# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0001752724-25-184678
**Filing Date:** 2025-8
**Character Count:** 9217
**Document Hash:** 8bc8b0ea9d3555a9bfb6bf788b877db7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-184678.hdr.sgml**: 20250801

**ACCESSION NUMBER**: 0001752724-25-184678

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250331

**FILED AS OF DATE**: 20250801

**DATE AS OF CHANGE**: 20250801

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251175078

**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 Liquid Alternative Fund (Series ID: S000080611)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000243125 | Class Y      | LLOAX           |
| C000243126 | Class F      | LLOBX           |

## 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 Liquid Alternative Fund

- **b. EDGAR series identifier (if any):** S000080611

- **c. LEI of Series:** 5493000ECDWNI7JZUR84

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

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

- **b. Date as of which information is reported:** 2025-03-31

**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:** $199637553.78

**Total Liabilities:** $10434594.30

**Net Assets:** $189202959.48

**Cash Not Reported:** $167999447.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **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:** 0.00000000 | **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 C000243126 | -3.46%               | -1.56%               | 1.48%                |
| Class ID C000243125 | -3.46%               | -1.65%               | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11180.88               | $0.00                                      |
| Month 2  | $-3589.95                | $0.00                                      |
| Month 3  | $-2929.72                | $0.00                                      |

### 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                      | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)        | CUSIP: N/A<br>LEI: N/A | Long             | STIV             |  | US        |       216 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | C$ CURRENCY FUT   JUN25 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |      -203 | NC      | $-14175490.00 | -7.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | AUDUSD CRNCY FUT  JUN25 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |      -156 | NC      | $-9755460.00  | -5.16%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |       -52 | NC      | $-6098625.00  | -3.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | S&P MID 400 EMINI JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        26 | NC      | $7640360.00   | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |         2 | NC      | $234562.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | EURO FX CURR FUT  JUN25 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |       -66 | NC      | $-8961150.00  | -4.74%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | E-MINI RUSS 2000  JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        35 | NC      | $3547425.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | 3 MONTH SOFR FUT  SEP26 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DO               |  | US        |       380 | NC      | $91746250.00  | 48.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | JPN YEN CURR FUT  JUN25 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |        19 | NC      | $1595762.50   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)        | CUSIP: N/A<br>LEI: N/A | Long             | STIV             |  | US        | 179090030 | PA      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                      | MSCI EMGMKT       JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       451 | NC      | $25048540.00  | 13.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | S&P500 EMINI FUT  JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       -53 | NC      | $-14981112.50 | -7.92%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | MSCI EAFE         JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |       476 | NC      | $57507940.00  | 30.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | DOLLAR INDEX      JUN25 CURRENCY FUTURE.            | CUSIP: N/A<br>LEI: N/A | N/A              | DFE              |  | US        |      1073 | NC      | $111466459.00 | 58.91%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                      | NASDAQ 100 E-MINI JUN25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A | N/A              | DE               |  | US        |        39 | NC      | $15162810.00  | 8.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America | US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE. | CUSIP: N/A<br>LEI: N/A | N/A              | DIR              |  | US        |      -187 | NC      | $-20797906.25 | -10.99%           |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-01

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer