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

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

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 9.0 7,500,000 1 > 95%
ABBOTT LABORATORIES AMERICAS   12 9.7 10,000,000 1 5-25%
ABN AMRO BANK N.V. EUROPE Y 3 1.7 2,500,000 0 > 95%
ABU DHABI SOVEREIGN   14 13.0 50,000,000 4 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE   9 3.7 2,500,000 0 > 95%
ACCOR EUROPE Y 16 15.0 50,000,000 5 > 95%
ACE LIMITED AMERICAS Y 14 11.7 50,000,000 5 < 5%
ACOM CO., LTD. JAPAN Y 14 9.7 10,000,000 2 > 95%
ADECCO S.A. EUROPE   16 13.3 22,500,000 4 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 15 13.0 50,000,000 14 < 5%
AEGON N.V. EUROPE Y 16 15.0 75,000,000 7 > 95%
AEON CO., LTD. JAPAN Y 10 8.0 10,000,000 2 > 95%
AETNA INC. AMERICAS Y 12 11.0 22,500,000 4 < 5%
AGEAS N.V. EUROPE   4 1.3 2,500,000 0 > 95%
AGRIUM INC. AMERICAS   13 10.3 10,000,000 2 25-75%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS   13 8.0 7,500,000 1 25-75%
AK STEEL CORPORATION AMERICAS Y 13 12.0 17,500,000 9 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 15 14.7 50,000,000 5 > 95%
AKTIEBOLAGET SKF EUROPE   2 0.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE   16 14.7 75,000,000 12 > 95%
AKZO NOBEL N.V. EUROPE Y 16 15.0 50,000,000 7 > 95%
ALCATEL LUCENT EUROPE Y 16 15.7 50,000,000 14 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 13 10.3 15,000,000 8 < 5%
ALCOA INC. AMERICAS Y 16 15.7 75,000,000 14 < 5%
ALL NIPPON AIRWAYS CO., LTD. JAPAN Y 13 10.7 12,500,000 3 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 12 7.3 2,500,000 1 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY EUROPE   7 3.0 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 13 9.3 10,000,000 2 > 95%
ALLIANDER N.V. EUROPE   9 4.7 5,000,000 0 > 95%
ALLIANZ SE EUROPE   17 15.7 75,000,000 10 > 95%
ALLIED DOMECQ LIMITED EUROPE   9 5.7 2,500,000 0 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS Y 10 5.7 7,500,000 1 < 5%
ALLTEL CORPORATION AMERICAS Y 14 9.7 15,000,000 2 25-75%
ALLY FINANCIAL INC. AMERICAS Y 15 12.7 50,000,000 7 < 5%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS   11 8.3 5,000,000 2 < 5%
ALSTOM EUROPE Y 16 14.0 50,000,000 8 > 95%
ALTADIS SA EUROPE   16 12.3 17,500,000 3 > 95%
ALTRIA GROUP, INC. AMERICAS Y 14 12.7 50,000,000 6 5-25%
AMCOR LTD AUSTRALIA NZ Y 10 7.0 5,000,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   4 1.3 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 15 11.7 22,500,000 8 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 16 12.7 25,000,000 4 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 16 14.0 50,000,000 7 < 5%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 16 13.0 75,000,000 10 5-25%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 11 7.3 2,500,000 1 < 5%
AMGEN INC. AMERICAS Y 15 12.0 50,000,000 5 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 12 10.7 12,500,000 5 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ   10 5.7 5,000,000 0 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 14 12.3 50,000,000 7 5-25%
ANGEL LUX COMMON S.A. EUROPE   11 4.7 5,000,000 1 > 95%
ANGLO AMERICAN PLC EUROPE   16 15.0 75,000,000 9 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS   12 8.0 5,000,000 1 5-25%
ANHEUSER-BUSCH INBEV EUROPE   11 8.3 15,000,000 2 > 95%
AON CORPORATION AMERICAS   12 7.0 5,000,000 0 25-75%
APACHE CORPORATION AMERICAS   13 9.3 10,000,000 2 5-25%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 12 9.7 7,500,000 2 > 95%
ARAMARK CORPORATION AMERICAS Y 12 11.0 10,000,000 4 5-25%
ARCELORMITTAL EUROPE Y 16 15.7 125,000,000 23 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS   13 10.7 7,500,000 1 5-25%
ARGENTINE REPUBLIC SOVEREIGN Y 15 14.0 200,000,000 34 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 15 12.7 50,000,000 7 5-25%
ASHLAND INC. AMERICAS   11 5.7 5,000,000 1 25-75%
ASSA ABLOY AB EUROPE   8 3.3 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 17 14.7 100,000,000 12 > 95%
ASSURED GUARANTY CORP. AMERICAS   13 11.7 50,000,000 6 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS   13 10.7 20,000,000 3 5-25%
ASTRAZENECA PLC EUROPE   15 11.3 15,000,000 2 > 95%
AT&T CORP. AMERICAS Y 8 5.0 2,500,000 1 25-75%
AT&T INC. AMERICAS Y 16 14.0 50,000,000 7 25-75%
AT&T MOBILITY LLC AMERICAS Y 16 12.7 17,500,000 3 5-25%
ATLANTIA S.P.A. EUROPE Y 15 12.0 50,000,000 6 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE   8 3.7 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 13 10.7 50,000,000 5 > 95%
AUTOZONE, INC. AMERICAS Y 14 12.3 50,000,000 8 5-25%
AVALONBAY COMMUNITIES, INC. AMERICAS   13 9.7 7,500,000 2 25-75%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 12 10.7 7,500,000 2 < 5%
AVIS BUDGET GROUP, INC. AMERICAS   13 12.0 20,000,000 5 25-75%
AVIVA PLC EUROPE Y 16 15.3 75,000,000 9 > 95%
AVNET, INC. AMERICAS Y 15 12.7 25,000,000 6 5-25%
AVON PRODUCTS, INC. AMERICAS   14 11.3 22,500,000 4 5-25%
AXA EUROPE Y 16 15.7 100,000,000 12 > 95%
BAA FUNDING LIMITED EUROPE   16 13.3 12,500,000 2 > 95%
BAE SYSTEMS PLC EUROPE Y 16 14.7 50,000,000 5 > 95%
BAKER HUGHES INCORPORATED AMERICAS   15 9.7 7,500,000 1 25-75%
BANCA ITALEASE S.P.A. EUROPE Y 8 3.7 5,000,000 1 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 16 16.0 50,000,000 7 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE   8 2.7 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE   8 5.0 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 16 16.0 150,000,000 20 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE   16 14.0 20,000,000 5 > 95%
BANCO DE SABADELL, S.A. EUROPE   13 8.3 7,500,000 2 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE   17 15.0 50,000,000 8 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 17 15.3 20,000,000 4 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE   11 8.0 10,000,000 1 > 95%
BANCO SANTANDER, S.A. EUROPE   17 16.3 125,000,000 20 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 15 14.3 125,000,000 16 5-25%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 13 11.0 15,000,000 3 > 95%
BANK OF INDIA ASIA EX-JAPAN   9 5.7 5,000,000 2 > 95%
BANK OF SCOTLAND PLC EUROPE Y 16 14.0 50,000,000 4 > 95%
BANKIA, S.A. EUROPE   13 10.0 7,500,000 2 > 95%
BANKINTER S.A. EUROPE   7 4.7 2,500,000 1 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 12 5.7 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 17 15.3 150,000,000 22 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 15 12.3 50,000,000 5 5-25%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   11 6.3 7,500,000 1 > 95%
BASF SCHWEIZ AG EUROPE   15 10.3 17,500,000 3 > 95%
BASF SE EUROPE Y 16 15.0 50,000,000 7 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 14 10.0 5,000,000 2 5-25%
BAXTER INTERNATIONAL INC. AMERICAS Y 15 12.0 22,500,000 4 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 15 13.0 50,000,000 5 > 95%
BAYERISCHE LANDESBANK EUROPE   9 6.3 5,000,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE   17 15.3 150,000,000 17 > 95%
BCE INC. AMERICAS   9 4.3 10,000,000 1 25-75%
BEAM INC. AMERICAS Y 16 14.0 50,000,000 5 5-25%
BEAZER HOMES USA, INC. AMERICAS Y 13 12.7 20,000,000 9 < 5%
BELLSOUTH CORPORATION AMERICAS Y 14 9.0 7,500,000 1 25-75%
BELO CORP. AMERICAS Y 15 12.7 50,000,000 7 5-25%
BERKSHIRE HATHAWAY INC. AMERICAS   16 13.0 125,000,000 12 < 5%
BERTELSMANN SE & CO. KGAA EUROPE   16 14.3 50,000,000 6 > 95%
BEST BUY CO., INC. AMERICAS   15 12.3 20,000,000 9 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ   15 13.0 50,000,000 4 > 95%
BLOCK FINANCIAL LLC AMERICAS   15 12.0 50,000,000 7 5-25%
BNP PARIBAS EUROPE Y 16 14.3 125,000,000 15 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 14 12.0 17,500,000 3 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 16 15.0 125,000,000 15 > 95%
BOMBARDIER INC. AMERICAS Y 15 13.0 17,500,000 5 5-25%
BORGWARNER INC. AMERICAS   14 9.3 10,000,000 2 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 14 9.7 12,500,000 3 < 5%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 16 13.0 22,500,000 4 5-25%
BOUYGUES EUROPE Y 16 15.0 50,000,000 5 > 95%
BOYD GAMING CORPORATION AMERICAS Y 14 12.7 22,500,000 7 < 5%
BP P.L.C. EUROPE   15 14.3 50,000,000 5 > 95%
BRIDGESTONE CORPORATION JAPAN Y 6 4.3 5,000,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE   12 9.0 10,000,000 3 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 15 12.7 25,000,000 5 5-25%
BRITISH AIRWAYS PLC EUROPE Y 16 14.0 50,000,000 10 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE   16 15.3 50,000,000 7 > 95%
BRITISH ENERGY BOND FINANCE PLC EUROPE Y 8 2.7 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 16 13.0 17,500,000 4 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 16 15.3 50,000,000 6 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS   9 4.3 2,500,000 0 25-75%
BRUNSWICK CORPORATION AMERICAS Y 15 13.3 25,000,000 5 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS   6 3.3 2,500,000 0 25-75%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 15 12.0 17,500,000 4 5-25%
CA, INC. AMERICAS Y 14 12.0 12,500,000 3 < 5%
CABLE & WIRELESS LIMITED EUROPE   12 10.0 10,000,000 2 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 12 8.3 7,500,000 2 > 95%
CADBURY HOLDINGS LIMITED EUROPE   16 13.0 12,500,000 3 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 15 13.3 50,000,000 14 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE   11 8.3 12,500,000 2 > 95%
CAIXA GERAL DE DEPOSITOS, S.A. EUROPE   10 5.7 5,000,000 1 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 16 13.0 25,000,000 5 5-25%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   7 3.3 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 14 10.0 15,000,000 3 < 5%
CANON INC. JAPAN   7 5.3 7,500,000 1 > 95%
CAP GEMINI EUROPE Y 13 6.3 2,500,000 1 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 15 12.7 25,000,000 5 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 15 12.0 50,000,000 5 5-25%
CAPITALAND LIMITED ASIA EX-JAPAN Y 10 5.7 7,500,000 2 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 14 12.3 22,500,000 4 5-25%
CARGILL, INCORPORATED AMERICAS   13 8.7 7,500,000 1 75-95%
CARLSBERG BREWERIES A/S EUROPE   11 6.3 2,500,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE   11 5.7 2,500,000 0 > 95%
CARNIVAL CORPORATION AMERICAS Y 16 13.3 50,000,000 6 5-25%
CARREFOUR EUROPE Y 16 15.0 75,000,000 12 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 16 14.3 50,000,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   12 10.3 15,000,000 2 < 5%
CATERPILLAR INC. AMERICAS Y 15 13.3 75,000,000 8 < 5%
CATHAY FINANCIAL HOLDING CO., LTD. ASIA EX-JAPAN Y 5 1.7 2,500,000 0 > 95%
CBS CORPORATION AMERICAS Y 14 12.3 50,000,000 7 5-25%
CELESTICA INC. AMERICAS Y 11 9.0 7,500,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS   9 5.0 2,500,000 0 25-75%
CENTERPOINT ENERGY, INC. AMERICAS   13 7.3 5,000,000 1 < 5%
CENTEX CORPORATION AMERICAS Y 14 13.0 50,000,000 5 5-25%
CENTRAL JAPAN RAILWAY COMPANY JAPAN   8 4.0 2,500,000 0 > 95%
CENTRICA PLC EUROPE Y 16 14.7 50,000,000 6 > 95%
CENTURYLINK, INC. AMERICAS Y 16 14.3 75,000,000 10 < 5%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 12 11.0 50,000,000 11 < 5%
CHEVRON CORPORATION AMERICAS   12 6.7 2,500,000 1 5-25%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 12 10.7 15,000,000 3 > 95%
CHORUS LIMITED AUSTRALIA NZ   11 7.3 5,000,000 1 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 9 7.3 5,000,000 1 > 95%
CIGNA CORPORATION AMERICAS Y 15 11.3 17,500,000 3 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 14 11.0 50,000,000 6 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 14 11.3 17,500,000 3 < 5%
CITIGROUP INC. AMERICAS   15 13.3 100,000,000 13 < 5%
CLARIANT AG EUROPE Y 17 13.7 50,000,000 9 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 16 14.0 50,000,000 14 < 5%
CMS ENERGY CORPORATION AMERICAS Y 12 9.7 5,000,000 2 5-25%
CNA FINANCIAL CORPORATION AMERICAS   10 6.3 5,000,000 1 5-25%
CNOOC LIMITED ASIA EX-JAPAN   11 6.3 7,500,000 2 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS   9 3.3 2,500,000 0 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. EUROPE Y 16 14.7 50,000,000 12 > 95%
COLES GROUP LIMITED AUSTRALIA NZ   11 5.0 2,500,000 0 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   8 4.3 2,500,000 0 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE   9 5.3 5,000,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 14 12.3 50,000,000 4 25-75%
COMCAST CORPORATION AMERICAS Y 14 11.7 50,000,000 4 5-25%
COMMERCIAL METALS COMPANY AMERICAS   10 7.7 5,000,000 2 5-25%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 17 16.3 100,000,000 18 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 12 10.0 50,000,000 6 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN   15 14.7 225,000,000 48 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS   12 10.3 12,500,000 4 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE   16 15.7 100,000,000 13 > 95%
COMPAGNIE FINANCIERE MICHELIN EUROPE   16 14.3 50,000,000 8 > 95%
COMPASS GROUP PLC EUROPE Y 16 14.0 50,000,000 5 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 16 13.0 50,000,000 15 5-25%
CON-WAY INC. AMERICAS   14 9.0 10,000,000 2 25-75%
CONAGRA FOODS, INC. AMERICAS Y 15 13.0 50,000,000 9 5-25%
CONOCOPHILLIPS AMERICAS Y 15 12.0 25,000,000 5 < 5%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS   8 4.3 2,500,000 0 25-75%
CONSTELLATION BRANDS, INC. AMERICAS Y 12 11.7 12,500,000 4 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 16 15.7 100,000,000 14 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 12 11.3 15,000,000 4 5-25%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE   14 12.0 17,500,000 2 > 95%
CORNING INCORPORATED AMERICAS Y 12 9.3 7,500,000 2 < 5%
CORUS GROUP LIMITED EUROPE   13 8.7 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS   10 7.3 5,000,000 1 25-75%
COVIDIEN LTD. AMERICAS   7 5.0 2,500,000 0 25-75%
COX COMMUNICATIONS, INC. AMERICAS Y 15 11.7 22,500,000 4 < 5%
CREDIT AGRICOLE SA EUROPE Y 15 14.7 125,000,000 19 > 95%
CREDIT SUISSE (USA), INC. AMERICAS   7 4.3 2,500,000 0 < 5%
CREDIT SUISSE GROUP LTD EUROPE   16 14.3 75,000,000 11 > 95%
CROWN LIMITED AUSTRALIA NZ   10 5.7 5,000,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 12 9.0 7,500,000 2 < 5%
CSR LIMITED AUSTRALIA NZ Y 12 6.7 7,500,000 1 > 95%
CSX CORPORATION AMERICAS Y 14 12.0 20,000,000 4 5-25%
CUMMINS INC. AMERICAS Y 13 9.0 5,000,000 1 5-25%
CVS CAREMARK CORPORATION AMERICAS Y 15 11.3 12,500,000 3 5-25%
CYTEC INDUSTRIES INC. AMERICAS   12 9.3 10,000,000 2 25-75%
CZECH REPUBLIC SOVEREIGN   14 10.0 12,500,000 1 > 95%
D.R. HORTON, INC. AMERICAS Y 12 11.3 50,000,000 4 5-25%
DAIMLER AG EUROPE   17 16.0 150,000,000 17 > 95%
DANAHER CORPORATION AMERICAS   15 10.0 5,000,000 1 25-75%
DANONE EUROPE Y 16 15.0 50,000,000 5 > 95%
DANSKE BANK A/S EUROPE   10 7.7 7,500,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 14 12.7 75,000,000 10 5-25%
DBS BANK LTD. ASIA EX-JAPAN Y 11 6.7 7,500,000 2 > 95%
DDR CORP. AMERICAS   10 9.3 7,500,000 3 5-25%
DE US, INC. AMERICAS   16 13.7 22,500,000 7 5-25%
DEAN FOODS COMPANY AMERICAS Y 13 11.0 22,500,000 6 < 5%
DEERE & COMPANY AMERICAS Y 15 12.3 50,000,000 5 < 5%
DELHAIZE AMERICA, LLC AMERICAS   10 6.3 5,000,000 1 5-25%
DELL INC. AMERICAS Y 16 14.0 50,000,000 10 < 5%
DELUXE CORPORATION AMERICAS Y 10 7.0 5,000,000 1 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE   15 8.7 10,000,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 17 16.0 150,000,000 16 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 17 14.7 50,000,000 7 > 95%
DEUTSCHE POST AG EUROPE   15 13.0 50,000,000 4 > 95%
DEUTSCHE TELEKOM AG EUROPE   16 14.7 100,000,000 11 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 15 12.0 50,000,000 5 5-25%
DEXIA CREDIT LOCAL EUROPE   14 12.3 10,000,000 1 > 95%
DIAGEO PLC EUROPE   16 15.0 50,000,000 6 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS   11 8.3 5,000,000 1 5-25%
DILLARD'S, INC. AMERICAS Y 12 10.0 10,000,000 4 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 14 11.7 50,000,000 5 5-25%
DISH DBS CORPORATION AMERICAS Y 11 9.7 15,000,000 4 < 5%
DIXONS RETAIL PLC EUROPE Y 17 15.3 50,000,000 11 > 95%
DNB BANK ASA EUROPE   13 6.7 5,000,000 1 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 11 9.0 7,500,000 2 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 15 12.3 50,000,000 6 5-25%
DOMTAR CORPORATION AMERICAS Y 13 12.3 17,500,000 4 5-25%
DONG ENERGY A/S EUROPE   11 7.3 5,000,000 1 > 95%
DOVER CORPORATION AMERICAS   9 5.3 2,500,000 0 5-25%
DP WORLD LIMITED EUROPE   7 3.0 2,500,000 0 > 95%
DPL INC. AMERICAS   11 6.7 2,500,000 1 5-25%
DTE ENERGY COMPANY AMERICAS   11 6.0 2,500,000 1 25-75%
DUBAI SOVEREIGN   14 11.0 10,000,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 15 12.0 17,500,000 3 5-25%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   12 9.7 5,000,000 1 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 15 12.3 50,000,000 5 < 5%
E.ON AG EUROPE   10 3.3 2,500,000 0 > 95%
E.ON INTERNATIONAL FINANCE B.V. EUROPE   16 15.3 50,000,000 7 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 7 3.0 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 15 13.0 50,000,000 7 5-25%
EATON CORPORATION AMERICAS   12 8.0 7,500,000 1 25-75%
EDISON S.P.A. EUROPE Y 13 11.7 22,500,000 4 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 17 16.0 50,000,000 8 > 95%
EL PASO LLC AMERICAS   12 9.0 5,000,000 1 5-25%
ELECTRICITE DE FRANCE EUROPE Y 16 15.3 75,000,000 11 > 95%
ELI LILLY AND COMPANY AMERICAS   11 9.3 10,000,000 1 25-75%
EMBARQ CORPORATION AMERICAS Y 15 13.0 20,000,000 4 5-25%
EMERSON ELECTRIC CO. AMERICAS   8 4.7 2,500,000 0 < 5%
EMI GROUP LIMITED EUROPE Y 7 3.0 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   10 8.0 7,500,000 1 25-75%
ENBRIDGE INC. AMERICAS   13 9.7 7,500,000 1 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE   17 13.7 50,000,000 5 > 95%
ENCANA CORPORATION AMERICAS   13 10.7 17,500,000 4 5-25%
ENDESA, S.A. EUROPE   16 13.0 22,500,000 3 > 95%
ENECO HOLDING N.V. EUROPE   9 4.0 2,500,000 0 > 95%
ENEL S.P.A. EUROPE Y 17 15.7 75,000,000 11 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS Y 15 13.7 50,000,000 13 < 5%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS   10 9.3 12,500,000 2 5-25%
ENI S.P.A. EUROPE Y 16 14.0 50,000,000 4 > 95%
ENTERGY CORPORATION AMERICAS   12 8.0 7,500,000 1 5-25%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   13 9.7 7,500,000 1 < 5%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 12 10.3 20,000,000 3 25-75%
ERAC USA FINANCE LLC AMERICAS   10 6.0 5,000,000 1 75-95%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 15 10.3 17,500,000 4 < 5%
ERSTE GROUP BANK AG EUROPE   10 7.0 5,000,000 1 > 95%
ESSENT N.V. EUROPE   1 0.3 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE   16 14.7 50,000,000 8 > 95%
EVEREST REINSURANCE HOLDINGS, INC. AMERICAS   7 3.7 2,500,000 0 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 16 9.3 7,500,000 2 > 95%
EXELON CORPORATION AMERICAS   16 13.0 50,000,000 9 < 5%
EXELON GENERATION COMPANY, LLC AMERICAS   12 10.0 20,000,000 2 5-25%
EXPEDIA, INC. AMERICAS Y 15 12.7 20,000,000 4 5-25%
EXPERIAN FINANCE PLC EUROPE Y 16 15.0 25,000,000 4 > 95%
EXXON MOBIL CORPORATION AMERICAS   10 5.3 2,500,000 0 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS Y 9 5.3 2,500,000 0 < 5%
FAIRFAX MEDIA LIMITED AUSTRALIA NZ   7 3.3 2,500,000 0 > 95%
FCE BANK PLC EUROPE Y 14 11.0 22,500,000 4 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN   15 14.3 800,000,000 39 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 17 15.7 575,000,000 43 > 95%
FEDEX CORPORATION AMERICAS   12 7.3 5,000,000 1 5-25%
FIAT INDUSTRIAL S.P.A. EUROPE   14 12.7 17,500,000 4 > 95%
FIAT S.P.A. EUROPE   16 15.3 75,000,000 15 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS   15 13.3 50,000,000 10 5-25%
FINMECCANICA S.P.A. EUROPE   17 15.0 50,000,000 8 > 95%
FIRST DATA CORPORATION AMERICAS Y 16 14.0 25,000,000 8 < 5%
FIRST INDUSTRIAL, L.P. AMERICAS   7 5.0 2,500,000 1 25-75%
FIRSTENERGY CORP. AMERICAS Y 15 13.0 50,000,000 6 5-25%
FKI LIMITED EUROPE   10 5.7 2,500,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS Y 11 8.7 10,000,000 2 < 5%
FORD MOTOR COMPANY AMERICAS Y 15 12.3 50,000,000 10 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS Y 13 11.0 15,000,000 3 5-25%
FOREST OIL CORPORATION AMERICAS Y 13 10.3 12,500,000 4 < 5%
FORTIS BANK EUROPE   11 6.3 5,000,000 1 > 95%
FORTUM OYJ EUROPE Y 15 14.3 50,000,000 5 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ   10 6.3 5,000,000 0 > 95%
FRANCE TELECOM EUROPE Y 16 15.3 100,000,000 13 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 16 13.3 25,000,000 6 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS   7 4.0 5,000,000 1 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 14 13.3 25,000,000 10 < 5%
FRENCH REPUBLIC SOVEREIGN   15 14.0 925,000,000 50 > 95%
FRESENIUS SE & CO. KGAA EUROPE   16 13.0 50,000,000 7 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 13 10.7 20,000,000 5 < 5%
FUJITSU LIMITED JAPAN Y 12 11.0 25,000,000 5 > 95%
GANNETT CO., INC. AMERICAS Y 16 13.3 50,000,000 7 5-25%
GAS NATURAL SDG, S.A. EUROPE   16 15.7 100,000,000 11 > 95%
GATX CORPORATION AMERICAS Y 14 9.3 10,000,000 2 5-25%
GDF SUEZ EUROPE Y 16 15.3 75,000,000 10 > 95%
GECINA EUROPE Y 15 12.7 50,000,000 5 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS   11 7.0 5,000,000 1 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 16 14.7 200,000,000 20 5-25%
GENERAL MILLS, INC. AMERICAS Y 14 12.0 22,500,000 4 5-25%
GENERAL MOTORS COMPANY AMERICAS   10 8.7 22,500,000 4 < 5%
GENON ENERGY, INC. AMERICAS Y 12 9.3 12,500,000 3 < 5%
GENON NORTH AMERICA, LLC AMERICAS   9 4.3 5,000,000 0 < 5%
GENTING BHD. ASIA EX-JAPAN   5 2.0 2,500,000 1 > 95%
GENWORTH FINANCIAL, INC. AMERICAS   13 11.3 50,000,000 6 < 5%
GEORGIA-PACIFIC LLC AMERICAS Y 12 10.7 7,500,000 1 < 5%
GKN HOLDINGS PLC EUROPE Y 16 15.0 50,000,000 6 > 95%
GLAXOSMITHKLINE PLC EUROPE   12 9.7 15,000,000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE   17 15.0 100,000,000 14 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN   11 6.0 2,500,000 0 > 95%
GOODRICH CORPORATION AMERICAS Y 13 11.0 20,000,000 4 5-25%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 12 8.0 10,000,000 1 > 95%
GROHE HOLDING GMBH EUROPE Y 16 14.3 50,000,000 9 > 95%
GROUPE AUCHAN EUROPE Y 16 14.3 50,000,000 6 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 12 7.0 7,500,000 2 > 95%
H. J. HEINZ COMPANY AMERICAS Y 15 10.0 17,500,000 2 25-75%
HALLIBURTON COMPANY AMERICAS Y 15 13.3 50,000,000 6 5-25%
HAMMERSON PLC EUROPE   13 9.7 10,000,000 2 > 95%
HANA BANK ASIA EX-JAPAN Y 10 6.3 10,000,000 2 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 11 8.3 12,500,000 3 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE   17 14.7 75,000,000 9 > 95%
HANSON LIMITED EUROPE Y 16 13.3 10,000,000 1 > 95%
HASBRO, INC. AMERICAS Y 13 11.0 7,500,000 2 5-25%
HAVAS EUROPE Y 15 12.3 15,000,000 3 > 95%
HCA INC. AMERICAS Y 13 11.7 50,000,000 7 5-25%
HCP, INC. AMERICAS   12 9.7 15,000,000 3 5-25%
HEALTH CARE REIT, INC. AMERICAS   10 8.0 12,500,000 2 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 11 10.0 7,500,000 2 5-25%
HEIDELBERGCEMENT AG EUROPE   17 14.0 75,000,000 11 > 95%
HEINEKEN N.V. EUROPE   10 6.0 5,000,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE   16 16.0 75,000,000 17 > 95%
HENKEL AG & CO. KGAA EUROPE Y 16 13.0 50,000,000 5 > 95%
HESS CORPORATION AMERICAS Y 13 10.7 7,500,000 1 5-25%
HEWLETT-PACKARD COMPANY AMERICAS Y 16 15.0 150,000,000 46 < 5%
HILTON WORLDWIDE, INC. AMERICAS   15 11.0 15,000,000 2 25-75%
HITACHI, LTD. JAPAN Y 14 11.7 17,500,000 4 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD AUSTRALIA NZ   4 1.3 2,500,000 0 > 95%
HOLCIM LTD EUROPE   16 15.3 75,000,000 10 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 13 9.7 12,500,000 2 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 15 12.3 50,000,000 5 5-25%
HOSPITALITY PROPERTIES TRUST AMERICAS   9 5.3 5,000,000 1 5-25%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 12 9.7 7,500,000 3 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS   9 6.3 2,500,000 1 25-75%
HSBC BANK PLC EUROPE Y 14 12.7 50,000,000 6 > 95%
HSBC FINANCE CORPORATION AMERICAS   13 10.0 15,000,000 2 5-25%
HUMANA INC. AMERICAS   13 10.7 10,000,000 2 5-25%
HUNGARY SOVEREIGN   16 15.0 100,000,000 13 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 10 6.3 5,000,000 2 < 5%
HUSKY ENERGY INC. AMERICAS   10 6.7 2,500,000 0 5-25%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN   15 11.7 17,500,000 3 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN   12 6.7 7,500,000 3 > 95%
IBERDROLA, S.A. EUROPE   17 15.3 75,000,000 10 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 11 7.7 7,500,000 2 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 5 4.3 5,000,000 2 > 95%
IKON OFFICE SOLUTIONS, INC. AMERICAS Y 5 2.3 2,500,000 0 < 5%
ILLINOIS TOOL WORKS INC. AMERICAS   8 5.7 5,000,000 1 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE   15 9.3 7,500,000 2 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE   16 14.3 50,000,000 7 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 7 4.0 5,000,000 2 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 16 13.3 50,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 12 9.3 7,500,000 2 > 95%
ING BANK N.V. EUROPE Y 15 13.7 50,000,000 6 > 95%
ING VERZEKERINGEN N.V. EUROPE   15 10.3 20,000,000 2 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 14 11.7 25,000,000 4 5-25%
INTELSAT S.A. AMERICAS Y 11 8.0 5,000,000 1 5-25%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 16 14.0 50,000,000 7 5-25%
INTERNATIONAL GAME TECHNOLOGY AMERICAS   9 4.7 2,500,000 0 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 16 14.7 125,000,000 14 5-25%
INTERNATIONAL PAPER COMPANY AMERICAS Y 14 12.3 50,000,000 6 5-25%
INTERNATIONAL POWER PLC EUROPE   10 4.7 10,000,000 2 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   16 13.3 20,000,000 4 < 5%
INTESA SANPAOLO SPA EUROPE Y 17 16.3 100,000,000 14 > 95%
INVENSYS PLC EUROPE Y 11 6.7 5,000,000 1 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 13 9.3 5,000,000 1 > 95%
IRELAND SOVEREIGN   17 15.0 150,000,000 12 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 13 10.0 5,000,000 2 < 5%
ISS A/S EUROPE Y 14 11.7 50,000,000 7 > 95%
ISS GLOBAL A/S EUROPE Y 10 5.3 5,000,000 1 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 16 13.3 50,000,000 9 < 5%
ITOCHU CORPORATION JAPAN Y 12 10.7 12,500,000 3 > 95%
ITV PLC EUROPE Y 17 14.3 22,500,000 4 > 95%
J SAINSBURY PLC EUROPE Y 16 15.7 50,000,000 7 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 17 15.3 75,000,000 21 < 5%
JAPAN SOVEREIGN   16 14.3 275,000,000 38 > 95%
JAPAN TOBACCO INC. JAPAN Y 12 7.0 10,000,000 1 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 9 5.7 5,000,000 0 > 95%
JFE HOLDINGS, INC. JAPAN   13 11.0 25,000,000 6 > 95%
JFE STEEL CORPORATION JAPAN Y 12 10.3 15,000,000 3 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS   10 6.0 2,500,000 0 5-25%
JOHNSON & JOHNSON AMERICAS   10 7.3 10,000,000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 14 11.0 20,000,000 4 5-25%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" EUROPE   7 3.3 5,000,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   16 14.0 125,000,000 12 < 5%
JSC "GAZPROM" EUROPE   16 12.7 50,000,000 4 > 95%
JSC "KAZKOMMERTSBANK" EUROPE   9 4.7 7,500,000 1 > 95%
JSC VTB BANK EUROPE   13 11.0 50,000,000 3 > 95%
JTI (UK) FINANCE PLC EUROPE Y 16 12.3 20,000,000 3 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 14 12.0 50,000,000 17 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 15 13.3 50,000,000 7 > 95%
KAJIMA CORPORATION JAPAN Y 9 6.0 5,000,000 0 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 12 9.7 22,500,000 5 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 12 7.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 14 12.3 25,000,000 8 < 5%
KBC BANK EUROPE   9 5.3 7,500,000 1 > 95%
KELDA GROUP LIMITED EUROPE   15 10.0 7,500,000 2 > 95%
KELLOGG COMPANY AMERICAS   10 6.3 5,000,000 1 5-25%
KERR-MCGEE CORPORATION AMERICAS Y 12 8.3 5,000,000 1 5-25%
KIMBERLY-CLARK CORPORATION AMERICAS   13 9.0 10,000,000 1 25-75%
KIMCO REALTY CORPORATION AMERICAS   12 10.3 15,000,000 3 25-75%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 15 11.7 17,500,000 4 < 5%
KINDER MORGAN, INC. AMERICAS   12 11.3 15,000,000 3 25-75%
KINGDOM OF BELGIUM SOVEREIGN   16 15.0 125,000,000 8 > 95%
KINGDOM OF DENMARK SOVEREIGN   17 14.0 75,000,000 9 > 95%
KINGDOM OF NORWAY SOVEREIGN   14 10.7 20,000,000 2 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN   9 5.7 2,500,000 0 > 95%
KINGDOM OF SPAIN SOVEREIGN   16 15.7 850,000,000 67 > 95%
KINGDOM OF SWEDEN SOVEREIGN   15 12.7 50,000,000 3 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 14 11.3 25,000,000 4 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN   16 14.3 100,000,000 6 > 95%
KINGFISHER PLC EUROPE Y 16 14.3 50,000,000 8 > 95%
KINTETSU CORPORATION JAPAN Y 11 8.3 10,000,000 2 > 95%
KLEPIERRE EUROPE   11 8.7 5,000,000 1 > 95%
KOBE STEEL, LTD. JAPAN Y 14 11.7 50,000,000 10 > 95%
KOHL'S CORPORATION AMERICAS Y 15 12.7 50,000,000 8 5-25%
KOMATSU LTD. JAPAN   12 10.7 12,500,000 2 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 16 14.3 50,000,000 5 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 15 14.3 50,000,000 5 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 17 16.3 75,000,000 11 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. EUROPE Y 16 14.7 75,000,000 9 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 10 4.7 5,000,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 13 9.7 10,000,000 2 > 95%
KRAFT FOODS INC. AMERICAS,EUROPE Y 15 13.7 25,000,000 6 25-75%
KT CORPORATION ASIA EX-JAPAN Y 11 5.7 7,500,000 2 > 95%
L-3 COMMUNICATIONS CORPORATION AMERICAS Y 12 7.0 5,000,000 1 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 15 11.7 17,500,000 3 > 95%
LADBROKES PLC EUROPE   16 13.0 50,000,000 6 > 95%
LAFARGE EUROPE Y 16 15.3 75,000,000 15 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE   16 14.3 50,000,000 6 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 10 5.0 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE   12 7.7 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ   12 7.7 7,500,000 1 > 95%
LENNAR CORPORATION AMERICAS Y 16 14.7 50,000,000 11 5-25%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 10 9.0 12,500,000 4 < 5%
LEVI STRAUSS & CO. AMERICAS Y 14 11.3 15,000,000 5 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   10 9.0 5,000,000 1 25-75%
LIBERTY INTERACTIVE LLC AMERICAS   13 11.3 12,500,000 3 5-25%
LIBERTY MUTUAL GROUP INC. AMERICAS   10 5.3 5,000,000 0 5-25%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   9 5.3 2,500,000 1 5-25%
LIMITED BRANDS, INC. AMERICAS Y 16 14.3 50,000,000 6 5-25%
LINCOLN NATIONAL CORPORATION AMERICAS   12 11.0 22,500,000 4 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE   15 13.7 50,000,000 5 > 95%
LLOYDS TSB BANK PLC EUROPE Y 16 13.7 100,000,000 12 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 14 12.0 22,500,000 5 5-25%
LOEWS CORPORATION AMERICAS Y 12 10.7 12,500,000 3 5-25%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 14 12.7 50,000,000 6 25-75%
LOWE'S COMPANIES, INC. AMERICAS Y 13 12.0 15,000,000 3 < 5%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 16 14.7 50,000,000 5 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 15 12.7 20,000,000 4 5-25%
MACK-CALI REALTY, L.P. AMERICAS   11 7.3 5,000,000 1 25-75%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 13 9.7 10,000,000 1 > 95%
MACY'S RETAIL HOLDINGS, INC. AMERICAS Y 4 1.7 2,500,000 0 < 5%
MACY'S, INC. AMERICAS Y 16 12.7 50,000,000 7 5-25%
MALAYSIA SOVEREIGN Y 15 13.0 50,000,000 5 > 95%
MAN GROUP PLC EUROPE   10 4.3 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS   11 7.3 12,500,000 1 < 5%
MARATHON OIL CORPORATION AMERICAS   14 9.0 5,000,000 1 5-25%
MARKS AND SPENCER P.L.C. EUROPE Y 16 15.3 75,000,000 9 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 15 12.7 50,000,000 6 25-75%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 13 11.3 17,500,000 3 5-25%
MARTIN MARIETTA MATERIALS, INC. AMERICAS   11 8.0 5,000,000 1 25-75%
MARUBENI CORPORATION JAPAN Y 11 9.3 12,500,000 2 > 95%
MASCO CORPORATION AMERICAS Y 14 12.3 25,000,000 5 25-75%
MATTEL, INC. AMERICAS   12 10.7 10,000,000 2 5-25%
MBIA INC. AMERICAS Y 14 13.7 125,000,000 17 25-75%
MBIA INSURANCE CORPORATION AMERICAS   16 14.7 225,000,000 28 5-25%
MCDONALD'S CORPORATION AMERICAS Y 16 13.0 15,000,000 3 5-25%
MCKESSON CORPORATION AMERICAS Y 15 13.0 50,000,000 6 5-25%
MEADWESTVACO CORPORATION AMERICAS Y 15 12.3 50,000,000 5 < 5%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS   9 5.7 2,500,000 1 25-75%
MEDIACOM LLC AMERICAS Y 11 7.3 5,000,000 1 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE   10 4.7 2,500,000 0 > 95%
MEDTRONIC, INC. AMERICAS   12 8.3 10,000,000 1 25-75%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 16 14.0 50,000,000 8 > 95%
MERCK & CO., INC. AMERICAS   9 6.3 5,000,000 1 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   7 2.7 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS   12 6.0 5,000,000 0 25-75%
MERITOR, INC. AMERICAS Y 15 12.7 25,000,000 9 < 5%
MERRILL LYNCH & CO., INC. AMERICAS   16 12.7 50,000,000 4 5-25%
METLIFE, INC. AMERICAS Y 16 13.3 75,000,000 15 < 5%
METRO AG EUROPE Y 16 15.0 50,000,000 9 > 95%
METSA BOARD CORPORATION EUROPE   16 14.3 22,500,000 6 > 95%
METSO OYJ EUROPE Y 12 6.7 5,000,000 1 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 15 13.7 100,000,000 15 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 16 13.3 50,000,000 10 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   10 8.7 10,000,000 2 > 95%
MITSUBISHI CORPORATION JAPAN Y 13 9.0 12,500,000 2 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 9 5.7 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 12 9.7 10,000,000 2 > 95%
MITSUI & CO., LTD. JAPAN Y 13 9.7 12,500,000 2 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 10 8.7 15,000,000 3 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 11 6.7 5,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 13 11.3 25,000,000 6 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 12 6.3 5,000,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. JAPAN Y 14 10.7 22,500,000 3 > 95%
MMO2 PLC EUROPE Y 14 7.0 2,500,000 1 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 12 10.7 15,000,000 3 5-25%
MOLSON COORS BREWING COMPANY AMERICAS   7 4.7 2,500,000 1 25-75%
MONSANTO COMPANY AMERICAS   11 7.7 5,000,000 1 5-25%
MORGAN STANLEY AMERICAS   17 15.3 100,000,000 16 < 5%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 16 13.0 50,000,000 7 5-25%
MTR CORPORATION LIMITED ASIA EX-JAPAN Y 7 3.0 2,500,000 1 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 17 15.0 75,000,000 10 > 95%
MURPHY OIL CORPORATION AMERICAS   10 6.7 5,000,000 1 5-25%
NABORS INDUSTRIES, INC. AMERICAS Y 15 12.7 25,000,000 5 25-75%
NALCO COMPANY AMERICAS Y 11 8.7 7,500,000 2 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 12 10.0 50,000,000 9 > 95%
NATIONAL GRID PLC EUROPE Y 16 15.0 50,000,000 5 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 15 12.3 20,000,000 5 5-25%
NATIXIS EUROPE   7 3.0 2,500,000 0 > 95%
NEC CORPORATION JAPAN Y 15 11.7 12,500,000 3 > 95%
NESTLE S.A. EUROPE   16 14.3 25,000,000 4 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 16 13.7 50,000,000 12 < 5%
NEW ZEALAND SOVEREIGN   10 7.7 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 14 12.3 50,000,000 5 25-75%
NEWMONT MINING CORPORATION AMERICAS   10 9.0 10,000,000 1 < 5%
NEWMONT USA LIMITED AMERICAS   10 6.7 2,500,000 1 25-75%
NEWS AMERICA INCORPORATED AMERICAS Y 15 11.3 17,500,000 4 5-25%
NEXEN INC. AMERICAS   11 9.3 17,500,000 4 < 5%
NEXT PLC EUROPE Y 15 13.7 75,000,000 8 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   13 9.7 7,500,000 1 5-25%
NIPPON PAPER GROUP, INC. JAPAN Y 12 10.7 20,000,000 6 > 95%
NIPPON STEEL CORPORATION JAPAN Y 13 11.0 50,000,000 6 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 12 10.7 17,500,000 4 > 95%
NISOURCE FINANCE CORP. AMERICAS   13 7.7 2,500,000 1 25-75%
NISSAN MOTOR CO., LTD. JAPAN Y 12 10.7 20,000,000 5 > 95%
NOBLE CORPORATION AMERICAS   10 7.7 5,000,000 1 5-25%
NOBLE ENERGY, INC. AMERICAS   10 10.0 7,500,000 1 5-25%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 13 8.3 7,500,000 2 > 95%
NOKIA OYJ EUROPE Y 17 15.7 75,000,000 19 > 95%
NOMURA HOLDINGS, INC. JAPAN   13 7.0 2,500,000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 10 6.7 5,000,000 1 > 95%
NORBORD INC. AMERICAS   14 10.7 12,500,000 2 25-75%
NORDEA BANK AB EUROPE   11 7.0 7,500,000 1 > 95%
NORDSTROM, INC. AMERICAS Y 16 13.7 50,000,000 9 5-25%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 15 12.3 22,500,000 4 5-25%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 17 14.7 50,000,000 9 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS   15 12.3 15,000,000 4 5-25%
NOVA CHEMICALS CORPORATION AMERICAS Y 12 10.3 7,500,000 2 < 5%
NOVARTIS AG EUROPE   13 7.3 5,000,000 1 > 95%
NRG ENERGY, INC. AMERICAS Y 11 10.7 12,500,000 4 < 5%
NUCOR CORPORATION AMERICAS   11 10.3 17,500,000 3 < 5%
NXP B.V. EUROPE Y 13 11.7 50,000,000 11 > 95%
OBAYASHI CORPORATION JAPAN Y 11 8.0 7,500,000 2 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   11 6.0 2,500,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. AMERICAS   7 3.7 2,500,000 0 25-75%
OFFICE DEPOT, INC. AMERICAS   14 12.3 22,500,000 7 5-25%
OJI PAPER CO., LTD. JAPAN Y 13 11.0 12,500,000 2 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE   13 8.7 10,000,000 2 > 95%
OLIN CORPORATION AMERICAS Y 15 12.3 17,500,000 4 5-25%
OMNICOM GROUP INC. AMERICAS Y 16 12.7 22,500,000 4 5-25%
ONEOK PARTNERS, L.P. AMERICAS   10 7.3 2,500,000 1 5-25%
ONEOK, INC. AMERICAS   12 9.3 7,500,000 2 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 15 13.0 50,000,000 12 > 95%
ORACLE AMERICA, INC. AMERICAS   6 3.0 2,500,000 0 75-95%
ORACLE CORPORATION AMERICAS   12 9.0 5,000,000 1 < 5%
ORIX CORPORATION JAPAN Y 15 11.0 10,000,000 3 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 8 4.3 7,500,000 2 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 11 9.0 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   11 7.0 5,000,000 1 < 5%
PACKAGING CORPORATION OF AMERICA AMERICAS   13 8.0 5,000,000 1 5-25%
PACTIV LLC AMERICAS   13 10.3 7,500,000 2 5-25%
PANASONIC CORPORATION JAPAN   13 11.7 50,000,000 18 > 95%
PARKER DRILLING COMPANY AMERICAS Y 10 8.3 5,000,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN   10 6.3 7,500,000 2 > 95%
PEABODY ENERGY CORPORATION AMERICAS   10 6.3 5,000,000 1 < 5%
PEARSON PLC EUROPE Y 16 14.7 50,000,000 6 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 16 15.0 325,000,000 35 > 95%
PEPCO HOLDINGS, INC. AMERICAS   11 6.7 5,000,000 1 25-75%
PEPSICO, INC. AMERICAS   10 6.7 5,000,000 1 5-25%
PERNOD RICARD EUROPE Y 16 14.0 15,000,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS   12 10.0 20,000,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS   11 7.7 12,500,000 1 > 95%
PETROLEOS MEXICANOS AMERICAS Y 12 8.0 7,500,000 1 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN   12 7.0 7,500,000 2 > 95%
PEUGEOT SA EUROPE Y 17 16.3 100,000,000 17 > 95%
PFIZER INC. AMERICAS Y 15 11.7 17,500,000 3 5-25%
PHH CORPORATION AMERICAS   12 6.7 2,500,000 1 5-25%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS   10 6.3 2,500,000 1 < 5%
PILKINGTON GROUP LIMITED EUROPE   8 5.3 5,000,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 12 9.0 10,000,000 3 25-75%
PITNEY BOWES INC. AMERICAS Y 16 13.7 50,000,000 10 5-25%
POLYONE CORPORATION AMERICAS Y 11 9.7 7,500,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE   16 11.0 50,000,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 16 15.3 50,000,000 9 > 95%
PORTUGUESE REPUBLIC SOVEREIGN   16 15.3 150,000,000 13 75-95%
POSCO ASIA EX-JAPAN Y 14 11.7 22,500,000 5 > 95%
POSTNL N.V. EUROPE Y 15 13.7 50,000,000 11 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS   11 9.3 7,500,000 2 5-25%
PPG INDUSTRIES, INC. AMERICAS   13 9.0 12,500,000 2 25-75%
PPL ENERGY SUPPLY, LLC AMERICAS   12 9.0 5,000,000 1 5-25%
PPR EUROPE Y 17 14.3 75,000,000 9 > 95%
PRAXAIR, INC. AMERICAS   10 5.0 2,500,000 0 25-75%
PRIDE INTERNATIONAL, INC. AMERICAS Y 11 8.3 2,500,000 1 < 5%
PROGRESS ENERGY, INC. AMERICAS Y 12 10.7 22,500,000 3 5-25%
PROLOGIS, L.P. AMERICAS   14 10.3 7,500,000 2 5-25%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 11 6.7 5,000,000 1 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS   14 11.0 50,000,000 7 < 5%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE   13 7.7 5,000,000 1 > 95%
PSEG POWER LLC AMERICAS   9 5.7 2,500,000 0 25-75%
PTT PUBLIC COMPANY LIMITED ASIA EX-JAPAN Y 6 3.3 2,500,000 1 > 95%
PUBLICIS GROUPE SA EUROPE Y 15 13.0 20,000,000 4 > 95%
PULTEGROUP, INC. AMERICAS   14 12.3 75,000,000 12 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 12 9.3 15,000,000 2 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 14 9.7 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 16 12.7 20,000,000 4 5-25%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 9 6.3 2,500,000 1 < 5%
QWEST CORPORATION AMERICAS Y 9 6.7 5,000,000 1 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 16 14.3 50,000,000 14 5-25%
RADIAN GROUP INC. AMERICAS Y 17 14.3 125,000,000 18 < 5%
RADIOSHACK CORPORATION AMERICAS Y 16 13.3 50,000,000 11 < 5%
RAIFFEISEN BANK INTERNATIONAL AG EUROPE   12 6.0 2,500,000 0 > 95%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT EUROPE   10 6.7 2,500,000 1 > 95%
RALLYE EUROPE Y 16 14.7 50,000,000 9 > 95%
RAYTHEON COMPANY AMERICAS Y 15 12.7 25,000,000 5 5-25%
REALOGY CORPORATION AMERICAS Y 11 9.7 12,500,000 6 < 5%
REED ELSEVIER PLC EUROPE   16 14.3 50,000,000 5 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 10 6.3 7,500,000 2 > 95%
RENAULT EUROPE Y 16 15.0 75,000,000 11 > 95%
RENTOKIL INITIAL PLC EUROPE Y 16 14.0 50,000,000 4 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 14 10.0 7,500,000 1 > 95%
REPSOL, S.A. EUROPE   17 15.7 75,000,000 10 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN   16 15.7 150,000,000 7 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 14 11.0 17,500,000 2 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 10 6.3 12,500,000 1 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 14 11.7 50,000,000 4 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 14 11.7 12,500,000 2 > 95%
REPUBLIC OF CYPRUS SOVEREIGN   10 7.0 5,000,000 1 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   10 4.0 7,500,000 1 > 95%
REPUBLIC OF FINLAND SOVEREIGN   14 12.3 50,000,000 2 > 95%
REPUBLIC OF ICELAND SOVEREIGN   9 6.0 5,000,000 1 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 15 14.3 100,000,000 10 > 95%
REPUBLIC OF ITALY SOVEREIGN   17 16.0 1,100,000,000 59 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN   14 10.3 20,000,000 2 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 17 16.0 275,000,000 37 > 95%
REPUBLIC OF LATVIA SOVEREIGN   13 9.7 10,000,000 1 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN   15 11.0 10,000,000 2 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 14 9.3 12,500,000 2 > 95%
REPUBLIC OF PERU SOVEREIGN Y 15 12.0 25,000,000 3 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 16 14.7 100,000,000 9 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN   13 11.7 22,500,000 3 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 16 15.0 150,000,000 15 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 17 14.7 100,000,000 12 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 16 15.0 325,000,000 25 > 95%
REPUBLIC SERVICES, INC. AMERICAS   12 8.7 5,000,000 1 5-25%
RESONA BANK, LIMITED JAPAN Y 11 8.0 7,500,000 1 > 95%
REXAM PLC EUROPE   16 12.3 10,000,000 2 > 95%
REXEL DEVELOPPEMENT SAS EUROPE   6 3.3 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 13 11.0 15,000,000 3 5-25%
RHODIA EUROPE Y 12 9.3 10,000,000 2 > 95%
RICOH COMPANY, LTD. JAPAN   10 9.3 50,000,000 6 > 95%
RIO TINTO ALCAN INC. AMERICAS Y 16 12.7 12,500,000 2 5-25%
RIO TINTO LIMITED AUSTRALIA NZ   13 11.3 22,500,000 4 > 95%
RITE AID CORPORATION AMERICAS Y 11 10.3 12,500,000 6 < 5%
ROCHE HOLDINGS, INC. EUROPE   11 6.7 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS   8 3.7 2,500,000 0 5-25%
ROHM AND HAAS COMPANY AMERICAS Y 15 12.3 17,500,000 3 5-25%
ROLLS-ROYCE PLC EUROPE Y 16 15.7 22,500,000 4 > 95%
ROMANIA SOVEREIGN Y 15 11.3 50,000,000 3 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE   14 8.7 7,500,000 2 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 15 13.0 22,500,000 7 5-25%
ROYAL DUTCH SHELL PLC EUROPE   16 14.0 17,500,000 3 > 95%
RPM INTERNATIONAL INC. AMERICAS   13 9.7 7,500,000 2 25-75%
RUSSIAN AGRICULTURAL BANK EUROPE   11 6.3 10,000,000 0 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 17 15.7 275,000,000 23 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 17 16.0 75,000,000 10 > 95%
RYDER SYSTEM, INC. AMERICAS Y 14 11.3 17,500,000 3 5-25%
SABMILLER PLC EUROPE Y 15 13.0 17,500,000 3 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 14 11.3 17,500,000 4 5-25%
SAFEWAY INC. AMERICAS Y 16 14.3 75,000,000 19 5-25%
SAFEWAY LIMITED EUROPE Y 16 14.0 50,000,000 5 > 95%
SAKS INCORPORATED AMERICAS Y 13 12.3 15,000,000 6 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 10 7.0 5,000,000 1 > 95%
SANMINA-SCI CORPORATION AMERICAS Y 11 9.7 15,000,000 5 < 5%
SANOFI EUROPE Y 17 14.0 50,000,000 5 > 95%
SANTANDER UK PLC EUROPE   9 4.7 5,000,000 0 > 95%
SBERBANK EUROPE   13 10.3 20,000,000 1 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 16 13.7 50,000,000 10 > 95%
SCANIA AKTIEBOLAG EUROPE   14 11.3 15,000,000 2 > 95%
SCHLUMBERGER N.V. AMERICAS   11 5.7 5,000,000 1 5-25%
SCHNEIDER ELECTRIC SA EUROPE   14 11.3 12,500,000 2 > 95%
SCOR SE EUROPE   14 11.0 7,500,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED EUROPE   8 4.0 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 9 7.0 5,000,000 1 < 5%
SEALED AIR CORPORATION AMERICAS   13 11.7 15,000,000 4 25-75%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 13 11.7 7,500,000 2 5-25%
SECURITAS AB EUROPE   12 8.7 5,000,000 1 > 95%
SEKISUI HOUSE, LTD. JAPAN   8 4.3 2,500,000 0 > 95%
SEMPRA ENERGY AMERICAS Y 15 12.7 25,000,000 5 5-25%
SES EUROPE   13 8.3 7,500,000 1 > 95%
SHARP CORPORATION JAPAN Y 12 11.0 17,500,000 8 > 95%
SHIMIZU CORPORATION JAPAN Y 11 9.0 7,500,000 2 > 95%
SHINHAN BANK ASIA EX-JAPAN   4 1.7 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE   17 15.3 75,000,000 7 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 14 11.7 50,000,000 8 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 11 5.7 5,000,000 2 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ   10 5.0 5,000,000 0 > 95%
SK INNOVATION CO., LTD. ASIA EX-JAPAN   7 2.7 2,500,000 1 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 13 7.7 7,500,000 2 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE   10 7.0 5,000,000 1 > 95%
SLM CORPORATION AMERICAS Y 14 12.0 75,000,000 8 < 5%
SLOVAK REPUBLIC SOVEREIGN   14 8.7 25,000,000 2 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN   12 8.0 5,000,000 1 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 13 11.7 20,000,000 6 < 5%
SMITHS GROUP PLC EUROPE   10 5.3 2,500,000 0 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 13 10.7 22,500,000 4 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 12 9.3 15,000,000 2 > 95%
SOCIETE AIR FRANCE EUROPE Y 16 15.7 50,000,000 11 > 95%
SOCIETE GENERALE EUROPE Y 16 15.0 100,000,000 13 > 95%
SODEXO EUROPE Y 15 13.3 22,500,000 5 > 95%
SOFTBANK CORP. JAPAN Y 12 9.7 12,500,000 4 > 95%
SOLVAY EUROPE Y 16 14.3 25,000,000 5 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN   11 6.0 2,500,000 0 > 95%
SONY CORPORATION JAPAN Y 15 14.0 50,000,000 11 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY AMERICAS   8 5.0 2,500,000 1 < 5%
SOUTHWEST AIRLINES CO. AMERICAS Y 15 13.3 50,000,000 7 25-75%
SPECTRA ENERGY CAPITAL, LLC AMERICAS   9 7.7 5,000,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 10 8.7 20,000,000 4 5-25%
SPRINT NEXTEL CORPORATION AMERICAS Y 16 14.0 100,000,000 23 < 5%
SSE PLC EUROPE   10 4.7 5,000,000 0 > 95%
STANDARD CHARTERED BANK EUROPE Y 13 12.0 50,000,000 7 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE   9 5.0 2,500,000 0 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 13 11.7 22,500,000 6 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS   13 9.7 12,500,000 2 5-25%
STAPLES, INC. AMERICAS Y 15 12.7 50,000,000 10 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 16 13.7 50,000,000 9 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 13 10.3 10,000,000 3 > 95%
STATE OF CALIFORNIA SOVEREIGN   5 3.3 7,500,000 3 75-95%
STATE OF FLORIDA SOVEREIGN   4 1.3 2,500,000 0 75-95%
STATE OF ILLINOIS SOVEREIGN   3 2.0 2,500,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 14 12.7 50,000,000 5 > 95%
STATE OF NEW JERSEY SOVEREIGN   4 2.3 2,500,000 1 > 95%
STATE OF NEW YORK SOVEREIGN   4 2.0 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 14 12.0 20,000,000 2 > 95%
STATE OF TEXAS AMERICAS   5 1.7 2,500,000 0 75-95%
STATOIL ASA EUROPE Y 16 12.7 12,500,000 2 > 95%
STENA AKTIEBOLAG EUROPE Y 16 14.0 50,000,000 9 > 95%
STMICROELECTRONICS N.V. EUROPE Y 16 15.0 50,000,000 9 > 95%
STORA ENSO OYJ EUROPE Y 16 14.3 50,000,000 11 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE   16 14.0 50,000,000 4 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN   12 9.0 15,000,000 3 > 95%
SUMITOMO CORPORATION JAPAN Y 14 8.0 10,000,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 13 8.7 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 12 9.3 10,000,000 2 > 95%
SUNCOR ENERGY INC. AMERICAS   10 8.0 5,000,000 1 5-25%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 12 9.3 10,000,000 3 < 5%
SUNOCO, INC. AMERICAS Y 14 10.7 10,000,000 3 5-25%
SUPERVALU INC. AMERICAS Y 16 14.3 75,000,000 26 < 5%
SUZUKI MOTOR CORPORATION JAPAN Y 3 2.0 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE   15 12.7 50,000,000 5 > 95%
SVENSKA HANDELSBANKEN AB EUROPE   10 5.7 7,500,000 1 > 95%
SWEDBANK AB EUROPE   10 6.3 5,000,000 1 > 95%
SWEDISH MATCH AB EUROPE Y 15 11.0 15,000,000 3 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 10 7.3 7,500,000 2 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE   16 15.3 100,000,000 11 > 95%
SWISSCOM LTD. EUROPE   7 5.0 2,500,000 0 > 95%
SYNGENTA AG EUROPE   12 8.7 7,500,000 1 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 9 6.3 5,000,000 0 > 95%
TAISEI CORPORATION JAPAN Y 9 6.7 5,000,000 1 > 95%
TALISMAN ENERGY INC. AMERICAS   14 10.3 7,500,000 2 5-25%
TARGET CORPORATION AMERICAS Y 14 12.0 22,500,000 4 5-25%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE   16 14.3 22,500,000 4 > 95%
TDC A/S EUROPE Y 11 5.7 2,500,000 1 > 95%
TE CONNECTIVITY LTD. AMERICAS   9 5.7 2,500,000 1 25-75%
TECHNIP EUROPE Y 13 9.0 7,500,000 1 > 95%
TECK RESOURCES LIMITED AMERICAS   11 9.0 7,500,000 2 5-25%
TECO ENERGY, INC. AMERICAS   9 5.3 2,500,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ   13 8.0 5,000,000 1 > 95%
TELECOM ITALIA SPA EUROPE Y 17 15.7 125,000,000 20 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 16 13.7 17,500,000 3 > 95%
TELEFONICA, S.A. EUROPE   17 16.7 125,000,000 18 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   9 4.7 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE   16 15.3 50,000,000 6 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN   7 4.3 5,000,000 2 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE   8 4.0 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 16 15.3 50,000,000 6 > 95%
TELEVISION FRANCAISE 1 EUROPE   6 2.0 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 16 14.0 50,000,000 4 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 13 10.7 17,500,000 2 > 95%
TELUS CORPORATION AMERICAS   11 7.3 5,000,000 1 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN   7 4.3 7,500,000 2 > 95%
TEMPLE-INLAND INC. AMERICAS Y 15 12.7 15,000,000 3 25-75%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 8 3.7 5,000,000 2 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 12 11.3 12,500,000 4 < 5%
TESCO PLC EUROPE Y 16 15.7 75,000,000 11 > 95%
TESORO CORPORATION AMERICAS Y 13 10.7 15,000,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS   6 3.3 2,500,000 0 5-25%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 14 11.3 50,000,000 14 < 5%
TEXAS INSTRUMENTS INCORPORATED AMERICAS   10 6.3 5,000,000 1 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 16 13.3 22,500,000 5 5-25%
TEXTRON INC. AMERICAS   13 11.3 12,500,000 3 5-25%
THALES EUROPE   14 8.3 5,000,000 1 > 95%
THE AES CORPORATION AMERICAS Y 11 10.0 10,000,000 3 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 15 11.7 22,500,000 5 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 14 11.0 22,500,000 3 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 15 12.3 10,000,000 2 25-75%
THE BOEING COMPANY AMERICAS   14 11.7 17,500,000 2 5-25%
THE CHUBB CORPORATION AMERICAS Y 14 11.7 50,000,000 4 < 5%
THE CITY OF NEW YORK SOVEREIGN   4 1.3 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS   12 8.7 7,500,000 1 5-25%
THE COCA-COLA COMPANY AMERICAS   12 6.3 5,000,000 0 25-75%
THE DOW CHEMICAL COMPANY AMERICAS Y 15 14.3 50,000,000 8 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 12 9.3 15,000,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 13 10.7 12,500,000 2 > 95%
THE GAP, INC. AMERICAS Y 15 12.0 25,000,000 5 < 5%
THE GOLDMAN SACHS GROUP, INC. AMERICAS   16 14.7 125,000,000 14 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 13 11.3 17,500,000 5 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND EUROPE   10 5.7 5,000,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 15 13.0 50,000,000 10 < 5%
THE HERSHEY COMPANY AMERICAS   12 7.0 7,500,000 1 5-25%
THE HERTZ CORPORATION AMERICAS Y 13 12.0 17,500,000 6 5-25%
THE HILLSHIRE BRANDS COMPANY AMERICAS   13 12.3 22,500,000 8 5-25%
THE HOME DEPOT, INC. AMERICAS Y 15 12.0 50,000,000 4 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN   12 6.3 7,500,000 2 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS Y 9 6.7 5,000,000 1 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 11 6.0 2,500,000 0 > 95%
THE JONES GROUP INC. AMERICAS   16 13.3 50,000,000 9 5-25%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN   12 8.3 7,500,000 2 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 10 6.0 7,500,000 2 > 95%
THE KROGER CO. AMERICAS Y 13 11.7 50,000,000 7 5-25%
THE LUBRIZOL CORPORATION AMERICAS   7 5.3 2,500,000 1 25-75%
THE MCCLATCHY COMPANY AMERICAS Y 17 15.3 50,000,000 17 < 5%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 12 10.7 12,500,000 4 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 14 12.0 50,000,000 7 5-25%
THE NIELSEN COMPANY B.V. EUROPE Y 13 7.7 12,500,000 2 > 95%
THE NORINCHUKIN BANK JAPAN   8 4.7 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS   14 12.7 50,000,000 4 5-25%
THE RANK GROUP PLC EUROPE Y 14 9.3 5,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. EUROPE   15 10.0 10,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 15.0 125,000,000 16 > 95%
THE RYLAND GROUP, INC. AMERICAS   12 10.7 17,500,000 3 5-25%
THE SERVICEMASTER COMPANY AMERICAS   10 6.3 7,500,000 2 5-25%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 15 12.3 50,000,000 5 5-25%
THE SOUTHERN COMPANY AMERICAS   7 3.3 2,500,000 0 5-25%
THE TJX COMPANIES, INC. AMERICAS Y 14 8.7 7,500,000 1 5-25%
THE TRAVELERS COMPANIES, INC. AMERICAS   11 9.0 10,000,000 2 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 14 13.3 25,000,000 5 5-25%
THE WESTERN UNION COMPANY AMERICAS   12 9.7 20,000,000 5 < 5%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 12 8.3 7,500,000 2 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE   15 12.3 17,500,000 2 > 95%
THYSSENKRUPP AG EUROPE Y 16 15.0 75,000,000 13 > 95%
TIME WARNER CABLE INC. AMERICAS Y 15 12.7 22,500,000 5 < 5%
TIME WARNER INC. AMERICAS Y 14 11.3 20,000,000 4 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 10 6.7 5,000,000 1 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN   11 7.3 5,000,000 2 > 95%
TOKYO GAS CO., LTD. JAPAN Y 8 3.7 2,500,000 0 > 95%
TOLL BROTHERS, INC. AMERICAS   15 13.0 50,000,000 7 5-25%
TOMKINS LIMITED EUROPE   13 8.7 7,500,000 1 > 95%
TOSHIBA CORPORATION JAPAN Y 13 12.0 50,000,000 8 > 95%
TOTAL SA EUROPE Y 16 15.3 50,000,000 4 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 15 12.3 15,000,000 3 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 13 8.7 7,500,000 1 > 95%
TOYS "R" US, INC. AMERICAS Y 12 11.0 17,500,000 6 5-25%
TRANE INC. AMERICAS   7 2.3 2,500,000 0 5-25%
TRANSCANADA PIPELINES LIMITED AMERICAS   11 7.0 2,500,000 0 25-75%
TRANSOCEAN INC. AMERICAS Y 16 13.7 50,000,000 6 < 5%
TRANSOCEAN WORLDWIDE INC. AMERICAS   14 10.0 5,000,000 1 25-75%
TRW AUTOMOTIVE INC. AMERICAS Y 13 12.3 15,000,000 4 < 5%
TUI AG EUROPE Y 15 13.7 17,500,000 6 > 95%
TYCO INTERNATIONAL LTD. AMERICAS   8 6.7 2,500,000 1 5-25%
TYSON FOODS, INC. AMERICAS Y 16 13.3 50,000,000 7 5-25%
UBM PLC EUROPE   11 6.7 2,500,000 0 > 95%
UBS AG EUROPE Y 16 14.7 75,000,000 9 > 95%
UKRAINE SOVEREIGN Y 16 15.3 75,000,000 8 > 95%
UNIBAIL-RODAMCO SE EUROPE   13 11.0 12,500,000 3 > 95%
UNICREDIT BANK AG EUROPE   15 9.7 5,000,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 16 16.0 75,000,000 12 > 95%
UNILEVER N.V. EUROPE Y 16 14.7 50,000,000 5 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 15 12.7 15,000,000 3 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE   10 6.0 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 11 10.3 10,000,000 3 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN   15 13.7 275,000,000 28 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 16 14.7 325,000,000 29 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 7 3.7 5,000,000 2 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS   14 11.0 15,000,000 3 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 12 10.0 12,500,000 5 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS   8 4.3 2,500,000 0 5-25%
UNITED STATES OF AMERICA SOVEREIGN   11 8.0 75,000,000 8 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 12 11.7 50,000,000 10 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS   12 9.7 10,000,000 2 5-25%
UNITED UTILITIES PLC EUROPE Y 16 14.7 50,000,000 6 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 14 11.3 50,000,000 5 5-25%
UNITYMEDIA GMBH EUROPE Y 12 8.7 7,500,000 2 > 95%
UNIVERSAL CORPORATION AMERICAS   12 8.0 2,500,000 1 25-75%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 14 11.7 50,000,000 7 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 11 7.0 5,000,000 1 < 5%
UNUM GROUP AMERICAS Y 12 8.7 5,000,000 1 5-25%
UPC HOLDING B.V. EUROPE Y 15 13.3 50,000,000 7 > 95%
UPM-KYMMENE OYJ EUROPE Y 16 14.7 50,000,000 9 > 95%
UST LLC AMERICAS   11 7.0 5,000,000 1 25-75%
V.F. CORPORATION AMERICAS   13 11.3 20,000,000 3 5-25%
VALE CANADA LIMITED AMERICAS   8 3.3 2,500,000 0 25-75%
VALE SA AMERICAS   11 7.3 10,000,000 1 > 95%
VALEO EUROPE Y 16 14.3 75,000,000 10 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 16 13.0 25,000,000 5 5-25%
VATTENFALL AKTIEBOLAG EUROPE Y 16 14.0 50,000,000 4 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 10 6.0 2,500,000 1 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 16 15.3 100,000,000 15 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 16 13.7 50,000,000 8 5-25%
VIACOM INC. AMERICAS Y 14 11.3 15,000,000 3 5-25%
VINCI EUROPE Y 15 14.3 50,000,000 6 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 16 14.0 50,000,000 6 > 95%
VIVENDI EUROPE Y 16 14.7 75,000,000 9 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 17 15.7 50,000,000 7 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE   17 15.7 125,000,000 15 > 95%
VOLKSWAGEN INTERNATIONAL FINANCE N.V. EUROPE   2 0.7 2,500,000 0 > 95%
VORNADO REALTY L.P. AMERICAS Y 13 9.3 10,000,000 2 5-25%
VULCAN MATERIALS COMPANY AMERICAS Y 14 10.0 7,500,000 2 5-25%
WAL-MART STORES, INC. AMERICAS Y 14 13.0 50,000,000 4 5-25%
WAN HAI LINES LTD. ASIA EX-JAPAN   6 3.0 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS   12 8.0 5,000,000 1 5-25%
WEATHERFORD INTERNATIONAL LTD. AMERICAS   13 9.3 20,000,000 4 < 5%
WEATHERFORD INTERNATIONAL, INC. AMERICAS   10 6.3 5,000,000 1 25-75%
WEINGARTEN REALTY INVESTORS AMERICAS   10 7.0 2,500,000 1 25-75%
WELLPOINT, INC. AMERICAS   11 10.3 7,500,000 1 < 5%
WELLS FARGO & COMPANY AMERICAS Y 16 14.7 100,000,000 12 < 5%
WENDEL EUROPE Y 15 12.7 50,000,000 9 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS Y 13 9.7 15,000,000 2 5-25%
WESFARMERS LIMITED AUSTRALIA NZ Y 14 8.0 7,500,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 12 9.7 10,000,000 1 > 95%
WESTLB AG EUROPE   3 1.0 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 13 10.0 50,000,000 5 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 15 12.7 50,000,000 6 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 16 13.3 50,000,000 8 5-25%
WIND ACQUISITION FINANCE S.A. EUROPE Y 16 13.0 50,000,000 10 > 95%
WINDSTREAM CORPORATION AMERICAS Y 15 11.7 25,000,000 6 < 5%
WOLTERS KLUWER N.V. EUROPE Y 16 15.0 50,000,000 7 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ   11 8.0 12,500,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 12 7.7 7,500,000 1 > 95%
WOORI BANK ASIA EX-JAPAN Y 13 8.7 17,500,000 4 > 95%
WPP 2005 LIMITED EUROPE Y 16 14.0 50,000,000 6 > 95%
WYETH LLC AMERICAS   12 10.0 10,000,000 2 < 5%
WYNDHAM WORLDWIDE CORPORATION AMERICAS   10 6.0 2,500,000 0 25-75%
XCEL ENERGY INC. AMERICAS   7 2.7 2,500,000 0 5-25%
XEROX CORPORATION AMERICAS Y 15 13.7 50,000,000 10 < 5%
XLIT LTD. AMERICAS   13 10.7 15,000,000 3 5-25%
XSTRATA CANADA CORPORATION AMERICAS   5 2.0 2,500,000 0 25-75%
XSTRATA PLC EUROPE   16 15.0 75,000,000 9 > 95%
XTO ENERGY INC. AMERICAS Y 14 8.0 7,500,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE   14 9.0 5,000,000 1 > 95%
YUM! BRANDS, INC. AMERICAS Y 14 10.0 15,000,000 3 5-25%
ZURICH INSURANCE COMPANY LTD EUROPE   16 15.0 75,000,000 8 > 95%
3I GROUP PLC EUROPE   11 4.7 2,500,000 0 > 95%
3M COMPANY AMERICAS   12 8.3 5,000,000 1 5-25%
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