0001752724-20-161843.txt : 20200819 0001752724-20-161843.hdr.sgml : 20200819 20200819164651 ACCESSION NUMBER: 0001752724-20-161843 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200819 PERIOD START: 20201231 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: 201117549 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 S000017037 Moderate Strategy Fund C000047304 Moderate Strategy Fund RIFGX NPORT-P 1 primary_doc.xml NPORT-P false 0000824036 XXXXXXXX S000017037 C000047304 RUSSELL INVESTMENT FUNDS 811-05371 0000824036 549300SYCXI2ML7BN524 1301 SECOND AVENUE 18TH FLOOR SEATTLE 98101 800-787-7354 Moderate Strategy Fund S000017037 DQF2HL1NDLUNN2D09702 2020-12-31 2020-06-30 N 89560198.38 395056.60 89165141.78 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2517016.95000000 N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 8713.66000000 0.009772496096 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 240500.00000000 GBP 306849.14000000 USD 2020-09-16 8713.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT SEP20 XCME 20200918 000000000 18.00000000 NC USD 46380.80000000 0.052016740033 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESU0 Index 2020-09-18 2734799.20000000 USD 46380.80000000 N N N U.S. Small Cap Equity Fund 4TSZIINZENZIS9XYIQ87 U.S. Small Cap Equity Fund 782491203 530739.77200000 NS USD 6076970.39000000 6.815410449291 Long EC RF US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED RUB / SOLD USD 000000000 1.00000000 NC -697.70000000 -0.00078248067 N/A DFE RU N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 19368.36000000 USD 1340000.00000000 RUB 2020-09-16 -697.70000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 DAX INDEX FUTURE SEP20 XEUR 20200918 000000000 4.00000000 NC 6147.83000000 0.006894880529 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXU0 Index 2020-09-18 1227077.96000000 EUR 6147.83000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -4556.35000000 -0.00511001262 N/A DFE XX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 349822.56000000 USD 306800.00000000 EUR 2020-09-16 -4556.35000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 SPI 200 FUTURES SEP20 XSFE 20200917 000000000 8.00000000 NC 4259.30000000 0.004776866738 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long S&P ASX Share Price Index 200 XPU0 Index 2020-09-17 1172228.00000000 AUD 4259.30000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -2561.10000000 -0.00287231080 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 368783.67000000 USD 39503000.00000000 JPY 2020-09-16 -2561.10000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT SEP20 IFUS 20200918 000000000 18.00000000 NC USD 11308.86000000 0.012683050544 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESU0 Index 2020-09-18 875821.14000000 USD 11308.86000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 HANG SENG IDX FUT JUL20 XHKF 20200730 000000000 2.00000000 NC -3188.01000000 -0.00357539946 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIN0 Index 2020-07-30 2449408.66000000 HKD -3188.01000000 N N N NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 CAC40 10 EURO FUT JUL20 XPAR 20200717 000000000 27.00000000 NC 943.54000000 0.001058193797 N/A DE US N 1 NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 Long CAC 40 Index CFN0 Index 2020-07-17 1325805.18000000 EUR 943.54000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC -1156.18000000 -0.00129667264 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25921.45000000 USD 575000.00000000 MXN 2020-09-17 -1156.18000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 FTSE 100 IDX FUT SEP20 IFLL 20200918 000000000 4.00000000 NC -1604.93000000 -0.00179995227 N/A DE GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long FTSE 100 Index Z U0 Index 2020-09-18 247195.24000000 GBP -1604.93000000 N N N Investment Grade Bond Fund 6XE31ODZPBO0SIDX5S75 Investment Grade Bond Fund 782493175 440402.69900000 NS USD 10124858.05000000 11.35517518155 Long EC RF US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC 562.41000000 0.000630750973 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 432000.00000000 SEK 46966.19000000 USD 2020-09-16 562.41000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC -3291.69000000 -0.00369167808 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 220729.73000000 USD 315000.00000000 AUD 2020-09-16 -3291.69000000 N N N Meff Financial Derivatives N/A IBEX 35 INDX FUTR JUL20 XMRV 20200717 000000000 5.00000000 NC -10167.87000000 -0.01140341370 N/A DE ES N 1 Meff Financial Derivatives N/A Long IBEX 35 Index IBN0 Index 2020-07-17 369540.18000000 EUR -10167.87000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP20 XCBT 20200921 000000000 34.00000000 NC USD 194590.93000000 0.218236550871 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Long Bond USU0 Comdty 2020-09-21 5876534.07000000 USD 194590.93000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC -840.68000000 -0.00094283481 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 349910000.00000000 KRW 290973.35000000 USD 2020-09-16 -840.68000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED MXN / SOLD USD 000000000 1.00000000 NC -1254.71000000 -0.00140717546 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 26019.98000000 USD 575000.00000000 MXN 2020-09-17 -1254.71000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 SEP20 XCME 20200918 000000000 -54.00000000 NC USD -104362.88000000 -0.11704448388 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Russell 2000 Index RTYU0 Index 2020-09-18 -3777157.12000000 USD -104362.88000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED CNY / SOLD USD 000000000 1.00000000 NC 2871.36000000 0.003220271894 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 972224.17000000 USD 6920000.00000000 CNY 2020-09-16 2871.36000000 N N N Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund 845SLB3N6EI7ZN7PZ398 U.S. Cash Management Fund 000000000 3738409.01000000 NS USD 3738035.17000000 4.192260669783 Long STIV PF US N N/A N N N Emerging Markets Fund TUWQFBBWGP866F5SFO52 Emerging Markets Fund 782494439 256091.67700000 NS USD 4284413.76000000 4.805032184630 Long EC RF US N 1 N N N International Developed Markets Fund OBN5HZOV2KJPBU8D6051 International Developed Markets Fund 782491302 520174.24200000 NS USD 5118514.54000000 5.740488309466 Long EC RF US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC -4920.86000000 -0.00551881587 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 368485.70000000 USD 493500.00000000 CAD 2020-09-16 -4920.86000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED HKD / SOLD USD 000000000 1.00000000 NC 63.32000000 0.000071014298 N/A DFE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 198849.44000000 USD 1542350.00000000 HKD 2020-09-16 63.32000000 N N N Strategic Bond Fund D07H1KQBUJ8IJWFT1668 Strategic Bond Fund 782491401 919463.73700000 NS USD 10114101.11000000 11.34311111729 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 XAF FINANCIAL SEP20 XCME 20200918 000000000 -25.00000000 NC USD 61203.14000000 0.068640209366 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini Financial Select Sector Futures IXAU0 Index 2020-09-18 -1840578.14000000 USD 61203.14000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: BSP9U3AE7 CDS USD R V 03MEVENT COSP9U3AE7_PRO CCPCDX / Short: BSP9U3AE7 CDS USD P F 1.00000 COSP9U3AE7_FEE CCPCDX 000000000 5900000.00000000 OU Notional Amount USD -68959.20000000 -0.07733874317 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.IG.S34.V1 2I65BYDW2 RED Code Y buy protection 2025-06-20 107428.12000000 USD 0.00000000 USD 5900000.00000000 USD -176387.32000000 N N N Italian Derivatives Market N/A FTSE/MIB IDX FUT SEP20 XDMI 20200918 000000000 3.00000000 NC -5768.66000000 -0.00646963587 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STZ7 Index 2020-09-18 294469.55000000 EUR -5768.66000000 N N N Nasdaq Nordic N/A OMXS30 IND FUTURE JUL20 XSTO 20200717 000000000 19.00000000 NC 14461.53000000 0.016218815684 N/A DE SE N 1 Nasdaq Nordic N/A Long OMXS30 Index QCN0 Index 2020-07-17 3031119.53000000 SEK 14461.53000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO STOXX 50 SEP20 XEUR 20200918 000000000 26.00000000 NC 6568.19000000 0.007366320367 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGU0 Index 2020-09-18 832133.81000000 EUR 6568.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 336.03000000 0.000376862519 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 118000.00000000 CHF 125160.96000000 USD 2020-09-16 336.03000000 N N N Commodity Strategies Fund 1E2MXG7NXLQLNN8B4J13 Commodity Strategies Fund 782494355 413448.12100000 NS USD 1711675.22000000 1.919668590022 Long EC RF US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Long: SSP9U3AE1 CDS USD R F 5.00000 COSP9U3AE1_FEE CCPCDX / Short: SSP9U3AE1 CDS USD P V 03MEVENT COSP9U3AE1_PRO CCPCDX 000000000 1520000.00000000 OU Notional Amount USD -10484.96000000 -0.01175903474 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S34.V1 2I65BRTL4 RED Code Y sell protection 2025-06-20 0.00000000 USD -59055.11000000 USD 1520000.00000000 USD 48570.15000000 N N N Multi-Strategy Income Fund 549300A5DFWAE2ARUU44 Multi-Strategy Income Fund 78249R214 1068713.30200000 NS USD 10184837.77000000 11.42244330764 Long EC RF US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 9603.51000000 0.010770475780 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 240500.00000000 GBP 307738.99000000 USD 2020-09-16 9603.51000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC -4221.96000000 -0.00473498938 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 367786.80000000 USD 493500.00000000 CAD 2020-09-16 -4221.96000000 N N N Osaka Exchange 3538001249AILNPRUX57 TOPIX INDX FUTR SEP20 XOSE 20200910 000000000 6.00000000 NC -38369.36000000 -0.04303179385 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPU0 Index 2020-09-10 97652932.00000000 JPY -38369.36000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 NASDAQ 100 E-MINI SEP20 XCME 20200918 000000000 -21.00000000 NC USD -221830.65000000 -0.24878629201 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short NASDAQ 100 Stock Index NQU0 Index 2020-09-18 -4040014.35000000 USD -221830.65000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 344.00000000 0.000385800990 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 118000.00000000 CHF 125168.93000000 USD 2020-09-16 344.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -4271.03000000 -0.00479002210 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 349537.24000000 USD 306800.00000000 EUR 2020-09-16 -4271.03000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -142.41000000 -0.00015971488 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 8140000.00000000 INR 106756.90000000 USD 2020-09-16 -142.41000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 637.04000000 0.000714449601 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 250000.00000000 ZAR 14931.97000000 USD 2020-09-16 637.04000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 DJ US REAL ESTATE SEP20 XCBT 20200918 000000000 65.00000000 NC USD -32693.05000000 -0.03666572984 N/A DE US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Dow Jones U.S. Real Estate Index DJEU0 Index 2020-09-18 2046393.05000000 USD -32693.05000000 N N N The Montreal Exchange / Bourse De Montreal N/A S+P/TSX 60 IX FUT SEP20 XMOD 20200917 000000000 4.00000000 NC 9522.39000000 0.010679498523 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTU0 Index 2020-09-17 729872.41000000 CAD 9522.39000000 N N N Unconstrained Total Return Fund 549300XXLJ6MGU95XN21 Unconstrained Total Return Fund 78250F679 2525692.77400000 NS USD 23463685.87000000 26.31486408432 Long EC RF US N 1 N N N U.S. Strategic Equity Fund HJF4I4G3NRRGIEG5Z262 U.S. Strategic Equity Fund 782491104 386547.89000000 NS USD 6045609.00000000 6.780238195455 Long EC RF US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD ZAR 000000000 1.00000000 NC 651.21000000 0.000730341461 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 250000.00000000 ZAR 14946.14000000 USD 2020-09-16 651.21000000 N N N Euronext Eqf, Equities And Indices Derivatives N/A AMSTERDAM IDX FUT JUL20 XEUE 20200717 000000000 5.00000000 NC 3447.82000000 0.003866780146 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Long Amsterdam Index EON0 Index 2020-07-17 556481.18000000 EUR 3447.82000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC 465.92000000 0.000522536038 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 432000.00000000 SEK 46869.70000000 USD 2020-09-16 465.92000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -2753.99000000 -0.00308863973 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 368976.56000000 USD 39503000.00000000 JPY 2020-09-16 -2753.99000000 N N N Global Equity Fund VTHOU527SFHXM6LQY641 Global Equity Fund 782494447 706386.72900000 NS USD 5983095.59000000 6.710128499276 Long EC RF US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 130.64000000 0.000146514655 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25500.00000000 SGD 18432.50000000 USD 2020-09-16 130.64000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EAFE SEP20 IFUS 20200918 000000000 15.00000000 NC USD 428.18000000 0.000480210081 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSU0 Index 2020-09-18 1333371.82000000 USD 428.18000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 132.09000000 0.000148140851 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 25500.00000000 SGD 18433.95000000 USD 2020-09-16 132.09000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED HKD / SOLD USD 000000000 1.00000000 NC 60.22000000 0.000067537603 N/A DFE HK N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 198852.54000000 USD 1542350.00000000 HKD 2020-09-16 60.22000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 PURCHASED USD / SOLD TWD 000000000 1.00000000 NC -3424.03000000 -0.00384009931 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 9520000.00000000 TWD 323677.41000000 USD 2020-09-16 -3424.03000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC -3515.56000000 -0.00394275153 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 220953.60000000 USD 315000.00000000 AUD 2020-09-16 -3515.56000000 N N N 2020-07-17 RUSSELL INVESTMENT FUNDS Mark Swanson Mark Swanson Treasurer