SEI Exchange Traded Funds - SEI DBi Multi-Strategy Alternative ETF (LLOAX)
| Fund Assets | 208.41M |
| Expense Ratio | 1.89% |
| Min. Investment | $100,000 |
| Turnover | n/a |
| Dividend (ttm) | 0.60 |
| Dividend Yield | 6.00% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | n/a |
| Previous Close | 10.00 |
| YTD Return | -1.36% |
| 1-Year Return | -1.21% |
| 5-Year Return | n/a |
| 52-Week Low | 9.21 |
| 52-Week High | 10.40 |
| Beta (5Y) | n/a |
| Holdings | 16 |
| Inception Date | Jun 23, 2023 |
About LLOAX
The SEI Institutional Managed Trust Liquid Alternative Fund Class Y is an open-end mutual fund designed to offer investors exposure to alternative investment strategies with the goal of achieving long-term capital appreciation. This fund primarily targets a diversified mix of global asset classes—including equities, fixed income, and currencies—by taking both long and short positions. It implements these strategies through the active use of exchange-traded and over-the-counter derivatives, such as futures, options, swaps, and forwards, allowing for flexible responses to various market conditions. The fund employs a multi-manager approach, with allocations overseen by SEI Investments Management Corporation and co-managed by Dynamic Beta Investments LLC. This structure leverages a variety of investment styles and expertise to reduce portfolio volatility and to capture opportunities across different market environments. Its benchmark indices include the ICE BofA U.S. 3-Month Treasury Bill Index and the Bloomberg U.S. Aggregate Bond Index, reflecting its focus on both capital preservation and growth via alternative strategies. By integrating alternative exposures with traditional assets, the SEI Institutional Managed Trust Liquid Alternative Fund Class Y aims to enhance diversification and risk-adjusted returns, making it a notable component for institutional portfolios seeking to balance return potential with risk mitigation.
Performance
LLOAX had a total return of -1.21% in the past year, including dividends. Since the fund's inception, the average annual return has been 8.43%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| LLOBX | Class F | 4.16% |
Top 10 Holdings
126.07% of assets| Name | Symbol | Weight |
|---|---|---|
| 3 MONTH SOFR FUT DEC26 FINANCIAL COMMODITY FUTURE. | SRAZ26 | 63.03% |
| EURO FX CURR FUT SEP25 CURRENCY FUTURE. | UROU25 | 19.27% |
| United States of America - US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE. | TYU25 | 14.19% |
| MSCI EAFE SEP25 PHYSICAL INDEX FUTURE. | MFSU5 | 7.70% |
| MSCI EMGMKT SEP25 PHYSICAL INDEX FUTURE. | MEMU5 | 6.36% |
| AUDUSD CRNCY FUT SEP25 CURRENCY FUTURE. | ADU25 | 5.11% |
| NASDAQ 100 E-MINI SEP25 PHYSICAL INDEX FUTURE. | NQU25 | 4.87% |
| S&P500 EMINI FUT SEP25 PHYSICAL INDEX FUTURE. | ESU25 | 3.32% |
| S&P MID 400 EMINI SEP25 PHYSICAL INDEX FUTURE. | DMU25 | 1.16% |
| E-MINI RUSS 2000 SEP25 PHYSICAL INDEX FUTURE. | RTYU25 | 1.05% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 27, 2024 | $0.3592 | Dec 30, 2024 |
| Dec 17, 2024 | $0.241 | Dec 18, 2024 |
| Dec 27, 2023 | $0.1812 | Dec 28, 2023 |
| Dec 14, 2023 | $0.0932 | Dec 15, 2023 |