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
2026-06-30
N
629306895.73
199397262.70
429909633.03
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
73681478.48000000
AUD
CAD
EUR
GBP
JPY
SEK
USD
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
N/A
24300.00000000
NS
USD
5791662.00000000
1.347181257414
Long
EC
US
N
1
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FIN CORP COMMERCIAL PAPER (ISITC)
02665KHA8
750000.00000000
PA
USD
746553.75000000
0.173653645473
Long
ABS-APCP
US
N
2
2026-08-10
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FIN CORP COMMERCIAL PAPER (ISITC)
02665KHM2
2850000.00000000
PA
USD
2833195.83000000
0.659021248263
Long
ABS-APCP
US
N
2
2026-08-21
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FIN CORP COMMERCIAL PAPER (ISITC)
02665KJ81
1000000.00000000
PA
USD
991975.90000000
0.230740561221
Long
ABS-APCP
US
N
2
2026-09-08
None
0.00000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
N/A
21800.00000000
NS
USD
6308048.00000000
1.467296267715
Long
EC
US
N
1
N
N
N
N/A
N/A
AUST 10Y BOND FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
PA
76081.46000000
0.017697081934
N/A
AU
N
1
N
N
N
N/A
N/A
AUST 3YR BOND FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
PA
72462.63000000
0.016855316660
N/A
AU
N
1
N
N
N
BANCO DE CREDITO E INVERSIONES, S.A.
N/A
BANCO DE CREDITO E INVERSIONES MIAMI BRANCH COMMERCIAL PAPER (ISITC)
05990DHL9
1200000.00000000
PA
USD
1193155.80000000
0.277536418895
Long
ABS-APCP
US
N
2
2026-08-20
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE COMMERCIAL PAPER (ISITC)
05526MGA7
5250000.00000000
PA
USD
5244315.83000000
1.219864694130
Long
ABS-APCP
US
N
2
2026-07-10
None
0.00000000
N
N
N
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO COMMERCIAL PAPER (ISITC)
07588MGP5
8350000.00000000
PA
USD
8328715.02000000
1.937317608191
Long
ABS-APCP
US
N
2
2026-07-23
None
0.00000000
N
N
N
N
N
N
BRK: BANK OF AMERICA NATIONAL ASSOCIATION
N/A
BRK: BANK OF AMERICA NATIONAL ASSOCIATION REF: GLOBAL PAYMENTS_US_USD_XNYS
37940X102
16711560.00000000
NC
USD
-993080.00000000
-0.23099738263
N/A
DE
US
N
2
BRK: BANK OF AMERICA NATIONAL ASSOCIATION
N/A
Y
2026-07-17
0.00000000
USD
0.00000000
USD
-244000.00000000
USD
-993080.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL REF: WALMART INC_US_USD_XNAS
931142103
1984892.00000000
NC
USD
127428.00000000
0.029640647757
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2026-08-18
0.00000000
USD
0.00000000
USD
-16400.00000000
USD
127428.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRK: GOLDMAN SACHS INTERNATIONAL REF: WALT DISNEY CO_US_USD_XNYS
254687106
7526770.20000000
NC
USD
222357.70000000
0.051721962690
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Y
2026-07-09
0.00000000
USD
0.00000000
USD
-75890.00000000
USD
222357.70000000
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
45000.00000000
NS
USD
16998750.00000000
3.954028636249
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
22000.00000000
NS
USD
8310500.00000000
1.933080666610
Long
EC
US
N
1
N
N
N
BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC.
549300GV8LYH0T7DZO77
BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)
11275NGE8
3800000.00000000
PA
USD
3793935.96000000
0.882496150007
Long
ABS-APCP
US
N
2
2026-07-14
None
0.00000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PARTNERS L.P.
N/A
BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)
11284XHJ3
7800000.00000000
PA
USD
7757235.72000000
1.804387509376
Long
ABS-APCP
US
N
2
2026-08-18
None
0.00000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PARTNERS L.P.
N/A
BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)
11284XGQ8
550000.00000000
PA
USD
548536.51000000
0.127593444727
Long
ABS-APCP
US
N
2
2026-07-24
None
0.00000000
N
N
N
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
13566.23000000
PA
USD
0.01000000
0.000000002326
Long
STIV
US
N
2
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
349002.20000000
PA
USD
0.01000000
0.000000002326
Long
STIV
US
N
2
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
37174002.66000000
PA
USD
0.01000000
0.000000002326
Long
STIV
US
N
2
N
N
N
N/A
N/A
CAC40 10 EURO FUT JUL26 PHYSICAL INDEX FUTURE.
N/A
19.00000000
NC
1826881.30000000
0.424945421000
N/A
DE
FR
N
1
GOLDMAN, SACHS & CO.
N/A
Long
CAC40 10 EURO FUT Jul 2026
N/A
N/A
2026-07-20
1864646.07000000
EUR
-37764.77000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
81.00000000
NC
6914474.01000000
1.608355216715
N/A
DIR
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Sep 2026
2026-09-21
7004693.16000000
CAD
-90219.15000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
NC
85363.88000000
0.019856238018
N/A
DIR
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Sep 2026
2026-09-21
86361.44000000
CAD
-997.56000000
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
8500.00000000
NS
USD
7951495.00000000
1.849573582233
Long
EC
US
N
1
N
N
N
GOLDMAN, SACHS & CO.
N/A
DAX INDEX FUTURE SEP26 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
1436901.20000000
0.334233310817
N/A
DE
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
N/A
2026-09-21
1457271.02000000
EUR
-20369.82000000
N
N
N
ENBRIDGE (U.S.) INC.
5493003FRODSVHJWFS32
ENBRIDGE US INC 4(2) DISC NT* COMMERCIAL PAPER (ISITC)
29251VHH2
6600000.00000000
PA
USD
6564571.20000000
1.526965365659
Long
ABS-APCP
US
N
2
2026-08-17
None
0.00000000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)
29366GHK0
1950000.00000000
PA
USD
1939085.46000000
0.451044896652
Long
ABS-APCP
US
N
2
2026-08-19
None
0.00000000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)
29366GHQ7
2000000.00000000
PA
USD
1987655.60000000
0.462342652336
Long
ABS-APCP
US
N
2
2026-08-24
None
0.00000000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)
29366GJ28
1750000.00000000
PA
USD
1737383.38000000
0.404127576243
Long
ABS-APCP
US
N
2
2026-09-02
None
0.00000000
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)
29366GHL8
400000.00000000
PA
USD
397715.20000000
0.092511348768
Long
ABS-APCP
US
N
2
2026-08-20
None
0.00000000
N
N
N
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-BOBL FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
8.00000000
NC
1055312.92000000
0.245473196904
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
1069900.63000000
EUR
-14587.71000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-BOBL FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
46.00000000
NC
6068049.31000000
1.411470886854
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
6116498.68000000
EUR
-48449.37000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-BUND FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
24.00000000
NC
3494112.00000000
0.812754991176
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
3499886.58000000
EUR
-5774.58000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-BUND FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
6.00000000
NC
873528.00000000
0.203188747794
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
881230.97000000
EUR
-7702.97000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-OAT FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
5.00000000
NC
685866.51000000
0.159537367229
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
695234.73000000
EUR
-9368.22000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
EURO-SCHATZ FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
8.00000000
NC
969153.73000000
0.225431964194
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-09-11
985185.96000000
EUR
-16032.23000000
N
N
N
THE FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HOME LN DISCOUNT NT ZERO COUPON 07/01/2026
313385YU4
8300000.00000000
PA
USD
8299167.68000000
1.930444689389
Long
DBT
USGA
US
N
2
2026-07-01
None
0.00000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SVCS INC COMMERCIAL PAPER (ISITC)
31622GG68
4900000.00000000
PA
USD
4896804.71000000
1.139031166965
Long
ABS-APCP
US
N
2
2026-07-06
None
0.00000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SVCS INC COMMERCIAL PAPER (ISITC)
31622GG27
3450000.00000000
PA
USD
3449255.49000000
0.802321051912
Long
ABS-APCP
US
N
2
2026-07-02
None
0.00000000
N
N
N
N
N
N
N/A
N/A
FTSE 100 IDX FUT SEP26 PHYSICAL INDEX FUTURE.
N/A
11.00000000
NC
1539027.66000000
0.357988642671
N/A
DE
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
FTSE 100 IDX FUT Sep 2026
N/A
N/A
2026-09-21
1557537.91000000
GBP
-18510.25000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT SEP26 PHYSICAL INDEX FUTURE.
N/A
3.00000000
NC
889717.15000000
0.206954457784
N/A
DE
IT
N
1
GOLDMAN, SACHS & CO.
N/A
Long
FTSE/MIB IDX FUT Sep 2026
N/A
N/A
2026-09-21
914446.01000000
EUR
-24728.86000000
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)
37046UG88
5000000.00000000
PA
USD
4995711.50000000
1.162037580965
Long
ABS-APCP
US
N
2
2026-07-08
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)
37046UG70
2700000.00000000
PA
USD
2697978.78000000
0.627568812772
Long
ABS-APCP
US
N
2
2026-07-07
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)
37046UHD6
600000.00000000
PA
USD
597010.92000000
0.138868932941
Long
ABS-APCP
US
N
2
2026-08-13
None
0.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC COMMON STOCK
37940X102
244000.00000000
NS
USD
17704640.00000000
4.118223607881
Long
EC
US
N
1
N
N
N
HONEYWELL AEROSPACE INC.
213800ZUAQRBYL67JS90
HONEYWELL AEROSPACE INC COMMON STOCK
43849R105
18500.00000000
NS
USD
4089980.00000000
0.951358072898
Long
EC
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INCORPORATION
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COMMON STOCK
438516205
18500.00000000
NS
USD
4142150.00000000
0.963493181300
Long
EC
US
N
1
N
N
N
N/A
N/A
IBEX 35 INDX FUTR JUL26 PHYSICAL INDEX FUTURE.
N/A
5.00000000
NC
1108807.99000000
0.257916525895
N/A
DE
ES
N
1
GOLDMAN, SACHS & CO.
N/A
Long
IBEX 35 INDX FUTR Jul 2026
N/A
N/A
2026-07-20
1105047.24000000
EUR
3760.75000000
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMERCIAL PAPER (ISITC)
46652MHB4
8350000.00000000
PA
USD
8308149.80000000
1.932533993584
Long
ABS-APCP
US
N
2
2026-08-11
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
6506696.79000000
1.513503371427
Long
EC
RF
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
57.00000000
NC
6749004.57000000
1.569865862840
N/A
DIR
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Sep 2026
2026-10-01
6771563.26000000
GBP
-22558.69000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE SEP26 FINANCIAL COMMODITY FUTURE.
N/A
2.00000000
NC
236807.18000000
0.055083013220
N/A
DIR
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Sep 2026
2026-10-01
235866.87000000
GBP
940.31000000
N
N
N
MARRIOTT INTERNATIONAL, INC.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL INC DISC COML PA COMMERCIAL PAPER (ISITC)
57163UG91
300000.00000000
PA
USD
299698.92000000
0.069712073648
Long
ABS-APCP
US
N
2
2026-07-09
None
0.00000000
N
N
N
N
N
N
N/A
N/A
MICRO EMIN RUS2000SEP26 PHYSICAL INDEX FUTURE.
N/A
103.00000000
NC
USD
1568484.00000000
0.364840394234
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
IOM - CME Index and Options Market Micro E-Mini Russell 2000 Electronic Index Future Sep 2026
N/A
N/A
2026-09-21
1539774.81000000
USD
28709.19000000
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
11000.00000000
NS
USD
4103220.00000000
0.954437789886
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
124230.00000000
NS
USD
46340274.60000000
10.77907333068
Long
EC
US
N
1
N
N
N
MITSUBISHI HC FINANCE AMERICA LLC
3538008O2MCHLB9FAL82
MITSUBISHI HC FIN AMER LLC COMMERCIAL PAPER (ISITC)
60678QH42
3000000.00000000
PA
USD
2988177.90000000
0.695071166221
Long
ABS-APCP
US
N
2
2026-08-04
None
0.00000000
N
N
N
N
N
N
N/A
N/A
MSCI EAFE SEP26 PHYSICAL INDEX FUTURE.
N/A
60.00000000
NC
USD
9435900.00000000
2.194856610561
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NYL - MSCI EAFE MINI INDEX Sep 2026
N/A
N/A
2026-09-21
9531329.88000000
USD
-95429.88000000
N
N
N
N/A
N/A
MSCI EMGMKT SEP26 PHYSICAL INDEX FUTURE.
N/A
58.00000000
NC
USD
5096170.00000000
1.185404933609
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
US MSCI Emerging Markets Equity Index Future Sep 2026
N/A
N/A
2026-09-21
5187653.40000000
USD
-91483.40000000
N
N
N
N/A
N/A
N/A
43849R105
3983549.50000000
NC
USD
-106430.50000000
-0.02475648178
N/A
DE
US
N
2
N/A
N/A
Y
2026-08-13
0.00000000
USD
0.00000000
USD
-18500.00000000
USD
-106430.50000000
N
N
N
N/A
N/A
NASD100 MICRO EMINSEP26 PHYSICAL INDEX FUTURE.
N/A
166.00000000
NC
USD
10133802.00000000
2.357193517292
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
IOM - CME Index and Options Market Micro E-Mini Nasdaq-100 Composite Index Future Sep 2026
N/A
N/A
2026-09-21
10248269.29000000
USD
-114467.29000000
N
N
N
N/A
N/A
NIKKEI 225 MINI SEP26 PHYSICAL INDEX FUTURE.
N/A
53.00000000
NC
2288921.70000000
0.532419263059
N/A
DE
JP
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NIKKEI 225 MINI Sep 2026
N/A
N/A
2026-09-13
2165244.78000000
JPY
123676.92000000
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
221900.00000000
NS
USD
44399971.00000000
10.32774508611
Long
EC
US
N
1
N
N
N
N/A
N/A
OMXS30 IND FUTURE JUL26 PHYSICAL INDEX FUTURE.
N/A
48.00000000
NC
1595511.54000000
0.371127189859
N/A
DE
SE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
OMXS30 IND FUTURE Jul 2026
N/A
N/A
2026-07-20
1614412.05000000
SEK
-18900.51000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA BRK: GOLDMAN SACHS
TRS890706
29742.00000000
NC
USD
16060.68000000
0.003735826965
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-08-25
0.00000000
USD
0.00000000
USD
-3325155.60000000
USD
16060.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF - GS USD SHORT VOL BASKET BRK: GOLDMAN SACHS
TRS898194
34464.86750000
NC
USD
26882.60000000
0.006253081562
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2027-03-04
0.00000000
USD
0.00000000
USD
-4442521.42000000
USD
26882.60000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF : HYG UP STOCK BRK : JPMORGAN
TRS89HYG2
199098.42220000
NC
USD
21901.00000000
0.005094326415
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-08-10
0.00000000
USD
0.00000000
USD
-15899999.82000000
USD
21901.00000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF : NVIDIA CORP BRK: JPMORGAN
TRS89NVD3
16365050.00000000
NC
USD
-642600.00000000
-0.14947327313
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-11-30
0.00000000
USD
0.00000000
USD
-85000.00000000
USD
-642600.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: AMAZON COM_US_USD_XNAS BRK: GOLDMAN SACHS
N/A
5978286.00000000
NC
USD
186624.00000000
0.043410053104
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-07-14
0.00000000
USD
0.00000000
USD
-24300.00000000
USD
186624.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: APPLE_US_USD_XNAS BRK: GOLDMAN SACHS
N/A
6461956.00000000
NC
USD
153908.00000000
0.035800081732
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-07-14
0.00000000
USD
0.00000000
USD
-21800.00000000
USD
153908.00000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF: BROADCOM INC BRK: JPMORGAN
TRS89AVG1
16425900.00000000
NC
USD
-572850.00000000
-0.13324893326
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-11-30
0.00000000
USD
0.00000000
USD
-45000.00000000
USD
-572850.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: BROADCOM INC_US_USD_XNAS BRK: GOLDMAN SACHS
11135F101
8405540.00000000
NC
USD
95040.00000000
0.022106971488
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-08-13
0.00000000
USD
0.00000000
USD
-22000.00000000
USD
95040.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: COSTCO WHOLESALE BRK: GOLDMAN SACHS
22160K105
8349975.00000000
NC
USD
398480.00000000
0.092689246619
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-08-13
0.00000000
USD
0.00000000
USD
-8500.00000000
USD
398480.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: HONEYWELL INTL_US_USD_XNAS BRK: GOLDMAN SACHS
438516205
4167919.56000000
NC
USD
25769.56000000
0.005994180641
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-08-13
0.00000000
USD
0.00000000
USD
-18500.00000000
USD
25769.56000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF: MICROSOFT CORP BRK: JPMORGAN
TRS89MSF1
47071989.30000000
NC
USD
731714.70000000
0.170201978225
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-12-18
0.00000000
USD
0.00000000
USD
-124230.00000000
USD
731714.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
REF: MICROSOFT_US_USD_XNAS BRK: GOLDMAN SACHS
594918104
4854410.00000000
NC
USD
751190.00000000
0.174732069785
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
KD3XUN7C6T14HNAYLU02
Y
2026-07-03
0.00000000
USD
0.00000000
USD
-11000.00000000
USD
751190.00000000
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
REF: NVIDIA CORP (67066G104) BRK: JPMORGAN
TRS89NVD2
28843461.00000000
NC
USD
1451140.00000000
0.337545355700
N/A
DE
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2026-11-19
0.00000000
USD
0.00000000
USD
-136900.00000000
USD
1451140.00000000
N
N
N
ROGERS COMMUNICATIONS INC.
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS COMMERCIAL PAPER (ISITC)
77511MGP0
1200000.00000000
PA
USD
1196884.08000000
0.278403643008
Long
ABS-APCP
US
N
2
2026-07-23
None
0.00000000
N
N
N
N
N
N
ROMULUS FUNDING CORP.
5493004LX3D9U3X6GY11
ROMULUS FDG CORP COMMERCIAL PAPER (ISITC)
77619FG19
350000.00000000
PA
USD
349961.89000000
0.081403593479
Long
ABS-APCP
US
N
2
2026-07-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT SEP26 PHYSICAL INDEX FUTURE.
N/A
5.00000000
NC
1448951.54000000
0.337036304534
N/A
DE
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
S&P/TSE 60 IX FUT Sep 2026
N/A
N/A
2026-09-20
1470080.86000000
CAD
-21129.32000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT SEP26 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
2318322.47000000
0.539258088650
N/A
DE
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
S&P/TSE 60 IX FUT Sep 2026
N/A
N/A
2026-09-20
2367197.23000000
CAD
-48874.76000000
N
N
N
N/A
N/A
S&P500 EMINI FUT SEP26 PHYSICAL INDEX FUTURE.
N/A
61.00000000
NC
USD
23022162.50000000
5.355116687602
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
S&P 500 Future (e-Mini) Sep 2026
N/A
N/A
2026-09-21
22908724.45000000
USD
113438.05000000
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
SEMPRA COMMERCIAL PAPER (ISITC)
81686NG79
2500000.00000000
PA
USD
2498094.50000000
0.581074325409
Long
ABS-APCP
US
N
2
2026-07-07
None
0.00000000
N
N
N
N
N
N
N/A
N/A
SP500 MIC EMIN FUTSEP26 PHYSICAL INDEX FUTURE.
N/A
338.00000000
NC
USD
12756542.50000000
2.967261377720
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
IOM - CME Index and Options Market Micro E-Mini S&P 500 Composite Index Future Sep 2026
N/A
N/A
2026-09-21
12890774.13000000
USD
-134231.63000000
N
N
N
N/A
N/A
SPI 200 FUTURES SEP26 PHYSICAL INDEX FUTURE.
N/A
25.00000000
NC
3800002.77000000
0.883907332621
N/A
DE
AU
N
1
GOLDMAN, SACHS & CO.
N/A
Long
SPI 200 Future Sep 2026
N/A
N/A
2026-09-20
3924828.45000000
AUD
-124825.68000000
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMERCIAL PAPER (ISITC)
87613LG11
8400000.00000000
PA
USD
8399074.32000000
1.953683675521
Long
ABS-APCP
US
N
2
2026-07-01
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
4969000.00000000
PA
USD
4967081.76000000
1.155378102368
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
4772000.00000000
PA
USD
4931258.62000000
1.147045388409
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
4483400.00000000
PA
USD
4711551.30000000
1.095939922721
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
4206500.00000000
PA
USD
4541282.52000000
1.056334208655
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
3372700.00000000
PA
USD
4092679.29000000
0.951985946710
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
2694000.00000000
PA
USD
3344894.03000000
0.778045843361
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
2251500.00000000
PA
USD
2888548.57000000
0.671896684343
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
2937800.00000000
PA
USD
3864621.94000000
0.898938205399
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
1113.37000000
0.000258977681
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% 01/15/2031
91282CBF7
3583000.00000000
PA
USD
4233216.72000000
0.984675939956
Long
DBT
USGA
US
N
2
2031-01-15
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
500.00000000
PA
USD
578.22000000
0.000134498032
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
1090.92000000
0.000253755653
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
2586700.00000000
PA
USD
3355179.29000000
0.780438267073
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
800.00000000
PA
USD
1088.43000000
0.000253176462
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
2845800.00000000
PA
USD
3809416.49000000
0.886097030008
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 0.125% 01/15/2030
912828Z37
3119700.00000000
PA
USD
3791640.76000000
0.881962270367
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
1012500.00000000
PA
USD
1598208.95000000
0.371754626370
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
3917800.00000000
PA
USD
4382391.00000000
1.019374925170
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
3909600.00000000
PA
USD
4270070.24000000
0.993248327539
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 2-1/2% 01/15/29
912810PZ5
965900.00000000
PA
USD
1516937.83000000
0.352850393071
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
400.00000000
PA
USD
658.87000000
0.000153257789
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
4111200.00000000
PA
USD
4517525.19000000
1.050808086843
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
805800.00000000
PA
USD
1700646.38000000
0.395582292030
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
941700.00000000
PA
USD
2002887.21000000
0.465885631797
Long
DBT
USGA
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)SEP26 FINANCIAL COMMODITY FUTURE.
N/A
95.00000000
NC
USD
10439609.38000000
2.428326461638
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Sep 2026
2026-09-24
10412496.18000000
USD
27113.20000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)SEP26 FINANCIAL COMMODITY FUTURE.
N/A
40.00000000
NC
USD
4395625.00000000
1.022453246515
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Sep 2026
2026-09-24
4359136.00000000
USD
36489.00000000
N
N
N
GOLDMAN, SACHS & CO.
N/A
US 2YR NOTE (CBT) SEP26 FINANCIAL COMMODITY FUTURE.
N/A
124.00000000
NC
USD
25560468.75000000
5.945544548478
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
N/A
N/A
2026-10-03
25595083.00000000
USD
-34614.25000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) SEP26 FINANCIAL COMMODITY FUTURE.
N/A
173.00000000
NC
USD
18519109.38000000
4.307674905881
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Sep 2026
2026-10-03
18520551.80000000
USD
-1442.42000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) SEP26 FINANCIAL COMMODITY FUTURE.
N/A
156.00000000
NC
USD
16699312.50000000
3.884377370728
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Sep 2026
2026-10-03
16647735.00000000
USD
51577.50000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) SEP26 FINANCIAL COMMODITY FUTURE.
N/A
2.00000000
NC
USD
227000.00000000
0.052801794274
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Sep 2026
2026-09-24
221268.34000000
USD
5731.66000000
N
N
N
Vanguard Intermediate Term Corporate Bond Etf
N/A
VANGUARD INT-TERM CORPORATE MUTUAL FUND
92206C870
15619.00000000
NS
USD
1290910.35000000
0.300274813779
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
1910.00000000
NS
USD
143727.50000000
0.033432025932
Long
EC
RF
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
16400.00000000
NS
USD
1857464.00000000
0.432059171809
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
75890.00000000
NS
USD
7304412.50000000
1.699057648119
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
WI TSY N/B 1.250000% 04/15/2031
91282CQP9
2535000.00000000
PA
USD
2509097.70000000
0.583633747007
Long
DBT
USGA
US
N
2
2031-04-15
Fixed
1.25000000
N
N
N
N
N
N
2026-06-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
Controller and Chief Financial Officer
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