SEI Institutional Managed Trust Multi-Strategy Alternative Fund Class F (SMSAX)

Fund Assets	241.23M
Expense Ratio	2.93%
Min. Investment	$100,000
Turnover	277.00%
Dividend (ttm)	0.51
Dividend Yield	4.72%
Dividend Growth	-3.42%
Payout Frequency	Annual
Ex-Dividend Date	Dec 29, 2025

Previous Close	10.73
YTD Return	7.53%
1-Year Return	12.54%
5-Year Return	29.30%
52-Week Low	9.96
52-Week High	10.76
Beta (5Y)	0.21
Holdings	498
Inception Date	Mar 31, 2010

About SMSAX

SEI Institutional Managed Trust Multi-Strategy Alternative Fund is a sophisticated investment vehicle designed to generate positive returns across different market environments while maintaining low correlation to traditional stock and bond markets. The fund achieves its objectives by allocating assets across a diversified array of alternative strategies and asset classes, including equities, fixed income, commodities, currencies, and derivatives, through both internal and external sub-advisers. This multi-manager approach allows for dynamic adaptation to evolving market conditions, aiming to reduce overall portfolio risk and volatility. As a multistrategy fund, it serves as a valuable component for investors seeking to enhance the diversification and risk-adjusted performance of their broader investment programs. The fund’s structure enables exposure to a wide range of global markets and alternative investments, reflecting a commitment to broad-based asset allocation and risk management. With a focus on absolute returns and lower market sensitivity, SEI Institutional Managed Trust Multi-Strategy Alternative Fund is particularly notable for its role in providing investors with a multifaceted alternative investment solution within a single vehicle.

• Fund Family: SEI
• Category: Multistrategy
• Performance Rating: Average
• Risk Rating: Average
• Stock Exchange: NASDAQ
• Ticker Symbol: SMSAX
• Share Class: Class F
• Index: ICE BofA U.S. T-Bills 0-3 Months TR

Performance

SMSAX had a total return of 12.54% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.14%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
SMUYX	Class Y	2.68%

Top 10 Holdings

51.79% of assets

Name	Symbol	Weight
Cash	n/a	18.93%
The Merger Fund Class I	MERIX	17.93%
SEI Government Institutional (SDIT)	SEOXX	6.63%
Long Ridge Energy LLC 8.75%	LONRID.8.75 02.15.32 144A	1.59%
Australian Dollar	n/a	1.33%
Rocket Companies, Inc.	RKT	1.10%
First Quantum Minerals Ltd.	FM	1.07%
ATI Inc.	ATI	1.07%
Toll Brothers, Inc.	TOL	1.07%
Hudbay Minerals Inc.	HBM	1.07%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 29, 2025	$0.506	Dec 30, 2025
Dec 27, 2024	$0.5239	Dec 30, 2024
Dec 27, 2023	$0.4076	Dec 28, 2023
Dec 28, 2022	$0.1945	Dec 29, 2022
Dec 29, 2021	$0.1273	Dec 30, 2021
Dec 15, 2021	$0.6188	Dec 16, 2021

Data Sources: Tiingo, Twelve Data, and more

Historical data is provided by Tiingo. Delayed stock pricing data is provided by Twelve Data. Several fund data points are also provided by Finnhub.

Last checked:

Aug 27, 2026

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