ABYCX — Abbey Capital Futures Strategy Fund
Data updated: 2026-07-28
ABYCX — Abbey Capital Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Ultra-Short Treasury / Sovereign Bond · $2.53B AUM · 2.79% expense ratio · 8.2% 1-yr return. From SEC regulatory filings.
ABYCX Fund Overview
ABYCX — Abbey Capital Futures Strategy Fund is a US mutual fund managed by Rbb Fund, Inc., categorised as Ultra-Short Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Rbb Fund, Inc.
- Category: Ultra-Short Treasury / Sovereign Bond
- Assets under management: $2.53B
- 1-year return: 8.2%
- Ticker: ABYCX
- SEC CIK: 0000831114
- SEC series ID: S000045894
- Share class ID: C000143000
ABYCX Holdings
Top 10 holdings of Abbey Capital Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Treasury Bill | 9.38% |
| Treasury Bill | 8.35% |
| Treasury Bill | 6.53% |
| Treasury Bill | 6.36% |
| U.S. Bank Money Market Deposit Account | 5.69% |
| Treasury Bill | 5.31% |
| Treasury Bill | 3.83% |
| Treasury Bill | 3.78% |
| Treasury Bill | 3.67% |
| Treasury Bill | 3.66% |
ABYCX Portfolio Allocation
Asset-class allocation of Abbey Capital Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 77.9% |
| Cash & Equivalents | 5.7% |
| Real Estate | 1.1% |
ABYCX Performance
Total returns for ABYCX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 5.8% |
| 1 year | 8.2% |
| 3 years (annualised) | 0.3% |
| 5 years (annualised) | 3.2% |
ABYCX Risk Information
Risk metrics for ABYCX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 6.1%
ABYCX Costs and Fees
ABYCX costs about $279 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.79%
- Gross expense ratio: 2.85%
- Portfolio turnover: 0%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
ABYCX Cashflows
Over the 12 months to 2026-02, Abbey Capital Futures Strategy Fund had net outflows of $342.53M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $16.31M |
| 2026-01 | −$48.36M |
| 2025-12 | −$39.49M |
| 2025-11 | −$33.42M |
| 2025-10 | −$37.70M |
| 2025-09 | −$10.16M |
ABYCX Debt Constituents
Largest debt holdings of Abbey Capital Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Treasury Bill | 9.38% |
| Treasury Bill | 8.35% |
| Treasury Bill | 6.53% |
| Treasury Bill | 6.36% |
| Treasury Bill | 5.31% |
| Treasury Bill | 3.83% |
| Treasury Bill | 3.78% |
| Treasury Bill | 3.67% |
| Treasury Bill | 3.66% |
| Treasury Bill | 3.25% |
ABYCX Prospectus and SEC Filings
Official Abbey Capital Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Ultra-Short Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.