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

The sample covers the three month period beginning December 22, 2014 through March 19, 2015

Explanation of data (pdf).

TOTAL NUMBER OF AVERAGE MONTHLY AVERAGE DAILY AVERAGE NUMBER
REFERENCE ENTITY REGION INDEX CONSTITUENT CLEARING DEALERS CLEARING DEALERS NOTIONAL (USD EQ) TRADES/DAY DOC CLAUSE %
ABBOTT LABORATORIES<= /td> AMERICAS 7 4.7 2,500,000 0 < 5%
ABENGOA, S.A. EUROPE Y 13 11.0 50,000,000 14 > 95%
ABU DHABI SOVEREIGN Y 10 5.7 10,000,000 1 > 95%
ABU DHABI NATIONAL E= NERGY COMPANY EUROPE Y 0 0.0 2,500,000 0 > 95%
ACCOR EUROPE Y 9 5.0 10,000,000 3 > 95%
ACE LIMITED AMERICAS Y 8 4.3 10,000,000 2 < 5%
ACOM CO., LTD. JAPAN Y 7 3.3 5,000,000 1 > 95%
ADECCO S.A. EUROPE Y 10 4.3 5,000,000 1 > 95%
ADVANCED MICRO DEVIC= ES, INC. AMERICAS Y 10 7.7 15,000,000 7 < 5%
AEGON N.V. EUROPE Y 11 9.0 10,000,000 2 > 95%
AEON CO., LTD. JAPAN Y 7 4.3 7,500,000 1 > 95%
AETNA INC. AMERICAS Y 10 5.3 12,500,000 2 5-25%
AGRIUM INC. AMERICAS 6 3.3 2,500,000 1 < 5%
AIR PRODUCTS AND CHE= MICALS, INC. AMERICAS 7 3.7 2,500,000 0 < 5%
AIRBUS GROUP N.V. EUROPE Y 14 13.0 100,000,000 11 > 95%
AK STEEL CORPORATION= AMERICAS Y 9 8.0 20,000,000 10 < 5%
AKTIEBOLAGET ELECTRO= LUX EUROPE Y 9 4.0 5,000,000 1 > 95%
AKTIEBOLAGET SKF EUROPE 5 1.7 2,500,000 0 > 95%
AKTIEBOLAGET VOLVO EUROPE Y 12 10.3 50,000,000 6 > 95%
AKZO NOBEL N.V. EUROPE Y 10 5.7 15,000,000 3 > 95%
ALCATEL LUCENT EUROPE Y 14 11.0 25,000,000 7 > 95%
ALCATEL-LUCENT USA I= NC. AMERICAS Y 9 7.3 7,500,000 2 < 5%
ALCOA INC. AMERICAS Y 11 9.7 50,000,000 7 < 5%
ALLEGHENY ENERGY SUP= PLY COMPANY, LLC AMERICAS Y 4 1.3 2,500,000 0 < 5%
ALLIANCE BOOTS HOLDI= NGS LIMITED EUROPE Y 4 1.7 2,500,000 0 > 95%
ALLIANDER N.V. EUROPE 1 0.3 2,500,000 0 > 95%
ALLIANZ SE EUROPE Y 12 7.0 12,500,000 2 > 95%
ALLTEL CORPORATION AMERICAS Y 4 1.3 2,500,000 0 < 5%
ALLY FINANCIAL INC.<= /td> AMERICAS Y 11 9.0 22,500,000 4 < 5%
ALSTOM EUROPE Y 12 7.0 12,500,000 2 > 95%
ALTADIS SA EUROPE Y 7 3.7 5,000,000 1 > 95%
ALTICE FINCO S.A. EUROPE Y 14 10.3 12,500,000 4 > 95%
ALTRIA GROUP, INC. AMERICAS Y 9 5.7 22,500,000 3 < 5%
AMCOR LTD AUSTRALIA NZ Y 7 3.3 2,500,000 0 > 95%
AMERICA MOVIL SOCIED= AD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS Y 4 2.0 2,500,000 0 > 95%
AMERICAN AXLE & MANUFACTURING, INC. AMERICAS Y 10 8.3 17,500,000 4 < 5%
AMERICAN ELECTRIC PO= WER COMPANY, INC. AMERICAS Y 8 5.0 10,000,000 1 5-25%
AMERICAN EXPRESS COM= PANY AMERICAS Y 9 7.0 17,500,000 2 < 5%
AMERICAN INTERNATION= AL GROUP, INC. AMERICAS Y 10 8.7 50,000,000 3 < 5%
AMERISOURCEBERGEN CO= RPORATION AMERICAS Y 7 4.0 5,000,000 1 < 5%
AMGEN INC. AMERICAS Y 7 5.3 12,500,000 2 < 5%
AMKOR TECHNOLOGY, IN= C. AMERICAS Y 9 7.0 10,000,000 3 < 5%
AMP GROUP HOLDINGS L= IMITED AUSTRALIA NZ Y 3 1.3 2,500,000 0 > 95%
ANA HOLDINGS INC. JAPAN Y 9 5.7 5,000,000 2 > 95%
ANADARKO PETROLEUM C= ORPORATION AMERICAS Y 11 9.0 50,000,000 5 5-25%
ANGLO AMERICAN PLC EUROPE Y 14 12.3 75,000,000 15 > 95%
ANHEUSER-BUSCH COMPA= NIES, LLC AMERICAS 8 5.0 10,000,000 1 < 5%
ANHEUSER-BUSCH INBEV= EUROPE Y 7 6.0 10,000,000 3 > 95%
ANTHEM, INC. AMERICAS 3 1.7 2,500,000 0 < 5%
AON CORPORATION AMERICAS 7 4.7 5,000,000 1 5-25%
APACHE CORPORATION AMERICAS Y 8 6.3 22,500,000 5 < 5%
ARAB REPUBLIC OF EGY= PT SOVEREIGN Y 3 1.3 2,500,000 0 > 95%
ARAMARK SERVICES, IN= C. AMERICAS Y 9 5.3 5,000,000 1 < 5%
ARCELORMITTAL EUROPE Y 13 11.3 75,000,000 17 > 95%
ARCHER-DANIELS-MIDLA= ND COMPANY AMERICAS 5 2.7 5,000,000 1 < 5%
ARDAGH PACKAGING FIN= ANCE PUBLIC LIMITED COMPANY EUROPE Y 10 8.7 12,500,000 5 > 95%
ARROW ELECTRONICS, I= NC. AMERICAS Y 9 7.0 12,500,000 2 < 5%
ASAHI GLASS COMPANY,= LIMITED JAPAN Y 3 1.3 2,500,000 0 > 95%
ASSICURAZIONI GENERA= LI - SOCIETA PER AZIONI EUROPE Y 14 11.3 22,500,000 4 > 95%
ASSURED GUARANTY COR= P. AMERICAS 10 6.3 7,500,000 1 < 5%
ASSURED GUARANTY MUN= ICIPAL CORP. AMERICAS Y 9 7.7 17,500,000 4 < 5%
ASTALDI SOCIETA PER = AZIONI EUROPE Y 11 8.0 12,500,000 6 > 95%
ASTRAZENECA PLC EUROPE Y 4 2.0 5,000,000 1 > 95%
AT&T CORP. AMERICAS Y 1 0.3 2,500,000 0 > 95%
AT&T INC. AMERICAS Y 11 8.7 50,000,000 4 < 5%
AT&T MOBILITY LL= C AMERICAS Y 7 4.3 5,000,000 1 < 5%
ATLANTIA S.P.A. EUROPE Y 6 3.3 7,500,000 1 > 95%
ATLAS COPCO AKTIEBOL= AG EUROPE 1 0.7 2,500,000 0 > 95%
AUSTRALIA AND NEW ZE= ALAND BANKING GROUP LIMITED AUSTRALIA NZ Y 9 6.3 12,500,000 2 > 95%
AUTOZONE, INC. AMERICAS Y 8 5.7 15,000,000 2 < 5%
AVALONBAY COMMUNITIE= S, INC. AMERICAS 8 4.3 5,000,000 1 < 5%
AVIS BUDGET CAR RENT= AL, LLC AMERICAS Y 8 2.7 2,500,000 0 < 5%
AVIS BUDGET GROUP, I= NC. AMERICAS Y 9 7.3 12,500,000 4 < 5%
AVIVA PLC EUROPE Y 11 8.7 15,000,000 3 > 95%
AVNET, INC. AMERICAS Y 9 7.3 12,500,000 2 < 5%
AVON PRODUCTS, INC.<= /td> AMERICAS Y 11 9.7 50,000,000 14 < 5%
AXA EUROPE Y 13 11.3 50,000,000 4 > 95%
BAE SYSTEMS PLC EUROPE Y 11 6.7 15,000,000 3 > 95%
BAKER HUGHES INCORPO= RATED AMERICAS 5 2.7 2,500,000 0 < 5%
BANCA MONTE DEI PASC= HI DI SIENA S.P.A. EUROPE Y 13 9.7 17,500,000 5 > 95%
BANCA NAZIONALE DEL = LAVORO S.P.A. EUROPE 5 1.7 5,000,000 0 > 95%
BANCA POPOLARE DI MI= LANO SOC. COOP. A R.L. EUROPE 5 1.7 2,500,000 0 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA EUROPE Y 14 12.3 75,000,000 10 > 95%
BANCO COMERCIAL PORT= UGUES, S.A. EUROPE Y 10 8.0 10,000,000 2 > 95%
BANCO DE SABADELL, S= .A. EUROPE 7 2.7 2,500,000 1 > 95%
BANCO POPOLARE SOCIE= TA COOPERATIVA EUROPE Y 12 7.3 10,000,000 3 > 95%
BANCO POPULAR ESPANO= L, S.A. EUROPE 8 5.7 5,000,000 2 > 95%
BANCO SANTANDER, S.A= . EUROPE Y 15 12.0 75,000,000 11 > 95%
BANK OF AMERICA CORP= ORATION AMERICAS Y 12 8.7 75,000,000 5 < 5%
BANK OF CHINA LIMITE= D ASIA EX-JAPAN Y 10 7.7 15,000,000 1 > 95%
BANK OF INDIA ASIA EX-JAPAN Y 3 1.3 2,500,000 0 > 95%
BANK OF SCOTLAND PLC= EUROPE Y 8 6.3 10,000,000 1 > 95%
BANKINTER S.A. EUROPE 6 2.3 2,500,000 0 > 95%
BANQUE CENTRALE DE T= UNISIE EUROPE Y 1 0.3 2,500,000 0 > 95%
BARCLAYS BANK PLC EUROPE Y 11 10.0 50,000,000 8 > 95%
BARRICK GOLD CORPORA= TION AMERICAS Y 11 9.3 50,000,000 9 < 5%
BASF PERSONAL CARE A= ND NUTRITION GMBH EUROPE 4 1.7 2,500,000 0 > 95%
BASF SCHWEIZ AG EUROPE 6 4.0 2,500,000 1 > 95%
BASF SE EUROPE Y 9 5.0 15,000,000 2 > 95%
BAUSCH & LOMB IN= CORPORATED AMERICAS Y 1 0.3 2,500,000 0 < 5%
BAXTER INTERNATIONAL= INC. AMERICAS Y 10 5.7 12,500,000 2 < 5%
BAYER AKTIENGESELLSC= HAFT EUROPE Y 9 5.0 10,000,000 2 > 95%
BAYERISCHE LANDESBAN= K EUROPE 5 2.3 2,500,000 0 > 95%
BAYERISCHE MOTOREN W= ERKE AKTIENGESELLSCHAFT EUROPE Y 13 11.3 75,000,000 8 > 95%
BCE INC. AMERICAS 3 1.0 2,500,000 0 < 5%
BEAM SUNTORY INC. AMERICAS Y 9 5.3 7,500,000 1 < 5%
BEAZER HOMES USA, IN= C. AMERICAS Y 9 8.0 15,000,000 4 < 5%
BELLSOUTH CORPORATIO= N AMERICAS Y 5 3.0 2,500,000 0 < 5%
BELO CORP. AMERICAS Y 9 5.3 5,000,000 1 < 5%
BENI STABILI SOCIETA= PER AZIONI SOCIETA DI INVESTIMENTO IMMOBILIARE QUOTATA EUROPE Y 11 6.3 5,000,000 1 > 95%
BERKSHIRE HATHAWAY I= NC. AMERICAS Y 13 10.0 50,000,000 5 < 5%
BERTELSMANN SE &= CO. KGAA EUROPE Y 5 2.3 7,500,000 1 > 95%
BEST BUY CO., INC. AMERICAS 9 8.3 50,000,000 5 < 5%
BHP BILLITON LIMITED= AUSTRALIA NZ Y 12 8.0 15,000,000 3 > 95%
BLOCK FINANCIAL LLC<= /td> AMERICAS Y 7 5.3 10,000,000 2 < 5%
BNP PARIBAS EUROPE Y 12 9.0 20,000,000 4 > 95%
BOEING CAPITAL CORPO= RATION AMERICAS Y 5 3.0 10,000,000 1 < 5%
BOLIVARIAN REPUBLIC = OF VENEZUELA SOVEREIGN Y 14 12.3 100,000,000 25 > 95%
BOMBARDIER INC. AMERICAS Y 11 9.0 50,000,000 7 < 5%
BORGWARNER INC. AMERICAS 6 4.7 7,500,000 1 < 5%
BOSTON PROPERTIES LI= MITED PARTNERSHIP AMERICAS Y 1 0.3 2,500,000 0 < 5%
BOSTON SCIENTIFIC CO= RPORATION AMERICAS Y 9 6.7 50,000,000 4 < 5%
BOUYGUES EUROPE Y 11 5.3 7,500,000 1 > 95%
BOYD GAMING CORPORAT= ION AMERICAS Y 9 7.7 10,000,000 3 < 5%
BP P.L.C. EUROPE Y 12 9.0 50,000,000 11 > 95%
BRANDYWINE OPERATING PARTNERSHIP, L.P. AMERICAS 4 2.0 2,500,000 0 < 5%
BRIDGESTONE CORPORAT= ION JAPAN Y 6 3.0 2,500,000 0 > 95%
BRISA - CONCESSAO RO= DOVIARIA, S.A. EUROPE Y 10 7.7 7,500,000 3 > 95%
BRISTOL-MYERS SQUIBB= COMPANY AMERICAS Y 7 3.3 7,500,000 1 < 5%
BRITISH AIRWAYS PLC<= /td> EUROPE Y 12 9.7 15,000,000 4 > 95%
BRITISH AMERICAN TOB= ACCO P.L.C. EUROPE Y 10 4.7 10,000,000 2 > 95%
BRITISH TELECOMMUNIC= ATIONS PUBLIC LIMITED COMPANY EUROPE Y 8 5.3 20,000,000 4 > 95%
BRUNSWICK CORPORATIO= N AMERICAS Y 8 4.3 7,500,000 1 < 5%
BUNGE LIMITED FINANC= E CORP. AMERICAS 6 2.3 2,500,000 0 < 5%
BURLINGTON NORTHERN = SANTA FE, LLC AMERICAS Y 8 3.7 5,000,000 1 < 5%
CA, INC. AMERICAS Y 6 4.0 10,000,000 2 < 5%
CABLE & WIRELESS= LIMITED EUROPE Y 10 6.3 7,500,000 2 > 95%
CABLE & WIRELESS= WORLDWIDE PLC EUROPE Y 2 0.7 2,500,000 0 > 95%
CAIXA GERAL DE DEPOS= ITOS S.A. EUROPE 7 5.0 5,000,000 1 > 95%
CALPINE CORPORATION<= /td> AMERICAS Y 6 4.3 2,500,000 1 < 5%
CAMPBELL SOUP COMPAN= Y AMERICAS Y 10 7.0 25,000,000 3 < 5%
CANADIAN NATIONAL RA= ILWAY COMPANY AMERICAS 8 3.7 5,000,000 1 < 5%
CANADIAN NATURAL RES= OURCES LIMITED AMERICAS Y 11 7.7 22,500,000 4 < 5%
CANON INC. JAPAN Y 5 2.7 2,500,000 0 > 95%
CAP GEMINI EUROPE Y 4 2.3 2,500,000 1 > 95%
CAPITAL ONE BANK (US= A), NATIONAL ASSOCIATION AMERICAS Y 9 4.0 5,000,000 1 < 5%
CAPITAL ONE FINANCIAL CORPORATION AMERICAS Y 4 1.7 5,000,000 1 < 5%
CAPITALAND LIMITED ASIA EX-JAPAN Y 4 1.7 2,500,000 0 > 95%
CARDINAL HEALTH, INC= . AMERICAS Y 10 6.3 15,000,000 2 < 5%
CARGILL, INCORPORATE= D AMERICAS 9 3.7 5,000,000 1 < 5%
CARLSBERG BREWERIES = A/S EUROPE Y 7 6.0 7,500,000 4 > 95%
CARNIVAL CORPORATION= AMERICAS Y 8 6.0 20,000,000 3 < 5%
CARREFOUR EUROPE Y 12 8.3 15,000,000 3 > 95%
CASINO GUICHARD-PERR= ACHON EUROPE Y 11 10.0 25,000,000 5 > 95%
CATERPILLAR FINANCIA= L SERVICES CORPORATION AMERICAS 4 2.0 7,500,000 1 < 5%
CATERPILLAR INC. AMERICAS Y 10 7.0 20,000,000 4 < 5%
CBS CORPORATION AMERICAS Y 10 7.0 22,500,000 3 5-25%
CENTERPOINT ENERGY, = INC. AMERICAS 5 2.0 5,000,000 0 < 5%
CENTEX CORPORATION AMERICAS Y 7 4.7 5,000,000 1 5-25%
CENTRICA PLC EUROPE Y 9 6.7 10,000,000 2 > 95%
CENTURYLINK, INC. AMERICAS Y 12 8.3 20,000,000 4 5-25%
CERVED GROUP S.P.A.<= /td> EUROPE Y 10 7.3 12,500,000 4 > 95%
CHESAPEAKE ENERGY CO= RPORATION AMERICAS Y 13 11.0 50,000,000 15 < 5%
CHEVRON CORPORATION<= /td> AMERICAS 3 1.0 2,500,000 1 < 5%
CHINA DEVELOPMENT BA= NK CORPORATION ASIA EX-JAPAN Y 10 6.3 7,500,000 1 > 95%
CHORUS LIMITED AUSTRALIA NZ Y 6 2.0 2,500,000 0 > 95%
CHUBU ELECTRIC POWER= COMPANY, INCORPORATED JAPAN Y 4 2.0 2,500,000 1 > 95%
CIGNA CORPORATION AMERICAS Y 3 2.0 7,500,000 2 < 5%
CIR S.P.A. - COMPAGN= IE INDUSTRIALI RIUNITE EUROPE Y 8 5.0 7,500,000 2 > 95%
CISCO SYSTEMS, INC.<= /td> AMERICAS Y 4 3.0 5,000,000 0 < 5%
CIT GROUP INC. AMERICAS Y 10 8.0 17,500,000 4 5-25%
CITIGROUP INC. AMERICAS Y 10 8.7 50,000,000 4 < 5%
CLARIANT AG EUROPE Y 9 6.3 17,500,000 5 > 95%
CMS ENERGY CORPORATI= ON AMERICAS Y 5 2.7 2,500,000 1 < 5%
CNA FINANCIAL CORPOR= ATION AMERICAS 6 2.7 2,500,000 1 < 5%
CNH INDUSTRIAL N.V.<= /td> EUROPE Y 10 9.0 15,000,000 5 > 95%
CNOOC LIMITED ASIA EX-JAPAN Y 4 2.0 2,500,000 0 > 95%
COCA-COLA REFRESHMEN= TS USA, INC. AMERICAS 6 3.3 2,500,000 0 < 5%
COLES GROUP LIMITED<= /td> AUSTRALIA NZ Y 4 1.7 2,500,000 0 > 95%
COLGATE-PALMOLIVE CO= MPANY AMERICAS 6 2.3 2,500,000 1 5-25%
COLT TECHNOLOGY SERV= ICES GROUP LIMITED EUROPE 3 1.0 2,500,000 0 > 95%
COMCAST CABLE COMMUN= ICATIONS, LLC AMERICAS Y 7 2.3 2,500,000 0 < 5%
COMCAST CORPORATION<= /td> AMERICAS Y 9 5.3 10,000,000 1 5-25%
COMMERCIAL METALS CO= MPANY AMERICAS 7 3.3 2,500,000 0 < 5%
COMMERZBANK AKTIENGE= SELLSCHAFT EUROPE Y 13 10.3 50,000,000 5 > 95%
COMMONWEALTH BANK OF= AUSTRALIA AUSTRALIA NZ Y 9 6.3 17,500,000 3 > 95%
COMMONWEALTH OF AUST= RALIA SOVEREIGN Y 13 8.0 50,000,000 2 > 95%
COMMUNITY HEALTH SYS= TEMS, INC. AMERICAS Y 7 5.7 17,500,000 4 < 5%
COMPAGNIE DE SAINT-G= OBAIN EUROPE Y 12 8.7 22,500,000 4 > 95%
COMPAGNIE FINANCIERE= DU GROUPE MICHELIN, "SENARD ET CIE" EUROPE Y 9 4.0 5,000,000 1 > 95%
COMPASS GROUP PLC EUROPE Y 5 1.7 2,500,000 0 > 95%
COMPUTER SCIENCES CO= RPORATION AMERICAS Y 9 6.0 12,500,000 2 < 5%
CON-WAY INC. AMERICAS 6 4.3 7,500,000 1 < 5%
CONAGRA FOODS, INC.<= /td> AMERICAS Y 8 5.7 50,000,000 4 < 5%
CONOCOPHILLIPS AMERICAS Y 9 7.0 22,500,000 4 5-25%
CONSOLIDATED EDISON = COMPANY OF NEW YORK, INC. AMERICAS 4 2.0 2,500,000 0 < 5%
CONSTELLATION BRANDS= , INC. AMERICAS Y 9 6.3 7,500,000 1 < 5%
CONTINENTAL AKTIENGE= SELLSCHAFT EUROPE Y 12 7.7 15,000,000 4 > 95%
CONVATEC HEALTHCARE = E S.A. EUROPE Y 10 7.0 5,000,000 2 > 95%
COOPER TIRE & RU= BBER COMPANY AMERICAS Y 8 4.0 2,500,000 1 < 5%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. EUROPE Y 11 6.7 7,500,000 1 > 95%
CORNING INCORPORATED= AMERICAS Y 7 3.3 5,000,000 1 < 5%
CORUS GROUP LIMITED<= /td> EUROPE 3 1.0 2,500,000 0 > 95%
COSTCO WHOLESALE COR= PORATION AMERICAS 5 2.7 2,500,000 1 < 5%
COVIDIEN LTD. AMERICAS 4 1.3 2,500,000 0 < 5%
COX COMMUNICATIONS, = INC. AMERICAS Y 8 6.7 7,500,000 1 < 5%
CREDIT AGRICOLE SA EUROPE Y 12 10.0 50,000,000 7 > 95%
CREDIT SUISSE GROUP = LTD EUROPE Y 12 10.0 22,500,000 5 > 95%
CROWN RESORTS LIMITE= D AUSTRALIA NZ Y 8 3.3 2,500,000 0 > 95%
CSC HOLDINGS, LLC AMERICAS Y 8 3.7 2,500,000 1 5-25%
CSR LIMITED AUSTRALIA NZ Y 7 2.7 2,500,000 0 > 95%
CSX CORPORATION AMERICAS Y 6 3.7 10,000,000 1 < 5%
CUMMINS INC. AMERICAS Y 7 4.0 7,500,000 1 5-25%
CVS HEALTH CORPORATI= ON AMERICAS Y 8 4.0 10,000,000 1 < 5%
CYTEC INDUSTRIES INC= . AMERICAS 8 5.3 5,000,000 1 < 5%
CZECH REPUBLIC SOVEREIGN Y 9 5.3 10,000,000 1 > 95%
D.R. HORTON, INC. AMERICAS Y 10 8.3 12,500,000 3 < 5%
DAIMLER AG EUROPE Y 14 9.7 25,000,000 5 > 95%
DANAHER CORPORATION<= /td> AMERICAS 5 2.3 2,500,000 0 < 5%
DANONE EUROPE Y 9 4.7 10,000,000 2 > 95%
DANSKE BANK A/S EUROPE Y 8 4.7 7,500,000 1 > 95%
DARDEN RESTAURANTS, = INC. AMERICAS Y 9 6.7 20,000,000 4 < 5%
DBS BANK LTD. ASIA EX-JAPAN Y 5 2.3 2,500,000 0 > 95%
DDR CORP. AMERICAS 8 5.7 10,000,000 1 5-25%
DE US, INC. AMERICAS 4 1.7 2,500,000 0 < 5%
DEAN FOODS COMPANY AMERICAS Y 7 5.3 12,500,000 3 < 5%
DEERE & COMPANY<= /td> AMERICAS Y 10 6.7 15,000,000 2 < 5%
DELHAIZE AMERICA, LL= C AMERICAS 7 3.0 2,500,000 1 < 5%
DELL INC. AMERICAS Y 10 7.7 17,500,000 3 < 5%
DELTA AIR LINES, INC= . AMERICAS Y 6 3.3 2,500,000 0 < 5%
DELUXE CORPORATION AMERICAS Y 5 3.7 2,500,000 1 5-25%
DEUTSCHE BAHN AKTIENGESELLSCHAFT EUROPE Y 6 3.3 2,500,000 0 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT EUROPE Y 14 11.3 75,000,000 8 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT EUROPE Y 11 9.7 50,000,000 9 > 95%
DEUTSCHE POST AG EUROPE Y 6 2.3 5,000,000 0 > 95%
DEUTSCHE TELEKOM AG<= /td> EUROPE Y 12 8.7 50,000,000 6 > 95%
DEVON ENERGY CORPORA= TION AMERICAS Y 10 7.3 25,000,000 6 < 5%
DEXIA CREDIT LOCAL EUROPE 9 5.0 5,000,000 1 > 95%
DIAGEO PLC EUROPE Y 10 5.0 7,500,000 2 > 95%
DIAMOND OFFSHORE DRI= LLING, INC. AMERICAS 7 4.3 12,500,000 3 < 5%
DILLARD'S, INC. AMERICAS Y 7 5.3 7,500,000 1 < 5%
DIRECTV HOLDINGS LLC= AMERICAS Y 7 3.3 7,500,000 1 < 5%
DISH DBS CORPORATION= AMERICAS Y 11 7.3 20,000,000 5 5-25%
DIXONS RETAIL PLC EUROPE Y 8 5.3 10,000,000 4 > 95%
DNB BANK ASA EUROPE 3 1.3 2,500,000 0 > 95%
DOLE FOOD COMPANY, I= NC. AMERICAS Y 6 2.3 2,500,000 0 < 5%
DOMINION RESOURCES, = INC. AMERICAS Y 8 6.0 10,000,000 2 < 5%
DOMTAR CORPORATION AMERICAS Y 8 6.7 12,500,000 2 < 5%
DOVER CORPORATION AMERICAS 5 2.3 5,000,000 1 < 5%
DP WORLD LIMITED EUROPE Y 2 0.7 2,500,000 0 > 95%
DTE ENERGY COMPANY AMERICAS 2 0.7 2,500,000 0 < 5%
DUBAI SOVEREIGN Y 10 8.0 20,000,000 2 > 95%
DUKE ENERGY CAROLINA= S, LLC AMERICAS Y 7 4.7 10,000,000 1 < 5%
DUKE REALTY LIMITED PARTNERSHIP AMERICAS 6 3.0 2,500,000 0 < 5%
E. I. DU PONT DE NEM= OURS AND COMPANY AMERICAS Y 8 4.7 10,000,000 2 < 5%
E.ON SE EUROPE Y 13 9.0 22,500,000 3 > 95%
EAST JAPAN RAILWAY C= OMPANY JAPAN Y 3 1.0 2,500,000 0 > 95%
EASTMAN CHEMICAL COM= PANY AMERICAS Y 9 7.0 15,000,000 2 < 5%
EATON CORPORATION AMERICAS 6 3.3 2,500,000 0 < 5%
EDISON S.P.A. EUROPE Y 3 1.3 2,500,000 0 > 95%
EDP - ENERGIAS DE PO= RTUGAL, S.A. EUROPE Y 13 10.7 22,500,000 7 > 95%
EILEME 2 AB (PUBL) EUROPE Y 8 4.0 5,000,000 1 > 95%
EL PASO LLC AMERICAS 2 0.7 2,500,000 0 < 5%
ELECTRICITE DE FRANC= E EUROPE Y 13 8.0 20,000,000 3 > 95%
ELI LILLY AND COMPAN= Y AMERICAS 9 4.0 5,000,000 1 < 5%
EMBARQ CORPORATION AMERICAS Y 7 4.0 2,500,000 1 < 5%
EMERSON ELECTRIC CO.= AMERICAS 4 1.7 2,500,000 0 < 5%
EMI GROUP LIMITED EUROPE 2 1.0 2,500,000 0 > 95%
ENBRIDGE ENERGY PART= NERS, L.P. AMERICAS 7 4.0 2,500,000 1 5-25%
ENBRIDGE INC. AMERICAS Y 10 8.0 22,500,000 4 < 5%
ENBW ENERGIE BADEN-WUERTTEMBERG AG EUROPE Y 9 4.3 7,500,000 1 > 95%
ENCANA CORPORATION AMERICAS 9 6.0 10,000,000 2 < 5%
ENDESA, S.A. EUROPE Y 1 0.3 2,500,000 0 > 95%
ENEL S.P.A. EUROPE Y 13 9.3 50,000,000 6 > 95%
ENERGY TRANSFER PART= NERS, L.P. AMERICAS 9 6.3 12,500,000 3 5-25%
ENI S.P.A. EUROPE Y 11 6.0 10,000,000 2 > 95%
ENTERGY CORPORATION<= /td> AMERICAS 7 3.3 5,000,000 1 < 5%
ENTERPRISE PRODUCTS = OPERATING LLC AMERICAS 6 3.3 5,000,000 1 < 5%
EOG RESOURCES, INC.<= /td> AMERICAS 1 0.7 2,500,000 0 < 5%
EOP OPERATING LIMITED PARTNERSHIP AMERICAS Y 5 1.7 2,500,000 0 < 5%
ERAC USA FINANCE LLC= AMERICAS 4 2.3 2,500,000 0 < 5%
ERP OPERATING LIMITED PARTNERSHIP AMERICAS Y 6 3.3 5,000,000 1 < 5%
ERSTE GROUP BANK AG<= /td> EUROPE 5 2.7 2,500,000 1 > 95%
ESKOM HOLDINGS SOC L= IMITED EUROPE Y 6 2.7 7,500,000 1 > 95%
EVONIK DEGUSSA GMBH<= /td> EUROPE Y 5 2.0 2,500,000 0 > 95%
EXELON CORPORATION AMERICAS Y 11 7.3 10,000,000 2 < 5%
EXELON GENERATION CO= MPANY, LLC AMERICAS 9 6.7 7,500,000 1 < 5%
EXPEDIA, INC. AMERICAS Y 10 7.0 17,500,000 3 < 5%
EXPERIAN FINANCE PLC= EUROPE Y 10 5.7 7,500,000 2 > 95%
EXPORT-IMPORT BANK O= F INDIA ASIA EX-JAPAN Y 4 1.3 2,500,000 0 > 95%
EXXON MOBIL CORPORAT= ION AMERICAS 3 1.0 2,500,000 0 < 5%
FCE BANK PLC EUROPE Y 8 4.3 2,500,000 1 > 95%
FEDERAL REPUBLIC OF = GERMANY SOVEREIGN Y 12 7.3 50,000,000 2 > 95%
FEDERATIVE REPUBLIC = OF BRAZIL SOVEREIGN Y 16 14.0 875,000,000 101 > 95%
FEDEX CORPORATION AMERICAS 9 5.7 7,500,000 1 < 5%
FIAT CHRYSLER AUTOMO= BILES N.V. EUROPE Y 16 12.0 25,000,000 6 > 95%
FINMECCANICA S.P.A.<= /td> EUROPE Y 13 10.7 17,500,000 6 > 95%
FIRST DATA CORPORATI= ON AMERICAS Y 10 8.0 12,500,000 3 < 5%
FIRST INDUSTRIAL, L.= P. AMERICAS 3 1.0 2,500,000 0 < 5%
FIRSTENERGY CORP. AMERICAS Y 10 7.0 17,500,000 3 < 5%
FKI LIMITED EUROPE 6 3.0 2,500,000 0 > 95%
FLEXTRONICS INTERNAT= IONAL LTD. AMERICAS Y 2 1.0 2,500,000 0 < 5%
FORD MOTOR COMPANY AMERICAS Y 11 9.3 50,000,000 6 < 5%
FORD MOTOR CREDIT CO= MPANY LLC AMERICAS 9 5.7 7,500,000 2 < 5%
FORTUM OYJ EUROPE Y 8 5.3 12,500,000 5 > 95%
FOSTER'S GROUP PTY L= TD AUSTRALIA NZ Y 6 3.0 2,500,000 0 > 95%
FREEPORT-MCMORAN COR= PORATION AMERICAS 2 0.7 2,500,000 0 < 5%
FREEPORT-MCMORAN INC= . AMERICAS Y 12 9.7 75,000,000 16 < 5%
FREESCALE SEMICONDUC= TOR, INC. AMERICAS Y 9 7.3 20,000,000 6 < 5%
FRENCH REPUBLIC SOVEREIGN Y 13 12.3 150,000,000 25 > 95%
FRESENIUS SE & C= O. KGAA EUROPE Y 10 6.0 5,000,000 1 > 95%
FRONTIER COMMUNICATI= ONS CORPORATION AMERICAS Y 8 6.3 15,000,000 4 < 5%
FUJITSU LIMITED JAPAN Y 7 3.7 7,500,000 1 > 95%
FUNDACION BANCARIA C= AIXA D'ESTALVIS I PENSIONS DE BARCELONA, "LA CAIXA" EUROPE 3 1.3 2,500,000 1 > 95%
GALP ENERGIA, SGPS, = S.A. EUROPE Y 11 8.3 7,500,000 4 > 95%
GANNETT CO., INC. AMERICAS Y 11 7.7 7,500,000 2 < 5%
GAS NATURAL SDG, S.A= . EUROPE Y 14 9.3 50,000,000 5 > 95%
GATES WORLDWIDE LIMI= TED EUROPE 4 1.7 2,500,000 0 > 95%
GATX CORPORATION AMERICAS Y 4 1.7 5,000,000 1 < 5%
GDF SUEZ EUROPE Y 9 4.0 10,000,000 2 > 95%
GECINA EUROPE Y 5 3.0 2,500,000 0 > 95%
GENERAL DYNAMICS COR= PORATION AMERICAS 6 2.0 2,500,000 0 < 5%
GENERAL ELECTRIC CAP= ITAL CORPORATION AMERICAS Y 13 11.3 100,000,000 11 < 5%
GENERAL MILLS, INC.<= /td> AMERICAS Y 7 5.0 17,500,000 3 < 5%
GENERAL MOTORS COMPA= NY AMERICAS Y 10 9.3 50,000,000 4 < 5%
GENON ENERGY, INC. AMERICAS Y 8 4.7 2,500,000 1 < 5%
GENON NORTH AMERICA,= LLC AMERICAS 5 1.7 2,500,000 0 < 5%
GENWORTH HOLDINGS, I= NC. AMERICAS Y 11 8.7 15,000,000 4 < 5%
GEORGIA-PACIFIC LLC<= /td> AMERICAS Y 8 3.7 2,500,000 0 < 5%
GKN HOLDINGS PLC EUROPE Y 10 6.0 7,500,000 2 > 95%
GLAXOSMITHKLINE PLC<= /td> EUROPE Y 7 5.7 5,000,000 1 > 95%
GLENCORE CANADA CORP= ORATION AMERICAS 2 0.7 2,500,000 0 < 5%
GLENCORE INTERNATION= AL AG EUROPE Y 14 11.7 75,000,000 24 > 95%
GLOBALFOUNDRIES SING= APORE PTE. LTD. ASIA EX-JAPAN Y 2 0.7 2,500,000 0 > 95%
GOODRICH CORPORATION= AMERICAS Y 3 1.0 2,500,000 1 5-25%
GPT RE LIMITED AS RE= SPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST AUSTRALIA NZ Y 5 2.0 5,000,000 0 > 95%
GROHE HOLDING GMBH EUROPE Y 7 2.3 2,500,000 0 > 95%
GROUPE AUCHAN EUROPE Y 7 2.7 10,000,000 1 > 95%
GS CALTEX CORPORATIO= N ASIA EX-JAPAN Y 4 1.3 2,500,000 0 > 95%
H. J. HEINZ COMPANY<= /td> AMERICAS Y 10 8.7 50,000,000 5 < 5%
HALLIBURTON COMPANY<= /td> AMERICAS Y 9 6.0 12,500,000 3 < 5%
HAMMERSON PLC EUROPE Y 7 5.7 2,500,000 1 > 95%
HANA BANK ASIA EX-JAPAN Y 2 1.0 2,500,000 0 > 95%
HANKYU HANSHIN HOLDI= NGS, INC. JAPAN Y 8 3.7 5,000,000 1 > 95%
HANNOVER RUECK SE EUROPE Y 13 10.0 17,500,000 4 > 95%
HANSON LIMITED EUROPE 7 4.0 5,000,000 1 > 95%
HASBRO, INC. AMERICAS Y 8 5.3 5,000,000 1 < 5%
HAVAS EUROPE Y 3 1.3 2,500,000 1 > 95%
HCA INC. AMERICAS Y 9 7.3 17,500,000 4 < 5%
HCP, INC. AMERICAS 7 3.7 7,500,000 1 5-25%
HEALTH CARE REIT, IN= C. AMERICAS 8 6.0 7,500,000 2 5-25%
HEALTH MANAGEMENT AS= SOCIATES, INC. AMERICAS Y 6 2.3 2,500,000 0 < 5%
HEATHROW FUNDING LIM= ITED EUROPE 10 6.7 5,000,000 1 > 95%
HEIDELBERGCEMENT AG<= /td> EUROPE Y 12 9.7 17,500,000 5 > 95%
HEINEKEN N.V. EUROPE 6 3.3 2,500,000 1 > 95%
HELLENIC REPUBLIC SOVEREIGN Y 6 3.7 10,000,000 4 > 95%
HELLENIC TELECOMMUNI= CATIONS ORGANISATION SOCIETE ANONYME EUROPE Y 12 10.3 50,000,000 18 > 95%
HENKEL AG & CO. = KGAA EUROPE Y 8 4.3 10,000,000 1 > 95%
HESS CORPORATION AMERICAS Y 10 5.7 7,500,000 2 5-25%
HEWLETT-PACKARD COMP= ANY AMERICAS Y 10 7.3 17,500,000 3 < 5%
HILTON WORLDWIDE, IN= C. AMERICAS 3 1.3 2,500,000 0 < 5%
HITACHI, LTD. JAPAN Y 5 3.0 5,000,000 1 > 95%
HOCHTIEF AKTIENGESEL= LSCHAFT EUROPE Y 8 5.3 5,000,000 1 > 95%
HOLCIM (AUSTRALIA) H= OLDINGS PTY LTD AUSTRALIA NZ 1 0.3 2,500,000 0 > 95%
HOLCIM LTD EUROPE Y 11 9.3 15,000,000 5 > 95%
HONDA MOTOR CO., LTD= . JAPAN Y 7 5.0 5,000,000 1 > 95%
HONEYWELL INTERNATIO= NAL INC. AMERICAS Y 8 3.3 7,500,000 1 < 5%
HOSPITALITY PROPERTI= ES TRUST AMERICAS 5 2.0 2,500,000 0 < 5%
HOST HOTELS & RE= SORTS, L.P. AMERICAS Y 7 3.0 10,000,000 2 < 5%
HP ENTERPRISE SERVIC= ES, LLC AMERICAS 2 1.0 2,500,000 0 > 95%
HSBC BANK PLC EUROPE Y 12 10.3 50,000,000 7 > 95%
HSBC FINANCE CORPORA= TION AMERICAS 5 2.3 2,500,000 0 5-25%
HUMANA INC. AMERICAS 6 4.0 5,000,000 1 < 5%
HUNGARY SOVEREIGN Y 14 11.3 50,000,000 5 > 95%
HUSKY ENERGY INC. AMERICAS 5 2.7 2,500,000 0 < 5%
HUTCHISON WHAMPOA LI= MITED ASIA EX-JAPAN Y 9 6.0 10,000,000 1 > 95%
HYUNDAI MOTOR COMPAN= Y ASIA EX-JAPAN Y 3 1.0 2,500,000 0 > 95%
IBERDROLA, S.A. EUROPE Y 13 8.7 22,500,000 4 > 95%
ICICI BANK LIMITED ASIA EX-JAPAN Y 8 4.0 2,500,000 0 > 95%
IDBI BANK LIMITED ASIA EX-JAPAN Y 5 2.3 2,500,000 0 > 95%
IHEARTCOMMUNICATIONS= , INC. AMERICAS Y 11 10.3 50,000,000 8 < 5%
ILLINOIS TOOL WORKS = INC. AMERICAS 3 1.0 2,500,000 0 < 5%
IMPERIAL CHEMICAL IN= DUSTRIES LIMITED EUROPE 0 0.0 2,500,000 0 > 95%
IMPERIAL TOBACCO GRO= UP PLC EUROPE Y 11 5.7 12,500,000 3 > 95%
INDUSTRIAL BANK OF K= OREA ASIA EX-JAPAN Y 3 1.0 2,500,000 0 > 95%
INEOS GROUP HOLDINGS= LIMITED EUROPE Y 9 4.0 5,000,000 1 > 95%
INEOS GROUP HOLDINGS= S.A. EUROPE Y 11 9.0 12,500,000 6 > 95%
INFINEON TECHNOLOGIE= S HOLDING B.V. EUROPE Y 4 2.0 2,500,000 0 > 95%
ING BANK N.V. EUROPE Y 10 7.3 7,500,000 1 > 95%
INGERSOLL-RAND COMPA= NY AMERICAS Y 7 4.0 12,500,000 2 < 5%
INTELSAT INVESTMENTS= S.A. AMERICAS 2 0.7 2,500,000 0 < 5%
INTERNATIONAL BUSINE= SS MACHINES CORPORATION AMERICAS Y 11 7.0 50,000,000 2 < 5%
INTERNATIONAL GAME T= ECHNOLOGY AMERICAS 3 1.0 2,500,000 0 < 5%
INTERNATIONAL LEASE = FINANCE CORPORATION AMERICAS Y 12 10.3 25,000,000 5 5-25%
INTERNATIONAL PAPER = COMPANY AMERICAS Y 11 8.3 20,000,000 2 5-25%
INTERNATIONAL POWER = LTD. EUROPE 1 0.3 2,500,000 0 > 95%
INTERVAL ACQUISITION= CORP. AMERICAS 8 3.0 5,000,000 1 < 5%
INTESA SANPAOLO SPA<= /td> EUROPE Y 14 12.0 75,000,000 11 > 95%
INVENSYS LIMITED EUROPE 6 2.0 2,500,000 0 > 95%
INVESTOR AKTIEBOLAG<= /td> EUROPE Y 8 5.0 5,000,000 1 > 95%
IRELAND SOVEREIGN Y 7 3.0 17,500,000 1 > 95%
IRON MOUNTAIN INCORP= ORATED AMERICAS Y 5 3.3 2,500,000 0 < 5%
ISS A/S EUROPE Y 7 3.3 2,500,000 1 > 95%
ISS GLOBAL A/S EUROPE Y 8 3.7 2,500,000 0 > 95%
ISTAR FINANCIAL INC.= AMERICAS Y 9 6.3 7,500,000 2 5-25%
ITOCHU CORPORATION JAPAN Y 9 7.7 17,500,000 3 > 95%
ITV PLC EUROPE Y 5 3.0 7,500,000 1 > 95%
J SAINSBURY PLC EUROPE Y 9 5.7 10,000,000 4 > 95%
J. C. PENNEY COMPANY= , INC. AMERICAS Y 12 10.7 50,000,000 9 < 5%
JAGUAR LAND ROVER AU= TOMOTIVE PLC EUROPE Y 13 10.3 12,500,000 2 > 95%
JAPAN SOVEREIGN Y 14 12.0 125,000,000 15 > 95%
JAPAN TOBACCO INC. JAPAN Y 3 1.7 2,500,000 0 > 95%
JEMENA LIMITED AUSTRALIA NZ Y 6 3.3 2,500,000 0 > 95%
JFE HOLDINGS, INC. JAPAN Y 9 5.7 15,000,000 3 > 95%
JFE STEEL CORPORATIO= N JAPAN Y 6 2.7 7,500,000 1 > 95%
JOHN DEERE CAPITAL C= ORPORATION AMERICAS 5 3.0 2,500,000 0 < 5%
JOHNSON & JOHNSO= N AMERICAS 7 4.0 7,500,000 1 < 5%
JOHNSON CONTROLS, IN= C. AMERICAS Y 7 4.0 7,500,000 1 < 5%
JPMORGAN CHASE &= CO. AMERICAS 11 8.7 50,000,000 6 5-25%
JSC "GAZPROM&qu= ot; EUROPE Y 14 12.3 50,000,000 8 > 95%
JSC "KAZKOMMERTSBANK" EUROPE Y 2 0.7 2,500,000 0 > 95%
JSC VTB BANK EUROPE Y 12 7.7 7,500,000 1 > 95%
JTI (UK) FINANCE PLC= EUROPE Y 6 2.3 2,500,000 0 > 95%
K. HOVNANIAN ENTERPR= ISES, INC. AMERICAS Y 10 7.7 10,000,000 3 < 5%
KABEL DEUTSCHLAND VE= RTRIEB UND SERVICE GMBH EUROPE Y 8 3.0 2,500,000 1 > 95%
KAJIMA CORPORATION JAPAN Y 5 2.7 5,000,000 1 > 95%
KATE SPADE & COM= PANY AMERICAS 8 4.0 5,000,000 1 < 5%
KAWASAKI HEAVY INDUS= TRIES, LTD. JAPAN Y 9 5.0 7,500,000 1 > 95%
KAWASAKI KISEN KAISH= A, LTD. JAPAN Y 9 4.7 5,000,000 1 > 95%
KB HOME AMERICAS Y 10 8.7 17,500,000 4 < 5%
KELDA GROUP LIMITED<= /td> EUROPE 4 1.3 2,500,000 0 > 95%
KELLOGG COMPANY AMERICAS 7 3.7 5,000,000 1 < 5%
KERING EUROPE Y 10 5.7 7,500,000 1 > 95%
KERR-MCGEE CORPORATI= ON AMERICAS Y 2 0.7 2,500,000 0 25-75%
KIMBERLY-CLARK CORPO= RATION AMERICAS 9 5.0 5,000,000 1 < 5%
KIMCO REALTY CORPORA= TION AMERICAS 7 3.7 5,000,000 1 < 5%
KINDER MORGAN ENERGY= PARTNERS, L.P. AMERICAS Y 9 6.0 12,500,000 2 5-25%
KINDER MORGAN, INC.<= /td> AMERICAS Y 10 8.3 12,500,000 2 < 5%
KINGDOM OF BELGIUM SOVEREIGN Y 10 6.0 50,000,000 2 > 95%
KINGDOM OF DENMARK SOVEREIGN Y 8 2.7 2,500,000 0 > 95%
KINGDOM OF MOROCCO SOVEREIGN Y 2 1.0 2,500,000 0 > 95%
KINGDOM OF NORWAY SOVEREIGN Y 9 5.3 7,500,000 1 > 95%
KINGDOM OF SAUDI ARA= BIA SOVEREIGN Y 5 2.3 5,000,000 0 > 95%
KINGDOM OF SPAIN SOVEREIGN Y 14 12.3 175,000,000 14 > 95%
KINGDOM OF SWEDEN SOVEREIGN Y 7 3.0 2,500,000 0 > 95%
KINGDOM OF THAILAND<= /td> SOVEREIGN Y 8 6.0 10,000,000 2 > 95%
KINGDOM OF THE NETHE= RLANDS SOVEREIGN Y 14 8.7 17,500,000 2 > 95%
KINGFISHER PLC EUROPE Y 11 6.7 7,500,000 2 > 95%
KINTETSU CORPORATION= JAPAN Y 9 5.7 10,000,000 2 > 95%
KLEPIERRE EUROPE 4 1.7 2,500,000 0 > 95%
KOBE STEEL, LTD. JAPAN Y 11 8.0 17,500,000 4 > 95%
KOHL'S CORPORATION AMERICAS Y 11 9.0 25,000,000 5 < 5%
KOMATSU LTD. JAPAN Y 6 3.0 5,000,000 1 > 95%
KONINKLIJKE AHOLD N.= V. EUROPE Y 10 6.3 7,500,000 2 > 95%
KONINKLIJKE DSM N.V.= EUROPE Y 11 6.7 17,500,000 2 > 95%
KONINKLIJKE KPN N.V.= EUROPE Y 11 9.0 50,000,000 11 > 95%
KONINKLIJKE PHILIPS = N.V. EUROPE Y 7 3.7 5,000,000 2 > 95%
KOOKMIN BANK ASIA EX-JAPAN Y 6 2.0 2,500,000 0 > 95%
KOREA ELECTRIC POWER CORPORATION ASIA EX-JAPAN Y 6 3.0 2,500,000 0 > 95%
KT CORPORATION ASIA EX-JAPAN Y 4 2.3 2,500,000 0 > 95%
KYUSHU ELECTRIC POWE= R COMPANY, INCORPORATED JAPAN 3 1.0 2,500,000 0 > 95%
L BRANDS, INC. AMERICAS Y 9 6.7 15,000,000 3 < 5%
L-3 COMMUNICATIONS C= ORPORATION AMERICAS Y 4 1.7 2,500,000 0 < 5%
L'AIR LIQUIDE SOCIET= E ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE EUROPE Y 7 2.7 10,000,000 1 > 95%
LADBROKES PLC EUROPE Y 11 7.7 12,500,000 5 > 95%
LAFARGE EUROPE Y 13 9.3 50,000,000 5 > 95%
LANXESS AKTIENGESELL= SCHAFT EUROPE Y 11 9.7 50,000,000 8 > 95%
LEBANESE REPUBLIC SOVEREIGN Y 0 0.0 2,500,000 0 > 95%
LEGAL & GENERAL = GROUP PLC EUROPE Y 6 3.7 2,500,000 0 > 95%
LEND LEASE CORPORATI= ON LTD AUSTRALIA NZ Y 4 2.3 5,000,000 0 > 95%
LENNAR CORPORATION AMERICAS Y 10 8.7 15,000,000 3 5-25%
LEVEL 3 COMMUNICATIO= NS, INC. AMERICAS Y 10 7.3 12,500,000 3 < 5%
LEVI STRAUSS & C= O. AMERICAS Y 9 6.3 10,000,000 2 < 5%
LEXMARK INTERNATIONA= L, INC. AMERICAS 2 1.0 2,500,000 0 < 5%
LIBERTY INTERACTIVE = LLC AMERICAS Y 7 3.3 2,500,000 1 < 5%
LIBERTY MUTUAL GROUP= INC. AMERICAS 4 1.7 2,500,000 0 25-75%
LIBERTY MUTUAL INSUR= ANCE COMPANY AMERICAS 5 2.3 2,500,000 0 < 5%
LINCOLN NATIONAL COR= PORATION AMERICAS 5 2.3 7,500,000 1 < 5%
LINDE AKTIENGESELLSC= HAFT EUROPE Y 6 3.0 5,000,000 1 > 95%
LLOYDS BANK PLC EUROPE Y 13 12.3 25,000,000 5 > 95%
LOCKHEED MARTIN CORP= ORATION AMERICAS Y 8 5.3 7,500,000 1 5-25%
LOEWS CORPORATION AMERICAS Y 7 4.7 12,500,000 2 < 5%
LOUIS DREYFUS COMMOD= ITIES B.V. EUROPE Y 9 6.7 5,000,000 1 > 95%
LOUISIANA-PACIFIC CO= RPORATION AMERICAS Y 10 7.0 12,500,000 3 < 5%
LOWE'S COMPANIES, IN= C. AMERICAS Y 8 4.3 10,000,000 2 < 5%
LVMH MOET HENNESSY L= OUIS VUITTON EUROPE Y 10 6.0 12,500,000 2 > 95%
M.D.C. HOLDINGS, INC= . AMERICAS Y 10 8.3 15,000,000 4 < 5%
MACK-CALI REALTY, L.= P. AMERICAS 7 3.0 2,500,000 0 < 5%
MACQUARIE BANK LIMIT= ED AUSTRALIA NZ Y 7 4.0 2,500,000 0 > 95%
MACY'S, INC. AMERICAS Y 8 6.0 17,500,000 3 < 5%
MALAYSIA SOVEREIGN Y 13 11.3 100,000,000 12 > 95%
MAN STRATEGIC HOLDIN= GS LIMITED EUROPE 1 0.7 2,500,000 0 > 95%
MANOR CARE, INC. AMERICAS 5 2.3 2,500,000 0 < 5%
MARATHON OIL CORPORA= TION AMERICAS 6 4.3 5,000,000 1 < 5%
MARKS AND SPENCER P.= L.C. EUROPE Y 13 9.7 50,000,000 6 > 95%
MARRIOTT INTERNATION= AL, INC. AMERICAS Y 9 5.3 17,500,000 2 < 5%
MARSH & MCLENNAN COMPANIES, INC. AMERICAS Y 6 3.3 5,000,000 1 < 5%
MARTIN MARIETTA MATE= RIALS, INC. AMERICAS 3 1.0 2,500,000 0 < 5%
MARUBENI CORPORATION= JAPAN Y 9 8.0 20,000,000 4 > 95%
MASCO CORPORATION AMERICAS Y 8 6.7 7,500,000 1 5-25%
MATTEL, INC. AMERICAS 7 3.7 5,000,000 1 < 5%
MBIA INC. AMERICAS Y 9 8.3 22,500,000 5 < 5%
MBIA INSURANCE CORPO= RATION AMERICAS Y 12 9.3 50,000,000 10 5-25%
MCDONALD'S CORPORATI= ON AMERICAS Y 10 7.3 15,000,000 2 < 5%
MCKESSON CORPORATION= AMERICAS Y 9 4.3 7,500,000 2 < 5%
MEADWESTVACO CORPORA= TION AMERICAS Y 11 7.0 15,000,000 2 < 5%
MEDCO HEALTH SOLUTIO= NS, INC. AMERICAS 4 1.3 2,500,000 0 < 5%
MEDIACOM LLC AMERICAS Y 1 0.3 2,500,000 0 < 5%
MEDIOBANCA BANCA DI = CREDITO FINANZIARIO SOCIETA PER AZIONI EUROPE Y 10 5.0 5,000,000 1 > 95%
MEDTRONIC, INC. AMERICAS 8 4.7 7,500,000 0 25-75%
MELIA HOTELS INTERNA= TIONAL, S.A. EUROPE Y 11 8.0 7,500,000 3 > 95%
MERCK & CO., INC= . AMERICAS 6 2.7 2,500,000 0 < 5%
MERCK KOMMANDITGESEL= LSCHAFT AUF AKTIEN EUROPE 7 3.3 5,000,000 1 > 95%
MERCK SHARP & DO= HME CORP. AMERICAS 4 1.3 2,500,000 0 < 5%
MERITOR, INC. AMERICAS Y 7 6.3 7,500,000 2 < 5%
METLIFE, INC. AMERICAS Y 10 8.0 50,000,000 10 < 5%
METRO AG EUROPE Y 12 9.7 20,000,000 5 > 95%
METSA BOARD CORPORAT= ION EUROPE Y 10 8.3 10,000,000 2 > 95%
METSO OYJ EUROPE Y 7 2.3 2,500,000 0 > 95%
MGIC INVESTMENT CORP= ORATION AMERICAS Y 9 6.3 10,000,000 2 < 5%
MGM RESORTS INTERNAT= IONAL AMERICAS Y 11 9.0 20,000,000 6 < 5%
MITSUBISHI CHEMICAL CORPORATION JAPAN 5 2.3 5,000,000 1 > 95%
MITSUBISHI CORPORATI= ON JAPAN Y 6 4.3 10,000,000 1 > 95%
MITSUBISHI ESTATE CO= MPANY, LIMITED JAPAN Y 7 3.7 2,500,000 0 > 95%
MITSUBISHI HEAVY IND= USTRIES, LTD. JAPAN Y 4 1.7 2,500,000 0 > 95%
MITSUI & CO., LT= D. JAPAN Y 8 5.3 17,500,000 2 > 95%
MITSUI CHEMICALS, IN= C. JAPAN Y 10 8.0 15,000,000 4 > 95%
MITSUI FUDOSAN CO., = LTD. JAPAN Y 5 2.3 2,500,000 0 > 95%
MITSUI O.S.K. LINES,= LTD. JAPAN Y 9 7.7 17,500,000 4 > 95%
MITSUI SUMITOMO INSU= RANCE COMPANY, LIMITED JAPAN Y 3 1.0 2,500,000 0 > 95%
MIZUHO BANK, LTD. JAPAN Y 9 5.0 5,000,000 1 > 95%
MOHAWK INDUSTRIES, I= NC. AMERICAS Y 8 4.3 2,500,000 1 5-25%
MOLSON COORS BREWING= COMPANY AMERICAS 6 2.7 2,500,000 0 < 5%
MONDELEZ INTERNATION= AL, INC. AMERICAS,EUROPE Y 9 5.3 15,000,000 2 5-25%
MONDELEZ UK HOLDINGS= & SERVICES LIMITED EUROPE 1 0.3 2,500,000 0 > 95%
MONSANTO COMPANY AMERICAS 6 4.0 5,000,000 1 < 5%
MORGAN STANLEY AMERICAS Y 15 12.0 50,000,000 6 5-25%
MOTOROLA SOLUTIONS, = INC. AMERICAS Y 10 6.7 25,000,000 4 < 5%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN EUROPE Y 12 9.7 15,000,000 3 > 95%
MURPHY OIL CORPORATI= ON AMERICAS 6 4.3 5,000,000 1 < 5%
NABORS INDUSTRIES, I= NC. AMERICAS Y 10 8.3 50,000,000 9 < 5%
NATIONAL AUSTRALIA B= ANK LIMITED AUSTRALIA NZ Y 9 5.0 12,500,000 2 > 95%
NATIONAL GRID PLC EUROPE Y 7 4.0 7,500,000 1 > 95%
NATIONAL RURAL UTILI= TIES COOPERATIVE FINANCE CORPORATION AMERICAS Y 10 6.0 10,000,000 2 < 5%
NATIXIS EUROPE 2 0.7 2,500,000 0 > 95%
NAVIENT CORPORATION<= /td> AMERICAS Y 11 7.3 17,500,000 3 < 5%
NEC CORPORATION JAPAN Y 8 4.0 5,000,000 1 > 95%
NESTLE S.A. EUROPE Y 7 3.0 7,500,000 1 > 95%
NEW ALBERTSON'S, INC= . AMERICAS Y 6 5.0 5,000,000 2 < 5%
NEW LOOK BONDCO I PL= C EUROPE Y 9 7.3 7,500,000 3 > 95%
NEW ZEALAND SOVEREIGN Y 4 1.7 2,500,000 0 > 95%
NEWELL RUBBERMAID IN= C. AMERICAS Y 9 5.3 12,500,000 2 < 5%
NEWMONT MINING CORPO= RATION AMERICAS Y 12 9.0 25,000,000 5 < 5%
NEXEN ENERGY ULC AMERICAS 0 0.0 2,500,000 0 < 5%
NEXT PLC EUROPE Y 9 4.7 7,500,000 1 > 95%
NEXTERA ENERGY CAPIT= AL HOLDINGS, INC. AMERICAS 9 4.3 2,500,000 1 < 5%
NIKE, INC. AMERICAS 3 1.0 2,500,000 0 < 5%
NINE WEST HOLDINGS, = INC. AMERICAS Y 12 10.0 22,500,000 4 5-25%
NIPPON PAPER INDUSTR= IES CO.,LTD. JAPAN Y 9 7.3 20,000,000 5 > 95%
NIPPON STEEL & S= UMITOMO METAL CORPORATION JAPAN Y 9 5.3 20,000,000 3 > 95%
NIPPON YUSEN KABUSHI= KI KAISHA JAPAN Y 9 7.7 17,500,000 3 > 95%
NISOURCE FINANCE COR= P. AMERICAS 1 0.3 2,500,000 0 < 5%
NISSAN MOTOR CO., LT= D. JAPAN Y 9 5.0 7,500,000 1 > 95%
NN GROUP N.V. EUROPE 4 1.3 2,500,000 0 > 95%
NOBLE CORPORATION AMERICAS 7 3.7 2,500,000 1 < 5%
NOBLE ENERGY, INC. AMERICAS 2 1.0 2,500,000 0 < 5%
NOBLE GROUP LIMITED<= /td> ASIA EX-JAPAN Y 8 4.3 2,500,000 1 > 95%
NOKIA OYJ EUROPE Y 11 8.7 22,500,000 5 > 95%
NOMURA HOLDINGS, INC= . JAPAN Y 7 3.3 2,500,000 0 > 95%
NOMURA SECURITIES CO= ., LTD. JAPAN Y 6 3.7 2,500,000 0 > 95%
NORBORD INC. AMERICAS Y 9 5.7 5,000,000 1 < 5%
NORDEA BANK AB EUROPE 5 3.3 2,500,000 0 > 95%
NORDSTROM, INC. AMERICAS Y 7 4.0 15,000,000 2 < 5%
NORFOLK SOUTHERN COR= PORATION AMERICAS Y 9 4.7 15,000,000 2 < 5%
NORSKE SKOGINDUSTRIE= R ASA EUROPE Y 11 9.3 50,000,000 19 > 95%
NORTHROP GRUMMAN COR= PORATION AMERICAS Y 7 4.3 10,000,000 2 < 5%
NOVA CHEMICALS CORPO= RATION AMERICAS Y 4 2.3 2,500,000 0 < 5%
NOVARTIS AG EUROPE 9 5.7 5,000,000 1 > 95%
NOVO BANCO, S.A. EUROPE 9 7.0 15,000,000 6 > 95%
NRG ENERGY, INC. AMERICAS Y 7 6.0 10,000,000 3 < 5%
NUCOR CORPORATION AMERICAS 6 3.0 7,500,000 1 < 5%
NXP B.V. EUROPE Y 9 8.3 10,000,000 3 > 95%
OBAYASHI CORPORATION= JAPAN Y 8 4.7 7,500,000 1 > 95%
OCCIDENTAL PETROLEUM CORPORATION AMERICAS 5 3.3 5,000,000 1 < 5%
ODAKYU ELECTRIC RAIL= WAY CO., LTD. JAPAN 6 2.7 5,000,000 0 > 95%
ODYSSEY RE HOLDINGS = CORP. AMERICAS 3 1.3 2,500,000 0 < 5%
OFFICE DEPOT, INC. AMERICAS 11 7.3 5,000,000 1 < 5%
OJI HOLDINGS CORPORA= TION JAPAN Y 8 6.3 15,000,000 3 > 95%
OLD MUTUAL PUBLIC LI= MITED COMPANY EUROPE Y 7 3.7 5,000,000 0 > 95%
OLIN CORPORATION AMERICAS Y 8 6.7 10,000,000 2 < 5%
OMNICOM GROUP INC. AMERICAS Y 9 4.3 10,000,000 1 < 5%
ONEOK PARTNERS, L.P.= AMERICAS 6 2.7 2,500,000 0 < 5%
ONEOK, INC. AMERICAS 7 4.3 5,000,000 1 5-25%
ONO FINANCE II PUBLI= C LIMITED COMPANY EUROPE Y 8 4.3 2,500,000 1 > 95%
OPEN JOINT STOCK COM= PANY "OIL COMPANY "LUKOIL" EUROPE Y 4 1.3 2,500,000 0 > 95%
OPEN JOINT STOCK COM= PANY "OIL COMPANY ROSNEFT" EUROPE Y 6 4.7 2,500,000 0 > 95%
ORACLE CORPORATION AMERICAS 6 2.3 2,500,000 0 < 5%
ORANGE EUROPE Y 12 9.3 50,000,000 5 > 95%
ORIX CORPORATION JAPAN Y 8 6.3 7,500,000 3 > 95%
OVERSEA-CHINESE BANK= ING CORPORATION LIMITED ASIA EX-JAPAN Y 4 2.3 2,500,000 0 > 95%
OWENS CORNING AMERICAS 0 0.0 2,500,000 0 < 5%
OWENS-ILLINOIS, INC.= AMERICAS Y 9 7.0 7,500,000 2 < 5%
PACIFIC GAS AND ELEC= TRIC COMPANY AMERICAS 3 1.0 2,500,000 0 < 5%
PACKAGING CORPORATIO= N OF AMERICA AMERICAS 7 4.0 10,000,000 2 < 5%
PACTIV LLC AMERICAS Y 9 4.7 7,500,000 1 < 5%
PANASONIC CORPORATIO= N JAPAN Y 7 6.0 10,000,000 2 > 95%
PARKER DRILLING COMP= ANY AMERICAS Y 7 5.3 2,500,000 1 < 5%
PCCW-HKT TELEPHONE L= IMITED ASIA EX-JAPAN Y 4 2.0 2,500,000 0 > 95%
PEABODY ENERGY CORPO= RATION AMERICAS Y 10 6.0 5,000,000 2 < 5%
PEARSON PLC EUROPE Y 12 5.3 10,000,000 2 > 95%
PEOPLE'S REPUBLIC OF= CHINA SOVEREIGN Y 15 14.7 325,000,000 31 > 95%
PEPSICO, INC. AMERICAS 8 3.7 5,000,000 1 < 5%
PERNOD RICARD EUROPE Y 7 5.0 7,500,000 2 > 95%
PETROLEO BRASILEIRO = S/A PETROBRAS AMERICAS Y 15 12.0 75,000,000 22 > 95%
PETROLEOS DE VENEZUE= LA, S.A. AMERICAS Y 11 7.0 7,500,000 2 > 95%
PETROLEOS MEXICANOS<= /td> AMERICAS Y 12 10.0 50,000,000 4 > 95%
PETROLIAM NASIONAL B= ERHAD (PETRONAS) ASIA EX-JAPAN Y 8 3.7 5,000,000 0 > 95%
PEUGEOT SA EUROPE Y 13 11.7 50,000,000 7 > 95%
PFIZER INC. AMERICAS Y 7 4.0 10,000,000 1 < 5%
PHH CORPORATION AMERICAS Y 5 2.7 2,500,000 0 < 5%
PHILIP MORRIS INTERN= ATIONAL INC. AMERICAS 6 3.3 2,500,000 0 < 5%
PILKINGTON GROUP LIM= ITED EUROPE 1 0.3 2,500,000 0 > 95%
PIONEER NATURAL RESO= URCES COMPANY AMERICAS Y 6 5.7 7,500,000 2 < 5%
PITNEY BOWES INC. AMERICAS Y 10 8.3 17,500,000 4 < 5%
PLAINS ALL AMERICAN = PIPELINE, L.P. AMERICAS 6 3.7 5,000,000 1 < 5%
PLAY FINANCE 1 S.A.<= /td> EUROPE Y 11 8.0 5,000,000 2 > 95%
POLYONE CORPORATION<= /td> AMERICAS Y 4 2.0 2,500,000 0 < 5%
PORSCHE AUTOMOBIL HO= LDING SE EUROPE Y 10 5.7 2,500,000 1 > 95%
PORTUGAL TELECOM INT= ERNATIONAL FINANCE B.V. EUROPE Y 13 11.3 50,000,000 13 > 95%
PORTUGUESE REPUBLIC<= /td> SOVEREIGN Y 11 9.3 75,000,000 8 > 95%
POSCO ASIA EX-JAPAN Y 7 3.7 5,000,000 1 > 95%
POSTNL N.V. EUROPE Y 9 6.0 7,500,000 2 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. AMERICAS 9 5.7 5,000,000 1 < 5%
PPG INDUSTRIES, INC.= AMERICAS 7 3.3 5,000,000 1 < 5%
PPL ENERGY SUPPLY, L= LC AMERICAS Y 6 3.7 2,500,000 0 < 5%
PRAXAIR, INC. AMERICAS 4 1.3 2,500,000 0 < 5%
PROGRESS ENERGY, INC= . AMERICAS Y 4 1.7 2,500,000 0 < 5%
PROLOGIS, L.P. AMERICAS 4 3.0 7,500,000 1 < 5%
PROSIEBENSAT.1 MEDIA= AG EUROPE Y 1 0.3 2,500,000 0 > 95%
PRUDENTIAL FINANCIAL= , INC. AMERICAS Y 8 7.0 22,500,000 5 < 5%
PRUDENTIAL PUBLIC LI= MITED COMPANY EUROPE Y 7 3.7 2,500,000 1 > 95%
PSEG POWER LLC AMERICAS 4 2.0 5,000,000 0 < 5%
PUBLICIS GROUPE SA EUROPE Y 6 2.7 5,000,000 1 > 95%
PULTEGROUP, INC. AMERICAS Y 9 6.0 12,500,000 3 < 5%
QANTAS AIRWAYS LIMIT= ED AUSTRALIA NZ Y 8 7.0 15,000,000 2 > 95%
QBE INSURANCE GROUP = LIMITED AUSTRALIA NZ Y 5 2.3 5,000,000 0 > 95%
QUEST DIAGNOSTICS IN= CORPORATED AMERICAS Y 10 6.0 22,500,000 4 < 5%
QWEST CAPITAL FUNDIN= G, INC. AMERICAS Y 7 3.0 2,500,000 0 < 5%
QWEST CORPORATION AMERICAS Y 5 2.0 2,500,000 0 < 5%
R.R. DONNELLEY &= SONS COMPANY AMERICAS Y 9 6.7 17,500,000 4 < 5%
RADIAN GROUP INC. AMERICAS Y 11 8.7 22,500,000 3 < 5%
RAIFFEISEN BANK INTE= RNATIONAL AG EUROPE 6 4.3 5,000,000 2 > 95%
RALLYE EUROPE Y 11 9.7 22,500,000 7 > 95%
RAYTHEON COMPANY AMERICAS Y 9 4.7 20,000,000 2 < 5%
REALOGY GROUP LLC AMERICAS Y 7 6.0 5,000,000 1 < 5%
REED ELSEVIER PLC EUROPE Y 9 4.7 5,000,000 1 > 95%
RELIANCE INDUSTRIES = LIMITED ASIA EX-JAPAN Y 10 6.0 7,500,000 1 > 95%
RENAULT EUROPE Y 12 10.0 22,500,000 6 > 95%
RENTOKIL INITIAL PLC= EUROPE Y 8 3.7 5,000,000 1 > 95%
RENTOKIL INITIAL 192= 7 PLC EUROPE Y 1 0.3 2,500,000 0 > 95%
REPSOL, S.A. EUROPE Y 11 9.7 22,500,000 5 > 95%
REPUBLIC OF AUSTRIA<= /td> SOVEREIGN Y 11 7.0 50,000,000 3 > 95%
REPUBLIC OF BULGARIA= SOVEREIGN Y 10 3.7 5,000,000 0 > 95%
REPUBLIC OF CHILE SOVEREIGN Y 10 9.3 50,000,000 4 > 95%
REPUBLIC OF COLOMBIA= SOVEREIGN Y 12 11.0 100,000,000 16 > 95%
REPUBLIC OF CROATIA<= /td> SOVEREIGN Y 12 8.3 25,000,000 3 > 95%
REPUBLIC OF CYPRUS SOVEREIGN Y 3 1.7 2,500,000 0 > 95%
REPUBLIC OF FINLAND<= /td> SOVEREIGN Y 8 3.7 2,500,000 0 > 95%
REPUBLIC OF ICELAND<= /td> SOVEREIGN 5 1.7 2,500,000 0 > 95%
REPUBLIC OF INDONESI= A SOVEREIGN Y 13 12.0 150,000,000 23 > 95%
REPUBLIC OF ITALY SOVEREIGN Y 16 15.0 850,000,000 64 > 95%
REPUBLIC OF KAZAKHST= AN SOVEREIGN Y 11 6.3 10,000,000 1 > 95%
REPUBLIC OF KOREA SOVEREIGN Y 14 13.0 175,000,000 11 > 95%
REPUBLIC OF LATVIA SOVEREIGN Y 7 3.0 2,500,000 0 > 95%
REPUBLIC OF LITHUANI= A SOVEREIGN Y 7 3.7 5,000,000 0 > 95%
REPUBLIC OF PANAMA SOVEREIGN Y 11 7.7 7,500,000 1 > 95%
REPUBLIC OF PERU SOVEREIGN Y 12 10.3 50,000,000 5 > 95%
REPUBLIC OF POLAND SOVEREIGN Y 11 7.0 17,500,000 2 > 95%
REPUBLIC OF SLOVENIA= SOVEREIGN Y 8 4.0 5,000,000 0 > 95%
REPUBLIC OF SOUTH AF= RICA SOVEREIGN Y 14 13.7 275,000,000 31 > 95%
REPUBLIC OF THE PHIL= IPPINES SOVEREIGN Y 11 9.7 75,000,000 6 > 95%
REPUBLIC OF TURKEY SOVEREIGN Y 15 15.0 550,000,000 45 > 95%
REPUBLIC SERVICES, I= NC. AMERICAS 7 3.7 5,000,000 1 5-25%
RESONA BANK, LIMITED= JAPAN Y 6 3.3 2,500,000 0 > 95%
REXAM PLC EUROPE 8 4.3 5,000,000 1 > 95%
REXEL EUROPE Y 9 7.0 5,000,000 2 > 95%
REYNOLDS AMERICAN IN= C. AMERICAS Y 9 6.0 15,000,000 2 < 5%
RHODIA EUROPE Y 8 4.0 2,500,000 0 > 95%
RICOH COMPANY, LTD.<= /td> JAPAN Y 8 5.7 7,500,000 1 > 95%
RIO TINTO ALCAN INC.= AMERICAS Y 8 3.7 2,500,000 0 < 5%
RIO TINTO LIMITED AUSTRALIA NZ Y 10 6.7 22,500,000 4 > 95%
RITE AID CORPORATION= AMERICAS Y 8 7.0 12,500,000 3 < 5%
ROCHE HOLDINGS, INC.= EUROPE 7 5.0 2,500,000 1 > 95%
ROGERS COMMUNICATION= S INC. AMERICAS 4 1.7 5,000,000 1 < 5%
ROHM AND HAAS COMPAN= Y AMERICAS Y 7 4.7 5,000,000 1 < 5%
ROLLS-ROYCE PLC EUROPE Y 13 9.7 22,500,000 3 > 95%
ROMANIA SOVEREIGN Y 7 4.3 7,500,000 1 > 95%
ROYAL & SUN ALLI= ANCE INSURANCE PLC EUROPE Y 8 4.7 2,500,000 1 > 95%
ROYAL BANK OF CANADA= AMERICAS 1 0.3 2,500,000 0 < 5%
ROYAL CARIBBEAN CRUI= SES LTD. AMERICAS Y 11 9.0 22,500,000 5 < 5%
ROYAL DUTCH SHELL PL= C EUROPE Y 12 9.7 17,500,000 10 > 95%
RPM INTERNATIONAL IN= C. AMERICAS 9 5.7 7,500,000 1 5-25%
RUSSIAN AGRICULTURAL= BANK EUROPE Y 7 4.3 5,000,000 0 > 95%
RUSSIAN FEDERATION SOVEREIGN Y 17 15.7 600,000,000 93 > 95%
RWE AKTIENGESELLSCHA= FT EUROPE Y 12 9.3 50,000,000 7 > 95%
RYDER SYSTEM, INC. AMERICAS Y 9 5.0 10,000,000 2 < 5%
SABINE OIL & GAS CORPORATION AMERICAS Y 7 3.7 5,000,000 3 < 5%
SABMILLER PLC EUROPE Y 9 4.7 10,000,000 3 > 95%
SABRE HOLDINGS CORPO= RATION AMERICAS Y 8 5.3 5,000,000 1 < 5%
SAFEWAY INC. AMERICAS Y 12 8.7 20,000,000 5 < 5%
SAFEWAY LIMITED EUROPE Y 10 8.3 15,000,000 5 > 95%
SAKS INCORPORATED AMERICAS Y 4 1.3 2,500,000 0 < 5%
SAMSUNG ELECTRONICS = CO., LTD. ASIA EX-JAPAN Y 4 1.3 2,500,000 0 > 95%
SANMINA CORPORATION<= /td> AMERICAS Y 9 5.3 5,000,000 1 < 5%
SANOFI EUROPE Y 9 4.3 10,000,000 1 > 95%
SANTANDER UK PLC EUROPE 5 2.3 2,500,000 0 > 95%
SBERBANK EUROPE Y 9 6.7 5,000,000 1 > 95%
SCANDINAVIAN AIRLINE= S SYSTEM DENMARK-NORWAY-SWEDEN EUROPE Y 7 3.3 2,500,000 0 > 95%
SCANIA AKTIEBOLAG EUROPE 8 3.7 2,500,000 0 > 95%
SCENTRE MANAGEMENT L= IMITED AS RESPONSIBLE ENTITY OF SCENTRE GROUP TRUST 1 AUSTRALIA NZ Y 8 3.3 2,500,000 0 > 95%
SCHAEFFLER FINANCE B= .V. EUROPE Y 12 10.0 10,000,000 3 > 95%
SCHLUMBERGER N.V. AMERICAS 2 0.7 2,500,000 0 < 5%
SCHNEIDER ELECTRIC S= E EUROPE 9 5.0 5,000,000 1 > 95%
SEAGATE TECHNOLOGY H= DD HOLDINGS AMERICAS Y 7 4.7 2,500,000 1 < 5%
SEALED AIR CORPORATI= ON AMERICAS Y 10 8.0 17,500,000 3 5-25%
SEARS ROEBUCK ACCEPT= ANCE CORP. AMERICAS Y 9 7.3 12,500,000 4 < 5%
SECURITAS AB EUROPE 6 2.3 2,500,000 0 > 95%
SEMPRA ENERGY AMERICAS Y 8 5.3 10,000,000 1 < 5%
SES EUROPE Y 7 4.0 2,500,000 0 > 95%
SHARP CORPORATION JAPAN Y 10 8.0 7,500,000 3 > 95%
SHIMIZU CORPORATION<= /td> JAPAN Y 8 4.0 5,000,000 1 > 95%
SHINHAN BANK ASIA EX-JAPAN Y 2 0.7 2,500,000 0 > 95%
SIEMENS AKTIENGESELL= SCHAFT EUROPE Y 11 6.7 15,000,000 2 > 95%
SIMON PROPERTY GROUP= , L.P. AMERICAS Y 6 4.3 10,000,000 2 < 5%
SINGAPORE TELECOMMUN= ICATIONS LIMITED ASIA EX-JAPAN Y 6 2.0 2,500,000 0 > 95%
SINGTEL OPTUS PTY LI= MITED AUSTRALIA NZ Y 4 1.3 2,500,000 0 > 95%
SK TELECOM CO., LTD.= ASIA EX-JAPAN Y 3 1.3 2,500,000 0 > 95%
SKANDINAVISKA ENSKIL= DA BANKEN AB EUROPE 3 1.0 2,500,000 0 > 95%
SKY PLC EUROPE Y 9 7.3 20,000,000 5 > 95%
SLOVAK REPUBLIC SOVEREIGN Y 8 3.0 5,000,000 0 > 95%
SMBC CONSUMER FINANC= E CO.,LTD. JAPAN Y 6 3.0 2,500,000 0 > 95%
SMITHFIELD FOODS, IN= C. AMERICAS Y 7 3.3 5,000,000 1 < 5%
SMITHS GROUP PLC EUROPE 5 3.3 2,500,000 1 > 95%
SMURFIT KAPPA ACQUIS= ITIONS EUROPE Y 9 6.3 5,000,000 2 > 95%
SMURFIT KAPPA FUNDIN= G PUBLIC LIMITED COMPANY EUROPE Y 3 1.3 2,500,000 0 > 95%
SOCIALIST REPUBLIC O= F VIETNAM SOVEREIGN Y 10 6.7 12,500,000 1 > 95%
SOCIETE AIR FRANCE EUROPE Y 10 6.7 7,500,000 2 > 95%
SOCIETE GENERALE EUROPE Y 12 10.7 50,000,000 7 > 95%
SODEXO EUROPE Y 7 4.0 5,000,000 1 > 95%
SOFTBANK CORP. JAPAN Y 8 7.3 10,000,000 3 > 95%
SOLVAY EUROPE Y 9 4.7 10,000,000 2 > 95%
SONY CORPORATION JAPAN Y 11 8.0 15,000,000 3 > 95%
SOUTHWEST AIRLINES C= O. AMERICAS Y 7 6.3 25,000,000 3 < 5%
SPARK NEW ZEALAND LI= MITED AUSTRALIA NZ Y 4 1.3 2,500,000 0 75-95%
SPECTRA ENERGY CAPIT= AL, LLC AMERICAS 6 3.7 5,000,000 1 < 5%
SPRINGLEAF FINANCE C= ORPORATION AMERICAS Y 6 4.0 5,000,000 1 < 5%
SPRINT COMMUNICATION= S, INC. AMERICAS Y 11 9.0 25,000,000 7 < 5%
SSE PLC EUROPE 7 2.7 2,500,000 0 > 95%
STANDARD CHARTERED B= ANK EUROPE Y 12 11.3 75,000,000 12 > 95%
STANDARD LIFE ASSURA= NCE LIMITED EUROPE Y 1 0.3 2,500,000 0 > 95%
STANDARD PACIFIC COR= P. AMERICAS Y 9 7.3 10,000,000 2 < 5%
STANLEY BLACK & = DECKER, INC. AMERICAS 6 4.3 5,000,000 1 < 5%
STAPLES, INC. AMERICAS Y 12 9.3 50,000,000 10 < 5%
STARWOOD HOTELS &= ; RESORTS WORLDWIDE, INC. AMERICAS Y 9 7.0 20,000,000 5 < 5%
STATE BANK OF INDIA<= /td> ASIA EX-JAPAN Y 9 6.0 7,500,000 1 > 95%
STATE OF CALIFORNIA<= /td> AMERICAS Y 2 1.0 2,500,000 0 > 95%
STATE OF CONNECTICUT= AMERICAS Y 1 0.3 2,500,000 0 > 95%
STATE OF FLORIDA AMERICAS Y 2 0.7 2,500,000 0 > 95%
STATE OF ILLINOIS AMERICAS Y 1 1.0 2,500,000 0 > 95%
STATE OF ISRAEL SOVEREIGN Y 10 6.0 20,000,000 2 > 95%
STATE OF MICHIGAN AMERICAS Y 1 0.3 2,500,000 0 > 95%
STATE OF NEW JERSEY<= /td> AMERICAS Y 3 1.7 2,500,000 0 > 95%
STATE OF QATAR SOVEREIGN Y 13 8.0 15,000,000 2 > 95%
STATE OF TEXAS AMERICAS Y 2 1.3 2,500,000 0 > 95%
STATOIL ASA EUROPE Y 5 2.3 7,500,000 2 > 95%
STENA AKTIEBOLAG EUROPE Y 11 10.0 20,000,000 8 > 95%
STMICROELECTRONICS N= .V. EUROPE Y 10 7.0 12,500,000 6 > 95%
STORA ENSO OYJ EUROPE Y 13 9.3 17,500,000 4 > 95%
SUEDZUCKER AKTIENGES= ELLSCHAFT MANNHEIM/OCHSENFURT EUROPE Y 11 6.7 10,000,000 3 > 95%
SUMITOMO CHEMICAL CO= MPANY, LIMITED JAPAN Y 8 5.7 10,000,000 2 > 95%
SUMITOMO CORPORATION= JAPAN Y 10 5.7 10,000,000 1 > 95%
SUMITOMO MITSUI BANK= ING CORPORATION JAPAN Y 7 5.0 7,500,000 1 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. JAPAN Y 8 4.7 5,000,000 2 > 95%
SUN HUNG KAI PROPERT= IES LIMITED ASIA EX-JAPAN Y 4 1.7 2,500,000 0 > 95%
SUNCOR ENERGY INC. AMERICAS 7 3.7 5,000,000 1 < 5%
SUNGARD DATA SYSTEMS= INC. AMERICAS Y 3 2.7 2,500,000 1 < 5%
SUNOCO, INC. AMERICAS Y 5 2.7 2,500,000 0 < 5%
SUNRISE COMMUNICATIO= NS HOLDINGS S.A. EUROPE Y 11 8.3 7,500,000 3 > 95%
SUPERVALU INC. AMERICAS Y 10 7.3 10,000,000 3 < 5%
SVENSKA CELLULOSA AK= TIEBOLAGET SCA EUROPE Y 7 3.0 7,500,000 1 > 95%
SVENSKA HANDELSBANKE= N AB EUROPE Y 5 1.7 5,000,000 0 > 95%
SWEDBANK AB EUROPE 3 1.7 2,500,000 0 > 95%
SWEDISH MATCH AB EUROPE Y 4 1.3 2,500,000 0 > 95%
SWIRE PACIFIC LIMITE= D ASIA EX-JAPAN Y 7 2.3 2,500,000 0 > 95%
SWISS REINSURANCE CO= MPANY LTD EUROPE Y 11 7.7 12,500,000 3 > 95%
SWISSCOM LTD. EUROPE 6 3.0 2,500,000 0 > 95%
SYNGENTA AG EUROPE 5 3.0 5,000,000 1 > 95%
TABCORP HOLDINGS LIM= ITED AUSTRALIA NZ Y 5 2.3 2,500,000 0 > 95%
TAISEI CORPORATION JAPAN Y 8 5.7 7,500,000 2 > 95%
TALISMAN ENERGY INC.= AMERICAS 8 5.3 7,500,000 2 < 5%
TARGET CORPORATION AMERICAS Y 10 5.3 15,000,000 2 < 5%
TATE & LYLE PUBL= IC LIMITED COMPANY EUROPE Y 8 4.7 10,000,000 3 > 95%
TDC A/S EUROPE Y 7 5.3 5,000,000 1 > 95%
TE CONNECTIVITY LTD.= AMERICAS 2 0.7 2,500,000 0 < 5%
TECHEM GMBH EUROPE Y 9 6.7 7,500,000 2 > 95%
TECHNIP EUROPE Y 5 3.0 5,000,000 1 > 95%
TECK RESOURCES LIMIT= ED AMERICAS Y 11 9.7 50,000,000 13 < 5%
TELECOM ITALIA SPA EUROPE Y 14 11.7 50,000,000 8 > 95%
TELEFONAKTIEBOLAGET = L M ERICSSON EUROPE Y 7 3.0 5,000,000 1 > 95%
TELEFONICA, S.A. EUROPE Y 12 10.3 50,000,000 8 > 95%
TELEFONOS DE MEXICO,= SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE AMERICAS 3 1.0 2,500,000 0 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT EUROPE Y 11 6.0 12,500,000 3 > 95%
TELEKOM MALAYSIA BER= HAD ASIA EX-JAPAN Y 6 2.7 2,500,000 0 > 95%
TELENOR ASA EUROPE Y 8 3.7 10,000,000 2 > 95%
TELIASONERA AKTIEBOL= AG EUROPE Y 9 4.0 7,500,000 2 > 95%
TELSTRA CORPORATION = LIMITED AUSTRALIA NZ Y 11 6.3 5,000,000 1 > 95%
TELUS CORPORATION AMERICAS 5 1.7 2,500,000 1 < 5%
TEMASEK HOLDINGS (PR= IVATE) LIMITED ASIA EX-JAPAN Y 2 0.7 2,500,000 0 > 95%
TEMPLE-INLAND INC. AMERICAS Y 8 4.7 2,500,000 0 < 5%
TENAGA NASIONAL BERH= AD ASIA EX-JAPAN Y 3 1.3 2,500,000 0 > 95%
TENET HEALTHCARE COR= PORATION AMERICAS Y 8 7.0 20,000,000 5 < 5%
TESCO PLC EUROPE Y 12 11.0 100,000,000 29 > 95%
TESORO CORPORATION AMERICAS Y 8 6.3 12,500,000 3 < 5%
TEVA PHARMACEUTICAL = INDUSTRIES LIMITED AMERICAS 2 0.7 2,500,000 0 < 5%
TEXAS INSTRUMENTS IN= CORPORATED AMERICAS 3 1.7 2,500,000 0 < 5%
TEXTRON FINANCIAL CO= RPORATION AMERICAS Y 9 5.0 7,500,000 2 5-25%
TEXTRON INC. AMERICAS 4 3.0 7,500,000 1 < 5%
THALES EUROPE 5 3.0 5,000,000 1 > 95%
THE AES CORPORATION<= /td> AMERICAS Y 9 6.7 7,500,000 2 < 5%
THE ALLSTATE CORPORA= TION AMERICAS Y 9 4.0 5,000,000 1 < 5%
THE BANK OF TOKYO-MI= TSUBISHI UFJ, LTD. JAPAN Y 8 6.0 17,500,000 2 > 95%
THE BLACK & DECK= ER CORPORATION AMERICAS Y 7 2.7 2,500,000 0 < 5%
THE BOEING COMPANY AMERICAS Y 6 4.3 10,000,000 1 < 5%
THE CHUBB CORPORATIO= N AMERICAS Y 8 3.7 7,500,000 1 < 5%
THE CITY OF NEW YORK= AMERICAS Y 0 0.0 2,500,000 0 > 95%
THE CLOROX COMPANY AMERICAS 5 2.7 5,000,000 1 < 5%
THE COCA-COLA COMPAN= Y AMERICAS 8 5.0 7,500,000 1 < 5%
THE DOW CHEMICAL COM= PANY AMERICAS Y 9 7.3 25,000,000 4 < 5%
THE EXPORT-IMPORT BA= NK OF CHINA ASIA EX-JAPAN Y 9 4.3 5,000,000 0 > 95%
THE EXPORT-IMPORT BA= NK OF KOREA ASIA EX-JAPAN Y 9 5.3 5,000,000 0 > 95%
THE GAP, INC. AMERICAS Y 7 5.3 17,500,000 3 < 5%
THE GOLDMAN SACHS GR= OUP, INC. AMERICAS Y 14 10.3 50,000,000 5 < 5%
THE GOODYEAR TIRE &a= mp; RUBBER COMPANY AMERICAS Y 11 8.7 12,500,000 3 < 5%
THE HARTFORD FINANCI= AL SERVICES GROUP, INC. AMERICAS Y 11 6.7 12,500,000 2 < 5%
THE HERSHEY COMPANY<= /td> AMERICAS 7 2.3 2,500,000 0 < 5%
THE HERTZ CORPORATIO= N AMERICAS Y 9 8.0 17,500,000 3 5-25%
THE HILLSHIRE BRANDS= COMPANY AMERICAS Y 6 3.3 5,000,000 1 < 5%
THE HOME DEPOT, INC.= AMERICAS Y 6 3.7 15,000,000 3 < 5%
THE HONGKONG LAND CO= MPANY, LIMITED ASIA EX-JAPAN Y 4 1.7 2,500,000 0 > 95%
THE INTERPUBLIC GROU= P OF COMPANIES, INC. AMERICAS Y 3 1.7 2,500,000 0 < 5%
THE ISRAEL ELECTRIC CORPORATION LTD. EUROPE Y 5 3.0 2,500,000 1 > 95%
THE KANSAI ELECTRIC = POWER COMPANY, INCORPORATED JAPAN Y 7 3.7 2,500,000 1 > 95%
THE KOREA DEVELOPMEN= T BANK ASIA EX-JAPAN Y 10 4.3 5,000,000 1 > 95%
THE KROGER CO. AMERICAS Y 9 6.0 15,000,000 2 < 5%
THE LUBRIZOL CORPORA= TION AMERICAS 5 2.0 2,500,000 0 < 5%
THE MCCLATCHY COMPAN= Y AMERICAS Y 11 9.0 12,500,000 4 < 5%
THE NEIMAN MARCUS GR= OUP LLC AMERICAS Y 7 3.3 5,000,000 1 < 5%
THE NEW YORK TIMES C= OMPANY AMERICAS Y 9 6.0 12,500,000 3 < 5%
THE NIELSEN COMPANY = B.V. EUROPE Y 8 4.0 2,500,000 0 > 95%
THE PROCTER & GA= MBLE COMPANY AMERICAS Y 10 5.7 15,000,000 1 < 5%
THE RANK GROUP PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
THE ROYAL BANK OF SC= OTLAND PUBLIC LIMITED COMPANY EUROPE Y 15 11.7 50,000,000 8 > 95%
THE RYLAND GROUP, IN= C. AMERICAS Y 9 7.3 15,000,000 4 < 5%
THE SERVICEMASTER CO= MPANY, LLC AMERICAS 2 0.7 2,500,000 0 < 5%
THE SHERWIN-WILLIAMS= COMPANY AMERICAS Y 7 4.3 10,000,000 1 < 5%
THE SOUTHERN COMPANY= AMERICAS 5 1.7 2,500,000 0 < 5%
THE TJX COMPANIES, I= NC. AMERICAS Y 4 2.0 5,000,000 1 < 5%
THE TRAVELERS COMPAN= IES, INC. AMERICAS 2 1.0 5,000,000 1 < 5%
THE WALT DISNEY COMP= ANY AMERICAS Y 7 5.0 10,000,000 1 < 5%
THE WESTERN UNION CO= MPANY AMERICAS 7 5.0 10,000,000 2 < 5%
THE WILLIAMS COMPANI= ES, INC. AMERICAS Y 11 7.0 12,500,000 2 5-25%
THOMSON REUTERS GROU= P LIMITED EUROPE 6 3.0 2,500,000 0 > 95%
THYSSENKRUPP AG EUROPE Y 13 10.7 50,000,000 8 > 95%
TIME WARNER CABLE IN= C. AMERICAS Y 11 8.0 50,000,000 7 < 5%
TIME WARNER INC. AMERICAS Y 10 7.7 15,000,000 2 5-25%
TOKIO MARINE & N= ICHIDO FIRE INSURANCE CO., LTD. JAPAN Y 4 1.3 2,500,000 0 > 95%
TOKYO ELECTRIC POWER COMPANY,INCORPORATED JAPAN Y 6 3.3 2,500,000 1 > 95%
TOLL BROTHERS, INC.<= /td> AMERICAS Y 9 7.0 12,500,000 2 < 5%
TOSHIBA CORPORATION<= /td> JAPAN Y 10 6.0 7,500,000 2 > 95%
TOTAL SA EUROPE Y 11 6.7 10,000,000 2 > 95%
TOYOTA MOTOR CORPORA= TION JAPAN Y 10 6.3 7,500,000 2 > 95%
TOYOTA MOTOR CREDIT CORPORATION JAPAN Y 7 2.3 2,500,000 0 > 95%
TOYS "R" U= S, INC. AMERICAS Y 10 8.3 17,500,000 5 < 5%
TRANE INC. AMERICAS 2 0.7 2,500,000 0 < 5%
TRANSALTA CORPORATIO= N AMERICAS 2 0.7 2,500,000 0 < 5%
TRANSCANADA PIPELINE= S LIMITED AMERICAS 8 4.0 2,500,000 0 < 5%
TRANSOCEAN INC. AMERICAS Y 13 11.0 150,000,000 30 < 5%
TRANSOCEAN WORLDWIDE= INC. AMERICAS 4 2.0 2,500,000 0 < 5%
TRIONISTA HOLDCO GMB= H EUROPE Y 8 4.3 2,500,000 1 > 95%
TRW AUTOMOTIVE INC.<= /td> AMERICAS Y 10 7.0 5,000,000 2 < 5%
TUI AG EUROPE Y 10 7.0 7,500,000 2 > 95%
TVN FINANCE CORPORAT= ION III AB (PUBL) EUROPE Y 9 6.0 7,500,000 2 > 95%
TYCO INTERNATIONAL L= TD. AMERICAS 4 1.7 5,000,000 1 < 5%
TYSON FOODS, INC. AMERICAS Y 9 6.0 15,000,000 3 < 5%
UBM PLC EUROPE 3 1.7 2,500,000 0 > 95%
UBS AG EUROPE Y 14 10.3 50,000,000 6 > 95%
UCB EUROPE Y 7 3.0 2,500,000 1 > 95%
UKRAINE SOVEREIGN Y 14 11.3 20,000,000 6 > 95%
UNIBAIL-RODAMCO SE EUROPE Y 11 6.7 7,500,000 1 > 95%
UNICREDIT BANK AG EUROPE 2 0.7 2,500,000 0 > 95%
UNICREDIT, SOCIETA P= ER AZIONI EUROPE Y 12 11.7 75,000,000 12 > 95%
UNILABS SUBHOLDING A= B (PUBL) EUROPE Y 10 7.7 7,500,000 2 > 95%
UNILEVER N.V. EUROPE Y 12 5.0 7,500,000 1 > 95%
UNION PACIFIC CORPOR= ATION AMERICAS Y 6 3.7 10,000,000 2 < 5%
UNIPOL GRUPPO FINANZ= IARIO S.P.A. EUROPE 1 0.3 2,500,000 0 > 95%
UNISYS CORPORATION AMERICAS Y 6 3.3 2,500,000 1 < 5%
UNITED KINGDOM OF GR= EAT BRITAIN AND NORTHERN IRELAND SOVEREIGN Y 11 7.3 50,000,000 2 > 95%
UNITED MEXICAN STATE= S SOVEREIGN Y 14 12.7 500,000,000 60 > 95%
UNITED OVERSEAS BANK= LIMITED ASIA EX-JAPAN Y 5 1.7 2,500,000 0 > 95%
UNITED PARCEL SERVIC= E, INC. AMERICAS Y 9 5.7 15,000,000 2 < 5%
UNITED RENTALS (NORTH AMERICA), INC. AMERICAS Y 7 6.0 12,500,000 5 < 5%
UNITED STATES CELLUL= AR CORPORATION AMERICAS 3 1.0 2,500,000 0 < 5%
UNITED STATES OF AME= RICA SOVEREIGN Y 7 3.3 10,000,000 1 > 95%
UNITED STATES STEEL CORPORATION AMERICAS Y 11 10.0 50,000,000 13 < 5%
UNITED TECHNOLOGIES CORPORATION AMERICAS 8 4.7 7,500,000 1 < 5%
UNITED UTILITIES PLC= EUROPE Y 11 6.7 12,500,000 2 > 95%
UNITEDHEALTH GROUP INCORPORATED AMERICAS Y 10 4.7 10,000,000 2 < 5%
UNITYMEDIA GMBH EUROPE Y 6 2.0 2,500,000 0 > 95%
UNITYMEDIA KABELBW G= MBH EUROPE Y 11 9.0 20,000,000 5 > 95%
UNIVERSAL CORPORATIO= N AMERICAS 6 2.3 2,500,000 0 < 5%
UNIVERSAL HEALTH SER= VICES, INC. AMERICAS Y 8 6.7 10,000,000 2 5-25%
UNIVISION COMMUNICAT= IONS INC. AMERICAS Y 7 3.7 5,000,000 0 5-25%
UNUM GROUP AMERICAS Y 5 2.3 2,500,000 0 < 5%
UPC HOLDING B.V. EUROPE Y 15 12.0 22,500,000 6 > 95%
UPM-KYMMENE OYJ EUROPE Y 11 7.3 17,500,000 5 > 95%
USG CORPORATION AMERICAS 3 1.3 2,500,000 0 < 5%
UST LLC AMERICAS 8 3.0 2,500,000 0 < 5%
V.F. CORPORATION AMERICAS 4 2.0 2,500,000 1 < 5%
VALE CANADA LIMITED<= /td> AMERICAS 1 0.3 2,500,000 0 < 5%
VALE SA AMERICAS Y 7 4.0 5,000,000 1 > 95%
VALEO EUROPE Y 11 7.7 15,000,000 4 > 95%
VALERO ENERGY CORPOR= ATION AMERICAS Y 11 9.0 50,000,000 5 5-25%
VATTENFALL AKTIEBOLA= G EUROPE Y 8 3.3 7,500,000 1 > 95%
VEDANTA RESOURCES PL= C ASIA EX-JAPAN Y 8 4.3 2,500,000 1 > 95%
VEOLIA ENVIRONNEMENT= EUROPE Y 12 8.3 17,500,000 3 > 95%
VERIZON COMMUNICATIO= NS INC. AMERICAS Y 10 9.0 50,000,000 4 < 5%
VIACOM INC. AMERICAS Y 9 6.0 12,500,000 2 < 5%
VINCI EUROPE Y 10 7.3 12,500,000 4 > 95%
VIRGIN MEDIA FINANCE= PLC EUROPE Y 11 10.3 20,000,000 6 > 95%
VIVENDI EUROPE Y 11 8.0 17,500,000 4 > 95%
VODAFONE GROUP PUBLI= C LIMITED COMPANY EUROPE Y 11 8.3 25,000,000 5 > 95%
VOLKSWAGEN AKTIENGES= ELLSCHAFT EUROPE Y 15 14.0 125,000,000 13 > 95%
VORNADO REALTY L.P.<= /td> AMERICAS Y 8 4.3 5,000,000 1 5-25%
VOUGEOT BIDCO P.L.C.= EUROPE Y 11 6.0 5,000,000 2 > 95%
VULCAN MATERIALS COM= PANY AMERICAS Y 7 4.3 5,000,000 1 5-25%
WAL-MART STORES, INC= . AMERICAS Y 9 5.3 12,500,000 2 5-25%
WASTE MANAGEMENT, IN= C. AMERICAS 7 4.0 5,000,000 1 5-25%
WEATHERFORD INTERNAT= IONAL LTD. AMERICAS Y 12 9.7 50,000,000 10 < 5%
WEATHERFORD INTERNAT= IONAL, LLC AMERICAS 2 0.7 2,500,000 0 < 5%
WEINGARTEN REALTY IN= VESTORS AMERICAS 6 2.3 2,500,000 0 < 5%
WELLS FARGO & CO= MPANY AMERICAS Y 10 8.3 50,000,000 4 < 5%
WENDEL EUROPE Y 11 9.3 12,500,000 4 > 95%
WENDY'S INTERNATIONA= L, LLC AMERICAS 4 1.3 2,500,000 0 < 5%
WESFARMERS LIMITED AUSTRALIA NZ Y 2 0.7 2,500,000 0 > 95%
WESTLB AG EUROPE 2 0.7 2,500,000 0 > 95%
WESTPAC BANKING CORP= ORATION AUSTRALIA NZ Y 8 4.3 12,500,000 2 > 95%
WEYERHAEUSER COMPANY= AMERICAS Y 10 8.3 12,500,000 2 < 5%
WHIRLPOOL CORPORATIO= N AMERICAS Y 11 8.7 50,000,000 4 < 5%
WILLIAMS PARTNERS L.= P. AMERICAS 6 3.0 2,500,000 0 < 5%
WIND ACQUISITION FIN= ANCE S.A. EUROPE Y 12 10.3 17,500,000 8 > 95%
WINDSTREAM CORPORATI= ON AMERICAS Y 9 6.7 10,000,000 3 < 5%
WOLTERS KLUWER N.V.<= /td> EUROPE Y 10 5.3 10,000,000 2 > 95%
WOODSIDE PETROLEUM L= TD. AUSTRALIA NZ Y 6 3.7 5,000,000 1 > 95%
WOOLWORTHS LTD AUSTRALIA NZ Y 5 2.7 2,500,000 0 > 95%
WOORI BANK ASIA EX-JAPAN Y 3 1.3 2,500,000 0 > 95%
WPP 2005 LIMITED EUROPE Y 6 3.3 7,500,000 2 > 95%
WYETH LLC AMERICAS 8 3.3 2,500,000 0 < 5%
WYNDHAM WORLDWIDE CO= RPORATION AMERICAS 4 1.7 2,500,000 0 < 5%
XCEL ENERGY INC. AMERICAS 1 0.3 2,500,000 0 < 5%
XEROX CORPORATION AMERICAS Y 10 8.7 25,000,000 4 < 5%
XLIT LTD. AMERICAS Y 7 5.3 12,500,000 2 < 5%
XSTRATA LIMITED EUROPE 7 2.7 5,000,000 1 > 95%
XTO ENERGY INC. AMERICAS Y 2 0.7 2,500,000 0 < 5%
YORKSHIRE WATER SERV= ICES FINANCE LIMITED EUROPE 4 1.3 2,500,000 0 > 95%
YRC WORLDWIDE INC. AMERICAS 2 0.7 2,500,000 0 < 5%
YUM! BRANDS, INC. AMERICAS Y 9 6.0 15,000,000 2 < 5%
ZURICH INSURANCE COM= PANY LTD EUROPE Y 12 9.0 10,000,000 2 > 95%
21ST CENTURY FOX AME= RICA, INC. AMERICAS Y 8 5.7 15,000,000 2 < 5%
3I GROUP PLC EUROPE Y 3 1.0 2,500,000 0 > 95%
3M COMPANY AMERICAS 4 1.3 2,500,000 0 < 5%
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