TMMAX — SIMT Tax-Managed Managed Volatility Fund
Data updated: 2026-08-28
TMMAX — SIMT Tax-Managed Managed Volatility Fund. United States Large Cap Blend / Core Equity · $555.21M AUM. Holdings, fees, performance and SEC filings.
TMMAX Fund Overview
TMMAX — SIMT Tax-Managed Managed Volatility Fund is a US mutual fund managed by Sei Institutional Managed Trust, categorised as United States 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: United States Large Cap Blend / Core Equity
- Assets under management: $555.21M
- 1-year return: 8.4%
- Ticker: TMMAX
- SEC CIK: 0000804239
- SEC series ID: S000017259
- Share class ID: C000047774
TMMAX Holdings
Top 10 holdings of SIMT Tax-Managed Managed Volatility Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Cisco Systems, Inc. | 3.35% |
| Johnson & Johnson | 2.45% |
| Apple Inc. | 2.13% |
| Microsoft Corporation | 1.78% |
| Altria Group, Inc. | 1.77% |
| Abbvie Inc. | 1.76% |
| Verizon Communications Inc. | 1.73% |
| Motorola Solutions, Inc. | 1.66% |
| Merck & Co., Inc. | 1.64% |
| At&t Inc. | 1.61% |
TMMAX Portfolio Allocation
Asset-class allocation of SIMT Tax-Managed Managed Volatility Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 98.8% |
| Cash & Equivalents | 1.2% |
| Derivatives | 0.4% |
TMMAX Performance
Total returns for TMMAX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.1% |
| 1 year | 8.4% |
| 3 years (annualised) | 11.9% |
| 5 years (annualised) | 9.5% |
TMMAX Risk Information
Risk metrics for TMMAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.4%
TMMAX Costs and Fees
TMMAX costs about $114 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.14%
- Gross expense ratio: 1.14%
- Portfolio turnover: 43%
- Brokerage commissions: 0.59 bps of average net assets (SEC N-CEN)
TMMAX Cashflows
Over the 12 months to 2026-06, SIMT Tax-Managed Managed Volatility Fund had net inflows of $30.15M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$9.19M |
| 2026-05 | −$11.81M |
| 2026-04 | −$8.77M |
| 2026-03 | −$13.80M |
| 2026-02 | −$5.48M |
| 2026-01 | $68.97M |
TMMAX Debt Constituents
No individual debt constituents are reported in SIMT Tax-Managed Managed Volatility Fund's latest SEC N-PORT filing.
TMMAX Prospectus and SEC Filings
Official SIMT Tax-Managed Managed Volatility Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-01-28
- Prospectus supplement (497) — filed 2025-02-05
- Prospectus supplement (497) — filed 2024-09-18
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-03-02
- Annual census (N-CEN) — filed 2024-12-16
- Annual census (N-CEN) — filed 2023-12-14
Related Funds
Other United States 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.