SIMT Multi-Strategy Alternatives Fund

S000028026SEI INSTITUTIONAL MANAGED TRUSTCIK 0000804239

Share classes

2 classes of this one portfolio · 0 exchange-listed

Class ID	Symbol	Status	Security in the master	Type
C000085250	SMSAX	NOT_LISTED	not exchange-listed	—
C000147402	SMUYX	NOT_LISTED	not exchange-listed	—

The share-class bridge is a snapshot, not history. The SEC's fund share-class file says what each class trades as today, not what it traded as at a past report date. A fund that changed ticker or converted from a mutual fund resolves to its present-day symbol for every historical month shown.

Share classes

Report period

1 period filed. Holdings below describe the selected month only.

2026-03-31

Filing

NPORT-P · filed 2026-05-29

Report date: 2026-03-31
Net assets: $235,219,647.46
Total assets: $271,501,120.77
Total liabilities: $36,281,473.31
Assets invested: $0
Cash not reported in C or D: $54,309,560.06
Amendment: No
Accession: 0002048251-26-004557

By asset category

N-PORT Item C.4.a

ECEquity - common$84.24M45.0%

DBTDebt$70.81M37.8%

STIVShort-term investment veh…$19.51M10.4%

LONLoan$12.22M6.5%

EPEquity - preferred$823.5K0.4%

DEDerivative - equity$26.6K0.0%

DFEDerivative - foreign exch…$6.2K0.0%

DCRDerivative - credit-$361.1K-0.2%

By asset category

By issuer category

N-PORT Item C.4.b

OTHEROther; the filer describe…$100.98M53.9%

CORPCorporate$64.55M34.5%

RFRegistered fund$15.49M8.3%

NUSSNon-US sovereign$5.27M2.8%

By issuer category

By investment country

as filed

USUS$180.81M96.1%

GBGB$2.50M1.3%

CACA$2.31M1.2%

DEDE$988.4K0.5%

NLNL$796.9K0.4%

MOMO$370.3K0.2%

AUAU$298.3K0.2%

ZMZM$155.5K0.1%

LULU$137.1K0.1%

JPJP$113.2K0.1%

XXXX$94.3K0.1%

FRFR-$455.4K-0.2%

By country

Classification look-through

Positions resolved to the master through ISIN, then rolled up through the taxonomy. 20.2% of reported value reaches a classification.

Not resolved to the master(346)$150.58M80.4%

Equity · Materials(15)$23.99M12.8%

Equity · Consumer Discretionary(20)$10.31M5.5%

Equity · Industrials(8)$4.33M2.3%

Equity · Energy(2)$1.58M0.8%

Equity · Financials(16)$1.33M0.7%

Equity · Real Estate(13)$1.19M0.6%

Equity · Health Care(3)$7.0K0.0%

Equity · Information Technology(27)-$887.3K-0.5%

Equity · Communication Services(9)-$952.5K-0.5%

Resolved, not yet classified(2)-$1.06M-0.6%

Equity · Consumer Staples(10)-$1.14M-0.6%

Equity(1)-$2.01M-1.1%

Classification covers part of the master. 5,771 of 13,106 active securities are classified. Anything unclassified is shown as its own band rather than dropped, so a look-through total that falls short of 100% is telling you about coverage, not about the fund.

Percentages are of the reported value of positions above ($187.28M), not of the fund’s net assets ($235.22M). The two differ by cash, derivatives filed with no market value, and rounding.

Issuer↕	In master	CUSIP / ISIN	Asset	Balance↕	Value↕	Weight▼	Country
GENESIS ENERGY, L.P. GENESIS ENERGY LP / GENESIS ENERGY FINANCE CO…	—	37185LAQ5 US37185LAQ59	DBT CORP	110,000 PA	$113.1K	0.048%	US
ARBOR REALTY SR, INC. ARBOR REALTY SR INC 144A 8.500000% 12/15/2028	—	03881NAL1 US03881NAL10	DBT CORP	115,000 PA	$113.0K	0.048%	US
CLOUD SOFTWARE GROUP, INC. CLOUD SOFTWARE GROUP INC 144A 9.000000% 09/30…	—	18912UAA0 US18912UAA07	DBT CORP	115,000 PA	$110.9K	0.047%	US
ALLIANT HOLDINGS INTERMEDIATE, LLC ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT H…	—	01883LAF0 US01883LAF04	DBT CORP	110,000 PA	$110.9K	0.047%	US
ACPRODUCTS HOLDINGS INC ACPRODUCTS HOLDINGS INC 5/17/2028	—	00488YAB2 —	LON OTHER	138,977.77 PA	$110.6K	0.047%	US
DOMTAR CORPORATION DOMTAR CORP 144A 6.750000% 10/01/2028	—	70478JAA2 US70478JAA25	DBT CORP	170,000 PA	$110.5K	0.047%	US
DIRECTV FINANCING, LLC DIRECTV FINANCING LLC 144A 8.875000% 02/01/20…	—	254945AA6 US254945AA66	DBT CORP	110,000 PA	$109.8K	0.047%	US
VICTORIA'S SECRET & CO. VICTORIA'S SECRET & CO 144A 4.625000% 07/15/2…	—	926400AA0 US926400AA00	DBT CORP	115,000 PA	$109.6K	0.047%	US
LEVEL 3 FINANCING, INC. LEVEL 3 FINANCING INC 144A 8.500000% 01/15/20…	—	527298CQ4 US527298CQ43	DBT CORP	105,000 PA	$109.6K	0.047%	US
BUILDERS FIRSTSOURCE, INC. BUILDERS FIRSTSOURCE INC 144A 6.375000% 03/01…	—	12008RAS6 US12008RAS67	DBT CORP	110,000 PA	$108.6K	0.046%	US
SM ENERGY COMPANY SM ENERGY CO 144A 8.625000% 11/01/2030	—	17888HAC7 US17888HAC79	DBT CORP	100,000 PA	$105.5K	0.045%	US
DAVITA INC. DAVITA INC 144A 3.750000% 02/15/2031	—	23918KAT5 US23918KAT51	DBT CORP	115,000 PA	$105.4K	0.045%	US
PETSMART INC TL B PETSMART INC TL B 8/18/2032	—	71677HAN5 —	LON OTHER	104,604.27 PA	$103.8K	0.044%	US
MINERAL RESOURCES LIMITED MINERAL RESOURCES LTD 144A 9.250000% 10/01/20…	—	603051AE3 US603051AE37	DBT NUSS	100,000 PA	$103.6K	0.044%	AU
VISTRA OPERATIONS COMPANY LLC VISTRA OPERATIONS CO LLC 144A 6.875000% 04/15…	—	92840VAR3 US92840VAR33	DBT CORP	100,000 PA	$103.5K	0.044%	US
BMC Software 1/25 (USD) TLB BMC Software 1/25 (USD) TLB 7/30/2031	—	— —	LON OTHER	111,919.07 PA	$103.5K	0.044%	US
VENTURE GLOBAL PLAQUEMINES LNG, LLC VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750…	—	922966AD8 US922966AD85	DBT CORP	95,000 PA	$100.6K	0.043%	US
CASTLE US HOLDING CORPORATION CASTLE US HOLDING CORPORATION 5/31/2030	—	14852DAK7 —	LON OTHER	229,119.12 PA	$100.3K	0.043%	US
MATRIX PARENT, INC. MATRIX PARENT INC *	—	— —	EC OTHER	10,548 NS	$100.2K	0.043%	US
WESCO DISTRIBUTION, INC. WESCO DISTRIBUTION INC 5.250000% 04/15/2031	—	95081QAT1 US95081QAT13	DBT CORP	100,000 PA	$99.4K	0.042%	US
Quickrete 2/25 Cov-Lite Quickrete 2/25 Cov-Lite 4/14/2031	—	74839XAM1 —	LON OTHER	99,300.94 PA	$99.1K	0.042%	US
ONEMAIN FINANCE CORP ONEMAIN FINANCE CORP 7.125000% 11/15/2031	—	682691AG5 US682691AG50	DBT CORP	100,000 PA	$99.1K	0.042%	US
UNIVISION COMMUNICATIONS INC. UNIVISION COMMUNICATIONS INC 144A 4.500000% 0…	—	914906AV4 US914906AV42	DBT CORP	105,000 PA	$98.6K	0.042%	US
MINERAL RESOURCES LIMITED MINERAL RESOURCES LTD MTN 8.500000% 05/01/2030	—	603051AD5 US603051AD53	DBT NUSS	95,000 PA	$97.6K	0.042%	AU
JACOBS ENTERTAINMENT, INC. JACOBS ENTERTAINMENT INC 144A 6.750000% 02/15…	—	469815AL8 US469815AL80	DBT CORP	105,000 PA	$97.3K	0.041%	US
MAGENTA SECURITY HOLDINGS LLC MAGENTA SECURITY HOLDINGS LLC 7/27/2028	—	55909UAF6 —	LON OTHER	238,186.6 PA	$97.3K	0.041%	US
FORTESCUE TREASURY PTY LTD FORTESCUE TREASURY PTY LTD 144A 6.125000% 04/…	—	30251GBE6 US30251GBE61	DBT NUSS	95,000 PA	$97.1K	0.041%	AU
QUIKRETE HOLDINGS, INC. QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/20…	—	74843PAA8 US74843PAA84	DBT CORP	95,000 PA	$96.3K	0.041%	US
ROCKET COMPANIES, INC. ROCKET COS INC 144A 6.375000% 08/01/2033	—	77311WAB7 US77311WAB72	DBT CORP	95,000 PA	$96.0K	0.041%	US
UKG INC UKG INC 2/10/2031	—	89841EAB1 —	LON OTHER	99,954.39 PA	$95.4K	0.041%	US
Molycop TL B S+350 3/25/33 Molycop TL B S+350 3/25/33 3/25/2033	—	— —	LON OTHER	95,000 PA	$94.3K	0.040%	XX
VENTURE GLOBAL PLAQUEMINES LNG, LLC VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 7.500…	—	922966AA4 US922966AA47	DBT CORP	85,000 PA	$93.4K	0.040%	US
McGraw-Hill Education, Inc. MCGRAW-HILL EDUCATION INC 144A 7.375000% 09/0…	—	58064LAA2 US58064LAA26	DBT CORP	90,000 PA	$91.7K	0.039%	US
URBAN ONE, INC. URBAN ONE INC 144A 10.5000% 04/01/2030	—	91705JAD7 US91705JAD72	DBT CORP	91,000 PA	$91.2K	0.039%	US
NEW FORTRESS ENERGY INC NEW FORTRESS ENERGY INC 10/30/2028	—	64439HAC3 —	LON OTHER	160,935.91 PA	$89.5K	0.038%	US
BLUE RACER MIDSTREAM, LLC BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE…	—	095796AK4 US095796AK46	DBT CORP	85,000 PA	$88.3K	0.038%	US
BLUE RACER MIDSTREAM, LLC BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE…	—	095796AJ7 US095796AJ72	DBT CORP	85,000 PA	$87.8K	0.037%	US
BAUSCH HEALTH COMPANIES INC. BAUSCH HEALTH COS INC 144A 4.875000% 06/01/20…	—	071734AN7 US071734AN72	DBT NUSS	95,000 PA	$87.0K	0.037%	CA
NEXSTAR MEDIA INC. NEXSTAR MEDIA INC 144A 6.500000% 09/15/2033	—	65346UAB5 US65346UAB52	DBT CORP	85,000 PA	$85.6K	0.036%	US
MUVICO, LLC MUVICO LLC 144A 15.000000% 02/19/2029	—	62844JAE8 US62844JAE82	DBT CORP	90,000 PA	$85.3K	0.036%	US
MIDCAP FINANCIAL ISSUER TRUST MIDCAP FINANCIAL ISSUER TRUST 144A 5.625000% …	—	59590AAA7 US59590AAA79	DBT CORP	90,000 PA	$83.9K	0.036%	US
N/A LIFESCAN COMMON STOCK *	—	— —	EC OTHER	2,843 NS	$83.2K	0.035%	US
COREWEAVE, INC. COREWEAVE INC 144A 9.250000% 06/01/2030	—	21873SAB4 US21873SAB43	DBT CORP	85,000 PA	$82.6K	0.035%	US
N/A CARESTREAM HEALTH HOLDINGS INC *	—	— —	EC OTHER	5,876 NS	$81.0K	0.034%	US
INEOS FINANCE PLC INEOS FINANCE PLC 144A 7.500000% 04/15/2029	—	44984WAJ6 US44984WAJ62	DBT NUSS	80,000 PA	$77.6K	0.033%	LU
VMED O2 UK FINANCING I PLC VMED O2 UK FINANCING I PLC 144A 4.250000% 01/…	—	92858RAA8 US92858RAA86	DBT NUSS	90,000 PA	$77.3K	0.033%	GB
HUMANA INC. HUMANA INC 6.625000% 09/15/2056	—	444859CE0 US444859CE04	DBT CORP	80,000 PA	$76.9K	0.033%	US
MITNICK CORPORATE PURCHASER, INC. MITNICK CORPORATE PURCHASER, INC. 5/2/2029	—	60672HAC7 —	LON OTHER	169,985.31 PA	$76.7K	0.033%	US
ONEMAIN FINANCE CORP ONEMAIN FINANCE CORP 3.875000% 09/15/2028	—	682691AC4 US682691AC47	DBT CORP	80,000 PA	$76.0K	0.032%	US
UNITI SERVICES LLC UNITI GROUP LP / UNITI FIBER HOLDINGS INC / C…	—	91327AAB8 US91327AAB89	DBT CORP	80,000 PA	$75.2K	0.032%	US