Russell Investment Company plc - Russell Investments

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Russell Investment Company plcThe Sterling Bond FundTableau des investissements - suite30 septembre 2011Montantdu principalJuste valeurGBPCompartiment%General Electric CapitalCorpGBP 946 000 4.875% due 18/09/37 ........ 704 450 0,18Goldman Sachs GroupInc1 279 000 5.500% due 12/10/21 ........ 1 049 964 0,26Hewlett-PackardUSD 500 000 6.000% due 15/09/41 ........ 338 532 0,08JP Morgan ChaseBank200 000 3.150% due 05/07/16 ........ 127 552 0,031 100 000 4.250% due 15/10/20 ........ 707 798 0,18KeyBank NationalAssociationEUR 100 000 1.660% due 21/11/11 ........ 85 956 0,02740 000 1.734% due 09/02/12 ........ 639 131 0,16Mellon Capital IIIGBP 300 000 6.369% due 05/09/66 ........ 252 612 0,06Merrill Lynch & CoInc600 000 5.500% due 22/11/21 ........ 440 620 0,11700 000 8.125% due 02/06/28 ........ 586 604 0,15Metropolitan Life GlobalFunding IEUR 400 000 4.625% due 16/05/17 ........ 355 054 0,09Morgan Stanley GroupIncGBP 1 050 000 5.750% due 14/02/17 ........ 994 702 0,25Nextel CommunicationsIncUSD 450 000 7.375% due 01/08/15 ........ 273 703 0,07Pemex Project FundingMaster TrustGBP 700 000 7.500% due 18/12/13 ........ 753 001 0,19Pfizer Inc600 000 6.500% due 03/06/38 ........ 767 930 0,19Time Warner Cable720 000 5.750% due 02/06/31 ........ 753 022 0,19U.S. Treasury BondsUSD 550 000 3.125% due 15/05/21 ........ 391 871 0,103 730 000 3.875% due 15/08/40 ........ 2 844 850 0,71200 000 4.750% due 15/02/41 ........ 175 428 0,04Wachovia CorpGBP 600 000 5.250% due 01/08/23 ........ 562 002 0,14Wal-Mart Stores Inc610 000 4.875% due 19/01/39 ........ 637 024 0,16Wells Fargo & Co1 100 000 4.875% due 29/11/35 ........ 837 171 0,2120 374 144 5,07Total des obligations etbons à long terme .............. 367 951 940 91,48Total des valeursmobilières négociables ....... 367 951 940 91,48Nombred’actionsJuste valeurGBPCompartiment%Plans d’investissement collectif (4,20%)Irlande (2,84%)Legg Mason Global Funds -Western Asset U.S. HighUSD 50 241 Yield Fund ........................ 3 209 312 0,80GBP 7 626Russell Investment CompanyIII plcThe Sterling LiquidityFund - Class C IncomeShares ............................... 7 625 702 1,90EUR 58Russell Investment CompanyIII plcThe Euro Liquidity Fund -Class C Income Shares ..... 50 526 0,01USD 84 222Russell Investment CompanyIII plcThe U.S. Dollar Cash FundII - Class A Shares ............ 540 647 0,1311 426 187 2,84Luxembourg (1,36%)Aberdeen Global II659 457Emerging Markets FixedIncome Alpha Fund .......... 5 448 123 1,36Total des plansd’investissement collectif .. 16 874 310 4,20ValeurnominaleDépôts auprès des établissements de crédit(1,17%)Royaume-Uni (1,17%)GBPCommerzbank AG1 301 278 0.480% due 01/10/11 ........ 1 301 278 0,32ING Bank1 301 555 0.500% due 01/10/11 ........ 1 301 555 0,33Rabobank London800 834 0.400% due 01/10/11 ........ 800 834 0,20UBS AG1 301 386 0.430% due 01/10/11 ........ 1 301 386 0,32Total des dépôts auprès desétablissements de crédit .... 4 705 053 1,17Total des investissementshors instruments financiersdérivés ................................ 389 531 303 96,85Les notes ci-jointes sont une composante des états financiers.176 The Sterling Bond Fund
Russell Investment Company plcThe Sterling Bond FundTableau des investissements - suite30 septembre 2011Instruments financiers dérivés (0,44%)Contrats à terme ouverts ((0,11) %)MontantnotionnelGBPPrixdu coût moyenGBPPlus-value(moins-value)latenteGBPCompartiment%(962 535) (87,50) 11 of 30 Year U.S. Treasury Bond FuturesShort Futures ContractsExpiring December 2011 .................................... (44 574) (0,01)(5 098 241) (78,43) 65 of 5 Year U.S. Treasury Bond FuturesShort Futures ContractsExpiring December 2011 .................................... (12 483) 0,00(3 776 962) (78,69) 48 of 5 Year U.S. Treasury Bond FuturesShort Futures ContractsExpiring December 2011 .................................... 2 890 0,00(17 083 746) (82,83) 206 of 10 Year U.S. Treasury Bond FuturesShort Futures ContractsExpiring December 2011 .................................... (119 564) (0,03)(3 687 891) (105,37) 35 of German Euro Bobl FuturesShort Futures ContractsExpiring December 2011 .................................... 6 311 0,00(2 109 961) (117,22) 18 of German Euro Bund FuturesShort Futures ContractsExpiring December 2011 .................................... (6 046) 0,002 197 526 59,39 37 of 10 Year Australian T-Bond FuturesLong Futures ContractsExpiring December 2011 .................................... 13 117 0,00(1 121 351) (101,94) 11 of German Euro Buxl FuturesShort Futures ContractsExpiring December 2011 .................................... (48 128) (0,01)(10 596 487) (94,61) 112 of German Euro Schatz FuturesShort Futures ContractsExpiring December 2011 .................................... 21 704 0,0132 984 390 127,50 259 of U.K. Long Gilt Bond FuturesLong Futures ContractsExpiring December 2011 .................................... 683 020 0,1734 447 060 127,24 271 of U.K. Long Gilt Bond FuturesLong Futures ContractsExpiring December 2011 .................................... (780 230) (0,19)(1 853 113) (92,71) 20 of Ultra Long U.S. Treasury Bond FuturesShort Futures ContractsExpiring December 2011 .................................... (183 414) (0,05)Plus-value latente sur contrats à terme ouverts ............................................................ 727 042 0,18Moins-value latente sur contrats à terme ouverts ......................................................... (1 194 439) (0,29)Plus-values (moins-values) nettes latentes sur contrats à terme ouverts .................... (467 397) (0,11)Contrats de change à terme fermes ouverts ((0,02) %)Plus-value(moins-value)Date deMontantMontantlatente CompartimentrèglementsouscritvenduGBP%05/10/2011 EUR 149 000 GBP 129 444 (1 113) 0,0016/11/2011 CAD 2 110 000 GBP 1 317 408 (18 367) 0,0016/11/2011 EUR 3 500 000 GBP 3 080 700 (65 781) (0,02)16/11/2011 EUR 1 153 602 GBP 1 007 187 (13 468) 0,0016/11/2011 EUR 4 690 000 GBP 4 073 453 (32 559) (0,01)Les notes ci-jointes sont une composante des états financiers.The Sterling Bond Fund 177
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Russell Investment Company plcAnnex
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Russell InvestmentsRex House10 Rege
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