NPORT-P
false
0000804239
XXXXXXXX
S000080611
C000243126
C000243125
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Liquid Alternative Fund
S000080611
5493000ECDWNI7JZUR84
2024-09-30
2023-12-31
N
14532887.40
36725.66
14496161.74
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
13787381.02000000
JPY
EUR
AUD
USD
CAD
N
N/A
N/A
3 MONTH SOFR FUT JUN25 FINANCIAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
6533325.00000000
45.06934399036
N/A
DO
US
N
1
3 MONTH SOFR FUT JUN25
N/A
Long
Interest Rate Futures
CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2025
2025-09-19
6501887.35000000
USD
31437.65000000
N
N
N
N/A
5493006KMX1VFTPYPW14
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
204.38000000
PA
USD
0.01000000
0.000000068983
Long
STIV
US
N
2
N
N
N
United States of America
N/A
US LONG BOND(CBT) MAR24 FINANCIAL COMMODITY FUTURE.
N/A
-14.00000000
NC
USD
-1749125.00000000
-12.0661250293
N/A
DIR
US
N
1
US LONG BOND(CBT) MAR24
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Mar 2024
2024-03-22
-1635850.40000000
USD
-113274.60000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 MAR24 PHYSICAL INDEX FUTURE.
N/A
4.00000000
NC
USD
409540.00000000
2.825161634820
N/A
DE
US
N
1
E-MINI RUSS 2000 MAR24
N/A
Long
Russell 2000 E-mini Composite Index Futures Mar 2024
N/A
N/A
2024-03-18
376522.30000000
USD
33017.70000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI MAR24 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
USD
680940.00000000
4.697381363516
N/A
DE
US
N
1
NASDAQ 100 E-MINI MAR24
N/A
Long
NASDAQ 100 E-MINI Mar 2024
N/A
N/A
2024-03-18
647297.26000000
USD
33642.74000000
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR24 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
USD
1928000.00000000
13.30007235418
N/A
DE
US
N
1
S&P500 EMINI FUT MAR24
N/A
Long
S&P 500 Future (e-Mini) Mar 2024
N/A
N/A
2024-03-18
1881354.37000000
USD
46645.63000000
N
N
N
N/A
N/A
S&P MID 400 EMINI MAR24 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
USD
561900.00000000
3.876198472934
N/A
DE
US
N
1
S&P MID 400 EMINI MAR24
N/A
Long
S&P MID 400 EMINI Mar 2024
N/A
N/A
2024-03-18
528496.78000000
USD
33403.22000000
N
N
N
N/A
N/A
MSCI EAFE MAR24 PHYSICAL INDEX FUTURE.
N/A
10.00000000
NC
USD
1126200.00000000
7.768953052534
N/A
DE
US
N
1
MSCI EAFE MAR24
N/A
Long
NYL - MSCI EAFE MINI INDEX Mar 2024
N/A
N/A
2024-03-18
1083716.14000000
USD
42483.86000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR24 FINANCIAL COMMODITY FUTURE.
N/A
-13.00000000
NC
USD
-1467578.13000000
-10.1239083581
N/A
DIR
US
N
1
US 10YR NOTE (CBT)MAR24
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2024
2024-03-22
-1428797.22000000
USD
-38780.91000000
N
N
N
N/A
N/A
C$ CURRENCY FUT MAR24 CURRENCY FUTURE.
N/A
-13.00000000
NC
USD
-983125.00000000
-6.78196765208
N/A
DFE
US
N
1
C$ CURRENCY FUT MAR24
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Mar 2024
2024-03-22
-958847.58000000
USD
-24277.42000000
N
N
N
N/A
N/A
MSCI EMGMKT MAR24 PHYSICAL INDEX FUTURE.
N/A
-22.00000000
NC
USD
-1137070.00000000
-7.84393841897
N/A
DE
US
N
1
MSCI EMGMKT MAR24
N/A
Short
US MSCI Emerging Markets Equity Index Future Mar 2024
N/A
N/A
2024-03-18
-1085475.47000000
USD
-51594.53000000
N
N
N
N/A
N/A
JPN YEN CURR FUT MAR24 CURRENCY FUTURE.
N/A
-13.00000000
NC
USD
-1166100.00000000
-8.04419832583
N/A
DFE
US
N
1
JPN YEN CURR FUT MAR24
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Mar 2024
2024-03-21
-1142713.46000000
USD
-23386.54000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
13784345.49000000
PA
USD
0.01000000
0.000000068983
Long
STIV
US
N
2
N
N
N
N/A
N/A
DOLLAR INDEX MAR24 CURRENCY FUTURE.
N/A
-22.00000000
NC
USD
-2222638.00000000
-15.3325965856
N/A
DFE
US
N
1
DOLLAR INDEX MAR24
N/A
Short
Currency Index
Dollar Index Future Mar 2024
2024-03-21
-2276124.93000000
USD
53486.93000000
N
N
N
N/A
N/A
EURO FX CURR FUT MAR24 CURRENCY FUTURE.
N/A
2.00000000
NC
USD
276875.00000000
1.909988347025
N/A
DFE
US
N
1
EURO FX CURR FUT MAR24
N/A
Long
Currency Futures
EUR/USD Future (Consolidated) (IMM) Mar 2024
2024-03-21
277052.25000000
USD
-177.25000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT MAR24 CURRENCY FUTURE.
N/A
-4.00000000
NC
USD
-273220.00000000
-1.88477477625
N/A
DFE
US
N
1
AUDUSD CRNCY FUT MAR24
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Mar 2024
2024-03-21
-267549.66000000
USD
-5670.34000000
N
N
N
2023-12-31
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO
XXXX