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

The sample covers the three month period beginning December 20, 2011 through March 19, 2012

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 %
ABB INTERNATIONAL FINANCE LIMITED Europe Y 15 13.3 10,000,000 2 > 95%
ABBOTT LABORATORIES Americas   12 10.0 12,500,000 2 < 5%
ABN AMRO BANK N.V. Europe Y 2 0.7 2,500,000 0 > 95%
ABU DHABI Sovereign   13 12.0 50,000,000 3 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   8 4.0 2,500,000 0 > 95%
ACCOR Europe Y 16 14.3 25,000,000 4 > 95%
ACE LIMITED Americas Y 15 13.0 50,000,000 5 < 5%
ACOM CO., LTD. Japan Y 12 7.0 7,500,000 1 > 95%
ADECCO S.A. Europe   15 12.3 12,500,000 2 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 14 11.7 15,000,000 5 < 5%
AEGON N.V. Europe Y 16 15.3 75,000,000 6 > 95%
AEON CO., LTD. Japan Y 8 3.0 2,500,000 0 > 95%
AETNA INC. Americas Y 15 12.3 15,000,000 4 < 5%
AGEAS N.V. Europe   4 1.3 2,500,000 0 > 95%
AGRIUM INC. Americas   14 9.7 7,500,000 1 25-75%
AIR PRODUCTS AND CHEMICALS, INC. Americas   14 9.3 5,000,000 1 5-25%
AK STEEL CORPORATION Americas Y 14 12.0 22,500,000 8 < 5%
AKTIEBOLAGET ELECTROLUX Europe Y 15 13.7 50,000,000 4 > 95%
AKTIEBOLAGET SKF Europe   5 2.0 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO Europe   16 15.3 50,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 16 13.7 22,500,000 4 > 95%
ALCATEL LUCENT Europe Y 17 16.0 50,000,000 9 > 95%
ALCATEL-LUCENT USA INC. Americas Y 13 11.0 17,500,000 7 < 5%
ALCOA INC. Americas Y 16 15.0 75,000,000 16 < 5%
ALL NIPPON AIRWAYS CO., LTD. Japan Y 12 8.3 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas Y 14 10.0 5,000,000 1 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   7 3.0 2,500,000 0 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe Y 16 12.7 7,500,000 1 > 95%
ALLIANDER N.V. Europe   8 3.0 2,500,000 0 > 95%
ALLIANT ENERGY RESOURCES, INC. Americas   6 2.3 2,500,000 0 25-75%
ALLIANZ SE Europe   16 15.3 100,000,000 9 > 95%
ALLIED DOMECQ LIMITED Europe   6 3.0 2,500,000 0 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas Y 10 6.0 2,500,000 0 < 5%
ALLTEL CORPORATION Americas Y 14 9.0 5,000,000 1 25-75%
ALLY FINANCIAL INC. Americas Y 14 12.0 75,000,000 11 < 5%
ALPHA APPALACHIA HOLDINGS, INC. Americas   11 8.0 2,500,000 1 < 5%
ALSTOM Europe Y 16 14.3 25,000,000 6 > 95%
ALTADIS SA Europe   14 9.3 7,500,000 1 > 95%
ALTRIA GROUP, INC. Americas Y 16 14.0 50,000,000 5 5-25%
AMCOR LTD Australia NZ Y 14 9.7 12,500,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   6 2.3 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 15 12.3 20,000,000 6 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 14.0 22,500,000 4 5-25%
AMERICAN EXPRESS COMPANY Americas Y 16 14.0 50,000,000 5 < 5%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 16 14.3 75,000,000 12 < 5%
AMERISOURCEBERGEN CORPORATION Americas Y 13 8.7 7,500,000 1 < 5%
AMGEN INC. Americas Y 15 13.0 20,000,000 3 5-25%
AMKOR TECHNOLOGY, INC. Americas Y 14 12.7 17,500,000 6 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   7 5.0 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION Americas Y 16 13.7 50,000,000 7 < 5%
ANGLO AMERICAN PLC Europe   16 14.7 50,000,000 5 > 95%
ANHEUSER-BUSCH COMPANIES, LLC Americas   13 8.3 5,000,000 1 5-25%
ANHEUSER-BUSCH INBEV Europe   9 6.7 7,500,000 1 > 95%
AON CORPORATION Americas   14 10.3 5,000,000 1 5-25%
APACHE CORPORATION Americas   13 12.0 15,000,000 2 5-25%
ARAB REPUBLIC OF EGYPT Sovereign Y 12 10.3 17,500,000 8 > 95%
ARAMARK CORPORATION Americas Y 14 11.7 10,000,000 3 < 5%
ARCELORMITTAL Europe Y 16 16.0 100,000,000 19 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   13 10.7 7,500,000 1 < 5%
ARCHSTONE Americas   8 3.0 2,500,000 0 < 5%
ARGENTINE REPUBLIC Sovereign Y 14 13.3 125,000,000 14 > 95%
ARROW ELECTRONICS, INC. Americas Y 16 13.7 25,000,000 5 < 5%
ASHLAND INC. Americas   10 6.0 2,500,000 1 5-25%
ASSA ABLOY AB Europe   8 4.0 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 15 15.0 75,000,000 7 > 95%
ASSURED GUARANTY CORP. Americas   15 12.7 50,000,000 10 < 5%
ASSURED GUARANTY MUNICIPAL CORP. Americas   15 13.7 50,000,000 7 < 5%
ASTRAZENECA PLC Europe   13 9.0 10,000,000 1 > 95%
AT&T CORP. Americas Y 11 5.7 2,500,000 0 5-25%
AT&T INC. Americas Y 16 14.0 75,000,000 8 5-25%
AT&T MOBILITY LLC Americas Y 15 12.7 17,500,000 2 < 5%
ATLANTIA S.P.A. Europe Y 15 11.0 12,500,000 2 > 95%
ATLAS COPCO AKTIEBOLAG Europe   6 2.0 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ Y 14 12.0 50,000,000 4 > 95%
AUTOZONE, INC. Americas Y 16 13.7 25,000,000 5 5-25%
AVALONBAY COMMUNITIES, INC. Americas   14 10.7 10,000,000 2 < 5%
AVIS BUDGET CAR RENTAL, LLC Americas Y 15 9.7 7,500,000 2 < 5%
AVIS BUDGET GROUP, INC. Americas   14 11.3 17,500,000 5 < 5%
AVIVA PLC Europe Y 16 15.0 75,000,000 7 > 95%
AVNET, INC. Americas Y 16 13.7 12,500,000 3 5-25%
AVON PRODUCTS, INC. Americas   14 11.7 15,000,000 3 5-25%
AXA Europe Y 16 15.7 100,000,000 10 > 95%
BAA FUNDING LIMITED Europe   16 13.0 12,500,000 2 > 95%
BAE SYSTEMS PLC Europe Y 16 14.0 15,000,000 3 > 95%
BAKER HUGHES INCORPORATED Americas   12 9.0 7,500,000 1 < 5%
BANCA ITALEASE S.P.A. Europe Y 11 5.7 5,000,000 1 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 15 15.0 100,000,000 14 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   8 4.0 17,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   9 5.7 5,000,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 16 15.7 150,000,000 16 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   17 16.3 50,000,000 7 > 95%
BANCO DE SABADELL, S.A. Europe   10 8.3 10,000,000 2 > 95%
BANCO ESPIRITO SANTO, S.A. Europe   17 16.3 75,000,000 9 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe Y 16 13.3 50,000,000 7 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   11 8.0 7,500,000 2 > 95%
BANCO SANTANDER, S.A. Europe   17 16.0 150,000,000 18 > 95%
BANK OF AMERICA CORPORATION Americas Y 16 15.0 250,000,000 33 5-25%
BANK OF CHINA LIMITED Asia Ex-Japan Y 13 9.3 7,500,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 15 13.7 50,000,000 5 > 95%
BANKIA, S.A. Europe   10 6.3 7,500,000 1 > 95%
BANQUE CENTRALE DE TUNISIE Sovereign Y 8 4.0 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 16 14.3 100,000,000 11 > 95%
BARRICK GOLD CORPORATION Americas Y 16 15.0 22,500,000 4 5-25%
BASF PERSONAL CARE AND NUTRITION GMBH Europe   8 3.3 2,500,000 0 > 95%
BASF SCHWEIZ AG Europe   14 11.3 17,500,000 2 > 95%
BASF SE Europe Y 17 15.0 25,000,000 3 > 95%
BAUSCH & LOMB INCORPORATED Americas Y 12 8.7 5,000,000 2 < 5%
BAXTER INTERNATIONAL INC. Americas Y 15 12.7 22,500,000 3 < 5%
BAYER AKTIENGESELLSCHAFT Europe Y 15 14.0 25,000,000 3 > 95%
BAYERISCHE LANDESBANK Europe   8 4.0 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe   17 15.3 75,000,000 10 > 95%
BCE INC. Americas   11 7.3 5,000,000 1 < 5%
BEAM INC. Americas Y 16 14.7 25,000,000 5 5-25%
BEAZER HOMES USA, INC. Americas Y 14 12.0 25,000,000 8 < 5%
BELLSOUTH CORPORATION Americas Y 14 10.3 7,500,000 2 < 5%
BELO CORP. Americas Y 16 13.7 25,000,000 8 5-25%
BERKSHIRE HATHAWAY INC. Americas   16 14.3 50,000,000 5 < 5%
BERTELSMANN AG Europe Y 16 14.3 25,000,000 3 > 95%
BEST BUY CO., INC. Americas   12 11.3 50,000,000 7 < 5%
BHP BILLITON LIMITED Australia NZ   14 12.3 22,500,000 2 > 95%
BLOCK FINANCIAL LLC Americas   15 12.7 50,000,000 5 5-25%
BNP PARIBAS Europe Y 16 14.3 125,000,000 15 > 95%
BOEING CAPITAL CORPORATION Americas Y 15 13.0 17,500,000 3 5-25%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 14 13.3 175,000,000 13 25-75%
BOMBARDIER INC. Americas Y 15 13.0 15,000,000 4 5-25%
BORGWARNER INC. Americas   14 10.3 7,500,000 2 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 15 11.7 12,500,000 2 < 5%
BOSTON SCIENTIFIC CORPORATION Americas Y 16 13.7 20,000,000 5 < 5%
BOUYGUES Europe Y 14 12.3 10,000,000 2 > 95%
BOYD GAMING CORPORATION Americas Y 14 11.7 17,500,000 5 < 5%
BP P.L.C. Europe   16 13.3 22,500,000 3 > 95%
BRIDGESTONE CORPORATION Japan Y 7 5.3 2,500,000 0 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. Europe   8 4.7 5,000,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 16 13.7 20,000,000 4 5-25%
BRITISH AIRWAYS PLC Europe Y 17 14.0 20,000,000 4 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe   16 14.3 20,000,000 3 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe Y 6 2.7 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe Y 15 12.0 7,500,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 15.7 50,000,000 5 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   7 3.3 2,500,000 0 5-25%
BRUNSWICK CORPORATION Americas Y 14 12.7 25,000,000 6 5-25%
BUNGE LIMITED FINANCE CORP. Americas   9 4.7 5,000,000 1 < 5%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 16 13.3 12,500,000 2 5-25%
CA, INC. Americas Y 15 12.0 10,000,000 2 5-25%
CABLE & WIRELESS LIMITED Europe   12 10.3 12,500,000 2 > 95%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 13 11.3 10,000,000 3 > 95%
CADBURY HOLDINGS LIMITED Europe   14 11.7 10,000,000 2 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. Americas Y 15 14.0 75,000,000 15 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   13 9.0 7,500,000 1 > 95%
CAMPBELL SOUP COMPANY Americas Y 15 12.7 25,000,000 4 < 5%
CANADIAN NATIONAL RAILWAY COMPANY Americas   8 4.3 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 14 11.3 12,500,000 2 < 5%
CANON INC. Japan   5 2.3 2,500,000 0 > 95%
CAP GEMINI Europe Y 12 7.3 2,500,000 1 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 16 14.0 20,000,000 4 < 5%
CAPITAL ONE FINANCIAL CORPORATION Americas Y 14 13.3 25,000,000 4 5-25%
CAPITALAND LIMITED Asia Ex-Japan Y 12 8.0 2,500,000 1 > 95%
CARDINAL HEALTH, INC. Americas Y 14 12.7 20,000,000 4 5-25%
CARGILL, INCORPORATED Americas   14 11.3 10,000,000 2 5-25%
CARLSBERG BREWERIES A/S Europe   11 8.0 5,000,000 0 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   8 3.7 2,500,000 0 > 95%
CARNIVAL CORPORATION Americas Y 16 13.7 50,000,000 7 < 5%
CARREFOUR Europe Y 15 14.0 50,000,000 7 > 95%
CASINO GUICHARD-PERRACHON Europe Y 17 15.7 50,000,000 7 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   13 10.3 15,000,000 5 < 5%
CATERPILLAR INC. Americas Y 16 13.7 50,000,000 6 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan Y 4 1.3 2,500,000 0 > 95%
CBS CORPORATION Americas Y 16 14.0 50,000,000 8 < 5%
CELESTICA INC. Americas Y 12 6.3 2,500,000 0 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   9 4.7 2,500,000 0 75-95%
CENTERPOINT ENERGY, INC. Americas   13 7.3 5,000,000 1 < 5%
CENTEX CORPORATION Americas Y 15 13.3 50,000,000 5 < 5%
CENTRICA PLC Europe Y 16 14.0 17,500,000 3 > 95%
CENTURYLINK, INC. Americas Y 16 14.3 50,000,000 8 < 5%
CHESAPEAKE ENERGY CORPORATION Americas Y 14 11.3 50,000,000 14 < 5%
CHEVRON CORPORATION Americas   12 9.7 17,500,000 3 5-25%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan Y 13 11.3 10,000,000 1 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED Japan Y 10 5.7 7,500,000 2 > 95%
CIGNA CORPORATION Americas Y 16 13.7 17,500,000 4 5-25%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe Y 13 10.0 10,000,000 2 > 95%
CISCO SYSTEMS, INC. Americas Y 16 11.7 10,000,000 2 5-25%
CITIGROUP INC. Americas   15 14.0 150,000,000 17 5-25%
CITIGROUP JAPAN HOLDINGS CORP. Japan Y 5 1.7 2,500,000 0 > 95%
CLARIANT AG Europe Y 16 15.3 50,000,000 8 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 15 14.0 75,000,000 18 < 5%
CMS ENERGY CORPORATION Americas Y 15 11.3 10,000,000 2 < 5%
CNA FINANCIAL CORPORATION Americas   12 9.3 7,500,000 2 25-75%
CNOOC LIMITED Asia Ex-Japan   7 4.7 2,500,000 0 > 95%
COCA-COLA REFRESHMENTS USA, INC. Americas   12 8.0 5,000,000 1 5-25%
CODERE FINANCE (LUXEMBOURG) S.A. Europe Y 15 14.0 17,500,000 5 > 95%
COLES GROUP LIMITED Australia NZ   12 5.7 2,500,000 0 > 95%
COLGATE-PALMOLIVE COMPANY Americas   11 5.7 5,000,000 1 5-25%
COLT TECHNOLOGY SERVICES GROUP LIMITED Europe   10 5.0 2,500,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas Y 16 13.7 17,500,000 3 5-25%
COMCAST CORPORATION Americas Y 15 13.3 22,500,000 4 < 5%
COMMERCIAL METALS COMPANY Americas   13 10.0 5,000,000 2 5-25%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 15.7 100,000,000 12 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ Y 13 10.3 50,000,000 4 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   13 12.3 100,000,000 7 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas   12 11.0 20,000,000 6 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe   16 15.0 50,000,000 6 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   15 14.3 50,000,000 4 > 95%
COMPASS GROUP PLC Europe Y 15 14.0 17,500,000 2 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 16 14.7 75,000,000 13 5-25%
CON-WAY INC. Americas   14 10.0 7,500,000 2 5-25%
CONAGRA FOODS, INC. Americas Y 16 14.0 25,000,000 5 < 5%
CONOCOPHILLIPS Americas Y 16 14.7 50,000,000 5 5-25%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   13 8.7 5,000,000 1 5-25%
CONSTELLATION BRANDS, INC. Americas Y 14 12.0 7,500,000 2 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 16 13.3 25,000,000 5 5-25%
CONTINENTAL AKTIENGESELLSCHAFT Europe Y 16 15.7 75,000,000 9 > 95%
COOPER TIRE & RUBBER COMPANY Americas Y 13 11.3 10,000,000 3 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   15 12.0 15,000,000 2 > 95%
CORNING INCORPORATED Americas Y 14 11.0 7,500,000 2 < 5%
CORUS GROUP LIMITED Europe   10 8.3 5,000,000 1 > 95%
COSTCO WHOLESALE CORPORATION Americas   12 7.7 5,000,000 1 25-75%
COVIDIEN LTD. Americas   9 3.3 2,500,000 0 < 5%
COX COMMUNICATIONS, INC. Americas Y 16 15.0 50,000,000 5 5-25%
CREDIT AGRICOLE SA Europe Y 15 15.0 100,000,000 14 > 95%
CREDIT SUISSE (USA), INC. Americas   9 4.0 2,500,000 0 5-25%
CREDIT SUISSE GROUP LTD Europe   16 15.3 75,000,000 7 > 95%
CROWN LIMITED Australia NZ   8 5.3 5,000,000 1 > 95%
CSC HOLDINGS, LLC Americas Y 13 10.7 12,500,000 4 < 5%
CSR LIMITED Australia NZ Y 13 8.7 5,000,000 1 > 95%
CSX CORPORATION Americas Y 16 13.3 22,500,000 5 < 5%
CUMMINS INC. Americas Y 10 6.7 5,000,000 1 < 5%
CVS CAREMARK CORPORATION Americas Y 16 13.7 20,000,000 4 < 5%
CYTEC INDUSTRIES INC. Americas   14 10.3 7,500,000 2 5-25%
CZECH REPUBLIC Sovereign   15 11.7 15,000,000 2 > 95%
D.R. HORTON, INC. Americas Y 13 11.3 20,000,000 4 < 5%
DAIMLER AG Europe   17 16.7 100,000,000 10 > 95%
DANAHER CORPORATION Americas   14 8.0 5,000,000 1 < 5%
DANONE Europe Y 16 14.0 15,000,000 3 > 95%
DANSKE BANK A/S Europe   10 7.7 10,000,000 1 > 95%
DARDEN RESTAURANTS, INC. Americas Y 16 13.7 50,000,000 7 < 5%
DBS BANK LTD. Asia Ex-Japan Y 9 5.0 2,500,000 0 > 95%
DDR CORP. Americas   12 10.7 17,500,000 4 < 5%
DEAN FOODS COMPANY Americas Y 14 12.0 17,500,000 5 < 5%
DEERE & COMPANY Americas Y 15 12.3 20,000,000 3 < 5%
DELHAIZE AMERICA, LLC Americas   14 9.7 5,000,000 1 5-25%
DELL INC. Americas Y 16 13.0 15,000,000 3 < 5%
DELUXE CORPORATION Americas Y 13 9.3 5,000,000 1 < 5%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe   8 5.7 5,000,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 15.3 100,000,000 12 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe Y 16 15.3 50,000,000 6 > 95%
DEUTSCHE POST AG Europe   15 13.7 12,500,000 2 > 95%
DEUTSCHE TELEKOM AG Europe   17 16.3 75,000,000 7 > 95%
DEVON ENERGY CORPORATION Americas Y 16 14.0 25,000,000 5 < 5%
DEXIA CREDIT LOCAL Europe   13 9.0 7,500,000 1 > 95%
DIAGEO PLC Europe   15 14.7 20,000,000 3 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   13 7.0 5,000,000 1 5-25%
DILLARD'S, INC. Americas Y 14 11.0 10,000,000 3 < 5%
DIRECTV HOLDINGS LLC Americas Y 16 13.7 25,000,000 5 < 5%
DISH DBS CORPORATION Americas Y 14 12.3 20,000,000 6 < 5%
DIXONS RETAIL PLC Europe Y 16 16.0 50,000,000 13 > 95%
DNB BANK ASA Europe   7 4.0 2,500,000 0 > 95%
DOLE FOOD COMPANY, INC. Americas Y 13 11.7 10,000,000 3 < 5%
DOMINION RESOURCES, INC. Americas Y 16 13.0 15,000,000 3 5-25%
DOMTAR CORPORATION Americas Y 13 12.0 15,000,000 4 < 5%
DONG ENERGY A/S Europe   9 4.3 2,500,000 0 > 95%
DOVER CORPORATION Americas   9 6.0 5,000,000 1 < 5%
DP WORLD LIMITED Europe   9 5.3 2,500,000 0 > 95%
DPL INC. Americas   11 8.0 5,000,000 1 < 5%
DTE ENERGY COMPANY Americas   13 8.3 5,000,000 1 25-75%
DUBAI Sovereign   12 9.3 10,000,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 14.0 15,000,000 3 5-25%
DUKE REALTY LIMITED PARTNERSHIP Americas   12 9.7 10,000,000 2 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 15 13.7 17,500,000 4 5-25%
E.ON AG Europe   16 15.0 50,000,000 5 > 95%
EAST JAPAN RAILWAY COMPANY Japan Y 7 2.3 2,500,000 0 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 16 14.0 50,000,000 8 < 5%
EATON CORPORATION Americas   9 5.3 2,500,000 0 5-25%
EDISON S.P.A. Europe Y 17 13.3 17,500,000 3 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 15.7 50,000,000 7 > 95%
EL PASO CORPORATION Americas Y 14 11.7 12,500,000 3 < 5%
ELECTRICITE DE FRANCE Europe Y 16 15.7 50,000,000 5 > 95%
ELI LILLY AND COMPANY Americas   13 9.7 7,500,000 1 < 5%
ELISA OYJ Europe   6 3.3 2,500,000 0 > 95%
EMBARQ CORPORATION Americas Y 16 14.0 25,000,000 5 5-25%
EMERSON ELECTRIC CO. Americas   11 7.0 5,000,000 1 5-25%
EMI GROUP LIMITED Europe Y 8 3.3 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   11 8.7 10,000,000 2 < 5%
ENBRIDGE INC. Americas   13 11.0 10,000,000 2 5-25%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe   14 11.7 17,500,000 2 > 95%
ENCANA CORPORATION Americas   14 11.3 20,000,000 4 < 5%
ENDESA, S.A. Europe   16 13.3 20,000,000 3 > 95%
ENECO HOLDING N.V. Europe   5 1.7 5,000,000 0 > 95%
ENEL S.P.A. Europe Y 16 15.3 50,000,000 6 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 14 12.7 25,000,000 7 5-25%
ENERGY TRANSFER PARTNERS, L.P. Americas   13 9.7 12,500,000 2 5-25%
ENI S.P.A. Europe Y 16 14.7 50,000,000 3 > 95%
ENTERGY CORPORATION Americas   14 11.7 17,500,000 3 5-25%
ENTERPRISE PRODUCTS OPERATING LLC Americas   12 9.7 5,000,000 1 5-25%
EOP OPERATING LIMITED PARTNERSHIP Americas Y 14 9.7 10,000,000 2 5-25%
ERAC USA FINANCE LLC Americas   7 4.0 2,500,000 0 < 5%
ERC IRELAND FINANCE LIMITED Europe Y 13 9.7 7,500,000 2 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 15 11.3 12,500,000 3 5-25%
ERSTE GROUP BANK AG Europe   9 6.0 5,000,000 1 > 95%
ESSENT N.V. Europe   6 2.0 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe   16 14.0 50,000,000 6 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   6 3.0 2,500,000 0 25-75%
EVONIK DEGUSSA GMBH Europe Y 14 10.3 7,500,000 1 > 95%
EXELON CORPORATION Americas   12 11.0 15,000,000 2 5-25%
EXELON GENERATION COMPANY, LLC Americas   14 11.7 12,500,000 2 < 5%
EXPEDIA, INC. Americas Y 16 13.3 25,000,000 5 5-25%
EXPERIAN FINANCE PLC Europe Y 16 14.7 22,500,000 3 > 95%
EXXON MOBIL CORPORATION Americas   12 8.0 10,000,000 2 < 5%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 11 6.3 2,500,000 0 < 5%
FAIRFAX MEDIA LIMITED Australia NZ   10 5.3 2,500,000 0 > 95%
FCE BANK PLC Europe Y 12 9.0 7,500,000 1 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign   15 13.7 475,000,000 23 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 14.0 650,000,000 58 > 95%
FEDEX CORPORATION Americas   14 10.7 5,000,000 1 5-25%
FIAT S.P.A. Europe   15 13.7 50,000,000 10 > 95%
FINMECCANICA S.P.A. Europe   17 16.0 50,000,000 8 > 95%
FIRST DATA CORPORATION Americas Y 16 13.0 50,000,000 12 5-25%
FIRST INDUSTRIAL, L.P. Americas   10 5.7 2,500,000 1 < 5%
FIRSTENERGY CORP. Americas Y 16 13.7 20,000,000 4 5-25%
FKI LIMITED Europe   11 7.7 5,000,000 1 > 95%
FLEXTRONICS CORPORATION Americas   2 0.7 2,500,000 0 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 15 11.3 5,000,000 1 < 5%
FORD MOTOR COMPANY Americas Y 15 12.3 50,000,000 10 < 5%
FORD MOTOR CREDIT COMPANY LLC Americas Y 13 10.7 12,500,000 2 < 5%
FOREST OIL CORPORATION Americas Y 14 12.0 17,500,000 5 < 5%
FORTIS BANK Europe   12 7.3 5,000,000 0 > 95%
FORTUM OYJ Europe Y 16 12.7 15,000,000 3 > 95%
FOSTER'S GROUP LIMITED Australia NZ   13 9.7 7,500,000 1 > 95%
FRANCE TELECOM Europe Y 17 15.7 75,000,000 7 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas Y 16 14.3 50,000,000 7 < 5%
FREEPORT-MCMORAN CORPORATION Americas   12 8.0 5,000,000 1 5-25%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 13.0 50,000,000 9 < 5%
FRENCH REPUBLIC Sovereign   14 13.0 775,000,000 46 > 95%
FRESENIUS SE & CO. KGAA Europe   14 13.3 17,500,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 16 13.7 50,000,000 14 < 5%
FUJITSU LIMITED Japan Y 11 7.3 5,000,000 1 > 95%
GANNETT CO., INC. Americas Y 16 14.7 50,000,000 9 5-25%
GAS NATURAL SDG, S.A. Europe   16 15.7 50,000,000 7 > 95%
GATX CORPORATION Americas Y 13 9.7 5,000,000 1 5-25%
GDF SUEZ Europe Y 15 15.0 50,000,000 6 > 95%
GECINA Europe Y 12 9.3 5,000,000 1 > 95%
GENERAL DYNAMICS CORPORATION Americas   10 6.0 5,000,000 2 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 16 15.0 175,000,000 17 5-25%
GENERAL MILLS, INC. Americas Y 16 14.3 17,500,000 3 5-25%
GENERAL MOTORS COMPANY Americas   8 7.0 10,000,000 2 < 5%
GENON ENERGY, INC. Americas Y 13 11.3 15,000,000 4 < 5%
GENON NORTH AMERICA, LLC Americas   11 5.7 2,500,000 0 < 5%
GENTING BHD. Asia Ex-Japan   10 4.7 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. Americas   15 12.0 22,500,000 5 < 5%
GEORGIA-PACIFIC LLC Americas Y 14 12.7 10,000,000 3 5-25%
GKN HOLDINGS PLC Europe Y 16 13.7 50,000,000 5 > 95%
GLAXOSMITHKLINE PLC Europe   13 9.0 5,000,000 1 > 95%
GLENCORE INTERNATIONAL AG Europe   17 16.3 75,000,000 12 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan   12 6.3 2,500,000 0 > 95%
GOODRICH CORPORATION Americas Y 16 13.3 17,500,000 3 < 5%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ Y 10 7.3 7,500,000 1 > 95%
GROHE HOLDING GMBH Europe Y 16 13.7 20,000,000 5 > 95%
GROUPE AUCHAN Europe Y 15 13.3 17,500,000 3 > 95%
GS CALTEX CORPORATION Asia Ex-Japan Y 13 5.7 2,500,000 0 > 95%
H. J. HEINZ COMPANY Americas Y 16 12.3 15,000,000 2 5-25%
HALLIBURTON COMPANY Americas Y 16 13.3 20,000,000 4 < 5%
HAMMERSON PLC Europe   12 8.7 5,000,000 1 > 95%
HANA BANK Asia Ex-Japan Y 9 4.7 5,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 11 8.0 7,500,000 1 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe   16 14.3 75,000,000 5 > 95%
HANSON LIMITED Europe Y 14 10.3 10,000,000 1 > 95%
HASBRO, INC. Americas Y 11 9.3 5,000,000 2 5-25%
HAVAS Europe Y 10 9.7 7,500,000 1 > 95%
HCA INC. Americas Y 15 12.7 22,500,000 5 < 5%
HCP, INC. Americas   14 12.7 15,000,000 3 5-25%
HEALTH CARE REIT, INC. Americas   10 9.7 10,000,000 2 < 5%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas Y 11 9.7 12,500,000 4 5-25%
HEIDELBERGCEMENT AG Europe   16 13.3 50,000,000 5 > 95%
HEINEKEN N.V. Europe   12 8.0 5,000,000 0 > 95%
HELLENIC REPUBLIC Sovereign   17 15.0 125,000,000 15 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe   17 15.3 75,000,000 14 > 95%
HENKEL AG & CO. KGAA Europe Y 16 13.0 17,500,000 3 > 95%
HESS CORPORATION Americas Y 13 11.3 10,000,000 2 5-25%
HEWLETT-PACKARD COMPANY Americas Y 16 13.7 50,000,000 6 < 5%
HILTON WORLDWIDE, INC. Americas   12 8.7 5,000,000 1 5-25%
HITACHI, LTD. Japan Y 10 8.7 7,500,000 1 > 95%
HOLCIM (AUSTRALIA) HOLDINGS PTY LTD Australia NZ   7 2.7 2,500,000 0 > 95%
HOLCIM LTD Europe   16 16.0 50,000,000 5 > 95%
HONDA MOTOR CO., LTD. Japan Y 12 9.7 10,000,000 1 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 14 12.3 50,000,000 5 < 5%
HOSPITALITY PROPERTIES TRUST Americas   9 7.0 5,000,000 1 < 5%
HOST HOTELS & RESORTS, L.P. Americas Y 14 11.0 15,000,000 4 < 5%
HP ENTERPRISE SERVICES, LLC Americas   13 9.0 5,000,000 1 5-25%
HSBC BANK PLC Europe Y 13 12.0 20,000,000 2 > 95%
HSBC FINANCE CORPORATION Americas   12 10.3 15,000,000 2 5-25%
HUMANA INC. Americas   11 9.3 5,000,000 2 5-25%
HUNTSMAN INTERNATIONAL LLC Americas Y 12 10.3 7,500,000 3 < 5%
HUSKY ENERGY INC. Americas   10 5.7 2,500,000 1 < 5%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan   16 13.3 15,000,000 2 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   12 10.0 7,500,000 2 > 95%
IBERDROLA, S.A. Europe   16 14.0 50,000,000 6 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 14 11.0 7,500,000 1 > 95%
IDBI BANK LIMITED Asia Ex-Japan Y 13 7.7 5,000,000 1 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   6 3.0 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas Y 8 4.7 2,500,000 0 < 5%
ILLINOIS TOOL WORKS INC. Americas   6 3.7 2,500,000 0 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   13 9.0 7,500,000 1 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   17 15.7 25,000,000 3 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan Y 7 3.3 2,500,000 0 > 95%
INEOS GROUP HOLDINGS LIMITED Europe Y 14 13.7 50,000,000 12 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe Y 12 8.3 5,000,000 1 > 95%
ING BANK N.V. Europe Y 13 13.0 20,000,000 3 > 95%
ING VERZEKERINGEN N.V. Europe   12 8.3 7,500,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 16 12.3 12,500,000 2 5-25%
INTELSAT S.A. Americas Y 14 11.7 10,000,000 2 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 16 14.7 50,000,000 5 5-25%
INTERNATIONAL GAME TECHNOLOGY Americas   7 2.3 2,500,000 0 25-75%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 16 15.0 75,000,000 12 5-25%
INTERNATIONAL PAPER COMPANY Americas Y 16 15.0 50,000,000 8 5-25%
INTERNATIONAL POWER PLC Europe   12 7.0 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. Americas   16 14.3 50,000,000 6 < 5%
INTESA SANPAOLO SPA Europe Y 17 16.0 125,000,000 14 > 95%
INVENSYS PLC Europe Y 10 5.0 2,500,000 0 > 95%
INVESTOR AKTIEBOLAG Europe Y 10 5.0 2,500,000 0 > 95%
IRELAND Sovereign   15 14.0 150,000,000 14 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 12 9.7 7,500,000 2 < 5%
ISS A/S Europe Y 14 11.0 10,000,000 2 > 95%
ISS GLOBAL A/S Europe Y 11 5.7 2,500,000 0 > 95%
ISTAR FINANCIAL INC. Americas Y 16 15.0 75,000,000 14 < 5%
ITOCHU CORPORATION Japan Y 13 11.0 10,000,000 2 > 95%
ITV PLC Europe Y 15 14.3 20,000,000 4 > 95%
J SAINSBURY PLC Europe Y 16 14.0 22,500,000 3 > 95%
J. C. PENNEY COMPANY, INC. Americas Y 16 15.3 75,000,000 12 < 5%
JAPAN Sovereign   15 14.0 275,000,000 24 > 95%
JAPAN TOBACCO INC. Japan Y 11 6.3 5,000,000 0 > 95%
JEMENA LIMITED Australia NZ Y 12 6.3 2,500,000 0 > 95%
JFE HOLDINGS, INC. Japan   9 5.0 7,500,000 1 > 95%
JFE STEEL CORPORATION Japan Y 12 10.7 10,000,000 2 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   12 8.3 5,000,000 1 5-25%
JOHNSON & JOHNSON Americas   14 9.0 7,500,000 2 < 5%
JOHNSON CONTROLS, INC. Americas Y 15 12.0 15,000,000 3 5-25%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   2 0.7 2,500,000 0 > 95%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" Europe   4 2.0 2,500,000 0 > 95%
JPMORGAN CHASE & CO. Americas   16 14.7 175,000,000 16 < 5%
JSC "GAZPROM" Europe   17 14.3 50,000,000 5 > 95%
JSC "KAZKOMMERTSBANK" Europe   13 8.7 15,000,000 2 > 95%
JSC VTB BANK Europe   15 13.0 50,000,000 3 > 95%
JTI (UK) FINANCE PLC Europe Y 14 10.7 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 14 12.3 75,000,000 20 < 5%
KABEL DEUTSCHLAND GMBH Europe Y 8 4.0 2,500,000 0 > 95%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH Europe Y 15 13.3 15,000,000 3 > 95%
KAJIMA CORPORATION Japan Y 11 6.7 5,000,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 12 8.3 7,500,000 2 > 95%
KAWASAKI KISEN KAISHA, LTD. Japan Y 11 8.7 5,000,000 2 > 95%
KB HOME Americas Y 15 13.7 50,000,000 8 < 5%
KBC BANK Europe   6 3.3 5,000,000 1 > 95%
KELDA GROUP LIMITED Europe   12 9.7 7,500,000 1 > 95%
KELLOGG COMPANY Americas   13 8.0 5,000,000 1 5-25%
KERR-MCGEE CORPORATION Americas Y 12 7.7 5,000,000 1 5-25%
KIMBERLY-CLARK CORPORATION Americas   11 8.0 5,000,000 1 5-25%
KIMCO REALTY CORPORATION Americas   16 13.7 50,000,000 6 < 5%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 14 10.3 10,000,000 2 < 5%
KINDER MORGAN KANSAS, INC. Americas Y 14 12.3 12,500,000 3 5-25%
KINGDOM OF BELGIUM Sovereign   15 14.0 200,000,000 14 > 95%
KINGDOM OF DENMARK Sovereign   14 11.3 50,000,000 5 > 95%
KINGDOM OF NORWAY Sovereign   15 10.7 12,500,000 1 > 95%
KINGDOM OF SAUDI ARABIA Sovereign   14 9.0 12,500,000 1 > 95%
KINGDOM OF SPAIN Sovereign   16 14.7 775,000,000 55 > 95%
KINGDOM OF SWEDEN Sovereign   15 11.0 50,000,000 4 > 95%
KINGDOM OF THAILAND Sovereign Y 14 11.7 17,500,000 2 > 95%
KINGDOM OF THE NETHERLANDS Sovereign   14 13.0 75,000,000 5 > 95%
KINGFISHER PLC Europe Y 16 15.3 50,000,000 5 > 95%
KINTETSU CORPORATION Japan Y 12 10.0 7,500,000 2 > 95%
KLEPIERRE Europe   12 7.7 5,000,000 1 > 95%
KOBE STEEL, LTD. Japan Y 12 9.0 12,500,000 3 > 95%
KOHL'S CORPORATION Americas Y 16 12.7 50,000,000 6 < 5%
KOMATSU LTD. Japan   11 7.7 5,000,000 1 > 95%
KONINKLIJKE AHOLD N.V. Europe Y 15 12.0 10,000,000 2 > 95%
KONINKLIJKE DSM N.V. Europe Y 16 13.3 22,500,000 3 > 95%
KONINKLIJKE KPN N.V. Europe Y 16 15.3 50,000,000 5 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 16 15.3 20,000,000 3 > 95%
KOOKMIN BANK Asia Ex-Japan Y 11 5.7 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan Y 12 7.0 2,500,000 0 > 95%
KRAFT FOODS INC. Americas,Europe Y 17 14.7 50,000,000 5 25-75%
KT CORPORATION Asia Ex-Japan Y 10 4.7 2,500,000 0 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 11 8.7 10,000,000 1 5-25%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 14 9.0 5,000,000 1 > 95%
LADBROKES PLC Europe   16 12.0 17,500,000 3 > 95%
LAFARGE Europe Y 16 15.7 75,000,000 10 > 95%
LANXESS AKTIENGESELLSCHAFT Europe   16 13.7 15,000,000 2 > 95%
LEBANESE REPUBLIC Sovereign Y 10 7.3 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   11 7.0 5,000,000 0 > 95%
LEND LEASE CORPORATION LTD Australia NZ   12 9.3 12,500,000 1 > 95%
LENNAR CORPORATION Americas Y 16 15.0 50,000,000 9 < 5%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 12 10.7 17,500,000 6 < 5%
LEVI STRAUSS & CO. Americas Y 14 11.3 12,500,000 4 < 5%
LEXMARK INTERNATIONAL, INC. Americas   11 8.7 7,500,000 3 5-25%
LIBERTY MEDIA LLC Americas Y 9 5.3 7,500,000 1 5-25%
LIBERTY MUTUAL GROUP INC. Americas   13 9.0 5,000,000 1 5-25%
LIBERTY MUTUAL INSURANCE COMPANY Americas   12 9.3 7,500,000 1 5-25%
LIMITED BRANDS, INC. Americas Y 16 14.7 50,000,000 9 < 5%
LINCOLN NATIONAL CORPORATION Americas   14 11.7 15,000,000 3 < 5%
LINDE AKTIENGESELLSCHAFT Europe   15 13.3 20,000,000 2 > 95%
LIZ CLAIBORNE, INC. Americas Y 15 13.7 50,000,000 9 < 5%
LLOYDS TSB BANK PLC Europe Y 15 14.3 75,000,000 10 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 16 13.3 22,500,000 5 < 5%
LOEWS CORPORATION Americas Y 14 12.0 12,500,000 3 5-25%
LOUISIANA-PACIFIC CORPORATION Americas Y 15 12.7 50,000,000 7 < 5%
LOWE'S COMPANIES, INC. Americas Y 13 11.3 12,500,000 2 < 5%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 14 13.3 17,500,000 3 > 95%
M.D.C. HOLDINGS, INC. Americas Y 15 12.0 17,500,000 4 < 5%
M-REAL OYJ Europe Y 16 14.3 25,000,000 7 > 95%
MACK-CALI REALTY, L.P. Americas   11 7.3 5,000,000 1 < 5%
MACQUARIE BANK LIMITED Australia NZ Y 15 12.3 20,000,000 2 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas Y 10 4.3 2,500,000 0 5-25%
MACY'S, INC. Americas Y 16 13.7 75,000,000 12 < 5%
MALAYSIA Sovereign Y 13 12.0 25,000,000 3 > 95%
MAN GROUP PLC Europe   10 6.0 5,000,000 1 > 95%
MANOR CARE, INC. Americas   9 6.7 7,500,000 1 5-25%
MARATHON OIL CORPORATION Americas   15 9.0 7,500,000 2 5-25%
MARKS AND SPENCER P.L.C. Europe Y 16 15.3 50,000,000 6 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 15 13.3 50,000,000 6 < 5%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 15 12.3 15,000,000 3 5-25%
MARTIN MARIETTA MATERIALS, INC. Americas   10 6.7 5,000,000 1 < 5%
MARUBENI CORPORATION Japan Y 12 9.7 7,500,000 2 > 95%
MASCO CORPORATION Americas Y 15 13.3 50,000,000 7 5-25%
MATTEL, INC. Americas   14 12.0 7,500,000 2 5-25%
MBIA INC. Americas Y 15 13.3 100,000,000 11 < 5%
MBIA INSURANCE CORPORATION Americas   17 16.0 200,000,000 25 < 5%
MCDONALD'S CORPORATION Americas Y 16 12.0 12,500,000 2 < 5%
MCKESSON CORPORATION Americas Y 16 13.0 20,000,000 4 < 5%
MEADWESTVACO CORPORATION Americas Y 16 14.3 50,000,000 7 5-25%
MEDCO HEALTH SOLUTIONS, INC. Americas   10 6.7 5,000,000 1 5-25%
MEDIACOM LLC Americas Y 13 9.7 5,000,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   13 8.3 7,500,000 1 > 95%
MEDTRONIC, INC. Americas   10 6.0 5,000,000 1 5-25%
MELIA HOTELS INTERNATIONAL, S.A. Europe Y 15 13.3 20,000,000 4 > 95%
MERCK & CO., INC. Americas   11 7.3 2,500,000 1 < 5%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   12 6.0 5,000,000 1 > 95%
MERCK SHARP & DOHME CORP. Americas   14 8.7 5,000,000 1 5-25%
MERITOR, INC. Americas Y 15 12.0 17,500,000 7 < 5%
MERRILL LYNCH & CO., INC. Americas   16 13.7 50,000,000 6 5-25%
METLIFE, INC. Americas Y 15 14.0 50,000,000 9 < 5%
METRO AG Europe Y 16 15.3 50,000,000 7 > 95%
METSO OYJ Europe Y 11 7.7 10,000,000 2 > 95%
MGIC INVESTMENT CORPORATION Americas Y 15 14.3 125,000,000 18 < 5%
MGM RESORTS INTERNATIONAL Americas Y 15 13.3 50,000,000 11 < 5%
MITSUBISHI CORPORATION Japan Y 13 10.3 7,500,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan Y 11 7.7 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan Y 12 9.3 7,500,000 1 > 95%
MITSUI & CO., LTD. Japan Y 11 8.7 15,000,000 1 > 95%
MITSUI CHEMICALS, INC. Japan Y 12 8.7 7,500,000 1 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 10 7.0 5,000,000 1 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 11 10.0 17,500,000 4 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan Y 11 6.7 5,000,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. Japan Y 11 10.3 15,000,000 3 > 95%
MMO2 PLC Europe Y 5 1.7 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. Americas Y 11 9.7 10,000,000 2 5-25%
MOLSON COORS BREWING COMPANY Americas   13 7.3 5,000,000 1 5-25%
MONSANTO COMPANY Americas   11 8.0 12,500,000 1 < 5%
MORGAN STANLEY Americas   16 15.0 200,000,000 26 < 5%
MOS HOLDINGS INC. Americas   11 7.7 7,500,000 2 < 5%
MOTOROLA SOLUTIONS, INC. Americas Y 15 14.3 50,000,000 8 < 5%
MTR CORPORATION LIMITED Asia Ex-Japan Y 6 3.0 2,500,000 0 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 16 15.0 75,000,000 6 > 95%
MURPHY OIL CORPORATION Americas   10 8.3 5,000,000 1 5-25%
NABORS INDUSTRIES, INC. Americas Y 14 12.0 15,000,000 4 5-25%
NALCO COMPANY Americas Y 13 10.3 5,000,000 2 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ Y 15 13.0 22,500,000 3 > 95%
NATIONAL GRID PLC Europe Y 16 13.7 50,000,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 15 13.3 50,000,000 7 < 5%
NATIXIS Europe   12 6.7 5,000,000 0 > 95%
NEC CORPORATION Japan Y 12 9.7 7,500,000 1 > 95%
NESTLE S.A. Europe   16 13.3 15,000,000 2 > 95%
NEW ALBERTSON'S, INC. Americas Y 13 10.0 10,000,000 2 5-25%
NEW ZEALAND Sovereign   9 4.0 5,000,000 0 > 95%
NEWELL RUBBERMAID INC. Americas Y 15 13.7 20,000,000 4 < 5%
NEWMONT MINING CORPORATION Americas   15 12.0 10,000,000 2 5-25%
NEWMONT USA LIMITED Americas   8 3.3 2,500,000 0 5-25%
NEWS AMERICA INCORPORATED Americas Y 16 14.3 50,000,000 6 5-25%
NEXEN INC. Americas   13 11.0 15,000,000 3 5-25%
NEXT PLC Europe Y 16 14.3 50,000,000 5 > 95%
NEXTEL COMMUNICATIONS, INC. Americas   6 3.3 2,500,000 0 < 5%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Americas   14 11.0 20,000,000 4 5-25%
NIPPON PAPER GROUP, INC. Japan Y 10 7.7 10,000,000 2 > 95%
NIPPON STEEL CORPORATION Japan Y 12 10.3 17,500,000 3 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 13 10.7 20,000,000 3 > 95%
NISOURCE FINANCE CORP. Americas   10 7.0 2,500,000 1 5-25%
NISSAN MOTOR CO., LTD. Japan Y 14 10.7 10,000,000 2 > 95%
NOBLE CORPORATION Americas   10 7.0 12,500,000 2 < 5%
NOBLE ENERGY, INC. Americas   11 8.7 7,500,000 1 < 5%
NOBLE GROUP LIMITED Asia Ex-Japan Y 13 9.3 5,000,000 1 > 95%
NOKIA OYJ Europe Y 16 14.3 50,000,000 8 > 95%
NOMURA SECURITIES CO., LTD. Japan Y 9 6.0 5,000,000 1 > 95%
NORBORD INC. Americas   13 11.3 7,500,000 2 5-25%
NORDEA BANK AB Europe   9 5.7 5,000,000 0 > 95%
NORDSTROM, INC. Americas Y 16 14.7 50,000,000 6 < 5%
NORFOLK SOUTHERN CORPORATION Americas Y 16 13.3 20,000,000 4 < 5%
NORSKE SKOGINDUSTRIER ASA Europe Y 15 14.3 25,000,000 8 > 95%
NORTHROP GRUMMAN CORPORATION Americas   15 12.3 15,000,000 3 < 5%
NOVA CHEMICALS CORPORATION Americas Y 13 10.3 10,000,000 3 < 5%
NOVARTIS AG Europe   14 8.3 10,000,000 1 > 95%
NRG ENERGY, INC. Americas Y 13 11.3 22,500,000 7 < 5%
NUCOR CORPORATION Americas   14 12.7 20,000,000 4 < 5%
NXP B.V. Europe Y 14 12.3 17,500,000 5 > 95%
OBAYASHI CORPORATION Japan Y 10 6.3 5,000,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   11 8.0 7,500,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. Americas   11 5.7 2,500,000 0 25-75%
OFFICE DEPOT, INC. Americas   15 13.7 22,500,000 7 5-25%
OJI PAPER CO., LTD. Japan Y 10 7.0 5,000,000 1 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   13 9.0 7,500,000 1 > 95%
OLIN CORPORATION Americas Y 15 13.3 12,500,000 3 5-25%
OMNICOM GROUP INC. Americas Y 16 14.0 22,500,000 5 5-25%
ONEOK PARTNERS, L.P. Americas   9 6.3 2,500,000 1 5-25%
ONEOK, INC. Americas   15 10.0 7,500,000 1 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe Y 14 13.3 20,000,000 6 > 95%
ORACLE AMERICA, INC. Americas   8 3.0 2,500,000 0 25-75%
ORACLE CORPORATION Americas   13 11.0 15,000,000 3 < 5%
ORIX CORPORATION Japan Y 14 12.0 12,500,000 2 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan Y 10 5.0 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. Americas Y 13 10.3 12,500,000 3 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   14 9.7 15,000,000 3 < 5%
PACKAGING CORPORATION OF AMERICA Americas   12 9.7 5,000,000 2 5-25%
PACTIV CORPORATION Americas   15 10.3 15,000,000 3 5-25%
PANASONIC CORPORATION Japan   10 9.0 10,000,000 2 > 95%
PARKER DRILLING COMPANY Americas Y 10 8.7 10,000,000 3 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   12 7.7 5,000,000 1 > 95%
PEABODY ENERGY CORPORATION Americas   11 8.0 5,000,000 2 < 5%
PEARSON PLC Europe Y 15 14.0 50,000,000 4 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 14 13.7 225,000,000 26 > 95%
PEPCO HOLDINGS, INC. Americas   11 7.3 2,500,000 1 5-25%
PEPSICO, INC. Americas   12 8.3 7,500,000 1 5-25%
PERNOD RICARD Europe Y 16 13.0 17,500,000 3 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas   13 9.3 7,500,000 1 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   12 7.7 7,500,000 1 > 95%
PETROLEOS MEXICANOS Americas Y 13 10.7 20,000,000 2 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   9 6.7 5,000,000 0 > 95%
PEUGEOT SA Europe Y 16 15.7 100,000,000 16 > 95%
PFIZER INC. Americas Y 15 12.0 10,000,000 3 < 5%
PHH CORPORATION Americas   11 7.0 5,000,000 1 5-25%
PHILIP MORRIS INTERNATIONAL INC. Americas   8 4.7 5,000,000 1 < 5%
PILKINGTON GROUP LIMITED Europe   11 6.3 7,500,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas Y 13 10.3 10,000,000 3 < 5%
PITNEY BOWES INC. Americas Y 16 14.7 50,000,000 7 < 5%
POLYONE CORPORATION Americas Y 13 10.7 7,500,000 2 < 5%
PORSCHE AUTOMOBIL HOLDING SE Europe   16 13.0 15,000,000 1 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 16 15.7 75,000,000 10 > 95%
PORTUGUESE REPUBLIC Sovereign   16 15.0 200,000,000 20 > 95%
POSCO Asia Ex-Japan Y 14 10.3 7,500,000 1 > 95%
POSTNL N.V. Europe Y 15 14.0 22,500,000 5 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   12 8.3 5,000,000 1 5-25%
PPG INDUSTRIES, INC. Americas   14 11.0 10,000,000 2 5-25%
PPL ENERGY SUPPLY, LLC Americas   14 10.3 5,000,000 1 25-75%
PPR Europe Y 17 15.0 50,000,000 5 > 95%
PRAXAIR, INC. Americas   11 6.3 2,500,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 12 10.0 5,000,000 1 < 5%
PROGRESS ENERGY, INC. Americas Y 16 14.0 17,500,000 3 < 5%
PROLOGIS, L.P. Americas   16 11.7 20,000,000 4 < 5%
PROMISE CO., LTD. Japan Y 11 9.0 7,500,000 1 > 95%
PROSIEBENSAT.1 MEDIA AG Europe Y 12 7.7 5,000,000 1 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   15 12.3 22,500,000 4 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   12 8.3 10,000,000 2 > 95%
PSEG POWER LLC Americas   13 8.0 2,500,000 1 5-25%
PTT PUBLIC COMPANY LIMITED Asia Ex-Japan Y 4 2.3 2,500,000 0 > 95%
PUBLICIS GROUPE SA Europe Y 16 14.3 15,000,000 2 > 95%
PULTEGROUP, INC. Americas   16 14.3 50,000,000 8 < 5%
QANTAS AIRWAYS LIMITED Australia NZ Y 15 13.0 17,500,000 2 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ Y 15 11.0 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 14 11.7 20,000,000 5 5-25%
QWEST CAPITAL FUNDING, INC. Americas Y 14 10.3 7,500,000 1 < 5%
QWEST CORPORATION Americas Y 12 9.3 7,500,000 2 < 5%
R.R. DONNELLEY & SONS COMPANY Americas Y 16 14.7 75,000,000 19 < 5%
RADIAN GROUP INC. Americas Y 16 15.3 200,000,000 30 < 5%
RADIOSHACK CORPORATION Americas Y 15 13.7 50,000,000 12 < 5%
RAIFFEISEN BANK INTERNATIONAL AG Europe   6 2.3 2,500,000 0 > 95%
RALLYE Europe Y 16 12.7 17,500,000 4 > 95%
RAYTHEON COMPANY Americas Y 15 12.0 17,500,000 3 < 5%
REALOGY CORPORATION Americas Y 12 10.7 17,500,000 7 < 5%
REED ELSEVIER PLC Europe   16 14.7 20,000,000 3 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan Y 15 12.0 5,000,000 1 > 95%
RENAULT Europe Y 16 15.7 75,000,000 9 > 95%
RENTOKIL INITIAL PLC Europe Y 14 14.0 25,000,000 4 > 95%
RENTOKIL INITIAL 1927 PLC Europe Y 11 6.0 2,500,000 0 > 95%
REPSOL YPF, S.A. Europe   17 15.0 50,000,000 5 > 95%
REPUBLIC OF AUSTRIA Sovereign   16 14.3 150,000,000 11 > 95%
REPUBLIC OF BULGARIA Sovereign Y 15 10.7 20,000,000 2 > 95%
REPUBLIC OF CHILE Sovereign Y 12 10.0 12,500,000 1 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 13 10.3 50,000,000 3 > 95%
REPUBLIC OF CROATIA Sovereign Y 14 9.3 20,000,000 2 > 95%
REPUBLIC OF ESTONIA Sovereign   5 2.3 2,500,000 0 > 95%
REPUBLIC OF FINLAND Sovereign   14 10.3 50,000,000 2 > 95%
REPUBLIC OF ICELAND Sovereign   6 4.3 2,500,000 1 > 95%
REPUBLIC OF INDONESIA Sovereign Y 15 14.3 100,000,000 12 > 95%
REPUBLIC OF ITALY Sovereign   16 14.7 1,500,000,000 71 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign   14 12.7 50,000,000 5 > 95%
REPUBLIC OF KOREA Sovereign Y 15 15.0 175,000,000 19 > 95%
REPUBLIC OF LATVIA Sovereign   14 9.3 12,500,000 1 > 95%
REPUBLIC OF LITHUANIA Sovereign   14 10.0 7,500,000 1 > 95%
REPUBLIC OF PANAMA Sovereign Y 11 10.0 7,500,000 1 > 95%
REPUBLIC OF PERU Sovereign Y 14 12.0 50,000,000 4 > 95%
REPUBLIC OF POLAND Sovereign Y 16 14.0 100,000,000 10 > 95%
REPUBLIC OF SLOVENIA Sovereign   11 5.3 7,500,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 15 13.3 75,000,000 7 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 14 13.3 75,000,000 8 > 95%
REPUBLIC OF TURKEY Sovereign Y 16 14.7 300,000,000 24 > 95%
REPUBLIC SERVICES, INC. Americas   14 8.3 5,000,000 1 5-25%
RESIDENTIAL CAPITAL, LLC Americas Y 17 14.7 100,000,000 32 < 5%
RESONA BANK, LIMITED Japan Y 10 7.7 7,500,000 1 > 95%
REXAM PLC Europe   14 10.7 10,000,000 1 > 95%
REXEL DEVELOPPEMENT SAS Europe   4 1.3 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. Americas Y 13 10.7 15,000,000 2 < 5%
RHODIA Europe Y 13 9.3 10,000,000 2 > 95%
RIO TINTO ALCAN INC. Americas Y 17 14.7 25,000,000 5 5-25%
RIO TINTO LIMITED Australia NZ   14 12.3 50,000,000 4 > 95%
RITE AID CORPORATION Americas Y 13 12.0 50,000,000 13 < 5%
ROCHE HOLDINGS, INC. Europe   10 6.3 5,000,000 1 > 95%
ROGERS COMMUNICATIONS INC. Americas   11 7.3 5,000,000 1 < 5%
ROHM AND HAAS COMPANY Americas Y 16 14.3 17,500,000 3 < 5%
ROLLS-ROYCE PLC Europe Y 16 13.7 15,000,000 2 > 95%
ROMANIA Sovereign Y 15 11.7 50,000,000 3 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   14 9.0 20,000,000 2 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 16 13.7 50,000,000 10 < 5%
ROYAL DUTCH SHELL PLC Europe   14 10.0 10,000,000 1 > 95%
RPM INTERNATIONAL INC. Americas   11 9.7 7,500,000 2 5-25%
RUSSIAN AGRICULTURAL BANK Europe   11 6.0 5,000,000 0 > 95%
RUSSIAN FEDERATION Sovereign Y 17 16.0 225,000,000 23 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 16.3 50,000,000 5 > 95%
RYDER SYSTEM, INC. Americas Y 16 14.0 17,500,000 3 5-25%
SABMILLER PLC Europe Y 12 10.7 10,000,000 2 > 95%
SABRE HOLDINGS CORPORATION Americas Y 14 12.3 22,500,000 7 < 5%
SAFEWAY INC. Americas Y 16 14.3 50,000,000 8 < 5%
SAFEWAY LIMITED Europe Y 16 14.0 22,500,000 4 > 95%
SAKS INCORPORATED Americas Y 13 11.3 10,000,000 3 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan Y 11 5.7 2,500,000 0 > 95%
SANMINA-SCI CORPORATION Americas Y 11 10.0 10,000,000 4 < 5%
SANOFI Europe Y 17 14.7 50,000,000 5 > 95%
SANTANDER UK PLC Europe   9 4.3 5,000,000 0 > 95%
SANYO ELECTRIC CO., LTD. Japan Y 10 3.3 2,500,000 0 > 95%
SARA LEE CORPORATION Americas Y 16 13.0 50,000,000 8 5-25%
SBERBANK Europe   14 11.3 17,500,000 2 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe Y 15 13.3 20,000,000 5 > 95%
SCANIA AKTIEBOLAG Europe   12 7.3 5,000,000 1 > 95%
SCHLUMBERGER N.V. Americas   11 8.0 10,000,000 2 5-25%
SCHNEIDER ELECTRIC SA Europe   14 9.3 5,000,000 1 > 95%
SCOR SE Europe   10 4.3 2,500,000 0 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   9 4.3 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas Y 11 7.3 5,000,000 1 < 5%
SEALED AIR CORPORATION Americas   14 12.0 15,000,000 4 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. Americas Y 15 14.0 50,000,000 11 < 5%
SECURITAS AB Europe   13 8.7 5,000,000 1 > 95%
SEMPRA ENERGY Americas Y 16 14.0 12,500,000 3 5-25%
SES Europe   12 8.0 5,000,000 1 > 95%
SHARP CORPORATION Japan Y 12 8.7 12,500,000 3 > 95%
SHAW COMMUNICATIONS INC. Americas   5 2.0 2,500,000 0 25-75%
SHIMIZU CORPORATION Japan Y 9 6.3 2,500,000 0 > 95%
SHINHAN BANK Asia Ex-Japan   8 2.7 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT Europe   17 16.0 75,000,000 6 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 16 14.3 50,000,000 7 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan Y 11 5.7 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   8 5.3 5,000,000 1 > 95%
SK INNOVATION CO., LTD. Asia Ex-Japan   8 4.7 2,500,000 0 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan Y 12 5.3 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   9 4.7 2,500,000 0 > 95%
SLM CORPORATION Americas Y 16 13.3 50,000,000 6 < 5%
SLOVAK REPUBLIC Sovereign   13 7.0 15,000,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 14 12.0 15,000,000 4 < 5%
SMITHS GROUP PLC Europe   10 5.7 2,500,000 0 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe Y 15 13.0 15,000,000 3 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 13 9.3 10,000,000 2 > 95%
SOCIETE AIR FRANCE Europe Y 15 15.0 22,500,000 4 > 95%
SOCIETE GENERALE Europe Y 16 14.7 100,000,000 12 > 95%
SODEXO Europe Y 15 13.0 12,500,000 2 > 95%
SOFTBANK CORP. Japan Y 12 10.3 7,500,000 1 > 95%
SOLVAY Europe Y 17 13.7 15,000,000 3 > 95%
SOMPO JAPAN INSURANCE INC. Japan   8 4.7 2,500,000 0 > 95%
SONY CORPORATION Japan Y 14 11.7 12,500,000 2 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   10 7.0 5,000,000 1 5-25%
SOUTHWEST AIRLINES CO. Americas Y 16 14.3 50,000,000 8 5-25%
SPECTRA ENERGY CAPITAL, LLC Americas   13 9.3 5,000,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION Americas y 11 9.7 50,000,000 7 < 5%
SPRINT NEXTEL CORPORATION Americas Y 16 15.0 100,000,000 19 < 5%
SSE PLC Europe   2 0.7 2,500,000 0 > 95%
STANDARD CHARTERED BANK Europe Y 13 11.7 20,000,000 3 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   7 3.7 2,500,000 0 > 95%
STANDARD PACIFIC CORP. Americas Y 14 11.7 17,500,000 4 < 5%
STANLEY BLACK & DECKER, INC. Americas   13 9.7 12,500,000 1 5-25%
STAPLES, INC. Americas Y 13 11.7 15,000,000 3 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 16 15.3 50,000,000 7 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 15 12.3 15,000,000 2 > 95%
STATE OF CALIFORNIA Sovereign   7 4.0 5,000,000 0 > 95%
STATE OF FLORIDA Sovereign   1 0.3 2,500,000 0 > 95%
STATE OF ILLINOIS Sovereign   5 2.7 5,000,000 0 > 95%
STATE OF ISRAEL Sovereign Y 14 12.0 50,000,000 5 > 95%
STATE OF NEW JERSEY Sovereign   3 1.7 5,000,000 0 > 95%
STATE OF NEW YORK Sovereign   1 0.3 2,500,000 0 < 5%
STATE OF QATAR Sovereign Y 14 12.3 22,500,000 2 > 95%
STATE OF TEXAS Sovereign   3 1.0 2,500,000 0 > 95%
STATOIL ASA Europe Y 14 11.3 7,500,000 1 > 95%
STENA AKTIEBOLAG Europe Y 14 13.3 15,000,000 4 > 95%
STMICROELECTRONICS N.V. Europe Y 16 13.3 25,000,000 4 > 95%
STORA ENSO OYJ Europe Y 16 15.3 50,000,000 5 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe   17 13.7 20,000,000 2 > 95%
SUMITOMO CORPORATION Japan Y 12 9.3 7,500,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan Y 13 10.3 10,000,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan Y 9 6.3 5,000,000 1 > 95%
SUNCOR ENERGY INC. Americas   12 10.0 10,000,000 2 5-25%
SUNGARD DATA SYSTEMS INC. Americas Y 14 11.0 10,000,000 3 < 5%
SUNOCO, INC. Americas Y 14 11.0 12,500,000 3 < 5%
SUPERVALU INC. Americas Y 15 13.3 50,000,000 8 < 5%
SUZUKI MOTOR CORPORATION Japan Y 6 3.3 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe   14 11.7 15,000,000 2 > 95%
SVENSKA HANDELSBANKEN AB Europe   6 2.0 2,500,000 0 > 95%
SWEDISH MATCH AB Europe Y 15 10.7 5,000,000 1 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan Y 12 7.7 2,500,000 0 > 95%
SWISS REINSURANCE COMPANY LTD Europe   15 14.7 75,000,000 6 > 95%
SWISSCOM LTD. Europe   11 6.7 5,000,000 1 > 95%
SYNGENTA AG Europe   13 9.0 7,500,000 1 > 95%
TABCORP HOLDINGS LIMITED Australia NZ Y 9 5.0 2,500,000 0 > 95%
TAISEI CORPORATION Japan Y 10 7.3 5,000,000 1 > 95%
TALISMAN ENERGY INC. Americas   14 11.0 7,500,000 1 5-25%
TARGET CORPORATION Americas Y 16 13.7 50,000,000 6 < 5%
TATA MOTORS LIMITED Asia Ex-Japan Y 7 2.3 2,500,000 0 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   16 13.3 17,500,000 2 > 95%
TDC A/S Europe Y 9 4.3 2,500,000 0 > 95%
TE CONNECTIVITY LTD. Americas   12 8.0 5,000,000 2 < 5%
TECHNIP Europe Y 10 5.3 2,500,000 0 > 95%
TECK RESOURCES LIMITED Americas   11 9.3 10,000,000 2 < 5%
TECO ENERGY, INC. Americas   12 7.7 2,500,000 0 < 5%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   14 9.3 10,000,000 1 > 95%
TELECOM ITALIA SPA Europe Y 17 16.3 75,000,000 12 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe Y 15 12.0 15,000,000 3 > 95%
TELEFONICA, S.A. Europe   17 16.3 75,000,000 12 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   10 6.0 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe   16 15.0 25,000,000 6 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   9 4.7 2,500,000 0 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   6 2.3 2,500,000 0 > 95%
TELENOR ASA Europe Y 15 13.7 50,000,000 4 > 95%
TELIASONERA AKTIEBOLAG Europe Y 16 14.0 22,500,000 3 > 95%
TELSTRA CORPORATION LIMITED Australia NZ Y 15 12.3 15,000,000 2 > 95%
TELUS CORPORATION Americas   13 8.7 7,500,000 1 5-25%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   8 3.3 2,500,000 0 > 95%
TEMPLE-INLAND INC. Americas Y 16 13.3 15,000,000 4 5-25%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 10 6.7 2,500,000 0 75-95%
TENET HEALTHCARE CORPORATION Americas Y 12 10.3 15,000,000 5 < 5%
TESCO PLC Europe Y 16 15.3 50,000,000 6 > 95%
TESORO CORPORATION Americas Y 14 11.7 12,500,000 4 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   7 4.3 2,500,000 0 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas Y 15 13.0 75,000,000 15 < 5%
TEXAS INSTRUMENTS INCORPORATED Americas   11 9.0 10,000,000 2 < 5%
TEXTRON FINANCIAL CORPORATION Americas Y 14 13.3 22,500,000 6 < 5%
TEXTRON INC. Americas   11 9.7 17,500,000 3 5-25%
THALES Europe   15 11.3 12,500,000 2 > 95%
THE AES CORPORATION Americas Y 11 10.3 12,500,000 3 < 5%
THE ALLSTATE CORPORATION Americas Y 15 13.7 50,000,000 6 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan Y 13 10.7 15,000,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 15 10.0 10,000,000 2 5-25%
THE BOEING COMPANY Americas   13 11.3 17,500,000 2 5-25%
THE CHUBB CORPORATION Americas Y 15 12.0 20,000,000 4 < 5%
THE CITY OF NEW YORK Sovereign   5 3.3 2,500,000 0 > 95%
THE CLOROX COMPANY Americas   11 9.0 5,000,000 1 < 5%
THE COCA-COLA COMPANY Americas   13 8.7 12,500,000 1 25-75%
THE DOW CHEMICAL COMPANY Americas Y 16 14.7 50,000,000 8 < 5%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan Y 12 7.7 7,500,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan Y 12 11.0 10,000,000 1 > 95%
THE GAP, INC. Americas Y 16 13.3 50,000,000 5 < 5%
THE GOLDMAN SACHS GROUP, INC. Americas   16 14.7 175,000,000 18 < 5%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 14 12.3 50,000,000 9 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   13 8.0 10,000,000 2 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 14 13.3 50,000,000 7 5-25%
THE HERSHEY COMPANY Americas   11 10.0 7,500,000 1 < 5%
THE HERTZ CORPORATION Americas Y 14 12.3 15,000,000 5 5-25%
THE HOME DEPOT, INC. Americas Y 16 14.0 25,000,000 6 < 5%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   10 5.7 2,500,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas Y 13 10.0 7,500,000 2 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe Y 11 6.3 2,500,000 0 > 95%
THE JONES GROUP INC. Americas   16 15.0 75,000,000 11 < 5%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan Y 13 8.3 5,000,000 1 > 95%
THE KROGER CO. Americas Y 15 13.3 50,000,000 4 < 5%
THE LUBRIZOL CORPORATION Americas   14 8.0 17,500,000 4 < 5%
THE MCCLATCHY COMPANY Americas Y 15 13.0 20,000,000 8 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 13 11.7 15,000,000 4 < 5%
THE NEW YORK TIMES COMPANY Americas Y 15 13.0 50,000,000 6 5-25%
THE NIELSEN COMPANY B.V. Europe Y 11 6.7 2,500,000 1 > 95%
THE NORINCHUKIN BANK Japan   8 3.0 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY Americas   13 10.7 12,500,000 2 < 5%
THE RANK GROUP PLC Europe Y 13 6.3 5,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. Europe   13 8.0 50,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 17 16.0 125,000,000 14 > 95%
THE RYLAND GROUP, INC. Americas   15 12.3 22,500,000 4 5-25%
THE SERVICEMASTER COMPANY Americas   7 5.0 5,000,000 1 < 5%
THE SHERWIN-WILLIAMS COMPANY Americas Y 16 14.0 50,000,000 6 5-25%
THE SOUTHERN COMPANY Americas   14 7.7 5,000,000 1 < 5%
THE TJX COMPANIES, INC. Americas Y 14 11.0 7,500,000 2 5-25%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan Y 12 11.0 12,500,000 3 > 95%
THE TRAVELERS COMPANIES, INC. Americas   12 10.0 10,000,000 2 < 5%
THE WALT DISNEY COMPANY Americas Y 16 14.7 25,000,000 4 5-25%
THE WESTERN UNION COMPANY Americas   14 9.0 7,500,000 1 5-25%
THE WILLIAMS COMPANIES, INC. Americas Y 12 10.7 17,500,000 2 < 5%
THOMSON REUTERS GROUP LIMITED Europe   14 9.7 10,000,000 1 > 95%
THYSSENKRUPP AG Europe Y 16 15.3 75,000,000 8 > 95%
TIME WARNER CABLE INC. Americas Y 15 13.3 22,500,000 5 < 5%
TIME WARNER INC. Americas Y 16 14.7 50,000,000 5 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan Y 7 3.3 2,500,000 0 > 95%
TOKYO GAS CO., LTD. Japan Y 7 3.3 5,000,000 0 > 95%
TOLL BROTHERS, INC. Americas   16 14.0 50,000,000 5 5-25%
TOMKINS LIMITED Europe   12 7.7 2,500,000 1 > 95%
TOSHIBA CORPORATION Japan Y 13 11.0 12,500,000 3 > 95%
TOTAL SA Europe Y 16 13.0 17,500,000 2 > 95%
TOYOTA MOTOR CORPORATION Japan Y 14 10.3 10,000,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan Y 11 7.0 5,000,000 1 > 95%
TOYS "R" US, INC. Americas Y 14 11.3 17,500,000 7 < 5%
TRANE INC. Americas   7 3.3 2,500,000 0 25-75%
TRANSCANADA PIPELINES LIMITED Americas   13 7.7 5,000,000 1 5-25%
TRANSOCEAN INC. Americas Y 16 13.3 50,000,000 10 < 5%
TRANSOCEAN WORLDWIDE INC. Americas   13 9.0 10,000,000 2 5-25%
TRW AUTOMOTIVE INC. Americas Y 15 12.0 12,500,000 4 < 5%
TUI AG Europe Y 16 15.0 50,000,000 10 > 95%
TYCO INTERNATIONAL LTD. Americas   9 4.3 2,500,000 0 25-75%
TYSON FOODS, INC. Americas Y 16 12.7 17,500,000 3 5-25%
UBM PLC Europe   11 6.0 2,500,000 0 > 95%
UBS AG Europe Y 16 15.0 50,000,000 7 > 95%
UKRAINE Sovereign Y 15 13.3 125,000,000 9 > 95%
UNIBAIL-RODAMCO SE Europe   12 9.3 7,500,000 1 > 95%
UNICREDIT BANK AG Europe   13 7.0 2,500,000 0 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 16 15.7 125,000,000 14 > 95%
UNILEVER N.V. Europe Y 16 13.7 22,500,000 3 > 95%
UNION PACIFIC CORPORATION Americas Y 14 12.3 17,500,000 3 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   13 7.7 5,000,000 1 > 95%
UNISYS CORPORATION Americas Y 13 11.0 12,500,000 4 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign   12 11.3 150,000,000 12 > 95%
UNITED MEXICAN STATES Sovereign Y 16 14.0 200,000,000 15 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan Y 9 4.7 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. Americas   15 10.7 7,500,000 1 5-25%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 14 12.3 10,000,000 3 < 5%
UNITED STATES CELLULAR CORPORATION Americas   9 4.3 2,500,000 0 25-75%
UNITED STATES OF AMERICA Sovereign   12 9.3 50,000,000 2 > 95%
UNITED STATES STEEL CORPORATION Americas Y 13 12.7 25,000,000 9 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   13 9.7 15,000,000 2 < 5%
UNITED UTILITIES PLC Europe Y 16 14.0 50,000,000 4 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 15 12.3 20,000,000 3 5-25%
UNITYMEDIA GMBH Europe Y 14 13.0 15,000,000 3 > 95%
UNIVERSAL CORPORATION Americas   13 7.0 2,500,000 1 < 5%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 15 13.3 22,500,000 5 < 5%
UNIVISION COMMUNICATIONS INC. Americas Y 13 10.7 10,000,000 3 < 5%
UNUM GROUP Americas Y 11 8.3 5,000,000 1 < 5%
UPC HOLDING B.V. Europe Y 14 12.7 22,500,000 5 > 95%
UPM-KYMMENE OYJ Europe Y 16 15.0 50,000,000 5 > 95%
UST LLC Americas   14 9.3 5,000,000 1 5-25%
V.F. CORPORATION Americas   14 12.0 15,000,000 4 5-25%
VALE CANADA LIMITED Americas   11 5.3 5,000,000 1 5-25%
VALE SA Americas   7 3.0 2,500,000 0 > 95%
VALEO Europe Y 16 15.0 75,000,000 12 > 95%
VALERO ENERGY CORPORATION Americas Y 16 14.0 50,000,000 7 < 5%
VATTENFALL AKTIEBOLAG Europe Y 15 13.7 17,500,000 2 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan Y 13 9.3 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT Europe Y 16 14.7 50,000,000 9 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 16 14.3 50,000,000 6 < 5%
VIACOM INC. Americas Y 16 12.3 10,000,000 3 5-25%
VINCI Europe Y 16 14.0 50,000,000 5 > 95%
VIRGIN MEDIA FINANCE PLC Europe Y 14 13.7 25,000,000 5 > 95%
VIVENDI Europe Y 16 15.3 50,000,000 6 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 16.0 50,000,000 4 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe   17 15.3 75,000,000 9 > 95%
VORNADO REALTY L.P. Americas Y 15 11.7 10,000,000 3 5-25%
VULCAN MATERIALS COMPANY Americas Y 12 10.3 20,000,000 5 < 5%
WAL-MART STORES, INC. Americas Y 15 13.3 20,000,000 3 < 5%
WAN HAI LINES LTD. Asia Ex-Japan   9 3.3 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. Americas   14 10.7 7,500,000 2 5-25%
WEATHERFORD INTERNATIONAL LTD. Americas   14 11.7 15,000,000 3 5-25%
WEATHERFORD INTERNATIONAL, INC. Americas   10 6.7 5,000,000 1 5-25%
WEINGARTEN REALTY INVESTORS Americas   11 8.0 5,000,000 1 < 5%
WELLPOINT, INC. Americas   12 8.0 5,000,000 1 5-25%
WELLS FARGO & COMPANY Americas Y 17 16.3 100,000,000 12 < 5%
WENDEL Europe Y 15 13.7 15,000,000 3 > 95%
WENDY'S INTERNATIONAL, INC. Americas Y 12 9.3 10,000,000 1 5-25%
WESFARMERS LIMITED Australia NZ Y 11 8.3 10,000,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ Y 15 11.0 15,000,000 2 > 95%
WESTLB AG Europe   11 8.3 5,000,000 1 > 95%
WESTPAC BANKING CORPORATION Australia NZ Y 11 9.7 50,000,000 4 > 95%
WEYERHAEUSER COMPANY Americas Y 16 14.7 50,000,000 8 5-25%
WHIRLPOOL CORPORATION Americas Y 16 13.7 75,000,000 14 < 5%
WIND ACQUISITION FINANCE S.A. Europe Y 14 13.3 17,500,000 6 > 95%
WINDSTREAM CORPORATION Americas Y 14 12.0 22,500,000 4 < 5%
WOLTERS KLUWER N.V. Europe Y 17 14.3 50,000,000 4 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   12 9.3 7,500,000 1 > 95%
WOOLWORTHS LTD Australia NZ Y 11 7.0 5,000,000 1 > 95%
WOORI BANK Asia Ex-Japan Y 12 8.3 7,500,000 1 > 95%
WPP 2005 LIMITED Europe Y 14 13.3 50,000,000 7 > 95%
WYETH LLC Americas   14 12.7 17,500,000 4 5-25%
WYNDHAM WORLDWIDE CORPORATION Americas   10 5.3 5,000,000 0 5-25%
XCEL ENERGY INC. Americas   8 3.0 2,500,000 0 < 5%
XEROX CORPORATION Americas Y 16 14.3 75,000,000 10 < 5%
XL GROUP LTD. Americas Y 15 11.7 17,500,000 3 5-25%
XSTRATA CANADA CORPORATION Americas   9 6.3 2,500,000 1 5-25%
XSTRATA PLC Europe   16 15.0 50,000,000 8 > 95%
XTO ENERGY INC. Americas Y 11 6.3 2,500,000 0 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   11 8.3 5,000,000 1 > 95%
YRC WORLDWIDE INC. Americas   10 6.3 5,000,000 1 < 5%
YUM! BRANDS, INC. Americas Y 16 11.7 7,500,000 2 5-25%
ZURICH INSURANCE COMPANY LTD Europe   16 14.7 75,000,000 5 > 95%
3I GROUP PLC Europe   13 9.3 5,000,000 1 > 95%
3M COMPANY Americas   10 7.0 2,500,000 1 5-25%
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