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, 2013

Explanation of data (pdf).

Reference Entity Region Index Constituent Total Number Of
Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Doc Clause %
ABB INTERNATIONAL FINANCE LIMITED EUROPE Y 13 9.3 7,500,000 2 > 95%
ABBOTT LABORATORIES AMERICAS   12 8 15,000,000 2 25-75%
ABU DHABI SOVEREIGN Y 15 12.3 50,000,000 7 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 9 6 7,500,000 1 > 95%
ACCOR EUROPE Y 15 13 75,000,000 8 > 95%
ACE LIMITED AMERICAS Y 13 10.3 100,000,000 7 < 5%
ACOM CO., LTD. JAPAN Y 13 10.3 12,500,000 3 > 95%
ADECCO S.A. EUROPE Y 15 12.7 50,000,000 6 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 14 11.7 50,000,000 8 < 5%
AEGON N.V. EUROPE Y 16 14 150,000,000 14 > 95%
AEON CO., LTD. JAPAN Y 11 8.7 10,000,000 2 > 95%
AETNA INC. AMERICAS Y 13 11 50,000,000 6 5-25%
AGEAS N.V. EUROPE   4 1.3 2,500,000 0 > 95%
AGRIUM INC. AMERICAS   11 8.7 7,500,000 2 5-25%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS   11 7 5,000,000 1 < 5%
AK STEEL CORPORATION AMERICAS Y 11 10 20,000,000 8 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 16 13 100,000,000 8 > 95%
AKTIEBOLAGET SKF EUROPE   8 5 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 14 12.3 125,000,000 11 > 95%
AKZO NOBEL N.V. EUROPE Y 16 14.7 100,000,000 13 > 95%
ALCATEL LUCENT EUROPE Y 14 13.7 50,000,000 12 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 12 10 15,000,000 5 < 5%
ALCOA INC. AMERICAS Y 16 13.3 225,000,000 19 < 5%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 9 6 5,000,000 1 5-25%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY EUROPE Y 7 2.7 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 13 10 7,500,000 1 > 95%
ALLIANDER N.V. EUROPE   7 3.3 2,500,000 0 > 95%
ALLIANZ SE EUROPE Y 17 15.7 200,000,000 17 > 95%
ALLIED DOMECQ LIMITED EUROPE Y 13 6.7 2,500,000 1 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS Y 7 3 2,500,000 0 < 5%
ALLTEL CORPORATION AMERICAS Y 13 9 22,500,000 2 25-75%
ALLY FINANCIAL INC. AMERICAS Y 15 12.7 75,000,000 10 < 5%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS   11 7.7 5,000,000 1 < 5%
ALSTOM EUROPE Y 15 13.3 125,000,000 14 > 95%
ALTADIS SA EUROPE Y 15 11.3 50,000,000 4 > 95%
ALTRIA GROUP, INC. AMERICAS Y 14 11 75,000,000 6 5-25%
AMCOR LTD AUSTRALIA NZ Y 15 11.3 12,500,000 2 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 9 4.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 12 11 25,000,000 7 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 13 11.3 100,000,000 8 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 14 12.3 100,000,000 9 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 14 12.7 150,000,000 12 5-25%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 9 7 2,500,000 1 < 5%
AMGEN INC. AMERICAS Y 12 10.7 100,000,000 8 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 12 9.3 17,500,000 5 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 9 5 2,500,000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 9 7.7 10,000,000 3 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 12 11.3 100,000,000 7 < 5%
ANGEL LUX COMMON S.A. EUROPE   7 3.3 2,500,000 0 > 95%
ANGLO AMERICAN PLC EUROPE Y 15 14 250,000,000 20 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS   14 10 17,500,000 2 25-75%
ANHEUSER-BUSCH INBEV EUROPE Y 12 10.3 50,000,000 3 > 95%
AON CORPORATION AMERICAS   12 8.3 12,500,000 2 25-75%
APACHE CORPORATION AMERICAS   14 11.3 75,000,000 8 < 5%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 13 8 7,500,000 1 > 95%
ARAMARK CORPORATION AMERICAS Y 13 10.3 12,500,000 4 < 5%
ARCELORMITTAL EUROPE Y 16 14.3 350,000,000 27 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS   12 7.7 7,500,000 1 25-75%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 14 13 12,500,000 4 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 12 12 350,000,000 27 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 13 12 75,000,000 9 < 5%
ASHLAND INC. AMERICAS   8 5.7 2,500,000 0 5-25%
ASSA ABLOY AB EUROPE   11 7.7 5,000,000 1 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 17 15.3 150,000,000 14 > 95%
ASSURED GUARANTY CORP. AMERICAS   13 10.7 50,000,000 6 5-25%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 15 13 100,000,000 12 25-75%
ASTRAZENECA PLC EUROPE Y 14 10 25,000,000 3 > 95%
AT&T CORP. AMERICAS Y 10 4.7 2,500,000 0 5-25%
AT&T INC. AMERICAS Y 16 12.3 125,000,000 9 5-25%
AT&T MOBILITY LLC AMERICAS Y 14 10 17,500,000 2 5-25%
ATLANTIA S.P.A. EUROPE Y 13 11.7 17,500,000 3 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE   9 5 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 13 10.7 75,000,000 8 > 95%
AUTOZONE, INC. AMERICAS Y 15 13 125,000,000 9 5-25%
AVALONBAY COMMUNITIES, INC. AMERICAS   10 8 10,000,000 2 5-25%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 12 9 12,500,000 3 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 12 10.7 50,000,000 7 25-75%
AVIVA PLC EUROPE Y 16 14.3 150,000,000 13 > 95%
AVNET, INC. AMERICAS Y 15 13 50,000,000 7 < 5%
AVON PRODUCTS, INC. AMERICAS Y 14 11.7 50,000,000 10 5-25%
AXA EUROPE Y 17 15.7 150,000,000 13 > 95%
BAE SYSTEMS PLC EUROPE Y 16 12.7 75,000,000 8 > 95%
BAKER HUGHES INCORPORATED AMERICAS   11 7.7 5,000,000 1 5-25%
BANCA ITALEASE S.P.A. EUROPE Y 5 2.3 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 16 14.3 75,000,000 11 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE   5 3 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE   8 3.7 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 17 15 125,000,000 15 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 16 13.3 17,500,000 5 > 95%
BANCO DE SABADELL, S.A. EUROPE   13 11.7 15,000,000 4 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE Y 16 13.3 50,000,000 6 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 16 12.3 50,000,000 5 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE   12 9.3 10,000,000 3 > 95%
BANCO SANTANDER, S.A. EUROPE Y 17 15.3 150,000,000 19 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 17 14 225,000,000 19 5-25%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 13 11.7 50,000,000 3 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 13 10.3 5,000,000 1 > 95%
BANK OF SCOTLAND PLC EUROPE Y 15 12.3 50,000,000 5 > 95%
BANKINTER S.A. EUROPE   6 4.3 5,000,000 1 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 11 5.7 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 17 13.7 125,000,000 14 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 15 13.3 225,000,000 26 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   12 6 10,000,000 1 > 95%
BASF SCHWEIZ AG EUROPE   15 11 50,000,000 4 > 95%
BASF SE EUROPE Y 16 14 75,000,000 6 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 11 8.3 10,000,000 2 5-25%
BAXTER INTERNATIONAL INC. AMERICAS Y 15 11.3 75,000,000 5 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 15 13.3 75,000,000 8 > 95%
BAYERISCHE LANDESBANK EUROPE   10 5 7,500,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 17 15 200,000,000 16 > 95%
BCE INC. AMERICAS   10 6.7 2,500,000 1 25-75%
BEAM INC. AMERICAS Y 14 12.7 50,000,000 5 < 5%
BEAZER HOMES USA, INC. AMERICAS Y 14 11 50,000,000 8 < 5%
BELLSOUTH CORPORATION AMERICAS Y 15 10 12,500,000 2 25-75%
BELO CORP. AMERICAS Y 13 11.7 50,000,000 8 5-25%
BERKSHIRE HATHAWAY INC. AMERICAS Y 16 13.7 400,000,000 16 < 5%
BERTELSMANN SE & CO. KGAA EUROPE Y 15 11.7 75,000,000 6 > 95%
BEST BUY CO., INC. AMERICAS   12 10.7 50,000,000 9 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 13 12 75,000,000 6 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 13 10.7 25,000,000 5 5-25%
BNP PARIBAS EUROPE Y 15 12.7 75,000,000 8 > 95%
BNP PARIBAS FORTIS EUROPE   10 5.3 5,000,000 1 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 13 10.7 50,000,000 5 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 16 14.3 450,000,000 26 > 95%
BOMBARDIER INC. AMERICAS Y 16 12.3 25,000,000 6 5-25%
BORGWARNER INC. AMERICAS   13 8 10,000,000 2 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 11 10 50,000,000 6 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 14 11.7 75,000,000 10 5-25%
BOUYGUES EUROPE Y 15 12.7 75,000,000 10 > 95%
BOYD GAMING CORPORATION AMERICAS Y 14 11 25,000,000 7 < 5%
BP P.L.C. EUROPE Y 15 13.3 75,000,000 8 > 95%
BRANDYWINE OPERATING PARTNERSHIP, L.P. AMERICAS   4 1.3 2,500,000 0 < 5%
BRIDGESTONE CORPORATION JAPAN Y 8 3.3 2,500,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 12 11 10,000,000 2 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 15 12 75,000,000 6 5-25%
BRITISH AIRWAYS PLC EUROPE Y 15 13.3 50,000,000 6 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 15 12.7 75,000,000 6 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 15 13 50,000,000 6 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 15 13.3 150,000,000 12 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS   2 0.7 2,500,000 0 < 5%
BRUNSWICK CORPORATION AMERICAS Y 15 12.3 50,000,000 8 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS   7 3.7 2,500,000 1 5-25%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 12 10.7 50,000,000 4 5-25%
CA, INC. AMERICAS Y 13 11.7 50,000,000 5 5-25%
CABLE & WIRELESS LIMITED EUROPE Y 13 11.3 12,500,000 3 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 12 7.3 7,500,000 2 > 95%
CABLEVISION SYSTEMS CORPORATION AMERICAS   11 7 5,000,000 2 < 5%
CADBURY HOLDINGS LIMITED EUROPE Y 14 10.3 10,000,000 5 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 16 13.3 125,000,000 25 5-25%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE   9 4 7,500,000 1 > 95%
CAIXA GERAL DE DEPOSITOS, S.A. EUROPE   8 5.3 2,500,000 1 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 13 11.3 75,000,000 5 5-25%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   5 2.7 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 12 10.7 50,000,000 5 < 5%
CANON INC. JAPAN Y 7 5 2,500,000 1 > 95%
CAP GEMINI EUROPE Y 13 8.3 5,000,000 1 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 15 12.7 75,000,000 8 5-25%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 13 11 50,000,000 5 5-25%
CAPITALAND LIMITED ASIA EX-JAPAN Y 10 7 5,000,000 1 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 13 11 75,000,000 6 5-25%
CARGILL, INCORPORATED AMERICAS   13 9.3 7,500,000 1 25-75%
CARLSBERG BREWERIES A/S EUROPE   11 8.7 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE Y 13 7.3 7,500,000 2 > 95%
CARNIVAL CORPORATION AMERICAS Y 15 12.3 100,000,000 9 5-25%
CARREFOUR EUROPE Y 16 14.7 125,000,000 13 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 16 14.3 150,000,000 15 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   11 8.7 10,000,000 2 25-75%
CATERPILLAR INC. AMERICAS Y 14 12.3 175,000,000 10 < 5%
CBS CORPORATION AMERICAS Y 16 13.3 75,000,000 8 5-25%
CELESTICA INC. AMERICAS Y 6 4 5,000,000 1 < 5%
CELLCO PARTNERSHIP AMERICAS   8 4.3 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS   6 2 2,500,000 0 25-75%
CENTERPOINT ENERGY, INC. AMERICAS   11 7 2,500,000 1 25-75%
CENTEX CORPORATION AMERICAS Y 13 11 50,000,000 4 5-25%
CENTRICA PLC EUROPE Y 16 13 75,000,000 6 > 95%
CENTURYLINK, INC. AMERICAS Y 15 13 150,000,000 14 5-25%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 16 11.7 75,000,000 12 < 5%
CHEVRON CORPORATION AMERICAS   8 4.3 5,000,000 1 5-25%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 12 11.3 50,000,000 3 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 14 9.3 10,000,000 3 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 7 4.3 2,500,000 0 > 95%
CIGNA CORPORATION AMERICAS Y 14 11.3 75,000,000 6 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 14 11 17,500,000 5 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 14 11 50,000,000 3 < 5%
CITIGROUP INC. AMERICAS Y 15 12.7 125,000,000 16 5-25%
CLARIANT AG EUROPE Y 16 13.7 75,000,000 10 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 14 11.7 100,000,000 16 < 5%
CMS ENERGY CORPORATION AMERICAS Y 12 9.7 10,000,000 3 < 5%
CNA FINANCIAL CORPORATION AMERICAS   15 8.3 7,500,000 1 25-75%
CNOOC LIMITED ASIA EX-JAPAN Y 11 7.7 2,500,000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS   13 7 10,000,000 2 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. EUROPE Y 13 12.3 50,000,000 13 > 95%
COLES GROUP LIMITED AUSTRALIA NZ Y 14 9.7 12,500,000 2 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   11 5.7 2,500,000 1 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE   12 5.3 7,500,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 13 9.7 50,000,000 4 25-75%
COMCAST CORPORATION AMERICAS Y 14 11.7 50,000,000 6 5-25%
COMMERCIAL METALS COMPANY AMERICAS   11 7.7 5,000,000 2 5-25%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 17 15 125,000,000 16 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 13 10.3 50,000,000 6 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 14 12 225,000,000 12 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 12 11.3 20,000,000 6 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 16 14 150,000,000 13 > 95%
COMPAGNIE FINANCIERE MICHELIN EUROPE Y 14 11 50,000,000 4 > 95%
COMPASS GROUP PLC EUROPE Y 16 13 100,000,000 7 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 16 13.3 125,000,000 13 5-25%
CON-WAY INC. AMERICAS   13 10.7 7,500,000 1 5-25%
CONAGRA FOODS, INC. AMERICAS Y 15 12.7 75,000,000 7 5-25%
CONOCOPHILLIPS AMERICAS Y 12 11.3 75,000,000 5 < 5%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS   7 4.3 2,500,000 0 25-75%
CONSTELLATION BRANDS, INC. AMERICAS Y 12 11 20,000,000 6 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 17 14.7 125,000,000 20 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 13 9.7 12,500,000 3 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 13 11 15,000,000 5 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE Y 14 12 50,000,000 5 > 95%
CORNING INCORPORATED AMERICAS Y 12 9.3 15,000,000 2 < 5%
CORUS GROUP LIMITED EUROPE   13 7.3 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS   10 5.3 2,500,000 0 25-75%
COVIDIEN LTD. AMERICAS   9 5.3 5,000,000 1 25-75%
COX COMMUNICATIONS, INC. AMERICAS Y 15 12.7 100,000,000 10 5-25%
CREDIT AGRICOLE SA EUROPE Y 15 13.3 75,000,000 10 > 95%
CREDIT SUISSE (USA), INC. AMERICAS   8 4 5,000,000 0 25-75%
CREDIT SUISSE GROUP LTD EUROPE Y 15 13.7 50,000,000 5 > 95%
CROWN LIMITED AUSTRALIA NZ Y 12 6.7 10,000,000 1 > 95%
CSC HOLDINGS, LLC AMERICAS Y 10 9 12,500,000 3 < 5%
CSR LIMITED AUSTRALIA NZ Y 15 11 17,500,000 3 > 95%
CSX CORPORATION AMERICAS Y 13 11.3 50,000,000 4 5-25%
CUMMINS INC. AMERICAS Y 12 7.7 5,000,000 1 < 5%
CVS CAREMARK CORPORATION AMERICAS Y 13 11 50,000,000 5 5-25%
CYTEC INDUSTRIES INC. AMERICAS   16 9.7 10,000,000 2 5-25%
CZECH REPUBLIC SOVEREIGN Y 15 9.7 50,000,000 3 > 95%
D.R. HORTON, INC. AMERICAS Y 15 12.7 50,000,000 12 < 5%
DAIMLER AG EUROPE Y 17 15 250,000,000 21 > 95%
DANAHER CORPORATION AMERICAS   12 8.3 5,000,000 1 5-25%
DANONE EUROPE Y 15 13 75,000,000 6 > 95%
DANSKE BANK A/S EUROPE Y 13 6.3 10,000,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 16 14 175,000,000 14 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 11 7.7 7,500,000 1 > 95%
DDR CORP. AMERICAS   10 9 12,500,000 3 < 5%
DE US, INC. AMERICAS   14 10.7 50,000,000 4 5-25%
DEAN FOODS COMPANY AMERICAS Y 14 11 17,500,000 5 < 5%
DEERE & COMPANY AMERICAS Y 13 11 75,000,000 6 5-25%
DELHAIZE AMERICA, LLC AMERICAS   11 7 5,000,000 1 5-25%
DELL INC. AMERICAS Y 16 13 150,000,000 17 < 5%
DELUXE CORPORATION AMERICAS Y 11 7 5,000,000 1 25-75%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 10 6.3 5,000,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 17 14.7 125,000,000 12 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 16 14.3 50,000,000 8 > 95%
DEUTSCHE POST AG EUROPE Y 14 12.3 50,000,000 5 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 16 14.7 250,000,000 16 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 14 11.7 100,000,000 9 < 5%
DEXIA CREDIT LOCAL EUROPE   13 7.7 5,000,000 1 > 95%
DIAGEO PLC EUROPE Y 16 13.7 75,000,000 9 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS   11 8.3 5,000,000 1 25-75%
DILLARD'S, INC. AMERICAS Y 11 9.7 20,000,000 6 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 13 11.7 100,000,000 10 < 5%
DISH DBS CORPORATION AMERICAS Y 14 11.7 50,000,000 8 < 5%
DIXONS RETAIL PLC EUROPE Y 16 14 50,000,000 9 > 95%
DNB BANK ASA EUROPE   12 5 5,000,000 1 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 10 7.3 5,000,000 1 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 15 11.7 75,000,000 6 5-25%
DOMTAR CORPORATION AMERICAS Y 13 11 15,000,000 3 < 5%
DONG ENERGY A/S EUROPE   8 3.7 2,500,000 0 > 95%
DOVER CORPORATION AMERICAS   11 6 5,000,000 1 5-25%
DP WORLD LIMITED EUROPE Y 11 8 2,500,000 0 > 95%
DPL INC. AMERICAS   10 4.7 2,500,000 0 < 5%
DTE ENERGY COMPANY AMERICAS   9 5.3 2,500,000 0 25-75%
DUBAI SOVEREIGN Y 15 13.3 50,000,000 3 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 13 10.7 50,000,000 5 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   9 7.3 10,000,000 2 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 14 13 100,000,000 9 < 5%
E.ON SE EUROPE Y 16 14.3 125,000,000 11 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 6 3 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 14 12 75,000,000 7 5-25%
EATON CORPORATION AMERICAS   12 8.7 7,500,000 1 5-25%
EDISON S.P.A. EUROPE Y 16 12 50,000,000 4 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 17 16 125,000,000 16 > 95%
EFIH FINANCE INC. AMERICAS   14 10.7 10,000,000 4 5-25%
EILEME 2 AB (PUBL) EUROPE Y 10 9.7 7,500,000 3 > 95%
EL PASO LLC AMERICAS   15 11.7 12,500,000 3 < 5%
ELECTRICITE DE FRANCE EUROPE Y 15 13.7 150,000,000 15 > 95%
ELI LILLY AND COMPANY AMERICAS   12 8.7 10,000,000 2 25-75%
ELISA OYJ EUROPE   9 3.3 5,000,000 1 > 95%
EMBARQ CORPORATION AMERICAS Y 14 11.3 50,000,000 4 25-75%
EMERSON ELECTRIC CO. AMERICAS   6 2.3 2,500,000 0 25-75%
EMI GROUP LIMITED EUROPE   13 7.3 5,000,000 1 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   13 8.7 7,500,000 1 25-75%
ENBRIDGE INC. AMERICAS   12 10.3 15,000,000 2 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 16 13.3 75,000,000 8 > 95%
ENCANA CORPORATION AMERICAS   10 9.3 75,000,000 7 < 5%
ENDESA, S.A. EUROPE Y 16 12.7 25,000,000 6 > 95%
ENEL S.P.A. EUROPE Y 17 15 225,000,000 18 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS Y 14 11.3 10,000,000 5 < 5%
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AMERICAS   14 11.3 15,000,000 6 5-25%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS   11 8.7 20,000,000 4 < 5%
ENI S.P.A. EUROPE Y 15 12.3 50,000,000 7 > 95%
ENTERGY CORPORATION AMERICAS   13 9 10,000,000 2 5-25%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   11 9.7 12,500,000 2 5-25%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 11 9 12,500,000 2 25-75%
ERAC USA FINANCE LLC AMERICAS   7 4 2,500,000 0 25-75%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 10 9.3 50,000,000 4 5-25%
ERSTE GROUP BANK AG EUROPE   9 5 2,500,000 0 > 95%
ESSENT N.V. EUROPE   9 3.3 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE Y 17 14.7 150,000,000 14 > 95%
EVEREST REINSURANCE HOLDINGS, INC. AMERICAS   9 4.7 2,500,000 1 75-95%
EVONIK DEGUSSA GMBH EUROPE Y 14 9 7,500,000 2 > 95%
EXELON CORPORATION AMERICAS Y 14 12.3 125,000,000 10 5-25%
EXELON GENERATION COMPANY, LLC AMERICAS   12 10.3 17,500,000 3 5-25%
EXPEDIA, INC. AMERICAS Y 14 12.3 75,000,000 7 < 5%
EXPERIAN FINANCE PLC EUROPE Y 16 12.7 75,000,000 8 > 95%
EXXON MOBIL CORPORATION AMERICAS   7 3 2,500,000 0 5-25%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS Y 7 3.3 2,500,000 0 < 5%
FCE BANK PLC EUROPE Y 11 7.7 10,000,000 1 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 13 12.7 700,000,000 19 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 15 14.7 2,650,000,000 117 > 95%
FEDEX CORPORATION AMERICAS   10 8 10,000,000 2 < 5%
FIAT INDUSTRIAL S.P.A. EUROPE Y 15 13.3 17,500,000 4 > 95%
FIAT S.P.A. EUROPE Y 17 14.3 125,000,000 18 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS Y 15 12.7 50,000,000 6 < 5%
FINMECCANICA S.P.A. EUROPE Y 16 13.7 50,000,000 9 > 95%
FIRST DATA CORPORATION AMERICAS Y 16 12.7 50,000,000 9 < 5%
FIRST INDUSTRIAL, L.P. AMERICAS   7 2.7 2,500,000 0 25-75%
FIRSTENERGY CORP. AMERICAS Y 16 14 125,000,000 10 < 5%
FKI LIMITED EUROPE   9 5.7 5,000,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS Y 12 9.3 7,500,000 3 < 5%
FORD MOTOR COMPANY AMERICAS Y 15 11.3 75,000,000 9 5-25%
FORD MOTOR CREDIT COMPANY LLC AMERICAS   16 12 50,000,000 4 5-25%
FOREST OIL CORPORATION AMERICAS Y 14 10.7 25,000,000 9 < 5%
FORTUM OYJ EUROPE Y 14 12 50,000,000 5 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ Y 13 8 12,500,000 2 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 14 12 75,000,000 9 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS   12 6.7 5,000,000 1 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 13 10.3 25,000,000 6 < 5%
FRENCH REPUBLIC SOVEREIGN Y 15 13.3 875,000,000 23 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 17 13 50,000,000 6 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 15 11.7 50,000,000 11 5-25%
FUJITSU LIMITED JAPAN Y 11 9.7 17,500,000 3 > 95%
GANNETT CO., INC. AMERICAS Y 15 12 75,000,000 10 5-25%
GAS NATURAL SDG, S.A. EUROPE Y 16 14.3 175,000,000 17 > 95%
GATX CORPORATION AMERICAS Y 13 10.3 22,500,000 3 5-25%
GDF SUEZ EUROPE Y 15 14 150,000,000 11 > 95%
GECINA EUROPE Y 14 10.7 12,500,000 2 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS   11 6.3 5,000,000 1 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 16 14.7 400,000,000 22 < 5%
GENERAL MILLS, INC. AMERICAS Y 13 11 50,000,000 4 5-25%
GENERAL MOTORS COMPANY AMERICAS   8 6 7,500,000 1 < 5%
GENON ENERGY, INC. AMERICAS Y 13 10 15,000,000 5 < 5%
GENON NORTH AMERICA, LLC AMERICAS   9 5.3 2,500,000 0 < 5%
GENTING BHD. ASIA EX-JAPAN Y 9 4 2,500,000 0 > 95%
GENWORTH HOLDINGS, INC. AMERICAS Y 14 11.7 17,500,000 4 5-25%
GEORGIA-PACIFIC LLC AMERICAS Y 13 9 12,500,000 2 5-25%
GKN HOLDINGS PLC EUROPE Y 16 13.3 75,000,000 11 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 13 10 12,500,000 2 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 16 15 225,000,000 21 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN Y 12 6 5,000,000 1 > 95%
GOODRICH CORPORATION AMERICAS Y 13 10.7 50,000,000 5 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 12 8 10,000,000 1 > 95%
GROHE HOLDING GMBH EUROPE Y 14 12 20,000,000 5 > 95%
GROUPE AUCHAN EUROPE Y 17 14 50,000,000 5 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 12 9.3 7,500,000 1 > 95%
H. J. HEINZ COMPANY AMERICAS Y 14 11.7 100,000,000 8 < 5%
HALLIBURTON COMPANY AMERICAS Y 13 11.7 75,000,000 6 < 5%
HAMMERSON PLC EUROPE Y 13 8 12,500,000 2 > 95%
HANA BANK ASIA EX-JAPAN Y 13 9.7 10,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 11 8.7 10,000,000 2 > 95%
HANNOVER RUECK SE EUROPE Y 13 12.3 50,000,000 6 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE Y 15 8.3 22,500,000 3 > 95%
HANSON LIMITED EUROPE   15 13 22,500,000 5 > 95%
HASBRO, INC. AMERICAS Y 13 9.7 7,500,000 2 5-25%
HAVAS EUROPE Y 11 8.7 20,000,000 3 > 95%
HCA INC. AMERICAS Y 12 11.3 50,000,000 7 5-25%
HCP, INC. AMERICAS   13 10 50,000,000 4 < 5%
HEALTH CARE REIT, INC. AMERICAS   13 10 10,000,000 2 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 11 9.3 12,500,000 3 5-25%
HEATHROW FUNDING LIMITED EUROPE   16 13.3 50,000,000 9 > 95%
HEIDELBERGCEMENT AG EUROPE Y 16 14 75,000,000 11 > 95%
HEINEKEN N.V. EUROPE   10 8.3 7,500,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 17 15.3 100,000,000 16 > 95%
HENKEL AG & CO. KGAA EUROPE Y 16 13 50,000,000 5 > 95%
HESS CORPORATION AMERICAS Y 14 11 12,500,000 3 5-25%
HEWLETT-PACKARD COMPANY AMERICAS Y 14 13.3 175,000,000 15 5-25%
HILTON WORLDWIDE, INC. AMERICAS   11 6.7 5,000,000 1 25-75%
HITACHI, LTD. JAPAN Y 11 8.3 10,000,000 2 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD AUSTRALIA NZ   4 1.3 2,500,000 0 > 95%
HOLCIM LTD EUROPE Y 15 12.7 150,000,000 15 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 11 9 12,500,000 2 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 14 11.7 50,000,000 6 < 5%
HOSPITALITY PROPERTIES TRUST AMERICAS   6 3.7 5,000,000 0 < 5%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 15 11.7 22,500,000 6 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS   13 7 2,500,000 0 25-75%
HSBC BANK PLC EUROPE Y 15 13.3 75,000,000 9 > 95%
HSBC FINANCE CORPORATION AMERICAS   14 10.7 22,500,000 3 25-75%
HUMANA INC. AMERICAS   10 9 10,000,000 2 5-25%
HUNGARY SOVEREIGN Y 15 13 250,000,000 23 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 10 6.7 5,000,000 2 < 5%
HUSKY ENERGY INC. AMERICAS   10 6.3 5,000,000 1 < 5%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 15 13 50,000,000 8 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 13 10 15,000,000 2 > 95%
IBERDROLA, S.A. EUROPE Y 16 15 125,000,000 12 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 14 12 15,000,000 3 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 12 8.3 5,000,000 1 > 95%
ILLINOIS TOOL WORKS INC. AMERICAS   10 5.7 5,000,000 0 25-75%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE   14 9 17,500,000 3 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE Y 16 13 75,000,000 8 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 11 7.7 2,500,000 1 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 16 12.3 50,000,000 6 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 12 9.7 10,000,000 2 > 95%
ING BANK N.V. EUROPE Y 14 12.7 50,000,000 7 > 95%
ING VERZEKERINGEN N.V. EUROPE   11 7 7,500,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 16 12.7 75,000,000 6 5-25%
INTELSAT S.A. AMERICAS Y 9 5.3 7,500,000 2 5-25%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 14 12 100,000,000 7 5-25%
INTERNATIONAL GAME TECHNOLOGY AMERICAS   9 4.3 2,500,000 1 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 15 12.7 100,000,000 11 5-25%
INTERNATIONAL PAPER COMPANY AMERICAS Y 15 12 75,000,000 6 5-25%
INTERNATIONAL POWER PLC EUROPE Y 4 1.3 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   13 10.3 22,500,000 4 5-25%
INTESA SANPAOLO SPA EUROPE Y 17 15.7 150,000,000 17 > 95%
INVENSYS PLC EUROPE Y 13 7.3 22,500,000 3 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 10 6.3 2,500,000 1 > 95%
IRELAND SOVEREIGN Y 15 14 175,000,000 11 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 12 8.7 7,500,000 2 < 5%
ISS A/S EUROPE Y 14 9.7 17,500,000 3 > 95%
ISS GLOBAL A/S EUROPE Y 12 11 10,000,000 1 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 14 12 50,000,000 7 < 5%
ITOCHU CORPORATION JAPAN Y 12 10.3 10,000,000 2 > 95%
ITV PLC EUROPE Y 15 13 25,000,000 6 > 95%
J SAINSBURY PLC EUROPE Y 15 12.7 75,000,000 6 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 16 14.7 150,000,000 40 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 13 11.3 17,500,000 4 > 95%
JAPAN SOVEREIGN Y 14 14.7 325,000,000 23 > 95%
JAPAN TOBACCO INC. JAPAN Y 12 7 7,500,000 1 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 11 6 5,000,000 1 > 95%
JFE HOLDINGS, INC. JAPAN Y 12 9.7 20,000,000 6 > 95%
JFE STEEL CORPORATION JAPAN Y 11 10.7 12,500,000 3 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS   9 4 2,500,000 0 25-75%
JOHNSON & JOHNSON AMERICAS   11 8 25,000,000 3 5-25%
JOHNSON CONTROLS, INC. AMERICAS Y 14 11.7 50,000,000 6 5-25%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" EUROPE Y 5 3.3 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   17 13.7 175,000,000 14 5-25%
JSC "GAZPROM" EUROPE Y 17 16 175,000,000 14 > 95%
JSC "KAZKOMMERTSBANK" EUROPE Y 9 5.3 5,000,000 1 > 95%
JSC VTB BANK EUROPE Y 15 13 50,000,000 4 > 95%
JTI (UK) FINANCE PLC EUROPE Y 16 11.3 25,000,000 4 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 14 12.3 75,000,000 14 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 13 11.3 20,000,000 4 > 95%
KAJIMA CORPORATION JAPAN Y 9 8.3 7,500,000 2 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 11 9.3 20,000,000 4 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 12 9.3 7,500,000 2 > 95%
KB HOME AMERICAS Y 17 13.3 50,000,000 16 < 5%
KBC BANK EUROPE   9 5 2,500,000 1 > 95%
KELDA GROUP LIMITED EUROPE   16 11.3 12,500,000 4 > 95%
KELLOGG COMPANY AMERICAS   11 8 5,000,000 1 < 5%
KERING EUROPE Y 12 9.3 10,000,000 2 > 95%
KERR-MCGEE CORPORATION AMERICAS Y 9 5.7 5,000,000 1 5-25%
KIMBERLY-CLARK CORPORATION AMERICAS   13 11.3 15,000,000 2 5-25%
KIMCO REALTY CORPORATION AMERICAS   11 9.3 25,000,000 4 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 12 10.7 75,000,000 9 < 5%
KINDER MORGAN, INC. AMERICAS Y 14 11.7 22,500,000 4 5-25%
KINGDOM OF BELGIUM SOVEREIGN Y 16 14 275,000,000 13 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 15 9.7 100,000,000 5 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 14 7.7 25,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 13 8 12,500,000 1 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 17 15.7 1,025,000,000 38 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 15 10 100,000,000 5 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 15 13.3 75,000,000 8 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 15 13.7 125,000,000 6 > 95%
KINGFISHER PLC EUROPE Y 16 13.7 100,000,000 11 > 95%
KINTETSU CORPORATION JAPAN Y 11 10 15,000,000 4 > 95%
KLEPIERRE EUROPE   9 4.7 2,500,000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 13 12.7 50,000,000 12 > 95%
KOHL'S CORPORATION AMERICAS Y 15 12.7 150,000,000 16 < 5%
KOMATSU LTD. JAPAN Y 11 8.3 10,000,000 2 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 15 13.7 75,000,000 8 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 16 14 75,000,000 6 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 16 15.3 250,000,000 24 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 15 13.7 100,000,000 7 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 12 8.7 10,000,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 14 10 12,500,000 2 > 95%
KT CORPORATION ASIA EX-JAPAN Y 12 8.3 5,000,000 1 > 95%
L BRANDS, INC. AMERICAS Y 13 12.3 50,000,000 6 5-25%
L-3 COMMUNICATIONS CORPORATION AMERICAS Y 9 4.7 2,500,000 1 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 14 10.7 25,000,000 2 > 95%
LADBROKES PLC EUROPE Y 13 11.7 25,000,000 4 > 95%
LAFARGE EUROPE Y 17 15 125,000,000 16 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 15 13.3 100,000,000 10 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 11 6.3 7,500,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 12 6.7 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ Y 12 9 17,500,000 2 > 95%
LENNAR CORPORATION AMERICAS Y 15 12.7 100,000,000 14 5-25%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 11 10 20,000,000 5 < 5%
LEVI STRAUSS & CO. AMERICAS Y 12 10 20,000,000 5 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   11 7.7 5,000,000 2 5-25%
LIBERTY INTERACTIVE LLC AMERICAS Y 13 10 15,000,000 4 25-75%
LIBERTY MUTUAL GROUP INC. AMERICAS   12 6.7 7,500,000 1 5-25%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   12 7 7,500,000 1 5-25%
LINCOLN NATIONAL CORPORATION AMERICAS   11 9.7 20,000,000 3 5-25%
LINDE AKTIENGESELLSCHAFT EUROPE Y 15 12.3 75,000,000 6 > 95%
LLOYDS TSB BANK PLC EUROPE Y 16 13.3 100,000,000 12 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 13 11 75,000,000 7 5-25%
LOEWS CORPORATION AMERICAS Y 14 11.7 75,000,000 8 5-25%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 16 12 50,000,000 11 5-25%
LOWE'S COMPANIES, INC. AMERICAS Y 12 10.7 50,000,000 3 < 5%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 16 14.3 50,000,000 7 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 15 12 50,000,000 6 5-25%
MACK-CALI REALTY, L.P. AMERICAS   9 5.3 5,000,000 1 5-25%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 13 9.3 15,000,000 3 > 95%
MACY'S RETAIL HOLDINGS, INC. AMERICAS   3 1 2,500,000 0 25-75%
MACY'S, INC. AMERICAS Y 16 14.3 125,000,000 12 < 5%
MALAYSIA SOVEREIGN Y 14 13.3 125,000,000 14 > 95%
MAN GROUP PLC EUROPE   5 1.7 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS   12 8.3 10,000,000 2 25-75%
MARATHON OIL CORPORATION AMERICAS   10 4.7 2,500,000 0 25-75%
MARKS AND SPENCER P.L.C. EUROPE Y 16 14.3 125,000,000 13 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 15 11.7 75,000,000 7 5-25%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 12 10.3 50,000,000 4 5-25%
MARTIN MARIETTA MATERIALS, INC. AMERICAS   9 5 2,500,000 1 25-75%
MARUBENI CORPORATION JAPAN Y 11 9 15,000,000 3 > 95%
MASCO CORPORATION AMERICAS Y 15 12.7 50,000,000 6 5-25%
MATTEL, INC. AMERICAS   13 9.7 12,500,000 3 25-75%
MBIA INC. AMERICAS Y 15 12.7 100,000,000 12 5-25%
MBIA INSURANCE CORPORATION AMERICAS Y 14 13 200,000,000 17 5-25%
MCDONALD'S CORPORATION AMERICAS Y 12 10.7 50,000,000 3 5-25%
MCKESSON CORPORATION AMERICAS Y 12 10.3 50,000,000 4 5-25%
MEADWESTVACO CORPORATION AMERICAS Y 16 13 50,000,000 6 5-25%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS   9 4.7 2,500,000 0 5-25%
MEDIACOM LLC AMERICAS Y 13 8.7 7,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE   11 7.3 7,500,000 1 > 95%
MEDTRONIC, INC. AMERICAS   8 5 2,500,000 0 25-75%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 16 13 20,000,000 4 > 95%
MERCK & CO., INC. AMERICAS   12 7.3 7,500,000 1 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   11 5 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS   14 8.3 10,000,000 2 25-75%
MERITOR, INC. AMERICAS Y 12 10.7 22,500,000 6 < 5%
MERRILL LYNCH & CO., INC. AMERICAS Y 16 12.7 100,000,000 6 25-75%
METLIFE, INC. AMERICAS Y 16 13.7 175,000,000 12 < 5%
METRO AG EUROPE Y 15 14 150,000,000 15 > 95%
METSA BOARD CORPORATION EUROPE Y 14 12.7 50,000,000 5 > 95%
METSO OYJ EUROPE Y 15 12.3 17,500,000 4 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 16 12.7 100,000,000 13 5-25%
MGM RESORTS INTERNATIONAL AMERICAS Y 15 13 50,000,000 11 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   9 7 7,500,000 1 > 95%
MITSUBISHI CORPORATION JAPAN Y 11 7.7 12,500,000 3 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 10 7 7,500,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 10 7.3 7,500,000 1 > 95%
MITSUI & CO., LTD. JAPAN Y 12 8.3 10,000,000 2 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 14 13.3 50,000,000 10 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 10 9 5,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 13 11.7 20,000,000 5 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 6 3 2,500,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. JAPAN Y 11 7.7 10,000,000 1 > 95%
MMO2 PLC EUROPE Y 12 5.3 2,500,000 1 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 13 11.3 12,500,000 2 5-25%
MOLSON COORS BREWING COMPANY AMERICAS   11 6 2,500,000 0 25-75%
MONDELEZ INTERNATIONAL, INC. AMERICAS,EUROPE Y 15 13.7 75,000,000 8 5-25%
MONSANTO COMPANY AMERICAS   12 6 5,000,000 1 5-25%
MORGAN STANLEY AMERICAS Y 16 13.7 150,000,000 15 5-25%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 14 13 75,000,000 10 5-25%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 16 13.7 75,000,000 10 > 95%
MURPHY OIL CORPORATION AMERICAS   11 6.3 5,000,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 14 12.3 125,000,000 10 < 5%
NALCO COMPANY AMERICAS Y 8 5 5,000,000 1 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 13 10 50,000,000 6 > 95%
NATIONAL GRID PLC EUROPE Y 16 14.3 75,000,000 7 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 15 12 75,000,000 7 5-25%
NATIXIS EUROPE   6 2.3 2,500,000 0 > 95%
NEC CORPORATION JAPAN Y 11 10 10,000,000 3 > 95%
NESTLE S.A. EUROPE Y 14 11.7 75,000,000 5 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 13 10 50,000,000 4 5-25%
NEW ZEALAND SOVEREIGN Y 9 4.7 12,500,000 1 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 15 12.3 75,000,000 7 5-25%
NEWMONT MINING CORPORATION AMERICAS   13 10 25,000,000 7 < 5%
NEWMONT USA LIMITED AMERICAS   8 2.7 2,500,000 0 75-95%
NEWS AMERICA INCORPORATED AMERICAS Y 13 11.3 75,000,000 7 5-25%
NEXEN INC. AMERICAS   10 6 15,000,000 2 < 5%
NEXT PLC EUROPE Y 16 13.7 100,000,000 10 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   13 10.3 7,500,000 1 < 5%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 13 11 50,000,000 9 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 11 9.7 50,000,000 6 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 11 10 17,500,000 4 > 95%
NISOURCE FINANCE CORP. AMERICAS   13 8 2,500,000 0 25-75%
NISSAN MOTOR CO., LTD. JAPAN Y 13 9.7 15,000,000 3 > 95%
NOBLE CORPORATION AMERICAS   8 4 2,500,000 0 < 5%
NOBLE ENERGY, INC. AMERICAS   10 7.7 5,000,000 1 < 5%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 14 11.3 12,500,000 2 > 95%
NOKIA OYJ EUROPE Y 17 15.3 75,000,000 17 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 9 5 2,500,000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 9 5.3 5,000,000 1 > 95%
NORBORD INC. AMERICAS Y 12 11.3 15,000,000 3 5-25%
NORDEA BANK AB EUROPE   12 5.7 5,000,000 1 > 95%
NORDSTROM, INC. AMERICAS Y 16 14 125,000,000 8 5-25%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 14 12.7 50,000,000 6 5-25%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 15 14.3 75,000,000 17 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 14 12 75,000,000 7 5-25%
NOVA CHEMICALS CORPORATION AMERICAS Y 11 8.3 7,500,000 1 < 5%
NOVARTIS AG EUROPE   14 8 10,000,000 2 > 95%
NRG ENERGY, INC. AMERICAS Y 11 9.7 25,000,000 7 < 5%
NTC S.A. EUROPE   10 5.3 5,000,000 1 > 95%
NUCOR CORPORATION AMERICAS   13 10.3 50,000,000 4 5-25%
NXP B.V. EUROPE Y 13 11 25,000,000 5 > 95%
OBAYASHI CORPORATION JAPAN Y 11 9 7,500,000 2 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   10 8 7,500,000 2 5-25%
ODYSSEY RE HOLDINGS CORP. AMERICAS   11 6.3 7,500,000 1 25-75%
OFFICE DEPOT, INC. AMERICAS   12 9.7 22,500,000 5 5-25%
OJI HOLDINGS CORPORATION JAPAN Y 12 10.3 20,000,000 5 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 14 9.3 15,000,000 2 > 95%
OLIN CORPORATION AMERICAS Y 14 11.3 50,000,000 5 < 5%
OMNICOM GROUP INC. AMERICAS Y 14 12 75,000,000 6 < 5%
ONEOK PARTNERS, L.P. AMERICAS   10 7.3 7,500,000 1 5-25%
ONEOK, INC. AMERICAS   15 12.3 15,000,000 3 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 13 12.7 50,000,000 11 > 95%
OPEN JOINT STOCK COMPANY "OIL COMPANY ROSNEFT" EUROPE Y 9 5.3 12,500,000 1 > 95%
ORACLE AMERICA, INC. AMERICAS   7 3.7 2,500,000 0 25-75%
ORACLE CORPORATION AMERICAS   11 7 5,000,000 1 25-75%
ORANGE EUROPE Y 14 9 17,500,000 3 > 95%
ORIX CORPORATION JAPAN Y 12 9.7 15,000,000 4 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 9 7 5,000,000 1 > 95%
OWENS CORNING AMERICAS   5 1.7 2,500,000 0 < 5%
OWENS-ILLINOIS, INC. AMERICAS Y 11 8.3 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   11 8.3 17,500,000 2 5-25%
PACKAGING CORPORATION OF AMERICA AMERICAS   14 9.3 17,500,000 5 5-25%
PACTIV LLC AMERICAS Y 14 11.7 17,500,000 4 5-25%
PANASONIC CORPORATION JAPAN Y 11 10 50,000,000 6 > 95%
PARKER DRILLING COMPANY AMERICAS Y 11 8.7 7,500,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 15 11.3 12,500,000 3 > 95%
PEABODY ENERGY CORPORATION AMERICAS   10 8.3 7,500,000 3 < 5%
PEARSON PLC EUROPE Y 16 14 75,000,000 7 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 16 16 575,000,000 40 > 95%
PEPCO HOLDINGS, INC. AMERICAS   10 4.7 2,500,000 0 5-25%
PEPSICO, INC. AMERICAS   11 7.7 7,500,000 1 < 5%
PERNOD RICARD EUROPE Y 17 14.3 50,000,000 9 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 15 14 50,000,000 5 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS Y 10 7.7 50,000,000 2 > 95%
PETROLEOS MEXICANOS AMERICAS Y 16 14 100,000,000 9 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 13 10 12,500,000 1 > 95%
PEUGEOT SA EUROPE Y 17 15 125,000,000 22 > 95%
PFIZER INC. AMERICAS Y 13 11 75,000,000 6 5-25%
PHH CORPORATION AMERICAS Y 10 6.7 5,000,000 1 25-75%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS   8 3.7 5,000,000 0 < 5%
PILKINGTON GROUP LIMITED EUROPE   14 7.3 10,000,000 2 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 11 10.3 12,500,000 3 5-25%
PITNEY BOWES INC. AMERICAS Y 15 12 125,000,000 13 < 5%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS   10 8.3 10,000,000 2 5-25%
POLYONE CORPORATION AMERICAS Y 11 8.3 5,000,000 1 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 14 10.3 22,500,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 17 15.3 100,000,000 16 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 17 15.3 375,000,000 31 > 95%
POSCO ASIA EX-JAPAN Y 15 12.3 50,000,000 5 > 95%
POSTNL N.V. EUROPE Y 16 13.7 150,000,000 14 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS   12 8.3 7,500,000 2 < 5%
PPG INDUSTRIES, INC. AMERICAS   12 8.7 10,000,000 2 5-25%
PPL ENERGY SUPPLY, LLC AMERICAS   13 8.7 12,500,000 2 25-75%
PRAXAIR, INC. AMERICAS   11 6.7 2,500,000 1 < 5%
PRIDE INTERNATIONAL, INC. AMERICAS Y 13 9 5,000,000 1 < 5%
PROGRESS ENERGY, INC. AMERICAS Y 14 11 50,000,000 4 5-25%
PROLOGIS, L.P. AMERICAS   12 8.7 50,000,000 5 < 5%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 13 8.7 10,000,000 2 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS   14 12.3 50,000,000 6 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 13 9.3 15,000,000 3 > 95%
PSEG POWER LLC AMERICAS   13 7.7 5,000,000 1 5-25%
PUBLICIS GROUPE SA EUROPE Y 14 12 75,000,000 6 > 95%
PULTEGROUP, INC. AMERICAS Y 15 13 75,000,000 15 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 14 11.3 50,000,000 7 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 12 8.7 15,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 14 11.7 75,000,000 7 < 5%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 9 6.7 5,000,000 1 < 5%
QWEST CORPORATION AMERICAS Y 13 8 7,500,000 1 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 13 11.7 150,000,000 22 < 5%
RADIAN GROUP INC. AMERICAS Y 16 13 125,000,000 12 5-25%
RADIOSHACK CORPORATION AMERICAS Y 16 14 100,000,000 31 < 5%
RALLYE EUROPE Y 15 14 50,000,000 10 > 95%
RAYTHEON COMPANY AMERICAS Y 14 12 75,000,000 6 5-25%
REALOGY GROUP LLC AMERICAS Y 9 8.7 7,500,000 2 < 5%
REED ELSEVIER PLC EUROPE Y 15 12.7 75,000,000 7 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 14 11 12,500,000 2 > 95%
RENAULT EUROPE Y 17 14 100,000,000 13 > 95%
RENTOKIL INITIAL PLC EUROPE Y 15 12.3 50,000,000 4 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 14 7.7 10,000,000 2 > 95%
REPSOL, S.A. EUROPE Y 16 14.3 100,000,000 11 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 15 13 200,000,000 7 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 14 8.7 50,000,000 4 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 12 11.3 50,000,000 5 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 14 13 150,000,000 13 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 12 10.7 25,000,000 3 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 8 3.3 2,500,000 1 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   7 4 7,500,000 1 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 14 9.3 75,000,000 3 > 95%
REPUBLIC OF ICELAND SOVEREIGN   11 5.3 5,000,000 1 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 15 14.3 275,000,000 31 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 15 14.7 1,650,000,000 53 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 13 11.3 50,000,000 4 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 15 15 500,000,000 37 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 13 9 50,000,000 3 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 14 9 20,000,000 3 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 14 12.3 50,000,000 5 > 95%
REPUBLIC OF PERU SOVEREIGN Y 15 13.3 125,000,000 12 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 14 13.7 150,000,000 14 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 13 9.7 25,000,000 3 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 17 14.7 275,000,000 27 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 16 14.3 225,000,000 22 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 17 17 775,000,000 58 > 95%
REPUBLIC SERVICES, INC. AMERICAS   11 7 7,500,000 1 25-75%
RESONA BANK, LIMITED JAPAN Y 11 7.3 10,000,000 1 > 95%
REXAM PLC EUROPE   13 9.3 17,500,000 4 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 13 11 75,000,000 8 < 5%
RHODIA EUROPE Y 13 8.3 10,000,000 2 > 95%
RICOH COMPANY, LTD. JAPAN Y 9 7.3 17,500,000 2 > 95%
RIO TINTO ALCAN INC. AMERICAS Y 14 10 17,500,000 3 5-25%
RIO TINTO LIMITED AUSTRALIA NZ Y 14 12 50,000,000 7 > 95%
RITE AID CORPORATION AMERICAS Y 10 9.3 22,500,000 8 < 5%
ROCHE HOLDINGS, INC. EUROPE   13 7.3 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS   9 4.3 5,000,000 1 25-75%
ROHM AND HAAS COMPANY AMERICAS Y 14 10 15,000,000 2 5-25%
ROLLS-ROYCE PLC EUROPE Y 14 12.3 75,000,000 7 > 95%
ROMANIA SOVEREIGN Y 16 11.3 50,000,000 5 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE Y 15 9.3 12,500,000 3 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 16 13.3 50,000,000 8 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 15 12 25,000,000 4 > 95%
RPM INTERNATIONAL INC. AMERICAS   12 7.3 5,000,000 1 5-25%
RUSSIAN AGRICULTURAL BANK EUROPE Y 15 10.7 25,000,000 2 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 17 16.3 700,000,000 51 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 17 15 175,000,000 16 > 95%
RYDER SYSTEM, INC. AMERICAS Y 15 12.3 50,000,000 6 5-25%
SABMILLER PLC EUROPE Y 14 11.3 50,000,000 4 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 12 10.3 50,000,000 5 5-25%
SAFEWAY INC. AMERICAS Y 16 14 175,000,000 15 < 5%
SAFEWAY LIMITED EUROPE Y 16 13 75,000,000 7 > 95%
SAKS INCORPORATED AMERICAS Y 14 11.3 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 7 4 2,500,000 0 < 5%
SANOFI EUROPE Y 16 13.3 75,000,000 8 > 95%
SANTANDER UK PLC EUROPE   13 6.3 10,000,000 1 > 95%
SBERBANK EUROPE Y 15 12.7 50,000,000 3 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 12 10 10,000,000 3 > 95%
SCANIA AKTIEBOLAG EUROPE   15 10 15,000,000 3 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 12 11.3 17,500,000 4 > 95%
SCHLUMBERGER N.V. AMERICAS   10 5.7 10,000,000 2 25-75%
SCHNEIDER ELECTRIC SA EUROPE   15 11.7 17,500,000 4 > 95%
SCOR SE EUROPE   11 4.3 5,000,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED EUROPE   13 5.3 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 11 9 7,500,000 3 < 5%
SEALED AIR CORPORATION AMERICAS Y 13 10.3 20,000,000 4 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 15 11.7 50,000,000 6 5-25%
SECURITAS AB EUROPE   14 10.7 7,500,000 2 > 95%
SEMPRA ENERGY AMERICAS Y 13 11.3 100,000,000 8 5-25%
SES EUROPE Y 14 9 12,500,000 2 > 95%
SHARP CORPORATION JAPAN Y 10 6.7 2,500,000 1 > 95%
SHIMIZU CORPORATION JAPAN Y 9 8 7,500,000 2 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 13 6.3 5,000,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 15 14 150,000,000 11 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 13 10.7 125,000,000 10 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 11 7.7 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 11 6.3 5,000,000 1 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 14 10 7,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE   12 5.7 5,000,000 0 > 95%
SLM CORPORATION AMERICAS Y 15 13 150,000,000 15 < 5%
SLOVAK REPUBLIC SOVEREIGN Y 13 8.7 50,000,000 3 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN Y 12 9.3 12,500,000 2 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 14 11.3 25,000,000 7 < 5%
SMITHS GROUP PLC EUROPE   13 6.3 7,500,000 1 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 12 6.7 5,000,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 13 10.3 25,000,000 3 > 95%
SOCIETE AIR FRANCE EUROPE Y 17 14.3 50,000,000 13 > 95%
SOCIETE GENERALE EUROPE Y 14 13.3 75,000,000 10 > 95%
SODEXO EUROPE Y 15 12.3 50,000,000 6 > 95%
SOFTBANK CORP. JAPAN Y 11 9.3 12,500,000 2 > 95%
SOLVAY EUROPE Y 16 13.7 75,000,000 8 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN Y 6 2 2,500,000 0 > 95%
SONY CORPORATION JAPAN Y 14 12 50,000,000 8 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 16 13.3 100,000,000 8 5-25%
SPECTRA ENERGY CAPITAL, LLC AMERICAS   14 10 10,000,000 2 25-75%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 11 9.7 20,000,000 3 < 5%
SPRINT NEXTEL CORPORATION AMERICAS Y 16 13.3 75,000,000 12 5-25%
SSE PLC EUROPE   10 4.3 2,500,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 16 13.7 75,000,000 11 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE Y 11 5 5,000,000 1 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 15 12.7 25,000,000 7 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS   13 9.3 12,500,000 2 25-75%
STAPLES, INC. AMERICAS Y 15 12.3 125,000,000 15 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 15 12.7 125,000,000 11 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 15 14 50,000,000 4 > 95%
STATE OF CALIFORNIA AMERICAS Y 5 2.7 5,000,000 1 > 95%
STATE OF FLORIDA AMERICAS Y 3 1.3 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 4 2.7 2,500,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 16 13.7 75,000,000 7 > 95%
STATE OF MICHIGAN AMERICAS Y 2 0.7 2,500,000 0 > 95%
STATE OF NEW JERSEY AMERICAS Y 3 1.7 2,500,000 0 > 95%
STATE OF NEW YORK AMERICAS Y 2 0.7 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 14 13 50,000,000 3 > 95%
STATE OF TEXAS AMERICAS Y 1 0.3 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 15 12 22,500,000 3 > 95%
STENA AKTIEBOLAG EUROPE Y 14 12 25,000,000 5 > 95%
STMICROELECTRONICS N.V. EUROPE Y 15 13.7 75,000,000 7 > 95%
STORA ENSO OYJ EUROPE Y 15 14 75,000,000 10 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE Y 15 13.3 50,000,000 6 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 10 9 10,000,000 2 > 95%
SUMITOMO CORPORATION JAPAN Y 12 8.7 12,500,000 2 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 11 8.7 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 12 9.7 10,000,000 2 > 95%
SUNCOR ENERGY INC. AMERICAS   10 7.3 12,500,000 1 5-25%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 11 8.7 7,500,000 2 < 5%
SUNOCO, INC. AMERICAS Y 14 10.3 15,000,000 3 5-25%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 12 11.3 10,000,000 3 > 95%
SUPERVALU INC. AMERICAS Y 15 11.3 75,000,000 9 5-25%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 15 12.3 75,000,000 7 > 95%
SVENSKA HANDELSBANKEN AB EUROPE   11 5 5,000,000 1 > 95%
SWEDBANK AB EUROPE   9 6.3 2,500,000 1 > 95%
SWEDISH MATCH AB EUROPE Y 14 10.3 15,000,000 2 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 13 9.7 10,000,000 1 > 95%
SWISS CONFEDERATION SOVEREIGN   2 0.7 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 16 14.7 225,000,000 18 > 95%
SWISSCOM LTD. EUROPE   13 8.7 7,500,000 1 > 95%
SYNGENTA AG EUROPE   14 9.7 22,500,000 3 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 9 4.7 2,500,000 0 > 95%
TAISEI CORPORATION JAPAN Y 11 8.7 10,000,000 2 > 95%
TALISMAN ENERGY INC. AMERICAS   12 8.7 7,500,000 2 5-25%
TARGET CORPORATION AMERICAS Y 15 12.3 75,000,000 6 < 5%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 16 13.3 50,000,000 6 > 95%
TDC A/S EUROPE Y 13 8.7 7,500,000 1 > 95%
TE CONNECTIVITY LTD. AMERICAS   9 5.3 2,500,000 1 25-75%
TECHNIP EUROPE Y 14 11.3 25,000,000 3 > 95%
TECK RESOURCES LIMITED AMERICAS   10 9 12,500,000 3 < 5%
TECO ENERGY, INC. AMERICAS   11 6 2,500,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ Y 14 9 12,500,000 4 > 95%
TELECOM ITALIA SPA EUROPE Y 16 16 350,000,000 37 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 16 12.3 50,000,000 7 > 95%
TELEFONICA, S.A. EUROPE Y 16 14.7 250,000,000 22 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   9 6.7 7,500,000 1 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 16 13.7 100,000,000 9 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 9 7 2,500,000 0 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE   11 6 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 15 13 75,000,000 6 > 95%
TELEVISION FRANCAISE 1 EUROPE   3 1 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 15 13 75,000,000 7 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 14 11 50,000,000 6 > 95%
TELUS CORPORATION AMERICAS   12 8.3 10,000,000 2 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 11 7 2,500,000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 14 11 25,000,000 4 25-75%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 10 7 2,500,000 0 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 12 10.3 50,000,000 7 5-25%
TESCO PLC EUROPE Y 16 14.3 150,000,000 12 > 95%
TESORO CORPORATION AMERICAS Y 13 10.7 25,000,000 7 < 5%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 15 12 75,000,000 13 5-25%
TEXAS INSTRUMENTS INCORPORATED AMERICAS   11 6.7 7,500,000 1 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 14 11.3 75,000,000 8 5-25%
TEXTRON INC. AMERICAS   13 11.3 50,000,000 4 5-25%
THALES EUROPE   15 11.3 25,000,000 3 > 95%
THE AES CORPORATION AMERICAS Y 12 10 17,500,000 6 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 16 12 100,000,000 8 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 11 9.3 22,500,000 3 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 15 11.3 22,500,000 3 5-25%
THE BOEING COMPANY AMERICAS   12 11 50,000,000 4 5-25%
THE CHUBB CORPORATION AMERICAS Y 13 11 50,000,000 5 < 5%
THE CITY OF NEW YORK AMERICAS Y 3 1.3 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS   12 7.3 5,000,000 1 < 5%
THE COCA-COLA COMPANY AMERICAS   6 2.7 2,500,000 0 < 5%
THE COMMONWEALTH OF MASSACHUSETTS AMERICAS Y 2 0.7 2,500,000 0 > 95%
THE DOW CHEMICAL COMPANY AMERICAS Y 16 14 125,000,000 10 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 13 10.3 22,500,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 15 11.7 25,000,000 3 > 95%
THE GAP, INC. AMERICAS Y 14 12 50,000,000 6 5-25%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 15 14.3 175,000,000 16 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 12 10.7 50,000,000 9 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND EUROPE   8 5 2,500,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 13 12.3 125,000,000 10 < 5%
THE HERSHEY COMPANY AMERICAS   13 7.7 10,000,000 1 < 5%
THE HERTZ CORPORATION AMERICAS Y 12 11 22,500,000 6 5-25%
THE HILLSHIRE BRANDS COMPANY AMERICAS Y 15 12.3 75,000,000 11 < 5%
THE HOME DEPOT, INC. AMERICAS Y 15 12.7 75,000,000 8 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 10 7.7 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS Y 11 7.3 10,000,000 2 25-75%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 13 8.3 7,500,000 1 > 95%
THE JONES GROUP INC. AMERICAS Y 15 13.3 75,000,000 10 5-25%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 8 4.3 5,000,000 1 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 14 9.7 15,000,000 2 > 95%
THE KROGER CO. AMERICAS Y 15 12 100,000,000 9 5-25%
THE LUBRIZOL CORPORATION AMERICAS   9 4.3 5,000,000 1 5-25%
THE MCCLATCHY COMPANY AMERICAS Y 14 12.3 50,000,000 8 5-25%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 11 10 15,000,000 4 5-25%
THE NEW YORK TIMES COMPANY AMERICAS Y 14 12.3 50,000,000 7 5-25%
THE NIELSEN COMPANY B.V. EUROPE Y 11 7 5,000,000 1 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 12 9 50,000,000 3 5-25%
THE RANK GROUP PLC EUROPE Y 12 8.3 7,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 16 15.3 150,000,000 22 > 95%
THE RYLAND GROUP, INC. AMERICAS Y 16 13 50,000,000 6 5-25%
THE SERVICEMASTER COMPANY AMERICAS   10 7 10,000,000 1 5-25%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 15 12 75,000,000 6 5-25%
THE SOUTHERN COMPANY AMERICAS   7 2.7 2,500,000 0 25-75%
THE TJX COMPANIES, INC. AMERICAS Y 12 8 17,500,000 2 5-25%
THE TRAVELERS COMPANIES, INC. AMERICAS   11 9.3 50,000,000 5 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 14 13.3 75,000,000 6 5-25%
THE WESTERN UNION COMPANY AMERICAS   11 8.7 12,500,000 2 5-25%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 10 8 22,500,000 3 5-25%
THOMSON REUTERS GROUP LIMITED EUROPE   12 8 12,500,000 2 > 95%
THYSSENKRUPP AG EUROPE Y 16 14.7 100,000,000 14 > 95%
TIME WARNER CABLE INC. AMERICAS Y 14 13 125,000,000 15 < 5%
TIME WARNER INC. AMERICAS Y 14 11.7 75,000,000 6 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 9 6 5,000,000 1 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN Y 11 9.3 10,000,000 2 > 95%
TOLL BROTHERS, INC. AMERICAS Y 16 13 75,000,000 9 5-25%
TOMKINS LIMITED EUROPE Y 13 7.7 15,000,000 2 > 95%
TOSHIBA CORPORATION JAPAN Y 11 10.3 50,000,000 7 > 95%
TOTAL SA EUROPE Y 15 13 75,000,000 7 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 12 9.7 20,000,000 4 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 11 6.7 5,000,000 1 > 95%
TOYS "R" US, INC. AMERICAS Y 13 10 15,000,000 5 < 5%
TRANE INC. AMERICAS   12 5.7 2,500,000 1 75-95%
TRANSCANADA PIPELINES LIMITED AMERICAS   9 5.3 5,000,000 1 5-25%
TRANSOCEAN INC. AMERICAS Y 15 13.3 125,000,000 13 < 5%
TRANSOCEAN WORLDWIDE INC. AMERICAS   11 8 7,500,000 1 25-75%
TRW AUTOMOTIVE INC. AMERICAS Y 11 9.7 25,000,000 7 < 5%
TUI AG EUROPE Y 12 11.7 20,000,000 5 > 95%
TYCO INTERNATIONAL LTD. AMERICAS   10 6.3 5,000,000 1 5-25%
TYSON FOODS, INC. AMERICAS Y 15 11.7 75,000,000 9 5-25%
UBM PLC EUROPE   12 7.7 5,000,000 1 > 95%
UBS AG EUROPE Y 16 13.7 25,000,000 3 > 95%
UKRAINE SOVEREIGN Y 16 15.3 125,000,000 12 > 95%
UNIBAIL-RODAMCO SE EUROPE   14 10 10,000,000 2 > 95%
UNICREDIT BANK AG EUROPE   14 6.3 7,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 16 15 100,000,000 12 > 95%
UNILEVER N.V. EUROPE Y 16 14 100,000,000 8 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 13 11.7 50,000,000 5 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE   9 3.7 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 13 10.3 10,000,000 3 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 12 11 250,000,000 11 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 17 15.3 1,375,000,000 69 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 11 7.3 5,000,000 1 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 13 11 50,000,000 5 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 13 10.7 17,500,000 5 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS   9 4 5,000,000 0 25-75%
UNITED STATES OF AMERICA SOVEREIGN Y 11 8 75,000,000 3 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 13 11.3 50,000,000 11 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS   10 8.7 15,000,000 2 5-25%
UNITED UTILITIES PLC EUROPE Y 16 14.3 100,000,000 10 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 12 11 50,000,000 4 5-25%
UNITYMEDIA GMBH EUROPE Y 8 3 5,000,000 1 > 95%
UNITYMEDIA KABELBW GMBH EUROPE Y 11 10.7 12,500,000 2 > 95%
UNIVERSAL CORPORATION AMERICAS   12 7.3 5,000,000 1 5-25%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 15 13 50,000,000 8 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 12 9.3 10,000,000 2 < 5%
UNUM GROUP AMERICAS Y 11 6.3 7,500,000 1 25-75%
UPC HOLDING B.V. EUROPE Y 14 12.7 50,000,000 8 > 95%
UPM-KYMMENE OYJ EUROPE Y 16 15 75,000,000 12 > 95%
UST LLC AMERICAS   15 9.3 7,500,000 2 25-75%
V.F. CORPORATION AMERICAS   15 10.7 20,000,000 3 5-25%
VALE CANADA LIMITED AMERICAS   5 2.3 2,500,000 0 75-95%
VALE SA AMERICAS Y 12 8.7 12,500,000 1 > 95%
VALEO EUROPE Y 17 14 100,000,000 14 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 15 12.3 100,000,000 13 < 5%
VATTENFALL AKTIEBOLAG EUROPE Y 14 12.7 50,000,000 6 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 13 7.7 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 17 15 175,000,000 17 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 17 13.3 200,000,000 24 5-25%
VERIZON WIRELESS CAPITAL LLC AMERICAS   3 1 2,500,000 0 < 5%
VIACOM INC. AMERICAS Y 14 11.7 75,000,000 7 < 5%
VINCI EUROPE Y 17 14.7 75,000,000 13 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 15 13.3 50,000,000 7 > 95%
VIVENDI EUROPE Y 16 14.3 125,000,000 15 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 16 14 150,000,000 16 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 17 14.7 225,000,000 15 > 95%
VORNADO REALTY L.P. AMERICAS Y 14 10.7 17,500,000 2 5-25%
VULCAN MATERIALS COMPANY AMERICAS Y 11 9 7,500,000 1 < 5%
WAL-MART STORES, INC. AMERICAS Y 13 10.3 75,000,000 5 < 5%
WAN HAI LINES LTD. ASIA EX-JAPAN Y 10 4.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS   12 7 5,000,000 1 25-75%
WEATHERFORD INTERNATIONAL LTD. AMERICAS Y 14 12.7 75,000,000 7 5-25%
WEATHERFORD INTERNATIONAL, INC. AMERICAS   6 3.3 2,500,000 0 5-25%
WEINGARTEN REALTY INVESTORS AMERICAS   8 4.3 2,500,000 0 5-25%
WELLPOINT, INC. AMERICAS   11 7.7 5,000,000 1 5-25%
WELLS FARGO & COMPANY AMERICAS Y 15 13.3 125,000,000 10 25-75%
WENDEL EUROPE Y 15 13.7 20,000,000 4 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS Y 11 8.3 15,000,000 2 5-25%
WESFARMERS LIMITED AUSTRALIA NZ Y 14 10.3 20,000,000 2 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 13 8.7 10,000,000 2 > 95%
WESTLB AG EUROPE   4 1.3 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 13 10.7 75,000,000 7 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 15 12 50,000,000 6 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 16 13.3 125,000,000 11 5-25%
WIND ACQUISITION FINANCE S.A. EUROPE Y 15 13 50,000,000 8 > 95%
WINDSTREAM CORPORATION AMERICAS Y 14 12 50,000,000 8 < 5%
WOLTERS KLUWER N.V. EUROPE Y 16 13 125,000,000 9 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 10 6.7 5,000,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 11 8.7 12,500,000 2 > 95%
WOORI BANK ASIA EX-JAPAN Y 13 11 15,000,000 2 > 95%
WPP 2005 LIMITED EUROPE Y 15 12.7 75,000,000 8 > 95%
WYETH LLC AMERICAS   14 9.7 15,000,000 2 5-25%
WYNDHAM WORLDWIDE CORPORATION AMERICAS   5 2.3 2,500,000 0 5-25%
XCEL ENERGY INC. AMERICAS   4 1.3 2,500,000 0 > 95%
XEROX CORPORATION AMERICAS Y 16 14.3 100,000,000 12 < 5%
XLIT LTD. AMERICAS Y 15 11.7 100,000,000 10 5-25%
XSTRATA CANADA CORPORATION AMERICAS   9 3.7 2,500,000 0 25-75%
XSTRATA PLC EUROPE Y 14 12.7 100,000,000 7 > 95%
XTO ENERGY INC. AMERICAS Y 11 8.3 7,500,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE   13 9.3 10,000,000 3 > 95%
YRC WORLDWIDE INC. AMERICAS   10 6.3 2,500,000 1 < 5%
YUM! BRANDS, INC. AMERICAS Y 14 11.3 50,000,000 6 < 5%
ZURICH INSURANCE COMPANY LTD EUROPE Y 17 14.7 125,000,000 12 > 95%
3I GROUP PLC EUROPE Y 10 7.3 5,000,000 1 > 95%
3M COMPANY AMERICAS   12 8.7 5,000,000 1 5-25%
dtccdotcom