| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| EuroDollar (Fut) |
|
2011-12-19 |
$578 |
6.24 |
| EuroDollar (Fut) |
|
2011-09-19 |
$350 |
3.78 |
| EuroDollar (Fut) |
|
2012-03-19 |
$342 |
3.68 |
| Russell U.S. Cash Management Fund |
1 |
2049-10-31 |
$77,167,434 |
3.35 |
| US Treasury Bill |
|
2011-08-11 |
$62,300,000 |
2.7 |
| EuroDollar (Fut) |
|
2011-06-13 |
$230 |
2.49 |
| Barclays Capital Tri-Party Repurchase Agreement |
0.22 |
|
$54,438,000 |
2.36 |
| FNMA |
4.5 |
2099-12-01 |
$53,410,000 |
2.36 |
| EuroDollar (Fut) |
|
2012-06-18 |
$211 |
2.26 |
| EuroDollar (Fut) |
|
2011-03-14 |
$163 |
1.76 |
| EuroDollar (Fut) |
|
2012-09-17 |
$144 |
1.54 |
| Goldman Sachs Group Inc. Tri-Party Repurchase Agreement |
0.1 |
|
$33,462,000 |
1.45 |
| US Treasury Bill |
|
2011-08-04 |
$33,400,000 |
1.45 |
| US Treasury Bond (Fut) |
|
2011-06-21 |
$250 |
1.31 |
| FNMA |
5 |
2099-12-01 |
$25,800,000 |
1.17 |
| EuroDollar (Fut) |
|
2013-03-18 |
$96 |
1.02 |
| Ginnie Mae Ii |
4.5 |
2099-12-01 |
$20,755,000 |
0.93 |
| FNMA |
4 |
2099-12-01 |
$21,140,000 |
0.9 |
| US Treasury Note 3.625% |
3.62 |
2021-02-15 |
$20,040,000 |
0.89 |
| FNMA |
5.5 |
2099-12-01 |
$17,110,000 |
0.79 |
| US Treasury Bond (Fut) |
|
2011-06-30 |
$82 |
0.78 |
| FNMA |
4.5 |
2099-12-01 |
$17,100,000 |
0.75 |
| US Treasury Note 3.375% |
3.38 |
2019-11-15 |
$17,100,000 |
0.75 |
| EuroDollar (Fut) |
|
2012-03-19 |
$96 |
-1.03 |
| United States Treasury 5 Year Notes |
|
2011-06-21 |
$259 |
-1.32 |
