SEI Exchange Traded Funds - SEI DBi Multi-Strategy Alternative ETF (LLOBX)
| Fund Assets | 208.41M |
| Expense Ratio | 4.16% |
| Min. Investment | $0.00 |
| Turnover | n/a |
| Dividend (ttm) | 0.58 |
| Dividend Yield | 5.65% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | n/a |
| Previous Close | 10.13 |
| YTD Return | 0.89% |
| 1-Year Return | 2.94% |
| 5-Year Return | n/a |
| 52-Week Low | 9.19 |
| 52-Week High | 10.38 |
| Beta (5Y) | 0.22 |
| Holdings | 16 |
| Inception Date | n/a |
About LLOBX
SIMT Liquid Alternative Fund Class F is an open-end mutual fund designed to provide broad exposure to the global financial markets through alternative investment strategies. Its primary purpose is to achieve returns akin to a diversified model portfolio of alternative assets, while avoiding direct investments in hedge funds. The fund accomplishes this by employing both long and short positions in a wide range of investments, targeting equities, fixed income, and currency markets worldwide. To facilitate these strategies, it primarily utilizes exchange-traded derivatives such as futures, options, and swaps, complemented by over-the-counter derivatives and money market instruments used as collateral for its positions. Managed under a multi-manager framework with oversight by SIMC and various sub-advisers, the fund’s allocation is adjusted dynamically in response to shifting market conditions and risk factors. With a high turnover strategy, the fund frequently adjusts its holdings to manage obligations, redemption requests, and portfolio volatility. SIMT Liquid Alternative Fund Class F is tailored for investors seeking institutional-style diversification and risk management through alternative investments within a mutual fund structure, offering a unique role in portfolio construction and market exposure.
Performance
LLOBX had a total return of 2.94% in the past year, including dividends. Since the fund's inception, the average annual return has been 9.05%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| LLOAX | Class Y | 1.89% |
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 | $0.3361 | Dec 30, 2024 |
| Dec 17, 2024 | $0.241 | Dec 18, 2024 |
| Dec 27, 2023 | $0.1775 | Dec 28, 2023 |
| Dec 14, 2023 | $0.0932 | Dec 15, 2023 |