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