TMMAX
SEI Institutional Managed Trust Tax-Managed Volatility Fund Class F
1W: -0.6%
1M: -3.6%
3M: +1.1%
YTD: +6.5%
1Y: -13.9%
3Y: +18.4%
5Y: +25.8%
$16.07
+0.05 (+0.31%)
Weekly Expected Move ±1.2%
$16
$16
$16
$16
$16
ETF-Level Metrics
AUM$541M
Holdings180
Top 10 Wt19.5%
Beta0.46
% Profitable91%
Coverage95%
Portfolio Valuation
P/E6.7
P/B0.8
P/S0.5
EV/EBITDA11.7
P/FCF15.8
PEG0.37
Profitability & Returns
Gross Margin19.3%
Net Margin7.3%
ROE11.3%
ROA4.3%
ROIC5.4%
Div Yield2.14%
Leverage & Liquidity
Debt/Equity0.99
Debt/Assets0.37
Net Debt/EBITDA3.1x
Interest Cov16.5x
Current Ratio1.27
Quick Ratio1.10
Growth (YoY)
Revenue+12.0%
Net Income+16.4%
EPS+19.9%
FCF+27.3%
EBITDA+16.7%
Rev CAGR 3Y+7.1%
Quality Scores
Piotroski F6.3
Altman Z4.09
IS Quality70.2
IS Overall57.0
IS Value55.3
Median P/E18.8
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Technology | 42 | 24.8% | 25.8 |
| Healthcare | 25 | 16.4% | 25.2 |
| Consumer Defensive | 26 | 12.9% | 9.6 |
| Communication Services | 13 | 11.1% | 120.1 |
| Industrials | 18 | 9.0% | 23.9 |
| Financial Services | 17 | 8.3% | 13.6 |
| Consumer Cyclical | 18 | 7.4% | 14.3 |
| Utilities | 10 | 6.0% | 16.3 |
| Energy | 9 | 2.1% | 16.9 |
| Other | 2 | 1.7% | — |
| Real Estate | 1 | 0.3% | 29.1 |
| Basic Materials | 1 | 0.2% | 25.6 |
Smart Money Overlap
2 holdings with signals
Showing 50 of 182 holdings
· Page 1 of 4
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | CISCO SYSTEMS, INC. | 4333.HK | 2.46% | $14.0M | 181,062 | 33.4 | $3.0T | Technology |
| 2 | JOHNSON & JOHNSON | JNJ.SW | 2.30% | $13.1M | 53,539 | 29.6 | $535.1B | Healthcare |
| 3 | AT&T INC. | SOBA.DE | 2.25% | $12.8M | 441,762 | 8.0 | $147.5B | Communication Services |
| 4 | VERIZON COMMUNICATIONS INC. | VZ | 2.00% | $11.4M | 227,193 | 12.0 | $191.7B | Communication Services |
| 5 | APPLE INC. | AAPL.DE | 1.97% | $11.2M | 44,166 | — | — | Technology |
| 6 | WALMART INC. | WMT.SW | 1.79% | $10.2M | 82,152 | 37.6 | $1.2T | Consumer Defensive |
| 7 | ADOBE INC. | ADBE.SW | 1.77% | $10.1M | 41,438 | 13.2 | $81.5B | Technology |
| 8 | MICROSOFT CORPORATION | 4338.HK | 1.72% | $9.8M | 26,520 | 11.3 | $24.7T | Technology |
| 9 | MOTOROLA SOLUTIONS, INC. | 0K3H.L | 1.68% | $9.6M | 22,133 | 34.8 | $73.6B | Technology |
| 10 | Altria Group, Inc. | PHM7.DE | 1.58% | $9.0M | 136,317 | 14.2 | $99.6B | Consumer Defensive |
| 11 | COSTCO WHOLESALE CORPORATION | 0QQT.L | 1.52% | $8.7M | 8,699 | -10.1 | $80M | Utilities |
| 12 | Northrop Grumman Corporation | NTH.DE | 1.51% | $8.6M | 12,612 | 16.9 | $67.4B | Industrials |
| 13 | MERCK & CO., INC. | 6MK.DE | 1.50% | $8.5M | 70,893 | 114.5 | $314.9B | Healthcare |
| 14 | ABBVIE INC. | 4AB.DE | 1.48% | $8.4M | 38,800 | 74.0 | $408.1B | Healthcare |
| 15 | MCKESSON CORPORATION | 0JZU.L | 1.36% | $7.8M | 8,957 | 24.0 | $110.2B | Healthcare |
| 16 | N/A Private | — | 1.33% | $7.6M | 7,581,055 | — | — | — |
| 17 | GILEAD SCIENCES, INC. | GILD.SW | 1.32% | $7.5M | 53,921 | -55.7 | $143.2B | Healthcare |
| 18 | CARDINAL HEALTH, INC. | 0HTG.L | 1.27% | $7.2M | 34,189 | 31.4 | $53.8B | Healthcare |
| 19 | AUTOZONE, INC. | 0HJL.L | 1.21% | $6.9M | 2,042 | 17.9 | $46.4B | Consumer Cyclical |
| 20 | WASTE MANAGEMENT, INC. | UWS.DE | 1.18% | $6.7M | 29,330 | 28.8 | $71.6B | Industrials |
| 21 | THE NEW YORK TIMES COMPANY | NYT | 1.18% | $6.7M | 80,194 | 25.9 | $10.2B | Communication Services |
| 22 | THE KROGER CO. | 0JS2.L | 1.17% | $6.7M | 92,437 | 31.6 | $37.7B | Consumer Defensive |
| 23 | Pepsico, Inc. | PEP.SW | 1.17% | $6.7M | 42,885 | 16.5 | $147.5B | Consumer Defensive |
| 24 | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | 0QZ5.L | 1.14% | $6.5M | 106,079 | 12.6 | $28.0B | Technology |
| 25 | ALPHABET INC. | ABEC.F | 1.14% | $6.5M | 22,672 | 16.9 | $3.6T | Communication Services |
| 26 | TD SYNNEX CORPORATION | SNX | 1.11% | $6.3M | 37,444 | 16.8 | $22.3B | Technology |
| 27 | CHURCH & DWIGHT CO., INC. | 0R13.L | 1.07% | $6.1M | 65,117 | 30.2 | $23.2B | Consumer Defensive |
| 28 | INTERNATIONAL BUSINESS MACHINES CORPORATION | IBM.L | 1.06% | $6.0M | 24,836 | 14.5 | $192.6B | Technology |
| 29 | COMCAST CORPORATION | CTP2.DE | 0.97% | $5.5M | 193,102 | 7.0 | $67.8B | Communication Services |
| 30 | INCYTE CORPORATION | 0J9P.L | 0.92% | $5.3M | 55,952 | 14.2 | $22.8B | Healthcare |
| 31 | THE ALLSTATE CORPORATION | 0HCZ.L | 0.92% | $5.2M | 25,175 | 4.4 | $58.8B | Financial Services |
| 32 | AMGEN INC. | 4332.HK | 0.91% | $5.2M | 14,800 | — | $998.5B | Healthcare |
| 33 | F5, INC. | FFV.DE | 0.88% | $5.0M | 17,272 | 27.3 | $17.4B | Technology |
| 34 | CBOE GLOBAL MARKETS, INC. | 0HQN.L | 0.86% | $4.9M | 17,394 | 21.1 | $30.9B | Financial Services |
| 35 | NETAPP, INC. | 0K6F.L | 0.86% | $4.9M | 47,616 | 31.5 | $44.8B | Technology |
| 36 | Amdocs Limited | DOX | 0.82% | $4.7M | 71,939 | 13.8 | $6.3B | Technology |
| 37 | CENCORA, INC. | ABC | 0.82% | $4.7M | 14,860 | 13.3 | $36.1B | Healthcare |
| 38 | AFLAC INCORPORATED | 0H68.L | 0.82% | $4.7M | 42,453 | 12.0 | $58.4B | Financial Services |
| 39 | THE HERSHEY COMPANY | 0J4X.L | 0.81% | $4.6M | 22,225 | 21.7 | $33.4B | Consumer Defensive |
| 40 | AUTODESK, INC. | 0HJF.L | 0.79% | $4.5M | 18,885 | 27.3 | $44.7B | Technology |
| 41 | THE COCA-COLA COMPANY | KO.SW | 0.79% | $4.5M | 58,844 | 25.7 | $291.1B | Consumer Defensive |
| 42 | THE TJX COMPANIES, INC. | 0LCE.L | 0.76% | $4.3M | 27,048 | 24.5 | $164.0B | Consumer Cyclical |
| 43 | FOX CORPORATION | FOXA | 0.75% | $4.3M | 73,301 | 14.4 | $27.3B | Communication Services |
| 44 | BRISTOL-MYERS SQUIBB COMPANY | BMY.SW | 0.75% | $4.3M | 70,523 | 13.5 | $87.7B | Healthcare |
| 45 | T-MOBILE US, INC. | TMUS.SW | 0.74% | $4.2M | 20,089 | 17.1 | $379.7B | Communication Services |
| 46 | AVERY DENNISON CORPORATION | 0HJR.L | 0.72% | $4.1M | 23,700 | 18.6 | $14.8B | Consumer Cyclical |
| 47 | ENTERGY CORPORATION | ETY.DE | 0.69% | $3.9M | 34,800 | 25.5 | $42.4B | Utilities |
| 48 | CUMMINS INC. | 0I58.L | 0.68% | $3.9M | 7,245 | 26.9 | $73.1B | Industrials |
| 49 | ALARM.COM HOLDINGS, INC. | 0HC2.L | 0.68% | $3.9M | 90,171 | 23.0 | $2.7B | Technology |
| 50 | THE PROGRESSIVE CORPORATION | 0KOC.L | 0.68% | $3.9M | 19,423 | 10.5 | $122.4B | Financial Services |