F/m US Treasury 3 Month Bill Fund

RBB Fund, Inc. · 2 share classes

U.S. bond index ETF
One fund, 2 share classes:TBILTBFMX
$7.10B NAV
2 positions · as of 2026-05-31 · filed 2026-07-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

F/m US Treasury 3 Month Bill Fund is a U.S. bond index ETF that tracks the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index.

Asset class
Bonds
Region
United States
Management
Index (passive)
Fund type
ETF
Credit quality
Investment grade
Rate sensitivity
Short duration
Features
Fund of funds

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of the F/m US Treasury 3 Month Bill Fund (the F/m UST 3M Bill Fund or the Fund) is to seek investment results that correspond (before fees and expenses) generally to the price and yield performance of the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index (I00087US) (the Underlying Index).

Strategy · summarised

The fund is a passively managed portfolio that seeks to track the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index, which holds the most recently issued three-month US Treasury Bill and rolls to the new on-the-run security following each auction. The fund may invest up to 20% of assets in securities not in the index, including exchange-traded funds that invest in Treasury Bills, to help track the index. The fund may also lend securities and enter reverse repurchase agreements to enhance income.

Expenses
0.15% 0.15%across 2 share classes
Share classExpense ratio
TBIL0.15%
TBFMX0.15%

Portfolio turnover 0.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

100.01%
of net assets
Bonds100.01%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 1 new1 exited

New: TREASURY BILL

Exited: TREASURY BILL

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.00%+14.77%0.14%0.00%
Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
0.00%
Avg maturity
0.24 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

0%
floating
Fixed rate100.0%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y
<1y100.0%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
0.24 yr
approx. move per 100bp
Credit-spread duration
0.24 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -0.5%
of value
Interest rates50%
Credit spreads50%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+0.24
yrs total
Investment grade+0.24 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate0.24 yr total
3 mo
3 mo0.24 yr100%
Credit spread0.24 yr total
3 mo
3 mo0.24 yr100%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.24+0.24+0.00$171.7k$0
1 yr+0.00+0.00+0.00$0$0
5 yr+0.00+0.00+0.00$0$0
10 yr+0.00+0.00+0.00$0$0
30 yr+0.00+0.00+0.00$0$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
TREASURY BILL0.00% · due 2026-08-27100.01%$7.10B
U.S. Bank Money Market Deposit Account0.00%$0.01M
Showing 2 of 2

Top 10 positions are 100.01% of net assets, top 25 100.01%, across 2 issuers.

See more of this fund's book

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