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      </invstOrSec>
      <invstOrSec>
        <name>JABIL INC.</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC 0% CP</title>
        <cusip>46652MDG7</cusip>
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          <isin value="US46652MDG78"/>
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        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5239465.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <balance>54450426.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <balance>13494.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUST 10Y BOND FUT JUN26</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCM6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46007000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT JUN26"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29</title>
        <cusip>9128287D6</cusip>
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          <isin value="US9128287D64"/>
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        <balance>3559000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4400868.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027</title>
        <cusip>9128282L3</cusip>
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          <isin value="US9128282L36"/>
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        <balance>3743800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4975674.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC COMMON STOCK</title>
        <cusip>11135F101</cusip>
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          <isin value="US11135F1012"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13927950.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLACK HILLS CORPORATION</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>BLACK HILLS CORP COMMERCIAL PAPER (ISITC)</title>
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        <identifiers>
          <isin value="US09212FDD06"/>
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        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3295234.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO-BUND FUTURE  JUN26</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLM6"/>
          <other otherDesc="Bloomberg Ticker" value="RXM6"/>
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        <balance>12.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EURO-BUND FUTURE  JUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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            <curCd>EUR</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <title>S&amp;P/TSX 60 IX FUT JUN26 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="SXFM6"/>
          <other otherDesc="Bloomberg Ticker" value="PTM6"/>
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        <balance>6.00000000</balance>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>S&amp;P/TSX 60 IX FUT JUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Jun 2026</indexName>
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            <expDate>2026-06-21</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK</title>
        <cusip>594918104</cusip>
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          <isin value="US5949181045"/>
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        <curCd>USD</curCd>
        <valUSD>45986219.10000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK</title>
        <cusip>594918104</cusip>
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          <isin value="US5949181045"/>
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        <balance>12443.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4606025.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026</title>
        <cusip>91282CDC2</cusip>
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          <isin value="US91282CDC29"/>
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        <curCd>USD</curCd>
        <valUSD>1080.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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      <invstOrSec>
        <name>OVINTIV INC.</name>
        <lei>2549003MEX7YMKLGI239</lei>
        <title>OVINTIV INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>69047KDA0</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-10</maturityDt>
          <couponKind>None</couponKind>
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        <name>Janus Henderson AAA CLO ETF</name>
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        <title>JANUS HENDERSON AAA CLO ETF MUTUAL FUND</title>
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          <isin value="US47103U8457"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>REF - GS USD SHORT VOL BASKET BRK: GOLDMAN SACHS</title>
        <cusip>TRS898194</cusip>
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          <other otherDesc="All Others" value="TRS898194"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REF: BROADCOM INC</name>
        <lei>N/A</lei>
        <title>REF: BROADCOM INC BRK - JPMORGAN</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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              <counterpartyName>REF: BROADCOM INC</counterpartyName>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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        <name>Goldman Sachs International</name>
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        <name>Vanguard Intermediate Term Corporate Bond Etf</name>
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          <isCashCollateral>N</isCashCollateral>
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        <name>NVIDIA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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          <isin value="US912828Y388"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FLGM6"/>
          <other otherDesc="Bloomberg Ticker" value="G M6"/>
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        <balance>59.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LONG GILT FUTURE  JUN26</counterpartyName>
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                <issuerName>U.K. Gilt Futures</issuerName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128285W63"/>
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        <valUSD>3772410.90000000</valUSD>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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          <isin value="US30231G1022"/>
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        <curCd>USD</curCd>
        <valUSD>5683610.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
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          <isin value="US37790BE805"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>597448.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NASD100 MICRO EMINJUN26 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="MQNM26"/>
          <other otherDesc="Bloomberg Ticker" value="HWBM6"/>
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        <balance>99.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4735170.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NASD100 MICRO EMINJUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>IOM - CME Index and Options Market Micro E-Mini Nasdaq-100 Composite Index Future Jun 2026</indexName>
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            <expDate>2026-06-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FLGM6"/>
          <other otherDesc="Bloomberg Ticker" value="G M6"/>
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        <balance>4.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75832000"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LONG GILT FUTURE  JUN26</counterpartyName>
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              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
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                  <isin value="GB00BLPK7334"/>
                  <ticker value="GRM26"/>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVM26"/>
          <other otherDesc="Bloomberg Ticker" value="FVM6"/>
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              <counterpartyName>US 5YR NOTE (CBT) JUN26</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>EURO-BUND FUTURE  JUN26</name>
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        <title>EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLM6"/>
          <other otherDesc="Bloomberg Ticker" value="RXM6"/>
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                <issuerName>N/A</issuerName>
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        <name>EURO-BOBL FUTURE  JUN26</name>
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          <ticker value="FGBMM6"/>
          <other otherDesc="Bloomberg Ticker" value="OEM6"/>
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        <name>AUST 3YR BOND FUT JUN26</name>
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        <identifiers>
          <ticker value="YTTM6"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>NIKKEI 225 MINI   JUN26 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="JNMM6"/>
          <other otherDesc="Bloomberg Ticker" value="NOM6"/>
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        <name>GLENCORE FUNDING LLC</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
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          <other otherDesc="Bloomberg Ticker" value="USM6"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   JUN26 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="YAPM6"/>
          <other otherDesc="Bloomberg Ticker" value="XPM6"/>
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        <balance>22.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.46007000"/>
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        <pctVal>0.747794945208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>SPI 200 FUTURES   JUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>SPI 200 Future Jun 2026</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2026-06-21</expDate>
            <notionalAmt>3372495.63000000</notionalAmt>
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            <unrealizedAppr>-165697.33000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CCA7</cusip>
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          <isin value="US91282CCA71"/>
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        <balance>700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>868.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE WALT DISNEY COMPANY</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>WALT DISNEY CO/THE COMMON STOCK</title>
        <cusip>254687106</cusip>
        <identifiers>
          <isin value="US2546871060"/>
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        <balance>75890.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7314278.20000000</valUSD>
        <pctVal>1.705620296045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAP AMER INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>44890ND80</cusip>
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          <isin value="US44890ND801"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4995646.00000000</valUSD>
        <pctVal>1.164937260584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REF : NVIDIA CORP</name>
        <lei>N/A</lei>
        <title>REF : NVIDIA CORP BRK - JPMORGAN</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <other otherDesc="All Others" value="67066G104"/>
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        <balance>14555400.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-268600.00000000</valUSD>
        <pctVal>-0.06263497217</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>REF : NVIDIA CORP</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="8248.06000000">
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            <terminationDt>2026-08-27</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-85000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-268600.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAX INDEX FUTURE  JUN26</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  JUN26 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXM6"/>
          <other otherDesc="Bloomberg Ticker" value="GXM6"/>
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        <balance>2.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>1315646.96000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  JUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
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            <expDate>2026-06-22</expDate>
            <notionalAmt>1382228.25000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-66581.29000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>REF: META PLATFORMS C.A_US_US BRK: GOLDMAN SACHS</title>
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          <other otherDesc="All Others" value="30303M102"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>EURO-SCHATZ FUT   JUN26</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   JUN26 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FGBSM6"/>
          <other otherDesc="Bloomberg Ticker" value="DUM6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>EURO-SCHATZ FUT   JUN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT JUN26 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SXFM6"/>
          <other otherDesc="Bloomberg Ticker" value="PTM6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <indexBasketInfo>
                <indexName>S&amp;P/TSE 60 IX FUT Jun 2026</indexName>
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      <invstOrSec>
        <name>BANCO DE CREDITO E INVERSIONES, S.A.</name>
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        <cusip>05990DD66</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>META PLATFORMS, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>META PLATFORMS INC COMMON STOCK</title>
        <cusip>30303M102</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENTERGY CORPORATION</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)</title>
        <cusip>29366GEK3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS INC.</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC. COMMERCIAL PAPER (ISITC)</title>
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        <balance>8400000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVM26"/>
          <other otherDesc="Bloomberg Ticker" value="FVM6"/>
        </identifiers>
        <balance>178.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19255984.38000000</valUSD>
        <pctVal>4.490312903175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US 5YR NOTE (CBT) JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 5-Year Note (consolidated) Jun 2026</issueTitle>
                <identifiers>
                  <isin value="US91282CNX55"/>
                  <ticker value="FVM26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-07-03</expDate>
            <notionalAmt>19475671.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-219686.62000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM, INC.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US0231351067"/>
        </identifiers>
        <balance>2810.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585238.70000000</valUSD>
        <pctVal>0.136472113509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROOKFIELD RENEWABLE PARTNERS L.P.</name>
        <lei>N/A</lei>
        <title>BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)</title>
        <cusip>11284XD73</cusip>
        <identifiers>
          <isin value="US11284XD730"/>
        </identifiers>
        <balance>7750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7744017.78000000</valUSD>
        <pctVal>1.805831489771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRK: GOLDMAN SACHS INTERNATIONAL REF: WALT DISNEY CO_US_USD_XNYS</title>
        <cusip>254687106</cusip>
        <identifiers>
          <other otherDesc="All Others" value="254687106"/>
        </identifiers>
        <balance>8664361.30000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1350083.10000000</valUSD>
        <pctVal>0.314826572594</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="71837.17000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2026-04-09</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-75890.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1350083.10000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 2.125000% 04/15/2029</title>
        <cusip>91282CKL4</cusip>
        <identifiers>
          <isin value="US91282CKL45"/>
        </identifiers>
        <balance>5527500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5966692.01000000</valUSD>
        <pctVal>1.391375979178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028</title>
        <cusip>91282CJH5</cusip>
        <identifiers>
          <isin value="US91282CJH51"/>
        </identifiers>
        <balance>5381200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5915348.54000000</valUSD>
        <pctVal>1.379403168997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030</title>
        <cusip>912828ZZ6</cusip>
        <identifiers>
          <isin value="US912828ZZ63"/>
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        <balance>4436700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5357039.99000000</valUSD>
        <pctVal>1.249210911019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT APR26 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEJ6"/>
          <other otherDesc="Bloomberg Ticker" value="CFJ6"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>811441.41000000</valUSD>
        <pctVal>0.189220439817</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CAC40 10 EURO FUT APR26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAC40 10 EURO FUT Apr 2026</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2026-04-20</expDate>
            <notionalAmt>829727.23000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-18285.82000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC COMMERCIAL PAPER (ISITC)</title>
        <cusip>68269FDL0</cusip>
        <identifiers>
          <isin value="US68269FDL04"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3990906.40000000</valUSD>
        <pctVal>0.930641516405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2026-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
