Sei Institutional Managed Trust Tax-Managed Volatility Fund Class F (TMMAX) Fund Details & Analysis

Fund Information

Fund Category Large Value

Fund Family SEI

Fund Style Large

ISIN US7839252662

CUSIP 783925266

Inception Date 2007-12-20

Domicile United States

Country USA

Fiscal Year End September

NAV Chart

Fund Metrics

Net Assets $573.90 Million

Share Class Net Assets $506.46 Million

Expense Ratio 0.91%

Expense Ratio Date 2026-01-31

Dividend Yield 0.01%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return 4.54%

1-Year Return 10.33%

3-Year Return 13.32%

5-Year Return 9.77%

NAV $15.70

Previous Close Price $15.70

Last Update 2026-03-31

Dividend Information

Dividend Yield 0.01%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About SEI Institutional Managed Trust Tax-Managed Volatility Fund Class F

The fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, ETFs and warrants. It may also, to a lesser extent, invest in American Depositary Receipts (ADRs), real estate investment trusts (REITs) and securities of non-U.S. companies.

Detailed Metrics

Market Cap Distribution

AverageMarketCap 79323.97%

Giant 11.64%

Large 38.25%

Medium 32.01%

Micro 3.07%

Small 14.60%

Value & Growth Metrics

Book-Value Growth % 7.66%

Cash-Flow Growth % 9.23%

Dividend Yield % 2.22%

Historical Earnings % 9.27%

Long-Term Earnings % 8.39%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	0.00%	0.00%	0.00%	1.16%	0.00%
Cash	0.43%	0.43%	0.00%	1.88%	0.00%
Non US Stock	3.46%	3.46%	0.00%	5.60%	0.90%
Not Classified	0.00%	0.00%	0.00%	0.26%	0.00%
Other	0.00%	0.00%	0.00%	0.90%	0.00%
US Stock	96.11%	96.11%	0.00%	91.43%	99.10%

Top Holdings

Name	Weight	Owned	Change
MICROSOFT CORP COMMON STOCK	2.13%	-	-
MOTOROLA SOLUTIONS INC COMMON STOCK	3.76%	-	-
PROGRESSIVE CORP COMMON STOCK	2.45%	-	-
ELI LILLY CO COMMON STOCK	3.41%	-	-
APPLE INC COMMON STOCK	1.99%	-	-
REPUBLIC SERVICES INC COMMON STOCK	3.16%	-	-
SYNOPSYS INC COMMON STOCK	2.90%	-	-
ORACLE CORP COMMON STOCK	1.64%	-	-
ELEVANCE HEALTH INC COMMON STOCK	2.75%	-	-
UNITEDHEALTH GROUP INC COMMON STOCK	2.08%	-	-
AMDOCS LTD COMMON STOCK	1.97%	-	-
AUTOZONE INC COMMON STOCK	1.71%	-	-
WASTE MANAGEMENT INC COMMON STOCK	1.68%	-	-
NORTHROP GRUMMAN CORP COMMON STOCK	1.68%	-	-
WALMART INC COMMON STOCK	2.14%	-	-
AFLAC INC COMMON STOCK	1.59%	-	-
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	2.37%	-	-
CISCO SYSTEMS INC COMMON STOCK	2.35%	-	-
ATT INC COMMON STOCK	1.94%	-	-
VERIZON COMMUNICATIONS INC COMMON STOCK	1.56%	-	-
ABBVIE INC COMMON STOCK	1.85%	-	-
JOHNSON JOHNSON COMMON STOCK	1.84%	-	-

See the full breakdown of TMMAX fund's asset allocation and top holdings .

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	4.61%	52.51%	100.00%	0.00%
Bond Sector	Corporate	4.61%	19.79%	0.00%	0.00%
Bond Sector	Derivative	4.61%	3.01%	0.00%	0.00%
Bond Sector	Government	4.61%	15.29%	0.00%	0.00%
Bond Sector	Municipal	4.61%	0.03%	0.00%	0.00%
Bond Sector	Securitized	4.61%	9.37%	0.00%	0.00%
Cyclical	Basic Materials	0.24%	3.47%	0.00%	2.44%
Cyclical	Consumer Cyclical	7.56%	7.19%	0.00%	9.60%
Cyclical	Financial Services	8.94%	19.25%	0.00%	17.23%
Cyclical	Real Estate	0.33%	3.07%	0.00%	2.15%
Defensive	Consumer Defensive	15.20%	7.62%	0.00%	7.85%
Defensive	Healthcare	16.61%	13.13%	0.00%	11.63%
Defensive	Utilities	4.61%	4.85%	0.00%	3.75%
Sensitive	Communication Services	11.20%	6.80%	0.00%	8.30%
Sensitive	Energy	2.20%	8.26%	0.00%	6.53%
Sensitive	Industrials	8.52%	11.87%	0.00%	8.93%
Sensitive	Technology	24.59%	14.48%	0.00%	21.58%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	0.10%	-	0.14%
Americas	North America	95.04%	97.63%	99.10%
Greater Asia	Asia Developed	0.65%	-	-
Greater Asia	Asia Emerging	0.28%	-	0.07%
Greater Asia	Australasia	0.03%	-	-
Greater Asia	Japan	0.13%	0.64%	-
Greater Europe	Africa/Middle East	0.04%	-	-
Greater Europe	Europe Developed	2.18%	1.01%	0.64%
Greater Europe	Europe Emerging	0.00%	-	-
Greater Europe	United Kingdom	1.54%	0.72%	0.05%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
2024-12-27	$0.044	$0.000	None	-	-	-	-
2024-12-17	$0.000	$0.000	None	-	-	-	-
2024-10-04	$0.045	$0.045	USD	-	2024-10-03	2024-10-07	Quarterly
2024-07-08	$0.035	$0.035	USD	-	2024-07-05	2024-07-09	Quarterly
2024-04-04	$0.045	$0.045	USD	-	2024-04-03	2024-04-05	Quarterly
2023-12-27	$0.043	$0.043	USD	-	2023-12-26	2023-12-28	Quarterly
2023-12-14	$0.000	$0.000	None	-	-	-	-
2023-10-04	$0.047	$0.047	USD	-	2023-10-03	2023-10-05	Quarterly
2023-07-05	$0.042	$0.042	USD	-	2023-07-03	2023-07-06	Quarterly
2023-04-04	$0.052	$0.052	USD	-	2023-04-03	2023-04-05	Quarterly
2022-12-28	$0.043	$0.043	USD	2022-12-28	2022-12-27	2022-12-29	Quarterly
2022-12-15	$0.000	$0.000	None	-	-	-	-
2022-10-05	$0.042	$0.042	USD	2022-10-05	2022-10-04	2022-10-06	Quarterly
2022-07-06	$0.039	$0.039	USD	2022-07-06	2022-07-05	2022-07-07	Quarterly
2022-04-05	$0.045	$0.045	USD	2022-04-05	2022-04-04	2022-04-06	Quarterly
2021-12-29	$0.075	$0.075	USD	2021-12-29	2021-12-28	2021-12-30	Quarterly
2021-12-15	$0.000	$0.000	None	-	-	-	-
2021-10-04	$0.033	$0.033	USD	2021-10-04	2021-10-01	2021-10-05	Quarterly
2021-07-06	$0.047	$0.047	USD	2021-07-07	2021-07-02	2021-07-07	Quarterly
2021-04-05	$0.056	$0.056	USD	2021-04-01	2021-04-05	2021-04-06	Quarterly
2020-12-29	$0.058	$0.058	USD	2020-12-29	2020-12-28	2020-12-30	Quarterly
2020-12-10	$0.000	$0.000	None	-	-	-	-
2020-10-05	$0.042	$0.042	USD	2020-10-05	2020-10-02	2020-10-06	Quarterly
2020-07-07	$0.048	$0.048	USD	2020-07-07	2020-07-06	2020-07-08	Quarterly
2020-07-06	$0.048	$0.000	None	-	-	-	-
2020-04-06	$0.105	$0.105	USD	2020-04-06	2020-04-03	2020-04-07	Quarterly
2019-12-27	$0.059	$0.059	USD	2019-12-27	2019-12-26	2019-12-30	Quarterly
2019-12-12	$0.000	$0.000	None	-	-	-	-
2019-10-07	$0.061	$0.061	USD	-	-	-	-
2019-07-08	$0.062	$0.062	USD	2019-07-08	2019-07-05	2019-07-09	Quarterly
2019-04-08	$0.062	$0.062	USD	2019-04-08	2019-04-05	2019-04-09	Quarterly
2018-12-27	$0.094	$0.094	USD	2018-12-27	2018-12-26	2018-12-28	Quarterly
2018-12-13	$0.000	$0.000	None	-	-	-	-
2018-10-03	$0.053	$0.053	USD	2018-10-03	2018-10-02	2018-10-04	Quarterly
2018-07-06	$0.049	$0.049	USD	2018-07-06	2018-07-05	2018-07-09	Quarterly
2018-04-05	$0.055	$0.055	USD	2018-04-05	2018-04-04	2018-04-06	Quarterly
2017-12-27	$0.064	$0.064	USD	2017-12-27	2017-12-26	2017-12-28	Quarterly
2017-12-13	$0.000	$0.000	None	-	-	-	-
2017-10-04	$0.056	$0.056	USD	2017-10-04	2017-10-03	2017-10-05	Quarterly
2017-07-06	$0.061	$0.061	USD	2017-07-06	2017-07-05	2017-07-07	Quarterly
2017-04-06	$0.058	$0.058	USD	2017-04-06	2017-04-05	2017-04-07	Quarterly
2016-12-28	$0.064	$0.064	USD	2016-12-28	2016-12-27	2016-12-29	Quarterly
2016-12-14	$0.000	$0.000	None	-	-	-	-
2016-10-05	$0.048	$0.048	USD	2016-10-05	2016-10-04	2016-10-06	Quarterly
2016-07-06	$0.050	$0.050	USD	2016-07-06	2016-07-05	2016-07-07	Quarterly
2016-04-06	$0.064	$0.064	USD	2016-04-06	2016-04-05	2016-04-07	Quarterly
2015-12-29	$0.052	$0.052	USD	2015-12-29	2015-12-28	2015-12-30	Quarterly
2015-12-10	$0.000	$0.000	None	-	-	-	-
2015-10-02	$0.048	$0.048	USD	2015-10-02	2015-10-01	2015-10-05	Quarterly
2015-07-07	$0.043	$0.043	USD	2015-07-07	2015-07-06	2015-07-08	Quarterly
2015-04-01	$0.057	$0.057	USD	2015-04-01	2015-03-31	2015-04-02	Quarterly
2014-12-29	$0.052	$0.052	USD	2014-12-29	2014-12-26	2014-12-30	Quarterly
2014-12-09	$0.000	$0.000	None	-	-	-	-
2014-10-02	$0.048	$0.048	USD	2014-10-02	2014-10-01	2014-10-03	Quarterly
2014-07-02	$0.052	$0.052	USD	2014-07-02	2014-07-01	2014-07-03	Quarterly
2014-03-27	$0.042	$0.042	USD	2014-03-27	2014-03-26	2014-03-28	Quarterly
2013-12-27	$0.043	$0.043	USD	2013-12-27	2013-12-26	2013-12-30	Quarterly
2013-12-10	$0.000	$0.000	None	-	-	-	-
2013-10-02	$0.048	$0.048	USD	2013-10-02	2013-10-01	2013-10-03	Quarterly
2013-07-02	$0.054	$0.054	USD	2013-07-02	2013-07-01	2013-07-03	Quarterly
2013-03-26	$0.043	$0.043	USD	2013-03-26	2013-03-25	2013-03-27	Quarterly
2012-12-27	$0.073	$0.073	USD	2012-12-27	2012-12-26	2012-12-28	Quarterly
2012-12-11	$0.000	$0.000	None	-	-	-	-
2012-10-02	$0.050	$0.050	USD	-	2012-10-01	2012-10-03	Quarterly
2012-07-03	$0.045	$0.045	USD	-	2012-07-02	2012-07-05	Quarterly
2012-03-28	$0.039	$0.000	None	-	-	-	-
2012-03-23	$0.039	$0.039	USD	-	2012-03-27	2012-03-29	Quarterly
2011-12-28	$0.041	$0.041	USD	-	2011-12-27	2011-12-29	Quarterly
2011-12-06	$0.000	$0.000	None	-	-	-	-
2011-10-04	$0.036	$0.036	USD	-	2011-10-03	2011-10-05	Quarterly
2011-07-05	$0.033	$0.033	USD	-	2011-07-01	2011-07-06	Quarterly
2011-03-29	$0.033	$0.033	USD	-	2011-03-28	2011-03-30	Quarterly
2010-12-29	$0.039	$0.039	USD	-	2010-12-28	2010-12-30	Quarterly
2010-10-04	$0.026	$0.026	USD	-	2010-10-01	2010-10-05	Quarterly
2010-07-02	$0.030	$0.030	USD	-	2010-07-01	2010-07-06	Quarterly
2010-03-29	$0.026	$0.026	USD	-	2010-03-26	2010-03-30	Quarterly
2009-12-29	$0.039	$0.039	USD	-	2009-12-28	2009-12-30	Quarterly
2009-10-02	$0.029	$0.029	USD	-	2009-10-01	2009-10-05	Quarterly
2009-07-02	$0.033	$0.033	USD	-	2009-07-01	2009-07-06	Quarterly
2009-03-27	$0.026	$0.026	USD	-	2009-03-26	2009-03-30	Quarterly
2008-12-29	$0.028	$0.028	USD	-	2008-12-26	2008-12-30	Quarterly
2008-10-02	$0.035	$0.035	USD	-	2008-10-01	2008-10-03	Quarterly
2008-07-02	$0.026	$0.026	USD	-	2008-07-01	2008-07-03	Quarterly
2008-03-27	$0.024	$0.024	USD	-	2008-03-26	2008-03-28	Quarterly
2007-12-27	$0.008	$0.008	USD	-	2007-12-26	2007-12-28	Other

View the full dividend history for TMMAX.

SEI Institutional Managed Trust Tax-Managed Volatility Fund Class F NMFQS:TMMAX