Russell Indexes

Russell-Axioma U.S. Large Cap High Volatility

RU1HVOL

Holdings as at close on Nov 30, 2012
Date Description SEDOL Ticker MIC Currency Price Constituent
Shares (T)
Market Value Market Value USD Weight (%)
Nov 30, 2012 ADVANCED MICRO DEVICES INC 2007849 AMD XNYS USD 2.20 5818731 12.801208 12.801208 0.083913
Nov 30, 2012 AETNA INC NEW 2695921 AET XNYS USD 43.19 4377558 189.066730 189.066730 1.239356
Nov 30, 2012 ALEXION PHARMACEUTICALS INC 2036070 ALXN XNAS USD 96.02 1245692 119.611346 119.611346 0.784067
Nov 30, 2012 ALLIED NEVADA GOLD CORP B1VPN45 ANV XASE USD 32.55 3681652 119.837773 119.837773 0.785551
Nov 30, 2012 ALPHA NATURAL RESOURCES INC B066NX5 ANR XNYS USD 7.48 7273693 54.407224 54.407224 0.356646
Nov 30, 2012 AMAZON COM INC 2000019 AMZN XNAS USD 252.05 1217109 306.772323 306.772323 2.01093
Nov 30, 2012 AMERICAN INTL GROUP INC 2027342 AIG XNYS USD 33.13 1536245 50.895797 50.895797 0.333628
Nov 30, 2012 APOLLO GROUP INC 2043694 APOL XNAS USD 19.19 891758 17.112836 17.112836 0.112177
Nov 30, 2012 APPLE INC 2046251 AAPL XNAS USD 585.28 494281 289.292784 289.292784 1.89635
Nov 30, 2012 AVON PRODS INC 2066721 AVP XNYS USD 13.95 4560935 63.625043 63.625043 0.41707
Nov 30, 2012 BAKER HUGHES INC 2072085 BHI XNYS USD 43.15 1766538 76.226115 76.226115 0.499672
Nov 30, 2012 BANK OF AMERICA CORPORATION 2295677 BAC XNYS USD 9.86 26836386 264.606766 264.606766 1.73453
Nov 30, 2012 BANK NEW YORK MELLON CORP B1Z77F6 BK XNYS USD 23.94 4263834 102.076186 102.076186 0.669122
Nov 30, 2012 BED BATH & BEYOND INC 2085878 BBBY XNAS USD 58.72 485638 28.516663 28.516663 0.18693
Nov 30, 2012 BERKSHIRE HATHAWAY INC DEL 2073390 BRK.B XNYS USD 88.08 1379384 121.496143 121.496143 0.796422
Nov 30, 2012 BROCADE COMMUNICATIONS SYS INC 2422174 BRCD XNAS USD 5.68 6095203 34.620753 34.620753 0.226943
Nov 30, 2012 CME GROUP INC 2965839 CME XNAS USD 55.27 1111904 61.454934 61.454934 0.402845
Nov 30, 2012 CABOT OIL & GAS CORP 2162340 COG XNYS USD 47.10 4963462 233.779060 233.779060 1.53245
Nov 30, 2012 CARBO CERAMICS INC 2238821 CRR XNYS USD 76.57 197888 15.152284 15.152284 0.099325
Nov 30, 2012 CATAMARAN CORP B3N9ZT8 CTRX XNAS USD 48.69 4102268 199.739429 199.739429 1.309316
Nov 30, 2012 CATERPILLAR INC DEL 2180201 CAT XNYS USD 85.24 855999 72.965355 72.965355 0.478297
Nov 30, 2012 CHESAPEAKE ENERGY CORP 2182779 CHK XNYS USD 17.03 5874791 100.047691 100.047691 0.655825
Nov 30, 2012 CHEVRON CORP NEW 2838555 CVX XNYS USD 105.69 2647604 279.825267 279.825267 1.834289
Nov 30, 2012 CISCO SYS INC 2198163 CSCO XNAS USD 18.91 1570230 29.693049 29.693049 0.194642
Nov 30, 2012 CITIGROUP INC 2297907 C XNYS USD 34.57 3597693 124.372247 124.372247 0.815275
Nov 30, 2012 CLEAR CHANNEL OUTDOOR HLDGS IN B0P01M3 CCO XNYS USD 6.50 521120 3.387280 3.387280 0.022204
Nov 30, 2012 CLEARWIRE CORP NEW B1SVWL6 CLWR XNAS USD 2.32 47140108 109.365051 109.365051 0.716901
Nov 30, 2012 COBALT INTL ENERGY INC B4XH005 CIE XNYS USD 23.32 2254118 52.566032 52.566032 0.344577
Nov 30, 2012 CONSOL ENERGY INC 2413758 CNX XNYS USD 31.35 539882 16.925301 16.925301 0.110947
Nov 30, 2012 COOPER COS INC 2222631 COO XNYS USD 94.94 168599 16.006789 16.006789 0.104926
Nov 30, 2012 D R HORTON INC 2250687 DHI XNYS USD 19.46 235335 4.579619 4.579619 0.03002
Nov 30, 2012 DANAHER CORP DEL 2250870 DHR XNYS USD 53.97 1866816 100.752060 100.752060 0.660442
Nov 30, 2012 DECKERS OUTDOOR CORP 2267278 DECK XNAS USD 38.29 62697 2.400668 2.400668 0.015737
Nov 30, 2012 DELTA AIR LINES INC DEL B1W9D46 DAL XNYS USD 10.00 8941037 89.410370 89.410370 0.586096
Nov 30, 2012 DOLLAR GEN CORP NEW B5B1S13 DG XNYS USD 50.00 2239309 111.965450 111.965450 0.733947
Nov 30, 2012 E M C CORP MASS 2295172 EMC XNYS USD 24.82 8123300 201.620306 201.620306 1.321646
Nov 30, 2012 EQT CORP 2319414 EQT XNYS USD 60.06 281753 16.922085 16.922085 0.110926
Nov 30, 2012 EXCO RESOURCES INC B0YBGD3 XCO XNYS USD 7.76 8804998 68.326784 68.326784 0.44789
Nov 30, 2012 EMERSON ELEC CO 2313405 EMR XNYS USD 50.23 5753438 288.995191 288.995191 1.894399
Nov 30, 2012 EXELIS INC B713S57 XLS XNYS USD 11.30 4140482 46.787447 46.787447 0.306697
Nov 30, 2012 EXXON MOBIL CORP 2326618 XOM XNYS USD 88.14 3118566 274.870407 274.870407 1.801809
Nov 30, 2012 FMC TECHNOLOGIES INC 2763561 FTI XNYS USD 40.86 915526 37.408392 37.408392 0.245217
Nov 30, 2012 FACEBOOK INC B7TL820 FB XNAS USD 28.00 13360511 374.094308 374.094308 2.452234
Nov 30, 2012 FASTENAL CO 2332262 FAST XNAS USD 41.81 5087494 212.708124 212.708124 1.394328
Nov 30, 2012 FORTUNE BRANDS HOME & SEC INC B3MC7D6 FBHS XNYS USD 29.99 3658922 109.731071 109.731071 0.719301
Nov 30, 2012 FRESH MKT INC B3MH1K6 TFM XNAS USD 51.83 328461 17.024134 17.024134 0.111595
Nov 30, 2012 FRONTIER COMMUNICATIONS CORP 2197933 FTR XNAS USD 4.81 14594383 70.198982 70.198982 0.460163
Nov 30, 2012 GENERAL ELECTRIC CO 2380498 GE XNYS USD 21.13 13971061 295.208519 295.208519 1.935128
Nov 30, 2012 GENERAL MTRS CO B665KZ5 GM XNYS USD 25.88 11257625 291.347335 291.347335 1.909817
Nov 30, 2012 GOLDMAN SACHS GROUP INC 2407966 GS XNYS USD 117.79 2177259 256.459338 256.459338 1.681122
Nov 30, 2012 GOOGLE INC B020QX2 GOOG XNAS USD 698.37 413838 289.012044 289.012044 1.894509
Nov 30, 2012 GREEN MTN COFFEE ROASTERS INC 2387596 GMCR XNAS USD 36.67 675200 24.759584 24.759584 0.162302
Nov 30, 2012 GROUPON INC B77D163 GRPN XNAS USD 4.19 4440654 18.606340 18.606340 0.121967
Nov 30, 2012 HEALTH NET INC 2418623 HNT XNYS USD 23.55 2645862 62.310050 62.310050 0.40845
Nov 30, 2012 HEWLETT PACKARD CO 2424006 HPQ XNYS USD 12.99 5384687 69.947084 69.947084 0.458512
Nov 30, 2012 HOLLYFRONTIER CORP B5VX1H6 HFC XNYS USD 45.33 2603462 118.014932 118.014932 0.773602
Nov 30, 2012 HOMEAWAY INC B54YZ85 AWAY XNAS USD 20.48 2010014 41.165087 41.165087 0.269842
Nov 30, 2012 HOWARD HUGHES CORP B5VR4H9 HHC XNYS USD 73.68 304019 22.400120 22.400120 0.146836
Nov 30, 2012 ILLUMINA INC 2613990 ILMN XNAS USD 53.71 437729 23.510425 23.510425 0.154114
Nov 30, 2012 INTEL CORP 2463247 INTC XNAS USD 19.57 9998144 195.663678 195.663678 1.282599
Nov 30, 2012 INTERNATIONAL BUSINESS MACHS 2005973 IBM XNYS USD 190.07 399177 75.871572 75.871572 0.497347
Nov 30, 2012 JPMORGAN CHASE & CO 2190385 JPM XNYS USD 41.08 7233336 297.145443 297.145443 1.947825
Nov 30, 2012 KINDER MORGAN INC DEL B3NQ4P8 KMI XNYS USD 33.81 6033776 204.001967 204.001967 1.337258
Nov 30, 2012 LAREDO PETE HLDGS INC B7DX5X2 LPI XNYS USD 19.02 2184240 41.544245 41.544245 0.272328
Nov 30, 2012 LAS VEGAS SANDS CORP B02T2J7 LVS XNYS USD 46.65 2133847 99.543963 99.543963 0.652523
Nov 30, 2012 LOWES COS INC 2536763 LOW XNYS USD 36.09 5201901 187.736607 187.736607 1.230636
Nov 30, 2012 MBIA INC 2547044 MBI XNYS USD 8.94 4276557 38.232420 38.232420 0.250618
Nov 30, 2012 MASTERCARD INC B121557 MA XNYS USD 488.68 639307 312.416545 312.416545 2.047929
Nov 30, 2012 MICROSOFT CORP 2588173 MSFT XNAS USD 26.62 9326441 248.269859 248.269859 1.627439
Nov 30, 2012 MICRON TECHNOLOGY INC 2588184 MU XNAS USD 5.98 541194 3.236340 3.236340 0.021215
Nov 30, 2012 MOLYCORP INC DEL B458HM7 MCP XNYS USD 8.97 1104262 9.905230 9.905230 0.06493
Nov 30, 2012 MONSANTO CO NEW 2654320 MON XNYS USD 91.59 3299019 302.157150 302.157150 1.980677
Nov 30, 2012 MONSTER BEVERAGE CORP B6X2H81 MNST XNAS USD 52.05 1906885 99.253364 99.253364 0.650618
Nov 30, 2012 NII HLDGS INC 2090485 NIHD XNAS USD 5.07 5008640 25.393805 25.393805 0.16646
Nov 30, 2012 NATIONAL OILWELL VARCO INC 2624486 NOV XNYS USD 68.30 113628 7.760792 7.760792 0.050873
Nov 30, 2012 NAVISTAR INTL CORP NEW 2624464 NAV XNYS USD 20.41 116514 2.378051 2.378051 0.015588
Nov 30, 2012 NETAPP INC 2630643 NTAP XNAS USD 31.71 3110648 98.638648 98.638648 0.646588
Nov 30, 2012 NETFLIX INC 2857817 NFLX XNAS USD 81.71 216888 17.721918 17.721918 0.116169
Nov 30, 2012 NEWMONT MINING CORP 2636607 NEM XNYS USD 47.09 5627578 265.002648 265.002648 1.737125
Nov 30, 2012 NIKE INC 2640147 NKE XNYS USD 97.48 3063478 298.627835 298.627835 1.957542
Nov 30, 2012 NUANCE COMMUNICATIONS INC 2402121 NUAN XNAS USD 22.24 2398914 53.351847 53.351847 0.349728
Nov 30, 2012 NVIDIA CORP 2379504 NVDA XNAS USD 11.98 3763222 45.083400 45.083400 0.295527
Nov 30, 2012 OCCIDENTAL PETE CORP DEL 2655408 OXY XNYS USD 75.21 1970034 148.166257 148.166257 0.971248
Nov 30, 2012 ONYX PHARMACEUTICALS INC 2656069 ONXX XNAS USD 75.47 946495 71.431978 71.431978 0.468245
Nov 30, 2012 ORACLE CORP 2661568 ORCL XNAS USD 32.10 9345268 299.983103 299.983103 1.966426
Nov 30, 2012 PNC FINL SVCS GROUP INC 2692665 PNC XNYS USD 56.14 1851097 103.920586 103.920586 0.681212
Nov 30, 2012 PALO ALTO NETWORKS INC B87ZMX0 PANW XNYS USD 54.42 497017 27.047665 27.047665 0.177301
Nov 30, 2012 PANDORA MEDIA INC B62N8L5 P XNYS USD 8.72 6698183 58.408156 58.408156 0.382873
Nov 30, 2012 PHILLIPS 66 B78C4Y8 PSX XNYS USD 52.37 168240 8.810729 8.810729 0.057755
Nov 30, 2012 POLYCOM INC 2693420 PLCM XNAS USD 10.46 1096991 11.474526 11.474526 0.075217
Nov 30, 2012 POLYPORE INTL INC B02HWV3 PPO XNYS USD 41.05 924617 37.955528 37.955528 0.248803
Nov 30, 2012 PULTE GROUP INC 2708841 PHM XNYS USD 16.81 8277364 139.142489 139.142489 0.912096
Nov 30, 2012 RPC INC 2719456 RES XNYS USD 11.56 2295932 26.540974 26.540974 0.173979
Nov 30, 2012 RANGE RES CORP 2523334 RRC XNYS USD 64.02 1866631 119.501717 119.501717 0.783348
Nov 30, 2012 RED HAT INC 2447218 RHT XNYS USD 49.40 1410532 69.680281 69.680281 0.456763
Nov 30, 2012 REGENERON PHARMACEUTICALS 2730190 REGN XNAS USD 176.55 167440 29.561532 29.561532 0.193779
Nov 30, 2012 ROYAL GOLD INC 2755706 RGLD XNAS USD 80.76 3241213 261.760362 261.760362 1.715871
Nov 30, 2012 ST JOE CO 2768663 JOE XNYS USD 21.38 1437342 30.730372 30.730372 0.201441
Nov 30, 2012 SALESFORCE COM INC 2310525 CRM XNYS USD 157.67 547197 86.276551 86.276551 0.565553
Nov 30, 2012 SCHLUMBERGER LTD 2779201 SLB XNYS USD 71.62 3981247 285.136910 285.136910 1.869107
Nov 30, 2012 SERVICENOW INC B80NXX8 NOW XNYS USD 32.63 6462316 210.865371 210.865371 1.382248
Nov 30, 2012 SIRIUS XM RADIO INC 2159698 SIRI XNAS USD 2.78 62173946 172.843570 172.843570 1.133011
Nov 30, 2012 SOUTHERN COPPER CORP 2823777 SCCO XNYS USD 36.30 2812893 102.108016 102.108016 0.669331
Nov 30, 2012 SOUTHWESTERN ENERGY CO 2828619 SWN XNYS USD 34.71 825936 28.668239 28.668239 0.187924
Nov 30, 2012 SPRINT NEXTEL CORP 2922447 S XNYS USD 5.73 33671440 192.937351 192.937351 1.264728
Nov 30, 2012 STARBUCKS CORP 2842255 SBUX XNAS USD 51.87 5175225 268.438921 268.438921 1.75965
Nov 30, 2012 TJX COS INC NEW 2989301 TJX XNYS USD 44.34 964983 42.787346 42.787346 0.280476
Nov 30, 2012 TAHOE RES INC B4WHL92 TAHO XNYS USD 17.89 6232932 111.507153 111.507153 0.730943
Nov 30, 2012 TEMPUR PEDIC INTL INC 2216991 TPX XNYS USD 26.65 483091 12.874375 12.874375 0.084393
Nov 30, 2012 TESLA MTRS INC B616C79 TSLA XNAS USD 33.82 2159746 73.042610 73.042610 0.478803
Nov 30, 2012 THOMSON REUTERS CORP 2126067 TRI XNYS USD 27.54 490539 13.509444 13.509444 0.088556
Nov 30, 2012 US BANCORP DEL 2736035 USB XNYS USD 32.26 3645190 117.593829 117.593829 0.770842
Nov 30, 2012 ULTA SALON COSMETCS & FRAG INC B28TS42 ULTA XNAS USD 100.28 797631 79.986437 79.986437 0.524321
Nov 30, 2012 ULTRA PETROLEUM CORP 2714440 UPL XNYS USD 20.05 3242540 65.012927 65.012927 0.426168
Nov 30, 2012 UNION PAC CORP 2914734 UNP XNYS USD 122.78 2384691 292.792361 292.792361 1.91929
Nov 30, 2012 UNITED CONTL HLDGS INC B4QG225 UAL XNYS USD 20.22 6977742 141.089943 141.089943 0.924862
Nov 30, 2012 UNITEDHEALTH GROUP INC 2917766 UNH XNYS USD 54.39 3799501 206.654859 206.654859 1.354648
Nov 30, 2012 VALERO ENERGY CORP NEW 2041364 VLO XNYS USD 32.26 1627565 52.505247 52.505247 0.344178
Nov 30, 2012 VANTIV INC B6X55Y2 VNTV XNYS USD 21.67 2062161 44.687029 44.687029 0.292929
Nov 30, 2012 VERIFONE SYS INC B07RH68 PAY XNYS USD 30.39 1659392 50.428923 50.428923 0.330568
Nov 30, 2012 VERTEX PHARMACEUTICALS INC 2931034 VRTX XNAS USD 39.79 1647758 65.564291 65.564291 0.429782
Nov 30, 2012 VISA INC B2PZN04 V XNYS USD 149.71 2191298 328.059224 328.059224 2.150468
Nov 30, 2012 VMWARE INC B23SN61 VMW XNYS USD 90.95 2015087 183.272163 183.272163 1.201371
Nov 30, 2012 WAL-MART STORES INC 2936921 WMT XNYS USD 72.02 2175025 156.645301 156.645301 1.026829
Nov 30, 2012 WALGREEN CO 2934839 WAG XNYS USD 33.91 3243027 109.971046 109.971046 0.720874
Nov 30, 2012 WALTER ENERGY INC 2951805 WLT XNYS USD 30.20 325439 9.828258 9.828258 0.064425
Nov 30, 2012 WATSON PHARMACEUTICALS INC 2943545 WPI XNYS USD 88.01 78345 6.895143 6.895143 0.045199
Nov 30, 2012 WELLPOINT INC 2794743 WLP XNYS USD 55.90 639126 35.727143 35.727143 0.234196
Nov 30, 2012 WELLS FARGO & CO NEW 2649100 WFC XNYS USD 33.01 8455663 279.121436 279.121436 1.829675
Nov 30, 2012 WESTERN DIGITAL CORP 2954699 WDC XNAS USD 33.44 1467467 49.072096 49.072096 0.321674
Nov 30, 2012 YUM BRANDS INC 2098876 YUM XNYS USD 67.08 511130 34.286600 34.286600 0.224753
Nov 30, 2012 ZYNGA INC B79PX49 ZNGA XNAS USD 2.46 22302204 54.863422 54.863422 0.359636
Nov 30, 2012 KOSMOS ENERGY LTD B53HHH8 KOS XNYS USD 11.86 3321464 39.392563 39.392563 0.258223
Nov 30, 2012 MICHAEL KORS HLDGS LTD B7341C6 KORS XNYS USD 53.15 1423367 75.651956 75.651956 0.495908
Nov 30, 2012 CNH GLOBAL N V 2534778 CNH XNYS USD 47.61 1762281 83.902198 83.902198 0.549989
Nov 30, 2012 LYONDELLBASELL INDUSTRIES N V B3SPXZ3 LYB XNYS USD 49.73 229430 11.409554 11.409554 0.074791