SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Liquid Alternative Fund
$2.80M
Avg Monthly Net Assets
$208.67M
Total Assets
$263K
Total Liabilities
$208.41M
Net Assets
SIMT Liquid Alternative Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $2.80M.
On August 29th, 2024 it reported 16 holdings, the largest
being (30.8%), (22.6%) and (18.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000243126 | LLOBX | |
| Class Y | C000243125 | LLOAX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $64M | – | 30.76 | |
| AUDUSD CRNCY FUT SEP24 CURRENCY FUTURE. | Derivative-foreign exchange | US | $12M | – | 5.84 | |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | Long | Short-term investment vehicle | US | $0.01 | – | 0.00 |
| BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY) | Long | Short-term investment vehicle | US | $0.01 | – | 0.00 |
| C$ CURRENCY FUT SEP24 CURRENCY FUTURE. | Derivative-foreign exchange | US | $9M | – | 4.43 | |
| DOLLAR INDEX SEP24 CURRENCY FUTURE. | Derivative-foreign exchange | US | $47M | – | 22.59 | |
| E-MINI RUSS 2000 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $6M | – | 2.92 | |
| EURO FX CURR FUT SEP24 CURRENCY FUTURE. | Derivative-foreign exchange | US | $23M | – | 11.03 | |
| JPN YEN CURR FUT SEP24 CURRENCY FUTURE. | Derivative-foreign exchange | US | $-50M | – | -24.15 | |
| MSCI EAFE SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $38M | – | 18.38 | |
| MSCI EMGMKT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $19M | – | 8.93 | |
| NASDAQ 100 E-MINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $14M | – | 6.69 | |
| S&P MID 400 EMINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $11M | – | 5.11 | |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $-13M | – | -6.09 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-38M | – | -18.15 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-46M | – | -22.08 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA