Tax-Exempt High Yield Bond Fund

RUSSELL INVESTMENT CO · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:RTHAXRTHCXRTHSXRHYTX
$2.47B NAV
3,092 positions · as of 2026-04-30 · filed 2026-06-22

Fund classification

Classified from what the fund holds · as of 2026 Q2

Tax-Exempt High Yield Bond Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
High yield
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The Fund seeks to provide a high level of current income that is exempt from federal tax,

Strategy · summarised

The fund invests at least 80% of assets in federal tax-exempt municipal debt, with a substantial portion in medium- to low-quality securities including those rated below investment grade or unrated equivalents of comparable quality; up to 20% may be in taxable municipal debt. A multi-manager approach oversees security selection across assigned asset pools. Because the fund targets high-yield and unrated municipal securities, credit risk is material to returns.

Expenses
0.54% 1.64%across 4 share classes
Share classGrossNet
RTHAX1.01%0.89%
RTHCX1.76%1.64%
RTHSX0.76%0.61%
RHYTX0.76%0.54%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 22.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

98.45%
of net assets
Bonds96.15%
Cash & short-term2.24%
Derivatives0.06%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 135 new89 exited

Largest new: New York State Dormitory Authority, Salt River Project Agricultural Improvement & Power District, City of Orlando FL, City of New York NY, County of Harris TX Toll Road Revenue, Weatherford College of the Parker County Junior College District, Arkansas Development Finance Authority, City of Baltimore MD

Largest exited: San Antonio Water System, Liberty Hill Independent School District, City of New York NY, New York City Municipal Water Finance Authority, Salt River Project Agricultural Improvement & Power District, New York State Dormitory Authority, New York City Transitional Finance Authority Future Tax Secured Revenue, Massachusetts Development Finance Agency

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+5.36%-49.40%-81.46%4.71%-52.51%
+4.56%+10.31%-0.53%4.71%-7.17%
+5.69%+13.87%+4.80%4.69%-6.91%
+5.65%+14.09%+5.07%4.75%-6.89%

These classes hold the same portfolio, so the 86.53pp spread over 5 years is the cost difference between them — roughly 17.31pp a year — not a difference in what they own.

Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
4.76%
Avg maturity
21.49 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

4%
floating
Fixed rate89.4%
Zero-coupon or unclassified6.1%
Floating rate4.5%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.4%
1-3y1.5%
3-5y1.8%
5-10y7.2%
10y+89.1%
Flagged holdings
Defaulted: 2.98% · $70.62M · 57 positions
In arrears: none reported
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
6.89 yr
approx. move per 100bp
Credit-spread duration
7.44 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -14.5%
of value
Credit spreads52%
Interest rates48%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+7.44
yrs total
High yield+3.91 yr
Investment grade+3.53 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.89 yr total
3 mo30 yr
3 mo0.03 yr0%
1 yr0.35 yr5%
5 yr1.41 yr20%
10 yr3.27 yr48%
30 yr1.82 yr26%
Credit spread7.44 yr total
3 mo30 yr
3 mo0.02 yr0%
1 yr0.37 yr5%
5 yr1.46 yr20%
10 yr3.71 yr50%
30 yr1.88 yr25%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.03+0.01+0.01$2.1k$3.1k
1 yr+0.35+0.15+0.22$37.4k$53.5k
5 yr+1.41+0.66+0.80$163.5k$197.9k
10 yr+3.27+1.80+1.91$444.4k$470.9k
30 yr+1.82+0.91+0.97$224.5k$238.8k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund2.24%$55.18M
Buckeye Tobacco Settlement Financing Authority5.00% · due 2055-06-011.11%$27.28M
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue0.00% · due 2046-07-010.93%$22.89M
Puerto Rico Sales Tax Financing Corp Sales Tax Revenue5.00% · due 2058-07-010.90%$22.21M
Public Finance Authority6.50% · due 2065-12-310.55%$13.68M
New York State Dormitory Authority5.25% · due 2056-03-150.51%$12.64M
Puerto Rico Commonwealth Aqueduct & Sewer Authority5.00% · due 2047-07-010.49%$12.14M
New York Liberty Development Corp5.00% · due 2044-11-150.46%$11.26M
Salt River Project Agricultural Improvement & Power District5.25% · due 2055-01-010.44%$10.87M
San Francisco City & County Airport Comm-San Francisco International Airport5.50% · due 2055-05-010.44%$10.81M
Showing 10 of 3,092Sign in to see more

Top 10 positions are 8.06% of net assets, top 25 13.49%, across 1.1K issuers.

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