It's odd; my chief has consistently pointed out only rares that I do not yet have; I haven't completed a single collection, but my chief's served well so far.
As I understand it, the chance of a certain collectible showing is a percentage chance, not influenced by things like what collectibles have shown up before.
Since my chief keeps pointing out the same rare collectibles that I already have, I'm getting frustrated and ready to wipe out the tribe.