0001145549-24-067114.txt : 20241030
0001145549-24-067114.hdr.sgml : 20241030
20241030105619
ACCESSION NUMBER: 0001145549-24-067114
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240831
FILED AS OF DATE: 20241030
DATE AS OF CHANGE: 20241030
PERIOD START: 20240831
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
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05518
FILM NUMBER: 241408094
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
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USD
-415.960000000000
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N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Hyundai Motor Co
Hyundai Motor Co
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2026-04-14
0.000000000000
USD
0.000000000000
USD
-1721.380000000000
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-415.960000000000
N
N
N
N/A
N/A
HYUNDAI MOTOR CO
N/A
1.000000000000
NC
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-76037.730000000000
-0.1267734375
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hyundai Motor Co
Hyundai Motor Co
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2025-12-08
0.000000000000
USD
0.000000000000
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-201209.720000000000
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-76037.730000000000
N
N
N
N/A
N/A
ICL GROUP LTD
N/A
1.000000000000
NC
15208.030000000000
0.0253554944
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ICL Group Ltd
ICL Group Ltd
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2027-08-25
0.000000000000
ILS
0.000000000000
ILS
931692.320000000000
ILS
15208.030000000000
N
N
N
N/A
N/A
HANSOL CHEMICAL CO LTD
N/A
1.000000000000
NC
USD
21437.440000000000
0.0357414399
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Hansol Chemical Co Ltd
Hansol Chemical Co Ltd
Y
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2026-08-07
0.000000000000
USD
0.000000000000
USD
-45877.160000000000
USD
21437.440000000000
N
N
N
N/A
N/A
GLOBAL UNICHIP CORP
N/A
1.000000000000
NC
USD
4958.540000000000
0.0082670953
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Global Unichip Corp
Global Unichip Corp
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-34854.640000000000
USD
4958.540000000000
N
N
N
N/A
N/A
DINO POLSKA SA
N/A
1.000000000000
NC
USD
51079.020000000000
0.0851611818
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Dino Polska SA
Dino Polska SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-455124.690000000000
USD
51079.020000000000
N
N
N
HD Hyundai Co Ltd
N/A
HD Hyundai Co Ltd
N/A
3031.000000000000
NS
183734.300000000000
0.3063298811
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
STO EXPRESS CO LTD-A
N/A
1.000000000000
NC
USD
38007.680000000000
0.0633680706
N/A
DE
US
N
1
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
STO Express Co Ltd
STO Express Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-05
0.000000000000
USD
0.000000000000
USD
354715.440000000000
USD
38007.680000000000
N
N
N
N/A
N/A
CONTROLADORA VUELA CIA DE-A
N/A
1.000000000000
NC
USD
-59452.860000000000
-0.0991224150
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Controladora Vuela Cia de Avia
Controladora Vuela Cia de Aviacion SAB de CV
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-06-07
0.000000000000
USD
0.000000000000
USD
211913.780000000000
USD
-59452.860000000000
N
N
N
N/A
N/A
ESTUN AUTOMATION CO LTD-A
N/A
1.000000000000
NC
USD
2040.490000000000
0.0034019944
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Estun Automation Co Ltd
Estun Automation Co Ltd
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
USD
0.000000000000
USD
-92657.380000000000
USD
2040.490000000000
N
N
N
N/A
N/A
ESTUN AUTOMATION CO LTD-A
N/A
1.000000000000
NC
USD
-983.230000000000
-0.0016392842
N/A
DE
US
N
1
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
Estun Automation Co Ltd
Estun Automation Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-09-02
0.000000000000
USD
0.000000000000
USD
-19696.110000000000
USD
-983.230000000000
N
N
N
N/A
N/A
ECOPRO BM CO LTD
N/A
1.000000000000
NC
USD
94475.900000000000
0.1575143629
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ecopro BM Co Ltd
Ecopro BM Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-05-04
0.000000000000
USD
0.000000000000
USD
-212792.380000000000
USD
94475.900000000000
N
N
N
N/A
N/A
CSPC INNOVATION PHARMACEUT-A
N/A
1.000000000000
NC
USD
38129.480000000000
0.0635711409
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CSPC Innovation Pharmaceutical
CSPC Innovation Pharmaceutical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-02
0.000000000000
USD
0.000000000000
USD
-167842.220000000000
USD
38129.480000000000
N
N
N
N/A
N/A
CSPC INNOVATION PHARMACEUT-A
N/A
1.000000000000
NC
USD
10618.730000000000
0.0177040123
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CSPC Innovation Pharmaceutical
CSPC Innovation Pharmaceutical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-13
0.000000000000
USD
0.000000000000
USD
-29751.980000000000
USD
10618.730000000000
N
N
N
N/A
N/A
JIUMAOJIU INTERNATIONAL HOLD
N/A
1.000000000000
NC
34216.830000000000
0.0570477993
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TMA HKD OVERNIGHT INDEX AVERAG
HOISHKD INDEX
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
HKD
0.000000000000
HKD
-121730.000000000000
HKD
34216.830000000000
N
N
N
N/A
N/A
JIUMAOJIU INTERNATIONAL HOLD
N/A
1.000000000000
NC
173059.420000000000
0.2885322531
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Jiumaojiu International Holdin
Jiumaojiu International Holdings Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
HKD
0.000000000000
HKD
-549080.000000000000
HKD
173059.420000000000
N
N
N
N/A
N/A
FOSITEK CORP
N/A
1.000000000000
NC
USD
-53891.830000000000
-0.0898508220
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fositek Corp
Fositek Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-06
0.000000000000
USD
0.000000000000
USD
-550859.650000000000
USD
-53891.830000000000
N
N
N
N/A
N/A
KAKAO GAMES CORP
N/A
1.000000000000
NC
USD
62488.910000000000
0.1041842507
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Kakao Games Corp
Kakao Games Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
-216556.630000000000
USD
62488.910000000000
N
N
N
N/A
N/A
DETSKY MIR PJSC SWAP
N/A
1.000000000000
NC
USD
-158286.650000000000
-0.2639024432
N/A
DE
US
N
3
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Detsky Mir PJSC
Detsky Mir PJSC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-09-18
0.000000000000
USD
0.000000000000
USD
.000000000000
USD
-158286.650000000000
N
N
N
N/A
N/A
COWELL E HOLDINGS INC
N/A
1.000000000000
NC
-83934.210000000000
-0.1399387952
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cowell e Holdings Inc
Cowell e Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-09
0.000000000000
HKD
0.000000000000
HKD
-2386800.000000000000
HKD
-83934.210000000000
N
N
N
N/A
N/A
COWELL E HOLDINGS INC
N/A
1.000000000000
NC
713.800000000000
0.0011900787
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cowell e Holdings Inc
Cowell e Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-27
0.000000000000
HKD
0.000000000000
HKD
-1147500.000000000000
HKD
713.800000000000
N
N
N
N/A
N/A
GLOBAL UNICHIP CORP
N/A
1.000000000000
NC
USD
26997.590000000000
0.0450115658
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Global Unichip Corp
Global Unichip Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-13
0.000000000000
USD
0.000000000000
USD
-139418.570000000000
USD
26997.590000000000
N
N
N
N/A
N/A
HYUNDAI GLOVIS CO LTD
N/A
1.000000000000
NC
USD
-17217.570000000000
-0.0287058876
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Hyundai Glovis Co Ltd
Hyundai Glovis Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-12
0.000000000000
USD
0.000000000000
USD
295122.950000000000
USD
-17217.570000000000
N
N
N
N/A
N/A
GREENTOWN CHINA HOLDINGS
N/A
1.000000000000
NC
-74671.570000000000
-0.1244957156
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Greentown China Holdings Ltd
Greentown China Holdings Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-12-14
0.000000000000
HKD
0.000000000000
HKD
3043650.000000000000
HKD
-74671.570000000000
N
N
N
N/A
N/A
JBS SA
N/A
1.000000000000
NC
USD
56435.250000000000
0.0940913233
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JBS S/A
JBS S/A
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-26
0.000000000000
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0.000000000000
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343828.990000000000
USD
56435.250000000000
N
N
N
N/A
N/A
HYPERA SA
N/A
1.000000000000
NC
USD
-7761.380000000000
-0.0129401130
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Hypera SA
Hypera SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
460944.650000000000
USD
-7761.380000000000
N
N
N
N/A
N/A
GENOMMA LAB INTERNACIONAL-B
N/A
1.000000000000
NC
USD
1075.460000000000
0.0017930541
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Genomma Lab Internacional SAB
Genomma Lab Internacional SAB de CV
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
USD
0.000000000000
USD
148589.510000000000
USD
1075.460000000000
N
N
N
N/A
N/A
HUIZHOU DESAY SV AUTOMOTIV-A
N/A
1.000000000000
NC
USD
-1971.720000000000
-0.0032873380
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-13
0.000000000000
USD
0.000000000000
USD
-29589.600000000000
USD
-1971.720000000000
N
N
N
N/A
N/A
HUIZHOU DESAY SV AUTOMOTIV-A
N/A
1.000000000000
NC
USD
-7171.750000000000
-0.0119570561
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
USD
0.000000000000
USD
-156953.530000000000
USD
-7171.750000000000
N
N
N
N/A
N/A
JIUMAOJIU INTERNATIONAL HOLD
N/A
1.000000000000
NC
9333.690000000000
0.0155615372
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TMA HKD OVERNIGHT INDEX AVERAG
HOISHKD INDEX
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
HKD
0.000000000000
HKD
-1326080.000000000000
HKD
9333.690000000000
N
N
N
N/A
N/A
JIANGSU PACIFIC QUARTZ CO -A
N/A
1.000000000000
NC
USD
115872.340000000000
0.1931874459
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Jiangsu Pacific Quartz Co Ltd
Jiangsu Pacific Quartz Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-05
0.000000000000
USD
0.000000000000
USD
-98508.790000000000
USD
115872.340000000000
N
N
N
N/A
N/A
JIANGSU PACIFIC QUARTZ CO -A
N/A
1.000000000000
NC
USD
6642.490000000000
0.0110746506
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Jiangsu Pacific Quartz Co Ltd
Jiangsu Pacific Quartz Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-13
0.000000000000
USD
0.000000000000
USD
-8295.480000000000
USD
6642.490000000000
N
N
N
N/A
N/A
GUANGHUI ENERGY CO LTD-A
N/A
1.000000000000
NC
USD
-6116.710000000000
-0.0101980471
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Guanghui Energy Co Ltd
Guanghui Energy Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-09-11
0.000000000000
USD
0.000000000000
USD
-90221.490000000000
USD
-6116.710000000000
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N
N
N/A
N/A
GUANGHUI ENERGY CO LTD-A
N/A
1.000000000000
NC
USD
-41521.420000000000
-0.0692263320
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Guanghui Energy Co Ltd
Guanghui Energy Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-09-14
0.000000000000
USD
0.000000000000
USD
-229463.620000000000
USD
-41521.420000000000
N
N
N
N/A
N/A
GREAT TREE PHARMACY CO LTD
N/A
1.000000000000
NC
USD
100555.490000000000
0.1676505220
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
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0.000000000000
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-210641.820000000000
USD
100555.490000000000
N
N
N
N/A
N/A
GREAT TREE PHARMACY CO LTD
N/A
1.000000000000
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USD
86764.330000000000
0.1446572953
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Great Tree Pharmacy Co Ltd
Great Tree Pharmacy Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
USD
0.000000000000
USD
-175530.850000000000
USD
86764.330000000000
N
N
N
N/A
N/A
SANTOS BRASIL PARTICIPACOES
N/A
1.000000000000
NC
USD
12529.950000000000
0.0208904820
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Santos Brasil Participacoes SA
Santos Brasil Participacoes SA
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
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0.000000000000
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-333225.450000000000
USD
12529.950000000000
N
N
N
N/A
N/A
SAMSUNG ELECTR-GDR REG S
N/A
1.000000000000
NC
USD
19069.910000000000
0.0317941901
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-03-30
0.000000000000
USD
0.000000000000
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613431.000000000000
USD
19069.910000000000
N
N
N
N/A
N/A
SERCOMM CORPORATION
N/A
1.000000000000
NC
USD
-7058.790000000000
-0.0117687242
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Sercomm Corp
Sercomm Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-243982.490000000000
USD
-7058.790000000000
N
N
N
N/A
N/A
SERCOMM CORPORATION
N/A
1.000000000000
NC
USD
-4819.960000000000
-0.0080360487
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Sercomm Corp
Sercomm Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-09-02
0.000000000000
USD
0.000000000000
USD
-240497.030000000000
USD
-4819.960000000000
N
N
N
N/A
N/A
SK TELECOM
N/A
1.000000000000
NC
USD
31519.370000000000
0.0525504757
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
SK Telecom Co Ltd
SK Telecom Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
1234577.540000000000
USD
31519.370000000000
N
N
N
N/A
N/A
SAMSUNG SECURITIES CO LTD
N/A
1.000000000000
NC
USD
27166.730000000000
0.0452935634
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Samsung Securities Co Ltd
Samsung Securities Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
335420.710000000000
USD
27166.730000000000
N
N
N
N/A
N/A
POSCO FUTURE M CO LTD
N/A
1.000000000000
NC
USD
51982.420000000000
0.0866673699
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
POSCO Future M Co Ltd
POSCO Future M Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
-92328.850000000000
USD
51982.420000000000
N
N
N
N/A
N/A
POSCO FUTURE M CO LTD
N/A
1.000000000000
NC
USD
28221.630000000000
0.0470523390
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
POSCO Future M Co Ltd
POSCO Future M Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-09
0.000000000000
USD
0.000000000000
USD
-147405.020000000000
USD
28221.630000000000
N
N
N
N/A
N/A
WISTRON NEWEB CORP
N/A
1.000000000000
NC
USD
-2739.020000000000
-0.0045666142
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wistron NeWeb Corp
Wistron NeWeb Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-10
0.000000000000
USD
0.000000000000
USD
-240262.580000000000
USD
-2739.020000000000
N
N
N
N/A
N/A
PHISON ELECTRONICS CORP
N/A
1.000000000000
NC
USD
-46947.100000000000
-0.0782722636
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Phison Electronics Corp
Phison Electronics Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-349234.140000000000
USD
-46947.100000000000
N
N
N
N/A
N/A
ROHM CO LTD
N/A
1.000000000000
NC
25616.930000000000
0.0427096689
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Rohm Co Ltd
Rohm Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-06-04
0.000000000000
JPY
0.000000000000
JPY
-37595000.000000000000
JPY
25616.930000000000
N
N
N
Samsung E&A Co Ltd
988400HDAY5KIVHGZ188
Samsung E&A Co Ltd
N/A
17414.000000000000
NS
331568.890000000000
0.5528061916
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
SAMSUNG ELECTRO-MECHANICS CO
N/A
1.000000000000
NC
USD
-78336.020000000000
-0.1306052473
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Samsung Electro-Mechanics Co L
Samsung Electro-Mechanics Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-01
0.000000000000
USD
0.000000000000
USD
746149.640000000000
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-78336.020000000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
Y74718118
3440.000000000000
NS
154563.710000000000
0.2576953944
Long
EP
CORP
KR
N
2
N
N
N
N/A
N/A
SAMSUNG ELECTRONICS-PREF
N/A
1.000000000000
NC
USD
-26413.650000000000
-0.0440379954
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-29
0.000000000000
USD
0.000000000000
USD
464108.990000000000
USD
-26413.650000000000
N
N
N
Sasol Ltd
378900F4544561A97588
Sasol Ltd
803866102
19242.000000000000
NS
147749.530000000000
0.2463344948
Long
EC
CORP
ZA
N
2
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
N/A
40000.000000000000
NS
1184214.980000000000
1.9743751386
Long
EC
CORP
TW
N
2
N
N
N
U.S. Bank Money Market Deposit Account
N/A
U.S. Bank Money Market Deposit Account
8AMMF0A92
3462710.780000000000
NS
USD
3462710.780000000000
5.7731832411
Long
STIV
RF
US
N
1
N
N
N
Tri-State Deposit
N/A
Tri-State Deposit
N/A
5764600.030000000000
PA
USD
5764600.030000000000
9.6109939290
Long
STIV
CORP
US
N
2
2050-01-01
Variable
5.450000000000
N
N
N
N
N
N
N/A
N/A
SINO BIOPHARMACEUTICAL
N/A
1.000000000000
NC
46142.570000000000
0.0769309159
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sino Biopharmaceutical Ltd
Sino Biopharmaceutical Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
HKD
0.000000000000
HKD
2739040.000000000000
HKD
46142.570000000000
N
N
N
UPL Ltd
335800RJSM1SLHO4UA95
UPL Ltd
N/A
47317.000000000000
NS
337410.980000000000
0.5625463802
Long
EC
CORP
IN
N
2
N
N
N
Thai Beverage PCL
529900VZFHQZ684D8L07
Thai Beverage PCL
N/A
968800.000000000000
NS
393848.250000000000
0.6566410714
Long
EC
CORP
TH
N
2
N
N
N
N/A
N/A
RELIANCE INDS-SPONS GDR 144A
N/A
1.000000000000
NC
USD
-4503.390000000000
-0.0075082493
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Reliance Industries Ltd
Reliance Industries Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-499989.200000000000
USD
-4503.390000000000
N
N
N
N/A
N/A
SLC AGRICOLA SA
N/A
1.000000000000
NC
USD
54746.960000000000
0.0912765322
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
SLC Agricola SA
SLC Agricola SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-09
0.000000000000
USD
0.000000000000
USD
-227318.550000000000
USD
54746.960000000000
N
N
N
N/A
N/A
SAMSONITE INTERNATIONAL SA
N/A
1.000000000000
NC
13814.390000000000
0.0230319567
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Samsonite International SA
Samsonite International SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
HKD
0.000000000000
HKD
-2291520.000000000000
HKD
13814.390000000000
N
N
N
N/A
N/A
SAMSONITE INTERNATIONAL SA
N/A
1.000000000000
NC
17889.380000000000
0.0298259587
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Samsonite International SA
Samsonite International SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
HKD
0.000000000000
HKD
-1720128.000000000000
HKD
17889.380000000000
N
N
N
Vodacom Group Ltd
37890012A8DC24B8D663
Vodacom Group Ltd
N/A
78822.000000000000
NS
487102.310000000000
0.8121183291
Long
EC
CORP
ZA
N
2
N
N
N
N/A
N/A
RAIA DROGASIL SA
N/A
1.000000000000
NC
USD
29626.340000000000
0.0493943331
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Raia Drogasil SA
Raia Drogasil SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-03-18
0.000000000000
USD
0.000000000000
USD
-430427.520000000000
USD
29626.340000000000
N
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
N/A
5515.000000000000
NS
167066.000000000000
0.2785397605
Long
EC
CORP
HU
N
1
N
N
N
Sunwoda Electronic Co Ltd
836800CQGW5QDXND0Q43
Sunwoda Electronic Co Ltd
N/A
182200.000000000000
NS
430624.100000000000
0.7179553810
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
SHANXI COKING COAL ENERGY-A
N/A
1.000000000000
NC
USD
346.110000000000
0.0005770498
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
XSCE
Shanxi Coking Coal Energy Group Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-09-11
0.000000000000
USD
0.000000000000
USD
-252407.670000000000
USD
346.110000000000
N
N
N
N/A
N/A
SHANXI COKING COAL ENERGY-A
N/A
1.000000000000
NC
USD
-1260.970000000000
-0.0021023445
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-09-14
0.000000000000
USD
0.000000000000
USD
-66085.330000000000
USD
-1260.970000000000
N
N
N
Tianqi Lithium Corp
300300IZ1J0MQ8YVEG66
Tianqi Lithium Corp
N/A
46200.000000000000
NS
171057.520000000000
0.2851945977
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
SHENZHEN INOVANCE TECHNOLO-A
N/A
1.000000000000
NC
USD
-11857.540000000000
-0.0197694106
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INOVANCE
Shenzhen Inovance Technology Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-30
0.000000000000
USD
0.000000000000
USD
-129505.380000000000
USD
-11857.540000000000
N
N
N
N/A
N/A
SHENZHEN INOVANCE TECHNOLO-A
N/A
1.000000000000
NC
USD
216713.390000000000
0.3613140660
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
INOVANCE
Shenzhen Inovance Technology Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
USD
0.000000000000
USD
-532682.480000000000
USD
216713.390000000000
N
N
N
Shenzhen Topband Co Ltd
N/A
Shenzhen Topband Co Ltd
N/A
318600.000000000000
NS
442398.230000000000
0.7375857268
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
SILERGY CORP
N/A
1.000000000000
NC
USD
84278.980000000000
0.1405136108
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Silergy Corp
Silergy Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
1208596.430000000000
USD
84278.980000000000
N
N
N
N/A
N/A
SONOSCAPE MEDICAL CORP-A
N/A
1.000000000000
NC
USD
2562.640000000000
0.0042725458
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-09
0.000000000000
USD
0.000000000000
USD
-23743.690000000000
USD
2562.640000000000
N
N
N
N/A
N/A
SONOSCAPE MEDICAL CORP-A
N/A
1.000000000000
NC
USD
18846.500000000000
0.0314217112
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Sonoscape Medical Corp
Sonoscape Medical Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-12
0.000000000000
USD
0.000000000000
USD
-144620.640000000000
USD
18846.500000000000
N
N
N
Quectel Wireless Solutions Co
N/A
Quectel Wireless Solutions Co Ltd
N/A
39900.000000000000
NS
245803.170000000000
0.4098138227
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
REMEGEN CO LTD-H
N/A
1.000000000000
NC
107623.220000000000
0.1794341513
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TMA HKD OVERNIGHT INDEX AVERAG
HOISHKD INDEX
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-19
0.000000000000
HKD
0.000000000000
HKD
-784980.000000000000
HKD
107623.220000000000
N
N
N
Pepco Group NV
213800OVMJPFP79OB449
Pepco Group NV
N/A
50296.000000000000
NS
235106.930000000000
0.3919805824
Long
EC
CORP
GB
N
2
N
N
N
Prologis Property Mexico SA de
N/A
Prologis Property Mexico SA de CV
N/A
237000.000000000000
NS
753206.140000000000
1.2557783023
Long
EC
CORP
MX
N
1
N
N
N
N/A
N/A
WIZZ AIR HOLDINGS PLC
N/A
1.000000000000
NC
2870.200000000000
0.0047853233
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Wizz Air Holdings Plc
Wizz Air Holdings Plc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
GBP
0.000000000000
GBP
-334167.000000000000
GBP
2870.200000000000
N
N
N
TIM SA/Brazil
N/A
TIM SA/Brazil
N/A
177500.000000000000
NS
561227.480000000000
0.9357030627
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
REDE D'OR SAO LUIZ SA
N/A
1.000000000000
NC
USD
75823.600000000000
0.1264164305
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Rede D'Or Sao Luiz SA
Rede D'Or Sao Luiz SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-06-14
0.000000000000
USD
0.000000000000
USD
752108.660000000000
USD
75823.600000000000
N
N
N
N/A
N/A
PINGDINGSHAN TIANAN COAL -A
N/A
1.000000000000
NC
USD
-18426.590000000000
-0.0307216188
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-07-31
0.000000000000
USD
0.000000000000
USD
-63672.970000000000
USD
-18426.590000000000
N
N
N
N/A
N/A
PINGDINGSHAN TIANAN COAL -A
N/A
1.000000000000
NC
USD
-7564.810000000000
-0.0126123829
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-16
0.000000000000
USD
0.000000000000
USD
-61075.310000000000
USD
-7564.810000000000
N
N
N
Shengyi Technology Co Ltd
N/A
Shengyi Technology Co Ltd
N/A
108300.000000000000
NS
269821.680000000000
0.4498585357
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
ZHEJIANG SHUANGHUAN DRIVEL-A
N/A
1.000000000000
NC
USD
24689.120000000000
0.0411627834
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-02
0.000000000000
USD
0.000000000000
USD
-416252.220000000000
USD
24689.120000000000
N
N
N
Ningbo Deye Technology Co Ltd
N/A
Ningbo Deye Technology Co Ltd
N/A
26900.000000000000
NS
343260.200000000000
0.5722984563
Long
EC
CORP
CN
N
2
N
N
N
Nien Made Enterprise Co Ltd
N/A
Nien Made Enterprise Co Ltd
N/A
15000.000000000000
NS
219526.180000000000
0.3660036728
Long
EC
CORP
TW
N
2
N
N
N
Fidelity Treasury Portfolio
N/A
Fidelity Treasury Portfolio
316175504
2641655.820000000000
NS
USD
2641655.820000000000
4.4042844111
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
LATTICE SEMICONDUCTOR CORP
N/A
1.000000000000
NC
USD
15646.350000000000
0.0260862808
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lattice Semiconductor Corp
Lattice Semiconductor Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-20
0.000000000000
USD
0.000000000000
USD
-459202.560000000000
USD
15646.350000000000
N
N
N
Federated Hermes US Treasury C
25490003NTA1P9CI5X97
Federated Hermes US Treasury Cash Reserves
60934N682
2641655.980000000000
NS
USD
2641655.980000000000
4.4042846779
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
ELAN MICROELECTRONICS CORP
N/A
1.000000000000
NC
USD
-28731.480000000000
-0.0479023832
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Elan Microelectronics Corp
Elan Microelectronics Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-900656.460000000000
USD
-28731.480000000000
N
N
N
Evergreen Marine Corp Taiwan L
254900EIJA0A39C5SO15
Evergreen Marine Corp Taiwan Ltd
N/A
92000.000000000000
NS
541101.820000000000
0.9021486799
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
HANWHA SOLUTIONS CORP
N/A
1.000000000000
NC
USD
21039.510000000000
0.0350779936
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hanwha Solutions Corp
Hanwha Solutions Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-20
0.000000000000
USD
0.000000000000
USD
-81174.830000000000
USD
21039.510000000000
N
N
N
N/A
N/A
LASERTEC CORP
N/A
1.000000000000
NC
-24352.640000000000
-0.0406017892
N/A
DE
US
N
1
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
Lasertec Corp
Lasertec Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-08-07
0.000000000000
JPY
0.000000000000
JPY
-14040000.000000000000
JPY
-24352.640000000000
N
N
N
N/A
N/A
KANGWON LAND INC
N/A
1.000000000000
NC
USD
28204.470000000000
0.0470237291
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kangwon Land Inc
Kangwon Land Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-03
0.000000000000
USD
0.000000000000
USD
528591.080000000000
USD
28204.470000000000
N
N
N
N/A
N/A
HANSOL CHEMICAL CO LTD
N/A
1.000000000000
NC
USD
93495.610000000000
0.1558799805
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hansol Chemical Co Ltd
Hansol Chemical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-08
0.000000000000
USD
0.000000000000
USD
-176708.010000000000
USD
93495.610000000000
N
N
N
N/A
N/A
HANSOL CHEMICAL CO LTD
N/A
1.000000000000
NC
USD
52447.770000000000
0.0874432218
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Hansol Chemical Co Ltd
Hansol Chemical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-12
0.000000000000
USD
0.000000000000
USD
-103844.290000000000
USD
52447.770000000000
N
N
N
N/A
N/A
MILLICOM INTL CELLULAR-SDR
N/A
1.000000000000
NC
-1551.400000000000
-0.0025865621
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Millicom International Cellula
Millicom International Cellular SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-06-11
0.000000000000
SEK
0.000000000000
SEK
3409269.000000000000
SEK
-1551.400000000000
N
N
N
N/A
N/A
ECOPRO CO LTD
N/A
1.000000000000
NC
USD
38956.880000000000
0.0649506185
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ecopro Co Ltd
Ecopro Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-09
0.000000000000
USD
0.000000000000
USD
-80419.210000000000
USD
38956.880000000000
N
N
N
Fibra Uno Administracion SA de
N/A
Fibra Uno Administracion SA de CV
P3515D163
475500.000000000000
NS
560626.070000000000
0.9347003655
Long
EC
CORP
MX
N
1
N
N
N
N/A
N/A
LEEJAM SPORTS CO JSC
N/A
1.000000000000
NC
USD
-2684.110000000000
-0.0044750659
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Leejam Sports Co JSC
Leejam Sports Co JSC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-03-01
0.000000000000
USD
0.000000000000
USD
-110950.700000000000
USD
-2684.110000000000
N
N
N
N/A
N/A
ECOPRO BM CO LTD
N/A
1.000000000000
NC
USD
-5114.800000000000
-0.0085276188
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Ecopro BM Co Ltd
Ecopro BM Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
79245.950000000000
USD
-5114.800000000000
N
N
N
N/A
N/A
MGI TECH CO LTD-A
N/A
1.000000000000
NC
USD
12344.760000000000
0.0205817251
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-13
0.000000000000
USD
0.000000000000
USD
-32302.400000000000
USD
12344.760000000000
N
N
N
N/A
N/A
MIDDLE EAST HEALTHCARE CO
N/A
1.000000000000
NC
USD
38211.010000000000
0.0637070713
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Middle East Healthcare Co
Middle East Healthcare Co
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-13
0.000000000000
USD
0.000000000000
USD
-187080.420000000000
USD
38211.010000000000
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
465562106
135135.000000000000
NS
USD
881080.200000000000
1.4689755419
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
ACER INC
N/A
1.000000000000
NC
USD
-71910.200000000000
-0.1198918385
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Acer Inc
Acer Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-16
0.000000000000
USD
0.000000000000
USD
-289934.350000000000
USD
-71910.200000000000
N
N
N
Hyundai Rotem Co Ltd
N/A
Hyundai Rotem Co Ltd
N/A
5257.000000000000
NS
212641.100000000000
0.3545245655
Long
EC
CORP
KR
N
2
N
N
N
Hoymiles Power Electronics Inc
N/A
Hoymiles Power Electronics Inc
N/A
18593.000000000000
NS
346419.600000000000
0.5775659465
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
ADIENT PLC
N/A
1.000000000000
NC
USD
-22456.370000000000
-0.0374402447
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Adient PLC
Adient PLC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-13
0.000000000000
USD
0.000000000000
USD
-257822.760000000000
USD
-22456.370000000000
N
N
N
N/A
N/A
ADIENT PLC
N/A
1.000000000000
NC
USD
-10637.480000000000
-0.0177352731
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Adient PLC
Adient PLC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-246942.540000000000
USD
-10637.480000000000
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
N/A
-3189.000000000000
NS
USD
-213934.070000000000
-0.3566802618
Short
EC
CORP
KR
N
1
N
N
N
BlackRock Liquidity Funds Trea
549300U5PI8CHFJM7202
BlackRock Liquidity Funds Treasury Trust Fund Portfolio
09248U551
2641655.980000000000
NS
USD
2641655.980000000000
4.4042846779
Long
STIV
RF
US
N
1
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
N/A
152900.000000000000
NS
701837.840000000000
1.1701348202
Long
EC
CORP
BR
N
1
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
P4948K121
9325.000000000000
NS
171620.630000000000
0.2861334393
Long
EC
CORP
MX
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes Inc
254543101
2551.000000000000
NS
USD
177779.190000000000
0.2964012606
Long
EC
CORP
US
N
1
N
N
N
GDS Holdings Ltd
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165L108
44985.000000000000
NS
USD
766094.550000000000
1.2772664245
Long
EC
CORP
CN
N
1
N
N
N
Goldman Sachs Financial Square
549300DAH6N80PM31E83
Goldman Sachs Financial Square Funds - Treasury Instruments Fund
38142B500
2641655.980000000000
NS
USD
2641655.980000000000
4.4042846779
Long
STIV
RF
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
9025.000000000000
NS
493981.520000000000
0.8235876496
Long
EC
CORP
AT
N
2
N
N
N
Abu Dhabi Islamic Bank PJSC
5493006DOLY8O98XHD74
Abu Dhabi Islamic Bank PJSC
N/A
68251.000000000000
NS
234512.060000000000
0.3909887890
Long
EC
CORP
AE
N
1
N
N
N
Chambal Fertilisers and Chemic
335800DFMF2OEJ7HWM17
Chambal Fertilisers and Chemicals Ltd
N/A
60279.000000000000
NS
373957.980000000000
0.6234791411
Long
EC
CORP
IN
N
2
N
N
N
CJ ENM Co Ltd
9884005N1TS61ILH6840
CJ ENM Co Ltd
N/A
3113.000000000000
NS
169336.100000000000
0.2823245708
Long
EC
CORP
KR
N
2
N
N
N
Goldsun Building Materials Co
N/A
Goldsun Building Materials Co Ltd
N/A
518000.000000000000
NS
887428.440000000000
1.4795596060
Long
EC
CORP
TW
N
2
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
N/A
98645.000000000000
NS
199725.570000000000
0.3329912276
Long
EC
CORP
CL
N
1
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA
N/A
65300.000000000000
NS
537258.310000000000
0.8957406115
Long
EC
CORP
BR
N
1
N
N
N
Bajaj Auto Ltd
335800DLAO5NCNN8G863
Bajaj Auto Ltd
N/A
1590.000000000000
NS
206438.830000000000
0.3441838690
Long
EC
CORP
IN
N
2
N
N
N
Grupo Comercial Chedraui SA de
4469000001BRXSV0JO96
Grupo Comercial Chedraui SA de CV
P4612W104
24000.000000000000
NS
182587.300000000000
0.3044175524
Long
EC
CORP
MX
N
1
N
N
N
GREATSTAR
8368005I1ISRY6YIFM48
Hangzhou Great Star Industrial Co Ltd
N/A
179400.000000000000
NS
675000.690000000000
1.1253907470
Long
EC
CORP
CN
N
2
N
N
N
GREE
655600UY069MU9JRAN62
Gree Electric Appliances Inc of Zhuhai
N/A
26100.000000000000
NS
145904.580000000000
0.2432585132
Long
EC
CORP
CN
N
2
N
N
N
Chengxin Lithium Group Co Ltd
300300LUBPEGH8SHWI63
Chengxin Lithium Group Co Ltd
N/A
102300.000000000000
NS
172758.100000000000
0.2880298792
Long
EC
CORP
CN
N
2
N
N
N
China Merchants Expressway Net
300300HYECHLUO2UVU03
China Merchants Expressway Network & Technology Holdings Co Ltd
N/A
251500.000000000000
NS
427197.310000000000
0.7122420864
Long
EC
CORP
CN
N
1
N
N
N
Bandhan Bank Ltd
335800Q13QAC32IOCH33
Bandhan Bank Ltd
N/A
314077.000000000000
NS
750894.410000000000
1.2519240846
Long
EC
CORP
IN
N
2
N
N
N
CATL
300300KINDY1K0E9I032
Contemporary Amperex Technology Co Ltd
Y1R48E105
5200.000000000000
NS
134773.050000000000
0.2246995383
Long
EC
CORP
CN
N
2
N
N
N
Chunbo Co Ltd
N/A
Chunbo Co Ltd
N/A
2918.000000000000
NS
131150.080000000000
0.2186591639
Long
EC
CORP
KR
N
2
N
N
N
Eletromidia SA
N/A
Eletromidia SA
N/A
151278.000000000000
NS
475901.830000000000
0.7934443977
Long
EC
CORP
BR
N
1
N
N
N
Ginlong Technologies Co Ltd
N/A
Ginlong Technologies Co Ltd
N/A
44000.000000000000
NS
369111.620000000000
0.6153990772
Long
EC
CORP
CN
N
2
N
N
N
CCTECH
N/A
Hangzhou Chang Chuan Technology Co Ltd
N/A
71300.000000000000
NS
307306.090000000000
0.5123541876
Long
EC
CORP
CN
N
2
N
N
N
Fix Price Group PLC
549300EXJV1RPGZNH608
Fix Price Group PLC
33835G205
21704.000000000000
NS
USD
.000000000000
0.0000000000
Long
EC
CORP
CY
N
3
N
N
N
Chongqing Baiya Sanitary Produ
N/A
Chongqing Baiya Sanitary Products Co Ltd
N/A
100400.000000000000
NS
319238.330000000000
0.5322481413
Long
EC
CORP
CN
N
2
N
N
N
COSCO SHIPPING Holdings Co Ltd
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co Ltd
N/A
550600.000000000000
NS
971938.410000000000
1.6204583335
Long
EC
CORP
CN
N
2
N
N
N
Com7 PCL
984500C71C65E6KC5A42
Com7 PCL
N/A
700500.000000000000
NS
507027.490000000000
0.8453384628
Long
EC
CORP
TH
N
2
N
N
N
N/A
N/A
CEMEX SAB-SPONS ADR PART CER
N/A
1.000000000000
NC
USD
-4744.580000000000
-0.0079103718
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cemex SAB de CV
Cemex SAB de CV
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-05
0.000000000000
USD
0.000000000000
USD
-309926.670000000000
USD
-4744.580000000000
N
N
N
N/A
N/A
BUDIMEX
N/A
1.000000000000
NC
USD
-366.330000000000
-0.0006107614
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Budimex SA
Budimex SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-294481.010000000000
USD
-366.330000000000
N
N
N
N/A
N/A
MELCO RESORTS & ENTERT-ADR
N/A
1.000000000000
NC
USD
58240.120000000000
0.0971004817
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Melco Resorts & Entertainment
Melco Resorts & Entertainment Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-05
0.000000000000
USD
0.000000000000
USD
-321412.650000000000
USD
58240.120000000000
N
N
N
N/A
N/A
MELCO RESORTS & ENTERT-ADR
N/A
1.000000000000
NC
USD
8342.440000000000
0.0139088818
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Melco Resorts & Entertainment
Melco Resorts & Entertainment Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-82554.810000000000
USD
8342.440000000000
N
N
N
N/A
N/A
MOBILEYE GLOBAL INC-A
N/A
1.000000000000
NC
USD
12731.000000000000
0.0212256814
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Mobileye Global Inc
Mobileye Global Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-225052.800000000000
USD
12731.000000000000
N
N
N
N/A
N/A
MOSAIC CO/THE
N/A
1.000000000000
NC
USD
-35618.040000000000
-0.0593839580
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Mosaic Co/The
Mosaic Co/The
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
USD
0.000000000000
USD
181390.930000000000
USD
-35618.040000000000
N
N
N
N/A
N/A
NANYA TECHNOLOGY CORP
N/A
1.000000000000
NC
USD
810.810000000000
0.0013518180
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nanya Technology Corp
Nanya Technology Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
USD
0.000000000000
USD
-408552.670000000000
USD
810.810000000000
N
N
N
N/A
N/A
NOVATEK MICROELECTRONICS COR
N/A
1.000000000000
NC
USD
-6816.360000000000
-0.0113645343
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Novatek Microelectronics Corp
Novatek Microelectronics Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
USD
0.000000000000
USD
-118161.930000000000
USD
-6816.360000000000
N
N
N
N/A
N/A
NOVATEK MICROELECTRONICS COR
N/A
1.000000000000
NC
USD
-57089.860000000000
-0.0951827178
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Novatek Microelectronics Corp
Novatek Microelectronics Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-13
0.000000000000
USD
0.000000000000
USD
-573929.360000000000
USD
-57089.860000000000
N
N
N
N/A
N/A
MEDIATEK INC
N/A
1.000000000000
NC
USD
-79120.130000000000
-0.1319125499
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MediaTek Inc
MediaTek Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-736480.150000000000
USD
-79120.130000000000
N
N
N
N/A
N/A
NEW ORIENTAL EDUCATIO-SP ADR
N/A
1.000000000000
NC
USD
38148.870000000000
0.0636034688
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
New Oriental Education & Techn
New Oriental Education & Technology Group Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-13
0.000000000000
USD
0.000000000000
USD
-257232.320000000000
USD
38148.870000000000
N
N
N
N/A
N/A
NEW ORIENTAL EDUCATIO-SP ADR
N/A
1.000000000000
NC
USD
14132.740000000000
0.0235627238
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
New Oriental Education & Techn
New Oriental Education & Technology Group Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-112754.320000000000
USD
14132.740000000000
N
N
N
N/A
N/A
OZON HOLDINGS PLC - ADR
N/A
1.000000000000
NC
USD
314151.200000000000
0.5237666552
N/A
DE
US
N
3
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ozon Holdings PLC
Ozon Holdings PLC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-09-16
0.000000000000
USD
0.000000000000
USD
.000000000000
USD
314151.200000000000
N
N
N
N/A
N/A
PDD HOLDINGS INC
N/A
1.000000000000
NC
USD
-172186.770000000000
-0.2870773328
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
PDD Holdings Inc
PDD Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-26
0.000000000000
USD
0.000000000000
USD
440279.910000000000
USD
-172186.770000000000
N
N
N
N/A
N/A
MILLICOM INTL CELLULAR-SDR
N/A
1.000000000000
NC
-2015.800000000000
-0.0033608301
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Millicom International Cellula
Millicom International Cellular SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
SEK
0.000000000000
SEK
1452549.000000000000
SEK
-2015.800000000000
N
N
N
N/A
N/A
MITRA ADIPERKASA TBK PT
N/A
1.000000000000
NC
USD
1162.190000000000
0.0019376541
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
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2027-02-23
0.000000000000
USD
0.000000000000
USD
-55756.590000000000
USD
1162.190000000000
N
N
N
N/A
N/A
MITRA ADIPERKASA TBK PT
N/A
1.000000000000
NC
USD
-15033.480000000000
-0.0250644770
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-05
0.000000000000
USD
0.000000000000
USD
-255837.990000000000
USD
-15033.480000000000
N
N
N
N/A
N/A
LOTUS PHARMACEUTICAL CO LTD
N/A
1.000000000000
NC
USD
-34371.570000000000
-0.0573057886
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Lotus Pharmaceutical Co Ltd
Lotus Pharmaceutical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
USD
0.000000000000
USD
-260175.060000000000
USD
-34371.570000000000
N
N
N
N/A
N/A
NUVOTON TECHNOLOGY CORP
N/A
1.000000000000
NC
USD
59930.830000000000
0.0999193075
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Nuvoton Technology Corp
Nuvoton Technology Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-144832.760000000000
USD
59930.830000000000
N
N
N
N/A
N/A
NUVOTON TECHNOLOGY CORP
N/A
1.000000000000
NC
USD
-19198.370000000000
-0.0320083643
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-367652.390000000000
USD
-19198.370000000000
N
N
N
N/A
N/A
NUVOTON TECHNOLOGY CORP
N/A
1.000000000000
NC
USD
37233.380000000000
0.0620771237
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
-259027.820000000000
USD
37233.380000000000
N
N
N
N/A
N/A
MAGAZINE LUIZA SA
N/A
1.000000000000
NC
USD
-80508.210000000000
-0.1342268177
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-30
0.000000000000
USD
0.000000000000
USD
255481.830000000000
USD
-80508.210000000000
N
N
N
N/A
N/A
PERFECT WORLD CO LTD-A
N/A
1.000000000000
NC
USD
2552.460000000000
0.0042555732
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Perfect World Co Ltd/China
Perfect World Co Ltd/China
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-13
0.000000000000
USD
0.000000000000
USD
-226556.810000000000
USD
2552.460000000000
N
N
N
N/A
N/A
NONGFU SPRING CO LTD-H
N/A
1.000000000000
NC
145.380000000000
0.0002423839
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Nongfu Spring Co Ltd
Nongfu Spring Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
HKD
0.000000000000
HKD
-1743760.000000000000
HKD
145.380000000000
N
N
N
N/A
N/A
LUMI RENTAL CO
N/A
1.000000000000
NC
USD
52574.320000000000
0.0876542115
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lumi Rental Co
Lumi Rental Co
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-13
0.000000000000
USD
0.000000000000
USD
-395906.570000000000
USD
52574.320000000000
N
N
N
N/A
N/A
MGI TECH CO LTD-A
N/A
1.000000000000
NC
USD
30582.480000000000
0.0509884516
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
MGI Tech Co Ltd
MGI Tech Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-09
0.000000000000
USD
0.000000000000
USD
-122045.080000000000
USD
30582.480000000000
N
N
N
N/A
N/A
MGI TECH CO LTD-A
N/A
1.000000000000
NC
USD
5351.050000000000
0.0089215052
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MGI Tech Co Ltd
MGI Tech Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-23
0.000000000000
USD
0.000000000000
USD
-23730.980000000000
USD
5351.050000000000
N
N
N
N/A
N/A
MGI TECH CO LTD-A
N/A
1.000000000000
NC
USD
977.030000000000
0.0016289473
N/A
DE
US
N
1
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MGI Tech Co Ltd
MGI Tech Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-2260.090000000000
USD
977.030000000000
N
N
N
N/A
N/A
PEGAVISION CORP
N/A
1.000000000000
NC
USD
-43023.560000000000
-0.0717307657
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-354360.740000000000
USD
-43023.560000000000
N
N
N
N/A
N/A
NOVA LTD
N/A
1.000000000000
NC
USD
-110586.980000000000
-0.1843754619
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Nova Ltd
Nova Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
-330854.000000000000
USD
-110586.980000000000
N
N
N
N/A
N/A
YANKUANG ENERGY GROUP CO-H
N/A
1.000000000000
NC
-51108.000000000000
-0.0852094985
N/A
DE
US
N
1
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
Yankuang Energy Group Co Ltd
Yankuang Energy Group Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-04-13
0.000000000000
HKD
0.000000000000
HKD
-1447160.000000000000
HKD
-51108.000000000000
N
N
N
N/A
N/A
YULON MOTOR COMPANY
N/A
1.000000000000
NC
USD
39570.320000000000
0.0659733725
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Yulon Motor Co Ltd
Yulon Motor Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-01
0.000000000000
USD
0.000000000000
USD
-134588.930000000000
USD
39570.320000000000
N
N
N
N/A
N/A
YULON MOTOR COMPANY
N/A
1.000000000000
NC
USD
20529.940000000000
0.0342284161
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Yulon Motor Co Ltd
Yulon Motor Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-69849.950000000000
USD
20529.940000000000
N
N
N
N/A
N/A
YULON MOTOR COMPANY
N/A
1.000000000000
NC
USD
13954.020000000000
0.0232647540
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Yulon Motor Co Ltd
Yulon Motor Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-44295.090000000000
USD
13954.020000000000
N
N
N
N/A
N/A
YULON MOTOR COMPANY
N/A
1.000000000000
NC
USD
111115.340000000000
0.1852563669
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yulon Motor Co Ltd
Yulon Motor Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-12-14
0.000000000000
USD
0.000000000000
USD
-253844.950000000000
USD
111115.340000000000
N
N
N
N/A
N/A
WOOLWORTHS HOLDINGS LTD
N/A
1.000000000000
NC
-18958.160000000000
-0.0316078756
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Woolworths Holdings Ltd/South
Woolworths Holdings Ltd/South Africa
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
ZAR
0.000000000000
ZAR
-5705210.440000000000
ZAR
-18958.160000000000
N
N
N
N/A
N/A
ZHEJIANG SANHUA INTELLIGEN-A
N/A
1.000000000000
NC
USD
94446.700000000000
0.1574656794
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SANHUA
Zhejiang Sanhua Intelligent Controls Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-03-29
0.000000000000
USD
0.000000000000
USD
-439114.300000000000
USD
94446.700000000000
N
N
N
N/A
N/A
ZHEJIANG SANHUA INTELLIGEN-A
N/A
1.000000000000
NC
USD
19334.420000000000
0.0322351928
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SANHUA
Zhejiang Sanhua Intelligent Controls Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-73634.210000000000
USD
19334.420000000000
N
N
N
N/A
N/A
YANKUANG ENERGY GROUP CO-A
N/A
1.000000000000
NC
USD
5185.490000000000
0.0086454763
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-16
0.000000000000
USD
0.000000000000
USD
-168500.040000000000
USD
5185.490000000000
N
N
N
N/A
N/A
LEGEND BIOTECH CORP-ADR
N/A
1.000000000000
NC
USD
-22786.810000000000
-0.0379911688
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Legend Biotech Corp
Legend Biotech Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-12-07
0.000000000000
USD
0.000000000000
USD
-118840.750000000000
USD
-22786.810000000000
N
N
N
N/A
N/A
ANHUI CONCH CEMENT CO LTD-H
N/A
1.000000000000
NC
-41558.500000000000
-0.0692881534
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Anhui Conch Cement Co Ltd
Anhui Conch Cement Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
HKD
0.000000000000
HKD
2540440.000000000000
HKD
-41558.500000000000
N
N
N
N/A
N/A
YADEA GROUP HOLDINGS LTD
N/A
1.000000000000
NC
-15925.760000000000
-0.0265521254
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Yadea Group Holdings Ltd
Yadea Group Holdings Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
HKD
0.000000000000
HKD
-1474000.000000000000
HKD
-15925.760000000000
N
N
N
Kimberly-Clark de Mexico SAB d
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
N/A
451000.000000000000
NS
740359.750000000000
1.2343602376
Long
EC
CORP
MX
N
1
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
31573.000000000000
NS
USD
852471.000000000000
1.4212770293
Long
EC
CORP
CN
N
1
N
N
N
Hellenic Telecommunications Or
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
N/A
41633.000000000000
NS
675004.830000000000
1.1253976493
Long
EC
CORP
GR
N
2
N
N
N
Metlen Energy & Metals SA
213800KT8MEUJEJ2KW41
Metlen Energy & Metals SA
N/A
-16000.000000000000
NS
-600828.860000000000
-1.0017282198
Short
EC
CORP
GR
N
2
N
N
N
N/A
N/A
ACCTON TECHNOLOGY CORP
N/A
1.000000000000
NC
USD
-62476.370000000000
-0.1041633435
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Accton Technology Corp
Accton Technology Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-03-19
0.000000000000
USD
0.000000000000
USD
-476398.870000000000
USD
-62476.370000000000
N
N
N
N/A
N/A
AKR CORPORINDO TBK PT
N/A
1.000000000000
NC
USD
2448.230000000000
0.0040817964
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
AKR Corporindo Tbk PT
AKR Corporindo Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-45222.410000000000
USD
2448.230000000000
N
N
N
N/A
N/A
AKR CORPORINDO TBK PT
N/A
1.000000000000
NC
USD
13049.410000000000
0.0217565485
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AKR Corporindo Tbk PT
AKR Corporindo Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-05
0.000000000000
USD
0.000000000000
USD
-119474.250000000000
USD
13049.410000000000
N
N
N
N/A
N/A
AKR CORPORINDO TBK PT
N/A
1.000000000000
NC
USD
-651.190000000000
-0.0010856925
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AKR Corporindo Tbk PT
AKR Corporindo Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
USD
0.000000000000
USD
-9818.350000000000
USD
-651.190000000000
N
N
N
MSILF Treasury Securities Port
549300OJY9IZ31SGS926
MSILF Treasury Securities Portfolio
61747C525
.150000000000
NS
USD
.150000000000
0.0000002501
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
ADVANTECH CO LTD
N/A
1.000000000000
NC
USD
-929.160000000000
-0.0015491363
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Advantech Co Ltd
Advantech Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-13
0.000000000000
USD
0.000000000000
USD
-54548.300000000000
USD
-929.160000000000
N
N
N
N/A
N/A
ADVANTECH CO LTD
N/A
1.000000000000
NC
USD
-1646.910000000000
-0.0027458006
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Advantech Co Ltd
Advantech Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-09
0.000000000000
USD
0.000000000000
USD
-98186.930000000000
USD
-1646.910000000000
N
N
N
LG H&H Co Ltd
N/A
LG H&H Co Ltd
N/A
746.000000000000
NS
198070.340000000000
0.3302315556
Long
EC
CORP
KR
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
N/A
209500.000000000000
NS
885061.990000000000
1.4756141568
Long
EC
CORP
TH
N
2
N
N
N
KCC Corp
988400BF3M5UFPF3PH17
KCC Corp
N/A
202.000000000000
NS
43376.400000000000
0.0723190360
Long
EC
CORP
KR
N
2
N
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
N/A
11164.000000000000
NS
1144880.480000000000
1.9087949356
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
AIRPORTS OF THAILAND PC-NVDR
N/A
1.000000000000
NC
USD
-38983.410000000000
-0.0649948504
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
USD
0.000000000000
USD
-541625.050000000000
USD
-38983.410000000000
N
N
N
N/A
N/A
LOTUS PHARMACEUTICAL CO LTD
N/A
1.000000000000
NC
USD
-6567.960000000000
-0.0109503909
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Lotus Pharmaceutical Co Ltd
Lotus Pharmaceutical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-197374.180000000000
USD
-6567.960000000000
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
N/A
117400.000000000000
NS
359535.480000000000
0.5994333167
Long
EC
CORP
BR
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
N/A
13515.000000000000
NS
353260.170000000000
0.5889708447
Long
EC
CORP
JO
N
2
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
N/A
80500.000000000000
NS
206393.780000000000
0.3441087597
Long
EC
CORP
BR
N
1
N
N
N
Minerva SA/Brazil
391200UHL6YHY0OA1P30
Minerva SA/Brazil
N/A
97400.000000000000
NS
129441.530000000000
0.2158105944
Long
EC
CORP
BR
N
1
N
N
N
KEPCO Plant Service & Engineer
N/A
KEPCO Plant Service & Engineering Co Ltd
N/A
4839.000000000000
NS
150827.500000000000
0.2514662213
Long
EC
CORP
KR
N
2
N
N
N
Life Healthcare Group Holdings
529900NEEWARTDD80135
Life Healthcare Group Holdings Ltd
N/A
94465.000000000000
NS
76138.940000000000
0.1269421792
Long
EC
CORP
ZA
N
1
N
N
N
N/A
N/A
AIRTAC INTERNATIONAL GROUP
N/A
1.000000000000
NC
USD
-49024.920000000000
-0.0817364962
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Airtac International Group
Airtac International Group
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-351516.100000000000
USD
-49024.920000000000
N
N
N
N/A
N/A
AEROSPACE INDUSTRIAL DEVELOP
N/A
1.000000000000
NC
USD
-1847.950000000000
-0.0030809833
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Aerospace Industrial Developme
Aerospace Industrial Development Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-68221.320000000000
USD
-1847.950000000000
N
N
N
N/A
N/A
AEROSPACE INDUSTRIAL DEVELOP
N/A
1.000000000000
NC
USD
-4832.550000000000
-0.0080570393
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Aerospace Industrial Developme
Aerospace Industrial Development Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-229471.710000000000
USD
-4832.550000000000
N
N
N
Kalbe Farma Tbk PT
529900PRQI8S32HOE387
Kalbe Farma Tbk PT
N/A
1439700.000000000000
NS
153704.630000000000
0.2562630986
Long
EC
CORP
ID
N
1
N
N
N
N/A
N/A
AAC TECHNOLOGIES HOLDINGS IN
N/A
1.000000000000
NC
41335.720000000000
0.0689167248
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AAC Technologies Holdings Inc
AAC Technologies Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
HKD
0.000000000000
HKD
2635425.000000000000
HKD
41335.720000000000
N
N
N
Luxi Chemical Group Co Ltd
300300UFIWMHUM74D963
Luxi Chemical Group Co Ltd
N/A
485800.000000000000
NS
735817.510000000000
1.2267872159
Long
EC
CORP
CN
N
2
N
N
N
JJWD
N/A
Jiangsu Jiejie Microelectronics Co Ltd
N/A
240800.000000000000
NS
637685.600000000000
1.0631773928
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
AL HAMMADI HOLDING
N/A
1.000000000000
NC
USD
2460.980000000000
0.0041030538
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Al Hammadi Holding
Al Hammadi Holding
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-175423.970000000000
USD
2460.980000000000
N
N
N
Mr Price Group Ltd
378900D3417C35C5D733
Mr Price Group Ltd
N/A
27208.000000000000
NS
369920.450000000000
0.6167475941
Long
EC
CORP
ZA
N
1
N
N
N
N/A
N/A
CHINA MOTOR CORP
N/A
1.000000000000
NC
USD
6250.050000000000
0.0104203574
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
China Motor Corp
China Motor Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
USD
0.000000000000
USD
-221412.940000000000
USD
6250.050000000000
N
N
N
N/A
N/A
KUM YANG CO LTD
N/A
1.000000000000
NC
USD
49092.250000000000
0.0818487517
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Kum Yang Co Ltd
Kum Yang Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-09
0.000000000000
USD
0.000000000000
USD
-61624.730000000000
USD
49092.250000000000
N
N
N
N/A
N/A
LG H&H
N/A
1.000000000000
NC
USD
159880.370000000000
0.2665595631
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
LG H&H Co Ltd
LG H&H Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-08
0.000000000000
USD
0.000000000000
USD
-197969.080000000000
USD
159880.370000000000
N
N
N
N/A
N/A
LARGAN PRECISION CO LTD
N/A
1.000000000000
NC
USD
48786.820000000000
0.0813395254
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Largan Precision Co Ltd
Largan Precision Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
390121.910000000000
USD
48786.820000000000
N
N
N
N/A
N/A
KCC CORP
N/A
1.000000000000
NC
USD
-17691.700000000000
-0.0294963780
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KCC Corp
KCC Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
USD
0.000000000000
USD
137904.330000000000
USD
-17691.700000000000
N
N
N
N/A
N/A
KIA CORP
N/A
1.000000000000
NC
USD
-48443.760000000000
-0.0807675608
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kia Corp
Kia Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-08
0.000000000000
USD
0.000000000000
USD
-129621.740000000000
USD
-48443.760000000000
N
N
N
N/A
N/A
KOREA ZINC CO LTD
N/A
1.000000000000
NC
USD
41979.420000000000
0.0699899297
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Korea Zinc Co Ltd
Korea Zinc Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-31
0.000000000000
USD
0.000000000000
USD
497814.120000000000
USD
41979.420000000000
N
N
N
N/A
N/A
KOREAN AIR LINES CO LTD
N/A
1.000000000000
NC
USD
35460.070000000000
0.0591205835
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Korean Air Lines Co Ltd
Korean Air Lines Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-29
0.000000000000
USD
0.000000000000
USD
497418.680000000000
USD
35460.070000000000
N
N
N
N/A
N/A
KUMHO PETROCHEMICAL CO LTD
N/A
1.000000000000
NC
USD
-7375.220000000000
-0.0122962902
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Kumho Petrochemical Co Ltd
Kumho Petrochemical Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
USD
0.000000000000
USD
146856.080000000000
USD
-7375.220000000000
N
N
N
N/A
N/A
KT CORP
N/A
1.000000000000
NC
USD
28600.810000000000
0.0476845245
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KT Corp
KT Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
478913.350000000000
USD
28600.810000000000
N
N
N
N/A
N/A
LASERTEC CORP
N/A
1.000000000000
NC
-34057.210000000000
-0.0567816738
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Lasertec Corp
Lasertec Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
JPY
0.000000000000
JPY
-30888000.000000000000
JPY
-34057.210000000000
N
N
N
N/A
N/A
LG ELECTRONICS INC
N/A
1.000000000000
NC
USD
-21714.350000000000
-0.0362031164
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
LG Electronics Inc
LG Electronics Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
USD
0.000000000000
USD
475625.860000000000
USD
-21714.350000000000
N
N
N
N/A
N/A
WAFER WORKS CORP
N/A
1.000000000000
NC
USD
13418.160000000000
0.0223713447
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Wafer Works Corp
Wafer Works Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-10
0.000000000000
USD
0.000000000000
USD
-71420.760000000000
USD
13418.160000000000
N
N
N
N/A
N/A
LAND & HOUSES PUB - NVDR
N/A
1.000000000000
NC
USD
-8734.450000000000
-0.0145624580
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Land & Houses PCL
Land & Houses PCL
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-26
0.000000000000
USD
0.000000000000
USD
-155752.700000000000
USD
-8734.450000000000
N
N
N
N/A
N/A
AMATA CORP PUBLIC COLTD-NVDR
N/A
1.000000000000
NC
USD
-14241.330000000000
-0.0237437698
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-26
0.000000000000
USD
0.000000000000
USD
-157431.530000000000
USD
-14241.330000000000
N
N
N
N/A
N/A
WISTRON NEWEB CORP
N/A
1.000000000000
NC
USD
67937.880000000000
0.1132690124
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wistron NeWeb Corp
Wistron NeWeb Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-06
0.000000000000
USD
0.000000000000
USD
-404251.330000000000
USD
67937.880000000000
N
N
N
N/A
N/A
UNILEVER INDONESIA TBK PT
N/A
1.000000000000
NC
USD
16132.480000000000
0.0268967780
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Unilever Indonesia Tbk PT
Unilever Indonesia Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-03-15
0.000000000000
USD
0.000000000000
USD
-107000.650000000000
USD
16132.480000000000
N
N
N
N/A
N/A
UNILEVER INDONESIA TBK PT
N/A
1.000000000000
NC
USD
3514.450000000000
0.0058594451
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Unilever Indonesia Tbk PT
Unilever Indonesia Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-17
0.000000000000
USD
0.000000000000
USD
-35485.730000000000
USD
3514.450000000000
N
N
N
N/A
N/A
UNILEVER INDONESIA TBK PT
N/A
1.000000000000
NC
USD
93264.180000000000
0.1554941302
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
Unilever Indonesia Tbk PT
Unilever Indonesia Tbk PT
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-08-31
0.000000000000
USD
0.000000000000
USD
-375067.740000000000
USD
93264.180000000000
N
N
N
N/A
N/A
CHENBRO MICOM CO LTD
N/A
1.000000000000
NC
USD
-34249.960000000000
-0.0571030351
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
United States Overnight Bank Funding Rate
OBFR01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-274304.470000000000
USD
-34249.960000000000
N
N
N
N/A
N/A
SOOP CO LTD
N/A
1.000000000000
NC
USD
-2116.650000000000
-0.0035289717
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SOOP Co Ltd
SOOP Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
226114.010000000000
USD
-2116.650000000000
N
N
N
N/A
N/A
TONG YANG INDUSTRY
N/A
1.000000000000
NC
USD
-36431.040000000000
-0.0607394273
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Tong Yang Industry Co Ltd
Tong Yang Industry Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-470656.460000000000
USD
-36431.040000000000
N
N
N
N/A
N/A
TSINGTAO BREWERY CO LTD-H
N/A
1.000000000000
NC
22841.650000000000
0.0380826004
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tsingtao Brewery Co Ltd
Tsingtao Brewery Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-09
0.000000000000
HKD
0.000000000000
HKD
-1717600.000000000000
HKD
22841.650000000000
N
N
N
N/A
N/A
UNITED MICROELECTRONICS CORP
N/A
1.000000000000
NC
USD
-19342.310000000000
-0.0322483473
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
United Microelectronics Corp
United Microelectronics Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-06
0.000000000000
USD
0.000000000000
USD
-126648.950000000000
USD
-19342.310000000000
N
N
N
Yang Ming Marine Transport Cor
254900WG2ACWNVSP6E13
Yang Ming Marine Transport Corp
N/A
301000.000000000000
NS
607525.770000000000
1.0128936018
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
WIPRO LTD-ADR
N/A
1.000000000000
NC
USD
-26959.950000000000
-0.0449488107
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wipro Ltd
Wipro Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-03
0.000000000000
USD
0.000000000000
USD
-181512.470000000000
USD
-26959.950000000000
N
N
N
N/A
N/A
KING SLIDE WORKS CO LTD
N/A
1.000000000000
NC
USD
-61304.100000000000
-0.1022088835
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
King Slide Works Co Ltd
King Slide Works Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-355892.470000000000
USD
-61304.100000000000
N
N
N
N/A
N/A
AXIS BANK LTD- GDR REG S
N/A
1.000000000000
NC
USD
-2637.960000000000
-0.0043981226
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Axis Bank Ltd
Axis Bank Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-16
0.000000000000
USD
0.000000000000
USD
-513578.400000000000
USD
-2637.960000000000
N
N
N
N/A
N/A
LOCALIZA RENT A CAR
N/A
1.000000000000
NC
USD
9400.280000000000
0.0156725590
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Localiza Rent a Car SA
Localiza Rent a Car SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-05-15
0.000000000000
USD
0.000000000000
USD
-27751.840000000000
USD
9400.280000000000
N
N
N
N/A
N/A
LOCALIZA RENT A CAR
N/A
1.000000000000
NC
USD
266659.860000000000
0.4445870108
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Localiza Rent a Car SA
Localiza Rent a Car SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-05-18
0.000000000000
USD
0.000000000000
USD
-370698.890000000000
USD
266659.860000000000
N
N
N
N/A
N/A
LOCALIZA RENT A CAR
N/A
1.000000000000
NC
USD
-1354.460000000000
-0.0022582151
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Localiza Rent a Car SA
Localiza Rent a Car SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2030-11-29
0.000000000000
USD
0.000000000000
USD
-1329.170000000000
USD
-1354.460000000000
N
N
N
N/A
N/A
CHINA SHENHUA ENERGY CO-H
N/A
1.000000000000
NC
-78124.040000000000
-0.1302518250
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
China Shenhua Energy Co Ltd
China Shenhua Energy Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-07-28
0.000000000000
HKD
0.000000000000
HKD
-1718700.000000000000
HKD
-78124.040000000000
N
N
N
N/A
N/A
LOJAS RENNER S.A.
N/A
1.000000000000
NC
USD
-5944.530000000000
-0.0099109811
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lojas Renner SA
Lojas Renner SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-04-30
0.000000000000
USD
0.000000000000
USD
325235.670000000000
USD
-5944.530000000000
N
N
N
N/A
N/A
AMOREPACIFIC CORP
N/A
1.000000000000
NC
USD
23353.700000000000
0.0389363126
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Amorepacific Corp
Amorepacific Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-08
0.000000000000
USD
0.000000000000
USD
-381716.210000000000
USD
23353.700000000000
N
N
N
N/A
N/A
CHINA COAL ENERGY CO-H
N/A
1.000000000000
NC
-98460.260000000000
-0.1641572626
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
China Coal Energy Co Ltd
China Coal Energy Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-07-28
0.000000000000
HKD
0.000000000000
HKD
-1780120.000000000000
HKD
-98460.260000000000
N
N
N
N/A
N/A
UNITED INTERNATIONAL TRANSPO
N/A
1.000000000000
NC
USD
-22748.710000000000
-0.0379276468
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
United International Transport
United International Transportation Co
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-09
0.000000000000
USD
0.000000000000
USD
-274605.350000000000
USD
-22748.710000000000
N
N
N
N/A
N/A
UNITED INTERNATIONAL TRANSPO
N/A
1.000000000000
NC
USD
-29264.430000000000
-0.0487909408
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
United International Transport
United International Transportation Co
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-12-17
0.000000000000
USD
0.000000000000
USD
-158618.290000000000
USD
-29264.430000000000
N
N
N
N/A
N/A
LG INNOTEK CO LTD
N/A
1.000000000000
NC
USD
16122.770000000000
0.0268805891
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
LG Innotek Co Ltd
LG Innotek Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-26
0.000000000000
USD
0.000000000000
USD
331514.770000000000
USD
16122.770000000000
N
N
N
N/A
N/A
UNITED ELECTRONICS CO
N/A
1.000000000000
NC
USD
-5386.500000000000
-0.0089806090
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
United Electronics Co
United Electronics Co
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
USD
0.000000000000
USD
-295842.240000000000
USD
-5386.500000000000
N
N
N
N/A
N/A
VK CO LTD
N/A
1.000000000000
NC
USD
140168.560000000000
0.2336951692
N/A
DE
US
N
3
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VK IPJSC
VK IPJSC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-09-19
0.000000000000
USD
0.000000000000
USD
.000000000000
USD
140168.560000000000
N
N
N
N/A
N/A
ASMEDIA TECHNOLOGY INC
N/A
1.000000000000
NC
USD
-5297.880000000000
-0.0088328578
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-110659.580000000000
USD
-5297.880000000000
N
N
N
N/A
N/A
ASMEDIA TECHNOLOGY INC
N/A
1.000000000000
NC
USD
-39598.070000000000
-0.0660196386
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ASMedia Technology Inc
ASMedia Technology Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-27
0.000000000000
USD
0.000000000000
USD
-442638.320000000000
USD
-39598.070000000000
N
N
N
N/A
N/A
WHA CORP PCL-NVDR
N/A
1.000000000000
NC
USD
-12381.190000000000
-0.0206424628
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WHA Corp PCL
WHA Corp PCL
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-26
0.000000000000
USD
0.000000000000
USD
-247375.090000000000
USD
-12381.190000000000
N
N
N
N/A
N/A
ALPEK SA DE CV
N/A
1.000000000000
NC
USD
-74846.850000000000
-0.1247879501
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alpek SAB de CV
Alpek SAB de CV
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-23
0.000000000000
USD
0.000000000000
USD
260112.470000000000
USD
-74846.850000000000
N
N
N
N/A
N/A
ALPEK SA DE CV
N/A
1.000000000000
NC
USD
-10523.110000000000
-0.0175445904
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alpek SAB de CV
Alpek SAB de CV
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-02
0.000000000000
USD
0.000000000000
USD
44489.530000000000
USD
-10523.110000000000
N
N
N
N/A
N/A
UNIGROUP GUOXIN MICROELECT-A
N/A
1.000000000000
NC
USD
16268.790000000000
0.0271240400
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
US Federal Funds Effective Rate (continuous series)
FEDL01
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-89986.170000000000
USD
16268.790000000000
N
N
N
N/A
N/A
UNIGROUP GUOXIN MICROELECT-A
N/A
1.000000000000
NC
USD
59586.640000000000
0.0993454589
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GUOXIN MICRO
Unigroup Guoxin Microelectronics Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-16
0.000000000000
USD
0.000000000000
USD
-116847.720000000000
USD
59586.640000000000
N
N
N
N/A
N/A
LEEJAM SPORTS CO JSC
N/A
1.000000000000
NC
USD
-47629.540000000000
-0.0794100575
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Leejam Sports Co JSC
Leejam Sports Co JSC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-11-12
0.000000000000
USD
0.000000000000
USD
-347384.110000000000
USD
-47629.540000000000
N
N
N
N/A
N/A
ATACADAO SA
N/A
1.000000000000
NC
USD
-183074.710000000000
-0.3052301837
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Atacadao SA
Atacadao SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
703492.750000000000
USD
-183074.710000000000
N
N
N
N/A
N/A
SONOSCAPE MEDICAL CORP-A
N/A
1.000000000000
NC
USD
775.400000000000
0.0012927809
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sonoscape Medical Corp
Sonoscape Medical Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-02
0.000000000000
USD
0.000000000000
USD
-128647.610000000000
USD
775.400000000000
N
N
N
N/A
N/A
CHUNBO CO LTD
N/A
1.000000000000
NC
USD
38640.780000000000
0.0644236027
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Chunbo Co Ltd
Chunbo Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-08-07
0.000000000000
USD
0.000000000000
USD
-19562.530000000000
USD
38640.780000000000
N
N
N
N/A
N/A
CHUNBO CO LTD
N/A
1.000000000000
NC
USD
251839.140000000000
0.4198772565
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Chunbo Co Ltd
Chunbo Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-08
0.000000000000
USD
0.000000000000
USD
-81652.280000000000
USD
251839.140000000000
N
N
N
N/A
N/A
ALIBABA GROUP HOLDING LTD
N/A
1.000000000000
NC
114152.790000000000
0.1903205367
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
HKD
0.000000000000
HKD
18350685.000000000000
HKD
114152.790000000000
N
N
N
N/A
N/A
BUDWEISER BREWING CO APAC LT
N/A
1.000000000000
NC
178071.420000000000
0.2968884793
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Budweiser Brewing Co APAC Ltd
Budweiser Brewing Co APAC Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
HKD
0.000000000000
HKD
-4070528.000000000000
HKD
178071.420000000000
N
N
N
N/A
N/A
BUDWEISER BREWING CO APAC LT
N/A
1.000000000000
NC
7858.760000000000
0.0131024693
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Budweiser Brewing Co APAC Ltd
Budweiser Brewing Co APAC Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
HKD
0.000000000000
HKD
-262528.000000000000
HKD
7858.760000000000
N
N
N
N/A
N/A
CENTRAL RETAIL CORP-FOREIGN
N/A
1.000000000000
NC
USD
18336.990000000000
0.0305722337
N/A
DE
US
N
3
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
United States SOFR Secured Overnight Financing Rate
SOFRRATE
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-22
0.000000000000
USD
0.000000000000
USD
-202303.240000000000
USD
18336.990000000000
N
N
N
N/A
N/A
STARPOWER SEMICONDUCTOR LT-A
N/A
1.000000000000
NC
USD
26975.290000000000
0.0449743863
N/A
DE
US
N
1
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
StarPower Semiconductor Ltd
StarPower Semiconductor Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
USD
0.000000000000
USD
-188404.670000000000
USD
26975.290000000000
N
N
N
N/A
N/A
WH GROUP LTD
N/A
1.000000000000
NC
58938.110000000000
0.0982642012
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
WH Group Ltd
WH Group Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-30
0.000000000000
HKD
0.000000000000
HKD
7276080.000000000000
HKD
58938.110000000000
N
N
N
N/A
N/A
KRAFTON INC
N/A
1.000000000000
NC
USD
41879.990000000000
0.0698241556
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Krafton Inc
Krafton Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
583819.290000000000
USD
41879.990000000000
N
N
N
N/A
N/A
LG ENERGY SOLUTION
N/A
1.000000000000
NC
USD
71936.800000000000
0.1199361872
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
LG Energy Solution Ltd
LG Energy Solution Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
-358707.940000000000
USD
71936.800000000000
N
N
N
N/A
N/A
LG ENERGY SOLUTION
N/A
1.000000000000
NC
USD
37060.800000000000
0.0617893908
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
LG Energy Solution Ltd
LG Energy Solution Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-10-19
0.000000000000
USD
0.000000000000
USD
232361.420000000000
USD
37060.800000000000
N
N
N
N/A
N/A
CHERVON HOLDINGS LTD
N/A
1.000000000000
NC
-46020.020000000000
-0.0767265952
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Chervon Holdings Ltd
Chervon Holdings Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-01-19
0.000000000000
HKD
0.000000000000
HKD
2557250.000000000000
HKD
-46020.020000000000
N
N
N
Yunnan Yuntianhua Co Ltd
N/A
Yunnan Yuntianhua Co Ltd
N/A
269600.000000000000
NS
784320.760000000000
1.3076539610
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
LOCALIZA RENT A CAR SA - RCP
N/A
1.000000000000
NC
USD
-774.170000000000
-0.0012907302
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Localiza Rent a Car SA
Localiza Rent a Car SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-08-18
0.000000000000
USD
0.000000000000
USD
-4009.190000000000
USD
-774.170000000000
N
N
N
N/A
N/A
BORA PHARMACEUTICALS CO LTD
N/A
1.000000000000
NC
USD
30644.460000000000
0.0510917874
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bora Pharmaceuticals Co Ltd
Bora Pharmaceuticals Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-07-23
0.000000000000
USD
0.000000000000
USD
-327352.290000000000
USD
30644.460000000000
N
N
N
N/A
N/A
WALMART DE MEXICO SAB DE CV
N/A
1.000000000000
NC
USD
82577.480000000000
0.1376767954
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wal-Mart de Mexico SAB de CV
Wal-Mart de Mexico SAB de CV
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-02-16
0.000000000000
USD
0.000000000000
USD
-259704.640000000000
USD
82577.480000000000
N
N
N
N/A
N/A
BID CORP LTD
N/A
1.000000000000
NC
-1839.840000000000
-0.0030674619
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bid Corp Ltd
Bid Corp Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-06
0.000000000000
ZAR
0.000000000000
ZAR
-5572030.840000000000
ZAR
-1839.840000000000
N
N
N
N/A
N/A
CAMTEK LTD
N/A
1.000000000000
NC
USD
-32396.960000000000
-0.0540136322
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Camtek Ltd/Israel
Camtek Ltd/Israel
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-02-16
0.000000000000
USD
0.000000000000
USD
-83829.420000000000
USD
-32396.960000000000
N
N
N
N/A
N/A
CAMTEK LTD
N/A
1.000000000000
NC
USD
-13764.470000000000
-0.0229487279
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Camtek Ltd/Israel
Camtek Ltd/Israel
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-04-14
0.000000000000
USD
0.000000000000
USD
-194509.740000000000
USD
-13764.470000000000
N
N
N
N/A
N/A
SANTOS BRASIL PARTICIPACOES
N/A
1.000000000000
NC
USD
17961.550000000000
0.0299462837
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Santos Brasil Participacoes SA
Santos Brasil Participacoes SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-161004.440000000000
USD
17961.550000000000
N
N
N
Walsin Technology Corp
N/A
Walsin Technology Corp
N/A
44000.000000000000
NS
152647.240000000000
0.2545001716
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
SERCOMM CORPORATION
N/A
1.000000000000
NC
USD
-28656.430000000000
-0.0477772566
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Sercomm Corp
Sercomm Corp
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-268380.740000000000
USD
-28656.430000000000
N
N
N
N/A
N/A
TAIWAN SEMICONDUCTOR CO LTD
N/A
1.000000000000
NC
USD
1004.900000000000
0.0016754133
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Taiwan Semiconductor Co Ltd
Taiwan Semiconductor Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-36967.800000000000
USD
1004.900000000000
N
N
N
N/A
N/A
TOKYO ELECTRON LTD
N/A
1.000000000000
NC
-36357.170000000000
-0.0606162680
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tokyo Electron Ltd
Tokyo Electron Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2026-05-11
0.000000000000
JPY
0.000000000000
JPY
-12902500.000000000000
JPY
-36357.170000000000
N
N
N
N/A
N/A
SBERBANK PJSC -SPONSORED ADR
N/A
1.000000000000
NC
USD
-1057.210000000000
-0.0017626269
N/A
DE
US
N
3
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Sberbank of Russia PJSC
Sberbank of Russia PJSC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-09-16
0.000000000000
USD
0.000000000000
USD
.000000000000
USD
-1057.210000000000
N
N
N
N/A
N/A
TECHTRONIC INDUSTRIES CO LTD
N/A
1.000000000000
NC
182913.290000000000
0.3049610572
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Techtronic Industries Co Ltd
Techtronic Industries Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-01-19
0.000000000000
HKD
0.000000000000
HKD
7987600.000000000000
HKD
182913.290000000000
N
N
N
Amorepacific Corp
N/A
Amorepacific Corp
N/A
4099.000000000000
NS
380807.880000000000
0.6348995947
Long
EC
CORP
KR
N
2
N
N
N
N/A
N/A
ASMEDIA TECHNOLOGY INC
N/A
1.000000000000
NC
USD
-77398.600000000000
-0.1290423396
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ASMedia Technology Inc
ASMedia Technology Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-09
0.000000000000
USD
0.000000000000
USD
-387308.530000000000
USD
-77398.600000000000
N
N
N
N/A
N/A
ZHEN DING TECHNOLOGY HOLDING
N/A
1.000000000000
NC
USD
503.620000000000
0.0008396573
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Zhen Ding Technology Holding L
Zhen Ding Technology Holding Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-02
0.000000000000
USD
0.000000000000
USD
453219.750000000000
USD
503.620000000000
N
N
N
N/A
N/A
CIE FINANCIERE RICHEMO-A REG
N/A
1.000000000000
NC
-12011.260000000000
-0.0200256993
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-12
0.000000000000
CHF
0.000000000000
CHF
-222592.550000000000
CHF
-12011.260000000000
N
N
N
Zhejiang NHU Co Ltd
655600NJSJADB39G3P54
Zhejiang NHU Co Ltd
N/A
201200.000000000000
NS
548040.700000000000
0.9137174848
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
CHUNBO CO LTD
N/A
1.000000000000
NC
USD
90031.400000000000
0.1501042977
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Chunbo Co Ltd
Chunbo Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2025-12-12
0.000000000000
USD
0.000000000000
USD
-29410.940000000000
USD
90031.400000000000
N
N
N
WILL SEMICONDUCTOR LTD
8368000MFHXX01GPND38
Will Semiconductor Co Ltd Shanghai
N/A
14400.000000000000
NS
183643.420000000000
0.3061783620
Long
EC
CORP
CN
N
2
N
N
N
Adani Wilmar Ltd
335800R5XN85I4JPI333
Adani Wilmar Ltd
N/A
104859.000000000000
NS
452513.320000000000
0.7544500483
Long
EC
CORP
IN
N
2
N
N
N
Zhejiang Taihua New Material G
836800RVRUXJDQFWZ606
Zhejiang Taihua New Material Group Co Ltd
N/A
217500.000000000000
NS
321199.310000000000
0.5355175732
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
TENCENT HOLDINGS LTD
N/A
1.000000000000
NC
22097.560000000000
0.0368420209
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tencent Holdings Ltd
Tencent Holdings Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
HKD
0.000000000000
HKD
14057600.000000000000
HKD
22097.560000000000
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
N/A
1828500.000000000000
NS
1511506.150000000000
2.5200493279
Long
EC
CORP
MX
N
1
N
N
N
Angel Yeast Co Ltd
3003002K1DZ78FXZXI48
Angel Yeast Co Ltd
N/A
104400.000000000000
NS
459575.980000000000
0.7662252248
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
ZHEJIANG SHUANGHUAN DRIVEL-A
N/A
1.000000000000
NC
USD
12344.030000000000
0.0205805081
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
SHUANGHUAN DR.
Zhejiang Shuanghuan Driveline Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-05-10
0.000000000000
USD
0.000000000000
USD
-97628.450000000000
USD
12344.030000000000
N
N
N
Wuxi NCE Power Co Ltd
836800GO4DUDBRPO8B80
Wuxi NCE Power Co Ltd
N/A
304800.000000000000
NS
1281232.920000000000
2.1361277021
Long
EC
CORP
CN
N
2
N
N
N
Zydus Lifesciences Ltd
335800R9O14ORBXLPN13
Zydus Lifesciences Ltd
N/A
32423.000000000000
NS
436167.950000000000
0.7271983308
Long
EC
CORP
IN
N
2
N
N
N
Natco Pharma Ltd
33580086GIBRWXSNGG39
Natco Pharma Ltd
N/A
38713.000000000000
NS
711126.170000000000
1.1856207312
Long
EC
CORP
IN
N
2
N
N
N
N/A
N/A
ARCOS DORADOS HOLDINGS INC-A
N/A
1.000000000000
NC
USD
46312.900000000000
0.0772148976
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Arcos Dorados Holdings Inc
Arcos Dorados Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-16
0.000000000000
USD
0.000000000000
USD
-428516.000000000000
USD
46312.900000000000
N
N
N
N/A
N/A
ARCOS DORADOS HOLDINGS INC-A
N/A
1.000000000000
NC
USD
261.730000000000
0.0004363677
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Arcos Dorados Holdings Inc
Arcos Dorados Holdings Inc
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2027-08-23
0.000000000000
USD
0.000000000000
USD
-59136.000000000000
USD
261.730000000000
N
N
N
2024-10-28
RBB Fund, Inc.
/s/ James G. Shaw
RBB Fund, Inc.
CFO COO Secretary