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
2024-09-30
N
206664357.20
2755666.88
203908690.32
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
185306508.50000000
AUD
USD
JPY
CAD
EUR
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
212.28000000
PA
USD
0.01000000
0.000000004904
Long
STIV
US
N
2
N
N
N
N/A
N/A
JPN YEN CURR FUT DEC24 CURRENCY FUTURE.
N/A
173.00000000
NC
USD
15203456.25000000
7.456011916971
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Currency Futures
JPY/USD Future (Consolidated) (IMM) Dec 2024
2024-12-19
15333525.18000000
USD
-130068.93000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 DEC24 PHYSICAL INDEX FUTURE.
N/A
-4.00000000
NC
USD
-449840.00000000
-0.22060854752
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Russell 2000 E-mini Composite Index Futures Dec 2024
N/A
N/A
2024-12-23
-425314.58000000
USD
-24525.42000000
N
N
N
N/A
N/A
C$ CURRENCY FUT DEC24 CURRENCY FUTURE.
N/A
-147.00000000
NC
USD
-10891230.00000000
-5.34122895052
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Dec 2024
2024-12-20
-10874980.59000000
USD
-16249.41000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 DEC24 PHYSICAL INDEX FUTURE.
N/A
54.00000000
NC
USD
6072840.00000000
2.978215391639
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Russell 2000 E-mini Composite Index Futures Dec 2024
N/A
N/A
2024-12-23
5741702.74000000
USD
331137.26000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR26 FINANCIAL COMMODITY FUTURE.
N/A
816.00000000
NC
USD
197931000.00000000
97.06844749450
N/A
DO
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Interest Rate Futures
CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Mar 2026
2026-06-19
198266953.17000000
USD
-335953.17000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI DEC24 PHYSICAL INDEX FUTURE.
N/A
37.00000000
NC
USD
14993325.00000000
7.352960276715
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
NASDAQ 100 E-MINI Dec 2024
N/A
N/A
2024-12-23
14434137.36000000
USD
559187.64000000
N
N
N
N/A
N/A
MSCI EMGMKT DEC24 PHYSICAL INDEX FUTURE.
N/A
355.00000000
NC
USD
20843825.00000000
10.22213666680
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
US MSCI Emerging Markets Equity Index Future Dec 2024
N/A
N/A
2024-12-23
19825498.34000000
USD
1018326.66000000
N
N
N
N/A
N/A
EURO FX CURR FUT DEC24 CURRENCY FUTURE.
N/A
-43.00000000
NC
USD
-6001993.75000000
-2.94347128637
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Dec 2024
2024-12-19
-5998820.75000000
USD
-3173.00000000
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC24 PHYSICAL INDEX FUTURE.
N/A
66.00000000
NC
USD
19187025.00000000
9.409616122730
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
S&P 500 Future (e-Mini) Dec 2024
N/A
N/A
2024-12-23
18752469.52000000
USD
434555.48000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT DEC24 CURRENCY FUTURE.
N/A
101.00000000
NC
USD
6993745.00000000
3.429841557524
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Currency Futures
AUD/USD Future (Consolidated) (IMM) Dec 2024
2024-12-19
6827995.61000000
USD
165749.39000000
N
N
N
N/A
N/A
DOLLAR INDEX DEC24 CURRENCY FUTURE.
N/A
-34.00000000
NC
USD
-3417714.00000000
-1.67610021654
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Index
Dollar Index Future Dec 2024
2024-12-19
-3442389.06000000
USD
24675.06000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT DEC24 CURRENCY FUTURE.
N/A
-15.00000000
NC
USD
-1038675.00000000
-0.50938240953
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Dec 2024
2024-12-19
-1014689.64000000
USD
-23985.36000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
179388553.04000000
PA
USD
0.01000000
0.000000004904
Long
STIV
US
N
2
N
N
N
N/A
N/A
S&P MID 400 EMINI DEC24 PHYSICAL INDEX FUTURE.
N/A
32.00000000
NC
USD
10075520.00000000
4.941192052279
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
S&P MID 400 EMINI Dec 2024
N/A
N/A
2024-12-23
9570104.08000000
USD
505415.92000000
N
N
N
N/A
N/A
MSCI EAFE DEC24 PHYSICAL INDEX FUTURE.
N/A
220.00000000
NC
USD
27382300.00000000
13.42870672016
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
NYL - MSCI EAFE MINI INDEX Dec 2024
N/A
N/A
2024-12-23
26804056.24000000
USD
578243.76000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.
N/A
31.00000000
NC
USD
3849812.50000000
1.888008055938
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Dec 2024
2024-12-22
3849345.54000000
USD
466.96000000
N
N
N
N/A
N/A
DOLLAR INDEX DEC24 CURRENCY FUTURE.
N/A
424.00000000
NC
USD
42620904.00000000
20.90195564157
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Currency Index
Dollar Index Future Dec 2024
2024-12-19
42931486.97000000
USD
-310582.97000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.
N/A
-86.00000000
NC
USD
-10680125.00000000
-5.23769976808
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Dec 2024
2024-12-22
-10780586.29000000
USD
100461.29000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.
N/A
370.00000000
NC
USD
42284062.50000000
20.73676331972
N/A
DIR
US
N
1
SOCIETE GENERALE
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Dec 2024
2024-12-22
42442935.60000000
USD
-158873.10000000
N
N
N
N/A
N/A
JPN YEN CURR FUT DEC24 CURRENCY FUTURE.
N/A
-203.00000000
NC
USD
-17839893.75000000
-8.74896196037
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Dec 2024
2024-12-19
-18068106.35000000
USD
228212.60000000
N
N
N
2024-09-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
Controller and Chief Financial Officer