE Y 17 16 125,000,000 17 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 14 11.7 15,000,000 4 > 95%
TELEFONICA, S.A. EUROPE   17 15.3 125,000,000 19 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   10 5 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE   16 13.7 22,500,000 5 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN 9 5.3 2,500,000 0 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE   7 3.3 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 15 11.3 17,500,000 3 > 95%
TELEVISION FRANCAISE 1 EUROPE   7 3.3 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 16 12.3 22,500,000 4 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 14 11.7 17,500,000 2 > 95%
TELUS CORPORATION AMERICAS   10 6.3 5,000,000 1 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN 8 4 2,500,000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 14 11.7 17,500,000 3 25-75%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 10 5.3 2,500,000 0 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 14 10 10,000,000 3 < 5%
TESCO PLC EUROPE Y 16 14 20,000,000 5 > 95%
TESORO CORPORATION AMERICAS Y 12 9 12,500,000 3 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. AMERICAS   2 0.7 2,500,000 0 > 95%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 13 11.3 17,500,000 8 < 5%
TEXAS INSTRUMENTS INCORPORATED AMERICAS   10 6.7 7,500,000 1 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 14 11.3 10,000,000 2 5-25%
TEXTRON INC. AMERICAS   14 10 7,500,000 1 5-25%
THALES EUROPE   12 9 5,000,000 1 > 95%
THE AES CORPORATION AMERICAS Y 11 8.3 7,500,000 3 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 13 11.3 17,500,000 3 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 11 9 12,500,000 2 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 14 11 7,500,000 2 25-75%
THE BOEING COMPANY AMERICAS   10 7.7 10,000,000 1 5-25%
THE CHUBB CORPORATION AMERICAS Y 13 11 17,500,000 2 < 5%
THE CITY OF NEW YORK SOVEREIGN   4 2.3 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS   10 7 5,000,000 1 25-75%
THE COCA-COLA COMPANY AMERICAS   8 6.7 7,500,000 1 < 5%
THE DOW CHEMICAL COMPANY AMERICAS Y 15 12.3 50,000,000 7 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 13 8.7 5,000,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 15 10 7,500,000 1 > 95%
THE GAP, INC. AMERICAS Y 14 12.3 50,000,000 4 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS   15 14.7 175,000,000 19 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 12 11.7 17,500,000 6 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND EUROPE   10 4.3 5,000,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 15 13 50,000,000 7 < 5%
THE HERSHEY COMPANY AMERICAS   12 7 7,500,000 1 25-75%
THE HERTZ CORPORATION AMERICAS Y 13 10.7 15,000,000 6 < 5%
THE HILLSHIRE BRANDS COMPANY AMERICAS   11 6.7 10,000,000 3 5-25%
THE HOME DEPOT, INC. AMERICAS Y 15 12.3 20,000,000 3 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN 11 5.3 2,500,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS Y 12 9 7,500,000 2 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 9 4.3 2,500,000 0 > 95%
THE JONES GROUP INC. AMERICAS   15 12.3 50,000,000 9 5-25%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN   11 7.7 7,500,000 2 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 15 9 5,000,000 1 > 95%
THE KROGER CO. AMERICAS Y 14 12.3 50,000,000 9 5-25%
THE LUBRIZOL CORPORATION AMERICAS   11 5 2,500,000 0 25-75%
THE MCCLATCHY COMPANY AMERICAS Y 14 13 15,000,000 7 < 5%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 9 9 7,500,000 2 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 15 13.3 50,000,000 6 < 5%
THE NIELSEN COMPANY B.V. EUROPE Y 10 5.7 5,000,000 0 > 95%
THE NORINCHUKIN BANK JAPAN   2 0.7 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS   13 10.3 50,000,000 3 5-25%
THE RANK GROUP PLC EUROPE Y 13 5.7 2,500,000 0 > 95%
THE ROYAL BANK OF SCOTLAND N.V. EUROPE   11 6.7 5,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 14 100,000,000 14 > 95%
THE RYLAND GROUP, INC. AMERICAS   13 11.7 17,500,000 4 5-25%
THE SERVICEMASTER COMPANY AMERICAS   8 4.7 5,000,000 1 5-25%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 14 10 12,500,000 3 5-25%
THE SOUTHERN COMPANY AMERICAS   10 5.3 2,500,000 0 5-25%
THE TJX COMPANIES, INC. AMERICAS Y 12 7.7 5,000,000 1 25-75%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 11 9 7,500,000 2 > 95%
THE TRAVELERS COMPANIES, INC. AMERICAS   12 7.3 7,500,000 1 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 14 11 20,000,000 3 25-75%
THE WESTERN UNION COMPANY AMERICAS   10 6 2,500,000 0 5-25%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 12 7.7 5,000,000 1 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE   13 7.3 5,000,000 1 > 95%
THYSSENKRUPP AG EUROPE Y 16 14.7 50,000,000 7 > 95%
TIME WARNER CABLE INC. AMERICAS Y 14 12 17,500,000 3 5-25%
TIME WARNER INC. AMERICAS Y 14 12.3 17,500,000 3 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 10 6.7 7,500,000 1 > 95%
TOKYO GAS CO., LTD. JAPAN Y 3 2 5,000,000 0 > 95%
TOLL BROTHERS, INC. AMERICAS   13 11.7 50,000,000 5 5-25%
TOMKINS LIMITED EUROPE   13 6.7 7,500,000 1 > 95%
TOSHIBA CORPORATION JAPAN Y 13 12 50,000,000 5 > 95%
TOTAL SA EUROPE Y 17 13.7 17,500,000 2 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 15 11 22,500,000 4 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 14 9.7 10,000,000 1 > 95%
TOYS "R" US, INC. AMERICAS Y 13 10.7 15,000,000 6 < 5%
TRANE INC. AMERICAS   3 1.7 2,500,000 0 > 95%
TRANSCANADA PIPELINES LIMITED AMERICAS   8 4.3 2,500,000 0 5-25%
TRANSOCEAN INC. AMERICAS Y 15 12 50,000,000 7 5-25%
TRANSOCEAN WORLDWIDE INC. AMERICAS   11 5.3 2,500,000 0 25-75%
TRW AUTOMOTIVE INC. AMERICAS Y 12 10.3 12,500,000 4 < 5%
TUI AG EUROPE Y 17 14 20,000,000 8 > 95%
TYCO INTERNATIONAL LTD. AMERICAS   11 6.3 7,500,000 2 25-75%
TYSON FOODS, INC. AMERICAS Y 15 13.7 75,000,000 12 5-25%
UBM PLC EUROPE   11 5 2,500,000 0 > 95%
UBS AG EUROPE Y 16 13.7 75,000,000 7 > 95%
UKRAINE SOVEREIGN Y 16 13.3 50,000,000 4 > 95%
UNIBAIL-RODAMCO SE EUROPE   11 8.3 5,000,000 1 > 95%
UNICREDIT BANK AG EUROPE   9 5 2,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 16 15.7 75,000,000 9 > 95%
UNILEVER N.V. EUROPE Y 16 10 50,000,000 2 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 13 10.7 17,500,000 3 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE   10 4.3 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 11 8.7 7,500,000 2 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN   14 12 175,000,000 15 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 16 14 325,000,000 31 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 9 5 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS   13 8.7 10,000,000 2 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 11 9.7 10,000,000 5 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS   9 7 2,500,000 1 < 5%
UNITED STATES OF AMERICA SOVEREIGN   9 7 17,500,000 1 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 13 10.7 25,000,000 10 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS   11 10 15,000,000 2 < 5%
UNITED UTILITIES PLC EUROPE Y 16 13.3 12,500,000 2 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 13 11.3 50,000,000 3 < 5%
UNITYMEDIA GMBH EUROPE Y 12 10.3 7,500,000 1 > 95%
UNIVERSAL CORPORATION AMERICAS   6 2.7 2,500,000 0 25-75%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 14 11.3 17,500,000 4 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 10 6.3 5,000,000 1 5-25%
UNUM GROUP AMERICAS Y 10 7.3 2,500,000 0 25-75%
UPC HOLDING B.V. EUROPE Y 16 13 17,500,000 4 > 95%
UPM-KYMMENE OYJ EUROPE Y 16 14.3 50,000,000 7 > 95%
UST LLC AMERICAS   12 6 2,500,000 0 5-25%
V.F. CORPORATION AMERICAS   14 9.7 10,000,000 3 25-75%
VALE CANADA LIMITED AMERICAS   10 4.7 2,500,000 0 25-75%
VALE SA AMERICAS   12 6 7,500,000 1 > 95%
VALEO EUROPE Y 15 14.3 50,000,000 6 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 13 10 22,500,000 5 < 5%
VATTENFALL AKTIEBOLAG EUROPE Y 15 9.7 7,500,000 1 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 14 10 7,500,000 2 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 15 14 75,000,000 13 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 14 11.7 50,000,000 4 5-25%
VIACOM INC. AMERICAS Y 14 11.3 15,000,000 3 5-25%
VINCI EUROPE Y 15 13.3 20,000,000 4 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 16 14 20,000,000 6 > 95%
VIVENDI EUROPE Y 17 15 50,000,000 6 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 17 13 50,000,000 4 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE   16 14.7 125,000,000 14 > 95%
VOLKSWAGEN INTERNATIONAL FINANCE N.V. EUROPE   2 0.7 2,500,000 0 > 95%
VORNADO REALTY L.P. AMERICAS Y 14 11.7 10,000,000 2 5-25%
VULCAN MATERIALS COMPANY AMERICAS Y 12 9 10,000,000 2 < 5%
WAL-MART STORES, INC. AMERICAS Y 14 12.7 50,000,000 3 5-25%
WAN HAI LINES LTD. ASIA EX-JAPAN 8 3.3 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS   12 7 5,000,000 1 25-75%
WEATHERFORD INTERNATIONAL LTD. AMERICAS   12 10.3 12,500,000 3 5-25%
WEATHERFORD INTERNATIONAL, INC. AMERICAS   8 3.7 2,500,000 0 25-75%
WEINGARTEN REALTY INVESTORS AMERICAS   7 3 2,500,000 0 25-75%
WELLPOINT, INC. AMERICAS   12 8.3 7,500,000 1 < 5%
WELLS FARGO & COMPANY AMERICAS Y 15 14 75,000,000 8 5-25%
WENDEL EUROPE Y 16 14 7,500,000 2 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS Y 11 9.3 10,000,000 2 5-25%
WESFARMERS LIMITED AUSTRALIA NZ Y 12 9.7 7,500,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 15 10.7 7,500,000 1 > 95%
WESTLB AG EUROPE   8 2.7 2,500,000 0 75-95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 13 10 50,000,000 3 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 15 12.7 15,000,000 3 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 13 12.7 50,000,000 8 5-25%
WIND ACQUISITION FINANCE S.A. EUROPE Y 15 13 17,500,000 5 > 95%
WINDSTREAM CORPORATION AMERICAS Y 15 12.3 17,500,000 5 < 5%
WOLTERS KLUWER N.V. EUROPE Y 16 13.3 22,500,000 3 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ 12 8.7 7,500,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 13 8.3 5,000,000 1 > 95%
WOORI BANK ASIA EX-JAPAN Y 13 9.3 10,000,000 1 > 95%
WPP 2005 LIMITED EUROPE Y 16 13 12,500,000 2 > 95%
WYETH LLC AMERICAS   11 8.3 5,000,000 1 < 5%
WYNDHAM WORLDWIDE CORPORATION AMERICAS   7 4.7 2,500,000 0 25-75%
XCEL ENERGY INC. AMERICAS   10 5.3 5,000,000 0 < 5%
XEROX CORPORATION AMERICAS Y 15 13 50,000,000 9 < 5%
XLIT LTD. AMERICAS   13 11.3 20,000,000 4 5-25%
XSTRATA CANADA CORPORATION AMERICAS   5 2.3 2,500,000 0 5-25%
XSTRATA PLC EUROPE   16 12.7 50,000,000 6 > 95%
XTO ENERGY INC. AMERICAS Y 7 3 2,500,000 0 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE   10 6 2,500,000 0 > 95%
YRC WORLDWIDE INC. AMERICAS   9 4 2,500,000 0 5-25%
YUM! BRANDS, INC. AMERICAS Y 15 11 15,000,000 3 5-25%
ZURICH INSURANCE COMPANY LTD EUROPE   17 13.3 25,000,000 3 > 95%
3I GROUP PLC EUROPE   11 6.3 2,500,000 0 > 95%
3M COMPANY AMERICAS   8 5.3 2,500,000 0 < 5%
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