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

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

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
3I GROUP PLC Europe   14 10.3 10,000,000 2 > 95%
3M COMPANY Americas   12 9.0 15,000,000 1 25-75%
ABB INTERNATIONAL FINANCE LIMITED Europe Y 14 10.7 10,000,000 2 > 95%
ABBOTT LABORATORIES Americas   14 12.3 17,500,000 3 5-25%
ABN AMRO BANK N.V. Europe Y 3 1.0 2,500,000 0 > 95%
ABU DHABI Sovereign   15 13.7 25,000,000 6 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   9 6.0 5,000,000 0 > 95%
ACCOR Europe Y 14 13.3 15,000,000 3 > 95%
ACE LIMITED Americas Y 16 13.3 22,500,000 3 < 5%
ACOM CO., LTD. Japan Y 13 11.7 10,000,000 2 > 95%
ADECCO S.A. Europe   16 13.7 17,500,000 5 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 12.3 25,000,000 8 < 5%
AEGON N.V. Europe Y 17 16.0 75,000,000 8 > 95%
AEON CO., LTD. Japan Y 10 6.7 2,500,000 1 > 95%
AETNA INC. Americas Y 14 13.0 50,000,000 5 < 5%
AGEAS N.V. Europe   5 2.0 2,500,000 0 > 95%
AGRIUM INC. Americas   14 8.3 5,000,000 1 5-25%
AIR PRODUCTS AND CHEMICALS, INC. Americas   12 8.7 5,000,000 1 5-25%
AK STEEL CORPORATION Americas Y 13 10.3 12,500,000 5 < 5%
AKTIEBOLAGET ELECTROLUX Europe Y 17 16.0 50,000,000 5 > 95%
AKTIEBOLAGET SKF Europe   7 2.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe   16 15.7 50,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 17 16.0 50,000,000 7 > 95%
ALCATEL LUCENT Europe Y 17 15.3 50,000,000 10 > 95%
ALCATEL-LUCENT USA INC. Americas Y 13 10.7 12,500,000 4 < 5%
ALCOA INC. Americas Y 16 14.7 100,000,000 17 < 5%
ALL NIPPON AIRWAYS CO., LTD. Japan Y 13 8.7 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas Y 15 12.0 10,000,000 2 < 5%
ALLIANCE &amp; LEICESTER PUBLIC LIMITED COMPANY Europe   6 3.3 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 16 12.0 10,000,000 2 > 95%
ALLIANDER N.V. Europe   11 4.7 2,500,000 0 > 95%
ALLIANZ SE Europe   17 16.3 100,000,000 9 > 95%
ALLIED DOMECQ LIMITED Europe   14 8.3 5,000,000 1 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas Y 12 6.7 2,500,000 1 < 5%
ALLTEL CORPORATION Americas Y 14 11.7 12,500,000 3 5-25%
ALLY FINANCIAL INC. Americas Y 16 14.7 75,000,000 15 < 5%
ALSTOM Europe Y 17 15.3 20,000,000 5 > 95%
ALTADIS SA Europe   17 13.3 10,000,000 1 > 95%
ALTRIA GROUP, INC. Americas Y 17 15.0 50,000,000 4 5-25%
AMCOR LTD Australia NZ Y 16 11.7 10,000,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   7 3.7 2,500,000 0 > 95%
AMERICAN AXLE &amp; MANUFACTURING, INC. Americas Y 15 13.7 25,000,000 7 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 13.7 50,000,000 5 5-25%
AMERICAN EXPRESS COMPANY Americas Y 17 14.0 50,000,000 5 5-25%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 16 14.7 100,000,000 15 5-25%
AMERISOURCEBERGEN CORPORATION Americas Y 13 9.0 7,500,000 2 < 5%
AMGEN INC. Americas Y 16 14.0 50,000,000 8 5-25%
AMKOR TECHNOLOGY, INC. Americas Y 13 11.0 17,500,000 4 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   12 8.7 5,000,000 1 > 95%
AMR CORPORATION Americas Y 13 12.0 50,000,000 13 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 15 13.3 50,000,000 5 < 5%
ANGLO AMERICAN PLC Europe   16 15.7 50,000,000 7 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   13 9.3 5,000,000 1 5-25%
ANHEUSER-BUSCH INBEV Europe   8 5.7 7,500,000 1 > 95%
AON CORPORATION Americas   13 8.7 10,000,000 1 5-25%
APACHE CORPORATION Americas   14 12.7 12,500,000 3 5-25%
ARAB REPUBLIC OF EGYPT Sovereign Y 11 9.7 15,000,000 3 > 95%
ARAMARK CORPORATION Americas Y 13 11.0 12,500,000 4 < 5%
ARCELORMITTAL Europe Y 17 16.0 125,000,000 19 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   12 10.7 12,500,000 2 25-75%
ARCHSTONE Americas   8 3.7 2,500,000 0 5-25%
ARGENTINE REPUBLIC Sovereign Y 14 13.0 125,000,000 15 > 95%
ARROW ELECTRONICS, INC. Americas Y 17 14.3 50,000,000 6 5-25%
ASHLAND INC. Americas   11 9.0 5,000,000 2 5-25%
ASSA ABLOY AB Europe   8 5.0 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 16.3 100,000,000 14 > 95%
ASSURED GUARANTY CORP. Americas   14 12.7 75,000,000 9 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas   15 14.3 50,000,000 6 5-25%
ASTRAZENECA PLC Europe   14 9.3 12,500,000 1 > 95%
AT&amp;T CORP. Americas Y 13 7.3 2,500,000 1 5-25%
AT&amp;T INC. Americas Y 17 15.0 75,000,000 6 25-75%
AT&amp;T MOBILITY LLC Americas Y 14 12.7 22,500,000 3 < 5%
ATLANTIA S.P.A. Europe Y 17 15.0 25,000,000 4 > 95%
ATLAS COPCO AKTIEBOLAG Europe   8 3.0 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 14 12.7 75,000,000 6 > 95%
AUTOZONE, INC. Americas Y 17 14.3 50,000,000 6 5-25%
AVALONBAY COMMUNITIES, INC. Americas   12 9.0 7,500,000 1 5-25%
AVIS BUDGET CAR RENTAL, LLC Americas Y 13 11.3 15,000,000 3 < 5%
AVIS BUDGET GROUP, INC. Americas   15 12.3 15,000,000 5 < 5%
AVIVA PLC Europe Y 17 16.0 75,000,000 8 > 95%
AVNET, INC. Americas Y 17 14.3 20,000,000 5 5-25%
AVON PRODUCTS, INC. Americas   14 11.3 22,500,000 4 5-25%
AXA Europe Y 17 16.7 75,000,000 8 > 95%
BAA FUNDING LIMITED Europe   16 13.3 15,000,000 2 > 95%
BAE SYSTEMS PLC Europe Y 17 14.7 25,000,000 4 > 95%
BAKER HUGHES INCORPORATED Americas   13 10.3 10,000,000 1 25-75%
BANCA ITALEASE S.P.A. Europe Y 7 3.0 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 16.0 100,000,000 14 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   7 3.3 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   11 5.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 16.3 150,000,000 16 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   17 15.0 50,000,000 4 > 95%
BANCO DE SABADELL, S.A. Europe   13 10.7 15,000,000 3 > 95%
BANCO ESPIRITO SANTO, S.A. Europe   17 15.3 50,000,000 6 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe Y 17 14.0 50,000,000 8 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   12 8.7 12,500,000 2 > 95%
BANCO SANTANDER, S.A. Europe   16 15.7 150,000,000 17 > 95%
BANK OF AMERICA CORPORATION Americas Y 17 15.3 200,000,000 27 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan Y 13 11.3 15,000,000 2 > 95%
BANK OF SCOTLAND PLC Europe Y 16 14.7 25,000,000 4 > 95%
BANQUE CENTRALE DE TUNISIE Sovereign Y 13 7.3 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 17 16.0 125,000,000 15 > 95%
BARRICK GOLD CORPORATION Americas Y 15 12.3 15,000,000 3 5-25%
BASF SCHWEIZ AG Europe   14 9.3 5,000,000 1 > 95%
BASF SE Europe Y 16 15.3 25,000,000 4 > 95%
BAUSCH &amp; LOMB INCORPORATED Americas Y 13 8.0 5,000,000 1 5-25%
BAXTER INTERNATIONAL INC. Americas Y 15 12.3 50,000,000 3 25-75%
BAYER AKTIENGESELLSCHAFT Europe Y 17 15.7 22,500,000 3 > 95%
BAYERISCHE LANDESBANK Europe   10 6.7 5,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe   17 16.0 100,000,000 12 > 95%
BCE INC. Americas   12 6.0 5,000,000 1 < 5%
BEAZER HOMES USA, INC. Americas Y 15 13.0 50,000,000 10 < 5%
BELLSOUTH CORPORATION Americas Y 14 10.3 7,500,000 1 5-25%
BELO CORP. Americas Y 17 13.3 50,000,000 7 5-25%
BERKSHIRE HATHAWAY INC. Americas   17 15.0 75,000,000 7 < 5%
BERTELSMANN AG Europe Y 17 16.0 50,000,000 7 > 95%
BEST BUY CO., INC. Americas   12 10.3 17,500,000 3 < 5%
BHP BILLITON LIMITED Australia NZ   16 14.0 50,000,000 6 > 95%
BLOCK FINANCIAL LLC Americas   15 12.7 50,000,000 7 < 5%
BNP PARIBAS Europe Y 16 15.0 150,000,000 18 > 95%
BOEING CAPITAL CORPORATION Americas Y 15 11.3 12,500,000 2 < 5%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 15 14.3 125,000,000 13 > 95%
BOMBARDIER INC. Americas Y 16 12.7 20,000,000 4 5-25%
BORGWARNER INC. Americas   16 11.0 10,000,000 3 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 14 12.0 15,000,000 3 5-25%
BOSTON SCIENTIFIC CORPORATION Americas Y 16 14.0 50,000,000 6 < 5%
BOUYGUES Europe Y 16 14.3 15,000,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 14 13.3 22,500,000 6 < 5%
BP P.L.C. Europe   17 15.3 50,000,000 7 > 95%
BRIDGESTONE CORPORATION Japan Y 11 6.7 5,000,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. Europe   5 2.0 2,500,000 0 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 15 11.7 25,000,000 3 5-25%
BRITISH AIRWAYS PLC Europe Y 16 15.0 50,000,000 8 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe   17 14.3 15,000,000 2 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe Y 4 2.0 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe Y 16 13.0 15,000,000 3 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 16.7 75,000,000 11 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   7 4.0 2,500,000 0 5-25%
BRUNSWICK CORPORATION Americas Y 13 11.7 25,000,000 6 < 5%
BUNGE LIMITED FINANCE CORP. Americas   8 5.3 2,500,000 0 5-25%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 15 13.0 12,500,000 2 5-25%
CA, INC. Americas Y 16 12.3 10,000,000 3 < 5%
CABLE &amp; WIRELESS LIMITED Europe   16 12.7 10,000,000 2 > 95%
CABLE &amp; WIRELESS WORLDWIDE PLC Europe Y 14 11.7 12,500,000 3 > 95%
CADBURY HOLDINGS LIMITED Europe   14 11.7 5,000,000 1 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. Americas Y 16 14.7 75,000,000 14 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   11 8.7 7,500,000 1 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   8 4.3 2,500,000 0 > 95%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe   4 2.0 2,500,000 0 > 95%
CAMPBELL SOUP COMPANY Americas Y 15 13.3 50,000,000 6 < 5%
CANADIAN NATIONAL RAILWAY COMPANY Americas   7 3.3 2,500,000 0 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 14 12.0 17,500,000 2 5-25%
CANON INC. Japan   6 2.7 2,500,000 0 > 95%
CAP GEMINI Europe Y 15 12.3 7,500,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 16 13.7 17,500,000 3 < 5%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 15 13.3 50,000,000 4 5-25%
CAPITALAND LIMITED Asia Ex-Japan Y 11 8.0 7,500,000 2 > 95%
CARDINAL HEALTH, INC. Americas Y 16 12.7 25,000,000 3 5-25%
CARGILL, INCORPORATED Americas   16 11.0 10,000,000 2 25-75%
CARLSBERG BREWERIES A/S Europe   10 7.7 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   12 7.0 2,500,000 0 > 95%
CARNIVAL CORPORATION Americas Y 17 14.0 50,000,000 5 5-25%
CARREFOUR Europe Y 16 14.7 50,000,000 6 > 95%
CASINO GUICHARD-PERRACHON Europe Y 17 15.7 50,000,000 5 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   12 10.7 12,500,000 3 < 5%
CATERPILLAR INC. Americas Y 16 13.3 75,000,000 7 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan Y 9 4.3 2,500,000 0 > 95%
CBS CORPORATION Americas Y 17 15.7 75,000,000 10 5-25%
CELESTICA INC. Americas Y 9 4.7 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   12 6.0 2,500,000 0 25-75%
CENTERPOINT ENERGY, INC. Americas   14 10.3 12,500,000 2 5-25%
CENTEX CORPORATION Americas Y 17 13.7 75,000,000 9 5-25%
CENTRICA PLC Europe Y 17 14.7 22,500,000 3 > 95%
CENTURYLINK, INC. Americas Y 17 15.3 75,000,000 9 5-25%
CHESAPEAKE ENERGY CORPORATION Americas Y 16 12.3 50,000,000 8 < 5%
CHEVRON CORPORATION Americas   12 8.3 7,500,000 1 25-75%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan Y 14 12.3 22,500,000 3 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED Japan Y 12 9.0 10,000,000 2 > 95%
CIGNA CORPORATION Americas Y 13 12.3 50,000,000 4 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe Y 15 11.3 17,500,000 3 > 95%
CISCO SYSTEMS, INC. Americas Y 15 13.7 22,500,000 3 < 5%
CITIGROUP INC. Americas   16 13.7 150,000,000 19 < 5%
CITIGROUP JAPAN HOLDINGS CORP. Japan Y 7 4.3 2,500,000 0 > 95%
CLARIANT AG Europe Y 17 14.7 75,000,000 11 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 15 14.0 75,000,000 18 < 5%
CMS ENERGY CORPORATION Americas Y 13 10.7 15,000,000 3 < 5%
CNA FINANCIAL CORPORATION Americas   14 11.0 10,000,000 2 5-25%
CNOOC LIMITED Asia Ex-Japan   8 4.0 5,000,000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. Americas   14 8.7 7,500,000 1 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. Europe Y 16 14.7 50,000,000 9 > 95%
COGNIS GMBH Europe Y 7 3.7 2,500,000 0 > 95%
COLES GROUP LIMITED Australia NZ   11 6.7 5,000,000 1 > 95%
COLGATE-PALMOLIVE COMPANY Americas   12 6.7 5,000,000 0 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe   10 4.7 2,500,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas Y 16 13.7 15,000,000 2 5-25%
COMCAST CORPORATION Americas Y 15 13.7 17,500,000 4 < 5%
COMMERCIAL METALS COMPANY Americas   14 10.7 10,000,000 3 5-25%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 16 16.0 150,000,000 19 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 15 13.3 75,000,000 6 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   16 14.0 250,000,000 26 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas   13 11.0 15,000,000 4 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe   17 15.0 50,000,000 6 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   17 15.0 50,000,000 5 > 95%
COMPASS GROUP PLC Europe Y 17 16.7 25,000,000 3 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 17 15.7 75,000,000 13 < 5%
CONAGRA FOODS, INC. Americas Y 16 13.3 25,000,000 4 5-25%
CONOCOPHILLIPS Americas Y 16 14.7 50,000,000 5 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   12 10.0 7,500,000 2 25-75%
CONSTELLATION BRANDS, INC. Americas Y 13 10.7 7,500,000 2 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 16 15.0 50,000,000 6 < 5%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 17 14.3 75,000,000 11 > 95%
CON-WAY INC. Americas   14 9.7 7,500,000 2 5-25%
COOPER TIRE &amp; RUBBER COMPANY Americas Y 15 12.3 15,000,000 4 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   16 14.3 20,000,000 3 > 95%
CORNING INCORPORATED Americas Y 14 11.3 15,000,000 3 5-25%
CORUS GROUP LIMITED Europe   14 9.0 7,500,000 1 > 95%
COSTCO WHOLESALE CORPORATION Americas   12 6.0 5,000,000 1 5-25%
COVIDIEN LTD. Americas   13 7.3 2,500,000 1 5-25%
COX COMMUNICATIONS, INC. Americas Y 16 14.0 50,000,000 6 5-25%
CREDIT AGRICOLE SA Europe Y 16 15.0 150,000,000 21 > 95%
CREDIT SUISSE (USA), INC. Americas   11 4.7 2,500,000 0 5-25%
CREDIT SUISSE GROUP LTD Europe   17 16.0 75,000,000 9 > 95%
CROWN LIMITED Australia NZ   14 8.7 7,500,000 1 > 95%
CSC HOLDINGS, LLC Americas Y 12 10.3 12,500,000 2 < 5%
CSR LIMITED Australia NZ Y 12 7.0 5,000,000 1 > 95%
CSX CORPORATION Americas Y 13 11.3 17,500,000 3 5-25%
CUMMINS INC. Americas Y 13 8.3 5,000,000 1 5-25%
CVS CAREMARK CORPORATION Americas Y 17 13.7 25,000,000 3 5-25%
CYTEC INDUSTRIES INC. Americas   13 11.7 10,000,000 2 5-25%
CZECH REPUBLIC Sovereign   15 13.7 50,000,000 4 > 95%
D.R. HORTON, INC. Americas Y 13 12.3 50,000,000 6 < 5%
DAIMLER AG Europe   17 17.0 75,000,000 9 > 95%
DANAHER CORPORATION Americas   13 9.7 7,500,000 1 25-75%
DANONE Europe Y 16 14.3 15,000,000 3 > 95%
DANSKE BANK A/S Europe   12 10.0 15,000,000 3 > 95%
DARDEN RESTAURANTS, INC. Americas Y 16 14.7 50,000,000 7 < 5%
DBS BANK LTD. Asia Ex-Japan Y 12 7.7 7,500,000 1 > 95%
DEAN FOODS COMPANY Americas Y 14 12.3 20,000,000 7 < 5%
DEERE &amp; COMPANY Americas Y 15 12.0 25,000,000 3 5-25%
DELHAIZE AMERICA, LLC Americas   14 10.0 5,000,000 1 5-25%
DELL INC. Americas Y 15 13.0 50,000,000 4 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe   12 7.0 2,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 17.0 175,000,000 19 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 17 16.0 50,000,000 7 > 95%
DEUTSCHE POST AG Europe   16 13.3 10,000,000 2 > 95%
DEUTSCHE TELEKOM AG Europe   17 16.3 75,000,000 7 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   13 8.3 12,500,000 2 < 5%
DEVON ENERGY CORPORATION Americas Y 14 12.7 22,500,000 3 5-25%
DEXIA CREDIT LOCAL Europe   16 11.3 12,500,000 2 > 95%
DIAGEO PLC Europe   16 15.3 20,000,000 4 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   13 9.7 12,500,000 3 < 5%
DILLARD'S, INC. Americas Y 13 10.7 20,000,000 5 < 5%
DIRECTV HOLDINGS LLC Americas Y 17 14.7 50,000,000 6 < 5%
DISH DBS CORPORATION Americas Y 14 12.3 20,000,000 5 < 5%
DIXONS RETAIL PLC Europe Y 17 15.0 75,000,000 14 > 95%
DNB NOR BANK ASA Europe   8 5.3 5,000,000 0 > 95%
DOLE FOOD COMPANY, INC. Americas Y 12 10.7 7,500,000 2 < 5%
DOMINION RESOURCES, INC. Americas Y 16 13.3 50,000,000 6 5-25%
DOMTAR CORPORATION Americas Y 13 11.3 15,000,000 4 < 5%
DONG ENERGY A/S Europe   8 4.7 2,500,000 0 > 95%
DOVER CORPORATION Americas   10 6.3 2,500,000 0 5-25%
DP WORLD LIMITED Europe   9 5.7 2,500,000 0 > 95%
DPL INC. Americas   12 8.7 5,000,000 1 < 5%
DTE ENERGY COMPANY Americas   14 9.7 5,000,000 1 25-75%
DUBAI Sovereign   15 13.0 20,000,000 3 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 14.3 50,000,000 5 5-25%
DUKE REALTY LIMITED PARTNERSHIP Americas   11 9.0 10,000,000 1 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 15 12.7 50,000,000 5 < 5%
E.ON AG Europe   17 15.7 75,000,000 9 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 9 4.7 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 17 14.3 50,000,000 8 < 5%
EASTMAN KODAK COMPANY Americas Y 15 14.0 125,000,000 44 < 5%
EATON CORPORATION Americas   13 9.0 5,000,000 1 5-25%
EDISON S.P.A. Europe Y 17 14.7 25,000,000 4 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 16.3 50,000,000 5 > 95%
EL PASO CORPORATION Americas Y 15 11.7 50,000,000 5 < 5%
ELECTRICITE DE FRANCE Europe Y 16 15.3 75,000,000 10 > 95%
ELI LILLY AND COMPANY Americas   13 11.0 12,500,000 1 25-75%
ELISA OYJ Europe   8 4.0 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 17 15.0 20,000,000 3 5-25%
EMERSON ELECTRIC CO. Americas   9 5.3 5,000,000 0 25-75%
EMI GROUP LIMITED Europe Y 11 5.3 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   11 8.0 12,500,000 2 25-75%
ENBRIDGE INC. Americas   12 11.0 12,500,000 3 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe   16 14.0 17,500,000 3 > 95%
ENCANA CORPORATION Americas   14 11.3 20,000,000 3 5-25%
ENDESA, S.A. Europe   16 13.3 50,000,000 5 > 95%
ENECO HOLDING N.V. Europe   7 3.0 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 17 16.3 100,000,000 9 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 14 12.0 17,500,000 4 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   12 10.3 12,500,000 2 5-25%
ENI S.P.A. Europe Y 17 15.3 25,000,000 3 > 95%
ENTERGY CORPORATION Americas   15 13.0 17,500,000 4 < 5%
ENTERPRISE PRODUCTS OPERATING LLC Americas   12 10.3 12,500,000 2 5-25%
EOP OPERATING LIMITED PARTNERSHIP Americas Y 14 10.3 10,000,000 2 5-25%
ERAC USA FINANCE LLC Americas   10 7.3 7,500,000 1 < 5%
ERC IRELAND FINANCE LIMITED Europe Y 13 10.7 10,000,000 4 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 13 10.7 12,500,000 2 < 5%
ERSTE GROUP BANK AG Europe   13 8.7 7,500,000 1 > 95%
ESSENT N.V. Europe   6 2.7 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe   17 15.7 50,000,000 6 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   8 4.3 2,500,000 0 25-75%
EVONIK DEGUSSA GMBH Europe Y 16 11.3 7,500,000 1 > 95%
EXELON CORPORATION Americas   14 10.3 7,500,000 2 < 5%
EXELON GENERATION COMPANY, LLC Americas   15 11.7 15,000,000 2 25-75%
EXPEDIA, INC. Americas Y 16 13.3 50,000,000 5 < 5%
EXPERIAN FINANCE PLC Europe Y 17 15.3 17,500,000 3 > 95%
EXXON MOBIL CORPORATION Americas   7 3.0 2,500,000 0 5-25%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 10 5.0 2,500,000 0 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   10 6.0 5,000,000 1 > 95%
FCE BANK PLC Europe Y 14 11.3 15,000,000 3 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign   16 14.7 800,000,000 46 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 15.0 675,000,000 50 > 95%
FEDEX CORPORATION Americas   12 10.3 5,000,000 1 < 5%
FIAT S.P.A. Europe   17 15.3 50,000,000 8 > 95%
FINMECCANICA S.P.A. Europe   17 15.3 50,000,000 5 > 95%
FIRST DATA CORPORATION Americas Y 16 14.3 75,000,000 15 5-25%
FIRST INDUSTRIAL, L.P. Americas   11 6.7 5,000,000 1 5-25%
FIRSTENERGY CORP. Americas Y 17 13.7 25,000,000 4 5-25%
FKI LIMITED Europe   11 7.3 7,500,000 1 > 95%
FLEXTRONICS CORPORATION Americas   4 1.3 2,500,000 0 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 14 11.3 15,000,000 4 < 5%
FORD MOTOR COMPANY Americas Y 15 13.7 75,000,000 14 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas Y 16 13.0 50,000,000 6 < 5%
FOREST OIL CORPORATION Americas Y 13 12.0 22,500,000 7 < 5%
FORTIS BANK Europe   13 7.7 7,500,000 1 > 95%
FORTUM OYJ Europe Y 16 14.7 17,500,000 2 > 95%
FORTUNE BRANDS, INC. Americas Y 15 10.7 17,500,000 3 5-25%
FOSTER'S GROUP LIMITED Australia NZ   16 11.7 10,000,000 2 > 95%
FRANCE TELECOM Europe Y 17 15.7 75,000,000 11 > 95%
FREEPORT-MCMORAN COPPER &amp; GOLD INC. Americas Y 15 14.3 50,000,000 10 < 5%
FREEPORT-MCMORAN CORPORATION Americas   10 7.3 5,000,000 1 5-25%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 12.7 50,000,000 12 < 5%
FRENCH REPUBLIC Sovereign   16 14.3 1,600,000,000 116 > 95%
FRESENIUS SE &amp; CO. KGAA Europe   16 15.0 50,000,000 5 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 16 13.7 50,000,000 8 < 5%
FUJITSU LIMITED Japan Y 11 7.3 5,000,000 1 > 95%
GANNETT CO., INC. Americas Y 17 15.0 75,000,000 16 < 5%
GAS NATURAL SDG, S.A. Europe   17 16.3 75,000,000 9 > 95%
GATX CORPORATION Americas Y 15 11.3 10,000,000 2 5-25%
GDF SUEZ Europe Y 17 16.3 50,000,000 6 > 95%
GECINA Europe Y 15 12.0 12,500,000 2 > 95%
GENERAL DYNAMICS CORPORATION Americas   12 8.3 7,500,000 1 < 5%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 15.7 150,000,000 19 5-25%
GENERAL MILLS, INC. Americas Y 14 11.7 10,000,000 2 < 5%
GENERAL MOTORS COMPANY Americas   9 7.3 10,000,000 1 < 5%
GENON ENERGY, INC. Americas Y 13 11.3 15,000,000 4 < 5%
GENON NORTH AMERICA, LLC Americas   11 6.7 2,500,000 1 < 5%
GENTING BHD. Asia Ex-Japan   9 4.0 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. Americas   15 14.0 50,000,000 6 5-25%
GEORGIA-PACIFIC LLC Americas Y 14 12.7 50,000,000 5 5-25%
GKN HOLDINGS PLC Europe Y 17 14.7 25,000,000 4 > 95%
GLAXOSMITHKLINE PLC Europe   13 9.3 15,000,000 2 > 95%
GLENCORE INTERNATIONAL AG Europe   17 16.0 75,000,000 14 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan   9 5.3 2,500,000 0 > 95%
GOODRICH CORPORATION Americas Y 16 12.0 17,500,000 3 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 11 6.7 5,000,000 1 > 95%
GROHE HOLDING GMBH Europe Y 16 15.3 50,000,000 10 > 95%
GROUPE AUCHAN Europe Y 17 15.0 20,000,000 3 > 95%
GS CALTEX CORPORATION Asia Ex-Japan Y 11 7.0 5,000,000 1 > 95%
H. J. HEINZ COMPANY Americas Y 16 14.3 22,500,000 3 5-25%
HALLIBURTON COMPANY Americas Y 14 11.3 20,000,000 3 5-25%
HAMMERSON PLC Europe   14 10.7 10,000,000 2 > 95%
HANA BANK Asia Ex-Japan Y 13 9.7 10,000,000 2 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 9 5.3 5,000,000 0 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe   17 16.0 75,000,000 6 > 95%
HANSON LIMITED Europe Y 16 12.3 12,500,000 2 > 95%
HASBRO, INC. Americas Y 12 10.0 7,500,000 2 5-25%
HAVAS Europe Y 15 12.3 17,500,000 3 > 95%
HCA INC. Americas Y 16 12.3 50,000,000 6 < 5%
HCP, INC. Americas   14 11.7 22,500,000 4 5-25%
HEALTH CARE REIT, INC. Americas   12 9.3 12,500,000 2 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas Y 10 8.0 7,500,000 2 5-25%
HEIDELBERGCEMENT AG Europe   17 15.7 75,000,000 11 > 95%
HEINEKEN N.V. Europe   11 7.7 7,500,000 1 > 95%
HELLENIC REPUBLIC Sovereign   16 14.0 125,000,000 16 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe   17 16.3 75,000,000 11 > 95%
HENKEL AG &amp; CO. KGAA Europe Y 16 14.0 22,500,000 4 > 95%
HESS CORPORATION Americas Y 13 10.3 15,000,000 3 5-25%
HEWLETT-PACKARD COMPANY Americas Y 16 14.0 50,000,000 7 5-25%
HILTON WORLDWIDE, INC. Americas   16 11.0 7,500,000 1 5-25%
HITACHI, LTD. Japan Y 13 7.3 5,000,000 1 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD Australia NZ   6 2.7 2,500,000 0 > 95%
HOLCIM LTD Europe   17 16.0 50,000,000 8 > 95%
HONDA MOTOR CO., LTD. Japan Y 12 10.7 10,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 16 12.7 20,000,000 3 5-25%
HOSPITALITY PROPERTIES TRUST Americas   9 6.7 5,000,000 1 5-25%
HOST HOTELS &amp; RESORTS, L.P. Americas Y 13 11.0 17,500,000 5 < 5%
HP ENTERPRISE SERVICES, LLC Americas   13 9.3 5,000,000 1 25-75%
HSBC BANK PLC Europe Y 16 14.0 50,000,000 5 > 95%
HSBC FINANCE CORPORATION Americas   15 12.3 25,000,000 3 5-25%
HUMANA INC. Americas   13 10.7 7,500,000 2 < 5%
HUNTSMAN INTERNATIONAL LLC Americas Y 12 10.0 7,500,000 3 < 5%
HUSKY ENERGY INC. Americas   8 5.3 2,500,000 0 < 5%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan   16 12.3 17,500,000 3 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   13 10.3 7,500,000 1 > 95%
IBERDROLA, S.A. Europe   17 14.7 50,000,000 8 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 14 11.3 10,000,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 12 7.7 5,000,000 1 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   2 1.0 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas Y 10 5.7 2,500,000 0 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   15 9.3 5,000,000 0 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   17 16.0 50,000,000 4 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 9 4.3 2,500,000 1 > 95%
INEOS GROUP HOLDINGS LIMITED Europe Y 16 14.7 75,000,000 14 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe Y 13 10.0 5,000,000 1 > 95%
ING BANK N.V. Europe Y 14 11.7 17,500,000 4 > 95%
ING VERZEKERINGEN N.V. Europe   11 8.0 7,500,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 15 11.0 15,000,000 2 5-25%
INTELSAT S.A. Americas Y 14 11.7 12,500,000 3 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 15 13.3 50,000,000 4 5-25%
INTERNATIONAL GAME TECHNOLOGY Americas   10 6.7 2,500,000 1 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 17 15.7 100,000,000 13 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 17 15.0 50,000,000 8 5-25%
INTERNATIONAL POWER PLC Europe   12 6.0 5,000,000 1 > 95%
INTERVAL ACQUISITION CORP. Americas   17 13.3 22,500,000 4 5-25%
INTESA SANPAOLO SPA Europe Y 17 16.0 175,000,000 20 > 95%
INVENSYS PLC Europe Y 13 9.3 5,000,000 1 > 95%
INVESTOR AKTIEBOLAG Europe Y 15 10.7 5,000,000 1 75-95%
IRELAND Sovereign   15 14.3 125,000,000 17 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 11 9.3 7,500,000 2 < 5%
ISS A/S Europe Y 15 13.0 20,000,000 5 > 95%
ISS GLOBAL A/S Europe Y 12 8.3 5,000,000 1 > 95%
ISTAR FINANCIAL INC. Americas Y 16 14.3 50,000,000 11 < 5%
ITOCHU CORPORATION Japan Y 12 10.3 12,500,000 2 > 95%
ITV PLC Europe Y 16 14.3 50,000,000 7 > 95%
J SAINSBURY PLC Europe Y 15 13.7 15,000,000 2 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 16 13.7 50,000,000 8 < 5%
JAPAN Sovereign   15 13.7 350,000,000 35 > 95%
JAPAN TOBACCO INC. Japan Y 14 10.0 5,000,000 1 > 95%
JEMENA LIMITED Australia NZ Y 12 6.3 5,000,000 0 > 95%
JFE HOLDINGS, INC. Japan   11 8.7 10,000,000 2 > 95%
JFE STEEL CORPORATION Japan Y 11 9.3 12,500,000 2 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   11 9.0 7,500,000 1 5-25%
JOHNSON &amp; JOHNSON Americas   15 11.3 50,000,000 2 25-75%
JOHNSON CONTROLS, INC. Americas Y 15 11.3 17,500,000 5 < 5%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   4 1.3 2,500,000 0 > 95%
JOINT STOCK COMPANY 'HALYK SAVINGS BANK OF KAZAKHSTAN' Europe   9 5.3 2,500,000 0 > 95%
JPMORGAN CHASE &amp; CO. Americas   17 14.7 175,000,000 20 < 5%
JSC 'GAZPROM' Europe   17 16.3 125,000,000 14 > 95%
JSC 'KAZKOMMERTSBANK' Europe   10 6.0 5,000,000 0 > 95%
JSC VTB BANK Europe   15 10.3 17,500,000 1 75-95%
JTI (UK) FINANCE PLC Europe Y 15 13.0 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 14 13.3 50,000,000 15 < 5%
KABEL DEUTSCHLAND GMBH Europe Y 9 5.7 2,500,000 0 > 95%
KAJIMA CORPORATION Japan Y 9 6.0 5,000,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 12 6.3 7,500,000 1 > 95%
KAWASAKI KISEN KAISHA, LTD. Japan Y 11 5.7 5,000,000 1 > 95%
KB HOME Americas Y 14 12.7 50,000,000 10 < 5%
KBC BANK Europe   6 4.3 2,500,000 0 > 95%
KELDA GROUP LIMITED Europe   13 7.7 5,000,000 1 > 95%
KELLOGG COMPANY Americas   13 8.3 5,000,000 1 5-25%
KERR-MCGEE CORPORATION Americas Y 12 8.3 5,000,000 1 5-25%
KIMBERLY-CLARK CORPORATION Americas   14 11.0 12,500,000 2 5-25%
KIMCO REALTY CORPORATION Americas   14 12.3 20,000,000 5 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 17 14.7 20,000,000 5 < 5%
KINDER MORGAN KANSAS, INC. Americas Y 14 13.0 50,000,000 5 < 5%
KINGDOM OF BELGIUM Sovereign   17 15.7 325,000,000 30 > 95%
KINGDOM OF DENMARK Sovereign   14 12.7 175,000,000 12 > 95%
KINGDOM OF NORWAY Sovereign   15 11.7 50,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA Sovereign   13 7.3 5,000,000 1 > 95%
KINGDOM OF SPAIN Sovereign   15 14.7 950,000,000 77 > 95%
KINGDOM OF SWEDEN Sovereign   15 14.0 125,000,000 6 > 95%
KINGDOM OF THAILAND Sovereign Y 15 13.7 50,000,000 5 > 95%
KINGDOM OF THE NETHERLANDS Sovereign   16 14.0 100,000,000 8 > 95%
KINGFISHER PLC Europe Y 17 15.0 22,500,000 4 > 95%
KINTETSU CORPORATION Japan Y 12 10.0 7,500,000 1 > 95%
KLEPIERRE Europe   11 6.0 5,000,000 1 > 95%
KOBE STEEL, LTD. Japan Y 12 10.7 15,000,000 3 > 95%
KOHL'S CORPORATION Americas Y 17 13.3 25,000,000 5 < 5%
KOMATSU LTD. Japan   11 7.3 12,500,000 2 > 95%
KONINKLIJKE AHOLD N.V. Europe Y 17 14.3 17,500,000 2 > 95%
KONINKLIJKE DSM N.V. Europe Y 17 15.3 50,000,000 5 > 95%
KONINKLIJKE KPN N.V. Europe Y 17 16.7 50,000,000 8 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 16 15.7 20,000,000 4 > 95%
KOOKMIN BANK Asia Ex-Japan Y 13 8.3 7,500,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 12 8.0 5,000,000 1 > 95%
KRAFT FOODS INC. Americas;Europe Y 16 14.0 22,500,000 4 5-25%
KT CORPORATION Asia Ex-Japan Y 9 5.0 2,500,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 11 9.0 10,000,000 2 < 5%
LADBROKES PLC Europe   15 12.3 25,000,000 4 > 95%
LAFARGE Europe Y 16 15.7 100,000,000 15 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 16 13.0 15,000,000 3 > 95%
LANXESS AKTIENGESELLSCHAFT Europe   16 14.7 50,000,000 6 > 95%
LEBANESE REPUBLIC Sovereign Y 9 6.0 5,000,000 1 > 95%
LEGAL &amp; GENERAL GROUP PLC Europe   12 7.3 7,500,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   13 10.7 7,500,000 1 > 95%
LENNAR CORPORATION Americas Y 16 13.3 75,000,000 10 5-25%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 11 10.0 20,000,000 5 < 5%
LEVI STRAUSS &amp; CO. Americas Y 13 11.3 22,500,000 7 < 5%
LEXMARK INTERNATIONAL, INC. Americas   12 9.7 10,000,000 4 < 5%
LIBERTY MEDIA LLC Americas Y 16 13.3 20,000,000 5 < 5%
LIBERTY MUTUAL GROUP INC. Americas   14 9.3 5,000,000 1 5-25%
LIBERTY MUTUAL INSURANCE COMPANY Americas   13 11.7 10,000,000 3 5-25%
LIMITED BRANDS, INC. Americas Y 17 14.3 50,000,000 8 5-25%
LINCOLN NATIONAL CORPORATION Americas   15 13.0 50,000,000 7 < 5%
LINDE AKTIENGESELLSCHAFT Europe   17 15.0 15,000,000 3 > 95%
LIZ CLAIBORNE, INC. Americas Y 16 13.7 50,000,000 12 5-25%
LLOYDS TSB BANK PLC Europe Y 15 14.3 75,000,000 11 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 16 14.3 50,000,000 5 5-25%
LOEWS CORPORATION Americas Y 16 12.0 20,000,000 4 < 5%
LOUISIANA-PACIFIC CORPORATION Americas Y 14 13.3 50,000,000 6 < 5%
LOWE'S COMPANIES, INC. Americas Y 17 14.0 22,500,000 4 < 5%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 17 15.3 22,500,000 4 > 95%
M.D.C. HOLDINGS, INC. Americas Y 17 14.0 22,500,000 5 5-25%
MACK-CALI REALTY, L.P. Americas   12 7.0 5,000,000 1 5-25%
MACQUARIE BANK LIMITED Australia NZ Y 14 11.7 22,500,000 4 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas Y 8 3.3 2,500,000 0 < 5%
MACY'S, INC. Americas Y 17 15.7 75,000,000 12 5-25%
MALAYSIA Sovereign Y 16 14.3 50,000,000 7 > 95%
MAN GROUP PLC Europe   13 9.0 10,000,000 1 > 95%
MANOR CARE, INC. Americas   13 8.3 5,000,000 1 5-25%
MARATHON OIL CORPORATION Americas   13 8.7 5,000,000 1 5-25%
MARKS AND SPENCER P.L.C. Europe Y 16 15.3 50,000,000 7 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 16 13.0 50,000,000 6 5-25%
MARSH &amp; MCLENNAN COMPANIES, INC. Americas Y 16 13.3 25,000,000 4 5-25%
MARTIN MARIETTA MATERIALS, INC. Americas   10 8.0 7,500,000 1 < 5%
MARUBENI CORPORATION Japan Y 13 11.3 12,500,000 2 > 95%
MASCO CORPORATION Americas Y 16 13.0 50,000,000 6 < 5%
MASSEY ENERGY COMPANY Americas Y 9 5.3 5,000,000 1 < 5%
MATTEL, INC. Americas   15 11.3 12,500,000 3 5-25%
MBIA INC. Americas Y 16 15.0 75,000,000 8 5-25%
MBIA INSURANCE CORPORATION Americas   17 15.3 250,000,000 37 < 5%
MCDONALD'S CORPORATION Americas Y 16 13.3 20,000,000 3 5-25%
MCKESSON CORPORATION Americas Y 16 13.7 50,000,000 4 5-25%
MEADWESTVACO CORPORATION Americas Y 17 14.0 50,000,000 6 < 5%
MEDCO HEALTH SOLUTIONS, INC. Americas   10 7.3 5,000,000 1 < 5%
MEDIACOM LLC Americas Y 11 10.0 10,000,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   11 6.7 5,000,000 1 > 95%
MEDTRONIC, INC. Americas   13 9.7 10,000,000 2 < 5%
MELIA HOTELS INTERNATIONAL, S.A. Europe Y 17 15.0 20,000,000 4 > 95%
MERCK &amp; CO., INC. Americas   13 9.7 5,000,000 1 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   10 5.0 5,000,000 0 > 95%
MERCK SHARP &amp; DOHME CORP. Americas   15 11.0 7,500,000 1 25-75%
MERITOR, INC. Americas Y 13 12.7 25,000,000 9 < 5%
MERRILL LYNCH &amp; CO., INC. Americas   17 14.0 50,000,000 6 5-25%
METLIFE, INC. Americas Y 16 14.0 75,000,000 14 5-25%
METRO AG Europe Y 16 15.3 50,000,000 6 > 95%
METSO OYJ Europe Y 16 14.0 12,500,000 3 > 95%
MGIC INVESTMENT CORPORATION Americas Y 16 15.3 100,000,000 14 5-25%
MGM RESORTS INTERNATIONAL Americas Y 16 14.0 50,000,000 12 < 5%
MITSUBISHI CORPORATION Japan Y 12 9.3 10,000,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan Y 12 8.7 10,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan Y 13 8.7 7,500,000 1 > 95%
MITSUI &amp; CO., LTD. Japan Y 13 11.3 15,000,000 2 > 95%
MITSUI CHEMICALS, INC. Japan Y 12 7.3 10,000,000 1 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 11 8.0 10,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 12 12.0 22,500,000 3 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan Y 11 7.7 5,000,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. Japan Y 15 11.7 22,500,000 4 > 95%
MMO2 PLC Europe Y 9 3.7 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. Americas Y 15 11.7 22,500,000 4 < 5%
MOLSON COORS BREWING COMPANY Americas   9 5.7 5,000,000 0 25-75%
MONSANTO COMPANY Americas   12 7.7 5,000,000 1 5-25%
MORGAN STANLEY Americas   16 15.7 300,000,000 36 < 5%
MOS HOLDINGS INC. Americas   8 4.0 2,500,000 0 < 5%
MOTOROLA SOLUTIONS, INC. Americas Y 16 13.3 50,000,000 9 < 5%
M-REAL OYJ Europe Y 16 14.7 50,000,000 9 > 95%
MTR CORPORATION LIMITED Asia Ex-Japan Y 12 5.7 2,500,000 1 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 17 16.0 75,000,000 8 > 95%
MURPHY OIL CORPORATION Americas   10 5.3 2,500,000 0 5-25%
NABORS INDUSTRIES, INC. Americas Y 16 13.3 25,000,000 5 5-25%
NALCO COMPANY Americas Y 12 10.3 10,000,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 15 12.7 50,000,000 5 > 95%
NATIONAL GRID PLC Europe Y 16 15.0 20,000,000 4 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 15 12.0 17,500,000 3 25-75%
NATIXIS Europe   8 4.0 5,000,000 1 > 95%
NEC CORPORATION Japan Y 10 7.3 5,000,000 1 > 95%
NESTLE S.A. Europe   17 13.3 15,000,000 2 > 95%
NEW ALBERTSON'S, INC. Americas Y 13 11.0 10,000,000 2 5-25%
NEW ZEALAND Sovereign   11 5.7 5,000,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 17 15.0 50,000,000 5 < 5%
NEWMONT MINING CORPORATION Americas   14 10.3 10,000,000 2 < 5%
NEWMONT USA LIMITED Americas   8 3.3 2,500,000 0 25-75%
NEWS AMERICA INCORPORATED Americas Y 16 14.0 20,000,000 5 < 5%
NEXEN INC. Americas   14 11.0 17,500,000 3 5-25%
NEXT PLC Europe Y 16 15.0 25,000,000 6 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas   15 9.0 7,500,000 1 5-25%
NIPPON PAPER GROUP, INC. Japan Y 12 10.3 17,500,000 2 > 95%
NIPPON STEEL CORPORATION Japan Y 12 11.7 22,500,000 3 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 12 11.0 22,500,000 4 > 95%
NISOURCE FINANCE CORP. Americas   15 11.0 7,500,000 2 5-25%
NISSAN MOTOR CO., LTD. Japan Y 14 13.0 12,500,000 2 > 95%
NOBLE CORPORATION Americas   10 5.0 2,500,000 0 25-75%
NOBLE ENERGY, INC. Americas   11 8.7 10,000,000 2 5-25%
NOBLE GROUP LIMITED Asia Ex-Japan Y 16 13.0 10,000,000 2 > 95%
NOKIA OYJ Europe Y 17 15.7 50,000,000 6 > 95%
NOMURA SECURITIES CO., LTD. Japan Y 12 9.0 7,500,000 1 > 95%
NORBORD INC. Americas   15 11.0 10,000,000 3 < 5%
NORDEA BANK AB Europe   11 6.7 10,000,000 1 > 95%
NORDSTROM, INC. Americas Y 17 14.0 25,000,000 5 < 5%
NORFOLK SOUTHERN CORPORATION Americas Y 13 11.7 22,500,000 2 5-25%
NORSKE SKOGINDUSTRIER ASA Europe Y 16 15.3 50,000,000 13 > 95%
NORTHERN ROCK (ASSET MANAGEMENT) PLC Europe   4 2.0 2,500,000 0 > 95%
NORTHROP GRUMMAN CORPORATION Americas   14 12.7 50,000,000 4 25-75%
NOVA CHEMICALS CORPORATION Americas Y 15 11.7 10,000,000 3 < 5%
NOVARTIS AG Europe   15 9.7 7,500,000 2 > 95%
NRG ENERGY, INC. Americas Y 13 11.7 20,000,000 5 < 5%
NTC S.A. Europe   10 4.3 2,500,000 0 > 95%
NUCOR CORPORATION Americas   15 11.3 20,000,000 4 5-25%
NXP B.V. Europe Y 16 13.7 50,000,000 8 > 95%
OBAYASHI CORPORATION Japan Y 10 7.0 5,000,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   12 9.7 12,500,000 2 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   13 7.0 2,500,000 0 25-75%
OFFICE DEPOT, INC. Americas   14 13.0 15,000,000 4 5-25%
OJI PAPER CO., LTD. Japan Y 6 4.0 5,000,000 0 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   15 11.0 15,000,000 3 > 95%
OLIN CORPORATION Americas Y 16 13.3 22,500,000 4 < 5%
OMNICOM GROUP INC. Americas Y 16 13.7 50,000,000 6 5-25%
ONEOK PARTNERS, L.P. Americas   10 7.7 2,500,000 1 < 5%
ONEOK, INC. Americas   12 11.0 10,000,000 2 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe Y 16 14.0 50,000,000 11 > 95%
ORACLE AMERICA, INC. Americas   10 7.7 2,500,000 0 25-75%
ORACLE CORPORATION Americas   10 7.3 5,000,000 1 < 5%
ORIX CORPORATION Japan Y 14 10.7 15,000,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 13 7.7 5,000,000 1 > 95%
OWENS-ILLINOIS, INC. Americas Y 11 9.3 12,500,000 3 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   13 9.0 10,000,000 1 5-25%
PACKAGING CORPORATION OF AMERICA Americas   12 9.0 7,500,000 2 5-25%
PACTIV CORPORATION Americas   13 9.3 17,500,000 3 < 5%
PANASONIC CORPORATION Japan   12 9.7 10,000,000 2 > 95%
PARKER DRILLING COMPANY Americas Y 12 9.3 10,000,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   13 8.7 5,000,000 1 > 95%
PEABODY ENERGY CORPORATION Americas   10 8.3 7,500,000 3 < 5%
PEARSON PLC Europe Y 17 15.3 50,000,000 4 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 16 15.7 425,000,000 57 > 95%
PEPCO HOLDINGS, INC. Americas   13 8.7 5,000,000 1 5-25%
PEPSICO, INC. Americas   13 10.7 15,000,000 1 5-25%
PERNOD RICARD Europe Y 17 14.0 50,000,000 4 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas   11 8.0 7,500,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   12 8.7 12,500,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 15 10.7 15,000,000 2 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   11 7.7 5,000,000 1 > 95%
PEUGEOT SA Europe Y 17 15.3 75,000,000 11 > 95%
PFIZER INC. Americas Y 16 13.7 50,000,000 3 5-25%
PHH CORPORATION Americas   10 7.7 5,000,000 1 25-75%
PHILIP MORRIS INTERNATIONAL INC. Americas   8 6.3 15,000,000 1 5-25%
PILKINGTON GROUP LIMITED Europe   9 6.0 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas Y 15 13.3 22,500,000 5 < 5%
PITNEY BOWES INC. Americas Y 16 13.3 50,000,000 7 5-25%
POLYONE CORPORATION Americas Y 12 10.0 10,000,000 3 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   14 11.7 17,500,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 16.0 50,000,000 7 > 95%
PORTUGUESE REPUBLIC Sovereign   16 14.7 200,000,000 17 > 95%
POSCO Asia Ex-Japan Y 12 10.0 15,000,000 2 > 95%
POSTNL N.V. Europe Y 17 14.3 17,500,000 3 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   15 10.3 10,000,000 2 25-75%
PPG INDUSTRIES, INC. Americas   14 10.7 15,000,000 3 5-25%
PPL ENERGY SUPPLY, LLC Americas   16 12.7 10,000,000 2 5-25%
PPR Europe Y 16 14.7 50,000,000 6 > 95%
PRAXAIR, INC. Americas   12 7.0 5,000,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 13 8.0 5,000,000 1 < 5%
PROGRESS ENERGY, INC. Americas Y 14 12.7 12,500,000 3 5-25%
PROLOGIS, L.P. Americas   16 12.7 22,500,000 4 < 5%
PROMISE CO., LTD. Japan Y 13 10.3 15,000,000 4 > 95%
PROSIEBENSAT.1 MEDIA AG Europe Y 13 7.3 5,000,000 1 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   15 13.0 50,000,000 6 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   15 12.0 15,000,000 3 > 95%
PSEG POWER LLC Americas   14 9.0 5,000,000 2 5-25%
PTT PUBLIC COMPANY LIMITED Asia Ex-Japan Y 11 5.3 2,500,000 1 > 95%
PUBLICIS GROUPE SA Europe Y 17 14.7 22,500,000 4 > 95%
PULTEGROUP, INC. Americas   16 13.7 75,000,000 12 5-25%
QANTAS AIRWAYS LIMITED Australia NZ Y 16 15.3 20,000,000 3 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 13 10.7 12,500,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 14 11.3 17,500,000 4 < 5%
QWEST CAPITAL FUNDING, INC. Americas Y 12 10.3 7,500,000 2 < 5%
QWEST CORPORATION Americas Y 15 12.0 12,500,000 2 < 5%
R.R. DONNELLEY &amp; SONS COMPANY Americas Y 17 15.0 50,000,000 12 < 5%
RADIAN GROUP INC. Americas Y 17 15.7 150,000,000 20 < 5%
RADIOSHACK CORPORATION Americas Y 16 13.7 50,000,000 8 < 5%
RAIFFEISEN BANK INTERNATIONAL AG Europe   5 3.3 2,500,000 0 > 95%
RALLYE Europe Y 16 15.0 50,000,000 6 > 95%
RAYTHEON COMPANY Americas Y 15 11.3 20,000,000 3 < 5%
REALOGY CORPORATION Americas Y 12 10.3 25,000,000 8 < 5%
REED ELSEVIER PLC Europe   17 16.0 50,000,000 5 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 13 8.7 7,500,000 1 > 95%
RENAULT Europe Y 17 16.0 50,000,000 7 > 95%
RENTOKIL INITIAL 1927 PLC Europe Y 14 8.0 2,500,000 1 > 95%
RENTOKIL INITIAL PLC Europe Y 15 13.0 15,000,000 3 > 95%
REPSOL YPF, S.A. Europe   17 15.3 50,000,000 5 > 95%
REPUBLIC OF AUSTRIA Sovereign   16 15.3 300,000,000 19 > 95%
REPUBLIC OF BULGARIA Sovereign Y 15 13.0 20,000,000 3 > 95%
REPUBLIC OF CHILE Sovereign Y 13 9.7 12,500,000 2 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 14 12.0 50,000,000 3 > 95%
REPUBLIC OF CROATIA Sovereign Y 17 13.3 17,500,000 2 > 95%
REPUBLIC OF ESTONIA Sovereign   5 2.3 2,500,000 0 75-95%
REPUBLIC OF FINLAND Sovereign   14 11.0 50,000,000 2 > 95%
REPUBLIC OF HUNGARY Sovereign Y 17 15.0 175,000,000 20 > 95%
REPUBLIC OF ICELAND Sovereign   9 6.7 5,000,000 1 > 95%
REPUBLIC OF INDONESIA Sovereign Y 15 14.0 125,000,000 18 > 95%
REPUBLIC OF ITALY Sovereign   16 15.0 1,250,000,000 81 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign   16 12.7 12,500,000 2 > 95%
REPUBLIC OF KOREA Sovereign Y 17 16.3 275,000,000 36 > 95%
REPUBLIC OF LATVIA Sovereign   12 9.7 12,500,000 1 > 95%
REPUBLIC OF LITHUANIA Sovereign   15 12.3 12,500,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 14 10.7 12,500,000 2 > 95%
REPUBLIC OF PERU Sovereign Y 14 12.7 50,000,000 5 > 95%
REPUBLIC OF POLAND Sovereign Y 17 14.7 125,000,000 12 > 95%
REPUBLIC OF SLOVENIA Sovereign   14 9.7 12,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 17 15.7 150,000,000 16 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 16 13.7 125,000,000 14 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 15.7 300,000,000 26 > 95%
REPUBLIC SERVICES, INC. Americas   12 8.0 5,000,000 1 5-25%
RESIDENTIAL CAPITAL, LLC Americas Y 16 14.3 100,000,000 22 5-25%
RESONA BANK, LIMITED Japan Y 13 9.7 7,500,000 1 > 95%
REXAM PLC Europe   15 13.0 17,500,000 4 > 95%
REXEL DEVELOPPEMENT SAS Europe   7 3.7 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. Americas Y 16 12.7 12,500,000 3 5-25%
RHODIA Europe Y 16 12.3 25,000,000 4 > 95%
RIO TINTO ALCAN INC. Americas Y 15 10.3 17,500,000 3 < 5%
RIO TINTO LIMITED Australia NZ   13 12.3 50,000,000 5 > 95%
RITE AID CORPORATION Americas Y 14 11.7 50,000,000 9 < 5%
ROCHE HOLDINGS, INC. Europe   13 7.3 5,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   10 6.0 2,500,000 0 5-25%
ROHM AND HAAS COMPANY Americas Y 17 11.0 12,500,000 2 < 5%
ROLLS-ROYCE PLC Europe Y 16 13.0 12,500,000 2 > 95%
ROMANIA Sovereign Y 15 12.3 25,000,000 3 > 95%
ROYAL &amp; SUN ALLIANCE INSURANCE PLC Europe   15 11.0 50,000,000 3 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 17 14.0 50,000,000 9 < 5%
ROYAL DUTCH SHELL PLC Europe   16 13.3 12,500,000 2 > 95%
RPM INTERNATIONAL INC. Americas   16 10.7 7,500,000 2 5-25%
RUSSIAN AGRICULTURAL BANK Europe   12 7.0 10,000,000 1 > 95%
RUSSIAN FEDERATION Sovereign Y 16 14.7 350,000,000 42 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 16.3 50,000,000 5 > 95%
RYDER SYSTEM, INC. Americas Y 15 13.0 22,500,000 4 5-25%
SABMILLER PLC Europe Y 13 10.7 12,500,000 1 > 95%
SABRE HOLDINGS CORPORATION Americas Y 17 13.7 50,000,000 7 5-25%
SAFEWAY INC. Americas Y 17 15.7 75,000,000 11 5-25%
SAFEWAY LIMITED Europe Y 16 15.3 50,000,000 4 > 95%
SAKS INCORPORATED Americas Y 14 12.7 22,500,000 6 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 12 8.0 5,000,000 1 > 95%
SANMINA-SCI CORPORATION Americas Y 12 9.7 12,500,000 3 < 5%
SANOFI Europe Y 17 15.3 50,000,000 4 > 95%
SANTANDER UK PLC Europe   9 5.0 5,000,000 1 > 95%
SANYO ELECTRIC CO., LTD. Japan Y 6 2.7 2,500,000 0 > 95%
SARA LEE CORPORATION Americas Y 17 14.3 50,000,000 8 5-25%
SBERBANK Europe   14 10.7 15,000,000 2 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 16 14.3 15,000,000 4 > 95%
SCANIA AKTIEBOLAG Europe   15 11.3 10,000,000 1 > 95%
SCHLUMBERGER N.V. Americas   8 4.0 2,500,000 0 < 5%
SCHNEIDER ELECTRIC SA Europe   15 12.3 10,000,000 2 > 95%
SCOR SE Europe   15 11.3 7,500,000 2 > 95%
SCOTTISH &amp; NEWCASTLE LIMITED Europe   13 7.3 2,500,000 0 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   6 2.0 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas Y 9 7.0 7,500,000 1 < 5%
SEALED AIR CORPORATION Americas   15 13.0 20,000,000 5 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 15 13.3 22,500,000 7 < 5%
SECURITAS AB Europe   15 9.3 5,000,000 1 > 95%
SEMPRA ENERGY Americas Y 16 12.0 17,500,000 3 5-25%
SES Europe   14 8.7 10,000,000 2 > 95%
SHARP CORPORATION Japan Y 11 7.7 7,500,000 1 > 95%
SHAW COMMUNICATIONS INC. Americas   10 4.7 2,500,000 0 5-25%
SHIMIZU CORPORATION Japan Y 11 8.7 5,000,000 1 > 95%
SHINHAN BANK Asia Ex-Japan   12 8.3 7,500,000 1 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe   17 16.3 50,000,000 6 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 17 14.3 50,000,000 8 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 12 8.3 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   12 7.7 5,000,000 1 > 95%
SK INNOVATION CO., LTD. Asia Ex-Japan   7 3.0 2,500,000 0 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan Y 10 6.3 5,000,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   12 7.3 7,500,000 1 > 95%
SLM CORPORATION Americas Y 17 15.0 50,000,000 9 5-25%
SLOVAK REPUBLIC Sovereign   13 9.3 10,000,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 16 12.7 17,500,000 5 < 5%
SMITHS GROUP PLC Europe   12 6.7 2,500,000 0 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe Y 14 13.0 25,000,000 4 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 12.7 15,000,000 2 > 95%
SOCIETE AIR FRANCE Europe Y 17 15.0 25,000,000 5 > 95%
SOCIETE GENERALE Europe Y 15 14.3 100,000,000 13 > 95%
SODEXO Europe Y 16 14.0 12,500,000 2 > 95%
SOFTBANK CORP. Japan Y 11 10.0 7,500,000 1 > 95%
SOLVAY Europe Y 17 15.0 22,500,000 5 > 95%
SOMPO JAPAN INSURANCE INC. Japan   11 6.3 5,000,000 0 > 95%
SONY CORPORATION Japan Y 14 12.3 10,000,000 1 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   10 5.3 2,500,000 0 25-75%
SOUTHWEST AIRLINES CO. Americas Y 16 13.3 25,000,000 5 5-25%
SPECTRA ENERGY CAPITAL, LLC Americas   14 11.7 20,000,000 4 5-25%
SPRINGLEAF FINANCE CORPORATION Americas y 11 8.7 10,000,000 2 < 5%
SPRINT NEXTEL CORPORATION Americas Y 17 15.0 125,000,000 22 5-25%
STANDARD CHARTERED BANK Europe Y 14 10.3 17,500,000 3 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   10 5.7 2,500,000 0 > 95%
STANDARD PACIFIC CORP. Americas Y 14 12.7 20,000,000 6 < 5%
STANLEY BLACK &amp; DECKER, INC. Americas   14 11.7 12,500,000 2 < 5%
STAPLES, INC. Americas Y 14 12.0 20,000,000 3 5-25%
STARWOOD HOTELS &amp; RESORTS WORLDWIDE, INC. Americas Y 17 14.3 50,000,000 10 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 15 13.0 15,000,000 2 > 95%
STATE OF CALIFORNIA Sovereign   7 5.3 7,500,000 1 > 95%
STATE OF FLORIDA Sovereign   2 0.7 2,500,000 0 > 95%
STATE OF ILLINOIS Sovereign   4 4.0 7,500,000 1 > 95%
STATE OF ISRAEL Sovereign Y 16 13.7 50,000,000 5 > 95%
STATE OF NEW JERSEY Sovereign   3 2.3 2,500,000 0 > 95%
STATE OF NEW YORK Sovereign   3 1.3 2,500,000 0 > 95%
STATE OF QATAR Sovereign Y 15 14.0 15,000,000 3 > 95%
STATE OF TEXAS Sovereign   4 1.7 2,500,000 0 > 95%
STATOIL ASA Europe Y 14 12.7 20,000,000 2 > 95%
STENA AKTIEBOLAG Europe Y 16 14.3 50,000,000 8 > 95%
STMICROELECTRONICS N.V. Europe Y 17 16.0 50,000,000 6 > 95%
STORA ENSO OYJ Europe Y 17 15.7 50,000,000 7 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe   16 15.3 17,500,000 3 > 95%
SUMITOMO CORPORATION Japan Y 15 10.7 12,500,000 2 > 95%
SUMITOMO METAL INDUSTRIES, LTD. Japan Y 10 5.7 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 13 11.0 10,000,000 2 > 95%
SUMITOMO REALTY &amp; DEVELOPMENT CO., LTD. Japan Y 11 8.0 5,000,000 1 > 95%
SUNCOR ENERGY INC. Americas   12 9.7 10,000,000 1 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 13 11.0 10,000,000 3 < 5%
SUNOCO, INC. Americas Y 15 12.7 12,500,000 3 5-25%
SUPERVALU INC. Americas Y 17 15.0 50,000,000 8 5-25%
SUZUKI MOTOR CORPORATION Japan Y 8 4.3 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe   17 15.3 17,500,000 3 > 95%
SVENSKA HANDELSBANKEN AB Europe   11 6.3 5,000,000 1 > 95%
SWEDISH MATCH AB Europe Y 15 10.0 5,000,000 1 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 11 7.0 5,000,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe   17 16.0 75,000,000 6 > 95%
SWISSCOM LTD. Europe   11 4.7 2,500,000 0 > 95%
SYNGENTA AG Europe   15 10.3 10,000,000 2 > 95%
TABCORP HOLDINGS LIMITED Australia NZ Y 10 6.0 2,500,000 0 > 95%
TAISEI CORPORATION Japan Y 11 6.7 5,000,000 1 > 95%
TALISMAN ENERGY INC. Americas   13 10.0 12,500,000 3 5-25%
TARGET CORPORATION Americas Y 16 13.3 50,000,000 4 < 5%
TATE &amp; LYLE PUBLIC LIMITED COMPANY Europe   16 14.0 10,000,000 2 > 95%
TDC A/S Europe Y 16 11.0 7,500,000 1 > 95%
TE CONNECTIVITY LTD. Americas   8 4.0 2,500,000 0 25-75%
TECHNIP Europe Y 15 9.0 5,000,000 1 > 95%
TECK RESOURCES LIMITED Americas   11 8.3 17,500,000 4 < 5%
TECO ENERGY, INC. Americas   13 8.7 5,000,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   15 10.0 7,500,000 1 > 95%
TELECOM ITALIA SPA Europe Y 17 16.3 100,000,000 13 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 17 13.0 15,000,000 2 > 95%
TELEFONICA, S.A. Europe   17 16.3 75,000,000 13 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   12 7.0 5,000,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe   17 16.7 50,000,000 8 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   9 5.0 5,000,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   8 3.7 2,500,000 0 > 95%
TELENOR ASA Europe Y 17 14.3 15,000,000 3 > 95%
TELEVISION FRANCAISE 1 Europe   11 5.3 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG Europe Y 17 16.7 22,500,000 3 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 16 12.3 15,000,000 2 > 95%
TELUS CORPORATION Americas   13 11.3 10,000,000 2 5-25%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   15 9.3 7,500,000 1 > 95%
TEMPLE-INLAND INC. Americas Y 16 14.3 22,500,000 4 < 5%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 7 5.0 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 14 11.0 15,000,000 4 < 5%
TESCO PLC Europe Y 16 14.7 25,000,000 4 > 95%
TESORO CORPORATION Americas Y 13 10.7 20,000,000 5 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   9 4.0 2,500,000 0 5-25%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas Y 15 12.7 50,000,000 7 < 5%
TEXAS INSTRUMENTS INCORPORATED Americas   12 8.7 5,000,000 1 5-25%
TEXTRON FINANCIAL CORPORATION Americas Y 14 12.0 25,000,000 5 < 5%
TEXTRON INC. Americas   15 11.7 10,000,000 3 5-25%
THALES Europe   16 14.0 10,000,000 2 > 95%
THE AES CORPORATION Americas Y 13 10.7 15,000,000 3 < 5%
THE ALLSTATE CORPORATION Americas Y 15 13.0 50,000,000 4 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan Y 13 11.3 17,500,000 2 > 95%
THE BLACK &amp; DECKER CORPORATION Americas Y 16 12.3 7,500,000 2 5-25%
THE BOEING COMPANY Americas   14 11.0 15,000,000 2 < 5%
THE CHUBB CORPORATION Americas Y 16 12.0 20,000,000 3 < 5%
THE CITY OF NEW YORK Sovereign   5 2.3 2,500,000 0 > 95%
THE CLOROX COMPANY Americas   14 11.3 12,500,000 3 < 5%
THE COCA-COLA COMPANY Americas   11 5.3 2,500,000 0 < 5%
THE DOW CHEMICAL COMPANY Americas Y 16 13.0 75,000,000 12 < 5%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 14 10.3 15,000,000 3 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 14 9.3 12,500,000 2 > 95%
THE GAP, INC. Americas Y 17 14.7 50,000,000 5 < 5%
THE GOLDMAN SACHS GROUP, INC. Americas   16 14.3 225,000,000 29 < 5%
THE GOODYEAR TIRE &amp; RUBBER COMPANY Americas Y 14 13.0 25,000,000 8 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   13 7.0 2,500,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 17 14.0 75,000,000 9 5-25%
THE HERSHEY COMPANY Americas   12 8.7 7,500,000 1 5-25%
THE HERTZ CORPORATION Americas Y 16 13.0 20,000,000 5 < 5%
THE HOME DEPOT, INC. Americas Y 15 12.3 50,000,000 6 < 5%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   10 5.0 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas Y 11 10.0 10,000,000 3 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 9 4.7 2,500,000 0 > 95%
THE JONES GROUP INC. Americas   17 13.7 50,000,000 7 5-25%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 13 10.3 10,000,000 2 > 95%
THE KROGER CO. Americas Y 17 14.0 50,000,000 5 5-25%
THE LUBRIZOL CORPORATION Americas   11 5.3 2,500,000 0 25-75%
THE MCCLATCHY COMPANY Americas Y 16 14.7 50,000,000 13 5-25%
THE NEIMAN MARCUS GROUP, INC. Americas Y 15 12.3 17,500,000 6 < 5%
THE NEW YORK TIMES COMPANY Americas Y 16 14.0 50,000,000 10 < 5%
THE NIELSEN COMPANY B.V. Europe Y 14 9.7 5,000,000 1 > 95%
THE NORINCHUKIN BANK Japan   7 4.3 5,000,000 0 > 95%
THE PMI GROUP, INC. Americas Y 16 14.7 125,000,000 18 5-25%
THE PROCTER &amp; GAMBLE COMPANY Americas   15 11.3 22,500,000 2 5-25%
THE RANK GROUP PLC Europe Y 14 9.0 7,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. Europe   14 9.0 25,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 16 15.7 100,000,000 12 > 95%
THE RYLAND GROUP, INC. Americas   15 13.0 50,000,000 6 < 5%
THE SERVICEMASTER COMPANY Americas   9 5.7 5,000,000 1 < 5%
THE SHERWIN-WILLIAMS COMPANY Americas Y 17 14.0 50,000,000 5 < 5%
THE SOUTHERN COMPANY Americas   8 4.7 2,500,000 0 < 5%
THE TJX COMPANIES, INC. Americas Y 16 11.7 7,500,000 2 5-25%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan Y 12 10.7 17,500,000 4 > 95%
THE TRAVELERS COMPANIES, INC. Americas   14 11.3 15,000,000 3 < 5%
THE WALT DISNEY COMPANY Americas Y 16 14.7 50,000,000 5 5-25%
THE WESTERN UNION COMPANY Americas   11 9.3 10,000,000 3 5-25%
THE WILLIAMS COMPANIES, INC. Americas Y 14 11.0 12,500,000 3 < 5%
THOMSON REUTERS GROUP LIMITED Europe   15 10.7 7,500,000 1 > 95%
THYSSENKRUPP AG Europe Y 17 15.7 75,000,000 8 > 95%
TIME WARNER CABLE INC. Americas Y 15 14.0 50,000,000 4 5-25%
TIME WARNER INC. Americas Y 17 15.0 75,000,000 6 25-75%
TOKIO MARINE &amp; NICHIDO FIRE INSURANCE CO., LTD. Japan Y 12 9.3 7,500,000 1 > 95%
TOKYO GAS CO., LTD. Japan Y 8 3.7 5,000,000 0 > 95%
TOLL BROTHERS, INC. Americas   16 14.0 50,000,000 6 < 5%
TOMKINS LIMITED Europe   14 10.3 10,000,000 2 > 95%
TOSHIBA CORPORATION Japan Y 12 10.0 15,000,000 2 > 95%
TOTAL SA Europe Y 16 14.0 12,500,000 2 > 95%
TOYOTA MOTOR CORPORATION Japan Y 13 12.0 22,500,000 3 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan Y 13 7.3 2,500,000 1 > 95%
TOYS 'R' US, INC. Americas   13 11.0 17,500,000 6 < 5%
TRANE INC. Americas   7 3.7 2,500,000 0 25-75%
TRANSCANADA PIPELINES LIMITED Americas   10 5.7 5,000,000 0 < 5%
TRANSOCEAN INC. Americas Y 17 15.0 75,000,000 14 5-25%
TRANSOCEAN WORLDWIDE INC. Americas   13 8.3 5,000,000 1 5-25%
TRW AUTOMOTIVE INC. Americas Y 14 12.3 22,500,000 6 < 5%
TUI AG Europe Y 17 15.0 50,000,000 9 > 95%
TYCO INTERNATIONAL LTD. Americas   12 7.7 7,500,000 1 5-25%
TYSON FOODS, INC. Americas Y 17 14.3 17,500,000 4 < 5%
UBM PLC Europe   13 8.0 5,000,000 1 > 95%
UBS AG Europe Y 16 15.0 75,000,000 9 > 95%
UKRAINE Sovereign Y 16 14.7 75,000,000 8 > 95%
UNIBAIL-RODAMCO SE Europe   15 11.3 12,500,000 2 > 95%
UNICREDIT BANK AG Europe   15 11.0 7,500,000 2 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.7 150,000,000 17 > 95%
UNILEVER N.V. Europe Y 17 15.0 50,000,000 3 > 95%
UNION PACIFIC CORPORATION Americas Y 13 11.0 20,000,000 2 < 5%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   11 6.7 2,500,000 1 > 95%
UNISYS CORPORATION Americas Y 13 10.0 12,500,000 4 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign   13 11.7 275,000,000 15 > 95%
UNITED MEXICAN STATES Sovereign Y 17 15.3 350,000,000 26 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 9 5.3 5,000,000 1 > 95%
UNITED PARCEL SERVICE, INC. Americas   14 10.3 7,500,000 2 5-25%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 14 12.7 17,500,000 6 < 5%
UNITED STATES CELLULAR CORPORATION Americas   12 8.7 5,000,000 1 < 5%
UNITED STATES OF AMERICA Sovereign   10 9.3 100,000,000 3 > 95%
UNITED STATES STEEL CORPORATION Americas Y 14 12.0 17,500,000 6 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   13 11.0 12,500,000 2 < 5%
UNITED UTILITIES PLC Europe Y 17 14.7 50,000,000 5 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 15 13.0 25,000,000 4 5-25%
UNITYMEDIA GMBH Europe Y 17 14.3 20,000,000 5 > 95%
UNIVERSAL CORPORATION Americas   14 11.0 5,000,000 2 5-25%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 16 14.0 22,500,000 4 5-25%
UNIVISION COMMUNICATIONS INC. Americas Y 12 10.7 12,500,000 3 < 5%
UNUM GROUP Americas Y 13 9.7 7,500,000 1 5-25%
UPC HOLDING B.V. Europe Y 16 14.0 50,000,000 11 > 95%
UPM-KYMMENE OYJ Europe Y 16 14.7 50,000,000 6 > 95%
UST LLC Americas   15 12.0 5,000,000 2 5-25%
V.F. CORPORATION Americas   16 12.0 20,000,000 4 5-25%
VALE CANADA LIMITED Americas   5 2.3 2,500,000 0 > 95%
VALE SA Americas   14 7.7 7,500,000 1 > 95%
VALEO Europe Y 17 15.7 50,000,000 7 > 95%
VALERO ENERGY CORPORATION Americas Y 16 13.7 50,000,000 9 < 5%
VATTENFALL AKTIEBOLAG Europe Y 16 14.0 17,500,000 3 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan Y 12 7.7 2,500,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 17 16.0 50,000,000 9 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 17 15.0 75,000,000 8 5-25%
VIACOM INC. Americas Y 15 13.3 25,000,000 4 5-25%
VINCI Europe Y 16 15.3 20,000,000 3 > 95%
VIRGIN MEDIA FINANCE PLC Europe Y 16 14.7 50,000,000 6 > 95%
VIVENDI Europe Y 17 15.7 50,000,000 10 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 15.3 50,000,000 4 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe   17 16.3 75,000,000 10 > 95%
VORNADO REALTY L.P. Americas Y 15 12.7 15,000,000 4 5-25%
VULCAN MATERIALS COMPANY Americas Y 12 10.0 20,000,000 5 < 5%
WAL-MART STORES, INC. Americas Y 16 13.3 22,500,000 4 < 5%
WAN HAI LINES LTD. Asia Ex-Japan   8 3.3 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas   14 10.0 10,000,000 1 25-75%
WEATHERFORD INTERNATIONAL LTD. Americas   14 12.7 20,000,000 4 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   10 7.0 2,500,000 1 25-75%
WEINGARTEN REALTY INVESTORS Americas   9 6.0 2,500,000 1 5-25%
WELLPOINT, INC. Americas   12 9.7 7,500,000 2 25-75%
WELLS FARGO &amp; COMPANY Americas Y 17 15.0 125,000,000 16 < 5%
WENDEL Europe Y 16 15.0 50,000,000 6 > 95%
WENDY'S INTERNATIONAL, INC. Americas Y 15 10.7 12,500,000 2 < 5%
WESFARMERS LIMITED Australia NZ Y 14 9.7 12,500,000 2 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ Y 15 13.0 12,500,000 3 > 95%
WESTLB AG Europe   14 11.0 10,000,000 2 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 14 12.7 75,000,000 6 > 95%
WEYERHAEUSER COMPANY Americas Y 17 14.7 50,000,000 9 < 5%
WHIRLPOOL CORPORATION Americas Y 17 15.7 75,000,000 10 5-25%
WIND ACQUISITION FINANCE S.A. Europe Y 16 15.0 50,000,000 9 > 95%
WINDSTREAM CORPORATION Americas Y 16 12.0 22,500,000 5 < 5%
WOLTERS KLUWER N.V. Europe Y 17 16.3 50,000,000 8 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   13 8.7 5,000,000 1 > 95%
WOOLWORTHS LTD Australia NZ Y 13 9.7 7,500,000 1 > 95%
WOORI BANK Asia Ex-Japan Y 15 12.7 17,500,000 3 > 95%
WPP 2005 LIMITED Europe Y 17 15.3 50,000,000 7 > 95%
WYETH LLC Americas   14 11.7 17,500,000 2 25-75%
WYNDHAM WORLDWIDE CORPORATION Americas   10 5.3 5,000,000 0 25-75%
XCEL ENERGY INC. Americas   11 6.0 2,500,000 1 < 5%
XEROX CORPORATION Americas Y 16 13.3 50,000,000 6 < 5%
XL GROUP LTD. Americas Y 15 12.7 50,000,000 6 < 5%
XSTRATA CANADA CORPORATION Americas   10 5.0 2,500,000 1 5-25%
XSTRATA PLC Europe   16 15.3 50,000,000 9 > 95%
XTO ENERGY INC. Americas Y 11 8.0 5,000,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   12 5.7 2,500,000 0 > 95%
YRC WORLDWIDE INC. Americas   11 6.0 2,500,000 1 < 5%
YUM! BRANDS, INC. Americas Y 16 13.3 12,500,000 3 < 5%
ZURICH INSURANCE COMPANY LTD Europe   17 16.0 75,000,000 7 > 95%
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