# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004571
**Filing Date:** 2026-5
**Character Count:** 62029
**Document Hash:** 3f8687ed44f7b3908f949d601ee2bcbd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004571.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004571

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**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:** 261041969

**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 Conservative Income Fund (Series ID: S000053394)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000167937 | Class F      | COIAX           |
| C000167938 | Class Y      | COIYX           |

## 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 Conservative Income Fund

- **b. EDGAR series identifier (if any):** S000053394

- **c. LEI of Series:** 5493002XIJ6NU072HS98

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1092666711.93

**Total Liabilities:** $3623791.11

**Net Assets:** $1089042920.82

**Cash Not Reported:** $695747.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8998.10268892 | **1-Year:** -11124.92534289 | **5-Year:** -4.16233915 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2840.64467670 | **1-Year:** -969.19456561 | **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 C000167938 | 0.31%                | 0.29%                | 0.32%                |
| Class ID C000167937 | 0.30%                | 0.28%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-386164.73                                |
| Month 2  | $0.00                    | $-65897.34                                 |
| Month 3  | $0.00                    | $-73220.14                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Natixis (New York Branch)                                     | WELLS FARGO BANK NA VARIABLE RATE 03/17/2027                            | CUSIP: 63873QY65<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             |  | FR        |   3000000 | PA      | $2999302.20   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                   | FEDERATION DES CAISSES DESJARDINS COMMERCIAL PAPER (ISITC)              | CUSIP: 31428GPR8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3856094.40   | 0.35%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC/NY VARIABLE RATE 04/22/2026                           | CUSIP: 06745GFH9<br>LEI: N/A                  | Long             | STIV             |  | GB        |   3000000 | PA      | $3000249.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, New York Branch           | CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY VARIABLE RATE 12/14/2026 | CUSIP: 13606DQA3<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000136.15   | 0.09%             | 2026-12-14      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, New York Branch           | CANADIAN IMPERIAL BANK OF COMMERCE YANKEE CD                            | CUSIP: 13606DSV5<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             |  | US        |   3000000 | PA      | $2988916.20   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                         | BANK OF AMERICA NA CERTIFICATE OF DEPOSIT                               | CUSIP: 06051WWS9<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             |  | US        |   5500000 | PA      | $5500000.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                          | UBS AG (LONDON BRANCH) FLOATING CP                                      | CUSIP: 90276JZE9<br>LEI: N/A                  | Long             | ABS-APCP         |  | GB        |   2000000 | PA      | $2000194.56   | 0.18%             | 2026-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                      | SVENSKA HANDELSBANKEN AB 0% CP                                          | CUSIP: 86960KJA1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | ABS-APCP         |  | US        |   8000000 | PA      | $7861648.00   | 0.72%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (New York Branch)                      | KOREA DEVELOPMENT BANK 4% 06/22/26 YCD                                  | CUSIP: 50066BU58<br>LEI: N/A                  | Long             | STIV             |  | US        |   8500000 | PA      | $8501320.90   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (New York Branch)                       | TORONTO-DOMINION BANK/THE VARIABLE RATE 04/28/2026                      | CUSIP: 89115DAL0<br>LEI: N/A                  | Long             | STIV             |  | CA        |   2000000 | PA      | $2000522.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LIMITED FLOATING CP                                      | CUSIP: 55607NJ27<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | AU        |   7000000 | PA      | $7000908.60   | 0.64%             | 2026-05-04      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| BEDFORD ROW FUNDING CORP.                                     | BEDFORD ROW FUNDING CORP COMMERCIAL PAPER (ISITC)                       | CUSIP: 07644BD17<br>LEI: 5493000JWH1Z48FX0180 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4999488.50   | 0.46%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                   | WESTPAC BANKING CORP FLOATING RATE CD                                   | CUSIP: 9612CABF3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             |  | AU        |   8000000 | PA      | $7993604.16   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (New York Branch)                       | TORONTO-DOMINION BANK/NY VARIABLE RATE 08/10/2026                       | CUSIP: 89115DBM7<br>LEI: N/A                  | Long             | STIV             |  | CA        |   3000000 | PA      | $3000689.40   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                           | VIRGINIA ELECTRIC AND POWER COMPAN COMMERCIAL PAPER (ISITC)             | CUSIP: 92780KDH8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9981838.00   | 0.92%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB BANK ASA COMMERCIAL PAPER (ISITC)                                   | CUSIP: 2332K1E14<br>LEI: 549300GKFG0RYRRQ1414 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2492242.50   | 0.23%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD FLOATING RATE CP                                     | CUSIP: 55607NN55<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | AU        |   3000000 | PA      | $3000202.50   | 0.28%             | 2027-04-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, New York Branch           | CANADIAN IMPERIAL BANK OF COMMERCE YANKEE CD                            | CUSIP: 13606DTP7<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             |  | US        |   5000000 | PA      | $4994939.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD COMMERCIAL PAPER (ISITC)                             | CUSIP: 55607LGL2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4939505.00   | 0.45%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD 0% COMMERCIAL PAPER                                  | CUSIP: 55607LDQ4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   1500000 | PA      | $1496255.70   | 0.14%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING (U.S.) FUNDING LLC                                        | ING (US) FUNDING LLC FLOATING CP                                        | CUSIP: 44988GHQ4<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | ABS-APCP         |  | US        |   5500000 | PA      | $5495820.00   | 0.50%             | 2026-12-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                   | WESTPAC BANKING CORP FLOATING RATE CD                                   | CUSIP: 9612C47J4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             |  | AU        |   3750000 | PA      | $3750781.50   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB BANK ASA COMMERCIAL PAPER (ISITC)                                   | CUSIP: 2332K1DG2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | ABS-APCP         |  | US        |   3500000 | PA      | $3494383.90   | 0.32%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                             | BANK OF MONTREAL/CHICAGO IL VARIABLE RATE 02/19/2027                    | CUSIP: 06370B5T7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4500243.14   | 0.41%             | 2027-02-19      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED               | AUSTRALIA & NEW ZEALAND BANKING GR 0% COMMERCIAL PAPER                  | CUSIP: 05253CGG5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2471679.75   | 0.23%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING COMPANY, LLC                                 | INTREPID FUNDING CO LLC COMMERCIAL PAPER (ISITC)                        | CUSIP: 46125FDQ9<br>LEI: 984500FAJ11A8A3K3E69 | Long             | ABS-APCP         |  | US        |   7000000 | PA      | $6982390.80   | 0.64%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                        | WELLS FARGO BANK NA VARIABLE RATE 03/24/2027                            | CUSIP: 95001KXF6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999371.60   | 0.18%             | 2027-03-24      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                   | SWEDBANK AB 0% CPOMMERCIAL PAPER                                        | CUSIP: 87020XFA3<br>LEI: M312WZV08Y7LYUC71685 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2481133.75   | 0.23%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYUNDAI CAPITAL AMERICA COMMERCIAL PAPER (ISITC)                        | CUSIP: 44890NDV9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9967414.00   | 0.92%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA (NEW YORK BRA YANKEE CD                            | CUSIP: 78015JK48<br>LEI: N/A                  | Long             | STIV             |  | US        |   5000000 | PA      | $5001224.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA FUNDING COMPANY, LLC                                 | COLUMBIA FUNDING COMPANY LLC COMMERCIAL PAPER (ISITC)                   | CUSIP: 19767DGD0<br>LEI: 549300O1V8MCLCRCFD82 | Long             | ABS-APCP         |  | US        |   4700000 | PA      | $4647046.51   | 0.43%             | 2026-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                             | MITSUBISHI HC FIN AMER COMMERCIAL PAPER (ISITC)                         | CUSIP: 60678QDW4<br>LEI: 3538008O2MCHLB9FAL82 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9965583.00   | 0.92%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                    | NATIONAL BANK OF CANADA COMMERCIAL PAPER (ISITC)                        | CUSIP: 63307MHR3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | ABS-APCP         |  | US        |   6000000 | PA      | $5905675.20   | 0.54%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC/NY VARIABLE RATE 08/10/2026                           | CUSIP: 06745GGH8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000764.20   | 0.18%             | 2026-08-10      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED               | AUSTRALIA & NEW ZEALAND BANKING COMMERCIAL PAPER                        | CUSIP: 05253CJ49<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |   9000000 | PA      | $8849097.00   | 0.81%             | 2026-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RANGER FUNDING COMPANY LLC                                    | RANGER FUNDING COMPANY LLC COMMERCIAL PAPER (ISITC)                     | CUSIP: 75300BFC3<br>LEI: 98450051F658C0AS7E68 | Long             | ABS-APCP         |  | US        |   7000000 | PA      | $6945124.20   | 0.64%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                               | NORDEA BANK ABP COMMERCIAL PAPER (ISITC)                                | CUSIP: 65558KDG6<br>LEI: 529900ODI3047E2LIV03 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3993470.00   | 0.37%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                       | ROYAL BANK OF CANADA COMMERCIAL PAPER (ISITC)                           | CUSIP: 78013WET3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2484871.25   | 0.23%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB BANK ASA COMMERCIAL PAPER (ISITC)                                   | CUSIP: 2332K1N71<br>LEI: 549300GKFG0RYRRQ1414 | Long             | ABS-APCP         |  | US        |   5500000 | PA      | $5332120.20   | 0.49%             | 2027-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                              | SKANDINAVISKA ENSKILDA BANKEN AB FLOATING RATE CD                       | CUSIP: 83050WQT4<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             |  | SE        |   5000000 | PA      | $5001071.50   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, New York Branch           | CANADIAN IMPERIAL BANK OF COMMERCE 4.160% 08/12/26 YCD                  | CUSIP: 13606DND0<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             |  | US        |   5000000 | PA      | $5002571.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                       | ROYAL BANK OF CANADA FLOATING CP                                        | CUSIP: 78014XRV1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | ABS-APCP         |  | CA        |   2000000 | PA      | $2000618.80   | 0.18%             | 2026-08-10      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING COMPANY, LLC                                 | INTREPID FUNDING CO LLC COMMERCIAL PAPER (ISITC)                        | CUSIP: 46125FE70<br>LEI: 984500FAJ11A8A3K3E69 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2988200.10   | 0.27%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                              | DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850% 10/15/2026 YCD                | CUSIP: 25161DBB8<br>LEI: N/A                  | Long             | STIV             |  | US        |   6000000 | PA      | $5993470.20   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd (New york Branch)                               | MUFG BANK LTD/NEW YORK NY VARIABLE RATE 09/10/2026                      | CUSIP: 55381BTD0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   4400000 | PA      | $4400064.68   | 0.40%             | 2026-09-10      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                              | ASB BANK LTD 0% COMMERCIAL PAPER                                        | CUSIP: 0020N3LP9<br>LEI: 549300IBZWZL1KTPF918 | Long             | ABS-APCP         |  | US        |   6500000 | PA      | $6334282.50   | 0.58%             | 2026-11-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                    | COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 04/08/2026                    | CUSIP: 21684LL91<br>LEI: N/A                  | Long             | STIV             |  | NL        |   2500000 | PA      | $2500106.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp (New York Branch)                             | NORDEA BANK ABP 3.97% 08/14/26 YCD                                      | CUSIP: 65558WQF8<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $3000075.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank (New York Branch)                     | STANDARD CHARTERED BANK/NEW YORK VARIABLE RATE 10/15/2026               | CUSIP: 85325VSX9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000822.14   | 0.18%             | 2026-10-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                               | LLOYDS BK PLC 0% CP                                                     | CUSIP: 53943HG13<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2475428.25   | 0.23%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd (New york Branch)                               | MUFG BANK LTD/NEW YORK NY VARIABLE RATE 09/15/2026                      | CUSIP: 55381BSU3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $5496806.70   | 0.50%             | 2026-09-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation (New York branch)                 | WESTPAC BANKING CORPORATION (NEW Y YANKEE CD                            | CUSIP: 96130AJ74<br>LEI: N/A                  | Long             | STIV             |  | US        |   1000000 | PA      | $1000795.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ING (U.S.) FUNDING LLC                                        | ING US FUNDING LLC FLOATING CP                                          | CUSIP: 44988GHE1<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $1000084.40   | 0.09%             | 2026-08-14      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                    | NATIONAL BANK OF CANADA COMMERCIAL PAPER (ISITC)                        | CUSIP: 63307MPB9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4828296.00   | 0.44%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                 | ALIMENTATION COUCHE-TARD COMMERCIAL PAPER (ISITC)                       | CUSIP: 01626VDG5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9981876.00   | 0.92%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                      | SVENSKA HANDELSBANKEN AB FLOATING CP                                    | CUSIP: 86960LND8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4999468.50   | 0.46%             | 2026-09-29      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC/NY VARIABLE RATE 04/10/2026                           | CUSIP: 06745GEX5<br>LEI: N/A                  | Long             | STIV             |  | GB        |   3000000 | PA      | $3000084.60   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                  | NUTRIEN LTD COMMERCIAL PAPER (ISITC)                                    | CUSIP: 67077VD21<br>LEI: 5493002QQ7GD21OWF963 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9997775.00   | 0.92%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING COMPANY, LLC                                  | ALINGHI FUNDING CO CLLC FLOATING CP                                     | CUSIP: 01627DBE1<br>LEI: 549300VRDDZC1N8S3N22 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $2000041.84   | 0.18%             | 2026-07-30      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| AQUITAINE FUNDING COMPANY, LLC                                | AQUITAINE FDG CO LLC 0% COMMERCIAL PAPER                                | CUSIP: 03843MHE9<br>LEI: 549300RM1I17W1XLUM92 | Long             | ABS-APCP         |  | US        |  10500000 | PA      | $10342708.95  | 0.95%             | 2026-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                               | NATIONAL AUSTRALI BANK L 4.07 FLOATING CP                               | CUSIP: 63254G3X1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | ABS-APCP         |  | AU        |   5000000 | PA      | $4999222.50   | 0.46%             | 2027-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                          | UBS AG ( LONDON BRANCH) FLOATING RATE CD                                | CUSIP: 90276JZJ8<br>LEI: N/A                  | Long             | STIV             |  | US        |   2000000 | PA      | $2000503.38   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD 0% CP                                                | CUSIP: 55607LEL4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2984236.20   | 0.27%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAINBEACH FUNDING DESIGNATED ACTIVITY COMPANY                 | MAINBEACH FUNDING LLC 0% COMMERCIAL PAPER                               | CUSIP: 56037CHL9<br>LEI: 635400YPICFNDDNXF462 | Long             | ABS-APCP         |  | US        |   3500000 | PA      | $3445781.15   | 0.32%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHESHAM FINANCE LIMITED                                       | CHESHAM FIN LTD/FIN LLC COMMERCIAL PAPER (ISITC)                        | CUSIP: 16538LD15<br>LEI: 549300E2ZX7KY6XM5610 | Long             | ABS-APCP         |  | US        |  44000000 | PA      | $43995490.00  | 4.04%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                        | WELLS FARGO BANK NA VARIABLE RATE 05/28/2026                            | CUSIP: 95001KTF1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             |  | US        |   3000000 | PA      | $3001154.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC (New York Branch)           | LLYODS BANK CORPORATE MARKETS PLC 4.410% YCD                            | CUSIP: 53947B3U2<br>LEI: N/A                  | Long             | STIV             |  | US        |   4695000 | PA      | $4698026.87   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (New York Branch)                       | TORONTO-DOMINION BANK/NY VARIABLE RATE 12/14/2026                       | CUSIP: 89115DCH7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000683.06   | 0.18%             | 2026-12-14      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                        | GOLDMAN SACHS BANK USA FLOATING RATE CD                                 | CUSIP: 40054PLS2<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | STIV             |  | US        |   6000000 | PA      | $5998612.80   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                     | TORONTO-DOMINION BANK (NEW YORK BR YANKEE CD                            | CUSIP: 89115M3E4<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             |  | US        |   3000000 | PA      | $2996108.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                   | SWEDBANK AB/NEW YORK VARIABLE RATE 04/13/2026                           | CUSIP: 87019WM93<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             |  | SE        |   2500000 | PA      | $2500164.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD FLOATING CP                                          | CUSIP: 55607NM64<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | AU        |   2500000 | PA      | $2497815.75   | 0.23%             | 2026-11-30      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                         | BOFA SECURITIES INC COMMERCIAL PAPER (ISITC)                            | CUSIP: 06054PG18<br>LEI: 549300HN4UKV1E2R3U73 | Long             | ABS-APCP         |  | US        |   6710000 | PA      | $6643443.51   | 0.61%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FUNDING COMPANY, LLC                                 | COLUMBIA FUNDING CO FLOATING CP                                         | CUSIP: 19765V3G9<br>LEI: 549300O1V8MCLCRCFD82 | Long             | ABS-APCP         |  | US        |   2000000 | PA      | $2000098.02   | 0.18%             | 2026-12-21      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (New York Branch)                       | TORONTO-DOMINION BANK (NEW YORK BR YANKEE CD                            | CUSIP: 89115DW51<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $2990221.20   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC (NEW YORK BRANCH YANKEE CD                            | CUSIP: 06745GHR5<br>LEI: N/A                  | Long             | STIV             |  | US        |   5000000 | PA      | $4996188.50   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA (NEW YORK BRA YANKEE CD                            | CUSIP: 78015J2H9<br>LEI: N/A                  | Long             | STIV             |  | US        |   5000000 | PA      | $4994632.50   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LIMITED                                 | WESTPAC SECURITIES NZ LTD (LONDON FLOATING CP                           | CUSIP: 96122JGM5<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | ABS-APCP         |  | GB        |   4750000 | PA      | $4751145.70   | 0.44%             | 2026-08-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg (New York Branch)               | LANDESBANK BADEN WUERTTEMBERG (NEW 3.900% 06/05/26 YCD                  | CUSIP: 51502BDU2<br>LEI: N/A                  | Long             | STIV             |  | US        |   4000000 | PA      | $4000498.40   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas (New York Branch)                                 | BNP PARIBAS (NEW YORK BRANCH) YANKEE CD                                 | CUSIP: 05593DN33<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $2997125.10   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, New York Branch           | CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY VARIABLE RATE 11/09/2026 | CUSIP: 13606DPL0<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             |  | CA        |   3000000 | PA      | $3001566.24   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MACKINAC FUNDING COMPANY, LLC                                 | MACKINAC FUNDING CO LLC COMMERCIAL PAPER (ISITC)                        | CUSIP: 55458FGE1<br>LEI: 549300DSZ0UOZX6UNF02 | Long             | ABS-APCP         |  | US        |   3500000 | PA      | $3460085.30   | 0.32%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIDGEFIELD FUNDING COMPANY, LLC                               | RIDGEFIELD FUNDING COMPANY LLC FLOATING RATE CD                         | CUSIP: 76582EPK5<br>LEI: N/A                  | Long             | STIV             |  | US        |   9000000 | PA      | $9000455.40   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas (New York Branch)                                 | BNP PARIBAS (NEW YORK BRANCH) 3.8% 07/13/2026                           | CUSIP: 05593DLV3<br>LEI: N/A                  | Long             | STIV             |  | US        |   1500000 | PA      | $1499563.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                           | BANK OF NOVA SCOTIA (HOUSTON BRANC 3.800% 01/08/27 YCD                  | CUSIP: 06418NLE0<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $2993799.30   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                        | WELLS FARGO BANK NA 3.750% 01/27/2027                                   | CUSIP: 95001KVL5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             |  | US        |   5000000 | PA      | $4986765.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA/NEW YORK NY VARIABLE RATE 11/13/2026               | CUSIP: 78015JRU3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000005.00   | 0.18%             | 2026-11-13      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CHESHAM FINANCE LLC                                           | CHESHAM FIN LTD / CHESHAM FIN LLC 0% COMMERCIAL PAPER                   | CUSIP: 16537JD29<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   7000000 | PA      | $6998563.60   | 0.64%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLD LINE FUNDING, LLC                                         | OLD LINE FUNDING LLC 0% CP                                              | CUSIP: 67983UEJ8<br>LEI: 5493004QSN8OZAIU2J90 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4974346.50   | 0.46%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLD LINE FUNDING, LLC                                         | OLD LINE FUNDING LLC 0% COMMERCIAL PAPERS                               | CUSIP: 67983UF99<br>LEI: 5493004QSN8OZAIU2J90 | Long             | ABS-APCP         |  | US        |   5500000 | PA      | $5458505.80   | 0.50%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA (NEW YORK BRA 4.1% 08/14/26                        | CUSIP: 78015JLQ8<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $3001492.50   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | TD SECURITIES (USA) LLC REPO REPURCHASE AGREEMENT                       | CUSIP: BYJ1VECV7<br>LEI: N/A                  | Long             | RA               |  | US        | 113000000 | PA      | $113000000.00 | 10.38%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                   | WESTPAC BANKING CORP FLOATING CP                                        | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | ABS-APCP         |  | AU        |   3000000 | PA      | $3000226.59   | 0.28%             | 2026-04-10      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD 0% COMMERCIAL PAPERS                                 | CUSIP: 55607LJQ8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2942165.10   | 0.27%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                             | BANK OF MONTREAL (CHICAGO BRANCH) YANKEE CD                             | CUSIP: 06367DUR4<br>LEI: N/A                  | Long             | STIV             |  | US        |   6000000 | PA      | $5992385.40   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd (New york Branch)                               | MUFG BANK LTD (NEW YORK BRANCH) YANKEE CD                               | CUSIP: 55381BMU9<br>LEI: N/A                  | Long             | STIV             |  | US        |   7000000 | PA      | $7000756.00   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC (NEW YORK BRANCH YANKEE CD                            | CUSIP: 06745GHB0<br>LEI: N/A                  | Long             | STIV             |  | US        |   3500000 | PA      | $3494618.75   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                      | SVENSKA HANDELSBANKEN AB COMMERCIAL PAPER (ISITC)                       | CUSIP: 86960KJJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | ABS-APCP         |  | US        |   3500000 | PA      | $3436382.60   | 0.32%             | 2026-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FUNDING COMPANY LLC                           | MANHATTAN ASSET FUNDING CO LLC COMMERCIAL PAPER (ISITC)                 | CUSIP: 56274MDE9<br>LEI: 549300S0NSJYSOB32S63 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4992776.00   | 0.46%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC/NY VARIABLE RATE 04/21/2026                           | CUSIP: 06745GDH1<br>LEI: N/A                  | Long             | STIV             |  | GB        |   5000000 | PA      | $5000958.50   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                         | BANK OF AMERICA NA CERTIFICATE OF DEPOSITE                              | CUSIP: 06051WXQ2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             |  | US        |   2000000 | PA      | $2000000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                        | UBS AG (STAMFORD BRANCH) YANKEE CD                                      | CUSIP: 90275DVQ0<br>LEI: 254900R882POXXVAK772 | Long             | STIV             |  | US        |   1000000 | PA      | $997298.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                           | BANK OF NOVA SCOTIA (HOUSTON BRANC YANKEE CD                            | CUSIP: 06418NNV0<br>LEI: N/A                  | Long             | STIV             |  | US        |   5000000 | PA      | $4996671.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAPITAL COMPANY, LLC                        | CONCORD MINUTEMEN CAPITAL CO LLC S 0% CP                                | CUSIP: 2063CQF83<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         |  | US        |  11000000 | PA      | $10917542.90  | 1.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank (New York Branch)                     | STANDARD CHARTERED BANK/NEW YORK VARIABLE RATE 11/23/2026               | CUSIP: 85325VTJ9<br>LEI: N/A                  | Long             | STIV             |  | GB        |   2000000 | PA      | $2000982.26   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITANNIA FUNDING COMPANY, LLC                                | BRITANNIA FUNDING COMPANY LLC COMMERCIAL PAPER (ISITC)                  | CUSIP: 11042ME61<br>LEI: 549300X2ZBE7GS6QP587 | Long             | ABS-APCP         |  | US        |   2500000 | PA      | $2490385.00   | 0.23%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited (New York Branch) | OVERSEA-CHINESE BANKING CORP LTD VARIABLE RATE 07/09/2026               | CUSIP: 69033NJZ9<br>LEI: N/A                  | Long             | STIV             |  | SG        |   4000000 | PA      | $4001058.40   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LIMITED                               | ANZ NEW ZEALAND INTL LTD IAM 0% COMMERCIAL PAPER                        | CUSIP: 0018A3JE5<br>LEI: 213800VD256NU2D97H12 | Long             | ABS-APCP         |  | US        |   4500000 | PA      | $4419485.10   | 0.41%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD COMMERCIAL PAPER (ISITC)                             | CUSIP: 55607LDW1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   1500000 | PA      | $1495300.05   | 0.14%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA 3.96% 11/18/26 YCD                                 | CUSIP: 78015JSG3<br>LEI: N/A                  | Long             | STIV             |  | US        |   2000000 | PA      | $1998464.80   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis (New York Branch)                                     | BANK OF AMERICA NA VARIABLE RATE 01/04/2027                             | CUSIP: 63873QY65<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             |  | US        |   2000000 | PA      | $2001055.04   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp (New York Branch)                             | NORDEA BANK ABP/NEW YORK NY VARIABLE RATE 12/15/2026                    | CUSIP: 65558WUA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |   5000000 | PA      | $5000024.50   | 0.46%             | 2026-12-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp (New York Branch)                | SUMITOMO MITSUI BANKING CORP/NEW YORK VARIABLE RATE 10/15/2026          | CUSIP: 86565GZP8<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6000376.80   | 0.55%             | 2026-10-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING COMPANY, LLC                                  | ALINGHI FUNDING CO LLC FLOATING CP                                      | CUSIP: 01627ECV0<br>LEI: 549300VRDDZC1N8S3N22 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $1000076.06   | 0.09%             | 2026-07-16      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING COMPANY, LLC                                 | INTREPID FUNDING CO LLC COMMERCIAL PAPER (ISITC)                        | CUSIP: 46125FDW6<br>LEI: 984500FAJ11A8A3K3E69 | Long             | ABS-APCP         |  | US        |   9500000 | PA      | $9469758.65   | 0.87%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                             | BANK OF MONTREAL/CHICAGO IL VARIABLE RATE 03/22/2027                    | CUSIP: 06370B6D1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4997390.85   | 0.46%             | 2027-03-22      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                | COMMONWEALTH BANK OF AUSTRALIA 0% COMMERCIAL PAPER                      | CUSIP: 20272EQJ0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | ABS-APCP         |  | US        |   6000000 | PA      | $5761470.00   | 0.53%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd (New york Branch)                               | MUFG BANK LTD (NEW YORK BRANCH) YANKEE CD                               | CUSIP: 55381BPS1<br>LEI: N/A                  | Long             | STIV             |  | US        |   5000000 | PA      | $5001219.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                    | NATIONAL BANK OF CANADA FLOATING CP                                     | CUSIP: 63307NRB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | ABS-APCP         |  | CA        |   2000000 | PA      | $2000799.96   | 0.18%             | 2026-12-18      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA (NEW YORK BRA 3.740% 10/05/26 YCD                  | CUSIP: 78015JWQ6<br>LEI: N/A                  | Long             | STIV             |  | US        |   4000000 | PA      | $3995139.20   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED               | AUSTRALIA & NEW ZEALAND BANKING GR COMMERCIAL PAPER (ISITC)             | CUSIP: 05253CG26<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2970410.40   | 0.27%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITANNIA FUNDING COMPANY, LLC                                | BRITANNIA FUNDING COMPANY LLC FLOATING CP                               | CUSIP: 11042NBY1<br>LEI: 549300X2ZBE7GS6QP587 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $5001092.40   | 0.46%             | 2026-07-30      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA (NEW YORK BRA 3.850% 12/04/26 YCD                  | CUSIP: 78015JU47<br>LEI: N/A                  | Long             | STIV             |  | US        |   3000000 | PA      | $2994905.70   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                           | HSBC BANK USA NA VARIABLE RATE 07/10/2026                               | CUSIP: 40435RXY2<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | STIV             |  | US        |   2000000 | PA      | $2000887.80   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB (New York Branch)                    | SVENSKA HANDELSBANKEN AB (NEW YORK 3.935% 11/17/26                      | CUSIP: 86959TSF4<br>LEI: N/A                  | Long             | STIV             |  | US        |   1000000 | PA      | $999405.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | BOFA SECURITIES INC REPO REPURCHASE AGREEMENT                           | CUSIP: BYJ1VEAB3<br>LEI: N/A                  | Long             | RA               |  | US        | 100000000 | PA      | $100000000.00 | 9.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Development Bank (New York Branch)                      | KOREA DEVELOPMENT BANK (NEW YORK 3.80% 09/18/2026                       | CUSIP: 50066BX55<br>LEI: N/A                  | Long             | STIV             |  | US        |  16000000 | PA      | $15986904.00  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                        | MACQUARIE BANK LTD 0% COMMERCIAL PAPER                                  | CUSIP: 55607LDV3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2990919.60   | 0.27%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | GOLDMAN SACHS & CO. LLC REPO REPURCHASE AGREEMENT                       | CUSIP: BYJ1VEBZ9<br>LEI: N/A                  | Long             | RA               |  | US        | 140000000 | PA      | $140000000.00 | 12.86%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                        | GOLDMAN SACHS BANK USA CERTIFICATE OF DEPOSIT                           | CUSIP: 40054PKM6<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | STIV             |  | US        |   4500000 | PA      | $4500000.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAPITAL COMPANY, LLC                        | CONCORD MINUTEMEN CAPITAL CO FLOATING RATE CD                           | CUSIP: 20632CDY0<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             |  | US        |   9500000 | PA      | $9502386.31   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                  | MONDELEZ INTERNATIONAL INC COMMERCIAL PAPER (ISITC)                     | CUSIP: 60920WDH0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9981310.00   | 0.92%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIDGEFIELD FUNDING COMPANY, LLC                               | RIDGEFIELD FUNDING COMPANY LLC COMMERCIAL PAPER (ISITC)                 | CUSIP: 76582KHM6<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   6500000 | PA      | $6398073.50   | 0.59%             | 2026-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (New York Branch)                      | KOREA DEVELOPMENT BANK (NEW YORK COMMERCIAL PAPER (ISITC)               | CUSIP: 5006E1J88<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   9000000 | PA      | $8844205.50   | 0.81%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp (New York Branch)                             | NORDEA BANK ABP/NEW YORK NY VARIABLE RATE 04/14/2026                    | CUSIP: 65558WMF2<br>LEI: N/A                  | Long             | STIV             |  | FI        |   3000000 | PA      | $3000213.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg (New York Branch)               | LANDESBANK BADEN-WURTTEMBERG NEW Y COMMERCIAL PAPER (ISITC)             | CUSIP: 5148X1D18<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |  42000000 | PA      | $41995699.20  | 3.86%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                               | NORDEA BANK ABP COMMERCIAL PAPER (ISITC)                                | CUSIP: 65558KF17<br>LEI: 529900ODI3047E2LIV03 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9934417.00   | 0.91%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB (New York Branch)                    | SVENSKA HANDELSBANKEN/NEW YORK NY VARIABLE RATE 10/15/2026              | CUSIP: 86959TRN8<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |   4000000 | PA      | $3999294.40   | 0.37%             | 2026-10-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada (New York Branch)                        | ROYAL BANK OF CANADA/NEW YORK NY VARIABLE RATE 08/26/2026               | CUSIP: 78015JTL1<br>LEI: N/A                  | Long             | STIV             |  | CA        |  10000000 | PA      | $10003884.00  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCOVE FUNDING DESIGNATED ACTIVITY COMPANY                  | GLENCOVE FUNDING LLC COMMERCIAL PAPER (ISITC)                           | CUSIP: 37828XF46<br>LEI: 5493005GLCPFS0U8NK07 | Long             | ABS-APCP         |  | US        |   9000000 | PA      | $8937437.40   | 0.82%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                               | LLOYDS BANK PLC 0% COMMERCIAL PAPERS                                    | CUSIP: 53943SDM6<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | ABS-APCP         |  | US        |   3000000 | PA      | $2993461.20   | 0.27%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                        | EXTRA SPACE STORAGE LP COMMERCIAL PAPER (ISITC)                         | CUSIP: 30227QDF0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | ABS-APCP         |  | US        |  10000000 | PA      | $9983216.00   | 0.92%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (New York Branch)                       | TORONTO-DOMINION BANK (NEW YORK BR FLOATING RATE CD                     | CUSIP: 89115DUD6<br>LEI: N/A                  | Long             | STIV             |  | CA        |   3000000 | PA      | $2996922.90   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| DZ Bank AG (New York Branch)                                  | DZ BANK AG (NEW YORK BRANCH) YANKEE CD                                  | CUSIP: 23344JEJ0<br>LEI: N/A                  | Long             | STIV             |  | US        |   6000000 | PA      | $6000907.20   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                    | NATIONAL BANK OF CANADA FLOATING CP                                     | CUSIP: 63307NNP8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | ABS-APCP         |  | CA        |   3000000 | PA      | $3001425.90   | 0.28%             | 2026-05-29      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC (New York Branch)                           | BARCLAYS BANK PLC/NY VARIABLE RATE 11/13/2026                           | CUSIP: 06745GGK1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3000734.40   | 0.28%             | 2026-11-13      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer