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
2025-09-30
2025-03-31
N
199637553.78
10434594.30
189202959.48
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
167999447.04000000
JPY
EUR
USD
AUD
CAD
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
216.09000000
PA
USD
0.01000000
0.000000005285
Long
STIV
US
N
2
N
N
N
N/A
N/A
C$ CURRENCY FUT JUN25 CURRENCY FUTURE.
N/A
-203.00000000
NC
USD
-14175490.00000000
-7.49221367306
N/A
DFE
US
N
1
EXCHANGE OFFER
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Jun 2025
2025-06-20
-14207352.83000000
USD
31862.83000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT JUN25 CURRENCY FUTURE.
N/A
-156.00000000
NC
USD
-9755460.00000000
-5.15608213889
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Jun 2025
2025-06-19
-9822695.06000000
USD
67235.06000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE.
N/A
-52.00000000
NC
USD
-6098625.00000000
-3.22332431625
N/A
DIR
US
N
1
EXCHANGE OFFER
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Jun 2025
2025-06-21
-6077561.90000000
USD
-21063.10000000
N
N
N
N/A
N/A
S&P MID 400 EMINI JUN25 PHYSICAL INDEX FUTURE.
N/A
26.00000000
NC
USD
7640360.00000000
4.038182077594
N/A
DE
US
N
1
EXCHANGE OFFER
N/A
Long
S&P MID 400 EMINI Jun 2025
N/A
N/A
2025-06-23
7700485.75000000
USD
-60125.75000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE.
N/A
2.00000000
NC
USD
234562.50000000
0.123974012163
N/A
DIR
US
N
1
EXCHANGE OFFER
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2025
2025-06-21
232794.01000000
USD
1768.49000000
N
N
N
N/A
N/A
EURO FX CURR FUT JUN25 CURRENCY FUTURE.
N/A
-66.00000000
NC
USD
-8961150.00000000
-4.73626312433
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Jun 2025
2025-06-19
-9035856.20000000
USD
74706.20000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 JUN25 PHYSICAL INDEX FUTURE.
N/A
35.00000000
NC
USD
3547425.00000000
1.874931031602
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
Russell 2000 E-mini Composite Index Futures Jun 2025
N/A
N/A
2025-06-23
3618053.38000000
USD
-70628.38000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT SEP26 FINANCIAL COMMODITY FUTURE.
N/A
380.00000000
NC
USD
91746250.00000000
48.49091697727
N/A
DO
US
N
1
SOCIETE GENERALE
N/A
Long
Interest Rate Futures
CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Sep 2026
2026-12-18
91668290.96000000
USD
77959.04000000
N
N
N
N/A
N/A
JPN YEN CURR FUT JUN25 CURRENCY FUTURE.
N/A
19.00000000
NC
USD
1595762.50000000
0.843413075770
N/A
DFE
US
N
1
EXCHANGE OFFER
N/A
Long
Currency Futures
JPY/USD Future (Consolidated) (IMM) Jun 2025
2025-06-19
1606625.55000000
USD
-10863.05000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
179090029.56000000
PA
USD
0.01000000
0.000000005285
Long
STIV
US
N
2
N
N
N
N/A
N/A
MSCI EMGMKT JUN25 PHYSICAL INDEX FUTURE.
N/A
451.00000000
NC
USD
25048540.00000000
13.23897896145
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
US MSCI Emerging Markets Equity Index Future Jun 2025
N/A
N/A
2025-06-23
25584051.85000000
USD
-535511.85000000
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN25 PHYSICAL INDEX FUTURE.
N/A
-53.00000000
NC
USD
-14981112.50000000
-7.91801171671
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
S&P 500 Future (e-Mini) Jun 2025
N/A
N/A
2025-06-23
-15268121.57000000
USD
287009.07000000
N
N
N
N/A
N/A
MSCI EAFE JUN25 PHYSICAL INDEX FUTURE.
N/A
476.00000000
NC
USD
57507940.00000000
30.39484168643
N/A
DE
US
N
1
EXCHANGE OFFER
N/A
Long
NYL - MSCI EAFE MINI INDEX Jun 2025
N/A
N/A
2025-06-23
59019990.00000000
USD
-1512050.00000000
N
N
N
N/A
N/A
DOLLAR INDEX JUN25 CURRENCY FUTURE.
N/A
1073.00000000
NC
USD
111466459.00000000
58.91369738948
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Long
Currency Index
Dollar Index Future Jun 2025
2025-06-19
110829435.65000000
USD
637023.35000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI JUN25 PHYSICAL INDEX FUTURE.
N/A
39.00000000
NC
USD
15162810.00000000
8.014044834009
N/A
DE
US
N
1
EXCHANGE OFFER
N/A
Long
NASDAQ 100 E-MINI Jun 2025
N/A
N/A
2025-06-23
15469181.20000000
USD
-306371.20000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE.
N/A
-187.00000000
NC
USD
-20797906.25000000
-10.9923789285
N/A
DIR
US
N
1
SOCIETE GENERALE
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2025
2025-06-21
-20668132.34000000
USD
-129773.91000000
N
N
N
2025-03-31
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
Controller and Chief Financial Officer