| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Russell U.S. Cash Management Fund |
1 |
2049-10-31 |
$1,052,967,234 |
9.78 |
| EuroDollar (Fut) |
|
2011-12-19 |
$1,859 |
4.29 |
| EuroDollar (Fut) |
|
2011-06-13 |
$1,740 |
4.03 |
| US Treasury Bond (Fut) |
|
2011-06-21 |
$2,436 |
2.72 |
| EuroDollar (Fut) |
|
2011-09-19 |
$1,066 |
2.47 |
| US Treasury Bond (Fut) |
|
2011-06-30 |
$1,104 |
2.24 |
| EuroDollar (Fut) |
|
2012-03-19 |
$925 |
2.13 |
| FNMA |
4.5 |
2099-12-01 |
$210,275,000 |
1.99 |
| Euribor Futures (Germany) |
|
2011-06-13 |
$590 |
1.86 |
| Interest Rate Swap |
1 |
2014-11-02 |
$148,700,000 |
1.41 |
| Interest Rate Swap |
1.2 |
2012-03-16 |
$84,890,000 |
1.28 |
| Euribor Futures (Germany) |
|
2011-12-19 |
$393 |
1.24 |
| United States Treasury 5 Year Notes |
|
2011-06-21 |
$1,088 |
1.18 |
| FNMA |
6 |
2099-12-01 |
$109,885,000 |
1.11 |
| Interest Rate Swap |
2.75 |
2017-11-02 |
$124,300,000 |
1.11 |
| Euro Bund (Fut) |
|
2011-03-08 |
$631 |
1 |
| EuroDollar (Fut) |
|
2012-06-18 |
$407 |
0.93 |
| FNMA |
4 |
2099-12-01 |
$99,925,000 |
0.92 |
| EuroDollar (Fut) |
|
2012-09-17 |
$395 |
0.9 |
| Interest Rate Swap |
1 |
2013-02-06 |
$2,147,483,647 |
-0.88 |
| Japanese Government 10 Year Bond Futures (Tse) |
|
2011-03-10 |
$66 |
-1.05 |
| Interest Rate Swap |
1 |
2017-11-02 |
$124,300,000 |
-1.16 |
| Interest Rate Swap |
1 |
2012-03-16 |
$84,890,000 |
-1.28 |
| Interest Rate Swap |
1.64 |
2014-11-02 |
$148,700,000 |
-1.38 |
| Interest Rate Swap |
1 |
2013-01-02 |
$253,240,000 |
-1.41 |
