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SCPAX SEI Large Cap Disciplined Eq A (SIIT)

  • Fund
  • SCPAX
  • Price as of: May 22, 2019
  • $10.67 - $0.05 - 0.47%
  • Category
  • Large Cap Blend Equities
  • Fund Company
  • SEI

SCPAX - Profile

Vitals

  • YTD Return 12.8%
  • 3 Yr Annualized Return -4.5%
  • 5 Yr Annualized Return -6.1%
  • Net Assets $2.4 B
  • Holdings in Top 10 17.6%

52 WEEK LOW AND HIGH

$10.67
$9.00
$14.60

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.47%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 134.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

STANDARD (TAXABLE)

$100,000

IRA

N/A

Investment Themes

CATEGORY

Large Cap Blend Equities
  • Fund Type Open End Mutual Fund
  • Investment Style Large Blend

Distributions

  • YTD Total Return 12.8%
  • 3 Yr Annualized Total Return -4.5%
  • 5 Yr Annualized Total Return -6.1%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.71%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name SEI Institutional Investments Trust Large Cap Disciplined Equity Fund
  • Fund Family Name SEI
  • Inception Date Aug 28, 2003
  • Shares Outstanding 218528002
  • Share Class No Load
  • Currency USD
  • Domiciled Country United States
  • Manager Devang Gambhirwala

Fund Description

Under normal circumstances, the Large Cap Disciplined Equity Fund will invest at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in equity securities of large companies. These securities may include common stocks, preferred stocks, depositary receipts, warrants, ETFs based on a large capitalization equity index and equity securities of foreign companies.

SCPAX - Performance

Return Ranking - Trailing

Period SCPAX Return Category Return Low Category Return High Rank in Category (%)
YTD 12.8% -14.1% 31.7% 60.95%
1 Yr -22.2% -61.3% 33.4% 95.35%
3 Yr -4.5%* -31.9% 21.1% 94.08%
5 Yr -6.1%* -23.5% 12.0% 92.20%
10 Yr 4.1%* -6.2% 19.0% 81.45%

* Annualized


Return Ranking - Calendar

Period SCPAX Return Category Return Low Category Return High Rank in Category (%)
2018 -29.5% -67.0% 16.7% 94.93%
2017 4.4% -32.8% 34.8% 84.65%
2016 5.2% -28.0% 20.8% 57.71%
2015 -11.6% -46.9% 5.7% 78.11%
2014 -2.0% -31.3% 53.8% 82.37%

Total Return Ranking - Trailing

Period SCPAX Return Category Return Low Category Return High Rank in Category (%)
YTD 12.8% -14.1% 31.7% 60.85%
1 Yr -22.2% -61.3% 34.2% 97.47%
3 Yr -4.5%* -29.3% 21.6% 97.34%
5 Yr -6.1%* -19.4% 13.9% 97.33%
10 Yr 4.1%* -4.0% 23.7% 93.77%

* Annualized


Total Return Ranking - Calendar

Period SCPAX Return Category Return Low Category Return High Rank in Category (%)
2018 -29.5% -67.0% 17.4% 97.37%
2017 4.4% -22.1% 34.8% 95.53%
2016 5.2% -14.7% 21.8% 81.72%
2015 -11.6% -40.3% 7.0% 90.65%
2014 -2.0% -24.8% 56.3% 91.40%

NAV & Total Return History

SCPAX - Holdings

Concentration Analysis

SCPAX Category Low Category High SCPAX % Rank
Net Assets 2.4 B 1.88 M 804 B 29.92%
Number of Holdings 356 7 3615 24.10%
Net Assets in Top 10 423 M -57.2 M 135 B 40.36%
Weighting of Top 10 17.57% 2.4% 936.4% 90.66%

Top 10 Holdings

  1. Microsoft Corp 3.68%

  2. Amazon.com Inc 1.83%

  3. Chevron Corp 1.79%

  4. Apple Inc 1.79%

  5. Facebook Inc A 1.50%

  6. Johnson & Johnson 1.46%

  7. Wells Fargo & Co 1.44%

  8. Bank of America Corporation 1.41%

  9. Merck & Co Inc 1.41%

  10. Alphabet Inc A 1.27%


Asset Allocation

Weighting Return Low Return High SCPAX % Rank
Stocks
95.47% -6.79% 687.17% 74.30%
Cash
6.19% -187.97% 80.44% 11.24%
Preferred Stocks
0.00% -0.37% 6.87% 27.71%
Convertible Bonds
0.00% 0.00% 6.54% 24.30%
Bonds
0.00% -595.81% 186.14% 33.73%
Other
-1.66% -4.04% 22.06% 99.60%

Stock Sector Breakdown

Weighting Return Low Return High SCPAX % Rank
Technology
21.83% -67.56% 52.42% 45.57%
Healthcare
16.12% 0.00% 47.60% 14.89%
Financial Services
12.36% 0.00% 187.22% 76.96%
Consumer Cyclical
11.39% -0.92% 33.07% 49.50%
Industrials
8.89% 0.00% 77.42% 70.93%
Consumer Defense
7.37% 0.00% 64.11% 46.68%
Energy
5.50% -1.65% 306.37% 33.80%
Utilities
3.92% -1.30% 19.90% 17.00%
Real Estate
3.39% -1.87% 13.40% 22.03%
Communication Services
2.97% -0.65% 14.58% 56.34%
Basic Materials
1.72% 0.00% 90.41% 74.75%

Stock Geographic Breakdown

Weighting Return Low Return High SCPAX % Rank
US
94.74% -6.79% 223.50% 45.68%
Non US
0.73% 0.00% 463.67% 83.53%

SCPAX - Expenses

Operational Fees

SCPAX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.47% 0.00% 153.75% 84.95%
Management Fee 0.40% 0.00% 1.50% 32.33%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.05% 0.00% 0.85% 12.24%

Sales Fees

SCPAX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 5.75% N/A
Deferred Load N/A 0.95% 5.00% N/A

Trading Fees

SCPAX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.15% 2.00% N/A

Turnover Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

SCPAX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 134.00% 0.00% 836.00% 88.69%

SCPAX - Distributions

Dividend Yield Analysis

SCPAX Category Low Category High SCPAX % Rank
Dividend Yield 0.02% 0.00% 0.10% 7.23%

Dividend Distribution Analysis

SCPAX Category Low Category High Category Mode
Dividend Distribution Frequency Quarterly Annually Monthly Quarterly

Dividend Payout History


Net Income Ratio Analysis

SCPAX Category Low Category High SCPAX % Rank
Net Income Ratio 1.71% -1.49% 3.64% 13.33%

Capital Gain Distribution Analysis

SCPAX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Semi-Annually Semi-Annually

SCPAX - Managers

Devang Gambhirwala

Manager

Start Date

Tenure

Tenure Rank

Aug 28, 2003

15.68

15.7%

Devang Gambhirwala is a Principal and Portfolio Manager for QMA working within the Quantitative Equity team. In this capacity, he is responsible for managing US Core, Long Short and Market Neutral strategies. He is also responsible for the management of structured products. Prior to joining QMA, Devang worked as a Quantitative Research Analyst and Assistant Portfolio Manager for PGIM. He earned a BS in Computer and Information Sciences from the New Jersey Institute of Technology and an MBA from Rutgers University.


Peter Xu

Manager

Start Date

Tenure

Tenure Rank

Dec 31, 2003

15.34

15.3%

Peter Xu, PhD, is a Managing Director and Co-Head of QMA’s Quantitative Equity team and Head of US Core, Long Short and Market Neutral strategies. In this capacity, he conducts research on higher alpha and alternative strategies. For over 20 years, Peter has played a critical role in the evolution of QMA's quantitative models and investment process. He has published articles in a number of journals, including The Financial Analysts Journal, The Journal of Portfolio Management, The Journal of Asset Management, The Journal of Investing and Review of Quantitative Finance and Accounting. Peter earned a BS in Nuclear Physics from Fudan University in Shanghai, an MA in Economics from Rice University and a PhD in Finance from the University of Houston.


Stephen C. Dolce

Manager

Start Date

Tenure

Tenure Rank

Sep 30, 2016

2.58

2.6%

Steven C. Dolce, CFA, serves as Portfolio Manager at SEI Investments Management Corporation. Prior to joining SEI, Mr. Dolce was Partner, Portfolio Manager, Analyst and Investment Committee Member at Philadelphia International Advisors LP (PIA). Previously, Mr. Dolce was a Sector Portfolio Manager and Senior Analyst at DuPont Capital Management (DCM). Mr. Dolce also served as a Global Equity and Derivatives Trader at Grantham, Mayo & Van Otterloo & Co. LLC (GMO) in Boston. Mr. Dolce received his Bachelor of Science from Boston College, Carroll School of Management with a concentration in economics. Mr. Dolce received a Master of Finance from Northeastern University. Mr. Dolce is a CFA charterholder, a member of AIMR, the Philadelphia Financial Analysts and an industry mentor to the University of Delaware CFA Research Challenge students.


David L. Hintz

Manager

Start Date

Tenure

Tenure Rank

Sep 30, 2017

1.58

1.6%

Mr. Hintz is responsible for the management of the portfolios, capital market research, ongoing evaluation and allocation of equity managers and capital for the SEI funds. Prior to joining SEI, Mr. Hintz worked at Russell Investments as a Portfolio Manager and previously as the Head of US Equity Research and a Research Analyst. Mr. Hintz received his Bachelor of Science from Walla Walla University and his M.B.A. from Pacific Lutheran University. Mr. Hintz is a CFA charter holder from the CFA Institute.


Ronen Israel

Manager

Start Date

Tenure

Tenure Rank

Dec 19, 2017

1.36

1.4%

Ronen joined AQR Capital Management in 1999 and is a Principal and lead portfolio manager of the DELTA strategy. Prior to joining AQR, Ronen was a Senior Analyst at Quantitative Financial Strategies, Inc., a quantitative investment management firm, specializing in currencies and global macro strategies, with $2.5 billion under management. Before that, he worked as a management consultant, specializing in building out financial systems for financial services firms. Ronen received an MA in Mathematics, specializing in mathematical finance, from Columbia University, a BS in Economics from The Wharton School at the University of Pennsylvania and a BAS in Biomedical Science from the School of Engineering and Applied Science at the University of Pennsylvania.


Andrea Frazzini

Manager

Start Date

Tenure

Tenure Rank

Dec 19, 2017

1.36

1.4%

Andrea is a Principal on AQR’s Global Stock Selection team, focusing on research and portfolio management of the Firm’s Long/Short and Long-Only equity strategies. He is also an Adjunct Professor of Finance at New York University’s Stern School of Business. He has published in top academic journals and won several awards for his research, including the Smith Breeden Award, the Fama-DFA award, the BGI best paper award, several Bernstein Fabozzi/Jacobs Levy Awards, and the PanAgora Crowell Memorial Prize. Prior to AQR in 2008, Andrea was an associate professor of finance at the University of Chicago’s Graduate School of Business and a Research Associate at the National Bureau of Economic Research. He also served as a consultant for DKR Capital Partners and J.P. Morgan Securities and on the board of directors of the Center for Research in Security Prices at the University of Chicago. He earned a B.S. in economics from the University of Roma Tre, an M.S. in economics from the London School of Economics and a Ph.D. in economics from Yale University.


Michele L. Aghassi

Manager

Start Date

Tenure

Tenure Rank

Dec 19, 2017

1.36

1.4%

Michele Aghassi is a Principal at AQR Capital Management, where she serves as a portfolio manager for the firm's equity strategies. Throughout her tenure at AQR, she has been a leader in research and strategy development, contributing to the advancement of the stock selection investment process. She played a key role in launching the firm’s emerging equities strategy in 2008 and developed the proprietary robust optimization technology that AQR uses to build portfolios. In addition to her responsibilities at AQR, she serves on the Editorial Advisory Board of The Journal of Portfolio Management. Earlier in her career, Michele worked as a quantitative analyst in the proprietary equities department of D.E. Shaw & Co. Michele graduated magna cum laude from Brown University with a B.Sc. in applied mathematics and subsequently earned a Ph.D. in operations research from the Massachusetts Institute of Technology, where she was a National Science Foundation Graduate Research Fellow and an MIT Presidential Graduate Fellow.


Jacques A. Friedman

Manager

Start Date

Tenure

Tenure Rank

Dec 19, 2017

1.36

1.4%

Jacques is the head of AQR’s Global Stock Selection team and is involved in all aspects of research, portfolio management and strategy development for the firm’s equity products and strategies. Prior to AQR, he developed quantitative stock-selection strategies for the Asset Management Division of Goldman, Sachs & Co. Jacques earned a B.S. in applied mathematics from Brown University and an M.S. in applied mathematics from the University of Washington. Before joining Goldman, he was pursuing a Ph.D. in applied mathematics at Washington.


Gina Marie N. Moore

Manager

Start Date

Tenure

Tenure Rank

Apr 19, 2018

1.03

1.0%

Gina Marie N. Moore, CFA, joined AJO in 1998. She began her career as a licensed CPA at PriceWaterhouse and then joined Scott Paper as a pension analyst. She became involved in institutional investment management, first at Brandywine Asset Management and then at Glenmede Trust. She is a CFA charterholder and served on the board of the CFA Society of Philadelphia. Gina is involved with portfolio management, research, client service, and marketing.


Stefani Cranston

Manager

Start Date

Tenure

Tenure Rank

Apr 19, 2018

1.03

1.0%

Stefani Cranston, CFA, CPA, was a senior accountant at Deloitte & Touche before joining AJO in 1991. At Deloitte, she audited a number of financial institutions, including our firm. A CFA charterholder and a licensed CPA, Stefani is involved with financial accounting, performance measurement, portfolio management, and research.


Tenure Analysis

Category Low

0.0

Category High

83.5

Category Average

6.99

Category Mode

3.62