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

The sample covers the three month period beginning December 20, 2012 through March 19, 2013

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number Of
Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Doc Clause %
ABB INTERNATIONAL FINANCE LIMITED EUROPE Y 13 10.3 7,500,000 1 > 95%
ABBOTT LABORATORIES AMERICAS   11 8.7 7,500,000 1 < 5%
ABU DHABI SOVEREIGN   14 12.7 50,000,000 3 > 95%
ABU DHABI NATIONAL ENERGY COMPANY EUROPE   8 5.0 5,000,000 0 > 95%
ACCOR EUROPE Y 14 11.7 17,500,000 4 > 95%
ACE LIMITED AMERICAS Y 12 9.0 20,000,000 3 < 5%
ACOM CO., LTD. JAPAN Y 12 9.3 10,000,000 2 > 95%
ADECCO S.A. EUROPE   13 11.0 12,500,000 2 > 95%
ADVANCED MICRO DEVICES, INC. AMERICAS Y 14 12.3 50,000,000 11 < 5%
AEGON N.V. EUROPE Y 16 13.0 50,000,000 7 > 95%
AEON CO., LTD. JAPAN Y 9 6.0 7,500,000 2 > 95%
AETNA INC. AMERICAS Y 13 10.3 22,500,000 4 < 5%
AGEAS N.V. EUROPE   6 2.7 2,500,000 0 > 95%
AGRIUM INC. AMERICAS   11 7.3 5,000,000 1 5-25%
AIR PRODUCTS AND CHEMICALS, INC. AMERICAS   11 5.0 2,500,000 1 5-25%
AK STEEL CORPORATION AMERICAS Y 13 11.3 20,000,000 11 < 5%
AKTIEBOLAGET ELECTROLUX EUROPE Y 15 13.0 25,000,000 3 75-95%
AKTIEBOLAGET SKF EUROPE   1 0.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE   14 12.7 50,000,000 7 > 95%
AKZO NOBEL N.V. EUROPE Y 13 11.3 22,500,000 4 > 95%
ALCATEL LUCENT EUROPE Y 15 14.0 50,000,000 15 > 95%
ALCATEL-LUCENT USA INC. AMERICAS Y 11 9.3 15,000,000 7 < 5%
ALCOA INC. AMERICAS Y 15 13.0 75,000,000 13 < 5%
ALL NIPPON AIRWAYS CO., LTD. JAPAN Y 11 8.7 10,000,000 3 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC AMERICAS Y 7 3.0 2,500,000 0 < 5%
ALLIANCE BOOTS HOLDINGS LIMITED EUROPE Y 12 6.0 5,000,000 1 > 95%
ALLIANDER N.V. EUROPE   4 1.3 2,500,000 0 > 95%
ALLIANZ SE EUROPE   14 13.3 75,000,000 6 > 95%
ALLIED DOMECQ LIMITED EUROPE   2 1.3 2,500,000 0 > 95%
ALLIED WASTE NORTH AMERICA, INC. AMERICAS Y 8 3.3 2,500,000 0 < 5%
ALLTEL CORPORATION AMERICAS Y 12 8.7 12,500,000 1 25-75%
ALLY FINANCIAL INC. AMERICAS Y 13 11.3 75,000,000 10 < 5%
ALPHA APPALACHIA HOLDINGS, INC. AMERICAS   7 3.7 2,500,000 0 < 5%
ALSTOM EUROPE Y 13 12.0 17,500,000 4 > 95%
ALTADIS SA EUROPE   11 4.7 5,000,000 1 > 95%
ALTRIA GROUP, INC. AMERICAS Y 11 10.0 22,500,000 4 5-25%
AMCOR LTD AUSTRALIA NZ Y 11 7.3 5,000,000 1 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURS ATIL DE CAPITAL VARIABLE AMERICAS   5 3.0 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 11 10.3 17,500,000 6 < 5%
AMERICAN ELECTRIC POWER COMPANY, INC. AMERICAS Y 12 10.3 17,500,000 2 5-25%
AMERICAN EXPRESS COMPANY AMERICAS Y 14 12.7 50,000,000 6 5-25%
AMERICAN INTERNATIONAL GROUP, INC. AMERICAS Y 13 12.3 50,000,000 6 5-25%
AMERISOURCEBERGEN CORPORATION AMERICAS Y 12 7.0 5,000,000 1 < 5%
AMGEN INC. AMERICAS Y 13 11.0 50,000,000 5 < 5%
AMKOR TECHNOLOGY, INC. AMERICAS Y 12 10.3 12,500,000 4 < 5%
AMP GROUP HOLDINGS LIMITED AUSTRALIA NZ   6 3.0 2,500,000 0 > 95%
ANADARKO PETROLEUM CORPORATION AMERICAS Y 12 10.7 50,000,000 7 < 5%
ANGEL LUX COMMON S.A. EUROPE   4 1.7 2,500,000 0 > 95%
ANGLO AMERICAN PLC EUROPE   16 14.7 50,000,000 7 > 95%
ANHEUSER-BUSCH COMPANIES, LLC AMERICAS   11 5.7 2,500,000 0 < 5%
ANHEUSER-BUSCH INBEV EUROPE   12 10.0 12,500,000 2 > 95%
AON CORPORATION AMERICAS   11 7.3 7,500,000 1 5-25%
APACHE CORPORATION AMERICAS   13 11.3 17,500,000 5 5-25%
ARAB REPUBLIC OF EGYPT SOVEREIGN Y 11 9.3 10,000,000 2 > 95%
ARAMARK CORPORATION AMERICAS Y 13 10.0 7,500,000 2 5-25%
ARCELORMITTAL EUROPE Y 15 13.7 100,000,000 20 > 95%
ARCHER-DANIELS-MIDLAND COMPANY AMERICAS   9 5.7 5,000,000 1 5-25%
ARDAGH PACKAGING FINANCE PUBLIC LIMIT ED COMPANY EUROPE   11 10.3 10,000,000 3 > 95%
ARGENTINE REPUBLIC SOVEREIGN Y 14 13.0 125,000,000 19 > 95%
ARROW ELECTRONICS, INC. AMERICAS Y 14 12.0 50,000,000 6 < 5%
ASHLAND INC. AMERICAS   6 3.7 2,500,000 0 < 5%
ASSA ABLOY AB EUROPE   5 1.7 2,500,000 0 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI EUROPE Y 15 13.7 75,000,000 9 > 95%
ASSURED GUARANTY CORP. AMERICAS   14 12.7 50,000,000 6 < 5%
ASSURED GUARANTY MUNICIPAL CORP. AMERICAS   14 10.7 50,000,000 6 < 5%
ASTRAZENECA PLC EUROPE   11 9.3 17,500,000 2 > 95%
AT&T CORP. AMERICAS Y 11 7.0 5,000,000 1 25-75%
AT&T INC. AMERICAS Y 12 11.3 50,000,000 7 5-25%
AT&T MOBILITY LLC AMERICAS Y 12 8.3 7,500,000 1 < 5%
ATLANTIA S.P.A. EUROPE Y 16 13.0 22,500,000 5 > 95%
ATLAS COPCO AKTIEBOLAG EUROPE   4 1.3 2,500,000 0 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 12 10.7 50,000,000 5 > 95%
AUTOZONE, INC. AMERICAS Y 13 12.3 50,000,000 7 5-25%
AVALONBAY COMMUNITIES, INC. AMERICAS   11 7.7 5,000,000 1 < 5%
AVIS BUDGET CAR RENTAL, LLC AMERICAS Y 11 7.3 5,000,000 1 < 5%
AVIS BUDGET GROUP, INC. AMERICAS   13 11.7 12,500,000 3 < 5%
AVIVA PLC EUROPE Y 15 13.3 75,000,000 10 > 95%
AVNET, INC. AMERICAS Y 14 11.7 50,000,000 7 < 5%
AVON PRODUCTS, INC. AMERICAS   15 12.0 50,000,000 7 < 5%
AXA EUROPE Y 16 14.0 75,000,000 9 > 95%
BAE SYSTEMS PLC EUROPE Y 14 11.0 10,000,000 2 > 95%
BAKER HUGHES INCORPORATED AMERICAS   11 7.7 5,000,000 1 5-25%
BANCA ITALEASE S.P.A. EUROPE Y 6 2.0 2,500,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. EUROPE Y 17 15.0 50,000,000 11 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. EUROPE   3 1.0 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. EUROPE   8 4.3 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 17 14.7 75,000,000 10 > 95%
BANCO COMERCIAL PORTUGUES, S.A. EUROPE   15 12.3 12,500,000 3 > 95%
BANCO DE SABADELL, S.A. EUROPE   8 5.0 2,500,000 1 > 95%
BANCO ESPIRITO SANTO, S.A. EUROPE   16 13.0 17,500,000 3 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA EUROPE Y 13 11.7 15,000,000 4 > 95%
BANCO POPULAR ESPANOL, S.A. EUROPE   10 5.0 5,000,000 1 > 95%
BANCO SANTANDER, S.A. EUROPE   16 15.3 100,000,000 17 > 95%
BANK OF AMERICA CORPORATION AMERICAS Y 15 13.7 125,000,000 13 < 5%
BANK OF CHINA LIMITED ASIA EX-JAPAN Y 14 11.7 15,000,000 2 > 95%
BANK OF INDIA ASIA EX-JAPAN   10 6.3 2,500,000 0 > 95%
BANK OF SCOTLAND PLC EUROPE Y 14 10.3 7,500,000 1 > 95%
BANKIA, S.A. EUROPE   13 7.3 10,000,000 2 > 95%
BANKINTER S.A. EUROPE   4 2.0 2,500,000 0 > 95%
BANQUE CENTRALE DE TUNISIE EUROPE Y 7 3.7 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 15 13.0 100,000,000 12 > 95%
BARRICK GOLD CORPORATION AMERICAS Y 13 11.7 50,000,000 6 < 5%
BASF PERSONAL CARE AND NUTRITION GMBH EUROPE   9 4.0 2,500,000 1 > 95%
BASF SCHWEIZ AG EUROPE   8 5.7 5,000,000 1 > 95%
BASF SE EUROPE Y 13 9.7 17,500,000 2 > 95%
BAUSCH & LOMB INCORPORATED AMERICAS Y 11 9.0 7,500,000 2 < 5%
BAXTER INTERNATIONAL INC. AMERICAS Y 13 11.3 50,000,000 4 5-25%
BAYER AKTIENGESELLSCHAFT EUROPE Y 14 10.0 15,000,000 2 > 95%
BAYERISCHE LANDESBANK EUROPE   6 3.3 2,500,000 0 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT EUROPE   16 14.0 75,000,000 8 > 95%
BCE INC. AMERICAS   7 2.3 2,500,000 0 5-25%
BEAM INC. AMERICAS Y 13 11.0 15,000,000 3 5-25%
BEAZER HOMES USA, INC. AMERICAS Y 14 11.7 10,000,000 4 < 5%
BELLSOUTH CORPORATION AMERICAS Y 11 8.0 7,500,000 1 25-75%
BELO CORP. AMERICAS Y 14 11.3 20,000,000 5 5-25%
BERKSHIRE HATHAWAY INC. AMERICAS   15 13.0 100,000,000 12 < 5%
BERTELSMANN SE & CO. KGAA EUROPE   14 11.3 15,000,000 2 > 95%
BEST BUY CO., INC. AMERICAS   12 11.7 50,000,000 13 < 5%
BHP BILLITON LIMITED AUSTRALIA NZ   13 9.7 22,500,000 2 > 95%
BLOCK FINANCIAL LLC AMERICAS   11 10.3 15,000,000 3 < 5%
BNP PARIBAS EUROPE Y 14 13.3 75,000,000 8 > 95%
BOEING CAPITAL CORPORATION AMERICAS Y 12 10.3 20,000,000 4 < 5%
BOLIVARIAN REPUBLIC OF VENEZUELA SOVEREIGN Y 14 14.0 125,000,000 17 > 95%
BOMBARDIER INC. AMERICAS Y 13 10.7 12,500,000 3 5-25%
BORGWARNER INC. AMERICAS   8 5.3 5,000,000 1 5-25%
BOSTON PROPERTIES LIMITED PARTNERSHIP AMERICAS Y 10 8.3 7,500,000 1 5-25%
BOSTON SCIENTIFIC CORPORATION AMERICAS Y 14 11.0 50,000,000 7 < 5%
BOUYGUES EUROPE Y 15 12.3 25,000,000 5 > 95%
BOYD GAMING CORPORATION AMERICAS Y 13 11.3 25,000,000 8 < 5%
BP P.L.C. EUROPE   14 12.3 50,000,000 7 > 95%
BRIDGESTONE CORPORATION JAPAN Y 7 3.0 5,000,000 1 > 95%
BRISA - CONCESSAO RODOVIARIA, S.A. EUROPE   12 9.7 7,500,000 2 > 95%
BRISTOL-MYERS SQUIBB COMPANY AMERICAS Y 13 11.0 22,500,000 4 5-25%
BRITISH AIRWAYS PLC EUROPE Y 15 13.0 22,500,000 5 > 95%
BRITISH AMERICAN TOBACCO P.L.C. EUROPE   13 10.3 12,500,000 2 > 95%
BRITISH ENERGY BOND FINANCE PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC EUROPE Y 14 10.7 10,000,000 2 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY EUROPE Y 13 12.0 20,000,000 3 > 95%
BROOKFIELD ASSET MANAGEMENT INC. AMERICAS   4 1.3 2,500,000 0 < 5%
BRUNSWICK CORPORATION AMERICAS Y 15 11.7 50,000,000 4 5-25%
BUNGE LIMITED FINANCE CORP. AMERICAS   6 3.0 2,500,000 0 < 5%
BURLINGTON NORTHERN SANTA FE, LLC AMERICAS Y 11 8.3 15,000,000 2 < 5%
CA, INC. AMERICAS Y 12 10.3 7,500,000 2 < 5%
CABLE & WIRELESS LIMITED EUROPE   12 9.3 10,000,000 2 > 95%
CABLE & WIRELESS WORLDWIDE PLC EUROPE Y 9 5.3 2,500,000 0 > 95%
CADBURY HOLDINGS LIMITED EUROPE   11 5.7 2,500,000 1 > 95%
CAESARS ENTERTAINMENT OPERATING COMPANY, INC. AMERICAS Y 15 13.0 75,000,000 24 < 5%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA EUROPE   7 3.0 5,000,000 1 > 95%
CAIXA GERAL DE DEPOSITOS, S.A. EUROPE   6 4.0 2,500,000 0 > 95%
CAMPBELL SOUP COMPANY AMERICAS Y 15 12.0 50,000,000 4 < 5%
CANADIAN NATIONAL RAILWAY COMPANY AMERICAS   4 1.3 2,500,000 0 < 5%
CANADIAN NATURAL RESOURCES LIMITED AMERICAS Y 11 9.7 10,000,000 2 5-25%
CANON INC. JAPAN   7 3.3 5,000,000 1 > 95%
CAP GEMINI EUROPE Y 12 7.0 2,500,000 0 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION AMERICAS Y 13 12.0 50,000,000 7 5-25%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 13 12.0 50,000,000 9 5-25%
CAPITALAND LIMITED ASIA EX-JAPAN Y 10 5.7 2,500,000 0 > 95%
CARDINAL HEALTH, INC. AMERICAS Y 11 10.3 50,000,000 5 < 5%
CARGILL, INCORPORATED AMERICAS   12 7.7 5,000,000 1 5-25%
CARLSBERG BREWERIES A/S EUROPE   10 6.3 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED EUROPE   8 3.3 2,500,000 0 > 95%
CARNIVAL CORPORATION AMERICAS Y 14 12.0 22,500,000 5 < 5%
CARREFOUR EUROPE Y 15 14.0 50,000,000 7 > 95%
CASINO GUICHARD-PERRACHON EUROPE Y 13 12.3 50,000,000 5 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION AMERICAS   11 7.3 15,000,000 2 25-75%
CATERPILLAR INC. AMERICAS Y 11 10.3 75,000,000 7 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. ASIA EX-JAPAN Y 1 0.3 2,500,000 0 > 95%
CBS CORPORATION AMERICAS Y 15 12.0 22,500,000 4 < 5%
CELESTICA INC. AMERICAS Y 10 5.3 2,500,000 1 < 5%
CELLCO PARTNERSHIP AMERICAS   7 3.3 5,000,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. AMERICAS   7 3.0 2,500,000 0 5-25%
CENTERPOINT ENERGY, INC. AMERICAS   11 5.7 2,500,000 0 < 5%
CENTEX CORPORATION AMERICAS Y 13 10.7 20,000,000 3 5-25%
CENTRICA PLC EUROPE Y 15 11.7 20,000,000 4 > 95%
CENTURYLINK, INC. AMERICAS Y 14 12.7 75,000,000 24 < 5%
CHESAPEAKE ENERGY CORPORATION AMERICAS Y 14 11.7 75,000,000 18 < 5%
CHEVRON CORPORATION AMERICAS   8 4.7 2,500,000 1 5-25%
CHINA DEVELOPMENT BANK CORPORATION ASIA EX-JAPAN Y 13 10.7 17,500,000 1 > 95%
CHORUS LIMITED AUSTRALIA NZ   9 5.7 2,500,000 0 > 95%
CHUBU ELECTRIC POWER COMPANY, INCORPORATED JAPAN Y 9 6.7 7,500,000 2 > 95%
CIGNA CORPORATION AMERICAS Y 11 9.0 17,500,000 4 < 5%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE EUROPE Y 12 8.3 7,500,000 2 > 95%
CISCO SYSTEMS, INC. AMERICAS Y 14 10.0 10,000,000 2 < 5%
CITIGROUP INC. AMERICAS   14 12.7 75,000,000 10 < 5%
CLARIANT AG EUROPE Y 13 12.7 50,000,000 7 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. AMERICAS Y 15 13.7 100,000,000 19 5-25%
CMS ENERGY CORPORATION AMERICAS Y 13 10.3 7,500,000 2 5-25%
CNA FINANCIAL CORPORATION AMERICAS   10 6.7 2,500,000 1 < 5%
CNOOC LIMITED ASIA EX-JAPAN   5 4.0 2,500,000 0 > 95%
COCA-COLA REFRESHMENTS USA, INC. AMERICAS   7 2.7 2,500,000 0 < 5%
CODERE FINANCE (LUXEMBOURG) S.A. EUROPE Y 15 13.7 17,500,000 6 > 95%
COLES GROUP LIMITED AUSTRALIA NZ   11 5.3 2,500,000 0 > 95%
COLGATE-PALMOLIVE COMPANY AMERICAS   7 3.7 2,500,000 0 < 5%
COLT TECHNOLOGY SERVICES GROUP LIMITED EUROPE   4 1.3 2,500,000 0 > 95%
COMCAST CABLE COMMUNICATIONS, LLC AMERICAS Y 12 9.7 12,500,000 2 5-25%
COMCAST CORPORATION AMERICAS Y 12 10.7 15,000,000 2 < 5%
COMMERCIAL METALS COMPANY AMERICAS   10 6.0 5,000,000 1 5-25%
COMMERZBANK AKTIENGESELLSCHAFT EUROPE Y 16 14.7 125,000,000 18 > 95%
COMMONWEALTH BANK OF AUSTRALIA AUSTRALIA NZ Y 12 8.7 25,000,000 5 > 95%
COMMONWEALTH OF AUSTRALIA SOVEREIGN   14 13.0 100,000,000 15 > 95%
COMMUNITY HEALTH SYSTEMS, INC. AMERICAS   12 10.0 17,500,000 5 < 5%
COMPAGNIE DE SAINT-GOBAIN EUROPE   15 13.7 50,000,000 8 > 95%
COMPAGNIE FINANCIERE MICHELIN EUROPE   15 13.3 22,500,000 3 > 95%
COMPASS GROUP PLC EUROPE Y 14 11.0 10,000,000 2 > 95%
COMPUTER SCIENCES CORPORATION AMERICAS Y 15 13.0 50,000,000 8 5-25%
CON-WAY INC. AMERICAS   9 6.0 5,000,000 1 5-25%
CONAGRA FOODS, INC. AMERICAS Y 12 11.0 50,000,000 6 < 5%
CONOCOPHILLIPS AMERICAS Y 12 10.7 20,000,000 4 5-25%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. AMERICAS   5 1.7 2,500,000 0 < 5%
CONSTELLATION BRANDS, INC. AMERICAS Y 13 10.3 12,500,000 3 < 5%
CONTINENTAL AKTIENGESELLSCHAFT EUROPE Y 15 13.7 50,000,000 8 > 95%
COOPER TIRE & RUBBER COMPANY AMERICAS Y 12 9.0 7,500,000 2 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE   12 11.0 17,500,000 2 > 95%
CORNING INCORPORATED AMERICAS Y 12 8.0 7,500,000 1 < 5%
CORUS GROUP LIMITED EUROPE   5 3.0 2,500,000 0 > 95%
COSTCO WHOLESALE CORPORATION AMERICAS   8 4.3 2,500,000 0 25-75%
COVIDIEN LTD. AMERICAS   8 4.3 2,500,000 0 5-25%
COX COMMUNICATIONS, INC. AMERICAS Y 12 10.7 12,500,000 3 < 5%
CREDIT AGRICOLE SA EUROPE Y 15 13.0 75,000,000 10 > 95%
CREDIT SUISSE (USA), INC. AMERICAS   4 1.3 2,500,000 0 < 5%
CREDIT SUISSE GROUP LTD EUROPE   14 12.7 50,000,000 5 > 95%
CROWN LIMITED AUSTRALIA NZ   10 4.7 2,500,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 14 9.3 7,500,000 2 < 5%
CSR LIMITED AUSTRALIA NZ Y 11 7.0 5,000,000 1 > 95%
CSX CORPORATION AMERICAS Y 12 9.7 15,000,000 3 5-25%
CUMMINS INC. AMERICAS Y 9 5.3 5,000,000 0 < 5%
CVS CAREMARK CORPORATION AMERICAS Y 10 10.0 50,000,000 4 5-25%
CYTEC INDUSTRIES INC. AMERICAS   11 7.3 7,500,000 2 5-25%
CZECH REPUBLIC SOVEREIGN   11 6.3 7,500,000 1 75-95%
D.R. HORTON, INC. AMERICAS Y 14 11.0 20,000,000 3 5-25%
DAIMLER AG EUROPE   15 13.0 75,000,000 8 > 95%
DANAHER CORPORATION AMERICAS   12 7.7 5,000,000 1 5-25%
DANONE EUROPE Y 14 12.0 17,500,000 3 > 95%
DANSKE BANK A/S EUROPE   11 6.0 5,000,000 1 > 95%
DARDEN RESTAURANTS, INC. AMERICAS Y 14 12.7 75,000,000 21 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 11 6.0 2,500,000 0 > 95%
DDR CORP. AMERICAS   9 7.0 7,500,000 1 5-25%
DE US, INC. AMERICAS   13 11.3 17,500,000 6 < 5%
DEAN FOODS COMPANY AMERICAS Y 13 10.7 25,000,000 6 < 5%
DEERE & COMPANY AMERICAS Y 11 10.0 50,000,000 6 5-25%
DELHAIZE AMERICA, LLC AMERICAS   12 8.3 5,000,000 1 < 5%
DELL INC. AMERICAS Y 14 13.3 125,000,000 41 < 5%
DELUXE CORPORATION AMERICAS Y 8 4.0 2,500,000 1 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE   10 5.3 5,000,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 14 13.3 125,000,000 14 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 14 12.7 50,000,000 5 > 95%
DEUTSCHE POST AG EUROPE   12 6.7 5,000,000 1 > 95%
DEUTSCHE TELEKOM AG EUROPE   15 12.7 50,000,000 5 > 95%
DEVON ENERGY CORPORATION AMERICAS Y 12 10.7 50,000,000 8 < 5%
DEXIA CREDIT LOCAL EUROPE   13 9.7 7,500,000 1 > 95%
DIAGEO PLC EUROPE   15 13.0 15,000,000 3 > 95%
DIAMOND OFFSHORE DRILLING, INC. AMERICAS   11 7.7 5,000,000 1 < 5%
DILLARD'S, INC. AMERICAS Y 11 8.7 10,000,000 3 < 5%
DIRECTV HOLDINGS LLC AMERICAS Y 14 11.7 50,000,000 5 < 5%
DISH DBS CORPORATION AMERICAS Y 12 11.0 12,500,000 3 < 5%
DIXONS RETAIL PLC EUROPE Y 17 14.3 50,000,000 8 > 95%
DNB BANK ASA EUROPE   8 4.7 2,500,000 1 > 95%
DOLE FOOD COMPANY, INC. AMERICAS Y 12 9.0 10,000,000 2 < 5%
DOMINION RESOURCES, INC. AMERICAS Y 11 9.3 10,000,000 2 5-25%
DOMTAR CORPORATION AMERICAS Y 13 11.3 15,000,000 3 < 5%
DONG ENERGY A/S EUROPE   6 2.7 2,500,000 0 > 95%
DOVER CORPORATION AMERICAS   10 5.0 5,000,000 1 5-25%
DP WORLD LIMITED EUROPE   8 3.3 2,500,000 0 > 95%
DPL INC. AMERICAS   9 3.3 2,500,000 0 < 5%
DTE ENERGY COMPANY AMERICAS   7 3.0 2,500,000 0 < 5%
DUBAI SOVEREIGN   12 10.0 12,500,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC AMERICAS Y 12 9.7 12,500,000 2 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS   7 4.3 2,500,000 0 5-25%
E. I. DU PONT DE NEMOURS AND COMPANY AMERICAS Y 13 11.0 15,000,000 3 < 5%
E.ON SE EUROPE   16 13.7 50,000,000 6 > 95%
EAST JAPAN RAILWAY COMPANY JAPAN Y 6 2.3 5,000,000 1 > 95%
EASTMAN CHEMICAL COMPANY AMERICAS Y 15 11.7 50,000,000 5 5-25%
EATON CORPORATION AMERICAS   10 7.3 5,000,000 1 < 5%
EDISON S.P.A. EUROPE Y 13 9.3 7,500,000 1 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. EUROPE Y 15 13.7 50,000,000 6 > 95%
EL PASO LLC AMERICAS   11 9.0 10,000,000 2 < 5%
ELECTRICITE DE FRANCE EUROPE Y 15 13.0 50,000,000 5 > 95%
ELI LILLY AND COMPANY AMERICAS   12 7.3 5,000,000 1 5-25%
ELISA OYJ EUROPE   4 1.3 2,500,000 0 > 95%
EMBARQ CORPORATION AMERICAS Y 13 12.0 17,500,000 3 5-25%
EMERSON ELECTRIC CO. AMERICAS   10 5.0 2,500,000 0 < 5%
EMI GROUP LIMITED EUROPE Y 6 2.7 2,500,000 0 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. AMERICAS   9 4.3 2,500,000 0 5-25%
ENBRIDGE INC. AMERICAS   10 8.0 12,500,000 1 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE   15 10.7 10,000,000 2 > 95%
ENCANA CORPORATION AMERICAS   12 10.0 20,000,000 4 < 5%
ENDESA, S.A. EUROPE   13 10.7 15,000,000 3 > 95%
ENEL S.P.A. EUROPE Y 15 13.7 100,000,000 12 > 95%
ENERGY FUTURE HOLDINGS CORP. AMERICAS Y 15 13.0 25,000,000 9 < 5%
ENERGY TRANSFER PARTNERS, L.P. AMERICAS   8 5.3 7,500,000 1 < 5%
ENI S.P.A. EUROPE Y 13 11.7 50,000,000 4 > 95%
ENTERGY CORPORATION AMERICAS   9 5.7 2,500,000 0 < 5%
ENTERPRISE PRODUCTS OPERATING LLC AMERICAS   10 6.3 5,000,000 0 5-25%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 9 5.0 5,000,000 1 25-75%
ERAC USA FINANCE LLC AMERICAS   6 2.0 2,500,000 0 25-75%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 11 8.7 10,000,000 1 25-75%
ERSTE GROUP BANK AG EUROPE   10 6.7 5,000,000 1 > 95%
ESSENT N.V. EUROPE   4 1.3 2,500,000 0 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. EUROPE   17 14.0 25,000,000 3 > 95%
EVONIK DEGUSSA GMBH EUROPE Y 8 4.7 2,500,000 1 > 95%
EXELON CORPORATION AMERICAS   14 11.3 25,000,000 5 5-25%
EXELON GENERATION COMPANY, LLC AMERICAS   10 7.3 7,500,000 1 < 5%
EXPEDIA, INC. AMERICAS Y 13 11.7 22,500,000 3 5-25%
EXPERIAN FINANCE PLC EUROPE Y 14 9.3 10,000,000 2 > 95%
EXPORT-IMPORT BANK OF INDIA ASIA EX-JAPAN   8 5.3 5,000,000 0 > 95%
EXXON MOBIL CORPORATION AMERICAS   8 3.3 2,500,000 0 < 5%
FAIRFAX FINANCIAL HOLDINGS LIMITED AMERICAS Y 6 2.0 2,500,000 0 < 5%
FAIRFAX MEDIA LIMITED AUSTRALIA NZ   8 3.0 2,500,000 0 > 95%
FCE BANK PLC EUROPE Y 12 8.0 7,500,000 1 > 95%
FEDERAL REPUBLIC OF GERMANY SOVEREIGN   14 13.0 325,000,000 12 > 95%
FEDERATIVE REPUBLIC OF BRAZIL SOVEREIGN Y 15 14.0 725,000,000 61 > 95%
FEDEX CORPORATION AMERICAS   10 6.7 5,000,000 1 5-25%
FIAT INDUSTRIAL S.P.A. EUROPE   13 12.3 22,500,000 4 > 95%
FIAT S.P.A. EUROPE   16 14.7 75,000,000 13 > 95%
FIFTH & PACIFIC COMPANIES, INC. AMERICAS   12 10.3 50,000,000 8 < 5%
FINMECCANICA S.P.A. EUROPE   16 13.7 50,000,000 11 > 95%
FIRST DATA CORPORATION AMERICAS Y 16 13.7 50,000,000 11 < 5%
FIRST INDUSTRIAL, L.P. AMERICAS   4 1.7 2,500,000 0 < 5%
FIRSTENERGY CORP. AMERICAS Y 15 13.3 50,000,000 7 < 5%
FKI LIMITED EUROPE   10 5.7 5,000,000 1 > 95%
FLEXTRONICS INTERNATIONAL LTD. AMERICAS Y 12 8.3 7,500,000 2 < 5%
FORD MOTOR COMPANY AMERICAS Y 12 11.0 50,000,000 8 < 5%
FORD MOTOR CREDIT COMPANY LLC AMERICAS Y 12 10.0 20,000,000 2 < 5%
FOREST OIL CORPORATION AMERICAS Y 13 10.3 17,500,000 4 < 5%
FORTIS BANK EUROPE   4 1.7 2,500,000 0 > 95%
FORTUM OYJ EUROPE Y 14 11.3 17,500,000 4 > 95%
FOSTER'S GROUP PTY LTD AUSTRALIA NZ   9 4.7 2,500,000 0 > 95%
FRANCE TELECOM EUROPE Y 16 14.3 100,000,000 9 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. AMERICAS Y 12 10.7 22,500,000 4 < 5%
FREEPORT-MCMORAN CORPORATION AMERICAS   8 4.7 2,500,000 1 25-75%
FREESCALE SEMICONDUCTOR, INC. AMERICAS Y 13 11.0 22,500,000 8 < 5%
FRENCH REPUBLIC SOVEREIGN   12 12.0 350,000,000 22 > 95%
FRESENIUS SE & CO. KGAA EUROPE   14 11.0 10,000,000 3 > 95%
FRONTIER COMMUNICATIONS CORPORATION AMERICAS Y 12 10.7 50,000,000 8 < 5%
FUJITSU LIMITED JAPAN Y 10 9.3 17,500,000 5 > 95%
GANNETT CO., INC. AMERICAS Y 13 12.0 50,000,000 6 5-25%
GAS NATURAL SDG, S.A. EUROPE   15 13.3 75,000,000 9 > 95%
GATX CORPORATION AMERICAS Y 11 4.3 2,500,000 0 < 5%
GDF SUEZ EUROPE Y 16 13.3 50,000,000 4 > 95%
GECINA EUROPE Y 15 8.0 5,000,000 1 > 95%
GENERAL DYNAMICS CORPORATION AMERICAS   11 5.7 5,000,000 1 5-25%
GENERAL ELECTRIC CAPITAL CORPORATION AMERICAS Y 14 14.0 225,000,000 21 5-25%
GENERAL MILLS, INC. AMERICAS Y 13 11.0 17,500,000 3 5-25%
GENERAL MOTORS COMPANY AMERICAS   7 6.7 12,500,000 2 < 5%
GENON ENERGY, INC. AMERICAS Y 12 9.7 10,000,000 3 < 5%
GENON NORTH AMERICA, LLC AMERICAS   7 4.3 2,500,000 0 < 5%
GENTING BHD. ASIA EX-JAPAN   2 0.7 2,500,000 0 > 95%
GENWORTH FINANCIAL, INC. AMERICAS   13 11.3 50,000,000 9 < 5%
GEORGIA-PACIFIC LLC AMERICAS Y 12 8.0 5,000,000 1 < 5%
GKN HOLDINGS PLC EUROPE Y 16 12.3 17,500,000 3 > 95%
GLAXOSMITHKLINE PLC EUROPE   11 8.0 7,500,000 1 > 95%
GLENCORE INTERNATIONAL AG EUROPE   15 13.7 50,000,000 7 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. ASIA EX-JAPAN   6 3.3 2,500,000 0 > 95%
GOODRICH CORPORATION AMERICAS Y 12 9.0 12,500,000 3 < 5%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 10 5.3 5,000,000 1 > 95%
GROHE HOLDING GMBH EUROPE Y 13 12.0 50,000,000 5 > 95%
GROUPE AUCHAN EUROPE Y 14 11.7 22,500,000 3 > 95%
GS CALTEX CORPORATION ASIA EX-JAPAN Y 10 5.7 2,500,000 0 > 95%
H. J. HEINZ COMPANY AMERICAS Y 15 12.0 100,000,000 25 < 5%
HALLIBURTON COMPANY AMERICAS Y 13 10.3 17,500,000 3 < 5%
HAMMERSON PLC EUROPE   10 7.0 5,000,000 1 > 95%
HANA BANK ASIA EX-JAPAN Y 9 6.3 5,000,000 0 > 95%
HANKYU HANSHIN HOLDINGS, INC. JAPAN Y 10 8.3 12,500,000 3 > 95%
HANNOVER RUECKVERSICHERUNG AG EUROPE   15 12.3 50,000,000 5 > 95%
HANSON LIMITED EUROPE Y 13 8.3 7,500,000 1 > 95%
HASBRO, INC. AMERICAS Y 12 8.3 5,000,000 1 < 5%
HAVAS EUROPE Y 14 11.3 12,500,000 3 > 95%
HCA INC. AMERICAS Y 14 12.0 50,000,000 6 < 5%
HCP, INC. AMERICAS   8 5.3 7,500,000 1 5-25%
HEALTH CARE REIT, INC. AMERICAS   10 8.0 10,000,000 1 25-75%
HEALTH MANAGEMENT ASSOCIATES, INC. AMERICAS Y 12 8.3 10,000,000 2 5-25%
HEATHROW FUNDING LIMITED EUROPE   14 9.7 10,000,000 2 > 95%
HEIDELBERGCEMENT AG EUROPE   13 13.0 50,000,000 7 > 95%
HEINEKEN N.V. EUROPE   10 6.0 7,500,000 1 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME EUROPE   15 13.3 22,500,000 8 > 95%
HENKEL AG & CO. KGAA EUROPE Y 13 8.3 7,500,000 1 > 95%
HESS CORPORATION AMERICAS Y 11 9.3 12,500,000 2 5-25%
HEWLETT-PACKARD COMPANY AMERICAS Y 14 13.3 100,000,000 23 < 5%
HILTON WORLDWIDE, INC. AMERICAS   11 6.7 5,000,000 1 5-25%
HITACHI, LTD. JAPAN Y 9 7.3 12,500,000 3 > 95%
HOLCIM LTD EUROPE   15 13.0 50,000,000 6 > 95%
HONDA MOTOR CO., LTD. JAPAN Y 10 7.3 10,000,000 2 > 95%
HONEYWELL INTERNATIONAL INC. AMERICAS Y 13 10.7 17,500,000 3 < 5%
HOSPITALITY PROPERTIES TRUST AMERICAS   6 3.7 2,500,000 0 < 5%
HOST HOTELS & RESORTS, L.P. AMERICAS Y 12 9.0 5,000,000 2 < 5%
HP ENTERPRISE SERVICES, LLC AMERICAS   10 4.7 2,500,000 0 5-25%
HSBC BANK PLC EUROPE Y 14 13.0 50,000,000 4 > 95%
HSBC FINANCE CORPORATION AMERICAS   11 9.0 17,500,000 2 25-75%
HUMANA INC. AMERICAS   11 7.7 5,000,000 1 5-25%
HUNGARY SOVEREIGN   17 14.7 75,000,000 7 > 95%
HUSKY ENERGY INC. AMERICAS   10 6.3 5,000,000 1 5-25%
HUTCHISON WHAMPOA LIMITED ASIA EX-JAPAN   15 12.7 12,500,000 2 > 95%
HYUNDAI MOTOR COMPANY ASIA EX-JAPAN   12 8.0 7,500,000 1 > 95%
IBERDROLA, S.A. EUROPE   16 14.3 50,000,000 8 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 14 10.3 5,000,000 1 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 7 4.0 2,500,000 0 > 95%
ILLINOIS TOOL WORKS INC. AMERICAS   7 4.3 5,000,000 1 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED EUROPE   8 3.7 2,500,000 0 > 95%
IMPERIAL TOBACCO GROUP PLC EUROPE   15 12.7 50,000,000 5 > 95%
INDUSTRIAL BANK OF KOREA ASIA EX-JAPAN Y 9 5.0 5,000,000 0 > 95%
INEOS GROUP HOLDINGS LIMITED EUROPE Y 15 13.3 50,000,000 7 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. EUROPE Y 7 3.7 2,500,000 1 > 95%
ING BANK N.V. EUROPE Y 15 12.7 50,000,000 7 > 95%
ING VERZEKERINGEN N.V. EUROPE   6 5.0 5,000,000 1 > 95%
INGERSOLL-RAND COMPANY AMERICAS Y 12 11.0 50,000,000 4 5-25%
INTELSAT S.A. AMERICAS Y 10 7.0 5,000,000 1 < 5%
INTERNATIONAL BUSINESS MACHINES CORPORATION AMERICAS Y 13 12.0 22,500,000 3 5-25%
INTERNATIONAL GAME TECHNOLOGY AMERICAS   9 3.3 2,500,000 0 5-25%
INTERNATIONAL LEASE FINANCE CORPORATION AMERICAS Y 14 13.0 75,000,000 10 < 5%
INTERNATIONAL PAPER COMPANY AMERICAS Y 13 10.7 22,500,000 5 5-25%
INTERNATIONAL POWER PLC EUROPE   6 3.0 2,500,000 0 > 95%
INTERVAL ACQUISITION CORP. AMERICAS   10 8.3 12,500,000 2 < 5%
INTESA SANPAOLO SPA EUROPE Y 16 15.3 100,000,000 15 > 95%
INVENSYS PLC EUROPE Y 10 6.7 5,000,000 1 > 95%
INVESTOR AKTIEBOLAG EUROPE Y 11 7.3 5,000,000 1 > 95%
IRELAND SOVEREIGN   16 14.7 50,000,000 6 > 95%
IRON MOUNTAIN INCORPORATED AMERICAS Y 12 8.0 5,000,000 1 < 5%
ISS A/S EUROPE Y 13 11.0 12,500,000 2 > 95%
ISS GLOBAL A/S EUROPE Y 11 6.0 2,500,000 1 > 95%
ISTAR FINANCIAL INC. AMERICAS Y 14 12.7 50,000,000 7 < 5%
ITOCHU CORPORATION JAPAN Y 9 7.3 12,500,000 3 > 95%
ITV PLC EUROPE Y 15 12.7 20,000,000 4 > 95%
J SAINSBURY PLC EUROPE Y 14 11.0 15,000,000 2 > 95%
J. C. PENNEY COMPANY, INC. AMERICAS Y 16 13.7 125,000,000 37 < 5%
JAPAN SOVEREIGN   14 13.7 250,000,000 35 > 95%
JAPAN TOBACCO INC. JAPAN Y 10 5.0 5,000,000 1 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 9 3.7 2,500,000 0 > 95%
JFE HOLDINGS, INC. JAPAN   11 10.7 50,000,000 7 > 95%
JFE STEEL CORPORATION JAPAN Y 11 9.0 12,500,000 3 > 95%
JOHN DEERE CAPITAL CORPORATION AMERICAS   11 7.0 7,500,000 1 25-75%
JOHNSON & JOHNSON AMERICAS   10 8.0 10,000,000 1 < 5%
JOHNSON CONTROLS, INC. AMERICAS Y 13 10.3 12,500,000 3 5-25%
JOINT STOCK COMPANY "HALYK SAVINGS BANK OF KAZAKHSTAN" EUROPE   4 2.0 2,500,000 0 > 95%
JPMORGAN CHASE & CO. AMERICAS   16 14.0 125,000,000 12 5-25%
JSC "GAZPROM" EUROPE   17 14.0 50,000,000 3 > 95%
JSC "KAZKOMMERTSBANK" EUROPE   10 6.0 2,500,000 0 > 95%
JSC VTB BANK EUROPE   15 12.3 12,500,000 1 > 95%
JTI (UK) FINANCE PLC EUROPE Y 13 7.3 5,000,000 1 > 95%
K. HOVNANIAN ENTERPRISES, INC. AMERICAS Y 12 11.0 17,500,000 8 < 5%
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH EUROPE Y 14 12.7 17,500,000 5 > 95%
KAJIMA CORPORATION JAPAN Y 10 7.0 7,500,000 2 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. JAPAN Y 9 8.3 15,000,000 5 > 95%
KAWASAKI KISEN KAISHA, LTD. JAPAN Y 11 6.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 12 10.7 17,500,000 5 < 5%
KBC BANK EUROPE   4 2.0 2,500,000 0 > 95%
KELDA GROUP LIMITED EUROPE   9 4.3 2,500,000 1 > 95%
KELLOGG COMPANY AMERICAS   11 7.3 7,500,000 1 < 5%
KERR-MCGEE CORPORATION AMERICAS Y 10 5.0 2,500,000 0 5-25%
KIMBERLY-CLARK CORPORATION AMERICAS   11 9.0 15,000,000 2 25-75%
KIMCO REALTY CORPORATION AMERICAS   11 7.7 10,000,000 2 5-25%
KINDER MORGAN ENERGY PARTNERS, L.P. AMERICAS Y 11 9.0 10,000,000 2 < 5%
KINDER MORGAN, INC. AMERICAS   13 11.3 12,500,000 2 5-25%
KINGDOM OF BELGIUM SOVEREIGN   15 14.0 75,000,000 3 > 95%
KINGDOM OF DENMARK SOVEREIGN   13 10.0 25,000,000 2 > 95%
KINGDOM OF NORWAY SOVEREIGN   8 4.7 7,500,000 1 > 95%
KINGDOM OF SAUDI ARABIA SOVEREIGN   12 7.0 7,500,000 1 > 95%
KINGDOM OF SPAIN SOVEREIGN   16 14.7 425,000,000 27 > 95%
KINGDOM OF SWEDEN SOVEREIGN   11 5.7 15,000,000 1 75-95%
KINGDOM OF THAILAND SOVEREIGN Y 13 11.7 25,000,000 2 > 95%
KINGDOM OF THE NETHERLANDS SOVEREIGN   14 11.7 50,000,000 3 > 95%
KINGFISHER PLC EUROPE Y 14 12.3 50,000,000 5 > 95%
KINTETSU CORPORATION JAPAN Y 9 7.3 12,500,000 3 > 95%
KLEPIERRE EUROPE   8 4.3 2,500,000 1 > 95%
KOBE STEEL, LTD. JAPAN Y 13 10.7 50,000,000 9 > 95%
KOHL'S CORPORATION AMERICAS Y 14 12.7 75,000,000 17 < 5%
KOMATSU LTD. JAPAN   11 8.7 7,500,000 3 > 95%
KONINKLIJKE AHOLD N.V. EUROPE Y 12 10.3 15,000,000 2 > 95%
KONINKLIJKE DSM N.V. EUROPE Y 15 11.0 10,000,000 2 > 95%
KONINKLIJKE KPN N.V. EUROPE Y 15 14.0 75,000,000 11 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. EUROPE Y 14 12.7 50,000,000 4 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 11 5.7 2,500,000 1 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 6 4.0 2,500,000 0 > 95%
KRAFT FOODS INC. AMERICAS,EUROPE Y 14 10.0 12,500,000 2 5-25%
KT CORPORATION ASIA EX-JAPAN Y 7 4.3 2,500,000 0 > 95%
L-3 COMMUNICATIONS CORPORATION AMERICAS Y 10 4.0 2,500,000 0 < 5%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 8 4.3 2,500,000 0 > 95%
LADBROKES PLC EUROPE   13 10.3 10,000,000 2 > 95%
LAFARGE EUROPE Y 17 14.3 75,000,000 10 > 95%
LANXESS AKTIENGESELLSCHAFT EUROPE   14 11.3 15,000,000 3 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 9 4.3 2,500,000 1 > 95%
LEGAL & GENERAL GROUP PLC EUROPE   11 5.0 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD AUSTRALIA NZ   9 5.7 5,000,000 0 > 95%
LENNAR CORPORATION AMERICAS Y 14 12.3 50,000,000 7 5-25%
LEVEL 3 COMMUNICATIONS, INC. AMERICAS Y 12 9.3 17,500,000 5 < 5%
LEVI STRAUSS & CO. AMERICAS Y 12 10.0 15,000,000 4 < 5%
LEXMARK INTERNATIONAL, INC. AMERICAS   13 6.3 2,500,000 1 5-25%
LIBERTY INTERACTIVE LLC AMERICAS   12 9.3 7,500,000 2 < 5%
LIBERTY MUTUAL GROUP INC. AMERICAS   6 3.0 2,500,000 0 < 5%
LIBERTY MUTUAL INSURANCE COMPANY AMERICAS   9 4.0 2,500,000 0 5-25%
LIMITED BRANDS, INC. AMERICAS Y 13 11.3 25,000,000 5 < 5%
LINCOLN NATIONAL CORPORATION AMERICAS   12 8.7 12,500,000 2 < 5%
LINDE AKTIENGESELLSCHAFT EUROPE   12 8.7 7,500,000 1 > 95%
LLOYDS TSB BANK PLC EUROPE Y 16 13.0 100,000,000 11 > 95%
LOCKHEED MARTIN CORPORATION AMERICAS Y 12 10.7 17,500,000 4 < 5%
LOEWS CORPORATION AMERICAS Y 12 9.3 12,500,000 3 5-25%
LOUISIANA-PACIFIC CORPORATION AMERICAS Y 14 11.3 50,000,000 6 5-25%
LOWE'S COMPANIES, INC. AMERICAS Y 11 10.3 50,000,000 5 5-25%
LVMH MOET HENNESSY LOUIS VUITTON EUROPE Y 14 11.3 20,000,000 4 > 95%
M.D.C. HOLDINGS, INC. AMERICAS Y 14 11.3 17,500,000 4 < 5%
MACK-CALI REALTY, L.P. AMERICAS   7 4.0 2,500,000 0 < 5%
MACQUARIE BANK LIMITED AUSTRALIA NZ Y 13 8.7 5,000,000 1 > 95%
MACY'S RETAIL HOLDINGS, INC. AMERICAS Y 5 2.3 2,500,000 0 5-25%
MACY'S, INC. AMERICAS Y 14 13.0 50,000,000 9 5-25%
MALAYSIA SOVEREIGN Y 13 12.7 75,000,000 8 > 95%
MANOR CARE, INC. AMERICAS   9 4.3 5,000,000 1 < 5%
MARATHON OIL CORPORATION AMERICAS   11 6.3 2,500,000 1 < 5%
MARKS AND SPENCER P.L.C. EUROPE Y 16 14.0 50,000,000 8 > 95%
MARRIOTT INTERNATIONAL, INC. AMERICAS Y 12 10.0 17,500,000 3 5-25%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 12 10.3 12,500,000 2 5-25%
MARTIN MARIETTA MATERIALS, INC. AMERICAS   5 3.7 2,500,000 0 < 5%
MARUBENI CORPORATION JAPAN Y 9 6.7 15,000,000 4 > 95%
MASCO CORPORATION AMERICAS Y 14 11.3 17,500,000 3 5-25%
MATTEL, INC. AMERICAS   9 5.3 2,500,000 1 5-25%
MBIA INC. AMERICAS Y 15 13.0 50,000,000 10 < 5%
MBIA INSURANCE CORPORATION AMERICAS   16 14.3 150,000,000 27 < 5%
MCDONALD'S CORPORATION AMERICAS Y 14 10.7 15,000,000 3 5-25%
MCKESSON CORPORATION AMERICAS Y 11 10.0 17,500,000 3 < 5%
MEADWESTVACO CORPORATION AMERICAS Y 12 11.0 50,000,000 8 < 5%
MEDCO HEALTH SOLUTIONS, INC. AMERICAS   9 5.7 2,500,000 1 < 5%
MEDIACOM LLC AMERICAS Y 11 5.3 2,500,000 1 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE   11 6.7 5,000,000 1 > 95%
MEDTRONIC, INC. AMERICAS   9 6.0 7,500,000 1 < 5%
MELIA HOTELS INTERNATIONAL, S.A. EUROPE Y 14 13.0 25,000,000 4 > 95%
MERCK & CO., INC. AMERICAS   9 4.0 2,500,000 1 5-25%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN EUROPE   4 1.3 2,500,000 0 > 95%
MERCK SHARP & DOHME CORP. AMERICAS   9 5.7 5,000,000 1 < 5%
MERITOR, INC. AMERICAS Y 13 11.0 17,500,000 7 < 5%
MERRILL LYNCH & CO., INC. AMERICAS   13 12.3 50,000,000 3 < 5%
METLIFE, INC. AMERICAS Y 14 12.7 75,000,000 9 < 5%
METRO AG EUROPE Y 15 14.0 50,000,000 7 > 95%
METSA BOARD CORPORATION EUROPE   14 13.0 15,000,000 4 > 95%
METSO OYJ EUROPE Y 12 7.3 5,000,000 2 > 95%
MGIC INVESTMENT CORPORATION AMERICAS Y 15 13.7 75,000,000 19 < 5%
MGM RESORTS INTERNATIONAL AMERICAS Y 12 11.7 50,000,000 10 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN   8 7.7 10,000,000 1 > 95%
MITSUBISHI CORPORATION JAPAN Y 9 6.7 5,000,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED JAPAN Y 8 5.0 5,000,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. JAPAN Y 10 8.0 7,500,000 2 > 95%
MITSUI & CO., LTD. JAPAN Y 8 6.7 7,500,000 2 > 95%
MITSUI CHEMICALS, INC. JAPAN Y 12 8.7 25,000,000 8 > 95%
MITSUI FUDOSAN CO., LTD. JAPAN Y 8 6.0 7,500,000 2 > 95%
MITSUI O.S.K. LINES, LTD. JAPAN Y 12 10.7 50,000,000 8 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED JAPAN Y 8 4.3 5,000,000 1 > 95%
MIZUHO CORPORATE BANK, LTD. JAPAN Y 10 9.0 12,500,000 2 > 95%
MMO2 PLC EUROPE Y 7 3.3 2,500,000 0 > 95%
MOHAWK INDUSTRIES, INC. AMERICAS Y 13 9.7 10,000,000 2 < 5%
MOLSON COORS BREWING COMPANY AMERICAS   10 6.3 2,500,000 0 5-25%
MONSANTO COMPANY AMERICAS   9 4.3 2,500,000 0 5-25%
MORGAN STANLEY AMERICAS   16 14.0 175,000,000 17 5-25%
MOTOROLA SOLUTIONS, INC. AMERICAS Y 12 11.0 50,000,000 7 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 16 13.7 50,000,000 5 > 95%
MURPHY OIL CORPORATION AMERICAS   10 7.0 5,000,000 1 < 5%
NABORS INDUSTRIES, INC. AMERICAS Y 15 12.3 50,000,000 7 5-25%
NALCO COMPANY AMERICAS Y 8 3.7 2,500,000 0 < 5%
NATIONAL AUSTRALIA BANK LIMITED AUSTRALIA NZ Y 15 9.7 25,000,000 5 > 95%
NATIONAL GRID PLC EUROPE Y 15 12.0 17,500,000 3 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 12 10.0 12,500,000 2 < 5%
NATIXIS EUROPE   4 2.0 2,500,000 0 > 95%
NEC CORPORATION JAPAN Y 10 9.3 10,000,000 4 > 95%
NESTLE S.A. EUROPE   14 10.0 7,500,000 1 > 95%
NEW ALBERTSON'S, INC. AMERICAS Y 14 12.3 50,000,000 16 < 5%
NEW ZEALAND SOVEREIGN   8 5.0 5,000,000 1 > 95%
NEWELL RUBBERMAID INC. AMERICAS Y 13 11.0 22,500,000 5 5-25%
NEWMONT MINING CORPORATION AMERICAS   11 9.7 5,000,000 1 < 5%
NEWMONT USA LIMITED AMERICAS   8 3.7 2,500,000 0 5-25%
NEWS AMERICA INCORPORATED AMERICAS Y 13 11.0 17,500,000 3 5-25%
NEXEN INC. AMERICAS   11 7.7 7,500,000 2 < 5%
NEXT PLC EUROPE Y 14 12.3 50,000,000 5 > 95%
NEXTEL COMMUNICATIONS, INC. AMERICAS   3 1.3 2,500,000 0 < 5%
NEXTERA ENERGY CAPITAL HOLDINGS, INC. AMERICAS   12 8.3 7,500,000 1 25-75%
NIPPON PAPER GROUP, INC. JAPAN Y 11 10.0 25,000,000 10 > 95%
NIPPON STEEL & SUMITOMO METAL CORPORATION JAPAN   11 10.7 22,500,000 4 > 95%
NIPPON YUSEN KABUSHIKI KAISHA JAPAN Y 11 9.7 15,000,000 4 > 95%
NISOURCE FINANCE CORP. AMERICAS   9 3.0 2,500,000 0 5-25%
NISSAN MOTOR CO., LTD. JAPAN Y 11 9.3 15,000,000 4 > 95%
NOBLE CORPORATION AMERICAS   6 4.0 2,500,000 1 < 5%
NOBLE ENERGY, INC. AMERICAS   10 8.3 7,500,000 1 < 5%
NOBLE GROUP LIMITED ASIA EX-JAPAN Y 12 8.7 5,000,000 1 > 95%
NOKIA OYJ EUROPE Y 15 14.0 75,000,000 18 > 95%
NOMURA HOLDINGS, INC. JAPAN   8 4.7 2,500,000 0 > 95%
NOMURA SECURITIES CO., LTD. JAPAN Y 8 3.3 5,000,000 1 > 95%
NORBORD INC. AMERICAS   13 9.7 10,000,000 2 < 5%
NORDEA BANK AB EUROPE   8 4.0 2,500,000 1 > 95%
NORDSTROM, INC. AMERICAS Y 14 11.7 50,000,000 7 5-25%
NORFOLK SOUTHERN CORPORATION AMERICAS Y 13 10.7 15,000,000 3 < 5%
NORSKE SKOGINDUSTRIER ASA EUROPE Y 15 13.7 25,000,000 9 > 95%
NORTHROP GRUMMAN CORPORATION AMERICAS   12 10.0 17,500,000 4 < 5%
NOVA CHEMICALS CORPORATION AMERICAS Y 10 7.0 5,000,000 2 < 5%
NOVARTIS AG EUROPE   12 6.3 5,000,000 0 > 95%
NRG ENERGY, INC. AMERICAS Y 12 10.7 15,000,000 4 < 5%
NTC S.A. EUROPE   8 4.3 2,500,000 0 > 95%
NUCOR CORPORATION AMERICAS   11 8.7 17,500,000 3 < 5%
NXP B.V. EUROPE Y 14 12.0 22,500,000 6 > 95%
OBAYASHI CORPORATION JAPAN Y 9 6.3 7,500,000 2 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS   11 7.0 2,500,000 1 5-25%
ODYSSEY RE HOLDINGS CORP. AMERICAS   6 3.0 2,500,000 0 < 5%
OFFICE DEPOT, INC. AMERICAS   13 11.7 22,500,000 7 < 5%
OJI HOLDINGS CORPORATION JAPAN   11 10.0 50,000,000 7 > 95%
OLD MUTUAL PUBLIC LIMITED COMPANY EUROPE   12 5.3 2,500,000 1 > 95%
OLIN CORPORATION AMERICAS Y 12 9.0 7,500,000 2 5-25%
OMNICOM GROUP INC. AMERICAS Y 13 11.7 20,000,000 4 5-25%
ONEOK PARTNERS, L.P. AMERICAS   10 6.3 2,500,000 0 5-25%
ONEOK, INC. AMERICAS   11 8.3 7,500,000 1 5-25%
ONO FINANCE II PUBLIC LIMITED COMPANY EUROPE Y 14 13.3 50,000,000 12 > 95%
ORACLE AMERICA, INC. AMERICAS   9 3.3 2,500,000 0 5-25%
ORACLE CORPORATION AMERICAS   9 4.0 5,000,000 0 < 5%
ORIX CORPORATION JAPAN Y 14 10.3 12,500,000 4 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED ASIA EX-JAPAN Y 7 5.0 2,500,000 0 > 95%
OWENS-ILLINOIS, INC. AMERICAS Y 11 8.0 7,500,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY AMERICAS   7 4.3 5,000,000 0 5-25%
PACKAGING CORPORATION OF AMERICA AMERICAS   12 9.7 12,500,000 5 < 5%
PACTIV LLC AMERICAS   14 10.7 10,000,000 3 < 5%
PANASONIC CORPORATION JAPAN   11 10.0 20,000,000 6 > 95%
PARKER DRILLING COMPANY AMERICAS Y 11 7.3 5,000,000 3 < 5%
PCCW-HKT TELEPHONE LIMITED ASIA EX-JAPAN   13 7.7 2,500,000 0 > 95%
PEABODY ENERGY CORPORATION AMERICAS   11 6.0 2,500,000 1 < 5%
PEARSON PLC EUROPE Y 15 12.0 22,500,000 4 > 95%
PEOPLE'S REPUBLIC OF CHINA SOVEREIGN Y 15 14.7 250,000,000 26 > 95%
PEPCO HOLDINGS, INC. AMERICAS   5 2.0 2,500,000 0 25-75%
PEPSICO, INC. AMERICAS   8 6.7 5,000,000 1 5-25%
PERNOD RICARD EUROPE Y 14 11.3 12,500,000 2 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS AMERICAS   15 11.3 50,000,000 4 > 95%
PETROLEOS DE VENEZUELA, S.A. AMERICAS   10 7.7 17,500,000 1 > 95%
PETROLEOS MEXICANOS AMERICAS Y 15 11.0 25,000,000 2 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) ASIA EX-JAPAN   6 3.3 2,500,000 0 > 95%
PEUGEOT SA EUROPE Y 17 14.7 50,000,000 13 > 95%
PFIZER INC. AMERICAS Y 11 9.7 17,500,000 4 < 5%
PHH CORPORATION AMERICAS   10 6.0 2,500,000 1 < 5%
PHILIP MORRIS INTERNATIONAL INC. AMERICAS   8 3.3 5,000,000 0 25-75%
PILKINGTON GROUP LIMITED EUROPE   7 3.0 2,500,000 0 > 95%
PIONEER NATURAL RESOURCES COMPANY AMERICAS Y 10 8.0 5,000,000 1 25-75%
PITNEY BOWES INC. AMERICAS Y 15 13.0 50,000,000 7 < 5%
PLAINS ALL AMERICAN PIPELINE, L.P. AMERICAS   6 3.3 2,500,000 0 < 5%
POLYONE CORPORATION AMERICAS Y 9 5.3 2,500,000 1 < 5%
PORSCHE AUTOMOBIL HOLDING SE EUROPE   13 8.7 10,000,000 1 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. EUROPE Y 14 13.3 50,000,000 8 > 95%
PORTUGUESE REPUBLIC SOVEREIGN   15 14.3 150,000,000 15 > 95%
POSCO ASIA EX-JAPAN Y 13 10.7 12,500,000 3 > 95%
POSTNL N.V. EUROPE Y 15 13.3 75,000,000 17 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS   10 7.3 5,000,000 1 < 5%
PPG INDUSTRIES, INC. AMERICAS   12 8.0 7,500,000 1 5-25%
PPL ENERGY SUPPLY, LLC AMERICAS   7 3.0 5,000,000 0 < 5%
PPR EUROPE Y 15 12.3 50,000,000 4 > 95%
PRAXAIR, INC. AMERICAS   7 4.0 2,500,000 0 < 5%
PRIDE INTERNATIONAL, INC. AMERICAS Y 9 5.3 2,500,000 1 < 5%
PROGRESS ENERGY, INC. AMERICAS Y 12 9.7 12,500,000 2 5-25%
PROLOGIS, L.P. AMERICAS   10 8.0 5,000,000 1 5-25%
PROSIEBENSAT.1 MEDIA AG EUROPE Y 7 3.7 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL, INC. AMERICAS   13 10.7 10,000,000 2 5-25%
PRUDENTIAL PUBLIC LIMITED COMPANY EUROPE   12 7.0 7,500,000 1 > 95%
PSEG POWER LLC AMERICAS   9 4.3 2,500,000 0 5-25%
PTT PUBLIC COMPANY LIMITED ASIA EX-JAPAN Y 2 0.7 2,500,000 0 > 95%
PUBLICIS GROUPE SA EUROPE Y 13 10.0 7,500,000 1 > 95%
PULTEGROUP, INC. AMERICAS   13 11.7 50,000,000 6 5-25%
QANTAS AIRWAYS LIMITED AUSTRALIA NZ Y 14 10.3 12,500,000 2 > 95%
QBE INSURANCE GROUP LIMITED AUSTRALIA NZ Y 12 8.7 10,000,000 2 > 95%
QUEST DIAGNOSTICS INCORPORATED AMERICAS Y 12 10.7 50,000,000 9 < 5%
QWEST CAPITAL FUNDING, INC. AMERICAS Y 9 4.7 2,500,000 1 < 5%
QWEST CORPORATION AMERICAS Y 14 6.7 5,000,000 1 < 5%
R.R. DONNELLEY & SONS COMPANY AMERICAS Y 16 14.0 50,000,000 15 < 5%
RADIAN GROUP INC. AMERICAS Y 15 13.3 100,000,000 15 < 5%
RADIOSHACK CORPORATION AMERICAS Y 16 13.3 50,000,000 13 < 5%
RALLYE EUROPE Y 14 13.0 22,500,000 7 > 95%
RAYTHEON COMPANY AMERICAS Y 14 12.0 17,500,000 4 5-25%
REALOGY GROUP LLC AMERICAS   11 7.0 2,500,000 1 < 5%
REED ELSEVIER PLC EUROPE   14 10.0 12,500,000 2 > 95%
RELIANCE INDUSTRIES LIMITED ASIA EX-JAPAN Y 12 6.0 2,500,000 0 > 95%
RENAULT EUROPE Y 15 13.7 50,000,000 8 > 95%
RENTOKIL INITIAL PLC EUROPE Y 14 13.3 12,500,000 2 > 95%
RENTOKIL INITIAL 1927 PLC EUROPE Y 12 5.0 2,500,000 0 > 95%
REPSOL, S.A. EUROPE   14 12.7 50,000,000 7 > 95%
REPUBLIC OF AUSTRIA SOVEREIGN   15 12.0 75,000,000 3 > 95%
REPUBLIC OF BULGARIA SOVEREIGN Y 14 9.3 50,000,000 3 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 12 8.3 12,500,000 1 > 95%
REPUBLIC OF COLOMBIA SOVEREIGN Y 14 13.0 75,000,000 6 > 95%
REPUBLIC OF CROATIA SOVEREIGN Y 15 11.0 22,500,000 3 > 95%
REPUBLIC OF CYPRUS SOVEREIGN   9 6.3 7,500,000 2 > 95%
REPUBLIC OF ESTONIA SOVEREIGN   4 1.3 2,500,000 0 > 95%
REPUBLIC OF FINLAND SOVEREIGN   10 4.7 5,000,000 0 > 95%
REPUBLIC OF ICELAND SOVEREIGN   8 4.7 2,500,000 0 > 95%
REPUBLIC OF INDONESIA SOVEREIGN Y 16 14.3 150,000,000 16 > 95%
REPUBLIC OF ITALY SOVEREIGN   16 14.7 825,000,000 46 > 95%
REPUBLIC OF KAZAKHSTAN SOVEREIGN   12 9.3 15,000,000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 16 15.3 250,000,000 25 > 95%
REPUBLIC OF LATVIA SOVEREIGN   10 8.0 7,500,000 1 > 95%
REPUBLIC OF LITHUANIA SOVEREIGN   12 9.7 15,000,000 2 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 12 8.7 17,500,000 2 > 95%
REPUBLIC OF PERU SOVEREIGN Y 13 12.3 50,000,000 6 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 13 11.7 50,000,000 3 > 95%
REPUBLIC OF SLOVENIA SOVEREIGN   13 9.7 15,000,000 2 > 95%
REPUBLIC OF SOUTH AFRICA SOVEREIGN Y 14 13.7 150,000,000 14 > 95%
REPUBLIC OF THE PHILIPPINES SOVEREIGN Y 15 13.3 100,000,000 12 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 16 14.7 375,000,000 24 > 95%
REPUBLIC SERVICES, INC. AMERICAS   10 4.7 5,000,000 0 5-25%
RESONA BANK, LIMITED JAPAN Y 8 7.3 7,500,000 2 > 95%
REXAM PLC EUROPE   11 7.7 7,500,000 1 > 95%
REXEL DEVELOPPEMENT SAS EUROPE   2 1.3 2,500,000 0 > 95%
REYNOLDS AMERICAN INC. AMERICAS Y 11 10.7 15,000,000 2 < 5%
RHODIA EUROPE Y 10 5.3 5,000,000 1 > 95%
RICOH COMPANY, LTD. JAPAN   9 7.7 15,000,000 2 > 95%
RICOH USA, INC. AMERICAS   2 0.7 2,500,000 0 < 5%
RIO TINTO ALCAN INC. AMERICAS Y 12 10.7 12,500,000 2 5-25%
RIO TINTO LIMITED AUSTRALIA NZ   14 11.7 20,000,000 3 > 95%
RITE AID CORPORATION AMERICAS Y 12 10.7 22,500,000 12 < 5%
ROCHE HOLDINGS, INC. EUROPE   8 4.3 2,500,000 0 > 95%
ROGERS COMMUNICATIONS INC. AMERICAS   8 3.7 2,500,000 0 < 5%
ROHM AND HAAS COMPANY AMERICAS Y 13 10.7 7,500,000 2 5-25%
ROLLS-ROYCE PLC EUROPE Y 15 11.7 15,000,000 2 > 95%
ROMANIA SOVEREIGN Y 14 10.0 22,500,000 3 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC EUROPE   13 6.7 5,000,000 1 > 95%
ROYAL CARIBBEAN CRUISES LTD. AMERICAS Y 14 12.0 20,000,000 5 < 5%
ROYAL DUTCH SHELL PLC EUROPE   13 10.7 12,500,000 2 > 95%
RPM INTERNATIONAL INC. AMERICAS   13 8.3 5,000,000 1 5-25%
RUSSIAN AGRICULTURAL BANK EUROPE   13 7.3 12,500,000 1 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 16 15.3 350,000,000 24 > 95%
RWE AKTIENGESELLSCHAFT EUROPE Y 15 13.7 50,000,000 5 > 95%
RYDER SYSTEM, INC. AMERICAS Y 12 10.0 12,500,000 2 5-25%
SABMILLER PLC EUROPE Y 11 7.7 7,500,000 1 > 95%
SABRE HOLDINGS CORPORATION AMERICAS Y 14 11.3 12,500,000 3 5-25%
SAFEWAY INC. AMERICAS Y 15 14.0 75,000,000 19 < 5%
SAFEWAY LIMITED EUROPE Y 14 12.3 20,000,000 5 > 95%
SAKS INCORPORATED AMERICAS Y 12 9.7 15,000,000 5 < 5%
SAMSUNG ELECTRONICS CO., LTD. ASIA EX-JAPAN Y 6 2.7 2,500,000 0 > 95%
SANMINA-SCI CORPORATION AMERICAS Y 10 6.3 10,000,000 3 < 5%
SANOFI EUROPE Y 14 10.3 17,500,000 2 > 95%
SANTANDER UK PLC EUROPE   6 2.7 2,500,000 0 > 95%
SBERBANK EUROPE   14 8.7 25,000,000 3 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 13 11.3 7,500,000 2 > 95%
SCANIA AKTIEBOLAG EUROPE   12 7.3 5,000,000 1 > 95%
SCHLUMBERGER N.V. AMERICAS   6 3.3 2,500,000 0 5-25%
SCHNEIDER ELECTRIC SA EUROPE   12 7.7 5,000,000 1 > 95%
SCOR SE EUROPE   10 5.0 2,500,000 0 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS AMERICAS Y 10 7.0 7,500,000 3 < 5%
SEALED AIR CORPORATION AMERICAS   13 10.7 17,500,000 4 5-25%
SEARS ROEBUCK ACCEPTANCE CORP. AMERICAS Y 12 9.7 12,500,000 3 5-25%
SECURITAS AB EUROPE   11 6.3 2,500,000 0 > 95%
SEKISUI HOUSE, LTD. JAPAN   10 5.0 5,000,000 1 > 95%
SEMPRA ENERGY AMERICAS Y 12 10.0 15,000,000 3 5-25%
SES EUROPE   6 2.3 2,500,000 0 > 95%
SHARP CORPORATION JAPAN Y 10 9.3 20,000,000 10 > 95%
SHIMIZU CORPORATION JAPAN Y 8 7.0 10,000,000 3 > 95%
SHINHAN BANK ASIA EX-JAPAN   10 4.0 2,500,000 0 > 95%
SIEMENS AKTIENGESELLSCHAFT EUROPE   14 10.7 50,000,000 4 > 95%
SIMON PROPERTY GROUP, L.P. AMERICAS Y 13 10.3 25,000,000 5 < 5%
SINGAPORE TELECOMMUNICATIONS LIMITED ASIA EX-JAPAN Y 9 4.7 2,500,000 0 > 95%
SINGTEL OPTUS PTY LIMITED AUSTRALIA NZ   7 4.0 2,500,000 0 > 95%
SK INNOVATION CO., LTD. ASIA EX-JAPAN   5 1.7 2,500,000 0 > 95%
SK TELECOM CO., LTD. ASIA EX-JAPAN Y 11 6.7 2,500,000 0 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB EUROPE   8 4.0 5,000,000 1 > 95%
SLM CORPORATION AMERICAS Y 14 13.3 75,000,000 14 < 5%
SLOVAK REPUBLIC SOVEREIGN   9 6.3 7,500,000 1 > 95%
SMBC CONSUMER FINANCE CO.,LTD. JAPAN   12 6.3 7,500,000 1 75-95%
SMITHFIELD FOODS, INC. AMERICAS Y 12 10.0 15,000,000 4 < 5%
SMITHS GROUP PLC EUROPE   7 3.0 2,500,000 1 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY EUROPE Y 11 8.3 7,500,000 1 > 95%
SOCIALIST REPUBLIC OF VIETNAM SOVEREIGN Y 13 10.7 15,000,000 2 > 95%
SOCIETE AIR FRANCE EUROPE Y 15 13.0 20,000,000 5 > 95%
SOCIETE GENERALE EUROPE Y 15 12.3 75,000,000 10 > 95%
SODEXO EUROPE Y 13 10.3 7,500,000 1 > 95%
SOFTBANK CORP. JAPAN Y 10 8.0 5,000,000 2 > 95%
SOLVAY EUROPE Y 14 13.0 15,000,000 3 > 95%
SOMPO JAPAN INSURANCE INC. JAPAN   7 3.7 2,500,000 0 > 95%
SONY CORPORATION JAPAN Y 13 12.3 50,000,000 10 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY AMERICAS   5 2.3 2,500,000 0 < 5%
SOUTHWEST AIRLINES CO. AMERICAS Y 13 11.7 22,500,000 4 5-25%
SPECTRA ENERGY CAPITAL, LLC AMERICAS   12 8.3 5,000,000 1 5-25%
SPRINGLEAF FINANCE CORPORATION AMERICAS Y 13 9.3 15,000,000 2 < 5%
SPRINT NEXTEL CORPORATION AMERICAS Y 13 12.0 75,000,000 11 < 5%
SSE PLC EUROPE   8 5.0 2,500,000 1 > 95%
STANDARD CHARTERED BANK EUROPE Y 13 11.3 50,000,000 4 > 95%
STANDARD LIFE ASSURANCE LIMITED EUROPE   5 2.0 2,500,000 0 > 95%
STANDARD PACIFIC CORP. AMERICAS Y 12 10.0 17,500,000 4 < 5%
STANLEY BLACK & DECKER, INC. AMERICAS   12 8.3 10,000,000 2 5-25%
STAPLES, INC. AMERICAS Y 15 12.3 50,000,000 12 < 5%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. AMERICAS Y 15 12.0 50,000,000 5 5-25%
STATE BANK OF INDIA ASIA EX-JAPAN Y 13 10.7 7,500,000 1 > 95%
STATE OF CALIFORNIA AMERICAS   6 5.3 10,000,000 1 > 95%
STATE OF FLORIDA AMERICAS   5 2.3 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS   5 3.3 5,000,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 13 12.0 20,000,000 3 > 95%
STATE OF MICHIGAN AMERICAS   2 0.7 2,500,000 0 > 95%
STATE OF NEW JERSEY AMERICAS   4 2.0 2,500,000 0 > 95%
STATE OF NEW YORK AMERICAS   4 1.7 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 15 13.7 22,500,000 3 > 95%
STATE OF TEXAS AMERICAS   5 3.0 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 13 10.0 7,500,000 1 > 95%
STENA AKTIEBOLAG EUROPE Y 14 13.0 22,500,000 5 > 95%
STMICROELECTRONICS N.V. EUROPE Y 15 13.0 50,000,000 8 > 95%
STORA ENSO OYJ EUROPE Y 14 13.0 50,000,000 7 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT EUROPE   13 9.7 7,500,000 2 > 95%
SUMITOMO CHEMICAL COMPANY, LIMITED JAPAN   9 8.3 17,500,000 5 > 95%
SUMITOMO CORPORATION JAPAN Y 10 7.7 10,000,000 2 > 95%
SUMITOMO MITSUI BANKING CORPORATION JAPAN Y 9 5.7 7,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 9 7.3 12,500,000 3 > 95%
SUNCOR ENERGY INC. AMERICAS   7 4.3 2,500,000 0 < 5%
SUNGARD DATA SYSTEMS INC. AMERICAS Y 12 7.0 5,000,000 2 < 5%
SUNOCO, INC. AMERICAS Y 11 8.0 5,000,000 1 < 5%
SUNRISE COMMUNICATIONS HOLDINGS S.A. EUROPE   11 10.0 10,000,000 2 > 95%
SUPERVALU INC. AMERICAS Y 15 13.0 75,000,000 18 < 5%
SVENSKA CELLULOSA AKTIEBOLAGET SCA EUROPE   13 9.3 12,500,000 2 > 95%
SVENSKA HANDELSBANKEN AB EUROPE   10 4.3 2,500,000 0 > 95%
SWEDBANK AB EUROPE   8 3.3 2,500,000 1 > 95%
SWEDISH MATCH AB EUROPE Y 12 7.7 5,000,000 1 > 95%
SWIRE PACIFIC LIMITED ASIA EX-JAPAN Y 12 7.3 5,000,000 0 > 95%
SWISS CONFEDERATION SOVEREIGN   1 0.3 2,500,000 0 25-75%
SWISS REINSURANCE COMPANY LTD EUROPE   17 13.0 50,000,000 5 > 95%
SWISSCOM LTD. EUROPE   9 4.0 2,500,000 0 > 95%
SYNGENTA AG EUROPE   9 6.0 5,000,000 1 > 95%
TABCORP HOLDINGS LIMITED AUSTRALIA NZ Y 7 4.0 2,500,000 0 > 95%
TAISEI CORPORATION JAPAN Y 11 8.0 10,000,000 3 > 95%
TALISMAN ENERGY INC. AMERICAS   11 8.0 5,000,000 1 < 5%
TARGET CORPORATION AMERICAS Y 12 11.0 50,000,000 7 5-25%
TATE & LYLE PUBLIC LIMITED COMPANY EUROPE   12 8.3 7,500,000 2 > 95%
TDC A/S EUROPE Y 10 5.7 5,000,000 1 > 95%
TE CONNECTIVITY LTD. AMERICAS   4 1.3 2,500,000 0 < 5%
TECHNIP EUROPE Y 11 6.0 5,000,000 1 > 95%
TECK RESOURCES LIMITED AMERICAS   10 9.0 10,000,000 2 < 5%
TECO ENERGY, INC. AMERICAS   7 3.3 2,500,000 0 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED AUSTRALIA NZ   7 4.0 2,500,000 0 > 95%
TELECOM ITALIA SPA EUROPE Y 16 14.3 100,000,000 17 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON EUROPE Y 13 12.3 22,500,000 6 > 95%
TELEFONICA, S.A. EUROPE   16 14.3 100,000,000 15 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS   5 2.0 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE   15 13.0 22,500,000 4 > 95%
TELEKOM MALAYSIA BERHAD ASIA EX-JAPAN   7 4.7 2,500,000 0 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA EUROPE   5 1.7 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 15 11.0 22,500,000 4 > 95%
TELEVISION FRANCAISE 1 EUROPE   2 0.7 2,500,000 0 > 95%
TELIASONERA AKTIEBOLAG EUROPE Y 15 10.0 22,500,000 3 > 95%
TELSTRA CORPORATION LIMITED AUSTRALIA NZ Y 13 10.7 10,000,000 2 > 95%
TELUS CORPORATION AMERICAS   7 3.7 2,500,000 1 5-25%
TEMASEK HOLDINGS (PRIVATE) LIMITED ASIA EX-JAPAN   5 3.7 2,500,000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 14 10.3 12,500,000 3 5-25%
TENAGA NASIONAL BERHAD ASIA EX-JAPAN Y 5 3.3 2,500,000 0 > 95%
TENET HEALTHCARE CORPORATION AMERICAS Y 12 9.3 12,500,000 4 < 5%
TESCO PLC EUROPE Y 13 11.0 20,000,000 3 > 95%
TESORO CORPORATION AMERICAS Y 11 8.7 12,500,000 3 < 5%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC AMERICAS Y 15 11.7 75,000,000 29 < 5%
TEXAS INSTRUMENTS INCORPORATED AMERICAS   5 3.0 2,500,000 0 25-75%
TEXTRON FINANCIAL CORPORATION AMERICAS Y 13 10.3 20,000,000 5 < 5%
TEXTRON INC. AMERICAS   13 9.7 10,000,000 2 < 5%
THALES EUROPE   10 6.3 5,000,000 1 > 95%
THE AES CORPORATION AMERICAS Y 13 10.0 12,500,000 3 < 5%
THE ALLSTATE CORPORATION AMERICAS Y 13 9.3 15,000,000 3 < 5%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. JAPAN Y 11 8.7 15,000,000 3 > 95%
THE BLACK & DECKER CORPORATION AMERICAS Y 12 8.3 7,500,000 2 5-25%
THE BOEING COMPANY AMERICAS   12 9.3 20,000,000 3 5-25%
THE CHUBB CORPORATION AMERICAS Y 11 9.0 12,500,000 2 < 5%
THE CITY OF NEW YORK AMERICAS   5 3.7 5,000,000 0 > 95%
THE CLOROX COMPANY AMERICAS   10 6.3 5,000,000 1 < 5%
THE COCA-COLA COMPANY AMERICAS   10 5.7 7,500,000 1 25-75%
THE COMMONWEALTH OF MASSACHUSETTS AMERICAS   3 1.3 2,500,000 0 > 95%
THE DOW CHEMICAL COMPANY AMERICAS Y 16 13.3 75,000,000 7 5-25%
THE EXPORT-IMPORT BANK OF CHINA ASIA EX-JAPAN Y 11 7.7 5,000,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA ASIA EX-JAPAN Y 12 7.0 10,000,000 1 > 95%
THE GAP, INC. AMERICAS Y 13 11.7 50,000,000 11 5-25%
THE GOLDMAN SACHS GROUP, INC. AMERICAS   14 13.0 125,000,000 12 5-25%
THE GOODYEAR TIRE & RUBBER COMPANY AMERICAS Y 12 10.3 22,500,000 8 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND EUROPE   5 2.7 2,500,000 0 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. AMERICAS Y 14 12.3 50,000,000 6 < 5%
THE HERSHEY COMPANY AMERICAS   9 4.7 5,000,000 0 5-25%
THE HERTZ CORPORATION AMERICAS Y 11 10.0 12,500,000 4 < 5%
THE HILLSHIRE BRANDS COMPANY AMERICAS   13 11.3 50,000,000 7 < 5%
THE HOME DEPOT, INC. AMERICAS Y 12 11.3 50,000,000 4 5-25%
THE HONGKONG LAND COMPANY, LIMITED ASIA EX-JAPAN   9 5.7 2,500,000 0 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. AMERICAS Y 12 8.0 5,000,000 1 5-25%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 6 2.7 2,500,000 0 > 95%
THE JONES GROUP INC. AMERICAS   15 13.0 50,000,000 9 < 5%
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED JAPAN   9 7.7 5,000,000 1 > 95%
THE KOREA DEVELOPMENT BANK ASIA EX-JAPAN Y 12 7.7 5,000,000 1 > 95%
THE KROGER CO. AMERICAS Y 12 10.3 75,000,000 8 5-25%
THE LUBRIZOL CORPORATION AMERICAS   6 2.3 2,500,000 0 5-25%
THE MCCLATCHY COMPANY AMERICAS Y 14 12.3 25,000,000 9 < 5%
THE NEIMAN MARCUS GROUP, INC. AMERICAS Y 11 9.3 12,500,000 3 < 5%
THE NEW YORK TIMES COMPANY AMERICAS Y 14 12.0 25,000,000 4 5-25%
THE NIELSEN COMPANY B.V. EUROPE Y 9 4.3 5,000,000 1 > 95%
THE NORINCHUKIN BANK JAPAN   2 0.7 2,500,000 0 > 95%
THE PROCTER & GAMBLE COMPANY AMERICAS   14 10.3 20,000,000 3 5-25%
THE RANK GROUP PLC EUROPE Y 10 5.7 2,500,000 1 > 95%
THE ROYAL BANK OF SCOTLAND N.V. EUROPE   13 8.0 5,000,000 1 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 14.3 100,000,000 12 > 95%
THE RYLAND GROUP, INC. AMERICAS   11 9.7 10,000,000 2 < 5%
THE SERVICEMASTER COMPANY AMERICAS   8 5.7 5,000,000 1 < 5%
THE SHERWIN-WILLIAMS COMPANY AMERICAS Y 12 10.0 50,000,000 4 5-25%
THE SOUTHERN COMPANY AMERICAS   6 4.0 2,500,000 0 75-95%
THE TJX COMPANIES, INC. AMERICAS Y 10 7.7 7,500,000 1 5-25%
THE TRAVELERS COMPANIES, INC. AMERICAS   11 8.3 7,500,000 1 < 5%
THE WALT DISNEY COMPANY AMERICAS Y 13 10.7 15,000,000 3 5-25%
THE WESTERN UNION COMPANY AMERICAS   10 8.3 7,500,000 2 < 5%
THE WILLIAMS COMPANIES, INC. AMERICAS Y 11 7.3 7,500,000 2 < 5%
THOMSON REUTERS GROUP LIMITED EUROPE   11 6.3 5,000,000 1 > 95%
THYSSENKRUPP AG EUROPE Y 15 14.0 75,000,000 10 > 95%
TIME WARNER CABLE INC. AMERICAS Y 13 10.7 20,000,000 5 < 5%
TIME WARNER INC. AMERICAS Y 14 11.3 22,500,000 4 5-25%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 11 6.3 5,000,000 2 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN   11 9.0 7,500,000 3 > 95%
TOKYO GAS CO., LTD. JAPAN Y 1 0.3 2,500,000 0 > 95%
TOLL BROTHERS, INC. AMERICAS   13 11.0 50,000,000 6 5-25%
TOMKINS LIMITED EUROPE   11 6.0 5,000,000 0 > 95%
TOSHIBA CORPORATION JAPAN Y 12 10.0 25,000,000 7 > 95%
TOTAL SA EUROPE Y 15 12.0 50,000,000 2 > 95%
TOYOTA MOTOR CORPORATION JAPAN Y 10 8.3 12,500,000 3 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 11 7.0 7,500,000 1 > 95%
TOYS "R" US, INC. AMERICAS Y 13 10.0 17,500,000 5 < 5%
TRANE INC. AMERICAS   4 1.3 2,500,000 0 < 5%
TRANSCANADA PIPELINES LIMITED AMERICAS   9 4.3 2,500,000 0 < 5%
TRANSOCEAN INC. AMERICAS Y 15 12.7 75,000,000 12 < 5%
TRANSOCEAN WORLDWIDE INC. AMERICAS   12 7.0 5,000,000 1 < 5%
TRW AUTOMOTIVE INC. AMERICAS Y 12 10.3 20,000,000 5 < 5%
TUI AG EUROPE Y 13 12.7 20,000,000 6 > 95%
TYCO INTERNATIONAL LTD. AMERICAS   9 6.0 5,000,000 2 < 5%
TYSON FOODS, INC. AMERICAS Y 15 12.3 50,000,000 7 < 5%
UBM PLC EUROPE   7 2.7 2,500,000 0 > 95%
UBS AG EUROPE Y 14 13.3 75,000,000 6 > 95%
UKRAINE SOVEREIGN Y 14 12.7 50,000,000 4 > 95%
UNIBAIL-RODAMCO SE EUROPE   11 6.7 5,000,000 1 > 95%
UNICREDIT BANK AG EUROPE   11 7.7 2,500,000 1 > 95%
UNICREDIT, SOCIETA PER AZIONI EUROPE Y 16 15.0 75,000,000 12 > 95%
UNILEVER N.V. EUROPE Y 15 11.0 12,500,000 2 > 95%
UNION PACIFIC CORPORATION AMERICAS Y 13 10.3 10,000,000 2 5-25%
UNIPOL GRUPPO FINANZIARIO S.P.A. EUROPE   6 3.0 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 11 8.3 10,000,000 3 < 5%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND SOVEREIGN   12 11.0 100,000,000 12 > 95%
UNITED MEXICAN STATES SOVEREIGN Y 14 13.0 400,000,000 36 > 95%
UNITED OVERSEAS BANK LIMITED ASIA EX-JAPAN Y 8 4.3 2,500,000 0 > 95%
UNITED PARCEL SERVICE, INC. AMERICAS   12 9.0 7,500,000 1 5-25%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 13 9.3 15,000,000 4 < 5%
UNITED STATES CELLULAR CORPORATION AMERICAS   5 1.7 2,500,000 0 5-25%
UNITED STATES OF AMERICA SOVEREIGN   9 6.0 75,000,000 2 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 14 12.0 25,000,000 10 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS   11 9.7 10,000,000 2 < 5%
UNITED UTILITIES PLC EUROPE Y 16 12.0 50,000,000 6 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 11 10.7 50,000,000 6 < 5%
UNITYMEDIA GMBH EUROPE Y 10 4.7 2,500,000 0 > 95%
UNIVERSAL CORPORATION AMERICAS   8 4.3 2,500,000 0 5-25%
UNIVERSAL HEALTH SERVICES, INC. AMERICAS Y 14 12.3 50,000,000 8 5-25%
UNIVISION COMMUNICATIONS INC. AMERICAS Y 10 6.7 5,000,000 1 < 5%
UNUM GROUP AMERICAS Y 9 4.7 2,500,000 0 < 5%
UPC HOLDING B.V. EUROPE Y 15 13.7 20,000,000 5 > 95%
UPM-KYMMENE OYJ EUROPE Y 15 13.3 50,000,000 5 > 95%
UST LLC AMERICAS   9 4.7 7,500,000 0 75-95%
V.F. CORPORATION AMERICAS   12 9.3 22,500,000 2 5-25%
VALE CANADA LIMITED AMERICAS   6 2.7 2,500,000 0 25-75%
VALE SA AMERICAS   12 8.0 5,000,000 1 > 95%
VALEO EUROPE Y 13 12.3 25,000,000 4 > 95%
VALERO ENERGY CORPORATION AMERICAS Y 14 11.3 25,000,000 5 < 5%
VATTENFALL AKTIEBOLAG EUROPE Y 12 9.0 12,500,000 2 > 95%
VEDANTA RESOURCES PLC ASIA EX-JAPAN Y 10 6.7 5,000,000 1 > 95%
VEOLIA ENVIRONNEMENT EUROPE Y 15 13.0 50,000,000 8 > 95%
VERIZON COMMUNICATIONS INC. AMERICAS Y 14 12.3 50,000,000 7 < 5%
VIACOM INC. AMERICAS Y 12 11.3 17,500,000 3 < 5%
VINCI EUROPE Y 12 11.3 22,500,000 4 > 95%
VIRGIN MEDIA FINANCE PLC EUROPE Y 15 13.7 50,000,000 9 > 95%
VIVENDI EUROPE Y 13 12.3 20,000,000 4 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY EUROPE Y 15 13.3 50,000,000 6 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT EUROPE   15 13.7 75,000,000 8 > 95%
VORNADO REALTY L.P. AMERICAS Y 10 5.3 5,000,000 1 5-25%
VULCAN MATERIALS COMPANY AMERICAS Y 12 8.7 5,000,000 1 < 5%
WAL-MART STORES, INC. AMERICAS Y 14 11.7 50,000,000 6 5-25%
WAN HAI LINES LTD. ASIA EX-JAPAN   6 2.3 2,500,000 0 > 95%
WASTE MANAGEMENT, INC. AMERICAS   10 6.3 5,000,000 1 < 5%
WEATHERFORD INTERNATIONAL LTD. AMERICAS   14 10.0 15,000,000 4 < 5%
WEATHERFORD INTERNATIONAL, INC. AMERICAS   8 3.7 2,500,000 0 75-95%
WEINGARTEN REALTY INVESTORS AMERICAS   8 3.0 2,500,000 0 < 5%
WELLPOINT, INC. AMERICAS   11 6.3 5,000,000 1 5-25%
WELLS FARGO & COMPANY AMERICAS Y 14 13.3 100,000,000 9 5-25%
WENDEL EUROPE Y 14 12.7 15,000,000 3 > 95%
WENDY'S INTERNATIONAL, INC. AMERICAS Y 11 7.7 7,500,000 1 5-25%
WESFARMERS LIMITED AUSTRALIA NZ Y 12 6.7 7,500,000 1 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST AUSTRALIA NZ Y 13 8.7 10,000,000 1 > 95%
WESTLB AG EUROPE   5 2.0 2,500,000 0 > 95%
WESTPAC BANKING CORPORATION AUSTRALIA NZ Y 14 10.7 25,000,000 4 > 95%
WEYERHAEUSER COMPANY AMERICAS Y 13 11.3 20,000,000 5 < 5%
WHIRLPOOL CORPORATION AMERICAS Y 13 11.0 50,000,000 7 < 5%
WIND ACQUISITION FINANCE S.A. EUROPE Y 14 14.0 50,000,000 10 > 95%
WINDSTREAM CORPORATION AMERICAS Y 10 9.3 20,000,000 5 < 5%
WOLTERS KLUWER N.V. EUROPE Y 14 12.0 50,000,000 6 > 95%
WOODSIDE PETROLEUM LTD. AUSTRALIA NZ   10 6.3 5,000,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 11 5.3 5,000,000 1 > 95%
WOORI BANK ASIA EX-JAPAN Y 12 6.7 7,500,000 1 > 95%
WPP 2005 LIMITED EUROPE Y 13 11.3 10,000,000 2 > 95%
WYETH LLC AMERICAS   11 8.7 15,000,000 4 < 5%
WYNDHAM WORLDWIDE CORPORATION AMERICAS   9 4.7 2,500,000 0 5-25%
XCEL ENERGY INC. AMERICAS   4 1.7 2,500,000 0 < 5%
XEROX CORPORATION AMERICAS Y 14 12.0 50,000,000 7 < 5%
XLIT LTD. AMERICAS   11 9.7 15,000,000 3 < 5%
XSTRATA CANADA CORPORATION AMERICAS   6 2.3 2,500,000 0 5-25%
XSTRATA PLC EUROPE   15 12.7 50,000,000 6 > 95%
XTO ENERGY INC. AMERICAS Y 11 5.0 2,500,000 1 5-25%
YORKSHIRE WATER SERVICES FINANCE LIMITED EUROPE   8 3.7 2,500,000 0 > 95%
YRC WORLDWIDE INC. AMERICAS   11 6.7 5,000,000 1 5-25%
YUM! BRANDS, INC. AMERICAS Y 13 11.0 17,500,000 3 < 5%
ZURICH INSURANCE COMPANY LTD EUROPE   14 12.7 50,000,000 5 > 95%
3I GROUP PLC EUROPE   11 6.0 5,000,000 0 > 95%
3M COMPANY AMERICAS   10 6.7 7,500,000 1 5-25%
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