SIMT Liquid Alternative Fund is a registered fund series of SEI INSTITUTIONAL MANAGED TRUST (series S000080611). Net assets $188.1M as of 2025-06-30.
Showing 15 of 16 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| 3 MONTH SOFR FUT DEC26 FINANCIAL COMMODITY FUTURE. | SRAZ26 | $118.5M | 6302.68% |
| EURO FX CURR FUT SEP25 CURRENCY FUTURE. | UROU25 | $36.2M | 1927.17% |
| United States of America | TYU25 | $26.7M | 1418.79% |
| MSCI EAFE SEP25 PHYSICAL INDEX FUTURE. | MFSU5 | $14.5M | 769.92% |
| MSCI EMGMKT SEP25 PHYSICAL INDEX FUTURE. | MEMU5 | $12.0M | 636.14% |
| AUDUSD CRNCY FUT SEP25 CURRENCY FUTURE. | ADU25 | $9.6M | 511.50% |
| NASDAQ 100 E-MINI SEP25 PHYSICAL INDEX FUTURE. | NQU25 | $9.2M | 486.86% |
| S&P500 EMINI FUT SEP25 PHYSICAL INDEX FUTURE. | ESU25 | $6.3M | 332.49% |
| S&P MID 400 EMINI SEP25 PHYSICAL INDEX FUTURE. | DMU25 | $2.2M | 116.32% |
| E-MINI RUSS 2000 SEP25 PHYSICAL INDEX FUTURE. | RTYU25 | $2.0M | 104.87% |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | — | $0 | 0.00% |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | — | $0 | 0.00% |
| DOLLAR INDEX SEP25 CURRENCY FUTURE. | DXU5 | $-868K | -46.17% |
| C$ CURRENCY FUT SEP25 CURRENCY FUTURE. | CDU25 | $-2.9M | -152.78% |
| JPN YEN CURR FUT SEP25 CURRENCY FUTURE. | JYU25 | $-6.9M | -367.23% |
| Report date | Net assets |
|---|---|
| 2025-06-30 | $188.1M |
| 2025-03-31 | $189.2M |
| 2024-12-31 | $202.7M |
| 2024-09-30 | $203.9M |
| 2024-06-30 | $208.4M |
| 2024-03-31 | $211.3M |
| 2023-12-31 | $14.5M |
| 2023-09-30 | $11.4M |