Basic Stats
Portfolio Value $ 699,241,715
Current Positions 179
Latest Holdings, Performance, AUM (from 13F, 13D)

TMMAX - SIMT Tax-Managed Managed Volatility Fund Class F has disclosed 179 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 699,241,715 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). TMMAX - SIMT Tax-Managed Managed Volatility Fund Class F’s top holdings are Microsoft Corporation (US:MSFT) , Cisco Systems, Inc. (US:CSCO) , AT&T Inc. (US:T) , Oracle Corporation (US:ORCL) , and Waste Management, Inc. (US:WM) . TMMAX - SIMT Tax-Managed Managed Volatility Fund Class F’s new positions include Adobe Inc. (US:ADBE) , Roper Technologies, Inc. (US:ROP) , Visa Inc. (US:V) , Mastercard Incorporated (US:MA) , and Cintas Corporation (US:CTAS) .

TMMAX - SIMT Tax-Managed Managed Volatility Fund Class F - Portfolio Value
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Top Increases This Quarter

We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.

Security Shares
(MM)		 Value
(MM$)		 Portfolio % ΔPortfolio %
0.04 10.12 1.4542 1.3143
0.20 14.03 2.0162 1.0650
0.02 6.95 0.9992 0.9992
0.01 6.84 0.9830 0.9830
0.01 5.14 0.7382 0.7382
0.06 12.77 1.8354 0.6825
0.03 15.57 2.2377 0.6393
0.04 7.08 1.0178 0.5947
0.01 3.95 0.5682 0.5682
3.75 0.5391 0.5391
Top Decreases This Quarter

We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.

Security Shares
(MM)		 Value
(MM$)		 Portfolio % ΔPortfolio %
0.01 6.31 0.9060 -0.8973
0.04 10.28 1.4773 -0.8557
0.03 4.65 0.6677 -0.8516
0.00 3.60 0.5175 -0.7831
0.01 0.95 0.1358 -0.7218
0.02 1.42 0.2040 -0.6031
0.05 2.32 0.3340 -0.5368
0.02 7.21 1.0357 -0.4372
0.00 11.29 1.6225 -0.4312
0.01 0.58 0.0840 -0.4183
13F and Fund Filings

This form was filed on 2025-08-28 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.

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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
Security Type Avg Share Price Shares
(MM)		 ΔShares
(%)		 ΔShares
(%)		 Value
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
MSFT / Microsoft Corporation 0.03 0.00 15.57 32.50 2.2377 0.6393
CSCO / Cisco Systems, Inc. 0.20 78.43 14.03 100.60 2.0162 1.0650
T / AT&T Inc. 0.48 0.00 13.81 2.33 1.9843 0.1491
ORCL / Oracle Corporation 0.06 -3.64 12.77 50.69 1.8354 0.6825
WM / Waste Management, Inc. 0.05 -9.44 12.39 -10.49 1.7796 -0.1021
US7839655930 / SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) 12.27 -16.47 12.27 -16.46 1.7633 -0.2345
VZ / Verizon Communications Inc. 0.28 0.00 11.99 -4.61 1.7227 0.0135
WMT / Walmart Inc. 0.12 -10.72 11.88 -0.55 1.7068 0.0824
DOX / Amdocs Limited 0.13 11.84 11.63 11.53 1.6706 0.2529
AZO / AutoZone, Inc. 0.00 -23.20 11.29 -25.23 1.6225 -0.4312
AFL / Aflac Incorporated 0.10 -13.16 10.33 -17.64 1.4844 -0.2212
PGR / The Progressive Corporation 0.04 -36.44 10.28 -40.07 1.4773 -0.8557
VRSN / VeriSign, Inc. 0.04 764.69 10.12 884.53 1.4542 1.3143
ELV / Elevance Health, Inc. 0.02 -17.63 9.66 -26.34 1.3874 -0.3953
COST / Costco Wholesale Corporation 0.01 0.00 9.65 4.66 1.3865 0.1328
SNPS / Synopsys, Inc. 0.02 0.00 9.57 19.54 1.3756 0.2865
MO / Altria Group, Inc. 0.16 39.73 9.52 36.50 1.3676 0.4193
MSI / Motorola Solutions, Inc. 0.02 0.00 9.31 -3.96 1.3371 0.0194
AAPL / Apple Inc. 0.04 0.00 9.06 -7.64 1.3020 -0.0321
ABBV / AbbVie Inc. 0.05 0.00 9.06 -11.40 1.3015 -0.0889
ALL / The Allstate Corporation 0.04 -1.77 8.09 -4.51 1.1620 0.0103
IBM / International Business Machines Corporation 0.03 35.45 7.89 60.57 1.1340 0.4656
FOXA / Fox Corporation 0.14 0.00 7.66 -1.00 1.1004 0.0485
COR / Cencora, Inc. 0.03 1.43 7.65 9.37 1.0988 0.1479
PEP / PepsiCo, Inc. 0.05 0.00 7.25 -11.93 1.0413 -0.0778
EG / Everest Group, Ltd. 0.02 -28.85 7.21 -33.44 1.0357 -0.4372
KR / The Kroger Co. 0.10 -23.08 7.14 -18.49 1.0266 -0.1655
CAH / Cardinal Health, Inc. 0.04 86.72 7.08 127.68 1.0178 0.5947
MCD / McDonald's Corporation 0.02 -0.66 6.97 -7.08 1.0016 -0.0187
ADBE / Adobe Inc. 0.02 6.95 0.9992 0.9992
ROP / Roper Technologies, Inc. 0.01 6.84 0.9830 0.9830
CBOE / Cboe Global Markets, Inc. 0.03 -22.16 6.78 -19.78 0.9744 -0.1752
MCK / McKesson Corporation 0.01 0.00 6.56 8.89 0.9430 0.1233
CHD / Church & Dwight Co., Inc. 0.07 0.00 6.49 -12.69 0.9321 -0.0784
GILD / Gilead Sciences, Inc. 0.06 44.94 6.43 43.40 0.9240 0.3142
NFG / National Fuel Gas Company 0.07 -31.23 6.32 -26.44 0.9084 -0.2604
NOC / Northrop Grumman Corporation 0.01 -51.31 6.31 -52.45 0.9060 -0.8973
TMUS / T-Mobile US, Inc. 0.02 -2.75 5.91 -13.12 0.8487 -0.0759
MRK / Merck & Co., Inc. 0.07 -6.70 5.61 -17.73 0.8063 -0.1212
EXEL / Exelixis, Inc. 0.13 -21.37 5.55 -6.14 0.7980 -0.0067
MKC / McCormick & Company, Incorporated 0.07 0.00 5.45 -7.89 0.7832 -0.0215
LMT / Lockheed Martin Corporation 0.01 -8.83 5.41 -5.47 0.7768 -0.0010
TRV / The Travelers Companies, Inc. 0.02 0.00 5.39 1.16 0.7743 0.0499
HSY / The Hershey Company 0.03 0.00 5.33 -2.97 0.7661 0.0188
TXRH / Texas Roadhouse, Inc. 0.03 -23.81 5.30 -14.32 0.7621 -0.0796
WMB / The Williams Companies, Inc. 0.08 -13.11 5.26 -8.68 0.7560 -0.0275
AVT / Avnet, Inc. 0.10 2.20 5.24 12.80 0.7523 0.1211
RSG / Republic Services, Inc. 0.02 64.44 5.15 67.45 0.7407 0.3220
V / Visa Inc. 0.01 5.14 0.7382 0.7382
FFIV / F5, Inc. 0.02 -10.84 5.08 -1.43 0.7304 0.0290
NTAP / NetApp, Inc. 0.05 2.85 5.07 24.77 0.7290 0.1759
NYT / The New York Times Company 0.09 0.00 5.05 12.88 0.7255 0.1171
TAP / Molson Coors Beverage Company 0.10 -16.70 4.95 -34.19 0.7109 -0.3114
INCY / Incyte Corporation 0.07 -29.23 4.87 -20.40 0.6997 -0.1323
AMGN / Amgen Inc. 0.02 0.00 4.69 -10.39 0.6740 -0.0378
RTX / RTX Corporation 0.03 -62.27 4.65 -58.41 0.6677 -0.8516
AVY / Avery Dennison Corporation 0.03 0.00 4.61 -1.41 0.6631 0.0266
JNJ / Johnson & Johnson 0.03 105.48 4.49 89.29 0.6449 0.3224
KO / The Coca-Cola Company 0.06 0.00 4.16 -1.21 0.5982 0.0251
TJX / The TJX Companies, Inc. 0.03 476.65 4.10 485.16 0.5894 0.4940
FHI / Federated Hermes, Inc. 0.09 -16.21 4.09 -8.90 0.5880 -0.0230
UTHR / United Therapeutics Corporation 0.01 -18.95 4.09 -24.45 0.5874 -0.1485
DBX / Dropbox, Inc. 0.14 139.21 4.05 156.13 0.5823 0.3671
CTSH / Cognizant Technology Solutions Corporation 0.05 -15.53 4.01 -13.83 0.5764 -0.0568
CMI / Cummins Inc. 0.01 51.81 3.98 58.64 0.5715 0.2305
MA / Mastercard Incorporated 0.01 3.95 0.5682 0.5682
ARW / Arrow Electronics, Inc. 0.03 109.62 3.88 157.36 0.5576 0.3525
BKNG / Booking Holdings Inc. 0.00 282.86 3.88 381.14 0.5573 0.4477
INGR / Ingredion Incorporated 0.03 0.00 3.84 0.31 0.5523 0.0312
PM / Philip Morris International Inc. 0.02 320.22 3.83 382.47 0.5498 0.4419
HMC / Honda Motor Co., Ltd. - Depositary Receipt (Common Stock) 0.13 -4.70 3.81 1.28 0.5473 0.0358
KMB / Kimberly-Clark Corporation 0.03 0.00 3.78 -9.35 0.5435 -0.0240
S&P500 EMINI FUT SEP25 PHYSICAL INDEX FUTURE. / DE (N/A) 3.75 0.5391 0.5391
BRK.B / Berkshire Hathaway Inc. 0.01 0.00 3.69 -8.80 0.5304 -0.0200
FOX / Fox Corporation 0.07 -23.50 3.67 -25.08 0.5276 -0.1388
LLY / Eli Lilly and Company 0.00 -60.10 3.60 -62.35 0.5175 -0.7831
CCEP / Coca-Cola Europacific Partners PLC 0.04 -21.89 3.58 -16.79 0.5140 -0.0706
ADP / Automatic Data Processing, Inc. 0.01 0.00 3.53 0.94 0.5075 0.0316
C / Citigroup Inc. 0.04 317.84 3.37 401.19 0.4840 0.3926
DTE / DTE Energy Company 0.03 -33.43 3.36 -36.23 0.4827 -0.2337
CB / Chubb Limited 0.01 0.00 3.18 -4.08 0.4564 0.0061
DUK / Duke Energy Corporation 0.03 0.00 3.11 -3.23 0.4472 0.0097
SLGN / Silgan Holdings Inc. 0.06 0.00 3.11 6.00 0.4467 0.0478
GOOG / Alphabet Inc. 0.02 249.90 3.10 297.31 0.4459 0.3397
AZN / AstraZeneca PLC - Depositary Receipt (Common Stock) 0.04 -27.16 3.08 -30.76 0.4432 -0.1625
GIS / General Mills, Inc. 0.06 25.28 3.05 8.53 0.4388 0.0562
WEC / WEC Energy Group, Inc. 0.03 0.00 3.05 -4.39 0.4379 0.0044
CARR / Carrier Global Corporation 0.04 -1.63 3.01 13.55 0.4324 0.0720
CL / Colgate-Palmolive Company 0.03 0.00 3.00 -2.98 0.4311 0.0105
RNR / RenaissanceRe Holdings Ltd. 0.01 -48.11 2.99 -47.48 0.4298 -0.3448
SEE / Sealed Air Corporation 0.10 64.93 2.99 77.12 0.4294 0.1999
HRB / H&R Block, Inc. 0.05 7.15 2.90 7.10 0.4160 0.0484
ETR / Entergy Corporation 0.03 0.00 2.89 -2.79 0.4156 0.0110
CTAS / Cintas Corporation 0.01 2.88 0.4134 0.4134
MAT / Mattel, Inc. 0.14 60.98 2.82 63.38 0.4053 0.1705
EME / EMCOR Group, Inc. 0.01 -60.74 2.81 -43.18 0.4035 -0.2687
NEU / NewMarket Corporation 0.00 0.00 2.75 21.99 0.3946 0.0884
SNX / TD SYNNEX Corporation 0.02 174.86 2.74 258.92 0.3930 0.2893
LHX / L3Harris Technologies, Inc. 0.01 -51.81 2.73 -42.26 0.3925 -0.2508
LYB / LyondellBasell Industries N.V. 0.05 391.83 2.73 304.30 0.3922 0.3004
GD / General Dynamics Corporation 0.01 0.00 2.68 7.02 0.3855 0.0445
SYK / Stryker Corporation 0.01 2.67 0.3834 0.3834
CVS / CVS Health Corporation 0.04 8.88 2.57 10.86 0.3698 0.0541
DRI / Darden Restaurants, Inc. 0.01 -54.36 2.57 -52.11 0.3695 -0.3608
MTRAF / Metro Inc. 0.03 -11.16 2.56 0.16 0.3682 0.0203
EBAY / eBay Inc. 0.03 0.00 2.55 9.92 0.3664 0.0510
META / Meta Platforms, Inc. 0.00 2.49 0.3582 0.3582
BK / The Bank of New York Mellon Corporation 0.03 52.28 2.41 65.52 0.3463 0.1482
AEP / American Electric Power Company, Inc. 0.02 0.00 2.40 -5.07 0.3444 0.0011
DCI / Donaldson Company, Inc. 0.03 -18.99 2.35 -16.21 0.3371 -0.0437
BMY / Bristol-Myers Squibb Company 0.05 -52.17 2.32 -63.70 0.3340 -0.5368
PEG / Public Service Enterprise Group Incorporated 0.03 0.00 2.31 2.26 0.3314 0.0247
CHRW / C.H. Robinson Worldwide, Inc. 0.02 0.00 2.25 -6.30 0.3226 -0.0033
AFG / American Financial Group, Inc. 0.02 0.00 2.23 -3.92 0.3210 0.0048
DLB / Dolby Laboratories, Inc. 0.03 2.12 0.3045 0.3045
MSGS / Madison Square Garden Sports Corp. 0.01 -4.86 2.12 2.07 0.3042 0.0222
AEE / Ameren Corporation 0.02 0.00 2.09 -4.34 0.3008 0.0032
NBIX / Neurocrine Biosciences, Inc. 0.02 -2.79 2.04 10.47 0.2927 0.0419
JKHY / Jack Henry & Associates, Inc. 0.01 0.00 1.97 -1.35 0.2832 0.0115
SKM / SK Telecom Co., Ltd. - Depositary Receipt (Common Stock) 0.08 -26.68 1.94 -19.47 0.2782 -0.0488
PG / The Procter & Gamble Company 0.01 62.63 1.82 52.04 0.2620 0.0989
ELS / Equity LifeStyle Properties, Inc. 0.03 0.00 1.81 -7.55 0.2604 -0.0062
SO / The Southern Company 0.02 0.00 1.77 -0.17 0.2547 0.0133
NTIOF / National Bank of Canada 0.02 -32.52 1.76 -15.76 0.2526 -0.0313
CFR / Cullen/Frost Bankers, Inc. 0.01 -12.08 1.70 -9.71 0.2445 -0.0119
MUSA / Murphy USA Inc. 0.00 -35.24 1.66 -43.93 0.2385 -0.1640
XOM / Exxon Mobil Corporation 0.02 -27.04 1.65 -33.88 0.2373 -0.1023
POR / Portland General Electric Company 0.04 0.00 1.61 -8.95 0.2312 -0.0090
LSTR / Landstar System, Inc. 0.01 0.00 1.59 -7.47 0.2280 -0.0051
IT / Gartner, Inc. 0.00 139.03 1.58 130.13 0.2273 0.1338
CMCSA / Comcast Corporation 0.04 -30.94 1.52 -33.22 0.2182 -0.0910
TM / Toyota Motor Corporation - Depositary Receipt (Common Stock) 0.01 -36.36 1.50 -37.92 0.2158 -0.1131
OTEX / Open Text Corporation 0.05 289.47 1.50 351.20 0.2153 0.1701
LOPE / Grand Canyon Education, Inc. 0.01 0.00 1.44 9.26 0.2069 0.0276
K / Kellanova 0.02 -75.19 1.42 -76.09 0.2040 -0.6031
CASY / Casey's General Stores, Inc. 0.00 0.00 1.35 17.64 0.1946 0.0379
GOOGL / Alphabet Inc. 0.01 49.98 1.32 69.14 0.1899 0.1899
YELP / Yelp Inc. 0.04 1.30 0.1861 0.1861
MPC / Marathon Petroleum Corporation 0.01 -39.53 1.29 -31.07 0.1853 -0.0691
VEEV / Veeva Systems Inc. 0.00 1.27 0.1830 0.1830
EA / Electronic Arts Inc. 0.01 1.25 0.1801 0.1801
RGLD / Royal Gold, Inc. 0.01 -40.38 1.22 -35.17 0.1759 -0.0808
CPB / The Campbell's Company 0.04 -48.35 1.21 -60.36 0.1744 -0.2418
NEE / NextEra Energy, Inc. 0.02 0.00 1.15 -2.04 0.1653 0.0055
TSN / Tyson Foods, Inc. 0.02 -3.92 1.13 -15.79 0.1626 -0.0201
SHEL / Shell plc - Depositary Receipt (Common Stock) 0.02 0.00 1.11 -3.88 0.1601 0.0024
CI / The Cigna Group 0.00 0.00 1.08 0.46 0.1557 0.0090
CHE / Chemed Corporation 0.00 -35.60 1.07 -49.05 0.1536 -0.1317
EHC / Encompass Health Corporation 0.01 1.03 0.1481 0.1481
GRMN / Garmin Ltd. 0.00 952.19 1.00 911.11 0.1439 0.1304
PFE / Pfizer Inc. 0.04 74.18 1.00 66.67 0.1437 0.0621
ATR / AptarGroup, Inc. 0.01 0.00 0.98 5.38 0.1407 0.0144
JAZZ / Jazz Pharmaceuticals plc 0.01 12.00 0.96 -4.28 0.1383 0.0016
UNM / Unum Group 0.01 -84.88 0.95 -85.01 0.1358 -0.7218
ZTS / Zoetis Inc. 0.01 -50.05 0.92 -54.68 0.1321 -0.0807
SPOT / Spotify Technology S.A. 0.00 -67.00 0.88 -53.97 0.1259 -0.1330
ABT / Abbott Laboratories 0.01 0.84 0.1204 0.1204
CARG / CarGurus, Inc. 0.02 0.82 0.1185 0.1185
BCO / The Brink's Company 0.01 0.00 0.80 3.63 0.1150 0.0100
DTM / DT Midstream, Inc. 0.01 0.00 0.79 13.98 0.1137 0.0192
TTE / TotalEnergies SE - Depositary Receipt (Common Stock) 0.01 0.00 0.76 -5.09 0.1099 0.0003
PTC / PTC Inc. 0.00 0.66 0.0943 0.0943
HIG / The Hartford Insurance Group, Inc. 0.01 0.64 0.0921 0.0921
AMZN / Amazon.com, Inc. 0.00 -22.48 0.64 50.71 0.0919 0.0428
ALSN / Allison Transmission Holdings, Inc. 0.01 -84.07 0.58 -84.19 0.0840 -0.4183
BMRN / BioMarin Pharmaceutical Inc. 0.01 0.55 0.0784 0.0784
GEN / Gen Digital Inc. 0.02 -77.07 0.51 -74.64 0.0731 -0.1993
SON / Sonoco Products Company 0.01 -79.71 0.41 -81.33 0.0595 -0.2414
IDCC / InterDigital, Inc. 0.00 0.38 0.0546 0.0546
RHI / Robert Half Inc. 0.01 0.37 0.0525 0.0525
DT / Dynatrace, Inc. 0.00 0.28 0.0395 0.0395
KHC / The Kraft Heinz Company 0.01 -41.07 0.24 -50.10 0.0347 -0.0310
CSGS / CSG Systems International, Inc. 0.00 0.12 0.0170 0.0170
BOX / Box, Inc. 0.00 0.11 0.0152 0.0152
ORI / Old Republic International Corporation 0.00 0.10 0.0145 0.0145
ROL / Rollins, Inc. 0.00 0.00 0.10 5.38 0.0141 0.0013
CPNG / Coupang, Inc. 0.00 0.00 0.06 37.50 0.0080 0.0024
ADM / Archer-Daniels-Midland Company 0.00 -98.12 0.03 -97.98 0.0043 -0.1913
CVX / Chevron Corporation 0.00 -97.57 0.03 -97.96 0.0037 -0.1628