SAAAX
SIMT Multi-Asset Accumulation Fund
SEI INSTITUTIONAL MANAGED TRUST

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
100
Top-10 weight
68.70%
Effective holdings ?
10
Crowding ?
810.0

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 5-Year T-Note Futures, Jun-2026,ETH 1,841 $199.16M 17.22%
2 US ULTRA BOND CBT Sep25 502 $164.93M 14.26%
3 US ULTRA BOND CBT Sep25 409 $134.37M 11.62%
4 EURO-BOBL FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 950 $126.35M 10.93%
5 US ULTRA BOND CBT Sep25 12,522,914 $123.45M 10.68%
6 10-Year T-Note Futures, Jun-2026,ETH 1,046 $116.16M 10.05%
7 10-Year T-Note Futures, Jun-2026,ETH 1,013 $112.49M 9.73%
8 30 YEAR US TREASURY BOND FUTURE JUN26 700 $79.71M 6.89%
9 EURO-BUND FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 464 $67.04M 5.80%
10 EURO-BUND FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 451 $65.16M 5.63%
11 Ten-Year Government of Canada Bond Futures 704 $60.54M 5.24%
12 5-Year T-Note Futures, Jun-2026,ETH 494 $53.44M 4.62%
13 NVIDIA CORP 285,000 $49.70M 4.30%
14 US ULTRA BOND CBT Sep25 333 $48.30M 4.18%
15 MICROSOFT CORP 124,230 $45.99M 3.98%
16 UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39 355 $41.10M 3.55%
17 UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39 348 $40.29M 3.48%
18 EURO-BOBL FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 248 $32.98M 2.85%
19 US ULTRA BOND CBT Sep25 421 $30.62M 2.65%
20 U.S. Treasury Bills 30,000,000 $29.85M 2.58%
21 U.S. Treasury Bills 912797SX 30,000,000 $29.81M 2.58%
22 WI TREASURY SEC. 0.000000% 02/19/2026 B 30,000,000 $29.72M 2.57%
23 NVIDIA CORP 136,900 $23.88M 2.06%
24 EURO-OAT FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 162 $22.15M 1.92%
25 30 YEAR US TREASURY BOND FUTURE JUN26 174 $19.81M 1.71%
26 EURO-BUXL 30Y BND JUN26 FINANCIAL COMMODITY FUTURE. 151 $19.18M 1.66%
27 BROADCOM INC 60,000 $18.57M 1.61%
28 US ULTRA BOND CBT Sep25 82 $18.06M 1.56%
29 EURO-BTP FUTURE JUN26 FINANCIAL COMMODITY FUTURE. 125 $16.75M 1.45%
30 EURO STOXX 50 JUN26 PHYSICAL INDEX FUTURE. 261 $16.52M 1.43%
31 U.S. Treasury Notes TII 16,000,000 $16.13M 1.39%
32 U.S. Treasury Inflation-Protected Indexed Notes TII 15,000,000 $15.72M 1.36%
33 BRK: JP MORGAN PAY : 2.62% FIXED 64 $15.65M 1.35%
34 U.S. Treasury Bills B 15,060,000 $14.87M 1.29%
35 U.S. Treasury Inflation-Protected Indexed Notes TII 14,100,000 $14.69M 1.27%
36 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 TII 13,000,000 $14.04M 1.21%
37 U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 TII 13,200,000 $13.91M 1.20%
38 U.S. Treasury Inflation-Linked Notes TII 13,900,000 $13.85M 1.20%
39 U.S. Treasury Notes TII 13,400,000 $13.83M 1.20%
40 US ULTRA BOND CBT Sep25 40 $13.59M 1.17%
41 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 TII 11,900,000 $13.49M 1.17%
42 U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 TII 12,800,000 $13.46M 1.16%
43 JAPAN GOVT 10-YR 16 $13.11M 1.13%
44 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 TII 12,400,000 $13.10M 1.13%
45 HSCEI CHINA INDEX FUTURE SWAP - APR26 BRK: JPMORGAN CHASE 239 $12.74M 1.10%
46 US ULTRA BOND CBT Sep25 101 $12.69M 1.10%
47 U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 TII 12,100,000 $12.67M 1.10%
48 US ULTRA BOND CBT Sep25 27 $12.63M 1.09%
49 ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 108 $12.59M 1.09%
50 U.S. Treasury Inflation-Protected Indexed Notes TII 11,670,000 $12.23M 1.06%
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