0001752724-20-022000.txt : 20200214
0001752724-20-022000.hdr.sgml : 20200214
20200213183514
ACCESSION NUMBER: 0001752724-20-022000
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200214
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RUSSELL INVESTMENT FUNDS
CENTRAL INDEX KEY: 0000824036
IRS NUMBER: 911717303
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05371
FILM NUMBER: 20612739
BUSINESS ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
BUSINESS PHONE: 800-787-7354
MAIL ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
FORMER COMPANY:
FORMER CONFORMED NAME: RUSSELL INSURANCE FUNDS
DATE OF NAME CHANGE: 19960918
0000824036
S000017039
Growth Strategy Fund
C000047306
Growth Strategy Fund
RIFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000824036
XXXXXXXX
S000017039
C000047306
RUSSELL INVESTMENT FUNDS
811-05371
0000824036
549300SYCXI2ML7BN524
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
98101
800-787-7354
Growth Strategy Fund
S000017039
N4C7FG7YI73BMTCTMO41
2019-12-31
2019-12-31
N
313334928.54
107923390.9
205411537.64
0
0
0
0
0
0
0
0
0
0
0
0
0
0
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-6049.88000000
-0.00294524838
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
233270000.00000000
KRW
196158.73000000
USD
2020-03-18
-6049.88
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-507.87000000
-0.00024724511
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
133333.33000000
ZAR
8918.44000000
USD
2020-03-18
-507.87
N
N
N
Commodity Strategies Fund
1E2MXG7NXLQLNN8B4J13
Commodity Strategies Fund
782494355
791421.13300000
NS
USD
4123304.10000000
2.007338121009
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR20 XCME 20200320
000000000
-4.00000000
NC
USD
-16213.69000000
-0.00789327132
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
S&P MID 400 EMINI Index
FAH0 Index
2020-03-20
-809706.31
USD
-16213.69
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1883.84000000
-0.00091710525
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
113000.00000000
AUD
77560.94000000
USD
2020-03-18
-1883.84
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
22782.41000000
0.011091105330
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2112725.98000000
USD
14900000.00000000
CNY
2020-03-18
22782.41
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-312.38000000
-0.00015207519
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
892666.66000000
HKD
114176.71000000
USD
2020-03-18
-312.38
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-20561.78000000
-0.01001004142
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2008333.33000000
EUR
2242766.08000000
USD
2020-03-18
-20561.78
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-683.40000000
-0.00033269796
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
760000.00000000
MXN
39067.72000000
USD
2020-03-18
-683.4
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-683.60000000
-0.00033279532
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
760000.00000000
MXN
39067.52000000
USD
2020-03-18
-683.6
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
73.00000000
NC
-27349.29000000
-0.01331438842
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH0 Index
2020-03-20
2746552
EUR
-27349.29
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-6263.73000000
-0.00304935646
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
387666.66000000
CHF
396347.87000000
USD
2020-03-18
-6263.73
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR20 XDMI 20200320
000000000
9.00000000
NC
-2098.97000000
-0.00102183646
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index
STZ7 Index
2020-03-20
1055321.24
EUR
-2098.97
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1595.34000000
-0.00077665549
N/A
DFE
JP
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
774255.28000000
USD
83622667.00000000
JPY
2020-03-18
-1595.34
N
N
N
Multi-Asset Growth Strategy Fund
549300X1VBO22V2H1F97
Multi-Asset Growth Strategy Fund
78250F547
1970928.76500000
NS
USD
20320275.57000000
9.892470405247
Long
EC
RF
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-376.80000000
-0.00018343662
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
620000.00000000
SEK
66056.36000000
USD
2020-03-18
-376.8
N
N
N
Unconstrained Total Return Fund
549300XXLJ6MGU95XN21
Unconstrained Total Return Fund
78250F679
2031935.21600000
NS
USD
20156797.34000000
9.812884695564
Long
EC
RF
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1469.90000000
-0.00071558784
N/A
DFE
JP
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
774129.84000000
USD
83622667.00000000
JPY
2020-03-18
-1469.9
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR20 XMOD 20200319
000000000
14.00000000
NC
8096.90000000
0.003941794162
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
S&P/TSX 60 Index
PTH0 Index
2020-03-19
2824205.77
CAD
8096.9
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-342.45000000
-0.00016671410
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
892666.67000000
HKD
114146.64000000
USD
2020-03-18
-342.45
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
43.00000000
NC
USD
-4904.84000000
-0.00238781134
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
9271404.84
USD
-4904.84
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
845SLB3N6EI7ZN7PZ398
U.S. Cash Management Fund
000000000
1620686.90000000
NS
USD
1621173.11000000
0.789231767906
Long
STIV
PF
US
N
N/A
N
N
N
Emerging Markets Fund
TUWQFBBWGP866F5SFO52
Emerging Markets Fund
782494439
742581.02800000
NS
USD
14532310.72000000
7.074729534165
Long
EC
RF
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR20 XEUR 20200320
000000000
11.00000000
NC
-22810.02000000
-0.01110454663
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXH0 Index
2020-03-20
3663122.72
EUR
-22810.02
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7212.47000000
-0.00351122925
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1450666.67000000
GBP
1918303.58000000
USD
2020-03-18
-7212.47
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-15362.08000000
-0.00747868409
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
28550000.00000000
TWD
944582.30000000
USD
2020-03-18
-15362.08
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7592.55000000
-0.00369626267
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1450666.66000000
GBP
1917923.49000000
USD
2020-03-18
-7592.55
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1700.09000000
-0.00082765068
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
113000.00000000
AUD
77744.69000000
USD
2020-03-18
-1700.09
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-6418.87000000
-0.00312488289
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
387666.67000000
CHF
396192.74000000
USD
2020-03-18
-6418.87
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT MAR20 IFLL 20200320
000000000
20.00000000
NC
3556.10000000
0.001731207526
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z H0 Index
2020-03-20
1497115.34
GBP
3556.1
N
N
N
U.S. Strategic Equity Fund
HJF4I4G3NRRGIEG5Z262
U.S. Strategic Equity Fund
782491104
2828182.46900000
NS
USD
45335764.98000000
22.07070036126
Long
EC
RF
US
N
1
N
N
N
Global Equity Fund
VTHOU527SFHXM6LQY641
Global Equity Fund
782494447
3297939.73500000
NS
USD
30835736.52000000
15.01168672133
Long
EC
RF
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-6437.09000000
-0.00313375289
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
387666.67000000
CHF
396174.52000000
USD
2020-03-18
-6437.09
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR20 XCME 20200320
000000000
-59.00000000
NC
USD
-361377.90000000
-0.17592872540
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
NASDAQ 100 Stock Index
NQH0 Index
2020-03-20
-9966277.1
USD
-361377.9
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-604.94000000
-0.00029450147
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
760000.00000000
MXN
39146.18000000
USD
2020-03-18
-604.94
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BSP9U31ZZ CDS USD R V 03MEVENT COSP9U31ZZ_PRO CCPCDX / Short: BSP9U31ZZ CDS USD P F 5.00000 COSP9U31ZZ_FEE CCPCDX
000000000
9900000.00000000
OU
Notional Amount
USD
-953716.50000000
-0.46429548746
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7 RED Code
Y
buy protection
2024-12-20
0
USD
-631631.43
USD
9900000
USD
-322085.07
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
SPI 200 FUTURES MAR20 XSFE 20200319
000000000
14.00000000
NC
-48174.43000000
-0.02345264075
N/A
DE
AU
N
1
ASX - Trade24
549300USWUR0S7VMM868
Long
S&P/ASX 200
XPH0 Index
2020-03-19
2379699
AUD
-48174.43
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-389.66000000
-0.00018969723
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
620000.00000000
SEK
66043.50000000
USD
2020-03-18
-389.66
N
N
N
Strategic Bond Fund
D07H1KQBUJ8IJWFT1668
Strategic Bond Fund
782491401
1138751.95100000
NS
USD
12025220.60000000
5.854208939847
Long
EC
RF
US
N
1
N
N
N
ICE Futures U.S.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR20 IFUS 20200320
000000000
68.00000000
NC
USD
73214.92000000
0.035643041691
N/A
DE
US
N
1
ICE Futures U.S.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH0 Index
2020-03-20
3735465.08
USD
73214.92
N
N
N
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
CAC40 10 EURO FUT JAN20 XPAR 20200117
000000000
80.00000000
NC
28939.86000000
0.014088721759
N/A
DE
FR
N
1
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
Long
CAC 40 Index
CFF0 Index
2020-01-17
4750200
EUR
28939.86
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
9185.96000000
0.004471978597
N/A
DFE
CA
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
505268.68000000
USD
667866.67000000
CAD
2020-03-18
9185.96
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAF FINANCIAL MAR20 XCME 20200320
000000000
-12.00000000
NC
USD
-24774.48000000
-0.01206089993
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Financial Select Sector Futures
IXAH0 Index
2020-03-20
-1112525.52
USD
-24774.48
N
N
N
ICE Futures U.S.
5493004R83R1LVX2IL36
MSCI EAFE MAR20 IFUS 20200320
000000000
24.00000000
NC
USD
-6528.00000000
-0.00317801038
N/A
DE
US
N
1
ICE Futures U.S.
5493004R83R1LVX2IL36
Long
MSCI EAFE
MFSH0 Index
2020-03-20
2450328
USD
-6528
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-341.72000000
-0.00016635871
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
892666.67000000
HKD
114147.37000000
USD
2020-03-18
-341.72
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
8019.30000000
0.003904016343
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
506435.33000000
USD
667866.66000000
CAD
2020-03-18
8019.3
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-21093.99000000
-0.01026913592
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
2008333.33000000
EUR
2242233.87000000
USD
2020-03-18
-21093.99
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-409.69000000
-0.00019944838
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
620000.00000000
SEK
66023.47000000
USD
2020-03-18
-409.69
N
N
N
International Developed Markets Fund
OBN5HZOV2KJPBU8D6051
International Developed Markets Fund
782491302
2622692.38100000
NS
USD
30737954.71000000
14.96408384025
Long
EC
RF
US
N
1
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN20 XMRV 20200117
000000000
14.00000000
NC
-8776.92000000
-0.00427284664
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
IBEX 35 Index
IBF0 Index
2020-01-17
1341786.66
EUR
-8776.92
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1616.85000000
-0.00078712715
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
774276.78000000
USD
83622666.00000000
JPY
2020-03-18
-1616.85
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JAN20 XSTO 20200117
000000000
56.00000000
NC
-5119.53000000
-0.00249232835
N/A
DE
SE
N
1
Nasdaq Nordic
N/A
Long
OMXS30 Index
QCF0 Index
2020-01-17
9950151.33
SEK
-5119.53
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
1106.06000000
0.000538460503
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
41716.61000000
USD
2680000.00000000
RUB
2020-03-18
1106.06
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 1000 MAR20 XCME 20200320
000000000
-7.00000000
NC
USD
-11599.28000000
-0.00564684931
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Russell 1000 Index
RSYH0 Index
2020-03-20
-613115.72
USD
-11599.28
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
-77.00000000
NC
USD
-220869.26000000
-0.10752524543
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESH0 Index
2020-03-20
-12218865.74
USD
-220869.26
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR20 XOSE 20200312
000000000
26.00000000
NC
4243.32000000
0.002065765170
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH0 Index
2020-03-12
446998942
JPY
4243.32
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJ US REAL ESTATE MAR20 XCBT 20200320
000000000
60.00000000
NC
USD
52680.00000000
0.025646076459
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones U.S. Real Estate Index
DJEH0 Index
2020-03-20
2152320
USD
52680
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-21357.08000000
-0.01039721538
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2008333.34000000
EUR
2241970.79000000
USD
2020-03-18
-21357.08
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BSP9U3205 CDS USD R V 03MEVENT COSP9U3205_PRO CCPCDX / Short: BSP9U3205 CDS USD P F 1.00000 COSP9U3205_FEE CCPCDX
000000000
5300000.00000000
OU
Notional Amount
USD
-137407.80000000
-0.06689390556
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S33.V1
2I65BYDV4 RED Code
Y
buy protection
2024-12-20
0
USD
-102632.1
USD
5300000
USD
-34775.7
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN20 XEUE 20200117
000000000
14.00000000
NC
-10581.95000000
-0.00515158501
N/A
DE
NL
N
1
Euronext Eqf, Equities And Indices Derivatives
N/A
Long
Amsterdam Index
EOF0 Index
2020-01-17
1702397.85
EUR
-10581.95
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-396.84000000
-0.00019319265
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
55000.00000000
SGD
40526.40000000
USD
2020-03-18
-396.84
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1873.67000000
-0.00091215421
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
113000.00000000
AUD
77571.11000000
USD
2020-03-18
-1873.67
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-414.33000000
-0.00020170726
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
55000.00000000
SGD
40508.91000000
USD
2020-03-18
-414.33
N
N
N
U.S. Small Cap Equity Fund
4TSZIINZENZIS9XYIQ87
U.S. Small Cap Equity Fund
782491203
1289327.44100000
NS
USD
18437382.41000000
8.975826101021
Long
EC
RF
US
N
1
N
N
N
Global Real Estate Securities Fund
C8PHRWSYC6CV404R0D13
Global Real Estate Securities Fund
782491609
263644.32700000
NS
USD
4060122.64000000
1.976579644282
Long
EC
RF
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-482.36000000
-0.00023482614
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
133333.34000000
ZAR
8943.95000000
USD
2020-03-18
-482.36
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
8967.98000000
0.004365859923
N/A
DFE
CA
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
505486.66000000
USD
667866.67000000
CAD
2020-03-18
8967.98
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR20 XCME 20200320
000000000
-54.00000000
NC
USD
-62527.75000000
-0.03044023267
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 Index
RTYH0 Index
2020-03-20
-4448092.25
USD
-62527.75
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-416.54000000
-0.00020278315
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
55000.00000000
SGD
40506.70000000
USD
2020-03-18
-416.54
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-516.75000000
-0.00025156814
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
133333.33000000
ZAR
8909.56000000
USD
2020-03-18
-516.75
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7052.90000000
-0.00343354617
N/A
DFE
US
N
2
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
1450666.67000000
GBP
1918463.15000000
USD
2020-03-18
-7052.9
N
N
N
2020-01-31
RUSSELL INVESTMENT FUNDS
Mark Swanson
Mark Swanson
Treasurer