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

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

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
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 14 10.7 12,500,000 2 > 95%
ABBOTT LABORATORIES AMERICAS 9 8 15,000,000 3 25-75%
ABU DHABI SOVEREIGN Y 14 12.3 50,000,000 4 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE Y 11 6.7 15,000,000 2 > 95%
ACCOR EUROPE Y 13 12 20,000,000 4 > 95%
ACE LIMITED AMERICAS Y 13 11 50,000,000 7 25-75%
ACOM CO., LTD. JAPAN Y 13 9.7 10,000,000 3 > 95%
ADECCO S.A. EUROPE Y 14 11.3 15,000,000 3 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 15 12 50,000,000 13 < 5%
AEGON N.V. EUROPE Y 15 13.3 100,000,000 11 > 95%
AEON CO., LTD. JAPAN Y 10 7.7 7,500,000 1 > 95%
AETNA INC. AMERICAS Y 10 10 25,000,000 4 25-75%
AGEAS N.V. EUROPE 6 3 2,500,000 0 > 95%
AGRIUM INC. AMERICAS 11 10 22,500,000 5 25-75%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS 9 7 10,000,000 2 25-75%
AK STEEL CORPORATION AMERICAS Y 12 11.3 50,000,000 18 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 14 12.3 50,000,000 5 > 95%
AKTIEBOLAGET SKF EUROPE 9 5.7 5,000,000 1 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 14 13.3 100,000,000 17 > 95%
AKZO NOBEL N.V. EUROPE Y 14 12.3 50,000,000 6 > 95%
ALCATEL LUCENT EUROPE Y 16 15 100,000,000 23 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 12 10.3 50,000,000 10 < 5%
ALCOA INC. AMERICAS Y 15 12.3 100,000,000 19 5-25%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 13 10.3 12,500,000 3 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY EUROPE Y 8 4 5,000,000 1 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 14 11.7 20,000,000 4 > 95%
ALLIANDER N.V. EUROPE 6 3.3 2,500,000 0 > 95%
ALLIANZ SE EUROPE Y 14 13.7 100,000,000 12 > 95%
ALLIED DOMECQ LIMITED EUROPE Y 9 6 5,000,000 1 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS Y 10 7.3 10,000,000 2 < 5%
ALLTEL CORPORATION AMERICAS Y 13 9.3 50,000,000 4 25-75%
ALLY FINANCIAL INC. AMERICAS Y 14 12.3 100,000,000 14 5-25%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS 11 8 5,000,000 1 < 5%
ALSTOM EUROPE Y 13 12.3 50,000,000 7 > 95%
ALTADIS SA EUROPE Y 12 9.3 10,000,000 2 > 95%
ALTRIA GROUP, INC. AMERICAS Y 12 10.7 50,000,000 8 25-75%
AMCOR LTD AUSTRALIA NZ Y 16 11.3 50,000,000 5 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 8 5.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 13 11.7 75,000,000 16 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 12 10.3 20,000,000 5 25-75%
AMERICAN EXPRESS COMPANY AMERICAS Y 12 11.3 50,000,000 8 25-75%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 12 10.7 75,000,000 9 25-75%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 13 8.7 10,000,000 2 < 5%
AMGEN INC. AMERICAS Y 11 10.3 50,000,000 7 5-25%
AMKOR TECHNOLOGY, INC. AMERICAS Y 12 10.3 50,000,000 11 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ Y 10 5.7 10,000,000 1 > 95%
ANA HOLDINGS INC. JAPAN Y 11 9.7 17,500,000 5 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 13 11 100,000,000 12 5-25%
ANGEL LUX COMMON S.A. EUROPE 10 5.3 5,000,000 0 > 95%
ANGLO AMERICAN PLC EUROPE Y 14 12.7 100,000,000 16 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS 11 8.3 17,500,000 3 25-75%
ANHEUSER-BUSCH INBEV EUROPE Y 12 10 50,000,000 5 > 95%
AON CORPORATION AMERICAS 10 8.7 50,000,000 4 25-75%
APACHE CORPORATION AMERICAS 13 11 25,000,000 5 25-75%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 11 8.7 10,000,000 1 > 95%
ARAMARK CORPORATION AMERICAS Y 11 10 12,500,000 5 5-25%
ARCELORMITTAL EUROPE Y 15 14.3 125,000,000 19 > 95%
ARCELORMITTAL FINANCE EUROPE Y 8 4.3 2,500,000 0 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS 10 9 20,000,000 3 25-75%
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY EUROPE Y 13 12.7 50,000,000 8 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 14 13.3 75,000,000 15 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 13 11.3 50,000,000 8 25-75%
ASHLAND INC. AMERICAS 8 6.7 5,000,000 2 25-75%
ASSA ABLOY AB EUROPE 7 5 5,000,000 1 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 16 14.7 125,000,000 16 > 95%
ASSURED GUARANTY CORP. AMERICAS 15 12.7 75,000,000 10 5-25%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS Y 14 13 125,000,000 14 5-25%
ASTRAZENECA PLC EUROPE Y 12 9.3 50,000,000 3 > 95%
AT&T CORP. AMERICAS Y 10 8.7 10,000,000 2 25-75%
AT&T INC. AMERICAS Y 15 11.7 75,000,000 11 25-75%
AT&T MOBILITY LLC AMERICAS Y 10 9.3 25,000,000 4 5-25%
ATLANTIA S.P.A. EUROPE Y 15 12.3 50,000,000 6 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE 9 5.3 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 15 12.7 100,000,000 14 > 95%
AUTOZONE, INC. AMERICAS Y 12 10.7 50,000,000 7 25-75%
AVALONBAY COMMUNITIES, INC. AMERICAS 10 8.7 17,500,000 4 25-75%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 11 10 12,500,000 4 < 5%
AVIS BUDGET GROUP, INC. AMERICAS Y 15 12.7 75,000,000 14 5-25%
AVIVA PLC EUROPE Y 15 14.3 100,000,000 13 > 95%
AVNET, INC. AMERICAS Y 14 11.7 50,000,000 9 5-25%
AVON PRODUCTS, INC. AMERICAS Y 12 11.3 75,000,000 13 5-25%
AXA EUROPE Y 16 14.3 125,000,000 16 > 95%
BAE SYSTEMS PLC EUROPE Y 14 12.7 20,000,000 4 > 95%
BAKER HUGHES INCORPORATED AMERICAS 11 8 12,500,000 3 25-75%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 15 14 100,000,000 16 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE 4 2 5,000,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE 11 7 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 15 15 150,000,000 19 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE Y 15 12.3 50,000,000 8 > 95%
BANCO DE SABADELL, S.A. EUROPE 14 10.3 15,000,000 3 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE Y 16 13.7 50,000,000 9 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 15 13.3 50,000,000 10 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE 13 10 20,000,000 4 > 95%
BANCO SANTANDER, S.A. EUROPE Y 16 15 225,000,000 28 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 15 13.7 275,000,000 27 5-25%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 13 12 22,500,000 4 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 12 9.3 10,000,000 3 > 95%
BANK OF SCOTLAND PLC EUROPE Y 13 12 50,000,000 6 > 95%
BANKINTER S.A. EUROPE 9 6.7 10,000,000 2 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 7 2.3 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 15 13.3 225,000,000 23 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 13 11.7 125,000,000 19 5-25%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE 9 6 10,000,000 1 > 95%
BASF SCHWEIZ AG EUROPE 15 12.3 50,000,000 6 > 95%
BASF SE EUROPE Y 14 12.7 50,000,000 5 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 10 8.3 17,500,000 3 5-25%
BAXTER INTERNATIONAL INC. AMERICAS Y 13 10.7 50,000,000 6 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 15 12 50,000,000 4 > 95%
BAYERISCHE LANDESBANK EUROPE 8 5.3 10,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE Y 15 13.7 75,000,000 8 > 95%
BCE INC. AMERICAS 10 7 5,000,000 1 25-75%
BEAM INC. AMERICAS Y 12 10.7 50,000,000 7 25-75%
BEAZER HOMES USA, INC. AMERICAS Y 14 12 50,000,000 12 < 5%
BELLSOUTH CORPORATION AMERICAS Y 11 10 20,000,000 3 25-75%
BELO CORP. AMERICAS Y 13 12 75,000,000 13 5-25%
BERKSHIRE HATHAWAY INC. AMERICAS Y 14 12 75,000,000 13 25-75%
BERTELSMANN SE & CO. KGAA EUROPE Y 15 12.7 50,000,000 5 > 95%
BEST BUY CO., INC. AMERICAS 11 10.7 75,000,000 12 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ Y 15 12 100,000,000 11 > 95%
BLOCK FINANCIAL LLC AMERICAS Y 13 10.3 50,000,000 5 25-75%
BNP PARIBAS EUROPE Y 13 12 125,000,000 14 > 95%
BNP PARIBAS FORTIS EUROPE 12 6.7 7,500,000 1 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 10 9.3 20,000,000 3 25-75%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 14 13 250,000,000 19 75-95%
BOMBARDIER INC. AMERICAS Y 15 13 50,000,000 10 5-25%
BORGWARNER INC. AMERICAS 11 9.3 25,000,000 4 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 10 8.3 12,500,000 3 25-75%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 14 11.3 50,000,000 7 25-75%
BOUYGUES EUROPE Y 14 12.3 50,000,000 7 > 95%
BOYD GAMING CORPORATION AMERICAS Y 13 11.3 50,000,000 12 < 5%
BP P.L.C. EUROPE Y 14 12.7 50,000,000 5 > 95%
BRIDGESTONE CORPORATION JAPAN Y 9 4 2,500,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE Y 13 10.7 17,500,000 5 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 11 10.3 25,000,000 5 25-75%
BRITISH AIRWAYS PLC EUROPE Y 14 12.7 75,000,000 12 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE Y 14 11.7 25,000,000 5 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 16 13 50,000,000 5 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 16 13.7 75,000,000 8 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS 5 3.3 2,500,000 0 5-25%
BRUNSWICK CORPORATION AMERICAS Y 14 11.7 50,000,000 11 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS 8 5.3 10,000,000 1 5-25%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 12 10.3 20,000,000 5 25-75%
CA, INC. AMERICAS Y 13 11 50,000,000 7 25-75%
CABLE & WIRELESS LIMITED EUROPE Y 13 11 50,000,000 7 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 11 7.7 12,500,000 3 > 95%
CADBURY HOLDINGS LIMITED EUROPE Y 13 10 15,000,000 5 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 16 14 175,000,000 49 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE 10 8.7 17,500,000 3 > 95%
CAIXA GERAL DE DEPOSITOS S.A. EUROPE 7 4.3 7,500,000 1 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 12 10.7 50,000,000 6 25-75%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS 9 6.7 7,500,000 1 25-75%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 13 11 25,000,000 5 5-25%
CANON INC. JAPAN Y 7 3 2,500,000 0 > 95%
CAP GEMINI EUROPE Y 12 8.3 7,500,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 13 11.7 50,000,000 6 5-25%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 15 10.7 25,000,000 4 25-75%
CAPITALAND LIMITED ASIA EX-JAPAN Y 11 8.7 10,000,000 2 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 12 10.7 50,000,000 5 25-75%
CARGILL, INCORPORATED AMERICAS 12 10 12,500,000 3 25-75%
CARLSBERG BREWERIES A/S EUROPE 12 10.3 12,500,000 2 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE Y 12 7.3 7,500,000 1 > 95%
CARNIVAL CORPORATION AMERICAS Y 14 12.3 50,000,000 10 25-75%
CARREFOUR EUROPE Y 14 13.7 50,000,000 9 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 14 13.3 75,000,000 9 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS 13 9.3 12,500,000 3 25-75%
CATERPILLAR INC. AMERICAS Y 14 12 100,000,000 9 5-25%
CBS CORPORATION AMERICAS Y 15 12.3 50,000,000 9 25-75%
CELESTICA INC. AMERICAS Y 10 6.7 7,500,000 1 < 5%
CELLCO PARTNERSHIP AMERICAS 8 5 7,500,000 1 25-75%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS 6 2.7 5,000,000 0 25-75%
CENTERPOINT ENERGY, INC. AMERICAS 12 8.3 7,500,000 2 < 5%
CENTEX CORPORATION AMERICAS Y 14 11.3 75,000,000 9 25-75%
CENTRICA PLC EUROPE Y 12 10.7 20,000,000 3 > 95%
CENTURYLINK, INC. AMERICAS Y 16 13.3 75,000,000 15 5-25%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 14 11.7 75,000,000 16 < 5%
CHEVRON CORPORATION AMERICAS 10 7 7,500,000 2 75-95%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 14 10.3 25,000,000 3 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 15 11.3 25,000,000 8 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 10 7.3 5,000,000 1 > 95%
CIGNA CORPORATION AMERICAS Y 12 10.7 15,000,000 4 25-75%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 12 11 50,000,000 7 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 11 9.3 10,000,000 2 25-75%
CITIGROUP INC. AMERICAS Y 15 12.3 150,000,000 18 5-25%
CLARIANT AG EUROPE Y 14 12.7 100,000,000 11 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 15 13 125,000,000 30 < 5%
CMS ENERGY CORPORATION AMERICAS Y 12 10 12,500,000 4 < 5%
CNA FINANCIAL CORPORATION AMERICAS 13 10.3 20,000,000 3 25-75%
CNOOC LIMITED ASIA EX-JAPAN Y 12 7.3 10,000,000 2 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS 11 9 10,000,000 2 25-75%
COLES GROUP LIMITED AUSTRALIA NZ Y 14 10.3 25,000,000 4 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS 9 7.3 7,500,000 2 25-75%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE 8 4 10,000,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 12 9.7 25,000,000 5 25-75%
COMCAST CORPORATION AMERICAS Y 11 10 12,500,000 3 5-25%
COMMERCIAL METALS COMPANY AMERICAS 11 9.7 15,000,000 4 25-75%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 16 15 225,000,000 27 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 14 10.3 100,000,000 12 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN Y 14 12.3 250,000,000 28 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS Y 12 10 50,000,000 10 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE Y 14 13.3 75,000,000 11 > 95%
COMPAGNIE FINANCIERE DU GROUPE MICHELIN, "SENARD ET CIE" EUROPE Y 14 12.7 20,000,000 4 > 95%
COMPASS GROUP PLC EUROPE Y 15 10.7 17,500,000 3 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 15 11.7 75,000,000 12 25-75%
CON-WAY INC. AMERICAS 11 9.7 20,000,000 4 5-25%
CONAGRA FOODS, INC. AMERICAS Y 12 10.7 50,000,000 7 25-75%
CONOCOPHILLIPS AMERICAS Y 12 11 25,000,000 4 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS 10 7.7 10,000,000 2 25-75%
CONSTELLATION BRANDS, INC. AMERICAS Y 11 10 20,000,000 5 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 15 13.3 150,000,000 21 > 95%
CONVATEC HEALTHCARE E S.A. EUROPE Y 13 11.3 17,500,000 4 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 13 10.7 20,000,000 9 5-25%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE Y 14 13 50,000,000 6 > 95%
CORNING INCORPORATED AMERICAS Y 14 10 17,500,000 4 5-25%
CORUS GROUP LIMITED EUROPE 12 7.7 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS 10 7.3 12,500,000 2 25-75%
COVIDIEN LTD. AMERICAS 8 5.7 5,000,000 2 25-75%
COX COMMUNICATIONS, INC. AMERICAS Y 14 11.3 50,000,000 7 25-75%
CREDIT AGRICOLE SA EUROPE Y 15 13 150,000,000 18 > 95%
CREDIT SUISSE (USA), INC. AMERICAS 8 3.3 5,000,000 1 25-75%
CREDIT SUISSE GROUP LTD EUROPE Y 13 13 100,000,000 11 > 95%
CROWN LIMITED AUSTRALIA NZ Y 12 8.3 17,500,000 3 > 95%
CSC HOLDINGS, LLC AMERICAS Y 12 10 20,000,000 6 < 5%
CSR LIMITED AUSTRALIA NZ Y 16 10.7 50,000,000 6 > 95%
CSX CORPORATION AMERICAS Y 12 10.7 50,000,000 6 25-75%
CUMMINS INC. AMERICAS Y 13 9.3 15,000,000 3 5-25%
CVS CAREMARK CORPORATION AMERICAS Y 11 10.3 22,500,000 5 25-75%
CYTEC INDUSTRIES INC. AMERICAS 13 11 22,500,000 5 25-75%
CZECH REPUBLIC SOVEREIGN Y 11 9 50,000,000 4 > 95%
D.R. HORTON, INC. AMERICAS Y 14 12 75,000,000 13 < 5%
DAIMLER AG EUROPE Y 15 13.7 100,000,000 15 > 95%
DANAHER CORPORATION AMERICAS 12 7.7 12,500,000 3 25-75%
DANONE EUROPE Y 14 11.3 17,500,000 3 > 95%
DANSKE BANK A/S EUROPE Y 11 9 20,000,000 4 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 14 12 100,000,000 17 5-25%
DBS BANK LTD. ASIA EX-JAPAN Y 14 10.3 10,000,000 2 > 95%
DDR CORP. AMERICAS 10 8.3 25,000,000 4 5-25%
DE US, INC. AMERICAS 13 9.3 12,500,000 5 25-75%
DEAN FOODS COMPANY AMERICAS Y 14 11.3 50,000,000 11 < 5%
DEERE & COMPANY AMERICAS Y 11 10 50,000,000 6 25-75%
DELHAIZE AMERICA, LLC AMERICAS 10 8.3 12,500,000 4 25-75%
DELL INC. AMERICAS Y 15 12.7 75,000,000 21 5-25%
DELTA AIR LINES, INC. AMERICAS Y 9 6.3 12,500,000 3 < 5%
DELUXE CORPORATION AMERICAS Y 9 6.7 7,500,000 2 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 10 7.7 7,500,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 15 13.3 200,000,000 20 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 15 13.7 100,000,000 12 > 95%
DEUTSCHE POST AG EUROPE Y 14 12 17,500,000 3 > 95%
DEUTSCHE TELEKOM AG EUROPE Y 15 13.3 100,000,000 12 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 11 10.3 50,000,000 8 25-75%
DEXIA CREDIT LOCAL EUROPE 12 9 7,500,000 1 > 95%
DIAGEO PLC EUROPE Y 14 12 50,000,000 4 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS 13 8.7 15,000,000 3 25-75%
DILLARD'S, INC. AMERICAS Y 12 11.3 50,000,000 9 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 12 10.3 25,000,000 5 < 5%
DISH DBS CORPORATION AMERICAS Y 14 11.3 50,000,000 10 < 5%
DIXONS RETAIL PLC EUROPE Y 15 13.3 100,000,000 15 > 95%
DNB BANK ASA EUROPE 8 5 2,500,000 0 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 11 9.7 12,500,000 3 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 11 9.7 50,000,000 5 25-75%
DOMTAR CORPORATION AMERICAS Y 13 11.3 22,500,000 6 5-25%
DONG ENERGY A/S EUROPE 8 3 2,500,000 0 > 95%
DOVER CORPORATION AMERICAS 8 6 7,500,000 2 25-75%
DP WORLD LIMITED EUROPE Y 9 4.7 10,000,000 2 > 95%
DTE ENERGY COMPANY AMERICAS 10 7 10,000,000 2 25-75%
DUBAI SOVEREIGN Y 14 12 50,000,000 4 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 10 8.3 15,000,000 3 25-75%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS 9 7.3 10,000,000 2 25-75%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 11 11 50,000,000 8 25-75%
E.ON SE EUROPE Y 14 13.7 75,000,000 7 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 7 3.7 2,500,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 14 11.7 50,000,000 8 25-75%
EATON CORPORATION AMERICAS 11 8.7 12,500,000 3 25-75%
EDISON S.P.A. EUROPE Y 10 6.3 5,000,000 1 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 14 13 100,000,000 14 > 95%
EFIH FINANCE INC. AMERICAS 12 9.3 5,000,000 3 5-25%
EILEME 2 AB (PUBL) EUROPE Y 12 12 50,000,000 9 > 95%
EL PASO LLC AMERICAS 10 9 17,500,000 4 < 5%
ELECTRICITE DE FRANCE EUROPE Y 16 14.3 50,000,000 5 > 95%
ELI LILLY AND COMPANY AMERICAS 10 9 15,000,000 3 25-75%
ELISA OYJ EUROPE 8 4 2,500,000 0 > 95%
EMBARQ CORPORATION AMERICAS Y 13 11 50,000,000 7 5-25%
EMERSON ELECTRIC CO. AMERICAS 10 7.3 7,500,000 1 25-75%
EMI GROUP LIMITED EUROPE 13 8.7 10,000,000 2 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS 12 9 7,500,000 1 25-75%
ENBRIDGE INC. AMERICAS 12 9.7 50,000,000 4 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 12 9.3 12,500,000 2 > 95%
ENCANA CORPORATION AMERICAS 11 9.7 20,000,000 4 25-75%
ENDESA, S.A. EUROPE Y 14 11.3 50,000,000 4 > 95%
ENEL S.P.A. EUROPE Y 16 15 100,000,000 14 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS Y 13 11 10,000,000 6 5-25%
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AMERICAS 13 10 10,000,000 5 5-25%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS 9 8 10,000,000 2 25-75%
ENI S.P.A. EUROPE Y 15 13 50,000,000 6 > 95%
ENTERGY CORPORATION AMERICAS 13 10.3 25,000,000 5 5-25%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS 9 8.3 7,500,000 2 5-25%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 11 9 50,000,000 6 25-75%
ERAC USA FINANCE LLC AMERICAS 7 5.3 10,000,000 1 5-25%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 10 9.7 15,000,000 4 25-75%
ERSTE GROUP BANK AG EUROPE 10 7 5,000,000 1 > 95%
ESSENT N.V. EUROPE 6 3.3 5,000,000 1 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE Y 14 12.7 50,000,000 5 > 95%
EVEREST REINSURANCE HOLDINGS, INC. AMERICAS 9 6 7,500,000 1 75-95%
EVONIK DEGUSSA GMBH EUROPE Y 12 9.3 12,500,000 3 > 95%
EXELON CORPORATION AMERICAS Y 13 11.7 50,000,000 10 25-75%
EXELON GENERATION COMPANY, LLC AMERICAS 11 10.3 50,000,000 5 5-25%
EXPEDIA, INC. AMERICAS Y 12 10.7 50,000,000 6 25-75%
EXPERIAN FINANCE PLC EUROPE Y 15 11.3 20,000,000 3 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN Y 11 7.7 5,000,000 1 > 95%
EXXON MOBIL CORPORATION AMERICAS 9 6 7,500,000 1 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS Y 8 4.3 5,000,000 1 < 5%
FCE BANK PLC EUROPE Y 13 9.3 20,000,000 2 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN Y 13 10.7 425,000,000 11 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 16 15.3 1,150,000,000 93 > 95%
FEDEX CORPORATION AMERICAS 11 10 22,500,000 4 5-25%
FIAT INDUSTRIAL S.P.A. EUROPE Y 12 10.7 22,500,000 5 > 95%
FIAT S.P.A. EUROPE Y 17 14.7 150,000,000 22 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS Y 12 11.3 125,000,000 25 5-25%
FINMECCANICA S.P.A. EUROPE Y 15 13.3 75,000,000 12 > 95%
FIRST DATA CORPORATION AMERICAS Y 15 12.3 75,000,000 14 5-25%
FIRST INDUSTRIAL, L.P. AMERICAS 7 4 7,500,000 1 25-75%
FIRSTENERGY CORP. AMERICAS Y 12 10 50,000,000 8 25-75%
FKI LIMITED EUROPE 12 8.7 7,500,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS Y 13 10 50,000,000 8 < 5%
FORD MOTOR COMPANY AMERICAS Y 14 12.3 100,000,000 15 5-25%
FORD MOTOR CREDIT COMPANY LLC AMERICAS 13 12 50,000,000 6 5-25%
FOREST OIL CORPORATION AMERICAS Y 13 12 50,000,000 13 < 5%
FORTUM OYJ EUROPE Y 15 11.3 15,000,000 2 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ Y 14 8 22,500,000 5 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 11 10.3 50,000,000 8 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS 11 8 10,000,000 2 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 12 10 50,000,000 12 < 5%
FRENCH REPUBLIC SOVEREIGN Y 14 13.3 575,000,000 20 > 95%
FRESENIUS SE & CO. KGAA EUROPE Y 13 12 50,000,000 6 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 15 12.7 100,000,000 17 5-25%
FUJITSU LIMITED JAPAN Y 12 10.3 20,000,000 3 > 95%
GANNETT CO., INC. AMERICAS Y 14 12.3 125,000,000 20 5-25%
GAS NATURAL SDG, S.A. EUROPE Y 14 13 50,000,000 7 > 95%
GATX CORPORATION AMERICAS Y 12 9.3 15,000,000 4 25-75%
GDF SUEZ EUROPE Y 14 12.3 50,000,000 5 > 95%
GECINA EUROPE Y 14 12 22,500,000 3 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS 9 7.3 7,500,000 1 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 16 13.7 150,000,000 15 5-25%
GENERAL MILLS, INC. AMERICAS Y 12 10.7 22,500,000 4 25-75%
GENERAL MOTORS COMPANY AMERICAS 10 9 50,000,000 5 < 5%
GENON ENERGY, INC. AMERICAS Y 13 10.7 20,000,000 5 < 5%
GENON NORTH AMERICA, LLC AMERICAS 10 6.3 10,000,000 2 < 5%
GENTING BHD. ASIA EX-JAPAN Y 11 6.3 5,000,000 1 > 95%
GENWORTH HOLDINGS, INC. AMERICAS Y 13 11.3 75,000,000 11 5-25%
GEORGIA-PACIFIC LLC AMERICAS Y 12 10.3 22,500,000 4 25-75%
GKN HOLDINGS PLC EUROPE Y 15 13.3 50,000,000 9 > 95%
GLAXOSMITHKLINE PLC EUROPE Y 12 7.7 15,000,000 2 > 95%
GLENCORE INTERNATIONAL AG EUROPE Y 15 13 100,000,000 23 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN Y 12 7.3 5,000,000 1 > 95%
GOODRICH CORPORATION AMERICAS Y 10 9.7 15,000,000 3 25-75%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 11 7 15,000,000 2 > 95%
GROHE HOLDING GMBH EUROPE Y 12 11 25,000,000 5 > 95%
GROUPE AUCHAN EUROPE Y 15 12 15,000,000 3 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 13 10.3 12,500,000 1 > 95%
H. J. HEINZ COMPANY AMERICAS Y 14 11.7 75,000,000 13 5-25%
HALLIBURTON COMPANY AMERICAS Y 12 11 50,000,000 5 5-25%
HAMMERSON PLC EUROPE Y 11 9 10,000,000 2 > 95%
HANA BANK ASIA EX-JAPAN Y 13 8.7 10,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 9 7 7,500,000 1 > 95%
HANNOVER RUECK SE EUROPE Y 13 12 100,000,000 9 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE Y 14 11.3 50,000,000 6 > 95%
HANSON LIMITED EUROPE 14 10.7 20,000,000 3 > 95%
HASBRO, INC. AMERICAS Y 11 10.3 10,000,000 3 5-25%
HAVAS EUROPE Y 13 10.3 17,500,000 3 > 95%
HCA INC. AMERICAS Y 14 11.7 50,000,000 11 5-25%
HCP, INC. AMERICAS 10 9 15,000,000 3 5-25%
HEALTH CARE REIT, INC. AMERICAS 11 9 15,000,000 3 5-25%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 11 9 22,500,000 7 25-75%
HEATHROW FUNDING LIMITED EUROPE 15 12.3 50,000,000 4 > 95%
HEIDELBERGCEMENT AG EUROPE Y 15 13.7 150,000,000 21 > 95%
HEINEKEN N.V. EUROPE 10 7 7,500,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 16 14 75,000,000 15 > 95%
HENKEL AG & CO. KGAA EUROPE Y 13 10 15,000,000 3 > 95%
HESS CORPORATION AMERICAS Y 12 9 17,500,000 4 25-75%
HEWLETT-PACKARD COMPANY AMERICAS Y 14 13 100,000,000 15 5-25%
HILTON WORLDWIDE, INC. AMERICAS 13 9 17,500,000 4 25-75%
HITACHI, LTD. JAPAN Y 11 8.7 7,500,000 1 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD AUSTRALIA NZ 8 3.3 5,000,000 1 > 95%
HOLCIM LTD EUROPE Y 13 12.3 75,000,000 9 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 11 8.7 5,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 10 9 25,000,000 5 25-75%
HOSPITALITY PROPERTIES TRUST AMERICAS 8 6 10,000,000 2 25-75%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 13 11.3 20,000,000 6 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS 13 8.7 10,000,000 3 25-75%
HSBC BANK PLC EUROPE Y 15 14 125,000,000 13 > 95%
HSBC FINANCE CORPORATION AMERICAS 13 11 50,000,000 4 25-75%
HUMANA INC. AMERICAS 10 9.7 17,500,000 4 5-25%
HUNGARY SOVEREIGN Y 17 14.7 150,000,000 14 > 95%
HUNTSMAN INTERNATIONAL LLC AMERICAS Y 8 5.7 5,000,000 2 < 5%
HUSKY ENERGY INC. AMERICAS 10 8 7,500,000 2 25-75%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN Y 16 14 50,000,000 7 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN Y 14 10.7 10,000,000 2 > 95%
IBERDROLA, S.A. EUROPE Y 15 13.3 50,000,000 6 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 14 13.7 22,500,000 3 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 14 12 12,500,000 3 > 95%
ILLINOIS TOOL WORKS INC. AMERICAS 6 4.3 5,000,000 1 5-25%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE 10 6.3 7,500,000 1 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE Y 14 12.3 50,000,000 7 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 12 7.3 7,500,000 2 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 14 12 75,000,000 8 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 13 10 15,000,000 3 > 95%
ING BANK N.V. EUROPE Y 13 12 75,000,000 10 > 95%
ING VERZEKERINGEN N.V. EUROPE 11 7.7 10,000,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 13 12 50,000,000 5 25-75%
INTELSAT S.A. AMERICAS Y 11 8.3 17,500,000 4 5-25%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 13 11.3 50,000,000 6 25-75%
INTERNATIONAL GAME TECHNOLOGY AMERICAS 10 7.7 10,000,000 2 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 15 13.7 125,000,000 19 5-25%
INTERNATIONAL PAPER COMPANY AMERICAS Y 13 11 75,000,000 11 25-75%
INTERNATIONAL POWER PLC EUROPE Y 10 4.3 5,000,000 0 > 95%
INTERVAL ACQUISITION CORP. AMERICAS 14 11.7 75,000,000 9 5-25%
INTESA SANPAOLO SPA EUROPE Y 16 15.3 175,000,000 29 > 95%
INVENSYS PLC EUROPE Y 10 7 7,500,000 1 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 11 8 7,500,000 1 > 95%
IRELAND SOVEREIGN Y 15 12.7 125,000,000 7 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 11 9 10,000,000 4 < 5%
ISS A/S EUROPE Y 12 9.7 50,000,000 4 > 95%
ISS GLOBAL A/S EUROPE Y 13 11 20,000,000 5 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 13 12.3 100,000,000 15 5-25%
ITOCHU CORPORATION JAPAN Y 9 6.7 7,500,000 1 > 95%
ITV PLC EUROPE Y 16 13.3 75,000,000 11 > 95%
J SAINSBURY PLC EUROPE Y 14 11.7 50,000,000 5 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 16 14.3 225,000,000 72 < 5%
JAGUAR LAND ROVER AUTOMOTIVE PLC EUROPE Y 12 11.7 25,000,000 6 > 95%
JAPAN SOVEREIGN Y 14 12.7 325,000,000 29 > 95%
JAPAN TOBACCO INC. JAPAN Y 10 5 5,000,000 1 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 14 8.7 12,500,000 3 > 95%
JFE HOLDINGS, INC. JAPAN Y 11 10.3 25,000,000 5 > 95%
JFE STEEL CORPORATION JAPAN Y 12 9 7,500,000 1 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS 11 8.3 7,500,000 2 25-75%
JOHNSON & JOHNSON AMERICAS 11 9.7 20,000,000 3 5-25%
JOHNSON CONTROLS, INC. AMERICAS Y 13 11 20,000,000 5 25-75%
JPMORGAN CHASE & CO. AMERICAS 15 13.7 250,000,000 26 5-25%
JSC "GAZPROM" EUROPE Y 17 14.7 125,000,000 12 > 95%
JSC "KAZKOMMERTSBANK" EUROPE Y 10 6.3 7,500,000 1 > 95%
JSC VTB BANK EUROPE Y 15 11.7 50,000,000 4 > 95%
JTI (UK) FINANCE PLC EUROPE Y 12 9.3 10,000,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 14 12.3 75,000,000 18 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 13 12.3 50,000,000 7 > 95%
KAJIMA CORPORATION JAPAN Y 11 8.3 7,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 10 8.3 12,500,000 2 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 13 10 7,500,000 2 > 95%
KB HOME AMERICAS Y 15 12.7 75,000,000 20 < 5%
KBC BANK EUROPE 6 3.7 2,500,000 0 > 95%
KELDA GROUP LIMITED EUROPE 11 8 10,000,000 2 > 95%
KELLOGG COMPANY AMERICAS 10 9.3 12,500,000 2 25-75%
KERING EUROPE Y 15 13.7 50,000,000 6 > 95%
KERR-MCGEE CORPORATION AMERICAS Y 9 8 12,500,000 3 5-25%
KIMBERLY-CLARK CORPORATION AMERICAS 12 10.7 50,000,000 4 25-75%
KIMCO REALTY CORPORATION AMERICAS 10 8.3 22,500,000 4 25-75%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 12 10.7 22,500,000 6 5-25%
KINDER MORGAN, INC. AMERICAS Y 13 11.3 50,000,000 7 25-75%
KINGDOM OF BELGIUM SOVEREIGN Y 13 11.7 175,000,000 8 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 15 10.7 75,000,000 4 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 12 8.7 22,500,000 1 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN Y 12 6.7 7,500,000 1 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 17 16 675,000,000 35 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 14 9.7 75,000,000 3 > 95%
KINGDOM OF THAILAND SOVEREIGN Y 16 14 50,000,000 6 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN Y 15 11 100,000,000 5 > 95%
KINGFISHER PLC EUROPE Y 15 12.7 50,000,000 7 > 95%
KINTETSU CORPORATION JAPAN Y 11 10.3 17,500,000 4 > 95%
KLEPIERRE EUROPE 11 8 5,000,000 1 > 95%
KOBE STEEL, LTD. JAPAN Y 13 11.7 50,000,000 7 > 95%
KOHL'S CORPORATION AMERICAS Y 13 11.3 75,000,000 12 5-25%
KOMATSU LTD. JAPAN Y 9 7.7 7,500,000 1 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 14 12.7 25,000,000 5 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 15 13.3 50,000,000 5 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 16 14 100,000,000 16 > 95%
KONINKLIJKE PHILIPS N.V. EUROPE Y 14 12.7 20,000,000 4 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 12 8.7 10,000,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 14 10.3 12,500,000 2 > 95%
KT CORPORATION ASIA EX-JAPAN Y 12 8 7,500,000 2 > 95%
L BRANDS, INC. AMERICAS Y 15 13 100,000,000 15 5-25%
L-3 COMMUNICATIONS CORPORATION AMERICAS Y 11 5.3 5,000,000 1 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 12 9.7 12,500,000 1 > 95%
LADBROKES PLC EUROPE Y 14 12.7 75,000,000 10 > 95%
LAFARGE EUROPE Y 16 14.3 150,000,000 24 > 95%
LANDESBANK BADEN-WUERTTEMBERG EUROPE 4 1.7 2,500,000 0 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE Y 15 13 50,000,000 7 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 8 4.7 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE Y 11 8.3 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ Y 13 9 50,000,000 4 > 95%
LENNAR CORPORATION AMERICAS Y 15 13.7 125,000,000 20 25-75%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 11 11 50,000,000 10 < 5%
LEVI STRAUSS & CO. AMERICAS Y 12 10.7 22,500,000 7 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS 10 8.3 10,000,000 2 25-75%
LIBERTY INTERACTIVE LLC AMERICAS Y 12 10.3 50,000,000 7 25-75%
LIBERTY MUTUAL GROUP INC. AMERICAS 14 9.3 20,000,000 4 25-75%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS 12 9 17,500,000 3 25-75%
LINCOLN NATIONAL CORPORATION AMERICAS 10 8.3 17,500,000 3 25-75%
LINDE AKTIENGESELLSCHAFT EUROPE Y 14 11 20,000,000 3 > 95%
LLOYDS BANK PLC EUROPE 13 9.7 150,000,000 15 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 11 10 25,000,000 5 25-75%
LOEWS CORPORATION AMERICAS Y 11 10.3 50,000,000 5 25-75%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 15 12.3 100,000,000 19 5-25%
LOWE'S COMPANIES, INC. AMERICAS Y 12 10.3 22,500,000 4 25-75%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 13 12 20,000,000 4 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 14 12.3 20,000,000 5 25-75%
MACK-CALI REALTY, L.P. AMERICAS 9 6 7,500,000 1 5-25%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 14 10 50,000,000 7 > 95%
MACY'S RETAIL HOLDINGS, INC. AMERICAS 5 3 2,500,000 0 25-75%
MACY'S, INC. AMERICAS Y 16 13.3 75,000,000 12 25-75%
MALAYSIA SOVEREIGN Y 15 13.3 100,000,000 10 > 95%
MAN GROUP PLC EUROPE 6 2 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS 8 5.3 15,000,000 2 5-25%
MARATHON OIL CORPORATION AMERICAS 8 8 10,000,000 3 25-75%
MARKS AND SPENCER P.L.C. EUROPE Y 14 13 75,000,000 15 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 12 10.7 50,000,000 8 25-75%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 11 10.3 20,000,000 4 25-75%
MARTIN MARIETTA MATERIALS, INC. AMERICAS 11 7.7 7,500,000 1 25-75%
MARUBENI CORPORATION JAPAN Y 11 9.7 10,000,000 2 > 95%
MASCO CORPORATION AMERICAS Y 14 12.3 75,000,000 10 25-75%
MATTEL, INC. AMERICAS 10 8.3 22,500,000 4 25-75%
MBIA INC. AMERICAS Y 15 13.7 150,000,000 22 < 5%
MBIA INSURANCE CORPORATION AMERICAS Y 15 13 250,000,000 29 5-25%
MCDONALD'S CORPORATION AMERICAS Y 11 10.3 22,500,000 5 25-75%
MCKESSON CORPORATION AMERICAS Y 12 10.7 50,000,000 7 5-25%
MEADWESTVACO CORPORATION AMERICAS Y 16 12 75,000,000 11 25-75%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS 7 4.7 5,000,000 1 25-75%
MEDIACOM LLC AMERICAS Y 11 8.7 7,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE 11 5.7 7,500,000 1 > 95%
MEDTRONIC, INC. AMERICAS 10 7.3 10,000,000 2 25-75%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 14 12.7 50,000,000 8 > 95%
MERCK & CO., INC. AMERICAS 10 9 10,000,000 2 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE 5 2.3 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS 13 9 12,500,000 3 25-75%
MERITOR, INC. AMERICAS Y 14 12 75,000,000 18 < 5%
MERRILL LYNCH & CO., INC. AMERICAS Y 14 11.7 50,000,000 5 25-75%
METLIFE, INC. AMERICAS Y 13 11.3 75,000,000 9 5-25%
METRO AG EUROPE Y 15 14 75,000,000 12 > 95%
METSA BOARD CORPORATION EUROPE Y 13 12.3 50,000,000 9 > 95%
METSO OYJ EUROPE Y 13 11 12,500,000 2 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 16 13 150,000,000 22 5-25%
MGM RESORTS INTERNATIONAL AMERICAS Y 15 13 75,000,000 16 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN 8 7 10,000,000 1 > 95%
MITSUBISHI CORPORATION JAPAN Y 10 8 10,000,000 2 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 11 6 10,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 9 6 7,500,000 1 > 95%
MITSUI & CO., LTD. JAPAN Y 11 8 7,500,000 2 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 13 11.3 50,000,000 8 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 9 7.3 7,500,000 1 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 13 10.7 25,000,000 6 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 8 3 2,500,000 0 > 95%
MIZUHO BANK, LTD. JAPAN Y 12 8.3 22,500,000 3 > 95%
MMO2 PLC EUROPE Y 12 7.7 5,000,000 1 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 12 9.7 22,500,000 4 25-75%
MOLSON COORS BREWING COMPANY AMERICAS 9 6 5,000,000 1 25-75%
MONDELEZ INTERNATIONAL, INC. AMERICAS,EUROPE Y 14 11.7 75,000,000 12 25-75%
MONSANTO COMPANY AMERICAS 10 7 7,500,000 1 25-75%
MORGAN STANLEY AMERICAS Y 15 13.3 250,000,000 28 5-25%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 15 12 75,000,000 11 5-25%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 15 14 125,000,000 13 > 95%
MURPHY OIL CORPORATION AMERICAS 9 8.3 7,500,000 1 25-75%
NABORS INDUSTRIES, INC. AMERICAS Y 15 12.3 75,000,000 9 25-75%
NALCO COMPANY AMERICAS Y 11 9 17,500,000 4 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 14 12 75,000,000 11 > 95%
NATIONAL GRID PLC EUROPE Y 15 12 22,500,000 4 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 12 10.7 25,000,000 5 25-75%
NATIONWIDE BUILDING SOCIETY EUROPE Y 8 3.3 5,000,000 0 > 95%
NATIXIS EUROPE 7 3.7 5,000,000 0 > 95%
NEC CORPORATION JAPAN Y 13 10.3 12,500,000 3 > 95%
NESTLE S.A. EUROPE Y 15 11.7 15,000,000 2 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 12 10.7 50,000,000 7 5-25%
NEW ZEALAND SOVEREIGN Y 10 6 50,000,000 3 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 12 10 50,000,000 7 25-75%
NEWMONT MINING CORPORATION AMERICAS 11 10.3 50,000,000 12 5-25%
NEWMONT USA LIMITED AMERICAS 8 5 5,000,000 1 25-75%
NEWS AMERICA INCORPORATED AMERICAS Y 9 6 5,000,000 1 25-75%
NEXEN INC. AMERICAS 9 5.7 2,500,000 1 25-75%
NEXT PLC EUROPE Y 15 13 50,000,000 6 > 95%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS 12 9 10,000,000 2 25-75%
NIPPON PAPER INDUSTRIES CO.,LTD. JAPAN Y 13 11.7 50,000,000 9 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN Y 12 10.3 22,500,000 4 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 11 9.3 15,000,000 2 > 95%
NISOURCE FINANCE CORP. AMERICAS 8 6.3 7,500,000 2 25-75%
NISSAN MOTOR CO., LTD. JAPAN Y 11 10.3 15,000,000 2 > 95%
NOBLE CORPORATION AMERICAS 9 7 7,500,000 2 25-75%
NOBLE ENERGY, INC. AMERICAS 9 8.7 7,500,000 2 25-75%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 12 8.7 12,500,000 2 > 95%
NOKIA OYJ EUROPE Y 15 14.3 125,000,000 21 > 95%
NOMURA HOLDINGS, INC. JAPAN Y 11 9 7,500,000 2 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 11 6.7 5,000,000 1 > 95%
NORBORD INC. AMERICAS Y 14 11.3 50,000,000 7 5-25%
NORDEA BANK AB EUROPE 10 6.7 10,000,000 1 > 95%
NORDSTROM, INC. AMERICAS Y 11 10.7 50,000,000 8 25-75%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 12 11 50,000,000 7 25-75%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 16 14.3 100,000,000 25 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS Y 10 9.7 22,500,000 5 25-75%
NOVA CHEMICALS CORPORATION AMERICAS Y 12 10 15,000,000 6 < 5%
NOVARTIS AG EUROPE 13 10.3 12,500,000 2 > 95%
NRG ENERGY, INC. AMERICAS Y 12 11 50,000,000 11 < 5%
NTC S.A. EUROPE 12 6 10,000,000 1 > 95%
NUCOR CORPORATION AMERICAS 13 11.3 25,000,000 4 25-75%
NXP B.V. EUROPE Y 13 12.3 75,000,000 11 > 95%
OBAYASHI CORPORATION JAPAN Y 10 7 7,500,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 11 9.3 10,000,000 2 25-75%
ODYSSEY RE HOLDINGS CORP. AMERICAS 10 6.7 7,500,000 2 25-75%
OFFICE DEPOT, INC. AMERICAS 12 11 50,000,000 8 5-25%
OJI HOLDINGS CORPORATION JAPAN Y 10 8.3 22,500,000 4 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE Y 12 9 17,500,000 3 > 95%
OLIN CORPORATION AMERICAS Y 13 11.7 50,000,000 10 25-75%
OMNICOM GROUP INC. AMERICAS Y 11 10.3 50,000,000 6 25-75%
ONEOK PARTNERS, L.P. AMERICAS 11 7 5,000,000 1 25-75%
ONEOK, INC. AMERICAS 12 10.7 22,500,000 4 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 13 12.3 100,000,000 15 > 95%
OPEN JOINT STOCK COMPANY "OIL COMPANY ROSNEFT" EUROPE Y 10 6 7,500,000 0 > 95%
ORACLE AMERICA, INC. AMERICAS 7 4.7 5,000,000 1 25-75%
ORACLE CORPORATION AMERICAS 9 7.7 5,000,000 1 25-75%
ORANGE EUROPE Y 15 14.3 100,000,000 14 > 95%
ORIX CORPORATION JAPAN Y 13 10 17,500,000 3 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 13 10 7,500,000 1 > 95%
OWENS CORNING AMERICAS 7 4.7 7,500,000 1 25-75%
OWENS-ILLINOIS, INC. AMERICAS Y 12 10.3 12,500,000 6 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS 8 6.3 10,000,000 1 5-25%
PACKAGING CORPORATION OF AMERICA AMERICAS 9 8.7 25,000,000 5 5-25%
PACTIV LLC AMERICAS Y 13 11 20,000,000 5 25-75%
PANASONIC CORPORATION JAPAN Y 12 10.3 25,000,000 5 > 95%
PARKER DRILLING COMPANY AMERICAS Y 12 9 10,000,000 4 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN Y 15 10.7 15,000,000 2 > 95%
PEABODY ENERGY CORPORATION AMERICAS 9 7.3 7,500,000 2 < 5%
PEARSON PLC EUROPE Y 14 13 50,000,000 8 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 16 14.7 475,000,000 42 > 95%
PEPCO HOLDINGS, INC. AMERICAS 10 6.7 5,000,000 1 25-75%
PEPSICO, INC. AMERICAS 9 7 10,000,000 2 5-25%
PERNOD RICARD EUROPE Y 15 12.7 50,000,000 8 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS Y 15 13.7 50,000,000 5 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS Y 10 7.3 15,000,000 2 > 95%
PETROLEOS MEXICANOS AMERICAS Y 15 13 100,000,000 9 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN Y 14 9.3 10,000,000 2 > 95%
PEUGEOT SA EUROPE Y 16 14.7 150,000,000 27 > 95%
PFIZER INC. AMERICAS Y 11 9 17,500,000 3 25-75%
PHH CORPORATION AMERICAS Y 9 7.3 7,500,000 2 25-75%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS 7 5.3 5,000,000 1 < 5%
PILKINGTON GROUP LIMITED EUROPE 9 6.3 7,500,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 12 10.3 22,500,000 5 5-25%
PITNEY BOWES INC. AMERICAS Y 12 11.3 75,000,000 13 25-75%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS 11 8.3 10,000,000 2 < 5%
POLYONE CORPORATION AMERICAS Y 10 8.3 10,000,000 4 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE Y 12 9.3 50,000,000 3 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 14 13.7 100,000,000 22 > 95%
PORTUGUESE REPUBLIC SOVEREIGN Y 17 14.3 225,000,000 20 > 95%
POSCO ASIA EX-JAPAN Y 15 13 25,000,000 4 > 95%
POSTNL N.V. EUROPE Y 14 12.3 75,000,000 18 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS 11 9.7 12,500,000 3 25-75%
PPG INDUSTRIES, INC. AMERICAS 12 10.3 50,000,000 6 25-75%
PPL ENERGY SUPPLY, LLC AMERICAS 13 10.3 15,000,000 4 25-75%
PRAXAIR, INC. AMERICAS 10 6.7 5,000,000 1 25-75%
PRIDE INTERNATIONAL, INC. AMERICAS Y 11 9.3 12,500,000 3 < 5%
PROGRESS ENERGY, INC. AMERICAS Y 11 9.7 15,000,000 3 25-75%
PROLOGIS, L.P. AMERICAS 9 9 17,500,000 4 25-75%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 10 7 7,500,000 1 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS 11 10.3 22,500,000 4 25-75%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE Y 11 8.7 12,500,000 3 > 95%
PSEG POWER LLC AMERICAS 10 7 7,500,000 2 25-75%
PUBLICIS GROUPE SA EUROPE Y 14 12.7 25,000,000 5 > 95%
PULTEGROUP, INC. AMERICAS Y 14 12.3 100,000,000 20 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 16 12.3 100,000,000 14 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 14 9.7 50,000,000 5 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 12 11 50,000,000 8 5-25%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 11 7.7 10,000,000 2 < 5%
QWEST CORPORATION AMERICAS Y 10 7.7 12,500,000 3 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 13 12 75,000,000 18 5-25%
RADIAN GROUP INC. AMERICAS Y 15 13.3 175,000,000 24 5-25%
RADIOSHACK CORPORATION AMERICAS Y 16 13.3 100,000,000 28 < 5%
RALLYE EUROPE Y 16 14.3 75,000,000 13 > 95%
RAYTHEON COMPANY AMERICAS Y 13 11 22,500,000 5 25-75%
REALOGY GROUP LLC AMERICAS Y 11 10 50,000,000 8 < 5%
REED ELSEVIER PLC EUROPE Y 13 12 25,000,000 5 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 14 11.3 12,500,000 2 > 95%
RENAULT EUROPE Y 15 13.3 125,000,000 16 > 95%
RENTOKIL INITIAL PLC EUROPE Y 15 13.3 75,000,000 8 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 12 8 12,500,000 1 > 95%
REPSOL, S.A. EUROPE Y 14 13 50,000,000 6 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN Y 15 13 175,000,000 7 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 13 10.7 50,000,000 4 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 12 11.3 50,000,000 4 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 16 13.3 125,000,000 11 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 16 12.3 50,000,000 4 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 8 5 5,000,000 0 > 95%
REPUBLIC OF ESTONIA SOVEREIGN 10 5 7,500,000 1 > 95%
REPUBLIC OF FINLAND SOVEREIGN Y 11 7.7 50,000,000 1 > 95%
REPUBLIC OF ICELAND SOVEREIGN 11 9 12,500,000 1 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 15 14.7 225,000,000 25 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 16 15 975,000,000 51 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN Y 13 10.3 50,000,000 4 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 15 15 350,000,000 24 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 14 10.3 22,500,000 3 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN Y 13 9.7 15,000,000 2 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 14 11.7 25,000,000 4 > 95%
REPUBLIC OF PERU SOVEREIGN Y 15 13.7 100,000,000 10 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 14 11 100,000,000 7 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN Y 13 9.7 25,000,000 2 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 16 15.3 325,000,000 33 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 16 15.3 175,000,000 18 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 17 16 800,000,000 59 > 95%
REPUBLIC SERVICES, INC. AMERICAS 10 7.7 15,000,000 2 25-75%
RESONA BANK, LIMITED JAPAN Y 9 6 7,500,000 1 > 95%
REXAM PLC EUROPE 14 10.7 15,000,000 3 > 95%
REXEL DEVELOPPEMENT SAS EUROPE 8 3 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 13 10.7 15,000,000 4 5-25%
RHODIA EUROPE Y 13 8.3 20,000,000 3 > 95%
RICOH COMPANY, LTD. JAPAN Y 8 5.7 12,500,000 1 > 95%
RIO TINTO ALCAN INC. AMERICAS Y 13 10.7 50,000,000 6 25-75%
RIO TINTO LIMITED AUSTRALIA NZ Y 15 12.3 125,000,000 16 > 95%
RITE AID CORPORATION AMERICAS Y 13 11 50,000,000 14 < 5%
ROCHE HOLDINGS, INC. EUROPE 11 8.7 10,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS 9 6 7,500,000 1 < 5%
ROHM AND HAAS COMPANY AMERICAS Y 11 10.3 50,000,000 6 25-75%
ROLLS-ROYCE PLC EUROPE Y 14 12 20,000,000 3 > 95%
ROMANIA SOVEREIGN Y 14 10.3 50,000,000 4 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE Y 13 10 12,500,000 3 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 15 12.7 50,000,000 13 < 5%
ROYAL DUTCH SHELL PLC EUROPE Y 14 12 50,000,000 4 > 95%
RPM INTERNATIONAL INC. AMERICAS 12 8.7 10,000,000 3 25-75%
RUSSIAN AGRICULTURAL BANK EUROPE Y 14 9.3 17,500,000 1 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 17 14.7 650,000,000 54 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 15 14 75,000,000 9 > 95%
RYDER SYSTEM, INC. AMERICAS Y 12 10.7 50,000,000 6 25-75%
SABMILLER PLC EUROPE Y 13 9.3 20,000,000 3 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 14 11.3 50,000,000 7 5-25%
SAFEWAY INC. AMERICAS Y 16 13 75,000,000 16 5-25%
SAFEWAY LIMITED EUROPE Y 14 12 20,000,000 4 > 95%
SAKS INCORPORATED AMERICAS Y 13 11 50,000,000 9 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 10 6.7 7,500,000 1 > 95%
SANMINA-SCI CORPORATION AMERICAS Y 11 8 15,000,000 4 < 5%
SANOFI EUROPE Y 13 11.3 17,500,000 3 > 95%
SANTANDER UK PLC EUROPE 10 6 5,000,000 1 > 95%
SBERBANK EUROPE Y 15 11.7 50,000,000 4 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 11 9.7 22,500,000 6 > 95%
SCANIA AKTIEBOLAG EUROPE 12 9.3 15,000,000 2 > 95%
SCHAEFFLER FINANCE B.V. EUROPE Y 12 11.7 50,000,000 7 > 95%
SCHLUMBERGER N.V. AMERICAS 7 5.7 5,000,000 1 25-75%
SCHNEIDER ELECTRIC SA EUROPE 13 11 12,500,000 2 > 95%
SCOR SE EUROPE 13 7.3 5,000,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED EUROPE 7 4.3 2,500,000 1 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 10 8.7 10,000,000 4 < 5%
SEALED AIR CORPORATION AMERICAS Y 13 11.7 25,000,000 7 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 13 10.3 25,000,000 8 5-25%
SECURITAS AB EUROPE 12 8.7 10,000,000 2 > 95%
SEMPRA ENERGY AMERICAS Y 12 10.3 22,500,000 4 25-75%
SES EUROPE Y 11 10 15,000,000 3 > 95%
SHARP CORPORATION JAPAN Y 12 9.3 10,000,000 6 > 95%
SHIMIZU CORPORATION JAPAN Y 11 7 7,500,000 1 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 12 7.3 7,500,000 1 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE Y 15 13.3 50,000,000 5 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 10 10 25,000,000 6 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 13 8.3 12,500,000 2 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ Y 12 7 17,500,000 3 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 13 9.3 7,500,000 2 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE 11 5.7 5,000,000 1 > 95%
SLM CORPORATION AMERICAS Y 14 12 75,000,000 10 25-75%
SLOVAK REPUBLIC SOVEREIGN Y 13 8 50,000,000 3 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN Y 13 10 12,500,000 2 > 95%
SMITHFIELD FOODS, INC. AMERICAS Y 12 10.7 50,000,000 12 < 5%
SMITHS GROUP PLC EUROPE 11 8.7 10,000,000 2 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 14 11 50,000,000 5 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 15 11 50,000,000 5 > 95%
SOCIETE AIR FRANCE EUROPE Y 14 13.3 100,000,000 18 > 95%
SOCIETE GENERALE EUROPE Y 15 13 150,000,000 17 > 95%
SODEXO EUROPE Y 14 9.7 12,500,000 2 > 95%
SOFTBANK CORP. JAPAN Y 10 9 10,000,000 2 > 95%
SOLVAY EUROPE Y 13 12.7 25,000,000 5 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN Y 6 3 2,500,000 0 > 95%
SONY CORPORATION JAPAN Y 14 11.7 50,000,000 7 > 95%
SOUTHWEST AIRLINES CO. AMERICAS Y 15 12 75,000,000 11 25-75%
SPECTRA ENERGY CAPITAL, LLC AMERICAS 13 10.3 17,500,000 3 25-75%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 12 10.7 20,000,000 5 5-25%
SPRINT COMMUNICATIONS, INC. AMERICAS 14 8.3 75,000,000 8 5-25%
SSE PLC EUROPE 7 4 2,500,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 15 13.7 125,000,000 15 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE Y 13 9.3 15,000,000 3 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 14 11.7 50,000,000 9 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS 13 10.3 50,000,000 5 25-75%
STAPLES, INC. AMERICAS Y 13 11.3 50,000,000 8 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 14 12 50,000,000 6 < 5%
STATE BANK OF INDIA ASIA EX-JAPAN Y 15 12.7 22,500,000 3 > 95%
STATE CORPORATION "BANK FOR DEVELOPMENT AND FOREIGN ECONOMIC AFFAIRS (VNESHECONOMBANK)" EUROPE 11 4.7 5,000,000 0 > 95%
STATE OF CALIFORNIA AMERICAS Y 7 3.3 2,500,000 0 > 95%
STATE OF FLORIDA AMERICAS Y 4 1.3 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 5 3.3 5,000,000 1 > 95%
STATE OF ISRAEL SOVEREIGN Y 14 11.7 50,000,000 6 > 95%
STATE OF MICHIGAN AMERICAS Y 3 1.7 2,500,000 0 > 95%
STATE OF NEW JERSEY AMERICAS Y 4 1.7 2,500,000 0 > 95%
STATE OF NEW YORK AMERICAS Y 4 1.3 2,500,000 0 75-95%
STATE OF QATAR SOVEREIGN Y 14 12.3 50,000,000 4 > 95%
STATE OF TEXAS AMERICAS Y 2 0.7 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 13 10.7 15,000,000 3 > 95%
STENA AKTIEBOLAG EUROPE Y 13 12.3 50,000,000 10 > 95%
STMICROELECTRONICS N.V. EUROPE Y 15 12.7 25,000,000 5 > 95%
STORA ENSO OYJ EUROPE Y 15 13.7 125,000,000 14 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE Y 13 11.3 50,000,000 7 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN Y 10 7.7 17,500,000 3 > 95%
SUMITOMO CORPORATION JAPAN Y 11 7.7 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 14 10 15,000,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 10 7.3 7,500,000 1 > 95%
SUNCOR ENERGY INC. AMERICAS 10 8 12,500,000 2 5-25%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 11 9.3 15,000,000 6 < 5%
SUNOCO, INC. AMERICAS Y 11 8.7 17,500,000 4 25-75%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE Y 12 12 50,000,000 8 > 95%
SUPERVALU INC. AMERICAS Y 15 12 75,000,000 18 5-25%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE Y 13 10 10,000,000 2 > 95%
SVENSKA HANDELSBANKEN AB EUROPE 10 6.3 5,000,000 1 > 95%
SWEDBANK AB EUROPE 11 7.3 7,500,000 1 > 95%
SWEDISH MATCH AB EUROPE Y 14 9.7 7,500,000 2 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 14 8.3 7,500,000 1 > 95%
SWISS CONFEDERATION SOVEREIGN 1 0.7 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD EUROPE Y 14 13.3 125,000,000 12 > 95%
SWISSCOM LTD. EUROPE 10 8 10,000,000 2 > 95%
SYNGENTA AG EUROPE 13 9 7,500,000 1 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 8 3.7 7,500,000 1 > 95%
TAISEI CORPORATION JAPAN Y 11 8.7 7,500,000 1 > 95%
TALISMAN ENERGY INC. AMERICAS 12 10.3 15,000,000 5 5-25%
TARGET CORPORATION AMERICAS Y 11 10.3 50,000,000 7 25-75%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE Y 14 12 50,000,000 6 > 95%
TDC A/S EUROPE Y 11 8.7 15,000,000 3 > 95%
TE CONNECTIVITY LTD. AMERICAS 8 6.3 5,000,000 2 25-75%
TECHNIP EUROPE Y 12 9 5,000,000 1 > 95%
TECK RESOURCES LIMITED AMERICAS 11 10 25,000,000 5 5-25%
TECO ENERGY, INC. AMERICAS 8 4.3 2,500,000 1 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ Y 16 11 25,000,000 8 > 95%
TELECOM ITALIA SPA EUROPE Y 17 16 225,000,000 35 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 13 12.3 50,000,000 9 > 95%
TELEFONICA, S.A. EUROPE Y 16 15 125,000,000 20 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS 7 4.7 7,500,000 1 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 15 13.3 50,000,000 8 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN Y 12 7.3 7,500,000 2 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE 10 4.3 7,500,000 0 > 95%
TELENOR ASA EUROPE Y 14 13 22,500,000 4 > 95%
TELEVISION FRANCAISE 1 EUROPE 8 4.3 5,000,000 1 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 15 13.3 50,000,000 6 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 16 13.3 75,000,000 12 > 95%
TELUS CORPORATION AMERICAS 12 9 17,500,000 4 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN Y 11 6 7,500,000 2 > 95%
TEMPLE-INLAND INC. AMERICAS Y 13 11.3 50,000,000 5 25-75%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 10 7.3 10,000,000 2 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 13 11 50,000,000 13 5-25%
TESCO PLC EUROPE Y 15 14 75,000,000 8 > 95%
TESORO CORPORATION AMERICAS Y 11 10.7 50,000,000 12 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LIMITED AMERICAS 6 2.7 2,500,000 0 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 15 12 75,000,000 19 < 5%
TEXAS INSTRUMENTS INCORPORATED AMERICAS 10 7 10,000,000 2 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 12 11 20,000,000 4 25-75%
TEXTRON INC. AMERICAS 12 9.7 22,500,000 4 25-75%
THALES EUROPE 12 10.7 12,500,000 2 > 95%
THE AES CORPORATION AMERICAS Y 13 11 25,000,000 9 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 11 10.3 50,000,000 5 25-75%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 14 10 20,000,000 3 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 12 9 15,000,000 3 25-75%
THE BOEING COMPANY AMERICAS 11 10.3 50,000,000 5 5-25%
THE CHUBB CORPORATION AMERICAS Y 11 9.7 15,000,000 4 25-75%
THE CITY OF NEW YORK AMERICAS Y 4 2 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS 10 9 15,000,000 3 25-75%
THE COCA-COLA COMPANY AMERICAS 9 5.3 7,500,000 1 25-75%
THE COMMONWEALTH OF MASSACHUSETTS AMERICAS Y 1 0.3 2,500,000 0 > 95%
THE DOW CHEMICAL COMPANY AMERICAS Y 14 13 100,000,000 11 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 13 10 10,000,000 2 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 14 9.7 12,500,000 2 > 95%
THE GAP, INC. AMERICAS Y 13 11.3 75,000,000 14 5-25%
THE GOLDMAN SACHS GROUP, INC. AMERICAS Y 16 14.7 175,000,000 21 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 14 11.7 50,000,000 15 < 5%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 13 11.3 50,000,000 6 5-25%
THE HERSHEY COMPANY AMERICAS 11 9.3 17,500,000 3 5-25%
THE HERTZ CORPORATION AMERICAS Y 15 12 50,000,000 17 5-25%
THE HILLSHIRE BRANDS COMPANY AMERICAS Y 13 11 50,000,000 10 5-25%
THE HOME DEPOT, INC. AMERICAS Y 13 11.7 50,000,000 6 25-75%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN Y 13 8.7 7,500,000 2 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS Y 11 9.3 12,500,000 4 25-75%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 11 7.3 7,500,000 1 > 95%
THE JONES GROUP INC. AMERICAS Y 15 13.3 100,000,000 16 5-25%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 10 7.3 5,000,000 1 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 12 8.7 12,500,000 2 > 95%
THE KROGER CO. AMERICAS Y 12 11 75,000,000 10 25-75%
THE LUBRIZOL CORPORATION AMERICAS 9 5.7 10,000,000 2 25-75%
THE MCCLATCHY COMPANY AMERICAS Y 14 12.7 50,000,000 12 5-25%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 14 11 50,000,000 11 5-25%
THE NEW YORK TIMES COMPANY AMERICAS Y 13 12 50,000,000 10 25-75%
THE NIELSEN COMPANY B.V. EUROPE Y 13 11.7 50,000,000 4 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS Y 10 10 50,000,000 4 5-25%
THE RANK GROUP PLC EUROPE Y 15 9 12,500,000 2 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 14.3 250,000,000 33 > 95%
THE RYLAND GROUP, INC. AMERICAS Y 15 11.7 50,000,000 9 5-25%
THE SERVICEMASTER COMPANY AMERICAS 9 6 7,500,000 2 25-75%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 13 11.3 50,000,000 5 25-75%
THE TJX COMPANIES, INC. AMERICAS Y 13 9 15,000,000 2 25-75%
THE TRAVELERS COMPANIES, INC. AMERICAS 9 8.7 12,500,000 3 25-75%
THE WALT DISNEY COMPANY AMERICAS Y 12 9.7 50,000,000 6 25-75%
THE WESTERN UNION COMPANY AMERICAS 10 9.3 50,000,000 8 25-75%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 10 9 10,000,000 2 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE 13 11 17,500,000 3 > 95%
THYSSENKRUPP AG EUROPE Y 15 14 150,000,000 23 > 95%
TIME WARNER CABLE INC. AMERICAS Y 14 12.7 50,000,000 13 < 5%
TIME WARNER INC. AMERICAS Y 14 11.7 50,000,000 6 25-75%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 11 6.7 5,000,000 1 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN Y 11 9.7 15,000,000 4 > 95%
TOLL BROTHERS, INC. AMERICAS Y 15 12.7 50,000,000 8 25-75%
TOMKINS LIMITED EUROPE Y 12 9 22,500,000 3 > 95%
TOSHIBA CORPORATION JAPAN Y 11 10 20,000,000 5 > 95%
TOTAL SA EUROPE Y 13 10.7 22,500,000 3 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 11 9 15,000,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 9 3.3 2,500,000 0 > 95%
TOYS "R" US, INC. AMERICAS Y 13 11.7 75,000,000 19 5-25%
TRANE INC. AMERICAS 9 5.7 10,000,000 2 25-75%
TRANSALTA CORPORATION AMERICAS 4 3 2,500,000 0 25-75%
TRANSCANADA PIPELINES LIMITED AMERICAS 9 7 7,500,000 1 5-25%
TRANSOCEAN INC. AMERICAS Y 12 10.7 75,000,000 12 5-25%
TRANSOCEAN WORLDWIDE INC. AMERICAS 12 8.7 17,500,000 2 25-75%
TRW AUTOMOTIVE INC. AMERICAS Y 12 10.7 25,000,000 10 < 5%
TUI AG EUROPE Y 13 12.7 75,000,000 14 > 95%
TYCO INTERNATIONAL LTD. AMERICAS 10 8 15,000,000 4 5-25%
TYSON FOODS, INC. AMERICAS Y 13 11.3 50,000,000 9 25-75%
UBM PLC EUROPE 13 9.3 5,000,000 1 > 95%
UBS AG EUROPE Y 15 14.3 100,000,000 11 > 95%
UDR, INC. AMERICAS 4 3.3 2,500,000 0 25-75%
UKRAINE SOVEREIGN Y 15 13.7 100,000,000 14 > 95%
UNIBAIL-RODAMCO SE EUROPE 12 11 15,000,000 2 > 95%
UNICREDIT BANK AG EUROPE 12 9 12,500,000 2 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 16 14.7 175,000,000 26 > 95%
UNILEVER N.V. EUROPE Y 14 12 50,000,000 4 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 12 10.7 25,000,000 5 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE 9 5 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 11 9.3 15,000,000 6 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 12 11 200,000,000 8 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 16 14.3 550,000,000 58 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 13 9.3 10,000,000 2 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS Y 11 9.3 20,000,000 4 25-75%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 11 10.7 22,500,000 8 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS 8 5.7 5,000,000 1 25-75%
UNITED STATES OF AMERICA SOVEREIGN Y 12 10 175,000,000 6 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 13 12.3 75,000,000 22 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS 10 7.3 12,500,000 2 5-25%
UNITED UTILITIES PLC EUROPE Y 15 12.3 20,000,000 5 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 13 10.7 20,000,000 4 25-75%
UNITYMEDIA GMBH EUROPE Y 12 8 12,500,000 2 > 95%
UNITYMEDIA KABELBW GMBH EUROPE Y 14 11.7 50,000,000 6 > 95%
UNIVERSAL CORPORATION AMERICAS 11 7.7 10,000,000 2 25-75%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 13 11 75,000,000 12 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 12 9.7 17,500,000 4 5-25%
UNUM GROUP AMERICAS Y 12 10 17,500,000 3 25-75%
UPC HOLDING B.V. EUROPE Y 15 14 100,000,000 17 > 95%
UPM-KYMMENE OYJ EUROPE Y 16 14 100,000,000 13 > 95%
UST LLC AMERICAS 13 9.3 50,000,000 5 25-75%
V.F. CORPORATION AMERICAS 11 9.7 15,000,000 4 25-75%
VALE CANADA LIMITED AMERICAS 10 5.7 5,000,000 1 25-75%
VALE SA AMERICAS Y 14 9 10,000,000 1 > 95%
VALEO EUROPE Y 14 13 100,000,000 11 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 11 10.3 50,000,000 9 5-25%
VATTENFALL AKTIEBOLAG EUROPE Y 14 10.3 12,500,000 2 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 13 6.3 2,500,000 0 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 14 13.3 75,000,000 9 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 15 12.7 75,000,000 11 25-75%
VIACOM INC. AMERICAS Y 13 11 22,500,000 5 25-75%
VINCI EUROPE Y 15 12.3 50,000,000 7 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 14 13 75,000,000 12 > 95%
VIVENDI EUROPE Y 15 13.3 75,000,000 13 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 14 13.3 50,000,000 13 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE Y 15 13.3 75,000,000 9 > 95%
VORNADO REALTY L.P. AMERICAS Y 11 9.7 20,000,000 5 25-75%
VULCAN MATERIALS COMPANY AMERICAS Y 13 10.3 22,500,000 5 5-25%
WAL-MART STORES, INC. AMERICAS Y 12 11 50,000,000 7 25-75%
WAN HAI LINES LTD. ASIA EX-JAPAN Y 9 4.7 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS 12 9 12,500,000 3 25-75%
WEATHERFORD INTERNATIONAL LTD. AMERICAS Y 11 10.7 50,000,000 6 5-25%
WEATHERFORD INTERNATIONAL, LLC AMERICAS 6 5.3 7,500,000 1 5-25%
WEINGARTEN REALTY INVESTORS AMERICAS 9 6 5,000,000 1 25-75%
WELLPOINT, INC. AMERICAS 11 9 12,500,000 3 5-25%
WELLS FARGO & COMPANY AMERICAS Y 15 13.3 150,000,000 15 5-25%
WENDEL EUROPE Y 15 13.7 50,000,000 9 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS Y 13 9.7 20,000,000 4 25-75%
WESFARMERS LIMITED AUSTRALIA NZ Y 14 10.3 50,000,000 5 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 15 11.7 75,000,000 8 > 95%
WESTLB AG EUROPE 10 5.7 5,000,000 1 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 15 12.7 75,000,000 10 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 14 12 75,000,000 11 5-25%
WHIRLPOOL CORPORATION AMERICAS Y 15 12.3 75,000,000 11 25-75%
WIND ACQUISITION FINANCE S.A. EUROPE Y 14 13 75,000,000 15 > 95%
WINDSTREAM CORPORATION AMERICAS Y 14 12.3 75,000,000 15 < 5%
WOLTERS KLUWER N.V. EUROPE Y 15 14 50,000,000 8 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ Y 11 8.7 25,000,000 3 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 9 7.3 17,500,000 3 > 95%
WOORI BANK ASIA EX-JAPAN Y 14 10.7 20,000,000 3 > 95%
WPP 2005 LIMITED EUROPE Y 14 12 22,500,000 5 > 95%
WYETH LLC AMERICAS 10 8.7 50,000,000 4 5-25%
WYNDHAM WORLDWIDE CORPORATION AMERICAS 8 6.3 7,500,000 1 5-25%
XCEL ENERGY INC. AMERICAS 7 4.3 2,500,000 0 5-25%
XEROX CORPORATION AMERICAS Y 13 11.3 50,000,000 12 < 5%
XLIT LTD. AMERICAS Y 15 12 50,000,000 8 25-75%
XSTRATA CANADA CORPORATION AMERICAS 10 6 5,000,000 1 25-75%
XSTRATA LIMITED EUROPE 14 12 25,000,000 4 > 95%
XTO ENERGY INC. AMERICAS Y 11 7.7 12,500,000 3 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE 12 7.3 2,500,000 1 > 95%
YRC WORLDWIDE INC. AMERICAS 11 8.7 5,000,000 1 5-25%
YUM! BRANDS, INC. AMERICAS Y 13 11 50,000,000 6 5-25%
ZURICH INSURANCE COMPANY LTD EUROPE Y 15 13.7 75,000,000 8 > 95%
3I GROUP PLC EUROPE Y 10 7.3 7,500,000 1 > 95%
3M COMPANY AMERICAS 9 8 20,000,000 4 25-75%
dtccdotcom