NPORT-P false 0000351601 XXXXXXXX S000001578 C000004265 C000004267 C000004266 C000004268 C000137236 C000027580 C000137237 RUSSELL INVESTMENT CO 811-03153 0000351601 549300J63VJ9OS4TCK93 1301 SECOND AVENUE 18TH FLOOR SEATTLE 98101 800-787-7354 Conservative Strategy Fund S000001578 D7FRTMXY2CS76ECVES28 2020-10-31 2020-01-31 N 295679456.89 112312746.22 183366710.67 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 0.00000000 N Strategic Bond Fund XI1M1CDVRC8YNT0B5804 782493159 3455012.09300000 NS USD 38627035.20000000 21.06545678812 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -12.00000000 NC USD -132482.33000000 -0.07224993539 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short NASDAQ 100 Stock Index NQH0 Index 2020-03-20 -2026977.67000000 USD -132482.33000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 13.00000000 NC -46019.38000000 -0.02509691090 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z H0 Index 2020-03-20 973124.97000000 GBP -46019.38000000 N N N ASX - Trade24 549300USWUR0S7VMM868 000000000 -3.00000000 NC -7839.01000000 -0.00427504532 N/A DE AU N 1 ASX - Trade24 549300USWUR0S7VMM868 Short S&P/ASX 200 XPH0 Index 2020-03-19 -509839.50000000 AUD -7839.01000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 233.65000000 0.000127422256 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 65000.00000000 SGD 47871.56000000 USD 2020-03-18 233.65000000 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 4.00000000 NC -16743.02000000 -0.00913089400 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Long Amsterdam Index EOG0 Index 2020-02-21 485376.73000000 EUR -16743.02000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC -5779.14000000 -0.00315168439 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 299000.00000000 CHF 305576.00000000 USD 2020-03-18 -5779.14000000 N N N Italian Derivatives Market N/A 000000000 3.00000000 NC -3869.20000000 -0.00211008856 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index STZ7 Index 2020-03-20 351773.75000000 EUR -3869.20000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 120.92000000 0.000065944357 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 351450.00000000 GBP 464743.42000000 USD 2020-03-18 120.92000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC -5793.20000000 -0.00315935208 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 299000.00000000 CHF 305561.94000000 USD 2020-03-18 -5793.20000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 1204.45000000 0.000656853141 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 168769000.00000000 JPY 1562364.90000000 USD 2020-03-18 1204.45000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -10.00000000 NC USD 16400.81000000 0.008944267986 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Russell 2000 Index RTYH0 Index 2020-03-20 -823750.81000000 USD 16400.81000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 420.42000000 0.000229278258 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 447000.00000000 CAD 338173.94000000 USD 2020-03-18 420.42000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 4.00000000 NC -45210.06000000 -0.02465554398 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIG0 Index 2020-02-27 5597728.45000000 HKD -45210.06000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 4.00000000 NC USD -13088.00000000 -0.00713760963 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSH0 Index 2020-03-20 408388.00000000 USD -13088.00000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 1816.09000000 0.000990414232 N/A DFE HK N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 292085.98000000 USD 2284200.00000000 HKD 2020-03-18 1816.09000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 1714.35000000 0.000934929788 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 382000.00000000 EUR 426489.63000000 USD 2020-03-18 1714.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7.00000000 NC USD 11605.72000000 0.006329240437 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 1000 Index RSYH0 Index 2020-03-20 613109.28000000 USD 11605.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD -5719.39000000 -0.00311909941 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P MidCap 400 Index FAH0 Index 2020-03-20 607819.39000000 USD -5719.39000000 N N N Meff Financial Derivatives N/A 000000000 4.00000000 NC -8360.02000000 -0.00455918087 N/A DE ES N 1 Meff Financial Derivatives N/A Long IBEX 35 Index IBG0 Index 2020-02-21 382630.00000000 EUR -8360.02000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 159.58000000 0.000087027792 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 351450.00000000 GBP 464782.08000000 USD 2020-03-18 159.58000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 1815.58000000 0.000990136101 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 382000.00000000 EUR 426590.86000000 USD 2020-03-18 1815.58000000 N N N U.S. Small Cap Equity Fund 4GZICODFD7W48JNZSA20 782493266 129100.61200000 NS USD 3476679.48000000 1.896025438476 Long EC RF US N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 8678.42000000 0.004732821987 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 524500.00000000 AUD 360053.52000000 USD 2020-03-18 8678.42000000 N N N Unconstrained Total Return Fund 549300XXLJ6MGU95XN21 78250F679 2744887.14400000 NS USD 27366524.83000000 14.92447823817 Long EC RF US N 1 N N N Multi-Strategy Income Fund 549300A5DFWAE2ARUU44 78249R214 3616343.69200000 NS USD 36054946.61000000 19.66275474880 Long EC RF US N 1 N N N Multifactor U.S. Equity Fund 549300PPT7741EJKD754 78249R347 400939.19600000 NS USD 5300416.17000000 2.890609833504 Long EC RF US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -12911.23000000 -0.00704120718 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 13090000.00000000 CNY 1855816.26000000 USD 2020-03-18 -12911.23000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 236.26000000 0.000128845633 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 65000.00000000 SGD 47874.17000000 USD 2020-03-18 236.26000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 3650.95000000 0.001991064783 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1519500.00000000 SEK 161810.75000000 USD 2020-03-18 3650.95000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 -2.00000000 NC 618.57000000 0.000337340402 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index QZG0 Index 2020-02-27 -73694.10000000 SGD 618.57000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 3.00000000 NC -27153.38000000 -0.01480823858 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXH0 Index 2020-03-20 999033.47000000 EUR -27153.38000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 1457.60000000 0.000794909825 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 168769000.00000000 JPY 1562618.05000000 USD 2020-03-18 1457.60000000 N N N Short Duration Bond Fund SYIWP2HFI2PTL75P6V57 782494421 1694338.79900000 NS USD 32921002.86000000 17.95364204315 Long EC RF US N 1 N N N Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund 845SLB3N6EI7ZN7PZ398 000000000 3761589.93000000 NS USD 3763094.57000000 2.052223414081 Long STIV PF US N N/A N N N Multifactor International Equity Fund 5493004SX31W5EXJ2590 78249R289 377438.57500000 NS USD 3547922.61000000 1.934878254093 Long EC RF US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -116650.00000000 -0.06361569096 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 0.00000000 USD -95169.02000000 USD 5000000.00000000 USD -21480.98000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 1817.96000000 0.000991434046 N/A DFE HK N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 292084.11000000 USD 2284200.00000000 HKD 2020-03-18 1817.96000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6930000.00000000 OU Notional Amount USD 581607.18000000 0.317182534318 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V1 2I65BRSB7 RED Code Y sell protection 2024-12-20 434590.26000000 USD 0.00000000 USD 6930000.00000000 USD 147016.92000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2736.80000000 0.001492528272 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 30050000.00000000 TWD 993979.89000000 USD 2020-03-18 2736.80000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 8631.21000000 0.004707075765 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 524500.00000000 AUD 360006.31000000 USD 2020-03-18 8631.21000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 566.31000000 0.000308840136 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 447000.00000000 CAD 338319.83000000 USD 2020-03-18 566.31000000 N N N NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 000000000 21.00000000 NC -47558.77000000 -0.02593642533 N/A DE FR N 1 NYSE Euronext - Euronext Paris 549300HIIRNTNKXV3M12 Long CAC 40 Index CFG0 Index 2020-02-21 1261722.46000000 EUR -47558.77000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -10.00000000 NC 36903.42000000 0.020125474174 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TOPIX Index TPH0 Index 2020-03-12 -171898670.00000000 JPY 36903.42000000 N N N Nasdaq Nordic N/A 000000000 14.00000000 NC 90.48000000 0.000049343743 N/A DE SE N 1 Nasdaq Nordic N/A Long OMXS30 Index QCG0 Index 2020-02-21 2500928.91000000 SEK 90.48000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 19.00000000 NC -26002.77000000 -0.01418074736 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGH0 Index 2020-03-20 714856.00000000 EUR -26002.77000000 N N N Multifactor Bond Fund 549300VRXC77M7KZRU37 78250F398 2706626.80700000 NS USD 27634659.70000000 15.07070699966 Long EC RF US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 33.00000000 NC USD 43824.00000000 0.023899648872 N/A DE US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Dow Jones U.S. Real Estate Index DJEH0 Index 2020-03-20 1183776.00000000 USD 43824.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20.00000000 NC USD 50315.14000000 0.027439626209 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESH0 Index 2020-03-20 3173684.86000000 USD 50315.14000000 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 000000000 1.00000000 NC 3731.54000000 0.002035014963 N/A DFE US N 2 Bank of Montreal NQQ6HPCNCCU6TUTQYE16 1519500.00000000 SEK 161891.34000000 USD 2020-03-18 3731.54000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 17.00000000 NC USD -41260.02000000 -0.02250136889 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESH0 Index 2020-03-20 933845.02000000 USD -41260.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 4951.85000000 0.002700517439 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1132010000.00000000 KRW 951916.85000000 USD 2020-03-18 4951.85000000 N N N Emerging Markets Fund TUWQFBBWGP866F5SFO52 782494439 184384.03800000 NS USD 3387134.78000000 1.847191765410 Long EC RF US N 1 N N N 2020-02-28 RUSSELL INVESTMENT CO Mark Swanson Mark Swanson Treasurer XXXX