Free CDS Pricing Report
Markit Group has developed this free "Last Quote for the most Liquid Credit Default Swaps" pricing report to address a public interest in CDS prices. This Last Quote report is based on the most recent price quote any active dealer in the CDS market provided to its institutional customers before 4:00PM Eastern. In total, 1000 CDS (based on DTCC's Top 1000), as well as several Markit CDS Indices, are contained in this pricing report. The report is intended to provide the general public an indication of where CDS trades could last be made on each trading day. However, as those prices represent the view of a single dealer and often precede the market close by several hours, they are not appropriate for end of day mark to market purposes.
Data and pricing (5 year tenor only) as of 16May2013. The numbers for CDS Contracts and Notional are provided by DTCC on week ending 10May2013.
Reference Entity	Region	Industry	# of CDS Contracts Outstanding	# of CDS Contracts (Weekly Δ)	Net Notional CDS ($)	Net Notional CDS (Weekly Δ $)	Fixed Coupon	Price	Daily Change	Price Type
*MARKIT CDX.NA.HY			13,899	(666)	88,773,144,144	(1,965,253,980)		106.81	0.22	Price
*MARKIT CDX.NA.IG			23,470	(651)	350,089,325,675	10,820,661		71.50	(1.44)	Spread
*MARKIT ITRAXX ASIA EX-JAPAN IG			5,580	23	9,385,877,500	14,200,000		102.50	(1.00)	Spread
*MARKIT ITRAXX EUROPE			38,156	60	409,967,949,994	(6,552,026,753)		94.38	(2.25)	Spread
3M COMPANY	Americas	INDUSTRIALS	892	1	423,020,776	(348,376)	100	14.50	0	ConvSpread
ABB INTERNATIONAL FINANCE LIMITED	Europe	INDUSTRIALS	2,110	5	431,045,258	(9,800,266)	100	30.00	0	ConvSpread
ABBOTT LABORATORIES	Americas	HEALTHCARE	1,133	(1)	533,921,687	(5,843,559)	100	44.50	0	ConvSpread
ABU DHABI	Europe	GOVERNMENT	1,522	(5)	1,332,395,773	39,980,331	100	65.00	(0.50)	ConvSpread
ACCOR	Europe	CONSUMER SERVICES	2,360	(17)	860,726,804	(5,243,284)	100	112.00	(3.50)	ConvSpread
ACE LIMITED	Americas	FINANCIALS	2,180	18	1,489,453,799	(2,726,729)	100	30.50	0	ConvSpread
ACOM CO., LTD.	Japan	FINANCIALS	1,544	4	383,463,395	(1,021,423)	100	82.00	(1.00)	ConvSpread
ADECCO S.A.	Europe	INDUSTRIALS	2,160	(23)	649,897,241	(6,388,661)	100	104.00	(6.50)	ConvSpread
ADVANCED MICRO DEVICES, INC.	Americas	TECHNOLOGY	1,994	24	513,018,049	(1,255,985)	500	3.75	0	Upfront
AEGON N.V.	Europe	FINANCIALS	3,972	(11)	1,401,587,402	(26,603,661)	100	155.00	(8.00)	ConvSpread
AEON CO., LTD.	Japan	CONSUMER SERVICES	562	6	289,752,947	(22,387,050)	100	47.00	0	ConvSpread
AETNA INC.	Americas	HEALTHCARE	1,843	17	734,944,313	(32,530,120)	100	39.50	1.00	ConvSpread
AGRIUM INC.	Americas	BASIC MATERIALS	1,344	(4)	356,071,511	(10,219,644)	100	103.50	0	ConvSpread
AIR PRODUCTS AND CHEMICALS, INC.	Americas	BASIC MATERIALS	826	(3)	213,257,781	540,675	100	47.00	0	ConvSpread
AK STEEL CORPORATION	Americas	BASIC MATERIALS	1,962	(53)	392,618,188	13,649,460	500	19.25	(0.50)	Upfront
AKTIEBOLAGET ELECTROLUX	Europe	CONSUMER GOODS	2,735	(19)	856,078,901	(58,731,683)	100	51.50	0	ConvSpread
AKTIEBOLAGET SKF	Europe	INDUSTRIALS	371	0	174,432,273	(1,298,315)	100	65.00	0	ConvSpread
AKTIEBOLAGET VOLVO	Europe	INDUSTRIALS	3,376	0	1,103,352,264	(12,478,929)	100	147.50	2.50	ConvSpread
AKZO NOBEL N.V.	Europe	BASIC MATERIALS	3,163	6	985,865,147	49,187,066	100	90.50	(5.00)	ConvSpread
ALCATEL LUCENT	Europe	TECHNOLOGY	3,121	6	627,851,766	(18,991,609)	500	6.75	(0.25)	Upfront
ALCATEL-LUCENT USA INC.	Americas	TECHNOLOGY	1,199	8	311,989,306	5,605,693	500	6.75	(0.13)	Upfront
ALCOA INC.	Americas	BASIC MATERIALS	3,721	20	1,630,140,388	70,768,817	100	270.00	7.00	ConvSpread
ALL NIPPON AIRWAYS CO., LTD.	Japan	INDUSTRIALS	830	11	386,883,389	(9,234,881)	100	160.00	(10.00)	ConvSpread
ALLEGHENY ENERGY SUPPLY COMPANY, LLC	Americas	UTILITIES	844	0	262,728,814	(266,371)	100	122.00	(5.50)	ConvSpread
ALLIANCE BOOTS HOLDINGS LIMITED	Europe	CONSUMER SERVICES	2,146	2	355,409,597	(16,456,532)	500	70.00	(10.00)	ConvSpread
ALLIANZ SE	Europe	FINANCIALS	4,547	(17)	2,062,643,200	(26,406,749)	100	76.50	(2.50)	ConvSpread
ALLIED WASTE NORTH AMERICA, INC.	Americas	INDUSTRIALS	554	0	135,834,751	(171,126)	100	40.00	0	ConvSpread
ALLTEL CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	2,207	4	600,132,833	9,824,774	100	16.50	0	ConvSpread
ALLY FINANCIAL INC.	Americas	FINANCIALS	3,087	24	1,105,100,038	46,860,256	500	166.00	(2.50)	ConvSpread
ALSTOM	Europe	INDUSTRIALS	1,939	14	874,247,337	(14,780,750)	100	165.00	(5.00)	ConvSpread
ALTADIS SA	Europe	CONSUMER GOODS	2,331	1	978,861,315	(8,794,743)	100	47.50	7.00	ConvSpread
ALTRIA GROUP, INC.	Americas	CONSUMER GOODS	2,851	22	1,443,413,361	(11,816,085)	100	44.50	(1.00)	ConvSpread
AMCOR LTD	Australia NZ	INDUSTRIALS	1,613	(2)	498,073,678	(983,898)	100	86.50	(2.00)	ConvSpread
AMERICAN AXLE & MANUFACTURING, INC.	Americas	CONSUMER GOODS	2,264	15	453,795,928	3,559,294	500	336.00	(4.00)	ConvSpread
AMERICAN ELECTRIC POWER COMPANY, INC.	Americas	UTILITIES	1,747	(6)	698,119,718	8,106,866	100	24.50	(1.50)	ConvSpread
AMERICAN EXPRESS COMPANY	Americas	FINANCIALS	2,561	(16)	1,237,751,447	(30,809,312)	100	37.50	(0.50)	ConvSpread
AMERICAN INTERNATIONAL GROUP, INC.	Americas	FINANCIALS	3,739	(16)	1,414,949,954	(27,860,940)	100	95.00	0	ConvSpread
AMERISOURCEBERGEN CORPORATION	Americas	CONSUMER SERVICES	829	(1)	279,077,281	(343,561)	100	60.00	0	ConvSpread
AMGEN INC.	Americas	HEALTHCARE	1,885	13	778,701,699	73,295,113	100	36.50	0	ConvSpread
AMKOR TECHNOLOGY, INC.	Americas	TECHNOLOGY	1,135	27	331,749,069	11,792,132	500	432.50	(12.50)	ConvSpread
AMP GROUP HOLDINGS LIMITED	Australia NZ	FINANCIALS	366	0	151,601,069	(176,893)	100	97.00	(3.00)	ConvSpread
ANADARKO PETROLEUM CORPORATION	Americas	ENERGY	2,704	(4)	1,830,968,869	10,845,687	100	87.50	(3.00)	ConvSpread
ANGLO AMERICAN PLC	Europe	BASIC MATERIALS	2,581	10	1,525,507,609	11,077,982	100	152.00	(3.00)	ConvSpread
ANHEUSER-BUSCH INBEV	Europe	CONSUMER GOODS	675	3	1,146,823,609	6,712,330	100	48.50	0	ConvSpread
AON CORPORATION	Americas	FINANCIALS	1,472	14	598,783,344	(12,962,078)	100	48.00	(3.00)	ConvSpread
APACHE CORPORATION	Americas	ENERGY	1,618	(2)	745,275,330	29,678,990	100	61.50	1.00	ConvSpread
ARAB REPUBLIC OF EGYPT	Europe	GOVERNMENT	979	0	414,855,000	0.00	100	640.00	10.00	ConvSpread
ARAMARK CORPORATION	Americas	CONSUMER SERVICES	1,084	8	294,316,850	29,298,689	500	242.50	13.00	ConvSpread
ARCELORMITTAL	Europe	BASIC MATERIALS	4,923	38	2,692,141,297	10,007,379	100	357.00	(13.00)	ConvSpread
ARCHER-DANIELS-MIDLAND COMPANY	Americas	CONSUMER GOODS	1,177	0	577,813,947	(283,570)	100	70.50	0	ConvSpread
ARDAGH PACKAGING FINANCE PUBLIC LIMITED COMPANY	Europe	INDUSTRIALS	594	8	242,863,016	(11,569,537)	500	414.00	(8.50)	ConvSpread
ARGENTINE REPUBLIC	Americas	GOVERNMENT	3,381	7	1,501,043,053	(26,017,270)	500	51.00	0.50	Upfront
ARROW ELECTRONICS, INC.	Americas	INDUSTRIALS	2,496	14	864,071,257	22,504,161	100	147.50	(7.50)	ConvSpread
ASHLAND INC.	Americas	BASIC MATERIALS	656	0	207,339,868	(136,421)	100	165.00	0	ConvSpread
ASSA ABLOY AB	Europe	INDUSTRIALS	543	0	253,764,936	(2,210,870)	100	50.00	0	ConvSpread
ASSICURAZIONI GENERALI - SOCIETA PER AZIONI	Europe	FINANCIALS	4,597	(11)	1,660,180,000	(29,765,006)	100	221.00	(7.00)	ConvSpread
ASSURED GUARANTY CORP.	Americas	FINANCIALS	2,004	7	1,042,278,443	190,850	500	275.00	(2.50)	ConvSpread
ASSURED GUARANTY MUNICIPAL CORP.	Americas	FINANCIALS	3,239	18	917,018,576	11,614,219	500	270.00	(2.50)	ConvSpread
ASTRAZENECA PLC	Europe	HEALTHCARE	1,288	3	681,702,576	642,873	100	51.00	0.50	ConvSpread
AT&T CORP.	Americas	TELECOMMUNICATIONS SERVICES	851	4	204,973,403	451,031	100	39.00	0	ConvSpread
AT&T INC.	Americas	TELECOMMUNICATIONS SERVICES	3,053	33	2,206,659,193	(12,413,372)	100	57.50	0	ConvSpread
ATLANTIA S.P.A.	Europe	INDUSTRIALS	2,288	0	691,871,938	(687,954)	100	150.00	(7.00)	ConvSpread
ATLAS COPCO AKTIEBOLAG	Europe	INDUSTRIALS	565	0	232,884,897	(2,257,080)	100	45.00	(5.00)	ConvSpread
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED	Australia NZ	FINANCIALS	1,923	(1)	1,220,451,657	(3,282,460)	100	72.50	(1.00)	ConvSpread
AUTOZONE, INC.	Americas	CONSUMER SERVICES	2,943	12	1,419,505,597	28,187,136	100	61.50	0	ConvSpread
AVALONBAY COMMUNITIES, INC.	Americas	FINANCIALS	993	5	326,441,060	25,072,795	100	57.50	0	ConvSpread
AVIS BUDGET CAR RENTAL, LLC	Americas	CONSUMER SERVICES	881	3	350,656,291	(5,819,228)	500	260.00	0	ConvSpread
AVIS BUDGET GROUP, INC.	Americas	CONSUMER SERVICES	2,137	12	423,128,848	14,836,488	500	250.50	(14.50)	ConvSpread
AVIVA PLC	Europe	FINANCIALS	4,052	(5)	1,435,552,009	(28,966,694)	100	137.00	(6.00)	ConvSpread
AVNET, INC.	Americas	CONSUMER GOODS	1,650	(16)	604,397,402	19,629,419	100	163.50	(7.00)	ConvSpread
AVON PRODUCTS, INC.	Americas	CONSUMER GOODS	1,911	(16)	508,347,430	(6,035,180)	100	152.00	(7.00)	ConvSpread
AXA	Europe	FINANCIALS	5,440	3	3,358,338,385	(24,676,977)	100	138.00	(5.00)	ConvSpread
BAE SYSTEMS PLC	Europe	INDUSTRIALS	1,876	(20)	689,598,406	253,454	100	75.00	(4.50)	ConvSpread
BAKER HUGHES INCORPORATED	Americas	ENERGY	998	1	422,714,085	(4,049,566)	100	62.00	(1.00)	ConvSpread
BANCA MONTE DEI PASCHI DI SIENA S.P.A.	Europe	FINANCIALS	4,687	34	1,009,602,949	13,496,285	500	585.00	(10.00)	ConvSpread
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD ANONIMA	Europe	FINANCIALS	6,357	(8)	2,011,807,784	14,873,151	500	240.50	N/A	ConvSpread
BANCO COMERCIAL PORTUGUES, S.A.	Europe	FINANCIALS	3,030	5	392,550,478	(20,427,969)	500	475.00	(15.00)	ConvSpread
BANCO ESPIRITO SANTO, S.A.	Europe	FINANCIALS	4,021	2	601,460,336	(27,374,261)	500	445.00	(15.00)	ConvSpread
BANCO POPOLARE SOCIETA COOPERATIVA	Europe	FINANCIALS	2,777	3	743,246,071	(5,609,343)	500	480.00	(20.00)	ConvSpread
BANCO SANTANDER, S.A.	Europe	FINANCIALS	7,569	10	2,085,518,477	31,279,672	500	226.50	N/A	ConvSpread
BANK OF AMERICA CORPORATION	Americas	FINANCIALS	7,155	37	4,137,863,778	(113,359,142)	100	91.00	1.00	ConvSpread
BANK OF SCOTLAND PLC	Europe	FINANCIALS	3,435	(5)	995,219,168	(12,277,714)	100	67.00	(3.00)	ConvSpread
BANQUE CENTRALE DE TUNISIE	Europe	GOVERNMENT	334	2	278,927,572	3,362,600	100	392.50	N/A	ConvSpread
BARCLAYS BANK PLC	Europe	FINANCIALS	6,272	29	3,964,381,742	(41,240,560)	100	125.50	(6.00)	ConvSpread
BARRICK GOLD CORPORATION	Americas	BASIC MATERIALS	2,200	12	1,250,277,059	60,419,417	100	197.00	22.00	ConvSpread
BASF PERSONAL CARE AND NUTRITION GMBH	Europe	BASIC MATERIALS	1,103	0	144,374,503	(1,261,218)	100	31.00	0	ConvSpread
BASF SCHWEIZ AG	Europe	BASIC MATERIALS	2,757	0	771,287,581	(12,084,002)	100	20.00	2.50	ConvSpread
BASF SE	Europe	BASIC MATERIALS	2,712	(17)	1,239,029,784	29,873,442	100	38.50	(1.50)	ConvSpread
BAUSCH & LOMB INCORPORATED	Americas	HEALTHCARE	984	2	261,268,014	(176,836)	500	110.00	(2.00)	ConvSpread
BAXTER INTERNATIONAL INC.	Americas	HEALTHCARE	1,525	7	674,314,921	(7,518,622)	100	26.50	0	ConvSpread
BAYER AKTIENGESELLSCHAFT	Europe	HEALTHCARE	2,517	(8)	853,620,662	(1,488,604)	100	42.50	(2.00)	ConvSpread
BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT	Europe	CONSUMER GOODS	3,559	(2)	1,774,890,929	(15,200,994)	100	68.00	(2.00)	ConvSpread
BCE INC.	Americas	TELECOMMUNICATIONS SERVICES	520	(8)	216,202,193	917,125	100	52.00	0	ConvSpread
BEAM INC.	Americas	CONSUMER GOODS	2,147	4	839,866,751	175,616	100	49.50	(2.00)	ConvSpread
BEAZER HOMES USA, INC.	Americas	CONSUMER GOODS	1,994	20	321,479,575	5,712,644	500	377.50	(15.00)	ConvSpread
BELLSOUTH CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	1,730	17	540,950,706	1,511,171	100	39.50	0	ConvSpread
BELO CORP.	Americas	CONSUMER SERVICES	3,047	11	775,818,894	422,171	500	155.50	(3.00)	ConvSpread
BERKSHIRE HATHAWAY INC.	Americas	FINANCIALS	3,448	17	6,933,921,296	(139,574,275)	100	77.50	(1.00)	ConvSpread
BERTELSMANN SE & CO. KGAA	Europe	CONSUMER SERVICES	2,445	(6)	712,905,739	(5,707,998)	100	68.00	0	ConvSpread
BEST BUY CO., INC.	Americas	CONSUMER SERVICES	1,778	26	368,052,807	(45,565,229)	500	281.00	(6.50)	ConvSpread
BHP BILLITON LIMITED	Australia NZ	BASIC MATERIALS	2,610	2	1,397,373,376	(801,366)	100	65.50	0	ConvSpread
BLOCK FINANCIAL LLC	Americas	FINANCIALS	2,234	1	659,846,624	(11,127,594)	500	150.00	(2.50)	ConvSpread
BNP PARIBAS	Europe	FINANCIALS	4,647	13	2,304,932,208	(26,685,909)	100	127.50	(5.00)	ConvSpread
BOEING CAPITAL CORPORATION	Americas	FINANCIALS	1,577	20	724,632,313	(1,539,602)	100	11.50	(2.00)	ConvSpread
BOLIVARIAN REPUBLIC OF VENEZUELA	Americas	GOVERNMENT	3,670	21	2,260,802,413	66,089,593	500	805.00	(10.00)	ConvSpread
BOMBARDIER INC.	Americas	INDUSTRIALS	2,436	65	638,092,056	(13,550,892)	500	237.50	0	ConvSpread
BORGWARNER INC.	Americas	CONSUMER GOODS	1,495	(2)	371,464,912	(5,207,003)	100	95.50	0	ConvSpread
BOSTON PROPERTIES LIMITED PARTNERSHIP	Americas	FINANCIALS	1,127	4	433,178,333	3,605,155	100	55.50	0	ConvSpread
BOSTON SCIENTIFIC CORPORATION	Americas	HEALTHCARE	2,513	4	937,743,576	(33,367,861)	100	88.50	0	ConvSpread
BOUYGUES	Europe	TELECOMMUNICATIONS SERVICES	1,929	1	708,057,212	(13,638,064)	100	112.00	(3.00)	ConvSpread
BOYD GAMING CORPORATION	Americas	CONSUMER SERVICES	1,511	17	423,947,142	3,242,041	500	2.75	0.50	Upfront
BP P.L.C.	Europe	ENERGY	2,454	(16)	1,388,668,330	(49,166,092)	100	60.00	(0.50)	ConvSpread
BRIDGESTONE CORPORATION	Japan	CONSUMER GOODS	376	0	232,278,308	(6,491,967)	100	28.00	0	ConvSpread
BRISA - CONCESSAO RODOVIARIA, S.A.	Europe	INDUSTRIALS	578	11	274,597,610	(6,422,299)	500	1.50	(0.75)	Upfront
BRISTOL-MYERS SQUIBB COMPANY	Americas	HEALTHCARE	1,764	4	477,233,843	2,010,804	100	26.50	1.00	ConvSpread
BRITISH AIRWAYS PLC	Europe	INDUSTRIALS	2,788	9	592,777,204	(12,075,395)	500	260.00	0	ConvSpread
BRITISH AMERICAN TOBACCO P.L.C.	Europe	CONSUMER GOODS	2,809	(5)	1,050,591,680	(8,207,302)	100	44.00	1.00	ConvSpread
BRITISH SKY BROADCASTING GROUP PLC	Europe	CONSUMER SERVICES	1,763	(5)	530,021,984	28,820,262	100	68.00	(0.50)	ConvSpread
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY	Europe	TELECOMMUNICATIONS SERVICES	4,039	1	1,363,449,142	4,485,770	100	73.00	(3.00)	ConvSpread
BROOKFIELD ASSET MANAGEMENT INC.	Americas	FINANCIALS	359	0	173,816,979	(585,389)	100	167.50	0	ConvSpread
BRUNSWICK CORPORATION	Americas	CONSUMER GOODS	2,497	14	920,906,636	13,083,413	100	160.00	2.50	ConvSpread
BURLINGTON NORTHERN SANTA FE, LLC	Americas	INDUSTRIALS	1,797	4	971,039,287	2,933,386	100	16.50	0	ConvSpread
CA, INC.	Americas	TECHNOLOGY	1,497	11	416,007,711	(2,590,607)	100	97.00	(1.00)	ConvSpread
CABLE & WIRELESS LIMITED	Europe	TELECOMMUNICATIONS SERVICES	1,281	4	328,981,914	(5,168,147)	500	295.00	(5.00)	ConvSpread
CABLE & WIRELESS WORLDWIDE PLC	Europe	TELECOMMUNICATIONS SERVICES	1,251	0	184,897,352	(1,822,440)	500	45.00	0	ConvSpread
CADBURY HOLDINGS LIMITED	Europe	CONSUMER GOODS	2,461	(2)	270,550,672	(2,223,853)	100	26.50	2.00	ConvSpread
CAESARS ENTERTAINMENT OPERATING COMPANY, INC.	Americas	CONSUMER SERVICES	5,368	75	1,361,354,034	40,098,356	500	48.50	0.25	Upfront
CAMPBELL SOUP COMPANY	Americas	CONSUMER GOODS	1,669	23	664,399,487	(11,719,321)	100	48.50	(1.00)	ConvSpread
CANADIAN NATIONAL RAILWAY COMPANY	Americas	INDUSTRIALS	460	0	186,634,061	(483,857)	100	26.50	0	ConvSpread
CANADIAN NATURAL RESOURCES LIMITED	Americas	BASIC MATERIALS	1,709	(4)	877,849,501	(6,393,632)	100	80.00	(0.50)	ConvSpread
CANON INC.	Japan	TECHNOLOGY	323	0	334,970,133	(8,562,531)	100	28.50	0	ConvSpread
CAP GEMINI	Europe	TECHNOLOGY	993	(1)	347,180,767	(2,517,320)	100	132.00	2.50	ConvSpread
CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION	Americas	FINANCIALS	2,099	(34)	724,182,513	4,406,829	100	39.50	2.50	ConvSpread
CAPITAL ONE FINANCIAL CORPORATION	Americas	FINANCIALS	1,933	(15)	740,030,825	16,555,004	100	77.00	0	ConvSpread
CARDINAL HEALTH, INC.	Americas	CONSUMER SERVICES	1,955	25	886,465,230	42,502,515	100	44.50	0	ConvSpread
CARGILL, INCORPORATED	Americas	CONSUMER GOODS	1,273	0	525,626,310	(16,367,200)	100	60.50	0	ConvSpread
CARLSBERG BREWERIES A/S	Europe	CONSUMER GOODS	535	2	277,235,268	(8,823,663)	100	87.00	2.00	ConvSpread
CARNIVAL CORPORATION	Americas	CONSUMER SERVICES	2,837	(9)	1,441,052,675	(32,204,118)	100	72.50	0.50	ConvSpread
CARREFOUR	Europe	CONSUMER SERVICES	3,184	58	1,245,916,045	(40,561,915)	100	95.50	(5.00)	ConvSpread
CASINO GUICHARD-PERRACHON	Europe	CONSUMER SERVICES	3,035	43	1,151,216,302	(20,336,082)	100	100.50	(3.00)	ConvSpread
CATERPILLAR FINANCIAL SERVICES CORPORATION	Americas	FINANCIALS	1,102	(1)	519,771,654	(222,659)	100	72.50	0	ConvSpread
CATERPILLAR INC.	Americas	INDUSTRIALS	2,560	(9)	1,904,523,131	(116,315,300)	100	66.50	0	ConvSpread
CBS CORPORATION	Americas	CONSUMER SERVICES	3,334	(9)	1,231,991,658	241,482	100	67.50	1.00	ConvSpread
CELESTICA INC.	Americas	CONSUMER GOODS	564	(2)	135,394,751	20,080,987	100	120.00	10.00	ConvSpread
CELLCO PARTNERSHIP	Americas	TELECOMMUNICATIONS SERVICES	216	1	133,601,156	4,925,256	100	53.00	0	ConvSpread
CENTERPOINT ENERGY RESOURCES CORP.	Americas	UTILITIES	438	0	204,889,987	(152,240)	100	47.50	4.50	ConvSpread
CENTERPOINT ENERGY, INC.	Americas	UTILITIES	894	0	408,767,654	(569,237)	100	50.00	(3.00)	ConvSpread
CENTEX CORPORATION	Americas	CONSUMER GOODS	3,623	4	1,339,014,958	(2,790,958)	500	45.00	0	ConvSpread
CENTRICA PLC	Europe	UTILITIES	2,633	(3)	901,919,855	(8,383,788)	100	50.00	(1.50)	ConvSpread
CENTURYLINK, INC.	Americas	TELECOMMUNICATIONS SERVICES	3,645	23	1,295,189,849	(47,686,218)	100	229.00	2.00	ConvSpread
CHESAPEAKE ENERGY CORPORATION	Americas	ENERGY	2,988	31	1,325,876,505	(12,244,544)	500	290.00	(8.00)	ConvSpread
CHEVRON CORPORATION	Americas	ENERGY	871	(3)	304,204,844	(846,444)	100	17.00	(1.00)	ConvSpread
CHORUS LIMITED	Australia NZ	TELECOMMUNICATIONS SERVICES	1,762	(2)	340,688,925	(470,039)	100	151.50	N/A	ConvSpread
CHUBU ELECTRIC POWER COMPANY, INCORPORATED	Japan	UTILITIES	378	(7)	192,179,097	(5,164,801)	100	67.50	(3.00)	ConvSpread
CIGNA CORPORATION	Americas	HEALTHCARE	1,698	2	716,164,208	(4,066,482)	100	46.50	1.00	ConvSpread
CIR S.P.A. - COMPAGNIE INDUSTRIALI RIUNITE	Europe	UTILITIES	1,000	0	209,478,912	(4,767,096)	500	3.75	0.25	Upfront
CISCO SYSTEMS, INC.	Americas	TECHNOLOGY	605	3	381,019,751	(7,240,013)	100	38.50	3.00	ConvSpread
CITIGROUP INC.	Americas	FINANCIALS	5,423	22	2,761,198,275	(31,053,610)	100	86.00	0.50	ConvSpread
CLARIANT AG	Europe	BASIC MATERIALS	3,584	53	693,753,247	(25,533,442)	100	137.50	(2.00)	ConvSpread
CLEAR CHANNEL COMMUNICATIONS, INC.	Americas	CONSUMER SERVICES	6,067	137	1,173,736,283	33,393,351	500	24.00	(4.00)	Upfront
CMS ENERGY CORPORATION	Americas	UTILITIES	1,285	(1)	439,363,414	(402,173)	100	62.50	(2.00)	ConvSpread
CNA FINANCIAL CORPORATION	Americas	FINANCIALS	1,373	12	469,267,662	3,001,392	100	61.50	0	ConvSpread
COCA-COLA REFRESHMENTS USA, INC.	Americas	CONSUMER GOODS	1,234	0	292,350,610	(527,276)	100	25.00	0	ConvSpread
CODERE FINANCE (LUXEMBOURG) S.A.	Europe	FINANCIALS	2,140	12	292,145,047	(4,422,755)	500	37.00	(1.00)	Upfront
COLES GROUP LIMITED	Australia NZ	CONSUMER SERVICES	1,138	4	624,266,921	(4,113,043)	100	28.50	(1.00)	ConvSpread
COLGATE-PALMOLIVE COMPANY	Americas	CONSUMER GOODS	536	1	217,223,359	(5,708,758)	100	28.50	3.00	ConvSpread
COMCAST CABLE COMMUNICATIONS, LLC	Americas	CONSUMER SERVICES	2,603	5	782,645,865	(39,638,510)	100	22.50	0	ConvSpread
COMCAST CORPORATION	Americas	CONSUMER SERVICES	1,096	6	795,031,401	1,469,494	100	36.50	0	ConvSpread
COMMERCIAL METALS COMPANY	Americas	BASIC MATERIALS	964	(6)	280,004,341	(619,972)	500	295.00	10.00	ConvSpread
COMMERZBANK AKTIENGESELLSCHAFT	Europe	FINANCIALS	6,782	(2)	2,565,927,999	(33,802,851)	100	152.50	(5.00)	ConvSpread
COMMONWEALTH BANK OF AUSTRALIA	Australia NZ	FINANCIALS	1,799	(1)	911,533,086	(114,003,217)	100	72.50	(1.00)	ConvSpread
COMMONWEALTH OF AUSTRALIA	Australia NZ	GOVERNMENT	3,580	8	3,469,072,068	75,721,564	100	38.00	(0.50)	ConvSpread
COMMUNITY HEALTH SYSTEMS, INC.	Americas	HEALTHCARE	932	3	366,439,199	1,398,872	500	247.00	2.00	ConvSpread
COMPAGNIE DE SAINT-GOBAIN	Europe	INDUSTRIALS	3,557	(8)	1,192,172,570	(33,356,292)	100	129.50	(1.50)	ConvSpread
COMPAGNIE FINANCIERE MICHELIN	Europe	FINANCIALS	2,471	(38)	738,037,178	(2,347,536)	100	97.00	(0.50)	ConvSpread
COMPASS GROUP PLC	Europe	CONSUMER SERVICES	2,822	(18)	846,358,636	(4,893,373)	100	53.00	1.50	ConvSpread
COMPUTER SCIENCES CORPORATION	Americas	TECHNOLOGY	3,756	14	1,692,754,162	8,691,604	500	138.50	1.00	ConvSpread
CON-WAY INC.	Americas	INDUSTRIALS	1,126	0	545,798,996	1,628	100	190.00	0	ConvSpread
CONAGRA FOODS, INC.	Americas	CONSUMER GOODS	2,078	14	490,041,814	1,583,196	100	49.50	(1.00)	ConvSpread
CONOCOPHILLIPS	Americas	ENERGY	2,138	54	969,743,993	(4,535,923)	100	31.50	2.50	ConvSpread
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.	Americas	UTILITIES	672	0	265,630,602	(180,828)	100	37.00	0	ConvSpread
CONSTELLATION BRANDS, INC.	Americas	CONSUMER GOODS	1,166	6	326,641,777	(1,238,526)	100	132.50	(7.00)	ConvSpread
CONTINENTAL AKTIENGESELLSCHAFT	Europe	CONSUMER GOODS	5,781	(8)	1,538,763,017	(23,408,417)	500	138.00	(4.50)	ConvSpread
COOPER TIRE & RUBBER COMPANY	Americas	CONSUMER GOODS	1,306	34	256,454,892	(14,853,744)	500	209.00	(10.00)	ConvSpread
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A.	Europe	FINANCIALS	1,851	7	1,184,620,014	(12,672,594)	100	93.00	(1.50)	ConvSpread
CORNING INCORPORATED	Americas	TECHNOLOGY	1,245	5	383,610,564	(29,048,777)	100	78.00	0	ConvSpread
COSTCO WHOLESALE CORPORATION	Americas	CONSUMER SERVICES	726	(5)	524,790,054	(177,025)	100	30.00	(3.50)	ConvSpread
COVIDIEN LTD.	Americas	HEALTHCARE	985	0	127,207,280	(56,135)	100	54.00	0	ConvSpread
COX COMMUNICATIONS, INC.	Americas	CONSUMER SERVICES	2,359	1	755,783,898	(147,257)	100	34.50	0	ConvSpread
CREDIT AGRICOLE SA	Europe	FINANCIALS	4,864	0	2,385,514,625	(9,407,872)	100	153.50	N/A	ConvSpread
CREDIT SUISSE GROUP LTD	Europe	FINANCIALS	3,796	9	1,546,579,931	25,607,396	100	92.50	(1.00)	ConvSpread
CROWN LIMITED	Australia NZ	CONSUMER SERVICES	927	0	330,653,149	2,408	100	139.50	(3.00)	ConvSpread
CSC HOLDINGS, LLC	Americas	CONSUMER SERVICES	1,031	4	382,774,403	(46,759,990)	500	302.50	(2.50)	ConvSpread
CSR LIMITED	Australia NZ	INDUSTRIALS	1,124	6	423,260,387	(7,631,706)	100	95.00	0	ConvSpread
CSX CORPORATION	Americas	INDUSTRIALS	2,310	(9)	862,314,574	(926,499)	100	28.50	0.50	ConvSpread
CUMMINS INC.	Americas	INDUSTRIALS	1,140	1	392,054,727	(4,172,341)	100	55.00	2.00	ConvSpread
CVS CAREMARK CORPORATION	Americas	CONSUMER SERVICES	1,945	9	771,987,237	12,749,541	100	30.50	(1.00)	ConvSpread
CYTEC INDUSTRIES INC.	Americas	BASIC MATERIALS	1,599	16	545,094,079	(11,925,965)	100	115.00	0	ConvSpread
CZECH REPUBLIC	Europe	GOVERNMENT	1,243	(5)	633,482,073	(8,714,384)	100	50.00	0	ConvSpread
D.R. HORTON, INC.	Americas	CONSUMER GOODS	2,506	(3)	1,303,477,170	(10,771,894)	100	155.00	(3.00)	ConvSpread
DAIMLER AG	Europe	CONSUMER GOODS	5,131	2	2,890,021,777	(23,426,319)	100	79.00	(2.00)	ConvSpread
DANAHER CORPORATION	Americas	INDUSTRIALS	916	(3)	396,103,718	(4,039,574)	100	53.00	0	ConvSpread
DANONE	Europe	CONSUMER GOODS	1,870	(10)	1,090,713,719	(6,334,999)	100	51.50	0	ConvSpread
DARDEN RESTAURANTS, INC.	Americas	CONSUMER SERVICES	2,885	3	1,116,172,385	54,113,158	100	147.00	0	ConvSpread
DDR CORP.	Americas	FINANCIALS	793	0	474,996,495	(10,546,701)	100	99.00	0.50	ConvSpread
DE US, INC.	Americas	CONSUMER SERVICES	2,796	7	574,452,270	(14,926,858)	100	63.00	(4.00)	ConvSpread
DEAN FOODS COMPANY	Americas	CONSUMER GOODS	1,327	44	404,592,645	(8,960,094)	500	252.50	12.50	ConvSpread
DEERE & COMPANY	Americas	INDUSTRIALS	1,741	1	991,134,893	(7,820,220)	100	29.50	0	ConvSpread
DELHAIZE AMERICA, LLC	Americas	CONSUMER SERVICES	1,270	2	307,038,926	(4,437,276)	100	95.00	0	ConvSpread
DELL INC.	Americas	TECHNOLOGY	2,169	31	1,228,085,512	(5,040,623)	100	320.00	(3.00)	ConvSpread
DELUXE CORPORATION	Americas	INDUSTRIALS	511	2	179,150,624	(1,294,741)	100	310.00	(2.50)	ConvSpread
DEUTSCHE BAHN AKTIENGESELLSCHAFT	Europe	CONSUMER SERVICES	591	0	507,996,713	(5,159,937)	100	46.50	6.50	ConvSpread
DEUTSCHE BANK AKTIENGESELLSCHAFT	Europe	FINANCIALS	7,182	(20)	4,442,522,081	(16,298,210)	100	94.00	(2.50)	ConvSpread
DEUTSCHE LUFTHANSA AKTIENGESELLSCHAFT	Europe	INDUSTRIALS	3,651	47	1,241,360,658	22,816,693	100	127.00	(3.50)	ConvSpread
DEUTSCHE POST AG	Europe	INDUSTRIALS	1,984	(19)	519,307,187	(20,207,983)	100	45.50	(0.50)	ConvSpread
DEUTSCHE TELEKOM AG	Europe	TELECOMMUNICATIONS SERVICES	4,746	30	2,474,452,860	(40,487,940)	100	73.00	0	ConvSpread
DEVON ENERGY CORPORATION	Americas	ENERGY	1,945	42	670,118,932	1,637,993	100	90.50	0	ConvSpread
DEXIA CREDIT LOCAL	Europe	FINANCIALS	1,251	0	552,298,451	(5,016,248)	500	390.00	0	ConvSpread
DIAMOND OFFSHORE DRILLING, INC.	Americas	ENERGY	1,130	0	310,097,161	(497,271)	100	47.00	(1.50)	ConvSpread
DILLARD'S, INC.	Americas	CONSUMER SERVICES	1,192	28	266,888,471	2,405,817	500	162.50	(0.50)	ConvSpread
DIRECTV HOLDINGS LLC	Americas	CONSUMER SERVICES	1,188	8	652,433,688	14,841,203	100	92.50	0	ConvSpread
DISH DBS CORPORATION	Americas	CONSUMER SERVICES	1,537	13	824,899,947	8,291,087	500	322.50	10.00	ConvSpread
DIXONS RETAIL PLC	Europe	CONSUMER SERVICES	3,477	(15)	703,902,929	19,073,881	500	280.00	(52.50)	ConvSpread
DOLE FOOD COMPANY, INC.	Americas	CONSUMER GOODS	621	(1)	191,905,645	1,306,193	500	162.50	(2.50)	ConvSpread
DOMINION RESOURCES, INC.	Americas	UTILITIES	2,042	3	619,257,698	(5,004,706)	100	23.50	(3.50)	ConvSpread
DONG ENERGY A/S	Europe	GOVERNMENT	319	0	213,458,473	(1,796,091)	100	83.00	N/A	ConvSpread
DOVER CORPORATION	Americas	INDUSTRIALS	407	0	176,151,600	(88,734)	100	57.00	0	ConvSpread
DUBAI	Europe	GOVERNMENT	1,340	0	388,410,458	65,565	500	207.50	10.00	ConvSpread
DUKE ENERGY CAROLINAS, LLC	Americas	UTILITIES	1,567	12	655,016,068	15,036,517	100	14.50	(1.50)	ConvSpread
DUKE REALTY LIMITED PARTNERSHIP	Americas	FINANCIALS	520	8	209,436,404	130,207	100	92.00	(1.00)	ConvSpread
E. I. DU PONT DE NEMOURS AND COMPANY	Americas	BASIC MATERIALS	1,902	6	1,038,098,972	(38,449,015)	100	26.00	(2.50)	ConvSpread
E.ON SE	Europe	UTILITIES	3,351	(8)	1,562,160,304	(7,674,012)	100	58.00	(2.50)	ConvSpread
EAST JAPAN RAILWAY COMPANY	Japan	CONSUMER SERVICES	302	0	235,814,227	(5,486,739)	100	28.00	2.00	ConvSpread
EASTMAN CHEMICAL COMPANY	Americas	BASIC MATERIALS	2,883	9	997,376,969	57,073,020	100	87.50	(1.00)	ConvSpread
EDISON S.P.A.	Europe	UTILITIES	1,434	(3)	367,435,091	(12,630,012)	100	66.00	(1.50)	ConvSpread
EDP - ENERGIAS DE PORTUGAL, S.A.	Europe	UTILITIES	4,039	8	1,199,281,310	(15,340,633)	500	275.00	(2.00)	ConvSpread
EL PASO LLC	Americas	ENERGY	1,267	1	692,656,327	(11,785,959)	100	149.50	(3.00)	ConvSpread
ELECTRICITE DE FRANCE	Europe	UTILITIES	3,092	8	1,558,763,918	(55,200,161)	100	70.00	(1.50)	ConvSpread
ELI LILLY AND COMPANY	Americas	HEALTHCARE	796	1	538,208,355	(1,028,059)	100	29.50	(1.00)	ConvSpread
EMBARQ CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	2,778	18	1,239,421,797	10,783,836	100	161.50	2.00	ConvSpread
EMERSON ELECTRIC CO.	Americas	INDUSTRIALS	503	0	157,455,836	(178,861)	100	54.00	0	ConvSpread
ENBRIDGE ENERGY PARTNERS, L.P.	Americas	ENERGY	503	(2)	180,462,035	203,120	100	100.00	6.00	ConvSpread
ENBRIDGE INC.	Americas	ENERGY	1,090	5	969,338,466	(287,184)	100	87.00	(1.00)	ConvSpread
ENBW ENERGIE BADEN-WUERTTEMBERG AG	Europe	UTILITIES	1,472	2	513,930,136	(30,138,098)	100	58.00	(2.50)	ConvSpread
ENCANA CORPORATION	Americas	ENERGY	1,356	1	747,973,298	4,603,446	100	125.00	4.50	ConvSpread
ENDESA, S.A.	Europe	UTILITIES	1,949	0	884,132,197	5,104,935	100	91.00	1.00	ConvSpread
ENEL S.P.A.	Europe	UTILITIES	4,030	(22)	2,650,668,256	(14,771,355)	100	181.00	(3.50)	ConvSpread
ENERGY FUTURE HOLDINGS CORP.	Americas	UTILITIES	2,532	9	239,266,143	(14,137,309)	500	23.50	(0.50)	Upfront
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC	Americas	UTILITIES	2,570	6	249,406,268	34,691,091	500	15.75	(0.25)	Upfront
ENERGY TRANSFER PARTNERS, L.P.	Americas	ENERGY	645	(5)	371,509,480	(2,525,506)	100	107.00	(1.00)	ConvSpread
ENI S.P.A.	Europe	ENERGY	1,655	(14)	1,201,708,726	(11,886,227)	100	95.00	(5.00)	ConvSpread
ENTERGY CORPORATION	Americas	UTILITIES	1,539	1	556,342,755	(6,365,463)	100	134.50	(0.50)	ConvSpread
ERAC USA FINANCE LLC	Americas	CONSUMER SERVICES	487	0	267,988,479	(122,735)	100	79.00	1.00	ConvSpread
ERP OPERATING LIMITED PARTNERSHIP	Americas	FINANCIALS	1,293	0	555,914,924	(431,681)	100	55.50	(1.00)	ConvSpread
EUROPEAN AERONAUTIC DEFENCE AND SPACE COMPANY EADS N.V.	Europe	INDUSTRIALS	3,218	3	1,395,484,181	10,657,228	100	73.00	(1.50)	ConvSpread
EVONIK DEGUSSA GMBH	Europe	BASIC MATERIALS	1,808	1	388,213,173	(4,000,055)	100	45.00	15.00	ConvSpread
EXELON CORPORATION	Americas	UTILITIES	2,807	6	1,166,044,395	(12,319,406)	100	50.50	(1.00)	ConvSpread
EXELON GENERATION COMPANY, LLC	Americas	UTILITIES	1,193	3	751,879,117	10,360,338	100	141.00	1.00	ConvSpread
EXPEDIA, INC.	Americas	CONSUMER SERVICES	1,911	19	683,948,920	(19,834,966)	100	151.50	(3.00)	ConvSpread
EXPERIAN FINANCE PLC	Europe	CONSUMER SERVICES	2,718	(3)	918,976,864	(15,175,419)	100	50.00	(0.50)	ConvSpread
EXXON MOBIL CORPORATION	Americas	ENERGY	503	5	408,380,418	(288,942)	100	13.00	0	ConvSpread
FCE BANK PLC	Europe	FINANCIALS	796	(2)	240,743,459	(9,422,598)	500	125.00	2.00	ConvSpread
FEDERAL REPUBLIC OF GERMANY	Europe	GOVERNMENT	5,535	9	14,080,960,191	36,324,322	25	33.00	(1.50)	ConvSpread
FEDERATIVE REPUBLIC OF BRAZIL	Americas	GOVERNMENT	9,090	96	17,337,449,475	(32,588,204)	100	123.00	3.00	ConvSpread
FEDEX CORPORATION	Americas	INDUSTRIALS	1,260	(1)	557,941,688	(5,378,526)	100	65.50	4.50	ConvSpread
FIAT INDUSTRIAL S.P.A.	Europe	INDUSTRIALS	786	10	479,039,247	(13,809,945)	500	230.50	(4.50)	ConvSpread
FIAT S.P.A.	Europe	CONSUMER GOODS	3,781	32	1,041,537,591	(21,062,636)	500	430.00	(17.50)	ConvSpread
FIFTH & PACIFIC COMPANIES, INC.	Americas	CONSUMER SERVICES	4,147	17	645,730,229	17,560,686	500	177.50	3.00	ConvSpread
FINMECCANICA S.P.A.	Europe	INDUSTRIALS	2,892	0	739,395,382	(14,083,920)	500	294.50	2.00	ConvSpread
FIRST DATA CORPORATION	Americas	INDUSTRIALS	3,512	39	780,516,713	(3,225,730)	500	16.38	10.25	Upfront
FIRST INDUSTRIAL, L.P.	Americas	FINANCIALS	380	0	170,451,229	(538,943)	100	205.00	0	ConvSpread
FIRSTENERGY CORP.	Americas	UTILITIES	2,006	5	941,465,188	(2,589,972)	100	132.00	(2.50)	ConvSpread
FKI LIMITED	Europe	INDUSTRIALS	1,294	0	261,692,022	(1,564,429)	100	90.00	0	ConvSpread
FLEXTRONICS INTERNATIONAL LTD.	Americas	INDUSTRIALS	1,855	(2)	228,038,557	(4,505,603)	100	165.00	(15.00)	ConvSpread
FORD MOTOR COMPANY	Americas	CONSUMER GOODS	2,665	4	1,552,870,169	(9,729,173)	500	150.00	(2.50)	ConvSpread
FORD MOTOR CREDIT COMPANY LLC	Americas	FINANCIALS	1,857	(1)	491,466,430	(118,007)	500	130.00	(2.50)	ConvSpread
FOREST OIL CORPORATION	Americas	ENERGY	1,380	40	540,376,822	(1,602,993)	500	2.25	(0.63)	Upfront
FORTUM OYJ	Europe	UTILITIES	1,599	(8)	825,545,285	(12,016,453)	100	59.50	1.50	ConvSpread
FOSTER'S GROUP PTY LTD	Australia NZ	CONSUMER GOODS	1,186	(1)	483,602,556	(4,474,322)	100	28.50	(1.00)	ConvSpread
FRANCE TELECOM	Europe	TELECOMMUNICATIONS SERVICES	4,560	19	2,088,114,932	(39,712,978)	100	106.00	0.50	ConvSpread
FREEPORT-MCMORAN COPPER & GOLD INC.	Americas	BASIC MATERIALS	1,325	11	613,262,076	30,851,341	100	158.00	8.00	ConvSpread
FREEPORT-MCMORAN CORPORATION	Americas	BASIC MATERIALS	1,167	(3)	317,623,957	(1,027,495)	100	33.00	1.00	ConvSpread
FREESCALE SEMICONDUCTOR, INC.	Americas	TECHNOLOGY	1,781	(3)	510,273,383	(3,177,870)	500	447.50	(7.50)	ConvSpread
FRENCH REPUBLIC	Europe	GOVERNMENT	7,455	26	14,837,257,174	82,848,056	25	69.00	(1.50)	ConvSpread
FRESENIUS SE & CO. KGAA	Europe	HEALTHCARE	2,118	4	691,961,989	(3,597,711)	100	135.00	(2.00)	ConvSpread
FRONTIER COMMUNICATIONS CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	3,048	44	699,957,628	(46,245,300)	500	375.50	(2.00)	ConvSpread
FUJITSU LIMITED	Japan	TECHNOLOGY	1,118	1	653,477,485	(11,121,638)	100	60.00	5.00	ConvSpread
GANNETT CO., INC.	Americas	CONSUMER SERVICES	4,163	31	1,021,304,428	(15,811,131)	500	170.00	4.00	ConvSpread
GAS NATURAL SDG, S.A.	Europe	UTILITIES	3,458	0	1,232,562,635	(25,285,391)	100	151.00	(2.50)	ConvSpread
GATX CORPORATION	Americas	FINANCIALS	1,302	0	496,806,652	(119,851)	100	98.50	0	ConvSpread
GDF SUEZ	Europe	UTILITIES	3,112	2	1,747,442,353	576,702	100	72.00	(1.50)	ConvSpread
GECINA	Europe	FINANCIALS	1,407	6	475,868,077	12,653,716	100	120.00	(3.00)	ConvSpread
GENERAL DYNAMICS CORPORATION	Americas	INDUSTRIALS	521	1	201,328,383	4,290,533	100	38.50	3.00	ConvSpread
GENERAL ELECTRIC CAPITAL CORPORATION	Americas	FINANCIALS	5,565	(33)	8,113,581,533	(14,021,913)	100	82.00	(0.50)	ConvSpread
GENERAL MILLS, INC.	Americas	CONSUMER GOODS	1,632	7	644,649,930	(6,668,569)	100	31.50	0	ConvSpread
GENERAL MOTORS COMPANY	Americas	CONSUMER GOODS	652	4	609,750,000	0.00	500	190.50	5.50	ConvSpread
GENON ENERGY, INC.	Americas	UTILITIES	1,100	8	333,110,345	(12,701,311)	500	332.50	0	ConvSpread
GENON NORTH AMERICA, LLC	Americas	UTILITIES	651	0	161,172,639	(53,763)	100	105.00	(5.00)	ConvSpread
GENWORTH FINANCIAL, INC.	Americas	FINANCIALS	2,270	30	866,131,746	(55,371,257)	500	160.00	(0.50)	ConvSpread
GEORGIA-PACIFIC LLC	Americas	CONSUMER GOODS	1,400	(1)	369,493,309	(1,090,351)	100	90.00	2.00	ConvSpread
GKN HOLDINGS PLC	Europe	CONSUMER GOODS	2,987	(2)	908,623,978	(1,312,180)	100	151.00	(0.50)	ConvSpread
GLAXOSMITHKLINE PLC	Europe	HEALTHCARE	982	0	667,742,720	(4,131,835)	100	42.00	(1.50)	ConvSpread
GLENCORE INTERNATIONAL AG	Europe	BASIC MATERIALS	3,865	24	2,090,828,867	47,593,989	100	188.00	(2.00)	ConvSpread
GOODRICH CORPORATION	Americas	INDUSTRIALS	1,674	9	688,260,922	(6,237,280)	100	10.50	(3.00)	ConvSpread
GPT RE LIMITED AS RESPONSIBLE ENTITY OF THE GENERAL PROPERTY TRUST	Australia NZ	FINANCIALS	748	(2)	382,903,619	(2,668,119)	100	116.00	0	ConvSpread
GROHE HOLDING GMBH	Europe	CONSUMER GOODS	1,841	(26)	335,946,865	21,884,199	500	250.00	(5.00)	ConvSpread
GROUPE AUCHAN	Europe	CONSUMER SERVICES	1,851	56	710,597,086	8,855,932	100	59.50	(1.00)	ConvSpread
H. J. HEINZ COMPANY	Americas	CONSUMER GOODS	2,405	(17)	1,088,614,967	(44,337,819)	100	142.50	(1.00)	ConvSpread
HALLIBURTON COMPANY	Americas	ENERGY	1,931	42	661,741,567	7,204,891	100	37.50	(3.00)	ConvSpread
HAMMERSON PLC	Europe	FINANCIALS	1,458	0	410,358,007	(3,642,553)	100	95.00	(2.00)	ConvSpread
HANKYU HANSHIN HOLDINGS, INC.	Japan	CONSUMER SERVICES	688	4	324,312,494	4,162,431	100	37.00	(1.00)	ConvSpread
HANSON LIMITED	Europe	INDUSTRIALS	2,355	1	703,296,696	4,077,811	100	117.50	0	ConvSpread
HASBRO, INC.	Americas	CONSUMER GOODS	1,054	0	221,504,688	(5,008,480)	100	99.00	(1.00)	ConvSpread
HAVAS	Europe	CONSUMER SERVICES	1,281	3	303,897,307	5,395,657	100	122.50	(5.50)	ConvSpread
HCA INC.	Americas	HEALTHCARE	2,151	9	640,253,796	8,405,960	500	225.00	2.00	ConvSpread
HCP, INC.	Americas	FINANCIALS	1,216	(8)	621,169,193	(21,625,851)	100	67.50	(3.00)	ConvSpread
HEALTH CARE REIT, INC.	Americas	FINANCIALS	694	1	468,570,704	418,570	100	78.50	(4.00)	ConvSpread
HEALTH MANAGEMENT ASSOCIATES, INC.	Americas	HEALTHCARE	1,286	3	201,896,328	13,446,470	500	290.00	0	ConvSpread
HEATHROW FUNDING LIMITED	Europe	INDUSTRIALS	2,458	1	763,098,803	(6,521,853)	100	103.00	(4.00)	ConvSpread
HEIDELBERGCEMENT AG	Europe	INDUSTRIALS	3,208	24	785,612,244	(1,690,235)	500	174.00	(8.00)	ConvSpread
HEINEKEN N.V.	Europe	CONSUMER GOODS	450	0	336,394,357	(3,174,661)	100	59.00	(0.50)	ConvSpread
HELLENIC TELECOMMUNICATIONS ORGANISATION SOCIETE ANONYME	Europe	TELECOMMUNICATIONS SERVICES	4,842	40	825,794,053	18,792,224	500	485.00	(5.00)	ConvSpread
HENKEL AG & CO. KGAA	Europe	CONSUMER GOODS	1,664	(14)	811,214,187	438,553	100	45.50	(4.00)	ConvSpread
HESS CORPORATION	Americas	ENERGY	1,577	15	526,221,767	14,085,247	100	122.00	(24.50)	ConvSpread
HEWLETT-PACKARD COMPANY	Americas	TECHNOLOGY	2,726	(25)	1,292,269,730	(17,911,618)	100	190.00	(3.50)	ConvSpread
HILTON WORLDWIDE, INC.	Americas	CONSUMER SERVICES	1,614	1	272,213,100	(3,007,529)	500	245.00	N/A	ConvSpread
HITACHI, LTD.	Japan	INDUSTRIALS	1,057	1	443,761,056	(10,531,451)	100	41.00	2.00	ConvSpread
HOLCIM LTD	Europe	INDUSTRIALS	2,727	(25)	1,471,665,180	(24,364,422)	100	110.00	(1.00)	ConvSpread
HONDA MOTOR CO., LTD.	Japan	CONSUMER GOODS	1,072	3	634,829,662	(11,456,453)	100	32.00	0.50	ConvSpread
HONEYWELL INTERNATIONAL INC.	Americas	INDUSTRIALS	1,656	(3)	769,632,360	(8,326,552)	100	17.50	0	ConvSpread
HOSPITALITY PROPERTIES TRUST	Americas	FINANCIALS	426	0	180,271,868	(1,324,075)	100	140.00	0	ConvSpread
HOST HOTELS & RESORTS, L.P.	Americas	FINANCIALS	1,325	5	524,524,981	17,211,747	100	115.00	(2.00)	ConvSpread
HP ENTERPRISE SERVICES, LLC	Americas	TECHNOLOGY	1,421	0	310,941,447	(1,088,546)	100	67.50	0	ConvSpread
HSBC BANK PLC	Europe	FINANCIALS	2,928	(4)	1,563,387,798	(15,468,897)	100	79.00	(4.50)	ConvSpread
HSBC FINANCE CORPORATION	Americas	FINANCIALS	2,079	1	1,171,065,678	(8,757,994)	100	41.50	4.00	ConvSpread
HUMANA INC.	Americas	HEALTHCARE	875	2	212,690,761	(3,062,600)	100	99.00	(0.50)	ConvSpread
HUNGARY	Europe	GOVERNMENT	6,219	13	1,653,495,700	(2,108,585)	500	275.00	(3.00)	ConvSpread
HUSKY ENERGY INC.	Americas	ENERGY	549	1	175,338,286	4,841,855	100	72.00	1.00	ConvSpread
HUTCHISON WHAMPOA LIMITED	Asia Ex-Japan	CONSUMER SERVICES	3,786	8	1,470,798,021	11,350,910	100	84.00	(1.00)	ConvSpread
IBERDROLA, S.A.	Europe	UTILITIES	2,573	(19)	1,051,030,997	(14,457,309)	100	150.00	(1.50)	ConvSpread
ILLINOIS TOOL WORKS INC.	Americas	INDUSTRIALS	297	0	138,958,090	(142,931)	100	48.00	0	ConvSpread
IMPERIAL CHEMICAL INDUSTRIES LIMITED	Europe	BASIC MATERIALS	1,615	6	459,055,349	(9,163,796)	100	22.00	2.00	ConvSpread
IMPERIAL TOBACCO GROUP PLC	Europe	CONSUMER GOODS	2,861	(14)	1,143,652,914	(5,943,968)	100	69.50	(2.00)	ConvSpread
INEOS GROUP HOLDINGS LIMITED	Europe	BASIC MATERIALS	2,217	7	295,291,683	(9,531,783)	500	106.00	1.00	ConvSpread
INFINEON TECHNOLOGIES HOLDING B.V.	Europe	TECHNOLOGY	832	2	184,639,216	2,923,306	500	165.00	10.00	ConvSpread
ING VERZEKERINGEN N.V.	Europe	FINANCIALS	674	2	489,589,331	(4,869,320)	100	67.50	0.50	ConvSpread
INGERSOLL-RAND COMPANY	Americas	INDUSTRIALS	2,729	6	1,587,862,715	(4,699,643)	100	25.50	0	ConvSpread
INTELSAT S.A.	Americas	TELECOMMUNICATIONS SERVICES	1,221	(7)	428,590,390	11,554,720	500	95.00	0	ConvSpread
INTERNATIONAL BUSINESS MACHINES CORPORATION	Americas	TECHNOLOGY	1,980	13	1,026,772,178	52,035,294	100	31.00	0.50	ConvSpread
INTERNATIONAL GAME TECHNOLOGY	Americas	CONSUMER SERVICES	551	0	241,425,090	(295,044)	100	137.50	(7.50)	ConvSpread
INTERNATIONAL LEASE FINANCE CORPORATION	Americas	FINANCIALS	4,162	11	1,401,840,524	(41,903,847)	500	235.00	1.50	ConvSpread
INTERNATIONAL PAPER COMPANY	Americas	BASIC MATERIALS	3,241	(7)	1,591,495,735	3,029,731	100	87.50	(2.00)	ConvSpread
INTERVAL ACQUISITION CORP.	Americas	CONSUMER SERVICES	2,997	(9)	748,853,700	14,463,253	100	97.50	4.50	ConvSpread
INTESA SANPAOLO SPA	Europe	FINANCIALS	6,046	48	1,771,004,737	(13,935,440)	500	249.50	N/A	ConvSpread
INVENSYS PLC	Europe	INDUSTRIALS	1,059	2	135,942,996	(2,404,870)	100	67.50	0	ConvSpread
INVESTOR AKTIEBOLAG	Europe	FINANCIALS	1,114	0	449,717,369	(4,137,926)	100	75.50	0	ConvSpread
IRELAND	Europe	GOVERNMENT	3,544	7	2,459,337,429	(58,958,114)	100	147.50	(10.50)	ConvSpread
IRON MOUNTAIN INCORPORATED	Americas	INDUSTRIALS	652	1	231,684,844	(1,701,312)	100	235.00	0	ConvSpread
ISS A/S	Europe	INDUSTRIALS	1,311	6	232,305,194	(3,684,029)	500	88.00	3.00	ConvSpread
ISS GLOBAL A/S	Europe	FINANCIALS	639	3	162,428,775	(6,074,113)	500	222.00	(5.50)	ConvSpread
ISTAR FINANCIAL INC.	Americas	FINANCIALS	3,342	15	1,052,907,524	56,074,634	500	315.00	(10.00)	ConvSpread
ITOCHU CORPORATION	Japan	INDUSTRIALS	1,084	8	841,379,792	(11,090,000)	100	65.00	1.00	ConvSpread
ITV PLC	Europe	CONSUMER SERVICES	3,280	0	723,419,248	(6,694,346)	500	129.50	(3.50)	ConvSpread
J SAINSBURY PLC	Europe	CONSUMER SERVICES	2,269	21	614,443,449	25,609,277	100	115.00	(3.00)	ConvSpread
J. C. PENNEY COMPANY, INC.	Americas	CONSUMER SERVICES	5,556	32	1,430,954,221	26,186,486	500	6.38	(0.62)	Upfront
JAGUAR LAND ROVER AUTOMOTIVE PLC	Europe	CONSUMER GOODS	410	N/A	295,576,448	N/A	500	260.00	(5.00)	ConvSpread
JAPAN	Japan	GOVERNMENT	8,373	109	9,124,625,630	(127,489,567)	100	63.00	6.00	ConvSpread
JAPAN TOBACCO INC.	Japan	CONSUMER GOODS	588	1	403,438,428	(3,423,592)	100	35.00	0	ConvSpread
JEMENA LIMITED	Australia NZ	UTILITIES	612	0	316,431,763	(437,253)	100	72.00	0	ConvSpread
JFE HOLDINGS, INC.	Japan	BASIC MATERIALS	1,422	29	1,113,061,872	23,778,487	100	105.00	(4.00)	ConvSpread
JFE STEEL CORPORATION	Japan	BASIC MATERIALS	1,154	8	574,425,110	(17,680,479)	100	97.50	(1.50)	ConvSpread
JOHN DEERE CAPITAL CORPORATION	Americas	FINANCIALS	649	0	269,063,766	(204,822)	100	38.00	0	ConvSpread
JOHNSON & JOHNSON	Americas	HEALTHCARE	1,077	3	887,414,554	3,546,946	100	23.50	1.00	ConvSpread
JOHNSON CONTROLS, INC.	Americas	CONSUMER GOODS	1,641	6	771,590,224	(20,316,176)	100	90.00	0	ConvSpread
JPMORGAN CHASE & CO.	Americas	FINANCIALS	6,562	20	3,982,681,449	(116,618,954)	100	76.50	0	ConvSpread
JSC "GAZPROM"	Europe	GOVERNMENT	4,581	6	1,957,639,022	(113,348,564)	100	192.00	6.00	ConvSpread
JTI (UK) FINANCE PLC	Europe	FINANCIALS	1,210	(2)	440,112,932	(4,131,326)	100	30.00	(1.50)	ConvSpread
K. HOVNANIAN ENTERPRISES, INC.	Americas	CONSUMER GOODS	3,074	30	687,115,549	(33,776,823)	500	445.00	(10.00)	ConvSpread
KABEL DEUTSCHLAND VERTRIEB UND SERVICE GMBH	Europe	CONSUMER SERVICES	2,445	10	380,354,861	(321,634)	500	180.00	20.00	ConvSpread
KAJIMA CORPORATION	Japan	INDUSTRIALS	502	3	223,638,997	(7,809,510)	100	80.00	0	ConvSpread
KAWASAKI HEAVY INDUSTRIES, LTD.	Japan	INDUSTRIALS	1,038	21	603,937,029	(20,438,853)	100	88.00	3.00	ConvSpread
KAWASAKI KISEN KAISHA, LTD.	Japan	INDUSTRIALS	576	0	180,945,154	(4,694,522)	100	235.00	0	ConvSpread
KB HOME	Americas	CONSUMER GOODS	2,494	12	526,280,079	(12,070,592)	500	237.50	(7.50)	ConvSpread
KELDA GROUP LIMITED	Europe	UTILITIES	1,467	(2)	280,755,345	(4,858,413)	100	110.00	0	ConvSpread
KELLOGG COMPANY	Americas	CONSUMER GOODS	600	8	293,459,703	21,235,511	100	47.00	(1.00)	ConvSpread
KERR-MCGEE CORPORATION	Americas	ENERGY	891	0	215,083,953	(199,090)	100	105.00	0	ConvSpread
KIMBERLY-CLARK CORPORATION	Americas	CONSUMER GOODS	1,544	2	610,663,924	(114,735)	100	33.00	0	ConvSpread
KIMCO REALTY CORPORATION	Americas	FINANCIALS	1,262	2	552,671,345	8,143,068	100	61.50	(2.00)	ConvSpread
KINDER MORGAN ENERGY PARTNERS, L.P.	Americas	ENERGY	1,532	4	605,635,914	(16,865,665)	100	71.00	1.00	ConvSpread
KINDER MORGAN, INC.	Americas	ENERGY	1,744	47	753,616,011	6,543,341	100	165.00	1.00	ConvSpread
KINGDOM OF BELGIUM	Europe	GOVERNMENT	3,642	104	3,462,740,399	(37,980,011)	100	65.00	(1.50)	ConvSpread
KINGDOM OF DENMARK	Europe	GOVERNMENT	1,693	0	1,922,029,319	(1,831,230)	25	29.50	(2.00)	ConvSpread
KINGDOM OF NORWAY	Europe	GOVERNMENT	582	0	886,601,077	(2,098,080)	25	17.50	0	ConvSpread
KINGDOM OF SAUDI ARABIA	Europe	GOVERNMENT	307	0	445,550,000	0.00	100	64.50	(3.00)	ConvSpread
KINGDOM OF SPAIN	Europe	GOVERNMENT	10,017	22	11,249,306,493	(63,812,345)	100	227.50	(5.50)	ConvSpread
KINGDOM OF SWEDEN	Europe	GOVERNMENT	1,403	0	1,756,822,638	(4,403,347)	25	19.50	(0.50)	ConvSpread
KINGDOM OF THAILAND	Asia Ex-Japan	GOVERNMENT	1,986	22	770,170,024	(30,348,834)	100	83.50	(0.50)	ConvSpread
KINGDOM OF THE NETHERLANDS	Europe	GOVERNMENT	1,924	11	3,197,295,099	25,778,258	25	57.50	(1.00)	ConvSpread
KINGFISHER PLC	Europe	CONSUMER SERVICES	3,102	63	829,195,957	4,353,676	100	81.50	1.00	ConvSpread
KINTETSU CORPORATION	Japan	CONSUMER SERVICES	834	1	418,411,413	(11,025,067)	100	80.00	(5.00)	ConvSpread
KLEPIERRE	Europe	FINANCIALS	473	0	196,793,162	(2,164,782)	100	100.00	(3.00)	ConvSpread
KOBE STEEL, LTD.	Japan	BASIC MATERIALS	2,088	49	1,015,766,991	299,159	100	285.00	(10.00)	ConvSpread
KOHL'S CORPORATION	Americas	CONSUMER SERVICES	2,462	35	830,810,320	3,056,420	100	157.00	(12.50)	ConvSpread
KOMATSU LTD.	Japan	INDUSTRIALS	723	5	629,478,289	(15,909,705)	100	37.00	0.50	ConvSpread
KONINKLIJKE AHOLD N.V.	Europe	CONSUMER SERVICES	2,392	2	817,184,324	16,967,131	100	82.00	(3.50)	ConvSpread
KONINKLIJKE DSM N.V.	Europe	BASIC MATERIALS	3,000	(1)	1,271,869,924	(14,448,443)	100	51.50	2.00	ConvSpread
KONINKLIJKE KPN N.V.	Europe	TELECOMMUNICATIONS SERVICES	4,360	3	1,479,671,014	(36,935,898)	100	149.00	(7.50)	ConvSpread
KONINKLIJKE PHILIPS ELECTRONICS N.V.	Europe	CONSUMER GOODS	2,819	12	1,158,156,911	(4,825,508)	100	64.00	N/A	ConvSpread
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE	Europe	BASIC MATERIALS	1,513	3	469,201,503	(11,010,290)	100	39.50	(0.50)	ConvSpread
L-3 COMMUNICATIONS CORPORATION	Americas	INDUSTRIALS	796	(4)	267,542,212	19,574,594	100	70.00	0	ConvSpread
LADBROKES PLC	Europe	CONSUMER SERVICES	1,978	5	506,387,507	22,168	100	215.00	(2.00)	ConvSpread
LAFARGE	Europe	INDUSTRIALS	4,479	3	1,473,505,097	10,067,447	100	205.00	(13.00)	ConvSpread
LANXESS AKTIENGESELLSCHAFT	Europe	BASIC MATERIALS	1,965	15	927,200,100	(25,124,933)	100	118.50	(3.00)	ConvSpread
LEBANESE REPUBLIC	Europe	GOVERNMENT	406	8	666,667,500	145,000,000	100	435.00	5.00	ConvSpread
LEGAL & GENERAL GROUP PLC	Europe	FINANCIALS	823	0	255,399,092	(2,669,807)	100	114.50	(0.50)	ConvSpread
LEND LEASE CORPORATION LTD	Australia NZ	INDUSTRIALS	775	1	364,380,418	16,376,272	100	171.50	(5.50)	ConvSpread
LENNAR CORPORATION	Americas	CONSUMER GOODS	4,577	14	1,297,917,298	(18,951,645)	500	190.00	(5.00)	ConvSpread
LEVEL 3 COMMUNICATIONS, INC.	Americas	TELECOMMUNICATIONS SERVICES	881	(50)	261,945,569	(28,207,868)	500	387.50	5.00	ConvSpread
LEVI STRAUSS & CO.	Americas	CONSUMER GOODS	1,271	50	247,381,337	12,328,194	500	228.00	3.00	ConvSpread
LEXMARK INTERNATIONAL, INC.	Americas	TECHNOLOGY	835	7	340,795,092	10,195,099	100	205.00	0	ConvSpread
LIBERTY INTERACTIVE LLC	Americas	CONSUMER SERVICES	2,085	4	580,644,012	(2,191,343)	500	155.00	0	ConvSpread
LIBERTY MUTUAL GROUP INC.	Americas	FINANCIALS	1,057	0	347,973,176	(285,794)	100	155.50	43.00	ConvSpread
LIBERTY MUTUAL INSURANCE COMPANY	Americas	FINANCIALS	1,358	2	368,446,389	(123,522)	100	63.00	0	ConvSpread
LINCOLN NATIONAL CORPORATION	Americas	FINANCIALS	1,122	(9)	733,514,529	6,085,626	100	113.00	0	ConvSpread
LINDE AKTIENGESELLSCHAFT	Europe	BASIC MATERIALS	2,389	(16)	942,647,763	(15,933,488)	100	44.50	1.00	ConvSpread
LLOYDS TSB BANK PLC	Europe	FINANCIALS	4,623	11	1,997,406,474	1,444,494	100	137.50	(1.00)	ConvSpread
LOCKHEED MARTIN CORPORATION	Americas	INDUSTRIALS	1,729	22	1,234,564,952	11,691,800	100	47.50	(1.00)	ConvSpread
LOEWS CORPORATION	Americas	FINANCIALS	1,834	6	637,259,348	8,593,039	100	30.50	0	ConvSpread
LOUISIANA-PACIFIC CORPORATION	Americas	CONSUMER GOODS	3,466	11	761,492,727	(8,753,236)	500	151.00	0	ConvSpread
LOWE'S COMPANIES, INC.	Americas	CONSUMER SERVICES	1,671	5	1,102,193,133	(6,136,162)	100	35.50	(1.00)	ConvSpread
LVMH MOET HENNESSY LOUIS VUITTON	Europe	CONSUMER GOODS	2,198	(22)	669,622,861	(7,152,483)	100	55.50	(2.00)	ConvSpread
M.D.C. HOLDINGS, INC.	Americas	CONSUMER GOODS	1,947	4	847,017,734	(8,976,912)	100	140.00	0	ConvSpread
MACQUARIE BANK LIMITED	Australia NZ	FINANCIALS	1,543	(2)	655,808,163	(10,004,832)	100	109.50	0	ConvSpread
MACY'S, INC.	Americas	CONSUMER SERVICES	3,386	2	1,384,674,308	(2,088,759)	100	80.00	(0.50)	ConvSpread
MALAYSIA	Asia Ex-Japan	GOVERNMENT	2,493	26	1,434,459,477	(66,000,817)	100	77.50	1.00	ConvSpread
MANOR CARE, INC.	Americas	HEALTHCARE	973	1	441,096,870	(296,876)	100	188.00	8.00	ConvSpread
MARATHON OIL CORPORATION	Americas	ENERGY	1,017	0	243,576,457	(342,642)	100	83.00	(3.00)	ConvSpread
MARKS AND SPENCER P.L.C.	Europe	CONSUMER SERVICES	3,581	13	1,125,554,882	(34,501,473)	100	175.00	(5.00)	ConvSpread
MARRIOTT INTERNATIONAL, INC.	Americas	CONSUMER SERVICES	2,473	2	1,295,109,427	(62,944)	100	52.50	1.50	ConvSpread
MARSH & MCLENNAN COMPANIES, INC.	Americas	FINANCIALS	2,258	4	842,460,185	868,291	100	39.00	(1.00)	ConvSpread
MARTIN MARIETTA MATERIALS, INC.	Americas	INDUSTRIALS	438	0	246,607,094	(223,181)	100	133.00	5.00	ConvSpread
MARUBENI CORPORATION	Japan	ENERGY	1,107	29	566,127,668	(44,542,927)	100	83.00	1.00	ConvSpread
MASCO CORPORATION	Americas	CONSUMER GOODS	2,977	1	1,193,346,699	(7,745,301)	500	149.00	4.50	ConvSpread
MATTEL, INC.	Americas	CONSUMER GOODS	1,271	(2)	334,978,830	(1,174,025)	100	54.00	(1.00)	ConvSpread
MBIA INC.	Americas	FINANCIALS	3,997	87	1,203,268,517	9,655,416	500	240.00	0	ConvSpread
MBIA INSURANCE CORPORATION	Americas	FINANCIALS	7,678	326	2,262,552,265	187,090,562	500	4.25	0.25	Upfront
MCDONALD'S CORPORATION	Americas	CONSUMER SERVICES	1,784	13	823,085,856	10,201,159	100	15.50	(1.00)	ConvSpread
MCKESSON CORPORATION	Americas	HEALTHCARE	1,862	4	626,716,781	(9,745,216)	100	26.50	0	ConvSpread
MEADWESTVACO CORPORATION	Americas	INDUSTRIALS	3,323	11	1,169,412,576	(9,033,810)	100	108.00	(10.00)	ConvSpread
MEDIACOM LLC	Americas	CONSUMER SERVICES	646	(1)	137,907,275	(703,886)	500	350.00	15.00	ConvSpread
MEDTRONIC, INC.	Americas	HEALTHCARE	984	1	526,977,803	181,157	100	46.50	0	ConvSpread
MELIA HOTELS INTERNATIONAL, S.A.	Europe	CONSUMER SERVICES	1,866	4	460,242,405	(1,498,187)	500	2.00	(1.00)	Upfront
MERCK & CO., INC.	Americas	HEALTHCARE	802	0	218,351,665	(687,380)	100	42.50	1.00	ConvSpread
MERCK KOMMANDITGESELLSCHAFT AUF AKTIEN	Europe	HEALTHCARE	385	4	285,458,530	3,536,611	100	53.00	0	ConvSpread
MERCK SHARP & DOHME CORP.	Americas	HEALTHCARE	1,192	0	366,104,267	(382,246)	100	14.50	1.00	ConvSpread
MERITOR, INC.	Americas	CONSUMER GOODS	2,246	27	433,679,212	(16,462,068)	500	843.95	0.02	ConvSpread
MERRILL LYNCH & CO., INC.	Americas	FINANCIALS	3,673	15	2,308,926,112	14,615,073	100	83.00	0	ConvSpread
METLIFE, INC.	Americas	FINANCIALS	3,564	(73)	4,001,469,079	(79,197,185)	100	106.00	0	ConvSpread
METRO AG	Europe	CONSUMER SERVICES	3,007	14	1,369,895,147	(22,614,972)	100	148.00	0.50	ConvSpread
METSA BOARD CORPORATION	Europe	BASIC MATERIALS	1,961	39	361,158,936	(20,406,947)	500	294.00	(8.50)	ConvSpread
METSO OYJ	Europe	INDUSTRIALS	1,480	(2)	448,322,433	(4,313,324)	100	150.00	(2.50)	ConvSpread
MGIC INVESTMENT CORPORATION	Americas	FINANCIALS	4,363	35	1,157,389,529	15,751,890	500	380.00	(2.50)	ConvSpread
MGM RESORTS INTERNATIONAL	Americas	CONSUMER SERVICES	2,893	17	1,179,706,146	6,335,723	500	347.50	2.50	ConvSpread
MITSUBISHI CHEMICAL CORPORATION	Japan	BASIC MATERIALS	334	0	305,959,799	(7,921,732)	100	58.00	2.00	ConvSpread
MITSUBISHI CORPORATION	Japan	BASIC MATERIALS	820	2	999,190,318	(25,479,492)	100	43.00	0	ConvSpread
MITSUBISHI ESTATE COMPANY, LIMITED	Japan	FINANCIALS	511	3	358,186,516	(9,273,957)	100	32.00	(3.00)	ConvSpread
MITSUBISHI HEAVY INDUSTRIES, LTD.	Japan	INDUSTRIALS	590	4	373,011,603	(9,587,563)	100	34.00	(3.00)	ConvSpread
MITSUI & CO., LTD.	Japan	ENERGY	915	1	583,250,073	(14,737,325)	100	39.00	(0.50)	ConvSpread
MITSUI CHEMICALS, INC.	Japan	BASIC MATERIALS	1,089	48	674,016,939	17,177,682	100	210.00	0	ConvSpread
MITSUI FUDOSAN CO., LTD.	Japan	FINANCIALS	540	1	302,451,142	(10,609,798)	100	38.00	(3.00)	ConvSpread
MITSUI O.S.K. LINES, LTD.	Japan	INDUSTRIALS	1,569	8	897,745,568	(30,936,373)	100	155.00	(6.00)	ConvSpread
MITSUI SUMITOMO INSURANCE COMPANY, LIMITED	Japan	FINANCIALS	381	0	336,372,579	(5,415,775)	100	36.00	(1.00)	ConvSpread
MIZUHO CORPORATE BANK, LTD.	Japan	FINANCIALS	1,905	3	868,366,266	(6,176,624)	100	88.00	3.00	ConvSpread
MOHAWK INDUSTRIES, INC.	Americas	CONSUMER GOODS	1,658	0	657,787,649	(5,718)	100	103.00	(1.50)	ConvSpread
MOLSON COORS BREWING COMPANY	Americas	CONSUMER GOODS	555	0	203,914,601	(287,917)	100	75.00	0	ConvSpread
MONDELEZ INTERNATIONAL, INC.	Americas,Europe	CONSUMER GOODS	4,935	21	1,201,030,027	427,226	100	32.50	1.00	ConvSpread
MONSANTO COMPANY	Americas	BASIC MATERIALS	560	(4)	376,315,167	(20,953,578)	100	31.50	(3.50)	ConvSpread
MORGAN STANLEY	Americas	FINANCIALS	6,701	29	3,795,992,905	(56,794,712)	100	117.00	(0.50)	ConvSpread
MOTOROLA SOLUTIONS, INC.	Americas	TECHNOLOGY	2,920	1	1,082,448,796	15,411,955	100	84.50	4.00	ConvSpread
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AKTIENGESELLSCHAFT IN MUENCHEN	Europe	FINANCIALS	5,237	(21)	1,099,083,969	454,878	100	59.50	(2.50)	ConvSpread
MURPHY OIL CORPORATION	Americas	ENERGY	590	3	173,030,182	(21,424,631)	100	126.50	4.50	ConvSpread
NABORS INDUSTRIES, INC.	Americas	ENERGY	2,560	40	1,013,446,767	(23,215,155)	100	153.00	1.50	ConvSpread
NALCO COMPANY	Americas	UTILITIES	872	(2)	113,319,517	(1,122,483)	100	50.00	0	ConvSpread
NATIONAL AUSTRALIA BANK LIMITED	Australia NZ	FINANCIALS	1,606	(20)	1,068,574,575	(100,588,135)	100	72.50	(1.00)	ConvSpread
NATIONAL GRID PLC	Europe	UTILITIES	2,098	(12)	757,994,183	(1,130,538)	100	58.00	0	ConvSpread
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION	Americas	FINANCIALS	1,872	2	856,052,099	24,767,377	100	40.50	(0.50)	ConvSpread
NEC CORPORATION	Japan	TECHNOLOGY	1,009	2	239,485,542	(3,205,823)	100	100.00	0	ConvSpread
NEW ALBERTSON'S, INC.	Americas	CONSUMER SERVICES	2,524	58	524,019,064	(8,368,029)	500	7.25	(1.13)	Upfront
NEW ZEALAND	Australia NZ	GOVERNMENT	445	2	501,736,384	(537,633)	100	39.00	0	ConvSpread
NEWELL RUBBERMAID INC.	Americas	CONSUMER GOODS	2,447	6	1,026,672,716	53,673,345	100	64.50	(1.00)	ConvSpread
NEWMONT MINING CORPORATION	Americas	BASIC MATERIALS	958	1	475,155,786	18,344,787	100	182.00	15.00	ConvSpread
NEWS AMERICA INCORPORATED	Americas	CONSUMER SERVICES	2,208	1	706,088,358	(11,377,479)	100	30.50	(1.00)	ConvSpread
NEXEN INC.	Americas	ENERGY	869	(7)	225,540,742	(282,473)	100	22.00	0	ConvSpread
NEXT PLC	Europe	CONSUMER SERVICES	2,569	36	1,031,962,038	(30,426,546)	100	73.50	(3.50)	ConvSpread
NIPPON PAPER GROUP, INC.	Japan	BASIC MATERIALS	1,580	37	987,186,777	(22,723,056)	100	235.00	5.00	ConvSpread
NIPPON STEEL & SUMITOMO METAL CORPORATION	Japan	BASIC MATERIALS	1,963	13	1,184,344,228	(29,937,387)	100	75.00	(3.00)	ConvSpread
NIPPON YUSEN KABUSHIKI KAISHA	Japan	INDUSTRIALS	1,055	5	845,227,481	(52,171,824)	100	88.00	3.00	ConvSpread
NISOURCE FINANCE CORP.	Americas	UTILITIES	735	2	252,156,364	(4,525,111)	100	67.50	0	ConvSpread
NISSAN MOTOR CO., LTD.	Japan	CONSUMER GOODS	1,542	(2)	966,160,752	6,622,879	100	44.00	1.50	ConvSpread
NOBLE CORPORATION	Americas	ENERGY	691	28	208,078,122	(8,417,320)	100	147.50	6.50	ConvSpread
NOBLE ENERGY, INC.	Americas	ENERGY	630	2	239,225,462	(13,046,815)	100	70.00	(4.50)	ConvSpread
NOKIA OYJ	Europe	TECHNOLOGY	4,082	23	1,143,947,100	(9,869,765)	500	1.00	(0.25)	Upfront
NOMURA SECURITIES CO., LTD.	Japan	FINANCIALS	391	0	295,483,877	(6,461,199)	100	140.00	N/A	ConvSpread
NORBORD INC.	Americas	CONSUMER GOODS	1,624	6	485,162,457	(3,084,069)	500	205.00	0	ConvSpread
NORDSTROM, INC.	Americas	CONSUMER SERVICES	3,050	4	1,573,837,798	(28,587,619)	100	56.00	(0.50)	ConvSpread
NORFOLK SOUTHERN CORPORATION	Americas	INDUSTRIALS	2,140	(7)	1,297,180,964	6,541,833	100	24.00	1.00	ConvSpread
NORSKE SKOGINDUSTRIER ASA	Europe	BASIC MATERIALS	3,729	102	873,322,083	(789,075)	500	36.00	(0.50)	Upfront
NORTHROP GRUMMAN CORPORATION	Americas	INDUSTRIALS	1,543	29	684,361,601	6,146,343	100	34.50	1.00	ConvSpread
NOVA CHEMICALS CORPORATION	Americas	BASIC MATERIALS	1,144	(12)	314,370,417	1,024,629	500	137.00	(3.00)	ConvSpread
NOVARTIS AG	Europe	HEALTHCARE	1,037	0	398,558,446	(3,570,914)	100	27.50	2.50	ConvSpread
NRG ENERGY, INC.	Americas	UTILITIES	1,463	5	543,835,588	(45,704,903)	500	310.00	0.50	ConvSpread
NUCOR CORPORATION	Americas	BASIC MATERIALS	1,915	6	992,793,056	19,898,427	100	75.00	5.00	ConvSpread
NXP B.V.	Europe	TECHNOLOGY	2,395	12	343,453,730	(15,710,191)	500	275.00	(15.00)	ConvSpread
OBAYASHI CORPORATION	Japan	INDUSTRIALS	611	7	335,748,810	(26,512,269)	100	55.00	(2.50)	ConvSpread
OCCIDENTAL PETROLEUM CORPORATION	Americas	ENERGY	1,020	23	240,187,713	20,657,963	100	54.50	(1.00)	ConvSpread
OFFICE DEPOT, INC.	Americas	CONSUMER SERVICES	1,453	3	361,480,591	(3,647,129)	500	285.00	(3.00)	ConvSpread
OJI HOLDINGS CORPORATION	Japan	BASIC MATERIALS	1,226	7	1,050,007,468	(72,130,089)	100	88.00	0	ConvSpread
OLD MUTUAL PUBLIC LIMITED COMPANY	Europe	FINANCIALS	1,058	1	392,666,379	(10,723,692)	100	125.00	0	ConvSpread
OLIN CORPORATION	Americas	BASIC MATERIALS	2,214	8	674,260,074	(17,527,035)	100	111.00	(6.00)	ConvSpread
OMNICOM GROUP INC.	Americas	CONSUMER SERVICES	2,200	12	903,213,483	13,582,905	100	46.50	0	ConvSpread
ONEOK PARTNERS, L.P.	Americas	ENERGY	474	0	298,655,435	(748,490)	100	95.00	0	ConvSpread
ONEOK, INC.	Americas	ENERGY	1,293	2	472,826,895	(197,678)	100	85.00	0	ConvSpread
ONO FINANCE II PUBLIC LIMITED COMPANY	Europe	FINANCIALS	2,261	24	462,011,035	15,262,752	500	476.14	(3.36)	ConvSpread
ORIX CORPORATION	Japan	FINANCIALS	1,737	4	706,023,615	(8,347,426)	100	81.50	(2.00)	ConvSpread
OWENS-ILLINOIS, INC.	Americas	INDUSTRIALS	757	1	197,468,297	(1,710,162)	500	192.50	0	ConvSpread
PACIFIC GAS AND ELECTRIC COMPANY	Americas	UTILITIES	642	(9)	527,299,430	(1,670,459)	100	60.00	(1.50)	ConvSpread
PACKAGING CORPORATION OF AMERICA	Americas	INDUSTRIALS	1,178	1	473,281,399	(1,981,216)	100	96.00	(1.50)	ConvSpread
PACTIV LLC	Americas	INDUSTRIALS	1,500	4	318,315,885	1,763,871	500	383.00	1.00	ConvSpread
PANASONIC CORPORATION	Japan	CONSUMER GOODS	1,569	8	732,873,904	(51,049,004)	100	105.00	7.00	ConvSpread
PARKER DRILLING COMPANY	Americas	ENERGY	602	4	168,715,432	893,784	500	398.00	8.00	ConvSpread
PEABODY ENERGY CORPORATION	Americas	ENERGY	612	0	183,103,498	(1,143,061)	500	315.00	(5.00)	ConvSpread
PEARSON PLC	Europe	CONSUMER SERVICES	3,242	17	1,029,027,741	6,421,152	100	69.00	(0.50)	ConvSpread
PEOPLE'S REPUBLIC OF CHINA	Asia Ex-Japan	GOVERNMENT	7,576	63	7,119,300,584	104,330,735	100	74.00	(1.00)	ConvSpread
PEPCO HOLDINGS, INC.	Americas	UTILITIES	604	(1)	97,675,814	(374,854)	100	68.00	0	ConvSpread
PEPSICO, INC.	Americas	CONSUMER GOODS	627	1	283,575,938	(25,139,983)	100	44.50	0	ConvSpread
PERNOD RICARD	Europe	CONSUMER GOODS	2,273	7	813,559,674	23,810,201	100	78.00	(1.50)	ConvSpread
PETROLEO BRASILEIRO S/A PETROBRAS	Americas	ENERGY	1,551	29	3,516,101,205	171,817,795	100	194.00	10.50	ConvSpread
PETROLEOS DE VENEZUELA, S.A.	Americas	ENERGY	385	6	588,300,000	55,950,000	500	985.00	(25.00)	ConvSpread
PETROLEOS MEXICANOS	Americas	ENERGY	3,451	8	1,066,248,915	(10,091,206)	100	122.00	12.00	ConvSpread
PEUGEOT SA	Europe	CONSUMER GOODS	4,945	35	1,609,823,548	(699,978)	500	6.00	(0.75)	Upfront
PFIZER INC.	Americas	HEALTHCARE	1,586	15	865,119,840	(12,846,796)	100	34.50	1.00	ConvSpread
PHH CORPORATION	Americas	INDUSTRIALS	433	2	219,079,469	(912,994)	500	260.00	(10.00)	ConvSpread
PHILIP MORRIS INTERNATIONAL INC.	Americas	CONSUMER GOODS	240	0	470,521,265	(580,906)	100	40.50	(1.50)	ConvSpread
PILKINGTON GROUP LIMITED	Europe	CONSUMER GOODS	695	0	208,738,517	(1,680,966)	100	162.50	37.50	ConvSpread
PIONEER NATURAL RESOURCES COMPANY	Americas	ENERGY	1,227	1	233,546,251	21,655,587	100	94.00	(2.00)	ConvSpread
PITNEY BOWES INC.	Americas	TECHNOLOGY	2,546	(18)	1,190,521,254	15,930,764	100	217.00	(3.00)	ConvSpread
PLAINS ALL AMERICAN PIPELINE, L.P.	Americas	ENERGY	372	1	305,218,211	(65,827)	100	68.00	(0.50)	ConvSpread
POLYONE CORPORATION	Americas	BASIC MATERIALS	664	(6)	161,469,092	(1,661,187)	500	232.50	(2.50)	ConvSpread
PORSCHE AUTOMOBIL HOLDING SE	Europe	CONSUMER GOODS	1,195	(7)	560,576,306	(5,406,555)	100	51.00	0	ConvSpread
PORTUGAL TELECOM INTERNATIONAL FINANCE B.V.	Europe	TELECOMMUNICATIONS SERVICES	4,672	(17)	1,034,493,870	(20,097,163)	500	370.00	(5.00)	ConvSpread
PORTUGUESE REPUBLIC	Europe	GOVERNMENT	5,080	37	4,115,849,679	(101,381,969)	100	331.00	(7.00)	ConvSpread
POSTNL N.V.	Europe	INDUSTRIALS	2,791	(88)	968,428,646	(3,052,239)	100	240.00	(5.50)	ConvSpread
POTASH CORPORATION OF SASKATCHEWAN INC.	Americas	BASIC MATERIALS	898	(3)	321,827,065	(83,926)	100	65.00	0	ConvSpread
PPG INDUSTRIES, INC.	Americas	BASIC MATERIALS	2,013	(5)	542,083,463	(4,798,228)	100	57.50	5.00	ConvSpread
PPL ENERGY SUPPLY, LLC	Americas	UTILITIES	1,119	1	452,105,667	(4,284,290)	100	145.00	0	ConvSpread
PPR	Europe	CONSUMER SERVICES	2,851	3	1,151,412,541	(61,394,023)	100	74.00	(2.50)	ConvSpread
PRAXAIR, INC.	Americas	BASIC MATERIALS	491	(5)	200,722,390	43,002	100	35.00	(2.50)	ConvSpread
PRIDE INTERNATIONAL, INC.	Americas	ENERGY	748	(1)	205,850,317	(153,680)	100	69.00	0	ConvSpread
PROGRESS ENERGY, INC.	Americas	UTILITIES	1,668	1	718,242,105	(14,901,916)	100	14.50	(2.00)	ConvSpread
PROLOGIS, L.P.	Americas	FINANCIALS	1,660	1	726,148,787	8,193,820	100	88.00	2.00	ConvSpread
PROSIEBENSAT.1 MEDIA AG	Europe	CONSUMER SERVICES	724	0	138,413,977	(1,106,383)	500	240.00	0	ConvSpread
PRUDENTIAL FINANCIAL, INC.	Americas	FINANCIALS	1,564	(7)	937,016,931	2,549,983	100	111.00	0	ConvSpread
PRUDENTIAL PUBLIC LIMITED COMPANY	Europe	FINANCIALS	1,739	(1)	416,855,539	32,160,887	100	115.50	0.50	ConvSpread
PSEG POWER LLC	Americas	UTILITIES	953	0	260,853,359	(951,763)	100	117.00	0	ConvSpread
PUBLICIS GROUPE SA	Europe	CONSUMER SERVICES	2,073	(1)	722,148,410	474,490	100	63.00	0.50	ConvSpread
PULTEGROUP, INC.	Americas	CONSUMER GOODS	4,042	9	1,217,045,774	(1,013,955)	500	162.50	(2.50)	ConvSpread
QANTAS AIRWAYS LIMITED	Australia NZ	INDUSTRIALS	3,039	(1)	1,304,532,549	148,963	100	170.00	(4.00)	ConvSpread
QBE INSURANCE GROUP LIMITED	Australia NZ	FINANCIALS	1,087	14	509,178,262	(33,142,899)	100	135.00	(5.00)	ConvSpread
QUEST DIAGNOSTICS INCORPORATED	Americas	HEALTHCARE	1,498	11	610,000,731	(11,203,862)	100	92.50	0	ConvSpread
QWEST CAPITAL FUNDING, INC.	Americas	TELECOMMUNICATIONS SERVICES	625	(23)	146,280,715	(977,052)	100	115.00	0	ConvSpread
QWEST CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	1,002	(5)	517,771,100	(4,485,114)	100	97.00	0	ConvSpread
R.R. DONNELLEY & SONS COMPANY	Americas	INDUSTRIALS	3,810	26	1,367,631,469	10,045,533	500	386.50	(1.00)	ConvSpread
RADIAN GROUP INC.	Americas	FINANCIALS	4,633	33	1,132,537,818	(41,521,247)	500	302.50	0	ConvSpread
RADIOSHACK CORPORATION	Americas	CONSUMER SERVICES	4,040	49	809,296,813	26,106,945	500	18.50	(0.75)	Upfront
RALLYE	Europe	CONSUMER SERVICES	1,987	11	657,808,898	(17,717,584)	500	317.50	(12.50)	ConvSpread
RAYTHEON COMPANY	Americas	INDUSTRIALS	1,477	15	744,341,466	(1,048,272)	100	34.50	1.00	ConvSpread
REALOGY GROUP LLC	Americas	FINANCIALS	1,193	11	333,846,018	(639,347)	500	297.50	0	ConvSpread
REED ELSEVIER PLC	Europe	CONSUMER SERVICES	2,619	(4)	824,397,328	(5,914,524)	100	59.00	1.00	ConvSpread
RENAULT	Europe	CONSUMER GOODS	4,242	21	1,106,553,246	6,881,052	100	231.00	(4.00)	ConvSpread
RENTOKIL INITIAL PLC	Europe	INDUSTRIALS	2,433	0	781,619,452	(9,596,447)	100	155.00	(4.00)	ConvSpread
REPSOL, S.A.	Europe	ENERGY	2,968	7	800,277,003	(17,952,791)	100	125.50	(4.50)	ConvSpread
REPUBLIC OF AUSTRIA	Europe	GOVERNMENT	2,787	98	4,336,039,450	11,474,221	100	38.50	0	ConvSpread
REPUBLIC OF BULGARIA	Europe	GOVERNMENT	1,906	31	510,394,141	31,342,218	500	107.00	2.00	ConvSpread
REPUBLIC OF CHILE	Americas	GOVERNMENT	620	24	896,777,647	(56,603,131)	100	69.50	1.50	ConvSpread
REPUBLIC OF COLOMBIA	Americas	GOVERNMENT	2,640	62	1,754,947,392	(8,434,030)	100	81.75	2.75	ConvSpread
REPUBLIC OF CROATIA	Europe	GOVERNMENT	1,491	5	660,691,344	4,868,922	100	292.50	9.50	ConvSpread
REPUBLIC OF CYPRUS	Europe	GOVERNMENT	309	1	280,916,990	(701,546)	100	28.50	(3.00)	Upfront
REPUBLIC OF FINLAND	Europe	GOVERNMENT	880	0	2,179,423,018	(5,424,912)	25	29.50	1.00	ConvSpread
REPUBLIC OF ICELAND	Europe	GOVERNMENT	848	0	438,723,812	(1,953,842)	100	150.00	10.00	ConvSpread
REPUBLIC OF INDONESIA	Asia Ex-Japan	GOVERNMENT	4,978	16	3,320,685,734	13,001,967	100	140.00	0	ConvSpread
REPUBLIC OF ITALY	Europe	GOVERNMENT	14,419	119	19,758,626,570	(1,362,502,246)	100	235.00	(5.00)	ConvSpread
REPUBLIC OF KAZAKHSTAN	Europe	GOVERNMENT	1,442	(7)	712,207,159	992,787	100	145.00	5.50	ConvSpread
REPUBLIC OF KOREA	Asia Ex-Japan	GOVERNMENT	8,366	25	5,789,139,441	(129,858,724)	100	70.00	0.50	ConvSpread
REPUBLIC OF LATVIA	Europe	GOVERNMENT	1,143	(8)	511,745,477	(768,422)	100	111.00	1.00	ConvSpread
REPUBLIC OF LITHUANIA	Europe	GOVERNMENT	950	(6)	440,727,645	(814,318)	100	108.50	0.50	ConvSpread
REPUBLIC OF PANAMA	Americas	GOVERNMENT	1,001	6	518,318,525	(5,119,807)	100	80.50	2.50	ConvSpread
REPUBLIC OF PERU	Americas	GOVERNMENT	2,244	9	1,576,674,345	11,320,661	100	92.50	2.50	ConvSpread
REPUBLIC OF POLAND	Europe	GOVERNMENT	3,794	4	1,312,475,162	(27,930,817)	100	78.00	2.00	ConvSpread
REPUBLIC OF SLOVENIA	Europe	GOVERNMENT	917	11	750,749,750	11,199,991	100	287.50	2.50	ConvSpread
REPUBLIC OF SOUTH AFRICA	Europe	GOVERNMENT	5,684	14	3,339,763,643	31,535,700	100	159.50	3.00	ConvSpread
REPUBLIC OF THE PHILIPPINES	Asia Ex-Japan	GOVERNMENT	5,084	34	2,455,118,200	(58,750,721)	100	85.50	(2.00)	ConvSpread
REPUBLIC OF TURKEY	Europe	GOVERNMENT	9,050	67	7,883,121,994	(13,760,170)	100	122.00	4.50	ConvSpread
REPUBLIC SERVICES, INC.	Americas	INDUSTRIALS	1,080	(2)	680,516,214	(9,547,078)	100	63.00	0	ConvSpread
RESONA BANK, LIMITED	Japan	FINANCIALS	721	0	248,360,152	(1,028,602)	100	125.00	0	ConvSpread
REXAM PLC	Europe	INDUSTRIALS	1,809	0	523,162,921	(3,952,294)	100	85.00	(5.00)	ConvSpread
REYNOLDS AMERICAN INC.	Americas	CONSUMER GOODS	1,548	5	691,022,496	42,228	100	64.00	(2.00)	ConvSpread
RHODIA	Europe	BASIC MATERIALS	1,672	0	241,876,271	(2,790,347)	100	55.00	5.00	ConvSpread
RICOH COMPANY, LTD.	Japan	TECHNOLOGY	659	14	716,541,783	(19,555,353)	100	55.00	0	ConvSpread
RIO TINTO ALCAN INC.	Americas	BASIC MATERIALS	1,976	(14)	774,754,208	4,674,533	100	92.50	7.50	ConvSpread
RIO TINTO LIMITED	Australia NZ	BASIC MATERIALS	2,705	(1)	1,307,194,394	(11,882,290)	100	102.00	1.50	ConvSpread
RITE AID CORPORATION	Americas	CONSUMER SERVICES	1,505	42	366,488,100	(6,385,300)	500	405.00	(3.00)	ConvSpread
ROGERS COMMUNICATIONS INC.	Americas	TELECOMMUNICATIONS SERVICES	570	6	475,081,586	(28,849)	100	50.50	(2.00)	ConvSpread
ROHM AND HAAS COMPANY	Americas	BASIC MATERIALS	2,050	(9)	740,890,759	(4,253,115)	100	45.00	6.50	ConvSpread
ROLLS-ROYCE PLC	Europe	INDUSTRIALS	1,681	0	826,193,104	2,346,715	100	61.00	(0.50)	ConvSpread
ROMANIA	Europe	GOVERNMENT	1,925	(8)	1,036,238,170	(1,758,123)	100	180.00	5.00	ConvSpread
ROYAL & SUN ALLIANCE INSURANCE PLC	Europe	FINANCIALS	1,729	(42)	226,105,018	(23,424,041)	100	70.50	(1.50)	ConvSpread
ROYAL CARIBBEAN CRUISES LTD.	Americas	CONSUMER SERVICES	3,014	28	985,648,127	(6,839,161)	500	190.00	7.50	ConvSpread
ROYAL DUTCH SHELL PLC	Europe	ENERGY	1,391	3	1,107,766,482	7,712,409	100	43.00	(7.00)	ConvSpread
RPM INTERNATIONAL INC.	Americas	BASIC MATERIALS	1,177	(7)	502,784,326	(668,550)	100	105.50	0	ConvSpread
RUSSIAN FEDERATION	Europe	GOVERNMENT	8,989	51	5,251,197,969	57,021,600	100	138.00	6.50	ConvSpread
RWE AKTIENGESELLSCHAFT	Europe	UTILITIES	2,626	(2)	1,360,412,224	(24,524,307)	100	71.00	(1.50)	ConvSpread
RYDER SYSTEM, INC.	Americas	INDUSTRIALS	2,332	3	1,057,799,748	(212,004)	100	89.00	(1.50)	ConvSpread
SABMILLER PLC	Europe	CONSUMER GOODS	902	1	629,349,459	(10,464,584)	100	50.50	(1.00)	ConvSpread
SABRE HOLDINGS CORPORATION	Americas	CONSUMER SERVICES	2,296	3	580,568,893	4,709,206	500	320.00	(10.00)	ConvSpread
SAFEWAY INC.	Americas	CONSUMER SERVICES	3,572	12	1,797,392,051	6,649,424	100	170.00	(8.50)	ConvSpread
SAFEWAY LIMITED	Europe	CONSUMER SERVICES	2,312	34	633,009,695	17,222,288	100	77.00	(1.50)	ConvSpread
SAKS INCORPORATED	Americas	CONSUMER SERVICES	1,288	23	338,167,719	(11,580,671)	500	217.00	2.00	ConvSpread
SANOFI	Europe	HEALTHCARE	2,511	(4)	1,620,736,853	12,707,242	100	40.00	(0.50)	ConvSpread
SCANDINAVIAN AIRLINES SYSTEM DENMARK-NORWAY-SWEDEN	Europe	INDUSTRIALS	1,672	2	277,024,262	3,697,024	500	2.00	0	Upfront
SCANIA AKTIEBOLAG	Europe	INDUSTRIALS	1,664	(1)	519,777,761	1,687,899	100	78.50	1.50	ConvSpread
SCHLUMBERGER N.V.	Americas	ENERGY	568	15	180,492,473	467,479	100	42.50	2.00	ConvSpread
SCHNEIDER ELECTRIC SA	Europe	INDUSTRIALS	1,556	4	516,656,179	(3,462,073)	100	76.00	(1.00)	ConvSpread
SCOR SE	Europe	FINANCIALS	1,303	1	219,687,992	3,248,683	100	102.00	(1.50)	ConvSpread
SEAGATE TECHNOLOGY HDD HOLDINGS	Americas	TECHNOLOGY	633	(2)	207,387,855	(15,844,899)	500	180.00	0	ConvSpread
SEALED AIR CORPORATION	Americas	INDUSTRIALS	1,893	2	368,818,135	(909,866)	100	183.00	3.50	ConvSpread
SEARS ROEBUCK ACCEPTANCE CORP.	Americas	FINANCIALS	1,944	37	390,271,774	2,730,205	500	4.00	(0.25)	Upfront
SECURITAS AB	Europe	INDUSTRIALS	1,149	(1)	365,315,715	(2,800,892)	100	110.00	0	ConvSpread
SEMPRA ENERGY	Americas	UTILITIES	1,821	6	966,447,186	(2,677,286)	100	35.50	(1.50)	ConvSpread
SES	Europe	TELECOMMUNICATIONS SERVICES	1,216	1	387,059,849	(3,647,795)	100	58.00	1.00	ConvSpread
SHARP CORPORATION	Japan	CONSUMER GOODS	1,657	12	356,467,615	(5,619,832)	100	19.00	0	Upfront
SHIMIZU CORPORATION	Japan	INDUSTRIALS	556	7	308,508,190	(22,022,943)	100	56.00	(1.50)	ConvSpread
SIEMENS AKTIENGESELLSCHAFT	Europe	INDUSTRIALS	3,379	(1)	2,149,536,664	12,650,577	100	51.50	3.50	ConvSpread
SIMON PROPERTY GROUP, L.P.	Americas	FINANCIALS	2,296	3	1,064,986,933	(16,444,573)	100	49.50	1.00	ConvSpread
SINGTEL OPTUS PTY LIMITED	Australia NZ	TELECOMMUNICATIONS SERVICES	504	(2)	186,335,559	(257,278)	100	59.00	0	ConvSpread
SLM CORPORATION	Americas	FINANCIALS	2,877	(9)	1,202,319,880	40,123,399	500	276.00	0.50	ConvSpread
SLOVAK REPUBLIC	Europe	GOVERNMENT	1,024	(1)	890,994,050	(500,245)	100	87.50	0	ConvSpread
SMBC CONSUMER FINANCE CO.,LTD.	Japan	FINANCIALS	1,861	2	349,219,847	(12,045,690)	100	60.00	0	ConvSpread
SMITHFIELD FOODS, INC.	Americas	CONSUMER GOODS	1,588	63	390,738,838	4,681,001	500	252.50	13.00	ConvSpread
SMITHS GROUP PLC	Europe	INDUSTRIALS	1,080	0	307,589,214	(1,512,705)	100	90.00	(4.00)	ConvSpread
SMURFIT KAPPA FUNDING PUBLIC LIMITED COMPANY	Europe	INDUSTRIALS	1,797	17	209,853,013	(716,438)	500	112.00	2.00	ConvSpread
SOCIALIST REPUBLIC OF VIETNAM	Asia Ex-Japan	GOVERNMENT	1,169	0	506,195,000	0.00	100	192.50	0	ConvSpread
SOCIETE AIR FRANCE	Europe	INDUSTRIALS	2,651	6	706,461,725	(21,514,823)	500	435.00	0	ConvSpread
SOCIETE GENERALE	Europe	FINANCIALS	4,703	11	2,005,620,896	47,655,515	100	156.50	N/A	ConvSpread
SODEXO	Europe	CONSUMER SERVICES	1,718	(27)	696,114,708	(4,873,604)	100	58.50	1.00	ConvSpread
SOFTBANK CORP.	Japan	TECHNOLOGY	792	9	423,797,337	(11,865,278)	100	140.00	0	ConvSpread
SOLVAY	Europe	BASIC MATERIALS	1,998	(5)	522,144,987	(46,220,437)	100	95.50	(4.00)	ConvSpread
SOMPO JAPAN INSURANCE INC.	Japan	FINANCIALS	309	0	365,632,253	(8,911,516)	100	38.50	0	ConvSpread
SONY CORPORATION	Japan	CONSUMER GOODS	2,449	18	982,733,928	(12,652,221)	100	148.00	1.00	ConvSpread
SOUTHWEST AIRLINES CO.	Americas	INDUSTRIALS	3,339	17	1,187,726,601	(20,047,424)	100	93.50	0	ConvSpread
SPECTRA ENERGY CAPITAL, LLC	Americas	ENERGY	1,370	(2)	616,010,517	(3,275,905)	100	92.00	(3.00)	ConvSpread
SPRINGLEAF FINANCE CORPORATION	Americas	FINANCIALS	911	4	568,614,298	6,727,841	500	377.50	(15.00)	ConvSpread
SPRINT NEXTEL CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	4,244	17	1,350,915,514	(34,508,721)	500	312.50	2.50	ConvSpread
SSE PLC	Europe	UTILITIES	457	2	355,477,133	(9,429,198)	100	100.50	0	ConvSpread
STANDARD CHARTERED BANK	Europe	FINANCIALS	2,206	10	875,273,037	13,923,449	100	101.00	(4.50)	ConvSpread
STANDARD PACIFIC CORP.	Americas	CONSUMER GOODS	1,497	3	399,456,412	3,872,251	500	222.50	(5.00)	ConvSpread
STANLEY BLACK & DECKER, INC.	Americas	CONSUMER GOODS	1,674	0	690,763,121	(434,237)	100	62.00	0	ConvSpread
STAPLES, INC.	Americas	CONSUMER SERVICES	1,711	9	776,074,511	25,761,389	100	214.00	(2.50)	ConvSpread
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.	Americas	CONSUMER SERVICES	2,679	(9)	1,339,688,038	(8,843,789)	100	68.00	2.00	ConvSpread
STATE OF CALIFORNIA	Americas	GOVERNMENT	877	(1)	740,100,000	(14,000,000)	100	63.00	(4.00)	ConvSpread
STATE OF FLORIDA	Americas	GOVERNMENT	308	1	229,500,000	0.00	100	35.00	(2.00)	ConvSpread
STATE OF ILLINOIS	Americas	GOVERNMENT	484	2	351,700,000	0.00	100	120.00	(1.00)	ConvSpread
STATE OF ISRAEL	Europe	GOVERNMENT	1,574	14	1,723,787,267	22,104,877	100	121.00	1.00	ConvSpread
STATE OF NEW JERSEY	Americas	GOVERNMENT	339	0	307,981,000	0.00	100	58.00	4.00	ConvSpread
STATE OF NEW YORK	Americas	GOVERNMENT	215	0	320,700,000	0.00	100	32.00	(2.00)	ConvSpread
STATE OF QATAR	Europe	GOVERNMENT	1,283	(8)	1,045,577,275	(260,409)	100	67.00	(1.50)	ConvSpread
STATE OF TEXAS	Americas	GOVERNMENT	155	0	160,400,000	0.00	100	31.00	0	ConvSpread
STATOIL ASA	Europe	ENERGY	1,086	1	733,927,767	(8,687,187)	100	42.00	(2.50)	ConvSpread
STENA AKTIEBOLAG	Europe	INDUSTRIALS	1,743	25	705,830,329	(7,876,936)	500	366.00	(4.00)	ConvSpread
STMICROELECTRONICS N.V.	Europe	TECHNOLOGY	2,732	(17)	806,427,723	30,033,189	100	85.00	2.00	ConvSpread
STORA ENSO OYJ	Europe	BASIC MATERIALS	3,824	67	1,280,442,423	(24,355,915)	500	287.50	(5.00)	ConvSpread
SUEDZUCKER AKTIENGESELLSCHAFT MANNHEIM/OCHSENFURT	Europe	CONSUMER GOODS	1,696	(5)	660,640,242	(6,276,624)	100	49.00	(0.50)	ConvSpread
SUMITOMO CHEMICAL COMPANY, LIMITED	Japan	BASIC MATERIALS	625	1	378,548,007	(9,801,145)	100	85.00	3.00	ConvSpread
SUMITOMO CORPORATION	Japan	INDUSTRIALS	840	(1)	407,131,586	(17,225,157)	100	41.00	(1.00)	ConvSpread
SUMITOMO MITSUI BANKING CORPORATION	Japan	FINANCIALS	1,300	2	358,987,878	(8,038,132)	100	109.00	4.00	ConvSpread
SUMITOMO REALTY & DEVELOPMENT CO., LTD.	Japan	FINANCIALS	708	11	547,682,612	(15,753,025)	100	65.00	0	ConvSpread
SUNCOR ENERGY INC.	Americas	ENERGY	897	3	399,379,767	(306,190)	100	81.00	3.00	ConvSpread
SUNGARD DATA SYSTEMS INC.	Americas	TECHNOLOGY	970	3	242,579,293	(1,676,397)	500	330.00	0	ConvSpread
SUNOCO, INC.	Americas	ENERGY	1,503	29	369,938,537	(4,807,303)	100	60.00	3.50	ConvSpread
SUNRISE COMMUNICATIONS HOLDINGS S.A.	Europe	FINANCIALS	560	6	235,124,778	(12,124,505)	500	375.00	(20.00)	ConvSpread
SUPERVALU INC.	Americas	CONSUMER SERVICES	3,623	60	727,401,738	8,576,821	500	375.00	(15.00)	ConvSpread
SVENSKA CELLULOSA AKTIEBOLAGET SCA	Europe	CONSUMER GOODS	2,098	(27)	565,983,278	2,583,485	100	68.00	0	ConvSpread
SWEDISH MATCH AB	Europe	CONSUMER GOODS	1,409	(6)	303,640,092	4,544,011	100	64.50	(0.50)	ConvSpread
SWISS CONFEDERATION	Europe	GOVERNMENT	96	0	501,440,241	(2,829,130)	25	35.00	0	ConvSpread
SWISS REINSURANCE COMPANY LTD	Europe	FINANCIALS	5,428	(45)	1,380,505,689	(33,387,564)	100	80.50	(6.50)	ConvSpread
SWISSCOM LTD.	Europe	TELECOMMUNICATIONS SERVICES	695	0	376,873,865	(4,352,370)	100	48.00	0	ConvSpread
SYNGENTA AG	Europe	BASIC MATERIALS	1,423	(1)	508,618,033	(3,011,401)	100	42.50	0.50	ConvSpread
TABCORP HOLDINGS LIMITED	Australia NZ	CONSUMER SERVICES	359	(1)	182,141,467	14,927,879	100	152.00	(3.00)	ConvSpread
TAISEI CORPORATION	Japan	INDUSTRIALS	677	4	301,107,823	(1,766,401)	100	65.00	4.00	ConvSpread
TALISMAN ENERGY INC.	Americas	ENERGY	1,002	11	338,046,360	1,991,639	100	120.00	1.00	ConvSpread
TARGET CORPORATION	Americas	CONSUMER SERVICES	2,247	7	1,016,095,687	6,025,231	100	30.50	(6.00)	ConvSpread
TATE & LYLE PUBLIC LIMITED COMPANY	Europe	CONSUMER GOODS	2,320	(4)	773,420,387	(4,149,852)	100	58.00	0.50	ConvSpread
TDC A/S	Europe	TELECOMMUNICATIONS SERVICES	1,113	2	195,990,000	(8,349,667)	100	92.00	(3.50)	ConvSpread
TE CONNECTIVITY LTD.	Americas	CONSUMER GOODS	1,082	0	195,424,664	(239,095)	100	63.50	0	ConvSpread
TECHNIP	Europe	ENERGY	889	2	354,370,748	9,601,923	100	100.00	(2.00)	ConvSpread
TECK RESOURCES LIMITED	Americas	ENERGY	743	11	433,555,567	9,748,853	100	167.50	12.00	ConvSpread
TECO ENERGY, INC.	Americas	UTILITIES	616	0	95,494,296	(440,336)	100	48.00	0	ConvSpread
TELECOM CORPORATION OF NEW ZEALAND LIMITED	Australia NZ	TELECOMMUNICATIONS SERVICES	1,767	0	309,792,529	(394,027)	100	52.00	0	ConvSpread
TELECOM ITALIA SPA	Europe	TELECOMMUNICATIONS SERVICES	5,632	8	2,510,588,186	(100,890,956)	100	275.00	1.00	ConvSpread
TELEFONAKTIEBOLAGET L M ERICSSON	Europe	TECHNOLOGY	2,236	2	878,608,604	35,484,628	100	85.00	2.50	ConvSpread
TELEFONICA, S.A.	Europe	TELECOMMUNICATIONS SERVICES	4,813	17	2,878,335,635	25,754,282	100	185.00	(2.00)	ConvSpread
TELEKOM AUSTRIA AKTIENGESELLSCHAFT	Europe	TELECOMMUNICATIONS SERVICES	2,535	7	979,991,931	(14,780,908)	100	129.00	(2.00)	ConvSpread
TELEKOMUNIKACJA POLSKA SPOLKA AKCYJNA	Europe	TELECOMMUNICATIONS SERVICES	433	0	183,737,835	(1,640,958)	100	113.00	0	ConvSpread
TELENOR ASA	Europe	TELECOMMUNICATIONS SERVICES	2,167	(4)	754,933,263	(4,453,791)	100	38.50	(2.00)	ConvSpread
TELIASONERA AKTIEBOLAG	Europe	TELECOMMUNICATIONS SERVICES	3,216	(5)	1,065,343,016	(12,185,812)	100	38.50	(2.00)	ConvSpread
TELSTRA CORPORATION LIMITED	Australia NZ	TELECOMMUNICATIONS SERVICES	3,151	2	1,063,087,453	(15,120,868)	100	63.50	(3.00)	ConvSpread
TELUS CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	1,288	(4)	482,787,523	(370,877)	100	25.50	(4.00)	ConvSpread
TEMPLE-INLAND INC.	Americas	INDUSTRIALS	2,900	0	802,818,704	(673,742)	100	24.50	(2.50)	ConvSpread
TENET HEALTHCARE CORPORATION	Americas	HEALTHCARE	1,427	11	347,023,245	14,457,781	500	245.00	2.00	ConvSpread
TESCO PLC	Europe	CONSUMER SERVICES	2,896	(7)	1,365,547,496	(13,634,374)	100	70.50	(3.00)	ConvSpread
TESORO CORPORATION	Americas	ENERGY	1,402	2	424,172,297	(1,815,790)	500	182.00	(5.00)	ConvSpread
TEVA PHARMACEUTICAL INDUSTRIES LIMITED	Americas	HEALTHCARE	343	0	203,622,413	(159,893)	100	67.50	(10.50)	ConvSpread
TEXAS COMPETITIVE ELECTRIC HOLDINGS COMPANY LLC	Americas	UTILITIES	4,062	44	904,585,913	18,519,048	500	85.50	(1.00)	Upfront
TEXAS INSTRUMENTS INCORPORATED	Americas	TECHNOLOGY	758	1	254,528,612	(4,341,333)	100	39.50	0	ConvSpread
TEXTRON FINANCIAL CORPORATION	Americas	INDUSTRIALS	2,085	(6)	826,144,309	(1,568,909)	100	29.50	2.00	ConvSpread
TEXTRON INC.	Americas	INDUSTRIALS	1,432	12	505,600,375	(67,426)	100	119.00	(13.00)	ConvSpread
THALES	Europe	INDUSTRIALS	1,452	(3)	421,045,264	(3,962,493)	100	71.00	(3.50)	ConvSpread
THE AES CORPORATION	Americas	UTILITIES	1,252	3	355,075,268	4,225,936	500	215.00	(2.00)	ConvSpread
THE ALLSTATE CORPORATION	Americas	FINANCIALS	1,875	18	626,631,482	(10,287,080)	100	35.50	0	ConvSpread
THE BANK OF TOKYO-MITSUBISHI UFJ, LTD.	Japan	FINANCIALS	1,720	6	603,571,639	(3,458,589)	100	104.00	1.00	ConvSpread
THE BLACK & DECKER CORPORATION	Americas	CONSUMER GOODS	1,898	1	704,557,414	(5,242,888)	100	33.00	0	ConvSpread
THE BOEING COMPANY	Americas	INDUSTRIALS	1,176	15	743,600,117	4,033,198	100	41.50	1.00	ConvSpread
THE CHUBB CORPORATION	Americas	FINANCIALS	1,508	8	557,145,472	(3,876,670)	100	29.50	0	ConvSpread
THE CITY OF NEW YORK	Americas	GOVERNMENT	356	0	397,000,000	0.00	100	58.00	2.00	ConvSpread
THE CLOROX COMPANY	Americas	CONSUMER GOODS	907	0	263,012,704	(581,428)	100	48.00	0	ConvSpread
THE COCA-COLA COMPANY	Americas	CONSUMER GOODS	492	0	470,485,134	118,436	100	33.50	0	ConvSpread
THE COMMONWEALTH OF MASSACHUSETTS	Americas	GOVERNMENT	101	0	154,000,000	0.00	100	41.00	(2.00)	ConvSpread
THE DOW CHEMICAL COMPANY	Americas	BASIC MATERIALS	2,879	(9)	1,479,482,472	(18,126,352)	100	87.50	(2.00)	ConvSpread
THE GAP, INC.	Americas	CONSUMER SERVICES	3,020	22	765,682,299	19,489,201	100	85.00	(3.50)	ConvSpread
THE GOLDMAN SACHS GROUP, INC.	Americas	FINANCIALS	6,354	12	4,205,404,398	(16,499,014)	100	102.50	0	ConvSpread
THE GOODYEAR TIRE & RUBBER COMPANY	Americas	CONSUMER GOODS	1,866	57	512,051,712	(15,263,216)	500	435.00	(10.00)	ConvSpread
THE HARTFORD FINANCIAL SERVICES GROUP, INC.	Americas	FINANCIALS	2,324	2	851,462,827	(62,378,008)	100	92.00	0	ConvSpread
THE HERSHEY COMPANY	Americas	CONSUMER GOODS	913	7	347,552,573	(774,063)	100	40.00	0	ConvSpread
THE HERTZ CORPORATION	Americas	CONSUMER SERVICES	1,833	7	308,304,793	7,309,465	500	205.00	(2.50)	ConvSpread
THE HILLSHIRE BRANDS COMPANY	Americas	CONSUMER GOODS	3,017	29	891,888,432	9,366,063	100	87.00	(0.50)	ConvSpread
THE HOME DEPOT, INC.	Americas	CONSUMER SERVICES	2,800	5	1,144,505,924	3,044,266	100	30.50	(1.00)	ConvSpread
THE INTERPUBLIC GROUP OF COMPANIES, INC.	Americas	CONSUMER SERVICES	1,113	1	261,862,123	(2,134,071)	100	109.00	(10.50)	ConvSpread
THE JONES GROUP INC.	Americas	CONSUMER GOODS	3,788	18	1,033,216,647	26,218,134	500	286.00	(4.50)	ConvSpread
THE KANSAI ELECTRIC POWER COMPANY, INCORPORATED	Japan	UTILITIES	401	7	224,261,870	(5,823,691)	100	90.00	5.00	ConvSpread
THE KROGER CO.	Americas	CONSUMER SERVICES	2,981	9	1,345,073,157	(2,458,182)	100	66.50	(3.00)	ConvSpread
THE LUBRIZOL CORPORATION	Americas	BASIC MATERIALS	840	0	248,332,587	(552,839)	100	23.00	0	ConvSpread
THE MCCLATCHY COMPANY	Americas	CONSUMER SERVICES	3,330	12	699,089,349	(9,640,728)	500	8.75	0.25	Upfront
THE NEIMAN MARCUS GROUP, INC.	Americas	CONSUMER SERVICES	2,084	21	250,979,052	3,284,100	500	204.50	(0.50)	ConvSpread
THE NEW YORK TIMES COMPANY	Americas	CONSUMER SERVICES	3,137	12	881,634,491	(7,875,145)	100	220.00	5.50	ConvSpread
THE NIELSEN COMPANY B.V.	Europe	CONSUMER SERVICES	1,667	0	197,541,221	(2,160,129)	100	65.00	N/A	ConvSpread
THE PROCTER & GAMBLE COMPANY	Americas	CONSUMER GOODS	1,568	2	1,774,776,129	(5,089,630)	100	32.50	(2.00)	ConvSpread
THE RANK GROUP PLC	Europe	CONSUMER SERVICES	1,071	0	213,785,807	(2,202,969)	100	180.00	15.00	ConvSpread
THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY	Europe	FINANCIALS	6,347	32	2,617,314,344	(53,190,799)	100	157.50	(4.00)	ConvSpread
THE RYLAND GROUP, INC.	Americas	CONSUMER GOODS	2,497	7	819,647,807	908,073	500	190.00	0	ConvSpread
THE SERVICEMASTER COMPANY	Americas	CONSUMER SERVICES	576	2	212,721,328	95,726	500	465.00	(35.00)	ConvSpread
THE SHERWIN-WILLIAMS COMPANY	Americas	CONSUMER GOODS	2,301	3	1,430,465,032	(17,072,715)	100	33.50	(2.00)	ConvSpread
THE TJX COMPANIES, INC.	Americas	CONSUMER SERVICES	1,373	2	801,402,009	(5,463,044)	500	38.50	N/A	ConvSpread
THE TRAVELERS COMPANIES, INC.	Americas	FINANCIALS	1,046	(5)	361,698,201	(1,945,863)	100	36.50	0	ConvSpread
THE WALT DISNEY COMPANY	Americas	CONSUMER SERVICES	2,013	6	636,145,980	7,131,854	100	14.50	0.50	ConvSpread
THE WESTERN UNION COMPANY	Americas	FINANCIALS	1,135	6	384,039,106	3,320,547	100	177.50	0	ConvSpread
THE WILLIAMS COMPANIES, INC.	Americas	ENERGY	1,034	3	296,948,291	(10,352,677)	100	100.00	(3.00)	ConvSpread
THOMSON REUTERS GROUP LIMITED	Europe	CONSUMER SERVICES	1,835	0	358,126,665	(4,278,833)	100	30.00	3.00	ConvSpread
THYSSENKRUPP AG	Europe	BASIC MATERIALS	4,442	29	1,965,505,256	(14,355,177)	100	250.00	(7.50)	ConvSpread
TIME WARNER CABLE INC.	Americas	CONSUMER SERVICES	1,123	18	608,350,533	3,701,264	100	90.50	0	ConvSpread
TIME WARNER INC.	Americas	CONSUMER SERVICES	2,843	4	1,159,297,717	(9,004,829)	100	44.50	2.00	ConvSpread
TOKIO MARINE & NICHIDO FIRE INSURANCE CO., LTD.	Japan	FINANCIALS	609	0	507,961,918	(12,841,152)	100	35.00	(1.00)	ConvSpread
TOKYO ELECTRIC POWER COMPANY,INCORPORATED	Japan	UTILITIES	1,286	3	201,293,986	16,203	100	200.00	0	ConvSpread
TOKYO GAS CO., LTD.	Japan	UTILITIES	213	0	287,319,297	(7,253,800)	100	28.00	0	ConvSpread
TOLL BROTHERS, INC.	Americas	CONSUMER GOODS	2,634	3	1,222,467,026	(9,295,141)	100	135.00	(5.00)	ConvSpread
TOMKINS LIMITED	Europe	INDUSTRIALS	1,540	(1)	341,421,466	(2,358,570)	500	80.00	0	ConvSpread
TOSHIBA CORPORATION	Japan	INDUSTRIALS	1,883	7	952,927,594	(45,886,268)	100	85.00	(2.00)	ConvSpread
TOTAL SA	Europe	ENERGY	1,706	(20)	1,212,224,524	(9,411,695)	100	39.00	(2.50)	ConvSpread
TOYOTA MOTOR CORPORATION	Japan	CONSUMER GOODS	1,859	9	1,269,060,674	(14,089,055)	100	33.00	(0.50)	ConvSpread
TOYOTA MOTOR CREDIT CORPORATION	Japan	FINANCIALS	826	4	515,396,708	3,291,771	100	63.50	N/A	ConvSpread
TOYS "R" US, INC.	Americas	CONSUMER SERVICES	2,226	18	368,871,228	(5,475,400)	500	3.50	(0.38)	Upfront
TRANSCANADA PIPELINES LIMITED	Americas	ENERGY	648	0	331,967,031	(46,223)	100	53.00	(2.50)	ConvSpread
TRANSOCEAN INC.	Americas	ENERGY	2,862	70	983,480,137	(8,659,834)	100	128.50	0	ConvSpread
TRW AUTOMOTIVE INC.	Americas	CONSUMER GOODS	1,739	3	523,959,742	(1,879,256)	100	162.00	(6.00)	ConvSpread
TUI AG	Europe	CONSUMER SERVICES	2,521	0	616,550,405	(11,499,730)	500	285.00	5.00	ConvSpread
TYCO INTERNATIONAL LTD.	Americas	INDUSTRIALS	1,480	0	234,417,411	(207,916)	100	65.00	0	ConvSpread
TYSON FOODS, INC.	Americas	CONSUMER GOODS	2,814	24	999,219,972	10,324,702	100	96.00	(3.00)	ConvSpread
UBS AG	Europe	FINANCIALS	4,622	(6)	2,118,204,181	(41,851,126)	100	87.00	(0.50)	ConvSpread
UKRAINE	Europe	GOVERNMENT	3,018	(6)	873,132,541	9,873,578	500	610.00	20.00	ConvSpread
UNIBAIL-RODAMCO SE	Europe	FINANCIALS	1,202	0	427,102,070	(3,571,692)	100	89.00	(2.00)	ConvSpread
UNICREDIT BANK AG	Europe	FINANCIALS	1,671	0	244,877,889	(15,642,659)	100	168.00	0	ConvSpread
UNICREDIT, SOCIETA PER AZIONI	Europe	FINANCIALS	5,868	31	3,421,822,793	(36,036,205)	500	274.00	N/A	ConvSpread
UNILEVER N.V.	Europe	CONSUMER GOODS	2,733	(7)	1,350,780,625	4,380,119	100	24.50	0	ConvSpread
UNION PACIFIC CORPORATION	Americas	INDUSTRIALS	1,853	12	1,012,949,539	(3,294,386)	100	24.00	1.00	ConvSpread
UNIPOL GRUPPO FINANZIARIO S.P.A.	Europe	FINANCIALS	571	(1)	213,010,599	(2,352,862)	100	225.00	(25.00)	ConvSpread
UNISYS CORPORATION	Americas	TECHNOLOGY	895	18	241,905,483	(1,679,019)	500	305.00	(2.00)	ConvSpread
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND	Europe	GOVERNMENT	4,153	(32)	7,217,142,469	(19,219,357)	100	47.50	0	ConvSpread
UNITED MEXICAN STATES	Americas	GOVERNMENT	8,030	75	8,270,858,349	(255,043,027)	100	81.00	3.00	ConvSpread
UNITED PARCEL SERVICE, INC.	Americas	INDUSTRIALS	1,367	3	744,523,210	1,811,631	100	25.50	(3.00)	ConvSpread
UNITED RENTALS (NORTH AMERICA), INC.	Americas	INDUSTRIALS	1,444	21	326,139,535	20,311,144	500	250.50	(4.50)	ConvSpread
UNITED STATES CELLULAR CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	398	4	164,909,636	102,338	100	160.00	0	ConvSpread
UNITED STATES OF AMERICA	Americas	GOVERNMENT	1,000	3	3,264,099,645	(33,216,539)	25	30.50	0	ConvSpread
UNITED STATES STEEL CORPORATION	Americas	BASIC MATERIALS	2,227	(81)	698,694,052	11,022,971	500	5.50	(0.50)	Upfront
UNITED TECHNOLOGIES CORPORATION	Americas	INDUSTRIALS	779	3	479,406,487	(20,016,390)	100	42.50	0	ConvSpread
UNITED UTILITIES PLC	Europe	UTILITIES	2,449	(22)	728,289,949	(16,216,101)	100	142.50	(2.50)	ConvSpread
UNITEDHEALTH GROUP INCORPORATED	Americas	HEALTHCARE	1,485	1	653,281,020	(2,466,438)	100	45.50	1.00	ConvSpread
UNITYMEDIA KABELBW GMBH	Europe	TELECOMMUNICATIONS SERVICES	229	N/A	326,043,624	N/A	500	340.00	(2.00)	ConvSpread
UNIVERSAL CORPORATION	Americas	CONSUMER GOODS	907	0	432,770,872	(427,694)	100	92.50	0	ConvSpread
UNIVERSAL HEALTH SERVICES, INC.	Americas	HEALTHCARE	3,215	8	748,622,995	(15,203,266)	100	145.00	(1.00)	ConvSpread
UNIVISION COMMUNICATIONS INC.	Americas	CONSUMER SERVICES	769	6	203,314,344	(3,739,339)	500	300.00	(5.00)	ConvSpread
UNUM GROUP	Americas	FINANCIALS	1,042	0	233,101,304	(377,169)	100	122.50	0	ConvSpread
UPC HOLDING B.V.	Europe	CONSUMER SERVICES	2,311	(2)	834,840,258	15,438,396	500	380.00	(5.00)	ConvSpread
UPM-KYMMENE OYJ	Europe	BASIC MATERIALS	3,577	44	1,210,814,424	45,310,327	500	267.50	2.00	ConvSpread
UST LLC	Americas	CONSUMER GOODS	1,683	1	623,359,962	207,456	100	18.00	(0.50)	ConvSpread
V.F. CORPORATION	Americas	CONSUMER GOODS	1,640	4	520,902,313	7,216,577	100	37.00	(0.50)	ConvSpread
VALE CANADA LIMITED	Americas	BASIC MATERIALS	682	2	179,122,888	(937,642)	100	59.00	1.00	ConvSpread
VALE SA	Americas	BASIC MATERIALS	850	0	624,466,831	(173,265)	100	167.00	(6.50)	ConvSpread
VALEO	Europe	CONSUMER GOODS	3,787	(10)	1,158,114,560	(2,526,839)	100	138.00	0.50	ConvSpread
VALERO ENERGY CORPORATION	Americas	ENERGY	2,197	106	774,193,434	(33,940,579)	100	99.00	(1.50)	ConvSpread
VATTENFALL AKTIEBOLAG	Europe	UTILITIES	1,576	(2)	528,936,013	(5,034,922)	100	50.00	(1.50)	ConvSpread
VEOLIA ENVIRONNEMENT	Europe	UTILITIES	3,184	2	1,490,293,170	(27,321,192)	100	124.00	(3.50)	ConvSpread
VERIZON COMMUNICATIONS INC.	Americas	TELECOMMUNICATIONS SERVICES	3,382	(9)	1,447,244,842	39,885,159	100	67.50	(5.00)	ConvSpread
VIACOM INC.	Americas	CONSUMER SERVICES	1,813	2	749,517,961	(669,603)	100	53.50	(2.00)	ConvSpread
VINCI	Europe	INDUSTRIALS	3,089	6	947,903,561	(28,254,554)	100	94.00	(1.00)	ConvSpread
VIRGIN MEDIA FINANCE PLC	Europe	TELECOMMUNICATIONS SERVICES	2,431	11	540,202,651	15,038,990	500	360.00	(15.00)	ConvSpread
VIVENDI	Europe	TELECOMMUNICATIONS SERVICES	3,464	(9)	1,313,907,095	(16,558,263)	100	117.00	(1.00)	ConvSpread
VODAFONE GROUP PUBLIC LIMITED COMPANY	Europe	TELECOMMUNICATIONS SERVICES	3,713	6	1,503,001,170	(35,577,085)	100	63.00	(4.00)	ConvSpread
VOLKSWAGEN AKTIENGESELLSCHAFT	Europe	CONSUMER GOODS	4,517	1	3,161,765,611	7,700,899	100	77.00	(3.00)	ConvSpread
VORNADO REALTY L.P.	Americas	FINANCIALS	1,549	0	536,475,454	(1,704,951)	100	64.50	(5.00)	ConvSpread
VULCAN MATERIALS COMPANY	Americas	INDUSTRIALS	687	6	391,330,887	1,766,653	500	194.50	(0.50)	ConvSpread
WAL-MART STORES, INC.	Americas	CONSUMER SERVICES	2,228	7	1,451,688,731	(2,679,843)	100	28.50	(3.00)	ConvSpread
WASTE MANAGEMENT, INC.	Americas	INDUSTRIALS	1,506	(2)	738,139,000	(735,250)	100	73.00	0	ConvSpread
WEATHERFORD INTERNATIONAL LTD.	Americas	ENERGY	1,156	26	639,139,794	11,804,028	100	158.00	(4.00)	ConvSpread
WEATHERFORD INTERNATIONAL, INC.	Americas	ENERGY	550	1	286,583,354	(406,895)	100	143.00	0	ConvSpread
WEINGARTEN REALTY INVESTORS	Americas	FINANCIALS	321	0	175,050,931	(604,839)	100	97.00	0	ConvSpread
WELLPOINT, INC.	Americas	HEALTHCARE	772	0	257,721,128	22,422	100	70.50	(1.00)	ConvSpread
WELLS FARGO & COMPANY	Americas	FINANCIALS	5,555	6	3,533,769,587	(1,494,405)	100	62.00	(0.50)	ConvSpread
WENDEL	Europe	FINANCIALS	2,366	19	565,398,791	(10,078,808)	500	227.50	(4.50)	ConvSpread
WENDY'S INTERNATIONAL, INC.	Americas	CONSUMER SERVICES	1,432	2	411,257,452	(486,888)	100	260.00	10.00	ConvSpread
WESFARMERS LIMITED	Australia NZ	CONSUMER SERVICES	1,171	1	708,073,852	296,544	100	64.50	(1.00)	ConvSpread
WESTFIELD MANAGEMENT LTD AS RESPONSIBLE ENTITY OF THE WESTFIELD TRUST	Australia NZ	FINANCIALS	1,797	2	662,195,644	(16,357,420)	100	100.00	0	ConvSpread
WESTPAC BANKING CORPORATION	Australia NZ	FINANCIALS	1,616	(3)	883,645,972	(79,411,601)	100	72.50	(1.00)	ConvSpread
WEYERHAEUSER COMPANY	Americas	BASIC MATERIALS	3,513	(29)	1,080,646,424	(9,844,884)	100	86.50	0	ConvSpread
WHIRLPOOL CORPORATION	Americas	CONSUMER GOODS	3,514	8	1,355,846,118	18,304,775	100	94.50	0	ConvSpread
WIND ACQUISITION FINANCE S.A.	Europe	TELECOMMUNICATIONS SERVICES	2,406	13	456,343,492	4,218,312	500	476.14	(18.86)	ConvSpread
WINDSTREAM CORPORATION	Americas	TELECOMMUNICATIONS SERVICES	2,458	(42)	608,538,596	24,388,266	500	362.50	5.00	ConvSpread
WOLTERS KLUWER N.V.	Europe	CONSUMER SERVICES	3,407	3	1,174,430,788	(13,397,605)	100	80.00	(3.00)	ConvSpread
WOODSIDE PETROLEUM LTD.	Australia NZ	ENERGY	698	8	412,334,507	8,400,096	100	88.50	(3.50)	ConvSpread
WOOLWORTHS LTD	Australia NZ	CONSUMER SERVICES	769	1	261,121,748	(2,942,961)	100	64.00	(0.50)	ConvSpread
WPP 2005 LIMITED	Europe	CONSUMER SERVICES	2,422	1	687,507,860	(5,902,844)	100	70.00	1.00	ConvSpread
WYETH LLC	Americas	HEALTHCARE	1,540	2	736,758,024	(44,645)	100	15.50	4.00	ConvSpread
WYNDHAM WORLDWIDE CORPORATION	Americas	CONSUMER SERVICES	207	2	173,204,433	3,896,541	100	83.00	0	ConvSpread
XCEL ENERGY INC.	Americas	UTILITIES	355	0	163,536,751	57,044	100	38.00	2.00	ConvSpread
XEROX CORPORATION	Americas	TECHNOLOGY	1,665	7	970,473,487	(18,291,255)	100	158.00	0.50	ConvSpread
XLIT LTD.	Americas	FINANCIALS	2,544	23	1,084,057,060	23,588,402	100	54.00	0	ConvSpread
XSTRATA CANADA CORPORATION	Americas	BASIC MATERIALS	675	(5)	214,878,153	(384,269)	100	62.50	(7.00)	ConvSpread
XSTRATA PLC	Europe	BASIC MATERIALS	2,157	(9)	815,849,511	(42,439,474)	100	92.00	(5.00)	ConvSpread
XTO ENERGY INC.	Americas	ENERGY	910	17	287,730,570	(7,083,922)	100	13.00	0	ConvSpread
YRC WORLDWIDE INC.	Americas	INDUSTRIALS	478	(9)	122,637,627	(680,575)	500	31.00	(1.50)	Upfront
YUM! BRANDS, INC.	Americas	CONSUMER SERVICES	1,498	7	536,341,654	7,737,859	100	57.50	1.00	ConvSpread
ZURICH INSURANCE COMPANY LTD	Europe	FINANCIALS	4,222	(6)	1,628,239,405	(9,703,890)	100	91.50	(4.50)	ConvSpread

*Net notional amounts listed are for all series and tenors while price quote is for the "On The Run" index

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