SFT Dynamic Managed Volatility Fund
Data updated: 2026-08-26
C000125912 — SFT Dynamic Managed Volatility Fund. United States Multi-Cap / All-Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000125912 Fund Overview
SFT Dynamic Managed Volatility Fund is a US mutual fund managed by Securian Funds Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Securian Funds Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $569.03M
- 1-year return: 13.4%
- SEC CIK: 0000766351
- SEC series ID: S000040621
- Share class ID: C000125912
C000125912 Investment Objective and Strategy
SFT Dynamic Managed Volatility Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Securian Funds Trust.
Investment objective
The Fund seeks to maximize risk-adjusted total return relative to its blended benchmark index, comprised of 60% Standard & Poors S&P 500 Composite Stock Price Index (the S&P 500 ) and 40% Bloomberg U.S. Aggregate Bond Index (the Benchmark Index).
Principal investment strategy
The Fund seeks to achieve its investment objective by investing directly in underlying securities and other investment companies while using hedging techniques to manage portfolio risk and volatility. The Fund will achieve its equity exposure by investing primarily in Class 1 shares of the SFT Index 500 Fund, an affiliated fund in Securian Funds Trust that seeks investment results that correspond generally to the price and yield performance of the common stocks included in the S&P 500 . The companies included in the S&P 500 are generally considered large companies (i.e., companies with market capitalizations generally above $10 billion). The Fund may also gain equity exposure by investing in exchange traded funds (ETFs). The Funds fixed income allocation will be achieved by purchasing individual fixed income securities that are primarily investment-grade bonds and have other characteristics similar to the fixed income securities included in the Bloomberg U.S.
Aggregate Bond Index. The Fund will invest in derivative instruments, primarily S&P 500 futures contracts, to manage the Funds overall volatility. In periods when the Funds investment adviser expects higher volatility in the equity market, as measured by the S&P 500 , the Fund will seek to reduce the overall volatility of its portfolio by either selling S&P 500 futures contracts (taking short positions in such contracts) or reducing its long positions in S&P 500 futures contracts. During periods of lower expected volatility in the equity market, the Fund will seek to increase its equity exposure by purchasing S&P 500 futures contracts (increasing its long positions or reducing its short positions in such contracts). The Fund may also invest in long and short positions in fixed income exchange traded funds or notes, interest rate swaps, total return swaps and treasury and interest rate futures to achieve its fixed income exposure and manage overall volatility.
Under normal market conditions, this hedging process will seek to target, over an extended period of years, an average annualized volatility in the daily total returns of the Fund of approximately 10%. A 10% annualized volatility means that a majority of the time, annual returns should be within plus or minus 10% of expected returns. There can be no assurance that investment decisions made in seeking to manage Fund volatility will achieve the desired results, and the volatility of the Funds returns in any one year or any longer period may be higher or lower than 10%. To achieve its equity exposure and further manage the Funds overall volatility, the Fund may invest long or short in options on ETFs, options on equity indexes or equity index futures, volatility index (VIX) futures contracts and options on VIX futures.
The use of futures contracts and other derivatives to change the Funds equity allocation and manage the Funds overall volatility has the effect of introducing leverage into the Funds portfolio. Leverage is introduced because the initial amount required to purchase a futures contract is small in relation to the nominal value of such contract. Over time, the Fund targets approximately 60% equity exposure and 40% fixed income exposure in its portfolio. As market conditions change, however, and to manage overall Fund volatility under certain market conditions, the equity and fixed income exposures may change, with a minimum equity allocation of 10% and a maximum equity allocation of 90% of the Funds total market value. Under normal market conditions the Fund may keep approximately 15% of the Funds total assets in cash or cash equivalents.
In selecting investments, the Funds investment adviser considers factors such as, but not limited to, the Funds current and anticipated asset allocation positions, security pricing, industry outlook, current and anticipated interest rates and other market and economic conditions, general levels of debt prices and issuer operations. The Fund may also engage in frequent or short-term trading of securities and derivative instruments.
C000125912 Holdings
Top 10 holdings of SFT Dynamic Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Securian Funds Trust - Index 500 Fund | 53.41% |
| iShares Core S&P 500 ETF | 4.72% |
| State Street SPDR S&P 500 ETF Trust | 4.33% |
| Vanguard S&P 500 ETF | 2.63% |
| State Street Institutional US Government Money Market Fund | 1.98% |
| United States Treasury | 0.88% |
| United States Treasury | 0.59% |
| M&t Bank Corporation | 0.53% |
| Keybank National Assn | 0.53% |
| Intercontinentalexchange | 0.52% |
C000125912 Portfolio Allocation
Asset-class allocation of SFT Dynamic Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 67.1% |
| Fixed Income | 32.2% |
| Securitized | 0.3% |
C000125912 Performance
Total returns for C000125912 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.8% |
| 1 year | 13.4% |
| 3 years (annualised) | 11.7% |
| 5 years (annualised) | 7.0% |
C000125912 Risk Information
Risk metrics for C000125912, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.4%
C000125912 Costs and Fees
C000125912 costs about $98 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.98%
- Gross expense ratio: 0.98%
- Portfolio turnover: 10%
- Brokerage commissions: 0.81 bps of average net assets (SEC N-CEN)
C000125912 Cashflows
Over the 12 months to 2026-06, SFT Dynamic Managed Volatility Fund had net outflows of $97.16M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$7.00M |
| 2026-05 | −$11.00M |
| 2026-04 | −$8.93M |
| 2026-03 | −$5.62M |
| 2026-02 | −$5.31M |
| 2026-01 | −$10.60M |
C000125912 Debt Constituents
Largest debt holdings of SFT Dynamic Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 0.88% |
| United States Treasury | 0.59% |
| M&t Bank Corporation | 0.53% |
| Keybank National Assn | 0.53% |
| Intercontinentalexchange | 0.52% |
| Entergy Texas, Inc. | 0.52% |
| Wisconsin Power & Light | 0.50% |
| Centerpoint Ener Houston | 0.50% |
| Principal Lfe Glb Fnd Ii | 0.46% |
| Met Life Glob Funding I | 0.46% |
C000125912 Prospectus and SEC Filings
Official SFT Dynamic Managed Volatility Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-26
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-17
- Annual census (N-CEN) — filed 2026-03-11
- Annual census (N-CEN) — filed 2025-03-10
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.