# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-25-002845
**Filing Date:** 2025-11
**Character Count:** 12787
**Document Hash:** d6fa65e885dfc4fc8ab3d8e0d40c565c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002845.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002845

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 251533164

**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 Real Return Fund (Series ID: S000013604)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000036881 | Class F      | SRAAX           |
| C000147397 | Class Y      | SRYRX           |

## 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 Real Return Fund

- **b. EDGAR series identifier (if any):** S000013604

- **c. LEI of Series:** WBHL45U11OB3Z1HV2E14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $380367619.60

**Total Liabilities:** $155079.30

**Net Assets:** $380212540.30

**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 C000147397 | -0.10%               | 1.43%                | 0.27%                |
| Class ID C000036881 | -0.20%               | 1.43%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-1661434.92                               |
| Month 2  | $-14060.52               | $3870883.54                                |
| Month 3  | $0.00                    | $-219143.87                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |  15285000 | PA      | $19785459.69  | 5.20%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | 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        |  23706000 | PA      | $24819639.65  | 6.53%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | 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        |  13490000 | PA      | $17280812.54  | 4.55%             | 2028-07-15      | Fixed         | 0.75%                 | 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        |  13230000 | PA      | $17554783.50  | 4.62%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  11693000 | PA      | $14845254.69  | 3.90%             | 2029-01-15      | Fixed         | 0.88%                 | 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        |  14884000 | PA      | $19522495.69  | 5.13%             | 2027-07-15      | Fixed         | 0.38%                 | 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        |   5425000 | PA      | $8843330.63   | 2.33%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | 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        |   5301000 | PA      | $8307750.08   | 2.19%             | 2028-01-15      | Fixed         | 1.75%                 | 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        |  21398000 | PA      | $23506893.56  | 6.18%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29    | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   4915000 | PA      | $10558330.15  | 2.78%             | 2029-04-15      | Fixed         | 3.88%                 | 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        |  19345000 | PA      | $21826928.94  | 5.74%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | 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        |  18300000 | PA      | $21514660.44  | 5.66%             | 2026-10-15      | Fixed         | 0.12%                 | 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        |   4188000 | PA      | $8897687.15   | 2.34%             | 2028-04-15      | Fixed         | 3.62%                 | 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        |  22437000 | PA      | $24187852.60  | 6.36%             | 2029-04-15      | Fixed         | 2.12%                 | 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        |   5032000 | PA      | $7910805.60   | 2.08%             | 2029-01-15      | Fixed         | 2.50%                 | 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        |  20359000 | PA      | $22558148.84  | 5.93%             | 2027-10-15      | Fixed         | 1.62%                 | 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        |  17796000 | PA      | $21317678.47  | 5.61%             | 2030-07-15      | Fixed         | 0.12%                 | 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        |  16232000 | PA      | $19455966.56  | 5.12%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | 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        |  20338000 | PA      | $21987861.04  | 5.78%             | 2028-04-15      | Fixed         | 1.25%                 | 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        |  24834000 | PA      | $25588012.90  | 6.73%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | 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        |  14303000 | PA      | $17521351.93  | 4.61%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                      | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    844044 | NS      | $844044.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer