Campbell Advantage Fund

Fund Profile

Fund profile

Fund manager

RBB Fund, Inc.

Total assets

$6.99 mm

Liabilities

$1.22 mm

Net assets

$5.77 mm

Number of holdings

88.00

88 Holdings

As of May 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	974.85 k	975.00 k principal	16.89	Debt	Long	USA
United States Treasury Bill	919.77 k	920.00 k principal	15.93	Debt	Long	USA
United States Treasury Bill	624.67 k	625.00 k principal	10.82	Debt	Long	USA
United States Treasury Bill	549.76 k	550.00 k principal	9.52	Debt	Long	USA
U.S. Bank Money Market Deposit Account	518.22 k	518.22 k shares	8.98	Short-term investment vehicle	Long	USA
AUD/USD FWD 20200617	222.56 k	1.00 contracts	3.86	DFE	N/A	USA
NOK/USD FWD 20200617	176.33 k	1.00 contracts	3.05	DFE	N/A	USA
NOK/USD FWD 20200617	155.26 k	1.00 contracts	2.69	DFE	N/A	USA
SEK/USD FWD 20200617	116.00 k	1.00 contracts	2.01	DFE	N/A	USA
United States Treasury Bill	99.99 k	100.00 k principal	1.73	Debt	Long	USA
United States Treasury Bill	99.93 k	100.00 k principal	1.73	Debt	Long	USA
NZD/USD FWD 20200617	87.24 k	1.00 contracts	1.51	DFE	N/A	USA
CAD/USD FWD 20200617	70.68 k	1.00 contracts	1.22	DFE	N/A	USA
90DAY STERLING FU Jun21	52.26 k	228.00 contracts	0.91	Interest rate derivative	N/A	UK
LME PRI ALUM FUTR Jun20	49.86 k	-38.00 contracts	0.86	Commodity derivative	N/A	UK
CAD/USD FWD 20200617	38.39 k	1.00 contracts	0.67	DFE	N/A	USA
NATURAL GAS FUTR Jul20	15.90 k	-8.00 contracts	0.28	Commodity derivative	N/A	USA
90-DAY BANK BILL Jun21	14.48 k	73.00 contracts	0.25	Interest rate derivative	N/A	Australia
JPY/USD FWD 20200617	14.25 k	1.00 contracts	0.25	DFE	N/A	USA
NZD/USD FWD 20200617	12.80 k	1.00 contracts	0.22	DFE	N/A	USA
LME COPPER FUTURE Jun20	10.74 k	8.00 contracts	0.19	Commodity derivative	N/A	UK
LME ZINC FUTURE Jun20	7.05 k	23.00 contracts	0.12	Commodity derivative	N/A	UK
US 5YR NOTE (CBT) Sep20	5.88 k	33.00 contracts	0.10	Interest rate derivative	N/A	USA
SOYBEAN FUTURE Jul20	5.82 k	-14.00 contracts	0.10	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE Jul20	5.58 k	-2.00 contracts	0.10	Commodity derivative	N/A	USA
LME ZINC FUTURE Sep20	4.70 k	-9.00 contracts	0.08	Commodity derivative	N/A	UK
EUR/USD FWD 20200617	4.41 k	1.00 contracts	0.08	DFE	N/A	USA
NASDAQ 100 E-MINI Jun20	3.88 k	1.00 contracts	0.07	Equity derivative	N/A	USA
LME COPPER FUTURE Jun20	3.79 k	-8.00 contracts	0.07	Commodity derivative	N/A	UK
CORN FUTURE Jul20	3.25 k	-43.00 contracts	0.06	Commodity derivative	N/A	USA
MSCI SING IX ETS Jun20	2.97 k	-14.00 contracts	0.05	Equity derivative	N/A	Singapore
HANG SENG IDX FUT Jun20	2.53 k	-1.00 contracts	0.04	Equity derivative	N/A	Hong Kong
US 10YR NOTE (CBT)Sep20	1.97 k	16.00 contracts	0.03	Interest rate derivative	N/A	USA
CAN 10YR BOND FUT Sep20	1.88 k	22.00 contracts	0.03	Interest rate derivative	N/A	Canada
LME PRI ALUM FUTR Sep20	1.79 k	2.00 contracts	0.03	Commodity derivative	N/A	UK
LME NICKEL FUTURE Jun20	1.55 k	10.00 contracts	0.03	Commodity derivative	N/A	UK
US LONG BOND(CBT) Sep20	1.30 k	6.00 contracts	0.02	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) Sep20	870.11	57.00 contracts	0.02	Interest rate derivative	N/A	USA
EURO-BOBL FUTURE Sep20	715.82	5.00 contracts	0.01	Interest rate derivative	N/A	Germany
EURO-BUND FUTURE Sep20	439.45	4.00 contracts	0.01	Interest rate derivative	N/A	Germany
Euro-OAT Future Jun20	420.68	1.00 contracts	0.01	Interest rate derivative	N/A	Germany
EURO-SCHATZ FUT Sep20	-105.62	-5.00 contracts	-0.00	Interest rate derivative	N/A	Germany
90DAY EURO$ FUTR Sep21	-151.81	93.00 contracts	-0.00	Interest rate derivative	N/A	USA
LME NICKEL FUTURE Sep20	-386.40	-3.00 contracts	-0.01	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR Aug20	-444.84	2.00 contracts	-0.01	Commodity derivative	N/A	USA
LME NICKEL FUTURE Jun20	-456.52	-10.00 contracts	-0.01	Commodity derivative	N/A	UK
LME ZINC FUTURE Sep20	-582.85	2.00 contracts	-0.01	Commodity derivative	N/A	UK
WHEAT FUTURE(CBT) Jul20	-890.37	-1.00 contracts	-0.02	Commodity derivative	N/A	USA
3MO EURO EURIBOR Jun21	-1.21 k	12.00 contracts	-0.02	Interest rate derivative	N/A	UK
US ULTRA BOND CBT Sep20	-1.98 k	2.00 contracts	-0.03	Interest rate derivative	N/A	USA
AUST 3YR BOND FUT Jun20	-2.19 k	183.00 contracts	-0.04	Interest rate derivative	N/A	Australia
LIVE CATTLE FUTR Aug20	-2.26 k	-7.00 contracts	-0.04	Commodity derivative	N/A	USA
LONG GILT FUTURE Sep20	-2.55 k	12.00 contracts	-0.04	Interest rate derivative	N/A	UK
AMSTERDAM IDX FUT Jun20	-2.81 k	-1.00 contracts	-0.05	Equity derivative	N/A	Netherlands
OMXS30 IND FUTURE Jun20	-3.45 k	-5.00 contracts	-0.06	Equity derivative	N/A	Sweden
10YR MINI JGB FUT Jun20	-4.15 k	-8.00 contracts	-0.07	Interest rate derivative	N/A	Singapore
LME COPPER FUTURE Sep20	-4.42 k	-2.00 contracts	-0.08	Commodity derivative	N/A	UK
Euro-BTP Future Jun20	-5.07 k	-1.00 contracts	-0.09	Interest rate derivative	N/A	Germany
LME PRI ALUM FUTR Jun20	-5.60 k	38.00 contracts	-0.10	Commodity derivative	N/A	UK
Low Su Gasoil G Jul20	-5.79 k	-6.00 contracts	-0.10	Commodity derivative	N/A	UK
PLATINUM FUTURE Jul20	-6.38 k	-1.00 contracts	-0.11	Commodity derivative	N/A	USA
EURO-BUXL 30Y BND Jun20	-6.62 k	2.00 contracts	-0.11	Interest rate derivative	N/A	Germany
LME ZINC FUTURE Jun20	-7.29 k	-23.00 contracts	-0.13	Commodity derivative	N/A	UK
COCOA FUTURE Jul20	-7.51 k	-5.00 contracts	-0.13	Commodity derivative	N/A	USA
FTSE 100 IDX FUT Jun20	-7.89 k	-2.00 contracts	-0.14	Equity derivative	N/A	UK
AUST 10Y BOND FUT Jun20	-8.26 k	7.00 contracts	-0.14	Interest rate derivative	N/A	Australia
EURO STOXX 50 Jun20	-8.42 k	-4.00 contracts	-0.15	Equity derivative	N/A	Germany
CATTLE FEEDER FUT Aug20	-11.36 k	-3.00 contracts	-0.20	Commodity derivative	N/A	USA
CHF/USD FWD 20200617	-11.55 k	1.00 contracts	-0.20	DFE	N/A	USA
FTSE/JSE TOP 40 Jun20	-11.66 k	-4.00 contracts	-0.20	Equity derivative	N/A	South Africa
GBP/USD FWD 20200617	-12.23 k	1.00 contracts	-0.21	DFE	N/A	USA
BRENT CRUDE FUTR Sep20	-12.29 k	-5.00 contracts	-0.21	Commodity derivative	N/A	UK
GASOLINE RBOB FUT Jul20	-12.57 k	-3.00 contracts	-0.22	Commodity derivative	N/A	USA
SUGAR #11 (WORLD) Jul20	-14.36 k	-19.00 contracts	-0.25	Commodity derivative	N/A	USA
SPI 200 FUTURES Jun20	-14.93 k	-2.00 contracts	-0.26	Equity derivative	N/A	Australia
E-Mini Russ 2000 Jun20	-15.76 k	-1.00 contracts	-0.27	Equity derivative	N/A	USA
DJIA MINI e-CBOT Jun20	-16.88 k	-1.00 contracts	-0.29	Equity derivative	N/A	USA
CHF/USD FWD 20200617	-17.61 k	1.00 contracts	-0.31	DFE	N/A	USA
COTTON NO.2 FUTR Jul20	-18.25 k	-9.00 contracts	-0.32	Commodity derivative	N/A	USA
GBP/USD FWD 20200617	-23.67 k	1.00 contracts	-0.41	DFE	N/A	USA
EUR/USD FWD 20200617	-24.44 k	1.00 contracts	-0.42	DFE	N/A	USA
TOPIX INDX FUTR Jun20	-25.14 k	-1.00 contracts	-0.44	Equity derivative	N/A	Japan
S&P/TSX 60 IX FUT Jun20	-28.41 k	-1.00 contracts	-0.49	Equity derivative	N/A	Canada
LME PRI ALUM FUTR Sep20	-31.83 k	-26.00 contracts	-0.55	Commodity derivative	N/A	UK
WTI CRUDE FUTURE Jul20	-56.94 k	-4.00 contracts	-0.99	Commodity derivative	N/A	USA
AUD/USD FWD 20200617	-73.19 k	1.00 contracts	-1.27	DFE	N/A	USA
SEK/USD FWD 20200617	-98.11 k	1.00 contracts	-1.70	DFE	N/A	USA
JPY/USD FWD 20200617	-141.61 k	1.00 contracts	-2.45	DFE	N/A	USA