SGLYX — SIMT Global Managed Volatility Fund
Data updated: 2026-05-29
SGLYX — SIMT Global Managed Volatility Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Global (incl. US) Large Cap Blend / Core Equity · $699.31M AUM · 0.99% expense ratio · 9.4% 1-yr return. From SEC regulatory filings.
SGLYX Fund Overview
SGLYX — SIMT Global Managed Volatility Fund is a US mutual fund managed by Sei Institutional Managed Trust, categorised as Global (incl. US) Large 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: Sei Institutional Managed Trust
- Category: Global (incl. US) Large Cap Blend / Core Equity
- Assets under management: $699.31M
- 1-year return: 9.4%
- Ticker: SGLYX
- SEC CIK: 0000804239
- SEC series ID: S000010830
- Share class ID: C000147396
SGLYX Holdings
Top 10 holdings of SIMT Global Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Johnson & Johnson | 2.25% |
| Cisco Systems, Inc. | 1.96% |
| Novartis AG | 1.87% |
| Koninklijke Ahold Delhaize N.V. | 1.82% |
| Mckesson Corporation | 1.74% |
| At&t Inc. | 1.66% |
| Apple Inc. | 1.62% |
| Colgate-Palmolive Company | 1.54% |
| Altria Group, Inc. | 1.53% |
| Motorola Solutions, Inc. | 1.49% |
SGLYX Portfolio Allocation
Asset-class allocation of SIMT Global Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 97.3% |
| Cash & Equivalents | 1.2% |
| Derivatives | 0.8% |
SGLYX Performance
Total returns for SGLYX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.6% |
| 1 year | 9.4% |
| 3 years (annualised) | 11.3% |
| 5 years (annualised) | 8.3% |
SGLYX Risk Information
Risk metrics for SGLYX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.9%
SGLYX Costs and Fees
SGLYX costs about $99 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.99%
- Gross expense ratio: 0.99%
- Portfolio turnover: 78%
- Brokerage commissions: 2.78 bps of average net assets (SEC N-CEN)
SGLYX Cashflows
Over the 12 months to 2026-03, SIMT Global Managed Volatility Fund had net outflows of $95.59M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$21.90M |
| 2026-02 | −$9.85M |
| 2026-01 | −$5.89M |
| 2025-12 | −$23.03M |
| 2025-11 | −$10.16M |
| 2025-10 | $46.70M |
SGLYX Debt Constituents
No individual debt constituents are reported in SIMT Global Managed Volatility Fund's latest SEC N-PORT filing.
SGLYX Prospectus and SEC Filings
Official SIMT Global Managed Volatility Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Global (incl. US) Large 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.