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

The sample covers the three month period beginning December 20, 2010 through March 19, 2011

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
3I GROUP PLC Europe   11 7.3 2,500,000 0 > 95%
3M COMPANY Americas   11 7.7 5,000,000 1 5-25%
ABB INTERNATIONAL FINANCE LIMITED Europe   15 12.0 15,000,000 2 > 95%
ABBOTT LABORATORIES Americas   14 11.3 12,500,000 2 5-25%
ABN AMRO BANK N.V. Europe   5 1.7 2,500,000 0 > 95%
ABU DHABI Sovereign Y 15 12.7 50,000,000 9 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   14 10.0 10,000,000 1 > 95%
ACCOR Europe Y 16 15.3 50,000,000 7 > 95%
ACE LIMITED Americas Y 16 14.0 50,000,000 4 25-75%
ACOM CO., LTD. Japan   15 12.3 15,000,000 7 > 95%
ADECCO S.A. Europe Y 16 14.7 20,000,000 2 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 12.0 22,500,000 6 < 5%
AEGON N.V. Europe Y 16 14.7 50,000,000 7 > 95%
AEON CO., LTD. Japan Y 7 4.3 2,500,000 0 > 95%
AETNA INC. Americas Y 16 14.7 22,500,000 4 25-75%
AGRIUM INC. Americas   12 10.3 7,500,000 1 5-25%
AIR PRODUCTS AND CHEMICALS, INC. Americas   14 11.0 10,000,000 2 5-25%
AK STEEL CORPORATION Americas Y 13 11.3 17,500,000 5 < 5%
AKTIEBOLAGET ELECTROLUX Europe   15 13.7 50,000,000 3 > 95%
AKTIEBOLAGET SKF Europe   10 4.3 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe Y 16 14.3 75,000,000 7 > 95%
AKZO NOBEL N.V. Europe Y 17 15.7 50,000,000 4 > 95%
ALCATEL LUCENT Europe   16 16.0 75,000,000 11 > 95%
ALCATEL-LUCENT USA INC. Americas   14 11.0 10,000,000 2 < 5%
ALCOA INC. Americas Y 16 15.3 100,000,000 19 5-25%
ALL NIPPON AIRWAYS CO., LTD. Japan   10 7.0 7,500,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas   15 10.7 10,000,000 2 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   2 0.7 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe   16 14.3 50,000,000 6 > 95%
ALLIANDER N.V. Europe   12 6.3 5,000,000 0 > 95%
ALLIANZ SE Europe Y 16 14.7 75,000,000 6 > 95%
ALLIED DOMECQ LIMITED Europe   15 7.0 2,500,000 1 > 95%
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY Europe   13 11.3 20,000,000 4 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas   11 7.0 5,000,000 1 < 5%
ALLTEL CORPORATION Americas   14 12.0 50,000,000 4 25-75%
ALSTOM Europe Y 16 13.7 50,000,000 5 > 95%
ALTADIS SA Europe   16 12.7 50,000,000 5 > 95%
ALTRIA GROUP, INC. Americas Y 16 15.3 75,000,000 9 5-25%
AMCOR LTD Australia NZ   14 11.0 12,500,000 2 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   7 3.7 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 15 14.0 50,000,000 7 5-25%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 15.0 22,500,000 4 25-75%
AMERICAN EXPRESS COMPANY Americas Y 16 15.0 50,000,000 5 5-25%
AMERICAN GENERAL FINANCE CORPORATION Americas   12 9.7 10,000,000 2 5-25%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 16 14.7 100,000,000 11 5-25%
AMERISOURCEBERGEN CORPORATION Americas   12 9.3 10,000,000 2 < 5%
AMGEN INC. Americas Y 16 13.7 20,000,000 3 5-25%
AMKOR TECHNOLOGY, INC. Americas Y 14 11.7 12,500,000 3 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   9 6.7 5,000,000 1 > 95%
AMR CORPORATION Americas Y 13 11.0 7,500,000 2 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 16 15.3 50,000,000 8 5-25%
ANGLO AMERICAN PLC Europe Y 16 16.0 50,000,000 5 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   14 11.7 12,500,000 2 5-25%
ANHEUSER-BUSCH INBEV Europe 9 6.7 7,500,000 1 > 95%
AON CORPORATION Americas   15 12.0 15,000,000 3 25-75%
APACHE CORPORATION Americas   15 12.3 50,000,000 5 5-25%
ARAB REPUBLIC OF EGYPT Sovereign   14 11.7 50,000,000 12 > 95%
ARAMARK CORPORATION Americas Y 13 11.7 7,500,000 2 5-25%
ARCELORMITTAL Europe Y 16 16.0 125,000,000 22 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   14 11.0 12,500,000 2 25-75%
ARGENTINE REPUBLIC Sovereign Y 15 13.7 175,000,000 17 > 95%
ARROW ELECTRONICS, INC. Americas Y 16 15.7 75,000,000 10 5-25%
ARVINMERITOR, INC. Americas Y 14 12.7 20,000,000 5 5-25%
ASHLAND INC. Americas   12 6.0 2,500,000 0 25-75%
ASSA ABLOY AB Europe   13 7.3 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 15.3 75,000,000 8 > 95%
ASSURED GUARANTY CORP. Americas   15 13.0 50,000,000 4 < 5%
ASTRAZENECA PLC Europe   12 9.0 15,000,000 1 > 95%
AT&T CORP. Americas   13 8.7 5,000,000 1 25-75%
AT&T INC. Americas Y 16 15.0 75,000,000 8 25-75%
AT&T MOBILITY LLC Americas Y 16 13.0 12,500,000 3 25-75%
ATLANTIA S.P.A. Europe   16 14.3 15,000,000 2 > 95%
ATLAS COPCO AKTIEBOLAG Europe   12 7.7 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ   14 12.3 50,000,000 3 > 95%
AUTOZONE, INC. Americas Y 16 15.0 50,000,000 5 25-75%
AVALONBAY COMMUNITIES, INC. Americas   12 7.7 10,000,000 2 5-25%
AVIS BUDGET CAR RENTAL, LLC Americas Y 14 11.0 10,000,000 3 < 5%
AVIS BUDGET GROUP, INC. Americas   16 12.7 17,500,000 3 25-75%
AVIVA PLC Europe Y 16 15.3 75,000,000 8 > 95%
AVNET, INC. Americas Y 16 14.7 20,000,000 3 5-25%
AVON PRODUCTS, INC. Americas   15 12.3 17,500,000 3 5-25%
AXA Europe Y 16 15.3 100,000,000 9 > 95%
BAA FUNDING LIMITED Europe   16 12.7 17,500,000 2 > 95%
BAE SYSTEMS PLC Europe Y 16 15.3 50,000,000 4 > 95%
BAKER HUGHES INCORPORATED Americas   12 8.3 5,000,000 1 5-25%
BANCA ITALEASE S.P.A. Europe   13 7.7 7,500,000 1 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 15.3 75,000,000 9 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   9 4.3 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   12 8.0 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 16 15.3 150,000,000 14 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   17 15.0 50,000,000 7 > 95%
BANCO DE SABADELL, S.A. Europe   13 11.3 12,500,000 2 > 95%
BANCO ESPIRITO SANTO, S.A. Europe Y 17 15.7 75,000,000 9 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe   17 13.3 50,000,000 4 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   11 8.0 10,000,000 2 > 95%
BANCO SANTANDER, S.A. Europe Y 16 15.7 150,000,000 17 > 95%
BANK OF AMERICA CORPORATION Americas   17 15.7 175,000,000 21 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan   13 11.0 15,000,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 16 14.3 50,000,000 6 > 95%
BANQUE CENTRALE DE TUNISIE Europe Y 13 10.7 7,500,000 1 > 95%
BARCLAYS BANK PLC Europe Y 15 14.0 100,000,000 10 > 95%
BARRICK GOLD CORPORATION Americas Y 16 14.3 20,000,000 4 5-25%
BASF SE Europe Y 17 15.0 50,000,000 4 > 95%
BAUSCH & LOMB INCORPORATED Americas   12 10.0 7,500,000 2 25-75%
BAXTER INTERNATIONAL INC. Americas Y 15 12.7 15,000,000 3 5-25%
BAYER AKTIENGESELLSCHAFT Europe Y 17 15.3 50,000,000 4 > 95%
BAYERISCHE LANDESBANK Europe   11 7.0 10,000,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe Y 17 16.3 75,000,000 10 > 95%
BCE INC. Americas   11 6.3 2,500,000 0 25-75%
BEAZER HOMES USA, INC. Americas Y 15 13.0 50,000,000 7 < 5%
BELLSOUTH CORPORATION Americas   14 10.7 10,000,000 3 25-75%
BELO CORP. Americas Y 16 15.0 20,000,000 4 5-25%
BERKSHIRE HATHAWAY INC. Americas   15 13.3 50,000,000 8 5-25%
BERTELSMANN AG Europe Y 16 15.3 22,500,000 3 > 95%
BEST BUY CO., INC. Americas   11 9.3 7,500,000 1 5-25%
BHP BILLITON LIMITED Australia NZ   15 13.3 50,000,000 4 > 95%
BLOCK FINANCIAL LLC Americas   15 14.0 50,000,000 10 5-25%
BNP PARIBAS Europe Y 16 14.3 100,000,000 12 > 95%
BOEING CAPITAL CORPORATION Americas Y 15 12.0 12,500,000 2 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 14 13.0 150,000,000 15 > 95%
BOMBARDIER INC. Americas Y 14 13.0 22,500,000 4 5-25%
BORGWARNER INC. Americas   14 11.0 12,500,000 2 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 15 12.3 10,000,000 2 5-25%
BOSTON SCIENTIFIC CORPORATION Americas   14 14.0 50,000,000 6 25-75%
BOUYGUES Europe Y 14 10.3 12,500,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 14 12.0 25,000,000 9 < 5%
BP P.L.C. Europe Y 16 15.3 75,000,000 12 > 95%
BRIDGESTONE CORPORATION Japan   8 5.3 5,000,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 15 13.0 20,000,000 3 5-25%
BRITISH AIRWAYS PLC Europe   17 15.7 75,000,000 9 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe Y 17 15.0 50,000,000 5 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe   10 4.3 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe   15 12.7 15,000,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 16.7 75,000,000 7 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   7 4.3 2,500,000 0 25-75%
BRUNSWICK CORPORATION Americas Y 15 13.0 50,000,000 6 5-25%
BUNGE LIMITED FINANCE CORP. Americas   8 5.3 7,500,000 0 < 5%
CA, INC. Americas   16 13.3 17,500,000 3 5-25%
CABLE & WIRELESS LIMITED Europe Y 15 12.7 17,500,000 4 > 95%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 15 12.0 10,000,000 3 > 95%
CADBURY HOLDINGS LIMITED Europe Y 16 14.0 25,000,000 4 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   12 7.0 7,500,000 1 > 95%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe   12 10.0 15,000,000 3 > 95%
CAMPBELL SOUP COMPANY Americas Y 16 14.0 50,000,000 6 5-25%
CANADIAN NATIONAL RAILWAY COMPANY Americas   11 7.0 5,000,000 1 5-25%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 16 14.0 15,000,000 3 5-25%
CAP GEMINI Europe   15 9.3 10,000,000 2 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 16 14.0 50,000,000 5 5-25%
CAPITAL ONE FINANCIAL CORPORATION Americas   15 14.0 50,000,000 7 5-25%
CAPITALAND LIMITED Asia Ex-Japan Y 13 8.7 5,000,000 1 > 95%
CARDINAL HEALTH, INC. Americas Y 16 13.7 20,000,000 4 5-25%
CARGILL, INCORPORATED Americas   14 10.0 7,500,000 1 25-75%
CARLSBERG BREWERIES A/S Europe   11 5.3 2,500,000 0 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   11 8.0 7,500,000 1 > 95%
CARNIVAL CORPORATION Americas Y 16 14.7 75,000,000 8 5-25%
CARREFOUR Europe Y 17 15.3 50,000,000 6 > 95%
CASINO GUICHARD-PERRACHON Europe Y 16 15.3 50,000,000 4 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   13 9.3 5,000,000 1 25-75%
CATERPILLAR INC. Americas Y 16 13.7 25,000,000 8 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan   7 2.7 2,500,000 0 > 95%
CBS CORPORATION Americas Y 16 15.3 75,000,000 11 5-25%
CELESTICA INC. Americas Y 12 8.7 5,000,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   11 5.7 2,500,000 0 25-75%
CENTERPOINT ENERGY, INC. Americas   14 10.0 10,000,000 2 5-25%
CENTEX CORPORATION Americas   16 14.7 50,000,000 6 25-75%
CENTRICA PLC Europe Y 16 15.7 50,000,000 4 > 95%
CHESAPEAKE ENERGY CORPORATION Americas Y 15 13.0 50,000,000 8 < 5%
CHEVRON CORPORATION Americas   11 7.0 2,500,000 0 5-25%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan   9 5.0 2,500,000 0 > 95%
CIGNA CORPORATION Americas Y 16 12.7 12,500,000 3 25-75%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe   16 13.3 17,500,000 3 > 95%
CISCO SYSTEMS, INC. Americas Y 15 12.0 12,500,000 2 < 5%
CITIGROUP INC. Americas   16 14.3 125,000,000 11 5-25%
CITIGROUP JAPAN HOLDINGS CORP. Japan 4 1.3 2,500,000 0 > 95%
CLARIANT AG Europe   17 16.3 100,000,000 13 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 15 14.7 125,000,000 24 5-25%
CMS ENERGY CORPORATION Americas Y 14 10.7 7,500,000 1 < 5%
CNA FINANCIAL CORPORATION Americas   15 10.7 12,500,000 2 25-75%
CNOOC LIMITED Asia Ex-Japan   9 6.0 5,000,000 1 > 95%
COCA-COLA REFRESHMENTS USA, INC. Americas   14 6.3 5,000,000 1 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. Europe   16 14.7 50,000,000 7 > 95%
COGNIS GMBH Europe   16 10.3 10,000,000 2 > 95%
COLES GROUP LIMITED Australia NZ   13 9.7 10,000,000 1 75-95%
COLGATE-PALMOLIVE COMPANY Americas   12 7.3 2,500,000 1 75-95%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe 14 7.0 5,000,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas   16 14.0 15,000,000 4 25-75%
COMCAST CORPORATION Americas Y 15 12.0 15,000,000 3 5-25%
COMMERCIAL METALS COMPANY Americas   13 10.3 7,500,000 2 5-25%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 16.3 125,000,000 15 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ   12 9.0 50,000,000 2 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   15 12.0 125,000,000 10 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas Y 13 11.3 10,000,000 2 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe Y 16 15.7 50,000,000 6 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   16 15.3 50,000,000 7 > 95%
COMPASS GROUP PLC Europe Y 16 15.0 50,000,000 4 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 16 15.7 75,000,000 11 5-25%
CONAGRA FOODS, INC. Americas Y 16 14.3 50,000,000 6 5-25%
CONOCOPHILLIPS Americas Y 16 14.0 22,500,000 4 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   12 8.0 5,000,000 1 25-75%
CONSTELLATION BRANDS, INC. Americas Y 13 10.3 10,000,000 2 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 16 15.7 50,000,000 6 25-75%
CONTINENTAL AKTIENGESELLSCHAFT Europe   17 16.3 125,000,000 14 > 95%
CON-WAY INC. Americas   13 11.3 15,000,000 2 5-25%
COOPER TIRE & RUBBER COMPANY Americas Y 14 12.0 15,000,000 4 5-25%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   14 11.7 22,500,000 3 > 95%
CORNING INCORPORATED Americas   14 12.3 17,500,000 3 < 5%
CORUS GROUP LIMITED Europe   14 10.0 7,500,000 1 > 95%
COSTCO WHOLESALE CORPORATION Americas   11 8.0 5,000,000 1 5-25%
COVIDIEN LTD. Americas   10 6.7 2,500,000 1 25-75%
COX COMMUNICATIONS, INC. Americas Y 16 15.0 50,000,000 5 25-75%
CREDIT AGRICOLE SA Europe Y 16 15.0 125,000,000 13 > 95%
CREDIT SUISSE (USA), INC. Americas   14 7.0 10,000,000 1 25-75%
CREDIT SUISSE GROUP LTD Europe Y 16 14.3 50,000,000 5 > 95%
CROWN LIMITED Australia NZ   13 7.7 5,000,000 1 75-95%
CSR LIMITED Australia NZ   13 8.3 7,500,000 1 75-95%
CSX CORPORATION Americas Y 16 12.7 12,500,000 3 25-75%
CUMMINS INC. Americas   14 10.3 7,500,000 1 < 5%
CVS CAREMARK CORPORATION Americas Y 16 13.7 22,500,000 4 5-25%
CYTEC INDUSTRIES INC. Americas   13 12.3 12,500,000 2 5-25%
CZECH REPUBLIC Sovereign Y 13 10.3 12,500,000 1 > 95%
D.R. HORTON, INC. Americas   15 14.0 50,000,000 6 < 5%
DAIMLER AG Europe Y 17 16.7 125,000,000 13 > 95%
DANAHER CORPORATION Americas   14 10.7 10,000,000 1 5-25%
DANONE Europe Y 17 14.3 22,500,000 4 > 95%
DANSKE BANK A/S Europe   12 9.7 17,500,000 3 > 95%
DARDEN RESTAURANTS, INC. Americas Y 16 14.0 50,000,000 5 5-25%
DBS BANK LTD. Asia Ex-Japan   12 7.0 2,500,000 1 > 95%
DEAN FOODS COMPANY Americas Y 13 11.7 17,500,000 5 < 5%
DEERE & COMPANY Americas Y 16 12.7 15,000,000 3 25-75%
DELL INC. Americas Y 16 14.3 50,000,000 4 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe Y 12 8.3 5,000,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 16.0 125,000,000 11 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe   17 16.3 75,000,000 8 > 95%
DEUTSCHE POST AG Europe Y 16 13.7 20,000,000 2 > 95%
DEUTSCHE TELEKOM AG Europe Y 17 16.7 100,000,000 8 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   11 8.0 10,000,000 2 < 5%
DEVON ENERGY CORPORATION Americas Y 16 14.0 15,000,000 3 5-25%
DEXIA CREDIT LOCAL Europe   15 11.7 20,000,000 3 > 95%
DIAGEO PLC Europe Y 16 14.7 25,000,000 3 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   14 11.7 20,000,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 15 13.3 25,000,000 4 5-25%
DISH DBS CORPORATION Americas Y 14 12.0 15,000,000 3 < 5%
DNB NOR BANK ASA Europe   10 5.3 7,500,000 1 > 95%
DOLE FOOD COMPANY, INC. Americas Y 12 10.0 10,000,000 2 < 5%
DOMINION RESOURCES, INC. Americas Y 16 16.0 50,000,000 4 5-25%
DOMTAR CORPORATION Americas Y 15 13.7 15,000,000 3 5-25%
DONG ENERGY A/S Europe   8 3.7 5,000,000 0 > 95%
DOVER CORPORATION Americas   8 3.7 2,500,000 0 5-25%
DP WORLD LIMITED Europe   9 5.0 2,500,000 0 > 95%
DPL INC. Americas   9 5.0 5,000,000 1 < 5%
DTE ENERGY COMPANY Americas   12 7.7 5,000,000 1 75-95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 14.3 17,500,000 4 25-75%
DUKE REALTY LIMITED PARTNERSHIP Americas   12 8.0 5,000,000 1 5-25%
DYNEGY HOLDINGS INC. Americas Y 14 11.7 22,500,000 6 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 15 13.7 50,000,000 4 5-25%
E.ON AG Europe Y 17 16.3 50,000,000 6 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 9 4.7 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 16 15.7 50,000,000 6 25-75%
EASTMAN KODAK COMPANY Americas Y 15 13.0 50,000,000 14 5-25%
EATON CORPORATION Americas   11 8.3 2,500,000 1 5-25%
EDISON S.P.A. Europe Y 17 15.3 50,000,000 6 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 15.7 75,000,000 8 > 95%
EIRCOM LIMITED Europe   10 5.3 2,500,000 0 > 95%
EL PASO CORPORATION Americas Y 15 13.0 50,000,000 4 < 5%
ELECTRICITE DE FRANCE Europe Y 17 16.3 50,000,000 4 > 95%
ELI LILLY AND COMPANY Americas   12 9.3 15,000,000 2 5-25%
ELISA OYJ Europe   8 5.0 2,500,000 0 > 95%
EMBARQ CORPORATION Americas   16 13.7 50,000,000 5 5-25%
EMERSON ELECTRIC CO. Americas   8 7.0 5,000,000 1 25-75%
EMI GROUP LIMITED Europe   16 11.7 10,000,000 1 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   8 5.3 5,000,000 0 5-25%
ENBRIDGE INC. Americas   14 9.7 7,500,000 1 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe Y 17 14.7 50,000,000 4 > 95%
ENCANA CORPORATION Americas   13 10.7 10,000,000 2 25-75%
ENDESA, S.A. Europe   16 14.3 50,000,000 3 > 95%
ENECO HOLDING N.V. Europe   10 5.7 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 17 15.7 75,000,000 7 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 15 13.3 50,000,000 10 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   11 8.0 5,000,000 1 25-75%
ENI S.P.A. Europe   15 13.3 50,000,000 6 > 95%
ENTERGY CORPORATION Americas   15 11.0 17,500,000 3 5-25%
ENTERPRISE PRODUCTS OPERATING LLC Americas   13 8.7 7,500,000 1 25-75%
EOP OPERATING LIMITED PARTNERSHIP Americas   15 12.3 20,000,000 3 25-75%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 14 11.0 10,000,000 2 5-25%
ERSTE GROUP BANK AG Europe   14 11.0 12,500,000 2 > 95%
ESSENT N.V. Europe   11 4.7 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe Y 17 15.7 50,000,000 6 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   10 5.0 2,500,000 1 5-25%
EVONIK DEGUSSA GMBH Europe   15 12.7 15,000,000 2 > 95%
EXELON CORPORATION Americas   14 11.3 10,000,000 1 5-25%
EXELON GENERATION COMPANY, LLC Americas   15 13.0 17,500,000 2 5-25%
EXPEDIA, INC. Americas   15 13.0 50,000,000 7 5-25%
EXPERIAN FINANCE PLC Europe Y 17 16.0 50,000,000 4 > 95%
EXXON MOBIL CORPORATION Americas   8 4.0 2,500,000 0 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 12 8.3 5,000,000 1 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   12 6.7 5,000,000 0 > 95%
FCE BANK PLC Europe   14 12.0 17,500,000 3 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign Y 16 14.3 325,000,000 13 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 14.7 575,000,000 36 > 95%
FEDEX CORPORATION Americas   14 12.0 12,500,000 2 5-25%
FIAT S.P.A. Europe   17 15.7 75,000,000 9 > 95%
FINMECCANICA S.P.A. Europe Y 17 16.0 50,000,000 5 > 95%
FIRST DATA CORPORATION Americas Y 15 13.7 75,000,000 15 5-25%
FIRST INDUSTRIAL, L.P. Americas   9 6.7 2,500,000 1 5-25%
FIRSTENERGY CORP. Americas Y 16 15.3 50,000,000 4 25-75%
FKI PLC Europe   15 9.0 10,000,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 14 11.0 15,000,000 3 < 5%
FORD MOTOR COMPANY Americas Y 15 12.7 100,000,000 12 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas   16 13.0 50,000,000 5 5-25%
FOREST OIL CORPORATION Americas Y 15 11.0 15,000,000 4 < 5%
FORTIS BANK Europe   12 8.0 10,000,000 1 > 95%
FORTUM OYJ Europe Y 16 13.3 17,500,000 3 > 95%
FORTUNE BRANDS, INC. Americas Y 16 14.7 50,000,000 4 5-25%
FPL GROUP CAPITAL INC Americas   8 4.3 2,500,000 0 25-75%
FRANCE TELECOM Europe Y 17 16.7 125,000,000 10 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas   16 13.3 20,000,000 4 < 5%
FREEPORT-MCMORAN CORPORATION Americas   14 9.0 5,000,000 1 25-75%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 12.3 50,000,000 8 < 5%
FRENCH REPUBLIC Sovereign Y 15 14.0 575,000,000 34 > 95%
FRESENIUS SE Europe   16 12.7 20,000,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 16 14.0 50,000,000 6 5-25%
FUJITSU LIMITED Japan   13 8.0 5,000,000 1 > 95%
GANNETT CO., INC. Americas Y 16 15.0 75,000,000 11 5-25%
GAS NATURAL SDG, S.A. Europe Y 17 16.3 75,000,000 10 > 95%
GATX CORPORATION Americas Y 16 14.0 12,500,000 3 5-25%
GDF SUEZ Europe Y 17 15.7 50,000,000 5 > 95%
GECINA Europe   16 13.7 20,000,000 3 > 95%
GENERAL DYNAMICS CORPORATION Americas   12 7.7 5,000,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 16 15.7 175,000,000 19 5-25%
GENERAL MILLS, INC. Americas Y 16 14.3 17,500,000 3 5-25%
GENTING BHD. Asia Ex-Japan   8 4.0 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. Americas   15 13.3 50,000,000 6 5-25%
GEORGIA-PACIFIC LLC Americas Y 14 12.0 12,500,000 2 5-25%
GKN HOLDINGS PLC Europe   16 15.0 50,000,000 7 > 95%
GLAXOSMITHKLINE PLC Europe   14 9.3 7,500,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe Y 17 16.0 100,000,000 11 > 95%
GOODRICH CORPORATION Americas Y 16 13.0 15,000,000 2 25-75%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ   13 7.7 10,000,000 1 75-95%
GROHE HOLDING GMBH Europe   16 15.3 75,000,000 11 > 95%
GROUPE AUCHAN Europe Y 15 13.3 17,500,000 2 > 95%
GS CALTEX CORPORATION Asia Ex-Japan   8 6.0 5,000,000 1 > 95%
H. J. HEINZ COMPANY Americas   14 12.3 25,000,000 4 5-25%
HALLIBURTON COMPANY Americas Y 16 14.3 25,000,000 4 5-25%
HAMMERSON PLC Europe   13 8.7 7,500,000 1 > 95%
HANA BANK Asia Ex-Japan   9 4.3 2,500,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 10 5.0 5,000,000 0 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe Y 16 15.3 75,000,000 6 > 95%
HANSON LIMITED Europe   17 13.0 22,500,000 3 > 95%
HASBRO, INC. Americas   15 11.7 10,000,000 2 5-25%
HAVAS Europe   14 10.7 17,500,000 3 > 95%
HCA INC. Americas Y 14 13.0 22,500,000 5 5-25%
HCP, INC. Americas   14 11.7 10,000,000 2 5-25%
HEALTH CARE REIT, INC. Americas   12 9.0 7,500,000 1 25-75%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas   12 10.0 7,500,000 2 5-25%
HEIDELBERGCEMENT AG Europe   17 14.7 75,000,000 10 > 95%
HEINEKEN N.V. Europe   9 5.7 5,000,000 0 > 95%
HELLENIC REPUBLIC Sovereign Y 16 15.3 225,000,000 20 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe Y 17 16.3 100,000,000 11 > 95%
HENKEL AG & CO. KGAA Europe Y 16 13.3 17,500,000 2 > 95%
HESS CORPORATION Americas   15 12.3 17,500,000 3 25-75%
HEWLETT-PACKARD COMPANY Americas Y 16 15.7 50,000,000 5 5-25%
HILTON WORLDWIDE, INC. Americas   14 11.3 17,500,000 3 25-75%
HITACHI, LTD. Japan   12 9.3 5,000,000 1 > 95%
HOLCIM LTD Europe Y 16 15.7 50,000,000 7 > 95%
HONDA MOTOR CO., LTD. Japan   11 8.3 7,500,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 16 13.0 17,500,000 3 5-25%
HOSPITALITY PROPERTIES TRUST Americas   9 6.0 5,000,000 1 5-25%
HOST HOTELS & RESORTS, L.P. Americas Y 14 12.7 15,000,000 4 < 5%
HSBC BANK PLC Europe   15 12.3 50,000,000 4 > 95%
HSBC FINANCE CORPORATION Americas   13 12.0 50,000,000 5 5-25%
HUMANA INC. Americas   13 9.3 7,500,000 2 5-25%
HUNTSMAN INTERNATIONAL LLC Americas   13 10.0 5,000,000 1 < 5%
HUSKY ENERGY INC. Americas   10 6.7 2,500,000 1 25-75%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan Y 16 13.7 50,000,000 4 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   11 6.7 2,500,000 1 > 95%
IBERDROLA INTERNATIONAL B.V. Americas-Europe   7 4.0 2,500,000 0 > 95%
IBERDROLA, S.A. Europe Y 17 15.7 75,000,000 7 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 14 12.7 15,000,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan   12 9.3 5,000,000 1 > 95%
IHI CORPORATION Japan   6 2.3 2,500,000 0 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   6 3.0 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas   13 7.0 5,000,000 1 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   15 12.0 22,500,000 2 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   17 15.3 50,000,000 5 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan   7 3.0 2,500,000 0 > 95%
INEOS GROUP HOLDINGS PLC Europe   16 15.0 75,000,000 13 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe   16 13.3 20,000,000 4 > 95%
ING BANK N.V. Europe   15 12.7 17,500,000 3 > 95%
ING VERZEKERINGEN N.V. Europe   15 8.7 15,000,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 16 14.7 20,000,000 5 25-75%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 16 14.0 20,000,000 4 25-75%
INTERNATIONAL GAME TECHNOLOGY Americas   11 6.7 5,000,000 1 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 16 14.7 100,000,000 12 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 16 14.7 50,000,000 7 25-75%
INTERNATIONAL POWER PLC Europe   16 11.3 17,500,000 3 > 95%
INTERVAL ACQUISITION CORP. Americas   16 14.3 25,000,000 5 25-75%
INTESA SANPAOLO SPA Europe Y 17 15.7 125,000,000 13 > 95%
INVENSYS PLC Europe   15 9.0 15,000,000 2 > 95%
INVESTOR AKTIEBOLAG Europe   13 7.3 5,000,000 1 > 95%
IRELAND Sovereign Y 15 14.0 175,000,000 16 > 95%
IRISH LIFE & PERMANENT PUBLIC LIMITED COMPANY Europe   10 7.0 5,000,000 1 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 13 9.0 7,500,000 1 < 5%
ISS GLOBAL A/S Europe   14 10.7 5,000,000 1 > 95%
ISS HOLDING A/S Europe   16 13.7 50,000,000 7 > 95%
ISTAR FINANCIAL INC. Americas   16 15.0 75,000,000 13 5-25%
ITOCHU CORPORATION Japan   14 10.7 10,000,000 1 > 95%
ITV PLC Europe   16 16.0 50,000,000 8 > 95%
J SAINSBURY PLC Europe Y 15 14.0 22,500,000 3 > 95%
J. C. PENNEY COMPANY, INC. Americas   16 14.7 50,000,000 9 < 5%
JAPAN Sovereign   14 13.3 275,000,000 38 > 95%
JAPAN TOBACCO INC. Japan   13 6.0 5,000,000 0 > 95%
JEMENA LIMITED Australia NZ   11 7.7 5,000,000 1 75-95%
JFE STEEL CORPORATION Japan   12 11.0 15,000,000 2 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   14 10.0 5,000,000 1 25-75%
JOHNSON & JOHNSON Americas   15 13.0 12,500,000 2 5-25%
JOHNSON CONTROLS, INC. Americas Y 16 14.7 22,500,000 4 5-25%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   7 2.3 2,500,000 0 > 95%
JOINT STOCK COMPANY 'HALYK SAVINGS BANK OF KAZAKHSTAN' Europe   2 0.7 2,500,000 0 > 95%
JPMORGAN CHASE & CO. Americas   15 14.3 150,000,000 13 5-25%
JSC 'GAZPROM' Europe   17 15.0 50,000,000 6 > 95%
JSC 'KAZKOMMERTSBANK' Europe   14 9.3 7,500,000 1 > 95%
JSC VTB BANK Europe Y 16 12.0 50,000,000 2 > 95%
JTI (UK) FINANCE PLC Europe Y 16 12.3 15,000,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 15 14.3 75,000,000 18 < 5%
KABEL DEUTSCHLAND GMBH Europe   16 15.3 50,000,000 7 > 95%
KAJIMA CORPORATION Japan   11 8.3 7,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 7 5.0 5,000,000 0 > 95%
KB HOME Americas Y 15 14.0 50,000,000 7 < 5%
KBC BANK Europe   9 6.3 2,500,000 1 > 95%
KELDA GROUP LIMITED Europe   15 12.3 7,500,000 1 > 95%
KELLOGG COMPANY Americas   13 10.3 10,000,000 1 5-25%
KERR-MCGEE CORPORATION Americas   13 9.0 5,000,000 1 25-75%
KIMBERLY-CLARK CORPORATION Americas   15 11.3 12,500,000 1 5-25%
KIMCO REALTY CORPORATION Americas   15 12.0 17,500,000 3 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 15 12.0 10,000,000 2 5-25%
KINDER MORGAN, INC. Americas   15 12.0 15,000,000 3 25-75%
KINGDOM OF BELGIUM Sovereign Y 15 15.0 225,000,000 18 > 95%
KINGDOM OF DENMARK Sovereign Y 13 10.0 17,500,000 2 > 95%
KINGDOM OF NORWAY Sovereign Y 13 8.7 10,000,000 1 > 95%
KINGDOM OF SPAIN Sovereign Y 16 15.3 1,000,000,000 70 > 95%
KINGDOM OF SWEDEN Sovereign Y 14 12.3 50,000,000 3 > 95%
KINGDOM OF THAILAND Sovereign Y 13 12.0 50,000,000 5 > 95%
KINGDOM OF THE NETHERLANDS Sovereign Y 15 13.3 75,000,000 4 > 95%
KINGFISHER PLC Europe   16 14.7 50,000,000 5 > 95%
KINTETSU CORPORATION Japan   12 8.3 7,500,000 1 > 95%
KLEPIERRE Europe   12 7.7 2,500,000 0 > 95%
KOBE STEEL, LTD. Japan   11 8.0 7,500,000 1 > 95%
KONINKLIJKE AHOLD N.V. Europe Y 16 14.7 50,000,000 5 > 95%
KONINKLIJKE DSM N.V. Europe Y 17 15.3 75,000,000 6 > 95%
KONINKLIJKE KPN N.V. Europe Y 16 16.0 50,000,000 7 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 17 14.7 22,500,000 4 > 95%
KOOKMIN BANK Asia Ex-Japan   12 8.0 5,000,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan   12 8.7 7,500,000 1 > 95%
KRAFT FOODS INC. Americas Y 16 15.3 50,000,000 5 25-75%
KT CORPORATION Asia Ex-Japan   8 5.7 2,500,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 13 9.0 7,500,000 2 < 5%
LADBROKES PLC Europe   15 13.3 20,000,000 4 > 95%
LAFARGE Europe   17 16.0 100,000,000 14 > 95%
LANXESS AKTIENGESELLSCHAFT Europe Y 16 14.3 22,500,000 4 > 95%
LEBANESE REPUBLIC Sovereign Y 9 7.7 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   12 8.7 7,500,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   12 9.7 10,000,000 1 75-95%
LENNAR CORPORATION Americas Y 16 14.3 50,000,000 9 25-75%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 11 10.3 22,500,000 7 < 5%
LEVI STRAUSS & CO. Americas Y 14 11.0 20,000,000 5 < 5%
LEXMARK INTERNATIONAL, INC. Americas   10 7.0 5,000,000 1 5-25%
LIBERTY MEDIA LLC Americas Y 15 12.3 20,000,000 4 25-75%
LIBERTY MUTUAL GROUP INC. Americas   14 9.3 7,500,000 2 25-75%
LIBERTY MUTUAL INSURANCE COMPANY Americas   11 10.0 7,500,000 2 25-75%
LIMITED BRANDS, INC. Americas Y 16 15.3 50,000,000 9 5-25%
LINCOLN NATIONAL CORPORATION Americas   14 11.0 50,000,000 4 < 5%
LINDE AKTIENGESELLSCHAFT Europe Y 17 15.0 50,000,000 4 > 95%
LIZ CLAIBORNE, INC. Americas Y 16 15.0 75,000,000 9 5-25%
LLOYDS TSB BANK PLC Europe   14 13.7 75,000,000 12 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 16 13.7 20,000,000 3 25-75%
LOEWS CORPORATION Americas Y 16 13.7 50,000,000 4 25-75%
LOUISIANA-PACIFIC CORPORATION Americas Y 13 12.7 15,000,000 4 25-75%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 17 14.0 20,000,000 3 > 95%
M.D.C. HOLDINGS, INC. Americas Y 15 12.7 20,000,000 3 5-25%
MACK-CALI REALTY, L.P. Americas   10 4.7 2,500,000 0 25-75%
MACQUARIE BANK LIMITED Australia NZ   14 9.0 15,000,000 1 > 95%
MALAYSIA Sovereign Y 15 13.0 50,000,000 4 > 95%
MAN GROUP PLC Europe   11 5.7 2,500,000 0 > 95%
MANOR CARE, INC. Americas   14 9.7 5,000,000 1 25-75%
MANPOWER INC. Americas   9 4.7 2,500,000 0 75-95%
MARATHON OIL CORPORATION Americas   14 11.7 17,500,000 3 5-25%
MARKS AND SPENCER P.L.C. Europe Y 16 15.3 50,000,000 7 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 16 15.3 50,000,000 6 5-25%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 16 14.3 20,000,000 4 25-75%
MARTIN MARIETTA MATERIALS, INC. Americas 13 9.3 5,000,000 1 5-25%
MARUBENI CORPORATION Japan   12 8.3 12,500,000 1 > 95%
MASCO CORPORATION Americas   14 13.0 50,000,000 5 5-25%
MASSEY ENERGY COMPANY Americas Y 12 10.3 7,500,000 2 < 5%
MATTEL, INC. Americas   14 10.3 10,000,000 2 5-25%
MAYTAG CORPORATION Americas   12 7.7 5,000,000 1 5-25%
MBIA INC. Americas   15 14.7 75,000,000 13 5-25%
MBIA INSURANCE CORPORATION Americas   16 14.7 500,000,000 61 5-25%
MCKESSON CORPORATION Americas Y 16 14.3 20,000,000 4 25-75%
MEADWESTVACO CORPORATION Americas   16 14.0 75,000,000 8 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas   11 7.7 5,000,000 1 25-75%
MEDIACOM LLC Americas Y 13 10.3 7,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   12 7.7 7,500,000 1 > 95%
MEDTRONIC, INC. Americas   14 11.7 12,500,000 2 5-25%
MERCK & CO., INC. Americas   12 8.0 7,500,000 1 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   11 4.3 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. Americas   13 10.3 7,500,000 1 25-75%
MERRILL LYNCH & CO., INC. Americas   17 14.3 50,000,000 6 5-25%
METLIFE, INC. Americas Y 16 14.7 75,000,000 17 5-25%
METRO AG Europe Y 16 14.3 50,000,000 5 > 95%
METSO OYJ Europe   15 11.0 12,500,000 2 > 95%
MGIC INVESTMENT CORPORATION Americas   15 14.3 75,000,000 10 25-75%
MGM RESORTS INTERNATIONAL Americas Y 16 14.7 50,000,000 11 < 5%
MIRANT NORTH AMERICA, LLC Americas Y 10 6.7 2,500,000 1 < 5%
MITSUBISHI CORPORATION Japan   11 9.0 7,500,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan   12 6.0 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan   11 8.0 5,000,000 1 > 95%
MITSUI & CO., LTD. Japan   10 9.7 7,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 9 4.7 2,500,000 0 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 10 7.3 7,500,000 1 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan   8 5.0 5,000,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan   14 11.0 17,500,000 3 > 95%
MMO2 PLC Europe   15 9.3 5,000,000 1 > 95%
MOHAWK INDUSTRIES, INC. Americas   14 11.3 12,500,000 3 < 5%
MOLSON COORS BREWING COMPANY Americas   9 4.7 2,500,000 0 5-25%
MONSANTO COMPANY Americas   13 9.3 5,000,000 1 5-25%
MORGAN STANLEY Americas   17 16.3 150,000,000 15 5-25%
M-REAL OYJ Europe   17 14.7 50,000,000 5 > 95%
MTR CORPORATION LIMITED Asia Ex-Japan   10 5.0 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 17 16.0 75,000,000 6 > 95%
MURPHY OIL CORPORATION Americas   12 6.0 5,000,000 1 5-25%
NABORS INDUSTRIES, INC. Americas   15 13.7 25,000,000 4 5-25%
NALCO COMPANY Americas Y 14 10.0 10,000,000 2 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ   14 11.0 50,000,000 2 > 95%
NATIONAL GRID PLC Europe Y 16 15.0 22,500,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 16 13.0 20,000,000 3 5-25%
NATIXIS Europe   9 5.0 2,500,000 0 > 95%
NEC CORPORATION Japan   11 7.3 10,000,000 1 > 95%
NESTLE S.A. Europe Y 16 14.0 22,500,000 3 > 95%
NEW CINGULAR WIRELESS SERVICES, INC. Americas   14 7.0 5,000,000 1 25-75%
NEW ZEALAND Sovereign   7 3.3 5,000,000 0 > 95%
NEWELL RUBBERMAID INC. Americas Y 16 15.3 50,000,000 6 5-25%
NEWMONT MINING CORPORATION Americas   14 12.0 10,000,000 2 5-25%
NEWMONT USA LIMITED Americas   10 5.7 2,500,000 1 75-95%
NEWS AMERICA INCORPORATED Americas Y 16 15.0 22,500,000 4 5-25%
NEXEN INC. Americas   14 11.3 50,000,000 6 5-25%
NEXT PLC Europe Y 16 14.0 50,000,000 4 > 95%
NIPPON PAPER GROUP, INC. Japan   8 5.7 7,500,000 1 > 95%
NIPPON STEEL CORPORATION Japan   13 11.0 22,500,000 3 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 12 7.7 7,500,000 1 > 95%
NISOURCE FINANCE CORP. Americas   11 8.0 5,000,000 1 25-75%
NISSAN MOTOR CO., LTD. Japan   12 10.0 15,000,000 2 > 95%
NOBLE CORPORATION Americas   11 7.7 5,000,000 1 < 5%
NOBLE ENERGY, INC. Americas   11 8.7 5,000,000 1 5-25%
NOBLE GROUP LIMITED Asia Ex-Japan   14 11.0 10,000,000 1 > 95%
NOKIA OYJ Europe   17 14.0 50,000,000 4 > 95%
NOMURA SECURITIES CO., LTD. Japan   11 9.0 7,500,000 1 > 95%
NORBORD INC. Americas   15 12.0 10,000,000 2 25-75%
NORDEA BANK AB Europe   11 8.0 7,500,000 1 > 95%
NORDSTROM, INC. Americas Y 16 15.0 50,000,000 5 5-25%
NORFOLK SOUTHERN CORPORATION Americas Y 16 14.3 22,500,000 4 5-25%
NORSKE SKOGINDUSTRIER ASA Europe   16 14.7 75,000,000 12 > 95%
NORTHROP GRUMMAN CORPORATION Americas Y 16 12.3 10,000,000 2 25-75%
NOVA CHEMICALS CORPORATION Americas Y 12 11.3 12,500,000 3 < 5%
NOVARTIS AG Europe   12 8.3 12,500,000 1 > 95%
NRG ENERGY, INC. Americas Y 14 11.3 12,500,000 3 < 5%
NUCOR CORPORATION Americas   14 12.0 50,000,000 4 5-25%
NXP B.V. Europe   15 13.7 50,000,000 10 > 95%
OBAYASHI CORPORATION Japan   9 5.3 5,000,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   12 10.7 10,000,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   11 8.0 5,000,000 1 25-75%
OFFICE DEPOT, INC. Americas   15 12.0 12,500,000 2 5-25%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   13 8.0 5,000,000 1 > 95%
OLIN CORPORATION Americas   16 15.0 50,000,000 5 5-25%
OMNICOM GROUP INC. Americas Y 16 15.3 50,000,000 5 5-25%
ONEOK PARTNERS, L.P. Americas   8 3.3 2,500,000 0 25-75%
ONEOK, INC. Americas   14 11.7 10,000,000 2 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe   17 15.0 50,000,000 13 > 95%
ORACLE CORPORATION Americas   10 6.3 2,500,000 0 25-75%
ORIX CORPORATION Japan   15 11.0 15,000,000 3 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan   11 5.0 2,500,000 1 > 95%
OWENS-ILLINOIS, INC. Americas Y 13 10.0 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   11 9.0 7,500,000 1 5-25%
PACKAGING CORPORATION OF AMERICA Americas   13 10.0 10,000,000 2 5-25%
PACTIV CORPORATION Americas   14 12.3 15,000,000 3 5-25%
PANASONIC CORPORATION Japan 6 4.0 5,000,000 0 > 95%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   13 7.7 5,000,000 1 > 95%
PEABODY ENERGY CORPORATION Americas   11 7.7 5,000,000 1 < 5%
PEARSON PLC Europe Y 17 16.0 50,000,000 5 > 95%
PEPCO HOLDINGS, INC. Americas   12 5.7 2,500,000 0 75-95%
PEPSICO, INC. Americas   11 8.3 5,000,000 1 5-25%
PERNOD RICARD Europe   17 15.3 25,000,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas Y 12 8.0 15,000,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   10 7.3 10,000,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 14 11.7 50,000,000 4 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   11 8.3 7,500,000 1 > 95%
PEUGEOT SA Europe   17 14.7 75,000,000 9 > 95%
PFIZER INC. Americas Y 15 12.7 15,000,000 2 5-25%
PHH CORPORATION Americas   12 7.0 5,000,000 0 25-75%
PHILIP MORRIS INTERNATIONAL INC. Americas 6 3.0 2,500,000 0 25-75%
PILKINGTON GROUP LIMITED Europe   13 7.7 2,500,000 0 > 95%
PIONEER CORPORATION Japan   4 1.3 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas   14 10.0 12,500,000 2 5-25%
PITNEY BOWES INC. Americas   15 14.0 50,000,000 6 5-25%
POLYONE CORPORATION Americas Y 13 10.0 7,500,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   15 12.0 25,000,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 16.0 125,000,000 14 > 95%
PORTUGUESE REPUBLIC Sovereign Y 16 16.0 400,000,000 27 > 95%
POSCO Asia Ex-Japan   13 10.7 7,500,000 1 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   14 11.3 7,500,000 2 5-25%
PPG INDUSTRIES, INC. Americas   15 12.7 20,000,000 3 25-75%
PPL ENERGY SUPPLY, LLC Americas   14 9.7 7,500,000 1 25-75%
PPR Europe Y 16 15.3 50,000,000 5 > 95%
PRAXAIR, INC. Americas   12 7.0 5,000,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 13 10.7 10,000,000 2 < 5%
PROGRESS ENERGY, INC. Americas Y 16 14.0 22,500,000 4 25-75%
PROLOGIS Americas   15 12.3 50,000,000 5 5-25%
PROMISE CO., LTD. Japan   15 12.7 20,000,000 8 > 95%
PROSIEBENSAT.1 MEDIA AG Europe   13 8.7 7,500,000 1 75-95%
PRUDENTIAL FINANCIAL, INC. Americas   15 12.3 50,000,000 5 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   15 10.7 15,000,000 1 > 95%
PSEG POWER LLC Americas   12 9.7 5,000,000 1 25-75%
PUBLICIS GROUPE SA Europe Y 16 14.7 17,500,000 3 > 95%
PUBLISHING AND BROADCASTING LIMITED Australia NZ   3 1.7 2,500,000 0 > 95%
QANTAS AIRWAYS LIMITED Australia NZ   16 14.7 25,000,000 4 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ   14 9.3 17,500,000 3 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 15 12.7 25,000,000 4 5-25%
QWEST CAPITAL FUNDING, INC. Americas Y 13 10.0 7,500,000 1 < 5%
QWEST CORPORATION Americas   15 11.3 15,000,000 2 < 5%
R.R. DONNELLEY & SONS COMPANY Americas Y 16 15.3 50,000,000 6 25-75%
RADIAN GROUP INC. Americas Y 16 14.0 125,000,000 15 25-75%
RADIOSHACK CORPORATION Americas Y 15 13.7 50,000,000 8 5-25%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT Europe   13 8.7 12,500,000 2 > 95%
RALLYE Europe   16 14.3 25,000,000 4 > 95%
RAYTHEON COMPANY Americas Y 14 11.0 10,000,000 2 5-25%
REALOGY CORPORATION Americas Y 9 9.0 10,000,000 3 < 5%
REED ELSEVIER PLC Europe Y 17 14.7 50,000,000 4 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan   14 12.3 12,500,000 2 > 95%
RENAULT Europe   17 15.7 100,000,000 10 > 95%
RENTOKIL INITIAL 1927 PLC Europe   16 9.7 7,500,000 1 > 95%
RENTOKIL INITIAL PLC Europe   15 14.3 50,000,000 4 > 95%
REPUBLIC OF AUSTRIA Sovereign Y 16 15.0 150,000,000 8 > 95%
REPUBLIC OF BULGARIA Sovereign Y 15 12.0 50,000,000 5 > 95%
REPUBLIC OF CHILE Sovereign   12 7.3 7,500,000 1 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 14 13.3 100,000,000 7 > 95%
REPUBLIC OF CROATIA Sovereign Y 14 12.0 20,000,000 3 > 95%
REPUBLIC OF ESTONIA Sovereign   5 2.3 2,500,000 0 > 95%
REPUBLIC OF FINLAND Sovereign Y 15 11.7 50,000,000 2 > 95%
REPUBLIC OF HUNGARY Sovereign Y 17 15.7 175,000,000 21 > 95%
REPUBLIC OF ICELAND Sovereign   10 6.7 7,500,000 1 75-95%
REPUBLIC OF INDONESIA Sovereign Y 14 13.3 125,000,000 16 > 95%
REPUBLIC OF ITALY Sovereign Y 17 16.0 900,000,000 45 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign Y 15 11.3 15,000,000 3 > 95%
REPUBLIC OF KOREA Sovereign Y 15 14.3 200,000,000 22 > 95%
REPUBLIC OF LATVIA Sovereign Y 12 8.7 7,500,000 1 75-95%
REPUBLIC OF LITHUANIA Sovereign Y 12 7.7 5,000,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 12 10.0 10,000,000 1 > 95%
REPUBLIC OF PERU Sovereign Y 14 13.0 100,000,000 7 > 95%
REPUBLIC OF POLAND Sovereign Y 16 14.3 100,000,000 8 > 95%
REPUBLIC OF SLOVENIA Sovereign   11 7.3 7,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 15 14.3 100,000,000 8 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 14 13.7 125,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 15.7 400,000,000 29 > 95%
REPUBLIC SERVICES, INC. Americas   12 9.7 7,500,000 1 5-25%
RESIDENTIAL CAPITAL, LLC Americas Y 15 12.7 50,000,000 8 25-75%
RESONA BANK, LIMITED Japan   13 11.0 10,000,000 1 > 95%
REXAM PLC Europe   15 11.7 20,000,000 2 > 95%
REYNOLDS AMERICAN INC. Americas Y 16 13.3 25,000,000 4 5-25%
RHODIA Europe   16 14.7 75,000,000 10 > 95%
RIO TINTO ALCAN INC. Americas   16 12.0 12,500,000 2 25-75%
RIO TINTO LIMITED Australia NZ   14 13.3 50,000,000 3 > 95%
RITE AID CORPORATION Americas Y 13 11.3 50,000,000 9 < 5%
ROCHE HOLDINGS, INC. Europe   13 8.3 7,500,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   12 9.0 7,500,000 1 < 5%
ROHM AND HAAS COMPANY Americas   16 14.7 50,000,000 4 25-75%
ROLLS-ROYCE PLC Europe Y 16 14.7 15,000,000 2 > 95%
ROMANIA Sovereign Y 16 13.0 12,500,000 1 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   15 11.3 17,500,000 1 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 16 14.0 50,000,000 8 < 5%
ROYAL DUTCH SHELL PLC Europe   15 13.7 17,500,000 6 > 95%
RPM INTERNATIONAL INC. Americas   14 11.0 7,500,000 1 5-25%
RRI ENERGY, INC. Americas Y 12 9.0 10,000,000 2 < 5%
RUSSIAN AGRICULTURAL BANK Europe   9 6.7 10,000,000 0 > 95%
RUSSIAN FEDERATION Sovereign Y 16 15.0 225,000,000 20 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 14.3 50,000,000 4 > 95%
RYDER SYSTEM, INC. Americas Y 16 15.0 50,000,000 4 5-25%
SABMILLER PLC Europe Y 13 10.0 10,000,000 2 > 95%
SABRE HOLDINGS CORPORATION Americas Y 15 14.3 75,000,000 10 5-25%
SAFEWAY INC. Americas Y 16 15.7 75,000,000 10 5-25%
SAFEWAY LIMITED Europe Y 16 15.3 50,000,000 3 > 95%
SAKS INCORPORATED Americas Y 14 12.3 17,500,000 4 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan   11 6.3 2,500,000 1 > 95%
SANMINA-SCI CORPORATION Americas Y 14 11.3 12,500,000 3 < 5%
SANOFI-AVENTIS Europe Y 17 16.7 75,000,000 7 > 95%
SANYO ELECTRIC CO., LTD. Japan   9 4.0 2,500,000 0 > 95%
SARA LEE CORPORATION Americas Y 16 15.7 125,000,000 21 5-25%
SBERBANK Europe   13 12.0 15,000,000 1 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe   17 14.7 25,000,000 5 > 95%
SCANIA AKTIEBOLAG Europe   16 11.3 12,500,000 2 > 95%
SCHLUMBERGER N.V. Americas   8 4.7 2,500,000 0 25-75%
SCHNEIDER ELECTRIC SA Europe   12 8.3 5,000,000 1 > 95%
SCOR SE Europe   14 9.0 7,500,000 1 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   14 8.7 5,000,000 1 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   12 8.0 5,000,000 1 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas   10 8.7 7,500,000 1 < 5%
SEALED AIR CORPORATION Americas   15 13.7 22,500,000 5 25-75%
SEARS ROEBUCK ACCEPTANCE CORP. Americas   14 12.0 17,500,000 4 5-25%
SEAT PAGINE GIALLE S.P.A. Europe   17 16.3 50,000,000 11 > 95%
SECURITAS AB Europe   12 8.7 5,000,000 1 > 95%
SEMPRA ENERGY Americas Y 16 14.0 17,500,000 3 25-75%
SES Europe   14 12.0 10,000,000 1 > 95%
SHARP CORPORATION Japan   11 8.3 5,000,000 1 > 95%
SHAW COMMUNICATIONS INC. Americas   13 7.0 2,500,000 0 5-25%
SHIMIZU CORPORATION Japan Y 10 6.7 5,000,000 1 > 95%
SHINSEI BANK, LIMITED Japan   9 4.0 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe Y 17 15.0 25,000,000 4 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 16 13.0 50,000,000 6 5-25%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan   12 7.0 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   12 6.7 5,000,000 0 75-95%
SK TELECOM CO., LTD. Asia Ex-Japan   13 8.0 2,500,000 1 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   12 7.7 7,500,000 1 > 95%
SLM CORPORATION Americas   16 15.0 75,000,000 12 5-25%
SLOVAK REPUBLIC Sovereign   13 9.0 10,000,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 14 12.0 20,000,000 4 < 5%
SMITHS GROUP PLC Europe   14 10.3 7,500,000 1 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe   16 14.0 50,000,000 6 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 11.3 50,000,000 5 > 95%
SOCIETE AIR FRANCE Europe   16 16.0 50,000,000 7 > 95%
SOCIETE GENERALE Europe Y 16 14.7 75,000,000 8 > 95%
SODEXO Europe Y 15 14.0 17,500,000 2 > 95%
SOFTBANK CORP. Japan   12 8.3 7,500,000 1 > 95%
SOL MELIA, SOCIEDAD ANONIMA Europe   16 14.3 22,500,000 5 > 95%
SOLVAY Europe Y 17 15.3 25,000,000 3 > 95%
SOMPO JAPAN INSURANCE INC. Japan   9 3.3 2,500,000 0 > 95%
SONY CORPORATION Japan   15 11.3 10,000,000 1 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   10 7.7 5,000,000 1 25-75%
SOUTHWEST AIRLINES CO. Americas Y 16 15.0 50,000,000 8 5-25%
SPECTRA ENERGY CAPITAL, LLC Americas   14 11.3 7,500,000 1 5-25%
SPRINT NEXTEL CORPORATION Americas Y 16 14.7 125,000,000 21 5-25%
STANDARD CHARTERED BANK Europe   15 11.3 17,500,000 2 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   10 6.3 5,000,000 0 > 95%
STANDARD PACIFIC CORP. Americas Y 14 12.3 15,000,000 3 < 5%
STAPLES, INC. Americas Y 15 12.0 10,000,000 2 5-25%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 16 14.3 50,000,000 8 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 14 10.0 10,000,000 1 > 95%
STATE OF CALIFORNIA Sovereign   8 7.0 12,500,000 3 > 95%
STATE OF FLORIDA Sovereign   2 0.7 2,500,000 0 > 95%
STATE OF ILLINOIS Sovereign Y 8 6.3 10,000,000 3 > 95%
STATE OF ISRAEL Sovereign Y 16 13.7 50,000,000 7 > 95%
STATE OF NEW JERSEY Sovereign   6 5.3 7,500,000 2 > 95%
STATE OF NEW YORK Sovereign   5 3.3 2,500,000 1 > 95%
STATE OF QATAR Sovereign Y 14 12.7 50,000,000 8 > 95%
STATE OF TEXAS Sovereign   7 4.3 2,500,000 1 > 95%
STATOIL ASA Europe   15 10.0 12,500,000 1 > 95%
STENA AKTIEBOLAG Europe   15 12.3 15,000,000 3 > 95%
STMICROELECTRONICS N.V. Europe Y 16 15.7 50,000,000 4 > 95%
STORA ENSO OYJ Europe   17 15.7 75,000,000 9 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe Y 15 13.3 25,000,000 4 > 95%
SUMITOMO CORPORATION Japan   14 10.0 7,500,000 1 > 95%
SUMITOMO METAL INDUSTRIES, LTD. Japan   8 5.3 5,000,000 0 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan   14 11.0 15,000,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan   11 8.0 5,000,000 1 > 95%
SUNCOR ENERGY INC. Americas   12 9.0 10,000,000 1 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 14 11.7 12,500,000 3 < 5%
SUNOCO, INC. Americas   14 9.7 10,000,000 2 5-25%
SUPERVALU INC. Americas   15 13.7 50,000,000 9 5-25%
SUZUKI MOTOR CORPORATION Japan   7 3.3 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe Y 16 14.3 20,000,000 3 > 95%
SVENSKA HANDELSBANKEN AB Europe   10 6.3 5,000,000 1 > 95%
SWEDISH MATCH AB Europe Y 16 13.0 10,000,000 2 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan   11 6.3 5,000,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe Y 16 15.0 75,000,000 8 > 95%
SWISSCOM LTD. Europe   9 6.0 5,000,000 1 > 95%
SYNGENTA AG Europe   15 11.0 10,000,000 1 > 95%
TAISEI CORPORATION Japan   11 8.7 7,500,000 1 > 95%
TALISMAN ENERGY INC. Americas   14 10.3 10,000,000 2 25-75%
TARGET CORPORATION Americas Y 15 14.0 25,000,000 4 5-25%
TATA MOTORS LIMITED Asia Ex-Japan   9 5.3 2,500,000 0 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   16 13.3 20,000,000 2 > 95%
TDC A/S Europe   17 13.3 17,500,000 2 > 95%
TECHNIP Europe Y 13 11.3 12,500,000 2 > 95%
TECK RESOURCES LIMITED Americas   10 9.3 10,000,000 2 5-25%
TECO ENERGY, INC. Americas   12 6.3 5,000,000 1 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   14 11.7 15,000,000 2 > 95%
TELECOM ITALIA SPA Europe Y 17 17.0 125,000,000 17 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe   16 13.3 15,000,000 3 > 95%
TELEFONICA, S.A. Europe Y 17 16.3 100,000,000 11 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   13 7.7 5,000,000 1 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe Y 17 16.7 50,000,000 5 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   9 6.0 2,500,000 1 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   10 5.7 2,500,000 0 > 95%
TELENOR ASA Europe Y 16 15.0 50,000,000 4 > 95%
TELEVISION FRANCAISE 1 Europe   11 5.3 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG Europe Y 16 15.7 75,000,000 6 > 95%
TELSTRA CORPORATION LIMITED Australia NZ   16 13.7 25,000,000 4 > 95%
TELUS CORPORATION Americas   14 10.0 7,500,000 2 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   9 4.0 2,500,000 0 > 95%
TEMPLE-INLAND INC. Americas Y 15 15.0 75,000,000 9 5-25%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 9 5.3 2,500,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 14 11.7 12,500,000 3 5-25%
TESCO PLC Europe Y 17 16.0 50,000,000 5 > 95%
TESORO CORPORATION Americas Y 14 12.0 20,000,000 4 5-25%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   10 5.0 2,500,000 0 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas   14 13.0 50,000,000 10 5-25%
TEXAS INSTRUMENTS INCORPORATED Americas   9 5.0 2,500,000 0 5-25%
TEXTRON FINANCIAL CORPORATION Americas Y 15 12.7 22,500,000 5 5-25%
TEXTRON INC. Americas   13 11.3 20,000,000 3 5-25%
THALES Europe   15 13.3 50,000,000 2 > 95%
THE AES CORPORATION Americas Y 13 11.7 15,000,000 4 < 5%
THE ALLSTATE CORPORATION Americas Y 15 13.0 25,000,000 4 5-25%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan   13 11.0 20,000,000 3 > 95%
THE BLACK & DECKER CORPORATION Americas Y 15 12.7 10,000,000 2 25-75%
THE BOEING COMPANY Americas   13 10.0 10,000,000 1 25-75%
THE CHUBB CORPORATION Americas Y 15 14.0 20,000,000 3 5-25%
THE CITY OF NEW YORK Sovereign   6 4.3 5,000,000 1 > 95%
THE CLOROX COMPANY Americas   13 10.7 15,000,000 2 5-25%
THE COCA-COLA COMPANY Americas   11 7.7 5,000,000 1 25-75%
THE DOW CHEMICAL COMPANY Americas Y 16 15.3 50,000,000 6 5-25%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan   13 9.3 10,000,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan   14 9.0 10,000,000 1 > 95%
THE GAP, INC. Americas   16 14.0 50,000,000 6 5-25%
THE GOLDMAN SACHS GROUP, INC. Americas   15 14.7 125,000,000 13 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 12.3 50,000,000 8 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   13 11.0 10,000,000 3 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 16 14.7 50,000,000 5 5-25%
THE HERSHEY COMPANY Americas   12 11.3 12,500,000 2 < 5%
THE HERTZ CORPORATION Americas Y 15 12.0 10,000,000 2 5-25%
THE HOME DEPOT, INC. Americas Y 16 14.0 25,000,000 4 5-25%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   10 5.3 5,000,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas   13 10.3 10,000,000 2 5-25%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe   11 7.0 2,500,000 0 > 95%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan   14 9.7 10,000,000 1 > 95%
THE KROGER CO. Americas Y 16 15.3 50,000,000 6 25-75%
THE LUBRIZOL CORPORATION Americas   12 9.7 15,000,000 2 5-25%
THE MCCLATCHY COMPANY Americas Y 15 14.3 50,000,000 8 5-25%
THE MOSAIC COMPANY Americas   10 5.0 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 14 11.3 22,500,000 5 5-25%
THE NEW YORK TIMES COMPANY Americas Y 15 13.7 50,000,000 5 5-25%
THE NIELSEN COMPANY B.V. Europe   16 14.7 50,000,000 6 > 95%
THE NORINCHUKIN BANK Japan   6 2.0 2,500,000 0 > 95%
THE PMI GROUP, INC. Americas   15 14.7 100,000,000 12 25-75%
THE PROCTER & GAMBLE COMPANY Americas   13 11.0 12,500,000 1 5-25%
THE RANK GROUP PLC Europe   15 12.0 7,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 17 15.7 100,000,000 11 > 95%
THE RYLAND GROUP, INC. Americas   14 12.7 17,500,000 3 5-25%
THE SERVICEMASTER COMPANY Americas   9 6.0 5,000,000 1 < 5%
THE SHERWIN-WILLIAMS COMPANY Americas Y 16 15.0 50,000,000 6 5-25%
THE TJX COMPANIES, INC. Americas Y 16 13.7 12,500,000 2 5-25%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan   14 11.0 50,000,000 7 > 95%
THE TRAVELERS COMPANIES, INC. Americas   13 11.0 22,500,000 4 5-25%
THE WALT DISNEY COMPANY Americas Y 16 14.3 50,000,000 5 5-25%
THE WESTERN UNION COMPANY Americas   11 8.7 17,500,000 2 < 5%
THE WILLIAMS COMPANIES, INC. Americas   14 11.3 22,500,000 4 < 5%
THOMSON REUTERS GROUP LIMITED Europe   15 11.7 12,500,000 2 > 95%
THYSSENKRUPP AG Europe   16 16.0 75,000,000 10 > 95%
TIME WARNER CABLE INC. Americas Y 15 11.7 17,500,000 2 < 5%
TIME WARNER ENTERTAINMENT COMPANY, L.P. Americas   9 3.7 2,500,000 0 5-25%
TIME WARNER INC. Americas Y 16 14.3 50,000,000 6 25-75%
TNT N.V. Europe Y 16 14.0 17,500,000 2 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan   11 6.3 7,500,000 1 > 95%
TOKYO GAS CO., LTD. Japan   6 2.3 2,500,000 0 > 95%
TOLL BROTHERS, INC. Americas Y 16 15.3 50,000,000 6 25-75%
TOSHIBA CORPORATION Japan   12 9.7 17,500,000 2 > 95%
TOTAL SA Europe Y 17 14.3 22,500,000 3 > 95%
TOYOTA MOTOR CORPORATION Japan   14 12.0 20,000,000 3 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan   13 9.7 12,500,000 1 > 95%
TOYS 'R' US, INC. Americas   13 12.0 22,500,000 4 < 5%
TRANE INC. Americas   7 4.7 2,500,000 0 75-95%
TRANSALTA CORPORATION Americas   8 4.3 2,500,000 0 25-75%
TRANSCANADA PIPELINES LIMITED Americas   13 8.0 7,500,000 1 5-25%
TRANSOCEAN INC. Americas Y 16 15.7 75,000,000 8 5-25%
TRANSOCEAN WORLDWIDE INC. Americas   14 11.0 12,500,000 2 5-25%
TRW AUTOMOTIVE INC. Americas Y 15 13.0 17,500,000 4 < 5%
TUI AG Europe   17 16.0 75,000,000 11 > 95%
TYCO ELECTRONICS LTD. Americas   10 7.3 2,500,000 1 25-75%
TYCO INTERNATIONAL LTD. Americas   14 11.0 7,500,000 2 5-25%
TYSON FOODS, INC. Americas Y 15 14.0 50,000,000 8 5-25%
UBS AG Europe Y 16 14.7 50,000,000 6 > 95%
UKRAINE Sovereign Y 17 15.0 50,000,000 6 > 95%
UNIBAIL-RODAMCO SE Europe   12 7.7 5,000,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.0 100,000,000 9 > 95%
UNILEVER N.V. Europe Y 16 14.0 50,000,000 4 > 95%
UNION PACIFIC CORPORATION Americas Y 16 14.3 15,000,000 3 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   15 8.0 5,000,000 1 > 95%
UNISYS CORPORATION Americas Y 12 10.0 10,000,000 2 < 5%
UNITED BUSINESS MEDIA LIMITED Europe   14 10.7 5,000,000 1 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign Y 15 13.3 225,000,000 21 > 95%
UNITED MEXICAN STATES Sovereign Y 16 14.3 375,000,000 26 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan   7 4.0 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. Americas Y 15 12.3 12,500,000 2 5-25%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 13 11.3 7,500,000 2 < 5%
UNITED STATES CELLULAR CORPORATION Americas   10 6.7 5,000,000 1 < 5%
UNITED STATES OF AMERICA Sovereign   10 9.0 100,000,000 5 > 95%
UNITED STATES STEEL CORPORATION Americas   14 12.0 50,000,000 9 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   14 11.0 10,000,000 1 < 5%
UNITED UTILITIES PLC Europe Y 16 15.3 25,000,000 3 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 15 11.7 20,000,000 3 5-25%
UNITYMEDIA GMBH Europe   16 14.3 50,000,000 5 > 95%
UNIVERSAL CORPORATION Americas   12 8.3 5,000,000 1 25-75%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 16 13.7 25,000,000 4 5-25%
UNIVISION COMMUNICATIONS INC. Americas Y 14 11.0 17,500,000 4 5-25%
UNUM GROUP Americas   14 12.7 12,500,000 2 25-75%
UPC HOLDING B.V. Europe   16 15.0 75,000,000 9 > 95%
UPM-KYMMENE OYJ Europe   16 14.0 50,000,000 5 > 95%
V.F. CORPORATION Americas   15 12.7 50,000,000 6 5-25%
VALE SA Americas Y 11 6.3 5,000,000 1 > 95%
VALEO Europe   17 15.3 75,000,000 8 > 95%
VALERO ENERGY CORPORATION Americas Y 16 14.3 50,000,000 8 5-25%
VATTENFALL AKTIEBOLAG Europe Y 16 13.3 50,000,000 3 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan   11 7.3 2,500,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 16 15.3 50,000,000 3 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 16 14.3 50,000,000 7 5-25%
VIACOM INC. Americas Y 16 14.0 20,000,000 4 25-75%
VICTOR COMPANY OF JAPAN, LIMITED Japan   4 2.0 2,500,000 0 > 95%
VINCI Europe Y 16 15.0 50,000,000 3 > 95%
VIRGIN MEDIA FINANCE PLC Europe   16 15.0 50,000,000 8 > 95%
VIVENDI Europe Y 17 16.7 50,000,000 7 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 16.0 75,000,000 8 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe Y 16 15.3 100,000,000 12 > 95%
VORNADO REALTY L.P. Americas Y 15 13.7 15,000,000 3 25-75%
VULCAN MATERIALS COMPANY Americas   12 10.3 15,000,000 3 < 5%
WAL-MART STORES, INC. Americas Y 16 14.3 50,000,000 3 5-25%
WAN HAI LINES LTD. Asia Ex-Japan   11 4.3 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas   13 10.3 10,000,000 2 5-25%
WEATHERFORD INTERNATIONAL LTD. Americas   14 11.3 15,000,000 3 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   13 8.3 7,500,000 1 5-25%
WEINGARTEN REALTY INVESTORS Americas   10 4.3 2,500,000 0 < 5%
WELLPOINT, INC. Americas   13 9.0 5,000,000 1 25-75%
WELLS FARGO & COMPANY Americas Y 17 14.7 125,000,000 13 5-25%
WENDEL Europe   16 14.7 50,000,000 5 > 95%
WESFARMERS LIMITED Australia NZ   12 8.7 10,000,000 1 75-95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ   13 10.0 12,500,000 1 > 95%
WESTLB AG Europe   15 12.3 20,000,000 3 > 95%
WESTPAC BANKING CORPORATION Australia NZ   13 10.7 25,000,000 2 > 95%
WEYERHAEUSER COMPANY Americas   17 14.7 50,000,000 7 25-75%
WHIRLPOOL CORPORATION Americas Y 16 15.7 75,000,000 9 25-75%
WIND ACQUISITION FINANCE S.A. Europe   17 15.3 50,000,000 8 > 95%
WINDSTREAM CORPORATION Americas Y 16 14.7 50,000,000 7 < 5%
WOLTERS KLUWER N.V. Europe Y 17 16.3 50,000,000 5 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   12 9.7 10,000,000 1 > 95%
WOOLWORTHS LTD Australia NZ   12 10.3 10,000,000 1 75-95%
WOORI BANK Asia Ex-Japan   12 9.7 7,500,000 1 > 95%
WPP 2005 LIMITED Europe Y 16 15.3 50,000,000 5 > 95%
XCEL ENERGY INC. Americas   11 7.0 7,500,000 1 5-25%
XEROX CORPORATION Americas Y 15 15.0 50,000,000 5 < 5%
XSTRATA CANADA CORPORATION Americas   13 8.3 5,000,000 1 25-75%
XSTRATA PLC Europe Y 16 15.7 50,000,000 7 > 95%
XTO ENERGY INC. Americas Y 15 10.3 7,500,000 1 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   13 8.0 2,500,000 1 > 95%
YUM! BRANDS, INC. Americas Y 15 12.3 15,000,000 2 5-25%
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