# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004572
**Filing Date:** 2026-5
**Character Count:** 48259
**Document Hash:** 0fac8191c0701e257613fb798c1c5a4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004572.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004572

**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:** 261041970

**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:** 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:** $583472474.40

**Total Liabilities:** $154638564.71

**Net Assets:** $428833909.69

**Cash Not Reported:** $55931961.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -610.38053710 | **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:** -54.19104521 | **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 | -1.84%               | 0.98%                | 0.79%                |
| Class ID C000109627 | -1.84%               | 0.88%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $516634.38               | $-9679646.44                               |
| Month 2  | $9029072.12              | $-9201135.04                               |
| Month 3  | $270364.28               | $4010419.83                                |

### 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                                                  | S&P500 EMINI FUT  JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        36 | NC      | $11827350.00  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| REF : NVIDIA CORP                                    | REF : NVIDIA CORP BRK - JPMORGAN                                      | CUSIP: TRS89NVD1<br>LEI: N/A                  | N/A              | DE               |  | US        |  24696760 | NC      | $821400.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI EAFE         JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35 | NC      | $5076925.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | REF: MICROSOFT_US_USD_XNAS BRK: GOLDMAN SACHS                         | CUSIP: 594918104<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |   4741948 | NC      | $373942.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | SP500 MIC EMIN FUTJUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       113 | NC      | $3712473.75   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | REF: EXXON MOBIL_US_USD_XNYS BRK: GOLDMAN SACHS                       | CUSIP: 30231G102<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |   5143255 | NC      | $-540355.00   | -0.13%            |  |  |  | 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        |   6155000 | PA      | $6351415.02   | 1.48%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | IBEX 35 INDX FUTR APR26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         4 | NC      | $781956.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                        | ALPHABET INC-CL C COMMON STOCK                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     14819 | NS      | $4250978.34   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50     JUN26                              | EURO STOXX 50     JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         8 | NC      | $506509.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA BRK: GOLDMAN SACHS | CUSIP: TRS890706<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     29742 | NC      | $-45207.84    | -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        |   1011400 | PA      | $1659836.55   | 0.39%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REF : MICROSOFT CORP                                 | REF : MICROSOFT CORP BRK - JPMORGAN                                   | CUSIP: 594918104<br>LEI: N/A                  | N/A              | DE               |  | US        |  49618704 | NC      | $3632485.20   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                | BRUNSWICK CORPORATION COMMERCIAL PAPER (ISITC)                        | CUSIP: 11704ND28<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | ABS-APCP         |  | US        |   4500000 | PA      | $4498931.25   | 1.05%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                              | BLACK HILLS CORP COMMERCIAL PAPER (ISITC)                             | CUSIP: 09212FD16<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | ABS-APCP         |  | US        |   5100000 | PA      | $5099440.02   | 1.19%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | 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      | $4331042.40   | 1.01%             |  |  |  | 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        |   5114600 | PA      | $5566868.96   | 1.30%             | 2028-04-15      | Fixed         | 1.25%                 | 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        |   4867500 | PA      | $5575356.13   | 1.30%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EURO-OAT FUTURE   JUN26                              | EURO-OAT FUTURE   JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        10 | NC      | $1367553.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $11104687.50  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        52 | NC      | $5774437.50   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.               | GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)                     | CUSIP: 37046UDM0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | ABS-APCP         |  | US        |   8500000 | PA      | $8480205.20   | 1.98%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | 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        |   1068800 | PA      | $2259577.88   | 0.53%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | MICRO EMIN RUS2000JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49 | NC      | $615489.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                            | BRK - JPMORGAN CHASE BANK REF : HYG UP STOCK                          | CUSIP: 464288513<br>LEI: 984500653R409CC5AB28 | N/A              | DE               |  | US        |   6000027 | NC      | $41937.28     | 0.01%             |  |  |  | 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        |   4062700 | PA      | $4915116.48   | 1.15%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                             | TSY INFL IX N/B 1.125000% 10/15/2030                                  | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   6411000 | PA      | $6388529.80   | 1.49%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canada                                               | CAN 10YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        85 | NC      | $7309555.37   | 1.70%             |  |  |  | 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        |   1354500 | PA      | $2132838.53   | 0.50%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canada                                               | CAN 10YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         2 | NC      | $171989.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                           | JABIL INC 0% CP                                                       | CUSIP: 46652MDG7<br>LEI: 5493000CGCQY2OQU7669 | Long             | ABS-APCP         |  | US        |   5250000 | PA      | $5239465.35   | 1.22%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  54450427 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     13494 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT JUN26                              | AUST 10Y BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |         1 | NC      | $73800.42     | 0.02%             |  |  |  | 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        |   3559000 | PA      | $4400868.79   | 1.03%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |   3743800 | PA      | $4975674.40   | 1.16%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                        | BROADCOM INC COMMON STOCK                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     45000 | NS      | $13927950.00  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                              | BLACK HILLS CORP COMMERCIAL PAPER (ISITC)                             | CUSIP: 09212FDD0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | ABS-APCP         |  | US        |   3300000 | PA      | $3295234.80   | 0.77%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE  JUN26                              | EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        12 | NC      | $1733702.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 IX FUT JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         6 | NC      | $1640471.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                | MICROSOFT CORP COMMON STOCK                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |    124230 | NS      | $45986219.10  | 10.72%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                | MICROSOFT CORP COMMON STOCK                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     12443 | NS      | $4606025.31   | 1.07%             |  |  |  | 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        |       900 | PA      | $1080.47      | 0.00%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                         | OVINTIV INC COMMERCIAL PAPER (ISITC)                                  | CUSIP: 69047KDA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | ABS-APCP         |  | US        |   4950000 | PA      | $4944189.20   | 1.15%             | 2026-04-10      | None          | 0.00%                 | 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      | $6491232.27   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | REF - GS USD SHORT VOL BASKET BRK: GOLDMAN SACHS                      | CUSIP: TRS898194<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     34465 | NC      | $77546.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REF: BROADCOM INC                                    | REF: BROADCOM INC BRK - JPMORGAN                                      | CUSIP: 11135F101<br>LEI: N/A                  | N/A              | DE               |  | US        |  13923675 | NC      | $-4275.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE  JUN26                              | EURO-BOBL FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        14 | NC      | $1861988.71   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                         | WALMART INC COMMON STOCK                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     16400 | NS      | $2038192.00   | 0.48%             |  |  |  | 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        |   5867400 | PA      | $6160244.21   | 1.44%             | 2029-10-15      | Fixed         | 1.62%                 | 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        |   2427800 | PA      | $3275344.54   | 0.76%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE/MIB IDX FUT  JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         3 | NC      | $753128.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                    | CROWN CASTLE INTL CORP COMMERCIAL PAPER (ISITC)                       | CUSIP: 22823QDF5<br>LEI: 54930012H97VSM0I2R19 | Long             | ABS-APCP         |  | US        |    650000 | PA      | $648858.86    | 0.15%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                            | BRK - JPMORGAN CHASE BANK REF : HYG UP STOCK                          | CUSIP: 464288513<br>LEI: 984500653R409CC5AB28 | N/A              | DE               |  | US        |    197824 | NC      | $-261127.68   | -0.06%            |  |  |  | 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        |   5121800 | PA      | $5710294.16   | 1.33%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                              | DUKE ENERGY CORP NEW COMMERCIAL PAPER (ISITC)                         | CUSIP: 26244JE54<br>LEI: I1BZKREC126H0VB1BL91 | Long             | ABS-APCP         |  | US        |   2250000 | PA      | $2241264.60   | 0.52%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC.     | BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)               | CUSIP: 11275NDM3<br>LEI: 549300GV8LYH0T7DZO77 | Long             | ABS-APCP         |  | US        |   4450000 | PA      | $4439131.32   | 1.04%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                              | BASF SE COMMERCIAL PAPER (ISITC)                                      | CUSIP: 05526MF59<br>LEI: 529900PM64WH8AF1E917 | Long             | ABS-APCP         |  | US        |   3150000 | PA      | $3126415.01   | 0.73%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   1203000 | PA      | $1413045.66   | 0.33%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | MSCI EMGMKT       JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        52 | NC      | $3781960.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                 | CONSTELLATION ENERGY GEN LLC COMMERCIAL PAPER (ISITC)                 | CUSIP: 21038QE42<br>LEI: S2PEWKCZFFECR4533P43 | Long             | ABS-APCP         |  | US        |   8400000 | PA      | $8364347.88   | 1.95%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                              | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        59 | NC      | $12239273.44  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: WALMART INC_US_USD_XNAS         | CUSIP: 931142103<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   2066236 | NC      | $28044.00     | 0.01%             |  |  |  | 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        |       866 | NS      | $64707.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                   | NVIDIA CORP COMMON STOCK                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |    221900 | NS      | $38699360.00  | 9.02%             |  |  |  | No            |                  1 | 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        |   1249700 | PA      | $2666805.99   | 0.62%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | REF: ALPHABET INC.C_US_USD_XNAS_1 BRK: GOLDMAN SACHS INTERNATIONAL    | CUSIP: 02079K107<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   4047016 | NC      | $257595.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.         | FIDELITY NATL INFO SVCS INC COMMERCIAL PAPER (ISITC)                  | CUSIP: 31622GDE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | ABS-APCP         |  | US        |   7850000 | PA      | $7837770.49   | 1.83%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | 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        |       800 | PA      | $1101.20      | 0.00%             | 2026-07-15      | Fixed         | 0.12%                 | 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        |     14435 | NS      | $1194496.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | E-MINI RUSS 2000  JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $376830.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | OMXS30 IND FUTURE APR26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        46 | NC      | $1409998.69   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                   | ORACLE CORP COMMERCIAL PAPER (ISITC)                                  | CUSIP: 6840C3EB5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | ABS-APCP         |  | US        |   6600000 | PA      | $6567656.04   | 1.53%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                          | HUMANA INC COMMERCIAL PAPER (ISITC)                                   | CUSIP: 44486JD14<br>LEI: 529900YLDW34GJAO4J06 | Long             | ABS-APCP         |  | US        |   6800000 | PA      | $6799253.36   | 1.59%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1233454 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | FTSE 100 IDX FUT  JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         9 | NC      | $1210452.05   | 0.28%             |  |  |  | No            |                  1 | 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        |   3853800 | PA      | $5041377.53   | 1.18%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FREDDIE MAC DISCOUNT NT ZERO COUPON 04/01/2014                        | CUSIP: 313397UZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7200000 | PA      | $7199282.02   | 1.68%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                   | NVIDIA CORP COMMON STOCK                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |      6711 | NS      | $1170398.40   | 0.27%             |  |  |  | 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        |   3400700 | PA      | $4392872.96   | 1.02%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        59 | NC      | $6830375.04   | 1.59%             |  |  |  | No            |                  1 | 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        |   2950500 | PA      | $3772410.90   | 0.88%             | 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      | $5683610.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)                             | CUSIP: 37790BE80<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $597448.92    | 0.14%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | NASD100 MICRO EMINJUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        99 | NC      | $4735170.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $463076.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                             | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       183 | NC      | $19796882.81  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE  JUN26                              | EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        25 | NC      | $3611879.25   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE  JUN26                              | EURO-BOBL FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        49 | NC      | $6516960.48   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 3YR BOND FUT JUN26                              | AUST 3YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |         1 | NC      | $70993.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | NIKKEI 225 MINI   JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        48 | NC      | $1543579.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | GLENCORE FDG LLC COMMERCIAL PAPER (ISITC)                             | CUSIP: 37790BF14<br>LEI: 213800STG1QDNBY87K49 | Long             | ABS-APCP         |  | US        |   4150000 | PA      | $4121096.50   | 0.96%             | 2026-06-01      | 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        |   1270900 | PA      | $1996994.90   | 0.47%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                             | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $455500.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | SPI 200 FUTURES   JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        22 | NC      | $3206798.30   | 0.75%             |  |  |  | No            |                  1 | 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        |       700 | PA      | $868.72       | 0.00%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                              | WALT DISNEY CO/THE COMMON STOCK                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     75890 | NS      | $7314278.20   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | HYUNDAI CAP AMER INC COMMERCIAL PAPER (ISITC)                         | CUSIP: 44890ND80<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | ABS-APCP         |  | US        |   5000000 | PA      | $4995646.00   | 1.16%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REF : NVIDIA CORP                                    | REF : NVIDIA CORP BRK - JPMORGAN                                      | CUSIP: 67066G104<br>LEI: N/A                  | N/A              | DE               |  | US        |  14555400 | NC      | $-268600.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DAX INDEX FUTURE  JUN26                              | DAX INDEX FUTURE  JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2 | NC      | $1315646.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                              | REF: META PLATFORMS C.A_US_US BRK: GOLDMAN SACHS                      | CUSIP: 30303M102<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |   3190900 | NC      | $330250.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT   JUN26                              | EURO-SCHATZ FUT   JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        15 | NC      | $1827687.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | S&P/TSX 60 IX FUT JUN26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         5 | NC      | $1367059.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES, S.A.                 | BANCO DE CREDITO E COMMERCIAL PAPER (ISITC)                           | CUSIP: 05990DD66<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   8400000 | PA      | $8394632.40   | 1.96%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                 | META PLATFORMS INC COMMON STOCK                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      5532 | NS      | $3165023.16   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                  | ENTERGY CORP DISC COML PAPER COMMERCIAL PAPER (ISITC)                 | CUSIP: 29366GEK3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | ABS-APCP         |  | US        |   8500000 | PA      | $8452649.90   | 1.97%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                           | ROGERS COMMUNICATIONS INC. COMMERCIAL PAPER (ISITC)                   | CUSIP: 77511MD99<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | ABS-APCP         |  | US        |   8400000 | PA      | $8391527.76   | 1.96%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                             | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       178 | NC      | $19255984.38  | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                     | AMAZON.COM INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |      2810 | NS      | $585238.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS L.P.                   | BROOKFIELD RENEWABLE PART COMMERCIAL PAPER (ISITC)                    | CUSIP: 11284XD73<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   7750000 | PA      | $7744017.78   | 1.81%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRK: GOLDMAN SACHS INTERNATIONAL REF: WALT DISNEY CO_US_USD_XNYS      | CUSIP: 254687106<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   8664361 | NC      | $1350083.10   | 0.31%             |  |  |  | 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        |   5527500 | PA      | $5966692.01   | 1.39%             | 2029-04-15      | Fixed         | 2.12%                 | 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        |   5381200 | PA      | $5915348.54   | 1.38%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | 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        |   4436700 | PA      | $5357039.99   | 1.25%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CAC40 10 EURO FUT APR26 PHYSICAL INDEX FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         9 | NC      | $811441.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                          | ONEOK INC COMMERCIAL PAPER (ISITC)                                    | CUSIP: 68269FDL0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | ABS-APCP         |  | US        |   4000000 | PA      | $3990906.40   | 0.93%             | 2026-04-20      | None          | 0.00%                 | 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