Fund Portfolio for SIMT Tax-Managed Managed Volatility A (TMMAX)

  • Style Box Details

    Size
    Average Market Cap $5,863 M
    Market Capitalization Portfolio
    Giant 11.85%
    Large 19.64%
    Medium 58.08%
    Small 9.85%
    Micro 0.58%

    You need a current version of Adobe Flash Player plugin to view this chart.

    Get Adobe Flash player


    Style Box Detail calculations do not include the fund´s short positions (if any)

    Investment Valuation

    Stock Portfolio Rel to S&P 500 TR
    Forward P/E 14.36 0.91
    Price/Book 1.67 0.83
    Price/Sales 0.71 0.76
    Price/Cash Flow 7.48 1.25
    Dividend Yield (Forecast) 2.89 0.90
    Stock Portfolio Rel to S&P 500 TR
    Long-Term Earnings 9.72 1.00
    Historical Earnings 6.44 -2.01
    Sales Growth 11.01 1.51
    Cash-Flow Growth 5.60 0.60
    Book-Value Growth 4.97 -3.23
    Data as of 06/30/2009

  • Asset Allocation


    You need a current version of Adobe Flash Player plugin to view this chart.

    Get Adobe Flash player

  • Sector Weightings

    Stocks Relative to S&P 500 TR Relative to
    Category Average    		 Net Assets
    Information 9.27% 0.39 0.56 9.27%
    Software 2.01% 0.43 1.09 2.01%
    Hardware 1.35% 0.13 0.25 1.35%
    Media 0.67% 0.27 0.18 0.67%
    Telecommunications 5.24% 0.84 0.96 5.24%
    Service 33.91% 0.88 0.86 33.91%
    Healthcare 14.22% 1.19 1.41 14.22%
    Consumer Services 5.85% 0.67 0.84 5.85%
    Business Services 4.88% 1.48 1.74 4.88%
    Financial Services 8.96% 0.61 0.46 8.96%
    Manufacturing 44.34% 1.18 1.09 44.34%
    Consumer Goods 22.08% 1.98 2.16 22.08%
    Industrial Materials 6.61% 0.63 0.54 6.61%
    Energy 2.73% 0.22 0.20 2.73%
    Utilities 12.92% 3.58 2.96 12.92%
    Data as of 06/30/2009

  • International Exposure

    Regional Exposure Assets
    North America 99.01%
    UK/Western Europe 0.00%
    Japan 0.00%
    Latin America 0.00%
    Asia ex-Japan 0.99%
    Other 0.00%
    Not Classified 0.00%
    Country Exposure Assets
    United States 97.53%
    Canada 1.50%
    India 0.43%
    Australia 0.39%
    Singapore 0.16%
    Data as of 06/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): 0
    Total Number of Stock Holdings (long): 179
    Total Number of Bond Holdings (short): 0
    Total Number of Bond Holdings (long): 0
    Total Number of Other Holdings (short): 1
    Total Number of Other Holdings (long): 15
    Assets in Top 10 Holdings: 14.42%
    Turnover: 65.00%
    30 Day SEC Yield % 1.37
    Summary data as of 03/31/2009
    Holdings Sector P/E Return as of 10/31/2009 Net Assets
    - Cash & Cash Equivalents — — — 4.46%
    - CHURCH & DWIGHT INC (CHD) Consumer Goods 17.89 2.85% 1.60%
    - TFS FINL CORP (TFSL) Financial Services 219.20 -9.22% 1.58%
    - GENERAL MLS INC (GIS) Consumer Goods 15.99 10.01% 1.53%
    - KELLOGG CO (K) Consumer Goods 16.66 19.82% 1.42%
    - NSTAR (NST) Utilities 14.20 -10.77% 1.42%
    - CAPITOL FED FINL (CFFN) Financial Services 9.27 -30.70% 1.33%
    * THE LORILLARD GROUP (LO) Consumer Goods 13.68 44.33% 1.32%
    - NEWMONT MINING CORP (NEM) Industrial Materials 33.55 — 1.30%
    - JOHNSON & JOHNSON (JNJ) Healthcare 13.73 0.90% 1.29%
    - HORMEL FOODS CORP (HRL) Consumer Goods 14.85 22.01% 1.27%
    - PEOPLES UNITED FINANCIAL INC (PBCT) Financial Services 49.61 -7.92% 1.26%
    * Altria Group Inc. Consumer Goods — — 1.24%
    - COLGATE PALMOLIVE CO (CL) Consumer Goods 20.40 15.66% 1.23%
    - TECHNE CORP (TECH) Healthcare 24.57 -0.93% 1.22%
    - KIMBERLY CLARK CORP (KMB) Consumer Goods 15.00 20.97% 1.14%
    * WAL MART STORES INC (WMT) Consumer Services 15.79 -9.53% 1.13%
    - STERICYCLE INC (SRCL) Industrial Materials 27.76 1.71% 1.13%
    - AMERISOURCEBERGEN CORP (ABC) Consumer Services 14.71 31.02% 1.08%
    - DUN & BRADSTREET CORP DEL NE (DNB) Software 12.61 2.07% 1.03%
    - ABBOTT LABS (ABT) Healthcare 15.06 -2.59% 0.95%
    - OGE ENERGY CORP (OGE) Utilities 13.53 31.57% 0.94%
    - MCCORMICK & CO INC (MKC) Consumer Goods 17.80 11.49% 0.91%
    - WESCO FINL CORP (WSC) Business Services 35.37 15.17% 0.90%
    - LABORATORY CORP AMER HLDGS (LH) Healthcare 15.36 8.79% 0.89%
    + Increase - Decrease = No change * New since last portfolio
    Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    P/E as of 11/27/2009
    All other data as of 03/31/2009