# SIMT Liquid Alternative Fund

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.

## Profile

- Series ID: S000080611
- Registrant: SEI INSTITUTIONAL MANAGED TRUST
- LEI: 5493000ECDWNI7JZUR84
- Net assets: $188.1M
- Total assets: $196.1M
- As of: 2025-06-30

## Advisers

- [SEI Investments Management Corporation (Advisor)](https://search.stillhousedata.com/firm/105146)
- [Dynamic Beta Investments, LLC (Subadvisor)](https://search.stillhousedata.com/firm/164972)

## Top holdings (16 reported)

_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% |

## Net asset history

| 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 |

## More

- [Registrant: SEI INSTITUTIONAL MANAGED TRUST](https://search.stillhousedata.com/registrant/804239)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000080611.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.