SUSYX: SEI Institutional Managed Trust U.S. Managed Volatility Fund - MutualFunds.com

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SEI US Managed Volatility Y (SIMT)

SUSYX - Snapshot

Vitals

  • YTD Return -6.6%
  • 3 Yr Annualized Return 3.5%
  • 5 Yr Annualized Return 6.3%
  • Net Assets $1.58 B
  • Holdings in Top 10 20.6%

52 WEEK LOW AND HIGH

$16.87
$12.13
$18.40

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.98%

SALES FEES

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

BROKERAGE FEES

  • Turnover 44.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $100,000
  • IRA N/A

Fund Classification


Compare SUSYX to Popular U.S. Large-Cap Value Equity Funds and ETFs

Overview

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

$44.42

-0.49%

$81.36 B

-

$0.00

-5.04%

0.17%

$113.88

-0.47%

$81.36 B

2.14%

$2.44

-3.81%

0.04%

$43.55

-0.41%

$60.99 B

1.88%

$0.82

0.07%

0.59%

$187.96

-0.52%

$58.97 B

1.88%

$3.55

-2.99%

0.52%

$43.53

-0.55%

$47.04 B

1.11%

$0.49

-2.03%

0.83%

SUSYX - Profile

Distributions

  • YTD Total Return -6.6%
  • 3 Yr Annualized Total Return 3.5%
  • 5 Yr Annualized Total Return 6.3%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 2.15%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    SEI Institutional Managed Trust U.S. Managed Volatility Fund
  • Fund Family Name
    SEI
  • Inception Date
    Dec 31, 2014
  • Shares Outstanding
    54115927
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Harindra de Silva

Fund Description

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, exchange-traded funds (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.


SUSYX - Performance

Return Ranking - Trailing

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
YTD -6.6% -30.9% 272.1% 71.03%
1 Yr -8.3% -33.9% 15.5% 57.26%
3 Yr 3.5%* -10.3% 11.0% 23.80%
5 Yr 6.3%* -4.4% 13.6% 29.67%
10 Yr 10.4%* -1.9% 11.8% 9.14%

* Annualized

Return Ranking - Calendar

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
2019 18.4% -32.1% 76.3% 55.42%
2018 -14.1% -62.4% 16.7% 36.67%
2017 4.4% -72.0% 37.9% 76.86%
2016 7.3% -61.4% 31.0% 78.20%
2015 -5.3% -47.3% 4.6% 21.42%

Total Return Ranking - Trailing

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
YTD -6.6% -30.9% 272.1% 71.03%
1 Yr -8.3% -33.9% 15.5% 50.37%
3 Yr 3.5%* -11.2% 11.0% 21.94%
5 Yr 6.3%* -4.8% 13.6% 27.43%
10 Yr 10.4%* -2.1% 11.8% 8.19%

* Annualized

Total Return Ranking - Calendar

Period SUSYX Return Category Return Low Category Return High Rank in Category (%)
2019 18.4% -32.1% 76.3% 55.42%
2018 -14.1% -37.1% 17.4% 66.61%
2017 4.4% -9.5% 37.9% 94.57%
2016 7.3% -27.9% 32.2% 91.32%
2015 -5.3% -28.9% 4.6% 55.38%

NAV & Total Return History


SUSYX - Holdings

Concentration Analysis

SUSYX Category Low Category High SUSYX % Rank
Net Assets 1.58 B 390 K 81.4 B 27.99%
Number of Holdings 382 1 1638 5.55%
Net Assets in Top 10 327 M 68.9 K 20.4 B 37.55%
Weighting of Top 10 20.56% 2.8% 100.0% 83.91%

Top 10 Holdings

  1. Johnson & Johnson 2.46%
  2. Verizon Communications Inc 2.38%
  3. Merck & Co Inc 2.36%
  4. Target Corp 2.34%
  5. Oracle Corp 2.13%
  6. Amdocs Ltd 2.00%
  7. Berkshire Hathaway Inc Class B 1.82%
  8. Pfizer Inc 1.72%
  9. Walmart Inc 1.72%
  10. The Kroger Co 1.64%

Asset Allocation

Weighting Return Low Return High SUSYX % Rank
Stocks
98.29% 0.00% 144.64% 55.18%
Cash
1.71% -129.21% 100.00% 38.86%
Preferred Stocks
0.00% 0.00% 20.06% 51.27%
Other
0.00% -1.17% 90.90% 49.06%
Convertible Bonds
0.00% 0.00% 9.60% 48.57%
Bonds
0.00% 0.00% 42.12% 50.12%

Stock Sector Breakdown

Weighting Return Low Return High SUSYX % Rank
Consumer Defense
22.76% 0.00% 31.06% 3.04%
Healthcare
15.50% 0.00% 31.61% 44.54%
Technology
13.24% 0.00% 54.02% 30.27%
Communication Services
10.21% 0.00% 23.33% 16.24%
Financial Services
10.05% 0.00% 60.37% 92.78%
Consumer Cyclical
8.89% 0.00% 30.11% 29.04%
Industrials
8.27% 0.00% 46.06% 86.55%
Utilities
5.98% 0.00% 46.31% 38.80%
Real Estate
2.47% 0.00% 87.91% 53.16%
Basic Materials
1.79% 0.00% 23.70% 80.23%
Energy
0.83% 0.00% 23.54% 94.26%

Stock Geographic Breakdown

Weighting Return Low Return High SUSYX % Rank
US
93.98% 0.00% 143.35% 50.78%
Non US
4.31% -0.07% 37.07% 46.53%

SUSYX - Expenses

Operational Fees

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.98% 0.01% 19.26% 50.12%
Management Fee 0.65% 0.00% 1.50% 64.60%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.30% 0.01% 0.50% 90.80%

Sales Fees

SUSYX 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 1.00% 5.50% N/A

Trading Fees

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

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.

SUSYX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 44.00% 0.00% 481.00% 51.58%

SUSYX - Distributions

Dividend Yield Analysis

SUSYX Category Low Category High SUSYX % Rank
Dividend Yield 0.00% 0.00% 33.77% 52.16%

Dividend Distribution Analysis

SUSYX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Monthly Annually

Net Income Ratio Analysis

SUSYX Category Low Category High SUSYX % Rank
Net Income Ratio 2.15% -3.83% 5.26% 29.44%

Capital Gain Distribution Analysis

SUSYX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Quarterly Annually

Dividend Payout History

View More +

SUSYX - Fund Manager Analysis

Managers

Harindra de Silva


Start Date

Tenure

Tenure Rank

Dec 31, 2004

15.84

15.8%

Harindra (“Harin”) de Silva is president and portfolio manager for the Wells Fargo Asset Management (WFAM) Analytic Investors team. Harin focuses on the ongoing research effort for equity and factor-based asset allocation strategies. He joined Analytic Investors in 1995. Prior to joining Analytic Investors, Harin was a principal at Analysis Group, Inc., where he was responsible for providing economic research services to institutional investors including investment managers, large pension funds, and endowments.

Ryan Brown


Start Date

Tenure

Tenure Rank

Dec 31, 2004

15.84

15.8%

Ryan Brown is a portfolio manager for the Analytic Investors team at Wells Capital Management. He is responsible for the day-to-day portfolio management and trading for U.S. equity-based investment strategies. Ryan also contributes to the ongoing research efforts of these strategies. Prior to joining Analytic Investors in 2007, Ryan worked for Beekman Capital Management, in Santa Fe, New Mexico, where he was responsible for selecting stocks within the financial services sector.

Dennis Bein


Start Date

Tenure

Tenure Rank

Dec 31, 2004

15.84

15.8%

Dennis M. Bein is chief investment officer and portfolio manager for the Wells Fargo Asset Management (WFAM) Analytic Investors team. In this role, Dennis focuses on day-to-day portfolio management and research related to equity-based investment strategies. Prior to joining Analytic Investors in 1995, Dennis was a Senior Consultant for Analysis Group, Inc., where he provided investment consulting services for institutional investors and plan sponsors. He earned a bachelor’s degree in business administration and an MBA in finance from the University of California, Riverside.

Puneet Mansharamani


Start Date

Tenure

Tenure Rank

Dec 03, 2010

9.92

9.9%

Puneet Mansharamani, CFA, is a Partner, Portfolio Manager and Quantitative Analyst of LSV. Mr. Mansharamani has more than 14 years of investment experience. At LSV, Mr. Mansharamani is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Prior to joining LSV, Mr. Mansharamani was an Analyst at Institutional Trust National City Corporation. His responsibilities included project management, systems development and designing financial and analytical applications fo

Josef Lakonishok


Start Date

Tenure

Tenure Rank

Dec 03, 2010

9.92

9.9%

Dr. Lakonishok joined LSV in 1994, where he currently serves as Chief Executive Officer, Chief Investment Officer, Partner and Portfolio Manager Dr. Lakonishok has more than 30 years of investment and research experience. Dr. Lakonishok was, until 2004, the William G. Karnes Professor of Finance at the College of Commerce & Business Administration at the University of Illinois at Urbana-Champaign. Before that, he held staff and visiting professorships at Tel Aviv University, Cornell University, the University of North Carolina at Chapel Hill, and the University of British Columbia.

Menno Vermeulen


Start Date

Tenure

Tenure Rank

Dec 03, 2010

9.92

9.9%

Menno Vermeulen, CFA, is a Partner, Portfolio Manager and Senior Quantitative Analyst of LSV. Dr. Lakonishok joined LSV in 1994. Vermeulen has more than 21 years of investment experience. At LSV, Mr. Vermeulen has developed and written the software for our quantitative models and portfolio management system. He leads our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Vermeulen is also involved in the research process at LSV. Prior to joining LSV, he worked at ABP

Eugene Barbaneagra


Start Date

Tenure

Tenure Rank

Dec 31, 2010

9.84

9.8%

Eugene Barbaneagra, CFA, serves as Portfolio Manager for the U.S. Equity Factor Allocation, U.S. Managed Volatility, Global Managed Volatility and World Select Equity Funds. Mr. Barbaneagra serves as a Portfolio Manager within the Investment Management Unit. Mr. Barbaneagra is responsible for the portfolio strategy of US and Global Managed Volatility Funds and a number of core Global Equity funds.

Greg Sleight


Start Date

Tenure

Tenure Rank

Oct 14, 2014

6.05

6.1%

Greg Sleight is a Partner, Portfolio Manager and Quantitative Analyst of LSV. At LSV, Mr. Sleight is part of our quantitative and implementation team, which is responsible for the day-to-day data management, portfolio implementation and ongoing enhancement of our models and systems. Mr. Sleight received a B.S. in Material Science & Engineering from the University of Illinois in 2000 and an M.B.A. in Econometrics, Economics & Analytic Finance from the University of Chicago in 2006.

Guy Lakonishok


Start Date

Tenure

Tenure Rank

Oct 14, 2014

6.05

6.1%

Guy Lakonishok, CFA is a Partner, Portfolio Manager and Quantitative Analyst at LSV. Prior to joining LSV, Mr. Lakonishok was a Vice President in the Quantitative Equity group at BlackRock. His responsibilities included research, portfolio implementation, system development and performance attribution. Prior to this experience, Mr. Lakonishok was an analyst in the Quantitative Equity group at Weiss, Peck, and Greer, where he was responsible for developing portfolio analytics and assisting in the day-to-day management of the portfolios. Mr. Lakonishok received a B.S. in Applied Science with

Jason Karceski


Start Date

Tenure

Tenure Rank

Oct 14, 2014

6.05

6.1%

Jason Karceski, Ph.D., has served as a Senior Research Analyst of LSV since 2009, a partner since 2012 and portfolio manager since 2014.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.01 85.01 7.09 5.13