SIMT Multi-Asset Accumulation Fund

Fund Profile

Fund profile

Tickers

SAAAX, SMOYX

Fund manager

SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Total assets

$1.36 bn

Liabilities

$29.10 mm

Net assets

$1.33 bn

Number of holdings

1.30 k

Top 200 of 1301 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.	195.94 mm	674.00 contracts	14.73	Equity derivative	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	194.96 mm	1.71 k contracts	14.66	Interest rate derivative	N/A	USA
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.	175.30 mm	603.00 contracts	13.18	Equity derivative	N/A	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	144.28 mm	1.31 k contracts	10.85	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	116.45 mm	1.02 k contracts	8.76	Interest rate derivative	N/A	USA
EURO-BOBL FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	115.22 mm	860.00 contracts	8.66	Interest rate derivative	N/A	Germany
SIMT MULTI-ASSET ACCUMULATION CFC ACCUMULATION COMMODITY STRATEGY	112.35 mm	857.99 k shares	8.45	Common equity	Long	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	100.98 mm	919.00 contracts	7.59	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 12/05/2024	89.27 mm	90.00 mm principal	6.71	Debt	Long	USA
MSCI EAFE DEC24 PHYSICAL INDEX FUTURE.	72.07 mm	579.00 contracts	5.42	Equity derivative	N/A	USA
TREASURY BILL 0.000000% 11/14/2024	69.60 mm	70.00 mm principal	5.23	Debt	Long	USA
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	66.54 mm	504.00 contracts	5.00	Interest rate derivative	N/A	UK
EURO-BUND FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	60.23 mm	400.00 contracts	4.53	Interest rate derivative	N/A	Germany
TREASURY BILL 0.000000% 10/08/2024	59.95 mm	60.00 mm principal	4.51	Debt	Long	USA
US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.	58.12 mm	468.00 contracts	4.37	Interest rate derivative	N/A	USA
EURO-BUND FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	57.97 mm	385.00 contracts	4.36	Interest rate derivative	N/A	Germany
TREASURY BILL 0.000000% 10/08/2024	49.95 mm	50.00 mm principal	3.76	Debt	Long	USA
TREASURY BILL 0.000000% 10/15/2024	49.91 mm	50.00 mm principal	3.75	Debt	Long	USA
TREASURY BILL 0.000000% 10/29/2024	49.82 mm	50.00 mm principal	3.75	Debt	Long	USA
US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.	48.31 mm	389.00 contracts	3.63	Interest rate derivative	N/A	USA
CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	43.86 mm	474.00 contracts	3.30	Interest rate derivative	N/A	Canada
AUST 10Y BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	41.18 mm	510.00 contracts	3.10		Long	Australia
LONG GILT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	38.55 mm	292.00 contracts	2.90	Interest rate derivative	N/A	UK
EURO-BOBL FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	36.31 mm	271.00 contracts	2.73	Interest rate derivative	N/A	Germany
TREASURY BILL 0.000000% 11/14/2024	35.99 mm	36.19 mm principal	2.71	Debt	Long	USA
JPN 10Y BOND(OSE) DEC24 FINANCIAL COMMODITY FUTURE.	33.37 mm	33.00 contracts	2.51	Interest rate derivative	N/A	Japan
US ULTRA BOND CBT DEC24 FINANCIAL COMMODITY FUTURE.	29.15 mm	219.00 contracts	2.19	Interest rate derivative	N/A	USA
EURO-OAT FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	28.88 mm	204.00 contracts	2.17	Interest rate derivative	N/A	Germany
GOLD 100 OZ FUTR DEC24 PHYSICAL COMMODITY FUTURE.	27.39 mm	103.00 contracts	2.06	Commodity derivative	N/A	USA
US 2YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	23.11 mm	111.00 contracts	1.74	Interest rate derivative	N/A	USA
TREASURY BILL 0.000000% 02/06/2025	22.50 mm	22.85 mm principal	1.69	Debt	Long	USA
EURO-BTP FUTURE DEC24 FINANCIAL COMMODITY FUTURE.	21.42 mm	158.00 contracts	1.61	Interest rate derivative	N/A	Germany
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	20.00 mm	19.50 mm principal	1.50	Debt	Long	USA
TREASURY BILL 0.000000% 12/26/2024	19.78 mm	20.00 mm principal	1.49	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	19.00 mm	17.70 mm principal	1.43	Debt	Long	USA
LME COPPER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	18.90 mm	77.00 contracts	1.42	Commodity derivative	N/A	UK
EURO STOXX 50 DEC24 PHYSICAL INDEX FUTURE.	18.86 mm	336.00 contracts	1.42	Equity derivative	N/A	Germany
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	18.48 mm	18.10 mm principal	1.39	Debt	Long	USA
TSY INFL IX N/B 1.750000% 01/15/2034	18.42 mm	17.80 mm principal	1.38	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	18.37 mm	16.10 mm principal	1.38	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	18.10 mm	16.30 mm principal	1.36	Debt	Long	USA
FTSE 100 IDX FUT DEC24 PHYSICAL INDEX FUTURE.	17.90 mm	161.00 contracts	1.35	Equity derivative	N/A	UK
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029	17.34 mm	13.80 mm principal	1.30	Debt	Long	France
EURO-BUXL 30Y BND DEC24 FINANCIAL COMMODITY FUTURE.	17.03 mm	112.00 contracts	1.28	Interest rate derivative	N/A	Germany
MSCI EMGMKT DEC24 PHYSICAL INDEX FUTURE.	17.03 mm	290.00 contracts	1.28	Equity derivative	N/A	USA
E-MINI RUSS 2000 DEC24 PHYSICAL INDEX FUTURE.	16.76 mm	149.00 contracts	1.26	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	16.62 mm	16.40 mm principal	1.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	16.00 mm	15.00 mm principal	1.20	Debt	Long	USA
E-MINI RUSS 2000 DEC24 PHYSICAL INDEX FUTURE.	15.86 mm	141.00 contracts	1.19	Equity derivative	N/A	USA
S&P MID 400 EMINI DEC24 PHYSICAL INDEX FUTURE.	15.74 mm	50.00 contracts	1.18	Equity derivative	N/A	USA
IFSC NIFTY 50 FUT OCT24 PHYSICAL INDEX FUTURE.	15.19 mm	292.00 contracts	1.14	Equity derivative	N/A	India
BRK: JP MORGAN CHASE REF: HSCEI CHINA INDEX FUTURE SWAP -OCT24 JP MORGAN CHASE BANK N.A.	14.69 mm	302.00 contracts	1.10	Equity derivative	N/A	Hong Kong
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	14.44 mm	13.90 mm principal	1.09	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032	14.04 mm	5.50 mm principal	1.06	Debt	Long	UK
BRENT CRUDE FUTR JAN25 PHYSICAL COMMODITY FUTURE.	13.65 mm	191.00 contracts	1.03	Commodity derivative	N/A	UK
S&P/TSX 60 IX FUT DEC24 PHYSICAL INDEX FUTURE.	13.47 mm	63.00 contracts	1.01	Equity derivative	N/A	Canada
TSY INFL IX N/B 2.125000% 04/15/2029	12.65 mm	12.10 mm principal	0.95	Debt	Long	USA
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034	12.26 mm	5.40 mm principal	0.92	Debt	Long	UK
AUST 3YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	11.82 mm	159.00 contracts	0.89		Long	Australia
EURO-BUXL 30Y BND DEC24 FINANCIAL COMMODITY FUTURE.	10.95 mm	72.00 contracts	0.82	Interest rate derivative	N/A	Germany
FRTR 0.10 07/25/2036 0.10% 07/25/2036	10.46 mm	8.50 mm principal	0.79	Debt	Long	France
TREASURY BILL 0.000000% 10/29/2024	9.96 mm	10.00 mm principal	0.75	Debt	Long	USA
TOPIX INDX FUTR DEC24 PHYSICAL INDEX FUTURE.	9.62 mm	52.00 contracts	0.72	Equity derivative	N/A	Japan
REF: TAIEX FUTURES OCT24 BRK: BANK OF AMERICA MERRILL LYNCH, PIERCE, FENNER & SMITH	9.59 mm	68.00 contracts	0.72	Equity derivative	N/A	Taiwan
FRANCE OATI/L 0.10% 07/25/2031	9.27 mm	7.30 mm principal	0.70	Debt	Long	France
WTI CRUDE FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	8.93 mm	131.00 contracts	0.67	Commodity derivative	N/A	USA
DEUTSCHLAND I/L BOND 0.5% 04/15/2030	8.89 mm	6.20 mm principal	0.67	Debt	Long	Germany
TSY INFL IX N/B 1.750000% 01/15/2034	8.26 mm	7.99 mm principal	0.62	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033	7.65 mm	7.51 mm principal	0.57	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	7.64 mm	7.48 mm principal	0.57	Debt	Long	USA
FTSE/MIB IDX FUT DEC24 PHYSICAL INDEX FUTURE.	7.62 mm	40.00 contracts	0.57	Equity derivative	N/A	Italy
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	7.60 mm	7.50 mm principal	0.57	Debt	Long	USA
EURO-SCHATZ FUT DEC24 FINANCIAL COMMODITY FUTURE.	7.42 mm	62.00 contracts	0.56	Interest rate derivative	N/A	Germany
SPI 200 FUTURES DEC24 PHYSICAL INDEX FUTURE.	7.35 mm	51.00 contracts	0.55	Equity derivative	N/A	Australia
TSY INFL IX N/B 2.125000% 04/15/2029	7.34 mm	7.03 mm principal	0.55	Debt	Long	USA
FRANCE OATI/L 0.10% 03/01/2036	7.31 mm	6.40 mm principal	0.55	Debt	Long	France
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	7.15 mm	6.71 mm principal	0.54	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	7.08 mm	6.90 mm principal	0.53	Debt	Long	USA
TREASURY BILL 0.000000% 12/26/2024	6.95 mm	7.02 mm principal	0.52	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	6.82 mm	6.39 mm principal	0.51	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	6.78 mm	6.11 mm principal	0.51	Debt	Long	USA
WTI CRUDE FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	6.78 mm	100.00 contracts	0.51	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025	6.68 mm	5.11 mm principal	0.50	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	6.63 mm	5.81 mm principal	0.50	Debt	Long	USA
COFFEE 'C' FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	6.59 mm	65.00 contracts	0.50	Commodity derivative	N/A	USA
BRK:JP MORGAN CHASE REF: KOSPI 200 INDEX FUTURE DEC24 J.P. MORGAN SECURITIES	6.58 mm	99.00 contracts	0.50	Equity derivative	N/A	Korea, Republic of
BRK: GOLDMAN REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN GOLDMAN SACHS & CO. LLC	6.56 mm	590.60 k contracts	0.49	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	6.52 mm	6.07 mm principal	0.49	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26	6.50 mm	5.01 mm principal	0.49	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	6.41 mm	3.04 mm principal	0.48	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025	6.40 mm	5.38 mm principal	0.48	Debt	Long	USA
TSY INFL IX N/B 1.875000% 07/15/2034	6.37 mm	6.20 mm principal	0.48	Debt	Long	USA
SOYBEAN FUTURE NOV24 PHYSICAL COMMODITY FUTURE.	6.29 mm	119.00 contracts	0.47	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026	6.18 mm	5.53 mm principal	0.47	Debt	Long	USA
TREASURY BILL 0.000000% 03/27/2025	6.18 mm	6.32 mm principal	0.46	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	6.17 mm	5.75 mm principal	0.46	Debt	Long	USA
SILVER FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	6.13 mm	39.00 contracts	0.46	Commodity derivative	N/A	USA
UKTI 0.750 11/22/33 .75	6.12 mm	4.30 mm principal	0.46	Debt	Long	UK
SUGAR #11 (WORLD) MAR25 PHYSICAL COMMODITY FUTURE.	6.07 mm	241.00 contracts	0.46	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	6.04 mm	5.82 mm principal	0.45	Debt	Long	USA
CORN FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	5.99 mm	282.00 contracts	0.45	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	5.85 mm	4.68 mm principal	0.44	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	5.71 mm	4.47 mm principal	0.43	Debt	Long	USA
UK TSY I/L GILT 0.125% 08/10/2031	5.61 mm	3.20 mm principal	0.42	Debt	Long	UK
IBEX 35 INDX FUTR OCT24 PHYSICAL INDEX FUTURE.	5.57 mm	42.00 contracts	0.42	Equity derivative	N/A	Spain
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI	5.42 mm	4.50 mm principal	0.41	Debt	Long	France
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027	5.28 mm	4.18 mm principal	0.40	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	5.23 mm	4.27 mm principal	0.39	Debt	Long	USA
BRK: BANK OF AMERICA REF: HSCEI CHINA INDEX FUTURE SWAP -OCT24 Bank of America	5.20 mm	107.00 contracts	0.39	Equity derivative	N/A	Hong Kong
LME PRI ALUM FUTR DEC24 PHYSICAL COMMODITY FUTURE.	5.03 mm	77.00 contracts	0.38	Commodity derivative	N/A	UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	5.02 mm	4.40 mm principal	0.38	Debt	Long	USA
CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.	5.00 mm	54.00 contracts	0.38	Interest rate derivative	N/A	Canada
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026	4.65 mm	3.99 mm principal	0.35	Debt	Long	USA
TREASURY BILL 0.000000% 10/10/2024	4.62 mm	4.62 mm principal	0.35	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029	4.48 mm	3.68 mm principal	0.34	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	4.42 mm	3.58 mm principal	0.33	Debt	Long	USA
DAX INDEX FUTURE DEC24 PHYSICAL INDEX FUTURE.	4.35 mm	8.00 contracts	0.33	Equity derivative	N/A	Germany
LME ZINC FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	4.33 mm	56.00 contracts	0.33	Commodity derivative	N/A	UK
LIVE CATTLE FUTR DEC24 PHYSICAL COMMODITY FUTURE.	4.07 mm	55.00 contracts	0.31	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	3.96 mm	116.00 contracts	0.30	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	3.90 mm	3.34 mm principal	0.29	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26	3.81 mm	2.41 mm principal	0.29	Debt	Long	USA
BRK: BANK OF AMERICA MINI BOVESPA FUTURES SWAP -OCT 2024 Bank of America	3.77 mm	775.00 contracts	0.28	Equity derivative	N/A	Brazil
TREASURY BILL 0.000000% 02/13/2025	3.74 mm	3.80 mm principal	0.28	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28	3.66 mm	1.76 mm principal	0.28	Debt	Long	USA
FTSE TAIWAN INDEX OCT24 PHYSICAL INDEX FUTURE.	3.51 mm	47.00 contracts	0.26	Equity derivative	N/A	Singapore
U.K. GILT STOCK - INFLATION LINKED 0.125% 03/22/2029	3.26 mm	1.50 mm principal	0.25	Debt	Long	UK
LOW SU GASOIL G DEC24 PHYSICAL COMMODITY FUTURE.	2.95 mm	45.00 contracts	0.22	Commodity derivative	N/A	UK
TREASURY BILL 0.000000% 12/12/2024	2.89 mm	2.92 mm principal	0.22	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27	2.74 mm	1.73 mm principal	0.21	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28	2.57 mm	1.70 mm principal	0.19	Debt	Long	USA
BRK: JP MORGAN CHASE MINI BOVESPA FUTURES SWAP -OCT 2024 JP MORGAN CHASE BANK N.A.	2.48 mm	510.00 contracts	0.19	Equity derivative	N/A	Brazil
GASOLINE RBOB FUT DEC24 PHYSICAL COMMODITY FUTURE.	2.48 mm	31.00 contracts	0.19	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	2.45 mm	1.61 mm principal	0.18	Debt	Long	USA
S&P/TSX 60 IX FUT DEC24 PHYSICAL INDEX FUTURE.	2.35 mm	11.00 contracts	0.18	Equity derivative	N/A	Canada
KOSPI2 INX FUT DEC24 PHYSICAL INDEX FUTURE.	2.33 mm	35.00 contracts	0.18	Equity derivative	N/A	Korea, Republic of
NY HARB ULSD FUT DEC24 PHYSICAL COMMODITY FUTURE.	2.18 mm	24.00 contracts	0.16	Commodity derivative	N/A	USA
TREASURY BILL 0.000000% 02/20/2025	1.85 mm	1.88 mm principal	0.14	Debt	Long	USA
TREASURY BILL 0.000000% 01/09/2025	1.70 mm	1.73 mm principal	0.13	Debt	Long	USA
LME LEAD FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.67 mm	32.00 contracts	0.13	Commodity derivative	N/A	UK
HANG SENG IDX FUT OCT24 PHYSICAL INDEX FUTURE.	1.64 mm	12.00 contracts	0.12	Equity derivative	N/A	Hong Kong
NATURAL GAS FUTR DEC24 PHYSICAL COMMODITY FUTURE.	1.54 mm	46.00 contracts	0.12	Commodity derivative	N/A	USA
COTTON NO.2 FUTR DEC24 PHYSICAL COMMODITY FUTURE.	1.29 mm	35.00 contracts	0.10	Commodity derivative	N/A	USA
SOYBEAN FUTURE JAN25 PHYSICAL COMMODITY FUTURE.	1.24 mm	23.00 contracts	0.09	Commodity derivative	N/A	USA
COCOA FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.24 mm	16.00 contracts	0.09	Commodity derivative	N/A	USA
LEAN HOGS FUTURE DEC24 PHYSICAL COMMODITY FUTURE.	1.23 mm	42.00 contracts	0.09	Commodity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	1.23 mm	614.00 k principal	0.09	Debt	Long	USA
WHEAT FUTURE(CBT) DEC24 PHYSICAL COMMODITY FUTURE.	1.20 mm	41.00 contracts	0.09	Commodity derivative	N/A	USA
OMXS30 IND FUTURE OCT24 PHYSICAL INDEX FUTURE.	1.17 mm	45.00 contracts	0.09	Equity derivative	N/A	Sweden
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049	1.02 mm	1.00 mm principal	0.08	Debt	Long	USA
BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE DEC24 Bank of America	1.01 mm	7.00 contracts	0.08	Equity derivative	N/A	Switzerland
SOYBEAN OIL FUTR DEC24 PHYSICAL COMMODITY FUTURE.	779.58 k	30.00 contracts	0.06	Commodity derivative	N/A	USA
CATTLE FEEDER FUT JAN25 PHYSICAL COMMODITY FUTURE.	716.33 k	6.00 contracts	0.05	Commodity derivative	N/A	USA
FX Forward Contract: ZAR/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	529.05 k	1.00 contracts	0.04	DFE	N/A	South Africa
FX Forward Contract: BRL/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	456.45 k	1.00 contracts	0.03	DFE	N/A	Brazil
FX Forward Contract: IDR/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	306.56 k	1.00 contracts	0.02	DFE	N/A	Indonesia
FTSE/JSE TOP 40 DEC24 PHYSICAL INDEX FUTURE.	277.21 k	6.00 contracts	0.02	Equity derivative	N/A	South Africa
CATTLE FEEDER FUT NOV24 PHYSICAL COMMODITY FUTURE.	244.90 k	2.00 contracts	0.02	Commodity derivative	N/A	USA
COCOA FUTURE - IC DEC24 PHYSICAL COMMODITY FUTURE.	210.90 k	3.00 contracts	0.02	Commodity derivative	N/A	UK
FX Forward Contract: MXN/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	186.15 k	1.00 contracts	0.01	DFE	N/A	Mexico
KC HRW WHEAT FUT DEC24 PHYSICAL COMMODITY FUTURE.	145.94 k	5.00 contracts	0.01	Commodity derivative	N/A	USA
FX Forward Contract: USD/ILS SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	126.17 k	1.00 contracts	0.01	DFE	N/A	USA
PLATINUM (OSE) AUG25 PHYSICAL COMMODITY FUTURE.	111.23 k	7.00 contracts	0.01	Commodity derivative	N/A	Japan
BRK: CITIGROUP REF: MSCI INTERNATIONAL HONG KONG NET INDEX HKD RE CITIGROUP GLOBAL MARKETS INC.	94.72 k	54.00 contracts	0.01	Equity derivative	N/A	Hong Kong
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	92.96 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	92.95 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: PHP/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	90.87 k	1.00 contracts	0.01	DFE	N/A	Philippines
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	86.12 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	86.11 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	73.47 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	73.46 k	1.00 contracts	0.01	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	63.50 k	1.00 contracts	0.00	DFE	N/A	South Africa
FX Forward Contract: ZAR/USD SETTLE 2024-12-18 J.P. MORGAN SECURITIES	63.48 k	1.00 contracts	0.00	DFE	N/A	South Africa
FTSE KLCI FUTURE OCT24 PHYSICAL INDEX FUTURE.	60.15 k	3.00 contracts	0.00	Equity derivative	N/A	Malaysia
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	52.89 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	52.88 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: HUF/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	49.29 k	1.00 contracts	0.00	DFE	N/A	Hungary
FX Forward Contract: COP/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	49.02 k	1.00 contracts	0.00	DFE	N/A	Colombia
FX Forward Contract: INR/USD SETTLE 2024-10-08 GOLDMAN, SACHS & CO.	30.93 k	1.00 contracts	0.00	DFE	N/A	India
BRK: CITIGROUP REF: TEL AVIV 35 INDEX- 2024-12-18 CITIGROUP GLOBAL MARKETS INC.	29.29 k	1.20 k contracts	0.00	Equity derivative	N/A	Israel
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	28.78 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	28.77 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	28.55 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	28.54 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	26.15 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	26.14 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	23.51 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: BRL/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	23.50 k	1.00 contracts	0.00	DFE	N/A	Brazil
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	23.02 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	23.02 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: KRW/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	22.47 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: KRW/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	22.46 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: KRW/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	22.12 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: KRW/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	22.11 k	1.00 contracts	0.00	DFE	N/A	Korea, Republic of
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	21.78 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	21.77 k	1.00 contracts	0.00	DFE	N/A	China
BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T CITIGROUP GLOBAL MARKETS INC.	21.07 k	8.49 k contracts	0.00	Equity derivative	N/A	XX
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	20.37 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	20.36 k	1.00 contracts	0.00	DFE	N/A	China
FX Forward Contract: CNY/USD SETTLE 2024-12-18 CITIGROUP GLOBAL MARKETS	19.80 k	1.00 contracts	0.00	DFE	N/A	China