NPORT-P
false
0000804239
XXXXXXXX
S000035782
C000109627
C000147406
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Multi-Asset Capital Stability Fund
S000035782
C7C50PC2E3ID1LW1C681
2026-09-30
2025-12-31
N
572964966.50
133520179.18
439444787.32
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
141857763.61000000
USD
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
1609.00000000
NS
USD
504904.20000000
0.114895935637
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
N/A
1609.00000000
NS
USD
371389.38000000
0.084513320152
Long
EC
US
N
1
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV-NY REG SHS DEPOSITARY RECEIPT
N07059210
6000.00000000
NS
USD
6419160.00000000
1.460743234468
Long
EC
US
N
1
N
N
N
AUST 10Y BOND FUT MAR26
N/A
AUST 10Y BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
5.00000000
NC
365046.65000000
0.083069969318
Long
AU
N
1
N
N
N
AUST 3YR BOND FUT MAR26
N/A
AUST 3YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
7.00000000
NC
490113.24000000
0.111530106657
Long
AU
N
1
N
N
N
BANCO DE CREDITO E INVERSIONES, S.A.
N/A
BANCO DE CREDITO E COMMERCIAL PAPER (ISITC)
05990DAG7
8500000.00000000
PA
USD
8485432.70000000
1.930943987696
Long
ABS-APCP
US
N
2
2026-01-16
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL REF: WALMART INC_US_USD_XASE
931142103
1896824.00000000
NC
USD
69700.00000000
0.015860923149
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2026-01-17
0.00000000
USD
0.00000000
USD
-16400.00000000
USD
69700.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL REF: WALT DISNEY CO_US_USD_XNYS
254687106
8489814.30000000
NC
USD
-144191.00000000
-0.03281208565
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2026-01-09
0.00000000
USD
0.00000000
USD
-75890.00000000
USD
-144191.00000000
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
16400.00000000
NS
USD
5676040.00000000
1.291638941632
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
45000.00000000
NS
USD
15574500.00000000
3.544131242284
Long
EC
US
N
1
N
N
N
BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC.
549300GV8LYH0T7DZO77
BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)
11275NA87
7950000.00000000
PA
USD
7942981.74000000
1.807503916121
Long
ABS-APCP
US
N
2
2026-01-08
None
0.00000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PARTNERS L.P.
N/A
BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)
11284XA27
400000.00000000
PA
USD
399915.76000000
0.091004779562
Long
ABS-APCP
US
N
2
2026-01-02
None
0.00000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PARTNERS L.P.
N/A
BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)
11284XA50
250000.00000000
PA
USD
249867.75000000
0.056859873460
Long
ABS-APCP
US
N
2
2026-01-05
None
0.00000000
N
N
N
N
N
N
N/A
N/A
CAC40 10 EURO FUT JAN26 PHYSICAL INDEX FUTURE.
N/A
11.00000000
NC
1053414.14000000
0.239714787931
N/A
DE
FR
N
1
CAC40 10 EURO FUT JAN26
N/A
Long
CAC40 10 EURO FUT Jan 2026
N/A
N/A
2026-01-19
1055037.36000000
EUR
-1623.22000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
NC
88207.19000000
0.020072416955
N/A
DIR
CA
N
1
CAN 10YR BOND FUT MAR26
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Mar 2026
2026-03-23
86533.49000000
CAD
1673.70000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
126.00000000
NC
11114105.42000000
2.529124418059
N/A
DIR
CA
N
1
CAN 10YR BOND FUT MAR26
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Mar 2026
2026-03-23
10938754.02000000
CAD
175351.40000000
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
65680.00000000
NS
USD
7664199.20000000
1.744064196719
Long
EC
US
N
1
N
N
N
DAX INDEX FUTURE MAR26
N/A
DAX INDEX FUTURE MAR26 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
1449862.59000000
0.329930546870
N/A
DE
DE
N
1
DAX INDEX FUTURE MAR26
N/A
Long
N/A
N/A
N/A
2026-03-23
1435616.31000000
EUR
14246.28000000
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION RES INC VA COMMERCIAL PAPER (ISITC)
2574P1AC6
4850000.00000000
PA
USD
4843835.65000000
1.102262625423
Long
ABS-APCP
US
N
2
2026-01-12
None
0.00000000
N
N
N
N
N
N
N/A
N/A
E-MINI RUSS 2000 MAR26 PHYSICAL INDEX FUTURE.
N/A
9.00000000
NC
USD
1124100.00000000
0.255800053257
N/A
DE
US
N
1
E-MINI RUSS 2000 MAR26
N/A
Long
Russell 2000 E-mini Composite Index Futures Mar 2026
N/A
N/A
2026-03-23
1158001.92000000
USD
-33901.92000000
N
N
N
EURO STOXX 50 MAR26
N/A
EURO STOXX 50 MAR26 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
548798.53000000
0.124884523798
N/A
DE
DE
N
1
EURO STOXX 50 MAR26
N/A
Long
N/A
N/A
N/A
2026-03-23
543671.12000000
EUR
5127.41000000
N
N
N
EURO-BOBL FUTURE MAR26
N/A
EURO-BOBL FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
22.00000000
NC
3001338.88000000
0.682984294410
N/A
DIR
DE
N
1
EURO-BOBL FUTURE MAR26
N/A
Long
N/A
N/A
2026-03-09
2978839.94000000
EUR
22498.94000000
N
N
N
EURO-BOBL FUTURE MAR26
N/A
EURO-BOBL FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
72.00000000
NC
9822563.59000000
2.235221323230
N/A
DIR
DE
N
1
EURO-BOBL FUTURE MAR26
N/A
Long
N/A
N/A
2026-03-09
9799040.51000000
EUR
23523.08000000
N
N
N
EURO-BUND FUTURE MAR26
N/A
EURO-BUND FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
36.00000000
NC
5393700.23000000
1.227389739424
N/A
DIR
DE
N
1
EURO-BUND FUTURE MAR26
N/A
Long
N/A
N/A
2026-03-09
5399785.89000000
EUR
-6085.66000000
N
N
N
EURO-BUND FUTURE MAR26
N/A
EURO-BUND FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
11.00000000
NC
1648075.07000000
0.375035753649
N/A
DIR
DE
N
1
EURO-BUND FUTURE MAR26
N/A
Long
N/A
N/A
2026-03-09
1640965.37000000
EUR
7109.70000000
N
N
N
EURO-OAT FUTURE MAR26
N/A
EURO-OAT FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
6.00000000
NC
849763.93000000
0.193372172004
N/A
DIR
DE
N
1
EURO-OAT FUTURE MAR26
N/A
Long
N/A
N/A
2026-03-09
842773.15000000
EUR
6990.78000000
N
N
N
EURO-SCHATZ FUT MAR26
N/A
EURO-SCHATZ FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
33.00000000
NC
4138855.61000000
0.941837457042
N/A
DIR
DE
N
1
EURO-SCHATZ FUT MAR26
N/A
Long
N/A
N/A
2026-03-09
4094822.42000000
EUR
44033.19000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
33500.00000000
NS
USD
4031390.00000000
0.917382596477
Long
EC
US
N
1
N
N
N
THE FEDERAL HOME LOAN BANKS
N/A
FED HOME LN DISCOUNT NT ZERO COUPON 01/02/2026
313385RG3
4400000.00000000
PA
USD
4399142.00000000
1.001068194898
Long
DBT
USGA
US
N
2
2026-01-02
None
0.00000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SVCS INC COMMERCIAL PAPER (ISITC)
31622GAC1
1900000.00000000
PA
USD
1897573.70000000
0.431811630210
Long
ABS-APCP
US
N
2
2026-01-12
None
0.00000000
N
N
N
N
N
N
N/A
N/A
FTSE 100 IDX FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
13.00000000
NC
1738240.95000000
0.395553889852
N/A
DE
GB
N
1
FTSE 100 IDX FUT MAR26
N/A
Long
FTSE 100 IDX FUT Mar 2026
N/A
N/A
2026-03-23
1705333.31000000
GBP
32907.64000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
5.00000000
NC
1322816.10000000
0.301019863739
N/A
DE
IT
N
1
FTSE/MIB IDX FUT MAR26
N/A
Long
FTSE/MIB IDX FUT Mar 2026
N/A
N/A
2026-03-23
1301234.24000000
EUR
21581.86000000
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)
37790BAD3
3250000.00000000
PA
USD
3245384.68000000
0.738519325668
Long
ABS-APCP
US
N
2
2026-01-13
None
0.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
75300.00000000
NS
USD
5828220.00000000
1.326269003108
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
9100.00000000
NS
USD
7998900.00000000
1.820228668266
Long
EC
US
N
1
N
N
N
N/A
N/A
IBEX 35 INDX FUTR JAN26 PHYSICAL INDEX FUTURE.
N/A
6.00000000
NC
1217637.94000000
0.277085535005
N/A
DE
ES
N
1
IBEX 35 INDX FUTR JAN26
N/A
Long
IBEX 35 INDX FUTR Jan 2026
N/A
N/A
2026-01-19
1197705.26000000
EUR
19932.68000000
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
INTESA FDG LLC COMMERCIAL PAPER (ISITC)
4611K1AL9
3750000.00000000
PA
USD
3741428.63000000
0.851399023940
Long
ABS-APCP
US
N
2
2026-01-20
None
0.00000000
N
N
N
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
INTESA FDG LLC COMMERCIAL PAPER (ISITC)
4611K1AS4
3750000.00000000
PA
USD
3738864.00000000
0.850815417063
Long
ABS-APCP
US
N
2
2026-01-26
None
0.00000000
N
N
N
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
N/A
ISHARES IBOXX HIGH YLD CORP MUTUAL FUND
464288513
100600.00000000
NS
USD
8111378.00000000
1.845824147663
Long
EC
RF
US
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC 4(2) 144A DISC NT* 1/7/2026
46652MA70
6250000.00000000
PA
USD
6244665.00000000
1.421035174426
Long
ABS-APCP
US
N
2
2026-01-07
None
0.00000000
N
N
N
N
N
N
Janus Henderson AAA CLO ETF
N/A
JANUS HENDERSON AAA CLO ETF MUTUAL FUND
47103U845
128871.00000000
NS
USD
6518295.18000000
1.483302423440
Long
EC
RF
US
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
5299003QR1WT0EF88V51
LINDE PLC COMMON STOCK
G54950103
11760.00000000
NS
USD
5014346.40000000
1.141064030041
Long
EC
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
5.00000000
NC
614483.44000000
0.139831773576
N/A
DIR
GB
N
1
LONG GILT FUTURE MAR26
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Mar 2026
2026-03-30
594040.87000000
GBP
20442.57000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE MAR26 FINANCIAL COMMODITY FUTURE.
N/A
88.00000000
NC
10814908.48000000
2.461039200386
N/A
DIR
GB
N
1
LONG GILT FUTURE MAR26
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Mar 2026
2026-03-30
10468512.78000000
GBP
346395.70000000
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
7842.00000000
NS
USD
5176425.78000000
1.177946793172
Long
EC
US
N
1
N
N
N
N/A
N/A
MICRO EMIN RUS2000MAR26 PHYSICAL INDEX FUTURE.
N/A
49.00000000
NC
USD
612010.00000000
0.139268917884
N/A
DE
US
N
1
MICRO EMIN RUS2000MAR26
N/A
Long
IOM - CME Index and Options Market Micro E-Mini Russell 2000 Electronic Index Future Mar 2026
N/A
N/A
2026-03-23
630582.47000000
USD
-18572.47000000
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
12443.00000000
NS
USD
6017683.66000000
1.369383329518
Long
EC
US
N
1
N
N
N
N/A
N/A
MSCI EAFE MAR26 PHYSICAL INDEX FUTURE.
N/A
69.00000000
NC
USD
10012245.00000000
2.278385200803
N/A
DE
US
N
1
MSCI EAFE MAR26
N/A
Long
NYL - MSCI EAFE MINI INDEX Mar 2026
N/A
N/A
2026-03-23
10005366.88000000
USD
6878.12000000
N
N
N
N/A
N/A
MSCI EMGMKT MAR26 PHYSICAL INDEX FUTURE.
N/A
76.00000000
NC
USD
5363320.00000000
1.220476418143
N/A
DE
US
N
1
MSCI EMGMKT MAR26
N/A
Long
US MSCI Emerging Markets Equity Index Future Mar 2026
N/A
N/A
2026-03-23
5270584.80000000
USD
92735.20000000
N
N
N
N/A
N/A
NASD100 MICRO EMINMAR26 PHYSICAL INDEX FUTURE.
N/A
99.00000000
NC
USD
5040436.50000000
1.147001089884
N/A
DE
US
N
1
NASD100 MICRO EMINMAR26
N/A
Long
IOM - CME Index and Options Market Micro E-Mini Nasdaq-100 Composite Index Future Mar 2026
N/A
N/A
2026-03-23
5041978.92000000
USD
-1542.42000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI MAR26 PHYSICAL INDEX FUTURE.
N/A
1.00000000
NC
USD
509135.00000000
0.115858695947
N/A
DE
US
N
1
NASDAQ 100 E-MINI MAR26
N/A
Long
NASDAQ 100 E-MINI Mar 2026
N/A
N/A
2026-03-23
509281.88000000
USD
-146.88000000
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS COMPANY COMMERCIAL PAPER (ISITC)
63616KA82
7750000.00000000
PA
USD
7742913.40000000
1.761976390076
Long
ABS-APCP
US
N
2
2026-01-08
None
0.00000000
N
N
N
N
N
N
N/A
N/A
NIKKEI 225 MINI MAR26 PHYSICAL INDEX FUTURE.
N/A
103.00000000
NC
3326332.58000000
0.756939819513
N/A
DE
JP
N
1
NIKKEI 225 MINI MAR26
N/A
Long
NIKKEI 225 MINI Mar 2026
N/A
N/A
2026-03-15
3319805.32000000
JPY
6527.26000000
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
85000.00000000
NS
USD
15852500.00000000
3.607392886983
Long
EC
US
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
6711.00000000
NS
USD
1251601.50000000
0.284814278406
Long
EC
US
N
1
N
N
N
N/A
N/A
OMXS30 IND FUTURE JAN26 PHYSICAL INDEX FUTURE.
N/A
52.00000000
NC
1633108.43000000
0.371629946951
N/A
DE
SE
N
1
OMXS30 IND FUTURE JAN26
N/A
Long
OMXS30 IND FUTURE Jan 2026
N/A
N/A
2026-01-19
1592681.98000000
SEK
40426.45000000
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMERCIAL PAPER (ISITC)
6840C3B36
8050000.00000000
PA
USD
8020698.81000000
1.825189202701
Long
ABS-APCP
US
N
2
2026-02-03
None
0.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP COMMERCIAL PAPER (ISITC)
70109MC93
4900000.00000000
PA
USD
4864532.82000000
1.106972470800
Long
ABS-APCP
US
N
2
2026-03-09
None
0.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP COMMERCIAL PAPER (ISITC)
70109MC28
3550000.00000000
PA
USD
3526907.25000000
0.802582565948
Long
ABS-APCP
US
N
2
2026-03-02
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA BRK: GOLDMAN SACHS
TRS890706
29742.00000000
NC
USD
16655.52000000
0.003790128016
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-08-25
0.00000000
USD
0.00000000
USD
-3347759.52000000
USD
16655.52000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF - GS USD SHORT VOL BASKET BRK: GOLDMAN SACHS
TRS891112
34464.86750000
NC
USD
49974.06000000
0.011372090747
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-03-04
0.00000000
USD
0.00000000
USD
-4229528.54000000
USD
49974.06000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF : BROADCOM INC BRK: JPMORGAN
11135F101
15845850.00000000
NC
USD
271350.00000000
0.061748371542
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-04-29
0.00000000
USD
0.00000000
USD
-45000.00000000
USD
271350.00000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF : NVIDIA CORP BRK: JPMORGAN
67066G104
16195050.00000000
NC
USD
342550.00000000
0.077950634501
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-04-29
0.00000000
USD
0.00000000
USD
-85000.00000000
USD
342550.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: ASML HOLDING BRK: BANK OF AMERICA
N07059210
6341880.00000000
NC
USD
-77280.00000000
-0.01758582698
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-21
0.00000000
USD
0.00000000
USD
-6000.00000000
USD
-77280.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: BROADCOM INC_US_USD_XNAS BRK: GOLDMAN SACHS
11135F101
5902852.00000000
NC
USD
226812.00000000
0.051613309918
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-12
0.00000000
USD
0.00000000
USD
-16400.00000000
USD
226812.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: CITIGROUP_US_USD_XNYS_2 BRK: BANK OF AMERICA
172967424
7320692.80000000
NC
USD
-343506.40000000
-0.07816827276
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-28
0.00000000
USD
0.00000000
USD
-65680.00000000
USD
-343506.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: EXXON MOBIL_US_USD_XNYS BRK: GOLDMAN SACHS
30231G102
3980470.00000000
NC
USD
-50920.00000000
-0.01158734873
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-12
0.00000000
USD
0.00000000
USD
-33500.00000000
USD
-50920.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: GLOBAL PAYMENTS_US_USD_X BRK: BANK OF AMERICA
37940X102
6121137.00000000
NC
USD
292917.00000000
0.066656155324
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-21
0.00000000
USD
0.00000000
USD
-75300.00000000
USD
292917.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: GOLDMAN SACHS_US_USD_XNY BRK: BANK OF AMERICA
38141G104
8180900.00000000
NC
USD
182000.00000000
0.041415896888
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-21
0.00000000
USD
0.00000000
USD
-9100.00000000
USD
182000.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: LINDE PL_US_USD_XNYS BRK: BANK OF AMERICA
G54950103
4747864.80000000
NC
USD
-266481.60000000
-0.06064051905
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-05
0.00000000
USD
0.00000000
USD
-11760.00000000
USD
-266481.60000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: META PLATFORMS C.A_US_US BRK: BANK OF AMERICA
30303M102
1500345.00000000
NC
USD
-24462.90000000
-0.00556677441
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-28
0.00000000
USD
0.00000000
USD
-2310.00000000
USD
-24462.90000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: META PLATFORMS C.A_US_US BRK: GOLDMAN SACHS
30303M102
3221150.00000000
NC
USD
-79300.00000000
-0.01804549793
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-12
0.00000000
USD
0.00000000
USD
-5000.00000000
USD
-79300.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: MICROSOFT_US_USD_XNAS BRK: GOLDMAN SACHS
594918104
3254004.00000000
NC
USD
-34612.00000000
-0.00787630232
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-12
0.00000000
USD
0.00000000
USD
-6800.00000000
USD
-34612.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: MICROSOFT_US_USD_XNAS BRK: GOLDMAN SACHS
594918104
2392650.00000000
NC
USD
-25450.00000000
-0.00579139876
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-12
0.00000000
USD
0.00000000
USD
-5000.00000000
USD
-25450.00000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: TAIWAN SEMI.ADR_US_USD_X BRK: BANK OF AMERICA
874039100
5308368.00000000
NC
USD
-192041.00000000
-0.04370082557
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2026-02-21
0.00000000
USD
0.00000000
USD
-18100.00000000
USD
-192041.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: THERMO FISHER_US_USD_XNYS BRK: GOLDMAN SACHS
883556102
4801429.20000000
NC
USD
-60156.30000000
-0.01368915998
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-04
0.00000000
USD
0.00000000
USD
-8390.00000000
USD
-60156.30000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: UNITEDHEALTH GROUP_US_USD_XNYS BRK: GOLDMAN SACHS
91324P102
3985854.40000000
NC
USD
136771.80000000
0.031123773440
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-02-04
0.00000000
USD
0.00000000
USD
-11660.00000000
USD
136771.80000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF: US78464A8541_US_USD BRK: JPMORGAN
78464A854
4009000.00000000
NC
USD
-2000.00000000
-0.00045511974
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-03-03
0.00000000
USD
0.00000000
USD
-50000.00000000
USD
-2000.00000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF: US78464A8541_US_USD BRK: JPMORGAN
78464A854
3868500.00000000
NC
USD
-142500.00000000
-0.03242728190
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-01-13
0.00000000
USD
0.00000000
USD
-50000.00000000
USD
-142500.00000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
5.00000000
NC
1358307.50000000
0.309096282216
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT MAR26
N/A
Long
S&P/TSE 60 IX FUT Mar 2026
N/A
N/A
2026-03-22
1346660.20000000
CAD
11647.30000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
10.00000000
NC
2716614.99000000
0.618192562157
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT MAR26
N/A
Long
S&P/TSE 60 IX FUT Mar 2026
N/A
N/A
2026-03-22
2693653.41000000
CAD
22961.58000000
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
1.00000000
NC
USD
344625.00000000
0.078422821238
N/A
DE
US
N
1
S&P500 EMINI FUT MAR26
N/A
Long
S&P 500 Future (e-Mini) Mar 2026
N/A
N/A
2026-03-23
344459.28000000
USD
165.72000000
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR26 PHYSICAL INDEX FUTURE.
N/A
71.00000000
NC
USD
24468375.00000000
5.568020307903
N/A
DE
US
N
1
S&P500 EMINI FUT MAR26
N/A
Long
S&P 500 Future (e-Mini) Mar 2026
N/A
N/A
2026-03-23
24481035.75000000
USD
-12660.75000000
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA COMMERCIAL PAPER (ISITC)
81686NA75
500000.00000000
PA
USD
499628.60000000
0.113695420771
Long
ABS-APCP
US
N
2
2026-01-07
None
0.00000000
N
N
N
N
N
N
N/A
N/A
SP500 MIC EMIN FUTMAR26 PHYSICAL INDEX FUTURE.
N/A
113.00000000
NC
USD
3894262.50000000
0.886177879990
N/A
DE
US
N
1
SP500 MIC EMIN FUTMAR26
N/A
Long
IOM - CME Index and Options Market Micro E-Mini S&P 500 Composite Index Future Mar 2026
N/A
N/A
2026-03-23
3892542.64000000
USD
1719.86000000
N
N
N
N/A
N/A
SPI 200 FUTURES MAR26 PHYSICAL INDEX FUTURE.
N/A
41.00000000
NC
5930220.93000000
1.349480321786
N/A
DE
AU
N
1
SPI 200 FUTURES MAR26
N/A
Long
SPI 200 Future Mar 2026
N/A
N/A
2026-03-22
5869785.88000000
AUD
60435.05000000
N
N
N
State Street SPDR Bloomberg High Yield Bond ETF
N/A
STATE STREET SPDR BLOOMBERG HIGH YIELD BOND MUTUAL FUND
78468R622
81200.00000000
NS
USD
7893452.00000000
1.796232934776
Long
EC
RF
US
N
1
N
N
N
State Street SPDR Portfolio S&P 500 ETF
N/A
STATE STREET SPDR PORTFOLIO MUTUAL FUND
78464A854
100000.00000000
NS
USD
8022000.00000000
1.825485301332
Long
EC
RF
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT
874039100
18100.00000000
NS
USD
5500409.00000000
1.251672373575
Long
EC
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INCORPORATED
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK
883556102
8390.00000000
NS
USD
4861585.50000000
1.106301779035
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/15/2026
912797RJ8
5000000.00000000
PA
USD
4993609.65000000
1.136345177844
Long
DBT
UST
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 1.125000% 10/15/2030
91282CPH8
4737000.00000000
PA
USD
4695256.08000000
1.068451877341
Long
DBT
USGA
US
N
2
2030-10-15
Fixed
1.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 1.625000% 04/15/2030
91282CNB3
4548000.00000000
PA
USD
4674728.08000000
1.063780528268
Long
DBT
USGA
US
N
2
2030-04-15
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 1.625000% 10/15/2029
91282CLV1
4335400.00000000
PA
USD
4530228.28000000
1.030898172129
Long
DBT
USGA
US
N
2
2029-10-15
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 2.125000% 04/15/2029
91282CKL4
4090500.00000000
PA
USD
4396773.86000000
1.000529301260
Long
DBT
USGA
US
N
2
2029-04-15
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030
912828ZZ6
3288700.00000000
PA
USD
3941272.81000000
0.896875540164
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
2640000.00000000
PA
USD
3237474.36000000
0.736719254253
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029
9128285W6
2182500.00000000
PA
USD
2770564.82000000
0.630469378621
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028
9128283R9
2851800.00000000
PA
USD
3697927.40000000
0.841499889565
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026
912828S50
800.00000000
PA
USD
1080.33000000
0.000245839757
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026
91282CCA7
700.00000000
PA
USD
861.54000000
0.000196051932
Long
DBT
USGA
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027
91282CEJ6
3596500.00000000
PA
USD
4072161.40000000
0.926660531083
Long
DBT
USGA
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026
91282CDC2
900.00000000
PA
USD
1062.43000000
0.000241766435
Long
DBT
USGA
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
2517700.00000000
PA
USD
3226674.56000000
0.734261653136
Long
DBT
USGA
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027
912828V49
2427800.00000000
PA
USD
3232040.82000000
0.735482798581
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027
9128282L3
2772800.00000000
PA
USD
3647690.06000000
0.830067886854
Long
DBT
USGA
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26
912828N71
100.00000000
PA
USD
136.71000000
0.000031109710
Long
DBT
USGA
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030
912828Z37
3016700.00000000
PA
USD
3620734.71000000
0.823933930831
Long
DBT
USGA
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28
912810PV4
991500.00000000
PA
USD
1552178.29000000
0.353213494570
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27
91282CFR7
3784800.00000000
PA
USD
4191223.40000000
0.953754264684
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028
91282CGW5
3780600.00000000
PA
USD
4087179.11000000
0.930077959264
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26
912810FS2
900.00000000
PA
USD
1473.74000000
0.000335364087
Long
DBT
USGA
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29
912810PZ5
935900.00000000
PA
USD
1464866.12000000
0.333344748252
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27
912810PS1
1011400.00000000
PA
USD
1645988.95000000
0.374561036447
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028
91282CJH5
3976200.00000000
PA
USD
4352626.18000000
0.990483060806
Long
DBT
USGA
US
N
2
2028-10-15
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28
912810FD5
782800.00000000
PA
USD
1653166.54000000
0.376194367916
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29
912810FH6
917700.00000000
PA
USD
1957693.81000000
0.445492554807
Long
DBT
USGA
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
11660.00000000
NS
USD
3849082.60000000
0.875896747683
Long
EC
US
N
1
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.
N/A
55.00000000
NC
USD
6184062.50000000
1.407244477221
N/A
DIR
US
N
1
US 10YR NOTE (CBT)MAR26
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2026
2026-03-23
6228370.50000000
USD
-44308.00000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.
N/A
146.00000000
NC
USD
16415875.00000000
3.735594430443
N/A
DIR
US
N
1
US 10YR NOTE (CBT)MAR26
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2026
2026-03-23
16526402.46000000
USD
-110527.46000000
N
N
N
US 2YR NOTE (CBT) MAR26
N/A
US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.
N/A
87.00000000
NC
USD
18164648.44000000
4.133545092383
N/A
DIR
US
N
1
US 2YR NOTE (CBT) MAR26
N/A
Long
N/A
N/A
2026-04-03
18180298.65000000
USD
-15650.21000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.
N/A
189.00000000
NC
USD
20658585.94000000
4.701065193192
N/A
DIR
US
N
1
US 5YR NOTE (CBT) MAR26
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Mar 2026
2026-04-03
20738582.55000000
USD
-79996.61000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.
N/A
268.00000000
NC
USD
29293656.25000000
6.666060696418
N/A
DIR
US
N
1
US 5YR NOTE (CBT) MAR26
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Mar 2026
2026-04-03
29401181.79000000
USD
-107525.54000000
N
N
N
Vanguard Intermediate Term Corporate Bond Etf
N/A
VANGUARD INT-TERM CORPORATE MUTUAL FUND
92206C870
20360.00000000
NS
USD
1705150.00000000
0.388023717472
Long
EC
RF
US
N
1
N
N
N
Vanguard Long Term Corporate Bond Etf
N/A
VANGUARD LONG-TERM CORP BOND MUTUAL FUND
92206C813
4210.00000000
NS
USD
319328.50000000
0.072666352910
Long
EC
RF
US
N
1
N
N
N
Vanguard 500 Index Fund
N/A
VANGUARD S&P 500 ETF MUTUAL FUND
922908363
7248.00000000
NS
USD
4545438.24000000
1.034359348695
Long
EC
RF
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
16400.00000000
NS
USD
1827124.00000000
0.415780105424
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
75890.00000000
NS
USD
8634005.30000000
1.964753149685
Long
EC
US
N
1
N
N
N
2025-12-31
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
Controller and Chief Financial Officer
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