Campbell Systematic Macro Fund Class I Shares (EBSIX) Fund Details & Analysis

Fund Information

Fund Category Macro Trading

Fund Family Equinox

Fund Style Large Blend

ISIN US74933W8331

CUSIP 29446A819

Inception Date 2013-03-04

Domicile United States

Country USA

Fiscal Year End September

NAV Chart

Fund Metrics

Net Assets $161.76 Million

Share Class Net Assets $137.83 Million

Expense Ratio 1.76%

Expense Ratio Date 2020-02-01

Dividend Yield 0.03%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return 8.97%

1-Year Return 5.39%

3-Year Return 3.74%

5-Year Return 8.91%

NAV $10.20

Previous Close Price $10.23

Last Update 2026-03-31

Dividend Information

Dividend Yield 0.03%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About Campbell Systematic Macro Fund Class I Shares

The fund pursues its investment objective by (i) investing its assets pursuant to the Campbell Systematic Macro Program (ii) allocating up to 25% of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited (the "Subsidiary"), which is organized under the acts of the Cayman Islands and employs the Adviser's Campbell Systematic Macro Program, and (iii) allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. It is non-diversified.

Detailed Metrics

Market Cap Distribution

AverageMarketCap 199758.72%

Giant 22.87%

Large 15.54%

Medium 5.78%

Micro 0.05%

Small 0.20%

Value & Growth Metrics

Book-Value Growth % 5.26%

Cash-Flow Growth % 3.10%

Dividend Yield % 2.05%

Historical Earnings % 8.05%

Long-Term Earnings % 8.95%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	112.07%	383.17%	271.11%	237.13%	77.27%
Cash	-95.00%	646.32%	741.33%	264.90%	0.00%
Non US Stock	35.86%	39.43%	3.57%	26.45%	8.35%
Not Classified	0.01%	0.01%	0.00%	0.02%	0.00%
Other	3.87%	72.14%	68.27%	11.06%	2.01%
US Stock	43.20%	43.55%	0.34%	115.28%	12.37%

Top Holdings

Name	Weight	Owned	Change
United States Treasury Bill	10.14%	-	-
U.S. Bank Money Market Deposit Account	7.95%	-	-
GBP/USD FWD 20240918	3.76%	-	-
EUR/USD FWD 20240918	3.34%	-	-
JPY/USD FWD 20240918	2.84%	-	-
JPMorgan Liquidity Funds - USD Liquidity LVNAV Fund	5.76%	-	-
AUD/USD FWD 20250319	1.07%	-	-
JPY/USD FWD 20250319	0.92%	-	-
BlackRock Liquidity Funds T-Fund	6.51%	-	-
JPY/USD FWD 20250917	0.95%	-	-
NZD/USD FWD 20250917	0.91%	-	-
JPY/USD FWD 20251217	3.14%	-	-
LME COPPER FUTURE Dec25	2.11%	-	-

See the full breakdown of EBSIX fund's asset allocation and top holdings .

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	2.28%	34.38%	1.78%	0.00%
Bond Sector	Corporate	2.28%	0.21%	0.00%	18.76%
Bond Sector	Derivative	2.28%	16.44%	57.03%	0.00%
Bond Sector	Government	2.28%	48.84%	41.19%	52.48%
Bond Sector	Municipal	2.28%	0.00%	0.00%	0.03%
Bond Sector	Securitized	2.28%	0.12%	0.00%	28.74%
Cyclical	Basic Materials	5.94%	0.00%	0.00%	4.60%
Cyclical	Consumer Cyclical	11.68%	0.00%	0.00%	8.19%
Cyclical	Financial Services	19.52%	0.00%	0.00%	18.76%
Cyclical	Real Estate	1.31%	0.00%	0.00%	8.21%
Defensive	Consumer Defensive	5.58%	0.00%	0.00%	4.98%
Defensive	Healthcare	6.57%	0.00%	0.00%	8.87%
Defensive	Utilities	2.28%	0.00%	0.00%	3.13%
Sensitive	Communication Services	8.74%	0.00%	0.00%	4.78%
Sensitive	Energy	3.50%	0.00%	0.00%	4.82%
Sensitive	Industrials	9.11%	0.00%	0.00%	12.05%
Sensitive	Technology	25.77%	0.00%	0.00%	21.61%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	-	0.17%	1.14%
Americas	North America	-	60.03%	63.16%
Greater Asia	Asia Developed	-	7.00%	5.29%
Greater Asia	Asia Emerging	-	0.38%	4.18%
Greater Asia	Australasia	-	0.08%	1.92%
Greater Asia	Japan	-	0.00%	6.81%
Greater Europe	Africa/Middle East	-	7.02%	1.26%
Greater Europe	Europe Developed	-	14.77%	12.43%
Greater Europe	Europe Emerging	-	0.10%	0.29%
Greater Europe	United Kingdom	2.08%	10.45%	3.52%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
2024-11-15	$0.153	$0.153	USD	-	2024-11-14	2024-11-15	Annual
2023-11-15	$0.163	$0.163	USD	-	2023-11-14	2023-11-15	Annual
2022-11-15	$0.218	$0.218	USD	2022-11-15	2022-11-14	2022-11-15	Annual
2021-12-07	$0.540	$0.540	USD	2021-12-07	2021-12-06	2021-12-07	Annual
2019-12-20	$0.804	$0.804	USD	2019-12-20	2019-12-19	2019-12-20	Annual
2018-12-21	$1.163	$1.163	USD	2018-12-21	2018-12-20	2018-12-21	Annual
2015-12-23	$0.230	$0.230	USD	2015-12-23	2015-12-22	2015-12-23	Annual
2014-12-26	$0.699	$0.699	USD	2014-12-26	2014-12-24	2014-12-26	Other

View the full dividend history for EBSIX.

Campbell Systematic Macro Fund Class I Shares NMFQS:EBSIX