0001145549-24-022341.txt : 20240415 0001145549-24-022341.hdr.sgml : 20240415 20240415120047 ACCESSION NUMBER: 0001145549-24-022341 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201130 FILED AS OF DATE: 20240415 DATE AS OF CHANGE: 20240415 PERIOD START: 20210831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RBB FUND, INC. CENTRAL INDEX KEY: 0000831114 ORGANIZATION NAME: IRS NUMBER: 510312196 STATE OF INCORPORATION: MD FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05518 FILM NUMBER: 24843699 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 0000831114 S000043104 Matson Money Fixed Income VI Portfolio C000133412 Institutional Class FMVFX NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001145549-21-003869 0000831114 XXXXXXXX S000043104 C000133412 RBB Fund, Inc. 811-05518 0000831114 5493005KKD0GVHSW0D29 615 East Michigan Street Milwaukee 53202 414-765-5366 Matson Money Fixed Income VI Fund S000043104 5493008CDN94UVWVJE59 2021-08-31 2020-11-30 N 27908011.150000000000 28623.600000000000 27879387.550000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 341.920000000000 N DFA One-Year Fixed Income Port 549300GKDX6U5530VA30 DFA One-Year Fixed Income Portfolio 233203603 310834.413110000000 NS USD 3201594.460000000000 11.4837331138 Long EC RF US N 1 N N N DFA Two-Year Global Fixed Inco 549300PFM0BC0V0V1O39 DFA Two-Year Global Fixed Income Portfolio 233203645 417599.295963000000 NS USD 4175992.960000000000 14.9787829898 Long EC RF US N 1 N N N DFA INVT DIMENSIONS GROUP INC VA SH TERM FIX N/A DFA INVT DIMENSIONS GROUP INC VA SH TERM FIX 233203678 54338.432195000000 NS USD 557512.310000000000 1.9997294022 Long EC RF US N N/A N N N DFA INVT DIMENSIONS GROUP INC GLOBAL BD PTFL N/A DFA INVT DIMENSIONS GROUP INC GLOBAL BD PTFL 233203728 262146.010133000000 NS USD 2783990.630000000000 9.9858385519 Long EC RF US N N/A N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 11107.000000000000 NS USD 1404146.940000000000 5.0365056889 Long EC RF US N 1 N N N iShares 1-3 Year Treasury Bond 549300W0WX9TL4G6HM56 iShares 1-3 Year Treasury Bond ETF 464287457 12889.000000000000 NS USD 1113738.490000000000 3.9948456113 Long EC RF US N 1 N N N iShares Trust iShares 5-10 Yea 549300ZJOCMXQZ0RKQ84 iShares Intermediate-Term Corporate Bond ETF 464288638 27576.000000000000 NS USD 1701990.720000000000 6.1048353984 Long EC RF US N 1 N N N iShares Trust iShares 1-5 Year 549300T14S5IX7V5T008 iShares Short-Term Corporate Bond ETF 464288646 122207.000000000000 NS USD 6738493.980000000000 24.1701650293 Long EC RF US N 1 N N N iShares 3-7 Year Treasury Bond 549300BUGBHWMFPSNL42 iShares 3-7 Year Treasury Bond ETF 464288661 12568.000000000000 NS USD 1671669.680000000000 5.9960774856 Long EC RF US N 1 N N N iShares Core International Agg 549300FPQU8XYG8LAX15 iShares Core International Aggregate Bond ETF 46435G672 75220.000000000000 NS USD 4208559.000000000000 15.0955934468 Long EC RF US N 1 N N N STIT - Government & Agency Por 5493007T1J7WZ5QI1A47 STIT-Government and Agency Portfolio 825252885 347271.670000000000 NS USD 347271.670000000000 1.2456215883 Long STIV RF US N 1 N N N 2024-04-12 RBB Fund, Inc. /s/ James G. Shaw RBB Fund, Inc. Treasurer XXXX NPORT-EX 2 matson-fixed.htm NPORT-EX

             
MATSON MONEY VI PORTFOLIOS
            
MATSON MONEY FIXED INCOME VI PORTFOLIO
  
PORTFOLIO OF INVESTMENTS
        
NOVEMBER 30, 2020 (UNAUDITED)
        
             
   
NUMBER
        
   
OF SHARES
    
VALUE
  
FIXED INCOME FUNDS  — 98.8%
            
DFA One-Year Fixed Income Portfolio (a)
    
310,834
    
$
3,201,594
  
DFA Two-Year Global Fixed Income Portfolio (a)
    
417,599
      
4,175,993
  
iShares 1-3 Year Treasury Bond ETF
    
12,889
      
1,113,738
  
iShares 3-7 Year Treasury Bond ETF
    
12,568
      
1,671,670
  
iShares Core International Aggregate Bond ETF
    
75,220
      
4,208,559
  
iShares Intermediate-Term Corporate Bond ETF
    
27,576
      
1,701,991
  
iShares Short-Term Corporate Bond ETF
    
122,207
      
6,738,494
  
iShares TIPS Bond ETF
    
11,107
      
1,404,147
  
VA Global Bond Portfolio (a)
    
262,146
      
2,783,991
  
VA Short-Term Fixed Income Portfolio (a)
    
54,338
      
557,512
  
TOTAL FIXED INCOME FUNDS
                
(Cost $26,805,532)
            
27,557,689
  
                 
SHORT-TERM INVESTMENTS — 1.2%
                
STIT-Government & Agency Portfolio, 0.01%*
    
347,272
      
347,272
  
TOTAL SHORT-TERM INVESTMENTS
                
(Cost $347,272)
            
347,272
  
TOTAL INVESTMENTS — 100.0%
                
(Cost $27,152,804)
            
27,904,961
  
LIABILITIES IN EXCESS OF OTHER ASSETS — 0.0%
            
(4,122
)
NET ASSETS — 100.0%
          
$
27,900,839
  
__________________________________________________________
  
_______
* Seven-day yield as of November 30, 2020.
                
(a) A portfolio of DFA Investment Dimensions Group Inc.
          
ETF Exchange-Traded Fund
                  
Portfolio holdings are subject to change at any time.
            
                     
The accompanying notes are an integral part of the portfolio of investments.


 
MATSON MONEY VI PORTFOLIOS
NOTES TO PORTFOLIO OF INVESTMENTS
NOVEMBER 30, 2020  (UNAUDITED)

PORTFOLIO VALUATION — Investments in the underlying fund are valued at the Matson Money Fixed Income VI Portfolio (“Portfolio”) 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. As required, some securities and assets may be valued at fair value as determined in good faith by the RBB Fund, Inc.’s Board of Directors. Direct investments in 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. Relying on prices supplied by pricing services 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 fair value of the Portfolio’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 Portfolio’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 inputs used, as of November 30, 2020, in valuing the Portfolio's investments carried at fair value:
  

MATSON MONEY FIXED INCOME VI PORTFOLIO
                    
   
TOTAL
    
LEVEL 1
    
LEVEL 2
    
LEVEL 3
    
INVESTMENTS MEASURED AT
NET ASSET
VALUE*
  
Fixed Income Funds
  
$
27,557,689
    
$
24,216,186
    
$
-
    
$
-
    
$
3,341,503
  
Short-Term Investments
    
347,272
      
347,272
      
-
      
-
      
-
  
Total Investments**
  
$
27,904,961
    
$
24,563,458
    
$
-
    
$
-
    
$
3,341,503
  

* Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Portfolio of Investments.

** Please refer to the Portfolio of Investments for further details.
          

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 Portfolio'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 Portfolio 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 Portfolio 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 if a Portfolio 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 all Level 3 transfers are disclosed if a Portfolio had an amount of total Level 3 transfers during the reporting period that was meaningful in relation to its net assets as of the end of the reporting period.

For the period ending November 30, 2020, the Portfolio had no Level 3 transfers.
  
                     
For more information with regard to significant accounting policies, see the most recent semi-annual or annual report filed with the Securities and Exchange Commission.