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

The sample covers the three month period beginning June 21, 2010 through September 19, 2010

Explanation of data (pdf).

Reference EntityRegionIndex ConstituentTotal Number
of Clearing Dealers
Average Monthly
Clearing Dealers
Average Daily
Notional (USD EQ)
Average Number
Trades/Day
Restructuring %
3I GROUP PLC Europe   14 11.3 10,000,000 2 > 95%
3M COMPANY Americas   15 11.3 12,500,000 3 25-75%
ABB INTERNATIONAL FINANCE LIMITED Europe   17 14.0 25,000,000 4 > 95%
ABBOTT LABORATORIES Americas   14 11.7 12,500,000 2 25-75%
ABN AMRO BANK N.V. Europe   8 4.0 5,000,000 0 > 95%
ABU DHABI Sovereign Y 12 10.0 12,500,000 3 > 95%
ABU DHABI NATIONAL ENERGY COMPANY Europe   12 7.0 5,000,000 1 > 95%
ACCOR Europe Y 17 15.3 50,000,000 5 > 95%
ACE LIMITED Americas Y 16 14.3 50,000,000 6 25-75%
ACOM CO., LTD. Japan   14 11.0 17,500,000 3 > 95%
ADECCO S.A. Europe Y 17 15.3 25,000,000 5 > 95%
ADVANCED MICRO DEVICES, INC. Americas Y 15 13.3 17,500,000 4 < 5%
AEGON N.V. Europe Y 17 17.0 75,000,000 8 > 95%
AEON CO., LTD. Japan Y 9 6.3 7,500,000 1 > 95%
AETNA INC. Americas Y 16 13.7 50,000,000 5 25-75%
AGEAS N.V. Europe   9 4.3 5,000,000 1 > 95%
AGRIUM INC. Americas   16 13.3 22,500,000 4 25-75%
AIR PRODUCTS AND CHEMICALS, INC. Americas   15 11.7 12,500,000 2 25-75%
AK STEEL CORPORATION Americas Y 13 11.7 7,500,000 3 < 5%
AKTIEBOLAGET ELECTROLUX Europe   17 14.7 50,000,000 8 > 95%
AKTIEBOLAGET SKF Europe   9 5.3 5,000,000 1 > 95%
AKTIEBOLAGET VOLVO Europe Y 17 16.0 50,000,000 8 > 95%
AKZO NOBEL N.V. Europe Y 17 16.0 50,000,000 7 > 95%
ALCATEL LUCENT Europe   17 15.0 50,000,000 8 > 95%
ALCATEL-LUCENT USA INC. Americas   15 11.3 12,500,000 3 < 5%
ALCOA INC. Americas Y 17 15.7 75,000,000 12 25-75%
ALL NIPPON AIRWAYS CO., LTD. Japan   12 7.7 5,000,000 1 > 95%
ALLEGHENY ENERGY SUPPLY COMPANY, LLC Americas   15 13.7 12,500,000 3 < 5%
ALLIANCE & LEICESTER PUBLIC LIMITED COMPANY Europe   12 6.7 7,500,000 1 > 95%
ALLIANCE BOOTS HOLDINGS LIMITED Europe   16 14.3 50,000,000 5 > 95%
ALLIANDER N.V. Europe   13 6.0 7,500,000 1 > 95%
ALLIANZ SE Europe Y 17 15.3 50,000,000 6 > 95%
ALLIED DOMECQ LIMITED Europe   15 10.7 10,000,000 2 > 95%
ALLIED IRISH BANKS PUBLIC LIMITED COMPANY Europe   17 12.3 22,500,000 3 > 95%
ALLIED WASTE NORTH AMERICA, INC. Americas   13 7.0 7,500,000 1 < 5%
ALLTEL CORPORATION Americas   17 14.3 50,000,000 7 25-75%
ALLY FINANCIAL INC. Americas Y 17 15.7 75,000,000 11 25-75%
ALSTOM Europe Y 16 15.7 50,000,000 6 > 95%
ALTADIS SA Europe   16 14.0 50,000,000 4 > 95%
ALTRIA GROUP, INC. Americas Y 16 15.3 75,000,000 12 25-75%
AMBAC FINANCIAL GROUP, INC. Americas   16 13.7 50,000,000 7 25-75%
AMCOR LTD Australia NZ   17 12.0 22,500,000 4 > 95%
AMERICA MOVIL SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   9 5.0 10,000,000 3 > 95%
AMERICAN AXLE & MANUFACTURING, INC. Americas Y 17 15.3 50,000,000 7 25-75%
AMERICAN ELECTRIC POWER COMPANY, INC. Americas Y 16 14.0 50,000,000 5 25-75%
AMERICAN EXPRESS COMPANY Americas Y 17 15.3 75,000,000 8 25-75%
AMERICAN GENERAL FINANCE CORPORATION Americas   14 10.3 12,500,000 2 25-75%
AMERICAN INTERNATIONAL GROUP, INC. Americas Y 17 16.7 100,000,000 15 25-75%
AMERISOURCEBERGEN CORPORATION Americas   16 10.7 15,000,000 4 5-25%
AMGEN INC. Americas Y 17 14.0 50,000,000 5 25-75%
AMKOR TECHNOLOGY, INC. Americas Y 14 11.7 10,000,000 3 < 5%
AMP GROUP HOLDINGS LIMITED Australia NZ   13 9.3 5,000,000 1 > 95%
AMR CORPORATION Americas Y 11 10.3 7,500,000 2 < 5%
ANADARKO PETROLEUM CORPORATION Americas Y 16 15.3 100,000,000 17 5-25%
ANGEL LUX COMMON S.A. Europe   14 10.0 12,500,000 2 > 95%
ANGLO AMERICAN PLC Europe Y 17 15.3 75,000,000 10 > 95%
ANGLO IRISH BANK CORPORATION LIMITED Europe   15 10.0 10,000,000 2 > 95%
ANHEUSER-BUSCH COMPANIES, INC. Americas   15 12.3 50,000,000 6 25-75%
AON CORPORATION Americas   15 13.7 20,000,000 4 25-75%
APACHE CORPORATION Americas   16 13.3 50,000,000 6 25-75%
ARAB REPUBLIC OF EGYPT Sovereign   12 7.3 5,000,000 1 > 95%
ARAMARK CORPORATION Americas Y 15 12.7 7,500,000 2 25-75%
ARCELORMITTAL Europe Y 17 17.0 125,000,000 14 > 95%
ARCHER-DANIELS-MIDLAND COMPANY Americas   16 13.7 17,500,000 5 25-75%
ARCHSTONE Americas   13 7.3 5,000,000 1 75-95%
ARGENTINE REPUBLIC Sovereign Y 13 12.7 100,000,000 11 > 95%
ARROW ELECTRONICS, INC. Americas Y 15 14.7 75,000,000 10 25-75%
ARVINMERITOR, INC. Americas Y 16 15.0 25,000,000 6 25-75%
ASHLAND INC. Americas   16 10.3 7,500,000 2 25-75%
ASSA ABLOY AB Europe   12 8.3 7,500,000 1 > 95%
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI Europe Y 17 15.7 50,000,000 7 > 95%
ASSURED GUARANTY CORP. Americas   16 12.3 20,000,000 4 5-25%
ASSURED GUARANTY MUNICIPAL CORP. Americas   17 15.3 75,000,000 9 25-75%
ASTRAZENECA PLC Europe   14 11.7 12,500,000 2 > 95%
AT&T CORP. Americas   14 8.7 7,500,000 2 25-75%
AT&T INC. Americas Y 17 16.7 75,000,000 9 25-75%
AT&T MOBILITY LLC Americas Y 15 13.3 17,500,000 3 25-75%
ATLANTIA S.P.A. Europe   17 14.7 25,000,000 4 > 95%
ATLAS COPCO AKTIEBOLAG Europe   13 8.0 5,000,000 1 > 95%
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED Australia NZ   15 13.3 20,000,000 2 > 95%
AUTOZONE, INC. Americas Y 16 15.3 75,000,000 11 25-75%
AVALONBAY COMMUNITIES, INC. Americas   14 10.3 12,500,000 3 25-75%
AVIS BUDGET CAR RENTAL, LLC Americas Y 13 11.0 7,500,000 2 < 5%
AVIS BUDGET GROUP, INC. Americas   16 13.7 25,000,000 5 25-75%
AVIVA PLC Europe Y 17 15.0 50,000,000 6 > 95%
AVNET, INC. Americas Y 16 14.3 50,000,000 6 25-75%
AVON PRODUCTS, INC. Americas   15 12.7 20,000,000 5 25-75%
AXA Europe Y 17 16.0 75,000,000 8 > 95%
BAA FUNDING LIMITED Europe   17 14.3 50,000,000 5 > 95%
BAE SYSTEMS PLC Europe Y 17 16.0 50,000,000 6 > 95%
BAKER HUGHES INCORPORATED Americas   14 9.0 12,500,000 3 25-75%
BANCA ITALEASE S.P.A. Europe   12 7.0 5,000,000 0 > 95%
BANCA MONTE DEI PASCHI DI SIENA S.P.A. Europe Y 17 16.0 75,000,000 7 > 95%
BANCA NAZIONALE DEL LAVORO S.P.A. Europe   6 2.7 2,500,000 0 > 95%
BANCA POPOLARE DI MILANO SOC. COOP. A R.L. Europe   12 6.7 7,500,000 1 > 95%
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA Europe Y 17 16.7 150,000,000 15 > 95%
BANCO COMERCIAL PORTUGUES, S.A. Europe   17 16.0 50,000,000 5 > 95%
BANCO DE SABADELL, S.A. Europe   11 8.3 15,000,000 2 > 95%
BANCO ESPIRITO SANTO, S.A. Europe Y 17 16.0 75,000,000 10 > 95%
BANCO POPOLARE SOCIETA COOPERATIVA Europe   14 10.0 20,000,000 3 > 95%
BANCO POPULAR ESPANOL, S.A. Europe   11 9.0 10,000,000 2 > 95%
BANCO SANTANDER, S.A. Europe Y 17 16.3 125,000,000 14 > 95%
BANK OF AMERICA CORPORATION Americas   17 16.3 200,000,000 24 25-75%
BANK OF CHINA LIMITED Asia Ex-Japan   13 8.7 5,000,000 1 > 95%
BANK OF SCOTLAND PLC Europe Y 17 15.3 50,000,000 6 > 95%
BANQUE CENTRALE DE TUNISIE Europe Y 11 5.0 2,500,000 0 > 95%
BARCLAYS BANK PLC Europe Y 16 15.0 100,000,000 9 > 95%
BARRICK GOLD CORPORATION Americas Y 15 13.7 17,500,000 4 25-75%
BASF SE Europe Y 17 16.0 50,000,000 6 > 95%
BASF SPECIALTY CHEMICALS HOLDING LLC Europe   17 11.7 12,500,000 2 > 95%
BAUSCH & LOMB INCORPORATED Americas   14 11.7 10,000,000 2 25-75%
BAWAG P.S.K. BANK FUER ARBEIT UND WIRTSCHAFT UND OESTERREICHISCHE POSTSPARKASSE AKTIENGESELLSCHAFT Europe   5 2.3 2,500,000 0 > 95%
BAXTER INTERNATIONAL INC. Americas Y 15 13.0 25,000,000 4 5-25%
BAYER AKTIENGESELLSCHAFT Europe Y 17 15.7 50,000,000 6 > 95%
BAYERISCHE LANDESBANK Europe   14 8.3 7,500,000 1 > 95%
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT Europe Y 17 16.7 100,000,000 12 > 95%
BCE INC. Americas   13 9.0 12,500,000 2 25-75%
BEAZER HOMES USA, INC. Americas Y 16 15.0 50,000,000 7 < 5%
BELLSOUTH CORPORATION Americas   16 13.7 22,500,000 6 75-95%
BELO CORP. Americas Y 16 14.7 50,000,000 8 25-75%
BERKSHIRE HATHAWAY INC. Americas   17 15.0 75,000,000 9 25-75%
BERTELSMANN AG Europe Y 17 16.0 50,000,000 8 > 95%
BEST BUY CO., INC. Americas   13 8.3 5,000,000 1 25-75%
BHP BILLITON LIMITED Australia NZ   17 15.7 75,000,000 13 > 95%
BLOCK FINANCIAL LLC Americas   16 14.3 75,000,000 10 25-75%
BNP PARIBAS Europe Y 17 14.3 50,000,000 6 > 95%
BOEING CAPITAL CORPORATION Americas Y 16 14.0 50,000,000 6 25-75%
BOLIVARIAN REPUBLIC OF VENEZUELA Sovereign Y 15 14.3 125,000,000 13 > 95%
BOMBARDIER CAPITAL INC. Americas   11 6.7 5,000,000 1 75-95%
BOMBARDIER INC. Americas Y 17 15.0 50,000,000 8 25-75%
BORGWARNER INC. Americas   16 14.7 50,000,000 5 25-75%
BOSTON PROPERTIES LIMITED PARTNERSHIP Americas Y 15 12.3 15,000,000 3 25-75%
BOSTON SCIENTIFIC CORPORATION Americas   16 14.3 75,000,000 9 25-75%
BOUYGUES Europe Y 15 13.3 22,500,000 4 > 95%
BOYD GAMING CORPORATION Americas Y 14 12.7 15,000,000 5 < 5%
BP P.L.C. Europe Y 17 16.0 125,000,000 25 > 95%
BRIDGESTONE CORPORATION Japan   8 6.3 7,500,000 1 > 95%
BRISTOL-MYERS SQUIBB COMPANY Americas Y 16 14.0 50,000,000 5 25-75%
BRITISH AIRWAYS PLC Europe   17 15.3 50,000,000 8 > 95%
BRITISH AMERICAN TOBACCO P.L.C. Europe Y 17 15.3 50,000,000 6 > 95%
BRITISH ENERGY BOND FINANCE PLC Europe   6 3.0 2,500,000 0 > 95%
BRITISH SKY BROADCASTING GROUP PLC Europe   16 13.7 50,000,000 7 > 95%
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY Europe Y 17 16.7 100,000,000 13 > 95%
BROOKFIELD ASSET MANAGEMENT INC. Americas   12 6.0 5,000,000 1 75-95%
BRUNSWICK CORPORATION Americas Y 16 14.7 50,000,000 9 25-75%
BUNGE LIMITED FINANCE CORP. Americas   12 8.7 12,500,000 1 25-75%
BURLINGTON NORTHERN SANTA FE, LLC Americas Y 16 14.0 25,000,000 5 25-75%
CA, INC. Americas   15 12.0 50,000,000 6 25-75%
CABLE & WIRELESS LIMITED Europe Y 17 14.7 50,000,000 13 > 95%
CABLE & WIRELESS WORLDWIDE PLC Europe Y 17 14.7 50,000,000 13 > 95%
CADBURY HOLDINGS LIMITED Europe Y 15 13.3 25,000,000 4 > 95%
CAIXA D'ESTALVIS I PENSIONS DE BARCELONA Europe   12 8.7 7,500,000 1 > 95%
CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE, BANCAJA Europe   11 5.3 5,000,000 1 > 95%
CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID Europe   11 7.3 7,500,000 1 > 95%
CAMPBELL SOUP COMPANY Americas Y 15 13.0 50,000,000 5 25-75%
CANADIAN NATIONAL RAILWAY COMPANY Americas   11 7.3 7,500,000 1 25-75%
CANADIAN NATURAL RESOURCES LIMITED Americas Y 15 13.0 25,000,000 6 25-75%
CAP GEMINI Europe   15 13.7 22,500,000 4 > 95%
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION Americas Y 15 13.7 50,000,000 5 25-75%
CAPITAL ONE FINANCIAL CORPORATION Americas   16 14.7 50,000,000 7 25-75%
CARDINAL HEALTH, INC. Americas Y 15 13.3 50,000,000 6 25-75%
CARGILL, INCORPORATED Americas   15 12.7 20,000,000 5 25-75%
CARLSBERG BREWERIES A/S Europe   14 8.0 5,000,000 1 > 95%
CARLTON COMMUNICATIONS LIMITED Europe   15 9.7 12,500,000 2 > 95%
CARNIVAL CORPORATION Americas Y 16 14.0 50,000,000 10 25-75%
CARREFOUR Europe Y 16 15.3 50,000,000 7 > 95%
CASINO GUICHARD-PERRACHON Europe Y 17 16.0 75,000,000 8 > 95%
CATERPILLAR FINANCIAL SERVICES CORPORATION Americas   14 11.0 15,000,000 3 25-75%
CATERPILLAR INC. Americas Y 15 14.0 50,000,000 6 5-25%
CATHAY FINANCIAL HOLDING CO., LTD. Asia Ex-Japan   8 4.3 2,500,000 0 > 95%
CBS CORPORATION Americas Y 16 15.3 75,000,000 13 25-75%
CELESTICA INC. Americas Y 13 8.7 5,000,000 1 < 5%
CENTERPOINT ENERGY RESOURCES CORP. Americas   14 8.7 5,000,000 1 25-75%
CENTERPOINT ENERGY, INC. Americas   15 11.7 12,500,000 3 5-25%
CENTEX CORPORATION Americas   17 15.0 75,000,000 12 25-75%
CENTRICA PLC Europe Y 17 15.7 50,000,000 5 > 95%
CENTURYLINK, INC. Americas Y 16 15.7 75,000,000 11 25-75%
CHESAPEAKE ENERGY CORPORATION Americas Y 15 14.0 50,000,000 8 < 5%
CHEVRON CORPORATION Americas   14 10.7 12,500,000 2 25-75%
CHINA DEVELOPMENT BANK CORPORATION Asia Ex-Japan   9 6.3 2,500,000 0 > 95%
CIGNA CORPORATION Americas Y 15 12.3 17,500,000 4 25-75%
CINERGY CORP. Americas   9 4.7 2,500,000 1 25-75%
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE Europe   16 12.7 7,500,000 1 > 95%
CISCO SYSTEMS, INC. Americas Y 14 10.0 10,000,000 1 5-25%
CITIGROUP INC. Americas   16 15.7 175,000,000 19 5-25%
CLARIANT AG Europe   17 15.7 100,000,000 10 > 95%
CLEAR CHANNEL COMMUNICATIONS, INC. Americas Y 17 15.7 75,000,000 11 25-75%
CMS ENERGY CORPORATION Americas Y 16 13.7 20,000,000 4 < 5%
CNA FINANCIAL CORPORATION Americas   15 12.3 25,000,000 5 25-75%
CNOOC LIMITED Asia Ex-Japan   11 7.0 2,500,000 1 > 95%
COCA-COLA ENTERPRISES INC. Americas   15 12.7 15,000,000 3 25-75%
CODERE FINANCE (LUXEMBOURG) S.A. Europe   16 14.3 20,000,000 5 > 95%
COGNIS GMBH Europe   15 12.7 17,500,000 3 > 95%
COLES GROUP LIMITED Australia NZ   17 13.7 50,000,000 4 > 95%
COLGATE-PALMOLIVE COMPANY Americas   15 9.0 5,000,000 1 25-75%
COLT TELECOM GROUP LIMITED Europe   12 7.3 7,500,000 1 > 95%
COMCAST CABLE COMMUNICATIONS, LLC Americas   15 13.7 50,000,000 9 25-75%
COMCAST CORPORATION Americas Y 15 13.3 20,000,000 3 5-25%
COMMERCIAL METALS COMPANY Americas   15 11.3 10,000,000 3 75-95%
COMMERZBANK AKTIENGESELLSCHAFT Europe Y 17 16.0 75,000,000 9 > 95%
COMMONWEALTH BANK OF AUSTRALIA Australia NZ   15 12.3 17,500,000 2 > 95%
COMMONWEALTH OF AUSTRALIA Sovereign   13 11.3 50,000,000 2 > 95%
COMMUNITY HEALTH SYSTEMS, INC. Americas Y 13 10.7 10,000,000 2 < 5%
COMPAGNIE DE SAINT-GOBAIN Europe Y 17 16.3 75,000,000 10 > 95%
COMPAGNIE FINANCIERE MICHELIN Europe   17 15.7 50,000,000 8 > 95%
COMPASS GROUP PLC Europe Y 17 15.7 50,000,000 7 > 95%
COMPUTER SCIENCES CORPORATION Americas Y 16 15.0 75,000,000 12 25-75%
CONAGRA FOODS, INC. Americas Y 15 14.0 50,000,000 7 25-75%
CONOCOPHILLIPS Americas Y 15 14.0 50,000,000 5 25-75%
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. Americas   15 9.3 7,500,000 2 25-75%
CONSTELLATION BRANDS, INC. Americas Y 15 14.0 15,000,000 3 < 5%
CONSTELLATION ENERGY GROUP, INC. Americas Y 16 15.7 50,000,000 7 25-75%
CONTINENTAL AKTIENGESELLSCHAFT Europe   17 16.3 125,000,000 14 > 95%
CON-WAY INC. Americas   15 12.3 20,000,000 4 25-75%
COOPER TIRE & RUBBER COMPANY Americas Y 17 13.7 17,500,000 4 25-75%
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. Europe   17 14.3 50,000,000 4 > 95%
CORNING INCORPORATED Americas   15 12.0 22,500,000 5 5-25%
CORUS GROUP LIMITED Europe   15 11.3 15,000,000 3 > 95%
COSTCO WHOLESALE CORPORATION Americas   14 11.3 10,000,000 3 25-75%
COVIDIEN LTD. Americas   15 10.3 5,000,000 3 75-95%
COX COMMUNICATIONS, INC. Americas Y 16 14.7 50,000,000 8 25-75%
CREDIT AGRICOLE SA Europe Y 16 15.0 50,000,000 5 > 95%
CREDIT SUISSE (USA), INC. Americas   8 5.3 5,000,000 1 25-75%
CREDIT SUISSE GROUP LTD Europe Y 17 16.3 75,000,000 7 > 95%
CROWN LIMITED Australia NZ   15 11.0 17,500,000 3 > 95%
CSC HOLDINGS, LLC Americas Y 15 13.0 12,500,000 3 < 5%
CSR LIMITED Australia NZ   15 10.3 12,500,000 2 > 95%
CSX CORPORATION Americas Y 15 14.3 50,000,000 8 25-75%
CUMMINS INC. Americas   15 11.7 12,500,000 3 5-25%
CVS CAREMARK CORPORATION Americas Y 16 14.0 50,000,000 6 5-25%
CYTEC INDUSTRIES INC. Americas   16 13.3 22,500,000 6 25-75%
CZECH REPUBLIC Sovereign Y 15 10.7 7,500,000 1 > 95%
D.R. HORTON, INC. Americas   16 14.7 50,000,000 9 5-25%
DAIMLER AG Europe Y 17 16.7 100,000,000 15 > 95%
DANAHER CORPORATION Americas   12 9.0 10,000,000 2 25-75%
DANONE Europe Y 14 13.0 22,500,000 4 > 95%
DANSKE BANK A/S Europe   11 8.3 7,500,000 1 > 95%
DARDEN RESTAURANTS, INC. Americas Y 16 15.0 50,000,000 8 25-75%
DBS BANK LTD. Asia Ex-Japan   13 7.7 5,000,000 1 > 95%
DEAN FOODS COMPANY Americas Y 16 13.0 12,500,000 3 < 5%
DEERE & COMPANY Americas Y 15 12.7 50,000,000 5 25-75%
DELHAIZE AMERICA, INC. Americas   16 11.7 22,500,000 5 25-75%
DELL INC. Americas Y 15 12.0 25,000,000 5 25-75%
DELUXE CORPORATION Americas   12 7.3 5,000,000 1 75-95%
DEUTSCHE BAHN AKTIENGESELLSCHAFT Europe Y 12 10.3 5,000,000 1 > 95%
DEUTSCHE BANK AKTIENGESELLSCHAFT Europe Y 17 16.3 125,000,000 12 > 95%
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT Europe   17 16.0 75,000,000 10 > 95%
DEUTSCHE POST AG Europe Y 17 14.3 20,000,000 3 > 95%
DEUTSCHE TELEKOM AG Europe Y 17 16.7 125,000,000 14 > 95%
DEVELOPERS DIVERSIFIED REALTY CORPORATION Americas   9 5.7 7,500,000 1 5-25%
DEVON ENERGY CORPORATION Americas Y 16 15.0 50,000,000 7 25-75%
DEXIA CREDIT LOCAL Europe   13 9.3 10,000,000 2 > 95%
DIAGEO PLC Europe Y 16 13.7 25,000,000 4 > 95%
DIAMOND OFFSHORE DRILLING, INC. Americas   16 11.3 15,000,000 3 25-75%
DILLARD'S, INC. Americas Y 15 13.3 17,500,000 5 < 5%
DIRECTV HOLDINGS LLC Americas Y 16 14.0 17,500,000 4 < 5%
DISH DBS CORPORATION Americas Y 14 12.7 17,500,000 5 < 5%
DNB NOR BANK ASA Europe   9 5.0 5,000,000 1 > 95%
DOLE FOOD COMPANY, INC. Americas Y 12 10.7 7,500,000 2 < 5%
DOMINION RESOURCES, INC. Americas Y 16 15.0 50,000,000 6 25-75%
DOMTAR CORPORATION Americas Y 16 15.0 50,000,000 7 25-75%
DONG ENERGY A/S Europe   12 7.3 7,500,000 1 > 95%
DOVER CORPORATION Americas   10 5.7 5,000,000 1 25-75%
DP WORLD LIMITED Europe   9 4.3 2,500,000 0 > 95%
DPL INC. Americas   13 8.3 5,000,000 2 < 5%
DSG INTERNATIONAL PLC Europe   17 16.3 50,000,000 8 > 95%
DTE ENERGY COMPANY Americas   16 13.0 15,000,000 3 25-75%
DUBAI Europe   13 8.7 7,500,000 1 > 95%
DUKE ENERGY CAROLINAS, LLC Americas Y 16 13.3 22,500,000 4 25-75%
DUKE REALTY LIMITED PARTNERSHIP Americas   13 9.0 7,500,000 1 25-75%
DYNEGY HOLDINGS INC. Americas Y 14 12.3 50,000,000 6 < 5%
E. I. DU PONT DE NEMOURS AND COMPANY Americas Y 16 15.0 50,000,000 5 25-75%
E.ON AG Europe Y 17 16.0 50,000,000 6 > 95%
EASTMAN CHEMICAL COMPANY Americas Y 17 15.7 50,000,000 8 25-75%
EASTMAN KODAK COMPANY Americas Y 16 14.3 50,000,000 7 25-75%
EATON CORPORATION Americas   14 9.0 7,500,000 2 25-75%
EDISON S.P.A. Europe Y 17 13.3 17,500,000 3 > 95%
EDP - ENERGIAS DE PORTUGAL, S.A. Europe Y 17 15.0 50,000,000 5 > 95%
EIRCOM LIMITED Europe   7 5.0 5,000,000 1 > 95%
EL PASO CORPORATION Americas Y 15 14.3 50,000,000 6 < 5%
ELECTRICITE DE FRANCE Europe Y 17 15.7 50,000,000 6 > 95%
ELI LILLY AND COMPANY Americas   15 12.3 12,500,000 3 25-75%
ELISA OYJ Europe   11 6.3 10,000,000 2 > 95%
EMBARQ CORPORATION Americas   16 14.3 50,000,000 8 25-75%
EMERSON ELECTRIC CO. Americas   11 7.0 5,000,000 1 25-75%
EMI GROUP LIMITED Europe   15 13.0 17,500,000 4 > 95%
ENBRIDGE ENERGY PARTNERS, L.P. Americas   9 4.7 2,500,000 1 25-75%
ENBRIDGE INC. Americas   15 10.7 12,500,000 2 25-75%
ENBW ENERGIE BADEN-WUERTTEMBERG AG Europe Y 17 15.3 17,500,000 2 > 95%
ENCANA CORPORATION Americas   15 12.0 20,000,000 5 25-75%
ENDESA, S.A. Europe   16 15.0 50,000,000 5 > 95%
ENECO HOLDING N.V. Europe   13 6.3 2,500,000 0 > 95%
ENEL S.P.A. Europe Y 17 17.0 75,000,000 9 > 95%
ENERGY FUTURE HOLDINGS CORP. Americas Y 16 15.3 50,000,000 8 25-75%
ENERGY TRANSFER PARTNERS, L.P. Americas   14 12.0 7,500,000 2 25-75%
ENI S.P.A. Europe   16 11.7 15,000,000 2 > 95%
ENTERGY CORPORATION Americas   16 13.3 20,000,000 4 25-75%
ENTERPRISE PRODUCTS OPERATING LLC Americas   14 9.7 12,500,000 2 25-75%
EOP OPERATING LIMITED PARTNERSHIP Americas   15 12.7 20,000,000 4 75-95%
ERAC USA FINANCE LLC Americas   7 3.0 2,500,000 0 75-95%
ERC IRELAND FINANCE LIMITED Europe Y 17 12.3 17,500,000 4 > 95%
ERP OPERATING LIMITED PARTNERSHIP Americas Y 14 12.0 12,500,000 2 25-75%
ERSTE GROUP BANK AG Europe   10 7.3 7,500,000 1 > 95%
ESSENT N.V. Europe   14 7.0 7,500,000 1 > 95%
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V. Europe Y 17 15.7 75,000,000 8 > 95%
EVEREST REINSURANCE HOLDINGS, INC. Americas   12 7.7 5,000,000 1 75-95%
EVONIK DEGUSSA GMBH Europe   16 14.7 50,000,000 6 > 95%
EXELON CORPORATION Americas   15 13.0 12,500,000 2 25-75%
EXELON GENERATION COMPANY, LLC Americas   16 13.3 25,000,000 4 25-75%
EXPEDIA, INC. Americas   17 15.3 50,000,000 8 25-75%
EXPERIAN FINANCE PLC Europe Y 16 14.3 50,000,000 6 > 95%
EXXON MOBIL CORPORATION Americas   13 9.3 7,500,000 1 25-75%
FAIRFAX FINANCIAL HOLDINGS LIMITED Americas Y 15 10.7 5,000,000 1 5-25%
FAIRFAX MEDIA LIMITED Australia NZ   10 5.7 5,000,000 1 > 95%
FCE BANK PLC Europe   14 12.7 15,000,000 3 > 95%
FEDERAL REPUBLIC OF GERMANY Sovereign Y 15 14.3 275,000,000 9 > 95%
FEDERATIVE REPUBLIC OF BRAZIL Sovereign Y 16 14.7 350,000,000 29 > 95%
FEDEX CORPORATION Americas   15 12.7 12,500,000 3 25-75%
FIAT S.P.A. Europe   17 15.7 75,000,000 8 > 95%
FINMECCANICA S.P.A. Europe Y 17 15.0 50,000,000 5 > 95%
FIRST DATA CORPORATION Americas Y 16 15.0 75,000,000 14 25-75%
FIRST INDUSTRIAL, L.P. Americas   9 5.7 7,500,000 1 25-75%
FIRSTENERGY CORP. Americas Y 16 15.0 50,000,000 5 25-75%
FKI PLC Europe   15 12.7 22,500,000 4 > 95%
FLEXTRONICS CORPORATION Americas Y 9 5.0 5,000,000 1 < 5%
FLEXTRONICS INTERNATIONAL LTD. Americas Y 16 14.3 22,500,000 6 < 5%
FORD MOTOR COMPANY Americas Y 16 15.0 75,000,000 11 5-25%
FORD MOTOR CREDIT COMPANY LLC Americas   17 14.7 50,000,000 8 25-75%
FOREST OIL CORPORATION Americas Y 13 12.3 12,500,000 3 < 5%
FORTIS BANK Europe   13 7.3 12,500,000 2 > 95%
FORTUM OYJ Europe Y 16 13.7 15,000,000 2 > 95%
FORTUNE BRANDS, INC. Americas Y 16 15.3 50,000,000 7 25-75%
FOSTER'S GROUP LIMITED Australia NZ   15 12.3 15,000,000 3 > 95%
FPL GROUP CAPITAL INC Americas   16 12.7 15,000,000 3 25-75%
FRANCE TELECOM Europe Y 17 16.3 125,000,000 13 > 95%
FREEPORT-MCMORAN COPPER & GOLD INC. Americas   16 13.0 17,500,000 4 < 5%
FREEPORT-MCMORAN CORPORATION Americas   14 9.7 15,000,000 4 25-75%
FREESCALE SEMICONDUCTOR, INC. Americas Y 15 13.0 25,000,000 7 < 5%
FRENCH REPUBLIC Sovereign Y 15 14.3 375,000,000 16 > 95%
FRESENIUS SE Europe   16 14.0 25,000,000 5 > 95%
FRONTIER COMMUNICATIONS CORPORATION Americas Y 17 15.0 50,000,000 9 25-75%
FUJITSU LIMITED Japan   13 8.3 10,000,000 2 > 95%
GANNETT CO., INC. Americas Y 17 16.3 75,000,000 14 25-75%
GAS NATURAL SDG, S.A. Europe Y 17 16.7 75,000,000 9 > 95%
GATX CORPORATION Americas Y 16 14.3 25,000,000 5 25-75%
GDF SUEZ Europe Y 17 16.7 75,000,000 10 > 95%
GECINA Europe   15 13.0 17,500,000 3 > 95%
GENERAL DYNAMICS CORPORATION Americas   14 8.7 10,000,000 2 25-75%
GENERAL ELECTRIC CAPITAL CORPORATION Americas Y 17 16.7 225,000,000 25 5-25%
GENERAL MILLS, INC. Americas Y 15 13.7 50,000,000 5 5-25%
GENTING BHD. Asia Ex-Japan   9 3.3 5,000,000 1 > 95%
GENWORTH FINANCIAL, INC. Americas   16 13.3 25,000,000 6 25-75%
GEORGIA-PACIFIC LLC Americas Y 16 14.7 20,000,000 5 25-75%
GKN HOLDINGS PLC Europe   17 15.7 50,000,000 7 > 95%
GLAXOSMITHKLINE PLC Europe   14 10.3 12,500,000 2 > 95%
GLENCORE INTERNATIONAL AG Europe Y 17 16.7 100,000,000 11 > 95%
GLOBALFOUNDRIES SINGAPORE PTE. LTD. Asia Ex-Japan Y 13 5.3 5,000,000 1 > 95%
GOODRICH CORPORATION Americas Y 15 13.7 50,000,000 6 25-75%
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST Australia NZ   14 9.0 7,500,000 1 > 95%
GROHE HOLDING GMBH Europe   16 14.0 17,500,000 5 > 95%
GROUPE AUCHAN Europe Y 16 14.0 50,000,000 3 > 95%
GS CALTEX CORPORATION Asia Ex-Japan   16 11.0 10,000,000 2 > 95%
H. J. HEINZ COMPANY Americas   17 13.3 25,000,000 6 25-75%
HALLIBURTON COMPANY Americas Y 16 15.0 50,000,000 8 25-75%
HAMMERSON PLC Europe   16 13.7 17,500,000 3 > 95%
HANA BANK Asia Ex-Japan   13 6.3 5,000,000 1 > 95%
HANKYU HANSHIN HOLDINGS, INC. Japan Y 8 4.7 5,000,000 1 > 95%
HANNOVER RUECKVERSICHERUNG AG Europe Y 17 15.7 50,000,000 8 > 95%
HANSON LIMITED Europe   17 15.0 50,000,000 5 > 95%
HARRAH'S OPERATING COMPANY, INC. Americas Y 16 15.3 75,000,000 12 25-75%
HASBRO, INC. Americas   15 11.3 17,500,000 4 25-75%
HAVAS Europe   14 12.7 12,500,000 3 > 95%
HCA INC. Americas Y 15 14.0 50,000,000 6 25-75%
HCP, INC. Americas   15 12.7 15,000,000 4 25-75%
HEALTH CARE REIT, INC. Americas   11 7.3 7,500,000 1 25-75%
HEALTH MANAGEMENT ASSOCIATES, INC. Americas   14 9.3 12,500,000 3 25-75%
HEIDELBERGCEMENT AG Europe   17 15.7 75,000,000 9 > 95%
HEINEKEN N.V. Europe   11 7.7 5,000,000 1 > 95%
HELLENIC REPUBLIC Sovereign Y 16 16.0 200,000,000 16 > 95%
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME Europe Y 17 15.3 75,000,000 10 > 95%
HENKEL AG & CO. KGAA Europe Y 17 14.7 50,000,000 5 > 95%
HESS CORPORATION Americas   16 12.3 22,500,000 5 25-75%
HEWLETT-PACKARD COMPANY Americas Y 16 14.7 50,000,000 7 25-75%
HILTON WORLDWIDE, INC. Americas   13 6.7 15,000,000 3 25-75%
HITACHI, LTD. Japan   12 6.7 5,000,000 1 > 95%
HOLCIM LTD Europe Y 17 15.7 50,000,000 9 > 95%
HONDA MOTOR CO., LTD. Japan   10 8.0 12,500,000 2 > 95%
HONEYWELL INTERNATIONAL INC. Americas Y 16 14.3 25,000,000 4 25-75%
HOSPITALITY PROPERTIES TRUST Americas   10 7.0 7,500,000 1 25-75%
HOST HOTELS & RESORTS, L.P. Americas Y 15 13.0 20,000,000 4 5-25%
HP ENTERPRISE SERVICES, LLC Americas   16 10.7 20,000,000 5 25-75%
HSBC BANK PLC Europe   16 14.0 17,500,000 2 > 95%
HSBC FINANCE CORPORATION Americas   16 14.3 50,000,000 7 25-75%
HUMANA INC. Americas   15 12.3 10,000,000 2 25-75%
HUNTSMAN INTERNATIONAL LLC Americas   13 10.7 5,000,000 2 < 5%
HUSKY ENERGY INC. Americas   14 9.3 7,500,000 2 75-95%
HUTCHISON WHAMPOA LIMITED Asia Ex-Japan Y 17 16.0 50,000,000 8 > 95%
HYUNDAI MOTOR COMPANY Asia Ex-Japan   14 9.3 7,500,000 1 > 95%
IBERDROLA INTERNATIONAL B.V. Americas-Europe   11 6.3 5,000,000 1 > 95%
IBERDROLA, S.A. Europe Y 17 15.7 75,000,000 8 > 95%
ICICI BANK LIMITED Asia Ex-Japan Y 17 12.0 12,500,000 2 > 95%
IDBI BANK LIMITED Asia Ex-Japan   11 7.3 5,000,000 1 > 95%
IHI CORPORATION Japan   3 1.3 2,500,000 0 > 95%
IKB DEUTSCHE INDUSTRIEBANK AKTIENGESELLSCHAFT Europe   8 4.3 2,500,000 0 > 95%
IKON OFFICE SOLUTIONS, INC. Americas   10 7.3 7,500,000 2 < 5%
IMPERIAL CHEMICAL INDUSTRIES LIMITED Europe   16 14.3 22,500,000 4 > 95%
IMPERIAL TOBACCO GROUP PLC Europe   16 15.0 50,000,000 6 > 95%
INDUSTRIAL BANK OF KOREA Asia Ex-Japan   8 5.0 2,500,000 0 > 95%
INEOS GROUP HOLDINGS PLC Europe   15 14.0 22,500,000 5 > 95%
INFINEON TECHNOLOGIES HOLDING B.V. Europe   12 10.0 12,500,000 2 > 95%
ING BANK N.V. Europe   15 14.0 50,000,000 4 > 95%
ING VERZEKERINGEN N.V. Europe   15 11.0 12,500,000 1 > 95%
INGERSOLL-RAND COMPANY Americas Y 15 12.7 50,000,000 6 25-75%
INTELSAT S.A. Americas Y 15 12.3 17,500,000 4 25-75%
INTERNATIONAL BUSINESS MACHINES CORPORATION Americas Y 15 13.7 50,000,000 5 25-75%
INTERNATIONAL GAME TECHNOLOGY Americas   13 8.3 7,500,000 1 75-95%
INTERNATIONAL LEASE FINANCE CORPORATION Americas Y 17 16.3 100,000,000 12 25-75%
INTERNATIONAL PAPER COMPANY Americas Y 17 15.7 100,000,000 13 25-75%
INTERNATIONAL POWER PLC Europe   16 13.0 22,500,000 4 > 95%
INTERVAL ACQUISITION CORP. Americas   16 13.7 50,000,000 7 25-75%
INTESA SANPAOLO SPA Europe Y 17 16.3 100,000,000 8 > 95%
INVENSYS PLC Europe   14 10.7 12,500,000 2 > 95%
INVESTOR AKTIEBOLAG Europe   16 11.3 12,500,000 2 > 95%
IRELAND Sovereign Y 15 14.7 175,000,000 11 > 95%
IRISH LIFE & PERMANENT PUBLIC LIMITED COMPANY Europe   12 7.7 5,000,000 1 > 95%
IRON MOUNTAIN INCORPORATED Americas Y 15 12.0 7,500,000 2 < 5%
ISS GLOBAL A/S Europe   14 10.3 7,500,000 1 > 95%
ISS HOLDING A/S Europe   15 13.3 25,000,000 4 > 95%
ISTAR FINANCIAL INC. Americas   16 15.0 75,000,000 11 25-75%
ITOCHU CORPORATION Japan   15 6.3 7,500,000 1 > 95%
ITV PLC Europe   16 14.0 50,000,000 7 > 95%
J SAINSBURY PLC Europe Y 16 15.3 50,000,000 5 > 95%
J. C. PENNEY COMPANY, INC. Americas   16 15.7 75,000,000 11 < 5%
JAPAN Sovereign   15 13.7 150,000,000 13 > 95%
JAPAN TOBACCO INC. Japan   11 6.7 10,000,000 1 > 95%
JEMENA LIMITED Australia NZ   13 8.7 12,500,000 2 > 95%
JFE STEEL CORPORATION Japan   13 8.3 10,000,000 1 > 95%
JOHN DEERE CAPITAL CORPORATION Americas   14 9.7 7,500,000 2 25-75%
JOHNSON & JOHNSON Americas   14 12.3 17,500,000 3 25-75%
JOHNSON CONTROLS, INC. Americas Y 17 13.7 50,000,000 5 25-75%
JOINT STOCK COMMERCIAL BANK - BANK OF MOSCOW (OPEN JOINT STOCK COMPANY) Europe   14 7.3 7,500,000 1 > 95%
JONES APPAREL GROUP, INC. Americas   17 16.0 75,000,000 11 25-75%
JPMORGAN CHASE & CO. Americas   17 16.7 175,000,000 19 25-75%
JSC VTB BANK Europe Y 16 13.0 50,000,000 4 > 95%
JTI (UK) FINANCE PLC Europe Y 14 11.3 12,500,000 2 > 95%
K. HOVNANIAN ENTERPRISES, INC. Americas Y 16 14.3 50,000,000 9 < 5%
KABEL DEUTSCHLAND GMBH Europe   16 13.3 25,000,000 4 > 95%
KAJIMA CORPORATION Japan   11 8.7 7,500,000 1 > 95%
KAWASAKI HEAVY INDUSTRIES, LTD. Japan Y 11 7.0 5,000,000 1 > 95%
KB HOME Americas Y 17 15.0 75,000,000 12 < 5%
KBC BANK Europe   11 7.3 5,000,000 0 > 95%
KELDA GROUP LIMITED Europe   15 12.7 10,000,000 3 > 95%
KELLOGG COMPANY Americas   14 8.7 7,500,000 2 25-75%
KERR-MCGEE CORPORATION Americas   15 13.0 15,000,000 3 25-75%
KIMBERLY-CLARK CORPORATION Americas   16 12.0 20,000,000 4 25-75%
KIMCO REALTY CORPORATION Americas   15 13.3 12,500,000 3 25-75%
KINDER MORGAN ENERGY PARTNERS, L.P. Americas Y 16 14.7 25,000,000 6 25-75%
KINDER MORGAN, INC. Americas   15 13.3 50,000,000 7 25-75%
KINGDOM OF BELGIUM Sovereign Y 16 14.7 125,000,000 8 > 95%
KINGDOM OF DENMARK Sovereign Y 15 11.7 50,000,000 1 > 95%
KINGDOM OF NORWAY Sovereign Y 12 8.0 20,000,000 0 > 95%
KINGDOM OF SPAIN Sovereign Y 17 16.3 550,000,000 32 > 95%
KINGDOM OF SWEDEN Sovereign Y 16 13.3 50,000,000 3 > 95%
KINGDOM OF THAILAND Sovereign Y 16 13.7 25,000,000 4 > 95%
KINGDOM OF THE NETHERLANDS Sovereign Y 15 13.7 75,000,000 3 > 95%
KINGFISHER PLC Europe   17 15.7 50,000,000 7 > 95%
KINTETSU CORPORATION Japan   11 8.3 5,000,000 1 > 95%
KLEPIERRE Europe   10 6.0 7,500,000 1 > 95%
KOBE STEEL, LTD. Japan   12 7.3 7,500,000 1 > 95%
KOHL'S CORPORATION Americas Y 16 14.3 50,000,000 6 25-75%
KONINKLIJKE AHOLD N.V. Europe Y 15 14.0 50,000,000 5 > 95%
KONINKLIJKE DSM N.V. Europe Y 17 16.0 75,000,000 9 > 95%
KONINKLIJKE KPN N.V. Europe Y 17 16.0 75,000,000 10 > 95%
KONINKLIJKE PHILIPS ELECTRONICS N.V. Europe Y 17 16.7 50,000,000 7 > 95%
KOOKMIN BANK Asia Ex-Japan   14 8.7 7,500,000 2 > 95%
KOREA ELECTRIC POWER CORPORATION Asia Ex-Japan   16 11.3 15,000,000 3 > 95%
KRAFT FOODS INC. Americas Y 16 14.7 50,000,000 8 25-75%
KT CORPORATION Asia Ex-Japan   13 8.7 7,500,000 1 > 95%
L-3 COMMUNICATIONS CORPORATION Americas Y 15 11.0 15,000,000 3 < 5%
LADBROKES PLC Europe   16 14.7 50,000,000 5 > 95%
LAFARGE Europe   17 16.7 75,000,000 12 > 95%
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE Europe Y 15 13.0 20,000,000 4 > 95%
LANXESS AKTIENGESELLSCHAFT Europe Y 15 14.7 50,000,000 6 > 95%
LEBANESE REPUBLIC Sovereign Y 10 4.3 5,000,000 1 > 95%
LEGAL & GENERAL GROUP PLC Europe   14 8.7 5,000,000 1 > 95%
LEND LEASE CORPORATION LTD Australia NZ   14 10.7 12,500,000 2 > 95%
LENNAR CORPORATION Americas Y 17 16.0 75,000,000 14 25-75%
LEVEL 3 COMMUNICATIONS, INC. Americas Y 11 9.7 12,500,000 4 < 5%
LEVI STRAUSS & CO. Americas Y 13 12.0 12,500,000 3 < 5%
LEXMARK INTERNATIONAL, INC. Americas   12 6.7 7,500,000 1 75-95%
LIBERTY MEDIA LLC Americas Y 16 14.7 50,000,000 7 25-75%
LIBERTY MUTUAL GROUP INC. Americas   16 12.0 20,000,000 4 75-95%
LIBERTY MUTUAL INSURANCE COMPANY Americas   17 13.3 17,500,000 4 25-75%
LIMITED BRANDS, INC. Americas Y 16 15.3 75,000,000 13 25-75%
LINCOLN NATIONAL CORPORATION Americas   15 13.3 20,000,000 4 25-75%
LINDE AKTIENGESELLSCHAFT Europe Y 17 16.0 50,000,000 8 > 95%
LIZ CLAIBORNE, INC. Americas Y 16 15.3 50,000,000 8 25-75%
LLOYDS TSB BANK PLC Europe   17 15.7 50,000,000 6 > 95%
LOCKHEED MARTIN CORPORATION Americas Y 16 14.3 50,000,000 5 25-75%
LOEWS CORPORATION Americas Y 15 13.7 50,000,000 4 25-75%
LOUISIANA-PACIFIC CORPORATION Americas Y 16 15.0 50,000,000 7 25-75%
LOWE'S COMPANIES, INC. Americas Y 16 14.0 50,000,000 5 25-75%
LVMH MOET HENNESSY LOUIS VUITTON Europe Y 16 15.0 50,000,000 5 > 95%
M.D.C. HOLDINGS, INC. Americas Y 16 13.3 50,000,000 6 25-75%
MACK-CALI REALTY, L.P. Americas   9 5.3 10,000,000 1 5-25%
MACQUARIE BANK LIMITED Australia NZ   16 12.7 17,500,000 3 > 95%
MACY'S RETAIL HOLDINGS, INC. Americas   12 7.0 5,000,000 1 25-75%
MACY'S, INC. Americas Y 16 15.3 100,000,000 14 25-75%
MALAYSIA Sovereign Y 16 14.0 25,000,000 4 > 95%
MAN GROUP PLC Europe   15 10.3 10,000,000 2 > 95%
MANOR CARE, INC. Americas   14 10.7 10,000,000 3 25-75%
MANPOWER INC. Americas   10 4.3 2,500,000 1 > 95%
MARATHON OIL CORPORATION Americas   14 9.7 15,000,000 3 25-75%
MARKS AND SPENCER P.L.C. Europe Y 16 15.3 50,000,000 8 > 95%
MARRIOTT INTERNATIONAL, INC. Americas Y 16 14.7 75,000,000 9 25-75%
MARSH & MCLENNAN COMPANIES, INC. Americas Y 17 14.7 50,000,000 6 25-75%
MARUBENI CORPORATION Japan   11 9.0 7,500,000 1 > 95%
MASCO CORPORATION Americas   16 15.0 75,000,000 12 25-75%
MASSEY ENERGY COMPANY Americas Y 14 11.7 10,000,000 2 < 5%
MATTEL, INC. Americas   15 13.3 20,000,000 5 25-75%
MAYTAG CORPORATION Americas   13 8.7 12,500,000 3 25-75%
MBIA INC. Americas   17 15.7 75,000,000 13 25-75%
MBIA INSURANCE CORPORATION Americas   17 16.0 200,000,000 22 5-25%
MCDONALD'S CORPORATION Americas Y 17 14.7 50,000,000 4 25-75%
MCKESSON CORPORATION Americas Y 15 14.3 50,000,000 6 25-75%
MEADWESTVACO CORPORATION Americas   16 15.3 75,000,000 10 25-75%
MEDCO HEALTH SOLUTIONS, INC. Americas   13 10.0 10,000,000 2 75-95%
MEDIACOM LLC Americas Y 14 10.7 7,500,000 2 < 5%
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI Europe   12 5.7 7,500,000 1 > 95%
MEDTRONIC, INC. Americas   14 11.7 17,500,000 3 25-75%
MERCK & CO., INC. Americas   16 11.0 10,000,000 3 25-75%
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN Europe   11 5.3 5,000,000 1 > 95%
MERCK SHARP & DOHME CORP. Americas   16 11.7 15,000,000 3 25-75%
MERRILL LYNCH & CO., INC. Americas   17 15.3 125,000,000 14 25-75%
METLIFE, INC. Americas Y 16 16.0 100,000,000 13 25-75%
METRO AG Europe Y 17 16.0 50,000,000 7 > 95%
METSO OYJ Europe   17 13.0 17,500,000 3 > 95%
MGIC INVESTMENT CORPORATION Americas   17 15.7 100,000,000 14 25-75%
MGM MIRAGE Americas Y 13 9.0 17,500,000 4 < 5%
MGM RESORTS INTERNATIONAL Americas Y 17 14.3 50,000,000 8 < 5%
MIRANT NORTH AMERICA, LLC Americas Y 13 11.7 10,000,000 3 < 5%
MITSUBISHI CORPORATION Japan   14 10.0 10,000,000 1 > 95%
MITSUBISHI ESTATE COMPANY, LIMITED Japan   13 9.0 7,500,000 1 > 95%
MITSUBISHI HEAVY INDUSTRIES, LTD. Japan   10 5.7 5,000,000 1 > 95%
MITSUI & CO., LTD. Japan   14 10.0 12,500,000 2 > 95%
MITSUI FUDOSAN CO., LTD. Japan Y 11 6.3 7,500,000 1 > 95%
MITSUI O.S.K. LINES, LTD. Japan Y 11 6.3 7,500,000 1 > 95%
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED Japan   8 3.7 2,500,000 0 > 95%
MIZUHO CORPORATE BANK, LTD. Japan   15 12.0 10,000,000 2 > 95%
MMO2 PLC Europe   17 14.3 22,500,000 4 > 95%
MOHAWK INDUSTRIES, INC. Americas   16 14.3 50,000,000 6 25-75%
MOLSON COORS BREWING COMPANY Americas   13 7.0 5,000,000 1 25-75%
MONSANTO COMPANY Americas   15 11.0 7,500,000 2 25-75%
MORGAN STANLEY Americas   17 16.7 175,000,000 21 25-75%
MOTOROLA, INC. Americas Y 16 15.3 50,000,000 9 25-75%
M-REAL OYJ Europe   17 14.7 25,000,000 5 > 95%
MTR CORPORATION LIMITED Asia Ex-Japan   14 8.0 2,500,000 1 > 95%
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN Europe Y 17 15.7 50,000,000 7 > 95%
MURPHY OIL CORPORATION Americas   10 5.0 7,500,000 1 75-95%
NABORS INDUSTRIES, INC. Americas   16 14.7 50,000,000 7 25-75%
NALCO COMPANY Americas Y 15 13.0 10,000,000 3 < 5%
NATIONAL AUSTRALIA BANK LIMITED Australia NZ   15 12.3 20,000,000 2 > 95%
NATIONAL GRID PLC Europe Y 17 15.3 50,000,000 4 > 95%
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION Americas Y 16 14.0 50,000,000 4 25-75%
NATIXIS Europe   10 6.3 5,000,000 1 > 95%
NEC CORPORATION Japan   15 9.3 10,000,000 1 > 95%
NESTLE S.A. Europe Y 17 13.7 17,500,000 3 > 95%
NEW ALBERTSON'S, INC. Americas   16 13.3 50,000,000 4 25-75%
NEW CINGULAR WIRELESS SERVICES, INC. Americas   12 7.7 7,500,000 1 25-75%
NEW ZEALAND Sovereign   11 6.3 7,500,000 1 > 95%
NEWELL RUBBERMAID INC. Americas Y 16 14.3 50,000,000 11 25-75%
NEWMONT MINING CORPORATION Americas   14 10.7 10,000,000 2 25-75%
NEWMONT USA LIMITED Americas   12 7.7 7,500,000 2 75-95%
NEWS AMERICA INCORPORATED Americas Y 15 14.0 50,000,000 8 25-75%
NEXEN INC. Americas   15 12.0 17,500,000 3 25-75%
NEXT PLC Europe Y 16 14.7 50,000,000 5 > 95%
NIPPON PAPER GROUP, INC. Japan   10 6.0 5,000,000 1 > 95%
NIPPON STEEL CORPORATION Japan   11 8.7 10,000,000 2 > 95%
NIPPON YUSEN KABUSHIKI KAISHA Japan Y 11 7.0 7,500,000 1 > 95%
NISOURCE FINANCE CORP. Americas   15 10.7 7,500,000 2 25-75%
NISSAN MOTOR CO., LTD. Japan   14 10.3 15,000,000 2 > 95%
NOBLE CORPORATION Americas   13 8.7 10,000,000 1 25-75%
NOBLE ENERGY, INC. Americas   10 5.3 10,000,000 2 25-75%
NOBLE GROUP LIMITED Asia Ex-Japan   16 12.0 17,500,000 3 > 95%
NOKIA OYJ Europe   17 15.7 50,000,000 5 > 95%
NOMURA SECURITIES CO., LTD. Japan   10 7.3 5,000,000 1 > 95%
NORBORD INC. Americas   15 13.3 22,500,000 5 25-75%
NORDSTROM, INC. Americas Y 16 16.0 75,000,000 9 25-75%
NORFOLK SOUTHERN CORPORATION Americas Y 15 14.0 50,000,000 8 25-75%
NORSKE SKOGINDUSTRIER ASA Europe   17 16.0 50,000,000 11 > 95%
NORTHERN ROCK (ASSET MANAGEMENT) PLC Europe   7 3.7 2,500,000 0 > 95%
NORTHROP GRUMMAN CORPORATION Americas Y 15 12.7 50,000,000 4 25-75%
NOVA CHEMICALS CORPORATION Americas Y 16 13.3 12,500,000 4 < 5%
NOVARTIS AG Europe   15 10.7 12,500,000 2 > 95%
NRG ENERGY, INC. Americas Y 14 11.7 15,000,000 3 < 5%
NUCOR CORPORATION Americas   15 12.7 50,000,000 7 25-75%
NXP B.V. Europe   16 12.7 50,000,000 6 > 95%
OBAYASHI CORPORATION Japan   6 3.0 5,000,000 0 > 95%
OCCIDENTAL PETROLEUM CORPORATION Americas   13 9.7 12,500,000 3 25-75%
ODYSSEY RE HOLDINGS CORP. Americas   13 8.3 10,000,000 2 25-75%
OFFICE DEPOT, INC. Americas   16 14.3 17,500,000 4 25-75%
OLD MUTUAL PUBLIC LIMITED COMPANY Europe   14 12.0 12,500,000 2 > 95%
OLIN CORPORATION Americas   16 14.3 50,000,000 6 25-75%
OMNICARE, INC. Americas   13 8.3 7,500,000 1 < 5%
OMNICOM GROUP INC. Americas Y 16 14.3 50,000,000 7 25-75%
ONEOK PARTNERS, L.P. Americas   14 9.7 7,500,000 2 25-75%
ONEOK, INC. Americas   16 11.7 17,500,000 4 25-75%
ONO FINANCE II PUBLIC LIMITED COMPANY Europe   14 12.3 20,000,000 4 > 95%
ORACLE CORPORATION Americas   11 6.3 5,000,000 1 25-75%
ORIX CORPORATION Japan   14 12.0 20,000,000 4 > 95%
OVERSEA-CHINESE BANKING CORPORATION LIMITED Asia Ex-Japan   8 4.0 2,500,000 1 > 95%
OWENS-ILLINOIS, INC. Americas Y 13 11.0 5,000,000 2 < 5%
PACIFIC GAS AND ELECTRIC COMPANY Americas   15 11.3 7,500,000 1 5-25%
PACKAGING CORPORATION OF AMERICA Americas   15 11.3 22,500,000 4 25-75%
PACTIV CORPORATION Americas   16 14.0 50,000,000 10 25-75%
PARKER DRILLING COMPANY Americas   13 10.3 10,000,000 2 < 5%
PCCW-HKT TELEPHONE LIMITED Asia Ex-Japan   16 12.0 15,000,000 3 > 95%
PEABODY ENERGY CORPORATION Americas   12 9.3 10,000,000 2 5-25%
PEARSON PLC Europe Y 17 16.3 50,000,000 8 > 95%
PEOPLE'S REPUBLIC OF CHINA Sovereign Y 15 13.7 100,000,000 9 > 95%
PEPCO HOLDINGS, INC. Americas   14 10.0 5,000,000 2 25-75%
PEPSICO, INC. Americas   14 10.3 15,000,000 2 25-75%
PERNOD RICARD Europe   16 14.7 50,000,000 5 > 95%
PETROLEO BRASILEIRO S/A PETROBRAS Americas Y 13 9.3 50,000,000 11 > 95%
PETROLEOS DE VENEZUELA, S.A. Americas   9 4.0 2,500,000 0 > 95%
PETROLEOS MEXICANOS Americas Y 17 14.7 75,000,000 9 > 95%
PETROLIAM NASIONAL BERHAD (PETRONAS) Asia Ex-Japan   15 9.7 10,000,000 2 > 95%
PEUGEOT SA Europe   17 15.7 75,000,000 9 > 95%
PFIZER INC. Americas Y 17 12.3 20,000,000 4 25-75%
PHH CORPORATION Americas   11 6.7 7,500,000 1 75-95%
PILKINGTON GROUP LIMITED Europe   16 11.0 7,500,000 2 > 95%
PIONEER CORPORATION Japan   9 4.3 7,500,000 1 > 95%
PIONEER NATURAL RESOURCES COMPANY Americas   14 12.0 20,000,000 4 25-75%
PITNEY BOWES INC. Americas   16 15.0 75,000,000 9 25-75%
POLYONE CORPORATION Americas Y 13 12.0 10,000,000 2 5-25%
PORSCHE AUTOMOBIL HOLDING SE Europe   15 12.0 50,000,000 2 > 95%
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V. Europe Y 17 17.0 125,000,000 17 > 95%
PORTUGUESE REPUBLIC Sovereign Y 16 16.0 225,000,000 13 > 95%
POSCO Asia Ex-Japan   14 11.0 12,500,000 3 > 95%
POTASH CORPORATION OF SASKATCHEWAN INC. Americas   15 11.7 12,500,000 2 25-75%
PPG INDUSTRIES, INC. Americas   16 14.0 50,000,000 6 25-75%
PPL ENERGY SUPPLY, LLC Americas   15 13.3 20,000,000 4 25-75%
PPR Europe Y 17 15.3 50,000,000 7 > 95%
PRAXAIR, INC. Americas   14 9.3 5,000,000 1 5-25%
PRIDE INTERNATIONAL, INC. Americas Y 15 14.0 17,500,000 5 < 5%
PROGRESS ENERGY, INC. Americas Y 16 13.7 17,500,000 4 25-75%
PROLOGIS Americas   14 12.3 20,000,000 4 25-75%
PROMISE CO., LTD. Japan   16 14.3 22,500,000 5 > 95%
PROSIEBENSAT.1 MEDIA AG Europe   13 9.7 12,500,000 2 > 95%
PRUDENTIAL FINANCIAL, INC. Americas   15 12.0 17,500,000 3 25-75%
PRUDENTIAL PUBLIC LIMITED COMPANY Europe   16 12.3 10,000,000 2 > 95%
PSEG POWER LLC Americas   15 10.3 12,500,000 3 25-75%
PUBLICIS GROUPE SA Europe Y 17 16.3 50,000,000 6 > 95%
PUBLISHING AND BROADCASTING LIMITED Australia NZ   3 1.0 2,500,000 0 > 95%
PULTEGROUP, INC. Americas   16 14.3 75,000,000 14 25-75%
QANTAS AIRWAYS LIMITED Australia NZ   16 14.3 50,000,000 7 > 95%
QBE INSURANCE GROUP LIMITED Australia NZ   15 11.3 17,500,000 4 > 95%
QUEST DIAGNOSTICS INCORPORATED Americas Y 16 13.7 50,000,000 6 25-75%
QWEST CAPITAL FUNDING, INC. Americas Y 15 11.7 10,000,000 3 < 5%
QWEST CORPORATION Americas   16 13.3 25,000,000 6 5-25%
R.R. DONNELLEY & SONS COMPANY Americas Y 16 14.7 75,000,000 12 25-75%
RADIAN GROUP INC. Americas Y 17 15.7 100,000,000 14 25-75%
RADIOSHACK CORPORATION Americas Y 17 15.7 75,000,000 8 25-75%
RAIFFEISEN ZENTRALBANK OESTERREICH AKTIENGESELLSCHAFT Europe   12 8.3 7,500,000 1 > 95%
RALLYE Europe   16 14.7 25,000,000 5 > 95%
RAYTHEON COMPANY Americas Y 16 13.3 25,000,000 5 25-75%
REALOGY CORPORATION Americas Y 13 10.7 10,000,000 3 5-25%
REED ELSEVIER PLC Europe Y 16 15.3 50,000,000 6 > 95%
RELIANCE INDUSTRIES LIMITED Asia Ex-Japan   15 10.0 10,000,000 2 > 95%
RENAULT Europe   17 16.3 75,000,000 10 > 95%
RENESAS ELECTRONICS CORPORATION Japan   7 3.0 2,500,000 0 > 95%
RENTOKIL INITIAL 1927 PLC Europe   15 12.0 12,500,000 2 > 95%
RENTOKIL INITIAL PLC Europe   16 14.0 50,000,000 6 > 95%
REPSOL YPF S.A. Europe Y 16 15.0 50,000,000 7 > 95%
REPUBLIC OF AUSTRIA Sovereign Y 16 14.7 175,000,000 7 > 95%
REPUBLIC OF BULGARIA Sovereign Y 17 14.0 20,000,000 3 > 95%
REPUBLIC OF CHILE Sovereign   13 8.7 10,000,000 1 > 95%
REPUBLIC OF COLOMBIA Sovereign Y 16 13.7 50,000,000 5 > 95%
REPUBLIC OF CROATIA Sovereign Y 17 13.0 17,500,000 2 > 95%
REPUBLIC OF ESTONIA Sovereign   6 3.7 2,500,000 0 > 95%
REPUBLIC OF FINLAND Sovereign Y 15 11.3 50,000,000 1 > 95%
REPUBLIC OF HUNGARY Sovereign Y 17 15.3 125,000,000 14 > 95%
REPUBLIC OF ICELAND Sovereign   14 10.7 15,000,000 2 > 95%
REPUBLIC OF INDONESIA Sovereign Y 14 13.7 75,000,000 9 > 95%
REPUBLIC OF ITALY Sovereign Y 17 16.7 675,000,000 29 > 95%
REPUBLIC OF KAZAKHSTAN Sovereign Y 16 12.0 22,500,000 3 > 95%
REPUBLIC OF KOREA Sovereign Y 17 16.0 125,000,000 17 > 95%
REPUBLIC OF LATVIA Sovereign Y 13 9.0 12,500,000 2 > 95%
REPUBLIC OF LITHUANIA Sovereign Y 13 10.0 10,000,000 2 > 95%
REPUBLIC OF PANAMA Sovereign Y 14 11.0 10,000,000 1 > 95%
REPUBLIC OF PERU Sovereign Y 15 13.3 50,000,000 4 > 95%
REPUBLIC OF POLAND Sovereign Y 16 15.7 100,000,000 9 > 95%
REPUBLIC OF SLOVENIA Sovereign   10 5.7 5,000,000 1 > 95%
REPUBLIC OF SOUTH AFRICA Sovereign Y 17 15.7 100,000,000 10 > 95%
REPUBLIC OF THE PHILIPPINES Sovereign Y 16 14.7 125,000,000 12 > 95%
REPUBLIC OF TURKEY Sovereign Y 17 15.3 325,000,000 24 > 95%
REPUBLIC SERVICES, INC. Americas   15 11.0 10,000,000 2 25-75%
RESIDENTIAL CAPITAL, LLC Americas Y 17 14.3 50,000,000 10 25-75%
RESONA BANK, LIMITED Japan   12 7.0 2,500,000 0 > 95%
REXAM PLC Europe   17 14.3 22,500,000 4 > 95%
REXEL DEVELOPPEMENT SAS Europe   11 6.3 7,500,000 1 > 95%
REYNOLDS AMERICAN INC. Americas Y 16 13.7 25,000,000 5 25-75%
RHODIA Europe   15 14.0 50,000,000 5 > 95%
RINKER GROUP LIMITED Australia NZ   5 2.0 2,500,000 0 > 95%
RIO TINTO ALCAN INC. Americas   13 11.3 15,000,000 3 25-75%
RIO TINTO LIMITED Australia NZ   15 14.0 50,000,000 7 > 95%
RIO TINTO PLC Europe   7 3.3 5,000,000 1 > 95%
RITE AID CORPORATION Americas Y 12 11.7 12,500,000 3 < 5%
ROCHE HOLDINGS, INC. Europe   15 8.7 10,000,000 2 > 95%
ROGERS COMMUNICATIONS INC. Americas   10 7.7 5,000,000 1 5-25%
ROHM AND HAAS COMPANY Americas   15 13.3 50,000,000 5 25-75%
ROLLS-ROYCE PLC Europe Y 17 15.7 22,500,000 4 > 95%
ROMANIA Sovereign Y 17 13.7 22,500,000 3 > 95%
ROYAL & SUN ALLIANCE INSURANCE PLC Europe   15 10.7 12,500,000 2 > 95%
ROYAL CARIBBEAN CRUISES LTD. Americas Y 17 16.0 75,000,000 12 < 5%
ROYAL DUTCH SHELL PLC Europe   15 13.3 50,000,000 4 > 95%
RPM INTERNATIONAL INC. Americas   14 10.7 15,000,000 4 25-75%
RRI ENERGY, INC. Americas Y 13 11.0 12,500,000 3 < 5%
RUSSIAN AGRICULTURAL BANK Europe   14 8.3 10,000,000 1 > 95%
RUSSIAN FEDERATION Sovereign Y 17 15.7 175,000,000 17 > 95%
RWE AKTIENGESELLSCHAFT Europe Y 17 16.0 50,000,000 6 > 95%
RYDER SYSTEM, INC. Americas Y 17 15.3 50,000,000 7 25-75%
SABMILLER PLC Europe Y 14 9.0 5,000,000 1 > 95%
SABRE HOLDINGS CORPORATION Americas Y 17 14.7 50,000,000 6 25-75%
SAFEWAY INC. Americas Y 15 15.0 75,000,000 12 25-75%
SAFEWAY LIMITED Europe Y 17 14.7 50,000,000 5 > 95%
SAKS INCORPORATED Americas Y 16 14.0 17,500,000 5 < 5%
SAMSUNG ELECTRONICS CO., LTD. Asia Ex-Japan   14 11.3 12,500,000 3 > 95%
SANMINA-SCI CORPORATION Americas Y 13 12.0 7,500,000 2 < 5%
SANOFI-AVENTIS Europe Y 17 16.0 75,000,000 7 > 95%
SANTANDER UK PLC Europe   14 10.0 7,500,000 1 > 95%
SANYO ELECTRIC CO., LTD. Japan   10 6.3 7,500,000 1 > 95%
SANYO SHINPAN FINANCE CO., LTD. Japan   7 3.7 7,500,000 1 > 95%
SARA LEE CORPORATION Americas Y 17 14.7 75,000,000 12 25-75%
SBERBANK Europe   16 12.7 50,000,000 3 > 95%
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN Europe   14 11.0 12,500,000 2 > 95%
SCANIA AKTIEBOLAG Europe   16 12.3 15,000,000 3 > 95%
SCHLUMBERGER N.V. Americas   14 8.7 5,000,000 1 75-95%
SCHNEIDER ELECTRIC SA Europe   15 12.7 15,000,000 3 > 95%
SCOR SE Europe   17 13.3 15,000,000 3 > 95%
SCOTTISH & NEWCASTLE LIMITED Europe   16 12.0 10,000,000 2 > 95%
SCOTTISH AND SOUTHERN ENERGY PLC Europe   11 6.3 7,500,000 1 > 95%
SEAGATE TECHNOLOGY HDD HOLDINGS Americas   12 7.7 5,000,000 2 < 5%
SEALED AIR CORPORATION Americas   16 13.3 20,000,000 5 25-75%
SEARS ROEBUCK ACCEPTANCE CORP. Americas   16 14.7 50,000,000 7 25-75%
SEAT PAGINE GIALLE S.P.A. Europe   17 14.0 20,000,000 4 > 95%
SECURITAS AB Europe   17 11.0 12,500,000 3 > 95%
SEMPRA ENERGY Americas Y 15 14.3 50,000,000 5 25-75%
SES Europe   16 12.0 22,500,000 3 > 95%
SHARP CORPORATION Japan   11 6.7 7,500,000 1 > 95%
SHAW COMMUNICATIONS INC. Americas   11 6.3 7,500,000 2 25-75%
SIEMENS AKTIENGESELLSCHAFT Europe Y 17 16.7 75,000,000 9 > 95%
SIMON PROPERTY GROUP, L.P. Americas Y 16 14.0 50,000,000 7 25-75%
SINGAPORE TELECOMMUNICATIONS LIMITED Asia Ex-Japan   12 7.3 5,000,000 1 > 95%
SINGTEL OPTUS PTY LIMITED Australia NZ   11 7.7 5,000,000 1 > 95%
SK TELECOM CO., LTD. Asia Ex-Japan   13 9.0 10,000,000 2 > 95%
SKANDINAVISKA ENSKILDA BANKEN AB Europe   10 4.0 2,500,000 0 > 95%
SLM CORPORATION Americas   16 16.0 75,000,000 12 25-75%
SLOVAK REPUBLIC Sovereign   17 9.7 7,500,000 1 > 95%
SMITHFIELD FOODS, INC. Americas Y 16 14.3 22,500,000 5 < 5%
SMITHS GROUP PLC Europe   17 11.3 12,500,000 2 > 95%
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY Europe   15 12.3 50,000,000 6 > 95%
SOCIALIST REPUBLIC OF VIETNAM Sovereign Y 14 12.0 50,000,000 3 > 95%
SOCIETE AIR FRANCE Europe   17 14.7 50,000,000 6 > 95%
SOCIETE GENERALE Europe Y 17 15.7 50,000,000 7 > 95%
SODEXO Europe Y 17 14.7 25,000,000 4 > 95%
SOFTBANK CORP. Japan   14 11.0 15,000,000 2 > 95%
SOL MELIA, SOCIEDAD ANONIMA Europe   15 14.3 25,000,000 5 > 95%
SOLVAY Europe Y 17 15.0 50,000,000 6 > 95%
SOMPO JAPAN INSURANCE INC. Japan   10 4.0 2,500,000 0 > 95%
SONY CORPORATION Japan   16 13.0 15,000,000 3 > 95%
SOUTHERN CALIFORNIA EDISON COMPANY Americas   10 5.3 2,500,000 1 5-25%
SOUTHWEST AIRLINES CO. Americas Y 17 16.3 75,000,000 13 25-75%
SPECTRA ENERGY CAPITAL, LLC Americas   16 13.3 20,000,000 4 25-75%
SPRINT NEXTEL CORPORATION Americas Y 17 16.0 100,000,000 16 25-75%
STANDARD CHARTERED BANK Europe   15 11.0 10,000,000 1 > 95%
STANDARD LIFE ASSURANCE LIMITED Europe   15 11.7 12,500,000 2 > 95%
STANDARD PACIFIC CORP. Americas Y 16 13.3 20,000,000 5 < 5%
STANLEY BLACK & DECKER, INC. Americas   15 12.7 22,500,000 5 25-75%
STAPLES, INC. Americas Y 15 13.0 20,000,000 4 25-75%
STARWOOD HOTELS & RESORTS WORLDWIDE, INC. Americas Y 17 15.7 75,000,000 11 < 5%
STATE BANK OF INDIA Asia Ex-Japan Y 16 11.7 15,000,000 1 > 95%
STATE OF CALIFORNIA Sovereign   8 6.0 15,000,000 5 > 95%
STATE OF FLORIDA Sovereign   8 4.0 5,000,000 1 > 95%
STATE OF ILLINOIS Sovereign Y 6 4.0 5,000,000 1 > 95%
STATE OF ISRAEL Sovereign Y 14 10.3 10,000,000 1 > 95%
STATE OF NEW JERSEY Sovereign   6 4.3 5,000,000 2 > 95%
STATE OF NEW YORK Sovereign   6 4.3 5,000,000 2 > 95%
STATE OF QATAR Sovereign Y 16 10.3 10,000,000 1 > 95%
STATE OF TEXAS Sovereign   3 1.0 2,500,000 0 > 95%
STATOIL ASA Europe   15 12.0 12,500,000 2 > 95%
STATOILHYDRO ASA Europe   8 3.7 2,500,000 0 > 95%
STENA AKTIEBOLAG Europe   15 10.7 7,500,000 1 > 95%
STMICROELECTRONICS N.V. Europe Y 17 16.0 75,000,000 8 > 95%
STORA ENSO OYJ Europe   16 15.7 75,000,000 9 > 95%
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT Europe Y 17 14.7 20,000,000 4 > 95%
SUMITOMO CORPORATION Japan   16 11.7 10,000,000 1 > 95%
SUMITOMO MITSUI BANKING CORPORATION Japan   15 10.3 12,500,000 2 > 95%
SUMITOMO REALTY & DEVELOPMENT CO., LTD. Japan   12 7.3 7,500,000 1 > 95%
SUN MICROSYSTEMS, INC. Americas   15 10.3 15,000,000 3 25-75%
SUNCOR ENERGY INC. Americas   15 11.3 12,500,000 2 25-75%
SUNGARD DATA SYSTEMS INC. Americas Y 14 11.3 7,500,000 2 < 5%
SUNOCO, INC. Americas   15 13.0 17,500,000 4 25-75%
SUPERVALU INC. Americas   17 15.0 50,000,000 7 25-75%
SUZUKI MOTOR CORPORATION Japan   10 5.0 2,500,000 0 > 95%
SVENSKA CELLULOSA AKTIEBOLAGET SCA Europe Y 17 15.3 50,000,000 5 > 95%
SVENSKA HANDELSBANKEN AB Europe   9 5.3 7,500,000 1 > 95%
SWEDISH MATCH AB Europe Y 16 13.3 10,000,000 2 > 95%
SWIRE PACIFIC LIMITED Asia Ex-Japan   11 6.3 7,500,000 1 > 95%
SWISS REINSURANCE COMPANY LTD Europe Y 17 16.7 100,000,000 10 > 95%
SWISSCOM LTD. Europe   16 11.7 12,500,000 2 > 95%
SYNGENTA AG Europe   16 12.7 20,000,000 4 > 95%
TAISEI CORPORATION Japan   12 8.3 7,500,000 1 > 95%
TAKEFUJI CORPORATION Japan   16 13.3 50,000,000 7 > 95%
TALISMAN ENERGY INC. Americas   14 10.3 12,500,000 3 75-95%
TARGET CORPORATION Americas Y 16 14.7 50,000,000 6 5-25%
TATA MOTORS LIMITED Asia Ex-Japan   10 5.7 2,500,000 1 > 95%
TATE & LYLE PUBLIC LIMITED COMPANY Europe   17 15.0 50,000,000 5 > 95%
TDC A/S Europe   15 13.0 50,000,000 4 > 95%
TECHNIP Europe Y 16 12.3 17,500,000 2 > 95%
TECK RESOURCES LIMITED Americas   12 10.3 10,000,000 2 25-75%
TECO ENERGY, INC. Americas   15 12.7 12,500,000 3 5-25%
TELECOM CORPORATION OF NEW ZEALAND LIMITED Australia NZ   15 13.0 50,000,000 5 > 95%
TELECOM ITALIA SPA Europe Y 17 16.3 175,000,000 18 > 95%
TELEFONAKTIEBOLAGET L M ERICSSON Europe   17 15.3 50,000,000 6 > 95%
TELEFONICA, S.A. Europe Y 17 17.0 150,000,000 19 > 95%
TELEFONOS DE MEXICO, SOCIEDAD ANONIMA BURSATIL DE CAPITAL VARIABLE Americas   14 9.3 10,000,000 2 > 95%
TELEKOM AUSTRIA AKTIENGESELLSCHAFT Europe Y 17 15.7 50,000,000 7 > 95%
TELEKOM MALAYSIA BERHAD Asia Ex-Japan   10 7.0 7,500,000 2 > 95%
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA Europe   11 6.3 5,000,000 1 > 95%
TELENOR ASA Europe Y 16 13.7 50,000,000 5 > 95%
TELEVISION FRANCAISE 1 Europe   13 10.0 7,500,000 1 > 95%
TELIASONERA AKTIEBOLAG Europe Y 17 16.0 50,000,000 8 > 95%
TELSTRA CORPORATION LIMITED Australia NZ   16 14.7 50,000,000 7 > 95%
TELUS CORPORATION Americas   16 12.3 17,500,000 4 25-75%
TEMASEK HOLDINGS (PRIVATE) LIMITED Asia Ex-Japan   10 4.7 2,500,000 0 > 95%
TEMPLE-INLAND INC. Americas Y 16 15.7 75,000,000 12 25-75%
TENAGA NASIONAL BERHAD Asia Ex-Japan Y 11 6.3 5,000,000 1 > 95%
TENET HEALTHCARE CORPORATION Americas Y 15 12.7 15,000,000 3 25-75%
TESCO PLC Europe Y 17 15.3 50,000,000 5 > 95%
TESORO CORPORATION Americas Y 15 14.3 20,000,000 5 < 5%
TEVA PHARMACEUTICAL INDUSTRIES LTD. Americas   14 9.0 7,500,000 2 25-75%
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC Americas   15 14.0 50,000,000 7 25-75%
TEXAS INSTRUMENTS INCORPORATED Americas   13 7.3 7,500,000 1 25-75%
TEXTRON FINANCIAL CORPORATION Americas Y 16 14.3 50,000,000 5 25-75%
TEXTRON INC. Americas   16 13.0 22,500,000 5 25-75%
THALES Europe   16 14.7 50,000,000 5 > 95%
THE AES CORPORATION Americas Y 16 13.3 17,500,000 4 < 5%
THE ALLSTATE CORPORATION Americas Y 16 15.3 50,000,000 6 25-75%
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. Japan   15 12.0 15,000,000 2 > 95%
THE BLACK & DECKER CORPORATION Americas Y 16 14.0 50,000,000 8 25-75%
THE BOEING COMPANY Americas   14 11.3 10,000,000 2 25-75%
THE CHUBB CORPORATION Americas Y 16 13.3 50,000,000 5 25-75%
THE CITY OF NEW YORK Sovereign   7 4.7 5,000,000 0 > 95%
THE CLOROX COMPANY Americas   14 10.3 12,500,000 3 25-75%
THE COCA-COLA COMPANY Americas   11 6.7 2,500,000 1 25-75%
THE DOW CHEMICAL COMPANY Americas Y 16 15.3 75,000,000 9 25-75%
THE EXPORT-IMPORT BANK OF CHINA Asia Ex-Japan   11 6.3 5,000,000 1 > 95%
THE EXPORT-IMPORT BANK OF KOREA Asia Ex-Japan   16 12.3 12,500,000 2 > 95%
THE GAP, INC. Americas   16 13.7 50,000,000 7 25-75%
THE GOLDMAN SACHS GROUP, INC. Americas   16 15.7 125,000,000 17 25-75%
THE GOODYEAR TIRE & RUBBER COMPANY Americas Y 17 14.3 20,000,000 4 < 5%
THE GOVERNOR AND COMPANY OF THE BANK OF IRELAND Europe   17 14.0 20,000,000 4 > 95%
THE HARTFORD FINANCIAL SERVICES GROUP, INC. Americas Y 16 15.3 50,000,000 7 25-75%
THE HERSHEY COMPANY Americas   14 11.7 20,000,000 3 25-75%
THE HERTZ CORPORATION Americas Y 16 14.0 20,000,000 5 25-75%
THE HOME DEPOT, INC. Americas Y 16 15.3 75,000,000 12 25-75%
THE HONGKONG LAND COMPANY, LIMITED Asia Ex-Japan   14 8.7 5,000,000 1 > 95%
THE INTERPUBLIC GROUP OF COMPANIES, INC. Americas   14 11.0 12,500,000 3 25-75%
THE ISRAEL ELECTRIC CORPORATION LTD. Europe   14 8.7 7,500,000 2 > 95%
THE KOREA DEVELOPMENT BANK Asia Ex-Japan   15 11.0 7,500,000 1 > 95%
THE KROGER CO. Americas Y 16 15.3 75,000,000 10 5-25%
THE LUBRIZOL CORPORATION Americas   13 10.3 12,500,000 3 25-75%
THE MCCLATCHY COMPANY Americas Y 16 13.3 50,000,000 8 25-75%
THE MOSAIC COMPANY Americas   10 4.7 2,500,000 0 < 5%
THE NEIMAN MARCUS GROUP, INC. Americas Y 16 15.0 20,000,000 5 25-75%
THE NEW YORK TIMES COMPANY Americas Y 16 14.3 50,000,000 9 25-75%
THE NIELSEN COMPANY B.V. Europe   16 14.0 25,000,000 5 > 95%
THE NORINCHUKIN BANK Japan   5 2.0 2,500,000 0 > 95%
THE PMI GROUP, INC. Americas   17 15.3 75,000,000 13 25-75%
THE PROCTER & GAMBLE COMPANY Americas   16 14.7 50,000,000 5 5-25%
THE RANK GROUP PLC Europe   16 11.7 15,000,000 3 > 95%
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY Europe Y 16 15.7 100,000,000 10 > 95%
THE RYLAND GROUP, INC. Americas   17 15.0 50,000,000 7 25-75%
THE SERVICEMASTER COMPANY Americas   9 6.7 10,000,000 2 25-75%
THE SHERWIN-WILLIAMS COMPANY Americas Y 16 15.0 75,000,000 9 25-75%
THE TJX COMPANIES, INC. Americas Y 16 14.0 50,000,000 5 25-75%
THE TOKYO ELECTRIC POWER COMPANY, INCORPORATED Japan   11 7.3 7,500,000 1 > 95%
THE TRAVELERS COMPANIES, INC. Americas   15 11.7 20,000,000 4 25-75%
THE WALT DISNEY COMPANY Americas Y 15 14.0 50,000,000 7 25-75%
THE WESTERN UNION COMPANY Americas   14 10.7 17,500,000 2 25-75%
THE WILLIAMS COMPANIES, INC. Americas   15 14.0 50,000,000 7 < 5%
THOMSON REUTERS GROUP LIMITED Europe   16 15.0 50,000,000 5 > 95%
THYSSENKRUPP AG Europe   17 16.7 75,000,000 9 > 95%
TIME WARNER CABLE INC. Americas Y 15 12.0 25,000,000 3 5-25%
TIME WARNER ENTERTAINMENT COMPANY, L.P. Americas   9 3.7 2,500,000 1 75-95%
TIME WARNER INC. Americas Y 17 15.3 100,000,000 13 25-75%
TNT N.V. Europe Y 17 15.3 50,000,000 5 > 95%
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD. Japan   11 7.7 5,000,000 0 > 95%
TOLL BROTHERS, INC. Americas Y 17 14.7 75,000,000 10 25-75%
TOMKINS PLC. Europe   15 13.3 50,000,000 8 > 95%
TOSHIBA CORPORATION Japan   15 9.0 15,000,000 3 > 95%
TOTAL SA Europe Y 14 13.3 50,000,000 4 > 95%
TOYOTA MOTOR CORPORATION Japan   15 13.3 25,000,000 3 > 95%
TOYOTA MOTOR CREDIT CORPORATION Japan   11 5.7 5,000,000 1 > 95%
TRANE INC. Americas   12 6.3 7,500,000 1 > 95%
TRANSALTA CORPORATION Americas   11 6.0 5,000,000 1 75-95%
TRANSCANADA PIPELINES LIMITED Americas   14 10.0 10,000,000 2 25-75%
TRANSOCEAN INC. Americas Y 16 15.7 100,000,000 18 25-75%
TRANSOCEAN WORLDWIDE INC. Americas   15 12.7 50,000,000 4 25-75%
TRIAD HOSPITALS, INC. Americas   5 1.7 2,500,000 0 < 5%
TRW AUTOMOTIVE INC. Americas Y 16 13.7 20,000,000 5 < 5%
TUI AG Europe   17 15.3 50,000,000 10 > 95%
TYCO ELECTRONICS LTD. Americas   16 10.7 7,500,000 3 25-75%
TYCO INTERNATIONAL LTD. Americas   14 9.3 10,000,000 3 75-95%
TYSON FOODS, INC. Americas Y 16 15.3 50,000,000 9 25-75%
UBS AG Europe Y 17 15.7 50,000,000 7 > 95%
UKRAINE Sovereign Y 17 15.0 125,000,000 11 > 95%
UNIBAIL-RODAMCO SE Europe   15 13.7 22,500,000 3 > 95%
UNICREDIT BANK AG Europe   15 12.7 20,000,000 3 > 95%
UNICREDIT, SOCIETA PER AZIONI Europe Y 17 15.7 125,000,000 9 > 95%
UNILEVER N.V. Europe Y 17 14.7 50,000,000 5 > 95%
UNION PACIFIC CORPORATION Americas Y 15 13.0 50,000,000 6 25-75%
UNIPOL GRUPPO FINANZIARIO S.P.A. Europe   12 8.7 7,500,000 1 > 95%
UNISYS CORPORATION Americas Y 15 12.7 12,500,000 3 < 5%
UNITED BUSINESS MEDIA LIMITED Europe   15 11.0 12,500,000 3 > 95%
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND Sovereign Y 15 12.7 200,000,000 10 > 95%
UNITED MEXICAN STATES Sovereign Y 17 16.0 275,000,000 25 > 95%
UNITED OVERSEAS BANK LIMITED Asia Ex-Japan   10 5.0 2,500,000 1 > 95%
UNITED PARCEL SERVICE, INC. Americas Y 16 13.0 17,500,000 3 25-75%
UNITED RENTALS (NORTH AMERICA), INC. Americas Y 14 10.7 7,500,000 3 < 5%
UNITED STATES CELLULAR CORPORATION Americas   13 6.7 5,000,000 1 25-75%
UNITED STATES OF AMERICA Sovereign   12 8.7 75,000,000 2 > 95%
UNITED STATES STEEL CORPORATION Americas   15 12.7 22,500,000 6 < 5%
UNITED TECHNOLOGIES CORPORATION Americas   14 10.0 7,500,000 2 25-75%
UNITED UTILITIES PLC Europe Y 17 16.0 50,000,000 6 > 95%
UNITEDHEALTH GROUP INCORPORATED Americas Y 16 14.3 22,500,000 5 25-75%
UNITYMEDIA GMBH Europe   16 13.7 25,000,000 4 > 95%
UNIVERSAL CORPORATION Americas   15 11.7 15,000,000 3 25-75%
UNIVERSAL HEALTH SERVICES, INC. Americas Y 16 15.7 75,000,000 11 25-75%
UNIVISION COMMUNICATIONS INC. Americas Y 13 11.0 17,500,000 4 5-25%
UNUM GROUP Americas   16 13.7 25,000,000 5 25-75%
UPC HOLDING B.V. Europe   16 14.3 50,000,000 5 > 95%
UPM-KYMMENE OYJ Europe   17 15.0 50,000,000 8 > 95%
UST LLC Americas   17 13.0 20,000,000 5 25-75%
V.F. CORPORATION Americas   16 14.0 50,000,000 6 25-75%
VALE INCO LIMITED Americas   14 8.7 10,000,000 2 75-95%
VALE SA Americas Y 12 7.0 5,000,000 1 > 95%
VALEO Europe   17 16.3 75,000,000 10 > 95%
VALERO ENERGY CORPORATION Americas Y 16 15.0 50,000,000 9 25-75%
VATTENFALL AKTIEBOLAG Europe Y 17 13.7 22,500,000 3 > 95%
VEDANTA RESOURCES PLC Asia Ex-Japan   15 13.0 10,000,000 2 > 95%
VEOLIA ENVIRONNEMENT Europe Y 17 15.3 50,000,000 5 > 95%
VERIZON COMMUNICATIONS INC. Americas Y 16 15.0 50,000,000 9 25-75%
VIACOM INC. Americas Y 16 14.0 50,000,000 5 25-75%
VICTOR COMPANY OF JAPAN, LIMITED Japan   12 7.3 10,000,000 2 > 95%
VINCI Europe Y 17 15.3 50,000,000 6 > 95%
VIRGIN MEDIA FINANCE PLC Europe   16 14.3 50,000,000 6 > 95%
VIVENDI Europe Y 17 16.3 75,000,000 10 > 95%
VODAFONE GROUP PUBLIC LIMITED COMPANY Europe Y 17 16.7 100,000,000 13 > 95%
VOLKSWAGEN AKTIENGESELLSCHAFT Europe Y 17 17.0 100,000,000 13 > 95%
VORNADO REALTY L.P. Americas Y 14 13.0 22,500,000 5 25-75%
VULCAN MATERIALS COMPANY Americas   12 10.3 20,000,000 3 5-25%
WAL-MART STORES, INC. Americas Y 17 14.7 50,000,000 7 25-75%
WAN HAI LINES LTD. Asia Ex-Japan   10 5.3 5,000,000 1 > 95%
WASTE MANAGEMENT, INC. Americas   16 11.7 20,000,000 4 25-75%
WEATHERFORD INTERNATIONAL LTD. Americas   15 13.0 15,000,000 4 25-75%
WEATHERFORD INTERNATIONAL, INC. Americas   15 10.0 7,500,000 2 75-95%
WEINGARTEN REALTY INVESTORS Americas   9 4.7 5,000,000 1 25-75%
WELLPOINT, INC. Americas   14 10.7 10,000,000 2 25-75%
WELLS FARGO & COMPANY Americas Y 17 16.3 150,000,000 19 25-75%
WENDEL Europe   16 14.3 20,000,000 4 > 95%
WENDY'S INTERNATIONAL, INC. Americas   15 13.3 25,000,000 5 25-75%
WESFARMERS LIMITED Australia NZ   13 10.0 15,000,000 2 > 95%
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST Australia NZ   15 12.7 25,000,000 4 > 95%
WESTLB AG Europe   17 12.0 12,500,000 2 > 95%
WESTPAC BANKING CORPORATION Australia NZ   15 12.7 22,500,000 3 > 95%
WEYERHAEUSER COMPANY Americas   16 15.3 75,000,000 11 25-75%
WHIRLPOOL CORPORATION Americas Y 16 15.7 75,000,000 13 25-75%
WIND ACQUISITION FINANCE S.A. Europe   15 14.0 50,000,000 5 > 95%
WINDSTREAM CORPORATION Americas Y 17 14.7 50,000,000 7 5-25%
WOLTERS KLUWER N.V. Europe Y 17 16.3 75,000,000 12 > 95%
WOODSIDE PETROLEUM LTD. Australia NZ   14 12.3 15,000,000 3 > 95%
WOOLWORTHS LTD Australia NZ   15 10.3 10,000,000 2 > 95%
WOORI BANK Asia Ex-Japan   13 8.0 7,500,000 2 > 95%
WPP 2005 LIMITED Europe Y 17 15.7 50,000,000 7 > 95%
WYETH LLC Americas   15 11.7 50,000,000 5 25-75%
XCEL ENERGY INC. Americas   13 8.0 5,000,000 1 75-95%
XEROX CORPORATION Americas Y 16 14.3 50,000,000 9 < 5%
XL CAPITAL LTD Americas Y 16 14.0 50,000,000 8 25-75%
XSTRATA CANADA CORPORATION Americas   13 6.3 2,500,000 1 25-75%
XSTRATA PLC Europe Y 16 14.7 50,000,000 6 > 95%
XTO ENERGY INC. Americas Y 14 12.3 17,500,000 4 25-75%
YORKSHIRE WATER SERVICES FINANCE LIMITED Europe   16 9.0 5,000,000 2 > 95%
YUM! BRANDS, INC. Americas Y 14 13.0 22,500,000 6 25-75%
ZURICH INSURANCE COMPANY LTD Europe Y 17 15.3 50,000,000 8 > 95%
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