SIMT Multi-Asset Capital Stability Fund

Fund Profile

Fund profile

Tickers

SCLAX, SMLYX

Fund manager

SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Total assets

$514.73 mm

Liabilities

$6.34 mm

Net assets

$508.39 mm

Number of holdings

406.00

Top 200 of 406 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TREASURY BILL 0.000000% 10/24/2024	79.76 mm	80.00 mm principal	15.69	Debt	Long	USA
JAPAN TREASURY DISC BILL ZERO COUPON 11/25/2024	77.83 mm	11.13 bn principal	15.31	Debt	Long	Japan
TREASURY BILL 0.000000% 10/31/2024	44.43 mm	44.60 mm principal	8.74	Debt	Long	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	31.98 mm	291.00 contracts	6.29	Interest rate derivative	N/A	USA
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.	29.07 mm	100.00 contracts	5.72	Equity derivative	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	23.54 mm	206.00 contracts	4.63	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	19.34 mm	176.00 contracts	3.80	Interest rate derivative	N/A	USA
MSCI EAFE DEC24 PHYSICAL INDEX FUTURE.	14.81 mm	119.00 contracts	2.91	Equity derivative	N/A	USA
CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	11.75 mm	127.00 contracts	2.31	Interest rate derivative	N/A	Canada
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	11.45 mm	55.00 contracts	2.25	Interest rate derivative	N/A	USA
INTESA FDG LLC COMMERCIAL PAPER (ISITC)	9.87 mm	9.90 mm principal	1.94	ABS-asset backed commercial paper	Long	USA
BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)	9.84 mm	9.85 mm principal	1.94	ABS-asset backed commercial paper	Long	USA
SPI 200 FUTURES DEC24 PHYSICAL INDEX FUTURE.	9.80 mm	68.00 contracts	1.93	Equity derivative	N/A	Australia
BECTON DICKINSON & CO COMMERCIAL PAPER (ISITC)	9.77 mm	9.85 mm principal	1.92	ABS-asset backed commercial paper	Long	USA
DENTSPLY SIRONA INC COMMERCIAL PAPER (ISITC)	9.61 mm	9.65 mm principal	1.89	ABS-asset backed commercial paper	Long	USA
GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)	9.58 mm	9.60 mm principal	1.88	ABS-asset backed commercial paper	Long	USA
OGLETHORPE PWR CORP ELEC MEMBE COMMERCIAL PAPER (ISITC)	9.50 mm	9.50 mm principal	1.87	ABS-asset backed commercial paper	Long	USA
TREASURY BILL 0.000000% 10/10/2024	9.49 mm	9.50 mm principal	1.87	Debt	Long	USA
HYUNDAI CAP AMER INC COMMERCIAL PAPER (ISITC)	9.32 mm	9.35 mm principal	1.83	ABS-asset backed commercial paper	Long	USA
ENTERGY CORP DISC COML PAPER 4 COMMERCIAL PAPER (ISITC)	9.29 mm	9.35 mm principal	1.83	ABS-asset backed commercial paper	Long	USA
SOCIETE GENERALE NORTH AMER IN COMMERCIAL PAPER (ISITC)	9.10 mm	9.10 mm principal	1.79	ABS-asset backed commercial paper	Long	USA
MUFG BK LTD N Y BRH DISC COML COMMERCIAL PAPER (ISITC)	9.00 mm	9.00 mm principal	1.77	ABS-asset backed commercial paper	Long	USA
CORPORACION ANDINA DE FOMENTO COMMERCIAL PAPER (ISITC)	8.95 mm	8.95 mm principal	1.76	ABS-asset backed commercial paper	Long	USA
SUMITOMO MITSUI TR BK SINGAPOR COMMERCIAL PAPER (ISITC)	8.85 mm	8.85 mm principal	1.74	ABS-asset backed commercial paper	Long	USA
VW CREDIT INC COMMERCIAL PAPER (ISITC)	8.40 mm	8.40 mm principal	1.65	ABS-asset backed commercial paper	Long	USA
MSCI EMGMKT DEC24 PHYSICAL INDEX FUTURE.	8.28 mm	141.00 contracts	1.63	Equity derivative	N/A	USA
MITSUBISHI CORP AMERS COMMERCIAL PAPER (ISITC)	7.34 mm	7.35 mm principal	1.44	ABS-asset backed commercial paper	Long	USA
MANHATTAN ASSET FDG CO LLC COMMERCIAL PAPER (ISITC)	7.14 mm	7.15 mm principal	1.40	ABS-asset backed commercial paper	Long	USA
MSCI EMGMKT DEC24 PHYSICAL INDEX FUTURE.	6.99 mm	119.00 contracts	1.37	Equity derivative	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	6.63 mm	58.00 contracts	1.30	Interest rate derivative	N/A	USA
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)	6.37 mm	6.40 mm principal	1.25	ABS-asset backed commercial paper	Long	USA
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	6.21 mm	47.00 contracts	1.22	Interest rate derivative	N/A	UK
FEDERAL HOME LOAN BANK 3.250000% 11/16/2028	6.13 mm	6.20 mm principal	1.21	Debt	Long	USA
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.	6.10 mm	21.00 contracts	1.20	Equity derivative	N/A	USA
NASDAQ 100 E-MINI DEC24 PHYSICAL INDEX FUTURE.	6.08 mm	15.00 contracts	1.20	Equity derivative	N/A	USA
OVINTIV INC COMMERCIAL PAPER (ISITC)	5.58 mm	5.60 mm principal	1.10	ABS-asset backed commercial paper	Long	USA
FEDERAL HOME LOAN BANK 4.500000% 03/10/2028	5.31 mm	5.16 mm principal	1.04	Debt	Long	USA
VEVFX Vanguard Explorer Value Fund	5.31 mm	112.39 k shares	1.04	Common equity	Long	USA
EURO-BOBL FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	4.69 mm	35.00 contracts	0.92	Interest rate derivative	N/A	Germany
FORTIVE CORPORATION COMMERCIAL PAPER (ISITC)	4.59 mm	4.60 mm principal	0.90	ABS-asset backed commercial paper	Long	USA
NUTRIEN LTD DISC COML PAPER 4 COMMERCIAL PAPER (ISITC)	4.15 mm	4.15 mm principal	0.82	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28	4.03 mm	2.66 mm principal	0.79	Debt	Long	USA
MARRIOTT INTL INC DISC COML PA COMMERCIAL PAPER (ISITC)	3.74 mm	3.75 mm principal	0.74	ABS-asset backed commercial paper	Long	USA
FTSE 100 IDX FUT DEC24 PHYSICAL INDEX FUTURE.	3.67 mm	33.00 contracts	0.72	Equity derivative	N/A	UK
TSY INFL IX N/B 1.750000% 01/15/2034	3.59 mm	3.47 mm principal	0.71	Debt	Long	USA
NUTRIEN LTD DISC COML PAPER 4 COMMERCIAL PAPER (ISITC)	3.44 mm	3.45 mm principal	0.68	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26	3.22 mm	2.04 mm principal	0.63	Debt	Long	USA
PARKER- HANNIFIN CORP COMMERCIAL PAPER (ISITC)	3.19 mm	3.20 mm principal	0.63	ABS-asset backed commercial paper	Long	USA
S&P MID 400 EMINI DEC24 PHYSICAL INDEX FUTURE.	3.15 mm	10.00 contracts	0.62	Equity derivative	N/A	USA
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)	3.12 mm	3.15 mm principal	0.61	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	3.11 mm	3.07 mm principal	0.61	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	3.05 mm	2.93 mm principal	0.60	Debt	Long	USA
S&P/TSX 60 IX FUT DEC24 PHYSICAL INDEX FUTURE.	2.99 mm	14.00 contracts	0.59	Equity derivative	N/A	Canada
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	2.99 mm	2.78 mm principal	0.59	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	2.98 mm	2.69 mm principal	0.59	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033	2.94 mm	2.89 mm principal	0.58	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	2.91 mm	2.85 mm principal	0.57	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26	2.89 mm	2.23 mm principal	0.57	Debt	Long	USA
AMSTERDAM IDX FUT OCT24 PHYSICAL INDEX FUTURE.	2.85 mm	14.00 contracts	0.56	Equity derivative	N/A	Netherlands
E-MINI RUSS 2000 DEC24 PHYSICAL INDEX FUTURE.	2.70 mm	24.00 contracts	0.53	Equity derivative	N/A	USA
TSY INFL IX N/B 2.125000% 04/15/2029	2.67 mm	2.55 mm principal	0.52	Debt	Long	USA
MANHATTAN ASSET FDG CO LLC COMMERCIAL PAPER	2.64 mm	2.65 mm principal	0.52	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	2.55 mm	2.24 mm principal	0.50	Debt	Long	USA
MITSUBISHI CORP AMERS COMMERCIAL PAPER (ISITC)	2.50 mm	2.50 mm principal	0.49	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	2.44 mm	1.90 mm principal	0.48	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	2.32 mm	2.04 mm principal	0.46	Debt	Long	USA
NIKKEI 225 MINI DEC24 PHYSICAL INDEX FUTURE.	2.28 mm	86.00 contracts	0.45	Equity derivative	N/A	Japan
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	2.19 mm	2.14 mm principal	0.43	Debt	Long	USA
OMXS30 IND FUTURE OCT24 PHYSICAL INDEX FUTURE.	2.18 mm	84.00 contracts	0.43	Equity derivative	N/A	Sweden
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	2.16 mm	1.42 mm principal	0.43	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	2.16 mm	2.02 mm principal	0.42	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026	2.15 mm	1.92 mm principal	0.42	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28	2.13 mm	1.02 mm principal	0.42	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	1.97 mm	1.58 mm principal	0.39	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	1.97 mm	1.84 mm principal	0.39	Debt	Long	USA
EURO STOXX 50 DEC24 PHYSICAL INDEX FUTURE.	1.91 mm	34.00 contracts	0.38	Equity derivative	N/A	Germany
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	1.89 mm	1.54 mm principal	0.37	Debt	Long	USA
FTSE 100 IDX FUT DEC24 PHYSICAL INDEX FUTURE.	1.89 mm	17.00 contracts	0.37	Equity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	1.78 mm	1.67 mm principal	0.35	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	1.76 mm	1.51 mm principal	0.35	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029	1.74 mm	1.43 mm principal	0.34	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026	1.73 mm	1.48 mm principal	0.34	Debt	Long	USA
CAC40 10 EURO FUT OCT24 PHYSICAL INDEX FUTURE.	1.71 mm	20.00 contracts	0.34	Equity derivative	N/A	France
IBEX 35 INDX FUTR OCT24 PHYSICAL INDEX FUTURE.	1.59 mm	12.00 contracts	0.31	Equity derivative	N/A	Spain
NVDA NVIDIA Corporation	1.51 mm	12.39 k shares	0.30	Common equity	Long	USA
PARKER- HANNIFIN CORP COMMERCIAL PAPER (ISITC)	1.50 mm	1.50 mm principal	0.29	ABS-asset backed commercial paper	Long	USA
TSY INFL IX N/B 1.875000% 07/15/2034	1.46 mm	1.42 mm principal	0.29	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	1.44 mm	1.16 mm principal	0.28	Debt	Long	USA
ENEL FIN AMER LLC DISC CP 4/A2 COMMERCIAL PAPER (ISITC)	1.30 mm	1.30 mm principal	0.26	ABS-asset backed commercial paper	Long	USA
AUST 10Y BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	1.29 mm	16.00 contracts	0.25		Long	Australia
NUTRIEN LTD DISC COML PAPER 4 COMMERCIAL PAPER (ISITC)	1.19 mm	1.20 mm principal	0.23	ABS-asset backed commercial paper	Long	USA
EURO-OAT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	1.13 mm	8.00 contracts	0.22	Interest rate derivative	N/A	Germany
DAX INDEX FUTURE DEC24 PHYSICAL INDEX FUTURE.	1.09 mm	2.00 contracts	0.21	Equity derivative	N/A	Germany
NUTRIEN LTD DISC COMPL PAPER COMMERCIAL PAPER (ISITC)	1.05 mm	1.05 mm principal	0.21	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027	890.47 k	703.90 k principal	0.18	Debt	Long	USA
CORPORACION ANDINA DE FOMENTO COMMERCIAL PAPER (ISITC)	849.20 k	850.00 k principal	0.17	ABS-asset backed commercial paper	Long	USA
VW CREDIT INC COMMERCIAL PAPER (ISITC)	746.87 k	750.00 k principal	0.15	ABS-asset backed commercial paper	Long	USA
META Meta Platforms, Inc.	739.59 k	1.29 k shares	0.15	Common equity	Long	USA
AMZN Amazon.com, Inc.	723.33 k	3.88 k shares	0.14	Common equity	Long	USA
MSFT Microsoft Corporation	684.61 k	1.59 k shares	0.13	Common equity	Long	USA
VW CREDIT INC COMMERCIAL PAPER (ISITC)	649.82 k	650.00 k principal	0.13	ABS-asset backed commercial paper	Long	USA
BRUNSWICK CORPORATION COMMERCIAL PAPER (ISITC)	649.64 k	650.00 k principal	0.13	ABS-asset backed commercial paper	Long	USA
GOOG Alphabet Inc.	645.19 k	3.86 k shares	0.13	Common equity	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27	618.19 k	390.00 k principal	0.12	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025	605.99 k	509.80 k principal	0.12	Debt	Long	USA
FTSE/MIB IDX FUT DEC24 PHYSICAL INDEX FUTURE.	571.53 k	3.00 contracts	0.11	Equity derivative	N/A	Italy
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	560.04 k	279.80 k principal	0.11	Debt	Long	USA
TOPIX INDX FUTR DEC24 PHYSICAL INDEX FUTURE.	555.26 k	3.00 contracts	0.11	Equity derivative	N/A	Japan
CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	555.21 k	6.00 contracts	0.11	Interest rate derivative	N/A	Canada
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	497.27 k	235.50 k principal	0.10	Debt	Long	USA
Credit Default Swap	493.60 k	-6.43 mm contracts	0.10	Credit derivative	N/A	USA
SPX US 12/19/25 P6000 LONG	485.40 k	12.00 contracts	0.10	Equity derivative	N/A	USA
ISHARES CHINA LARGE-CAP ETF MUTUAL FUND	452.61 k	14.24 k shares	0.09	Common equity	Long	USA
SPX US 12/19/25 C6000 LONG	427.44 k	12.00 contracts	0.08	Equity derivative	N/A	USA
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	396.09 k	3.00 contracts	0.08	Interest rate derivative	N/A	UK
DBX ETF Trust	354.97 k	12.42 k shares	0.07	Common equity	Long	USA
VEVFX Vanguard Explorer Value Fund	326.71 k	3.90 k shares	0.06	Common equity	Long	USA
SKANDINAVISKA ENSKILDA BANKEN COMMERCIAL PAPER (ISITC)	297.96 k	300.00 k principal	0.06	ABS-asset backed commercial paper	Long	USA
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)	249.93 k	250.00 k principal	0.05	ABS-asset backed commercial paper	Long	USA
GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)	249.41 k	250.00 k principal	0.05	ABS-asset backed commercial paper	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025	238.69 k	200.80 k principal	0.05	Debt	Long	USA
THE CIGNA GROUP COMMERCIAL PAPER (ISITC)	199.73 k	200.00 k principal	0.04	ABS-asset backed commercial paper	Long	USA
NDX US 12/20/24 P19100 LONG	188.15 k	5.00 contracts	0.04	Equity derivative	N/A	USA
FX Forward Contract: MYR/USD SETTLE 2024-11-21 GOLDMAN, SACHS & CO.	187.96 k	1.00 contracts	0.04	DFE	N/A	Malaysia
Credit Default Swap	119.34 k	-5.37 mm contracts	0.02	Credit derivative	N/A	USA
BRK - GOLDMAN SACHS REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA GOLDMAN SACHS & CO. LLC	116.59 k	29.74 k contracts	0.02	Equity derivative	N/A	USA
VEVFX Vanguard Explorer Value Fund	113.48 k	1.40 k shares	0.02	Common equity	Long	USA
NDX US 10/18/24 P19400 LONG	112.00 k	8.00 contracts	0.02	Equity derivative	N/A	USA
Credit Default Swap	93.09 k	-887.99 k contracts	0.02	Credit derivative	N/A	XX
FX Forward Contract: CLP/USD SETTLE 2024-11-08 BNP PARIBAS	80.41 k	1.00 contracts	0.02	DFE	N/A	Chile
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	76.65 k	1.00 contracts	0.02	DFE	N/A	Indonesia
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	62.45 k	1.00 contracts	0.01	DFE	N/A	Indonesia
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	59.31 k	1.57 mm contracts	0.01	Interest rate derivative	N/A	New Zealand
FX Forward Contract: MYR/USD SETTLE 2024-11-21 GOLDMAN, SACHS & CO.	52.64 k	1.00 contracts	0.01	DFE	N/A	Malaysia
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	52.49 k	1.00 contracts	0.01	DFE	N/A	Indonesia
FX Forward Contract: KRW/USD SETTLE 2024-10-18 J.P. MORGAN SECURITIES	49.42 k	1.00 contracts	0.01	DFE	N/A	Korea, Republic of
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	47.53 k	1.53 mm contracts	0.01	Interest rate derivative	N/A	New Zealand
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	43.14 k	1.74 mm contracts	0.01	Interest rate derivative	N/A	Australia
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	41.74 k	1.00 contracts	0.01	DFE	N/A	Indonesia
FX Forward Contract: THB/USD SETTLE 2024-11-21 BROWN BROTHERS HARRIMAN & CO.	37.54 k	1.00 contracts	0.01	DFE	N/A	Thailand
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	37.49 k	1.46 mm contracts	0.01	Interest rate derivative	N/A	New Zealand
FX Forward Contract: JPY/USD SETTLE 2024-10-17 GOLDMAN, SACHS & CO.	36.90 k	1.00 contracts	0.01	DFE	N/A	Japan
FX Forward Contract: GBP/USD SETTLE 2024-11-08 BROWN BROTHERS HARRIMAN & CO.	34.33 k	1.00 contracts	0.01	DFE	N/A	UK
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	34.15 k	1.62 mm contracts	0.01	Interest rate derivative	N/A	Australia
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	34.02 k	1.31 mm contracts	0.01	Interest rate derivative	N/A	New Zealand
FX Forward Contract: EUR/USD SETTLE 2024-10-25 BARCLAYS CAPITAL INC.	30.70 k	1.00 contracts	0.01	DFE	N/A	XX
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	27.62 k	1.00 mm contracts	0.01	Interest rate derivative	N/A	New Zealand
FX Forward Contract: PHP/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	26.74 k	1.00 contracts	0.01	DFE	N/A	Philippines
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	25.77 k	1.00 contracts	0.01	DFE	N/A	Indonesia
FX Forward Contract: AUD/USD SETTLE 2024-11-22 BROWN BROTHERS HARRIMAN & CO.	25.31 k	1.00 contracts	0.00	DFE	N/A	Australia
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	20.36 k	1.06 mm contracts	0.00	Interest rate derivative	N/A	Australia
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	18.92 k	1.38 mm contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: JPY/USD SETTLE 2024-10-17 GOLDMAN, SACHS & CO.	18.70 k	1.00 contracts	0.00	DFE	N/A	Japan
FX Forward Contract: THB/USD SETTLE 2024-11-21 BROWN BROTHERS HARRIMAN & CO.	18.46 k	1.00 contracts	0.00	DFE	N/A	Thailand
FX Forward Contract: MYR/USD SETTLE 2024-11-21 GOLDMAN, SACHS & CO.	17.65 k	1.00 contracts	0.00	DFE	N/A	Malaysia
FX Forward Contract: KRW/USD SETTLE 2024-10-18 J.P. MORGAN SECURITIES	16.33 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
BRK: MORGAN STANLEY REC: 3 MONTH AUD : BBSW	16.00 k	1.56 mm contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: KRW/USD SETTLE 2024-10-18 J.P. MORGAN SECURITIES	14.13 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	13.79 k	620.00 k contracts	0.00	Interest rate derivative	N/A	New Zealand
FX Forward Contract: CHF/USD SETTLE 2024-10-25 BROWN BROTHERS HARRIMAN & CO.	13.52 k	1.00 contracts	0.00	DFE	N/A	Switzerland
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	13.32 k	570.00 k contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: AUD/USD SETTLE 2024-11-22 BROWN BROTHERS HARRIMAN & CO.	13.31 k	1.00 contracts	0.00	DFE	N/A	Australia
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	12.74 k	340.00 k contracts	0.00	Interest rate derivative	N/A	New Zealand
FX Forward Contract: ZAR/USD SETTLE 2024-10-17 BROWN BROTHERS HARRIMAN & CO.	12.46 k	1.00 contracts	0.00	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-10-17 BROWN BROTHERS HARRIMAN & CO.	12.13 k	1.00 contracts	0.00	DFE	N/A	South Africa
FX Forward Contract: MYR/USD SETTLE 2024-11-21 GOLDMAN, SACHS & CO.	11.97 k	1.00 contracts	0.00	DFE	N/A	Malaysia
FX Forward Contract: CAD/USD SETTLE 2024-11-07 BROWN BROTHERS HARRIMAN & CO.	11.35 k	1.00 contracts	0.00	DFE	N/A	Canada
FX Forward Contract: TWD/USD SETTLE 2024-11-22 UBS WARBURG	11.27 k	1.00 contracts	0.00	DFE	N/A	Taiwan
FX Forward Contract: USD/MXN SETTLE 2024-12-11 GOLDMAN, SACHS & CO.	11.24 k	1.00 contracts	0.00	DFE	N/A	USA
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	11.05 k	660.00 k contracts	0.00	Interest rate derivative	N/A	New Zealand
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	10.45 k	370.00 k contracts	0.00	Interest rate derivative	N/A	Australia
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	10.10 k	280.00 k contracts	0.00	Interest rate derivative	N/A	New Zealand
FX Forward Contract: AUD/USD SETTLE 2024-11-22 BROWN BROTHERS HARRIMAN & CO.	9.90 k	1.00 contracts	0.00	DFE	N/A	Australia
FX Forward Contract: HUF/USD SETTLE 2024-11-21 BROWN BROTHERS HARRIMAN & CO.	9.68 k	1.00 contracts	0.00	DFE	N/A	Hungary
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	8.97 k	1.00 contracts	0.00	DFE	N/A	Indonesia
FX Forward Contract: PHP/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	8.68 k	1.00 contracts	0.00	DFE	N/A	Philippines
FX Forward Contract: TWD/USD SETTLE 2024-11-22 UBS WARBURG	8.17 k	1.00 contracts	0.00	DFE	N/A	Taiwan
BRK: MORGAN STANLEY PAY: 3:MONTH BBR FRA (NZD)	8.12 k	950.00 k contracts	0.00	Interest rate derivative	N/A	New Zealand
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	7.62 k	290.00 k contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: THB/USD SETTLE 2024-11-21 BROWN BROTHERS HARRIMAN & CO.	6.96 k	1.00 contracts	0.00	DFE	N/A	Thailand
FX Forward Contract: SEK/USD SETTLE 2024-11-22 BROWN BROTHERS HARRIMAN & CO.	6.95 k	1.00 contracts	0.00	DFE	N/A	Sweden
FX Forward Contract: CAD/USD SETTLE 2024-11-07 BROWN BROTHERS HARRIMAN & CO.	6.94 k	1.00 contracts	0.00	DFE	N/A	Canada
FX Forward Contract: CHF/USD SETTLE 2024-10-25 BROWN BROTHERS HARRIMAN & CO.	6.76 k	1.00 contracts	0.00	DFE	N/A	Switzerland
FX Forward Contract: PHP/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	6.72 k	1.00 contracts	0.00	DFE	N/A	Philippines
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	6.66 k	850.00 k contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: ZAR/USD SETTLE 2024-10-17 BROWN BROTHERS HARRIMAN & CO.	6.58 k	1.00 contracts	0.00	DFE	N/A	South Africa
FX Forward Contract: USD/JPY SETTLE 2024-10-17 GOLDMAN, SACHS & CO.	6.43 k	1.00 contracts	0.00	DFE	N/A	USA
BRK: MORGAN STANLEY PAY: 6:MONTH BBSW : AUD	6.30 k	1.09 mm contracts	0.00	Interest rate derivative	N/A	Australia
FX Forward Contract: PLN/USD SETTLE 2024-11-21 BROWN BROTHERS HARRIMAN & CO.	6.23 k	1.00 contracts	0.00	DFE	N/A	Panama
FX Forward Contract: GBP/USD SETTLE 2024-11-08 BROWN BROTHERS HARRIMAN & CO.	6.14 k	1.00 contracts	0.00	DFE	N/A	UK
FX Forward Contract: NOK/USD SETTLE 2024-11-22 DEUTSCHE BANK SECURITIES, INC.	5.82 k	1.00 contracts	0.00	DFE	N/A	Norway
FX Forward Contract: TWD/USD SETTLE 2024-11-22 UBS WARBURG	5.76 k	1.00 contracts	0.00	DFE	N/A	Taiwan
FX Forward Contract: KRW/USD SETTLE 2024-10-18 J.P. MORGAN SECURITIES	5.59 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: ZAR/USD SETTLE 2024-10-17 BROWN BROTHERS HARRIMAN & CO.	5.54 k	1.00 contracts	0.00	DFE	N/A	South Africa
FX Forward Contract: GBP/USD SETTLE 2024-11-08 BROWN BROTHERS HARRIMAN & CO.	5.36 k	1.00 contracts	0.00	DFE	N/A	UK
FX Forward Contract: KRW/USD SETTLE 2024-10-18 J.P. MORGAN SECURITIES	5.34 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	5.33 k	1.00 contracts	0.00	DFE	N/A	Indonesia
FX Forward Contract: CAD/USD SETTLE 2024-11-07 BROWN BROTHERS HARRIMAN & CO.	5.33 k	1.00 contracts	0.00	DFE	N/A	Canada
FX Forward Contract: IDR/USD SETTLE 2024-10-25 GOLDMAN, SACHS & CO.	5.29 k	1.00 contracts	0.00	DFE	N/A	Indonesia
FX Forward Contract: EUR/USD SETTLE 2024-10-25 BARCLAYS CAPITAL INC.	5.22 k	1.00 contracts	0.00	DFE	N/A	XX