0001145549-24-022333.txt : 20240415 0001145549-24-022333.hdr.sgml : 20240415 20240415120031 ACCESSION NUMBER: 0001145549-24-022333 CONFORMED SUBMISSION TYPE: NPORT-P/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20240415 DATE AS OF CHANGE: 20240415 PERIOD START: 20200831 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: 24843688 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 S000043102 Matson Money U.S. Equity VI Portfolio C000133410 Institutional Class FMVUX NPORT-P/A 1 primary_doc.xml NPORT-P/A false 0001145549-20-042491 0000831114 XXXXXXXX S000043102 C000133410 RBB Fund, Inc. 811-05518 0000831114 5493005KKD0GVHSW0D29 615 East Michigan Street Milwaukee 53202 414-765-5366 Matson Money U.S. Equity VI Portfolio S000043102 549300QOWRBMQ1SQ6N94 2020-08-31 2020-05-31 N 23889637.050000000000 42098.200000000000 23847538.850000000000 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 54899.730000000000 N DFA US Micro Cap Portfolio N/A DFA US Micro Cap Portfolio 233203504 214329.363535000000 NS USD 3579300.370000000000 15.0090975531 Long EC RF US N 1 N N N DFA INVT DIMENSIONS GROUP INC VA SMALL VALUE N/A DFA INVT DIMENSIONS GROUP INC VA SMALL VALUE 233203710 274899.930628000000 NS USD 3590193.090000000000 15.0547740485 Long EC RF US N N/A N N N DFA INVT DIMENSIONS GROUP INC VA US LRG VAL PT N/A DFA INVT DIMENSIONS GROUP INC VA US LRG VAL PT 233203777 42977.207891000000 NS USD 944639.030000000000 3.9611594133 Long EC RF US N N/A N N N DFA US Small Cap Value Portfol N/A DFA US Small Cap Value Portfolio 233203819 96025.486827000000 NS USD 2394875.640000000000 10.0424436042 Long EC RF US N 1 N N N DFA US Small Cap Portfolio N/A DFA US Small Cap Portfolio 233203843 126524.426148000000 NS USD 3581906.500000000000 15.0200258506 Long EC RF US N 1 N N N Dimensional US Large Cap Value 549300LCHLLY9TI7CF77 Dimensional US Large Cap Value Portfolio III 25434D807 297638.484023000000 NS USD 6193856.850000000000 25.9727298861 Long EC RF US N 1 N N N DFA US Large Company Portfolio N/A DFA US Large Company Portfolio 25434D823 140857.448843000000 NS USD 3297472.880000000000 13.8273089762 Long EC RF US N 1 N N N STIT - Government & Agency Por 5493007T1J7WZ5QI1A47 STIT-Government and Agency Portfolio 825252885 250518.240000000000 NS USD 250518.240000000000 1.0504993474 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-us.htm NPORT-EX

             
MATSON MONEY VI PORTFOLIOS
  
MATSON MONEY U.S. EQUITY VI PORTFOLIO
  
PORTFOLIO OF INVESTMENTS
  
MAY 31, 2020 (UNAUDITED)
  
   
             
   
Number
        
   
Of Shares
    
Value
  
DOMESTIC EQUITY FUNDS — 99.1%
            
U.S. Large Cap Value Portfolio III (a)
    
298,600
    
$
6,213,857
  
U.S. Large Company Portfolio (a)
    
142,353
      
3,332,473
  
U.S. Micro Cap Portfolio (b)
    
214,329
      
3,579,300
  
U.S. Small Cap Portfolio (b)
    
126,524
      
3,581,907
  
U.S. Small Cap Value Portfolio (b)
    
96,025
      
2,394,876
  
VA U.S. Large Value Portfolio (b)
    
42,977
      
944,639
  
VA U.S. Targeted Value Portfolio (b)
    
274,900
      
3,590,193
  
TOTAL DOMESTIC EQUITY FUNDS
                
(Cost $26,925,004)
            
23,637,245
  
                 
SHORT-TERM INVESTMENTS — 1.0%
                
STIT-Government & Agency Portfolio, 0.12%*
    
250,518
      
250,518
  
TOTAL SHORT-TERM INVESTMENTS
                
(Cost $250,518)
            
250,518
  
TOTAL INVESTMENTS — 100.1%
                
(Cost $27,175,522)
            
23,887,763
  
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.1)%
            
(34,970
)
NET ASSETS — 100.0%
          
$
23,852,793
  

* Seven-day yield as of May 31, 2020
                    
(a) A portfolio of Dimensional Investment Group Inc.
                
(b) A portfolio of DFA Investment Dimensions Group Inc.
                
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
MAY 31, 2020 (UNAUDITED)
                     
PORTFOLIO VALUATION — Investments in the underlying fund are valued at the Matson Money U.S. Equity 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 May 31, 2020, in valuing the Portfolio's investments carried at fair value:
        

MATSON MONEY U.S. EQUITY VI PORTFOLIO
                          
   
TOTAL
    
LEVEL 1
    
LEVEL 2
    
LEVEL 3
    
INVESTMENTS MEASURED AT
NET ASSET
VALUE*
  
Domestic Equity Funds
  
$
23,637,245
    
$
19,102,413
    
$
-
    
$
-
    
$
4,534,832
  
Short-Term Investments
    
250,518
      
250,518
      
-
      
-
      
-
  
Total Investments**
  
$
23,887,763
    
$
19,352,931
    
$
-
    
$
-
    
$
4,534,832
  

* 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 May 31, 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.