Abbey Capital Futures Strategy Fund

Fund Profile

Fund profile

Tickers

ABYAX, ABYCX, ABYIX

Fund manager

RBB Fund, Inc.

Total assets

$2.73 bn

Liabilities

$14.97 mm

Net assets

$2.71 bn

Number of holdings

1.02 k

Top 200 of 1024 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	239.02 mm	242.97 mm principal	8.81	Debt	Long	USA
U.S. Bank Money Market Deposit Account	212.42 mm	212.42 mm shares	7.83	Short-term investment vehicle	Long	USA
United States Treasury Bill	189.46 mm	192.45 mm principal	6.99	Debt	Long	USA
United States Treasury Bill	183.38 mm	185.18 mm principal	6.76	Debt	Long	USA
United States Treasury Bill	182.94 mm	184.59 mm principal	6.74	Debt	Long	USA
United States Treasury Bill	155.45 mm	157.11 mm principal	5.73	Debt	Long	USA
United States Treasury Bill	121.05 mm	122.85 mm principal	4.46	Debt	Long	USA
United States Treasury Bill	116.24 mm	118.66 mm principal	4.29	Debt	Long	USA
United States Treasury Bill	110.54 mm	112.57 mm principal	4.08	Debt	Long	USA
United States Treasury Bill	110.29 mm	111.75 mm principal	4.07	Debt	Long	USA
United States Treasury Bill	96.31 mm	97.67 mm principal	3.55	Debt	Long	USA
United States Treasury Bill	91.54 mm	92.05 mm principal	3.37	Debt	Long	USA
United States Treasury Bill	69.27 mm	70.13 mm principal	2.55	Debt	Long	USA
United States Treasury Bill	62.38 mm	62.52 mm principal	2.30	Debt	Long	USA
United States Treasury Bill	57.98 mm	59.09 mm principal	2.14	Debt	Long	USA
United States Treasury Bill	50.62 mm	51.03 mm principal	1.87	Debt	Long	USA
United States Treasury Bill	38.87 mm	39.54 mm principal	1.43	Debt	Long	USA
United States Treasury Bill	38.01 mm	38.25 mm principal	1.40	Debt	Long	USA
United States Treasury Bill	37.23 mm	37.66 mm principal	1.37	Debt	Long	USA
United States Treasury Bill	35.18 mm	35.44 mm principal	1.30	Debt	Long	USA
United States Treasury Bill	32.33 mm	32.37 mm principal	1.19	Debt	Long	USA
United States Treasury Bill	30.85 mm	31.47 mm principal	1.14	Debt	Long	USA
United States Treasury Bill	16.74 mm	16.74 mm principal	0.62	Debt	Long	USA
COFFEE 'C' FUTURE Mar25	8.89 mm	426.00 contracts	0.33	Commodity derivative	N/A	USA
LME PRI ALUM FUTR Dec24	6.94 mm	2.82 k contracts	0.26	Commodity derivative	N/A	UK
EUR/USD FWD 20241219	6.89 mm	1.00 contracts	0.25	DFE	N/A	USA
LME COPPER FUTURE Dec24	6.67 mm	-860.00 contracts	0.25	Commodity derivative	N/A	UK
United States Treasury Bill	6.10 mm	6.13 mm principal	0.23	Debt	Long	USA
DJIA MINI e-CBOT Dec24	5.94 mm	758.00 contracts	0.22	Equity derivative	N/A	USA
EURO FX CURR FUT Dec24	5.41 mm	-2.48 k contracts	0.20	DFE	N/A	USA
EUR/USD FWD 20241218	5.35 mm	1.00 contracts	0.20	DFE	N/A	USA
S&P/TSX 60 IX FUT Dec24	4.80 mm	416.00 contracts	0.18	Equity derivative	N/A	Canada
S&P500 EMINI FUT Dec24	4.26 mm	541.00 contracts	0.16	Equity derivative	N/A	USA
CHF/USD FWD 20241219	4.03 mm	1.00 contracts	0.15	DFE	N/A	USA
AUD/USD FWD 20241218	3.87 mm	1.00 contracts	0.14	DFE	N/A	USA
COCOA FUTURE Mar25	3.84 mm	246.00 contracts	0.14	Commodity derivative	N/A	USA
CAD/USD FWD 20241218	3.30 mm	1.00 contracts	0.12	DFE	N/A	USA
COCOA FUTURE - IC Mar25	3.15 mm	122.00 contracts	0.12	Commodity derivative	N/A	UK
E-Mini Russ 2000 Dec24	2.62 mm	663.00 contracts	0.10	Equity derivative	N/A	USA
DAX INDEX FUTURE Dec24	2.29 mm	268.00 contracts	0.08	Equity derivative	N/A	Germany
LME ZINC FUTURE Dec24	2.27 mm	652.00 contracts	0.08	Commodity derivative	N/A	UK
GBP/USD FWD 20241218	2.10 mm	1.00 contracts	0.08	DFE	N/A	USA
SPI 200 FUTURES Dec24	2.01 mm	652.00 contracts	0.07	Equity derivative	N/A	Australia
NASDAQ 100 E-MINI Dec24	1.91 mm	226.00 contracts	0.07	Equity derivative	N/A	USA
Euro-OAT Future Dec24	1.89 mm	1.76 k contracts	0.07	Interest rate derivative	N/A	Germany
Euro-BTP Future Dec24	1.80 mm	802.00 contracts	0.07	Interest rate derivative	N/A	Germany
3MO EURO EURIBOR Sep25	1.72 mm	3.48 k contracts	0.06	Interest rate derivative	N/A	UK
NZD/USD FWD 20241218	1.72 mm	1.00 contracts	0.06	DFE	N/A	USA
WHEAT FUTURE(CBT) May25	1.43 mm	-658.00 contracts	0.05	Commodity derivative	N/A	USA
COCOA FUTURE - IC May25	1.42 mm	53.00 contracts	0.05	Commodity derivative	N/A	UK
LME NICKEL FUTURE Dec24	1.35 mm	-337.00 contracts	0.05	Commodity derivative	N/A	UK
COCOA FUTURE May25	1.34 mm	60.00 contracts	0.05	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) Mar25	1.25 mm	-1.13 k contracts	0.05	Commodity derivative	N/A	USA
C$ CURRENCY FUT Dec24	1.13 mm	-1.39 k contracts	0.04	DFE	N/A	USA
S&P MID 400 EMINI Dec24	1.06 mm	70.00 contracts	0.04	Equity derivative	N/A	USA
NY Harb ULSD Fut Jan25	1.04 mm	-382.00 contracts	0.04	Commodity derivative	N/A	USA
BRL/USD FWD 20241203	1.03 mm	1.00 contracts	0.04	DFE	N/A	USA
COFFEE 'C' FUTURE May25	1.03 mm	58.00 contracts	0.04	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR Feb25	992.09 k	435.00 contracts	0.04	Commodity derivative	N/A	USA
SOYBEAN FUTURE Mar25	921.60 k	-824.00 contracts	0.03	Commodity derivative	N/A	USA
DOLLAR INDEX Dec24	896.02 k	557.00 contracts	0.03	DFE	N/A	USA
Short Euro-BTP Fu Dec24	892.70 k	1.28 k contracts	0.03	Interest rate derivative	N/A	Germany
LME COPPER FUTURE Mar25	853.71 k	-201.00 contracts	0.03	Commodity derivative	N/A	UK
SUGAR #11 (WORLD) Mar25	834.76 k	-540.00 contracts	0.03	Commodity derivative	N/A	USA
CHF/USD FWD 20241218	781.19 k	1.00 contracts	0.03	DFE	N/A	USA
LME ZINC FUTURE Mar25	774.55 k	235.00 contracts	0.03	Commodity derivative	N/A	UK
CAD/USD FWD 20241219	740.63 k	1.00 contracts	0.03	DFE	N/A	USA
JPY/USD FWD 20241219	725.59 k	1.00 contracts	0.03	DFE	N/A	USA
BRL/USD FWD 20250103	723.27 k	1.00 contracts	0.03	DFE	N/A	USA
COFF ROBUSTA 10tn Mar25	718.23 k	136.00 contracts	0.03	Commodity derivative	N/A	UK
LEAN HOGS FUTURE Feb25	707.29 k	999.00 contracts	0.03	Commodity derivative	N/A	USA
NOK/USD FWD 20241218	675.08 k	1.00 contracts	0.02	DFE	N/A	USA
EUR/JPY FWD 20241218	661.29 k	1.00 contracts	0.02	DFE	N/A	USA
KC HRW WHEAT FUT Mar25	647.28 k	-525.00 contracts	0.02	Commodity derivative	N/A	USA
SOYBEAN FUTURE Jan25	625.14 k	-813.00 contracts	0.02	Commodity derivative	N/A	USA
LIVE CATTLE FUTR Feb25	534.46 k	817.00 contracts	0.02	Commodity derivative	N/A	USA
LME COPPER	512.08 k	-32.00 contracts	0.02	Commodity derivative	N/A	UK
AUDUSD Crncy Fut Dec24	506.66 k	-1.21 k contracts	0.02	DFE	N/A	USA
GASOLINE RBOB FUT Jan25	495.16 k	-170.00 contracts	0.02	Commodity derivative	N/A	USA
CNH/USD FWD 20241218	486.99 k	1.00 contracts	0.02	DFE	N/A	USA
LONG GILT FUTURE Mar25	485.23 k	319.00 contracts	0.02	Interest rate derivative	N/A	UK
NEW ZEALAND $ FUT Dec24	464.25 k	-611.00 contracts	0.02	DFE	N/A	USA
CAD/USD FWD 20241219	460.72 k	1.00 contracts	0.02	DFE	N/A	USA
COFFEE 'C' FUTURE Jul25	455.44 k	24.00 contracts	0.02	Commodity derivative	N/A	USA
COFF ROBUSTA 10tn May25	452.74 k	57.00 contracts	0.02	Commodity derivative	N/A	UK
3MO EURO EURIBOR Dec25	451.36 k	976.00 contracts	0.02	Interest rate derivative	N/A	UK
COFF ROBUSTA 10tn Jan25	426.52 k	78.00 contracts	0.02	Commodity derivative	N/A	UK
GBP/USD FWD 20241202	409.10 k	1.00 contracts	0.02	DFE	N/A	USA
US 10YR NOTE (CBT)Mar25	407.42 k	1.07 k contracts	0.02	Interest rate derivative	N/A	USA
EURO-BOBL FUTURE Dec24	405.13 k	804.00 contracts	0.01	Interest rate derivative	N/A	Germany
CRUDE PALM OIL FU Feb25	371.68 k	188.00 contracts	0.01	Commodity derivative	N/A	Malaysia
GBP/USD FWD 20241219	370.87 k	1.00 contracts	0.01	DFE	N/A	USA
HANG SENG IDX FUT Dec24	368.37 k	234.00 contracts	0.01	Equity derivative	N/A	Hong Kong
3MO EURO EURIBOR Sep27	358.58 k	682.00 contracts	0.01	Interest rate derivative	N/A	UK
EURO-SCHATZ FUT Dec24	342.68 k	2.61 k contracts	0.01	Interest rate derivative	N/A	Germany
EURO-BOBL FUTURE Mar25	319.15 k	599.00 contracts	0.01	Interest rate derivative	N/A	Germany
COTTON NO.2 FUTR Mar25	309.52 k	-927.00 contracts	0.01	Commodity derivative	N/A	USA
3MO EURO EURIBOR Sep26	300.09 k	608.00 contracts	0.01	Interest rate derivative	N/A	UK
MXN/USD FWD 20241218	290.02 k	1.00 contracts	0.01	DFE	N/A	USA
LME COPPER	281.81 k	-36.00 contracts	0.01	Commodity derivative	N/A	UK
LEAN HOGS FUTURE Apr25	272.05 k	249.00 contracts	0.01	Commodity derivative	N/A	USA
LME NICKEL	268.04 k	-52.00 contracts	0.01	Commodity derivative	N/A	UK
COP/USD FWD 20241218	261.58 k	1.00 contracts	0.01	DFE	N/A	USA
LME NICKEL	256.58 k	-57.00 contracts	0.01	Commodity derivative	N/A	UK
EURO-BUND FUTURE Dec24	243.44 k	244.00 contracts	0.01	Interest rate derivative	N/A	Germany
SOYBEAN MEAL FUTR Mar25	233.53 k	720.00 contracts	0.01	Commodity derivative	N/A	USA
Short Euro-BTP Fu Mar25	230.53 k	634.00 contracts	0.01	Interest rate derivative	N/A	Germany
JPN 10Y BOND(OSE) Dec24	226.53 k	-366.00 contracts	0.01	Interest rate derivative	N/A	Japan
3MO EURO EURIBOR Mar26	219.00 k	627.00 contracts	0.01	Interest rate derivative	N/A	UK
EURO-BUND FUTURE Mar25	217.77 k	224.00 contracts	0.01	Interest rate derivative	N/A	Germany
Emini S&P500 ESG Dec24	213.18 k	18.00 contracts	0.01	Equity derivative	N/A	USA
FTSE 100 IDX FUT Dec24	212.02 k	639.00 contracts	0.01	Equity derivative	N/A	UK
EUR/PLN FWD 20241218	207.53 k	1.00 contracts	0.01	DFE	N/A	USA
COTTON NO.2 FUTR Mar25	207.14 k	261.00 contracts	0.01	Commodity derivative	N/A	USA
CHF CURRENCY FUT Dec24	205.15 k	-718.00 contracts	0.01	DFE	N/A	USA
LME ZINC ($)	182.62 k	61.00 contracts	0.01	Commodity derivative	N/A	UK
SEK/USD FWD 20241218	178.45 k	1.00 contracts	0.01	DFE	N/A	USA
EUR/NOK FWD 20241218	175.08 k	1.00 contracts	0.01	DFE	N/A	USA
ICE 3MTH SONIA FU Jun25	152.61 k	-1.91 k contracts	0.01	Interest rate derivative	N/A	UK
MSCI SING IX ETS Dec24	149.79 k	745.00 contracts	0.01	Equity derivative	N/A	Singapore
FCOJ-A FUTURE Jan25	149.30 k	36.00 contracts	0.01	Commodity derivative	N/A	USA
KC HRW WHEAT FUT May25	147.57 k	-77.00 contracts	0.01	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR Jan25	147.38 k	-584.00 contracts	0.01	Commodity derivative	N/A	USA
LME ZINC ($)	140.61 k	88.00 contracts	0.01	Commodity derivative	N/A	UK
CAN 2YR BOND FUT Mar25	136.07 k	484.00 contracts	0.01	Interest rate derivative	N/A	Canada
LME NICKEL FUTURE Mar25	136.03 k	-186.00 contracts	0.01	Commodity derivative	N/A	UK
FTSE Taiwan Index Dec24	135.84 k	-207.00 contracts	0.01	Equity derivative	N/A	Singapore
CRUDE PALM OIL FU Jan25	132.06 k	34.00 contracts	0.00	Commodity derivative	N/A	Malaysia
USD/ZAR FWD 20241218	131.61 k	1.00 contracts	0.00	DFE	N/A	USA
MILL WHEAT EURO Mar25	131.06 k	-656.00 contracts	0.00	Commodity derivative	N/A	France
LME LEAD FUTURE Dec24	130.42 k	559.00 contracts	0.00	Commodity derivative	N/A	UK
RED WHEAT FUT MGE Mar25	129.93 k	-185.00 contracts	0.00	Commodity derivative	N/A	USA
FTSE CHINA A50 Dec24	129.68 k	813.00 contracts	0.00	Equity derivative	N/A	Singapore
PLN/USD FWD 20241220	126.90 k	1.00 contracts	0.00	DFE	N/A	USA
NY Harb ULSD Fut Feb25	125.47 k	-47.00 contracts	0.00	Commodity derivative	N/A	USA
LME ZINC ($)	122.86 k	22.00 contracts	0.00	Commodity derivative	N/A	UK
BP CURRENCY FUT Dec24	121.41 k	-422.00 contracts	0.00	DFE	N/A	USA
EUR/HUF FWD 20241218 BOFA SECURITIES INC.	120.68 k	1.00 contracts	0.00	DFE	N/A	USA
GBP/USD FWD 20241220	113.26 k	1.00 contracts	0.00	DFE	N/A	USA
INR/USD FWD 20241206	110.56 k	1.00 contracts	0.00	DFE	N/A	USA
SILVER FUTURE Mar25	109.69 k	261.00 contracts	0.00	Commodity derivative	N/A	USA
TRY/USD FWD 20241218	108.03 k	1.00 contracts	0.00	DFE	N/A	USA
CLP/USD FWD 20241218 BOFA SECURITIES INC.	107.73 k	1.00 contracts	0.00	DFE	N/A	USA
EURO-BUXL 30Y BND Dec24	106.54 k	68.00 contracts	0.00	Interest rate derivative	N/A	Germany
NOK/SEK FWD 20241220 BOFA SECURITIES INC.	104.77 k	1.00 contracts	0.00	DFE	N/A	USA
IBEX 35 INDX FUTR Dec24	104.56 k	45.00 contracts	0.00	Equity derivative	N/A	Spain
EUR/GBP FWD 20241218	103.41 k	1.00 contracts	0.00	DFE	N/A	USA
LME LEAD	99.59 k	84.00 contracts	0.00	Commodity derivative	N/A	UK
WTI CRUDE FUTURE Jan25	97.84 k	-159.00 contracts	0.00	Commodity derivative	N/A	USA
CRUDE PALM OIL FU Mar25	96.24 k	76.00 contracts	0.00	Commodity derivative	N/A	Malaysia
3MO EURO EURIBOR Jun27	94.66 k	409.00 contracts	0.00	Interest rate derivative	N/A	UK
BRENT CRUDE FUTR Feb25	92.01 k	-70.00 contracts	0.00	Commodity derivative	N/A	UK
USD/ZAR FWD 20241220	88.52 k	1.00 contracts	0.00	DFE	N/A	USA
CAD/EUR FWD 20241220	86.78 k	1.00 contracts	0.00	DFE	N/A	USA
AUD/GBP FWD 20241220 BOFA SECURITIES INC.	86.23 k	1.00 contracts	0.00	DFE	N/A	USA
CATTLE FEEDER FUT Jan25	85.76 k	36.00 contracts	0.00	Commodity derivative	N/A	USA
NY Harb ULSD Fut Mar25	84.62 k	-32.00 contracts	0.00	Commodity derivative	N/A	USA
TTF NAT GAS F Jan25	80.95 k	85.00 contracts	0.00	Commodity derivative	N/A	Netherlands
LME ALUMINUM	77.50 k	-111.00 contracts	0.00	Commodity derivative	N/A	UK
GASOLINE RBOB FUT Feb25	76.08 k	-33.00 contracts	0.00	Commodity derivative	N/A	USA
3MO EURO EURIBOR Jun26	75.20 k	223.00 contracts	0.00	Interest rate derivative	N/A	UK
LIVE CATTLE FUTR Apr25	73.00 k	135.00 contracts	0.00	Commodity derivative	N/A	USA
COCOA FUTURE - IC Jul25	72.87 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
CAD/USD FWD 20241220	71.21 k	1.00 contracts	0.00	DFE	N/A	USA
LME NICKEL	70.95 k	-16.00 contracts	0.00	Commodity derivative	N/A	UK
Euro-BTP Future Mar25	68.81 k	106.00 contracts	0.00	Interest rate derivative	N/A	Germany
AUD/CAD FWD 20241220	66.18 k	1.00 contracts	0.00	DFE	N/A	USA
EUR/GBP FWD 20241220	64.91 k	1.00 contracts	0.00	DFE	N/A	USA
SOYBEAN FUTURE May25	64.64 k	-132.00 contracts	0.00	Commodity derivative	N/A	USA
CAN 10YR BOND FUT Mar25	64.30 k	45.00 contracts	0.00	Interest rate derivative	N/A	Canada
LME COPPER	63.18 k	-4.00 contracts	0.00	Commodity derivative	N/A	UK
TWD/USD FWD 20241212	61.89 k	1.00 contracts	0.00	DFE	N/A	USA
3MO EURO EURIBOR Dec26	60.72 k	171.00 contracts	0.00	Interest rate derivative	N/A	UK
HSCEI Futures Dec24	60.51 k	170.00 contracts	0.00	Equity derivative	N/A	Hong Kong
3MO EURO EURIBOR Mar27	58.86 k	160.00 contracts	0.00	Interest rate derivative	N/A	UK
USD/ZAR FWD 20241219 BOFA SECURITIES INC.	58.45 k	1.00 contracts	0.00	DFE	N/A	USA
LME ALUMINUM	58.23 k	24.00 contracts	0.00	Commodity derivative	N/A	UK
GASOLINE RBOB FUT Mar25	56.87 k	-23.00 contracts	0.00	Commodity derivative	N/A	USA
TWD/USD FWD 20241218 BOFA SECURITIES INC.	56.71 k	1.00 contracts	0.00	DFE	N/A	USA
LME COPPER	56.40 k	-4.00 contracts	0.00	Commodity derivative	N/A	UK
ICE 3MTH SONIA FU Mar26	55.61 k	-167.00 contracts	0.00	Interest rate derivative	N/A	UK
US 5YR NOTE (CBT) Mar25	55.32 k	344.00 contracts	0.00	Interest rate derivative	N/A	USA
LME NICKEL FUTURE Jan25	54.99 k	-17.00 contracts	0.00	Commodity derivative	N/A	UK
LME LEAD	54.27 k	31.00 contracts	0.00	Commodity derivative	N/A	UK
JPY/USD FWD 20241202	54.15 k	1.00 contracts	0.00	DFE	N/A	USA
MILL WHEAT EURO May25	50.64 k	-225.00 contracts	0.00	Commodity derivative	N/A	France
3M CORRA Futures Jun25	49.66 k	309.00 contracts	0.00	Interest rate derivative	N/A	Canada
BRENT CRUDE FUTR Mar25	48.47 k	-47.00 contracts	0.00	Commodity derivative	N/A	UK
EURO-SCHATZ FUT Mar25	48.22 k	234.00 contracts	0.00	Interest rate derivative	N/A	Germany
NIKKEI 225 (SGX) Dec24	48.18 k	-212.00 contracts	0.00	Equity derivative	N/A	Singapore
LME COPPER	47.62 k	-3.00 contracts	0.00	Commodity derivative	N/A	UK
3 MONTH SOFR FUT Jun25	46.90 k	-692.00 contracts	0.00	Interest rate derivative	N/A	USA
CORN FUTURE Mar25	46.26 k	-2.18 k contracts	0.00	Commodity derivative	N/A	USA
LME ZINC FUTURE Jan25	44.66 k	31.00 contracts	0.00	Commodity derivative	N/A	UK
XAF Financial Dec24	44.51 k	4.00 contracts	0.00	Equity derivative	N/A	USA
Three-Month SARON Jun25	42.43 k	40.00 contracts	0.00	Interest rate derivative	N/A	UK
COPPER FUTURE Mar25	42.42 k	-406.00 contracts	0.00	Commodity derivative	N/A	USA
LME COPPER	42.04 k	-3.00 contracts	0.00	Commodity derivative	N/A	UK
CAN 5YR BOND FUT Mar25	40.63 k	55.00 contracts	0.00	Interest rate derivative	N/A	Canada
LME ALUMINUM	40.45 k	11.00 contracts	0.00	Commodity derivative	N/A	UK