Campbell Systematic Macro Fund

Fund Profile

Fund profile

Tickers

EBSAX, EBSIX, EBSPX, EBSCX

Fund manager

RBB Fund, Inc.

Total assets

$1.57 bn

Liabilities

$200.22 mm

Net assets

$1.37 bn

Number of holdings

152.00

152 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	196.90 mm	200.00 mm principal	14.41	Debt	Long	USA
United States Treasury Bill	174.94 mm	175.00 mm principal	12.80	Debt	Long	USA
United States Treasury Bill	171.57 mm	175.00 mm principal	12.55	Debt	Long	USA
United States Treasury Bill	148.79 mm	150.00 mm principal	10.89	Debt	Long	USA
United States Treasury Bill	144.44 mm	145.00 mm principal	10.57	Debt	Long	USA
United States Treasury Bill	138.40 mm	140.00 mm principal	10.13	Debt	Long	USA
U.S. Bank Money Market Deposit Account	99.61 mm	99.61 mm shares	7.29	Short-term investment vehicle	Long	USA
EUR/USD FWD 20241218	55.02 mm	1.00 contracts	4.03	DFE	N/A	USA
NZD/USD FWD 20241218	19.82 mm	1.00 contracts	1.45	DFE	N/A	USA
AUD/USD FWD 20241218	17.16 mm	1.00 contracts	1.26	DFE	N/A	USA
GBP/USD FWD 20241218	15.02 mm	1.00 contracts	1.10	DFE	N/A	USA
SEK/USD FWD 20241218	14.68 mm	1.00 contracts	1.07	DFE	N/A	USA
COCOA FUTURE Mar25	11.62 mm	503.00 contracts	0.85	Commodity derivative	N/A	USA
CAD/USD FWD 20241218	9.25 mm	1.00 contracts	0.68	DFE	N/A	USA
HUF/USD FWD 20241218	8.80 mm	1.00 contracts	0.64	DFE	N/A	USA
LME COPPER FUTURE Dec24	7.47 mm	-663.00 contracts	0.55	Commodity derivative	N/A	UK
BRL/USD FWD 20241218	7.39 mm	1.00 contracts	0.54	DFE	N/A	USA
CAN 10YR BOND FUT Mar25	6.98 mm	3.25 k contracts	0.51	Interest rate derivative	N/A	Canada
CZK/USD FWD 20241218	6.56 mm	1.00 contracts	0.48	DFE	N/A	USA
SGD/USD FWD 20241218	6.02 mm	1.00 contracts	0.44	DFE	N/A	USA
NOK/USD FWD 20241218	5.60 mm	1.00 contracts	0.41	DFE	N/A	USA
PLN/USD FWD 20241218	5.17 mm	1.00 contracts	0.38	DFE	N/A	USA
CNH/USD FWD 20241218	4.98 mm	1.00 contracts	0.36	DFE	N/A	USA
LME ZINC FUTURE Dec24	4.87 mm	1.56 k contracts	0.36	Commodity derivative	N/A	UK
KRW/USD FWD 20241218	4.16 mm	1.00 contracts	0.30	DFE	N/A	USA
TWD/USD FWD 20241218	3.90 mm	1.00 contracts	0.29	DFE	N/A	USA
CHF/USD FWD 20241218	3.88 mm	1.00 contracts	0.28	DFE	N/A	USA
EURO-BUND FUTURE Mar25	3.16 mm	3.79 k contracts	0.23	Interest rate derivative	N/A	Germany
LME NICKEL FUTURE Dec24	3.03 mm	-749.00 contracts	0.22	Commodity derivative	N/A	UK
SOYBEAN OIL FUTR Mar25	2.96 mm	-907.00 contracts	0.22	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE Mar25	2.83 mm	152.00 contracts	0.21	Commodity derivative	N/A	USA
CATTLE FEEDER FUT Jan25	2.34 mm	391.00 contracts	0.17	Commodity derivative	N/A	USA
PHP/USD FWD 20241218	2.32 mm	1.00 contracts	0.17	DFE	N/A	USA
COP/USD FWD 20241218	2.19 mm	1.00 contracts	0.16	DFE	N/A	USA
CLP/USD FWD 20241218	1.82 mm	1.00 contracts	0.13	DFE	N/A	USA
DAX INDEX FUTURE Dec24	1.78 mm	199.00 contracts	0.13	Equity derivative	N/A	Germany
WHEAT FUTURE(CBT) Mar25	1.75 mm	-1.72 k contracts	0.13	Commodity derivative	N/A	USA
AUST 10Y BOND FUT Dec24	1.70 mm	1.30 k contracts	0.12	Interest rate derivative	N/A	Australia
S&P/TSX 60 IX FUT Dec24	1.67 mm	258.00 contracts	0.12	Equity derivative	N/A	Canada
NY Harb ULSD Fut Jan25	1.66 mm	-947.00 contracts	0.12	Commodity derivative	N/A	USA
LME PRI ALUM FUTR Dec24	1.63 mm	1.41 k contracts	0.12	Commodity derivative	N/A	UK
USD/ZAR FWD 20241218	1.55 mm	1.00 contracts	0.11	DFE	N/A	USA
EURO-SCHATZ FUT Mar25	1.48 mm	8.41 k contracts	0.11	Interest rate derivative	N/A	Germany
3M CORRA Futures Mar26	1.15 mm	2.19 k contracts	0.08	Interest rate derivative	N/A	Canada
EURO-BOBL FUTURE Mar25	1.13 mm	2.29 k contracts	0.08	Interest rate derivative	N/A	Germany
LIVE CATTLE FUTR Feb25	956.44 k	802.00 contracts	0.07	Commodity derivative	N/A	USA
Phelix DE Base M Jan25	834.71 k	-220.00 contracts	0.06	Commodity derivative	N/A	Germany
LME COPPER FUTURE Mar25	832.68 k	-310.00 contracts	0.06	Commodity derivative	N/A	UK
COFF ROBUSTA 10tn Mar25	727.58 k	140.00 contracts	0.05	Commodity derivative	N/A	UK
INR/USD FWD 20241218	721.12 k	1.00 contracts	0.05	DFE	N/A	USA
LME LEAD FUTURE Dec24	708.54 k	1.45 k contracts	0.05	Commodity derivative	N/A	UK
MSCI EmgMkt Dec24	689.28 k	-274.00 contracts	0.05	Equity derivative	N/A	USA
MXN/USD FWD 20241218	670.09 k	1.00 contracts	0.05	DFE	N/A	USA
HANG SENG IDX FUT Dec24	642.85 k	390.00 contracts	0.05	Equity derivative	N/A	Hong Kong
Euro-OAT Future Mar25	585.98 k	491.00 contracts	0.04	Interest rate derivative	N/A	Germany
SGX Iron Ore 62% Jan25	537.86 k	2.58 k contracts	0.04	Commodity derivative	N/A	Singapore
GASOLINE RBOB FUT Jan25	496.27 k	-335.00 contracts	0.04	Commodity derivative	N/A	USA
LME ZINC FUTURE Mar25	450.62 k	393.00 contracts	0.03	Commodity derivative	N/A	UK
IBEX 35 INDX FUTR Dec24	441.54 k	356.00 contracts	0.03	Equity derivative	N/A	Spain
S&P500 EMINI FUT Dec24	437.19 k	294.00 contracts	0.03	Equity derivative	N/A	USA
PALLADIUM FUTURE Mar25	400.58 k	-140.00 contracts	0.03	Commodity derivative	N/A	USA
IDR/USD FWD 20241218	338.31 k	1.00 contracts	0.02	DFE	N/A	USA
GOLD 100 OZ FUTR Feb25	311.64 k	123.00 contracts	0.02	Commodity derivative	N/A	USA
FTSE CHINA A50 Dec24	301.58 k	2.45 k contracts	0.02	Equity derivative	N/A	Singapore
UK Natural Gas FutFeb25	301.35 k	-335.00 contracts	0.02	Commodity derivative	N/A	UK
3 MONTH SOFR FUT Mar26	294.93 k	1.13 k contracts	0.02	Interest rate derivative	N/A	USA
JPY/USD FWD 20241218	240.22 k	1.00 contracts	0.02	DFE	N/A	USA
KC HRW WHEAT FUT Mar25	235.29 k	-271.00 contracts	0.02	Commodity derivative	N/A	USA
JPN 10Y BOND(OSE) Dec24	226.51 k	-249.00 contracts	0.02	Interest rate derivative	N/A	Japan
3MO EURO EURIBOR Dec25	225.20 k	1.06 k contracts	0.02	Interest rate derivative	N/A	UK
MSCI EAFE Dec24	224.51 k	-110.00 contracts	0.02	Equity derivative	N/A	USA
LEAN HOGS FUTURE Feb25	220.42 k	937.00 contracts	0.02	Commodity derivative	N/A	USA
LME LEAD FUTURE Mar25	217.99 k	198.00 contracts	0.02	Commodity derivative	N/A	UK
COTTON NO.2 FUTR Mar25	217.55 k	-630.00 contracts	0.02	Commodity derivative	N/A	USA
LME PRI ALUM FUTR Mar25	157.49 k	566.00 contracts	0.01	Commodity derivative	N/A	UK
CANOLA FUTR (WCE) Jan25	151.35 k	-371.00 contracts	0.01	Commodity derivative	N/A	Canada
LME PRI ALUM FUTR Mar25	104.86 k	-251.00 contracts	0.01	Commodity derivative	N/A	UK
ECX EMISSION Dec24	68.13 k	-77.00 contracts	0.00	DO	N/A	Netherlands
FTSE 100 IDX FUT Dec24	56.37 k	179.00 contracts	0.00	Equity derivative	N/A	UK
TTF NAT GAS F Feb25	55.88 k	-130.00 contracts	0.00	Commodity derivative	N/A	Netherlands
Euro-BTP Future Mar25	53.66 k	38.00 contracts	0.00	Interest rate derivative	N/A	Germany
MSCI SING IX ETS Dec24	52.00 k	2.11 k contracts	0.00	Equity derivative	N/A	Singapore
LME COPPER FUTURE Mar25	35.82 k	172.00 contracts	0.00	Commodity derivative	N/A	UK
SPI 200 FUTURES Dec24	26.15 k	384.00 contracts	0.00	Equity derivative	N/A	Australia
EURO-BUXL 30Y BND Mar25	22.81 k	16.00 contracts	0.00	Interest rate derivative	N/A	Germany
SILVER FUTURE Mar25	21.69 k	53.00 contracts	0.00	Commodity derivative	N/A	USA
NASDAQ 100 E-MINI Dec24	6.74 k	12.00 contracts	0.00	Equity derivative	N/A	USA
DJIA MINI e-CBOT Dec24	6.34 k	5.00 contracts	0.00	Equity derivative	N/A	USA
90-DAY BANK BILL Mar26	4.18 k	34.00 contracts	0.00	Interest rate derivative	N/A	Australia
SOYBEAN FUTURE Jan25	1.46 k	840.00 contracts	0.00	Commodity derivative	N/A	USA
HSCEI Futures Dec24	-812.60	-1.00 contracts	-0.00	Equity derivative	N/A	Hong Kong
EURO STOXX 50 Dec24	-10.11 k	-21.00 contracts	-0.00	Equity derivative	N/A	Germany
CORN FUTURE Mar25	-20.92 k	51.00 contracts	-0.00	Commodity derivative	N/A	USA
Low Su Gasoil G Jan25	-40.11 k	33.00 contracts	-0.00	Commodity derivative	N/A	UK
NATURAL GAS FUTR Jan25	-42.76 k	-719.00 contracts	-0.00	Commodity derivative	N/A	USA
LME NICKEL FUTURE Mar25	-63.41 k	122.00 contracts	-0.00	Commodity derivative	N/A	UK
SOYBEAN MEAL FUTR Mar25	-66.08 k	-1.42 k contracts	-0.00	Commodity derivative	N/A	USA
LME NICKEL FUTURE Mar25	-73.79 k	-66.00 contracts	-0.01	Commodity derivative	N/A	UK
TWD/USD FWD 20241218	-161.64 k	1.00 contracts	-0.01	DFE	N/A	USA
IFSC NIFTY 50 FUT Dec24	-175.03 k	786.00 contracts	-0.01	Equity derivative	N/A	India
COPPER FUTURE Mar25	-204.66 k	374.00 contracts	-0.01	Commodity derivative	N/A	USA
US 2YR NOTE (CBT) Mar25	-232.15 k	-555.00 contracts	-0.02	Interest rate derivative	N/A	USA
CAC40 10 EURO FUT Dec24	-238.59 k	-206.00 contracts	-0.02	Equity derivative	N/A	France
KRW/USD FWD 20241218	-243.82 k	1.00 contracts	-0.02	DFE	N/A	USA
OMXS30 IND FUTURE Dec24	-255.25 k	1.61 k contracts	-0.02	Equity derivative	N/A	Sweden
US ULTRA BOND CBT Mar25	-280.40 k	-78.00 contracts	-0.02	Interest rate derivative	N/A	USA
TOPIX INDX FUTR Dec24	-287.66 k	177.00 contracts	-0.02	Equity derivative	N/A	Japan
LME LEAD FUTURE Dec24	-341.34 k	-1.45 k contracts	-0.02	Commodity derivative	N/A	UK
BRENT CRUDE FUTR Mar25	-416.43 k	407.00 contracts	-0.03	Commodity derivative	N/A	UK
FTSE/MIB IDX FUT Dec24	-555.14 k	279.00 contracts	-0.04	Equity derivative	N/A	Italy
NIKKEI 225 (OSE) Dec24	-599.79 k	228.00 contracts	-0.04	Equity derivative	N/A	Japan
FTSE/JSE TOP 40 Dec24	-627.55 k	955.00 contracts	-0.05	Equity derivative	N/A	South Africa
SUGAR #11 (WORLD) Mar25	-640.35 k	1.04 k contracts	-0.05	Commodity derivative	N/A	USA
S&P MID 400 EMINI Dec24	-645.10 k	-41.00 contracts	-0.05	Equity derivative	N/A	USA
FTSE Taiwan Index Dec24	-650.82 k	508.00 contracts	-0.05	Equity derivative	N/A	Singapore
ICE 3MTH SONIA FU Dec25	-721.89 k	-1.89 k contracts	-0.05	Interest rate derivative	N/A	UK
INR/USD FWD 20241218	-826.37 k	1.00 contracts	-0.06	DFE	N/A	USA
US LONG BOND(CBT) Mar25	-980.63 k	-738.00 contracts	-0.07	Interest rate derivative	N/A	USA
AUST 3YR BOND FUT Dec24	-1.10 mm	-3.52 k contracts	-0.08	Interest rate derivative	N/A	Australia
CHF/USD FWD 20241218	-1.19 mm	1.00 contracts	-0.09	DFE	N/A	USA
LME LEAD FUTURE Mar25	-1.21 mm	-827.00 contracts	-0.09	Commodity derivative	N/A	UK
US 5YR NOTE (CBT) Mar25	-1.36 mm	-3.36 k contracts	-0.10	Interest rate derivative	N/A	USA
E-Mini Russ 2000 Dec24	-1.55 mm	-184.00 contracts	-0.11	Equity derivative	N/A	USA
LME PRI ALUM FUTR Dec24	-1.65 mm	-1.41 k contracts	-0.12	Commodity derivative	N/A	UK
WTI CRUDE FUTURE Jan25	-1.99 mm	835.00 contracts	-0.15	Commodity derivative	N/A	USA
USD/ZAR FWD 20241218	-2.44 mm	1.00 contracts	-0.18	DFE	N/A	USA
MXN/USD FWD 20241218	-2.89 mm	1.00 contracts	-0.21	DFE	N/A	USA
CLP/USD FWD 20241218	-3.37 mm	1.00 contracts	-0.25	DFE	N/A	USA
US 10YR NOTE (CBT)Mar25	-3.42 mm	-5.38 k contracts	-0.25	Interest rate derivative	N/A	USA
PLATINUM FUTURE Jan25	-3.67 mm	1.77 k contracts	-0.27	Commodity derivative	N/A	USA
LME NICKEL FUTURE Dec24	-3.97 mm	749.00 contracts	-0.29	Commodity derivative	N/A	UK
CNH/USD FWD 20241218	-3.99 mm	1.00 contracts	-0.29	DFE	N/A	USA
LME ZINC FUTURE Mar25	-4.18 mm	-1.06 k contracts	-0.31	Commodity derivative	N/A	UK
IDR/USD FWD 20241218	-4.58 mm	1.00 contracts	-0.34	DFE	N/A	USA
LONG GILT FUTURE Mar25	-4.87 mm	-3.55 k contracts	-0.36	Interest rate derivative	N/A	UK
JPY/USD FWD 20241218	-5.21 mm	1.00 contracts	-0.38	DFE	N/A	USA
COP/USD FWD 20241218	-5.33 mm	1.00 contracts	-0.39	DFE	N/A	USA
PHP/USD FWD 20241218	-5.85 mm	1.00 contracts	-0.43	DFE	N/A	USA
SGD/USD FWD 20241218	-5.96 mm	1.00 contracts	-0.44	DFE	N/A	USA
CAD/USD FWD 20241218	-6.01 mm	1.00 contracts	-0.44	DFE	N/A	USA
SEK/USD FWD 20241218	-6.12 mm	1.00 contracts	-0.45	DFE	N/A	USA
NOK/USD FWD 20241218	-6.33 mm	1.00 contracts	-0.46	DFE	N/A	USA
LME ZINC FUTURE Dec24	-6.68 mm	-1.56 k contracts	-0.49	Commodity derivative	N/A	UK
CZK/USD FWD 20241218	-7.25 mm	1.00 contracts	-0.53	DFE	N/A	USA
PLN/USD FWD 20241218	-8.84 mm	1.00 contracts	-0.65	DFE	N/A	USA
LME COPPER FUTURE Dec24	-8.94 mm	663.00 contracts	-0.65	Commodity derivative	N/A	UK
NZD/USD FWD 20241218	-11.28 mm	1.00 contracts	-0.83	DFE	N/A	USA
BRL/USD FWD 20241218	-11.38 mm	1.00 contracts	-0.83	DFE	N/A	USA
HUF/USD FWD 20241218	-15.42 mm	1.00 contracts	-1.13	DFE	N/A	USA
GBP/USD FWD 20241218	-16.07 mm	1.00 contracts	-1.18	DFE	N/A	USA
AUD/USD FWD 20241218	-17.77 mm	1.00 contracts	-1.30	DFE	N/A	USA
EUR/USD FWD 20241218	-38.98 mm	1.00 contracts	-2.85	DFE	N/A	USA