# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002830
**Filing Date:** 2025-11
**Character Count:** 54786
**Document Hash:** d89d445440588218c8d8178b7125b2f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002830.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002830

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533151

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT MULTI-ASSET CAPITAL STABILITY FUND (Series ID: S000035782)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000109627 | Class F      | SCLAX           |
| C000147406 | Class Y      | SMLYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SIMT Multi-Asset Capital Stability Fund

- **b. EDGAR series identifier (if any):** S000035782

- **c. LEI of Series:** C7C50PC2E3ID1LW1C681

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $578286595.02

**Total Liabilities:** $127568134.26

**Net Assets:** $450718460.76

**Cash Not Reported:** $29931783.23

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -491.22353708 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -181.39191779 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147406 | 0.89%                | 0.99%                | 0.40%                |
| Class ID C000109627 | 0.79%                | 1.10%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $52930.53                | $3569529.42                                |
| Month 2  | $-1999.69                | $1245165.80                                |
| Month 3  | $1628703.48              | $-1234860.11                               |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                  | MICRO EMIN RUS2000DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49 | NC      | $601597.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO FUNDING LLC                          | INTESA FDG LLC COMMERCIAL PAPER (ISITC)                                             | CUSIP: 4611K0YH4<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   6050000 | PA      | $6013683.67   | 1.33%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: CITIGROUP_US_USD_XNYS_2             | CUSIP: 172967424<br>LEI: N/A                  | N/A              | DE               |  | US        |   6683597 | NC      | $17076.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | TSY INFL IX N/B 1.625000% 04/15/2030                                                | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1966000 | PA      | $2025999.90   | 0.45%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                        | ALPHABET INC-CL C COMMON STOCK                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      1609 | NS      | $391871.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: MICROSOFT_US_USD_XNAS                         | CUSIP: 594918104<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   3467320 | NC      | $-54740.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA | CUSIP: TRS890706<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     29742 | NC      | $30931.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27                        | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1101400 | PA      | $1795497.22   | 0.40%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRK : J P MORGAN                                     | BRK : J P MORGAN REF : NVIDIA CORP                                                  | CUSIP: TRS890104<br>LEI: N/A                  | N/A              | DE               |  | US        |  15146150 | NC      | $-713150.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA, LLC                            | ENEL FIN AMER LLC DISC COMMERCIAL PAPER (ISITC)                                     | CUSIP: 29279GZK6<br>LEI: 549300EGNLVUJX1DEC60 | Long             | ABS-APCP         |  | US        |   8500000 | PA      | $8420162.90   | 1.87%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26                            | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    244900 | PA      | $398959.52    | 0.09%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada                                               | CAN 10YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         1 | NC      | $88012.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard 500 Index Fund                              | VANGUARD S&P 500 ETF MUTUAL FUND                                                    | CUSIP: 922908363<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7248 | NS      | $4438530.24   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 10/16/2025                                                  | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34940876.25  | 7.75%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (U.S.) INC.                                 | ENBRIDGE U S INC DISC COML PAP COMMERCIAL PAPER (ISITC)                             | CUSIP: 29251UXQ6<br>LEI: 5493003FRODSVHJWFS32 | Long             | ABS-APCP         |  | US        |    400000 | PA      | $398853.96    | 0.09%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                         | LINDE PLC COMMON STOCK                                                              | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               |  | US        |     11760 | NS      | $5586000.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028                       | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   4054600 | PA      | $4383987.67   | 0.97%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                             | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        41 | NC      | $8544335.94   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                   | ORACLE CORP COMMERCIAL PAPER (ISITC)                                                | CUSIP: 6840C2YL3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | ABS-APCP         |  | US        |   3300000 | PA      | $3280220.13   | 0.73%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3856500 | PA      | $4350858.69   | 0.97%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | EURO STOXX 50     DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         8 | NC      | $520856.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MSCI EMGMKT       DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       108 | NC      | $7342380.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: GLOBAL PAYMENTS_US_USD_X            | CUSIP: 37940X102<br>LEI: N/A                  | N/A              | DE               |  | US        |   6547335 | NC      | $291411.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | NASDAQ 100 E-MINI DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $498035.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                 | GLOBAL PAYMENTS INC COMMON STOCK                                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     75300 | NS      | $6255924.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28                        | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    863800 | PA      | $1835384.56   | 0.41%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                           | JABIL INC DISC COML PAPER COMMERCIAL PAPER (ISITC)                                  | CUSIP: 46652LX10<br>LEI: 5493000CGCQY2OQU7669 | Long             | ABS-APCP         |  | US        |   8500000 | PA      | $8498843.15   | 1.89%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3190700 | PA      | $3825209.95   | 0.85%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | SPI 200 FUTURES   DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        39 | NC      | $5733583.63   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | IBEX 35 INDX FUTR OCT25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         6 | NC      | $1093325.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28                        | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1098500 | PA      | $1721740.94   | 0.38%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: META PLATFORMS C.A_US_US            | CUSIP: 30303M102<br>LEI: N/A                  | N/A              | DE               |  | US        |   1791902 | NC      | $95483.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       365 | NC      | $39856289.06  | 8.84%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29                         | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2814000 | PA      | $3447462.44   | 0.76%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT, INC.                                      | VW CREDIT INC COMMERCIAL PAPER (ISITC)                                              | CUSIP: 91842JY60<br>LEI: 549300UUPJ2NXDB68M19 | Long             | ABS-APCP         |  | US        |   7100000 | PA      | $7068622.26   | 1.57%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027                      | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2966800 | PA      | $3891467.34   | 0.86%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                               | MACQUARIE BK LTD COMMERCIAL PAPER (ISITC)                                           | CUSIP: 55607KY42<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |    500000 | PA      | $497998.85    | 0.11%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                        | BROADCOM INC COMMON STOCK                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     45000 | NS      | $14845950.00  | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | MSCI EAFE         DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        93 | NC      | $12951645.00  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                           | EURO-BOBL FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        28 | NC      | $3875966.44   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       180 | NC      | $19655156.25  | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 3YR BOND FUT DEC25                              | AUST 3YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |        10 | NC      | $708088.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                | MICROSOFT CORP COMMON STOCK                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     12443 | NS      | $6444851.85   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK : JPMORGAN CHASE BANK NATIONAL ASSOCIATION       | BRK : JPMORGAN CHASE BANK NATIONAL ASSOCIATION REF: US78464A8541_US_USD             | CUSIP: 78464A854<br>LEI: N/A                  | N/A              | DE               |  | US        |   3868500 | NC      | $-48500.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                           | EURO-BOBL FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        94 | NC      | $13012173.06  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026                      | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   8625900 | PA      | $10141490.98  | 2.25%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                          | JANUS HENDERSON AAA CLO ETF MUTUAL FUND                                             | CUSIP: 47103U845<br>LEI: N/A                  | Long             | EC               | RF                | US        |    128871 | NS      | $6544069.38   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26                        | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    893100 | PA      | $1211011.75   | 0.27%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                | THERMO FISHER SCIENTIFIC INC COMMON STOCK                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      8390 | NS      | $4069317.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TSY INFL IX N/B 1.625000% 10/15/2029                                                | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   7318400 | PA      | $7663578.67   | 1.70%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: MICROSOFT_US_USD_XNAS                         | CUSIP: 594918104<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   2549500 | NC      | $-40250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8%  01/15/2027                     | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2641800 | PA      | $3505508.93   | 0.78%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: EXXON MOBIL_US_USD_XNYS                       | CUSIP: 30231G102<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   3757360 | NC      | $-19765.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                    | MITSUBISHI HC FIN AMER LLC COMMERCIAL PAPER (ISITC)                                 | CUSIP: 60678PX20<br>LEI: 3538008O2MCHLB9FAL82 | Long             | ABS-APCP         |  | US        |   6200000 | PA      | $6198528.74   | 1.38%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27                        | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   9823800 | PA      | $10885156.65  | 2.42%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | E-MINI RUSS 2000  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         9 | NC      | $1104975.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 11/04/2025                                                  | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4981063.90   | 1.11%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                        | GOLDMAN SACHS GROUP INC COMMON STOCK                                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |      9100 | NS      | $7246785.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 IX FUT DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        11 | NC      | $2803047.29   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                              | DUKE ENERGY CORP NEW COMMERCIAL PAPER (ISITC)                                       | CUSIP: 26244HX73<br>LEI: I1BZKREC126H0VB1BL91 | Long             | ABS-APCP         |  | US        |   1250000 | PA      | $1248986.50   | 0.28%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)                                           | CUSIP: 37790AXV0<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         |  | US        |   2250000 | PA      | $2242099.80   | 0.50%             | 2025-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRK - JP MORGAN                                      | BRK - JP MORGAN ASSET - HYG UP STOCK                                                | CUSIP: TRS894041<br>LEI: N/A                  | N/A              | DE               |  | US        |    197726 | NC      | $53386.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.         | TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               |  | US        |     18100 | NS      | $5055149.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                               | CAN 10YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       168 | NC      | $14786028.46  | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: THERMO FISHER_US_USD_XNYS                     | CUSIP: 883556102<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   4047420 | NC      | $-21897.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Long Term Corporate Bond Etf                | VANGUARD LONG-TERM CORP BOND MUTUAL FUND                                            | CUSIP: 92206C813<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1555 | NS      | $120745.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                   | NVIDIA CORP COMMON STOCK                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     85000 | NS      | $15859300.00  | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT DEC25                              | AUST 10Y BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |         7 | NC      | $525868.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                     | FORTUNE BRANDS INNOVATIONS INC COMMERCIAL PAPER (ISITC)                             | CUSIP: 34965GX27<br>LEI: 54930032LHW54PQUJD44 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1999529.80   | 0.44%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29                        | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1004700 | PA      | $2158611.01   | 0.48%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: META PLATFORMS C.A_US_US                      | CUSIP: 30303M102<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   3777950 | NC      | $106050.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners L.P.                   | BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)                                  | CUSIP: 11284WX32<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $1999293.80   | 0.44%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                        | BROADCOM INC COMMON STOCK                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     16400 | NS      | $5410524.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio S&P 500 ETF                           | SPDR PORTFOLIO S&P 500 ETF MUTUAL FUND                                              | CUSIP: 78464A854<br>LEI: N/A                  | Long             | EC               | RF                | US        |    100000 | NS      | $7834000.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | BRK - GOLDMAN SACHS REF - GS USD SHORT VOL BASKET                                   | CUSIP: TRS891112<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     34465 | NC      | $28605.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | DAX INDEX FUTURE  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2 | NC      | $1410652.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8%  07/15/2026                     | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2271800 | PA      | $3051138.13   | 0.68%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: BROADCOM INC_US_USD_XNAS                      | CUSIP: 11135F101<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   5901868 | NC      | $491344.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC.     | BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)                             | CUSIP: 11275MX84<br>LEI: 549300GV8LYH0T7DZO77 | Long             | ABS-APCP         |  | US        |   8600000 | PA      | $8591566.84   | 1.91%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate Term Corporate Bond Etf        | VANGUARD INT-TERM CORPORATE MUTUAL FUND                                             | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7785 | NS      | $654796.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       115 | NC      | $14063812.62  | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK : J P MORGAN                                     | BRK : J P MORGAN REF : BROADCOM INC                                                 | CUSIP: TRS890101<br>LEI: N/A                  | N/A              | DE               |  | US        |  15053850 | NC      | $207900.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3054800 | PA      | $3954422.01   | 0.88%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: TAIWAN SEMI.ADR_US_USD_X            | CUSIP: 874039100<br>LEI: N/A                  | N/A              | DE               |  | US        |   4934603 | NC      | $-120546.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                           | EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        14 | NC      | $2114986.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 10/09/2025                                                  | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29973009.90  | 6.65%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CAC40 10 EURO FUT OCT25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        14 | NC      | $1298733.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                   | NVIDIA CORP COMMON STOCK                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |      6711 | NS      | $1252138.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028                      | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2711700 | PA      | $3474083.93   | 0.77%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: UNITEDHEALTH GROUP_US_USD_XNYS                | CUSIP: 91324P102<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   4056747 | NC      | $30549.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                   | ORACLE CORP COMMERCIAL PAPER (ISITC)                                                | CUSIP: 6840C2YK5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | ABS-APCP         |  | US        |   1500000 | PA      | $1491180.60   | 0.33%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                         | OVINTIV INC COMMERCIAL PAPER (ISITC)                                                | CUSIP: 69047JXL7<br>LEI: 2549003MEX7YMKLGI239 | Long             | ABS-APCP         |  | US        |   2600000 | PA      | $2593110.00   | 0.58%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029                       | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2357500 | PA      | $2993350.03   | 0.66%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                              | EXXON MOBIL CORP COMMON STOCK                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     33500 | NS      | $3777125.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                    | ASML HOLDING NV-NY REG SHS DEPOSITARY RECEIPT                                       | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               |  | US        |      6000 | NS      | $5808540.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                           | EURO-SCHATZ FUT   DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        47 | NC      | $5907997.09   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | TREASURY BILL 0.000000% 10/02/2025                                                  | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39995541.60  | 8.87%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29                        | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1002900 | PA      | $1576788.14   | 0.35%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026                      | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1511700 | PA      | $1852336.75   | 0.41%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BRK : JPMORGAN CHASE BANK NATIONAL ASSOCIATION       | BRK : JPMORGAN CHASE BANK NATIONAL ASSOCIATION REF: US78464A8541_US_USD             | CUSIP: 78464A854<br>LEI: N/A                  | N/A              | DE               |  | US        |   3818000 | NC      | $-99000.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                       | CITIGROUP INC COMMON STOCK                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     65680 | NS      | $6666520.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $336937.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                           | EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        48 | NC      | $7251380.63   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK: BANK OF AMERICA NATIONAL ASSOCIATION            | BRK: BANK OF AMERICA NATIONAL ASSOCIATION REF: GOLDMAN SACHS_US_USD_XNY             | CUSIP: 38141G104<br>LEI: N/A                  | N/A              | DE               |  | US        |   7330596 | NC      | $83811.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         6 | NC      | $733764.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                            | CRH AMER FIN INC DISC COML PAP COMMERCIAL PAPER (ISITC)                             | CUSIP: 12636CXL9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | ABS-APCP         |  | US        |   8600000 | PA      | $8579484.70   | 1.90%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                 | META PLATFORMS INC COMMON STOCK                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      7842 | NS      | $5759007.96   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       199 | NC      | $22387500.00  | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                     | AMAZON.COM INC COMMON STOCK                                                         | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |      1609 | NS      | $353288.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 IND FUTURE OCT25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        55 | NC      | $1558462.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SP500 MIC EMIN FUTDEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        63 | NC      | $2122706.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | NASD100 MICRO EMINDEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       133 | NC      | $6623865.50   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | FTSE/MIB IDX FUT  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         5 | NC      | $1248266.87   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                              | DUKE ENERGY CORP NEW COMMERCIAL PAPER (ISITC)                                       | CUSIP: 26244HXE8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3993484.80   | 0.89%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | TSY INFL IX N/B 2.125000% 04/15/2029                                                | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   8326500 | PA      | $8977585.51   | 1.99%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners L.P.                   | BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)                                  | CUSIP: 11284WY64<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $597348.36    | 0.13%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE 100 IDX FUT  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        13 | NC      | $1646439.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Republique Francaise                                 | EURO-OAT FUTURE   DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         9 | NC      | $1283282.02   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 IX FUT DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         5 | NC      | $1274112.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: LINDE PL_US_USD_XNYS                | CUSIP: G54950103<br>LEI: N/A                  | N/A              | DE               |  | US        |   5555306 | NC      | $-30693.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028                      | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   8844200 | PA      | $9717060.66   | 2.16%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners L.P.                   | BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)                                  | CUSIP: 11284WY31<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | ABS-APCP         |  | US        |   5400000 | PA      | $5378070.06   | 1.19%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES, S.A.                 | BANCO DE CREDITO E COMMERCIAL PAPER (ISITC)                                         | CUSIP: 05990CY57<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   8500000 | PA      | $8463739.00   | 1.88%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | NIKKEI 225 MINI   DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       126 | NC      | $3838399.30   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030                        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1842700 | PA      | $2207659.35   | 0.49%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BRK : BANK OF AMERICA NATIONAL ASSOCIATION           | BRK : BANK OF AMERICA NATIONAL ASSOCIATION REF: ASML HOLDING                        | CUSIP: N07059210<br>LEI: N/A                  | N/A              | DE               |  | US        |   5746800 | NC      | $-61740.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        53 | NC      | $5962500.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P500 EMINI FUT  DEC25 PHYSICAL INDEX FUTURE.                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        93 | NC      | $31335187.50  | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                      | UNITEDHEALTH GROUP INC COMMON STOCK                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     11660 | NS      | $4026198.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer