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SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Liquid Alternative Fund
S000080611
5493000ECDWNI7JZUR84
2025-09-30
2024-12-31
N
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4711652.19
202675480.87
0.00000000
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182100348.25000000
AUD
EUR
CAD
USD
JPY
N
United States of America
N/A
US LONG BOND(CBT) MAR25 FINANCIAL COMMODITY FUTURE.
N/A
-281.00000000
NC
USD
-31990093.75000000
-15.7838992722
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Mar 2025
2025-03-23
-32745578.96000000
USD
755485.21000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
214.74000000
PA
USD
0.01000000
0.000000004933
Long
STIV
US
N
2
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR25 PHYSICAL INDEX FUTURE.
N/A
67.00000000
NC
USD
19884762.50000000
9.811133746737
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
S&P 500 Future (e-Mini) Mar 2025
N/A
N/A
2025-03-24
20591941.99000000
USD
-707179.49000000
N
N
N
N/A
N/A
MSCI EMGMKT MAR25 PHYSICAL INDEX FUTURE.
N/A
-69.00000000
NC
USD
-3704610.00000000
-1.82785307038
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
US MSCI Emerging Markets Equity Index Future Mar 2025
N/A
N/A
2025-03-24
-3766596.44000000
USD
61986.44000000
N
N
N
N/A
N/A
DOLLAR INDEX MAR25 CURRENCY FUTURE.
N/A
-94.00000000
NC
USD
-10179824.00000000
-5.02272102984
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Index
Dollar Index Future Mar 2025
2025-03-20
-10008516.96000000
USD
-171307.04000000
N
N
N
N/A
N/A
JPN YEN CURR FUT MAR25 CURRENCY FUTURE.
N/A
-175.00000000
NC
USD
-14021875.00000000
-6.91838743384
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Short
Currency Futures
JPY/USD Future (Consolidated) (IMM) Mar 2025
2025-03-20
-14395568.47000000
USD
373693.47000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 MAR25 PHYSICAL INDEX FUTURE.
N/A
53.00000000
NC
USD
5961970.00000000
2.941633578175
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Russell 2000 E-mini Composite Index Futures Mar 2025
N/A
N/A
2025-03-24
6337979.49000000
USD
-376009.49000000
N
N
N
N/A
N/A
MSCI EAFE MAR25 PHYSICAL INDEX FUTURE.
N/A
190.00000000
NC
USD
21541250.00000000
10.62844400690
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
NYL - MSCI EAFE MINI INDEX Mar 2025
N/A
N/A
2025-03-24
22225306.20000000
USD
-684056.20000000
N
N
N
N/A
N/A
DOLLAR INDEX MAR25 CURRENCY FUTURE.
N/A
363.00000000
NC
USD
39311448.00000000
19.39625248759
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Currency Index
Dollar Index Future Mar 2025
2025-03-20
38617890.40000000
USD
693557.60000000
N
N
N
N/A
N/A
S&P500 EMINI FUT MAR25 PHYSICAL INDEX FUTURE.
N/A
-1.00000000
NC
USD
-296787.50000000
-0.14643483204
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Short
S&P 500 Future (e-Mini) Mar 2025
N/A
N/A
2025-03-24
-301932.67000000
USD
5145.17000000
N
N
N
N/A
N/A
MSCI EMGMKT MAR25 PHYSICAL INDEX FUTURE.
N/A
237.00000000
NC
USD
12724530.00000000
6.278277937409
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
US MSCI Emerging Markets Equity Index Future Mar 2025
N/A
N/A
2025-03-24
13210554.51000000
USD
-486024.51000000
N
N
N
N/A
N/A
JPN YEN CURR FUT MAR25 CURRENCY FUTURE.
N/A
198.00000000
NC
USD
15864750.00000000
7.827661210867
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Long
Currency Futures
JPY/USD Future (Consolidated) (IMM) Mar 2025
2025-03-20
16413082.54000000
USD
-548332.54000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR25 FINANCIAL COMMODITY FUTURE.
N/A
-87.00000000
NC
USD
-9461250.00000000
-4.66817690989
N/A
DIR
US
N
1
SOCIETE GENERALE
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2025
2025-03-23
-9474713.32000000
USD
13463.32000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
182683938.38000000
PA
USD
0.01000000
0.000000004933
Long
STIV
US
N
2
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN26 FINANCIAL COMMODITY FUTURE.
N/A
504.00000000
NC
USD
121035600.00000000
59.71891591446
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 Jun 2026
2026-09-18
120949874.25000000
USD
85725.75000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI MAR25 PHYSICAL INDEX FUTURE.
N/A
40.00000000
NC
USD
16981200.00000000
8.378517187726
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NASDAQ 100 E-MINI Mar 2025
N/A
N/A
2025-03-24
17638949.87000000
USD
-657749.87000000
N
N
N
N/A
N/A
C$ CURRENCY FUT MAR25 CURRENCY FUTURE.
N/A
-226.00000000
NC
USD
-15757850.00000000
-7.77491679425
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Futures
CAD/USD Future (Globex) (IMM) Mar 2025
2025-03-21
-15974411.96000000
USD
216561.96000000
N
N
N
N/A
N/A
MSCI EAFE MAR25 PHYSICAL INDEX FUTURE.
N/A
-1.00000000
NC
USD
-113375.00000000
-0.05593917898
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Short
NYL - MSCI EAFE MINI INDEX Mar 2025
N/A
N/A
2025-03-24
-113607.82000000
USD
232.82000000
N
N
N
N/A
N/A
EURO FX CURR FUT MAR25 CURRENCY FUTURE.
N/A
-410.00000000
NC
USD
-53241062.50000000
-26.2691186281
N/A
DFE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Currency Futures
EUR/USD Future (Consolidated) (IMM) Mar 2025
2025-03-20
-53899066.63000000
USD
658004.13000000
N
N
N
N/A
N/A
S&P MID 400 EMINI MAR25 PHYSICAL INDEX FUTURE.
N/A
31.00000000
NC
USD
9754770.00000000
4.812999558766
N/A
DE
US
N
1
SOCIETE GENERALE
N/A
Long
S&P MID 400 EMINI Mar 2025
N/A
N/A
2025-03-24
10392254.45000000
USD
-637484.45000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 MAR25 PHYSICAL INDEX FUTURE.
N/A
-4.00000000
NC
USD
-449960.00000000
-0.22201008137
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
Russell 2000 E-mini Composite Index Futures Mar 2025
N/A
N/A
2025-03-24
-476293.09000000
USD
26333.09000000
N
N
N
N/A
N/A
AUDUSD CRNCY FUT MAR25 CURRENCY FUTURE.
N/A
-253.00000000
NC
USD
-15660700.00000000
-7.72698302368
N/A
DFE
US
N
1
SOCIETE GENERALE
N/A
Short
Currency Futures
AUD/USD Future (Consolidated) (IMM) Mar 2025
2025-03-20
-16111912.79000000
USD
451212.79000000
N
N
N
2025-08-01
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
Controller and Chief Financial Officer
XXXX