SMSAX — SIMT Multi-Strategy Alternatives Fund
Data updated: 2026-05-29
SMSAX — SIMT Multi-Strategy Alternatives Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Balanced Allocation · $235.22M AUM · 2.93% expense ratio · 14.1% 1-yr return. From SEC regulatory filings.
SMSAX Fund Overview
SMSAX — SIMT Multi-Strategy Alternatives Fund is a US mutual fund managed by Sei Institutional Managed Trust, categorised as Balanced Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Sei Institutional Managed Trust
- Category: Balanced Allocation
- Assets under management: $235.22M
- 1-year return: 14.1%
- Ticker: SMSAX
- SEC CIK: 0000804239
- SEC series ID: S000028026
- Share class ID: C000085250
SMSAX Holdings
Top 10 holdings of SIMT Multi-Strategy Alternatives Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Long Ridge Energy LLC | 1.64% |
| Century Aluminum Company | 1.08% |
| Wynn Las Vegas, LLC | 1.05% |
| Neptune Bidco US Inc. | 1.01% |
| Hudbay Minerals Inc. | 0.99% |
| Alcoa Corporation | 0.95% |
| Carpenter Technology Corporation | 0.92% |
| Sensient Technologies Corporation | 0.92% |
| Constellium SE | 0.91% |
| Ati, Inc. | 0.91% |
SMSAX Portfolio Allocation
Asset-class allocation of SIMT Multi-Strategy Alternatives Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 47.6% |
| Fixed Income | 30.1% |
| Cash & Equivalents | 8.3% |
| Loans | 5.2% |
SMSAX Performance
Total returns for SMSAX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.0% |
| 1 year | 14.1% |
| 3 years (annualised) | 8.4% |
| 5 years (annualised) | 4.2% |
SMSAX Risk Information
Risk metrics for SMSAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 4.1%
SMSAX Costs and Fees
SMSAX costs about $293 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.93%
- Gross expense ratio: 2.93%
- Portfolio turnover: 358%
- Brokerage commissions: 22.35 bps of average net assets (SEC N-CEN)
SMSAX Cashflows
Over the 12 months to 2026-03, SIMT Multi-Strategy Alternatives Fund had net outflows of $25.38M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$2.16M |
| 2026-02 | −$2.17M |
| 2026-01 | −$2.28M |
| 2025-12 | −$4.48M |
| 2025-11 | −$3.44M |
| 2025-10 | $8.16M |
SMSAX Debt Constituents
Largest debt holdings of SIMT Multi-Strategy Alternatives Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Long Ridge Energy LLC | 1.64% |
| Wynn Las Vegas, LLC | 1.05% |
| Neptune Bidco US Inc. | 1.01% |
| Uniti Services LLC | 0.87% |
| Level 3 Financing, Inc. | 0.83% |
| Apld Computeco 2 LLC | 0.76% |
| Hlf Financing Sarl, LLC | 0.75% |
| Crocs, Inc. | 0.66% |
| The Michaels Companies, Inc. | 0.62% |
| The Chemours Company | 0.61% |
SMSAX Prospectus and SEC Filings
Official SIMT Multi-Strategy Alternatives Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Balanced Allocation funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.