SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Multi-Asset Capital Stability Fund
$626.56M
Avg Monthly Net Assets
$523.26M
Total Assets
$5.32M
Total Liabilities
$517.94M
Net Assets
SIMT Multi-Asset Capital Stability Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $626.56M.
On August 29th, 2024 it reported 448 holdings, the largest
being United States of America (16.5%), Japan (13.4%) and United States of America (8.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000109627 | SCLAX | |
| Class Y | C000147406 | SMLYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AMAZON.COM INC COMMON STOCK (AMAZON.COM, INC.) | Long | Equity-common | US | $279K | 1K | 0.05 |
| AMERICAN HONDA FIN CORP COMMERCIAL PAPER (ISITC) (AMERICAN HONDA FINANCE CORPORATION) | Long | ABS-asset backed commercial paper | US | $5M | – | 0.89 |
| AMSTERDAM IDX FUT JUL24 PHYSICAL INDEX FUTURE. | Derivative-equity | NL | $2M | – | 0.46 | |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $233K | 1K | 0.05 |
| AUST 10Y BOND FUT SEP24 FINANCIAL COMMODITY FUTURE. | Long | AUST 10Y BOND FUT SEP24 | AU | $9M | – | 1.70 |
| AVIATION CAP GRP COMMERCIAL PAPER (ISITC) (AVIATION CAPITAL GROUP LLC) | Long | ABS-asset backed commercial paper | US | $5M | – | 1.00 |
| AVIATION CAPITAL GROUP COMMERCIAL PAPER (ISITC) (AVIATION CAPITAL GROUP LLC) | Long | ABS-asset backed commercial paper | US | $5M | – | 0.93 |
| BANK MONTREAL COMMERCIAL PAPER (ISITC) (BANQUE DE MONTREAL) | Long | ABS-asset backed commercial paper | US | $3M | – | 0.54 |
| BARCLAYS BK PLC/BARCLAYS US 0% CP 08/23/2024 COMMERCIAL PAPER (ISITC) (BARCLAYS BANK PLC) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.91 |
| BASF SE 0% CP 07/30/2024 COMMERCIAL PAPER (ISITC) | Long | ABS-asset backed commercial paper | US | $9M | – | 1.75 |
| BRK: ANZ BANKING GROUP, MELBOURNE PAY: 3-MONTH BKBM NZD (ANZ Banking Group) | Derivative-interest rate | NZ | $18K | – | 0.00 | |
| BRK: CITIBANK, N.A. PAY: 3-MONTH BKBM - NZD (Citibank, N.A.) | Derivative-interest rate | NZ | $2K | – | 0.00 | |
| BRK: CITIBANK, N.A. PAY: 6-MONTH BBSW (AUD) (Citibank, N.A.) | Derivative-interest rate | AU | $-17K | – | -0.00 | |
| BRK: DEUTSCHE BANK AG PAY: AUD/BBR/6M/BBSW/0.00000 (Deutsche Bank AG) | Derivative-interest rate | AU | $-8K | – | -0.00 | |
| BRK: DEUTSCHE BANK AG PAY: BBSW 6-MONTH AUD (Deutsche Bank AG) | Derivative-interest rate | AU | $-19K | – | -0.00 | |
| BRK: DEUTSCHE BANK AG PAY: BKBM 3-MONTH NZD (Deutsche Bank AG) | Derivative-interest rate | NZ | $-15K | – | -0.00 | |
| BRK: GOLDMAN SACHS REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $97K | – | 0.02 | |
| BRK: J.P. MORGAN CHASE PAY: 6-MONTH BBSW AUD (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | AU | $2K | – | 0.00 | |
| BRK: JPMORGAN CHASE BANK, N.A. PAY: 6 MONTH AUD -BBSW (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | AU | $-128.28 | – | -0.00 | |
| BRK: JPMORGAN CHASE BANK, N.A. PAY: 6-MONTH BBSW - AUD (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | AU | $-9K | – | -0.00 | |
| BRK: JPMORGAN CHASE BANK, N.A. PAY: 6-MONTH BBSW (AUD) (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | AU | $-3K | – | -0.00 | |
| BRK: MORGAN STANLEY CAPITAL SERVICES LLC PAY: 3- MONTH BKBM (NZD) (Morgan Stanley Capital Services LLC) | Derivative-interest rate | NZ | $8K | – | 0.00 | |
| BRK: MORGAN STANLEY PAY: 3-MONTH BKBM NZD (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | NZ | $2K | – | 0.00 | |
| BRK: MORGAN STANLEY PAY: 6-MONTH AUD - BBSW (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | AU | $2K | – | 0.00 | |
| BRK: TORONTO DOMINION BANK - NY BRANCH PAY: 6-MONTH BBSW - AUD (The Toronto Dominion Bank) | Derivative-interest rate | AU | $525.73 | – | 0.00 | |
| BRK: UBS AG PAY: 3- MONTH BKBM (NZD) (UBS Group AG) | Derivative-interest rate | NZ | $-8K | – | -0.00 | |
| BRK: UBS AG PAY: 3-MONTH BKBM - NZD (UBS Group AG) | Derivative-interest rate | NZ | $-2K | – | -0.00 | |
| BRK: UBS AG PAY: 3-MONTH BKBM NZD (UBS Group AG) | Derivative-interest rate | NZ | $931.41 | – | 0.00 | |
| BRK: UBS AG PAY: NZD/BKBM/3M/BKBM/0.00000 (UBS Group AG) | Derivative-interest rate | NZ | $-5K | – | -0.00 | |
| BRK: UBS PAY: 3-MONTH NZD - BKBM (UBS Group AG) | Derivative-interest rate | NZ | $-9K | – | -0.00 | |
| BRK: UBS REC: 3 MONTH AUD - BBSW (UBS Group AG) | Derivative-interest rate | AU | $-24K | – | -0.00 | |
| BROKER: GOLDMAN SACHS REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $18K | – | 0.00 | |
| BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC) (Brookfield Infrastructure Holdings (Canada) Inc.) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.93 |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | Long | Short-term investment vehicle | US | $0.01 | – | 0.00 |
| CAC40 10 EURO FUT JUL24 PHYSICAL INDEX FUTURE. | Derivative-equity | FR | $2M | – | 0.31 | |
| CAN 10YR BOND FUT SEP24 FINANCIAL COMMODITY FUTURE. (Canada) | Derivative-interest rate | CA | $10M | – | 1.93 | |
| CHINA CONSTRUCTION BANK CORP COMMERCIAL PAPER (ISITC) (China Construction Bank Corporation (New York Branch)) | Long | ABS-asset backed commercial paper | US | $8M | – | 1.64 |
| CORPORACION ANDINA DE FOMENTO 0% CP 07/02/2024 COMMERCIAL PAPER (ISITC) | Long | ABS-asset backed commercial paper | US | $999K | – | 0.19 |
| CORPORACION ANDINA DE FOMENTO 0% CP 07/19/2024 COMMERCIAL PAPER (ISITC) | Long | ABS-asset backed commercial paper | US | $9M | – | 1.78 |
| Credit Default Swap (Deutsche Bank AG) | Derivative-credit | US | $462K | – | 0.09 | |
| Credit Default Swap (JP MORGAN CHASE BANK N.A.) | Derivative-credit | US | $125K | – | 0.02 | |
| Credit Default Swap (Citibank, N.A.) | Derivative-credit | XX | $112K | – | 0.02 | |
| DANSKE BK A/S COMMERCIAL PAPER (ISITC) (DANSKE BANK A/S) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.91 |
| DAX INDEX FUTURE SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | DE | $2M | – | 0.38 | |
| E-MINI RUSS 2000 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $3M | – | 0.62 | |
| ENBRIDGE U S INC DISC COML PAP COMMERCIAL PAPER (ISITC) (ENBRIDGE (U.S.) INC.) | Long | ABS-asset backed commercial paper | US | $6M | – | 1.11 |
| ENEL FIN AMER LLC DISC CP 4/A2 0% CP 16/09/2024 COMMERCIAL PAPER (ISITC) (ENEL FINANCE AMERICA, LLC) | Long | ABS-asset backed commercial paper | US | $9M | – | 1.67 |
| ENGIE COMMERCIAL PAPER (ISITC) (ENGIE SA) | Long | ABS-asset backed commercial paper | US | $3M | – | 0.54 |
| EURO STOXX 50 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | DE | $1M | – | 0.23 | |
| EURO-BUXL 30Y BND SEP24 FINANCIAL COMMODITY FUTURE. (Bundesrepublik Deutschland) | Derivative-interest rate | DE | $3M | – | 0.59 | |
| EURO-OAT FUTURE SEP24 FINANCIAL COMMODITY FUTURE. (Republique Francaise) | Derivative-interest rate | DE | $3M | – | 0.48 | |
| FEDERAL HOME LOAN BANK 4.500000% 03/10/2028 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $5M | – | 1.00 |
| FISERV INC COMMERCIAL PAPER (ISITC) (FISERV, INC.) | Long | ABS-asset backed commercial paper | US | $7M | – | 1.39 |
| FISERV INC COMMERCIAL PAPER (ISITC) (FISERV, INC.) | Long | ABS-asset backed commercial paper | US | $3M | – | 0.54 |
| FTSE 100 IDX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | GB | $4M | – | 0.76 | |
| FTSE 100 IDX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | GB | $-3M | – | -0.54 | |
| FTSE/MIB IDX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | IT | $1M | – | 0.24 | |
| FX Forward Contract: AUD/USD SETTLE 2024-09-19 (HSBC) | Derivative-foreign exchange | AU | $9K | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-09-19 (HSBC) | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| FX Forward Contract: AUD/USD SETTLE 2024-09-19 (HSBC) | Derivative-foreign exchange | AU | $494.34 | – | 0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-21K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-81K | – | -0.02 | |
| FX Forward Contract: BRL/USD SETTLE 2024-08-02 (BRAZILIAN REAL) | Derivative-foreign exchange | BR | $-19K | – | -0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-08-23 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $15K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-08-23 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-08-23 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $683.62 | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-08-23 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $-729.61 | – | -0.00 | |
| FX Forward Contract: CHF/EUR SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| FX Forward Contract: CHF/EUR SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $16.12 | – | 0.00 | |
| FX Forward Contract: CHF/EUR SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $6K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $1K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $436.73 | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-08-08 (SWISS FRANC) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-07-19 (CHILEAN PESO) | Derivative-foreign exchange | CL | $-2K | – | -0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-07-19 (CHILEAN PESO) | Derivative-foreign exchange | CL | $-3K | – | -0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-07-19 (CHILEAN PESO) | Derivative-foreign exchange | CL | $-7K | – | -0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-07-19 (CHILEAN PESO) | Derivative-foreign exchange | CL | $-8K | – | -0.00 | |
| FX Forward Contract: CLP/USD SETTLE 2024-07-19 (CHILEAN PESO) | Derivative-foreign exchange | CL | $-20K | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-07-23 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | CN | $-534.01 | – | -0.00 | |
| FX Forward Contract: CNY/USD SETTLE 2024-07-23 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| FX Forward Contract: COP/USD SETTLE 2024-07-19 (COLOMBIA PESO) | Derivative-foreign exchange | CO | $-2K | – | -0.00 | |
| FX Forward Contract: COP/USD SETTLE 2024-07-19 (COLOMBIA PESO) | Derivative-foreign exchange | CO | $-4K | – | -0.00 | |
| FX Forward Contract: COP/USD SETTLE 2024-07-19 (COLOMBIA PESO) | Derivative-foreign exchange | CO | $-9K | – | -0.00 | |
| FX Forward Contract: COP/USD SETTLE 2024-07-19 (COLOMBIA PESO) | Derivative-foreign exchange | CO | $-45K | – | -0.01 | |
| FX Forward Contract: CZK/USD SETTLE 2024-07-11 (CZECH REPUBLIC KORUNA) | Derivative-foreign exchange | CZ | $3K | – | 0.00 | |
| FX Forward Contract: CZK/USD SETTLE 2024-07-11 (CZECH REPUBLIC KORUNA) | Derivative-foreign exchange | CZ | $2K | – | 0.00 | |
| FX Forward Contract: CZK/USD SETTLE 2024-07-11 (CZECH REPUBLIC KORUNA) | Derivative-foreign exchange | CZ | $-3K | – | -0.00 | |
| FX Forward Contract: CZK/USD SETTLE 2024-07-11 (CZECH REPUBLIC KORUNA) | Derivative-foreign exchange | CZ | $-7K | – | -0.00 | |
| FX Forward Contract: CZK/USD SETTLE 2024-07-11 (CZECH REPUBLIC KORUNA) | Derivative-foreign exchange | CZ | $-9K | – | -0.00 | |
| FX Forward Contract: EUR/PLN SETTLE 2024-07-11 (EURO) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-08-08 (EURO) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-08-08 (EURO) | Derivative-foreign exchange | XX | $-142.69 | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-08-08 (EURO) | Derivative-foreign exchange | XX | $-517.63 | – | -0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-08-08 (EURO) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-08-29 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | GB | $-400.3 | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-08-29 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-08-29 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | GB | $-7K | – | -0.00 | |
| FX Forward Contract: HUF/EUR SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $-8K | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $7K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $7K | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $861.14 | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $635.35 | – | 0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $-965.04 | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $-3K | – | -0.00 | |
| FX Forward Contract: HUF/USD SETTLE 2024-07-11 (HUNGARIAN FORINT) | Derivative-foreign exchange | HU | $-6K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $204.27 | – | 0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-165.26 | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-594.19 | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-741.77 | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-6K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-9K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-14K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-23K | – | -0.00 | |
| FX Forward Contract: IDR/USD SETTLE 2024-07-19 (INDONESIA RUPIAH) | Derivative-foreign exchange | ID | $-24K | – | -0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-09-13 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-09-13 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-09-13 (J.P. MORGAN SECURITIES) | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-6K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-7K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-8K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-8K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-9K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-15K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-19K | – | -0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-08-16 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-31K | – | -0.01 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $-257.86 | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $-678.87 | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| FX Forward Contract: KRW/USD SETTLE 2024-07-18 (KOREAN WON) | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-07-25 (MEXICAN PESO) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| FX Forward Contract: MXN/USD SETTLE 2024-07-25 (MEXICAN PESO) | Derivative-foreign exchange | MX | $-144K | – | -0.03 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $13K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $9K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $3K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $1K | – | 0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-163.25 | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-271.11 | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-276.47 | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-577.83 | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-922.88 | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-1K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-3K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-4K | – | -0.00 | |
| FX Forward Contract: MYR/USD SETTLE 2024-08-21 (MALAYSIAN RINGGIT) | Derivative-foreign exchange | MY | $-5K | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $35K | – | 0.01 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $15K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $9K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $1K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $-585.5 | – | -0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $-844.44 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-5.97 | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| FX Forward Contract: NZD/USD SETTLE 2024-07-25 (NEW ZEALAND DOLLAR) | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| FX Forward Contract: PEN/USD SETTLE 2024-07-19 (PERUVIAN NEW SOL) | Derivative-foreign exchange | PE | $-3K | – | -0.00 | |
| FX Forward Contract: PEN/USD SETTLE 2024-07-19 (PERUVIAN NEW SOL) | Derivative-foreign exchange | PE | $-22K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $3K | – | 0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $662.31 | – | 0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $581.68 | – | 0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $455.95 | – | 0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $442.8 | – | 0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-1K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-4K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-7K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-8K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-13K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-19K | – | -0.00 | |
| FX Forward Contract: PHP/USD SETTLE 2024-07-25 (PHILLIPINE PESO) | Derivative-foreign exchange | PH | $-22K | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $4K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $1K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $1K | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $670.82 | – | 0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-406.41 | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-509.59 | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-730.29 | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-1K | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-2K | – | -0.00 | |
| FX Forward Contract: PLN/USD SETTLE 2024-07-11 (POLISH ZLOTY) | Derivative-foreign exchange | PA | $-7K | – | -0.00 | |
| FX Forward Contract: SEK/EUR SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $-187.34 | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $46K | – | 0.01 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $9K | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $9K | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $4K | – | 0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $-8.63 | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $-1K | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $-4K | – | -0.00 | |
| FX Forward Contract: SEK/USD SETTLE 2024-07-19 (SWEDISH KRONE) | Derivative-foreign exchange | SE | $-17K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-12 (THAILAND BAHT) | Derivative-foreign exchange | TH | $-59.81 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-12 (THAILAND BAHT) | Derivative-foreign exchange | TH | $-634.72 | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-12 (THAILAND BAHT) | Derivative-foreign exchange | TH | $-1K | – | -0.00 | |
| FX Forward Contract: THB/USD SETTLE 2024-07-12 (THAILAND BAHT) | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| FX Forward Contract: TWD/USD SETTLE 2024-08-23 (TAIWAN DOLLAR) | Derivative-foreign exchange | TW | $-3K | – | -0.00 | |
| FX Forward Contract: TWD/USD SETTLE 2024-08-23 (TAIWAN DOLLAR) | Derivative-foreign exchange | TW | $-53K | – | -0.01 | |
| FX Forward Contract: USD/AUD SETTLE 2024-09-19 (JP MORGAN) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $48K | – | 0.01 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-08-02 (JP MORGAN) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $-43.21 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $-53.47 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $-223.36 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $-210.46 | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $-503.88 | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/CLP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-23 (JP MORGAN) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-23 (JP MORGAN) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-23 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-09-18 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/COP SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $574.78 | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $937.29 | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $802.23 | – | 0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CZK SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-08-08 (JP MORGAN) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-08-29 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-08-29 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-08-29 (JP MORGAN) | Derivative-foreign exchange | US | $540.1 | – | 0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-181.12 | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-440 | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/HUF SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/IDR SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $865.37 | – | 0.00 | |
| FX Forward Contract: USD/INR SETTLE 2024-09-13 (JP MORGAN) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $56K | – | 0.01 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-16 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-08-28 (JP MORGAN) | Derivative-foreign exchange | US | $2M | – | 0.41 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $779.26 | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $44.55 | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $15.13 | – | 0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $-371.13 | – | -0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $-515.33 | – | -0.00 | |
| FX Forward Contract: USD/KRW SETTLE 2024-07-18 (JP MORGAN) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $76K | – | 0.01 | |
| FX Forward Contract: USD/MXN SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| FX Forward Contract: USD/MXN SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $970.09 | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $600.31 | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $371.25 | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $94.66 | – | 0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-366.6 | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/MYR SETTLE 2024-08-21 (JP MORGAN) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $967.98 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-59K | – | -0.01 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/NZD SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $377.87 | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PEN SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/PHP SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $260.9 | – | 0.00 | |
| FX Forward Contract: USD/PLN SETTLE 2024-07-11 (JP MORGAN) | Derivative-foreign exchange | US | $-142.11 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-621.81 | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| FX Forward Contract: USD/SEK SETTLE 2024-07-19 (JP MORGAN) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| FX Forward Contract: USD/SGD SETTLE 2024-07-25 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $488.2 | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $346.12 | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $93.01 | – | 0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $-389.66 | – | -0.00 | |
| FX Forward Contract: USD/THB SETTLE 2024-07-12 (JP MORGAN) | Derivative-foreign exchange | US | $-775.02 | – | -0.00 | |
| FX Forward Contract: USD/TWD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $32K | – | 0.01 | |
| FX Forward Contract: USD/TWD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/TWD SETTLE 2024-08-23 (JP MORGAN) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-08-22 (JP MORGAN) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-08-22 (JP MORGAN) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-08-22 (JP MORGAN) | Derivative-foreign exchange | US | $-78.37 | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-08-22 (JP MORGAN) | Derivative-foreign exchange | US | $-412.37 | – | -0.00 | |
| FX Forward Contract: USD/ZAR SETTLE 2024-08-22 (JP MORGAN) | Derivative-foreign exchange | US | $-898.87 | – | -0.00 | |
| FX Forward Contract: ZAR/USD SETTLE 2024-08-22 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| GENERAL MTRS FINL CO INC 0% CP 07/30/2024 COMMERCIAL PAPER (ISITC) (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | ABS-asset backed commercial paper | US | $5M | – | 1.01 |
| HYNDAI CAPITAL AMERICA 0% CP 08/14/2020 USD COMMERCIAL PAPER (ISITC) (HYUNDAI CAPITAL AMERICA) | Long | ABS-asset backed commercial paper | US | $3M | – | 0.59 |
| HYUNDAI CAPITAL AMERICA 0 CP USD 07/12/2024 COMMERCIAL PAPER (ISITC) | Long | ABS-asset backed commercial paper | US | $7M | – | 1.34 |
| IBEX 35 INDX FUTR JUL24 PHYSICAL INDEX FUTURE. | Derivative-equity | ES | $1M | – | 0.25 | |
| INTESA FDG LLC 0% CP 08/21/2024 COMMERCIAL PAPER (ISITC) (INTESA SANPAOLO FUNDING LLC) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.91 |
| JABIL INC DISC COML PAPER COMMERCIAL PAPER (ISITC) (JABIL INC.) | Long | ABS-asset backed commercial paper | US | $3M | – | 0.60 |
| JAPAN TREASURY DISC BILL ZERO COUPON 08/26/2024 | Long | Debt | JP | $69M | – | 13.36 |
| JPN 10Y BOND(OSE) SEP24 FINANCIAL COMMODITY FUTURE. (Japan) | Derivative-interest rate | JP | $-5M | – | -1.03 | |
| LONG GILT FUTURE SEP24 FINANCIAL COMMODITY FUTURE. (United Kingdom of Great Britain and Northern Ireland) | Derivative-interest rate | GB | $5M | – | 1.02 | |
| LONG GILT FUTURE SEP24 FINANCIAL COMMODITY FUTURE. (United Kingdom of Great Britain and Northern Ireland) | Derivative-interest rate | GB | $1M | – | 0.24 | |
| MACQUARIE BK LTD COMMERCIAL PAPER (ISITC) (MACQUARIE BANK LIMITED) | Long | ABS-asset backed commercial paper | US | $9M | – | 1.74 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $238K | 533 | 0.05 |
| MSCI EAFE SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $17M | – | 3.19 | |
| MSCI EMGMKT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $11M | – | 2.12 | |
| MSCI EMGMKT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $7M | – | 1.42 | |
| NASDAQ 100 E-MINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $8M | – | 1.62 | |
| NIKKEI 225 MINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | JP | $5M | – | 0.93 | |
| NVIDIA CORP COMMON STOCK (NVIDIA CORPORATION) | Long | Equity-common | US | $356K | 3K | 0.07 |
| OGLETHORPE PWR CORP ELEC MEMBE COMMERCIAL PAPER (ISITC) (OGLETHORPE POWER CORP) | Long | ABS-asset backed commercial paper | US | $8M | – | 1.63 |
| OGLETHORPE PWR CORP ELEC MEMBE COMMERCIAL PAPER (ISITC) (OGLETHORPE POWER CORP) | Long | ABS-asset backed commercial paper | US | $946K | – | 0.18 |
| OMXS30 IND FUTURE JUL24 PHYSICAL INDEX FUTURE. | Derivative-equity | SE | $1M | – | 0.24 | |
| PARKER-HANNIFIN CORP 0% CP 07/25/2024 COMMERCIAL PAPER (PARKER-HANNIFIN CORPORATION) | Long | ABS-asset backed commercial paper | US | $5M | – | 1.03 |
| S&P MID 400 EMINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $4M | – | 0.69 | |
| S&P/TSX 60 IX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | CA | $4M | – | 0.78 | |
| S&P/TSX 60 IX FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | CA | $2M | – | 0.44 | |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $35M | – | 6.72 | |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $7M | – | 1.44 | |
| SPI 200 FUTURES SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | AU | $14M | – | 2.68 | |
| SPI 200 FUTURES SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | AU | $-4M | – | -0.68 | |
| SUMITOMO MITSUI TR BK SINGAPOR COMMERCIAL PAPER (ISITC) (Sumitomo Mitsui Trust Bank, Limited) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.98 |
| TOPIX INDX FUTR SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | JP | $2M | – | 0.37 | |
| TRANSCANADA PIPELINES LTD 4/2 COMMERCIAL PAPER (ISITC) (TRANSCANADA PIPELINES LIMITED) | Long | ABS-asset backed commercial paper | US | $5M | – | 1.00 |
| TREASURY BILL 0.000000% 07/11/2024 (United States of America) | Long | Debt | US | $18M | – | 3.55 |
| TREASURY BILL 0.000000% 07/25/2024 (United States of America) | Long | Debt | US | $86M | – | 16.55 |
| TREASURY BILL 0.000000% 08/01/2024 (United States of America) | Long | Debt | US | $44M | – | 8.57 |
| TSY INFL IX N/B 1.750000% 01/15/2034 (United States of America) | Long | Debt | US | $4M | – | 0.79 |
| TSY INFL IX N/B 2.125000% 04/15/2029 (United States of America) | Long | Debt | US | $3M | – | 0.49 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 (United States of America) | Long | Debt | US | $3M | – | 0.51 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 (United States of America) | Long | Debt | US | $2M | – | 0.39 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 (United States of America) | Long | Debt | US | $1M | – | 0.20 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 (United States of America) | Long | Debt | US | $2M | – | 0.32 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 (United States of America) | Long | Debt | US | $3M | – | 0.48 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 (United States of America) | Long | Debt | US | $3M | – | 0.55 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 (United States of America) | Long | Debt | US | $3M | – | 0.66 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026 (United States of America) | Long | Debt | US | $2M | – | 0.39 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 (United States of America) | Long | Debt | US | $2M | – | 0.44 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 (United States of America) | Long | Debt | US | $3M | – | 0.66 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 (United States of America) | Long | Debt | US | $3M | – | 0.48 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 (United States of America) | Long | Debt | US | $2M | – | 0.42 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027 (United States of America) | Long | Debt | US | $1M | – | 0.20 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025 (United States of America) | Long | Debt | US | $3M | – | 0.55 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 (United States of America) | Long | Debt | US | $2M | – | 0.44 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26 (United States of America) | Long | Debt | US | $3M | – | 0.65 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 (United States of America) | Long | Debt | US | $4M | – | 0.68 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 (United States of America) | Long | Debt | US | $3M | – | 0.57 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025 (United States of America) | Long | Debt | US | $1M | – | 0.21 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025 (United States of America) | Long | Debt | US | $596K | – | 0.11 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 (United States of America) | Long | Debt | US | $5M | – | 0.90 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 (United States of America) | Long | Debt | US | $2M | – | 0.40 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 (United States of America) | Long | Debt | US | $3M | – | 0.65 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 (United States of America) | Long | Debt | US | $4M | – | 0.68 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 (United States of America) | Long | Debt | US | $3M | – | 0.64 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 (United States of America) | Long | Debt | US | $3M | – | 0.48 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27 (United States of America) | Long | Debt | US | $721K | – | 0.14 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 (United States of America) | Long | Debt | US | $3M | – | 0.48 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26 (United States of America) | Long | Debt | US | $4M | – | 0.73 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32 (United States of America) | Long | Debt | US | $646K | – | 0.12 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28 (United States of America) | Long | Debt | US | $2M | – | 0.48 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 (United States of America) | Long | Debt | US | $577K | – | 0.11 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $20M | – | 3.89 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $110K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $27M | – | 5.29 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $107K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $3M | – | 0.53 | |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 0.73 | |
| VANGUARD INT-TERM CORPORATE MUTUAL FUND (Vanguard Intermediate Term Corporate Bond Etf) | Long | Equity-common | US | $34K | 429 | 0.01 |
| VANGUARD LONG-TERM CORP BOND MUTUAL FUND (Vanguard Long Term Corporate Bond Etf) | Long | Equity-common | US | $7K | 90 | 0.00 |
| VANGUARD MORTGAGE-BACKED SEC MUTUAL FUND (Vanguard Mortgage-Backed Secs Idx Fund) | Long | Equity-common | US | $5M | 102K | 0.89 |
| VW CREDIT INC 4(2) DISC NT* 07/09/2024 (VW CREDIT, INC.) | Long | ABS-asset backed commercial paper | US | $10M | – | 1.93 |
| WASTE MGMT INC COMMERCIAL PAPER (ISITC) (WASTE MANAGEMENT, INC.) | Long | ABS-asset backed commercial paper | US | $6M | – | 1.14 |
| WGL HLDGS INC 0% CP 07/15/2024 COMMERCIAL PAPER (ISITC) (WGL HOLDINGS, INC.) | Long | ABS-asset backed commercial paper | US | $5M | – | 0.91 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA