| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| EuroDollar (Fut) |
|
2011-03-14 |
$219 |
4.93 |
| Russell U.S. Cash Management Fund |
1 |
2049-10-31 |
$48,804,097 |
4.4 |
| EuroDollar (Fut) |
|
2011-12-19 |
$174 |
3.9 |
| Barclays Capital Tri-Party Repurchase Agreement |
0.22 |
|
$40,300,000 |
3.64 |
| EuroDollar (Fut) |
|
2011-09-19 |
$151 |
3.39 |
| US Treasury Bill |
0.18 |
2011-06-23 |
$37,265,000 |
3.36 |
| EuroDollar (Fut) |
|
2011-06-13 |
$137 |
3.08 |
| EuroDollar (Fut) |
|
2012-03-19 |
$131 |
2.93 |
| US Treasury Note 0.625% |
0.62 |
2013-02-28 |
$30,385,000 |
2.74 |
| EuroDollar (Fut) |
|
2012-06-18 |
$115 |
2.56 |
| US Treasury Bond (Fut) |
|
2011-06-30 |
$107 |
2.11 |
| EuroDollar (Fut) |
|
2012-09-17 |
$91 |
2.02 |
| United States Treasury Bills |
|
2011-08-18 |
$20,700,000 |
1.87 |
| FNMA 3.625% |
3.62 |
2011-08-15 |
$15,923,000 |
1.46 |
| US Treasury Bill |
|
2011-08-11 |
$14,700,000 |
1.33 |
| Credit Default Swap |
1 |
2015-12-20 |
$13,600,000 |
1.24 |
| FNMA |
5.5 |
2099-12-01 |
$11,625,000 |
1.12 |
| FNMA 1% |
1 |
2012-12-27 |
$12,300,000 |
1.12 |
| US Treasury Bill |
|
2011-08-04 |
$12,000,000 |
1.08 |
| Eur110419 |
|
2011-04-19 |
$7,964,000 |
-0.99 |
| Interest Rate Swap |
1 |
2012-01-02 |
$27,800,000 |
-1.51 |
| Credit Default Swap |
1 |
2015-12-20 |
$19,800,000 |
-1.79 |
| US Treasury Bond (Fut) |
|
2011-06-21 |
$194 |
-2.08 |
| Interest Rate Swap |
1 |
2013-01-02 |
$41,300,000 |
-2.24 |
| US Treasury Bond (Fut) |
|
2011-06-30 |
$151 |
-2.97 |
