# EDGAR Filing Document

**Accession Number:** 0000831114
**File Stem:** 0001145549-23-003581
**Filing Date:** 2023-1
**Character Count:** 99397
**Document Hash:** 357c104e0bb0a9d06297fb8a4683a2ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-003581.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-003581

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBB FUND, INC.
- **CENTRAL INDEX KEY:** 0000831114
- **IRS NUMBER:** 510312196
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05518
- **FILM NUMBER:** 23560164

**BUSINESS ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 609-731-6256

**MAIL ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RBB FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUND INC /DE/
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### Campbell Systematic Macro Fund (Series ID: S000058213)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000190885 | Class A Shares | EBSAX           |
| C000190886 | Class I Shares | EBSIX           |
| C000190887 | Class P Shares | EBSPX           |
| C000190888 | Class C Shares | EBSCX           |

## Nport-Ex

---

| |
|:---|
| **CAMPBELL SYSTEMATIC MACRO FUND** |
| **CONSOLIDATED PORTFOLIO OF INVESTMENTS** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **COUPON\*** | **MATURITY DATE** | **PAR<br> (000's)** | **VALUE** |
| **SHORT-TERM INVESTMENTS — 71.0%** |  |  |  |  |
| **U.S. TREASURY OBLIGATIONS — 71.0%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 2.30% | 12/15/22 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74908234 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 2.93% | 01/19/23 | 75000 | 74602028 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 3.07% | 02/09/23 | 80000 | 79361118 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 3.40% | 03/09/23 | 100000 | 98845914 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 4.11% | 04/13/23 | 110000 | 108260656 |
| &nbsp;&nbsp;&nbsp; United States Treasury Bill | 4.55% | 05/04/23 | 115000 | 112820194 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY OBLIGATIONS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $549,534,205) |  |  |  | 548798144 |
| **MONEY MARKET DEPOSIT ACCOUNT — 16.2%** |  |  | **NUMBER OF SHARES<br> (000's)** |  |
| &nbsp;&nbsp;&nbsp; U.S. Bank Money Market Deposit Account, 3.50%<sup>(a)</sup> |  |  | 125043 | 125043617 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MONEY MARKET DEPOSIT ACCOUNT |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125043617 |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $125,043,617) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; TOTAL SHORT-TERM INVESTMENTS |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673841761 |
| &nbsp;&nbsp;&nbsp; (Cost $674,577,822) |  |  |  |  |
| **TOTAL INVESTMENTS — 87.2%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $674,577,822) |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673841761 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES — 12.8%** |  |  |  | 99240761 |
| **NET ASSETS — 100.0%** |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773082522 |

---

---

| | |
|:---|:---|
| <sup>\*</sup> | Short-term investments' coupon reflects the annualized yield on the date of purchase for discounted investments. |
| <sup>(a)</sup> | The rate shown is as of November 30, 2022. |
| The accompanying notes are an integral part of the consolidated portfolio of investments. | The accompanying notes are an integral part of the consolidated portfolio of investments. |

---

------

---

| |
|:---|
| **CAMPBELL SYSTEMATIC MACRO FUND** |
| **CONSOLIDATED PORTFOLIO OF INVESTMENTS** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures contracts outstanding as of November 30, 2022 were as follows: | Futures contracts outstanding as of November 30, 2022 were as follows: | Futures contracts outstanding as of November 30, 2022 were as follows: | Futures contracts outstanding as of November 30, 2022 were as follows: |  |
|  |  |  |  | VALUE AND |
|  |  |  |  | UNREALIZED |
|  | EXPIRATION | NUMBER OF | NOTIONAL | APPRECIATION/ |
| LONG CONTRACTS | DATE | CONTRACTS | AMOUNT | (DEPRECIATION) |
| Amsterdam Index | Dec-22 | 164 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24733626 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433487 |
| Australian 3-Year Bond | Dec-22 | 1459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106960130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710398 |
| Australian 10-Year Bond | Dec-22 | 419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34315048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985115 |
| Bank Acceptance | Mar-24 | 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9812010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4326) |
| Brent Crude | Mar-23 | 96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8351040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110345 |
| CAC40 10 Euro | Dec-22 | 326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22852702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284015 |
| Coffee | Mar-23 | 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168340 |
| Corn | Mar-23 | 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23178250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39798 |
| Cotton No.2 | Mar-23 | 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11126215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162969) |
| DAX Index | Dec-22 | 116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43509959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113620) |
| Euro Stoxx 50 | Dec-22 | 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60858447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745103 |
| FTSE 100 Index | Dec-22 | 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5953176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89081 |
| FTSE Taiwan Index | Dec-22 | 151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7855020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67758 |
| FTSE/MIB Index | Dec-22 | 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13457434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88855 |
| Gasoline RBOB | Jan-23 | 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4006296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40395 |
| IBEX 35 Index | Dec-22 | 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5824868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158837 |
| JPN 10-Year Bond (Osaka Securities Exchange) | Dec-22 | 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113082772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30026 |
| Kansas City Hard Red Winter Wheat | Mar-23 | 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2654262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45775) |
| Live Cattle | Feb-23 | 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11519950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83634 |
| London Metals Exchange Aluminum | Dec-22 | 1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75798125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2979370 |
| London Metals Exchange Aluminum | Mar-23 | 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410234 |
| London Metals Exchange Copper | Dec-22 | 1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351631331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20750223 |
| London Metals Exchange Copper | Mar-23 | 513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105681206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906103 |
| London Metals Exchange Zinc | Dec-22 | 611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46565837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505149) |
| London Metals Exchange Zinc | Mar-23 | 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32262812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1758364 |
| Low Sulphur Gasoil G Futures | Jan-23 | 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5046300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118982 |
| MSCI Singapore Exchange ETS | Dec-22 | 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2771461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34315 |
| Nasdaq 100 E-Mini | Dec-22 | 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6984505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72996 |
| Nikkie 225 (Osaka Securities Exchange) | Dec-22 | 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10558911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85573) |
| NY Harbor Ultra-Low Sulfur Diesel | Jan-23 | 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21048783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1307774) |
| Platinum | Jan-23 | 107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5560255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398546 |
| S&P 500 E-Mini | Dec-22 | 337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68769062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1304883 |
| S&P/TSX 60 Index | Dec-22 | 258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47577950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441097 |
| SGX Nifty 50 | Dec-22 | 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24894114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718764 |
| Silver | Mar-23 | 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2940435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40830) |
| Soybean | Jan-23 | 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3232900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24444 |
| Soybean Meal | Mar-23 | 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11772800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334109 |
| Soybean Oil | Mar-23 | 646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27240528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413351) |
| SPI 200 Index | Dec-22 | 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53330449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219295 |
| Sugar No. 11 (World) | Mar-23 | 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2965) |
| Topix Index | Dec-22 | 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20319357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306983 |
| WTI Crude | Jan-23 | 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1208250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6076) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34125487 |
|  |  |  |  | VALUE AND |
|  |  |  |  | UNREALIZED |
|  | EXPIRATION | NUMBER OF | NOTIONAL | APPRECIATION/ |
| SHORT CONTRACTS | DATE | CONTRACTS | AMOUNT | (DEPRECIATION) |
| 3-Month Euro Euribor | Dec-23 | 495 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124969497) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117928) |
| 90-DAY Bank Bill | Dec-23 | 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39658027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23507) |
| 90-Day Euro | Dec-23 | 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327662500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (414171) |
| Canadian 10-Year Bond | Mar-23 | 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51038204) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397796) |
| Cattle Feeder Futures | Jan-23 | 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13264913) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147446) |
| Cocoa | Mar-23 | 966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24130680) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225857) |
| Copper | Mar-23 | 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5513550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156805) |
| DJIA Mini E-CBOT | Dec-22 | 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1037970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17438) |
| Euro BUXL 30-Year Bond Futures | Mar-23 | 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8834606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4012) |
| Euro-Bobl | Mar-23 | 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80429874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31603) |
| Euro-BTP | Mar-23 | 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4339570) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13468 |
| Euro-Bund | Mar-23 | 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106524485) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91679) |
| Euro-Oat | Dec-22 | 91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12930602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378638) |
| Euro-Schatz | Dec-22 | 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5333555) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2965) |
| FTSE China A50 Index | Dec-22 | 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (774395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26644) |
| FTSE/JSE TOP 40 | Dec-22 | 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3856) |
| Gold 100 Oz | Feb-23 | 101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17774990) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64695 |
| Hang Seng China Enterprises Index | Dec-22 | 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1227508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77796) |
| Hang Seng Index | Dec-22 | 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4171035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55468) |
| ICE Three Month SONIA Index Futures | Dec-23 | 88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25306496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11688) |
| iShares MSCI EAFE ETF | Dec-22 | 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2375760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236336) |
| London Metals Exchange Aluminum | Dec-22 | 1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75798125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3512620) |
| London Metals Exchange Aluminum | Mar-23 | 347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21514000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1031706) |
| London Metals Exchange Copper | Dec-22 | 1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(351631331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23452839) |
| London Metals Exchange Copper | Mar-23 | 387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79724419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (853899) |
| London Metals Exchange Zinc | Dec-22 | 611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46565838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (976317) |
| London Metals Exchange Zinc | Mar-23 | 258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19585425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129296) |
| Long Gilt | Mar-23 | 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13792829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39447) |
| MSCI Emerging Markets Index | Dec-22 | 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2505375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125024) |
| Natural Gas | Jan-23 | 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5890500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286284 |
| OMX Stockholm 30 Index | Dec-22 | 168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3362208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 |
| Palladium | Mar-23 | 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1306200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13452 |
| Russell 2000 E-Mini | Dec-22 | 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1887500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33729) |
| S&P Mid 400 E-Mini | Dec-22 | 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5417580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (248716) |
| U.S. Treasury 2-Year Notes | Mar-23 | 1944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399218627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (946410) |
| U.S. Treasury 5-Year Notes | Mar-23 | 387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42016711) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197701) |
| U.S. Treasury 10-Year Notes | Mar-23 | 787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89324500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547517) |
| U.S. Treasury Long Bond (Chicago Board of Trade) | Mar-23 | 222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28194000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90743 |
| U.S. Treasury Ultra Long Bond (Chicago Board of Trade) | Mar-23 | 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5587531) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108166) |
| Wheat | Mar-23 | 254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10102850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555858 |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33596172) |
| Total Futures Contracts |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529315 |
| The accompanying notes are an integral part of the consolidated portfolio of investments. | The accompanying notes are an integral part of the consolidated portfolio of investments. | The accompanying notes are an integral part of the consolidated portfolio of investments. | The accompanying notes are an integral part of the consolidated portfolio of investments. | The accompanying notes are an integral part of the consolidated portfolio of investments. |

---

------

---

| |
|:---|
| **CAMPBELL SYSTEMATIC MACRO FUND** |
| **CONSOLIDATED PORTFOLIO OF INVESTMENTS** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: | Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: | Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: | Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: | Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: | Forward foreign currency contracts outstanding as of November 30, 2022 were as follows: |  |
|  |  |  |  |  |  | UNREALIZED |
|  |  |  |  | EXPIRATION |  | APPRECIATION/ |
| CURRENCY PURCHASED | CURRENCY PURCHASED | CURRENCY SOLD | CURRENCY SOLD | DATE | COUNTERPARTY | (DEPRECIATION) |
| AUD | 526700000 | USD | 348784403 | Dec 21 2022 | UBS | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055736 |
| BRL | 220950000 | USD | 41664429 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737677 |
| CAD | 738100000 | USD | 549736749 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818296) |
| CHF | 51450000 | USD | 53062752 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1473050 |
| CLP | 42150000000 | USD | 45300175 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1867388 |
| CNH | 189200000 | USD | 26680497 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217768 |
| COP | 158010000000 | USD | 33493950 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (881655) |
| CZK | 1023200000 | USD | 41211033 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2479193 |
| EUR | 506300000 | USD | 506667716 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21192027 |
| GBP | 293050000 | USD | 334735072 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18757927 |
| HUF | 34584000000 | USD | 81664997 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5705271 |
| IDR | 393925000000 | USD | 26095876 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1062198) |
| INR | 5733000000 | USD | 70401573 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81883) |
| JPY | 52938000000 | USD | 368267634 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16238643 |
| KRW | 78585000000 | USD | 56512527 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3083791 |
| MXN | 3354300000 | USD | 165766370 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7424861 |
| NOK | 1093200000 | USD | 105433706 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5666143 |
| NZD | 435700000 | USD | 259703133 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14933479 |
| PHP | 5076000000 | USD | 86733806 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2993181 |
| PLN | 558075000 | USD | 116119588 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7606885 |
| SEK | 1528800000 | USD | 142100896 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3714007 |
| SGD | 261375000 | USD | 187404616 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4689508 |
| TWD | 1837800000 | USD | 59259188 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317159 |
| USD | 369668893 | AUD | 562400000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12425837) |
| USD | 49834135 | BRL | 266900000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1386151) |
| USD | 646511368 | CAD | 866150000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2363261 |
| USD | 74584653 | CHF | 72700000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2475654) |
| USD | 50855997 | CLP | 48390000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3294379) |
| USD | 48582075 | CNH | 345000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (466032) |
| USD | 36264106 | COP | 171600000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846918 |
| USD | 55118426 | CZK | 1367600000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3277541) |
| USD | 416994703 | EUR | 413200000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13800568) |
| USD | 371450568 | GBP | 323350000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18591956) |
| USD | 73077002 | HUF | 30018000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2758086) |
| USD | 67752903 | IDR | 1048075000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1148418 |
| USD | 65170822 | INR | 5333000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242558) |
| USD | 422432914 | JPY | 60388500000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16188819) |
| USD | 81795514 | KRW | 111285000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2599424) |
| USD | 108377106 | MXN | 2177700000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4063208) |
| USD | 259278653 | NOK | 2655450000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10589710) |
| USD | 269242616 | NZD | 462050000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22003302) |
| USD | 46124037 | PHP | 2705250000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1695887) |
| USD | 74994029 | PLN | 359325000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4669125) |
| USD | 140793116 | SEK | 1516950000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3891550) |
| USD | 172311876 | SGD | 242709000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6063917) |
| USD | 116808315 | TWD | 3637800000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1119007) |
| USD | 70813217 | ZAR | 1286000000 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3467103) |
| ZAR | 1993600000 | USD | 114630398 | Dec 21 2022 | UBS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521426 |
| Total Forward Foreign Currency Contracts  |  |  |  |  |  | $(4880129) |

---

---

| | | | |
|:---|:---|:---|:---|
| AUD | Australian Dollar | JPY | Japanese Yen |
| BRL | Brazilian Real | KRW | South Korean Won |
| CAD | Canadian Dollar | MXN | Mexican Peso |
| CHF | Swiss Franc | NOK | Norwegian Krone |
| CLP | Chilean Peso | NZD | New Zealand Dollar |
| CNH | Chinese Yuan Renminbi | PHP | Philippine Peso |
| COP | Columbian Peso | PLN | Polish Zloty |
| CZK | Czech Koruna | SEK | Swedish Krona |
| EUR | Euro | SGD | Singapore Dollar |
| GBP | British Pound | TWD | Taiwan New Dollar |
| HUF | Hungarian Forint | UBS | Union Bank of Switzerland |
| IDR | Indonesian Rupiah | USD | United States Dollar |
| INR | Indian Rupee | ZAR | South African Rand |

---

The accompanying notes are an integral part of the consolidated portfolio of investments.

------

---

| |
|:---|
| **CAMPBELL SYSTEMATIC MACRO FUND** |
| **NOTES TO CONSOLIDATED PORTFOLIO OF INVESTMENTS** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

---

| |
|:---|
| **CONSOLIDATION OF SUBSIDIARY** —The Adviser's Campbell Systematic Macro Program is achieved by the Fund investing up to 25% of its total assets in the Campbell Systematic Macro Offshore Limited (the "Subsidiary"), a wholly-owned and controlled subsidiary of the Fund organized under the acts of the Cayman Islands. The consolidated financial statements of the Fund include the financial statements of the Subsidiary. The Fund consolidates the results of subsidiaries in which the Fund holds a controlling financial interest. All inter-company accounts and transactions have been eliminated. As of the end of the reporting period, the net assets of the Subsidiary were $24,774,181, which represented 3.20% of the Fund's net assets. |
| **PORTFOLIO VALUATION** — The Fund's net asset value ("NAV") is calculated once daily at the close of regular trading hours on the New York Stock Exchange ("NYSE") (generally 4:00 p.m. Eastern time) on each day the NYSE is open. Securities held by the Fund are valued using the closing price or the last sales price on a national securities exchange or the National Association of Securities Dealers Automatic Quotation System ("NASDAQ") market system where they are primarily traded. Fixed income securities are valued using an independent pricing service, which considers such factors as security prices, yields, maturities and ratings, and are deemed representative of market values at the close of the market. Investments in other open-end investment companies are valued based on the NAV of those investment companies (which may use fair value pricing as discussed in their prospectuses). Forward currency exchange contracts are valued by interpolating between spot and forward currency rates as quoted by an independent pricing service. Futures contracts are generally valued using the settlement price determined by the relevant exchange. If market quotations are unavailable or deemed unreliable, securities will be valued in accordance with procedures adopted by the RBB, Fund, Inc.'s Board of Directors (the "Board"). Relying on prices supplied by pricing services or dealers or using fair valuation may result in values that are higher or lower than the values used by other investment companies and investors to price the same investments. |
| **FAIR VALUE MEASUREMENTS** — The inputs and valuation techniques used to measure the fair value of the Fund's investments are summarized into three levels as described in the hierarchy below: |
| • Level 1 – Prices are determined using quoted prices in active markets for identical securities. |
| • Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). |
| • Level 3 – Prices are determined using significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). |
| The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. |
| The following is a summary of the inputs used, as of November 30, 2022, in valuing the Fund's investments carried at fair value: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | TOTAL | LEVEL 1 | LEVEL 2 | LEVEL 3 |
| Short-Term Investments | $673841761 | $673841761 | $- | $- |
| Commodity Contracts |  |  |  |  |
| Futures Contracts | 30043176 | 30043176 | - | - |
| Equity Contracts |  |  |  |  |
| Futures Contracts | 5969817 | 5969817 | - | - |
| Interest Rate Contracts |  |  |  |  |
| Futures Contracts | 1829750 | 1829750 | - | - |
| Foreign Currency Contracts | Foreign Currency Contracts |  |  |  |
| Forward Foreign Currency Contracts | 133033717 | - | 133033717 | - |
| **Total Assets** | $**844718221** | $**711684504** | $**133033717** | $**-** |
|  | TOTAL | LEVEL 1 | LEVEL 2 | LEVEL 3 |
| Commodity Contracts |  |  |  |  |
| Futures Contracts | $(32971674) | $(32971674) | $- | $- |
| Equity Contracts |  |  |  |  |
| Futures Contracts | (1024200) | (1024200) | - | - |
| Interest Rate Contracts |  |  |  |  |
| Futures Contracts | (3317554) | (3317554) | - | - |
| Foreign Currency Contracts | Foreign Currency Contracts |  |  |  |
| Forward Foreign Currency Contracts | (137913846) | - | (137913846) | - |
| **Total Liabilities** | $**(175227274)** | $**(37313428)** | $**(137913846)** | $**-** |

---

---

| |
|:---|
| At the end of each quarter, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities. Various factors are considered, such as changes in liquidity from the prior reporting period; whether or not a broker is willing to execute at the quoted price; the depth and consistency of prices from third party pricing services; and the existence of contemporaneous, observable trades in the market. Additionally, management evaluates the classification of Levels 1, 2 and 3 assets and liabilities on a quarterly basis for changes in listings or delistings on national exchanges. |
| Due to the inherent uncertainty of determining the fair value of investments that do not have a readily available market value, the fair value of the Fund's investments may fluctuate from period to period. Additionally, the fair value of investments may differ significantly from the values that would have been used had a ready market existed for such investments and may differ materially from the values the Fund may ultimately realize. Further, such investments may be subject to legal and other restrictions on resale or otherwise less liquid than publicly traded securities. |
| For fair valuations using significant unobservable inputs, U.S. generally accepted accounting principles ("U.S. GAAP") requires the Fund to present a reconciliation of the beginning to ending balances for reported market values that presents changes attributable to total realized and unrealized gains or losses, purchase and sales, and transfers in and out of Level 3 during the period. Transfers in and out between levels are based on values at the end of the period. A reconciliation of Level 3 investments is presented only when the Fund had an amount of Level 3 investments at the end of the reporting period that was meaningful in relation to its net assets. The amounts and reasons for Level 3 transfers are disclosed if the Fund had an amount of total transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period. |
| During the current fiscal period, the Fund had no Level 3 purchases, sales, or transfers. |
| For more information with regard to significant accounting policies, see the most recent annual report or prospectus filed with the Securities and Exchange Commission. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** RBB Fund, Inc.

- **b. Investment Company Act file number:** 811-05518

- **c. CIK number of Registrant:** 0000831114

- **d. LEI of Registrant:** 5493005KKD0GVHSW0D29

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-765-5366

**Item A.2. Information about the Series.**

- **a. Name of Series:** Campbell Systematic Macro Fund

- **b. EDGAR series identifier (if any):** S000058213

- **c. LEI of Series:** 5493002VR7Z8ZNJ4QI11

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $914209679.89

**Total Liabilities:** $143626610.92

**Net Assets:** $770583068.97

**Amount of Assets Invested in Other Investment Companies:** $24698413.46

**Cash Not Reported:** $104852773.11

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -220541.600000000000 | **1-Year:** -33670.510000000000 | **5-Year:** -169.800000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000190885 | 3.76%                | 0.81%                | -3.20%               |
| Class ID C000190886 | 3.80%                | 0.80%                | -3.23%               |
| Class ID C000190888 | 3.69%                | 0.67%                | -3.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-821221.73              | $-64756.92                                 |
| Month 2  | $891524.74               | $-409079.13                                |
| Month 3  | $87451.16                | $339643.74                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                   | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 124337762 | NS      | $124337762.48 | 16.14%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $74908234.50  | 9.72%             | 2022-12-15      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $74602028.25  | 9.68%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $79361117.60  | 10.30%            | 2023-02-09      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $98845914.00  | 12.83%            | 2023-03-09      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $108260655.80 | 14.05%            | 2023-04-13      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill            | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115000000 | PA      | $112820194.55 | 14.64%            | 2023-05-04      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE/JSE TOP 40   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |        -2 | NC      | $-2025.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12340422.73 | -1.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9055735.76   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BANK ACCEPT FUTR  Mar24                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        67 | NC      | $-5167.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN OIL FUTR  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       630 | NC      | $-412037.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1359057.58  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $737677.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CORN FUTURE       Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       971 | NC      | $-113258.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-973793.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2370511.45   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COCOA FUTURE      Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -966 | NC      | $-225857.32   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAC40 10 EURO FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       305 | NC      | $277052.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1469807.95   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2475653.95  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-116495.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3294379.15  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1865673.56   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAN 10YR BOND FUT Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      -485 | NC      | $-368126.61   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $217768.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-440629.56   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BRENT CRUDE FUTR  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        52 | NC      | $92660.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-862359.26   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $846918.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COTTON NO.2 FUTR  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       225 | NC      | $-186704.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CZK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2479193.39   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CZK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3277366.79  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | DJIA MINI e-CBOT  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-21832.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-SCHATZ FUT   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -38 | NC      | $-2819.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90DAY EURO$ FUTR  Dec23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1374 | NC      | $-413994.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AMSTERDAM IDX FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |       150 | NC      | $431295.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Dec23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -521 | NC      | $-130888.67   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | S&P500 EMINI FUT  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $50913.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13800567.55 | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20982354.27  | 2.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | S&P MID 400 EMINI Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $-236271.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CATTLE FEEDER FUT Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -144 | NC      | $-146112.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 5YR NOTE (CBT) Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -278 | NC      | $-92069.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LONG GILT FUTURE  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -107 | NC      | $-40854.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18591955.61 | -2.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18681259.88  | 2.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GOLD 100 OZ FUTR  Feb23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -62 | NC      | $31209.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DAX INDEX FUTURE  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        93 | NC      | $-90454.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HSCEI Futures     Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -30 | NC      | $-77795.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COPPER FUTURE     Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -49 | NC      | $-153606.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HANG SENG IDX FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        61 | NC      | $329942.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       146 | NC      | $-1311891.52  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5703321.34   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2758086.23  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IBEX 35 INDX FUTR Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        73 | NC      | $173871.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1148418.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1062002.94  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGX Nifty 50      Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       613 | NC      | $706690.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Euro-BTP Future   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -39 | NC      | $-211773.56   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | INR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-243383.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-81882.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Dec23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -68 | NC      | $-26604.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPN 10Y BOND(OSE) Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       108 | NC      | $39355.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16238642.66  | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16085947.98 | -2.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COFFEE 'C' FUTURE Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        94 | NC      | $200097.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3083790.74   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2576396.07  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KC HRW WHEAT FUT  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        45 | NC      | $-48821.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       240 | NC      | $363567.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -345 | NC      | $-1026747.77  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1235 | NC      | $2979370.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |     -1235 | NC      | $-3512620.50  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Feb23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       207 | NC      | $94779.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -366 | NC      | $-750825.99   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       430 | NC      | $1875389.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1707 | NC      | $20750223.15  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |     -1707 | NC      | $-23452839.10 | -3.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -242 | NC      | $-89752.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       415 | NC      | $1750361.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -611 | NC      | $-976317.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       611 | NC      | $-505148.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI EmgMkt       Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -49 | NC      | $-124279.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI EAFE         Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -23 | NC      | $-235369.22   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4026778.89  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7424861.24   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -55 | NC      | $241236.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIKKEI 225  (OSE) Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        71 | NC      | $-85571.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10469748.13 | -1.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5666142.89   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NASDAQ 100 E-MINI Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -107 | NC      | $-766105.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14703735.58  | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22003302.12 | -2.86%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Euro-OAT Future   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -91 | NC      | $-378638.16   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BOBL FUTURE  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -389 | NC      | $-106943.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PALLADIUM FUTURE  Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $14405.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2993180.72   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1695886.72  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLATINUM FUTURE   Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       105 | NC      | $398890.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4669125.19  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7619032.36   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | S&P/TSX 60 IX FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       227 | NC      | $441202.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | OMXS30 IND FUTURE Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |      -202 | NC      | $4875.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Low Su Gasoil G   Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        39 | NC      | $154457.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI SING IX ETS  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       129 | NC      | $34493.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | E-Mini Russ 2000  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $-31326.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUND FUTURE  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -635 | NC      | $-1147728.41  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN FUTURE    Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       136 | NC      | $129871.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $2563.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3714006.86   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3866542.57  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Dec23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -88 | NC      | $-11688.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6044756.26  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4689508.28   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SILVER FUTURE     Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-15206.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN MEAL FUTR Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       295 | NC      | $346493.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE/MIB IDX FUT  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        99 | NC      | $88020.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TOPIX INDX FUTR   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       113 | NC      | $289889.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 2YR NOTE (CBT) Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1954 | NC      | $-951268.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1132620.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $317158.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | FTSE Taiwan Index Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       127 | NC      | $62776.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 10YR NOTE (CBT)Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -954 | NC      | $-683733.59   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUXL 30Y BND Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -52 | NC      | $-735013.76   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3467102.85  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20221221                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $704188.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | US LONG BOND(CBT) Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -296 | NC      | $22264.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO STOXX 50     Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      1217 | NC      | $744332.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -261 | NC      | $580249.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US ULTRA BOND CBT Mar23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -41 | NC      | $-108166.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GASOLINE RBOB FUT Jan23                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $-106713.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUST 10Y BOND FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       420 | NC      | $987610.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SPI 200 FUTURES   Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       379 | NC      | $1200418.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE CHINA A50    Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -50 | NC      | $-24394.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUST 3YR BOND FUT Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      1473 | NC      | $720776.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE 100 IDX FUT  Dec22                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       135 | NC      | $275228.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** RBB Fund, Inc.

**Signature:** /s/ James G. Shaw

**Name of Signer:** RBB Fund, Inc.

**Title:** CFO COO Treasurer