SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Tax-Managed Managed Volatility Fund
$881.79M
Avg Monthly Net Assets
$807.13M
Total Assets
$674K
Total Liabilities
$806.45M
Net Assets
SIMT Tax-Managed Managed Volatility 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 $881.79M.
On August 29th, 2024 it reported 137 holdings, the largest
being MICROSOFT CORPORATION (3.8%), MOTOROLA SOLUTIONS, INC. (3.8%) and THE PROGRESSIVE CORPORATION (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000047774 | TMMAX | |
| Class Y | C000147398 | STVYX |
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 |
|---|---|---|---|---|---|---|
| ABBVIE INC COMMON STOCK (ABBVIE INC.) | Long | Equity-common | US | $14M | 81K | 1.72 |
| AFLAC INC COMMON STOCK (AFLAC INCORPORATED) | Long | Equity-common | US | $10M | 113K | 1.25 |
| ALLSTATE CORP COMMON STOCK (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $7M | 41K | 0.81 |
| ALTRIA GROUP INC COMMON STOCK (Altria Group, Inc.) | Long | Equity-common | US | $2M | 51K | 0.29 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $12M | 146K | 1.43 |
| AMEREN CORPORATION COMMON STOCK | Long | Equity-common | US | $2M | 22K | 0.19 |
| AMERICAN ELECTRIC POWER COMMON STOCK (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Equity-common | US | $2M | 23K | 0.25 |
| AMERICAN FINANCIAL GROUP INC COMMON STOCK (AMERICAN FINANCIAL GROUP, INC.) | Long | Equity-common | US | $2M | 18K | 0.27 |
| AMGEN INC COMMON STOCK (AMGEN INC.) | Long | Equity-common | US | $5M | 17K | 0.65 |
| APPLE INC COMMON STOCK (APPLE INC.) | Long | Equity-common | US | $27M | 129K | 3.38 |
| APTARGROUP INC COMMON STOCK (APTARGROUP, INC.) | Long | Equity-common | US | $882K | 6K | 0.11 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $2M | 32K | 0.24 |
| ASTRAZENECA PLC-SPONS ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $5M | 61K | 0.59 |
| AT&T INC COMMON STOCK (AT&T INC.) | Long | Equity-common | US | $3M | 142K | 0.34 |
| AUTOMATIC DATA PROCESSING COMMON STOCK (AUTOMATIC DATA PROCESSING, INC.) | Long | Equity-common | US | $3M | 11K | 0.34 |
| AUTOZONE INC COMMON STOCK (AUTOZONE, INC.) | Long | Equity-common | US | $15M | 5K | 1.80 |
| AVERY DENNISON CORP COMMON STOCK (AVERY DENNISON CORPORATION) | Long | Equity-common | US | $6M | 26K | 0.71 |
| BERKSHIRE HATHAWAY INC-CL B COMMON STOCK (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $3M | 8K | 0.38 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $301K | 7K | 0.04 |
| C.H. ROBINSON WORLDWIDE INC COMMON STOCK (C.H. ROBINSON WORLDWIDE, INC.) | Long | Equity-common | US | $3M | 31K | 0.34 |
| CAMPBELL SOUP CO COMMON STOCK (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $3M | 62K | 0.35 |
| CARRIER GLOBAL CORP COMMON STOCK (CARRIER GLOBAL CORPORATION) | Long | Equity-common | US | $3M | 51K | 0.40 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $1M | 3K | 0.13 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $8M | 47K | 0.98 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $11M | 47K | 1.31 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $5M | 9K | 0.64 |
| CHUBB LTD COMMON STOCK (Chubb Limited) | Long | Equity-common | US | $3M | 12K | 0.39 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $7M | 67K | 0.87 |
| CISCO SYSTEMS INC COMMON STOCK (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $2M | 50K | 0.29 |
| CLOROX COMPANY COMMON STOCK (THE CLOROX COMPANY) | Long | Equity-common | US | $2M | 15K | 0.25 |
| COCA-COLA CO/THE COMMON STOCK (THE COCA-COLA COMPANY) | Long | Equity-common | US | $4M | 60K | 0.47 |
| COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | Long | Equity-common | US | $4M | 49K | 0.45 |
| COGNIZANT TECH SOLUTIONS-A COMMON STOCK (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $3M | 51K | 0.43 |
| COLGATE-PALMOLIVE CO COMMON STOCK (COLGATE-PALMOLIVE COMPANY) | Long | Equity-common | US | $6M | 59K | 0.72 |
| COSTCO WHOLESALE CORP COMMON STOCK (COSTCO WHOLESALE CORPORATION) | Long | Equity-common | US | $8M | 10K | 1.03 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 38K | 0.19 |
| CULLEN/FROST BANKERS INC COMMON STOCK (CULLEN/FROST BANKERS, INC.) | Long | Equity-common | US | $1M | 13K | 0.17 |
| CUMMINS INC COMMON STOCK (CUMMINS INC.) | Long | Equity-common | US | $2M | 8K | 0.27 |
| CVS HEALTH CORP COMMON STOCK (CVS HEALTH CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.23 |
| DANAHER CORP COMMON STOCK (DANAHER CORPORATION) | Long | Equity-common | US | $2M | 7K | 0.22 |
| DARDEN RESTAURANTS INC COMMON STOCK (DARDEN RESTAURANTS, INC.) | Long | Equity-common | US | $952K | 6K | 0.12 |
| DT MIDSTREAM INC COMMON STOCK (DT MIDSTREAM, INC.) | Long | Equity-common | US | $511K | 7K | 0.06 |
| DTE ENERGY COMPANY COMMON STOCK | Long | Equity-common | US | $4M | 38K | 0.52 |
| DUKE ENERGY CORP COMMON STOCK (DUKE ENERGY CORPORATION) | Long | Equity-common | US | $3M | 27K | 0.33 |
| ELEVANCE HEALTH INC COMMON STOCK (ELEVANCE HEALTH, INC.) | Long | Equity-common | US | $22M | 41K | 2.75 |
| ELI LILLY & CO COMMON STOCK (ELI LILLY AND COMPANY) | Long | Equity-common | US | $28M | 30K | 3.41 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $9M | 25K | 1.12 |
| ENTERGY CORP COMMON STOCK (ENTERGY CORPORATION) | Long | Equity-common | US | $2M | 17K | 0.23 |
| EQUITY LIFESTYLE PROPERTIES REIT (EQUITY LIFESTYLE PROPERTIES, INC.) | Long | Equity-common | US | $2M | 29K | 0.24 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $12M | 32K | 1.49 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $4M | 179K | 0.50 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $2M | 21K | 0.30 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $3M | 17K | 0.37 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $2M | 72K | 0.31 |
| FOX CORP - CLASS B COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $433K | 14K | 0.05 |
| GENERAL DYNAMICS CORP COMMON STOCK (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $6M | 20K | 0.73 |
| GENERAL MILLS INC COMMON STOCK (GENERAL MILLS, INC.) | Long | Equity-common | US | $5M | 76K | 0.60 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Long | Equity-common | US | $4M | 105K | 0.44 |
| GENUINE PARTS CO COMMON STOCK (GENUINE PARTS COMPANY) | Long | Equity-common | US | $1M | 8K | 0.14 |
| GILEAD SCIENCES INC COMMON STOCK (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $3M | 40K | 0.34 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $2M | 20K | 0.31 |
| HERSHEY CO/THE COMMON STOCK (THE HERSHEY COMPANY) | Long | Equity-common | US | $6M | 32K | 0.73 |
| HONDA MOTOR CO LTD-SPONS ADR DEPOSITARY RECEIPT (HONDA MOTOR CO., LTD.) | Long | Equity-common | US | $4M | 129K | 0.52 |
| HORMEL FOODS CORP COMMON STOCK (HORMEL FOODS CORPORATION) | Long | Equity-common | US | $2M | 64K | 0.24 |
| HUMANA INC COMMON STOCK (HUMANA INC.) | Long | Equity-common | US | $5M | 14K | 0.63 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $4M | 60K | 0.45 |
| INTL BUSINESS MACHINES CORP COMMON STOCK (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Equity-common | US | $2M | 10K | 0.21 |
| JACK HENRY & ASSOCIATES INC COMMON STOCK (JACK HENRY & ASSOCIATES, INC.) | Long | Equity-common | US | $2M | 11K | 0.23 |
| JOHNSON & JOHNSON COMMON STOCK | Long | Equity-common | US | $2M | 14K | 0.26 |
| KELLANOVA COMMON STOCK | Long | Equity-common | US | $4M | 65K | 0.46 |
| KIMBERLY-CLARK CORP COMMON STOCK (KIMBERLY-CLARK CORPORATION) | Long | Equity-common | US | $5M | 35K | 0.59 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $6M | 130K | 0.80 |
| L3HARRIS TECHNOLOGIES INC COMMON STOCK (L3HARRIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $5M | 23K | 0.63 |
| LAMB WESTON HOLDINGS INC COMMON STOCK (LAMB WESTON HOLDINGS, INC.) | Long | Equity-common | US | $2M | 28K | 0.30 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $2M | 11K | 0.26 |
| LOCKHEED MARTIN CORP COMMON STOCK (LOCKHEED MARTIN CORPORATION) | Long | Equity-common | US | $10M | 21K | 1.24 |
| MADISON SQUARE GARDEN SPORTS COMMON STOCK (MADISON SQUARE GARDEN SPORTS CORP.) | Long | Equity-common | US | $2M | 9K | 0.21 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $3M | 19K | 0.42 |
| MCCORMICK & CO-NON VTG SHRS COMMON STOCK (MCCORMICK & COMPANY, INCORPORATED) | Long | Equity-common | US | $5M | 72K | 0.63 |
| MCDONALD'S CORP COMMON STOCK (MCDONALD'S CORPORATION) | Long | Equity-common | US | $6M | 24K | 0.76 |
| MCKESSON CORP COMMON STOCK (MCKESSON CORPORATION) | Long | Equity-common | US | $5M | 9K | 0.65 |
| MERCK & CO. INC. COMMON STOCK (MERCK & CO., INC.) | Long | Equity-common | US | $15M | 124K | 1.91 |
| METRO INC/CN COMMON STOCK (METRO INC.) | Long | Equity-common | CA | $2M | 37K | 0.25 |
| MICROSOFT CORP COMMON STOCK (MICROSOFT CORPORATION) | Long | Equity-common | US | $31M | 69K | 3.83 |
| MORNINGSTAR INC COMMON STOCK (MORNINGSTAR, INC.) | Long | Equity-common | US | $4M | 15K | 0.53 |
| MOTOROLA SOLUTIONS INC COMMON STOCK (MOTOROLA SOLUTIONS, INC.) | Long | Equity-common | US | $30M | 79K | 3.76 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $3M | 6K | 0.37 |
| NATIONAL BANK OF CANADA COMMON STOCK (BANQUE NATIONALE DU CANADA) | Long | Equity-common | CA | $2M | 25K | 0.25 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $2M | 38K | 0.25 |
| NETAPP INC COMMON STOCK (NETAPP, INC.) | Long | Equity-common | US | $6M | 46K | 0.74 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $7M | 49K | 0.83 |
| NEW YORK TIMES CO-A COMMON STOCK (THE NEW YORK TIMES COMPANY) | Long | Equity-common | US | $5M | 90K | 0.57 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $4M | 8K | 0.50 |
| NEXTERA ENERGY INC COMMON STOCK (NEXTERA ENERGY, INC.) | Long | Equity-common | US | $2M | 25K | 0.22 |
| NORTHROP GRUMMAN CORP COMMON STOCK (Northrop Grumman Corporation) | Long | Equity-common | US | $14M | 33K | 1.76 |
| NU HOLDINGS LTD/CAYMAN ISL-A COMMON STOCK | Long | Equity-common | US | $1M | 79K | 0.13 |
| ORACLE CORP COMMON STOCK (ORACLE CORPORATION) | Long | Equity-common | US | $22M | 158K | 2.77 |
| PEPSICO INC COMMON STOCK (Pepsico, Inc.) | Long | Equity-common | US | $9M | 55K | 1.12 |
| PFIZER INC COMMON STOCK (PFIZER INC.) | Long | Equity-common | US | $1M | 48K | 0.17 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $2M | 40K | 0.21 |
| PROCTER & GAMBLE CO/THE COMMON STOCK (THE PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $6M | 37K | 0.75 |
| PROGRESSIVE CORP COMMON STOCK (THE PROGRESSIVE CORPORATION) | Long | Equity-common | US | $29M | 138K | 3.56 |
| PUBLIC SERVICE ENTERPRISE GP COMMON STOCK (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Equity-common | US | $2M | 27K | 0.25 |
| QORVO INC COMMON STOCK (QORVO, INC.) | Long | Equity-common | US | $3M | 25K | 0.36 |
| QUANTA SERVICES INC COMMON STOCK (QUANTA SERVICES, INC.) | Long | Equity-common | US | $8M | 33K | 1.03 |
| RENAISSANCERE HOLDINGS LTD COMMON STOCK (RENAISSANCERE HOLDINGS LTD.) | Long | Equity-common | US | $7M | 31K | 0.87 |
| REPUBLIC SERVICES INC COMMON STOCK (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $25M | 131K | 3.16 |
| ROLLINS INC COMMON STOCK (ROLLINS, INC.) | Long | Equity-common | US | $3M | 59K | 0.36 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $1M | 12K | 0.18 |
| RTX CORPORATION COMMON STOCK | Long | Equity-common | US | $9M | 94K | 1.17 |
| S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $3M | – | 0.38 | |
| SCHNEIDER NATIONAL INC-CL B COMMON STOCK (SCHNEIDER NATIONAL, INC.) | Long | Equity-common | US | $3M | 107K | 0.32 |
| SEALED AIR CORP COMMON STOCK (SEALED AIR CORPORATION) | Long | Equity-common | US | $2M | 58K | 0.25 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $11M | 11M | 1.38 |
| SHELL PLC-ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $3M | 48K | 0.43 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $2M | 37K | 0.19 |
| SOUTHERN CO/THE COMMON STOCK (THE SOUTHERN COMPANY) | Long | Equity-common | US | $1M | 19K | 0.19 |
| SYNOPSYS INC COMMON STOCK (SYNOPSYS, INC.) | Long | Equity-common | US | $23M | 39K | 2.90 |
| T-MOBILE US INC COMMON STOCK (T-MOBILE US, INC.) | Long | Equity-common | US | $7M | 37K | 0.81 |
| TARGET CORP COMMON STOCK (TARGET CORPORATION) | Long | Equity-common | US | $681K | 5K | 0.08 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Long | Equity-common | US | $6M | 37K | 0.79 |
| THE CIGNA GROUP COMMON STOCK | Long | Equity-common | US | $2M | 7K | 0.28 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Equity-common | US | $2M | 4K | 0.27 |
| TOTALENERGIES SE -SPON ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $2M | 24K | 0.20 |
| TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT (TOYOTA MOTOR CORPORATION) | Long | Equity-common | US | $3M | 14K | 0.35 |
| TRAVELERS COS INC/THE COMMON STOCK (The Travelers Companies, Inc.) | Long | Equity-common | US | $8M | 40K | 1.02 |
| TYSON FOODS INC-CL A COMMON STOCK (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $931K | 16K | 0.12 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $5M | 14K | 0.56 |
| UNITEDHEALTH GROUP INC COMMON STOCK (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $17M | 33K | 2.08 |
| UNUM GROUP COMMON STOCK | Long | Equity-common | US | $4M | 79K | 0.50 |
| VERIZON COMMUNICATIONS INC COMMON STOCK (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $8M | 189K | 0.97 |
| WALMART INC COMMON STOCK (WALMART INC.) | Long | Equity-common | US | $10M | 143K | 1.20 |
| WASTE MANAGEMENT INC COMMON STOCK (WASTE MANAGEMENT, INC.) | Long | Equity-common | US | $16M | 74K | 1.97 |
| WEC ENERGY GROUP INC COMMON STOCK (WEC ENERGY GROUP, INC.) | Long | Equity-common | US | $2M | 29K | 0.28 |
| WHITE MOUNTAINS INSURANCE GP COMMON STOCK (WHITE MOUNTAINS INSURANCE GROUP, LTD.) | Long | Equity-common | US | $5M | 3K | 0.64 |
| WILLIAMS COS INC COMMON STOCK (THE WILLIAMS COMPANIES, INC.) | Long | Equity-common | US | $4M | 96K | 0.51 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $694K | 42K | 0.09 |
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