UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
________
FORM N-CSRS
________
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
Investment Company Act file number 811-04878
SEI Institutional Managed Trust
(Exact name of registrant as specified in charter)
________
SEI Investments
One Freedom Valley Drive
Oaks, PA 19456
(Address of principal executive offices)
Timothy D. Barto, Esq.
SEI Investments Co.
One Freedom Valley Drive
Oaks, PA 19456
(Name and address of agent for service)
Registrant’s telephone number, including area
code: 1-610-676-1000
Date of fiscal year end: September 30, 2024
Date of reporting period: March 31, 2024
Item 1. Reports to Stockholders.
March 31, 2024
SEMI-ANNUAL REPORT
SEI Institutional Managed Trust
|
❯
|
Tax-Managed Large Cap Fund
|
|
❯
|
Tax-Managed Small/Mid Cap Fund
|
|
❯
|
U.S. Managed Volatility Fund
|
|
❯
|
Global Managed Volatility Fund
|
|
❯
|
Tax-Managed Managed Volatility Fund
|
|
❯
|
Tax-Managed International Managed
Volatility Fund
|
|
❯
|
Conservative Income Fund
|
|
❯
|
Tax-Free Conservative Income Fund
|
|
❯
|
Dynamic Asset Allocation Fund
|
|
❯
|
Multi-Strategy Alternative Fund
|
|
❯
|
Liquid Alternative Fund
|
|
❯
|
Multi-Asset Accumulation Fund
|
|
❯
|
Multi-Asset Income Fund
|
|
❯
|
Multi-Asset Inflation Managed Fund
|
|
❯
|
Multi-Asset Capital Stability Fund
|
Paper copies of the Funds’ shareholder reports are no longer sent by mail, unless you specifically request them from the Funds or from your financial intermediary, such as a broker-dealer or bank. Shareholder reports are available online and you will be notified by mail each time a report is posted on the Funds’ website and provided with a link to access the report online.
You may elect to receive all future reports in paper free of charge. If you invest through a financial intermediary, you can contact your financial intermediary to inform it that you wish to continue receiving paper copies of your shareholder reports. If you invest directly with the Funds, you can inform the Funds that you wish to continue receiving paper copies of your shareholder reports by calling 1-800-DIAL-SEI. Your election to receive reports in paper will apply to all funds held with the SEI Funds or your financial intermediary.
seic.com
TABLE OF CONTENTS
Schedules of Investments/Consolidated Schedules of Investments |
1 |
Glossary |
293 |
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities |
294 |
Statements of Operations/Consolidated Statements of Operations |
306 |
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets |
312 |
Consolidated Statement of Cash Flows |
320 |
Financial Highlights/Consolidated Financial Highlights |
321 |
Notes to Financial Statements/ Notes to Consolidated Financial Statements |
334 |
Disclosure of Fund Expenses |
381 |
Review of the Liquidity Risk Management Program |
384 |
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreement |
385 |
The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The Trust’s Form N-PORT reports are available on the Commission’s website at https://www.sec.gov.
A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission’s website at https://www.sec.gov.
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 99.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.3% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
63,025 |
|
|
$ |
9,512 |
|
Alphabet Inc, Cl C * |
|
|
144,235 |
|
|
|
21,961 |
|
AT&T Inc |
|
|
487,030 |
|
|
|
8,572 |
|
Comcast Corp, Cl A |
|
|
142,077 |
|
|
|
6,159 |
|
Fox Corp, Cl A |
|
|
57,265 |
|
|
|
1,791 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
54,837 |
|
|
|
3,597 |
|
Meta Platforms Inc, Cl A |
|
|
70,933 |
|
|
|
34,444 |
|
Netflix Inc * |
|
|
10,836 |
|
|
|
6,581 |
|
Nexstar Media Group Inc, Cl A |
|
|
28,996 |
|
|
|
4,996 |
|
Paramount Global, Cl B |
|
|
29,932 |
|
|
|
352 |
|
Pinterest Inc, Cl A * |
|
|
97,364 |
|
|
|
3,376 |
|
Spotify Technology SA * |
|
|
1,623 |
|
|
|
428 |
|
TEGNA Inc |
|
|
84,878 |
|
|
|
1,268 |
|
T-Mobile US Inc |
|
|
67,629 |
|
|
|
11,038 |
|
Verizon Communications Inc |
|
|
142,828 |
|
|
|
5,993 |
|
Walt Disney Co/The |
|
|
174,697 |
|
|
|
21,376 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
141,444 |
|
Consumer Discretionary — 10.4% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
205,082 |
|
|
|
36,993 |
|
Autoliv Inc |
|
|
15,778 |
|
|
|
1,900 |
|
AutoNation Inc * |
|
|
13,760 |
|
|
|
2,278 |
|
Bloomin' Brands Inc |
|
|
86,188 |
|
|
|
2,472 |
|
Booking Holdings Inc |
|
|
885 |
|
|
|
3,211 |
|
BorgWarner Inc |
|
|
51,591 |
|
|
|
1,792 |
|
Burlington Stores Inc * |
|
|
5,837 |
|
|
|
1,355 |
|
Deckers Outdoor Corp * |
|
|
2,212 |
|
|
|
2,082 |
|
Dick's Sporting Goods Inc |
|
|
31,557 |
|
|
|
7,096 |
|
Dillard's Inc, Cl A |
|
|
6,450 |
|
|
|
3,042 |
|
Domino's Pizza Inc |
|
|
738 |
|
|
|
367 |
|
DraftKings Inc, Cl A * |
|
|
81,183 |
|
|
|
3,687 |
|
eBay Inc |
|
|
56,727 |
|
|
|
2,994 |
|
Foot Locker Inc, Cl A |
|
|
23,394 |
|
|
|
667 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Ford Motor Co |
|
|
65,375 |
|
|
$ |
868 |
|
General Motors Co |
|
|
290,119 |
|
|
|
13,157 |
|
Goodyear Tire & Rubber Co/The * |
|
|
61,552 |
|
|
|
845 |
|
Harley-Davidson Inc, Cl A |
|
|
49,267 |
|
|
|
2,155 |
|
Home Depot Inc/The |
|
|
28,067 |
|
|
|
10,766 |
|
Kohl's Corp |
|
|
24,781 |
|
|
|
722 |
|
Lennar Corp, Cl A |
|
|
27,882 |
|
|
|
4,795 |
|
Lithia Motors Inc, Cl A |
|
|
10,795 |
|
|
|
3,248 |
|
Lululemon Athletica Inc * |
|
|
1,574 |
|
|
|
615 |
|
Magna International Inc, Cl A |
|
|
37,765 |
|
|
|
2,057 |
|
McDonald's Corp |
|
|
1,116 |
|
|
|
315 |
|
MercadoLibre Inc * |
|
|
4,709 |
|
|
|
7,120 |
|
Mobileye Global Inc, Cl A * |
|
|
13,298 |
|
|
|
428 |
|
NIKE Inc, Cl B |
|
|
122,430 |
|
|
|
11,506 |
|
Penske Automotive Group Inc, Cl A |
|
|
14,922 |
|
|
|
2,417 |
|
Phinia Inc |
|
|
12,286 |
|
|
|
472 |
|
Pool Corp |
|
|
6,454 |
|
|
|
2,604 |
|
PulteGroup Inc |
|
|
92,173 |
|
|
|
11,118 |
|
PVH Corp |
|
|
14,325 |
|
|
|
2,014 |
|
Ross Stores Inc |
|
|
42,423 |
|
|
|
6,226 |
|
Starbucks Corp |
|
|
105,609 |
|
|
|
9,652 |
|
Tesla Inc * |
|
|
18,347 |
|
|
|
3,225 |
|
Whirlpool Corp |
|
|
27,260 |
|
|
|
3,261 |
|
Williams-Sonoma Inc |
|
|
23,146 |
|
|
|
7,350 |
|
Wingstop Inc, Cl A |
|
|
909 |
|
|
|
333 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
177,205 |
|
Consumer Staples — 5.9% |
|
|
|
|
Altria Group Inc |
|
|
88,419 |
|
|
|
3,857 |
|
Archer-Daniels-Midland Co |
|
|
32,708 |
|
|
|
2,054 |
|
Bunge Global SA |
|
|
10,881 |
|
|
|
1,115 |
|
Casey's General Stores Inc |
|
|
18,037 |
|
|
|
5,744 |
|
Celsius Holdings Inc * |
|
|
9,139 |
|
|
|
758 |
|
Coca-Cola Co/The |
|
|
96,401 |
|
|
|
5,898 |
|
Colgate-Palmolive Co |
|
|
23,146 |
|
|
|
2,084 |
|
Conagra Brands Inc |
|
|
263,174 |
|
|
|
7,800 |
|
Constellation Brands Inc, Cl A |
|
|
14,460 |
|
|
|
3,930 |
|
Costco Wholesale Corp |
|
|
1,624 |
|
|
|
1,190 |
|
Ingredion Inc |
|
|
68,921 |
|
|
|
8,053 |
|
Kenvue Inc |
|
|
207,123 |
|
|
|
4,445 |
|
Kraft Heinz Co/The |
|
|
47,091 |
|
|
|
1,738 |
|
Kroger Co/The |
|
|
307,154 |
|
|
|
17,548 |
|
Molson Coors Beverage Co, Cl B |
|
|
52,006 |
|
|
|
3,497 |
|
Mondelez International Inc, Cl A |
|
|
4,651 |
|
|
|
326 |
|
PepsiCo Inc |
|
|
62,828 |
|
|
|
10,996 |
|
Philip Morris International Inc |
|
|
70,232 |
|
|
|
6,435 |
|
Target Corp, Cl A |
|
|
37,098 |
|
|
|
6,574 |
|
Tyson Foods Inc, Cl A |
|
|
105,363 |
|
|
|
6,188 |
|
Walgreens Boots Alliance Inc |
|
|
43,315 |
|
|
|
939 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,169 |
|
Energy — 4.3% |
|
|
|
|
APA Corp |
|
|
35,975 |
|
|
|
1,237 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
BP PLC ADR |
|
|
193,967 |
|
|
$ |
7,309 |
|
Canadian Natural Resources Ltd |
|
|
85,252 |
|
|
|
6,506 |
|
Cheniere Energy Inc |
|
|
17,498 |
|
|
|
2,822 |
|
Chevron Corp |
|
|
51,034 |
|
|
|
8,050 |
|
ConocoPhillips |
|
|
81,177 |
|
|
|
10,332 |
|
Devon Energy Corp |
|
|
71,669 |
|
|
|
3,596 |
|
Diamondback Energy Inc, Cl A |
|
|
30,355 |
|
|
|
6,016 |
|
Exxon Mobil Corp |
|
|
23,037 |
|
|
|
2,678 |
|
HF Sinclair Corp |
|
|
33,490 |
|
|
|
2,022 |
|
Marathon Oil Corp |
|
|
45,524 |
|
|
|
1,290 |
|
Marathon Petroleum Corp |
|
|
29,810 |
|
|
|
6,007 |
|
Phillips 66 |
|
|
23,171 |
|
|
|
3,785 |
|
Scorpio Tankers Inc |
|
|
25,644 |
|
|
|
1,835 |
|
Shell PLC ADR |
|
|
69,710 |
|
|
|
4,673 |
|
Valero Energy Corp |
|
|
27,947 |
|
|
|
4,770 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,928 |
|
Financials — 13.2% |
|
|
|
|
Aflac Inc |
|
|
79,758 |
|
|
|
6,848 |
|
Allstate Corp/The |
|
|
55,820 |
|
|
|
9,657 |
|
American Financial Group Inc/OH |
|
|
10,346 |
|
|
|
1,412 |
|
American International Group Inc |
|
|
24,403 |
|
|
|
1,908 |
|
Ameriprise Financial Inc |
|
|
15,882 |
|
|
|
6,963 |
|
Annaly Capital Management Inc ‡ |
|
|
17,705 |
|
|
|
349 |
|
Apollo Global Management Inc |
|
|
3,000 |
|
|
|
337 |
|
Ares Management Corp, Cl A |
|
|
3,899 |
|
|
|
518 |
|
Bank of America Corp |
|
|
67,077 |
|
|
|
2,544 |
|
Bank of New York Mellon Corp/The |
|
|
19,244 |
|
|
|
1,109 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
45,129 |
|
|
|
18,978 |
|
Capital One Financial Corp |
|
|
33,366 |
|
|
|
4,968 |
|
Charles Schwab Corp/The |
|
|
30,691 |
|
|
|
2,220 |
|
Citigroup Inc |
|
|
300,606 |
|
|
|
19,010 |
|
Citizens Financial Group Inc |
|
|
9,142 |
|
|
|
332 |
|
Discover Financial Services |
|
|
45,469 |
|
|
|
5,961 |
|
East West Bancorp Inc |
|
|
14,641 |
|
|
|
1,158 |
|
Everest Group Ltd |
|
|
2,104 |
|
|
|
836 |
|
FactSet Research Systems Inc |
|
|
6,382 |
|
|
|
2,900 |
|
Fifth Third Bancorp |
|
|
64,157 |
|
|
|
2,387 |
|
First Horizon Corp |
|
|
70,952 |
|
|
|
1,093 |
|
Fiserv Inc, Cl A * |
|
|
2,162 |
|
|
|
346 |
|
Global Payments Inc |
|
|
82,982 |
|
|
|
11,091 |
|
Goldman Sachs Group Inc/The |
|
|
996 |
|
|
|
416 |
|
Hartford Financial Services Group Inc/The |
|
|
69,124 |
|
|
|
7,123 |
|
JPMorgan Chase & Co |
|
|
59,705 |
|
|
|
11,959 |
|
Kinsale Capital Group Inc |
|
|
13,464 |
|
|
|
7,065 |
|
M&T Bank Corp |
|
|
4,829 |
|
|
|
702 |
|
Mastercard Inc, Cl A |
|
|
2,437 |
|
|
|
1,174 |
|
MetLife Inc |
|
|
5,123 |
|
|
|
380 |
|
MGIC Investment Corp |
|
|
37,006 |
|
|
|
827 |
|
Moody's Corp |
|
|
24,922 |
|
|
|
9,795 |
|
Morgan Stanley |
|
|
56,533 |
|
|
|
5,323 |
|
MSCI Inc, Cl A |
|
|
13,753 |
|
|
|
7,708 |
|
Radian Group Inc |
|
|
47,300 |
|
|
|
1,583 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Regions Financial Corp |
|
|
174,125 |
|
|
$ |
3,664 |
|
S&P Global Inc |
|
|
13,884 |
|
|
|
5,907 |
|
Starwood Property Trust Inc ‡ |
|
|
32,387 |
|
|
|
658 |
|
State Street Corp |
|
|
81,247 |
|
|
|
6,282 |
|
Stifel Financial Corp |
|
|
4,535 |
|
|
|
355 |
|
Synchrony Financial |
|
|
77,838 |
|
|
|
3,356 |
|
Unum Group |
|
|
36,845 |
|
|
|
1,977 |
|
Visa Inc, Cl A |
|
|
96,774 |
|
|
|
27,008 |
|
Voya Financial Inc |
|
|
4,799 |
|
|
|
355 |
|
Wells Fargo & Co |
|
|
168,428 |
|
|
|
9,762 |
|
Willis Towers Watson PLC |
|
|
34,195 |
|
|
|
9,404 |
|
Zions Bancorp NA |
|
|
8,273 |
|
|
|
359 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
226,067 |
|
Health Care — 14.5% |
|
|
|
|
AbbVie Inc |
|
|
31,042 |
|
|
|
5,653 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
42,992 |
|
|
|
3,406 |
|
Amgen Inc, Cl A |
|
|
29,711 |
|
|
|
8,447 |
|
Baxter International Inc |
|
|
112,272 |
|
|
|
4,799 |
|
Boston Scientific Corp * |
|
|
80,538 |
|
|
|
5,516 |
|
Bristol-Myers Squibb Co |
|
|
155,447 |
|
|
|
8,430 |
|
Cardinal Health Inc |
|
|
57,967 |
|
|
|
6,487 |
|
Centene Corp * |
|
|
9,478 |
|
|
|
744 |
|
Cigna Group/The |
|
|
4,286 |
|
|
|
1,557 |
|
CVS Health Corp |
|
|
187,434 |
|
|
|
14,950 |
|
Danaher Corp, Cl A |
|
|
42,146 |
|
|
|
10,525 |
|
DaVita Inc * |
|
|
11,100 |
|
|
|
1,532 |
|
DENTSPLY SIRONA Inc |
|
|
124,353 |
|
|
|
4,127 |
|
Eli Lilly & Co |
|
|
22,937 |
|
|
|
17,844 |
|
Exelixis Inc * |
|
|
97,735 |
|
|
|
2,319 |
|
Gilead Sciences Inc |
|
|
63,484 |
|
|
|
4,650 |
|
GSK PLC ADR |
|
|
124,130 |
|
|
|
5,321 |
|
HCA Healthcare Inc |
|
|
11,771 |
|
|
|
3,926 |
|
Jazz Pharmaceuticals PLC * |
|
|
54,369 |
|
|
|
6,547 |
|
Johnson & Johnson |
|
|
157,453 |
|
|
|
24,908 |
|
Koninklijke Philips NV * |
|
|
202,704 |
|
|
|
4,054 |
|
Lantheus Holdings Inc * |
|
|
18,107 |
|
|
|
1,127 |
|
McKesson Corp |
|
|
23,547 |
|
|
|
12,641 |
|
Medtronic PLC |
|
|
79,267 |
|
|
|
6,908 |
|
Merck & Co Inc |
|
|
94,491 |
|
|
|
12,468 |
|
Mettler-Toledo International Inc * |
|
|
10,186 |
|
|
|
13,561 |
|
Natera Inc * |
|
|
93,476 |
|
|
|
8,549 |
|
Nuvalent Inc, Cl A * |
|
|
5,132 |
|
|
|
385 |
|
Organon & Co |
|
|
143,028 |
|
|
|
2,689 |
|
Pfizer Inc |
|
|
237,127 |
|
|
|
6,580 |
|
QuidelOrtho Corp * |
|
|
19,772 |
|
|
|
948 |
|
Regeneron Pharmaceuticals Inc * |
|
|
522 |
|
|
|
502 |
|
Sanofi SA ADR |
|
|
40,173 |
|
|
|
1,952 |
|
STERIS PLC |
|
|
16,539 |
|
|
|
3,718 |
|
Stryker Corp |
|
|
15,104 |
|
|
|
5,405 |
|
UnitedHealth Group Inc |
|
|
22,461 |
|
|
|
11,112 |
|
Vaxcyte Inc * |
|
|
4,874 |
|
|
|
333 |
|
Vertex Pharmaceuticals Inc * |
|
|
18,163 |
|
|
|
7,592 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Viatris Inc, Cl W |
|
|
302,646 |
|
|
$ |
3,614 |
|
Zoetis Inc, Cl A |
|
|
12,243 |
|
|
|
2,072 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
247,898 |
|
Industrials — 10.9% |
|
|
|
|
AerCap Holdings NV * |
|
|
135,596 |
|
|
|
11,785 |
|
AGCO Corp |
|
|
28,514 |
|
|
|
3,508 |
|
Alaska Air Group Inc * |
|
|
80,294 |
|
|
|
3,452 |
|
Allison Transmission Holdings Inc |
|
|
37,699 |
|
|
|
3,060 |
|
American Airlines Group Inc * |
|
|
127,347 |
|
|
|
1,955 |
|
Automatic Data Processing Inc |
|
|
9,189 |
|
|
|
2,295 |
|
Caterpillar Inc, Cl A |
|
|
1,327 |
|
|
|
486 |
|
Chart Industries Inc * |
|
|
23,419 |
|
|
|
3,857 |
|
CNH Industrial NV |
|
|
22,669 |
|
|
|
294 |
|
Cummins Inc |
|
|
24,677 |
|
|
|
7,271 |
|
Delta Air Lines Inc, Cl A |
|
|
138,479 |
|
|
|
6,629 |
|
Eaton Corp PLC |
|
|
15,863 |
|
|
|
4,960 |
|
FedEx Corp |
|
|
46,096 |
|
|
|
13,356 |
|
Fortive Corp |
|
|
134,129 |
|
|
|
11,538 |
|
GFL Environmental Inc |
|
|
212,428 |
|
|
|
7,329 |
|
GXO Logistics Inc * |
|
|
198,654 |
|
|
|
10,680 |
|
HEICO Corp |
|
|
38,369 |
|
|
|
7,328 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
10,975 |
|
|
|
3,199 |
|
Lockheed Martin Corp |
|
|
7,087 |
|
|
|
3,224 |
|
ManpowerGroup Inc |
|
|
43,604 |
|
|
|
3,385 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
12,674 |
|
|
|
2,779 |
|
Otis Worldwide Corp |
|
|
25,532 |
|
|
|
2,534 |
|
Owens Corning |
|
|
34,317 |
|
|
|
5,724 |
|
Parker-Hannifin Corp, Cl A |
|
|
950 |
|
|
|
528 |
|
Ryder System Inc |
|
|
18,537 |
|
|
|
2,228 |
|
Saia Inc * |
|
|
581 |
|
|
|
340 |
|
Snap-on Inc |
|
|
9,818 |
|
|
|
2,908 |
|
Textron Inc |
|
|
56,360 |
|
|
|
5,407 |
|
Timken Co/The |
|
|
61,063 |
|
|
|
5,339 |
|
Trane Technologies PLC |
|
|
1,546 |
|
|
|
464 |
|
TransDigm Group Inc |
|
|
17,511 |
|
|
|
21,566 |
|
Uber Technologies Inc * |
|
|
19,810 |
|
|
|
1,525 |
|
United Airlines Holdings Inc * |
|
|
25,256 |
|
|
|
1,209 |
|
Veralto Corp |
|
|
69,531 |
|
|
|
6,165 |
|
Vertiv Holdings Co, Cl A |
|
|
92,099 |
|
|
|
7,522 |
|
Waste Connections Inc |
|
|
42,033 |
|
|
|
7,230 |
|
Westinghouse Air Brake Technologies Corp |
|
|
14,105 |
|
|
|
2,055 |
|
WW Grainger Inc |
|
|
786 |
|
|
|
799 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,913 |
|
Information Technology — 25.2% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,931 |
|
|
|
669 |
|
Adobe Inc * |
|
|
36,732 |
|
|
|
18,535 |
|
Advanced Micro Devices Inc * |
|
|
35,644 |
|
|
|
6,433 |
|
Amdocs Ltd |
|
|
51,821 |
|
|
|
4,683 |
|
Amkor Technology Inc |
|
|
51,908 |
|
|
|
1,674 |
|
Amphenol Corp, Cl A |
|
|
108,662 |
|
|
|
12,534 |
|
Analog Devices Inc |
|
|
25,977 |
|
|
|
5,138 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Apple Inc |
|
|
282,537 |
|
|
$ |
48,450 |
|
Applied Materials Inc |
|
|
34,743 |
|
|
|
7,165 |
|
Arista Networks Inc * |
|
|
3,267 |
|
|
|
947 |
|
Arrow Electronics Inc, Cl A * |
|
|
20,514 |
|
|
|
2,656 |
|
Broadcom Inc |
|
|
13,401 |
|
|
|
17,762 |
|
Cadence Design Systems Inc * |
|
|
40,751 |
|
|
|
12,685 |
|
CDW Corp/DE |
|
|
3,871 |
|
|
|
990 |
|
Cirrus Logic Inc * |
|
|
12,623 |
|
|
|
1,168 |
|
Cisco Systems Inc |
|
|
151,519 |
|
|
|
7,562 |
|
Dell Technologies Inc, Cl C |
|
|
41,474 |
|
|
|
4,733 |
|
DXC Technology Co * |
|
|
63,528 |
|
|
|
1,347 |
|
Flex Ltd * |
|
|
73,140 |
|
|
|
2,093 |
|
Hewlett Packard Enterprise Co |
|
|
249,894 |
|
|
|
4,431 |
|
HP Inc |
|
|
124,604 |
|
|
|
3,766 |
|
Intel Corp |
|
|
128,954 |
|
|
|
5,696 |
|
International Business Machines Corp |
|
|
24,273 |
|
|
|
4,635 |
|
Intuit Inc |
|
|
21,136 |
|
|
|
13,738 |
|
Jabil Inc |
|
|
50,593 |
|
|
|
6,777 |
|
Manhattan Associates Inc * |
|
|
7,171 |
|
|
|
1,794 |
|
Marvell Technology Inc |
|
|
82,232 |
|
|
|
5,829 |
|
Microchip Technology Inc |
|
|
141,812 |
|
|
|
12,722 |
|
Micron Technology Inc |
|
|
22,455 |
|
|
|
2,647 |
|
Microsoft Corp |
|
|
202,211 |
|
|
|
85,074 |
|
MongoDB Inc, Cl A * |
|
|
5,680 |
|
|
|
2,037 |
|
Motorola Solutions Inc |
|
|
12,465 |
|
|
|
4,425 |
|
NVIDIA Corp |
|
|
42,707 |
|
|
|
38,588 |
|
Oracle Corp, Cl B |
|
|
85,325 |
|
|
|
10,718 |
|
QUALCOMM Inc |
|
|
62,612 |
|
|
|
10,600 |
|
Roper Technologies Inc |
|
|
19,180 |
|
|
|
10,757 |
|
Salesforce Inc |
|
|
41,041 |
|
|
|
12,361 |
|
SAP SE ADR (A) |
|
|
63,923 |
|
|
|
12,467 |
|
ServiceNow Inc * |
|
|
5,415 |
|
|
|
4,128 |
|
Skyworks Solutions Inc |
|
|
3,042 |
|
|
|
330 |
|
Snowflake Inc, Cl A * |
|
|
3,154 |
|
|
|
510 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
10,858 |
|
|
|
1,477 |
|
Teradyne Inc |
|
|
71,961 |
|
|
|
8,119 |
|
Vishay Intertechnology Inc |
|
|
115,899 |
|
|
|
2,629 |
|
Vontier Corp |
|
|
174,318 |
|
|
|
7,907 |
|
Xerox Holdings Corp |
|
|
26,315 |
|
|
|
471 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
431,857 |
|
Materials — 3.2% |
|
|
|
|
Berry Global Group Inc |
|
|
31,426 |
|
|
|
1,901 |
|
Crown Holdings Inc |
|
|
63,953 |
|
|
|
5,069 |
|
Eastman Chemical Co |
|
|
58,448 |
|
|
|
5,858 |
|
FMC Corp |
|
|
92,162 |
|
|
|
5,871 |
|
Freeport-McMoRan Inc, Cl B |
|
|
7,491 |
|
|
|
352 |
|
Graphic Packaging Holding Co |
|
|
13,677 |
|
|
|
399 |
|
Linde PLC |
|
|
27,030 |
|
|
|
12,551 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,410 |
|
|
|
349 |
|
Martin Marietta Materials Inc, Cl A |
|
|
4,861 |
|
|
|
2,984 |
|
Mosaic Co/The |
|
|
15,728 |
|
|
|
510 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Newmont Corp |
|
|
67,378 |
|
|
$ |
2,415 |
|
O-I Glass Inc, Cl I * |
|
|
44,115 |
|
|
|
732 |
|
Reliance Inc |
|
|
20,742 |
|
|
|
6,931 |
|
Sherwin-Williams Co/The, Cl A |
|
|
10,212 |
|
|
|
3,547 |
|
Steel Dynamics Inc |
|
|
15,976 |
|
|
|
2,368 |
|
Sylvamo Corp |
|
|
40,871 |
|
|
|
2,523 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,360 |
|
Real Estate — 1.3% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
55,725 |
|
|
|
11,011 |
|
Equinix Inc ‡ |
|
|
3,938 |
|
|
|
3,250 |
|
Host Hotels & Resorts Inc ‡ |
|
|
128,264 |
|
|
|
2,652 |
|
Howard Hughes Holdings Inc * |
|
|
32,159 |
|
|
|
2,335 |
|
Omega Healthcare Investors Inc ‡ |
|
|
61,572 |
|
|
|
1,950 |
|
Sabra Health Care REIT Inc ‡ |
|
|
86,576 |
|
|
|
1,279 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,477 |
|
Utilities — 2.2% |
|
|
|
|
Edison International |
|
|
104,559 |
|
|
|
7,395 |
|
FirstEnergy Corp |
|
|
180,214 |
|
|
|
6,960 |
|
NextEra Energy Inc |
|
|
8,213 |
|
|
|
525 |
|
NRG Energy Inc |
|
|
204,464 |
|
|
|
13,840 |
|
UGI Corp |
|
|
120,360 |
|
|
|
2,954 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Vistra Corp |
|
|
85,201 |
|
|
$ |
5,934 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,608 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $971,545) ($ Thousands) |
|
|
|
|
|
|
1,698,926 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.7% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
12,891,590 |
|
|
|
12,890 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $12,894) ($ Thousands) |
|
|
12,890 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
11,447,103 |
|
|
|
11,447 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,447) ($ Thousands) |
|
|
|
|
|
|
11,447 |
|
Total Investments in Securities — 100.8% |
|
|
|
|
|
|
|
|
(Cost $995,886) ($ Thousands) |
|
$ |
1,723,263 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
16 |
|
|
|
Jun-2024 |
|
|
$ |
4,205 |
|
|
$ |
4,247 |
|
|
$ |
42 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
3 |
|
|
|
Jun-2024 |
|
|
|
901 |
|
|
|
923 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
5,106 |
|
|
$ |
5,170 |
|
|
$ |
64 |
|
|
Percentages are based on Net Assets of $1,709,853 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $12,890 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,698,926 |
|
|
|
– |
|
|
|
– |
|
|
|
1,698,926 |
|
Affiliated Partnership |
|
|
– |
|
|
|
12,890 |
|
|
|
– |
|
|
|
12,890 |
|
Cash Equivalent |
|
|
11,447 |
|
|
|
– |
|
|
|
– |
|
|
|
11,447 |
|
Total Investments in Securities |
|
|
1,710,373 |
|
|
|
12,890 |
|
|
|
– |
|
|
|
1,723,263 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
64 |
|
|
|
– |
|
|
|
– |
|
|
|
64 |
|
Total Other Financial Instruments |
|
|
64 |
|
|
|
– |
|
|
|
– |
|
|
|
64 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
31,155 |
|
|
$ |
(18,260 |
) |
|
$ |
(1 |
) |
|
$ |
(4 |
) |
|
$ |
12,890 |
|
|
$ |
8 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
19,610 |
|
|
|
240,781 |
|
|
|
(248,944 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,447 |
|
|
|
355 |
|
|
|
— |
|
Totals |
|
$ |
19,610 |
|
|
$ |
271,936 |
|
|
$ |
(267,204 |
) |
|
$ |
(1 |
) |
|
$ |
(4 |
) |
|
$ |
24,337 |
|
|
$ |
363 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Value Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.0% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.5% |
|
|
|
|
AT&T Inc |
|
|
1,438,218 |
|
|
$ |
25,313 |
|
BCE Inc |
|
|
269,805 |
|
|
|
9,168 |
|
Comcast Corp, Cl A |
|
|
485,844 |
|
|
|
21,061 |
|
Fox Corp, Cl A |
|
|
130,663 |
|
|
|
4,086 |
|
Meta Platforms Inc, Cl A |
|
|
8,110 |
|
|
|
3,938 |
|
Nexstar Media Group Inc, Cl A |
|
|
9,190 |
|
|
|
1,583 |
|
Omnicom Group Inc |
|
|
3,178 |
|
|
|
308 |
|
Paramount Global, Cl B |
|
|
48,751 |
|
|
|
574 |
|
TEGNA Inc |
|
|
94,393 |
|
|
|
1,410 |
|
T-Mobile US Inc |
|
|
61,278 |
|
|
|
10,002 |
|
Verizon Communications Inc |
|
|
167,004 |
|
|
|
7,007 |
|
Walt Disney Co/The |
|
|
52,590 |
|
|
|
6,435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
90,885 |
|
Consumer Discretionary — 6.4% |
|
|
|
|
Autoliv Inc |
|
|
18,618 |
|
|
|
2,242 |
|
AutoNation Inc * |
|
|
12,701 |
|
|
|
2,103 |
|
Bloomin' Brands Inc |
|
|
59,825 |
|
|
|
1,716 |
|
BorgWarner Inc |
|
|
43,084 |
|
|
|
1,497 |
|
Dick's Sporting Goods Inc |
|
|
15,338 |
|
|
|
3,449 |
|
Dillard's Inc, Cl A |
|
|
5,918 |
|
|
|
2,791 |
|
eBay Inc |
|
|
56,686 |
|
|
|
2,992 |
|
Expedia Group Inc * |
|
|
1,936 |
|
|
|
267 |
|
Foot Locker Inc, Cl A |
|
|
31,098 |
|
|
|
886 |
|
Ford Motor Co |
|
|
185,547 |
|
|
|
2,464 |
|
General Motors Co |
|
|
369,298 |
|
|
|
16,748 |
|
Genuine Parts Co |
|
|
93,417 |
|
|
|
14,473 |
|
Goodyear Tire & Rubber Co/The * |
|
|
124,130 |
|
|
|
1,704 |
|
Harley-Davidson Inc, Cl A |
|
|
31,143 |
|
|
|
1,362 |
|
Kohl's Corp |
|
|
23,092 |
|
|
|
673 |
|
Lennar Corp, Cl A |
|
|
27,173 |
|
|
|
4,673 |
|
Lithia Motors Inc, Cl A |
|
|
9,350 |
|
|
|
2,813 |
|
Lowe's Cos Inc |
|
|
49,572 |
|
|
|
12,627 |
|
Magna International Inc, Cl A |
|
|
20,247 |
|
|
|
1,103 |
|
Penske Automotive Group Inc, Cl A |
|
|
13,566 |
|
|
|
2,198 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Phinia Inc |
|
|
8,975 |
|
|
$ |
345 |
|
PulteGroup Inc |
|
|
45,443 |
|
|
|
5,481 |
|
PVH Corp |
|
|
14,047 |
|
|
|
1,975 |
|
Whirlpool Corp |
|
|
3,533 |
|
|
|
423 |
|
Williams-Sonoma Inc |
|
|
8,004 |
|
|
|
2,542 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
89,547 |
|
Consumer Staples — 9.3% |
|
|
|
|
Altria Group Inc |
|
|
213,204 |
|
|
|
9,300 |
|
Archer-Daniels-Midland Co |
|
|
112,861 |
|
|
|
7,089 |
|
Bunge Global SA |
|
|
36,664 |
|
|
|
3,759 |
|
Conagra Brands Inc |
|
|
183,730 |
|
|
|
5,446 |
|
Diageo PLC ADR |
|
|
43,307 |
|
|
|
6,441 |
|
Ingredion Inc |
|
|
63,788 |
|
|
|
7,454 |
|
Kenvue Inc |
|
|
495,721 |
|
|
|
10,638 |
|
Kraft Heinz Co/The |
|
|
56,221 |
|
|
|
2,074 |
|
Kroger Co/The |
|
|
371,657 |
|
|
|
21,233 |
|
Molson Coors Beverage Co, Cl B |
|
|
102,466 |
|
|
|
6,891 |
|
Philip Morris International Inc |
|
|
154,187 |
|
|
|
14,127 |
|
Target Corp, Cl A |
|
|
94,360 |
|
|
|
16,721 |
|
Tyson Foods Inc, Cl A |
|
|
113,962 |
|
|
|
6,693 |
|
Unilever PLC ADR |
|
|
176,365 |
|
|
|
8,852 |
|
Walgreens Boots Alliance Inc |
|
|
130,896 |
|
|
|
2,839 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
129,557 |
|
Energy — 8.5% |
|
|
|
|
APA Corp |
|
|
76,656 |
|
|
|
2,636 |
|
BP PLC ADR |
|
|
156,260 |
|
|
|
5,888 |
|
Canadian Natural Resources Ltd |
|
|
32,936 |
|
|
|
2,514 |
|
Chevron Corp |
|
|
131,712 |
|
|
|
20,776 |
|
ConocoPhillips |
|
|
161,841 |
|
|
|
20,599 |
|
Devon Energy Corp |
|
|
72,866 |
|
|
|
3,656 |
|
Exxon Mobil Corp |
|
|
260,891 |
|
|
|
30,326 |
|
HF Sinclair Corp |
|
|
20,425 |
|
|
|
1,233 |
|
Marathon Oil Corp |
|
|
120,586 |
|
|
|
3,417 |
|
Marathon Petroleum Corp |
|
|
44,234 |
|
|
|
8,913 |
|
Phillips 66 |
|
|
41,686 |
|
|
|
6,809 |
|
Scorpio Tankers Inc |
|
|
16,794 |
|
|
|
1,202 |
|
Shell PLC ADR |
|
|
61,589 |
|
|
|
4,129 |
|
Valero Energy Corp |
|
|
37,396 |
|
|
|
6,383 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
118,481 |
|
Financials — 20.5% |
|
|
|
|
Aflac Inc |
|
|
68,357 |
|
|
|
5,869 |
|
Allstate Corp/The |
|
|
20,703 |
|
|
|
3,582 |
|
Ally Financial Inc |
|
|
31,400 |
|
|
|
1,275 |
|
American Financial Group Inc/OH |
|
|
20,349 |
|
|
|
2,777 |
|
American International Group Inc |
|
|
29,934 |
|
|
|
2,340 |
|
Ameriprise Financial Inc |
|
|
9,891 |
|
|
|
4,337 |
|
Bank of America Corp |
|
|
563,730 |
|
|
|
21,377 |
|
Bank of New York Mellon Corp/The |
|
|
181,889 |
|
|
|
10,480 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
31,643 |
|
|
|
13,307 |
|
Capital One Financial Corp |
|
|
36,143 |
|
|
|
5,381 |
|
Charles Schwab Corp/The |
|
|
43,038 |
|
|
|
3,113 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chubb Ltd |
|
|
74,943 |
|
|
$ |
19,420 |
|
Citigroup Inc |
|
|
544,061 |
|
|
|
34,406 |
|
Citizens Financial Group Inc |
|
|
86,176 |
|
|
|
3,127 |
|
Discover Financial Services |
|
|
28,824 |
|
|
|
3,779 |
|
East West Bancorp Inc |
|
|
9,104 |
|
|
|
720 |
|
Everest Group Ltd |
|
|
3,207 |
|
|
|
1,275 |
|
Fifth Third Bancorp |
|
|
107,240 |
|
|
|
3,990 |
|
First Horizon Corp |
|
|
89,989 |
|
|
|
1,386 |
|
Global Payments Inc |
|
|
46,481 |
|
|
|
6,213 |
|
Goldman Sachs Group Inc/The |
|
|
6,045 |
|
|
|
2,525 |
|
Hartford Financial Services Group Inc/The |
|
|
40,505 |
|
|
|
4,174 |
|
JPMorgan Chase & Co |
|
|
152,903 |
|
|
|
30,626 |
|
Lincoln National Corp |
|
|
31,513 |
|
|
|
1,006 |
|
M&T Bank Corp |
|
|
4,431 |
|
|
|
644 |
|
MetLife Inc |
|
|
85,353 |
|
|
|
6,326 |
|
MGIC Investment Corp |
|
|
70,662 |
|
|
|
1,580 |
|
Morgan Stanley |
|
|
138,891 |
|
|
|
13,078 |
|
Prudential Financial Inc |
|
|
25,439 |
|
|
|
2,987 |
|
Radian Group Inc |
|
|
78,204 |
|
|
|
2,617 |
|
Regions Financial Corp |
|
|
201,984 |
|
|
|
4,250 |
|
State Street Corp |
|
|
47,517 |
|
|
|
3,674 |
|
Stifel Financial Corp |
|
|
5,543 |
|
|
|
433 |
|
Synchrony Financial |
|
|
143,384 |
|
|
|
6,183 |
|
T Rowe Price Group Inc |
|
|
11,459 |
|
|
|
1,397 |
|
Travelers Cos Inc/The |
|
|
48,299 |
|
|
|
11,116 |
|
Truist Financial Corp |
|
|
211,571 |
|
|
|
8,247 |
|
Unum Group |
|
|
64,517 |
|
|
|
3,462 |
|
Voya Financial Inc |
|
|
73,296 |
|
|
|
5,418 |
|
Wells Fargo & Co |
|
|
336,672 |
|
|
|
19,513 |
|
Willis Towers Watson PLC |
|
|
16,379 |
|
|
|
4,504 |
|
Zions Bancorp NA |
|
|
57,094 |
|
|
|
2,478 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
284,392 |
|
Health Care — 14.7% |
|
|
|
|
AbbVie Inc |
|
|
1,490 |
|
|
|
271 |
|
Amgen Inc, Cl A |
|
|
15,559 |
|
|
|
4,424 |
|
Baxter International Inc |
|
|
67,778 |
|
|
|
2,897 |
|
Bristol-Myers Squibb Co |
|
|
184,917 |
|
|
|
10,028 |
|
Cardinal Health Inc |
|
|
67,710 |
|
|
|
7,577 |
|
Centene Corp * |
|
|
79,068 |
|
|
|
6,205 |
|
Cigna Group/The |
|
|
18,672 |
|
|
|
6,781 |
|
CVS Health Corp |
|
|
209,423 |
|
|
|
16,704 |
|
DaVita Inc * |
|
|
8,992 |
|
|
|
1,241 |
|
DENTSPLY SIRONA Inc |
|
|
93,944 |
|
|
|
3,118 |
|
Exelixis Inc * |
|
|
82,681 |
|
|
|
1,962 |
|
Gilead Sciences Inc |
|
|
118,904 |
|
|
|
8,710 |
|
GSK PLC ADR |
|
|
103,440 |
|
|
|
4,434 |
|
HCA Healthcare Inc |
|
|
8,699 |
|
|
|
2,901 |
|
Jazz Pharmaceuticals PLC * |
|
|
44,651 |
|
|
|
5,377 |
|
Johnson & Johnson |
|
|
144,849 |
|
|
|
22,914 |
|
Koninklijke Philips NV * |
|
|
126,745 |
|
|
|
2,535 |
|
Lantheus Holdings Inc * |
|
|
11,065 |
|
|
|
689 |
|
McKesson Corp |
|
|
18,734 |
|
|
|
10,057 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Medtronic PLC |
|
|
178,084 |
|
|
$ |
15,520 |
|
Merck & Co Inc |
|
|
216,285 |
|
|
|
28,539 |
|
Novartis AG ADR |
|
|
108,252 |
|
|
|
10,471 |
|
Organon & Co |
|
|
194,462 |
|
|
|
3,656 |
|
Pfizer Inc |
|
|
620,201 |
|
|
|
17,211 |
|
QuidelOrtho Corp * |
|
|
11,618 |
|
|
|
557 |
|
Sanofi SA ADR |
|
|
48,458 |
|
|
|
2,355 |
|
United Therapeutics Corp * |
|
|
4,527 |
|
|
|
1,040 |
|
Viatris Inc, Cl W |
|
|
487,079 |
|
|
|
5,816 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
203,990 |
|
Industrials — 11.9% |
|
|
|
|
3M Co |
|
|
15,737 |
|
|
|
1,669 |
|
AerCap Holdings NV * |
|
|
86,406 |
|
|
|
7,510 |
|
AGCO Corp |
|
|
31,476 |
|
|
|
3,872 |
|
Alaska Air Group Inc * |
|
|
75,140 |
|
|
|
3,230 |
|
Allison Transmission Holdings Inc |
|
|
64,771 |
|
|
|
5,257 |
|
Caterpillar Inc, Cl A |
|
|
7,394 |
|
|
|
2,709 |
|
Chart Industries Inc * |
|
|
21,124 |
|
|
|
3,480 |
|
CNH Industrial NV |
|
|
102,959 |
|
|
|
1,334 |
|
Cummins Inc |
|
|
22,603 |
|
|
|
6,660 |
|
Delta Air Lines Inc, Cl A |
|
|
161,817 |
|
|
|
7,746 |
|
Expeditors International of Washington Inc |
|
|
2,266 |
|
|
|
276 |
|
FedEx Corp |
|
|
36,738 |
|
|
|
10,644 |
|
General Dynamics Corp |
|
|
60,416 |
|
|
|
17,067 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
15,488 |
|
|
|
4,514 |
|
Johnson Controls International PLC |
|
|
211,220 |
|
|
|
13,797 |
|
Lockheed Martin Corp |
|
|
5,386 |
|
|
|
2,450 |
|
ManpowerGroup Inc |
|
|
42,383 |
|
|
|
3,291 |
|
Oshkosh Corp |
|
|
10,013 |
|
|
|
1,249 |
|
Owens Corning |
|
|
35,493 |
|
|
|
5,920 |
|
PACCAR Inc |
|
|
31,704 |
|
|
|
3,928 |
|
RTX Corp |
|
|
178,677 |
|
|
|
17,426 |
|
Ryder System Inc |
|
|
31,013 |
|
|
|
3,727 |
|
Siemens AG ADR |
|
|
106,452 |
|
|
|
10,159 |
|
Snap-on Inc |
|
|
18,096 |
|
|
|
5,360 |
|
Textron Inc |
|
|
59,630 |
|
|
|
5,720 |
|
Timken Co/The |
|
|
47,421 |
|
|
|
4,146 |
|
United Airlines Holdings Inc * |
|
|
38,423 |
|
|
|
1,840 |
|
United Parcel Service Inc, Cl B |
|
|
69,337 |
|
|
|
10,306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
165,287 |
|
Information Technology — 9.5% |
|
|
|
|
Amdocs Ltd |
|
|
62,453 |
|
|
|
5,644 |
|
Amkor Technology Inc |
|
|
102,883 |
|
|
|
3,317 |
|
Applied Materials Inc |
|
|
21,459 |
|
|
|
4,425 |
|
Arrow Electronics Inc, Cl A * |
|
|
28,506 |
|
|
|
3,690 |
|
Broadcom Inc |
|
|
11,677 |
|
|
|
15,477 |
|
Cirrus Logic Inc * |
|
|
18,558 |
|
|
|
1,718 |
|
Cisco Systems Inc |
|
|
341,952 |
|
|
|
17,067 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
20,330 |
|
|
|
1,490 |
|
Dell Technologies Inc, Cl C |
|
|
50,452 |
|
|
|
5,757 |
|
DXC Technology Co * |
|
|
112,302 |
|
|
|
2,382 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Value Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Flex Ltd * |
|
|
72,201 |
|
|
$ |
2,066 |
|
Hewlett Packard Enterprise Co |
|
|
337,327 |
|
|
|
5,981 |
|
HP Inc |
|
|
257,060 |
|
|
|
7,768 |
|
Intel Corp |
|
|
285,019 |
|
|
|
12,589 |
|
International Business Machines Corp |
|
|
24,115 |
|
|
|
4,605 |
|
Jabil Inc |
|
|
41,300 |
|
|
|
5,532 |
|
Micron Technology Inc |
|
|
40,143 |
|
|
|
4,732 |
|
Microsoft Corp |
|
|
28,296 |
|
|
|
11,905 |
|
QUALCOMM Inc |
|
|
19,370 |
|
|
|
3,279 |
|
Skyworks Solutions Inc |
|
|
18,986 |
|
|
|
2,057 |
|
Teradyne Inc |
|
|
48,311 |
|
|
|
5,451 |
|
Vontier Corp |
|
|
120,661 |
|
|
|
5,473 |
|
Xerox Holdings Corp |
|
|
13,557 |
|
|
|
243 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
132,648 |
|
Materials — 4.5% |
|
|
|
|
Berry Global Group Inc |
|
|
26,280 |
|
|
|
1,589 |
|
Crown Holdings Inc |
|
|
45,761 |
|
|
|
3,627 |
|
Dow Inc |
|
|
320,918 |
|
|
|
18,591 |
|
Eastman Chemical Co |
|
|
47,072 |
|
|
|
4,718 |
|
FMC Corp |
|
|
84,720 |
|
|
|
5,397 |
|
Freeport-McMoRan Inc, Cl B |
|
|
13,518 |
|
|
|
636 |
|
Graphic Packaging Holding Co |
|
|
51,887 |
|
|
|
1,514 |
|
LyondellBasell Industries NV, Cl A |
|
|
46,631 |
|
|
|
4,769 |
|
Mosaic Co/The |
|
|
52,568 |
|
|
|
1,706 |
|
Newmont Corp |
|
|
65,956 |
|
|
|
2,364 |
|
O-I Glass Inc, Cl I * |
|
|
56,355 |
|
|
|
935 |
|
Reliance Inc |
|
|
25,126 |
|
|
|
8,397 |
|
Steel Dynamics Inc |
|
|
42,977 |
|
|
|
6,370 |
|
Sylvamo Corp |
|
|
31,045 |
|
|
|
1,917 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,530 |
|
Real Estate — 2.8% |
|
|
|
|
Crown Castle Inc ‡ |
|
|
45,525 |
|
|
|
4,818 |
|
Healthpeak Properties Inc ‡ |
|
|
552,456 |
|
|
|
10,358 |
|
Host Hotels & Resorts Inc ‡ |
|
|
223,250 |
|
|
|
4,617 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Howard Hughes Holdings Inc * |
|
|
44,213 |
|
|
$ |
3,211 |
|
Omega Healthcare Investors Inc ‡ |
|
|
77,424 |
|
|
|
2,452 |
|
Sabra Health Care REIT Inc ‡ |
|
|
143,789 |
|
|
|
2,124 |
|
Service Properties Trust ‡ |
|
|
92,900 |
|
|
|
630 |
|
VICI Properties Inc, Cl A ‡ |
|
|
340,826 |
|
|
|
10,153 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,363 |
|
Utilities — 4.4% |
|
|
|
|
Duke Energy Corp |
|
|
126,669 |
|
|
|
12,250 |
|
Edison International |
|
|
88,155 |
|
|
|
6,235 |
|
FirstEnergy Corp |
|
|
162,155 |
|
|
|
6,263 |
|
NextEra Energy Inc |
|
|
195,794 |
|
|
|
12,513 |
|
NRG Energy Inc |
|
|
166,631 |
|
|
|
11,279 |
|
UGI Corp |
|
|
205,639 |
|
|
|
5,046 |
|
Vistra Corp |
|
|
107,392 |
|
|
|
7,480 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,066 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $902,386) ($ Thousands) |
|
|
|
|
|
|
1,376,746 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(A) |
|
|
43,392 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $43) ($ Thousands) |
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
12,138,925 |
|
|
|
12,139 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,139) ($ Thousands) |
|
|
|
|
|
|
12,139 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $914,568) ($ Thousands) |
|
$ |
1,388,925 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
17 |
|
|
|
Jun-2024 |
|
|
$ |
4,497 |
|
|
$ |
4,512 |
|
|
$ |
15 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
13 |
|
|
|
Jun-2024 |
|
|
|
3,911 |
|
|
|
4,001 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
8,408 |
|
|
$ |
8,513 |
|
|
$ |
105 |
|
SEI Institutional Managed Trust
|
Percentages are based on Net Assets of $1,390,743 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $40 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,376,746 |
|
|
|
– |
|
|
|
– |
|
|
|
1,376,746 |
|
Affiliated Partnership |
|
|
– |
|
|
|
40 |
|
|
|
– |
|
|
|
40 |
|
Cash Equivalent |
|
|
12,139 |
|
|
|
– |
|
|
|
– |
|
|
|
12,139 |
|
Total Investments in Securities |
|
|
1,388,885 |
|
|
|
40 |
|
|
|
– |
|
|
|
1,388,925 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
105 |
|
|
|
– |
|
|
|
– |
|
|
|
105 |
|
Total Other Financial Instruments |
|
|
105 |
|
|
|
– |
|
|
|
– |
|
|
|
105 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
38 |
|
|
$ |
36,430 |
|
|
$ |
(36,424 |
) |
|
$ |
(6 |
) |
|
$ |
2 |
|
|
$ |
40 |
|
|
$ |
13 |
|
|
$ |
3 |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,541 |
|
|
|
107,766 |
|
|
|
(105,168 |
) |
|
|
— |
|
|
|
— |
|
|
|
12,139 |
|
|
|
264 |
|
|
|
— |
|
Totals |
|
$ |
9,579 |
|
|
$ |
144,196 |
|
|
$ |
(141,592 |
) |
|
$ |
(6 |
) |
|
$ |
2 |
|
|
$ |
12,179 |
|
|
$ |
277 |
|
|
$ |
3 |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Growth Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 96.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 11.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
336,106 |
|
|
$ |
50,728 |
|
Alphabet Inc, Cl C * |
|
|
146,057 |
|
|
|
22,239 |
|
Liberty Global PLC * |
|
|
8,013 |
|
|
|
141 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
48,942 |
|
|
|
3,211 |
|
Meta Platforms Inc, Cl A |
|
|
130,343 |
|
|
|
63,291 |
|
Netflix Inc * |
|
|
28,641 |
|
|
|
17,395 |
|
News Corp, Cl A |
|
|
123 |
|
|
|
3 |
|
Pinterest Inc, Cl A * |
|
|
162,136 |
|
|
|
5,621 |
|
Spotify Technology SA * |
|
|
9,586 |
|
|
|
2,530 |
|
Trade Desk Inc/The, Cl A * |
|
|
18,449 |
|
|
|
1,613 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
64,022 |
|
|
|
1,026 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
167,798 |
|
Consumer Discretionary — 12.6% |
|
|
|
|
ADT Inc |
|
|
22,006 |
|
|
|
148 |
|
Amazon.com Inc, Cl A * |
|
|
333,263 |
|
|
|
60,114 |
|
AutoZone Inc * |
|
|
7,672 |
|
|
|
24,179 |
|
Booking Holdings Inc |
|
|
1,418 |
|
|
|
5,144 |
|
Burlington Stores Inc * |
|
|
9,786 |
|
|
|
2,272 |
|
Coupang Inc, Cl A * |
|
|
128,149 |
|
|
|
2,280 |
|
Deckers Outdoor Corp * |
|
|
5,404 |
|
|
|
5,087 |
|
DoorDash Inc, Cl A * |
|
|
11,728 |
|
|
|
1,615 |
|
DR Horton Inc |
|
|
8,775 |
|
|
|
1,444 |
|
DraftKings Inc, Cl A * |
|
|
143,166 |
|
|
|
6,501 |
|
Expedia Group Inc * |
|
|
6,609 |
|
|
|
910 |
|
Gap Inc/The |
|
|
44,679 |
|
|
|
1,231 |
|
General Motors Co |
|
|
59,994 |
|
|
|
2,721 |
|
H&R Block Inc |
|
|
24,030 |
|
|
|
1,180 |
|
Home Depot Inc/The |
|
|
10,655 |
|
|
|
4,087 |
|
Las Vegas Sands Corp |
|
|
4,439 |
|
|
|
230 |
|
Lowe's Cos Inc |
|
|
58,437 |
|
|
|
14,886 |
|
Lululemon Athletica Inc * |
|
|
4,683 |
|
|
|
1,829 |
|
Marriott International Inc/MD, Cl A |
|
|
1,095 |
|
|
|
276 |
|
MercadoLibre Inc * |
|
|
5,198 |
|
|
|
7,859 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Meritage Homes Corp |
|
|
7,218 |
|
|
$ |
1,267 |
|
Mobileye Global Inc, Cl A * |
|
|
149,671 |
|
|
|
4,812 |
|
NIKE Inc, Cl B |
|
|
55,769 |
|
|
|
5,241 |
|
PVH Corp |
|
|
9,127 |
|
|
|
1,283 |
|
Ralph Lauren Corp, Cl A |
|
|
4,727 |
|
|
|
888 |
|
Starbucks Corp |
|
|
7,816 |
|
|
|
714 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
15,545 |
|
|
|
966 |
|
Tesla Inc * |
|
|
12,401 |
|
|
|
2,180 |
|
TJX Cos Inc/The |
|
|
192,210 |
|
|
|
19,494 |
|
Toll Brothers Inc |
|
|
25,698 |
|
|
|
3,325 |
|
Wingstop Inc, Cl A |
|
|
4,740 |
|
|
|
1,737 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
185,900 |
|
Consumer Staples — 4.0% |
|
|
|
|
Celsius Holdings Inc * |
|
|
19,982 |
|
|
|
1,657 |
|
Colgate-Palmolive Co |
|
|
123,761 |
|
|
|
11,145 |
|
Costco Wholesale Corp |
|
|
7,278 |
|
|
|
5,332 |
|
General Mills Inc |
|
|
3,004 |
|
|
|
210 |
|
Kenvue Inc |
|
|
172,720 |
|
|
|
3,706 |
|
Kraft Heinz Co/The |
|
|
56,757 |
|
|
|
2,094 |
|
Kroger Co/The |
|
|
49,523 |
|
|
|
2,829 |
|
Maplebear Inc * |
|
|
30,082 |
|
|
|
1,122 |
|
Mondelez International Inc, Cl A |
|
|
91,916 |
|
|
|
6,434 |
|
PepsiCo Inc |
|
|
127,419 |
|
|
|
22,300 |
|
Procter & Gamble Co/The |
|
|
8,197 |
|
|
|
1,330 |
|
Target Corp, Cl A |
|
|
5,923 |
|
|
|
1,050 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,209 |
|
Energy — 0.6% |
|
|
|
|
Cheniere Energy Inc |
|
|
13,494 |
|
|
|
2,176 |
|
Diamondback Energy Inc, Cl A |
|
|
11,735 |
|
|
|
2,326 |
|
EQT Corp |
|
|
3,939 |
|
|
|
146 |
|
Marathon Oil Corp |
|
|
37,117 |
|
|
|
1,052 |
|
PBF Energy Inc, Cl A |
|
|
14,148 |
|
|
|
814 |
|
TechnipFMC PLC |
|
|
70,977 |
|
|
|
1,782 |
|
Transocean Ltd * |
|
|
104,236 |
|
|
|
655 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,951 |
|
Financials — 8.3% |
|
|
|
|
Affirm Holdings Inc, Cl A * |
|
|
17,762 |
|
|
|
662 |
|
Ares Management Corp, Cl A |
|
|
7,714 |
|
|
|
1,026 |
|
BlackRock Inc |
|
|
541 |
|
|
|
451 |
|
Block Inc, Cl A * |
|
|
16,790 |
|
|
|
1,420 |
|
Brown & Brown Inc |
|
|
2,596 |
|
|
|
227 |
|
Capital One Financial Corp |
|
|
15,146 |
|
|
|
2,255 |
|
Cboe Global Markets Inc |
|
|
24,286 |
|
|
|
4,462 |
|
Citigroup Inc |
|
|
16,875 |
|
|
|
1,067 |
|
CME Group Inc, Cl A |
|
|
74,460 |
|
|
|
16,031 |
|
Comerica Inc |
|
|
17,772 |
|
|
|
977 |
|
Evercore Inc, Cl A |
|
|
9,587 |
|
|
|
1,846 |
|
FactSet Research Systems Inc |
|
|
16,535 |
|
|
|
7,513 |
|
First Horizon Corp |
|
|
18,776 |
|
|
|
289 |
|
Fiserv Inc, Cl A * |
|
|
14,258 |
|
|
|
2,279 |
|
JPMorgan Chase & Co |
|
|
16,757 |
|
|
|
3,357 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kinsale Capital Group Inc |
|
|
2,175 |
|
|
$ |
1,141 |
|
Mastercard Inc, Cl A |
|
|
46,869 |
|
|
|
22,571 |
|
MGIC Investment Corp |
|
|
32,016 |
|
|
|
716 |
|
Moody's Corp |
|
|
54,332 |
|
|
|
21,354 |
|
MSCI Inc, Cl A |
|
|
17,647 |
|
|
|
9,890 |
|
PayPal Holdings Inc * |
|
|
7,377 |
|
|
|
494 |
|
S&P Global Inc |
|
|
7,852 |
|
|
|
3,341 |
|
State Street Corp |
|
|
9,945 |
|
|
|
769 |
|
Visa Inc, Cl A |
|
|
50,293 |
|
|
|
14,036 |
|
Wells Fargo & Co |
|
|
54,134 |
|
|
|
3,138 |
|
Western Union Co/The |
|
|
90,918 |
|
|
|
1,271 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,583 |
|
Health Care — 10.3% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
11,913 |
|
|
|
447 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
16,983 |
|
|
|
1,345 |
|
Akero Therapeutics Inc * |
|
|
6,887 |
|
|
|
174 |
|
Amgen Inc, Cl A |
|
|
8,396 |
|
|
|
2,387 |
|
Apellis Pharmaceuticals Inc * |
|
|
7,113 |
|
|
|
418 |
|
Becton Dickinson & Co |
|
|
28,159 |
|
|
|
6,968 |
|
Boston Scientific Corp * |
|
|
92,572 |
|
|
|
6,340 |
|
Bruker Corp |
|
|
5,228 |
|
|
|
491 |
|
Cardinal Health Inc |
|
|
18,982 |
|
|
|
2,124 |
|
Cencora Inc, Cl A |
|
|
29,578 |
|
|
|
7,187 |
|
CVS Health Corp |
|
|
1,613 |
|
|
|
129 |
|
Danaher Corp, Cl A |
|
|
4,649 |
|
|
|
1,161 |
|
DaVita Inc * |
|
|
3,983 |
|
|
|
550 |
|
Doximity Inc, Cl A * |
|
|
34,929 |
|
|
|
940 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
6,004 |
|
|
|
574 |
|
Eli Lilly & Co |
|
|
33,680 |
|
|
|
26,202 |
|
Exelixis Inc * |
|
|
7,998 |
|
|
|
190 |
|
HCA Healthcare Inc |
|
|
5,271 |
|
|
|
1,758 |
|
Humana Inc |
|
|
4,299 |
|
|
|
1,490 |
|
Immunovant Inc * |
|
|
12,214 |
|
|
|
395 |
|
Johnson & Johnson |
|
|
65,574 |
|
|
|
10,373 |
|
McKesson Corp |
|
|
19,718 |
|
|
|
10,586 |
|
Medpace Holdings Inc * |
|
|
3,278 |
|
|
|
1,325 |
|
Mettler-Toledo International Inc * |
|
|
6,049 |
|
|
|
8,053 |
|
Natera Inc * |
|
|
111,259 |
|
|
|
10,176 |
|
Neurocrine Biosciences Inc * |
|
|
309 |
|
|
|
43 |
|
Nuvalent Inc, Cl A * |
|
|
9,907 |
|
|
|
744 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,590 |
|
|
|
3,455 |
|
Sarepta Therapeutics Inc * |
|
|
3,191 |
|
|
|
413 |
|
Stryker Corp |
|
|
24,972 |
|
|
|
8,937 |
|
Tenet Healthcare Corp * |
|
|
3,790 |
|
|
|
398 |
|
UnitedHealth Group Inc |
|
|
57,628 |
|
|
|
28,509 |
|
Universal Health Services Inc, Cl B |
|
|
2,671 |
|
|
|
487 |
|
Vaxcyte Inc * |
|
|
22,889 |
|
|
|
1,563 |
|
Vertex Pharmaceuticals Inc * |
|
|
10,465 |
|
|
|
4,374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
150,706 |
|
Industrials — 8.0% |
|
|
|
|
API Group Corp * |
|
|
7,964 |
|
|
|
313 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Boeing Co/The * |
|
|
2,297 |
|
|
$ |
443 |
|
Builders FirstSource Inc * |
|
|
4,669 |
|
|
|
974 |
|
Carrier Global Corp |
|
|
212,427 |
|
|
|
12,348 |
|
Caterpillar Inc, Cl A |
|
|
1,996 |
|
|
|
731 |
|
Core & Main Inc, Cl A * |
|
|
76,193 |
|
|
|
4,362 |
|
Eaton Corp PLC |
|
|
4,259 |
|
|
|
1,332 |
|
EMCOR Group Inc |
|
|
1,540 |
|
|
|
539 |
|
FedEx Corp |
|
|
2,509 |
|
|
|
727 |
|
GFL Environmental Inc |
|
|
181,868 |
|
|
|
6,274 |
|
Graco Inc |
|
|
103,678 |
|
|
|
9,690 |
|
HEICO Corp, Cl A |
|
|
25,850 |
|
|
|
3,979 |
|
Lennox International Inc |
|
|
6,929 |
|
|
|
3,387 |
|
Lockheed Martin Corp |
|
|
6,770 |
|
|
|
3,079 |
|
Masco Corp |
|
|
12,649 |
|
|
|
998 |
|
Middleby Corp/The * |
|
|
44,551 |
|
|
|
7,163 |
|
NEXTracker Inc, Cl A * |
|
|
9,387 |
|
|
|
528 |
|
Northrop Grumman Corp |
|
|
652 |
|
|
|
312 |
|
Otis Worldwide Corp |
|
|
114,835 |
|
|
|
11,400 |
|
Owens Corning |
|
|
3,085 |
|
|
|
515 |
|
RTX Corp |
|
|
26,243 |
|
|
|
2,560 |
|
Saia Inc * |
|
|
2,505 |
|
|
|
1,465 |
|
Textron Inc |
|
|
4,204 |
|
|
|
403 |
|
Trane Technologies PLC |
|
|
25,693 |
|
|
|
7,713 |
|
TransDigm Group Inc |
|
|
5,110 |
|
|
|
6,294 |
|
TransUnion |
|
|
13,525 |
|
|
|
1,079 |
|
Uber Technologies Inc * |
|
|
61,524 |
|
|
|
4,737 |
|
United Airlines Holdings Inc * |
|
|
36,184 |
|
|
|
1,733 |
|
Vertiv Holdings Co, Cl A |
|
|
118,799 |
|
|
|
9,702 |
|
WESCO International Inc |
|
|
14,085 |
|
|
|
2,413 |
|
Westinghouse Air Brake Technologies Corp |
|
|
70,017 |
|
|
|
10,200 |
|
XPO Inc * |
|
|
3,938 |
|
|
|
481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,874 |
|
Information Technology — 38.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
2,766 |
|
|
|
959 |
|
Adobe Inc * |
|
|
38,138 |
|
|
|
19,244 |
|
Advanced Micro Devices Inc * |
|
|
51,302 |
|
|
|
9,260 |
|
Allegro MicroSystems Inc * |
|
|
19,539 |
|
|
|
527 |
|
Analog Devices Inc |
|
|
68,390 |
|
|
|
13,527 |
|
Apple Inc |
|
|
503,222 |
|
|
|
86,293 |
|
Applied Materials Inc |
|
|
66,326 |
|
|
|
13,678 |
|
AppLovin Corp, Cl A * |
|
|
61,854 |
|
|
|
4,282 |
|
Arista Networks Inc * |
|
|
42,466 |
|
|
|
12,314 |
|
Arrow Electronics Inc, Cl A * |
|
|
4,975 |
|
|
|
644 |
|
Atlassian Corp, Cl A * |
|
|
3,131 |
|
|
|
611 |
|
Autodesk Inc, Cl A * |
|
|
11,555 |
|
|
|
3,009 |
|
Broadcom Inc |
|
|
15,630 |
|
|
|
20,716 |
|
Cadence Design Systems Inc * |
|
|
39,889 |
|
|
|
12,417 |
|
Cloudflare Inc, Cl A * |
|
|
3,326 |
|
|
|
322 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
40,450 |
|
|
|
12,968 |
|
Dell Technologies Inc, Cl C |
|
|
1,440 |
|
|
|
164 |
|
DocuSign Inc, Cl A * |
|
|
18,409 |
|
|
|
1,096 |
|
Dropbox Inc, Cl A * |
|
|
24,947 |
|
|
|
606 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Fair Isaac Corp * |
|
|
1,615 |
|
|
$ |
2,018 |
|
Fortinet Inc * |
|
|
19,010 |
|
|
|
1,299 |
|
Hewlett Packard Enterprise Co |
|
|
127,877 |
|
|
|
2,267 |
|
HubSpot Inc * |
|
|
12,489 |
|
|
|
7,825 |
|
Intel Corp |
|
|
11,524 |
|
|
|
509 |
|
Intuit Inc |
|
|
15,626 |
|
|
|
10,157 |
|
KLA Corp |
|
|
6,979 |
|
|
|
4,875 |
|
Lattice Semiconductor Corp * |
|
|
7,396 |
|
|
|
579 |
|
Manhattan Associates Inc * |
|
|
22,073 |
|
|
|
5,523 |
|
Marvell Technology Inc |
|
|
111,773 |
|
|
|
7,922 |
|
Micron Technology Inc |
|
|
66,446 |
|
|
|
7,833 |
|
Microsoft Corp |
|
|
410,690 |
|
|
|
172,786 |
|
MongoDB Inc, Cl A * |
|
|
11,515 |
|
|
|
4,130 |
|
Monolithic Power Systems Inc |
|
|
789 |
|
|
|
534 |
|
NVIDIA Corp |
|
|
77,322 |
|
|
|
69,865 |
|
Oracle Corp, Cl B |
|
|
116,910 |
|
|
|
14,685 |
|
Palo Alto Networks Inc * |
|
|
439 |
|
|
|
125 |
|
Pegasystems Inc |
|
|
17,636 |
|
|
|
1,140 |
|
Pure Storage Inc, Cl A * |
|
|
5,215 |
|
|
|
271 |
|
QUALCOMM Inc |
|
|
4,117 |
|
|
|
697 |
|
Salesforce Inc |
|
|
5,110 |
|
|
|
1,539 |
|
SentinelOne Inc, Cl A * |
|
|
13,267 |
|
|
|
309 |
|
ServiceNow Inc * |
|
|
7,619 |
|
|
|
5,809 |
|
Smartsheet Inc, Cl A * |
|
|
3,268 |
|
|
|
126 |
|
Snowflake Inc, Cl A * |
|
|
6,507 |
|
|
|
1,052 |
|
Synopsys Inc * |
|
|
18,207 |
|
|
|
10,405 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
63,008 |
|
|
|
8,572 |
|
TE Connectivity Ltd |
|
|
2,352 |
|
|
|
342 |
|
Tenable Holdings Inc * |
|
|
10,259 |
|
|
|
507 |
|
Teradata Corp * |
|
|
46,386 |
|
|
|
1,794 |
|
UiPath Inc, Cl A * |
|
|
70,202 |
|
|
|
1,591 |
|
Zscaler Inc * |
|
|
2,157 |
|
|
|
416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
560,139 |
|
Materials — 2.3% |
|
|
|
|
Ecolab Inc |
|
|
3,091 |
|
|
|
714 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Linde PLC |
|
|
30,633 |
|
|
$ |
14,223 |
|
Martin Marietta Materials Inc, Cl A |
|
|
6,472 |
|
|
|
3,973 |
|
Packaging Corp of America |
|
|
8,028 |
|
|
|
1,524 |
|
Sherwin-Williams Co/The, Cl A |
|
|
37,452 |
|
|
|
13,008 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,442 |
|
Real Estate — 0.4% |
|
|
|
|
Brixmor Property Group Inc ‡ |
|
|
78,863 |
|
|
|
1,849 |
|
Invitation Homes Inc ‡ |
|
|
48,076 |
|
|
|
1,712 |
|
Iron Mountain Inc ‡ |
|
|
3,498 |
|
|
|
281 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
12,275 |
|
|
|
1,466 |
|
STAG Industrial Inc ‡ |
|
|
6,335 |
|
|
|
243 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,551 |
|
Utilities — 0.2% |
|
|
|
|
Dominion Energy Inc |
|
|
49,818 |
|
|
|
2,451 |
|
Entergy Corp |
|
|
1,392 |
|
|
|
147 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,598 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $657,045) ($ Thousands) |
|
|
|
|
|
|
1,414,751 |
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION — 2.1% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
5.253%, 05/30/2024 (A) |
|
$ |
30,902 |
|
|
|
30,636 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $30,640) ($ Thousands) |
|
|
30,636 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
21,161,380 |
|
|
|
21,161 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $21,161) ($ Thousands) |
|
|
|
|
|
|
21,161 |
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $708,846) ($ Thousands) |
|
$ |
1,466,548 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
7 |
|
|
|
Jun-2024 |
|
|
$ |
741 |
|
|
$ |
752 |
|
|
$ |
11 |
|
S&P 500 Index E-MINI |
|
|
37 |
|
|
|
Jun-2024 |
|
|
|
9,758 |
|
|
|
9,820 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
10,499 |
|
|
$ |
10,572 |
|
|
$ |
73 |
|
SEI Institutional Managed Trust
A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
United States Custom Basket of Securities |
|
|
New York Federal
Overnight Bank Fund
Rate + 0.40% |
|
|
|
Asset Returns |
|
|
|
Annually |
|
|
|
09/15/2025 |
|
|
|
USD |
|
|
|
36,513 |
|
|
$ |
2,511 |
|
|
$ |
– |
|
|
$ |
2,511 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,511 |
|
|
$ |
– |
|
|
$ |
2,511 |
|
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of March 31, 2024:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
5,447 |
|
LAM RESEARCH CORP REGISTERED SHS |
|
$ |
4,957 |
|
|
$ |
334 |
|
|
|
13.6 |
% |
| |
|
22,500 |
|
SIMON PROPERTY GROUP INC REGISTERED SHS |
|
|
3,392 |
|
|
|
164 |
|
|
|
9.3 |
|
| |
|
13,406 |
|
EQUIFAX INC REGISTERED SHS |
|
|
3,391 |
|
|
|
187 |
|
|
|
9.3 |
|
| |
|
20,873 |
|
ALLSTATE CORP REGISTERED SHS |
|
|
3,386 |
|
|
|
237 |
|
|
|
9.3 |
|
| |
|
80,641 |
|
SYNCHRONY FINANCIAL REGISTERED SHS |
|
|
3,369 |
|
|
|
100 |
|
|
|
9.2 |
|
| |
|
14,336 |
|
TRAVELERS COMPANIES INC REGISTERED SHS |
|
|
3,167 |
|
|
|
139 |
|
|
|
8.7 |
|
| |
|
28,367 |
|
CARDINAL HEALTH INC REGISTERED SHS |
|
|
3,138 |
|
|
|
43 |
|
|
|
8.6 |
|
| |
|
23,994 |
|
ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY |
|
|
3,093 |
|
|
|
235 |
|
|
|
8.5 |
|
| |
|
7,836 |
|
GOLDMAN SACHS GROUP INC REGISTERED SHS |
|
|
3,034 |
|
|
|
253 |
|
|
|
8.3 |
|
| |
|
22,412 |
|
INTERCONTINENTAL EXCHANGE INC REGISTERED SHS |
|
|
3,018 |
|
|
|
65 |
|
|
|
8.3 |
|
| |
|
15,094 |
|
ATLASSIAN CORP REGISTERED SHS -A- |
|
|
2,941 |
|
|
|
(2 |
) |
|
|
8.1 |
|
| |
|
54,025 |
|
US FOODS HOLDING CORP REGISTERED SHS |
|
|
2,918 |
|
|
|
(9 |
) |
|
|
8.0 |
|
| |
|
46,037 |
|
NUTANIX INC REGISTERED SHS -A- |
|
|
2,907 |
|
|
|
(72 |
) |
|
|
8.0 |
|
| |
|
26,700 |
|
DELL TECHNOLOGIES INC REGISTERED SHS -C- |
|
|
2,857 |
|
|
|
183 |
|
|
|
7.8 |
|
| |
|
39,575 |
|
EDISON INTERNATIONAL REGISTERED SHS |
|
|
2,723 |
|
|
|
101 |
|
|
|
7.5 |
|
| |
|
24,134 |
|
PULTEGROUP INC REGISTERED SHS |
|
|
2,676 |
|
|
|
233 |
|
|
|
7.3 |
|
| |
|
22,831 |
|
GODADDY INC REGISTERED SHS -A- |
|
|
2,676 |
|
|
|
28 |
|
|
|
7.3 |
|
| |
|
28,698 |
|
TEXTRON INC REGISTERED SHS |
|
|
2,666 |
|
|
|
81 |
|
|
|
7.3 |
|
| |
|
17,252 |
|
AGILENT TECHNOLOGIES INC REGISTERED SHS |
|
|
2,544 |
|
|
|
(40 |
) |
|
|
7.0 |
|
| |
|
3,709 |
|
UNITED RENTALS INC REGISTERED SHS |
|
|
2,506 |
|
|
|
163 |
|
|
|
6.9 |
|
| |
|
14,648 |
|
GE AEROSPACE REGISTERED SHS |
|
|
2,474 |
|
|
|
91 |
|
|
|
6.8 |
|
| |
|
1,958 |
|
BROADCOM INC REGISTERED SHS |
|
|
2,419 |
|
|
|
233 |
|
|
|
6.6 |
|
| |
|
8,900 |
|
WORKDAY INC SHS -A- |
|
|
2,388 |
|
|
|
34 |
|
|
|
6.5 |
|
| |
|
91,729 |
|
NEWS CORP REGISTERED SHS -A- |
|
|
2,340 |
|
|
|
65 |
|
|
|
6.4 |
|
| |
|
30,182 |
|
ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS |
|
|
2,272 |
|
|
|
182 |
|
|
|
6.2 |
|
| |
|
139,277 |
|
CARNIVAL CORPORATION SHS |
|
|
2,265 |
|
|
|
6 |
|
|
|
6.2 |
|
| |
|
16,888 |
|
EXPEDIA GROUP INC REGISTERED SHS |
|
|
2,262 |
|
|
|
59 |
|
|
|
6.2 |
|
| |
|
45,062 |
|
PURE STORAGE INC REGISTERED SHS -A- |
|
|
2,251 |
|
|
|
86 |
|
|
|
6.2 |
|
| |
|
28,775 |
|
CVS HEALTH CORP REGISTERED SHS |
|
|
2,227 |
|
|
|
63 |
|
|
|
6.1 |
|
| |
|
112,451 |
|
NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS |
|
|
2,182 |
|
|
|
204 |
|
|
|
6.0 |
|
| |
|
90,888 |
|
DROPBOX INC REGISTERED SHS -A- |
|
|
2,165 |
|
|
|
38 |
|
|
|
5.9 |
|
| |
|
50,586 |
|
INTEL CORP REGISTERED SHS |
|
|
2,160 |
|
|
|
70 |
|
|
|
5.9 |
|
| |
|
11,614 |
|
BOEING CO REGISTERED SHS |
|
|
2,120 |
|
|
|
116 |
|
|
|
5.8 |
|
| |
|
17,353 |
|
TOLL BROTHERS INC REGISTERED SHS |
|
|
2,088 |
|
|
|
152 |
|
|
|
5.7 |
|
| |
|
3,377 |
|
NETFLIX INC REGISTERED SHS |
|
|
2,046 |
|
|
|
0 |
|
|
|
5.6 |
|
| |
|
7,644 |
|
FEDEX CORP REGISTERED SHS |
|
|
1,936 |
|
|
|
284 |
|
|
|
5.3 |
|
| |
|
25,359 |
|
UBER TECHNOLOGIES INC REGISTERED SHS |
|
|
1,929 |
|
|
|
19 |
|
|
|
5.3 |
|
| |
|
38,765 |
|
COMERICA INC REGISTERED SHS |
|
|
1,918 |
|
|
|
222 |
|
|
|
5.3 |
|
| |
|
20,299 |
|
MICRON TECHNOLOGY INC REGISTERED SHS |
|
|
1,893 |
|
|
|
498 |
|
|
|
5.2 |
|
| |
|
107,025 |
|
LIBERTY GLOBAL LTD 3REGISTERED SHS -C- |
|
|
1,873 |
|
|
|
11 |
|
|
|
5.1 |
|
| |
|
24,280 |
|
TRANSUNION REGISTERED SHS |
|
|
1,868 |
|
|
|
67 |
|
|
|
5.1 |
|
| |
|
22,033 |
|
POPULAR INC REGISTERED SHS |
|
|
1,813 |
|
|
|
135 |
|
|
|
5.0 |
|
| |
|
27,960 |
|
PAYPAL HOLDINGS INC REGISTERED SHS |
|
|
1,757 |
|
|
|
112 |
|
|
|
4.8 |
|
| |
|
27,382 |
|
INCYTE CORP REGISTERED SHS |
|
|
1,595 |
|
|
|
(39 |
) |
|
|
4.4 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
4,054 |
|
EVEREST GROUP LTD REGISTERED SHS |
|
$ |
1,593 |
|
|
$ |
22 |
|
|
|
4.4 |
% |
| |
|
21,364 |
|
MASCO CORP REGISTERED SHS |
|
|
1,584 |
|
|
|
97 |
|
|
|
4.3 |
|
| |
|
36,080 |
|
SMARTSHEET INC REGISTERED SHS -A- |
|
|
1,375 |
|
|
|
11 |
|
|
|
3.8 |
|
| |
|
6,884 |
|
ZSCALER INC REGISTERED SHS |
|
|
1,336 |
|
|
|
(13 |
) |
|
|
3.7 |
|
| |
|
19,374 |
|
FORTINET INC REGISTERED SHS |
|
|
1,293 |
|
|
|
28 |
|
|
|
3.5 |
|
| |
|
22,467 |
|
TAYLOR MORRISON HOME CORPORATION REGISTERED SHS |
|
|
1,268 |
|
|
|
125 |
|
|
|
3.5 |
|
| |
|
106,138 |
|
VIATRIS INC REGISTERED SHS |
|
|
1,319 |
|
|
|
10 |
|
|
|
3.5 |
|
| |
|
34,965 |
|
INVITATION HOMES INC REGISTERED SHS |
|
|
1,311 |
|
|
|
30 |
|
|
|
3.3 |
|
| |
|
79,973 |
|
KEYCORP REGISTERED SHS |
|
|
1,280 |
|
|
|
104 |
|
|
|
3.2 |
|
| |
|
50,138 |
|
EXELIXIS INC REGISTERED SHS |
|
|
1,265 |
|
|
|
35 |
|
|
|
3.2 |
|
| |
|
1,475 |
|
ELI LILLY & CO REGISTERED SHS |
|
|
1,239 |
|
|
|
11 |
|
|
|
3.1 |
|
| |
|
6,966 |
|
CHENIERE ENERGY INC REGISTERED SHS |
|
|
1,217 |
|
|
|
(3 |
) |
|
|
3.1 |
|
| |
|
2,961 |
|
MONGODB INC REGISTERED SHS -A- |
|
|
1,153 |
|
|
|
7 |
|
|
|
2.9 |
|
| |
|
8,482 |
|
SAREPTA THERAPEUTICS INC REGISTERED SHS |
|
|
1,113 |
|
|
|
48 |
|
|
|
2.9 |
|
| |
|
2,332 |
|
LOCKHEED MARTIN CORP REGISTERED SHS |
|
|
1,102 |
|
|
|
49 |
|
|
|
2.8 |
|
| |
|
160,132 |
|
ADT INC REGISTERED SHS |
|
|
1,042 |
|
|
|
80 |
|
|
|
2.7 |
|
| |
|
8,441 |
|
LAMAR ADVERTISING CO REGISTERED SHS -A- |
|
|
973 |
|
|
|
37 |
|
|
|
2.7 |
|
| |
|
9,561 |
|
ELASTIC N.V. BEARER AND REGISTERED SHARES |
|
|
950 |
|
|
|
(10 |
) |
|
|
2.6 |
|
| |
|
6,944 |
|
NEUROCRINE BIOSCIENCES INC REGISTERED SHS |
|
|
942 |
|
|
|
(10 |
) |
|
|
2.6 |
|
| |
|
5,503 |
|
TARGET CORP REGISTERED SHS |
|
|
932 |
|
|
|
53 |
|
|
|
2.5 |
|
| |
|
60,393 |
|
AES CORP REGISTERED SHS |
|
|
859 |
|
|
|
174 |
|
|
|
2.5 |
|
| |
|
6,614 |
|
CAPITAL ONE FINANCIAL CORP REGISTERED SHS |
|
|
845 |
|
|
|
86 |
|
|
|
2.5 |
|
| |
|
2,101 |
|
CABLE ONE INC REGISTERED SHS |
|
|
835 |
|
|
|
1 |
|
|
|
2.4 |
|
| |
|
53,817 |
|
PG&E CORPORATION REGISTERED SHS |
|
|
835 |
|
|
|
26 |
|
|
|
2.4 |
|
| |
|
8,432 |
|
ENTERGY CORP REGISTERED SHS |
|
|
780 |
|
|
|
22 |
|
|
|
2.4 |
|
| |
|
5,005 |
|
SNOWFLAKE INC REGISTERED SHS -A- |
|
|
713 |
|
|
|
21 |
|
|
|
2.2 |
|
| |
|
69,562 |
|
SNAP INC REGISTERED SHS -A- |
|
|
713 |
|
|
|
18 |
|
|
|
2.1 |
|
| |
|
3,848 |
|
RESMED INC REGISTERED SHS |
|
|
705 |
|
|
|
15 |
|
|
|
2.0 |
|
| |
|
23,566 |
|
ALKERMES PLC REGISTERED SHS |
|
|
701 |
|
|
|
(41 |
) |
|
|
1.9 |
|
| |
|
13,878 |
|
DOMINION ENERGY INC REGISTERED SHS |
|
|
684 |
|
|
|
26 |
|
|
|
1.8 |
|
| |
|
46,596 |
|
THE WESTERN UNION COMPANY REGISTERED SHS |
|
|
650 |
|
|
|
33 |
|
|
|
1.7 |
|
| |
|
13,244 |
|
H.& R.BLOCK INC REGISTERED SHS |
|
|
636 |
|
|
|
34 |
|
|
|
1.7 |
|
| |
|
770 |
|
BLACKROCK INC REGISTERED SHS |
|
|
635 |
|
|
|
26 |
|
|
|
1.7 |
|
| |
|
6,239 |
|
TENET HEALTHCARE CORP REGISTERED SHS |
|
|
623 |
|
|
|
38 |
|
|
|
1.7 |
|
| |
|
9,891 |
|
VST FEB 2025 |
|
|
619 |
|
|
|
369 |
|
|
|
1.7 |
|
| |
|
194 |
|
AUTOZONE INC REGISTERED SHS |
|
|
547 |
|
|
|
4 |
|
|
|
1.7 |
|
| |
|
10,708 |
|
KROGER CO REGISTERED SHS |
|
|
510 |
|
|
|
10 |
|
|
|
1.6 |
|
| |
|
3,165 |
|
EVERCORE INC REGISTERED SHS -A- |
|
|
505 |
|
|
|
9 |
|
|
|
1.6 |
|
| |
|
5,597 |
|
WYNN RESORTS LTD REGISTERED SHS |
|
|
462 |
|
|
|
16 |
|
|
|
1.5 |
|
| |
|
24,063 |
|
BRIXMOR PROPERTY GROUP INC REGISTERED SHS |
|
|
444 |
|
|
|
30 |
|
|
|
1.5 |
|
| |
|
32,524 |
|
COTY INC REGISTERED SHS -A- |
|
|
405 |
|
|
|
(13 |
) |
|
|
1.1 |
|
| |
|
804 |
|
META PLATFORMS INC REGISTERED SHS -A- |
|
|
404 |
|
|
|
(1 |
) |
|
|
1.1 |
|
| |
|
2,273 |
|
ZOETIS INC REGISTERED SHS -A- |
|
|
382 |
|
|
|
8 |
|
|
|
1.0 |
|
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(22,607 |
) |
COSTAR GROUP INC REGISTERED SHS |
|
$ |
(2,152 |
) |
|
$ |
(28 |
) |
|
|
(5.9 |
)% |
| |
|
(7,252 |
) |
ZEBRA TECHNOLOGIES CORP SHS -A- |
|
|
(2,073 |
) |
|
|
(109 |
) |
|
|
(5.7 |
) |
| |
|
(102,159 |
) |
REGIONS FINANCIAL CORP REGISTERED SHS |
|
|
(2,043 |
) |
|
|
(105 |
) |
|
|
(5.6 |
) |
| |
|
(16,958 |
) |
EXPEDITORS INTERNATIONAL OF WASHINGTON REGISTERED |
|
|
(2,035 |
) |
|
|
(23 |
) |
|
|
(5.6 |
) |
| |
|
(57,715 |
) |
FIFTH THIRD BANCORP REGISTERED SHS |
|
|
(2,034 |
) |
|
|
(130 |
) |
|
|
(5.6 |
) |
| |
|
(3,483 |
) |
SAIA INC REGISTERED SHS |
|
|
(2,013 |
) |
|
|
(20 |
) |
|
|
(5.5 |
) |
| |
|
(14,869 |
) |
SUN COMMUNITIES INC REGISTERED SHS |
|
|
(1,948 |
) |
|
|
26 |
|
|
|
(5.3 |
) |
| |
|
(15,864 |
) |
RAYMOND JAMES FINANCIAL INC REGISTERED SHS |
|
|
(1,916 |
) |
|
|
(125 |
) |
|
|
(5.2 |
) |
| |
|
(16,326 |
) |
AMERICAN WATER WORKS CO INC REGISTERED SHS |
|
|
(1,912 |
) |
|
|
(79 |
) |
|
|
(5.2 |
) |
| |
|
(12,908 |
) |
GARMIN LTD. NAMEN-AKT |
|
|
(1,881 |
) |
|
|
(46 |
) |
|
|
(5.2 |
) |
| |
|
(12,437 |
) |
FIRST SOLAR INC REGISTERED SHS |
|
|
(1,849 |
) |
|
|
(247 |
) |
|
|
(5.1 |
) |
SEI Institutional Managed Trust
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(24,888 |
) |
C.H.ROBINSON WORLDWIDE INC REGISTERED SHS |
|
$ |
(1,840 |
) |
|
$ |
(51 |
) |
|
|
(5.0 |
)% |
| |
|
(29,099 |
) |
W MAY 2025 |
|
|
(1,840 |
) |
|
|
(150 |
) |
|
|
(5.0 |
) |
| |
|
(4,384 |
) |
TYLER TECHNOLOGIES INC REGISTERED SHS |
|
|
(1,827 |
) |
|
|
(33 |
) |
|
|
(5.0 |
) |
| |
|
(11,006 |
) |
CELANESE CORP REGISTERED SHS |
|
|
(1,762 |
) |
|
|
(137 |
) |
|
|
(4.8 |
) |
| |
|
(21,292 |
) |
PRINCIPAL FINANCIAL GROUP INC REGISTERED SHS |
|
|
(1,758 |
) |
|
|
(91 |
) |
|
|
(4.8 |
) |
| |
|
(10,166 |
) |
JACK HENRY & ASSOCIATES INC REGISTERED SHS |
|
|
(1,738 |
) |
|
|
(30 |
) |
|
|
(4.8 |
) |
| |
|
(3,111 |
) |
TEXAS PACIFIC LAND CORP REGISTERED SHS |
|
|
(1,728 |
) |
|
|
(68 |
) |
|
|
(4.7 |
) |
| |
|
(3,347 |
) |
KINSALE CAPITAL GROUP INC REGISTERED SHS |
|
|
(1,727 |
) |
|
|
(26 |
) |
|
|
(4.7 |
) |
| |
|
(31,802 |
) |
BROWN-FORMAN CORP REGISTERED SHS -B- NON VTG |
|
|
(1,708 |
) |
|
|
63 |
|
|
|
(4.7 |
) |
| |
|
(29,502 |
) |
LIBERTY BROADBAND CORP REGISTERED SHS SERIES -C- |
|
|
(1,693 |
) |
|
|
8 |
|
|
|
(4.6 |
) |
| |
|
(20,452 |
) |
NORTHERN TRUST CORP REGISTERED SHS |
|
|
(1,666 |
) |
|
|
(164 |
) |
|
|
(4.6 |
) |
| |
|
(53,547 |
) |
OMEGA HEALTHCARE INVESTORS INC REGISTERED SHS |
|
|
(1,647 |
) |
|
|
(45 |
) |
|
|
(4.5 |
) |
| |
|
(45,537 |
) |
ESSENTIAL UTILITIES INC REGISTERED SHS |
|
|
(1,639 |
) |
|
|
(44 |
) |
|
|
(4.5 |
) |
| |
|
(8,601 |
) |
REPLIGEN CORP REGISTERED SHS |
|
|
(1,634 |
) |
|
|
45 |
|
|
|
(4.5 |
) |
| |
|
(31,191 |
) |
REALTY INCOME CORP REGISTERED SHS |
|
|
(1,628 |
) |
|
|
(64 |
) |
|
|
(4.5 |
) |
| |
|
(9,386 |
) |
NEXSTAR MEDIA GROUP INC REGISTERED SHS |
|
|
(1,534 |
) |
|
|
(80 |
) |
|
|
(4.2 |
) |
| |
|
(7,446 |
) |
FABRINET BEARER SHS |
|
|
(1,489 |
) |
|
|
85 |
|
|
|
(4.1 |
) |
| |
|
(13,971 |
) |
CULLEN/FROST BANKERS INC REGISTERED SHS |
|
|
(1,481 |
) |
|
|
(88 |
) |
|
|
(4.1 |
) |
| |
|
(3,545 |
) |
ERIE INDEMNITY CO SHS -A- |
|
|
(1,478 |
) |
|
|
57 |
|
|
|
(4.0 |
) |
| |
|
(10,555 |
) |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU |
|
|
(1,476 |
) |
|
|
(59 |
) |
|
|
(4.0 |
) |
| |
|
(25,843 |
) |
AGREE REALTY CORP REGISTERED SHS |
|
|
(1,463 |
) |
|
|
(16 |
) |
|
|
(4.0 |
) |
| |
|
(11,698 |
) |
HOULIHAN LOKEY INC REGISTERED SHS -A- |
|
|
(1,457 |
) |
|
|
(40 |
) |
|
|
(4.0 |
) |
| |
|
(5,277 |
) |
RBC BEARINGS INC REGISTERED SHS |
|
|
(1,385 |
) |
|
|
(39 |
) |
|
|
(3.8 |
) |
| |
|
(144,329 |
) |
AMCOR PLC REGISTERED SHS |
|
|
(1,368 |
) |
|
|
(20 |
) |
|
|
(3.7 |
) |
| |
|
(2,497 |
) |
ROPER TECHNOLOGIES INC REGISTERED SHS |
|
|
(1,367 |
) |
|
|
(31 |
) |
|
|
(3.7 |
) |
| |
|
(6,841 |
) |
ASPEN TECHNOLOGY INC REGISTERED SHS |
|
|
(1,333 |
) |
|
|
(123 |
) |
|
|
(3.7 |
) |
| |
|
(854 |
) |
MARKEL GROUP INC REGISTERED SHS |
|
|
(1,301 |
) |
|
|
4 |
|
|
|
(3.6 |
) |
| |
|
(16,381 |
) |
PINNACLE FINANCIAL PARTNERS INC REGISTERED SHS |
|
|
(1,301 |
) |
|
|
(103 |
) |
|
|
(3.6 |
) |
| |
|
(14,302 |
) |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC REGISTERED |
|
|
(1,290 |
) |
|
|
(75 |
) |
|
|
(3.5 |
) |
| |
|
(26,540 |
) |
WEBSTER FINANCIAL CORP (CONN) REGISTERED SHS |
|
|
(1,275 |
) |
|
|
(70 |
) |
|
|
(3.5 |
) |
| |
|
(15,753 |
) |
SOUTHSTATE CORPORATION REGISTERED SHS |
|
|
(1,256 |
) |
|
|
(81 |
) |
|
|
(3.4 |
) |
| |
|
(10,642 |
) |
CHURCHILL DOWNS INC REGISTERED SHS |
|
|
(1,249 |
) |
|
|
(65 |
) |
|
|
(3.4 |
) |
| |
|
(7,247 |
) |
SITEONE LANDSCAPE SUPPLY INC REGISTERED SHS |
|
|
(1,232 |
) |
|
|
(30 |
) |
|
|
(3.4 |
) |
| |
|
(6,048 |
) |
FIVE BELOW INC REGISTERED SHS |
|
|
(1,219 |
) |
|
|
125 |
|
|
|
(3.3 |
) |
| |
|
(5,798 |
) |
FTI CONSULTING INC REGISTERED SHS |
|
|
(1,192 |
) |
|
|
(25 |
) |
|
|
(3.3 |
) |
| |
|
(2,883 |
) |
BERKSHIRE HATHAWAY INC REGISTERED SHS -B- |
|
|
(1,191 |
) |
|
|
(20 |
) |
|
|
(3.3 |
) |
| |
|
(5,397 |
) |
MARKETAXESS HOLDING INC REGISTERED SHS |
|
|
(1,179 |
) |
|
|
(2 |
) |
|
|
(3.2 |
) |
| |
|
(7,753 |
) |
HEICO CORP REGISTERED SHS -A- |
|
|
(1,165 |
) |
|
|
(26 |
) |
|
|
(3.2 |
) |
| |
|
(22,169 |
) |
COMMERCE BANCSHARES INC REGISTERED SHS |
|
|
(1,128 |
) |
|
|
(55 |
) |
|
|
(3.1 |
) |
| |
|
(33,187 |
) |
PILGRIMS PRIDE CORP REGISTERED SHS |
|
|
(1,118 |
) |
|
|
(19 |
) |
|
|
(3.1 |
) |
| |
|
(6,429 |
) |
NOVANTA INC REGISTERED SHS |
|
|
(1,114 |
) |
|
|
(7 |
) |
|
|
(3.1 |
) |
| |
|
(16,045 |
) |
SMG FEB 2025 |
|
|
(1,103 |
) |
|
|
(107 |
) |
|
|
(3.0 |
) |
| |
|
(7,475 |
) |
RLI CORP REGISTERED SHS |
|
|
(1,098 |
) |
|
|
(11 |
) |
|
|
(3.0 |
) |
| |
|
(6,023 |
) |
SPS COMMERCE INC REGISTERED SHS |
|
|
(1,084 |
) |
|
|
(27 |
) |
|
|
(3.0 |
) |
| |
|
(9,593 |
) |
GENERAC HOLDINGS INC REGISTERED SHS |
|
|
(1,073 |
) |
|
|
(136 |
) |
|
|
(2.9 |
) |
| |
|
(14,790 |
) |
CIVITAS RESOURCES INC REGISTERED SHS |
|
|
(1,056 |
) |
|
|
(86 |
) |
|
|
(2.9 |
) |
| |
|
(5,035 |
) |
LANCASTER COLONY CORP REGISTERED SHS |
|
|
(998 |
) |
|
|
(50 |
) |
|
|
(2.7 |
) |
| |
|
(20,741 |
) |
NOBLE CORPORATION PLC REGISTERED SHS -A- |
|
|
(983 |
) |
|
|
(29 |
) |
|
|
(2.7 |
) |
| |
|
(16,050 |
) |
MONSTER BEVERAGE CORP REGISTERED SHS |
|
|
(970 |
) |
|
|
21 |
|
|
|
(2.7 |
) |
| |
|
(15,207 |
) |
BOSTON PROPERTIES INC REGISTERED SHS |
|
|
(952 |
) |
|
|
(54 |
) |
|
|
(2.6 |
) |
| |
|
(27,715 |
) |
DUTCH BROS INC REGISTERED SHS -A- |
|
|
(941 |
) |
|
|
28 |
|
|
|
(2.6 |
) |
| |
|
(6,435 |
) |
CHART INDUSTRIES INC REGISTERED SHS |
|
|
(919 |
) |
|
|
(139 |
) |
|
|
(2.5 |
) |
| |
|
(26,605 |
) |
RANGE RESOURCES CORP REGISTERED SHS |
|
|
(877 |
) |
|
|
(39 |
) |
|
|
(2.4 |
) |
| |
|
(75,338 |
) |
NU HOLDINGS LIMITED REGISTERED SHS -A- |
|
|
(875 |
) |
|
|
(29 |
) |
|
|
(2.4 |
) |
| |
|
(7,680 |
) |
WEATHERFORD INTERNATIONAL PLC REGISTERED SHS |
|
|
(867 |
) |
|
|
(17 |
) |
|
|
(2.4 |
) |
| |
|
(503,123 |
) |
CHARGEPOINT HOLDINGS INC REGISTERED SHS -A- |
|
|
(845 |
) |
|
|
(118 |
) |
|
|
(2.3 |
) |
| |
|
(2,829 |
) |
RH REGISTERED SHS |
|
|
(841 |
) |
|
|
(144 |
) |
|
|
(2.3 |
) |
| |
|
(9,212 |
) |
IDACORP INC REGISTERED SHS |
|
|
(836 |
) |
|
|
(18 |
) |
|
|
(2.3 |
) |
| |
|
(16,933 |
) |
NOBLE CORPORATION PLC REGISTERED SHS -A- |
|
|
(802 |
) |
|
|
(24 |
) |
|
|
(2.2 |
) |
| |
|
(22,240 |
) |
VIPER ENERGY PARTNERS LP REGISTERED SHS |
|
|
(797 |
) |
|
|
(57 |
) |
|
|
(2.2 |
) |
| |
|
(43,474 |
) |
HOOD AUG 2025 |
|
|
(789 |
) |
|
|
(101 |
) |
|
|
(2.2 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Growth Fund (Concluded)
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(12,692 |
) |
PROSPERITY BANCSHARES INC REGISTERED SHS |
|
$ |
(769 |
) |
|
$ |
(71 |
) |
|
|
(2.1 |
)% |
| |
|
(10,808 |
) |
VAXCYTE INC REGISTERED SHS |
|
|
(750 |
) |
|
|
13 |
|
|
|
(2.1 |
) |
| |
|
(3,946 |
) |
MSA SAFETY INC REGISTERED SHS |
|
|
(722 |
) |
|
|
(40 |
) |
|
|
(2.0 |
) |
| |
|
(9,522 |
) |
EAST WEST BANCORP INC REGISTERED SHS |
|
|
(716 |
) |
|
|
(36 |
) |
|
|
(2.0 |
) |
| |
|
(8,861 |
) |
TKO GROUP HOLDINGS INC REGISTERED SHS -A- |
|
|
(707 |
) |
|
|
(57 |
) |
|
|
(1.9 |
) |
| |
|
(2,973 |
) |
APPFOLIO INC REGISTERED SHS -A- |
|
|
(658 |
) |
|
|
(74 |
) |
|
|
(1.8 |
) |
| |
|
(63,936 |
) |
ROIVANT SCIENCES LIMITED REGISTERED SHS |
|
|
(648 |
) |
|
|
(24 |
) |
|
|
(1.8 |
) |
| |
|
(1,602 |
) |
POOL CORP REGISTERED SHS |
|
|
(640 |
) |
|
|
(7 |
) |
|
|
(1.8 |
) |
| |
|
(5,512 |
) |
BRIGHT HORIZONS FAMILY SOLUTIONS REGISTERED SHS |
|
|
(626 |
) |
|
|
(0 |
) |
|
|
(1.7 |
) |
| |
|
(141,067 |
) |
PELOTON INTERACTIVE INC REGISTERED SHS -A- |
|
|
(615 |
) |
|
|
11 |
|
|
|
(1.7 |
) |
| |
|
(45,726 |
) |
HUNTINGTON BANCSHARES INC REGISTERED SHS |
|
|
(597 |
) |
|
|
(47 |
) |
|
|
(1.6 |
) |
| |
|
(4,767 |
) |
BLACKSTONE INC REGISTERED SHS |
|
|
(596 |
) |
|
|
(29 |
) |
|
|
(1.6 |
) |
| |
|
(5,569 |
) |
CROWN CASTLE INC REGISTERED SHS |
|
|
(589 |
) |
|
|
(8 |
) |
|
|
(1.6 |
) |
| |
|
(39,802 |
) |
SOTERA HEALTH COMPANY REGISTERED SHS |
|
|
(578 |
) |
|
|
101 |
|
|
|
(1.6 |
) |
| |
|
(18,013 |
) |
NEW FORTRESS ENERGY INC REGISTERED SHS -A- |
|
|
(565 |
) |
|
|
26 |
|
|
|
(1.5 |
) |
| |
|
(4,192 |
) |
AMERICAN FINANCIAL GROUP INC REGISTERED SHS |
|
|
(563 |
) |
|
|
(9 |
) |
|
|
(1.5 |
) |
| |
|
(18,853 |
) |
KEURIG DR PEPPER INC REGISTERED SHS |
|
|
(544 |
) |
|
|
(37 |
) |
|
|
(1.5 |
) |
| |
|
(15,721 |
) |
AFFIRM HOLDINGS INC REGISTERED SHS -A- |
|
|
(530 |
) |
|
|
(79 |
) |
|
|
(1.5 |
) |
| |
|
(2,834 |
) |
LANDSTAR SYSTEM INC REGISTERED SHS |
|
|
(520 |
) |
|
|
(25 |
) |
|
|
(1.4 |
) |
| |
|
(3,874 |
) |
MASIMO CORP REGISTERED SHS |
|
|
(513 |
) |
|
|
(55 |
) |
|
|
(1.4 |
) |
| |
|
(13,341 |
) |
KINETIK HOLDINGS INC REGISTERED SHS -A- |
|
|
(499 |
) |
|
|
(32 |
) |
|
|
(1.4 |
) |
| |
|
(1,897 |
) |
ACUITY BRANDS INC REGISTERED SHS |
|
|
(490 |
) |
|
|
(18 |
) |
|
|
(1.3 |
) |
| |
|
(3,672 |
) |
CROCS INC REGISTERED SHS |
|
|
(471 |
) |
|
|
(56 |
) |
|
|
(1.3 |
) |
| |
|
(3,242 |
) |
TAKE-TWO INTERACTIVE SOFTWARE INC REGISTERED SHS |
|
|
(467 |
) |
|
|
(14 |
) |
|
|
(1.3 |
) |
| |
|
(5,378 |
) |
TIMKEN CO REGISTERED SHS |
|
|
(458 |
) |
|
|
(11 |
) |
|
|
(1.3 |
) |
| |
|
(1,700 |
) |
CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS |
|
|
(440 |
) |
|
|
(19 |
) |
|
|
(1.2 |
) |
| |
|
(55 |
) |
NVR INC REGISTERED SHS |
|
|
(423 |
) |
|
|
(22 |
) |
|
|
(1.2 |
) |
| |
|
(2,942 |
) |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU |
|
|
(411 |
) |
|
|
(16 |
) |
|
|
(1.1 |
) |
| |
|
(7,133 |
) |
W.P. CAREY INC REGISTERED REIT SHS |
|
|
(399 |
) |
|
|
(9 |
) |
|
|
(1.1 |
) |
| |
|
(6,185 |
) |
EXACT SCIENCES CORP REGISTERED SHS |
|
|
(394 |
) |
|
|
(33 |
) |
|
|
(1.1 |
) |
| |
|
(33,302 |
) |
CCC INTELLIGENT SOLUTIONS HOLDINGS INC REGISTERED |
|
|
(393 |
) |
|
|
(5 |
) |
|
|
(1.1 |
) |
| |
|
(2,826 |
) |
ENTEGRIS INC REGISTERED SHS |
|
|
(384 |
) |
|
|
(18 |
) |
|
|
(1.1 |
) |
| |
|
(2,975 |
) |
QUEST DIAGNOSTICS INC REGISTERED SHS |
|
|
(382 |
) |
|
|
(14 |
) |
|
|
(1.0 |
) |
| |
|
(1,544 |
) |
PRIMERICA INC REGISTERED SHS |
|
|
(381 |
) |
|
|
(9 |
) |
|
|
(1.0 |
) |
|
Percentages are based on Net Assets of $1,471,318 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
† |
Investment in Affiliated Security (see Note 6). |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,414,751 |
|
|
|
– |
|
|
|
– |
|
|
|
1,414,751 |
|
U.S. Treasury Obligation |
|
|
– |
|
|
|
30,636 |
|
|
|
– |
|
|
|
30,636 |
|
Cash Equivalent |
|
|
21,161 |
|
|
|
– |
|
|
|
– |
|
|
|
21,161 |
|
Total Investments in Securities |
|
|
1,435,912 |
|
|
|
30,636 |
|
|
|
– |
|
|
|
1,466,548 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
73 |
|
|
|
– |
|
|
|
– |
|
|
|
73 |
|
OTC Swap |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swap* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
2,511 |
|
|
|
– |
|
|
|
2,511 |
|
Total Other Financial Instruments |
|
|
73 |
|
|
|
2,511 |
|
|
|
– |
|
|
|
2,584 |
|
|
*
|
Futures contracts and Swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
16,819 |
|
|
$ |
257,815 |
|
|
$ |
(253,473 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
21,161 |
|
|
$ |
535 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contract, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
137,960 |
|
|
$ |
20,822 |
|
Alphabet Inc, Cl C * |
|
|
116,475 |
|
|
|
17,735 |
|
AMC Entertainment Holdings Inc, Cl A * |
|
|
5,063 |
|
|
|
19 |
|
AT&T Inc |
|
|
165,701 |
|
|
|
2,916 |
|
Cable One Inc |
|
|
138 |
|
|
|
58 |
|
Charter Communications Inc, Cl A * |
|
|
2,372 |
|
|
|
689 |
|
Comcast Corp, Cl A |
|
|
91,376 |
|
|
|
3,961 |
|
Electronic Arts Inc |
|
|
6,206 |
|
|
|
823 |
|
Fox Corp, Cl A |
|
|
5,831 |
|
|
|
182 |
|
Fox Corp, Cl B |
|
|
3,100 |
|
|
|
89 |
|
Frontier Communications Parent Inc * |
|
|
5,500 |
|
|
|
135 |
|
GCI Liberty Inc * |
|
|
2,200 |
|
|
|
— |
|
IAC Inc * |
|
|
1,798 |
|
|
|
96 |
|
Interpublic Group of Cos Inc/The |
|
|
8,800 |
|
|
|
287 |
|
Iridium Communications Inc |
|
|
3,000 |
|
|
|
78 |
|
Liberty Broadband Corp, Cl A * |
|
|
400 |
|
|
|
23 |
|
Liberty Broadband Corp, Cl C * |
|
|
2,758 |
|
|
|
158 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
500 |
|
|
|
29 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
4,400 |
|
|
|
289 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
521 |
|
|
|
22 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
1,209 |
|
|
|
53 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
3,698 |
|
|
|
110 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
1,700 |
|
|
|
51 |
|
Live Nation Entertainment Inc * |
|
|
3,590 |
|
|
|
380 |
|
Madison Square Garden Sports Corp * |
|
|
396 |
|
|
|
73 |
|
Match Group Inc * |
|
|
6,299 |
|
|
|
229 |
|
Meta Platforms Inc, Cl A |
|
|
51,374 |
|
|
|
24,946 |
|
Netflix Inc * |
|
|
9,929 |
|
|
|
6,030 |
|
New York Times Co/The, Cl A |
|
|
3,812 |
|
|
|
165 |
|
News Corp, Cl A |
|
|
8,600 |
|
|
|
225 |
|
News Corp, Cl B |
|
|
2,800 |
|
|
|
76 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Nexstar Media Group Inc, Cl A |
|
|
800 |
|
|
$ |
138 |
|
Omnicom Group Inc |
|
|
4,526 |
|
|
|
438 |
|
Paramount Global, Cl A |
|
|
219 |
|
|
|
5 |
|
Paramount Global, Cl B |
|
|
13,753 |
|
|
|
162 |
|
Pinterest Inc, Cl A * |
|
|
13,376 |
|
|
|
464 |
|
Playtika Holding Corp |
|
|
637 |
|
|
|
5 |
|
ROBLOX Corp, Cl A * |
|
|
11,000 |
|
|
|
420 |
|
Roku Inc, Cl A * |
|
|
2,845 |
|
|
|
185 |
|
Sirius XM Holdings Inc (A) |
|
|
16,018 |
|
|
|
62 |
|
Spotify Technology SA * |
|
|
3,260 |
|
|
|
860 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,804 |
|
|
|
565 |
|
TKO Group Holdings Inc, Cl A |
|
|
1,400 |
|
|
|
121 |
|
T-Mobile US Inc |
|
|
11,314 |
|
|
|
1,847 |
|
Trade Desk Inc/The, Cl A * |
|
|
10,251 |
|
|
|
896 |
|
TripAdvisor Inc * |
|
|
2,600 |
|
|
|
72 |
|
Verizon Communications Inc |
|
|
97,679 |
|
|
|
4,099 |
|
Walt Disney Co/The |
|
|
42,344 |
|
|
|
5,181 |
|
Warner Bros Discovery Inc * |
|
|
50,220 |
|
|
|
438 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
6,800 |
|
|
|
109 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
96,816 |
|
Consumer Discretionary — 10.2% |
|
|
|
|
ADT Inc |
|
|
5,828 |
|
|
|
39 |
|
Advance Auto Parts Inc |
|
|
1,417 |
|
|
|
121 |
|
Airbnb Inc, Cl A * |
|
|
9,600 |
|
|
|
1,584 |
|
Amazon.com Inc, Cl A * |
|
|
209,092 |
|
|
|
37,716 |
|
Aptiv PLC * |
|
|
6,253 |
|
|
|
498 |
|
Aramark |
|
|
5,991 |
|
|
|
195 |
|
AutoNation Inc * |
|
|
694 |
|
|
|
115 |
|
AutoZone Inc * |
|
|
403 |
|
|
|
1,270 |
|
Bath & Body Works Inc |
|
|
5,200 |
|
|
|
260 |
|
Best Buy Co Inc |
|
|
4,480 |
|
|
|
367 |
|
Birkenstock Holding * |
|
|
700 |
|
|
|
33 |
|
Booking Holdings Inc |
|
|
817 |
|
|
|
2,964 |
|
BorgWarner Inc |
|
|
5,300 |
|
|
|
184 |
|
Boyd Gaming Corp |
|
|
1,600 |
|
|
|
108 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,300 |
|
|
|
147 |
|
Brunswick Corp/DE |
|
|
1,600 |
|
|
|
154 |
|
Burlington Stores Inc * |
|
|
1,553 |
|
|
|
361 |
|
Caesars Entertainment Inc * |
|
|
4,700 |
|
|
|
206 |
|
Capri Holdings Ltd * |
|
|
2,500 |
|
|
|
113 |
|
CarMax Inc * |
|
|
3,600 |
|
|
|
314 |
|
Carnival Corp * |
|
|
22,627 |
|
|
|
370 |
|
Carter's Inc |
|
|
900 |
|
|
|
76 |
|
Cava Group Inc * |
|
|
1,100 |
|
|
|
77 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
629 |
|
|
|
1,828 |
|
Choice Hotels International Inc |
|
|
728 |
|
|
|
92 |
|
Churchill Downs Inc |
|
|
1,622 |
|
|
|
201 |
|
Columbia Sportswear Co |
|
|
800 |
|
|
|
65 |
|
Coupang Inc, Cl A * |
|
|
25,400 |
|
|
|
452 |
|
Crocs Inc * |
|
|
1,400 |
|
|
|
201 |
|
Darden Restaurants Inc |
|
|
2,799 |
|
|
|
468 |
|
Deckers Outdoor Corp * |
|
|
601 |
|
|
|
566 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Dick's Sporting Goods Inc |
|
|
1,392 |
|
|
$ |
313 |
|
Domino's Pizza Inc |
|
|
799 |
|
|
|
397 |
|
DoorDash Inc, Cl A * |
|
|
7,164 |
|
|
|
987 |
|
DR Horton Inc |
|
|
7,238 |
|
|
|
1,191 |
|
DraftKings Inc, Cl A * |
|
|
9,500 |
|
|
|
431 |
|
eBay Inc |
|
|
12,206 |
|
|
|
644 |
|
Etsy Inc * |
|
|
2,804 |
|
|
|
193 |
|
Expedia Group Inc * |
|
|
3,124 |
|
|
|
430 |
|
Five Below Inc * |
|
|
1,283 |
|
|
|
233 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
2,400 |
|
|
|
311 |
|
Ford Motor Co |
|
|
90,885 |
|
|
|
1,207 |
|
GameStop Corp, Cl A *(A) |
|
|
6,300 |
|
|
|
79 |
|
Gap Inc/The |
|
|
4,600 |
|
|
|
127 |
|
Garmin Ltd |
|
|
3,557 |
|
|
|
530 |
|
General Motors Co |
|
|
26,649 |
|
|
|
1,209 |
|
Gentex Corp |
|
|
5,335 |
|
|
|
193 |
|
Genuine Parts Co |
|
|
3,276 |
|
|
|
508 |
|
Grand Canyon Education Inc * |
|
|
700 |
|
|
|
95 |
|
H&R Block Inc |
|
|
3,300 |
|
|
|
162 |
|
Harley-Davidson Inc, Cl A |
|
|
3,000 |
|
|
|
131 |
|
Hasbro Inc |
|
|
2,902 |
|
|
|
164 |
|
Hilton Worldwide Holdings Inc |
|
|
5,784 |
|
|
|
1,234 |
|
Home Depot Inc/The |
|
|
23,246 |
|
|
|
8,917 |
|
Hyatt Hotels Corp, Cl A |
|
|
994 |
|
|
|
159 |
|
Kohl's Corp |
|
|
2,625 |
|
|
|
76 |
|
Las Vegas Sands Corp |
|
|
8,446 |
|
|
|
437 |
|
Lear Corp |
|
|
1,294 |
|
|
|
187 |
|
Leggett & Platt Inc |
|
|
3,200 |
|
|
|
61 |
|
Lennar Corp, Cl A |
|
|
5,689 |
|
|
|
978 |
|
Lennar Corp, Cl B |
|
|
350 |
|
|
|
54 |
|
Lithia Motors Inc, Cl A |
|
|
630 |
|
|
|
190 |
|
LKQ Corp |
|
|
6,088 |
|
|
|
325 |
|
Lowe's Cos Inc |
|
|
13,426 |
|
|
|
3,420 |
|
Lucid Group Inc *(A) |
|
|
17,500 |
|
|
|
50 |
|
Lululemon Athletica Inc * |
|
|
2,548 |
|
|
|
995 |
|
Macy's Inc |
|
|
6,400 |
|
|
|
128 |
|
Marriott International Inc/MD, Cl A |
|
|
5,655 |
|
|
|
1,427 |
|
Marriott Vacations Worldwide Corp |
|
|
900 |
|
|
|
97 |
|
Mattel Inc * |
|
|
7,900 |
|
|
|
156 |
|
McDonald's Corp |
|
|
16,961 |
|
|
|
4,782 |
|
MGM Resorts International * |
|
|
6,453 |
|
|
|
305 |
|
Mister Car Wash Inc * |
|
|
2,100 |
|
|
|
16 |
|
Mohawk Industries Inc * |
|
|
1,232 |
|
|
|
161 |
|
Murphy USA Inc |
|
|
445 |
|
|
|
187 |
|
Newell Brands Inc, Cl B |
|
|
8,970 |
|
|
|
72 |
|
NIKE Inc, Cl B |
|
|
27,544 |
|
|
|
2,589 |
|
Nordstrom Inc |
|
|
2,500 |
|
|
|
51 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
9,563 |
|
|
|
200 |
|
NVR Inc * |
|
|
68 |
|
|
|
551 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,461 |
|
|
|
116 |
|
O'Reilly Automotive Inc * |
|
|
1,350 |
|
|
|
1,524 |
|
Peloton Interactive Inc, Cl A * |
|
|
7,927 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Penn Entertainment Inc * |
|
|
3,300 |
|
|
$ |
60 |
|
Penske Automotive Group Inc, Cl A |
|
|
500 |
|
|
|
81 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
2,300 |
|
|
|
5 |
|
Phinia Inc |
|
|
1,200 |
|
|
|
46 |
|
Planet Fitness Inc, Cl A * |
|
|
2,000 |
|
|
|
125 |
|
Polaris Inc |
|
|
1,231 |
|
|
|
123 |
|
Pool Corp |
|
|
869 |
|
|
|
351 |
|
PulteGroup Inc |
|
|
4,900 |
|
|
|
591 |
|
PVH Corp |
|
|
1,349 |
|
|
|
190 |
|
QuantumScape Corp, Cl A *(A) |
|
|
6,600 |
|
|
|
41 |
|
Ralph Lauren Corp, Cl A |
|
|
884 |
|
|
|
166 |
|
RH * |
|
|
353 |
|
|
|
123 |
|
Rivian Automotive Inc, Cl A * |
|
|
15,000 |
|
|
|
164 |
|
Ross Stores Inc |
|
|
7,744 |
|
|
|
1,136 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,423 |
|
|
|
754 |
|
Service Corp International/US |
|
|
3,300 |
|
|
|
245 |
|
Skechers USA Inc, Cl A * |
|
|
3,053 |
|
|
|
187 |
|
Starbucks Corp |
|
|
26,101 |
|
|
|
2,385 |
|
Tapestry Inc |
|
|
5,208 |
|
|
|
247 |
|
Tempur Sealy International Inc |
|
|
3,900 |
|
|
|
222 |
|
Tesla Inc * |
|
|
63,973 |
|
|
|
11,246 |
|
Texas Roadhouse Inc, Cl A |
|
|
1,500 |
|
|
|
232 |
|
Thor Industries Inc |
|
|
1,200 |
|
|
|
141 |
|
TJX Cos Inc/The |
|
|
26,659 |
|
|
|
2,704 |
|
Toll Brothers Inc |
|
|
2,500 |
|
|
|
323 |
|
TopBuild Corp * |
|
|
758 |
|
|
|
334 |
|
Tractor Supply Co |
|
|
2,501 |
|
|
|
655 |
|
Travel + Leisure Co |
|
|
1,763 |
|
|
|
86 |
|
Ulta Beauty Inc * |
|
|
1,130 |
|
|
|
591 |
|
Under Armour Inc, Cl A * |
|
|
4,815 |
|
|
|
36 |
|
Under Armour Inc, Cl C * |
|
|
4,500 |
|
|
|
32 |
|
Vail Resorts Inc |
|
|
870 |
|
|
|
194 |
|
Valvoline Inc * |
|
|
3,300 |
|
|
|
147 |
|
VF Corp |
|
|
8,364 |
|
|
|
128 |
|
Victoria's Secret & Co * |
|
|
1,766 |
|
|
|
34 |
|
Wayfair Inc, Cl A * |
|
|
1,823 |
|
|
|
124 |
|
Wendy's Co/The |
|
|
4,200 |
|
|
|
79 |
|
Whirlpool Corp |
|
|
1,238 |
|
|
|
148 |
|
Williams-Sonoma Inc |
|
|
1,500 |
|
|
|
476 |
|
Wingstop Inc, Cl A |
|
|
700 |
|
|
|
256 |
|
Wyndham Hotels & Resorts Inc |
|
|
1,863 |
|
|
|
143 |
|
Wynn Resorts Ltd |
|
|
2,415 |
|
|
|
247 |
|
YETI Holdings Inc * |
|
|
2,100 |
|
|
|
81 |
|
Yum! Brands Inc |
|
|
6,509 |
|
|
|
902 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
116,740 |
|
Consumer Staples — 5.6% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
9,400 |
|
|
|
202 |
|
Altria Group Inc |
|
|
41,350 |
|
|
|
1,804 |
|
Archer-Daniels-Midland Co |
|
|
12,388 |
|
|
|
778 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,000 |
|
|
|
227 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
240 |
|
|
|
73 |
|
Brown-Forman Corp, Cl A |
|
|
1,240 |
|
|
|
66 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Brown-Forman Corp, Cl B |
|
|
4,122 |
|
|
$ |
213 |
|
Bunge Global SA |
|
|
3,300 |
|
|
|
338 |
|
Campbell Soup Co |
|
|
4,500 |
|
|
|
200 |
|
Casey's General Stores Inc |
|
|
852 |
|
|
|
271 |
|
Celsius Holdings Inc * |
|
|
3,300 |
|
|
|
274 |
|
Church & Dwight Co Inc |
|
|
5,610 |
|
|
|
585 |
|
Clorox Co/The |
|
|
2,871 |
|
|
|
440 |
|
Coca-Cola Co/The |
|
|
90,394 |
|
|
|
5,530 |
|
Colgate-Palmolive Co |
|
|
18,979 |
|
|
|
1,709 |
|
Conagra Brands Inc |
|
|
10,849 |
|
|
|
322 |
|
Constellation Brands Inc, Cl A |
|
|
3,786 |
|
|
|
1,029 |
|
Costco Wholesale Corp |
|
|
10,264 |
|
|
|
7,520 |
|
Coty Inc, Cl A * |
|
|
8,539 |
|
|
|
102 |
|
Darling Ingredients Inc * |
|
|
3,623 |
|
|
|
169 |
|
Dollar General Corp |
|
|
5,045 |
|
|
|
787 |
|
Dollar Tree Inc * |
|
|
4,856 |
|
|
|
647 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,280 |
|
|
|
814 |
|
Flowers Foods Inc |
|
|
4,500 |
|
|
|
107 |
|
Freshpet Inc * |
|
|
1,000 |
|
|
|
116 |
|
General Mills Inc |
|
|
13,461 |
|
|
|
942 |
|
Grocery Outlet Holding Corp * |
|
|
2,300 |
|
|
|
66 |
|
Hershey Co/The |
|
|
3,442 |
|
|
|
669 |
|
Hormel Foods Corp |
|
|
6,537 |
|
|
|
228 |
|
Ingredion Inc |
|
|
1,510 |
|
|
|
176 |
|
J M Smucker Co/The |
|
|
2,354 |
|
|
|
296 |
|
Kellanova |
|
|
5,885 |
|
|
|
337 |
|
Kenvue Inc |
|
|
40,254 |
|
|
|
864 |
|
Keurig Dr Pepper Inc |
|
|
21,785 |
|
|
|
668 |
|
Kimberly-Clark Corp |
|
|
7,790 |
|
|
|
1,008 |
|
Kraft Heinz Co/The |
|
|
18,649 |
|
|
|
688 |
|
Kroger Co/The |
|
|
15,088 |
|
|
|
862 |
|
Lamb Weston Holdings Inc |
|
|
3,300 |
|
|
|
352 |
|
Maplebear Inc * |
|
|
500 |
|
|
|
19 |
|
McCormick & Co Inc/MD |
|
|
5,882 |
|
|
|
452 |
|
Molson Coors Beverage Co, Cl B |
|
|
3,995 |
|
|
|
269 |
|
Mondelez International Inc, Cl A |
|
|
31,446 |
|
|
|
2,201 |
|
Monster Beverage Corp * |
|
|
17,278 |
|
|
|
1,024 |
|
Olaplex Holdings Inc * |
|
|
3,500 |
|
|
|
7 |
|
PepsiCo Inc |
|
|
31,930 |
|
|
|
5,588 |
|
Performance Food Group Co * |
|
|
3,500 |
|
|
|
261 |
|
Philip Morris International Inc |
|
|
35,963 |
|
|
|
3,295 |
|
Pilgrim's Pride Corp * |
|
|
900 |
|
|
|
31 |
|
Post Holdings Inc * |
|
|
1,207 |
|
|
|
128 |
|
Procter & Gamble Co/The |
|
|
54,657 |
|
|
|
8,868 |
|
Reynolds Consumer Products Inc |
|
|
1,200 |
|
|
|
34 |
|
Seaboard Corp |
|
|
6 |
|
|
|
19 |
|
Spectrum Brands Holdings Inc |
|
|
857 |
|
|
|
76 |
|
Sysco Corp, Cl A |
|
|
11,763 |
|
|
|
955 |
|
Target Corp, Cl A |
|
|
10,702 |
|
|
|
1,897 |
|
Tyson Foods Inc, Cl A |
|
|
6,308 |
|
|
|
370 |
|
US Foods Holding Corp * |
|
|
5,097 |
|
|
|
275 |
|
Walgreens Boots Alliance Inc |
|
|
16,341 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Walmart Inc |
|
|
99,413 |
|
|
$ |
5,982 |
|
WK Kellogg Co |
|
|
1,621 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
63,614 |
|
Energy — 3.8% |
|
|
|
|
Antero Midstream Corp |
|
|
8,100 |
|
|
|
114 |
|
Antero Resources Corp * |
|
|
6,400 |
|
|
|
186 |
|
APA Corp |
|
|
6,900 |
|
|
|
237 |
|
Baker Hughes Co, Cl A |
|
|
23,502 |
|
|
|
787 |
|
Cheniere Energy Inc |
|
|
5,573 |
|
|
|
899 |
|
Chesapeake Energy Corp |
|
|
2,900 |
|
|
|
258 |
|
Chevron Corp |
|
|
39,899 |
|
|
|
6,294 |
|
ConocoPhillips |
|
|
27,804 |
|
|
|
3,539 |
|
Coterra Energy Inc |
|
|
17,014 |
|
|
|
474 |
|
Devon Energy Corp |
|
|
14,661 |
|
|
|
736 |
|
Diamondback Energy Inc, Cl A |
|
|
4,129 |
|
|
|
818 |
|
DT Midstream Inc |
|
|
2,306 |
|
|
|
141 |
|
EOG Resources Inc |
|
|
13,582 |
|
|
|
1,736 |
|
EQT Corp |
|
|
8,167 |
|
|
|
303 |
|
Exxon Mobil Corp |
|
|
92,771 |
|
|
|
10,784 |
|
Halliburton Co |
|
|
20,845 |
|
|
|
822 |
|
Hess Corp |
|
|
6,449 |
|
|
|
984 |
|
HF Sinclair Corp |
|
|
3,700 |
|
|
|
223 |
|
Kinder Morgan Inc |
|
|
45,434 |
|
|
|
833 |
|
Marathon Oil Corp |
|
|
13,692 |
|
|
|
388 |
|
Marathon Petroleum Corp |
|
|
8,512 |
|
|
|
1,715 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
46 |
|
NOV Inc |
|
|
9,300 |
|
|
|
182 |
|
Occidental Petroleum Corp |
|
|
15,923 |
|
|
|
1,035 |
|
ONEOK Inc |
|
|
13,461 |
|
|
|
1,079 |
|
Ovintiv Inc |
|
|
5,800 |
|
|
|
301 |
|
Phillips 66 |
|
|
10,262 |
|
|
|
1,676 |
|
Pioneer Natural Resources Co |
|
|
5,374 |
|
|
|
1,411 |
|
Range Resources Corp |
|
|
5,500 |
|
|
|
189 |
|
Schlumberger NV, Cl A |
|
|
32,975 |
|
|
|
1,807 |
|
Southwestern Energy Co * |
|
|
24,800 |
|
|
|
188 |
|
Targa Resources Corp |
|
|
5,100 |
|
|
|
571 |
|
TechnipFMC PLC |
|
|
10,200 |
|
|
|
256 |
|
Texas Pacific Land Corp |
|
|
447 |
|
|
|
259 |
|
Valero Energy Corp |
|
|
7,874 |
|
|
|
1,344 |
|
Williams Cos Inc/The |
|
|
28,173 |
|
|
|
1,098 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,713 |
|
Financials — 13.5% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
771 |
|
|
|
129 |
|
Affirm Holdings Inc, Cl A * |
|
|
5,200 |
|
|
|
194 |
|
Aflac Inc |
|
|
13,646 |
|
|
|
1,172 |
|
AGNC Investment Corp ‡ |
|
|
16,228 |
|
|
|
161 |
|
Allstate Corp/The |
|
|
6,080 |
|
|
|
1,052 |
|
Ally Financial Inc |
|
|
6,358 |
|
|
|
258 |
|
American Express Co |
|
|
13,414 |
|
|
|
3,054 |
|
American Financial Group Inc/OH |
|
|
1,643 |
|
|
|
224 |
|
American International Group Inc |
|
|
16,503 |
|
|
|
1,290 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Ameriprise Financial Inc |
|
|
2,336 |
|
|
$ |
1,024 |
|
Annaly Capital Management Inc ‡ |
|
|
11,193 |
|
|
|
220 |
|
Aon PLC, Cl A |
|
|
4,647 |
|
|
|
1,551 |
|
Apollo Global Management Inc |
|
|
12,047 |
|
|
|
1,355 |
|
Arch Capital Group Ltd * |
|
|
8,189 |
|
|
|
757 |
|
Ares Management Corp, Cl A |
|
|
3,800 |
|
|
|
505 |
|
Arthur J Gallagher & Co |
|
|
5,005 |
|
|
|
1,251 |
|
Assurant Inc |
|
|
1,200 |
|
|
|
226 |
|
Assured Guaranty Ltd |
|
|
1,314 |
|
|
|
115 |
|
Axis Capital Holdings Ltd |
|
|
1,823 |
|
|
|
119 |
|
Bank of America Corp |
|
|
159,802 |
|
|
|
6,060 |
|
Bank of New York Mellon Corp/The |
|
|
17,885 |
|
|
|
1,031 |
|
Bank OZK |
|
|
2,600 |
|
|
|
118 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
42,520 |
|
|
|
17,880 |
|
BlackRock Inc |
|
|
3,451 |
|
|
|
2,877 |
|
Blackstone Inc, Cl A |
|
|
16,499 |
|
|
|
2,167 |
|
Block Inc, Cl A * |
|
|
12,753 |
|
|
|
1,079 |
|
Blue Owl Capital Inc, Cl A |
|
|
10,800 |
|
|
|
204 |
|
BOK Financial Corp |
|
|
700 |
|
|
|
64 |
|
Brighthouse Financial Inc * |
|
|
1,500 |
|
|
|
77 |
|
Brown & Brown Inc |
|
|
5,400 |
|
|
|
473 |
|
Capital One Financial Corp |
|
|
8,763 |
|
|
|
1,305 |
|
Carlyle Group Inc/The |
|
|
4,800 |
|
|
|
225 |
|
Cboe Global Markets Inc |
|
|
2,400 |
|
|
|
441 |
|
Charles Schwab Corp/The |
|
|
34,327 |
|
|
|
2,483 |
|
Chubb Ltd |
|
|
9,410 |
|
|
|
2,438 |
|
Cincinnati Financial Corp |
|
|
3,500 |
|
|
|
435 |
|
Citigroup Inc |
|
|
44,280 |
|
|
|
2,800 |
|
Citizens Financial Group Inc |
|
|
10,559 |
|
|
|
383 |
|
CME Group Inc, Cl A |
|
|
8,333 |
|
|
|
1,794 |
|
CNA Financial Corp |
|
|
552 |
|
|
|
25 |
|
Coinbase Global Inc, Cl A * |
|
|
4,000 |
|
|
|
1,060 |
|
Columbia Banking System Inc |
|
|
4,966 |
|
|
|
96 |
|
Comerica Inc |
|
|
3,053 |
|
|
|
168 |
|
Commerce Bancshares Inc/MO |
|
|
2,665 |
|
|
|
142 |
|
Corebridge Financial Inc |
|
|
5,000 |
|
|
|
144 |
|
Corpay Inc * |
|
|
1,711 |
|
|
|
528 |
|
Credit Acceptance Corp, Cl A * |
|
|
136 |
|
|
|
75 |
|
Cullen/Frost Bankers Inc |
|
|
1,414 |
|
|
|
159 |
|
Discover Financial Services |
|
|
5,771 |
|
|
|
757 |
|
East West Bancorp Inc |
|
|
3,200 |
|
|
|
253 |
|
Equitable Holdings Inc |
|
|
7,900 |
|
|
|
300 |
|
Euronet Worldwide Inc * |
|
|
1,100 |
|
|
|
121 |
|
Evercore Inc, Cl A |
|
|
783 |
|
|
|
151 |
|
Everest Group Ltd |
|
|
1,016 |
|
|
|
404 |
|
Eversource Energy |
|
|
8,098 |
|
|
|
484 |
|
FactSet Research Systems Inc |
|
|
885 |
|
|
|
402 |
|
Fidelity National Financial Inc |
|
|
5,910 |
|
|
|
314 |
|
Fidelity National Information Services Inc, Cl B |
|
|
13,719 |
|
|
|
1,018 |
|
Fifth Third Bancorp |
|
|
15,500 |
|
|
|
577 |
|
First American Financial Corp |
|
|
2,400 |
|
|
|
147 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
First Citizens BancShares Inc/NC, Cl A |
|
|
259 |
|
|
$ |
423 |
|
First Hawaiian Inc |
|
|
3,000 |
|
|
|
66 |
|
First Horizon Corp |
|
|
13,200 |
|
|
|
203 |
|
Fiserv Inc, Cl A * |
|
|
13,828 |
|
|
|
2,210 |
|
FNB Corp/PA |
|
|
8,500 |
|
|
|
120 |
|
Franklin Resources Inc |
|
|
6,900 |
|
|
|
194 |
|
Global Payments Inc |
|
|
5,977 |
|
|
|
799 |
|
Globe Life Inc |
|
|
2,001 |
|
|
|
233 |
|
Goldman Sachs Group Inc/The |
|
|
7,340 |
|
|
|
3,066 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
826 |
|
|
|
112 |
|
Hartford Financial Services Group Inc/The |
|
|
6,759 |
|
|
|
697 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,200 |
|
|
|
154 |
|
Huntington Bancshares Inc/OH |
|
|
32,738 |
|
|
|
457 |
|
Interactive Brokers Group Inc, Cl A |
|
|
2,421 |
|
|
|
270 |
|
Intercontinental Exchange Inc |
|
|
13,112 |
|
|
|
1,802 |
|
Invesco Ltd |
|
|
8,762 |
|
|
|
145 |
|
Jack Henry & Associates Inc |
|
|
1,694 |
|
|
|
294 |
|
Janus Henderson Group PLC |
|
|
3,200 |
|
|
|
105 |
|
Jefferies Financial Group Inc |
|
|
4,300 |
|
|
|
190 |
|
JPMorgan Chase & Co |
|
|
66,936 |
|
|
|
13,407 |
|
Kemper Corp, Cl A |
|
|
1,455 |
|
|
|
90 |
|
KeyCorp |
|
|
21,188 |
|
|
|
335 |
|
Kinsale Capital Group Inc |
|
|
500 |
|
|
|
262 |
|
KKR & Co Inc |
|
|
15,400 |
|
|
|
1,549 |
|
Lazard Inc, Cl A |
|
|
2,600 |
|
|
|
109 |
|
Lincoln National Corp |
|
|
4,077 |
|
|
|
130 |
|
Loews Corp |
|
|
4,189 |
|
|
|
328 |
|
LPL Financial Holdings Inc |
|
|
1,792 |
|
|
|
473 |
|
M&T Bank Corp |
|
|
3,777 |
|
|
|
549 |
|
Markel Group Inc * |
|
|
300 |
|
|
|
456 |
|
MarketAxess Holdings Inc |
|
|
875 |
|
|
|
192 |
|
Marsh & McLennan Cos Inc |
|
|
11,495 |
|
|
|
2,368 |
|
Mastercard Inc, Cl A |
|
|
19,236 |
|
|
|
9,263 |
|
MetLife Inc |
|
|
14,715 |
|
|
|
1,091 |
|
MGIC Investment Corp |
|
|
6,500 |
|
|
|
145 |
|
Moody's Corp |
|
|
3,656 |
|
|
|
1,437 |
|
Morgan Stanley |
|
|
27,162 |
|
|
|
2,558 |
|
Morningstar Inc, Cl A |
|
|
600 |
|
|
|
185 |
|
MSCI Inc, Cl A |
|
|
1,834 |
|
|
|
1,028 |
|
Nasdaq Inc, Cl A |
|
|
7,800 |
|
|
|
492 |
|
NCR Atleos Corp * |
|
|
1,511 |
|
|
|
30 |
|
New York Community Bancorp Inc |
|
|
17,000 |
|
|
|
55 |
|
Northern Trust Corp |
|
|
4,650 |
|
|
|
413 |
|
NU Holdings Ltd, Cl A * |
|
|
54,200 |
|
|
|
647 |
|
Old Republic International Corp |
|
|
5,900 |
|
|
|
181 |
|
OneMain Holdings Inc, Cl A |
|
|
2,681 |
|
|
|
137 |
|
PayPal Holdings Inc * |
|
|
25,420 |
|
|
|
1,703 |
|
Pinnacle Financial Partners Inc |
|
|
1,800 |
|
|
|
155 |
|
PNC Financial Services Group Inc/The |
|
|
9,256 |
|
|
|
1,496 |
|
Popular Inc |
|
|
1,600 |
|
|
|
141 |
|
Primerica Inc |
|
|
781 |
|
|
|
198 |
|
Principal Financial Group Inc, Cl A |
|
|
5,534 |
|
|
|
478 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Progressive Corp/The |
|
|
13,607 |
|
|
$ |
2,814 |
|
Prosperity Bancshares Inc |
|
|
2,100 |
|
|
|
138 |
|
Prudential Financial Inc |
|
|
8,462 |
|
|
|
993 |
|
Raymond James Financial Inc |
|
|
4,405 |
|
|
|
566 |
|
Regions Financial Corp |
|
|
21,312 |
|
|
|
448 |
|
Reinsurance Group of America Inc, Cl A |
|
|
1,524 |
|
|
|
294 |
|
RenaissanceRe Holdings Ltd |
|
|
1,175 |
|
|
|
276 |
|
Rithm Capital Corp ‡ |
|
|
11,640 |
|
|
|
130 |
|
RLI Corp |
|
|
900 |
|
|
|
134 |
|
Robinhood Markets Inc, Cl A * |
|
|
15,200 |
|
|
|
306 |
|
Rocket Cos Inc, Cl A * |
|
|
2,800 |
|
|
|
41 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
2,200 |
|
|
|
122 |
|
S&P Global Inc |
|
|
7,351 |
|
|
|
3,127 |
|
SEI Investments Co † |
|
|
2,400 |
|
|
|
173 |
|
Shift4 Payments Inc, Cl A * |
|
|
1,300 |
|
|
|
86 |
|
SLM Corp |
|
|
5,340 |
|
|
|
116 |
|
SoFi Technologies Inc *(A) |
|
|
21,100 |
|
|
|
154 |
|
Starwood Property Trust Inc ‡ |
|
|
7,100 |
|
|
|
144 |
|
State Street Corp |
|
|
7,109 |
|
|
|
550 |
|
Stifel Financial Corp |
|
|
2,200 |
|
|
|
172 |
|
Synchrony Financial |
|
|
9,368 |
|
|
|
404 |
|
Synovus Financial Corp |
|
|
3,400 |
|
|
|
136 |
|
T Rowe Price Group Inc |
|
|
5,071 |
|
|
|
618 |
|
TFS Financial Corp |
|
|
1,417 |
|
|
|
18 |
|
Toast Inc, Cl A * |
|
|
8,600 |
|
|
|
214 |
|
TPG Inc, Cl A |
|
|
1,500 |
|
|
|
67 |
|
Tradeweb Markets Inc, Cl A |
|
|
2,600 |
|
|
|
271 |
|
Travelers Cos Inc/The |
|
|
5,270 |
|
|
|
1,213 |
|
Truist Financial Corp |
|
|
30,727 |
|
|
|
1,198 |
|
Unum Group |
|
|
4,475 |
|
|
|
240 |
|
US Bancorp |
|
|
36,080 |
|
|
|
1,613 |
|
UWM Holdings Corp |
|
|
2,800 |
|
|
|
20 |
|
Virtu Financial Inc, Cl A |
|
|
2,400 |
|
|
|
49 |
|
Visa Inc, Cl A |
|
|
37,019 |
|
|
|
10,331 |
|
Voya Financial Inc |
|
|
2,200 |
|
|
|
163 |
|
W R Berkley Corp |
|
|
4,550 |
|
|
|
402 |
|
Webster Financial Corp |
|
|
3,868 |
|
|
|
196 |
|
Wells Fargo & Co |
|
|
83,515 |
|
|
|
4,841 |
|
Western Alliance Bancorp |
|
|
2,400 |
|
|
|
154 |
|
Western Union Co/The |
|
|
8,200 |
|
|
|
115 |
|
WEX Inc * |
|
|
995 |
|
|
|
236 |
|
White Mountains Insurance Group Ltd |
|
|
60 |
|
|
|
108 |
|
Willis Towers Watson PLC |
|
|
2,404 |
|
|
|
661 |
|
Wintrust Financial Corp |
|
|
1,400 |
|
|
|
146 |
|
XP Inc, Cl A |
|
|
7,300 |
|
|
|
187 |
|
Zions Bancorp NA |
|
|
3,500 |
|
|
|
152 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
154,474 |
|
Health Care — 12.0% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
2,198 |
|
|
|
82 |
|
Abbott Laboratories |
|
|
40,233 |
|
|
|
4,573 |
|
AbbVie Inc |
|
|
40,985 |
|
|
|
7,463 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
2,000 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Agilent Technologies Inc |
|
|
6,754 |
|
|
$ |
983 |
|
agilon health Inc * |
|
|
7,170 |
|
|
|
44 |
|
Align Technology Inc * |
|
|
1,751 |
|
|
|
574 |
|
Alnylam Pharmaceuticals Inc * |
|
|
2,927 |
|
|
|
437 |
|
Amedisys Inc * |
|
|
800 |
|
|
|
74 |
|
Amgen Inc, Cl A |
|
|
12,445 |
|
|
|
3,538 |
|
Apellis Pharmaceuticals Inc * |
|
|
2,400 |
|
|
|
141 |
|
Avantor Inc * |
|
|
15,320 |
|
|
|
392 |
|
Azenta Inc * |
|
|
1,400 |
|
|
|
84 |
|
Baxter International Inc |
|
|
11,565 |
|
|
|
494 |
|
Becton Dickinson & Co |
|
|
6,709 |
|
|
|
1,660 |
|
Biogen Inc * |
|
|
3,359 |
|
|
|
724 |
|
BioMarin Pharmaceutical Inc * |
|
|
4,267 |
|
|
|
373 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
456 |
|
|
|
158 |
|
Bio-Techne Corp |
|
|
3,496 |
|
|
|
246 |
|
Boston Scientific Corp * |
|
|
33,838 |
|
|
|
2,318 |
|
Bristol-Myers Squibb Co |
|
|
47,136 |
|
|
|
2,556 |
|
Bruker Corp |
|
|
2,400 |
|
|
|
225 |
|
Cardinal Health Inc |
|
|
5,700 |
|
|
|
638 |
|
Catalent Inc * |
|
|
4,223 |
|
|
|
238 |
|
Cencora Inc, Cl A |
|
|
3,895 |
|
|
|
946 |
|
Centene Corp * |
|
|
12,381 |
|
|
|
972 |
|
Certara Inc * |
|
|
3,100 |
|
|
|
55 |
|
Charles River Laboratories International Inc * |
|
|
1,161 |
|
|
|
315 |
|
Chemed Corp |
|
|
336 |
|
|
|
216 |
|
Cigna Group/The |
|
|
6,750 |
|
|
|
2,452 |
|
Cooper Cos Inc/The |
|
|
4,448 |
|
|
|
451 |
|
CVS Health Corp |
|
|
29,608 |
|
|
|
2,362 |
|
Danaher Corp, Cl A |
|
|
15,234 |
|
|
|
3,804 |
|
DaVita Inc * |
|
|
1,200 |
|
|
|
166 |
|
DENTSPLY SIRONA Inc |
|
|
5,000 |
|
|
|
166 |
|
Dexcom Inc * |
|
|
8,972 |
|
|
|
1,244 |
|
Doximity Inc, Cl A * |
|
|
2,900 |
|
|
|
78 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
13,947 |
|
|
|
1,333 |
|
Elanco Animal Health Inc * |
|
|
11,077 |
|
|
|
180 |
|
Elevance Health Inc |
|
|
5,532 |
|
|
|
2,869 |
|
Eli Lilly & Co |
|
|
19,618 |
|
|
|
15,262 |
|
Encompass Health Corp |
|
|
2,200 |
|
|
|
182 |
|
Enovis Corp * |
|
|
1,266 |
|
|
|
79 |
|
Envista Holdings Corp * |
|
|
4,000 |
|
|
|
86 |
|
Exact Sciences Corp * |
|
|
4,100 |
|
|
|
283 |
|
Exelixis Inc * |
|
|
7,400 |
|
|
|
176 |
|
Fortrea Holdings Inc * |
|
|
2,001 |
|
|
|
80 |
|
GE HealthCare Technologies Inc |
|
|
9,704 |
|
|
|
882 |
|
Gilead Sciences Inc |
|
|
28,944 |
|
|
|
2,120 |
|
Globus Medical Inc, Cl A * |
|
|
2,800 |
|
|
|
150 |
|
HCA Healthcare Inc |
|
|
4,654 |
|
|
|
1,552 |
|
Henry Schein Inc * |
|
|
2,947 |
|
|
|
223 |
|
Hologic Inc * |
|
|
5,600 |
|
|
|
437 |
|
Humana Inc |
|
|
2,904 |
|
|
|
1,007 |
|
ICON PLC ADR * |
|
|
1,900 |
|
|
|
638 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ICU Medical Inc * |
|
|
519 |
|
|
$ |
56 |
|
IDEXX Laboratories Inc * |
|
|
1,866 |
|
|
|
1,008 |
|
Illumina Inc * |
|
|
3,628 |
|
|
|
498 |
|
Incyte Corp * |
|
|
4,143 |
|
|
|
236 |
|
Inspire Medical Systems Inc * |
|
|
700 |
|
|
|
150 |
|
Insulet Corp * |
|
|
1,619 |
|
|
|
277 |
|
Integra LifeSciences Holdings Corp * |
|
|
1,700 |
|
|
|
60 |
|
Intuitive Surgical Inc * |
|
|
8,083 |
|
|
|
3,226 |
|
Ionis Pharmaceuticals Inc * |
|
|
3,200 |
|
|
|
139 |
|
IQVIA Holdings Inc * |
|
|
4,205 |
|
|
|
1,063 |
|
Jazz Pharmaceuticals PLC * |
|
|
1,380 |
|
|
|
166 |
|
Johnson & Johnson |
|
|
55,906 |
|
|
|
8,844 |
|
Laboratory Corp of America Holdings |
|
|
2,001 |
|
|
|
437 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
3,000 |
|
|
|
26 |
|
Masimo Corp * |
|
|
1,000 |
|
|
|
147 |
|
McKesson Corp |
|
|
3,142 |
|
|
|
1,687 |
|
Medpace Holdings Inc * |
|
|
500 |
|
|
|
202 |
|
Medtronic PLC |
|
|
30,703 |
|
|
|
2,676 |
|
Merck & Co Inc |
|
|
58,872 |
|
|
|
7,768 |
|
Mettler-Toledo International Inc * |
|
|
520 |
|
|
|
692 |
|
Moderna Inc * |
|
|
7,681 |
|
|
|
818 |
|
Molina Healthcare Inc * |
|
|
1,295 |
|
|
|
532 |
|
Natera Inc * |
|
|
2,500 |
|
|
|
229 |
|
Neurocrine Biosciences Inc * |
|
|
2,184 |
|
|
|
301 |
|
Novocure Ltd * |
|
|
2,675 |
|
|
|
42 |
|
Organon & Co |
|
|
5,770 |
|
|
|
108 |
|
Penumbra Inc * |
|
|
800 |
|
|
|
179 |
|
Perrigo Co PLC |
|
|
3,193 |
|
|
|
103 |
|
Pfizer Inc |
|
|
130,775 |
|
|
|
3,629 |
|
Premier Inc, Cl A |
|
|
2,800 |
|
|
|
62 |
|
QIAGEN NV |
|
|
5,035 |
|
|
|
216 |
|
Quest Diagnostics Inc |
|
|
2,600 |
|
|
|
346 |
|
QuidelOrtho Corp * |
|
|
1,300 |
|
|
|
62 |
|
R1 RCM Inc * |
|
|
4,000 |
|
|
|
52 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,349 |
|
|
|
2,261 |
|
Repligen Corp * |
|
|
1,250 |
|
|
|
230 |
|
ResMed Inc |
|
|
3,353 |
|
|
|
664 |
|
Revvity Inc |
|
|
2,841 |
|
|
|
298 |
|
Roivant Sciences Ltd * |
|
|
8,700 |
|
|
|
92 |
|
Royalty Pharma PLC, Cl A |
|
|
8,400 |
|
|
|
255 |
|
Sarepta Therapeutics Inc * |
|
|
2,100 |
|
|
|
272 |
|
Shockwave Medical Inc * |
|
|
800 |
|
|
|
261 |
|
Sotera Health Co * |
|
|
3,000 |
|
|
|
36 |
|
STERIS PLC |
|
|
2,340 |
|
|
|
526 |
|
Stryker Corp |
|
|
8,298 |
|
|
|
2,970 |
|
Tandem Diabetes Care Inc * |
|
|
1,662 |
|
|
|
59 |
|
Teladoc Health Inc * |
|
|
3,810 |
|
|
|
58 |
|
Teleflex Inc |
|
|
1,139 |
|
|
|
258 |
|
Tenet Healthcare Corp * |
|
|
2,300 |
|
|
|
242 |
|
Thermo Fisher Scientific Inc |
|
|
8,947 |
|
|
|
5,200 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
1,700 |
|
|
|
79 |
|
United Therapeutics Corp * |
|
|
1,072 |
|
|
|
246 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
UnitedHealth Group Inc |
|
|
21,585 |
|
|
$ |
10,678 |
|
Universal Health Services Inc, Cl B |
|
|
1,375 |
|
|
|
251 |
|
Veeva Systems Inc, Cl A * |
|
|
3,368 |
|
|
|
780 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,996 |
|
|
|
2,506 |
|
Viatris Inc, Cl W |
|
|
27,230 |
|
|
|
325 |
|
Waters Corp * |
|
|
1,399 |
|
|
|
482 |
|
West Pharmaceutical Services Inc |
|
|
1,728 |
|
|
|
684 |
|
Zimmer Biomet Holdings Inc |
|
|
4,822 |
|
|
|
636 |
|
Zoetis Inc, Cl A |
|
|
10,725 |
|
|
|
1,815 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
137,140 |
|
Industrials — 9.4% |
|
|
|
|
3M Co |
|
|
12,752 |
|
|
|
1,353 |
|
A O Smith Corp |
|
|
2,800 |
|
|
|
251 |
|
Acuity Brands Inc |
|
|
719 |
|
|
|
193 |
|
Advanced Drainage Systems Inc |
|
|
1,600 |
|
|
|
276 |
|
AECOM |
|
|
3,100 |
|
|
|
304 |
|
AGCO Corp |
|
|
1,400 |
|
|
|
172 |
|
Air Lease Corp, Cl A |
|
|
2,500 |
|
|
|
129 |
|
Alaska Air Group Inc * |
|
|
3,000 |
|
|
|
129 |
|
Allegion plc |
|
|
2,050 |
|
|
|
276 |
|
Allison Transmission Holdings Inc |
|
|
2,000 |
|
|
|
162 |
|
American Airlines Group Inc * |
|
|
14,672 |
|
|
|
225 |
|
AMETEK Inc |
|
|
5,283 |
|
|
|
966 |
|
Armstrong World Industries Inc |
|
|
1,000 |
|
|
|
124 |
|
Automatic Data Processing Inc |
|
|
9,574 |
|
|
|
2,391 |
|
Avis Budget Group Inc |
|
|
500 |
|
|
|
61 |
|
Axon Enterprise Inc * |
|
|
1,643 |
|
|
|
514 |
|
AZEK Co Inc/The, Cl A * |
|
|
3,300 |
|
|
|
166 |
|
Boeing Co/The * |
|
|
13,138 |
|
|
|
2,536 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
2,940 |
|
|
|
436 |
|
Broadridge Financial Solutions Inc |
|
|
2,725 |
|
|
|
558 |
|
Builders FirstSource Inc * |
|
|
2,900 |
|
|
|
605 |
|
BWX Technologies Inc |
|
|
2,100 |
|
|
|
216 |
|
CACI International Inc, Cl A * |
|
|
492 |
|
|
|
186 |
|
Carlisle Cos Inc |
|
|
1,124 |
|
|
|
440 |
|
Carrier Global Corp |
|
|
19,252 |
|
|
|
1,119 |
|
Caterpillar Inc, Cl A |
|
|
11,867 |
|
|
|
4,348 |
|
CH Robinson Worldwide Inc |
|
|
2,555 |
|
|
|
195 |
|
ChargePoint Holdings Inc *(A) |
|
|
6,800 |
|
|
|
13 |
|
Cintas Corp |
|
|
2,001 |
|
|
|
1,375 |
|
Clarivate PLC * |
|
|
11,200 |
|
|
|
83 |
|
Clean Harbors Inc * |
|
|
1,200 |
|
|
|
242 |
|
CNH Industrial NV |
|
|
22,200 |
|
|
|
288 |
|
Concentrix Corp |
|
|
1,000 |
|
|
|
66 |
|
Copart Inc * |
|
|
19,856 |
|
|
|
1,150 |
|
Core & Main Inc, Cl A * |
|
|
4,100 |
|
|
|
235 |
|
Crane Co |
|
|
1,100 |
|
|
|
149 |
|
CSX Corp |
|
|
45,700 |
|
|
|
1,694 |
|
Cummins Inc |
|
|
3,018 |
|
|
|
889 |
|
Curtiss-Wright Corp |
|
|
900 |
|
|
|
230 |
|
Dayforce Inc * |
|
|
3,355 |
|
|
|
222 |
|
Deere & Co |
|
|
5,962 |
|
|
|
2,449 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Delta Air Lines Inc, Cl A |
|
|
14,921 |
|
|
$ |
714 |
|
Donaldson Co Inc, Cl A |
|
|
2,700 |
|
|
|
202 |
|
Dover Corp |
|
|
3,251 |
|
|
|
576 |
|
Driven Brands Holdings Inc * |
|
|
1,500 |
|
|
|
24 |
|
Dun & Bradstreet Holdings Inc |
|
|
6,000 |
|
|
|
60 |
|
Eaton Corp PLC |
|
|
9,211 |
|
|
|
2,880 |
|
EMCOR Group Inc |
|
|
1,100 |
|
|
|
385 |
|
Emerson Electric Co |
|
|
13,246 |
|
|
|
1,502 |
|
Equifax Inc |
|
|
2,879 |
|
|
|
770 |
|
Esab Corp |
|
|
1,366 |
|
|
|
151 |
|
Expeditors International of Washington Inc |
|
|
3,400 |
|
|
|
413 |
|
Fastenal Co, Cl A |
|
|
13,187 |
|
|
|
1,017 |
|
FedEx Corp |
|
|
5,360 |
|
|
|
1,553 |
|
Ferguson PLC |
|
|
4,700 |
|
|
|
1,027 |
|
Flowserve Corp |
|
|
2,900 |
|
|
|
133 |
|
Fortive Corp |
|
|
8,159 |
|
|
|
702 |
|
Fortune Brands Innovations Inc |
|
|
2,861 |
|
|
|
242 |
|
FTI Consulting Inc * |
|
|
752 |
|
|
|
158 |
|
Gates Industrial Corp PLC * |
|
|
3,800 |
|
|
|
67 |
|
Generac Holdings Inc * |
|
|
1,400 |
|
|
|
177 |
|
General Dynamics Corp |
|
|
5,655 |
|
|
|
1,598 |
|
General Electric Co |
|
|
25,114 |
|
|
|
4,408 |
|
Genpact Ltd |
|
|
4,200 |
|
|
|
138 |
|
Graco Inc |
|
|
3,800 |
|
|
|
355 |
|
GXO Logistics Inc * |
|
|
2,633 |
|
|
|
142 |
|
Hayward Holdings Inc * |
|
|
3,300 |
|
|
|
51 |
|
HEICO Corp |
|
|
1,050 |
|
|
|
201 |
|
HEICO Corp, Cl A |
|
|
1,900 |
|
|
|
293 |
|
Hertz Global Holdings Inc * |
|
|
3,500 |
|
|
|
27 |
|
Hexcel Corp, Cl A |
|
|
2,000 |
|
|
|
146 |
|
Honeywell International Inc |
|
|
15,451 |
|
|
|
3,171 |
|
Howmet Aerospace Inc |
|
|
8,800 |
|
|
|
602 |
|
Hubbell Inc, Cl B |
|
|
1,205 |
|
|
|
500 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
927 |
|
|
|
270 |
|
IDEX Corp |
|
|
1,803 |
|
|
|
440 |
|
Illinois Tool Works Inc |
|
|
6,989 |
|
|
|
1,875 |
|
Ingersoll Rand Inc |
|
|
9,349 |
|
|
|
888 |
|
ITT Inc |
|
|
1,948 |
|
|
|
265 |
|
Jacobs Solutions Inc |
|
|
2,895 |
|
|
|
445 |
|
JB Hunt Transport Services Inc |
|
|
1,910 |
|
|
|
381 |
|
Johnson Controls International PLC |
|
|
15,726 |
|
|
|
1,027 |
|
KBR Inc |
|
|
3,000 |
|
|
|
191 |
|
Kirby Corp * |
|
|
1,400 |
|
|
|
133 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
3,527 |
|
|
|
194 |
|
L3Harris Technologies Inc |
|
|
4,397 |
|
|
|
937 |
|
Landstar System Inc |
|
|
792 |
|
|
|
153 |
|
Leidos Holdings Inc |
|
|
3,100 |
|
|
|
406 |
|
Lennox International Inc |
|
|
731 |
|
|
|
357 |
|
Lincoln Electric Holdings Inc |
|
|
1,342 |
|
|
|
343 |
|
Lockheed Martin Corp |
|
|
5,088 |
|
|
|
2,314 |
|
Lyft Inc, Cl A * |
|
|
7,700 |
|
|
|
149 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ManpowerGroup Inc |
|
|
1,188 |
|
|
$ |
92 |
|
Masco Corp |
|
|
5,100 |
|
|
|
402 |
|
MasTec Inc * |
|
|
1,500 |
|
|
|
140 |
|
MDU Resources Group Inc |
|
|
4,900 |
|
|
|
124 |
|
Mercury Systems Inc * |
|
|
1,300 |
|
|
|
38 |
|
Middleby Corp/The * |
|
|
1,239 |
|
|
|
199 |
|
MSA Safety Inc |
|
|
858 |
|
|
|
166 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,079 |
|
|
|
105 |
|
Nordson Corp |
|
|
1,343 |
|
|
|
369 |
|
Norfolk Southern Corp |
|
|
5,315 |
|
|
|
1,355 |
|
Northrop Grumman Corp |
|
|
3,278 |
|
|
|
1,569 |
|
nVent Electric PLC |
|
|
3,700 |
|
|
|
279 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
4,516 |
|
|
|
990 |
|
Oshkosh Corp |
|
|
1,500 |
|
|
|
187 |
|
Otis Worldwide Corp |
|
|
9,626 |
|
|
|
956 |
|
Owens Corning |
|
|
2,060 |
|
|
|
344 |
|
PACCAR Inc |
|
|
11,882 |
|
|
|
1,472 |
|
Parker-Hannifin Corp, Cl A |
|
|
2,956 |
|
|
|
1,643 |
|
Paychex Inc |
|
|
7,390 |
|
|
|
908 |
|
Paycom Software Inc |
|
|
1,166 |
|
|
|
232 |
|
Paycor HCM Inc * |
|
|
1,400 |
|
|
|
27 |
|
Paylocity Holding Corp * |
|
|
935 |
|
|
|
161 |
|
Pentair PLC |
|
|
3,700 |
|
|
|
316 |
|
Plug Power Inc * |
|
|
13,800 |
|
|
|
48 |
|
Quanta Services Inc |
|
|
3,300 |
|
|
|
857 |
|
RB Global Inc |
|
|
4,190 |
|
|
|
319 |
|
RBC Bearings Inc * |
|
|
700 |
|
|
|
189 |
|
Regal Rexnord Corp |
|
|
1,500 |
|
|
|
270 |
|
Republic Services Inc |
|
|
4,746 |
|
|
|
909 |
|
Robert Half Inc |
|
|
2,300 |
|
|
|
182 |
|
Rockwell Automation Inc |
|
|
2,649 |
|
|
|
772 |
|
Rollins Inc |
|
|
5,800 |
|
|
|
268 |
|
RTX Corp |
|
|
33,297 |
|
|
|
3,247 |
|
Ryder System Inc |
|
|
1,000 |
|
|
|
120 |
|
Saia Inc * |
|
|
600 |
|
|
|
351 |
|
Schneider National Inc, Cl B |
|
|
1,500 |
|
|
|
34 |
|
Science Applications International Corp |
|
|
1,200 |
|
|
|
157 |
|
Sensata Technologies Holding PLC |
|
|
3,400 |
|
|
|
125 |
|
SiteOne Landscape Supply Inc * |
|
|
1,052 |
|
|
|
184 |
|
Snap-on Inc |
|
|
1,179 |
|
|
|
349 |
|
Southwest Airlines Co, Cl A |
|
|
13,544 |
|
|
|
395 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
2,700 |
|
|
|
97 |
|
SS&C Technologies Holdings Inc |
|
|
5,100 |
|
|
|
328 |
|
Stanley Black & Decker Inc |
|
|
3,457 |
|
|
|
339 |
|
Stericycle Inc, Cl A * |
|
|
2,200 |
|
|
|
116 |
|
Sunrun Inc * |
|
|
4,709 |
|
|
|
62 |
|
Tetra Tech Inc |
|
|
1,200 |
|
|
|
222 |
|
Textron Inc |
|
|
4,538 |
|
|
|
435 |
|
Timken Co/The |
|
|
1,400 |
|
|
|
122 |
|
Toro Co/The |
|
|
2,400 |
|
|
|
220 |
|
Trane Technologies PLC |
|
|
5,320 |
|
|
|
1,597 |
|
TransDigm Group Inc |
|
|
1,213 |
|
|
|
1,494 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
TransUnion |
|
|
4,400 |
|
|
$ |
351 |
|
Trex Co Inc * |
|
|
2,500 |
|
|
|
249 |
|
Uber Technologies Inc * |
|
|
45,529 |
|
|
|
3,505 |
|
U-Haul Holding Co * |
|
|
237 |
|
|
|
16 |
|
U-Haul Holding Co, Cl B |
|
|
2,333 |
|
|
|
156 |
|
Union Pacific Corp |
|
|
14,136 |
|
|
|
3,477 |
|
United Airlines Holdings Inc * |
|
|
7,473 |
|
|
|
358 |
|
United Parcel Service Inc, Cl B |
|
|
16,820 |
|
|
|
2,500 |
|
United Rentals Inc |
|
|
1,543 |
|
|
|
1,113 |
|
Valmont Industries Inc |
|
|
459 |
|
|
|
105 |
|
Veralto Corp |
|
|
5,011 |
|
|
|
444 |
|
Verisk Analytics Inc, Cl A |
|
|
3,349 |
|
|
|
790 |
|
Vertiv Holdings Co, Cl A |
|
|
8,000 |
|
|
|
653 |
|
Vestis Corp |
|
|
2,945 |
|
|
|
57 |
|
Waste Management Inc |
|
|
9,450 |
|
|
|
2,014 |
|
Watsco Inc |
|
|
776 |
|
|
|
335 |
|
WESCO International Inc |
|
|
1,000 |
|
|
|
171 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,166 |
|
|
|
607 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
4,300 |
|
|
|
200 |
|
Woodward Inc |
|
|
1,342 |
|
|
|
207 |
|
WW Grainger Inc |
|
|
1,011 |
|
|
|
1,029 |
|
XPO Inc * |
|
|
2,633 |
|
|
|
321 |
|
Xylem Inc/NY |
|
|
5,438 |
|
|
|
703 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
107,812 |
|
Information Technology — 27.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
14,679 |
|
|
|
5,088 |
|
Adobe Inc * |
|
|
10,494 |
|
|
|
5,295 |
|
Advanced Micro Devices Inc * |
|
|
37,223 |
|
|
|
6,718 |
|
Akamai Technologies Inc * |
|
|
3,400 |
|
|
|
370 |
|
Allegro MicroSystems Inc * |
|
|
1,800 |
|
|
|
49 |
|
Amdocs Ltd |
|
|
2,700 |
|
|
|
244 |
|
Amphenol Corp, Cl A |
|
|
13,532 |
|
|
|
1,561 |
|
Analog Devices Inc |
|
|
11,537 |
|
|
|
2,282 |
|
ANSYS Inc * |
|
|
1,975 |
|
|
|
686 |
|
Apple Inc |
|
|
338,477 |
|
|
|
58,042 |
|
Applied Materials Inc |
|
|
19,397 |
|
|
|
4,000 |
|
AppLovin Corp, Cl A * |
|
|
4,800 |
|
|
|
332 |
|
Arista Networks Inc * |
|
|
5,852 |
|
|
|
1,697 |
|
Arrow Electronics Inc, Cl A * |
|
|
1,231 |
|
|
|
159 |
|
Aspen Technology Inc * |
|
|
631 |
|
|
|
135 |
|
Atlassian Corp, Cl A * |
|
|
3,643 |
|
|
|
711 |
|
Autodesk Inc, Cl A * |
|
|
4,982 |
|
|
|
1,297 |
|
Avnet Inc |
|
|
2,100 |
|
|
|
104 |
|
Bentley Systems Inc, Cl B |
|
|
4,400 |
|
|
|
230 |
|
BILL Holdings Inc * |
|
|
2,441 |
|
|
|
168 |
|
Broadcom Inc |
|
|
10,000 |
|
|
|
13,254 |
|
Cadence Design Systems Inc * |
|
|
6,302 |
|
|
|
1,962 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
7,800 |
|
|
|
93 |
|
CDW Corp/DE |
|
|
3,145 |
|
|
|
804 |
|
Ciena Corp * |
|
|
3,500 |
|
|
|
173 |
|
Cirrus Logic Inc * |
|
|
1,300 |
|
|
|
120 |
|
Cisco Systems Inc |
|
|
94,181 |
|
|
|
4,701 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Cloudflare Inc, Cl A * |
|
|
6,800 |
|
|
$ |
658 |
|
Cognex Corp |
|
|
4,100 |
|
|
|
174 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
11,761 |
|
|
|
862 |
|
Coherent Corp * |
|
|
2,885 |
|
|
|
175 |
|
Confluent Inc, Cl A * |
|
|
4,200 |
|
|
|
128 |
|
Corning Inc, Cl B |
|
|
17,614 |
|
|
|
581 |
|
Crane NXT Co |
|
|
1,100 |
|
|
|
68 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
4,986 |
|
|
|
1,598 |
|
Datadog Inc, Cl A * |
|
|
6,500 |
|
|
|
803 |
|
DocuSign Inc, Cl A * |
|
|
4,620 |
|
|
|
275 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,353 |
|
|
|
113 |
|
DoubleVerify Holdings Inc * |
|
|
3,300 |
|
|
|
116 |
|
Dropbox Inc, Cl A * |
|
|
5,800 |
|
|
|
141 |
|
DXC Technology Co * |
|
|
4,581 |
|
|
|
97 |
|
Dynatrace Inc * |
|
|
6,000 |
|
|
|
279 |
|
Elastic NV * |
|
|
1,800 |
|
|
|
180 |
|
Enphase Energy Inc * |
|
|
3,040 |
|
|
|
368 |
|
Entegris Inc |
|
|
3,400 |
|
|
|
478 |
|
EPAM Systems Inc * |
|
|
1,292 |
|
|
|
357 |
|
F5 Inc, Cl A * |
|
|
1,381 |
|
|
|
262 |
|
Fair Isaac Corp * |
|
|
555 |
|
|
|
694 |
|
First Solar Inc * |
|
|
2,500 |
|
|
|
422 |
|
Five9 Inc * |
|
|
1,700 |
|
|
|
106 |
|
Fortinet Inc * |
|
|
15,235 |
|
|
|
1,041 |
|
Gartner Inc * |
|
|
1,757 |
|
|
|
838 |
|
Gen Digital Inc |
|
|
12,601 |
|
|
|
282 |
|
Gitlab Inc, Cl A * |
|
|
2,100 |
|
|
|
122 |
|
GLOBALFOUNDRIES Inc * |
|
|
1,900 |
|
|
|
99 |
|
Globant SA * |
|
|
953 |
|
|
|
192 |
|
GoDaddy Inc, Cl A * |
|
|
3,325 |
|
|
|
395 |
|
Guidewire Software Inc, Cl Z * |
|
|
1,882 |
|
|
|
220 |
|
HashiCorp Inc, Cl A * |
|
|
2,400 |
|
|
|
65 |
|
Hewlett Packard Enterprise Co |
|
|
30,107 |
|
|
|
534 |
|
HP Inc |
|
|
20,001 |
|
|
|
604 |
|
HubSpot Inc * |
|
|
1,071 |
|
|
|
671 |
|
Informatica Inc, Cl A * |
|
|
900 |
|
|
|
31 |
|
Intel Corp |
|
|
97,976 |
|
|
|
4,328 |
|
International Business Machines Corp |
|
|
21,037 |
|
|
|
4,017 |
|
Intuit Inc |
|
|
6,349 |
|
|
|
4,127 |
|
IPG Photonics Corp * |
|
|
672 |
|
|
|
61 |
|
Jabil Inc |
|
|
2,900 |
|
|
|
388 |
|
Juniper Networks Inc |
|
|
7,200 |
|
|
|
267 |
|
Keysight Technologies Inc * |
|
|
4,132 |
|
|
|
646 |
|
KLA Corp |
|
|
3,141 |
|
|
|
2,194 |
|
Kyndryl Holdings Inc * |
|
|
5,177 |
|
|
|
113 |
|
Lam Research Corp |
|
|
3,014 |
|
|
|
2,928 |
|
Lattice Semiconductor Corp * |
|
|
3,100 |
|
|
|
243 |
|
Littelfuse Inc |
|
|
600 |
|
|
|
145 |
|
Lumentum Holdings Inc * |
|
|
1,600 |
|
|
|
76 |
|
Manhattan Associates Inc * |
|
|
1,405 |
|
|
|
352 |
|
Marvell Technology Inc |
|
|
19,759 |
|
|
|
1,401 |
|
Microchip Technology Inc |
|
|
12,450 |
|
|
|
1,117 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Micron Technology Inc |
|
|
25,273 |
|
|
$ |
2,979 |
|
Microsoft Corp |
|
|
172,675 |
|
|
|
72,648 |
|
MKS Instruments Inc |
|
|
1,500 |
|
|
|
199 |
|
MongoDB Inc, Cl A * |
|
|
1,564 |
|
|
|
561 |
|
Monolithic Power Systems Inc |
|
|
1,084 |
|
|
|
734 |
|
Motorola Solutions Inc |
|
|
3,864 |
|
|
|
1,372 |
|
nCino inc * |
|
|
1,600 |
|
|
|
60 |
|
NCR Voyix Corp * |
|
|
3,023 |
|
|
|
38 |
|
NetApp Inc |
|
|
4,800 |
|
|
|
504 |
|
Nutanix Inc, Cl A * |
|
|
5,559 |
|
|
|
343 |
|
NVIDIA Corp |
|
|
55,120 |
|
|
|
49,804 |
|
Okta Inc, Cl A * |
|
|
3,516 |
|
|
|
368 |
|
ON Semiconductor Corp * |
|
|
9,957 |
|
|
|
732 |
|
Oracle Corp, Cl B |
|
|
35,793 |
|
|
|
4,496 |
|
Palantir Technologies Inc, Cl A * |
|
|
44,720 |
|
|
|
1,029 |
|
Palo Alto Networks Inc * |
|
|
7,123 |
|
|
|
2,024 |
|
Pegasystems Inc |
|
|
900 |
|
|
|
58 |
|
Procore Technologies Inc * |
|
|
1,900 |
|
|
|
156 |
|
PTC Inc * |
|
|
2,665 |
|
|
|
504 |
|
Pure Storage Inc, Cl A * |
|
|
6,500 |
|
|
|
338 |
|
Qorvo Inc * |
|
|
2,224 |
|
|
|
255 |
|
QUALCOMM Inc |
|
|
25,857 |
|
|
|
4,378 |
|
RingCentral Inc, Cl A * |
|
|
2,155 |
|
|
|
75 |
|
Roper Technologies Inc |
|
|
2,417 |
|
|
|
1,356 |
|
Salesforce Inc |
|
|
21,704 |
|
|
|
6,537 |
|
SentinelOne Inc, Cl A * |
|
|
5,500 |
|
|
|
128 |
|
ServiceNow Inc * |
|
|
4,764 |
|
|
|
3,632 |
|
Skyworks Solutions Inc |
|
|
3,626 |
|
|
|
393 |
|
Smartsheet Inc, Cl A * |
|
|
3,000 |
|
|
|
115 |
|
Snowflake Inc, Cl A * |
|
|
7,300 |
|
|
|
1,180 |
|
Synopsys Inc * |
|
|
3,567 |
|
|
|
2,039 |
|
TD SYNNEX Corp |
|
|
1,300 |
|
|
|
147 |
|
Teledyne Technologies Inc * |
|
|
1,094 |
|
|
|
470 |
|
Teradata Corp * |
|
|
2,397 |
|
|
|
93 |
|
Teradyne Inc |
|
|
3,554 |
|
|
|
401 |
|
Texas Instruments Inc |
|
|
21,057 |
|
|
|
3,668 |
|
Trimble Inc * |
|
|
5,600 |
|
|
|
360 |
|
Twilio Inc, Cl A * |
|
|
3,858 |
|
|
|
236 |
|
Tyler Technologies Inc * |
|
|
960 |
|
|
|
408 |
|
Ubiquiti Inc |
|
|
69 |
|
|
|
8 |
|
UiPath Inc, Cl A * |
|
|
8,600 |
|
|
|
195 |
|
Unity Software Inc * |
|
|
6,553 |
|
|
|
175 |
|
Universal Display Corp |
|
|
1,042 |
|
|
|
176 |
|
VeriSign Inc * |
|
|
2,048 |
|
|
|
388 |
|
Viasat Inc * |
|
|
2,900 |
|
|
|
52 |
|
Vontier Corp |
|
|
3,463 |
|
|
|
157 |
|
Western Digital Corp * |
|
|
7,392 |
|
|
|
504 |
|
Wolfspeed Inc * |
|
|
2,930 |
|
|
|
86 |
|
Workday Inc, Cl A * |
|
|
4,654 |
|
|
|
1,269 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,184 |
|
|
|
357 |
|
Zoom Video Communications Inc, Cl A * |
|
|
6,000 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Zscaler Inc * |
|
|
2,064 |
|
|
$ |
398 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
315,682 |
|
Materials — 2.5% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,185 |
|
|
|
1,256 |
|
Albemarle Corp |
|
|
2,720 |
|
|
|
358 |
|
Alcoa Corp |
|
|
4,000 |
|
|
|
135 |
|
Amcor PLC |
|
|
32,700 |
|
|
|
311 |
|
AptarGroup Inc |
|
|
1,500 |
|
|
|
216 |
|
Ardagh Metal Packaging SA |
|
|
5,550 |
|
|
|
19 |
|
Ashland Inc |
|
|
1,100 |
|
|
|
107 |
|
Avery Dennison Corp |
|
|
1,866 |
|
|
|
417 |
|
Axalta Coating Systems Ltd * |
|
|
5,000 |
|
|
|
172 |
|
Ball Corp |
|
|
7,035 |
|
|
|
474 |
|
Berry Global Group Inc |
|
|
2,677 |
|
|
|
162 |
|
Celanese Corp, Cl A |
|
|
2,238 |
|
|
|
385 |
|
CF Industries Holdings Inc |
|
|
4,437 |
|
|
|
369 |
|
Chemours Co/The |
|
|
3,600 |
|
|
|
95 |
|
Cleveland-Cliffs Inc * |
|
|
11,300 |
|
|
|
257 |
|
Corteva Inc |
|
|
16,534 |
|
|
|
954 |
|
Crown Holdings Inc |
|
|
2,500 |
|
|
|
198 |
|
Dow Inc |
|
|
16,375 |
|
|
|
949 |
|
DuPont de Nemours Inc |
|
|
9,938 |
|
|
|
762 |
|
Eagle Materials Inc |
|
|
759 |
|
|
|
206 |
|
Eastman Chemical Co |
|
|
2,732 |
|
|
|
274 |
|
Ecolab Inc |
|
|
5,788 |
|
|
|
1,336 |
|
Element Solutions Inc |
|
|
5,000 |
|
|
|
125 |
|
FMC Corp |
|
|
2,810 |
|
|
|
179 |
|
Freeport-McMoRan Inc, Cl B |
|
|
33,102 |
|
|
|
1,556 |
|
Ginkgo Bioworks Holdings Inc *(A) |
|
|
34,200 |
|
|
|
40 |
|
Graphic Packaging Holding Co |
|
|
7,200 |
|
|
|
210 |
|
Huntsman Corp |
|
|
4,005 |
|
|
|
104 |
|
International Flavors & Fragrances Inc |
|
|
5,969 |
|
|
|
513 |
|
International Paper Co |
|
|
7,891 |
|
|
|
308 |
|
Linde PLC |
|
|
11,300 |
|
|
|
5,247 |
|
Louisiana-Pacific Corp |
|
|
1,400 |
|
|
|
117 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,961 |
|
|
|
610 |
|
Martin Marietta Materials Inc, Cl A |
|
|
1,416 |
|
|
|
869 |
|
Mosaic Co/The |
|
|
7,800 |
|
|
|
253 |
|
MP Materials Corp * |
|
|
2,400 |
|
|
|
34 |
|
NewMarket Corp |
|
|
182 |
|
|
|
116 |
|
Newmont Corp |
|
|
26,755 |
|
|
|
959 |
|
Nucor Corp |
|
|
5,741 |
|
|
|
1,136 |
|
Olin Corp |
|
|
2,900 |
|
|
|
171 |
|
Packaging Corp of America |
|
|
2,064 |
|
|
|
392 |
|
PPG Industries Inc |
|
|
5,388 |
|
|
|
781 |
|
Reliance Inc |
|
|
1,329 |
|
|
|
444 |
|
Royal Gold Inc, Cl A |
|
|
1,547 |
|
|
|
188 |
|
RPM International Inc |
|
|
2,900 |
|
|
|
345 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
877 |
|
|
|
65 |
|
Sealed Air Corp |
|
|
3,400 |
|
|
|
126 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,542 |
|
|
|
1,925 |
|
Silgan Holdings Inc |
|
|
2,030 |
|
|
|
99 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Sonoco Products Co |
|
|
2,200 |
|
|
$ |
127 |
|
Southern Copper Corp |
|
|
1,900 |
|
|
|
202 |
|
SSR Mining Inc |
|
|
5,300 |
|
|
|
24 |
|
Steel Dynamics Inc |
|
|
3,549 |
|
|
|
526 |
|
United States Steel Corp |
|
|
5,000 |
|
|
|
204 |
|
Vulcan Materials Co |
|
|
3,039 |
|
|
|
829 |
|
Westlake Corp |
|
|
732 |
|
|
|
112 |
|
Westrock Co |
|
|
5,800 |
|
|
|
287 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,635 |
|
Real Estate — 2.5% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
2,300 |
|
|
|
131 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,948 |
|
|
|
509 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
7,600 |
|
|
|
280 |
|
American Tower Corp, Cl A ‡ |
|
|
10,784 |
|
|
|
2,131 |
|
Americold Realty Trust Inc ‡ |
|
|
6,400 |
|
|
|
159 |
|
Apartment Income REIT Corp ‡ |
|
|
3,365 |
|
|
|
109 |
|
AvalonBay Communities Inc ‡ |
|
|
3,259 |
|
|
|
605 |
|
Boston Properties Inc ‡ |
|
|
3,562 |
|
|
|
233 |
|
Brixmor Property Group Inc ‡ |
|
|
7,000 |
|
|
|
164 |
|
Camden Property Trust ‡ |
|
|
2,369 |
|
|
|
233 |
|
CBRE Group Inc, Cl A * |
|
|
7,000 |
|
|
|
681 |
|
CoStar Group Inc * |
|
|
9,400 |
|
|
|
908 |
|
Cousins Properties Inc ‡ |
|
|
3,600 |
|
|
|
87 |
|
Crown Castle Inc ‡ |
|
|
10,036 |
|
|
|
1,062 |
|
CubeSmart ‡ |
|
|
5,100 |
|
|
|
231 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
6,973 |
|
|
|
1,004 |
|
EastGroup Properties Inc ‡ |
|
|
1,100 |
|
|
|
198 |
|
EPR Properties, Cl A ‡ |
|
|
1,700 |
|
|
|
72 |
|
Equinix Inc ‡ |
|
|
2,172 |
|
|
|
1,793 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
4,000 |
|
|
|
258 |
|
Equity Residential ‡ |
|
|
8,683 |
|
|
|
548 |
|
Essex Property Trust Inc ‡ |
|
|
1,517 |
|
|
|
371 |
|
Extra Space Storage Inc ‡ |
|
|
4,865 |
|
|
|
715 |
|
Federal Realty Investment Trust ‡ |
|
|
1,846 |
|
|
|
189 |
|
First Industrial Realty Trust Inc ‡ |
|
|
3,100 |
|
|
|
163 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
5,810 |
|
|
|
268 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
8,600 |
|
|
|
122 |
|
Healthpeak Properties Inc ‡ |
|
|
16,470 |
|
|
|
309 |
|
Highwoods Properties Inc ‡ |
|
|
2,378 |
|
|
|
62 |
|
Host Hotels & Resorts Inc ‡ |
|
|
16,102 |
|
|
|
333 |
|
Howard Hughes Holdings Inc * |
|
|
763 |
|
|
|
55 |
|
Invitation Homes Inc ‡ |
|
|
14,200 |
|
|
|
506 |
|
Iron Mountain Inc ‡ |
|
|
6,600 |
|
|
|
529 |
|
Jones Lang LaSalle Inc * |
|
|
1,103 |
|
|
|
215 |
|
Kilroy Realty Corp ‡ |
|
|
2,800 |
|
|
|
102 |
|
Kimco Realty Corp ‡ |
|
|
14,905 |
|
|
|
292 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,000 |
|
|
|
239 |
|
Medical Properties Trust Inc ‡(A) |
|
|
13,835 |
|
|
|
65 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,700 |
|
|
|
355 |
|
National Storage Affiliates Trust ‡ |
|
|
2,000 |
|
|
|
78 |
|
NET Lease Office Properties ‡ |
|
|
355 |
|
|
|
8 |
|
NNN REIT Inc ‡ |
|
|
4,100 |
|
|
|
175 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Omega Healthcare Investors Inc ‡ |
|
|
5,645 |
|
|
$ |
179 |
|
Park Hotels & Resorts Inc ‡ |
|
|
5,100 |
|
|
|
89 |
|
Prologis Inc ‡ |
|
|
21,412 |
|
|
|
2,788 |
|
Public Storage ‡ |
|
|
3,656 |
|
|
|
1,060 |
|
Rayonier Inc ‡ |
|
|
3,500 |
|
|
|
116 |
|
Realty Income Corp ‡ |
|
|
19,313 |
|
|
|
1,045 |
|
Regency Centers Corp ‡ |
|
|
4,100 |
|
|
|
248 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,900 |
|
|
|
246 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,537 |
|
|
|
550 |
|
Simon Property Group Inc ‡ |
|
|
7,535 |
|
|
|
1,179 |
|
STAG Industrial Inc ‡ |
|
|
4,100 |
|
|
|
158 |
|
Sun Communities Inc ‡ |
|
|
2,883 |
|
|
|
371 |
|
UDR Inc ‡ |
|
|
7,400 |
|
|
|
277 |
|
Ventas Inc ‡ |
|
|
9,090 |
|
|
|
396 |
|
VICI Properties Inc, Cl A ‡ |
|
|
23,994 |
|
|
|
715 |
|
Vornado Realty Trust ‡ |
|
|
4,200 |
|
|
|
121 |
|
Welltower Inc ‡ |
|
|
12,800 |
|
|
|
1,196 |
|
Weyerhaeuser Co ‡ |
|
|
16,997 |
|
|
|
610 |
|
WP Carey Inc ‡ |
|
|
4,990 |
|
|
|
282 |
|
Zillow Group Inc, Cl A * |
|
|
1,200 |
|
|
|
57 |
|
Zillow Group Inc, Cl C * |
|
|
3,500 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,401 |
|
Utilities — 2.0% |
|
|
|
|
AES Corp/The |
|
|
15,200 |
|
|
|
273 |
|
Alliant Energy Corp |
|
|
5,721 |
|
|
|
288 |
|
Ameren Corp |
|
|
6,125 |
|
|
|
453 |
|
American Electric Power Co Inc |
|
|
12,229 |
|
|
|
1,053 |
|
American Water Works Co Inc |
|
|
4,465 |
|
|
|
546 |
|
Atmos Energy Corp |
|
|
3,466 |
|
|
|
412 |
|
Avangrid Inc |
|
|
1,600 |
|
|
|
58 |
|
Brookfield Renewable Corp, Cl A |
|
|
3,100 |
|
|
|
76 |
|
CenterPoint Energy Inc |
|
|
14,355 |
|
|
|
409 |
|
Clearway Energy Inc, Cl A |
|
|
900 |
|
|
|
19 |
|
Clearway Energy Inc, Cl C |
|
|
2,100 |
|
|
|
48 |
|
CMS Energy Corp |
|
|
6,610 |
|
|
|
399 |
|
Consolidated Edison Inc |
|
|
8,079 |
|
|
|
734 |
|
Constellation Energy Corp |
|
|
7,413 |
|
|
|
1,370 |
|
Dominion Energy Inc |
|
|
19,402 |
|
|
|
954 |
|
DTE Energy Co |
|
|
4,713 |
|
|
|
528 |
|
Duke Energy Corp |
|
|
17,812 |
|
|
|
1,723 |
|
Edison International |
|
|
8,649 |
|
|
|
612 |
|
Entergy Corp |
|
|
4,889 |
|
|
|
517 |
|
Essential Utilities Inc |
|
|
5,900 |
|
|
|
219 |
|
Evergy Inc |
|
|
5,017 |
|
|
|
268 |
|
Exelon Corp |
|
|
23,039 |
|
|
|
866 |
|
FirstEnergy Corp |
|
|
12,400 |
|
|
|
479 |
|
Hawaiian Electric Industries Inc |
|
|
2,800 |
|
|
|
32 |
|
IDACORP Inc, Cl A |
|
|
1,200 |
|
|
|
111 |
|
National Fuel Gas Co |
|
|
2,100 |
|
|
|
113 |
|
NextEra Energy Inc |
|
|
47,555 |
|
|
|
3,039 |
|
NiSource Inc |
|
|
9,400 |
|
|
|
260 |
|
NRG Energy Inc |
|
|
5,200 |
|
|
|
352 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Large Cap Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
OGE Energy Corp |
|
|
4,500 |
|
|
$ |
154 |
|
PG&E Corp |
|
|
47,206 |
|
|
|
791 |
|
Pinnacle West Capital Corp |
|
|
2,600 |
|
|
|
194 |
|
PPL Corp |
|
|
16,803 |
|
|
|
463 |
|
Public Service Enterprise Group Inc |
|
|
11,504 |
|
|
|
768 |
|
Sempra |
|
|
14,562 |
|
|
|
1,046 |
|
Southern Co/The |
|
|
25,262 |
|
|
|
1,812 |
|
UGI Corp |
|
|
5,030 |
|
|
|
123 |
|
Vistra Corp |
|
|
8,469 |
|
|
|
590 |
|
WEC Energy Group Inc |
|
|
7,284 |
|
|
|
598 |
|
Xcel Energy Inc |
|
|
12,590 |
|
|
|
677 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,427 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $605,495) ($ Thousands) |
|
|
|
|
|
|
1,116,454 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
532,947 |
|
|
$ |
531 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $533) ($ Thousands) |
|
|
531 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
28,152,467 |
|
|
|
28,152 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $28,152) ($ Thousands) |
|
|
|
|
|
|
28,152 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $634,180) ($ Thousands) |
|
$ |
1,145,137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
89 |
|
|
|
Jun-2024 |
|
|
$ |
23,106 |
|
|
$ |
23,623 |
|
|
$ |
517 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
20 |
|
|
|
Jun-2024 |
|
|
|
5,951 |
|
|
|
6,155 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
29,057 |
|
|
$ |
29,778 |
|
|
$ |
721 |
|
|
Percentages are based on Net Assets of $1,146,360 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $531 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,116,454 |
|
|
|
– |
|
|
|
– |
|
|
|
1,116,454 |
|
Affiliated Partnership |
|
|
– |
|
|
|
531 |
|
|
|
– |
|
|
|
531 |
|
Cash Equivalent |
|
|
28,152 |
|
|
|
– |
|
|
|
– |
|
|
|
28,152 |
|
Total Investments in Securities |
|
|
1,144,606 |
|
|
|
531 |
|
|
|
– |
|
|
|
1,145,137 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
721 |
|
|
|
– |
|
|
|
– |
|
|
|
721 |
|
Total Other Financial Instruments |
|
|
721 |
|
|
|
– |
|
|
|
– |
|
|
|
721 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
151 |
|
|
$ |
— |
|
|
$ |
(6 |
) |
|
$ |
(1 |
) |
|
$ |
29 |
|
|
$ |
173 |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
567 |
|
|
|
867 |
|
|
|
(903 |
) |
|
|
— |
|
|
|
— |
|
|
|
531 |
|
|
|
15 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
32,499 |
|
|
|
80,993 |
|
|
|
(85,340 |
) |
|
|
— |
|
|
|
— |
|
|
|
28,152 |
|
|
|
647 |
|
|
|
— |
|
Totals |
|
$ |
33,217 |
|
|
$ |
81,860 |
|
|
$ |
(86,249 |
) |
|
$ |
(1 |
) |
|
$ |
29 |
|
|
$ |
28,856 |
|
|
$ |
663 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Large Cap Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.7% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
522,924 |
|
|
$ |
78,925 |
|
Alphabet Inc, Cl C * |
|
|
456,960 |
|
|
|
69,577 |
|
AT&T Inc |
|
|
746,091 |
|
|
|
13,131 |
|
Charter Communications Inc, Cl A * |
|
|
12,696 |
|
|
|
3,690 |
|
Comcast Corp, Cl A |
|
|
240,091 |
|
|
|
10,408 |
|
Electronic Arts Inc |
|
|
44,812 |
|
|
|
5,945 |
|
Meta Platforms Inc, Cl A |
|
|
111,272 |
|
|
|
54,031 |
|
Nexstar Media Group Inc, Cl A |
|
|
14,442 |
|
|
|
2,488 |
|
Omnicom Group Inc |
|
|
76,231 |
|
|
|
7,376 |
|
Sirius XM Holdings Inc (A) |
|
|
752,237 |
|
|
|
2,919 |
|
TEGNA Inc |
|
|
66,265 |
|
|
|
990 |
|
Verizon Communications Inc |
|
|
97,068 |
|
|
|
4,073 |
|
Walt Disney Co/The |
|
|
266,981 |
|
|
|
32,668 |
|
Warner Bros Discovery Inc * |
|
|
14,202 |
|
|
|
124 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
286,345 |
|
Consumer Discretionary — 10.9% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
368,960 |
|
|
|
66,553 |
|
AutoZone Inc * |
|
|
16,513 |
|
|
|
52,043 |
|
Best Buy Co Inc |
|
|
85,787 |
|
|
|
7,037 |
|
Booking Holdings Inc |
|
|
2,537 |
|
|
|
9,204 |
|
BorgWarner Inc |
|
|
89,239 |
|
|
|
3,100 |
|
Brinker International Inc * |
|
|
141,821 |
|
|
|
7,046 |
|
Darden Restaurants Inc |
|
|
3,127 |
|
|
|
523 |
|
Dick's Sporting Goods Inc |
|
|
94,331 |
|
|
|
21,211 |
|
Domino's Pizza Inc |
|
|
16,892 |
|
|
|
8,393 |
|
DR Horton Inc |
|
|
16,198 |
|
|
|
2,665 |
|
eBay Inc |
|
|
127,055 |
|
|
|
6,706 |
|
Foot Locker Inc, Cl A |
|
|
164,494 |
|
|
|
4,688 |
|
General Motors Co |
|
|
179,947 |
|
|
|
8,161 |
|
Genuine Parts Co |
|
|
79,642 |
|
|
|
12,339 |
|
Goodyear Tire & Rubber Co/The * |
|
|
406,438 |
|
|
|
5,580 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Grand Canyon Education Inc * |
|
|
9,300 |
|
|
$ |
1,267 |
|
Harley-Davidson Inc, Cl A |
|
|
88,020 |
|
|
|
3,850 |
|
Home Depot Inc/The |
|
|
28,380 |
|
|
|
10,886 |
|
Lear Corp |
|
|
45,049 |
|
|
|
6,527 |
|
Lowe's Cos Inc |
|
|
320,236 |
|
|
|
81,574 |
|
Magna International Inc, Cl A |
|
|
19,822 |
|
|
|
1,080 |
|
NIKE Inc, Cl B |
|
|
357,743 |
|
|
|
33,621 |
|
O'Reilly Automotive Inc * |
|
|
1,906 |
|
|
|
2,152 |
|
Phinia Inc |
|
|
17,847 |
|
|
|
686 |
|
PulteGroup Inc |
|
|
251,522 |
|
|
|
30,338 |
|
PVH Corp |
|
|
35,794 |
|
|
|
5,033 |
|
Ross Stores Inc |
|
|
48,881 |
|
|
|
7,174 |
|
Royal Caribbean Cruises Ltd * |
|
|
51,128 |
|
|
|
7,107 |
|
Starbucks Corp |
|
|
68,046 |
|
|
|
6,219 |
|
TJX Cos Inc/The |
|
|
374,562 |
|
|
|
37,988 |
|
TopBuild Corp * |
|
|
16,986 |
|
|
|
7,486 |
|
Whirlpool Corp |
|
|
66,069 |
|
|
|
7,904 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
466,141 |
|
Consumer Staples — 6.2% |
|
|
|
|
Altria Group Inc |
|
|
246,529 |
|
|
|
10,754 |
|
Archer-Daniels-Midland Co |
|
|
50,878 |
|
|
|
3,196 |
|
Coca-Cola Co/The |
|
|
123,765 |
|
|
|
7,572 |
|
Conagra Brands Inc |
|
|
258,149 |
|
|
|
7,651 |
|
Constellation Brands Inc, Cl A |
|
|
10,975 |
|
|
|
2,983 |
|
Costco Wholesale Corp |
|
|
9,292 |
|
|
|
6,808 |
|
Dollar General Corp |
|
|
45,559 |
|
|
|
7,110 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
35,000 |
|
|
|
5,395 |
|
Hershey Co/The |
|
|
26,426 |
|
|
|
5,140 |
|
Ingredion Inc |
|
|
26,094 |
|
|
|
3,049 |
|
Kimberly-Clark Corp |
|
|
41,873 |
|
|
|
5,416 |
|
Kraft Heinz Co/The |
|
|
115,076 |
|
|
|
4,246 |
|
Kroger Co/The |
|
|
798,798 |
|
|
|
45,635 |
|
Lamb Weston Holdings Inc |
|
|
16,377 |
|
|
|
1,745 |
|
Molson Coors Beverage Co, Cl B |
|
|
246,452 |
|
|
|
16,574 |
|
Mondelez International Inc, Cl A |
|
|
24,475 |
|
|
|
1,713 |
|
Monster Beverage Corp * |
|
|
27,454 |
|
|
|
1,627 |
|
PepsiCo Inc |
|
|
208,587 |
|
|
|
36,505 |
|
Philip Morris International Inc |
|
|
269,916 |
|
|
|
24,730 |
|
Procter & Gamble Co/The |
|
|
233,806 |
|
|
|
37,935 |
|
Target Corp, Cl A |
|
|
53,833 |
|
|
|
9,540 |
|
Tyson Foods Inc, Cl A |
|
|
253,116 |
|
|
|
14,865 |
|
Walmart Inc |
|
|
127,956 |
|
|
|
7,699 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
267,888 |
|
Energy — 4.2% |
|
|
|
|
Canadian Natural Resources Ltd |
|
|
247,006 |
|
|
|
18,851 |
|
Chevron Corp |
|
|
178,499 |
|
|
|
28,156 |
|
ConocoPhillips |
|
|
179,580 |
|
|
|
22,857 |
|
Devon Energy Corp |
|
|
357,504 |
|
|
|
17,940 |
|
Exxon Mobil Corp |
|
|
129,439 |
|
|
|
15,046 |
|
HF Sinclair Corp |
|
|
40,846 |
|
|
|
2,466 |
|
Marathon Petroleum Corp |
|
|
152,241 |
|
|
|
30,677 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Phillips 66 |
|
|
95,701 |
|
|
$ |
15,632 |
|
Valero Energy Corp |
|
|
163,189 |
|
|
|
27,855 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
179,480 |
|
Financials — 16.2% |
|
|
|
|
Aflac Inc |
|
|
136,144 |
|
|
|
11,689 |
|
Allstate Corp/The |
|
|
49,660 |
|
|
|
8,592 |
|
American Financial Group Inc/OH |
|
|
11,100 |
|
|
|
1,515 |
|
Ameriprise Financial Inc |
|
|
82,444 |
|
|
|
36,147 |
|
Assurant Inc |
|
|
33,412 |
|
|
|
6,289 |
|
Assured Guaranty Ltd |
|
|
31,872 |
|
|
|
2,781 |
|
Bank of America Corp |
|
|
1,369,018 |
|
|
|
51,913 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
93,247 |
|
|
|
39,212 |
|
Capital One Financial Corp |
|
|
43,778 |
|
|
|
6,518 |
|
Chubb Ltd |
|
|
5,209 |
|
|
|
1,350 |
|
Citigroup Inc |
|
|
289,630 |
|
|
|
18,316 |
|
CME Group Inc, Cl A |
|
|
77,815 |
|
|
|
16,753 |
|
Discover Financial Services |
|
|
126,480 |
|
|
|
16,580 |
|
Everest Group Ltd |
|
|
38,172 |
|
|
|
15,173 |
|
FactSet Research Systems Inc |
|
|
7,277 |
|
|
|
3,307 |
|
Fifth Third Bancorp |
|
|
492,899 |
|
|
|
18,341 |
|
Goldman Sachs Group Inc/The |
|
|
21,644 |
|
|
|
9,040 |
|
Hartford Financial Services Group Inc/The |
|
|
66,936 |
|
|
|
6,898 |
|
Intercontinental Exchange Inc |
|
|
50,750 |
|
|
|
6,975 |
|
JPMorgan Chase & Co |
|
|
412,282 |
|
|
|
82,580 |
|
KKR & Co Inc |
|
|
72,133 |
|
|
|
7,255 |
|
Marsh & McLennan Cos Inc |
|
|
34,088 |
|
|
|
7,021 |
|
Mastercard Inc, Cl A |
|
|
117,450 |
|
|
|
56,560 |
|
Moody's Corp |
|
|
164,081 |
|
|
|
64,489 |
|
Morgan Stanley |
|
|
311,935 |
|
|
|
29,372 |
|
MSCI Inc, Cl A |
|
|
64,006 |
|
|
|
35,872 |
|
Navient Corp |
|
|
263,511 |
|
|
|
4,585 |
|
PNC Financial Services Group Inc/The |
|
|
36,433 |
|
|
|
5,888 |
|
Popular Inc |
|
|
93,782 |
|
|
|
8,261 |
|
Progressive Corp/The |
|
|
4,956 |
|
|
|
1,025 |
|
Prudential Financial Inc |
|
|
17,700 |
|
|
|
2,078 |
|
Regions Financial Corp |
|
|
507,300 |
|
|
|
10,674 |
|
S&P Global Inc |
|
|
15,324 |
|
|
|
6,520 |
|
Travelers Cos Inc/The |
|
|
118,288 |
|
|
|
27,223 |
|
Truist Financial Corp |
|
|
28,769 |
|
|
|
1,121 |
|
Visa Inc, Cl A |
|
|
182,933 |
|
|
|
51,053 |
|
Voya Financial Inc |
|
|
152,795 |
|
|
|
11,295 |
|
Wells Fargo & Co |
|
|
92,870 |
|
|
|
5,383 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
695,644 |
|
Health Care — 13.7% |
|
|
|
|
Abbott Laboratories |
|
|
84,496 |
|
|
|
9,604 |
|
AbbVie Inc |
|
|
92,048 |
|
|
|
16,762 |
|
Amgen Inc, Cl A |
|
|
120,417 |
|
|
|
34,237 |
|
AstraZeneca PLC ADR |
|
|
99,185 |
|
|
|
6,720 |
|
Becton Dickinson & Co |
|
|
113,758 |
|
|
|
28,149 |
|
Biogen Inc * |
|
|
23,794 |
|
|
|
5,131 |
|
Bristol-Myers Squibb Co |
|
|
100,000 |
|
|
|
5,423 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cardinal Health Inc |
|
|
36,074 |
|
|
$ |
4,037 |
|
Cencora Inc, Cl A |
|
|
137,635 |
|
|
|
33,444 |
|
Centene Corp * |
|
|
19,739 |
|
|
|
1,549 |
|
Cigna Group/The |
|
|
27,340 |
|
|
|
9,929 |
|
CVS Health Corp |
|
|
205,055 |
|
|
|
16,355 |
|
Danaher Corp, Cl A |
|
|
27,463 |
|
|
|
6,858 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
61,914 |
|
|
|
5,916 |
|
Elevance Health Inc |
|
|
10,844 |
|
|
|
5,623 |
|
Eli Lilly & Co |
|
|
17,885 |
|
|
|
13,914 |
|
Gilead Sciences Inc |
|
|
120,443 |
|
|
|
8,822 |
|
HCA Healthcare Inc |
|
|
109,165 |
|
|
|
36,410 |
|
Humana Inc |
|
|
11,818 |
|
|
|
4,097 |
|
IDEXX Laboratories Inc * |
|
|
12,340 |
|
|
|
6,663 |
|
Intuitive Surgical Inc * |
|
|
21,300 |
|
|
|
8,501 |
|
Johnson & Johnson |
|
|
497,850 |
|
|
|
78,755 |
|
McKesson Corp |
|
|
12,923 |
|
|
|
6,938 |
|
Medtronic PLC |
|
|
35,661 |
|
|
|
3,108 |
|
Merck & Co Inc |
|
|
563,613 |
|
|
|
74,369 |
|
Mettler-Toledo International Inc * |
|
|
28,371 |
|
|
|
37,770 |
|
Novartis AG ADR |
|
|
32,225 |
|
|
|
3,117 |
|
Novo Nordisk A/S ADR |
|
|
54,725 |
|
|
|
7,027 |
|
Organon & Co |
|
|
761,962 |
|
|
|
14,325 |
|
Pfizer Inc |
|
|
706,138 |
|
|
|
19,595 |
|
Sandoz Group ADR * |
|
|
6,445 |
|
|
|
194 |
|
United Therapeutics Corp * |
|
|
22,931 |
|
|
|
5,268 |
|
UnitedHealth Group Inc |
|
|
120,227 |
|
|
|
59,476 |
|
Veeva Systems Inc, Cl A * |
|
|
4,706 |
|
|
|
1,090 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,576 |
|
|
|
1,077 |
|
Viatris Inc, Cl W |
|
|
359,688 |
|
|
|
4,295 |
|
Zoetis Inc, Cl A |
|
|
33,352 |
|
|
|
5,643 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
590,191 |
|
Industrials — 10.2% |
|
|
|
|
AerCap Holdings NV * |
|
|
20,386 |
|
|
|
1,772 |
|
AGCO Corp |
|
|
52,600 |
|
|
|
6,471 |
|
Alaska Air Group Inc * |
|
|
21,775 |
|
|
|
936 |
|
Carlisle Cos Inc |
|
|
6,137 |
|
|
|
2,405 |
|
Carrier Global Corp |
|
|
357,041 |
|
|
|
20,755 |
|
Caterpillar Inc, Cl A |
|
|
25,261 |
|
|
|
9,256 |
|
Chart Industries Inc * |
|
|
29,522 |
|
|
|
4,863 |
|
Cummins Inc |
|
|
8,214 |
|
|
|
2,420 |
|
Deere & Co |
|
|
14,637 |
|
|
|
6,012 |
|
Delta Air Lines Inc, Cl A |
|
|
128,832 |
|
|
|
6,167 |
|
Eaton Corp PLC |
|
|
27,035 |
|
|
|
8,453 |
|
FedEx Corp |
|
|
20,626 |
|
|
|
5,976 |
|
Fortive Corp |
|
|
67,655 |
|
|
|
5,820 |
|
Graco Inc |
|
|
542,313 |
|
|
|
50,685 |
|
GXO Logistics Inc * |
|
|
266,043 |
|
|
|
14,302 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
41,706 |
|
|
|
12,156 |
|
Illinois Tool Works Inc |
|
|
47,481 |
|
|
|
12,741 |
|
Johnson Controls International PLC |
|
|
490,100 |
|
|
|
32,013 |
|
L3Harris Technologies Inc |
|
|
25,220 |
|
|
|
5,374 |
|
Lockheed Martin Corp |
|
|
15,688 |
|
|
|
7,136 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ManpowerGroup Inc |
|
|
127,792 |
|
|
$ |
9,922 |
|
Middleby Corp/The * |
|
|
100,000 |
|
|
|
16,079 |
|
Northrop Grumman Corp |
|
|
12,855 |
|
|
|
6,153 |
|
Oshkosh Corp |
|
|
61,954 |
|
|
|
7,726 |
|
PACCAR Inc |
|
|
59,000 |
|
|
|
7,310 |
|
Robert Half Inc |
|
|
51,320 |
|
|
|
4,069 |
|
Rollins Inc |
|
|
48,391 |
|
|
|
2,239 |
|
RTX Corp |
|
|
247,761 |
|
|
|
24,164 |
|
Siemens AG ADR |
|
|
170,436 |
|
|
|
16,265 |
|
Southwest Airlines Co, Cl A |
|
|
86,460 |
|
|
|
2,524 |
|
SPX Technologies Inc * |
|
|
62,254 |
|
|
|
7,665 |
|
Textron Inc |
|
|
190,528 |
|
|
|
18,277 |
|
Timken Co/The |
|
|
112,333 |
|
|
|
9,821 |
|
TransDigm Group Inc |
|
|
27,487 |
|
|
|
33,853 |
|
United Airlines Holdings Inc * |
|
|
21,156 |
|
|
|
1,013 |
|
Veralto Corp |
|
|
32,335 |
|
|
|
2,867 |
|
Waste Management Inc |
|
|
18,232 |
|
|
|
3,886 |
|
WW Grainger Inc |
|
|
45,652 |
|
|
|
46,442 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
435,988 |
|
Information Technology — 23.4% |
|
|
|
|
Adobe Inc * |
|
|
132,564 |
|
|
|
66,892 |
|
Amphenol Corp, Cl A |
|
|
104,624 |
|
|
|
12,068 |
|
Analog Devices Inc |
|
|
123,654 |
|
|
|
24,457 |
|
Apple Inc |
|
|
800,024 |
|
|
|
137,188 |
|
Applied Materials Inc |
|
|
148,944 |
|
|
|
30,717 |
|
Arista Networks Inc * |
|
|
85,796 |
|
|
|
24,879 |
|
Broadcom Inc |
|
|
27,392 |
|
|
|
36,306 |
|
Cadence Design Systems Inc * |
|
|
10,238 |
|
|
|
3,187 |
|
Cisco Systems Inc |
|
|
488,328 |
|
|
|
24,372 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
8,912 |
|
|
|
653 |
|
Corning Inc, Cl B |
|
|
177,573 |
|
|
|
5,853 |
|
Dropbox Inc, Cl A * |
|
|
357,035 |
|
|
|
8,676 |
|
Fair Isaac Corp * |
|
|
6,327 |
|
|
|
7,906 |
|
Hewlett Packard Enterprise Co |
|
|
294,388 |
|
|
|
5,219 |
|
HP Inc |
|
|
447,766 |
|
|
|
13,531 |
|
Intel Corp |
|
|
334,938 |
|
|
|
14,794 |
|
International Business Machines Corp |
|
|
6,932 |
|
|
|
1,324 |
|
Intuit Inc |
|
|
91,995 |
|
|
|
59,797 |
|
Juniper Networks Inc |
|
|
7,046 |
|
|
|
261 |
|
Keysight Technologies Inc * |
|
|
96,705 |
|
|
|
15,123 |
|
Lam Research Corp |
|
|
6,981 |
|
|
|
6,783 |
|
Marvell Technology Inc |
|
|
74,923 |
|
|
|
5,311 |
|
Microchip Technology Inc |
|
|
496,362 |
|
|
|
44,529 |
|
Micron Technology Inc |
|
|
156,515 |
|
|
|
18,452 |
|
Microsoft Corp |
|
|
486,353 |
|
|
|
204,618 |
|
Motorola Solutions Inc |
|
|
21,424 |
|
|
|
7,605 |
|
NetApp Inc |
|
|
45,929 |
|
|
|
4,821 |
|
NVIDIA Corp |
|
|
23,859 |
|
|
|
21,558 |
|
Oracle Corp, Cl B |
|
|
453,993 |
|
|
|
57,026 |
|
QUALCOMM Inc |
|
|
67,431 |
|
|
|
11,416 |
|
Roper Technologies Inc |
|
|
51,458 |
|
|
|
28,860 |
|
Salesforce Inc |
|
|
55,295 |
|
|
|
16,654 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SAP SE ADR (A) |
|
|
157,922 |
|
|
$ |
30,800 |
|
Seagate Technology Holdings PLC |
|
|
72,578 |
|
|
|
6,753 |
|
ServiceNow Inc * |
|
|
8,865 |
|
|
|
6,759 |
|
Texas Instruments Inc |
|
|
44,297 |
|
|
|
7,717 |
|
VeriSign Inc * |
|
|
91,384 |
|
|
|
17,318 |
|
Vishay Intertechnology Inc |
|
|
436,245 |
|
|
|
9,894 |
|
Western Digital Corp * |
|
|
33,750 |
|
|
|
2,303 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,002,380 |
|
Materials — 5.0% |
|
|
|
|
Cabot Corp |
|
|
81,410 |
|
|
|
7,506 |
|
Celanese Corp, Cl A |
|
|
28,298 |
|
|
|
4,863 |
|
Corteva Inc |
|
|
64,004 |
|
|
|
3,691 |
|
Dow Inc |
|
|
162,912 |
|
|
|
9,438 |
|
DuPont de Nemours Inc |
|
|
37,261 |
|
|
|
2,857 |
|
Eastman Chemical Co |
|
|
135,211 |
|
|
|
13,551 |
|
Ecolab Inc |
|
|
30,841 |
|
|
|
7,121 |
|
Huntsman Corp |
|
|
278,086 |
|
|
|
7,239 |
|
Ingevity Corp * |
|
|
14,131 |
|
|
|
674 |
|
Linde PLC |
|
|
123,959 |
|
|
|
57,557 |
|
LyondellBasell Industries NV, Cl A |
|
|
74,826 |
|
|
|
7,653 |
|
O-I Glass Inc, Cl I * |
|
|
451,358 |
|
|
|
7,488 |
|
Reliance Inc |
|
|
11,055 |
|
|
|
3,694 |
|
Sherwin-Williams Co/The, Cl A |
|
|
160,019 |
|
|
|
55,579 |
|
Steel Dynamics Inc |
|
|
152,103 |
|
|
|
22,546 |
|
Sylvamo Corp |
|
|
12,276 |
|
|
|
758 |
|
Westrock Co |
|
|
27,405 |
|
|
|
1,355 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
213,570 |
|
Real Estate — 1.5% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
101,757 |
|
|
|
20,106 |
|
Brandywine Realty Trust ‡ |
|
|
24,300 |
|
|
|
117 |
|
CBRE Group Inc, Cl A * |
|
|
41,173 |
|
|
|
4,004 |
|
Crown Castle Inc ‡ |
|
|
34,157 |
|
|
|
3,615 |
|
Equinix Inc ‡ |
|
|
1,986 |
|
|
|
1,639 |
|
Healthpeak Properties Inc ‡ |
|
|
629,400 |
|
|
|
11,801 |
|
Invitation Homes Inc ‡ |
|
|
28,203 |
|
|
|
1,004 |
|
Omega Healthcare Investors Inc ‡ |
|
|
48,451 |
|
|
|
1,534 |
|
Public Storage ‡ |
|
|
4,106 |
|
|
|
1,191 |
|
Sabra Health Care REIT Inc ‡ |
|
|
246,508 |
|
|
|
3,641 |
|
SBA Communications Corp, Cl A ‡ |
|
|
18,373 |
|
|
|
3,981 |
|
Service Properties Trust ‡ |
|
|
643,756 |
|
|
|
4,365 |
|
Welltower Inc ‡ |
|
|
70,223 |
|
|
|
6,562 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
63,560 |
|
Utilities — 1.5% |
|
|
|
|
Ameren Corp |
|
|
64,109 |
|
|
|
4,741 |
|
American Electric Power Co Inc |
|
|
57,553 |
|
|
|
4,955 |
|
Constellation Energy Corp |
|
|
37,812 |
|
|
|
6,990 |
|
Duke Energy Corp |
|
|
77,340 |
|
|
|
7,480 |
|
Edison International |
|
|
100,625 |
|
|
|
7,117 |
|
Exelon Corp |
|
|
132,096 |
|
|
|
4,963 |
|
NextEra Energy Inc |
|
|
127,278 |
|
|
|
8,134 |
|
NRG Energy Inc |
|
|
264,927 |
|
|
|
17,933 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vistra Corp |
|
|
40,284 |
|
|
$ |
2,806 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
65,119 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,174,398) ($ Thousands) |
|
|
|
|
|
|
4,266,306 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.8% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
34,824,286 |
|
|
|
34,830 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $34,831) ($ Thousands) |
|
|
34,830 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
22,292,992 |
|
|
$ |
22,293 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $22,293) ($ Thousands) |
|
|
|
|
|
|
22,293 |
|
Total Investments in Securities — 100.8% |
|
|
|
|
|
|
|
|
(Cost $1,231,522) ($ Thousands) |
|
$ |
4,323,429 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
45 |
|
|
|
Jun-2024 |
|
|
$ |
11,780 |
|
|
$ |
11,944 |
|
|
$ |
164 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
12 |
|
|
|
Jun-2024 |
|
|
|
3,589 |
|
|
|
3,693 |
|
|
|
104 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
15,369 |
|
|
$ |
15,637 |
|
|
$ |
268 |
|
|
Percentages are based on Net Assets of $4,290,307 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $34,830 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
4,266,306 |
|
|
|
– |
|
|
|
– |
|
|
|
4,266,306 |
|
Affiliated Partnership |
|
|
– |
|
|
|
34,830 |
|
|
|
– |
|
|
|
34,830 |
|
Cash Equivalent |
|
|
22,293 |
|
|
|
– |
|
|
|
– |
|
|
|
22,293 |
|
Total Investments in Securities |
|
|
4,288,599 |
|
|
|
34,830 |
|
|
|
– |
|
|
|
4,323,429 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
268 |
|
|
|
– |
|
|
|
– |
|
|
|
268 |
|
Total Other Financial Instruments |
|
|
268 |
|
|
|
– |
|
|
|
– |
|
|
|
268 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Large Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,657 |
|
|
$ |
86,965 |
|
|
$ |
(55,765 |
) |
|
$ |
(4 |
) |
|
$ |
(23 |
) |
|
$ |
34,830 |
|
|
$ |
326 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
26,387 |
|
|
|
355,493 |
|
|
|
(359,587 |
) |
|
|
— |
|
|
|
— |
|
|
|
22,293 |
|
|
|
543 |
|
|
|
— |
|
Totals |
|
$ |
30,044 |
|
|
$ |
442,458 |
|
|
$ |
(415,352 |
) |
|
$ |
(4 |
) |
|
$ |
(23 |
) |
|
$ |
57,123 |
|
|
$ |
869 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
S&P 500 Index Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.8% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
134,490 |
|
|
$ |
20,299 |
|
Alphabet Inc, Cl C * |
|
|
112,555 |
|
|
|
17,138 |
|
AT&T Inc |
|
|
162,717 |
|
|
|
2,864 |
|
Charter Communications Inc, Cl A * |
|
|
2,332 |
|
|
|
678 |
|
Comcast Corp, Cl A |
|
|
90,355 |
|
|
|
3,917 |
|
Electronic Arts Inc |
|
|
5,578 |
|
|
|
740 |
|
Fox Corp, Cl A |
|
|
5,686 |
|
|
|
178 |
|
Fox Corp, Cl B |
|
|
3,181 |
|
|
|
91 |
|
Interpublic Group of Cos Inc/The |
|
|
8,801 |
|
|
|
287 |
|
Live Nation Entertainment Inc * |
|
|
3,300 |
|
|
|
349 |
|
Match Group Inc * |
|
|
6,200 |
|
|
|
225 |
|
Meta Platforms Inc, Cl A |
|
|
50,237 |
|
|
|
24,394 |
|
Netflix Inc * |
|
|
9,915 |
|
|
|
6,022 |
|
News Corp, Cl A |
|
|
8,575 |
|
|
|
224 |
|
News Corp, Cl B |
|
|
2,700 |
|
|
|
73 |
|
Omnicom Group Inc |
|
|
4,504 |
|
|
|
436 |
|
Paramount Global, Cl B |
|
|
11,217 |
|
|
|
132 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,600 |
|
|
|
534 |
|
T-Mobile US Inc |
|
|
11,876 |
|
|
|
1,938 |
|
Verizon Communications Inc |
|
|
95,713 |
|
|
|
4,016 |
|
Walt Disney Co/The |
|
|
41,624 |
|
|
|
5,093 |
|
Warner Bros Discovery Inc * |
|
|
51,074 |
|
|
|
446 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
90,074 |
|
Consumer Discretionary — 10.2% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
9,850 |
|
|
|
1,625 |
|
Amazon.com Inc, Cl A * |
|
|
208,589 |
|
|
|
37,625 |
|
Aptiv PLC * |
|
|
6,370 |
|
|
|
507 |
|
AutoZone Inc * |
|
|
402 |
|
|
|
1,267 |
|
Bath & Body Works Inc |
|
|
5,227 |
|
|
|
261 |
|
Best Buy Co Inc |
|
|
4,454 |
|
|
|
365 |
|
Booking Holdings Inc |
|
|
795 |
|
|
|
2,884 |
|
BorgWarner Inc |
|
|
5,553 |
|
|
|
193 |
|
Caesars Entertainment Inc * |
|
|
5,000 |
|
|
|
219 |
|
CarMax Inc * |
|
|
3,700 |
|
|
|
322 |
|
Carnival Corp * |
|
|
23,384 |
|
|
|
382 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
639 |
|
|
$ |
1,857 |
|
Darden Restaurants Inc |
|
|
2,718 |
|
|
|
454 |
|
Deckers Outdoor Corp * |
|
|
600 |
|
|
|
565 |
|
Domino's Pizza Inc |
|
|
795 |
|
|
|
395 |
|
DR Horton Inc |
|
|
6,858 |
|
|
|
1,128 |
|
eBay Inc |
|
|
11,799 |
|
|
|
623 |
|
Etsy Inc * |
|
|
2,800 |
|
|
|
192 |
|
Expedia Group Inc * |
|
|
3,055 |
|
|
|
421 |
|
Ford Motor Co |
|
|
89,370 |
|
|
|
1,187 |
|
Garmin Ltd |
|
|
3,471 |
|
|
|
517 |
|
General Motors Co |
|
|
26,347 |
|
|
|
1,195 |
|
Genuine Parts Co |
|
|
3,196 |
|
|
|
495 |
|
Hasbro Inc |
|
|
3,096 |
|
|
|
175 |
|
Hilton Worldwide Holdings Inc |
|
|
5,800 |
|
|
|
1,237 |
|
Home Depot Inc/The |
|
|
22,808 |
|
|
|
8,749 |
|
Las Vegas Sands Corp |
|
|
8,400 |
|
|
|
434 |
|
Lennar Corp, Cl A |
|
|
5,674 |
|
|
|
976 |
|
LKQ Corp |
|
|
6,100 |
|
|
|
326 |
|
Lowe's Cos Inc |
|
|
13,159 |
|
|
|
3,352 |
|
Lululemon Athletica Inc * |
|
|
2,600 |
|
|
|
1,016 |
|
Marriott International Inc/MD, Cl A |
|
|
5,650 |
|
|
|
1,426 |
|
McDonald's Corp |
|
|
16,504 |
|
|
|
4,653 |
|
MGM Resorts International * |
|
|
6,350 |
|
|
|
300 |
|
Mohawk Industries Inc * |
|
|
1,200 |
|
|
|
157 |
|
NIKE Inc, Cl B |
|
|
27,850 |
|
|
|
2,617 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
9,700 |
|
|
|
203 |
|
NVR Inc * |
|
|
72 |
|
|
|
583 |
|
O'Reilly Automotive Inc * |
|
|
1,390 |
|
|
|
1,569 |
|
Pool Corp |
|
|
922 |
|
|
|
372 |
|
PulteGroup Inc |
|
|
4,899 |
|
|
|
591 |
|
Ralph Lauren Corp, Cl A |
|
|
905 |
|
|
|
170 |
|
Ross Stores Inc |
|
|
7,719 |
|
|
|
1,133 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,400 |
|
|
|
751 |
|
Starbucks Corp |
|
|
26,004 |
|
|
|
2,377 |
|
Tapestry Inc |
|
|
5,219 |
|
|
|
248 |
|
Tesla Inc * |
|
|
63,238 |
|
|
|
11,117 |
|
TJX Cos Inc/The |
|
|
26,036 |
|
|
|
2,641 |
|
Tractor Supply Co |
|
|
2,480 |
|
|
|
649 |
|
Ulta Beauty Inc * |
|
|
1,147 |
|
|
|
600 |
|
VF Corp |
|
|
7,665 |
|
|
|
118 |
|
Wynn Resorts Ltd |
|
|
2,229 |
|
|
|
228 |
|
Yum! Brands Inc |
|
|
6,370 |
|
|
|
883 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
104,330 |
|
Consumer Staples — 5.8% |
|
|
|
|
Altria Group Inc |
|
|
40,273 |
|
|
|
1,757 |
|
Archer-Daniels-Midland Co |
|
|
12,118 |
|
|
|
761 |
|
Brown-Forman Corp, Cl B |
|
|
4,265 |
|
|
|
220 |
|
Bunge Global SA |
|
|
3,300 |
|
|
|
338 |
|
Campbell Soup Co |
|
|
4,484 |
|
|
|
199 |
|
Church & Dwight Co Inc |
|
|
5,676 |
|
|
|
592 |
|
Clorox Co/The |
|
|
2,802 |
|
|
|
429 |
|
Coca-Cola Co/The |
|
|
88,548 |
|
|
|
5,417 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Colgate-Palmolive Co |
|
|
18,695 |
|
|
$ |
1,684 |
|
Conagra Brands Inc |
|
|
10,765 |
|
|
|
319 |
|
Constellation Brands Inc, Cl A |
|
|
3,707 |
|
|
|
1,008 |
|
Costco Wholesale Corp |
|
|
10,119 |
|
|
|
7,414 |
|
Dollar General Corp |
|
|
4,981 |
|
|
|
777 |
|
Dollar Tree Inc * |
|
|
4,754 |
|
|
|
633 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,250 |
|
|
|
809 |
|
General Mills Inc |
|
|
13,186 |
|
|
|
923 |
|
Hershey Co/The |
|
|
3,412 |
|
|
|
664 |
|
Hormel Foods Corp |
|
|
6,708 |
|
|
|
234 |
|
J M Smucker Co/The |
|
|
2,453 |
|
|
|
309 |
|
Kellanova |
|
|
5,967 |
|
|
|
342 |
|
Kenvue Inc |
|
|
39,160 |
|
|
|
840 |
|
Keurig Dr Pepper Inc |
|
|
22,900 |
|
|
|
702 |
|
Kimberly-Clark Corp |
|
|
7,703 |
|
|
|
996 |
|
Kraft Heinz Co/The |
|
|
18,108 |
|
|
|
668 |
|
Kroger Co/The |
|
|
15,036 |
|
|
|
859 |
|
Lamb Weston Holdings Inc |
|
|
3,300 |
|
|
|
352 |
|
McCormick & Co Inc/MD |
|
|
5,732 |
|
|
|
440 |
|
Molson Coors Beverage Co, Cl B |
|
|
4,151 |
|
|
|
279 |
|
Mondelez International Inc, Cl A |
|
|
30,920 |
|
|
|
2,164 |
|
Monster Beverage Corp * |
|
|
16,808 |
|
|
|
996 |
|
PepsiCo Inc |
|
|
31,279 |
|
|
|
5,474 |
|
Philip Morris International Inc |
|
|
35,327 |
|
|
|
3,237 |
|
Procter & Gamble Co/The |
|
|
53,672 |
|
|
|
8,708 |
|
Sysco Corp, Cl A |
|
|
11,420 |
|
|
|
927 |
|
Target Corp, Cl A |
|
|
10,528 |
|
|
|
1,866 |
|
Tyson Foods Inc, Cl A |
|
|
6,603 |
|
|
|
388 |
|
Walgreens Boots Alliance Inc |
|
|
16,257 |
|
|
|
353 |
|
Walmart Inc |
|
|
97,419 |
|
|
|
5,862 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,940 |
|
Energy — 3.9% |
|
|
|
|
APA Corp |
|
|
6,931 |
|
|
|
238 |
|
Baker Hughes Co, Cl A |
|
|
23,149 |
|
|
|
776 |
|
Chevron Corp |
|
|
39,529 |
|
|
|
6,235 |
|
ConocoPhillips |
|
|
26,978 |
|
|
|
3,434 |
|
Coterra Energy Inc |
|
|
17,313 |
|
|
|
483 |
|
Devon Energy Corp |
|
|
14,513 |
|
|
|
728 |
|
Diamondback Energy Inc, Cl A |
|
|
4,051 |
|
|
|
803 |
|
EOG Resources Inc |
|
|
13,307 |
|
|
|
1,701 |
|
EQT Corp |
|
|
9,300 |
|
|
|
345 |
|
Exxon Mobil Corp |
|
|
90,552 |
|
|
|
10,526 |
|
Halliburton Co |
|
|
20,342 |
|
|
|
802 |
|
Hess Corp |
|
|
6,275 |
|
|
|
958 |
|
Kinder Morgan Inc |
|
|
43,882 |
|
|
|
805 |
|
Marathon Oil Corp |
|
|
13,256 |
|
|
|
376 |
|
Marathon Petroleum Corp |
|
|
8,438 |
|
|
|
1,700 |
|
Occidental Petroleum Corp |
|
|
14,962 |
|
|
|
972 |
|
ONEOK Inc |
|
|
13,209 |
|
|
|
1,059 |
|
Phillips 66 |
|
|
10,037 |
|
|
|
1,640 |
|
Pioneer Natural Resources Co |
|
|
5,266 |
|
|
|
1,382 |
|
Schlumberger NV, Cl A |
|
|
32,500 |
|
|
|
1,781 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Targa Resources Corp |
|
|
5,100 |
|
|
$ |
571 |
|
Valero Energy Corp |
|
|
7,753 |
|
|
|
1,323 |
|
Williams Cos Inc/The |
|
|
27,669 |
|
|
|
1,078 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,716 |
|
Financials — 12.9% |
|
|
|
|
Aflac Inc |
|
|
12,084 |
|
|
|
1,038 |
|
Allstate Corp/The |
|
|
5,959 |
|
|
|
1,031 |
|
American Express Co |
|
|
13,095 |
|
|
|
2,982 |
|
American International Group Inc |
|
|
15,935 |
|
|
|
1,246 |
|
Ameriprise Financial Inc |
|
|
2,281 |
|
|
|
1,000 |
|
Aon PLC, Cl A |
|
|
4,551 |
|
|
|
1,519 |
|
Arch Capital Group Ltd * |
|
|
8,500 |
|
|
|
786 |
|
Arthur J Gallagher & Co |
|
|
4,949 |
|
|
|
1,237 |
|
Assurant Inc |
|
|
1,205 |
|
|
|
227 |
|
Bank of America Corp |
|
|
156,709 |
|
|
|
5,942 |
|
Bank of New York Mellon Corp/The |
|
|
17,499 |
|
|
|
1,008 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
41,490 |
|
|
|
17,447 |
|
BlackRock Inc |
|
|
3,169 |
|
|
|
2,642 |
|
Blackstone Inc, Cl A |
|
|
16,200 |
|
|
|
2,128 |
|
Brown & Brown Inc |
|
|
5,400 |
|
|
|
473 |
|
Capital One Financial Corp |
|
|
8,649 |
|
|
|
1,288 |
|
Cboe Global Markets Inc |
|
|
2,400 |
|
|
|
441 |
|
Charles Schwab Corp/The |
|
|
33,859 |
|
|
|
2,449 |
|
Chubb Ltd |
|
|
9,301 |
|
|
|
2,410 |
|
Cincinnati Financial Corp |
|
|
3,583 |
|
|
|
445 |
|
Citigroup Inc |
|
|
43,598 |
|
|
|
2,757 |
|
Citizens Financial Group Inc |
|
|
10,700 |
|
|
|
388 |
|
CME Group Inc, Cl A |
|
|
8,212 |
|
|
|
1,768 |
|
Comerica Inc |
|
|
3,092 |
|
|
|
170 |
|
Corpay Inc * |
|
|
1,679 |
|
|
|
518 |
|
Discover Financial Services |
|
|
5,708 |
|
|
|
748 |
|
Everest Group Ltd |
|
|
987 |
|
|
|
392 |
|
Eversource Energy |
|
|
7,935 |
|
|
|
474 |
|
FactSet Research Systems Inc |
|
|
900 |
|
|
|
409 |
|
Fidelity National Information Services Inc, Cl B |
|
|
13,465 |
|
|
|
999 |
|
Fifth Third Bancorp |
|
|
15,711 |
|
|
|
585 |
|
Fiserv Inc, Cl A * |
|
|
13,705 |
|
|
|
2,190 |
|
Franklin Resources Inc |
|
|
6,438 |
|
|
|
181 |
|
Global Payments Inc |
|
|
5,883 |
|
|
|
786 |
|
Globe Life Inc |
|
|
1,939 |
|
|
|
226 |
|
Goldman Sachs Group Inc/The |
|
|
7,418 |
|
|
|
3,098 |
|
Hartford Financial Services Group Inc/The |
|
|
6,786 |
|
|
|
699 |
|
Huntington Bancshares Inc/OH |
|
|
32,814 |
|
|
|
458 |
|
Intercontinental Exchange Inc |
|
|
13,005 |
|
|
|
1,787 |
|
Invesco Ltd |
|
|
10,416 |
|
|
|
173 |
|
Jack Henry & Associates Inc |
|
|
1,600 |
|
|
|
278 |
|
JPMorgan Chase & Co |
|
|
65,858 |
|
|
|
13,191 |
|
KeyCorp |
|
|
21,783 |
|
|
|
344 |
|
Loews Corp |
|
|
4,162 |
|
|
|
326 |
|
M&T Bank Corp |
|
|
3,734 |
|
|
|
543 |
|
MarketAxess Holdings Inc |
|
|
856 |
|
|
|
188 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Marsh & McLennan Cos Inc |
|
|
11,259 |
|
|
$ |
2,319 |
|
Mastercard Inc, Cl A |
|
|
18,897 |
|
|
|
9,100 |
|
MetLife Inc |
|
|
14,089 |
|
|
|
1,044 |
|
Moody's Corp |
|
|
3,571 |
|
|
|
1,404 |
|
Morgan Stanley |
|
|
28,736 |
|
|
|
2,706 |
|
MSCI Inc, Cl A |
|
|
1,834 |
|
|
|
1,028 |
|
Nasdaq Inc, Cl A |
|
|
7,877 |
|
|
|
497 |
|
Northern Trust Corp |
|
|
4,709 |
|
|
|
419 |
|
PayPal Holdings Inc * |
|
|
24,529 |
|
|
|
1,643 |
|
PNC Financial Services Group Inc/The |
|
|
9,013 |
|
|
|
1,456 |
|
Principal Financial Group Inc, Cl A |
|
|
5,057 |
|
|
|
436 |
|
Progressive Corp/The |
|
|
13,285 |
|
|
|
2,748 |
|
Prudential Financial Inc |
|
|
8,166 |
|
|
|
959 |
|
Raymond James Financial Inc |
|
|
4,258 |
|
|
|
547 |
|
Regions Financial Corp |
|
|
21,363 |
|
|
|
449 |
|
S&P Global Inc |
|
|
7,355 |
|
|
|
3,129 |
|
State Street Corp |
|
|
6,995 |
|
|
|
541 |
|
Synchrony Financial |
|
|
9,463 |
|
|
|
408 |
|
T Rowe Price Group Inc |
|
|
5,093 |
|
|
|
621 |
|
Travelers Cos Inc/The |
|
|
5,156 |
|
|
|
1,187 |
|
Truist Financial Corp |
|
|
30,306 |
|
|
|
1,181 |
|
US Bancorp |
|
|
35,438 |
|
|
|
1,584 |
|
Visa Inc, Cl A |
|
|
36,049 |
|
|
|
10,061 |
|
W R Berkley Corp |
|
|
4,700 |
|
|
|
416 |
|
Wells Fargo & Co |
|
|
82,623 |
|
|
|
4,789 |
|
Willis Towers Watson PLC |
|
|
2,319 |
|
|
|
638 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
132,725 |
|
Health Care — 12.1% |
|
|
|
|
Abbott Laboratories |
|
|
39,512 |
|
|
|
4,491 |
|
AbbVie Inc |
|
|
40,213 |
|
|
|
7,323 |
|
Agilent Technologies Inc |
|
|
6,715 |
|
|
|
977 |
|
Align Technology Inc * |
|
|
1,586 |
|
|
|
520 |
|
Amgen Inc, Cl A |
|
|
12,222 |
|
|
|
3,475 |
|
Baxter International Inc |
|
|
11,535 |
|
|
|
493 |
|
Becton Dickinson & Co |
|
|
6,578 |
|
|
|
1,628 |
|
Biogen Inc * |
|
|
3,306 |
|
|
|
713 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
431 |
|
|
|
149 |
|
Bio-Techne Corp |
|
|
3,652 |
|
|
|
257 |
|
Boston Scientific Corp * |
|
|
33,276 |
|
|
|
2,279 |
|
Bristol-Myers Squibb Co |
|
|
46,303 |
|
|
|
2,511 |
|
Cardinal Health Inc |
|
|
5,659 |
|
|
|
633 |
|
Catalent Inc * |
|
|
4,200 |
|
|
|
237 |
|
Cencora Inc, Cl A |
|
|
3,796 |
|
|
|
922 |
|
Centene Corp * |
|
|
12,139 |
|
|
|
953 |
|
Charles River Laboratories International Inc * |
|
|
1,160 |
|
|
|
314 |
|
Cigna Group/The |
|
|
6,643 |
|
|
|
2,413 |
|
Cooper Cos Inc/The |
|
|
4,416 |
|
|
|
448 |
|
CVS Health Corp |
|
|
29,176 |
|
|
|
2,327 |
|
Danaher Corp, Cl A |
|
|
15,012 |
|
|
|
3,749 |
|
DaVita Inc * |
|
|
1,256 |
|
|
|
173 |
|
DENTSPLY SIRONA Inc |
|
|
5,009 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Dexcom Inc * |
|
|
8,822 |
|
|
$ |
1,224 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
13,742 |
|
|
|
1,313 |
|
Elevance Health Inc |
|
|
5,379 |
|
|
|
2,789 |
|
Eli Lilly & Co |
|
|
18,239 |
|
|
|
14,189 |
|
GE HealthCare Technologies Inc |
|
|
9,262 |
|
|
|
842 |
|
Gilead Sciences Inc |
|
|
28,314 |
|
|
|
2,074 |
|
HCA Healthcare Inc |
|
|
4,531 |
|
|
|
1,511 |
|
Henry Schein Inc * |
|
|
3,000 |
|
|
|
227 |
|
Hologic Inc * |
|
|
5,600 |
|
|
|
437 |
|
Humana Inc |
|
|
2,781 |
|
|
|
964 |
|
IDEXX Laboratories Inc * |
|
|
1,923 |
|
|
|
1,038 |
|
Illumina Inc * |
|
|
3,596 |
|
|
|
494 |
|
Incyte Corp * |
|
|
4,300 |
|
|
|
245 |
|
Insulet Corp * |
|
|
1,600 |
|
|
|
274 |
|
Intuitive Surgical Inc * |
|
|
8,007 |
|
|
|
3,196 |
|
IQVIA Holdings Inc * |
|
|
4,196 |
|
|
|
1,061 |
|
Johnson & Johnson |
|
|
54,843 |
|
|
|
8,676 |
|
Laboratory Corp of America Holdings |
|
|
1,910 |
|
|
|
417 |
|
McKesson Corp |
|
|
2,993 |
|
|
|
1,607 |
|
Medtronic PLC |
|
|
30,279 |
|
|
|
2,639 |
|
Merck & Co Inc |
|
|
57,714 |
|
|
|
7,615 |
|
Mettler-Toledo International Inc * |
|
|
524 |
|
|
|
698 |
|
Moderna Inc * |
|
|
7,500 |
|
|
|
799 |
|
Molina Healthcare Inc * |
|
|
1,279 |
|
|
|
525 |
|
Pfizer Inc |
|
|
128,560 |
|
|
|
3,568 |
|
Quest Diagnostics Inc |
|
|
2,524 |
|
|
|
336 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,440 |
|
|
|
2,349 |
|
ResMed Inc |
|
|
3,309 |
|
|
|
655 |
|
Revvity Inc |
|
|
2,798 |
|
|
|
294 |
|
STERIS PLC |
|
|
2,245 |
|
|
|
505 |
|
Stryker Corp |
|
|
7,726 |
|
|
|
2,765 |
|
Teleflex Inc |
|
|
1,029 |
|
|
|
233 |
|
Thermo Fisher Scientific Inc |
|
|
8,826 |
|
|
|
5,130 |
|
UnitedHealth Group Inc |
|
|
21,072 |
|
|
|
10,424 |
|
Universal Health Services Inc, Cl B |
|
|
1,400 |
|
|
|
255 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,827 |
|
|
|
2,436 |
|
Viatris Inc, Cl W |
|
|
27,157 |
|
|
|
324 |
|
Waters Corp * |
|
|
1,372 |
|
|
|
472 |
|
West Pharmaceutical Services Inc |
|
|
1,722 |
|
|
|
681 |
|
Zimmer Biomet Holdings Inc |
|
|
4,774 |
|
|
|
630 |
|
Zoetis Inc, Cl A |
|
|
10,495 |
|
|
|
1,776 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
124,838 |
|
Industrials — 8.6% |
|
|
|
|
3M Co |
|
|
12,571 |
|
|
|
1,333 |
|
A O Smith Corp |
|
|
2,800 |
|
|
|
250 |
|
Allegion plc |
|
|
1,970 |
|
|
|
265 |
|
American Airlines Group Inc * |
|
|
15,309 |
|
|
|
235 |
|
AMETEK Inc |
|
|
5,200 |
|
|
|
951 |
|
Automatic Data Processing Inc |
|
|
9,315 |
|
|
|
2,326 |
|
Axon Enterprise Inc * |
|
|
1,600 |
|
|
|
501 |
|
Boeing Co/The * |
|
|
12,955 |
|
|
|
2,500 |
|
Broadridge Financial Solutions Inc |
|
|
2,684 |
|
|
|
550 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Builders FirstSource Inc * |
|
|
2,800 |
|
|
$ |
584 |
|
Carrier Global Corp |
|
|
19,031 |
|
|
|
1,106 |
|
Caterpillar Inc, Cl A |
|
|
11,593 |
|
|
|
4,248 |
|
CH Robinson Worldwide Inc |
|
|
2,705 |
|
|
|
206 |
|
Cintas Corp |
|
|
1,932 |
|
|
|
1,327 |
|
Copart Inc * |
|
|
19,900 |
|
|
|
1,153 |
|
CSX Corp |
|
|
44,949 |
|
|
|
1,666 |
|
Cummins Inc |
|
|
2,975 |
|
|
|
877 |
|
Dayforce Inc * |
|
|
3,600 |
|
|
|
238 |
|
Deere & Co |
|
|
5,961 |
|
|
|
2,448 |
|
Delta Air Lines Inc, Cl A |
|
|
14,813 |
|
|
|
709 |
|
Dover Corp |
|
|
3,137 |
|
|
|
556 |
|
Eaton Corp PLC |
|
|
9,120 |
|
|
|
2,852 |
|
Emerson Electric Co |
|
|
12,975 |
|
|
|
1,472 |
|
Equifax Inc |
|
|
2,789 |
|
|
|
746 |
|
Expeditors International of Washington Inc |
|
|
3,277 |
|
|
|
398 |
|
Fastenal Co, Cl A |
|
|
13,018 |
|
|
|
1,004 |
|
FedEx Corp |
|
|
5,211 |
|
|
|
1,510 |
|
Fortive Corp |
|
|
7,987 |
|
|
|
687 |
|
Generac Holdings Inc * |
|
|
1,454 |
|
|
|
183 |
|
General Dynamics Corp |
|
|
5,144 |
|
|
|
1,453 |
|
General Electric Co |
|
|
24,788 |
|
|
|
4,351 |
|
Honeywell International Inc |
|
|
14,970 |
|
|
|
3,073 |
|
Howmet Aerospace Inc |
|
|
8,878 |
|
|
|
608 |
|
Hubbell Inc, Cl B |
|
|
1,200 |
|
|
|
498 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
947 |
|
|
|
276 |
|
IDEX Corp |
|
|
1,700 |
|
|
|
415 |
|
Illinois Tool Works Inc |
|
|
6,265 |
|
|
|
1,681 |
|
Ingersoll Rand Inc |
|
|
9,233 |
|
|
|
877 |
|
Jacobs Solutions Inc |
|
|
2,862 |
|
|
|
440 |
|
JB Hunt Transport Services Inc |
|
|
1,851 |
|
|
|
369 |
|
Johnson Controls International PLC |
|
|
15,472 |
|
|
|
1,011 |
|
L3Harris Technologies Inc |
|
|
4,309 |
|
|
|
918 |
|
Leidos Holdings Inc |
|
|
3,143 |
|
|
|
412 |
|
Lockheed Martin Corp |
|
|
4,950 |
|
|
|
2,252 |
|
Masco Corp |
|
|
5,184 |
|
|
|
409 |
|
Nordson Corp |
|
|
1,250 |
|
|
|
343 |
|
Norfolk Southern Corp |
|
|
5,186 |
|
|
|
1,322 |
|
Northrop Grumman Corp |
|
|
3,180 |
|
|
|
1,522 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
4,088 |
|
|
|
897 |
|
Otis Worldwide Corp |
|
|
9,250 |
|
|
|
918 |
|
PACCAR Inc |
|
|
11,900 |
|
|
|
1,474 |
|
Parker-Hannifin Corp, Cl A |
|
|
2,971 |
|
|
|
1,651 |
|
Paychex Inc |
|
|
7,269 |
|
|
|
893 |
|
Paycom Software Inc |
|
|
1,059 |
|
|
|
211 |
|
Pentair PLC |
|
|
3,766 |
|
|
|
322 |
|
Quanta Services Inc |
|
|
3,318 |
|
|
|
862 |
|
Republic Services Inc |
|
|
4,683 |
|
|
|
896 |
|
Robert Half Inc |
|
|
2,432 |
|
|
|
193 |
|
Rockwell Automation Inc |
|
|
2,626 |
|
|
|
765 |
|
Rollins Inc |
|
|
6,500 |
|
|
|
301 |
|
RTX Corp |
|
|
30,278 |
|
|
|
2,953 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Snap-on Inc |
|
|
1,207 |
|
|
$ |
358 |
|
Southwest Airlines Co, Cl A |
|
|
13,562 |
|
|
|
396 |
|
Stanley Black & Decker Inc |
|
|
3,508 |
|
|
|
344 |
|
Textron Inc |
|
|
4,507 |
|
|
|
432 |
|
Trane Technologies PLC |
|
|
5,170 |
|
|
|
1,552 |
|
TransDigm Group Inc |
|
|
1,270 |
|
|
|
1,564 |
|
Uber Technologies Inc * |
|
|
46,850 |
|
|
|
3,607 |
|
Union Pacific Corp |
|
|
13,891 |
|
|
|
3,416 |
|
United Airlines Holdings Inc * |
|
|
7,400 |
|
|
|
354 |
|
United Parcel Service Inc, Cl B |
|
|
16,468 |
|
|
|
2,448 |
|
United Rentals Inc |
|
|
1,564 |
|
|
|
1,128 |
|
Veralto Corp |
|
|
5,070 |
|
|
|
449 |
|
Verisk Analytics Inc, Cl A |
|
|
3,326 |
|
|
|
784 |
|
Waste Management Inc |
|
|
8,384 |
|
|
|
1,787 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,071 |
|
|
|
593 |
|
WW Grainger Inc |
|
|
1,014 |
|
|
|
1,032 |
|
Xylem Inc/NY |
|
|
5,500 |
|
|
|
711 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
88,402 |
|
Information Technology — 28.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
14,306 |
|
|
|
4,959 |
|
Adobe Inc * |
|
|
10,297 |
|
|
|
5,196 |
|
Advanced Micro Devices Inc * |
|
|
36,825 |
|
|
|
6,647 |
|
Akamai Technologies Inc * |
|
|
3,404 |
|
|
|
370 |
|
Amphenol Corp, Cl A |
|
|
13,560 |
|
|
|
1,564 |
|
Analog Devices Inc |
|
|
11,322 |
|
|
|
2,239 |
|
ANSYS Inc * |
|
|
2,007 |
|
|
|
697 |
|
Apple Inc |
|
|
331,143 |
|
|
|
56,784 |
|
Applied Materials Inc |
|
|
19,041 |
|
|
|
3,927 |
|
Arista Networks Inc * |
|
|
5,770 |
|
|
|
1,673 |
|
Autodesk Inc, Cl A * |
|
|
4,855 |
|
|
|
1,264 |
|
Broadcom Inc |
|
|
10,010 |
|
|
|
13,267 |
|
Cadence Design Systems Inc * |
|
|
6,151 |
|
|
|
1,915 |
|
CDW Corp/DE |
|
|
3,047 |
|
|
|
779 |
|
Cisco Systems Inc |
|
|
92,178 |
|
|
|
4,601 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
11,505 |
|
|
|
843 |
|
Corning Inc, Cl B |
|
|
17,408 |
|
|
|
574 |
|
Enphase Energy Inc * |
|
|
3,100 |
|
|
|
375 |
|
EPAM Systems Inc * |
|
|
1,300 |
|
|
|
359 |
|
F5 Inc, Cl A * |
|
|
1,360 |
|
|
|
258 |
|
Fair Isaac Corp * |
|
|
576 |
|
|
|
720 |
|
First Solar Inc * |
|
|
2,400 |
|
|
|
405 |
|
Fortinet Inc * |
|
|
14,440 |
|
|
|
986 |
|
Gartner Inc * |
|
|
1,806 |
|
|
|
861 |
|
Gen Digital Inc |
|
|
13,147 |
|
|
|
294 |
|
Hewlett Packard Enterprise Co |
|
|
29,491 |
|
|
|
523 |
|
HP Inc |
|
|
19,972 |
|
|
|
604 |
|
Intel Corp |
|
|
95,937 |
|
|
|
4,238 |
|
International Business Machines Corp |
|
|
20,768 |
|
|
|
3,966 |
|
Intuit Inc |
|
|
6,409 |
|
|
|
4,166 |
|
Jabil Inc |
|
|
2,900 |
|
|
|
388 |
|
Juniper Networks Inc |
|
|
7,300 |
|
|
|
271 |
|
Keysight Technologies Inc * |
|
|
4,032 |
|
|
|
630 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
KLA Corp |
|
|
3,077 |
|
|
$ |
2,149 |
|
Lam Research Corp |
|
|
2,978 |
|
|
|
2,893 |
|
Microchip Technology Inc |
|
|
12,313 |
|
|
|
1,105 |
|
Micron Technology Inc |
|
|
24,969 |
|
|
|
2,944 |
|
Microsoft Corp |
|
|
169,484 |
|
|
|
71,305 |
|
Monolithic Power Systems Inc |
|
|
1,100 |
|
|
|
745 |
|
Motorola Solutions Inc |
|
|
3,782 |
|
|
|
1,342 |
|
NetApp Inc |
|
|
4,685 |
|
|
|
492 |
|
NVIDIA Corp |
|
|
56,348 |
|
|
|
50,914 |
|
NXP Semiconductors NV |
|
|
5,876 |
|
|
|
1,456 |
|
ON Semiconductor Corp * |
|
|
9,800 |
|
|
|
721 |
|
Oracle Corp, Cl B |
|
|
36,421 |
|
|
|
4,575 |
|
Palo Alto Networks Inc * |
|
|
7,159 |
|
|
|
2,034 |
|
PTC Inc * |
|
|
2,657 |
|
|
|
502 |
|
Qorvo Inc * |
|
|
2,200 |
|
|
|
253 |
|
QUALCOMM Inc |
|
|
25,332 |
|
|
|
4,289 |
|
Roper Technologies Inc |
|
|
2,413 |
|
|
|
1,353 |
|
Salesforce Inc |
|
|
22,162 |
|
|
|
6,675 |
|
Seagate Technology Holdings PLC |
|
|
4,500 |
|
|
|
419 |
|
ServiceNow Inc * |
|
|
4,685 |
|
|
|
3,572 |
|
Skyworks Solutions Inc |
|
|
3,616 |
|
|
|
392 |
|
Super Micro Computer Inc * |
|
|
1,100 |
|
|
|
1,111 |
|
Synopsys Inc * |
|
|
3,521 |
|
|
|
2,012 |
|
TE Connectivity Ltd |
|
|
7,059 |
|
|
|
1,025 |
|
Teledyne Technologies Inc * |
|
|
1,118 |
|
|
|
480 |
|
Teradyne Inc |
|
|
3,515 |
|
|
|
397 |
|
Texas Instruments Inc |
|
|
20,644 |
|
|
|
3,596 |
|
Trimble Inc * |
|
|
5,600 |
|
|
|
360 |
|
Tyler Technologies Inc * |
|
|
970 |
|
|
|
412 |
|
VeriSign Inc * |
|
|
1,995 |
|
|
|
378 |
|
Western Digital Corp * |
|
|
7,474 |
|
|
|
510 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,173 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
297,108 |
|
Materials — 2.3% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,021 |
|
|
|
1,216 |
|
Albemarle Corp |
|
|
2,657 |
|
|
|
350 |
|
Amcor PLC |
|
|
33,232 |
|
|
|
316 |
|
Avery Dennison Corp |
|
|
1,864 |
|
|
|
416 |
|
Ball Corp |
|
|
7,172 |
|
|
|
483 |
|
Celanese Corp, Cl A |
|
|
2,252 |
|
|
|
387 |
|
CF Industries Holdings Inc |
|
|
4,350 |
|
|
|
362 |
|
Corteva Inc |
|
|
15,973 |
|
|
|
921 |
|
Dow Inc |
|
|
15,906 |
|
|
|
921 |
|
DuPont de Nemours Inc |
|
|
9,799 |
|
|
|
751 |
|
Eastman Chemical Co |
|
|
2,720 |
|
|
|
273 |
|
Ecolab Inc |
|
|
5,816 |
|
|
|
1,343 |
|
FMC Corp |
|
|
2,900 |
|
|
|
185 |
|
Freeport-McMoRan Inc, Cl B |
|
|
32,563 |
|
|
|
1,531 |
|
International Flavors & Fragrances Inc |
|
|
5,826 |
|
|
|
501 |
|
International Paper Co |
|
|
8,052 |
|
|
|
314 |
|
Linde PLC |
|
|
11,096 |
|
|
|
5,152 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,774 |
|
|
|
591 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Martin Marietta Materials Inc, Cl A |
|
|
1,419 |
|
|
$ |
871 |
|
Mosaic Co/The |
|
|
7,409 |
|
|
|
240 |
|
Newmont Corp |
|
|
26,225 |
|
|
|
940 |
|
Nucor Corp |
|
|
5,627 |
|
|
|
1,114 |
|
Packaging Corp of America |
|
|
2,000 |
|
|
|
380 |
|
PPG Industries Inc |
|
|
5,405 |
|
|
|
783 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,395 |
|
|
|
1,874 |
|
Steel Dynamics Inc |
|
|
3,500 |
|
|
|
519 |
|
Vulcan Materials Co |
|
|
3,049 |
|
|
|
832 |
|
Westrock Co |
|
|
5,984 |
|
|
|
296 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,862 |
|
Real Estate — 2.2% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,523 |
|
|
|
454 |
|
American Tower Corp, Cl A ‡ |
|
|
10,597 |
|
|
|
2,094 |
|
AvalonBay Communities Inc ‡ |
|
|
3,228 |
|
|
|
599 |
|
Boston Properties Inc ‡ |
|
|
3,300 |
|
|
|
216 |
|
Camden Property Trust ‡ |
|
|
2,500 |
|
|
|
246 |
|
CBRE Group Inc, Cl A * |
|
|
7,009 |
|
|
|
682 |
|
CoStar Group Inc * |
|
|
9,300 |
|
|
|
898 |
|
Crown Castle Inc ‡ |
|
|
9,864 |
|
|
|
1,044 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
6,869 |
|
|
|
989 |
|
Equinix Inc ‡ |
|
|
2,138 |
|
|
|
1,765 |
|
Equity Residential ‡ |
|
|
7,844 |
|
|
|
495 |
|
Essex Property Trust Inc ‡ |
|
|
1,421 |
|
|
|
348 |
|
Extra Space Storage Inc ‡ |
|
|
4,799 |
|
|
|
705 |
|
Federal Realty Investment Trust ‡ |
|
|
1,700 |
|
|
|
174 |
|
Healthpeak Properties Inc ‡ |
|
|
16,200 |
|
|
|
304 |
|
Host Hotels & Resorts Inc ‡ |
|
|
15,974 |
|
|
|
330 |
|
Invitation Homes Inc ‡ |
|
|
13,200 |
|
|
|
470 |
|
Iron Mountain Inc ‡ |
|
|
6,738 |
|
|
|
541 |
|
Kimco Realty Corp ‡ |
|
|
15,013 |
|
|
|
294 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,640 |
|
|
|
347 |
|
Prologis Inc ‡ |
|
|
20,980 |
|
|
|
2,732 |
|
Public Storage ‡ |
|
|
3,587 |
|
|
|
1,040 |
|
Realty Income Corp ‡ |
|
|
18,928 |
|
|
|
1,024 |
|
Regency Centers Corp ‡ |
|
|
3,699 |
|
|
|
224 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,399 |
|
|
|
520 |
|
Simon Property Group Inc ‡ |
|
|
7,406 |
|
|
|
1,159 |
|
UDR Inc ‡ |
|
|
6,800 |
|
|
|
254 |
|
Ventas Inc ‡ |
|
|
9,132 |
|
|
|
398 |
|
VICI Properties Inc, Cl A ‡ |
|
|
23,600 |
|
|
|
703 |
|
Welltower Inc ‡ |
|
|
12,609 |
|
|
|
1,178 |
|
Weyerhaeuser Co ‡ |
|
|
16,761 |
|
|
|
602 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,829 |
|
Utilities — 2.1% |
|
|
|
|
AES Corp/The |
|
|
15,590 |
|
|
|
280 |
|
Alliant Energy Corp |
|
|
5,900 |
|
|
|
297 |
|
Ameren Corp |
|
|
5,953 |
|
|
|
440 |
|
American Electric Power Co Inc |
|
|
11,915 |
|
|
|
1,026 |
|
American Water Works Co Inc |
|
|
4,457 |
|
|
|
545 |
|
Atmos Energy Corp |
|
|
3,400 |
|
|
|
404 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
S&P 500 Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
CenterPoint Energy Inc |
|
|
14,485 |
|
|
$ |
413 |
|
CMS Energy Corp |
|
|
6,601 |
|
|
|
398 |
|
Consolidated Edison Inc |
|
|
7,836 |
|
|
|
712 |
|
Constellation Energy Corp |
|
|
7,251 |
|
|
|
1,340 |
|
Dominion Energy Inc |
|
|
19,030 |
|
|
|
936 |
|
DTE Energy Co |
|
|
4,676 |
|
|
|
524 |
|
Duke Energy Corp |
|
|
17,491 |
|
|
|
1,692 |
|
Edison International |
|
|
8,657 |
|
|
|
612 |
|
Entergy Corp |
|
|
4,826 |
|
|
|
510 |
|
Evergy Inc |
|
|
5,199 |
|
|
|
278 |
|
Exelon Corp |
|
|
22,655 |
|
|
|
851 |
|
FirstEnergy Corp |
|
|
11,923 |
|
|
|
460 |
|
NextEra Energy Inc |
|
|
46,721 |
|
|
|
2,986 |
|
NiSource Inc |
|
|
9,544 |
|
|
|
264 |
|
NRG Energy Inc |
|
|
5,081 |
|
|
|
344 |
|
PG&E Corp |
|
|
48,500 |
|
|
|
813 |
|
Pinnacle West Capital Corp |
|
|
2,649 |
|
|
|
198 |
|
PPL Corp |
|
|
16,671 |
|
|
|
459 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Public Service Enterprise Group Inc |
|
|
11,430 |
|
|
$ |
763 |
|
Sempra |
|
|
14,290 |
|
|
|
1,026 |
|
Southern Co/The |
|
|
24,819 |
|
|
|
1,781 |
|
WEC Energy Group Inc |
|
|
7,271 |
|
|
|
597 |
|
Xcel Energy Inc |
|
|
12,536 |
|
|
|
674 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,623 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $225,965) ($ Thousands) |
|
|
|
|
|
|
1,005,447 |
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
20,922,016 |
|
|
|
20,922 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $20,922) ($ Thousands) |
|
|
|
|
|
|
20,922 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $246,887) ($ Thousands) |
|
$ |
1,026,369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
84 |
|
|
|
Jun-2024 |
|
|
$ |
21,796 |
|
|
$ |
22,296 |
|
|
$ |
500 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,028,006 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
1,005,447 |
|
|
|
– |
|
|
|
– |
|
|
|
1,005,447 |
|
Cash Equivalent |
|
|
20,922 |
|
|
|
– |
|
|
|
– |
|
|
|
20,922 |
|
Total Investments in Securities |
|
|
1,026,369 |
|
|
|
– |
|
|
|
– |
|
|
|
1,026,369 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
500 |
|
|
|
– |
|
|
|
– |
|
|
|
500 |
|
Total Other Financial Instruments |
|
|
500 |
|
|
|
– |
|
|
|
– |
|
|
|
500 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,012 |
|
|
$ |
65,773 |
|
|
$ |
(63,863 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
20,922 |
|
|
$ |
481 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.6% |
|
|
|
|
AdTheorent Holding Co Inc * |
|
|
81,000 |
|
|
$ |
260 |
|
Advantage Solutions Inc * |
|
|
68,110 |
|
|
|
295 |
|
Anterix Inc * |
|
|
4,710 |
|
|
|
158 |
|
Bandwidth Inc, Cl A * |
|
|
7,510 |
|
|
|
137 |
|
Cardlytics Inc * |
|
|
56,052 |
|
|
|
812 |
|
Cinemark Holdings Inc * |
|
|
210,122 |
|
|
|
3,776 |
|
Cogent Communications Holdings Inc |
|
|
15,865 |
|
|
|
1,036 |
|
Eventbrite Inc, Cl A * |
|
|
24,578 |
|
|
|
135 |
|
fuboTV Inc * |
|
|
23,663 |
|
|
|
37 |
|
Gannett Co Inc * |
|
|
25,285 |
|
|
|
62 |
|
IDT Corp, Cl B |
|
|
13,680 |
|
|
|
517 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
119,412 |
|
|
|
1,188 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
37,817 |
|
|
|
352 |
|
MediaAlpha Inc, Cl A * |
|
|
20,270 |
|
|
|
413 |
|
Nexstar Media Group Inc, Cl A |
|
|
5,917 |
|
|
|
1,019 |
|
PubMatic Inc, Cl A * |
|
|
49,500 |
|
|
|
1,174 |
|
Shutterstock Inc |
|
|
25,090 |
|
|
|
1,149 |
|
Sinclair Inc |
|
|
12,510 |
|
|
|
169 |
|
Spok Holdings Inc |
|
|
26,550 |
|
|
|
424 |
|
TEGNA Inc |
|
|
30,174 |
|
|
|
451 |
|
Thryv Holdings Inc * |
|
|
16,310 |
|
|
|
363 |
|
TrueCar Inc * |
|
|
80,000 |
|
|
|
271 |
|
Vimeo Inc * |
|
|
140,800 |
|
|
|
576 |
|
Yelp Inc, Cl A * |
|
|
6,937 |
|
|
|
273 |
|
Ziff Davis Inc * |
|
|
12,416 |
|
|
|
783 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,830 |
|
Consumer Discretionary — 12.8% |
|
|
|
|
1stdibs.com Inc * |
|
|
44,000 |
|
|
|
262 |
|
2U Inc * |
|
|
302,519 |
|
|
|
118 |
|
Aaron's Co Inc/The |
|
|
87,985 |
|
|
|
660 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
16,968 |
|
|
|
2,127 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Accel Entertainment Inc, Cl A * |
|
|
26,800 |
|
|
$ |
316 |
|
Advance Auto Parts Inc |
|
|
29,312 |
|
|
|
2,494 |
|
American Eagle Outfitters Inc |
|
|
25,191 |
|
|
|
650 |
|
Beazer Homes USA Inc, Cl A * |
|
|
28,362 |
|
|
|
930 |
|
Beyond Inc * |
|
|
4,133 |
|
|
|
148 |
|
Biglari Holdings Inc, Cl B * |
|
|
2,365 |
|
|
|
449 |
|
BJ's Restaurants Inc * |
|
|
18,740 |
|
|
|
678 |
|
Bloomin' Brands Inc |
|
|
161,282 |
|
|
|
4,626 |
|
Brinker International Inc * |
|
|
97,081 |
|
|
|
4,823 |
|
Brunswick Corp/DE |
|
|
15,034 |
|
|
|
1,451 |
|
Build-A-Bear Workshop Inc |
|
|
36,170 |
|
|
|
1,080 |
|
Caleres Inc |
|
|
11,587 |
|
|
|
475 |
|
Carter's Inc |
|
|
18,774 |
|
|
|
1,590 |
|
Carvana Co, Cl A * |
|
|
2,631 |
|
|
|
231 |
|
Cava Group Inc * |
|
|
7,600 |
|
|
|
532 |
|
Cavco Industries Inc * |
|
|
1,460 |
|
|
|
583 |
|
Century Casinos Inc * |
|
|
50,729 |
|
|
|
160 |
|
Cheesecake Factory Inc/The |
|
|
17,726 |
|
|
|
641 |
|
Churchill Downs Inc |
|
|
10,165 |
|
|
|
1,258 |
|
Chuy's Holdings Inc * |
|
|
12,043 |
|
|
|
406 |
|
Cooper-Standard Holdings Inc * |
|
|
15,163 |
|
|
|
251 |
|
Coursera Inc * |
|
|
14,521 |
|
|
|
204 |
|
Denny's Corp, Cl A * |
|
|
27,430 |
|
|
|
246 |
|
Designer Brands Inc, Cl A |
|
|
31,060 |
|
|
|
340 |
|
Destination XL Group Inc * |
|
|
49,080 |
|
|
|
177 |
|
Dick's Sporting Goods Inc |
|
|
7,705 |
|
|
|
1,733 |
|
Dine Brands Global Inc |
|
|
7,100 |
|
|
|
330 |
|
Domino's Pizza Inc |
|
|
2,989 |
|
|
|
1,485 |
|
Dorman Products Inc * |
|
|
10,232 |
|
|
|
986 |
|
Duolingo Inc, Cl A * |
|
|
1,320 |
|
|
|
291 |
|
Ethan Allen Interiors Inc |
|
|
9,250 |
|
|
|
320 |
|
First Watch Restaurant Group Inc * |
|
|
23,887 |
|
|
|
588 |
|
Frontdoor Inc * |
|
|
7,041 |
|
|
|
229 |
|
Gap Inc/The |
|
|
19,000 |
|
|
|
524 |
|
Gentex Corp |
|
|
33,924 |
|
|
|
1,225 |
|
G-III Apparel Group Ltd * |
|
|
3,967 |
|
|
|
115 |
|
Goodyear Tire & Rubber Co/The * |
|
|
37,090 |
|
|
|
509 |
|
Hooker Furnishings Corp |
|
|
46,846 |
|
|
|
1,125 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
4,100 |
|
|
|
644 |
|
Inspired Entertainment Inc * |
|
|
43,434 |
|
|
|
428 |
|
Installed Building Products Inc |
|
|
2,486 |
|
|
|
643 |
|
KB Home |
|
|
22,944 |
|
|
|
1,626 |
|
Latham Group Inc * |
|
|
62,881 |
|
|
|
249 |
|
Legacy Housing Corp * |
|
|
30,371 |
|
|
|
654 |
|
Light & Wonder Inc, Cl A * |
|
|
9,019 |
|
|
|
921 |
|
Lindblad Expeditions Holdings Inc * |
|
|
27,420 |
|
|
|
256 |
|
Marine Products Corp |
|
|
27,468 |
|
|
|
323 |
|
MasterCraft Boat Holdings Inc * |
|
|
26,608 |
|
|
|
631 |
|
Meritage Homes Corp |
|
|
1,727 |
|
|
|
303 |
|
Modine Manufacturing Co * |
|
|
38,640 |
|
|
|
3,678 |
|
Movado Group Inc |
|
|
5,162 |
|
|
|
144 |
|
Murphy USA Inc |
|
|
6,390 |
|
|
|
2,679 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OneSpaWorld Holdings Ltd * |
|
|
47,366 |
|
|
$ |
627 |
|
Oxford Industries Inc, Cl A |
|
|
4,458 |
|
|
|
501 |
|
Patrick Industries Inc |
|
|
4,800 |
|
|
|
574 |
|
PlayAGS Inc * |
|
|
125,378 |
|
|
|
1,126 |
|
Pool Corp |
|
|
2,840 |
|
|
|
1,146 |
|
Potbelly Corp * |
|
|
93,920 |
|
|
|
1,137 |
|
PVH Corp |
|
|
3,700 |
|
|
|
520 |
|
Ralph Lauren Corp, Cl A |
|
|
2,812 |
|
|
|
528 |
|
Rocky Brands Inc |
|
|
5,249 |
|
|
|
142 |
|
Rush Street Interactive Inc * |
|
|
45,410 |
|
|
|
296 |
|
Shake Shack Inc, Cl A * |
|
|
3,070 |
|
|
|
319 |
|
SharkNinja Inc |
|
|
7,400 |
|
|
|
461 |
|
Signet Jewelers Ltd |
|
|
4,387 |
|
|
|
439 |
|
Skyline Champion Corp * |
|
|
3,403 |
|
|
|
289 |
|
Sleep Number Corp * |
|
|
14,000 |
|
|
|
224 |
|
Steven Madden Ltd |
|
|
23,013 |
|
|
|
973 |
|
Stitch Fix Inc, Cl A * |
|
|
236,493 |
|
|
|
624 |
|
Strategic Education Inc |
|
|
2,641 |
|
|
|
275 |
|
Stride Inc * |
|
|
10,544 |
|
|
|
665 |
|
Sweetgreen Inc, Cl A * |
|
|
26,974 |
|
|
|
681 |
|
Texas Roadhouse Inc, Cl A |
|
|
3,554 |
|
|
|
549 |
|
Toll Brothers Inc |
|
|
4,239 |
|
|
|
548 |
|
Topgolf Callaway Brands Corp * |
|
|
49,064 |
|
|
|
793 |
|
Travel + Leisure Co |
|
|
25,902 |
|
|
|
1,268 |
|
Tri Pointe Homes Inc * |
|
|
14,856 |
|
|
|
574 |
|
Udemy Inc * |
|
|
23,568 |
|
|
|
259 |
|
Universal Technical Institute Inc * |
|
|
48,723 |
|
|
|
777 |
|
Urban Outfitters Inc * |
|
|
115,032 |
|
|
|
4,995 |
|
Valvoline Inc * |
|
|
39,561 |
|
|
|
1,763 |
|
Whirlpool Corp |
|
|
10,787 |
|
|
|
1,291 |
|
Wingstop Inc, Cl A |
|
|
6,488 |
|
|
|
2,377 |
|
Xponential Fitness Inc, Cl A * |
|
|
81,502 |
|
|
|
1,348 |
|
YETI Holdings Inc * |
|
|
10,158 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
79,026 |
|
Consumer Staples — 4.0% |
|
|
|
|
Andersons Inc/The |
|
|
1,616 |
|
|
|
93 |
|
BellRing Brands Inc * |
|
|
29,973 |
|
|
|
1,769 |
|
Casey's General Stores Inc |
|
|
5,163 |
|
|
|
1,644 |
|
Coca-Cola Consolidated Inc |
|
|
234 |
|
|
|
198 |
|
elf Beauty Inc * |
|
|
8,784 |
|
|
|
1,722 |
|
Freshpet Inc * |
|
|
4,600 |
|
|
|
533 |
|
Hain Celestial Group Inc/The * |
|
|
33,155 |
|
|
|
261 |
|
Honest Co Inc/The * |
|
|
60,000 |
|
|
|
243 |
|
Ingles Markets Inc, Cl A |
|
|
6,280 |
|
|
|
481 |
|
Ingredion Inc |
|
|
10,278 |
|
|
|
1,201 |
|
Inter Parfums Inc |
|
|
11,715 |
|
|
|
1,646 |
|
Lancaster Colony Corp |
|
|
3,780 |
|
|
|
785 |
|
Lifeway Foods Inc * |
|
|
18,012 |
|
|
|
310 |
|
MGP Ingredients Inc |
|
|
8,519 |
|
|
|
734 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
62,659 |
|
|
|
1,131 |
|
Nature's Sunshine Products Inc * |
|
|
24,242 |
|
|
|
503 |
|
Performance Food Group Co * |
|
|
18,167 |
|
|
|
1,356 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pilgrim's Pride Corp * |
|
|
140,200 |
|
|
$ |
4,812 |
|
Post Holdings Inc * |
|
|
4,900 |
|
|
|
521 |
|
PriceSmart Inc |
|
|
896 |
|
|
|
75 |
|
Primo Water Corp |
|
|
7,650 |
|
|
|
139 |
|
Sprouts Farmers Market Inc * |
|
|
16,188 |
|
|
|
1,044 |
|
TreeHouse Foods Inc * |
|
|
29,294 |
|
|
|
1,141 |
|
Village Super Market Inc, Cl A |
|
|
25,159 |
|
|
|
720 |
|
Vital Farms Inc * |
|
|
55,189 |
|
|
|
1,283 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
24,345 |
|
Energy — 6.1% |
|
|
|
|
Archrock Inc |
|
|
51,368 |
|
|
|
1,010 |
|
Cactus Inc, Cl A |
|
|
20,340 |
|
|
|
1,019 |
|
Centrus Energy Corp, Cl A * |
|
|
11,127 |
|
|
|
462 |
|
ChampionX Corp |
|
|
48,904 |
|
|
|
1,755 |
|
Chord Energy Corp |
|
|
6,145 |
|
|
|
1,095 |
|
Civitas Resources Inc |
|
|
47,280 |
|
|
|
3,589 |
|
CNX Resources Corp * |
|
|
84,279 |
|
|
|
1,999 |
|
Crescent Point Energy Corp |
|
|
342,662 |
|
|
|
2,806 |
|
Delek US Holdings Inc |
|
|
159,292 |
|
|
|
4,897 |
|
DMC Global Inc * |
|
|
53,408 |
|
|
|
1,041 |
|
Dorian LPG Ltd |
|
|
6,122 |
|
|
|
235 |
|
Excelerate Energy Inc, Cl A |
|
|
52,680 |
|
|
|
844 |
|
Expro Group Holdings NV * |
|
|
25,859 |
|
|
|
516 |
|
FutureFuel Corp |
|
|
26,318 |
|
|
|
212 |
|
Helix Energy Solutions Group Inc * |
|
|
54,900 |
|
|
|
595 |
|
HF Sinclair Corp |
|
|
20,024 |
|
|
|
1,209 |
|
Kodiak Gas Services Inc |
|
|
17,000 |
|
|
|
465 |
|
Matador Resources Co |
|
|
20,409 |
|
|
|
1,363 |
|
Northern Oil & Gas Inc |
|
|
36,489 |
|
|
|
1,448 |
|
Oceaneering International Inc, Cl A * |
|
|
6,519 |
|
|
|
153 |
|
Permian Resources Corp, Cl A |
|
|
136,510 |
|
|
|
2,411 |
|
Ranger Energy Services Inc, Cl A |
|
|
69,528 |
|
|
|
785 |
|
REX American Resources Corp * |
|
|
14,454 |
|
|
|
849 |
|
RPC Inc |
|
|
64,610 |
|
|
|
500 |
|
Scorpio Tankers Inc |
|
|
5,422 |
|
|
|
388 |
|
SFL Corp Ltd |
|
|
65,581 |
|
|
|
864 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
38,849 |
|
|
|
337 |
|
TechnipFMC PLC |
|
|
18,000 |
|
|
|
452 |
|
Teekay Corp * |
|
|
138,840 |
|
|
|
1,011 |
|
Tidewater Inc * |
|
|
13,212 |
|
|
|
1,215 |
|
VAALCO Energy Inc |
|
|
128,230 |
|
|
|
894 |
|
Weatherford International PLC * |
|
|
11,096 |
|
|
|
1,281 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,700 |
|
Financials — 19.2% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
45,508 |
|
|
|
563 |
|
Alerus Financial Corp |
|
|
40,354 |
|
|
|
881 |
|
Amalgamated Financial Corp |
|
|
49,467 |
|
|
|
1,187 |
|
Ambac Financial Group Inc * |
|
|
40,276 |
|
|
|
629 |
|
Amerant Bancorp Inc, Cl A |
|
|
3,588 |
|
|
|
84 |
|
Arbor Realty Trust Inc ‡ |
|
|
4,165 |
|
|
|
55 |
|
AssetMark Financial Holdings Inc * |
|
|
27,643 |
|
|
|
979 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Assured Guaranty Ltd |
|
|
5,800 |
|
|
$ |
506 |
|
Atlanticus Holdings Corp * |
|
|
15,573 |
|
|
|
461 |
|
AvidXchange Holdings Inc * |
|
|
76,447 |
|
|
|
1,005 |
|
Axos Financial Inc * |
|
|
4,729 |
|
|
|
256 |
|
Bain Capital Specialty Finance Inc |
|
|
16,283 |
|
|
|
255 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
29,884 |
|
|
|
885 |
|
Bancorp Inc/The * |
|
|
10,440 |
|
|
|
349 |
|
Bank OZK |
|
|
30,202 |
|
|
|
1,373 |
|
BayCom Corp |
|
|
13,556 |
|
|
|
279 |
|
BGC Group Inc, Cl A |
|
|
86,977 |
|
|
|
676 |
|
Capital Bancorp Inc |
|
|
11,234 |
|
|
|
234 |
|
Capital City Bank Group Inc |
|
|
5,740 |
|
|
|
159 |
|
Carter Bankshares Inc * |
|
|
15,208 |
|
|
|
192 |
|
Cass Information Systems Inc |
|
|
28,597 |
|
|
|
1,378 |
|
Chimera Investment Corp ‡ |
|
|
135,447 |
|
|
|
624 |
|
City Holding Co |
|
|
6,907 |
|
|
|
720 |
|
Civista Bancshares Inc |
|
|
10,071 |
|
|
|
155 |
|
CNO Financial Group Inc |
|
|
171,738 |
|
|
|
4,719 |
|
Coastal Financial Corp/WA * |
|
|
22,153 |
|
|
|
861 |
|
Cohen & Steers Inc |
|
|
18,927 |
|
|
|
1,455 |
|
Columbia Banking System Inc |
|
|
230,968 |
|
|
|
4,469 |
|
Comerica Inc |
|
|
22,072 |
|
|
|
1,214 |
|
Crawford & Co, Cl A |
|
|
47,723 |
|
|
|
450 |
|
CrossFirst Bankshares Inc * |
|
|
36,163 |
|
|
|
500 |
|
Customers Bancorp Inc * |
|
|
7,805 |
|
|
|
414 |
|
Diamond Hill Investment Group Inc |
|
|
8,330 |
|
|
|
1,284 |
|
Donegal Group Inc, Cl A |
|
|
10,970 |
|
|
|
155 |
|
Donnelley Financial Solutions Inc * |
|
|
10,414 |
|
|
|
646 |
|
eHealth Inc * |
|
|
32,500 |
|
|
|
196 |
|
Enact Holdings Inc |
|
|
9,681 |
|
|
|
302 |
|
Enova International Inc * |
|
|
4,110 |
|
|
|
258 |
|
Esquire Financial Holdings Inc |
|
|
21,674 |
|
|
|
1,029 |
|
Essent Group Ltd |
|
|
4,840 |
|
|
|
288 |
|
Evercore Inc, Cl A |
|
|
2,850 |
|
|
|
549 |
|
FactSet Research Systems Inc |
|
|
2,495 |
|
|
|
1,134 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
2,422 |
|
|
|
477 |
|
First American Financial Corp |
|
|
17,274 |
|
|
|
1,055 |
|
First BanCorp/Puerto Rico |
|
|
15,401 |
|
|
|
270 |
|
First Bank/Hamilton NJ |
|
|
24,790 |
|
|
|
341 |
|
First Commonwealth Financial Corp |
|
|
159,642 |
|
|
|
2,222 |
|
First Community Bankshares Inc |
|
|
16,950 |
|
|
|
587 |
|
First Financial Corp/IN |
|
|
5,780 |
|
|
|
222 |
|
First Horizon Corp |
|
|
93,774 |
|
|
|
1,444 |
|
First Internet Bancorp |
|
|
7,921 |
|
|
|
275 |
|
First Interstate BancSystem Inc, Cl A |
|
|
49,377 |
|
|
|
1,344 |
|
FirstCash Holdings Inc |
|
|
2,200 |
|
|
|
281 |
|
FNB Corp/PA |
|
|
196,624 |
|
|
|
2,772 |
|
Globe Life Inc |
|
|
8,394 |
|
|
|
977 |
|
Goosehead Insurance Inc, Cl A * |
|
|
3,520 |
|
|
|
234 |
|
Great Southern Bancorp Inc |
|
|
8,100 |
|
|
|
444 |
|
Guaranty Bancshares Inc/TX |
|
|
3,004 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hamilton Lane Inc, Cl A |
|
|
15,941 |
|
|
$ |
1,797 |
|
Hanmi Financial Corp |
|
|
9,920 |
|
|
|
158 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
9,511 |
|
|
|
1,295 |
|
HBT Financial Inc |
|
|
35,465 |
|
|
|
675 |
|
HCI Group Inc |
|
|
10,007 |
|
|
|
1,162 |
|
Home BancShares Inc/AR |
|
|
53,745 |
|
|
|
1,321 |
|
HomeTrust Bancshares Inc |
|
|
18,920 |
|
|
|
517 |
|
Horace Mann Educators Corp, Cl A |
|
|
7,041 |
|
|
|
260 |
|
I3 Verticals Inc, Cl A * |
|
|
8,392 |
|
|
|
192 |
|
Independent Bank Corp |
|
|
19,187 |
|
|
|
998 |
|
Independent Bank Corp/MI |
|
|
15,040 |
|
|
|
381 |
|
International Money Express Inc * |
|
|
21,157 |
|
|
|
483 |
|
Jack Henry & Associates Inc |
|
|
6,741 |
|
|
|
1,171 |
|
Jackson Financial Inc, Cl A |
|
|
83,527 |
|
|
|
5,524 |
|
James River Group Holdings Ltd |
|
|
18,450 |
|
|
|
172 |
|
KeyCorp |
|
|
168,685 |
|
|
|
2,667 |
|
Kinsale Capital Group Inc |
|
|
4,484 |
|
|
|
2,353 |
|
Lemonade Inc * |
|
|
12,545 |
|
|
|
206 |
|
LendingTree Inc * |
|
|
30,906 |
|
|
|
1,309 |
|
Lincoln National Corp |
|
|
152,199 |
|
|
|
4,860 |
|
Live Oak Bancshares Inc |
|
|
8,931 |
|
|
|
371 |
|
Macatawa Bank Corp |
|
|
65,283 |
|
|
|
639 |
|
Mercantile Bank Corp |
|
|
12,752 |
|
|
|
491 |
|
Merchants Bancorp/IN |
|
|
22,667 |
|
|
|
979 |
|
Mercury General Corp |
|
|
15,500 |
|
|
|
800 |
|
Metrocity Bankshares Inc |
|
|
7,846 |
|
|
|
196 |
|
MGIC Investment Corp |
|
|
53,002 |
|
|
|
1,185 |
|
Midland States Bancorp Inc |
|
|
9,830 |
|
|
|
247 |
|
Moneylion Inc * |
|
|
9,900 |
|
|
|
706 |
|
Morningstar Inc, Cl A |
|
|
4,140 |
|
|
|
1,277 |
|
Mr Cooper Group Inc * |
|
|
27,579 |
|
|
|
2,150 |
|
National Bank Holdings Corp, Cl A |
|
|
16,751 |
|
|
|
604 |
|
NMI Holdings Inc, Cl A * |
|
|
31,958 |
|
|
|
1,034 |
|
Northrim BanCorp Inc |
|
|
4,360 |
|
|
|
220 |
|
OFG Bancorp |
|
|
28,930 |
|
|
|
1,065 |
|
Old National Bancorp/IN, Cl A |
|
|
283,378 |
|
|
|
4,934 |
|
Old Second Bancorp Inc |
|
|
36,100 |
|
|
|
500 |
|
Orrstown Financial Services Inc |
|
|
20,315 |
|
|
|
544 |
|
Oscar Health Inc, Cl A * |
|
|
17,603 |
|
|
|
262 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
21,000 |
|
|
|
300 |
|
Palomar Holdings Inc, Cl A * |
|
|
4,283 |
|
|
|
359 |
|
Paymentus Holdings Inc, Cl A * |
|
|
32,340 |
|
|
|
736 |
|
Paysafe Ltd * |
|
|
39,527 |
|
|
|
624 |
|
Peapack-Gladstone Financial Corp |
|
|
9,550 |
|
|
|
232 |
|
PennyMac Financial Services Inc |
|
|
2,964 |
|
|
|
270 |
|
Peoples Bancorp Inc/OH |
|
|
6,720 |
|
|
|
199 |
|
Peoples Financial Services Corp |
|
|
4,562 |
|
|
|
197 |
|
Pinnacle Financial Partners Inc |
|
|
17,635 |
|
|
|
1,514 |
|
Piper Sandler Cos |
|
|
2,398 |
|
|
|
476 |
|
Ponce Financial Group Inc * |
|
|
28,009 |
|
|
|
249 |
|
Primerica Inc |
|
|
7,862 |
|
|
|
1,989 |
|
PROG Holdings Inc |
|
|
12,542 |
|
|
|
432 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Prosperity Bancshares Inc |
|
|
17,794 |
|
|
$ |
1,170 |
|
QCR Holdings Inc |
|
|
5,167 |
|
|
|
314 |
|
Regional Management Corp |
|
|
25,347 |
|
|
|
614 |
|
Remitly Global Inc * |
|
|
11,950 |
|
|
|
248 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
5,204 |
|
|
|
265 |
|
Security National Financial Corp, Cl A * |
|
|
15,270 |
|
|
|
121 |
|
Selective Insurance Group Inc |
|
|
2,640 |
|
|
|
288 |
|
Selectquote Inc * |
|
|
247,220 |
|
|
|
494 |
|
Sierra Bancorp |
|
|
22,830 |
|
|
|
461 |
|
Skyward Specialty Insurance Group Inc * |
|
|
9,863 |
|
|
|
369 |
|
Southern First Bancshares Inc * |
|
|
2,197 |
|
|
|
70 |
|
Southern Missouri Bancorp Inc |
|
|
3,279 |
|
|
|
143 |
|
Stellar Bancorp Inc |
|
|
8,250 |
|
|
|
201 |
|
StepStone Group Inc, Cl A |
|
|
14,875 |
|
|
|
532 |
|
Stewart Information Services Corp |
|
|
4,400 |
|
|
|
286 |
|
TPG RE Finance Trust Inc ‡ |
|
|
63,080 |
|
|
|
487 |
|
UMB Financial Corp |
|
|
12,805 |
|
|
|
1,114 |
|
Unity Bancorp Inc |
|
|
2,820 |
|
|
|
78 |
|
Universal Insurance Holdings Inc |
|
|
63,295 |
|
|
|
1,286 |
|
Univest Financial Corp |
|
|
53,205 |
|
|
|
1,108 |
|
Valley National Bancorp |
|
|
138,231 |
|
|
|
1,100 |
|
Victory Capital Holdings Inc, Cl A |
|
|
7,500 |
|
|
|
318 |
|
Virtus Investment Partners Inc |
|
|
1,100 |
|
|
|
273 |
|
Waterstone Financial Inc |
|
|
11,773 |
|
|
|
143 |
|
Westamerica BanCorp |
|
|
13,009 |
|
|
|
636 |
|
Wintrust Financial Corp |
|
|
20,255 |
|
|
|
2,114 |
|
World Acceptance Corp * |
|
|
10,290 |
|
|
|
1,492 |
|
Zions Bancorp NA |
|
|
56,884 |
|
|
|
2,469 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
118,320 |
|
Health Care — 14.3% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
12,500 |
|
|
|
398 |
|
ACADIA Pharmaceuticals Inc * |
|
|
11,232 |
|
|
|
208 |
|
Accolade Inc * |
|
|
14,740 |
|
|
|
154 |
|
Addus HomeCare Corp * |
|
|
2,640 |
|
|
|
273 |
|
ADMA Biologics Inc * |
|
|
135,327 |
|
|
|
893 |
|
Aldeyra Therapeutics Inc * |
|
|
190,932 |
|
|
|
624 |
|
Alector Inc * |
|
|
30,731 |
|
|
|
185 |
|
Allogene Therapeutics Inc * |
|
|
73,340 |
|
|
|
328 |
|
Alpine Immune Sciences Inc * |
|
|
19,016 |
|
|
|
754 |
|
ALX Oncology Holdings Inc * |
|
|
52,287 |
|
|
|
583 |
|
Amedisys Inc * |
|
|
7,854 |
|
|
|
724 |
|
Amicus Therapeutics Inc * |
|
|
22,002 |
|
|
|
259 |
|
AMN Healthcare Services Inc * |
|
|
18,517 |
|
|
|
1,158 |
|
Amphastar Pharmaceuticals Inc * |
|
|
6,058 |
|
|
|
266 |
|
Anavex Life Sciences Corp * |
|
|
35,930 |
|
|
|
183 |
|
ANI Pharmaceuticals Inc * |
|
|
14,257 |
|
|
|
986 |
|
Anika Therapeutics Inc * |
|
|
7,330 |
|
|
|
186 |
|
Apogee Therapeutics Inc * |
|
|
7,200 |
|
|
|
478 |
|
Arcellx Inc * |
|
|
8,535 |
|
|
|
594 |
|
Arcutis Biotherapeutics Inc * |
|
|
62,510 |
|
|
|
619 |
|
Ardelyx Inc * |
|
|
9,272 |
|
|
|
68 |
|
ARS Pharmaceuticals Inc * |
|
|
7,780 |
|
|
|
80 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arvinas Inc * |
|
|
5,924 |
|
|
$ |
245 |
|
Avidity Biosciences Inc * |
|
|
29,490 |
|
|
|
753 |
|
Biohaven Ltd * |
|
|
8,566 |
|
|
|
468 |
|
Bioventus Inc, Cl A * |
|
|
57,198 |
|
|
|
297 |
|
Blueprint Medicines Corp * |
|
|
9,832 |
|
|
|
933 |
|
Bridgebio Pharma Inc * |
|
|
2,416 |
|
|
|
75 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
116,228 |
|
|
|
768 |
|
CareDx Inc * |
|
|
136,059 |
|
|
|
1,441 |
|
Castle Biosciences Inc * |
|
|
22,520 |
|
|
|
499 |
|
Celldex Therapeutics Inc * |
|
|
9,200 |
|
|
|
386 |
|
Chemed Corp |
|
|
1,983 |
|
|
|
1,273 |
|
Coherus Biosciences Inc * |
|
|
72,290 |
|
|
|
173 |
|
Collegium Pharmaceutical Inc * |
|
|
93,297 |
|
|
|
3,622 |
|
Community Health Systems Inc * |
|
|
48,740 |
|
|
|
171 |
|
CorVel Corp * |
|
|
591 |
|
|
|
155 |
|
Crinetics Pharmaceuticals Inc * |
|
|
19,379 |
|
|
|
907 |
|
Cross Country Healthcare Inc * |
|
|
53,788 |
|
|
|
1,007 |
|
Cytokinetics Inc * |
|
|
5,142 |
|
|
|
361 |
|
Disc Medicine Inc, Cl A * |
|
|
5,605 |
|
|
|
349 |
|
Dyne Therapeutics Inc * |
|
|
19,400 |
|
|
|
551 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
100,396 |
|
|
|
526 |
|
Editas Medicine Inc, Cl A * |
|
|
76,082 |
|
|
|
565 |
|
Emergent BioSolutions Inc * |
|
|
101,490 |
|
|
|
257 |
|
Encompass Health Corp |
|
|
43,159 |
|
|
|
3,564 |
|
Ensign Group Inc/The |
|
|
15,766 |
|
|
|
1,962 |
|
Envista Holdings Corp * |
|
|
27,901 |
|
|
|
597 |
|
Evolent Health Inc, Cl A * |
|
|
7,978 |
|
|
|
262 |
|
Evolus Inc * |
|
|
63,945 |
|
|
|
895 |
|
Generation Bio Co * |
|
|
200,190 |
|
|
|
815 |
|
Glaukos Corp * |
|
|
4,700 |
|
|
|
443 |
|
Globus Medical Inc, Cl A * |
|
|
16,947 |
|
|
|
909 |
|
Health Catalyst Inc * |
|
|
20,648 |
|
|
|
155 |
|
HealthEquity Inc * |
|
|
13,862 |
|
|
|
1,132 |
|
HealthStream Inc |
|
|
17,780 |
|
|
|
474 |
|
Heron Therapeutics Inc * |
|
|
225,731 |
|
|
|
625 |
|
Hims & Hers Health Inc * |
|
|
87,027 |
|
|
|
1,346 |
|
Ideaya Biosciences Inc * |
|
|
11,827 |
|
|
|
519 |
|
IGM Biosciences Inc * |
|
|
2,742 |
|
|
|
26 |
|
Immunome Inc * |
|
|
16,500 |
|
|
|
407 |
|
Immunovant Inc * |
|
|
8,863 |
|
|
|
286 |
|
Inmode Ltd * |
|
|
140,756 |
|
|
|
3,042 |
|
Innoviva Inc * |
|
|
32,903 |
|
|
|
501 |
|
Integra LifeSciences Holdings Corp * |
|
|
113,479 |
|
|
|
4,023 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
3,441 |
|
|
|
238 |
|
Iovance Biotherapeutics Inc * |
|
|
27,500 |
|
|
|
408 |
|
iRadimed Corp |
|
|
22,795 |
|
|
|
1,003 |
|
iTeos Therapeutics Inc * |
|
|
22,284 |
|
|
|
304 |
|
Janux Therapeutics Inc * |
|
|
7,300 |
|
|
|
275 |
|
Karyopharm Therapeutics Inc * |
|
|
206,600 |
|
|
|
312 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
64,527 |
|
|
|
1,273 |
|
Kodiak Sciences Inc * |
|
|
69,890 |
|
|
|
368 |
|
Krystal Biotech Inc * |
|
|
3,450 |
|
|
|
614 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lantheus Holdings Inc * |
|
|
4,128 |
|
|
$ |
257 |
|
LeMaitre Vascular Inc |
|
|
25,241 |
|
|
|
1,675 |
|
LifeMD Inc * |
|
|
40,000 |
|
|
|
411 |
|
Liquidia Corp * |
|
|
30,000 |
|
|
|
443 |
|
Longboard Pharmaceuticals Inc * |
|
|
15,500 |
|
|
|
335 |
|
Lyell Immunopharma Inc * |
|
|
48,189 |
|
|
|
107 |
|
MacroGenics Inc * |
|
|
27,910 |
|
|
|
411 |
|
Medpace Holdings Inc * |
|
|
4,117 |
|
|
|
1,664 |
|
MeiraGTx Holdings plc * |
|
|
53,083 |
|
|
|
322 |
|
Merit Medical Systems Inc * |
|
|
965 |
|
|
|
73 |
|
Mersana Therapeutics Inc * |
|
|
104,370 |
|
|
|
468 |
|
Mesa Laboratories Inc |
|
|
1,670 |
|
|
|
183 |
|
Mirum Pharmaceuticals Inc * |
|
|
18,730 |
|
|
|
471 |
|
NeuroPace Inc * |
|
|
17,601 |
|
|
|
232 |
|
Nkarta Inc * |
|
|
10,453 |
|
|
|
113 |
|
Nurix Therapeutics Inc * |
|
|
58,590 |
|
|
|
861 |
|
Nuvalent Inc, Cl A * |
|
|
4,358 |
|
|
|
327 |
|
Option Care Health Inc * |
|
|
7,921 |
|
|
|
266 |
|
OraSure Technologies Inc * |
|
|
189,168 |
|
|
|
1,163 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
262,882 |
|
|
|
747 |
|
ORIC Pharmaceuticals Inc * |
|
|
5,203 |
|
|
|
72 |
|
Pennant Group Inc/The * |
|
|
47,543 |
|
|
|
933 |
|
Perrigo Co PLC |
|
|
32,204 |
|
|
|
1,037 |
|
PetIQ Inc, Cl A * |
|
|
63,857 |
|
|
|
1,167 |
|
Phibro Animal Health Corp, Cl A |
|
|
13,030 |
|
|
|
168 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
36,746 |
|
|
|
2,666 |
|
Privia Health Group Inc * |
|
|
7,110 |
|
|
|
139 |
|
Protagonist Therapeutics Inc * |
|
|
8,900 |
|
|
|
257 |
|
Quanterix Corp * |
|
|
8,501 |
|
|
|
200 |
|
Quest Diagnostics Inc |
|
|
7,499 |
|
|
|
998 |
|
QuidelOrtho Corp * |
|
|
16,613 |
|
|
|
796 |
|
RadNet Inc * |
|
|
9,200 |
|
|
|
448 |
|
RAPT Therapeutics Inc * |
|
|
16,790 |
|
|
|
151 |
|
Relay Therapeutics Inc * |
|
|
15,146 |
|
|
|
126 |
|
Repay Holdings Corp, Cl A * |
|
|
30,830 |
|
|
|
339 |
|
Replimune Group Inc * |
|
|
28,930 |
|
|
|
236 |
|
Revance Therapeutics Inc * |
|
|
34,710 |
|
|
|
171 |
|
Rigel Pharmaceuticals Inc * |
|
|
231,204 |
|
|
|
342 |
|
RxSight Inc * |
|
|
15,368 |
|
|
|
793 |
|
Sana Biotechnology Inc * |
|
|
37,070 |
|
|
|
371 |
|
SIGA Technologies Inc |
|
|
69,789 |
|
|
|
597 |
|
Soleno Therapeutics Inc * |
|
|
6,870 |
|
|
|
294 |
|
STERIS PLC |
|
|
6,226 |
|
|
|
1,400 |
|
Stevanato Group SpA |
|
|
24,522 |
|
|
|
787 |
|
Stoke Therapeutics Inc * |
|
|
32,944 |
|
|
|
445 |
|
Surmodics Inc * |
|
|
18,452 |
|
|
|
541 |
|
Tarsus Pharmaceuticals Inc * |
|
|
13,000 |
|
|
|
473 |
|
Tenet Healthcare Corp * |
|
|
11,522 |
|
|
|
1,211 |
|
Travere Therapeutics Inc * |
|
|
39,740 |
|
|
|
306 |
|
UFP Technologies Inc * |
|
|
2,300 |
|
|
|
580 |
|
US Physical Therapy Inc |
|
|
11,855 |
|
|
|
1,338 |
|
Utah Medical Products Inc |
|
|
6,356 |
|
|
|
452 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vanda Pharmaceuticals Inc * |
|
|
225,887 |
|
|
$ |
928 |
|
Vaxcyte Inc * |
|
|
5,569 |
|
|
|
380 |
|
Vera Therapeutics Inc, Cl A * |
|
|
8,833 |
|
|
|
381 |
|
Vericel Corp * |
|
|
10,800 |
|
|
|
562 |
|
Viemed Healthcare Inc * |
|
|
25,804 |
|
|
|
243 |
|
Viking Therapeutics Inc * |
|
|
11,578 |
|
|
|
949 |
|
WaVe Life Sciences Ltd * |
|
|
48,199 |
|
|
|
297 |
|
Y-mAbs Therapeutics Inc * |
|
|
63,718 |
|
|
|
1,036 |
|
Zentalis Pharmaceuticals Inc * |
|
|
11,750 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
87,885 |
|
Industrials — 21.1% |
|
|
|
|
AAON Inc |
|
|
15,824 |
|
|
|
1,394 |
|
AAR Corp * |
|
|
4,401 |
|
|
|
263 |
|
ABM Industries Inc |
|
|
49,689 |
|
|
|
2,217 |
|
ACCO Brands Corp |
|
|
198,756 |
|
|
|
1,115 |
|
Acuity Brands Inc |
|
|
1,977 |
|
|
|
531 |
|
AeroVironment Inc * |
|
|
5,580 |
|
|
|
855 |
|
Air Lease Corp, Cl A |
|
|
29,389 |
|
|
|
1,512 |
|
Allison Transmission Holdings Inc |
|
|
21,372 |
|
|
|
1,735 |
|
API Group Corp * |
|
|
21,969 |
|
|
|
863 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
5,670 |
|
|
|
1,120 |
|
ArcBest Corp |
|
|
6,387 |
|
|
|
910 |
|
Arcosa Inc |
|
|
3,957 |
|
|
|
340 |
|
Argan Inc |
|
|
2,892 |
|
|
|
146 |
|
Aris Water Solutions Inc, Cl A |
|
|
38,564 |
|
|
|
546 |
|
Armstrong World Industries Inc |
|
|
4,231 |
|
|
|
526 |
|
Astec Industries Inc |
|
|
31,857 |
|
|
|
1,392 |
|
Astronics Corp * |
|
|
28,250 |
|
|
|
538 |
|
Atkore Inc |
|
|
1,023 |
|
|
|
195 |
|
AZEK Co Inc/The, Cl A * |
|
|
30,414 |
|
|
|
1,527 |
|
AZZ Inc |
|
|
6,200 |
|
|
|
479 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
380,779 |
|
|
|
430 |
|
Barnes Group Inc |
|
|
42,826 |
|
|
|
1,591 |
|
Barrett Business Services Inc |
|
|
5,483 |
|
|
|
695 |
|
Beacon Roofing Supply Inc * |
|
|
14,509 |
|
|
|
1,422 |
|
Boise Cascade Co |
|
|
1,433 |
|
|
|
220 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
10,258 |
|
|
|
1,523 |
|
BrightView Holdings Inc * |
|
|
112,240 |
|
|
|
1,336 |
|
Brink's Co/The |
|
|
3,520 |
|
|
|
325 |
|
Broadridge Financial Solutions Inc |
|
|
7,242 |
|
|
|
1,484 |
|
BWX Technologies Inc |
|
|
24,611 |
|
|
|
2,526 |
|
CACI International Inc, Cl A * |
|
|
3,783 |
|
|
|
1,433 |
|
Carlisle Cos Inc |
|
|
4,139 |
|
|
|
1,622 |
|
CECO Environmental Corp * |
|
|
42,170 |
|
|
|
971 |
|
Cimpress PLC * |
|
|
6,800 |
|
|
|
602 |
|
Clean Harbors Inc * |
|
|
8,404 |
|
|
|
1,692 |
|
Comfort Systems USA Inc |
|
|
5,097 |
|
|
|
1,619 |
|
Commercial Vehicle Group Inc * |
|
|
103,094 |
|
|
|
663 |
|
Concentrix Corp |
|
|
16,363 |
|
|
|
1,084 |
|
Construction Partners Inc, Cl A * |
|
|
14,650 |
|
|
|
823 |
|
Core & Main Inc, Cl A * |
|
|
9,384 |
|
|
|
537 |
|
Costamare Inc |
|
|
114,764 |
|
|
|
1,303 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Crane Co |
|
|
2,820 |
|
|
$ |
381 |
|
CSW Industrials Inc |
|
|
1,320 |
|
|
|
310 |
|
Curtiss-Wright Corp |
|
|
2,017 |
|
|
|
516 |
|
DXP Enterprises Inc/TX * |
|
|
26,401 |
|
|
|
1,419 |
|
Dycom Industries Inc * |
|
|
10,535 |
|
|
|
1,512 |
|
Eagle Bulk Shipping Inc |
|
|
16,419 |
|
|
|
1,026 |
|
EMCOR Group Inc |
|
|
4,825 |
|
|
|
1,690 |
|
Encore Wire Corp |
|
|
3,209 |
|
|
|
843 |
|
Enerpac Tool Group Corp, Cl A |
|
|
31,585 |
|
|
|
1,126 |
|
EnerSys |
|
|
2,200 |
|
|
|
208 |
|
Ennis Inc |
|
|
16,414 |
|
|
|
337 |
|
Enpro Inc |
|
|
9,955 |
|
|
|
1,680 |
|
Enviri Corp * |
|
|
37,525 |
|
|
|
343 |
|
Esab Corp |
|
|
5,500 |
|
|
|
608 |
|
ExlService Holdings Inc * |
|
|
58,109 |
|
|
|
1,848 |
|
Federal Signal Corp |
|
|
3,100 |
|
|
|
263 |
|
Franklin Covey Co * |
|
|
26,132 |
|
|
|
1,026 |
|
FTAI Aviation Ltd |
|
|
11,774 |
|
|
|
792 |
|
Gates Industrial Corp PLC * |
|
|
89,013 |
|
|
|
1,576 |
|
GATX Corp |
|
|
1,760 |
|
|
|
236 |
|
Genco Shipping & Trading Ltd |
|
|
33,993 |
|
|
|
691 |
|
GEO Group Inc/The *‡ |
|
|
41,221 |
|
|
|
582 |
|
GFL Environmental Inc |
|
|
36,845 |
|
|
|
1,271 |
|
Gibraltar Industries Inc * |
|
|
3,521 |
|
|
|
284 |
|
Global Industrial Co |
|
|
23,646 |
|
|
|
1,059 |
|
GMS Inc * |
|
|
10,238 |
|
|
|
997 |
|
Gorman-Rupp Co/The |
|
|
7,041 |
|
|
|
278 |
|
Greenbrier Cos Inc/The |
|
|
1,718 |
|
|
|
89 |
|
Griffon Corp |
|
|
21,606 |
|
|
|
1,585 |
|
H&E Equipment Services Inc |
|
|
13,326 |
|
|
|
855 |
|
Heidrick & Struggles International Inc |
|
|
10,496 |
|
|
|
353 |
|
Hexcel Corp, Cl A |
|
|
26,877 |
|
|
|
1,958 |
|
HNI Corp |
|
|
6,119 |
|
|
|
276 |
|
Hudson Technologies Inc * |
|
|
92,316 |
|
|
|
1,016 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
3,155 |
|
|
|
920 |
|
Huron Consulting Group Inc * |
|
|
19,836 |
|
|
|
1,917 |
|
Hyster-Yale Materials Handling Inc |
|
|
9,873 |
|
|
|
634 |
|
IBEX Holdings Ltd * |
|
|
31,975 |
|
|
|
493 |
|
IES Holdings Inc * |
|
|
3,685 |
|
|
|
448 |
|
Insperity Inc, Cl A |
|
|
8,639 |
|
|
|
947 |
|
Interface Inc, Cl A |
|
|
48,599 |
|
|
|
817 |
|
ITT Inc |
|
|
14,416 |
|
|
|
1,961 |
|
Karat Packaging Inc |
|
|
38,739 |
|
|
|
1,108 |
|
Kelly Services Inc, Cl A |
|
|
28,259 |
|
|
|
708 |
|
Kennametal Inc |
|
|
17,426 |
|
|
|
435 |
|
Kirby Corp * |
|
|
5,100 |
|
|
|
486 |
|
Korn Ferry |
|
|
24,922 |
|
|
|
1,639 |
|
Landstar System Inc |
|
|
5,557 |
|
|
|
1,071 |
|
Legalzoom.com Inc * |
|
|
23,762 |
|
|
|
317 |
|
Leonardo DRS Inc * |
|
|
22,500 |
|
|
|
497 |
|
Limbach Holdings Inc * |
|
|
19,451 |
|
|
|
806 |
|
LSI Industries Inc |
|
|
44,670 |
|
|
|
675 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lyft Inc, Cl A * |
|
|
29,500 |
|
|
$ |
571 |
|
Manitowoc Co Inc/The * |
|
|
73,793 |
|
|
|
1,043 |
|
Masonite International Corp * |
|
|
8,525 |
|
|
|
1,121 |
|
Matson Inc |
|
|
870 |
|
|
|
98 |
|
Moog Inc, Cl A |
|
|
4,882 |
|
|
|
779 |
|
MYR Group Inc * |
|
|
3,961 |
|
|
|
700 |
|
National Presto Industries Inc |
|
|
1,860 |
|
|
|
156 |
|
NEXTracker Inc, Cl A * |
|
|
23,028 |
|
|
|
1,296 |
|
Nordson Corp |
|
|
4,687 |
|
|
|
1,287 |
|
nVent Electric PLC |
|
|
6,300 |
|
|
|
475 |
|
PAM Transportation Services Inc * |
|
|
14,714 |
|
|
|
238 |
|
Pangaea Logistics Solutions Ltd |
|
|
8,507 |
|
|
|
59 |
|
Park-Ohio Holdings Corp |
|
|
29,567 |
|
|
|
789 |
|
Parsons Corp * |
|
|
13,571 |
|
|
|
1,126 |
|
Powell Industries Inc |
|
|
6,819 |
|
|
|
970 |
|
Preformed Line Products Co |
|
|
2,150 |
|
|
|
277 |
|
Proto Labs Inc * |
|
|
7,481 |
|
|
|
267 |
|
Regal Rexnord Corp |
|
|
6,746 |
|
|
|
1,215 |
|
REV Group Inc |
|
|
98,483 |
|
|
|
2,175 |
|
Rush Enterprises Inc, Cl A |
|
|
7,540 |
|
|
|
404 |
|
Safe Bulkers Inc |
|
|
262,132 |
|
|
|
1,300 |
|
Sensata Technologies Holding PLC |
|
|
32,900 |
|
|
|
1,209 |
|
Simpson Manufacturing Co Inc |
|
|
4,330 |
|
|
|
888 |
|
SkyWest Inc * |
|
|
11,413 |
|
|
|
788 |
|
SP Plus Corp * |
|
|
11,159 |
|
|
|
583 |
|
SPX Technologies Inc * |
|
|
6,317 |
|
|
|
778 |
|
Standex International Corp |
|
|
17,976 |
|
|
|
3,276 |
|
Steelcase Inc, Cl A |
|
|
70,305 |
|
|
|
920 |
|
Sterling Infrastructure Inc * |
|
|
9,472 |
|
|
|
1,045 |
|
Sun Country Airlines Holdings Inc * |
|
|
39,918 |
|
|
|
602 |
|
Tennant Co |
|
|
7,830 |
|
|
|
952 |
|
Terex Corp |
|
|
26,616 |
|
|
|
1,714 |
|
Tetra Tech Inc |
|
|
7,927 |
|
|
|
1,464 |
|
Thermon Group Holdings Inc * |
|
|
7,510 |
|
|
|
246 |
|
Titan Machinery Inc * |
|
|
6,530 |
|
|
|
162 |
|
TransUnion |
|
|
13,207 |
|
|
|
1,054 |
|
Tutor Perini Corp * |
|
|
80,039 |
|
|
|
1,157 |
|
UFP Industries Inc |
|
|
9,351 |
|
|
|
1,150 |
|
UniFirst Corp/MA |
|
|
4,937 |
|
|
|
856 |
|
Upwork Inc * |
|
|
19,803 |
|
|
|
243 |
|
V2X Inc * |
|
|
3,110 |
|
|
|
145 |
|
Valmont Industries Inc |
|
|
9,385 |
|
|
|
2,142 |
|
Vertiv Holdings Co, Cl A |
|
|
6,805 |
|
|
|
556 |
|
Viad Corp * |
|
|
14,436 |
|
|
|
570 |
|
Watts Water Technologies Inc, Cl A |
|
|
2,125 |
|
|
|
452 |
|
WESCO International Inc |
|
|
14,279 |
|
|
|
2,446 |
|
Willdan Group Inc * |
|
|
8,774 |
|
|
|
254 |
|
Willis Lease Finance Corp * |
|
|
3,190 |
|
|
|
158 |
|
XPO Inc * |
|
|
2,953 |
|
|
|
360 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
129,534 |
|
Information Technology — 10.2% |
|
|
|
|
8x8 Inc * |
|
|
331,490 |
|
|
|
895 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ACI Worldwide Inc * |
|
|
8,400 |
|
|
$ |
279 |
|
ACM Research Inc, Cl A * |
|
|
8,021 |
|
|
|
234 |
|
Agilysys Inc * |
|
|
3,080 |
|
|
|
259 |
|
Alarm.com Holdings Inc * |
|
|
3,500 |
|
|
|
254 |
|
Alkami Technology Inc * |
|
|
36,723 |
|
|
|
902 |
|
Amplitude Inc, Cl A * |
|
|
19,220 |
|
|
|
209 |
|
Appfolio Inc, Cl A * |
|
|
3,735 |
|
|
|
922 |
|
Arlo Technologies Inc * |
|
|
32,020 |
|
|
|
405 |
|
Asana Inc, Cl A * |
|
|
3,725 |
|
|
|
58 |
|
Aurora Innovation Inc, Cl A * |
|
|
24,966 |
|
|
|
70 |
|
Aviat Networks Inc * |
|
|
15,520 |
|
|
|
595 |
|
Backblaze Inc, Cl A * |
|
|
26,008 |
|
|
|
266 |
|
Badger Meter Inc |
|
|
5,576 |
|
|
|
902 |
|
Bel Fuse Inc, Cl B |
|
|
1,429 |
|
|
|
86 |
|
Belden Inc |
|
|
8,781 |
|
|
|
813 |
|
BigCommerce Holdings Inc * |
|
|
43,050 |
|
|
|
297 |
|
Bit Digital Inc *(A) |
|
|
31,743 |
|
|
|
91 |
|
Blackbaud Inc, Cl A * |
|
|
3,080 |
|
|
|
228 |
|
BlackLine Inc * |
|
|
3,960 |
|
|
|
256 |
|
Braze Inc, Cl A * |
|
|
18,494 |
|
|
|
819 |
|
Cleanspark Inc * |
|
|
24,758 |
|
|
|
525 |
|
Clearfield Inc * |
|
|
11,826 |
|
|
|
365 |
|
Cognex Corp |
|
|
29,870 |
|
|
|
1,267 |
|
Coherent Corp * |
|
|
5,786 |
|
|
|
351 |
|
CommVault Systems Inc * |
|
|
9,739 |
|
|
|
988 |
|
Couchbase Inc * |
|
|
27,258 |
|
|
|
717 |
|
Credo Technology Group Holding Ltd * |
|
|
22,546 |
|
|
|
478 |
|
Daktronics Inc * |
|
|
15,990 |
|
|
|
159 |
|
Digital Turbine Inc * |
|
|
61,320 |
|
|
|
161 |
|
Diodes Inc * |
|
|
10,667 |
|
|
|
752 |
|
eGain Corp * |
|
|
22,284 |
|
|
|
144 |
|
Fabrinet * |
|
|
6,689 |
|
|
|
1,264 |
|
Fastly Inc, Cl A * |
|
|
19,504 |
|
|
|
253 |
|
Freshworks Inc, Cl A * |
|
|
15,479 |
|
|
|
282 |
|
Hackett Group Inc/The |
|
|
37,682 |
|
|
|
916 |
|
Harmonic Inc, Cl A * |
|
|
144,098 |
|
|
|
1,937 |
|
Ichor Holdings Ltd * |
|
|
9,110 |
|
|
|
352 |
|
Immersion Corp |
|
|
45,094 |
|
|
|
337 |
|
Impinj Inc * |
|
|
1,461 |
|
|
|
188 |
|
Informatica Inc, Cl A * |
|
|
17,752 |
|
|
|
621 |
|
Insight Enterprises Inc * |
|
|
1,448 |
|
|
|
269 |
|
Intapp Inc * |
|
|
10,619 |
|
|
|
364 |
|
Iteris Inc * |
|
|
50,612 |
|
|
|
250 |
|
Itron Inc * |
|
|
3,461 |
|
|
|
320 |
|
JFrog Ltd * |
|
|
13,500 |
|
|
|
597 |
|
Kulicke & Soffa Industries Inc |
|
|
21,779 |
|
|
|
1,096 |
|
Kyndryl Holdings Inc * |
|
|
23,500 |
|
|
|
511 |
|
Littelfuse Inc |
|
|
4,185 |
|
|
|
1,014 |
|
LivePerson Inc * |
|
|
179,725 |
|
|
|
179 |
|
LiveRamp Holdings Inc * |
|
|
18,587 |
|
|
|
641 |
|
Lumentum Holdings Inc * |
|
|
27,537 |
|
|
|
1,304 |
|
Marathon Digital Holdings Inc * |
|
|
7,413 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MicroStrategy Inc, Cl A * |
|
|
63 |
|
|
$ |
107 |
|
Mitek Systems Inc * |
|
|
15,216 |
|
|
|
214 |
|
MKS Instruments Inc |
|
|
4,200 |
|
|
|
559 |
|
Napco Security Technologies Inc |
|
|
10,500 |
|
|
|
422 |
|
Nutanix Inc, Cl A * |
|
|
8,823 |
|
|
|
545 |
|
Olo Inc, Cl A * |
|
|
161,100 |
|
|
|
884 |
|
ON24 Inc |
|
|
126,448 |
|
|
|
903 |
|
OneSpan Inc * |
|
|
114,331 |
|
|
|
1,330 |
|
Onto Innovation Inc * |
|
|
3,371 |
|
|
|
610 |
|
OSI Systems Inc * |
|
|
1,980 |
|
|
|
283 |
|
PC Connection Inc |
|
|
9,767 |
|
|
|
644 |
|
Pegasystems Inc |
|
|
7,664 |
|
|
|
495 |
|
Photronics Inc * |
|
|
183,007 |
|
|
|
5,183 |
|
Power Integrations Inc |
|
|
16,915 |
|
|
|
1,210 |
|
PROS Holdings Inc * |
|
|
7,040 |
|
|
|
256 |
|
Q2 Holdings Inc * |
|
|
24,449 |
|
|
|
1,285 |
|
Qualys Inc * |
|
|
2,288 |
|
|
|
382 |
|
QuickLogic Corp * |
|
|
16,581 |
|
|
|
266 |
|
Rapid7 Inc * |
|
|
4,777 |
|
|
|
234 |
|
Ribbon Communications Inc * |
|
|
63,770 |
|
|
|
204 |
|
Rimini Street Inc * |
|
|
109,571 |
|
|
|
357 |
|
Sapiens International Corp NV |
|
|
8,802 |
|
|
|
283 |
|
Silicon Laboratories Inc * |
|
|
7,023 |
|
|
|
1,009 |
|
Silicon Motion Technology Corp ADR |
|
|
62,797 |
|
|
|
4,832 |
|
SolarWinds Corp * |
|
|
133,962 |
|
|
|
1,691 |
|
Sprinklr Inc, Cl A * |
|
|
42,258 |
|
|
|
518 |
|
Sprout Social Inc, Cl A * |
|
|
801 |
|
|
|
48 |
|
SPS Commerce Inc * |
|
|
2,636 |
|
|
|
487 |
|
Squarespace Inc, Cl A * |
|
|
7,921 |
|
|
|
289 |
|
Super Micro Computer Inc * |
|
|
4,854 |
|
|
|
4,903 |
|
Tenable Holdings Inc * |
|
|
5,721 |
|
|
|
283 |
|
Unisys Corp * |
|
|
126,744 |
|
|
|
622 |
|
Universal Display Corp |
|
|
6,732 |
|
|
|
1,134 |
|
Varonis Systems Inc, Cl B * |
|
|
13,843 |
|
|
|
653 |
|
Veeco Instruments Inc * |
|
|
14,500 |
|
|
|
510 |
|
Viavi Solutions Inc * |
|
|
127,935 |
|
|
|
1,163 |
|
Vontier Corp |
|
|
12,300 |
|
|
|
558 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,965 |
|
Materials — 4.4% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
1,056 |
|
|
|
350 |
|
American Vanguard Corp, Cl B |
|
|
11,080 |
|
|
|
143 |
|
Arcadium Lithium PLC * |
|
|
158,845 |
|
|
|
685 |
|
Aspen Aerogels Inc * |
|
|
31,191 |
|
|
|
549 |
|
Axalta Coating Systems Ltd * |
|
|
35,707 |
|
|
|
1,228 |
|
Cabot Corp |
|
|
12,430 |
|
|
|
1,146 |
|
Carpenter Technology Corp |
|
|
4,400 |
|
|
|
314 |
|
Century Aluminum Co * |
|
|
52,880 |
|
|
|
814 |
|
Chemours Co/The |
|
|
56,930 |
|
|
|
1,495 |
|
Clearwater Paper Corp * |
|
|
15,900 |
|
|
|
695 |
|
Commercial Metals Co, Cl A |
|
|
67,624 |
|
|
|
3,974 |
|
Eagle Materials Inc |
|
|
2,160 |
|
|
|
587 |
|
FMC Corp |
|
|
50,842 |
|
|
|
3,239 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Haynes International Inc |
|
|
11,309 |
|
|
$ |
680 |
|
HB Fuller Co |
|
|
3,520 |
|
|
|
281 |
|
Ingevity Corp * |
|
|
21,319 |
|
|
|
1,017 |
|
Innospec Inc |
|
|
5,226 |
|
|
|
674 |
|
Kronos Worldwide Inc |
|
|
41,471 |
|
|
|
489 |
|
Minerals Technologies Inc |
|
|
3,520 |
|
|
|
265 |
|
NewMarket Corp |
|
|
780 |
|
|
|
495 |
|
O-I Glass Inc, Cl I * |
|
|
47,500 |
|
|
|
788 |
|
Olympic Steel Inc |
|
|
5,388 |
|
|
|
382 |
|
Pactiv Evergreen Inc |
|
|
86,915 |
|
|
|
1,245 |
|
Quaker Chemical Corp |
|
|
6,832 |
|
|
|
1,402 |
|
Ranpak Holdings Corp, Cl A * |
|
|
24,260 |
|
|
|
191 |
|
Reliance Inc |
|
|
5,637 |
|
|
|
1,884 |
|
Silgan Holdings Inc |
|
|
13,376 |
|
|
|
650 |
|
Summit Materials Inc, Cl A * |
|
|
6,601 |
|
|
|
294 |
|
SunCoke Energy Inc |
|
|
59,083 |
|
|
|
666 |
|
Trinseo PLC |
|
|
42,877 |
|
|
|
162 |
|
Universal Stainless & Alloy Products Inc * |
|
|
15,402 |
|
|
|
345 |
|
Warrior Met Coal Inc |
|
|
1,489 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,219 |
|
Real Estate — 3.3% |
|
|
|
|
Alexander's Inc ‡ |
|
|
5,403 |
|
|
|
1,173 |
|
Anywhere Real Estate Inc * |
|
|
33,062 |
|
|
|
204 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
83,041 |
|
|
|
166 |
|
COPT Defense Properties ‡ |
|
|
42,224 |
|
|
|
1,021 |
|
CubeSmart ‡ |
|
|
22,637 |
|
|
|
1,024 |
|
Douglas Elliman Inc |
|
|
97,460 |
|
|
|
154 |
|
eXp World Holdings Inc |
|
|
68,865 |
|
|
|
711 |
|
Forestar Group Inc * |
|
|
37,471 |
|
|
|
1,506 |
|
Healthpeak Properties Inc ‡ |
|
|
50,415 |
|
|
|
945 |
|
Highwoods Properties Inc ‡ |
|
|
123,106 |
|
|
|
3,223 |
|
National Storage Affiliates Trust ‡ |
|
|
24,434 |
|
|
|
957 |
|
Newmark Group Inc, Cl A |
|
|
171,270 |
|
|
|
1,899 |
|
Office Properties Income Trust ‡ |
|
|
75,190 |
|
|
|
154 |
|
Orion Office REIT Inc ‡ |
|
|
256,180 |
|
|
|
899 |
|
Redfin Corp * |
|
|
35,560 |
|
|
|
237 |
|
RMR Group Inc/The, Cl A |
|
|
46,088 |
|
|
|
1,106 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
12,846 |
|
|
|
1,485 |
|
STAG Industrial Inc ‡ |
|
|
40,130 |
|
|
|
1,543 |
|
Terreno Realty Corp ‡ |
|
|
18,313 |
|
|
|
1,216 |
|
Universal Health Realty Income Trust ‡ |
|
|
3,720 |
|
|
|
137 |
|
Urban Edge Properties ‡ |
|
|
14,083 |
|
|
|
243 |
|
Whitestone REIT, Cl B ‡ |
|
|
11,660 |
|
|
|
146 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,149 |
|
Utilities — 1.1% |
|
|
|
|
Black Hills Corp, Cl A |
|
|
12,405 |
|
|
|
677 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
33,177 |
|
|
|
1,196 |
|
Chesapeake Utilities Corp |
|
|
8,602 |
|
|
|
923 |
|
Consolidated Water Co Ltd |
|
|
4,863 |
|
|
|
143 |
|
IDACORP Inc, Cl A |
|
|
10,057 |
|
|
|
934 |
|
Otter Tail Corp |
|
|
4,860 |
|
|
|
420 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Portland General Electric Co |
|
|
41,151 |
|
|
$ |
1,728 |
|
Pure Cycle Corp * |
|
|
14,410 |
|
|
|
137 |
|
Spire Inc |
|
|
9,787 |
|
|
|
601 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,759 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $470,184) ($ Thousands) |
|
|
|
|
|
|
609,732 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
82,380 |
|
|
|
82 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $82) ($ Thousands) |
|
|
82 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
6,846,093 |
|
|
|
6,846 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,846) ($ Thousands) |
|
|
|
|
|
|
6,846 |
|
Total Investments in Securities — 100.2% |
|
|
|
|
|
|
|
|
(Cost $477,112) ($ Thousands) |
|
$ |
616,660 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $615,733 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $82 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
609,732 |
|
|
|
– |
|
|
|
– |
|
|
|
609,732 |
|
Affiliated Partnership |
|
|
– |
|
|
|
82 |
|
|
|
– |
|
|
|
82 |
|
Cash Equivalent |
|
|
6,846 |
|
|
|
– |
|
|
|
– |
|
|
|
6,846 |
|
Total Investments in Securities |
|
|
616,578 |
|
|
|
82 |
|
|
|
– |
|
|
|
616,660 |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
381 |
|
|
$ |
5,433 |
|
|
$ |
(5,732 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
82 |
|
|
$ |
10 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
5,314 |
|
|
|
112,855 |
|
|
|
(111,323 |
) |
|
|
— |
|
|
|
— |
|
|
|
6,846 |
|
|
|
128 |
|
|
|
— |
|
Totals |
|
$ |
5,695 |
|
|
$ |
118,288 |
|
|
$ |
(117,055 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
6,928 |
|
|
$ |
138 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Value Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.3% |
|
|
|
|
Advantage Solutions Inc * |
|
|
21,146 |
|
|
$ |
92 |
|
AMC Networks Inc, Cl A * |
|
|
16,930 |
|
|
|
205 |
|
Cargurus Inc, Cl A * |
|
|
2,575 |
|
|
|
59 |
|
Cinemark Holdings Inc * |
|
|
141,189 |
|
|
|
2,537 |
|
EchoStar Corp, Cl A * |
|
|
11,083 |
|
|
|
158 |
|
Entravision Communications Corp, Cl A |
|
|
16,827 |
|
|
|
28 |
|
Nexstar Media Group Inc, Cl A |
|
|
28,803 |
|
|
|
4,962 |
|
Playstudios Inc * |
|
|
23,481 |
|
|
|
65 |
|
Scholastic Corp, Cl B |
|
|
8,052 |
|
|
|
304 |
|
Shutterstock Inc |
|
|
12,829 |
|
|
|
588 |
|
TEGNA Inc |
|
|
7,000 |
|
|
|
105 |
|
Telephone and Data Systems Inc |
|
|
18,042 |
|
|
|
289 |
|
Yelp Inc, Cl A * |
|
|
4,325 |
|
|
|
170 |
|
Ziff Davis Inc * |
|
|
44,952 |
|
|
|
2,834 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,396 |
|
Consumer Discretionary — 13.2% |
|
|
|
|
Aaron's Co Inc/The |
|
|
27,440 |
|
|
|
206 |
|
Academy Sports & Outdoors Inc |
|
|
10,453 |
|
|
|
706 |
|
Adient PLC * |
|
|
27,983 |
|
|
|
921 |
|
ADT Inc |
|
|
68,398 |
|
|
|
460 |
|
Advance Auto Parts Inc |
|
|
19,356 |
|
|
|
1,647 |
|
Biglari Holdings Inc, Cl B * |
|
|
257 |
|
|
|
49 |
|
Bloomin' Brands Inc |
|
|
149,790 |
|
|
|
4,296 |
|
Brinker International Inc * |
|
|
64,803 |
|
|
|
3,219 |
|
Build-A-Bear Workshop Inc |
|
|
2,889 |
|
|
|
86 |
|
Capri Holdings Ltd * |
|
|
10,701 |
|
|
|
485 |
|
Carriage Services Inc, Cl A |
|
|
11,244 |
|
|
|
304 |
|
Carter's Inc |
|
|
9,334 |
|
|
|
790 |
|
Cato Corp/The, Cl A |
|
|
5,737 |
|
|
|
33 |
|
Chegg Inc * |
|
|
34,253 |
|
|
|
259 |
|
Dick's Sporting Goods Inc |
|
|
6,199 |
|
|
|
1,394 |
|
Genesco Inc * |
|
|
10,865 |
|
|
|
306 |
|
G-III Apparel Group Ltd * |
|
|
29,397 |
|
|
|
853 |
|
Goodyear Tire & Rubber Co/The * |
|
|
64,715 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Group 1 Automotive Inc |
|
|
6,156 |
|
|
$ |
1,799 |
|
Guess? inc, Cl 3 |
|
|
29,104 |
|
|
|
916 |
|
H&R Block Inc |
|
|
22,264 |
|
|
|
1,093 |
|
Harley-Davidson Inc, Cl A |
|
|
18,137 |
|
|
|
793 |
|
Haverty Furniture Cos Inc |
|
|
22,645 |
|
|
|
773 |
|
Helen of Troy Ltd * |
|
|
6,893 |
|
|
|
794 |
|
Jack in the Box Inc |
|
|
6,756 |
|
|
|
463 |
|
JAKKS Pacific Inc * |
|
|
3,144 |
|
|
|
78 |
|
KB Home |
|
|
17,285 |
|
|
|
1,225 |
|
La-Z-Boy Inc, Cl Z |
|
|
39,491 |
|
|
|
1,486 |
|
Lithia Motors Inc, Cl A |
|
|
9,570 |
|
|
|
2,879 |
|
Macy's Inc |
|
|
26,059 |
|
|
|
521 |
|
MasterCraft Boat Holdings Inc * |
|
|
5,463 |
|
|
|
130 |
|
Meritage Homes Corp |
|
|
9,795 |
|
|
|
1,719 |
|
Modine Manufacturing Co * |
|
|
15,180 |
|
|
|
1,445 |
|
Movado Group Inc |
|
|
4,903 |
|
|
|
137 |
|
ODP Corp/The * |
|
|
25,237 |
|
|
|
1,339 |
|
Perdoceo Education Corp |
|
|
20,135 |
|
|
|
354 |
|
Playa Hotels & Resorts NV * |
|
|
50,191 |
|
|
|
487 |
|
Polaris Inc |
|
|
7,725 |
|
|
|
773 |
|
PVH Corp |
|
|
8,258 |
|
|
|
1,161 |
|
Sally Beauty Holdings Inc * |
|
|
43,660 |
|
|
|
542 |
|
Signet Jewelers Ltd |
|
|
12,837 |
|
|
|
1,285 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
22,228 |
|
|
|
1,382 |
|
Thor Industries Inc |
|
|
3,789 |
|
|
|
445 |
|
Travel + Leisure Co |
|
|
11,528 |
|
|
|
564 |
|
Tri Pointe Homes Inc * |
|
|
67,985 |
|
|
|
2,628 |
|
Upbound Group Inc |
|
|
18,760 |
|
|
|
661 |
|
Urban Outfitters Inc * |
|
|
59,273 |
|
|
|
2,574 |
|
Vera Bradley Inc * |
|
|
9,000 |
|
|
|
61 |
|
Vista Outdoor Inc * |
|
|
2,602 |
|
|
|
85 |
|
Weyco Group Inc |
|
|
1,784 |
|
|
|
57 |
|
Whirlpool Corp |
|
|
7,190 |
|
|
|
860 |
|
Winnebago Industries Inc |
|
|
11,465 |
|
|
|
848 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,259 |
|
Consumer Staples — 4.8% |
|
|
|
|
Andersons Inc/The |
|
|
9,202 |
|
|
|
528 |
|
Cal-Maine Foods Inc |
|
|
11,653 |
|
|
|
686 |
|
Coca-Cola Consolidated Inc |
|
|
1,612 |
|
|
|
1,364 |
|
Dole PLC |
|
|
21,592 |
|
|
|
258 |
|
Energizer Holdings Inc |
|
|
18,407 |
|
|
|
542 |
|
Herbalife Ltd * |
|
|
19,568 |
|
|
|
197 |
|
Ingles Markets Inc, Cl A |
|
|
14,127 |
|
|
|
1,083 |
|
Ingredion Inc |
|
|
10,460 |
|
|
|
1,222 |
|
Medifast Inc |
|
|
3,114 |
|
|
|
119 |
|
Nature's Sunshine Products Inc * |
|
|
3,305 |
|
|
|
69 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
14,997 |
|
|
|
207 |
|
Pilgrim's Pride Corp * |
|
|
93,241 |
|
|
|
3,200 |
|
PriceSmart Inc |
|
|
8,688 |
|
|
|
730 |
|
SpartanNash Co |
|
|
18,801 |
|
|
|
380 |
|
Spectrum Brands Holdings Inc |
|
|
39,637 |
|
|
|
3,528 |
|
Sprouts Farmers Market Inc * |
|
|
13,833 |
|
|
|
892 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
US Foods Holding Corp * |
|
|
42,145 |
|
|
$ |
2,275 |
|
USANA Health Sciences Inc * |
|
|
1,728 |
|
|
|
84 |
|
Village Super Market Inc, Cl A |
|
|
11,753 |
|
|
|
336 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,700 |
|
Energy — 9.6% |
|
|
|
|
Berry Corp |
|
|
18,660 |
|
|
|
150 |
|
California Resources Corp |
|
|
36,809 |
|
|
|
2,028 |
|
Chord Energy Corp |
|
|
6,601 |
|
|
|
1,177 |
|
CNX Resources Corp * |
|
|
101,697 |
|
|
|
2,412 |
|
CONSOL Energy Inc |
|
|
10,395 |
|
|
|
871 |
|
Crescent Point Energy Corp |
|
|
228,248 |
|
|
|
1,869 |
|
CVR Energy Inc |
|
|
8,986 |
|
|
|
321 |
|
Delek US Holdings Inc |
|
|
112,935 |
|
|
|
3,472 |
|
DHT Holdings Inc |
|
|
46,473 |
|
|
|
535 |
|
DT Midstream Inc |
|
|
54,212 |
|
|
|
3,312 |
|
FutureFuel Corp |
|
|
8,129 |
|
|
|
65 |
|
Gulfport Energy Corp * |
|
|
6,063 |
|
|
|
971 |
|
Helmerich & Payne Inc |
|
|
42,014 |
|
|
|
1,767 |
|
HF Sinclair Corp |
|
|
43,510 |
|
|
|
2,627 |
|
International Seaways Inc |
|
|
1,535 |
|
|
|
82 |
|
Liberty Energy Inc, Cl A |
|
|
70,226 |
|
|
|
1,455 |
|
Murphy Oil Corp |
|
|
17,179 |
|
|
|
785 |
|
Overseas Shipholding Group Inc, Cl A |
|
|
12,695 |
|
|
|
81 |
|
Par Pacific Holdings Inc * |
|
|
16,624 |
|
|
|
616 |
|
Patterson-UTI Energy Inc |
|
|
38,226 |
|
|
|
456 |
|
PBF Energy Inc, Cl A |
|
|
47,451 |
|
|
|
2,732 |
|
Peabody Energy Corp |
|
|
36,021 |
|
|
|
874 |
|
Ranger Energy Services Inc, Cl A |
|
|
5,347 |
|
|
|
60 |
|
REX American Resources Corp * |
|
|
2,781 |
|
|
|
163 |
|
RPC Inc |
|
|
29,184 |
|
|
|
226 |
|
Scorpio Tankers Inc |
|
|
14,688 |
|
|
|
1,051 |
|
TechnipFMC PLC |
|
|
110,445 |
|
|
|
2,773 |
|
Teekay Corp * |
|
|
22,021 |
|
|
|
160 |
|
US Silica Holdings Inc * |
|
|
22,091 |
|
|
|
274 |
|
Viper Energy Inc, Cl A |
|
|
27,420 |
|
|
|
1,055 |
|
World Kinect Corp |
|
|
44,038 |
|
|
|
1,165 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,585 |
|
Financials — 23.5% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
6,041 |
|
|
|
75 |
|
Amalgamated Financial Corp |
|
|
4,384 |
|
|
|
105 |
|
A-Mark Precious Metals Inc |
|
|
5,257 |
|
|
|
161 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
20,183 |
|
|
|
225 |
|
Arbor Realty Trust Inc ‡(A) |
|
|
54,384 |
|
|
|
721 |
|
Associated Banc-Corp |
|
|
57,239 |
|
|
|
1,231 |
|
Axis Capital Holdings Ltd |
|
|
12,377 |
|
|
|
805 |
|
Axos Financial Inc * |
|
|
11,501 |
|
|
|
622 |
|
B Riley Financial Inc (A) |
|
|
7,496 |
|
|
|
159 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
39,380 |
|
|
|
1,166 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
15,049 |
|
|
|
481 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank OZK |
|
|
19,926 |
|
|
$ |
906 |
|
BankUnited Inc |
|
|
39,907 |
|
|
|
1,117 |
|
Bankwell Financial Group Inc |
|
|
1,565 |
|
|
|
41 |
|
Banner Corp |
|
|
10,318 |
|
|
|
495 |
|
BayCom Corp |
|
|
4,440 |
|
|
|
92 |
|
BCB Bancorp Inc |
|
|
4,520 |
|
|
|
47 |
|
Berkshire Hills Bancorp Inc |
|
|
27,567 |
|
|
|
632 |
|
BGC Group Inc, Cl A |
|
|
297,805 |
|
|
|
2,314 |
|
Bread Financial Holdings Inc |
|
|
14,194 |
|
|
|
529 |
|
BrightSpire Capital Inc, Cl A ‡ |
|
|
49,605 |
|
|
|
342 |
|
Camden National Corp |
|
|
16,981 |
|
|
|
569 |
|
Capital Bancorp Inc |
|
|
2,753 |
|
|
|
57 |
|
Carlyle Secured Lending Inc |
|
|
30,373 |
|
|
|
495 |
|
Cathay General Bancorp |
|
|
29,761 |
|
|
|
1,126 |
|
Central Pacific Financial Corp |
|
|
28,255 |
|
|
|
558 |
|
Civista Bancshares Inc |
|
|
4,598 |
|
|
|
71 |
|
CNB Financial Corp/PA |
|
|
5,063 |
|
|
|
103 |
|
CNO Financial Group Inc |
|
|
200,723 |
|
|
|
5,516 |
|
Columbia Banking System Inc |
|
|
177,275 |
|
|
|
3,430 |
|
Comerica Inc |
|
|
14,499 |
|
|
|
797 |
|
Community Trust Bancorp Inc |
|
|
11,577 |
|
|
|
494 |
|
Crawford & Co, Cl A |
|
|
5,301 |
|
|
|
50 |
|
CrossFirst Bankshares Inc * |
|
|
11,080 |
|
|
|
153 |
|
Customers Bancorp Inc * |
|
|
5,757 |
|
|
|
305 |
|
Diamond Hill Investment Group Inc |
|
|
545 |
|
|
|
84 |
|
Donnelley Financial Solutions Inc * |
|
|
950 |
|
|
|
59 |
|
Employers Holdings Inc |
|
|
12,758 |
|
|
|
579 |
|
Enova International Inc * |
|
|
4,826 |
|
|
|
303 |
|
Enterprise Bancorp Inc |
|
|
546 |
|
|
|
14 |
|
Euronet Worldwide Inc * |
|
|
13,023 |
|
|
|
1,432 |
|
Financial Institutions Inc |
|
|
4,854 |
|
|
|
91 |
|
First BanCorp/Puerto Rico |
|
|
74,929 |
|
|
|
1,314 |
|
First Bank/Hamilton NJ |
|
|
4,774 |
|
|
|
66 |
|
First Busey Corp |
|
|
38,971 |
|
|
|
937 |
|
First Business Financial Services Inc |
|
|
2,400 |
|
|
|
90 |
|
First Commonwealth Financial Corp |
|
|
155,214 |
|
|
|
2,161 |
|
First Financial Corp/IN |
|
|
11,262 |
|
|
|
432 |
|
First Horizon Corp |
|
|
73,141 |
|
|
|
1,126 |
|
First Merchants Corp |
|
|
46,354 |
|
|
|
1,618 |
|
Flushing Financial Corp |
|
|
24,033 |
|
|
|
303 |
|
FNB Corp/PA |
|
|
195,917 |
|
|
|
2,762 |
|
FS KKR Capital Corp |
|
|
35,159 |
|
|
|
671 |
|
Fulton Financial Corp |
|
|
49,566 |
|
|
|
788 |
|
Genworth Financial Inc, Cl A * |
|
|
279,691 |
|
|
|
1,798 |
|
Golub Capital BDC Inc |
|
|
38,571 |
|
|
|
641 |
|
Great Southern Bancorp Inc |
|
|
5,612 |
|
|
|
308 |
|
Green Dot Corp, Cl A * |
|
|
14,020 |
|
|
|
131 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
7,364 |
|
|
|
92 |
|
Hancock Whitney Corp, Cl A |
|
|
25,083 |
|
|
|
1,155 |
|
Hanmi Financial Corp |
|
|
25,468 |
|
|
|
405 |
|
HomeStreet Inc |
|
|
4,844 |
|
|
|
73 |
|
Hope Bancorp Inc |
|
|
67,276 |
|
|
|
774 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Independent Bank Corp/MI |
|
|
6,278 |
|
|
$ |
159 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
14,900 |
|
|
|
144 |
|
Jackson Financial Inc, Cl A |
|
|
75,358 |
|
|
|
4,984 |
|
James River Group Holdings Ltd |
|
|
12,150 |
|
|
|
113 |
|
KeyCorp |
|
|
110,639 |
|
|
|
1,749 |
|
Ladder Capital Corp, Cl A ‡ |
|
|
48,615 |
|
|
|
541 |
|
LendingClub Corp * |
|
|
30,082 |
|
|
|
264 |
|
Lincoln National Corp |
|
|
100,717 |
|
|
|
3,216 |
|
Mercantile Bank Corp |
|
|
4,399 |
|
|
|
169 |
|
Merchants Bancorp/IN |
|
|
5,228 |
|
|
|
226 |
|
MGIC Investment Corp |
|
|
60,076 |
|
|
|
1,343 |
|
Mid Penn Bancorp Inc |
|
|
4,546 |
|
|
|
91 |
|
Midland States Bancorp Inc |
|
|
6,502 |
|
|
|
163 |
|
Mr Cooper Group Inc * |
|
|
9,756 |
|
|
|
761 |
|
Navient Corp |
|
|
47,169 |
|
|
|
821 |
|
NCR Atleos Corp * |
|
|
12,988 |
|
|
|
257 |
|
New Mountain Finance Corp |
|
|
27,794 |
|
|
|
352 |
|
OceanFirst Financial Corp |
|
|
15,237 |
|
|
|
250 |
|
OFG Bancorp |
|
|
71,321 |
|
|
|
2,625 |
|
Old National Bancorp/IN, Cl A |
|
|
163,467 |
|
|
|
2,846 |
|
Orrstown Financial Services Inc |
|
|
3,530 |
|
|
|
95 |
|
Pacific Premier Bancorp Inc |
|
|
61,532 |
|
|
|
1,477 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
52,714 |
|
|
|
753 |
|
Pathward Financial Inc |
|
|
7,612 |
|
|
|
384 |
|
PCB Bancorp |
|
|
3,500 |
|
|
|
57 |
|
PennantPark Investment Corp |
|
|
49,304 |
|
|
|
339 |
|
PennyMac Financial Services Inc |
|
|
6,118 |
|
|
|
557 |
|
Peoples Bancorp Inc/OH |
|
|
11,912 |
|
|
|
353 |
|
Peoples Financial Services Corp |
|
|
1,020 |
|
|
|
44 |
|
Popular Inc |
|
|
14,421 |
|
|
|
1,270 |
|
PROG Holdings Inc |
|
|
13,724 |
|
|
|
473 |
|
QCR Holdings Inc |
|
|
4,736 |
|
|
|
288 |
|
Radian Group Inc |
|
|
31,603 |
|
|
|
1,058 |
|
RBB Bancorp |
|
|
4,906 |
|
|
|
88 |
|
Rithm Capital Corp ‡ |
|
|
92,566 |
|
|
|
1,033 |
|
Sierra Bancorp |
|
|
4,509 |
|
|
|
91 |
|
Silvercrest Asset Management Group Inc, Cl A |
|
|
2,900 |
|
|
|
46 |
|
Simmons First National Corp, Cl A |
|
|
48,685 |
|
|
|
947 |
|
SiriusPoint Ltd * |
|
|
8,820 |
|
|
|
112 |
|
Sixth Street Specialty Lending Inc |
|
|
27,913 |
|
|
|
598 |
|
South Plains Financial Inc |
|
|
3,417 |
|
|
|
91 |
|
Starwood Property Trust Inc ‡ |
|
|
131,661 |
|
|
|
2,677 |
|
StoneX Group Inc * |
|
|
634 |
|
|
|
45 |
|
Summit Financial Group Inc |
|
|
3,604 |
|
|
|
98 |
|
Synovus Financial Corp |
|
|
23,955 |
|
|
|
960 |
|
Third Coast Bancshares Inc * |
|
|
4,000 |
|
|
|
80 |
|
TowneBank |
|
|
16,681 |
|
|
|
468 |
|
Trustmark Corp |
|
|
15,489 |
|
|
|
435 |
|
Universal Insurance Holdings Inc |
|
|
7,701 |
|
|
|
157 |
|
Valley National Bancorp |
|
|
63,306 |
|
|
|
504 |
|
Veritex Holdings Inc |
|
|
26,804 |
|
|
|
549 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Victory Capital Holdings Inc, Cl A |
|
|
16,245 |
|
|
$ |
689 |
|
WaFd Inc |
|
|
22,361 |
|
|
|
649 |
|
Zions Bancorp NA |
|
|
66,359 |
|
|
|
2,880 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
87,616 |
|
Health Care — 7.2% |
|
|
|
|
Alkermes PLC * |
|
|
58,135 |
|
|
|
1,574 |
|
AMN Healthcare Services Inc * |
|
|
22,337 |
|
|
|
1,396 |
|
Avanos Medical Inc * |
|
|
7,759 |
|
|
|
154 |
|
Collegium Pharmaceutical Inc * |
|
|
55,553 |
|
|
|
2,157 |
|
Cross Country Healthcare Inc * |
|
|
65,436 |
|
|
|
1,225 |
|
Dynavax Technologies Corp * |
|
|
32,063 |
|
|
|
398 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
4,100 |
|
|
|
22 |
|
Enovis Corp * |
|
|
29,360 |
|
|
|
1,834 |
|
Globus Medical Inc, Cl A * |
|
|
21,782 |
|
|
|
1,168 |
|
Halozyme Therapeutics Inc * |
|
|
27,572 |
|
|
|
1,122 |
|
Harmony Biosciences Holdings Inc * |
|
|
18,382 |
|
|
|
617 |
|
Inmode Ltd * |
|
|
91,944 |
|
|
|
1,987 |
|
Innoviva Inc * |
|
|
18,530 |
|
|
|
282 |
|
Integra LifeSciences Holdings Corp * |
|
|
52,403 |
|
|
|
1,858 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
87,438 |
|
|
|
762 |
|
Lantheus Holdings Inc * |
|
|
13,833 |
|
|
|
861 |
|
Ligand Pharmaceuticals Inc * |
|
|
21,069 |
|
|
|
1,540 |
|
LivaNova PLC * |
|
|
22,533 |
|
|
|
1,261 |
|
OraSure Technologies Inc * |
|
|
21,884 |
|
|
|
135 |
|
Organon & Co |
|
|
81,391 |
|
|
|
1,530 |
|
Owens & Minor Inc * |
|
|
23,339 |
|
|
|
647 |
|
Patterson Cos Inc |
|
|
29,967 |
|
|
|
829 |
|
Pediatrix Medical Group Inc * |
|
|
23,769 |
|
|
|
238 |
|
PetIQ Inc, Cl A * |
|
|
6,201 |
|
|
|
113 |
|
Premier Inc, Cl A |
|
|
23,297 |
|
|
|
515 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
14,611 |
|
|
|
1,060 |
|
QuidelOrtho Corp * |
|
|
10,874 |
|
|
|
521 |
|
Select Medical Holdings Corp |
|
|
18,092 |
|
|
|
545 |
|
SIGA Technologies Inc |
|
|
6,831 |
|
|
|
58 |
|
TruBridge Inc * |
|
|
18,821 |
|
|
|
174 |
|
Vanda Pharmaceuticals Inc * |
|
|
17,148 |
|
|
|
70 |
|
Varex Imaging Corp * |
|
|
11,234 |
|
|
|
203 |
|
Zimvie Inc * |
|
|
1,869 |
|
|
|
31 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,887 |
|
Industrials — 16.8% |
|
|
|
|
ABM Industries Inc |
|
|
32,305 |
|
|
|
1,441 |
|
ACCO Brands Corp |
|
|
225,612 |
|
|
|
1,266 |
|
Alaska Air Group Inc * |
|
|
13,012 |
|
|
|
559 |
|
Allison Transmission Holdings Inc |
|
|
19,140 |
|
|
|
1,553 |
|
Apogee Enterprises Inc |
|
|
15,771 |
|
|
|
934 |
|
ArcBest Corp |
|
|
13,426 |
|
|
|
1,913 |
|
Argan Inc |
|
|
1,080 |
|
|
|
55 |
|
Astec Industries Inc |
|
|
20,966 |
|
|
|
916 |
|
Atkore Inc |
|
|
10,944 |
|
|
|
2,083 |
|
Atmus Filtration Technologies Inc * |
|
|
37,500 |
|
|
|
1,209 |
|
Barnes Group Inc |
|
|
28,562 |
|
|
|
1,061 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BlueLinx Holdings Inc * |
|
|
2,288 |
|
|
$ |
298 |
|
Boise Cascade Co |
|
|
15,029 |
|
|
|
2,305 |
|
BWX Technologies Inc |
|
|
40,402 |
|
|
|
4,146 |
|
Commercial Vehicle Group Inc * |
|
|
7,206 |
|
|
|
46 |
|
CoreCivic Inc *‡ |
|
|
5,245 |
|
|
|
82 |
|
Costamare Inc |
|
|
14,937 |
|
|
|
170 |
|
CSG Systems International Inc |
|
|
12,781 |
|
|
|
659 |
|
Deluxe Corp |
|
|
17,037 |
|
|
|
351 |
|
Eagle Bulk Shipping Inc |
|
|
1,764 |
|
|
|
110 |
|
Encore Wire Corp |
|
|
10,463 |
|
|
|
2,750 |
|
Ennis Inc |
|
|
17,716 |
|
|
|
363 |
|
Esab Corp |
|
|
26,975 |
|
|
|
2,983 |
|
Fluor Corp * |
|
|
7,288 |
|
|
|
308 |
|
Gates Industrial Corp PLC * |
|
|
56,013 |
|
|
|
992 |
|
Griffon Corp |
|
|
12,374 |
|
|
|
908 |
|
GXO Logistics Inc * |
|
|
48,388 |
|
|
|
2,601 |
|
Heidrick & Struggles International Inc |
|
|
5,834 |
|
|
|
196 |
|
Interface Inc, Cl A |
|
|
35,223 |
|
|
|
592 |
|
Kaman Corp, Cl A |
|
|
25,227 |
|
|
|
1,157 |
|
Kelly Services Inc, Cl A |
|
|
28,078 |
|
|
|
703 |
|
Kennametal Inc |
|
|
12,177 |
|
|
|
304 |
|
ManpowerGroup Inc |
|
|
5,726 |
|
|
|
445 |
|
Masterbrand Inc * |
|
|
13,510 |
|
|
|
253 |
|
Matson Inc |
|
|
3,375 |
|
|
|
379 |
|
Middleby Corp/The * |
|
|
6,325 |
|
|
|
1,017 |
|
Moog Inc, Cl A |
|
|
3,317 |
|
|
|
530 |
|
Mueller Industries Inc |
|
|
43,013 |
|
|
|
2,320 |
|
OPENLANE Inc * |
|
|
128,791 |
|
|
|
2,228 |
|
Oshkosh Corp |
|
|
13,516 |
|
|
|
1,686 |
|
Park-Ohio Holdings Corp |
|
|
9,160 |
|
|
|
244 |
|
Primoris Services Corp |
|
|
16,754 |
|
|
|
713 |
|
Quanex Building Products Corp |
|
|
6,485 |
|
|
|
249 |
|
Radiant Logistics Inc * |
|
|
8,313 |
|
|
|
45 |
|
RB Global Inc |
|
|
13,637 |
|
|
|
1,039 |
|
Resideo Technologies Inc * |
|
|
8,384 |
|
|
|
188 |
|
Resources Connection Inc |
|
|
4,888 |
|
|
|
64 |
|
Rush Enterprises Inc, Cl A |
|
|
21,119 |
|
|
|
1,130 |
|
Ryder System Inc |
|
|
16,332 |
|
|
|
1,963 |
|
Safe Bulkers Inc |
|
|
21,291 |
|
|
|
106 |
|
Sensata Technologies Holding PLC |
|
|
21,500 |
|
|
|
790 |
|
SkyWest Inc * |
|
|
9,658 |
|
|
|
667 |
|
Steelcase Inc, Cl A |
|
|
29,310 |
|
|
|
383 |
|
Terex Corp |
|
|
32,605 |
|
|
|
2,100 |
|
Timken Co/The |
|
|
11,567 |
|
|
|
1,011 |
|
Titan International Inc * |
|
|
15,000 |
|
|
|
187 |
|
TrueBlue Inc * |
|
|
11,651 |
|
|
|
146 |
|
Tutor Perini Corp * |
|
|
11,085 |
|
|
|
160 |
|
UFP Industries Inc |
|
|
1,794 |
|
|
|
221 |
|
Universal Logistics Holdings Inc |
|
|
2,192 |
|
|
|
81 |
|
Verra Mobility Corp, Cl A * |
|
|
80,647 |
|
|
|
2,014 |
|
Wabash National Corp |
|
|
48,290 |
|
|
|
1,446 |
|
WESCO International Inc |
|
|
11,535 |
|
|
|
1,976 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
XPO Inc * |
|
|
14,748 |
|
|
$ |
1,800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
62,595 |
|
Information Technology — 7.5% |
|
|
|
|
ACI Worldwide Inc * |
|
|
50,454 |
|
|
|
1,676 |
|
Amkor Technology Inc |
|
|
72,246 |
|
|
|
2,329 |
|
Avnet Inc |
|
|
23,546 |
|
|
|
1,167 |
|
Cirrus Logic Inc * |
|
|
10,328 |
|
|
|
956 |
|
Clearfield Inc * |
|
|
8,886 |
|
|
|
274 |
|
Diodes Inc * |
|
|
7,091 |
|
|
|
500 |
|
Immersion Corp |
|
|
10,000 |
|
|
|
75 |
|
Insight Enterprises Inc * |
|
|
4,766 |
|
|
|
884 |
|
Kyndryl Holdings Inc * |
|
|
68,522 |
|
|
|
1,491 |
|
NCR Voyix Corp * |
|
|
27,136 |
|
|
|
343 |
|
NetScout Systems Inc * |
|
|
5,753 |
|
|
|
126 |
|
Photronics Inc * |
|
|
142,863 |
|
|
|
4,046 |
|
Rimini Street Inc * |
|
|
11,454 |
|
|
|
37 |
|
Sanmina Corp * |
|
|
42,527 |
|
|
|
2,644 |
|
ScanSource Inc * |
|
|
12,167 |
|
|
|
536 |
|
Silicon Motion Technology Corp ADR |
|
|
41,912 |
|
|
|
3,225 |
|
Super Micro Computer Inc * |
|
|
839 |
|
|
|
847 |
|
TD SYNNEX Corp |
|
|
7,218 |
|
|
|
816 |
|
Teledyne Technologies Inc * |
|
|
2,638 |
|
|
|
1,133 |
|
Teradata Corp * |
|
|
19,984 |
|
|
|
773 |
|
TTM Technologies Inc * |
|
|
49,473 |
|
|
|
774 |
|
Unisys Corp * |
|
|
21,481 |
|
|
|
105 |
|
Verint Systems Inc * |
|
|
42,813 |
|
|
|
1,419 |
|
Vishay Intertechnology Inc |
|
|
9,298 |
|
|
|
211 |
|
Vontier Corp |
|
|
19,126 |
|
|
|
868 |
|
Xerox Holdings Corp |
|
|
36,614 |
|
|
|
655 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,910 |
|
Materials — 7.1% |
|
|
|
|
AdvanSix Inc |
|
|
20,220 |
|
|
|
578 |
|
Alpha Metallurgical Resources Inc |
|
|
2,783 |
|
|
|
922 |
|
Ashland Inc |
|
|
10,067 |
|
|
|
980 |
|
Axalta Coating Systems Ltd * |
|
|
82,433 |
|
|
|
2,835 |
|
Berry Global Group Inc |
|
|
13,927 |
|
|
|
842 |
|
Chemours Co/The |
|
|
53,072 |
|
|
|
1,394 |
|
Clearwater Paper Corp * |
|
|
5,502 |
|
|
|
241 |
|
Commercial Metals Co, Cl A |
|
|
73,833 |
|
|
|
4,339 |
|
FMC Corp |
|
|
45,519 |
|
|
|
2,900 |
|
Greif Inc, Cl A |
|
|
21,234 |
|
|
|
1,466 |
|
Ingevity Corp * |
|
|
8,037 |
|
|
|
383 |
|
Koppers Holdings Inc |
|
|
19,263 |
|
|
|
1,063 |
|
LSB Industries Inc * |
|
|
17,800 |
|
|
|
156 |
|
Minerals Technologies Inc |
|
|
1,133 |
|
|
|
85 |
|
O-I Glass Inc, Cl I * |
|
|
48,989 |
|
|
|
813 |
|
Rayonier Advanced Materials Inc * |
|
|
21,052 |
|
|
|
101 |
|
Ryerson Holding Corp |
|
|
18,775 |
|
|
|
629 |
|
Silgan Holdings Inc |
|
|
93,043 |
|
|
|
4,518 |
|
SunCoke Energy Inc |
|
|
74,724 |
|
|
|
842 |
|
Sylvamo Corp |
|
|
5,881 |
|
|
|
363 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Valhi Inc |
|
|
1,055 |
|
|
$ |
18 |
|
Warrior Met Coal Inc |
|
|
13,973 |
|
|
|
848 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,316 |
|
Real Estate — 5.3% |
|
|
|
|
American Assets Trust Inc ‡ |
|
|
39,134 |
|
|
|
857 |
|
Apple Hospitality REIT Inc ‡ |
|
|
39,183 |
|
|
|
642 |
|
Brandywine Realty Trust ‡ |
|
|
50,078 |
|
|
|
240 |
|
Brixmor Property Group Inc ‡ |
|
|
24,560 |
|
|
|
576 |
|
Chatham Lodging Trust ‡ |
|
|
27,302 |
|
|
|
276 |
|
DiamondRock Hospitality Co ‡ |
|
|
65,055 |
|
|
|
625 |
|
Diversified Healthcare Trust ‡ |
|
|
45,722 |
|
|
|
113 |
|
EPR Properties, Cl A ‡ |
|
|
19,780 |
|
|
|
840 |
|
Equity Commonwealth *‡ |
|
|
71,938 |
|
|
|
1,358 |
|
Forestar Group Inc * |
|
|
5,259 |
|
|
|
211 |
|
Franklin Street Properties Corp ‡ |
|
|
59,648 |
|
|
|
135 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
71,284 |
|
|
|
3,284 |
|
Highwoods Properties Inc ‡ |
|
|
82,000 |
|
|
|
2,147 |
|
Kilroy Realty Corp ‡ |
|
|
22,742 |
|
|
|
829 |
|
Kite Realty Group Trust ‡ |
|
|
30,184 |
|
|
|
654 |
|
Newmark Group Inc, Cl A |
|
|
117,052 |
|
|
|
1,298 |
|
Office Properties Income Trust ‡ |
|
|
18,671 |
|
|
|
38 |
|
Orion Office REIT Inc ‡ |
|
|
16,000 |
|
|
|
56 |
|
Pebblebrook Hotel Trust ‡ |
|
|
33,715 |
|
|
|
520 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
55,893 |
|
|
|
393 |
|
RLJ Lodging Trust ‡ |
|
|
112,317 |
|
|
|
1,328 |
|
Sabra Health Care REIT Inc ‡ |
|
|
71,558 |
|
|
|
1,057 |
|
Service Properties Trust ‡ |
|
|
36,912 |
|
|
|
250 |
|
Summit Hotel Properties Inc ‡ |
|
|
4,100 |
|
|
|
27 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
64,778 |
|
|
|
722 |
|
Uniti Group Inc ‡ |
|
|
105,823 |
|
|
|
624 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
32,653 |
|
|
|
490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,590 |
|
Utilities — 0.5% |
|
|
|
|
ALLETE Inc |
|
|
2,231 |
|
|
|
133 |
|
Genie Energy Ltd, Cl B |
|
|
5,000 |
|
|
|
75 |
|
National Fuel Gas Co |
|
|
20,687 |
|
|
|
1,111 |
|
Northwest Natural Holding Co |
|
|
3,030 |
|
|
|
113 |
|
ONE Gas Inc |
|
|
2,026 |
|
|
|
131 |
|
UGI Corp |
|
|
10,539 |
|
|
|
259 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,822 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $259,767) ($ Thousands) |
|
|
|
|
|
|
367,676 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
REGISTERED INVESTMENT COMPANY — 0.0% |
NexPoint Diversified Real Estate Trust |
|
|
12,828 |
|
|
$ |
85 |
|
Total Registered Investment Company |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $110) ($ Thousands) |
|
|
|
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.3% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
931,355 |
|
|
|
934 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $931) ($ Thousands) |
|
|
934 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
4,572,256 |
|
|
|
4,572 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,572) ($ Thousands) |
|
|
|
|
|
|
4,572 |
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $265,380) ($ Thousands) |
|
$ |
373,267 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $372,278 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $934 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
367,676 |
|
|
|
– |
|
|
|
– |
|
|
|
367,676 |
|
Registered Investment Company |
|
|
85 |
|
|
|
– |
|
|
|
– |
|
|
|
85 |
|
Affiliated Partnership |
|
|
– |
|
|
|
934 |
|
|
|
– |
|
|
|
934 |
|
Cash Equivalent |
|
|
4,572 |
|
|
|
– |
|
|
|
– |
|
|
|
4,572 |
|
Total Investments in Securities |
|
|
372,333 |
|
|
|
934 |
|
|
|
– |
|
|
|
373,267 |
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Value Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1,689 |
|
|
$ |
6,064 |
|
|
$ |
(6,819 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
934 |
|
|
$ |
33 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,706 |
|
|
|
40,048 |
|
|
|
(39,182 |
) |
|
|
— |
|
|
$ |
— |
|
|
|
4,572 |
|
|
|
89 |
|
|
|
— |
|
Totals |
|
$ |
5,395 |
|
|
$ |
46,112 |
|
|
$ |
(46,001 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
5,506 |
|
|
$ |
122 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Growth Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.9% |
|
|
|
|
Angi Inc, Cl A * |
|
|
419,223 |
|
|
$ |
1,098 |
|
Cargurus Inc, Cl A * |
|
|
116,401 |
|
|
|
2,687 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
95,234 |
|
|
|
887 |
|
PubMatic Inc, Cl A * |
|
|
63,400 |
|
|
|
1,504 |
|
Reservoir Media Inc * |
|
|
65,495 |
|
|
|
519 |
|
TechTarget Inc * |
|
|
19,027 |
|
|
|
630 |
|
TripAdvisor Inc * |
|
|
30,510 |
|
|
|
848 |
|
Vivid Seats, Cl A * |
|
|
178,523 |
|
|
|
1,069 |
|
ZipRecruiter Inc, Cl A * |
|
|
74,447 |
|
|
|
855 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,097 |
|
Consumer Discretionary — 12.9% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
21,545 |
|
|
|
2,700 |
|
American Eagle Outfitters Inc |
|
|
26,370 |
|
|
|
680 |
|
Beazer Homes USA Inc, Cl A * |
|
|
8,491 |
|
|
|
279 |
|
Beyond Inc * |
|
|
2,815 |
|
|
|
101 |
|
Brinker International Inc * |
|
|
13,428 |
|
|
|
667 |
|
Caleres Inc |
|
|
19,005 |
|
|
|
780 |
|
Carvana Co, Cl A * |
|
|
1,976 |
|
|
|
174 |
|
Cava Group Inc * |
|
|
12,349 |
|
|
|
865 |
|
Cavco Industries Inc * |
|
|
2,106 |
|
|
|
840 |
|
Century Communities Inc |
|
|
7,912 |
|
|
|
764 |
|
Clarus Corp |
|
|
142,874 |
|
|
|
964 |
|
Dorman Products Inc * |
|
|
11,087 |
|
|
|
1,069 |
|
Everi Holdings Inc * |
|
|
176,630 |
|
|
|
1,775 |
|
First Watch Restaurant Group Inc * |
|
|
24,207 |
|
|
|
596 |
|
Frontdoor Inc * |
|
|
14,496 |
|
|
|
472 |
|
Gap Inc/The |
|
|
28,536 |
|
|
|
786 |
|
G-III Apparel Group Ltd * |
|
|
6,338 |
|
|
|
184 |
|
Grand Canyon Education Inc * |
|
|
3,195 |
|
|
|
435 |
|
Group 1 Automotive Inc |
|
|
2,116 |
|
|
|
618 |
|
Installed Building Products Inc |
|
|
6,666 |
|
|
|
1,725 |
|
KB Home |
|
|
36,919 |
|
|
|
2,617 |
|
Life Time Group Holdings Inc * |
|
|
46,550 |
|
|
|
722 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Light & Wonder Inc, Cl A * |
|
|
9,153 |
|
|
$ |
934 |
|
Meritage Homes Corp |
|
|
1,779 |
|
|
|
312 |
|
Modine Manufacturing Co * |
|
|
25,952 |
|
|
|
2,470 |
|
Murphy USA Inc |
|
|
2,581 |
|
|
|
1,082 |
|
National Vision Holdings Inc * |
|
|
31,316 |
|
|
|
694 |
|
Patrick Industries Inc |
|
|
7,459 |
|
|
|
891 |
|
PlayAGS Inc * |
|
|
201,179 |
|
|
|
1,807 |
|
PVH Corp |
|
|
5,760 |
|
|
|
810 |
|
Ralph Lauren Corp, Cl A |
|
|
4,386 |
|
|
|
824 |
|
Sally Beauty Holdings Inc * |
|
|
57,351 |
|
|
|
712 |
|
SharkNinja Inc |
|
|
11,254 |
|
|
|
701 |
|
Signet Jewelers Ltd |
|
|
4,512 |
|
|
|
452 |
|
Skechers USA Inc, Cl A * |
|
|
21,059 |
|
|
|
1,290 |
|
Skyline Champion Corp * |
|
|
3,116 |
|
|
|
265 |
|
Stoneridge Inc * |
|
|
139,868 |
|
|
|
2,579 |
|
Stride Inc * |
|
|
20,658 |
|
|
|
1,302 |
|
Sweetgreen, Cl A * |
|
|
60,094 |
|
|
|
1,518 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
11,109 |
|
|
|
691 |
|
Texas Roadhouse Inc, Cl A |
|
|
5,560 |
|
|
|
859 |
|
Toll Brothers Inc |
|
|
6,503 |
|
|
|
841 |
|
TRI Pointe Homes Inc * |
|
|
12,558 |
|
|
|
486 |
|
Upbound Group Inc |
|
|
15,900 |
|
|
|
560 |
|
Urban Outfitters Inc * |
|
|
34,667 |
|
|
|
1,505 |
|
Valvoline Inc * |
|
|
18,577 |
|
|
|
828 |
|
Wingstop Inc, Cl A |
|
|
2,383 |
|
|
|
873 |
|
Worthington Industries Inc |
|
|
8,576 |
|
|
|
534 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,633 |
|
Consumer Staples — 3.8% |
|
|
|
|
Beauty Health Co/The * |
|
|
104,937 |
|
|
|
466 |
|
BellRing Brands Inc * |
|
|
29,443 |
|
|
|
1,738 |
|
Coca-Cola Consolidated Inc |
|
|
246 |
|
|
|
208 |
|
Edgewell Personal Care Co |
|
|
13,321 |
|
|
|
515 |
|
elf Beauty Inc * |
|
|
8,347 |
|
|
|
1,636 |
|
Energizer Holdings Inc |
|
|
22,034 |
|
|
|
649 |
|
Freshpet Inc * |
|
|
7,073 |
|
|
|
819 |
|
Inter Parfums Inc |
|
|
3,410 |
|
|
|
479 |
|
MGP Ingredients Inc |
|
|
2,584 |
|
|
|
222 |
|
Post Holdings Inc * |
|
|
7,826 |
|
|
|
832 |
|
Primo Water Corp |
|
|
7,006 |
|
|
|
128 |
|
Sprouts Farmers Market Inc * |
|
|
31,805 |
|
|
|
2,051 |
|
Turning Point Brands Inc |
|
|
89,904 |
|
|
|
2,634 |
|
Vita Coco Co Inc/The * |
|
|
20,300 |
|
|
|
496 |
|
Vital Farms Inc * |
|
|
31,625 |
|
|
|
735 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,608 |
|
Energy — 5.0% |
|
|
|
|
Archrock Inc |
|
|
47,935 |
|
|
|
943 |
|
Ardmore Shipping Corp |
|
|
31,616 |
|
|
|
519 |
|
Civitas Resources Inc |
|
|
10,443 |
|
|
|
793 |
|
Crescent Energy, Cl A |
|
|
52,552 |
|
|
|
625 |
|
CVR Energy Inc |
|
|
17,387 |
|
|
|
620 |
|
Delek US Holdings Inc |
|
|
16,610 |
|
|
|
511 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Helmerich & Payne Inc |
|
|
13,638 |
|
|
$ |
574 |
|
International Seaways Inc |
|
|
12,755 |
|
|
|
679 |
|
Kodiak Gas Services |
|
|
27,318 |
|
|
|
747 |
|
Newpark Resources Inc, Cl A * |
|
|
241,805 |
|
|
|
1,746 |
|
Oceaneering International Inc, Cl A * |
|
|
8,930 |
|
|
|
209 |
|
Par Pacific Holdings Inc * |
|
|
19,864 |
|
|
|
736 |
|
Peabody Energy Corp |
|
|
20,997 |
|
|
|
509 |
|
Permian Resources Corp, Cl A |
|
|
16,464 |
|
|
|
291 |
|
Scorpio Tankers Inc |
|
|
18,043 |
|
|
|
1,291 |
|
SFL Corp Ltd |
|
|
9,473 |
|
|
|
125 |
|
TechnipFMC PLC |
|
|
23,415 |
|
|
|
588 |
|
Teekay Tankers Ltd, Cl A |
|
|
12,620 |
|
|
|
737 |
|
Tidewater Inc * |
|
|
13,653 |
|
|
|
1,256 |
|
Viper Energy Inc, Cl A |
|
|
53,133 |
|
|
|
2,043 |
|
Weatherford International PLC * |
|
|
17,610 |
|
|
|
2,032 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,574 |
|
Financials — 9.0% |
|
|
|
|
Assured Guaranty Ltd |
|
|
15,171 |
|
|
|
1,324 |
|
AvidXchange Holdings Inc * |
|
|
38,543 |
|
|
|
507 |
|
Axos Financial Inc * |
|
|
13,730 |
|
|
|
742 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
4,185 |
|
|
|
124 |
|
Bancorp Inc/The * |
|
|
8,827 |
|
|
|
295 |
|
BGC Group Inc, Cl A |
|
|
51,457 |
|
|
|
400 |
|
City Holding Co |
|
|
4,805 |
|
|
|
501 |
|
CNO Financial Group Inc |
|
|
23,105 |
|
|
|
635 |
|
Customers Bancorp Inc * |
|
|
8,043 |
|
|
|
427 |
|
Donnelley Financial Solutions Inc * |
|
|
5,721 |
|
|
|
355 |
|
Evercore Inc, Cl A |
|
|
4,145 |
|
|
|
798 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
2,478 |
|
|
|
488 |
|
Fidelis Insurance Holdings |
|
|
37,365 |
|
|
|
728 |
|
Fulton Financial Corp |
|
|
37,700 |
|
|
|
599 |
|
Hancock Whitney Corp, Cl A |
|
|
12,722 |
|
|
|
586 |
|
HCI Group Inc |
|
|
4,920 |
|
|
|
571 |
|
International Money Express Inc * |
|
|
97,860 |
|
|
|
2,234 |
|
Kinsale Capital Group Inc |
|
|
2,130 |
|
|
|
1,118 |
|
Lemonade Inc * |
|
|
12,628 |
|
|
|
207 |
|
Live Oak Bancshares Inc |
|
|
9,383 |
|
|
|
389 |
|
Mercury General Corp |
|
|
15,822 |
|
|
|
816 |
|
Moneylion * |
|
|
7,259 |
|
|
|
518 |
|
Mr Cooper Group Inc * |
|
|
39,235 |
|
|
|
3,058 |
|
NMI Holdings Inc, Cl A * |
|
|
19,220 |
|
|
|
622 |
|
Northwest Bancshares Inc |
|
|
46,808 |
|
|
|
545 |
|
OFG Bancorp |
|
|
16,285 |
|
|
|
599 |
|
Palomar Holdings Inc, Cl A * |
|
|
8,261 |
|
|
|
693 |
|
Park National Corp |
|
|
4,613 |
|
|
|
627 |
|
Pathward Financial Inc |
|
|
11,351 |
|
|
|
573 |
|
Paymentus Holdings Inc, Cl A * |
|
|
29,517 |
|
|
|
671 |
|
PennyMac Financial Services Inc |
|
|
3,280 |
|
|
|
299 |
|
Piper Sandler Cos |
|
|
1,985 |
|
|
|
394 |
|
Preferred Bank/Los Angeles CA |
|
|
9,400 |
|
|
|
722 |
|
PROG Holdings Inc |
|
|
12,747 |
|
|
|
439 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
QCR Holdings Inc |
|
|
3,588 |
|
|
$ |
218 |
|
Remitly Global Inc * |
|
|
7,580 |
|
|
|
157 |
|
Skyward Specialty Insurance Group Inc * |
|
|
28,674 |
|
|
|
1,073 |
|
Trustmark Corp |
|
|
22,017 |
|
|
|
619 |
|
UMB Financial Corp |
|
|
20,314 |
|
|
|
1,767 |
|
United Bankshares Inc/WV |
|
|
17,307 |
|
|
|
619 |
|
Victory Capital Holdings Inc, Cl A |
|
|
14,974 |
|
|
|
635 |
|
WisdomTree Inc |
|
|
216,432 |
|
|
|
1,989 |
|
World Acceptance Corp * |
|
|
5,409 |
|
|
|
784 |
|
WSFS Financial Corp |
|
|
11,566 |
|
|
|
522 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,987 |
|
Health Care — 19.9% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
48,875 |
|
|
|
1,557 |
|
Addus HomeCare Corp * |
|
|
5,354 |
|
|
|
553 |
|
ADMA Biologics Inc * |
|
|
237,534 |
|
|
|
1,568 |
|
Alpine Immune Sciences Inc * |
|
|
15,034 |
|
|
|
596 |
|
Amphastar Pharmaceuticals Inc * |
|
|
5,579 |
|
|
|
245 |
|
ANI Pharmaceuticals Inc * |
|
|
8,695 |
|
|
|
601 |
|
Apogee Therapeutics * |
|
|
9,672 |
|
|
|
643 |
|
Arcellx Inc * |
|
|
11,751 |
|
|
|
817 |
|
Ardelyx Inc * |
|
|
10,056 |
|
|
|
73 |
|
Arvinas Inc * |
|
|
19,973 |
|
|
|
824 |
|
Axogen Inc * |
|
|
90,779 |
|
|
|
733 |
|
Biohaven Ltd * |
|
|
10,544 |
|
|
|
577 |
|
Blueprint Medicines Corp * |
|
|
15,556 |
|
|
|
1,476 |
|
Bridgebio Pharma Inc * |
|
|
6,437 |
|
|
|
199 |
|
C4 Therapeutics Inc *(A) |
|
|
79,196 |
|
|
|
647 |
|
CareDx Inc * |
|
|
72,593 |
|
|
|
769 |
|
Celldex Therapeutics Inc * |
|
|
14,164 |
|
|
|
594 |
|
Certara Inc * |
|
|
45,308 |
|
|
|
810 |
|
CG oncology * |
|
|
9,510 |
|
|
|
417 |
|
Collegium Pharmaceutical Inc * |
|
|
33,507 |
|
|
|
1,301 |
|
Corcept Therapeutics Inc * |
|
|
20,150 |
|
|
|
508 |
|
CorVel Corp * |
|
|
578 |
|
|
|
152 |
|
Crinetics Pharmaceuticals Inc * |
|
|
20,566 |
|
|
|
963 |
|
Cytokinetics Inc * |
|
|
7,076 |
|
|
|
496 |
|
Definitive Healthcare Corp, Cl A * |
|
|
121,739 |
|
|
|
982 |
|
Disc Medicine Inc, Cl A * |
|
|
8,409 |
|
|
|
524 |
|
Dyne Therapeutics Inc * |
|
|
29,410 |
|
|
|
835 |
|
Ensign Group Inc/The |
|
|
4,928 |
|
|
|
613 |
|
Evolent Health Inc, Cl A * |
|
|
25,465 |
|
|
|
835 |
|
Glaukos Corp * |
|
|
7,472 |
|
|
|
705 |
|
Haemonetics Corp * |
|
|
5,845 |
|
|
|
499 |
|
HealthEquity Inc * |
|
|
25,141 |
|
|
|
2,052 |
|
Hims & Hers Health Inc * |
|
|
89,630 |
|
|
|
1,387 |
|
Ideaya Biosciences Inc * |
|
|
19,210 |
|
|
|
843 |
|
Immunome * |
|
|
22,325 |
|
|
|
551 |
|
Immunovant Inc * |
|
|
12,289 |
|
|
|
397 |
|
Inhibrx Inc * |
|
|
20,777 |
|
|
|
726 |
|
Integer Holdings Corp * |
|
|
6,245 |
|
|
|
729 |
|
Iovance Biotherapeutics Inc * |
|
|
42,899 |
|
|
|
636 |
|
Janux Therapeutics * |
|
|
9,357 |
|
|
|
352 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
65,136 |
|
|
$ |
1,285 |
|
Krystal Biotech Inc * |
|
|
9,032 |
|
|
|
1,607 |
|
Lantheus Holdings Inc * |
|
|
12,407 |
|
|
|
772 |
|
LifeMD Inc * |
|
|
60,718 |
|
|
|
624 |
|
Ligand Pharmaceuticals Inc * |
|
|
7,840 |
|
|
|
573 |
|
Liquidia Technologies Inc * |
|
|
47,127 |
|
|
|
695 |
|
Longboard Pharmaceuticals * |
|
|
23,989 |
|
|
|
518 |
|
Lyell Immunopharma * |
|
|
47,847 |
|
|
|
107 |
|
MaxCyte Inc * |
|
|
94,508 |
|
|
|
396 |
|
Medpace Holdings Inc * |
|
|
6,240 |
|
|
|
2,522 |
|
Merit Medical Systems Inc * |
|
|
35,559 |
|
|
|
2,694 |
|
Nevro Corp * |
|
|
43,003 |
|
|
|
621 |
|
Newamsterdam Pharma * |
|
|
16,546 |
|
|
|
391 |
|
Nkarta * |
|
|
8,183 |
|
|
|
88 |
|
Nurix Therapeutics Inc * |
|
|
10,070 |
|
|
|
148 |
|
Nuvalent Inc, Cl A * |
|
|
12,212 |
|
|
|
917 |
|
Omnicell Inc * |
|
|
13,466 |
|
|
|
394 |
|
OraSure Technologies Inc * |
|
|
22,964 |
|
|
|
141 |
|
ORIC Pharmaceuticals Inc * |
|
|
74,193 |
|
|
|
1,020 |
|
Paragon 28 Inc * |
|
|
37,443 |
|
|
|
462 |
|
Pediatrix Medical Group Inc * |
|
|
74,198 |
|
|
|
744 |
|
Phreesia Inc * |
|
|
30,579 |
|
|
|
732 |
|
PMV Pharmaceuticals Inc * |
|
|
286,250 |
|
|
|
487 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
19,326 |
|
|
|
1,402 |
|
PROCEPT BioRobotics Corp * |
|
|
10,162 |
|
|
|
502 |
|
Progyny Inc * |
|
|
14,759 |
|
|
|
563 |
|
Protagonist Therapeutics Inc * |
|
|
20,242 |
|
|
|
586 |
|
QuidelOrtho Corp * |
|
|
23,424 |
|
|
|
1,123 |
|
RadNet Inc * |
|
|
26,963 |
|
|
|
1,312 |
|
Relay Therapeutics Inc * |
|
|
72,577 |
|
|
|
602 |
|
RxSight Inc * |
|
|
15,023 |
|
|
|
775 |
|
Silk Road Medical Inc * |
|
|
88,184 |
|
|
|
1,616 |
|
Soleno Therapeutics Inc * |
|
|
11,431 |
|
|
|
489 |
|
SpringWorks Therapeutics Inc * |
|
|
17,582 |
|
|
|
865 |
|
Structure Therapeutics ADR * |
|
|
17,186 |
|
|
|
737 |
|
Tandem Diabetes Care Inc * |
|
|
49,015 |
|
|
|
1,736 |
|
Tarsus Pharmaceuticals * |
|
|
34,535 |
|
|
|
1,255 |
|
Tenet Healthcare Corp * |
|
|
14,918 |
|
|
|
1,568 |
|
TG Therapeutics Inc * |
|
|
28,717 |
|
|
|
437 |
|
TransMedics Group Inc * |
|
|
16,474 |
|
|
|
1,218 |
|
UFP Technologies Inc * |
|
|
3,531 |
|
|
|
891 |
|
Vaxcyte Inc * |
|
|
10,621 |
|
|
|
726 |
|
Vera Therapeutics, Cl A * |
|
|
12,613 |
|
|
|
544 |
|
Veracyte Inc * |
|
|
49,055 |
|
|
|
1,087 |
|
Vericel Corp * |
|
|
29,550 |
|
|
|
1,537 |
|
Viking Therapeutics Inc * |
|
|
15,845 |
|
|
|
1,299 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
70,593 |
|
Industrials — 23.9% |
|
|
|
|
AAON Inc |
|
|
18,827 |
|
|
|
1,659 |
|
ABM Industries Inc |
|
|
15,057 |
|
|
|
672 |
|
Acuity Brands Inc |
|
|
3,160 |
|
|
|
849 |
|
ACV Auctions Inc, Cl A * |
|
|
155,668 |
|
|
|
2,922 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AeroVironment Inc * |
|
|
5,577 |
|
|
$ |
855 |
|
Alight Inc, Cl A * |
|
|
292,280 |
|
|
|
2,879 |
|
Allison Transmission Holdings Inc |
|
|
10,849 |
|
|
|
880 |
|
American Woodmark Corp * |
|
|
6,191 |
|
|
|
629 |
|
API Group Corp * |
|
|
19,421 |
|
|
|
763 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
9,211 |
|
|
|
1,820 |
|
ArcBest Corp |
|
|
6,713 |
|
|
|
957 |
|
Arcosa Inc |
|
|
8,487 |
|
|
|
729 |
|
Armstrong World Industries Inc |
|
|
6,588 |
|
|
|
818 |
|
Atkore Inc |
|
|
868 |
|
|
|
165 |
|
Atmus Filtration Technologies Inc * |
|
|
18,014 |
|
|
|
581 |
|
AZEK Co Inc/The, Cl A * |
|
|
16,546 |
|
|
|
831 |
|
AZZ Inc |
|
|
8,100 |
|
|
|
626 |
|
Beacon Roofing Supply Inc * |
|
|
11,300 |
|
|
|
1,108 |
|
Boise Cascade Co |
|
|
1,611 |
|
|
|
247 |
|
BWX Technologies Inc, Cl W |
|
|
7,515 |
|
|
|
771 |
|
Byrna Technologies Inc * |
|
|
165,322 |
|
|
|
2,303 |
|
Cadre Holdings |
|
|
12,669 |
|
|
|
459 |
|
CECO Environmental Corp * |
|
|
23,771 |
|
|
|
547 |
|
Cimpress PLC * |
|
|
25,106 |
|
|
|
2,222 |
|
Comfort Systems USA Inc |
|
|
6,917 |
|
|
|
2,198 |
|
Construction Partners Inc, Cl A * |
|
|
25,969 |
|
|
|
1,458 |
|
Core & Main Inc, Cl A * |
|
|
15,575 |
|
|
|
892 |
|
Costamare Inc |
|
|
55,103 |
|
|
|
625 |
|
Crane Co |
|
|
4,066 |
|
|
|
549 |
|
Curtiss-Wright Corp |
|
|
3,143 |
|
|
|
804 |
|
Dycom Industries Inc * |
|
|
13,513 |
|
|
|
1,939 |
|
Encore Wire Corp |
|
|
3,138 |
|
|
|
825 |
|
Esab Corp |
|
|
8,474 |
|
|
|
937 |
|
ExlService Holdings Inc * |
|
|
33,069 |
|
|
|
1,052 |
|
Forrester Research Inc * |
|
|
65,565 |
|
|
|
1,414 |
|
FTAI Aviation Ltd |
|
|
17,333 |
|
|
|
1,166 |
|
GATX Corp |
|
|
5,009 |
|
|
|
671 |
|
GEO Group *‡ |
|
|
58,834 |
|
|
|
831 |
|
Gibraltar Industries Inc * |
|
|
7,676 |
|
|
|
618 |
|
GMS Inc * |
|
|
22,968 |
|
|
|
2,236 |
|
Greenbrier Cos Inc/The |
|
|
14,695 |
|
|
|
766 |
|
Griffon Corp |
|
|
30,260 |
|
|
|
2,219 |
|
H&E Equipment Services Inc |
|
|
24,891 |
|
|
|
1,597 |
|
Heartland Express Inc |
|
|
58,263 |
|
|
|
696 |
|
Hillman Solutions * |
|
|
65,089 |
|
|
|
692 |
|
HNI Corp |
|
|
12,492 |
|
|
|
564 |
|
Hudson Technologies Inc * |
|
|
115,327 |
|
|
|
1,270 |
|
Huron Consulting Group Inc * |
|
|
6,268 |
|
|
|
606 |
|
IES Holdings Inc * |
|
|
5,033 |
|
|
|
612 |
|
Interface Inc, Cl A |
|
|
5,842 |
|
|
|
98 |
|
Kadant Inc |
|
|
1,270 |
|
|
|
417 |
|
Kirby Corp * |
|
|
24,570 |
|
|
|
2,342 |
|
Korn Ferry |
|
|
1,896 |
|
|
|
125 |
|
Legalzoom.com Inc * |
|
|
197,229 |
|
|
|
2,631 |
|
Leonardo DRS Inc * |
|
|
30,695 |
|
|
|
678 |
|
Limbach Holdings Inc * |
|
|
2,901 |
|
|
|
120 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Small Cap Growth Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lyft Inc, Cl A * |
|
|
41,083 |
|
|
$ |
795 |
|
Matson Inc |
|
|
27,023 |
|
|
|
3,037 |
|
MillerKnoll Inc |
|
|
19,380 |
|
|
|
480 |
|
Montrose Environmental Group Inc * |
|
|
22,357 |
|
|
|
876 |
|
Moog Inc, Cl A |
|
|
4,643 |
|
|
|
741 |
|
Mueller Water Products Inc, Cl A |
|
|
32,777 |
|
|
|
527 |
|
MYR Group Inc * |
|
|
3,915 |
|
|
|
692 |
|
NEXTracker Inc, Cl A * |
|
|
35,890 |
|
|
|
2,019 |
|
nVent Electric PLC |
|
|
7,592 |
|
|
|
572 |
|
OPENLANE Inc * |
|
|
34,928 |
|
|
|
604 |
|
Parsons Corp * |
|
|
12,216 |
|
|
|
1,013 |
|
Powell Industries Inc |
|
|
7,989 |
|
|
|
1,137 |
|
RB Global Inc |
|
|
36,786 |
|
|
|
2,802 |
|
REV Group Inc |
|
|
46,743 |
|
|
|
1,033 |
|
Rush Enterprises Inc, Cl A |
|
|
5,642 |
|
|
|
302 |
|
Simpson Manufacturing Co Inc |
|
|
4,718 |
|
|
|
968 |
|
SkyWest Inc * |
|
|
17,553 |
|
|
|
1,213 |
|
SPX Technologies Inc * |
|
|
5,876 |
|
|
|
723 |
|
Sterling Infrastructure Inc * |
|
|
12,436 |
|
|
|
1,372 |
|
Tennant Co |
|
|
13,992 |
|
|
|
1,702 |
|
Vertiv Holdings Co, Cl A |
|
|
10,246 |
|
|
|
837 |
|
Watts Water Technologies Inc, Cl A |
|
|
3,588 |
|
|
|
763 |
|
XPO Inc * |
|
|
4,726 |
|
|
|
577 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
84,725 |
|
Information Technology — 16.0% |
|
|
|
|
8x8 Inc * |
|
|
400,366 |
|
|
|
1,081 |
|
ACM Research Inc, Cl A * |
|
|
36,087 |
|
|
|
1,052 |
|
Agilysys Inc * |
|
|
8,394 |
|
|
|
707 |
|
Alkami Technology Inc * |
|
|
58,513 |
|
|
|
1,438 |
|
Allegro MicroSystems Inc * |
|
|
21,844 |
|
|
|
589 |
|
Amplitude Inc, Cl A * |
|
|
82,240 |
|
|
|
895 |
|
Appfolio Inc, Cl A * |
|
|
6,177 |
|
|
|
1,524 |
|
Asana Inc, Cl A * |
|
|
3,000 |
|
|
|
46 |
|
Aurora Innovation, Cl A * |
|
|
28,847 |
|
|
|
81 |
|
Badger Meter Inc |
|
|
8,261 |
|
|
|
1,337 |
|
Bel Fuse Inc, Cl B |
|
|
1,631 |
|
|
|
98 |
|
Belden Inc |
|
|
5,312 |
|
|
|
492 |
|
Bit Digital *(A) |
|
|
32,894 |
|
|
|
94 |
|
Blackbaud Inc, Cl A * |
|
|
9,014 |
|
|
|
668 |
|
Braze Inc, Cl A * |
|
|
20,442 |
|
|
|
906 |
|
Cleanspark Inc * |
|
|
34,009 |
|
|
|
721 |
|
Clear Secure, Cl A |
|
|
28,232 |
|
|
|
601 |
|
Coherent Corp * |
|
|
11,356 |
|
|
|
688 |
|
CommVault Systems * |
|
|
17,582 |
|
|
|
1,783 |
|
Consensus Cloud Solutions Inc * |
|
|
89,423 |
|
|
|
1,418 |
|
Couchbase * |
|
|
39,025 |
|
|
|
1,027 |
|
Credo Technology Group Holding Ltd * |
|
|
39,387 |
|
|
|
835 |
|
CS Disco * |
|
|
106,818 |
|
|
|
868 |
|
Fabrinet * |
|
|
6,760 |
|
|
|
1,278 |
|
Freshworks Inc, Cl A * |
|
|
11,738 |
|
|
|
214 |
|
Ichor Holdings Ltd * |
|
|
17,173 |
|
|
|
663 |
|
Impinj Inc * |
|
|
1,455 |
|
|
|
187 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Informatica Inc, Cl A * |
|
|
27,524 |
|
|
$ |
963 |
|
Insight Enterprises Inc * |
|
|
1,664 |
|
|
|
309 |
|
Intapp Inc * |
|
|
20,783 |
|
|
|
713 |
|
InterDigital Inc |
|
|
4,889 |
|
|
|
520 |
|
Itron Inc * |
|
|
6,775 |
|
|
|
627 |
|
JFrog Ltd * |
|
|
21,679 |
|
|
|
959 |
|
Kyndryl Holdings Inc * |
|
|
36,128 |
|
|
|
786 |
|
LiveRamp Holdings Inc * |
|
|
29,594 |
|
|
|
1,021 |
|
Marathon Digital Holdings * |
|
|
6,147 |
|
|
|
139 |
|
MicroStrategy Inc, Cl A * |
|
|
53 |
|
|
|
90 |
|
Mirion Technologies Inc, Cl A * |
|
|
280,191 |
|
|
|
3,186 |
|
MKS Instruments Inc |
|
|
6,423 |
|
|
|
854 |
|
Napco Security Technologies Inc |
|
|
32,758 |
|
|
|
1,316 |
|
Navitas Semiconductor, Cl A * |
|
|
117,321 |
|
|
|
560 |
|
NetScout Systems Inc * |
|
|
30,704 |
|
|
|
671 |
|
Nutanix Inc, Cl A * |
|
|
14,035 |
|
|
|
866 |
|
Onto Innovation Inc * |
|
|
8,467 |
|
|
|
1,533 |
|
OSI Systems Inc * |
|
|
4,979 |
|
|
|
711 |
|
PagerDuty Inc * |
|
|
113,339 |
|
|
|
2,571 |
|
Pegasystems Inc |
|
|
12,949 |
|
|
|
837 |
|
Q2 Holdings Inc * |
|
|
25,188 |
|
|
|
1,324 |
|
Qualys Inc * |
|
|
1,470 |
|
|
|
245 |
|
Rapid7 Inc * |
|
|
12,533 |
|
|
|
615 |
|
Silicon Laboratories Inc * |
|
|
1,272 |
|
|
|
183 |
|
SMART Global Holdings Inc * |
|
|
32,520 |
|
|
|
856 |
|
Smartsheet Inc, Cl A * |
|
|
44,547 |
|
|
|
1,715 |
|
SolarWinds Corp * |
|
|
53,232 |
|
|
|
672 |
|
Sprinklr Inc, Cl A * |
|
|
36,493 |
|
|
|
448 |
|
SPS Commerce Inc * |
|
|
1,280 |
|
|
|
237 |
|
Super Micro Computer Inc * |
|
|
4,719 |
|
|
|
4,766 |
|
Tenable Holdings Inc * |
|
|
13,400 |
|
|
|
662 |
|
TTM Technologies Inc * |
|
|
44,297 |
|
|
|
693 |
|
Varonis Systems Inc, Cl B * |
|
|
13,003 |
|
|
|
613 |
|
Veeco Instruments Inc * |
|
|
44,821 |
|
|
|
1,576 |
|
Vontier Corp |
|
|
21,824 |
|
|
|
990 |
|
Xerox Holdings Corp |
|
|
44,020 |
|
|
|
788 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,906 |
|
Materials — 2.5% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
1,168 |
|
|
|
387 |
|
Aspen Aerogels Inc * |
|
|
77,347 |
|
|
|
1,361 |
|
Cabot Corp |
|
|
7,381 |
|
|
|
681 |
|
Eagle Materials Inc |
|
|
3,458 |
|
|
|
940 |
|
Innospec Inc |
|
|
5,093 |
|
|
|
657 |
|
Koppers Holdings Inc |
|
|
11,224 |
|
|
|
619 |
|
Minerals Technologies Inc |
|
|
8,730 |
|
|
|
657 |
|
NewMarket Corp |
|
|
1,203 |
|
|
|
764 |
|
Quaker Chemical Corp |
|
|
2,628 |
|
|
|
539 |
|
Ranpak Holdings Corp, Cl A * |
|
|
229,393 |
|
|
|
1,805 |
|
Summit Materials Inc, Cl A * |
|
|
12,679 |
|
|
|
565 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,975 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Real Estate — 2.0% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
32,826 |
|
|
$ |
558 |
|
Anywhere Real Estate Inc * |
|
|
34,274 |
|
|
|
212 |
|
COPT Defense Properties ‡ |
|
|
22,909 |
|
|
|
554 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
20,051 |
|
|
|
535 |
|
Forestar Group Inc * |
|
|
23,170 |
|
|
|
931 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
7,266 |
|
|
|
752 |
|
Newmark Group Inc, Cl A |
|
|
36,897 |
|
|
|
409 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
8,780 |
|
|
|
1,015 |
|
Tanger Inc ‡ |
|
|
22,777 |
|
|
|
673 |
|
Terreno Realty Corp ‡ |
|
|
10,156 |
|
|
|
674 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
39,727 |
|
|
|
596 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,909 |
|
Utilities — 0.9% |
|
|
|
|
Black Hills Corp, Cl A |
|
|
12,293 |
|
|
|
671 |
|
Consolidated Water Co Ltd |
|
|
2,771 |
|
|
|
81 |
|
New Jersey Resources Corp |
|
|
11,557 |
|
|
|
496 |
|
Otter Tail Corp |
|
|
11,414 |
|
|
|
986 |
|
Pure Cycle Corp * |
|
|
46,415 |
|
|
|
441 |
|
SJW Group |
|
|
11,016 |
|
|
|
624 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,299 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $274,402) ($ Thousands) |
|
|
|
|
|
|
350,306 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.2% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
743,340 |
|
|
|
737 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $743) ($ Thousands) |
|
|
737 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
4,353,901 |
|
|
$ |
4,354 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,354) ($ Thousands) |
|
|
|
|
|
|
4,354 |
|
Total Investments in Securities — 100.2% |
|
|
|
|
|
|
|
|
(Cost $279,499) ($ Thousands) |
|
$ |
355,397 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $354,667 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
† |
Investment in Affiliated Security (see Note 6). |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $737 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
350,306 |
|
|
|
– |
|
|
|
– |
|
|
|
350,306 |
|
Affiliated Partnership |
|
|
– |
|
|
|
737 |
|
|
|
– |
|
|
|
737 |
|
Cash Equivalent |
|
|
4,354 |
|
|
|
– |
|
|
|
– |
|
|
|
4,354 |
|
Total Investments in Securities |
|
|
354,660 |
|
|
|
737 |
|
|
|
– |
|
|
|
355,397 |
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,403 |
|
|
$ |
9,076 |
|
|
$ |
(10,740 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
737 |
|
|
$ |
69 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,887 |
|
|
|
38,138 |
|
|
|
(37,671 |
) |
|
|
— |
|
|
|
— |
|
|
|
4,354 |
|
|
|
101 |
|
|
|
— |
|
Totals |
|
$ |
6,290 |
|
|
$ |
47,214 |
|
|
$ |
(48,411 |
) |
|
$ |
– |
|
|
$ |
(2 |
) |
|
$ |
5,091 |
|
|
$ |
170 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations. The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Small/Mid Cap Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 4.2% |
|
|
|
|
AdTheorent Holding Co Inc * |
|
|
170,000 |
|
|
$ |
546 |
|
Cinemark Holdings Inc * |
|
|
433,279 |
|
|
|
7,786 |
|
Cogent Communications Holdings Inc |
|
|
12,431 |
|
|
|
812 |
|
Electronic Arts Inc |
|
|
2,290 |
|
|
|
304 |
|
IAC Inc * |
|
|
3,105 |
|
|
|
166 |
|
Interpublic Group of Cos Inc/The |
|
|
24,754 |
|
|
|
808 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
17,833 |
|
|
|
177 |
|
Match Group Inc * |
|
|
1,449 |
|
|
|
53 |
|
MediaAlpha Inc, Cl A * |
|
|
68,180 |
|
|
|
1,389 |
|
Nexstar Media Group Inc, Cl A |
|
|
65,404 |
|
|
|
11,268 |
|
Shutterstock Inc |
|
|
14,686 |
|
|
|
673 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,431 |
|
|
|
509 |
|
TKO Group Holdings Inc, Cl A |
|
|
29,835 |
|
|
|
2,578 |
|
TrueCar Inc * |
|
|
395,631 |
|
|
|
1,341 |
|
Yelp Inc, Cl A * |
|
|
38,859 |
|
|
|
1,531 |
|
Ziff Davis Inc * |
|
|
112,296 |
|
|
|
7,079 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,020 |
|
Consumer Discretionary — 9.8% |
|
|
|
|
1stdibs.com Inc * |
|
|
100,000 |
|
|
|
596 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
3,827 |
|
|
|
480 |
|
Accel Entertainment Inc, Cl A * |
|
|
81,211 |
|
|
|
957 |
|
Advance Auto Parts Inc |
|
|
48,018 |
|
|
|
4,086 |
|
American Eagle Outfitters Inc |
|
|
12,590 |
|
|
|
325 |
|
Asbury Automotive Group Inc * |
|
|
3,907 |
|
|
|
921 |
|
AutoNation Inc * |
|
|
1,730 |
|
|
|
286 |
|
Bloomin' Brands Inc |
|
|
226,408 |
|
|
|
6,493 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,538 |
|
|
|
174 |
|
Brinker International Inc * |
|
|
215,582 |
|
|
|
10,710 |
|
Carrols Restaurant Group Inc |
|
|
171,438 |
|
|
|
1,630 |
|
Carter's Inc |
|
|
13,757 |
|
|
|
1,165 |
|
Coursera Inc * |
|
|
129,317 |
|
|
|
1,813 |
|
Cricut Inc, Cl A |
|
|
52,506 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dave & Buster's Entertainment Inc * |
|
|
39,310 |
|
|
$ |
2,461 |
|
Deckers Outdoor Corp * |
|
|
1,672 |
|
|
|
1,574 |
|
Duolingo Inc, Cl A * |
|
|
9,465 |
|
|
|
2,088 |
|
Etsy Inc * |
|
|
6,503 |
|
|
|
447 |
|
Frontdoor Inc * |
|
|
11,789 |
|
|
|
384 |
|
Group 1 Automotive Inc |
|
|
4,472 |
|
|
|
1,307 |
|
Haverty Furniture Cos Inc |
|
|
17,831 |
|
|
|
608 |
|
Helen of Troy Ltd * |
|
|
8,526 |
|
|
|
982 |
|
Hibbett Inc |
|
|
17,681 |
|
|
|
1,358 |
|
LCI Industries |
|
|
15,997 |
|
|
|
1,969 |
|
Lithia Motors Inc, Cl A |
|
|
24,454 |
|
|
|
7,357 |
|
LKQ Corp |
|
|
42,488 |
|
|
|
2,269 |
|
Modine Manufacturing Co * |
|
|
67,133 |
|
|
|
6,390 |
|
Murphy USA Inc |
|
|
5,255 |
|
|
|
2,203 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
3,893 |
|
|
|
310 |
|
Pool Corp |
|
|
13,752 |
|
|
|
5,549 |
|
Skechers USA Inc, Cl A * |
|
|
19,536 |
|
|
|
1,197 |
|
Standard Motor Products Inc |
|
|
6,044 |
|
|
|
203 |
|
Strategic Education Inc |
|
|
7,744 |
|
|
|
806 |
|
Stride Inc * |
|
|
38,570 |
|
|
|
2,432 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
45,726 |
|
|
|
2,843 |
|
Universal Technical Institute Inc * |
|
|
31,501 |
|
|
|
502 |
|
Urban Outfitters Inc * |
|
|
144,768 |
|
|
|
6,286 |
|
Vail Resorts Inc |
|
|
9,293 |
|
|
|
2,071 |
|
Whirlpool Corp |
|
|
11,925 |
|
|
|
1,427 |
|
Williams-Sonoma Inc |
|
|
2,639 |
|
|
|
838 |
|
Winmark Corp |
|
|
1,329 |
|
|
|
481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
86,228 |
|
Consumer Staples — 5.0% |
|
|
|
|
BellRing Brands Inc * |
|
|
10,378 |
|
|
|
613 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
12,598 |
|
|
|
953 |
|
Cal-Maine Foods Inc |
|
|
80 |
|
|
|
5 |
|
Casey's General Stores Inc |
|
|
3,155 |
|
|
|
1,005 |
|
Central Garden & Pet Co, Cl A * |
|
|
19,370 |
|
|
|
715 |
|
Coca-Cola Consolidated Inc |
|
|
2,372 |
|
|
|
2,008 |
|
Darling Ingredients Inc * |
|
|
16,819 |
|
|
|
782 |
|
elf Beauty Inc * |
|
|
11,364 |
|
|
|
2,228 |
|
Flowers Foods Inc |
|
|
23,770 |
|
|
|
565 |
|
Fresh Del Monte Produce Inc |
|
|
22,329 |
|
|
|
579 |
|
Freshpet Inc * |
|
|
8,866 |
|
|
|
1,027 |
|
Honest Co Inc/The * |
|
|
243,727 |
|
|
|
987 |
|
Ingles Markets Inc, Cl A |
|
|
6,621 |
|
|
|
508 |
|
Ingredion Inc |
|
|
14,851 |
|
|
|
1,735 |
|
J & J Snack Foods Corp |
|
|
7,030 |
|
|
|
1,016 |
|
John B Sanfilippo & Son Inc |
|
|
5,357 |
|
|
|
567 |
|
Kroger Co/The |
|
|
6,156 |
|
|
|
352 |
|
Lifeway Foods Inc * |
|
|
49,292 |
|
|
|
849 |
|
Nature's Sunshine Products Inc * |
|
|
16,727 |
|
|
|
347 |
|
Pilgrim's Pride Corp * |
|
|
278,987 |
|
|
|
9,575 |
|
PriceSmart Inc |
|
|
12,015 |
|
|
|
1,009 |
|
Primo Water Corp |
|
|
86,629 |
|
|
|
1,577 |
|
Seaboard Corp |
|
|
44 |
|
|
|
142 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Seneca Foods Corp, Cl A * |
|
|
315 |
|
|
$ |
18 |
|
Spectrum Brands Holdings Inc |
|
|
75,995 |
|
|
|
6,764 |
|
Sprouts Farmers Market Inc * |
|
|
27,834 |
|
|
|
1,795 |
|
Universal Corp/VA |
|
|
18,077 |
|
|
|
935 |
|
US Foods Holding Corp * |
|
|
21,619 |
|
|
|
1,167 |
|
USANA Health Sciences Inc * |
|
|
4,731 |
|
|
|
229 |
|
Village Super Market Inc, Cl A |
|
|
16,517 |
|
|
|
473 |
|
Vital Farms Inc * |
|
|
77,527 |
|
|
|
1,802 |
|
Weis Markets Inc |
|
|
26,233 |
|
|
|
1,689 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,016 |
|
Energy — 5.1% |
|
|
|
|
Archrock Inc |
|
|
26,874 |
|
|
|
529 |
|
ChampionX Corp |
|
|
14,821 |
|
|
|
532 |
|
CNX Resources Corp * |
|
|
105,025 |
|
|
|
2,491 |
|
Coterra Energy Inc |
|
|
69,602 |
|
|
|
1,940 |
|
Crescent Point Energy Corp |
|
|
280,271 |
|
|
|
2,295 |
|
Delek US Holdings Inc |
|
|
314,513 |
|
|
|
9,668 |
|
DHT Holdings Inc |
|
|
83,305 |
|
|
|
958 |
|
Diamondback Energy Inc, Cl A |
|
|
12,076 |
|
|
|
2,393 |
|
DT Midstream Inc |
|
|
68,483 |
|
|
|
4,184 |
|
Golar LNG Ltd |
|
|
5,175 |
|
|
|
124 |
|
Gulfport Energy Corp * |
|
|
10,152 |
|
|
|
1,626 |
|
HF Sinclair Corp |
|
|
40,000 |
|
|
|
2,415 |
|
International Seaways Inc |
|
|
20,216 |
|
|
|
1,075 |
|
Marathon Petroleum Corp |
|
|
7,296 |
|
|
|
1,470 |
|
Par Pacific Holdings Inc * |
|
|
21,115 |
|
|
|
783 |
|
Pioneer Natural Resources Co |
|
|
3,254 |
|
|
|
854 |
|
TechnipFMC PLC |
|
|
187,640 |
|
|
|
4,712 |
|
Teekay Corp * |
|
|
107,083 |
|
|
|
780 |
|
Teekay Tankers Ltd, Cl A |
|
|
23,249 |
|
|
|
1,358 |
|
Tidewater Inc * |
|
|
15,597 |
|
|
|
1,435 |
|
Viper Energy Inc, Cl A |
|
|
71,469 |
|
|
|
2,749 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,371 |
|
Financials — 18.6% |
|
|
|
|
1st Source Corp |
|
|
7,047 |
|
|
|
369 |
|
Allstate Corp/The |
|
|
990 |
|
|
|
171 |
|
American Equity Investment Life Holding Co * |
|
|
40,116 |
|
|
|
2,255 |
|
American Financial Group Inc/OH |
|
|
13,674 |
|
|
|
1,866 |
|
Ameriprise Financial Inc |
|
|
4,701 |
|
|
|
2,061 |
|
AMERISAFE Inc |
|
|
4,184 |
|
|
|
210 |
|
Arch Capital Group Ltd * |
|
|
10,008 |
|
|
|
925 |
|
AssetMark Financial Holdings Inc * |
|
|
29,705 |
|
|
|
1,052 |
|
AvidXchange Holdings Inc * |
|
|
17,254 |
|
|
|
227 |
|
Axos Financial Inc * |
|
|
48,113 |
|
|
|
2,600 |
|
Bain Capital Specialty Finance Inc |
|
|
180,069 |
|
|
|
2,823 |
|
Banc of California Inc |
|
|
34,251 |
|
|
|
521 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
49,383 |
|
|
|
1,463 |
|
Bank OZK |
|
|
55,988 |
|
|
|
2,545 |
|
BankUnited Inc |
|
|
6,774 |
|
|
|
190 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BGC Group Inc, Cl A |
|
|
1,099,126 |
|
|
$ |
8,540 |
|
Cambridge Bancorp |
|
|
2,114 |
|
|
|
144 |
|
Capital City Bank Group Inc |
|
|
9,652 |
|
|
|
267 |
|
Cass Information Systems Inc |
|
|
2,041 |
|
|
|
98 |
|
Cboe Global Markets Inc |
|
|
3,600 |
|
|
|
661 |
|
City Holding Co |
|
|
9,869 |
|
|
|
1,029 |
|
CNO Financial Group Inc |
|
|
301,615 |
|
|
|
8,288 |
|
Columbia Banking System Inc |
|
|
479,381 |
|
|
|
9,276 |
|
Comerica Inc |
|
|
6,969 |
|
|
|
383 |
|
Community Trust Bancorp Inc |
|
|
21,646 |
|
|
|
923 |
|
Diamond Hill Investment Group Inc |
|
|
2,001 |
|
|
|
309 |
|
Donnelley Financial Solutions Inc * |
|
|
39,415 |
|
|
|
2,444 |
|
Eagle Bancorp Inc |
|
|
21,162 |
|
|
|
497 |
|
Employers Holdings Inc |
|
|
17,888 |
|
|
|
812 |
|
Enact Holdings Inc |
|
|
7,491 |
|
|
|
234 |
|
Enova International Inc * |
|
|
9,200 |
|
|
|
578 |
|
Enstar Group Ltd * |
|
|
314 |
|
|
|
98 |
|
Essent Group Ltd |
|
|
17,254 |
|
|
|
1,027 |
|
Euronet Worldwide Inc * |
|
|
60,730 |
|
|
|
6,676 |
|
Everest Group Ltd |
|
|
6,060 |
|
|
|
2,409 |
|
EVERTEC Inc |
|
|
55,000 |
|
|
|
2,195 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,256 |
|
|
|
247 |
|
Financial Institutions Inc |
|
|
64,862 |
|
|
|
1,221 |
|
First American Financial Corp |
|
|
3,200 |
|
|
|
195 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
775 |
|
|
|
1,267 |
|
First Commonwealth Financial Corp |
|
|
316,920 |
|
|
|
4,412 |
|
First Community Bankshares Inc |
|
|
66,479 |
|
|
|
2,302 |
|
First Internet Bancorp |
|
|
34,235 |
|
|
|
1,189 |
|
First Interstate BancSystem Inc, Cl A |
|
|
51,000 |
|
|
|
1,388 |
|
First Merchants Corp |
|
|
43,616 |
|
|
|
1,522 |
|
FirstCash Holdings Inc |
|
|
11,094 |
|
|
|
1,415 |
|
FNB Corp/PA |
|
|
494,669 |
|
|
|
6,975 |
|
GCM Grosvenor Inc, Cl A |
|
|
76,518 |
|
|
|
739 |
|
Global Payments Inc |
|
|
1,009 |
|
|
|
135 |
|
Goosehead Insurance Inc, Cl A * |
|
|
5,104 |
|
|
|
340 |
|
Great Southern Bancorp Inc |
|
|
13,042 |
|
|
|
715 |
|
Hamilton Lane Inc, Cl A |
|
|
9,000 |
|
|
|
1,015 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
25,705 |
|
|
|
3,500 |
|
Heritage Insurance Holdings Inc * |
|
|
70,585 |
|
|
|
752 |
|
HomeTrust Bancshares Inc |
|
|
4,975 |
|
|
|
136 |
|
Horace Mann Educators Corp, Cl A |
|
|
66,934 |
|
|
|
2,476 |
|
Independent Bank Corp/MI |
|
|
12,857 |
|
|
|
326 |
|
Jackson Financial Inc, Cl A |
|
|
160,532 |
|
|
|
10,618 |
|
KeyCorp |
|
|
114,508 |
|
|
|
1,810 |
|
Lincoln National Corp |
|
|
335,302 |
|
|
|
10,706 |
|
MarketAxess Holdings Inc |
|
|
350 |
|
|
|
77 |
|
Merchants Bancorp/IN |
|
|
59,391 |
|
|
|
2,565 |
|
Mercury General Corp |
|
|
8,325 |
|
|
|
430 |
|
MidWestOne Financial Group Inc |
|
|
30,180 |
|
|
|
707 |
|
Moneylion Inc * |
|
|
17,963 |
|
|
|
1,281 |
|
NMI Holdings Inc, Cl A * |
|
|
16,031 |
|
|
|
518 |
|
OFG Bancorp |
|
|
133,441 |
|
|
|
4,912 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Old National Bancorp/IN, Cl A |
|
|
201,886 |
|
|
$ |
3,515 |
|
Oscar Health Inc, Cl A * |
|
|
128,448 |
|
|
|
1,910 |
|
Pacific Premier Bancorp Inc |
|
|
115,527 |
|
|
|
2,773 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
94,344 |
|
|
|
1,347 |
|
Paymentus Holdings Inc, Cl A * |
|
|
128,882 |
|
|
|
2,932 |
|
PJT Partners Inc, Cl A |
|
|
14,364 |
|
|
|
1,354 |
|
Popular Inc |
|
|
11,261 |
|
|
|
992 |
|
Preferred Bank/Los Angeles CA |
|
|
13,055 |
|
|
|
1,002 |
|
Reinsurance Group of America Inc, Cl A |
|
|
7,938 |
|
|
|
1,531 |
|
Remitly Global Inc * |
|
|
37,571 |
|
|
|
779 |
|
RenaissanceRe Holdings Ltd |
|
|
4,308 |
|
|
|
1,013 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
17,019 |
|
|
|
868 |
|
Safety Insurance Group Inc |
|
|
2,574 |
|
|
|
212 |
|
Selective Insurance Group Inc |
|
|
19,688 |
|
|
|
2,149 |
|
Sierra Bancorp |
|
|
10,091 |
|
|
|
204 |
|
Starwood Property Trust Inc ‡ |
|
|
274,065 |
|
|
|
5,572 |
|
United Fire Group Inc |
|
|
23,336 |
|
|
|
508 |
|
Universal Insurance Holdings Inc |
|
|
24,324 |
|
|
|
494 |
|
Westamerica BanCorp |
|
|
22,421 |
|
|
|
1,096 |
|
Zions Bancorp NA |
|
|
35,664 |
|
|
|
1,548 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
163,856 |
|
Health Care — 12.9% |
|
|
|
|
ACADIA Pharmaceuticals Inc * |
|
|
87,758 |
|
|
|
1,623 |
|
Addus HomeCare Corp * |
|
|
5,000 |
|
|
|
517 |
|
ADMA Biologics Inc * |
|
|
263,628 |
|
|
|
1,740 |
|
Agios Pharmaceuticals Inc * |
|
|
25,779 |
|
|
|
754 |
|
Akero Therapeutics Inc * |
|
|
15,000 |
|
|
|
379 |
|
Alkermes PLC * |
|
|
68,608 |
|
|
|
1,857 |
|
Amicus Therapeutics Inc * |
|
|
125,521 |
|
|
|
1,479 |
|
AMN Healthcare Services Inc * |
|
|
37,327 |
|
|
|
2,333 |
|
Amphastar Pharmaceuticals Inc * |
|
|
38,650 |
|
|
|
1,697 |
|
ANI Pharmaceuticals Inc * |
|
|
36,413 |
|
|
|
2,517 |
|
Anika Therapeutics Inc * |
|
|
49,576 |
|
|
|
1,259 |
|
Ascendis Pharma A/S ADR * |
|
|
10,262 |
|
|
|
1,551 |
|
AtriCure Inc * |
|
|
7,005 |
|
|
|
213 |
|
Avista Public Acquisition Corp II, Cl W * |
|
|
67,355 |
|
|
|
365 |
|
Biohaven Ltd * |
|
|
7,698 |
|
|
|
421 |
|
BioMarin Pharmaceutical Inc * |
|
|
7,000 |
|
|
|
611 |
|
Bioventus Inc, Cl A * |
|
|
293,568 |
|
|
|
1,527 |
|
Blueprint Medicines Corp * |
|
|
2,467 |
|
|
|
234 |
|
Catalyst Pharmaceuticals Inc * |
|
|
32,000 |
|
|
|
510 |
|
Cencora Inc, Cl A |
|
|
4,713 |
|
|
|
1,145 |
|
Charles River Laboratories International Inc * |
|
|
7,525 |
|
|
|
2,039 |
|
Chemed Corp |
|
|
5,665 |
|
|
|
3,637 |
|
Collegium Pharmaceutical Inc * |
|
|
141,833 |
|
|
|
5,506 |
|
CorVel Corp * |
|
|
3,132 |
|
|
|
824 |
|
Crinetics Pharmaceuticals Inc * |
|
|
6,227 |
|
|
|
292 |
|
Cross Country Healthcare Inc * |
|
|
21,725 |
|
|
|
407 |
|
Cullinan Oncology Inc * |
|
|
9,439 |
|
|
|
161 |
|
CVRx Inc * |
|
|
33,796 |
|
|
|
615 |
|
Doximity Inc, Cl A * |
|
|
67,559 |
|
|
|
1,818 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Edgewise Therapeutics Inc * |
|
|
61,045 |
|
|
$ |
1,114 |
|
Encompass Health Corp |
|
|
19,928 |
|
|
|
1,646 |
|
Enovis Corp * |
|
|
68,384 |
|
|
|
4,271 |
|
Ensign Group Inc/The |
|
|
4,885 |
|
|
|
608 |
|
Establishment Labs Holdings Inc * |
|
|
10,205 |
|
|
|
519 |
|
Globus Medical Inc, Cl A * |
|
|
14,804 |
|
|
|
794 |
|
GoodRx Holdings Inc, Cl A * |
|
|
21,916 |
|
|
|
156 |
|
Haemonetics Corp * |
|
|
8,827 |
|
|
|
753 |
|
Harmony Biosciences Holdings Inc * |
|
|
9,936 |
|
|
|
334 |
|
HealthEquity Inc * |
|
|
15,081 |
|
|
|
1,231 |
|
HealthStream Inc |
|
|
76,121 |
|
|
|
2,029 |
|
Hims & Hers Health Inc * |
|
|
104,175 |
|
|
|
1,612 |
|
ICON PLC ADR * |
|
|
7,886 |
|
|
|
2,649 |
|
ICU Medical Inc * |
|
|
5,669 |
|
|
|
608 |
|
IDEXX Laboratories Inc * |
|
|
458 |
|
|
|
247 |
|
Incyte Corp * |
|
|
3,300 |
|
|
|
188 |
|
Inmode Ltd * |
|
|
237,294 |
|
|
|
5,128 |
|
Insmed Inc * |
|
|
22,493 |
|
|
|
610 |
|
Integra LifeSciences Holdings Corp * |
|
|
58,738 |
|
|
|
2,082 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
6,446 |
|
|
|
446 |
|
Ionis Pharmaceuticals Inc * |
|
|
6,047 |
|
|
|
262 |
|
Iovance Biotherapeutics Inc * |
|
|
61,381 |
|
|
|
910 |
|
iRadimed Corp |
|
|
6,407 |
|
|
|
282 |
|
Jazz Pharmaceuticals PLC * |
|
|
5,000 |
|
|
|
602 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
31,021 |
|
|
|
612 |
|
LeMaitre Vascular Inc |
|
|
21,975 |
|
|
|
1,458 |
|
Ligand Pharmaceuticals Inc * |
|
|
44,793 |
|
|
|
3,274 |
|
LivaNova PLC * |
|
|
66,167 |
|
|
|
3,701 |
|
Masimo Corp * |
|
|
3,863 |
|
|
|
567 |
|
Medpace Holdings Inc * |
|
|
12,810 |
|
|
|
5,177 |
|
Merit Medical Systems Inc * |
|
|
17,000 |
|
|
|
1,288 |
|
Mettler-Toledo International Inc * |
|
|
411 |
|
|
|
547 |
|
National HealthCare Corp |
|
|
4,888 |
|
|
|
462 |
|
NeoGenomics Inc * |
|
|
6,928 |
|
|
|
109 |
|
Neurocrine Biosciences Inc * |
|
|
11,777 |
|
|
|
1,624 |
|
OmniAB Inc * |
|
|
11,714 |
|
|
|
— |
|
Option Care Health Inc * |
|
|
40,000 |
|
|
|
1,342 |
|
OraSure Technologies Inc * |
|
|
166,742 |
|
|
|
1,026 |
|
Pacira BioSciences Inc * |
|
|
40,636 |
|
|
|
1,187 |
|
Pennant Group Inc/The * |
|
|
81,388 |
|
|
|
1,598 |
|
Penumbra Inc * |
|
|
1,427 |
|
|
|
319 |
|
PetIQ Inc, Cl A * |
|
|
17,066 |
|
|
|
312 |
|
Phibro Animal Health Corp, Cl A |
|
|
101,110 |
|
|
|
1,307 |
|
Premier Inc, Cl A |
|
|
63,450 |
|
|
|
1,402 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
46,904 |
|
|
|
3,403 |
|
Puma Biotechnology Inc * |
|
|
142,162 |
|
|
|
754 |
|
Quanterix Corp * |
|
|
43,035 |
|
|
|
1,014 |
|
QuidelOrtho Corp * |
|
|
4,273 |
|
|
|
205 |
|
Revvity Inc |
|
|
12,707 |
|
|
|
1,334 |
|
RxSight Inc * |
|
|
13,728 |
|
|
|
708 |
|
Select Medical Holdings Corp |
|
|
17,097 |
|
|
|
516 |
|
Supernus Pharmaceuticals Inc * |
|
|
36,249 |
|
|
|
1,236 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Taro Pharmaceutical Industries Ltd * |
|
|
25,554 |
|
|
$ |
1,082 |
|
Teleflex Inc |
|
|
3,980 |
|
|
|
900 |
|
Tenet Healthcare Corp * |
|
|
6,108 |
|
|
|
642 |
|
Theravance Biopharma Inc * |
|
|
30,242 |
|
|
|
271 |
|
UFP Technologies Inc * |
|
|
6,094 |
|
|
|
1,537 |
|
United Therapeutics Corp * |
|
|
7,055 |
|
|
|
1,621 |
|
Varex Imaging Corp * |
|
|
22,778 |
|
|
|
412 |
|
Viemed Healthcare Inc * |
|
|
122,739 |
|
|
|
1,157 |
|
Voyager Therapeutics Inc * |
|
|
48,392 |
|
|
|
451 |
|
WaVe Life Sciences Ltd * |
|
|
299,865 |
|
|
|
1,850 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
113,517 |
|
Industrials — 18.4% |
|
|
|
|
A O Smith Corp |
|
|
4,400 |
|
|
|
394 |
|
AAON Inc |
|
|
24,624 |
|
|
|
2,169 |
|
AAR Corp * |
|
|
15,000 |
|
|
|
898 |
|
ABM Industries Inc |
|
|
64,862 |
|
|
|
2,894 |
|
ACCO Brands Corp |
|
|
414,648 |
|
|
|
2,326 |
|
Acuity Brands Inc |
|
|
2,320 |
|
|
|
623 |
|
Advanced Drainage Systems Inc |
|
|
14,960 |
|
|
|
2,577 |
|
AECOM |
|
|
13,579 |
|
|
|
1,332 |
|
AeroVironment Inc * |
|
|
8,052 |
|
|
|
1,234 |
|
Apogee Enterprises Inc |
|
|
8,561 |
|
|
|
507 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
12,000 |
|
|
|
2,371 |
|
Astec Industries Inc |
|
|
50,444 |
|
|
|
2,205 |
|
Atmus Filtration Technologies Inc * |
|
|
6,780 |
|
|
|
219 |
|
Barnes Group Inc |
|
|
83,927 |
|
|
|
3,118 |
|
Barrett Business Services Inc |
|
|
2,176 |
|
|
|
276 |
|
Boise Cascade Co |
|
|
4,228 |
|
|
|
648 |
|
Brink's Co/The |
|
|
1,514 |
|
|
|
140 |
|
Broadridge Financial Solutions Inc |
|
|
1,700 |
|
|
|
348 |
|
Builders FirstSource Inc * |
|
|
9,855 |
|
|
|
2,055 |
|
BWX Technologies Inc |
|
|
92,285 |
|
|
|
9,470 |
|
CACI International Inc, Cl A * |
|
|
1,073 |
|
|
|
406 |
|
Casella Waste Systems Inc, Cl A * |
|
|
5,000 |
|
|
|
494 |
|
CBIZ Inc * |
|
|
13,842 |
|
|
|
1,087 |
|
CECO Environmental Corp * |
|
|
52,254 |
|
|
|
1,203 |
|
Cimpress PLC * |
|
|
10,954 |
|
|
|
969 |
|
Cintas Corp |
|
|
3,186 |
|
|
|
2,189 |
|
Clean Harbors Inc * |
|
|
7,022 |
|
|
|
1,414 |
|
Construction Partners Inc, Cl A * |
|
|
2,041 |
|
|
|
115 |
|
CRA International Inc |
|
|
11,678 |
|
|
|
1,747 |
|
CSG Systems International Inc |
|
|
16,685 |
|
|
|
860 |
|
CSW Industrials Inc |
|
|
1,824 |
|
|
|
428 |
|
Curtiss-Wright Corp |
|
|
12,804 |
|
|
|
3,277 |
|
Ducommun Inc * |
|
|
8,335 |
|
|
|
428 |
|
EMCOR Group Inc |
|
|
14,058 |
|
|
|
4,923 |
|
EnerSys |
|
|
3,724 |
|
|
|
352 |
|
Esab Corp |
|
|
75,081 |
|
|
|
8,302 |
|
ExlService Holdings Inc * |
|
|
74,842 |
|
|
|
2,380 |
|
Exponent Inc |
|
|
24,310 |
|
|
|
2,010 |
|
Franklin Covey Co * |
|
|
648 |
|
|
|
25 |
|
FTI Consulting Inc * |
|
|
6,375 |
|
|
|
1,341 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Gorman-Rupp Co/The |
|
|
13,217 |
|
|
$ |
523 |
|
GXO Logistics Inc * |
|
|
66,615 |
|
|
|
3,581 |
|
H&E Equipment Services Inc |
|
|
2,651 |
|
|
|
170 |
|
Hillenbrand Inc |
|
|
1,943 |
|
|
|
98 |
|
Hub Group Inc, Cl A |
|
|
25,928 |
|
|
|
1,121 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
1,235 |
|
|
|
360 |
|
Huron Consulting Group Inc * |
|
|
1,476 |
|
|
|
143 |
|
Hyster-Yale Materials Handling Inc |
|
|
10,524 |
|
|
|
675 |
|
IDEX Corp |
|
|
4,000 |
|
|
|
976 |
|
Kadant Inc |
|
|
7,375 |
|
|
|
2,420 |
|
Kaman Corp, Cl A |
|
|
101,060 |
|
|
|
4,636 |
|
Kennametal Inc |
|
|
59,550 |
|
|
|
1,485 |
|
Kforce Inc |
|
|
10,057 |
|
|
|
709 |
|
L B Foster Co, Cl A * |
|
|
36,797 |
|
|
|
1,005 |
|
L3Harris Technologies Inc |
|
|
2,036 |
|
|
|
434 |
|
Landstar System Inc |
|
|
8,600 |
|
|
|
1,658 |
|
Legalzoom.com Inc * |
|
|
102,367 |
|
|
|
1,366 |
|
LSI Industries Inc |
|
|
40,693 |
|
|
|
615 |
|
Luxfer Holdings PLC |
|
|
23,229 |
|
|
|
241 |
|
Marten Transport Ltd |
|
|
25,038 |
|
|
|
463 |
|
Masonite International Corp * |
|
|
28,376 |
|
|
|
3,730 |
|
Miller Industries Inc/TN |
|
|
36,016 |
|
|
|
1,804 |
|
MSA Safety Inc |
|
|
10,698 |
|
|
|
2,071 |
|
Mueller Industries Inc |
|
|
16,000 |
|
|
|
863 |
|
MYR Group Inc * |
|
|
14,511 |
|
|
|
2,565 |
|
National Presto Industries Inc |
|
|
7,176 |
|
|
|
601 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
10,792 |
|
|
|
2,367 |
|
OPENLANE Inc * |
|
|
252,208 |
|
|
|
4,363 |
|
Park Aerospace Corp |
|
|
81,129 |
|
|
|
1,349 |
|
Powell Industries Inc |
|
|
11,343 |
|
|
|
1,614 |
|
Primoris Services Corp |
|
|
29,688 |
|
|
|
1,264 |
|
Proto Labs Inc * |
|
|
50,990 |
|
|
|
1,823 |
|
RB Global Inc |
|
|
40,510 |
|
|
|
3,086 |
|
RBC Bearings Inc * |
|
|
4,000 |
|
|
|
1,081 |
|
Resources Connection Inc |
|
|
21,841 |
|
|
|
287 |
|
Rush Enterprises Inc, Cl A |
|
|
58,383 |
|
|
|
3,125 |
|
RXO Inc * |
|
|
50,356 |
|
|
|
1,101 |
|
Science Applications International Corp |
|
|
13,698 |
|
|
|
1,786 |
|
Sensata Technologies Holding PLC |
|
|
85,477 |
|
|
|
3,140 |
|
Simpson Manufacturing Co Inc |
|
|
7,500 |
|
|
|
1,539 |
|
SkyWest Inc * |
|
|
21,015 |
|
|
|
1,452 |
|
SP Plus Corp * |
|
|
1,746 |
|
|
|
91 |
|
Standex International Corp |
|
|
5,842 |
|
|
|
1,064 |
|
Steelcase Inc, Cl A |
|
|
39,651 |
|
|
|
519 |
|
Tennant Co |
|
|
12,618 |
|
|
|
1,534 |
|
Terex Corp |
|
|
23,983 |
|
|
|
1,544 |
|
Tetra Tech Inc |
|
|
24,827 |
|
|
|
4,586 |
|
Toro Co/The |
|
|
2,800 |
|
|
|
257 |
|
UFP Industries Inc |
|
|
9,396 |
|
|
|
1,156 |
|
United Rentals Inc |
|
|
3,502 |
|
|
|
2,525 |
|
Verra Mobility Corp, Cl A * |
|
|
125,782 |
|
|
|
3,141 |
|
WESCO International Inc |
|
|
27,460 |
|
|
|
4,703 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WNS Holdings Ltd * |
|
|
5,198 |
|
|
$ |
263 |
|
XPO Inc * |
|
|
55,015 |
|
|
|
6,713 |
|
Xylem Inc/NY |
|
|
4,342 |
|
|
|
561 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
162,101 |
|
Information Technology — 13.9% |
|
|
|
|
A10 Networks Inc |
|
|
113,184 |
|
|
|
1,550 |
|
ACI Worldwide Inc * |
|
|
213,713 |
|
|
|
7,097 |
|
Agilysys Inc * |
|
|
17,117 |
|
|
|
1,442 |
|
Alarm.com Holdings Inc * |
|
|
5,622 |
|
|
|
407 |
|
Alkami Technology Inc * |
|
|
56,048 |
|
|
|
1,377 |
|
Amdocs Ltd |
|
|
6,162 |
|
|
|
557 |
|
Amkor Technology Inc |
|
|
28,193 |
|
|
|
909 |
|
ANSYS Inc * |
|
|
2,600 |
|
|
|
903 |
|
Appfolio Inc, Cl A * |
|
|
2,459 |
|
|
|
607 |
|
Arista Networks Inc * |
|
|
4,900 |
|
|
|
1,421 |
|
Arlo Technologies Inc * |
|
|
92,723 |
|
|
|
1,173 |
|
Aspen Technology Inc * |
|
|
8,071 |
|
|
|
1,721 |
|
Axcelis Technologies Inc * |
|
|
14,709 |
|
|
|
1,640 |
|
Backblaze Inc, Cl A * |
|
|
148,456 |
|
|
|
1,519 |
|
Bel Fuse Inc, Cl B |
|
|
17,783 |
|
|
|
1,073 |
|
Blackbaud Inc, Cl A * |
|
|
13,912 |
|
|
|
1,031 |
|
Braze Inc, Cl A * |
|
|
12,605 |
|
|
|
558 |
|
Cadence Design Systems Inc * |
|
|
7,897 |
|
|
|
2,458 |
|
Calix Inc * |
|
|
22,676 |
|
|
|
752 |
|
CommVault Systems Inc * |
|
|
19,305 |
|
|
|
1,958 |
|
Consensus Cloud Solutions Inc * |
|
|
69,517 |
|
|
|
1,103 |
|
Digital Turbine Inc * |
|
|
122,995 |
|
|
|
322 |
|
Diodes Inc * |
|
|
15,000 |
|
|
|
1,058 |
|
Entegris Inc |
|
|
17,353 |
|
|
|
2,439 |
|
EPAM Systems Inc * |
|
|
2,034 |
|
|
|
562 |
|
Fabrinet * |
|
|
2,627 |
|
|
|
497 |
|
Fair Isaac Corp * |
|
|
1,446 |
|
|
|
1,807 |
|
Fastly Inc, Cl A * |
|
|
36,176 |
|
|
|
469 |
|
Freshworks Inc, Cl A * |
|
|
40,746 |
|
|
|
742 |
|
Gartner Inc * |
|
|
1,518 |
|
|
|
724 |
|
GoDaddy Inc, Cl A * |
|
|
20,705 |
|
|
|
2,457 |
|
Hackett Group Inc/The |
|
|
37,239 |
|
|
|
905 |
|
Ichor Holdings Ltd * |
|
|
10,411 |
|
|
|
402 |
|
Insight Enterprises Inc * |
|
|
21,641 |
|
|
|
4,015 |
|
Intapp Inc * |
|
|
4,474 |
|
|
|
153 |
|
Iteris Inc * |
|
|
190,831 |
|
|
|
943 |
|
Itron Inc * |
|
|
10,084 |
|
|
|
933 |
|
Kyndryl Holdings Inc * |
|
|
131,879 |
|
|
|
2,870 |
|
Lattice Semiconductor Corp * |
|
|
14,532 |
|
|
|
1,137 |
|
LiveRamp Holdings Inc * |
|
|
42,672 |
|
|
|
1,472 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
5,522 |
|
|
|
528 |
|
Manhattan Associates Inc * |
|
|
10,280 |
|
|
|
2,572 |
|
Monolithic Power Systems Inc |
|
|
2,213 |
|
|
|
1,499 |
|
ON Semiconductor Corp * |
|
|
39,853 |
|
|
|
2,931 |
|
OSI Systems Inc * |
|
|
3,229 |
|
|
|
461 |
|
Palo Alto Networks Inc * |
|
|
2,358 |
|
|
|
670 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Perficient Inc * |
|
|
12,505 |
|
|
$ |
704 |
|
Photronics Inc * |
|
|
269,345 |
|
|
|
7,628 |
|
Progress Software Corp |
|
|
5,788 |
|
|
|
309 |
|
PROS Holdings Inc * |
|
|
41,930 |
|
|
|
1,523 |
|
PTC Inc * |
|
|
19,109 |
|
|
|
3,610 |
|
Q2 Holdings Inc * |
|
|
16,933 |
|
|
|
890 |
|
Qualys Inc * |
|
|
12,281 |
|
|
|
2,049 |
|
QuickLogic Corp * |
|
|
26,199 |
|
|
|
420 |
|
Radware Ltd * |
|
|
27,056 |
|
|
|
506 |
|
Rambus Inc * |
|
|
12,784 |
|
|
|
790 |
|
Rapid7 Inc * |
|
|
14,927 |
|
|
|
732 |
|
RingCentral Inc, Cl A * |
|
|
773 |
|
|
|
27 |
|
Sapiens International Corp NV |
|
|
25,074 |
|
|
|
806 |
|
ScanSource Inc * |
|
|
6,359 |
|
|
|
280 |
|
Silicon Motion Technology Corp ADR |
|
|
116,124 |
|
|
|
8,935 |
|
SolarWinds Corp * |
|
|
179,901 |
|
|
|
2,270 |
|
Sprinklr Inc, Cl A * |
|
|
35,141 |
|
|
|
431 |
|
SPS Commerce Inc * |
|
|
16,563 |
|
|
|
3,063 |
|
Squarespace Inc, Cl A * |
|
|
31,030 |
|
|
|
1,131 |
|
Super Micro Computer Inc * |
|
|
3,261 |
|
|
|
3,294 |
|
Synopsys Inc * |
|
|
2,761 |
|
|
|
1,578 |
|
Teledyne Technologies Inc * |
|
|
12,678 |
|
|
|
5,443 |
|
Tenable Holdings Inc * |
|
|
29,500 |
|
|
|
1,458 |
|
Teradyne Inc |
|
|
11,312 |
|
|
|
1,276 |
|
Tyler Technologies Inc * |
|
|
4,508 |
|
|
|
1,916 |
|
Verint Systems Inc * |
|
|
115,658 |
|
|
|
3,834 |
|
Wix.com Ltd * |
|
|
11,682 |
|
|
|
1,606 |
|
Zuora Inc, Cl A * |
|
|
232,766 |
|
|
|
2,123 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,456 |
|
Materials — 6.3% |
|
|
|
|
Alamos Gold Inc, Cl A |
|
|
47,569 |
|
|
|
702 |
|
Albemarle Corp |
|
|
3,497 |
|
|
|
461 |
|
Ashland Inc |
|
|
40,947 |
|
|
|
3,987 |
|
Avery Dennison Corp |
|
|
2,472 |
|
|
|
552 |
|
Axalta Coating Systems Ltd * |
|
|
170,448 |
|
|
|
5,862 |
|
Balchem Corp |
|
|
14,444 |
|
|
|
2,238 |
|
Carpenter Technology Corp |
|
|
9,684 |
|
|
|
692 |
|
Century Aluminum Co * |
|
|
59,619 |
|
|
|
918 |
|
Chemours Co/The |
|
|
76,488 |
|
|
|
2,009 |
|
Commercial Metals Co, Cl A |
|
|
177,556 |
|
|
|
10,435 |
|
Crown Holdings Inc |
|
|
4,800 |
|
|
|
380 |
|
FMC Corp |
|
|
95,512 |
|
|
|
6,084 |
|
Fortitude Gold Corp |
|
|
40,846 |
|
|
|
223 |
|
Hawkins Inc |
|
|
12,136 |
|
|
|
932 |
|
Ingevity Corp * |
|
|
39,520 |
|
|
|
1,885 |
|
Koppers Holdings Inc |
|
|
10,287 |
|
|
|
567 |
|
Materion Corp |
|
|
9,421 |
|
|
|
1,241 |
|
NewMarket Corp |
|
|
1,035 |
|
|
|
657 |
|
Packaging Corp of America |
|
|
2,600 |
|
|
|
493 |
|
Reliance Inc |
|
|
1,282 |
|
|
|
428 |
|
Royal Gold Inc, Cl A |
|
|
2,923 |
|
|
|
356 |
|
Silgan Holdings Inc |
|
|
238,512 |
|
|
|
11,582 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Universal Stainless & Alloy Products Inc * |
|
|
102,752 |
|
|
$ |
2,304 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,988 |
|
Real Estate — 3.8% |
|
|
|
|
Alexander's Inc ‡ |
|
|
5,898 |
|
|
|
1,281 |
|
CBL & Associates Properties Inc ‡ |
|
|
25,547 |
|
|
|
585 |
|
Centerspace ‡ |
|
|
14,377 |
|
|
|
821 |
|
CoStar Group Inc * |
|
|
25,721 |
|
|
|
2,485 |
|
EastGroup Properties Inc ‡ |
|
|
14,800 |
|
|
|
2,661 |
|
Equity Commonwealth *‡ |
|
|
40,790 |
|
|
|
770 |
|
FRP Holdings Inc * |
|
|
4,575 |
|
|
|
281 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
160,161 |
|
|
|
7,379 |
|
Getty Realty Corp ‡ |
|
|
28,351 |
|
|
|
775 |
|
Gladstone Commercial Corp ‡ |
|
|
24,848 |
|
|
|
344 |
|
Highwoods Properties Inc ‡ |
|
|
213,161 |
|
|
|
5,581 |
|
Howard Hughes Holdings Inc * |
|
|
9,600 |
|
|
|
697 |
|
Independence Realty Trust Inc ‡ |
|
|
67,618 |
|
|
|
1,091 |
|
Invitation Homes Inc ‡ |
|
|
23,648 |
|
|
|
842 |
|
Newmark Group Inc, Cl A |
|
|
403,284 |
|
|
|
4,472 |
|
One Liberty Properties Inc ‡ |
|
|
20,367 |
|
|
|
460 |
|
Regency Centers Corp ‡ |
|
|
1,254 |
|
|
|
76 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
10,995 |
|
|
|
1,271 |
|
Saul Centers Inc ‡ |
|
|
8,238 |
|
|
|
317 |
|
Sun Communities Inc ‡ |
|
|
1,400 |
|
|
|
180 |
|
Universal Health Realty Income Trust ‡ |
|
|
10,187 |
|
|
|
374 |
|
Ventas Inc ‡ |
|
|
7,436 |
|
|
|
324 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,067 |
|
Utilities — 0.7% |
|
|
|
|
IDACORP Inc, Cl A |
|
|
10,909 |
|
|
|
1,013 |
|
MGE Energy Inc |
|
|
5,320 |
|
|
|
419 |
|
Middlesex Water Co |
|
|
8,501 |
|
|
|
446 |
|
Otter Tail Corp |
|
|
19,000 |
|
|
|
1,642 |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
|
Percentages are based on Net Assets of $879,912 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $374 ($ Thousands). |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Portland General Electric Co |
|
|
43,378 |
|
|
$ |
1,822 |
|
UGI Corp |
|
|
6,450 |
|
|
|
158 |
|
Unitil Corp |
|
|
12,924 |
|
|
|
677 |
|
York Water Co/The |
|
|
4,806 |
|
|
|
174 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,351 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $449,370) ($ Thousands) |
|
|
|
|
|
|
867,971 |
|
| |
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
967 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(A) |
|
|
369,361 |
|
|
|
374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $369) ($ Thousands) |
|
|
374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
12,202,131 |
|
|
|
12,202 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,202) ($ Thousands) |
|
|
|
|
|
|
12,202 |
|
Total Investments in Securities — 100.1% |
|
|
|
|
|
|
|
|
(Cost $461,941) ($ Thousands) |
|
$ |
880,547 |
|
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
867,971 |
|
|
|
– |
|
|
|
– |
|
|
|
867,971 |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Affiliated Partnership |
|
|
– |
|
|
|
374 |
|
|
|
– |
|
|
|
374 |
|
Cash Equivalent |
|
|
12,202 |
|
|
|
– |
|
|
|
– |
|
|
|
12,202 |
|
Total Investments in Securities |
|
|
880,173 |
|
|
|
374 |
|
|
|
– |
|
|
|
880,547 |
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Small/Mid Cap Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
3,195 |
|
|
$ |
(2,821 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
374 |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,783 |
|
|
|
82,619 |
|
|
|
(80,200 |
) |
|
|
— |
|
|
|
— |
|
|
|
12,202 |
|
|
|
213 |
|
|
|
— |
|
Totals |
|
$ |
9,783 |
|
|
$ |
85,814 |
|
|
$ |
(83,021 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
12,576 |
|
|
$ |
214 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Mid-Cap Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 1.2% |
|
|
|
|
Liberty Broadband Corp, Cl C * |
|
|
1,535 |
|
|
$ |
88 |
|
Live Nation Entertainment Inc * |
|
|
2,400 |
|
|
|
254 |
|
New York Times Co/The, Cl A |
|
|
1,920 |
|
|
|
83 |
|
Playtika Holding Corp |
|
|
10,490 |
|
|
|
74 |
|
Roku Inc, Cl A * |
|
|
1,100 |
|
|
|
72 |
|
Trade Desk Inc/The, Cl A * |
|
|
4,740 |
|
|
|
414 |
|
Warner Bros Discovery Inc * |
|
|
14,850 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,114 |
|
Consumer Discretionary — 15.1% |
|
|
|
|
Advance Auto Parts Inc |
|
|
1,006 |
|
|
|
86 |
|
AutoZone Inc * |
|
|
103 |
|
|
|
325 |
|
Bath & Body Works Inc |
|
|
1,820 |
|
|
|
91 |
|
BorgWarner Inc |
|
|
3,774 |
|
|
|
131 |
|
Burlington Stores Inc * |
|
|
2,133 |
|
|
|
495 |
|
Carter's Inc |
|
|
1,612 |
|
|
|
136 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
44 |
|
|
|
128 |
|
Columbia Sportswear Co |
|
|
2,647 |
|
|
|
215 |
|
Coupang Inc, Cl A * |
|
|
5,230 |
|
|
|
93 |
|
Darden Restaurants Inc |
|
|
740 |
|
|
|
124 |
|
Dick's Sporting Goods Inc |
|
|
1,920 |
|
|
|
432 |
|
Domino's Pizza Inc |
|
|
420 |
|
|
|
209 |
|
DoorDash Inc, Cl A * |
|
|
5,526 |
|
|
|
761 |
|
DR Horton Inc |
|
|
1,500 |
|
|
|
247 |
|
eBay Inc |
|
|
5,725 |
|
|
|
302 |
|
Expedia Group Inc * |
|
|
1,750 |
|
|
|
241 |
|
Five Below Inc * |
|
|
640 |
|
|
|
116 |
|
Gap Inc/The |
|
|
17,500 |
|
|
|
482 |
|
Gentex Corp |
|
|
6,545 |
|
|
|
236 |
|
Grand Canyon Education Inc * |
|
|
2,635 |
|
|
|
359 |
|
H&R Block Inc |
|
|
2,450 |
|
|
|
120 |
|
Hasbro Inc |
|
|
3,783 |
|
|
|
214 |
|
Hilton Worldwide Holdings Inc |
|
|
740 |
|
|
|
158 |
|
Kohl's Corp |
|
|
2,620 |
|
|
|
76 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lennar Corp, Cl A |
|
|
2,180 |
|
|
$ |
375 |
|
Lennar Corp, Cl B |
|
|
1,585 |
|
|
|
244 |
|
LKQ Corp |
|
|
7,378 |
|
|
|
394 |
|
Lululemon Athletica Inc * |
|
|
491 |
|
|
|
192 |
|
Mohawk Industries Inc * |
|
|
1,540 |
|
|
|
202 |
|
Murphy USA Inc |
|
|
170 |
|
|
|
71 |
|
NVR Inc * |
|
|
10 |
|
|
|
81 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,808 |
|
|
|
144 |
|
O'Reilly Automotive Inc * |
|
|
260 |
|
|
|
293 |
|
Polaris Inc |
|
|
1,040 |
|
|
|
104 |
|
PulteGroup Inc |
|
|
5,142 |
|
|
|
620 |
|
Ralph Lauren Corp, Cl A |
|
|
2,170 |
|
|
|
407 |
|
Ross Stores Inc |
|
|
4,600 |
|
|
|
675 |
|
Royal Caribbean Cruises Ltd * |
|
|
2,870 |
|
|
|
399 |
|
Tapestry Inc |
|
|
3,966 |
|
|
|
188 |
|
Toll Brothers Inc |
|
|
4,720 |
|
|
|
611 |
|
TopBuild Corp * |
|
|
1,470 |
|
|
|
648 |
|
Travel + Leisure Co |
|
|
8,488 |
|
|
|
416 |
|
Ulta Beauty Inc * |
|
|
880 |
|
|
|
460 |
|
Valvoline Inc * |
|
|
8,673 |
|
|
|
387 |
|
Williams-Sonoma Inc |
|
|
1,270 |
|
|
|
403 |
|
Wynn Resorts Ltd |
|
|
690 |
|
|
|
71 |
|
Yum! Brands Inc |
|
|
3,130 |
|
|
|
434 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,596 |
|
Consumer Staples — 3.4% |
|
|
|
|
Boston Beer Co Inc/The, Cl A * |
|
|
270 |
|
|
|
82 |
|
Casey's General Stores Inc |
|
|
597 |
|
|
|
190 |
|
Celsius Holdings Inc * |
|
|
750 |
|
|
|
62 |
|
Clorox Co/The |
|
|
670 |
|
|
|
102 |
|
Constellation Brands Inc, Cl A |
|
|
908 |
|
|
|
247 |
|
Darling Ingredients Inc * |
|
|
5,856 |
|
|
|
272 |
|
Dollar Tree Inc * |
|
|
1,540 |
|
|
|
205 |
|
Grocery Outlet Holding Corp * |
|
|
4,260 |
|
|
|
123 |
|
Ingredion Inc |
|
|
2,172 |
|
|
|
254 |
|
Kroger Co/The |
|
|
4,270 |
|
|
|
244 |
|
Lamb Weston Holdings Inc |
|
|
2,139 |
|
|
|
228 |
|
Performance Food Group Co * |
|
|
1,830 |
|
|
|
137 |
|
Post Holdings Inc * |
|
|
1,210 |
|
|
|
129 |
|
TreeHouse Foods Inc * |
|
|
5,648 |
|
|
|
220 |
|
Tyson Foods Inc, Cl A |
|
|
5,296 |
|
|
|
311 |
|
US Foods Holding Corp * |
|
|
2,300 |
|
|
|
124 |
|
Walgreens Boots Alliance Inc |
|
|
4,240 |
|
|
|
92 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,022 |
|
Energy — 4.6% |
|
|
|
|
Antero Midstream Corp |
|
|
14,167 |
|
|
|
199 |
|
Antero Resources Corp * |
|
|
5,290 |
|
|
|
154 |
|
APA Corp |
|
|
5,940 |
|
|
|
204 |
|
Baker Hughes Co, Cl A |
|
|
3,830 |
|
|
|
129 |
|
ChampionX Corp |
|
|
8,030 |
|
|
|
288 |
|
Cheniere Energy Inc |
|
|
2,234 |
|
|
|
360 |
|
Coterra Energy Inc |
|
|
9,048 |
|
|
|
252 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Mid-Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Diamondback Energy Inc, Cl A |
|
|
1,353 |
|
|
$ |
268 |
|
DT Midstream Inc |
|
|
1,835 |
|
|
|
112 |
|
Halliburton Co |
|
|
3,480 |
|
|
|
137 |
|
Marathon Petroleum Corp |
|
|
665 |
|
|
|
134 |
|
Permian Resources Corp, Cl A |
|
|
15,702 |
|
|
|
277 |
|
Phillips 66 |
|
|
2,485 |
|
|
|
406 |
|
Southwestern Energy Co * |
|
|
13,240 |
|
|
|
101 |
|
Targa Resources Corp |
|
|
4,206 |
|
|
|
471 |
|
TechnipFMC PLC |
|
|
12,790 |
|
|
|
321 |
|
Texas Pacific Land Corp |
|
|
186 |
|
|
|
108 |
|
Valero Energy Corp |
|
|
850 |
|
|
|
145 |
|
Williams Cos Inc/The |
|
|
3,002 |
|
|
|
117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,183 |
|
Financials — 17.8% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
590 |
|
|
|
99 |
|
Affirm Holdings Inc, Cl A * |
|
|
1,920 |
|
|
|
72 |
|
Aflac Inc |
|
|
2,910 |
|
|
|
250 |
|
Allstate Corp/The |
|
|
4,502 |
|
|
|
779 |
|
American International Group Inc |
|
|
4,413 |
|
|
|
345 |
|
Ameriprise Financial Inc |
|
|
886 |
|
|
|
388 |
|
Apollo Global Management Inc |
|
|
8,268 |
|
|
|
930 |
|
Arch Capital Group Ltd * |
|
|
2,527 |
|
|
|
234 |
|
Assurant Inc |
|
|
670 |
|
|
|
126 |
|
Axis Capital Holdings Ltd |
|
|
4,890 |
|
|
|
318 |
|
Bank of New York Mellon Corp/The |
|
|
5,600 |
|
|
|
323 |
|
Bank OZK |
|
|
4,630 |
|
|
|
210 |
|
Block Inc, Cl A * |
|
|
6,566 |
|
|
|
555 |
|
Blue Owl Capital Inc, Cl A |
|
|
12,440 |
|
|
|
235 |
|
Brown & Brown Inc |
|
|
2,450 |
|
|
|
214 |
|
Cboe Global Markets Inc |
|
|
1,170 |
|
|
|
215 |
|
Chimera Investment Corp ‡ |
|
|
20,232 |
|
|
|
93 |
|
Cincinnati Financial Corp |
|
|
2,490 |
|
|
|
309 |
|
Corpay Inc * |
|
|
1,647 |
|
|
|
508 |
|
Discover Financial Services |
|
|
3,148 |
|
|
|
413 |
|
Equitable Holdings Inc |
|
|
2,320 |
|
|
|
88 |
|
Evercore Inc, Cl A |
|
|
690 |
|
|
|
133 |
|
Everest Group Ltd |
|
|
637 |
|
|
|
253 |
|
Eversource Energy |
|
|
4,950 |
|
|
|
296 |
|
Fidelity National Information Services Inc, Cl B |
|
|
1,390 |
|
|
|
103 |
|
Fifth Third Bancorp |
|
|
5,240 |
|
|
|
195 |
|
First Horizon Corp |
|
|
27,291 |
|
|
|
420 |
|
FNB Corp/PA |
|
|
5,524 |
|
|
|
78 |
|
Franklin Resources Inc |
|
|
8,570 |
|
|
|
241 |
|
Global Payments Inc |
|
|
3,488 |
|
|
|
466 |
|
Globe Life Inc |
|
|
737 |
|
|
|
86 |
|
Hartford Financial Services Group Inc/The |
|
|
1,160 |
|
|
|
120 |
|
Jefferies Financial Group Inc |
|
|
2,730 |
|
|
|
120 |
|
Kinsale Capital Group Inc |
|
|
170 |
|
|
|
89 |
|
Loews Corp |
|
|
1,780 |
|
|
|
139 |
|
M&T Bank Corp |
|
|
2,320 |
|
|
|
337 |
|
MarketAxess Holdings Inc |
|
|
940 |
|
|
|
206 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MGIC Investment Corp |
|
|
21,150 |
|
|
$ |
473 |
|
MSCI Inc, Cl A |
|
|
1,061 |
|
|
|
595 |
|
Old Republic International Corp |
|
|
4,430 |
|
|
|
136 |
|
Pinnacle Financial Partners Inc |
|
|
5,342 |
|
|
|
459 |
|
Popular Inc |
|
|
5,620 |
|
|
|
495 |
|
Primerica Inc |
|
|
1,553 |
|
|
|
393 |
|
Progressive Corp/The |
|
|
995 |
|
|
|
206 |
|
Prosperity Bancshares Inc |
|
|
1,100 |
|
|
|
72 |
|
Reinsurance Group of America Inc, Cl A |
|
|
2,445 |
|
|
|
472 |
|
Rithm Capital Corp ‡ |
|
|
7,330 |
|
|
|
82 |
|
SLM Corp |
|
|
13,568 |
|
|
|
296 |
|
Stifel Financial Corp |
|
|
3,572 |
|
|
|
279 |
|
StoneCo Ltd, Cl A * |
|
|
8,750 |
|
|
|
145 |
|
Synchrony Financial |
|
|
6,190 |
|
|
|
267 |
|
Voya Financial Inc |
|
|
3,470 |
|
|
|
257 |
|
W R Berkley Corp |
|
|
5,572 |
|
|
|
493 |
|
Webster Financial Corp |
|
|
3,651 |
|
|
|
185 |
|
Western Union Co/The |
|
|
14,370 |
|
|
|
201 |
|
WEX Inc * |
|
|
470 |
|
|
|
112 |
|
Willis Towers Watson PLC |
|
|
1,074 |
|
|
|
295 |
|
Zions Bancorp NA |
|
|
3,550 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,053 |
|
Health Care — 11.3% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
2,650 |
|
|
|
99 |
|
Align Technology Inc * |
|
|
398 |
|
|
|
131 |
|
Cardinal Health Inc |
|
|
1,870 |
|
|
|
209 |
|
Catalent Inc * |
|
|
1,900 |
|
|
|
107 |
|
Cencora Inc, Cl A |
|
|
3,261 |
|
|
|
792 |
|
Chemed Corp |
|
|
484 |
|
|
|
311 |
|
DaVita Inc * |
|
|
2 |
|
|
|
— |
|
Dexcom Inc * |
|
|
1,040 |
|
|
|
144 |
|
Encompass Health Corp |
|
|
4,555 |
|
|
|
376 |
|
Envista Holdings Corp * |
|
|
5,336 |
|
|
|
114 |
|
Exact Sciences Corp * |
|
|
1,640 |
|
|
|
113 |
|
Exelixis Inc * |
|
|
22,375 |
|
|
|
531 |
|
Hologic Inc * |
|
|
5,646 |
|
|
|
440 |
|
Humana Inc |
|
|
550 |
|
|
|
252 |
|
ICON PLC * |
|
|
2,160 |
|
|
|
726 |
|
IDEXX Laboratories Inc * |
|
|
1,020 |
|
|
|
551 |
|
Illumina Inc * |
|
|
625 |
|
|
|
86 |
|
Incyte Corp * |
|
|
8,260 |
|
|
|
471 |
|
Insulet Corp * |
|
|
1,340 |
|
|
|
230 |
|
IQVIA Holdings Inc * |
|
|
1,778 |
|
|
|
450 |
|
Jazz Pharmaceuticals PLC * |
|
|
844 |
|
|
|
102 |
|
Laboratory Corp of America Holdings |
|
|
1,430 |
|
|
|
312 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
11,474 |
|
|
|
100 |
|
Medpace Holdings Inc * |
|
|
1,920 |
|
|
|
776 |
|
Mettler-Toledo International Inc * |
|
|
241 |
|
|
|
321 |
|
Molina Healthcare Inc * |
|
|
620 |
|
|
|
255 |
|
Neurocrine Biosciences Inc * |
|
|
2,455 |
|
|
|
339 |
|
Organon & Co |
|
|
14,100 |
|
|
|
265 |
|
Perrigo Co PLC |
|
|
7,791 |
|
|
|
251 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ResMed Inc |
|
|
1,420 |
|
|
$ |
281 |
|
Royalty Pharma PLC, Cl A |
|
|
2,713 |
|
|
|
82 |
|
Shockwave Medical Inc * |
|
|
600 |
|
|
|
195 |
|
United Therapeutics Corp * |
|
|
330 |
|
|
|
76 |
|
Veeva Systems Inc, Cl A * |
|
|
2,039 |
|
|
|
472 |
|
Zimmer Biomet Holdings Inc |
|
|
2,056 |
|
|
|
271 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,231 |
|
Industrials — 20.6% |
|
|
|
|
Acuity Brands Inc |
|
|
280 |
|
|
|
75 |
|
AECOM |
|
|
3,480 |
|
|
|
341 |
|
AerCap Holdings NV * |
|
|
4,341 |
|
|
|
377 |
|
Allegion plc |
|
|
2,308 |
|
|
|
311 |
|
Allison Transmission Holdings Inc |
|
|
2,950 |
|
|
|
239 |
|
AMETEK Inc |
|
|
427 |
|
|
|
78 |
|
Armstrong World Industries Inc |
|
|
1,932 |
|
|
|
240 |
|
AZEK Co Inc/The, Cl A * |
|
|
8,250 |
|
|
|
414 |
|
Carrier Global Corp |
|
|
3,890 |
|
|
|
226 |
|
Cintas Corp |
|
|
1,000 |
|
|
|
687 |
|
Clean Harbors Inc * |
|
|
2,818 |
|
|
|
567 |
|
Curtiss-Wright Corp |
|
|
330 |
|
|
|
84 |
|
Delta Air Lines Inc, Cl A |
|
|
6,600 |
|
|
|
316 |
|
Dover Corp |
|
|
2,449 |
|
|
|
434 |
|
EMCOR Group Inc |
|
|
2,350 |
|
|
|
823 |
|
Esab Corp |
|
|
3,540 |
|
|
|
391 |
|
Fastenal Co, Cl A |
|
|
9,327 |
|
|
|
720 |
|
Flowserve Corp |
|
|
4,560 |
|
|
|
208 |
|
Genpact Ltd |
|
|
5,642 |
|
|
|
186 |
|
GXO Logistics Inc * |
|
|
1,760 |
|
|
|
95 |
|
Hexcel Corp, Cl A |
|
|
3,578 |
|
|
|
261 |
|
Howmet Aerospace Inc |
|
|
9,830 |
|
|
|
673 |
|
Ingersoll Rand Inc |
|
|
1,940 |
|
|
|
184 |
|
ITT Inc |
|
|
1,010 |
|
|
|
137 |
|
L3Harris Technologies Inc |
|
|
852 |
|
|
|
182 |
|
Leidos Holdings Inc |
|
|
3,085 |
|
|
|
404 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
940 |
|
|
|
91 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
960 |
|
|
|
211 |
|
Oshkosh Corp |
|
|
5,040 |
|
|
|
629 |
|
Otis Worldwide Corp |
|
|
7,115 |
|
|
|
706 |
|
PACCAR Inc |
|
|
5,505 |
|
|
|
682 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,756 |
|
|
|
976 |
|
Paychex Inc |
|
|
4,320 |
|
|
|
531 |
|
Quanta Services Inc |
|
|
370 |
|
|
|
96 |
|
Regal Rexnord Corp |
|
|
2,891 |
|
|
|
521 |
|
Republic Services Inc |
|
|
1,644 |
|
|
|
315 |
|
Science Applications International Corp |
|
|
580 |
|
|
|
76 |
|
Snap-on Inc |
|
|
1,236 |
|
|
|
366 |
|
Tetra Tech Inc |
|
|
1,670 |
|
|
|
309 |
|
Textron Inc |
|
|
6,430 |
|
|
|
617 |
|
Trane Technologies PLC |
|
|
2,113 |
|
|
|
634 |
|
TransDigm Group Inc |
|
|
170 |
|
|
|
209 |
|
United Rentals Inc |
|
|
718 |
|
|
|
518 |
|
Verisk Analytics Inc, Cl A |
|
|
1,270 |
|
|
|
299 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WESCO International Inc |
|
|
2,144 |
|
|
$ |
367 |
|
Westinghouse Air Brake Technologies Corp |
|
|
1,913 |
|
|
|
279 |
|
Woodward Inc |
|
|
2,010 |
|
|
|
310 |
|
WW Grainger Inc |
|
|
793 |
|
|
|
807 |
|
Xylem Inc/NY |
|
|
3,128 |
|
|
|
404 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,606 |
|
Information Technology — 11.9% |
|
|
|
|
Akamai Technologies Inc * |
|
|
3,420 |
|
|
|
372 |
|
Amdocs Ltd |
|
|
826 |
|
|
|
75 |
|
Amphenol Corp, Cl A |
|
|
935 |
|
|
|
108 |
|
ANSYS Inc * |
|
|
657 |
|
|
|
228 |
|
AppLovin Corp, Cl A * |
|
|
4,180 |
|
|
|
289 |
|
Arista Networks Inc * |
|
|
1,020 |
|
|
|
296 |
|
Cadence Design Systems Inc * |
|
|
865 |
|
|
|
269 |
|
Ciena Corp * |
|
|
857 |
|
|
|
42 |
|
Cirrus Logic Inc * |
|
|
2,590 |
|
|
|
240 |
|
Cloudflare Inc, Cl A * |
|
|
1,318 |
|
|
|
128 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,620 |
|
|
|
119 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
950 |
|
|
|
305 |
|
Datadog Inc, Cl A * |
|
|
2,035 |
|
|
|
252 |
|
DocuSign Inc, Cl A * |
|
|
5,600 |
|
|
|
334 |
|
Elastic NV * |
|
|
1,950 |
|
|
|
195 |
|
F5 Inc, Cl A * |
|
|
1,762 |
|
|
|
334 |
|
Fair Isaac Corp * |
|
|
233 |
|
|
|
291 |
|
Gen Digital Inc |
|
|
23,719 |
|
|
|
531 |
|
GoDaddy Inc, Cl A * |
|
|
2,889 |
|
|
|
343 |
|
HubSpot Inc * |
|
|
557 |
|
|
|
349 |
|
Keysight Technologies Inc * |
|
|
1,921 |
|
|
|
300 |
|
Lattice Semiconductor Corp * |
|
|
1,510 |
|
|
|
118 |
|
Manhattan Associates Inc * |
|
|
2,295 |
|
|
|
574 |
|
Marvell Technology Inc |
|
|
3,660 |
|
|
|
259 |
|
Microchip Technology Inc |
|
|
4,676 |
|
|
|
420 |
|
Monolithic Power Systems Inc |
|
|
130 |
|
|
|
88 |
|
Motorola Solutions Inc |
|
|
220 |
|
|
|
78 |
|
NetApp Inc |
|
|
6,328 |
|
|
|
664 |
|
Nutanix Inc, Cl A * |
|
|
3,700 |
|
|
|
228 |
|
Okta Inc, Cl A * |
|
|
2,710 |
|
|
|
284 |
|
Palantir Technologies Inc, Cl A * |
|
|
9,440 |
|
|
|
217 |
|
Pegasystems Inc |
|
|
3,781 |
|
|
|
244 |
|
PTC Inc * |
|
|
1,612 |
|
|
|
305 |
|
Pure Storage Inc, Cl A * |
|
|
3,140 |
|
|
|
163 |
|
Qorvo Inc * |
|
|
2,925 |
|
|
|
336 |
|
Smartsheet Inc, Cl A * |
|
|
9,856 |
|
|
|
379 |
|
Synopsys Inc * |
|
|
474 |
|
|
|
271 |
|
TD SYNNEX Corp |
|
|
1,340 |
|
|
|
152 |
|
UiPath Inc, Cl A * |
|
|
8,368 |
|
|
|
190 |
|
Unity Software Inc * |
|
|
2,750 |
|
|
|
73 |
|
VeriSign Inc * |
|
|
382 |
|
|
|
72 |
|
Western Digital Corp * |
|
|
1,670 |
|
|
|
114 |
|
Zscaler Inc * |
|
|
550 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,735 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Mid-Cap Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Materials — 3.6% |
|
|
|
|
Alcoa Corp |
|
|
2,800 |
|
|
$ |
95 |
|
AptarGroup Inc |
|
|
1,320 |
|
|
|
190 |
|
Arcadium Lithium PLC * |
|
|
24,370 |
|
|
|
105 |
|
Ashland Inc |
|
|
1,647 |
|
|
|
160 |
|
Axalta Coating Systems Ltd * |
|
|
7,348 |
|
|
|
253 |
|
Berry Global Group Inc |
|
|
3,229 |
|
|
|
195 |
|
Eagle Materials Inc |
|
|
2,210 |
|
|
|
601 |
|
FMC Corp |
|
|
3,663 |
|
|
|
233 |
|
International Flavors & Fragrances Inc |
|
|
2,506 |
|
|
|
216 |
|
NewMarket Corp |
|
|
423 |
|
|
|
268 |
|
Nucor Corp |
|
|
2,710 |
|
|
|
536 |
|
PPG Industries Inc |
|
|
650 |
|
|
|
94 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
1,148 |
|
|
|
86 |
|
SSR Mining Inc |
|
|
17,966 |
|
|
|
80 |
|
Vulcan Materials Co |
|
|
410 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,224 |
|
Real Estate — 5.5% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,889 |
|
|
|
372 |
|
Boston Properties Inc ‡ |
|
|
6,280 |
|
|
|
410 |
|
Camden Property Trust ‡ |
|
|
1,190 |
|
|
|
117 |
|
Cousins Properties Inc ‡ |
|
|
7,770 |
|
|
|
187 |
|
CubeSmart ‡ |
|
|
1,790 |
|
|
|
81 |
|
EPR Properties, Cl A ‡ |
|
|
7,190 |
|
|
|
305 |
|
Equity Residential ‡ |
|
|
1,190 |
|
|
|
75 |
|
Essex Property Trust Inc ‡ |
|
|
771 |
|
|
|
189 |
|
Federal Realty Investment Trust ‡ |
|
|
956 |
|
|
|
98 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
7,062 |
|
|
|
100 |
|
Healthpeak Properties Inc ‡ |
|
|
8,940 |
|
|
|
168 |
|
Host Hotels & Resorts Inc ‡ |
|
|
17,696 |
|
|
|
366 |
|
Invitation Homes Inc ‡ |
|
|
2,600 |
|
|
|
93 |
|
Kilroy Realty Corp ‡ |
|
|
3,460 |
|
|
|
126 |
|
Kimco Realty Corp ‡ |
|
|
7,620 |
|
|
|
149 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,106 |
|
|
|
145 |
|
National Storage Affiliates Trust ‡ |
|
|
2,930 |
|
|
|
115 |
|
Park Hotels & Resorts Inc ‡ |
|
|
25,510 |
|
|
|
446 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,790 |
|
|
|
241 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,260 |
|
|
|
273 |
|
Simon Property Group Inc ‡ |
|
|
863 |
|
|
|
135 |
|
Ventas Inc ‡ |
|
|
2,974 |
|
|
|
129 |
|
VICI Properties Inc, Cl A ‡ |
|
|
2,880 |
|
|
|
86 |
|
Welltower Inc ‡ |
|
|
5,915 |
|
|
|
553 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,959 |
|
Utilities — 3.3% |
|
|
|
|
Alliant Energy Corp |
|
|
1,490 |
|
|
|
75 |
|
American Water Works Co Inc |
|
|
730 |
|
|
|
89 |
|
Brookfield Renewable Corp, Cl A |
|
|
7,280 |
|
|
|
179 |
|
CenterPoint Energy Inc |
|
|
10,632 |
|
|
|
303 |
|
CMS Energy Corp |
|
|
1,770 |
|
|
|
107 |
|
Consolidated Edison Inc |
|
|
810 |
|
|
|
73 |
|
Constellation Energy Corp |
|
|
820 |
|
|
|
151 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
DTE Energy Co |
|
|
2,503 |
|
|
$ |
281 |
|
Entergy Corp |
|
|
3,157 |
|
|
|
334 |
|
Evergy Inc |
|
|
3,198 |
|
|
|
171 |
|
IDACORP Inc, Cl A |
|
|
972 |
|
|
|
90 |
|
NiSource Inc |
|
|
14,267 |
|
|
|
395 |
|
PPL Corp |
|
|
3,760 |
|
|
|
103 |
|
Public Service Enterprise Group Inc |
|
|
564 |
|
|
|
38 |
|
UGI Corp |
|
|
3,073 |
|
|
|
75 |
|
WEC Energy Group Inc |
|
|
4,005 |
|
|
|
329 |
|
Xcel Energy Inc |
|
|
2,510 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,928 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $70,177) ($ Thousands) |
|
|
|
|
|
|
88,651 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.4% |
| |
|
|
|
|
|
|
|
|
iShares Russell Mid-Cap Value ETF |
|
|
2,302 |
|
|
|
289 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $249) ($ Thousands) |
|
|
|
|
|
|
289 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
160 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
1,479,406 |
|
|
|
1,479 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $1,479) ($ Thousands) |
|
|
|
|
|
|
1,479 |
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $71,905) ($ Thousands) |
|
$ |
90,419 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
|
Percentages are based on Net Assets of $90,193 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security (see Note 6). |
As of March 31, 2024, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,512 |
|
|
$ |
6,084 |
|
|
$ |
(6,117 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,479 |
|
|
$ |
48 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
U.S. Managed Volatility Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.4% |
|
|
|
|
AT&T Inc |
|
|
580,400 |
|
|
$ |
10,215 |
|
Comcast Corp, Cl A |
|
|
235,050 |
|
|
|
10,189 |
|
Electronic Arts Inc |
|
|
17,564 |
|
|
|
2,330 |
|
Fox Corp, Cl A |
|
|
92,000 |
|
|
|
2,877 |
|
Fox Corp, Cl B |
|
|
28,963 |
|
|
|
829 |
|
IDT Corp, Cl B |
|
|
5,197 |
|
|
|
197 |
|
Madison Square Garden Sports Corp * |
|
|
496 |
|
|
|
92 |
|
Netflix Inc * |
|
|
1,392 |
|
|
|
845 |
|
New York Times Co/The, Cl A |
|
|
26,439 |
|
|
|
1,143 |
|
Omnicom Group Inc |
|
|
29,345 |
|
|
|
2,839 |
|
Scholastic Corp, Cl B |
|
|
1,807 |
|
|
|
68 |
|
SK Telecom Co Ltd ADR |
|
|
84,213 |
|
|
|
1,816 |
|
Spok Holdings Inc |
|
|
16,066 |
|
|
|
256 |
|
Spotify Technology SA * |
|
|
10,365 |
|
|
|
2,735 |
|
TEGNA Inc |
|
|
171,600 |
|
|
|
2,564 |
|
T-Mobile US Inc |
|
|
17,744 |
|
|
|
2,896 |
|
Verizon Communications Inc |
|
|
353,054 |
|
|
|
14,814 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
56,705 |
|
Consumer Discretionary — 5.2% |
|
|
|
|
AutoZone Inc * |
|
|
900 |
|
|
|
2,837 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
13,300 |
|
|
|
1,328 |
|
eBay Inc |
|
|
38,300 |
|
|
|
2,021 |
|
Gentex Corp |
|
|
15,221 |
|
|
|
550 |
|
Graham Holdings Co, Cl B |
|
|
149 |
|
|
|
114 |
|
Grand Canyon Education Inc * |
|
|
11,608 |
|
|
|
1,581 |
|
H&R Block Inc |
|
|
87,847 |
|
|
|
4,314 |
|
Honda Motor Co Ltd ADR (A) |
|
|
145,242 |
|
|
|
5,407 |
|
Murphy USA Inc |
|
|
18,940 |
|
|
|
7,940 |
|
ODP Corp/The * |
|
|
1,631 |
|
|
|
87 |
|
O'Reilly Automotive Inc * |
|
|
1,866 |
|
|
|
2,107 |
|
Perdoceo Education Corp |
|
|
11,637 |
|
|
|
204 |
|
Stride Inc * |
|
|
2,559 |
|
|
|
161 |
|
Sturm Ruger & Co Inc |
|
|
5,462 |
|
|
|
252 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Texas Roadhouse Inc, Cl A |
|
|
9,543 |
|
|
$ |
1,474 |
|
Toyota Motor Corp ADR |
|
|
10,600 |
|
|
|
2,668 |
|
Whirlpool Corp |
|
|
14,200 |
|
|
|
1,699 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
34,744 |
|
Consumer Staples — 16.8% |
|
|
|
|
Altria Group Inc |
|
|
142,608 |
|
|
|
6,221 |
|
Andersons Inc/The |
|
|
5,696 |
|
|
|
327 |
|
Archer-Daniels-Midland Co |
|
|
109,759 |
|
|
|
6,894 |
|
BellRing Brands Inc * |
|
|
3,975 |
|
|
|
235 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
5,168 |
|
|
|
391 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
2,401 |
|
|
|
731 |
|
Calavo Growers Inc |
|
|
2,615 |
|
|
|
73 |
|
Cal-Maine Foods Inc |
|
|
6,998 |
|
|
|
412 |
|
Campbell Soup Co |
|
|
51,788 |
|
|
|
2,302 |
|
Casey's General Stores Inc |
|
|
3,550 |
|
|
|
1,130 |
|
Central Garden & Pet Co, Cl A * |
|
|
5,305 |
|
|
|
196 |
|
Church & Dwight Co Inc |
|
|
14,333 |
|
|
|
1,495 |
|
Clorox Co/The |
|
|
25,383 |
|
|
|
3,886 |
|
Coca-Cola Co/The |
|
|
15,538 |
|
|
|
951 |
|
Coca-Cola Consolidated Inc |
|
|
426 |
|
|
|
361 |
|
Colgate-Palmolive Co |
|
|
31,371 |
|
|
|
2,825 |
|
Conagra Brands Inc |
|
|
208,643 |
|
|
|
6,184 |
|
Costco Wholesale Corp |
|
|
5,424 |
|
|
|
3,974 |
|
Dole PLC |
|
|
44,459 |
|
|
|
530 |
|
Dollar General Corp |
|
|
488 |
|
|
|
76 |
|
Energizer Holdings Inc |
|
|
11,582 |
|
|
|
341 |
|
Flowers Foods Inc |
|
|
179,810 |
|
|
|
4,270 |
|
Fresh Del Monte Produce Inc |
|
|
16,990 |
|
|
|
440 |
|
General Mills Inc |
|
|
76,368 |
|
|
|
5,343 |
|
Herbalife Ltd * |
|
|
2,040 |
|
|
|
21 |
|
Hershey Co/The |
|
|
184 |
|
|
|
36 |
|
Hormel Foods Corp |
|
|
6,500 |
|
|
|
227 |
|
Ingles Markets Inc, Cl A |
|
|
6,850 |
|
|
|
525 |
|
Ingredion Inc |
|
|
61,591 |
|
|
|
7,197 |
|
J & J Snack Foods Corp |
|
|
2,865 |
|
|
|
414 |
|
J M Smucker Co/The |
|
|
1 |
|
|
|
— |
|
John B Sanfilippo & Son Inc |
|
|
4,472 |
|
|
|
474 |
|
Kellanova |
|
|
118,987 |
|
|
|
6,817 |
|
Keurig Dr Pepper Inc |
|
|
28,941 |
|
|
|
888 |
|
Kimberly-Clark Corp |
|
|
17,429 |
|
|
|
2,254 |
|
Kraft Heinz Co/The |
|
|
219,400 |
|
|
|
8,096 |
|
Kroger Co/The |
|
|
175,600 |
|
|
|
10,032 |
|
Lancaster Colony Corp |
|
|
3,415 |
|
|
|
709 |
|
Medifast Inc |
|
|
266 |
|
|
|
10 |
|
Molson Coors Beverage Co, Cl B |
|
|
96,184 |
|
|
|
6,468 |
|
Mondelez International Inc, Cl A |
|
|
6,689 |
|
|
|
468 |
|
Monster Beverage Corp * |
|
|
12,483 |
|
|
|
740 |
|
National Beverage Corp, Cl A * |
|
|
576 |
|
|
|
27 |
|
Oil-Dri Corp of America |
|
|
3,512 |
|
|
|
262 |
|
PepsiCo Inc |
|
|
8,025 |
|
|
|
1,404 |
|
Pilgrim's Pride Corp * |
|
|
35,531 |
|
|
|
1,219 |
|
Post Holdings Inc * |
|
|
6,908 |
|
|
|
734 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Procter & Gamble Co/The |
|
|
19,537 |
|
|
$ |
3,170 |
|
Reynolds Consumer Products Inc |
|
|
35,117 |
|
|
|
1,003 |
|
Seaboard Corp |
|
|
154 |
|
|
|
496 |
|
Simply Good Foods Co/The * |
|
|
4,870 |
|
|
|
166 |
|
SpartanNash Co |
|
|
7,405 |
|
|
|
150 |
|
Sprouts Farmers Market Inc * |
|
|
543 |
|
|
|
35 |
|
TreeHouse Foods Inc * |
|
|
6,459 |
|
|
|
252 |
|
Tyson Foods Inc, Cl A |
|
|
32,706 |
|
|
|
1,921 |
|
Universal Corp/VA |
|
|
7,808 |
|
|
|
404 |
|
Vector Group Ltd |
|
|
23,137 |
|
|
|
254 |
|
Village Super Market Inc, Cl A |
|
|
10,871 |
|
|
|
311 |
|
Vita Coco Co Inc/The * |
|
|
470 |
|
|
|
11 |
|
Vital Farms Inc * |
|
|
19,818 |
|
|
|
461 |
|
Walmart Inc |
|
|
78,698 |
|
|
|
4,735 |
|
Weis Markets Inc |
|
|
4,294 |
|
|
|
277 |
|
WK Kellogg Co |
|
|
35,172 |
|
|
|
661 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
112,917 |
|
Energy — 3.2% |
|
|
|
|
Chesapeake Energy Corp (A) |
|
|
40,400 |
|
|
|
3,589 |
|
Chevron Corp |
|
|
34,400 |
|
|
|
5,426 |
|
CONSOL Energy Inc |
|
|
2,197 |
|
|
|
184 |
|
Dorian LPG Ltd |
|
|
1,035 |
|
|
|
40 |
|
DT Midstream Inc |
|
|
44,600 |
|
|
|
2,725 |
|
Excelerate Energy Inc, Cl A |
|
|
1,051 |
|
|
|
17 |
|
Exxon Mobil Corp |
|
|
76,251 |
|
|
|
8,863 |
|
Gulfport Energy Corp * |
|
|
2,778 |
|
|
|
445 |
|
International Seaways Inc |
|
|
427 |
|
|
|
23 |
|
Teekay Corp * |
|
|
22,033 |
|
|
|
160 |
|
Teekay Tankers Ltd, Cl A |
|
|
4,724 |
|
|
|
276 |
|
Weatherford International PLC * |
|
|
864 |
|
|
|
100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,848 |
|
Financials — 12.5% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
2,153 |
|
|
|
27 |
|
Aflac Inc |
|
|
111,500 |
|
|
|
9,573 |
|
Allstate Corp/The |
|
|
8,217 |
|
|
|
1,422 |
|
AMERISAFE Inc |
|
|
257 |
|
|
|
13 |
|
Aon PLC, Cl A |
|
|
2,995 |
|
|
|
999 |
|
AssetMark Financial Holdings Inc * |
|
|
4,986 |
|
|
|
177 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
2,332 |
|
|
|
69 |
|
Bank of New York Mellon Corp/The |
|
|
134,800 |
|
|
|
7,767 |
|
Bankwell Financial Group Inc |
|
|
585 |
|
|
|
15 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
9,100 |
|
|
|
3,827 |
|
Canadian Imperial Bank of Commerce |
|
|
58,800 |
|
|
|
2,984 |
|
Cboe Global Markets Inc |
|
|
17,895 |
|
|
|
3,288 |
|
Chicago Atlantic Real Estate Finance ‡ |
|
|
7,728 |
|
|
|
122 |
|
CME Group Inc, Cl A |
|
|
1,632 |
|
|
|
351 |
|
Corebridge Financial Inc |
|
|
16,490 |
|
|
|
474 |
|
Diamond Hill Investment Group Inc |
|
|
90 |
|
|
|
14 |
|
Donegal Group Inc, Cl A |
|
|
3,742 |
|
|
|
53 |
|
Employers Holdings Inc |
|
|
12,136 |
|
|
|
551 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Everest Group Ltd |
|
|
7,870 |
|
|
$ |
3,128 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
44 |
|
|
|
72 |
|
Globe Life Inc |
|
|
2,957 |
|
|
|
344 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
2,593 |
|
|
|
32 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
7,824 |
|
|
|
1,065 |
|
Hartford Financial Services Group Inc/The |
|
|
100,400 |
|
|
|
10,346 |
|
Loblaw Cos Ltd |
|
|
20,000 |
|
|
|
2,218 |
|
LPL Financial Holdings Inc |
|
|
8,820 |
|
|
|
2,330 |
|
Markel Group Inc * |
|
|
581 |
|
|
|
884 |
|
Mercury General Corp |
|
|
6,870 |
|
|
|
355 |
|
MetLife Inc |
|
|
17,000 |
|
|
|
1,260 |
|
Northeast Community Bancorp |
|
|
15,888 |
|
|
|
250 |
|
OceanFirst Financial Corp |
|
|
89,610 |
|
|
|
1,471 |
|
Old Republic International Corp |
|
|
97,000 |
|
|
|
2,980 |
|
Progressive Corp/The |
|
|
10,370 |
|
|
|
2,145 |
|
Reinsurance Group of America Inc, Cl A |
|
|
8,017 |
|
|
|
1,546 |
|
Safety Insurance Group Inc |
|
|
3,728 |
|
|
|
306 |
|
Selective Insurance Group Inc |
|
|
4,270 |
|
|
|
466 |
|
Sixth Street Specialty Lending Inc |
|
|
90,500 |
|
|
|
1,939 |
|
Skyward Specialty Insurance Group Inc * |
|
|
4,774 |
|
|
|
179 |
|
Travelers Cos Inc/The |
|
|
18,661 |
|
|
|
4,295 |
|
Universal Insurance Holdings Inc |
|
|
14,675 |
|
|
|
298 |
|
Unum Group |
|
|
26,307 |
|
|
|
1,412 |
|
Virtu Financial Inc, Cl A |
|
|
13,563 |
|
|
|
278 |
|
W R Berkley Corp |
|
|
23,881 |
|
|
|
2,112 |
|
WaFd Inc |
|
|
79,300 |
|
|
|
2,302 |
|
Western Union Co/The |
|
|
498,620 |
|
|
|
6,971 |
|
White Mountains Insurance Group Ltd |
|
|
345 |
|
|
|
619 |
|
Willis Towers Watson PLC |
|
|
3,371 |
|
|
|
927 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
84,256 |
|
Health Care — 19.9% |
|
|
|
|
Abbott Laboratories |
|
|
5,822 |
|
|
|
662 |
|
AbbVie Inc |
|
|
25,562 |
|
|
|
4,655 |
|
ACADIA Pharmaceuticals Inc * |
|
|
8,085 |
|
|
|
149 |
|
ADMA Biologics Inc * |
|
|
42,203 |
|
|
|
279 |
|
Agilent Technologies Inc |
|
|
9,698 |
|
|
|
1,411 |
|
Alkermes PLC * |
|
|
15,434 |
|
|
|
418 |
|
Amgen Inc, Cl A |
|
|
27,239 |
|
|
|
7,745 |
|
Amneal Pharmaceuticals Inc * |
|
|
20,034 |
|
|
|
121 |
|
Amphastar Pharmaceuticals Inc * |
|
|
4,039 |
|
|
|
177 |
|
ANI Pharmaceuticals Inc * |
|
|
3,711 |
|
|
|
257 |
|
Anika Therapeutics Inc * |
|
|
13,447 |
|
|
|
342 |
|
Arcellx Inc * |
|
|
797 |
|
|
|
55 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
4,688 |
|
|
|
158 |
|
Ardelyx Inc * |
|
|
12,175 |
|
|
|
89 |
|
Avista Public Acquisition Corp II, Cl W * |
|
|
10,284 |
|
|
|
56 |
|
Becton Dickinson & Co |
|
|
1,244 |
|
|
|
308 |
|
Bristol-Myers Squibb Co |
|
|
228,601 |
|
|
|
12,397 |
|
Bruker Corp |
|
|
10,392 |
|
|
|
976 |
|
Cardinal Health Inc |
|
|
63,600 |
|
|
|
7,117 |
|
Catalyst Pharmaceuticals Inc * |
|
|
16,623 |
|
|
|
265 |
|
Cigna Group/The |
|
|
20,678 |
|
|
|
7,510 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Collegium Pharmaceutical Inc * |
|
|
6,225 |
|
|
$ |
242 |
|
Cross Country Healthcare Inc * |
|
|
765 |
|
|
|
14 |
|
CVS Health Corp |
|
|
137,637 |
|
|
|
10,978 |
|
DaVita Inc * |
|
|
8,939 |
|
|
|
1,234 |
|
Deciphera Pharmaceuticals Inc * |
|
|
4,298 |
|
|
|
68 |
|
Dynavax Technologies Corp * |
|
|
19,605 |
|
|
|
243 |
|
Elevance Health Inc |
|
|
5,749 |
|
|
|
2,981 |
|
Eli Lilly & Co |
|
|
763 |
|
|
|
594 |
|
Exelixis Inc * |
|
|
123,169 |
|
|
|
2,923 |
|
Gilead Sciences Inc |
|
|
156,218 |
|
|
|
11,443 |
|
Haemonetics Corp * |
|
|
512 |
|
|
|
44 |
|
Halozyme Therapeutics Inc * |
|
|
7,023 |
|
|
|
286 |
|
Harmony Biosciences Holdings Inc * |
|
|
3,530 |
|
|
|
119 |
|
HealthEquity Inc * |
|
|
1,335 |
|
|
|
109 |
|
HealthStream Inc |
|
|
8,761 |
|
|
|
234 |
|
Hologic Inc * |
|
|
28,365 |
|
|
|
2,211 |
|
Humana Inc |
|
|
8,169 |
|
|
|
2,832 |
|
Incyte Corp * |
|
|
83,397 |
|
|
|
4,751 |
|
Innoviva Inc * |
|
|
18,718 |
|
|
|
285 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
3,131 |
|
|
|
217 |
|
iRadimed Corp |
|
|
3,321 |
|
|
|
146 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
9,997 |
|
|
|
87 |
|
Jazz Pharmaceuticals PLC * |
|
|
26,400 |
|
|
|
3,179 |
|
Johnson & Johnson |
|
|
25,761 |
|
|
|
4,075 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
8,700 |
|
|
|
172 |
|
Ligand Pharmaceuticals Inc * |
|
|
843 |
|
|
|
62 |
|
MacroGenics Inc * |
|
|
2,045 |
|
|
|
30 |
|
McKesson Corp |
|
|
14,000 |
|
|
|
7,516 |
|
Merck & Co Inc |
|
|
83,930 |
|
|
|
11,075 |
|
Mesa Laboratories Inc |
|
|
531 |
|
|
|
58 |
|
MiMedx Group Inc * |
|
|
18,108 |
|
|
|
139 |
|
Mirum Pharmaceuticals Inc * |
|
|
2,420 |
|
|
|
61 |
|
Myriad Genetics Inc * |
|
|
990 |
|
|
|
21 |
|
National HealthCare Corp |
|
|
1,863 |
|
|
|
176 |
|
Neurocrine Biosciences Inc * |
|
|
20,694 |
|
|
|
2,854 |
|
Option Care Health Inc * |
|
|
7,699 |
|
|
|
258 |
|
OraSure Technologies Inc * |
|
|
33,529 |
|
|
|
206 |
|
Organon & Co |
|
|
24,839 |
|
|
|
467 |
|
Pacira BioSciences Inc * |
|
|
2,565 |
|
|
|
75 |
|
Patterson Cos Inc |
|
|
3,237 |
|
|
|
89 |
|
Pediatrix Medical Group Inc * |
|
|
7,530 |
|
|
|
76 |
|
Pfizer Inc |
|
|
134,303 |
|
|
|
3,727 |
|
Phibro Animal Health Corp, Cl A |
|
|
12,444 |
|
|
|
161 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
2,822 |
|
|
|
205 |
|
Quipt Home Medical * |
|
|
2,792 |
|
|
|
12 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,393 |
|
|
|
2,303 |
|
SIGA Technologies Inc |
|
|
9,499 |
|
|
|
81 |
|
Supernus Pharmaceuticals Inc * |
|
|
6,777 |
|
|
|
231 |
|
Tactile Systems Technology Inc * |
|
|
5,314 |
|
|
|
86 |
|
TruBridge Inc * |
|
|
1,258 |
|
|
|
12 |
|
UFP Technologies Inc * |
|
|
289 |
|
|
|
73 |
|
United Therapeutics Corp * |
|
|
10,079 |
|
|
|
2,315 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
UroGen Pharma * |
|
|
814 |
|
|
$ |
12 |
|
Vanda Pharmaceuticals Inc * |
|
|
24,666 |
|
|
|
101 |
|
Varex Imaging Corp * |
|
|
1,856 |
|
|
|
34 |
|
Vericel Corp * |
|
|
663 |
|
|
|
34 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,850 |
|
|
|
2,445 |
|
Viatris Inc, Cl W |
|
|
158,237 |
|
|
|
1,889 |
|
Voyager Therapeutics Inc * |
|
|
12,386 |
|
|
|
115 |
|
West Pharmaceutical Services Inc |
|
|
4,525 |
|
|
|
1,791 |
|
Zymeworks * |
|
|
20,370 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
133,618 |
|
Industrials — 10.8% |
|
|
|
|
Allison Transmission Holdings Inc |
|
|
59,400 |
|
|
|
4,821 |
|
Argan Inc |
|
|
2,752 |
|
|
|
139 |
|
Barrett Business Services Inc |
|
|
1,788 |
|
|
|
227 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
15,435 |
|
|
|
2,291 |
|
Cadre Holdings |
|
|
2,688 |
|
|
|
97 |
|
CH Robinson Worldwide Inc |
|
|
14,724 |
|
|
|
1,121 |
|
Core & Main Inc, Cl A * |
|
|
4,527 |
|
|
|
259 |
|
CSG Systems International Inc |
|
|
57,900 |
|
|
|
2,984 |
|
Cummins Inc |
|
|
16,300 |
|
|
|
4,803 |
|
Curtiss-Wright Corp |
|
|
3,988 |
|
|
|
1,021 |
|
Donaldson Co Inc, Cl A |
|
|
19,739 |
|
|
|
1,474 |
|
EMCOR Group Inc |
|
|
8,493 |
|
|
|
2,974 |
|
Enerpac Tool Group Corp, Cl A |
|
|
9,374 |
|
|
|
334 |
|
Ennis Inc |
|
|
652 |
|
|
|
13 |
|
Ferguson PLC |
|
|
9,683 |
|
|
|
2,115 |
|
FTI Consulting Inc * |
|
|
699 |
|
|
|
147 |
|
General Dynamics Corp |
|
|
9,801 |
|
|
|
2,769 |
|
Genpact Ltd |
|
|
20,565 |
|
|
|
678 |
|
Golden Ocean Group Ltd |
|
|
10,094 |
|
|
|
131 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
14,627 |
|
|
|
4,263 |
|
Huron Consulting Group Inc * |
|
|
850 |
|
|
|
82 |
|
Hyster-Yale Materials Handling Inc |
|
|
1,174 |
|
|
|
75 |
|
IBEX Holdings Ltd * |
|
|
6,521 |
|
|
|
101 |
|
Insperity Inc, Cl A |
|
|
493 |
|
|
|
54 |
|
ITT Inc |
|
|
652 |
|
|
|
89 |
|
Kelly Services Inc, Cl A |
|
|
1,069 |
|
|
|
27 |
|
Landstar System Inc |
|
|
13,438 |
|
|
|
2,590 |
|
Leidos Holdings Inc |
|
|
9,571 |
|
|
|
1,255 |
|
Lockheed Martin Corp |
|
|
20,469 |
|
|
|
9,311 |
|
LSI Industries Inc |
|
|
4,250 |
|
|
|
64 |
|
ManpowerGroup Inc |
|
|
18,476 |
|
|
|
1,434 |
|
Maximus Inc |
|
|
1,262 |
|
|
|
106 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,156 |
|
|
|
209 |
|
Mueller Industries Inc |
|
|
461 |
|
|
|
25 |
|
National Presto Industries |
|
|
4,439 |
|
|
|
372 |
|
Northrop Grumman Corp |
|
|
5,143 |
|
|
|
2,462 |
|
Otis Worldwide Corp |
|
|
4,292 |
|
|
|
426 |
|
PACCAR Inc |
|
|
39,106 |
|
|
|
4,845 |
|
Republic Services Inc |
|
|
6,433 |
|
|
|
1,231 |
|
Rollins Inc |
|
|
23,755 |
|
|
|
1,099 |
|
Ryder System Inc |
|
|
1,554 |
|
|
|
187 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Schneider National Inc, Cl B |
|
|
31,350 |
|
|
$ |
710 |
|
Science Applications International Corp |
|
|
20,000 |
|
|
|
2,608 |
|
Snap-on Inc |
|
|
20,200 |
|
|
|
5,984 |
|
Textron Inc |
|
|
35,300 |
|
|
|
3,386 |
|
Waste Management Inc |
|
|
5,720 |
|
|
|
1,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,612 |
|
Information Technology — 13.5% |
|
|
|
|
A10 Networks Inc |
|
|
17,336 |
|
|
|
237 |
|
Adeia Inc |
|
|
7,080 |
|
|
|
77 |
|
Agilysys Inc * |
|
|
181 |
|
|
|
15 |
|
Amdocs Ltd |
|
|
132,216 |
|
|
|
11,948 |
|
Appfolio Inc, Cl A * |
|
|
1,945 |
|
|
|
480 |
|
Arrow Electronics Inc, Cl A * |
|
|
38,000 |
|
|
|
4,920 |
|
Avnet Inc |
|
|
107,633 |
|
|
|
5,336 |
|
Box Inc, Cl A * |
|
|
4,005 |
|
|
|
113 |
|
Canon Inc ADR |
|
|
165,700 |
|
|
|
4,930 |
|
Cisco Systems Inc |
|
|
219,598 |
|
|
|
10,960 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
66,919 |
|
|
|
4,905 |
|
CommVault Systems Inc * |
|
|
4,913 |
|
|
|
498 |
|
CoreCard Corp * |
|
|
2,012 |
|
|
|
22 |
|
Daktronics Inc * |
|
|
15,161 |
|
|
|
151 |
|
Dolby Laboratories Inc, Cl A |
|
|
2,603 |
|
|
|
218 |
|
F5 Inc, Cl A * |
|
|
1,876 |
|
|
|
356 |
|
Gartner Inc * |
|
|
364 |
|
|
|
174 |
|
Gen Digital Inc |
|
|
30,495 |
|
|
|
683 |
|
GoDaddy Inc, Cl A * |
|
|
6,835 |
|
|
|
811 |
|
Hackett Group Inc/The |
|
|
6,131 |
|
|
|
149 |
|
Hewlett Packard Enterprise Co |
|
|
418,100 |
|
|
|
7,413 |
|
HP Inc |
|
|
95,130 |
|
|
|
2,875 |
|
Insight Enterprises Inc * |
|
|
13,100 |
|
|
|
2,430 |
|
InterDigital Inc |
|
|
2,610 |
|
|
|
278 |
|
International Business Machines Corp |
|
|
65,400 |
|
|
|
12,489 |
|
inTEST * |
|
|
1,537 |
|
|
|
20 |
|
Juniper Networks Inc |
|
|
119,300 |
|
|
|
4,421 |
|
LiveRamp Holdings Inc * |
|
|
3,186 |
|
|
|
110 |
|
Motorola Solutions Inc |
|
|
2,458 |
|
|
|
873 |
|
NetApp Inc |
|
|
43,000 |
|
|
|
4,514 |
|
Open Text Corp |
|
|
57,000 |
|
|
|
2,214 |
|
Oracle Corp, Cl B |
|
|
29,096 |
|
|
|
3,655 |
|
QUALCOMM Inc |
|
|
6,834 |
|
|
|
1,157 |
|
Qualys Inc * |
|
|
778 |
|
|
|
130 |
|
Skyworks Solutions Inc |
|
|
6,700 |
|
|
|
726 |
|
Squarespace Inc, Cl A * |
|
|
2,091 |
|
|
|
76 |
|
Super Micro Computer Inc * |
|
|
50 |
|
|
|
51 |
|
Teradata Corp * |
|
|
10,562 |
|
|
|
408 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
90,823 |
|
Materials — 3.3% |
|
|
|
|
Arch Resources Inc |
|
|
568 |
|
|
|
91 |
|
Berry Global Group Inc |
|
|
58,041 |
|
|
|
3,510 |
|
CF Industries Holdings Inc |
|
|
9,430 |
|
|
|
785 |
|
Core Molding Technologies * |
|
|
2,803 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Graphic Packaging Holding Co |
|
|
82,700 |
|
|
$ |
2,413 |
|
Innospec Inc |
|
|
807 |
|
|
|
104 |
|
International Paper Co |
|
|
47,300 |
|
|
|
1,846 |
|
NewMarket Corp |
|
|
8,679 |
|
|
|
5,508 |
|
Packaging Corp of America |
|
|
8,318 |
|
|
|
1,578 |
|
Reliance Inc |
|
|
11,400 |
|
|
|
3,810 |
|
Sonoco Products Co |
|
|
31,100 |
|
|
|
1,799 |
|
Southern Copper Corp |
|
|
3,087 |
|
|
|
329 |
|
SSR Mining Inc |
|
|
73,740 |
|
|
|
329 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,155 |
|
Real Estate — 0.2% |
|
|
|
|
Apartment Income Corp ‡ |
|
|
11,656 |
|
|
|
379 |
|
Equity Commonwealth *‡ |
|
|
11,617 |
|
|
|
219 |
|
Forestar Group Inc * |
|
|
1,828 |
|
|
|
74 |
|
RMR Group Inc/The, Cl A |
|
|
15,929 |
|
|
|
382 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,054 |
|
Utilities — 4.3% |
|
|
|
|
ALLETE Inc |
|
|
965 |
|
|
|
57 |
|
American Electric Power Co Inc |
|
|
23,300 |
|
|
|
2,006 |
|
American States Water Co |
|
|
3,559 |
|
|
|
257 |
|
Black Hills Corp, Cl A |
|
|
1,021 |
|
|
|
56 |
|
California Water Service Group, Cl A |
|
|
3,569 |
|
|
|
166 |
|
Clearway Energy Inc, Cl A |
|
|
4,172 |
|
|
|
90 |
|
Consolidated Water Co Ltd |
|
|
11,815 |
|
|
|
346 |
|
Entergy Corp |
|
|
29,700 |
|
|
|
3,139 |
|
Evergy Inc |
|
|
41,100 |
|
|
|
2,194 |
|
Genie Energy Ltd, Cl B |
|
|
13,149 |
|
|
|
198 |
|
MGE Energy Inc |
|
|
2,306 |
|
|
|
181 |
|
National Fuel Gas Co |
|
|
103,382 |
|
|
|
5,554 |
|
Northwest Natural Holding Co |
|
|
5,722 |
|
|
|
213 |
|
NRG Energy Inc |
|
|
16,281 |
|
|
|
1,102 |
|
ONE Gas Inc |
|
|
2,155 |
|
|
|
139 |
|
Otter Tail Corp |
|
|
30,200 |
|
|
|
2,609 |
|
PPL Corp |
|
|
142,100 |
|
|
|
3,912 |
|
Public Service Enterprise Group Inc |
|
|
34,300 |
|
|
|
2,291 |
|
SJW Group |
|
|
6,816 |
|
|
|
386 |
|
Spire Inc |
|
|
2,532 |
|
|
|
155 |
|
Vistra Corp |
|
|
57,700 |
|
|
|
4,019 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,070 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $526,426) ($ Thousands) |
|
|
|
|
|
|
659,802 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 1.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
6,900,218 |
|
|
|
6,899 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $6,901) ($ Thousands) |
|
|
6,899 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
U.S. Managed Volatility Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
12,788,842 |
|
|
$ |
12,789 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,789) ($ Thousands) |
|
|
|
|
|
|
12,789 |
|
Total Investments in Securities — 101.0% |
|
|
|
|
|
|
|
|
(Cost $546,116) ($ Thousands) |
|
$ |
679,490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
18 |
|
|
|
Jun-2024 |
|
|
$ |
4,667 |
|
|
$ |
4,777 |
|
|
$ |
110 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on a Net Assets of $672,675 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $6,899 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
659,802 |
|
|
|
– |
|
|
|
– |
|
|
|
659,802 |
|
Affiliated Partnership |
|
|
– |
|
|
|
6,899 |
|
|
|
– |
|
|
|
6,899 |
|
Cash Equivalent |
|
|
12,789 |
|
|
|
– |
|
|
|
– |
|
|
|
12,789 |
|
Total Investments in Securities |
|
|
672,591 |
|
|
|
6,899 |
|
|
|
– |
|
|
|
679,490 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
110 |
|
|
|
– |
|
|
|
– |
|
|
|
110 |
|
Total Other Financial Instruments |
|
|
110 |
|
|
|
– |
|
|
|
– |
|
|
|
110 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,813 |
|
|
$ |
21,377 |
|
|
$ |
(17,290 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
6,899 |
|
|
$ |
5 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
15,573 |
|
|
|
105,879 |
|
|
|
(108,663 |
) |
|
|
— |
|
|
|
— |
|
|
|
12,789 |
|
|
|
285 |
|
|
|
— |
|
Totals |
|
$ |
18,386 |
|
|
$ |
127,256 |
|
|
$ |
(125,953 |
) |
|
$ |
1 |
|
|
$ |
(2 |
) |
|
$ |
19,688 |
|
|
$ |
290 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying
notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Global Managed Volatility Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.6% |
Australia — 0.7% |
Origin Energy Ltd |
|
|
73,066 |
|
|
$ |
439 |
|
Rio Tinto Ltd |
|
|
71,377 |
|
|
|
5,670 |
|
| |
|
|
|
|
|
|
6,109 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
Oberbank AG |
|
|
162 |
|
|
|
12 |
|
Telekom Austria AG, Cl A |
|
|
44,848 |
|
|
|
375 |
|
UNIQA Insurance Group AG |
|
|
14,649 |
|
|
|
127 |
|
| |
|
|
|
|
|
|
514 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
Ageas SA/NV |
|
|
25,858 |
|
|
|
1,199 |
|
Colruyt Group N.V |
|
|
580 |
|
|
|
27 |
|
TINC Comm VA * |
|
|
2,066 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
1,252 |
|
| |
|
|
|
|
|
|
|
|
Canada — 2.1% |
BCE Inc |
|
|
116,565 |
|
|
|
3,961 |
|
Canadian Utilities Ltd, Cl A |
|
|
11,300 |
|
|
|
258 |
|
Constellation Software Inc/Canada |
|
|
100 |
|
|
|
274 |
|
Dollarama Inc |
|
|
8,200 |
|
|
|
625 |
|
Empire Co Ltd, Cl A |
|
|
104,700 |
|
|
|
2,559 |
|
Fairfax Financial Holdings Ltd |
|
|
4,400 |
|
|
|
4,747 |
|
George Weston Ltd |
|
|
6,700 |
|
|
|
906 |
|
Kinross Gold Corp |
|
|
52,700 |
|
|
|
324 |
|
Loblaw Cos Ltd |
|
|
28,800 |
|
|
|
3,195 |
|
Metro Inc/CN, Cl A |
|
|
29,800 |
|
|
|
1,601 |
|
| |
|
|
|
|
|
|
18,450 |
|
| |
|
|
|
|
|
|
|
|
China — 0.2% |
APT Satellite Holdings Ltd |
|
|
202,000 |
|
|
|
56 |
|
BOC Hong Kong Holdings Ltd |
|
|
63,000 |
|
|
|
169 |
|
CITIC Telecom International Holdings Ltd |
|
|
1,447,000 |
|
|
|
468 |
|
Wilmar International Ltd |
|
|
456,600 |
|
|
|
1,160 |
|
| |
|
|
|
|
|
|
1,853 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Denmark — 2.1% |
Carlsberg AS, Cl B |
|
|
21,584 |
|
|
$ |
2,959 |
|
Danske Bank A/S |
|
|
108,688 |
|
|
|
3,266 |
|
Novo Nordisk A/S, Cl B |
|
|
89,694 |
|
|
|
11,518 |
|
Pandora A/S |
|
|
5,058 |
|
|
|
817 |
|
| |
|
|
|
|
|
|
18,560 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.3% |
Elisa Oyj |
|
|
67,622 |
|
|
|
3,020 |
|
Orion Oyj, Cl A |
|
|
259 |
|
|
|
10 |
|
| |
|
|
|
|
|
|
3,030 |
|
| |
|
|
|
|
|
|
|
|
France — 1.9% |
ABC arbitrage |
|
|
4,265 |
|
|
|
18 |
|
Air Liquide SA |
|
|
4,590 |
|
|
|
956 |
|
Carrefour SA |
|
|
226,255 |
|
|
|
3,879 |
|
Danone SA |
|
|
9,143 |
|
|
|
591 |
|
Dassault Systemes SE |
|
|
24,084 |
|
|
|
1,067 |
|
Eiffage SA |
|
|
4,383 |
|
|
|
498 |
|
Legrand SA |
|
|
14,100 |
|
|
|
1,496 |
|
Orange SA |
|
|
659,109 |
|
|
|
7,750 |
|
Sanofi SA |
|
|
4,028 |
|
|
|
396 |
|
| |
|
|
|
|
|
|
16,651 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.0% |
Deutsche Telekom AG |
|
|
2,820 |
|
|
|
68 |
|
Heidelberg Materials AG |
|
|
3,048 |
|
|
|
336 |
|
| |
|
|
|
|
|
|
404 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 2.5% |
CK Asset Holdings Ltd |
|
|
14,500 |
|
|
|
60 |
|
CK Hutchison Holdings Ltd |
|
|
1,097,500 |
|
|
|
5,301 |
|
CK Infrastructure Holdings Ltd |
|
|
6,500 |
|
|
|
38 |
|
CLP Holdings Ltd, Cl B |
|
|
105,500 |
|
|
|
840 |
|
Dah Sing Banking Group Ltd |
|
|
108,898 |
|
|
|
77 |
|
Ferretti |
|
|
16,900 |
|
|
|
56 |
|
HKT Trust & HKT Ltd |
|
|
3,336,834 |
|
|
|
3,893 |
|
Langham Hospitality Investments and Langham Hospitality Investments Ltd |
|
|
425,500 |
|
|
|
31 |
|
Miramar Hotel & Investment |
|
|
49,000 |
|
|
|
62 |
|
PCCW Ltd |
|
|
4,732,000 |
|
|
|
2,340 |
|
Power Assets Holdings Ltd |
|
|
886,500 |
|
|
|
5,188 |
|
Regal Hotels International Holdings Ltd * |
|
|
77,509 |
|
|
|
26 |
|
Swire Pacific Ltd, Cl A |
|
|
81,000 |
|
|
|
667 |
|
VTech Holdings Ltd |
|
|
42,069 |
|
|
|
255 |
|
WH Group Ltd |
|
|
3,884,000 |
|
|
|
2,561 |
|
| |
|
|
|
|
|
|
21,395 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.6% |
Check Point Software Technologies Ltd * |
|
|
44,275 |
|
|
|
7,262 |
|
First International Bank Of Israel Ltd/The |
|
|
76,979 |
|
|
|
3,215 |
|
Isracard Ltd |
|
|
5 |
|
|
|
– |
|
Nice Ltd * |
|
|
6,826 |
|
|
|
1,783 |
|
Nova Ltd * |
|
|
2,765 |
|
|
|
490 |
|
Radware Ltd * |
|
|
24,814 |
|
|
|
465 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
2,376 |
|
|
$ |
143 |
|
Tower Semiconductor Ltd * |
|
|
12,625 |
|
|
|
422 |
|
| |
|
|
|
|
|
|
13,780 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.3% |
Leonardo SpA |
|
|
26,122 |
|
|
|
657 |
|
Stellantis NV |
|
|
2,349 |
|
|
|
67 |
|
UniCredit SpA |
|
|
19,301 |
|
|
|
733 |
|
UnipolSai Assicurazioni SpA |
|
|
340,283 |
|
|
|
986 |
|
| |
|
|
|
|
|
|
2,443 |
|
| |
|
|
|
|
|
|
|
|
Japan — 9.3% |
Achilles Corp |
|
|
2,500 |
|
|
|
25 |
|
Aeon Delight |
|
|
5,100 |
|
|
|
118 |
|
Aica Kogyo |
|
|
7,200 |
|
|
|
176 |
|
Aichi Electric Co Ltd |
|
|
600 |
|
|
|
16 |
|
Aisin Corp |
|
|
9,500 |
|
|
|
387 |
|
Akatsuki |
|
|
11,700 |
|
|
|
39 |
|
Albis Co Ltd |
|
|
1,600 |
|
|
|
29 |
|
Alinco Inc |
|
|
2,700 |
|
|
|
19 |
|
Amano Corp |
|
|
31,900 |
|
|
|
812 |
|
Anritsu Corp (A) |
|
|
207,200 |
|
|
|
1,673 |
|
Arcs Co Ltd |
|
|
55,900 |
|
|
|
1,152 |
|
Artience |
|
|
30,300 |
|
|
|
586 |
|
Asahi Co Ltd (A) |
|
|
49,500 |
|
|
|
435 |
|
Asante Inc (A) |
|
|
10,700 |
|
|
|
116 |
|
Autobacs Seven Co Ltd |
|
|
49,100 |
|
|
|
512 |
|
Axial Retailing Inc |
|
|
13,600 |
|
|
|
92 |
|
Belc Co Ltd |
|
|
5,900 |
|
|
|
271 |
|
Canon Electronics |
|
|
2,200 |
|
|
|
36 |
|
Canon Inc |
|
|
60,600 |
|
|
|
1,802 |
|
Canon Marketing Japan Inc |
|
|
7,100 |
|
|
|
209 |
|
Cawachi Ltd |
|
|
29,900 |
|
|
|
521 |
|
Chiyoda Integre |
|
|
1,600 |
|
|
|
29 |
|
Chubu Electric Power Co Inc |
|
|
378,300 |
|
|
|
4,935 |
|
Chudenko |
|
|
5,200 |
|
|
|
103 |
|
CI Takiron Corp (A) |
|
|
37,000 |
|
|
|
164 |
|
COLOPL |
|
|
10,800 |
|
|
|
44 |
|
Computer Engineering & Consulting Ltd |
|
|
7,500 |
|
|
|
76 |
|
COMSYS Holdings Corp (A) |
|
|
41,900 |
|
|
|
978 |
|
Create Medic Co Ltd |
|
|
5,677 |
|
|
|
36 |
|
Dai Nippon Toryo Co Ltd |
|
|
7,800 |
|
|
|
60 |
|
Dai-Ichi Cutter Kogyo |
|
|
2,600 |
|
|
|
28 |
|
Daiken Medical |
|
|
6,500 |
|
|
|
24 |
|
Dainichiseika Color & Chemicals Manufacturing |
|
|
1,800 |
|
|
|
35 |
|
Daisue Construction |
|
|
4,800 |
|
|
|
51 |
|
Daiwa Securities Group Inc (A) |
|
|
236,400 |
|
|
|
1,790 |
|
Earth Corp |
|
|
21,200 |
|
|
|
595 |
|
Eco's |
|
|
1,800 |
|
|
|
27 |
|
Eizo Corp |
|
|
8,600 |
|
|
|
292 |
|
EXEO Group (A) |
|
|
37,600 |
|
|
|
398 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ezaki Glico Co Ltd |
|
|
41,000 |
|
|
$ |
1,143 |
|
FAN Communications Inc |
|
|
8,000 |
|
|
|
21 |
|
Feed One |
|
|
5,100 |
|
|
|
33 |
|
FJ Next Holdings Co Ltd |
|
|
14,600 |
|
|
|
133 |
|
France Bed Holdings |
|
|
9,400 |
|
|
|
79 |
|
FTGroup Co Ltd |
|
|
2,900 |
|
|
|
24 |
|
Fujicco Co Ltd |
|
|
22,500 |
|
|
|
282 |
|
Fujiya Co Ltd |
|
|
2,900 |
|
|
|
48 |
|
Gakken Holdings Co Ltd |
|
|
15,200 |
|
|
|
93 |
|
Gakkyusha Co Ltd |
|
|
5,600 |
|
|
|
78 |
|
H.U. Group Holdings |
|
|
12,900 |
|
|
|
210 |
|
Hamakyorex |
|
|
1,300 |
|
|
|
33 |
|
Heiwado Co Ltd |
|
|
73,000 |
|
|
|
975 |
|
Hitachi Ltd |
|
|
650 |
|
|
|
59 |
|
Hogy Medical |
|
|
6,600 |
|
|
|
162 |
|
Hokuto Corp (A) |
|
|
53,000 |
|
|
|
641 |
|
House Foods Group Inc (A) |
|
|
43,000 |
|
|
|
874 |
|
Icom |
|
|
1,000 |
|
|
|
22 |
|
Inpex Corp |
|
|
21,100 |
|
|
|
321 |
|
Itochu-Shokuhin Co Ltd |
|
|
2,003 |
|
|
|
95 |
|
Japan Oil Transportation Co Ltd |
|
|
2,100 |
|
|
|
40 |
|
Japan Post Bank Co Ltd |
|
|
116,500 |
|
|
|
1,251 |
|
Japan Post Holdings Co Ltd |
|
|
100,100 |
|
|
|
1,007 |
|
Japan Post Insurance Co Ltd |
|
|
8,400 |
|
|
|
160 |
|
Japan Tobacco Inc |
|
|
281,500 |
|
|
|
7,492 |
|
Jastec |
|
|
4,300 |
|
|
|
41 |
|
JFE Holdings Inc |
|
|
17,800 |
|
|
|
294 |
|
JM Holdings |
|
|
3,600 |
|
|
|
65 |
|
J-Oil Mills |
|
|
15,500 |
|
|
|
198 |
|
JSP Corp |
|
|
34,500 |
|
|
|
513 |
|
Kaken Pharmaceutical Co Ltd |
|
|
30,400 |
|
|
|
686 |
|
Kakiyasu Honten Co Ltd |
|
|
5,531 |
|
|
|
116 |
|
Kameda Seika Co Ltd |
|
|
1,100 |
|
|
|
31 |
|
Kansai Electric Power Co Inc/The (A) |
|
|
265,600 |
|
|
|
3,771 |
|
Kato Sangyo Co Ltd |
|
|
27,800 |
|
|
|
832 |
|
KDDI Corp |
|
|
2,000 |
|
|
|
59 |
|
Kenko Mayonnaise |
|
|
2,500 |
|
|
|
33 |
|
Kewpie Corp |
|
|
25,400 |
|
|
|
471 |
|
Key Coffee Inc (A) |
|
|
7,400 |
|
|
|
98 |
|
KFC Holdings Japan Ltd |
|
|
7,600 |
|
|
|
220 |
|
Kobe Electric Railway |
|
|
3,300 |
|
|
|
61 |
|
Komeri Co Ltd |
|
|
19,200 |
|
|
|
437 |
|
KRS |
|
|
5,500 |
|
|
|
42 |
|
Kuriyama Holdings |
|
|
4,200 |
|
|
|
37 |
|
Kyorin Pharmaceutical (A) |
|
|
104,700 |
|
|
|
1,257 |
|
Kyosan Electric Manufacturing Co Ltd |
|
|
9,800 |
|
|
|
34 |
|
LAC |
|
|
9,400 |
|
|
|
50 |
|
Lawson Inc |
|
|
20,200 |
|
|
|
1,379 |
|
Lion Corp |
|
|
82,100 |
|
|
|
733 |
|
Marvelous Inc |
|
|
5,300 |
|
|
|
24 |
|
McDonald's Holdings Co Japan Ltd |
|
|
5,000 |
|
|
|
225 |
|
Medical System Network, Cl A |
|
|
7,000 |
|
|
|
30 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Megmilk Snow Brand Co Ltd |
|
|
44,600 |
|
|
$ |
791 |
|
MEIJI Holdings Co Ltd |
|
|
71,800 |
|
|
|
1,566 |
|
Ministop Co Ltd |
|
|
4,700 |
|
|
|
47 |
|
Miroku Jyoho Service Co Ltd |
|
|
6,500 |
|
|
|
77 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
66,100 |
|
|
|
402 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
18,900 |
|
|
|
693 |
|
Mitsui DM Sugar Holdings Co Ltd |
|
|
15,000 |
|
|
|
308 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
18,300 |
|
|
|
155 |
|
Mochida Pharmaceutical Co Ltd |
|
|
2,200 |
|
|
|
46 |
|
Morinaga & Co Ltd/Japan |
|
|
11,000 |
|
|
|
189 |
|
Morozoff Ltd |
|
|
1,200 |
|
|
|
34 |
|
MS&AD Insurance Group Holdings Inc |
|
|
27,900 |
|
|
|
491 |
|
Musashi Co Ltd |
|
|
2,400 |
|
|
|
29 |
|
Nagase Brothers |
|
|
10,000 |
|
|
|
128 |
|
Nagatanien Holdings Co Ltd |
|
|
1,700 |
|
|
|
25 |
|
NH Foods Ltd |
|
|
13,400 |
|
|
|
448 |
|
Nichirin Co Ltd |
|
|
4,300 |
|
|
|
105 |
|
Nihon Chouzai Co Ltd |
|
|
31,100 |
|
|
|
321 |
|
Nihon Denkei Co Ltd |
|
|
2,000 |
|
|
|
32 |
|
Nikko Co Ltd/Hyogo |
|
|
12,400 |
|
|
|
62 |
|
Nippn Corp |
|
|
111,234 |
|
|
|
1,705 |
|
Nippon Air Conditioning Services Co Ltd |
|
|
4,900 |
|
|
|
29 |
|
Nippon BS Broadcasting Corp |
|
|
1,700 |
|
|
|
10 |
|
Nippon Carbon |
|
|
900 |
|
|
|
32 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
3,700 |
|
|
|
189 |
|
Nippon Telegraph & Telephone Corp |
|
|
511,500 |
|
|
|
608 |
|
Nisshin Oillio Group Ltd/The |
|
|
14,152 |
|
|
|
474 |
|
Nissin Foods Holdings Co Ltd |
|
|
5,400 |
|
|
|
149 |
|
Nittoc Construction Co Ltd |
|
|
17,600 |
|
|
|
135 |
|
Nomura Real Estate Holdings Inc |
|
|
14,700 |
|
|
|
414 |
|
Oiles Corp |
|
|
31,500 |
|
|
|
461 |
|
Okinawa Cellular Telephone Co |
|
|
10,800 |
|
|
|
254 |
|
Okuwa Co Ltd |
|
|
37,200 |
|
|
|
233 |
|
Osaka Gas Co Ltd |
|
|
3,800 |
|
|
|
85 |
|
Osaki Electric Co Ltd |
|
|
13,700 |
|
|
|
61 |
|
Otsuka Holdings Co Ltd |
|
|
12,500 |
|
|
|
518 |
|
OUG Holdings Inc |
|
|
2,236 |
|
|
|
38 |
|
Prima Meat Packers |
|
|
18,300 |
|
|
|
274 |
|
Raito Kogyo Co Ltd |
|
|
17,800 |
|
|
|
237 |
|
Restar |
|
|
1,700 |
|
|
|
34 |
|
RYODEN CORP |
|
|
2,300 |
|
|
|
41 |
|
San-A Co Ltd, Cl A |
|
|
39,500 |
|
|
|
1,221 |
|
Sanki Engineering Co Ltd |
|
|
32,000 |
|
|
|
444 |
|
Sanyo Chemical Industries |
|
|
10,400 |
|
|
|
290 |
|
Secom Co Ltd |
|
|
9,400 |
|
|
|
681 |
|
Senko Group Holdings Co Ltd |
|
|
44,900 |
|
|
|
336 |
|
Showa Sangyo Co Ltd |
|
|
22,000 |
|
|
|
502 |
|
SKY Perfect JSAT Holdings Inc |
|
|
79,100 |
|
|
|
537 |
|
SoftBank Corp (A) |
|
|
500,200 |
|
|
|
6,415 |
|
Software Service |
|
|
900 |
|
|
|
76 |
|
SPK Corp |
|
|
1,900 |
|
|
|
26 |
|
SRA Holdings |
|
|
6,400 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
ST Corp |
|
|
5,400 |
|
|
$ |
55 |
|
Step Co Ltd |
|
|
9,200 |
|
|
|
120 |
|
Studio Alice Co Ltd |
|
|
6,000 |
|
|
|
82 |
|
Sugi Holdings Co Ltd |
|
|
18,900 |
|
|
|
322 |
|
Sundrug Co Ltd |
|
|
71,700 |
|
|
|
2,221 |
|
Tachibana Eletech Co Ltd |
|
|
3,700 |
|
|
|
79 |
|
Takamatsu Construction Group Co Ltd |
|
|
13,200 |
|
|
|
245 |
|
Takasago International Corp |
|
|
2,300 |
|
|
|
52 |
|
TAKEBISHI CORP |
|
|
2,000 |
|
|
|
27 |
|
Tekken Corp |
|
|
8,500 |
|
|
|
151 |
|
TOKAI Holdings Corp |
|
|
100,700 |
|
|
|
655 |
|
Tokyo Gas Co Ltd |
|
|
19,900 |
|
|
|
452 |
|
Tokyo Individualized Educational Institute Inc |
|
|
8,500 |
|
|
|
24 |
|
Tokyu Construction Co Ltd |
|
|
70,400 |
|
|
|
384 |
|
Trend Micro Inc/Japan |
|
|
84,400 |
|
|
|
4,275 |
|
Unicafe Inc |
|
|
6,400 |
|
|
|
39 |
|
United Super Markets Holdings Inc |
|
|
123,500 |
|
|
|
814 |
|
Uoriki Co Ltd |
|
|
5,800 |
|
|
|
94 |
|
Valor Holdings Co Ltd |
|
|
21,900 |
|
|
|
357 |
|
Vital KSK Holdings Inc |
|
|
21,700 |
|
|
|
178 |
|
Wowow Inc |
|
|
19,124 |
|
|
|
143 |
|
Yamatane Corp |
|
|
2,700 |
|
|
|
53 |
|
Yaoko Co Ltd |
|
|
18,000 |
|
|
|
1,081 |
|
Yashima Denki Co Ltd |
|
|
2,600 |
|
|
|
27 |
|
Yasuda Logistics Corp |
|
|
3,700 |
|
|
|
29 |
|
Zenkoku Hosho Co Ltd |
|
|
4,000 |
|
|
|
143 |
|
Zenrin Co Ltd |
|
|
29,300 |
|
|
|
165 |
|
ZERIA Pharmaceutical |
|
|
8,000 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
80,708 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 3.0% |
EXOR |
|
|
9,586 |
|
|
|
1,067 |
|
Koninklijke Ahold Delhaize NV |
|
|
370,954 |
|
|
|
11,106 |
|
Koninklijke KPN NV |
|
|
1,514,238 |
|
|
|
5,668 |
|
Shell PLC |
|
|
13,223 |
|
|
|
442 |
|
Wolters Kluwer NV |
|
|
51,132 |
|
|
|
8,018 |
|
| |
|
|
|
|
|
|
26,301 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.4% |
Spark New Zealand Ltd |
|
|
1,102,750 |
|
|
|
3,143 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.4% |
AMSC ASA |
|
|
29,261 |
|
|
|
73 |
|
DNB Bank ASA |
|
|
148,568 |
|
|
|
2,955 |
|
Equinor ASA |
|
|
5,871 |
|
|
|
158 |
|
Orkla ASA |
|
|
286,136 |
|
|
|
2,022 |
|
Sparebank 1 Oestlandet |
|
|
3,854 |
|
|
|
44 |
|
SpareBank 1 SMN |
|
|
24,206 |
|
|
|
308 |
|
SpareBank 1 Sorost-Norge |
|
|
3,479 |
|
|
|
22 |
|
SpareBank 1 SR-Bank ASA |
|
|
13,067 |
|
|
|
165 |
|
Sparebanken Vest |
|
|
26,910 |
|
|
|
289 |
|
Storebrand |
|
|
45,467 |
|
|
|
420 |
|
Telenor ASA (A) |
|
|
482,285 |
|
|
|
5,368 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Veidekke ASA |
|
|
19,659 |
|
|
$ |
214 |
|
| |
|
|
|
|
|
|
12,038 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.2% |
Jeronimo Martins SGPS SA |
|
|
108,962 |
|
|
|
2,163 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.8% |
Jardine Cycle & Carriage Ltd |
|
|
69,300 |
|
|
|
1,241 |
|
Jardine Matheson Holdings Ltd |
|
|
38,500 |
|
|
|
1,436 |
|
Kimly Ltd |
|
|
85,900 |
|
|
|
20 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
181,100 |
|
|
|
1,810 |
|
Sembcorp Industries Ltd |
|
|
38,700 |
|
|
|
155 |
|
Sheng Siong Group Ltd |
|
|
1,367,374 |
|
|
|
1,550 |
|
Singapore Airlines Ltd |
|
|
53,000 |
|
|
|
251 |
|
Singapore Exchange Ltd |
|
|
82,400 |
|
|
|
562 |
|
| |
|
|
|
|
|
|
7,025 |
|
| |
|
|
|
|
|
|
|
|
Spain — 0.7% |
ACS Actividades de Construccion y Servicios SA |
|
|
11,446 |
|
|
|
479 |
|
Aena SME SA |
|
|
11,081 |
|
|
|
2,183 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
30,628 |
|
|
|
857 |
|
Ebro Foods SA |
|
|
9,388 |
|
|
|
157 |
|
Enagas SA |
|
|
11,441 |
|
|
|
170 |
|
Iberdrola SA |
|
|
123,813 |
|
|
|
1,537 |
|
Redeia Corp SA |
|
|
37,326 |
|
|
|
637 |
|
| |
|
|
|
|
|
|
6,020 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.8% |
Essity AB, Cl B (A) |
|
|
101,494 |
|
|
|
2,413 |
|
Industrivarden AB, Cl C (A) |
|
|
34,484 |
|
|
|
1,187 |
|
Volvo AB, Cl A |
|
|
23,916 |
|
|
|
659 |
|
Volvo AB, Cl B (A) |
|
|
90,774 |
|
|
|
2,463 |
|
| |
|
|
|
|
|
|
6,722 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 4.1% |
BKW AG |
|
|
4,552 |
|
|
|
699 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
67 |
|
|
|
803 |
|
Holcim AG |
|
|
10,566 |
|
|
|
958 |
|
Kuehne + Nagel International AG |
|
|
6,924 |
|
|
|
1,930 |
|
Nestle SA |
|
|
45,154 |
|
|
|
4,800 |
|
Novartis AG |
|
|
103,869 |
|
|
|
10,076 |
|
Plazza AG |
|
|
133 |
|
|
|
45 |
|
PSP Swiss Property AG |
|
|
1,819 |
|
|
|
239 |
|
Roche Holding AG |
|
|
32,536 |
|
|
|
8,374 |
|
St Galler Kantonalbank AG |
|
|
106 |
|
|
|
57 |
|
Swatch Group AG/The |
|
|
10,799 |
|
|
|
490 |
|
Swisscom AG |
|
|
10,910 |
|
|
|
6,679 |
|
| |
|
|
|
|
|
|
35,150 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 5.3% |
Auto Trader Group PLC |
|
|
55,675 |
|
|
|
492 |
|
BAE Systems PLC |
|
|
66,139 |
|
|
|
1,128 |
|
BT Group PLC, Cl A |
|
|
767,005 |
|
|
|
1,062 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Centrica PLC |
|
|
1,321,511 |
|
|
$ |
2,131 |
|
Coca-Cola Europacific Partners PLC |
|
|
74,449 |
|
|
|
5,208 |
|
Coca-Cola HBC AG |
|
|
24,325 |
|
|
|
769 |
|
GSK PLC |
|
|
93,176 |
|
|
|
2,011 |
|
Haleon PLC |
|
|
661,896 |
|
|
|
2,785 |
|
HSBC Holdings PLC |
|
|
88,023 |
|
|
|
688 |
|
J Sainsbury PLC |
|
|
406,829 |
|
|
|
1,390 |
|
RELX PLC |
|
|
126,858 |
|
|
|
5,487 |
|
Sage Group PLC/The |
|
|
474,760 |
|
|
|
7,590 |
|
Shell PLC |
|
|
40,137 |
|
|
|
1,331 |
|
Spirent Communications PLC |
|
|
169,712 |
|
|
|
429 |
|
Tesco PLC |
|
|
1,136,232 |
|
|
|
4,257 |
|
Unilever PLC |
|
|
56,353 |
|
|
|
2,830 |
|
Vodafone Group PLC |
|
|
6,836,189 |
|
|
|
6,085 |
|
| |
|
|
|
|
|
|
45,673 |
|
| |
|
|
|
|
|
|
|
|
United States — 58.7% |
AbbVie Inc |
|
|
20,032 |
|
|
|
3,648 |
|
Akamai Technologies Inc * |
|
|
900 |
|
|
|
98 |
|
Alphabet Inc, Cl A * |
|
|
27,304 |
|
|
|
4,121 |
|
Alphabet Inc, Cl C * |
|
|
22,515 |
|
|
|
3,428 |
|
Altria Group Inc |
|
|
126,106 |
|
|
|
5,501 |
|
Amazon.com Inc, Cl A * |
|
|
8,995 |
|
|
|
1,622 |
|
Amdocs Ltd |
|
|
68,340 |
|
|
|
6,176 |
|
American Business Bank * |
|
|
1,369 |
|
|
|
51 |
|
American Electric Power Co Inc |
|
|
3,600 |
|
|
|
310 |
|
AMETEK Inc |
|
|
17,810 |
|
|
|
3,257 |
|
Amgen Inc, Cl A |
|
|
13,412 |
|
|
|
3,813 |
|
Amphenol Corp, Cl A |
|
|
19,786 |
|
|
|
2,282 |
|
Apple Inc |
|
|
42,279 |
|
|
|
7,250 |
|
AptarGroup Inc |
|
|
41,469 |
|
|
|
5,967 |
|
AT&T Inc |
|
|
404,453 |
|
|
|
7,118 |
|
Automatic Data Processing Inc |
|
|
8,343 |
|
|
|
2,084 |
|
AutoZone Inc * |
|
|
447 |
|
|
|
1,409 |
|
Bank of New York Mellon Corp/The |
|
|
106,294 |
|
|
|
6,125 |
|
Becton Dickinson & Co |
|
|
3,969 |
|
|
|
982 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
15,630 |
|
|
|
6,573 |
|
Box Inc, Cl A * |
|
|
63,064 |
|
|
|
1,786 |
|
Bristol-Myers Squibb Co |
|
|
156,215 |
|
|
|
8,472 |
|
Bunge Global SA |
|
|
43,858 |
|
|
|
4,496 |
|
CACI International Inc, Cl A * |
|
|
2,270 |
|
|
|
860 |
|
Cadence Design Systems Inc * |
|
|
15,875 |
|
|
|
4,942 |
|
Campbell Soup Co |
|
|
45,551 |
|
|
|
2,025 |
|
Cardinal Health Inc |
|
|
43,739 |
|
|
|
4,894 |
|
Casey's General Stores Inc |
|
|
19,357 |
|
|
|
6,164 |
|
Cboe Global Markets Inc |
|
|
43,421 |
|
|
|
7,978 |
|
Cencora Inc, Cl A |
|
|
20,867 |
|
|
|
5,070 |
|
Centene Corp * |
|
|
42,610 |
|
|
|
3,344 |
|
Chemed Corp |
|
|
7,836 |
|
|
|
5,030 |
|
Chevron Corp |
|
|
41 |
|
|
|
6 |
|
Church & Dwight Co Inc |
|
|
67,386 |
|
|
|
7,029 |
|
Cigna Group/The |
|
|
8,828 |
|
|
|
3,206 |
|
Cintas Corp |
|
|
9,368 |
|
|
|
6,436 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cirrus Logic Inc * |
|
|
3,934 |
|
|
$ |
364 |
|
Cisco Systems Inc |
|
|
178,565 |
|
|
|
8,912 |
|
Clorox Co/The |
|
|
50,515 |
|
|
|
7,734 |
|
CME Group Inc, Cl A |
|
|
10,606 |
|
|
|
2,283 |
|
Coca-Cola Co/The |
|
|
100,764 |
|
|
|
6,165 |
|
Colgate-Palmolive Co |
|
|
107,251 |
|
|
|
9,658 |
|
Comcast Corp, Cl A |
|
|
115,311 |
|
|
|
4,999 |
|
CommVault Systems Inc * |
|
|
65,326 |
|
|
|
6,626 |
|
Conagra Brands Inc |
|
|
55,314 |
|
|
|
1,639 |
|
Consolidated Edison Inc |
|
|
25,862 |
|
|
|
2,348 |
|
Costco Wholesale Corp |
|
|
12,032 |
|
|
|
8,815 |
|
CVS Health Corp |
|
|
75,648 |
|
|
|
6,034 |
|
DaVita Inc * |
|
|
2,300 |
|
|
|
317 |
|
Deckers Outdoor Corp * |
|
|
306 |
|
|
|
288 |
|
Dell Technologies Inc, Cl C |
|
|
948 |
|
|
|
108 |
|
Dolby Laboratories Inc, Cl A |
|
|
17,259 |
|
|
|
1,446 |
|
Domino's Pizza Inc |
|
|
2,881 |
|
|
|
1,431 |
|
Dropbox Inc, Cl A * |
|
|
65,755 |
|
|
|
1,598 |
|
DTE Energy Co |
|
|
2,600 |
|
|
|
292 |
|
Duke Energy Corp |
|
|
8,400 |
|
|
|
812 |
|
eBay Inc |
|
|
43,101 |
|
|
|
2,275 |
|
Ecolab Inc |
|
|
23,784 |
|
|
|
5,492 |
|
Electronic Arts Inc |
|
|
73,933 |
|
|
|
9,809 |
|
Eli Lilly & Co |
|
|
434 |
|
|
|
338 |
|
Entergy Corp |
|
|
300 |
|
|
|
32 |
|
Everest Group Ltd |
|
|
12,087 |
|
|
|
4,805 |
|
Evergy Inc |
|
|
2,500 |
|
|
|
133 |
|
Expeditors International of Washington Inc |
|
|
8,800 |
|
|
|
1,070 |
|
Exxon Mobil Corp |
|
|
84 |
|
|
|
10 |
|
F5 Inc, Cl A * |
|
|
32,789 |
|
|
|
6,216 |
|
Fair Isaac Corp * |
|
|
1,042 |
|
|
|
1,302 |
|
FedEx Corp |
|
|
14,749 |
|
|
|
4,273 |
|
Ferguson PLC |
|
|
3,093 |
|
|
|
676 |
|
Fox Corp, Cl A |
|
|
92,957 |
|
|
|
2,907 |
|
Fox Corp, Cl B |
|
|
56,608 |
|
|
|
1,620 |
|
General Dynamics Corp |
|
|
8,056 |
|
|
|
2,276 |
|
General Mills Inc |
|
|
111,167 |
|
|
|
7,778 |
|
Gilead Sciences Inc |
|
|
107,907 |
|
|
|
7,904 |
|
Globe Life Inc |
|
|
2,800 |
|
|
|
326 |
|
Graco Inc |
|
|
36,155 |
|
|
|
3,379 |
|
Graham Holdings Co, Cl B |
|
|
67 |
|
|
|
51 |
|
Grand Canyon Education Inc * |
|
|
7,381 |
|
|
|
1,005 |
|
HealthStream Inc |
|
|
18,968 |
|
|
|
506 |
|
Hershey Co/The |
|
|
20,816 |
|
|
|
4,049 |
|
Hologic Inc * |
|
|
15,622 |
|
|
|
1,218 |
|
Humana Inc |
|
|
3,953 |
|
|
|
1,371 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
2,700 |
|
|
|
787 |
|
Incyte Corp * |
|
|
65,474 |
|
|
|
3,730 |
|
Ingredion Inc |
|
|
1,742 |
|
|
|
204 |
|
International Business Machines Corp |
|
|
56,369 |
|
|
|
10,764 |
|
J M Smucker Co/The |
|
|
400 |
|
|
|
50 |
|
Johnson & Johnson |
|
|
39,810 |
|
|
|
6,298 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Juniper Networks Inc |
|
|
6,500 |
|
|
$ |
241 |
|
Kellanova |
|
|
14,776 |
|
|
|
846 |
|
Kimberly-Clark Corp |
|
|
119,811 |
|
|
|
15,498 |
|
Kraft Heinz Co/The |
|
|
88,913 |
|
|
|
3,281 |
|
Kroger Co/The |
|
|
8,700 |
|
|
|
497 |
|
LKQ Corp |
|
|
6,100 |
|
|
|
326 |
|
Lockheed Martin Corp |
|
|
15,549 |
|
|
|
7,073 |
|
Manhattan Associates Inc * |
|
|
3,700 |
|
|
|
926 |
|
Marathon Petroleum Corp |
|
|
2,600 |
|
|
|
524 |
|
Marsh & McLennan Cos Inc |
|
|
38,961 |
|
|
|
8,025 |
|
Mastercard Inc, Cl A |
|
|
3,093 |
|
|
|
1,489 |
|
McDonald's Corp |
|
|
1,908 |
|
|
|
538 |
|
McKesson Corp |
|
|
13,275 |
|
|
|
7,127 |
|
Medtronic PLC |
|
|
15,117 |
|
|
|
1,317 |
|
Merck & Co Inc |
|
|
3,900 |
|
|
|
515 |
|
Microsoft Corp |
|
|
27,229 |
|
|
|
11,456 |
|
Molina Healthcare Inc * |
|
|
4,048 |
|
|
|
1,663 |
|
Molson Coors Beverage Co, Cl B |
|
|
41,344 |
|
|
|
2,780 |
|
Mondelez International Inc, Cl A |
|
|
51,279 |
|
|
|
3,589 |
|
Motorola Solutions Inc |
|
|
18,930 |
|
|
|
6,720 |
|
NetApp Inc |
|
|
54,141 |
|
|
|
5,683 |
|
Neurocrine Biosciences Inc * |
|
|
4,076 |
|
|
|
562 |
|
New Mountain Finance Corp |
|
|
269 |
|
|
|
3 |
|
NewMarket Corp |
|
|
2,858 |
|
|
|
1,814 |
|
Northrop Grumman Corp |
|
|
10,622 |
|
|
|
5,084 |
|
NVIDIA Corp |
|
|
4,737 |
|
|
|
4,280 |
|
NVR Inc * |
|
|
8 |
|
|
|
65 |
|
Omnicom Group Inc |
|
|
1,000 |
|
|
|
97 |
|
O'Reilly Automotive Inc * |
|
|
4,820 |
|
|
|
5,441 |
|
PACCAR Inc |
|
|
28,224 |
|
|
|
3,497 |
|
Packaging Corp of America |
|
|
1,700 |
|
|
|
323 |
|
PepsiCo Inc |
|
|
40,632 |
|
|
|
7,111 |
|
Pfizer Inc |
|
|
26,800 |
|
|
|
744 |
|
Philip Morris International Inc |
|
|
26,042 |
|
|
|
2,386 |
|
Phillips 66 |
|
|
5,400 |
|
|
|
882 |
|
PNM Resources Inc |
|
|
51,477 |
|
|
|
1,938 |
|
Procter & Gamble Co/The |
|
|
80,136 |
|
|
|
13,002 |
|
Quest Diagnostics Inc |
|
|
2,600 |
|
|
|
346 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,651 |
|
|
|
1,589 |
|
Reliance Inc |
|
|
3,872 |
|
|
|
1,294 |
|
Republic Services Inc |
|
|
42,497 |
|
|
|
8,136 |
|
Reynolds Consumer Products Inc |
|
|
20,557 |
|
|
|
587 |
|
Rollins Inc |
|
|
19,013 |
|
|
|
880 |
|
Roper Technologies Inc |
|
|
8,681 |
|
|
|
4,869 |
|
Royal Gold Inc, Cl A |
|
|
28,116 |
|
|
|
3,425 |
|
RPM International Inc |
|
|
10,985 |
|
|
|
1,307 |
|
Sherwin-Williams Co/The, Cl A |
|
|
1,542 |
|
|
|
536 |
|
Southern Co/The |
|
|
4,900 |
|
|
|
351 |
|
Spotify Technology SA * |
|
|
734 |
|
|
|
194 |
|
Synopsys Inc * |
|
|
4,329 |
|
|
|
2,474 |
|
TE Connectivity Ltd |
|
|
885 |
|
|
|
128 |
|
TJX Cos Inc/The |
|
|
32,554 |
|
|
|
3,302 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
T-Mobile US Inc |
|
|
14,520 |
|
|
$ |
2,370 |
|
United Therapeutics Corp * |
|
|
5,597 |
|
|
|
1,286 |
|
Valero Energy Corp |
|
|
500 |
|
|
|
85 |
|
VeriSign Inc * |
|
|
31,625 |
|
|
|
5,993 |
|
Verisk Analytics Inc, Cl A |
|
|
4,900 |
|
|
|
1,155 |
|
Verizon Communications Inc |
|
|
212,231 |
|
|
|
8,905 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,934 |
|
|
|
1,226 |
|
Viatris Inc, Cl W |
|
|
113,985 |
|
|
|
1,361 |
|
VICI Properties Inc, Cl A ‡ |
|
|
56,328 |
|
|
|
1,678 |
|
Vistra Corp |
|
|
10,200 |
|
|
|
710 |
|
W R Berkley Corp |
|
|
700 |
|
|
|
62 |
|
Walmart Inc |
|
|
216,234 |
|
|
|
13,011 |
|
Waste Management Inc |
|
|
24,770 |
|
|
|
5,280 |
|
Willis Towers Watson PLC |
|
|
3,010 |
|
|
|
828 |
|
Yelp Inc, Cl A * |
|
|
10,407 |
|
|
|
410 |
|
| |
|
|
|
|
|
|
509,197 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $750,396) ($ Thousands) |
|
|
|
|
|
|
838,581 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.0% |
Germany — 1.0% |
Bayerische Motoren Werke AG, 7.000% |
|
|
7,625 |
|
|
|
818 |
|
Henkel AG & Co KGaA (B) |
|
|
94,532 |
|
|
|
7,606 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $8,044) ($ Thousands) |
|
|
|
|
|
|
8,424 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(C) |
|
|
26,455,321 |
|
|
|
26,452 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $26,460) ($ Thousands) |
|
|
26,452 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
9,471,754 |
|
|
|
9,472 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $9,472) ($ Thousands) |
|
|
|
|
|
|
9,472 |
|
Total Investments in Securities — 101.7% |
|
|
|
|
|
|
|
|
(Cost $794,372) ($ Thousands) |
|
$ |
882,929 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
18 |
|
|
|
Jun-2024 |
|
|
$ |
969 |
|
|
$ |
982 |
|
|
$ |
21 |
|
FTSE 100 Index |
|
|
5 |
|
|
|
Jun-2024 |
|
|
|
496 |
|
|
|
505 |
|
|
|
14 |
|
Hang Seng Index |
|
|
4 |
|
|
|
Apr-2024 |
|
|
|
423 |
|
|
|
423 |
|
|
|
– |
|
S&P 500 Index E-MINI |
|
|
16 |
|
|
|
Jun-2024 |
|
|
|
4,171 |
|
|
|
4,247 |
|
|
|
76 |
|
SPI 200 Index |
|
|
5 |
|
|
|
Jun-2024 |
|
|
|
637 |
|
|
|
648 |
|
|
|
13 |
|
TOPIX Index |
|
|
4 |
|
|
|
Jun-2024 |
|
|
|
729 |
|
|
|
726 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
7,425 |
|
|
$ |
7,531 |
|
|
$ |
124 |
|
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
CAD |
|
|
|
10,301 |
|
|
|
USD |
|
|
|
7,589 |
|
|
$ |
(23 |
) |
Barclays PLC |
|
|
04/02/24 |
|
|
|
GBP |
|
|
|
14,468 |
|
|
|
USD |
|
|
|
18,291 |
|
|
|
15 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
SEK |
|
|
|
66,589 |
|
|
|
USD |
|
|
|
6,447 |
|
|
|
220 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
HKD |
|
|
|
85,516 |
|
|
|
USD |
|
|
|
10,936 |
|
|
|
10 |
|
Barclays PLC |
|
|
04/02/24 |
|
|
|
JPY |
|
|
|
6,633,861 |
|
|
|
USD |
|
|
|
44,270 |
|
|
|
437 |
|
BNP Paribas |
|
|
04/02/24 |
|
|
|
DKK |
|
|
|
41,426 |
|
|
|
USD |
|
|
|
6,021 |
|
|
|
23 |
|
BNP Paribas |
|
|
04/02/24 |
|
|
|
NOK |
|
|
|
73,526 |
|
|
|
USD |
|
|
|
6,951 |
|
|
|
174 |
|
BNP Paribas |
|
|
04/29/24 |
|
|
|
AUD |
|
|
|
4,897 |
|
|
|
USD |
|
|
|
3,214 |
|
|
|
18 |
|
BNP Paribas |
|
|
04/29/24 |
|
|
|
CAD |
|
|
|
10,816 |
|
|
|
USD |
|
|
|
7,975 |
|
|
|
(21 |
) |
BNP Paribas |
|
|
04/29/24 |
|
|
|
CHF |
|
|
|
16,159 |
|
|
|
USD |
|
|
|
17,989 |
|
|
|
(10 |
) |
BNP Paribas |
|
|
04/29/24 |
|
|
|
DKK |
|
|
|
56,889 |
|
|
|
USD |
|
|
|
8,296 |
|
|
|
47 |
|
BNP Paribas |
|
|
04/29/24 |
|
|
|
NOK |
|
|
|
66,701 |
|
|
|
USD |
|
|
|
6,236 |
|
|
|
82 |
|
BNP Paribas |
|
|
04/29/24 |
|
|
|
SEK |
|
|
|
68,103 |
|
|
|
USD |
|
|
|
6,464 |
|
|
|
87 |
|
BNP Paribas |
|
|
04/29/24 |
|
|
|
HKD |
|
|
|
93,416 |
|
|
|
USD |
|
|
|
11,952 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
51 |
|
|
|
SGD |
|
|
|
68 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
16 |
|
|
|
AUD |
|
|
|
24 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
79 |
|
|
|
AUD |
|
|
|
121 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
45 |
|
|
|
CAD |
|
|
|
61 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
82 |
|
|
|
CAD |
|
|
|
111 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
135 |
|
|
|
DKK |
|
|
|
925 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
153 |
|
|
|
SEK |
|
|
|
1,574 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
NZD |
|
|
|
175 |
|
|
|
USD |
|
|
|
106 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
182 |
|
|
|
HKD |
|
|
|
1,425 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
424 |
|
|
|
GBP |
|
|
|
333 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
431 |
|
|
|
NZD |
|
|
|
700 |
|
|
|
(12 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
AUD |
|
|
|
361 |
|
|
|
USD |
|
|
|
239 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
AUD |
|
|
|
72 |
|
|
|
USD |
|
|
|
47 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
SGD |
|
|
|
558 |
|
|
|
USD |
|
|
|
419 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
682 |
|
|
|
EUR |
|
|
|
627 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
CAD |
|
|
|
510 |
|
|
|
USD |
|
|
|
379 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
CAD |
|
|
|
176 |
|
|
|
USD |
|
|
|
129 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
CHF |
|
|
|
732 |
|
|
|
USD |
|
|
|
825 |
|
|
|
13 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
956 |
|
|
|
NOK |
|
|
|
10,019 |
|
|
|
(33 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
EUR |
|
|
|
1,626 |
|
|
|
USD |
|
|
|
1,774 |
|
|
|
18 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Global Managed Volatility Fund (Concluded)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
GBP |
|
|
|
2,060 |
|
|
|
USD |
|
|
|
2,635 |
|
|
$ |
32 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
GBP |
|
|
|
106 |
|
|
|
USD |
|
|
|
134 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
SEK |
|
|
|
3,088 |
|
|
|
USD |
|
|
|
297 |
|
|
|
8 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
3,139 |
|
|
|
CHF |
|
|
|
2,752 |
|
|
|
(84 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
NOK |
|
|
|
3,194 |
|
|
|
USD |
|
|
|
302 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
4,245 |
|
|
|
JPY |
|
|
|
627,306 |
|
|
|
(100 |
) |
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
HKD |
|
|
|
9,325 |
|
|
|
USD |
|
|
|
1,193 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
DKK |
|
|
|
16,388 |
|
|
|
USD |
|
|
|
2,406 |
|
|
|
33 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
JPY |
|
|
|
194,229 |
|
|
|
USD |
|
|
|
1,301 |
|
|
|
18 |
|
Brown Brothers Harriman |
|
|
04/02/24 |
|
|
|
JPY |
|
|
|
69,063 |
|
|
|
USD |
|
|
|
456 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
8 |
|
|
|
NZD |
|
|
|
14 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
12 |
|
|
|
AUD |
|
|
|
18 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
13 |
|
|
|
SGD |
|
|
|
17 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
19 |
|
|
|
SEK |
|
|
|
205 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
21 |
|
|
|
CHF |
|
|
|
19 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
32 |
|
|
|
CAD |
|
|
|
43 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
NZD |
|
|
|
3 |
|
|
|
USD |
|
|
|
2 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
NZD |
|
|
|
34 |
|
|
|
USD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
SGD |
|
|
|
39 |
|
|
|
USD |
|
|
|
29 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
40 |
|
|
|
DKK |
|
|
|
274 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
CAD |
|
|
|
37 |
|
|
|
USD |
|
|
|
27 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
CAD |
|
|
|
6 |
|
|
|
USD |
|
|
|
4 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
44 |
|
|
|
HKD |
|
|
|
346 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
AUD |
|
|
|
45 |
|
|
|
USD |
|
|
|
29 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
55 |
|
|
|
GBP |
|
|
|
43 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
GBP |
|
|
|
91 |
|
|
|
USD |
|
|
|
115 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
GBP |
|
|
|
7 |
|
|
|
USD |
|
|
|
9 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
CHF |
|
|
|
102 |
|
|
|
USD |
|
|
|
113 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
USD |
|
|
|
167 |
|
|
|
EUR |
|
|
|
154 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
EUR |
|
|
|
343 |
|
|
|
USD |
|
|
|
371 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
DKK |
|
|
|
98 |
|
|
|
USD |
|
|
|
14 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
DKK |
|
|
|
491 |
|
|
|
USD |
|
|
|
71 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
HKD |
|
|
|
646 |
|
|
|
USD |
|
|
|
83 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
NOK |
|
|
|
201 |
|
|
|
USD |
|
|
|
19 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
NOK |
|
|
|
757 |
|
|
|
USD |
|
|
|
70 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
SEK |
|
|
|
253 |
|
|
|
USD |
|
|
|
24 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/29/24 |
|
|
|
SEK |
|
|
|
863 |
|
|
|
USD |
|
|
|
81 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
288 |
|
|
|
JPY |
|
|
|
43,364 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
34 |
|
|
|
JPY |
|
|
|
5,078 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
JPY |
|
|
|
43,759 |
|
|
|
USD |
|
|
|
290 |
|
|
|
— |
|
Standard Chartered |
|
|
04/02/24 |
|
|
|
NZD |
|
|
|
3,841 |
|
|
|
USD |
|
|
|
2,343 |
|
|
|
45 |
|
Standard Chartered |
|
|
04/29/24 |
|
|
|
GBP |
|
|
|
16,301 |
|
|
|
USD |
|
|
|
20,622 |
|
|
|
31 |
|
Standard Chartered |
|
|
04/29/24 |
|
|
|
EUR |
|
|
|
33,389 |
|
|
|
USD |
|
|
|
36,296 |
|
|
|
200 |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
SGD |
|
|
|
3,586 |
|
|
|
USD |
|
|
|
2,668 |
|
|
|
11 |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
AUD |
|
|
|
4,609 |
|
|
|
USD |
|
|
|
3,000 |
|
|
|
(7 |
) |
Westpac Banking |
|
|
04/02/24 |
|
|
|
CHF |
|
|
|
18,179 |
|
|
|
USD |
|
|
|
20,740 |
|
|
|
556 |
|
Westpac Banking |
|
|
04/02/24 |
|
|
|
EUR |
|
|
|
32,391 |
|
|
|
USD |
|
|
|
35,070 |
|
|
|
89 |
|
Westpac Banking |
|
|
04/29/24 |
|
|
|
NZD |
|
|
|
3,317 |
|
|
|
USD |
|
|
|
1,999 |
|
|
|
16 |
|
Westpac Banking |
|
|
04/29/24 |
|
|
|
SGD |
|
|
|
4,076 |
|
|
|
USD |
|
|
|
3,037 |
|
|
|
12 |
|
SEI Institutional Managed Trust
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Westpac Banking |
|
|
04/30/24 |
|
|
|
JPY |
|
|
|
6,269,846 |
|
|
|
USD |
|
|
|
41,633 |
|
|
$ |
22 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,932 |
|
|
Percentages are based on Net Assets of $868,028 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
No interest rate available. |
(C) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $26,452 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
838,581 |
|
|
|
– |
|
|
|
– |
|
|
|
838,581 |
|
Preferred Stock |
|
|
8,424 |
|
|
|
– |
|
|
|
– |
|
|
|
8,424 |
|
Affiliated Partnership |
|
|
– |
|
|
|
26,452 |
|
|
|
– |
|
|
|
26,452 |
|
Cash Equivalent |
|
|
9,472 |
|
|
|
– |
|
|
|
– |
|
|
|
9,472 |
|
Total Investments in Securities |
|
|
856,477 |
|
|
|
26,452 |
|
|
|
– |
|
|
|
882,929 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
124 |
|
|
|
– |
|
|
|
– |
|
|
|
124 |
|
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
2,241 |
|
|
|
– |
|
|
|
2,241 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(309 |
) |
|
|
– |
|
|
|
(309 |
) |
Total Other Financial Instruments |
|
|
124 |
|
|
|
1,932 |
|
|
|
– |
|
|
|
2,056 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* |
Futures contracts and forward contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
|
*
|
Futures contracts and forward contracts are valued at unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
5,171 |
|
|
$ |
62,817 |
|
|
$ |
(41,526 |
) |
|
$ |
(2 |
) |
|
$ |
(8 |
) |
|
$ |
26,452 |
|
|
$ |
17 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
8,088 |
|
|
|
178,111 |
|
|
|
(176,727 |
) |
|
|
— |
|
|
|
— |
|
|
|
9,472 |
|
|
|
186 |
|
|
|
— |
|
Totals |
|
$ |
13,259 |
|
|
$ |
240,928 |
|
|
$ |
(218,253 |
) |
|
$ |
(2 |
) |
|
$ |
(8 |
) |
|
$ |
35,924 |
|
|
$ |
203 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Managed Volatility Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.7% |
|
|
|
|
Comcast Corp, Cl A |
|
|
63,700 |
|
|
$ |
2,761 |
|
Fox Corp, Cl A |
|
|
72,007 |
|
|
|
2,252 |
|
Fox Corp, Cl B |
|
|
13,515 |
|
|
|
387 |
|
Madison Square Garden Sports Corp * |
|
|
8,894 |
|
|
|
1,641 |
|
New York Times Co/The, Cl A |
|
|
90,194 |
|
|
|
3,898 |
|
T-Mobile US Inc |
|
|
37,205 |
|
|
|
6,073 |
|
Verizon Communications Inc |
|
|
133,139 |
|
|
|
5,586 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,598 |
|
Consumer Discretionary — 5.1% |
|
|
|
|
AutoZone Inc * |
|
|
5,600 |
|
|
|
17,649 |
|
Darden Restaurants Inc |
|
|
6,293 |
|
|
|
1,052 |
|
Honda Motor Co Ltd ADR |
|
|
129,300 |
|
|
|
4,814 |
|
McDonald's Corp |
|
|
24,019 |
|
|
|
6,772 |
|
Murphy USA Inc |
|
|
6,300 |
|
|
|
2,641 |
|
Texas Roadhouse Inc, Cl A |
|
|
38,001 |
|
|
|
5,870 |
|
Toyota Motor Corp ADR (A) |
|
|
16,500 |
|
|
|
4,153 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,951 |
|
Consumer Staples — 14.1% |
|
|
|
|
Altria Group Inc |
|
|
51,246 |
|
|
|
2,235 |
|
Archer-Daniels-Midland Co |
|
|
46,136 |
|
|
|
2,898 |
|
Campbell Soup Co |
|
|
61,859 |
|
|
|
2,750 |
|
Casey's General Stores Inc |
|
|
2,858 |
|
|
|
910 |
|
Church & Dwight Co Inc |
|
|
69,150 |
|
|
|
7,213 |
|
Clorox Co/The |
|
|
18,287 |
|
|
|
2,800 |
|
Coca-Cola Co/The |
|
|
61,118 |
|
|
|
3,739 |
|
Coca-Cola Europacific Partners PLC |
|
|
49,400 |
|
|
|
3,456 |
|
Colgate-Palmolive Co |
|
|
59,487 |
|
|
|
5,357 |
|
Costco Wholesale Corp |
|
|
9,848 |
|
|
|
7,215 |
|
Dollar General Corp |
|
|
14,427 |
|
|
|
2,251 |
|
General Mills Inc |
|
|
77,717 |
|
|
|
5,438 |
|
Hershey Co/The |
|
|
32,131 |
|
|
|
6,250 |
|
Hormel Foods Corp |
|
|
84,649 |
|
|
|
2,953 |
|
Kellanova |
|
|
65,002 |
|
|
|
3,724 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kimberly-Clark Corp |
|
|
40,417 |
|
|
$ |
5,228 |
|
Kroger Co/The |
|
|
153,100 |
|
|
|
8,747 |
|
Lamb Weston Holdings Inc |
|
|
28,333 |
|
|
|
3,018 |
|
McCormick & Co Inc/MD |
|
|
71,893 |
|
|
|
5,522 |
|
Metro Inc/CN, Cl A |
|
|
58,400 |
|
|
|
3,138 |
|
PepsiCo Inc |
|
|
55,363 |
|
|
|
9,689 |
|
Procter & Gamble Co/The |
|
|
36,873 |
|
|
|
5,983 |
|
Target Corp, Cl A |
|
|
11,722 |
|
|
|
2,077 |
|
Tyson Foods Inc, Cl A |
|
|
16,292 |
|
|
|
957 |
|
Walmart Inc |
|
|
223,965 |
|
|
|
13,476 |
|
WK Kellogg Co |
|
|
42,187 |
|
|
|
793 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,817 |
|
Energy — 1.9% |
|
|
|
|
DT Midstream Inc |
|
|
7,200 |
|
|
|
440 |
|
Exxon Mobil Corp |
|
|
21,000 |
|
|
|
2,441 |
|
Marathon Petroleum Corp |
|
|
20,423 |
|
|
|
4,115 |
|
Shell PLC ADR |
|
|
48,400 |
|
|
|
3,245 |
|
TotalEnergies ADR |
|
|
23,900 |
|
|
|
1,645 |
|
Williams Cos Inc/The |
|
|
96,414 |
|
|
|
3,757 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,643 |
|
Financials — 14.7% |
|
|
|
|
Aflac Inc |
|
|
112,800 |
|
|
|
9,685 |
|
Allstate Corp/The |
|
|
40,900 |
|
|
|
7,076 |
|
American Financial Group Inc/OH |
|
|
17,700 |
|
|
|
2,416 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
13,500 |
|
|
|
5,677 |
|
Cboe Global Markets Inc |
|
|
46,588 |
|
|
|
8,560 |
|
Chubb Ltd |
|
|
12,399 |
|
|
|
3,213 |
|
Cullen/Frost Bankers Inc |
|
|
10,482 |
|
|
|
1,180 |
|
Everest Group Ltd |
|
|
31,839 |
|
|
|
12,656 |
|
First Hawaiian Inc |
|
|
136,393 |
|
|
|
2,995 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
19,700 |
|
|
|
2,682 |
|
Jack Henry & Associates Inc |
|
|
10,939 |
|
|
|
1,900 |
|
M&T Bank Corp |
|
|
13,412 |
|
|
|
1,951 |
|
MGIC Investment Corp |
|
|
108,239 |
|
|
|
2,420 |
|
Morningstar Inc, Cl A |
|
|
14,569 |
|
|
|
4,493 |
|
National Bank of Canada |
|
|
40,500 |
|
|
|
3,414 |
|
NU Holdings Ltd, Cl A * |
|
|
79,426 |
|
|
|
948 |
|
Progressive Corp/The |
|
|
126,860 |
|
|
|
26,237 |
|
RenaissanceRe Holdings Ltd |
|
|
31,431 |
|
|
|
7,387 |
|
Travelers Cos Inc/The |
|
|
38,014 |
|
|
|
8,748 |
|
Unum Group |
|
|
78,804 |
|
|
|
4,229 |
|
White Mountains Insurance Group Ltd |
|
|
2,847 |
|
|
|
5,108 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,975 |
|
Health Care — 21.2% |
|
|
|
|
AbbVie Inc |
|
|
81,633 |
|
|
|
14,865 |
|
Amgen Inc, Cl A |
|
|
16,800 |
|
|
|
4,777 |
|
AstraZeneca PLC ADR |
|
|
60,600 |
|
|
|
4,106 |
|
Bristol-Myers Squibb Co |
|
|
84,506 |
|
|
|
4,583 |
|
Cencora Inc, Cl A |
|
|
14,727 |
|
|
|
3,578 |
|
Chemed Corp |
|
|
9,592 |
|
|
|
6,157 |
|
Cigna Group/The |
|
|
5,727 |
|
|
|
2,080 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CVS Health Corp |
|
|
31,417 |
|
|
$ |
2,506 |
|
Danaher Corp, Cl A |
|
|
7,087 |
|
|
|
1,770 |
|
Elevance Health Inc |
|
|
41,000 |
|
|
|
21,260 |
|
Eli Lilly & Co |
|
|
32,100 |
|
|
|
24,972 |
|
Exelixis Inc * |
|
|
186,750 |
|
|
|
4,432 |
|
Gilead Sciences Inc |
|
|
42,113 |
|
|
|
3,085 |
|
Henry Schein Inc * |
|
|
13,267 |
|
|
|
1,002 |
|
Humana Inc |
|
|
23,845 |
|
|
|
8,268 |
|
Incyte Corp * |
|
|
74,391 |
|
|
|
4,238 |
|
Johnson & Johnson |
|
|
14,300 |
|
|
|
2,262 |
|
McKesson Corp |
|
|
8,957 |
|
|
|
4,809 |
|
Merck & Co Inc |
|
|
164,378 |
|
|
|
21,690 |
|
Mettler-Toledo International Inc * |
|
|
3,168 |
|
|
|
4,217 |
|
Neurocrine Biosciences Inc * |
|
|
49,986 |
|
|
|
6,894 |
|
Pfizer Inc |
|
|
96,968 |
|
|
|
2,691 |
|
Quest Diagnostics Inc |
|
|
15,100 |
|
|
|
2,010 |
|
Thermo Fisher Scientific Inc |
|
|
3,885 |
|
|
|
2,258 |
|
United Therapeutics Corp * |
|
|
14,228 |
|
|
|
3,268 |
|
UnitedHealth Group Inc |
|
|
33,000 |
|
|
|
16,325 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
178,103 |
|
Industrials — 13.9% |
|
|
|
|
Automatic Data Processing Inc |
|
|
11,453 |
|
|
|
2,860 |
|
Carrier Global Corp |
|
|
50,700 |
|
|
|
2,947 |
|
CH Robinson Worldwide Inc |
|
|
31,279 |
|
|
|
2,382 |
|
CSG Systems International Inc |
|
|
37,600 |
|
|
|
1,938 |
|
Cummins Inc |
|
|
8,000 |
|
|
|
2,357 |
|
EMCOR Group Inc |
|
|
13,365 |
|
|
|
4,680 |
|
General Dynamics Corp |
|
|
20,035 |
|
|
|
5,660 |
|
L3Harris Technologies Inc |
|
|
22,600 |
|
|
|
4,816 |
|
Landstar System Inc |
|
|
11,414 |
|
|
|
2,200 |
|
Lockheed Martin Corp |
|
|
5,885 |
|
|
|
2,677 |
|
Northrop Grumman Corp |
|
|
40,245 |
|
|
|
19,264 |
|
Quanta Services Inc |
|
|
32,700 |
|
|
|
8,495 |
|
Republic Services Inc |
|
|
131,000 |
|
|
|
25,079 |
|
Rollins Inc |
|
|
59,391 |
|
|
|
2,748 |
|
RTX Corp |
|
|
106,100 |
|
|
|
10,348 |
|
Schneider National Inc, Cl B |
|
|
107,305 |
|
|
|
2,429 |
|
Waste Management Inc |
|
|
74,421 |
|
|
|
15,863 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
116,743 |
|
Information Technology — 19.2% |
|
|
|
|
Amdocs Ltd |
|
|
158,114 |
|
|
|
14,289 |
|
Apple Inc |
|
|
131,500 |
|
|
|
22,549 |
|
Cisco Systems Inc |
|
|
74,694 |
|
|
|
3,728 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
51,408 |
|
|
|
3,768 |
|
F5 Inc, Cl A * |
|
|
17,610 |
|
|
|
3,339 |
|
International Business Machines Corp |
|
|
9,600 |
|
|
|
1,833 |
|
Microsoft Corp |
|
|
69,096 |
|
|
|
29,070 |
|
Motorola Solutions Inc |
|
|
87,964 |
|
|
|
31,225 |
|
NetApp Inc |
|
|
46,296 |
|
|
|
4,860 |
|
Oracle Corp, Cl B |
|
|
168,520 |
|
|
|
21,168 |
|
Qorvo Inc * |
|
|
24,194 |
|
|
|
2,778 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Synopsys Inc * |
|
|
39,300 |
|
|
$ |
22,460 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
161,067 |
|
Materials — 2.6% |
|
|
|
|
AptarGroup Inc |
|
|
6,262 |
|
|
|
901 |
|
Avery Dennison Corp |
|
|
26,300 |
|
|
|
5,871 |
|
Corteva Inc |
|
|
74,350 |
|
|
|
4,288 |
|
NewMarket Corp |
|
|
7,800 |
|
|
|
4,950 |
|
Royal Gold Inc, Cl A |
|
|
11,548 |
|
|
|
1,407 |
|
Sealed Air Corp |
|
|
58,400 |
|
|
|
2,172 |
|
Silgan Holdings Inc |
|
|
37,000 |
|
|
|
1,797 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,386 |
|
Real Estate — 0.2% |
|
|
|
|
Equity LifeStyle Properties Inc ‡ |
|
|
29,390 |
|
|
|
1,893 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.8% |
|
|
|
|
Ameren Corp |
|
|
21,800 |
|
|
|
1,612 |
|
American Electric Power Co Inc |
|
|
23,100 |
|
|
|
1,989 |
|
DTE Energy Co |
|
|
38,099 |
|
|
|
4,272 |
|
Duke Energy Corp |
|
|
26,843 |
|
|
|
2,596 |
|
Entergy Corp |
|
|
17,400 |
|
|
|
1,839 |
|
National Fuel Gas Co |
|
|
37,930 |
|
|
|
2,038 |
|
NextEra Energy Inc |
|
|
25,080 |
|
|
|
1,603 |
|
Portland General Electric Co |
|
|
39,600 |
|
|
|
1,663 |
|
Public Service Enterprise Group Inc |
|
|
27,400 |
|
|
|
1,830 |
|
Southern Co/The |
|
|
19,305 |
|
|
|
1,385 |
|
WEC Energy Group Inc |
|
|
29,250 |
|
|
|
2,402 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,229 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $324,262) ($ Thousands) |
|
|
|
|
|
|
824,405 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.4% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(B) |
|
|
2,950,637 |
|
|
|
2,944 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $2,951) ($ Thousands) |
|
|
2,944 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
13,783,568 |
|
|
|
13,784 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $13,784) ($ Thousands) |
|
|
|
|
|
|
13,784 |
|
Total Investments in Securities — 100.4% |
|
|
|
|
|
|
|
|
(Cost $340,997) ($ Thousands) |
|
$ |
841,133 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed Managed Volatility Fund (Concluded)
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
23 |
|
|
|
Jun-2024 |
|
|
$ |
5,964 |
|
|
$ |
6,105 |
|
|
$ |
141 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on a Net Assets of $838,065 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $2,944 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
824,405 |
|
|
|
– |
|
|
|
– |
|
|
|
824,405 |
|
Affiliated Partnership |
|
|
– |
|
|
|
2,944 |
|
|
|
– |
|
|
|
2,944 |
|
Cash Equivalent |
|
|
13,784 |
|
|
|
– |
|
|
|
– |
|
|
|
13,784 |
|
Total Investments in Securities |
|
|
838,189 |
|
|
|
2,944 |
|
|
|
– |
|
|
|
841,133 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
141 |
|
|
|
– |
|
|
|
– |
|
|
|
141 |
|
Total Other Financial Instruments |
|
|
141 |
|
|
|
– |
|
|
|
– |
|
|
|
141 |
|
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,171 |
|
|
$ |
5,544 |
|
|
$ |
(5,769 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
2,944 |
|
|
$ |
6 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
18,107 |
|
|
|
79,312 |
|
|
|
(83,635 |
) |
|
|
— |
|
|
|
— |
|
|
|
13,784 |
|
|
|
343 |
|
|
|
— |
|
Totals |
|
$ |
21,278 |
|
|
$ |
84,856 |
|
|
$ |
(89,404 |
) |
|
$ |
– |
|
|
$ |
(2 |
) |
|
$ |
16,728 |
|
|
$ |
349 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed International Managed Volatility Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 95.3% |
Australia — 5.5% |
a2 Milk * |
|
|
38,118 |
|
|
$ |
155 |
|
Abacus Storage King ‡ |
|
|
226,087 |
|
|
|
184 |
|
AGL Energy Ltd |
|
|
179,746 |
|
|
|
978 |
|
Ampol Ltd |
|
|
22,683 |
|
|
|
589 |
|
ANZ Group Holdings Ltd |
|
|
59,390 |
|
|
|
1,139 |
|
Aurizon Holdings Ltd |
|
|
163,603 |
|
|
|
427 |
|
Bendigo & Adelaide Bank Ltd |
|
|
52,109 |
|
|
|
348 |
|
BlueScope Steel Ltd |
|
|
17,019 |
|
|
|
265 |
|
Brambles Ltd |
|
|
154,246 |
|
|
|
1,625 |
|
CAR Group Ltd |
|
|
4,561 |
|
|
|
107 |
|
Chorus Ltd |
|
|
33,388 |
|
|
|
153 |
|
Cochlear Ltd |
|
|
1,230 |
|
|
|
271 |
|
Coles Group Ltd |
|
|
13,130 |
|
|
|
145 |
|
Computershare Ltd |
|
|
20,988 |
|
|
|
358 |
|
CSL Ltd |
|
|
3,288 |
|
|
|
618 |
|
Deterra Royalties Ltd |
|
|
32,233 |
|
|
|
104 |
|
Elders Ltd |
|
|
100,356 |
|
|
|
614 |
|
Fortescue Ltd |
|
|
7,760 |
|
|
|
130 |
|
Harvey Norman Holdings Ltd (A) |
|
|
306,063 |
|
|
|
1,028 |
|
JB Hi-Fi Ltd |
|
|
27,996 |
|
|
|
1,174 |
|
Metcash Ltd, Cl A |
|
|
272,155 |
|
|
|
694 |
|
Northern Star Resources Ltd |
|
|
12,917 |
|
|
|
122 |
|
Orica Ltd |
|
|
44,639 |
|
|
|
532 |
|
Origin Energy Ltd |
|
|
143,021 |
|
|
|
858 |
|
QBE Insurance Group Ltd |
|
|
16,607 |
|
|
|
196 |
|
REA Group Ltd |
|
|
2,613 |
|
|
|
316 |
|
Rio Tinto Ltd |
|
|
12,147 |
|
|
|
965 |
|
Rio Tinto PLC |
|
|
3,292 |
|
|
|
209 |
|
Rio Tinto PLC ADR |
|
|
3,379 |
|
|
|
215 |
|
Telstra Group Ltd, Cl B |
|
|
138,665 |
|
|
|
349 |
|
Ventia Services Group Pty Ltd |
|
|
289,406 |
|
|
|
727 |
|
Viva Energy Group Ltd |
|
|
30,280 |
|
|
|
73 |
|
Wesfarmers Ltd |
|
|
18,824 |
|
|
|
840 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Woolworths Group Ltd |
|
|
17,215 |
|
|
$ |
373 |
|
| |
|
|
|
|
|
|
16,881 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.4% |
ANDRITZ AG |
|
|
5,099 |
|
|
|
318 |
|
CA Immobilien Anlagen AG |
|
|
4,737 |
|
|
|
167 |
|
Eurotelesites AG * |
|
|
20,380 |
|
|
|
82 |
|
S Immo AG |
|
|
9,548 |
|
|
|
– |
|
Telekom Austria AG, Cl A |
|
|
81,520 |
|
|
|
682 |
|
| |
|
|
|
|
|
|
1,249 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 1.0% |
Ageas SA/NV |
|
|
26,534 |
|
|
|
1,230 |
|
Colruyt Group N.V |
|
|
25,637 |
|
|
|
1,185 |
|
Proximus SADP |
|
|
82,479 |
|
|
|
668 |
|
| |
|
|
|
|
|
|
3,083 |
|
| |
|
|
|
|
|
|
|
|
Canada — 2.3% |
Bank of Nova Scotia/The, Cl C |
|
|
10,136 |
|
|
|
525 |
|
Canadian Imperial Bank of Commerce (A) |
|
|
21,343 |
|
|
|
1,083 |
|
Canadian Tire Corp Ltd, Cl A (A) |
|
|
12,717 |
|
|
|
1,269 |
|
Cogeco Communications Inc |
|
|
11,156 |
|
|
|
495 |
|
iA Financial Corp Inc |
|
|
2,992 |
|
|
|
186 |
|
Loblaw Cos Ltd |
|
|
24,108 |
|
|
|
2,674 |
|
Stella-Jones Inc |
|
|
13,355 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
7,012 |
|
| |
|
|
|
|
|
|
|
|
China — 0.3% |
Wilmar International Ltd |
|
|
349,300 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 3.7% |
Ascendis Pharma A/S ADR * |
|
|
2,552 |
|
|
|
386 |
|
Carlsberg AS, Cl B |
|
|
15,344 |
|
|
|
2,103 |
|
Coloplast A/S, Cl B |
|
|
3,674 |
|
|
|
497 |
|
Danske Bank A/S |
|
|
63,284 |
|
|
|
1,902 |
|
DSV A/S |
|
|
3,369 |
|
|
|
548 |
|
Jyske Bank A/S |
|
|
2,041 |
|
|
|
173 |
|
Novo Nordisk A/S, Cl B |
|
|
24,925 |
|
|
|
3,201 |
|
Scandinavian Tobacco Group A/S |
|
|
61,312 |
|
|
|
1,099 |
|
Solar A/S, Cl B |
|
|
2,119 |
|
|
|
102 |
|
Sydbank AS |
|
|
22,507 |
|
|
|
1,168 |
|
UIE PLC |
|
|
5,640 |
|
|
|
178 |
|
| |
|
|
|
|
|
|
11,357 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.9% |
Elisa Oyj |
|
|
6,768 |
|
|
|
302 |
|
Kemira Oyj |
|
|
45,914 |
|
|
|
869 |
|
Kesko Oyj, Cl B |
|
|
30,770 |
|
|
|
575 |
|
Orion Oyj, Cl B |
|
|
7,782 |
|
|
|
291 |
|
TietoEVRY Oyj |
|
|
27,526 |
|
|
|
583 |
|
| |
|
|
|
|
|
|
2,620 |
|
| |
|
|
|
|
|
|
|
|
France — 8.4% |
Air Liquide SA |
|
|
3,881 |
|
|
|
808 |
|
Arkema SA |
|
|
1,238 |
|
|
|
130 |
|
AXA SA |
|
|
35,579 |
|
|
|
1,338 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BNP Paribas SA |
|
|
3,209 |
|
|
$ |
228 |
|
Bouygues SA |
|
|
13,175 |
|
|
|
538 |
|
Carrefour SA |
|
|
126,668 |
|
|
|
2,172 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
49,129 |
|
|
|
1,885 |
|
Credit Agricole SA |
|
|
22,471 |
|
|
|
335 |
|
Danone SA |
|
|
36,496 |
|
|
|
2,361 |
|
Dassault Systemes SE |
|
|
7,021 |
|
|
|
311 |
|
Eiffage SA |
|
|
4,634 |
|
|
|
526 |
|
Engie SA |
|
|
70,311 |
|
|
|
1,178 |
|
Legrand SA |
|
|
6,561 |
|
|
|
696 |
|
L'Oreal SA |
|
|
465 |
|
|
|
220 |
|
Metropole Television SA |
|
|
45,348 |
|
|
|
677 |
|
Orange SA |
|
|
352,858 |
|
|
|
4,149 |
|
Sanofi SA |
|
|
42,094 |
|
|
|
4,135 |
|
Societe BIC SA |
|
|
21,338 |
|
|
|
1,526 |
|
Thales SA, Cl A |
|
|
5,065 |
|
|
|
865 |
|
TotalEnergies SE |
|
|
22,396 |
|
|
|
1,535 |
|
Vivendi SE |
|
|
12,382 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
25,748 |
|
| |
|
|
|
|
|
|
|
|
Germany — 4.6% |
Bayer AG |
|
|
18,292 |
|
|
|
562 |
|
Bayerische Motoren Werke AG |
|
|
1,376 |
|
|
|
159 |
|
Beiersdorf AG |
|
|
12,795 |
|
|
|
1,865 |
|
Deutsche Boerse AG |
|
|
2,569 |
|
|
|
526 |
|
Deutsche Post AG |
|
|
28,985 |
|
|
|
1,249 |
|
Deutsche Telekom AG |
|
|
139,568 |
|
|
|
3,392 |
|
E.ON SE |
|
|
10,939 |
|
|
|
152 |
|
Fresenius Medical Care AG |
|
|
3,728 |
|
|
|
144 |
|
Fresenius SE & Co KGaA |
|
|
3,549 |
|
|
|
96 |
|
Hannover Rueck SE |
|
|
1,509 |
|
|
|
413 |
|
Henkel AG & Co KGaA |
|
|
1,777 |
|
|
|
128 |
|
Hornbach Holding AG & Co KGaA |
|
|
11,109 |
|
|
|
894 |
|
Knorr-Bremse AG |
|
|
2,220 |
|
|
|
168 |
|
Merck KGaA |
|
|
1,146 |
|
|
|
202 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
4,916 |
|
|
|
2,401 |
|
SAP SE |
|
|
2,687 |
|
|
|
524 |
|
Sirius Real Estate Ltd |
|
|
87,389 |
|
|
|
108 |
|
Suedzucker AG |
|
|
8,202 |
|
|
|
118 |
|
Talanx AG |
|
|
3,734 |
|
|
|
296 |
|
United Internet AG |
|
|
23,226 |
|
|
|
523 |
|
| |
|
|
|
|
|
|
13,920 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 3.2% |
Bank of East Asia |
|
|
211,400 |
|
|
|
252 |
|
CK Asset Holdings Ltd |
|
|
316,000 |
|
|
|
1,300 |
|
CK Hutchison Holdings Ltd |
|
|
433,000 |
|
|
|
2,091 |
|
CLP Holdings Ltd, Cl B |
|
|
140,500 |
|
|
|
1,119 |
|
Dah Sing Banking Group Ltd |
|
|
750,400 |
|
|
|
534 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
663,000 |
|
|
|
414 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HKT Trust & HKT Ltd |
|
|
355,000 |
|
|
$ |
414 |
|
Hutchison Telecommunications Hong Kong Holdings Ltd |
|
|
756,000 |
|
|
|
98 |
|
PCCW Ltd |
|
|
997,704 |
|
|
|
494 |
|
Power Assets Holdings Ltd |
|
|
119,500 |
|
|
|
699 |
|
VTech Holdings Ltd |
|
|
186,100 |
|
|
|
1,128 |
|
WH Group Ltd |
|
|
2,029,500 |
|
|
|
1,338 |
|
| |
|
|
|
|
|
|
9,881 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.2% |
First Resources Ltd |
|
|
600,200 |
|
|
|
609 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.2% |
Glanbia PLC |
|
|
32,023 |
|
|
|
632 |
|
| |
|
|
|
|
|
|
|
|
Israel — 2.0% |
Bank Hapoalim BM |
|
|
31,232 |
|
|
|
294 |
|
Bank Leumi Le-Israel BM |
|
|
70,770 |
|
|
|
591 |
|
Bezeq The Israeli Telecommunication Corp Ltd |
|
|
430,506 |
|
|
|
556 |
|
Check Point Software Technologies Ltd * |
|
|
8,788 |
|
|
|
1,441 |
|
Elbit Systems Ltd |
|
|
1,000 |
|
|
|
210 |
|
FIBI Holdings Ltd |
|
|
2,971 |
|
|
|
133 |
|
First International Bank Of Israel Ltd/The |
|
|
3,372 |
|
|
|
141 |
|
Isracard Ltd |
|
|
– |
|
|
|
– |
|
Mizrahi Tefahot Bank Ltd |
|
|
12,013 |
|
|
|
452 |
|
Nice Ltd ADR * |
|
|
3,872 |
|
|
|
1,009 |
|
Nova Ltd * |
|
|
853 |
|
|
|
151 |
|
Oil Refineries Ltd |
|
|
1,752,180 |
|
|
|
583 |
|
Radware Ltd * |
|
|
5,518 |
|
|
|
103 |
|
Shufersal Ltd * |
|
|
26,493 |
|
|
|
187 |
|
Telsys Ltd |
|
|
1,666 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
5,964 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.6% |
A2A SpA |
|
|
582,186 |
|
|
|
1,052 |
|
ACEA SpA |
|
|
16,169 |
|
|
|
287 |
|
Assicurazioni Generali SpA |
|
|
15,478 |
|
|
|
392 |
|
Enel SpA |
|
|
38,590 |
|
|
|
255 |
|
Eni SpA |
|
|
65,456 |
|
|
|
1,036 |
|
Leonardo SpA |
|
|
5,397 |
|
|
|
136 |
|
Terna - Rete Elettrica Nazionale |
|
|
27,136 |
|
|
|
224 |
|
UnipolSai Assicurazioni SpA |
|
|
507,575 |
|
|
|
1,471 |
|
| |
|
|
|
|
|
|
4,853 |
|
| |
|
|
|
|
|
|
|
|
Japan — 26.0% |
AEON REIT Investment Corp ‡ |
|
|
669 |
|
|
|
614 |
|
Aica Kogyo |
|
|
4,400 |
|
|
|
107 |
|
Amano Corp |
|
|
4,800 |
|
|
|
122 |
|
Anritsu Corp |
|
|
50,200 |
|
|
|
405 |
|
Arcs Co Ltd |
|
|
38,800 |
|
|
|
800 |
|
Autobacs Seven Co Ltd |
|
|
9,100 |
|
|
|
95 |
|
Bandai Namco Holdings Inc |
|
|
6,900 |
|
|
|
128 |
|
Bridgestone Corp |
|
|
26,900 |
|
|
|
1,189 |
|
Brother Industries Ltd |
|
|
60,700 |
|
|
|
1,123 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Canon Inc |
|
|
89,200 |
|
|
$ |
2,653 |
|
Chubu Electric Power Co Inc |
|
|
63,400 |
|
|
|
827 |
|
Citizen Watch Co Ltd (A) |
|
|
84,800 |
|
|
|
556 |
|
Daicel Corp |
|
|
75,100 |
|
|
|
739 |
|
Daiichi Sankyo Co Ltd |
|
|
7,500 |
|
|
|
238 |
|
Daiki Aluminium Industry Co Ltd |
|
|
9,800 |
|
|
|
79 |
|
Daito Trust Construction Co Ltd |
|
|
1,700 |
|
|
|
193 |
|
Daiwa Securities Group Inc |
|
|
72,800 |
|
|
|
551 |
|
DCM Holdings Co Ltd |
|
|
102,200 |
|
|
|
987 |
|
EDION Corp (A) |
|
|
77,600 |
|
|
|
780 |
|
ENEOS Holdings Inc |
|
|
388,500 |
|
|
|
1,865 |
|
Ezaki Glico Co Ltd |
|
|
13,300 |
|
|
|
371 |
|
Fuji Nihon Seito Corp (A) |
|
|
7,600 |
|
|
|
50 |
|
FUJIFILM Holdings Corp |
|
|
36,600 |
|
|
|
819 |
|
Heiwado Co Ltd |
|
|
7,900 |
|
|
|
106 |
|
Hirose Electric Co Ltd (A) |
|
|
3,600 |
|
|
|
369 |
|
Honda Motor Co Ltd |
|
|
121,700 |
|
|
|
1,499 |
|
House Foods Group Inc |
|
|
5,400 |
|
|
|
110 |
|
Hoya Corp |
|
|
1,500 |
|
|
|
187 |
|
Inpex Corp |
|
|
89,400 |
|
|
|
1,358 |
|
ITOCHU Corp |
|
|
41,800 |
|
|
|
1,785 |
|
Itochu Enex Co Ltd |
|
|
67,200 |
|
|
|
691 |
|
Itoham Yonekyu Holdings Inc |
|
|
32,080 |
|
|
|
842 |
|
Japan Post Bank Co Ltd |
|
|
106,800 |
|
|
|
1,147 |
|
Japan Post Holdings Co Ltd |
|
|
182,800 |
|
|
|
1,839 |
|
Japan Tobacco Inc |
|
|
104,800 |
|
|
|
2,789 |
|
JFE Holdings Inc |
|
|
6,000 |
|
|
|
99 |
|
Kajima Corp |
|
|
62,300 |
|
|
|
1,274 |
|
Kaken Pharmaceutical Co Ltd |
|
|
24,700 |
|
|
|
558 |
|
Kamigumi Co Ltd |
|
|
10,100 |
|
|
|
222 |
|
Kaneka Corp |
|
|
30,200 |
|
|
|
749 |
|
Kansai Electric Power Co Inc/The |
|
|
47,000 |
|
|
|
667 |
|
Kato Sangyo Co Ltd |
|
|
8,700 |
|
|
|
260 |
|
KDDI Corp |
|
|
58,300 |
|
|
|
1,721 |
|
Keihanshin Building Co Ltd |
|
|
14,200 |
|
|
|
144 |
|
Keisei Electric Railway Co Ltd |
|
|
4,674 |
|
|
|
190 |
|
Kewpie Corp |
|
|
12,300 |
|
|
|
228 |
|
Kinden Corp |
|
|
42,200 |
|
|
|
733 |
|
Komeri Co Ltd |
|
|
5,200 |
|
|
|
118 |
|
K's Holdings Corp (A) |
|
|
46,300 |
|
|
|
398 |
|
Kuraray Co Ltd |
|
|
151,500 |
|
|
|
1,617 |
|
Kurimoto Ltd |
|
|
5,300 |
|
|
|
138 |
|
Lawson Inc |
|
|
13,400 |
|
|
|
915 |
|
Lintec Corp (A) |
|
|
38,500 |
|
|
|
791 |
|
Lion Corp |
|
|
12,500 |
|
|
|
112 |
|
Marubeni Corp |
|
|
17,400 |
|
|
|
300 |
|
Maruichi Steel Tube Ltd |
|
|
4,400 |
|
|
|
117 |
|
McDonald's Holdings Co Japan Ltd |
|
|
2,900 |
|
|
|
130 |
|
Megmilk Snow Brand Co Ltd |
|
|
25,000 |
|
|
|
443 |
|
MEIJI Holdings Co Ltd |
|
|
14,700 |
|
|
|
321 |
|
MIRAIT ONE corp |
|
|
41,700 |
|
|
|
513 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
116,800 |
|
|
|
710 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Mitsubishi Electric Corp |
|
|
67,600 |
|
|
$ |
1,126 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
23,100 |
|
|
|
847 |
|
Mitsubishi UFJ Financial Group Inc (A) |
|
|
205,800 |
|
|
|
2,087 |
|
Mitsui & Co Ltd |
|
|
28,400 |
|
|
|
1,322 |
|
Mitsui Chemicals Inc |
|
|
11,400 |
|
|
|
333 |
|
Mizuho Financial Group Inc |
|
|
139,580 |
|
|
|
2,756 |
|
Morinaga & Co Ltd/Japan |
|
|
21,600 |
|
|
|
370 |
|
Morinaga Milk Industry Co Ltd |
|
|
6,000 |
|
|
|
123 |
|
Morishita Jintan Co Ltd |
|
|
4,200 |
|
|
|
69 |
|
MS&AD Insurance Group Holdings Inc |
|
|
93,000 |
|
|
|
1,637 |
|
NEC Corp |
|
|
6,400 |
|
|
|
466 |
|
NH Foods Ltd |
|
|
3,800 |
|
|
|
127 |
|
Nichirei Corp |
|
|
6,500 |
|
|
|
175 |
|
Nippn Corp |
|
|
17,100 |
|
|
|
262 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
5,500 |
|
|
|
280 |
|
Nippon Light Metal Holdings Co Ltd |
|
|
32,400 |
|
|
|
383 |
|
Nippon Steel Corp (A) |
|
|
7,400 |
|
|
|
178 |
|
Nippon Telegraph & Telephone Corp |
|
|
1,109,500 |
|
|
|
1,320 |
|
Nippon Television Holdings Inc |
|
|
80,400 |
|
|
|
1,174 |
|
Nisshin Seifun Group Inc |
|
|
55,700 |
|
|
|
766 |
|
Nissin Foods Holdings Co Ltd |
|
|
7,500 |
|
|
|
207 |
|
Niterra Co Ltd |
|
|
19,800 |
|
|
|
655 |
|
Nitto Fuji Flour Milling Co Ltd |
|
|
5,000 |
|
|
|
175 |
|
Nomura Real Estate Holdings Inc |
|
|
13,300 |
|
|
|
375 |
|
Obayashi Corp |
|
|
11,500 |
|
|
|
136 |
|
Oji Holdings Corp (A) |
|
|
60,100 |
|
|
|
249 |
|
Okinawa Cellular Telephone Co |
|
|
6,200 |
|
|
|
146 |
|
Ono Pharmaceutical Co Ltd |
|
|
50,200 |
|
|
|
822 |
|
Osaka Gas Co Ltd |
|
|
38,600 |
|
|
|
867 |
|
Otsuka Corp |
|
|
18,200 |
|
|
|
385 |
|
Otsuka Holdings Co Ltd |
|
|
16,200 |
|
|
|
671 |
|
Rohm Co Ltd |
|
|
5,600 |
|
|
|
89 |
|
Sankyo Co Ltd |
|
|
148,000 |
|
|
|
1,615 |
|
Sankyu Inc |
|
|
14,600 |
|
|
|
501 |
|
Secom Co Ltd |
|
|
7,100 |
|
|
|
514 |
|
Seiko Epson Corp |
|
|
57,000 |
|
|
|
992 |
|
Seino Holdings Co Ltd |
|
|
58,300 |
|
|
|
800 |
|
Sekisui House Ltd |
|
|
47,600 |
|
|
|
1,080 |
|
Senko Group Holdings Co Ltd |
|
|
58,300 |
|
|
|
436 |
|
Showa Sangyo Co Ltd |
|
|
5,500 |
|
|
|
126 |
|
SoftBank Corp |
|
|
30,200 |
|
|
|
387 |
|
Sojitz (A) |
|
|
15,000 |
|
|
|
394 |
|
Sompo Holdings Inc |
|
|
7,200 |
|
|
|
150 |
|
Sugi Holdings Co Ltd |
|
|
4,200 |
|
|
|
72 |
|
Sumitomo Corp |
|
|
38,800 |
|
|
|
931 |
|
Sumitomo Heavy Industries Ltd |
|
|
29,800 |
|
|
|
934 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
40,200 |
|
|
|
2,346 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
59,600 |
|
|
|
1,283 |
|
Sundrug Co Ltd |
|
|
18,600 |
|
|
|
576 |
|
Techno Ryowa Ltd |
|
|
18,100 |
|
|
|
247 |
|
Toho Holdings Co Ltd |
|
|
5,000 |
|
|
|
119 |
|
TOPPAN Holdings Inc |
|
|
10,000 |
|
|
|
250 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Toyota Boshoku Corp (A) |
|
|
24,600 |
|
|
$ |
418 |
|
Trend Micro Inc/Japan |
|
|
12,900 |
|
|
|
653 |
|
USS Co Ltd |
|
|
67,600 |
|
|
|
558 |
|
Valor Holdings Co Ltd |
|
|
29,600 |
|
|
|
483 |
|
Yamada Holdings Co Ltd * |
|
|
56,700 |
|
|
|
164 |
|
Yamaguchi Financial Group Inc |
|
|
92,500 |
|
|
|
936 |
|
Zaoh Co Ltd |
|
|
8,700 |
|
|
|
146 |
|
Zensho Holdings Co Ltd |
|
|
2,300 |
|
|
|
96 |
|
| |
|
|
|
|
|
|
79,266 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.3% |
Hikma Pharmaceuticals PLC |
|
|
39,776 |
|
|
|
964 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 3.3% |
ABN AMRO Bank NV GDR |
|
|
11,695 |
|
|
|
200 |
|
EXOR |
|
|
7,719 |
|
|
|
859 |
|
Koninklijke Ahold Delhaize NV |
|
|
158,868 |
|
|
|
4,756 |
|
Koninklijke KPN NV |
|
|
419,598 |
|
|
|
1,571 |
|
NN Group NV |
|
|
29,146 |
|
|
|
1,348 |
|
Shell PLC |
|
|
3,555 |
|
|
|
119 |
|
Wolters Kluwer NV |
|
|
7,314 |
|
|
|
1,147 |
|
| |
|
|
|
|
|
|
10,000 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.5% |
Channel Infrastructure NZ |
|
|
111,719 |
|
|
|
102 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
19,131 |
|
|
|
294 |
|
Freightways Group |
|
|
19,353 |
|
|
|
102 |
|
Mercury NZ Ltd |
|
|
109,078 |
|
|
|
452 |
|
Meridian Energy Ltd |
|
|
35,190 |
|
|
|
124 |
|
Spark New Zealand Ltd |
|
|
212,656 |
|
|
|
606 |
|
| |
|
|
|
|
|
|
1,680 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.2% |
DNB Bank ASA |
|
|
22,448 |
|
|
|
447 |
|
Norsk Hydro ASA |
|
|
28,454 |
|
|
|
156 |
|
Olav Thon Eiendomsselskap ASA |
|
|
13,082 |
|
|
|
267 |
|
Orkla ASA |
|
|
238,367 |
|
|
|
1,685 |
|
Sparebank 1 Oestlandet |
|
|
8,506 |
|
|
|
98 |
|
SpareBank 1 SR-Bank ASA |
|
|
17,208 |
|
|
|
217 |
|
Telenor ASA |
|
|
68,488 |
|
|
|
762 |
|
| |
|
|
|
|
|
|
3,632 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.9% |
Jeronimo Martins SGPS SA |
|
|
55,263 |
|
|
|
1,097 |
|
Navigator Co SA/The |
|
|
133,142 |
|
|
|
582 |
|
NOS SGPS SA |
|
|
146,623 |
|
|
|
574 |
|
Sonae SGPS SA |
|
|
383,487 |
|
|
|
365 |
|
| |
|
|
|
|
|
|
2,618 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 3.3% |
DBS Group Holdings Ltd |
|
|
100,700 |
|
|
|
2,688 |
|
Genting Singapore Ltd |
|
|
369,400 |
|
|
|
242 |
|
Jardine Cycle & Carriage Ltd |
|
|
96,100 |
|
|
|
1,721 |
|
Jardine Matheson Holdings Ltd |
|
|
17,200 |
|
|
|
642 |
|
Mapletree Logistics Trust ‡ |
|
|
154,270 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Oversea-Chinese Banking Corp Ltd |
|
|
184,400 |
|
|
$ |
1,843 |
|
Sheng Siong Group Ltd |
|
|
383,000 |
|
|
|
434 |
|
Singapore Exchange Ltd |
|
|
44,300 |
|
|
|
302 |
|
Singapore Technologies Engineering Ltd |
|
|
146,200 |
|
|
|
436 |
|
United Overseas Bank Ltd |
|
|
70,700 |
|
|
|
1,535 |
|
Venture Corp Ltd |
|
|
8,100 |
|
|
|
86 |
|
| |
|
|
|
|
|
|
10,096 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.0% |
Thungela Resources Ltd |
|
|
1,394 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
|
|
Spain — 2.1% |
Acerinox SA |
|
|
17,247 |
|
|
|
189 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
6,200 |
|
|
|
260 |
|
Aena SME SA |
|
|
693 |
|
|
|
137 |
|
CaixaBank SA |
|
|
14,847 |
|
|
|
72 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
90,492 |
|
|
|
2,531 |
|
Faes Farma SA |
|
|
57,395 |
|
|
|
195 |
|
Iberdrola SA |
|
|
60,545 |
|
|
|
752 |
|
Indra Sistemas |
|
|
23,422 |
|
|
|
486 |
|
Industria de Diseno Textil SA |
|
|
5,360 |
|
|
|
270 |
|
Repsol SA, Cl A |
|
|
69,865 |
|
|
|
1,165 |
|
Telefonica SA |
|
|
61,390 |
|
|
|
271 |
|
| |
|
|
|
|
|
|
6,328 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 1.9% |
Axfood AB |
|
|
13,229 |
|
|
|
385 |
|
Betsson AB, Cl B |
|
|
32,738 |
|
|
|
324 |
|
Epiroc AB, Cl B |
|
|
14,793 |
|
|
|
251 |
|
Essity AB, Cl B (A) |
|
|
45,353 |
|
|
|
1,078 |
|
Industrivarden AB, Cl C |
|
|
21,625 |
|
|
|
745 |
|
KNOW IT AB |
|
|
7,589 |
|
|
|
112 |
|
Nyfosa AB |
|
|
18,745 |
|
|
|
185 |
|
Securitas AB, Cl B |
|
|
22,999 |
|
|
|
237 |
|
Skandinaviska Enskilda Banken AB, Cl A (A) |
|
|
27,192 |
|
|
|
369 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
11,438 |
|
|
|
176 |
|
Swedbank AB, Cl A |
|
|
32,836 |
|
|
|
652 |
|
Swedish Orphan Biovitrum AB * |
|
|
18,063 |
|
|
|
451 |
|
Volvo AB, Cl B |
|
|
26,274 |
|
|
|
713 |
|
| |
|
|
|
|
|
|
5,678 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 8.0% |
ABB Ltd |
|
|
11,765 |
|
|
|
547 |
|
Alcon Inc |
|
|
3,282 |
|
|
|
272 |
|
ALSO Holding AG |
|
|
606 |
|
|
|
157 |
|
Baloise Holding AG |
|
|
6,068 |
|
|
|
952 |
|
Basellandschaftliche Kantonalbank |
|
|
201 |
|
|
|
186 |
|
Berner Kantonalbank AG |
|
|
473 |
|
|
|
128 |
|
BKW AG |
|
|
5,701 |
|
|
|
876 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
74 |
|
|
|
887 |
|
EFG International AG |
|
|
36,769 |
|
|
|
460 |
|
Emmi AG |
|
|
588 |
|
|
|
584 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
EMS-Chemie Holding AG |
|
|
206 |
|
|
$ |
158 |
|
Givaudan SA |
|
|
24 |
|
|
|
107 |
|
Helvetia Holding AG |
|
|
579 |
|
|
|
80 |
|
Holcim AG |
|
|
12,184 |
|
|
|
1,105 |
|
Kuehne + Nagel International AG |
|
|
310 |
|
|
|
86 |
|
Landis+Gyr Group AG |
|
|
1,298 |
|
|
|
100 |
|
Nestle SA |
|
|
10,269 |
|
|
|
1,092 |
|
Novartis AG |
|
|
50,109 |
|
|
|
4,861 |
|
PSP Swiss Property AG |
|
|
3,886 |
|
|
|
510 |
|
Roche Holding AG |
|
|
8,844 |
|
|
|
2,255 |
|
Romande Energie Holding SA |
|
|
1,900 |
|
|
|
114 |
|
Sandoz Group AG * |
|
|
10,990 |
|
|
|
332 |
|
Sika AG |
|
|
1,337 |
|
|
|
399 |
|
Sonova Holding AG |
|
|
2,439 |
|
|
|
707 |
|
Swatch Group AG/The |
|
|
2,251 |
|
|
|
102 |
|
Swiss Life Holding AG |
|
|
1,571 |
|
|
|
1,103 |
|
Swiss Prime Site AG |
|
|
1,190 |
|
|
|
112 |
|
Swiss Re AG |
|
|
18,721 |
|
|
|
2,410 |
|
Swisscom AG |
|
|
4,134 |
|
|
|
2,531 |
|
Thurgauer Kantonalbank |
|
|
927 |
|
|
|
130 |
|
TX Group AG |
|
|
559 |
|
|
|
92 |
|
Valiant Holding AG |
|
|
8,341 |
|
|
|
980 |
|
| |
|
|
|
|
|
|
24,415 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 13.4% |
3i Group PLC |
|
|
18,195 |
|
|
|
646 |
|
Atalaya Mining PLC |
|
|
44,952 |
|
|
|
220 |
|
B&M European Value Retail SA |
|
|
109,127 |
|
|
|
752 |
|
BAE Systems PLC |
|
|
265,971 |
|
|
|
4,534 |
|
Balfour Beatty PLC |
|
|
18,764 |
|
|
|
91 |
|
Bank of Georgia Group PLC |
|
|
15,867 |
|
|
|
1,012 |
|
BP PLC |
|
|
199,563 |
|
|
|
1,250 |
|
British American Tobacco PLC |
|
|
33,613 |
|
|
|
1,022 |
|
Britvic PLC |
|
|
61,970 |
|
|
|
643 |
|
BT Group PLC, Cl A |
|
|
291,396 |
|
|
|
404 |
|
Bunzl PLC |
|
|
27,294 |
|
|
|
1,051 |
|
Centamin PLC |
|
|
91,997 |
|
|
|
131 |
|
Centrica PLC |
|
|
462,322 |
|
|
|
745 |
|
Coca-Cola Europacific Partners PLC |
|
|
11,497 |
|
|
|
804 |
|
Coca-Cola HBC AG |
|
|
44,915 |
|
|
|
1,420 |
|
Computacenter PLC |
|
|
33,825 |
|
|
|
1,152 |
|
DCC PLC |
|
|
1,124 |
|
|
|
82 |
|
Diageo PLC |
|
|
3,992 |
|
|
|
147 |
|
Endeavour Mining PLC |
|
|
6,089 |
|
|
|
124 |
|
Ferguson PLC |
|
|
1,009 |
|
|
|
221 |
|
GSK PLC |
|
|
187,648 |
|
|
|
4,050 |
|
GSK PLC ADR |
|
|
9,074 |
|
|
|
389 |
|
Haleon PLC |
|
|
44,593 |
|
|
|
188 |
|
Howden Joinery Group PLC |
|
|
31,799 |
|
|
|
364 |
|
HSBC Holdings PLC |
|
|
99,862 |
|
|
|
781 |
|
Imperial Brands PLC |
|
|
111,853 |
|
|
|
2,501 |
|
Inchcape PLC |
|
|
12,434 |
|
|
|
114 |
|
J Sainsbury PLC |
|
|
514,865 |
|
|
|
1,759 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kingfisher PLC |
|
|
155,257 |
|
|
$ |
489 |
|
National Grid PLC |
|
|
8,113 |
|
|
|
109 |
|
Pearson PLC |
|
|
44,486 |
|
|
|
586 |
|
Premier Foods PLC |
|
|
325,003 |
|
|
|
613 |
|
QinetiQ Group PLC |
|
|
329,839 |
|
|
|
1,522 |
|
RELX PLC |
|
|
23,211 |
|
|
|
1,004 |
|
Sage Group PLC/The |
|
|
82,555 |
|
|
|
1,320 |
|
Serco Group PLC |
|
|
303,591 |
|
|
|
727 |
|
Shell PLC |
|
|
69,558 |
|
|
|
2,307 |
|
Spirent Communications PLC |
|
|
75,809 |
|
|
|
192 |
|
Tesco PLC |
|
|
804,451 |
|
|
|
3,014 |
|
Unilever PLC |
|
|
24,439 |
|
|
|
1,227 |
|
Vodafone Group PLC |
|
|
1,027,290 |
|
|
|
914 |
|
Woodside Energy Group Ltd |
|
|
5,009 |
|
|
|
100 |
|
YouGov PLC |
|
|
8,551 |
|
|
|
108 |
|
| |
|
|
|
|
|
|
40,829 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.1% |
Ferguson PLC |
|
|
1,103 |
|
|
|
241 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
2,666 |
|
|
|
113 |
|
| |
|
|
|
|
|
|
354 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $216,334) ($ Thousands) |
|
|
|
|
|
|
290,566 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.8% |
Germany — 0.8% |
Henkel AG & Co KGaA (B) |
|
|
30,256 |
|
|
|
2,435 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,993) ($ Thousands) |
|
|
|
|
|
|
2,435 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHT — 0.0% |
Australia — 0.0% |
|
|
|
|
Abacus Property Group *‡‡ |
|
|
40,372 |
|
|
|
– |
|
Total Right |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.5% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(C) |
|
|
10,577,068 |
|
|
|
10,578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $10,579) ($ Thousands) |
|
|
10,578 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Managed International Managed Volatility Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
4,944,054 |
|
|
$ |
4,944 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,944) ($ Thousands) |
|
|
|
|
|
|
4,944 |
|
Total Investments in Securities — 101.2% |
|
|
|
|
|
|
|
|
(Cost $233,850) ($ Thousands) |
|
$ |
308,523 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
26 |
|
|
|
Jun-2024 |
|
|
$ |
1,407 |
|
|
$ |
1,416 |
|
|
$ |
19 |
|
FTSE 100 Index |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
699 |
|
|
|
707 |
|
|
|
13 |
|
Hang Seng Index |
|
|
1 |
|
|
|
Apr-2024 |
|
|
|
106 |
|
|
|
106 |
|
|
|
– |
|
SPI 200 Index |
|
|
3 |
|
|
|
Jun-2024 |
|
|
|
384 |
|
|
|
389 |
|
|
|
6 |
|
TOPIX Index |
|
|
6 |
|
|
|
Jun-2024 |
|
|
|
1,098 |
|
|
|
1,090 |
|
|
|
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
3,694 |
|
|
$ |
3,708 |
|
|
$ |
29 |
|
|
Percentages are based on Net Assets of $304,893 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
No interest rate available. |
(C) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $10,578 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
290,566 |
|
|
|
— |
|
|
|
— |
|
|
|
290,566 |
|
Preferred Stock |
|
|
2,435 |
|
|
|
— |
|
|
|
— |
|
|
|
2,435 |
|
Right |
|
|
— |
|
|
|
— |
^ |
|
|
— |
|
|
|
— |
|
Affiliated Partnership |
|
|
10,578 |
|
|
|
— |
|
|
|
— |
|
|
|
10,578 |
|
Cash Equivalent |
|
|
4,944 |
|
|
|
— |
|
|
|
— |
|
|
|
4,944 |
|
Total Investments in Securities |
|
|
308,523 |
|
|
|
— |
|
|
|
— |
|
|
|
308,523 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
38 |
|
|
|
– |
|
|
|
– |
|
|
|
38 |
|
Unrealized Depreciation |
|
|
(9 |
) |
|
|
– |
|
|
|
– |
|
|
|
(9 |
) |
Total Other Financial Instruments |
|
|
29 |
|
|
|
– |
|
|
|
– |
|
|
|
29 |
|
^ This category includes securities with a value less than $500.
|
*
|
Futures contracts are valued at unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,591 |
|
|
$ |
44,129 |
|
|
$ |
(36,138 |
) |
|
$ |
— |
|
|
$ |
(4 |
) |
|
$ |
10,578 |
|
|
$ |
16 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
1,096 |
|
|
|
42,023 |
|
|
|
(38,175 |
) |
|
|
— |
|
|
|
— |
|
|
|
4,944 |
|
|
|
71 |
|
|
|
— |
|
Totals |
|
$ |
3,687 |
|
|
$ |
86,152 |
|
|
$ |
(74,313 |
) |
|
$ |
– |
|
|
$ |
(4 |
) |
|
$ |
15,522 |
|
|
$ |
87 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Real Estate Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 98.0% |
| |
|
|
|
|
|
|
|
|
Real Estate — 98.0% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
8,550 |
|
|
$ |
1,102 |
|
American Healthcare REIT Inc ‡ |
|
|
35,150 |
|
|
|
518 |
|
American Tower Corp, Cl A ‡ |
|
|
5,370 |
|
|
|
1,061 |
|
AvalonBay Communities Inc ‡ |
|
|
7,490 |
|
|
|
1,390 |
|
Boston Properties Inc ‡ |
|
|
22,350 |
|
|
|
1,460 |
|
Brixmor Property Group Inc ‡ |
|
|
76,400 |
|
|
|
1,792 |
|
Camden Property Trust ‡ |
|
|
19,764 |
|
|
|
1,945 |
|
CareTrust REIT Inc ‡ |
|
|
23,580 |
|
|
|
575 |
|
Cousins Properties Inc ‡ |
|
|
39,110 |
|
|
|
940 |
|
DiamondRock Hospitality Co ‡ |
|
|
83,440 |
|
|
|
802 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
22,630 |
|
|
|
3,260 |
|
Douglas Emmett Inc ‡ |
|
|
41,750 |
|
|
|
579 |
|
Elme Communities ‡ |
|
|
18,539 |
|
|
|
258 |
|
Equinix Inc ‡ |
|
|
9,385 |
|
|
|
7,746 |
|
Equity Residential ‡ |
|
|
42,070 |
|
|
|
2,655 |
|
Extra Space Storage Inc ‡ |
|
|
23,380 |
|
|
|
3,437 |
|
First Industrial Realty Trust Inc ‡ |
|
|
44,550 |
|
|
|
2,341 |
|
Healthpeak Properties Inc ‡ |
|
|
107,520 |
|
|
|
2,016 |
|
Host Hotels & Resorts Inc ‡ |
|
|
87,200 |
|
|
|
1,803 |
|
Independence Realty Trust Inc ‡ |
|
|
10,437 |
|
|
|
168 |
|
Invitation Homes Inc ‡ |
|
|
70,060 |
|
|
|
2,495 |
|
Iron Mountain Inc ‡ |
|
|
5,870 |
|
|
|
471 |
|
Kilroy Realty Corp ‡ |
|
|
21,590 |
|
|
|
787 |
|
Kimco Realty Corp ‡ |
|
|
119,100 |
|
|
|
2,336 |
|
Medical Properties Trust Inc ‡(A) |
|
|
47,933 |
|
|
|
225 |
|
Omega Healthcare Investors Inc ‡ |
|
|
39,041 |
|
|
|
1,236 |
|
Paramount Group Inc ‡ |
|
|
24,580 |
|
|
|
115 |
|
Prologis Inc ‡ |
|
|
55,380 |
|
|
|
7,212 |
|
Public Storage ‡ |
|
|
11,520 |
|
|
|
3,342 |
|
Retail Opportunity Investments Corp ‡ |
|
|
71,240 |
|
|
|
913 |
|
Rexford Industrial Realty Inc ‡ |
|
|
36,860 |
|
|
|
1,854 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
1,300 |
|
|
|
150 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,210 |
|
|
|
479 |
|
Simon Property Group Inc ‡ |
|
|
20,956 |
|
|
|
3,279 |
|
Sun Communities Inc ‡ |
|
|
19,060 |
|
|
|
2,451 |
|
UDR Inc ‡ |
|
|
68,280 |
|
|
|
2,554 |
|
Urban Edge Properties ‡ |
|
|
25,299 |
|
|
|
437 |
|
Ventas Inc ‡ |
|
|
65,570 |
|
|
|
2,855 |
|
Welltower Inc ‡ |
|
|
37,430 |
|
|
|
3,497 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xenia Hotels & Resorts Inc ‡ |
|
|
34,460 |
|
|
$ |
517 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,053 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $55,737) ($ Thousands) |
|
|
|
|
|
|
73,053 |
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.3% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **(B) |
|
|
176,385 |
|
|
|
175 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $177) ($ Thousands) |
|
|
175 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%** |
|
|
1,202,400 |
|
|
|
1,202 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $1,202) ($ Thousands) |
|
|
|
|
|
|
1,202 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $57,116) ($ Thousands) |
|
$ |
74,430 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $74,528 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
(A) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(B) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $175 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
73,053 |
|
|
|
– |
|
|
|
– |
|
|
|
73,053 |
|
Affiliated Partnership |
|
|
– |
|
|
|
175 |
|
|
|
– |
|
|
|
175 |
|
Cash Equivalent |
|
|
1,202 |
|
|
|
– |
|
|
|
– |
|
|
|
1,202 |
|
Total Investments in Securities |
|
|
74,255 |
|
|
|
175 |
|
|
|
– |
|
|
|
74,430 |
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
4 |
|
|
$ |
529 |
|
|
$ |
(358 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
175 |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
973 |
|
|
|
10,137 |
|
|
|
(9,908 |
) |
|
|
— |
|
|
|
— |
|
|
|
1,202 |
|
|
|
21 |
|
|
|
— |
|
Totals |
|
$ |
977 |
|
|
$ |
10,666 |
|
|
$ |
(10,266 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
1,377 |
|
|
$ |
21 |
|
|
$ |
— |
|
Amounts designated as “-” are either $0 or have been rounded to be $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 40.6% |
Agency Mortgage-Backed Obligations — 35.6% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 05/01/2031 to 02/01/2038 |
|
$ |
168 |
|
|
$ |
170 |
|
7.000%, 05/01/2024 to 03/01/2039 |
|
|
46 |
|
|
|
49 |
|
6.500%, 10/01/2031 to 07/01/2053 |
|
|
2,110 |
|
|
|
2,174 |
|
6.000%, 02/01/2032 to 12/01/2053 |
|
|
9,164 |
|
|
|
9,317 |
|
5.500%, 06/01/2052 to 09/01/2053 |
|
|
10,160 |
|
|
|
10,137 |
|
5.000%, 05/01/2033 to 05/01/2053 |
|
|
12,073 |
|
|
|
11,854 |
|
4.500%, 04/01/2035 to 12/01/2052 |
|
|
12,812 |
|
|
|
12,325 |
|
4.000%, 08/01/2041 to 02/01/2053 |
|
|
14,251 |
|
|
|
13,495 |
|
3.500%, 12/01/2033 to 06/01/2052 |
|
|
27,535 |
|
|
|
25,149 |
|
3.000%, 03/01/2031 to 06/01/2052 |
|
|
40,104 |
|
|
|
35,306 |
|
2.500%, 10/01/2031 to 05/01/2052 |
|
|
64,402 |
|
|
|
54,103 |
|
2.000%, 07/01/2032 to 05/01/2052 |
|
|
61,426 |
|
|
|
50,021 |
|
1.500%, 11/01/2040 to 08/01/2051 |
|
|
12,934 |
|
|
|
10,090 |
|
0.000%, 07/15/2031(A) |
|
|
265 |
|
|
|
190 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.511%, RFUCCT1Y + 1.683%, 02/01/2043(B) |
|
|
83 |
|
|
|
85 |
|
7.464%, RFUCCT1Y + 1.770%, 09/01/2042(B) |
|
|
54 |
|
|
|
55 |
|
7.451%, RFUCCT1Y + 1.609%, 10/01/2043(B) |
|
|
62 |
|
|
|
63 |
|
7.191%, RFUCCT1Y + 1.628%, 11/01/2043(B) |
|
|
48 |
|
|
|
49 |
|
7.156%, RFUCCT1Y + 1.605%, 09/01/2043(B) |
|
|
28 |
|
|
|
29 |
|
7.109%, RFUCCT1Y + 1.650%, 03/01/2043(B) |
|
|
54 |
|
|
|
55 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
7.031%, RFUCCT1Y + 1.642%, 10/01/2043(B) |
|
$ |
61 |
|
|
$ |
62 |
|
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B) |
|
|
36 |
|
|
|
37 |
|
6.866%, RFUCCT1Y + 1.637%, 09/01/2045(B) |
|
|
541 |
|
|
|
552 |
|
6.817%, RFUCCT1Y + 1.642%, 08/01/2043(B) |
|
|
61 |
|
|
|
62 |
|
6.791%, RFUCCT1Y + 1.687%, 09/01/2047(B) |
|
|
356 |
|
|
|
360 |
|
6.204%, RFUCCT1Y + 1.637%, 04/01/2048(B) |
|
|
785 |
|
|
|
800 |
|
5.965%, RFUCCT1Y + 1.724%, 01/01/2044(B) |
|
|
129 |
|
|
|
131 |
|
5.501%, RFUCCT1Y + 1.638%, 03/01/2049(B) |
|
|
327 |
|
|
|
332 |
|
5.180%, SOFR30A + 2.300%, 06/01/2053(B) |
|
|
271 |
|
|
|
269 |
|
5.128%, SOFR30A + 2.214%, 08/01/2053(B) |
|
|
304 |
|
|
|
301 |
|
4.298%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
475 |
|
|
|
459 |
|
4.192%, SOFR30A + 2.305%, 05/01/2053(B) |
|
|
1,439 |
|
|
|
1,393 |
|
4.107%, SOFR30A + 2.380%, 09/01/2052(B) |
|
|
264 |
|
|
|
253 |
|
3.966%, SOFR30A + 2.140%, 08/01/2052(B) |
|
|
523 |
|
|
|
492 |
|
3.912%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
400 |
|
|
|
382 |
|
3.406%, RFUCCT1Y + 1.633%, 02/01/2050(B) |
|
|
524 |
|
|
|
518 |
|
3.126%, RFUCCT1Y + 1.640%, 11/01/2048(B) |
|
|
409 |
|
|
|
404 |
|
3.097%, RFUCCT1Y + 1.621%, 02/01/2050(B) |
|
|
211 |
|
|
|
199 |
|
3.005%, RFUCCT1Y + 1.627%, 11/01/2048(B) |
|
|
1,169 |
|
|
|
1,101 |
|
2.871%, RFUCCT1Y + 1.619%, 11/01/2047(B) |
|
|
393 |
|
|
|
380 |
|
2.634%, RFUCCT1Y + 1.634%, 12/01/2050(B) |
|
|
493 |
|
|
|
451 |
|
FHLMC CMO, Ser 2001-2277, Cl B |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 |
|
|
15 |
|
|
|
16 |
|
FHLMC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
129 |
|
|
|
132 |
|
FHLMC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
373 |
|
|
|
383 |
|
FHLMC CMO, Ser 2007-3281, Cl AI, IO |
|
|
|
|
|
|
|
|
0.997%, 02/15/2037(B) |
|
|
29 |
|
|
|
3 |
|
FHLMC CMO, Ser 2007-3294, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 03/15/2037 |
|
|
83 |
|
|
|
85 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(A) |
|
$ |
1 |
|
|
$ |
1 |
|
FHLMC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
0.597%, 05/15/2038(B) |
|
|
4 |
|
|
|
– |
|
FHLMC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
0.797%, 01/15/2040(B) |
|
|
20 |
|
|
|
2 |
|
FHLMC CMO, Ser 2011-3947, Cl SG, IO |
|
|
|
|
|
|
|
|
0.517%, 10/15/2041(B) |
|
|
169 |
|
|
|
15 |
|
FHLMC CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
827 |
|
|
|
746 |
|
FHLMC CMO, Ser 2012-271, Cl F5 |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
271 |
|
|
|
266 |
|
FHLMC CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
219 |
|
|
|
199 |
|
FHLMC CMO, Ser 2012-272, Cl F1 |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
432 |
|
|
|
426 |
|
FHLMC CMO, Ser 2012-280, Cl F1 |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 09/15/2042(B) |
|
|
437 |
|
|
|
430 |
|
FHLMC CMO, Ser 2012-283, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2027 |
|
|
80 |
|
|
|
3 |
|
FHLMC CMO, Ser 2012-4047, Cl CX |
|
|
|
|
|
|
|
|
3.500%, 05/15/2042 |
|
|
821 |
|
|
|
737 |
|
FHLMC CMO, Ser 2012-4054, Cl SA, IO |
|
|
|
|
|
|
|
|
0.617%, 08/15/2039(B) |
|
|
303 |
|
|
|
24 |
|
FHLMC CMO, Ser 2012-4091, Cl BX |
|
|
|
|
|
|
|
|
3.250%, 10/15/2041 |
|
|
420 |
|
|
|
384 |
|
FHLMC CMO, Ser 2012-4091, Cl MX |
|
|
|
|
|
|
|
|
3.250%, 02/15/2042 |
|
|
340 |
|
|
|
309 |
|
FHLMC CMO, Ser 2012-4091, Cl EX |
|
|
|
|
|
|
|
|
3.375%, 07/15/2042 |
|
|
271 |
|
|
|
247 |
|
FHLMC CMO, Ser 2012-4117, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 10/15/2042 |
|
|
283 |
|
|
|
241 |
|
FHLMC CMO, Ser 2012-4122, Cl FP |
|
|
|
|
|
|
|
|
5.833%, SOFR30A + 0.514%, 10/15/2042(B) |
|
|
310 |
|
|
|
305 |
|
FHLMC CMO, Ser 2012-4146, Cl DI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/15/2031 |
|
|
185 |
|
|
|
8 |
|
FHLMC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
|
47 |
|
|
|
8 |
|
FHLMC CMO, Ser 2013-4203, Cl PS, IO |
|
|
|
|
|
|
|
|
0.817%, 09/15/2042(B) |
|
|
157 |
|
|
|
13 |
|
FHLMC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
272 |
|
|
|
227 |
|
FHLMC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
74 |
|
|
|
58 |
|
FHLMC CMO, Ser 2013-4239, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 06/15/2027 |
|
|
43 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2013-4240, Cl FA |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 08/15/2043(B) |
|
$ |
795 |
|
|
$ |
782 |
|
FHLMC CMO, Ser 2013-4248, Cl FT |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 09/15/2043(B) |
|
|
275 |
|
|
|
271 |
|
FHLMC CMO, Ser 2013-4286, Cl VF |
|
|
|
|
|
|
|
|
5.883%, SOFR30A + 0.564%, 12/15/2043(B) |
|
|
585 |
|
|
|
576 |
|
FHLMC CMO, Ser 2014-328, Cl S4, IO |
|
|
|
|
|
|
|
|
0.067%, 02/15/2038(B) |
|
|
9 |
|
|
|
1 |
|
FHLMC CMO, Ser 2014-4335, Cl SW, IO |
|
|
|
|
|
|
|
|
0.567%, 05/15/2044(B) |
|
|
34 |
|
|
|
3 |
|
FHLMC CMO, Ser 2014-4391, Cl MZ |
|
|
|
|
|
|
|
|
3.000%, 09/15/2044 |
|
|
133 |
|
|
|
115 |
|
FHLMC CMO, Ser 2014-4415, Cl IO, IO |
|
|
|
|
|
|
|
|
0.038%, 04/15/2041(B) |
|
|
101 |
|
|
|
6 |
|
FHLMC CMO, Ser 2015-4446, Cl CP |
|
|
|
|
|
|
|
|
2.250%, 03/15/2045 |
|
|
368 |
|
|
|
317 |
|
FHLMC CMO, Ser 2015-4479, Cl HA |
|
|
|
|
|
|
|
|
3.750%, 05/15/2039(C) |
|
|
9 |
|
|
|
9 |
|
FHLMC CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
0.567%, 12/15/2046(B) |
|
|
241 |
|
|
|
24 |
|
FHLMC CMO, Ser 2016-4582, Cl HA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
1,351 |
|
|
|
1,242 |
|
FHLMC CMO, Ser 2016-4614, Cl FG |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 09/15/2046(B) |
|
|
313 |
|
|
|
308 |
|
FHLMC CMO, Ser 2016-4628, Cl KF |
|
|
|
|
|
|
|
|
5.933%, SOFR30A + 0.614%, 01/15/2055(B) |
|
|
393 |
|
|
|
385 |
|
FHLMC CMO, Ser 2016-4639, Cl HZ |
|
|
|
|
|
|
|
|
3.250%, 04/15/2053(C) |
|
|
1,908 |
|
|
|
1,481 |
|
FHLMC CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
1,126 |
|
|
|
1,001 |
|
FHLMC CMO, Ser 2017-4719, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 09/15/2047 |
|
|
383 |
|
|
|
346 |
|
FHLMC CMO, Ser 2017-4719, Cl LM |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
305 |
|
|
|
268 |
|
FHLMC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
820 |
|
|
|
732 |
|
FHLMC CMO, Ser 2018-4753, Cl BD |
|
|
|
|
|
|
|
|
3.000%, 01/15/2048 |
|
|
292 |
|
|
|
252 |
|
FHLMC CMO, Ser 2018-4793, Cl FD |
|
|
|
|
|
|
|
|
5.733%, SOFR30A + 0.414%, 06/15/2048(B) |
|
|
119 |
|
|
|
116 |
|
FHLMC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
173 |
|
|
|
149 |
|
FHLMC CMO, Ser 2018-4818, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2048 |
|
|
390 |
|
|
|
343 |
|
FHLMC CMO, Ser 2018-4826, Cl KF |
|
|
|
|
|
|
|
|
5.733%, SOFR30A + 0.414%, 09/15/2048(B) |
|
|
257 |
|
|
|
251 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2018-4846, Cl PA |
|
|
|
|
|
|
|
|
4.000%, 06/15/2047 |
|
$ |
26 |
|
|
$ |
26 |
|
FHLMC CMO, Ser 2018-4857, Cl JA |
|
|
|
|
|
|
|
|
3.350%, 01/15/2049 |
|
|
1,224 |
|
|
|
1,145 |
|
FHLMC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
|
560 |
|
|
|
502 |
|
FHLMC CMO, Ser 2019-4903, Cl NF |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
243 |
|
|
|
238 |
|
FHLMC CMO, Ser 2019-4927, Cl BG |
|
|
|
|
|
|
|
|
3.000%, 11/25/2049 |
|
|
530 |
|
|
|
477 |
|
FHLMC CMO, Ser 2019-4937, Cl MD |
|
|
|
|
|
|
|
|
2.500%, 10/25/2049 |
|
|
537 |
|
|
|
463 |
|
FHLMC CMO, Ser 2019-4940, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 05/15/2040 |
|
|
338 |
|
|
|
312 |
|
FHLMC CMO, Ser 2019-4941, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/15/2047 |
|
|
303 |
|
|
|
249 |
|
FHLMC CMO, Ser 2020-4954, Cl LB |
|
|
|
|
|
|
|
|
2.500%, 02/25/2050 |
|
|
333 |
|
|
|
287 |
|
FHLMC CMO, Ser 2020-4957, Cl MY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2050 |
|
|
312 |
|
|
|
253 |
|
FHLMC CMO, Ser 2020-4979, Cl UC |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
974 |
|
|
|
776 |
|
FHLMC CMO, Ser 2020-4990, Cl FN |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 05/25/2050(B) |
|
|
668 |
|
|
|
651 |
|
FHLMC CMO, Ser 2020-4991, Cl QV |
|
|
|
|
|
|
|
|
2.000%, 09/25/2045 |
|
|
277 |
|
|
|
222 |
|
FHLMC CMO, Ser 2020-4993, Cl KF |
|
|
|
|
|
|
|
|
5.885%, SOFR30A + 0.564%, 07/25/2050(B) |
|
|
2,271 |
|
|
|
2,227 |
|
FHLMC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
675 |
|
|
|
106 |
|
FHLMC CMO, Ser 2020-5004, Cl FM |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 08/25/2050(B) |
|
|
480 |
|
|
|
468 |
|
FHLMC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
692 |
|
|
|
110 |
|
FHLMC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
324 |
|
|
|
48 |
|
FHLMC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,526 |
|
|
|
515 |
|
FHLMC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
393 |
|
|
|
64 |
|
FHLMC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
485 |
|
|
|
64 |
|
FHLMC CMO, Ser 2020-5020, Cl ET |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
439 |
|
|
|
393 |
|
FHLMC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
136 |
|
|
|
18 |
|
FHLMC CMO, Ser 2020-5058, Cl BC |
|
|
|
|
|
|
|
|
5.000%, 11/25/2050 |
|
|
316 |
|
|
|
310 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
$ |
729 |
|
|
$ |
112 |
|
FHLMC CMO, Ser 2020-5068, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2050 |
|
|
613 |
|
|
|
100 |
|
FHLMC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
2,177 |
|
|
|
439 |
|
FHLMC CMO, Ser 2021-5071, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
485 |
|
|
|
63 |
|
FHLMC CMO, Ser 2021-5085, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
995 |
|
|
|
120 |
|
FHLMC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
912 |
|
|
|
726 |
|
FHLMC CMO, Ser 2021-5092, Cl HE |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
524 |
|
|
|
433 |
|
FHLMC CMO, Ser 2021-5092, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 04/25/2041 |
|
|
384 |
|
|
|
327 |
|
FHLMC CMO, Ser 2021-5093, Cl IY, IO |
|
|
|
|
|
|
|
|
4.500%, 12/25/2050 |
|
|
968 |
|
|
|
219 |
|
FHLMC CMO, Ser 2021-5115, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 10/25/2049 |
|
|
491 |
|
|
|
111 |
|
FHLMC CMO, Ser 2021-5116, Cl PB |
|
|
|
|
|
|
|
|
2.250%, 02/25/2051 |
|
|
547 |
|
|
|
465 |
|
FHLMC CMO, Ser 2021-5118, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,521 |
|
|
|
196 |
|
FHLMC CMO, Ser 2021-5118, Cl CA |
|
|
|
|
|
|
|
|
1.500%, 10/15/2033 |
|
|
473 |
|
|
|
413 |
|
FHLMC CMO, Ser 2021-5119, Cl QF |
|
|
|
|
|
|
|
|
5.520%, SOFR30A + 0.200%, 06/25/2051(B) |
|
|
688 |
|
|
|
657 |
|
FHLMC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
417 |
|
|
|
326 |
|
FHLMC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
949 |
|
|
|
131 |
|
FHLMC CMO, Ser 2021-5143, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2049 |
|
|
346 |
|
|
|
280 |
|
FHLMC CMO, Ser 2021-5159, Cl IP, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2051 |
|
|
729 |
|
|
|
104 |
|
FHLMC CMO, Ser 2021-5159, Cl UA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
582 |
|
|
|
510 |
|
FHLMC CMO, Ser 2021-5161, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
792 |
|
|
|
109 |
|
FHLMC CMO, Ser 2021-5178, Cl TP |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
780 |
|
|
|
668 |
|
FHLMC CMO, Ser 2021-5182, Cl M |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
475 |
|
|
|
415 |
|
FHLMC CMO, Ser 2021-5182, Cl D |
|
|
|
|
|
|
|
|
2.500%, 11/25/2043 |
|
|
2,275 |
|
|
|
2,062 |
|
FHLMC CMO, Ser 2021-5184, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 05/25/2048 |
|
|
325 |
|
|
|
287 |
|
FHLMC CMO, Ser 2022-5201, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 07/25/2048 |
|
|
707 |
|
|
|
627 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2022-5202, Cl LA |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
$ |
711 |
|
|
$ |
613 |
|
FHLMC CMO, Ser 2022-5202, Cl TA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
991 |
|
|
|
885 |
|
FHLMC CMO, Ser 2022-5202, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 11/25/2048 |
|
|
840 |
|
|
|
752 |
|
FHLMC CMO, Ser 2022-5202, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2047 |
|
|
726 |
|
|
|
95 |
|
FHLMC CMO, Ser 2022-5202, Cl BH |
|
|
|
|
|
|
|
|
2.000%, 12/25/2047 |
|
|
356 |
|
|
|
316 |
|
FHLMC CMO, Ser 2022-5206, Cl CD |
|
|
|
|
|
|
|
|
3.500%, 05/25/2049 |
|
|
657 |
|
|
|
600 |
|
FHLMC CMO, Ser 2022-5207, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 06/25/2051 |
|
|
719 |
|
|
|
640 |
|
FHLMC CMO, Ser 2022-5209, Cl EA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
543 |
|
|
|
486 |
|
FHLMC CMO, Ser 2022-5209, Cl EJ |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
543 |
|
|
|
486 |
|
FHLMC CMO, Ser 2022-5210, Cl DC |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
504 |
|
|
|
460 |
|
FHLMC CMO, Ser 2022-5214, Cl BY |
|
|
|
|
|
|
|
|
3.000%, 04/25/2052 |
|
|
480 |
|
|
|
386 |
|
FHLMC CMO, Ser 2022-5217, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 07/25/2049 |
|
|
581 |
|
|
|
526 |
|
FHLMC CMO, Ser 2022-5220, Cl QK |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
1,047 |
|
|
|
977 |
|
FHLMC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
2,100 |
|
|
|
1,885 |
|
FHLMC CMO, Ser 2022-5228, Cl TN |
|
|
|
|
|
|
|
|
3.500%, 07/25/2039 |
|
|
355 |
|
|
|
334 |
|
FHLMC CMO, Ser 2022-5274, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
643 |
|
|
|
104 |
|
FHLMC CMO, Ser 2022-5282, Cl GI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2050 |
|
|
527 |
|
|
|
105 |
|
FHLMC CMO, Ser 2023-390, Cl C14, IO |
|
|
|
|
|
|
|
|
4.000%, 11/15/2052 |
|
|
475 |
|
|
|
99 |
|
FHLMC CMO, Ser 2023-400, Cl C9, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2052 |
|
|
778 |
|
|
|
103 |
|
FHLMC CMO, Ser 2023-5293, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
2,788 |
|
|
|
342 |
|
FHLMC CMO, Ser 2023-5300, Cl C |
|
|
|
|
|
|
|
|
2.000%, 09/25/2047 |
|
|
913 |
|
|
|
828 |
|
FHLMC CMO, Ser 2023-5335, Cl FB |
|
|
|
|
|
|
|
|
6.133%, SOFR30A + 0.814%, 10/15/2039(B) |
|
|
891 |
|
|
|
892 |
|
FHLMC CMO, Ser 2023-5338, Cl FH |
|
|
|
|
|
|
|
|
5.733%, SOFR30A + 0.414%, 04/15/2045(B) |
|
|
864 |
|
|
|
844 |
|
FHLMC CMO, Ser 2024-5386, Cl DM |
|
|
|
|
|
|
|
|
2.000%, 03/25/2044 |
|
|
532 |
|
|
|
375 |
|
FHLMC CMO, Ser 2024-5389, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2051 |
|
|
993 |
|
|
|
223 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2024-5396, Cl HF |
|
|
|
|
|
|
|
|
6.270%, SOFR30A + 0.950%, 04/25/2054(B) |
|
$ |
1,188 |
|
|
$ |
1,188 |
|
FHLMC CMO, Ser 2024-5399, Cl FB |
|
|
|
|
|
|
|
|
6.220%, SOFR30A + 0.900%, 04/25/2054(B) |
|
|
669 |
|
|
|
669 |
|
FHLMC Multiclass Certificates, Ser P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
500 |
|
|
|
418 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO |
|
|
|
|
|
|
|
|
0.154%, 11/25/2032(B) |
|
|
12,993 |
|
|
|
185 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.353%, 01/25/2033(B) |
|
|
13,297 |
|
|
|
380 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO |
|
|
|
|
|
|
|
|
0.265%, 04/25/2033(B) |
|
|
8,992 |
|
|
|
204 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 160, Cl X1, IO |
|
|
|
|
|
|
|
|
0.209%, 08/25/2033(B) |
|
|
4,999 |
|
|
|
100 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
|
280 |
|
|
|
274 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO |
|
|
|
|
|
|
|
|
0.595%, 03/25/2027(B) |
|
|
4,479 |
|
|
|
66 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.147%, 06/25/2029(B) |
|
|
4,850 |
|
|
|
254 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
0.878%, 06/25/2029(B) |
|
|
1,977 |
|
|
|
74 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.241%, 06/25/2029(B) |
|
|
700 |
|
|
|
39 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO |
|
|
|
|
|
|
|
|
1.318%, 01/25/2030(B) |
|
|
3,299 |
|
|
|
205 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |
|
|
|
|
|
|
|
|
1.695%, 04/25/2030(B) |
|
|
1,786 |
|
|
|
139 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO |
|
|
|
|
|
|
|
|
1.036%, 10/25/2030(B) |
|
|
5,446 |
|
|
|
282 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.514%, 03/25/2031(B) |
|
|
9,014 |
|
|
|
253 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO |
|
|
|
|
|
|
|
|
0.397%, 12/25/2031(B) |
|
|
11,658 |
|
|
|
256 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO |
|
|
|
|
|
|
|
|
0.264%, 08/25/2032(B) |
|
$ |
10,973 |
|
|
$ |
232 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.281%, 07/25/2026(B) |
|
|
953 |
|
|
|
21 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.566%, 12/25/2027(B) |
|
|
2,978 |
|
|
|
52 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO |
|
|
|
|
|
|
|
|
0.921%, 05/25/2028(B) |
|
|
3,976 |
|
|
|
127 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.225%, 06/25/2027(B) |
|
|
1,431 |
|
|
|
29 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4 |
|
|
|
|
|
|
|
|
2.854%, 01/25/2031 |
|
|
600 |
|
|
|
541 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2 |
|
|
|
|
|
|
|
|
2.091%, 11/25/2031(B) |
|
|
710 |
|
|
|
595 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2 |
|
|
|
|
|
|
|
|
3.291%, 03/25/2027 |
|
|
320 |
|
|
|
305 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
580 |
|
|
|
555 |
|
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 04/15/2036 |
|
|
238 |
|
|
|
245 |
|
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO |
|
|
|
|
|
|
|
|
4.500%, 06/25/2050 |
|
|
1,779 |
|
|
|
403 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.420%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
|
|
1,532 |
|
|
|
1,560 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.820%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
5,746 |
|
|
|
5,754 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.720%, SOFR30A + 3.400%, 10/25/2041(B)(D) |
|
|
920 |
|
|
|
952 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.720%, SOFR30A + 2.400%, 02/25/2042(B)(D) |
|
|
1,220 |
|
|
|
1,242 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.070%, SOFR30A + 3.750%, 02/25/2042(B)(D) |
|
|
440 |
|
|
|
463 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
10.970%, SOFR30A + 5.650%, 04/25/2042(B)(D) |
|
$ |
420 |
|
|
$ |
455 |
|
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A |
|
|
|
|
|
|
|
|
2.310%, 10/25/2037(B) |
|
|
57 |
|
|
|
56 |
|
FNMA |
|
|
|
|
|
|
|
|
7.500%, 10/01/2037 to 01/01/2054 |
|
|
1,776 |
|
|
|
1,856 |
|
7.000%, 09/01/2026 to 01/01/2054 |
|
|
3,226 |
|
|
|
3,351 |
|
6.500%, 05/01/2027 to 03/01/2054 |
|
|
6,974 |
|
|
|
7,150 |
|
6.000%, 02/01/2034 to 02/01/2054 |
|
|
10,565 |
|
|
|
10,731 |
|
5.800%, 10/01/2033 |
|
|
100 |
|
|
|
105 |
|
5.500%, 02/01/2035 to 09/01/2056 |
|
|
8,794 |
|
|
|
8,788 |
|
5.490%, 10/01/2033 |
|
|
100 |
|
|
|
104 |
|
5.000%, 06/01/2038 to 07/01/2053 |
|
|
9,789 |
|
|
|
9,677 |
|
4.820%, 07/01/2033 |
|
|
100 |
|
|
|
100 |
|
4.680%, 07/01/2033 |
|
|
100 |
|
|
|
100 |
|
4.500%, 04/01/2025 to 08/01/2058 |
|
|
34,753 |
|
|
|
33,329 |
|
4.420%, 04/01/2033 |
|
|
99 |
|
|
|
97 |
|
4.200%, 01/01/2029 |
|
|
775 |
|
|
|
754 |
|
4.060%, 07/01/2032 |
|
|
98 |
|
|
|
94 |
|
4.000%, 01/01/2027 to 06/01/2057 |
|
|
33,438 |
|
|
|
31,707 |
|
3.880%, 07/01/2032 |
|
|
98 |
|
|
|
92 |
|
3.520%, 06/01/2032 |
|
|
100 |
|
|
|
92 |
|
3.500%, 05/01/2033 to 06/01/2052 |
|
|
48,272 |
|
|
|
44,055 |
|
3.020%, 05/01/2026 |
|
|
550 |
|
|
|
528 |
|
3.000%, 12/01/2031 to 07/01/2060 |
|
|
122,797 |
|
|
|
108,367 |
|
2.900%, 11/01/2029 |
|
|
488 |
|
|
|
445 |
|
2.820%, 07/01/2027 |
|
|
543 |
|
|
|
512 |
|
2.500%, 03/01/2035 to 09/01/2061 |
|
|
72,761 |
|
|
|
61,332 |
|
2.455%, 04/01/2040 |
|
|
1,920 |
|
|
|
1,369 |
|
2.000%, 03/01/2028 to 04/01/2052 |
|
|
152,163 |
|
|
|
124,098 |
|
1.850%, 09/01/2035 |
|
|
525 |
|
|
|
444 |
|
1.500%, 04/01/2041 to 02/01/2052 |
|
|
10,039 |
|
|
|
7,688 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
7.361%, RFUCCT1Y + 1.654%, 01/01/2043(B) |
|
|
26 |
|
|
|
27 |
|
7.192%, RFUCCT1Y + 1.581%, 10/01/2043(B) |
|
|
125 |
|
|
|
127 |
|
7.007%, 12MTA + 1.940%, 11/01/2035(B) |
|
|
136 |
|
|
|
139 |
|
6.933%, 12MTA + 1.848%, 10/01/2035(B) |
|
|
36 |
|
|
|
37 |
|
6.903%, 12MTA + 1.859%, 11/01/2035(B) |
|
|
28 |
|
|
|
28 |
|
6.855%, 12MTA + 1.854%, 10/01/2035(B) |
|
|
123 |
|
|
|
125 |
|
6.723%, RFUCCT1Y + 1.560%, 06/01/2043(B) |
|
|
42 |
|
|
|
43 |
|
5.726%, RFUCCT1Y + 1.578%, 06/01/2045(B) |
|
|
224 |
|
|
|
229 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
5.691%, RFUCCT1Y + 1.584%, 01/01/2046(B) |
|
$ |
560 |
|
|
$ |
572 |
|
4.648%, SOFR30A + 2.130%, 08/01/2052(B) |
|
|
871 |
|
|
|
855 |
|
4.629%, SOFR30A + 2.123%, 08/01/2052(B) |
|
|
854 |
|
|
|
828 |
|
4.616%, SOFR30A + 2.125%, 08/01/2052(B) |
|
|
1,086 |
|
|
|
1,065 |
|
4.355%, SOFR30A + 2.125%, 07/01/2052(B) |
|
|
962 |
|
|
|
936 |
|
4.296%, SOFR30A + 2.126%, 08/01/2052(B) |
|
|
1,028 |
|
|
|
998 |
|
4.213%, SOFR30A + 2.370%, 09/01/2052(B) |
|
|
257 |
|
|
|
249 |
|
4.208%, SOFR30A + 2.128%, 11/01/2052(B) |
|
|
640 |
|
|
|
622 |
|
4.143%, SOFR30A + 2.120%, 07/01/2052(B) |
|
|
784 |
|
|
|
745 |
|
4.142%, SOFR30A + 2.132%, 10/01/2052(B) |
|
|
1,889 |
|
|
|
1,832 |
|
4.122%, SOFR30A + 2.120%, 09/01/2052(B) |
|
|
752 |
|
|
|
730 |
|
3.962%, SOFR30A + 2.120%, 08/01/2052(B) |
|
|
226 |
|
|
|
213 |
|
3.677%, SOFR30A + 2.370%, 08/01/2052(B) |
|
|
568 |
|
|
|
537 |
|
3.053%, RFUCCT1Y + 1.603%, 03/01/2050(B) |
|
|
875 |
|
|
|
871 |
|
2.776%, RFUCCT1Y + 1.606%, 06/01/2050(B) |
|
|
370 |
|
|
|
343 |
|
FNMA CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
46 |
|
|
|
44 |
|
FNMA CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
|
106 |
|
|
|
108 |
|
FNMA CMO, Ser 2006-112, Cl ST, IO |
|
|
|
|
|
|
|
|
1.265%, 11/25/2036(B) |
|
|
209 |
|
|
|
8 |
|
FNMA CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
5.399%, 12/25/2039(B) |
|
|
14 |
|
|
|
14 |
|
FNMA CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(A) |
|
|
297 |
|
|
|
256 |
|
FNMA CMO, Ser 2011-111, Cl DB |
|
|
|
|
|
|
|
|
4.000%, 11/25/2041 |
|
|
386 |
|
|
|
367 |
|
FNMA CMO, Ser 2011-59, Cl NZ |
|
|
|
|
|
|
|
|
5.500%, 07/25/2041 |
|
|
730 |
|
|
|
744 |
|
FNMA CMO, Ser 2011-87, Cl SG, IO |
|
|
|
|
|
|
|
|
1.115%, 04/25/2040(B) |
|
|
24 |
|
|
|
1 |
|
FNMA CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
1.115%, 10/25/2041(B) |
|
|
377 |
|
|
|
25 |
|
FNMA CMO, Ser 2012-101, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
32 |
|
|
|
– |
|
FNMA CMO, Ser 2012-101, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2027 |
|
|
3 |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
$ |
380 |
|
|
$ |
339 |
|
FNMA CMO, Ser 2012-133, Cl JF |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 12/25/2042(B) |
|
|
362 |
|
|
|
354 |
|
FNMA CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
0.715%, 12/25/2042(B) |
|
|
109 |
|
|
|
11 |
|
FNMA CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
286 |
|
|
|
238 |
|
FNMA CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
3 |
|
|
|
3 |
|
FNMA CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
1.065%, 04/25/2042(B) |
|
|
90 |
|
|
|
10 |
|
FNMA CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
93 |
|
|
|
96 |
|
FNMA CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
8 |
|
|
|
7 |
|
FNMA CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
1.215%, 03/25/2042(B) |
|
|
103 |
|
|
|
6 |
|
FNMA CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
16 |
|
|
|
14 |
|
FNMA CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
908 |
|
|
|
814 |
|
FNMA CMO, Ser 2013-111, Cl PL |
|
|
|
|
|
|
|
|
2.000%, 12/25/2042 |
|
|
243 |
|
|
|
214 |
|
FNMA CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
0.515%, 12/25/2043(B) |
|
|
176 |
|
|
|
16 |
|
FNMA CMO, Ser 2013-126, Cl CS, IO |
|
|
|
|
|
|
|
|
0.715%, 09/25/2041(B) |
|
|
132 |
|
|
|
8 |
|
FNMA CMO, Ser 2013-15, Cl FA |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 03/25/2043(B) |
|
|
434 |
|
|
|
425 |
|
FNMA CMO, Ser 2013-35, Cl CL |
|
|
|
|
|
|
|
|
3.000%, 02/25/2043 |
|
|
6,875 |
|
|
|
6,478 |
|
FNMA CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
335 |
|
|
|
281 |
|
FNMA CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
0.715%, 06/25/2043(B) |
|
|
65 |
|
|
|
8 |
|
FNMA CMO, Ser 2013-73, Cl IA, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2032 |
|
|
146 |
|
|
|
7 |
|
FNMA CMO, Ser 2013-73, Cl IB, IO |
|
|
|
|
|
|
|
|
3.500%, 07/25/2028 |
|
|
19 |
|
|
|
1 |
|
FNMA CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
111 |
|
|
|
117 |
|
FNMA CMO, Ser 2013-9, Cl SA, IO |
|
|
|
|
|
|
|
|
0.715%, 03/25/2042(B) |
|
|
127 |
|
|
|
7 |
|
FNMA CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
890 |
|
|
|
902 |
|
FNMA CMO, Ser 2014-17, Cl DY |
|
|
|
|
|
|
|
|
3.500%, 04/25/2044 |
|
|
514 |
|
|
|
458 |
|
FNMA CMO, Ser 2014-25, Cl EL |
|
|
|
|
|
|
|
|
3.000%, 05/25/2044 |
|
|
412 |
|
|
|
371 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2014-47, Cl AI, IO |
|
|
|
|
|
|
|
|
0.255%, 08/25/2044(B) |
|
$ |
77 |
|
|
$ |
3 |
|
FNMA CMO, Ser 2014-6, Cl Z |
|
|
|
|
|
|
|
|
2.500%, 02/25/2044 |
|
|
258 |
|
|
|
218 |
|
FNMA CMO, Ser 2014-74, Cl PC |
|
|
|
|
|
|
|
|
2.500%, 06/25/2044 |
|
|
322 |
|
|
|
297 |
|
FNMA CMO, Ser 2015-20, Cl EF |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 04/25/2045(B) |
|
|
1,000 |
|
|
|
978 |
|
FNMA CMO, Ser 2015-26, Cl GF |
|
|
|
|
|
|
|
|
5.735%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
634 |
|
|
|
619 |
|
FNMA CMO, Ser 2015-32, Cl FA |
|
|
|
|
|
|
|
|
5.735%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
388 |
|
|
|
378 |
|
FNMA CMO, Ser 2015-48, Cl FB |
|
|
|
|
|
|
|
|
5.735%, SOFR30A + 0.414%, 07/25/2045(B) |
|
|
474 |
|
|
|
462 |
|
FNMA CMO, Ser 2015-55, Cl IO, IO |
|
|
|
|
|
|
|
|
0.309%, 08/25/2055(B) |
|
|
178 |
|
|
|
6 |
|
FNMA CMO, Ser 2015-56, Cl AS, IO |
|
|
|
|
|
|
|
|
0.715%, 08/25/2045(B) |
|
|
26 |
|
|
|
3 |
|
FNMA CMO, Ser 2015-65, Cl CZ |
|
|
|
|
|
|
|
|
3.500%, 09/25/2045 |
|
|
270 |
|
|
|
228 |
|
FNMA CMO, Ser 2015-8, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 03/25/2045 |
|
|
733 |
|
|
|
638 |
|
FNMA CMO, Ser 2015-84, Cl PA |
|
|
|
|
|
|
|
|
1.700%, 08/25/2033 |
|
|
1,052 |
|
|
|
953 |
|
FNMA CMO, Ser 2016-19, Cl FD |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
1,328 |
|
|
|
1,311 |
|
FNMA CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
28 |
|
|
|
28 |
|
FNMA CMO, Ser 2016-45, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 07/25/2046 |
|
|
282 |
|
|
|
217 |
|
FNMA CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
|
1,085 |
|
|
|
984 |
|
FNMA CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
2,262 |
|
|
|
1,883 |
|
FNMA CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
456 |
|
|
|
414 |
|
FNMA CMO, Ser 2017-30, Cl FA |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 05/25/2047(B) |
|
|
231 |
|
|
|
226 |
|
FNMA CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
0.665%, 10/25/2057(B) |
|
|
732 |
|
|
|
83 |
|
FNMA CMO, Ser 2017-78, Cl FC |
|
|
|
|
|
|
|
|
5.785%, SOFR30A + 0.464%, 10/25/2047(B) |
|
|
457 |
|
|
|
446 |
|
FNMA CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
0.765%, 11/25/2047(B) |
|
|
212 |
|
|
|
19 |
|
FNMA CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
788 |
|
|
|
729 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2018-38, Cl MA |
|
|
|
|
|
|
|
|
3.300%, 06/25/2048 |
|
$ |
603 |
|
|
$ |
561 |
|
FNMA CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
632 |
|
|
|
556 |
|
FNMA CMO, Ser 2018-45, Cl TM |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
460 |
|
|
|
407 |
|
FNMA CMO, Ser 2018-54, Cl KA |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
190 |
|
|
|
185 |
|
FNMA CMO, Ser 2018-55, Cl GA |
|
|
|
|
|
|
|
|
3.375%, 08/25/2048 |
|
|
451 |
|
|
|
419 |
|
FNMA CMO, Ser 2018-64, Cl A |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
400 |
|
|
|
346 |
|
FNMA CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
223 |
|
|
|
195 |
|
FNMA CMO, Ser 2018-85, Cl EA |
|
|
|
|
|
|
|
|
3.500%, 12/25/2048 |
|
|
340 |
|
|
|
318 |
|
FNMA CMO, Ser 2019-15, Cl FA |
|
|
|
|
|
|
|
|
5.935%, SOFR30A + 0.614%, 04/25/2049(B) |
|
|
243 |
|
|
|
239 |
|
FNMA CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
731 |
|
|
|
660 |
|
FNMA CMO, Ser 2019-41, Cl FG |
|
|
|
|
|
|
|
|
5.935%, SOFR30A + 0.614%, 08/25/2059(B) |
|
|
568 |
|
|
|
558 |
|
FNMA CMO, Ser 2019-43, Cl FC |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
470 |
|
|
|
461 |
|
FNMA CMO, Ser 2019-67, Cl FB |
|
|
|
|
|
|
|
|
5.885%, SOFR30A + 0.564%, 11/25/2049(B) |
|
|
243 |
|
|
|
239 |
|
FNMA CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.935%, SOFR30A + 0.614%, 01/25/2050(B) |
|
|
1,208 |
|
|
|
1,187 |
|
FNMA CMO, Ser 2020-12, Cl FL |
|
|
|
|
|
|
|
|
5.885%, SOFR30A + 0.564%, 03/25/2050(B) |
|
|
408 |
|
|
|
397 |
|
FNMA CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
580 |
|
|
|
106 |
|
FNMA CMO, Ser 2020-34, Cl F |
|
|
|
|
|
|
|
|
5.885%, SOFR30A + 0.564%, 06/25/2050(B) |
|
|
337 |
|
|
|
330 |
|
FNMA CMO, Ser 2020-37, Cl DA |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
244 |
|
|
|
210 |
|
FNMA CMO, Ser 2020-45, Cl JL |
|
|
|
|
|
|
|
|
3.000%, 07/25/2040 |
|
|
926 |
|
|
|
839 |
|
FNMA CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
431 |
|
|
|
257 |
|
FNMA CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
1,134 |
|
|
|
941 |
|
FNMA CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
372 |
|
|
|
304 |
|
FNMA CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
299 |
|
|
|
48 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
$ |
900 |
|
|
$ |
697 |
|
FNMA CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
963 |
|
|
|
830 |
|
FNMA CMO, Ser 2020-59, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 08/25/2040 |
|
|
507 |
|
|
|
459 |
|
FNMA CMO, Ser 2020-61, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
1,249 |
|
|
|
209 |
|
FNMA CMO, Ser 2020-62, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
693 |
|
|
|
109 |
|
FNMA CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
824 |
|
|
|
168 |
|
FNMA CMO, Ser 2020-65, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,712 |
|
|
|
350 |
|
FNMA CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
957 |
|
|
|
194 |
|
FNMA CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,428 |
|
|
|
275 |
|
FNMA CMO, Ser 2020-73, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2050 |
|
|
604 |
|
|
|
97 |
|
FNMA CMO, Ser 2020-96, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2051 |
|
|
691 |
|
|
|
115 |
|
FNMA CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
164 |
|
|
|
26 |
|
FNMA CMO, Ser 2021-22, Cl MN |
|
|
|
|
|
|
|
|
2.750%, 10/25/2050 |
|
|
560 |
|
|
|
494 |
|
FNMA CMO, Ser 2021-26, Cl BD |
|
|
|
|
|
|
|
|
1.750%, 05/25/2051 |
|
|
299 |
|
|
|
258 |
|
FNMA CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
1,637 |
|
|
|
1,302 |
|
FNMA CMO, Ser 2021-3, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
1,437 |
|
|
|
210 |
|
FNMA CMO, Ser 2021-33, Cl AV |
|
|
|
|
|
|
|
|
2.500%, 03/25/2048 |
|
|
226 |
|
|
|
166 |
|
FNMA CMO, Ser 2021-42, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 11/25/2050 |
|
|
1,069 |
|
|
|
890 |
|
FNMA CMO, Ser 2021-42, Cl AC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
443 |
|
|
|
371 |
|
FNMA CMO, Ser 2021-43, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051 |
|
|
1,450 |
|
|
|
225 |
|
FNMA CMO, Ser 2021-52, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2047 |
|
|
827 |
|
|
|
111 |
|
FNMA CMO, Ser 2021-62, Cl GI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2047 |
|
|
783 |
|
|
|
114 |
|
FNMA CMO, Ser 2021-65, Cl JA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2046 |
|
|
286 |
|
|
|
249 |
|
FNMA CMO, Ser 2021-73, Cl A |
|
|
|
|
|
|
|
|
2.500%, 11/25/2049 |
|
|
590 |
|
|
|
510 |
|
FNMA CMO, Ser 2021-73, Cl DJ |
|
|
|
|
|
|
|
|
2.000%, 03/25/2049 |
|
|
601 |
|
|
|
502 |
|
FNMA CMO, Ser 2021-76, Cl KB |
|
|
|
|
|
|
|
|
1.250%, 11/25/2051 |
|
|
263 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2021-77, Cl WI, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
$ |
664 |
|
|
$ |
105 |
|
FNMA CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
918 |
|
|
|
736 |
|
FNMA CMO, Ser 2021-86, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2047 |
|
|
960 |
|
|
|
849 |
|
FNMA CMO, Ser 2021-91, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 09/25/2049 |
|
|
568 |
|
|
|
493 |
|
FNMA CMO, Ser 2021-95, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 04/25/2050 |
|
|
699 |
|
|
|
592 |
|
FNMA CMO, Ser 2021-96, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 03/25/2049 |
|
|
614 |
|
|
|
524 |
|
FNMA CMO, Ser 2022-11, Cl D |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
614 |
|
|
|
552 |
|
FNMA CMO, Ser 2022-18, Cl DL |
|
|
|
|
|
|
|
|
3.250%, 07/25/2046 |
|
|
793 |
|
|
|
725 |
|
FNMA CMO, Ser 2022-22, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051 |
|
|
1,262 |
|
|
|
217 |
|
FNMA CMO, Ser 2022-28, Cl CA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2048 |
|
|
580 |
|
|
|
520 |
|
FNMA CMO, Ser 2022-3, Cl N |
|
|
|
|
|
|
|
|
2.000%, 10/25/2047 |
|
|
1,719 |
|
|
|
1,484 |
|
FNMA CMO, Ser 2022-4, Cl MH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
636 |
|
|
|
580 |
|
FNMA CMO, Ser 2022-49, Cl NQ |
|
|
|
|
|
|
|
|
3.000%, 02/25/2052 |
|
|
282 |
|
|
|
244 |
|
FNMA CMO, Ser 2022-86, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
742 |
|
|
|
103 |
|
FNMA CMO, Ser 2022-89, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
604 |
|
|
|
500 |
|
FNMA CMO, Ser 2022-9, Cl DJ |
|
|
|
|
|
|
|
|
3.250%, 03/25/2049 |
|
|
441 |
|
|
|
402 |
|
FNMA CMO, Ser 2023-14, Cl EJ |
|
|
|
|
|
|
|
|
2.750%, 04/25/2049 |
|
|
534 |
|
|
|
485 |
|
FNMA CMO, Ser 2023-2, Cl CI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
2,793 |
|
|
|
342 |
|
FNMA CMO, Ser 2023-37, Cl FH |
|
|
|
|
|
|
|
|
5.835%, SOFR30A + 0.514%, 01/25/2050(B) |
|
|
953 |
|
|
|
934 |
|
FNMA CMO, Ser 2023-37, Cl FG |
|
|
|
|
|
|
|
|
5.735%, SOFR30A + 0.414%, 08/25/2050(B) |
|
|
1,527 |
|
|
|
1,488 |
|
FNMA CMO, Ser 2023-38, Cl FC |
|
|
|
|
|
|
|
|
5.985%, SOFR30A + 0.664%, 06/25/2040(B) |
|
|
615 |
|
|
|
610 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2 |
|
|
|
|
|
|
|
|
8.035%, SOFR30A + 2.714%, 05/25/2024(B) |
|
|
310 |
|
|
|
311 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.435%, SOFR30A + 3.114%, 07/25/2024(B) |
|
|
1,157 |
|
|
|
1,163 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Interest CMO, Ser 2005-360, Cl 2, IO |
|
|
|
|
|
|
|
|
5.000%, 08/25/2035 |
|
$ |
409 |
|
|
$ |
66 |
|
FNMA Interest CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
129 |
|
|
|
25 |
|
FNMA Interest CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
82 |
|
|
|
2 |
|
FNMA Interest CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
106 |
|
|
|
17 |
|
FNMA Interest CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
543 |
|
|
|
484 |
|
FNMA Interest CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
|
809 |
|
|
|
741 |
|
FNMA Interest CMO, Ser 2018-424, Cl C11, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048 |
|
|
1,080 |
|
|
|
197 |
|
FNMA Interest CMO, Ser 2022-427, Cl C73, IO |
|
|
|
|
|
|
|
|
3.000%, 12/25/2048 |
|
|
1,787 |
|
|
|
284 |
|
FNMA Interest CMO, Ser 2022-427, Cl C21, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2050 |
|
|
1,638 |
|
|
|
199 |
|
FNMA Interest CMO, Ser 2023-428, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2048 |
|
|
900 |
|
|
|
103 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
6.000%, 04/01/2032 |
|
|
11,540 |
|
|
|
11,645 |
|
5.500%, 04/30/2035 |
|
|
38,375 |
|
|
|
38,184 |
|
5.000%, 04/30/2037 |
|
|
28,405 |
|
|
|
27,714 |
|
4.500%, 04/14/2033 |
|
|
29,160 |
|
|
|
27,767 |
|
4.000%, 04/01/2039 |
|
|
47,336 |
|
|
|
43,833 |
|
3.500%, 04/01/2041 |
|
|
22,940 |
|
|
|
20,529 |
|
3.000%, 04/01/2043 |
|
|
33,568 |
|
|
|
28,875 |
|
2.500%, 04/25/2027 to 04/15/2054 |
|
|
19,686 |
|
|
|
16,482 |
|
2.000%, 04/15/2039 to 04/15/2054 |
|
|
29,776 |
|
|
|
23,909 |
|
FNMA, Ser 2014-M8, Cl X2, IO |
|
|
|
|
|
|
|
|
0.310%, 06/25/2024(B) |
|
|
1,705 |
|
|
|
– |
|
FNMA, Ser M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
100 |
|
|
|
91 |
|
FNMA, Ser M36, Cl X1, IO |
|
|
|
|
|
|
|
|
1.448%, 09/25/2034(B) |
|
|
525 |
|
|
|
25 |
|
FREMF Mortgage Trust, Ser 2019-KF58, Cl B |
|
|
|
|
|
|
|
|
7.585%, SOFR30A + 2.264%, 01/25/2026(B)(D) |
|
|
709 |
|
|
|
691 |
|
GNMA |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 to 09/15/2030 |
|
|
22 |
|
|
|
22 |
|
7.500%, 03/15/2029 to 10/15/2037 |
|
|
26 |
|
|
|
27 |
|
7.000%, 09/15/2031 |
|
|
10 |
|
|
|
11 |
|
6.500%, 07/15/2028 to 01/20/2054 |
|
|
1,154 |
|
|
|
1,183 |
|
6.000%, 01/15/2029 to 01/20/2054 |
|
|
2,541 |
|
|
|
2,595 |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
7,143 |
|
|
|
7,163 |
|
5.000%, 07/20/2040 to 08/20/2053 |
|
|
10,753 |
|
|
|
10,624 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
4.700%, 09/20/2061(B) |
|
$ |
27 |
|
|
$ |
26 |
|
4.500%, 04/20/2041 to 09/20/2052 |
|
|
8,234 |
|
|
|
8,001 |
|
4.376%, 01/20/2069(B) |
|
|
2 |
|
|
|
2 |
|
4.000%, 06/20/2047 to 06/20/2052 |
|
|
10,120 |
|
|
|
9,557 |
|
3.625%, H15T1Y + 1.500%, 02/20/2034(B) |
|
|
66 |
|
|
|
67 |
|
3.500%, 04/20/2045 to 06/20/2052 |
|
|
13,154 |
|
|
|
12,082 |
|
3.000%, 09/15/2042 to 04/20/2053 |
|
|
22,304 |
|
|
|
19,779 |
|
2.500%, 12/20/2037 to 12/20/2051 |
|
|
23,775 |
|
|
|
20,288 |
|
2.000%, 08/20/2050 to 03/20/2051 |
|
|
21,172 |
|
|
|
17,329 |
|
GNMA CMO, Ser 2007-17, Cl IB, IO |
|
|
|
|
|
|
|
|
0.807%, 04/20/2037(B) |
|
|
206 |
|
|
|
7 |
|
GNMA CMO, Ser 2007-51, Cl SG, IO |
|
|
|
|
|
|
|
|
1.137%, 08/20/2037(B) |
|
|
28 |
|
|
|
1 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
1.089%, 12/16/2037(B) |
|
|
272 |
|
|
|
11 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
1.359%, 07/16/2039(B) |
|
|
127 |
|
|
|
5 |
|
GNMA CMO, Ser 2010-163, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 12/20/2040 |
|
|
476 |
|
|
|
461 |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.949%, 01/16/2040(B) |
|
|
1,877 |
|
|
|
167 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
1.207%, 01/20/2040(B) |
|
|
1 |
|
|
|
– |
|
GNMA CMO, Ser 2010-H11, Cl FA |
|
|
|
|
|
|
|
|
6.439%, TSFR1M + 1.114%, 06/20/2060(B) |
|
|
295 |
|
|
|
297 |
|
GNMA CMO, Ser 2010-H27, Cl FA |
|
|
|
|
|
|
|
|
5.824%, TSFR1M + 0.494%, 12/20/2060(B) |
|
|
499 |
|
|
|
497 |
|
GNMA CMO, Ser 2010-H28, Cl FE |
|
|
|
|
|
|
|
|
5.844%, TSFR1M + 0.514%, 12/20/2060(B) |
|
|
148 |
|
|
|
148 |
|
GNMA CMO, Ser 2011-H08, Cl FG |
|
|
|
|
|
|
|
|
5.924%, TSFR1M + 0.594%, 03/20/2061(B) |
|
|
160 |
|
|
|
160 |
|
GNMA CMO, Ser 2011-H08, Cl FD |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 02/20/2061(B) |
|
|
77 |
|
|
|
77 |
|
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 03/20/2061(B) |
|
|
91 |
|
|
|
90 |
|
GNMA CMO, Ser 2012-34, Cl SA, IO |
|
|
|
|
|
|
|
|
0.607%, 03/20/2042(B) |
|
|
217 |
|
|
|
20 |
|
GNMA CMO, Ser 2012-43, Cl SN, IO |
|
|
|
|
|
|
|
|
1.159%, 04/16/2042(B) |
|
|
37 |
|
|
|
5 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
0.659%, 08/16/2042(B) |
|
|
94 |
|
|
|
10 |
|
GNMA CMO, Ser 2012-H25, Cl FA |
|
|
|
|
|
|
|
|
6.144%, TSFR1M + 0.814%, 12/20/2061(B) |
|
|
6 |
|
|
|
6 |
|
GNMA CMO, Ser 2012-H27, Cl AI, IO |
|
|
|
|
|
|
|
|
1.750%, 10/20/2062(B) |
|
|
290 |
|
|
|
8 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2013-152, Cl HA |
|
|
|
|
|
|
|
|
2.500%, 06/20/2043 |
|
$ |
521 |
|
|
$ |
468 |
|
GNMA CMO, Ser 2013-53, Cl OI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2043 |
|
|
65 |
|
|
|
7 |
|
GNMA CMO, Ser 2013-69, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/20/2043 |
|
|
234 |
|
|
|
36 |
|
GNMA CMO, Ser 2014-181, Cl L |
|
|
|
|
|
|
|
|
3.000%, 12/20/2044 |
|
|
334 |
|
|
|
294 |
|
GNMA CMO, Ser 2014-5, Cl SP, IO |
|
|
|
|
|
|
|
|
0.709%, 06/16/2043(B) |
|
|
57 |
|
|
|
2 |
|
GNMA CMO, Ser 2014-H10, Cl TA |
|
|
|
|
|
|
|
|
6.044%, TSFR1M + 0.714%, 04/20/2064(B) |
|
|
448 |
|
|
|
448 |
|
GNMA CMO, Ser 2015-144, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2045 |
|
|
548 |
|
|
|
471 |
|
GNMA CMO, Ser 2015-161, Cl GF |
|
|
|
|
|
|
|
|
5.743%, TSFR1M + 0.414%, 11/20/2045(B) |
|
|
300 |
|
|
|
293 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
62 |
|
|
|
12 |
|
GNMA CMO, Ser 2015-H10, Cl FC |
|
|
|
|
|
|
|
|
5.924%, TSFR1M + 0.594%, 04/20/2065(B) |
|
|
215 |
|
|
|
215 |
|
GNMA CMO, Ser 2015-H18, Cl FA |
|
|
|
|
|
|
|
|
5.894%, TSFR1M + 0.564%, 06/20/2065(B) |
|
|
69 |
|
|
|
68 |
|
GNMA CMO, Ser 2015-H20, Cl FA |
|
|
|
|
|
|
|
|
5.914%, TSFR1M + 0.584%, 08/20/2065(B) |
|
|
195 |
|
|
|
195 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
0.659%, 10/16/2046(B) |
|
|
379 |
|
|
|
52 |
|
GNMA CMO, Ser 2016-136, Cl A |
|
|
|
|
|
|
|
|
3.000%, 07/20/2044 |
|
|
273 |
|
|
|
238 |
|
GNMA CMO, Ser 2016-93, Cl AB |
|
|
|
|
|
|
|
|
1.750%, 07/20/2044 |
|
|
608 |
|
|
|
481 |
|
GNMA CMO, Ser 2017-139, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
1,221 |
|
|
|
1,089 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
433 |
|
|
|
393 |
|
GNMA CMO, Ser 2017-H15, Cl KI, IO |
|
|
|
|
|
|
|
|
0.837%, 07/20/2067(B) |
|
|
445 |
|
|
|
21 |
|
GNMA CMO, Ser 2017-H18, Cl BI, IO |
|
|
|
|
|
|
|
|
0.048%, 09/20/2067(B) |
|
|
2,823 |
|
|
|
87 |
|
GNMA CMO, Ser 2017-H20, Cl IB, IO |
|
|
|
|
|
|
|
|
0.252%, 10/20/2067(B) |
|
|
198 |
|
|
|
7 |
|
GNMA CMO, Ser 2017-H22, Cl IC, IO |
|
|
|
|
|
|
|
|
0.289%, 11/20/2067(B) |
|
|
84 |
|
|
|
3 |
|
GNMA CMO, Ser 2018-65, Cl DC |
|
|
|
|
|
|
|
|
3.500%, 05/20/2048 |
|
|
414 |
|
|
|
369 |
|
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
5.744%, TSFR1M + 0.414%, 02/20/2068(B) |
|
|
122 |
|
|
|
121 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
5.744%, TSFR1M + 0.414%, 05/20/2068(B) |
|
$ |
247 |
|
|
$ |
247 |
|
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
|
259 |
|
|
|
229 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
578 |
|
|
|
79 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
204 |
|
|
|
26 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
284 |
|
|
|
38 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
222 |
|
|
|
30 |
|
GNMA CMO, Ser 2020-133, Cl GA |
|
|
|
|
|
|
|
|
1.000%, 09/20/2050 |
|
|
633 |
|
|
|
529 |
|
GNMA CMO, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
1,481 |
|
|
|
1,163 |
|
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
154 |
|
|
|
21 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
821 |
|
|
|
110 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
222 |
|
|
|
32 |
|
GNMA CMO, Ser 2020-175, Cl GI, IO |
|
|
|
|
|
|
|
|
2.000%, 11/20/2050 |
|
|
283 |
|
|
|
30 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
1,843 |
|
|
|
204 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
477 |
|
|
|
86 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
203 |
|
|
|
37 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
6.694%, TSFR1M + 1.364%, 04/20/2070(B) |
|
|
194 |
|
|
|
196 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
6.594%, TSFR1M + 1.264%, 05/20/2070(B) |
|
|
545 |
|
|
|
547 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 07/20/2070(B) |
|
|
49 |
|
|
|
48 |
|
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
5.894%, TSFR1M + 0.564%, 07/20/2070(B) |
|
|
555 |
|
|
|
542 |
|
GNMA CMO, Ser 2021-115, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/20/2051 |
|
|
376 |
|
|
|
39 |
|
GNMA CMO, Ser 2021-138, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 07/20/2051 |
|
|
816 |
|
|
|
117 |
|
GNMA CMO, Ser 2021-176, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
1,161 |
|
|
|
158 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
1,646 |
|
|
|
1,352 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-191, Cl NI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/20/2051 |
|
$ |
628 |
|
|
$ |
118 |
|
GNMA CMO, Ser 2021-215, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/20/2051 |
|
|
326 |
|
|
|
275 |
|
GNMA CMO, Ser 2021-227, Cl E |
|
|
|
|
|
|
|
|
2.500%, 07/20/2050 |
|
|
2,345 |
|
|
|
2,009 |
|
GNMA CMO, Ser 2021-27, Cl CW |
|
|
|
|
|
|
|
|
5.001%, 02/20/2051(B) |
|
|
623 |
|
|
|
599 |
|
GNMA CMO, Ser 2021-27, Cl BD |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
470 |
|
|
|
459 |
|
GNMA CMO, Ser 2021-27, Cl NT |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
498 |
|
|
|
471 |
|
GNMA CMO, Ser 2021-27, Cl Q |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
436 |
|
|
|
414 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
448 |
|
|
|
78 |
|
GNMA CMO, Ser 2021-57, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/20/2051 |
|
|
1,303 |
|
|
|
207 |
|
GNMA CMO, Ser 2021-8, Cl CY |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
443 |
|
|
|
436 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
832 |
|
|
|
111 |
|
GNMA CMO, Ser 2022-107, Cl C |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
2,085 |
|
|
|
1,703 |
|
GNMA CMO, Ser 2022-153, Cl KA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2049 |
|
|
538 |
|
|
|
515 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
828 |
|
|
|
687 |
|
GNMA CMO, Ser 2022-191, Cl BY |
|
|
|
|
|
|
|
|
4.000%, 08/20/2041 |
|
|
2,619 |
|
|
|
2,413 |
|
GNMA CMO, Ser 2022-191, Cl B |
|
|
|
|
|
|
|
|
4.000%, 06/20/2041 |
|
|
2,408 |
|
|
|
2,216 |
|
GNMA CMO, Ser 2022-197, Cl LF |
|
|
|
|
|
|
|
|
6.019%, SOFR30A + 0.700%, 11/20/2052(B) |
|
|
1,835 |
|
|
|
1,818 |
|
GNMA CMO, Ser 2022-205, Cl A |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
746 |
|
|
|
586 |
|
GNMA CMO, Ser 2022-31, Cl GH |
|
|
|
|
|
|
|
|
2.500%, 12/20/2049 |
|
|
1,335 |
|
|
|
1,163 |
|
GNMA CMO, Ser 2022-34, Cl DN |
|
|
|
|
|
|
|
|
3.500%, 09/20/2041 |
|
|
1,003 |
|
|
|
921 |
|
GNMA CMO, Ser 2022-5, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2049 |
|
|
2,433 |
|
|
|
2,049 |
|
GNMA CMO, Ser 2022-50, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 03/20/2052 |
|
|
1,698 |
|
|
|
1,490 |
|
GNMA CMO, Ser 2022-50, Cl DC |
|
|
|
|
|
|
|
|
2.500%, 08/20/2051 |
|
|
618 |
|
|
|
536 |
|
GNMA CMO, Ser 2022-66, Cl CG |
|
|
|
|
|
|
|
|
3.500%, 04/20/2052 |
|
|
1,137 |
|
|
|
1,058 |
|
GNMA CMO, Ser 2022-81, Cl CI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2050 |
|
|
772 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2022-84, Cl A |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
$ |
3,985 |
|
|
$ |
3,288 |
|
GNMA CMO, Ser 2022-99, Cl JW |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
200 |
|
|
|
160 |
|
GNMA CMO, Ser 2024-30, Cl DF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.300%, 02/20/2054(B) |
|
|
873 |
|
|
|
873 |
|
GNMA CMO, Ser 2024-30, Cl AF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.250%, 02/20/2054(B) |
|
|
351 |
|
|
|
351 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 03/01/2037 to 05/15/2054 |
|
|
900 |
|
|
|
914 |
|
6.000%, 04/28/2036 |
|
|
200 |
|
|
|
202 |
|
5.500%, 04/22/2034 to 05/21/2037 |
|
|
9,975 |
|
|
|
9,962 |
|
5.000%, 04/01/2040 |
|
|
21,145 |
|
|
|
20,780 |
|
4.500%, 04/01/2039 |
|
|
20,575 |
|
|
|
19,769 |
|
4.000%, 04/01/2040 |
|
|
2,600 |
|
|
|
2,433 |
|
3.500%, 04/15/2054 |
|
|
1,420 |
|
|
|
1,292 |
|
3.000%, 04/15/2043 |
|
|
1,000 |
|
|
|
882 |
|
2.500%, 04/15/2048 |
|
|
18,590 |
|
|
|
15,832 |
|
GNMA, Ser 103, Cl AD |
|
|
|
|
|
|
|
|
1.450%, 01/16/2063 |
|
|
752 |
|
|
|
565 |
|
GNMA, Ser 107, Cl AD |
|
|
|
|
|
|
|
|
2.833%, 11/16/2047(B) |
|
|
217 |
|
|
|
193 |
|
GNMA, Ser 110, Cl IO, IO |
|
|
|
|
|
|
|
|
0.873%, 11/16/2063(B) |
|
|
2,344 |
|
|
|
153 |
|
GNMA, Ser 113, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 09/16/2061 |
|
|
2,278 |
|
|
|
1,245 |
|
GNMA, Ser 118, Cl IO, IO |
|
|
|
|
|
|
|
|
0.881%, 06/16/2062(B) |
|
|
3,622 |
|
|
|
222 |
|
GNMA, Ser 14, Cl AB |
|
|
|
|
|
|
|
|
1.340%, 06/16/2063 |
|
|
502 |
|
|
|
373 |
|
GNMA, Ser 14, Cl IO, IO |
|
|
|
|
|
|
|
|
1.325%, 06/16/2063(B) |
|
|
2,652 |
|
|
|
249 |
|
GNMA, Ser 147, Cl KI |
|
|
|
|
|
|
|
|
1.144%, 06/16/2061(B) |
|
|
2,427 |
|
|
|
201 |
|
GNMA, Ser 169, Cl IO, IO |
|
|
|
|
|
|
|
|
1.112%, 06/16/2061(B) |
|
|
2,904 |
|
|
|
236 |
|
GNMA, Ser 179, Cl IO, IO |
|
|
|
|
|
|
|
|
0.611%, 09/16/2063(B) |
|
|
8,152 |
|
|
|
331 |
|
GNMA, Ser 196, Cl BE |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
600 |
|
|
|
440 |
|
GNMA, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.108%, 02/16/2053(B) |
|
|
277 |
|
|
|
1 |
|
GNMA, Ser 2012-152, Cl IO, IO |
|
|
|
|
|
|
|
|
0.612%, 01/16/2054(B) |
|
|
2,100 |
|
|
|
44 |
|
GNMA, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.226%, 04/16/2053(B) |
|
|
361 |
|
|
|
1 |
|
GNMA, Ser 2013-96, Cl IO, IO |
|
|
|
|
|
|
|
|
0.051%, 10/16/2054(B) |
|
|
619 |
|
|
|
1 |
|
GNMA, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.154%, 02/16/2048(B) |
|
|
43 |
|
|
|
– |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.628%, 09/16/2055(B) |
|
$ |
235 |
|
|
$ |
6 |
|
GNMA, Ser 2014-92, Cl IX, IO |
|
|
|
|
|
|
|
|
0.099%, 05/16/2054(B) |
|
|
2,808 |
|
|
|
10 |
|
GNMA, Ser 2015-5, Cl IK, IO |
|
|
|
|
|
|
|
|
0.270%, 11/16/2054(B) |
|
|
2,166 |
|
|
|
15 |
|
GNMA, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
148 |
|
|
|
131 |
|
GNMA, Ser 21, Cl AH |
|
|
|
|
|
|
|
|
1.400%, 06/16/2063 |
|
|
86 |
|
|
|
65 |
|
GNMA, Ser 210, Cl IO, IO |
|
|
|
|
|
|
|
|
0.697%, 07/16/2064(B) |
|
|
1,478 |
|
|
|
92 |
|
GNMA, Ser 216, Cl IO, IO |
|
|
|
|
|
|
|
|
0.750%, 07/16/2065(B) |
|
|
1,486 |
|
|
|
96 |
|
GNMA, Ser 220, Cl E |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
500 |
|
|
|
370 |
|
GNMA, Ser 3, Cl B |
|
|
|
|
|
|
|
|
1.850%, 02/16/2061 |
|
|
300 |
|
|
|
149 |
|
GNMA, Ser 3, Cl IO, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(B) |
|
|
672 |
|
|
|
33 |
|
GNMA, Ser 41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.584%, 07/16/2058(B) |
|
|
489 |
|
|
|
14 |
|
GNMA, Ser 59, Cl IO, IO |
|
|
|
|
|
|
|
|
0.571%, 02/16/2062(B) |
|
|
3,378 |
|
|
|
163 |
|
GNMA, Ser 60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.826%, 05/16/2063(B) |
|
|
2,239 |
|
|
|
134 |
|
GNMA, Ser 89, Cl IA, IO |
|
|
|
|
|
|
|
|
1.165%, 04/16/2062(B) |
|
|
3,097 |
|
|
|
251 |
|
GNMA, Ser 92, Cl IA, IO |
|
|
|
|
|
|
|
|
0.611%, 06/16/2064(B) |
|
|
2,000 |
|
|
|
126 |
|
GNMA, Ser 92, Cl AH |
|
|
|
|
|
|
|
|
2.000%, 06/16/2064 |
|
|
2,100 |
|
|
|
1,618 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,306,038 |
|
Non-Agency Mortgage-Backed Obligations — 5.0% |
|
|
|
|
1211 Avenue of the Americas Trust, Ser 2015-1211, Cl A1A2 |
|
|
|
|
|
|
|
|
3.901%, 08/10/2035(D) |
|
|
2,276 |
|
|
|
2,193 |
|
Alen Mortgage Trust, Ser ACEN, Cl A |
|
|
|
|
|
|
|
|
6.591%, TSFR1M + 1.264%, 04/15/2034(B)(D) |
|
|
885 |
|
|
|
809 |
|
Alternative Loan Trust, Ser 2006-18CB, Cl A6 |
|
|
|
|
|
|
|
|
6.824%, 07/25/2036(B) |
|
|
139 |
|
|
|
123 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A |
|
|
|
|
|
|
|
|
7.681%, TSFR6M + 2.428%, 06/25/2045(B) |
|
|
276 |
|
|
|
272 |
|
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A |
|
|
|
|
|
|
|
|
7.465%, TSFR6M + 2.178%, 11/25/2045(B) |
|
|
642 |
|
|
|
257 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1 |
|
|
|
|
|
|
|
|
5.844%, TSFR1M + 0.514%, 03/25/2046(B) |
|
$ |
1,865 |
|
|
$ |
1,564 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
238 |
|
|
|
220 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
67 |
|
|
|
62 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(B)(D) |
|
|
461 |
|
|
|
375 |
|
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.353%, 01/25/2067(B)(D) |
|
|
4,442 |
|
|
|
4,071 |
|
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
4.750%, 09/26/2067(C)(D) |
|
|
1,688 |
|
|
|
1,637 |
|
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(B)(D) |
|
|
615 |
|
|
|
506 |
|
AREIT, Ser 2022-CRE7, Cl A |
|
|
|
|
|
|
|
|
7.569%, TSFR1M + 2.242%, 06/17/2039(B)(D) |
|
|
2,050 |
|
|
|
2,052 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.091%, 08/10/2038(B)(D) |
|
|
1,790 |
|
|
|
1,658 |
|
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA |
|
|
|
|
|
|
|
|
5.630%, 08/10/2045(B)(D) |
|
|
721 |
|
|
|
122 |
|
BANK, Ser BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.394%, 03/15/2064(B) |
|
|
605 |
|
|
|
540 |
|
BANK, Ser BNK44, Cl A5 |
|
|
|
|
|
|
|
|
5.745%, 11/15/2055(B) |
|
|
430 |
|
|
|
453 |
|
BANK, Ser BNK46, Cl A4 |
|
|
|
|
|
|
|
|
5.745%, 08/15/2056 |
|
|
440 |
|
|
|
461 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
3,000 |
|
|
|
2,606 |
|
Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051(B)(D) |
|
|
5,691 |
|
|
|
4,911 |
|
BBCMS Mortgage Trust, Ser C18, Cl A5 |
|
|
|
|
|
|
|
|
5.710%, 12/15/2055(B) |
|
|
675 |
|
|
|
706 |
|
BBCMS Mortgage Trust, Ser C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
192 |
|
|
|
187 |
|
BBCMS Mortgage Trust, Ser C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
660 |
|
|
|
621 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(D) |
|
|
367 |
|
|
|
348 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
4.432%, 05/25/2034(B) |
|
$ |
4 |
|
|
$ |
4 |
|
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A |
|
|
|
|
|
|
|
|
5.668%, 10/25/2033(B) |
|
|
201 |
|
|
|
181 |
|
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO |
|
|
|
|
|
|
|
|
2.206%, 11/25/2035(B) |
|
|
2,251 |
|
|
|
400 |
|
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3 |
|
|
|
|
|
|
|
|
5.500%, 09/25/2035(B) |
|
|
471 |
|
|
|
453 |
|
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1 |
|
|
|
|
|
|
|
|
5.584%, TSFR1M + 0.254%, 03/25/2037(B) |
|
|
2,292 |
|
|
|
2,038 |
|
Benchmark Mortgage Trust, Ser B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 03/15/2055 |
|
|
1,190 |
|
|
|
1,060 |
|
Benchmark Mortgage Trust, Ser B35, Cl AS |
|
|
|
|
|
|
|
|
4.444%, 05/15/2055(B) |
|
|
530 |
|
|
|
478 |
|
Benchmark Mortgage Trust, Ser B35, Cl A5 |
|
|
|
|
|
|
|
|
4.444%, 05/15/2055(B) |
|
|
485 |
|
|
|
454 |
|
Benchmark Mortgage Trust, Ser B38, Cl A4 |
|
|
|
|
|
|
|
|
5.525%, 04/15/2056 |
|
|
450 |
|
|
|
464 |
|
Benchmark Mortgage Trust, Ser V3, Cl A3 |
|
|
|
|
|
|
|
|
6.363%, 07/15/2056(B) |
|
|
450 |
|
|
|
470 |
|
BLP Commercial Mortgage Trust, Ser IND, Cl A |
|
|
|
|
|
|
|
|
7.017%, TSFR1M + 1.692%, 03/15/2040(B)(D) |
|
|
450 |
|
|
|
451 |
|
BMO Mortgage Trust, Ser C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
510 |
|
|
|
487 |
|
BPR Trust, Ser STAR, Cl A |
|
|
|
|
|
|
|
|
8.557%, TSFR1M + 3.232%, 08/15/2039(B)(D) |
|
|
1,785 |
|
|
|
1,789 |
|
BPR Trust, Ser TY, Cl A |
|
|
|
|
|
|
|
|
6.491%, TSFR1M + 1.164%, 09/15/2038(B)(D) |
|
|
415 |
|
|
|
412 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(C)(D) |
|
|
276 |
|
|
|
261 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.724%, 11/25/2059(C)(D) |
|
|
125 |
|
|
|
122 |
|
BWAY Mortgage Trust, Ser 1740, Cl A |
|
|
|
|
|
|
|
|
2.917%, 01/10/2035(D) |
|
|
1,140 |
|
|
|
656 |
|
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E |
|
|
|
|
|
|
|
|
11.196%, TSFR1M + 5.871%, 06/15/2040(B)(D) |
|
|
1,740 |
|
|
|
1,741 |
|
BX Commercial Mortgage Trust, Ser VIV4, Cl A |
|
|
|
|
|
|
|
|
2.843%, 03/09/2044(D) |
|
|
3,110 |
|
|
|
2,689 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser VOLT, Cl A |
|
|
|
|
|
|
|
|
6.140%, TSFR1M + 0.814%, 09/15/2036(B)(D) |
|
$ |
2,057 |
|
|
$ |
2,042 |
|
BX Commercial Mortgage Trust, Ser XL2, Cl A |
|
|
|
|
|
|
|
|
6.128%, TSFR1M + 0.803%, 10/15/2038(B)(D) |
|
|
703 |
|
|
|
698 |
|
BX Commercial Mortgage Trust, Ser XL3, Cl A |
|
|
|
|
|
|
|
|
7.087%, TSFR1M + 1.761%, 12/09/2040(B)(D) |
|
|
850 |
|
|
|
855 |
|
BX Trust, Ser 2019-OC11, Cl A |
|
|
|
|
|
|
|
|
3.202%, 12/09/2041(D) |
|
|
1,200 |
|
|
|
1,068 |
|
BX Trust, Ser LBA, Cl AV |
|
|
|
|
|
|
|
|
6.241%, TSFR1M + 0.914%, 02/15/2036(B)(D) |
|
|
356 |
|
|
|
354 |
|
BX Trust, Ser MMP, Cl A |
|
|
|
|
|
|
|
|
6.369%, TSFR1M + 1.044%, 08/15/2036(B)(D) |
|
|
388 |
|
|
|
380 |
|
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |
|
|
|
|
|
|
|
|
0.023%, 01/15/2046(B)(D) |
|
|
11 |
|
|
|
– |
|
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
|
|
|
|
|
|
|
|
3.631%, 02/10/2050 |
|
|
480 |
|
|
|
443 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4 |
|
|
|
|
|
|
|
|
3.572%, 06/15/2050 |
|
|
371 |
|
|
|
349 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
182 |
|
|
|
178 |
|
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM |
|
|
|
|
|
|
|
|
3.691%, 05/10/2058 |
|
|
2,502 |
|
|
|
2,370 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(B)(D) |
|
|
2,840 |
|
|
|
2,112 |
|
CFK Trust, Ser MF2, Cl F |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(B)(D) |
|
|
2,960 |
|
|
|
1,847 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.244%, 02/25/2037(B) |
|
|
4 |
|
|
|
4 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
5.700%, 02/25/2037(B) |
|
|
3 |
|
|
|
3 |
|
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
5.155%, 06/25/2035(B) |
|
|
4 |
|
|
|
4 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(B)(D) |
|
|
45 |
|
|
|
41 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
4.792%, 03/25/2037(C) |
|
|
359 |
|
|
|
354 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A |
|
|
|
|
|
|
|
|
3.251%, 05/10/2035(D) |
|
$ |
227 |
|
|
$ |
219 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
2,680 |
|
|
|
2,375 |
|
Citigroup Commercial Mortgage Trust, Ser C5, Cl AS |
|
|
|
|
|
|
|
|
4.408%, 06/10/2051(B) |
|
|
2,229 |
|
|
|
2,124 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
6.240%, 09/25/2033(B) |
|
|
3 |
|
|
|
3 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
611 |
|
|
|
491 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
658 |
|
|
|
536 |
|
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
285 |
|
|
|
277 |
|
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.079%, 02/10/2048(B) |
|
|
5,138 |
|
|
|
19 |
|
COMM Mortgage Trust, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(D) |
|
|
410 |
|
|
|
377 |
|
COMM Mortgage Trust, Ser CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(D) |
|
|
1,085 |
|
|
|
1,047 |
|
COMM Mortgage Trust, Ser COR3, Cl B |
|
|
|
|
|
|
|
|
4.512%, 05/10/2051(B) |
|
|
540 |
|
|
|
465 |
|
COMM Mortgage Trust, Ser CR14, Cl B |
|
|
|
|
|
|
|
|
3.682%, 02/10/2047(B) |
|
|
482 |
|
|
|
459 |
|
COMM Mortgage Trust, Ser CR26, Cl C |
|
|
|
|
|
|
|
|
4.464%, 10/10/2048(B) |
|
|
870 |
|
|
|
814 |
|
COMM Mortgage Trust, Ser LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
|
353 |
|
|
|
346 |
|
COMM Mortgage Trust, Ser UBS4, Cl A4 |
|
|
|
|
|
|
|
|
3.420%, 08/10/2047 |
|
|
578 |
|
|
|
576 |
|
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
9.535%, SOFR30A + 4.214%, 09/25/2031(B)(D) |
|
|
744 |
|
|
|
790 |
|
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.485%, SOFR30A + 2.164%, 01/25/2040(B)(D) |
|
|
144 |
|
|
|
146 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.220%, SOFR30A + 1.900%, 12/25/2041(B)(D) |
|
|
430 |
|
|
|
433 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.271%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
$ |
409 |
|
|
$ |
420 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2 |
|
|
|
|
|
|
|
|
8.020%, SOFR30A + 2.700%, 07/25/2043(B)(D) |
|
|
1,920 |
|
|
|
1,987 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
|
8 |
|
|
|
8 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4 |
|
|
|
|
|
|
|
|
6.475%, 10/25/2033(B) |
|
|
227 |
|
|
|
218 |
|
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1 |
|
|
|
|
|
|
|
|
9.822%, SOFR30A + 3.500%, 10/25/2066(B)(D) |
|
|
1,250 |
|
|
|
1,212 |
|
Cross Mortgage Trust, Ser 2024-H2, Cl A1 |
|
|
|
|
|
|
|
|
6.093%, 04/25/2069(C)(D) |
|
|
1,890 |
|
|
|
1,888 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
459 |
|
|
|
449 |
|
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3 |
|
|
|
|
|
|
|
|
2.805%, 03/15/2054 |
|
|
810 |
|
|
|
676 |
|
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB |
|
|
|
|
|
|
|
|
3.448%, 08/15/2048 |
|
|
303 |
|
|
|
300 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(D) |
|
|
290 |
|
|
|
148 |
|
CSMC Trust, Ser 2017-CHOP, Cl G |
|
|
|
|
|
|
|
|
10.794%, PRIME + 5.350%, 07/15/2032(B)(D) |
|
|
1,000 |
|
|
|
859 |
|
CSMC Trust, Ser 2017-PFHP, Cl A |
|
|
|
|
|
|
|
|
6.323%, TSFR1M + 0.997%, 12/15/2030(B)(D) |
|
|
1,190 |
|
|
|
1,138 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.969%, 07/25/2057(B)(D) |
|
|
1,760 |
|
|
|
1,310 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
1,644 |
|
|
|
1,452 |
|
CSMC Trust, Ser 2020-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
524 |
|
|
|
456 |
|
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
1,452 |
|
|
|
1,250 |
|
CSMC Trust, Ser 2021-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
1.796%, 12/27/2060(B)(D) |
|
|
405 |
|
|
|
393 |
|
CSMC Trust, Ser 2021-RPL6, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 10/25/2060(B)(D) |
|
|
1,282 |
|
|
|
1,119 |
|
CSMC, Ser 2014-11R, Cl 9A2 |
|
|
|
|
|
|
|
|
5.715%, TSFR1M + 0.254%, 10/27/2036(B)(D) |
|
|
1,605 |
|
|
|
1,225 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(D) |
|
$ |
1,310 |
|
|
$ |
1,159 |
|
CSMC, Ser 2022-ATH2, Cl A1 |
|
|
|
|
|
|
|
|
4.547%, 05/25/2067(B)(D) |
|
|
2,701 |
|
|
|
2,621 |
|
CSMC, Ser MARK, Cl A |
|
|
|
|
|
|
|
|
8.021%, TSFR1M + 2.695%, 06/15/2039(B)(D) |
|
|
480 |
|
|
|
482 |
|
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(D) |
|
|
1,240 |
|
|
|
1,057 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
6.241%, TSFR1M + 0.914%, 11/19/2044(B) |
|
|
202 |
|
|
|
188 |
|
DTP Commercial Mortgage Trust, Ser STE2, Cl A |
|
|
|
|
|
|
|
|
5.649%, 01/15/2041(B)(D) |
|
|
870 |
|
|
|
872 |
|
EFMT, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.544%, 02/25/2068(C)(D) |
|
|
1,397 |
|
|
|
1,392 |
|
ELP Commercial Mortgage Trust, Ser ELP, Cl C |
|
|
|
|
|
|
|
|
6.760%, TSFR1M + 1.434%, 11/15/2038(B)(D) |
|
|
2,497 |
|
|
|
2,471 |
|
EQUS Mortgage Trust, Ser EQAZ, Cl B |
|
|
|
|
|
|
|
|
6.541%, TSFR1M + 1.214%, 10/15/2038(B)(D) |
|
|
790 |
|
|
|
783 |
|
EQUS Mortgage Trust, Ser EQAZ, Cl A |
|
|
|
|
|
|
|
|
6.195%, TSFR1M + 0.869%, 10/15/2038(B)(D) |
|
|
816 |
|
|
|
811 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
124 |
|
|
|
109 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(B)(D) |
|
|
25 |
|
|
|
24 |
|
GPMT, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.691%, TSFR1M + 1.364%, 07/16/2035(B)(D) |
|
|
597 |
|
|
|
590 |
|
GS Mortgage Securities II, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(D) |
|
|
1,310 |
|
|
|
1,276 |
|
GS Mortgage Securities II, Ser 2024-70P, Cl E |
|
|
|
|
|
|
|
|
8.666%, 03/10/2041(B)(D) |
|
|
1,020 |
|
|
|
1,035 |
|
GS Mortgage Securities II, Ser ARDN, Cl B |
|
|
|
|
|
|
|
|
7.090%, TSFR1M + 1.764%, 11/15/2036(B)(D) |
|
|
1,623 |
|
|
|
1,593 |
|
GS Mortgage Securities II, Ser GC30, Cl B |
|
|
|
|
|
|
|
|
4.024%, 05/10/2050(B) |
|
|
480 |
|
|
|
448 |
|
GS Mortgage Securities II, Ser SHIP, Cl A |
|
|
|
|
|
|
|
|
4.322%, 09/10/2038(B)(D) |
|
|
1,235 |
|
|
|
1,200 |
|
GS Mortgage Securities II, Ser SRP5, Cl A |
|
|
|
|
|
|
|
|
7.173%, TSFR1M + 1.800%, 09/15/2031(B)(D) |
|
|
1,059 |
|
|
|
689 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B |
|
|
|
|
|
|
|
|
4.215%, 11/10/2047(B) |
|
$ |
680 |
|
|
$ |
632 |
|
GS Mortgage Securities Trust, Ser GC32, Cl A3 |
|
|
|
|
|
|
|
|
3.498%, 07/10/2048 |
|
|
311 |
|
|
|
303 |
|
GS Mortgage Securities Trust, Ser GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
1,055 |
|
|
|
844 |
|
GS Mortgage Securities Trust, Ser ROSS, Cl A |
|
|
|
|
|
|
|
|
6.591%, TSFR1M + 1.264%, 05/15/2026(B)(D) |
|
|
2,170 |
|
|
|
2,019 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(D) |
|
|
1,579 |
|
|
|
1,515 |
|
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |
|
|
|
|
|
|
|
|
8.000%, 09/19/2027(B)(D) |
|
|
10 |
|
|
|
9 |
|
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1 |
|
|
|
|
|
|
|
|
5.606%, 10/25/2033(B) |
|
|
83 |
|
|
|
81 |
|
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
|
7 |
|
|
|
7 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
1 |
|
|
|
1 |
|
HarborView Mortgage Loan, Ser 2004-3, Cl 1A |
|
|
|
|
|
|
|
|
5.638%, 05/19/2034(B) |
|
|
332 |
|
|
|
316 |
|
HIT Trust, Ser HI32, Cl A |
|
|
|
|
|
|
|
|
7.717%, TSFR1M + 2.391%, 07/15/2024(B)(D) |
|
|
1,512 |
|
|
|
1,515 |
|
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
|
|
|
|
|
|
|
|
3.228%, 07/10/2039(D) |
|
|
1,225 |
|
|
|
1,096 |
|
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
2.943%, 12/10/2041(B)(D) |
|
|
1,240 |
|
|
|
1,086 |
|
Impact Funding, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(D) |
|
|
283 |
|
|
|
279 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4 |
|
|
|
|
|
|
|
|
3.670%, 09/15/2047 |
|
|
275 |
|
|
|
273 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
1,081 |
|
|
|
1,060 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
|
568 |
|
|
|
545 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS |
|
|
|
|
|
|
|
|
3.997%, 08/15/2047 |
|
$ |
415 |
|
|
$ |
405 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C |
|
|
|
|
|
|
|
|
4.481%, 07/15/2047(B) |
|
|
380 |
|
|
|
301 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(D) |
|
|
1,500 |
|
|
|
1,351 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
|
206 |
|
|
|
197 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.095%, 11/25/2033(B) |
|
|
6 |
|
|
|
5 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
5.555%, 08/25/2034(B) |
|
|
20 |
|
|
|
20 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
90 |
|
|
|
78 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
277 |
|
|
|
244 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(B)(D) |
|
|
134 |
|
|
|
113 |
|
LAQ Mortgage Trust, Ser LAQ, Cl A |
|
|
|
|
|
|
|
|
7.417%, TSFR1M + 2.091%, 03/15/2036(B)(D) |
|
|
186 |
|
|
|
186 |
|
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1 |
|
|
|
|
|
|
|
|
1.750%, 04/25/2061(C)(D) |
|
|
434 |
|
|
|
421 |
|
Lehman XS Trust, Ser 2007-16N, Cl 2A2 |
|
|
|
|
|
|
|
|
7.144%, TSFR1M + 1.814%, 09/25/2047(B) |
|
|
3,447 |
|
|
|
2,967 |
|
Master Resecuritization Trust, Ser 2005, Cl 3, PO |
|
|
|
|
|
|
|
|
0.000%, 05/28/2035(A)(D) |
|
|
2 |
|
|
|
1 |
|
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 08/25/2034(D) |
|
|
957 |
|
|
|
599 |
|
Med Trust, Ser MDLN, Cl A |
|
|
|
|
|
|
|
|
6.390%, TSFR1M + 1.064%, 11/15/2038(B)(D) |
|
|
1,308 |
|
|
|
1,304 |
|
Med Trust, Ser MDLN, Cl G |
|
|
|
|
|
|
|
|
10.690%, TSFR1M + 5.364%, 11/15/2038(B)(D) |
|
|
1,493 |
|
|
|
1,490 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
6.991%, 07/25/2033(B) |
|
|
5 |
|
|
|
5 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
250 |
|
|
|
215 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(B)(D) |
|
$ |
455 |
|
|
$ |
400 |
|
MHC Trust, Ser MHC2, Cl A |
|
|
|
|
|
|
|
|
6.290%, TSFR1M + 0.964%, 05/15/2038(B)(D) |
|
|
567 |
|
|
|
564 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
486 |
|
|
|
452 |
|
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2 |
|
|
|
|
|
|
|
|
3.277%, 10/15/2030(D) |
|
|
679 |
|
|
|
605 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5 |
|
|
|
|
|
|
|
|
3.635%, 10/15/2048 |
|
|
250 |
|
|
|
242 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B |
|
|
|
|
|
|
|
|
4.111%, 11/15/2052(B) |
|
|
1,030 |
|
|
|
906 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
0.954%, 11/15/2049(B) |
|
|
2,754 |
|
|
|
52 |
|
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A |
|
|
|
|
|
|
|
|
6.473%, TSFR1M + 1.022%, 11/15/2034(B)(D) |
|
|
35 |
|
|
|
34 |
|
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |
|
|
|
|
|
|
|
|
7.318%, TSFR1M + 1.992%, 05/15/2036(B)(D) |
|
|
1,304 |
|
|
|
1,295 |
|
Morgan Stanley Capital I Trust, Ser HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
576 |
|
|
|
479 |
|
Morgan Stanley Capital I Trust, Ser L8, Cl AS |
|
|
|
|
|
|
|
|
3.794%, 04/15/2055(B) |
|
|
580 |
|
|
|
512 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
5,127 |
|
|
|
4,108 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.462%, 06/07/2035(B)(D) |
|
|
620 |
|
|
|
563 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(B) |
|
|
1,510 |
|
|
|
1,615 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO |
|
|
|
|
|
|
|
|
0.907%, 12/15/2056(B) |
|
|
5,219 |
|
|
|
346 |
|
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 02/25/2057(B)(D) |
|
|
427 |
|
|
|
404 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(B)(D) |
|
|
114 |
|
|
|
105 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.516%, 11/27/2056(B)(D) |
|
|
313 |
|
|
|
263 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 06/25/2062(C)(D) |
|
$ |
1,661 |
|
|
$ |
1,634 |
|
New Residential Mortgage Loan Trust, Ser 2024-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
6.129%, 03/25/2064(C)(D) |
|
|
1,601 |
|
|
|
1,600 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
6.194%, TSFR1M + 0.864%, 05/25/2055(B)(D) |
|
|
569 |
|
|
|
569 |
|
NJ Trust, Ser GSP, Cl A |
|
|
|
|
|
|
|
|
6.481%, 01/06/2029(B)(D) |
|
|
780 |
|
|
|
815 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(B)(D) |
|
|
26 |
|
|
|
25 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
465 |
|
|
|
370 |
|
OBX Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.362%, 07/25/2061(B)(D) |
|
|
1,008 |
|
|
|
781 |
|
OBX Trust, Ser 2023-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
5.949%, 02/25/2063(C)(D) |
|
|
1,428 |
|
|
|
1,422 |
|
OBX Trust, Ser 2024-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
5.928%, 11/25/2063(C)(D) |
|
|
1,691 |
|
|
|
1,687 |
|
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
3,534 |
|
|
|
3,072 |
|
One Bryant Park Trust, Ser 2019-OBP, Cl A |
|
|
|
|
|
|
|
|
2.516%, 09/15/2054(D) |
|
|
1,570 |
|
|
|
1,341 |
|
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3 |
|
|
|
|
|
|
|
|
6.044%, TSFR1M + 0.714%, 07/25/2037(B) |
|
|
2,398 |
|
|
|
2,284 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(A) |
|
|
2 |
|
|
|
1 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
5 |
|
|
|
5 |
|
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035(D) |
|
|
503 |
|
|
|
455 |
|
PRKCM Trust, Ser 2022-AFC1, Cl A1A |
|
|
|
|
|
|
|
|
4.100%, 04/25/2057(B)(D) |
|
|
1,535 |
|
|
|
1,470 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
6.598%, 02/25/2058(C)(D) |
|
|
1,460 |
|
|
|
1,457 |
|
RATE Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
1,963 |
|
|
|
1,577 |
|
RCKT Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
454 |
|
|
|
365 |
|
RCKT Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(B)(D) |
|
|
570 |
|
|
|
457 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
4.089%, 12/25/2034(B) |
|
|
188 |
|
|
|
168 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.633%, 09/25/2059(B)(D) |
|
$ |
102 |
|
|
$ |
100 |
|
SCOTT Trust, Ser SFS, Cl A |
|
|
|
|
|
|
|
|
5.910%, 03/15/2040(D) |
|
|
1,110 |
|
|
|
1,116 |
|
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2055(B)(D) |
|
|
2,034 |
|
|
|
1,819 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M |
|
|
|
|
|
|
|
|
4.750%, 07/25/2058(B)(D) |
|
|
2,840 |
|
|
|
2,658 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
4.987%, 10/25/2048(B)(D) |
|
|
1,005 |
|
|
|
968 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(B)(D) |
|
|
75 |
|
|
|
59 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
3.872%, 01/05/2043(B)(D) |
|
|
390 |
|
|
|
301 |
|
SG Commercial Mortgage Securities Trust, Ser C5, Cl A3 |
|
|
|
|
|
|
|
|
2.779%, 10/10/2048 |
|
|
460 |
|
|
|
439 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
203 |
|
|
|
177 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
|
41 |
|
|
|
39 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
137 |
|
|
|
129 |
|
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(B)(D) |
|
|
146 |
|
|
|
134 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(B)(D) |
|
|
586 |
|
|
|
487 |
|
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1 |
|
|
|
|
|
|
|
|
5.634%, TSFR1M + 0.304%, 09/25/2047(B) |
|
|
1,861 |
|
|
|
1,644 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
2 |
|
|
|
1 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2 |
|
|
|
|
|
|
|
|
7.492%, 07/25/2033(B) |
|
|
22 |
|
|
|
21 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
5.791%, 12/25/2033(B) |
|
|
9 |
|
|
|
8 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(B)(D) |
|
$ |
436 |
|
|
$ |
417 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
6.044%, TSFR1M + 0.714%, 02/25/2057(B)(D) |
|
|
139 |
|
|
|
141 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(B)(D) |
|
|
662 |
|
|
|
624 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(D) |
|
|
421 |
|
|
|
383 |
|
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2062(D) |
|
|
4 |
|
|
|
4 |
|
UBS Commercial Mortgage Trust, Ser C4, Cl A3 |
|
|
|
|
|
|
|
|
3.301%, 10/15/2050 |
|
|
401 |
|
|
|
375 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(C)(D) |
|
|
172 |
|
|
|
166 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(B)(D) |
|
|
138 |
|
|
|
134 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
2.226%, 05/25/2060(B)(D) |
|
|
61 |
|
|
|
61 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
259 |
|
|
|
226 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
508 |
|
|
|
438 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
413 |
|
|
|
342 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
535 |
|
|
|
423 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(B)(D) |
|
|
1,318 |
|
|
|
1,095 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(B)(D) |
|
|
617 |
|
|
|
534 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(B)(D) |
|
|
588 |
|
|
|
503 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
|
212 |
|
|
|
191 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
241 |
|
|
|
214 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(D) |
|
|
164 |
|
|
|
152 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.848%, 10/25/2033(B) |
|
|
15 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
5.579%, 08/25/2033(B) |
|
$ |
10 |
|
|
$ |
9 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
5.688%, 09/25/2033(B) |
|
|
17 |
|
|
|
15 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
2.492%, 06/25/2033(B) |
|
|
2 |
|
|
|
2 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
37 |
|
|
|
35 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
4.648%, 06/25/2034(B) |
|
|
10 |
|
|
|
9 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A |
|
|
|
|
|
|
|
|
7.500%, 07/25/2034 |
|
|
52 |
|
|
|
53 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3 |
|
|
|
|
|
|
|
|
7.004%, TSFR1M + 1.674%, 10/25/2045(B) |
|
|
131 |
|
|
|
127 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.964%, TSFR1M + 0.634%, 11/25/2045(B) |
|
|
3,247 |
|
|
|
2,959 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A |
|
|
|
|
|
|
|
|
5.789%, 12MTA + 0.700%, 02/25/2047(B) |
|
|
936 |
|
|
|
773 |
|
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A |
|
|
|
|
|
|
|
|
5.789%, 12MTA + 0.700%, 01/25/2047(B) |
|
|
5 |
|
|
|
4 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5 |
|
|
|
|
|
|
|
|
3.405%, 12/15/2047 |
|
|
570 |
|
|
|
559 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO |
|
|
|
|
|
|
|
|
1.159%, 11/15/2059(B) |
|
|
4,371 |
|
|
|
98 |
|
Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS |
|
|
|
|
|
|
|
|
3.580%, 02/15/2048 |
|
|
1,840 |
|
|
|
1,790 |
|
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1 |
|
|
|
|
|
|
|
|
4.880%, 05/25/2035(B) |
|
|
1,251 |
|
|
|
935 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
300 |
|
|
|
284 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WFRBS Commercial Mortgage Trust, Ser C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
$ |
245 |
|
|
$ |
219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
181,662 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $1,562,208) ($ Thousands) |
|
|
|
|
|
|
1,487,700 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 28.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.354%, 05/16/2024 (E) |
|
|
4,355 |
|
|
|
4,327 |
|
5.325%, 04/23/2024 (E) |
|
|
2,380 |
|
|
|
2,372 |
|
5.320%, 04/18/2024 (E) |
|
|
33,990 |
|
|
|
33,906 |
|
5.297%, 05/21/2024 (E) |
|
|
12,005 |
|
|
|
11,917 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
7,363 |
|
|
|
7,638 |
|
4.750%, 11/15/2053 |
|
|
18,199 |
|
|
|
19,427 |
|
4.500%, 02/15/2044 (F) |
|
|
78,584 |
|
|
|
79,014 |
|
4.375%, 08/15/2043 |
|
|
8,931 |
|
|
|
8,825 |
|
4.250%, 02/15/2054 |
|
|
73,884 |
|
|
|
72,660 |
|
4.125%, 08/15/2053 |
|
|
5,818 |
|
|
|
5,592 |
|
3.875%, 05/15/2043 |
|
|
1,700 |
|
|
|
1,569 |
|
3.625%, 08/15/2043 |
|
|
240 |
|
|
|
213 |
|
3.625%, 02/15/2044 |
|
|
50 |
|
|
|
44 |
|
3.625%, 02/15/2053 |
|
|
1,233 |
|
|
|
1,083 |
|
3.375%, 11/15/2048 |
|
|
1,080 |
|
|
|
903 |
|
3.250%, 05/15/2042 |
|
|
1,620 |
|
|
|
1,377 |
|
3.125%, 11/15/2041 |
|
|
5,282 |
|
|
|
4,437 |
|
3.125%, 08/15/2044 |
|
|
280 |
|
|
|
229 |
|
3.125%, 05/15/2048 |
|
|
5,285 |
|
|
|
4,227 |
|
3.000%, 02/15/2049 |
|
|
3,290 |
|
|
|
2,565 |
|
3.000%, 08/15/2052 |
|
|
2,010 |
|
|
|
1,561 |
|
2.875%, 08/15/2045 |
|
|
320 |
|
|
|
249 |
|
2.875%, 05/15/2049 |
|
|
740 |
|
|
|
563 |
|
2.875%, 05/15/2052 |
|
|
9,760 |
|
|
|
7,385 |
|
2.375%, 02/15/2042 |
|
|
6,971 |
|
|
|
5,185 |
|
2.375%, 05/15/2051 |
|
|
22,393 |
|
|
|
15,202 |
|
2.250%, 08/15/2046 |
|
|
2,545 |
|
|
|
1,742 |
|
2.000%, 11/15/2041 |
|
|
37,047 |
|
|
|
25,991 |
|
2.000%, 02/15/2050 |
|
|
400 |
|
|
|
251 |
|
2.000%, 08/15/2051 |
|
|
6,600 |
|
|
|
4,089 |
|
1.875%, 02/15/2051 |
|
|
2,570 |
|
|
|
1,548 |
|
1.875%, 11/15/2051 |
|
|
8,331 |
|
|
|
4,990 |
|
1.750%, 08/15/2041 |
|
|
35,016 |
|
|
|
23,630 |
|
1.625%, 11/15/2050 |
|
|
6,820 |
|
|
|
3,852 |
|
1.375%, 11/15/2040 |
|
|
17,157 |
|
|
|
11,033 |
|
1.375%, 08/15/2050 |
|
|
2,500 |
|
|
|
1,320 |
|
1.125%, 05/15/2040 |
|
|
869 |
|
|
|
543 |
|
1.125%, 08/15/2040 |
|
|
29,314 |
|
|
|
18,146 |
|
0.000%, 05/15/2049 (A) |
|
|
5,380 |
|
|
|
1,782 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
$ |
7,320 |
|
|
$ |
6,865 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 10/31/2025 |
|
|
3,040 |
|
|
|
3,049 |
|
4.875%, 11/30/2025 |
|
|
3,950 |
|
|
|
3,956 |
|
4.750%, 07/31/2025 |
|
|
4,590 |
|
|
|
4,582 |
|
4.625%, 02/28/2026 |
|
|
7,415 |
|
|
|
7,409 |
|
4.625%, 09/15/2026 |
|
|
50 |
|
|
|
50 |
|
4.625%, 11/15/2026 |
|
|
6,905 |
|
|
|
6,927 |
|
4.500%, 11/30/2024 |
|
|
42 |
|
|
|
42 |
|
4.500%, 03/31/2026 |
|
|
47,698 |
|
|
|
47,579 |
|
4.375%, 10/31/2024 |
|
|
196 |
|
|
|
195 |
|
4.375%, 08/31/2028 |
|
|
300 |
|
|
|
301 |
|
4.375%, 11/30/2030 |
|
|
870 |
|
|
|
877 |
|
4.250%, 10/15/2025 |
|
|
8,385 |
|
|
|
8,316 |
|
4.250%, 12/31/2025 |
|
|
440 |
|
|
|
436 |
|
4.250%, 01/31/2026 |
|
|
5,435 |
|
|
|
5,392 |
|
4.250%, 03/15/2027 |
|
|
58,530 |
|
|
|
58,260 |
|
4.250%, 02/28/2029 (F) |
|
|
77,769 |
|
|
|
77,872 |
|
4.250%, 02/28/2031 |
|
|
79,537 |
|
|
|
79,674 |
|
4.125%, 02/15/2027 |
|
|
10,395 |
|
|
|
10,307 |
|
4.125%, 03/31/2029 |
|
|
129,197 |
|
|
|
128,642 |
|
4.125%, 08/31/2030 |
|
|
80 |
|
|
|
80 |
|
4.000%, 01/15/2027 |
|
|
109 |
|
|
|
108 |
|
4.000%, 01/31/2029 |
|
|
928 |
|
|
|
918 |
|
4.000%, 01/31/2031 |
|
|
5,420 |
|
|
|
5,349 |
|
4.000%, 02/15/2034 (F) |
|
|
78,152 |
|
|
|
76,858 |
|
3.875%, 04/30/2025 |
|
|
8,595 |
|
|
|
8,493 |
|
3.875%, 12/31/2029 |
|
|
4,497 |
|
|
|
4,415 |
|
3.750%, 12/31/2028 |
|
|
260 |
|
|
|
255 |
|
3.625%, 03/31/2030 |
|
|
1,581 |
|
|
|
1,530 |
|
3.250%, 06/30/2029 |
|
|
7,916 |
|
|
|
7,549 |
|
2.875%, 08/15/2028 |
|
|
2,937 |
|
|
|
2,773 |
|
2.750%, 04/30/2027 |
|
|
8,110 |
|
|
|
7,723 |
|
2.750%, 07/31/2027 |
|
|
2,202 |
|
|
|
2,091 |
|
2.625%, 07/31/2029 |
|
|
22,885 |
|
|
|
21,145 |
|
2.375%, 03/31/2029 |
|
|
4,518 |
|
|
|
4,141 |
|
2.250%, 11/15/2025 |
|
|
4,307 |
|
|
|
4,137 |
|
2.000%, 11/15/2026 |
|
|
3,734 |
|
|
|
3,505 |
|
1.875%, 02/28/2027 |
|
|
2,928 |
|
|
|
2,724 |
|
1.375%, 10/31/2028 |
|
|
3,930 |
|
|
|
3,462 |
|
1.250%, 04/30/2028 |
|
|
10,850 |
|
|
|
9,620 |
|
1.250%, 09/30/2028 |
|
|
1,340 |
|
|
|
1,176 |
|
1.250%, 08/15/2031 |
|
|
30 |
|
|
|
24 |
|
1.125%, 10/31/2026 |
|
|
5,454 |
|
|
|
5,009 |
|
1.125%, 08/31/2028 |
|
|
4,412 |
|
|
|
3,858 |
|
1.000%, 07/31/2028 |
|
|
3,411 |
|
|
|
2,972 |
|
0.750%, 04/30/2026 |
|
|
1,861 |
|
|
|
1,719 |
|
0.750%, 01/31/2028 |
|
|
1,976 |
|
|
|
1,729 |
|
0.625%, 11/30/2027 |
|
|
1,783 |
|
|
|
1,561 |
|
0.500%, 08/31/2027 |
|
|
3,871 |
|
|
|
3,400 |
|
0.375%, 01/31/2026 |
|
|
660 |
|
|
|
610 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.375%, 07/31/2027 |
|
$ |
5,766 |
|
|
$ |
5,058 |
|
0.250%, 07/31/2025 |
|
|
11,995 |
|
|
|
11,285 |
|
0.250%, 08/31/2025 |
|
|
5,270 |
|
|
|
4,941 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $1,085,980) ($ Thousands) |
|
|
1,052,336 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 27.1% |
Communication Services — 2.2% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
1.900%, 08/15/2040 |
|
|
250 |
|
|
|
168 |
|
1.100%, 08/15/2030 |
|
|
240 |
|
|
|
197 |
|
AT&T |
|
|
|
|
|
|
|
|
5.550%, 08/15/2041 |
|
|
130 |
|
|
|
131 |
|
5.400%, 02/15/2034 |
|
|
1,475 |
|
|
|
1,494 |
|
5.350%, 09/01/2040 |
|
|
130 |
|
|
|
127 |
|
5.150%, 03/15/2042 |
|
|
25 |
|
|
|
24 |
|
4.500%, 05/15/2035 |
|
|
370 |
|
|
|
346 |
|
4.350%, 06/15/2045 |
|
|
350 |
|
|
|
298 |
|
3.800%, 02/15/2027 |
|
|
318 |
|
|
|
308 |
|
3.800%, 12/01/2057 |
|
|
1,082 |
|
|
|
783 |
|
3.650%, 09/15/2059 |
|
|
409 |
|
|
|
285 |
|
3.550%, 09/15/2055 |
|
|
2,076 |
|
|
|
1,452 |
|
3.500%, 06/01/2041 |
|
|
274 |
|
|
|
214 |
|
3.500%, 09/15/2053 |
|
|
2,448 |
|
|
|
1,727 |
|
2.550%, 12/01/2033 |
|
|
290 |
|
|
|
232 |
|
2.300%, 06/01/2027 |
|
|
750 |
|
|
|
691 |
|
2.250%, 02/01/2032 |
|
|
60 |
|
|
|
49 |
|
1.700%, 03/25/2026 |
|
|
1,135 |
|
|
|
1,061 |
|
1.650%, 02/01/2028 |
|
|
20 |
|
|
|
18 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (D) |
|
|
250 |
|
|
|
204 |
|
4.500%, 08/15/2030 (D) |
|
|
50 |
|
|
|
42 |
|
4.500%, 05/01/2032 |
|
|
1,240 |
|
|
|
996 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
70 |
|
|
|
67 |
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
102 |
|
6.384%, 10/23/2035 |
|
|
10 |
|
|
|
10 |
|
6.150%, 11/10/2026 |
|
|
2,035 |
|
|
|
2,051 |
|
5.750%, 04/01/2048 |
|
|
1,097 |
|
|
|
924 |
|
5.500%, 04/01/2063 |
|
|
468 |
|
|
|
367 |
|
5.375%, 04/01/2038 |
|
|
663 |
|
|
|
576 |
|
5.375%, 05/01/2047 |
|
|
191 |
|
|
|
154 |
|
5.250%, 04/01/2053 |
|
|
1,355 |
|
|
|
1,073 |
|
5.125%, 07/01/2049 |
|
|
160 |
|
|
|
124 |
|
4.908%, 07/23/2025 |
|
|
1,150 |
|
|
|
1,136 |
|
4.800%, 03/01/2050 |
|
|
3,110 |
|
|
|
2,302 |
|
4.400%, 04/01/2033 |
|
|
800 |
|
|
|
709 |
|
4.200%, 03/15/2028 |
|
|
1,263 |
|
|
|
1,190 |
|
3.900%, 06/01/2052 |
|
|
217 |
|
|
|
138 |
|
3.750%, 02/15/2028 |
|
|
85 |
|
|
|
79 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.700%, 04/01/2051 |
|
$ |
1,250 |
|
|
$ |
773 |
|
3.500%, 06/01/2041 |
|
|
147 |
|
|
|
99 |
|
3.500%, 03/01/2042 |
|
|
884 |
|
|
|
590 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
90 |
|
|
|
102 |
|
5.350%, 11/15/2027 |
|
|
564 |
|
|
|
575 |
|
4.950%, 10/15/2058 |
|
|
60 |
|
|
|
56 |
|
4.400%, 08/15/2035 |
|
|
1,770 |
|
|
|
1,661 |
|
4.250%, 10/15/2030 |
|
|
730 |
|
|
|
705 |
|
4.200%, 08/15/2034 |
|
|
220 |
|
|
|
205 |
|
4.150%, 10/15/2028 |
|
|
2,220 |
|
|
|
2,167 |
|
4.000%, 08/15/2047 |
|
|
90 |
|
|
|
73 |
|
4.000%, 03/01/2048 |
|
|
70 |
|
|
|
57 |
|
3.999%, 11/01/2049 |
|
|
259 |
|
|
|
210 |
|
3.969%, 11/01/2047 |
|
|
418 |
|
|
|
336 |
|
3.950%, 10/15/2025 |
|
|
90 |
|
|
|
89 |
|
3.750%, 04/01/2040 |
|
|
200 |
|
|
|
166 |
|
3.450%, 02/01/2050 |
|
|
140 |
|
|
|
102 |
|
3.400%, 04/01/2030 |
|
|
280 |
|
|
|
259 |
|
3.400%, 07/15/2046 |
|
|
60 |
|
|
|
45 |
|
3.300%, 04/01/2027 |
|
|
190 |
|
|
|
182 |
|
3.250%, 11/01/2039 |
|
|
60 |
|
|
|
47 |
|
3.150%, 03/01/2026 |
|
|
390 |
|
|
|
378 |
|
2.987%, 11/01/2063 |
|
|
321 |
|
|
|
197 |
|
2.937%, 11/01/2056 |
|
|
712 |
|
|
|
448 |
|
2.887%, 11/01/2051 |
|
|
410 |
|
|
|
266 |
|
2.800%, 01/15/2051 |
|
|
280 |
|
|
|
179 |
|
1.500%, 02/15/2031 |
|
|
1,420 |
|
|
|
1,146 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
4.000%, 09/15/2055 |
|
|
300 |
|
|
|
205 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 (F) |
|
|
120 |
|
|
|
80 |
|
5.875%, 11/15/2024 (F) |
|
|
410 |
|
|
|
393 |
|
5.750%, 12/01/2028 (D) |
|
|
30 |
|
|
|
20 |
|
5.250%, 12/01/2026 (D) |
|
|
170 |
|
|
|
134 |
|
5.125%, 06/01/2029 |
|
|
280 |
|
|
|
117 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
390 |
|
|
|
413 |
|
5.476%, 01/25/2039 |
|
|
520 |
|
|
|
495 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
541 |
|
|
|
580 |
|
5.600%, 05/15/2053 |
|
|
748 |
|
|
|
790 |
|
4.450%, 08/15/2052 |
|
|
777 |
|
|
|
691 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
620 |
|
|
|
586 |
|
5.900%, 10/15/2040 |
|
|
455 |
|
|
|
381 |
|
4.950%, 05/19/2050 |
|
|
231 |
|
|
|
164 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.300%, 02/15/2034 |
|
|
1,445 |
|
|
|
1,432 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (D) |
|
|
1,200 |
|
|
|
918 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sprint Spectrum |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (D) |
|
$ |
2,842 |
|
|
$ |
2,835 |
|
4.738%, 03/20/2025 (D) |
|
|
1,346 |
|
|
|
1,339 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
4.000%, 04/14/2032 |
|
|
1,265 |
|
|
|
1,169 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
5.213%, 03/08/2047 |
|
|
150 |
|
|
|
138 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.750%, 01/15/2034 |
|
|
568 |
|
|
|
592 |
|
5.150%, 04/15/2034 |
|
|
1,673 |
|
|
|
1,667 |
|
5.050%, 07/15/2033 |
|
|
712 |
|
|
|
704 |
|
4.500%, 04/15/2050 |
|
|
890 |
|
|
|
772 |
|
3.875%, 04/15/2030 |
|
|
1,955 |
|
|
|
1,831 |
|
3.750%, 04/15/2027 |
|
|
3,108 |
|
|
|
2,993 |
|
3.500%, 04/15/2025 |
|
|
1,910 |
|
|
|
1,873 |
|
3.500%, 04/15/2031 |
|
|
710 |
|
|
|
641 |
|
3.400%, 10/15/2052 |
|
|
1,230 |
|
|
|
873 |
|
3.375%, 04/15/2029 |
|
|
270 |
|
|
|
250 |
|
2.875%, 02/15/2031 |
|
|
240 |
|
|
|
208 |
|
2.700%, 03/15/2032 |
|
|
70 |
|
|
|
59 |
|
2.625%, 02/15/2029 |
|
|
330 |
|
|
|
295 |
|
2.550%, 02/15/2031 |
|
|
1,119 |
|
|
|
953 |
|
2.250%, 02/15/2026 |
|
|
699 |
|
|
|
662 |
|
1.500%, 02/15/2026 |
|
|
192 |
|
|
|
179 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
60 |
|
|
|
62 |
|
5.500%, 02/23/2054 |
|
|
512 |
|
|
|
518 |
|
5.250%, 03/16/2037 |
|
|
805 |
|
|
|
814 |
|
4.862%, 08/21/2046 |
|
|
50 |
|
|
|
47 |
|
4.500%, 08/10/2033 |
|
|
500 |
|
|
|
478 |
|
4.400%, 11/01/2034 |
|
|
2,062 |
|
|
|
1,944 |
|
4.329%, 09/21/2028 |
|
|
1,106 |
|
|
|
1,081 |
|
4.016%, 12/03/2029 |
|
|
714 |
|
|
|
681 |
|
4.000%, 03/22/2050 |
|
|
140 |
|
|
|
113 |
|
3.875%, 02/08/2029 |
|
|
210 |
|
|
|
201 |
|
3.850%, 11/01/2042 |
|
|
610 |
|
|
|
502 |
|
3.400%, 03/22/2041 |
|
|
130 |
|
|
|
102 |
|
3.150%, 03/22/2030 |
|
|
360 |
|
|
|
325 |
|
3.000%, 03/22/2027 |
|
|
140 |
|
|
|
133 |
|
2.650%, 11/20/2040 |
|
|
789 |
|
|
|
556 |
|
2.625%, 08/15/2026 |
|
|
1,000 |
|
|
|
947 |
|
2.550%, 03/21/2031 |
|
|
779 |
|
|
|
665 |
|
2.355%, 03/15/2032 |
|
|
862 |
|
|
|
708 |
|
2.100%, 03/22/2028 |
|
|
400 |
|
|
|
360 |
|
1.750%, 01/20/2031 |
|
|
410 |
|
|
|
333 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.750%, 07/15/2031 (D) |
|
|
630 |
|
|
|
543 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
235 |
|
|
|
270 |
|
6.200%, 12/15/2034 |
|
|
65 |
|
|
|
72 |
|
3.500%, 05/13/2040 |
|
|
980 |
|
|
|
806 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
$ |
390 |
|
|
$ |
390 |
|
5.141%, 03/15/2052 |
|
|
5,564 |
|
|
|
4,618 |
|
5.050%, 03/15/2042 |
|
|
2,700 |
|
|
|
2,321 |
|
4.279%, 03/15/2032 |
|
|
1,240 |
|
|
|
1,107 |
|
4.054%, 03/15/2029 |
|
|
270 |
|
|
|
253 |
|
3.755%, 03/15/2027 |
|
|
200 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,535 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.3% |
|
|
|
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
500 |
|
|
|
501 |
|
4.250%, 08/22/2057 |
|
|
110 |
|
|
|
96 |
|
3.875%, 08/22/2037 |
|
|
920 |
|
|
|
831 |
|
3.600%, 04/13/2032 |
|
|
1,240 |
|
|
|
1,155 |
|
3.450%, 04/13/2029 |
|
|
310 |
|
|
|
296 |
|
3.300%, 04/13/2027 |
|
|
150 |
|
|
|
144 |
|
3.150%, 08/22/2027 |
|
|
680 |
|
|
|
648 |
|
2.800%, 08/22/2024 |
|
|
245 |
|
|
|
242 |
|
2.500%, 06/03/2050 |
|
|
550 |
|
|
|
351 |
|
2.100%, 05/12/2031 |
|
|
300 |
|
|
|
254 |
|
1.500%, 06/03/2030 |
|
|
350 |
|
|
|
292 |
|
1.200%, 06/03/2027 |
|
|
672 |
|
|
|
604 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 |
|
|
470 |
|
|
|
493 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (D) |
|
|
460 |
|
|
|
472 |
|
Comcast |
|
|
|
|
|
|
|
|
4.049%, 11/01/2052 |
|
|
277 |
|
|
|
223 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
4.500%, 11/15/2031 (D) |
|
|
1,200 |
|
|
|
849 |
|
4.125%, 12/01/2030 (D) |
|
|
590 |
|
|
|
422 |
|
3.375%, 02/15/2031 (D) |
|
|
200 |
|
|
|
136 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
|
380 |
|
|
|
385 |
|
5.291%, 12/08/2046 |
|
|
99 |
|
|
|
88 |
|
3.250%, 02/12/2032 |
|
|
480 |
|
|
|
399 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
890 |
|
|
|
949 |
|
6.050%, 03/05/2031 |
|
|
755 |
|
|
|
760 |
|
5.125%, 06/16/2025 |
|
|
400 |
|
|
|
396 |
|
5.113%, 05/03/2029 |
|
|
420 |
|
|
|
408 |
|
4.950%, 05/28/2027 |
|
|
850 |
|
|
|
829 |
|
4.125%, 08/17/2027 |
|
|
200 |
|
|
|
190 |
|
4.000%, 11/13/2030 |
|
|
956 |
|
|
|
854 |
|
3.815%, 11/02/2027 |
|
|
261 |
|
|
|
244 |
|
3.625%, 06/17/2031 |
|
|
380 |
|
|
|
329 |
|
2.900%, 02/16/2028 |
|
|
200 |
|
|
|
181 |
|
2.900%, 02/10/2029 |
|
|
1,440 |
|
|
|
1,270 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
40 |
|
|
|
42 |
|
6.250%, 10/02/2043 |
|
|
260 |
|
|
|
266 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.125%, 10/01/2025 |
|
$ |
320 |
|
|
$ |
323 |
|
5.950%, 04/01/2049 |
|
|
80 |
|
|
|
79 |
|
5.600%, 10/15/2032 |
|
|
150 |
|
|
|
152 |
|
5.150%, 04/01/2038 |
|
|
240 |
|
|
|
225 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
709 |
|
|
|
717 |
|
5.000%, 04/09/2027 |
|
|
180 |
|
|
|
179 |
|
4.350%, 01/17/2027 |
|
|
110 |
|
|
|
107 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (D) |
|
|
240 |
|
|
|
241 |
|
Home Depot |
|
|
|
|
|
|
|
|
4.250%, 04/01/2046 |
|
|
48 |
|
|
|
42 |
|
3.900%, 12/06/2028 |
|
|
40 |
|
|
|
39 |
|
3.900%, 06/15/2047 |
|
|
60 |
|
|
|
49 |
|
3.350%, 04/15/2050 |
|
|
710 |
|
|
|
521 |
|
3.300%, 04/15/2040 |
|
|
350 |
|
|
|
278 |
|
2.700%, 04/15/2030 |
|
|
320 |
|
|
|
285 |
|
2.500%, 04/15/2027 |
|
|
280 |
|
|
|
262 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.500%, 01/16/2029 (D) |
|
|
255 |
|
|
|
268 |
|
5.950%, 09/21/2026 (D) |
|
|
796 |
|
|
|
805 |
|
5.700%, 06/26/2030 (D) |
|
|
286 |
|
|
|
291 |
|
5.600%, 03/30/2028 (D) |
|
|
893 |
|
|
|
903 |
|
5.500%, 03/30/2026 (D) |
|
|
293 |
|
|
|
294 |
|
5.400%, 01/08/2031 (D) |
|
|
435 |
|
|
|
437 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
1.300%, 01/08/2026 (D) |
|
|
541 |
|
|
|
503 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
150 |
|
|
|
136 |
|
3.200%, 08/08/2024 |
|
|
1,860 |
|
|
|
1,840 |
|
2.900%, 06/25/2025 |
|
|
210 |
|
|
|
202 |
|
Lennar |
|
|
|
|
|
|
|
|
4.750%, 11/29/2027 |
|
|
410 |
|
|
|
405 |
|
4.500%, 04/30/2024 |
|
|
140 |
|
|
|
140 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.850%, 04/01/2063 |
|
|
143 |
|
|
|
147 |
|
5.750%, 07/01/2053 |
|
|
427 |
|
|
|
441 |
|
5.625%, 04/15/2053 |
|
|
421 |
|
|
|
425 |
|
5.000%, 04/15/2040 |
|
|
725 |
|
|
|
695 |
|
4.500%, 04/15/2030 |
|
|
200 |
|
|
|
196 |
|
4.250%, 04/01/2052 |
|
|
824 |
|
|
|
675 |
|
McDonald's |
|
|
|
|
|
|
|
|
5.450%, 08/14/2053 |
|
|
267 |
|
|
|
271 |
|
4.800%, 08/14/2028 |
|
|
568 |
|
|
|
570 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.875%, 12/09/2045 |
|
|
260 |
|
|
|
243 |
|
4.700%, 12/09/2035 |
|
|
478 |
|
|
|
465 |
|
4.450%, 03/01/2047 |
|
|
240 |
|
|
|
209 |
|
4.450%, 09/01/2048 |
|
|
72 |
|
|
|
63 |
|
4.200%, 04/01/2050 |
|
|
530 |
|
|
|
443 |
|
3.800%, 04/01/2028 |
|
|
170 |
|
|
|
164 |
|
3.700%, 01/30/2026 |
|
|
220 |
|
|
|
215 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.625%, 09/01/2049 |
|
$ |
60 |
|
|
$ |
46 |
|
3.600%, 07/01/2030 |
|
|
290 |
|
|
|
270 |
|
3.500%, 03/01/2027 |
|
|
510 |
|
|
|
492 |
|
3.500%, 07/01/2027 |
|
|
200 |
|
|
|
192 |
|
1.450%, 09/01/2025 |
|
|
80 |
|
|
|
76 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
30 |
|
|
|
30 |
|
Mercedes-Benz Finance North America |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 (D) |
|
|
595 |
|
|
|
591 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (D) |
|
|
320 |
|
|
|
339 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.700%, 04/01/2026 |
|
|
110 |
|
|
|
108 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
230 |
|
|
|
174 |
|
3.250%, 03/27/2040 |
|
|
210 |
|
|
|
169 |
|
2.850%, 03/27/2030 |
|
|
150 |
|
|
|
136 |
|
2.750%, 03/27/2027 |
|
|
410 |
|
|
|
388 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (D) |
|
|
1,100 |
|
|
|
1,046 |
|
3.522%, 09/17/2025 (D) |
|
|
1,190 |
|
|
|
1,147 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
6.250%, 03/15/2032 (D) |
|
|
290 |
|
|
|
292 |
|
Sands China |
|
|
|
|
|
|
|
|
5.400%, 08/08/2028 |
|
|
320 |
|
|
|
314 |
|
5.125%, 08/08/2025 |
|
|
1,580 |
|
|
|
1,559 |
|
4.050%, 01/08/2026 |
|
|
420 |
|
|
|
404 |
|
2.850%, 03/08/2029 |
|
|
690 |
|
|
|
600 |
|
2.300%, 03/08/2027 |
|
|
460 |
|
|
|
416 |
|
Starbucks |
|
|
|
|
|
|
|
|
4.850%, 02/08/2027 |
|
|
1,418 |
|
|
|
1,415 |
|
3.500%, 11/15/2050 |
|
|
435 |
|
|
|
322 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
530 |
|
|
|
535 |
|
6.750%, 06/15/2039 |
|
|
10 |
|
|
|
10 |
|
6.550%, 05/01/2037 |
|
|
268 |
|
|
|
253 |
|
5.875%, 11/15/2040 |
|
|
1,405 |
|
|
|
1,217 |
|
5.500%, 09/01/2041 |
|
|
1,599 |
|
|
|
1,331 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
270 |
|
|
|
301 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.100%, 03/21/2031 |
|
|
1,190 |
|
|
|
1,199 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (D) |
|
|
250 |
|
|
|
231 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (D) |
|
|
380 |
|
|
|
366 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
|
500 |
|
|
|
474 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (D) |
|
|
310 |
|
|
|
321 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,308 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 1.5% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
6.200%, 02/14/2059 |
|
$ |
76 |
|
|
$ |
78 |
|
5.950%, 02/14/2049 |
|
|
960 |
|
|
|
977 |
|
5.800%, 02/14/2039 |
|
|
630 |
|
|
|
638 |
|
4.800%, 02/14/2029 |
|
|
28 |
|
|
|
28 |
|
4.400%, 02/14/2026 |
|
|
514 |
|
|
|
506 |
|
3.875%, 09/16/2046 |
|
|
240 |
|
|
|
180 |
|
3.400%, 02/04/2041 |
|
|
600 |
|
|
|
440 |
|
2.450%, 02/04/2032 |
|
|
770 |
|
|
|
625 |
|
2.350%, 05/06/2025 |
|
|
130 |
|
|
|
126 |
|
Anheuser-Busch |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,140 |
|
|
|
2,034 |
|
4.700%, 02/01/2036 |
|
|
1,783 |
|
|
|
1,724 |
|
3.650%, 02/01/2026 |
|
|
338 |
|
|
|
330 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.800%, 01/23/2059 |
|
|
214 |
|
|
|
230 |
|
5.550%, 01/23/2049 |
|
|
570 |
|
|
|
594 |
|
5.450%, 01/23/2039 |
|
|
645 |
|
|
|
666 |
|
5.000%, 06/15/2034 |
|
|
480 |
|
|
|
483 |
|
4.750%, 01/23/2029 |
|
|
120 |
|
|
|
120 |
|
4.375%, 04/15/2038 |
|
|
371 |
|
|
|
345 |
|
4.350%, 06/01/2040 |
|
|
560 |
|
|
|
507 |
|
4.000%, 04/13/2028 |
|
|
160 |
|
|
|
156 |
|
3.500%, 06/01/2030 |
|
|
200 |
|
|
|
186 |
|
Bacardi |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 (D) |
|
|
1,010 |
|
|
|
1,002 |
|
4.450%, 05/15/2025 (D) |
|
|
1,545 |
|
|
|
1,523 |
|
BAT Capital |
|
|
|
|
|
|
|
|
5.834%, 02/20/2031 |
|
|
1,475 |
|
|
|
1,488 |
|
5.650%, 03/16/2052 |
|
|
590 |
|
|
|
532 |
|
5.282%, 04/02/2050 |
|
|
1,260 |
|
|
|
1,082 |
|
4.758%, 09/06/2049 |
|
|
81 |
|
|
|
65 |
|
4.540%, 08/15/2047 |
|
|
703 |
|
|
|
543 |
|
4.390%, 08/15/2037 |
|
|
61 |
|
|
|
51 |
|
3.734%, 09/25/2040 |
|
|
10 |
|
|
|
7 |
|
3.557%, 08/15/2027 |
|
|
791 |
|
|
|
749 |
|
3.222%, 08/15/2024 |
|
|
97 |
|
|
|
96 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
1.630%, 08/17/2025 |
|
|
294 |
|
|
|
278 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.500%, 06/01/2040 |
|
|
20 |
|
|
|
14 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
5.250%, 11/15/2048 |
|
|
596 |
|
|
|
569 |
|
4.900%, 05/01/2033 |
|
|
284 |
|
|
|
279 |
|
4.800%, 01/15/2029 |
|
|
338 |
|
|
|
335 |
|
4.350%, 05/09/2027 |
|
|
320 |
|
|
|
313 |
|
3.600%, 05/09/2024 |
|
|
230 |
|
|
|
230 |
|
2.250%, 08/01/2031 |
|
|
80 |
|
|
|
66 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
3.000%, 05/18/2027 |
|
|
284 |
|
|
|
272 |
|
2.750%, 05/18/2024 |
|
|
183 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.600%, 04/20/2030 |
|
$ |
450 |
|
|
$ |
379 |
|
1.375%, 06/20/2027 |
|
|
780 |
|
|
|
706 |
|
General Mills |
|
|
|
|
|
|
|
|
5.500%, 10/17/2028 |
|
|
660 |
|
|
|
674 |
|
Haleon US Capital |
|
|
|
|
|
|
|
|
3.625%, 03/24/2032 |
|
|
490 |
|
|
|
442 |
|
3.375%, 03/24/2027 |
|
|
410 |
|
|
|
392 |
|
3.375%, 03/24/2029 |
|
|
290 |
|
|
|
270 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
3.500%, 07/26/2026 (D) |
|
|
635 |
|
|
|
606 |
|
3.125%, 07/26/2024 (D) |
|
|
2,250 |
|
|
|
2,230 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (D) |
|
|
1,057 |
|
|
|
1,136 |
|
6.750%, 03/15/2034 (D) |
|
|
1,560 |
|
|
|
1,639 |
|
6.500%, 12/01/2052 |
|
|
1,915 |
|
|
|
1,892 |
|
3.000%, 02/02/2029 |
|
|
1,205 |
|
|
|
1,067 |
|
3.000%, 05/15/2032 |
|
|
1,520 |
|
|
|
1,240 |
|
Kenvue |
|
|
|
|
|
|
|
|
5.050%, 03/22/2028 |
|
|
571 |
|
|
|
577 |
|
4.900%, 03/22/2033 |
|
|
560 |
|
|
|
560 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.300%, 03/15/2034 |
|
|
1,786 |
|
|
|
1,792 |
|
4.500%, 04/15/2052 |
|
|
539 |
|
|
|
462 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.200%, 07/15/2045 |
|
|
360 |
|
|
|
341 |
|
Mars |
|
|
|
|
|
|
|
|
3.200%, 04/01/2030 (D) |
|
|
210 |
|
|
|
191 |
|
2.375%, 07/16/2040 (D) |
|
|
300 |
|
|
|
209 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
660 |
|
|
|
633 |
|
Nestle Capital |
|
|
|
|
|
|
|
|
5.100%, 03/12/2054 (D) |
|
|
441 |
|
|
|
439 |
|
4.875%, 03/12/2034 (D) |
|
|
441 |
|
|
|
441 |
|
PepsiCo |
|
|
|
|
|
|
|
|
3.900%, 07/18/2032 |
|
|
696 |
|
|
|
660 |
|
2.625%, 03/19/2027 |
|
|
50 |
|
|
|
47 |
|
1.625%, 05/01/2030 |
|
|
440 |
|
|
|
369 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.750%, 11/17/2032 |
|
|
145 |
|
|
|
150 |
|
5.625%, 09/07/2033 |
|
|
243 |
|
|
|
249 |
|
5.500%, 09/07/2030 |
|
|
402 |
|
|
|
410 |
|
5.375%, 02/15/2033 |
|
|
1,276 |
|
|
|
1,286 |
|
5.250%, 09/07/2028 |
|
|
616 |
|
|
|
623 |
|
5.250%, 02/13/2034 |
|
|
180 |
|
|
|
178 |
|
5.125%, 02/15/2030 |
|
|
1,635 |
|
|
|
1,635 |
|
5.125%, 02/13/2031 |
|
|
500 |
|
|
|
497 |
|
5.000%, 11/17/2025 |
|
|
606 |
|
|
|
604 |
|
4.875%, 02/15/2028 |
|
|
1,090 |
|
|
|
1,087 |
|
4.875%, 02/13/2029 |
|
|
857 |
|
|
|
852 |
|
4.500%, 03/20/2042 |
|
|
130 |
|
|
|
114 |
|
2.100%, 05/01/2030 |
|
|
290 |
|
|
|
246 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.250%, 07/01/2033 |
|
$ |
780 |
|
|
$ |
797 |
|
3.500%, 03/01/2032 |
|
|
350 |
|
|
|
297 |
|
Procter & Gamble |
|
|
|
|
|
|
|
|
3.000%, 03/25/2030 |
|
|
240 |
|
|
|
221 |
|
Reckitt Benckiser Treasury Services |
|
|
|
|
|
|
|
|
2.750%, 06/26/2024 (D) |
|
|
830 |
|
|
|
824 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
570 |
|
|
|
658 |
|
7.250%, 06/15/2037 |
|
|
390 |
|
|
|
421 |
|
5.850%, 08/15/2045 |
|
|
3,140 |
|
|
|
2,912 |
|
Tyson Foods |
|
|
|
|
|
|
|
|
5.700%, 03/15/2034 |
|
|
713 |
|
|
|
723 |
|
5.400%, 03/15/2029 |
|
|
469 |
|
|
|
473 |
|
Walmart |
|
|
|
|
|
|
|
|
3.300%, 04/22/2024 |
|
|
60 |
|
|
|
60 |
|
1.800%, 09/22/2031 |
|
|
110 |
|
|
|
91 |
|
1.500%, 09/22/2028 |
|
|
230 |
|
|
|
203 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,654 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.4% |
|
|
|
|
Aker BP |
|
|
|
|
|
|
|
|
6.000%, 06/13/2033 (D) |
|
|
950 |
|
|
|
981 |
|
5.600%, 06/13/2028 (D) |
|
|
736 |
|
|
|
745 |
|
Apache |
|
|
|
|
|
|
|
|
7.750%, 12/15/2029 |
|
|
140 |
|
|
|
152 |
|
5.350%, 07/01/2049 |
|
|
230 |
|
|
|
194 |
|
5.100%, 09/01/2040 |
|
|
105 |
|
|
|
90 |
|
4.750%, 04/15/2043 |
|
|
380 |
|
|
|
300 |
|
4.250%, 01/15/2044 |
|
|
890 |
|
|
|
637 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
4.989%, 04/10/2034 |
|
|
709 |
|
|
|
708 |
|
4.893%, 09/11/2033 |
|
|
715 |
|
|
|
710 |
|
4.812%, 02/13/2033 |
|
|
1,986 |
|
|
|
1,960 |
|
4.699%, 04/10/2029 |
|
|
705 |
|
|
|
703 |
|
3.633%, 04/06/2030 |
|
|
320 |
|
|
|
302 |
|
3.410%, 02/11/2026 |
|
|
1,110 |
|
|
|
1,079 |
|
3.119%, 05/04/2026 |
|
|
230 |
|
|
|
222 |
|
3.000%, 02/24/2050 |
|
|
940 |
|
|
|
641 |
|
Cameron LNG |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (D) |
|
|
660 |
|
|
|
549 |
|
2.902%, 07/15/2031 (D) |
|
|
140 |
|
|
|
120 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
50 |
|
|
|
53 |
|
Cheniere Corpus Christi Holdings |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
938 |
|
|
|
873 |
|
Cheniere Energy |
|
|
|
|
|
|
|
|
4.625%, 10/15/2028 |
|
|
260 |
|
|
|
252 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
100 |
|
|
|
91 |
|
3.250%, 01/31/2032 |
|
|
530 |
|
|
|
451 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Chevron |
|
|
|
|
|
|
|
|
1.995%, 05/11/2027 |
|
$ |
180 |
|
|
$ |
166 |
|
Chevron USA |
|
|
|
|
|
|
|
|
3.850%, 01/15/2028 |
|
|
200 |
|
|
|
195 |
|
3.250%, 10/15/2029 |
|
|
50 |
|
|
|
47 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (D) |
|
|
190 |
|
|
|
206 |
|
6.036%, 11/15/2033 (D) |
|
|
940 |
|
|
|
974 |
|
Conoco Funding |
|
|
|
|
|
|
|
|
7.250%, 10/15/2031 |
|
|
180 |
|
|
|
206 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.900%, 10/15/2032 |
|
|
10 |
|
|
|
11 |
|
5.900%, 05/15/2038 |
|
|
420 |
|
|
|
445 |
|
4.150%, 11/15/2034 |
|
|
280 |
|
|
|
258 |
|
Continental Resources |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 (D) |
|
|
370 |
|
|
|
368 |
|
4.900%, 06/01/2044 |
|
|
80 |
|
|
|
66 |
|
4.375%, 01/15/2028 |
|
|
520 |
|
|
|
503 |
|
3.800%, 06/01/2024 |
|
|
200 |
|
|
|
199 |
|
2.268%, 11/15/2026 (D) |
|
|
2,295 |
|
|
|
2,113 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
780 |
|
|
|
751 |
|
3.900%, 05/15/2027 |
|
|
970 |
|
|
|
934 |
|
DCP Midstream Operating |
|
|
|
|
|
|
|
|
6.450%, 11/03/2036 (D) |
|
|
110 |
|
|
|
115 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
900 |
|
|
|
1,032 |
|
5.875%, 06/15/2028 |
|
|
40 |
|
|
|
40 |
|
5.850%, 12/15/2025 |
|
|
50 |
|
|
|
50 |
|
5.600%, 07/15/2041 |
|
|
490 |
|
|
|
473 |
|
5.250%, 10/15/2027 |
|
|
46 |
|
|
|
46 |
|
5.000%, 06/15/2045 |
|
|
1,232 |
|
|
|
1,093 |
|
4.750%, 05/15/2042 |
|
|
187 |
|
|
|
163 |
|
4.500%, 01/15/2030 |
|
|
304 |
|
|
|
293 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
1,879 |
|
|
|
2,003 |
|
6.250%, 03/15/2053 |
|
|
587 |
|
|
|
633 |
|
4.250%, 03/15/2052 |
|
|
87 |
|
|
|
70 |
|
3.500%, 12/01/2029 |
|
|
500 |
|
|
|
463 |
|
3.250%, 12/01/2026 |
|
|
30 |
|
|
|
29 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
1,276 |
|
|
|
953 |
|
5.375%, 06/26/2026 |
|
|
200 |
|
|
|
197 |
|
4.625%, 11/02/2031 |
|
|
160 |
|
|
|
133 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.200%, 11/15/2030 |
|
|
429 |
|
|
|
455 |
|
6.000%, 11/15/2028 |
|
|
429 |
|
|
|
446 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
9.597%, TSFR3M + 4.290%(B)(G) |
|
|
90 |
|
|
|
90 |
|
7.125%, H15T5Y + 5.306%(B)(G) |
|
|
580 |
|
|
|
566 |
|
6.750%, H15T5Y + 5.134%(B)(G) |
|
|
500 |
|
|
|
491 |
|
6.500%, H15T5Y + 5.694%(B)(G) |
|
|
200 |
|
|
|
196 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.400%, 12/01/2030 |
|
$ |
2,205 |
|
|
$ |
2,328 |
|
6.250%, 04/15/2049 |
|
|
130 |
|
|
|
133 |
|
5.950%, 05/15/2054 |
|
|
1,479 |
|
|
|
1,476 |
|
5.550%, 05/15/2034 |
|
|
370 |
|
|
|
371 |
|
5.500%, 06/01/2027 |
|
|
118 |
|
|
|
119 |
|
5.400%, 10/01/2047 |
|
|
1,233 |
|
|
|
1,138 |
|
5.300%, 04/01/2044 |
|
|
640 |
|
|
|
588 |
|
5.300%, 04/15/2047 |
|
|
739 |
|
|
|
672 |
|
5.250%, 04/15/2029 |
|
|
1,165 |
|
|
|
1,166 |
|
5.000%, 05/15/2050 |
|
|
840 |
|
|
|
737 |
|
4.950%, 06/15/2028 |
|
|
180 |
|
|
|
179 |
|
4.000%, 10/01/2027 |
|
|
600 |
|
|
|
577 |
|
3.750%, 05/15/2030 |
|
|
1,250 |
|
|
|
1,152 |
|
Enterprise Products Operating |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
40 |
|
|
|
48 |
|
6.650%, 10/15/2034 |
|
|
220 |
|
|
|
245 |
|
5.700%, 02/15/2042 |
|
|
40 |
|
|
|
41 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (B) |
|
|
150 |
|
|
|
140 |
|
4.850%, 01/31/2034 |
|
|
870 |
|
|
|
857 |
|
4.850%, 03/15/2044 |
|
|
430 |
|
|
|
402 |
|
4.150%, 10/16/2028 |
|
|
1,605 |
|
|
|
1,561 |
|
3.950%, 01/31/2060 |
|
|
220 |
|
|
|
171 |
|
3.700%, 01/31/2051 |
|
|
270 |
|
|
|
209 |
|
3.125%, 07/31/2029 |
|
|
170 |
|
|
|
157 |
|
2.800%, 01/31/2030 |
|
|
540 |
|
|
|
484 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
400 |
|
|
|
381 |
|
4.375%, 04/15/2030 |
|
|
120 |
|
|
|
117 |
|
4.150%, 01/15/2026 |
|
|
340 |
|
|
|
335 |
|
3.900%, 04/01/2035 |
|
|
390 |
|
|
|
355 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
5.500%, 07/15/2028 |
|
|
480 |
|
|
|
473 |
|
EQT |
|
|
|
|
|
|
|
|
6.125%, 02/01/2025 |
|
|
17 |
|
|
|
17 |
|
5.000%, 01/15/2029 |
|
|
150 |
|
|
|
147 |
|
3.900%, 10/01/2027 |
|
|
1,020 |
|
|
|
970 |
|
3.625%, 05/15/2031 (D) |
|
|
320 |
|
|
|
282 |
|
3.125%, 05/15/2026 (D) |
|
|
10 |
|
|
|
9 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
60 |
|
|
|
53 |
|
4.114%, 03/01/2046 |
|
|
533 |
|
|
|
460 |
|
3.482%, 03/19/2030 |
|
|
460 |
|
|
|
434 |
|
3.452%, 04/15/2051 |
|
|
200 |
|
|
|
151 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (D) |
|
|
239 |
|
|
|
191 |
|
2.625%, 03/31/2036 (D) |
|
|
458 |
|
|
|
372 |
|
2.160%, 03/31/2034 (D) |
|
|
583 |
|
|
|
502 |
|
1.750%, 09/30/2027 (D) |
|
|
502 |
|
|
|
471 |
|
Halliburton |
|
|
|
|
|
|
|
|
5.000%, 11/15/2045 |
|
|
80 |
|
|
|
75 |
|
4.850%, 11/15/2035 |
|
|
60 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
$ |
1,125 |
|
|
$ |
1,187 |
|
5.800%, 04/01/2047 |
|
|
770 |
|
|
|
792 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
620 |
|
|
|
624 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 (D) |
|
|
340 |
|
|
|
295 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.200%, 03/01/2048 |
|
|
205 |
|
|
|
185 |
|
5.050%, 02/15/2046 |
|
|
170 |
|
|
|
151 |
|
4.300%, 06/01/2025 |
|
|
360 |
|
|
|
355 |
|
4.300%, 03/01/2028 |
|
|
150 |
|
|
|
146 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
415 |
|
|
|
395 |
|
5.400%, 09/01/2044 |
|
|
20 |
|
|
|
18 |
|
MEG Energy |
|
|
|
|
|
|
|
|
5.875%, 02/01/2029 (D) |
|
|
80 |
|
|
|
79 |
|
MPLX |
|
|
|
|
|
|
|
|
5.650%, 03/01/2053 |
|
|
153 |
|
|
|
150 |
|
5.500%, 02/15/2049 |
|
|
280 |
|
|
|
266 |
|
5.000%, 03/01/2033 |
|
|
859 |
|
|
|
834 |
|
4.950%, 03/14/2052 |
|
|
1,890 |
|
|
|
1,660 |
|
4.875%, 12/01/2024 |
|
|
320 |
|
|
|
318 |
|
4.800%, 02/15/2029 |
|
|
330 |
|
|
|
326 |
|
4.700%, 04/15/2048 |
|
|
430 |
|
|
|
367 |
|
4.500%, 04/15/2038 |
|
|
520 |
|
|
|
462 |
|
Northwest Pipeline |
|
|
|
|
|
|
|
|
4.000%, 04/01/2027 |
|
|
219 |
|
|
|
213 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
610 |
|
|
|
691 |
|
7.500%, 05/01/2031 |
|
|
870 |
|
|
|
968 |
|
6.950%, 07/01/2024 |
|
|
136 |
|
|
|
136 |
|
6.600%, 03/15/2046 |
|
|
360 |
|
|
|
388 |
|
6.450%, 09/15/2036 |
|
|
280 |
|
|
|
299 |
|
5.550%, 03/15/2026 |
|
|
110 |
|
|
|
110 |
|
4.625%, 06/15/2045 |
|
|
280 |
|
|
|
227 |
|
4.400%, 04/15/2046 |
|
|
120 |
|
|
|
98 |
|
4.200%, 03/15/2048 |
|
|
170 |
|
|
|
131 |
|
4.100%, 02/15/2047 (F) |
|
|
600 |
|
|
|
450 |
|
3.400%, 04/15/2026 |
|
|
270 |
|
|
|
260 |
|
3.000%, 02/15/2027 |
|
|
300 |
|
|
|
281 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
1,539 |
|
|
|
1,696 |
|
6.050%, 09/01/2033 |
|
|
500 |
|
|
|
521 |
|
5.800%, 11/01/2030 |
|
|
290 |
|
|
|
299 |
|
5.550%, 11/01/2026 |
|
|
180 |
|
|
|
182 |
|
Parsley Energy |
|
|
|
|
|
|
|
|
4.125%, 02/15/2028 (D) |
|
|
60 |
|
|
|
57 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (D) |
|
|
300 |
|
|
|
303 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
|
790 |
|
|
|
733 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.299%, 01/27/2025 |
|
$ |
1,278 |
|
|
$ |
1,264 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.625%, 06/15/2035 |
|
|
245 |
|
|
|
186 |
|
6.350%, 02/12/2048 |
|
|
155 |
|
|
|
99 |
|
2.460%, 12/15/2025 |
|
|
369 |
|
|
|
350 |
|
2.378%, 04/15/2025 |
|
|
152 |
|
|
|
149 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
120 |
|
|
|
117 |
|
6.750%, 09/21/2047 |
|
|
516 |
|
|
|
343 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
|
405 |
|
|
|
377 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
660 |
|
|
|
555 |
|
1.900%, 08/15/2030 |
|
|
240 |
|
|
|
202 |
|
1.125%, 01/15/2026 |
|
|
110 |
|
|
|
102 |
|
Range Resources |
|
|
|
|
|
|
|
|
4.875%, 05/15/2025 |
|
|
120 |
|
|
|
119 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (D) |
|
|
870 |
|
|
|
627 |
|
2.875%, 01/12/2032 (D) |
|
|
320 |
|
|
|
272 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.950%, 07/15/2029 (D) |
|
|
1,258 |
|
|
|
1,176 |
|
Sabine Pass Liquefaction |
|
|
|
|
|
|
|
|
5.750%, 05/15/2024 |
|
|
148 |
|
|
|
148 |
|
5.000%, 03/15/2027 |
|
|
1,650 |
|
|
|
1,645 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (D) |
|
|
475 |
|
|
|
458 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
4.550%, 08/12/2043 |
|
|
280 |
|
|
|
260 |
|
4.375%, 05/11/2045 |
|
|
350 |
|
|
|
313 |
|
4.125%, 05/11/2035 |
|
|
1,356 |
|
|
|
1,269 |
|
3.250%, 04/06/2050 |
|
|
710 |
|
|
|
515 |
|
2.750%, 04/06/2030 |
|
|
440 |
|
|
|
396 |
|
Southern Natural Gas |
|
|
|
|
|
|
|
|
8.000%, 03/01/2032 |
|
|
170 |
|
|
|
195 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
5.375%, 02/01/2029 |
|
|
20 |
|
|
|
19 |
|
5.375%, 03/15/2030 |
|
|
80 |
|
|
|
77 |
|
4.750%, 02/01/2032 |
|
|
190 |
|
|
|
175 |
|
Targa Resources |
|
|
|
|
|
|
|
|
4.200%, 02/01/2033 |
|
|
250 |
|
|
|
228 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2030 |
|
|
130 |
|
|
|
129 |
|
5.000%, 01/15/2028 |
|
|
100 |
|
|
|
99 |
|
4.875%, 02/01/2031 |
|
|
370 |
|
|
|
354 |
|
4.000%, 01/15/2032 |
|
|
40 |
|
|
|
36 |
|
Tennessee Gas Pipeline |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
1,140 |
|
|
|
1,303 |
|
2.900%, 03/01/2030 (D) |
|
|
1,450 |
|
|
|
1,270 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
4.625%, 03/01/2034 |
|
|
1,465 |
|
|
|
1,383 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Transcontinental Gas Pipe Line |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
$ |
60 |
|
|
$ |
62 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
3.875%, 11/01/2033 (D) |
|
|
290 |
|
|
|
246 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.500%, 08/15/2048 |
|
|
244 |
|
|
|
216 |
|
5.300%, 03/01/2048 |
|
|
162 |
|
|
|
142 |
|
5.250%, 02/01/2050 |
|
|
210 |
|
|
|
188 |
|
4.650%, 07/01/2026 |
|
|
40 |
|
|
|
39 |
|
4.500%, 03/01/2028 |
|
|
60 |
|
|
|
58 |
|
4.050%, 02/01/2030 |
|
|
1,200 |
|
|
|
1,120 |
|
3.100%, 02/01/2025 |
|
|
390 |
|
|
|
381 |
|
Williams |
|
|
|
|
|
|
|
|
7.750%, 06/15/2031 |
|
|
841 |
|
|
|
931 |
|
7.500%, 01/15/2031 |
|
|
100 |
|
|
|
111 |
|
5.750%, 06/24/2044 |
|
|
51 |
|
|
|
51 |
|
5.400%, 03/04/2044 |
|
|
84 |
|
|
|
79 |
|
5.150%, 03/15/2034 |
|
|
680 |
|
|
|
674 |
|
3.750%, 06/15/2027 |
|
|
1,044 |
|
|
|
1,005 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
88,255 |
|
| |
|
|
|
|
|
|
|
|
Financials — 9.6% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
|
360 |
|
|
|
354 |
|
Agree |
|
|
|
|
|
|
|
|
4.800%, 10/01/2032 |
|
|
268 |
|
|
|
254 |
|
AIB Group MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (B)(D) |
|
|
755 |
|
|
|
757 |
|
American Express |
|
|
|
|
|
|
|
|
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B) |
|
|
4,345 |
|
|
|
4,360 |
|
4.050%, 05/03/2029 |
|
|
530 |
|
|
|
514 |
|
3.375%, 05/03/2024 |
|
|
480 |
|
|
|
479 |
|
American International Group |
|
|
|
|
|
|
|
|
3.875%, 01/15/2035 |
|
|
210 |
|
|
|
188 |
|
American Tower |
|
|
|
|
|
|
|
|
3.125%, 01/15/2027 |
|
|
241 |
|
|
|
228 |
|
Aon |
|
|
|
|
|
|
|
|
6.250%, 09/30/2040 |
|
|
19 |
|
|
|
21 |
|
2.600%, 12/02/2031 |
|
|
2,080 |
|
|
|
1,750 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.750%, 03/01/2054 |
|
|
284 |
|
|
|
291 |
|
5.450%, 03/01/2034 |
|
|
3,485 |
|
|
|
3,525 |
|
5.150%, 03/01/2029 |
|
|
1,267 |
|
|
|
1,274 |
|
5.125%, 03/01/2027 |
|
|
140 |
|
|
|
141 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
4.400%, 05/27/2026 (D) |
|
|
530 |
|
|
|
518 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
3.050%, 03/09/2052 |
|
|
1,370 |
|
|
|
873 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Athene Global Funding |
|
|
|
|
|
|
|
|
6.053%, SOFRINDX + 0.700%, 05/24/2024 (B)(D) |
|
$ |
1,885 |
|
|
$ |
1,886 |
|
3.205%, 03/08/2027 (D) |
|
|
635 |
|
|
|
593 |
|
2.950%, 11/12/2026 (D) |
|
|
1,350 |
|
|
|
1,261 |
|
1.985%, 08/19/2028 (D) |
|
|
30 |
|
|
|
26 |
|
1.608%, 06/29/2026 (D) |
|
|
1,880 |
|
|
|
1,726 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
605 |
|
|
|
583 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
5.750%, 03/01/2029 (D) |
|
|
1,255 |
|
|
|
1,249 |
|
3.950%, 07/01/2024 (D) |
|
|
715 |
|
|
|
711 |
|
2.875%, 02/15/2025 (D) |
|
|
975 |
|
|
|
948 |
|
2.528%, 11/18/2027 (D) |
|
|
779 |
|
|
|
693 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
600 |
|
|
|
656 |
|
6.033%, H15T1Y + 1.950%, 03/13/2035 (B) |
|
|
600 |
|
|
|
609 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
1,000 |
|
|
|
1,104 |
|
6.607%, 11/07/2028 |
|
|
400 |
|
|
|
423 |
|
6.527%, H15T1Y + 1.650%, 11/07/2027 (B) |
|
|
400 |
|
|
|
410 |
|
5.538%, H15T1Y + 1.450%, 03/14/2030 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
|
|
200 |
|
|
|
193 |
|
2.746%, 05/28/2025 |
|
|
1,200 |
|
|
|
1,160 |
|
1.722%, H15T1Y + 0.900%, 09/14/2027 (B) |
|
|
390 |
|
|
|
356 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B) |
|
|
1,562 |
|
|
|
1,583 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
1,093 |
|
|
|
1,134 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
2,186 |
|
|
|
2,241 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
1,323 |
|
|
|
1,332 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
1,946 |
|
|
|
1,940 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
2,605 |
|
|
|
2,474 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
3,222 |
|
|
|
3,023 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
530 |
|
|
|
457 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
1,010 |
|
|
|
838 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B) |
|
|
415 |
|
|
|
339 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) |
|
$ |
5,250 |
|
|
$ |
4,840 |
|
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B) |
|
|
3,685 |
|
|
|
3,433 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
|
830 |
|
|
|
803 |
|
4.450%, 03/03/2026 |
|
|
432 |
|
|
|
425 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
|
|
1,140 |
|
|
|
1,113 |
|
4.330%, TSFR3M + 1.782%, 03/15/2050 (B) |
|
|
260 |
|
|
|
224 |
|
4.250%, 10/22/2026 |
|
|
80 |
|
|
|
78 |
|
4.244%, TSFR3M + 2.076%, 04/24/2038 (B) |
|
|
179 |
|
|
|
161 |
|
4.200%, 08/26/2024 |
|
|
1,530 |
|
|
|
1,521 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
1,630 |
|
|
|
1,337 |
|
4.000%, 04/01/2024 |
|
|
1,309 |
|
|
|
1,309 |
|
4.000%, 01/22/2025 |
|
|
1,070 |
|
|
|
1,056 |
|
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
|
|
1,900 |
|
|
|
1,801 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (B) |
|
|
625 |
|
|
|
597 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (B) |
|
|
631 |
|
|
|
608 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (B) |
|
|
1,364 |
|
|
|
1,296 |
|
3.500%, 04/19/2026 |
|
|
780 |
|
|
|
756 |
|
3.093%, TSFR3M + 1.352%, 10/01/2025 (B) |
|
|
1,925 |
|
|
|
1,900 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
690 |
|
|
|
587 |
|
2.884%, TSFR3M + 1.452%, 10/22/2030 (B) |
|
|
265 |
|
|
|
235 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (B) |
|
|
695 |
|
|
|
599 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) |
|
|
5,495 |
|
|
|
4,856 |
|
1.922%, SOFRRATE + 1.370%, 10/24/2031 (B) |
|
|
500 |
|
|
|
407 |
|
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
|
|
720 |
|
|
|
674 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
|
880 |
|
|
|
847 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B) |
|
|
1,085 |
|
|
|
1,068 |
|
3.400%, 05/15/2024 |
|
|
530 |
|
|
|
529 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.250%, 09/11/2024 |
|
|
100 |
|
|
|
99 |
|
1.600%, 04/24/2025 |
|
|
260 |
|
|
|
250 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(G) |
|
|
510 |
|
|
|
502 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.588%, H15T5Y + 2.050%, 05/04/2037 (B) |
|
$ |
390 |
|
|
$ |
353 |
|
1.300%, 06/11/2025 |
|
|
480 |
|
|
|
458 |
|
Barclays |
|
|
|
|
|
|
|
|
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B) |
|
|
757 |
|
|
|
807 |
|
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B) |
|
|
855 |
|
|
|
859 |
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
|
|
855 |
|
|
|
858 |
|
5.088%, US0003M + 3.054%, 06/20/2030 (B) |
|
|
1,630 |
|
|
|
1,570 |
|
4.375%, 01/12/2026 |
|
|
2,270 |
|
|
|
2,227 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
4.972%, US0003M + 1.902%, 05/16/2029 (B) |
|
|
310 |
|
|
|
304 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
|
870 |
|
|
|
778 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.250%, 03/14/2054 |
|
|
283 |
|
|
|
284 |
|
5.000%, 03/14/2034 |
|
|
411 |
|
|
|
413 |
|
4.700%, 03/14/2029 |
|
|
142 |
|
|
|
142 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D) |
|
|
1,770 |
|
|
|
1,851 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D) |
|
|
1,095 |
|
|
|
1,098 |
|
5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D) |
|
|
845 |
|
|
|
845 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D) |
|
|
1,670 |
|
|
|
1,667 |
|
4.625%, 03/13/2027 (D) |
|
|
200 |
|
|
|
195 |
|
4.400%, 08/14/2028 (D) |
|
|
1,087 |
|
|
|
1,053 |
|
3.375%, 01/09/2025 (D) |
|
|
290 |
|
|
|
285 |
|
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D) |
|
|
600 |
|
|
|
577 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D) |
|
|
400 |
|
|
|
379 |
|
3.052%, SOFRRATE + 1.507%, 01/13/2031 (B)(D) |
|
|
200 |
|
|
|
176 |
|
BPCE |
|
|
|
|
|
|
|
|
5.150%, 07/21/2024 (D) |
|
|
410 |
|
|
|
408 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D) |
|
|
1,560 |
|
|
|
1,564 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.000%, 04/12/2024 (D) |
|
|
1,505 |
|
|
|
1,503 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
1,840 |
|
|
|
1,936 |
|
Cantor Fitzgerald |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (D) |
|
|
795 |
|
|
|
757 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Capital One Financial |
|
|
|
|
|
|
|
|
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B) |
|
$ |
714 |
|
|
$ |
789 |
|
CBRE Services |
|
|
|
|
|
|
|
|
5.500%, 04/01/2029 |
|
|
284 |
|
|
|
286 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B) |
|
|
720 |
|
|
|
748 |
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
200 |
|
|
|
209 |
|
5.875%, 08/24/2026 |
|
|
1,020 |
|
|
|
1,037 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
1,330 |
|
|
|
1,350 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
200 |
|
|
|
193 |
|
3.150%, 03/15/2025 |
|
|
74 |
|
|
|
73 |
|
Chubb INA Holdings MTN |
|
|
|
|
|
|
|
|
5.000%, 03/15/2034 |
|
|
685 |
|
|
|
687 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
1,020 |
|
|
|
637 |
|
3.200%, 12/17/2030 |
|
|
1,255 |
|
|
|
1,028 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (D) |
|
|
660 |
|
|
|
643 |
|
Citibank |
|
|
|
|
|
|
|
|
5.803%, 09/29/2028 |
|
|
1,465 |
|
|
|
1,516 |
|
5.488%, 12/04/2026 |
|
|
1,195 |
|
|
|
1,208 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
1,064 |
|
|
|
1,361 |
|
6.675%, 09/13/2043 |
|
|
70 |
|
|
|
78 |
|
6.625%, 06/15/2032 |
|
|
100 |
|
|
|
107 |
|
6.300%, TSFR3M + 3.685%(B)(G) |
|
|
300 |
|
|
|
299 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
1,090 |
|
|
|
1,107 |
|
5.950%, TSFR3M + 4.167%(B)(G) |
|
|
590 |
|
|
|
589 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
312 |
|
|
|
309 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
1,765 |
|
|
|
1,768 |
|
5.500%, 09/13/2025 |
|
|
690 |
|
|
|
690 |
|
5.300%, 05/06/2044 |
|
|
225 |
|
|
|
219 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
1,685 |
|
|
|
1,677 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B) |
|
|
370 |
|
|
|
357 |
|
4.750%, 05/18/2046 |
|
|
100 |
|
|
|
89 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B) |
|
|
340 |
|
|
|
335 |
|
4.650%, 07/30/2045 |
|
|
903 |
|
|
|
815 |
|
4.450%, 09/29/2027 |
|
|
1,005 |
|
|
|
978 |
|
4.412%, SOFRRATE + 3.914%, 03/31/2031 (B) |
|
|
640 |
|
|
|
610 |
|
4.400%, 06/10/2025 |
|
|
1,080 |
|
|
|
1,065 |
|
4.300%, 11/20/2026 |
|
|
240 |
|
|
|
234 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 07/25/2028 |
|
$ |
210 |
|
|
$ |
201 |
|
4.075%, TSFR3M + 1.454%, 04/23/2029 (B) |
|
|
81 |
|
|
|
78 |
|
3.980%, TSFR3M + 1.600%, 03/20/2030 (B) |
|
|
1,860 |
|
|
|
1,753 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
|
|
59 |
|
|
|
50 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
970 |
|
|
|
866 |
|
3.300%, 04/27/2025 |
|
|
120 |
|
|
|
117 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B) |
|
|
350 |
|
|
|
341 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
|
355 |
|
|
|
302 |
|
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B) |
|
|
715 |
|
|
|
635 |
|
2.666%, SOFRRATE + 1.146%, 01/29/2031 (B) |
|
|
570 |
|
|
|
494 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B) |
|
|
1,575 |
|
|
|
1,346 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
2,195 |
|
|
|
1,831 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
360 |
|
|
|
295 |
|
1.462%, SOFRRATE + 0.770%, 06/09/2027 (B) |
|
|
105 |
|
|
|
96 |
|
Citizens Financial Group |
|
|
|
|
|
|
|
|
5.841%, SOFRRATE + 2.010%, 01/23/2030 (B) |
|
|
701 |
|
|
|
700 |
|
Constellation Insurance |
|
|
|
|
|
|
|
|
6.800%, 01/24/2030 (D) |
|
|
625 |
|
|
|
611 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
1,780 |
|
|
|
1,749 |
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D) |
|
|
1,790 |
|
|
|
1,597 |
|
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D) |
|
|
420 |
|
|
|
400 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D) |
|
|
250 |
|
|
|
233 |
|
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D) |
|
|
400 |
|
|
|
383 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
1,220 |
|
|
|
1,240 |
|
7.500%, 02/15/2028 |
|
|
1,240 |
|
|
|
1,337 |
|
2.950%, 04/09/2025 |
|
|
520 |
|
|
|
507 |
|
Credit Suisse NY MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
1,320 |
|
|
|
1,297 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D) |
|
|
1,115 |
|
|
|
1,119 |
|
5.705%, H15T1Y + 1.400%, 03/01/2030 (B)(D) |
|
|
726 |
|
|
|
731 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D) |
|
$ |
220 |
|
|
$ |
215 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D) |
|
|
250 |
|
|
|
252 |
|
4.375%, 06/12/2028 (D) |
|
|
200 |
|
|
|
193 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
730 |
|
|
|
763 |
|
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B) |
|
|
1,178 |
|
|
|
973 |
|
DOC DR |
|
|
|
|
|
|
|
|
2.625%, 11/01/2031 |
|
|
700 |
|
|
|
577 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (D) |
|
|
810 |
|
|
|
734 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (D) |
|
|
1,021 |
|
|
|
975 |
|
7.050%, 07/15/2028 (D) |
|
|
1,000 |
|
|
|
1,009 |
|
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, US0003M + 3.744%, 11/01/2053 (B)(D) |
|
|
1,650 |
|
|
|
1,466 |
|
Goldman Sachs Bank USA NY |
|
|
|
|
|
|
|
|
5.283%, SOFRRATE + 0.777%, 03/18/2027 (B) |
|
|
1,561 |
|
|
|
1,560 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
6.370%, TSFR3M + 1.029%(B)(G) |
|
|
10 |
|
|
|
8 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
30 |
|
|
|
33 |
|
6.250%, 02/01/2041 |
|
|
1,050 |
|
|
|
1,143 |
|
5.835%, SOFRRATE + 0.486%, 10/21/2024 (B) |
|
|
1,370 |
|
|
|
1,371 |
|
5.150%, 05/22/2045 |
|
|
820 |
|
|
|
793 |
|
4.750%, 10/21/2045 |
|
|
370 |
|
|
|
341 |
|
4.250%, 10/21/2025 |
|
|
850 |
|
|
|
834 |
|
4.223%, TSFR3M + 1.563%, 05/01/2029 (B) |
|
|
1,300 |
|
|
|
1,251 |
|
3.814%, TSFR3M + 1.420%, 04/23/2029 (B) |
|
|
350 |
|
|
|
332 |
|
3.750%, 02/25/2026 |
|
|
345 |
|
|
|
337 |
|
3.691%, TSFR3M + 1.772%, 06/05/2028 (B) |
|
|
380 |
|
|
|
363 |
|
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B) |
|
|
170 |
|
|
|
163 |
|
3.500%, 04/01/2025 |
|
|
540 |
|
|
|
530 |
|
3.500%, 11/16/2026 |
|
|
900 |
|
|
|
863 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
1,130 |
|
|
|
1,116 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
90 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
260 |
|
|
|
187 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
1,305 |
|
|
|
1,086 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
$ |
2,650 |
|
|
$ |
2,174 |
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) |
|
|
5,645 |
|
|
|
5,158 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
1,150 |
|
|
|
1,065 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
3.850%, 07/08/2024 |
|
|
330 |
|
|
|
328 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (D) |
|
|
190 |
|
|
|
181 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
15 |
|
|
|
15 |
|
2.400%, 03/15/2030 |
|
|
170 |
|
|
|
139 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
275 |
|
|
|
318 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) |
|
|
1,115 |
|
|
|
1,220 |
|
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
|
|
685 |
|
|
|
691 |
|
4.762%, SOFRRATE + 2.530%, 03/29/2033 (B) |
|
|
420 |
|
|
|
390 |
|
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B) |
|
|
220 |
|
|
|
216 |
|
4.583%, TSFR3M + 1.796%, 06/19/2029 (B) |
|
|
260 |
|
|
|
252 |
|
4.375%, 11/23/2026 |
|
|
345 |
|
|
|
337 |
|
4.300%, 03/08/2026 |
|
|
1,710 |
|
|
|
1,679 |
|
4.250%, 08/18/2025 |
|
|
560 |
|
|
|
549 |
|
3.973%, TSFR3M + 1.872%, 05/22/2030 (B) |
|
|
860 |
|
|
|
804 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B) |
|
|
365 |
|
|
|
306 |
|
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B) |
|
|
370 |
|
|
|
308 |
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B) |
|
|
2,640 |
|
|
|
2,532 |
|
2.013%, SOFRRATE + 1.732%, 09/22/2028 (B) |
|
|
555 |
|
|
|
496 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B) |
|
|
330 |
|
|
|
316 |
|
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B) |
|
|
815 |
|
|
|
750 |
|
HSBC USA |
|
|
|
|
|
|
|
|
5.294%, 03/04/2027 |
|
|
2,145 |
|
|
|
2,157 |
|
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
7.395%, TSFR3M + 2.062%, 12/21/2065 (B)(D) |
|
|
400 |
|
|
|
319 |
|
ING Groep |
|
|
|
|
|
|
|
|
5.335%, SOFRRATE + 1.440%, 03/19/2030 (B) |
|
|
722 |
|
|
|
720 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
INR |
478,000 |
|
|
|
5,834 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.600%, 03/15/2033 |
|
$ |
710 |
|
|
$ |
687 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (D) |
|
|
2,320 |
|
|
|
2,312 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
2.000%, 08/15/2031 |
|
|
1,544 |
|
|
|
1,227 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
1,405 |
|
|
|
1,170 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
970 |
|
|
|
1,158 |
|
6.118%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
1,590 |
|
|
|
1,529 |
|
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B) |
|
|
1,910 |
|
|
|
1,924 |
|
4.950%, 06/01/2045 |
|
|
70 |
|
|
|
67 |
|
4.452%, TSFR3M + 1.592%, 12/05/2029 (B) |
|
|
300 |
|
|
|
292 |
|
4.260%, TSFR3M + 1.842%, 02/22/2048 (B) |
|
|
84 |
|
|
|
73 |
|
4.250%, 10/01/2027 |
|
|
720 |
|
|
|
704 |
|
4.203%, TSFR3M + 1.522%, 07/23/2029 (B) |
|
|
800 |
|
|
|
771 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
325 |
|
|
|
281 |
|
3.875%, 09/10/2024 |
|
|
1,140 |
|
|
|
1,131 |
|
3.625%, 05/13/2024 |
|
|
230 |
|
|
|
229 |
|
3.625%, 12/01/2027 |
|
|
230 |
|
|
|
219 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
130 |
|
|
|
90 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
300 |
|
|
|
262 |
|
2.950%, 10/01/2026 |
|
|
377 |
|
|
|
359 |
|
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B) |
|
|
650 |
|
|
|
611 |
|
2.739%, TSFR3M + 1.510%, 10/15/2030 (B) |
|
|
855 |
|
|
|
757 |
|
2.580%, TSFR3M + 1.250%, 04/22/2032 (B) |
|
|
40 |
|
|
|
34 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
1,380 |
|
|
|
1,148 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
450 |
|
|
|
389 |
|
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B) |
|
|
1,190 |
|
|
|
1,169 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B) |
|
|
410 |
|
|
|
375 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B) |
|
|
830 |
|
|
|
800 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
1,285 |
|
|
|
1,140 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (B) |
|
|
660 |
|
|
|
638 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
$ |
1,430 |
|
|
$ |
1,165 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) |
|
|
4,085 |
|
|
|
3,787 |
|
1.561%, SOFRRATE + 0.605%, 12/10/2025 (B) |
|
|
2,070 |
|
|
|
2,013 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B) |
|
|
925 |
|
|
|
862 |
|
0.969%, TSFR3M + 0.580%, 06/23/2025 (B) |
|
|
3,475 |
|
|
|
3,435 |
|
KeyCorp |
|
|
|
|
|
|
|
|
6.401%, SOFRINDX + 2.420%, 03/06/2035 (B) |
|
|
710 |
|
|
|
725 |
|
KKR Group Finance II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (D)(F) |
|
|
80 |
|
|
|
78 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
|
|
845 |
|
|
|
850 |
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
1,693 |
|
|
|
1,693 |
|
4.375%, 03/22/2028 |
|
|
390 |
|
|
|
379 |
|
4.344%, 01/09/2048 |
|
|
200 |
|
|
|
159 |
|
3.870%, H15T1Y + 3.500%, 07/09/2025 (B) |
|
|
1,190 |
|
|
|
1,184 |
|
M&T Bank |
|
|
|
|
|
|
|
|
6.082%, SOFRRATE + 2.260%, 03/13/2032 (B) |
|
|
427 |
|
|
|
426 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.729%, 10/15/2070 (D) |
|
|
88 |
|
|
|
60 |
|
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
|
935 |
|
|
|
899 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
420 |
|
|
|
430 |
|
5.700%, 06/15/2035 |
|
|
15 |
|
|
|
16 |
|
MetLife Capital Trust IV |
|
|
|
|
|
|
|
|
7.875%, 12/15/2037 (D) |
|
|
800 |
|
|
|
858 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (D) |
|
|
1,955 |
|
|
|
1,879 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.150%, 03/28/2033 (D) |
|
|
700 |
|
|
|
701 |
|
5.000%, 01/06/2026 (D) |
|
|
660 |
|
|
|
658 |
|
3.300%, 03/21/2029 (D) |
|
|
500 |
|
|
|
461 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
1,760 |
|
|
|
1,762 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
1,620 |
|
|
|
1,615 |
|
4.080%, H15T1Y + 1.300%, 04/19/2028 (B) |
|
|
400 |
|
|
|
388 |
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (B) |
|
|
380 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B) |
|
$ |
975 |
|
|
$ |
1,043 |
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
585 |
|
|
|
586 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
2,160 |
|
|
|
2,180 |
|
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B) |
|
|
996 |
|
|
|
1,005 |
|
5.173%, SOFRRATE + 1.450%, 01/16/2030 (B) |
|
|
1,280 |
|
|
|
1,281 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B) |
|
|
525 |
|
|
|
415 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
770 |
|
|
|
712 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
2,010 |
|
|
|
1,994 |
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B) |
|
|
283 |
|
|
|
283 |
|
4.431%, TSFR3M + 1.890%, 01/23/2030 (B) |
|
|
10 |
|
|
|
10 |
|
3.971%, US0003M + 1.455%, 07/22/2038 (B) |
|
|
119 |
|
|
|
102 |
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (B) |
|
|
1,985 |
|
|
|
1,890 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B) |
|
|
1,920 |
|
|
|
1,761 |
|
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B) |
|
|
520 |
|
|
|
454 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
1,145 |
|
|
|
947 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
390 |
|
|
|
319 |
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B) |
|
|
1,300 |
|
|
|
1,254 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (B) |
|
|
915 |
|
|
|
731 |
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B) |
|
|
970 |
|
|
|
890 |
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B) |
|
|
4,860 |
|
|
|
4,732 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B) |
|
|
1,428 |
|
|
|
1,422 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
1,080 |
|
|
|
1,098 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (D) |
|
|
330 |
|
|
|
318 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
|
1,375 |
|
|
|
1,283 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.881%, US0003M + 2.290%, 12/15/2024 (B)(D) |
|
$ |
3,735 |
|
|
$ |
3,735 |
|
NatWest Group |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
1,085 |
|
|
|
1,114 |
|
4.892%, US0003M + 1.754%, 05/18/2029 (B) |
|
|
200 |
|
|
|
196 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
920 |
|
|
|
846 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (D) |
|
|
340 |
|
|
|
323 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (D) |
|
|
1,112 |
|
|
|
782 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
|
430 |
|
|
|
423 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
880 |
|
|
|
963 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B) |
|
|
550 |
|
|
|
569 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
250 |
|
|
|
251 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
200 |
|
|
|
202 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
2,205 |
|
|
|
2,232 |
|
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B) |
|
|
645 |
|
|
|
625 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (D) |
|
|
1,465 |
|
|
|
1,435 |
|
1.250%, 06/23/2025 (D) |
|
|
160 |
|
|
|
152 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.625%, 05/12/2041 |
|
|
10 |
|
|
|
10 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.150%, 02/01/2034 |
|
|
390 |
|
|
|
390 |
|
1.150%, 06/10/2025 |
|
|
460 |
|
|
|
439 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
7.660%, SOFRRATE + 3.280%, 11/09/2031 (B) |
|
|
714 |
|
|
|
776 |
|
4.500%, 07/17/2025 |
|
|
80 |
|
|
|
79 |
|
Santander UK Group Holdings |
|
|
|
|
|
|
|
|
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B) |
|
|
510 |
|
|
|
469 |
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
|
|
1,055 |
|
|
|
965 |
|
1.532%, H15T1Y + 1.250%, 08/21/2026 (B) |
|
|
235 |
|
|
|
221 |
|
Scentre Group Trust 1 |
|
|
|
|
|
|
|
|
3.625%, 01/28/2026 (D) |
|
|
635 |
|
|
|
616 |
|
Societe Generale |
|
|
|
|
|
|
|
|
7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D) |
|
|
308 |
|
|
|
307 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.066%, H15T1Y + 2.100%, 01/19/2035 (B)(D) |
|
$ |
306 |
|
|
$ |
308 |
|
5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D) |
|
|
278 |
|
|
|
277 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (D) |
|
|
720 |
|
|
|
747 |
|
2.625%, 01/22/2025 (D) |
|
|
735 |
|
|
|
716 |
|
State Street |
|
|
|
|
|
|
|
|
3.300%, 12/16/2024 |
|
|
70 |
|
|
|
69 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (D) |
|
|
124 |
|
|
|
141 |
|
4.900%, 09/15/2044 (D) |
|
|
240 |
|
|
|
220 |
|
3.300%, 05/15/2050 (D) |
|
|
2,455 |
|
|
|
1,720 |
|
The Vanguard Group |
|
|
|
|
|
|
|
|
3.050%, 08/22/2050 |
|
|
670 |
|
|
|
426 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
510 |
|
|
|
489 |
|
2.800%, 03/10/2027 |
|
|
1,300 |
|
|
|
1,224 |
|
1.150%, 06/12/2025 |
|
|
460 |
|
|
|
438 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
|
999 |
|
|
|
1,065 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
470 |
|
|
|
477 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
421 |
|
|
|
423 |
|
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B) |
|
|
701 |
|
|
|
700 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
1,590 |
|
|
|
1,564 |
|
Trust Fibra Uno |
|
|
|
|
|
|
|
|
6.390%, 01/15/2050 (D) |
|
|
344 |
|
|
|
279 |
|
UBS |
|
|
|
|
|
|
|
|
5.650%, 09/11/2028 |
|
|
649 |
|
|
|
664 |
|
4.500%, 06/26/2048 |
|
|
440 |
|
|
|
399 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(B)(D)(G) |
|
|
1,030 |
|
|
|
1,116 |
|
9.250%, H15T5Y + 4.758%(B)(D)(G) |
|
|
230 |
|
|
|
260 |
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D) |
|
|
300 |
|
|
|
364 |
|
7.750%, USISSO05 + 4.160%(B)(D)(G) |
|
|
220 |
|
|
|
226 |
|
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D) |
|
|
457 |
|
|
|
478 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D) |
|
|
1,376 |
|
|
|
1,383 |
|
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D) |
|
|
360 |
|
|
|
353 |
|
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D) |
|
|
320 |
|
|
|
315 |
|
4.282%, 01/09/2028 (D) |
|
|
625 |
|
|
|
603 |
|
4.253%, 03/23/2028 (D) |
|
|
350 |
|
|
|
338 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D) |
|
$ |
1,200 |
|
|
$ |
1,114 |
|
4.125%, 09/24/2025 (D) |
|
|
200 |
|
|
|
196 |
|
3.750%, 03/26/2025 |
|
|
1,085 |
|
|
|
1,065 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D) |
|
|
994 |
|
|
|
845 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D) |
|
|
210 |
|
|
|
172 |
|
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D) |
|
|
760 |
|
|
|
749 |
|
2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D) |
|
|
1,070 |
|
|
|
1,026 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
995 |
|
|
|
1,014 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
255 |
|
|
|
260 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
490 |
|
|
|
499 |
|
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B) |
|
|
185 |
|
|
|
186 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
505 |
|
|
|
510 |
|
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B) |
|
|
575 |
|
|
|
577 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
930 |
|
|
|
883 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) |
|
|
1,850 |
|
|
|
1,813 |
|
1.450%, 05/12/2025 |
|
|
780 |
|
|
|
748 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B) |
|
|
70 |
|
|
|
65 |
|
WEA Finance |
|
|
|
|
|
|
|
|
4.750%, 09/17/2044 (D) |
|
|
230 |
|
|
|
170 |
|
3.750%, 09/17/2024 (D) |
|
|
990 |
|
|
|
977 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
495 |
|
|
|
552 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
1,137 |
|
|
|
1,220 |
|
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) |
|
|
428 |
|
|
|
446 |
|
6.076%, TSFR3M + 0.762%, 01/15/2027 (B) |
|
|
1,200 |
|
|
|
1,169 |
|
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B) |
|
|
871 |
|
|
|
873 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
450 |
|
|
|
447 |
|
5.375%, 11/02/2043 |
|
|
340 |
|
|
|
328 |
|
3.000%, 10/23/2026 |
|
|
1,030 |
|
|
|
975 |
|
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B) |
|
|
1,765 |
|
|
|
1,700 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) |
|
$ |
785 |
|
|
$ |
794 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
620 |
|
|
|
622 |
|
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B) |
|
|
1,123 |
|
|
|
1,121 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
3,550 |
|
|
|
3,333 |
|
4.900%, 11/17/2045 |
|
|
839 |
|
|
|
755 |
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B) |
|
|
2,787 |
|
|
|
2,686 |
|
4.750%, 12/07/2046 |
|
|
650 |
|
|
|
570 |
|
4.650%, 11/04/2044 |
|
|
241 |
|
|
|
210 |
|
4.478%, TSFR3M + 4.032%, 04/04/2031 (B) |
|
|
1,880 |
|
|
|
1,800 |
|
4.400%, 06/14/2046 |
|
|
1,270 |
|
|
|
1,057 |
|
4.150%, 01/24/2029 |
|
|
1,010 |
|
|
|
973 |
|
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B) |
|
|
2,075 |
|
|
|
1,975 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,580 |
|
|
|
3,106 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
2,455 |
|
|
|
2,344 |
|
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
|
20 |
|
|
|
18 |
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (B) |
|
|
1,005 |
|
|
|
986 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
75 |
|
|
|
69 |
|
2.164%, TSFR3M + 1.012%, 02/11/2026 (B) |
|
|
1,165 |
|
|
|
1,130 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
351,087 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.6% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.750%, 11/30/2036 |
|
|
260 |
|
|
|
258 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
225 |
|
|
|
231 |
|
5.400%, 03/15/2054 |
|
|
732 |
|
|
|
754 |
|
5.050%, 03/15/2034 |
|
|
1,081 |
|
|
|
1,094 |
|
4.950%, 03/15/2031 |
|
|
687 |
|
|
|
692 |
|
4.875%, 11/14/2048 |
|
|
70 |
|
|
|
67 |
|
4.800%, 03/15/2027 |
|
|
711 |
|
|
|
712 |
|
4.800%, 03/15/2029 |
|
|
1,311 |
|
|
|
1,313 |
|
4.625%, 10/01/2042 |
|
|
38 |
|
|
|
36 |
|
4.550%, 03/15/2035 |
|
|
714 |
|
|
|
690 |
|
4.500%, 05/14/2035 |
|
|
1,418 |
|
|
|
1,363 |
|
4.250%, 11/21/2049 |
|
|
1,582 |
|
|
|
1,370 |
|
4.050%, 11/21/2039 |
|
|
303 |
|
|
|
270 |
|
3.800%, 03/15/2025 |
|
|
460 |
|
|
|
453 |
|
3.600%, 05/14/2025 |
|
|
210 |
|
|
|
206 |
|
3.200%, 11/21/2029 |
|
|
2,392 |
|
|
|
2,204 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.950%, 11/21/2026 |
|
$ |
380 |
|
|
$ |
362 |
|
2.600%, 11/21/2024 |
|
|
1,820 |
|
|
|
1,787 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
90 |
|
|
|
69 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.000%, 09/23/2029 (D) |
|
|
1,975 |
|
|
|
1,782 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
910 |
|
|
|
987 |
|
5.650%, 03/02/2053 |
|
|
2,317 |
|
|
|
2,361 |
|
5.150%, 11/15/2041 |
|
|
332 |
|
|
|
321 |
|
4.663%, 06/15/2051 |
|
|
269 |
|
|
|
238 |
|
4.400%, 05/01/2045 |
|
|
375 |
|
|
|
326 |
|
3.625%, 05/22/2024 |
|
|
130 |
|
|
|
130 |
|
3.150%, 02/21/2040 |
|
|
190 |
|
|
|
146 |
|
2.770%, 09/01/2053 |
|
|
263 |
|
|
|
163 |
|
2.000%, 01/15/2032 |
|
|
1,515 |
|
|
|
1,226 |
|
Bausch Health |
|
|
|
|
|
|
|
|
7.250%, 05/30/2029 (D) |
|
|
170 |
|
|
|
73 |
|
6.250%, 02/15/2029 (D) |
|
|
500 |
|
|
|
214 |
|
5.500%, 11/01/2025 (D) |
|
|
20 |
|
|
|
19 |
|
Bayer US Finance |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (D) |
|
|
500 |
|
|
|
513 |
|
3.375%, 10/08/2024 (D) |
|
|
800 |
|
|
|
789 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (D) |
|
|
1,795 |
|
|
|
1,442 |
|
4.625%, 06/25/2038 (D) |
|
|
420 |
|
|
|
351 |
|
4.375%, 12/15/2028 (D) |
|
|
4,193 |
|
|
|
3,947 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
4.685%, 12/15/2044 |
|
|
264 |
|
|
|
239 |
|
3.734%, 12/15/2024 |
|
|
287 |
|
|
|
283 |
|
3.700%, 06/06/2027 |
|
|
121 |
|
|
|
116 |
|
3.363%, 06/06/2024 |
|
|
758 |
|
|
|
755 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.750%, 02/01/2031 |
|
|
1,105 |
|
|
|
1,160 |
|
5.650%, 02/22/2064 |
|
|
537 |
|
|
|
552 |
|
5.550%, 02/22/2054 |
|
|
443 |
|
|
|
456 |
|
5.200%, 02/22/2034 |
|
|
810 |
|
|
|
822 |
|
5.100%, 02/22/2031 |
|
|
290 |
|
|
|
293 |
|
4.550%, 02/20/2048 |
|
|
129 |
|
|
|
115 |
|
4.350%, 11/15/2047 |
|
|
51 |
|
|
|
44 |
|
3.400%, 07/26/2029 |
|
|
124 |
|
|
|
117 |
|
2.900%, 07/26/2024 |
|
|
785 |
|
|
|
778 |
|
Centene |
|
|
|
|
|
|
|
|
4.625%, 12/15/2029 |
|
|
390 |
|
|
|
370 |
|
4.250%, 12/15/2027 |
|
|
260 |
|
|
|
248 |
|
3.375%, 02/15/2030 |
|
|
230 |
|
|
|
203 |
|
3.000%, 10/15/2030 |
|
|
1,938 |
|
|
|
1,662 |
|
2.625%, 08/01/2031 |
|
|
40 |
|
|
|
33 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
830 |
|
|
|
756 |
|
4.800%, 08/15/2038 |
|
|
500 |
|
|
|
470 |
|
4.375%, 10/15/2028 |
|
|
810 |
|
|
|
790 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 03/01/2027 |
|
$ |
380 |
|
|
$ |
364 |
|
3.400%, 03/15/2051 |
|
|
588 |
|
|
|
420 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
110 |
|
|
|
96 |
|
3.347%, 10/01/2029 |
|
|
264 |
|
|
|
242 |
|
2.782%, 10/01/2030 |
|
|
1,135 |
|
|
|
985 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.875%, 06/01/2053 |
|
|
200 |
|
|
|
203 |
|
5.125%, 02/21/2030 |
|
|
1,550 |
|
|
|
1,555 |
|
5.125%, 07/20/2045 |
|
|
670 |
|
|
|
617 |
|
5.050%, 03/25/2048 |
|
|
1,102 |
|
|
|
1,001 |
|
5.000%, 02/20/2026 |
|
|
1,295 |
|
|
|
1,291 |
|
4.780%, 03/25/2038 |
|
|
565 |
|
|
|
522 |
|
4.300%, 03/25/2028 |
|
|
809 |
|
|
|
790 |
|
4.250%, 04/01/2050 |
|
|
30 |
|
|
|
24 |
|
4.125%, 04/01/2040 |
|
|
160 |
|
|
|
135 |
|
3.875%, 07/20/2025 |
|
|
515 |
|
|
|
505 |
|
3.750%, 04/01/2030 |
|
|
540 |
|
|
|
503 |
|
3.625%, 04/01/2027 |
|
|
360 |
|
|
|
346 |
|
2.700%, 08/21/2040 |
|
|
500 |
|
|
|
347 |
|
2.125%, 09/15/2031 |
|
|
370 |
|
|
|
302 |
|
1.875%, 02/28/2031 |
|
|
110 |
|
|
|
90 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
5.926%, 01/10/2034 (D) |
|
|
59 |
|
|
|
58 |
|
DH Europe Finance II Sarl |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
702 |
|
|
|
688 |
|
Elevance Health |
|
|
|
|
|
|
|
|
4.625%, 05/15/2042 |
|
|
41 |
|
|
|
37 |
|
4.550%, 05/15/2052 |
|
|
250 |
|
|
|
219 |
|
4.100%, 05/15/2032 |
|
|
270 |
|
|
|
253 |
|
3.650%, 12/01/2027 |
|
|
220 |
|
|
|
211 |
|
3.500%, 08/15/2024 |
|
|
90 |
|
|
|
89 |
|
3.350%, 12/01/2024 |
|
|
745 |
|
|
|
734 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
895 |
|
|
|
891 |
|
5.000%, 02/09/2054 |
|
|
505 |
|
|
|
502 |
|
4.700%, 02/09/2034 |
|
|
1,591 |
|
|
|
1,582 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (D) |
|
|
1,345 |
|
|
|
1,217 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
5.650%, 12/01/2041 |
|
|
35 |
|
|
|
36 |
|
4.750%, 03/01/2046 |
|
|
380 |
|
|
|
349 |
|
4.500%, 02/01/2045 |
|
|
10 |
|
|
|
9 |
|
3.700%, 04/01/2024 |
|
|
410 |
|
|
|
410 |
|
3.650%, 03/01/2026 |
|
|
460 |
|
|
|
448 |
|
HCA |
|
|
|
|
|
|
|
|
6.000%, 04/01/2054 |
|
|
1,315 |
|
|
|
1,335 |
|
5.900%, 06/01/2053 |
|
|
944 |
|
|
|
949 |
|
5.875%, 02/01/2029 |
|
|
410 |
|
|
|
419 |
|
5.625%, 09/01/2028 |
|
|
60 |
|
|
|
61 |
|
5.500%, 06/15/2047 |
|
|
60 |
|
|
|
57 |
|
5.375%, 02/01/2025 |
|
|
160 |
|
|
|
159 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.375%, 09/01/2026 |
|
$ |
155 |
|
|
$ |
155 |
|
5.250%, 04/15/2025 |
|
|
820 |
|
|
|
817 |
|
5.250%, 06/15/2026 |
|
|
650 |
|
|
|
648 |
|
5.250%, 06/15/2049 |
|
|
1,285 |
|
|
|
1,173 |
|
4.625%, 03/15/2052 |
|
|
273 |
|
|
|
228 |
|
4.500%, 02/15/2027 |
|
|
20 |
|
|
|
20 |
|
3.625%, 03/15/2032 |
|
|
74 |
|
|
|
65 |
|
3.500%, 09/01/2030 |
|
|
1,630 |
|
|
|
1,474 |
|
3.500%, 07/15/2051 |
|
|
672 |
|
|
|
464 |
|
2.375%, 07/15/2031 |
|
|
751 |
|
|
|
618 |
|
Humana |
|
|
|
|
|
|
|
|
5.375%, 04/15/2031 |
|
|
711 |
|
|
|
711 |
|
4.950%, 10/01/2044 |
|
|
60 |
|
|
|
55 |
|
4.800%, 03/15/2047 |
|
|
30 |
|
|
|
26 |
|
4.625%, 12/01/2042 |
|
|
170 |
|
|
|
149 |
|
4.500%, 04/01/2025 |
|
|
80 |
|
|
|
79 |
|
3.950%, 03/15/2027 |
|
|
70 |
|
|
|
68 |
|
3.700%, 03/23/2029 |
|
|
3,205 |
|
|
|
3,016 |
|
2.150%, 02/03/2032 |
|
|
130 |
|
|
|
104 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.625%, 03/03/2037 |
|
|
260 |
|
|
|
231 |
|
3.400%, 01/15/2038 |
|
|
173 |
|
|
|
148 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (D) |
|
|
310 |
|
|
|
311 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
9 |
|
|
|
9 |
|
Merck |
|
|
|
|
|
|
|
|
1.450%, 06/24/2030 |
|
|
300 |
|
|
|
247 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
3.563%, 08/01/2036 |
|
|
730 |
|
|
|
633 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
705 |
|
|
|
641 |
|
2.625%, 04/01/2030 |
|
|
440 |
|
|
|
392 |
|
1.700%, 05/28/2030 |
|
|
420 |
|
|
|
353 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
571 |
|
|
|
560 |
|
5.300%, 05/19/2053 |
|
|
885 |
|
|
|
880 |
|
4.750%, 05/19/2033 |
|
|
2,770 |
|
|
|
2,727 |
|
Royalty Pharma |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
535 |
|
|
|
504 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
1,030 |
|
|
|
854 |
|
Solventum |
|
|
|
|
|
|
|
|
5.900%, 04/30/2054 (D) |
|
|
660 |
|
|
|
659 |
|
5.600%, 03/23/2034 (D) |
|
|
830 |
|
|
|
833 |
|
5.450%, 03/13/2031 (D) |
|
|
630 |
|
|
|
628 |
|
5.400%, 03/01/2029 (D) |
|
|
630 |
|
|
|
631 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
8.125%, 09/15/2031 |
|
|
200 |
|
|
|
219 |
|
7.125%, 01/31/2025 |
|
|
390 |
|
|
|
392 |
|
5.125%, 05/09/2029 (F) |
|
|
1,780 |
|
|
|
1,710 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 05/09/2027 |
|
$ |
200 |
|
|
$ |
194 |
|
3.150%, 10/01/2026 |
|
|
1,580 |
|
|
|
1,477 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.875%, 02/15/2053 |
|
|
1,599 |
|
|
|
1,730 |
|
5.800%, 03/15/2036 |
|
|
280 |
|
|
|
300 |
|
5.500%, 04/15/2064 |
|
|
146 |
|
|
|
148 |
|
5.375%, 04/15/2054 |
|
|
1,222 |
|
|
|
1,243 |
|
5.000%, 04/15/2034 |
|
|
1,190 |
|
|
|
1,192 |
|
4.900%, 04/15/2031 |
|
|
584 |
|
|
|
584 |
|
4.700%, 04/15/2029 |
|
|
438 |
|
|
|
436 |
|
4.625%, 07/15/2035 |
|
|
163 |
|
|
|
159 |
|
4.600%, 04/15/2027 |
|
|
584 |
|
|
|
581 |
|
4.450%, 12/15/2048 |
|
|
90 |
|
|
|
80 |
|
4.250%, 04/15/2047 |
|
|
450 |
|
|
|
388 |
|
4.250%, 06/15/2048 |
|
|
110 |
|
|
|
95 |
|
4.200%, 05/15/2032 |
|
|
290 |
|
|
|
276 |
|
4.000%, 05/15/2029 |
|
|
420 |
|
|
|
406 |
|
3.875%, 12/15/2028 |
|
|
170 |
|
|
|
164 |
|
3.875%, 08/15/2059 |
|
|
360 |
|
|
|
279 |
|
3.700%, 08/15/2049 |
|
|
150 |
|
|
|
118 |
|
3.125%, 05/15/2060 |
|
|
50 |
|
|
|
33 |
|
3.050%, 05/15/2041 |
|
|
134 |
|
|
|
101 |
|
2.300%, 05/15/2031 |
|
|
80 |
|
|
|
68 |
|
2.000%, 05/15/2030 |
|
|
140 |
|
|
|
119 |
|
1.250%, 01/15/2026 |
|
|
170 |
|
|
|
159 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 |
|
|
685 |
|
|
|
624 |
|
Wyeth |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
470 |
|
|
|
508 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
95,166 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 2.1% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.700%, 04/15/2050 |
|
|
630 |
|
|
|
465 |
|
3.050%, 04/15/2030 |
|
|
90 |
|
|
|
81 |
|
2.375%, 08/26/2029 |
|
|
240 |
|
|
|
211 |
|
Adani International Container Terminal Pvt |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (D) |
|
|
240 |
|
|
|
204 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 (D) |
|
|
929 |
|
|
|
954 |
|
3.500%, 01/15/2025 |
|
|
232 |
|
|
|
228 |
|
3.300%, 01/30/2032 |
|
|
3,938 |
|
|
|
3,377 |
|
3.000%, 10/29/2028 |
|
|
5,245 |
|
|
|
4,746 |
|
2.450%, 10/29/2026 |
|
|
3,530 |
|
|
|
3,278 |
|
1.650%, 10/29/2024 |
|
|
365 |
|
|
|
356 |
|
Air Lease |
|
|
|
|
|
|
|
|
5.300%, 02/01/2028 |
|
|
450 |
|
|
|
450 |
|
3.625%, 04/01/2027 |
|
|
221 |
|
|
|
209 |
|
3.625%, 12/01/2027 |
|
|
216 |
|
|
|
204 |
|
3.375%, 07/01/2025 |
|
|
310 |
|
|
|
302 |
|
3.250%, 03/01/2025 |
|
|
1,645 |
|
|
|
1,608 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
$ |
1,320 |
|
|
$ |
1,167 |
|
2.300%, 02/01/2025 |
|
|
355 |
|
|
|
345 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (D) |
|
|
350 |
|
|
|
370 |
|
BAE Systems |
|
|
|
|
|
|
|
|
5.250%, 03/26/2031 (D) |
|
|
1,185 |
|
|
|
1,190 |
|
Boeing |
|
|
|
|
|
|
|
|
5.805%, 05/01/2050 |
|
|
2,231 |
|
|
|
2,111 |
|
5.705%, 05/01/2040 |
|
|
360 |
|
|
|
345 |
|
5.150%, 05/01/2030 |
|
|
530 |
|
|
|
513 |
|
4.875%, 05/01/2025 |
|
|
2,075 |
|
|
|
2,052 |
|
3.750%, 02/01/2050 |
|
|
661 |
|
|
|
460 |
|
3.550%, 03/01/2038 |
|
|
196 |
|
|
|
149 |
|
3.250%, 02/01/2035 |
|
|
521 |
|
|
|
410 |
|
3.200%, 03/01/2029 |
|
|
490 |
|
|
|
438 |
|
3.100%, 05/01/2026 |
|
|
160 |
|
|
|
152 |
|
2.800%, 03/01/2027 |
|
|
190 |
|
|
|
175 |
|
2.700%, 02/01/2027 |
|
|
140 |
|
|
|
129 |
|
2.196%, 02/04/2026 |
|
|
1,120 |
|
|
|
1,048 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (D) |
|
|
80 |
|
|
|
72 |
|
Burlington Northern Santa Fe |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
|
90 |
|
|
|
107 |
|
5.400%, 06/01/2041 |
|
|
50 |
|
|
|
51 |
|
5.200%, 04/15/2054 |
|
|
298 |
|
|
|
295 |
|
4.450%, 01/15/2053 |
|
|
114 |
|
|
|
101 |
|
4.150%, 12/15/2048 |
|
|
150 |
|
|
|
127 |
|
4.050%, 06/15/2048 |
|
|
124 |
|
|
|
103 |
|
2.875%, 06/15/2052 |
|
|
120 |
|
|
|
79 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
44 |
|
|
|
46 |
|
Carrier Global |
|
|
|
|
|
|
|
|
6.200%, 03/15/2054 |
|
|
201 |
|
|
|
221 |
|
5.900%, 03/15/2034 |
|
|
571 |
|
|
|
600 |
|
3.577%, 04/05/2050 |
|
|
30 |
|
|
|
23 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
705 |
|
|
|
700 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
4.850%, 02/27/2029 |
|
|
853 |
|
|
|
858 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
4.000%, 05/01/2032 |
|
|
1,190 |
|
|
|
1,122 |
|
3.700%, 04/01/2027 |
|
|
400 |
|
|
|
389 |
|
Crowley Conro |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
385 |
|
|
|
350 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
190 |
|
|
|
157 |
|
3.100%, 04/15/2030 |
|
|
100 |
|
|
|
92 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.375%, 01/15/2026 |
|
|
580 |
|
|
|
598 |
|
4.750%, 10/20/2028 (D) |
|
|
1,382 |
|
|
|
1,352 |
|
4.500%, 10/20/2025 (D) |
|
|
286 |
|
|
|
283 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.375%, 04/19/2028 |
|
$ |
153 |
|
|
$ |
148 |
|
2.900%, 10/28/2024 |
|
|
60 |
|
|
|
59 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
3,163 |
|
|
|
2,859 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (D) |
|
|
990 |
|
|
|
941 |
|
Eaton |
|
|
|
|
|
|
|
|
7.625%, 04/01/2024 |
|
|
75 |
|
|
|
75 |
|
4.150%, 11/02/2042 |
|
|
140 |
|
|
|
123 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
280 |
|
|
|
183 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
330 |
|
|
|
299 |
|
4.250%, 04/01/2050 |
|
|
200 |
|
|
|
174 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.049%, TSFR3M + 0.742%, 08/15/2036 (B) |
|
|
2,400 |
|
|
|
2,250 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
4.250%, 06/01/2025 (D) |
|
|
480 |
|
|
|
472 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
293 |
|
|
|
297 |
|
5.250%, 03/01/2054 |
|
|
293 |
|
|
|
296 |
|
5.000%, 03/01/2035 |
|
|
1,679 |
|
|
|
1,685 |
|
John Deere Capital |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
988 |
|
|
|
981 |
|
4.500%, 01/16/2029 |
|
|
988 |
|
|
|
978 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.150%, 09/08/2026 |
|
|
992 |
|
|
|
997 |
|
4.950%, 07/14/2028 |
|
|
887 |
|
|
|
894 |
|
4.150%, 09/15/2027 |
|
|
570 |
|
|
|
560 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
180 |
|
|
|
170 |
|
4.854%, 04/27/2035 |
|
|
80 |
|
|
|
76 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.200%, 02/15/2064 |
|
|
563 |
|
|
|
557 |
|
4.800%, 08/15/2034 |
|
|
578 |
|
|
|
572 |
|
4.500%, 05/15/2036 |
|
|
90 |
|
|
|
85 |
|
4.150%, 06/15/2053 |
|
|
1,220 |
|
|
|
1,029 |
|
4.070%, 12/15/2042 |
|
|
91 |
|
|
|
79 |
|
3.900%, 06/15/2032 |
|
|
230 |
|
|
|
216 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (D) |
|
|
331 |
|
|
|
333 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
350 |
|
|
|
343 |
|
5.200%, 06/01/2054 |
|
|
72 |
|
|
|
70 |
|
4.900%, 06/01/2034 |
|
|
900 |
|
|
|
885 |
|
4.400%, 05/01/2030 |
|
|
328 |
|
|
|
319 |
|
4.030%, 10/15/2047 |
|
|
192 |
|
|
|
157 |
|
3.250%, 01/15/2028 |
|
|
1,074 |
|
|
|
1,015 |
|
2.930%, 01/15/2025 |
|
|
810 |
|
|
|
795 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Otis Worldwide |
|
|
|
|
|
|
|
|
3.112%, 02/15/2040 |
|
$ |
315 |
|
|
$ |
242 |
|
2.056%, 04/05/2025 |
|
|
220 |
|
|
|
213 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
4.250%, 09/15/2027 |
|
|
760 |
|
|
|
745 |
|
2.700%, 06/14/2024 |
|
|
400 |
|
|
|
398 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (D) |
|
|
320 |
|
|
|
319 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (D) |
|
|
2,170 |
|
|
|
2,016 |
|
Republic Services |
|
|
|
|
|
|
|
|
3.950%, 05/15/2028 |
|
|
335 |
|
|
|
324 |
|
1.450%, 02/15/2031 |
|
|
1,650 |
|
|
|
1,314 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
590 |
|
|
|
667 |
|
6.100%, 03/15/2034 |
|
|
737 |
|
|
|
788 |
|
6.000%, 03/15/2031 |
|
|
410 |
|
|
|
431 |
|
RTX Corp |
|
|
|
|
|
|
|
|
4.625%, 11/16/2048 |
|
|
51 |
|
|
|
45 |
|
4.500%, 06/01/2042 |
|
|
320 |
|
|
|
285 |
|
4.450%, 11/16/2038 |
|
|
63 |
|
|
|
57 |
|
4.150%, 05/15/2045 |
|
|
59 |
|
|
|
49 |
|
4.125%, 11/16/2028 |
|
|
280 |
|
|
|
271 |
|
3.950%, 08/16/2025 |
|
|
190 |
|
|
|
187 |
|
3.150%, 12/15/2024 |
|
|
200 |
|
|
|
196 |
|
3.030%, 03/15/2052 |
|
|
430 |
|
|
|
285 |
|
2.250%, 07/01/2030 |
|
|
420 |
|
|
|
359 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (D) |
|
|
1,120 |
|
|
|
1,044 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (D) |
|
|
375 |
|
|
|
285 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (D) |
|
|
330 |
|
|
|
340 |
|
6.625%, 03/01/2032 (D) |
|
|
220 |
|
|
|
222 |
|
6.375%, 03/01/2029 (D) |
|
|
200 |
|
|
|
201 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
1,030 |
|
|
|
791 |
|
3.750%, 02/05/2070 |
|
|
230 |
|
|
|
169 |
|
3.250%, 02/05/2050 |
|
|
480 |
|
|
|
350 |
|
2.891%, 04/06/2036 |
|
|
1,595 |
|
|
|
1,301 |
|
2.800%, 02/14/2032 |
|
|
369 |
|
|
|
320 |
|
2.375%, 05/20/2031 |
|
|
272 |
|
|
|
232 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (D) |
|
|
510 |
|
|
|
474 |
|
4.375%, 04/15/2026 (D) |
|
|
300 |
|
|
|
290 |
|
United Airlines Class A Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
|
2,100 |
|
|
|
2,135 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
240 |
|
|
|
241 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (D) |
|
|
570 |
|
|
|
571 |
|
4.875%, 01/15/2028 |
|
|
150 |
|
|
|
146 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 11/15/2027 |
|
$ |
100 |
|
|
$ |
95 |
|
3.875%, 02/15/2031 |
|
|
920 |
|
|
|
824 |
|
3.750%, 01/15/2032 |
|
|
300 |
|
|
|
262 |
|
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
|
386 |
|
|
|
380 |
|
Waste Connections |
|
|
|
|
|
|
|
|
5.000%, 03/01/2034 |
|
|
440 |
|
|
|
436 |
|
Waste Management |
|
|
|
|
|
|
|
|
4.875%, 02/15/2034 |
|
|
565 |
|
|
|
561 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
77,286 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.4% |
|
|
|
|
Apple |
|
|
|
|
|
|
|
|
4.850%, 05/10/2053 |
|
|
145 |
|
|
|
144 |
|
3.950%, 08/08/2052 |
|
|
401 |
|
|
|
338 |
|
3.200%, 05/13/2025 |
|
|
64 |
|
|
|
63 |
|
2.650%, 05/11/2050 |
|
|
227 |
|
|
|
151 |
|
2.650%, 02/08/2051 |
|
|
175 |
|
|
|
115 |
|
2.375%, 02/08/2041 |
|
|
208 |
|
|
|
148 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
1,177 |
|
|
|
1,117 |
|
4.150%, 11/15/2030 |
|
|
370 |
|
|
|
350 |
|
3.419%, 04/15/2033 (D) |
|
|
529 |
|
|
|
459 |
|
3.187%, 11/15/2036 (D) |
|
|
10 |
|
|
|
8 |
|
3.150%, 11/15/2025 |
|
|
335 |
|
|
|
324 |
|
3.137%, 11/15/2035 (D) |
|
|
1,040 |
|
|
|
840 |
|
2.450%, 02/15/2031 (D) |
|
|
447 |
|
|
|
377 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.300%, 02/26/2054 |
|
|
427 |
|
|
|
438 |
|
5.050%, 02/26/2034 |
|
|
2,045 |
|
|
|
2,073 |
|
4.950%, 02/26/2031 |
|
|
569 |
|
|
|
574 |
|
4.850%, 02/26/2029 |
|
|
853 |
|
|
|
859 |
|
4.800%, 02/26/2027 |
|
|
853 |
|
|
|
855 |
|
CommScope |
|
|
|
|
|
|
|
|
4.750%, 09/01/2029 (D) |
|
|
140 |
|
|
|
101 |
|
Corning |
|
|
|
|
|
|
|
|
5.450%, 11/15/2079 |
|
|
370 |
|
|
|
350 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
29 |
|
|
|
29 |
|
Global Payments |
|
|
|
|
|
|
|
|
4.450%, 06/01/2028 |
|
|
1,845 |
|
|
|
1,784 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
399 |
|
|
|
423 |
|
5.700%, 02/10/2053 |
|
|
570 |
|
|
|
589 |
|
5.625%, 02/10/2043 |
|
|
164 |
|
|
|
170 |
|
5.600%, 02/21/2054 |
|
|
569 |
|
|
|
580 |
|
5.150%, 02/21/2034 |
|
|
1,138 |
|
|
|
1,141 |
|
5.125%, 02/10/2030 |
|
|
320 |
|
|
|
325 |
|
5.000%, 02/21/2031 |
|
|
427 |
|
|
|
427 |
|
4.750%, 03/25/2050 |
|
|
170 |
|
|
|
154 |
|
3.050%, 08/12/2051 |
|
|
270 |
|
|
|
182 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.800%, 08/12/2041 |
|
$ |
246 |
|
|
$ |
178 |
|
1.600%, 08/12/2028 |
|
|
540 |
|
|
|
474 |
|
International Business Machines |
|
|
|
|
|
|
|
|
3.000%, 05/15/2024 |
|
|
1,510 |
|
|
|
1,505 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
568 |
|
|
|
589 |
|
5.250%, 09/15/2026 |
|
|
709 |
|
|
|
716 |
|
5.200%, 09/15/2033 |
|
|
567 |
|
|
|
577 |
|
5.125%, 09/15/2028 |
|
|
567 |
|
|
|
577 |
|
KLA |
|
|
|
|
|
|
|
|
4.700%, 02/01/2034 |
|
|
559 |
|
|
|
550 |
|
3.300%, 03/01/2050 |
|
|
234 |
|
|
|
172 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
925 |
|
|
|
847 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
5.950%, 09/15/2033 |
|
|
426 |
|
|
|
442 |
|
5.750%, 02/15/2029 |
|
|
426 |
|
|
|
436 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
80 |
|
|
|
66 |
|
3.375%, 04/01/2024 |
|
|
80 |
|
|
|
80 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
408 |
|
|
|
422 |
|
5.375%, 04/15/2028 |
|
|
1,432 |
|
|
|
1,446 |
|
5.300%, 01/15/2031 |
|
|
350 |
|
|
|
352 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
1,030 |
|
|
|
922 |
|
2.921%, 03/17/2052 |
|
|
105 |
|
|
|
74 |
|
Motorola Solutions |
|
|
|
|
|
|
|
|
5.400%, 04/15/2034 |
|
|
285 |
|
|
|
284 |
|
5.000%, 04/15/2029 |
|
|
199 |
|
|
|
198 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
310 |
|
|
|
247 |
|
2.850%, 04/01/2030 |
|
|
230 |
|
|
|
209 |
|
NXP BV |
|
|
|
|
|
|
|
|
2.700%, 05/01/2025 |
|
|
280 |
|
|
|
272 |
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (D) |
|
|
304 |
|
|
|
314 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
290 |
|
|
|
334 |
|
4.650%, 05/06/2030 |
|
|
330 |
|
|
|
323 |
|
4.000%, 07/15/2046 |
|
|
496 |
|
|
|
391 |
|
3.950%, 03/25/2051 |
|
|
2,316 |
|
|
|
1,765 |
|
3.900%, 05/15/2035 |
|
|
1,615 |
|
|
|
1,417 |
|
3.800%, 11/15/2037 |
|
|
2,255 |
|
|
|
1,891 |
|
3.600%, 04/01/2040 |
|
|
915 |
|
|
|
721 |
|
2.950%, 11/15/2024 |
|
|
315 |
|
|
|
310 |
|
2.950%, 04/01/2030 |
|
|
860 |
|
|
|
765 |
|
2.875%, 03/25/2031 |
|
|
1,040 |
|
|
|
904 |
|
1.650%, 03/25/2026 |
|
|
890 |
|
|
|
831 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
2.300%, 06/01/2030 |
|
|
1,685 |
|
|
|
1,453 |
|
1.650%, 06/01/2025 |
|
|
400 |
|
|
|
384 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prosus |
|
|
|
|
|
|
|
|
3.832%, 02/08/2051 (D) |
|
$ |
320 |
|
|
$ |
197 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (D) |
|
|
730 |
|
|
|
465 |
|
3.061%, 07/13/2031 (D) |
|
|
2,100 |
|
|
|
1,709 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
6.000%, 05/20/2053 |
|
|
644 |
|
|
|
720 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
420 |
|
|
|
395 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.700%, 04/11/2028 |
|
|
670 |
|
|
|
650 |
|
Sprint |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
1,015 |
|
|
|
1,017 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,435 |
|
|
|
1,740 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
285 |
|
|
|
286 |
|
5.000%, 03/14/2053 |
|
|
629 |
|
|
|
617 |
|
4.850%, 02/08/2034 |
|
|
709 |
|
|
|
713 |
|
4.600%, 02/08/2029 |
|
|
567 |
|
|
|
568 |
|
4.150%, 05/15/2048 |
|
|
300 |
|
|
|
258 |
|
1.750%, 05/04/2030 |
|
|
290 |
|
|
|
245 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (D) |
|
|
675 |
|
|
|
546 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
690 |
|
|
|
622 |
|
3.650%, 09/15/2047 |
|
|
235 |
|
|
|
190 |
|
VMware |
|
|
|
|
|
|
|
|
1.400%, 08/15/2026 |
|
|
395 |
|
|
|
361 |
|
1.000%, 08/15/2024 |
|
|
889 |
|
|
|
873 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
495 |
|
|
|
459 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,557 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.9% |
|
|
|
|
Air Products and Chemicals |
|
|
|
|
|
|
|
|
4.850%, 02/08/2034 |
|
|
709 |
|
|
|
701 |
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,425 |
|
|
|
2,339 |
|
Anglo American Capital |
|
|
|
|
|
|
|
|
4.750%, 04/10/2027 (D) |
|
|
720 |
|
|
|
705 |
|
4.750%, 03/16/2052 (D) |
|
|
443 |
|
|
|
374 |
|
4.000%, 09/11/2027 (D) |
|
|
200 |
|
|
|
191 |
|
3.625%, 09/11/2024 (D) |
|
|
710 |
|
|
|
702 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
7.000%, 10/15/2039 |
|
|
120 |
|
|
|
131 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
370 |
|
|
|
314 |
|
Barrick North America Finance |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
290 |
|
|
|
300 |
|
5.700%, 05/30/2041 |
|
|
509 |
|
|
|
521 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Berry Global |
|
|
|
|
|
|
|
|
5.650%, 01/15/2034 (D) |
|
$ |
450 |
|
|
$ |
447 |
|
1.650%, 01/15/2027 |
|
|
2,985 |
|
|
|
2,710 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
410 |
|
|
|
395 |
|
4.125%, 02/24/2042 |
|
|
40 |
|
|
|
35 |
|
Celanese US Holdings |
|
|
|
|
|
|
|
|
6.550%, 11/15/2030 |
|
|
2,120 |
|
|
|
2,230 |
|
6.379%, 07/15/2032 |
|
|
280 |
|
|
|
290 |
|
6.050%, 03/15/2025 |
|
|
345 |
|
|
|
346 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
425 |
|
|
|
423 |
|
5.250%, 11/15/2041 |
|
|
25 |
|
|
|
24 |
|
5.150%, 02/15/2034 |
|
|
569 |
|
|
|
567 |
|
4.800%, 05/15/2049 |
|
|
360 |
|
|
|
317 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
|
830 |
|
|
|
819 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (D) |
|
|
200 |
|
|
|
207 |
|
6.875%, 10/15/2027 (D) |
|
|
220 |
|
|
|
211 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
785 |
|
|
|
751 |
|
4.625%, 08/01/2030 |
|
|
180 |
|
|
|
173 |
|
4.550%, 11/14/2024 |
|
|
40 |
|
|
|
40 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.000%, 11/15/2041 (D) |
|
|
104 |
|
|
|
104 |
|
5.550%, 10/25/2042 (D) |
|
|
128 |
|
|
|
124 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
5.634%, 04/04/2034 (D) |
|
|
705 |
|
|
|
707 |
|
5.371%, 04/04/2029 (D) |
|
|
1,128 |
|
|
|
1,130 |
|
4.000%, 03/27/2027 (D) |
|
|
1,200 |
|
|
|
1,160 |
|
3.875%, 10/27/2027 (D) |
|
|
220 |
|
|
|
210 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
1,535 |
|
|
|
1,312 |
|
4.375%, 06/01/2047 |
|
|
230 |
|
|
|
178 |
|
3.468%, 12/01/2050 (D) |
|
|
55 |
|
|
|
37 |
|
3.268%, 11/15/2040 (D) |
|
|
535 |
|
|
|
381 |
|
2.300%, 11/01/2030 (D) |
|
|
1,570 |
|
|
|
1,304 |
|
1.832%, 10/15/2027 (D) |
|
|
130 |
|
|
|
115 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (D) |
|
|
680 |
|
|
|
653 |
|
Newmont |
|
|
|
|
|
|
|
|
5.350%, 03/15/2034 (D) |
|
|
254 |
|
|
|
256 |
|
OCP |
|
|
|
|
|
|
|
|
5.125%, 06/23/2051 (D) |
|
|
360 |
|
|
|
271 |
|
4.500%, 10/22/2025 (D) |
|
|
400 |
|
|
|
390 |
|
3.750%, 06/23/2031 (D)(F) |
|
|
410 |
|
|
|
349 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (D) |
|
|
780 |
|
|
|
649 |
|
1.875%, 05/11/2026 (D) |
|
|
820 |
|
|
|
753 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
2,620 |
|
|
|
2,483 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 |
|
$ |
1,600 |
|
|
$ |
1,414 |
|
3.125%, 01/15/2032 |
|
|
70 |
|
|
|
58 |
|
Teck Resources |
|
|
|
|
|
|
|
|
6.250%, 07/15/2041 |
|
|
5 |
|
|
|
5 |
|
6.000%, 08/15/2040 |
|
|
30 |
|
|
|
30 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
874 |
|
|
|
934 |
|
6.250%, 08/10/2026 |
|
|
32 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,303 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.9% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
|
122 |
|
|
|
96 |
|
2.000%, 06/15/2028 |
|
|
535 |
|
|
|
470 |
|
American Assets Trust |
|
|
|
|
|
|
|
|
3.375%, 02/01/2031 |
|
|
1,370 |
|
|
|
1,117 |
|
American Homes 4 Rent |
|
|
|
|
|
|
|
|
5.500%, 02/01/2034 |
|
|
280 |
|
|
|
279 |
|
4.300%, 04/15/2052 |
|
|
716 |
|
|
|
561 |
|
3.625%, 04/15/2032 |
|
|
1,511 |
|
|
|
1,329 |
|
American Tower |
|
|
|
|
|
|
|
|
5.900%, 11/15/2033 |
|
|
852 |
|
|
|
882 |
|
5.650%, 03/15/2033 |
|
|
1,143 |
|
|
|
1,161 |
|
5.550%, 07/15/2033 |
|
|
1,280 |
|
|
|
1,290 |
|
5.500%, 03/15/2028 |
|
|
570 |
|
|
|
575 |
|
2.950%, 01/15/2051 |
|
|
143 |
|
|
|
92 |
|
2.700%, 04/15/2031 |
|
|
1,900 |
|
|
|
1,609 |
|
1.875%, 10/15/2030 |
|
|
1,430 |
|
|
|
1,159 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
505 |
|
|
|
434 |
|
Boston Properties |
|
|
|
|
|
|
|
|
3.400%, 06/21/2029 |
|
|
720 |
|
|
|
646 |
|
Brandywine Operating Partnership |
|
|
|
|
|
|
|
|
3.950%, 11/15/2027 |
|
|
17 |
|
|
|
15 |
|
Brixmor Operating Partnership |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
471 |
|
|
|
387 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
265 |
|
|
|
235 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.800%, 03/01/2034 |
|
|
884 |
|
|
|
904 |
|
5.100%, 05/01/2033 |
|
|
418 |
|
|
|
408 |
|
2.900%, 04/01/2041 |
|
|
285 |
|
|
|
201 |
|
2.100%, 04/01/2031 |
|
|
484 |
|
|
|
392 |
|
DOC DR |
|
|
|
|
|
|
|
|
3.950%, 01/15/2028 |
|
|
30 |
|
|
|
29 |
|
Equinix |
|
|
|
|
|
|
|
|
3.900%, 04/15/2032 |
|
|
1,715 |
|
|
|
1,552 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
254 |
|
|
|
211 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
3.900%, 04/01/2029 |
|
|
226 |
|
|
|
213 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 12/15/2027 |
|
$ |
5 |
|
|
$ |
5 |
|
2.550%, 06/01/2031 |
|
|
735 |
|
|
|
610 |
|
2.400%, 10/15/2031 |
|
|
525 |
|
|
|
432 |
|
2.200%, 10/15/2030 |
|
|
371 |
|
|
|
307 |
|
GLP Capital |
|
|
|
|
|
|
|
|
5.375%, 04/15/2026 |
|
|
990 |
|
|
|
981 |
|
5.250%, 06/01/2025 |
|
|
80 |
|
|
|
80 |
|
4.000%, 01/15/2030 |
|
|
318 |
|
|
|
290 |
|
4.000%, 01/15/2031 |
|
|
50 |
|
|
|
45 |
|
3.250%, 01/15/2032 |
|
|
1,461 |
|
|
|
1,230 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.625%, 01/15/2028 |
|
|
115 |
|
|
|
106 |
|
3.100%, 02/15/2030 |
|
|
1,645 |
|
|
|
1,432 |
|
2.050%, 03/15/2031 |
|
|
273 |
|
|
|
211 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
470 |
|
|
|
400 |
|
3.950%, 11/01/2027 |
|
|
1,173 |
|
|
|
1,039 |
|
3.250%, 01/15/2030 |
|
|
15 |
|
|
|
12 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
189 |
|
|
|
188 |
|
4.150%, 04/15/2032 |
|
|
630 |
|
|
|
577 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
295 |
|
|
|
307 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
213 |
|
|
|
218 |
|
5.125%, 02/15/2034 |
|
|
889 |
|
|
|
872 |
|
4.900%, 07/15/2033 |
|
|
419 |
|
|
|
405 |
|
3.400%, 01/15/2030 |
|
|
286 |
|
|
|
260 |
|
2.850%, 12/15/2032 |
|
|
356 |
|
|
|
296 |
|
2.200%, 06/15/2028 |
|
|
264 |
|
|
|
236 |
|
2.100%, 03/15/2028 |
|
|
272 |
|
|
|
243 |
|
Regency Centers |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
281 |
|
|
|
280 |
|
2.950%, 09/15/2029 |
|
|
674 |
|
|
|
603 |
|
Rexford Industrial Realty |
|
|
|
|
|
|
|
|
2.150%, 09/01/2031 |
|
|
512 |
|
|
|
410 |
|
Sabra Health Care |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
715 |
|
|
|
644 |
|
Simon Property Group |
|
|
|
|
|
|
|
|
2.450%, 09/13/2029 |
|
|
730 |
|
|
|
641 |
|
Store Capital |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
314 |
|
|
|
296 |
|
4.500%, 03/15/2028 |
|
|
283 |
|
|
|
268 |
|
2.750%, 11/18/2030 |
|
|
436 |
|
|
|
350 |
|
2.700%, 12/01/2031 |
|
|
171 |
|
|
|
135 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
4.200%, 04/15/2032 |
|
|
632 |
|
|
|
567 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.125%, 05/15/2032 |
|
|
931 |
|
|
|
891 |
|
4.950%, 02/15/2030 |
|
|
170 |
|
|
|
164 |
|
4.625%, 06/15/2025 (D) |
|
|
75 |
|
|
|
74 |
|
4.500%, 01/15/2028 (D) |
|
|
238 |
|
|
|
228 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 08/15/2030 (D) |
|
$ |
39 |
|
|
$ |
36 |
|
3.875%, 02/15/2029 (D) |
|
|
410 |
|
|
|
377 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,993 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.2% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
6.650%, 02/15/2033 |
|
|
500 |
|
|
|
533 |
|
AEP Transmission |
|
|
|
|
|
|
|
|
5.150%, 04/01/2034 |
|
|
2,230 |
|
|
|
2,222 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
965 |
|
|
|
747 |
|
Alliant Energy Finance |
|
|
|
|
|
|
|
|
3.600%, 03/01/2032 (D) |
|
|
300 |
|
|
|
264 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
875 |
|
|
|
877 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (D) |
|
|
1,398 |
|
|
|
1,157 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2053 |
|
|
427 |
|
|
|
425 |
|
2.250%, 06/15/2031 |
|
|
382 |
|
|
|
321 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
1,060 |
|
|
|
682 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (D) |
|
|
35 |
|
|
|
29 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
6.388%, 09/15/2033 (D) |
|
|
200 |
|
|
|
207 |
|
CenterPoint Energy Houston Electric |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
427 |
|
|
|
434 |
|
5.150%, 03/01/2034 |
|
|
2,541 |
|
|
|
2,560 |
|
3.600%, 03/01/2052 |
|
|
282 |
|
|
|
214 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (D) |
|
|
885 |
|
|
|
892 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
700 |
|
|
|
699 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
3.875%, 07/26/2033 (D) |
|
|
270 |
|
|
|
221 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
285 |
|
|
|
304 |
|
5.500%, 03/15/2034 |
|
|
849 |
|
|
|
877 |
|
5.200%, 03/01/2033 |
|
|
153 |
|
|
|
156 |
|
4.450%, 03/15/2044 |
|
|
805 |
|
|
|
708 |
|
3.950%, 04/01/2050 |
|
|
130 |
|
|
|
106 |
|
3.350%, 04/01/2030 |
|
|
180 |
|
|
|
166 |
|
3.200%, 12/01/2051 |
|
|
85 |
|
|
|
58 |
|
Constellation Energy Generation |
|
|
|
|
|
|
|
|
5.600%, 03/01/2028 |
|
|
935 |
|
|
|
952 |
|
Consumers 2023 Securitization Funding |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
810 |
|
|
|
812 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
4.600%, 05/30/2029 |
|
|
619 |
|
|
|
612 |
|
2.500%, 05/01/2060 |
|
|
232 |
|
|
|
134 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 (C) |
|
$ |
980 |
|
|
$ |
969 |
|
DTE Electric |
|
|
|
|
|
|
|
|
5.200%, 03/01/2034 |
|
|
569 |
|
|
|
572 |
|
3.650%, 03/01/2052 |
|
|
204 |
|
|
|
154 |
|
2.950%, 03/01/2050 |
|
|
445 |
|
|
|
299 |
|
DTE Energy |
|
|
|
|
|
|
|
|
2.529%, 10/01/2024 (C) |
|
|
830 |
|
|
|
816 |
|
1.050%, 06/01/2025 |
|
|
1,055 |
|
|
|
1,002 |
|
Duke Energy |
|
|
|
|
|
|
|
|
3.500%, 06/15/2051 |
|
|
79 |
|
|
|
55 |
|
3.150%, 08/15/2027 |
|
|
280 |
|
|
|
263 |
|
0.900%, 09/15/2025 |
|
|
705 |
|
|
|
662 |
|
Duke Energy Carolinas |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
|
282 |
|
|
|
281 |
|
5.350%, 01/15/2053 |
|
|
822 |
|
|
|
810 |
|
4.950%, 01/15/2033 |
|
|
1,336 |
|
|
|
1,329 |
|
4.250%, 12/15/2041 |
|
|
878 |
|
|
|
756 |
|
4.000%, 09/30/2042 |
|
|
1,000 |
|
|
|
832 |
|
3.550%, 03/15/2052 |
|
|
345 |
|
|
|
251 |
|
2.850%, 03/15/2032 |
|
|
474 |
|
|
|
406 |
|
2.550%, 04/15/2031 |
|
|
169 |
|
|
|
146 |
|
Duke Energy Florida |
|
|
|
|
|
|
|
|
5.875%, 11/15/2033 |
|
|
140 |
|
|
|
148 |
|
3.200%, 01/15/2027 |
|
|
295 |
|
|
|
281 |
|
2.400%, 12/15/2031 |
|
|
380 |
|
|
|
319 |
|
Duke Energy Indiana |
|
|
|
|
|
|
|
|
4.200%, 03/15/2042 |
|
|
30 |
|
|
|
26 |
|
2.750%, 04/01/2050 |
|
|
280 |
|
|
|
177 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
990 |
|
|
|
1,001 |
|
Duke Energy Progress |
|
|
|
|
|
|
|
|
5.250%, 03/15/2033 |
|
|
284 |
|
|
|
287 |
|
4.100%, 05/15/2042 |
|
|
425 |
|
|
|
359 |
|
2.500%, 08/15/2050 |
|
|
385 |
|
|
|
231 |
|
Entergy Arkansas |
|
|
|
|
|
|
|
|
5.150%, 01/15/2033 |
|
|
572 |
|
|
|
574 |
|
2.650%, 06/15/2051 |
|
|
344 |
|
|
|
209 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
100 |
|
|
|
97 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
5.950%, 02/01/2029 |
|
|
3,520 |
|
|
|
3,632 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
760 |
|
|
|
772 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
940 |
|
|
|
902 |
|
1.600%, 01/15/2026 |
|
|
180 |
|
|
|
167 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (D) |
|
|
429 |
|
|
|
430 |
|
5.150%, 03/30/2026 (D) |
|
|
286 |
|
|
|
284 |
|
4.300%, 01/15/2029 (D) |
|
|
448 |
|
|
|
432 |
|
3.250%, 03/15/2028 (D) |
|
|
372 |
|
|
|
344 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
FirstEnergy Transmission |
|
|
|
|
|
|
|
|
5.450%, 07/15/2044 (D) |
|
$ |
285 |
|
|
$ |
272 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
4.400%, 05/15/2028 |
|
|
1,560 |
|
|
|
1,543 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.550%, 03/15/2046 |
|
|
325 |
|
|
|
277 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
5.700%, 10/15/2033 |
|
|
1,755 |
|
|
|
1,798 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
4.700%, 04/01/2024 (D) |
|
|
700 |
|
|
|
700 |
|
2.750%, 03/01/2032 (D) |
|
|
1,844 |
|
|
|
1,532 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.994%, 03/06/2033 (D) |
|
|
55 |
|
|
|
56 |
|
3.586%, 01/18/2052 (D) |
|
|
2,595 |
|
|
|
1,754 |
|
2.742%, 08/15/2026 (D) |
|
|
1,025 |
|
|
|
956 |
|
Louisville Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
1,300 |
|
|
|
1,326 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
5.300%, 02/01/2055 |
|
|
266 |
|
|
|
263 |
|
4.800%, 09/15/2043 |
|
|
830 |
|
|
|
781 |
|
2.700%, 08/01/2052 |
|
|
331 |
|
|
|
206 |
|
Mid-Atlantic Interstate Transmission |
|
|
|
|
|
|
|
|
4.100%, 05/15/2028 (D) |
|
|
162 |
|
|
|
156 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
194 |
|
|
|
165 |
|
3.100%, 07/30/2051 |
|
|
457 |
|
|
|
303 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
275 |
|
|
|
267 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
1,095 |
|
|
|
1,099 |
|
5.250%, 03/15/2034 |
|
|
1,015 |
|
|
|
1,013 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
149 |
|
|
|
145 |
|
5.350%, 04/01/2034 |
|
|
1,240 |
|
|
|
1,233 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
455 |
|
|
|
458 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.100%, 06/01/2051 |
|
|
94 |
|
|
|
64 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.100%, 01/15/2029 |
|
|
1,540 |
|
|
|
1,587 |
|
5.800%, 05/15/2034 |
|
|
1,133 |
|
|
|
1,144 |
|
4.950%, 07/01/2050 |
|
|
1,220 |
|
|
|
1,049 |
|
4.750%, 02/15/2044 |
|
|
128 |
|
|
|
108 |
|
4.200%, 06/01/2041 |
|
|
222 |
|
|
|
179 |
|
3.950%, 12/01/2047 |
|
|
845 |
|
|
|
632 |
|
3.500%, 08/01/2050 |
|
|
270 |
|
|
|
185 |
|
3.300%, 08/01/2040 |
|
|
60 |
|
|
|
44 |
|
2.500%, 02/01/2031 |
|
|
1,595 |
|
|
|
1,326 |
|
2.100%, 08/01/2027 |
|
|
1,705 |
|
|
|
1,535 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
2.900%, 06/15/2052 |
|
|
1,330 |
|
|
|
815 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
$ |
900 |
|
|
$ |
763 |
|
2.850%, 09/15/2051 |
|
|
460 |
|
|
|
297 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (D) |
|
|
500 |
|
|
|
506 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 |
|
|
250 |
|
|
|
252 |
|
5.050%, 05/15/2052 |
|
|
1,100 |
|
|
|
1,004 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.125%, 03/15/2053 |
|
|
545 |
|
|
|
536 |
|
2.700%, 05/01/2050 |
|
|
178 |
|
|
|
117 |
|
2.050%, 08/01/2050 |
|
|
106 |
|
|
|
60 |
|
1.900%, 08/15/2031 |
|
|
656 |
|
|
|
534 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
5.875%, 10/15/2028 |
|
|
575 |
|
|
|
592 |
|
5.450%, 04/01/2034 |
|
|
198 |
|
|
|
199 |
|
5.200%, 04/01/2029 |
|
|
423 |
|
|
|
423 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
5.250%, 04/01/2053 |
|
|
1,090 |
|
|
|
1,035 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
258 |
|
|
|
173 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
713 |
|
|
|
575 |
|
4.050%, 03/15/2042 |
|
|
5 |
|
|
|
4 |
|
3.700%, 08/01/2025 |
|
|
99 |
|
|
|
97 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
900 |
|
|
|
789 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.750%, 09/15/2033 |
|
|
500 |
|
|
|
517 |
|
5.150%, 09/15/2032 |
|
|
500 |
|
|
|
502 |
|
4.400%, 05/30/2047 |
|
|
500 |
|
|
|
416 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
5.300%, 04/01/2033 |
|
|
925 |
|
|
|
914 |
|
3.250%, 11/01/2051 |
|
|
400 |
|
|
|
265 |
|
1.650%, 03/15/2026 |
|
|
1,575 |
|
|
|
1,469 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
845 |
|
|
|
623 |
|
Texas Electric Market Stabilization Funding |
|
|
|
|
|
|
|
|
4.265%, 08/01/2034 (D) |
|
|
1,788 |
|
|
|
1,730 |
|
Union Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2034 |
|
|
1,025 |
|
|
|
1,027 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.000%, 04/01/2033 |
|
|
1,041 |
|
|
|
1,027 |
|
5.000%, 01/15/2034 |
|
|
870 |
|
|
|
854 |
|
4.650%, 08/15/2043 |
|
|
585 |
|
|
|
526 |
|
2.950%, 11/15/2051 |
|
|
382 |
|
|
|
247 |
|
Virginia Power Fuel Securitization |
|
|
|
|
|
|
|
|
5.088%, 05/01/2027 |
|
|
485 |
|
|
|
478 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
$ |
255 |
|
|
$ |
226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,392 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,049,627) ($ Thousands) |
|
|
|
|
|
|
993,536 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.9% |
Automotive — 1.7% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/15/2031 |
|
|
336 |
|
|
|
335 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
650 |
|
|
|
644 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.620%, 11/18/2027 |
|
|
295 |
|
|
|
296 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.810%, 05/18/2028 |
|
|
586 |
|
|
|
589 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (D) |
|
|
231 |
|
|
|
230 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (D) |
|
|
850 |
|
|
|
848 |
|
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A |
|
|
|
|
|
|
|
|
2.020%, 02/20/2027 (D) |
|
|
2,660 |
|
|
|
2,510 |
|
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl A |
|
|
|
|
|
|
|
|
5.230%, 12/20/2030 (D) |
|
|
480 |
|
|
|
480 |
|
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl C |
|
|
|
|
|
|
|
|
6.110%, 12/20/2030 (D) |
|
|
2,400 |
|
|
|
2,399 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 11/25/2025 |
|
|
205 |
|
|
|
205 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/25/2026 |
|
|
462 |
|
|
|
460 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 02/25/2028 |
|
|
320 |
|
|
|
321 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 05/17/2027 |
|
|
1,095 |
|
|
|
1,074 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.870%, 02/15/2028 |
|
|
1,043 |
|
|
|
1,037 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
695 |
|
|
|
693 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
|
|
|
|
|
|
|
|
3.990%, 03/27/2028 (D) |
|
$ |
439 |
|
|
$ |
428 |
|
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.980%, 12/11/2034 (D) |
|
|
575 |
|
|
|
568 |
|
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.200%, 12/11/2034 (D) |
|
|
1,010 |
|
|
|
992 |
|
Enterprise Fleet Financing, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (D) |
|
|
740 |
|
|
|
751 |
|
Enterprise Fleet Funding, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (D) |
|
|
425 |
|
|
|
415 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.060%, 05/15/2027 |
|
|
1,252 |
|
|
|
1,250 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.050%, 06/15/2027 |
|
|
292 |
|
|
|
291 |
|
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.300%, 03/15/2028 |
|
|
307 |
|
|
|
308 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.920%, 02/15/2036 (D) |
|
|
1,230 |
|
|
|
1,253 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2036 (D) |
|
|
1,280 |
|
|
|
1,304 |
|
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.650%, 02/15/2028 |
|
|
1,286 |
|
|
|
1,275 |
|
Ford Credit Auto Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 09/15/2028 |
|
|
695 |
|
|
|
702 |
|
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 08/15/2036 (D) |
|
|
1,720 |
|
|
|
1,716 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
586 |
|
|
|
584 |
|
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4 |
|
|
|
|
|
|
|
|
5.090%, 05/20/2027 |
|
|
417 |
|
|
|
416 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
|
|
|
|
|
|
|
|
5.440%, 08/20/2027 |
|
|
264 |
|
|
|
265 |
|
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.090%, 03/22/2027 |
|
|
545 |
|
|
|
545 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.820%, 08/16/2027 |
|
|
513 |
|
|
|
510 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.980%, 12/11/2036 (D) |
|
$ |
1,908 |
|
|
$ |
1,916 |
|
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.730%, 07/20/2026 |
|
|
575 |
|
|
|
567 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (D) |
|
|
725 |
|
|
|
722 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.170%, 04/15/2027 (D) |
|
|
663 |
|
|
|
660 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
|
|
|
|
|
|
|
|
5.840%, 09/15/2027 (D) |
|
|
437 |
|
|
|
441 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 03/15/2027 (D) |
|
|
765 |
|
|
|
761 |
|
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 02/15/2028 (D) |
|
|
290 |
|
|
|
289 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
566 |
|
|
|
535 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
850 |
|
|
|
832 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
2.350%, 04/17/2028 |
|
|
361 |
|
|
|
344 |
|
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.480%, 07/17/2028 |
|
|
604 |
|
|
|
595 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
342 |
|
|
|
344 |
|
Hyundai Auto Receivables Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 10/16/2028 |
|
|
1,410 |
|
|
|
1,425 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (D) |
|
|
93 |
|
|
|
91 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (D) |
|
|
379 |
|
|
|
368 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
5.250%, 02/15/2029 |
|
|
711 |
|
|
|
713 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.610%, 11/15/2027 |
|
|
586 |
|
|
|
588 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
4.970%, 09/15/2028 |
|
|
306 |
|
|
|
305 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
|
|
|
|
|
|
|
|
4.450%, 11/15/2029 |
|
$ |
434 |
|
|
$ |
427 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.230%, 06/15/2028 (D) |
|
|
645 |
|
|
|
650 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.960%, 04/15/2026 (D) |
|
|
473 |
|
|
|
470 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
4.180%, 12/15/2028 (D) |
|
|
318 |
|
|
|
313 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
2.980%, 10/15/2026 |
|
|
211 |
|
|
|
211 |
|
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 12/15/2026 |
|
|
431 |
|
|
|
429 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.140%, 02/16/2027 |
|
|
464 |
|
|
|
462 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
255 |
|
|
|
255 |
|
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3 |
|
|
|
|
|
|
|
|
4.490%, 11/16/2026 |
|
|
1,270 |
|
|
|
1,266 |
|
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
|
|
|
|
|
|
|
|
5.750%, 04/15/2027 |
|
|
363 |
|
|
|
363 |
|
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.250%, 04/17/2028 |
|
|
534 |
|
|
|
534 |
|
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.280%, 11/20/2025 (D) |
|
|
895 |
|
|
|
888 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (D) |
|
|
1,408 |
|
|
|
1,408 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (D) |
|
|
799 |
|
|
|
797 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.320%, 12/15/2028 (D) |
|
|
2,067 |
|
|
|
2,066 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.210%, 04/16/2029 (D) |
|
|
169 |
|
|
|
169 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.950%, 05/21/2029 (D) |
|
|
872 |
|
|
|
868 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 |
|
|
|
|
|
|
|
|
4.940%, 01/21/2031 (D) |
|
|
148 |
|
|
|
147 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
2.560%, 11/25/2031 (D) |
|
$ |
440 |
|
|
$ |
438 |
|
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 05/25/2033 (D) |
|
|
1,360 |
|
|
|
1,298 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (D) |
|
|
2,080 |
|
|
|
1,927 |
|
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/25/2036 (D) |
|
|
1,890 |
|
|
|
1,893 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.430%, 04/17/2028 |
|
|
389 |
|
|
|
393 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
4.710%, 02/15/2028 |
|
|
774 |
|
|
|
768 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 04/17/2028 |
|
|
1,219 |
|
|
|
1,220 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 08/15/2028 |
|
|
700 |
|
|
|
707 |
|
Toyota Lease Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.250%, 04/20/2027 (D) |
|
|
795 |
|
|
|
797 |
|
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 03/15/2028 (D) |
|
|
1,195 |
|
|
|
1,192 |
|
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.440%, 07/21/2025 |
|
|
291 |
|
|
|
289 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
857 |
|
|
|
856 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.070%, 09/15/2026 |
|
|
440 |
|
|
|
439 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
452 |
|
|
|
453 |
|
| |
|
|
|
|
|
|
61,583 |
|
| |
|
|
|
|
|
|
|
|
Credit Cards — 0.4% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
3.390%, 05/15/2027 |
|
|
785 |
|
|
|
769 |
|
American Express Credit Account Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 05/15/2028 |
|
|
424 |
|
|
|
423 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
3,962 |
|
|
|
3,971 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Chase Issuance Trust, Ser 2024-A2, Cl A |
|
|
|
|
|
|
|
|
4.630%, 01/15/2031 |
|
$ |
1,318 |
|
|
$ |
1,313 |
|
Discover Card Execution Note Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
4.310%, 03/15/2028 |
|
|
837 |
|
|
|
825 |
|
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/15/2028 |
|
|
2,639 |
|
|
|
2,634 |
|
Synchrony Card Funding, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
1,382 |
|
|
|
1,395 |
|
Synchrony Card Funding, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
5.040%, 03/15/2030 |
|
|
549 |
|
|
|
549 |
|
WF Card Issuance Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.940%, 02/15/2029 |
|
|
1,705 |
|
|
|
1,705 |
|
| |
|
|
|
|
|
|
13,584 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.2% |
|
|
|
|
| |
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2007-1, Cl M2 |
|
|
|
|
|
|
|
|
5.714%, TSFR1M + 0.384%, 02/25/2037 (B) |
|
|
5,000 |
|
|
|
4,515 |
|
Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1 |
|
|
|
|
|
|
|
|
6.494%, TSFR1M + 1.164%, 01/25/2034 (B) |
|
|
423 |
|
|
|
416 |
|
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4 |
|
|
|
|
|
|
|
|
5.724%, TSFR1M + 0.394%, 05/25/2037 (B) |
|
|
5,500 |
|
|
|
4,300 |
|
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1 |
|
|
|
|
|
|
|
|
6.119%, TSFR1M + 0.789%, 12/25/2034 (B) |
|
|
148 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
9,374 |
|
| |
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligations — 0.4% |
|
|
|
|
| |
|
|
|
|
BMO Mortgage Trust, Ser C8, Cl A5 |
|
|
|
|
|
|
|
|
5.598%, 03/15/2057 (B) |
|
|
450 |
|
|
|
468 |
|
BX Commercial Mortgage Trust, Ser XL5, Cl A |
|
|
|
|
|
|
|
|
6.692%, TSFR1M + 1.392%, 03/15/2041 (B)(D) |
|
|
720 |
|
|
|
720 |
|
Chase Home Lending Mortgage Trust Series, Ser 2024-3, Cl A4 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2055 (B)(D) |
|
|
1,200 |
|
|
|
1,196 |
|
Chase Mortgage Finance, Ser 2016-SH2, Cl M4 |
|
|
|
|
|
|
|
|
3.750%, 12/25/2045 (B)(D) |
|
|
685 |
|
|
|
605 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
6.870%, SOFR30A + 1.550%, 10/25/2041 (B)(D) |
|
$ |
2,180 |
|
|
$ |
2,189 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.470%, SOFR30A + 3.150%, 12/25/2041 (B)(D) |
|
|
460 |
|
|
|
473 |
|
Houston Galleria Mall Trust, Ser HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037 (D) |
|
|
3,400 |
|
|
|
3,286 |
|
NRTH Mortgage Trust, Ser PARK, Cl A |
|
|
|
|
|
|
|
|
6.941%, TSFR1M + 1.641%, 03/15/2041 (B)(D) |
|
|
3,350 |
|
|
|
3,354 |
|
SREIT Trust, Ser MFP2, Cl A |
|
|
|
|
|
|
|
|
6.261%, TSFR1M + 0.936%, 11/15/2036 (B)(D) |
|
|
1,880 |
|
|
|
1,870 |
|
| |
|
|
|
|
|
|
14,161 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 5.2% |
|
|
|
|
| |
|
|
|
|
Academic Loan Funding Trust, Ser 2012-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.535%, SOFR30A + 1.214%, 12/27/2044 (B)(D) |
|
|
787 |
|
|
|
781 |
|
ACRES Commercial Realty, Ser 2021-FL1, Cl A |
|
|
|
|
|
|
|
|
6.640%, TSFR1M + 1.314%, 06/15/2036 (B)(D) |
|
|
1,478 |
|
|
|
1,446 |
|
AIG CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.699%, TSFR3M + 1.382%, 04/20/2032 (B)(D) |
|
|
3,400 |
|
|
|
3,404 |
|
AIMCO CLO 22, Ser 2024-22A, Cl A |
|
|
|
|
|
|
|
|
0.000%, 04/19/2037 (B)(D)(H) |
|
|
1,330 |
|
|
|
1,330 |
|
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (D) |
|
|
1,824 |
|
|
|
1,784 |
|
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
|
|
|
|
|
|
|
|
7.226%, TSFR3M + 1.912%, 01/15/2032 (B)(D) |
|
|
1,100 |
|
|
|
1,099 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053 (D) |
|
|
1,790 |
|
|
|
1,851 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.510%, TSFR1M + 1.184%, 08/15/2034 (B)(D) |
|
|
3,213 |
|
|
|
3,188 |
|
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1 |
|
|
|
|
|
|
|
|
7.097%, TSFR3M + 1.750%, 10/15/2036 (B)(D) |
|
|
1,280 |
|
|
|
1,287 |
|
Birch Grove CLO 5, Ser 2023-5A, Cl A1 |
|
|
|
|
|
|
|
|
7.518%, TSFR3M + 2.200%, 04/20/2035 (B)(D) |
|
|
410 |
|
|
|
412 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Birch Grove CLO 7, Ser 2023-7A, Cl A1 |
|
|
|
|
|
|
|
|
7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D) |
|
$ |
790 |
|
|
$ |
794 |
|
BSL CLO 4, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
7.318%, TSFR3M + 2.000%, 04/20/2036 (B)(D) |
|
|
790 |
|
|
|
795 |
|
Carrington Mortgage Loan Trust Series, Ser 2006-FRE1, Cl A4 |
|
|
|
|
|
|
|
|
5.694%, TSFR1M + 0.364%, 04/25/2036 (B) |
|
|
2,526 |
|
|
|
2,214 |
|
Cedar Funding XII CLO, Ser 2021-12A, Cl BR |
|
|
|
|
|
|
|
|
7.186%, TSFR3M + 1.862%, 10/25/2034 (B)(D) |
|
|
3,000 |
|
|
|
2,994 |
|
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.858%, 11/25/2034 (C) |
|
|
21 |
|
|
|
21 |
|
CIFC Funding, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.696%, TSFR3M + 1.372%, 04/25/2033 (B)(D) |
|
|
410 |
|
|
|
410 |
|
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
6.707%, TSFR3M + 1.392%, 01/23/2035 (B)(D) |
|
|
3,500 |
|
|
|
3,509 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.705%, SOFR90A + 0.352%, 03/25/2042 (B)(D) |
|
|
575 |
|
|
|
547 |
|
CNH Equipment Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.890%, 08/16/2027 |
|
|
690 |
|
|
|
678 |
|
CNH Equipment Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 04/17/2028 |
|
|
1,255 |
|
|
|
1,253 |
|
College Ave Student Loans, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (D) |
|
|
618 |
|
|
|
530 |
|
College Avenue Student Loans, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
7.094%, TSFR1M + 1.764%, 11/26/2046 (B)(D) |
|
|
252 |
|
|
|
254 |
|
College Avenue Student Loans, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (D) |
|
|
174 |
|
|
|
166 |
|
College Avenue Student Loans, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (D) |
|
|
338 |
|
|
|
311 |
|
College Avenue Student Loans, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (D) |
|
|
297 |
|
|
|
259 |
|
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 10/25/2034 (B) |
|
|
264 |
|
|
|
255 |
|
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
5.984%, TSFR1M + 0.654%, 12/25/2034 (B) |
|
|
186 |
|
|
|
181 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2 |
|
|
|
|
|
|
|
|
6.244%, TSFR1M + 0.914%, 10/25/2047 (B) |
|
$ |
1,042 |
|
|
$ |
931 |
|
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A |
|
|
|
|
|
|
|
|
5.580%, TSFR1M + 0.254%, 07/15/2036 (B) |
|
|
151 |
|
|
|
142 |
|
CSEMC, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
7.252%, 08/09/2024 |
|
|
1,223 |
|
|
|
1,220 |
|
CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4 |
|
|
|
|
|
|
|
|
6.794%, TSFR1M + 1.464%, 08/25/2047 (B) |
|
|
5,400 |
|
|
|
4,902 |
|
CyrusOne Data Centers Issuer I, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
4.760%, 03/22/2049 (D) |
|
|
3,000 |
|
|
|
2,805 |
|
Dividend Solar Loans, Ser 2019-1, Cl A |
|
|
|
|
|
|
|
|
3.670%, 08/22/2039 (D) |
|
|
939 |
|
|
|
842 |
|
DLLAA, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.640%, 02/22/2028 (D) |
|
|
300 |
|
|
|
303 |
|
DLLAD, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.790%, 01/20/2028 (D) |
|
|
1,325 |
|
|
|
1,312 |
|
DLLST, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (D) |
|
|
505 |
|
|
|
503 |
|
DLLST, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 08/20/2027 (D) |
|
|
285 |
|
|
|
284 |
|
Dryden 55 CLO, Ser 2018-55A, Cl A1 |
|
|
|
|
|
|
|
|
6.596%, TSFR3M + 1.282%, 04/15/2031 (B)(D) |
|
|
534 |
|
|
|
534 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
6.476%, TSFR3M + 1.162%, 04/15/2029 (B)(D) |
|
|
785 |
|
|
|
785 |
|
Educational Funding of the South, Ser 2011-1, Cl A2 |
|
|
|
|
|
|
|
|
6.273%, SOFR90A + 0.912%, 04/25/2035 (B) |
|
|
11 |
|
|
|
11 |
|
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
5.250%, 11/25/2040 (D) |
|
|
562 |
|
|
|
553 |
|
Elevation CLO, Ser 2021-13A, Cl A1 |
|
|
|
|
|
|
|
|
6.766%, TSFR3M + 1.452%, 07/15/2034 (B)(D) |
|
|
530 |
|
|
|
529 |
|
Elmwood CLO I, Ser 2024-1A, Cl A1RR |
|
|
|
|
|
|
|
|
6.831%, TSFR3M + 1.520%, 04/20/2037 (B)(D) |
|
|
550 |
|
|
|
551 |
|
Elmwood CLO IV, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
6.816%, TSFR3M + 1.502%, 04/15/2033 (B)(D) |
|
|
610 |
|
|
|
611 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C |
|
|
|
|
|
|
|
|
6.444%, TSFR1M + 1.114%, 08/25/2034 (B) |
|
$ |
208 |
|
|
$ |
186 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
198 |
|
|
|
187 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
1,860 |
|
|
|
1,789 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.104%, TSFR1M + 0.774%, 01/25/2036 (B) |
|
|
3,603 |
|
|
|
3,395 |
|
Global SC Finance II SRL, Ser 2014-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.090%, 07/17/2029 (D) |
|
|
56 |
|
|
|
56 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.649%, TSFR3M + 1.332%, 04/20/2034 (B)(D) |
|
|
660 |
|
|
|
660 |
|
GSAMP Trust, Ser 2003-SEA, Cl A1 |
|
|
|
|
|
|
|
|
6.244%, TSFR1M + 0.914%, 02/25/2033 (B) |
|
|
227 |
|
|
|
221 |
|
GSAMP Trust, Ser 2005-WMC3, Cl A2C |
|
|
|
|
|
|
|
|
6.104%, TSFR1M + 0.774%, 12/25/2035 (B) |
|
|
4,456 |
|
|
|
4,306 |
|
GSAMP Trust, Ser 2006-HE3, Cl A2D |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 05/25/2046 (B) |
|
|
3,983 |
|
|
|
3,700 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (D) |
|
|
1,156 |
|
|
|
951 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (D) |
|
|
356 |
|
|
|
339 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (D) |
|
|
570 |
|
|
|
569 |
|
HPS Loan Management, Ser 2022-19, Cl A1R |
|
|
|
|
|
|
|
|
6.638%, TSFR3M + 1.320%, 01/22/2035 (B)(D) |
|
|
400 |
|
|
|
400 |
|
JGWPT XXX, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (D) |
|
|
636 |
|
|
|
594 |
|
JGWPT XXXII, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (D) |
|
|
841 |
|
|
|
752 |
|
John Deere Owner Trust 2024, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
4.960%, 11/15/2028 |
|
|
1,425 |
|
|
|
1,425 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 01/21/2035 (B)(D) |
|
|
400 |
|
|
|
400 |
|
Logan CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 07/20/2034 (B)(D) |
|
|
260 |
|
|
|
260 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.636%, 10/15/2046 (D) |
|
$ |
913 |
|
|
$ |
810 |
|
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
|
|
|
|
|
|
|
|
0.000%, 10/18/2030 (B)(D)(H) |
|
|
2,700 |
|
|
|
2,700 |
|
Madison Park Funding XXVII, Ser 2018-27A, Cl A2 |
|
|
|
|
|
|
|
|
6.929%, TSFR3M + 1.612%, 04/20/2030 (B)(D) |
|
|
1,550 |
|
|
|
1,538 |
|
Madison Park Funding XXXVII, Ser 2021-37A, Cl AR |
|
|
|
|
|
|
|
|
6.646%, TSFR3M + 1.332%, 07/15/2033 (B)(D) |
|
|
260 |
|
|
|
260 |
|
Magnetite XII, Ser 2024-12A, Cl AR4 |
|
|
|
|
|
|
|
|
6.472%, TSFR3M + 1.150%, 10/15/2031 (B)(D) |
|
|
2,800 |
|
|
|
2,800 |
|
Magnetite XIV-R, Ser 2018-14RA, Cl A1 |
|
|
|
|
|
|
|
|
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D) |
|
|
278 |
|
|
|
279 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.140%, TSFR1M + 1.814%, 11/15/2035 (B)(D) |
|
|
436 |
|
|
|
436 |
|
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
6.521%, TSFR1M + 1.194%, 10/16/2036 (B)(D) |
|
|
481 |
|
|
|
478 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.676%, TSFR1M + 1.350%, 02/19/2037 (B)(D) |
|
|
2,313 |
|
|
|
2,298 |
|
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
|
724 |
|
|
|
708 |
|
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA |
|
|
|
|
|
|
|
|
7.060%, 02/26/2029 (B)(D) |
|
|
610 |
|
|
|
559 |
|
MVW, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (D) |
|
|
159 |
|
|
|
148 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
7.040%, TSFR1M + 1.714%, 10/15/2031 (B)(D) |
|
|
205 |
|
|
|
206 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
7.590%, TSFR1M + 2.264%, 12/15/2045 (B)(D) |
|
|
140 |
|
|
|
141 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (D) |
|
|
146 |
|
|
|
143 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (D) |
|
|
8 |
|
|
|
8 |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (D) |
|
|
1,009 |
|
|
|
979 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (D) |
|
$ |
340 |
|
|
$ |
330 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (D) |
|
|
570 |
|
|
|
548 |
|
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (D) |
|
|
854 |
|
|
|
808 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (D) |
|
|
1,282 |
|
|
|
1,199 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
114 |
|
|
|
104 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (D) |
|
|
480 |
|
|
|
433 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (D) |
|
|
76 |
|
|
|
67 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (D) |
|
|
209 |
|
|
|
182 |
|
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (D) |
|
|
883 |
|
|
|
776 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (D) |
|
|
1,194 |
|
|
|
1,032 |
|
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (D) |
|
|
790 |
|
|
|
675 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (D) |
|
|
189 |
|
|
|
165 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (D) |
|
|
575 |
|
|
|
507 |
|
Navient Student Loan Trust, Ser 2014-1, Cl A3 |
|
|
|
|
|
|
|
|
5.945%, SOFR30A + 0.624%, 06/25/2031 (B) |
|
|
1,506 |
|
|
|
1,487 |
|
Navient Student Loan Trust, Ser 2016-2A, Cl A3 |
|
|
|
|
|
|
|
|
6.935%, SOFR30A + 1.614%, 06/25/2065 (B)(D) |
|
|
914 |
|
|
|
923 |
|
Navient Student Loan Trust, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.585%, SOFR30A + 1.264%, 07/26/2066 (B)(D) |
|
|
686 |
|
|
|
691 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.485%, SOFR30A + 1.164%, 07/26/2066 (B)(D) |
|
$ |
2,412 |
|
|
$ |
2,419 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (D) |
|
|
230 |
|
|
|
221 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (D) |
|
|
339 |
|
|
|
291 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (D) |
|
|
819 |
|
|
|
713 |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (D) |
|
|
316 |
|
|
|
320 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
5.803%, SOFR90A + 0.442%, 10/27/2036 (B) |
|
|
262 |
|
|
|
258 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
5.783%, SOFR90A + 0.422%, 01/25/2037 (B) |
|
|
403 |
|
|
|
399 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
5.733%, SOFR90A + 0.372%, 10/25/2033 (B) |
|
|
1,556 |
|
|
|
1,539 |
|
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
5.715%, SOFR90A + 0.362%, 03/23/2037 (B) |
|
|
1,181 |
|
|
|
1,168 |
|
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
5.735%, SOFR90A + 0.382%, 12/24/2035 (B) |
|
|
1,144 |
|
|
|
1,129 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.795%, SOFR90A + 0.442%, 03/22/2032 (B) |
|
|
201 |
|
|
|
194 |
|
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.385%, SOFR30A + 1.064%, 11/25/2048 (B)(D) |
|
|
1,754 |
|
|
|
1,748 |
|
Nelnet Student Loan Trust, Ser 2019-5, Cl A |
|
|
|
|
|
|
|
|
2.530%, 10/25/2067 (D) |
|
|
487 |
|
|
|
444 |
|
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.360%, 04/20/2062 (D) |
|
|
356 |
|
|
|
322 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (D) |
|
|
688 |
|
|
|
624 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Neuberger Berman CLO XX, Ser 2021-20A, Cl ARR |
|
|
|
|
|
|
|
|
6.736%, TSFR3M + 1.422%, 07/15/2034 (B)(D) |
|
$ |
530 |
|
|
$ |
530 |
|
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl A1 |
|
|
|
|
|
|
|
|
6.701%, TSFR3M + 1.392%, 10/19/2031 (B)(D) |
|
|
415 |
|
|
|
416 |
|
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1 |
|
|
|
|
|
|
|
|
2.410%, 10/20/2061 (D) |
|
|
1,103 |
|
|
|
927 |
|
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.850%, 11/20/2050 (D) |
|
|
1,060 |
|
|
|
983 |
|
Octagon 53, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.606%, TSFR3M + 1.292%, 04/15/2034 (B)(D) |
|
|
3,750 |
|
|
|
3,729 |
|
Octagon 66, Ser 2023-1A, Cl A1R |
|
|
|
|
|
|
|
|
7.076%, TSFR3M + 1.750%, 11/16/2036 (B)(D) |
|
|
1,350 |
|
|
|
1,358 |
|
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
6.526%, TSFR3M + 1.212%, 07/15/2029 (B)(D) |
|
|
1,526 |
|
|
|
1,526 |
|
Octane Receivables Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.870%, 05/21/2029 (D) |
|
|
521 |
|
|
|
521 |
|
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2 |
|
|
|
|
|
|
|
|
6.641%, 10/15/2037 (B) |
|
|
375 |
|
|
|
342 |
|
Owl Rock CLO III, Ser 2024-3A, Cl AR |
|
|
|
|
|
|
|
|
0.000%, 04/20/2036 (B)(D)(H) |
|
|
1,180 |
|
|
|
1,180 |
|
Palmer Square CLO, Ser 2022-5A, Cl A |
|
|
|
|
|
|
|
|
7.318%, TSFR3M + 2.000%, 10/20/2035 (B)(D) |
|
|
400 |
|
|
|
401 |
|
Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR |
|
|
|
|
|
|
|
|
6.721%, TSFR3M + 1.400%, 04/15/2031 (B)(D) |
|
|
2,270 |
|
|
|
2,269 |
|
Rad CLO 22, Ser 2023-22A, Cl A1 |
|
|
|
|
|
|
|
|
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D) |
|
|
1,580 |
|
|
|
1,592 |
|
Regatta XII Funding, Ser 2021-1A, Cl BR |
|
|
|
|
|
|
|
|
7.176%, TSFR3M + 1.862%, 10/15/2032 (B)(D) |
|
|
2,500 |
|
|
|
2,508 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.681%, TSFR3M + 1.362%, 08/20/2032 (B)(D) |
|
|
3,150 |
|
|
|
3,150 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
556 |
|
|
|
523 |
|
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
|
|
|
|
|
|
|
|
2.938%, 03/10/2032 |
|
|
854 |
|
|
|
770 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
|
|
|
|
|
|
|
|
4.262%, 09/10/2032 |
|
$ |
434 |
|
|
$ |
416 |
|
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.976%, TSFR3M + 1.662%, 04/15/2031 (B)(D) |
|
|
215 |
|
|
|
215 |
|
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 09/20/2038 (D) |
|
|
207 |
|
|
|
194 |
|
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 |
|
|
|
|
|
|
|
|
5.901%, TSFR3M + 0.572%, 12/15/2038 (B) |
|
|
701 |
|
|
|
690 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
6.815%, SOFR90A + 1.462%, 12/15/2033 (B)(D) |
|
|
1,273 |
|
|
|
1,256 |
|
SLM Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.793%, SOFR90A + 0.432%, 07/25/2040 (B) |
|
|
2,494 |
|
|
|
2,425 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
5.783%, SOFR90A + 0.422%, 01/25/2041 (B) |
|
|
1,621 |
|
|
|
1,567 |
|
SLM Student Loan Trust, Ser 2007-7, Cl B |
|
|
|
|
|
|
|
|
6.373%, SOFR90A + 1.012%, 10/27/2070 (B) |
|
|
1,050 |
|
|
|
971 |
|
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
6.823%, SOFR90A + 1.462%, 01/25/2083 (B) |
|
|
685 |
|
|
|
656 |
|
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
6.823%, SOFR90A + 1.462%, 04/26/2083 (B) |
|
|
685 |
|
|
|
655 |
|
SLM Student Loan Trust, Ser 2008-4, Cl A4 |
|
|
|
|
|
|
|
|
7.273%, SOFR90A + 1.912%, 07/25/2022 (B) |
|
|
333 |
|
|
|
334 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 04/25/2073 (B) |
|
|
685 |
|
|
|
688 |
|
SLM Student Loan Trust, Ser 2008-5, Cl A4 |
|
|
|
|
|
|
|
|
7.323%, SOFR90A + 1.962%, 07/25/2023 (B) |
|
|
54 |
|
|
|
54 |
|
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/25/2073 (B) |
|
|
685 |
|
|
|
680 |
|
SLM Student Loan Trust, Ser 2008-6, Cl A4 |
|
|
|
|
|
|
|
|
6.723%, SOFR90A + 1.362%, 07/25/2023 (B) |
|
|
1,869 |
|
|
|
1,854 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
685 |
|
|
|
649 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
7.473%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
$ |
685 |
|
|
$ |
644 |
|
SLM Student Loan Trust, Ser 2021-10A, Cl A4 |
|
|
|
|
|
|
|
|
6.285%, SOFR90A + 0.931%, 12/17/2068 (B)(D) |
|
|
664 |
|
|
|
656 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (D) |
|
|
76 |
|
|
|
75 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
6.540%, TSFR1M + 1.214%, 09/15/2034 (B)(D) |
|
|
67 |
|
|
|
67 |
|
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A |
|
|
|
|
|
|
|
|
1.290%, 07/15/2053 (D) |
|
|
104 |
|
|
|
95 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
871 |
|
|
|
794 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
|
|
|
|
|
|
|
|
1.590%, 01/15/2053 (D) |
|
|
367 |
|
|
|
328 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (D) |
|
|
1,071 |
|
|
|
944 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (D) |
|
|
1,790 |
|
|
|
1,623 |
|
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (D) |
|
|
526 |
|
|
|
473 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051 (D) |
|
|
686 |
|
|
|
621 |
|
SMB Private Education Loan Trust, Ser 2024-A, Cl A1B |
|
|
|
|
|
|
|
|
6.769%, SOFR30A + 1.450%, 03/15/2056 (B)(D) |
|
|
727 |
|
|
|
728 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (D) |
|
|
72 |
|
|
|
71 |
|
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (D) |
|
|
73 |
|
|
|
67 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (D) |
|
|
612 |
|
|
|
521 |
|
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
6.944%, TSFR1M + 1.614%, 01/25/2036 (B) |
|
|
489 |
|
|
|
489 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Stack Infrastructure Issuer, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.877%, 03/26/2046 (D) |
|
$ |
2,775 |
|
|
$ |
2,559 |
|
Storm King Park CLO, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
7.364%, TSFR3M + 2.050%, 10/15/2035 (B)(D) |
|
|
250 |
|
|
|
251 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
5.994%, TSFR1M + 0.664%, 09/25/2034 (B) |
|
|
315 |
|
|
|
298 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 |
|
|
|
|
|
|
|
|
5.864%, TSFR1M + 0.534%, 02/25/2037 (B) |
|
|
1,829 |
|
|
|
1,763 |
|
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.520%, TSFR1M + 1.194%, 07/15/2038 (B)(D) |
|
|
21 |
|
|
|
21 |
|
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.460%, 01/30/2052 (D) |
|
|
628 |
|
|
|
526 |
|
Symphony CLO 40, Ser 2023-40A, Cl A1 |
|
|
|
|
|
|
|
|
6.984%, TSFR3M + 1.640%, 01/14/2034 (B)(D) |
|
|
1,530 |
|
|
|
1,535 |
|
T-Mobile US Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.910%, 05/22/2028 (D) |
|
|
684 |
|
|
|
681 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (D) |
|
|
2,073 |
|
|
|
2,073 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
7.279%, TSFR3M + 1.962%, 07/21/2034 (B)(D) |
|
|
3,445 |
|
|
|
3,457 |
|
United States Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
147 |
|
|
|
134 |
|
United States Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
250 |
|
|
|
218 |
|
United States Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
|
473 |
|
|
|
441 |
|
United States Small Business Administration, Ser 2022-25F, Cl 1 |
|
|
|
|
|
|
|
|
4.010%, 06/01/2047 |
|
|
695 |
|
|
|
652 |
|
United States Small Business Administration, Ser 2022-25G, Cl 1 |
|
|
|
|
|
|
|
|
3.930%, 07/01/2047 |
|
|
4,570 |
|
|
|
4,261 |
|
United States Small Business Administration, Ser 2022-25H, Cl 1 |
|
|
|
|
|
|
|
|
3.800%, 08/01/2047 |
|
|
2,652 |
|
|
|
2,445 |
|
United States Small Business Administration, Ser 2024-25C, Cl 1 |
|
|
|
|
|
|
|
|
4.970%, 03/01/2049 |
|
|
480 |
|
|
|
478 |
|
Venture 41 CLO, Ser 2021-41A, Cl A1N |
|
|
|
|
|
|
|
|
6.909%, TSFR3M + 1.592%, 01/20/2034 (B)(D) |
|
|
800 |
|
|
|
800 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
$ |
610 |
|
|
$ |
591 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
1,001 |
|
|
|
979 |
|
Verizon Master Trust, Ser 2022-6, Cl A |
|
|
|
|
|
|
|
|
3.670%, 01/22/2029 |
|
|
768 |
|
|
|
752 |
|
Verizon Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.490%, 01/22/2029 |
|
|
2,664 |
|
|
|
2,633 |
|
Verizon Master Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
4.890%, 04/13/2028 |
|
|
434 |
|
|
|
432 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
1,987 |
|
|
|
1,990 |
|
Verizon Master Trust, Ser 2023-6, Cl A |
|
|
|
|
|
|
|
|
5.350%, 09/22/2031 (D) |
|
|
2,530 |
|
|
|
2,578 |
|
Verizon Master Trust, Ser 2023-7, Cl A1A |
|
|
|
|
|
|
|
|
5.670%, 11/20/2029 |
|
|
1,410 |
|
|
|
1,433 |
|
Verizon Master Trust, Ser 2024-1, Cl A1A |
|
|
|
|
|
|
|
|
5.000%, 12/20/2028 |
|
|
2,142 |
|
|
|
2,135 |
|
Verizon Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
4.830%, 12/22/2031 (D) |
|
|
1,378 |
|
|
|
1,377 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
5.734%, TSFR1M + 0.404%, 07/25/2036 (B) |
|
|
3,679 |
|
|
|
3,619 |
|
WISE CLO, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
7.161%, TSFR3M + 1.800%, 01/15/2037 (B)(D) |
|
|
460 |
|
|
|
463 |
|
| |
|
|
|
|
|
|
190,768 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $294,217) ($ Thousands) |
|
|
|
|
|
|
289,470 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.9% |
| |
|
|
|
|
|
|
|
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
9.125%, 11/26/2049 |
|
|
240 |
|
|
|
203 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 07/09/2041(C) |
|
|
1,460 |
|
|
|
589 |
|
1.000%, 07/09/2029 |
|
|
203 |
|
|
|
109 |
|
0.750%, 07/09/2030(C) |
|
|
832 |
|
|
|
436 |
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032(D) |
|
|
339 |
|
|
|
326 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 01/14/2050 |
|
|
740 |
|
|
|
554 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
660 |
|
|
|
522 |
|
5.000%, 06/15/2045 |
|
|
830 |
|
|
|
601 |
|
4.125%, 02/22/2042 |
|
|
680 |
|
|
|
459 |
|
3.250%, 04/22/2032 |
|
|
970 |
|
|
|
754 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Export Finance & Insurance |
|
|
|
|
|
|
|
|
4.625%, 10/26/2027(D) |
|
$ |
1,079 |
|
|
$ |
1,081 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(D)(F) |
|
|
350 |
|
|
|
335 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 03/12/2054 |
|
|
313 |
|
|
|
300 |
|
5.500%, 03/12/2034 |
|
|
2,012 |
|
|
|
1,986 |
|
4.500%, 01/17/2033 |
|
|
651 |
|
|
|
605 |
|
3.875%, 07/03/2050 |
|
|
236 |
|
|
|
174 |
|
3.375%, 01/15/2050 |
|
|
280 |
|
|
|
188 |
|
2.750%, 07/03/2030 |
|
|
470 |
|
|
|
404 |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.125%, 06/15/2033 |
|
|
290 |
|
|
|
261 |
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 02/28/2028(D) |
|
|
200 |
|
|
|
190 |
|
6.300%, 01/23/2034(D) |
|
|
960 |
|
|
|
783 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.400%, 05/07/2054 |
|
|
309 |
|
|
|
308 |
|
6.050%, 01/11/2040 |
|
|
1,210 |
|
|
|
1,194 |
|
4.750%, 03/08/2044 |
|
|
10,080 |
|
|
|
8,390 |
|
4.600%, 01/23/2046 |
|
|
267 |
|
|
|
215 |
|
4.600%, 02/10/2048 |
|
|
277 |
|
|
|
221 |
|
3.750%, 01/11/2028 |
|
|
390 |
|
|
|
370 |
|
3.500%, 02/12/2034 |
|
|
1,008 |
|
|
|
838 |
|
3.250%, 04/16/2030 |
|
|
221 |
|
|
|
197 |
|
2.659%, 05/24/2031 |
|
|
6,100 |
|
|
|
5,089 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
7.143%, 02/23/2030(D) |
|
|
240 |
|
|
|
218 |
|
6.500%, 11/28/2027(D) |
|
|
220 |
|
|
|
206 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
8.000%, 03/01/2038 |
|
|
216 |
|
|
|
226 |
|
6.853%, 03/28/2054 |
|
|
387 |
|
|
|
351 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.400%, 03/30/2050(D) |
|
|
342 |
|
|
|
301 |
|
3.849%, 06/28/2033(D) |
|
|
350 |
|
|
|
305 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 11/18/2050(F) |
|
|
340 |
|
|
|
338 |
|
2.783%, 01/23/2031 |
|
|
300 |
|
|
|
257 |
|
2.780%, 12/01/2060 |
|
|
430 |
|
|
|
247 |
|
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2037(C)(D) |
|
|
3,303 |
|
|
|
1,346 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031(D) |
|
|
200 |
|
|
|
205 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $35,767) ($ Thousands) |
|
|
31,682 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 0.7% |
Ali Group |
|
|
|
|
|
|
|
|
7.445%, 07/30/2029 (B) |
|
$ |
401 |
|
|
$ |
401 |
|
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.180%, CME Term SOFR + 3.750%, 05/12/2028 (B) |
|
|
1,162 |
|
|
|
1,160 |
|
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, 08/17/2028 (B) |
|
|
551 |
|
|
|
553 |
|
AMWINS Group Inc. |
|
|
|
|
|
|
|
|
8.080%, 02/19/2028 |
|
|
119 |
|
|
|
119 |
|
APi Group, Term Loan |
|
|
|
|
|
|
|
|
7.692%, 10/01/2026 |
|
|
309 |
|
|
|
310 |
|
Asurion |
|
|
|
|
|
|
|
|
9.676%, 08/19/2028 (B) |
|
|
552 |
|
|
|
532 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, LIBOR + 3.250%, 12/23/2026 (B) |
|
|
322 |
|
|
|
315 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, 07/31/2027 (B) |
|
|
369 |
|
|
|
353 |
|
Athena Helath Group, Initial Term Loan |
|
|
|
|
|
|
|
|
8.580%, 02/15/2029 (B) |
|
|
855 |
|
|
|
846 |
|
Avolon TLB |
|
|
|
|
|
|
|
|
7.329%, 06/22/2028 |
|
|
123 |
|
|
|
123 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.180%, CME Term SOFR + 2.750%, 06/07/2028 (B) |
|
|
564 |
|
|
|
564 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (B) |
|
|
1,060 |
|
|
|
1,060 |
|
Caesars Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.663%, 02/06/2030 (B) |
|
|
69 |
|
|
|
69 |
|
Castlelake Avia |
|
|
|
|
|
|
|
|
7.829%, 10/22/2026 (B) |
|
|
392 |
|
|
|
392 |
|
Charter Communications Operating, Term Loan B4, 1st Lien |
|
|
|
|
|
|
|
|
7.329%, 12/07/2030 |
|
|
613 |
|
|
|
606 |
|
Citadel Securities, Term Loan |
|
|
|
|
|
|
|
|
7.577%, 07/29/2030 (B) |
|
|
558 |
|
|
|
557 |
|
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.330%, 05/06/2030 (B) |
|
|
259 |
|
|
|
260 |
|
Cotiviti Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/21/2031 (H)(I) |
|
|
1,660 |
|
|
|
1,656 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.330%, CME Term SOFR + 4.000%, 10/16/2026 (B) |
|
|
1,200 |
|
|
|
1,193 |
|
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.098%, CME Term SOFR + 3.750%, 04/09/2027 (B) |
|
|
780 |
|
|
|
776 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Entain PLC |
|
|
|
|
|
|
|
|
7.909%, 03/29/2027 |
|
$ |
115 |
|
|
$ |
115 |
|
First Eagle |
|
|
|
|
|
|
|
|
8.334%, 02/22/2029 |
|
|
249 |
|
|
|
247 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.698%, 11/25/2030 (B) |
|
|
978 |
|
|
|
977 |
|
Focus Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, 06/30/2028 |
|
|
778 |
|
|
|
775 |
|
Four Season Hot, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.321%, 11/30/2029 |
|
|
399 |
|
|
|
399 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (B) |
|
|
1,319 |
|
|
|
1,259 |
|
Garda Security, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.583%, 02/01/2029 |
|
|
268 |
|
|
|
268 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
7.816%, 05/31/2027 |
|
|
32 |
|
|
|
32 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.459%, CME Term SOFR + 2.000%, 11/15/2027 (B) |
|
|
108 |
|
|
|
105 |
|
GTCR W Merger Sub LLC |
|
|
|
|
|
|
|
|
8.309%, 01/31/2031 (B) |
|
|
1,330 |
|
|
|
1,334 |
|
Harbor Freight Tools USA, Inc |
|
|
|
|
|
|
|
|
8.195%, 10/19/2027 |
|
|
634 |
|
|
|
634 |
|
Icon Public Limited Company |
|
|
|
|
|
|
|
|
7.302%, 07/03/2028 |
|
|
426 |
|
|
|
427 |
|
KKR Apple Bidco, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.195%, 09/22/2028 (B) |
|
|
405 |
|
|
|
404 |
|
PCI Gaming Authority, Term B Facility Loan |
|
|
|
|
|
|
|
|
7.945%, 05/29/2026 (B) |
|
|
382 |
|
|
|
382 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.180%, CME Term SOFR + 3.750%, 02/01/2028 (B) |
|
|
888 |
|
|
|
886 |
|
Phoenix Guarantor, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.577%, 02/21/2031 |
|
|
1,151 |
|
|
|
1,135 |
|
PRA Health Sciences, Inc. |
|
|
|
|
|
|
|
|
7.321%, 07/03/2028 |
|
|
106 |
|
|
|
106 |
|
Project Sky, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.333%, 10/08/2028 (B) |
|
|
245 |
|
|
|
244 |
|
Scientific Games/Light & Wonder |
|
|
|
|
|
|
|
|
8.075%, 04/14/2029 (B) |
|
|
887 |
|
|
|
887 |
|
Setanta Aircraft |
|
|
|
|
|
|
|
|
7.564%, 11/05/2028 |
|
|
1,060 |
|
|
|
1,062 |
|
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.195%, 12/11/2026 (B) |
|
|
1,050 |
|
|
|
1,044 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (B) |
|
|
770 |
|
|
|
761 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
UFC Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, 04/29/2026 |
|
$ |
817 |
|
|
$ |
818 |
|
VFH Parent, Initial Term Loan |
|
|
|
|
|
|
|
|
8.430%, 01/13/2029 (B) |
|
|
393 |
|
|
|
392 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.940%, CME Term SOFR + 2.500%, 01/31/2028 (B) |
|
|
144 |
|
|
|
142 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $26,780) ($ Thousands) |
|
|
|
|
|
|
26,680 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.6% |
FHLB |
|
|
|
|
|
|
|
|
5.300%, 05/22/2024 |
|
|
11,820 |
|
|
|
11,799 |
|
1.250%, 09/30/2031(C) |
|
|
1,455 |
|
|
|
1,230 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029(A) |
|
|
1,213 |
|
|
|
942 |
|
FNMA |
|
|
|
|
|
|
|
|
1.900%, 01/25/2036 |
|
|
1,343 |
|
|
|
988 |
|
1.520%, 08/21/2035 |
|
|
1,498 |
|
|
|
1,064 |
|
0.000%, 11/15/2030(A) |
|
|
3,564 |
|
|
|
2,647 |
|
Resolution Funding Interest |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(A) |
|
|
905 |
|
|
|
694 |
|
Resolution Funding Principal |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(A) |
|
|
1,660 |
|
|
|
1,257 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $22,662) ($ Thousands) |
|
|
20,621 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.3% |
California — 0.1% |
|
|
|
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.374%, 11/01/2035 |
|
|
635 |
|
|
|
499 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
650 |
|
|
|
519 |
|
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
740 |
|
|
|
509 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,527 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
1,040 |
|
|
|
1,183 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Nevada — 0.0% |
|
|
|
|
Clark County, Department of Aviation, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
$ |
728 |
|
|
$ |
861 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York and New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
505 |
|
|
|
452 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
2.000%, 08/01/2035 |
|
|
1,000 |
|
|
|
742 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB |
|
|
|
|
|
|
|
|
2.400%, 11/01/2032 |
|
|
610 |
|
|
|
506 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
325 |
|
|
|
331 |
|
New York State, Dormitory Authority, RB |
|
|
|
|
|
|
|
|
5.628%, 03/15/2039 |
|
|
400 |
|
|
|
410 |
|
5.289%, 03/15/2033 |
|
|
850 |
|
|
|
855 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,296 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
433 |
|
|
|
388 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.0% |
|
|
|
|
Board of Regents of the University of Texas System, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
295 |
|
|
|
189 |
|
North Texas, Tollway Authority, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
632 |
|
|
|
746 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
935 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, RB |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
480 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $9,740) ($ Thousands) |
|
|
|
|
|
|
8,484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 3.9% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.340% **†(J) |
|
|
143,869,249 |
|
|
$ |
143,892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $143,887) ($ Thousands) |
|
|
143,892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 6.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
239,206,337 |
|
|
|
239,206 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $239,206) ($ Thousands) |
|
|
|
|
|
|
239,206 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $606) ($ Thousands) |
|
|
|
|
|
$ |
364 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 117.2% |
|
|
|
|
|
|
|
|
(Cost $4,470,680) ($ Thousands) |
|
$ |
4,293,971 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $715) ($ Thousands) |
|
|
|
|
|
$ |
(411 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2024, 3 Month SOFR OPT Apr24P 94.75 |
|
|
172 |
|
|
$ |
40,742 |
|
|
$ |
94.75 |
|
|
|
4/20/2024 |
|
|
$ |
2 |
|
December 2024, 3 Month SOFR OPT Dec24P 95.5 |
|
|
102 |
|
|
|
24,352 |
|
|
|
95.50 |
|
|
|
12/21/2024 |
|
|
|
84 |
|
April 2024, U.S. 5 Year Future Option |
|
|
137 |
|
|
|
14,556 |
|
|
|
106.25 |
|
|
|
4/20/2024 |
|
|
|
5 |
|
April 2024, U.S. 5 Year Future Option |
|
|
274 |
|
|
|
29,181 |
|
|
|
106.50 |
|
|
|
4/20/2024 |
|
|
|
24 |
|
April 2024, U.S. 6-7 Year Future Option |
|
|
597 |
|
|
|
65,670 |
|
|
|
110.00 |
|
|
|
4/20/2024 |
|
|
|
75 |
|
USD Put/AUD Call |
|
|
6,771,678 |
|
|
|
4,528 |
|
|
|
0.67 |
|
|
|
4/20/2024 |
|
|
|
3 |
|
USD Put/JPY Call |
|
|
7,350,000 |
|
|
|
1,054,137 |
|
|
|
143.42 |
|
|
|
4/20/2024 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,233,166 |
|
|
|
|
|
|
|
|
|
|
|
197 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2024, U.S. 5 Year Future Option |
|
|
274 |
|
|
|
29,455 |
|
|
|
107.50 |
|
|
|
4/20/2024 |
|
|
|
32 |
|
April 2024, U.S. 5 Year Future Option |
|
|
137 |
|
|
|
14,762 |
|
|
|
107.75 |
|
|
|
4/20/2024 |
|
|
|
9 |
|
May 2024, U.S. 5 Year Future Option |
|
|
269 |
|
|
|
29,052 |
|
|
|
108.00 |
|
|
|
4/20/2024 |
|
|
|
42 |
|
April 2024, U.S. 6-7 Year Future Option |
|
|
597 |
|
|
|
66,566 |
|
|
|
111.50 |
|
|
|
4/20/2024 |
|
|
|
84 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
139,835 |
|
|
|
|
|
|
|
|
|
|
|
167 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
1,373,001 |
|
|
|
|
|
|
|
|
|
|
$ |
364 |
|
WRITTEN OPTIONS — (0.0)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24C 95 |
|
|
(102 |
) |
|
$ |
(24,225 |
) |
|
|
95.00 |
|
|
|
12/21/2024 |
|
|
$ |
(27 |
) |
April 2024, U.S. 5 Year Future Option |
|
|
(137 |
) |
|
|
(14,659 |
) |
|
|
107.00 |
|
|
|
04/20/2024 |
|
|
|
(35 |
) |
April 2024, U.S. 6-7 Year Future Option |
|
|
(199 |
) |
|
|
(22,039 |
) |
|
|
110.75 |
|
|
|
04/20/2024 |
|
|
|
(75 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(60,923 |
) |
|
|
|
|
|
|
|
|
|
|
(137 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24C 97.13 |
|
|
(102 |
) |
|
|
(24,767 |
) |
|
|
97.13 |
|
|
|
12/21/2024 |
|
|
|
(13 |
) |
September 2024, 3 Month SOFR OPT Sep24C 96.88 |
|
|
(118 |
) |
|
|
(28,578 |
) |
|
|
96.88 |
|
|
|
09/21/2024 |
|
|
|
(7 |
) |
September 2024, 3 Month SOFR OPT Sep24C 97 |
|
|
(189 |
) |
|
|
(45,833 |
) |
|
|
97.00 |
|
|
|
09/21/2024 |
|
|
|
(11 |
) |
April 2024, U.S. 5 Year Future Option |
|
|
(137 |
) |
|
|
(14,659 |
) |
|
|
107.00 |
|
|
|
04/20/2024 |
|
|
|
(38 |
) |
June 2024, U.S. 5 Year Future Option |
|
|
(359 |
) |
|
|
(38,772 |
) |
|
|
108.00 |
|
|
|
05/18/2024 |
|
|
|
(121 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Continued)
A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows: |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
WRITTEN OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2024, U.S. 6-7 Year Future Option |
|
|
(199 |
) |
|
$ |
(22,039 |
) |
|
$ |
110.75 |
|
|
|
04/20/2024 |
|
|
$ |
(84 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(174,648 |
) |
|
|
|
|
|
|
|
|
|
|
(274 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(235,571 |
) |
|
|
|
|
|
|
|
|
|
$ |
(411 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
265 |
|
|
|
Mar-2025 |
|
|
$ |
63,513 |
|
|
$ |
63,223 |
|
|
$ |
(290 |
) |
3 Month SOFR |
|
|
335 |
|
|
|
Mar-2026 |
|
|
|
80,444 |
|
|
|
80,605 |
|
|
|
161 |
|
Euro-OAT |
|
|
82 |
|
|
|
Jun-2024 |
|
|
|
11,292 |
|
|
|
11,351 |
|
|
|
96 |
|
U.S. 2-Year Treasury Note |
|
|
2,207 |
|
|
|
Jun-2024 |
|
|
|
451,775 |
|
|
|
451,297 |
|
|
|
(478 |
) |
U.S. 5-Year Treasury Note |
|
|
2,244 |
|
|
|
Jun-2024 |
|
|
|
239,808 |
|
|
|
240,142 |
|
|
|
334 |
|
U.S. 10-Year Treasury Note |
|
|
439 |
|
|
|
Jun-2024 |
|
|
|
48,754 |
|
|
|
48,640 |
|
|
|
(114 |
) |
U.S. 10-Year Treasury Note |
|
|
171 |
|
|
|
Jun-2024 |
|
|
|
18,847 |
|
|
|
18,946 |
|
|
|
99 |
|
U.S. Long Treasury Bond |
|
|
216 |
|
|
|
Jun-2024 |
|
|
|
25,573 |
|
|
|
26,014 |
|
|
|
441 |
|
U.S. Ultra Long Treasury Bond |
|
|
573 |
|
|
|
Jun-2024 |
|
|
|
72,776 |
|
|
|
73,917 |
|
|
|
1,141 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
18 |
|
|
|
Jun-2024 |
|
|
|
2,052 |
|
|
|
2,063 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
|
|
|
|
1,014,834 |
|
|
|
1,016,198 |
|
|
|
1,401 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bund |
|
|
(81) |
|
|
|
Jun-2024 |
|
|
$ |
(11,602 |
) |
|
$ |
(11,668 |
) |
|
$ |
(104 |
) |
Euro-Buxl |
|
|
(4) |
|
|
|
Jun-2024 |
|
|
|
(572 |
) |
|
|
(586 |
) |
|
|
(16 |
) |
U.S. 10-Year Treasury Note |
|
|
(15) |
|
|
|
Jun-2024 |
|
|
|
(1,674 |
) |
|
|
(1,662 |
) |
|
|
12 |
|
U.S. Long Treasury Bond |
|
|
(151) |
|
|
|
Jun-2024 |
|
|
|
(17,924 |
) |
|
|
(18,186 |
) |
|
|
(262 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(812) |
|
|
|
Jun-2024 |
|
|
|
(92,466 |
) |
|
|
(93,063 |
) |
|
|
(597 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(124,238 |
) |
|
|
(125,165 |
) |
|
|
(967 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
890,596 |
|
|
$ |
891,033 |
|
|
$ |
434 |
|
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
3,490 |
|
|
|
EUR |
|
|
|
3,202 |
|
|
$ |
(30 |
) |
BNP Paribas |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
4,127 |
|
|
|
NOK |
|
|
|
46,790 |
|
|
|
(144 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
622 |
|
|
|
IDR |
|
|
|
9,637,997 |
|
|
|
(14 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
CAD |
|
|
|
1,860 |
|
|
|
USD |
|
|
|
1,392 |
|
|
|
17 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
JPY |
|
|
|
3,130 |
|
|
|
USD |
|
|
|
21 |
|
|
|
1 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
3,904 |
|
|
|
USD |
|
|
|
4,977 |
|
|
|
46 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
3,966 |
|
|
|
EUR |
|
|
|
3,599 |
|
|
|
(76 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
7,060 |
|
|
|
AUD |
|
|
|
10,529 |
|
|
|
(188 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
5,200 |
|
|
|
USD |
|
|
|
5,662 |
|
|
|
42 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
2,850 |
|
|
|
USD |
|
|
|
3,072 |
|
|
|
(8 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
9,035 |
|
|
|
BRL |
|
|
|
45,522 |
|
|
|
43 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
IDR |
|
|
|
8,878,452 |
|
|
|
USD |
|
|
|
566 |
|
|
|
7 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
102 |
|
|
|
EUR |
|
|
|
93 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
3,220 |
|
|
|
USD |
|
|
|
3,502 |
|
|
|
22 |
|
SEI Institutional Managed Trust
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,420 |
|
|
|
CHF |
|
|
|
1,280 |
|
|
$ |
4 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
5,160 |
|
|
|
CHF |
|
|
|
4,570 |
|
|
|
(75 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
CHF |
|
|
|
10,984 |
|
|
|
USD |
|
|
|
12,499 |
|
|
|
276 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
CAD |
|
|
|
2,550 |
|
|
|
USD |
|
|
|
1,890 |
|
|
|
5 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
CAD |
|
|
|
3,600 |
|
|
|
USD |
|
|
|
2,654 |
|
|
|
(7 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
8,597 |
|
|
|
CAD |
|
|
|
11,511 |
|
|
|
(88 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
16,833 |
|
|
|
JPY |
|
|
|
2,401,276 |
|
|
|
(919 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
CNH |
|
|
|
60,232 |
|
|
|
USD |
|
|
|
8,466 |
|
|
|
163 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
JPY |
|
|
|
366,170 |
|
|
|
USD |
|
|
|
2,507 |
|
|
|
80 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
IDR |
|
|
|
759,546 |
|
|
|
USD |
|
|
|
49 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(843 |
) |
A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:
Interest Rate Swap |
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Citigroup Global Markets |
|
|
10.2375 |
|
|
|
BRL-CDI |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
70,430 |
|
|
$ |
(157 |
) |
|
$ |
– |
|
|
$ |
(157 |
) |
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
FIXED 3.52% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
7,131 |
|
|
$ |
104 |
|
|
$ |
– |
|
|
$ |
104 |
|
3.87% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
02/28/2031 |
|
|
|
USD |
|
|
|
48,920 |
|
|
|
(121 |
) |
|
|
(133 |
) |
|
|
12 |
|
3.15% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
15,462 |
|
|
|
1,365 |
|
|
|
676 |
|
|
|
689 |
|
1.52% FIXED |
|
|
USD-SOFR-COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
5,559 |
|
|
|
1,874 |
|
|
|
(60 |
) |
|
|
1,934 |
|
3.05% FIXED |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
10,834 |
|
|
|
1,127 |
|
|
|
492 |
|
|
|
635 |
|
0.026% FIXED |
|
|
USD-SOFR-OIS-COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
9,739 |
|
|
|
1,700 |
|
|
|
905 |
|
|
|
795 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
6,049 |
|
|
$ |
1,880 |
|
|
$ |
4,169 |
|
Credit Default Swap - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-CDX.NA.HY.4206 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
7,974 |
|
|
$ |
(578 |
) |
|
$ |
(559 |
) |
|
$ |
(19 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-NA.IG.4206 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
108,087 |
|
|
$ |
2,441 |
|
|
$ |
2,380 |
|
|
$ |
61 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Core Fixed Income Fund (Concluded)
|
Percentages are based on Net Assets of $3,664,967 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Zero coupon security. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $473,455 ($ Thousands), representing 12.9% of the Net Assets of the Fund. |
(E) |
Interest rate represents the security's effective yield at the time of purchase. |
(F) |
Certain securities or partial positions of certain securities are on loan at March 31, 2024. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
No interest rate available. |
(I) |
Unsettled bank loan. Interest rate may not be available. |
(J) |
This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of March 31, 2024 was $143,892 ($ Thousands). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
1,487,700 |
|
|
|
– |
|
|
|
1,487,700 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
1,052,336 |
|
|
|
– |
|
|
|
1,052,336 |
|
Corporate Obligations |
|
|
– |
|
|
|
993,536 |
|
|
|
– |
|
|
|
993,536 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
289,470 |
|
|
|
– |
|
|
|
289,470 |
|
Sovereign Debt |
|
|
– |
|
|
|
31,682 |
|
|
|
– |
|
|
|
31,682 |
|
Loan Participations |
|
|
– |
|
|
|
26,680 |
|
|
|
– |
|
|
|
26,680 |
|
U.S. Government Agency Obligations |
|
|
– |
|
|
|
20,621 |
|
|
|
– |
|
|
|
20,621 |
|
Municipal Bonds |
|
|
– |
|
|
|
8,484 |
|
|
|
– |
|
|
|
8,484 |
|
Affiliated Partnership |
|
|
– |
|
|
|
143,892 |
|
|
|
– |
|
|
|
143,892 |
|
Cash Equivalent |
|
|
239,206 |
|
|
|
– |
|
|
|
– |
|
|
|
239,206 |
|
Purchased Options |
|
|
364 |
|
|
|
– |
|
|
|
– |
|
|
|
364 |
|
Total Investments in Securities |
|
|
239,570 |
|
|
|
4,054,401 |
|
|
|
– |
|
|
|
4,293,971 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(411 |
) |
|
|
– |
|
|
|
– |
|
|
|
(411 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
2,295 |
|
|
|
– |
|
|
|
– |
|
|
|
2,295 |
|
Unrealized Depreciation |
|
|
(1,861 |
) |
|
|
– |
|
|
|
– |
|
|
|
(1,861 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
707 |
|
|
|
– |
|
|
|
707 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,550 |
) |
|
|
– |
|
|
|
(1,550 |
) |
OTC Swap |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swap* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(157 |
) |
|
|
– |
|
|
|
(157 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
4,169 |
|
|
|
– |
|
|
|
4,169 |
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
61 |
|
|
|
– |
|
|
|
61 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
Total Other Financial Instruments |
|
|
23 |
|
|
|
3,211 |
|
|
|
– |
|
|
|
3,234 |
|
|
*
|
Futures contracts, forward contracts and swaps contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
53,339 |
|
|
$ |
680,513 |
|
|
$ |
(589,895 |
) |
|
$ |
1 |
|
|
$ |
(66 |
) |
|
$ |
143,892 |
|
|
$ |
200 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
241,390 |
|
|
|
1,687,076 |
|
|
|
(1,689,260 |
) |
|
|
— |
|
|
|
— |
|
|
|
239,206 |
|
|
|
2,516 |
|
|
|
— |
|
Totals |
|
$ |
294,729 |
|
|
$ |
2,367,589 |
|
|
$ |
(2,279,155 |
) |
|
$ |
1 |
|
|
$ |
(66 |
) |
|
$ |
383,098 |
|
|
$ |
2,716 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 75.6% |
Communication Services — 9.5% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
$ |
380 |
|
|
$ |
297 |
|
5.500%, 01/15/2028 (A) |
|
|
340 |
|
|
|
242 |
|
5.500%, 10/15/2029 (A) |
|
|
937 |
|
|
|
636 |
|
5.125%, 07/15/2029 (A) |
|
|
1,249 |
|
|
|
844 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
3,550 |
|
|
|
1,328 |
|
AMC Networks |
|
|
|
|
|
|
|
|
4.750%, 08/01/2025 |
|
|
876 |
|
|
|
875 |
|
ANGI Group |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
2,622 |
|
|
|
2,276 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B)(C) |
|
|
3,784 |
|
|
|
123 |
|
6.500%, 05/01/2027 (A)(B)(C) |
|
|
1,717 |
|
|
|
56 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
4,200 |
|
|
|
2,506 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
250 |
|
|
|
255 |
|
C&W Senior Finance |
|
|
|
|
|
|
|
|
6.875%, 09/15/2027 (A) |
|
|
569 |
|
|
|
537 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
7.375%, 03/01/2031 (A) |
|
|
1,165 |
|
|
|
1,143 |
|
5.375%, 06/01/2029 (A) |
|
|
1,088 |
|
|
|
996 |
|
5.125%, 05/01/2027 (A) |
|
|
4,089 |
|
|
|
3,896 |
|
5.000%, 02/01/2028 (A) |
|
|
2,254 |
|
|
|
2,098 |
|
4.750%, 03/01/2030 (A) |
|
|
1,720 |
|
|
|
1,477 |
|
4.750%, 02/01/2032 (A) |
|
|
62 |
|
|
|
51 |
|
4.500%, 08/15/2030 (A) |
|
|
4,962 |
|
|
|
4,158 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 05/01/2032 |
|
$ |
2,260 |
|
|
$ |
1,816 |
|
4.250%, 02/01/2031 (A) |
|
|
4,134 |
|
|
|
3,376 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.384%, 10/23/2035 |
|
|
1,350 |
|
|
|
1,334 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
8.750%, 05/01/2025 (A) |
|
|
96 |
|
|
|
96 |
|
5.250%, 07/15/2028 (A) |
|
|
140 |
|
|
|
133 |
|
Clear Channel Outdoor Holdings Inc |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (A) |
|
|
120 |
|
|
|
125 |
|
7.750%, 04/15/2028 (A) |
|
|
295 |
|
|
|
258 |
|
7.500%, 06/01/2029 (A) |
|
|
539 |
|
|
|
446 |
|
5.125%, 08/15/2027 (A) |
|
|
2,132 |
|
|
|
2,010 |
|
Consolidated Communications |
|
|
|
|
|
|
|
|
6.500%, 10/01/2028 (A) |
|
|
1,950 |
|
|
|
1,703 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
3,115 |
|
|
|
2,086 |
|
7.375%, 07/01/2028 |
|
|
405 |
|
|
|
195 |
|
5.875%, 11/15/2024 |
|
|
4,351 |
|
|
|
4,169 |
|
5.750%, 12/01/2028 (A) |
|
|
1,040 |
|
|
|
715 |
|
5.250%, 12/01/2026 (A) |
|
|
1,970 |
|
|
|
1,551 |
|
5.125%, 06/01/2029 |
|
|
1,085 |
|
|
|
452 |
|
Frontier Communications Holdings |
|
|
|
|
|
|
|
|
8.750%, 05/15/2030 (A) |
|
|
211 |
|
|
|
216 |
|
6.750%, 05/01/2029 (A) |
|
|
896 |
|
|
|
799 |
|
6.000%, 01/15/2030 (A) |
|
|
93 |
|
|
|
79 |
|
5.875%, 10/15/2027 (A) |
|
|
2,505 |
|
|
|
2,425 |
|
5.875%, 11/01/2029 |
|
|
102 |
|
|
|
86 |
|
5.000%, 05/01/2028 (A) |
|
|
695 |
|
|
|
645 |
|
Gannett Holdings |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
138 |
|
|
|
126 |
|
Gray Television |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 (A) |
|
|
130 |
|
|
|
121 |
|
5.875%, 07/15/2026 (A) |
|
|
876 |
|
|
|
853 |
|
5.375%, 11/15/2031 (A) |
|
|
4,419 |
|
|
|
2,898 |
|
4.750%, 10/15/2030 (A) |
|
|
4,788 |
|
|
|
3,140 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
595 |
|
|
|
333 |
|
6.375%, 05/01/2026 |
|
|
2,278 |
|
|
|
1,943 |
|
5.250%, 08/15/2027 (A) |
|
|
300 |
|
|
|
218 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
1,482 |
|
|
|
1,377 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 |
|
|
1,280 |
|
|
|
1,331 |
|
10.750%, 12/15/2030 (A) |
|
|
400 |
|
|
|
410 |
|
10.500%, 04/15/2029 (A) |
|
|
1,615 |
|
|
|
1,647 |
|
10.500%, 05/15/2030 (A) |
|
|
1,534 |
|
|
|
1,569 |
|
4.625%, 09/15/2027 (A) |
|
|
2,105 |
|
|
|
1,400 |
|
4.500%, 04/01/2030 (A) |
|
|
775 |
|
|
|
480 |
|
4.250%, 07/01/2028 (A) |
|
|
843 |
|
|
|
396 |
|
3.875%, 10/15/2030 (A) |
|
|
1,290 |
|
|
|
761 |
|
3.750%, 07/15/2029 (A) |
|
|
1,975 |
|
|
|
879 |
|
3.625%, 01/15/2029 (A) |
|
|
1,430 |
|
|
|
756 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
$ |
911 |
|
|
$ |
921 |
|
5.625%, 03/15/2026 (A) |
|
|
309 |
|
|
|
306 |
|
4.875%, 11/01/2024 (A) |
|
|
1,832 |
|
|
|
1,820 |
|
4.750%, 10/15/2027 (A) |
|
|
547 |
|
|
|
522 |
|
3.750%, 01/15/2028 (A) |
|
|
668 |
|
|
|
618 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
274 |
|
|
|
258 |
|
5.375%, 06/15/2029 (A) |
|
|
263 |
|
|
|
93 |
|
5.125%, 12/15/2026 (A) |
|
|
1,176 |
|
|
|
800 |
|
4.500%, 01/15/2029 (A) |
|
|
110 |
|
|
|
37 |
|
4.125%, 04/15/2029 (A) |
|
|
300 |
|
|
|
189 |
|
4.125%, 04/15/2030 (A) |
|
|
300 |
|
|
|
186 |
|
4.000%, 02/15/2027 (A) |
|
|
2,002 |
|
|
|
1,240 |
|
News |
|
|
|
|
|
|
|
|
5.125%, 02/15/2032 (A) |
|
|
140 |
|
|
|
131 |
|
3.875%, 05/15/2029 (A) |
|
|
204 |
|
|
|
187 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,000 |
|
|
|
959 |
|
4.750%, 11/01/2028 (A) |
|
|
2,465 |
|
|
|
2,246 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.375%, H15T5Y + 3.999%, 03/30/2062 (D) |
|
|
569 |
|
|
|
526 |
|
4.950%, 01/15/2031 |
|
|
569 |
|
|
|
506 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
854 |
|
|
|
824 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
1,957 |
|
|
|
1,637 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
2,278 |
|
|
|
1,811 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
215 |
|
|
|
195 |
|
4.125%, 12/01/2030 (A) |
|
|
100 |
|
|
|
73 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
|
1,059 |
|
|
|
1,009 |
|
5.000%, 08/01/2027 (A) |
|
|
3,415 |
|
|
|
3,286 |
|
4.125%, 07/01/2030 (A) |
|
|
85 |
|
|
|
74 |
|
4.000%, 07/15/2028 (A) |
|
|
612 |
|
|
|
560 |
|
3.125%, 09/01/2026 (A) |
|
|
501 |
|
|
|
469 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
2,645 |
|
|
|
1,253 |
|
Stagwell Global |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
363 |
|
|
|
330 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.750%, 03/15/2026 (A) |
|
|
1,771 |
|
|
|
1,736 |
|
4.625%, 03/15/2028 |
|
|
2,040 |
|
|
|
1,866 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
1,482 |
|
|
|
593 |
|
5.625%, 12/06/2026 (A) |
|
|
3,305 |
|
|
|
1,652 |
|
United States Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
|
420 |
|
|
|
412 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
$ |
4,075 |
|
|
$ |
3,458 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
2,295 |
|
|
|
1,943 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
925 |
|
|
|
647 |
|
4.375%, 04/15/2029 (A) |
|
|
430 |
|
|
|
296 |
|
Windstream Escrow |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
3,160 |
|
|
|
2,925 |
|
Zayo Group Holdings Inc |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
8,399 |
|
|
|
6,914 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,655 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 14.9% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
1,360 |
|
|
|
1,286 |
|
3.875%, 01/15/2028 (A) |
|
|
1,630 |
|
|
|
1,532 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,310 |
|
|
|
1,290 |
|
Adient Global Holdings Ltd |
|
|
|
|
|
|
|
|
8.250%, 04/15/2031 (A) |
|
|
262 |
|
|
|
277 |
|
7.000%, 04/15/2028 (A) |
|
|
17 |
|
|
|
17 |
|
4.875%, 08/15/2026 (A) |
|
|
2,195 |
|
|
|
2,140 |
|
Adtalem Global Education |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
1,461 |
|
|
|
1,399 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
1,599 |
|
|
|
1,281 |
|
5.000%, 01/15/2028 (A) |
|
|
2,571 |
|
|
|
2,116 |
|
Amer Sports |
|
|
|
|
|
|
|
|
6.750%, 02/16/2031 (A) |
|
|
1,159 |
|
|
|
1,156 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.875%, 07/01/2028 |
|
|
488 |
|
|
|
486 |
|
6.500%, 04/01/2027 |
|
|
305 |
|
|
|
304 |
|
6.250%, 03/15/2026 |
|
|
60 |
|
|
|
60 |
|
5.000%, 10/01/2029 |
|
|
112 |
|
|
|
101 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
287 |
|
|
|
277 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
1,011 |
|
|
|
933 |
|
4.500%, 03/01/2028 |
|
|
1,661 |
|
|
|
1,581 |
|
Ashton Woods USA |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
2,072 |
|
|
|
2,080 |
|
4.625%, 04/01/2030 (A) |
|
|
620 |
|
|
|
567 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.000%, 03/31/2029 (A) |
|
|
1,675 |
|
|
|
1,705 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(E)(F) |
|
|
2,750 |
|
|
|
– |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
370 |
|
|
|
368 |
|
7.500%, 06/15/2029 |
|
|
271 |
|
|
|
281 |
|
6.875%, 11/01/2035 |
|
|
964 |
|
|
|
985 |
|
6.750%, 07/01/2036 |
|
|
2,590 |
|
|
|
2,616 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.625%, 10/01/2030 (A) |
|
$ |
1,669 |
|
|
$ |
1,705 |
|
5.250%, 02/01/2028 |
|
|
349 |
|
|
|
342 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
6.250%, 09/15/2027 (A) |
|
|
884 |
|
|
|
865 |
|
5.000%, 06/15/2029 (A) |
|
|
135 |
|
|
|
122 |
|
4.875%, 02/15/2030 (A) |
|
|
1,800 |
|
|
|
1,615 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
8.125%, 07/01/2027 (A) |
|
|
430 |
|
|
|
441 |
|
7.000%, 02/15/2030 (A) |
|
|
2,150 |
|
|
|
2,207 |
|
6.500%, 02/15/2032 (A) |
|
|
210 |
|
|
|
212 |
|
4.625%, 10/15/2029 (A) |
|
|
1,029 |
|
|
|
938 |
|
Carnival |
|
|
|
|
|
|
|
|
7.000%, 08/15/2029 (A) |
|
|
102 |
|
|
|
107 |
|
6.000%, 05/01/2029 (A) |
|
|
4,644 |
|
|
|
4,582 |
|
5.750%, 03/01/2027 (A) |
|
|
1,348 |
|
|
|
1,334 |
|
4.000%, 08/01/2028 (A) |
|
|
1,403 |
|
|
|
1,307 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
1,359 |
|
|
|
1,483 |
|
Carvana, Strike Price Fixed |
|
|
|
|
|
|
|
|
14.000% cash/0% PIK, 06/01/2031 (A) |
|
|
808 |
|
|
|
812 |
|
12.000% cash/0% PIK, 12/01/2028 (A) |
|
|
1,232 |
|
|
|
1,204 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
514 |
|
|
|
509 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.375%, 04/15/2027 |
|
|
140 |
|
|
|
138 |
|
5.250%, 07/15/2029 |
|
|
295 |
|
|
|
280 |
|
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
|
3,925 |
|
|
|
3,931 |
|
6.750%, 05/15/2025 (A) |
|
|
576 |
|
|
|
576 |
|
6.750%, 05/15/2028 (A) |
|
|
203 |
|
|
|
206 |
|
6.250%, 05/15/2026 (A) |
|
|
486 |
|
|
|
486 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
4,100 |
|
|
|
2,717 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.500% cash/0% PIK, 03/31/2027 (A) |
|
|
1,578 |
|
|
|
1,704 |
|
5.625% cash/0% PIK, 05/15/2027 (A) |
|
|
970 |
|
|
|
726 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
|
2,399 |
|
|
|
2,377 |
|
7.500%, 04/01/2028 (A) |
|
|
330 |
|
|
|
222 |
|
6.500%, 02/01/2029 (A) |
|
|
2,235 |
|
|
|
1,894 |
|
5.750%, 01/15/2030 (A) |
|
|
2,064 |
|
|
|
1,092 |
|
4.625%, 12/01/2030 (A) |
|
|
1,370 |
|
|
|
696 |
|
4.500%, 11/15/2031 (A) |
|
|
299 |
|
|
|
212 |
|
3.375%, 02/15/2031 (A) |
|
|
463 |
|
|
|
315 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
205 |
|
|
|
200 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
1,993 |
|
|
|
55 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
2,955 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
DirecTV Financing |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
$ |
1,130 |
|
|
$ |
1,127 |
|
5.875%, 08/15/2027 (A) |
|
|
2,291 |
|
|
|
2,168 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
5,034 |
|
|
|
5,139 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
880 |
|
|
|
782 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
12.000%, 11/30/2028 (A) |
|
|
1,515 |
|
|
|
1,610 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
2,690 |
|
|
|
2,497 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
9.000%, 05/15/2028 (A) |
|
|
402 |
|
|
|
414 |
|
Everi Holdings |
|
|
|
|
|
|
|
|
5.000%, 07/15/2029 (A) |
|
|
1,423 |
|
|
|
1,410 |
|
Fertitta Entertainment |
|
|
|
|
|
|
|
|
4.625%, 01/15/2029 (A) |
|
|
1,408 |
|
|
|
1,291 |
|
Fontainebleau Las Vegas Holdings |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B) |
|
|
3,108 |
|
|
|
– |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.200%, 06/10/2030 |
|
|
200 |
|
|
|
212 |
|
6.950%, 03/06/2026 |
|
|
200 |
|
|
|
204 |
|
6.950%, 06/10/2026 |
|
|
200 |
|
|
|
204 |
|
6.800%, 05/12/2028 |
|
|
200 |
|
|
|
208 |
|
4.687%, 06/09/2025 |
|
|
655 |
|
|
|
646 |
|
4.542%, 08/01/2026 |
|
|
730 |
|
|
|
709 |
|
3.815%, 11/02/2027 |
|
|
300 |
|
|
|
281 |
|
3.375%, 11/13/2025 |
|
|
200 |
|
|
|
192 |
|
2.700%, 08/10/2026 |
|
|
200 |
|
|
|
187 |
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
715 |
|
|
|
697 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
883 |
|
|
|
812 |
|
GCI |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
639 |
|
|
|
586 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
122 |
|
|
|
112 |
|
5.250%, 07/15/2031 |
|
|
304 |
|
|
|
277 |
|
5.000%, 07/15/2029 |
|
|
327 |
|
|
|
305 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
1,865 |
|
|
|
1,694 |
|
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
|
87 |
|
|
|
89 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (A) |
|
|
1,224 |
|
|
|
1,229 |
|
5.875%, 04/01/2029 (A) |
|
|
87 |
|
|
|
87 |
|
5.750%, 05/01/2028 (A) |
|
|
246 |
|
|
|
246 |
|
4.875%, 01/15/2030 |
|
|
50 |
|
|
|
48 |
|
4.000%, 05/01/2031 (A) |
|
|
4,170 |
|
|
|
3,727 |
|
3.750%, 05/01/2029 (A) |
|
|
1,159 |
|
|
|
1,063 |
|
International Game Technology |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
1,685 |
|
|
|
1,628 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 04/15/2026 (A) |
|
$ |
604 |
|
|
$ |
586 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
1,835 |
|
|
|
1,777 |
|
Jaguar Land Rover Automotive |
|
|
|
|
|
|
|
|
5.500%, 07/15/2029 (A) |
|
|
1,485 |
|
|
|
1,429 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
1,474 |
|
|
|
1,525 |
|
LBM Acquisition |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
1,272 |
|
|
|
1,193 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,094 |
|
|
|
1,006 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
1,015 |
|
|
|
953 |
|
LGI Homes |
|
|
|
|
|
|
|
|
8.750%, 12/15/2028 (A) |
|
|
1,530 |
|
|
|
1,614 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
5,150 |
|
|
|
3,155 |
|
Life Time |
|
|
|
|
|
|
|
|
5.750%, 01/15/2026 (A) |
|
|
1,175 |
|
|
|
1,166 |
|
Lions Gate Capital Holdings |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
1,155 |
|
|
|
884 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
3.875%, 06/01/2029 (A) |
|
|
341 |
|
|
|
307 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
1,970 |
|
|
|
1,856 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 |
|
|
176 |
|
|
|
176 |
|
5.750%, 06/15/2025 |
|
|
674 |
|
|
|
673 |
|
4.750%, 10/15/2028 |
|
|
1,391 |
|
|
|
1,323 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
5.375%, 08/15/2027 (A) |
|
|
472 |
|
|
|
448 |
|
Midwest Gaming Borrower |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,227 |
|
|
|
1,136 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(E) |
|
|
5,936 |
|
|
|
– |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
271 |
|
|
|
256 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.875%, 04/01/2036 |
|
|
70 |
|
|
|
62 |
|
6.625%, 09/15/2029 |
|
|
70 |
|
|
|
68 |
|
6.375%, 09/15/2027 |
|
|
200 |
|
|
|
197 |
|
5.700%, 04/01/2026 |
|
|
420 |
|
|
|
412 |
|
Nordstrom |
|
|
|
|
|
|
|
|
4.375%, 04/01/2030 |
|
|
563 |
|
|
|
510 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
1,230 |
|
|
|
646 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
1,085 |
|
|
|
1,056 |
|
4.750%, 02/15/2028 (A) |
|
|
1,335 |
|
|
|
1,250 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
348 |
|
|
|
355 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
$ |
3,330 |
|
|
$ |
2,965 |
|
4.375%, 09/01/2028 |
|
|
250 |
|
|
|
200 |
|
Radiate Holdco |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
540 |
|
|
|
257 |
|
4.500%, 09/15/2026 (A) |
|
|
3,765 |
|
|
|
2,994 |
|
Raptor Acquisition |
|
|
|
|
|
|
|
|
4.875%, 11/01/2026 (A) |
|
|
233 |
|
|
|
224 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
1,255 |
|
|
|
1,100 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
9.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
241 |
|
8.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
238 |
|
7.250%, 01/15/2030 (A) |
|
|
165 |
|
|
|
172 |
|
6.250%, 03/15/2032 (A) |
|
|
1,327 |
|
|
|
1,338 |
|
Service International |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 |
|
|
460 |
|
|
|
477 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 04/01/2029 |
|
|
825 |
|
|
|
778 |
|
Shutterfly Finance |
|
|
|
|
|
|
|
|
9.750%, 10/01/2027 (A) |
|
|
83 |
|
|
|
83 |
|
8.500% cash/0% PIK, 10/01/2027 (A) |
|
|
528 |
|
|
|
417 |
|
Six Flags Entertainment |
|
|
|
|
|
|
|
|
7.250%, 05/15/2031 (A) |
|
|
1,706 |
|
|
|
1,728 |
|
5.500%, 04/15/2027 (A) |
|
|
20 |
|
|
|
20 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A) |
|
|
82 |
|
|
|
82 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
249 |
|
|
|
223 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
2,394 |
|
|
|
2,378 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
1,040 |
|
|
|
1,061 |
|
6.000%, 12/01/2029 (A) |
|
|
1,039 |
|
|
|
1,061 |
|
4.625%, 07/01/2028 (A) |
|
|
342 |
|
|
|
344 |
|
Staples |
|
|
|
|
|
|
|
|
10.750%, 04/15/2027 (A) |
|
|
3,544 |
|
|
|
3,369 |
|
7.500%, 04/15/2026 (A) |
|
|
2,721 |
|
|
|
2,655 |
|
Station Casinos |
|
|
|
|
|
|
|
|
6.625%, 03/15/2032 (A) |
|
|
1,380 |
|
|
|
1,394 |
|
4.500%, 02/15/2028 (A) |
|
|
585 |
|
|
|
551 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
2,410 |
|
|
|
1,663 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
1,295 |
|
|
|
1,139 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
202 |
|
|
|
187 |
|
Taylor Morrison Communities |
|
|
|
|
|
|
|
|
5.125%, 08/01/2030 (A) |
|
|
1,768 |
|
|
|
1,688 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
2,600 |
|
|
|
2,439 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
$ |
540 |
|
|
$ |
490 |
|
3.875%, 10/15/2031 (A) |
|
|
1,356 |
|
|
|
1,152 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,028 |
|
|
|
1,147 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (A) |
|
|
1,530 |
|
|
|
1,559 |
|
7.375%, 06/30/2030 (A) |
|
|
326 |
|
|
|
322 |
|
6.625%, 06/01/2027 (A) |
|
|
5 |
|
|
|
5 |
|
4.500%, 05/01/2029 (A) |
|
|
810 |
|
|
|
724 |
|
Vail Resorts |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (A) |
|
|
701 |
|
|
|
701 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
2,566 |
|
|
|
2,105 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
5.875%, 09/15/2027 (A) |
|
|
2,030 |
|
|
|
1,992 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
493 |
|
|
|
417 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (A) |
|
|
170 |
|
|
|
157 |
|
4.500%, 08/15/2030 (A) |
|
|
480 |
|
|
|
414 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
1,612 |
|
|
|
1,479 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
408 |
|
|
|
409 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
1,156 |
|
|
|
1,196 |
|
White Cap Parent |
|
|
|
|
|
|
|
|
8.250% cash/0% PIK, 03/15/2026 (A) |
|
|
1,765 |
|
|
|
1,763 |
|
Wolverine World Wide |
|
|
|
|
|
|
|
|
4.000%, 08/15/2029 (A) |
|
|
2,562 |
|
|
|
2,056 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
1,410 |
|
|
|
557 |
|
Wynn Las Vegas |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 (A) |
|
|
790 |
|
|
|
774 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
1,095 |
|
|
|
1,000 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
758 |
|
|
|
785 |
|
5.125%, 10/01/2029 (A) |
|
|
394 |
|
|
|
373 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
6.875%, 11/15/2037 |
|
|
850 |
|
|
|
935 |
|
5.375%, 04/01/2032 |
|
|
1,443 |
|
|
|
1,396 |
|
3.625%, 03/15/2031 |
|
|
1,915 |
|
|
|
1,695 |
|
Ziggo Bond BV |
|
|
|
|
|
|
|
|
6.000%, 01/15/2027 (A) |
|
|
363 |
|
|
|
358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
179,858 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.6% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
5.875%, 02/15/2028 (A) |
|
|
130 |
|
|
|
129 |
|
4.875%, 02/15/2030 (A) |
|
|
3,320 |
|
|
|
3,159 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.625%, 01/15/2027 (A) |
|
$ |
876 |
|
|
$ |
848 |
|
3.500%, 03/15/2029 (A) |
|
|
463 |
|
|
|
415 |
|
3.250%, 03/15/2026 (A) |
|
|
201 |
|
|
|
191 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
350 |
|
|
|
339 |
|
4.125%, 10/15/2030 |
|
|
242 |
|
|
|
217 |
|
4.125%, 04/30/2031 (A) |
|
|
168 |
|
|
|
148 |
|
Chobani |
|
|
|
|
|
|
|
|
7.625%, 07/01/2029 (A) |
|
|
588 |
|
|
|
596 |
|
4.625%, 11/15/2028 (A) |
|
|
514 |
|
|
|
479 |
|
Coty |
|
|
|
|
|
|
|
|
6.625%, 07/15/2030 (A) |
|
|
401 |
|
|
|
407 |
|
4.750%, 01/15/2029 (A) |
|
|
1,740 |
|
|
|
1,647 |
|
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
|
315 |
|
|
|
308 |
|
4.125%, 04/01/2029 (A) |
|
|
192 |
|
|
|
176 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2027 (A) |
|
|
133 |
|
|
|
133 |
|
4.750%, 06/15/2028 (A) |
|
|
484 |
|
|
|
448 |
|
4.375%, 03/31/2029 (A) |
|
|
642 |
|
|
|
575 |
|
Fiesta Purchaser |
|
|
|
|
|
|
|
|
7.875%, 03/01/2031 (A) |
|
|
487 |
|
|
|
503 |
|
High Ridge Brands Co. (Escrow Security) |
|
|
|
|
|
|
|
|
8.875%, 03/15/2025 (A)(B) |
|
|
445 |
|
|
|
– |
|
HLF Financing Sarl |
|
|
|
|
|
|
|
|
4.875%, 06/01/2029 (A) |
|
|
2,345 |
|
|
|
1,630 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.125%, 01/31/2030 (A) |
|
|
1,430 |
|
|
|
1,304 |
|
LSF9 Atlantis Holdings |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
|
3,073 |
|
|
|
3,045 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
705 |
|
|
|
770 |
|
8.000%, 05/01/2031 |
|
|
910 |
|
|
|
953 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
50 |
|
|
|
50 |
|
5.500%, 10/15/2027 (A) |
|
|
370 |
|
|
|
363 |
|
4.250%, 08/01/2029 (A) |
|
|
475 |
|
|
|
436 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (A) |
|
|
2,134 |
|
|
|
2,097 |
|
5.500%, 12/15/2029 (A) |
|
|
1,182 |
|
|
|
1,142 |
|
4.625%, 04/15/2030 (A) |
|
|
83 |
|
|
|
76 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A)(B) |
|
|
3,047 |
|
|
|
2,102 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
846 |
|
|
|
563 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
2,802 |
|
|
|
2,690 |
|
Simmons Foods |
|
|
|
|
|
|
|
|
4.625%, 03/01/2029 (A) |
|
|
450 |
|
|
|
398 |
|
Spectrum Brands |
|
|
|
|
|
|
|
|
5.000%, 10/01/2029 (A) |
|
|
100 |
|
|
|
98 |
|
3.875%, 03/15/2031 (A) |
|
|
93 |
|
|
|
90 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
$ |
1,877 |
|
|
$ |
1,710 |
|
US Foods |
|
|
|
|
|
|
|
|
6.875%, 09/15/2028 (A) |
|
|
83 |
|
|
|
85 |
|
4.625%, 06/01/2030 (A) |
|
|
230 |
|
|
|
213 |
|
Walgreens Boots Alliance |
|
|
|
|
|
|
|
|
4.800%, 11/18/2044 |
|
|
910 |
|
|
|
765 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,298 |
|
| |
|
|
|
|
|
|
|
|
Energy — 10.5% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,216 |
|
|
|
1,230 |
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
323 |
|
|
|
330 |
|
5.750%, 03/01/2027 (A) |
|
|
50 |
|
|
|
49 |
|
5.750%, 01/15/2028 (A) |
|
|
300 |
|
|
|
295 |
|
5.375%, 06/15/2029 (A) |
|
|
1,776 |
|
|
|
1,708 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
260 |
|
|
|
270 |
|
7.625%, 02/01/2029 (A) |
|
|
160 |
|
|
|
164 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
2,111 |
|
|
|
1,812 |
|
Archrock Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2027 (A) |
|
|
275 |
|
|
|
276 |
|
6.250%, 04/01/2028 (A) |
|
|
1,079 |
|
|
|
1,067 |
|
Ascent Resources Utica Holdings |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (A) |
|
|
1,978 |
|
|
|
2,032 |
|
7.000%, 11/01/2026 (A) |
|
|
1,301 |
|
|
|
1,304 |
|
5.875%, 06/30/2029 (A) |
|
|
1,110 |
|
|
|
1,059 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (A) |
|
|
325 |
|
|
|
339 |
|
8.500%, 04/30/2030 (A) |
|
|
320 |
|
|
|
334 |
|
7.375%, 03/15/2032 (A) |
|
|
1,380 |
|
|
|
1,394 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
1,371 |
|
|
|
1,379 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
400 |
|
|
|
380 |
|
4.125%, 03/01/2025 (A) |
|
|
230 |
|
|
|
225 |
|
4.125%, 12/01/2027 |
|
|
135 |
|
|
|
127 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
389 |
|
|
|
354 |
|
3.250%, 01/31/2032 |
|
|
260 |
|
|
|
221 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (B)(C)(E) |
|
|
2,515 |
|
|
|
50 |
|
7.000%, 10/01/2024 (B)(E) |
|
|
1,135 |
|
|
|
23 |
|
6.750%, 04/15/2029 (A) |
|
|
1,638 |
|
|
|
1,656 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
379 |
|
|
|
381 |
|
CITGO Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/15/2026 (A) |
|
|
2,025 |
|
|
|
2,031 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.750%, 07/01/2031 (A) |
|
|
1,739 |
|
|
|
1,861 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
8.625%, 11/01/2030 (A) |
|
$ |
2,012 |
|
|
$ |
2,160 |
|
8.375%, 07/01/2028 (A) |
|
|
319 |
|
|
|
336 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
6.750%, 03/01/2029 (A) |
|
|
4,403 |
|
|
|
4,199 |
|
5.875%, 01/15/2030 (A) |
|
|
225 |
|
|
|
204 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
459 |
|
|
|
485 |
|
7.625%, 04/01/2032 (A) |
|
|
154 |
|
|
|
155 |
|
CVR Energy |
|
|
|
|
|
|
|
|
8.500%, 01/15/2029 (A) |
|
|
1,625 |
|
|
|
1,645 |
|
Diamond Foreign Asset |
|
|
|
|
|
|
|
|
8.500%, 10/01/2030 (A) |
|
|
258 |
|
|
|
272 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
103 |
|
|
|
93 |
|
4.125%, 06/15/2029 (A) |
|
|
210 |
|
|
|
193 |
|
Enbridge |
|
|
|
|
|
|
|
|
8.250%, H15T5Y + 3.785%, 01/15/2084 (D) |
|
|
1,615 |
|
|
|
1,681 |
|
Encino Acquisition Partners Holdings |
|
|
|
|
|
|
|
|
8.500%, 05/01/2028 (A) |
|
|
2,521 |
|
|
|
2,548 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
698 |
|
|
|
724 |
|
8.000%, H15T5Y + 4.020%, 05/15/2054 (D) |
|
|
1,572 |
|
|
|
1,649 |
|
7.375%, 02/01/2031 (A) |
|
|
97 |
|
|
|
101 |
|
6.750%, H15T5Y + 5.134%(D)(G) |
|
|
300 |
|
|
|
295 |
|
6.625%, US0003M + 4.155%(D)(G) |
|
|
855 |
|
|
|
798 |
|
6.500%, H15T5Y + 5.694%(D)(G) |
|
|
1,730 |
|
|
|
1,696 |
|
5.500%, 06/01/2027 |
|
|
1,564 |
|
|
|
1,574 |
|
EnLink Midstream |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
1,620 |
|
|
|
1,667 |
|
5.375%, 06/01/2029 |
|
|
2,875 |
|
|
|
2,822 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
5.600%, 04/01/2044 |
|
|
1,695 |
|
|
|
1,509 |
|
5.450%, 06/01/2047 |
|
|
557 |
|
|
|
485 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A)(B) |
|
|
2,139 |
|
|
|
930 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2027 (A) |
|
|
170 |
|
|
|
174 |
|
7.500%, 06/01/2030 (A) |
|
|
139 |
|
|
|
149 |
|
6.500%, 07/01/2027 (A) |
|
|
150 |
|
|
|
152 |
|
6.500%, 07/15/2048 |
|
|
1,735 |
|
|
|
1,740 |
|
6.000%, 07/01/2025 (A) |
|
|
67 |
|
|
|
67 |
|
4.750%, 01/15/2031 (A) |
|
|
1,109 |
|
|
|
1,031 |
|
4.500%, 01/15/2029 (A) |
|
|
1,314 |
|
|
|
1,232 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.875%, 04/15/2030 |
|
|
1,715 |
|
|
|
1,795 |
|
8.250%, 01/15/2029 |
|
|
68 |
|
|
|
70 |
|
8.000%, 01/15/2027 |
|
|
102 |
|
|
|
103 |
|
7.750%, 02/01/2028 |
|
|
315 |
|
|
|
317 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,115 |
|
|
|
1,187 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Gulfport Energy Corp |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
$ |
555 |
|
|
$ |
564 |
|
Gulfport Energy Operating (Escrow Security) |
|
|
|
|
|
|
|
|
6.375%, 05/15/2025 (E) |
|
|
183 |
|
|
|
– |
|
6.375%, 01/15/2026 (B) |
|
|
585 |
|
|
|
1 |
|
6.000%, 10/15/2024 (B) |
|
|
215 |
|
|
|
1 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
1,000 |
|
|
|
1,014 |
|
Hess Midstream Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
340 |
|
|
|
337 |
|
4.250%, 02/15/2030 (A) |
|
|
612 |
|
|
|
563 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
6.250%, 04/15/2032 (A) |
|
|
85 |
|
|
|
84 |
|
6.000%, 04/15/2030 (A) |
|
|
101 |
|
|
|
99 |
|
6.000%, 02/01/2031 (A) |
|
|
1,421 |
|
|
|
1,381 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
210 |
|
|
|
222 |
|
6.750%, 01/15/2027 (A) |
|
|
1,640 |
|
|
|
1,636 |
|
ITT Holdings |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
|
2,505 |
|
|
|
2,286 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
6.625%, 12/15/2028 (A) |
|
|
1,760 |
|
|
|
1,791 |
|
Kodiak Gas Services |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
1,691 |
|
|
|
1,722 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 (A) |
|
|
1,692 |
|
|
|
1,694 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
864 |
|
|
|
891 |
|
7.500%, 01/15/2026 (A) |
|
|
2,026 |
|
|
|
2,024 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
93 |
|
|
|
92 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
8.750%, 03/15/2029 (A) |
|
|
1,200 |
|
|
|
1,195 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
8.375%, 02/15/2032 (A) |
|
|
172 |
|
|
|
176 |
|
8.125%, 02/15/2029 (A) |
|
|
1,798 |
|
|
|
1,842 |
|
Northern Oil & Gas |
|
|
|
|
|
|
|
|
8.750%, 06/15/2031 (A) |
|
|
565 |
|
|
|
597 |
|
8.125%, 03/01/2028 (A) |
|
|
1,084 |
|
|
|
1,100 |
|
Northriver Midstream Finance |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
1,240 |
|
|
|
1,229 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
134 |
|
|
|
135 |
|
6.000%, 06/01/2026 |
|
|
255 |
|
|
|
254 |
|
5.750%, 10/01/2025 |
|
|
119 |
|
|
|
118 |
|
5.625%, 04/28/2027 |
|
|
120 |
|
|
|
119 |
|
PBF Holding |
|
|
|
|
|
|
|
|
7.875%, 09/15/2030 (A) |
|
|
1,610 |
|
|
|
1,670 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
195 |
|
|
|
217 |
|
7.000%, 01/15/2032 (A) |
|
|
1,787 |
|
|
|
1,854 |
|
6.875%, 04/01/2027 (A) |
|
|
150 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
$ |
86 |
|
|
$ |
89 |
|
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
|
310 |
|
|
|
310 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
417 |
|
|
|
434 |
|
4.875%, 05/15/2025 |
|
|
290 |
|
|
|
288 |
|
Rockcliff Energy II |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
|
2,497 |
|
|
|
2,337 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.800%, 05/15/2030 (A) |
|
|
1,428 |
|
|
|
1,320 |
|
Seventy Seven Operating (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 01/15/2020 (B)(E) |
|
|
1,869 |
|
|
|
– |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
1,765 |
|
|
|
1,826 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
73 |
|
|
|
73 |
|
6.500%, 07/15/2028 |
|
|
113 |
|
|
|
113 |
|
5.625%, 06/01/2025 |
|
|
295 |
|
|
|
294 |
|
Solaris Midstream Holdings |
|
|
|
|
|
|
|
|
7.625%, 04/01/2026 (A) |
|
|
1,262 |
|
|
|
1,276 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
170 |
|
|
|
176 |
|
5.375%, 02/01/2029 |
|
|
32 |
|
|
|
31 |
|
5.375%, 03/15/2030 |
|
|
239 |
|
|
|
230 |
|
4.750%, 02/01/2032 |
|
|
38 |
|
|
|
35 |
|
Summit Midstream Holdings |
|
|
|
|
|
|
|
|
12.000%, 10/15/2026 (A) |
|
|
1,388 |
|
|
|
1,390 |
|
Sunoco |
|
|
|
|
|
|
|
|
5.875%, 03/15/2028 |
|
|
1,865 |
|
|
|
1,847 |
|
4.500%, 05/15/2029 |
|
|
983 |
|
|
|
914 |
|
4.500%, 04/30/2030 |
|
|
1,352 |
|
|
|
1,238 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
1,635 |
|
|
|
1,645 |
|
6.000%, 03/01/2027 (A) |
|
|
270 |
|
|
|
266 |
|
6.000%, 12/31/2030 (A) |
|
|
2,365 |
|
|
|
2,246 |
|
6.000%, 09/01/2031 (A) |
|
|
722 |
|
|
|
674 |
|
5.500%, 01/15/2028 (A) |
|
|
1,485 |
|
|
|
1,431 |
|
TerraForm Power Operating |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
3,107 |
|
|
|
2,959 |
|
4.750%, 01/15/2030 (A) |
|
|
375 |
|
|
|
344 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
|
297 |
|
|
|
309 |
|
8.750%, 02/15/2030 (A) |
|
|
1,203 |
|
|
|
1,255 |
|
7.250%, 11/01/2025 (A) |
|
|
1,624 |
|
|
|
1,617 |
|
6.800%, 03/15/2038 |
|
|
2,089 |
|
|
|
1,753 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
58 |
|
|
|
60 |
|
Valaris |
|
|
|
|
|
|
|
|
8.375%, 04/30/2030 (A) |
|
|
129 |
|
|
|
133 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
2,665 |
|
|
|
2,370 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 08/15/2029 (A) |
|
$ |
255 |
|
|
$ |
229 |
|
3.875%, 11/01/2033 (A) |
|
|
1,365 |
|
|
|
1,160 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
1,882 |
|
|
|
2,028 |
|
9.500%, 02/01/2029 (A) |
|
|
140 |
|
|
|
151 |
|
8.125%, 06/01/2028 (A) |
|
|
2,365 |
|
|
|
2,413 |
|
Vital Energy |
|
|
|
|
|
|
|
|
10.125%, 01/15/2028 |
|
|
483 |
|
|
|
507 |
|
9.750%, 10/15/2030 |
|
|
90 |
|
|
|
99 |
|
7.875%, 04/15/2032 (A) |
|
|
138 |
|
|
|
140 |
|
Weatherford International |
|
|
|
|
|
|
|
|
8.625%, 04/30/2030 (A) |
|
|
1,657 |
|
|
|
1,730 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
|
2,061 |
|
|
|
1,844 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
127,231 |
|
| |
|
|
|
|
|
|
|
|
Financials — 7.7% |
|
|
|
|
Acrisure |
|
|
|
|
|
|
|
|
10.125%, 08/01/2026 (A) |
|
|
1,211 |
|
|
|
1,257 |
|
8.250%, 02/01/2029 (A) |
|
|
1,177 |
|
|
|
1,182 |
|
4.250%, 02/15/2029 (A) |
|
|
354 |
|
|
|
320 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,208 |
|
|
|
1,183 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
7.000%, 01/15/2031 (A) |
|
|
3,539 |
|
|
|
3,575 |
|
4.250%, 10/15/2027 (A) |
|
|
476 |
|
|
|
448 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.750%, 06/09/2027 |
|
|
1,401 |
|
|
|
1,361 |
|
AmWINS Group |
|
|
|
|
|
|
|
|
6.375%, 02/15/2029 (A) |
|
|
1,391 |
|
|
|
1,398 |
|
Ardonagh Finco |
|
|
|
|
|
|
|
|
7.750%, 02/15/2031 (A) |
|
|
671 |
|
|
|
668 |
|
Ardonagh Group Finance |
|
|
|
|
|
|
|
|
8.875%, 02/15/2032 (A) |
|
|
584 |
|
|
|
577 |
|
Aretec Group |
|
|
|
|
|
|
|
|
10.000%, 08/15/2030 (A) |
|
|
2,997 |
|
|
|
3,274 |
|
Barclays |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 5.431%(D)(G) |
|
|
883 |
|
|
|
881 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 |
|
|
2,248 |
|
|
|
2,051 |
|
Block |
|
|
|
|
|
|
|
|
3.500%, 06/01/2031 |
|
|
301 |
|
|
|
262 |
|
2.750%, 06/01/2026 |
|
|
140 |
|
|
|
132 |
|
Blue Owl Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
1,587 |
|
|
|
1,495 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.875%, H15T5Y + 3.417%(D)(G) |
|
|
854 |
|
|
|
806 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.375%, 10/01/2028 (A) |
|
|
551 |
|
|
|
472 |
|
Comerica Bank |
|
|
|
|
|
|
|
|
2.500%, 07/23/2024 |
|
|
236 |
|
|
|
233 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (A) |
|
$ |
1,718 |
|
|
$ |
1,711 |
|
Credit Acceptance |
|
|
|
|
|
|
|
|
9.250%, 12/15/2028 (A) |
|
|
1,620 |
|
|
|
1,742 |
|
Encore Capital Group |
|
|
|
|
|
|
|
|
9.250%, 04/01/2029 (A) |
|
|
1,400 |
|
|
|
1,434 |
|
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
4,607 |
|
|
|
3,649 |
|
FirstCash |
|
|
|
|
|
|
|
|
6.875%, 03/01/2032 (A) |
|
|
1,735 |
|
|
|
1,734 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,458 |
|
|
|
1,589 |
|
Freedom Mortgage Holdings |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
1,570 |
|
|
|
1,607 |
|
Genworth Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/15/2034 |
|
|
1,210 |
|
|
|
1,165 |
|
GGAM Finance |
|
|
|
|
|
|
|
|
6.875%, 04/15/2029 (A) |
|
|
488 |
|
|
|
490 |
|
Global Atlantic Finance |
|
|
|
|
|
|
|
|
7.950%, 06/15/2033 (A) |
|
|
889 |
|
|
|
987 |
|
HAT Holdings I |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
957 |
|
|
|
953 |
|
3.750%, 09/15/2030 (A) |
|
|
415 |
|
|
|
349 |
|
3.375%, 06/15/2026 (A) |
|
|
577 |
|
|
|
543 |
|
Howden UK Refinance |
|
|
|
|
|
|
|
|
8.125%, 02/15/2032 (A) |
|
|
292 |
|
|
|
295 |
|
7.250%, 02/15/2031 (A) |
|
|
1,105 |
|
|
|
1,109 |
|
HUB International |
|
|
|
|
|
|
|
|
7.250%, 06/15/2030 (A) |
|
|
1,313 |
|
|
|
1,349 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(D) |
|
|
1,135 |
|
|
|
847 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
5.250%, 10/01/2025 (A) |
|
|
647 |
|
|
|
635 |
|
4.750%, 06/15/2029 (A) |
|
|
3,765 |
|
|
|
3,423 |
|
4.250%, 02/01/2027 (A) |
|
|
608 |
|
|
|
569 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
568 |
|
|
|
545 |
|
4.375%, 05/15/2031 (A) |
|
|
325 |
|
|
|
296 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/26/2031 (A) |
|
|
180 |
|
|
|
183 |
|
6.400%, 03/26/2029 (A) |
|
|
180 |
|
|
|
183 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
2,435 |
|
|
|
2,246 |
|
5.625%, 01/15/2030 (A) |
|
|
1,451 |
|
|
|
1,249 |
|
MPH Acquisition Holdings |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
414 |
|
|
|
327 |
|
5.500%, 09/01/2028 (A) |
|
|
271 |
|
|
|
230 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
140 |
|
|
|
139 |
|
6.000%, 01/15/2027 (A) |
|
|
60 |
|
|
|
59 |
|
5.750%, 11/15/2031 (A) |
|
|
275 |
|
|
|
254 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 08/15/2028 (A) |
|
$ |
2,346 |
|
|
$ |
2,245 |
|
5.125%, 12/15/2030 (A) |
|
|
143 |
|
|
|
130 |
|
5.000%, 02/01/2026 (A) |
|
|
297 |
|
|
|
290 |
|
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
|
568 |
|
|
|
608 |
|
5.500%, 03/15/2029 |
|
|
400 |
|
|
|
372 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
1,440 |
|
|
|
1,192 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
9.000%, 01/15/2029 |
|
|
404 |
|
|
|
429 |
|
7.875%, 03/15/2030 |
|
|
1,595 |
|
|
|
1,645 |
|
6.625%, 01/15/2028 |
|
|
267 |
|
|
|
268 |
|
5.375%, 11/15/2029 |
|
|
3,620 |
|
|
|
3,403 |
|
4.000%, 09/15/2030 |
|
|
1,399 |
|
|
|
1,197 |
|
3.875%, 09/15/2028 |
|
|
253 |
|
|
|
226 |
|
3.500%, 01/15/2027 |
|
|
995 |
|
|
|
924 |
|
Osaic Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
3,187 |
|
|
|
3,295 |
|
Panther Escrow Issuer |
|
|
|
|
|
|
|
|
7.125%, 06/01/2031 (A) |
|
|
3,096 |
|
|
|
3,148 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
7.875%, 12/15/2029 (A) |
|
|
1,579 |
|
|
|
1,623 |
|
5.750%, 09/15/2031 (A) |
|
|
1,606 |
|
|
|
1,490 |
|
4.250%, 02/15/2029 (A) |
|
|
1,980 |
|
|
|
1,806 |
|
PRA Group |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
1,050 |
|
|
|
1,045 |
|
5.000%, 10/01/2029 (A) |
|
|
615 |
|
|
|
518 |
|
Rithm Capital |
|
|
|
|
|
|
|
|
6.250%, 10/15/2025 (A) |
|
|
790 |
|
|
|
783 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 (A) |
|
|
2,067 |
|
|
|
1,751 |
|
3.625%, 03/01/2029 (A) |
|
|
1,182 |
|
|
|
1,063 |
|
2.875%, 10/15/2026 (A) |
|
|
185 |
|
|
|
171 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
3,925 |
|
|
|
3,684 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
7.250%, 04/01/2029 (A) |
|
|
1,628 |
|
|
|
1,641 |
|
4.375%, 01/15/2027 (A) |
|
|
883 |
|
|
|
831 |
|
UniCredit |
|
|
|
|
|
|
|
|
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(D) |
|
|
1,225 |
|
|
|
1,196 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.750%, 06/15/2027 (A) |
|
|
1,374 |
|
|
|
1,336 |
|
5.500%, 11/15/2025 (A) |
|
|
867 |
|
|
|
859 |
|
5.500%, 04/15/2029 (A) |
|
|
142 |
|
|
|
134 |
|
WeWork US |
|
|
|
|
|
|
|
|
15.000% cash/0% PIK, 08/15/2027 (A)(B) |
|
|
1,853 |
|
|
|
185 |
|
11.000% cash/0% PIK, 08/15/2027 (A)(B) |
|
|
2,325 |
|
|
|
140 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
93,094 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Health Care — 6.3% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.000%, 04/15/2029 (A) |
|
$ |
883 |
|
|
$ |
839 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
251 |
|
|
|
228 |
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
2,020 |
|
|
|
1,752 |
|
8.000%, 08/01/2028 (A)(B) |
|
|
535 |
|
|
|
442 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,347 |
|
|
|
1,232 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
564 |
|
|
|
534 |
|
Bausch + Lomb |
|
|
|
|
|
|
|
|
8.375%, 10/01/2028 (A) |
|
|
855 |
|
|
|
885 |
|
Bausch Health |
|
|
|
|
|
|
|
|
11.000%, 09/30/2028 (A) |
|
|
1,213 |
|
|
|
810 |
|
9.000%, 12/15/2025 (A) |
|
|
1,655 |
|
|
|
1,572 |
|
5.750%, 08/15/2027 (A) |
|
|
220 |
|
|
|
127 |
|
5.500%, 11/01/2025 (A) |
|
|
990 |
|
|
|
934 |
|
5.250%, 01/30/2030 (A) |
|
|
75 |
|
|
|
31 |
|
5.250%, 02/15/2031 (A) |
|
|
193 |
|
|
|
79 |
|
5.000%, 01/30/2028 (A) |
|
|
215 |
|
|
|
96 |
|
5.000%, 02/15/2029 (A) |
|
|
445 |
|
|
|
186 |
|
4.875%, 06/01/2028 (A) |
|
|
485 |
|
|
|
265 |
|
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
|
390 |
|
|
|
367 |
|
8.500%, 01/31/2027 (A) |
|
|
444 |
|
|
|
261 |
|
Catalent Pharma Solutions |
|
|
|
|
|
|
|
|
3.500%, 04/01/2030 (A) |
|
|
1,751 |
|
|
|
1,668 |
|
Charles River Laboratories International |
|
|
|
|
|
|
|
|
4.250%, 05/01/2028 (A) |
|
|
1,633 |
|
|
|
1,540 |
|
4.000%, 03/15/2031 (A) |
|
|
1,280 |
|
|
|
1,144 |
|
CHS |
|
|
|
|
|
|
|
|
8.000%, 03/15/2026 (A) |
|
|
1,492 |
|
|
|
1,489 |
|
8.000%, 12/15/2027 (A) |
|
|
810 |
|
|
|
795 |
|
6.125%, 04/01/2030 (A) |
|
|
79 |
|
|
|
57 |
|
6.000%, 01/15/2029 (A) |
|
|
260 |
|
|
|
227 |
|
5.625%, 03/15/2027 (A) |
|
|
3,848 |
|
|
|
3,542 |
|
5.250%, 05/15/2030 (A) |
|
|
282 |
|
|
|
230 |
|
4.750%, 02/15/2031 (A) |
|
|
1,676 |
|
|
|
1,293 |
|
DaVita |
|
|
|
|
|
|
|
|
4.625%, 06/01/2030 (A) |
|
|
1,640 |
|
|
|
1,468 |
|
3.750%, 02/15/2031 (A) |
|
|
453 |
|
|
|
380 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
1,475 |
|
|
|
1,278 |
|
5.000%, 02/15/2030 (A) |
|
|
395 |
|
|
|
323 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
307 |
|
|
|
144 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.625%, 04/01/2031 |
|
|
450 |
|
|
|
409 |
|
4.500%, 02/01/2028 |
|
|
440 |
|
|
|
419 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Endo DAC |
|
|
|
|
|
|
|
|
9.500%, 07/31/2027 (A)(B) |
|
$ |
1,406 |
|
|
$ |
92 |
|
6.000%, 06/30/2028 (A)(B) |
|
|
1,302 |
|
|
|
90 |
|
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (A)(B)(C) |
|
|
1,485 |
|
|
|
965 |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (E) |
|
|
1,825 |
|
|
|
– |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (A) |
|
|
3,448 |
|
|
|
3,276 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
2,088 |
|
|
|
1,727 |
|
HCA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2030 |
|
|
1,065 |
|
|
|
963 |
|
Heartland Dental |
|
|
|
|
|
|
|
|
10.500%, 04/30/2028 (A) |
|
|
1,565 |
|
|
|
1,663 |
|
IQVIA |
|
|
|
|
|
|
|
|
6.500%, 05/15/2030 (A) |
|
|
1,100 |
|
|
|
1,122 |
|
5.000%, 10/15/2026 (A) |
|
|
805 |
|
|
|
788 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
1,225 |
|
|
|
1,309 |
|
9.875%, 08/15/2030 (A) |
|
|
369 |
|
|
|
386 |
|
5.375%, 01/15/2029 (A) |
|
|
564 |
|
|
|
465 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
14.750%, 11/14/2028 (A) |
|
|
319 |
|
|
|
350 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
777 |
|
|
|
781 |
|
3.875%, 04/01/2029 (A) |
|
|
5,189 |
|
|
|
4,723 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
1,166 |
|
|
|
1,096 |
|
3.875%, 11/15/2030 (A) |
|
|
1,845 |
|
|
|
1,640 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
2,725 |
|
|
|
2,498 |
|
Organon |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
2,072 |
|
|
|
1,842 |
|
4.125%, 04/30/2028 (A) |
|
|
781 |
|
|
|
728 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
6.625%, 04/01/2030 (A) |
|
|
185 |
|
|
|
184 |
|
4.500%, 03/31/2029 (A) |
|
|
397 |
|
|
|
363 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (A)(B)(C) |
|
|
1,373 |
|
|
|
900 |
|
Pediatrix Medical Group |
|
|
|
|
|
|
|
|
5.375%, 02/15/2030 (A) |
|
|
1,580 |
|
|
|
1,435 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
3.375%, 08/31/2027 (A) |
|
|
689 |
|
|
|
633 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781%, 02/15/2030 (A) |
|
|
1,577 |
|
|
|
1,270 |
|
8.500%, 01/31/2029 (A) |
|
|
4,940 |
|
|
|
4,584 |
|
Surgery Center Holdings |
|
|
|
|
|
|
|
|
7.250%, 04/15/2032 (A) |
|
|
758 |
|
|
|
764 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 |
|
|
420 |
|
|
|
466 |
|
6.375%, 02/01/2025 (A) |
|
|
2,997 |
|
|
|
2,765 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 (A) |
|
$ |
1,042 |
|
|
$ |
1,061 |
|
6.250%, 02/01/2027 |
|
|
305 |
|
|
|
305 |
|
6.125%, 10/01/2028 |
|
|
375 |
|
|
|
374 |
|
6.125%, 06/15/2030 |
|
|
3,336 |
|
|
|
3,328 |
|
5.125%, 11/01/2027 |
|
|
688 |
|
|
|
673 |
|
4.625%, 06/15/2028 |
|
|
1,299 |
|
|
|
1,237 |
|
4.375%, 01/15/2030 |
|
|
800 |
|
|
|
739 |
|
4.250%, 06/01/2029 |
|
|
1,537 |
|
|
|
1,429 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
76,060 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 8.4% |
|
|
|
|
AAR Escrow Issuer |
|
|
|
|
|
|
|
|
6.750%, 03/15/2029 (A) |
|
|
2,505 |
|
|
|
2,524 |
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
545 |
|
|
|
491 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
858 |
|
|
|
853 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
79 |
|
|
|
79 |
|
4.625%, 06/01/2028 (A) |
|
|
400 |
|
|
|
364 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
210 |
|
|
|
208 |
|
4.750%, 10/01/2027 (A) |
|
|
2,071 |
|
|
|
1,993 |
|
3.750%, 01/30/2031 (A) |
|
|
255 |
|
|
|
222 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.750%, 04/20/2029 (A) |
|
|
3,951 |
|
|
|
3,883 |
|
5.500%, 04/20/2026 (A) |
|
|
750 |
|
|
|
745 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
1,046 |
|
|
|
979 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
|
135 |
|
|
|
124 |
|
API Group DE |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
214 |
|
|
|
193 |
|
Avis Budget Car Rental |
|
|
|
|
|
|
|
|
8.000%, 02/15/2031 (A) |
|
|
1,601 |
|
|
|
1,598 |
|
5.750%, 07/15/2027 (A) |
|
|
280 |
|
|
|
270 |
|
5.375%, 03/01/2029 (A) |
|
|
558 |
|
|
|
520 |
|
4.750%, 04/01/2028 (A) |
|
|
60 |
|
|
|
56 |
|
Beacon Roofing Supply |
|
|
|
|
|
|
|
|
4.500%, 11/15/2026 (A) |
|
|
1,350 |
|
|
|
1,312 |
|
Bombardier |
|
|
|
|
|
|
|
|
8.750%, 11/15/2030 (A) |
|
|
102 |
|
|
|
109 |
|
7.875%, 04/15/2027 (A) |
|
|
1,916 |
|
|
|
1,917 |
|
7.500%, 02/01/2029 (A) |
|
|
853 |
|
|
|
879 |
|
7.250%, 07/01/2031 (A) |
|
|
474 |
|
|
|
475 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 06/15/2032 (A) |
|
|
246 |
|
|
|
250 |
|
6.375%, 03/01/2034 (A) |
|
|
135 |
|
|
|
135 |
|
4.250%, 02/01/2032 (A) |
|
|
2,008 |
|
|
|
1,801 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
1,233 |
|
|
|
1,150 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 04/15/2029 (A) |
|
$ |
1,099 |
|
|
$ |
1,014 |
|
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (A) |
|
|
1,595 |
|
|
|
1,638 |
|
Chart Industries |
|
|
|
|
|
|
|
|
9.500%, 01/01/2031 (A) |
|
|
1,555 |
|
|
|
1,693 |
|
7.500%, 01/01/2030 (A) |
|
|
244 |
|
|
|
254 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
4.875%, 07/15/2027 (A) |
|
|
775 |
|
|
|
752 |
|
Conduent Business Services |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
|
310 |
|
|
|
281 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2029 |
|
|
305 |
|
|
|
319 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
1,353 |
|
|
|
1,270 |
|
EMRLD Borrower |
|
|
|
|
|
|
|
|
6.625%, 12/15/2030 (A) |
|
|
4,299 |
|
|
|
4,340 |
|
Enviri |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
465 |
|
|
|
438 |
|
Esab |
|
|
|
|
|
|
|
|
6.250%, 04/15/2029 (A) |
|
|
154 |
|
|
|
155 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
15 |
|
|
|
13 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
320 |
|
|
|
321 |
|
6.000%, 06/01/2029 (A) |
|
|
242 |
|
|
|
216 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
108 |
|
|
|
111 |
|
5.125%, 12/15/2026 (A) |
|
|
335 |
|
|
|
329 |
|
4.750%, 06/15/2029 (A) |
|
|
891 |
|
|
|
838 |
|
4.375%, 08/15/2029 (A) |
|
|
146 |
|
|
|
134 |
|
4.000%, 08/01/2028 (A) |
|
|
694 |
|
|
|
640 |
|
3.500%, 09/01/2028 (A) |
|
|
1,415 |
|
|
|
1,296 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
175 |
|
|
|
171 |
|
5.625%, 06/01/2029 (A) |
|
|
332 |
|
|
|
305 |
|
GrafTech Finance |
|
|
|
|
|
|
|
|
4.625%, 12/15/2028 (A) |
|
|
955 |
|
|
|
614 |
|
GrafTech Global Enterprises |
|
|
|
|
|
|
|
|
9.875%, 12/15/2028 (A) |
|
|
918 |
|
|
|
681 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
500 |
|
|
|
490 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
2,285 |
|
|
|
2,092 |
|
Hawaiian Brand Intellectual Property |
|
|
|
|
|
|
|
|
5.750%, 01/20/2026 (A) |
|
|
1,776 |
|
|
|
1,667 |
|
Hertz |
|
|
|
|
|
|
|
|
5.000%, 12/01/2029 (A) |
|
|
663 |
|
|
|
513 |
|
4.625%, 12/01/2026 (A) |
|
|
257 |
|
|
|
233 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
7.125%, 08/01/2026 (A)(B) |
|
|
465 |
|
|
|
42 |
|
6.000%, 01/15/2028 (A)(B) |
|
|
450 |
|
|
|
41 |
|
5.500%, 10/15/2024 (A)(B) |
|
|
559 |
|
|
|
18 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Icahn Enterprises |
|
|
|
|
|
|
|
|
6.250%, 05/15/2026 |
|
$ |
883 |
|
|
$ |
852 |
|
5.250%, 05/15/2027 |
|
|
1,145 |
|
|
|
1,035 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.875%, 12/15/2027 (A) |
|
|
250 |
|
|
|
239 |
|
4.625%, 12/15/2025 (A) |
|
|
145 |
|
|
|
142 |
|
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
|
2,197 |
|
|
|
2,092 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
2,400 |
|
|
|
2,196 |
|
4.125%, 06/30/2028 (A) |
|
|
175 |
|
|
|
162 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
433 |
|
|
|
412 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
1,761 |
|
|
|
1,771 |
|
Miter Brands Acquisition Holdco |
|
|
|
|
|
|
|
|
6.750%, 04/01/2032 (A) |
|
|
1,807 |
|
|
|
1,813 |
|
MIWD Holdco II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
221 |
|
|
|
203 |
|
Moog |
|
|
|
|
|
|
|
|
4.250%, 12/15/2027 (A) |
|
|
800 |
|
|
|
753 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
|
2,040 |
|
|
|
1,822 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (A) |
|
|
1,194 |
|
|
|
1,191 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 (A) |
|
|
127 |
|
|
|
130 |
|
6.050%, 04/15/2028 (A) |
|
|
300 |
|
|
|
304 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
7.750%, 03/15/2031 (A) |
|
|
715 |
|
|
|
748 |
|
6.750%, 03/15/2028 (A) |
|
|
780 |
|
|
|
796 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
1,596 |
|
|
|
1,524 |
|
Sensata Technologies |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
945 |
|
|
|
863 |
|
3.750%, 02/15/2031 (A) |
|
|
20 |
|
|
|
17 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,133 |
|
|
|
1,031 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.375%, 11/30/2029 (A) |
|
|
175 |
|
|
|
191 |
|
4.600%, 06/15/2028 |
|
|
809 |
|
|
|
758 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
2,338 |
|
|
|
1,775 |
|
SS&C Technologies |
|
|
|
|
|
|
|
|
5.500%, 09/30/2027 (A) |
|
|
622 |
|
|
|
608 |
|
Standard Industries |
|
|
|
|
|
|
|
|
5.000%, 02/15/2027 (A) |
|
|
1,901 |
|
|
|
1,844 |
|
4.750%, 01/15/2028 (A) |
|
|
798 |
|
|
|
762 |
|
4.375%, 07/15/2030 (A) |
|
|
2,281 |
|
|
|
2,049 |
|
3.375%, 01/15/2031 (A) |
|
|
88 |
|
|
|
74 |
|
Stericycle |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
284 |
|
|
|
257 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
$ |
335 |
|
|
$ |
316 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
1,548 |
|
|
|
1,495 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
5,554 |
|
|
|
5,724 |
|
6.875%, 12/15/2030 (A) |
|
|
1,395 |
|
|
|
1,422 |
|
6.625%, 03/01/2032 (A) |
|
|
240 |
|
|
|
242 |
|
6.375%, 03/01/2029 (A) |
|
|
373 |
|
|
|
374 |
|
TriNet Group |
|
|
|
|
|
|
|
|
7.125%, 08/15/2031 (A) |
|
|
172 |
|
|
|
176 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
102 |
|
|
|
108 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
2,747 |
|
|
|
2,719 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
|
140 |
|
|
|
143 |
|
4.500%, 08/15/2029 (A) |
|
|
254 |
|
|
|
241 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
3,013 |
|
|
|
2,802 |
|
4.375%, 04/15/2026 (A) |
|
|
1,052 |
|
|
|
1,017 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (A) |
|
|
176 |
|
|
|
176 |
|
6.000%, 12/15/2029 (A) |
|
|
1,173 |
|
|
|
1,181 |
|
5.250%, 01/15/2030 |
|
|
1,325 |
|
|
|
1,292 |
|
4.000%, 07/15/2030 |
|
|
1,435 |
|
|
|
1,306 |
|
US Airways Pass Through Trust |
|
|
|
|
|
|
|
|
3.950%, 11/15/2025 |
|
|
349 |
|
|
|
341 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
|
135 |
|
|
|
115 |
|
6.375%, 02/01/2030 (A) |
|
|
4,766 |
|
|
|
3,513 |
|
Wesco Aircraft Holdings |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A)(B) |
|
|
100 |
|
|
|
3 |
|
9.000%, 11/15/2026 (A)(B) |
|
|
599 |
|
|
|
150 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
483 |
|
|
|
493 |
|
7.125%, 06/15/2025 (A) |
|
|
371 |
|
|
|
371 |
|
6.625%, 03/15/2032 (A) |
|
|
120 |
|
|
|
122 |
|
6.375%, 03/15/2029 (A) |
|
|
330 |
|
|
|
334 |
|
Williams Scotsman |
|
|
|
|
|
|
|
|
7.375%, 10/01/2031 (A) |
|
|
1,150 |
|
|
|
1,195 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
130 |
|
|
|
134 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,968 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.2% |
|
|
|
|
ACI Worldwide |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 (A) |
|
|
394 |
|
|
|
387 |
|
Ahead DB Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
1,962 |
|
|
|
1,776 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
12.250%, 03/30/2029 (A) |
|
|
190 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
$ |
1,540 |
|
|
$ |
1,290 |
|
4.250%, 06/01/2028 (A) |
|
|
1,050 |
|
|
|
924 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
1,610 |
|
|
|
1,439 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
189 |
|
|
|
175 |
|
Cloud Software Group, Strike Price Fixed |
|
|
|
|
|
|
|
|
6.500%, 03/31/2029 (A) |
|
|
2,171 |
|
|
|
2,060 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
3,055 |
|
|
|
2,877 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
1,384 |
|
|
|
648 |
|
7.125%, 07/01/2028 (A) |
|
|
645 |
|
|
|
255 |
|
6.000%, 03/01/2026 (A) |
|
|
2,110 |
|
|
|
1,931 |
|
4.750%, 09/01/2029 (A) |
|
|
812 |
|
|
|
585 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
1,991 |
|
|
|
1,732 |
|
5.000%, 03/15/2027 (A) |
|
|
200 |
|
|
|
77 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,503 |
|
|
|
1,353 |
|
Entegris |
|
|
|
|
|
|
|
|
5.950%, 06/15/2030 (A) |
|
|
382 |
|
|
|
377 |
|
4.375%, 04/15/2028 (A) |
|
|
182 |
|
|
|
171 |
|
3.625%, 05/01/2029 (A) |
|
|
786 |
|
|
|
706 |
|
Entegris Escrow |
|
|
|
|
|
|
|
|
4.750%, 04/15/2029 (A) |
|
|
2,544 |
|
|
|
2,438 |
|
Go Daddy Operating |
|
|
|
|
|
|
|
|
3.500%, 03/01/2029 (A) |
|
|
920 |
|
|
|
830 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
533 |
|
|
|
500 |
|
MicroStrategy |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
2,009 |
|
|
|
1,938 |
|
NCR Atleos |
|
|
|
|
|
|
|
|
9.500%, 04/01/2029 (A) |
|
|
284 |
|
|
|
304 |
|
NCR Voyix |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
328 |
|
|
|
304 |
|
5.000%, 10/01/2028 (A) |
|
|
252 |
|
|
|
235 |
|
Newfold Digital Holdings Group |
|
|
|
|
|
|
|
|
11.750%, 10/15/2028 (A) |
|
|
539 |
|
|
|
583 |
|
6.000%, 02/15/2029 (A) |
|
|
404 |
|
|
|
317 |
|
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
2,703 |
|
|
|
2,483 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
2,342 |
|
|
|
2,098 |
|
Presidio Holdings |
|
|
|
|
|
|
|
|
4.875%, 02/01/2027 (A) |
|
|
260 |
|
|
|
252 |
|
RingCentral |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
209 |
|
|
|
217 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
8.500%, 07/15/2031 (A) |
|
|
810 |
|
|
|
875 |
|
8.250%, 12/15/2029 (A) |
|
|
902 |
|
|
|
969 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.375%, 07/15/2031 |
|
$ |
1,341 |
|
|
$ |
1,053 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
1,959 |
|
|
|
1,763 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
1,360 |
|
|
|
985 |
|
6.500%, 07/15/2028 (A) |
|
|
2,610 |
|
|
|
2,016 |
|
Xerox Holdings |
|
|
|
|
|
|
|
|
8.875%, 11/30/2029 (A) |
|
|
165 |
|
|
|
168 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,282 |
|
| |
|
|
|
|
|
|
|
|
Materials — 8.1% |
|
|
|
|
Alcoa Nederland Holding BV |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 (A) |
|
|
600 |
|
|
|
594 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500% cash/0% PIK, 06/30/2027 (A) |
|
|
2,813 |
|
|
|
942 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 04/30/2025 (A) |
|
|
756 |
|
|
|
730 |
|
5.250%, 08/15/2027 (A) |
|
|
3,181 |
|
|
|
2,004 |
|
4.125%, 08/15/2026 (A) |
|
|
435 |
|
|
|
394 |
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
|
2,325 |
|
|
|
1,499 |
|
ATI |
|
|
|
|
|
|
|
|
7.250%, 08/15/2030 |
|
|
147 |
|
|
|
152 |
|
5.875%, 12/01/2027 |
|
|
174 |
|
|
|
171 |
|
5.125%, 10/01/2031 |
|
|
80 |
|
|
|
74 |
|
4.875%, 10/01/2029 |
|
|
160 |
|
|
|
151 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
4.750%, 06/15/2027 (A) |
|
|
394 |
|
|
|
380 |
|
3.375%, 02/15/2029 (A) |
|
|
970 |
|
|
|
868 |
|
Axalta Coating Systems Dutch Holding B BV |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
2,062 |
|
|
|
2,145 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
3,355 |
|
|
|
3,094 |
|
Ball |
|
|
|
|
|
|
|
|
6.000%, 06/15/2029 |
|
|
1,971 |
|
|
|
1,990 |
|
3.125%, 09/15/2031 |
|
|
3,165 |
|
|
|
2,690 |
|
2.875%, 08/15/2030 |
|
|
1,751 |
|
|
|
1,494 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,035 |
|
|
|
1,022 |
|
Big River Steel |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
298 |
|
|
|
300 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
7.625%, 03/15/2030 |
|
|
60 |
|
|
|
62 |
|
6.375%, 07/15/2028 |
|
|
184 |
|
|
|
184 |
|
CF Industries |
|
|
|
|
|
|
|
|
5.150%, 03/15/2034 |
|
|
1,619 |
|
|
|
1,593 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
1,854 |
|
|
|
1,710 |
|
4.625%, 11/15/2029 (A) |
|
|
1,208 |
|
|
|
1,041 |
|
Cleveland-Cliffs Inc |
|
|
|
|
|
|
|
|
7.000%, 03/15/2032 (A) |
|
|
1,924 |
|
|
|
1,949 |
|
6.750%, 04/15/2030 (A) |
|
|
154 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.625%, 03/01/2029 (A) |
|
$ |
213 |
|
|
$ |
199 |
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
772 |
|
|
|
759 |
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
2,753 |
|
|
|
2,661 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250% cash/0% PIK, 09/01/2027 (A)(B)(C)(E) |
|
|
343 |
|
|
|
343 |
|
15.000%, 12/06/2028 (E) |
|
|
2,990 |
|
|
|
2,990 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
1,097 |
|
|
|
1,054 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
2,930 |
|
|
|
2,657 |
|
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
2,222 |
|
|
|
2,038 |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,780 |
|
|
|
1,694 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
1,162 |
|
|
|
1,204 |
|
8.625%, 06/01/2031 (A) |
|
|
1,988 |
|
|
|
1,932 |
|
6.875%, 10/15/2027 (A) |
|
|
1,649 |
|
|
|
1,581 |
|
FMG Resources August 2006 PTY |
|
|
|
|
|
|
|
|
4.500%, 09/15/2027 (A) |
|
|
772 |
|
|
|
742 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
300 |
|
|
|
287 |
|
5.400%, 11/14/2034 |
|
|
925 |
|
|
|
914 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
185 |
|
|
|
168 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
7.500%, 04/15/2029 (A) |
|
|
303 |
|
|
|
304 |
|
6.750%, 05/15/2028 (A) |
|
|
200 |
|
|
|
197 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
9.625%, 03/15/2029 (A) |
|
|
200 |
|
|
|
216 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
2,550 |
|
|
|
2,127 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
1,291 |
|
|
|
1,280 |
|
6.750%, 07/15/2026 (A) |
|
|
1,177 |
|
|
|
1,163 |
|
Mativ Holdings |
|
|
|
|
|
|
|
|
6.875%, 10/01/2026 (A) |
|
|
848 |
|
|
|
842 |
|
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
9.250%, 04/15/2027 (A) |
|
|
500 |
|
|
|
496 |
|
7.875%, 08/15/2026 (A) |
|
|
1,055 |
|
|
|
1,075 |
|
Methanex |
|
|
|
|
|
|
|
|
5.250%, 12/15/2029 |
|
|
995 |
|
|
|
952 |
|
5.125%, 10/15/2027 |
|
|
1,361 |
|
|
|
1,316 |
|
Mineral Resources MTN |
|
|
|
|
|
|
|
|
8.500%, 05/01/2030 (A) |
|
|
775 |
|
|
|
798 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C)(E) |
|
|
1,989 |
|
|
|
1,939 |
|
Neiman Marcus Group (Escrow Security) |
|
|
|
|
|
|
|
|
8.750%, 10/15/2022 (A)(B)(E) |
|
|
762 |
|
|
|
26 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
8.000%, 10/15/2022 (A)(B)(E) |
|
$ |
820 |
|
|
$ |
29 |
|
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
|
630 |
|
|
|
617 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(E) |
|
|
2,115 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
9.000%, 02/15/2030 (A) |
|
|
1,015 |
|
|
|
1,047 |
|
8.500%, 11/15/2028 (A) |
|
|
133 |
|
|
|
142 |
|
5.250%, 06/01/2027 (A) |
|
|
495 |
|
|
|
466 |
|
5.000%, 05/01/2025 (A) |
|
|
859 |
|
|
|
845 |
|
4.250%, 05/15/2029 (A) |
|
|
213 |
|
|
|
182 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
280 |
|
|
|
258 |
|
3.250%, 11/15/2026 (A) |
|
|
171 |
|
|
|
160 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
1,820 |
|
|
|
1,676 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
1,438 |
|
|
|
1,532 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
63 |
|
|
|
63 |
|
Pactiv Evergreen Group Issuer |
|
|
|
|
|
|
|
|
4.000%, 10/15/2027 (A) |
|
|
1,093 |
|
|
|
1,020 |
|
Polar US Borrower |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
1,239 |
|
|
|
291 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
1,280 |
|
|
|
1,328 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
33 |
|
|
|
32 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
1,845 |
|
|
|
1,708 |
|
4.875%, 05/01/2028 (A) |
|
|
195 |
|
|
|
182 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
420 |
|
|
|
380 |
|
4.375%, 02/01/2032 |
|
|
212 |
|
|
|
183 |
|
4.000%, 04/01/2031 |
|
|
470 |
|
|
|
405 |
|
Sealed Air |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
1,553 |
|
|
|
1,615 |
|
6.125%, 02/01/2028 (A) |
|
|
3,029 |
|
|
|
3,035 |
|
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
|
960 |
|
|
|
1,026 |
|
6.000%, 11/01/2028 (A) |
|
|
790 |
|
|
|
772 |
|
Summit Materials |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
609 |
|
|
|
633 |
|
5.250%, 01/15/2029 (A) |
|
|
1,340 |
|
|
|
1,306 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000% cash/0% PIK, 11/03/2023 (A)(B)(C)(E) |
|
|
127 |
|
|
|
127 |
|
8.250%, 05/15/2026 (A)(B)(C) |
|
|
870 |
|
|
|
426 |
|
Taseko Mines |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
|
1,547 |
|
|
|
1,553 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (A) |
|
|
1,542 |
|
|
|
1,645 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
$ |
294 |
|
|
$ |
266 |
|
Trinseo Materials Operating |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
104 |
|
|
|
82 |
|
5.125%, 04/01/2029 (A) |
|
|
266 |
|
|
|
77 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
1,865 |
|
|
|
1,842 |
|
5.500%, 08/15/2026 (A) |
|
|
1,299 |
|
|
|
1,281 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
4,883 |
|
|
|
4,380 |
|
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
4,281 |
|
|
|
3,831 |
|
4.875%, 06/15/2027 (A) |
|
|
310 |
|
|
|
295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
98,079 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 2.1% |
|
|
|
|
Brookfield Property REIT |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
45 |
|
|
|
44 |
|
4.500%, 04/01/2027 (A) |
|
|
4,459 |
|
|
|
4,070 |
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
1,150 |
|
|
|
932 |
|
4.375%, 03/01/2031 |
|
|
2,955 |
|
|
|
2,213 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
7.000%, 02/15/2029 (A) |
|
|
1,078 |
|
|
|
1,099 |
|
5.250%, 03/15/2028 (A) |
|
|
756 |
|
|
|
732 |
|
5.250%, 07/15/2030 (A) |
|
|
865 |
|
|
|
818 |
|
5.000%, 07/15/2028 (A) |
|
|
294 |
|
|
|
281 |
|
4.875%, 09/15/2029 (A) |
|
|
1,876 |
|
|
|
1,760 |
|
Outfront Media Capital |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
1,682 |
|
|
|
1,762 |
|
4.625%, 03/15/2030 (A) |
|
|
370 |
|
|
|
332 |
|
Park Intermediate Holdings |
|
|
|
|
|
|
|
|
4.875%, 05/15/2029 (A) |
|
|
1,265 |
|
|
|
1,176 |
|
Realogy Group |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
372 |
|
|
|
253 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
7.250%, 07/15/2028 (A) |
|
|
77 |
|
|
|
79 |
|
6.500%, 04/01/2032 (A) |
|
|
206 |
|
|
|
207 |
|
4.750%, 10/15/2027 |
|
|
663 |
|
|
|
638 |
|
4.500%, 02/15/2029 (A) |
|
|
529 |
|
|
|
494 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
883 |
|
|
|
942 |
|
5.500%, 12/15/2027 |
|
|
460 |
|
|
|
438 |
|
4.950%, 02/15/2027 |
|
|
1,520 |
|
|
|
1,406 |
|
4.375%, 02/15/2030 |
|
|
2,135 |
|
|
|
1,630 |
|
3.950%, 01/15/2028 |
|
|
215 |
|
|
|
184 |
|
Uniti Group |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
587 |
|
|
|
609 |
|
6.000%, 01/15/2030 (A) |
|
|
836 |
|
|
|
623 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
261 |
|
|
|
257 |
|
4.625%, 12/01/2029 (A) |
|
|
153 |
|
|
|
145 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 09/01/2026 (A) |
|
$ |
125 |
|
|
$ |
121 |
|
4.500%, 01/15/2028 (A) |
|
|
95 |
|
|
|
91 |
|
4.250%, 12/01/2026 (A) |
|
|
429 |
|
|
|
412 |
|
3.750%, 02/15/2027 (A) |
|
|
1,840 |
|
|
|
1,744 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,492 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.3% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
9.375%, 06/01/2028 (A) |
|
|
147 |
|
|
|
152 |
|
5.875%, 08/20/2026 |
|
|
125 |
|
|
|
125 |
|
5.750%, 05/20/2027 |
|
|
110 |
|
|
|
108 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
180 |
|
|
|
165 |
|
4.625%, 02/01/2029 (A) |
|
|
907 |
|
|
|
840 |
|
4.500%, 02/15/2028 (A) |
|
|
3,273 |
|
|
|
3,104 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
1,438 |
|
|
|
1,379 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
7.250%, 01/15/2029 (A) |
|
|
1,481 |
|
|
|
1,515 |
|
4.250%, 07/15/2024 (A) |
|
|
2,658 |
|
|
|
2,635 |
|
NRG Energy |
|
|
|
|
|
|
|
|
10.250%, H15T5Y + 5.920%(A)(D)(G) |
|
|
1,723 |
|
|
|
1,848 |
|
7.000%, 03/15/2033 (A) |
|
|
264 |
|
|
|
282 |
|
6.625%, 01/15/2027 |
|
|
505 |
|
|
|
505 |
|
5.750%, 01/15/2028 |
|
|
160 |
|
|
|
159 |
|
5.250%, 06/15/2029 (A) |
|
|
350 |
|
|
|
335 |
|
3.875%, 02/15/2032 (A) |
|
|
33 |
|
|
|
28 |
|
3.625%, 02/15/2031 (A) |
|
|
2,716 |
|
|
|
2,344 |
|
3.375%, 02/15/2029 (A) |
|
|
145 |
|
|
|
129 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
1,659 |
|
|
|
1,546 |
|
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
|
1,552 |
|
|
|
1,475 |
|
5.000%, 07/01/2028 |
|
|
294 |
|
|
|
283 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
71 |
|
|
|
76 |
|
5.500%, 09/01/2028 (A) |
|
|
202 |
|
|
|
193 |
|
Talen Energy Supply |
|
|
|
|
|
|
|
|
8.625%, 06/01/2030 (A) |
|
|
1,525 |
|
|
|
1,631 |
|
Vistra |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 6.930%(A)(D)(G) |
|
|
2,029 |
|
|
|
2,075 |
|
7.000%, H15T5Y + 5.740%(A)(D)(G) |
|
|
250 |
|
|
|
247 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
7.750%, 10/15/2031 (A) |
|
|
370 |
|
|
|
387 |
|
5.625%, 02/15/2027 (A) |
|
|
215 |
|
|
|
212 |
|
5.000%, 07/31/2027 (A) |
|
|
1,426 |
|
|
|
1,381 |
|
4.375%, 05/01/2029 (A) |
|
|
2,697 |
|
|
|
2,498 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.300%, 07/15/2029 (A) |
|
$ |
375 |
|
|
$ |
352 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,009 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $992,361) ($ Thousands) |
|
|
|
|
|
|
915,026 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 10.7% |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (D) |
|
|
487 |
|
|
|
505 |
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.330%, CME Term SOFR + 5.000%, 08/18/2028 (D) |
|
|
904 |
|
|
|
904 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.814%, CME Term SOFR + 4.250%, 05/17/2028 (D) |
|
|
326 |
|
|
|
296 |
|
Adient Global Holding Ltd., Term B-2 Loan |
|
|
|
|
|
|
|
|
8.077%, CME Term SOFR + 0.000%, 01/31/2031 |
|
|
180 |
|
|
|
180 |
|
Advisor Group Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 08/17/2028 (F)(H) |
|
|
401 |
|
|
|
402 |
|
Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.559%, CME Term SOFR + 4.250%, 02/01/2031 (D) |
|
|
210 |
|
|
|
211 |
|
Ahead DB Holdings, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.159%, CME Term SOFR + 3.750%, 10/18/2027 (D) |
|
|
99 |
|
|
|
99 |
|
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.779%, CME Term SOFR + 7.320%, 10/10/2025 (D) |
|
|
984 |
|
|
|
983 |
|
AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.945%, CME Term SOFR + 2.500%, 02/04/2028 (D) |
|
|
496 |
|
|
|
497 |
|
Alvogen Pharma US, Inc., June 2002 Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.959%, CME Term SOFR + 7.500%, 06/30/2025 (D) |
|
|
1,679 |
|
|
|
1,494 |
|
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.435%, CME Term SOFR + 3.000%, 04/22/2026 (D) |
|
|
840 |
|
|
|
702 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.945%, CME Term SOFR + 5.500%, 09/01/2027 (D) |
|
$ |
283 |
|
|
$ |
277 |
|
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.945%, CME Term SOFR + 5.500%, 09/01/2027 (D) |
|
|
1,000 |
|
|
|
978 |
|
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.809%, CME Term SOFR + 3.500%, 02/24/2031 (D)(H) |
|
|
1,850 |
|
|
|
1,860 |
|
Arches Buyer Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.680%, CME Term SOFR + 3.250%, 12/06/2027 (D) |
|
|
945 |
|
|
|
914 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.830%, CME Term SOFR + 1.500%, 08/01/2028 (D)(H) |
|
|
3,510 |
|
|
|
3,110 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.680%, CME Term SOFR + 3.000%, 03/03/2025 (D) |
|
|
724 |
|
|
|
725 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.930%, CME Term SOFR + 4.500%, 10/15/2026 (D) |
|
|
102 |
|
|
|
102 |
|
Bally's Corporation, Term B Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.829%, CME Term SOFR + 3.250%, 10/02/2028 (D) |
|
|
843 |
|
|
|
790 |
|
BYJU's Alpha, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
15.500%, CME Term SOFR + 6.000%, 11/24/2026 (B)(D) |
|
|
3,180 |
|
|
|
623 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (D) |
|
|
2,975 |
|
|
|
2,975 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (D) |
|
|
2,160 |
|
|
|
1,836 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (D)(H) |
|
|
1,095 |
|
|
|
760 |
|
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.349%, CME Term SOFR + 3.750%, 01/29/2027 (D) |
|
|
958 |
|
|
|
672 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.930%, CME Term SOFR + 6.500%, 12/18/2026 (D) |
|
$ |
1,093 |
|
|
$ |
1,035 |
|
Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.430%, CME Term SOFR + 4.000%, 08/21/2028 (D) |
|
|
32 |
|
|
|
32 |
|
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.909%, CME Term SOFR + 4.500%, 03/30/2029 (D) |
|
|
788 |
|
|
|
784 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.564%, CME Term SOFR + 5.000%, 09/18/2026 (D)(H) |
|
|
868 |
|
|
|
869 |
|
Commscope, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.695%, CME Term SOFR + 3.250%, 04/06/2026 (D) |
|
|
427 |
|
|
|
387 |
|
Conair Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.192%, CME Term SOFR + 3.750%, 05/17/2028 (D)(H) |
|
|
220 |
|
|
|
218 |
|
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.942%, CME Term SOFR + 3.500%, 10/02/2027 (D) |
|
|
1,470 |
|
|
|
1,392 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.180%, CME Term SOFR + 3.750%, 11/23/2027 (D) |
|
|
673 |
|
|
|
664 |
|
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.825%, CME Term SOFR + 4.500%, 01/18/2028 (D) |
|
|
100 |
|
|
|
96 |
|
Curia Global, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.163%, CME Term SOFR + 3.750%, 08/30/2026 (D) |
|
|
1,384 |
|
|
|
1,314 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.321%, CME Term SOFR + 3.750%, 10/04/2028 (D) |
|
|
338 |
|
|
|
334 |
|
Diamond Sports Group LLC, Dip Term Loan |
|
|
|
|
|
|
|
|
10.000%, 12/02/2024 |
|
|
273 |
|
|
|
445 |
|
DirectTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.445%, CME Term SOFR + 5.000%, 08/02/2027 (D) |
|
|
543 |
|
|
|
543 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (E) |
|
|
785 |
|
|
|
785 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.945%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E) |
|
$ |
2,457 |
|
|
$ |
2,398 |
|
Envision Healthcare Operating, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
13.573%, CME Term SOFR + 8.250%, 12/30/2027 (D) |
|
|
1,047 |
|
|
|
1,025 |
|
Enviva, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2027 |
|
|
607 |
|
|
|
609 |
|
7.914%, 06/30/2027 |
|
|
22 |
|
|
|
22 |
|
Enviva, Inc., Tranche A Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.325%, 12/13/2024 |
|
|
291 |
|
|
|
340 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.605%, CME Term SOFR + 5.000%, 03/02/2026 (D) |
|
|
902 |
|
|
|
903 |
|
eResearchTechnology, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.945%, CME Term SOFR + 4.500%, 02/04/2027 (D) |
|
|
1,443 |
|
|
|
1,446 |
|
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.402%, CME Term SOFR + 4.000%, 07/21/2028 (D) |
|
|
251 |
|
|
|
251 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.564%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
240 |
|
|
|
239 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.564%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
73 |
|
|
|
73 |
|
Freeport LNG Investments, LLLP, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 11/16/2026 (H) |
|
|
1,194 |
|
|
|
1,180 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (D) |
|
|
1,526 |
|
|
|
1,457 |
|
GatesAir, Term Loan |
|
|
|
|
|
|
|
|
14.932%, 08/01/2027 (C)(E) |
|
|
1,153 |
|
|
|
1,153 |
|
Genesys Cloud Services Holdings I, LLC, 2024 Incremental Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.192%, CME Term SOFR + 3.750%, 12/01/2027 (D) |
|
|
835 |
|
|
|
838 |
|
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (D) |
|
|
277 |
|
|
|
277 |
|
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien |
|
|
|
|
|
|
|
|
9.680%, CME Term SOFR + 4.250%, 10/31/2028 (D) |
|
|
1,419 |
|
|
|
1,423 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (D) |
|
$ |
1,978 |
|
|
$ |
1,840 |
|
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (D) |
|
|
3,170 |
|
|
|
2,950 |
|
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
8.445%, CME Term SOFR + 3.000%, 08/04/2027 (D) |
|
|
337 |
|
|
|
337 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.459%, CME Term SOFR + 2.000%, 11/15/2027 (D) |
|
|
935 |
|
|
|
904 |
|
Gulf Finance, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.182%, CME Term SOFR + 6.750%, 08/25/2026 (D) |
|
|
1,305 |
|
|
|
1,305 |
|
Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.445%, CME Term SOFR + 5.000%, 12/15/2026 (D) |
|
|
495 |
|
|
|
497 |
|
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.827%, CME Term SOFR + 3.500%, 02/15/2031 (D) |
|
|
1,210 |
|
|
|
1,210 |
|
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.445%, CME Term SOFR + 4.000%, 04/26/2028 (D) |
|
|
889 |
|
|
|
882 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (B)(D)(E) |
|
|
2,253 |
|
|
|
— |
|
Journey Personal Care Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.692%, CME Term SOFR + 4.250%, 03/01/2028 (D) |
|
|
1,661 |
|
|
|
1,632 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.071%, CME Term SOFR + 4.500%, 08/07/2028 (D) |
|
|
3,153 |
|
|
|
3,106 |
|
Kaman/Ruby, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 03/27/2031 (F)(H) |
|
|
485 |
|
|
|
485 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.427%, CME Term SOFR + 5.000%, 10/29/2028 (D)(H) |
|
|
982 |
|
|
|
960 |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (E) |
|
|
571 |
|
|
|
571 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (D) |
|
|
1,769 |
|
|
|
1,657 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.574%, CME Term SOFR + 4.000%, 01/15/2026 (D) |
|
$ |
465 |
|
|
$ |
467 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (D) |
|
|
7,908 |
|
|
|
4,745 |
|
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
1,631 |
|
|
|
1,582 |
|
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
64 |
|
|
|
62 |
|
Madison IAQ, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.693%, CME Term SOFR + 3.250%, 06/21/2028 (D) |
|
|
304 |
|
|
|
303 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (D)(H) |
|
|
5,792 |
|
|
|
3,406 |
|
Magnite, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
9.821%, CME Term SOFR + 4.500%, 02/06/2031 (D) |
|
|
1,212 |
|
|
|
1,213 |
|
9.791%, CME Term SOFR + 4.500%, 02/06/2031 (D) |
|
|
229 |
|
|
|
229 |
|
9.596%, CME Term SOFR + 4.500%, 02/06/2031 (D) |
|
|
229 |
|
|
|
229 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E) |
|
|
524 |
|
|
|
367 |
|
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (D) |
|
|
5,066 |
|
|
|
3,555 |
|
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.441%, CME Term SOFR + 3.250%, 10/23/2028 (D)(H) |
|
|
714 |
|
|
|
716 |
|
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.733%, CME Term SOFR + 5.250%, 06/21/2027 (D) |
|
|
1,331 |
|
|
|
1,369 |
|
MIWD Holdco II LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.816%, 03/28/2031 (H) |
|
|
135 |
|
|
|
136 |
|
MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.823%, CME Term SOFR + 2.500%, 08/17/2029 (D) |
|
|
916 |
|
|
|
915 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
MLN US HoldCo, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.972%, CME Term SOFR + 4.500%, 11/30/2025 (D) |
|
$ |
647 |
|
|
$ |
64 |
|
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (D) |
|
|
1,978 |
|
|
|
1,573 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (D) |
|
|
232 |
|
|
|
223 |
|
Naked Juice LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.402%, CME Term SOFR + 6.000%, 01/24/2030 (D) |
|
|
1,952 |
|
|
|
1,572 |
|
NEP Group, Inc., 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, CME Term SOFR + 4.000%, 10/20/2025 (D)(H) |
|
|
32 |
|
|
|
30 |
|
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.442%, CME Term SOFR + 4.000%, 08/19/2026 (D)(H) |
|
|
110 |
|
|
|
105 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, CME Term SOFR + 3.250%, 08/19/2026 (D)(H) |
|
|
1,585 |
|
|
|
1,505 |
|
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.423%, CME Term SOFR + 5.000%, 04/11/2029 (D) |
|
|
1,175 |
|
|
|
1,082 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.677%, CME Term SOFR + 6.250%, 11/05/2029 (D) |
|
|
1,167 |
|
|
|
1,158 |
|
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.177%, CME Term SOFR + 2.750%, 01/31/2030 (D) |
|
|
770 |
|
|
|
771 |
|
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.827%, CME Term SOFR + 4.500%, 08/17/2028 (D) |
|
|
404 |
|
|
|
405 |
|
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.071%, CME Term SOFR + 3.500%, 11/30/2027 (D) |
|
|
612 |
|
|
|
613 |
|
Parexel International Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, CME Term SOFR + 3.250%, 11/15/2028 (D) |
|
|
224 |
|
|
|
225 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Park River Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.843%, CME Term SOFR + 3.250%, 12/28/2027 (D) |
|
$ |
124 |
|
|
$ |
123 |
|
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.821%, CME Term SOFR + 3.250%, 03/03/2028 (D) |
|
|
328 |
|
|
|
303 |
|
Pluto Acquisition I, Inc., Tranche A Term Loan |
|
|
|
|
|
|
|
|
10.687%, CME Term SOFR + 2.750%, 06/20/2028 (D) |
|
|
503 |
|
|
|
509 |
|
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.316%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E) |
|
|
2,693 |
|
|
|
2,343 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.413%, LIBOR + 8.000%, 03/20/2026 (C)(D) |
|
|
936 |
|
|
|
799 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (D)(H) |
|
|
81 |
|
|
|
73 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (D) |
|
|
1,137 |
|
|
|
860 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.587%, CME Term SOFR + 5.000%, 01/31/2029 (D)(H) |
|
|
1,406 |
|
|
|
1,355 |
|
Schenectady International Group, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
10.164%, CME Term SOFR + 4.750%, 10/15/2025 (D) |
|
|
1,477 |
|
|
|
1,112 |
|
Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.924%, CME Term SOFR + 7.500%, 06/29/2028 (D) |
|
|
48 |
|
|
|
43 |
|
Shutterfly, 2nd Lien |
|
|
|
|
|
|
|
|
10.302% cash/0% PIK, CME Term SOFR + 1.000%, 10/01/2027 (D) |
|
|
170 |
|
|
|
133 |
|
SPX Flow, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.927%, CME Term SOFR + 4.500%, 04/05/2029 (D) |
|
|
176 |
|
|
|
177 |
|
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.440%, Syn LIBOR + 5.000%, 04/16/2026 (D) |
|
|
901 |
|
|
|
891 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Star Parent, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.309%, CME Term SOFR + 4.000%, 09/27/2030 (D) |
|
$ |
115 |
|
|
$ |
114 |
|
Station Casinos LLC, Term B Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.575%, CME Term SOFR + 2.250%, 03/14/2031 (D)(H) |
|
|
637 |
|
|
|
636 |
|
StubHub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.075%, CME Term SOFR + 4.750%, 03/15/2030 (D)(H) |
|
|
584 |
|
|
|
584 |
|
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.829%, CME Term SOFR + 3.500%, 12/19/2030 (D) |
|
|
1,665 |
|
|
|
1,672 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (D)(H) |
|
|
5,511 |
|
|
|
4,870 |
|
Topgolf, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.926%, CME Term SOFR + 3.000%, 03/15/2030 (D)(H) |
|
|
115 |
|
|
|
115 |
|
TortoiseEcofin, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.941%, 10/27/2028 |
|
|
200 |
|
|
|
198 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
8.817%, CME Term SOFR + 3.500%, 02/16/2028 (D) |
|
|
983 |
|
|
|
984 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (D) |
|
|
201 |
|
|
|
199 |
|
U.S. Renal Care, Inc., Closing Date Term Loan |
|
|
|
|
|
|
|
|
10.446%, CME Term SOFR + 5.000%, 06/20/2028 (D) |
|
|
65 |
|
|
|
57 |
|
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.441%, CME Term SOFR + 5.000%, 06/20/2028 (D) |
|
|
334 |
|
|
|
289 |
|
UKG Inc., 2021 Incremental Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.680%, CME Term SOFR + 5.250%, 05/03/2027 (D)(H) |
|
|
875 |
|
|
|
881 |
|
UKG Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.814%, CME Term SOFR + 3.500%, 02/10/2031 (D)(H) |
|
|
1,770 |
|
|
|
1,778 |
|
Venator Materials PLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.426%, 10/12/2028 |
|
|
200 |
|
|
|
197 |
|
Venator, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.000%, CME Term SOFR + 0.000%, 01/16/2026 |
|
|
69 |
|
|
|
69 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (D)(H) |
|
$ |
1,372 |
|
|
$ |
1,210 |
|
Vestis Corp., Term B-1 Loan |
|
|
|
|
|
|
|
|
7.576%, CME Term SOFR + 2.250%, 02/22/2031 (D) |
|
|
1,830 |
|
|
|
1,828 |
|
Vida Capital, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.442%, CME Term SOFR + 6.000%, 10/01/2026 (D) |
|
|
4,626 |
|
|
|
3,961 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.677%, CME Term SOFR + 9.250%, 06/30/2028 (D) |
|
|
1,615 |
|
|
|
1,647 |
|
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.336%, CME Term SOFR + 5.750%, 06/22/2026 (D) |
|
|
507 |
|
|
|
508 |
|
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.077%, CME Term SOFR + 2.750%, 01/27/2031 (D)(H) |
|
|
950 |
|
|
|
949 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.692%, CME Term SOFR + 6.250%, 04/21/2027 (D)(H) |
|
|
2,454 |
|
|
|
2,138 |
|
WestJet Loyalty LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.068%, CME Term SOFR + 3.750%, 02/14/2031 (D)(H) |
|
|
1,920 |
|
|
|
1,918 |
|
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.080%, CME Term SOFR + 3.750%, 10/19/2027 (D) |
|
|
430 |
|
|
|
431 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (D) |
|
|
3,603 |
|
|
|
1,631 |
|
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.077%, CME Term SOFR + 2.750%, 09/28/2029 (D) |
|
|
1,000 |
|
|
|
999 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $137,024) ($ Thousands) |
|
|
|
|
|
|
129,967 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 7.3% |
Other Asset-Backed Securities — 7.3% |
|
|
|
|
| |
|
|
|
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
14.178%, TSFR3M + 8.862%, 04/17/2033 (A)(D)(E) |
|
$ |
1,446 |
|
|
$ |
1,252 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(D)(E)(F) |
|
|
4,490 |
|
|
|
– |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(D)(E)(F) |
|
|
3,390 |
|
|
|
905 |
|
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(D)(E)(F) |
|
|
4,450 |
|
|
|
2,866 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(D)(E)(F) |
|
|
5,857 |
|
|
|
2,811 |
|
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(D)(E)(F) |
|
|
4,663 |
|
|
|
1,445 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (E)(F) |
|
|
3,427 |
|
|
|
2,156 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(D)(E)(F) |
|
|
2,128 |
|
|
|
1,085 |
|
Battalion CLO XX, Ser 2021-20A |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (E)(F) |
|
|
4,839 |
|
|
|
2,717 |
|
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(D)(E)(F) |
|
|
2,531 |
|
|
|
192 |
|
Benefit Street Partners CLO V-B |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (E)(F) |
|
|
10,259 |
|
|
|
3,796 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(D)(E)(F) |
|
|
7,502 |
|
|
|
3,450 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (D)(E)(F) |
|
|
6,715 |
|
|
|
26 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2028 (E)(F) |
|
|
6,720 |
|
|
|
1,552 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(D)(E)(F) |
|
|
7,631 |
|
|
|
4,645 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(D)(E)(F) |
|
|
3,809 |
|
|
|
1,741 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(D)(E)(F) |
|
|
3,486 |
|
|
|
2,312 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(D)(E)(F) |
|
|
2,261 |
|
|
|
1,840 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (E)(F) |
|
|
3,157 |
|
|
|
2,246 |
|
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(D)(E)(F) |
|
|
2,725 |
|
|
|
545 |
|
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(D)(E)(F) |
|
|
3,139 |
|
|
|
565 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Great Lakes CLO, Ser 2015-1A, Cl ER |
|
|
|
|
|
|
|
|
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(D)(E) |
|
$ |
3,253 |
|
|
$ |
3,131 |
|
Great Lakes CLO, Ser 2015-1A, Cl FR |
|
|
|
|
|
|
|
|
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(D)(E) |
|
|
1,198 |
|
|
|
1,040 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(D)(E)(F) |
|
|
4,519 |
|
|
|
2,117 |
|
Great Lakes CLO, Ser 2017-1A, Cl ER |
|
|
|
|
|
|
|
|
13.156%, TSFR3M + 7.762%, 10/15/2029 (A)(D)(E) |
|
|
3,321 |
|
|
|
3,218 |
|
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2033 (A)(D)(E)(F) |
|
|
2,484 |
|
|
|
1,341 |
|
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (A)(D)(E)(F) |
|
|
651 |
|
|
|
437 |
|
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(D)(E)(F) |
|
|
1,169 |
|
|
|
35 |
|
LCM CLO, Ser 31A |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(F) |
|
|
1,115 |
|
|
|
597 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(D)(E)(F) |
|
|
3,797 |
|
|
|
570 |
|
Lockwood Grove CLO, Ser 2018-1A, Cl ERR |
|
|
|
|
|
|
|
|
11.436%, TSFR3M + 6.112%, 01/25/2030 (A)(D)(E) |
|
|
2,499 |
|
|
|
2,153 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2030 (A)(D)(E)(F) |
|
|
3,640 |
|
|
|
1,092 |
|
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41 |
|
|
|
|
|
|
|
|
0.000%, 04/15/2034 (E)(F) |
|
|
1,924 |
|
|
|
1,216 |
|
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39 |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(F) |
|
|
3,294 |
|
|
|
2,015 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(D)(E)(F) |
|
|
1,095 |
|
|
|
693 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(D)(E) |
|
|
14 |
|
|
|
9 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(D)(E)(F) |
|
|
7,983 |
|
|
|
1,940 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 11/20/2030 (A)(D)(E)(F) |
|
|
1,655 |
|
|
|
662 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(D)(E)(F) |
|
|
1,224 |
|
|
|
937 |
|
OCP CLO, Ser 2021-21A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (E)(F) |
|
|
4,413 |
|
|
|
2,855 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (D)(E)(F) |
|
|
9,085 |
|
|
|
5,300 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(D)(E)(F) |
|
$ |
4,194 |
|
|
$ |
2,013 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(D)(E)(F) |
|
|
2,978 |
|
|
|
1,154 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(D)(E)(F) |
|
|
3,528 |
|
|
|
2,117 |
|
TCW CLO, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, 04/20/2028 (E)(F) |
|
|
5,352 |
|
|
|
2,837 |
|
Venture CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(D)(E)(F) |
|
|
11,892 |
|
|
|
2,973 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(D)(E)(F) |
|
|
2,030 |
|
|
|
233 |
|
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(D)(E)(F) |
|
|
1,609 |
|
|
|
105 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(D)(E)(F) |
|
|
3,228 |
|
|
|
484 |
|
Voya CLO, Ser 2020-2 |
|
|
|
|
|
|
|
|
0.000%, 07/19/2034 (E)(F) |
|
|
3,959 |
|
|
|
3,102 |
|
Wind River CLO, Ser 2021-3 |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (E)(F) |
|
|
6,577 |
|
|
|
4,022 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $32,458) ($ Thousands) |
|
|
|
|
|
|
88,545 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 1.4% |
21st Century Oncology Private Company *(E) |
|
|
15,311 |
|
|
|
258 |
|
Air Methods *(E) |
|
|
2,219 |
|
|
|
129 |
|
Aquity Holdings Inc *(E) |
|
|
85,745 |
|
|
|
40 |
|
Arctic Canadian Diamond Company Ltd *(E) |
|
|
1,054 |
|
|
|
269 |
|
AVAYA Inc *(C)(E) |
|
|
127,790 |
|
|
|
703 |
|
Burgundy Diamond Mines Ltd *(C) |
|
|
2,083,693 |
|
|
|
265 |
|
Carestream Health Holdings Inc *(C)(E) |
|
|
69,956 |
|
|
|
1,193 |
|
CHC Group LLC * |
|
|
399 |
|
|
|
— |
|
Chesapeake Energy Corp |
|
|
3,418 |
|
|
|
304 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
39,771 |
|
|
|
66 |
|
Copper Property CTL Pass Through Trust |
|
|
103,694 |
|
|
|
1,021 |
|
Cornerstone Chemical *(E) |
|
|
162,678 |
|
|
|
3,202 |
|
Envision Healthcare Corp * |
|
|
174,150 |
|
|
|
1,480 |
|
Frontier Communications Parent Inc * |
|
|
9,642 |
|
|
|
236 |
|
Guitar Center *(C)(E) |
|
|
13,905 |
|
|
|
1,966 |
|
Gulfport Energy Corp * |
|
|
1,156 |
|
|
|
185 |
|
Gymboree Holding Corp *(C)(E) |
|
|
40,312 |
|
|
|
— |
|
iHeartMedia Inc * |
|
|
8,286 |
|
|
|
17 |
|
Intelsat Jackson Holdings *(E) |
|
|
39,892 |
|
|
|
1,097 |
|
Lannett *(C)(E) |
|
|
93,813 |
|
|
|
193 |
|
Lumileds Common Bright Bidco * |
|
|
5,202 |
|
|
|
2 |
|
Mallinckrodt PLC *(E) |
|
|
4,647 |
|
|
|
207 |
|
Medical Card Systems *(E) |
|
|
284,758 |
|
|
|
89 |
|
Monitronics International *(E) |
|
|
5,065 |
|
|
|
81 |
|
MYT Holding LLC, Ser B *(E) |
|
|
274,755 |
|
|
|
69 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
National CineMedia Inc * |
|
|
14,231 |
|
|
$ |
73 |
|
Neiman Marcus Group *(E) |
|
|
6,554 |
|
|
|
656 |
|
Nine West FKA Premier Brands *(E) |
|
|
92,548 |
|
|
|
116 |
|
Parker Drilling Co *(E) |
|
|
79,089 |
|
|
|
864 |
|
Quad/Graphics Inc |
|
|
54 |
|
|
|
— |
|
SandRidge Energy Inc |
|
|
20 |
|
|
|
— |
|
Serta Simmons Bedding * |
|
|
11,559 |
|
|
|
72 |
|
SSB Equipment Company * |
|
|
11,559 |
|
|
|
— |
|
Tacora Resources * |
|
|
53,058 |
|
|
|
53 |
|
Venator Materials PLC * |
|
|
453 |
|
|
|
367 |
|
VICI Properties Inc, Cl A ‡ |
|
|
31,678 |
|
|
|
944 |
|
Windstream Services * |
|
|
23,081 |
|
|
|
219 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $22,337) ($ Thousands) |
|
|
|
|
|
|
16,436 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.9% |
Benefit Street Partners CLO IV, 0.000% *(E)(I) |
|
|
6,657,000 |
|
|
|
3,329 |
|
Benefit Street Partners CLO IX, 0.000% *(E)(I) |
|
|
2,293,000 |
|
|
|
846 |
|
Claire's Stores, 0.000% *(E)(G) |
|
|
875 |
|
|
|
867 |
|
FHLMC, 5.919% (D)(G) |
|
|
16,903 |
|
|
|
87 |
|
FNMA, 0.000% *(D)(G) |
|
|
24,650 |
|
|
|
128 |
|
Foresight, 0.000% *(E)(G) |
|
|
32,601 |
|
|
|
500 |
|
Guitar Center, 0.000% *(C)(E)(G) |
|
|
365 |
|
|
|
35 |
|
Gulfport Energy Corp cash/0% PIK, 10.000% (E)(G) |
|
|
28 |
|
|
|
320 |
|
MYT Holding LLC, 10.000% |
|
|
325,766 |
|
|
|
207 |
|
Osaic Financial Services, 6.500% |
|
|
65,290 |
|
|
|
1,214 |
|
Qurate Retail, 8.000% |
|
|
14,222 |
|
|
|
707 |
|
Syniverse, 0.000% *(C)(E)(G) |
|
|
3,235,812 |
|
|
|
3,100 |
|
Tortoise Investment, 0.000% *(F) |
|
|
63,242 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $8,149) ($ Thousands) |
|
|
|
|
|
|
11,390 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.7% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C)(E) |
|
$ |
270 |
|
|
|
270 |
|
Chesapeake Energy Corp (Escrow Security) |
|
|
|
|
|
|
|
|
5.500%, 09/15/2026(B) |
|
|
100 |
|
|
|
2 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
0.500%, 06/01/2026 |
|
|
276 |
|
|
|
302 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(I) |
|
|
1,470 |
|
|
|
1,073 |
|
3.375%, 08/15/2026 |
|
|
465 |
|
|
|
290 |
|
JetBlue Airways |
|
|
|
|
|
|
|
|
0.500%, 04/01/2026 |
|
|
1,152 |
|
|
|
1,006 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CONVERTIBLE BONDS (continued) |
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
$ |
122 |
|
|
$ |
50 |
|
3.750%, 02/15/2030 |
|
|
3,671 |
|
|
|
1,468 |
|
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
|
589 |
|
|
|
412 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(E)(F) |
|
|
570 |
|
|
|
57 |
|
0.000%, 01/23/2028(E)(F) |
|
|
82 |
|
|
|
8 |
|
0.000%, 01/23/2028(E)(F) |
|
|
40 |
|
|
|
4 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
13.000% cash/0% PIK, 12/31/2027(E) |
|
|
636 |
|
|
|
636 |
|
13.000% cash/0% PIK, 12/31/2027(E) |
|
|
3,838 |
|
|
|
2,415 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $10,552) ($ Thousands) |
|
|
|
|
|
|
7,993 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Air Methods |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
19,546 |
|
|
|
452 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
3,680 |
|
|
|
191 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(E) |
|
|
3,681 |
|
|
|
89 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
4 |
|
|
|
– |
|
Neiman Marcus Group |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
3,938 |
|
|
|
52 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
1 |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
3,398,032 |
|
|
|
– |
|
Windstream |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
104 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $646) ($ Thousands) |
|
|
|
|
|
|
785 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
33,888,497 |
|
|
|
33,888 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $33,888) ($ Thousands) |
|
|
|
|
|
|
33,888 |
|
Total Investments in Securities — 99.5% |
|
|
|
|
|
|
|
|
(Cost $1,237,415) ($ Thousands) |
|
$ |
1,204,030 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
06/13/24 |
|
|
|
AUD |
|
|
|
672 |
|
|
|
USD |
|
|
|
445 |
|
|
$ |
6 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,210,446 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $827,962 ($ Thousands), representing 68.4% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2024 was $14,886 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(D) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(E) |
Level 3 security in accordance with fair value hierarchy. |
(F) |
No interest rate available. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Unsettled bank loan. Interest rate may not be available. |
(I) |
Zero coupon security. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
909,498 |
|
|
|
5,528 |
|
|
|
915,026 |
|
Loan Participations |
|
|
– |
|
|
|
122,350 |
|
|
|
7,617 |
|
|
|
129,967 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
– |
|
|
|
88,545 |
|
|
|
88,545 |
|
Common Stock |
|
|
2,511 |
|
|
|
2,794 |
|
|
|
11,131 |
|
|
|
16,436 |
|
Preferred Stock |
|
|
835 |
|
|
|
1,558 |
|
|
|
8,997 |
|
|
|
11,390 |
|
Convertible Bonds |
|
|
– |
|
|
|
4,604 |
|
|
|
3,389 |
|
|
|
7,993 |
|
Warrants |
|
|
– |
|
|
|
– |
|
|
|
785 |
|
|
|
785 |
|
Cash Equivalent |
|
|
33,888 |
|
|
|
– |
|
|
|
– |
|
|
|
33,888 |
|
Total Investments in Securities |
|
|
37,234 |
|
|
|
1,040,804 |
|
|
|
125,992 |
|
|
|
1,204,030 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
Total Other Financial Instruments |
|
|
– |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
* Forward contracts are valued at the unrealized appreciation (depreciation) on the instrument.
The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):
| |
|
Investments in Corporate Obligations |
|
|
Investments in Loan Participations |
|
|
Investments in Asset-Backed Securities |
|
|
Investments in Common Stock |
|
|
Investments in Preferred Stock |
|
|
Investments in Convertible Bonds |
|
|
Investments in Warrants |
|
|
Investments in Rights |
|
Balance as of September 30, 2023 |
|
$ |
7,295 |
|
|
$ |
6,921 |
|
|
$ |
98,517 |
|
|
$ |
8,440 |
|
|
$ |
5,423 |
|
|
$ |
4,114 |
|
|
$ |
378 |
|
|
$ |
– |
^ |
Accrued discounts/premiums |
|
|
23 |
|
|
|
(9 |
) |
|
|
(4 |
) |
|
|
– |
|
|
|
– |
|
|
|
2 |
|
|
|
– |
|
|
|
– |
|
Realized gain/(loss) |
|
|
(3,918 |
) |
|
|
5 |
|
|
|
6,821 |
|
|
|
2,933 |
|
|
|
163 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Change in unrealized appreciation/(depreciation) |
|
|
2,715 |
|
|
|
31 |
|
|
|
4,815 |
|
|
|
(782 |
) |
|
|
(27 |
) |
|
|
(2,052 |
) |
|
|
(46 |
) |
|
|
– |
|
Purchases |
|
|
3,439 |
|
|
|
25 |
|
|
|
– |
|
|
|
1,107 |
|
|
|
4,365 |
|
|
|
1,365 |
|
|
|
– |
|
|
|
– |
|
Sales |
|
|
(4,026 |
) |
|
|
(2,072 |
) |
|
|
(21,604 |
) |
|
|
(1,399 |
) |
|
|
(927 |
) |
|
|
(40 |
) |
|
|
– |
|
|
|
– |
|
Net transfer into Level 3 |
|
|
– |
|
|
|
2,716 |
|
|
|
– |
|
|
|
832 |
|
|
|
– |
|
|
|
– |
|
|
|
453 |
|
|
|
– |
|
Net transfer out of Level 3 |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Ending Balance as of
March 31, 2024(1) |
|
$ |
5,528 |
|
|
$ |
7,617 |
|
|
$ |
88,545 |
|
|
$ |
11,131 |
|
|
$ |
8,997 |
|
|
$ |
3,389 |
|
|
$ |
785 |
|
|
$ |
– |
|
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
|
$ |
1,985 |
|
|
$ |
85 |
|
|
$ |
3,514 |
|
|
$ |
(2,215 |
) |
|
$ |
2,612 |
|
|
$ |
(2,049 |
) |
|
$ |
(67 |
) |
|
$ |
– |
|
(1) Of the $125,992 ($ Thousands) in Level 3 securities as of March 31, 2024, $25,376 ($ Thousands) or 2.1% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. When significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.
^ This category includes securities with a value of $0.
SEI Institutional Managed Trust
For the period ended March 31, 2024, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.
| |
|
Category |
|
|
Market Value
at March 31, 2024 ($ Thousands) |
|
Valuation Technique |
|
Unobservable Inputs |
|
|
Range Input Value(s)
(Average Input Value) |
|
| |
|
Common Stock |
|
|
$ |
7,420 |
|
Comparable multiple analysis using an average forward EBITDA multiple of publicly traded peers, discounted to account for smaller scale of operations ownership |
|
|
None |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Recent transaction price |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Estimated recovery model |
|
Equity Value |
|
|
|
$240m |
|
| |
|
|
|
|
|
|
|
|
|
Oustanding Shares |
|
|
|
12m |
|
| |
|
|
|
|
|
|
|
|
|
|
Illiquidity Discount |
|
|
|
0.2 |
|
| |
|
|
|
|
|
|
|
Comparable company analysis |
|
|
EBITDA |
|
|
|
$156m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
3.50x - 4.00x |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
$123m - $132m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.25x - 9.50x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.14 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
50% |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
NFY Net Revenue |
|
|
|
$277.2m |
|
| |
|
|
|
|
|
|
|
|
|
|
Multiple |
|
|
|
0.35x - 0.55x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.1344 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
12.5% - 75.0% |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
32.4m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.6x - 11.5x |
|
| |
|
|
|
|
|
|
|
|
|
Replacement Cost per Ton |
|
|
|
$225 -$ 2,800 |
|
| |
|
|
|
|
|
|
|
Estimated recovery Model |
|
|
Estimated Excess RBC |
|
|
|
$13.7m |
|
| |
|
|
|
|
|
|
|
|
|
|
Estimated Indemnity escrow |
|
|
|
$24.5m |
|
| |
|
|
|
|
|
|
|
|
|
Discount Rate |
|
|
|
0.45 |
|
| |
|
|
|
|
|
|
|
Estimated recovery model |
|
|
Earnout Realization Probability |
|
|
|
15% - 35% |
|
| |
|
|
|
|
|
|
|
|
|
|
Discount Factor |
|
|
|
5% - 6.6% |
|
| |
|
|
|
|
|
|
|
Estimated recovery Model |
|
|
Escrow |
|
|
|
$2.5m |
|
| |
|
|
|
|
|
|
|
|
|
Discount Rate |
|
|
|
0.35 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Convertible Bonds |
|
|
|
3,390 |
|
Comparable company analysis |
|
|
EBITDA |
|
|
|
$1,138.2m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
16.50x - 18.50x |
|
| |
|
|
|
|
|
|
|
Milestone Approach |
|
|
Success probability |
|
|
|
0% - 39% |
|
| |
|
|
|
|
|
|
|
|
|
Price per barrel |
|
|
|
$60 |
|
| |
|
|
|
|
|
|
|
Milestone Approach |
|
|
Success probability |
|
|
|
0% - 39% |
|
| |
|
|
|
|
|
|
|
|
|
Price per barrel |
|
|
|
$60 |
|
| |
|
|
|
|
|
|
|
Milestone Approach |
|
|
Success probability |
|
|
|
0% - 39% |
|
| |
|
|
|
|
|
|
|
|
|
Price per barrel |
|
|
|
$60 |
|
| |
|
|
|
|
|
|
|
Net recovery approach |
|
|
EBITDA |
|
|
|
$15.2m - 32.0m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
2.25x - 4.50x |
|
| |
|
|
|
|
|
|
|
Net recovery approach |
|
|
EBITDA |
|
|
|
$15.2m - 32.0m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
2.25x - 4.50x |
|
| |
|
Corporate Bonds |
|
|
|
5,454 |
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
32.4m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.6x - 11.5x |
|
| |
|
|
|
|
|
|
|
|
|
Replacement Cost per Ton |
|
|
|
$225 -$ 2,800 |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
32.4m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.6x - 11.5x |
|
| |
|
|
|
|
|
|
|
|
|
Replacement Cost per Ton |
|
|
|
$225 -$ 2,800 |
|
| |
|
|
|
|
|
|
|
Estimated recovery model |
|
Estimated Total Claims Case |
|
|
|
$382.4-400.3m |
|
| |
|
|
|
|
|
|
|
|
|
|
Estimated Debt Claims |
|
|
|
$153-160m |
|
| |
|
|
|
|
|
|
|
Estimated recovery model |
|
Estimated Total Claims Case |
|
|
|
$382.4-400.3m |
|
| |
|
|
|
|
|
|
|
|
|
|
Estimated Debt Claims |
|
|
|
$153-160m |
|
| |
|
|
|
|
|
|
|
Discounted cash flow model |
|
|
Implied total yield |
|
|
|
9.92% - 10.92% |
|
| |
|
|
|
|
|
|
|
Enterprise Value Coverage Analysis |
|
Enterprise Value |
|
|
|
$350m |
|
| |
|
|
|
|
|
|
|
|
|
|
Illiquidity Discount |
|
|
|
0.1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
High Yield Bond Fund (Concluded)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Category |
|
|
Market Value
at March 31, 2024 ($ Thousands) |
|
Valuation Technique |
|
Unobservable Inputs |
|
|
Range Input Value(s)
(Average Input Value) |
|
| |
|
Loan Participations |
|
|
|
4,925 |
|
Discounted cash flow model |
|
|
Implied total credit spread |
|
|
|
10.73% - 11.73% |
|
| |
|
|
|
|
|
|
|
Discounted cash flow model |
|
|
Implied total yield |
|
|
|
9.80% - 10.20% |
|
| |
|
|
|
|
|
|
|
Discounted cash flow model |
|
|
Implied credit spread |
|
|
|
8.05% - 9.05% |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
NFY Net Revenue |
|
|
|
$277.2m |
|
| |
|
|
|
|
|
|
|
|
|
|
Multiple |
|
|
|
0.35x - 0.55x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.1344 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
12.5% - 75.0% |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Preferred Stock |
|
|
|
3,455 |
|
Priced base off conversion value to the common stock. Details: $1,000 par value per preferred share is convertible into GPOR common stock at $14.00 per share conversion price, therefore each preferred share is convertible into ~71.43 GPOR common shares. Valuation methodology is 1 GPOR preferred share equals 71.43 x GPOR common stock price. |
|
|
None |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
$123m - $132m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.25x - 9.50x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.14 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
0.5 |
|
| |
|
|
|
|
|
|
|
Discounted cash flow model |
|
|
Implied total yield |
|
|
|
12.11% - 14.11% |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Warrants |
|
|
|
732 |
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
$123m - $132m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.25x - 9.50x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.14 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
0.5 |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
$123m - $132m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.25x - 9.50x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.14 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
0.5 |
|
| |
|
|
|
|
|
|
|
Weighted valuation techniques |
|
|
EBITDA |
|
|
|
$123m - $132m |
|
| |
|
|
|
|
|
|
|
|
|
|
EBITDA multiple |
|
|
|
6.25x - 9.50x |
|
| |
|
|
|
|
|
|
|
|
|
Weighted Average Cost of Capital |
|
|
|
0.14 |
|
| |
|
|
|
|
|
|
|
|
|
Valuation case probability weighting |
|
|
|
0.5 |
|
| |
|
|
|
|
|
|
|
Recent transaction price |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Recent transaction price |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Recent transaction price |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
Recent transaction price |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Total |
|
|
$ |
25,376 |
|
|
|
|
|
|
|
|
|
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
73 |
|
|
$ |
(74 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
13,031 |
|
|
|
343,626 |
|
|
|
(322,769 |
) |
|
|
— |
|
|
|
— |
|
|
|
33,888 |
|
|
|
958 |
|
|
|
— |
|
Totals |
|
$ |
13,032 |
|
|
$ |
343,699 |
|
|
$ |
(322,843 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
33,888 |
|
|
$ |
958 |
|
|
$ |
— |
|
SEI Institutional Managed Trust
A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2024, is as follows:
Description |
|
Face Amount ($ Thousands)/
Number of Shares/
Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Audacy Capital |
|
$ |
3,784 |
|
|
|
3/12/2021 |
|
|
$ |
3,170 |
|
|
$ |
123 |
|
Audacy Capital |
|
|
1,717 |
|
|
|
4/24/2019 |
|
|
|
1,113 |
|
|
|
56 |
|
Chesapeake Energy Corp |
|
|
2,515 |
|
|
|
2/12/2021 |
|
|
|
– |
|
|
|
50 |
|
Cornerstone Chemical |
|
|
343 |
|
|
|
3/15/2023 |
|
|
|
357 |
|
|
|
343 |
|
Endo Luxembourg Finance I Sarl |
|
|
1,485 |
|
|
|
3/12/2021 |
|
|
|
1,386 |
|
|
|
965 |
|
Mountain Province Diamonds |
|
|
1,989 |
|
|
|
12/16/2022 |
|
|
|
1,952 |
|
|
|
1,939 |
|
Par Pharmaceutical |
|
|
1,373 |
|
|
|
3/15/2019 |
|
|
|
1,274 |
|
|
|
900 |
|
Tacora Resources |
|
|
127 |
|
|
|
5/24/2023 |
|
|
|
127 |
|
|
|
127 |
|
Tacora Resources |
|
|
870 |
|
|
|
5/7/2021 |
|
|
|
912 |
|
|
|
426 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GatesAir, Term Loan |
|
|
1,153 |
|
|
|
8/9/2022 |
|
|
|
1,128 |
|
|
|
1,153 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
936 |
|
|
|
3/21/2019 |
|
|
|
884 |
|
|
|
799 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AVAYA Inc |
|
|
127,790 |
|
|
|
5/5/2023 |
|
|
|
1,894 |
|
|
|
703 |
|
Burgundy Diamond Mines Ltd |
|
|
2,083,693 |
|
|
|
7/21/2023 |
|
|
|
347 |
|
|
|
265 |
|
Carestream Health Holdings Inc |
|
|
69,956 |
|
|
|
9/30/2022 |
|
|
|
1,343 |
|
|
|
1,193 |
|
Guitar Center |
|
|
13,905 |
|
|
|
1/8/2021 |
|
|
|
1,762 |
|
|
|
1,966 |
|
Gymboree Holding Corp |
|
|
40,312 |
|
|
|
10/2/2017 |
|
|
|
672 |
|
|
|
– |
|
Lannett |
|
|
93,813 |
|
|
|
7/6/2023 |
|
|
|
53 |
|
|
|
193 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
365 |
|
|
|
1/8/2021 |
|
|
|
34 |
|
|
|
35 |
|
Syniverse |
|
|
3,235,812 |
|
|
|
5/13/2022 |
|
|
|
3,182 |
|
|
|
3,100 |
|
Convertible Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authentic Brands |
|
|
$270 |
|
|
|
9/21/2023 |
|
|
|
4 |
|
|
|
270 |
|
Warrant |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
3,680 |
|
|
|
1/8/2021 |
|
|
|
197 |
|
|
|
191 |
|
Guitar Center |
|
|
3,681 |
|
|
|
1/8/2021 |
|
|
|
132 |
|
|
|
89 |
|
Intelsat Jackson Holdings |
|
|
4 |
|
|
|
3/3/2022 |
|
|
|
– |
|
|
|
– |
|
Tacora Resources |
|
|
3,398,032 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
21,923 |
|
|
$ |
14,886 |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Conservative Income Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER — 59.0% |
Communication Services — 0.9% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
5.545%, 04/18/2024 (A) |
|
$ |
6,000 |
|
|
$ |
5,981 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.7% |
|
|
|
|
American Honda Finance |
|
|
|
|
|
|
|
|
5.493%, 04/26/2024 (A) |
|
|
6,000 |
|
|
|
5,973 |
|
Autozone |
|
|
|
|
|
|
|
|
5.407%, 04/02/2024 (A) |
|
|
6,000 |
|
|
|
5,996 |
|
Mohawk Industries |
|
|
|
|
|
|
|
|
5.530%, 04/16/2024 (A) |
|
|
6,000 |
|
|
|
5,982 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,951 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.1% |
|
|
|
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.456%, 04/02/2024 (A) |
|
|
6,000 |
|
|
|
5,995 |
|
Regency Markets No.1 |
|
|
|
|
|
|
|
|
5.385%, 04/19/2024 (A) |
|
|
8,000 |
|
|
|
7,974 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,969 |
|
| |
|
|
|
|
|
|
|
|
Financials — 44.9% |
|
|
|
|
Albion Capital |
|
|
|
|
|
|
|
|
5.428%, 05/15/2024 (A) |
|
|
4,000 |
|
|
|
3,971 |
|
5.393%, 05/28/2024 (A) |
|
|
5,000 |
|
|
|
4,954 |
|
Alinghi Funding |
|
|
|
|
|
|
|
|
5.928%, 05/14/2024 (A) |
|
|
3,000 |
|
|
|
2,979 |
|
5.516%, 10/04/2024 (A) |
|
|
4,000 |
|
|
|
3,887 |
|
ANZ Group Holdings |
|
|
|
|
|
|
|
|
5.698%, 08/29/2024 (A) |
|
|
2,000 |
|
|
|
1,955 |
|
Aquitaine Funding |
|
|
|
|
|
|
|
|
5.441%, 05/31/2024 (A) |
|
|
3,000 |
|
|
|
2,971 |
|
5.405%, 04/15/2024 (A) |
|
|
5,000 |
|
|
|
4,986 |
|
5.258%, 04/24/2024 (A) |
|
|
5,000 |
|
|
|
4,980 |
|
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
5.863%, 07/30/2024 (A)(B) |
|
|
1,000 |
|
|
|
982 |
|
5.071%, 01/06/2025 (A) |
|
|
2,000 |
|
|
|
1,920 |
|
Bank of America Securities |
|
|
|
|
|
|
|
|
5.394%, 06/24/2024 (A) |
|
|
2,000 |
|
|
|
1,974 |
|
Bank of Montreal |
|
|
|
|
|
|
|
|
5.718%, 11/07/2024 (A) |
|
|
2,000 |
|
|
|
1,935 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
5.403%, 07/26/2024 (A) |
|
$ |
2,000 |
|
|
$ |
1,965 |
|
Barton Capital |
|
|
|
|
|
|
|
|
5.418%, 05/08/2008 (A)(B) |
|
|
4,000 |
|
|
|
3,975 |
|
Bay Square Funding |
|
|
|
|
|
|
|
|
5.570%, 10/01/2024 (A) |
|
|
6,000 |
|
|
|
6,000 |
|
Bayerische Landesbank |
|
|
|
|
|
|
|
|
5.338%, 04/01/2024 (A) |
|
|
16,000 |
|
|
|
15,990 |
|
Bedford Row Funding |
|
|
|
|
|
|
|
|
5.356%, 04/03/2024 (A) |
|
|
5,000 |
|
|
|
4,995 |
|
Britannia Funding |
|
|
|
|
|
|
|
|
5.444%, 08/20/2024 (A) |
|
|
6,000 |
|
|
|
5,870 |
|
CDP Financial |
|
|
|
|
|
|
|
|
5.760%, 07/23/2024 (A) |
|
|
3,000 |
|
|
|
2,948 |
|
5.555%, 05/29/2024 (A)(B) |
|
|
10,000 |
|
|
|
9,908 |
|
Chariot Funding |
|
|
|
|
|
|
|
|
5.438%, 04/03/2024 (A) |
|
|
10,000 |
|
|
|
9,991 |
|
Columbia Funding |
|
|
|
|
|
|
|
|
5.383%, 07/10/2024 (A) |
|
|
10,000 |
|
|
|
9,844 |
|
5.340%, 08/01/2024 (A) |
|
|
2,000 |
|
|
|
1,962 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.530%, 11/07/2024 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
Concord Minutemen Capital |
|
|
|
|
|
|
|
|
5.470%, 05/13/2024 (A) |
|
|
7,000 |
|
|
|
7,000 |
|
DNB Bank |
|
|
|
|
|
|
|
|
5.898%, 06/13/2024 (A)(B) |
|
|
3,000 |
|
|
|
2,966 |
|
5.623%, 05/28/2024 (A) |
|
|
5,000 |
|
|
|
4,955 |
|
5.525%, 12/05/2024 (A) |
|
|
2,500 |
|
|
|
2,410 |
|
5.417%, 09/19/2024 (A) |
|
|
3,000 |
|
|
|
2,923 |
|
5.391%, 06/26/2024 (A) |
|
|
2,000 |
|
|
|
1,974 |
|
5.173%, 01/22/2025 (A) |
|
|
2,000 |
|
|
|
1,915 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
5.404%, 06/14/2024 (A) |
|
|
4,000 |
|
|
|
3,954 |
|
FMS Wertmanagement |
|
|
|
|
|
|
|
|
5.688%, 05/03/2024 (A)(B) |
|
|
500 |
|
|
|
497 |
|
0.000%, 05/02/2024 (A)(B)(C) |
|
|
500 |
|
|
|
498 |
|
Goldman Sachs International |
|
|
|
|
|
|
|
|
5.480%, 06/11/2024 (A) |
|
|
1,500 |
|
|
|
1,483 |
|
Great Bear Funding |
|
|
|
|
|
|
|
|
5.336%, 04/02/2024 (A) |
|
|
10,000 |
|
|
|
9,993 |
|
ING US Funding |
|
|
|
|
|
|
|
|
5.829%, 07/01/2024 (A) |
|
|
1,000 |
|
|
|
986 |
|
5.786%, 05/01/2024 (A) |
|
|
3,000 |
|
|
|
2,985 |
|
5.620%, 02/10/2025 (A) |
|
|
1,550 |
|
|
|
1,549 |
|
Ionic Funding |
|
|
|
|
|
|
|
|
5.352%, 04/26/2024 (A) |
|
|
2,000 |
|
|
|
1,991 |
|
4.464%, 04/17/2024 (A) |
|
|
5,500 |
|
|
|
5,484 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
5.830%, 05/28/2024 (A) |
|
|
2,000 |
|
|
|
1,982 |
|
Landesbank Baden-Wuerttemberg |
|
|
|
|
|
|
|
|
5.343%, 04/01/2024 (A) |
|
|
25,600 |
|
|
|
25,585 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Liberty Street Funding |
|
|
|
|
|
|
|
|
5.829%, 05/07/2024 (A) |
|
$ |
2,000 |
|
|
$ |
1,988 |
|
Lime Funding |
|
|
|
|
|
|
|
|
5.346%, 04/04/2024 (A) |
|
|
12,000 |
|
|
|
11,987 |
|
LMA-Americas |
|
|
|
|
|
|
|
|
5.411%, 06/12/2024 (A) |
|
|
2,550 |
|
|
|
2,521 |
|
5.403%, 05/07/2024 (A) |
|
|
5,000 |
|
|
|
4,970 |
|
Mackinac Funding |
|
|
|
|
|
|
|
|
5.414%, 09/04/2024 (A) |
|
|
2,000 |
|
|
|
1,953 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.813%, 04/18/2024 (A) |
|
|
1,500 |
|
|
|
1,495 |
|
5.797%, 04/11/2024 (A) |
|
|
4,000 |
|
|
|
3,992 |
|
5.689%, 04/08/2024 (A) |
|
|
730 |
|
|
|
729 |
|
5.490%, 08/16/2024 (A) |
|
|
3,000 |
|
|
|
3,000 |
|
5.325%, 02/07/2025 (A) |
|
|
2,200 |
|
|
|
2,100 |
|
Mainbeach Funding |
|
|
|
|
|
|
|
|
5.356%, 04/02/2024 (A) |
|
|
7,800 |
|
|
|
7,794 |
|
5.356%, 04/03/2024 (A) |
|
|
12,000 |
|
|
|
11,989 |
|
Mitsubishi HC Finance America |
|
|
|
|
|
|
|
|
5.548%, 05/02/2024 (A) |
|
|
6,000 |
|
|
|
5,967 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.787%, 04/15/2024 (A)(B) |
|
|
2,000 |
|
|
|
1,995 |
|
5.520%, 10/21/2024 (A) |
|
|
2,500 |
|
|
|
2,499 |
|
5.292%, 10/04/2024 (A) |
|
|
2,900 |
|
|
|
2,821 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
5.196%, 01/22/2025 (A) |
|
|
2,000 |
|
|
|
1,914 |
|
Overwatch Alpha Funding |
|
|
|
|
|
|
|
|
5.343%, 04/01/2024 (A) |
|
|
7,000 |
|
|
|
6,996 |
|
Pricoa Short Term Funding |
|
|
|
|
|
|
|
|
5.808%, 05/06/2024 (A)(B) |
|
|
3,000 |
|
|
|
2,983 |
|
Ridgefield Funding |
|
|
|
|
|
|
|
|
5.720%, 05/20/2024 (A) |
|
|
3,000 |
|
|
|
2,976 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.802%, 11/06/2024 (A) |
|
|
2,000 |
|
|
|
1,936 |
|
Starbird Funding |
|
|
|
|
|
|
|
|
5.742%, 05/10/2024 (A) |
|
|
4,000 |
|
|
|
3,974 |
|
5.520%, 10/07/2024 (A) |
|
|
2,700 |
|
|
|
2,700 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.871%, 06/03/2024 (A) |
|
|
1,060 |
|
|
|
1,049 |
|
5.442%, 10/21/2024 (A) |
|
|
3,000 |
|
|
|
2,910 |
|
UBS |
|
|
|
|
|
|
|
|
5.990%, 05/31/2024 (A)(B) |
|
|
1,000 |
|
|
|
990 |
|
Versailles Commercial Paper |
|
|
|
|
|
|
|
|
5.481%, 05/23/2024 (A) |
|
|
500 |
|
|
|
496 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.786%, 09/12/2024 (A) |
|
|
2,000 |
|
|
|
1,951 |
|
5.691%, 11/14/2024 (A) |
|
|
2,000 |
|
|
|
1,934 |
|
5.690%, 11/07/2024 (A) |
|
|
1,500 |
|
|
|
1,451 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
295,132 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Government — 2.7% |
|
|
|
|
Province of Quebec Canada |
|
|
|
|
|
|
|
|
5.391%, 05/07/2024 (A) |
|
$ |
17,500 |
|
|
$ |
17,397 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.6% |
|
|
|
|
CVS Health |
|
|
|
|
|
|
|
|
4.859%, 04/05/2024 (A) |
|
|
4,000 |
|
|
|
3,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.9% |
|
|
|
|
Penske Truck Leasing |
|
|
|
|
|
|
|
|
5.248%, 04/18/2024 (A) |
|
|
6,000 |
|
|
|
5,981 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technolgy — 1.5% |
|
|
|
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.392%, 05/06/2024 (A) |
|
|
10,000 |
|
|
|
9,941 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Materials — 1.8% |
|
|
|
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
5.502%, 04/09/2024 (A) |
|
|
6,000 |
|
|
|
5,989 |
|
CRH America Finance |
|
|
|
|
|
|
|
|
5.537%, 05/03/2024 (A) |
|
|
6,000 |
|
|
|
5,967 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,956 |
|
| |
|
|
|
|
|
|
|
|
Utiliites — 0.9% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.517%, 04/09/2024 (A) |
|
|
6,000 |
|
|
|
5,989 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $388,495) ($ Thousands) |
|
|
388,292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 2.6% |
Consumer Discretionary — 0.6% |
|
|
|
|
Jets Stadium Development |
|
|
|
|
|
|
|
|
5.920%, 04/01/2047 (B)(D) |
|
|
3,900 |
|
|
|
3,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.2% |
|
|
|
|
PepsiCo |
|
|
|
|
|
|
|
|
5.751%, SOFRINDX + 0.400%, 11/12/2024 (D) |
|
|
1,185 |
|
|
|
1,186 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Financials — 1.8% |
|
|
|
|
ANZ New Zealand International |
|
|
|
|
|
|
|
|
5.961%, SOFRRATE + 0.600%, 02/18/2025 (B)(D) |
|
|
2,202 |
|
|
|
2,208 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.830%, 04/08/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
5.830%, 04/12/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Svenska Handelsbanken NY |
|
|
|
|
|
|
|
|
5.870%, SOFRRATE + 0.550%, 04/29/2024 (D) |
|
$ |
2,000 |
|
|
$ |
2,001 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.970%, SOFRRATE + 0.640%, 07/17/2024 (D) |
|
|
1,000 |
|
|
|
1,002 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.910%, SOFRRATE + 0.580%, 05/17/2024 (D) |
|
|
1,000 |
|
|
|
1,001 |
|
5.830%, 04/19/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,212 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $17,291) ($ Thousands) |
|
|
|
|
|
|
17,298 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATION — 0.1% |
U.S. Treasury Note |
|
|
|
|
|
|
|
|
5.470%, USBMMY3M + 0.169%, 04/30/2025 (D) |
|
|
500 |
|
|
|
500 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $500) ($ Thousands) |
|
|
500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CERTIFICATES OF DEPOSIT — 20.7% |
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
5.830%, 04/02/2024 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.000%, 08/21/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
5.940%, 07/15/2024 |
|
|
1,000 |
|
|
|
1,001 |
|
5.900%, 05/14/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.750%, 11/14/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
5.220%, 02/06/2025 |
|
|
1,839 |
|
|
|
1,836 |
|
Bank of Montreal IL |
|
|
|
|
|
|
|
|
5.600%, 11/29/2024 |
|
|
2,000 |
|
|
|
2,002 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
5.820%, 06/13/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.800%, 11/08/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
Barclays Bank |
|
|
|
|
|
|
|
|
5.710%, 10/04/2024 |
|
|
1,250 |
|
|
|
1,251 |
|
5.400%, 10/01/2024 |
|
|
1,000 |
|
|
|
999 |
|
BMO |
|
|
|
|
|
|
|
|
5.500%, 12/06/2024 |
|
|
2,000 |
|
|
|
2,001 |
|
BNP Paribas NY |
|
|
|
|
|
|
|
|
5.720%, 08/19/2024 |
|
|
1,000 |
|
|
|
1,001 |
|
5.280%, 12/31/2024 |
|
|
1,500 |
|
|
|
1,498 |
|
5.230%, 12/18/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
BPCE |
|
|
|
|
|
|
|
|
5.580%, 08/01/2024 |
|
|
3,000 |
|
|
|
3,002 |
|
Canadian Imperial Bank of Commerce NY |
|
|
|
|
|
|
|
|
5.930%, 06/28/2024 |
|
|
1,500 |
|
|
|
1,501 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CERTIFICATES OF DEPOSIT (continued) |
5.800%, 06/07/2024 |
|
$ |
2,500 |
|
|
$ |
2,501 |
|
5.170%, 02/07/2025 |
|
|
2,500 |
|
|
|
2,496 |
|
Citibank |
|
|
|
|
|
|
|
|
5.920%, 06/20/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.920%, 07/22/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
5.890%, 05/10/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.880%, 05/08/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.700%, 11/27/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.630%, 01/31/2025 |
|
|
2,000 |
|
|
|
2,001 |
|
Concord Minutemen Capital |
|
|
|
|
|
|
|
|
5.880%, 05/16/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
Credit Agricole Corporate and Investment Bank |
|
|
|
|
|
|
|
|
5.690%, 05/21/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
5.420%, 06/11/2024 |
|
|
8,000 |
|
|
|
8,000 |
|
5.410%, 07/01/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
Credit Industriel et Commercial |
|
|
|
|
|
|
|
|
5.460%, 06/17/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
DNB Bank |
|
|
|
|
|
|
|
|
5.810%, 04/29/2024 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
HSBC Bank |
|
|
|
|
|
|
|
|
5.970%, 07/25/2024 (B) |
|
|
2,000 |
|
|
|
2,003 |
|
Lloyds Bank |
|
|
|
|
|
|
|
|
5.670%, 02/14/2025 |
|
|
2,000 |
|
|
|
2,001 |
|
Mitsubishi UFJ Trust and Banking |
|
|
|
|
|
|
|
|
5.510%, 09/05/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.330%, 04/02/2024 |
|
|
13,000 |
|
|
|
13,000 |
|
Mizuho Bank |
|
|
|
|
|
|
|
|
5.500%, 08/13/2024 |
|
|
3,500 |
|
|
|
3,500 |
|
5.500%, 09/05/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
Natixis NY |
|
|
|
|
|
|
|
|
5.510%, 09/10/2024 |
|
|
3,500 |
|
|
|
3,501 |
|
Nordea Bank Abp |
|
|
|
|
|
|
|
|
5.860%, 04/26/2024 |
|
|
1,175 |
|
|
|
1,176 |
|
5.840%, 04/12/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.800%, 07/24/2024 |
|
|
2,000 |
|
|
|
2,002 |
|
Podium Funding Trust |
|
|
|
|
|
|
|
|
5.510%, 08/08/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
Raobank |
|
|
|
|
|
|
|
|
5.270%, 02/05/2025 |
|
|
2,300 |
|
|
|
2,300 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.960%, 09/19/2024 |
|
|
1,500 |
|
|
|
1,503 |
|
5.930%, 05/23/2024 (B) |
|
|
1,750 |
|
|
|
1,751 |
|
Sumitomo Mitsu Banking |
|
|
|
|
|
|
|
|
5.570%, 09/27/2024 |
|
|
2,000 |
|
|
|
2,001 |
|
5.540%, 07/23/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.500%, 08/06/2024 |
|
|
6,000 |
|
|
|
6,000 |
|
5.500%, 08/28/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
Sumitomo Mitsui Trust Bank |
|
|
|
|
|
|
|
|
5.600%, 07/08/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
5.500%, 08/01/2024 |
|
|
6,000 |
|
|
|
6,001 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CERTIFICATES OF DEPOSIT (continued) |
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
6.000%, 10/02/2024 |
|
$ |
2,000 |
|
|
$ |
2,004 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.180%, 02/07/2025 |
|
|
3,000 |
|
|
|
2,995 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.850%, 04/19/2024 (B) |
|
|
1,000 |
|
|
|
1,000 |
|
5.630%, 01/31/2025 |
|
|
1,000 |
|
|
|
1,000 |
|
5.250%, 01/22/2025 |
|
|
2,000 |
|
|
|
1,999 |
|
Total Certificates of Deposit |
|
|
|
|
(Cost $136,315) ($ Thousands) |
|
|
136,329 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENTS(E) — 17.4% |
Bank of America Securities |
|
|
|
|
|
|
|
|
5.330%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $91,053,892 (collateralized by various GNMA obligations, ranging in par value $6,000 - $251,484,928, 2.500% - 8.000%, 3/15/2030 - 10/20/2063; with total market value $92,820,000) |
|
|
91,000 |
|
|
|
91,000 |
|
Goldman Sachs & Co |
|
|
|
|
|
|
|
|
5.330%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $17,810,540 (collateralized by a U.S. Treasury obligation, par value $18,204,200, 4.000%, 1/31/2029; with total market value $18,156,027) |
|
|
17,800 |
|
|
|
17,800 |
|
TD Securities |
|
|
|
|
|
|
|
|
5.340%, dated 3/28/2024, to be repurchased on 4/1/2024, repurchase price $6,003,560 (collateralized by a GNMA obligation, par value $6,097,153, 5.500%, 1/20/2054; with total market value $6,120,001) |
|
|
6,000 |
|
|
|
6,000 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $114,800) ($ Thousands) |
|
|
|
|
|
|
114,800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $657,401) ($ Thousands) |
|
$ |
657,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $658,309 ($ Thousands). |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $37,656 ($ Thousands), representing 5.7% of the Net Assets of the Fund. |
(C) |
No interest rate available. |
(D) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(E) |
Tri-Party Repurchase Agreement. |
As of March 31, 2024, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Conservative Income Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
107 |
|
|
$ |
10,014 |
|
|
$ |
(10,121 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
23 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Free Conservative Income Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS — 85.9% |
Alabama — 1.6% |
|
|
|
|
Mobile, Industrial Development Board, RB |
|
|
|
|
|
|
|
|
3.450%, 06/01/2034 (A) |
|
$ |
2,900 |
|
|
$ |
2,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Arizona — 0.8% |
|
|
|
|
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.700%, 09/01/2035 (A)(B) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Colorado — 5.8% |
|
|
|
|
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB |
|
|
|
|
|
|
|
|
3.650%, 11/01/2028 (A) |
|
|
5,655 |
|
|
|
5,655 |
|
Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB |
|
|
|
|
|
|
|
|
3.640%, 05/15/2062 (A) |
|
|
4,500 |
|
|
|
4,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,155 |
|
| |
|
|
|
|
|
|
|
|
Connecticut — 2.2% |
|
|
|
|
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
3.620%, 11/15/2048 (A) |
|
|
1,025 |
|
|
|
1,025 |
|
Connecticut State, Ser C, GO |
|
|
|
|
|
|
|
|
3.720%, 05/15/2034 (A) |
|
|
2,870 |
|
|
|
2,870 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,895 |
|
| |
|
|
|
|
|
|
|
|
District of Columbia — 0.1% |
|
|
|
|
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB |
|
|
|
|
|
|
|
|
3.690%, 10/01/2053 (A)(B)(C) |
|
|
95 |
|
|
|
95 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 4.8% |
|
|
|
|
Escambia County, Solid Waste Disposal, Florida Power & Light, RB |
|
|
|
|
|
|
|
|
3.200%, 04/01/2039 (A) |
|
|
300 |
|
|
|
300 |
|
Lucie County, Florida Power & Light Project, Ser R, RB |
|
|
|
|
|
|
|
|
3.800%, 09/01/2028 (A) |
|
|
7,050 |
|
|
|
7,050 |
|
Pinellas County, Housing Finance Authority, Bayside Court, RB, FHLMC |
|
|
|
|
|
|
|
|
3.650%, 10/01/2048 (A)(B) |
|
|
1,070 |
|
|
|
1,070 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,420 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Idaho — 0.8% |
|
|
|
|
Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.640%, 09/01/2044 (A) |
|
$ |
1,400 |
|
|
$ |
1,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 2.2% |
|
|
|
|
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB |
|
|
|
|
|
|
|
|
3.650%, 06/01/2029 (A)(B) |
|
|
3,900 |
|
|
|
3,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Indiana — 1.0% |
|
|
|
|
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB |
|
|
|
|
|
|
|
|
3.790%, 04/01/2030 (A)(C) |
|
|
1,770 |
|
|
|
1,770 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Iowa — 5.7% |
|
|
|
|
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB |
|
|
|
|
|
|
|
|
3.850%, 12/01/2041 (A)(B)(C) |
|
|
7,500 |
|
|
|
7,500 |
|
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC |
|
|
|
|
|
|
|
|
3.620%, 01/01/2047 (A) |
|
|
900 |
|
|
|
900 |
|
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB |
|
|
|
|
|
|
|
|
3.700%, 09/01/2036 (A) |
|
|
1,600 |
|
|
|
1,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,000 |
|
| |
|
|
|
|
|
|
|
|
Louisiana — 1.9% |
|
|
|
|
Louisiana State, Gasoline & Fuels Tax Revenue, Ser A-1, RB |
|
|
|
|
|
|
|
|
3.150%, 05/01/2043 (A)(B) |
|
|
800 |
|
|
|
800 |
|
Louisiana State, Public Facilities Authority, Louisiana Children's Medical Center Project, RB |
|
|
|
|
|
|
|
|
3.650%, 09/01/2057 (A)(B) |
|
|
1,100 |
|
|
|
1,100 |
|
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB |
|
|
|
|
|
|
|
|
3.940%, 11/01/2040 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,400 |
|
| |
|
|
|
|
|
|
|
|
Maryland — 1.3% |
|
|
|
|
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB |
|
|
|
|
|
|
|
|
3.680%, 02/01/2041 (A) |
|
|
1,070 |
|
|
|
1,070 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Free Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Maryland State, Economic Development Corporation, Howard Hughes Medical Institute, Ser A, RB |
|
|
|
|
|
|
|
|
3.550%, 02/15/2043 (A) |
|
$ |
1,200 |
|
|
$ |
1,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,270 |
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 1.1% |
|
|
|
|
Somerville, GO |
|
|
|
|
|
|
|
|
5.000%, 05/30/2024 |
|
|
2,000 |
|
|
|
2,005 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.7% |
|
|
|
|
Central Michigan University, Ser A, RB |
|
|
|
|
|
|
|
|
3.650%, 10/01/2032 (A)(B) |
|
|
1,300 |
|
|
|
1,300 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mississippi — 1.0% |
|
|
|
|
Mississippi State, Business Finance, Chevron USA Project, Ser B, RB |
|
|
|
|
|
|
|
|
3.250%, 12/01/2030 (A) |
|
|
715 |
|
|
|
715 |
|
Mississippi State, Business Finance, Chevron USA Project, Ser C, RB |
|
|
|
|
|
|
|
|
3.250%, 12/01/2030 (A) |
|
|
210 |
|
|
|
210 |
|
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB |
|
|
|
|
|
|
|
|
3.250%, 12/01/2030 (A) |
|
|
790 |
|
|
|
790 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,715 |
|
| |
|
|
|
|
|
|
|
|
Missouri — 3.9% |
|
|
|
|
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB |
|
|
|
|
|
|
|
|
3.690%, 04/15/2034 (A)(B) |
|
|
3,300 |
|
|
|
3,300 |
|
RBC Municipal Products Trust, Ser C-16, RB |
|
|
|
|
|
|
|
|
3.690%, 09/01/2039 (A)(B)(C) |
|
|
3,500 |
|
|
|
3,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,800 |
|
| |
|
|
|
|
|
|
|
|
Nevada — 2.4% |
|
|
|
|
Clark County, Department of Aviation, Sub-Ser D-2B, RB |
|
|
|
|
|
|
|
|
3.670%, 07/01/2040 (A)(B) |
|
|
4,225 |
|
|
|
4,225 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 11.3% |
|
|
|
|
Cranford, GO |
|
|
|
|
|
|
|
|
5.000%, 06/20/2024 |
|
|
3,760 |
|
|
|
3,767 |
|
5.000%, 08/22/2024 |
|
|
1,560 |
|
|
|
1,566 |
|
Hudson County, Improvement Authority, Local Unit Loan Program, RB |
|
|
|
|
|
|
|
|
5.000%, 07/24/2024 |
|
|
1,000 |
|
|
|
1,004 |
|
Little Falls, GO |
|
|
|
|
|
|
|
|
5.000%, 12/13/2024 |
|
|
6,154 |
|
|
|
6,200 |
|
Plainsboro, GO |
|
|
|
|
|
|
|
|
5.000%, 07/25/2024 |
|
|
3,000 |
|
|
|
3,009 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
South Amboy, GO |
|
|
|
|
|
|
|
|
5.000%, 06/28/2024 |
|
$ |
4,361 |
|
|
$ |
4,369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,915 |
|
| |
|
|
|
|
|
|
|
|
New York — 10.4% |
|
|
|
|
Metropolitan New York, Transportation Authority, Ser D-2B-REMK, RB |
|
|
|
|
|
|
|
|
3.050%, 11/01/2035 (A)(B) |
|
|
4,000 |
|
|
|
4,000 |
|
Mount Pleasant, Central School District, GO |
|
|
|
|
|
|
|
|
5.000%, 06/28/2024 |
|
|
3,050 |
|
|
|
3,057 |
|
New York City, Sub-Ser G-6, GO |
|
|
|
|
|
|
|
|
3.300%, 04/01/2042 (A)(B) |
|
|
1,990 |
|
|
|
1,990 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
3.650%, 11/01/2041 (A)(B) |
|
|
2,000 |
|
|
|
2,000 |
|
New York State, Dormitory Authority, BDS Rockefeller University, RB |
|
|
|
|
|
|
|
|
3.650%, 07/01/2032 (A) |
|
|
4,900 |
|
|
|
4,900 |
|
New York State, Housing Finance Agency, Ser A, RB |
|
|
|
|
|
|
|
|
3.700%, 11/01/2050 (A)(B) |
|
|
2,500 |
|
|
|
2,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,447 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.7% |
|
|
|
|
Ohio State, Infrastructure Improvement, Ser A, GO |
|
|
|
|
|
|
|
|
5.000%, 03/01/2025 |
|
|
1,335 |
|
|
|
1,356 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 2.6% |
|
|
|
|
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC |
|
|
|
|
|
|
|
|
3.250%, 11/15/2029 (A) |
|
|
150 |
|
|
|
150 |
|
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB |
|
|
|
|
|
|
|
|
4.750%, 12/01/2037 (A)(B) |
|
|
3,300 |
|
|
|
3,300 |
|
Pennsylvania State, Turnpike Commission, RB |
|
|
|
|
|
|
|
|
3.700%, 12/01/2038 (A)(B) |
|
|
1,100 |
|
|
|
1,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,550 |
|
| |
|
|
|
|
|
|
|
|
South Carolina — 4.3% |
|
|
|
|
South Carolina State, Jobs-Economic Development Authority, RB |
|
|
|
|
|
|
|
|
3.660%, 03/01/2063 (A)(B) |
|
|
3,000 |
|
|
|
3,000 |
|
South Carolina State, Public Service Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.790%, 01/01/2036 (A)(B) |
|
|
4,100 |
|
|
|
4,100 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM |
|
|
|
|
|
|
|
|
3.760%, 12/01/2055 (A)(C) |
|
$ |
500 |
|
|
$ |
500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,600 |
|
| |
|
|
|
|
|
|
|
|
South Dakota — 2.9% |
|
|
|
|
South Dakota State, Housing Development Authority, RB |
|
|
|
|
|
|
|
|
3.650%, 11/01/2046 (A) |
|
|
2,200 |
|
|
|
2,200 |
|
South Dakota State, Housing Development Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.650%, 11/01/2062 (A) |
|
|
2,850 |
|
|
|
2,850 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,050 |
|
| |
|
|
|
|
|
|
|
|
Tennessee — 0.2% |
|
|
|
|
Clarksville, Public Building Authority, Pooled Financing, RB |
|
|
|
|
|
|
|
|
3.790%, 06/01/2029 (A)(B) |
|
|
280 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 8.1% |
|
|
|
|
Houston, Combined Utility System Revenue, Ser C-, RB |
|
|
|
|
|
|
|
|
3.720%, 05/15/2034 (A)(B) |
|
|
2,100 |
|
|
|
2,100 |
|
Midland, Independent School District, GO |
|
|
|
|
|
|
|
|
5.000%, 02/15/2025 |
|
|
1,065 |
|
|
|
1,080 |
|
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB |
|
|
|
|
|
|
|
|
3.630%, 03/01/2039 (A) |
|
|
5,300 |
|
|
|
5,300 |
|
Texas State, Veterans Bonds, GO |
|
|
|
|
|
|
|
|
3.660%, 12/01/2046 (A) |
|
|
1,800 |
|
|
|
1,800 |
|
Texas State, Veterans Bonds, Ser B, GO |
|
|
|
|
|
|
|
|
3.700%, 12/01/2042 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
Texas State, Veterans Bonds, Ser B-REMK, GO |
|
|
|
|
|
|
|
|
3.700%, 12/01/2043 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,280 |
|
| |
|
|
|
|
|
|
|
|
Utah — 1.1% |
|
|
|
|
Utah State, Water Finance Agency, Ser B-2-REMK, RB |
|
|
|
|
|
|
|
|
3.800%, 10/01/2035 (A) |
|
|
1,955 |
|
|
|
1,955 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Virginia — 1.2% |
|
|
|
|
Fairfax County, Industrial Development Authority, Inova Health System Project, RB |
|
|
|
|
|
|
|
|
3.680%, 05/15/2042 (A) |
|
|
2,050 |
|
|
|
2,050 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Washington — 0.9% |
|
|
|
|
Washington State, Housing Finance Commission, Ser VR, RB |
|
|
|
|
|
|
|
|
3.640%, 12/01/2046 (A) |
|
$ |
1,585 |
|
|
$ |
1,585 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
West Virginia — 0.6% |
|
|
|
|
West Virginia State, Hospital Finance Authority, West Virginia University, RB |
|
|
|
|
|
|
|
|
3.610%, 06/01/2034 (A)(B) |
|
|
1,080 |
|
|
|
1,080 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Wisconsin — 3.1% |
|
|
|
|
Wisconsin State, Housing & Economic Development Authority, Ser B, RB |
|
|
|
|
|
|
|
|
3.630%, 03/01/2041 (A) |
|
|
2,320 |
|
|
|
2,320 |
|
Wisconsin State, Housing & Economic Development Authority, Ser C, RB |
|
|
|
|
|
|
|
|
3.600%, 05/01/2046 (A) |
|
|
1,800 |
|
|
|
1,800 |
|
Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA |
|
|
|
|
|
|
|
|
3.640%, 03/01/2038 (A) |
|
|
1,400 |
|
|
|
1,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,520 |
|
| |
|
|
|
|
|
|
|
|
Wyoming — 1.2% |
|
|
|
|
Wyoming State, Community Development Authority, Ser 4, RB |
|
|
|
|
|
|
|
|
3.650%, 12/01/2048 (A) |
|
|
2,200 |
|
|
|
2,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $151,636) ($ Thousands) |
|
|
|
|
|
|
151,618 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
TAX-EXEMPT COMMERCIAL PAPER — 8.6% |
Fort Bend, Independent School District |
|
|
|
|
|
|
|
|
3.600%, 04/10/2024 |
|
|
5,000 |
|
|
|
5,000 |
|
Lincoln, Electric |
|
|
|
|
|
|
|
|
3.600%, 06/10/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
University of California |
|
|
|
|
|
|
|
|
3.550%, 07/15/2024 |
|
|
1,100 |
|
|
|
1,094 |
|
University of Texas |
|
|
|
|
|
|
|
|
3.600%, 07/11/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
3.480%, 10/18/2024 |
|
|
1,200 |
|
|
|
1,201 |
|
3.450%, 09/20/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Tax-Exempt Commercial Paper |
|
|
|
|
(Cost $15,300) ($ Thousands) |
|
|
15,295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 94.5% |
|
|
|
|
|
|
|
|
(Cost $166,936) ($ Thousands) |
|
$ |
166,913 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $176,578 ($ Thousands). |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Tax-Free Conservative Income Fund (Concluded)
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Securities are held in connection with a letter of credit issued by a major bank. |
(C) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $13,365 ($ Thousands), representing 7.6% of the Net Assets of the Fund. |
As of March 31, 2024, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP. |
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Real Return Fund
|
†
|
Percentages are based on total investments.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 99.6% |
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.625%, 04/15/2028 |
|
$ |
9,389 |
|
|
$ |
9,981 |
|
2.500%, 01/15/2029 |
|
|
8,820 |
|
|
|
9,061 |
|
2.375%, 01/15/2027 |
|
|
9,750 |
|
|
|
9,827 |
|
2.375%, 10/15/2028 |
|
|
25,474 |
|
|
|
26,064 |
|
2.000%, 01/15/2026 |
|
|
10,090 |
|
|
|
10,043 |
|
1.750%, 01/15/2028 |
|
|
9,151 |
|
|
|
9,074 |
|
1.625%, 10/15/2027 |
|
|
24,688 |
|
|
|
24,450 |
|
1.250%, 04/15/2028 |
|
|
24,773 |
|
|
|
24,065 |
|
0.875%, 01/15/2029 |
|
|
17,044 |
|
|
|
16,246 |
|
0.750%, 07/15/2028 |
|
|
19,838 |
|
|
|
18,951 |
|
0.625%, 01/15/2026 |
|
|
21,383 |
|
|
|
20,768 |
|
0.500%, 01/15/2028 |
|
|
22,555 |
|
|
|
21,341 |
|
0.375%, 07/15/2025 |
|
|
25,436 |
|
|
|
24,881 |
|
0.375%, 01/15/2027 |
|
|
19,830 |
|
|
|
18,913 |
|
0.375%, 07/15/2027 |
|
|
21,881 |
|
|
|
20,820 |
|
0.125%, 04/15/2025 |
|
|
18,481 |
|
|
|
18,023 |
|
0.125%, 10/15/2025 |
|
|
22,526 |
|
|
|
21,863 |
|
0.125%, 04/15/2026 |
|
|
17,350 |
|
|
|
16,616 |
|
0.125%, 07/15/2026 |
|
|
21,310 |
|
|
|
20,423 |
|
0.125%, 10/15/2026 |
|
|
24,088 |
|
|
|
22,979 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 04/15/2027 |
|
$ |
24,609 |
|
|
$ |
23,187 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $394,940) ($ Thousands) |
|
|
387,576 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.2% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
840,113 |
|
|
|
840 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $840) ($ Thousands) |
|
|
|
|
|
|
840 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $395,780) ($ Thousands) |
|
$ |
388,416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $389,167 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
† |
Investment in Affiliated Security (see Note 6). |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
387,576 |
|
|
|
– |
|
|
|
387,576 |
|
Cash Equivalent |
|
|
840 |
|
|
|
– |
|
|
|
– |
|
|
|
840 |
|
Total Investments in Securities |
|
|
840 |
|
|
|
387,576 |
|
|
|
– |
|
|
|
388,416 |
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,547 |
|
|
$ |
21,481 |
|
|
$ |
(22,188 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
840 |
|
|
$ |
28 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Dynamic Asset Allocation Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 80.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.2% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
87,696 |
|
|
$ |
13,236 |
|
Alphabet Inc, Cl C * |
|
|
73,411 |
|
|
|
11,178 |
|
AT&T Inc |
|
|
106,454 |
|
|
|
1,874 |
|
Charter Communications Inc, Cl A * |
|
|
1,443 |
|
|
|
419 |
|
Comcast Corp, Cl A |
|
|
58,954 |
|
|
|
2,556 |
|
Electronic Arts Inc |
|
|
3,625 |
|
|
|
481 |
|
Fox Corp, Cl A |
|
|
3,371 |
|
|
|
105 |
|
Fox Corp, Cl B |
|
|
1,866 |
|
|
|
53 |
|
Interpublic Group of Cos Inc/The |
|
|
5,527 |
|
|
|
180 |
|
Live Nation Entertainment Inc * |
|
|
2,107 |
|
|
|
223 |
|
Match Group Inc * |
|
|
3,706 |
|
|
|
134 |
|
Meta Platforms Inc, Cl A |
|
|
32,725 |
|
|
|
15,891 |
|
Netflix Inc * |
|
|
6,409 |
|
|
|
3,892 |
|
News Corp, Cl A |
|
|
5,662 |
|
|
|
148 |
|
News Corp, Cl B |
|
|
2,017 |
|
|
|
55 |
|
Omnicom Group Inc |
|
|
2,843 |
|
|
|
275 |
|
Paramount Global, Cl B |
|
|
6,771 |
|
|
|
80 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
2,421 |
|
|
|
360 |
|
T-Mobile US Inc |
|
|
7,671 |
|
|
|
1,252 |
|
Verizon Communications Inc |
|
|
62,586 |
|
|
|
2,626 |
|
Walt Disney Co/The |
|
|
27,266 |
|
|
|
3,336 |
|
Warner Bros Discovery Inc * |
|
|
34,564 |
|
|
|
302 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
58,656 |
|
Consumer Discretionary — 8.3% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
6,500 |
|
|
|
1,072 |
|
Amazon.com Inc, Cl A * |
|
|
136,070 |
|
|
|
24,544 |
|
Aptiv PLC * |
|
|
4,172 |
|
|
|
332 |
|
AutoZone Inc * |
|
|
209 |
|
|
|
659 |
|
Bath & Body Works Inc |
|
|
3,429 |
|
|
|
172 |
|
Best Buy Co Inc |
|
|
2,830 |
|
|
|
232 |
|
Booking Holdings Inc |
|
|
535 |
|
|
|
1,941 |
|
BorgWarner Inc |
|
|
3,437 |
|
|
|
119 |
|
Caesars Entertainment Inc * |
|
|
3,254 |
|
|
|
142 |
|
CarMax Inc * |
|
|
2,345 |
|
|
|
204 |
|
Carnival Corp * |
|
|
14,426 |
|
|
|
236 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
450 |
|
|
$ |
1,308 |
|
Darden Restaurants Inc |
|
|
1,742 |
|
|
|
291 |
|
Deckers Outdoor Corp * |
|
|
400 |
|
|
|
377 |
|
Domino's Pizza Inc |
|
|
484 |
|
|
|
240 |
|
DR Horton Inc |
|
|
4,447 |
|
|
|
732 |
|
eBay Inc |
|
|
7,718 |
|
|
|
407 |
|
Etsy Inc * |
|
|
1,791 |
|
|
|
123 |
|
Expedia Group Inc * |
|
|
1,912 |
|
|
|
263 |
|
Ford Motor Co |
|
|
58,108 |
|
|
|
772 |
|
Garmin Ltd |
|
|
2,200 |
|
|
|
328 |
|
General Motors Co |
|
|
17,362 |
|
|
|
787 |
|
Genuine Parts Co |
|
|
2,025 |
|
|
|
314 |
|
Hasbro Inc |
|
|
1,909 |
|
|
|
108 |
|
Hilton Worldwide Holdings Inc |
|
|
3,786 |
|
|
|
808 |
|
Home Depot Inc/The |
|
|
14,849 |
|
|
|
5,696 |
|
Las Vegas Sands Corp |
|
|
5,619 |
|
|
|
290 |
|
Lennar Corp, Cl A |
|
|
3,690 |
|
|
|
635 |
|
LKQ Corp |
|
|
3,816 |
|
|
|
204 |
|
Lowe's Cos Inc |
|
|
8,583 |
|
|
|
2,186 |
|
Lululemon Athletica Inc * |
|
|
1,700 |
|
|
|
664 |
|
Marriott International Inc/MD, Cl A |
|
|
3,673 |
|
|
|
927 |
|
McDonald's Corp |
|
|
10,837 |
|
|
|
3,055 |
|
MGM Resorts International * |
|
|
4,042 |
|
|
|
191 |
|
Mohawk Industries Inc * |
|
|
720 |
|
|
|
94 |
|
NIKE Inc, Cl B |
|
|
18,084 |
|
|
|
1,700 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
6,214 |
|
|
|
130 |
|
NVR Inc * |
|
|
49 |
|
|
|
397 |
|
O'Reilly Automotive Inc * |
|
|
918 |
|
|
|
1,036 |
|
Pool Corp |
|
|
616 |
|
|
|
249 |
|
PulteGroup Inc |
|
|
3,173 |
|
|
|
383 |
|
Ralph Lauren Corp, Cl A |
|
|
628 |
|
|
|
118 |
|
Ross Stores Inc |
|
|
5,026 |
|
|
|
738 |
|
Royal Caribbean Cruises Ltd * |
|
|
3,466 |
|
|
|
482 |
|
Starbucks Corp |
|
|
16,826 |
|
|
|
1,538 |
|
Tapestry Inc |
|
|
3,153 |
|
|
|
150 |
|
Tesla Inc * |
|
|
41,215 |
|
|
|
7,245 |
|
TJX Cos Inc/The |
|
|
17,010 |
|
|
|
1,725 |
|
Tractor Supply Co |
|
|
1,574 |
|
|
|
412 |
|
Ulta Beauty Inc * |
|
|
723 |
|
|
|
378 |
|
VF Corp |
|
|
4,919 |
|
|
|
75 |
|
Wynn Resorts Ltd |
|
|
1,345 |
|
|
|
137 |
|
Yum! Brands Inc |
|
|
4,260 |
|
|
|
591 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,937 |
|
Consumer Staples — 4.8% |
|
|
|
|
Altria Group Inc |
|
|
26,216 |
|
|
|
1,143 |
|
Archer-Daniels-Midland Co |
|
|
8,121 |
|
|
|
510 |
|
Brown-Forman Corp, Cl B |
|
|
2,660 |
|
|
|
137 |
|
Bunge Global SA |
|
|
2,200 |
|
|
|
226 |
|
Campbell Soup Co |
|
|
2,834 |
|
|
|
126 |
|
Church & Dwight Co Inc |
|
|
3,785 |
|
|
|
395 |
|
Clorox Co/The |
|
|
1,935 |
|
|
|
296 |
|
Coca-Cola Co/The |
|
|
57,904 |
|
|
|
3,543 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Colgate-Palmolive Co |
|
|
12,221 |
|
|
$ |
1,100 |
|
Conagra Brands Inc |
|
|
6,863 |
|
|
|
203 |
|
Constellation Brands Inc, Cl A |
|
|
2,428 |
|
|
|
660 |
|
Costco Wholesale Corp |
|
|
6,577 |
|
|
|
4,818 |
|
Dollar General Corp |
|
|
3,271 |
|
|
|
510 |
|
Dollar Tree Inc * |
|
|
3,096 |
|
|
|
412 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,470 |
|
|
|
535 |
|
General Mills Inc |
|
|
8,440 |
|
|
|
591 |
|
Hershey Co/The |
|
|
2,276 |
|
|
|
443 |
|
Hormel Foods Corp |
|
|
4,023 |
|
|
|
140 |
|
J M Smucker Co/The |
|
|
1,530 |
|
|
|
193 |
|
Kellanova |
|
|
4,119 |
|
|
|
236 |
|
Kenvue Inc |
|
|
26,174 |
|
|
|
562 |
|
Keurig Dr Pepper Inc |
|
|
15,292 |
|
|
|
469 |
|
Kimberly-Clark Corp |
|
|
5,079 |
|
|
|
657 |
|
Kraft Heinz Co/The |
|
|
12,143 |
|
|
|
448 |
|
Kroger Co/The |
|
|
9,888 |
|
|
|
565 |
|
Lamb Weston Holdings Inc |
|
|
2,101 |
|
|
|
224 |
|
McCormick & Co Inc/MD |
|
|
3,580 |
|
|
|
275 |
|
Molson Coors Beverage Co, Cl B |
|
|
2,695 |
|
|
|
181 |
|
Mondelez International Inc, Cl A |
|
|
20,048 |
|
|
|
1,403 |
|
Monster Beverage Corp * |
|
|
11,144 |
|
|
|
661 |
|
PepsiCo Inc |
|
|
20,458 |
|
|
|
3,580 |
|
Philip Morris International Inc |
|
|
23,058 |
|
|
|
2,113 |
|
Procter & Gamble Co/The |
|
|
35,002 |
|
|
|
5,679 |
|
Sysco Corp, Cl A |
|
|
7,411 |
|
|
|
602 |
|
Target Corp, Cl A |
|
|
6,926 |
|
|
|
1,227 |
|
Tyson Foods Inc, Cl A |
|
|
4,075 |
|
|
|
239 |
|
Walgreens Boots Alliance Inc |
|
|
10,224 |
|
|
|
222 |
|
Walmart Inc |
|
|
63,697 |
|
|
|
3,833 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,157 |
|
Energy — 3.2% |
|
|
|
|
APA Corp |
|
|
4,452 |
|
|
|
153 |
|
Baker Hughes Co, Cl A |
|
|
15,268 |
|
|
|
512 |
|
Chevron Corp |
|
|
25,774 |
|
|
|
4,066 |
|
ConocoPhillips |
|
|
17,549 |
|
|
|
2,234 |
|
Coterra Energy Inc |
|
|
10,741 |
|
|
|
299 |
|
Devon Energy Corp |
|
|
9,495 |
|
|
|
476 |
|
Diamondback Energy Inc, Cl A |
|
|
2,723 |
|
|
|
540 |
|
EOG Resources Inc |
|
|
8,699 |
|
|
|
1,112 |
|
EQT Corp |
|
|
6,400 |
|
|
|
237 |
|
Exxon Mobil Corp |
|
|
59,126 |
|
|
|
6,873 |
|
Halliburton Co |
|
|
13,578 |
|
|
|
535 |
|
Hess Corp |
|
|
4,096 |
|
|
|
625 |
|
Kinder Morgan Inc |
|
|
29,398 |
|
|
|
539 |
|
Marathon Oil Corp |
|
|
8,159 |
|
|
|
231 |
|
Marathon Petroleum Corp |
|
|
5,437 |
|
|
|
1,096 |
|
Occidental Petroleum Corp |
|
|
9,815 |
|
|
|
638 |
|
ONEOK Inc |
|
|
8,806 |
|
|
|
706 |
|
Phillips 66 |
|
|
6,385 |
|
|
|
1,043 |
|
Pioneer Natural Resources Co |
|
|
3,468 |
|
|
|
910 |
|
Schlumberger NV, Cl A |
|
|
21,278 |
|
|
|
1,166 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Targa Resources Corp |
|
|
3,300 |
|
|
$ |
370 |
|
Valero Energy Corp |
|
|
5,074 |
|
|
|
866 |
|
Williams Cos Inc/The |
|
|
18,429 |
|
|
|
718 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,945 |
|
Financials — 10.6% |
|
|
|
|
Aflac Inc |
|
|
7,871 |
|
|
|
676 |
|
Allstate Corp/The |
|
|
3,890 |
|
|
|
673 |
|
American Express Co |
|
|
8,497 |
|
|
|
1,935 |
|
American International Group Inc |
|
|
10,569 |
|
|
|
826 |
|
Ameriprise Financial Inc |
|
|
1,523 |
|
|
|
668 |
|
Aon PLC, Cl A |
|
|
2,976 |
|
|
|
993 |
|
Arch Capital Group Ltd * |
|
|
5,525 |
|
|
|
511 |
|
Arthur J Gallagher & Co |
|
|
3,219 |
|
|
|
805 |
|
Assurant Inc |
|
|
743 |
|
|
|
140 |
|
Bank of America Corp |
|
|
102,500 |
|
|
|
3,887 |
|
Bank of New York Mellon Corp/The |
|
|
11,313 |
|
|
|
652 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
27,080 |
|
|
|
11,388 |
|
BlackRock Inc |
|
|
2,061 |
|
|
|
1,718 |
|
Blackstone Inc, Cl A |
|
|
10,700 |
|
|
|
1,406 |
|
Brown & Brown Inc |
|
|
3,639 |
|
|
|
319 |
|
Capital One Financial Corp |
|
|
5,698 |
|
|
|
848 |
|
Cboe Global Markets Inc |
|
|
1,527 |
|
|
|
281 |
|
Charles Schwab Corp/The |
|
|
22,116 |
|
|
|
1,600 |
|
Chubb Ltd |
|
|
5,993 |
|
|
|
1,553 |
|
Cincinnati Financial Corp |
|
|
2,403 |
|
|
|
298 |
|
Citigroup Inc |
|
|
28,320 |
|
|
|
1,791 |
|
Citizens Financial Group Inc |
|
|
6,508 |
|
|
|
236 |
|
CME Group Inc, Cl A |
|
|
5,372 |
|
|
|
1,157 |
|
Comerica Inc |
|
|
1,983 |
|
|
|
109 |
|
Corpay Inc * |
|
|
1,044 |
|
|
|
322 |
|
Discover Financial Services |
|
|
3,808 |
|
|
|
499 |
|
Everest Group Ltd |
|
|
673 |
|
|
|
267 |
|
Eversource Energy |
|
|
5,401 |
|
|
|
323 |
|
FactSet Research Systems Inc |
|
|
574 |
|
|
|
261 |
|
Fidelity National Information Services Inc, Cl B |
|
|
8,935 |
|
|
|
663 |
|
Fifth Third Bancorp |
|
|
10,119 |
|
|
|
376 |
|
Fiserv Inc, Cl A * |
|
|
8,977 |
|
|
|
1,435 |
|
Franklin Resources Inc |
|
|
4,243 |
|
|
|
119 |
|
Global Payments Inc |
|
|
3,959 |
|
|
|
529 |
|
Globe Life Inc |
|
|
1,200 |
|
|
|
140 |
|
Goldman Sachs Group Inc/The |
|
|
4,855 |
|
|
|
2,028 |
|
Hartford Financial Services Group Inc/The |
|
|
4,499 |
|
|
|
464 |
|
Huntington Bancshares Inc/OH |
|
|
20,762 |
|
|
|
290 |
|
Intercontinental Exchange Inc |
|
|
8,608 |
|
|
|
1,183 |
|
Invesco Ltd |
|
|
6,878 |
|
|
|
114 |
|
Jack Henry & Associates Inc |
|
|
1,050 |
|
|
|
182 |
|
JPMorgan Chase & Co |
|
|
42,998 |
|
|
|
8,612 |
|
KeyCorp |
|
|
13,712 |
|
|
|
217 |
|
Loews Corp |
|
|
2,555 |
|
|
|
200 |
|
M&T Bank Corp |
|
|
2,476 |
|
|
|
360 |
|
MarketAxess Holdings Inc |
|
|
553 |
|
|
|
121 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Marsh & McLennan Cos Inc |
|
|
7,315 |
|
|
$ |
1,507 |
|
Mastercard Inc, Cl A |
|
|
12,270 |
|
|
|
5,909 |
|
MetLife Inc |
|
|
9,111 |
|
|
|
675 |
|
Moody's Corp |
|
|
2,362 |
|
|
|
928 |
|
Morgan Stanley |
|
|
18,628 |
|
|
|
1,754 |
|
MSCI Inc, Cl A |
|
|
1,199 |
|
|
|
672 |
|
Nasdaq Inc, Cl A |
|
|
4,891 |
|
|
|
309 |
|
Northern Trust Corp |
|
|
3,022 |
|
|
|
269 |
|
PayPal Holdings Inc * |
|
|
15,959 |
|
|
|
1,069 |
|
PNC Financial Services Group Inc/The |
|
|
5,981 |
|
|
|
967 |
|
Principal Financial Group Inc, Cl A |
|
|
3,267 |
|
|
|
282 |
|
Progressive Corp/The |
|
|
8,768 |
|
|
|
1,813 |
|
Prudential Financial Inc |
|
|
5,460 |
|
|
|
641 |
|
Raymond James Financial Inc |
|
|
2,893 |
|
|
|
371 |
|
Regions Financial Corp |
|
|
13,734 |
|
|
|
289 |
|
S&P Global Inc |
|
|
4,761 |
|
|
|
2,026 |
|
Synchrony Financial |
|
|
6,144 |
|
|
|
265 |
|
T Rowe Price Group Inc |
|
|
3,389 |
|
|
|
413 |
|
Travelers Cos Inc/The |
|
|
3,404 |
|
|
|
783 |
|
Truist Financial Corp |
|
|
20,148 |
|
|
|
785 |
|
US Bancorp |
|
|
23,470 |
|
|
|
1,049 |
|
Visa Inc, Cl A |
|
|
23,518 |
|
|
|
6,563 |
|
W R Berkley Corp |
|
|
3,157 |
|
|
|
279 |
|
Wells Fargo & Co |
|
|
53,611 |
|
|
|
3,107 |
|
Willis Towers Watson PLC |
|
|
1,538 |
|
|
|
423 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
86,323 |
|
Health Care — 10.0% |
|
|
|
|
Abbott Laboratories |
|
|
25,853 |
|
|
|
2,938 |
|
AbbVie Inc |
|
|
26,292 |
|
|
|
4,788 |
|
Agilent Technologies Inc |
|
|
4,409 |
|
|
|
642 |
|
Align Technology Inc * |
|
|
1,098 |
|
|
|
360 |
|
Amgen Inc, Cl A |
|
|
7,954 |
|
|
|
2,262 |
|
Baxter International Inc |
|
|
7,349 |
|
|
|
314 |
|
Becton Dickinson & Co |
|
|
4,258 |
|
|
|
1,054 |
|
Biogen Inc * |
|
|
2,136 |
|
|
|
461 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
333 |
|
|
|
115 |
|
Bio-Techne Corp |
|
|
2,192 |
|
|
|
154 |
|
Boston Scientific Corp * |
|
|
21,784 |
|
|
|
1,492 |
|
Bristol-Myers Squibb Co |
|
|
30,310 |
|
|
|
1,644 |
|
Cardinal Health Inc |
|
|
3,623 |
|
|
|
405 |
|
Catalent Inc * |
|
|
2,577 |
|
|
|
145 |
|
Cencora Inc, Cl A |
|
|
2,499 |
|
|
|
607 |
|
Centene Corp * |
|
|
8,082 |
|
|
|
634 |
|
Charles River Laboratories International Inc * |
|
|
765 |
|
|
|
207 |
|
Cigna Group/The |
|
|
4,304 |
|
|
|
1,563 |
|
Cooper Cos Inc/The |
|
|
3,064 |
|
|
|
311 |
|
CVS Health Corp |
|
|
18,747 |
|
|
|
1,495 |
|
Danaher Corp, Cl A |
|
|
9,762 |
|
|
|
2,438 |
|
DaVita Inc * |
|
|
715 |
|
|
|
99 |
|
DENTSPLY SIRONA Inc |
|
|
3,221 |
|
|
|
107 |
|
Dexcom Inc * |
|
|
5,766 |
|
|
|
800 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Edwards Lifesciences Corp, Cl A * |
|
|
9,151 |
|
|
$ |
874 |
|
Elevance Health Inc |
|
|
3,516 |
|
|
|
1,823 |
|
Eli Lilly & Co |
|
|
11,874 |
|
|
|
9,238 |
|
GE HealthCare Technologies Inc |
|
|
5,943 |
|
|
|
540 |
|
Gilead Sciences Inc |
|
|
18,555 |
|
|
|
1,359 |
|
HCA Healthcare Inc |
|
|
2,953 |
|
|
|
985 |
|
Henry Schein Inc * |
|
|
1,849 |
|
|
|
140 |
|
Hologic Inc * |
|
|
3,529 |
|
|
|
275 |
|
Humana Inc |
|
|
1,865 |
|
|
|
647 |
|
IDEXX Laboratories Inc * |
|
|
1,243 |
|
|
|
671 |
|
Illumina Inc * |
|
|
2,437 |
|
|
|
335 |
|
Incyte Corp * |
|
|
2,671 |
|
|
|
152 |
|
Insulet Corp * |
|
|
1,000 |
|
|
|
171 |
|
Intuitive Surgical Inc * |
|
|
5,282 |
|
|
|
2,108 |
|
IQVIA Holdings Inc * |
|
|
2,715 |
|
|
|
687 |
|
Johnson & Johnson |
|
|
35,854 |
|
|
|
5,672 |
|
Laboratory Corp of America Holdings |
|
|
1,253 |
|
|
|
274 |
|
McKesson Corp |
|
|
1,908 |
|
|
|
1,024 |
|
Medtronic PLC |
|
|
19,787 |
|
|
|
1,724 |
|
Merck & Co Inc |
|
|
37,711 |
|
|
|
4,976 |
|
Mettler-Toledo International Inc * |
|
|
360 |
|
|
|
479 |
|
Moderna Inc * |
|
|
4,981 |
|
|
|
531 |
|
Molina Healthcare Inc * |
|
|
860 |
|
|
|
353 |
|
Pfizer Inc |
|
|
84,022 |
|
|
|
2,332 |
|
Quest Diagnostics Inc |
|
|
1,596 |
|
|
|
212 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,551 |
|
|
|
1,493 |
|
ResMed Inc |
|
|
2,164 |
|
|
|
429 |
|
Revvity Inc |
|
|
1,783 |
|
|
|
187 |
|
STERIS PLC |
|
|
1,474 |
|
|
|
331 |
|
Stryker Corp |
|
|
5,012 |
|
|
|
1,794 |
|
Teleflex Inc |
|
|
700 |
|
|
|
158 |
|
Thermo Fisher Scientific Inc |
|
|
5,749 |
|
|
|
3,341 |
|
UnitedHealth Group Inc |
|
|
13,787 |
|
|
|
6,820 |
|
Universal Health Services Inc, Cl B |
|
|
892 |
|
|
|
163 |
|
Vertex Pharmaceuticals Inc * |
|
|
3,795 |
|
|
|
1,586 |
|
Viatris Inc, Cl W |
|
|
17,483 |
|
|
|
209 |
|
Waters Corp * |
|
|
846 |
|
|
|
291 |
|
West Pharmaceutical Services Inc |
|
|
1,079 |
|
|
|
427 |
|
Zimmer Biomet Holdings Inc |
|
|
3,073 |
|
|
|
406 |
|
Zoetis Inc, Cl A |
|
|
6,817 |
|
|
|
1,154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
81,406 |
|
Industrials — 7.1% |
|
|
|
|
3M Co |
|
|
8,317 |
|
|
|
882 |
|
A O Smith Corp |
|
|
1,710 |
|
|
|
153 |
|
Allegion plc |
|
|
1,233 |
|
|
|
166 |
|
American Airlines Group Inc * |
|
|
9,781 |
|
|
|
150 |
|
AMETEK Inc |
|
|
3,410 |
|
|
|
624 |
|
Automatic Data Processing Inc |
|
|
6,092 |
|
|
|
1,521 |
|
Axon Enterprise Inc * |
|
|
1,000 |
|
|
|
313 |
|
Boeing Co/The * |
|
|
8,587 |
|
|
|
1,657 |
|
Broadridge Financial Solutions Inc |
|
|
1,734 |
|
|
|
355 |
|
Builders FirstSource Inc * |
|
|
1,800 |
|
|
|
375 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Carrier Global Corp |
|
|
12,442 |
|
|
$ |
723 |
|
Caterpillar Inc, Cl A |
|
|
7,538 |
|
|
|
2,762 |
|
CH Robinson Worldwide Inc |
|
|
1,698 |
|
|
|
129 |
|
Cintas Corp |
|
|
1,298 |
|
|
|
892 |
|
Copart Inc * |
|
|
13,210 |
|
|
|
765 |
|
CSX Corp |
|
|
29,414 |
|
|
|
1,090 |
|
Cummins Inc |
|
|
2,028 |
|
|
|
598 |
|
Dayforce Inc * |
|
|
2,306 |
|
|
|
153 |
|
Deere & Co |
|
|
3,902 |
|
|
|
1,603 |
|
Delta Air Lines Inc, Cl A |
|
|
9,787 |
|
|
|
468 |
|
Dover Corp |
|
|
2,141 |
|
|
|
379 |
|
Eaton Corp PLC |
|
|
5,992 |
|
|
|
1,874 |
|
Emerson Electric Co |
|
|
8,620 |
|
|
|
978 |
|
Equifax Inc |
|
|
1,865 |
|
|
|
499 |
|
Expeditors International of Washington Inc |
|
|
2,192 |
|
|
|
266 |
|
Fastenal Co, Cl A |
|
|
8,631 |
|
|
|
666 |
|
FedEx Corp |
|
|
3,395 |
|
|
|
984 |
|
Fortive Corp |
|
|
5,370 |
|
|
|
462 |
|
Generac Holdings Inc * |
|
|
883 |
|
|
|
111 |
|
General Dynamics Corp |
|
|
3,364 |
|
|
|
950 |
|
General Electric Co |
|
|
16,182 |
|
|
|
2,840 |
|
Honeywell International Inc |
|
|
9,832 |
|
|
|
2,018 |
|
Howmet Aerospace Inc |
|
|
5,832 |
|
|
|
399 |
|
Hubbell Inc, Cl B |
|
|
800 |
|
|
|
332 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
573 |
|
|
|
167 |
|
IDEX Corp |
|
|
1,148 |
|
|
|
280 |
|
Illinois Tool Works Inc |
|
|
4,063 |
|
|
|
1,090 |
|
Ingersoll Rand Inc |
|
|
5,979 |
|
|
|
568 |
|
Jacobs Solutions Inc |
|
|
1,832 |
|
|
|
282 |
|
JB Hunt Transport Services Inc |
|
|
1,187 |
|
|
|
237 |
|
Johnson Controls International PLC |
|
|
10,285 |
|
|
|
672 |
|
L3Harris Technologies Inc |
|
|
2,787 |
|
|
|
594 |
|
Leidos Holdings Inc |
|
|
2,004 |
|
|
|
263 |
|
Lockheed Martin Corp |
|
|
3,223 |
|
|
|
1,466 |
|
Masco Corp |
|
|
3,259 |
|
|
|
257 |
|
Nordson Corp |
|
|
763 |
|
|
|
209 |
|
Norfolk Southern Corp |
|
|
3,371 |
|
|
|
859 |
|
Northrop Grumman Corp |
|
|
2,061 |
|
|
|
987 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
2,726 |
|
|
|
598 |
|
Otis Worldwide Corp |
|
|
6,035 |
|
|
|
599 |
|
PACCAR Inc |
|
|
7,850 |
|
|
|
973 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,886 |
|
|
|
1,048 |
|
Paychex Inc |
|
|
4,791 |
|
|
|
588 |
|
Paycom Software Inc |
|
|
687 |
|
|
|
137 |
|
Pentair PLC |
|
|
2,364 |
|
|
|
202 |
|
Quanta Services Inc |
|
|
2,183 |
|
|
|
567 |
|
Republic Services Inc |
|
|
3,098 |
|
|
|
593 |
|
Robert Half Inc |
|
|
1,584 |
|
|
|
126 |
|
Rockwell Automation Inc |
|
|
1,755 |
|
|
|
511 |
|
Rollins Inc |
|
|
4,320 |
|
|
|
200 |
|
RTX Corp |
|
|
19,731 |
|
|
|
1,924 |
|
Snap-on Inc |
|
|
818 |
|
|
|
242 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Southwest Airlines Co, Cl A |
|
|
8,527 |
|
|
$ |
249 |
|
Stanley Black & Decker Inc |
|
|
2,399 |
|
|
|
235 |
|
Textron Inc |
|
|
2,886 |
|
|
|
277 |
|
Trane Technologies PLC |
|
|
3,337 |
|
|
|
1,002 |
|
TransDigm Group Inc |
|
|
837 |
|
|
|
1,031 |
|
Uber Technologies Inc * |
|
|
30,600 |
|
|
|
2,356 |
|
Union Pacific Corp |
|
|
9,085 |
|
|
|
2,234 |
|
United Airlines Holdings Inc * |
|
|
4,578 |
|
|
|
219 |
|
United Parcel Service Inc, Cl B |
|
|
10,776 |
|
|
|
1,602 |
|
United Rentals Inc |
|
|
1,018 |
|
|
|
734 |
|
Veralto Corp |
|
|
3,120 |
|
|
|
277 |
|
Verisk Analytics Inc, Cl A |
|
|
2,215 |
|
|
|
522 |
|
Waste Management Inc |
|
|
5,487 |
|
|
|
1,170 |
|
Westinghouse Air Brake Technologies Corp |
|
|
2,662 |
|
|
|
388 |
|
WW Grainger Inc |
|
|
625 |
|
|
|
636 |
|
Xylem Inc/NY |
|
|
3,566 |
|
|
|
461 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,769 |
|
Information Technology — 23.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
9,353 |
|
|
|
3,242 |
|
Adobe Inc * |
|
|
6,738 |
|
|
|
3,400 |
|
Advanced Micro Devices Inc * |
|
|
24,058 |
|
|
|
4,342 |
|
Akamai Technologies Inc * |
|
|
2,163 |
|
|
|
235 |
|
Amphenol Corp, Cl A |
|
|
8,975 |
|
|
|
1,035 |
|
Analog Devices Inc |
|
|
7,420 |
|
|
|
1,468 |
|
ANSYS Inc * |
|
|
1,340 |
|
|
|
465 |
|
Apple Inc |
|
|
216,059 |
|
|
|
37,050 |
|
Applied Materials Inc |
|
|
12,392 |
|
|
|
2,556 |
|
Arista Networks Inc * |
|
|
3,800 |
|
|
|
1,102 |
|
Autodesk Inc, Cl A * |
|
|
3,210 |
|
|
|
836 |
|
Broadcom Inc |
|
|
6,561 |
|
|
|
8,696 |
|
Cadence Design Systems Inc * |
|
|
4,064 |
|
|
|
1,265 |
|
CDW Corp/DE |
|
|
1,978 |
|
|
|
506 |
|
Cisco Systems Inc |
|
|
60,680 |
|
|
|
3,029 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
7,407 |
|
|
|
543 |
|
Corning Inc, Cl B |
|
|
11,734 |
|
|
|
387 |
|
Enphase Energy Inc * |
|
|
1,988 |
|
|
|
241 |
|
EPAM Systems Inc * |
|
|
818 |
|
|
|
226 |
|
F5 Inc, Cl A * |
|
|
849 |
|
|
|
161 |
|
Fair Isaac Corp * |
|
|
400 |
|
|
|
500 |
|
First Solar Inc * |
|
|
1,600 |
|
|
|
270 |
|
Fortinet Inc * |
|
|
9,600 |
|
|
|
656 |
|
Gartner Inc * |
|
|
1,171 |
|
|
|
558 |
|
Gen Digital Inc |
|
|
8,009 |
|
|
|
179 |
|
Hewlett Packard Enterprise Co |
|
|
18,524 |
|
|
|
328 |
|
HP Inc |
|
|
12,921 |
|
|
|
390 |
|
Intel Corp |
|
|
63,162 |
|
|
|
2,790 |
|
International Business Machines Corp |
|
|
13,628 |
|
|
|
2,602 |
|
Intuit Inc |
|
|
4,122 |
|
|
|
2,679 |
|
Jabil Inc |
|
|
1,900 |
|
|
|
255 |
|
Juniper Networks Inc |
|
|
4,454 |
|
|
|
165 |
|
Keysight Technologies Inc * |
|
|
2,587 |
|
|
|
405 |
|
KLA Corp |
|
|
2,010 |
|
|
|
1,404 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lam Research Corp |
|
|
1,927 |
|
|
$ |
1,872 |
|
Microchip Technology Inc |
|
|
8,039 |
|
|
|
721 |
|
Micron Technology Inc |
|
|
16,444 |
|
|
|
1,939 |
|
Microsoft Corp |
|
|
110,606 |
|
|
|
46,534 |
|
Monolithic Power Systems Inc |
|
|
670 |
|
|
|
454 |
|
Motorola Solutions Inc |
|
|
2,514 |
|
|
|
892 |
|
NetApp Inc |
|
|
3,076 |
|
|
|
323 |
|
NVIDIA Corp |
|
|
36,718 |
|
|
|
33,177 |
|
ON Semiconductor Corp * |
|
|
6,499 |
|
|
|
478 |
|
Oracle Corp, Cl B |
|
|
23,717 |
|
|
|
2,979 |
|
Palo Alto Networks Inc * |
|
|
4,700 |
|
|
|
1,335 |
|
PTC Inc * |
|
|
1,828 |
|
|
|
345 |
|
Qorvo Inc * |
|
|
1,431 |
|
|
|
164 |
|
QUALCOMM Inc |
|
|
16,603 |
|
|
|
2,811 |
|
Roper Technologies Inc |
|
|
1,623 |
|
|
|
910 |
|
Salesforce Inc |
|
|
14,428 |
|
|
|
4,345 |
|
Seagate Technology Holdings PLC |
|
|
3,005 |
|
|
|
280 |
|
ServiceNow Inc * |
|
|
3,007 |
|
|
|
2,293 |
|
Skyworks Solutions Inc |
|
|
2,246 |
|
|
|
243 |
|
Super Micro Computer Inc * |
|
|
700 |
|
|
|
707 |
|
Synopsys Inc * |
|
|
2,291 |
|
|
|
1,309 |
|
TE Connectivity Ltd |
|
|
4,661 |
|
|
|
677 |
|
Teledyne Technologies Inc * |
|
|
690 |
|
|
|
296 |
|
Teradyne Inc |
|
|
2,188 |
|
|
|
247 |
|
Texas Instruments Inc |
|
|
13,604 |
|
|
|
2,370 |
|
Trimble Inc * |
|
|
3,728 |
|
|
|
240 |
|
Tyler Technologies Inc * |
|
|
609 |
|
|
|
259 |
|
VeriSign Inc * |
|
|
1,312 |
|
|
|
249 |
|
Western Digital Corp * |
|
|
4,624 |
|
|
|
316 |
|
Zebra Technologies Corp, Cl A * |
|
|
777 |
|
|
|
234 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
192,965 |
|
Materials — 1.9% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
3,319 |
|
|
|
804 |
|
Albemarle Corp |
|
|
1,690 |
|
|
|
223 |
|
Amcor PLC |
|
|
21,272 |
|
|
|
202 |
|
Avery Dennison Corp |
|
|
1,219 |
|
|
|
272 |
|
Ball Corp |
|
|
4,890 |
|
|
|
329 |
|
Celanese Corp, Cl A |
|
|
1,426 |
|
|
|
245 |
|
CF Industries Holdings Inc |
|
|
2,736 |
|
|
|
228 |
|
Corteva Inc |
|
|
10,404 |
|
|
|
600 |
|
Dow Inc |
|
|
10,617 |
|
|
|
615 |
|
DuPont de Nemours Inc |
|
|
6,445 |
|
|
|
494 |
|
Eastman Chemical Co |
|
|
1,610 |
|
|
|
161 |
|
Ecolab Inc |
|
|
3,810 |
|
|
|
880 |
|
FMC Corp |
|
|
1,862 |
|
|
|
119 |
|
Freeport-McMoRan Inc, Cl B |
|
|
21,312 |
|
|
|
1,002 |
|
International Flavors & Fragrances Inc |
|
|
3,682 |
|
|
|
317 |
|
International Paper Co |
|
|
5,008 |
|
|
|
195 |
|
Linde PLC |
|
|
7,220 |
|
|
|
3,352 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,775 |
|
|
|
386 |
|
Martin Marietta Materials Inc, Cl A |
|
|
892 |
|
|
|
548 |
|
Mosaic Co/The |
|
|
4,756 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Newmont Corp |
|
|
17,455 |
|
|
$ |
626 |
|
Nucor Corp |
|
|
3,662 |
|
|
|
725 |
|
Packaging Corp of America |
|
|
1,335 |
|
|
|
253 |
|
PPG Industries Inc |
|
|
3,589 |
|
|
|
520 |
|
Sherwin-Williams Co/The, Cl A |
|
|
3,541 |
|
|
|
1,230 |
|
Steel Dynamics Inc |
|
|
2,351 |
|
|
|
348 |
|
Vulcan Materials Co |
|
|
1,931 |
|
|
|
527 |
|
Westrock Co |
|
|
3,812 |
|
|
|
189 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,544 |
|
Real Estate — 1.8% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,395 |
|
|
|
309 |
|
American Tower Corp, Cl A ‡ |
|
|
6,927 |
|
|
|
1,369 |
|
AvalonBay Communities Inc ‡ |
|
|
2,145 |
|
|
|
398 |
|
Boston Properties Inc ‡ |
|
|
2,111 |
|
|
|
138 |
|
Camden Property Trust ‡ |
|
|
1,600 |
|
|
|
157 |
|
CBRE Group Inc, Cl A * |
|
|
4,383 |
|
|
|
426 |
|
CoStar Group Inc * |
|
|
6,159 |
|
|
|
595 |
|
Crown Castle Inc ‡ |
|
|
6,563 |
|
|
|
695 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
4,541 |
|
|
|
654 |
|
Equinix Inc ‡ |
|
|
1,411 |
|
|
|
1,165 |
|
Equity Residential ‡ |
|
|
5,109 |
|
|
|
322 |
|
Essex Property Trust Inc ‡ |
|
|
915 |
|
|
|
224 |
|
Extra Space Storage Inc ‡ |
|
|
3,141 |
|
|
|
462 |
|
Federal Realty Investment Trust ‡ |
|
|
1,052 |
|
|
|
107 |
|
Healthpeak Properties Inc ‡ |
|
|
7,561 |
|
|
|
142 |
|
Host Hotels & Resorts Inc ‡ |
|
|
10,123 |
|
|
|
209 |
|
Invitation Homes Inc ‡ |
|
|
8,500 |
|
|
|
303 |
|
Iron Mountain Inc ‡ |
|
|
4,378 |
|
|
|
351 |
|
Kimco Realty Corp ‡ |
|
|
10,574 |
|
|
|
207 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,639 |
|
|
|
216 |
|
Prologis Inc ‡ |
|
|
13,737 |
|
|
|
1,789 |
|
Public Storage ‡ |
|
|
2,369 |
|
|
|
687 |
|
Realty Income Corp ‡ |
|
|
12,574 |
|
|
|
680 |
|
Regency Centers Corp ‡ |
|
|
2,294 |
|
|
|
139 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,581 |
|
|
|
343 |
|
Simon Property Group Inc ‡ |
|
|
4,902 |
|
|
|
767 |
|
UDR Inc ‡ |
|
|
4,295 |
|
|
|
161 |
|
Ventas Inc ‡ |
|
|
5,837 |
|
|
|
254 |
|
VICI Properties Inc, Cl A ‡ |
|
|
15,756 |
|
|
|
469 |
|
Welltower Inc ‡ |
|
|
8,341 |
|
|
|
779 |
|
Weyerhaeuser Co ‡ |
|
|
10,905 |
|
|
|
392 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,909 |
|
Utilities — 1.7% |
|
|
|
|
AES Corp/The |
|
|
9,455 |
|
|
|
170 |
|
Alliant Energy Corp |
|
|
3,529 |
|
|
|
178 |
|
Ameren Corp |
|
|
3,929 |
|
|
|
291 |
|
American Electric Power Co Inc |
|
|
7,948 |
|
|
|
684 |
|
American Water Works Co Inc |
|
|
2,923 |
|
|
|
357 |
|
Atmos Energy Corp |
|
|
2,107 |
|
|
|
250 |
|
CenterPoint Energy Inc |
|
|
9,182 |
|
|
|
262 |
|
CMS Energy Corp |
|
|
4,187 |
|
|
|
253 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consolidated Edison Inc |
|
|
5,228 |
|
|
$ |
475 |
|
Constellation Energy Corp |
|
|
4,760 |
|
|
|
880 |
|
Dominion Energy Inc |
|
|
12,648 |
|
|
|
622 |
|
DTE Energy Co |
|
|
3,095 |
|
|
|
347 |
|
Duke Energy Corp |
|
|
11,585 |
|
|
|
1,120 |
|
Edison International |
|
|
5,727 |
|
|
|
405 |
|
Entergy Corp |
|
|
3,247 |
|
|
|
343 |
|
Evergy Inc |
|
|
3,143 |
|
|
|
168 |
|
Exelon Corp |
|
|
15,109 |
|
|
|
568 |
|
FirstEnergy Corp |
|
|
7,673 |
|
|
|
296 |
|
NextEra Energy Inc |
|
|
30,521 |
|
|
|
1,951 |
|
NiSource Inc |
|
|
6,044 |
|
|
|
167 |
|
NRG Energy Inc |
|
|
3,196 |
|
|
|
216 |
|
PG&E Corp |
|
|
32,327 |
|
|
|
542 |
|
Pinnacle West Capital Corp |
|
|
1,617 |
|
|
|
121 |
|
PPL Corp |
|
|
10,744 |
|
|
|
296 |
|
Public Service Enterprise Group Inc |
|
|
7,440 |
|
|
|
497 |
|
Sempra |
|
|
9,522 |
|
|
|
684 |
|
Southern Co/The |
|
|
16,185 |
|
|
|
1,161 |
|
WEC Energy Group Inc |
|
|
4,779 |
|
|
|
392 |
|
Xcel Energy Inc |
|
|
8,359 |
|
|
|
449 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,145 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $270,920) ($ Thousands) |
|
|
|
|
|
|
654,756 |
|
| |
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
China — 0.1% |
|
|
|
|
NXP Semiconductors NV |
|
|
3,815 |
|
|
|
945 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $774) ($ Thousands) |
|
|
|
|
|
|
945 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
5,553,660 |
|
|
$ |
5,554 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $5,554) ($ Thousands) |
|
|
|
|
|
|
5,554 |
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTION — 0.0% |
Total Purchased Option |
|
|
|
|
|
|
|
|
(Cost $1,297) ($ Thousands) |
|
|
|
|
|
|
385 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED SWAPTIONS — 0.4% |
Total Purchased Swaptions |
|
|
|
|
|
|
|
|
(Cost $1,513) ($ Thousands) |
|
|
|
|
|
|
3,383 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 81.4% |
|
|
|
|
|
|
|
|
(Cost $280,058) ($ Thousands) |
|
$ |
665,023 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTION — (0.0)% |
Total Written Option |
|
|
|
|
|
|
|
|
(Premiums Received $510) ($ Thousands) |
|
|
|
|
|
$ |
(170 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN SWAPTIONS — (0.3)% |
Total Written Swaptions |
|
|
|
|
|
|
|
|
(Premiums Received $807) ($ Thousands) |
|
|
|
|
|
$ |
(2,038 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of over the counter options contracts for the Fund at March 31, 2024, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SXP OTC EP UNLISTED OPTION* |
|
|
GOLDMAN SACHS |
|
|
|
17,644 |
|
|
$ |
81,162 |
|
|
$ |
4,600.00 |
|
|
|
07/20/24 |
|
|
$ |
385 |
|
WRITTEN OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SXP OTC EP UNLISTED OPTION* |
|
|
GOLDMAN SACHS |
|
|
|
(17,644) |
|
|
$ |
(72,340 |
) |
|
|
4,100.00 |
|
|
|
07/20/24 |
|
|
$ |
(170 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Dynamic Asset Allocation Fund (Concluded)
A list of over the counter swaption contracts for the Fund at March 31, 2024, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTIONS — 0.4% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SWAPTION PAYER |
|
|
BAML |
|
|
$ |
461,000,000 |
|
|
$ |
4.27 |
|
|
|
07/20/2024 |
|
|
$ |
2,434 |
|
SWAPTION PAYER |
|
|
BAML |
|
|
|
207,450,000 |
|
|
$ |
4.36 |
|
|
|
07/20/2024 |
|
|
|
949 |
|
Total Purchased Swaptions |
|
|
|
|
|
$ |
668,450,000 |
|
|
|
|
|
|
|
|
|
|
$ |
3,383 |
|
WRITTEN SWAPTIONS — (0.2)% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SWAPTION PAYER |
|
|
BAML |
|
|
$ |
(922,000,000 |
) |
|
$ |
4.82 |
|
|
|
07/20/2024 |
|
|
$ |
(1,514 |
) |
SWAPTION PAYER |
|
|
BAML |
|
|
|
(414,900,000 |
) |
|
$ |
4.91 |
|
|
|
07/20/2024 |
|
|
|
(524 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Swaptions |
|
|
|
|
|
$ |
(1,336,900,000 |
) |
|
|
|
|
|
|
|
|
|
$ |
(2,038 |
) |
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI^ |
|
|
606 |
|
|
|
Jun-2024 |
|
|
$ |
157,440 |
|
|
$ |
160,847 |
|
|
$ |
3,407 |
|
A list of the open OTC swap agreements held by the Fund at March 31, 2024, is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
Goldman Sachs^ |
|
Bloomberg Commodity Index Total Return |
|
|
|
3-MONTH TREASURY BILL RATE + 7.5 BPS |
|
|
|
Index RETURN |
|
|
|
Annually |
|
|
|
06/13/2024 |
|
|
|
USD |
|
|
|
32,000 |
|
|
$ |
388 |
|
|
$ |
– |
|
|
$ |
388 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
388 |
|
|
$ |
– |
|
|
$ |
388 |
|
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
2.659%^ |
|
|
CPI |
|
|
|
Annually |
|
|
|
2/27/2033 |
|
|
|
USD |
|
|
|
103,200 |
|
|
$ |
2,612 |
|
|
$ |
– |
|
|
$ |
2,612 |
|
FIXED 0.280960% |
|
|
FLOATING (MUTKCALM INDEX) |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
102,200,000 |
|
|
|
1,039 |
|
|
|
– |
|
|
|
1,039 |
|
0.29283% |
|
|
JPY UNSECURED OVERNIGHT CALL RATE TONAR |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
81,000,000 |
|
|
|
761 |
|
|
|
– |
|
|
|
761 |
|
USD-SOFR-OIS COMPOUND |
|
|
3.41% |
|
|
|
Annually |
|
|
|
12/11/2028 |
|
|
|
USD |
|
|
|
399,757 |
|
|
|
(950 |
) |
|
|
– |
|
|
|
(950 |
) |
3.432% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
12/11/2056 |
|
|
|
USD |
|
|
|
42,027 |
|
|
|
82 |
|
|
|
– |
|
|
|
82 |
|
3.707% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
03/05/2034 |
|
|
|
USD |
|
|
|
160,000 |
|
|
|
(307 |
) |
|
|
– |
|
|
|
(307 |
) |
4.161% FIXED |
|
|
FLOATING USD SOFR OIS COMPOUND |
|
|
|
Annually |
|
|
|
11/02/2056 |
|
|
|
USD |
|
|
|
84,588 |
|
|
|
(9,911 |
) |
|
|
– |
|
|
|
(9,911 |
) |
FLOATING USD SOFR OIS |
|
|
4.35% FIXED |
|
|
|
Annually |
|
|
|
11/02/2031 |
|
|
|
USD |
|
|
|
330,000 |
|
|
|
10,318 |
|
|
|
– |
|
|
|
10,318 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,644 |
|
|
$ |
– |
|
|
$ |
3,644 |
|
|
Percentages are based on Net Assets of $816,498 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of March 31, 2024. |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
† |
Investment in Affiliated Security (see Note 6). |
SEI Institutional Managed Trust
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Common Stock |
|
|
654,756 |
|
|
|
– |
|
|
|
– |
|
|
|
654,756 |
|
Foreign Common Stock |
|
|
945 |
|
|
|
– |
|
|
|
– |
|
|
|
945 |
|
Cash Equivalent |
|
|
5,554 |
|
|
|
– |
|
|
|
– |
|
|
|
5,554 |
|
Purchased Option |
|
|
385 |
|
|
|
– |
|
|
|
– |
|
|
|
385 |
|
Purchased Swaptions |
|
|
3,383 |
|
|
|
– |
|
|
|
– |
|
|
|
3,383 |
|
Total Investments in Securities |
|
|
665,023 |
|
|
|
– |
|
|
|
– |
|
|
|
665,023 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(170 |
) |
|
|
– |
|
|
|
– |
|
|
|
(170 |
) |
Written Swaptions |
|
|
(2,038 |
) |
|
|
– |
|
|
|
– |
|
|
|
(2,038 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
3,407 |
|
|
|
– |
|
|
|
– |
|
|
|
3,407 |
|
OTC Swap |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swap* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
388 |
|
|
|
– |
|
|
|
388 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
14,812 |
|
|
|
– |
|
|
|
14,812 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(11,168 |
) |
|
|
– |
|
|
|
(11,168 |
) |
Total Other Financial Instruments |
|
|
1,199 |
|
|
|
4,032 |
|
|
|
– |
|
|
|
5,231 |
|
|
*
|
Futures contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instruments.
|
For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
2,779 |
|
|
$ |
111,091 |
|
|
$ |
(108,316 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
5,554 |
|
|
$ |
142 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 26.8% |
Communication Services — 1.6% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
130 |
|
|
$ |
88 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B)(C) |
|
|
335 |
|
|
|
11 |
|
6.500%, 05/01/2027 (A)(B)(C) |
|
|
220 |
|
|
|
7 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
900 |
|
|
|
537 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.250%, 02/01/2031 (A) |
|
|
125 |
|
|
|
102 |
|
4.250%, 01/15/2034 (A) |
|
|
65 |
|
|
|
49 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
3.950%, 06/30/2062 |
|
|
155 |
|
|
|
93 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
135 |
|
|
|
90 |
|
7.375%, 07/01/2028 |
|
|
30 |
|
|
|
15 |
|
5.750%, 12/01/2028 (A) |
|
|
170 |
|
|
|
117 |
|
5.250%, 12/01/2026 (A) |
|
|
205 |
|
|
|
161 |
|
5.125%, 06/01/2029 |
|
|
220 |
|
|
|
92 |
|
Gray Television |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (A) |
|
|
410 |
|
|
|
269 |
|
4.750%, 10/15/2030 (A) |
|
|
365 |
|
|
|
239 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 |
|
|
124 |
|
|
|
129 |
|
10.750%, 12/15/2030 (A) |
|
|
140 |
|
|
|
143 |
|
10.500%, 05/15/2030 (A) |
|
|
251 |
|
|
|
257 |
|
4.500%, 04/01/2030 (A) |
|
|
150 |
|
|
|
93 |
|
3.875%, 10/15/2030 (A) |
|
|
105 |
|
|
|
62 |
|
3.750%, 07/15/2029 (A) |
|
|
145 |
|
|
|
65 |
|
3.625%, 01/15/2029 |
|
|
5 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Lumen Technologies |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
$ |
119 |
|
|
$ |
75 |
|
4.125%, 04/15/2030 (A) |
|
|
119 |
|
|
|
74 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
610 |
|
|
|
289 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
675 |
|
|
|
573 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
270 |
|
|
|
229 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
110 |
|
|
|
77 |
|
4.375%, 04/15/2029 (A) |
|
|
105 |
|
|
|
72 |
|
Windstream Escrow |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
510 |
|
|
|
472 |
|
Zayo Group Holdings Inc |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
260 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,696 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 6.7% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
260 |
|
|
|
246 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
388 |
|
|
|
382 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
125 |
|
|
|
100 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
5 |
|
|
|
5 |
|
6.750%, 07/01/2036 |
|
|
310 |
|
|
|
313 |
|
BCPE Ulysses Intermediate |
|
|
|
|
|
|
|
|
7.750%, 04/01/2027 (A) |
|
|
703 |
|
|
|
696 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (A) |
|
|
20 |
|
|
|
18 |
|
4.875%, 02/15/2030 (A) |
|
|
260 |
|
|
|
233 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (A) |
|
|
230 |
|
|
|
236 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (A) |
|
|
368 |
|
|
|
403 |
|
6.000%, 05/01/2029 (A) |
|
|
165 |
|
|
|
163 |
|
5.750%, 03/01/2027 (A) |
|
|
75 |
|
|
|
74 |
|
4.000%, 08/01/2028 (A) |
|
|
260 |
|
|
|
242 |
|
Clarios Global |
|
|
|
|
|
|
|
|
6.750%, 05/15/2025 (A) |
|
|
755 |
|
|
|
756 |
|
6.250%, 05/15/2026 (A) |
|
|
764 |
|
|
|
763 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
655 |
|
|
|
434 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
7.500%, 04/01/2028 (A) |
|
|
135 |
|
|
|
91 |
|
Dave & Buster's |
|
|
|
|
|
|
|
|
7.625%, 11/01/2025 (A) |
|
|
297 |
|
|
|
299 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
312 |
|
|
|
9 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
480 |
|
|
|
13 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Empire Communities |
|
|
|
|
|
|
|
|
7.000%, 12/15/2025 (A) |
|
$ |
522 |
|
|
$ |
524 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
490 |
|
|
|
455 |
|
Fertitta Entertainment |
|
|
|
|
|
|
|
|
6.750%, 01/15/2030 (A) |
|
|
316 |
|
|
|
284 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
145 |
|
|
|
155 |
|
2.900%, 02/10/2029 |
|
|
90 |
|
|
|
79 |
|
Global Auto Holdings |
|
|
|
|
|
|
|
|
8.375%, 01/15/2029 (A) |
|
|
711 |
|
|
|
695 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
345 |
|
|
|
313 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
4.000%, 05/01/2031 (A) |
|
|
400 |
|
|
|
358 |
|
IRB Holding |
|
|
|
|
|
|
|
|
7.000%, 06/15/2025 (A) |
|
|
154 |
|
|
|
154 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
310 |
|
|
|
300 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.200%, 08/08/2024 |
|
|
4,031 |
|
|
|
3,987 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
745 |
|
|
|
456 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 |
|
|
767 |
|
|
|
764 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(D) |
|
|
495 |
|
|
|
– |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (A) |
|
|
60 |
|
|
|
64 |
|
7.750%, 02/15/2029 (A) |
|
|
461 |
|
|
|
479 |
|
5.875%, 03/15/2026 (A) |
|
|
366 |
|
|
|
361 |
|
5.875%, 02/15/2027 (A) |
|
|
90 |
|
|
|
89 |
|
3.625%, 12/15/2024 (A) |
|
|
1,256 |
|
|
|
1,237 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
459 |
|
|
|
447 |
|
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
305 |
|
|
|
271 |
|
4.450%, 02/15/2025 |
|
|
620 |
|
|
|
601 |
|
4.375%, 09/01/2028 |
|
|
95 |
|
|
|
76 |
|
Radiate Holdco |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
100 |
|
|
|
48 |
|
4.500%, 09/15/2026 (A) |
|
|
390 |
|
|
|
310 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
355 |
|
|
|
245 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
205 |
|
|
|
180 |
|
Sugarhouse HSP Gaming Prop Mezz |
|
|
|
|
|
|
|
|
5.875%, 05/15/2025 (A) |
|
|
312 |
|
|
|
311 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
563 |
|
|
|
462 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
225 |
|
|
|
89 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Yum! Brands |
|
|
|
|
|
|
|
|
5.375%, 04/01/2032 |
|
$ |
160 |
|
|
$ |
155 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,425 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.7% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
4.875%, 02/15/2030 (A) |
|
|
410 |
|
|
|
390 |
|
4.625%, 01/15/2027 (A) |
|
|
160 |
|
|
|
155 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
200 |
|
|
|
218 |
|
8.000%, 05/01/2031 |
|
|
40 |
|
|
|
42 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (A) |
|
|
235 |
|
|
|
231 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A)(B) |
|
|
420 |
|
|
|
290 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
75 |
|
|
|
50 |
|
United Natural Foods |
|
|
|
|
|
|
|
|
6.750%, 10/15/2028 (A) |
|
|
764 |
|
|
|
635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,011 |
|
| |
|
|
|
|
|
|
|
|
Energy — 4.3% |
|
|
|
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
5.375%, 06/15/2029 (A) |
|
|
140 |
|
|
|
135 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (A) |
|
|
292 |
|
|
|
305 |
|
7.375%, 03/15/2032 (A) |
|
|
190 |
|
|
|
192 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
843 |
|
|
|
848 |
|
6.625%, 07/15/2026 (A) |
|
|
411 |
|
|
|
410 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (B)(C)(D) |
|
|
170 |
|
|
|
3 |
|
7.000%, 10/01/2024 (B)(D) |
|
|
55 |
|
|
|
1 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.625%, 11/01/2030 (A) |
|
|
140 |
|
|
|
150 |
|
EnLink Midstream |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
240 |
|
|
|
247 |
|
5.375%, 06/01/2029 |
|
|
230 |
|
|
|
226 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.000%, 01/15/2027 |
|
|
195 |
|
|
|
197 |
|
7.750%, 02/01/2028 |
|
|
95 |
|
|
|
96 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
180 |
|
|
|
192 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
1,534 |
|
|
|
1,524 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
8.750%, 03/15/2029 (A) |
|
|
140 |
|
|
|
139 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
8.375%, 02/15/2032 (A) |
|
|
566 |
|
|
|
580 |
|
8.125%, 02/15/2029 (A) |
|
|
633 |
|
|
|
648 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
8.000%, 04/15/2027 (A) |
|
|
841 |
|
|
|
866 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rockcliff Energy II |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
473 |
|
|
$ |
443 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
793 |
|
|
|
792 |
|
5.625%, 06/01/2025 |
|
|
1,937 |
|
|
|
1,928 |
|
Transocean |
|
|
|
|
|
|
|
|
8.000%, 02/01/2027 (A) |
|
|
105 |
|
|
|
104 |
|
11.500%, 01/30/2027 (A) |
|
|
1,189 |
|
|
|
1,239 |
|
7.500%, 01/15/2026 (A) |
|
|
338 |
|
|
|
336 |
|
7.500%, 04/15/2031 |
|
|
95 |
|
|
|
89 |
|
7.250%, 11/01/2025 (A) |
|
|
433 |
|
|
|
431 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
350 |
|
|
|
311 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,432 |
|
| |
|
|
|
|
|
|
|
|
Financials — 1.6% |
|
|
|
|
Arsenal AIC Parent |
|
|
|
|
|
|
|
|
11.500%, 10/01/2031 (A) |
|
|
561 |
|
|
|
625 |
|
Champions Financing |
|
|
|
|
|
|
|
|
8.750%, 02/15/2029 (A) |
|
|
1,072 |
|
|
|
1,123 |
|
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (A) |
|
|
315 |
|
|
|
314 |
|
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
680 |
|
|
|
539 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
90 |
|
|
|
98 |
|
6.625%, 01/15/2027 (A) |
|
|
230 |
|
|
|
223 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
4.250%, 02/01/2027 (A) |
|
|
275 |
|
|
|
257 |
|
LD Holdings Group |
|
|
|
|
|
|
|
|
6.125%, 04/01/2028 (A) |
|
|
155 |
|
|
|
128 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
210 |
|
|
|
194 |
|
5.625%, 01/15/2030 (A) |
|
|
55 |
|
|
|
47 |
|
Navient |
|
|
|
|
|
|
|
|
5.500%, 03/15/2029 |
|
|
60 |
|
|
|
56 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
130 |
|
|
|
108 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
3.875%, 09/15/2028 |
|
|
405 |
|
|
|
361 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
5.750%, 09/15/2031 (A) |
|
|
190 |
|
|
|
176 |
|
4.250%, 02/15/2029 (A) |
|
|
225 |
|
|
|
206 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
3.625%, 07/15/2026 (A) |
|
|
255 |
|
|
|
239 |
|
WeWork US |
|
|
|
|
|
|
|
|
15.000%, 08/15/2027 (A)(B) |
|
|
287 |
|
|
|
29 |
|
11.000%, 08/15/2027 (A)(B) |
|
|
360 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,744 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Health Care — 2.2% |
|
|
|
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
$ |
425 |
|
|
$ |
369 |
|
8.000%, 08/01/2028 (A)(B) |
|
|
155 |
|
|
|
128 |
|
CHS |
|
|
|
|
|
|
|
|
4.750%, 02/15/2031 (A) |
|
|
270 |
|
|
|
208 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
235 |
|
|
|
204 |
|
5.000%, 02/15/2030 (A) |
|
|
70 |
|
|
|
57 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
158 |
|
|
|
74 |
|
Endo DAC |
|
|
|
|
|
|
|
|
5.875%, 10/15/2024 (A)(B)(C) |
|
|
85 |
|
|
|
56 |
|
9.500%, 07/31/2027 (A)(B) |
|
|
194 |
|
|
|
13 |
|
6.000%, 06/30/2028 (A)(B) |
|
|
193 |
|
|
|
13 |
|
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (A)(B)(C) |
|
|
165 |
|
|
|
107 |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (D) |
|
|
145 |
|
|
|
– |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (A) |
|
|
1,232 |
|
|
|
1,170 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
868 |
|
|
|
928 |
|
5.375%, 01/15/2029 (A) |
|
|
355 |
|
|
|
292 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
30 |
|
|
|
30 |
|
3.875%, 04/01/2029 (A) |
|
|
260 |
|
|
|
237 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
200 |
|
|
|
188 |
|
3.875%, 11/15/2030 (A) |
|
|
60 |
|
|
|
53 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (A)(B)(C) |
|
|
85 |
|
|
|
56 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.250%, 04/15/2024 (A) |
|
|
274 |
|
|
|
274 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781%, 02/15/2030 (A) |
|
|
237 |
|
|
|
190 |
|
8.500%, 01/31/2029 (A) |
|
|
514 |
|
|
|
477 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 |
|
|
325 |
|
|
|
361 |
|
6.375%, 02/01/2025 (A) |
|
|
135 |
|
|
|
124 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 (A) |
|
|
115 |
|
|
|
117 |
|
6.125%, 06/15/2030 |
|
|
365 |
|
|
|
364 |
|
4.375%, 01/15/2030 |
|
|
220 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,294 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 4.1% |
|
|
|
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.000%, 06/01/2029 (A) |
|
|
729 |
|
|
|
627 |
|
American Airlines Group |
|
|
|
|
|
|
|
|
3.750%, 03/01/2025 (A) |
|
|
662 |
|
|
|
644 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Artera Services |
|
|
|
|
|
|
|
|
8.500%, 02/15/2031 (A) |
|
$ |
554 |
|
|
$ |
568 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 03/01/2034 (A) |
|
|
351 |
|
|
|
352 |
|
4.250%, 02/01/2032 (A) |
|
|
140 |
|
|
|
126 |
|
Cimpress |
|
|
|
|
|
|
|
|
7.000%, 06/15/2026 |
|
|
1,040 |
|
|
|
1,041 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
205 |
|
|
|
192 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.000%, 05/01/2025 (A) |
|
|
1,388 |
|
|
|
1,406 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
749 |
|
|
|
751 |
|
6.000%, 06/01/2029 (A) |
|
|
535 |
|
|
|
479 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
305 |
|
|
|
313 |
|
3.750%, 08/01/2025 (A) |
|
|
155 |
|
|
|
151 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 |
|
|
115 |
|
|
|
104 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.625%, 12/15/2025 (A) |
|
|
1,027 |
|
|
|
1,002 |
|
Miter Brands Acquisition Holdco |
|
|
|
|
|
|
|
|
6.750%, 04/01/2032 (A) |
|
|
160 |
|
|
|
161 |
|
Park-Ohio Industries |
|
|
|
|
|
|
|
|
6.625%, 04/15/2027 |
|
|
474 |
|
|
|
443 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
|
185 |
|
|
|
165 |
|
6.875%, 03/15/2027 (A) |
|
|
215 |
|
|
|
196 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
688 |
|
|
|
709 |
|
6.875%, 12/15/2030 (A) |
|
|
225 |
|
|
|
229 |
|
6.375%, 03/01/2029 (A) |
|
|
314 |
|
|
|
315 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
8.000%, 11/01/2026 (A) |
|
|
1,332 |
|
|
|
1,348 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
260 |
|
|
|
237 |
|
Waste Pro USA |
|
|
|
|
|
|
|
|
5.500%, 02/15/2026 (A) |
|
|
514 |
|
|
|
506 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,065 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.2% |
|
|
|
|
Banff Merger Sub |
|
|
|
|
|
|
|
|
8.375%, 09/01/2026 |
|
EUR |
752 |
|
|
|
807 |
|
CDW |
|
|
|
|
|
|
|
|
5.500%, 12/01/2024 |
|
$ |
24 |
|
|
|
24 |
|
4.125%, 05/01/2025 |
|
|
209 |
|
|
|
205 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
200 |
|
|
|
179 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
255 |
|
|
|
240 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
45 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
7.125%, 07/01/2028 (A) |
|
$ |
425 |
|
|
$ |
168 |
|
6.000%, 03/01/2026 (A) |
|
|
150 |
|
|
|
137 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
61 |
|
|
|
53 |
|
5.000%, 03/15/2027 (A) |
|
|
35 |
|
|
|
13 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
652 |
|
|
|
598 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
620 |
|
|
|
449 |
|
6.500%, 07/15/2028 (A) |
|
|
353 |
|
|
|
273 |
|
Virtusa |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (A) |
|
|
509 |
|
|
|
455 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,622 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.4% |
|
|
|
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
280 |
|
|
|
251 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
545 |
|
|
|
503 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
165 |
|
|
|
140 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
150 |
|
|
|
148 |
|
Cleveland-Cliffs Inc |
|
|
|
|
|
|
|
|
7.000%, 03/15/2032 (A) |
|
|
180 |
|
|
|
182 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250%, 09/01/2027 (A)(B)(C)(D) |
|
|
56 |
|
|
|
56 |
|
15.000%, 12/06/2028 (D) |
|
|
487 |
|
|
|
487 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
430 |
|
|
|
390 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
8.625%, 06/01/2031 (A) |
|
|
200 |
|
|
|
194 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
250 |
|
|
|
208 |
|
Iris Holdings |
|
|
|
|
|
|
|
|
8.750%, 02/15/2026 (A) |
|
|
5 |
|
|
|
4 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C)(D) |
|
|
223 |
|
|
|
217 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(D) |
|
|
460 |
|
|
|
– |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
423 |
|
|
|
451 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
180 |
|
|
|
187 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
6 |
|
|
|
6 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000%, 11/03/2023 (A)(B)(C)(D) |
|
|
23 |
|
|
|
23 |
|
8.250%, 05/15/2026 (A)(B)(C) |
|
|
175 |
|
|
|
86 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
$ |
460 |
|
|
$ |
413 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,946 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.7% |
|
|
|
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
100 |
|
|
|
81 |
|
4.375%, 03/01/2031 |
|
|
585 |
|
|
|
438 |
|
Park Intermediate Holdings |
|
|
|
|
|
|
|
|
7.500%, 06/01/2025 (A) |
|
|
830 |
|
|
|
832 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
7.500%, 09/15/2025 |
|
|
643 |
|
|
|
652 |
|
5.500%, 12/15/2027 |
|
|
255 |
|
|
|
243 |
|
4.750%, 10/01/2026 |
|
|
392 |
|
|
|
365 |
|
4.500%, 03/15/2025 |
|
|
780 |
|
|
|
762 |
|
4.375%, 02/15/2030 |
|
|
533 |
|
|
|
407 |
|
3.950%, 01/15/2028 |
|
|
40 |
|
|
|
34 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
641 |
|
|
|
631 |
|
3.500%, 02/15/2025 (A) |
|
|
454 |
|
|
|
444 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,889 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 1.3% |
|
|
|
|
Vistra Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2027 (A) |
|
|
90 |
|
|
|
89 |
|
5.500%, 09/01/2026 (A) |
|
|
55 |
|
|
|
54 |
|
5.125%, 05/13/2025 (A) |
|
|
536 |
|
|
|
531 |
|
4.875%, 05/13/2024 (A) |
|
|
93 |
|
|
|
93 |
|
3.550%, 07/15/2024 (A) |
|
|
2,941 |
|
|
|
2,920 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,687 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $82,697) ($ Thousands) |
|
|
|
|
|
|
77,811 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 24.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.0% |
|
|
|
|
AVAYA Inc *(C)(D) |
|
|
14,995 |
|
|
|
82 |
|
Endeavor Group Holdings, Cl A |
|
|
24,979 |
|
|
|
643 |
|
ROBLOX Corp, Cl A * |
|
|
17,128 |
|
|
|
654 |
|
TKO Group Holdings Inc, Cl A |
|
|
43,068 |
|
|
|
3,721 |
|
TripAdvisor Inc * |
|
|
24,320 |
|
|
|
676 |
|
Windstream Services * |
|
|
11,015 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,881 |
|
Consumer Discretionary — 2.1% |
|
|
|
|
ADT Inc |
|
|
13,640 |
|
|
|
92 |
|
Aquity Holdings Inc *(D) |
|
|
3,945 |
|
|
|
2 |
|
Caesars Entertainment Inc * |
|
|
3,037 |
|
|
|
133 |
|
Everi Holdings Inc * |
|
|
9,920 |
|
|
|
100 |
|
Golden Entertainment Inc |
|
|
5,445 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Guitar Center *(C)(D) |
|
|
2,167 |
|
|
$ |
306 |
|
Monitronics International *(D) |
|
|
443 |
|
|
|
7 |
|
Penn Entertainment Inc * |
|
|
150,554 |
|
|
|
2,742 |
|
PlayAGS Inc * |
|
|
22,602 |
|
|
|
203 |
|
Qurate Retail Inc * |
|
|
64,550 |
|
|
|
79 |
|
Rent the Runway, Cl A * |
|
|
22,365 |
|
|
|
8 |
|
RH * |
|
|
5,867 |
|
|
|
2,043 |
|
Shake Shack Inc, Cl A * |
|
|
2,553 |
|
|
|
266 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,181 |
|
Consumer Staples — 0.2% |
|
|
|
|
Keurig Dr Pepper Inc |
|
|
13,544 |
|
|
|
416 |
|
Spectrum Brands Holdings Inc |
|
|
2,160 |
|
|
|
192 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
608 |
|
Energy — 2.8% |
|
|
|
|
Diamondback Energy Inc, Cl A |
|
|
12,503 |
|
|
|
2,478 |
|
Greenfire Resources * |
|
|
13,407 |
|
|
|
80 |
|
Parker Drilling Co *(D) |
|
|
4,414 |
|
|
|
48 |
|
San Juan Basin Royalty Trust |
|
|
168,619 |
|
|
|
892 |
|
Transocean Ltd * |
|
|
739,387 |
|
|
|
4,643 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,141 |
|
Financials — 0.3% |
|
|
|
|
LendingTree Inc * |
|
|
3,475 |
|
|
|
147 |
|
Marqeta Inc, Cl A * |
|
|
99,493 |
|
|
|
593 |
|
Oscar Health Inc, Cl A * |
|
|
9,672 |
|
|
|
144 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
884 |
|
Health Care — 0.1% |
|
|
|
|
Carestream Health Holdings Inc *(C)(D) |
|
|
5,876 |
|
|
|
100 |
|
Envision Healthcare Corp * |
|
|
28,581 |
|
|
|
243 |
|
Lannett *(C)(D) |
|
|
15,243 |
|
|
|
32 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
375 |
|
Industrials — 0.3% |
|
|
|
|
United Parcel Service Inc, Cl B |
|
|
4,372 |
|
|
|
650 |
|
Yellow Corp * |
|
|
2,841 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
667 |
|
Information Technology — 7.0% |
|
|
|
|
Adobe Inc * |
|
|
1,289 |
|
|
|
650 |
|
Akamai Technologies Inc * |
|
|
14,194 |
|
|
|
1,544 |
|
Corning Inc, Cl B |
|
|
39,377 |
|
|
|
1,298 |
|
Elastic NV * |
|
|
19,133 |
|
|
|
1,918 |
|
Entegris Inc |
|
|
16,729 |
|
|
|
2,351 |
|
Everbridge Inc * |
|
|
53,820 |
|
|
|
1,875 |
|
Infinera Corp * |
|
|
23,422 |
|
|
|
141 |
|
Marvell Technology Inc |
|
|
3,569 |
|
|
|
253 |
|
MongoDB Inc, Cl A * |
|
|
2,898 |
|
|
|
1,039 |
|
Semtech Corp * |
|
|
19,330 |
|
|
|
531 |
|
SentinelOne Inc, Cl A * |
|
|
85,521 |
|
|
|
1,994 |
|
Sprinklr Inc, Cl A * |
|
|
124,944 |
|
|
|
1,533 |
|
Terawulf * |
|
|
12,500 |
|
|
|
33 |
|
Unity Software Inc * |
|
|
9,454 |
|
|
|
252 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vishay Intertechnology Inc |
|
|
107,250 |
|
|
$ |
2,432 |
|
Zoom Video Communications Inc, Cl A * |
|
|
38,744 |
|
|
|
2,533 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,377 |
|
Materials — 6.2% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
2,667 |
|
|
|
646 |
|
Alcoa Corp |
|
|
54,087 |
|
|
|
1,828 |
|
Arctic Canadian Diamond Company Ltd *(D) |
|
|
228 |
|
|
|
58 |
|
ATI Inc * |
|
|
46,001 |
|
|
|
2,354 |
|
Century Aluminum Co * |
|
|
168,376 |
|
|
|
2,591 |
|
Constellium, Cl A * |
|
|
115,205 |
|
|
|
2,547 |
|
Cornerstone Chemical *(D) |
|
|
26,482 |
|
|
|
521 |
|
Freeport-McMoRan Inc, Cl B |
|
|
52,582 |
|
|
|
2,472 |
|
Libbey Glass Inc. *(D) |
|
|
1,227 |
|
|
|
6 |
|
Materion Corp |
|
|
16,938 |
|
|
|
2,232 |
|
Olin Corp |
|
|
41,705 |
|
|
|
2,452 |
|
Summit Materials Inc, Cl A * |
|
|
4,320 |
|
|
|
193 |
|
Tacora Resources * |
|
|
10,693 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,911 |
|
Real Estate — 2.4% |
|
|
|
|
Copper Property CTL Pass Through Trust |
|
|
16,286 |
|
|
|
160 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
116,545 |
|
|
|
1,649 |
|
Kimco Realty Corp ‡ |
|
|
159,740 |
|
|
|
3,133 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,962 |
|
|
|
258 |
|
Park Hotels & Resorts Inc ‡ |
|
|
66,867 |
|
|
|
1,170 |
|
SL Green Realty Corp ‡ |
|
|
12,487 |
|
|
|
688 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,058 |
|
Utilities — 0.9% |
|
|
|
|
CMS Energy Corp |
|
|
14,888 |
|
|
|
899 |
|
Consolidated Edison Inc |
|
|
10,117 |
|
|
|
919 |
|
Lumileds Common Bright Bidco * |
|
|
965 |
|
|
|
— |
|
PPL Corp |
|
|
30,960 |
|
|
|
852 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,670 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $65,034) ($ Thousands) |
|
|
|
|
|
|
70,753 |
|
| |
|
|
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANIES — 20.6% |
Merger Fund , Cl I * |
|
|
3,497,407 |
|
|
|
59,666 |
|
Sprott Physical Uranium Trust * |
|
|
17,087 |
|
|
|
352 |
|
| |
|
|
|
|
|
|
|
|
Total Registered Investment Companies |
|
|
|
|
|
|
|
|
(Cost $57,480) ($ Thousands) |
|
|
|
|
|
|
60,018 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
LOAN PARTICIPATIONS — 5.0% |
Acrisure, LLC, 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, Syn LIBOR + 3.500%, 02/15/2027 (E) |
|
$ |
243 |
|
|
|
243 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, 07/31/2027 (E) |
|
$ |
171 |
|
|
$ |
164 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.830%, CME Term SOFR + 1.500%, 08/01/2028 (E)(F) |
|
|
648 |
|
|
|
574 |
|
BCP V Everise, 1st Lien |
|
|
|
|
|
|
|
|
11.514%, 12/14/2029 (D)(E) |
|
|
320 |
|
|
|
307 |
|
Bluecrest, Intial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.456%, 08/31/2027 (C)(D) |
|
|
71 |
|
|
|
69 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (E) |
|
|
650 |
|
|
|
552 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (E)(F) |
|
|
163 |
|
|
|
113 |
|
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.349%, CME Term SOFR + 3.750%, 01/29/2027 (E) |
|
|
197 |
|
|
|
138 |
|
CMG Media Corporation, 2021 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.909%, CME Term SOFR + 3.500%, 12/17/2026 (E) |
|
|
119 |
|
|
|
103 |
|
Cooper’s Hawk Intermediate Holding, LLC, 2022 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.942%, CME Term SOFR + 6.500%, 10/31/2026 (E) |
|
|
44 |
|
|
|
43 |
|
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.942%, 10/31/2026 (E) |
|
|
232 |
|
|
|
224 |
|
Diamond Sports Group LLC, Dip Term Loan |
|
|
|
|
|
|
|
|
10.000%, 12/02/2024 |
|
|
44 |
|
|
|
72 |
|
DMT Solutions Global Corp, Initial Term Loan |
|
|
|
|
|
|
|
|
13.443%, 08/30/2027 (D) |
|
|
67 |
|
|
|
65 |
|
13.426%, 08/30/2027 (D) |
|
|
67 |
|
|
|
65 |
|
13.272%, 08/30/2027 (D) |
|
|
67 |
|
|
|
65 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (D) |
|
|
170 |
|
|
|
170 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.945%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E) |
|
|
153 |
|
|
|
149 |
|
Epic Y-Grade Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.427%, 06/30/2027 (E) |
|
|
174 |
|
|
|
174 |
|
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (E) |
|
|
623 |
|
|
|
580 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (E) |
|
$ |
597 |
|
|
$ |
556 |
|
Hubbard Radio, LLC, 1st Lien |
|
|
|
|
|
|
|
|
9.700%, 03/28/2025 |
|
|
192 |
|
|
|
123 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (B)(D)(E) |
|
|
378 |
|
|
|
— |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (D) |
|
|
93 |
|
|
|
93 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (E) |
|
|
451 |
|
|
|
422 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (E) |
|
|
1,732 |
|
|
|
1,039 |
|
LifeScan Global Corporation, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.975%, CME Term SOFR + 9.500%, 03/31/2027 (E) |
|
|
85 |
|
|
|
40 |
|
Mad Engine Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.564%, 07/15/2027 |
|
|
259 |
|
|
|
190 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (E)(F) |
|
|
1,178 |
|
|
|
693 |
|
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.567%, 02/16/2025 |
|
|
267 |
|
|
|
264 |
|
Matrix Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.459%, CME Term SOFR + 5.000%, 03/01/2029 (E) |
|
|
597 |
|
|
|
405 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E) |
|
|
78 |
|
|
|
55 |
|
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (E) |
|
|
880 |
|
|
|
617 |
|
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (E) |
|
|
423 |
|
|
|
337 |
|
Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.590%, CME Term SOFR + 8.000%, 03/22/2026 (D)(E) |
|
|
199 |
|
|
|
197 |
|
Pixelle Specialty, 1st Lien |
|
|
|
|
|
|
|
|
11.813%, 05/19/2028 |
|
|
179 |
|
|
|
145 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.316%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E) |
|
$ |
536 |
|
|
$ |
467 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.413%, LIBOR + 8.000%, 03/20/2026 (C)(E) |
|
|
221 |
|
|
|
189 |
|
Procera Networks, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.153%, CME Term SOFR + 4.500%, 10/31/2025 (D)(E) |
|
|
474 |
|
|
|
348 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (E) |
|
|
408 |
|
|
|
308 |
|
Radiate Holdco, LLC, Amendment No. 6 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.695%, CME Term SOFR + 3.250%, 09/25/2026 (E) |
|
|
235 |
|
|
|
196 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.587%, CME Term SOFR + 5.000%, 01/31/2029 (E)(F) |
|
|
230 |
|
|
|
222 |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, CME Term SOFR + 3.500%, 12/17/2027 (E) |
|
|
85 |
|
|
|
71 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, CME Term SOFR + 3.500%, 12/17/2027 (E) |
|
|
133 |
|
|
|
112 |
|
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.680%, CME Term SOFR + 4.250%, 06/30/2028 (E) |
|
|
230 |
|
|
|
197 |
|
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.302%, CME Term SOFR + 7.000%, 05/13/2027 (E) |
|
|
365 |
|
|
|
346 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (E)(F) |
|
|
925 |
|
|
|
817 |
|
Vida Capital, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.442%, CME Term SOFR + 6.000%, 10/01/2026 (E) |
|
|
979 |
|
|
|
838 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.677%, CME Term SOFR + 9.250%, 06/30/2028 (E) |
|
|
269 |
|
|
|
274 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.692%, CME Term SOFR + 6.250%, 04/21/2027 (E)(F) |
|
$ |
570 |
|
|
$ |
497 |
|
WW International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, CME Term SOFR + 3.500%, 04/13/2028 (E) |
|
|
70 |
|
|
|
31 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (E) |
|
|
843 |
|
|
|
382 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.445%, CME Term SOFR + 3.000%, 03/09/2027 (E) |
|
|
356 |
|
|
|
312 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $15,784) ($ Thousands) |
|
|
|
|
|
|
14,653 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 3.8% |
| |
|
|
|
|
|
|
|
|
Australia — 0.8% |
|
|
|
|
Burgundy Diamond Mines Ltd *(C) |
|
|
450,932 |
|
|
|
57 |
|
Lynas Rare Earths * |
|
|
218,303 |
|
|
|
811 |
|
South32 Ltd |
|
|
749,498 |
|
|
|
1,467 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,335 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.2% |
|
|
|
|
X-Fab Silicon Foundries * |
|
|
88,540 |
|
|
|
671 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 2.0% |
|
|
|
|
Air Canada, Cl A * |
|
|
12,400 |
|
|
|
180 |
|
Greenfire Resources *(C) |
|
|
13,725 |
|
|
|
82 |
|
Hudbay Minerals |
|
|
297,778 |
|
|
|
2,084 |
|
NexGen Energy * |
|
|
143,981 |
|
|
|
1,119 |
|
West Fraser Timber Co Ltd, Cl O |
|
|
27,503 |
|
|
|
2,377 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,842 |
|
| |
|
|
|
|
|
|
|
|
China — 0.0% |
|
|
|
|
Bit Digital Inc * |
|
|
11,000 |
|
|
|
31 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Monaco — 0.7% |
|
|
|
|
Scorpio Tankers Inc |
|
|
29,603 |
|
|
|
2,118 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Norway — 0.1% |
|
|
|
|
OKEA |
|
|
65,649 |
|
|
$ |
151 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $12,057) ($ Thousands) |
|
|
|
|
|
|
11,148 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 1.5% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.312%, 06/13/2024 (G) |
|
$ |
1,000 |
|
|
|
990 |
|
5.307%, 06/06/2024 (G) |
|
|
3,000 |
|
|
|
2,971 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.250%, 02/28/2029 |
|
|
448 |
|
|
|
448 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $4,411) ($ Thousands) |
|
|
4,409 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS — 0.3% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C)(D) |
|
|
32 |
|
|
|
32 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
89 |
|
|
|
37 |
|
3.750%, 02/15/2030 |
|
|
603 |
|
|
|
241 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(D)(H) |
|
|
94 |
|
|
|
9 |
|
0.000%, 01/23/2028(D)(H) |
|
|
15 |
|
|
|
1 |
|
0.000%, 01/23/2028(D)(H) |
|
|
7 |
|
|
|
1 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
13.000%, 12/31/2027(D) |
|
|
734 |
|
|
|
462 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $1,168) ($ Thousands) |
|
|
|
|
|
|
783 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.2% |
Non-Agency Mortgage-Backed Obligations — 0.2% |
|
|
|
|
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D |
|
|
|
|
|
|
|
|
9.663%, TSFR1M + 4.337%, 06/15/2027(A)(E) |
|
|
245 |
|
|
|
246 |
|
STWD, Ser 2021-FL2, Cl D |
|
|
|
|
|
|
|
|
8.241%, TSFR1M + 2.914%, 04/18/2038(A)(E) |
|
|
100 |
|
|
|
92 |
|
STWD, Ser 2021-FL2, Cl E |
|
|
|
|
|
|
|
|
8.991%, TSFR1M + 3.664%, 04/18/2038(A)(E) |
|
|
100 |
|
|
|
90 |
|
TRTX, Ser 2021-FL4, Cl D |
|
|
|
|
|
|
|
|
9.040%, TSFR1M + 3.714%, 03/15/2038(A)(E) |
|
|
100 |
|
|
|
92 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
TRTX, Ser 2021-FL4, Cl E |
|
|
|
|
|
|
|
|
9.790%, TSFR1M + 4.464%, 03/15/2038(A)(E) |
|
$ |
100 |
|
|
$ |
90 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
610 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $644) ($ Thousands) |
|
|
|
|
|
|
610 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.2% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Guitar Center *(C)(D)(I) |
|
|
39 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.2% |
|
|
|
|
Syniverse *(C)(D)(I) |
|
|
527,417 |
|
|
|
505 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $522) ($ Thousands) |
|
|
|
|
|
|
509 |
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Greenfire RES, Expires 09/20/2028* |
|
$ |
1,088 |
|
|
|
1 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(D) |
|
|
574 |
|
|
|
30 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(D) |
|
|
574 |
|
|
|
14 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(D) |
|
|
– |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(D) |
|
|
614,882 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $52) ($ Thousands) |
|
|
|
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENTS — 13.1% |
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class |
|
|
|
|
|
|
|
|
5.160%** |
|
|
100,886 |
|
|
|
101 |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.130%**† |
|
|
38,052,875 |
|
|
|
38,053 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalents |
|
|
|
|
|
|
|
|
(Cost $38,154) ($ Thousands) |
|
|
|
|
|
|
38,154 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $34) ($ Thousands) |
|
|
|
|
|
$ |
11 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 95.8% |
|
|
|
|
|
|
|
|
(Cost $278,037) ($ Thousands) |
|
$ |
278,904 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (8.4)% |
Communication Services — (0.5)% |
|
|
|
|
Meta Platforms Inc, Cl A |
|
|
(1,273 |
) |
|
|
(618 |
) |
Yelp Inc, Cl A * |
|
|
(24,471 |
) |
|
|
(964 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(1,582 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (2.1)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(1,313 |
) |
|
|
(164 |
) |
Brunswick Corp/DE |
|
|
(6,865 |
) |
|
|
(663 |
) |
Caleres Inc |
|
|
(26,131 |
) |
|
|
(1,072 |
) |
Camping World Holdings Inc, Cl A |
|
|
(12,644 |
) |
|
|
(352 |
) |
Crocs Inc * |
|
|
(1,124 |
) |
|
|
(162 |
) |
Dick's Sporting Goods Inc |
|
|
(2,925 |
) |
|
|
(658 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(2,466 |
) |
|
|
(320 |
) |
iRobot * |
|
|
(73,448 |
) |
|
|
(643 |
) |
McDonald's Corp |
|
|
(2,291 |
) |
|
|
(646 |
) |
Stitch Fix Inc, Cl A * |
|
|
(63,621 |
) |
|
|
(168 |
) |
Ulta Beauty Inc * |
|
|
(599 |
) |
|
|
(313 |
) |
Urban Outfitters Inc * |
|
|
(7,550 |
) |
|
|
(328 |
) |
Winnebago Industries Inc |
|
|
(9,319 |
) |
|
|
(689 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(6,178 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Staples — (0.1)% |
|
|
|
|
Nu Skin Enterprises Inc, Cl A |
|
|
(10,086 |
) |
|
|
(139 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Financials — (2.4)% |
|
|
|
|
Affirm Holdings Inc, Cl A * |
|
|
(30,701 |
) |
|
|
(1,144 |
) |
Bank of America Corp |
|
|
(27,152 |
) |
|
|
(1,030 |
) |
Capital One Financial Corp |
|
|
(7,035 |
) |
|
|
(1,047 |
) |
Coinbase Global Inc, Cl A * |
|
|
(633 |
) |
|
|
(168 |
) |
Evercore Inc, Cl A |
|
|
(1,655 |
) |
|
|
(319 |
) |
Goldman Sachs Group Inc/The |
|
|
(1,185 |
) |
|
|
(495 |
) |
JPMorgan Chase & Co |
|
|
(5,151 |
) |
|
|
(1,032 |
) |
M&T Bank Corp |
|
|
(2,283 |
) |
|
|
(332 |
) |
MGIC Investment Corp |
|
|
(7,996 |
) |
|
|
(179 |
) |
Radian Group Inc |
|
|
(5,504 |
) |
|
|
(184 |
) |
Robinhood Markets Inc, Cl A * |
|
|
(8,645 |
) |
|
|
(174 |
) |
Runway Growth Finance |
|
|
(51,435 |
) |
|
|
(623 |
) |
TriplePoint Venture Growth BDC |
|
|
(32,696 |
) |
|
|
(310 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(7,037 |
) |
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Health Care — (0.4)% |
|
|
|
|
Demant * |
|
|
(24,004 |
) |
|
$ |
(1,193 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrials — (1.1)% |
|
|
|
|
ArcBest Corp |
|
|
(5,572 |
) |
|
|
(794 |
) |
Expeditors International of Washington Inc |
|
|
(7,013 |
) |
|
|
(852 |
) |
Lincoln Electric Holdings Inc |
|
|
(1,271 |
) |
|
|
(325 |
) |
Masco Corp |
|
|
(4,307 |
) |
|
|
(340 |
) |
Matson Inc |
|
|
(5,083 |
) |
|
|
(571 |
) |
Plug Power Inc * |
|
|
(66,000 |
) |
|
|
(227 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,109 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (0.9)% |
|
|
|
|
AppLovin Corp, Cl A * |
|
|
(5,092 |
) |
|
|
(352 |
) |
Datadog Inc, Cl A * |
|
|
(1,324 |
) |
|
|
(164 |
) |
NVIDIA Corp |
|
|
(177 |
) |
|
|
(160 |
) |
QUALCOMM Inc |
|
|
(2,728 |
) |
|
|
(462 |
) |
Sprout Social Inc, Cl A * |
|
|
(5,455 |
) |
|
|
(326 |
) |
Xerox Holdings Corp |
|
|
(64,330 |
) |
|
|
(1,151 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(2,615 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (0.2)% |
|
|
|
|
Freeport-McMoRan Inc, Cl B |
|
|
(7,060 |
) |
|
|
(332 |
) |
PureCycle Technologies * |
|
|
(43,178 |
) |
|
|
(269 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(601 |
) |
| |
|
|
|
|
|
|
|
|
Real Estate — (0.7)% |
|
|
|
|
Lamar Advertising Co, Cl A |
|
|
(11,164 |
) |
|
|
(1,333 |
) |
Vornado Realty Trust |
|
|
(24,143 |
) |
|
|
(695 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(2,028 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $21,967) ($ Thousands) |
|
|
|
|
|
|
(24,482 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS SOLD SHORT — (3.1)% |
Consumer Discretionary — (0.8)% |
|
|
|
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
4.625%, 10/15/2029 (A) |
|
$ |
(295 |
) |
|
|
(269 |
) |
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
(335 |
) |
|
|
(327 |
) |
DirecTV Financing |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
(517 |
) |
|
|
(516 |
) |
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
|
(575 |
) |
|
|
(591 |
) |
Newell Brands |
|
|
|
|
|
|
|
|
6.625%, 09/15/2029 |
|
|
(195 |
) |
|
|
(190 |
) |
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS SOLD SHORT (continued) |
6.375%, 09/15/2027 |
|
$ |
(185 |
) |
|
$ |
(182 |
) |
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
(245 |
) |
|
|
(222 |
) |
3.875%, 10/15/2031 (A) |
|
|
(115 |
) |
|
|
(98 |
) |
| |
|
|
|
|
|
|
(2,395 |
) |
Consumer Staples — (0.1)% |
|
|
|
|
B&G Foods |
|
|
|
|
|
|
|
|
8.000%, 09/15/2028 (A) |
|
|
(402 |
) |
|
|
(418 |
) |
| |
|
|
|
|
|
|
|
|
Energy — (0.1)% |
|
|
|
|
Nabors Industries |
|
|
|
|
|
|
|
|
9.125%, 01/31/2030 (A) |
|
|
(294 |
) |
|
|
(306 |
) |
| |
|
|
|
|
|
|
|
|
Health Care — (0.3)% |
|
|
|
|
Embecta |
|
|
|
|
|
|
|
|
5.000%, 02/15/2030 (A) |
|
|
(422 |
) |
|
|
(345 |
) |
Fortrea Holdings |
|
|
|
|
|
|
|
|
7.500%, 07/01/2030 (A) |
|
|
(381 |
) |
|
|
(393 |
) |
ModivCare |
|
|
|
|
|
|
|
|
5.875%, 11/15/2025 (A) |
|
|
(200 |
) |
|
|
(195 |
) |
| |
|
|
|
|
|
|
(933 |
) |
Industrials — (0.8)% |
|
|
|
|
3M MTN |
|
|
|
|
|
|
|
|
3.375%, 03/01/2029 |
|
|
(479 |
) |
|
|
(445 |
) |
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
(475 |
) |
|
|
(427 |
) |
CoreLogic |
|
|
|
|
|
|
|
|
4.500%, 05/01/2028 (A) |
|
|
(345 |
) |
|
|
(309 |
) |
Husky Injection Molding Systems |
|
|
|
|
|
|
|
|
9.000%, 02/15/2029 (A) |
|
|
(470 |
) |
|
|
(486 |
) |
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
(200 |
) |
|
|
(183 |
) |
4.125%, 06/30/2028 (A) |
|
|
(402 |
) |
|
|
(372 |
) |
| |
|
|
|
|
|
|
(2,222 |
) |
Materials — (1.0)% |
|
|
|
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
(35 |
) |
|
|
(34 |
) |
6.625%, 04/15/2029 (A) |
|
|
(455 |
) |
|
|
(455 |
) |
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
(304 |
) |
|
|
(294 |
) |
FMG Resources August 2006 Pty |
|
|
|
|
|
|
|
|
6.125%, 04/15/2032 (A) |
|
|
(235 |
) |
|
|
(232 |
) |
5.875%, 04/15/2030 (A) |
|
|
(205 |
) |
|
|
(202 |
) |
LABL |
|
|
|
|
|
|
|
|
5.875%, 11/01/2028 (A) |
|
|
(243 |
) |
|
|
(223 |
) |
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
7.875%, 08/15/2026 (A) |
|
|
(295 |
) |
|
|
(301 |
) |
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
4.875%, 05/01/2028 (A) |
|
|
(420 |
) |
|
|
(391 |
) |
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
(508 |
) |
|
|
(460 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS SOLD SHORT (continued) |
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
$ |
(195 |
) |
|
$ |
(175 |
) |
| |
|
|
|
|
|
|
(2,767 |
) |
Total Corporate Obligations Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $8,873) ($ Thousands) |
|
|
|
|
|
|
(9,041 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANIES — (2.2)% |
iShares Russell 2000 ETF |
|
|
(15,417 |
) |
|
|
(3,242 |
) |
SPDR S&P 500 ETF Trust |
|
|
(6,201 |
) |
|
|
(3,244 |
) |
| |
|
|
|
|
|
|
|
|
Total Registered Investment Companies |
|
|
|
|
|
|
|
|
(Proceeds $6,456) ($ Thousands) |
|
|
|
|
|
|
(6,486 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION SOLD SHORT — (0.7)% |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.250%, 02/28/2029 |
|
$ |
(1,972 |
) |
|
|
(1,975 |
) |
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $1,980) ($ Thousands) |
|
|
(1,975 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK SOLD SHORT —(0.2)% |
Switzerland — (0.2)% |
|
|
|
|
Logitech International |
|
|
(5,545 |
) |
|
|
(496 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $504) ($ Thousands) |
|
|
|
|
|
|
(496 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (14.6)% |
|
|
|
|
|
|
|
|
(Proceeds $39,780) ($ Thousands) |
|
$ |
(42,480 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $11) ($ Thousands) |
|
|
|
|
|
$ |
(4 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open exchange traded options contracts for the Fund at March 31, 2024, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Boeing Co |
|
|
19 |
|
|
$ |
323 |
|
|
$ |
170.00 |
|
|
|
5/18/2024 |
|
|
$ |
4 |
|
S&P 500 Index |
|
|
2 |
|
|
|
1,010 |
|
|
|
5,050.00 |
|
|
|
5/18/2024 |
|
|
|
5 |
|
S&P 500 Index |
|
|
3 |
|
|
|
1,470 |
|
|
|
4,900.00 |
|
|
|
4/20/2024 |
|
|
|
1 |
|
S&P 500 Index |
|
|
2 |
|
|
|
966 |
|
|
|
4,830.00 |
|
|
|
4/20/2024 |
|
|
|
1 |
|
SEI Institutional Managed Trust
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
3,769 |
|
|
|
|
|
|
|
|
|
|
$ |
11 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Boeing Co |
|
|
(19 |
) |
|
$ |
(276 |
) |
|
$ |
145.00 |
|
|
|
05/18/2024 |
|
|
$ |
(1 |
) |
S&P 500 Index |
|
|
(2 |
) |
|
|
(921 |
) |
|
|
4,605.00 |
|
|
|
04/20/2024 |
|
|
|
– |
|
S&P 500 Index |
|
|
(3 |
) |
|
|
(1,380 |
) |
|
|
4,600.00 |
|
|
|
04/20/2024 |
|
|
|
(1 |
) |
S&P 500 Index |
|
|
(2 |
) |
|
|
(960 |
) |
|
|
4,800.00 |
|
|
|
05/18/2024 |
|
|
|
(2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(3,537 |
) |
|
|
|
|
|
|
|
|
|
$ |
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
04/25/24 |
|
|
|
EUR |
|
|
|
200 |
|
|
|
USD |
|
|
|
217 |
|
|
$ |
1 |
|
Barclays PLC |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
65 |
|
|
|
EUR |
|
|
|
60 |
|
|
|
— |
|
Barclays PLC |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
153 |
|
|
|
EUR |
|
|
|
140 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
06/13/24 |
|
|
|
AUD |
|
|
|
160 |
|
|
|
USD |
|
|
|
106 |
|
|
|
1 |
|
Barclays PLC |
|
|
06/13/24 |
|
|
|
AUD |
|
|
|
11 |
|
|
|
USD |
|
|
|
7 |
|
|
|
— |
|
BNYMellon |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
91 |
|
|
|
EUR |
|
|
|
84 |
|
|
|
— |
|
BNYMellon |
|
|
06/20/24 |
|
|
|
CAD |
|
|
|
223 |
|
|
|
USD |
|
|
|
166 |
|
|
|
1 |
|
BNYMellon |
|
|
06/20/24 |
|
|
|
EUR |
|
|
|
835 |
|
|
|
USD |
|
|
|
918 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
16 |
|
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 is as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CDX.HY.42 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
1,751 |
|
|
$ |
(127 |
) |
|
$ |
(122 |
) |
|
$ |
(5 |
) |
CDX.IG.42 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
13,863 |
|
|
|
(314 |
) |
|
|
(300 |
) |
|
|
(14 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(441 |
) |
|
$ |
(422 |
) |
|
$ |
(19 |
) |
|
Percentages are based on Net Assets of $291,016 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of March 31, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security (see Note 6). |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $52,856 ($ Thousands), representing 18.2% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Security considered restricted, excluding 144A. The total market value of such securities as of March 31, 2024 was $2,124 ($ Thousands) and represented 0.8% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(D) |
Level 3 security in accordance with fair value hierarchy. |
(E) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(F) |
Unsettled bank loan. Interest rate may not be available. |
(G) |
Interest rate represents the security's effective yield at the time of purchase. |
(H) |
No interest rate available. |
(I) |
Perpetual security with no stated maturity date. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Strategy Alternative Fund (Concluded)
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
77,024 |
|
|
|
787 |
|
|
|
77,811 |
|
Common Stock |
|
|
69,243 |
|
|
|
348 |
|
|
|
1,162 |
|
|
|
70,753 |
|
Registered Investment Companies |
|
|
60,018 |
|
|
|
– |
|
|
|
– |
|
|
|
60,018 |
|
Loan Participations |
|
|
– |
|
|
|
12,603 |
|
|
|
2,050 |
|
|
|
14,653 |
|
Foreign Common Stock |
|
|
11,148 |
|
|
|
– |
|
|
|
– |
|
|
|
11,148 |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
4,409 |
|
|
|
– |
|
|
|
4,409 |
|
Convertible Bonds |
|
|
– |
|
|
|
278 |
|
|
|
505 |
|
|
|
783 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
610 |
|
|
|
– |
|
|
|
610 |
|
Preferred Stock |
|
|
– |
|
|
|
– |
|
|
|
509 |
|
|
|
509 |
|
Warrants |
|
|
– |
|
|
|
1 |
|
|
|
44 |
|
|
|
45 |
|
Cash Equivalents |
|
|
38,053 |
|
|
|
101 |
|
|
|
– |
|
|
|
38,154 |
|
Purchased Options |
|
|
11 |
|
|
|
– |
|
|
|
– |
|
|
|
11 |
|
Total Investments in Securities |
|
|
178,473 |
|
|
|
95,374 |
|
|
|
5,057 |
|
|
|
278,904 |
|
Securities Sold Short |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stock |
|
|
(24,482 |
) |
|
|
– |
|
|
|
– |
|
|
|
(24,482 |
) |
Corporate Obligations |
|
|
– |
|
|
|
(9,041 |
) |
|
|
– |
|
|
|
(9,041 |
) |
Registered Investment Companies |
|
|
(6,486 |
) |
|
|
– |
|
|
|
– |
|
|
|
(6,486 |
) |
U.S. Treasury Obligation |
|
|
– |
|
|
|
(1,975 |
) |
|
|
– |
|
|
|
(1,975 |
) |
Foreign Common Stock |
|
|
(496 |
) |
|
|
– |
|
|
|
– |
|
|
|
(496 |
) |
Total Securities Sold Short |
|
|
(31,464 |
) |
|
|
(11,016 |
) |
|
|
– |
|
|
|
(42,480 |
) |
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(4 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
17 |
|
|
|
– |
|
|
|
17 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
Total Other Financial Instruments |
|
|
(4 |
) |
|
|
(3 |
) |
|
|
– |
|
|
|
(7 |
) |
* Forward contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):
| |
|
Investments in Common Stock |
|
|
Investments in Corporate Obligations |
|
|
Investments in Loan Participations |
|
|
Investments in Convertible Bond |
|
|
Investments in Preferred
Stock |
|
|
Investments in Warrants |
|
Balance as of October 1, 2023 |
|
$ |
651 |
|
|
$ |
1,052 |
|
|
$ |
1,414 |
|
|
$ |
734 |
|
|
$ |
479 |
|
|
$ |
49 |
|
Accrued discounts/premiums |
|
|
– |
|
|
|
3 |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Realized gain/(loss) |
|
|
307 |
|
|
|
(636 |
) |
|
|
(6 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Change in unrealized appreciation/(depreciation) |
|
|
9 |
|
|
|
465 |
|
|
|
9 |
|
|
|
(377 |
) |
|
|
(1 |
) |
|
|
(5 |
) |
Purchases |
|
|
180 |
|
|
|
560 |
|
|
|
1 |
|
|
|
155 |
|
|
|
31 |
|
|
|
– |
|
Sales |
|
|
(58 |
) |
|
|
(657 |
) |
|
|
(546 |
) |
|
|
(7 |
) |
|
|
– |
|
|
|
– |
|
Net transfer into Level 3 |
|
|
82 |
|
|
|
– |
|
|
|
1,177 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Net transfer out of Level 3 |
|
|
(9 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Ending Balance as of March 31, 2024(1) |
|
$ |
1,162 |
|
|
$ |
787 |
|
|
$ |
2,050 |
|
|
$ |
505 |
|
|
$ |
509 |
|
|
$ |
44 |
|
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date |
|
$ |
(82 |
) |
|
$ |
465 |
|
|
$ |
(29 |
) |
|
$ |
(377 |
) |
|
$ |
(1 |
) |
|
$ |
(5 |
) |
(1) Of the $5,057 ($ Thousands) in Level 3 securities as of March 31, 2024, $3,549 ($ Thousands) or 1.2% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.
For the period ended March 31, 2024, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.
SEI Institutional Managed Trust
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
3/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
92,197 |
|
|
$ |
249,522 |
|
|
$ |
(303,666 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
38,053 |
|
|
$ |
1,786 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the restricted securities, excluding 144a, held by the Fund at March 31, 2024, is as follows:
Description |
|
Face Amount ($ Thousands)/Shares/Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Audacy Capital |
|
$ |
335 |
|
|
|
3/12/2021 |
|
|
$ |
236 |
|
|
$ |
11 |
|
Audacy Capital |
|
|
220 |
|
|
|
4/24/2019 |
|
|
|
140 |
|
|
|
7 |
|
Chesapeake Energy Corp |
|
|
170 |
|
|
|
2/12/2021 |
|
|
|
– |
|
|
|
3 |
|
Cornerstone Chemical |
|
|
56 |
|
|
|
3/15/2023 |
|
|
|
58 |
|
|
|
56 |
|
Endo DAC |
|
|
85 |
|
|
|
1/19/2022 |
|
|
|
83 |
|
|
|
56 |
|
Endo Luxembourg Finance I Sarl |
|
|
165 |
|
|
|
3/12/2021 |
|
|
|
128 |
|
|
|
107 |
|
Mountain Province Diamonds |
|
|
223 |
|
|
|
12/16/2022 |
|
|
|
219 |
|
|
|
217 |
|
Par Pharmaceutical |
|
|
85 |
|
|
|
3/15/2019 |
|
|
|
67 |
|
|
|
56 |
|
Tacora Resources |
|
|
23 |
|
|
|
5/24/2023 |
|
|
|
23 |
|
|
|
23 |
|
Tacora Resources |
|
|
175 |
|
|
|
5/7/2021 |
|
|
|
187 |
|
|
|
86 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AVAYA Inc |
|
|
14,995 |
|
|
|
5/5/2023 |
|
|
|
224 |
|
|
|
82 |
|
Carestream Health Holdings Inc |
|
|
5,876 |
|
|
|
9/30/2022 |
|
|
|
113 |
|
|
|
100 |
|
Guitar Center |
|
|
2,167 |
|
|
|
1/8/2021 |
|
|
|
275 |
|
|
|
306 |
|
Lannett |
|
|
15,243 |
|
|
|
7/6/2023 |
|
|
|
9 |
|
|
|
32 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bluecrest, Intial Term Loan, 2nd Lien |
|
|
71 |
|
|
|
9/6/2023 |
|
|
|
69 |
|
|
|
69 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
221 |
|
|
|
3/21/2019 |
|
|
|
198 |
|
|
|
189 |
|
Foreign Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Burgundy Diamond Mines Ltd |
|
|
450,932 |
|
|
|
7/21/2023 |
|
|
|
75 |
|
|
|
57 |
|
Greenfire Resources |
|
|
13,725 |
|
|
|
9/21/2023 |
|
|
|
32 |
|
|
|
82 |
|
Convertible Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authentic Brands |
|
|
32 |
|
|
|
9/21/2023 |
|
|
|
– |
|
|
|
32 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
39 |
|
|
|
1/8/2021 |
|
|
|
4 |
|
|
|
4 |
|
Syniverse |
|
|
527,417 |
|
|
|
5/13/2022 |
|
|
|
518 |
|
|
|
505 |
|
Warrants |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
1,148 |
|
|
|
1/8/2021 |
|
|
|
52 |
|
|
|
44 |
|
Tacora Resources |
|
|
614,882 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
2,710 |
|
|
$ |
2,124 |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Liquid Alternative Fund
EXPOSURE WEIGHTINGS†
| |
|
|
Long |
|
|
|
Short |
|
Equity Contracts |
|
|
74.58 |
% |
|
|
–% |
|
Foreign Exchange Contracts |
|
|
9.83 |
|
|
|
(69.23 |
) |
Interest Rate Contracts |
|
|
19.47 |
|
|
|
(20.53 |
) |
†Exposures are calculated as the current notional value of the futures contracts as a percentage of net assets.
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
171 |
|
|
|
Dec-2025 |
|
|
$ |
41,137 |
|
|
$ |
41,092 |
|
|
$ |
(45 |
) |
MSCI EAFE Index |
|
|
792 |
|
|
|
Jun-2024 |
|
|
|
93,217 |
|
|
|
93,341 |
|
|
|
124 |
|
MSCI Emerging Markets |
|
|
198 |
|
|
|
Jun-2024 |
|
|
|
10,366 |
|
|
|
10,385 |
|
|
|
19 |
|
NASDAQ 100 Index E-MINI |
|
|
40 |
|
|
|
Jun-2024 |
|
|
|
14,852 |
|
|
|
14,780 |
|
|
|
(72 |
) |
Russell 2000 Index E-MINI |
|
|
44 |
|
|
|
Jun-2024 |
|
|
|
4,629 |
|
|
|
4,721 |
|
|
|
92 |
|
S&P 500 Index E-MINI |
|
|
95 |
|
|
|
Jun-2024 |
|
|
|
24,814 |
|
|
|
25,216 |
|
|
|
402 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
29 |
|
|
|
Jun-2024 |
|
|
|
8,685 |
|
|
|
8,925 |
|
|
|
240 |
|
U.S. Dollar Index |
|
|
199 |
|
|
|
Jun-2024 |
|
|
|
20,372 |
|
|
|
20,750 |
|
|
|
378 |
|
| |
|
|
|
|
|
|
|
|
|
|
218,072 |
|
|
|
219,210 |
|
|
|
1,138 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AUD USD Currency |
|
|
(259 |
) |
|
|
Jun-2024 |
|
|
$ |
(17,204 |
) |
|
$ |
(16,921 |
) |
|
$ |
283 |
|
CAD Currency |
|
|
(230 |
) |
|
|
Jun-2024 |
|
|
|
(17,099 |
) |
|
|
(17,006 |
) |
|
|
93 |
|
Euro FX |
|
|
(388 |
) |
|
|
Jun-2024 |
|
|
|
(53,217 |
) |
|
|
(52,485 |
) |
|
|
732 |
|
Japanese Yen |
|
|
(714 |
) |
|
|
Jun-2024 |
|
|
|
(61,342 |
) |
|
|
(59,668 |
) |
|
|
1,674 |
|
U.S. 10-Year Treasury Note |
|
|
(292 |
) |
|
|
Jun-2024 |
|
|
|
(32,209 |
) |
|
|
(32,353 |
) |
|
|
(144 |
) |
U.S. Long Treasury Bond |
|
|
(91 |
) |
|
|
Jun-2024 |
|
|
|
(10,817 |
) |
|
|
(10,960 |
) |
|
|
(143 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(191,888 |
) |
|
|
(189,393 |
) |
|
|
2,495 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
26,184 |
|
|
$ |
29,817 |
|
|
$ |
3,633 |
|
Percentages are based on Net Assets of $210,996 ($ Thousands).
As of March 31, 2024, all of the Fund's financial instruments carried at valued were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP*.
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund
†Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 45.8% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.414%, 05/16/2024 ^(A) |
|
$ |
109,868 |
|
|
$ |
109,150 |
|
5.404%, 05/09/2024 ^(A) |
|
|
48,600 |
|
|
|
48,330 |
|
5.330%, 06/06/2024 ^(A) |
|
|
95,056 |
|
|
|
94,147 |
|
5.297%, 05/21/2024 ^(A) |
|
|
65,000 |
|
|
|
64,524 |
|
5.279%, 04/18/2024 ^(A) |
|
|
50,000 |
|
|
|
49,876 |
|
5.267%, 06/20/2024 ^(A) |
|
|
5,786 |
|
|
|
5,719 |
|
5.267%, 09/19/2024 (A) |
|
|
80,000 |
|
|
|
78,055 |
|
5.198%, 08/15/2024 ^(A) |
|
|
3,325 |
|
|
|
3,261 |
|
5.177%, 08/08/2024 ^(A) |
|
|
53,729 |
|
|
|
52,742 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
2.375%, 10/15/2028 |
|
|
6,042 |
|
|
|
6,182 |
|
1.750%, 01/15/2034 |
|
|
2,308 |
|
|
|
2,278 |
|
1.625%, 10/15/2027 |
|
|
9,266 |
|
|
|
9,177 |
|
1.375%, 07/15/2033 |
|
|
8,632 |
|
|
|
8,284 |
|
1.375%, 02/15/2044 |
|
|
662 |
|
|
|
580 |
|
1.250%, 04/15/2028 |
|
|
8,329 |
|
|
|
8,091 |
|
1.125%, 01/15/2033 |
|
|
15,531 |
|
|
|
14,565 |
|
1.000%, 02/15/2046 |
|
|
1,171 |
|
|
|
937 |
|
1.000%, 02/15/2049 |
|
|
3,677 |
|
|
|
2,880 |
|
0.875%, 01/15/2029 |
|
|
1,344 |
|
|
|
1,281 |
|
0.750%, 07/15/2028 |
|
|
8,601 |
|
|
|
8,216 |
|
0.750%, 02/15/2045 |
|
|
982 |
|
|
|
753 |
|
0.625%, 07/15/2032 |
|
|
11,358 |
|
|
|
10,299 |
|
0.625%, 02/15/2043 |
|
|
671 |
|
|
|
515 |
|
0.500%, 01/15/2028 |
|
|
4,626 |
|
|
|
4,377 |
|
0.375%, 07/15/2025 |
|
|
2,601 |
|
|
|
2,544 |
|
0.375%, 01/15/2027 |
|
|
2,554 |
|
|
|
2,436 |
|
0.375%, 07/15/2027 |
|
|
2,396 |
|
|
|
2,279 |
|
0.250%, 01/15/2025 |
|
|
651 |
|
|
|
640 |
|
0.250%, 07/15/2029 |
|
|
3,979 |
|
|
|
3,669 |
|
0.250%, 02/15/2050 |
|
|
360 |
|
|
|
227 |
|
0.125%, 07/15/2024 |
|
|
2,598 |
|
|
|
2,601 |
|
0.125%, 10/15/2025 |
|
|
2,377 |
|
|
|
2,307 |
|
0.125%, 04/15/2026 |
|
|
2,352 |
|
|
|
2,253 |
|
0.125%, 07/15/2026 |
|
|
1,287 |
|
|
|
1,233 |
|
0.125%, 04/15/2027 |
|
|
2,622 |
|
|
|
2,470 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 01/15/2030 |
|
$ |
1,438 |
|
|
$ |
1,302 |
|
0.125%, 07/15/2030 |
|
|
1,323 |
|
|
|
1,192 |
|
0.125%, 01/15/2031 |
|
|
11,492 |
|
|
|
10,224 |
|
0.125%, 07/15/2031 |
|
|
11,967 |
|
|
|
10,587 |
|
0.125%, 01/15/2032 |
|
|
12,461 |
|
|
|
10,885 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $646,873) ($ Thousands) |
|
|
641,068 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 10.9% |
| |
|
|
|
|
|
|
|
|
Deutsche Bundesrepublik Inflation Linked Bond |
|
|
|
|
|
|
|
|
0.500%, 04/15/2030 |
|
EUR |
12,155 |
|
|
|
13,311 |
|
0.100%, 04/15/2026 |
|
|
2,387 |
|
|
|
2,540 |
|
0.100%, 04/15/2033 |
|
|
7,663 |
|
|
|
8,195 |
|
0.100%, 04/15/2046 |
|
|
1,506 |
|
|
|
1,574 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
3.400%, 07/25/2029(B) |
|
|
739 |
|
|
|
920 |
|
1.800%, 07/25/2040(B) |
|
|
705 |
|
|
|
887 |
|
0.700%, 07/25/2030(B) |
|
|
17,406 |
|
|
|
19,204 |
|
0.100%, 03/01/2026(B) |
|
|
1,122 |
|
|
|
1,202 |
|
0.100%, 03/01/2028(B) |
|
|
2,359 |
|
|
|
2,502 |
|
0.100%, 03/01/2029(B) |
|
|
16,581 |
|
|
|
17,643 |
|
0.100%, 07/25/2031(B) |
|
|
9,271 |
|
|
|
9,806 |
|
0.100%, 03/01/2032(B) |
|
|
7,316 |
|
|
|
7,646 |
|
0.100%, 03/01/2036(B) |
|
|
561 |
|
|
|
567 |
|
0.100%, 07/25/2038(B) |
|
|
1,152 |
|
|
|
1,146 |
|
0.100%, 07/25/2047(B) |
|
|
1,400 |
|
|
|
1,302 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
2.550%, 09/15/2041(B) |
|
|
1,056 |
|
|
|
1,262 |
|
2.350%, 09/15/2024(B) |
|
|
1,237 |
|
|
|
1,355 |
|
2.350%, 09/15/2035(B) |
|
|
1,103 |
|
|
|
1,292 |
|
1.300%, 05/15/2028(B) |
|
|
606 |
|
|
|
659 |
|
1.250%, 09/15/2032(B) |
|
|
2,458 |
|
|
|
2,629 |
|
0.650%, 05/15/2026 |
|
|
289 |
|
|
|
310 |
|
0.400%, 05/15/2030(B) |
|
|
1,763 |
|
|
|
1,801 |
|
0.150%, 05/15/2051(B) |
|
|
589 |
|
|
|
423 |
|
Korea International Bond |
|
|
|
|
|
|
|
|
2.750%, 01/19/2027^ |
|
$ |
1,000 |
|
|
|
949 |
|
United Kingdom Gilt Inflation Linked |
|
|
|
|
|
|
|
|
4.125%, 07/22/2030 |
|
GBP |
500 |
|
|
|
2,179 |
|
2.500%, 07/17/2024 |
|
|
340 |
|
|
|
1,647 |
|
2.000%, 01/26/2035 |
|
|
932 |
|
|
|
2,941 |
|
1.250%, 11/22/2032 |
|
|
6,789 |
|
|
|
9,374 |
|
1.250%, 11/22/2055 |
|
|
1,573 |
|
|
|
2,058 |
|
0.750%, 11/22/2033 |
|
|
2,640 |
|
|
|
3,483 |
|
0.750%, 03/22/2034 |
|
|
8,139 |
|
|
|
10,685 |
|
0.250%, 03/22/2052 |
|
|
1,874 |
|
|
|
1,871 |
|
0.125%, 03/22/2026 |
|
|
2,196 |
|
|
|
2,762 |
|
0.125%, 08/10/2028 |
|
|
2,707 |
|
|
|
3,441 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
0.125%, 03/22/2029 |
|
GBP |
159 |
|
|
$ |
201 |
|
0.125%, 08/10/2031 |
|
|
129 |
|
|
|
164 |
|
0.125%, 03/22/2044 |
|
|
780 |
|
|
|
828 |
|
0.125%, 03/22/2046 |
|
|
2,933 |
|
|
|
3,021 |
|
0.125%, 08/10/2048 |
|
|
2,751 |
|
|
|
2,754 |
|
0.125%, 03/22/2058 |
|
|
4,432 |
|
|
|
4,056 |
|
0.125%, 11/22/2065 |
|
|
798 |
|
|
|
699 |
|
0.125%, 03/22/2068 |
|
|
757 |
|
|
|
656 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $160,159) ($ Thousands) |
|
|
151,945 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 3.6% |
| |
|
|
|
|
|
|
|
|
Australia — 0.1% |
|
|
|
|
Ampol Ltd |
|
|
3,171 |
|
|
|
82 |
|
APA Group |
|
|
26,821 |
|
|
|
147 |
|
Aristocrat Leisure Ltd |
|
|
3,212 |
|
|
|
90 |
|
ASX Ltd |
|
|
1,383 |
|
|
|
60 |
|
Aurizon Holdings Ltd |
|
|
21,309 |
|
|
|
56 |
|
BlueScope Steel Ltd |
|
|
3,194 |
|
|
|
50 |
|
Brambles Ltd |
|
|
4,589 |
|
|
|
48 |
|
Cochlear Ltd |
|
|
247 |
|
|
|
54 |
|
Coles Group Ltd |
|
|
12,289 |
|
|
|
136 |
|
Computershare Ltd |
|
|
681 |
|
|
|
12 |
|
CSL Ltd |
|
|
81 |
|
|
|
15 |
|
Dexus ‡ |
|
|
7,723 |
|
|
|
40 |
|
Endeavour Group Ltd/Australia |
|
|
7,582 |
|
|
|
27 |
|
Glencore PLC |
|
|
9,290 |
|
|
|
51 |
|
Goodman Group ‡ |
|
|
501 |
|
|
|
11 |
|
IDP Education Ltd |
|
|
3,370 |
|
|
|
39 |
|
Insurance Australia Group Ltd |
|
|
20,132 |
|
|
|
84 |
|
Lottery Corp Ltd/The |
|
|
30,312 |
|
|
|
102 |
|
Origin Energy Ltd |
|
|
9,571 |
|
|
|
57 |
|
Qantas Airways Ltd * |
|
|
8,953 |
|
|
|
32 |
|
Ramsay Health Care Ltd |
|
|
2,924 |
|
|
|
108 |
|
Rio Tinto PLC |
|
|
1,750 |
|
|
|
111 |
|
Santos Ltd |
|
|
15,287 |
|
|
|
77 |
|
Suncorp Group Ltd |
|
|
7,008 |
|
|
|
75 |
|
Telstra Group Ltd, Cl B |
|
|
45,924 |
|
|
|
116 |
|
Vicinity Ltd ‡ |
|
|
25,145 |
|
|
|
35 |
|
Washington H Soul Pattinson & Co Ltd |
|
|
771 |
|
|
|
17 |
|
Westpac Banking Corp |
|
|
1,983 |
|
|
|
34 |
|
Woodside Energy Group Ltd |
|
|
2,545 |
|
|
|
51 |
|
Woolworths Group Ltd |
|
|
6,248 |
|
|
|
135 |
|
Xero Ltd * |
|
|
943 |
|
|
|
82 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,034 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
|
|
|
|
Erste Group Bank AG |
|
|
3,074 |
|
|
|
137 |
|
OMV AG |
|
|
5,000 |
|
|
|
237 |
|
Verbund AG |
|
|
3,687 |
|
|
|
270 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
voestalpine AG |
|
|
7,681 |
|
|
$ |
215 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
859 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
|
|
|
|
Ageas SA/NV |
|
|
1,537 |
|
|
|
71 |
|
Anheuser-Busch InBev SA/NV |
|
|
1,142 |
|
|
|
70 |
|
Argenx SE * |
|
|
312 |
|
|
|
123 |
|
D'ieteren Group |
|
|
920 |
|
|
|
204 |
|
Elia Group SA/NV |
|
|
2,353 |
|
|
|
254 |
|
Syensqo SA * |
|
|
1,000 |
|
|
|
95 |
|
UCB SA, Cl A |
|
|
1,076 |
|
|
|
133 |
|
Umicore SA |
|
|
2,473 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,004 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.0% |
|
|
|
|
Yara International ASA |
|
|
560 |
|
|
|
18 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.3% |
|
|
|
|
Agnico Eagle Mines Ltd |
|
|
1,381 |
|
|
|
82 |
|
Alimentation Couche-Tard Inc |
|
|
481 |
|
|
|
27 |
|
AltaGas Ltd |
|
|
1,810 |
|
|
|
40 |
|
ARC Resources Ltd |
|
|
6,202 |
|
|
|
111 |
|
Bank of Nova Scotia/The, Cl C |
|
|
1,239 |
|
|
|
64 |
|
Barrick Gold Corp |
|
|
806 |
|
|
|
13 |
|
Brookfield Asset Management Ltd, Cl A |
|
|
336 |
|
|
|
14 |
|
Brookfield Corp, Cl A |
|
|
1,346 |
|
|
|
56 |
|
Cameco Corp |
|
|
2,338 |
|
|
|
101 |
|
Canadian Natural Resources Ltd |
|
|
952 |
|
|
|
73 |
|
Canadian Pacific Kansas City Ltd |
|
|
398 |
|
|
|
35 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
894 |
|
|
|
89 |
|
Canadian Utilities Ltd, Cl A |
|
|
4,850 |
|
|
|
111 |
|
CCL Industries Inc, Cl B |
|
|
2,082 |
|
|
|
107 |
|
CGI Inc, Cl A * |
|
|
508 |
|
|
|
56 |
|
Constellation Software Inc/Canada |
|
|
22 |
|
|
|
60 |
|
Dollarama Inc |
|
|
691 |
|
|
|
53 |
|
Empire Co Ltd, Cl A |
|
|
4,984 |
|
|
|
122 |
|
Enbridge Inc |
|
|
4,791 |
|
|
|
173 |
|
Fairfax Financial Holdings Ltd |
|
|
25 |
|
|
|
27 |
|
First Quantum Minerals Ltd (Canada) |
|
|
2,143 |
|
|
|
23 |
|
FirstService Corp |
|
|
514 |
|
|
|
85 |
|
Franco-Nevada Corp |
|
|
892 |
|
|
|
106 |
|
George Weston Ltd |
|
|
427 |
|
|
|
58 |
|
Hydro One Ltd |
|
|
936 |
|
|
|
27 |
|
iA Financial Corp Inc |
|
|
1,313 |
|
|
|
82 |
|
IGM Financial Inc |
|
|
1,781 |
|
|
|
46 |
|
Imperial Oil Ltd |
|
|
2,660 |
|
|
|
184 |
|
Keyera Corp |
|
|
3,731 |
|
|
|
96 |
|
Kinross Gold Corp |
|
|
5,596 |
|
|
|
34 |
|
Loblaw Cos Ltd |
|
|
548 |
|
|
|
61 |
|
Magna International Inc, Cl A |
|
|
1,520 |
|
|
|
83 |
|
Manulife Financial Corp |
|
|
3,345 |
|
|
|
84 |
|
Metro Inc/CN, Cl A |
|
|
956 |
|
|
|
51 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Northland Power Inc |
|
|
5,821 |
|
|
$ |
95 |
|
Nutrien Ltd |
|
|
1,332 |
|
|
|
72 |
|
Open Text Corp |
|
|
2,952 |
|
|
|
115 |
|
Parkland Corp |
|
|
2,823 |
|
|
|
90 |
|
Pembina Pipeline Corp |
|
|
4,545 |
|
|
|
161 |
|
Quebecor Inc, Cl B |
|
|
3,150 |
|
|
|
69 |
|
RB Global Inc |
|
|
674 |
|
|
|
51 |
|
Royal Bank of Canada |
|
|
1,147 |
|
|
|
116 |
|
Saputo Inc |
|
|
4,704 |
|
|
|
93 |
|
Shopify Inc, Cl A * |
|
|
272 |
|
|
|
21 |
|
Suncor Energy Inc |
|
|
5,194 |
|
|
|
192 |
|
TC Energy Corp |
|
|
4,836 |
|
|
|
195 |
|
Teck Resources Ltd, Cl B |
|
|
778 |
|
|
|
36 |
|
Toronto-Dominion Bank/The |
|
|
1,857 |
|
|
|
112 |
|
Tourmaline Oil Corp |
|
|
3,283 |
|
|
|
154 |
|
Wheaton Precious Metals Corp |
|
|
696 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,039 |
|
| |
|
|
|
|
|
|
|
|
China — 0.0% |
|
|
|
|
Sands China Ltd * |
|
|
36,800 |
|
|
|
104 |
|
Wilmar International Ltd |
|
|
138,500 |
|
|
|
352 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
456 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.1% |
|
|
|
|
AP Moller - Maersk A/S, Cl A |
|
|
13 |
|
|
|
17 |
|
Carlsberg AS, Cl B |
|
|
1,522 |
|
|
|
208 |
|
Danske Bank A/S |
|
|
4,024 |
|
|
|
121 |
|
DSV A/S |
|
|
121 |
|
|
|
20 |
|
Novo Nordisk A/S, Cl B |
|
|
498 |
|
|
|
64 |
|
Novonesis (Novozymes) B, Cl B |
|
|
5,393 |
|
|
|
317 |
|
Orsted AS * |
|
|
4,143 |
|
|
|
232 |
|
Pandora A/S |
|
|
852 |
|
|
|
138 |
|
Tryg A/S |
|
|
2,801 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,175 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.1% |
|
|
|
|
Elisa Oyj |
|
|
4,930 |
|
|
|
220 |
|
Fortum Oyj |
|
|
14,020 |
|
|
|
173 |
|
Kesko Oyj, Cl B |
|
|
5,815 |
|
|
|
109 |
|
Kone Oyj, Cl B |
|
|
1,311 |
|
|
|
61 |
|
Neste Oyj |
|
|
6,098 |
|
|
|
165 |
|
Nokia Oyj |
|
|
46,150 |
|
|
|
164 |
|
Orion Oyj, Cl B |
|
|
4,209 |
|
|
|
157 |
|
Stora Enso Oyj, Cl R |
|
|
1,698 |
|
|
|
24 |
|
UPM-Kymmene Oyj, Cl V |
|
|
408 |
|
|
|
14 |
|
Wartsila OYJ Abp |
|
|
4,133 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,150 |
|
| |
|
|
|
|
|
|
|
|
France — 0.2% |
|
|
|
|
Accor SA |
|
|
1,293 |
|
|
|
60 |
|
Aeroports de Paris SA, Cl A |
|
|
373 |
|
|
|
51 |
|
Air Liquide SA |
|
|
872 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Arkema SA |
|
|
736 |
|
|
$ |
78 |
|
BioMerieux |
|
|
1,345 |
|
|
|
149 |
|
Bollore SE |
|
|
9,923 |
|
|
|
66 |
|
Bouygues SA |
|
|
892 |
|
|
|
36 |
|
Capgemini SE |
|
|
565 |
|
|
|
130 |
|
Carrefour SA |
|
|
6,251 |
|
|
|
107 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
1,899 |
|
|
|
73 |
|
Danone SA |
|
|
1,033 |
|
|
|
67 |
|
Dassault Systemes SE |
|
|
3,283 |
|
|
|
146 |
|
Edenred SE |
|
|
1,730 |
|
|
|
92 |
|
Eiffage SA |
|
|
687 |
|
|
|
78 |
|
Engie SA |
|
|
13,694 |
|
|
|
229 |
|
Eurazeo SE |
|
|
468 |
|
|
|
41 |
|
Euronext NV |
|
|
536 |
|
|
|
51 |
|
Gecina SA ‡ |
|
|
323 |
|
|
|
33 |
|
Getlink SE |
|
|
4,624 |
|
|
|
79 |
|
Hermes International SCA |
|
|
44 |
|
|
|
112 |
|
Ipsen SA |
|
|
736 |
|
|
|
88 |
|
Kering SA |
|
|
119 |
|
|
|
47 |
|
La Francaise des Jeux SAEM |
|
|
1,007 |
|
|
|
41 |
|
L'Oreal SA |
|
|
44 |
|
|
|
21 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
84 |
|
|
|
76 |
|
Orange SA |
|
|
17,466 |
|
|
|
205 |
|
Pernod Ricard SA |
|
|
584 |
|
|
|
95 |
|
Publicis Groupe SA |
|
|
570 |
|
|
|
62 |
|
Remy Cointreau SA |
|
|
674 |
|
|
|
68 |
|
Renault SA |
|
|
1,557 |
|
|
|
79 |
|
Sanofi SA |
|
|
904 |
|
|
|
89 |
|
Sartorius Stedim Biotech |
|
|
137 |
|
|
|
39 |
|
Sodexo SA |
|
|
477 |
|
|
|
41 |
|
STMicroelectronics NV |
|
|
2,074 |
|
|
|
89 |
|
Teleperformance SE |
|
|
223 |
|
|
|
22 |
|
Thales SA, Cl A |
|
|
220 |
|
|
|
38 |
|
TotalEnergies SE |
|
|
5,627 |
|
|
|
386 |
|
Unibail-Rodamco-Westfield *‡ |
|
|
187 |
|
|
|
15 |
|
Veolia Environnement SA |
|
|
3,097 |
|
|
|
101 |
|
Vinci SA |
|
|
720 |
|
|
|
92 |
|
Vivendi SE |
|
|
4,856 |
|
|
|
53 |
|
Worldline SA/France * |
|
|
1,571 |
|
|
|
19 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,626 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.2% |
|
|
|
|
adidas AG |
|
|
198 |
|
|
|
44 |
|
Allianz SE |
|
|
347 |
|
|
|
104 |
|
BASF SE |
|
|
930 |
|
|
|
53 |
|
Bayerische Motoren Werke AG |
|
|
600 |
|
|
|
69 |
|
Bechtle AG |
|
|
1,658 |
|
|
|
88 |
|
Beiersdorf AG |
|
|
1,148 |
|
|
|
167 |
|
Brenntag SE |
|
|
810 |
|
|
|
68 |
|
Carl Zeiss Meditec AG |
|
|
84 |
|
|
|
10 |
|
Commerzbank AG |
|
|
866 |
|
|
|
12 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Covestro AG * |
|
|
333 |
|
|
$ |
18 |
|
Deutsche Boerse AG |
|
|
198 |
|
|
|
41 |
|
Deutsche Telekom AG |
|
|
6,455 |
|
|
|
157 |
|
E.ON SE |
|
|
15,120 |
|
|
|
210 |
|
Fresenius Medical Care AG |
|
|
725 |
|
|
|
28 |
|
Heidelberg Materials AG |
|
|
141 |
|
|
|
16 |
|
Henkel AG & Co KGaA |
|
|
2,041 |
|
|
|
147 |
|
Infineon Technologies AG |
|
|
2,515 |
|
|
|
86 |
|
Knorr-Bremse AG |
|
|
603 |
|
|
|
46 |
|
Merck KGaA |
|
|
510 |
|
|
|
90 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
274 |
|
|
|
134 |
|
Puma SE |
|
|
744 |
|
|
|
34 |
|
QIAGEN NV |
|
|
713 |
|
|
|
31 |
|
Rheinmetall AG |
|
|
95 |
|
|
|
53 |
|
RWE AG |
|
|
3,800 |
|
|
|
129 |
|
Scout24 SE |
|
|
3,632 |
|
|
|
274 |
|
Siemens Healthineers AG |
|
|
183 |
|
|
|
11 |
|
Symrise AG, Cl A |
|
|
1,058 |
|
|
|
127 |
|
Vonovia SE |
|
|
1,664 |
|
|
|
49 |
|
Zalando SE * |
|
|
1,399 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,336 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.1% |
|
|
|
|
AIA Group Ltd |
|
|
6,600 |
|
|
|
44 |
|
CK Asset Holdings Ltd |
|
|
5,931 |
|
|
|
24 |
|
CK Hutchison Holdings Ltd |
|
|
18,208 |
|
|
|
88 |
|
CK Infrastructure Holdings Ltd |
|
|
18,000 |
|
|
|
105 |
|
Futu Holdings Ltd ADR * |
|
|
279 |
|
|
|
15 |
|
Galaxy Entertainment Group Ltd |
|
|
23,000 |
|
|
|
116 |
|
HKT Trust & HKT Ltd |
|
|
355,000 |
|
|
|
414 |
|
Hong Kong & China Gas Co Ltd |
|
|
187,999 |
|
|
|
143 |
|
Power Assets Holdings Ltd |
|
|
15,974 |
|
|
|
94 |
|
Sino Land Co Ltd |
|
|
28,000 |
|
|
|
29 |
|
SITC International Holdings Co Ltd |
|
|
6,000 |
|
|
|
11 |
|
Swire Properties Ltd |
|
|
18,400 |
|
|
|
39 |
|
Techtronic Industries Co Ltd |
|
|
4,001 |
|
|
|
54 |
|
WH Group Ltd |
|
|
655,829 |
|
|
|
432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,608 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
AIB Group PLC |
|
|
21,728 |
|
|
|
110 |
|
Bank of Ireland Group PLC |
|
|
12,097 |
|
|
|
124 |
|
Kerry Group PLC, Cl A |
|
|
2,791 |
|
|
|
239 |
|
Kingspan Group PLC |
|
|
1,981 |
|
|
|
181 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
654 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.0% |
|
|
|
|
Azrieli Group Ltd |
|
|
746 |
|
|
|
54 |
|
Elbit Systems Ltd |
|
|
1,354 |
|
|
|
284 |
|
ICL Group Ltd |
|
|
38,589 |
|
|
|
205 |
|
Nice Ltd * |
|
|
111 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Teva Pharmaceutical Industries Ltd ADR * |
|
|
16,269 |
|
|
$ |
230 |
|
Wix.com Ltd * |
|
|
98 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
815 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.1% |
|
|
|
|
Amplifon SpA |
|
|
633 |
|
|
|
23 |
|
Davide Campari-Milano NV |
|
|
21,442 |
|
|
|
216 |
|
DiaSorin SpA |
|
|
130 |
|
|
|
13 |
|
Eni SpA |
|
|
3,134 |
|
|
|
50 |
|
FinecoBank Banca Fineco SpA |
|
|
4,628 |
|
|
|
69 |
|
Infrastrutture Wireless Italiane SpA |
|
|
10,607 |
|
|
|
121 |
|
Nexi SpA * |
|
|
2,656 |
|
|
|
17 |
|
Poste Italiane SpA |
|
|
8,102 |
|
|
|
101 |
|
Prysmian SpA |
|
|
1,571 |
|
|
|
82 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
2,099 |
|
|
|
116 |
|
Snam SpA |
|
|
6,697 |
|
|
|
32 |
|
Telecom Italia SpA/Milano * |
|
|
322,664 |
|
|
|
78 |
|
Terna - Rete Elettrica Nazionale |
|
|
19,352 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,078 |
|
| |
|
|
|
|
|
|
|
|
Japan — 1.0% |
|
|
|
|
Advantest Corp |
|
|
800 |
|
|
|
35 |
|
Aeon Co Ltd, Cl H |
|
|
5,400 |
|
|
|
128 |
|
Aisin Corp |
|
|
1,500 |
|
|
|
61 |
|
Ajinomoto Co Inc |
|
|
1,000 |
|
|
|
37 |
|
ANA Holdings Inc |
|
|
3,500 |
|
|
|
73 |
|
Asahi Group Holdings Ltd |
|
|
2,400 |
|
|
|
88 |
|
Asahi Intecc Co Ltd |
|
|
4,400 |
|
|
|
77 |
|
Astellas Pharma Inc |
|
|
6,600 |
|
|
|
71 |
|
Bandai Namco Holdings Inc |
|
|
4,500 |
|
|
|
83 |
|
Brother Industries Ltd |
|
|
9,300 |
|
|
|
172 |
|
Canon Inc |
|
|
5,200 |
|
|
|
155 |
|
Capcom Co Ltd |
|
|
8,200 |
|
|
|
153 |
|
Central Japan Railway Co |
|
|
3,000 |
|
|
|
74 |
|
Chiba Bank Ltd/The, Cl B |
|
|
7,300 |
|
|
|
61 |
|
Chubu Electric Power Co Inc |
|
|
24,700 |
|
|
|
322 |
|
Chugai Pharmaceutical Co Ltd |
|
|
2,500 |
|
|
|
95 |
|
Concordia Financial Group Ltd |
|
|
15,100 |
|
|
|
76 |
|
Dai Nippon Printing Co Ltd |
|
|
3,300 |
|
|
|
101 |
|
Daifuku Co Ltd |
|
|
2,100 |
|
|
|
50 |
|
Dai-ichi Life Holdings Inc |
|
|
2,300 |
|
|
|
58 |
|
Daiichi Sankyo Co Ltd |
|
|
3,800 |
|
|
|
120 |
|
Daito Trust Construction Co Ltd |
|
|
900 |
|
|
|
102 |
|
Daiwa House Industry Co Ltd |
|
|
1,300 |
|
|
|
39 |
|
Dentsu Group Inc |
|
|
4,300 |
|
|
|
119 |
|
Disco Corp |
|
|
100 |
|
|
|
36 |
|
East Japan Railway Co |
|
|
3,600 |
|
|
|
69 |
|
Eisai Co Ltd |
|
|
2,000 |
|
|
|
82 |
|
ENEOS Holdings Inc |
|
|
64,000 |
|
|
|
307 |
|
Fast Retailing Co Ltd |
|
|
2 |
|
|
|
1 |
|
FUJIFILM Holdings Corp |
|
|
6,300 |
|
|
|
141 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Fujitsu Ltd |
|
|
5,000 |
|
|
$ |
80 |
|
GLP J-Reit ‡ |
|
|
44 |
|
|
|
37 |
|
Hankyu Hanshin Holdings Inc |
|
|
3,600 |
|
|
|
103 |
|
Hirose Electric Co Ltd |
|
|
882 |
|
|
|
90 |
|
Hitachi Construction Machinery Co Ltd |
|
|
500 |
|
|
|
15 |
|
Hoya Corp |
|
|
800 |
|
|
|
100 |
|
Ibiden Co Ltd |
|
|
1,500 |
|
|
|
67 |
|
Idemitsu Kosan Co Ltd |
|
|
43,790 |
|
|
|
299 |
|
Iida Group Holdings Co Ltd |
|
|
3,400 |
|
|
|
44 |
|
Inpex Corp |
|
|
17,200 |
|
|
|
261 |
|
Japan Airlines Co Ltd |
|
|
5,500 |
|
|
|
104 |
|
Japan Metropolitan Fund Invest, Cl A ‡ |
|
|
64 |
|
|
|
40 |
|
Japan Post Bank Co Ltd |
|
|
1,400 |
|
|
|
15 |
|
Japan Real Estate Investment Corp ‡ |
|
|
12 |
|
|
|
43 |
|
Japan Tobacco Inc |
|
|
6,700 |
|
|
|
178 |
|
JFE Holdings Inc |
|
|
5,400 |
|
|
|
89 |
|
JSR Corp |
|
|
1,900 |
|
|
|
54 |
|
Kansai Electric Power Co Inc/The |
|
|
15,400 |
|
|
|
219 |
|
Kao Corp |
|
|
2,400 |
|
|
|
90 |
|
KDDI Corp |
|
|
10,000 |
|
|
|
295 |
|
Kikkoman Corp |
|
|
4,500 |
|
|
|
58 |
|
Kintetsu Group Holdings Co Ltd |
|
|
4,000 |
|
|
|
116 |
|
Kirin Holdings Co Ltd |
|
|
8,900 |
|
|
|
124 |
|
Kobe Bussan Co Ltd |
|
|
2,600 |
|
|
|
64 |
|
Koito Manufacturing Co Ltd |
|
|
900 |
|
|
|
12 |
|
Komatsu Ltd |
|
|
300 |
|
|
|
9 |
|
Konami Group Corp |
|
|
2,400 |
|
|
|
163 |
|
Kubota Corp |
|
|
3,100 |
|
|
|
48 |
|
Kyocera Corp |
|
|
12,000 |
|
|
|
160 |
|
Kyowa Kirin Co Ltd |
|
|
6,400 |
|
|
|
115 |
|
Lasertec Corp |
|
|
100 |
|
|
|
28 |
|
LY Corp |
|
|
39,800 |
|
|
|
101 |
|
M3 Inc |
|
|
3,400 |
|
|
|
49 |
|
Marubeni Corp |
|
|
1,000 |
|
|
|
17 |
|
MatsukiyoCocokara & Co |
|
|
3,300 |
|
|
|
53 |
|
MEIJI Holdings Co Ltd |
|
|
4,800 |
|
|
|
105 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
11,400 |
|
|
|
69 |
|
Mitsui Fudosan Co Ltd |
|
|
7,500 |
|
|
|
80 |
|
MonotaRO Co Ltd |
|
|
2,000 |
|
|
|
24 |
|
NEC Corp |
|
|
700 |
|
|
|
51 |
|
Nexon Co Ltd |
|
|
5,300 |
|
|
|
88 |
|
Nintendo Co Ltd |
|
|
3,040 |
|
|
|
166 |
|
Nippon Building Fund Inc ‡ |
|
|
13 |
|
|
|
52 |
|
Nippon Paint Holdings Co Ltd |
|
|
5,400 |
|
|
|
39 |
|
Nippon Prologis REIT Inc ‡ |
|
|
40 |
|
|
|
71 |
|
Nippon Sanso Holdings Corp |
|
|
2,600 |
|
|
|
81 |
|
Nippon Steel Corp |
|
|
1,400 |
|
|
|
34 |
|
Nippon Telegraph & Telephone Corp |
|
|
126,300 |
|
|
|
150 |
|
Nippon Yusen KK |
|
|
900 |
|
|
|
25 |
|
Nissan Chemical Corp |
|
|
1,800 |
|
|
|
68 |
|
Nissin Foods Holdings Co Ltd |
|
|
6,000 |
|
|
|
165 |
|
Nitori Holdings Co Ltd |
|
|
600 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Nomura Holdings Inc |
|
|
12,000 |
|
|
$ |
76 |
|
Nomura Real Estate Holdings Inc |
|
|
700 |
|
|
|
20 |
|
Nomura Real Estate Master Fund Inc ‡ |
|
|
44 |
|
|
|
43 |
|
Nomura Research Institute Ltd |
|
|
1,800 |
|
|
|
51 |
|
NTT Data Group Corp |
|
|
5,300 |
|
|
|
84 |
|
Obic Co Ltd |
|
|
500 |
|
|
|
75 |
|
Odakyu Electric Railway Co Ltd |
|
|
3,500 |
|
|
|
48 |
|
Olympus Corp |
|
|
3,600 |
|
|
|
52 |
|
Omron Corp, Cl JP |
|
|
1,100 |
|
|
|
39 |
|
Ono Pharmaceutical Co Ltd |
|
|
7,100 |
|
|
|
116 |
|
Oracle Corp Japan |
|
|
1,500 |
|
|
|
112 |
|
Oriental Land Co Ltd/Japan |
|
|
3,000 |
|
|
|
96 |
|
ORIX Corp |
|
|
500 |
|
|
|
11 |
|
Osaka Gas Co Ltd |
|
|
21,100 |
|
|
|
474 |
|
Otsuka Corp |
|
|
6,200 |
|
|
|
131 |
|
Otsuka Holdings Co Ltd |
|
|
3,200 |
|
|
|
133 |
|
Pan Pacific International Holdings Corp |
|
|
1,900 |
|
|
|
50 |
|
Panasonic Holdings Corp |
|
|
10,200 |
|
|
|
97 |
|
Rakuten Group Inc * |
|
|
7,600 |
|
|
|
43 |
|
Renesas Electronics Corp |
|
|
1,800 |
|
|
|
32 |
|
Ricoh Co Ltd |
|
|
6,500 |
|
|
|
58 |
|
Rohm Co Ltd |
|
|
3,500 |
|
|
|
56 |
|
SBI Holdings Inc |
|
|
2,400 |
|
|
|
63 |
|
SCSK Corp |
|
|
4,600 |
|
|
|
85 |
|
Secom Co Ltd |
|
|
1,100 |
|
|
|
80 |
|
Seiko Epson Corp |
|
|
2,400 |
|
|
|
42 |
|
Seven & i Holdings Co Ltd |
|
|
4,600 |
|
|
|
67 |
|
SG Holdings Co Ltd |
|
|
8,000 |
|
|
|
101 |
|
Sharp Corp/Japan * |
|
|
4,700 |
|
|
|
26 |
|
Shimadzu Corp |
|
|
2,300 |
|
|
|
64 |
|
Shimano Inc |
|
|
400 |
|
|
|
60 |
|
Shin-Etsu Chemical Co Ltd, Cl A |
|
|
1,500 |
|
|
|
65 |
|
Shionogi & Co Ltd |
|
|
2,200 |
|
|
|
112 |
|
Shiseido Co Ltd |
|
|
1,900 |
|
|
|
52 |
|
Shizuoka Financial Group Inc |
|
|
12,000 |
|
|
|
114 |
|
SoftBank Corp |
|
|
18,300 |
|
|
|
235 |
|
SoftBank Group Corp |
|
|
1,200 |
|
|
|
71 |
|
Sompo Holdings Inc |
|
|
600 |
|
|
|
13 |
|
Sony Group Corp |
|
|
800 |
|
|
|
68 |
|
Square Enix Holdings Co Ltd |
|
|
3,200 |
|
|
|
123 |
|
Subaru Corp |
|
|
3,700 |
|
|
|
84 |
|
SUMCO Corp |
|
|
4,600 |
|
|
|
72 |
|
Sumitomo Metal Mining Co Ltd |
|
|
1,000 |
|
|
|
30 |
|
Suntory Beverage & Food Ltd |
|
|
1,600 |
|
|
|
54 |
|
Sysmex Corp |
|
|
3,000 |
|
|
|
53 |
|
T&D Holdings Inc |
|
|
4,600 |
|
|
|
80 |
|
Taisei Corp |
|
|
1,900 |
|
|
|
69 |
|
Takeda Pharmaceutical Co Ltd |
|
|
4,318 |
|
|
|
120 |
|
TDK Corp |
|
|
1,900 |
|
|
|
93 |
|
Terumo Corp |
|
|
5,600 |
|
|
|
102 |
|
TIS Inc |
|
|
3,900 |
|
|
|
83 |
|
Tobu Railway Co Ltd |
|
|
5,000 |
|
|
|
125 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Toho Co Ltd/Tokyo |
|
|
4,200 |
|
|
$ |
139 |
|
Tokio Marine Holdings Inc |
|
|
400 |
|
|
|
12 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
30,700 |
|
|
|
186 |
|
Tokyo Gas Co Ltd |
|
|
20,400 |
|
|
|
463 |
|
Tokyu Corp |
|
|
7,000 |
|
|
|
85 |
|
Toray Industries Inc |
|
|
10,000 |
|
|
|
48 |
|
Toyota Industries Corp |
|
|
700 |
|
|
|
73 |
|
Toyota Motor Corp |
|
|
400 |
|
|
|
10 |
|
Trend Micro Inc/Japan |
|
|
300 |
|
|
|
15 |
|
Unicharm Corp |
|
|
2,100 |
|
|
|
67 |
|
West Japan Railway Co |
|
|
6,800 |
|
|
|
142 |
|
Yakult Honsha Co Ltd |
|
|
4,200 |
|
|
|
86 |
|
Yamaha Corp |
|
|
1,100 |
|
|
|
24 |
|
Yamato Holdings Co Ltd |
|
|
2,500 |
|
|
|
36 |
|
Yaskawa Electric Corp |
|
|
1,400 |
|
|
|
59 |
|
Yokogawa Electric Corp |
|
|
3,700 |
|
|
|
85 |
|
ZOZO Inc |
|
|
1,800 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,562 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.0% |
|
|
|
|
Hikma Pharmaceuticals PLC |
|
|
6,315 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.0% |
|
|
|
|
Eurofins Scientific SE |
|
|
1,432 |
|
|
|
91 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
ABN AMRO Bank NV |
|
|
1,050 |
|
|
|
18 |
|
Adyen NV * |
|
|
10 |
|
|
|
17 |
|
Aegon Ltd |
|
|
14,434 |
|
|
|
88 |
|
Akzo Nobel NV |
|
|
725 |
|
|
|
54 |
|
ArcelorMittal SA |
|
|
2,187 |
|
|
|
60 |
|
ASM International NV |
|
|
48 |
|
|
|
29 |
|
ASML Holding NV |
|
|
39 |
|
|
|
38 |
|
BE Semiconductor Industries NV |
|
|
181 |
|
|
|
28 |
|
DSM-Firmenich AG |
|
|
490 |
|
|
|
56 |
|
Heineken NV |
|
|
97 |
|
|
|
9 |
|
ING Groep NV |
|
|
949 |
|
|
|
16 |
|
Koninklijke Ahold Delhaize NV |
|
|
1,403 |
|
|
|
42 |
|
Koninklijke KPN NV |
|
|
43,321 |
|
|
|
162 |
|
Koninklijke Philips NV * |
|
|
9,957 |
|
|
|
200 |
|
OCI NV |
|
|
1,649 |
|
|
|
45 |
|
Prosus NV |
|
|
5,442 |
|
|
|
171 |
|
Randstad NV |
|
|
360 |
|
|
|
19 |
|
Universal Music Group NV |
|
|
2,634 |
|
|
|
79 |
|
Wolters Kluwer NV |
|
|
188 |
|
|
|
30 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,161 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.1% |
|
|
|
|
Auckland International Airport Ltd |
|
|
34,133 |
|
|
|
171 |
|
EBOS Group Ltd |
|
|
7,159 |
|
|
|
147 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
4,779 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Mercury NZ Ltd |
|
|
14,943 |
|
|
$ |
62 |
|
Meridian Energy Ltd |
|
|
20,866 |
|
|
|
74 |
|
Spark New Zealand Ltd |
|
|
141,542 |
|
|
|
403 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
930 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.1% |
|
|
|
|
Adevinta ASA, Cl B * |
|
|
9,175 |
|
|
|
96 |
|
Aker BP ASA |
|
|
3,843 |
|
|
|
96 |
|
Equinor ASA |
|
|
6,962 |
|
|
|
187 |
|
Gjensidige Forsikring ASA |
|
|
3,339 |
|
|
|
49 |
|
Kongsberg Gruppen ASA |
|
|
3,303 |
|
|
|
228 |
|
Norsk Hydro ASA |
|
|
9,750 |
|
|
|
54 |
|
Orkla ASA |
|
|
3,794 |
|
|
|
27 |
|
Telenor ASA |
|
|
9,474 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
842 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.1% |
|
|
|
|
EDP - Energias de Portugal SA |
|
|
56,709 |
|
|
|
221 |
|
Galp Energia SGPS SA |
|
|
26,968 |
|
|
|
446 |
|
Jeronimo Martins SGPS SA |
|
|
13,817 |
|
|
|
274 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
941 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.1% |
|
|
|
|
CapitaLand Ascendas REIT ‡ |
|
|
28,900 |
|
|
|
59 |
|
CapitaLand Investment Ltd/Singapore |
|
|
15,100 |
|
|
|
30 |
|
City Developments Ltd |
|
|
10,200 |
|
|
|
44 |
|
Genting Singapore Ltd |
|
|
255,800 |
|
|
|
168 |
|
Jardine Cycle & Carriage Ltd |
|
|
400 |
|
|
|
7 |
|
Jardine Matheson Holdings Ltd |
|
|
464 |
|
|
|
17 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
4,100 |
|
|
|
41 |
|
Sea Ltd ADR * |
|
|
1,760 |
|
|
|
95 |
|
Sembcorp Industries Ltd |
|
|
70,100 |
|
|
|
281 |
|
Singapore Exchange Ltd |
|
|
7,100 |
|
|
|
48 |
|
Singapore Technologies Engineering Ltd |
|
|
26,600 |
|
|
|
79 |
|
Singapore Telecommunications Ltd |
|
|
56,500 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
975 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.0% |
|
|
|
|
Delivery Hero SE, Cl A * |
|
|
1,113 |
|
|
|
32 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Spain — 0.1% |
|
|
|
|
Acciona SA |
|
|
69 |
|
|
|
8 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
600 |
|
|
|
25 |
|
Aena SME SA |
|
|
114 |
|
|
|
22 |
|
Amadeus IT Group SA, Cl A |
|
|
799 |
|
|
|
51 |
|
CaixaBank SA |
|
|
13,416 |
|
|
|
65 |
|
Cellnex Telecom SA |
|
|
1,288 |
|
|
|
46 |
|
EDP Renovaveis SA |
|
|
11,970 |
|
|
|
162 |
|
Enagas SA |
|
|
5,761 |
|
|
|
86 |
|
Endesa SA |
|
|
1,229 |
|
|
|
23 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Grifols SA * |
|
|
12,839 |
|
|
$ |
116 |
|
Iberdrola SA |
|
|
1,071 |
|
|
|
13 |
|
Industria de Diseno Textil SA |
|
|
1,828 |
|
|
|
92 |
|
Repsol SA, Cl A |
|
|
25,048 |
|
|
|
418 |
|
Telefonica SA |
|
|
41,335 |
|
|
|
183 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,310 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.1% |
|
|
|
|
Atlas Copco AB, Cl A |
|
|
1,380 |
|
|
|
23 |
|
Boliden AB |
|
|
2,335 |
|
|
|
65 |
|
Epiroc AB, Cl A |
|
|
1,094 |
|
|
|
21 |
|
EQT AB |
|
|
941 |
|
|
|
30 |
|
Essity AB, Cl B |
|
|
6,820 |
|
|
|
162 |
|
Evolution AB |
|
|
165 |
|
|
|
21 |
|
Getinge AB, Cl B |
|
|
3,429 |
|
|
|
69 |
|
Hexagon AB, Cl B |
|
|
10,325 |
|
|
|
122 |
|
Holmen AB, Cl B |
|
|
259 |
|
|
|
11 |
|
Nibe Industrier AB, Cl B |
|
|
3,304 |
|
|
|
16 |
|
Sagax AB, Cl B |
|
|
501 |
|
|
|
13 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
5,484 |
|
|
|
74 |
|
SKF AB, Cl B |
|
|
1,337 |
|
|
|
27 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
1,231 |
|
|
|
19 |
|
Svenska Handelsbanken AB, Cl A |
|
|
7,194 |
|
|
|
73 |
|
Swedish Orphan Biovitrum AB * |
|
|
5,208 |
|
|
|
130 |
|
Tele2 AB, Cl B |
|
|
7,288 |
|
|
|
60 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
24,467 |
|
|
|
132 |
|
Telia Co AB |
|
|
26,853 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,137 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.2% |
|
|
|
|
ABB Ltd |
|
|
876 |
|
|
|
41 |
|
Adecco Group AG |
|
|
1,187 |
|
|
|
47 |
|
Alcon Inc |
|
|
637 |
|
|
|
53 |
|
Avolta AG * |
|
|
1,679 |
|
|
|
70 |
|
Bachem Holding AG, Cl B |
|
|
604 |
|
|
|
58 |
|
Baloise Holding AG |
|
|
496 |
|
|
|
78 |
|
Barry Callebaut AG |
|
|
104 |
|
|
|
151 |
|
BKW AG |
|
|
3,038 |
|
|
|
467 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
1 |
|
|
|
121 |
|
Cie Financiere Richemont SA, Cl A |
|
|
745 |
|
|
|
114 |
|
Clariant AG |
|
|
5,826 |
|
|
|
79 |
|
Givaudan SA |
|
|
26 |
|
|
|
116 |
|
Holcim AG |
|
|
578 |
|
|
|
52 |
|
Logitech International SA |
|
|
2,356 |
|
|
|
211 |
|
Lonza Group AG |
|
|
52 |
|
|
|
31 |
|
Nestle SA |
|
|
1,850 |
|
|
|
197 |
|
Novartis AG |
|
|
1,266 |
|
|
|
123 |
|
Partners Group Holding AG |
|
|
14 |
|
|
|
20 |
|
Roche Holding AG |
|
|
484 |
|
|
|
131 |
|
Sandoz Group AG * |
|
|
2,798 |
|
|
|
84 |
|
Schindler Holding AG |
|
|
179 |
|
|
|
44 |
|
SGS SA |
|
|
1,025 |
|
|
|
100 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
SIG Group AG |
|
|
4,394 |
|
|
$ |
98 |
|
Sika AG |
|
|
195 |
|
|
|
58 |
|
Sonova Holding AG |
|
|
126 |
|
|
|
36 |
|
Straumann Holding AG |
|
|
152 |
|
|
|
24 |
|
Swatch Group AG/The, Cl B |
|
|
251 |
|
|
|
58 |
|
Swiss Life Holding AG |
|
|
180 |
|
|
|
126 |
|
Swiss Prime Site AG |
|
|
588 |
|
|
|
55 |
|
Swisscom AG |
|
|
741 |
|
|
|
454 |
|
Temenos AG |
|
|
2,148 |
|
|
|
154 |
|
UBS Group AG |
|
|
1,036 |
|
|
|
32 |
|
VAT Group AG |
|
|
78 |
|
|
|
40 |
|
Zurich Insurance Group AG |
|
|
87 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,570 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.3% |
|
|
|
|
Admiral Group PLC |
|
|
334 |
|
|
|
12 |
|
Antofagasta PLC |
|
|
1,413 |
|
|
|
36 |
|
Associated British Foods PLC |
|
|
3,032 |
|
|
|
96 |
|
AstraZeneca PLC |
|
|
1,035 |
|
|
|
140 |
|
Auto Trader Group PLC |
|
|
6,193 |
|
|
|
55 |
|
BAE Systems PLC |
|
|
3,296 |
|
|
|
56 |
|
Barratt Developments PLC |
|
|
6,905 |
|
|
|
41 |
|
Berkeley Group Holdings PLC |
|
|
1,223 |
|
|
|
74 |
|
BP PLC |
|
|
42,110 |
|
|
|
264 |
|
British American Tobacco PLC |
|
|
1,522 |
|
|
|
46 |
|
BT Group PLC, Cl A |
|
|
104,801 |
|
|
|
145 |
|
Bunzl PLC |
|
|
3,000 |
|
|
|
116 |
|
Burberry Group PLC |
|
|
2,683 |
|
|
|
41 |
|
Centrica PLC |
|
|
72,174 |
|
|
|
116 |
|
Coca-Cola HBC AG |
|
|
653 |
|
|
|
21 |
|
Compass Group PLC |
|
|
3,169 |
|
|
|
93 |
|
CRH PLC |
|
|
374 |
|
|
|
32 |
|
DCC PLC |
|
|
732 |
|
|
|
53 |
|
Diageo PLC |
|
|
2,888 |
|
|
|
107 |
|
Endeavour Mining PLC |
|
|
3,666 |
|
|
|
75 |
|
Experian PLC |
|
|
1,157 |
|
|
|
50 |
|
Flutter Entertainment PLC * |
|
|
109 |
|
|
|
22 |
|
GSK PLC |
|
|
4,891 |
|
|
|
106 |
|
Haleon PLC |
|
|
10,105 |
|
|
|
43 |
|
Halma PLC |
|
|
5,482 |
|
|
|
164 |
|
Hargreaves Lansdown PLC |
|
|
4,638 |
|
|
|
43 |
|
Imperial Brands PLC |
|
|
5,956 |
|
|
|
133 |
|
Informa PLC |
|
|
8,891 |
|
|
|
93 |
|
InterContinental Hotels Group PLC |
|
|
861 |
|
|
|
90 |
|
Kingfisher PLC |
|
|
15,739 |
|
|
|
50 |
|
Land Securities Group PLC ‡ |
|
|
4,420 |
|
|
|
37 |
|
London Stock Exchange Group PLC |
|
|
585 |
|
|
|
70 |
|
Mondi PLC |
|
|
5,292 |
|
|
|
93 |
|
National Grid PLC |
|
|
4,637 |
|
|
|
62 |
|
NMC Health PLC |
|
|
12,179 |
|
|
|
— |
|
Ocado Group PLC * |
|
|
3,366 |
|
|
|
19 |
|
Pearson PLC |
|
|
2,878 |
|
|
|
38 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Persimmon PLC |
|
|
2,512 |
|
|
$ |
42 |
|
Phoenix Group Holdings PLC |
|
|
7,887 |
|
|
|
55 |
|
Prudential PLC |
|
|
1,980 |
|
|
|
19 |
|
Reckitt Benckiser Group PLC |
|
|
506 |
|
|
|
29 |
|
RELX PLC |
|
|
3,034 |
|
|
|
131 |
|
Rentokil Initial PLC |
|
|
12,011 |
|
|
|
72 |
|
Rolls-Royce Holdings PLC * |
|
|
4,996 |
|
|
|
27 |
|
Sage Group PLC/The |
|
|
12,410 |
|
|
|
198 |
|
Segro PLC ‡ |
|
|
3,917 |
|
|
|
45 |
|
Severn Trent PLC |
|
|
3,984 |
|
|
|
124 |
|
Shell PLC |
|
|
10,804 |
|
|
|
358 |
|
Smith & Nephew PLC |
|
|
9,612 |
|
|
|
120 |
|
Smiths Group PLC |
|
|
3,056 |
|
|
|
63 |
|
Smurfit Kappa Group PLC |
|
|
6,239 |
|
|
|
285 |
|
SSE PLC |
|
|
6,499 |
|
|
|
135 |
|
Taylor Wimpey PLC |
|
|
28,947 |
|
|
|
50 |
|
Tesco PLC |
|
|
17,126 |
|
|
|
64 |
|
United Utilities Group PLC, Cl B |
|
|
4,423 |
|
|
|
57 |
|
Vodafone Group PLC |
|
|
157,079 |
|
|
|
140 |
|
Whitbread PLC |
|
|
1,289 |
|
|
|
54 |
|
WPP PLC |
|
|
6,268 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,860 |
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $45,369) ($ Thousands) |
|
|
|
|
|
|
50,416 |
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 1.0% |
| |
|
|
|
|
|
|
|
|
iShares iBoxx $ Investment Grade Corporate Bond ETF |
|
|
130,327 |
|
|
|
14,195 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $14,921) ($ Thousands) |
|
|
|
|
|
|
14,195 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 0.0%^ |
Energy — 0.0% |
|
|
|
|
CNOOC Petroleum North America ULC |
|
|
|
|
|
|
|
|
5.875%, 03/10/2035 ^ |
|
$ |
100 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Financials — 0.0% |
|
|
|
|
Landwirtschaftliche Rentenbank |
|
|
|
|
|
|
|
|
2.000%, 01/13/2025 ^ |
|
|
250 |
|
|
|
244 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $358) ($ Thousands) |
|
|
|
|
|
|
350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 0.0% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Global-e Online Ltd, Cl E * |
|
|
5,075 |
|
|
$ |
185 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.0% |
|
|
|
|
CyberArk Software Ltd * |
|
|
138 |
|
|
|
37 |
|
Monday.com Ltd * |
|
|
126 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
65 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $228) ($ Thousands) |
|
|
|
|
|
|
250 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.0% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Porsche Automobil Holding SE (C) |
|
|
646 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.0% |
|
|
|
|
Sartorius AG (C) |
|
|
58 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $61) ($ Thousands) |
|
|
|
|
|
|
57 |
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANT — 0.0% |
Constellation Software Inc.‡‡(D) |
|
$ |
100 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrant |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
422 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 61.3% |
|
|
|
|
|
|
|
|
(Cost $867,969) ($ Thousands) |
|
$ |
858,281 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aluminum^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
$ |
623 |
|
|
$ |
640 |
|
|
$ |
17 |
|
Australian 10-Year Bond |
|
|
760 |
|
|
|
Jun-2024 |
|
|
|
58,479 |
|
|
|
57,800 |
|
|
|
(18 |
) |
Australian 10-Year Bond |
|
|
675 |
|
|
|
Jun-2024 |
|
|
|
51,923 |
|
|
|
51,336 |
|
|
|
18 |
|
Australian 3-Year Bond |
|
|
140 |
|
|
|
Jun-2024 |
|
|
|
9,867 |
|
|
|
9,765 |
|
|
|
6 |
|
Brent Crude^ |
|
|
183 |
|
|
|
May-2024 |
|
|
|
14,907 |
|
|
|
15,765 |
|
|
|
858 |
|
Brent Crude^ |
|
|
149 |
|
|
|
Apr-2024 |
|
|
|
12,562 |
|
|
|
12,962 |
|
|
|
400 |
|
CAC40 10 Euro Index |
|
|
68 |
|
|
|
Apr-2024 |
|
|
|
6,041 |
|
|
|
6,039 |
|
|
|
62 |
|
Canadian 10-Year Bond |
|
|
600 |
|
|
|
Jun-2024 |
|
|
|
53,145 |
|
|
|
53,356 |
|
|
|
311 |
|
Coffee C^ |
|
|
115 |
|
|
|
May-2024 |
|
|
|
7,982 |
|
|
|
8,144 |
|
|
|
162 |
|
Coffee C^ |
|
|
3 |
|
|
|
Jul-2024 |
|
|
|
210 |
|
|
|
212 |
|
|
|
2 |
|
Copper^ |
|
|
46 |
|
|
|
Jul-2024 |
|
|
|
4,464 |
|
|
|
4,645 |
|
|
|
181 |
|
Copper^ |
|
|
20 |
|
|
|
May-2024 |
|
|
|
1,937 |
|
|
|
2,003 |
|
|
|
66 |
|
Corn^ |
|
|
177 |
|
|
|
Jul-2024 |
|
|
|
3,879 |
|
|
|
4,023 |
|
|
|
144 |
|
Corn^ |
|
|
365 |
|
|
|
May-2024 |
|
|
|
8,112 |
|
|
|
8,067 |
|
|
|
(45 |
) |
Cotton No. 2^ |
|
|
64 |
|
|
|
Jul-2024 |
|
|
|
3,023 |
|
|
|
2,943 |
|
|
|
(80 |
) |
Cotton No. 2^ |
|
|
38 |
|
|
|
May-2024 |
|
|
|
1,690 |
|
|
|
1,736 |
|
|
|
46 |
|
DAX Index |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
3,444 |
|
|
|
3,549 |
|
|
|
146 |
|
Euro STOXX 50 |
|
|
537 |
|
|
|
Jun-2024 |
|
|
|
28,706 |
|
|
|
29,259 |
|
|
|
869 |
|
Euro-Bobl |
|
|
485 |
|
|
|
Jun-2024 |
|
|
|
61,970 |
|
|
|
61,939 |
|
|
|
269 |
|
Euro-BTP |
|
|
221 |
|
|
|
Jun-2024 |
|
|
|
28,144 |
|
|
|
28,405 |
|
|
|
395 |
|
Euro-Bund |
|
|
218 |
|
|
|
Jun-2024 |
|
|
|
31,326 |
|
|
|
31,403 |
|
|
|
236 |
|
Euro-Buxl |
|
|
113 |
|
|
|
Jun-2024 |
|
|
|
16,294 |
|
|
|
16,573 |
|
|
|
353 |
|
Euro-OAT |
|
|
84 |
|
|
|
Jun-2024 |
|
|
|
11,530 |
|
|
|
11,628 |
|
|
|
121 |
|
Euro-Schatz |
|
|
48 |
|
|
|
Jun-2024 |
|
|
|
5,506 |
|
|
|
5,479 |
|
|
|
2 |
|
Feeder Cattle^ |
|
|
9 |
|
|
|
Aug-2024 |
|
|
|
1,203 |
|
|
|
1,165 |
|
|
|
(38 |
) |
Feeder Cattle^ |
|
|
41 |
|
|
|
May-2024 |
|
|
|
5,301 |
|
|
|
5,098 |
|
|
|
(203 |
) |
FTSE 100 Index |
|
|
313 |
|
|
|
Jun-2024 |
|
|
|
30,966 |
|
|
|
31,585 |
|
|
|
990 |
|
FTSE MIB Index |
|
|
141 |
|
|
|
Jun-2024 |
|
|
|
25,486 |
|
|
|
26,055 |
|
|
|
870 |
|
FTSE Taiwan Index |
|
|
107 |
|
|
|
Apr-2024 |
|
|
|
7,375 |
|
|
|
7,383 |
|
|
|
8 |
|
FTSE/JSE Top 40 Index |
|
|
3 |
|
|
|
Jun-2024 |
|
|
|
107 |
|
|
|
110 |
|
|
|
3 |
|
Gasoline^ |
|
|
27 |
|
|
|
Apr-2024 |
|
|
|
3,011 |
|
|
|
3,085 |
|
|
|
74 |
|
Gasoline^ |
|
|
79 |
|
|
|
May-2024 |
|
|
|
8,529 |
|
|
|
8,921 |
|
|
|
392 |
|
Gold^ |
|
|
227 |
|
|
|
Jun-2024 |
|
|
|
48,387 |
|
|
|
50,812 |
|
|
|
2,425 |
|
Hang Seng China Enterprises Index |
|
|
3 |
|
|
|
Apr-2024 |
|
|
|
111 |
|
|
|
111 |
|
|
|
– |
|
Hang Seng Index |
|
|
102 |
|
|
|
Apr-2024 |
|
|
|
10,779 |
|
|
|
10,798 |
|
|
|
25 |
|
IBEX |
|
|
103 |
|
|
|
Apr-2024 |
|
|
|
11,745 |
|
|
|
12,312 |
|
|
|
694 |
|
IFSC Nifty50 Index |
|
|
312 |
|
|
|
Apr-2024 |
|
|
|
13,900 |
|
|
|
14,028 |
|
|
|
128 |
|
Japanese 10-Year Bond |
|
|
200 |
|
|
|
Jun-2024 |
|
|
|
196,872 |
|
|
|
192,778 |
|
|
|
351 |
|
Japanese 10-Year Government Bond E-MINI |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
688 |
|
|
|
673 |
|
|
|
– |
|
KC HRW Wheat^ |
|
|
21 |
|
|
|
May-2024 |
|
|
|
615 |
|
|
|
614 |
|
|
|
(1 |
) |
KOSPI 200 Index |
|
|
124 |
|
|
|
Jun-2024 |
|
|
|
8,558 |
|
|
|
8,651 |
|
|
|
303 |
|
Lean Hogs^ |
|
|
74 |
|
|
|
Jun-2024 |
|
|
|
2,984 |
|
|
|
3,004 |
|
|
|
20 |
|
Live Cattle^ |
|
|
151 |
|
|
|
Jun-2024 |
|
|
|
10,966 |
|
|
|
10,887 |
|
|
|
(79 |
) |
Live Cattle^ |
|
|
22 |
|
|
|
Aug-2024 |
|
|
|
1,597 |
|
|
|
1,568 |
|
|
|
(29 |
) |
LME Copper^ |
|
|
34 |
|
|
|
Jun-2024 |
|
|
|
7,263 |
|
|
|
7,530 |
|
|
|
267 |
|
LME Lead^ |
|
|
33 |
|
|
|
Jun-2024 |
|
|
|
1,724 |
|
|
|
1,693 |
|
|
|
(31 |
) |
LME Nickel^ |
|
|
56 |
|
|
|
Jun-2024 |
|
|
|
5,825 |
|
|
|
5,625 |
|
|
|
(200 |
) |
LME Primary Aluminum^ |
|
|
272 |
|
|
|
Jun-2024 |
|
|
|
15,362 |
|
|
|
15,875 |
|
|
|
513 |
|
LME Zinc^ |
|
|
107 |
|
|
|
Jun-2024 |
|
|
|
6,486 |
|
|
|
6,514 |
|
|
|
28 |
|
LME Zinc^ |
|
|
37 |
|
|
|
Jun-2024 |
|
|
|
2,325 |
|
|
|
2,253 |
|
|
|
(72 |
) |
Long Gilt 10-Year Bond |
|
|
873 |
|
|
|
Jun-2024 |
|
|
|
108,622 |
|
|
|
110,216 |
|
|
|
2,006 |
|
Low Sulphur Gasoil^ |
|
|
17 |
|
|
|
May-2024 |
|
|
|
1,370 |
|
|
|
1,373 |
|
|
|
3 |
|
Low Sulphur Gasoil^ |
|
|
78 |
|
|
|
Jun-2024 |
|
|
|
6,325 |
|
|
|
6,256 |
|
|
|
(69 |
) |
Low Sulphur Gasoil^ |
|
|
42 |
|
|
|
Jun-2024 |
|
|
|
3,326 |
|
|
|
3,368 |
|
|
|
42 |
|
MSCI Emerging Markets |
|
|
546 |
|
|
|
Jun-2024 |
|
|
|
28,717 |
|
|
|
28,638 |
|
|
|
(79 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Natural Gas^ |
|
|
450 |
|
|
|
May-2024 |
|
|
$ |
9,441 |
|
|
$ |
8,987 |
|
|
$ |
(454 |
) |
NY Harbor ULSD^ |
|
|
11 |
|
|
|
Apr-2024 |
|
|
|
1,194 |
|
|
|
1,212 |
|
|
|
18 |
|
NY Harbor ULSD^ |
|
|
79 |
|
|
|
May-2024 |
|
|
|
8,579 |
|
|
|
8,691 |
|
|
|
112 |
|
NYMEX Cocoa^ |
|
|
15 |
|
|
|
May-2024 |
|
|
|
964 |
|
|
|
1,465 |
|
|
|
501 |
|
NYMEX Cocoa^ |
|
|
116 |
|
|
|
Jul-2024 |
|
|
|
7,834 |
|
|
|
10,796 |
|
|
|
2,962 |
|
OMX Stockholm 30 |
|
|
183 |
|
|
|
Apr-2024 |
|
|
|
4,430 |
|
|
|
4,320 |
|
|
|
81 |
|
Russell 2000 Index E-MINI |
|
|
390 |
|
|
|
Jun-2024 |
|
|
|
41,172 |
|
|
|
41,845 |
|
|
|
673 |
|
S&P 500 Index E-MINI |
|
|
1,514 |
|
|
|
Jun-2024 |
|
|
|
395,614 |
|
|
|
401,854 |
|
|
|
6,240 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
61 |
|
|
|
Jun-2024 |
|
|
|
18,262 |
|
|
|
18,772 |
|
|
|
510 |
|
S&P TSX 60 Index |
|
|
28 |
|
|
|
Jun-2024 |
|
|
|
5,474 |
|
|
|
5,551 |
|
|
|
95 |
|
Silver^ |
|
|
142 |
|
|
|
May-2024 |
|
|
|
16,591 |
|
|
|
17,691 |
|
|
|
1,100 |
|
Soybean^ |
|
|
18 |
|
|
|
May-2024 |
|
|
|
1,087 |
|
|
|
1,072 |
|
|
|
(15 |
) |
Soybean^ |
|
|
68 |
|
|
|
Jul-2024 |
|
|
|
3,977 |
|
|
|
4,098 |
|
|
|
121 |
|
Soybean Meal^ |
|
|
32 |
|
|
|
May-2024 |
|
|
|
1,132 |
|
|
|
1,080 |
|
|
|
(52 |
) |
Soybean Meal^ |
|
|
186 |
|
|
|
Jul-2024 |
|
|
|
6,271 |
|
|
|
6,343 |
|
|
|
72 |
|
Soybean Meal^ |
|
|
13 |
|
|
|
May-2024 |
|
|
|
439 |
|
|
|
439 |
|
|
|
– |
|
Soybean Oil^ |
|
|
110 |
|
|
|
Jul-2024 |
|
|
|
3,057 |
|
|
|
3,199 |
|
|
|
142 |
|
Soybean Oil^ |
|
|
90 |
|
|
|
May-2024 |
|
|
|
2,573 |
|
|
|
2,589 |
|
|
|
16 |
|
SPI 200 Index |
|
|
40 |
|
|
|
Jun-2024 |
|
|
|
5,064 |
|
|
|
5,187 |
|
|
|
151 |
|
Sugar No. 11^ |
|
|
32 |
|
|
|
Apr-2024 |
|
|
|
802 |
|
|
|
808 |
|
|
|
6 |
|
Sugar No. 11^ |
|
|
473 |
|
|
|
Jun-2024 |
|
|
|
11,237 |
|
|
|
11,734 |
|
|
|
497 |
|
TOPIX Index |
|
|
196 |
|
|
|
Jun-2024 |
|
|
|
35,167 |
|
|
|
35,609 |
|
|
|
704 |
|
U.S. 2-Year Treasury Note |
|
|
500 |
|
|
|
Jun-2024 |
|
|
|
102,413 |
|
|
|
102,243 |
|
|
|
(170 |
) |
U.S. 5-Year Treasury Note |
|
|
1,142 |
|
|
|
Jun-2024 |
|
|
|
121,945 |
|
|
|
122,212 |
|
|
|
267 |
|
U.S. 10-Year Treasury Note |
|
|
1,545 |
|
|
|
Jun-2024 |
|
|
|
170,158 |
|
|
|
171,181 |
|
|
|
1,023 |
|
U.S. Long Treasury Bond |
|
|
454 |
|
|
|
Jun-2024 |
|
|
|
53,489 |
|
|
|
54,679 |
|
|
|
1,190 |
|
U.S. Ultra Long Treasury Bond |
|
|
170 |
|
|
|
Jun-2024 |
|
|
|
21,436 |
|
|
|
21,930 |
|
|
|
494 |
|
Wheat^ |
|
|
70 |
|
|
|
May-2024 |
|
|
|
2,065 |
|
|
|
1,960 |
|
|
|
(105 |
) |
Wheat^ |
|
|
116 |
|
|
|
Jul-2024 |
|
|
|
3,266 |
|
|
|
3,340 |
|
|
|
74 |
|
WTI Crude Oil^ |
|
|
245 |
|
|
|
May-2024 |
|
|
|
19,001 |
|
|
|
20,193 |
|
|
|
1,192 |
|
| |
|
|
|
|
|
|
|
|
|
|
2,076,423 |
|
|
|
2,097,730 |
|
|
|
30,307 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Canadian 10-Year Bond |
|
|
(243 |
) |
|
|
Jun-2024 |
|
|
$ |
(21,563 |
) |
|
$ |
(21,609 |
) |
|
$ |
(88 |
) |
Copper^ |
|
|
(2 |
) |
|
|
May-2024 |
|
|
|
(195 |
) |
|
|
(201 |
) |
|
|
(6 |
) |
DAX Index |
|
|
(59 |
) |
|
|
Jun-2024 |
|
|
|
(29,250 |
) |
|
|
(29,910 |
) |
|
|
(938 |
) |
FTSE KLCI |
|
|
(24 |
) |
|
|
Apr-2024 |
|
|
|
(390 |
) |
|
|
(388 |
) |
|
|
1 |
|
Mexican Bolsa Index |
|
|
(6 |
) |
|
|
Jun-2024 |
|
|
|
(199 |
) |
|
|
(210 |
) |
|
|
(8 |
) |
MSCI Singapore Index |
|
|
(72 |
) |
|
|
Apr-2024 |
|
|
|
(1,556 |
) |
|
|
(1,551 |
) |
|
|
3 |
|
Natural Gas^ |
|
|
(2 |
) |
|
|
Apr-2024 |
|
|
|
(35 |
) |
|
|
(36 |
) |
|
|
(1 |
) |
NY Harbor ULSD^ |
|
|
(18 |
) |
|
|
Apr-2024 |
|
|
|
(2,007 |
) |
|
|
(1,982 |
) |
|
|
25 |
|
OMX Stockholm 30 |
|
|
(141 |
) |
|
|
Apr-2024 |
|
|
|
(3,440 |
) |
|
|
(3,329 |
) |
|
|
(38 |
) |
Platinum^ |
|
|
(3 |
) |
|
|
Feb-2025 |
|
|
|
(44 |
) |
|
|
(44 |
) |
|
|
(1 |
) |
S&P TSX 60 Index |
|
|
(1 |
) |
|
|
Jun-2024 |
|
|
|
(195 |
) |
|
|
(199 |
) |
|
|
(3 |
) |
SET 50 |
|
|
(263 |
) |
|
|
Jun-2024 |
|
|
|
(1,213 |
) |
|
|
(1,201 |
) |
|
|
7 |
|
Soybean^ |
|
|
(19 |
) |
|
|
May-2024 |
|
|
|
(1,127 |
) |
|
|
(1,132 |
) |
|
|
(5 |
) |
SPI 200 Index |
|
|
(82 |
) |
|
|
Jun-2024 |
|
|
|
(10,376 |
) |
|
|
(10,634 |
) |
|
|
(293 |
) |
Sugar No. 11^ |
|
|
(11 |
) |
|
|
Apr-2024 |
|
|
|
(270 |
) |
|
|
(278 |
) |
|
|
(8 |
) |
WTI Crude Oil^ |
|
|
(66 |
) |
|
|
Apr-2024 |
|
|
|
(5,358 |
) |
|
|
(5,490 |
) |
|
|
(132 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(77,218 |
) |
|
|
(78,194 |
) |
|
|
(1,485 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
1,999,205 |
|
|
$ |
2,019,536 |
|
|
$ |
28,822 |
|
SEI Institutional Managed Trust
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
04/26/24 |
|
|
|
GBP |
|
|
|
32,900 |
|
|
|
USD |
|
|
|
41,740 |
|
|
$ |
180 |
|
BNYMellon |
|
|
04/26/24 |
|
|
|
USD |
|
|
|
9,453 |
|
|
|
GBP |
|
|
|
7,500 |
|
|
|
21 |
|
BNYMellon |
|
|
04/26/24 |
|
|
|
USD |
|
|
|
12,454 |
|
|
|
EUR |
|
|
|
11,500 |
|
|
|
(22 |
) |
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
CHF |
|
|
|
3,170 |
|
|
|
USD |
|
|
|
3,526 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
JPY |
|
|
|
2,078,430 |
|
|
|
USD |
|
|
|
13,803 |
|
|
|
5 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
89 |
|
|
|
PHP |
|
|
|
5,000 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
90 |
|
|
|
PHP |
|
|
|
5,000 |
|
|
|
(1 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
278 |
|
|
|
COP |
|
|
|
1,112,083 |
|
|
|
5 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
524 |
|
|
|
SGD |
|
|
|
695 |
|
|
|
(8 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
533 |
|
|
|
THB |
|
|
|
19,000 |
|
|
|
(9 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
PLN |
|
|
|
411 |
|
|
|
USD |
|
|
|
103 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
PLN |
|
|
|
137 |
|
|
|
USD |
|
|
|
34 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
31 |
|
|
|
TWD |
|
|
|
1,000 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
654 |
|
|
|
TWD |
|
|
|
20,500 |
|
|
|
(10 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
83 |
|
|
|
PLN |
|
|
|
332 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
713 |
|
|
|
PLN |
|
|
|
2,816 |
|
|
|
(7 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
THB |
|
|
|
1,000 |
|
|
|
USD |
|
|
|
28 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
283 |
|
|
|
CZK |
|
|
|
6,633 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
1,819 |
|
|
|
CZK |
|
|
|
42,399 |
|
|
|
(8 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
ILS |
|
|
|
2,775 |
|
|
|
USD |
|
|
|
774 |
|
|
|
13 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
ILS |
|
|
|
610 |
|
|
|
USD |
|
|
|
166 |
|
|
|
(1 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
BRL |
|
|
|
4,795 |
|
|
|
USD |
|
|
|
954 |
|
|
|
3 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
12 |
|
|
|
KRW |
|
|
|
16,668 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
4,958 |
|
|
|
KRW |
|
|
|
6,562,214 |
|
|
|
(71 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
4,407 |
|
|
|
ZAR |
|
|
|
85,004 |
|
|
|
53 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
875 |
|
|
|
ZAR |
|
|
|
16,500 |
|
|
|
(9 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
TWD |
|
|
|
5,500 |
|
|
|
USD |
|
|
|
176 |
|
|
|
3 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
SGD |
|
|
|
5,866 |
|
|
|
USD |
|
|
|
4,389 |
|
|
|
26 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
ZAR |
|
|
|
1,000 |
|
|
|
USD |
|
|
|
53 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
ZAR |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
260 |
|
|
|
(2 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
MXN |
|
|
|
6,500 |
|
|
|
USD |
|
|
|
381 |
|
|
|
(6 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
974 |
|
|
|
HUF |
|
|
|
357,312 |
|
|
|
1 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
7,393 |
|
|
|
HUF |
|
|
|
2,678,184 |
|
|
|
(82 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
9,226 |
|
|
|
CNH |
|
|
|
66,008 |
|
|
|
(98 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
CNH |
|
|
|
11,265 |
|
|
|
USD |
|
|
|
1,570 |
|
|
|
12 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
86 |
|
|
|
BRL |
|
|
|
436 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
11,689 |
|
|
|
BRL |
|
|
|
58,777 |
|
|
|
(36 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
14,579 |
|
|
|
EUR |
|
|
|
13,339 |
|
|
|
(127 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
GBP |
|
|
|
14,926 |
|
|
|
USD |
|
|
|
18,977 |
|
|
|
118 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
GBP |
|
|
|
1,288 |
|
|
|
USD |
|
|
|
1,627 |
|
|
|
(1 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
120 |
|
|
|
INR |
|
|
|
10,000 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
20,970 |
|
|
|
INR |
|
|
|
1,745,125 |
|
|
|
(83 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
23,509 |
|
|
|
MXN |
|
|
|
405,703 |
|
|
|
591 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
HUF |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
55 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
HUF |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
14 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
PHP |
|
|
|
60,000 |
|
|
|
USD |
|
|
|
1,071 |
|
|
|
3 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
CZK |
|
|
|
25,589 |
|
|
|
USD |
|
|
|
1,098 |
|
|
|
4 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
06/20/24 |
|
|
|
CZK |
|
|
|
35,911 |
|
|
|
USD |
|
|
|
1,531 |
|
|
$ |
(3 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
EUR |
|
|
|
81,334 |
|
|
|
USD |
|
|
|
88,689 |
|
|
|
562 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
EUR |
|
|
|
825 |
|
|
|
USD |
|
|
|
894 |
|
|
|
— |
|
Citigroup |
|
|
06/20/24 |
|
|
|
KRW |
|
|
|
550,000 |
|
|
|
USD |
|
|
|
421 |
|
|
|
11 |
|
Citigroup |
|
|
06/20/24 |
|
|
|
COP |
|
|
|
1,100,000 |
|
|
|
USD |
|
|
|
277 |
|
|
|
(4 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
IDR |
|
|
|
2,522,222 |
|
|
|
USD |
|
|
|
161 |
|
|
|
2 |
|
Citigroup |
|
|
06/21/24 |
|
|
|
USD |
|
|
|
873 |
|
|
|
CLP |
|
|
|
860,712 |
|
|
|
3 |
|
Citigroup |
|
|
06/21/24 |
|
|
|
USD |
|
|
|
1,357 |
|
|
|
CLP |
|
|
|
1,312,305 |
|
|
|
(21 |
) |
Citigroup |
|
|
06/21/24 |
|
|
|
CLP |
|
|
|
362,187 |
|
|
|
USD |
|
|
|
373 |
|
|
|
4 |
|
Citigroup |
|
|
06/21/24 |
|
|
|
CLP |
|
|
|
279,896 |
|
|
|
USD |
|
|
|
283 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
89 |
|
|
|
PHP |
|
|
|
5,000 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
90 |
|
|
|
PHP |
|
|
|
5,000 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
278 |
|
|
|
COP |
|
|
|
1,112,083 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
524 |
|
|
|
SGD |
|
|
|
695 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
533 |
|
|
|
THB |
|
|
|
19,000 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
PLN |
|
|
|
411 |
|
|
|
USD |
|
|
|
103 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
PLN |
|
|
|
137 |
|
|
|
USD |
|
|
|
34 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
31 |
|
|
|
TWD |
|
|
|
1,000 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
654 |
|
|
|
TWD |
|
|
|
20,500 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
83 |
|
|
|
PLN |
|
|
|
332 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
713 |
|
|
|
PLN |
|
|
|
2,816 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
THB |
|
|
|
1,000 |
|
|
|
USD |
|
|
|
28 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
283 |
|
|
|
CZK |
|
|
|
6,633 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
1,819 |
|
|
|
CZK |
|
|
|
42,399 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
ILS |
|
|
|
2,775 |
|
|
|
USD |
|
|
|
774 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
ILS |
|
|
|
610 |
|
|
|
USD |
|
|
|
166 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
BRL |
|
|
|
4,795 |
|
|
|
USD |
|
|
|
954 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
12 |
|
|
|
KRW |
|
|
|
16,668 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
4,958 |
|
|
|
KRW |
|
|
|
6,562,214 |
|
|
|
(71 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
4,406 |
|
|
|
ZAR |
|
|
|
85,004 |
|
|
|
54 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
875 |
|
|
|
ZAR |
|
|
|
16,500 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
TWD |
|
|
|
5,500 |
|
|
|
USD |
|
|
|
176 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
SGD |
|
|
|
5,866 |
|
|
|
USD |
|
|
|
4,390 |
|
|
|
26 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
ZAR |
|
|
|
1,000 |
|
|
|
USD |
|
|
|
53 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
ZAR |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
260 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
MXN |
|
|
|
6,500 |
|
|
|
USD |
|
|
|
381 |
|
|
|
(5 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
974 |
|
|
|
HUF |
|
|
|
357,312 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
7,393 |
|
|
|
HUF |
|
|
|
2,678,184 |
|
|
|
(82 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
9,226 |
|
|
|
CNH |
|
|
|
66,008 |
|
|
|
(98 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
CNH |
|
|
|
11,265 |
|
|
|
USD |
|
|
|
1,570 |
|
|
|
13 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
228 |
|
|
|
BRL |
|
|
|
1,148 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
11,548 |
|
|
|
BRL |
|
|
|
58,064 |
|
|
|
(35 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
GBP |
|
|
|
11,782 |
|
|
|
USD |
|
|
|
14,971 |
|
|
|
84 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
120 |
|
|
|
INR |
|
|
|
10,000 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
20,970 |
|
|
|
INR |
|
|
|
1,745,125 |
|
|
|
(83 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
23,509 |
|
|
|
MXN |
|
|
|
405,703 |
|
|
|
592 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
HUF |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
55 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
HUF |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
14 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
PHP |
|
|
|
60,000 |
|
|
|
USD |
|
|
|
1,071 |
|
|
|
4 |
|
SEI Institutional Managed Trust
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
CZK |
|
|
|
25,589 |
|
|
|
USD |
|
|
|
1,098 |
|
|
$ |
4 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
CZK |
|
|
|
35,911 |
|
|
|
USD |
|
|
|
1,531 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
EUR |
|
|
|
64,532 |
|
|
|
USD |
|
|
|
70,345 |
|
|
|
423 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
EUR |
|
|
|
33 |
|
|
|
USD |
|
|
|
36 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
KRW |
|
|
|
550,000 |
|
|
|
USD |
|
|
|
421 |
|
|
|
12 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
COP |
|
|
|
1,100,000 |
|
|
|
USD |
|
|
|
277 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
IDR |
|
|
|
2,522,222 |
|
|
|
USD |
|
|
|
161 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
06/21/24 |
|
|
|
USD |
|
|
|
873 |
|
|
|
CLP |
|
|
|
860,712 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
06/21/24 |
|
|
|
USD |
|
|
|
1,357 |
|
|
|
CLP |
|
|
|
1,312,305 |
|
|
|
(21 |
) |
JPMorgan Chase Bank |
|
|
06/21/24 |
|
|
|
CLP |
|
|
|
362,188 |
|
|
|
USD |
|
|
|
373 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
06/21/24 |
|
|
|
CLP |
|
|
|
279,896 |
|
|
|
USD |
|
|
|
283 |
|
|
|
(1 |
) |
State Street |
|
|
04/26/24 |
|
|
|
EUR |
|
|
|
51,500 |
|
|
|
USD |
|
|
|
55,879 |
|
|
|
205 |
|
State Street |
|
|
04/30/24 |
|
|
|
AUD |
|
|
|
2,820 |
|
|
|
USD |
|
|
|
1,848 |
|
|
|
7 |
|
State Street |
|
|
04/30/24 |
|
|
|
GBP |
|
|
|
3,840 |
|
|
|
USD |
|
|
|
4,854 |
|
|
|
4 |
|
State Street |
|
|
04/30/24 |
|
|
|
CAD |
|
|
|
5,400 |
|
|
|
USD |
|
|
|
3,984 |
|
|
|
(9 |
) |
State Street |
|
|
04/30/24 |
|
|
|
HKD |
|
|
|
13,350 |
|
|
|
USD |
|
|
|
1,708 |
|
|
|
1 |
|
State Street |
|
|
04/30/24 |
|
|
|
EUR |
|
|
|
13,400 |
|
|
|
USD |
|
|
|
14,561 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,084 |
|
A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount ($ Thousands) |
|
|
Value
($ Thousands) |
|
|
Upfront Payments
($ Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
Bank of America |
|
|
BOVESPA INDEX FUTURE APR24 |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
04/17/2024 |
|
|
|
BRL |
|
|
$ |
8,430 |
|
|
$ |
8,234 |
|
|
$ |
– |
|
|
$ |
(196 |
) |
Bank of America |
|
|
TAIEX FUTURES APR24 |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
04/17/2024 |
|
|
|
TWD |
|
|
|
8,776 |
|
|
|
8,837 |
|
|
|
– |
|
|
|
61 |
|
JPMorgan Chase |
|
AEX INDEX FUTURE SWAP APR24 |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
04/19/2024 |
|
|
|
EUR |
|
|
|
(2,083 |
) |
|
|
(2,099 |
) |
|
|
– |
|
|
|
(17 |
) |
JPMorgan Chase |
|
HSCEI FUTURES SWAP APR24 |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
At Maturity |
|
|
|
05/02/2024 |
|
|
|
HKD |
|
|
|
9,301 |
|
|
|
9,286 |
|
|
|
– |
|
|
|
(15 |
) |
Bank of America |
|
HSCEI FUTURES SWAP APR24 |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
At Maturity |
|
|
|
05/02/2024 |
|
|
|
HKD |
|
|
|
12,351 |
|
|
|
12,406 |
|
|
|
– |
|
|
|
55 |
|
Bank of America |
|
|
KOSPI 200 INDEX FUTURE JUN24 |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
06/11/2024 |
|
|
|
KRW |
|
|
|
3,516 |
|
|
|
3,558 |
|
|
|
– |
|
|
|
43 |
|
Citibank |
|
|
MSCI INTERNATIONAL SOUTH AFRICA NET INDEX |
|
|
|
JIBA1M INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
ZAR |
|
|
|
12,133 |
|
|
|
(6 |
) |
|
|
– |
|
|
|
(6 |
) |
Bank of America |
|
WIG 20 INDEX FUTURE SWAP JUN`24 |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITIVE PRICE RETURN |
|
|
At Maturity |
|
|
|
06/19/2024 |
|
|
|
PLN |
|
|
|
(183 |
) |
|
|
(183 |
) |
|
|
– |
|
|
|
– |
|
Citibank |
|
|
MSCI INTERNATIONAL SINGAPORE NET INDEX |
|
|
|
SIBCSORA INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
SGD |
|
|
|
2,306 |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
Citibank |
|
|
MSCI INTERNATIONAL SWEDEN NET |
|
|
|
STBB1M INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
SEK |
|
|
|
25,146 |
|
|
|
(7 |
) |
|
|
– |
|
|
|
(7 |
) |
Citibank |
|
|
TEL AVIV 35 INDEX |
|
|
|
TELBOR01 INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
ILS |
|
|
|
534 |
|
|
|
(7 |
) |
|
|
– |
|
|
|
(7 |
) |
Citibank |
|
|
MSCI INTERNATIONAL HONG KONG NET INDEX |
|
|
ASSET RETURN |
|
|
|
HIHD01M INDEX |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
HKD |
|
|
|
1,289 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Citibank |
|
|
MSCI INTERNATIONAL SPAIN NET INDEX |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
EUR |
|
|
|
1,736 |
|
|
|
76 |
|
|
|
– |
|
|
|
76 |
|
Citibank |
|
|
MSCI INTERNATIONAL NETHERLANDS NET INDEX |
|
|
|
ESTRON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
EUR |
|
|
|
1,282 |
|
|
|
(29 |
) |
|
|
– |
|
|
|
(29 |
) |
Citibank |
|
|
MSCI INTERNATIONAL ITALY NET INDEX |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
EUR |
|
|
|
499 |
|
|
|
16 |
|
|
|
– |
|
|
|
16 |
|
Citibank |
|
|
MSCI INTERNATIONAL SWITZERLAND NET INDEX |
|
|
|
SSARON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
CHF |
|
|
|
4,566 |
|
|
|
7 |
|
|
|
– |
|
|
|
7 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Accumulation Fund (Concluded)
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount ($ Thousands) |
|
|
Value
($ Thousands) |
|
|
Upfront Payments
($ Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
Citibank |
|
|
MSCI INTERNATIONAL CANADA NET INDEX |
|
|
|
CAONREPO INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
CAD |
|
|
$ |
7,582 |
|
|
$ |
(32 |
) |
|
$ |
– |
|
|
$ |
(32 |
) |
Citibank |
|
|
MSCI INTERNATIONAL MEXICO NET RETURN INDEX |
|
|
|
MXIBTIIE INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
MXN |
|
|
|
8,064 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
Citibank |
|
|
MSCI INTERNATIONAL BRAZIL NET INDEX |
|
|
ASSET RETURN |
|
|
|
BZDIOVRA INDEX |
|
|
|
Monthly |
|
|
|
06/19/2024 |
|
|
|
BRL |
|
|
|
13,948 |
|
|
|
(11 |
) |
|
|
– |
|
|
|
(11 |
) |
Citibank |
|
|
MSCI TAIWAN NET INDEX |
|
|
ASSET RETURN |
|
|
|
NDEUSTW INDEX |
|
|
|
Monthly |
|
|
|
06/20/2024 |
|
|
|
USD |
|
|
|
347 |
|
|
|
(4 |
) |
|
|
– |
|
|
|
(4 |
) |
Citibank |
|
|
MSCI THAILAND NET INDEX |
|
|
|
NDEUTHF INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
06/20/2024 |
|
|
|
USD |
|
|
|
1,011 |
|
|
|
38 |
|
|
|
– |
|
|
|
38 |
|
Bank of America |
|
|
FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
06/20/2024 |
|
|
|
ZAR |
|
|
|
(53 |
) |
|
|
(54 |
) |
|
|
– |
|
|
|
(1 |
) |
Bank of America |
|
|
SWISS MARKET INDEX FUTURE JUN24 |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
06/21/2024 |
|
|
|
CHF |
|
|
|
(10,671 |
) |
|
|
(10,463 |
) |
|
|
– |
|
|
|
207 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
29,539 |
|
|
$ |
– |
|
|
$ |
154 |
|
|
Percentages are based on Net Assets of $1,400,020 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2024. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $73,881 ($ Thousands), representing 5.3% of the Net Assets of the Fund. |
(C) |
No interest rate available. |
(D) |
Level 3 security in accordance with fair value hierarchy. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
641,068 |
|
|
|
– |
|
|
|
641,068 |
|
Sovereign Debt |
|
|
– |
|
|
|
151,945 |
|
|
|
– |
|
|
|
151,945 |
|
Foreign Common Stock |
|
|
50,416 |
|
|
|
– |
|
|
|
– |
|
|
|
50,416 |
|
Exchange Traded Fund |
|
|
14,195 |
|
|
|
– |
|
|
|
– |
|
|
|
14,195 |
|
Corporate Obligations |
|
|
– |
|
|
|
350 |
|
|
|
– |
|
|
|
350 |
|
Common Stock |
|
|
250 |
|
|
|
– |
|
|
|
– |
|
|
|
250 |
|
Preferred Stock |
|
|
57 |
|
|
|
– |
|
|
|
– |
|
|
|
57 |
|
Warrant |
|
|
– |
|
|
|
– |
|
|
|
– |
^ |
|
|
– |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Total Investments in Securities |
|
|
64,918 |
|
|
|
793,363 |
|
|
|
– |
|
|
|
858,281 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
32,083 |
|
|
|
– |
|
|
|
32,083 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(3,261 |
) |
|
|
– |
|
|
|
(3,261 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
3,165 |
|
|
|
– |
|
|
|
3,165 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(1,081 |
) |
|
|
– |
|
|
|
(1,081 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
503 |
|
|
|
– |
|
|
|
503 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(349 |
) |
|
|
– |
|
|
|
(349 |
) |
Total Other Financial Instruments |
|
|
– |
|
|
|
31,060 |
|
|
|
– |
|
|
|
31,060 |
|
^ This category includes securities with a value less than $500.
SEI Institutional Managed Trust
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
See “Glossary” for abbreviations.
Amounts designated as “—” are either $0 or have been rounded to $0.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund
†Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 49.5% |
Communication Services — 4.0% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
1,519 |
|
|
$ |
1,031 |
|
5.125%, 07/15/2029 (A) |
|
|
390 |
|
|
|
264 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
920 |
|
|
|
344 |
|
AMC Entertainment Holdings |
|
|
|
|
|
|
|
|
7.500%, 02/15/2029 (A) |
|
|
190 |
|
|
|
127 |
|
AMC Networks |
|
|
|
|
|
|
|
|
10.250%, 01/15/2029 (A) |
|
|
220 |
|
|
|
221 |
|
ANGI Group |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
587 |
|
|
|
509 |
|
AT&T |
|
|
|
|
|
|
|
|
4.350%, 03/01/2029 |
|
|
650 |
|
|
|
633 |
|
3.500%, 06/01/2041 |
|
|
330 |
|
|
|
258 |
|
2.750%, 06/01/2031 |
|
|
355 |
|
|
|
306 |
|
2.550%, 12/01/2033 |
|
|
1,338 |
|
|
|
1,072 |
|
2.300%, 06/01/2027 |
|
|
939 |
|
|
|
865 |
|
1.650%, 02/01/2028 |
|
|
815 |
|
|
|
722 |
|
Bharti Airtel |
|
|
|
|
|
|
|
|
3.250%, 06/03/2031 (A) |
|
|
1,360 |
|
|
|
1,195 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (A) |
|
|
1,320 |
|
|
|
1,077 |
|
4.250%, 02/01/2031 (A) |
|
|
560 |
|
|
|
458 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
5.125%, 07/01/2049 |
|
|
200 |
|
|
|
155 |
|
4.908%, 07/23/2025 |
|
|
2,990 |
|
|
|
2,953 |
|
3.750%, 02/15/2028 |
|
|
610 |
|
|
|
566 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cinemark USA |
|
|
|
|
|
|
|
|
5.250%, 07/15/2028 (A) |
|
$ |
419 |
|
|
$ |
397 |
|
Clear Channel Outdoor Holdings |
|
|
|
|
|
|
|
|
7.875%, 04/01/2030 (A) |
|
|
705 |
|
|
|
701 |
|
Clear Channel Outdoor Holdings Inc |
|
|
|
|
|
|
|
|
5.125%, 08/15/2027 (A) |
|
|
230 |
|
|
|
217 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.875%, 11/15/2024 |
|
|
940 |
|
|
|
901 |
|
5.750%, 12/01/2028 (A) |
|
|
110 |
|
|
|
75 |
|
5.250%, 12/01/2026 (A) |
|
|
540 |
|
|
|
425 |
|
Gannett Holdings |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
160 |
|
|
|
146 |
|
Hughes Satellite Systems |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 |
|
|
415 |
|
|
|
244 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
680 |
|
|
|
380 |
|
6.375%, 05/01/2026 |
|
|
70 |
|
|
|
59 |
|
IHS Holding |
|
|
|
|
|
|
|
|
6.250%, 11/29/2028 (A) |
|
|
350 |
|
|
|
306 |
|
5.625%, 11/29/2026 (A) |
|
|
440 |
|
|
|
408 |
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.250%, 03/25/2029 (A) |
|
|
297 |
|
|
|
290 |
|
4.500%, 04/27/2031 (A) |
|
|
219 |
|
|
|
188 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
240 |
|
|
|
230 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
115 |
|
|
|
105 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
4.000%, 07/15/2028 (A) |
|
|
930 |
|
|
|
851 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
4.500%, 04/15/2050 |
|
|
1,416 |
|
|
|
1,227 |
|
Townsquare Media |
|
|
|
|
|
|
|
|
6.875%, 02/01/2026 (A) |
|
|
732 |
|
|
|
714 |
|
Turk Telekomunikasyon |
|
|
|
|
|
|
|
|
6.875%, 02/28/2025 (A) |
|
|
330 |
|
|
|
329 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
800 |
|
|
|
679 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
2.100%, 03/22/2028 |
|
|
485 |
|
|
|
437 |
|
Ziff Davis |
|
|
|
|
|
|
|
|
4.625%, 10/15/2030 (A) |
|
|
440 |
|
|
|
397 |
|
ZipRecruiter |
|
|
|
|
|
|
|
|
5.000%, 01/15/2030 (A) |
|
|
330 |
|
|
|
291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,753 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 6.6% |
|
|
|
|
Allen Media |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
370 |
|
|
|
171 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
670 |
|
|
|
537 |
|
5.000%, 01/15/2028 (A) |
|
|
535 |
|
|
|
440 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Asbury Automotive Group |
|
|
|
|
|
|
|
|
5.000%, 02/15/2032 (A) |
|
$ |
225 |
|
|
$ |
204 |
|
4.625%, 11/15/2029 (A) |
|
|
415 |
|
|
|
383 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
6.625%, 10/01/2030 (A) |
|
|
430 |
|
|
|
439 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
6.500%, 02/15/2032 (A) |
|
|
710 |
|
|
|
716 |
|
CalAtlantic Group |
|
|
|
|
|
|
|
|
5.250%, 06/01/2026 |
|
|
330 |
|
|
|
310 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (A) |
|
|
240 |
|
|
|
263 |
|
7.000%, 08/15/2029 (A) |
|
|
165 |
|
|
|
172 |
|
4.000%, 08/01/2028 (A) |
|
|
290 |
|
|
|
270 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
430 |
|
|
|
469 |
|
Carriage Services |
|
|
|
|
|
|
|
|
4.250%, 05/15/2029 (A) |
|
|
290 |
|
|
|
257 |
|
Cirsa Finance International Sarl |
|
|
|
|
|
|
|
|
6.500%, 03/15/2029 (A) |
|
EUR |
131 |
|
|
|
144 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
11.750%, 01/31/2029 (A) |
|
$ |
1,110 |
|
|
|
1,112 |
|
11.250%, 05/15/2028 (A) |
|
|
610 |
|
|
|
604 |
|
7.500%, 04/01/2028 (A) |
|
|
600 |
|
|
|
404 |
|
5.750%, 01/15/2030 (A) |
|
|
443 |
|
|
|
235 |
|
5.375%, 02/01/2028 (A) |
|
|
430 |
|
|
|
370 |
|
4.125%, 12/01/2030 (A) |
|
|
590 |
|
|
|
422 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
500 |
|
|
|
14 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
330 |
|
|
|
9 |
|
Directv Financing |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
280 |
|
|
|
279 |
|
DirecTV Financing |
|
|
|
|
|
|
|
|
5.875%, 08/15/2027 (A) |
|
|
1,205 |
|
|
|
1,140 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
530 |
|
|
|
541 |
|
Expedia Group |
|
|
|
|
|
|
|
|
4.625%, 08/01/2027 |
|
|
607 |
|
|
|
595 |
|
Foot Locker |
|
|
|
|
|
|
|
|
4.000%, 10/01/2029 (A) |
|
|
530 |
|
|
|
446 |
|
Ford Motor |
|
|
|
|
|
|
|
|
3.250%, 02/12/2032 |
|
|
1,581 |
|
|
|
1,315 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
4.950%, 05/28/2027 |
|
|
1,019 |
|
|
|
994 |
|
3.625%, 06/17/2031 |
|
|
220 |
|
|
|
190 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
1,010 |
|
|
|
929 |
|
Full House Resorts |
|
|
|
|
|
|
|
|
8.250%, 02/15/2028 (A) |
|
|
420 |
|
|
|
401 |
|
General Motors |
|
|
|
|
|
|
|
|
5.950%, 04/01/2049 |
|
|
36 |
|
|
|
35 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.650%, 01/17/2029 |
|
|
165 |
|
|
|
167 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Getty Images |
|
|
|
|
|
|
|
|
9.750%, 03/01/2027 (A) |
|
$ |
625 |
|
|
$ |
625 |
|
Global Auto Holdings |
|
|
|
|
|
|
|
|
8.750%, 01/15/2032 (A) |
|
|
660 |
|
|
|
639 |
|
Hilton Grand Vacations Borrower Escrow |
|
|
|
|
|
|
|
|
5.000%, 06/01/2029 (A) |
|
|
820 |
|
|
|
765 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.200%, 09/21/2030 (A) |
|
|
735 |
|
|
|
767 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
440 |
|
|
|
455 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
980 |
|
|
|
901 |
|
MajorDrive Holdings IV |
|
|
|
|
|
|
|
|
6.375%, 06/01/2029 (A) |
|
|
855 |
|
|
|
802 |
|
Match Group Holdings II |
|
|
|
|
|
|
|
|
5.625%, 02/15/2029 (A) |
|
|
180 |
|
|
|
174 |
|
3.625%, 10/01/2031 (A) |
|
|
135 |
|
|
|
115 |
|
Mavis Tire Express Services Topco |
|
|
|
|
|
|
|
|
6.500%, 05/15/2029 (A) |
|
|
232 |
|
|
|
221 |
|
McClatchy |
|
|
|
|
|
|
|
|
11.000%, 07/15/2027 (A) |
|
|
246 |
|
|
|
268 |
|
Mclaren Finance |
|
|
|
|
|
|
|
|
7.500%, 08/01/2026 (A) |
|
|
810 |
|
|
|
715 |
|
Melco Resorts Finance |
|
|
|
|
|
|
|
|
5.375%, 12/04/2029 (A) |
|
|
420 |
|
|
|
383 |
|
MercadoLibre |
|
|
|
|
|
|
|
|
3.125%, 01/14/2031 |
|
|
440 |
|
|
|
368 |
|
Merlin Entertainments Group US Holdings |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
345 |
|
|
|
348 |
|
Michaels |
|
|
|
|
|
|
|
|
5.250%, 05/01/2028 (A) |
|
|
270 |
|
|
|
230 |
|
Mohegan Tribal Gaming Authority |
|
|
|
|
|
|
|
|
13.250%, 12/15/2027 (A) |
|
|
10 |
|
|
|
11 |
|
8.000%, 02/01/2026 (A) |
|
|
686 |
|
|
|
671 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (A) |
|
|
230 |
|
|
|
243 |
|
5.875%, 03/15/2026 (A) |
|
|
330 |
|
|
|
326 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.375%, 09/15/2027 |
|
|
70 |
|
|
|
69 |
|
5.700%, 04/01/2026 |
|
|
450 |
|
|
|
442 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
470 |
|
|
|
247 |
|
Penske Automotive Group |
|
|
|
|
|
|
|
|
3.750%, 06/15/2029 |
|
|
688 |
|
|
|
617 |
|
Phinia |
|
|
|
|
|
|
|
|
6.750%, 04/15/2029 (A) |
|
|
290 |
|
|
|
293 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
1,130 |
|
|
|
1,153 |
|
QVC |
|
|
|
|
|
|
|
|
4.450%, 02/15/2025 |
|
|
740 |
|
|
|
717 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
9.250%, 01/15/2029 (A) |
|
|
250 |
|
|
|
268 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
8.250%, 01/15/2029 (A) |
|
$ |
170 |
|
|
$ |
180 |
|
6.250%, 03/15/2032 (A) |
|
|
355 |
|
|
|
358 |
|
4.250%, 07/01/2026 (A) |
|
|
460 |
|
|
|
444 |
|
Sally Holdings |
|
|
|
|
|
|
|
|
6.750%, 03/01/2032 |
|
|
230 |
|
|
|
228 |
|
Sands China |
|
|
|
|
|
|
|
|
5.400%, 08/08/2028 |
|
|
240 |
|
|
|
236 |
|
3.250%, 08/08/2031 |
|
|
200 |
|
|
|
167 |
|
2.850%, 03/08/2029 |
|
|
200 |
|
|
|
174 |
|
SeaWorld Parks & Entertainment |
|
|
|
|
|
|
|
|
5.250%, 08/15/2029 (A) |
|
|
717 |
|
|
|
675 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
515 |
|
|
|
512 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
836 |
|
|
|
852 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
320 |
|
|
|
221 |
|
TKC Holdings |
|
|
|
|
|
|
|
|
6.875%, 05/15/2028 (A) |
|
|
140 |
|
|
|
133 |
|
TopBuild |
|
|
|
|
|
|
|
|
4.125%, 02/15/2032 (A) |
|
|
40 |
|
|
|
35 |
|
TUI Cruises GmbH |
|
|
|
|
|
|
|
|
6.500%, 05/15/2026 (A) |
|
EUR |
375 |
|
|
|
407 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
9.125%, 07/15/2031 (A) |
|
$ |
570 |
|
|
|
624 |
|
5.875%, 09/15/2027 (A) |
|
|
250 |
|
|
|
245 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (A) |
|
|
400 |
|
|
|
385 |
|
VZ Secured Financing BV |
|
|
|
|
|
|
|
|
5.000%, 01/15/2032 (A) |
|
|
485 |
|
|
|
416 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
20 |
|
|
|
21 |
|
Wheel Bidco |
|
|
|
|
|
|
|
|
6.750%, 07/15/2026 (A) |
|
GBP |
610 |
|
|
|
659 |
|
Winnebago Industries |
|
|
|
|
|
|
|
|
6.250%, 07/15/2028 (A) |
|
$ |
810 |
|
|
|
802 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
260 |
|
|
|
103 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
4.875%, 10/01/2024 (A) |
|
|
620 |
|
|
|
613 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
760 |
|
|
|
787 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
4.750%, 01/15/2030 (A) |
|
|
89 |
|
|
|
84 |
|
ZF North America Capital |
|
|
|
|
|
|
|
|
7.125%, 04/14/2030 (A) |
|
|
160 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,340 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.6% |
|
|
|
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.150%, 08/01/2029 |
|
|
560 |
|
|
|
510 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Darling Ingredients |
|
|
|
|
|
|
|
|
6.000%, 06/15/2030 (A) |
|
$ |
190 |
|
|
$ |
188 |
|
H-Food Holdings |
|
|
|
|
|
|
|
|
8.500%, 06/01/2026 (A) |
|
|
1,090 |
|
|
|
76 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
4.375%, 06/01/2046 |
|
|
1,561 |
|
|
|
1,319 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
5.500%, 10/15/2027 (A) |
|
|
365 |
|
|
|
358 |
|
Post Holdings |
|
|
|
|
|
|
|
|
4.625%, 04/15/2030 (A) |
|
|
349 |
|
|
|
321 |
|
US Foods |
|
|
|
|
|
|
|
|
4.750%, 02/15/2029 (A) |
|
|
531 |
|
|
|
504 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,276 |
|
| |
|
|
|
|
|
|
|
|
Energy — 7.6% |
|
|
|
|
Berry Petroleum |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
|
410 |
|
|
|
405 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
390 |
|
|
|
392 |
|
Cheniere Corpus Christi Holdings |
|
|
|
|
|
|
|
|
5.125%, 06/30/2027 |
|
|
790 |
|
|
|
788 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
580 |
|
|
|
582 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.375%, 07/01/2028 (A) |
|
|
285 |
|
|
|
300 |
|
5.000%, 10/15/2026 (A) |
|
|
385 |
|
|
|
376 |
|
CNX Midstream Partners |
|
|
|
|
|
|
|
|
4.750%, 04/15/2030 (A) |
|
|
350 |
|
|
|
312 |
|
CNX Resources |
|
|
|
|
|
|
|
|
7.250%, 03/01/2032 (A) |
|
|
255 |
|
|
|
259 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.036%, 11/15/2033 (A) |
|
|
595 |
|
|
|
616 |
|
CQP Holdco |
|
|
|
|
|
|
|
|
5.500%, 06/15/2031 (A) |
|
|
939 |
|
|
|
888 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
230 |
|
|
|
243 |
|
7.625%, 04/01/2032 (A) |
|
|
230 |
|
|
|
232 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.850%, 12/15/2025 |
|
|
951 |
|
|
|
956 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.375%, 01/19/2036 |
|
|
590 |
|
|
|
595 |
|
6.875%, 04/29/2030 |
|
|
810 |
|
|
|
791 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
9.597%, TSFR3M + 4.290%(C)(D) |
|
|
230 |
|
|
|
229 |
|
7.125%, H15T5Y + 5.306%(C)(D) |
|
|
320 |
|
|
|
312 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
9.701%, TSFR3M + 4.372%(C)(D) |
|
|
669 |
|
|
|
656 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2030 (A) |
|
|
210 |
|
|
|
225 |
|
Global Partners |
|
|
|
|
|
|
|
|
6.875%, 01/15/2029 |
|
|
440 |
|
|
|
436 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hilcorp Energy I |
|
|
|
|
|
|
|
|
8.375%, 11/01/2033 (A) |
|
$ |
350 |
|
|
$ |
379 |
|
6.250%, 04/15/2032 (A) |
|
|
180 |
|
|
|
178 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
690 |
|
|
|
728 |
|
6.750%, 01/15/2027 (A) |
|
|
918 |
|
|
|
916 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
4.750%, 04/19/2027 (A) |
|
|
200 |
|
|
|
195 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
5.875%, 06/15/2030 (A) |
|
|
630 |
|
|
|
616 |
|
Kodiak Gas Services |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
718 |
|
|
|
731 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
3.800%, 04/01/2028 |
|
|
305 |
|
|
|
293 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.875%, 04/15/2028 (A) |
|
|
625 |
|
|
|
640 |
|
6.500%, 04/15/2032 (A) |
|
|
300 |
|
|
|
300 |
|
MEG Energy |
|
|
|
|
|
|
|
|
7.125%, 02/01/2027 (A) |
|
|
236 |
|
|
|
239 |
|
5.875%, 02/01/2029 (A) |
|
|
110 |
|
|
|
108 |
|
MPLX |
|
|
|
|
|
|
|
|
4.800%, 02/15/2029 |
|
|
230 |
|
|
|
227 |
|
4.000%, 03/15/2028 |
|
|
890 |
|
|
|
857 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.375%, 05/15/2027 (A) |
|
|
915 |
|
|
|
913 |
|
7.250%, 01/15/2026 (A) |
|
|
100 |
|
|
|
100 |
|
Neptune Energy Bondco |
|
|
|
|
|
|
|
|
6.625%, 05/15/2025 (A) |
|
|
800 |
|
|
|
800 |
|
Noble Finance II |
|
|
|
|
|
|
|
|
8.000%, 04/15/2030 (A) |
|
|
560 |
|
|
|
583 |
|
Northern Oil and Gas |
|
|
|
|
|
|
|
|
8.125%, 03/01/2028 (A) |
|
|
390 |
|
|
|
396 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
550 |
|
|
|
554 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.950%, 06/15/2039 |
|
|
1,200 |
|
|
|
1,411 |
|
7.150%, 05/15/2028 |
|
|
340 |
|
|
|
357 |
|
6.625%, 09/01/2030 |
|
|
650 |
|
|
|
689 |
|
6.450%, 09/15/2036 |
|
|
230 |
|
|
|
245 |
|
4.400%, 08/15/2049 |
|
|
50 |
|
|
|
38 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.350%, 01/15/2031 |
|
|
305 |
|
|
|
323 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
490 |
|
|
|
546 |
|
7.000%, 01/15/2032 (A) |
|
|
460 |
|
|
|
477 |
|
5.875%, 07/01/2029 (A) |
|
|
605 |
|
|
|
595 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.299%, 01/27/2025 |
|
|
290 |
|
|
|
287 |
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
6.000%, 10/28/2022 (B) |
|
|
8,860 |
|
|
|
623 |
|
6.000%, 05/16/2024 (B) |
|
|
3,790 |
|
|
|
343 |
|
6.000%, 11/15/2026 (B) |
|
|
1,110 |
|
|
|
102 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 04/12/2037 (B) |
|
$ |
130 |
|
|
$ |
12 |
|
5.375%, 04/12/2027 (B) |
|
|
2,570 |
|
|
|
235 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
406 |
|
|
|
292 |
|
6.950%, 01/28/2060 |
|
|
207 |
|
|
|
137 |
|
6.490%, 01/23/2027 |
|
|
73 |
|
|
|
69 |
|
5.350%, 02/12/2028 |
|
|
180 |
|
|
|
159 |
|
4.500%, 01/23/2026 |
|
|
40 |
|
|
|
38 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
16 |
|
|
|
11 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
9.679%, TSFR3M + 4.372%(C)(D) |
|
|
560 |
|
|
|
557 |
|
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
|
770 |
|
|
|
793 |
|
QazaqGaz NC JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 (A) |
|
|
300 |
|
|
|
282 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
600 |
|
|
|
624 |
|
4.750%, 02/15/2030 (A) |
|
|
380 |
|
|
|
354 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
7.500%, 07/15/2038 (A) |
|
|
200 |
|
|
|
205 |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
9.625%, 04/15/2029 (A) |
|
|
350 |
|
|
|
338 |
|
SilverBow Resources |
|
|
|
|
|
|
|
|
13.079%, TSFR3M + 7.750%, 12/15/2028 (A)(C) |
|
|
1,450 |
|
|
|
1,432 |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
475 |
|
|
|
491 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
160 |
|
|
|
166 |
|
4.750%, 02/01/2032 |
|
|
1,320 |
|
|
|
1,215 |
|
Summit Midstream Holdings |
|
|
|
|
|
|
|
|
12.000%, 10/15/2026 (A) |
|
|
940 |
|
|
|
942 |
|
9.000%, 10/15/2026 (A)(E) |
|
|
190 |
|
|
|
192 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
420 |
|
|
|
423 |
|
6.000%, 12/31/2030 (A) |
|
|
190 |
|
|
|
180 |
|
TechnipFMC |
|
|
|
|
|
|
|
|
6.500%, 02/01/2026 (A) |
|
|
855 |
|
|
|
853 |
|
Teck Resources |
|
|
|
|
|
|
|
|
3.900%, 07/15/2030 |
|
|
230 |
|
|
|
212 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
|
1,210 |
|
|
|
1,261 |
|
8.750%, 02/15/2030 (A) |
|
|
72 |
|
|
|
75 |
|
Transocean Poseidon |
|
|
|
|
|
|
|
|
6.875%, 02/01/2027 (A) |
|
|
277 |
|
|
|
277 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
190 |
|
|
|
198 |
|
USA Compression Partners |
|
|
|
|
|
|
|
|
7.125%, 03/15/2029 (A) |
|
|
510 |
|
|
|
516 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
6.250%, 01/15/2030 (A) |
|
|
860 |
|
|
|
865 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 08/15/2031 (A) |
|
$ |
200 |
|
|
$ |
178 |
|
3.875%, 11/01/2033 (A) |
|
|
300 |
|
|
|
255 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
330 |
|
|
|
356 |
|
8.125%, 06/01/2028 (A) |
|
|
865 |
|
|
|
882 |
|
Vital Energy |
|
|
|
|
|
|
|
|
7.875%, 04/15/2032 (A) |
|
|
290 |
|
|
|
295 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.450%, 04/01/2044 |
|
|
880 |
|
|
|
809 |
|
5.300%, 03/01/2048 |
|
|
330 |
|
|
|
289 |
|
YPF |
|
|
|
|
|
|
|
|
8.500%, 07/28/2025 (A) |
|
|
400 |
|
|
|
392 |
|
6.950%, 07/21/2027 (A) |
|
|
380 |
|
|
|
343 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,585 |
|
| |
|
|
|
|
|
|
|
|
Financials — 11.8% |
|
|
|
|
Accelerate360 Holdings |
|
|
|
|
|
|
|
|
8.000%, 03/01/2028 (A) |
|
|
1,154 |
|
|
|
1,197 |
|
Acrisure |
|
|
|
|
|
|
|
|
8.250%, 02/01/2029 (A) |
|
|
210 |
|
|
|
211 |
|
6.000%, 08/01/2029 (A) |
|
|
745 |
|
|
|
683 |
|
4.250%, 02/15/2029 (A) |
|
|
495 |
|
|
|
447 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
911 |
|
|
|
892 |
|
AG TTMT Escrow Issuer |
|
|
|
|
|
|
|
|
8.625%, 09/30/2027 (A) |
|
|
105 |
|
|
|
109 |
|
AIA Group |
|
|
|
|
|
|
|
|
3.900%, 04/06/2028 (A) |
|
|
200 |
|
|
|
193 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
620 |
|
|
|
611 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.700%, H15T7Y + 3.481%(C)(D) |
|
|
1,235 |
|
|
|
979 |
|
American International Group |
|
|
|
|
|
|
|
|
3.400%, 06/30/2030 |
|
|
215 |
|
|
|
197 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
1.950%, 01/30/2026 (A) |
|
|
330 |
|
|
|
308 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
4.250%, 04/15/2026 (A) |
|
|
90 |
|
|
|
87 |
|
2.875%, 02/15/2025 (A) |
|
|
1,170 |
|
|
|
1,138 |
|
B3 - Brasil Bolsa Balcao |
|
|
|
|
|
|
|
|
4.125%, 09/20/2031 (A) |
|
|
300 |
|
|
|
263 |
|
Banco do Brasil |
|
|
|
|
|
|
|
|
6.250%, H15T10Y + 4.398%(C)(D) |
|
|
1,099 |
|
|
|
1,104 |
|
Banco Mercantil del Norte |
|
|
|
|
|
|
|
|
7.500%, H15T10Y + 5.470%(A)(C)(D) |
|
|
770 |
|
|
|
768 |
|
6.750%, H15T5Y + 4.967%(A)(C)(D) |
|
|
420 |
|
|
|
417 |
|
5.875%, H15T5Y + 4.643%(A)(C)(D) |
|
|
1,340 |
|
|
|
1,277 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.921%, 08/08/2033 |
|
|
600 |
|
|
|
628 |
|
4.250%, 04/11/2027 |
|
|
200 |
|
|
|
194 |
|
3.306%, 06/27/2029 |
|
|
400 |
|
|
|
366 |
|
2.746%, 05/28/2025 |
|
|
600 |
|
|
|
580 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bank of America |
|
|
|
|
|
|
|
|
6.250%, TSFR3M + 3.967%(C)(D) |
|
$ |
140 |
|
|
$ |
140 |
|
5.202%, SOFRRATE + 1.630%, 04/25/2029 (C) |
|
|
995 |
|
|
|
996 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (C) |
|
|
1,975 |
|
|
|
1,853 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.015%, SOFRRATE + 2.160%, 07/22/2033 (C) |
|
|
525 |
|
|
|
517 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (C) |
|
|
1,425 |
|
|
|
1,372 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
4.596%, SOFRRATE + 1.755%, 07/26/2030 (C) |
|
|
75 |
|
|
|
74 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 4.017%, 01/27/2084 (C) |
|
|
730 |
|
|
|
743 |
|
Barclays |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 5.672%(C)(D) |
|
|
770 |
|
|
|
768 |
|
7.125%, GUKG5 + 6.579%(C)(D) |
|
GBP |
700 |
|
|
|
869 |
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (C) |
|
$ |
725 |
|
|
|
703 |
|
BBVA Bancomer |
|
|
|
|
|
|
|
|
5.125%, H15T5Y + 2.650%, 01/18/2033 (A)(C) |
|
|
410 |
|
|
|
381 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.750%, H15T5Y + 4.899%(A)(C)(D) |
|
|
270 |
|
|
|
276 |
|
Boost Newco Borrower |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 (A) |
|
|
450 |
|
|
|
471 |
|
BPCE |
|
|
|
|
|
|
|
|
4.625%, 09/12/2028 (A) |
|
|
250 |
|
|
|
244 |
|
2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(C) |
|
|
375 |
|
|
|
304 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
970 |
|
|
|
898 |
|
Burford Capital Global Finance |
|
|
|
|
|
|
|
|
9.250%, 07/01/2031 (A) |
|
|
370 |
|
|
|
392 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.300%, TSFR3M + 3.685%(C)(D) |
|
|
1,170 |
|
|
|
1,165 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (C) |
|
|
535 |
|
|
|
516 |
|
4.125%, 07/25/2028 |
|
|
1,360 |
|
|
|
1,304 |
|
4.000%, H15T5Y + 3.597%(C)(D) |
|
|
450 |
|
|
|
431 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.625%, EUSA5 + 4.098%(C)(D) |
|
EUR |
1,000 |
|
|
|
1,058 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
8.125%, USSW5 + 6.185%(A)(C)(D) |
|
$ |
710 |
|
|
|
724 |
|
Deutsche Bank |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 4.524%(C)(D) |
|
|
200 |
|
|
|
185 |
|
First Horizon National |
|
|
|
|
|
|
|
|
4.000%, 05/26/2025 |
|
|
585 |
|
|
|
571 |
|
FirstCash |
|
|
|
|
|
|
|
|
5.625%, 01/01/2030 (A) |
|
|
220 |
|
|
|
209 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Freedom Mortgage |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 (A) |
|
$ |
820 |
|
|
$ |
796 |
|
Gatwick Airport Finance |
|
|
|
|
|
|
|
|
4.375%, 04/07/2026 |
|
GBP |
510 |
|
|
|
619 |
|
Global Aircraft Leasing |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 09/15/2024 (A) |
|
$ |
2,108 |
|
|
|
2,005 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.650%, 02/15/2025 |
|
|
370 |
|
|
|
360 |
|
Highlands Holdings Bond Issuer |
|
|
|
|
|
|
|
|
7.625%, 10/15/2025 (A) |
|
|
420 |
|
|
|
415 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
4.950%, 03/31/2030 |
|
|
226 |
|
|
|
224 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (C) |
|
|
1,000 |
|
|
|
958 |
|
HUB International |
|
|
|
|
|
|
|
|
7.375%, 01/31/2032 (A) |
|
|
345 |
|
|
|
347 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
INR |
82,000 |
|
|
|
1,001 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
2.100%, 06/15/2030 |
|
$ |
750 |
|
|
|
637 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.800%, 11/28/2053 (A) |
|
|
930 |
|
|
|
1,055 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (A) |
|
|
330 |
|
|
|
327 |
|
Itau Unibanco Holding |
|
|
|
|
|
|
|
|
4.625%, H15T5Y + 3.222%(A)(C)(D) |
|
|
920 |
|
|
|
866 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
4.500%, 11/15/2029 (A) |
|
|
100 |
|
|
|
93 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
4.912%, SOFRRATE + 2.080%, 07/25/2033 (C) |
|
|
530 |
|
|
|
519 |
|
4.323%, SOFRRATE + 1.560%, 04/26/2028 (C) |
|
|
1,870 |
|
|
|
1,827 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (C) |
|
|
230 |
|
|
|
201 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
4.750%, 06/15/2029 (A) |
|
|
270 |
|
|
|
245 |
|
4.250%, 02/01/2027 (A) |
|
|
50 |
|
|
|
47 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
8.500%, GUKG5 + 5.143%(C)(D) |
|
GBP |
240 |
|
|
|
309 |
|
M&T Bank |
|
|
|
|
|
|
|
|
5.053%, SOFRRATE + 1.850%, 01/27/2034 (C) |
|
$ |
495 |
|
|
|
460 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
8.125%, 03/30/2029 (A) |
|
|
415 |
|
|
|
439 |
|
6.400%, 03/26/2029 (A) |
|
|
75 |
|
|
|
76 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
812 |
|
|
|
749 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
4.210%, SOFRRATE + 1.610%, 04/20/2028 (C) |
|
|
1,820 |
|
|
|
1,769 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (C) |
|
$ |
815 |
|
|
$ |
814 |
|
4.889%, SOFRRATE + 2.076%, 07/20/2033 (C) |
|
|
525 |
|
|
|
509 |
|
3.950%, 04/23/2027 |
|
|
1,030 |
|
|
|
995 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (C) |
|
|
585 |
|
|
|
468 |
|
MPH Acquisition Holdings |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
70 |
|
|
|
55 |
|
National Bank of Uzbekistan |
|
|
|
|
|
|
|
|
4.850%, 10/21/2025 |
|
|
200 |
|
|
|
193 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
5.500%, 08/15/2028 (A) |
|
|
215 |
|
|
|
206 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
3.960%, US0003M + 1.855%, 07/18/2030 (A)(C) |
|
|
450 |
|
|
|
416 |
|
NatWest Group |
|
|
|
|
|
|
|
|
4.500%, GUKG5 + 3.992%(C)(D) |
|
GBP |
960 |
|
|
|
1,039 |
|
3.754%, H15T5Y + 2.100%, 11/01/2029 (C) |
|
$ |
225 |
|
|
|
221 |
|
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
|
485 |
|
|
|
519 |
|
5.500%, 03/15/2029 |
|
|
379 |
|
|
|
353 |
|
NFP |
|
|
|
|
|
|
|
|
6.875%, 08/15/2028 (A) |
|
|
723 |
|
|
|
732 |
|
NMI Holdings |
|
|
|
|
|
|
|
|
7.375%, 06/01/2025 (A) |
|
|
410 |
|
|
|
414 |
|
Oxford Finance |
|
|
|
|
|
|
|
|
6.375%, 02/01/2027 (A) |
|
|
380 |
|
|
|
360 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.200%, H15T5Y + 3.238%(C)(D) |
|
|
1,260 |
|
|
|
1,257 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
3.625%, 03/01/2029 (A) |
|
|
500 |
|
|
|
450 |
|
Saga |
|
|
|
|
|
|
|
|
5.500%, 07/15/2026 |
|
GBP |
610 |
|
|
|
689 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
7.250%, 04/01/2029 (A) |
|
$ |
210 |
|
|
|
212 |
|
State Street |
|
|
|
|
|
|
|
|
6.700%, H15T5Y + 2.613%(C)(D) |
|
|
280 |
|
|
|
284 |
|
StoneX Group |
|
|
|
|
|
|
|
|
7.875%, 03/01/2031 (A) |
|
|
715 |
|
|
|
725 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
8.125%, H15T5Y + 4.075%, 10/31/2082 (C) |
|
|
200 |
|
|
|
210 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(A)(C)(D) |
|
|
480 |
|
|
|
520 |
|
7.750%, USISSO05 + 4.160%(A)(C)(D) |
|
|
270 |
|
|
|
278 |
|
4.550%, 04/17/2026 |
|
|
802 |
|
|
|
789 |
|
3.875%, H15T5Y + 3.098%(A)(C)(D) |
|
|
1,232 |
|
|
|
1,125 |
|
3.869%, US0003M + 1.410%, 01/12/2029 (A)(C) |
|
|
600 |
|
|
|
567 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(C) |
|
$ |
340 |
|
|
$ |
278 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(C) |
|
|
260 |
|
|
|
267 |
|
5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(C) |
|
|
440 |
|
|
|
413 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
521 |
|
|
|
493 |
|
USI |
|
|
|
|
|
|
|
|
7.500%, 01/15/2032 (A) |
|
|
265 |
|
|
|
266 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(C)(D) |
|
|
500 |
|
|
|
534 |
|
5.875%(C)(D) |
|
|
495 |
|
|
|
494 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (C) |
|
|
1,155 |
|
|
|
1,113 |
|
4.100%, 06/03/2026 |
|
|
1,475 |
|
|
|
1,436 |
|
Yapi ve Kredi Bankasi |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 5.278%, 01/17/2034 (A)(C) |
|
|
540 |
|
|
|
555 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
66,406 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 4.1% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
3.200%, 11/21/2029 |
|
|
1,285 |
|
|
|
1,184 |
|
AdaptHealth |
|
|
|
|
|
|
|
|
6.125%, 08/01/2028 (A) |
|
|
550 |
|
|
|
516 |
|
5.125%, 03/01/2030 (A) |
|
|
305 |
|
|
|
266 |
|
4.625%, 08/01/2029 (A) |
|
|
240 |
|
|
|
207 |
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
750 |
|
|
|
651 |
|
Amgen |
|
|
|
|
|
|
|
|
5.250%, 03/02/2030 |
|
|
790 |
|
|
|
802 |
|
5.250%, 03/02/2033 |
|
|
840 |
|
|
|
847 |
|
APX Group |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
821 |
|
|
|
789 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,330 |
|
|
|
1,217 |
|
Bausch Health |
|
|
|
|
|
|
|
|
14.000%, 10/15/2030 (A) |
|
|
18 |
|
|
|
10 |
|
7.000%, 01/15/2028 (A) |
|
|
130 |
|
|
|
58 |
|
6.125%, 02/01/2027 (A) |
|
|
436 |
|
|
|
272 |
|
5.500%, 11/01/2025 (A) |
|
|
310 |
|
|
|
292 |
|
5.000%, 02/15/2029 (A) |
|
|
390 |
|
|
|
163 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (A) |
|
|
300 |
|
|
|
282 |
|
4.250%, 12/15/2025 (A) |
|
|
500 |
|
|
|
488 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
3.700%, 06/06/2027 |
|
|
650 |
|
|
|
625 |
|
2.823%, 05/20/2030 |
|
|
585 |
|
|
|
516 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CAB SELAS |
|
|
|
|
|
|
|
|
3.375%, 02/01/2028 (A) |
|
EUR |
325 |
|
|
$ |
317 |
|
Chrome Holdco SAS |
|
|
|
|
|
|
|
|
5.000%, 05/31/2029 (A) |
|
|
375 |
|
|
|
288 |
|
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
$ |
400 |
|
|
|
412 |
|
6.125%, 04/01/2030 (A) |
|
|
470 |
|
|
|
339 |
|
6.000%, 01/15/2029 (A) |
|
|
800 |
|
|
|
699 |
|
5.625%, 03/15/2027 (A) |
|
|
480 |
|
|
|
442 |
|
CVS Health |
|
|
|
|
|
|
|
|
4.300%, 03/25/2028 |
|
|
890 |
|
|
|
869 |
|
3.750%, 04/01/2030 |
|
|
550 |
|
|
|
512 |
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (A) |
|
|
879 |
|
|
|
736 |
|
HCA |
|
|
|
|
|
|
|
|
7.500%, 11/06/2033 |
|
|
170 |
|
|
|
190 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
9.875%, 08/15/2030 (A) |
|
|
570 |
|
|
|
596 |
|
5.375%, 01/15/2029 (A) |
|
|
960 |
|
|
|
791 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
270 |
|
|
|
271 |
|
5.250%, 10/01/2029 (A) |
|
|
1,120 |
|
|
|
1,058 |
|
3.875%, 04/01/2029 (A) |
|
|
940 |
|
|
|
856 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
460 |
|
|
|
422 |
|
Stryker |
|
|
|
|
|
|
|
|
1.950%, 06/15/2030 |
|
|
775 |
|
|
|
654 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.125%, 06/15/2030 |
|
|
361 |
|
|
|
360 |
|
Teva Pharmaceutical Finance LLC |
|
|
|
|
|
|
|
|
6.150%, 02/01/2036 |
|
|
470 |
|
|
|
457 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
5.125%, 05/09/2029 |
|
|
320 |
|
|
|
307 |
|
4.100%, 10/01/2046 |
|
|
980 |
|
|
|
676 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.350%, 02/15/2033 |
|
|
1,425 |
|
|
|
1,466 |
|
US Renal Care |
|
|
|
|
|
|
|
|
10.625%, 06/28/2028 (A) |
|
|
151 |
|
|
|
131 |
|
Verisure Holding |
|
|
|
|
|
|
|
|
3.250%, 02/15/2027 (A) |
|
EUR |
375 |
|
|
|
388 |
|
Zoetis |
|
|
|
|
|
|
|
|
2.000%, 05/15/2030 |
|
$ |
1,030 |
|
|
|
868 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,290 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 8.7% |
|
|
|
|
Adani Ports & Special Economic Zone |
|
|
|
|
|
|
|
|
4.000%, 07/30/2027 |
|
|
1,825 |
|
|
|
1,673 |
|
Advanced Drainage Systems |
|
|
|
|
|
|
|
|
6.375%, 06/15/2030 (A) |
|
|
350 |
|
|
|
352 |
|
5.000%, 09/30/2027 (A) |
|
|
210 |
|
|
|
204 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
AerCap Holdings |
|
|
|
|
|
|
|
|
5.875%, H15T5Y + 4.535%, 10/10/2079 (C) |
|
$ |
150 |
|
|
$ |
149 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 |
|
|
285 |
|
|
|
288 |
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
|
520 |
|
|
|
379 |
|
4.000%, 08/11/2041 (A) |
|
|
640 |
|
|
|
469 |
|
Aeropuertos Dominicanos Siglo XXI |
|
|
|
|
|
|
|
|
6.750%, 03/30/2029 (A) |
|
|
350 |
|
|
|
354 |
|
Air Canada |
|
|
|
|
|
|
|
|
3.875%, 08/15/2026 (A) |
|
|
490 |
|
|
|
468 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.750%, 06/01/2026 |
|
|
560 |
|
|
|
540 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
240 |
|
|
|
239 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
160 |
|
|
|
160 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
4.750%, 10/01/2027 (A) |
|
|
140 |
|
|
|
135 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
390 |
|
|
|
412 |
|
7.250%, 02/15/2028 (A) |
|
|
210 |
|
|
|
213 |
|
5.750%, 04/20/2029 (A) |
|
|
591 |
|
|
|
581 |
|
5.500%, 04/20/2026 (A) |
|
|
316 |
|
|
|
315 |
|
American Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
4.950%, 02/15/2025 |
|
|
270 |
|
|
|
266 |
|
American News |
|
|
|
|
|
|
|
|
8.500%cash/0% PIK, 09/01/2026 (A) |
|
|
1,073 |
|
|
|
1,197 |
|
API Group DE |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,051 |
|
|
|
947 |
|
Arcosa |
|
|
|
|
|
|
|
|
4.375%, 04/15/2029 (A) |
|
|
410 |
|
|
|
378 |
|
BCPE Empire Holdings |
|
|
|
|
|
|
|
|
7.625%, 05/01/2027 (A) |
|
|
495 |
|
|
|
483 |
|
Boeing |
|
|
|
|
|
|
|
|
5.805%, 05/01/2050 |
|
|
330 |
|
|
|
312 |
|
5.150%, 05/01/2030 |
|
|
140 |
|
|
|
136 |
|
3.450%, 11/01/2028 |
|
|
355 |
|
|
|
324 |
|
3.250%, 03/01/2028 |
|
|
395 |
|
|
|
362 |
|
Bombardier |
|
|
|
|
|
|
|
|
7.875%, 04/15/2027 (A) |
|
|
430 |
|
|
|
430 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (A) |
|
|
210 |
|
|
|
188 |
|
Cargo Aircraft Management |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 (A) |
|
|
260 |
|
|
|
235 |
|
Carriage Purchaser |
|
|
|
|
|
|
|
|
7.875%, 10/15/2029 (A) |
|
|
260 |
|
|
|
231 |
|
Carrier Global |
|
|
|
|
|
|
|
|
2.493%, 02/15/2027 |
|
|
1,030 |
|
|
|
959 |
|
2.242%, 02/15/2025 |
|
|
940 |
|
|
|
912 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2029 |
|
$ |
270 |
|
|
$ |
282 |
|
4.750%, 10/15/2027 |
|
|
230 |
|
|
|
218 |
|
Cornerstone Building Brands |
|
|
|
|
|
|
|
|
6.125%, 01/15/2029 (A) |
|
|
457 |
|
|
|
407 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
780 |
|
|
|
732 |
|
Dealer Tire |
|
|
|
|
|
|
|
|
8.000%, 02/01/2028 (A) |
|
|
1,414 |
|
|
|
1,408 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (A) |
|
|
250 |
|
|
|
238 |
|
Esab |
|
|
|
|
|
|
|
|
6.250%, 04/15/2029 (A) |
|
|
300 |
|
|
|
301 |
|
Garda World Security |
|
|
|
|
|
|
|
|
7.750%, 02/15/2028 (A) |
|
|
205 |
|
|
|
210 |
|
GEO Group |
|
|
|
|
|
|
|
|
10.500%, 06/30/2028 |
|
|
322 |
|
|
|
328 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
390 |
|
|
|
400 |
|
4.750%, 06/15/2029 (A) |
|
|
470 |
|
|
|
442 |
|
4.000%, 08/01/2028 (A) |
|
|
963 |
|
|
|
887 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
370 |
|
|
|
362 |
|
5.625%, 06/01/2029 (A) |
|
|
715 |
|
|
|
656 |
|
GYP Holdings III |
|
|
|
|
|
|
|
|
4.625%, 05/01/2029 (A) |
|
|
385 |
|
|
|
358 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
290 |
|
|
|
265 |
|
Hillenbrand |
|
|
|
|
|
|
|
|
6.250%, 02/15/2029 |
|
|
252 |
|
|
|
254 |
|
3.750%, 03/01/2031 |
|
|
479 |
|
|
|
416 |
|
Husky III Holding |
|
|
|
|
|
|
|
|
13.000%cash/0% PIK, 02/15/2025 (A) |
|
|
485 |
|
|
|
486 |
|
Husky Injection Molding Systems |
|
|
|
|
|
|
|
|
9.000%, 02/15/2029 (A) |
|
|
685 |
|
|
|
708 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
4.750%, 09/15/2024 |
|
|
551 |
|
|
|
548 |
|
JB Poindexter |
|
|
|
|
|
|
|
|
8.750%, 12/15/2031 (A) |
|
|
190 |
|
|
|
196 |
|
Johnson Controls International |
|
|
|
|
|
|
|
|
4.900%, 12/01/2032 |
|
|
140 |
|
|
|
138 |
|
Legends Hospitality Holding |
|
|
|
|
|
|
|
|
5.000%, 02/01/2026 (A) |
|
|
330 |
|
|
|
327 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
154 |
|
|
|
141 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 10/31/2046 |
|
|
400 |
|
|
|
337 |
|
5.500%, 07/31/2047 |
|
|
892 |
|
|
|
753 |
|
4.250%, 10/31/2026 (A) |
|
|
210 |
|
|
|
203 |
|
3.875%, 04/30/2028 (A) |
|
|
1,190 |
|
|
|
1,117 |
|
MHP Lux |
|
|
|
|
|
|
|
|
6.950%, 04/03/2026 |
|
|
1,284 |
|
|
|
1,067 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 |
|
$ |
2,008 |
|
|
$ |
1,884 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
3.250%, 01/15/2028 |
|
|
1,244 |
|
|
|
1,175 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
2.565%, 02/15/2030 |
|
|
1,335 |
|
|
|
1,174 |
|
Park-Ohio Industries |
|
|
|
|
|
|
|
|
6.625%, 04/15/2027 |
|
|
470 |
|
|
|
440 |
|
Rand Parent |
|
|
|
|
|
|
|
|
8.500%, 02/15/2030 (A) |
|
|
685 |
|
|
|
678 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 (A) |
|
|
535 |
|
|
|
548 |
|
RR Donnelley & Sons |
|
|
|
|
|
|
|
|
9.750%, 07/31/2028 (A) |
|
|
230 |
|
|
|
249 |
|
RXO |
|
|
|
|
|
|
|
|
7.500%, 11/15/2027 (A) |
|
|
515 |
|
|
|
529 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
605 |
|
|
|
677 |
|
9.375%, 11/30/2029 (A) |
|
|
280 |
|
|
|
305 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
1,283 |
|
|
|
974 |
|
Standard Industries |
|
|
|
|
|
|
|
|
4.375%, 07/15/2030 (A) |
|
|
525 |
|
|
|
472 |
|
Stanley Black & Decker |
|
|
|
|
|
|
|
|
4.250%, 11/15/2028 |
|
|
610 |
|
|
|
592 |
|
Stena International |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
340 |
|
|
|
339 |
|
Titan Acquisition |
|
|
|
|
|
|
|
|
7.750%, 04/15/2026 (A) |
|
|
1,190 |
|
|
|
1,189 |
|
Titan International |
|
|
|
|
|
|
|
|
7.000%, 04/30/2028 |
|
|
500 |
|
|
|
493 |
|
TK Elevator Holdco GmbH |
|
|
|
|
|
|
|
|
7.625%, 07/15/2028 (A) |
|
|
1,346 |
|
|
|
1,320 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
330 |
|
|
|
340 |
|
6.750%, 08/15/2028 (A) |
|
|
440 |
|
|
|
446 |
|
6.625%, 03/01/2032 (A) |
|
|
890 |
|
|
|
899 |
|
5.500%, 11/15/2027 |
|
|
785 |
|
|
|
768 |
|
4.875%, 05/01/2029 |
|
|
294 |
|
|
|
274 |
|
4.625%, 01/15/2029 |
|
|
110 |
|
|
|
102 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
967 |
|
|
|
1,019 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
190 |
|
|
|
188 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
210 |
|
|
|
195 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (A) |
|
|
20 |
|
|
|
20 |
|
5.250%, 01/15/2030 |
|
|
530 |
|
|
|
517 |
|
Vertiv Group |
|
|
|
|
|
|
|
|
4.125%, 11/15/2028 (A) |
|
|
530 |
|
|
|
493 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
$ |
130 |
|
|
$ |
110 |
|
7.875%, 05/01/2027 (A) |
|
|
1,580 |
|
|
|
1,336 |
|
VT Topco |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
525 |
|
|
|
554 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
470 |
|
|
|
484 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,259 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.4% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
3.500%, 02/15/2041 (A) |
|
|
495 |
|
|
|
384 |
|
3.469%, 04/15/2034 (A) |
|
|
165 |
|
|
|
142 |
|
3.419%, 04/15/2033 (A) |
|
|
1,080 |
|
|
|
936 |
|
3.187%, 11/15/2036 (A) |
|
|
53 |
|
|
|
42 |
|
Castle US Holding |
|
|
|
|
|
|
|
|
9.500%, 02/15/2028 (A) |
|
|
1,334 |
|
|
|
659 |
|
Central Parent |
|
|
|
|
|
|
|
|
7.250%, 06/15/2029 (A) |
|
|
570 |
|
|
|
582 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
761 |
|
|
|
704 |
|
CommScope |
|
|
|
|
|
|
|
|
4.750%, 09/01/2029 (A) |
|
|
460 |
|
|
|
331 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
1,017 |
|
|
|
1,030 |
|
5.300%, 10/01/2029 |
|
|
75 |
|
|
|
76 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
560 |
|
|
|
504 |
|
Gen Digital |
|
|
|
|
|
|
|
|
7.125%, 09/30/2030 (A) |
|
|
430 |
|
|
|
442 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
569 |
|
|
|
534 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
750 |
|
|
|
688 |
|
MEGlobal Canada ULC MTN |
|
|
|
|
|
|
|
|
5.875%, 05/18/2030 (A) |
|
|
260 |
|
|
|
262 |
|
NXP BV |
|
|
|
|
|
|
|
|
3.400%, 05/01/2030 |
|
|
215 |
|
|
|
195 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
3 |
|
|
|
3 |
|
Oracle |
|
|
|
|
|
|
|
|
6.250%, 11/09/2032 |
|
|
2,035 |
|
|
|
2,177 |
|
2.950%, 04/01/2030 |
|
|
98 |
|
|
|
87 |
|
2.875%, 03/25/2031 |
|
|
510 |
|
|
|
444 |
|
Prosus |
|
|
|
|
|
|
|
|
3.680%, 01/21/2030 (A) |
|
|
250 |
|
|
|
219 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (A) |
|
|
560 |
|
|
|
357 |
|
3.061%, 07/13/2031 (A) |
|
|
300 |
|
|
|
244 |
|
SNF Group |
|
|
|
|
|
|
|
|
3.375%, 03/15/2030 (A) |
|
|
310 |
|
|
|
268 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
$ |
480 |
|
|
$ |
582 |
|
TeamSystem |
|
|
|
|
|
|
|
|
3.500%, 02/15/2028 (A) |
|
EUR |
300 |
|
|
|
309 |
|
United Group BV |
|
|
|
|
|
|
|
|
4.625%, 08/15/2028 (A) |
|
|
450 |
|
|
|
464 |
|
Vericast |
|
|
|
|
|
|
|
|
12.500%, 12/15/2027 (A) |
|
$ |
180 |
|
|
|
205 |
|
11.000%, 09/15/2026 (A) |
|
|
240 |
|
|
|
256 |
|
Virtusa |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (A) |
|
|
220 |
|
|
|
196 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,322 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.7% |
|
|
|
|
Anglo American Capital |
|
|
|
|
|
|
|
|
5.625%, 04/01/2030 (A) |
|
|
500 |
|
|
|
507 |
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
730 |
|
|
|
638 |
|
Ardagh Metal Packaging Finance USA |
|
|
|
|
|
|
|
|
6.000%, 06/15/2027 (A) |
|
|
210 |
|
|
|
204 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 08/15/2027 (A) |
|
|
250 |
|
|
|
157 |
|
Avient |
|
|
|
|
|
|
|
|
7.125%, 08/01/2030 (A) |
|
|
410 |
|
|
|
420 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
792 |
|
|
|
709 |
|
Berry Global |
|
|
|
|
|
|
|
|
1.570%, 01/15/2026 |
|
|
305 |
|
|
|
285 |
|
Chemours |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
525 |
|
|
|
453 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
720 |
|
|
|
746 |
|
6.875%, 10/15/2027 (A) |
|
|
830 |
|
|
|
796 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
320 |
|
|
|
306 |
|
Huntsman International |
|
|
|
|
|
|
|
|
4.500%, 05/01/2029 |
|
|
355 |
|
|
|
339 |
|
Ingevity |
|
|
|
|
|
|
|
|
3.875%, 11/01/2028 (A) |
|
|
595 |
|
|
|
537 |
|
Newmont |
|
|
|
|
|
|
|
|
3.250%, 05/13/2030 (A) |
|
|
150 |
|
|
|
136 |
|
OCP |
|
|
|
|
|
|
|
|
3.750%, 06/23/2031 (A) |
|
|
200 |
|
|
|
170 |
|
Sasol Financing USA |
|
|
|
|
|
|
|
|
5.500%, 03/18/2031 |
|
|
440 |
|
|
|
371 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.000%, 04/01/2031 |
|
|
676 |
|
|
|
583 |
|
Sealed Air |
|
|
|
|
|
|
|
|
6.875%, 07/15/2033 (A) |
|
|
71 |
|
|
|
74 |
|
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
|
900 |
|
|
|
962 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.125%, 01/15/2032 |
|
$ |
590 |
|
|
$ |
490 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.250%, 08/10/2026 |
|
|
380 |
|
|
|
386 |
|
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
550 |
|
|
|
492 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,761 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.9% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.900%, 10/01/2030 |
|
|
165 |
|
|
|
142 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
3.375%, 08/15/2031 |
|
|
355 |
|
|
|
316 |
|
CoStar Group |
|
|
|
|
|
|
|
|
2.800%, 07/15/2030 (A) |
|
|
585 |
|
|
|
499 |
|
Cushman & Wakefield US Borrower |
|
|
|
|
|
|
|
|
8.875%, 09/01/2031 (A) |
|
|
380 |
|
|
|
402 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
3.000%, 01/15/2030 |
|
|
370 |
|
|
|
328 |
|
Five Point Operating |
|
|
|
|
|
|
|
|
10.500%, 01/15/2028 (A) |
|
|
168 |
|
|
|
173 |
|
MPT Operating Partnership |
|
|
|
|
|
|
|
|
5.250%, 08/01/2026 |
|
|
260 |
|
|
|
238 |
|
5.000%, 10/15/2027 |
|
|
310 |
|
|
|
260 |
|
Prologis |
|
|
|
|
|
|
|
|
1.750%, 07/01/2030 |
|
|
280 |
|
|
|
233 |
|
Realty Income |
|
|
|
|
|
|
|
|
4.875%, 06/01/2026 |
|
|
395 |
|
|
|
393 |
|
3.200%, 01/15/2027 |
|
|
559 |
|
|
|
529 |
|
2.850%, 12/15/2032 |
|
|
355 |
|
|
|
295 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
360 |
|
|
|
384 |
|
5.500%, 12/15/2027 |
|
|
120 |
|
|
|
114 |
|
WP Carey |
|
|
|
|
|
|
|
|
4.250%, 10/01/2026 |
|
|
650 |
|
|
|
635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,941 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 1.1% |
|
|
|
|
Alliant Energy Finance |
|
|
|
|
|
|
|
|
4.250%, 06/15/2028 (A) |
|
|
115 |
|
|
|
110 |
|
American Electric Power |
|
|
|
|
|
|
|
|
2.300%, 03/01/2030 |
|
|
280 |
|
|
|
238 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.250%, 10/15/2050 |
|
|
165 |
|
|
|
134 |
|
Edison International |
|
|
|
|
|
|
|
|
5.375%, H15T5Y + 4.698%(C)(D) |
|
|
300 |
|
|
|
290 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
6.350%, 08/10/2028 |
|
|
500 |
|
|
|
478 |
|
NiSource |
|
|
|
|
|
|
|
|
3.600%, 05/01/2030 |
|
|
50 |
|
|
|
46 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
60 |
|
|
|
64 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 09/01/2028 (A) |
|
$ |
803 |
|
|
$ |
768 |
|
Sempra |
|
|
|
|
|
|
|
|
3.400%, 02/01/2028 |
|
|
1,005 |
|
|
|
950 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.200%, 03/01/2029 |
|
|
420 |
|
|
|
405 |
|
Sunnova Energy |
|
|
|
|
|
|
|
|
5.875%, 09/01/2026 (A) |
|
|
600 |
|
|
|
467 |
|
TransAlta |
|
|
|
|
|
|
|
|
7.750%, 11/15/2029 |
|
|
280 |
|
|
|
291 |
|
6.500%, 03/15/2040 |
|
|
780 |
|
|
|
778 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
3.550%, 07/15/2024 (A) |
|
|
1,120 |
|
|
|
1,112 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,131 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $300,567) ($ Thousands) |
|
|
|
|
|
|
279,064 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 9.6% |
1011778 B.C., Term Loan |
|
|
|
|
|
|
|
|
7.580%, 09/20/2030 (C) |
|
|
170 |
|
|
|
169 |
|
19th Holdings Golf LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.673%, CME Term SOFR + 3.000%, 02/07/2029 (C)(F) |
|
|
904 |
|
|
|
881 |
|
Accession Risk Management Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.348%, 11/01/2029 |
|
|
19 |
|
|
|
19 |
|
11.343%, 11/01/2029 |
|
|
17 |
|
|
|
17 |
|
11.327%, 11/01/2029 |
|
|
27 |
|
|
|
27 |
|
11.313%, 11/01/2029 |
|
|
4 |
|
|
|
4 |
|
11.313%, 11/01/2029 |
|
|
83 |
|
|
|
82 |
|
10.998%, 11/01/2029 |
|
|
62 |
|
|
|
62 |
|
10.993%, 11/01/2029 |
|
|
40 |
|
|
|
40 |
|
10.963%, 11/01/2029 |
|
|
170 |
|
|
|
170 |
|
10.952%, 11/01/2029 |
|
|
42 |
|
|
|
42 |
|
Acrisure, LLC, 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, Syn LIBOR + 3.500%, 02/15/2027 (C) |
|
|
106 |
|
|
|
106 |
|
Acrisure, Term loan, 1st Lien |
|
|
|
|
|
|
|
|
9.830%, 11/11/2030 (C) |
|
|
335 |
|
|
|
336 |
|
Action, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.559%, 10/28/2030 |
|
|
440 |
|
|
|
441 |
|
ADS Tactical Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.195%, 03/19/2026 (C) |
|
|
928 |
|
|
|
930 |
|
Advisor Group Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 08/17/2028 (G) |
|
|
170 |
|
|
|
171 |
|
AI Aqua, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.577%, 07/31/2028 |
|
|
430 |
|
|
|
431 |
|
9.572%, 07/31/2028 |
|
|
37 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Allen Media LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.959%, 02/10/2027 (C) |
|
$ |
702 |
|
|
$ |
610 |
|
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.180%, CME Term SOFR + 3.750%, 05/12/2028 (C) |
|
|
412 |
|
|
|
412 |
|
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, 08/17/2028 (C) |
|
|
271 |
|
|
|
272 |
|
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.329%, 02/15/2029 (C) |
|
|
454 |
|
|
|
455 |
|
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, CME Term SOFR + 3.500%, 03/11/2028 (C)(F) |
|
|
317 |
|
|
|
312 |
|
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.195%, 05/15/2026 (C) |
|
|
19 |
|
|
|
19 |
|
Arcis, 1st Lien |
|
|
|
|
|
|
|
|
9.192%, 11/24/2028 |
|
|
688 |
|
|
|
689 |
|
Aretec Group, Inc., 1st Lien |
|
|
|
|
|
|
|
|
9.927%, 08/09/2030 (C) |
|
|
358 |
|
|
|
360 |
|
Assured Partners, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, 02/12/2027 |
|
|
129 |
|
|
|
129 |
|
Asurion, LLC, New B-4 Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.692%, 01/20/2029 (C) |
|
|
450 |
|
|
|
401 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.692%, 07/31/2027 (C) |
|
|
245 |
|
|
|
235 |
|
Autokiniton Group, Term Loan |
|
|
|
|
|
|
|
|
9.441%, 04/06/2028 |
|
|
214 |
|
|
|
214 |
|
BHN Merger, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.319%, 02/27/2029 |
|
|
260 |
|
|
|
260 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.180%, CME Term SOFR + 2.750%, 06/07/2028 (C) |
|
|
470 |
|
|
|
469 |
|
Caesars Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.663%, 02/06/2030 (C) |
|
|
218 |
|
|
|
218 |
|
8.041%, 02/06/2031 (C) |
|
|
520 |
|
|
|
520 |
|
Cardinal Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.519%, CME Term SOFR + 4.500%, 11/12/2027 (C) |
|
|
992 |
|
|
|
933 |
|
CBS Radio/Entercom Media, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.445%, 08/19/2024 |
|
|
43 |
|
|
|
43 |
|
Chariot Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.680%, 11/03/2028 (C) |
|
|
562 |
|
|
|
561 |
|
Chromalloy Corp, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 03/21/2031 (G) |
|
|
170 |
|
|
|
169 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Citadel Securities, Term Loan |
|
|
|
|
|
|
|
|
7.577%, 07/29/2030 |
|
$ |
626 |
|
|
$ |
625 |
|
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.330%, 05/06/2030 (C) |
|
|
419 |
|
|
|
420 |
|
Clark Equipment Company, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
7.902%, 04/20/2029 (C) |
|
|
86 |
|
|
|
86 |
|
Cotiviti Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 02/21/2031 (G) |
|
|
380 |
|
|
|
379 |
|
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.476%, 02/20/2029 (C) |
|
|
230 |
|
|
|
229 |
|
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.330%, CME Term SOFR + 7.000%, 02/19/2029 (C) |
|
|
1,940 |
|
|
|
1,742 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.330%, CME Term SOFR + 4.000%, 10/16/2026 (C) |
|
|
860 |
|
|
|
856 |
|
DIRECTV Financing, LLC, Closing Date Term Loan |
|
|
|
|
|
|
|
|
10.445%, CME Term SOFR + 5.000%, 08/02/2027 (C) |
|
|
357 |
|
|
|
357 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (F) |
|
|
814 |
|
|
|
814 |
|
DS Parent, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.813%, 01/31/2031 |
|
|
620 |
|
|
|
610 |
|
Energize Holdco LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.192%, 12/08/2028 (C) |
|
|
784 |
|
|
|
781 |
|
Energize Holdco LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.192%, 12/07/2029 |
|
|
425 |
|
|
|
406 |
|
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.652%, EURIBOR + 3.750%, 05/21/2028 (C) |
|
|
317 |
|
|
|
338 |
|
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.321%, 05/19/2028 |
|
|
707 |
|
|
|
704 |
|
Entercom Media Corp., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.074%, CME Term SOFR + 2.500%, 11/18/2024 (C) |
|
|
1,140 |
|
|
|
654 |
|
Evertec, 1st Lien |
|
|
|
|
|
|
|
|
8.826%, 10/30/2030 |
|
|
252 |
|
|
|
253 |
|
EyeCare Partners, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.324%, CME Term SOFR + 3.750%, 02/18/2027 (C) |
|
|
243 |
|
|
|
128 |
|
EyeCare Partners, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.324%, 11/15/2028 |
|
|
451 |
|
|
|
234 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
EyeCare Partners, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.324%, 11/15/2029 |
|
$ |
430 |
|
|
$ |
148 |
|
First Brand Group, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.074%, 03/30/2028 |
|
|
1,200 |
|
|
|
1,185 |
|
First Brands Group, LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 03/30/2027 (C) |
|
|
535 |
|
|
|
535 |
|
First Brands Group, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, 03/30/2027 |
|
|
539 |
|
|
|
539 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.698%, 11/25/2030 (C) |
|
|
708 |
|
|
|
708 |
|
Focus Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, 06/30/2028 |
|
|
312 |
|
|
|
311 |
|
7.826%, 06/30/2028 |
|
|
276 |
|
|
|
275 |
|
Four Season Hot, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.321%, 11/30/2029 |
|
|
170 |
|
|
|
170 |
|
Froneri International Limited, Facility B1, 1st Lien |
|
|
|
|
|
|
|
|
5.991%, Euribor + 2.375%, 01/29/2027 (C) |
|
|
330 |
|
|
|
353 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (C) |
|
|
1,239 |
|
|
|
1,182 |
|
Garda Security, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.583%, 02/01/2029 |
|
|
651 |
|
|
|
651 |
|
GEO Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.201%, 03/23/2027 (C) |
|
|
402 |
|
|
|
413 |
|
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.909%, CME Term SOFR + 4.500%, 02/19/2026 (C) |
|
|
351 |
|
|
|
350 |
|
Global Tel Link Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.680%, CME Term SOFR + 0.040%, 11/29/2025 (C) |
|
|
164 |
|
|
|
159 |
|
Gray Television, Inc., Term D Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.440%, 12/01/2028 |
|
|
379 |
|
|
|
354 |
|
GTCR W Merger Sub LLC |
|
|
|
|
|
|
|
|
8.309%, 01/31/2031 |
|
|
320 |
|
|
|
321 |
|
Harbor Freight Tools USA, Inc |
|
|
|
|
|
|
|
|
8.195%, 10/19/2027 |
|
|
858 |
|
|
|
857 |
|
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.110%, 12/22/2028 |
|
|
762 |
|
|
|
762 |
|
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.321%, 12/21/2029 |
|
|
225 |
|
|
|
217 |
|
Infinisource/ISolved, Term loan, 1st Lien |
|
|
|
|
|
|
|
|
9.327%, 10/14/2030 |
|
|
299 |
|
|
|
301 |
|
Internet Brands, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.580%, 05/03/2028 (C) |
|
|
319 |
|
|
|
317 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Jane Street Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.942%, 01/26/2028 (C) |
|
$ |
764 |
|
|
$ |
764 |
|
Jazz Pharmaceuticals, Term Loan, B-1 |
|
|
|
|
|
|
|
|
8.445%, 05/05/2028 |
|
|
451 |
|
|
|
454 |
|
Kaman/Ruby, Term Loan |
|
|
|
|
|
|
|
|
0.000%, 03/27/2031 (G) |
|
|
390 |
|
|
|
390 |
|
Knight Health Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.692%, 12/23/2028 |
|
|
127 |
|
|
|
54 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.427%, CME Term SOFR + 5.000%, 10/29/2028 (C) |
|
|
635 |
|
|
|
621 |
|
Learsfield Communications, 1st Lien |
|
|
|
|
|
|
|
|
10.827%, 06/30/2028 |
|
|
627 |
|
|
|
624 |
|
Lids Holdings, Term Loan |
|
|
|
|
|
|
|
|
10.980%, 12/14/2026 (F) |
|
|
690 |
|
|
|
686 |
|
Loyalty Ventures Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.750%, 11/03/2027 |
|
|
829 |
|
|
|
7 |
|
LRS Holdings, LLC, Intial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.695%, 08/31/2028 |
|
|
406 |
|
|
|
405 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (C) |
|
|
413 |
|
|
|
243 |
|
Medline Borrower, Term Loan |
|
|
|
|
|
|
|
|
8.197%, 10/23/2028 |
|
|
200 |
|
|
|
200 |
|
Mercury Borrower, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, 08/02/2028 (C) |
|
|
705 |
|
|
|
702 |
|
Michaels Companies, Inc. The, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.821%, LIBOR + 4.250%, 04/15/2028 (C) |
|
|
99 |
|
|
|
89 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (C) |
|
|
258 |
|
|
|
248 |
|
MRI Software, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.902%, 02/10/2027 |
|
|
534 |
|
|
|
530 |
|
Neptune Bidco, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.173%, 10/11/2028 |
|
|
784 |
|
|
|
717 |
|
Nexus Buyer, 1st Lien |
|
|
|
|
|
|
|
|
9.827%, 12/13/2028 (C) |
|
|
860 |
|
|
|
852 |
|
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.827%, 08/17/2028 (C) |
|
|
399 |
|
|
|
400 |
|
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.105%, 08/18/2028 |
|
|
469 |
|
|
|
282 |
|
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.824%, 12/15/2028 |
|
|
557 |
|
|
|
423 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.180%, CME Term SOFR + 3.750%, 02/01/2028 (C) |
|
$ |
509 |
|
|
$ |
508 |
|
Peraton Corp., Term B-1 Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.176%, CME Term SOFR + 7.750%, 02/01/2029 (C) |
|
|
580 |
|
|
|
581 |
|
Phoenix Guarantor, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.577%, 02/21/2031 |
|
|
426 |
|
|
|
420 |
|
Planview Parent, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.564%, CME Term SOFR + 4.000%, 12/17/2027 (C) |
|
|
721 |
|
|
|
718 |
|
Polyconcept, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.802%, 05/18/2029 |
|
|
411 |
|
|
|
408 |
|
Pretium Packaging, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.806%, CME Term SOFR + 5.000%, 10/02/2028 (C) |
|
|
782 |
|
|
|
790 |
|
Project Alpha, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.063%, 10/28/2030 |
|
|
230 |
|
|
|
231 |
|
Project Sky, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.430%, 10/08/2029 (C) |
|
|
140 |
|
|
|
139 |
|
9.333%, 10/08/2028 (C) |
|
|
443 |
|
|
|
441 |
|
Redstone Holdco, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.195%, CME Term SOFR + 4.750%, 04/27/2028 (C) |
|
|
514 |
|
|
|
423 |
|
RegionalCare/Lifepoint Health, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.087%, 11/16/2028 (C) |
|
|
758 |
|
|
|
759 |
|
Ryan, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, 11/14/2030 |
|
|
620 |
|
|
|
623 |
|
Sedgewick CMS, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.076%, 02/24/2028 |
|
|
227 |
|
|
|
228 |
|
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.068%, CME Term SOFR + 3.750%, 10/20/2027 (C) |
|
|
360 |
|
|
|
371 |
|
Sotera Health, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.079%, 12/11/2026 |
|
|
187 |
|
|
|
186 |
|
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.422%, 06/19/2026 |
|
|
560 |
|
|
|
558 |
|
Station Casinos, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.575%, 03/07/2031 |
|
|
530 |
|
|
|
529 |
|
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.993%, 08/31/2028 |
|
|
558 |
|
|
|
550 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (C) |
|
|
770 |
|
|
|
761 |
|
Triton Water Holdings, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.302%, 03/31/2028 |
|
|
339 |
|
|
|
335 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Truist Insurance, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 03/24/2031 (G) |
|
$ |
380 |
|
|
$ |
379 |
|
UFC Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, 04/29/2026 |
|
|
334 |
|
|
|
335 |
|
United Airlines, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
8.076%, 02/22/2031 |
|
|
600 |
|
|
|
600 |
|
Universal Servies, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.080%, 05/12/2028 |
|
|
318 |
|
|
|
319 |
|
UST Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.937%, 11/20/2028 |
|
|
230 |
|
|
|
228 |
|
Verscend Holding Corp., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.445%, CME Term SOFR + 4.000%, 08/27/2025 (C) |
|
|
541 |
|
|
|
541 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.940%, CME Term SOFR + 2.500%, 01/31/2028 (C) |
|
|
935 |
|
|
|
920 |
|
Virgin Media, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.790%, 03/31/2031 (C) |
|
|
340 |
|
|
|
334 |
|
Virtusa, Term Loan |
|
|
|
|
|
|
|
|
9.192%, 02/11/2028 |
|
|
906 |
|
|
|
907 |
|
WW International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.945%, CME Term SOFR + 3.500%, 04/13/2028 (C) |
|
|
80 |
|
|
|
35 |
|
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, 07/26/2028 (C) |
|
|
493 |
|
|
|
490 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $56,880) ($ Thousands) |
|
|
|
|
|
|
54,308 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 9.4% |
| |
|
|
|
|
|
|
|
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050(A) |
|
|
1,630 |
|
|
|
1,301 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
200 |
|
|
|
172 |
|
9.125%, 11/26/2049(A) |
|
|
1,170 |
|
|
|
989 |
|
8.750%, 04/14/2032(A) |
|
|
210 |
|
|
|
193 |
|
8.000%, 11/26/2029(A) |
|
|
420 |
|
|
|
390 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.625%, 07/09/2024(E) |
|
|
1,246 |
|
|
|
517 |
|
3.500%, 07/09/2029(E) |
|
|
1,310 |
|
|
|
528 |
|
1.000%, 07/09/2029 |
|
|
262 |
|
|
|
141 |
|
0.750%, 07/09/2027(E) |
|
|
2,610 |
|
|
|
1,368 |
|
0.500%, 07/09/2029 |
|
EUR |
6 |
|
|
|
3 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
5.625%, 05/18/2034(A) |
|
$ |
940 |
|
|
$ |
846 |
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 01/19/2032(A) |
|
EUR |
1,480 |
|
|
|
1,343 |
|
Brazil Government International Bond |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
$ |
80 |
|
|
|
79 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 05/15/2051 |
|
|
630 |
|
|
|
390 |
|
3.125%, 04/15/2031 |
|
|
730 |
|
|
|
582 |
|
3.000%, 01/30/2030 |
|
|
730 |
|
|
|
605 |
|
Cordoba Government International Bond |
|
|
|
|
|
|
|
|
6.990%, 06/01/2027(A)(E) |
|
|
226 |
|
|
|
174 |
|
Country Garden Holdings |
|
|
|
|
|
|
|
|
8.000%, 01/27/2024(B) |
|
|
200 |
|
|
|
14 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
7.450%, 04/30/2044 |
|
|
600 |
|
|
|
631 |
|
6.850%, 01/27/2045 |
|
|
660 |
|
|
|
653 |
|
6.500%, 02/15/2048(A) |
|
|
1,270 |
|
|
|
1,206 |
|
6.400%, 06/05/2049(A) |
|
|
660 |
|
|
|
620 |
|
5.500%, 02/22/2029(A) |
|
|
240 |
|
|
|
233 |
|
4.875%, 09/23/2032 |
|
|
460 |
|
|
|
412 |
|
4.500%, 01/30/2030 |
|
|
550 |
|
|
|
500 |
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 07/31/2024(A)(E) |
|
|
352 |
|
|
|
238 |
|
2.500%, 07/31/2024(A)(E) |
|
|
1,128 |
|
|
|
547 |
|
0.000%, 07/31/2030(A)(H) |
|
|
329 |
|
|
|
162 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050(A) |
|
|
710 |
|
|
|
582 |
|
8.700%, 03/01/2049(A) |
|
|
520 |
|
|
|
419 |
|
8.500%, 01/31/2047 |
|
|
450 |
|
|
|
357 |
|
5.800%, 09/30/2027 |
|
|
390 |
|
|
|
351 |
|
4.750%, 04/16/2026(A) |
|
EUR |
100 |
|
|
|
101 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050(A) |
|
$ |
530 |
|
|
|
493 |
|
4.900%, 06/01/2030(A) |
|
|
280 |
|
|
|
267 |
|
4.875%, 02/13/2028 |
|
|
790 |
|
|
|
761 |
|
4.375%, 06/05/2027(A) |
|
|
790 |
|
|
|
756 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
3.850%, 10/15/2030 |
|
|
200 |
|
|
|
187 |
|
2.850%, 02/14/2030 |
|
|
900 |
|
|
|
802 |
|
1.100%, 03/12/2033 |
|
EUR |
400 |
|
|
|
342 |
|
Iraq Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
$ |
140 |
|
|
|
132 |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 01/30/2033(A) |
|
|
1,020 |
|
|
|
1,011 |
|
6.625%, 03/22/2048 |
|
EUR |
420 |
|
|
|
369 |
|
5.250%, 03/22/2030 |
|
|
390 |
|
|
|
391 |
|
4.875%, 01/30/2032(A) |
|
|
1,410 |
|
|
|
1,310 |
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
9.625%, 11/03/2030 |
|
JMD |
30,000 |
|
|
|
206 |
|
7.875%, 07/28/2045 |
|
$ |
740 |
|
|
|
869 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 01/15/2028(A) |
|
$ |
500 |
|
|
$ |
506 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.500%, 05/31/2029 |
|
MXN |
26,600 |
|
|
|
1,551 |
|
5.750%, 03/05/2026 |
|
|
9,770 |
|
|
|
544 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 05/07/2036 |
|
$ |
290 |
|
|
|
291 |
|
3.771%, 05/24/2061 |
|
|
520 |
|
|
|
338 |
|
2.659%, 05/24/2031 |
|
|
920 |
|
|
|
767 |
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
3.000%, 12/15/2032(A) |
|
|
730 |
|
|
|
586 |
|
1.500%, 11/27/2031(A) |
|
EUR |
290 |
|
|
|
251 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
8.747%, 01/21/2031 |
|
$ |
1,720 |
|
|
|
1,660 |
|
7.696%, 02/23/2038(A) |
|
|
690 |
|
|
|
566 |
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 01/17/2048 |
|
|
200 |
|
|
|
204 |
|
6.250%, 01/25/2031(A) |
|
|
773 |
|
|
|
799 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 04/08/2026(A) |
|
|
340 |
|
|
|
303 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
500 |
|
|
|
484 |
|
5.600%, 03/13/2048 |
|
|
760 |
|
|
|
689 |
|
5.400%, 03/30/2050(A) |
|
|
320 |
|
|
|
281 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.550%, 03/29/2026(A) |
|
|
530 |
|
|
|
525 |
|
4.450%, 02/20/2029(A) |
|
|
330 |
|
|
|
323 |
|
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2024(A)(E) |
|
|
3,055 |
|
|
|
1,245 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.103%, 04/23/2048(A) |
|
|
820 |
|
|
|
796 |
|
4.817%, 03/14/2049(A) |
|
|
690 |
|
|
|
646 |
|
4.625%, 06/02/2046 |
|
|
280 |
|
|
|
257 |
|
4.400%, 04/16/2050(A) |
|
|
450 |
|
|
|
397 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031(A) |
|
|
740 |
|
|
|
758 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
5.125%, 06/15/2048(A) |
|
|
200 |
|
|
|
170 |
|
3.375%, 01/28/2050(A) |
|
EUR |
90 |
|
|
|
68 |
|
2.875%, 05/26/2028 |
|
|
650 |
|
|
|
661 |
|
2.875%, 03/11/2029 |
|
|
1,490 |
|
|
|
1,484 |
|
2.124%, 07/16/2031(A) |
|
|
250 |
|
|
|
220 |
|
2.000%, 01/28/2032(A) |
|
|
110 |
|
|
|
94 |
|
2.000%, 04/14/2033(A) |
|
|
900 |
|
|
|
745 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
4.500%, 04/22/2060(A) |
|
$ |
1,070 |
|
|
|
879 |
|
3.750%, 01/21/2055(A) |
|
|
220 |
|
|
|
158 |
|
3.250%, 10/22/2030(A) |
|
|
430 |
|
|
|
390 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
South Africa Government International Bond |
|
|
|
|
|
|
|
|
5.650%, 09/27/2047 |
|
$ |
950 |
|
|
$ |
688 |
|
4.850%, 09/27/2027 |
|
|
890 |
|
|
|
843 |
|
4.300%, 10/12/2028 |
|
|
200 |
|
|
|
180 |
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.550%, 03/28/2030(A) |
|
|
910 |
|
|
|
532 |
|
6.850%, 03/14/2024(A) |
|
|
200 |
|
|
|
118 |
|
6.850%, 11/03/2025 |
|
|
570 |
|
|
|
339 |
|
6.750%, 04/18/2028(A) |
|
|
360 |
|
|
|
211 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 04/26/2029 |
|
|
560 |
|
|
|
570 |
|
6.875%, 03/17/2036 |
|
|
60 |
|
|
|
56 |
|
6.500%, 09/20/2033 |
|
|
900 |
|
|
|
843 |
|
6.000%, 03/25/2027 |
|
|
320 |
|
|
|
315 |
|
6.000%, 01/14/2041 |
|
|
1,980 |
|
|
|
1,626 |
|
4.250%, 04/14/2026 |
|
|
530 |
|
|
|
511 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2030(A) |
|
|
640 |
|
|
|
223 |
|
8.994%, 02/01/2026 |
|
|
280 |
|
|
|
104 |
|
7.750%, 09/01/2025 |
|
|
910 |
|
|
|
334 |
|
7.750%, 09/01/2026 |
|
|
230 |
|
|
|
80 |
|
7.750%, 09/01/2029 |
|
|
250 |
|
|
|
81 |
|
7.375%, 09/25/2034(A) |
|
|
200 |
|
|
|
58 |
|
7.253%, 03/15/2035(A) |
|
|
420 |
|
|
|
120 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/02/2040 |
|
UYU |
6,307 |
|
|
|
180 |
|
Uzbekistan Government International Bond MTN |
|
|
|
|
|
|
|
|
3.700%, 11/25/2030(A) |
|
$ |
660 |
|
|
|
550 |
|
Virgin Money UK |
|
|
|
|
|
|
|
|
9.250%, GUKG5 + 8.307%, 06/08/2172(C)(D) |
|
GBP |
300 |
|
|
|
380 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $62,375) ($ Thousands) |
|
|
53,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 9.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 0.5% |
|
|
|
|
iHeartMedia Inc * |
|
|
168,843 |
|
|
|
353 |
|
Intelsat Jackson Holdings *(F) |
|
|
22,561 |
|
|
|
620 |
|
Verizon Communications Inc |
|
|
49,970 |
|
|
|
2,097 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,070 |
|
Consumer Discretionary — 0.2% |
|
|
|
|
Best Buy Co Inc |
|
|
5,377 |
|
|
|
441 |
|
Bosideng International Holdings Ltd |
|
|
183,920 |
|
|
|
92 |
|
McDonald's Corp |
|
|
1,109 |
|
|
|
313 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
846 |
|
Consumer Staples — 2.2% |
|
|
|
|
Altria Group Inc |
|
|
48,885 |
|
|
|
2,132 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Clorox Co/The |
|
|
5,600 |
|
|
$ |
857 |
|
Coca-Cola Co/The |
|
|
23,406 |
|
|
|
1,432 |
|
Colgate-Palmolive Co |
|
|
1,237 |
|
|
|
111 |
|
Flowers Foods Inc |
|
|
10,839 |
|
|
|
258 |
|
General Mills Inc |
|
|
18,822 |
|
|
|
1,317 |
|
Kellanova |
|
|
17,240 |
|
|
|
988 |
|
Kimberly-Clark Corp |
|
|
12,398 |
|
|
|
1,604 |
|
Mondelez International Inc, Cl A |
|
|
2,052 |
|
|
|
144 |
|
PepsiCo Inc |
|
|
8,606 |
|
|
|
1,506 |
|
Philip Morris International Inc |
|
|
15,518 |
|
|
|
1,422 |
|
Procter & Gamble Co/The |
|
|
3,592 |
|
|
|
583 |
|
Vector Group Ltd |
|
|
6,784 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,428 |
|
Energy — 1.1% |
|
|
|
|
Chevron Corp |
|
|
9,666 |
|
|
|
1,525 |
|
Chord Energy Corp |
|
|
2,163 |
|
|
|
385 |
|
DT Midstream Inc |
|
|
4,865 |
|
|
|
297 |
|
Enbridge Inc |
|
|
35,158 |
|
|
|
1,272 |
|
International Seaways Inc |
|
|
1,872 |
|
|
|
100 |
|
Noble Corp PLC |
|
|
7,982 |
|
|
|
387 |
|
Summit Midstream Partners LP * |
|
|
28,458 |
|
|
|
799 |
|
Williams Cos Inc/The |
|
|
41,679 |
|
|
|
1,624 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,389 |
|
Financials — 1.0% |
|
|
|
|
American Financial Group Inc/OH |
|
|
4,029 |
|
|
|
550 |
|
Bank Mandiri Persero Tbk PT |
|
|
1,846,204 |
|
|
|
844 |
|
CME Group Inc, Cl A |
|
|
7,366 |
|
|
|
1,586 |
|
Cohen & Steers Inc |
|
|
1,416 |
|
|
|
109 |
|
DBS Group Holdings Ltd |
|
|
56,802 |
|
|
|
1,516 |
|
Malayan Banking Bhd |
|
|
284,010 |
|
|
|
579 |
|
OneMain Holdings Inc, Cl A |
|
|
5,990 |
|
|
|
306 |
|
Schroders PLC |
|
|
45,634 |
|
|
|
217 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,707 |
|
Health Care — 2.0% |
|
|
|
|
AbbVie Inc |
|
|
11,166 |
|
|
|
2,034 |
|
Amgen Inc, Cl A |
|
|
5,138 |
|
|
|
1,461 |
|
Bristol-Myers Squibb Co |
|
|
33,305 |
|
|
|
1,806 |
|
Gilead Sciences Inc |
|
|
19,811 |
|
|
|
1,451 |
|
Johnson & Johnson |
|
|
10,061 |
|
|
|
1,592 |
|
Medtronic PLC |
|
|
14,066 |
|
|
|
1,226 |
|
Merck & Co Inc |
|
|
3,836 |
|
|
|
506 |
|
Pfizer Inc |
|
|
34,462 |
|
|
|
956 |
|
Roche Holding AG |
|
|
1,858 |
|
|
|
501 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,533 |
|
Industrials — 0.7% |
|
|
|
|
Automatic Data Processing Inc |
|
|
645 |
|
|
|
161 |
|
CK Hutchison Holdings Ltd |
|
|
142,749 |
|
|
|
689 |
|
COMSYS Holdings Corp |
|
|
6,029 |
|
|
|
141 |
|
Illinois Tool Works Inc |
|
|
417 |
|
|
|
112 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,443 |
|
|
|
237 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PACCAR Inc |
|
|
15,962 |
|
|
$ |
1,977 |
|
Societe BIC SA |
|
|
1,198 |
|
|
|
86 |
|
Watsco Inc |
|
|
687 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,700 |
|
Information Technology — 0.6% |
|
|
|
|
Chicony Electronics Co Ltd |
|
|
29,413 |
|
|
|
204 |
|
Cisco Systems Inc |
|
|
26,711 |
|
|
|
1,333 |
|
Qlik, Cl A *(F) |
|
|
56 |
|
|
|
80 |
|
Qlik, Cl B *(F) |
|
|
13,812 |
|
|
|
— |
|
Texas Instruments Inc |
|
|
9,213 |
|
|
|
1,605 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,222 |
|
Materials — 0.3% |
|
|
|
|
Arctic Canadian Diamond Company Ltd *(F) |
|
|
824 |
|
|
|
210 |
|
LyondellBasell Industries NV, Cl A |
|
|
13,537 |
|
|
|
1,385 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,595 |
|
Real Estate — 0.7% |
|
|
|
|
Essential Properties Realty Trust Inc ‡ |
|
|
8,712 |
|
|
|
232 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
14,040 |
|
|
|
647 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
1,511 |
|
|
|
156 |
|
Public Storage ‡ |
|
|
5,406 |
|
|
|
1,568 |
|
VICI Properties Inc, Cl A ‡ |
|
|
43,897 |
|
|
|
1,308 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,911 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $47,996) ($ Thousands) |
|
|
|
|
|
|
52,401 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 7.6% |
Agency Mortgage-Backed Obligations — 0.9% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.000%, 12/01/2052 |
|
$ |
79 |
|
|
|
81 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
514 |
|
|
|
102 |
|
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
448 |
|
|
|
72 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
10.120%, SOFR30A + 4.800%, 10/25/2050(A)(C) |
|
|
210 |
|
|
|
236 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.320%, SOFR30A + 3.000%, 12/25/2050(A)(C) |
|
|
630 |
|
|
|
663 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
7.120%, SOFR30A + 1.800%, 01/25/2051(A)(C) |
|
|
119 |
|
|
|
120 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
8.820%, SOFR30A + 3.500%, 10/25/2033(A)(C) |
|
$ |
390 |
|
|
$ |
429 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
8.370%, SOFR30A + 3.050%, 01/25/2034(A)(C) |
|
|
590 |
|
|
|
624 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.070%, SOFR30A + 3.750%, 02/25/2042(A)(C) |
|
|
500 |
|
|
|
526 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.520%, SOFR30A + 2.200%, 05/25/2042(A)(C) |
|
|
496 |
|
|
|
504 |
|
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.165%, 05/25/2045(C) |
|
|
1,174 |
|
|
|
96 |
|
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO |
|
|
|
|
|
|
|
|
0.715%, 01/25/2048(C) |
|
|
819 |
|
|
|
88 |
|
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
477 |
|
|
|
95 |
|
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/25/2048 |
|
|
920 |
|
|
|
181 |
|
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO |
|
|
|
|
|
|
|
|
1.159%, 01/16/2040(C) |
|
|
932 |
|
|
|
104 |
|
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO |
|
|
|
|
|
|
|
|
0.607%, 08/20/2043(C) |
|
|
99 |
|
|
|
9 |
|
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO |
|
|
|
|
|
|
|
|
4.000%, 08/20/2045 |
|
|
1,145 |
|
|
|
173 |
|
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO |
|
|
|
|
|
|
|
|
4.000%, 10/20/2045 |
|
|
645 |
|
|
|
101 |
|
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2045 |
|
|
248 |
|
|
|
29 |
|
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.217%, 07/20/2047(C) |
|
|
991 |
|
|
|
78 |
|
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO |
|
|
|
|
|
|
|
|
0.757%, 09/20/2048(C) |
|
|
379 |
|
|
|
37 |
|
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO |
|
|
|
|
|
|
|
|
0.757%, 09/20/2048(C) |
|
|
278 |
|
|
|
32 |
|
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO |
|
|
|
|
|
|
|
|
0.757%, 09/20/2048(C) |
|
|
1,264 |
|
|
|
138 |
|
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO |
|
|
|
|
|
|
|
|
0.757%, 05/20/2048(C) |
|
|
1,182 |
|
|
|
118 |
|
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO |
|
|
|
|
|
|
|
|
0.257%, 01/20/2048(C) |
|
|
2,267 |
|
|
|
189 |
|
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO |
|
|
|
|
|
|
|
|
0.607%, 01/20/2049(C) |
|
|
198 |
|
|
|
18 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO |
|
|
|
|
|
|
|
|
0.657%, 09/20/2049(C) |
|
|
553 |
|
|
|
53 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO |
|
|
|
|
|
|
|
|
0.657%, 09/20/2049(C) |
|
|
734 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2049 |
|
$ |
1,807 |
|
|
$ |
303 |
|
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO |
|
|
|
|
|
|
|
|
0.607%, 01/20/2049(C) |
|
|
156 |
|
|
|
15 |
|
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.657%, 06/20/2049(C) |
|
|
126 |
|
|
|
12 |
|
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2050 |
|
|
670 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,435 |
|
Non-Agency Mortgage-Backed Obligations — 6.7% |
|
|
|
|
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D |
|
|
|
|
|
|
|
|
7.155%, TSFR1M + 1.836%, 09/15/2034(A)(C) |
|
|
280 |
|
|
|
259 |
|
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1 |
|
|
|
|
|
|
|
|
6.374%, TSFR1M + 1.044%, 11/25/2034(C) |
|
|
278 |
|
|
|
274 |
|
Alternative Loan Trust, Ser 2005-81, Cl A1 |
|
|
|
|
|
|
|
|
6.004%, TSFR1M + 0.674%, 02/25/2037(C) |
|
|
423 |
|
|
|
336 |
|
BANK, Ser 2022-BNK44, Cl D |
|
|
|
|
|
|
|
|
4.000%, 11/15/2032(A)(C) |
|
|
600 |
|
|
|
416 |
|
BANK, Ser 2023-BNK46, Cl XA, IO |
|
|
|
|
|
|
|
|
0.617%, 08/15/2056(C) |
|
|
3,408 |
|
|
|
138 |
|
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO |
|
|
|
|
|
|
|
|
1.001%, 05/15/2052(C) |
|
|
10,412 |
|
|
|
368 |
|
Benchmark Mortgage Trust, Ser 2023-V3, Cl D |
|
|
|
|
|
|
|
|
4.000%, 07/15/2056(A) |
|
|
500 |
|
|
|
404 |
|
BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F |
|
|
|
|
|
|
|
|
10.761%, TSFR1M + 5.436%, 02/15/2039(A)(C) |
|
|
480 |
|
|
|
465 |
|
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A |
|
|
|
|
|
|
|
|
3.125%, 01/29/2070(A)(E) |
|
|
639 |
|
|
|
599 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.521%, TSFR1M + 2.196%, 04/15/2034(A)(C) |
|
|
970 |
|
|
|
966 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J |
|
|
|
|
|
|
|
|
9.330%, TSFR1M + 4.004%, 10/15/2038(A)(C) |
|
|
391 |
|
|
|
387 |
|
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl D |
|
|
|
|
|
|
|
|
10.099%, TSFR1M + 4.774%, 06/15/2040(A)(C) |
|
|
280 |
|
|
|
280 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E |
|
|
|
|
|
|
|
|
11.196%, TSFR1M + 5.871%, 06/15/2040(A)(C) |
|
$ |
560 |
|
|
$ |
560 |
|
BX Trust, Ser 2021-ARIA, Cl E |
|
|
|
|
|
|
|
|
7.684%, TSFR1M + 2.359%, 10/15/2036(A)(C) |
|
|
550 |
|
|
|
539 |
|
BX Trust, Ser 2021-SDMF, Cl F |
|
|
|
|
|
|
|
|
7.377%, TSFR1M + 2.051%, 09/15/2034(A)(C) |
|
|
297 |
|
|
|
287 |
|
BX Trust, Ser 2024-CNYN, Cl D |
|
|
|
|
|
|
|
|
7.990%, TSFR1M + 2.690%, 04/15/2029(A)(C) |
|
|
540 |
|
|
|
540 |
|
CAFL Issuer, Ser 2023-RTL1, Cl A1 |
|
|
|
|
|
|
|
|
7.553%, 12/28/2030(A)(E) |
|
|
520 |
|
|
|
523 |
|
Capmark Military Housing Trust, Ser 2007-AET2, Cl A |
|
|
|
|
|
|
|
|
6.063%, 10/10/2052(A) |
|
|
906 |
|
|
|
868 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(A)(C) |
|
|
500 |
|
|
|
372 |
|
CIM Trust, Ser 2023-R4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 05/25/2062(A)(C) |
|
|
511 |
|
|
|
504 |
|
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1 |
|
|
|
|
|
|
|
|
9.785%, SOFR30A + 4.464%, 04/25/2031(A)(C) |
|
|
460 |
|
|
|
495 |
|
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1 |
|
|
|
|
|
|
|
|
9.535%, SOFR30A + 4.214%, 07/25/2039(A)(C) |
|
|
463 |
|
|
|
482 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.420%, SOFR30A + 3.100%, 10/25/2041(A)(C) |
|
|
1,020 |
|
|
|
1,049 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
8.070%, SOFR30A + 2.750%, 12/25/2041(A)(C) |
|
|
680 |
|
|
|
692 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 |
|
|
|
|
|
|
|
|
8.320%, SOFR30A + 3.000%, 04/25/2042(A)(C) |
|
|
386 |
|
|
|
398 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1 |
|
|
|
|
|
|
|
|
9.820%, SOFR30A + 4.500%, 04/25/2042(A)(C) |
|
|
433 |
|
|
|
458 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1B1 |
|
|
|
|
|
|
|
|
10.870%, SOFR30A + 5.550%, 01/25/2043(A)(C) |
|
|
300 |
|
|
|
331 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.985%, SOFR30A + 3.664%, 07/25/2030(C) |
|
$ |
570 |
|
|
$ |
612 |
|
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A |
|
|
|
|
|
|
|
|
8.479%, US0003M + 2.900%, 08/09/2024(A)(C) |
|
|
915 |
|
|
|
913 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(A) |
|
|
320 |
|
|
|
164 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.969%, 07/25/2057(A)(C) |
|
|
1,190 |
|
|
|
886 |
|
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1 |
|
|
|
|
|
|
|
|
5.097%, 05/25/2065(A)(C) |
|
|
600 |
|
|
|
609 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl B1 |
|
|
|
|
|
|
|
|
10.070%, SOFR30A + 4.750%, 02/25/2042(A)(C) |
|
|
510 |
|
|
|
543 |
|
FS Commercial Mortgage Trust, Ser 4SZN, Cl B |
|
|
|
|
|
|
|
|
7.544%, 11/10/2039(A)(C) |
|
|
380 |
|
|
|
395 |
|
GS Mortgage Securities II, Ser 2024-70P, Cl E |
|
|
|
|
|
|
|
|
8.666%, 03/10/2041(A)(C) |
|
|
400 |
|
|
|
406 |
|
GS Mortgage Securities Trust, Ser 2015-GC30, Cl C |
|
|
|
|
|
|
|
|
4.068%, 05/10/2050(C) |
|
|
240 |
|
|
|
213 |
|
GS Mortgage Securities Trust, Ser 2015-GC32, Cl D |
|
|
|
|
|
|
|
|
3.345%, 07/10/2048 |
|
|
380 |
|
|
|
334 |
|
GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G |
|
|
|
|
|
|
|
|
10.072%, TSFR1M + 4.747%, 11/15/2032(A)(C) |
|
|
500 |
|
|
|
491 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C |
|
|
|
|
|
|
|
|
9.623%, TSFR1M + 4.297%, 09/15/2031(A)(C) |
|
|
1,754 |
|
|
|
317 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F |
|
|
|
|
|
|
|
|
8.845%, TSFR1M + 3.514%, 12/15/2036(A)(C) |
|
|
595 |
|
|
|
551 |
|
Impac CMB Trust, Ser 2005-4, Cl 1M1 |
|
|
|
|
|
|
|
|
6.089%, TSFR1M + 0.544%, 05/25/2035(C) |
|
|
515 |
|
|
|
463 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL |
|
|
|
|
|
|
|
|
8.462%, TSFR1M + 3.139%, 07/05/2033(A)(C) |
|
|
910 |
|
|
|
599 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E |
|
|
|
|
|
|
|
|
8.541%, TSFR1M + 3.214%, 09/15/2029(A)(C) |
|
$ |
1,730 |
|
|
$ |
952 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F |
|
|
|
|
|
|
|
|
9.706%, TSFR1M + 4.379%, 11/15/2038(A)(C) |
|
|
710 |
|
|
|
676 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP1, Cl C |
|
|
|
|
|
|
|
|
4.723%, 01/15/2049(C) |
|
|
80 |
|
|
|
72 |
|
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2 |
|
|
|
|
|
|
|
|
6.844%, 10/25/2066(A)(E) |
|
|
668 |
|
|
|
668 |
|
Morgan Stanley Capital I Trust, Ser 2015-BS8, Cl C |
|
|
|
|
|
|
|
|
4.559%, 12/15/2048(C) |
|
|
190 |
|
|
|
165 |
|
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B |
|
|
|
|
|
|
|
|
4.115%, 06/26/2036(A)(E) |
|
|
170 |
|
|
|
151 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl C |
|
|
|
|
|
|
|
|
7.018%, 12/15/2056(C) |
|
|
290 |
|
|
|
302 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10 |
|
|
|
|
|
|
|
|
8.685%, SOFR30A + 3.364%, 10/25/2049(A)(C) |
|
|
486 |
|
|
|
479 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10 |
|
|
|
|
|
|
|
|
9.185%, SOFR30A + 3.864%, 03/25/2050(A)(C) |
|
|
478 |
|
|
|
472 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
6.494%, TSFR1M + 1.164%, 01/25/2048(A)(C) |
|
|
234 |
|
|
|
230 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F |
|
|
|
|
|
|
|
|
10.694%, TSFR1M + 5.364%, 05/25/2055(A)(C) |
|
|
468 |
|
|
|
468 |
|
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1 |
|
|
|
|
|
|
|
|
3.040%, TSFR1M + 0.544%, 03/26/2036(A)(C) |
|
|
185 |
|
|
|
174 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.136%, SOFR30A + 3.814%, 11/27/2031(A)(C) |
|
|
157 |
|
|
|
158 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A3 |
|
|
|
|
|
|
|
|
7.304%, 02/25/2058(A)(E) |
|
|
270 |
|
|
|
266 |
|
RALI Series Trust, Ser 2007-QO2, Cl A1 |
|
|
|
|
|
|
|
|
5.594%, TSFR1M + 0.264%, 02/25/2047(C) |
|
|
788 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M |
|
|
|
|
|
|
|
|
4.750%, 08/25/2057(A)(C) |
|
$ |
1,125 |
|
|
$ |
1,034 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M |
|
|
|
|
|
|
|
|
4.500%, 02/25/2059(A)(C) |
|
|
1,720 |
|
|
|
1,554 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M |
|
|
|
|
|
|
|
|
4.250%, 08/25/2059(A)(C) |
|
|
2,230 |
|
|
|
2,034 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M |
|
|
|
|
|
|
|
|
4.250%, 11/25/2059(A)(C) |
|
|
830 |
|
|
|
770 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M |
|
|
|
|
|
|
|
|
4.250%, 05/25/2060(A)(C) |
|
|
640 |
|
|
|
586 |
|
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M |
|
|
|
|
|
|
|
|
4.500%, 11/25/2061(A)(C) |
|
|
320 |
|
|
|
270 |
|
Shops at Crystals Trust, Ser 2106-CSTL, Cl D |
|
|
|
|
|
|
|
|
3.731%, 07/05/2036(A)(C) |
|
|
885 |
|
|
|
819 |
|
SMR Mortgage Trust, Ser 2021-IND, Cl F |
|
|
|
|
|
|
|
|
11.325%, TSFR1M + 6.000%, 02/15/2039(A)(C) |
|
|
789 |
|
|
|
688 |
|
SMRT, Ser 2022-MINI, Cl D |
|
|
|
|
|
|
|
|
7.276%, TSFR1M + 1.950%, 01/15/2039(A)(C) |
|
|
550 |
|
|
|
540 |
|
Soho Trust, Ser 2021-SOHO, Cl D |
|
|
|
|
|
|
|
|
2.697%, 08/10/2038(A)(C) |
|
|
440 |
|
|
|
246 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B |
|
|
|
|
|
|
|
|
3.500%, 10/25/2059(A)(C) |
|
|
640 |
|
|
|
499 |
|
Trust, Ser 2023-MIC, Cl B |
|
|
|
|
|
|
|
|
9.532%, 12/05/2038(A)(C) |
|
|
270 |
|
|
|
286 |
|
Verus Securitization Trust, Ser 2022-INV1, Cl B1 |
|
|
|
|
|
|
|
|
5.848%, 08/25/2067(A)(C) |
|
|
321 |
|
|
|
304 |
|
Verus Securitization Trust, Ser 2023-8, Cl A3 |
|
|
|
|
|
|
|
|
6.968%, 12/25/2068(A)(E) |
|
|
337 |
|
|
|
339 |
|
Verus Securitization Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
6.118%, 01/25/2069(A)(E) |
|
|
668 |
|
|
|
665 |
|
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2 |
|
|
|
|
|
|
|
|
4.364%, 12/25/2036(C) |
|
|
468 |
|
|
|
401 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B |
|
|
|
|
|
|
|
|
3.959%, 12/15/2047 |
|
|
390 |
|
|
|
380 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1 |
|
|
|
|
|
|
|
|
6.265%, 04/25/2036(C) |
|
$ |
286 |
|
|
$ |
266 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,669 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $46,580) ($ Thousands) |
|
|
|
|
|
|
43,104 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 5.8% |
| |
|
|
|
|
|
|
|
|
Australia — 0.1% |
|
|
|
|
JB Hi-Fi Ltd |
|
|
6,557 |
|
|
|
275 |
|
Premier Investments Ltd |
|
|
4,897 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
380 |
|
| |
|
|
|
|
|
|
|
|
Canada — 0.4% |
|
|
|
|
BCE Inc |
|
|
4,069 |
|
|
|
138 |
|
Canadian Natural Resources Ltd |
|
|
21,001 |
|
|
|
1,604 |
|
Gibson Energy Inc |
|
|
7,694 |
|
|
|
131 |
|
Great-West Lifeco Inc |
|
|
14,862 |
|
|
|
476 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,349 |
|
| |
|
|
|
|
|
|
|
|
France — 0.3% |
|
|
|
|
La Francaise des Jeux SAEM |
|
|
5,369 |
|
|
|
219 |
|
Rubis SCA |
|
|
5,050 |
|
|
|
178 |
|
Sanofi SA |
|
|
12,140 |
|
|
|
1,193 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,590 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.2% |
|
|
|
|
Mercedes-Benz Group AG |
|
|
16,492 |
|
|
|
1,315 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 1.0% |
|
|
|
|
Agricultural Bank of China Ltd, Cl H |
|
|
1,613,375 |
|
|
|
680 |
|
Bank of China Ltd, Cl H |
|
|
4,042,654 |
|
|
|
1,668 |
|
China CITIC Bank Corp Ltd, Cl H |
|
|
489,770 |
|
|
|
261 |
|
China Construction Bank Corp, Cl H |
|
|
2,587,649 |
|
|
|
1,560 |
|
CK Asset Holdings Ltd |
|
|
110,031 |
|
|
|
453 |
|
CK Infrastructure Holdings Ltd |
|
|
34,145 |
|
|
|
200 |
|
HKT Trust & HKT Ltd |
|
|
197,586 |
|
|
|
230 |
|
Power Assets Holdings Ltd |
|
|
26,603 |
|
|
|
156 |
|
SITC International Holdings Co Ltd |
|
|
71,531 |
|
|
|
131 |
|
Want Want China Holdings Ltd |
|
|
274,457 |
|
|
|
162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,501 |
|
| |
|
|
|
|
|
|
|
|
India — 0.2% |
|
|
|
|
Bajaj Auto Ltd |
|
|
3,334 |
|
|
|
366 |
|
HCL Technologies Ltd |
|
|
50,333 |
|
|
|
931 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Indonesia — 0.2% |
|
|
|
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
3,056,137 |
|
|
$ |
1,166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Italy — 0.4% |
|
|
|
|
Assicurazioni Generali SpA |
|
|
59,767 |
|
|
|
1,514 |
|
Azimut Holding SpA |
|
|
5,873 |
|
|
|
159 |
|
Italgas SpA |
|
|
25,503 |
|
|
|
149 |
|
Poste Italiane SpA |
|
|
28,394 |
|
|
|
356 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,178 |
|
| |
|
|
|
|
|
|
|
|
Japan — 0.4% |
|
|
|
|
Japan Tobacco Inc |
|
|
57,222 |
|
|
|
1,523 |
|
SoftBank Corp |
|
|
15,573 |
|
|
|
200 |
|
USS Co Ltd |
|
|
22,224 |
|
|
|
183 |
|
Yamato Kogyo Co Ltd |
|
|
1,949 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,017 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.0% |
|
|
|
|
Petronas Dagangan Bhd |
|
|
15,538 |
|
|
|
71 |
|
Petronas Gas Bhd |
|
|
43,248 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
231 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
Koninklijke KPN NV |
|
|
184,001 |
|
|
|
689 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.1% |
|
|
|
|
Spark New Zealand Ltd |
|
|
102,378 |
|
|
|
292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.3% |
|
|
|
|
ComfortDelGro Corp Ltd |
|
|
114,449 |
|
|
|
119 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
132,962 |
|
|
|
1,329 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,448 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.1% |
|
|
|
|
KT&G Corp |
|
|
5,369 |
|
|
|
374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Spain — 0.5% |
|
|
|
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
3,662 |
|
|
|
102 |
|
Enagas SA |
|
|
13,317 |
|
|
|
198 |
|
Industria de Diseno Textil SA |
|
|
40,479 |
|
|
|
2,040 |
|
Mapfre SA |
|
|
47,313 |
|
|
|
120 |
|
Redeia Corp SA |
|
|
22,377 |
|
|
|
382 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,842 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.1% |
|
|
|
|
Svenska Handelsbanken AB, Cl A |
|
|
79,755 |
|
|
|
807 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Switzerland — 0.4% |
|
|
|
|
Novartis AG |
|
|
15,309 |
|
|
$ |
1,485 |
|
Roche Holding AG |
|
|
3,477 |
|
|
|
887 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,372 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.6% |
|
|
|
|
Chunghwa Telecom Co Ltd |
|
|
204,369 |
|
|
|
802 |
|
Far EasTone Telecommunications Co Ltd |
|
|
81,995 |
|
|
|
207 |
|
MediaTek Inc |
|
|
48,792 |
|
|
|
1,769 |
|
Novatek Microelectronics Corp |
|
|
32,550 |
|
|
|
599 |
|
Radiant Opto-Electronics Corp |
|
|
23,758 |
|
|
|
128 |
|
Simplo Technology Co Ltd |
|
|
9,808 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,643 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.4% |
|
|
|
|
Games Workshop Group PLC |
|
|
1,821 |
|
|
|
231 |
|
Hargreaves Lansdown PLC |
|
|
19,337 |
|
|
|
180 |
|
Imperial Brands PLC |
|
|
49,536 |
|
|
|
1,108 |
|
OSB Group PLC |
|
|
22,742 |
|
|
|
108 |
|
Pagegroup PLC |
|
|
17,876 |
|
|
|
101 |
|
Taylor Wimpey PLC |
|
|
186,486 |
|
|
|
323 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,051 |
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $28,807) ($ Thousands) |
|
|
|
|
|
|
32,542 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
ASSET-BACKED SECURITIES — 4.2% |
Other Asset-Backed Securities — 4.2% |
|
|
|
|
| |
|
|
|
|
ALM, Ser 2020-1A, Cl D |
|
|
|
|
|
|
|
|
11.576%, TSFR3M + 6.262%, 10/15/2029(A)(C) |
|
$ |
560 |
|
|
|
556 |
|
AMMC CLO 30, Ser 2024-30A, Cl D |
|
|
|
|
|
|
|
|
9.791%, TSFR3M + 4.500%, 01/15/2037(A)(C) |
|
|
250 |
|
|
|
249 |
|
Apidos CLO XXII, Ser 2020-22A, Cl DR |
|
|
|
|
|
|
|
|
12.329%, TSFR3M + 7.012%, 04/20/2031(A)(C) |
|
|
1,380 |
|
|
|
1,370 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053(A) |
|
|
530 |
|
|
|
548 |
|
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER |
|
|
|
|
|
|
|
|
12.446%, TSFR3M + 7.122%, 07/25/2034(A)(C) |
|
|
890 |
|
|
|
832 |
|
Buckhorn Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.680%, TSFR3M + 1.382%, 07/18/2034(A)(C) |
|
|
790 |
|
|
|
790 |
|
Buckhorn Park CLO, Ser 2021-1A, Cl DR |
|
|
|
|
|
|
|
|
8.660%, TSFR3M + 3.362%, 07/18/2034(A)(C) |
|
|
400 |
|
|
|
395 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Canyon Capital CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
11.986%, TSFR3M + 6.672%, 04/15/2034(A)(C) |
|
$ |
280 |
|
|
$ |
266 |
|
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1 |
|
|
|
|
|
|
|
|
6.619%, TSFR3M + 1.312%, 05/15/2031(A)(C) |
|
|
861 |
|
|
|
862 |
|
CarVal CLO VII-C, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
7.518%, TSFR3M + 2.200%, 01/20/2035(A)(C) |
|
|
730 |
|
|
|
732 |
|
CIFC Funding, Ser 2017-3A, Cl C |
|
|
|
|
|
|
|
|
9.229%, TSFR3M + 3.912%, 07/20/2030(A)(C) |
|
|
690 |
|
|
|
683 |
|
CQS US CLO, Ser 2021-1A, Cl D1 |
|
|
|
|
|
|
|
|
9.129%, TSFR3M + 3.812%, 01/20/2035(A)(C) |
|
|
1,850 |
|
|
|
1,817 |
|
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3 |
|
|
|
|
|
|
|
|
11.979%, TSFR3M + 6.662%, 04/20/2034(A)(C) |
|
|
330 |
|
|
|
300 |
|
Eaton Vance CLO, Ser 2021-2A, Cl ER |
|
|
|
|
|
|
|
|
12.076%, TSFR3M + 6.762%, 01/15/2035(A)(C) |
|
|
500 |
|
|
|
495 |
|
Fortress Credit BSL XII, Ser 2021-4A, Cl E |
|
|
|
|
|
|
|
|
12.706%, TSFR3M + 7.392%, 10/15/2034(A)(C) |
|
|
250 |
|
|
|
233 |
|
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
8.429%, TSFR3M + 3.112%, 04/20/2030(A)(C) |
|
|
500 |
|
|
|
498 |
|
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B |
|
|
|
|
|
|
|
|
2.940%, 01/20/2049(A) |
|
|
90 |
|
|
|
68 |
|
Greystone CRE Notes, Ser 2024-HC3, Cl D |
|
|
|
|
|
|
|
|
10.663%, TSFR1M + 5.333%, 03/15/2041(A)(C) |
|
|
250 |
|
|
|
249 |
|
Halsey Point CLO I, Ser 2019-1A, Cl F |
|
|
|
|
|
|
|
|
13.779%, TSFR3M + 8.462%, 01/20/2033(A)(C) |
|
|
290 |
|
|
|
258 |
|
Hardee's Funding, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(A) |
|
|
968 |
|
|
|
872 |
|
Marathon CLO II, Ser 2005-2A |
|
|
|
|
|
|
|
|
0.000%, 12/20/2019(A)(F)(G) |
|
|
750 |
|
|
|
– |
|
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR |
|
|
|
|
|
|
|
|
8.476%, TSFR3M + 3.162%, 10/16/2033(A)(C) |
|
|
500 |
|
|
|
491 |
|
Neuberger Berman Loan Advisers CLO 44, Ser 2021-44A, Cl E |
|
|
|
|
|
|
|
|
11.576%, TSFR3M + 6.262%, 10/16/2034(A)(C) |
|
|
490 |
|
|
|
486 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ocean Trails CLO IX, Ser 2021-9A, Cl DR |
|
|
|
|
|
|
|
|
9.326%, TSFR3M + 4.012%, 10/15/2034(A)(C) |
|
$ |
500 |
|
|
$ |
489 |
|
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1 |
|
|
|
|
|
|
|
|
7.318%, TSFR3M + 2.000%, 01/20/2035(A)(C) |
|
|
650 |
|
|
|
653 |
|
Octagon Investment Partners 32, Ser 2017-1A, Cl D |
|
|
|
|
|
|
|
|
8.976%, TSFR3M + 3.662%, 07/15/2029(A)(C) |
|
|
250 |
|
|
|
249 |
|
OHA Loan Funding, Ser 2018-1A, Cl DR2 |
|
|
|
|
|
|
|
|
8.627%, TSFR3M + 3.312%, 07/23/2031(A)(C) |
|
|
350 |
|
|
|
348 |
|
OZLM XI, Ser 2017-11A, Cl BR |
|
|
|
|
|
|
|
|
7.879%, TSFR3M + 2.562%, 10/30/2030(A)(C) |
|
|
600 |
|
|
|
599 |
|
Palmer Square Loan Funding, Ser 2024-3A, Cl CR |
|
|
|
|
|
|
|
|
8.321%, TSFR3M + 3.000%, 04/15/2031(A)(C) |
|
|
430 |
|
|
|
428 |
|
Parallel, Ser 2020-1A, Cl CR |
|
|
|
|
|
|
|
|
7.579%, TSFR3M + 2.262%, 07/20/2029(A)(C) |
|
|
750 |
|
|
|
746 |
|
Peace Park CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
11.579%, TSFR3M + 6.262%, 10/20/2034(A)(C) |
|
|
400 |
|
|
|
394 |
|
Rad CLO 22, Ser 2023-22A, Cl B |
|
|
|
|
|
|
|
|
8.042%, TSFR3M + 2.670%, 01/20/2037(A)(C) |
|
|
950 |
|
|
|
956 |
|
Rockford Tower CLO, Ser 2023-1A, Cl C |
|
|
|
|
|
|
|
|
8.551%, TSFR3M + 3.200%, 01/20/2036(A)(C) |
|
|
800 |
|
|
|
804 |
|
Sculptor CLO XXVI, Ser 2021-26A, Cl E |
|
|
|
|
|
|
|
|
12.829%, TSFR3M + 7.512%, 07/20/2034(A)(C) |
|
|
450 |
|
|
|
426 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl D1 |
|
|
|
|
|
|
|
|
3.860%, 01/15/2053(A) |
|
|
313 |
|
|
|
270 |
|
Sunnova Helios II, Ser 2019-AA, Cl C |
|
|
|
|
|
|
|
|
5.320%, 06/20/2046(A) |
|
|
394 |
|
|
|
308 |
|
Sunrun Atlas Issuer, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
3.610%, 02/01/2055(A) |
|
|
376 |
|
|
|
344 |
|
TCI-Symphony CLO, Ser 2021-1A, Cl ER2 |
|
|
|
|
|
|
|
|
12.326%, TSFR3M + 7.012%, 10/13/2032(A)(C) |
|
|
730 |
|
|
|
685 |
|
Tikehau US CLO I, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
12.470%, TSFR3M + 7.172%, 01/18/2035(A)(C) |
|
|
1,200 |
|
|
|
1,165 |
|
Trinitas CLO XXVI, Ser 2024-26A, Cl C |
|
|
|
|
|
|
|
|
8.268%, TSFR3M + 2.950%, 01/20/2035(A)(C) |
|
|
430 |
|
|
|
430 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Voya CLO, Ser 2018-3A, Cl A1A |
|
|
|
|
|
|
|
|
6.726%, TSFR3M + 1.412%, 10/15/2031(A)(C) |
|
$ |
229 |
|
|
$ |
229 |
|
Voya CLO, Ser 2021-3A, Cl DR |
|
|
|
|
|
|
|
|
12.529%, TSFR3M + 7.212%, 04/20/2034(A)(C) |
|
|
260 |
|
|
|
255 |
|
Whitebox CLO IV, Ser 2023-4A, Cl A1 |
|
|
|
|
|
|
|
|
7.468%, TSFR3M + 2.150%, 04/20/2036(A)(C) |
|
|
770 |
|
|
|
775 |
|
Whitehorse XII, Ser 2018-12A, Cl D |
|
|
|
|
|
|
|
|
9.226%, TSFR3M + 3.912%, 10/15/2031(A)(C) |
|
|
250 |
|
|
|
246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $24,788) ($ Thousands) |
|
|
|
|
|
|
23,849 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS — 0.4% |
Alarm.com Holdings |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026(H) |
|
|
57 |
|
|
|
52 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(H) |
|
|
1,370 |
|
|
|
1,000 |
|
DraftKings Holdings |
|
|
|
|
|
|
|
|
0.000%, 03/15/2028(H) |
|
|
680 |
|
|
|
586 |
|
Gannett |
|
|
|
|
|
|
|
|
6.000%, 12/01/2027(A) |
|
|
240 |
|
|
|
214 |
|
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
|
420 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $2,167) ($ Thousands) |
|
|
|
|
|
|
2,146 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Energy — 0.1% |
|
|
|
|
Equitrans Midstream, 9.750% (D) |
|
|
14,041 |
|
|
|
305 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $311) ($ Thousands) |
|
|
|
|
|
|
305 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
MUNICIPAL BOND — 0.0% |
Illinois — 0.0% |
|
|
|
|
Illinois State, Build America Bonds, GO |
|
|
|
|
|
|
|
|
7.350%, 07/01/2035 |
|
$ |
193 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bond |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $211) ($ Thousands) |
|
|
|
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS — 0.0% |
Noble Corp PLC, Expires 02/07/2028 |
|
|
|
|
|
|
|
|
Strike Price $19.27 * |
|
|
2,787 |
|
|
$ |
83 |
|
Noble Corp PLC, Expires 02/07/2028 |
|
|
|
|
|
|
|
|
Strike Price $23.13 * |
|
|
2,787 |
|
|
|
71 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $12) ($ Thousands) |
|
|
|
|
|
|
154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PURCHASED OPTION — 0.0% |
Total Purchased Option |
|
|
|
|
|
|
|
|
(Cost $24) ($ Thousands) |
|
|
|
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 95.9% |
|
|
|
|
|
|
|
|
(Cost $570,718) ($ Thousands) |
|
$ |
541,204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTION — (0.0)% |
Total Written Option |
|
|
|
|
|
|
|
|
(Premiums Received $5) ($ Thousands) |
|
|
|
|
|
$ |
(11 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open exchange traded options contracts held by the Fund at March 31, 2024 is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Put |
|
|
2,142,061 |
|
|
$ |
1,432 |
|
|
$ |
0.67 |
|
|
|
4/20/2024 |
|
|
$ |
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Option |
|
|
|
|
|
$ |
1,432 |
|
|
|
|
|
|
|
|
|
|
$ |
1 |
|
WRITTEN OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Put |
|
|
(823,443 |
) |
|
$ |
(13,830 |
) |
|
|
16.80 |
|
|
|
06/22/2024 |
|
|
$ |
(11 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Option |
|
|
|
|
|
$ |
(13,830 |
) |
|
|
|
|
|
|
|
|
|
$ |
(11 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024 is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
52 |
|
|
|
Mar-2025 |
|
|
$ |
12,561 |
|
|
$ |
12,406 |
|
|
$ |
(155 |
) |
Australian 10-Year Bond |
|
|
19 |
|
|
|
Jun-2024 |
|
|
|
1,464 |
|
|
|
1,445 |
|
|
|
(1 |
) |
Euro-Bobl |
|
|
5 |
|
|
|
Jun-2024 |
|
|
|
638 |
|
|
|
638 |
|
|
|
2 |
|
Euro-Bund |
|
|
48 |
|
|
|
Jun-2024 |
|
|
|
6,879 |
|
|
|
6,914 |
|
|
|
58 |
|
ICE 3-Month SONIA |
|
|
38 |
|
|
|
Sep-2024 |
|
|
|
11,405 |
|
|
|
11,405 |
|
|
|
78 |
|
ICE 3-Month SONIA |
|
|
1 |
|
|
|
Mar-2025 |
|
|
|
303 |
|
|
|
303 |
|
|
|
3 |
|
Long Gilt 10-Year Bond |
|
|
38 |
|
|
|
Jun-2024 |
|
|
|
4,742 |
|
|
|
4,797 |
|
|
|
63 |
|
U.S. 2-Year Treasury Note |
|
|
292 |
|
|
|
Jun-2024 |
|
|
|
59,805 |
|
|
|
59,710 |
|
|
|
(95 |
) |
U.S. 5-Year Treasury Note |
|
|
208 |
|
|
|
Jun-2024 |
|
|
|
22,215 |
|
|
|
22,259 |
|
|
|
44 |
|
U.S. 10-Year Treasury Note |
|
|
338 |
|
|
|
Jun-2024 |
|
|
|
37,286 |
|
|
|
37,450 |
|
|
|
164 |
|
U.S. Long Treasury Bond |
|
|
100 |
|
|
|
Jun-2024 |
|
|
|
11,854 |
|
|
|
12,044 |
|
|
|
190 |
|
U.S. Ultra Long Treasury Bond |
|
|
67 |
|
|
|
Jun-2024 |
|
|
|
8,534 |
|
|
|
8,643 |
|
|
|
109 |
|
SEI Institutional Managed Trust
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Ultra 10-Year U.S. Treasury Note |
|
|
64 |
|
|
|
Jun-2024 |
|
|
$ |
7,298 |
|
|
$ |
7,335 |
|
|
$ |
37 |
|
| |
|
|
|
|
|
|
|
|
|
|
184,984 |
|
|
|
185,349 |
|
|
|
497 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
(22 |
) |
|
|
Jun-2024 |
|
|
$ |
(5,202 |
) |
|
$ |
(5,208 |
) |
|
$ |
(6 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(24 |
) |
|
|
Jun-2024 |
|
|
|
(2,748 |
) |
|
|
(2,750 |
) |
|
|
(2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(7,950 |
) |
|
|
(7,958 |
) |
|
|
(8 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
177,034 |
|
|
$ |
177,391 |
|
|
$ |
489 |
|
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
05/08/24 |
|
|
|
EUR |
|
|
|
10,000 |
|
|
|
USD |
|
|
|
10,809 |
|
|
$ |
(6 |
) |
Bank of America |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
15 |
|
|
|
SEK |
|
|
|
153 |
|
|
|
— |
|
BNP Paribas |
|
|
04/19/24 |
|
|
|
NOK |
|
|
|
3 |
|
|
|
USD |
|
|
|
0 |
|
|
|
— |
|
BNP Paribas |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
243 |
|
|
|
CNH |
|
|
|
1,743 |
|
|
|
(3 |
) |
BNP Paribas |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
645 |
|
|
|
EUR |
|
|
|
595 |
|
|
|
(2 |
) |
BNP Paribas |
|
|
04/19/24 |
|
|
|
CNH |
|
|
|
1,830 |
|
|
|
USD |
|
|
|
255 |
|
|
|
3 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
10 |
|
|
|
NZD |
|
|
|
16 |
|
|
|
(1 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
192 |
|
|
|
BRL |
|
|
|
970 |
|
|
|
1 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,020 |
|
|
|
EUR |
|
|
|
943 |
|
|
|
(1 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,353 |
|
|
|
IDR |
|
|
|
21,212,918 |
|
|
|
(17 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
AUD |
|
|
|
2,260 |
|
|
|
USD |
|
|
|
1,484 |
|
|
|
10 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
4,808 |
|
|
|
USD |
|
|
|
6,127 |
|
|
|
54 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
3,676 |
|
|
|
USD |
|
|
|
4,051 |
|
|
|
78 |
|
Citigroup |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
1,260 |
|
|
|
USD |
|
|
|
1,360 |
|
|
|
(2 |
) |
Citigroup |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
5,114 |
|
|
|
AUD |
|
|
|
7,628 |
|
|
|
(136 |
) |
Citigroup |
|
|
06/20/24 |
|
|
|
CAD |
|
|
|
162 |
|
|
|
USD |
|
|
|
119 |
|
|
|
— |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
510 |
|
|
|
USD |
|
|
|
555 |
|
|
|
3 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
538 |
|
|
|
NOK |
|
|
|
5,830 |
|
|
|
— |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
726 |
|
|
|
BRL |
|
|
|
3,630 |
|
|
|
(2 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
322 |
|
|
|
CHF |
|
|
|
290 |
|
|
|
1 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
2,141 |
|
|
|
CHF |
|
|
|
1,893 |
|
|
|
(34 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
CHF |
|
|
|
3,347 |
|
|
|
USD |
|
|
|
3,816 |
|
|
|
92 |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
809 |
|
|
|
MXN |
|
|
|
13,899 |
|
|
|
25 |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,253 |
|
|
|
GBP |
|
|
|
990 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
BRL |
|
|
|
1,998 |
|
|
|
USD |
|
|
|
403 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
CNH |
|
|
|
7,850 |
|
|
|
USD |
|
|
|
1,103 |
|
|
|
21 |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
IDR |
|
|
|
21,212,918 |
|
|
|
USD |
|
|
|
1,370 |
|
|
|
34 |
|
JPMorgan Chase Bank |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
268 |
|
|
|
CHF |
|
|
|
235 |
|
|
|
(6 |
) |
Morgan Stanley |
|
|
04/10/24 |
|
|
|
GBP |
|
|
|
921 |
|
|
|
USD |
|
|
|
1,172 |
|
|
|
8 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
CAD |
|
|
|
1 |
|
|
|
USD |
|
|
|
1 |
|
|
|
— |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
93 |
|
|
|
JPY |
|
|
|
13,317 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
1,634 |
|
|
|
BRL |
|
|
|
8,093 |
|
|
|
(20 |
) |
Morgan Stanley |
|
|
04/19/24 |
|
|
|
MXN |
|
|
|
24,288 |
|
|
|
USD |
|
|
|
1,414 |
|
|
|
(43 |
) |
Morgan Stanley |
|
|
05/08/24 |
|
|
|
EUR |
|
|
|
210 |
|
|
|
USD |
|
|
|
227 |
|
|
|
— |
|
Morgan Stanley |
|
|
05/08/24 |
|
|
|
EUR |
|
|
|
421 |
|
|
|
USD |
|
|
|
454 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
9 |
|
|
|
GBP |
|
|
|
7 |
|
|
|
— |
|
RBC |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
180 |
|
|
|
JPY |
|
|
|
26,535 |
|
|
|
(3 |
) |
State Street |
|
|
05/08/24 |
|
|
|
USD |
|
|
|
1,046 |
|
|
|
EUR |
|
|
|
963 |
|
|
|
(4 |
) |
UBS |
|
|
06/20/24 |
|
|
|
CHF |
|
|
|
235 |
|
|
|
USD |
|
|
|
264 |
|
|
|
— |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Westpac Banking |
|
|
06/20/24 |
|
|
|
USD |
|
|
|
220 |
|
|
|
NZD |
|
|
|
359 |
|
|
$ |
(5 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
40 |
|
A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:
Interest Rate Swap |
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase |
|
|
0.23% |
|
|
|
BRL-CDI |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
23,190 |
|
|
$ |
(53 |
) |
|
$ |
– |
|
|
$ |
(53 |
) |
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
11.50% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
4,710 |
|
|
$ |
(30 |
) |
|
$ |
(4 |
) |
|
$ |
(26 |
) |
BZDIOVRA |
|
|
12.063750% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
6,480 |
|
|
|
18 |
|
|
|
104 |
|
|
|
(86 |
) |
10.95% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,140 |
|
|
|
6 |
|
|
|
(57 |
) |
|
|
63 |
|
13.3% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,360 |
|
|
|
(19 |
) |
|
|
(92 |
) |
|
|
73 |
|
BZDIOVRA |
|
|
12.06% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,500 |
|
|
|
(16 |
) |
|
|
89 |
|
|
|
(105 |
) |
BZDIOVRA |
|
|
10.85% |
|
|
|
Monthly |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
22,250 |
|
|
|
61 |
|
|
|
39 |
|
|
|
22 |
|
BZDIOVRA |
|
|
8.495% |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
1,200 |
|
|
|
(10 |
) |
|
|
(20 |
) |
|
|
10 |
|
10.2861% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
4,470 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
BZDIOVRA |
|
|
13.03% |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
2,270 |
|
|
|
40 |
|
|
|
2 |
|
|
|
38 |
|
11.23% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
5,470 |
|
|
|
26 |
|
|
|
8 |
|
|
|
18 |
|
8.5% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
06/13/2029 |
|
|
|
MXN |
|
|
|
31,910 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
MXIBTIIE |
|
|
9.25% |
|
|
|
Monthly |
|
|
|
06/17/2026 |
|
|
|
MXN |
|
|
|
45,110 |
|
|
|
(8 |
) |
|
|
(2 |
) |
|
|
(6 |
) |
8.5% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
06/07/2034 |
|
|
|
MXN |
|
|
|
4,750 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
28-DAY MXN - TIIE |
|
|
7.2% |
|
|
|
Monthly |
|
|
|
07/17/2024 |
|
|
|
MXN |
|
|
|
365,383 |
|
|
|
(274 |
) |
|
|
– |
|
|
|
(274 |
) |
BZDIOVRA |
|
|
9.75% |
|
|
|
Monthly |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
300 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
CAONREPO |
|
|
4.25% |
|
|
|
Semi-Annually |
|
|
|
06/19/2026 |
|
|
|
CAD |
|
|
|
6,970 |
|
|
|
22 |
|
|
|
27 |
|
|
|
(5 |
) |
CNRR007 |
|
|
2.0% |
|
|
|
Quarterly |
|
|
|
06/19/2026 |
|
|
|
CNY |
|
|
|
9,570 |
|
|
|
1 |
|
|
|
2 |
|
|
|
(1 |
) |
2.0% |
|
|
CNRR007 |
|
|
|
Quarterly |
|
|
|
06/19/2029 |
|
|
|
CNY |
|
|
|
13,730 |
|
|
|
10 |
|
|
|
12 |
|
|
|
(2 |
) |
3.0% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2027 |
|
|
|
EUR |
|
|
|
2,170 |
|
|
|
(15 |
) |
|
|
(9 |
) |
|
|
(6 |
) |
3.0% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2029 |
|
|
|
EUR |
|
|
|
1,010 |
|
|
|
(20 |
) |
|
|
(15 |
) |
|
|
(5 |
) |
3.0% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2031 |
|
|
|
EUR |
|
|
|
2,880 |
|
|
|
(89 |
) |
|
|
(66 |
) |
|
|
(23 |
) |
3.0% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2034 |
|
|
|
EUR |
|
|
|
600 |
|
|
|
(25 |
) |
|
|
(24 |
) |
|
|
(1 |
) |
3.0% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2044 |
|
|
|
EUR |
|
|
|
320 |
|
|
|
(26 |
) |
|
|
(20 |
) |
|
|
(6 |
) |
2.75% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
06/19/2054 |
|
|
|
EUR |
|
|
|
250 |
|
|
|
(23 |
) |
|
|
(20 |
) |
|
|
(3 |
) |
3.75% |
|
|
SONIO |
|
|
|
Annually |
|
|
|
06/19/2034 |
|
|
|
GBP |
|
|
|
390 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
KWCDC |
|
|
3.25% |
|
|
|
Quarterly |
|
|
|
06/19/2026 |
|
|
|
KRW |
|
|
|
3,726,120 |
|
|
|
(3 |
) |
|
|
(5 |
) |
|
|
2 |
|
KWCDC |
|
|
3.25% |
|
|
|
Quarterly |
|
|
|
06/19/2029 |
|
|
|
KRW |
|
|
|
1,412,980 |
|
|
|
1 |
|
|
|
(2 |
) |
|
|
3 |
|
KWCDC |
|
|
3.25% |
|
|
|
Quarterly |
|
|
|
06/19/2034 |
|
|
|
KRW |
|
|
|
536,170 |
|
|
|
1 |
|
|
|
(2 |
) |
|
|
3 |
|
WIBR6M |
|
|
4.75% |
|
|
|
Semi-Annually |
|
|
|
06/19/2034 |
|
|
|
PLN |
|
|
|
3,560 |
|
|
|
(13 |
) |
|
|
(6 |
) |
|
|
(7 |
) |
5% |
|
|
WIBR6M |
|
|
|
Annually |
|
|
|
06/19/2026 |
|
|
|
PLN |
|
|
|
5,370 |
|
|
|
6 |
|
|
|
5 |
|
|
|
1 |
|
3.75% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
06/20/2034 |
|
|
|
USD |
|
|
|
380 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
SOFRATE |
|
|
3.696108% |
|
|
|
Annually |
|
|
|
09/26/2028 |
|
|
|
USD |
|
|
|
27,240 |
|
|
|
67 |
|
|
|
(29 |
) |
|
|
96 |
|
3.781828% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
09/22/2036 |
|
|
|
USD |
|
|
|
6,140 |
|
|
|
(55 |
) |
|
|
70 |
|
|
|
(125 |
) |
SOFRRATE |
|
|
3.35% |
|
|
|
Annually |
|
|
|
10/26/2027 |
|
|
|
USD |
|
|
|
35,350 |
|
|
|
(195 |
) |
|
|
60 |
|
|
|
(255 |
) |
3.24% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
10/26/2035 |
|
|
|
USD |
|
|
|
8,120 |
|
|
|
263 |
|
|
|
62 |
|
|
|
201 |
|
JIBA3M |
|
|
9.75% |
|
|
|
Quarterly |
|
|
|
06/19/2034 |
|
|
|
ZAR |
|
|
|
6,090 |
|
|
|
(2 |
) |
|
|
5 |
|
|
|
(7 |
) |
SEI Institutional Managed Trust
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(290 |
) |
|
$ |
111 |
|
|
$ |
(401 |
) |
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-CDX.NA.HY.4206/29@500 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
848 |
|
|
$ |
(61 |
) |
|
$ |
(59 |
) |
|
$ |
(2 |
) |
CDS-DAIGR@100BP5.1Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
1,290 |
|
|
|
(8 |
) |
|
|
(4 |
) |
|
|
(4 |
) |
CDS-GM@500BP4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,450 |
|
|
|
(144 |
) |
|
|
(126 |
) |
|
|
(18 |
) |
CDS-M@100BP4.9Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
598 |
|
|
|
62 |
|
|
|
75 |
|
|
|
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(151 |
) |
|
$ |
(114 |
) |
|
$ |
(37 |
) |
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-F@500BPS 4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
$ |
1,450 |
|
|
$ |
137 |
|
|
$ |
93 |
|
|
$ |
44 |
|
CDS-JWN@100BP4.9Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
598 |
|
|
|
(65 |
) |
|
|
(81 |
) |
|
|
16 |
|
CDS-NA.IG.4206/29@100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
325 |
|
|
|
7 |
|
|
|
7 |
|
|
|
– |
|
CDS-VW@100BP5.1Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
1,290 |
|
|
|
6 |
|
|
|
2 |
|
|
|
4 |
|
CDX.NA.HY.34-VERSION 1 INDEX |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/25/2025 |
|
|
|
6,092 |
|
|
|
271 |
|
|
|
(58 |
) |
|
|
329 |
|
CDX.NA.IG.33-Version 1 INDEX |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
2,375 |
|
|
|
16 |
|
|
|
9 |
|
|
|
7 |
|
CDX.NA.IG.41-V1 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
8,505 |
|
|
|
195 |
|
|
|
146 |
|
|
|
49 |
|
CHILEAN GOVT 3.24% 06 FEB 2028 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
210 |
|
|
|
4 |
|
|
|
5 |
|
|
|
(1 |
) |
GENERAL ELECTRIC COMPANY |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,175 |
|
|
|
21 |
|
|
|
8 |
|
|
|
13 |
|
MEXICAN GOVT 4.15% 28 MAR 2027 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
1,160 |
|
|
|
4 |
|
|
|
4 |
|
|
|
– |
|
PERUVIAN GOVT 8.75% 21 NOV 2033 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
980 |
|
|
|
16 |
|
|
|
16 |
|
|
|
– |
|
PHILIPPINO GOVT 9.5% 02 FEB 2030 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
390 |
|
|
|
7 |
|
|
|
7 |
|
|
|
– |
|
THE BOEING COMPANY |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2024 |
|
|
|
525 |
|
|
|
1 |
|
|
|
1 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
620 |
|
|
$ |
159 |
|
|
$ |
461 |
|
|
Percentages are based on Net Assets of $564,393 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $249,321 ($ Thousands), representing 44.2% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Perpetual security with no stated maturity date. |
(E) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(F) |
Level 3 security in accordance with fair value hierarchy. |
(G) |
No interest rate available. |
(H) |
Zero coupon security. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($)(1) |
|
|
Total
($) |
|
Corporate Obligations |
|
|
– |
|
|
|
279,064 |
|
|
|
– |
|
|
|
279,064 |
|
Loan Participations |
|
|
– |
|
|
|
51,615 |
|
|
|
2,693 |
|
|
|
54,308 |
|
Sovereign Debt |
|
|
– |
|
|
|
53,121 |
|
|
|
– |
|
|
|
53,121 |
|
Common Stock |
|
|
51,491 |
|
|
|
– |
|
|
|
910 |
|
|
|
52,401 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
43,104 |
|
|
|
– |
|
|
|
43,104 |
|
Foreign Common Stock |
|
|
32,542 |
|
|
|
– |
|
|
|
– |
|
|
|
32,542 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
23,849 |
|
|
|
– |
^ |
|
|
23,849 |
|
Convertible Bonds |
|
|
– |
|
|
|
2,146 |
|
|
|
– |
|
|
|
2,146 |
|
Preferred Stock |
|
|
– |
|
|
|
305 |
|
|
|
– |
|
|
|
305 |
|
Municipal Bond |
|
|
– |
|
|
|
209 |
|
|
|
– |
|
|
|
209 |
|
Warrants |
|
|
– |
|
|
|
154 |
|
|
|
– |
|
|
|
154 |
|
Purchased Option |
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
Total Investments in Securities |
|
|
84,034 |
|
|
|
453,567 |
|
|
|
3,603 |
|
|
|
541,204 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Income Fund (Concluded)
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(11 |
) |
|
|
– |
|
|
|
– |
|
|
|
(11 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
748 |
|
|
|
– |
|
|
|
– |
|
|
|
748 |
|
Unrealized Depreciation |
|
|
(259 |
) |
|
|
– |
|
|
|
– |
|
|
|
(259 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
334 |
|
|
|
– |
|
|
|
334 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(294 |
) |
|
|
– |
|
|
|
(294 |
) |
OTC Swap |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swap* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(53 |
) |
|
|
– |
|
|
|
(53 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
462 |
|
|
|
– |
|
|
|
462 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(38 |
) |
|
|
– |
|
|
|
(38 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
546 |
|
|
|
– |
|
|
|
546 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(947 |
) |
|
|
– |
|
|
|
(947 |
) |
Total Other Financial Instruments |
|
|
478 |
|
|
|
10 |
|
|
|
– |
|
|
|
488 |
|
(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.
^ This category includes securities with a value less than $500.
SEI Institutional Managed Trust
|
*
|
Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 61.1% |
U.S. Treasury Bills ^ |
|
|
|
|
|
|
|
|
5.408%, 07/11/2024 (A) |
|
$ |
300 |
|
|
$ |
296 |
|
5.316%, 05/21/2024 |
|
|
3,000 |
|
|
|
2,978 |
|
5.306%, 05/16/2024 (A) |
|
|
6,000 |
|
|
|
5,961 |
|
5.297%, 05/28/2024 (A) |
|
|
6,000 |
|
|
|
5,950 |
|
5.288%, 05/09/2024 |
|
|
8,000 |
|
|
|
7,955 |
|
5.284%, 06/13/2024 (A) |
|
|
7,000 |
|
|
|
6,926 |
|
5.280%, 06/27/2024 (A) |
|
|
6,000 |
|
|
|
5,924 |
|
5.268%, 04/30/2024 |
|
|
8,000 |
|
|
|
7,966 |
|
5.268%, 06/06/2024 (A) |
|
|
6,000 |
|
|
|
5,943 |
|
5.251%, 09/05/2024 (A) |
|
|
1,500 |
|
|
|
1,466 |
|
5.248%, 05/02/2024 (A) |
|
|
6,000 |
|
|
|
5,973 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
0.750%, 07/15/2028 |
|
|
72,622 |
|
|
|
69,376 |
|
0.375%, 07/15/2027 |
|
|
157,092 |
|
|
|
149,473 |
|
0.125%, 07/15/2026 |
|
|
56,720 |
|
|
|
54,360 |
|
U.S. Treasury Note |
|
|
|
|
|
|
|
|
5.546%, USBMMY3M + 0.245%, 01/31/2026 ^(B) |
|
|
7,700 |
|
|
|
7,708 |
|
U.S. Treasury Notes ^ |
|
|
|
|
|
|
|
|
5.501%, USBMMY3M + 0.200%, 01/31/2025 (B) |
|
|
7,200 |
|
|
|
7,207 |
|
5.471%, USBMMY3M + 0.170%, 10/31/2025 (B) |
|
|
7,400 |
|
|
|
7,402 |
|
5.470%, USBMMY3M + 0.169%, 04/30/2025 (B) |
|
|
7,100 |
|
|
|
7,103 |
|
5.441%, USBMMY3M + 0.140%, 10/31/2024 (B) |
|
|
6,200 |
|
|
|
6,203 |
|
5.426%, USBMMY3M + 0.125%, 07/31/2025 (B) |
|
|
4,200 |
|
|
|
4,198 |
|
5.338%, USBMMY3M + 0.037%, 07/31/2024 (B) |
|
|
7,100 |
|
|
|
7,099 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
5.226%, USBMMY3M + -0.075%, 04/30/2024 (B) |
|
$ |
700 |
|
|
$ |
700 |
|
5.000%, 08/31/2025 |
|
|
900 |
|
|
|
902 |
|
4.750%, 07/31/2025 |
|
|
1,000 |
|
|
|
998 |
|
4.625%, 02/28/2025 |
|
|
400 |
|
|
|
398 |
|
4.375%, 08/15/2026 |
|
|
700 |
|
|
|
697 |
|
4.000%, 02/15/2026 |
|
|
600 |
|
|
|
593 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $383,940) ($ Thousands) |
|
|
381,755 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 29.6% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.3% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
11,878 |
|
|
|
1,793 |
|
Alphabet Inc, Cl C * |
|
|
10,032 |
|
|
|
1,528 |
|
Anterix Inc * |
|
|
400 |
|
|
|
13 |
|
AT&T Inc (C) |
|
|
93,465 |
|
|
|
1,645 |
|
Cogent Communications Holdings Inc |
|
|
527 |
|
|
|
34 |
|
Electronic Arts Inc |
|
|
1,455 |
|
|
|
193 |
|
Frontier Communications Parent Inc * |
|
|
3,266 |
|
|
|
80 |
|
GCI Liberty Inc * |
|
|
1,700 |
|
|
|
— |
|
Globalstar Inc * |
|
|
17,800 |
|
|
|
26 |
|
Gogo Inc * |
|
|
1,300 |
|
|
|
11 |
|
Iridium Communications Inc |
|
|
2,120 |
|
|
|
56 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
980 |
|
|
|
64 |
|
Live Nation Entertainment Inc * |
|
|
979 |
|
|
|
104 |
|
Lumen Technologies Inc * |
|
|
18,871 |
|
|
|
29 |
|
Madison Square Garden Sports Corp * |
|
|
56 |
|
|
|
10 |
|
Match Group Inc * |
|
|
615 |
|
|
|
22 |
|
Meta Platforms Inc, Cl A |
|
|
4,426 |
|
|
|
2,149 |
|
Netflix Inc * |
|
|
2,321 |
|
|
|
1,410 |
|
Pinterest Inc, Cl A * |
|
|
1,527 |
|
|
|
53 |
|
ROBLOX Corp, Cl A * |
|
|
2,881 |
|
|
|
110 |
|
Roku Inc, Cl A * |
|
|
864 |
|
|
|
56 |
|
Shenandoah Telecommunications Co |
|
|
1,000 |
|
|
|
17 |
|
Spotify Technology SA * |
|
|
718 |
|
|
|
190 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
886 |
|
|
|
132 |
|
Telephone and Data Systems Inc |
|
|
1,500 |
|
|
|
24 |
|
TKO Group Holdings Inc, Cl A |
|
|
400 |
|
|
|
35 |
|
T-Mobile US Inc |
|
|
6,833 |
|
|
|
1,115 |
|
Verizon Communications Inc |
|
|
54,941 |
|
|
|
2,305 |
|
Walt Disney Co/The |
|
|
9,832 |
|
|
|
1,203 |
|
Warner Bros Discovery Inc *(C) |
|
|
12,677 |
|
|
|
111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,518 |
|
Consumer Staples — 7.3% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
5,966 |
|
|
|
128 |
|
Altria Group Inc (C) |
|
|
28,857 |
|
|
|
1,259 |
|
Andersons Inc/The |
|
|
700 |
|
|
|
40 |
|
Archer-Daniels-Midland Co |
|
|
8,549 |
|
|
|
537 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BellRing Brands Inc * |
|
|
2,211 |
|
|
$ |
131 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
2,197 |
|
|
|
166 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
129 |
|
|
|
39 |
|
Brown-Forman Corp, Cl A |
|
|
805 |
|
|
|
43 |
|
Brown-Forman Corp, Cl B |
|
|
3,240 |
|
|
|
167 |
|
Bunge Global SA |
|
|
2,363 |
|
|
|
242 |
|
Cal-Maine Foods Inc |
|
|
823 |
|
|
|
48 |
|
Campbell Soup Co |
|
|
3,341 |
|
|
|
149 |
|
Casey's General Stores Inc |
|
|
657 |
|
|
|
209 |
|
Celsius Holdings Inc * |
|
|
2,499 |
|
|
|
207 |
|
Central Garden & Pet Co, Cl A * |
|
|
1,000 |
|
|
|
37 |
|
Church & Dwight Co Inc |
|
|
3,944 |
|
|
|
411 |
|
Clorox Co/The |
|
|
1,983 |
|
|
|
304 |
|
Coca-Cola Co/The (C) |
|
|
62,927 |
|
|
|
3,850 |
|
Coca-Cola Consolidated Inc |
|
|
88 |
|
|
|
75 |
|
Colgate-Palmolive Co |
|
|
13,258 |
|
|
|
1,194 |
|
Conagra Brands Inc |
|
|
7,438 |
|
|
|
220 |
|
Constellation Brands Inc, Cl A |
|
|
2,601 |
|
|
|
707 |
|
Costco Wholesale Corp (C) |
|
|
7,158 |
|
|
|
5,244 |
|
Coty Inc, Cl A * |
|
|
5,808 |
|
|
|
69 |
|
Darling Ingredients Inc * |
|
|
2,787 |
|
|
|
130 |
|
Dole PLC |
|
|
237 |
|
|
|
3 |
|
Dollar General Corp |
|
|
3,521 |
|
|
|
550 |
|
Dollar Tree Inc * |
|
|
3,490 |
|
|
|
465 |
|
Edgewell Personal Care Co |
|
|
821 |
|
|
|
32 |
|
elf Beauty Inc * |
|
|
863 |
|
|
|
169 |
|
Energizer Holdings Inc |
|
|
1,506 |
|
|
|
44 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,849 |
|
|
|
593 |
|
Flowers Foods Inc |
|
|
3,384 |
|
|
|
80 |
|
Freshpet Inc * |
|
|
749 |
|
|
|
87 |
|
General Mills Inc |
|
|
9,390 |
|
|
|
657 |
|
Grocery Outlet Holding Corp * |
|
|
1,388 |
|
|
|
40 |
|
Hain Celestial Group Inc/The * |
|
|
1,423 |
|
|
|
11 |
|
Herbalife Ltd * |
|
|
1,741 |
|
|
|
18 |
|
Hershey Co/The |
|
|
2,420 |
|
|
|
471 |
|
Hormel Foods Corp |
|
|
4,853 |
|
|
|
169 |
|
Ingles Markets Inc, Cl A |
|
|
244 |
|
|
|
19 |
|
Ingredion Inc |
|
|
1,179 |
|
|
|
138 |
|
Inter Parfums Inc |
|
|
162 |
|
|
|
23 |
|
J & J Snack Foods Corp |
|
|
289 |
|
|
|
42 |
|
J M Smucker Co/The |
|
|
1,718 |
|
|
|
216 |
|
John B Sanfilippo & Son Inc |
|
|
300 |
|
|
|
32 |
|
Kellanova |
|
|
4,217 |
|
|
|
242 |
|
Kenvue Inc |
|
|
28,020 |
|
|
|
601 |
|
Keurig Dr Pepper Inc |
|
|
15,393 |
|
|
|
472 |
|
Kimberly-Clark Corp |
|
|
5,391 |
|
|
|
697 |
|
Kraft Heinz Co/The |
|
|
13,401 |
|
|
|
495 |
|
Kroger Co/The |
|
|
10,537 |
|
|
|
602 |
|
Lamb Weston Holdings Inc |
|
|
2,275 |
|
|
|
242 |
|
Lancaster Colony Corp |
|
|
382 |
|
|
|
79 |
|
McCormick & Co Inc/MD |
|
|
4,334 |
|
|
|
333 |
|
MGP Ingredients Inc |
|
|
172 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Molson Coors Beverage Co, Cl B |
|
|
2,722 |
|
|
$ |
183 |
|
Mondelez International Inc, Cl A |
|
|
21,971 |
|
|
|
1,538 |
|
Monster Beverage Corp * |
|
|
12,354 |
|
|
|
732 |
|
National Beverage Corp, Cl A * |
|
|
700 |
|
|
|
33 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
1,000 |
|
|
|
14 |
|
PepsiCo Inc (C) |
|
|
22,258 |
|
|
|
3,895 |
|
Performance Food Group Co * |
|
|
2,619 |
|
|
|
195 |
|
Philip Morris International Inc (C) |
|
|
25,074 |
|
|
|
2,297 |
|
Pilgrim's Pride Corp * |
|
|
745 |
|
|
|
26 |
|
Post Holdings Inc * |
|
|
825 |
|
|
|
88 |
|
PriceSmart Inc |
|
|
400 |
|
|
|
34 |
|
Primo Water Corp |
|
|
3,097 |
|
|
|
56 |
|
Procter & Gamble Co/The (C) |
|
|
38,039 |
|
|
|
6,172 |
|
Reynolds Consumer Products Inc |
|
|
1,125 |
|
|
|
32 |
|
Seaboard Corp |
|
|
1 |
|
|
|
3 |
|
Simply Good Foods Co/The * |
|
|
1,631 |
|
|
|
56 |
|
Spectrum Brands Holdings Inc |
|
|
664 |
|
|
|
59 |
|
Sprouts Farmers Market Inc * |
|
|
1,638 |
|
|
|
106 |
|
Sysco Corp, Cl A |
|
|
8,196 |
|
|
|
665 |
|
Target Corp, Cl A |
|
|
7,431 |
|
|
|
1,317 |
|
TreeHouse Foods Inc * |
|
|
904 |
|
|
|
35 |
|
Tyson Foods Inc, Cl A (C) |
|
|
4,517 |
|
|
|
265 |
|
United Natural Foods Inc * |
|
|
1,213 |
|
|
|
14 |
|
Universal Corp/VA |
|
|
297 |
|
|
|
15 |
|
US Foods Holding Corp * |
|
|
3,693 |
|
|
|
199 |
|
Utz Brands Inc |
|
|
1,888 |
|
|
|
35 |
|
Vector Group Ltd |
|
|
1,726 |
|
|
|
19 |
|
Walgreens Boots Alliance Inc |
|
|
11,757 |
|
|
|
255 |
|
Walmart Inc (C) |
|
|
69,187 |
|
|
|
4,163 |
|
WD-40 Co |
|
|
257 |
|
|
|
65 |
|
Weis Markets Inc |
|
|
430 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,837 |
|
Energy — 7.8% |
|
|
|
|
Antero Midstream Corp |
|
|
8,884 |
|
|
|
125 |
|
Antero Resources Corp * |
|
|
6,837 |
|
|
|
198 |
|
APA Corp |
|
|
7,028 |
|
|
|
242 |
|
Archrock Inc |
|
|
3,190 |
|
|
|
63 |
|
Baker Hughes Co, Cl A |
|
|
23,424 |
|
|
|
785 |
|
Berry Corp |
|
|
3,100 |
|
|
|
25 |
|
Bristow Group Inc * |
|
|
800 |
|
|
|
22 |
|
Cactus Inc, Cl A |
|
|
1,604 |
|
|
|
80 |
|
California Resources Corp |
|
|
1,438 |
|
|
|
79 |
|
Callon Petroleum * |
|
|
1,389 |
|
|
|
50 |
|
Centrus Energy Corp, Cl A * |
|
|
300 |
|
|
|
12 |
|
ChampionX Corp |
|
|
4,690 |
|
|
|
168 |
|
Cheniere Energy Inc |
|
|
5,582 |
|
|
|
900 |
|
Chesapeake Energy Corp |
|
|
2,806 |
|
|
|
249 |
|
Chevron Corp (C) |
|
|
40,412 |
|
|
|
6,375 |
|
Chord Energy Corp |
|
|
957 |
|
|
|
171 |
|
Civitas Resources Inc |
|
|
1,861 |
|
|
|
141 |
|
Clean Energy Fuels Corp * |
|
|
5,002 |
|
|
|
13 |
|
CNX Resources Corp * |
|
|
3,778 |
|
|
|
90 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Comstock Resources Inc |
|
|
2,287 |
|
|
$ |
21 |
|
ConocoPhillips (C) |
|
|
28,138 |
|
|
|
3,581 |
|
CONSOL Energy Inc |
|
|
615 |
|
|
|
52 |
|
Core Laboratories |
|
|
900 |
|
|
|
15 |
|
Coterra Energy Inc |
|
|
18,190 |
|
|
|
507 |
|
Crescent Energy, Cl A |
|
|
1,600 |
|
|
|
19 |
|
CVR Energy Inc |
|
|
1,100 |
|
|
|
39 |
|
Delek US Holdings Inc |
|
|
1,529 |
|
|
|
47 |
|
Devon Energy Corp |
|
|
15,045 |
|
|
|
755 |
|
DHT Holdings Inc |
|
|
3,600 |
|
|
|
41 |
|
Diamond Offshore Drilling * |
|
|
3,478 |
|
|
|
47 |
|
Diamondback Energy Inc, Cl A |
|
|
4,187 |
|
|
|
830 |
|
DMC Global Inc * |
|
|
1,000 |
|
|
|
20 |
|
Dorian LPG Ltd |
|
|
1,100 |
|
|
|
42 |
|
Dril-Quip Inc * |
|
|
1,031 |
|
|
|
23 |
|
DT Midstream Inc |
|
|
2,235 |
|
|
|
137 |
|
Encore Energy * |
|
|
6,032 |
|
|
|
26 |
|
Energy Fuels Inc/Canada * |
|
|
4,600 |
|
|
|
29 |
|
EOG Resources Inc |
|
|
13,801 |
|
|
|
1,764 |
|
EQT Corp |
|
|
8,601 |
|
|
|
319 |
|
Equitrans Midstream Corp |
|
|
9,599 |
|
|
|
120 |
|
Expro Group Holdings NV * |
|
|
2,400 |
|
|
|
48 |
|
Exxon Mobil Corp (C) |
|
|
95,074 |
|
|
|
11,051 |
|
Forum Energy Technologies * |
|
|
900 |
|
|
|
18 |
|
Gevo * |
|
|
16,000 |
|
|
|
12 |
|
Green Plains Inc * |
|
|
1,400 |
|
|
|
32 |
|
Gulfport Energy Corp * |
|
|
323 |
|
|
|
52 |
|
Halliburton Co |
|
|
21,231 |
|
|
|
837 |
|
Helix Energy Solutions Group Inc * |
|
|
3,440 |
|
|
|
37 |
|
Helmerich & Payne Inc |
|
|
2,114 |
|
|
|
89 |
|
Hess Corp |
|
|
6,523 |
|
|
|
996 |
|
HF Sinclair Corp |
|
|
3,207 |
|
|
|
194 |
|
International Seaways Inc |
|
|
672 |
|
|
|
36 |
|
Kinder Morgan Inc |
|
|
44,475 |
|
|
|
816 |
|
Kinetik Holdings, Cl A |
|
|
500 |
|
|
|
20 |
|
Liberty Energy Inc, Cl A |
|
|
4,418 |
|
|
|
92 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
4,609 |
|
|
|
120 |
|
Marathon Oil Corp |
|
|
14,149 |
|
|
|
401 |
|
Marathon Petroleum Corp (C) |
|
|
8,910 |
|
|
|
1,795 |
|
Matador Resources Co |
|
|
2,689 |
|
|
|
180 |
|
Murphy Oil Corp |
|
|
3,386 |
|
|
|
155 |
|
Nabors Industries Ltd * |
|
|
129 |
|
|
|
11 |
|
New Fortress Energy Inc, Cl A |
|
|
1,810 |
|
|
|
55 |
|
Newpark Resources Inc, Cl A * |
|
|
3,000 |
|
|
|
22 |
|
Noble Corp PLC |
|
|
2,729 |
|
|
|
132 |
|
Nordic American Tankers Ltd |
|
|
7,200 |
|
|
|
28 |
|
Northern Oil & Gas Inc |
|
|
2,414 |
|
|
|
96 |
|
NOV Inc |
|
|
9,001 |
|
|
|
176 |
|
Occidental Petroleum Corp |
|
|
16,133 |
|
|
|
1,048 |
|
Oceaneering International Inc, Cl A * |
|
|
2,744 |
|
|
|
64 |
|
ONEOK Inc |
|
|
13,656 |
|
|
|
1,095 |
|
Ovintiv Inc |
|
|
6,043 |
|
|
|
314 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Par Pacific Holdings Inc * |
|
|
1,614 |
|
|
$ |
60 |
|
Patterson-UTI Energy Inc |
|
|
7,317 |
|
|
|
87 |
|
PBF Energy Inc, Cl A |
|
|
2,453 |
|
|
|
141 |
|
Peabody Energy Corp |
|
|
2,841 |
|
|
|
69 |
|
Permian Resources Corp, Cl A |
|
|
8,500 |
|
|
|
150 |
|
Phillips 66 |
|
|
10,452 |
|
|
|
1,707 |
|
Pioneer Natural Resources Co |
|
|
5,465 |
|
|
|
1,435 |
|
ProPetro Holding Corp * |
|
|
3,200 |
|
|
|
26 |
|
Range Resources Corp |
|
|
5,231 |
|
|
|
180 |
|
REX American Resources Corp * |
|
|
800 |
|
|
|
47 |
|
RPC Inc |
|
|
984 |
|
|
|
8 |
|
SandRidge Energy Inc |
|
|
1,300 |
|
|
|
19 |
|
Schlumberger NV, Cl A |
|
|
33,283 |
|
|
|
1,824 |
|
SEACOR Marine Holdings * |
|
|
1,600 |
|
|
|
22 |
|
Select Water Solutions Inc, Cl A |
|
|
3,000 |
|
|
|
28 |
|
SilverBow Resources Inc * |
|
|
700 |
|
|
|
24 |
|
Sitio Royalties Corp, Cl A |
|
|
2,300 |
|
|
|
57 |
|
SM Energy Co |
|
|
2,706 |
|
|
|
135 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
2,300 |
|
|
|
20 |
|
Southwestern Energy Co * |
|
|
26,578 |
|
|
|
201 |
|
Talos Energy Inc * |
|
|
2,600 |
|
|
|
36 |
|
Targa Resources Corp |
|
|
5,272 |
|
|
|
590 |
|
Tellurian * |
|
|
24,500 |
|
|
|
16 |
|
TETRA Technologies Inc * |
|
|
5,900 |
|
|
|
26 |
|
Texas Pacific Land Corp |
|
|
441 |
|
|
|
255 |
|
Tidewater Inc * |
|
|
1,279 |
|
|
|
118 |
|
Uranium Energy * |
|
|
9,782 |
|
|
|
66 |
|
US Silica Holdings Inc * |
|
|
2,100 |
|
|
|
26 |
|
VAALCO Energy Inc |
|
|
4,100 |
|
|
|
29 |
|
Valaris * |
|
|
1,469 |
|
|
|
111 |
|
Valero Energy Corp (C) |
|
|
7,970 |
|
|
|
1,360 |
|
Vital Energy * |
|
|
438 |
|
|
|
23 |
|
Vitesse Energy Inc |
|
|
1,000 |
|
|
|
24 |
|
Weatherford International PLC * |
|
|
1,739 |
|
|
|
201 |
|
Williams Cos Inc/The |
|
|
28,589 |
|
|
|
1,114 |
|
World Kinect Corp |
|
|
961 |
|
|
|
25 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
48,504 |
|
Financials — 0.0% |
|
|
|
|
Eversource Energy |
|
|
2,899 |
|
|
|
173 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 5.8% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
859 |
|
|
|
32 |
|
Abbott Laboratories |
|
|
9,941 |
|
|
|
1,130 |
|
AbbVie Inc |
|
|
10,379 |
|
|
|
1,890 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
630 |
|
|
|
50 |
|
ACADIA Pharmaceuticals Inc * |
|
|
1,368 |
|
|
|
25 |
|
Agilent Technologies Inc |
|
|
1,695 |
|
|
|
247 |
|
Align Technology Inc * |
|
|
493 |
|
|
|
162 |
|
Alkermes PLC * |
|
|
1,721 |
|
|
|
47 |
|
Alnylam Pharmaceuticals Inc * |
|
|
778 |
|
|
|
116 |
|
Amedisys Inc * |
|
|
244 |
|
|
|
22 |
|
Amgen Inc, Cl A |
|
|
3,172 |
|
|
|
902 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Amicus Therapeutics Inc * |
|
|
2,000 |
|
|
$ |
24 |
|
AMN Healthcare Services Inc * |
|
|
330 |
|
|
|
21 |
|
Amphastar Pharmaceuticals Inc * |
|
|
300 |
|
|
|
13 |
|
Apellis Pharmaceuticals Inc * |
|
|
667 |
|
|
|
39 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
530 |
|
|
|
15 |
|
Avantor Inc * |
|
|
4,359 |
|
|
|
111 |
|
Axonics Inc * |
|
|
316 |
|
|
|
22 |
|
Axsome Therapeutics Inc * |
|
|
300 |
|
|
|
24 |
|
Azenta Inc * |
|
|
500 |
|
|
|
30 |
|
Baxter International Inc |
|
|
3,285 |
|
|
|
140 |
|
Baxter International, Inc. (C) |
|
|
– |
|
|
|
— |
|
Becton Dickinson & Co |
|
|
1,648 |
|
|
|
408 |
|
BioCryst Pharmaceuticals Inc * |
|
|
3,287 |
|
|
|
17 |
|
Biogen Inc * |
|
|
914 |
|
|
|
197 |
|
Biohaven Ltd * |
|
|
1,026 |
|
|
|
56 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,275 |
|
|
|
111 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
142 |
|
|
|
49 |
|
Bio-Techne Corp |
|
|
1,147 |
|
|
|
81 |
|
Blueprint Medicines Corp * |
|
|
389 |
|
|
|
37 |
|
Boston Scientific Corp * |
|
|
8,399 |
|
|
|
575 |
|
Bridgebio Pharma Inc * |
|
|
700 |
|
|
|
22 |
|
Bristol-Myers Squibb Co |
|
|
11,692 |
|
|
|
634 |
|
Bruker Corp |
|
|
802 |
|
|
|
75 |
|
Cardinal Health Inc |
|
|
1,603 |
|
|
|
179 |
|
Catalent Inc * |
|
|
956 |
|
|
|
54 |
|
Cencora Inc, Cl A |
|
|
1,015 |
|
|
|
247 |
|
Centene Corp * |
|
|
3,268 |
|
|
|
256 |
|
Certara Inc * |
|
|
1,200 |
|
|
|
21 |
|
Charles River Laboratories International Inc * |
|
|
384 |
|
|
|
104 |
|
Chemed Corp |
|
|
80 |
|
|
|
51 |
|
Cigna Group/The |
|
|
1,677 |
|
|
|
609 |
|
CONMED Corp |
|
|
159 |
|
|
|
13 |
|
Cooper Cos Inc/The |
|
|
1,132 |
|
|
|
115 |
|
Corcept Therapeutics Inc * |
|
|
800 |
|
|
|
20 |
|
Crinetics Pharmaceuticals Inc * |
|
|
500 |
|
|
|
23 |
|
CVS Health Corp |
|
|
7,323 |
|
|
|
584 |
|
Cytokinetics Inc * |
|
|
767 |
|
|
|
54 |
|
Danaher Corp, Cl A |
|
|
3,811 |
|
|
|
952 |
|
DaVita Inc * |
|
|
285 |
|
|
|
39 |
|
Denali Therapeutics Inc * |
|
|
876 |
|
|
|
18 |
|
DENTSPLY SIRONA Inc |
|
|
1,315 |
|
|
|
44 |
|
Dexcom Inc * |
|
|
2,192 |
|
|
|
304 |
|
Dynavax Technologies Corp * |
|
|
1,400 |
|
|
|
17 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
4,633 |
|
|
|
443 |
|
Elanco Animal Health Inc * |
|
|
3,057 |
|
|
|
50 |
|
Elevance Health Inc |
|
|
1,361 |
|
|
|
706 |
|
Eli Lilly & Co |
|
|
4,886 |
|
|
|
3,801 |
|
Encompass Health Corp |
|
|
577 |
|
|
|
48 |
|
Enovis Corp * |
|
|
600 |
|
|
|
37 |
|
Ensign Group Inc/The |
|
|
243 |
|
|
|
30 |
|
Envista Holdings Corp * |
|
|
1,312 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Evolent Health Inc, Cl A * |
|
|
900 |
|
|
$ |
30 |
|
Exact Sciences Corp * |
|
|
1,267 |
|
|
|
87 |
|
Exelixis Inc * |
|
|
2,719 |
|
|
|
65 |
|
Fortrea Holdings Inc * |
|
|
500 |
|
|
|
20 |
|
GE HealthCare Technologies Inc |
|
|
2,459 |
|
|
|
224 |
|
Gilead Sciences Inc (C) |
|
|
7,798 |
|
|
|
571 |
|
Glaukos Corp * |
|
|
300 |
|
|
|
28 |
|
Globus Medical Inc, Cl A * |
|
|
616 |
|
|
|
33 |
|
Guardant Health Inc * |
|
|
1,000 |
|
|
|
21 |
|
Haemonetics Corp * |
|
|
463 |
|
|
|
40 |
|
Halozyme Therapeutics Inc * |
|
|
837 |
|
|
|
34 |
|
HCA Healthcare Inc |
|
|
1,108 |
|
|
|
370 |
|
HealthEquity Inc * |
|
|
544 |
|
|
|
44 |
|
Henry Schein Inc * |
|
|
773 |
|
|
|
58 |
|
Hologic Inc * |
|
|
1,534 |
|
|
|
120 |
|
Humana Inc |
|
|
750 |
|
|
|
260 |
|
ICON PLC ADR * |
|
|
442 |
|
|
|
148 |
|
IDEXX Laboratories Inc * |
|
|
469 |
|
|
|
253 |
|
Illumina Inc * |
|
|
1,044 |
|
|
|
143 |
|
Inari Medical * |
|
|
438 |
|
|
|
21 |
|
Incyte Corp * |
|
|
1,138 |
|
|
|
65 |
|
Insmed Inc * |
|
|
978 |
|
|
|
27 |
|
Inspire Medical Systems Inc * |
|
|
203 |
|
|
|
44 |
|
Insulet Corp * |
|
|
462 |
|
|
|
79 |
|
Integer Holdings Corp * |
|
|
400 |
|
|
|
47 |
|
Integra LifeSciences Holdings Corp * |
|
|
462 |
|
|
|
16 |
|
Intellia Therapeutics * |
|
|
968 |
|
|
|
27 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
567 |
|
|
|
39 |
|
Intuitive Surgical Inc * |
|
|
2,030 |
|
|
|
810 |
|
Ionis Pharmaceuticals Inc * |
|
|
841 |
|
|
|
36 |
|
Iovance Biotherapeutics Inc * |
|
|
2,168 |
|
|
|
32 |
|
IQVIA Holdings Inc * |
|
|
1,161 |
|
|
|
294 |
|
iRhythm Technologies Inc * |
|
|
262 |
|
|
|
30 |
|
Jazz Pharmaceuticals PLC * |
|
|
367 |
|
|
|
44 |
|
Johnson & Johnson |
|
|
13,841 |
|
|
|
2,189 |
|
Krystal Biotech Inc * |
|
|
200 |
|
|
|
36 |
|
Laboratory Corp of America Holdings |
|
|
512 |
|
|
|
112 |
|
Lantheus Holdings Inc * |
|
|
298 |
|
|
|
19 |
|
LivaNova PLC * |
|
|
414 |
|
|
|
23 |
|
Madrigal Pharmaceuticals Inc * |
|
|
171 |
|
|
|
46 |
|
Masimo Corp * |
|
|
338 |
|
|
|
50 |
|
McKesson Corp |
|
|
779 |
|
|
|
418 |
|
Medpace Holdings Inc * |
|
|
166 |
|
|
|
67 |
|
Medtronic PLC |
|
|
7,628 |
|
|
|
665 |
|
Merck & Co Inc |
|
|
14,650 |
|
|
|
1,933 |
|
Merit Medical Systems Inc * |
|
|
444 |
|
|
|
34 |
|
Mettler-Toledo International Inc * |
|
|
133 |
|
|
|
177 |
|
Mirati Therapeutics * |
|
|
600 |
|
|
|
— |
|
Moderna Inc * |
|
|
2,176 |
|
|
|
232 |
|
Molina Healthcare Inc * |
|
|
319 |
|
|
|
131 |
|
Natera Inc * |
|
|
841 |
|
|
|
77 |
|
Neogen Corp, Cl B * |
|
|
1,762 |
|
|
|
28 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Neurocrine Biosciences Inc * |
|
|
478 |
|
|
$ |
66 |
|
Omnicell Inc * |
|
|
500 |
|
|
|
15 |
|
Option Care Health Inc * |
|
|
1,055 |
|
|
|
35 |
|
Organon & Co |
|
|
1,600 |
|
|
|
30 |
|
Pacific Biosciences of California Inc * |
|
|
2,300 |
|
|
|
9 |
|
Pacira BioSciences Inc * |
|
|
527 |
|
|
|
15 |
|
Patterson Cos Inc |
|
|
900 |
|
|
|
25 |
|
Penumbra Inc * |
|
|
187 |
|
|
|
42 |
|
Perrigo Co PLC |
|
|
900 |
|
|
|
29 |
|
Pfizer Inc |
|
|
32,568 |
|
|
|
904 |
|
Premier Inc, Cl A |
|
|
1,400 |
|
|
|
31 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
315 |
|
|
|
23 |
|
Privia Health Group Inc * |
|
|
1,100 |
|
|
|
22 |
|
Progyny Inc * |
|
|
716 |
|
|
|
27 |
|
QIAGEN NV |
|
|
953 |
|
|
|
41 |
|
Quest Diagnostics Inc |
|
|
764 |
|
|
|
102 |
|
QuidelOrtho Corp * |
|
|
400 |
|
|
|
19 |
|
R1 RCM Inc * |
|
|
1,448 |
|
|
|
19 |
|
Regeneron Pharmaceuticals Inc * |
|
|
647 |
|
|
|
623 |
|
Repligen Corp * |
|
|
337 |
|
|
|
62 |
|
ResMed Inc |
|
|
829 |
|
|
|
164 |
|
REVOLUTION Medicines * |
|
|
855 |
|
|
|
28 |
|
Revvity Inc |
|
|
915 |
|
|
|
96 |
|
Roivant Sciences Ltd * |
|
|
2,000 |
|
|
|
21 |
|
Royalty Pharma PLC, Cl A |
|
|
2,476 |
|
|
|
75 |
|
Sarepta Therapeutics Inc * |
|
|
597 |
|
|
|
77 |
|
Select Medical Holdings Corp |
|
|
800 |
|
|
|
24 |
|
Shockwave Medical Inc * |
|
|
270 |
|
|
|
88 |
|
Sotera Health Co * |
|
|
1,200 |
|
|
|
14 |
|
SpringWorks Therapeutics Inc * |
|
|
832 |
|
|
|
41 |
|
STERIS PLC |
|
|
615 |
|
|
|
138 |
|
Stryker Corp |
|
|
2,058 |
|
|
|
736 |
|
Teladoc Health Inc * |
|
|
1,010 |
|
|
|
15 |
|
Teleflex Inc |
|
|
322 |
|
|
|
73 |
|
Tenet Healthcare Corp * |
|
|
787 |
|
|
|
83 |
|
Thermo Fisher Scientific Inc |
|
|
2,231 |
|
|
|
1,297 |
|
Twist Bioscience Corp * |
|
|
878 |
|
|
|
30 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
500 |
|
|
|
23 |
|
United Therapeutics Corp * |
|
|
295 |
|
|
|
68 |
|
UnitedHealth Group Inc (C) |
|
|
5,339 |
|
|
|
2,641 |
|
Universal Health Services Inc, Cl B |
|
|
288 |
|
|
|
53 |
|
Vaxcyte Inc * |
|
|
790 |
|
|
|
54 |
|
Veeva Systems Inc, Cl A * |
|
|
825 |
|
|
|
191 |
|
Vertex Pharmaceuticals Inc * |
|
|
1,611 |
|
|
|
673 |
|
Viatris Inc, Cl W |
|
|
7,201 |
|
|
|
86 |
|
Viking Therapeutics Inc * |
|
|
707 |
|
|
|
58 |
|
Waters Corp * |
|
|
328 |
|
|
|
113 |
|
West Pharmaceutical Services Inc |
|
|
487 |
|
|
|
193 |
|
Xencor Inc * |
|
|
1,152 |
|
|
|
25 |
|
Zimmer Biomet Holdings Inc |
|
|
1,205 |
|
|
|
159 |
|
Zoetis Inc, Cl A |
|
|
2,689 |
|
|
|
455 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,499 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HEALTH CARE — 0.0% |
|
|
|
|
Amgen, Inc. *(C) |
|
|
– |
|
|
$ |
— |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.0% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,291 |
|
|
|
447 |
|
Adobe Inc * |
|
|
951 |
|
|
|
480 |
|
Akamai Technologies Inc * |
|
|
400 |
|
|
|
44 |
|
Amdocs Ltd |
|
|
208 |
|
|
|
19 |
|
ANSYS Inc * |
|
|
203 |
|
|
|
70 |
|
AppLovin Corp, Cl A * |
|
|
700 |
|
|
|
48 |
|
Aspen Technology Inc * |
|
|
44 |
|
|
|
9 |
|
Atlassian Corp, Cl A * |
|
|
308 |
|
|
|
60 |
|
Autodesk Inc, Cl A * |
|
|
429 |
|
|
|
112 |
|
Bentley Systems Inc, Cl B |
|
|
500 |
|
|
|
26 |
|
BILL Holdings Inc * |
|
|
249 |
|
|
|
17 |
|
Cadence Design Systems Inc * |
|
|
615 |
|
|
|
191 |
|
Cloudflare Inc, Cl A * |
|
|
632 |
|
|
|
61 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,270 |
|
|
|
93 |
|
Confluent Inc, Cl A * |
|
|
600 |
|
|
|
18 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
501 |
|
|
|
161 |
|
Datadog Inc, Cl A * |
|
|
559 |
|
|
|
69 |
|
DocuSign Inc, Cl A * |
|
|
653 |
|
|
|
39 |
|
DXC Technology Co * |
|
|
800 |
|
|
|
17 |
|
Dynatrace Inc * |
|
|
616 |
|
|
|
29 |
|
Elastic NV * |
|
|
300 |
|
|
|
30 |
|
EPAM Systems Inc * |
|
|
131 |
|
|
|
36 |
|
Fair Isaac Corp * |
|
|
58 |
|
|
|
72 |
|
Five9 Inc * |
|
|
300 |
|
|
|
19 |
|
Fortinet Inc * |
|
|
1,589 |
|
|
|
109 |
|
Gartner Inc * |
|
|
159 |
|
|
|
76 |
|
Gen Digital Inc |
|
|
1,074 |
|
|
|
24 |
|
Globant SA * |
|
|
100 |
|
|
|
20 |
|
GoDaddy Inc, Cl A * |
|
|
419 |
|
|
|
50 |
|
Guidewire Software Inc, Cl Z * |
|
|
353 |
|
|
|
41 |
|
HubSpot Inc * |
|
|
125 |
|
|
|
78 |
|
International Business Machines Corp |
|
|
1,856 |
|
|
|
354 |
|
Intuit Inc |
|
|
559 |
|
|
|
363 |
|
Manhattan Associates Inc * |
|
|
82 |
|
|
|
21 |
|
Microsoft Corp (C) |
|
|
15,207 |
|
|
|
6,398 |
|
MongoDB Inc, Cl A * |
|
|
182 |
|
|
|
65 |
|
Nutanix Inc, Cl A * |
|
|
803 |
|
|
|
50 |
|
Okta Inc, Cl A * |
|
|
416 |
|
|
|
44 |
|
Oracle Corp, Cl B |
|
|
3,291 |
|
|
|
413 |
|
Palantir Technologies Inc, Cl A * |
|
|
3,998 |
|
|
|
92 |
|
Palo Alto Networks Inc * |
|
|
669 |
|
|
|
190 |
|
PTC Inc * |
|
|
238 |
|
|
|
45 |
|
Roper Technologies Inc |
|
|
249 |
|
|
|
140 |
|
Salesforce Inc |
|
|
1,969 |
|
|
|
593 |
|
ServiceNow Inc * |
|
|
421 |
|
|
|
321 |
|
Snowflake Inc, Cl A * |
|
|
707 |
|
|
|
114 |
|
Synopsys Inc * |
|
|
344 |
|
|
|
197 |
|
Twilio Inc, Cl A * |
|
|
500 |
|
|
|
31 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tyler Technologies Inc * |
|
|
124 |
|
|
$ |
53 |
|
UiPath Inc, Cl A * |
|
|
1,200 |
|
|
|
27 |
|
Unity Software Inc * |
|
|
650 |
|
|
|
17 |
|
VeriSign Inc * |
|
|
214 |
|
|
|
41 |
|
Workday Inc, Cl A * |
|
|
464 |
|
|
|
127 |
|
Zoom Video Communications Inc, Cl A * |
|
|
808 |
|
|
|
53 |
|
Zscaler Inc * |
|
|
260 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,364 |
|
Real Estate — 2.9% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
1,911 |
|
|
|
33 |
|
Agree Realty Corp ‡ |
|
|
1,225 |
|
|
|
70 |
|
Alexander & Baldwin Inc ‡ |
|
|
1,640 |
|
|
|
27 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,268 |
|
|
|
292 |
|
American Assets Trust Inc ‡ |
|
|
984 |
|
|
|
22 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
4,345 |
|
|
|
160 |
|
American Tower Corp, Cl A ‡ |
|
|
6,113 |
|
|
|
1,208 |
|
Americold Realty Trust Inc ‡ |
|
|
3,961 |
|
|
|
99 |
|
Apartment Income Corp ‡ |
|
|
2,041 |
|
|
|
66 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
3,000 |
|
|
|
25 |
|
Apple Hospitality REIT Inc ‡ |
|
|
3,676 |
|
|
|
60 |
|
Armada Hoffler Properties Inc ‡ |
|
|
2,400 |
|
|
|
25 |
|
AvalonBay Communities Inc ‡ |
|
|
1,796 |
|
|
|
333 |
|
Boston Properties Inc ‡ |
|
|
2,007 |
|
|
|
131 |
|
Brixmor Property Group Inc ‡ |
|
|
3,925 |
|
|
|
92 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
2,601 |
|
|
|
41 |
|
Camden Property Trust ‡ |
|
|
1,370 |
|
|
|
135 |
|
CareTrust REIT Inc ‡ |
|
|
1,850 |
|
|
|
45 |
|
CBRE Group Inc, Cl A * |
|
|
4,096 |
|
|
|
398 |
|
Centerspace ‡ |
|
|
271 |
|
|
|
15 |
|
Community Healthcare Trust Inc ‡ |
|
|
600 |
|
|
|
16 |
|
COPT Defense Properties ‡ |
|
|
1,245 |
|
|
|
30 |
|
CoStar Group Inc * |
|
|
5,390 |
|
|
|
521 |
|
Cousins Properties Inc ‡ |
|
|
2,006 |
|
|
|
48 |
|
Crown Castle Inc ‡ |
|
|
5,664 |
|
|
|
599 |
|
CubeSmart ‡ |
|
|
2,817 |
|
|
|
127 |
|
Cushman & Wakefield PLC * |
|
|
2,803 |
|
|
|
29 |
|
DiamondRock Hospitality Co ‡ |
|
|
2,869 |
|
|
|
28 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
3,983 |
|
|
|
574 |
|
DigitalBridge Group |
|
|
2,616 |
|
|
|
50 |
|
Douglas Emmett Inc ‡ |
|
|
2,051 |
|
|
|
28 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
1,801 |
|
|
|
21 |
|
EastGroup Properties Inc ‡ |
|
|
590 |
|
|
|
106 |
|
Elme Communities ‡ |
|
|
1,907 |
|
|
|
27 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
3,635 |
|
|
|
37 |
|
EPR Properties, Cl A ‡ |
|
|
936 |
|
|
|
40 |
|
Equinix Inc ‡ |
|
|
1,225 |
|
|
|
1,011 |
|
Equity Commonwealth *‡ |
|
|
1,656 |
|
|
|
31 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,214 |
|
|
|
143 |
|
Equity Residential ‡ |
|
|
4,788 |
|
|
|
302 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
2,157 |
|
|
|
58 |
|
Essex Property Trust Inc ‡ |
|
|
831 |
|
|
|
203 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
eXp World Holdings Inc |
|
|
1,000 |
|
|
$ |
10 |
|
Extra Space Storage Inc ‡ |
|
|
2,757 |
|
|
|
405 |
|
Federal Realty Investment Trust ‡ |
|
|
1,098 |
|
|
|
112 |
|
First Industrial Realty Trust Inc ‡ |
|
|
1,758 |
|
|
|
92 |
|
Four Corners Property Trust Inc ‡ |
|
|
1,654 |
|
|
|
40 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
3,070 |
|
|
|
141 |
|
Getty Realty Corp ‡ |
|
|
963 |
|
|
|
26 |
|
Global Net Lease Inc ‡ |
|
|
2,522 |
|
|
|
20 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
5,038 |
|
|
|
71 |
|
Healthpeak Properties Inc ‡ |
|
|
7,179 |
|
|
|
135 |
|
Highwoods Properties Inc ‡ |
|
|
1,522 |
|
|
|
40 |
|
Host Hotels & Resorts Inc ‡ |
|
|
9,370 |
|
|
|
194 |
|
Howard Hughes Holdings Inc * |
|
|
800 |
|
|
|
58 |
|
Hudson Pacific Properties Inc ‡ |
|
|
3,395 |
|
|
|
22 |
|
Independence Realty Trust Inc ‡ |
|
|
3,070 |
|
|
|
50 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
353 |
|
|
|
37 |
|
InvenTrust Properties Corp ‡ |
|
|
1,081 |
|
|
|
28 |
|
Invitation Homes Inc ‡ |
|
|
7,849 |
|
|
|
279 |
|
Iron Mountain Inc ‡ |
|
|
3,613 |
|
|
|
290 |
|
JBG SMITH Properties ‡ |
|
|
1,501 |
|
|
|
24 |
|
Jones Lang LaSalle Inc * |
|
|
642 |
|
|
|
125 |
|
Kennedy-Wilson Holdings Inc |
|
|
2,200 |
|
|
|
19 |
|
Kilroy Realty Corp ‡ |
|
|
1,574 |
|
|
|
57 |
|
Kimco Realty Corp ‡ |
|
|
8,189 |
|
|
|
161 |
|
Kite Realty Group Trust ‡ |
|
|
3,200 |
|
|
|
69 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,076 |
|
|
|
128 |
|
LTC Properties Inc ‡ |
|
|
365 |
|
|
|
12 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
4,162 |
|
|
|
38 |
|
Macerich Co/The ‡ |
|
|
2,863 |
|
|
|
49 |
|
Medical Properties Trust Inc ‡ |
|
|
8,448 |
|
|
|
40 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,522 |
|
|
|
200 |
|
National Health Investors Inc ‡ |
|
|
646 |
|
|
|
41 |
|
National Storage Affiliates Trust ‡ |
|
|
1,425 |
|
|
|
56 |
|
NETSTREIT Corp ‡ |
|
|
1,678 |
|
|
|
31 |
|
NNN REIT Inc ‡ |
|
|
2,627 |
|
|
|
112 |
|
Omega Healthcare Investors Inc ‡ |
|
|
3,125 |
|
|
|
99 |
|
Opendoor Technologies Inc * |
|
|
6,500 |
|
|
|
20 |
|
Outfront Media Inc ‡ |
|
|
1,938 |
|
|
|
33 |
|
Park Hotels & Resorts Inc ‡ |
|
|
3,265 |
|
|
|
57 |
|
Pebblebrook Hotel Trust ‡ |
|
|
2,088 |
|
|
|
32 |
|
Phillips Edison & Co Inc ‡ |
|
|
1,658 |
|
|
|
59 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
2,800 |
|
|
|
20 |
|
PotlatchDeltic Corp ‡ |
|
|
1,143 |
|
|
|
54 |
|
Prologis Inc ‡ |
|
|
12,133 |
|
|
|
1,580 |
|
Public Storage ‡ |
|
|
2,031 |
|
|
|
589 |
|
Rayonier Inc ‡ |
|
|
2,143 |
|
|
|
71 |
|
Realty Income Corp ‡ |
|
|
10,915 |
|
|
|
591 |
|
Regency Centers Corp ‡ |
|
|
2,358 |
|
|
|
143 |
|
Retail Opportunity Investments Corp ‡ |
|
|
1,322 |
|
|
|
17 |
|
Rexford Industrial Realty Inc ‡ |
|
|
2,771 |
|
|
|
139 |
|
RLJ Lodging Trust ‡ |
|
|
3,289 |
|
|
|
39 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
752 |
|
|
|
87 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sabra Health Care REIT Inc ‡ |
|
|
3,996 |
|
|
$ |
59 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,355 |
|
|
|
294 |
|
Service Properties Trust ‡ |
|
|
3,812 |
|
|
|
26 |
|
Simon Property Group Inc ‡ |
|
|
4,258 |
|
|
|
666 |
|
SITE Centers Corp ‡ |
|
|
2,268 |
|
|
|
33 |
|
SL Green Realty Corp ‡ |
|
|
1,253 |
|
|
|
69 |
|
St Joe Co/The |
|
|
700 |
|
|
|
41 |
|
STAG Industrial Inc ‡ |
|
|
2,631 |
|
|
|
101 |
|
Sun Communities Inc ‡ |
|
|
1,596 |
|
|
|
205 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
4,086 |
|
|
|
46 |
|
Tanger Inc ‡ |
|
|
1,256 |
|
|
|
37 |
|
Terreno Realty Corp ‡ |
|
|
1,221 |
|
|
|
81 |
|
UDR Inc ‡ |
|
|
4,299 |
|
|
|
161 |
|
Uniti Group Inc ‡ |
|
|
3,500 |
|
|
|
21 |
|
Urban Edge Properties ‡ |
|
|
2,241 |
|
|
|
39 |
|
Ventas Inc ‡ |
|
|
5,267 |
|
|
|
229 |
|
Veris Residential Inc ‡ |
|
|
1,108 |
|
|
|
17 |
|
VICI Properties Inc, Cl A ‡ |
|
|
12,692 |
|
|
|
378 |
|
Vornado Realty Trust ‡ |
|
|
2,531 |
|
|
|
73 |
|
Welltower Inc ‡ |
|
|
7,046 |
|
|
|
658 |
|
Weyerhaeuser Co ‡ |
|
|
9,379 |
|
|
|
337 |
|
WP Carey Inc ‡ |
|
|
2,749 |
|
|
|
155 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
1,562 |
|
|
|
23 |
|
Zillow Group Inc, Cl A * |
|
|
876 |
|
|
|
42 |
|
Zillow Group Inc, Cl C * |
|
|
2,300 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,051 |
|
Utilities — 1.5% |
|
|
|
|
AES Corp/The |
|
|
5,777 |
|
|
|
104 |
|
ALLETE Inc |
|
|
698 |
|
|
|
42 |
|
Alliant Energy Corp |
|
|
2,022 |
|
|
|
102 |
|
Ameren Corp |
|
|
2,106 |
|
|
|
156 |
|
American Electric Power Co Inc |
|
|
4,505 |
|
|
|
388 |
|
American States Water Co |
|
|
438 |
|
|
|
32 |
|
American Water Works Co Inc |
|
|
1,780 |
|
|
|
218 |
|
Atmos Energy Corp |
|
|
1,146 |
|
|
|
136 |
|
Avangrid Inc |
|
|
876 |
|
|
|
32 |
|
Avista Corp |
|
|
876 |
|
|
|
31 |
|
Black Hills Corp, Cl A |
|
|
829 |
|
|
|
45 |
|
Brookfield Renewable Corp, Cl A |
|
|
955 |
|
|
|
23 |
|
California Water Service Group, Cl A |
|
|
890 |
|
|
|
41 |
|
CenterPoint Energy Inc |
|
|
5,037 |
|
|
|
143 |
|
Chesapeake Utilities Corp |
|
|
200 |
|
|
|
21 |
|
Clearway Energy Inc, Cl C |
|
|
983 |
|
|
|
23 |
|
CMS Energy Corp |
|
|
2,683 |
|
|
|
162 |
|
Consolidated Edison Inc |
|
|
3,087 |
|
|
|
280 |
|
Constellation Energy Corp |
|
|
2,822 |
|
|
|
522 |
|
Dominion Energy Inc |
|
|
6,972 |
|
|
|
343 |
|
DTE Energy Co |
|
|
1,653 |
|
|
|
185 |
|
Duke Energy Corp |
|
|
6,587 |
|
|
|
637 |
|
Edison International |
|
|
3,331 |
|
|
|
236 |
|
Entergy Corp |
|
|
1,878 |
|
|
|
198 |
|
Essential Utilities Inc |
|
|
2,536 |
|
|
|
94 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Evergy Inc |
|
|
1,869 |
|
|
$ |
100 |
|
Exelon Corp |
|
|
8,515 |
|
|
|
320 |
|
FirstEnergy Corp |
|
|
4,996 |
|
|
|
193 |
|
Hawaiian Electric Industries Inc |
|
|
1,410 |
|
|
|
16 |
|
IDACORP Inc, Cl A |
|
|
442 |
|
|
|
41 |
|
MGE Energy Inc |
|
|
425 |
|
|
|
33 |
|
National Fuel Gas Co |
|
|
862 |
|
|
|
46 |
|
New Jersey Resources Corp |
|
|
1,036 |
|
|
|
44 |
|
NextEra Energy Inc |
|
|
17,473 |
|
|
|
1,117 |
|
NiSource Inc |
|
|
3,607 |
|
|
|
100 |
|
Northwestern Energy Group |
|
|
806 |
|
|
|
41 |
|
NRG Energy Inc |
|
|
2,067 |
|
|
|
140 |
|
OGE Energy Corp |
|
|
1,993 |
|
|
|
68 |
|
ONE Gas Inc |
|
|
343 |
|
|
|
22 |
|
Ormat Technologies Inc |
|
|
400 |
|
|
|
26 |
|
Otter Tail Corp |
|
|
200 |
|
|
|
17 |
|
PG&E Corp |
|
|
17,167 |
|
|
|
288 |
|
Pinnacle West Capital Corp |
|
|
948 |
|
|
|
71 |
|
PNM Resources Inc |
|
|
791 |
|
|
|
30 |
|
Portland General Electric Co |
|
|
857 |
|
|
|
36 |
|
PPL Corp |
|
|
6,130 |
|
|
|
169 |
|
Public Service Enterprise Group Inc |
|
|
4,071 |
|
|
|
272 |
|
Sempra |
|
|
5,575 |
|
|
|
400 |
|
SJW Group |
|
|
210 |
|
|
|
12 |
|
Southern Co/The |
|
|
9,393 |
|
|
|
674 |
|
Southwest Gas Holdings Inc |
|
|
738 |
|
|
|
56 |
|
UGI Corp |
|
|
1,840 |
|
|
|
45 |
|
Vistra Corp |
|
|
3,010 |
|
|
|
210 |
|
WEC Energy Group Inc |
|
|
2,910 |
|
|
|
239 |
|
Xcel Energy Inc |
|
|
4,862 |
|
|
|
261 |
|
York Water Co/The |
|
|
600 |
|
|
|
22 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,303 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $91,193) ($ Thousands) |
|
|
|
|
|
|
185,249 |
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 7.8% |
Communication Services — 0.3% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
EUR |
117 |
|
|
|
91 |
|
AT&T |
|
|
|
|
|
|
|
|
5.400%, 02/15/2034 |
|
$ |
147 |
|
|
|
149 |
|
4.500%, 05/15/2035 |
|
|
106 |
|
|
|
99 |
|
2.550%, 12/01/2033 |
|
|
102 |
|
|
|
82 |
|
2.250%, 02/01/2032 |
|
|
8 |
|
|
|
6 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
|
153 |
|
|
|
154 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (D) |
|
|
1,007 |
|
|
|
793 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
$ |
253 |
|
|
$ |
252 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,626 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.2% |
|
|
|
|
Booking Holdings |
|
|
|
|
|
|
|
|
4.625%, 04/13/2030 |
|
|
1,080 |
|
|
|
1,067 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (D) |
|
|
220 |
|
|
|
226 |
|
Cox Communications |
|
|
|
|
|
|
|
|
5.700%, 06/15/2033 (D) |
|
|
127 |
|
|
|
128 |
|
ERAC USA Finance |
|
|
|
|
|
|
|
|
4.900%, 05/01/2033 (D) |
|
|
99 |
|
|
|
97 |
|
4.600%, 05/01/2028 (D) |
|
|
278 |
|
|
|
274 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
|
138 |
|
|
|
140 |
|
3.250%, 02/12/2032 |
|
|
296 |
|
|
|
246 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 11/04/2027 |
|
|
204 |
|
|
|
214 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
478 |
|
|
|
483 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (D) |
|
|
413 |
|
|
|
361 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
3.050%, 02/14/2027 (D) |
|
|
700 |
|
|
|
654 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.875%, 04/01/2029 (D) |
|
|
378 |
|
|
|
379 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.100%, 09/21/2028 (D) |
|
|
223 |
|
|
|
230 |
|
5.250%, 01/08/2027 (D) |
|
|
127 |
|
|
|
127 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
722 |
|
|
|
657 |
|
LKQ |
|
|
|
|
|
|
|
|
6.250%, 06/15/2033 |
|
|
138 |
|
|
|
144 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.750%, 05/01/2025 |
|
|
68 |
|
|
|
68 |
|
5.550%, 10/15/2028 |
|
|
140 |
|
|
|
143 |
|
4.900%, 04/15/2029 |
|
|
309 |
|
|
|
307 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
389 |
|
|
|
395 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 (D) |
|
|
231 |
|
|
|
244 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.700%, 11/27/2030 |
|
|
76 |
|
|
|
81 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
330 |
|
|
|
244 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
|
348 |
|
|
|
330 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,239 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 0.7% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
3.400%, 05/06/2030 |
|
$ |
745 |
|
|
$ |
677 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.421%, 08/02/2033 |
|
|
122 |
|
|
|
128 |
|
2.259%, 03/25/2028 |
|
|
1,028 |
|
|
|
915 |
|
Cargill |
|
|
|
|
|
|
|
|
5.125%, 10/11/2032 (D) |
|
|
239 |
|
|
|
240 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
134 |
|
|
|
133 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (D) |
|
|
286 |
|
|
|
300 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 11/17/2029 |
|
|
110 |
|
|
|
113 |
|
5.375%, 02/15/2033 |
|
|
549 |
|
|
|
553 |
|
4.875%, 02/13/2026 |
|
|
582 |
|
|
|
580 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.875%, 05/15/2034 |
|
|
335 |
|
|
|
357 |
|
Tyson Foods |
|
|
|
|
|
|
|
|
5.700%, 03/15/2034 |
|
|
129 |
|
|
|
131 |
|
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (D)(E) |
|
|
660 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,127 |
|
| |
|
|
|
|
|
|
|
|
Corporate Obligation — 0.1% |
|
|
|
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
6.251%, SOFRRATE + 2.670%, 01/10/2035 (B)(D) |
|
|
324 |
|
|
|
329 |
|
Societe Generale |
|
|
|
|
|
|
|
|
5.519%, H15T1Y + 1.500%, 01/19/2028 (B)(D) |
|
|
482 |
|
|
|
479 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
808 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.5% |
|
|
|
|
Continental Resources |
|
|
|
|
|
|
|
|
2.268%, 11/15/2026 (D) |
|
|
1,050 |
|
|
|
967 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.625%, 01/19/2029 |
|
|
512 |
|
|
|
543 |
|
Equities |
|
|
|
|
|
|
|
|
5.750%, 02/01/2034 |
|
|
200 |
|
|
|
199 |
|
Oleoducto Central |
|
|
|
|
|
|
|
|
4.000%, 07/14/2027 (D) |
|
|
221 |
|
|
|
206 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.050%, 09/01/2033 |
|
|
203 |
|
|
|
212 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
63 |
|
|
|
65 |
|
Ovintiv |
|
|
|
|
|
|
|
|
6.500%, 02/01/2038 |
|
|
49 |
|
|
|
51 |
|
6.250%, 07/15/2033 |
|
|
107 |
|
|
|
111 |
|
Var Energi |
|
|
|
|
|
|
|
|
8.000%, 11/15/2032 (D) |
|
|
403 |
|
|
|
451 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
7.500%, 01/15/2028 (D) |
|
$ |
314 |
|
|
$ |
332 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,137 |
|
| |
|
|
|
|
|
|
|
|
Financials — 3.2% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
|
269 |
|
|
|
265 |
|
AIB Group MTN |
|
|
|
|
|
|
|
|
4.263%, US0003M + 1.874%, 04/10/2025 (B)(D) |
|
|
438 |
|
|
|
438 |
|
Aircastle |
|
|
|
|
|
|
|
|
5.950%, 02/15/2029 (D) |
|
|
65 |
|
|
|
65 |
|
4.125%, 05/01/2024 |
|
|
181 |
|
|
|
181 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.992%, SOFRRATE + 3.260%, 06/13/2029 (B) |
|
|
259 |
|
|
|
268 |
|
American Express |
|
|
|
|
|
|
|
|
5.098%, SOFRRATE + 1.000%, 02/16/2028 (B) |
|
|
474 |
|
|
|
473 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
6.375%, 07/15/2030 (D) |
|
|
206 |
|
|
|
212 |
|
5.500%, 12/15/2024 (D) |
|
|
352 |
|
|
|
351 |
|
4.875%, 10/01/2025 (D) |
|
|
182 |
|
|
|
179 |
|
4.125%, 08/01/2025 (D) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (D) |
|
|
165 |
|
|
|
153 |
|
1.950%, 01/30/2026 (D) |
|
|
480 |
|
|
|
448 |
|
1.950%, 09/20/2026 (D) |
|
|
153 |
|
|
|
140 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
5.381%, 03/13/2029 |
|
|
200 |
|
|
|
202 |
|
Banco de Credito del Peru S.A. MTN |
|
|
|
|
|
|
|
|
3.125%, H15T5Y + 3.000%, 07/01/2030 (B)(D) |
|
|
755 |
|
|
|
723 |
|
Banco Santander |
|
|
|
|
|
|
|
|
9.625%, H15T5Y + 5.298%(B)(F) |
|
|
200 |
|
|
|
220 |
|
6.921%, 08/08/2033 |
|
|
400 |
|
|
|
419 |
|
Bank of America |
|
|
|
|
|
|
|
|
2.687%, SOFRRATE + 1.320%, 04/22/2032 (B) |
|
|
259 |
|
|
|
219 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
484 |
|
|
|
412 |
|
Bank of Ireland Group |
|
|
|
|
|
|
|
|
5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D) |
|
|
212 |
|
|
|
212 |
|
Barclays |
|
|
|
|
|
|
|
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
|
|
216 |
|
|
|
217 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.375%, USSW5 + 5.150%(B)(F) |
|
|
200 |
|
|
|
200 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D) |
|
|
474 |
|
|
|
475 |
|
BPCE |
|
|
|
|
|
|
|
|
6.508%, H15T1Y + 2.791%, 01/18/2035 (B)(D) |
|
|
483 |
|
|
|
491 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CaixaBank |
|
|
|
|
|
|
|
|
6.684%, SOFRRATE + 2.080%, 09/13/2027 (B)(D) |
|
$ |
343 |
|
|
$ |
350 |
|
6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D) |
|
|
200 |
|
|
|
202 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.377%, SOFRRATE + 2.860%, 06/08/2034 (B) |
|
|
486 |
|
|
|
505 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
4.000%, H15T5Y + 3.168%(B)(F) |
|
|
756 |
|
|
|
707 |
|
Citigroup |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.211%(B)(F) |
|
|
33 |
|
|
|
35 |
|
4.000%, H15T5Y + 3.597%(B)(F) |
|
|
359 |
|
|
|
344 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
584 |
|
|
|
487 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
7.146%, SOFRRATE + 2.520%, 07/13/2027 (B) |
|
|
177 |
|
|
|
182 |
|
3.961%, SOFRRATE + 2.581%, 11/26/2025 (B) |
|
|
315 |
|
|
|
311 |
|
2.129%, SOFRRATE + 1.870%, 11/24/2026 (B) |
|
|
347 |
|
|
|
327 |
|
Discover Bank |
|
|
|
|
|
|
|
|
5.974%, USISOA05 + 1.730%, 08/09/2028 (B) |
|
|
475 |
|
|
|
472 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
8.437%, TSFR3M + 3.136%(B)(F) |
|
|
122 |
|
|
|
122 |
|
4.125%, H15T5Y + 2.949%(B)(F) |
|
|
328 |
|
|
|
304 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
38 |
|
|
|
32 |
|
2.615%, SOFRRATE + 1.281%, 04/22/2032 (B) |
|
|
542 |
|
|
|
455 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.200%, 11/28/2033 (D) |
|
|
327 |
|
|
|
352 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B) |
|
|
769 |
|
|
|
657 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.500%, USISDA05 + 4.496%(B)(F) |
|
|
735 |
|
|
|
732 |
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
324 |
|
|
|
324 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
7.953%, H15T1Y + 3.750%, 11/15/2033 (B) |
|
|
404 |
|
|
|
455 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.406%, 10/29/2027 (B) |
|
EUR |
480 |
|
|
|
478 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
$ |
3 |
|
|
|
2 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
|
319 |
|
|
|
297 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NatWest Group |
|
|
|
|
|
|
|
|
6.475%, H15T5Y + 2.200%, 06/01/2034 (B) |
|
$ |
208 |
|
|
$ |
211 |
|
OEC Finance |
|
|
|
|
|
|
|
|
7.125%, 12/26/2046 (D) |
|
|
324 |
|
|
|
21 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
8.643%, TSFR3M + 3.302%(B)(F) |
|
|
174 |
|
|
|
175 |
|
S&P Global |
|
|
|
|
|
|
|
|
4.250%, 05/01/2029 |
|
|
166 |
|
|
|
162 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
4.260%, SOFRINDX + 1.380%, 06/09/2025 (B) |
|
|
196 |
|
|
|
195 |
|
2.490%, SOFRRATE + 1.249%, 01/06/2028 (B) |
|
|
67 |
|
|
|
61 |
|
Santander UK Group Holdings |
|
|
|
|
|
|
|
|
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B) |
|
|
603 |
|
|
|
613 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 5.661%(B)(D)(F) |
|
|
552 |
|
|
|
544 |
|
3.971%, H15T1Y + 1.650%, 03/30/2026 (B)(D) |
|
|
239 |
|
|
|
235 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.048%(B)(F) |
|
|
800 |
|
|
|
680 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, H15T5Y + 3.582%, 04/02/2049 (B) |
|
|
200 |
|
|
|
194 |
|
Swiss RE Subordinated Finance |
|
|
|
|
|
|
|
|
5.698%, TSFR3M + 1.813%, 04/05/2035 (B)(D) |
|
|
200 |
|
|
|
200 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.758%(B)(D)(F) |
|
|
301 |
|
|
|
340 |
|
UniCredit |
|
|
|
|
|
|
|
|
2.569%, H15T1Y + 2.300%, 09/22/2026 (B)(D) |
|
|
519 |
|
|
|
494 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(B)(F) |
|
|
23 |
|
|
|
25 |
|
3.900%, H15T5Y + 3.453%(B)(F) |
|
|
327 |
|
|
|
311 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
754 |
|
|
|
654 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,216 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.1% |
|
|
|
|
Bayer US Finance |
|
|
|
|
|
|
|
|
6.125%, 11/21/2026 (D) |
|
|
326 |
|
|
|
329 |
|
Humana |
|
|
|
|
|
|
|
|
5.375%, 04/15/2031 |
|
|
127 |
|
|
|
127 |
|
Organon & Co |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
EUR |
200 |
|
|
|
201 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
657 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Industrials — 0.8% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 |
|
$ |
190 |
|
|
$ |
192 |
|
APCOA Parking Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
EUR |
237 |
|
|
|
250 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (D) |
|
$ |
475 |
|
|
|
465 |
|
4.500%, 10/20/2025 (D) |
|
|
238 |
|
|
|
236 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
5.400%, 02/01/2027 |
|
|
670 |
|
|
|
666 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (D) |
|
|
272 |
|
|
|
191 |
|
Flowserve |
|
|
|
|
|
|
|
|
2.800%, 01/15/2032 |
|
|
246 |
|
|
|
202 |
|
Honeywell International |
|
|
|
|
|
|
|
|
4.125%, 11/02/2034 |
|
EUR |
810 |
|
|
|
922 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
$ |
197 |
|
|
|
195 |
|
4.350%, 04/05/2036 (D) |
|
|
194 |
|
|
|
180 |
|
Odebrecht Holdco Finance |
|
|
|
|
|
|
|
|
0.000%, 09/10/2058 (D)(G) |
|
|
294 |
|
|
|
– |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 (D) |
|
|
789 |
|
|
|
793 |
|
Ryder System MTN |
|
|
|
|
|
|
|
|
5.375%, 03/15/2029 |
|
|
313 |
|
|
|
316 |
|
Westinghouse Air Brake Technologies |
|
|
|
|
|
|
|
|
3.200%, 06/15/2025 |
|
|
141 |
|
|
|
137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,745 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.4% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
535 |
|
|
|
508 |
|
3.137%, 11/15/2035 (D) |
|
|
154 |
|
|
|
124 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
631 |
|
|
|
578 |
|
NXP BV |
|
|
|
|
|
|
|
|
5.550%, 12/01/2028 |
|
|
317 |
|
|
|
322 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (D) |
|
|
439 |
|
|
|
299 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.875%, 04/22/2027 |
|
|
406 |
|
|
|
394 |
|
Western Digital |
|
|
|
|
|
|
|
|
3.100%, 02/01/2032 |
|
|
35 |
|
|
|
28 |
|
2.850%, 02/01/2029 |
|
|
157 |
|
|
|
137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,390 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Freeport Indonesia MTN |
|
|
|
|
|
|
|
|
4.763%, 04/14/2027 (D) |
|
|
243 |
|
|
|
237 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (D) |
|
|
56 |
|
|
|
60 |
|
5.338%, 04/04/2027 (D) |
|
|
402 |
|
|
|
402 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (D) |
|
$ |
81 |
|
|
$ |
50 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
749 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.0% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
5.200%, 02/15/2029 |
|
|
212 |
|
|
|
212 |
|
3.650%, 03/15/2027 |
|
|
130 |
|
|
|
124 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
336 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.4% |
|
|
|
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (D) |
|
|
299 |
|
|
|
259 |
|
Alexander Funding Trust II |
|
|
|
|
|
|
|
|
7.467%, 07/31/2028 (D) |
|
|
104 |
|
|
|
110 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (D) |
|
|
268 |
|
|
|
252 |
|
Duke Energy Carolinas NC Storm Funding |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
403 |
|
|
|
294 |
|
Electricite de France |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.411%(B)(D)(F) |
|
|
238 |
|
|
|
262 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
3.400%, 01/28/2030 |
|
|
390 |
|
|
|
338 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.290%, 01/17/2034 (D) |
|
|
146 |
|
|
|
144 |
|
NRG Energy |
|
|
|
|
|
|
|
|
7.000%, 03/15/2033 (D) |
|
|
421 |
|
|
|
449 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
5.550%, 05/15/2029 |
|
|
73 |
|
|
|
74 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (D) |
|
|
74 |
|
|
|
73 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, H15T5Y + 5.740%(B)(D)(F) |
|
|
286 |
|
|
|
283 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
6.950%, 10/15/2033 (D) |
|
|
199 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,750 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $50,838) ($ Thousands) |
|
|
|
|
|
|
48,780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 4.3% |
Agency Mortgage-Backed Obligations — 0.7% |
|
|
|
|
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
0.717%, 06/15/2047(B) |
|
|
954 |
|
|
|
125 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
0.665%, 06/25/2050(B) |
|
|
1,894 |
|
|
|
165 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.420%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
|
|
344 |
|
|
|
350 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.820%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
$ |
1,079 |
|
|
$ |
1,081 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.520%, SOFR30A + 2.200%, 05/25/2042(B)(D) |
|
|
481 |
|
|
|
489 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
2,088 |
|
|
|
1,817 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.665%, 12/25/2044(B) |
|
|
724 |
|
|
|
74 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
0.565%, 10/25/2046(B) |
|
|
720 |
|
|
|
72 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
0.715%, 08/25/2047(B) |
|
|
801 |
|
|
|
89 |
|
FNMA CMO, Ser 2017-97, Cl LS, IO |
|
|
|
|
|
|
|
|
0.765%, 12/25/2047(B) |
|
|
1,122 |
|
|
|
140 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
0.757%, 08/20/2047(B) |
|
|
583 |
|
|
|
69 |
|
GNMA CMO, Ser 2017-134, Cl SE, IO |
|
|
|
|
|
|
|
|
0.757%, 09/20/2047(B) |
|
|
492 |
|
|
|
48 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,519 |
|
Non-Agency Mortgage-Backed Obligations — 3.6% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
42 |
|
|
|
29 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
230 |
|
|
|
124 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
92 |
|
|
|
63 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.569%, SOFR30A + 1.250%, 01/20/2037(B)(D) |
|
|
1,262 |
|
|
|
1,253 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.534%, 03/10/2037(B)(D) |
|
|
365 |
|
|
|
274 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
6.373%, TSFR1M + 1.047%, 11/15/2033(B)(D) |
|
|
1,610 |
|
|
|
1,603 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.581%, TSFR1M + 2.254%, 10/15/2037(B)(D) |
|
|
779 |
|
|
|
775 |
|
Bellemeade Re, Ser 2019-3A, Cl M1C |
|
|
|
|
|
|
|
|
7.394%, TSFR1M + 2.064%, 07/25/2029(B)(D) |
|
|
102 |
|
|
|
102 |
|
Bellemeade Re, Ser 2022-2, Cl M1A |
|
|
|
|
|
|
|
|
9.320%, SOFR30A + 4.000%, 09/27/2032(B)(D) |
|
|
978 |
|
|
|
1,002 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
7.041%, TSFR1M + 1.714%, 06/15/2038(B)(D) |
|
$ |
1,189 |
|
|
$ |
1,180 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
7.271%, TSFR1M + 1.946%, 04/15/2034(B)(D) |
|
|
162 |
|
|
|
162 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.521%, TSFR1M + 2.196%, 04/15/2034(B)(D) |
|
|
656 |
|
|
|
653 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
89 |
|
|
|
40 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
120 |
|
|
|
53 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
58 |
|
|
|
25 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.793%, 07/10/2046(B)(D) |
|
|
565 |
|
|
|
521 |
|
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.435%, SOFR30A + 2.114%, 01/25/2040(B)(D) |
|
|
87 |
|
|
|
88 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.970%, SOFR30A + 1.650%, 12/25/2041(B)(D) |
|
|
319 |
|
|
|
321 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.220%, SOFR30A + 1.900%, 12/25/2041(B)(D) |
|
|
1,023 |
|
|
|
1,030 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.820%, SOFR30A + 3.500%, 03/25/2042(B)(D) |
|
|
838 |
|
|
|
878 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
8.420%, SOFR30A + 3.100%, 03/25/2042(B)(D) |
|
|
211 |
|
|
|
219 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
|
|
|
|
|
|
|
|
7.620%, SOFR30A + 2.300%, 01/25/2043(B)(D) |
|
|
381 |
|
|
|
390 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.621%, SOFR30A + 2.300%, 05/25/2043(B)(D) |
|
|
733 |
|
|
|
748 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.221%, SOFR30A + 1.900%, 06/25/2043(B)(D) |
|
$ |
672 |
|
|
$ |
680 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
5.824%, TSFR1M + 0.494%, 12/25/2036(B) |
|
|
318 |
|
|
|
101 |
|
Eagle RE, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.320%, SOFR30A + 2.000%, 09/26/2033(B)(D) |
|
|
511 |
|
|
|
513 |
|
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
7.320%, SOFR30A + 2.000%, 01/25/2051(B)(D) |
|
|
67 |
|
|
|
66 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
8.120%, SOFR30A + 2.800%, 10/25/2050(B)(D) |
|
|
171 |
|
|
|
175 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.970%, SOFR30A + 1.650%, 01/25/2034(B)(D) |
|
|
174 |
|
|
|
175 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
7.120%, SOFR30A + 1.800%, 11/25/2041(B)(D) |
|
|
1,042 |
|
|
|
1,048 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
7.670%, SOFR30A + 2.350%, 12/25/2041(B)(D) |
|
|
668 |
|
|
|
672 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.320%, SOFR30A + 1.000%, 01/25/2042(B)(D) |
|
|
366 |
|
|
|
366 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.170%, SOFR30A + 1.850%, 01/25/2042(B)(D) |
|
|
542 |
|
|
|
545 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
|
|
|
|
|
|
|
|
8.270%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
|
593 |
|
|
|
608 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
|
|
|
|
|
|
|
|
7.820%, SOFR30A + 2.500%, 03/25/2052(B)(D) |
|
|
826 |
|
|
|
843 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
7.420%, SOFR30A + 2.100%, 03/25/2043(B)(D) |
|
|
445 |
|
|
|
454 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.320%, SOFR30A + 2.000%, 05/25/2043(B)(D) |
|
$ |
687 |
|
|
$ |
694 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
11.135%, SOFR30A + 5.814%, 04/25/2028(B) |
|
|
81 |
|
|
|
85 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
8.285%, SOFR30A + 2.964%, 11/25/2029(B) |
|
|
367 |
|
|
|
378 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.320%, SOFR30A + 2.000%, 11/25/2041(B)(D) |
|
|
469 |
|
|
|
472 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.152%, 08/10/2044(B)(D) |
|
|
13 |
|
|
|
5 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1 |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
26 |
|
|
|
24 |
|
2.435%, 08/17/2026 |
|
|
769 |
|
|
|
736 |
|
1.433%, 08/17/2026 |
|
|
294 |
|
|
|
282 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
5.944%, TSFR1M + 0.614%, 03/25/2035(B) |
|
|
49 |
|
|
|
39 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.770%, 09/15/2047(B) |
|
|
13,039 |
|
|
|
3 |
|
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
7.544%, TSFR1M + 2.214%, 04/25/2047(B)(D) |
|
|
84 |
|
|
|
84 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(B) |
|
|
125 |
|
|
|
48 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(D) |
|
|
173 |
|
|
|
173 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
6.905%, TSFR1M + 1.579%, 07/15/2036(B)(D) |
|
|
266 |
|
|
|
246 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
9.197%, TSFR1M + 3.864%, 05/30/2025(B)(D) |
|
|
254 |
|
|
|
254 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.136%, SOFR30A + 3.814%, 11/27/2031(B)(D) |
|
|
28 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
8.786%, SOFR30A + 3.464%, 02/25/2025(B)(D) |
|
$ |
99 |
|
|
$ |
98 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.390%, 11/15/2049(B) |
|
|
925 |
|
|
|
840 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
10.935%, SOFR30A + 5.614%, 11/25/2025(B)(D) |
|
|
31 |
|
|
|
32 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
10.685%, SOFR30A + 5.364%, 11/25/2025(B)(D) |
|
|
134 |
|
|
|
137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,437 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $28,400) ($ Thousands) |
|
|
|
|
|
|
26,956 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 4.1% |
Automotive — 1.7% |
|
|
|
|
| |
|
|
|
|
ACM Auto Trust 2024-1, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.710%, 01/21/2031(D) |
|
|
544 |
|
|
|
546 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
6.090%, 11/12/2027(D) |
|
|
897 |
|
|
|
899 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
457 |
|
|
|
457 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.440%, 02/22/2028(D) |
|
|
554 |
|
|
|
557 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B |
|
|
|
|
|
|
|
|
6.120%, 04/20/2028(D) |
|
|
424 |
|
|
|
428 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
72 |
|
|
|
67 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
248 |
|
|
|
240 |
|
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
|
441 |
|
|
|
394 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(D) |
|
|
611 |
|
|
|
599 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(D) |
|
|
78 |
|
|
|
76 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
FHF Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.570%, 06/15/2028(D) |
|
$ |
323 |
|
|
$ |
325 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027(D) |
|
|
483 |
|
|
|
482 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(D) |
|
|
605 |
|
|
|
560 |
|
Hertz Vehicle Financing III, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(D) |
|
|
620 |
|
|
|
596 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026(D) |
|
|
55 |
|
|
|
55 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027(D) |
|
|
315 |
|
|
|
315 |
|
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 08/15/2028(D) |
|
|
978 |
|
|
|
985 |
|
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.090%, 10/16/2028(D) |
|
|
415 |
|
|
|
419 |
|
Prestige Auto Receivables Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.900%, 07/15/2025(D) |
|
|
6 |
|
|
|
7 |
|
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.380%, 11/25/2030(D) |
|
|
404 |
|
|
|
401 |
|
Research-Driven Pagaya Motor Trust 2024-1, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.090%, 06/25/2032(D) |
|
|
305 |
|
|
|
306 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
5.281%, 05/15/2032(D) |
|
|
294 |
|
|
|
293 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032(D) |
|
|
242 |
|
|
|
242 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032(D) |
|
|
358 |
|
|
|
359 |
|
Tesla Auto Lease Trust 2024-A, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2027(D) |
|
|
253 |
|
|
|
252 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026(D) |
|
|
460 |
|
|
|
460 |
|
| |
|
|
|
|
|
|
10,320 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Credit Cards — 0.1% |
|
|
|
|
| |
|
|
|
|
Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2027(D) |
|
$ |
473 |
|
|
$ |
473 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 2.3% |
|
|
|
|
| |
|
|
|
|
AB Issuer, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(D) |
|
|
823 |
|
|
|
726 |
|
ACHV ABS TRUST, Ser 2023-3PL, Cl A |
|
|
|
|
|
|
|
|
6.600%, 08/19/2030(D) |
|
|
10 |
|
|
|
10 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025(D) |
|
|
13 |
|
|
|
12 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(D) |
|
|
38 |
|
|
|
37 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(D) |
|
|
28 |
|
|
|
27 |
|
AGL CLO 12, Ser 2021-12A, Cl A1 |
|
|
|
|
|
|
|
|
6.739%, TSFR3M + 1.422%, 07/20/2034(B)(D) |
|
|
970 |
|
|
|
970 |
|
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028(D) |
|
|
227 |
|
|
|
226 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(D) |
|
|
185 |
|
|
|
181 |
|
Balboa Bay Loan Funding, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.779%, TSFR3M + 1.462%, 07/20/2034(B)(D) |
|
|
589 |
|
|
|
589 |
|
Cajun Global, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(D) |
|
|
179 |
|
|
|
163 |
|
College Ave Student Loans, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(D) |
|
|
221 |
|
|
|
194 |
|
Dext ABS, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 03/15/2032(D) |
|
|
885 |
|
|
|
879 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(D) |
|
|
839 |
|
|
|
749 |
|
Dryden 78 CLO, Ser 2020-78A, Cl C |
|
|
|
|
|
|
|
|
7.528%, TSFR3M + 2.212%, 04/17/2033(B)(D) |
|
|
620 |
|
|
|
615 |
|
Dryden 78 CLO, Ser 2020-78A, Cl D |
|
|
|
|
|
|
|
|
8.578%, TSFR3M + 3.262%, 04/17/2033(B)(D) |
|
|
320 |
|
|
|
317 |
|
GCI Funding I, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(D) |
|
|
247 |
|
|
|
219 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.649%, TSFR3M + 1.332%, 04/20/2034(B)(D) |
|
|
651 |
|
|
|
651 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Hardee's Funding, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(D) |
|
$ |
378 |
|
|
$ |
359 |
|
Hardee's Funding, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(D) |
|
|
263 |
|
|
|
237 |
|
HFX, Ser 2017-1A |
|
|
|
|
|
|
|
|
3.647%, 03/15/2035 |
|
|
830 |
|
|
|
814 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
6.706%, TSFR3M + 1.382%, 07/25/2034(B)(D) |
|
|
1,127 |
|
|
|
1,127 |
|
MVW, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(D) |
|
|
218 |
|
|
|
201 |
|
Neighborly Issuer, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(D) |
|
|
774 |
|
|
|
784 |
|
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(D) |
|
|
170 |
|
|
|
155 |
|
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A |
|
|
|
|
|
|
|
|
6.676%, TSFR3M + 1.362%, 07/16/2035(B)(D) |
|
|
1,141 |
|
|
|
1,140 |
|
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
6.708%, TSFR3M + 1.392%, 07/17/2035(B)(D) |
|
|
690 |
|
|
|
692 |
|
NMEF Funding, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 06/15/2029(D) |
|
|
224 |
|
|
|
224 |
|
OCP CLO, Ser 2021-18A, Cl AR |
|
|
|
|
|
|
|
|
6.669%, TSFR3M + 1.352%, 07/20/2032(B)(D) |
|
|
849 |
|
|
|
850 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(D) |
|
|
636 |
|
|
|
601 |
|
Pagaya AI Debt Trust 2024-3, Ser 2024-3, Cl A |
|
|
|
|
|
|
|
|
6.258%, 10/15/2031(D) |
|
|
470 |
|
|
|
470 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(D) |
|
|
346 |
|
|
|
313 |
|
Upstart Securitization Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
1.660%, 07/20/2031(D) |
|
|
143 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
14,675 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $26,085) ($ Thousands) |
|
|
|
|
|
|
25,468 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.9% |
FFCB^ |
|
|
|
|
|
|
|
|
5.490%, SOFRRATE + 0.170%, 01/23/2025(B) |
|
$ |
2,100 |
|
|
$ |
2,102 |
|
5.400%, SOFRRATE + 0.080%, 05/24/2024(B) |
|
|
500 |
|
|
|
500 |
|
5.360%, SOFRRATE + 0.040%, 05/15/2024(B) |
|
|
300 |
|
|
|
300 |
|
FHLB^ |
|
|
|
|
|
|
|
|
5.480%, SOFRRATE + 0.160%, 07/10/2025(B) |
|
|
800 |
|
|
|
801 |
|
5.460%, SOFRRATE + 0.140%, 04/21/2025(B) |
|
|
1,000 |
|
|
|
1,000 |
|
0.620%, 02/26/2026 |
|
|
200 |
|
|
|
185 |
|
FHLMC^ |
|
|
|
|
|
|
|
|
5.150%, 01/27/2026 |
|
|
1,200 |
|
|
|
1,198 |
|
4.200%, 08/28/2025 |
|
|
700 |
|
|
|
692 |
|
0.400%, 05/24/2024 |
|
|
400 |
|
|
|
397 |
|
FNMA^ |
|
|
|
|
|
|
|
|
5.060%, 02/07/2025 |
|
|
700 |
|
|
|
699 |
|
3.875%, 08/28/2024 |
|
|
800 |
|
|
|
795 |
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,241 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,423 |
|
0.375%, 06/14/2024 |
|
|
700 |
|
|
|
693 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $12,199) ($ Thousands) |
|
|
12,026 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.3% |
| |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
|
225 |
|
|
|
180 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(D) |
|
|
416 |
|
|
|
372 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.125%, 12/04/2027(D) |
|
|
753 |
|
|
|
757 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
3.061%, 07/13/2031 |
|
|
210 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $1,562) ($ Thousands) |
|
|
1,480 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Golar LNG Ltd |
|
|
2,904 |
|
|
|
70 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.0% |
|
|
|
|
Brookfield Infrastructure Corp, Cl A |
|
|
1,090 |
|
|
|
39 |
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Teekay Tankers Ltd, Cl A |
|
|
700 |
|
|
$ |
41 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
80 |
|
| |
|
|
|
|
|
|
|
|
Ghana — 0.0% |
|
|
|
|
Kosmos Energy Ltd * |
|
|
9,707 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
Ardmore Shipping Corp |
|
|
1,400 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.0% |
|
|
|
|
Borr Drilling Ltd |
|
|
3,781 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Monaco — 0.0% |
|
|
|
|
Scorpio Tankers Inc |
|
|
1,186 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
FLEX LNG |
|
|
616 |
|
|
|
16 |
|
Seadrill * |
|
|
980 |
|
|
|
49 |
|
SFL Corp Ltd |
|
|
3,000 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
Puerto Rico — 0.0% |
|
|
|
|
Liberty Latin America Ltd, Cl C * |
|
|
2,200 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.1% |
|
|
|
|
TechnipFMC PLC |
|
|
10,329 |
|
|
|
259 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $480) ($ Thousands) |
|
|
|
|
|
|
721 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG *‡‡ |
|
|
800 |
|
|
|
– |
|
Abiomed Inc *‡‡ |
|
|
408 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $119) ($ Thousands) |
|
|
|
|
|
|
140 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 109.2% |
|
|
|
|
|
|
|
|
(Cost $594,816) ($ Thousands) |
|
$ |
682,575 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT— (13.1)% |
Communication Services — (0.6)% |
|
|
|
|
Cable One Inc |
|
|
(61 |
) |
|
$ |
(26 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,023 |
) |
|
|
(297 |
) |
Comcast Corp, Cl A |
|
|
(39,844 |
) |
|
|
(1,727 |
) |
Fox Corp, Cl A |
|
|
(2,844 |
) |
|
|
(89 |
) |
Fox Corp, Cl B |
|
|
(1,400 |
) |
|
|
(40 |
) |
Interpublic Group of Cos Inc/The |
|
|
(3,714 |
) |
|
|
(121 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,148 |
) |
|
|
(66 |
) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
(1,794 |
) |
|
|
(53 |
) |
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
(800 |
) |
|
|
(24 |
) |
New York Times Co/The, Cl A |
|
|
(1,702 |
) |
|
|
(74 |
) |
News Corp, Cl A |
|
|
(3,895 |
) |
|
|
(102 |
) |
News Corp, Cl B |
|
|
(1,600 |
) |
|
|
(43 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(322 |
) |
|
|
(56 |
) |
Omnicom Group Inc |
|
|
(1,884 |
) |
|
|
(182 |
) |
Paramount Global, Cl B |
|
|
(5,279 |
) |
|
|
(62 |
) |
Scholastic Corp, Cl B |
|
|
(500 |
) |
|
|
(19 |
) |
TEGNA Inc |
|
|
(2,300 |
) |
|
|
(34 |
) |
Trade Desk Inc/The, Cl A * |
|
|
(4,280 |
) |
|
|
(374 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,389 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (8.6)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(400 |
) |
|
|
(50 |
) |
Academy Sports & Outdoors Inc |
|
|
(520 |
) |
|
|
(35 |
) |
Acushnet Holdings Corp |
|
|
(537 |
) |
|
|
(35 |
) |
Adient PLC * |
|
|
(3,892 |
) |
|
|
(128 |
) |
ADT Inc |
|
|
(4,200 |
) |
|
|
(28 |
) |
Adtalem Global Education Inc * |
|
|
(600 |
) |
|
|
(31 |
) |
Advance Auto Parts Inc |
|
|
(596 |
) |
|
|
(51 |
) |
Airbnb Inc, Cl A * |
|
|
(4,706 |
) |
|
|
(776 |
) |
Amazon.com Inc, Cl A * |
|
|
(25,152 |
) |
|
|
(4,537 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(5,130 |
) |
|
|
(38 |
) |
American Eagle Outfitters Inc |
|
|
(1,700 |
) |
|
|
(44 |
) |
Aptiv PLC * |
|
|
(11,483 |
) |
|
|
(915 |
) |
Aramark |
|
|
(3,043 |
) |
|
|
(99 |
) |
Asbury Automotive Group Inc * |
|
|
(191 |
) |
|
|
(45 |
) |
AutoNation Inc * |
|
|
(226 |
) |
|
|
(37 |
) |
AutoZone Inc * |
|
|
(130 |
) |
|
|
(410 |
) |
Bath & Body Works Inc |
|
|
(1,867 |
) |
|
|
(93 |
) |
Beazer Homes USA Inc, Cl A * |
|
|
(400 |
) |
|
|
(13 |
) |
Best Buy Co Inc |
|
|
(1,744 |
) |
|
|
(143 |
) |
Birkenstock Holding * |
|
|
(805 |
) |
|
|
(38 |
) |
Bloomin' Brands Inc |
|
|
(799 |
) |
|
|
(23 |
) |
Booking Holdings Inc |
|
|
(416 |
) |
|
|
(1,509 |
) |
Boot Barn Holdings Inc * |
|
|
(210 |
) |
|
|
(20 |
) |
BorgWarner Inc |
|
|
(9,788 |
) |
|
|
(340 |
) |
Boyd Gaming Corp |
|
|
(1,130 |
) |
|
|
(76 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(719 |
) |
|
|
(82 |
) |
Brinker International Inc * |
|
|
(600 |
) |
|
|
(30 |
) |
Brunswick Corp/DE |
|
|
(1,706 |
) |
|
|
(165 |
) |
Burlington Stores Inc * |
|
|
(523 |
) |
|
|
(121 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Caesars Entertainment Inc * |
|
|
(2,450 |
) |
|
$ |
(107 |
) |
Capri Holdings Ltd * |
|
|
(2,826 |
) |
|
|
(128 |
) |
CarMax Inc * |
|
|
(1,336 |
) |
|
|
(116 |
) |
Carnival Corp * |
|
|
(11,984 |
) |
|
|
(196 |
) |
Carter's Inc |
|
|
(911 |
) |
|
|
(77 |
) |
Carvana Co, Cl A * |
|
|
(700 |
) |
|
|
(62 |
) |
Cavco Industries Inc * |
|
|
(170 |
) |
|
|
(68 |
) |
Century Communities Inc |
|
|
(645 |
) |
|
|
(62 |
) |
Cheesecake Factory Inc/The |
|
|
(762 |
) |
|
|
(28 |
) |
Chegg Inc * |
|
|
(1,979 |
) |
|
|
(15 |
) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(319 |
) |
|
|
(927 |
) |
Choice Hotels International Inc |
|
|
(486 |
) |
|
|
(61 |
) |
Churchill Downs Inc |
|
|
(940 |
) |
|
|
(116 |
) |
Columbia Sportswear Co |
|
|
(826 |
) |
|
|
(67 |
) |
Coursera Inc * |
|
|
(1,329 |
) |
|
|
(19 |
) |
Crocs Inc * |
|
|
(1,488 |
) |
|
|
(214 |
) |
Dana Inc |
|
|
(5,195 |
) |
|
|
(66 |
) |
Darden Restaurants Inc |
|
|
(1,518 |
) |
|
|
(254 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(346 |
) |
|
|
(22 |
) |
Deckers Outdoor Corp * |
|
|
(599 |
) |
|
|
(564 |
) |
Dick's Sporting Goods Inc |
|
|
(423 |
) |
|
|
(95 |
) |
Domino's Pizza Inc |
|
|
(451 |
) |
|
|
(224 |
) |
DoorDash Inc, Cl A * |
|
|
(3,550 |
) |
|
|
(489 |
) |
Dorman Products Inc * |
|
|
(1,077 |
) |
|
|
(104 |
) |
DR Horton Inc |
|
|
(7,110 |
) |
|
|
(1,170 |
) |
DraftKings Inc, Cl A * |
|
|
(4,562 |
) |
|
|
(207 |
) |
Duolingo Inc, Cl A * |
|
|
(346 |
) |
|
|
(76 |
) |
eBay Inc |
|
|
(4,567 |
) |
|
|
(241 |
) |
Ethan Allen Interiors Inc |
|
|
(700 |
) |
|
|
(24 |
) |
Etsy Inc * |
|
|
(760 |
) |
|
|
(52 |
) |
Everi Holdings Inc * |
|
|
(1,600 |
) |
|
|
(16 |
) |
Expedia Group Inc * |
|
|
(1,694 |
) |
|
|
(233 |
) |
Figs Inc, Cl A * |
|
|
(2,600 |
) |
|
|
(13 |
) |
Five Below Inc * |
|
|
(472 |
) |
|
|
(86 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(886 |
) |
|
|
(115 |
) |
Foot Locker Inc, Cl A |
|
|
(732 |
) |
|
|
(21 |
) |
Ford Motor Co |
|
|
(166,609 |
) |
|
|
(2,213 |
) |
Fox Factory Holding Corp * |
|
|
(1,654 |
) |
|
|
(86 |
) |
Frontdoor Inc * |
|
|
(957 |
) |
|
|
(31 |
) |
GameStop Corp, Cl A * |
|
|
(2,452 |
) |
|
|
(31 |
) |
Gap Inc/The |
|
|
(1,700 |
) |
|
|
(47 |
) |
Garmin Ltd |
|
|
(3,510 |
) |
|
|
(523 |
) |
General Motors Co |
|
|
(58,699 |
) |
|
|
(2,662 |
) |
Gentex Corp |
|
|
(10,663 |
) |
|
|
(385 |
) |
Gentherm Inc * |
|
|
(1,432 |
) |
|
|
(82 |
) |
Genuine Parts Co |
|
|
(1,078 |
) |
|
|
(167 |
) |
G-III Apparel Group Ltd * |
|
|
(500 |
) |
|
|
(15 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(11,753 |
) |
|
|
(161 |
) |
Graham Holdings Co, Cl B |
|
|
(55 |
) |
|
|
(42 |
) |
Grand Canyon Education Inc * |
|
|
(361 |
) |
|
|
(49 |
) |
Green Brick Partners Inc * |
|
|
(800 |
) |
|
|
(48 |
) |
Group 1 Automotive Inc |
|
|
(50 |
) |
|
|
(15 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
H&R Block Inc |
|
|
(1,877 |
) |
|
$ |
(92 |
) |
Hanesbrands Inc * |
|
|
(9,071 |
) |
|
|
(53 |
) |
Harley-Davidson Inc, Cl A |
|
|
(5,360 |
) |
|
|
(234 |
) |
Hasbro Inc |
|
|
(3,105 |
) |
|
|
(175 |
) |
Helen of Troy Ltd * |
|
|
(632 |
) |
|
|
(73 |
) |
Hilton Grand Vacations Inc * |
|
|
(754 |
) |
|
|
(36 |
) |
Hilton Worldwide Holdings Inc |
|
|
(2,939 |
) |
|
|
(627 |
) |
Home Depot Inc/The |
|
|
(7,394 |
) |
|
|
(2,836 |
) |
Hovnanian Enterprises Inc, Cl A * |
|
|
(165 |
) |
|
|
(26 |
) |
Hyatt Hotels Corp, Cl A |
|
|
(617 |
) |
|
|
(98 |
) |
Installed Building Products Inc |
|
|
(578 |
) |
|
|
(150 |
) |
International Game Technology PLC |
|
|
(1,133 |
) |
|
|
(26 |
) |
Jack in the Box Inc |
|
|
(227 |
) |
|
|
(16 |
) |
KB Home |
|
|
(1,622 |
) |
|
|
(115 |
) |
Kohl's Corp |
|
|
(989 |
) |
|
|
(29 |
) |
Kontoor Brands Inc |
|
|
(1,362 |
) |
|
|
(82 |
) |
Las Vegas Sands Corp |
|
|
(4,154 |
) |
|
|
(215 |
) |
Laureate Education Inc, Cl A |
|
|
(1,900 |
) |
|
|
(28 |
) |
La-Z-Boy Inc, Cl Z |
|
|
(1,311 |
) |
|
|
(49 |
) |
LCI Industries |
|
|
(1,119 |
) |
|
|
(138 |
) |
Lear Corp |
|
|
(2,448 |
) |
|
|
(355 |
) |
Leggett & Platt Inc |
|
|
(2,775 |
) |
|
|
(53 |
) |
Lennar Corp, Cl A |
|
|
(5,602 |
) |
|
|
(963 |
) |
Lennar Corp, Cl B |
|
|
(397 |
) |
|
|
(61 |
) |
LGI Homes Inc * |
|
|
(533 |
) |
|
|
(62 |
) |
Light & Wonder Inc, Cl A * |
|
|
(995 |
) |
|
|
(102 |
) |
Lithia Motors Inc, Cl A |
|
|
(212 |
) |
|
|
(64 |
) |
LKQ Corp |
|
|
(2,144 |
) |
|
|
(115 |
) |
Lowe's Cos Inc |
|
|
(4,281 |
) |
|
|
(1,090 |
) |
Lucid Group Inc * |
|
|
(28,470 |
) |
|
|
(81 |
) |
Lululemon Athletica Inc * |
|
|
(2,542 |
) |
|
|
(993 |
) |
Luminar Technologies, Cl A * |
|
|
(13,917 |
) |
|
|
(27 |
) |
M/I Homes Inc * |
|
|
(615 |
) |
|
|
(84 |
) |
Macy's Inc |
|
|
(1,709 |
) |
|
|
(34 |
) |
Malibu Boats Inc, Cl A * |
|
|
(590 |
) |
|
|
(26 |
) |
Marriott International Inc/MD, Cl A |
|
|
(2,846 |
) |
|
|
(718 |
) |
Marriott Vacations Worldwide Corp |
|
|
(528 |
) |
|
|
(57 |
) |
Mattel Inc * |
|
|
(8,038 |
) |
|
|
(159 |
) |
McDonald's Corp |
|
|
(8,589 |
) |
|
|
(2,422 |
) |
MDC Holdings Inc |
|
|
(1,561 |
) |
|
|
(98 |
) |
Meritage Homes Corp |
|
|
(847 |
) |
|
|
(149 |
) |
MGM Resorts International * |
|
|
(3,368 |
) |
|
|
(159 |
) |
Modine Manufacturing Co * |
|
|
(2,199 |
) |
|
|
(209 |
) |
Mohawk Industries Inc * |
|
|
(1,268 |
) |
|
|
(166 |
) |
Murphy USA Inc |
|
|
(146 |
) |
|
|
(61 |
) |
National Vision Holdings Inc * |
|
|
(1,000 |
) |
|
|
(22 |
) |
Newell Brands Inc, Cl B |
|
|
(10,017 |
) |
|
|
(80 |
) |
NIKE Inc, Cl B |
|
|
(27,186 |
) |
|
|
(2,555 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(5,299 |
) |
|
|
(111 |
) |
NVR Inc * |
|
|
(68 |
) |
|
|
(551 |
) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(333 |
) |
|
|
(26 |
) |
O'Reilly Automotive Inc * |
|
|
(440 |
) |
|
|
(497 |
) |
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Oxford Industries Inc, Cl A |
|
|
(326 |
) |
|
$ |
(37 |
) |
Papa John's International Inc, Cl A |
|
|
(358 |
) |
|
|
(24 |
) |
Patrick Industries Inc |
|
|
(716 |
) |
|
|
(86 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(7,260 |
) |
|
|
(31 |
) |
Penn Entertainment Inc * |
|
|
(1,527 |
) |
|
|
(28 |
) |
Penske Automotive Group Inc, Cl A |
|
|
(200 |
) |
|
|
(32 |
) |
Perdoceo Education Corp |
|
|
(1,300 |
) |
|
|
(23 |
) |
Phinia Inc |
|
|
(1,833 |
) |
|
|
(70 |
) |
Planet Fitness Inc, Cl A * |
|
|
(1,128 |
) |
|
|
(71 |
) |
Polaris Inc |
|
|
(1,482 |
) |
|
|
(148 |
) |
Pool Corp |
|
|
(316 |
) |
|
|
(128 |
) |
PulteGroup Inc |
|
|
(4,894 |
) |
|
|
(590 |
) |
PVH Corp |
|
|
(1,471 |
) |
|
|
(207 |
) |
QuantumScape Corp, Cl A * |
|
|
(14,134 |
) |
|
|
(89 |
) |
Ralph Lauren Corp, Cl A |
|
|
(980 |
) |
|
|
(184 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(435 |
) |
|
|
(26 |
) |
RH * |
|
|
(131 |
) |
|
|
(46 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(26,847 |
) |
|
|
(294 |
) |
Ross Stores Inc |
|
|
(2,481 |
) |
|
|
(364 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(2,627 |
) |
|
|
(365 |
) |
Sabre Corp * |
|
|
(5,100 |
) |
|
|
(12 |
) |
Service Corp International/US |
|
|
(1,869 |
) |
|
|
(139 |
) |
Shake Shack Inc, Cl A * |
|
|
(446 |
) |
|
|
(46 |
) |
Signet Jewelers Ltd |
|
|
(409 |
) |
|
|
(41 |
) |
Six Flags Entertainment Corp * |
|
|
(800 |
) |
|
|
(21 |
) |
Skechers USA Inc, Cl A * |
|
|
(3,185 |
) |
|
|
(195 |
) |
Skyline Champion Corp * |
|
|
(1,060 |
) |
|
|
(90 |
) |
Smith & Wesson Brands Inc |
|
|
(1,500 |
) |
|
|
(26 |
) |
Sonos Inc * |
|
|
(3,371 |
) |
|
|
(64 |
) |
Standard Motor Products Inc |
|
|
(716 |
) |
|
|
(24 |
) |
Starbucks Corp |
|
|
(13,230 |
) |
|
|
(1,209 |
) |
Steven Madden Ltd |
|
|
(1,841 |
) |
|
|
(78 |
) |
Stoneridge Inc * |
|
|
(1,000 |
) |
|
|
(18 |
) |
Strategic Education Inc |
|
|
(150 |
) |
|
|
(16 |
) |
Stride Inc * |
|
|
(600 |
) |
|
|
(38 |
) |
Sturm Ruger & Co Inc |
|
|
(600 |
) |
|
|
(28 |
) |
Tapestry Inc |
|
|
(5,389 |
) |
|
|
(256 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(2,322 |
) |
|
|
(144 |
) |
Tempur Sealy International Inc |
|
|
(3,969 |
) |
|
|
(226 |
) |
Tesla Inc * |
|
|
(22,022 |
) |
|
|
(3,871 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(925 |
) |
|
|
(143 |
) |
Thor Industries Inc |
|
|
(2,116 |
) |
|
|
(248 |
) |
TJX Cos Inc/The |
|
|
(8,536 |
) |
|
|
(866 |
) |
Toll Brothers Inc |
|
|
(2,567 |
) |
|
|
(332 |
) |
TopBuild Corp * |
|
|
(706 |
) |
|
|
(311 |
) |
Topgolf Callaway Brands Corp * |
|
|
(3,899 |
) |
|
|
(63 |
) |
Tractor Supply Co |
|
|
(809 |
) |
|
|
(212 |
) |
Travel + Leisure Co |
|
|
(741 |
) |
|
|
(36 |
) |
Tri Pointe Homes Inc * |
|
|
(2,576 |
) |
|
|
(100 |
) |
Ulta Beauty Inc * |
|
|
(363 |
) |
|
|
(190 |
) |
Under Armour Inc, Cl A * |
|
|
(5,429 |
) |
|
|
(40 |
) |
Under Armour Inc, Cl C * |
|
|
(5,319 |
) |
|
|
(38 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
United Parks & Resorts * |
|
|
(580 |
) |
|
$ |
(33 |
) |
Urban Outfitters Inc * |
|
|
(300 |
) |
|
|
(13 |
) |
Vail Resorts Inc |
|
|
(526 |
) |
|
|
(117 |
) |
Valvoline Inc * |
|
|
(1,288 |
) |
|
|
(57 |
) |
VF Corp |
|
|
(8,013 |
) |
|
|
(123 |
) |
Victoria's Secret & Co * |
|
|
(400 |
) |
|
|
(8 |
) |
Vista Outdoor Inc * |
|
|
(1,476 |
) |
|
|
(48 |
) |
Visteon Corp * |
|
|
(1,121 |
) |
|
|
(132 |
) |
Wayfair Inc, Cl A * |
|
|
(700 |
) |
|
|
(48 |
) |
Wendy's Co/The |
|
|
(2,615 |
) |
|
|
(49 |
) |
Whirlpool Corp |
|
|
(1,170 |
) |
|
|
(140 |
) |
Williams-Sonoma Inc |
|
|
(532 |
) |
|
|
(169 |
) |
Wingstop Inc, Cl A |
|
|
(328 |
) |
|
|
(120 |
) |
Winnebago Industries Inc |
|
|
(1,076 |
) |
|
|
(80 |
) |
Wolverine World Wide Inc |
|
|
(1,809 |
) |
|
|
(20 |
) |
Worthington Industries Inc |
|
|
(789 |
) |
|
|
(49 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(918 |
) |
|
|
(70 |
) |
Wynn Resorts Ltd |
|
|
(1,256 |
) |
|
|
(128 |
) |
XPEL Inc * |
|
|
(815 |
) |
|
|
(44 |
) |
YETI Holdings Inc * |
|
|
(2,071 |
) |
|
|
(80 |
) |
Yum! Brands Inc |
|
|
(3,478 |
) |
|
|
(482 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(54,026 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (2.4)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(3,089 |
) |
|
|
(557 |
) |
Amphenol Corp, Cl A |
|
|
(1,176 |
) |
|
|
(136 |
) |
Analog Devices Inc |
|
|
(971 |
) |
|
|
(192 |
) |
Apple Inc |
|
|
(24,368 |
) |
|
|
(4,179 |
) |
Applied Materials Inc |
|
|
(1,677 |
) |
|
|
(346 |
) |
Arista Networks Inc * |
|
|
(483 |
) |
|
|
(140 |
) |
Arrow Electronics Inc, Cl A * |
|
|
(309 |
) |
|
|
(40 |
) |
Avnet Inc |
|
|
(497 |
) |
|
|
(25 |
) |
Broadcom Inc |
|
|
(831 |
) |
|
|
(1,101 |
) |
CDW Corp/DE |
|
|
(390 |
) |
|
|
(100 |
) |
Ciena Corp * |
|
|
(300 |
) |
|
|
(15 |
) |
Cirrus Logic Inc * |
|
|
(300 |
) |
|
|
(28 |
) |
Cisco Systems Inc |
|
|
(8,570 |
) |
|
|
(428 |
) |
Cognex Corp |
|
|
(722 |
) |
|
|
(31 |
) |
Corning Inc, Cl B |
|
|
(1,667 |
) |
|
|
(55 |
) |
Enphase Energy Inc * |
|
|
(314 |
) |
|
|
(38 |
) |
Entegris Inc |
|
|
(238 |
) |
|
|
(33 |
) |
F5 Inc, Cl A * |
|
|
(200 |
) |
|
|
(38 |
) |
First Solar Inc * |
|
|
(210 |
) |
|
|
(35 |
) |
GLOBALFOUNDRIES Inc * |
|
|
(360 |
) |
|
|
(19 |
) |
Hewlett Packard Enterprise Co |
|
|
(3,250 |
) |
|
|
(58 |
) |
HP Inc |
|
|
(2,342 |
) |
|
|
(71 |
) |
Intel Corp |
|
|
(8,133 |
) |
|
|
(359 |
) |
Jabil Inc |
|
|
(320 |
) |
|
|
(43 |
) |
Juniper Networks Inc |
|
|
(322 |
) |
|
|
(12 |
) |
Keysight Technologies Inc * |
|
|
(350 |
) |
|
|
(55 |
) |
KLA Corp |
|
|
(278 |
) |
|
|
(194 |
) |
Lam Research Corp |
|
|
(262 |
) |
|
|
(255 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Lattice Semiconductor Corp * |
|
|
(266 |
) |
|
$ |
(21 |
) |
Littelfuse Inc |
|
|
(100 |
) |
|
|
(24 |
) |
Marvell Technology Inc |
|
|
(1,646 |
) |
|
|
(117 |
) |
Microchip Technology Inc |
|
|
(1,089 |
) |
|
|
(98 |
) |
Micron Technology Inc |
|
|
(2,106 |
) |
|
|
(248 |
) |
Monolithic Power Systems Inc |
|
|
(99 |
) |
|
|
(67 |
) |
Motorola Solutions Inc |
|
|
(344 |
) |
|
|
(122 |
) |
NetApp Inc |
|
|
(641 |
) |
|
|
(67 |
) |
Novanta Inc * |
|
|
(100 |
) |
|
|
(17 |
) |
NVIDIA Corp |
|
|
(4,580 |
) |
|
|
(4,138 |
) |
ON Semiconductor Corp * |
|
|
(994 |
) |
|
|
(73 |
) |
Onto Innovation Inc * |
|
|
(28 |
) |
|
|
(5 |
) |
Pure Storage Inc, Cl A * |
|
|
(330 |
) |
|
|
(17 |
) |
Qorvo Inc * |
|
|
(292 |
) |
|
|
(33 |
) |
QUALCOMM Inc |
|
|
(2,201 |
) |
|
|
(373 |
) |
Rambus Inc * |
|
|
(300 |
) |
|
|
(19 |
) |
Skyworks Solutions Inc |
|
|
(508 |
) |
|
|
(55 |
) |
Super Micro Computer Inc * |
|
|
(97 |
) |
|
|
(98 |
) |
Teledyne Technologies Inc * |
|
|
(99 |
) |
|
|
(42 |
) |
Teradyne Inc |
|
|
(567 |
) |
|
|
(64 |
) |
Texas Instruments Inc |
|
|
(1,832 |
) |
|
|
(319 |
) |
Trimble Inc * |
|
|
(391 |
) |
|
|
(25 |
) |
Universal Display Corp |
|
|
(45 |
) |
|
|
(8 |
) |
Western Digital Corp * |
|
|
(799 |
) |
|
|
(54 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(109 |
) |
|
|
(33 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(14,720 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (1.5)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(1,606 |
) |
|
|
(389 |
) |
Albemarle Corp |
|
|
(747 |
) |
|
|
(98 |
) |
Alcoa Corp |
|
|
(1,342 |
) |
|
|
(45 |
) |
Alpha Metallurgical Resources Inc |
|
|
(114 |
) |
|
|
(38 |
) |
Amcor PLC |
|
|
(12,858 |
) |
|
|
(122 |
) |
AptarGroup Inc |
|
|
(554 |
) |
|
|
(80 |
) |
Arcadium Lithium PLC * |
|
|
(7,848 |
) |
|
|
(34 |
) |
Arch Resources Inc |
|
|
(157 |
) |
|
|
(25 |
) |
Ashland Inc |
|
|
(400 |
) |
|
|
(39 |
) |
ATI Inc * |
|
|
(664 |
) |
|
|
(34 |
) |
Avery Dennison Corp |
|
|
(637 |
) |
|
|
(142 |
) |
Avient Corp |
|
|
(921 |
) |
|
|
(40 |
) |
Axalta Coating Systems Ltd * |
|
|
(1,599 |
) |
|
|
(55 |
) |
Balchem Corp |
|
|
(300 |
) |
|
|
(46 |
) |
Ball Corp |
|
|
(2,280 |
) |
|
|
(154 |
) |
Berry Global Group Inc |
|
|
(924 |
) |
|
|
(56 |
) |
Cabot Corp |
|
|
(500 |
) |
|
|
(46 |
) |
Carpenter Technology Corp |
|
|
(500 |
) |
|
|
(36 |
) |
Celanese Corp, Cl A |
|
|
(584 |
) |
|
|
(100 |
) |
CF Industries Holdings Inc |
|
|
(1,215 |
) |
|
|
(101 |
) |
Chemours Co/The |
|
|
(1,691 |
) |
|
|
(44 |
) |
Cleveland-Cliffs Inc * |
|
|
(3,021 |
) |
|
|
(69 |
) |
Commercial Metals Co, Cl A |
|
|
(902 |
) |
|
|
(53 |
) |
Constellium, Cl A * |
|
|
(300 |
) |
|
|
(7 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Corteva Inc |
|
|
(5,144 |
) |
|
$ |
(297 |
) |
Crown Holdings Inc |
|
|
(813 |
) |
|
|
(64 |
) |
Dow Inc |
|
|
(4,992 |
) |
|
|
(289 |
) |
DuPont de Nemours Inc |
|
|
(3,345 |
) |
|
|
(256 |
) |
Eagle Materials Inc |
|
|
(210 |
) |
|
|
(57 |
) |
Eastman Chemical Co |
|
|
(973 |
) |
|
|
(97 |
) |
Ecolab Inc |
|
|
(1,814 |
) |
|
|
(419 |
) |
Element Solutions Inc |
|
|
(1,724 |
) |
|
|
(43 |
) |
FMC Corp |
|
|
(783 |
) |
|
|
(50 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(10,284 |
) |
|
|
(484 |
) |
Ginkgo Bioworks Holdings Inc * |
|
|
(8,000 |
) |
|
|
(9 |
) |
Graphic Packaging Holding Co |
|
|
(2,070 |
) |
|
|
(60 |
) |
HB Fuller Co |
|
|
(459 |
) |
|
|
(37 |
) |
Hecla Mining Co |
|
|
(5,000 |
) |
|
|
(24 |
) |
Huntsman Corp |
|
|
(466 |
) |
|
|
(12 |
) |
Ingevity Corp * |
|
|
(600 |
) |
|
|
(29 |
) |
Innospec Inc |
|
|
(400 |
) |
|
|
(52 |
) |
International Flavors & Fragrances Inc |
|
|
(1,902 |
) |
|
|
(164 |
) |
International Paper Co |
|
|
(2,575 |
) |
|
|
(100 |
) |
Knife River Corp * |
|
|
(400 |
) |
|
|
(32 |
) |
Linde PLC |
|
|
(3,417 |
) |
|
|
(1,587 |
) |
Louisiana-Pacific Corp |
|
|
(529 |
) |
|
|
(44 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(1,758 |
) |
|
|
(180 |
) |
Martin Marietta Materials Inc, Cl A |
|
|
(457 |
) |
|
|
(281 |
) |
Materion Corp |
|
|
(200 |
) |
|
|
(26 |
) |
Minerals Technologies Inc |
|
|
(100 |
) |
|
|
(8 |
) |
Mosaic Co/The |
|
|
(2,507 |
) |
|
|
(81 |
) |
NewMarket Corp |
|
|
(47 |
) |
|
|
(30 |
) |
Newmont Corp |
|
|
(8,120 |
) |
|
|
(291 |
) |
Nucor Corp |
|
|
(1,734 |
) |
|
|
(343 |
) |
O-I Glass Inc, Cl I * |
|
|
(1,336 |
) |
|
|
(22 |
) |
Olin Corp |
|
|
(753 |
) |
|
|
(44 |
) |
Packaging Corp of America |
|
|
(663 |
) |
|
|
(126 |
) |
PPG Industries Inc |
|
|
(1,786 |
) |
|
|
(259 |
) |
Quaker Chemical Corp |
|
|
(58 |
) |
|
|
(12 |
) |
Reliance Inc |
|
|
(427 |
) |
|
|
(143 |
) |
Royal Gold Inc, Cl A |
|
|
(447 |
) |
|
|
(54 |
) |
RPM International Inc |
|
|
(899 |
) |
|
|
(107 |
) |
Sealed Air Corp |
|
|
(1,187 |
) |
|
|
(44 |
) |
Sensient Technologies Corp |
|
|
(200 |
) |
|
|
(14 |
) |
Sherwin-Williams Co/The, Cl A |
|
|
(1,672 |
) |
|
|
(581 |
) |
Silgan Holdings Inc |
|
|
(900 |
) |
|
|
(44 |
) |
Sonoco Products Co |
|
|
(800 |
) |
|
|
(46 |
) |
Steel Dynamics Inc |
|
|
(1,239 |
) |
|
|
(184 |
) |
Summit Materials Inc, Cl A * |
|
|
(1,097 |
) |
|
|
(49 |
) |
United States Steel Corp |
|
|
(1,803 |
) |
|
|
(74 |
) |
Vulcan Materials Co |
|
|
(930 |
) |
|
|
(254 |
) |
Warrior Met Coal Inc |
|
|
(533 |
) |
|
|
(32 |
) |
Westlake Corp |
|
|
(110 |
) |
|
|
(17 |
) |
Westrock Co |
|
|
(1,703 |
) |
|
|
(84 |
) |
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(9,489 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $79,972) ($ Thousands) |
|
|
|
|
|
$ |
(81,624 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK SOLD SHORT— 0.0% |
Mexico — (0.0)% |
|
|
|
|
Southern Copper Corp |
|
|
(856 |
) |
|
|
(91 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
South Korea — (0.0)% |
|
|
|
|
Coupang Inc, Cl A * |
|
|
(8,094 |
) |
|
|
(144 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — (0.0)% |
|
|
|
|
Fabrinet * |
|
|
(100 |
) |
|
|
(19 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $228) ($ Thousands) |
|
|
|
|
|
|
(254 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (13.1)% |
|
|
|
|
|
|
|
|
(Proceeds $80,200) ($ Thousands) |
|
$ |
(81,878 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $86) ($ Thousands) |
|
|
|
|
|
$ |
(87 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
June 2024, Corn Future^ |
|
|
205 |
|
|
$ |
5,125 |
|
|
$ |
500.00 |
|
|
|
5/18/2024 |
|
|
$ |
38 |
|
May 2024, Natural Gas Future^ |
|
|
175 |
|
|
|
3,325 |
|
|
|
1.90 |
|
|
|
4/20/2024 |
|
|
|
102 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
8,450 |
|
|
|
|
|
|
|
|
|
|
$ |
140 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
May 2024, Natural Gas Future^ |
|
|
(35 |
) |
|
$ |
(630 |
) |
|
|
1.80 |
|
|
|
04/20/2024 |
|
|
$ |
(46 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
June 2024, Corn Future^ |
|
|
(205 |
) |
|
|
(5,637 |
) |
|
|
550.00 |
|
|
|
05/18/2024 |
|
|
|
(11 |
) |
May 2024, Natural Gas Future^ |
|
|
(175 |
) |
|
|
(3,763 |
) |
|
|
2.15 |
|
|
|
04/20/2024 |
|
|
|
(30 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(9,400 |
) |
|
|
|
|
|
|
|
|
|
|
(41 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
WRITTEN OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(10,030 |
) |
|
|
|
|
|
|
|
|
|
$ |
(87 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
24 |
|
|
|
Sep-2024 |
|
|
$ |
1,850 |
|
|
$ |
1,995 |
|
|
$ |
145 |
|
Brent Crude^ |
|
|
12 |
|
|
|
Jul-2024 |
|
|
|
909 |
|
|
|
1,014 |
|
|
|
105 |
|
Brent Crude^ |
|
|
73 |
|
|
|
May-2024 |
|
|
|
5,903 |
|
|
|
6,288 |
|
|
|
385 |
|
Brent Crude^ |
|
|
12 |
|
|
|
Nov-2024 |
|
|
|
936 |
|
|
|
981 |
|
|
|
45 |
|
Coffee C^ |
|
|
11 |
|
|
|
Dec-2024 |
|
|
|
766 |
|
|
|
772 |
|
|
|
6 |
|
Coffee C^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
341 |
|
|
|
352 |
|
|
|
11 |
|
Coffee C^ |
|
|
19 |
|
|
|
Jul-2024 |
|
|
|
1,303 |
|
|
|
1,339 |
|
|
|
36 |
|
Coffee C^ |
|
|
15 |
|
|
|
May-2024 |
|
|
|
1,052 |
|
|
|
1,062 |
|
|
|
10 |
|
Copper^ |
|
|
13 |
|
|
|
Dec-2024 |
|
|
|
1,263 |
|
|
|
1,328 |
|
|
|
65 |
|
Copper^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
672 |
|
|
|
711 |
|
|
|
39 |
|
Copper^ |
|
|
39 |
|
|
|
May-2024 |
|
|
|
3,765 |
|
|
|
3,907 |
|
|
|
142 |
|
Copper^ |
|
|
34 |
|
|
|
Jul-2024 |
|
|
|
3,283 |
|
|
|
3,433 |
|
|
|
150 |
|
Corn^ |
|
|
98 |
|
|
|
Jul-2024 |
|
|
|
2,219 |
|
|
|
2,227 |
|
|
|
8 |
|
Corn^ |
|
|
55 |
|
|
|
Dec-2024 |
|
|
|
1,296 |
|
|
|
1,314 |
|
|
|
18 |
|
Corn^ |
|
|
28 |
|
|
|
Sep-2024 |
|
|
|
667 |
|
|
|
650 |
|
|
|
(17 |
) |
Corn^ |
|
|
29 |
|
|
|
Jul-2024 |
|
|
|
732 |
|
|
|
659 |
|
|
|
(73 |
) |
Corn^ |
|
|
36 |
|
|
|
May-2024 |
|
|
|
862 |
|
|
|
795 |
|
|
|
(67 |
) |
Cotton No. 2^ |
|
|
88 |
|
|
|
May-2024 |
|
|
|
3,988 |
|
|
|
4,021 |
|
|
|
33 |
|
Cotton No. 2^ |
|
|
5 |
|
|
|
Jul-2024 |
|
|
|
203 |
|
|
|
230 |
|
|
|
27 |
|
Cotton No. 2^ |
|
|
16 |
|
|
|
Dec-2024 |
|
|
|
646 |
|
|
|
672 |
|
|
|
26 |
|
Gasoline^ |
|
|
31 |
|
|
|
Apr-2024 |
|
|
|
3,291 |
|
|
|
3,543 |
|
|
|
252 |
|
Gasoline^ |
|
|
19 |
|
|
|
Jun-2024 |
|
|
|
1,955 |
|
|
|
2,111 |
|
|
|
156 |
|
Gasoline^ |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
278 |
|
|
|
318 |
|
|
|
40 |
|
Gasoline^ |
|
|
7 |
|
|
|
Oct-2024 |
|
|
|
625 |
|
|
|
660 |
|
|
|
35 |
|
Gold^ |
|
|
9 |
|
|
|
Aug-2024 |
|
|
|
1,867 |
|
|
|
2,032 |
|
|
|
165 |
|
Gold^ |
|
|
25 |
|
|
|
Dec-2024 |
|
|
|
5,405 |
|
|
|
5,746 |
|
|
|
341 |
|
Gold^ |
|
|
56 |
|
|
|
Jun-2024 |
|
|
|
11,823 |
|
|
|
12,534 |
|
|
|
711 |
|
KC HRW Wheat^ |
|
|
30 |
|
|
|
May-2024 |
|
|
|
856 |
|
|
|
878 |
|
|
|
22 |
|
KC HRW Wheat^ |
|
|
30 |
|
|
|
Jul-2024 |
|
|
|
836 |
|
|
|
870 |
|
|
|
34 |
|
KC HRW Wheat^ |
|
|
10 |
|
|
|
May-2024 |
|
|
|
312 |
|
|
|
293 |
|
|
|
(19 |
) |
KC HRW Wheat^ |
|
|
7 |
|
|
|
Jul-2024 |
|
|
|
230 |
|
|
|
203 |
|
|
|
(27 |
) |
KC HRW Wheat^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
210 |
|
|
|
207 |
|
|
|
(3 |
) |
KC HRW Wheat^ |
|
|
13 |
|
|
|
Dec-2024 |
|
|
|
398 |
|
|
|
396 |
|
|
|
(2 |
) |
Lean Hogs^ |
|
|
52 |
|
|
|
Jun-2024 |
|
|
|
2,062 |
|
|
|
2,110 |
|
|
|
48 |
|
Lean Hogs^ |
|
|
18 |
|
|
|
Oct-2024 |
|
|
|
600 |
|
|
|
632 |
|
|
|
32 |
|
Lean Hogs^ |
|
|
7 |
|
|
|
Jul-2024 |
|
|
|
290 |
|
|
|
291 |
|
|
|
1 |
|
Lean Hogs^ |
|
|
10 |
|
|
|
Dec-2024 |
|
|
|
310 |
|
|
|
315 |
|
|
|
5 |
|
Live Cattle^ |
|
|
6 |
|
|
|
Dec-2024 |
|
|
|
456 |
|
|
|
446 |
|
|
|
(10 |
) |
Live Cattle^ |
|
|
12 |
|
|
|
Oct-2024 |
|
|
|
874 |
|
|
|
871 |
|
|
|
(3 |
) |
Live Cattle^ |
|
|
6 |
|
|
|
Aug-2024 |
|
|
|
416 |
|
|
|
427 |
|
|
|
11 |
|
Live Cattle^ |
|
|
19 |
|
|
|
Jun-2024 |
|
|
|
1,406 |
|
|
|
1,371 |
|
|
|
(35 |
) |
LME Lead^ |
|
|
2 |
|
|
|
Jul-2024 |
|
|
|
109 |
|
|
|
103 |
|
|
|
(6 |
) |
LME Lead^ |
|
|
4 |
|
|
|
Nov-2024 |
|
|
|
212 |
|
|
|
209 |
|
|
|
(3 |
) |
LME Lead^ |
|
|
23 |
|
|
|
Jun-2024 |
|
|
|
1,244 |
|
|
|
1,180 |
|
|
|
(64 |
) |
LME Lead^ |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
104 |
|
|
|
104 |
|
|
|
– |
|
LME Nickel^ |
|
|
1 |
|
|
|
Jun-2024 |
|
|
|
107 |
|
|
|
101 |
|
|
|
(6 |
) |
LME Nickel^ |
|
|
6 |
|
|
|
Nov-2024 |
|
|
|
633 |
|
|
|
617 |
|
|
|
(16 |
) |
LME Nickel^ |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
300 |
|
|
|
305 |
|
|
|
5 |
|
LME Nickel^ |
|
|
3 |
|
|
|
Jul-2024 |
|
|
|
310 |
|
|
|
302 |
|
|
|
(8 |
) |
SEI Institutional Managed Trust
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
LME Nickel^ |
|
|
1 |
|
|
|
May-2024 |
|
|
$ |
99 |
|
|
$ |
100 |
|
|
$ |
1 |
|
LME Primary Aluminum^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
462 |
|
|
|
475 |
|
|
|
13 |
|
LME Primary Aluminum^ |
|
|
17 |
|
|
|
Nov-2024 |
|
|
|
984 |
|
|
|
1,023 |
|
|
|
39 |
|
LME Primary Aluminum^ |
|
|
25 |
|
|
|
Jun-2024 |
|
|
|
1,440 |
|
|
|
1,459 |
|
|
|
19 |
|
LME Primary Aluminum^ |
|
|
9 |
|
|
|
Jul-2024 |
|
|
|
521 |
|
|
|
528 |
|
|
|
7 |
|
LME Primary Aluminum^ |
|
|
6 |
|
|
|
May-2024 |
|
|
|
339 |
|
|
|
348 |
|
|
|
9 |
|
LME Zinc^ |
|
|
23 |
|
|
|
Jun-2024 |
|
|
|
1,441 |
|
|
|
1,400 |
|
|
|
(41 |
) |
LME Zinc^ |
|
|
20 |
|
|
|
May-2024 |
|
|
|
1,195 |
|
|
|
1,210 |
|
|
|
15 |
|
LME Zinc^ |
|
|
5 |
|
|
|
Jul-2024 |
|
|
|
322 |
|
|
|
306 |
|
|
|
(16 |
) |
LME Zinc^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
316 |
|
|
|
308 |
|
|
|
(8 |
) |
LME Zinc^ |
|
|
9 |
|
|
|
Nov-2024 |
|
|
|
553 |
|
|
|
558 |
|
|
|
5 |
|
Low Sulphur Gasoil^ |
|
|
1 |
|
|
|
May-2024 |
|
|
|
83 |
|
|
|
81 |
|
|
|
(2 |
) |
Low Sulphur Gasoil^ |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
306 |
|
|
|
318 |
|
|
|
12 |
|
Low Sulphur Gasoil^ |
|
|
5 |
|
|
|
Jul-2024 |
|
|
|
384 |
|
|
|
398 |
|
|
|
14 |
|
Low Sulphur Gasoil^ |
|
|
7 |
|
|
|
May-2024 |
|
|
|
563 |
|
|
|
566 |
|
|
|
3 |
|
Low Sulphur Gasoil^ |
|
|
9 |
|
|
|
Nov-2024 |
|
|
|
689 |
|
|
|
708 |
|
|
|
19 |
|
Natural Gas^ |
|
|
29 |
|
|
|
Jun-2024 |
|
|
|
877 |
|
|
|
679 |
|
|
|
(198 |
) |
Natural Gas^ |
|
|
46 |
|
|
|
Oct-2024 |
|
|
|
1,353 |
|
|
|
1,348 |
|
|
|
(5 |
) |
Natural Gas^ |
|
|
28 |
|
|
|
Aug-2024 |
|
|
|
789 |
|
|
|
683 |
|
|
|
(106 |
) |
Natural Gas^ |
|
|
142 |
|
|
|
Apr-2024 |
|
|
|
2,900 |
|
|
|
2,503 |
|
|
|
(397 |
) |
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Aug-2024 |
|
|
|
210 |
|
|
|
220 |
|
|
|
10 |
|
NY Harbor ULSD^ |
|
|
5 |
|
|
|
Oct-2024 |
|
|
|
540 |
|
|
|
549 |
|
|
|
9 |
|
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Jun-2024 |
|
|
|
214 |
|
|
|
220 |
|
|
|
6 |
|
NY Harbor ULSD^ |
|
|
13 |
|
|
|
Apr-2024 |
|
|
|
1,451 |
|
|
|
1,432 |
|
|
|
(19 |
) |
NYMEX Cocoa^ |
|
|
158 |
|
|
|
Sep-2024 |
|
|
|
8,868 |
|
|
|
13,585 |
|
|
|
4,717 |
|
NYMEX Cocoa^ |
|
|
12 |
|
|
|
Jul-2024 |
|
|
|
827 |
|
|
|
1,116 |
|
|
|
289 |
|
Palladium^ |
|
|
12 |
|
|
|
Jun-2024 |
|
|
|
1,128 |
|
|
|
1,226 |
|
|
|
98 |
|
Silver^ |
|
|
30 |
|
|
|
Jul-2024 |
|
|
|
3,714 |
|
|
|
3,774 |
|
|
|
60 |
|
Silver^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
594 |
|
|
|
635 |
|
|
|
41 |
|
Silver^ |
|
|
9 |
|
|
|
Dec-2024 |
|
|
|
1,095 |
|
|
|
1,158 |
|
|
|
63 |
|
Silver^ |
|
|
5 |
|
|
|
May-2024 |
|
|
|
577 |
|
|
|
623 |
|
|
|
46 |
|
Soybean^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
762 |
|
|
|
663 |
|
|
|
(99 |
) |
Soybean^ |
|
|
127 |
|
|
|
Mar-2024 |
|
|
|
7,754 |
|
|
|
7,566 |
|
|
|
(188 |
) |
Soybean^ |
|
|
34 |
|
|
|
Nov-2024 |
|
|
|
2,040 |
|
|
|
2,017 |
|
|
|
(23 |
) |
Soybean Meal^ |
|
|
28 |
|
|
|
May-2024 |
|
|
|
991 |
|
|
|
945 |
|
|
|
(46 |
) |
Soybean Meal^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
441 |
|
|
|
375 |
|
|
|
(66 |
) |
Soybean Meal^ |
|
|
34 |
|
|
|
Dec-2024 |
|
|
|
1,224 |
|
|
|
1,177 |
|
|
|
(47 |
) |
Soybean Oil^ |
|
|
20 |
|
|
|
May-2024 |
|
|
|
638 |
|
|
|
575 |
|
|
|
(63 |
) |
Soybean Oil^ |
|
|
42 |
|
|
|
Dec-2024 |
|
|
|
1,194 |
|
|
|
1,217 |
|
|
|
23 |
|
Soybean Oil^ |
|
|
14 |
|
|
|
Jul-2024 |
|
|
|
420 |
|
|
|
408 |
|
|
|
(12 |
) |
Sugar No. 11^ |
|
|
29 |
|
|
|
Sep-2024 |
|
|
|
713 |
|
|
|
717 |
|
|
|
4 |
|
Sugar No. 11^ |
|
|
14 |
|
|
|
Jul-2024 |
|
|
|
381 |
|
|
|
347 |
|
|
|
(34 |
) |
Sugar No. 11^ |
|
|
239 |
|
|
|
May-2024 |
|
|
|
5,937 |
|
|
|
6,029 |
|
|
|
92 |
|
Sugar No. 11^ |
|
|
14 |
|
|
|
Feb-2025 |
|
|
|
339 |
|
|
|
347 |
|
|
|
8 |
|
U.S. 5-Year Treasury Note |
|
|
241 |
|
|
|
Jun-2024 |
|
|
|
25,708 |
|
|
|
25,791 |
|
|
|
83 |
|
Wheat^ |
|
|
10 |
|
|
|
Sep-2024 |
|
|
|
313 |
|
|
|
296 |
|
|
|
(17 |
) |
Wheat^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
344 |
|
|
|
316 |
|
|
|
(28 |
) |
Wheat^ |
|
|
11 |
|
|
|
May-2024 |
|
|
|
330 |
|
|
|
309 |
|
|
|
(21 |
) |
Wheat^ |
|
|
20 |
|
|
|
Dec-2024 |
|
|
|
604 |
|
|
|
612 |
|
|
|
8 |
|
WTI Crude Oil^ |
|
|
25 |
|
|
|
Oct-2024 |
|
|
|
1,852 |
|
|
|
1,964 |
|
|
|
112 |
|
WTI Crude Oil^ |
|
|
12 |
|
|
|
Aug-2024 |
|
|
|
866 |
|
|
|
962 |
|
|
|
96 |
|
WTI Crude Oil^ |
|
|
99 |
|
|
|
Jun-2024 |
|
|
|
7,706 |
|
|
|
8,085 |
|
|
|
379 |
|
WTI Crude Oil^ |
|
|
14 |
|
|
|
Apr-2024 |
|
|
|
1,058 |
|
|
|
1,164 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
|
|
166,624 |
|
|
|
174,344 |
|
|
|
7,720 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Feeder Cattle^ |
|
|
(15 |
) |
|
|
May-2024 |
|
|
$ |
(1,930 |
) |
|
$ |
(1,865 |
) |
|
$ |
65 |
|
LME Lead^ |
|
|
(6 |
) |
|
|
May-2024 |
|
|
|
(312 |
) |
|
|
(307 |
) |
|
|
5 |
|
MSCI EAFE Index |
|
|
(81 |
) |
|
|
Jun-2024 |
|
|
|
(9,520 |
) |
|
|
(9,547 |
) |
|
|
(27 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
NY Harbor ULSD^ |
|
|
(5 |
) |
|
|
Apr-2024 |
|
|
$ |
(548 |
) |
|
$ |
(551 |
) |
|
$ |
(3 |
) |
NYMEX Cocoa^ |
|
|
(143 |
) |
|
|
May-2024 |
|
|
|
(9,558 |
) |
|
|
(13,966 |
) |
|
|
(4,408 |
) |
Platinum^ |
|
|
(48 |
) |
|
|
Jul-2024 |
|
|
|
(2,184 |
) |
|
|
(2,211 |
) |
|
|
(27 |
) |
S&P 500 Index E-MINI |
|
|
(72 |
) |
|
|
Jun-2024 |
|
|
|
(18,811 |
) |
|
|
(19,111 |
) |
|
|
(300 |
) |
Soybean Meal^ |
|
|
(36 |
) |
|
|
May-2024 |
|
|
|
(1,184 |
) |
|
|
(1,216 |
) |
|
|
(32 |
) |
Soybean Oil^ |
|
|
(2 |
) |
|
|
May-2024 |
|
|
|
(59 |
) |
|
|
(58 |
) |
|
|
1 |
|
Soybean Oil^ |
|
|
(1 |
) |
|
|
Dec-2024 |
|
|
|
(29 |
) |
|
|
(28 |
) |
|
|
1 |
|
U.S. 2-Year Treasury Note |
|
|
(31 |
) |
|
|
Jun-2024 |
|
|
|
(6,344 |
) |
|
|
(6,339 |
) |
|
|
5 |
|
U.S. Ultra Long Treasury Bond |
|
|
(11 |
) |
|
|
Jun-2024 |
|
|
|
(1,398 |
) |
|
|
(1,419 |
) |
|
|
(21 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(50 |
) |
|
|
Jun-2024 |
|
|
|
(5,732 |
) |
|
|
(5,730 |
) |
|
|
2 |
|
Wheat^ |
|
|
(8 |
) |
|
|
May-2024 |
|
|
|
(211 |
) |
|
|
(224 |
) |
|
|
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(57,820 |
) |
|
|
(62,572 |
) |
|
|
(4,752 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
108,804 |
|
|
$ |
111,772 |
|
|
$ |
2,968 |
|
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Thousands) |
|
Deutsche Bank |
|
|
06/12/24 |
|
|
|
EUR |
|
|
|
1,633 |
|
|
|
USD |
|
|
|
1,789 |
|
|
$ |
20 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:
Credit Default Swaps - Sell Protection |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
Deutsche Bank |
|
|
CMBX-BBB--364870 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
$ |
19 |
|
|
$ |
(3 |
) |
|
$ |
— |
|
|
$ |
(3 |
) |
Goldman Sachs |
|
|
CMBX-BBB--407892 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
87 |
|
|
|
(11 |
) |
|
|
(7 |
) |
|
|
(4 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408196 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
7 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX-BBB--408197 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408481 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408891 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
29 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--409304 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--409425 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
90 |
|
|
|
(11 |
) |
|
|
(10 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--410332 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
51 |
|
|
|
(6 |
) |
|
|
(5 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--410410 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
50 |
|
|
|
(6 |
) |
|
|
(5 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX-BBB--413146 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX-BBB--413312 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--416265 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
100 |
|
|
|
(13 |
) |
|
|
(9 |
) |
|
|
(4 |
) |
Citibank |
|
|
CMBX-BBB--434583 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX-BBB--465843 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
17 |
|
|
|
(5 |
) |
|
|
(2 |
) |
|
|
(3 |
) |
Citibank |
|
|
CMBX-BBB--468788 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX-BBB--468793 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX-BBB--469138 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX-BBB--469653 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Credit Suisse |
|
|
CMBX-BBB--470792 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX-BBB--489133 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
27 |
|
|
|
(3 |
) |
|
|
(3 |
) |
|
|
— |
|
Citibank |
|
|
CMBX-BBB--489134 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
8 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Citibank |
|
|
CMBX-BBB--499059 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
9 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(81 |
) |
|
$ |
(55 |
) |
|
$ |
(26 |
) |
SEI Institutional Managed Trust
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 is as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Depreciation
(Thousands) |
|
CDX.NA.HY.S41V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
7,770 |
|
|
$ |
(573 |
) |
|
$ |
(67 |
) |
|
$ |
(506 |
) |
CDX-NAIGS41V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
7,151 |
|
|
|
(164 |
) |
|
|
(156 |
) |
|
|
(8 |
) |
CDX-NAIGS41V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
7,379 |
|
|
|
(169 |
) |
|
|
(161 |
) |
|
|
(8 |
) |
ITRAXX-AUSTRALIAS40 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
14,530 |
|
|
|
(247 |
) |
|
|
(105 |
) |
|
|
(142 |
) |
ITRAXX-AUSTRALIAS41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
14,530 |
|
|
|
(241 |
) |
|
|
(236 |
) |
|
|
(5 |
) |
MALAYSIA |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
18,090 |
|
|
|
(489 |
) |
|
|
(466 |
) |
|
|
(23 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,883 |
) |
|
$ |
(1,191 |
) |
|
$ |
(692 |
) |
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
CDX.NA.HY.S41V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
1,210 |
|
|
$ |
89 |
|
|
$ |
(1 |
) |
|
$ |
90 |
|
CDX.NA.HY.S41V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,640 |
|
|
|
120 |
|
|
|
(19 |
) |
|
|
139 |
|
CDX.NA.IG.S41V1.5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
14,530 |
|
|
|
333 |
|
|
|
178 |
|
|
|
155 |
|
CDX-NAIGS42V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
7,415 |
|
|
|
168 |
|
|
|
160 |
|
|
|
8 |
|
CDX-NAIGS42V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
7,115 |
|
|
|
161 |
|
|
|
159 |
|
|
|
2 |
|
ITRAXX-AUSTRALIAS40 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
6,539 |
|
|
|
112 |
|
|
|
107 |
|
|
|
5 |
|
ITRAXX-AUSTRALIAS40 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
7,991 |
|
|
|
136 |
|
|
|
134 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,119 |
|
|
$ |
718 |
|
|
$ |
401 |
|
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Thousands) |
|
3.146% |
|
|
CPI% |
|
|
|
Annually |
|
|
|
01/15/2027 |
|
|
|
USD |
|
|
|
6,000 |
|
|
$ |
964 |
|
|
$ |
– |
|
|
$ |
964 |
|
1.4725% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
106 |
|
|
|
102 |
|
|
|
4 |
|
1.455% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
106 |
|
|
|
103 |
|
|
|
3 |
|
1.3945% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
18,720 |
|
|
|
2,880 |
|
|
|
2,645 |
|
|
|
235 |
|
1.98% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
1,075 |
|
|
|
72 |
|
|
|
59 |
|
|
|
13 |
|
2.28% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
05/18/2025 |
|
|
|
USD |
|
|
|
2,820 |
|
|
|
84 |
|
|
|
67 |
|
|
|
18 |
|
1.27% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,230 |
|
|
|
292 |
|
|
|
247 |
|
|
|
45 |
|
1.965% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
4,220 |
|
|
|
392 |
|
|
|
313 |
|
|
|
79 |
|
0.316% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,800 |
|
|
|
1,813 |
|
|
|
1,614 |
|
|
|
199 |
|
2.21% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
10,400 |
|
|
|
589 |
|
|
|
478 |
|
|
|
111 |
|
1.33% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
10/25/2026 |
|
|
|
USD |
|
|
|
6,110 |
|
|
|
445 |
|
|
|
382 |
|
|
|
63 |
|
1.92% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
2,717 |
|
|
|
104 |
|
|
|
84 |
|
|
|
20 |
|
2.51% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,710 |
|
|
|
48 |
|
|
|
38 |
|
|
|
10 |
|
1.8% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,760 |
|
|
|
92 |
|
|
|
75 |
|
|
|
16 |
|
2.4% |
|
|
SOFR% |
|
|
|
Annually |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,190 |
|
|
|
158 |
|
|
|
107 |
|
|
|
51 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,145 |
|
|
|
6,314 |
|
|
|
1,831 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Inflation Managed Fund (Concluded)
A list of the open reverse repurchase agreements held by the Fund at March 31, 2024 is as follows:
| |
Multi-Asset Inflation Managed Fund |
|
| |
Principal Amount ($ Thousands) |
|
Counterparty |
|
Rate |
|
|
Value ($ Thousands) |
|
| |
$ |
(25,795 |
) |
Chase Securities |
|
|
5.40 |
% |
|
$ |
(25,795 |
) |
| |
|
(19,400 |
) |
Chase Securities |
|
|
5.45 |
% |
|
|
(19,400 |
) |
| |
|
(8,120 |
) |
Chase Securities |
|
|
5.46 |
% |
|
|
(8,120 |
) |
| |
|
(11,033 |
) |
Chase Securities |
|
|
5.46 |
% |
|
|
(11,033 |
) |
| |
|
(6,399 |
) |
Chase Securities |
|
|
5.49 |
% |
|
|
(6,399 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(70,747 |
) |
|
Percentages are based on Net Assets of $625,218 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of March 31, 2024. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of March 31, 2024 was $60,046 ($ Thousands). |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $66,370 ($ Thousands), representing 10.6% of the Net Assets of the Fund. |
(E) |
Security is in default on interest payment. |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Zero coupon security. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
381,755 |
|
|
|
– |
|
|
|
381,755 |
|
Common Stock |
|
|
185,249 |
|
|
|
– |
|
|
|
– |
|
|
|
185,249 |
|
Corporate Obligations |
|
|
– |
|
|
|
48,780 |
|
|
|
– |
|
|
|
48,780 |
|
Mortgage-Backed Securities |
|
|
– |
|
|
|
26,956 |
|
|
|
– |
|
|
|
26,956 |
|
Asset-Backed Securities |
|
|
– |
|
|
|
25,468 |
|
|
|
– |
|
|
|
25,468 |
|
U.S. Government Agency Obligations |
|
|
– |
|
|
|
12,026 |
|
|
|
– |
|
|
|
12,026 |
|
Sovereign Debt |
|
|
– |
|
|
|
1,480 |
|
|
|
– |
|
|
|
1,480 |
|
Foreign Common Stock |
|
|
721 |
|
|
|
– |
|
|
|
– |
|
|
|
721 |
|
Rights |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Purchased Options |
|
|
140 |
|
|
|
– |
|
|
|
– |
|
|
|
140 |
|
Total Investments in Securities |
|
|
186,110 |
|
|
|
496,465 |
|
|
|
– |
|
|
|
682,575 |
|
| |
|
|
|
|
|
|
|
|
Securities Sold Short |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stock |
|
|
(81,624 |
) |
|
|
– |
|
|
|
– |
|
|
|
(81,624 |
) |
Foreign Common Stock |
|
|
(254 |
) |
|
|
– |
|
|
|
– |
|
|
|
(254 |
) |
Total Securities Sold Short |
|
|
(81,878 |
) |
|
|
– |
|
|
|
– |
|
|
|
(81,878 |
) |
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(87 |
) |
|
|
– |
|
|
|
– |
|
|
|
(87 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
9,594 |
|
|
|
– |
|
|
|
– |
|
|
|
9,594 |
|
Unrealized Depreciation |
|
|
(6,626 |
) |
|
|
– |
|
|
|
– |
|
|
|
(6,626 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Depreciation |
|
|
– |
|
|
|
(26 |
) |
|
|
– |
|
|
|
(26 |
) |
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
401 |
|
|
|
– |
|
|
|
401 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(692 |
) |
|
|
– |
|
|
|
(692 |
) |
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,831 |
|
|
|
– |
|
|
|
1,831 |
|
Reverse Repurchase Agreements |
|
|
– |
|
|
|
(70,747 |
) |
|
|
– |
|
|
|
(70,747 |
) |
Total Other Financial Instruments |
|
|
2,881 |
|
|
|
(69,213 |
) |
|
|
– |
|
|
|
(66,332 |
) |
|
*
|
Futures contracts, forward contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Capital Stability Fund
|
†
|
Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 44.9% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.469%, 04/11/2024 (A) |
|
$ |
36,730 |
|
|
$ |
36,677 |
|
5.450%, 04/25/2024 (A) |
|
|
97,016 |
|
|
|
96,676 |
|
5.433%, 05/02/2024 (A) |
|
|
44,600 |
|
|
|
44,397 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 |
|
|
424 |
|
|
|
463 |
|
3.625%, 04/15/2028 |
|
|
1,858 |
|
|
|
1,975 |
|
3.375%, 04/15/2032 |
|
|
460 |
|
|
|
510 |
|
2.500%, 01/15/2029 |
|
|
1,961 |
|
|
|
2,014 |
|
2.375%, 01/15/2027 |
|
|
569 |
|
|
|
573 |
|
2.375%, 10/15/2028 |
|
|
1,959 |
|
|
|
2,005 |
|
2.000%, 01/15/2026 |
|
|
3,035 |
|
|
|
3,021 |
|
1.750%, 01/15/2028 |
|
|
3,763 |
|
|
|
3,732 |
|
1.750%, 01/15/2034 |
|
|
2,399 |
|
|
|
2,368 |
|
1.625%, 10/15/2027 |
|
|
1,668 |
|
|
|
1,652 |
|
1.375%, 07/15/2033 |
|
|
2,787 |
|
|
|
2,675 |
|
1.250%, 04/15/2028 |
|
|
2,901 |
|
|
|
2,818 |
|
1.125%, 01/15/2033 |
|
|
2,881 |
|
|
|
2,702 |
|
0.875%, 01/15/2029 |
|
|
856 |
|
|
|
816 |
|
0.750%, 07/15/2028 |
|
|
2,693 |
|
|
|
2,572 |
|
0.625%, 01/15/2026 |
|
|
2,768 |
|
|
|
2,689 |
|
0.625%, 07/15/2032 |
|
|
3,130 |
|
|
|
2,838 |
|
0.500%, 01/15/2028 |
|
|
1,394 |
|
|
|
1,319 |
|
0.375%, 07/15/2025 |
|
|
3,416 |
|
|
|
3,341 |
|
0.375%, 01/15/2027 |
|
|
861 |
|
|
|
821 |
|
0.375%, 07/15/2027 |
|
|
1,915 |
|
|
|
1,822 |
|
0.250%, 07/15/2029 |
|
|
1,745 |
|
|
|
1,609 |
|
0.125%, 04/15/2025 |
|
|
760 |
|
|
|
741 |
|
0.125%, 10/15/2025 |
|
|
682 |
|
|
|
662 |
|
0.125%, 10/15/2025 |
|
|
709 |
|
|
|
688 |
|
0.125%, 04/15/2026 |
|
|
1,672 |
|
|
|
1,601 |
|
0.125%, 07/15/2026 |
|
|
2,349 |
|
|
|
2,251 |
|
0.125%, 10/15/2026 |
|
|
2,081 |
|
|
|
1,986 |
|
0.125%, 04/15/2027 |
|
|
1,926 |
|
|
|
1,814 |
|
0.125%, 01/15/2030 |
|
|
2,580 |
|
|
|
2,335 |
|
0.125%, 07/15/2030 |
|
|
2,356 |
|
|
|
2,122 |
|
0.125%, 01/15/2031 |
|
|
3,052 |
|
|
|
2,715 |
|
0.125%, 07/15/2031 |
|
|
3,083 |
|
|
|
2,727 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 01/15/2032 |
|
$ |
2,293 |
|
|
$ |
2,003 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $243,485) ($ Thousands) |
|
|
243,730 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMERCIAL PAPER — 36.8% |
Communication Services — 2.6% |
|
|
|
|
AT&T Inc. |
|
|
|
|
|
|
|
|
5.416%, 04/04/2024 (A) |
|
|
9,300 |
|
|
|
9,290 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.688%, 05/02/2024 (A) |
|
|
5,000 |
|
|
|
4,973 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,263 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 8.1% |
|
|
|
|
American Honda Financial Corp |
|
|
|
|
|
|
|
|
5.667%, 05/06/2024 (A) |
|
|
7,100 |
|
|
|
7,058 |
|
5.553%, 05/10/2024 (A) |
|
|
3,300 |
|
|
|
3,268 |
|
Archer Daniels Midland |
|
|
|
|
|
|
|
|
5.453%, 04/01/2024 (A) |
|
|
9,700 |
|
|
|
9,694 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
5.846%, 04/12/2024 (A) |
|
|
10,350 |
|
|
|
10,326 |
|
Harley-Davidson |
|
|
|
|
|
|
|
|
6.073%, 05/03/2024 (A) |
|
|
3,050 |
|
|
|
3,033 |
|
Parker-Hannifin Corp |
|
|
|
|
|
|
|
|
5.447%, 04/26/2024 (A) |
|
|
10,500 |
|
|
|
10,453 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,832 |
|
| |
|
|
|
|
|
|
|
|
Energy — 1.7% |
|
|
|
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
5.656%, 04/03/2024 (A) |
|
|
2,000 |
|
|
|
1,998 |
|
5.656%, 04/04/2024 (A) |
|
|
6,900 |
|
|
|
6,893 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,891 |
|
| |
|
|
|
|
|
|
|
|
Financials — 14.3% |
|
|
|
|
Corporacion Andina De Fomento |
|
|
|
|
|
|
|
|
5.464%, 04/03/2024 (A) |
|
|
6,900 |
|
|
|
6,894 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.709%, 07/30/2024 (A) |
|
|
5,250 |
|
|
|
5,147 |
|
5.664%, 05/23/2024 (A) |
|
|
5,100 |
|
|
|
5,056 |
|
Intesa |
|
|
|
|
|
|
|
|
5.643%, 05/21/2024 (A) |
|
|
10,250 |
|
|
|
10,161 |
|
Macquarie |
|
|
|
|
|
|
|
|
5.412%, 08/12/2024 (A) |
|
|
9,050 |
|
|
|
8,864 |
|
Societe Generale North America |
|
|
|
|
|
|
|
|
5.293%, 04/01/2024 (A) |
|
|
10,500 |
|
|
|
10,494 |
|
Syngenta Wilmington |
|
|
|
|
|
|
|
|
6.122%, 04/10/2024 (A) |
|
|
10,000 |
|
|
|
9,979 |
|
VW Credit Inc |
|
|
|
|
|
|
|
|
5.569%, 05/17/2024 (A) |
|
|
10,500 |
|
|
|
10,419 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Capital Stability Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
White Plains Capital |
|
|
|
|
|
|
|
|
5.948%, 06/14/2024 (A) |
|
$ |
10,500 |
|
|
$ |
10,371 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
77,385 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 3.1% |
|
|
|
|
Mitsubishi |
|
|
|
|
|
|
|
|
5.428%, 05/02/2024 (A) |
|
|
10,500 |
|
|
|
10,445 |
|
Quanta Services |
|
|
|
|
|
|
|
|
5.705%, 04/01/2024 (A) |
|
|
6,350 |
|
|
|
6,346 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,791 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.9% |
|
|
|
|
Glencore |
|
|
|
|
|
|
|
|
5.782%, 04/30/2024 (A) |
|
|
10,500 |
|
|
|
10,445 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Utilities — 5.1% |
|
|
|
|
Brookfield Infrastructure |
|
|
|
|
|
|
|
|
5.948%, 04/10/2024 (A) |
|
|
10,000 |
|
|
|
9,980 |
|
Constellation Energy |
|
|
|
|
|
|
|
|
5.534%, 04/08/2024 (A) |
|
|
2,750 |
|
|
|
2,745 |
|
5.531%, 04/09/2024 (A) |
|
|
7,500 |
|
|
|
7,485 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.637%, 04/02/2024 (A) |
|
|
7,650 |
|
|
|
7,644 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,854 |
|
| |
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $199,598) ($ Thousands) |
|
|
199,461 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 13.6% |
| |
|
|
|
|
|
|
|
|
Japan Treasury Discount Bill |
|
|
|
|
|
|
|
|
0.000%, 05/27/2024 (A) |
|
JPY |
11,153,000 |
|
|
|
73,693 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $74,479) ($ Thousands) |
|
|
73,693 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATION — 1.3% |
FHLB |
|
|
|
|
|
|
|
|
4.500%, 03/10/2028 |
|
$ |
7,260 |
|
|
|
7,291 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligation |
|
|
|
|
|
|
|
|
(Cost $7,429) ($ Thousands) |
|
|
7,291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 1.0% |
| |
|
|
|
|
|
|
|
|
Vanguard Intermediate-Term Corporate Bond ETF |
|
|
38,069 |
|
|
|
3,065 |
|
Vanguard Long-Term Corporate Bond ETF |
|
|
7,840 |
|
|
|
613 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
EXCHANGE TRADED FUNDS (continued) |
Vanguard Mortgage-Backed Securities ETF |
|
|
32,040 |
|
|
$ |
1,462 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $5,088) ($ Thousands) |
|
|
|
|
|
|
5,140 |
|
| |
|
|
|
|
|
|
|
|
COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Microsoft Corp |
|
|
1,148 |
|
|
|
483 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $402) ($ Thousands) |
|
|
|
|
|
|
483 |
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTION — 0.0% |
Total Purchased Option |
|
|
|
|
|
|
|
|
(Cost $44) ($ Thousands) |
|
|
|
|
|
|
12 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 97.7% |
|
|
|
|
|
|
|
|
(Cost $530,525) ($ Thousands) |
|
$ |
529,810 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTION — (0.0)% |
Total Written Option |
|
|
|
|
|
|
|
|
(Premiums Received $19) ($ Thousands) |
|
|
|
|
|
$ |
(6 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust |
|
|
86 |
|
|
$ |
3,956 |
|
|
$ |
460.00 |
|
|
|
6/22/2024 |
|
|
$ |
12 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Option |
|
|
|
|
|
$ |
3,956 |
|
|
|
|
|
|
|
|
|
|
$ |
12 |
|
WRITTEN OPTION — (0.0)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust |
|
|
(86 |
) |
|
$ |
(3,612 |
) |
|
|
420.00 |
|
|
|
06/22/2024 |
|
|
$ |
(6 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Option |
|
|
|
|
|
$ |
(3,612 |
) |
|
|
|
|
|
|
|
|
|
$ |
(6 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at March 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amsterdam Index |
|
|
5 |
|
|
|
Apr-2024 |
|
|
$ |
947 |
|
|
$ |
954 |
|
|
$ |
14 |
|
Australian 10-Year Bond |
|
|
99 |
|
|
|
Jun-2024 |
|
|
|
7,619 |
|
|
|
7,530 |
|
|
|
(3 |
) |
CAC40 10 Euro Index |
|
|
13 |
|
|
|
Apr-2024 |
|
|
|
1,144 |
|
|
|
1,154 |
|
|
|
23 |
|
Canadian 10-Year Bond |
|
|
101 |
|
|
|
Jun-2024 |
|
|
|
8,967 |
|
|
|
8,982 |
|
|
|
37 |
|
DAX Index |
|
|
9 |
|
|
|
Jun-2024 |
|
|
|
4,482 |
|
|
|
4,563 |
|
|
|
118 |
|
Euro STOXX 50 |
|
|
64 |
|
|
|
Jun-2024 |
|
|
|
3,441 |
|
|
|
3,487 |
|
|
|
79 |
|
Euro-Buxl |
|
|
19 |
|
|
|
Jun-2024 |
|
|
|
2,724 |
|
|
|
2,786 |
|
|
|
71 |
|
Euro-OAT |
|
|
1 |
|
|
|
Jun-2024 |
|
|
|
137 |
|
|
|
137 |
|
|
|
1 |
|
FTSE 100 Index |
|
|
67 |
|
|
|
Jun-2024 |
|
|
|
6,671 |
|
|
|
6,761 |
|
|
|
163 |
|
FTSE MIB Index |
|
|
2 |
|
|
|
Jun-2024 |
|
|
|
360 |
|
|
|
369 |
|
|
|
13 |
|
IBEX |
|
|
20 |
|
|
|
Apr-2024 |
|
|
|
2,265 |
|
|
|
2,390 |
|
|
|
149 |
|
Long Gilt 10-Year Bond |
|
|
42 |
|
|
|
Jun-2024 |
|
|
|
5,245 |
|
|
|
5,303 |
|
|
|
89 |
|
MSCI EAFE Index |
|
|
140 |
|
|
|
Jun-2024 |
|
|
|
16,449 |
|
|
|
16,500 |
|
|
|
51 |
|
MSCI Emerging Markets |
|
|
258 |
|
|
|
Jun-2024 |
|
|
|
13,609 |
|
|
|
13,532 |
|
|
|
(77 |
) |
MSCI Emerging Markets |
|
|
142 |
|
|
|
Jun-2024 |
|
|
|
7,423 |
|
|
|
7,448 |
|
|
|
25 |
|
NASDAQ 100 Index E-MINI |
|
|
21 |
|
|
|
Jun-2024 |
|
|
|
7,656 |
|
|
|
7,759 |
|
|
|
103 |
|
Nikkei 225 Index |
|
|
248 |
|
|
|
Jun-2024 |
|
|
|
6,565 |
|
|
|
6,592 |
|
|
|
82 |
|
OMX Stockholm 30 |
|
|
122 |
|
|
|
Apr-2024 |
|
|
|
2,946 |
|
|
|
2,881 |
|
|
|
27 |
|
Russell 2000 Index E-MINI |
|
|
39 |
|
|
|
Jun-2024 |
|
|
|
4,087 |
|
|
|
4,184 |
|
|
|
97 |
|
S&P 500 Index E-MINI |
|
|
177 |
|
|
|
Jun-2024 |
|
|
|
46,166 |
|
|
|
46,981 |
|
|
|
815 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
12 |
|
|
|
Jun-2024 |
|
|
|
3,604 |
|
|
|
3,693 |
|
|
|
89 |
|
S&P TSX 60 Index |
|
|
18 |
|
|
|
Jun-2024 |
|
|
|
3,534 |
|
|
|
3,569 |
|
|
|
40 |
|
SPI 200 Index |
|
|
78 |
|
|
|
Jun-2024 |
|
|
|
9,850 |
|
|
|
10,115 |
|
|
|
272 |
|
TOPIX Index |
|
|
5 |
|
|
|
Jun-2024 |
|
|
|
888 |
|
|
|
909 |
|
|
|
34 |
|
U.S. 5-Year Treasury Note |
|
|
280 |
|
|
|
Jun-2024 |
|
|
|
29,923 |
|
|
|
29,964 |
|
|
|
41 |
|
U.S. 10-Year Treasury Note |
|
|
222 |
|
|
|
Jun-2024 |
|
|
|
24,544 |
|
|
|
24,597 |
|
|
|
53 |
|
U.S. Long Treasury Bond |
|
|
2 |
|
|
|
Jun-2024 |
|
|
|
238 |
|
|
|
241 |
|
|
|
3 |
|
U.S. Ultra Long Treasury Bond |
|
|
12 |
|
|
|
Jun-2024 |
|
|
|
1,514 |
|
|
|
1,548 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
|
|
222,998 |
|
|
|
224,929 |
|
|
|
2,443 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FTSE 100 Index |
|
|
(24) |
|
|
|
Jun-2024 |
|
|
$ |
(2,404 |
) |
|
$ |
(2,422 |
) |
|
$ |
(17 |
) |
Japanese 10-Year Bond |
|
|
(19) |
|
|
|
Jun-2024 |
|
|
|
(18,684 |
) |
|
|
(18,314 |
) |
|
|
(25 |
) |
SPI 200 Index |
|
|
(16) |
|
|
|
Jun-2024 |
|
|
|
(2,026 |
) |
|
|
(2,075 |
) |
|
|
(60 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(23,114 |
) |
|
|
(22,811 |
) |
|
|
(102 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
199,884 |
|
|
$ |
202,118 |
|
|
$ |
2,341 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Capital Stability Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at March 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
957 |
|
|
|
BRL |
|
|
|
4,775 |
|
|
$ |
(3 |
) |
Bank of America |
|
|
04/18/24 |
|
|
|
KRW |
|
|
|
559,934 |
|
|
|
USD |
|
|
|
426 |
|
|
|
11 |
|
Bank of America |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
3,147 |
|
|
|
NOK |
|
|
|
33,269 |
|
|
|
(77 |
) |
Bank of America |
|
|
04/30/24 |
|
|
|
NOK |
|
|
|
14,595 |
|
|
|
USD |
|
|
|
1,381 |
|
|
|
34 |
|
Bank of America |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
461 |
|
|
|
USD |
|
|
|
513 |
|
|
|
(1 |
) |
Bank of America |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
272 |
|
|
|
PEN |
|
|
|
1,004 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
102 |
|
|
|
CLP |
|
|
|
98,815 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
2,739 |
|
|
|
USD |
|
|
|
578 |
|
|
|
(2 |
) |
BNP Paribas |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
1,017 |
|
|
|
BRL |
|
|
|
5,101 |
|
|
|
2 |
|
BNP Paribas |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
528 |
|
|
|
COP |
|
|
|
2,086,395 |
|
|
|
8 |
|
BNP Paribas |
|
|
05/24/24 |
|
|
|
TWD |
|
|
|
26,008 |
|
|
|
USD |
|
|
|
825 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
506 |
|
|
|
AUD |
|
|
|
777 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
1,756 |
|
|
|
AUD |
|
|
|
2,672 |
|
|
|
(12 |
) |
Brown Brothers Harriman |
|
|
04/18/24 |
|
|
|
AUD |
|
|
|
3,098 |
|
|
|
USD |
|
|
|
2,042 |
|
|
|
20 |
|
Brown Brothers Harriman |
|
|
04/18/24 |
|
|
|
AUD |
|
|
|
525 |
|
|
|
USD |
|
|
|
343 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
201 |
|
|
|
CZK |
|
|
|
4,715 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
EUR |
|
|
|
220 |
|
|
|
PLN |
|
|
|
953 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
645 |
|
|
|
PLN |
|
|
|
2,574 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
182 |
|
|
|
PLN |
|
|
|
716 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
983 |
|
|
|
ZAR |
|
|
|
18,929 |
|
|
|
15 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
259 |
|
|
|
ZAR |
|
|
|
4,888 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
1,969 |
|
|
|
USD |
|
|
|
2,499 |
|
|
|
12 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
2,316 |
|
|
|
GBP |
|
|
|
1,828 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
PLN |
|
|
|
2,318 |
|
|
|
USD |
|
|
|
580 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
CZK |
|
|
|
1,546 |
|
|
|
USD |
|
|
|
67 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
CZK |
|
|
|
3,244 |
|
|
|
USD |
|
|
|
138 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
ZAR |
|
|
|
2,090 |
|
|
|
USD |
|
|
|
111 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
ZAR |
|
|
|
20,090 |
|
|
|
USD |
|
|
|
1,053 |
|
|
|
(7 |
) |
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
HUF |
|
|
|
200,786 |
|
|
|
USD |
|
|
|
555 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
04/19/24 |
|
|
|
HUF |
|
|
|
34,807 |
|
|
|
USD |
|
|
|
95 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
881 |
|
|
|
SEK |
|
|
|
9,199 |
|
|
|
(20 |
) |
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
1,010 |
|
|
|
NOK |
|
|
|
10,626 |
|
|
|
(30 |
) |
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
NOK |
|
|
|
3,938 |
|
|
|
SEK |
|
|
|
3,838 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
NOK |
|
|
|
12,083 |
|
|
|
USD |
|
|
|
1,141 |
|
|
|
26 |
|
Brown Brothers Harriman |
|
|
04/30/24 |
|
|
|
SEK |
|
|
|
25,658 |
|
|
|
USD |
|
|
|
2,447 |
|
|
|
44 |
|
Brown Brothers Harriman |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
277 |
|
|
|
EUR |
|
|
|
292 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
361 |
|
|
|
USD |
|
|
|
411 |
|
|
|
8 |
|
Brown Brothers Harriman |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
451 |
|
|
|
USD |
|
|
|
502 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
05/08/24 |
|
|
|
USD |
|
|
|
1,830 |
|
|
|
CHF |
|
|
|
1,604 |
|
|
|
(42 |
) |
Brown Brothers Harriman |
|
|
05/08/24 |
|
|
|
THB |
|
|
|
58,531 |
|
|
|
USD |
|
|
|
1,627 |
|
|
|
17 |
|
Brown Brothers Harriman |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
703 |
|
|
|
JPY |
|
|
|
103,135 |
|
|
|
(16 |
) |
Brown Brothers Harriman |
|
|
05/16/24 |
|
|
|
JPY |
|
|
|
88,906 |
|
|
|
USD |
|
|
|
591 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
05/17/24 |
|
|
|
SGD |
|
|
|
456 |
|
|
|
USD |
|
|
|
343 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
349 |
|
|
|
CNY |
|
|
|
2,501 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
363 |
|
|
|
CNH |
|
|
|
2,632 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
CNH |
|
|
|
786 |
|
|
|
USD |
|
|
|
110 |
|
|
|
1 |
|
SEI Institutional Managed Trust
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
NZD |
|
|
|
1,837 |
|
|
|
USD |
|
|
|
1,126 |
|
|
$ |
27 |
|
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
2,010 |
|
|
|
NZD |
|
|
|
3,299 |
|
|
|
(38 |
) |
Brown Brothers Harriman |
|
|
05/23/24 |
|
|
|
MXN |
|
|
|
11,417 |
|
|
|
USD |
|
|
|
673 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
06/12/24 |
|
|
|
EUR |
|
|
|
752 |
|
|
|
USD |
|
|
|
822 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
06/13/24 |
|
|
|
USD |
|
|
|
99 |
|
|
|
CAD |
|
|
|
133 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
06/13/24 |
|
|
|
CAD |
|
|
|
929 |
|
|
|
USD |
|
|
|
684 |
|
|
|
(4 |
) |
Citigroup |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
765 |
|
|
|
NZD |
|
|
|
1,257 |
|
|
|
(13 |
) |
Citigroup |
|
|
06/13/24 |
|
|
|
CAD |
|
|
|
2,303 |
|
|
|
USD |
|
|
|
1,712 |
|
|
|
8 |
|
Citigroup |
|
|
06/13/24 |
|
|
|
USD |
|
|
|
4,211 |
|
|
|
CAD |
|
|
|
5,668 |
|
|
|
(18 |
) |
Deutsche Bank |
|
|
04/18/24 |
|
|
|
AUD |
|
|
|
1,748 |
|
|
|
USD |
|
|
|
1,141 |
|
|
|
1 |
|
Deutsche Bank |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
946 |
|
|
|
PHP |
|
|
|
53,288 |
|
|
|
3 |
|
Deutsche Bank |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
562 |
|
|
|
PHP |
|
|
|
31,368 |
|
|
|
(4 |
) |
Deutsche Bank |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
17,712 |
|
|
|
USD |
|
|
|
315 |
|
|
|
— |
|
Deutsche Bank |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
31,786,134 |
|
|
|
USD |
|
|
|
2,032 |
|
|
|
30 |
|
Deutsche Bank |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
582 |
|
|
|
SEK |
|
|
|
6,060 |
|
|
|
(14 |
) |
Deutsche Bank |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
597 |
|
|
|
NOK |
|
|
|
6,281 |
|
|
|
(17 |
) |
Deutsche Bank |
|
|
04/30/24 |
|
|
|
SEK |
|
|
|
14,610 |
|
|
|
USD |
|
|
|
1,389 |
|
|
|
20 |
|
Deutsche Bank |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
141 |
|
|
|
PEN |
|
|
|
524 |
|
|
|
— |
|
Deutsche Bank |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
682 |
|
|
|
NZD |
|
|
|
1,107 |
|
|
|
(21 |
) |
Deutsche Bank |
|
|
06/12/24 |
|
|
|
EUR |
|
|
|
2,551 |
|
|
|
USD |
|
|
|
2,796 |
|
|
|
33 |
|
Deutsche Bank |
|
|
06/14/24 |
|
|
|
USD |
|
|
|
808 |
|
|
|
INR |
|
|
|
67,021 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
04/02/24 |
|
|
|
BRL |
|
|
|
1,993 |
|
|
|
USD |
|
|
|
401 |
|
|
|
3 |
|
Goldman Sachs |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
388 |
|
|
|
KRW |
|
|
|
513,571 |
|
|
|
(7 |
) |
Goldman Sachs |
|
|
04/18/24 |
|
|
|
KRW |
|
|
|
392,169 |
|
|
|
USD |
|
|
|
297 |
|
|
|
6 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
410 |
|
|
|
USD |
|
|
|
517 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
507 |
|
|
|
GBP |
|
|
|
403 |
|
|
|
3 |
|
Goldman Sachs |
|
|
04/19/24 |
|
|
|
CZK |
|
|
|
23,876 |
|
|
|
USD |
|
|
|
1,016 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
04/19/24 |
|
|
|
HUF |
|
|
|
189,327 |
|
|
|
USD |
|
|
|
517 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
822 |
|
|
|
PHP |
|
|
|
45,994 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
138 |
|
|
|
IDR |
|
|
|
2,194,117 |
|
|
|
1 |
|
Goldman Sachs |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
3,496 |
|
|
|
IDR |
|
|
|
54,717,452 |
|
|
|
(50 |
) |
Goldman Sachs |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
21,222 |
|
|
|
USD |
|
|
|
380 |
|
|
|
3 |
|
Goldman Sachs |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
34,084 |
|
|
|
USD |
|
|
|
604 |
|
|
|
(3 |
) |
Goldman Sachs |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
9,032,204 |
|
|
|
USD |
|
|
|
575 |
|
|
|
6 |
|
Goldman Sachs |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
1,527 |
|
|
|
SEK |
|
|
|
15,902 |
|
|
|
(38 |
) |
Goldman Sachs |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
233 |
|
|
|
COP |
|
|
|
921,654 |
|
|
|
3 |
|
Goldman Sachs |
|
|
05/16/24 |
|
|
|
COP |
|
|
|
1,471,607 |
|
|
|
USD |
|
|
|
373 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
05/23/24 |
|
|
|
NZD |
|
|
|
4,188 |
|
|
|
USD |
|
|
|
2,551 |
|
|
|
48 |
|
Goldman Sachs |
|
|
05/24/24 |
|
|
|
USD |
|
|
|
301 |
|
|
|
TWD |
|
|
|
9,629 |
|
|
|
1 |
|
Goldman Sachs |
|
|
05/24/24 |
|
|
|
USD |
|
|
|
1,059 |
|
|
|
TWD |
|
|
|
32,891 |
|
|
|
(28 |
) |
Goldman Sachs |
|
|
08/21/24 |
|
|
|
USD |
|
|
|
1,147 |
|
|
|
MYR |
|
|
|
5,440 |
|
|
|
5 |
|
Goldman Sachs |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
5,033 |
|
|
|
USD |
|
|
|
1,077 |
|
|
|
12 |
|
HSBC |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
419 |
|
|
|
KRW |
|
|
|
554,301 |
|
|
|
(7 |
) |
HSBC |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
910 |
|
|
|
AUD |
|
|
|
1,383 |
|
|
|
(8 |
) |
HSBC |
|
|
05/29/24 |
|
|
|
JPY |
|
|
|
11,153,000 |
|
|
|
USD |
|
|
|
75,471 |
|
|
|
1,072 |
|
JPMorgan Chase Bank |
|
|
04/02/24 |
|
|
|
BRL |
|
|
|
2,076 |
|
|
|
USD |
|
|
|
416 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
679 |
|
|
|
AUD |
|
|
|
1,031 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
425 |
|
|
|
USD |
|
|
|
542 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
608 |
|
|
|
ZAR |
|
|
|
11,534 |
|
|
|
— |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
2,193 |
|
|
|
GBP |
|
|
|
1,745 |
|
|
$ |
11 |
|
JPMorgan Chase Bank |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
145 |
|
|
|
PHP |
|
|
|
8,117 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
27,569 |
|
|
|
USD |
|
|
|
493 |
|
|
|
3 |
|
JPMorgan Chase Bank |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
2,701,082 |
|
|
|
USD |
|
|
|
172 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
04/30/24 |
|
|
|
SEK |
|
|
|
18,558 |
|
|
|
USD |
|
|
|
1,777 |
|
|
|
39 |
|
JPMorgan Chase Bank |
|
|
05/16/24 |
|
|
|
JPY |
|
|
|
84,757 |
|
|
|
USD |
|
|
|
568 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
05/16/24 |
|
|
|
COP |
|
|
|
759,055 |
|
|
|
USD |
|
|
|
192 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
1,706 |
|
|
|
MXN |
|
|
|
28,890 |
|
|
|
18 |
|
JPMorgan Chase Bank |
|
|
05/24/24 |
|
|
|
USD |
|
|
|
1,266 |
|
|
|
TWD |
|
|
|
39,940 |
|
|
|
(14 |
) |
JPMorgan Chase Bank |
|
|
06/14/24 |
|
|
|
USD |
|
|
|
431 |
|
|
|
INR |
|
|
|
35,798 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
06/14/24 |
|
|
|
INR |
|
|
|
69,295 |
|
|
|
USD |
|
|
|
834 |
|
|
|
5 |
|
Merrill Lynch |
|
|
04/02/24 |
|
|
|
BRL |
|
|
|
5,581 |
|
|
|
USD |
|
|
|
1,118 |
|
|
|
3 |
|
Merrill Lynch |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
674 |
|
|
|
AUD |
|
|
|
1,024 |
|
|
|
(5 |
) |
Merrill Lynch |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
1,229 |
|
|
|
KRW |
|
|
|
1,615,131 |
|
|
|
(30 |
) |
Merrill Lynch |
|
|
04/18/24 |
|
|
|
KRW |
|
|
|
544,396 |
|
|
|
USD |
|
|
|
413 |
|
|
|
8 |
|
Merrill Lynch |
|
|
04/19/24 |
|
|
|
GBP |
|
|
|
398 |
|
|
|
USD |
|
|
|
507 |
|
|
|
4 |
|
Merrill Lynch |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
675 |
|
|
|
CZK |
|
|
|
15,816 |
|
|
|
— |
|
Merrill Lynch |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
657 |
|
|
|
IDR |
|
|
|
10,370,823 |
|
|
|
(4 |
) |
Merrill Lynch |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
517 |
|
|
|
PHP |
|
|
|
29,083 |
|
|
|
— |
|
Merrill Lynch |
|
|
04/25/24 |
|
|
|
USD |
|
|
|
502 |
|
|
|
PHP |
|
|
|
28,171 |
|
|
|
(1 |
) |
Merrill Lynch |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
25,322 |
|
|
|
USD |
|
|
|
456 |
|
|
|
5 |
|
Merrill Lynch |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
3,570,895 |
|
|
|
USD |
|
|
|
230 |
|
|
|
5 |
|
Merrill Lynch |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
683 |
|
|
|
NOK |
|
|
|
7,169 |
|
|
|
(21 |
) |
Merrill Lynch |
|
|
04/30/24 |
|
|
|
USD |
|
|
|
1,810 |
|
|
|
SEK |
|
|
|
18,738 |
|
|
|
(55 |
) |
Merrill Lynch |
|
|
04/30/24 |
|
|
|
NOK |
|
|
|
14,122 |
|
|
|
USD |
|
|
|
1,336 |
|
|
|
33 |
|
Merrill Lynch |
|
|
05/03/24 |
|
|
|
BRL |
|
|
|
1,263 |
|
|
|
USD |
|
|
|
252 |
|
|
|
1 |
|
Merrill Lynch |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
1,786 |
|
|
|
USD |
|
|
|
2,044 |
|
|
|
52 |
|
Merrill Lynch |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
305 |
|
|
|
PEN |
|
|
|
1,125 |
|
|
|
(3 |
) |
Merrill Lynch |
|
|
05/16/24 |
|
|
|
PEN |
|
|
|
2,682 |
|
|
|
USD |
|
|
|
727 |
|
|
|
6 |
|
Merrill Lynch |
|
|
05/16/24 |
|
|
|
CLP |
|
|
|
160,738 |
|
|
|
USD |
|
|
|
167 |
|
|
|
4 |
|
Merrill Lynch |
|
|
05/16/24 |
|
|
|
COP |
|
|
|
788,041 |
|
|
|
USD |
|
|
|
199 |
|
|
|
(3 |
) |
Merrill Lynch |
|
|
05/24/24 |
|
|
|
USD |
|
|
|
644 |
|
|
|
TWD |
|
|
|
20,208 |
|
|
|
(11 |
) |
Merrill Lynch |
|
|
06/12/24 |
|
|
|
EUR |
|
|
|
592 |
|
|
|
USD |
|
|
|
646 |
|
|
|
5 |
|
Merrill Lynch |
|
|
06/12/24 |
|
|
|
USD |
|
|
|
2,816 |
|
|
|
EUR |
|
|
|
2,577 |
|
|
|
(24 |
) |
Merrill Lynch |
|
|
06/14/24 |
|
|
|
USD |
|
|
|
587 |
|
|
|
INR |
|
|
|
48,720 |
|
|
|
(3 |
) |
Merrill Lynch |
|
|
06/14/24 |
|
|
|
INR |
|
|
|
19,208 |
|
|
|
USD |
|
|
|
231 |
|
|
|
1 |
|
Morgan Stanley |
|
|
04/02/24 |
|
|
|
USD |
|
|
|
1,520 |
|
|
|
BRL |
|
|
|
7,574 |
|
|
|
(6 |
) |
Morgan Stanley |
|
|
04/02/24 |
|
|
|
BRL |
|
|
|
7,800 |
|
|
|
USD |
|
|
|
1,565 |
|
|
|
7 |
|
Morgan Stanley |
|
|
04/18/24 |
|
|
|
KRW |
|
|
|
436,316 |
|
|
|
USD |
|
|
|
327 |
|
|
|
3 |
|
Morgan Stanley |
|
|
04/19/24 |
|
|
|
USD |
|
|
|
71 |
|
|
|
PLN |
|
|
|
280 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
04/25/24 |
|
|
|
PHP |
|
|
|
49,166 |
|
|
|
USD |
|
|
|
875 |
|
|
|
— |
|
Morgan Stanley |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
1,325,729 |
|
|
|
USD |
|
|
|
84 |
|
|
|
1 |
|
Morgan Stanley |
|
|
04/25/24 |
|
|
|
IDR |
|
|
|
5,337,872 |
|
|
|
USD |
|
|
|
338 |
|
|
|
2 |
|
Morgan Stanley |
|
|
04/30/24 |
|
|
|
NOK |
|
|
|
13,730 |
|
|
|
USD |
|
|
|
1,307 |
|
|
|
40 |
|
Morgan Stanley |
|
|
05/03/24 |
|
|
|
USD |
|
|
|
1,560 |
|
|
|
BRL |
|
|
|
7,800 |
|
|
|
(7 |
) |
Morgan Stanley |
|
|
05/03/24 |
|
|
|
BRL |
|
|
|
7,574 |
|
|
|
USD |
|
|
|
1,515 |
|
|
|
6 |
|
Morgan Stanley |
|
|
05/08/24 |
|
|
|
USD |
|
|
|
716 |
|
|
|
CHF |
|
|
|
623 |
|
|
|
(21 |
) |
Morgan Stanley |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
215 |
|
|
|
CLP |
|
|
|
204,214 |
|
|
|
(7 |
) |
Morgan Stanley |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
556 |
|
|
|
CLP |
|
|
|
534,723 |
|
|
|
(11 |
) |
SEI Institutional Managed Trust
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
05/16/24 |
|
|
|
USD |
|
|
|
2,134 |
|
|
|
JPY |
|
|
|
315,229 |
|
|
$ |
(36 |
) |
Morgan Stanley |
|
|
05/16/24 |
|
|
|
JPY |
|
|
|
115,007 |
|
|
|
USD |
|
|
|
779 |
|
|
|
13 |
|
Morgan Stanley |
|
|
05/16/24 |
|
|
|
JPY |
|
|
|
236,457 |
|
|
|
USD |
|
|
|
1,601 |
|
|
|
27 |
|
Morgan Stanley |
|
|
05/16/24 |
|
|
|
CLP |
|
|
|
1,497,590 |
|
|
|
USD |
|
|
|
1,556 |
|
|
|
31 |
|
Morgan Stanley |
|
|
05/23/24 |
|
|
|
USD |
|
|
|
1,173 |
|
|
|
NZD |
|
|
|
1,923 |
|
|
|
(23 |
) |
Morgan Stanley |
|
|
05/23/24 |
|
|
|
CNH |
|
|
|
20,651 |
|
|
|
USD |
|
|
|
2,878 |
|
|
|
27 |
|
Morgan Stanley |
|
|
06/12/24 |
|
|
|
EUR |
|
|
|
515 |
|
|
|
USD |
|
|
|
558 |
|
|
|
— |
|
Morgan Stanley |
|
|
06/14/24 |
|
|
|
USD |
|
|
|
80 |
|
|
|
INR |
|
|
|
6,650 |
|
|
|
— |
|
Morgan Stanley |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
1,011 |
|
|
|
USD |
|
|
|
215 |
|
|
|
1 |
|
Morgan Stanley |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
2,901 |
|
|
|
USD |
|
|
|
618 |
|
|
|
3 |
|
RBS |
|
|
05/08/24 |
|
|
|
CHF |
|
|
|
1,942 |
|
|
|
USD |
|
|
|
2,212 |
|
|
|
46 |
|
RBS |
|
|
05/08/24 |
|
|
|
USD |
|
|
|
2,793 |
|
|
|
CHF |
|
|
|
2,453 |
|
|
|
(58 |
) |
UBS |
|
|
04/18/24 |
|
|
|
USD |
|
|
|
508 |
|
|
|
AUD |
|
|
|
778 |
|
|
|
(1 |
) |
UBS |
|
|
05/24/24 |
|
|
|
TWD |
|
|
|
31,656 |
|
|
|
USD |
|
|
|
1,007 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,072 |
|
A list of the open OTC swap agreements held by the Fund at March 31, 2024 is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
Pay Gold EQ Index |
|
|
|
Goldman Sachs Weekly TY Volatility Carry Strategy |
|
|
|
Negative Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
2,134 |
|
|
$ |
108 |
|
|
$ |
– |
|
|
$ |
108 |
|
Goldman Sachs |
|
|
Pay Gold EQ Index |
|
|
|
Goldman Sachs Weekly TY Volatility Carry Strategy |
|
|
|
Negative Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
1,095 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
132 |
|
|
$ |
– |
|
|
$ |
132 |
|
A list of the open centrally cleared swap agreements held by the Fund at March 31, 2024 is as follows:
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX.NA.HY.S40.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
$ |
663 |
|
|
$ |
49 |
|
|
$ |
17 |
|
|
$ |
32 |
|
CDX.NA.HY.S41.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
6,415 |
|
|
|
470 |
|
|
|
214 |
|
|
|
256 |
|
CDX.NA.IG.S40.V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
|
600 |
|
|
|
14 |
|
|
|
8 |
|
|
|
6 |
|
CDX.NA.IG.S42.V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
5,370 |
|
|
|
122 |
|
|
|
118 |
|
|
|
4 |
|
ITRAXX.XOVER.S39.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
|
1,381 |
|
|
|
145 |
|
|
|
90 |
|
|
|
55 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
800 |
|
|
$ |
447 |
|
|
$ |
353 |
|
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
6-MONTH AUD - BBSW |
|
|
4.8245% |
|
|
|
Semi-Annually |
|
|
|
11/17/2033 |
|
|
|
AUD |
|
|
|
1,900 |
|
|
$ |
61 |
|
|
$ |
– |
|
|
$ |
61 |
|
3-MONTH NZD - BKBM |
|
|
4.8625% |
|
|
|
Quarterly |
|
|
|
11/20/2033 |
|
|
|
NZD |
|
|
|
1,770 |
|
|
|
42 |
|
|
|
– |
|
|
|
42 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Multi-Asset Capital Stability Fund (Concluded)
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3-MONTH AUD - BBSW |
|
|
4.2255% |
|
|
|
Semi-Annually |
|
|
|
03/11/2034 |
|
|
|
AUD |
|
|
|
1,560 |
|
|
$ |
1 |
|
|
$ |
– |
|
|
$ |
1 |
|
3-MONTH NZD - BKBM |
|
|
5.65% |
|
|
|
Quarterly |
|
|
|
03/12/2034 |
|
|
|
NZD |
|
|
|
1,460 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
3-MONTH NZD - BKBM |
|
|
4.6% |
|
|
|
Quarterly |
|
|
|
08/01/2033 |
|
|
|
NZD |
|
|
|
560 |
|
|
|
6 |
|
|
|
– |
|
|
|
6 |
|
6-MONTH AUD - BBSW |
|
|
4.475% |
|
|
|
Semi-Annually |
|
|
|
07/31/2033 |
|
|
|
AUD |
|
|
|
540 |
|
|
|
8 |
|
|
|
– |
|
|
|
8 |
|
6-MONTH AUD - BBSW |
|
|
4.863% |
|
|
|
Semi-Annually |
|
|
|
11/10/2033 |
|
|
|
AUD |
|
|
|
1,390 |
|
|
|
47 |
|
|
|
– |
|
|
|
47 |
|
3-MONTH NZD - BKBM |
|
|
4.931% |
|
|
|
Quarterly |
|
|
|
11/13/2033 |
|
|
|
NZD |
|
|
|
1,280 |
|
|
|
34 |
|
|
|
– |
|
|
|
34 |
|
6-MONTH AUD - BBSW |
|
|
4.8035% |
|
|
|
Semi-Annually |
|
|
|
11/29/2033 |
|
|
|
AUD |
|
|
|
700 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
3-MONTH NZD - BKBM |
|
|
4.810% |
|
|
|
Quarterly |
|
|
|
11/30/2033 |
|
|
|
NZD |
|
|
|
600 |
|
|
|
13 |
|
|
|
– |
|
|
|
13 |
|
3-MONTH NZD - BKBM |
|
|
4.7725% |
|
|
|
Quarterly |
|
|
|
12/04/2033 |
|
|
|
NZD |
|
|
|
640 |
|
|
|
12 |
|
|
|
– |
|
|
|
12 |
|
6-MONTH AUD - BBSW |
|
|
4.7295% |
|
|
|
Semi-Annually |
|
|
|
12/01/2033 |
|
|
|
AUD |
|
|
|
740 |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
6-MONTH AUD - BBSW |
|
|
4.5395% |
|
|
|
Semi-Annually |
|
|
|
12/13/2033 |
|
|
|
AUD |
|
|
|
1,790 |
|
|
|
31 |
|
|
|
– |
|
|
|
31 |
|
3-MONTH NZD - BKBM |
|
|
4.7175% |
|
|
|
Quarterly |
|
|
|
12/14/2033 |
|
|
|
NZD |
|
|
|
1,690 |
|
|
|
29 |
|
|
|
– |
|
|
|
29 |
|
6-MONTH AUD - BBSW |
|
|
4.178% |
|
|
|
Semi-Annually |
|
|
|
12/28/2033 |
|
|
|
AUD |
|
|
|
1,040 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
3-MONTH NZD - BKBM |
|
|
4.178% |
|
|
|
Quarterly |
|
|
|
12/29/2033 |
|
|
|
NZD |
|
|
|
1,020 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
316 |
|
|
$ |
– |
|
|
$ |
316 |
|
|
Percentages are based on Net Assets of $542,320 ($ Thousands). |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the level of inputs used as of March 31, 2024, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
Investments in Securities |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
U.S. Treasury Obligations |
|
|
– |
|
|
|
243,730 |
|
|
|
– |
|
|
|
243,730 |
|
Commercial Paper |
|
|
– |
|
|
|
199,461 |
|
|
|
– |
|
|
|
199,461 |
|
Sovereign Debt |
|
|
– |
|
|
|
73,693 |
|
|
|
– |
|
|
|
73,693 |
|
U.S. Government Agency Obligation |
|
|
– |
|
|
|
7,291 |
|
|
|
– |
|
|
|
7,291 |
|
Exchange Traded Funds |
|
|
5,140 |
|
|
|
– |
|
|
|
– |
|
|
|
5,140 |
|
Common Stock |
|
|
483 |
|
|
|
– |
|
|
|
– |
|
|
|
483 |
|
Purchased Option |
|
|
12 |
|
|
|
– |
|
|
|
– |
|
|
|
12 |
|
Total Investments in Securities |
|
|
5,635 |
|
|
|
524,175 |
|
|
|
– |
|
|
|
529,810 |
|
Other Financial Instruments |
|
Level 1
($) |
|
|
Level 2
($) |
|
|
Level 3
($) |
|
|
Total
($) |
|
Written Options |
|
|
(6 |
) |
|
|
– |
|
|
|
– |
|
|
|
(6 |
) |
Futures Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
2,523 |
|
|
|
– |
|
|
|
– |
|
|
|
2,523 |
|
Unrealized Depreciation |
|
|
(182 |
) |
|
|
– |
|
|
|
– |
|
|
|
(182 |
) |
Forward Contracts* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
1,960 |
|
|
|
– |
|
|
|
1,960 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(888 |
) |
|
|
– |
|
|
|
(888 |
) |
OTC Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Return Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
132 |
|
|
|
– |
|
|
|
132 |
|
Centrally Cleared Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
353 |
|
|
|
– |
|
|
|
353 |
|
Interest Rate Swaps* |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unrealized Appreciation |
|
|
– |
|
|
|
326 |
|
|
|
– |
|
|
|
326 |
|
Unrealized Depreciation |
|
|
– |
|
|
|
(10 |
) |
|
|
– |
|
|
|
(10 |
) |
Total Other Financial Instruments |
|
|
2,335 |
|
|
|
1,873 |
|
|
|
– |
|
|
|
4,208 |
|
|
*
|
Futures contracts, forward contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.
|
For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
March 31, 2024
Portfolio Abbreviations |
ABS — Asset-Backed Security |
ACWI — All Country World Index |
ADR — American Depositary Receipt |
AID — Agency for International Development |
BUBOR— Budapest Interbank Offered Rate |
CETIP— Central of Custody and Financial Settlement of Securities |
Cl — Class |
CLO — Collateralized Loan Obligation |
CMBX — Commercial Mortgage-Backed Index |
COP— Certificate of Participation |
CVR — Contingent Value Rights |
DAC — Designated Activity Company |
EAFE — Europe, Australasia and Far East |
ESG — Environmental, Social and Governance |
ETF — Exchange-Traded Fund |
FBIL — Financial Benchmarks India Pvt. Ltd. |
FNMA — Federal National Mortgage Association |
FREMF— Freddie Mac Multi-Family |
GDR — Global Depositary Receipt |
GMAC — General Motors Acceptance Corporation |
IBEX— Spanish Stock Exchange Index |
JIBAR— Johannesburg Interbank Agreed Rate |
JSC — Joint-Stock Company |
LIBOR — London Interbank Offered Rate |
LLC — Limited Liability Company |
L.P. — Limited Partnership |
LTD — Limited |
MIBOR — Mumbai InterBank Overnight Rate |
MSCI — Morgan Stanley Capital International |
MTN — Medium Term Note |
MXN - TIIE — Mexico Interbank 28-Day Interest Rate |
NVDR — Non-Voting Depository Receipt |
OTC — Over The Counter |
PJSC — Public Joint-Stock Company |
PRIBOR— Prague Interbank Offered Rate |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
WIBOR— Warsaw Interbank Offered Rate |
Currency Abbreviations |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
CHF — Swiss Franc |
CLP — Chilean Peso |
CNH — Chinese Yuan Offshore |
CNY — Chinese Yuan Onshore |
COP — Colombian Peso |
CZK — Czech Koruna |
DKK — Danish Krone |
EUR — Euro |
GBP — British Pound Sterling |
HKD — Hong Kong Dollar |
HUF — Hungarian Forint |
IDR — Indonesian Rupiah |
ILS — Israeli New Sheckels |
INR — Indian Rupee |
JPY — Japanese Yen |
KRW — Korean Won |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
PEN — Peruvian Nuevo Sol |
PHP— Philippine Peso |
PLN — Polish Zloty |
RUB — Russian Ruble |
SEK — Swedish Krona |
SGD — Singapore Dollar |
THB — Thai Baht |
TWD — Taiwan Dollar |
USD — U.S. Dollar |
ZAR — South African Rand |
| |
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
Assets: |
|
|
|
|
|
|
|
|
Investments, at value † |
|
$ |
1,698,926 |
* |
|
$ |
1,376,746 |
|
Affiliated investments, at value †† |
|
|
24,337 |
|
|
|
12,179 |
|
Cash and cash equivalents |
|
|
323 |
|
|
|
427 |
|
Unfunded Bank Loans |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on OTC swap contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on futures contracts |
|
|
315 |
|
|
|
404 |
|
Foreign currency, at value ††† |
|
|
– |
|
|
|
– |
|
Receivable for fund shares sold |
|
|
154 |
|
|
|
619 |
|
Receivable for investment securities sold |
|
|
438 |
|
|
|
934 |
|
Dividends and interest receivable |
|
|
1,693 |
|
|
|
2,501 |
|
OTC Swap contracts, at value †††† |
|
|
– |
|
|
|
– |
|
Receivable for Variation Margin on Futures Contracts |
|
|
6 |
|
|
|
16 |
|
Foreign tax reclaim receivable |
|
|
73 |
|
|
|
322 |
|
Prepaid expenses |
|
|
39 |
|
|
|
30 |
|
Total Assets |
|
|
1,726,304 |
|
|
|
1,394,178 |
|
Liabilities: |
|
|
|
|
|
|
|
|
Payable upon return on securities loaned |
|
|
12,894 |
|
|
|
44 |
|
Payable for fund shares redeemed |
|
|
2,156 |
|
|
|
1,339 |
|
Administration fees payable |
|
|
358 |
|
|
|
328 |
|
Shareholder servicing fees payable Class F |
|
|
342 |
|
|
|
259 |
|
Shareholder servicing fees payable Class I |
|
|
– |
|
|
|
– |
|
Payable for investment securities purchased |
|
|
– |
|
|
|
952 |
|
Due to custodian |
|
|
– |
|
|
|
– |
|
Investment advisory fees payable |
|
|
519 |
|
|
|
373 |
|
Trustees fees payable |
|
|
10 |
|
|
|
8 |
|
Chief Compliance Officer fees payable |
|
|
2 |
|
|
|
2 |
|
Administration servicing fees payable Class I |
|
|
– |
|
|
|
– |
|
Accrued expense payable |
|
|
170 |
|
|
|
130 |
|
Total Liabilities |
|
|
16,451 |
|
|
|
3,435 |
|
Net Assets |
|
$ |
1,709,853 |
|
|
$ |
1,390,743 |
|
† Cost of investments and repurchase agreements |
|
$ |
971,545 |
|
|
$ |
902,386 |
|
†† Cost of affiliated investments |
|
|
24,341 |
|
|
|
12,182 |
|
††† Cost of foreign currency |
|
|
– |
|
|
|
– |
|
* Includes market value of securities on loan |
|
|
12,462 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Amounts designated as "—" are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Large Cap Growth Fund |
|
|
Large Cap Index Fund |
|
|
Tax-Managed Large Cap Fund |
|
|
S&P 500 Index Fund |
|
|
Small Cap Fund |
|
|
Small Cap Value Fund |
|
|
Small Cap Growth Fund |
|
|
Tax-Managed Small/Mid Cap Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
1,445,387 |
|
|
$ |
1,116,281 |
|
|
$ |
4,266,306 |
* |
|
$ |
1,005,447 |
|
|
$ |
609,732 |
|
|
$ |
367,761 |
* |
|
$ |
350,306 |
* |
|
$ |
867,971 |
|
| |
|
21,161 |
|
|
|
28,856 |
|
|
|
57,123 |
|
|
|
20,922 |
|
|
|
6,928 |
|
|
|
5,506 |
|
|
|
5,091 |
|
|
|
12,576 |
|
| |
|
241 |
|
|
|
330 |
|
|
|
1,212 |
|
|
|
381 |
|
|
|
166 |
|
|
|
124 |
|
|
|
– |
|
|
|
253 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
482 |
|
|
|
1,433 |
|
|
|
781 |
|
|
|
991 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
125 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
671 |
|
|
|
430 |
|
|
|
419 |
|
|
|
182 |
|
|
|
133 |
|
|
|
150 |
|
|
|
141 |
|
|
|
110 |
|
| |
|
4,388 |
|
|
|
– |
|
|
|
552 |
|
|
|
– |
|
|
|
5,992 |
|
|
|
9,645 |
|
|
|
6,777 |
|
|
|
991 |
|
| |
|
501 |
|
|
|
825 |
|
|
|
3,783 |
|
|
|
703 |
|
|
|
531 |
|
|
|
531 |
|
|
|
147 |
|
|
|
742 |
|
| |
|
2,511 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
3 |
|
|
|
23 |
|
|
|
16 |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
15 |
|
|
|
– |
|
|
|
441 |
|
|
|
15 |
|
|
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
| |
|
33 |
|
|
|
25 |
|
|
|
92 |
|
|
|
21 |
|
|
|
13 |
|
|
|
8 |
|
|
|
8 |
|
|
|
19 |
|
| |
|
1,475,393 |
|
|
|
1,148,203 |
|
|
|
4,330,850 |
|
|
|
1,028,663 |
|
|
|
623,495 |
|
|
|
383,726 |
|
|
|
362,470 |
|
|
|
882,662 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
– |
|
|
|
533 |
|
|
|
34,838 |
|
|
|
– |
|
|
|
82 |
|
|
|
933 |
|
|
|
742 |
|
|
|
365 |
|
| |
|
930 |
|
|
|
937 |
|
|
|
2,327 |
|
|
|
357 |
|
|
|
758 |
|
|
|
203 |
|
|
|
194 |
|
|
|
533 |
|
| |
|
355 |
|
|
|
87 |
|
|
|
759 |
|
|
|
120 |
|
|
|
147 |
|
|
|
88 |
|
|
|
86 |
|
|
|
210 |
|
| |
|
280 |
|
|
|
95 |
|
|
|
762 |
|
|
|
43 |
|
|
|
121 |
|
|
|
67 |
|
|
|
66 |
|
|
|
140 |
|
| |
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
1,952 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
6,301 |
|
|
|
9,943 |
|
|
|
6,359 |
|
|
|
996 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
162 |
|
|
|
– |
|
| |
|
404 |
|
|
|
19 |
|
|
|
1,424 |
|
|
|
17 |
|
|
|
293 |
|
|
|
175 |
|
|
|
159 |
|
|
|
418 |
|
| |
|
8 |
|
|
|
6 |
|
|
|
24 |
|
|
|
6 |
|
|
|
3 |
|
|
|
2 |
|
|
|
2 |
|
|
|
5 |
|
| |
|
2 |
|
|
|
1 |
|
|
|
5 |
|
|
|
1 |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
143 |
|
|
|
165 |
|
|
|
404 |
|
|
|
107 |
|
|
|
56 |
|
|
|
37 |
|
|
|
33 |
|
|
|
82 |
|
| |
|
4,075 |
|
|
|
1,843 |
|
|
|
40,543 |
|
|
|
657 |
|
|
|
7,762 |
|
|
|
11,448 |
|
|
|
7,803 |
|
|
|
2,750 |
|
| |
$ |
1,471,318 |
|
|
$ |
1,146,360 |
|
|
$ |
4,290,307 |
|
|
$ |
1,028,006 |
|
|
$ |
615,733 |
|
|
$ |
372,278 |
|
|
$ |
354,667 |
|
|
$ |
879,912 |
|
| |
$ |
687,685 |
|
|
$ |
605,355 |
|
|
$ |
1,174,398 |
|
|
$ |
225,965 |
|
|
$ |
470,184 |
|
|
$ |
259,877 |
|
|
$ |
274,402 |
|
|
$ |
449,370 |
|
| |
|
21,161 |
|
|
|
28,825 |
|
|
|
57,124 |
|
|
|
20,922 |
|
|
|
6,928 |
|
|
|
5,503 |
|
|
|
5,097 |
|
|
|
12,571 |
|
| |
|
– |
|
|
|
– |
|
|
|
129 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
33,714 |
|
|
|
– |
|
|
|
– |
|
|
|
924 |
|
|
|
740 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
Net Assets: |
|
|
|
|
|
|
|
|
Paid-in capital — (unlimited authorization — no par value) |
|
$ |
867,775 |
|
|
$ |
900,737 |
|
Total distributable earnings |
|
|
842,078 |
|
|
|
490,006 |
|
Net Assets |
|
$ |
1,709,853 |
|
|
$ |
1,390,743 |
|
Net Asset Value, Offering and Redemption Price Per Share — Class F |
|
$ |
15.74 |
|
|
$ |
26.94 |
|
| |
|
|
($1,647,599,418 ÷
104,687,817 shares |
) |
|
|
($1,268,861,361 ÷
47,107,530 shares |
) |
Net Asset Value, Offering and Redemption Price Per Share — Class I |
|
|
N/A |
|
|
$ |
26.99 |
|
| |
|
|
|
|
|
|
($1,560,368 ÷
57,822 shares |
) |
Net Asset Value, Offering and Redemption Price Per Share — Class Y |
|
$ |
15.76 |
|
|
$ |
26.93 |
|
| |
|
|
($62,253,734 ÷
3,951,349 shares |
) |
|
|
($120,321,203 ÷
4,467,794 shares |
) |
N/A – Not applicable. Share class currently not offered.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Large Cap Growth Fund |
|
|
Large Cap Index Fund |
|
|
Tax-Managed Large Cap Fund |
|
|
S&P 500 Index Fund |
|
|
Small Cap Fund |
|
|
Small Cap Value Fund |
|
|
Small Cap Growth Fund |
|
|
Tax-Managed Small/Mid Cap Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
562,508 |
|
|
$ |
638,292 |
|
|
$ |
1,042,882 |
|
|
$ |
226,097 |
|
|
$ |
467,160 |
|
|
$ |
263,519 |
|
|
$ |
295,470 |
|
|
$ |
436,533 |
|
| |
|
908,810 |
|
|
|
508,068 |
|
|
|
3,247,425 |
|
|
|
801,909 |
|
|
|
148,573 |
|
|
|
108,759 |
|
|
|
59,197 |
|
|
|
443,379 |
|
| |
$ |
1,471,318 |
|
|
$ |
1,146,360 |
|
|
$ |
4,290,307 |
|
|
$ |
1,028,006 |
|
|
$ |
615,733 |
|
|
$ |
372,278 |
|
|
$ |
354,667 |
|
|
$ |
879,912 |
|
| |
$ |
44.61 |
|
|
$ |
18.39 |
|
|
$ |
36.64 |
|
|
$ |
94.02 |
|
|
$ |
13.76 |
|
|
$ |
26.09 |
|
|
$ |
35.46 |
|
|
$ |
26.44 |
|
| |
|
($1,331,901,833 ÷
29,857,278 shares |
) |
|
|
($1,146,360,220 ÷
62,325,036 shares |
) |
|
|
($3,705,093,581 ÷
101,134,914 shares |
) |
|
|
($1,021,291,786 ÷
10,862,490 shares |
) |
|
|
($586,597,274 ÷
42,625,769 shares |
) |
|
|
($326,950,896 ÷
12,532,123 shares |
) |
|
|
($319,224,089 ÷
9,002,445 shares |
) |
|
|
($767,223,855 ÷
29,014,242 shares |
) |
| |
$ |
42.26 |
|
|
|
N/A |
|
|
|
N/A |
|
|
$ |
94.79 |
|
|
|
N/A |
|
|
$ |
25.79 |
|
|
$ |
32.74 |
|
|
|
N/A |
|
| |
|
($2,418,555 ÷
57,224 shares |
) |
|
|
|
|
|
|
|
|
|
|
($6,713,752 ÷
70,830 shares |
) |
|
|
|
|
|
|
($493,010 ÷
19,119 shares |
) |
|
|
($336,940 ÷
10,292 shares |
) |
|
|
|
|
| |
$ |
45.01 |
|
|
|
N/A |
|
|
$ |
36.65 |
|
|
|
N/A |
|
|
$ |
13.95 |
|
|
$ |
26.11 |
|
|
$ |
36.34 |
|
|
$ |
26.50 |
|
| |
|
($136,997,043 ÷
3,043,634 shares |
) |
|
|
|
|
|
|
($585,213,632 ÷
15,966,692 shares |
) |
|
|
|
|
|
|
($29,135,473 ÷
2,088,935 shares |
) |
|
|
($44,834,480 ÷
1,717,433 shares |
) |
|
|
($35,105,735 ÷
966,008 shares |
) |
|
|
($112,688,299 ÷
4,252,265 shares |
) |
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
Assets: |
|
|
|
|
|
|
|
|
Investments, at value † |
|
$ |
88,940 |
|
|
$ |
659,802 |
* |
Affiliated investments, at value †† |
|
|
1,479 |
|
|
|
19,688 |
|
Repurchase agreements† |
|
|
– |
|
|
|
– |
|
Cash and cash equivalents |
|
|
24 |
|
|
|
374 |
|
Unfunded Bank Loans |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on centrally cleared swap contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on OTC swap contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on futures contracts |
|
|
– |
|
|
|
236 |
|
Foreign currency, at value ††† |
|
|
– |
|
|
|
214 |
|
Receivable for fund shares sold |
|
|
10 |
|
|
|
117 |
|
Receivable for investment securities sold |
|
|
373 |
|
|
|
518 |
|
Dividends and interest receivable |
|
|
97 |
|
|
|
1,138 |
|
Unrealized gain on forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Unrealized gain on foreign spot currency contracts |
|
|
– |
|
|
|
– |
|
Receivable for Variation Margin on Futures Contracts |
|
|
– |
|
|
|
– |
|
Receivable for Variation Margin on Swap Contracts |
|
|
– |
|
|
|
– |
|
Foreign tax reclaim receivable |
|
|
1 |
|
|
|
1 |
|
Prepaid expenses |
|
|
2 |
|
|
|
17 |
|
Total Assets |
|
|
90,926 |
|
|
|
682,105 |
|
Liabilities: |
|
|
|
|
|
|
|
|
Payable for investment securities purchased |
|
|
617 |
|
|
|
1,255 |
|
Payable for fund shares redeemed |
|
|
37 |
|
|
|
740 |
|
Administration fees payable |
|
|
22 |
|
|
|
130 |
|
Shareholder servicing fees payable Class F |
|
|
17 |
|
|
|
104 |
|
Shareholder servicing fees payable Class I |
|
|
– |
|
|
|
– |
|
Payable upon return on securities loaned |
|
|
– |
|
|
|
6,902 |
|
Income distribution payable |
|
|
– |
|
|
|
– |
|
OTC Swap contracts, at value †††† |
|
|
– |
|
|
|
– |
|
Options written, at value ^^ |
|
|
– |
|
|
|
– |
|
Payable for Variation Margin on Swap Contracts |
|
|
– |
|
|
|
– |
|
Payable for Variation Margin on Futures Contracts |
|
|
– |
|
|
|
– |
|
Unrealized loss on foreign currency spot contracts |
|
|
– |
|
|
|
– |
|
Unrealized loss on forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Investment advisory fees payable |
|
|
30 |
|
|
|
218 |
|
Trustees fees payable |
|
|
– |
|
|
|
4 |
|
Interest payable |
|
|
– |
|
|
|
– |
|
Chief Compliance Officer fees payable |
|
|
– |
|
|
|
1 |
|
Accrued expense payable |
|
|
10 |
|
|
|
76 |
|
Total Liabilities |
|
|
733 |
|
|
|
9,430 |
|
Net Assets |
|
$ |
90,193 |
|
|
$ |
672,675 |
|
† Cost of investments and repurchase agreements |
|
$ |
70,426 |
|
|
$ |
526,426 |
|
†† Cost of affiliated investments |
|
|
1,479 |
|
|
|
19,690 |
|
††† Cost of foreign currency |
|
|
– |
|
|
|
214 |
|
^^ Premiums received from written options and swaptions |
|
|
– |
|
|
|
– |
|
* Includes market value of securities on loan |
|
|
– |
|
|
|
6,792 |
|
| |
|
|
|
|
|
|
|
|
Amounts designated as “—“ are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements
SEI Institutional Managed Trust
| |
Global Managed Volatility Fund |
|
|
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
Real Estate Fund |
|
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
|
Conservative Income Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
847,005 |
* |
|
$ |
824,405 |
* |
|
$ |
293,001 |
* |
|
$ |
73,053 |
* |
|
$ |
3,910,873 |
* |
|
$ |
1,170,142 |
|
|
$ |
542,419 |
|
| |
|
35,924 |
|
|
|
16,728 |
|
|
|
15,522 |
|
|
|
1,377 |
|
|
|
383,098 |
|
|
|
33,888 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
114,800 |
|
| |
|
2,986 |
|
|
|
134 |
|
|
|
1,821 |
|
|
|
136 |
|
|
|
1,727 |
|
|
|
1,448 |
|
|
|
266 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
35 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
7,253 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
419 |
|
|
|
271 |
|
|
|
223 |
|
|
|
– |
|
|
|
2,916 |
|
|
|
– |
|
|
|
– |
|
| |
|
3,014 |
|
|
|
39 |
|
|
|
825 |
|
|
|
– |
|
|
|
2,294 |
|
|
|
– |
|
|
|
– |
|
| |
|
112 |
|
|
|
153 |
|
|
|
110 |
|
|
|
4 |
|
|
|
1,124 |
|
|
|
957 |
|
|
|
1,775 |
|
| |
|
33 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
53,382 |
|
|
|
10,432 |
|
|
|
– |
|
| |
|
2,162 |
|
|
|
973 |
|
|
|
1,413 |
|
|
|
278 |
|
|
|
21,664 |
|
|
|
17,527 |
|
|
|
1,743 |
|
| |
|
2,241 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
707 |
|
|
|
6 |
|
|
|
– |
|
| |
|
25 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
15 |
|
|
|
– |
|
|
|
10 |
|
|
|
– |
|
|
|
295 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
52 |
|
|
|
– |
|
|
|
– |
|
| |
|
3,581 |
|
|
|
11 |
|
|
|
3,137 |
|
|
|
– |
|
|
|
646 |
|
|
|
46 |
|
|
|
– |
|
| |
|
18 |
|
|
|
19 |
|
|
|
7 |
|
|
|
2 |
|
|
|
80 |
|
|
|
30 |
|
|
|
12 |
|
| |
|
897,535 |
|
|
|
842,733 |
|
|
|
316,069 |
|
|
|
74,850 |
|
|
|
4,386,111 |
|
|
|
1,234,511 |
|
|
|
661,015 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
33 |
|
|
|
– |
|
|
|
– |
|
|
|
58 |
|
|
|
567,856 |
|
|
|
21,014 |
|
|
|
– |
|
| |
|
1,214 |
|
|
|
972 |
|
|
|
223 |
|
|
|
13 |
|
|
|
2,996 |
|
|
|
1,117 |
|
|
|
1,961 |
|
| |
|
212 |
|
|
|
201 |
|
|
|
103 |
|
|
|
19 |
|
|
|
513 |
|
|
|
188 |
|
|
|
60 |
|
| |
|
157 |
|
|
|
151 |
|
|
|
52 |
|
|
|
13 |
|
|
|
690 |
|
|
|
216 |
|
|
|
54 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
| |
|
26,458 |
|
|
|
2,951 |
|
|
|
10,576 |
|
|
|
176 |
|
|
|
143,744 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
897 |
|
|
|
872 |
|
|
|
539 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
157 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
411 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
182 |
|
|
|
– |
|
|
|
– |
|
| |
|
4 |
|
|
|
– |
|
|
|
5 |
|
|
|
– |
|
|
|
985 |
|
|
|
– |
|
|
|
– |
|
| |
|
529 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
309 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
1,550 |
|
|
|
– |
|
|
|
– |
|
| |
|
396 |
|
|
|
305 |
|
|
|
105 |
|
|
|
35 |
|
|
|
631 |
|
|
|
419 |
|
|
|
33 |
|
| |
|
5 |
|
|
|
5 |
|
|
|
2 |
|
|
|
– |
|
|
|
20 |
|
|
|
8 |
|
|
|
4 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
36 |
|
|
|
– |
|
| |
|
1 |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
4 |
|
|
|
2 |
|
|
|
1 |
|
| |
|
189 |
|
|
|
82 |
|
|
|
110 |
|
|
|
8 |
|
|
|
507 |
|
|
|
193 |
|
|
|
54 |
|
| |
|
29,507 |
|
|
|
4,668 |
|
|
|
11,176 |
|
|
|
322 |
|
|
|
721,144 |
|
|
|
24,065 |
|
|
|
2,706 |
|
| |
$ |
868,028 |
|
|
$ |
838,065 |
|
|
$ |
304,893 |
|
|
$ |
74,528 |
|
|
$ |
3,664,967 |
|
|
$ |
1,210,446 |
|
|
$ |
658,309 |
|
| |
$ |
758,440 |
|
|
$ |
324,262 |
|
|
$ |
218,327 |
|
|
$ |
55,737 |
|
|
$ |
4,087,587 |
|
|
$ |
1,203,527 |
|
|
$ |
657,401 |
|
| |
|
35,932 |
|
|
|
16,735 |
|
|
|
15,523 |
|
|
|
1,379 |
|
|
|
383,093 |
|
|
|
33,888 |
|
|
|
– |
|
| |
|
3,015 |
|
|
|
39 |
|
|
|
– |
|
|
|
– |
|
|
|
2,263 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(715 |
) |
|
|
– |
|
|
|
– |
|
| |
|
24,510 |
|
|
|
2,867 |
|
|
|
9,906 |
|
|
|
166 |
|
|
|
141,422 |
|
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
Net Assets: |
|
|
|
|
|
|
|
|
Paid-in capital — (unlimited authorization — no par value) |
|
$ |
74,555 |
|
|
$ |
509,564 |
|
Total distributable earnings (accumulated losses) |
|
|
15,638 |
|
|
|
163,111 |
|
Net Assets |
|
$ |
90,193 |
|
|
$ |
672,675 |
|
Net Asset Value, Offering and Redemption Price Per Share — Class F |
|
$ |
30.81 |
|
|
$ |
15.25 |
|
| |
|
|
($84,255,422 ÷
2,734,338 shares |
) |
|
|
($501,727,690 ÷
32,909,059 shares |
) |
Net Asset Value, Offering and Redemption Price Per Share — Class I |
|
$ |
30.73 |
|
|
$ |
15.24 |
|
| |
|
|
($313,787 ÷
10,211 shares |
) |
|
|
($630,680 ÷
41,389 shares |
) |
Net Asset Value, Offering and Redemption Price Per Share — Class Y |
|
$ |
30.83 |
|
|
$ |
15.25 |
|
| |
|
|
($5,623,858 ÷
182,400 shares |
) |
|
|
($170,316,536 ÷
11,171,059 shares |
) |
N/A - Not applicable. Share class currently not offered.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Global Managed Volatility Fund |
|
|
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
Real Estate Fund |
|
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
|
Conservative Income Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
775,158 |
|
|
$ |
284,892 |
|
|
$ |
286,443 |
|
|
$ |
58,428 |
|
|
$ |
4,411,293 |
|
|
$ |
1,723,269 |
|
|
$ |
658,434 |
|
| |
|
92,870 |
|
|
|
553,173 |
|
|
|
18,450 |
|
|
|
16,100 |
|
|
|
(746,326 |
) |
|
|
(512,823 |
) |
|
|
(125 |
) |
| |
$ |
868,028 |
|
|
$ |
838,065 |
|
|
$ |
304,893 |
|
|
$ |
74,528 |
|
|
$ |
3,664,967 |
|
|
$ |
1,210,446 |
|
|
$ |
658,309 |
|
| |
$ |
10.27 |
|
|
$ |
19.67 |
|
|
$ |
10.92 |
|
|
$ |
15.21 |
|
|
$ |
9.50 |
|
|
$ |
5.36 |
|
|
$ |
10.00 |
|
| |
|
($749,990,608 ÷
73,013,668 shares |
) |
|
|
($727,629,464 ÷
36,991,917 shares |
) |
|
|
($247,026,452 ÷
22,630,745 shares |
) |
|
|
($61,184,012 ÷
4,023,068 shares |
) |
|
|
($3,279,648,934 ÷
345,167,228 shares |
) |
|
|
($1,032,785,253 ÷
192,528,936 shares |
) |
|
|
($648,544,200 ÷
64,867,764 shares |
) |
| |
$ |
9.95 |
|
|
|
N/A |
|
|
|
N/A |
|
|
$ |
15.17 |
|
|
$ |
9.49 |
|
|
$ |
5.14 |
|
|
|
N/A |
|
| |
|
($523,988 ÷
52,682 shares |
) |
|
|
|
|
|
|
|
|
|
|
($196,671 ÷
12,968 shares |
) |
|
|
($2,847,760 ÷
300,209 shares |
) |
|
$ |
($2,645 ÷
515 shares |
) |
|
|
|
|
| |
$ |
10.29 |
|
|
$ |
19.67 |
|
|
$ |
10.92 |
|
|
$ |
15.22 |
|
|
$ |
9.51 |
|
|
$ |
5.36 |
|
|
$ |
10.01 |
|
| |
|
($117,513,125 ÷
11,415,036 shares |
) |
|
|
($110,435,205 ÷
5,613,597 shares |
) |
|
|
($57,866,359 ÷
5,301,299 shares |
) |
|
|
($13,147,226 ÷
863,826 shares |
) |
|
|
($382,470,121 ÷
40,225,787 shares |
) |
|
|
($177,657,663 ÷
33,121,111 shares |
) |
|
|
($9,764,838 ÷
975,873 shares |
) |
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Tax-Free Conservative Income Fund |
|
|
Real Return Fund |
|
Assets: |
|
|
|
|
|
|
|
|
Investments, at value † |
|
$ |
166,913 |
|
|
$ |
387,576 |
|
Affiliated investments, at value †† |
|
|
– |
|
|
|
840 |
|
Cash and cash equivalents |
|
|
33 |
|
|
|
– |
|
Due from Broker |
|
|
– |
|
|
|
– |
|
Unfunded Bank Loans |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on centrally cleared swap contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on OTC swap contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on futures contracts |
|
|
– |
|
|
|
– |
|
Cash pledged as collateral on securities sold short |
|
|
– |
|
|
|
– |
|
Foreign currency, at value ††† |
|
|
– |
|
|
|
– |
|
Receivable for fund shares sold |
|
|
6 |
|
|
|
129 |
|
Receivable for investment securities sold |
|
|
9,775 |
|
|
|
– |
|
Dividends and interest receivable |
|
|
1,388 |
|
|
|
1,180 |
|
Unrealized gain on forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Unrealized gain on foreign spot currency contracts |
|
|
– |
|
|
|
– |
|
OTC Swap contracts, at value †††† |
|
|
– |
|
|
|
– |
|
Receivable for Variation Margin on Futures Contracts |
|
|
– |
|
|
|
– |
|
Receivable for Variation Margin on Swap Contracts |
|
|
– |
|
|
|
– |
|
Foreign tax reclaim receivable |
|
|
– |
|
|
|
– |
|
Prepaid expenses |
|
|
4 |
|
|
|
4 |
|
Total Assets |
|
|
178,119 |
|
|
|
389,729 |
|
Liabilities: |
|
|
|
|
|
|
|
|
Payable for investment securities purchased |
|
|
1,083 |
|
|
|
– |
|
Payable for fund shares redeemed |
|
|
292 |
|
|
|
399 |
|
Income distribution payable |
|
|
105 |
|
|
|
– |
|
Administration fees payable |
|
|
16 |
|
|
|
65 |
|
Shareholder servicing fees payable Class F |
|
|
15 |
|
|
|
31 |
|
Payable for securities sold short@ |
|
|
– |
|
|
|
– |
|
OTC Swap contracts, at value †††† |
|
|
– |
|
|
|
– |
|
Options/Swaptions written, at value ^^ |
|
|
– |
|
|
|
– |
|
Reverse repurchase agreements |
|
|
– |
|
|
|
– |
|
Overdraft of foreign currency |
|
|
– |
|
|
|
– |
|
Payable for Variation Margin on Swap Contracts |
|
|
– |
|
|
|
– |
|
Payable for Variation Margin on Futures Contracts |
|
|
– |
|
|
|
– |
|
Unrealized loss on foreign currency spot contracts |
|
|
– |
|
|
|
– |
|
Unrealized loss on forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Investment advisory fees payable |
|
|
9 |
|
|
|
43 |
|
Trustees fees payable |
|
|
1 |
|
|
|
1 |
|
Interest payable |
|
|
– |
|
|
|
– |
|
Chief Compliance Officer fees payable |
|
|
– |
|
|
|
– |
|
Repurchase agreements payable |
|
|
– |
|
|
|
– |
|
Other payables |
|
|
– |
|
|
|
– |
|
Accrued expense payable |
|
|
20 |
|
|
|
23 |
|
Total Liabilities |
|
|
1,541 |
|
|
|
562 |
|
Net Assets |
|
$ |
176,578 |
|
|
$ |
389,167 |
|
† Cost of investments and repurchase agreements |
|
$ |
166,936 |
|
|
$ |
394,940 |
|
†† Cost of affiliated investments |
|
|
– |
|
|
|
840 |
|
††† Cost (proceeds) of foreign currency |
|
|
– |
|
|
|
– |
|
†††† Cost (premiums received) |
|
|
– |
|
|
|
– |
|
^^ Premiums received from written options and swaptions |
|
|
– |
|
|
|
– |
|
@Proceeds from securities sold short |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
Amounts designated as "—" are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Dynamic Asset Allocation Fund |
|
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
|
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
659,469 |
|
|
$ |
240,851 |
|
|
$ |
– |
|
|
$ |
858,281 |
|
|
$ |
541,204 |
|
|
$ |
682,575 |
|
|
$ |
529,810 |
|
| |
|
5,554 |
|
|
|
38,053 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
122,326 |
|
|
|
49,776 |
|
|
|
188,468 |
|
|
|
489,221 |
|
|
|
11,449 |
|
|
|
88,739 |
|
|
|
3,176 |
|
| |
|
– |
|
|
|
87 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
607 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
15,556 |
|
|
|
272 |
|
|
|
– |
|
|
|
– |
|
|
|
1,445 |
|
|
|
255 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
2,131 |
|
|
|
– |
|
|
|
– |
|
| |
|
10,361 |
|
|
|
– |
|
|
|
22,260 |
|
|
|
49,013 |
|
|
|
2,595 |
|
|
|
5,102 |
|
|
|
6,159 |
|
| |
|
– |
|
|
|
11,544 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
3,823 |
|
|
|
2,553 |
|
|
|
– |
|
|
|
2,897 |
|
| |
|
6,773 |
|
|
|
49 |
|
|
|
39 |
|
|
|
196 |
|
|
|
76 |
|
|
|
124 |
|
|
|
55 |
|
| |
|
6,085 |
|
|
|
6,619 |
|
|
|
– |
|
|
|
– |
|
|
|
2,993 |
|
|
|
263 |
|
|
|
741 |
|
| |
|
800 |
|
|
|
1,566 |
|
|
|
714 |
|
|
|
2,995 |
|
|
|
6,078 |
|
|
|
1,841 |
|
|
|
253 |
|
| |
|
– |
|
|
|
17 |
|
|
|
– |
|
|
|
3,165 |
|
|
|
334 |
|
|
|
20 |
|
|
|
1,960 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
7 |
|
| |
|
388 |
|
|
|
– |
|
|
|
– |
|
|
|
503 |
|
|
|
– |
|
|
|
– |
|
|
|
3,391 |
|
| |
|
9 |
|
|
|
– |
|
|
|
395 |
|
|
|
811 |
|
|
|
73 |
|
|
|
1,629 |
|
|
|
317 |
|
| |
|
396 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
370 |
|
|
|
63 |
|
|
|
22 |
|
| |
|
– |
|
|
|
45 |
|
|
|
– |
|
|
|
365 |
|
|
|
132 |
|
|
|
– |
|
|
|
– |
|
| |
|
17 |
|
|
|
9 |
|
|
|
12 |
|
|
|
45 |
|
|
|
16 |
|
|
|
18 |
|
|
|
13 |
|
| |
|
827,734 |
|
|
|
348,888 |
|
|
|
211,888 |
|
|
|
1,408,418 |
|
|
|
571,449 |
|
|
|
781,236 |
|
|
|
548,801 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
– |
|
|
|
12,194 |
|
|
|
– |
|
|
|
3,024 |
|
|
|
4,630 |
|
|
|
760 |
|
|
|
961 |
|
| |
|
7,442 |
|
|
|
304 |
|
|
|
351 |
|
|
|
1,828 |
|
|
|
566 |
|
|
|
572 |
|
|
|
786 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
424 |
|
|
|
– |
|
|
|
– |
|
| |
|
198 |
|
|
|
74 |
|
|
|
53 |
|
|
|
290 |
|
|
|
103 |
|
|
|
147 |
|
|
|
60 |
|
| |
|
160 |
|
|
|
58 |
|
|
|
41 |
|
|
|
274 |
|
|
|
37 |
|
|
|
125 |
|
|
|
44 |
|
| |
|
– |
|
|
|
42,480 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
81,878 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
349 |
|
|
|
53 |
|
|
|
81 |
|
|
|
3,259 |
|
| |
|
2,208 |
|
|
|
4 |
|
|
|
– |
|
|
|
– |
|
|
|
11 |
|
|
|
87 |
|
|
|
6 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
70,747 |
|
|
|
– |
|
| |
|
– |
|
|
|
2,503 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
998 |
|
|
|
9 |
|
|
|
– |
|
|
|
189 |
|
|
|
410 |
|
|
|
27 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
356 |
|
|
|
328 |
|
|
|
130 |
|
|
|
147 |
|
|
|
211 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
7 |
|
| |
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
1,081 |
|
|
|
294 |
|
|
|
– |
|
|
|
888 |
|
| |
|
128 |
|
|
|
184 |
|
|
|
81 |
|
|
|
754 |
|
|
|
201 |
|
|
|
176 |
|
|
|
166 |
|
| |
|
4 |
|
|
|
2 |
|
|
|
– |
|
|
|
10 |
|
|
|
4 |
|
|
|
4 |
|
|
|
3 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
6 |
|
|
|
26 |
|
|
|
– |
|
|
|
– |
|
| |
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
2 |
|
|
|
1 |
|
|
|
1 |
|
|
|
1 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
1,143 |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
7 |
|
|
|
– |
|
|
|
– |
|
| |
|
97 |
|
|
|
59 |
|
|
|
10 |
|
|
|
263 |
|
|
|
159 |
|
|
|
123 |
|
|
|
89 |
|
| |
|
11,236 |
|
|
|
57,872 |
|
|
|
892 |
|
|
|
8,398 |
|
|
|
7,056 |
|
|
|
156,018 |
|
|
|
6,481 |
|
| |
$ |
816,498 |
|
|
$ |
291,016 |
|
|
$ |
210,996 |
|
|
$ |
1,400,020 |
|
|
$ |
564,393 |
|
|
$ |
625,218 |
|
|
$ |
542,320 |
|
| |
$ |
274,504 |
|
|
$ |
239,984 |
|
|
$ |
– |
|
|
$ |
867,969 |
|
|
$ |
570,718 |
|
|
$ |
594,816 |
|
|
$ |
530,525 |
|
| |
|
5,554 |
|
|
|
38,053 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
(2,541 |
) |
|
|
– |
|
|
|
3,762 |
|
|
|
2,531 |
|
|
|
– |
|
|
|
2,886 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
61 |
|
|
|
– |
|
| |
|
(1,317 |
) |
|
|
(11 |
) |
|
|
– |
|
|
|
– |
|
|
|
(5 |
) |
|
|
(86 |
) |
|
|
19 |
|
| |
|
– |
|
|
|
(39,780 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(80,200 |
) |
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
STATEMENTS OF ASSETS AND LIABILITIES/CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)
March 31, 2024
| |
|
Tax-Free Conservative Income Fund |
|
|
Real Return Fund |
|
Net Assets: |
|
|
|
|
|
|
|
|
Paid-in capital — (unlimited authorization — no par value) |
|
$ |
176,599 |
|
|
$ |
407,153 |
|
Total distributable earnings (accumulated losses) |
|
|
(21 |
) |
|
|
(17,986 |
) |
Net Assets |
|
$ |
176,578 |
|
|
$ |
389,167 |
|
Net Asset Value, Offering and Redemption Price Per Share — Class F |
|
$ |
10.00 |
|
|
$ |
9.53 |
|
| |
|
|
($171,907,117 ÷
17,192,738 shares |
) |
|
|
($367,372,519 ÷
38,538,711 shares |
) |
Net Asset Value, Offering and Redemption Price Per Share — Class Y |
|
$ |
10.02 |
|
|
$ |
9.58 |
|
| |
|
|
($4,671,140 ÷
466,344 shares |
) |
|
|
($21,794,965 ÷
2,275,975 shares |
) |
N/A - Not applicable. Share class currently not offered.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Dynamic Asset Allocation Fund |
|
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
|
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
413,348 |
|
|
$ |
307,618 |
|
|
$ |
203,323 |
|
|
$ |
2,236,445 |
|
|
$ |
633,380 |
|
|
$ |
809,410 |
|
|
$ |
532,755 |
|
| |
|
403,150 |
|
|
|
(16,602 |
) |
|
|
7,673 |
|
|
|
(836,425 |
) |
|
|
(68,987 |
) |
|
|
(184,192 |
) |
|
|
9,565 |
|
| |
$ |
816,498 |
|
|
$ |
291,016 |
|
|
$ |
210,996 |
|
|
$ |
1,400,020 |
|
|
$ |
564,393 |
|
|
$ |
625,218 |
|
|
$ |
542,320 |
|
| |
$ |
16.33 |
|
|
$ |
9.61 |
|
|
$ |
10.53 |
|
|
$ |
7.22 |
|
|
$ |
9.80 |
|
|
$ |
7.83 |
|
|
$ |
10.20 |
|
| |
|
($765,426,422 ÷
46,865,387 shares |
) |
|
|
($277,779,208 ÷
28,913,516 shares |
) |
|
|
($195,924,502 ÷
18,607,394 shares |
) |
|
|
($1,304,504,139 ÷
180,719,833 shares |
) |
|
|
($435,742,311 ÷
44,458,365 shares |
) |
|
|
($590,700,474 ÷
75,473,404 shares |
) |
|
|
($516,063,491 ÷
50,572,527 shares |
) |
| |
$ |
16.38 |
|
|
$ |
9.60 |
|
|
$ |
10.54 |
|
|
$ |
7.29 |
|
|
$ |
9.80 |
|
|
$ |
7.82 |
|
|
$ |
10.22 |
|
| |
|
($51,071,180 ÷
3,117,169 shares |
) |
|
|
($13,237,250 ÷
1,379,386 shares |
) |
|
|
($15,071,307 ÷
1,429,405 shares |
) |
|
|
($95,515,696 ÷
13,104,288 shares |
) |
|
|
($128,650,664 ÷
13,128,355 shares |
) |
|
|
($34,517,062 ÷
4,413,171 shares |
) |
|
|
($26,257,004 ÷
2,569,261 shares |
) |
SEI Institutional Managed Trust
STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)
For the six month period ended March 31, 2024
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
|
Large Cap Growth Fund |
|
Investment Income: |
|
|
|
|
|
|
|
|
|
|
|
|
Dividends |
|
$ |
14,821 |
|
|
$ |
19,936 |
|
|
$ |
6,056 |
|
Income from affiliated investments(1) |
|
|
355 |
|
|
|
264 |
|
|
|
535 |
|
Interest income |
|
|
34 |
|
|
|
– |
|
|
|
847 |
|
Security lending income - net(1) (2) |
|
|
8 |
|
|
|
13 |
|
|
|
– |
|
Less: foreign taxes withheld |
|
|
(36 |
) |
|
|
(129 |
) |
|
|
(13 |
) |
Total Investment Income |
|
|
15,182 |
|
|
|
20,084 |
|
|
|
7,425 |
|
Expenses: |
|
|
|
|
|
|
|
|
|
|
|
|
Investment advisory fees |
|
|
3,244 |
|
|
|
2,226 |
|
|
|
2,842 |
|
Administration fees |
|
|
2,459 |
|
|
|
1,908 |
|
|
|
2,131 |
|
Shareholder servicing fees Class F |
|
|
2,011 |
|
|
|
1,440 |
|
|
|
1,595 |
|
Shareholder servicing fees Class I |
|
|
– |
|
|
|
2 |
|
|
|
3 |
|
Trustees' fees |
|
|
22 |
|
|
|
17 |
|
|
|
19 |
|
Chief compliance officer fees |
|
|
6 |
|
|
|
5 |
|
|
|
5 |
|
Administration servicing fees Class I |
|
|
– |
|
|
|
2 |
|
|
|
3 |
|
Printing fees |
|
|
87 |
|
|
|
66 |
|
|
|
74 |
|
Professional fees |
|
|
59 |
|
|
|
45 |
|
|
|
50 |
|
Custodian/Wire agent fees |
|
|
42 |
|
|
|
32 |
|
|
|
35 |
|
Registration fees |
|
|
38 |
|
|
|
30 |
|
|
|
31 |
|
Pricing fees |
|
|
14 |
|
|
|
11 |
|
|
|
11 |
|
Other expenses |
|
|
14 |
|
|
|
11 |
|
|
|
12 |
|
Total Expenses |
|
|
7,996 |
|
|
|
5,795 |
|
|
|
6,811 |
|
Less: |
|
|
|
|
|
|
|
|
|
|
|
|
Waiver of investment advisory fees |
|
|
(229 |
) |
|
|
(152 |
) |
|
|
(522 |
) |
Waiver of shareholder servicing fees Class F |
|
|
(16 |
) |
|
|
(12 |
) |
|
|
(13 |
) |
Waiver of shareholder servicing fees Class I |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Waiver of administration fees |
|
|
(394 |
) |
|
|
(99 |
) |
|
|
(109 |
) |
Net Expenses |
|
|
7,357 |
|
|
|
5,532 |
|
|
|
6,167 |
|
Net Investment Income (Loss) |
|
|
7,825 |
|
|
|
14,552 |
|
|
|
1,258 |
|
Net Realized Gain (Loss) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
142,089 |
|
|
|
33,170 |
|
|
|
150,609 |
|
Affiliated investments |
|
|
(1 |
) |
|
|
(6 |
) |
|
|
– |
|
Futures contracts |
|
|
1,340 |
|
|
|
958 |
|
|
|
2,062 |
|
Swap contracts |
|
|
– |
|
|
|
– |
|
|
|
13,449 |
|
Capital gains on Affiliated Investments |
|
|
– |
|
|
|
3 |
|
|
|
– |
|
Net Realized Gain (Loss) |
|
|
143,428 |
|
|
|
34,125 |
|
|
|
166,120 |
|
Net Change in Unrealized Appreciation (Depreciation) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
201,482 |
|
|
|
182,916 |
|
|
|
184,996 |
|
Affiliated investments |
|
|
(4 |
) |
|
|
2 |
|
|
|
– |
|
Futures contracts |
|
|
304 |
|
|
|
176 |
|
|
|
139 |
|
Swap contracts |
|
|
– |
|
|
|
– |
|
|
|
3,207 |
|
Net Change in Unrealized Appreciation (Depreciation) |
|
$ |
201,782 |
|
|
$ |
183,094 |
|
|
$ |
188,342 |
|
Net Increase in Net Assets Resulting from Operations |
|
$ |
353,035 |
|
|
$ |
231,771 |
|
|
$ |
355,720 |
|
(1) See Note 6 in Notes to Financial Statements.
(2) Income is from the investment of collateral in an affiliated security.
Amounts designated as "—" are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Large Cap Index Fund |
|
|
Tax-Managed Large Cap Fund |
|
|
S&P 500 Index Fund |
|
|
Small Cap Fund |
|
|
Small Cap Value Fund |
|
|
Small Cap Growth Fund |
|
|
Tax-Managed Small/Mid Cap Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
8,115 |
|
|
$ |
36,275 |
|
|
$ |
7,287 |
|
|
$ |
4,409 |
|
|
$ |
4,263 |
|
|
$ |
1,343 |
|
|
$ |
6,283 |
|
| |
|
648 |
|
|
|
543 |
|
|
|
481 |
|
|
|
128 |
|
|
|
89 |
|
|
|
101 |
|
|
|
213 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
15 |
|
|
|
326 |
|
|
|
– |
|
|
|
10 |
|
|
|
33 |
|
|
|
69 |
|
|
|
1 |
|
| |
|
(1 |
) |
|
|
(107 |
) |
|
|
(2 |
) |
|
|
(12 |
) |
|
|
(12 |
) |
|
|
(5 |
) |
|
|
(20 |
) |
| |
|
8,777 |
|
|
|
37,037 |
|
|
|
7,766 |
|
|
|
4,535 |
|
|
|
4,373 |
|
|
|
1,508 |
|
|
|
6,477 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
268 |
|
|
|
8,007 |
|
|
|
141 |
|
|
|
1,759 |
|
|
|
1,146 |
|
|
|
1,055 |
|
|
|
2,626 |
|
| |
|
1,610 |
|
|
|
4,430 |
|
|
|
1,035 |
|
|
|
812 |
|
|
|
529 |
|
|
|
487 |
|
|
|
1,212 |
|
| |
|
1,342 |
|
|
|
4,321 |
|
|
|
1,169 |
|
|
|
645 |
|
|
|
384 |
|
|
|
364 |
|
|
|
879 |
|
| |
|
– |
|
|
|
– |
|
|
|
7 |
|
|
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
| |
|
14 |
|
|
|
54 |
|
|
|
12 |
|
|
|
7 |
|
|
|
5 |
|
|
|
4 |
|
|
|
11 |
|
| |
|
4 |
|
|
|
14 |
|
|
|
3 |
|
|
|
2 |
|
|
|
1 |
|
|
|
1 |
|
|
|
3 |
|
| |
|
– |
|
|
|
– |
|
|
|
7 |
|
|
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
| |
|
56 |
|
|
|
209 |
|
|
|
49 |
|
|
|
28 |
|
|
|
18 |
|
|
|
17 |
|
|
|
42 |
|
| |
|
38 |
|
|
|
140 |
|
|
|
33 |
|
|
|
19 |
|
|
|
12 |
|
|
|
11 |
|
|
|
28 |
|
| |
|
26 |
|
|
|
99 |
|
|
|
23 |
|
|
|
13 |
|
|
|
9 |
|
|
|
8 |
|
|
|
20 |
|
| |
|
23 |
|
|
|
87 |
|
|
|
19 |
|
|
|
12 |
|
|
|
8 |
|
|
|
7 |
|
|
|
18 |
|
| |
|
12 |
|
|
|
31 |
|
|
|
9 |
|
|
|
7 |
|
|
|
4 |
|
|
|
4 |
|
|
|
8 |
|
| |
|
61 |
|
|
|
34 |
|
|
|
51 |
|
|
|
5 |
|
|
|
3 |
|
|
|
3 |
|
|
|
7 |
|
| |
|
3,454 |
|
|
|
17,426 |
|
|
|
2,558 |
|
|
|
3,309 |
|
|
|
2,121 |
|
|
|
1,961 |
|
|
|
4,854 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(161 |
) |
|
|
– |
|
|
|
(47 |
) |
|
|
(204 |
) |
|
|
(138 |
) |
|
|
(176 |
) |
|
|
(310 |
) |
| |
|
(805 |
) |
|
|
(35 |
) |
|
|
(935 |
) |
|
|
(5 |
) |
|
|
(3 |
) |
|
|
(3 |
) |
|
|
(106 |
) |
| |
|
– |
|
|
|
– |
|
|
|
(1 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
(1,131 |
) |
|
|
(205 |
) |
|
|
(374 |
) |
|
|
(39 |
) |
|
|
(22 |
) |
|
|
(18 |
) |
|
|
(58 |
) |
| |
|
1,357 |
|
|
|
17,186 |
|
|
|
1,201 |
|
|
|
3,061 |
|
|
|
1,958 |
|
|
|
1,764 |
|
|
|
4,380 |
|
| |
|
7,420 |
|
|
|
19,851 |
|
|
|
6,565 |
|
|
|
1,474 |
|
|
|
2,415 |
|
|
|
(256 |
) |
|
|
2,097 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
19,157 |
|
|
|
169,755 |
|
|
|
20,853 |
|
|
|
19,732 |
|
|
|
9,969 |
|
|
|
15,505 |
|
|
|
26,113 |
|
| |
|
(1 |
) |
|
|
(4 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
3,109 |
|
|
|
2,273 |
|
|
|
2,450 |
|
|
|
9 |
|
|
|
(116 |
) |
|
|
(70 |
) |
|
|
(3 |
) |
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
22,265 |
|
|
|
172,024 |
|
|
|
23,303 |
|
|
|
19,741 |
|
|
|
9,853 |
|
|
|
15,435 |
|
|
|
26,110 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
194,703 |
|
|
|
583,013 |
|
|
|
166,480 |
|
|
|
79,600 |
|
|
|
51,763 |
|
|
|
51,685 |
|
|
|
127,466 |
|
| |
|
29 |
|
|
|
(23 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(2 |
) |
|
|
– |
|
| |
|
1,327 |
|
|
|
634 |
|
|
|
1,453 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
$ |
196,059 |
|
|
$ |
583,624 |
|
|
$ |
167,933 |
|
|
$ |
79,600 |
|
|
$ |
51,763 |
|
|
$ |
51,683 |
|
|
$ |
127,466 |
|
| |
$ |
225,744 |
|
|
$ |
775,499 |
|
|
$ |
197,801 |
|
|
$ |
100,815 |
|
|
$ |
64,031 |
|
|
$ |
66,862 |
|
|
$ |
155,673 |
|
SEI Institutional Managed Trust
STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)
For the six month period ended March 31, 2024
| |
|
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
|
Global Managed Volatility Fund |
|
Investment Income: |
|
|
|
|
|
|
|
|
|
|
|
|
Dividends |
|
$ |
667 |
|
|
$ |
10,011 |
|
|
$ |
10,415 |
|
Income from affiliated investments(1) |
|
|
48 |
|
|
|
285 |
|
|
|
186 |
|
Interest income |
|
|
1 |
|
|
|
– |
|
|
|
124 |
|
Security lending income - net(1) (2) |
|
|
– |
|
|
|
5 |
|
|
|
17 |
|
Less: foreign taxes withheld |
|
|
(1 |
) |
|
|
(64 |
) |
|
|
(298 |
) |
Total Investment Income |
|
|
715 |
|
|
|
10,237 |
|
|
|
10,444 |
|
Expenses: |
|
|
|
|
|
|
|
|
|
|
|
|
Investment advisory fees |
|
|
162 |
|
|
|
2,291 |
|
|
|
2,570 |
|
Administration fees |
|
|
121 |
|
|
|
1,057 |
|
|
|
1,186 |
|
Shareholder servicing fees Class F |
|
|
95 |
|
|
|
673 |
|
|
|
842 |
|
Shareholder servicing fees Class I |
|
|
– |
|
|
|
1 |
|
|
|
1 |
|
Trustees' fees |
|
|
1 |
|
|
|
10 |
|
|
|
11 |
|
Chief compliance officer fees |
|
|
– |
|
|
|
3 |
|
|
|
3 |
|
Administration servicing fees Class I |
|
|
– |
|
|
|
1 |
|
|
|
1 |
|
Printing fees |
|
|
4 |
|
|
|
36 |
|
|
|
41 |
|
Professional fees |
|
|
3 |
|
|
|
25 |
|
|
|
28 |
|
Registration fees |
|
|
2 |
|
|
|
18 |
|
|
|
19 |
|
Custodian/Wire agent fees |
|
|
2 |
|
|
|
19 |
|
|
|
39 |
|
Pricing fees |
|
|
2 |
|
|
|
8 |
|
|
|
10 |
|
Interest expense |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Other expenses |
|
|
1 |
|
|
|
6 |
|
|
|
6 |
|
Total Expenses |
|
|
393 |
|
|
|
4,148 |
|
|
|
4,757 |
|
Less: |
|
|
|
|
|
|
|
|
|
|
|
|
Waiver of investment advisory fees |
|
|
– |
|
|
|
(918 |
) |
|
|
(427 |
) |
Waiver of shareholder servicing fees Class F |
|
|
(1 |
) |
|
|
(5 |
) |
|
|
(7 |
) |
Waiver of administration fees |
|
|
(1 |
) |
|
|
(249 |
) |
|
|
(68 |
) |
Net Expenses |
|
|
391 |
|
|
|
2,976 |
|
|
|
4,255 |
|
Net Investment Income |
|
|
324 |
|
|
|
7,261 |
|
|
|
6,189 |
|
Net Realized Gain (Loss) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
784 |
|
|
|
31,512 |
|
|
|
8,727 |
|
Affiliated investments |
|
|
– |
|
|
|
1 |
|
|
|
(2 |
) |
Futures contracts |
|
|
159 |
|
|
|
638 |
|
|
|
753 |
|
Foreign currency translation |
|
|
– |
|
|
|
19 |
|
|
|
(54 |
) |
Forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
|
|
957 |
|
Purchased options and swaptions |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Written options and swaptions |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Swap contracts |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Net Realized Gain (Loss) |
|
|
943 |
|
|
|
32,170 |
|
|
|
10,381 |
|
Net Change in Unrealized Appreciation (Depreciation) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
15,255 |
|
|
|
61,382 |
|
|
|
74,762 |
|
Affiliated investments |
|
|
– |
|
|
|
(2 |
) |
|
|
(8 |
) |
Futures contracts |
|
|
– |
|
|
|
359 |
|
|
|
307 |
|
Purchased options and swaptions |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Written options and swaptions |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Swap contracts |
|
|
– |
|
|
|
– |
|
|
|
– |
|
Foreign currency translation of other assets and liabilities denominated in foreign currencies |
|
|
– |
|
|
|
(4 |
) |
|
|
(450 |
) |
Forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
|
|
84 |
|
Net Change in Unrealized Appreciation (Depreciation) |
|
$ |
15,255 |
|
|
$ |
61,735 |
|
|
$ |
74,695 |
|
Net Increase in Net Assets Resulting from Operations |
|
$ |
16,522 |
|
|
$ |
101,166 |
|
|
$ |
91,265 |
|
(1) See Note 6 in Notes to Financial Statements.
(2) Income is from the investment of collateral in an affiliated security.
(3) See Note 2 in the Notes to the Financial Statements.
Amounts designated as "—" are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
Real Estate Fund |
|
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
|
Conservative Income Fund |
|
|
Tax-Free Conservative Income Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
7,489 |
|
|
$ |
4,722 |
|
|
$ |
1,349 |
|
|
$ |
– |
|
|
$ |
623 |
|
|
$ |
– |
|
|
$ |
– |
|
| |
|
343 |
|
|
|
71 |
|
|
|
21 |
|
|
|
2,516 |
|
|
|
958 |
|
|
|
23 |
|
|
|
– |
|
| |
|
– |
|
|
|
57 |
|
|
|
– |
|
|
|
76,013 |
|
|
|
112,341 |
|
|
|
16,045 |
|
|
|
3,154 |
|
| |
|
6 |
|
|
|
16 |
|
|
|
– |
|
|
|
200 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
(33 |
) |
|
|
(229 |
) |
|
|
(2 |
) |
|
|
(4 |
) |
|
|
(5 |
) |
|
|
– |
|
|
|
– |
|
| |
|
7,805 |
|
|
|
4,637 |
|
|
|
1,368 |
|
|
|
78,725 |
|
|
|
113,917 |
|
|
|
16,068 |
|
|
|
3,154 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
2,632 |
|
|
|
989 |
|
|
|
235 |
|
|
|
4,739 |
|
|
|
3,084 |
|
|
|
289 |
|
|
|
90 |
|
| |
|
1,215 |
|
|
|
609 |
|
|
|
108 |
|
|
|
2,910 |
|
|
|
1,265 |
|
|
|
577 |
|
|
|
181 |
|
| |
|
880 |
|
|
|
308 |
|
|
|
73 |
|
|
|
3,828 |
|
|
|
1,367 |
|
|
|
707 |
|
|
|
221 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
11 |
|
|
|
4 |
|
|
|
1 |
|
|
|
47 |
|
|
|
17 |
|
|
|
8 |
|
|
|
2 |
|
| |
|
3 |
|
|
|
1 |
|
|
|
– |
|
|
|
12 |
|
|
|
5 |
|
|
|
2 |
|
|
|
1 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
42 |
|
|
|
16 |
|
|
|
4 |
|
|
|
181 |
|
|
|
68 |
|
|
|
31 |
|
|
|
9 |
|
| |
|
29 |
|
|
|
11 |
|
|
|
3 |
|
|
|
121 |
|
|
|
45 |
|
|
|
20 |
|
|
|
6 |
|
| |
|
19 |
|
|
|
7 |
|
|
|
2 |
|
|
|
78 |
|
|
|
29 |
|
|
|
9 |
|
|
|
4 |
|
| |
|
21 |
|
|
|
34 |
|
|
|
2 |
|
|
|
86 |
|
|
|
32 |
|
|
|
12 |
|
|
|
4 |
|
| |
|
7 |
|
|
|
7 |
|
|
|
1 |
|
|
|
315 |
|
|
|
119 |
|
|
|
11 |
|
|
|
5 |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
4 |
|
|
|
– |
|
|
|
– |
|
| |
|
7 |
|
|
|
5 |
|
|
|
1 |
|
|
|
29 |
|
|
|
11 |
|
|
|
5 |
|
|
|
2 |
|
| |
|
4,866 |
|
|
|
1,991 |
|
|
|
430 |
|
|
|
12,352 |
|
|
|
6,046 |
|
|
|
1,671 |
|
|
|
525 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(866 |
) |
|
|
(365 |
) |
|
|
(32 |
) |
|
|
(1,376 |
) |
|
|
(483 |
) |
|
|
(115 |
) |
|
|
(36 |
) |
| |
|
(7 |
) |
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(31 |
) |
|
|
(11 |
) |
|
|
(424 |
) |
|
|
(133 |
) |
| |
|
(65 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(115 |
) |
|
|
(263 |
) |
|
|
(85 |
) |
| |
|
3,928 |
|
|
|
1,624 |
|
|
|
397 |
|
|
|
10,945 |
|
|
|
5,437 |
|
|
|
869 |
|
|
|
271 |
|
| |
|
3,877 |
|
|
|
3,013 |
|
|
|
971 |
|
|
|
67,780 |
|
|
|
108,480 |
|
|
|
15,199 |
|
|
|
2,883 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
55,168 |
|
|
|
3,724 |
|
|
|
62 |
|
|
|
(37,470 |
) |
|
|
(53,901 |
) |
|
|
(1 |
) |
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
1,132 |
|
|
|
338 |
|
|
|
– |
|
|
|
(5,943 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
17 |
|
|
|
53 |
|
|
|
– |
|
|
|
(70 |
) |
|
|
(3 |
) |
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
(37 |
) |
|
|
– |
|
|
|
(852 |
) |
|
|
(8 |
) |
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(4,295 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
4,790 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
4,258 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
56,317 |
|
|
|
4,078 |
|
|
|
62 |
|
|
|
(39,581 |
) |
|
|
(53,912 |
) |
|
|
(1 |
) |
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
73,907 |
|
|
|
23,154 |
|
|
|
10,061 |
|
|
|
176,301 |
|
|
|
40,700 |
|
|
|
(128 |
) |
|
|
40 |
|
| |
|
(2 |
) |
|
|
(4 |
) |
|
|
– |
|
|
|
(66 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
342 |
|
|
|
28 |
|
|
|
– |
|
|
|
6,840 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(719 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
1,229 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(3,449 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
50 |
|
|
|
– |
|
|
|
80 |
|
|
|
3 |
|
|
|
– |
|
|
|
– |
|
| |
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
389 |
|
|
|
8 |
|
|
|
– |
|
|
|
– |
|
| |
$ |
74,247 |
|
|
$ |
23,228 |
|
|
$ |
10,061 |
|
|
$ |
180,605 |
|
|
$ |
40,711 |
|
|
$ |
(128 |
) |
|
$ |
40 |
|
| |
$ |
134,441 |
|
|
$ |
30,319 |
|
|
$ |
11,094 |
|
|
$ |
208,804 |
|
|
$ |
95,279 |
|
|
$ |
15,070 |
|
|
$ |
2,923 |
|
SEI Institutional Managed Trust
STATEMENTS OF OPERATIONS/CONSOLIDATED STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)
For the six month period ended March 31, 2024
| |
|
Real Return Fund |
|
|
Dynamic Asset Allocation Fund |
|
Investment Income: |
|
|
|
|
|
|
|
|
Dividends |
|
$ |
– |
|
|
$ |
4,568 |
|
Income from affiliated investments(1) |
|
|
28 |
|
|
|
– |
|
Interest income |
|
|
3,368 |
|
|
|
2,940 |
|
Less: foreign taxes withheld |
|
|
– |
|
|
|
(1 |
) |
Total Investment Income |
|
|
3,396 |
|
|
|
7,507 |
|
Expenses: |
|
|
|
|
|
|
|
|
Shareholder servicing fees Class F |
|
|
271 |
|
|
|
850 |
|
Investment advisory fees |
|
|
256 |
|
|
|
2,175 |
|
Administration fees |
|
|
233 |
|
|
|
1,088 |
|
Trustees' fees |
|
|
3 |
|
|
|
10 |
|
Chief compliance officer fees |
|
|
1 |
|
|
|
3 |
|
Printing fees |
|
|
12 |
|
|
|
38 |
|
Professional fees |
|
|
8 |
|
|
|
25 |
|
Registration fees |
|
|
5 |
|
|
|
15 |
|
Custodian/Wire agent fees |
|
|
5 |
|
|
|
8 |
|
Pricing fees |
|
|
2 |
|
|
|
7 |
|
Dividend and interest expense on securities sold short |
|
|
– |
|
|
|
– |
|
Repo Interest |
|
|
– |
|
|
|
– |
|
Interest expense |
|
|
– |
|
|
|
– |
|
Other expenses |
|
|
2 |
|
|
|
6 |
|
Total Expenses |
|
|
798 |
|
|
|
4,225 |
|
Less: |
|
|
|
|
|
|
|
|
Waiver of investment advisory fees |
|
|
(105 |
) |
|
|
(1,500 |
) |
Waiver of shareholder servicing fees Class F |
|
|
(163 |
) |
|
|
– |
|
Waiver of administration fees |
|
|
(11 |
) |
|
|
(52 |
) |
Net Expenses |
|
|
519 |
|
|
|
2,673 |
|
Net Investment Income |
|
|
2,877 |
|
|
|
4,834 |
|
Net Realized Gain (Loss) on: |
|
|
|
|
|
|
|
|
Investments |
|
|
(2,040 |
) |
|
|
28,430 |
|
Securities sold short |
|
|
– |
|
|
|
– |
|
Futures contracts |
|
|
– |
|
|
|
9,627 |
|
Foreign currency translation |
|
|
– |
|
|
|
42 |
|
Forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Purchased options and swaptions |
|
|
– |
|
|
|
(4,955 |
) |
Written options and swaptions |
|
|
– |
|
|
|
1,765 |
|
Swap contracts |
|
|
– |
|
|
|
(1,756 |
) |
Net Realized Gain (Loss) |
|
|
(2,040 |
) |
|
|
33,153 |
|
Net Change in Unrealized Appreciation (Depreciation) on: |
|
|
|
|
|
|
|
|
Investments |
|
|
6,634 |
|
|
|
90,060 |
|
Securities sold short |
|
|
– |
|
|
|
– |
|
Futures contracts |
|
|
– |
|
|
|
6,106 |
|
Purchased options and swaptions |
|
|
– |
|
|
|
(1,157 |
) |
Written options and swaptions |
|
|
– |
|
|
|
(686 |
) |
Swap contracts |
|
|
– |
|
|
|
5,771 |
|
Foreign currency translation of other assets and liabilities denominated in foreign currencies |
|
|
– |
|
|
|
(7 |
) |
Forward foreign currency contracts |
|
|
– |
|
|
|
– |
|
Net Change in Unrealized Appreciation (Depreciation) |
|
$ |
6,634 |
|
|
$ |
100,087 |
|
Net Increase in Net Assets Resulting from Operations |
|
$ |
7,471 |
|
|
$ |
138,074 |
|
(1) See Note 6 in Notes to Financial Statements.
(2) See Note 2 in the Notes to the Financial Statements.
Amounts designated as "—" are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
|
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
2,643 |
|
|
$ |
– |
|
|
$ |
1,044 |
|
|
$ |
1,846 |
|
|
$ |
2,579 |
|
|
$ |
58 |
|
| |
|
1,786 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
8,274 |
|
|
|
1,225 |
|
|
|
39,063 |
|
|
|
23,074 |
|
|
|
14,747 |
|
|
|
12,619 |
|
| |
|
(1 |
) |
|
|
– |
|
|
|
(58 |
) |
|
|
(96 |
) |
|
|
(2 |
) |
|
|
– |
|
| |
|
12,702 |
|
|
|
1,225 |
|
|
|
40,049 |
|
|
|
24,824 |
|
|
|
17,324 |
|
|
|
12,677 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
416 |
|
|
|
55 |
|
|
|
2,107 |
|
|
|
638 |
|
|
|
772 |
|
|
|
666 |
|
| |
|
2,598 |
|
|
|
138 |
|
|
|
6,691 |
|
|
|
1,918 |
|
|
|
1,787 |
|
|
|
1,120 |
|
| |
|
520 |
|
|
|
83 |
|
|
|
2,608 |
|
|
|
959 |
|
|
|
975 |
|
|
|
840 |
|
| |
|
5 |
|
|
|
– |
|
|
|
25 |
|
|
|
9 |
|
|
|
9 |
|
|
|
8 |
|
| |
|
1 |
|
|
|
– |
|
|
|
7 |
|
|
|
2 |
|
|
|
2 |
|
|
|
2 |
|
| |
|
18 |
|
|
|
3 |
|
|
|
94 |
|
|
|
34 |
|
|
|
34 |
|
|
|
29 |
|
| |
|
12 |
|
|
|
1 |
|
|
|
64 |
|
|
|
23 |
|
|
|
23 |
|
|
|
20 |
|
| |
|
9 |
|
|
|
– |
|
|
|
45 |
|
|
|
15 |
|
|
|
17 |
|
|
|
14 |
|
| |
|
9 |
|
|
|
3 |
|
|
|
39 |
|
|
|
21 |
|
|
|
17 |
|
|
|
13 |
|
| |
|
40 |
|
|
|
– |
|
|
|
31 |
|
|
|
102 |
|
|
|
44 |
|
|
|
9 |
|
| |
|
642 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
721 |
|
|
|
– |
|
| |
|
– |
|
|
|
24 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
| |
|
502 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
2,833 |
|
|
|
– |
|
| |
|
3 |
|
|
|
1 |
|
|
|
16 |
|
|
|
6 |
|
|
|
6 |
|
|
|
5 |
|
| |
|
4,775 |
|
|
|
308 |
|
|
|
11,727 |
|
|
|
3,727 |
|
|
|
7,240 |
|
|
|
2,726 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(1,302 |
) |
|
|
(10 |
) |
|
|
(980 |
) |
|
|
(577 |
) |
|
|
(708 |
) |
|
|
(112 |
) |
| |
|
(3 |
) |
|
|
– |
|
|
|
– |
|
|
|
(383 |
) |
|
|
– |
|
|
|
(400 |
) |
| |
|
– |
|
|
|
(22 |
) |
|
|
(406 |
) |
|
|
(266 |
) |
|
|
(84 |
) |
|
|
(484 |
) |
| |
|
3,470 |
|
|
|
276 |
|
|
|
10,341 |
|
|
|
2,501 |
|
|
|
6,448 |
|
|
|
1,730 |
|
| |
|
9,232 |
|
|
|
949 |
|
|
|
29,708 |
|
|
|
22,323 |
|
|
|
10,876 |
|
|
|
10,947 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
9,084 |
|
|
|
– |
|
|
|
(5,095 |
) |
|
|
(18,842 |
) |
|
|
11,346 |
|
|
|
13,811 |
|
| |
|
(1,261 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(8,818 |
) |
|
|
– |
|
| |
|
– |
|
|
|
3,426 |
|
|
|
32,725 |
|
|
|
(927 |
) |
|
|
(9,393 |
) |
|
|
12,690 |
|
| |
|
(2 |
) |
|
|
– |
|
|
|
(1,586 |
) |
|
|
(117 |
) |
|
|
(163 |
) |
|
|
(2,293 |
) |
| |
|
(20 |
) |
|
|
– |
|
|
|
2,689 |
|
|
|
500 |
|
|
|
68 |
|
|
|
4,593 |
|
| |
|
(111 |
) |
|
|
– |
|
|
|
– |
|
|
|
(214 |
) |
|
|
(139 |
) |
|
|
(312 |
) |
| |
|
56 |
|
|
|
– |
|
|
|
– |
|
|
|
82 |
|
|
|
73 |
|
|
|
266 |
|
| |
|
(221 |
) |
|
|
– |
|
|
|
(3,303 |
) |
|
|
382 |
|
|
|
195 |
|
|
|
27 |
|
| |
|
7,525 |
|
|
|
3,426 |
|
|
|
25,430 |
|
|
|
(19,136 |
) |
|
|
(6,831 |
) |
|
|
28,782 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
9,038 |
|
|
|
– |
|
|
|
27,673 |
|
|
|
50,848 |
|
|
|
24,548 |
|
|
|
(10,801 |
) |
| |
|
(3,301 |
) |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
(10,175 |
) |
|
|
– |
|
| |
|
– |
|
|
|
3,501 |
|
|
|
87,922 |
|
|
|
4,453 |
|
|
|
2,685 |
|
|
|
4,127 |
|
| |
|
(41 |
) |
|
|
– |
|
|
|
– |
|
|
|
(136 |
) |
|
|
51 |
|
|
|
(120 |
) |
| |
|
3 |
|
|
|
– |
|
|
|
– |
|
|
|
37 |
|
|
|
(13 |
) |
|
|
(8 |
) |
| |
|
42 |
|
|
|
– |
|
|
|
415 |
|
|
|
(686 |
) |
|
|
(1,164 |
) |
|
|
1,202 |
|
| |
|
38 |
|
|
|
– |
|
|
|
(332 |
) |
|
|
217 |
|
|
|
117 |
|
|
|
(17 |
) |
| |
|
5 |
|
|
|
– |
|
|
|
(4,375 |
) |
|
|
(361 |
) |
|
|
(87 |
) |
|
|
(1,417 |
) |
| |
$ |
5,784 |
|
|
$ |
3,501 |
|
|
$ |
111,303 |
|
|
$ |
54,372 |
|
|
$ |
15,962 |
|
|
$ |
(7,034 |
) |
| |
$ |
22,541 |
|
|
$ |
7,876 |
|
|
$ |
166,441 |
|
|
$ |
57,559 |
|
|
$ |
20,007 |
|
|
$ |
32,695 |
|
SEI Institutional Managed Trust
STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)
For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
|
Large Cap Growth Fund |
|
| |
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
Operations: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net investment income |
|
$ |
7,825 |
|
|
$ |
15,275 |
|
|
$ |
14,552 |
|
|
$ |
28,531 |
|
|
$ |
1,258 |
|
|
$ |
1,954 |
|
Capital gain distribution from investment |
|
|
— |
|
|
|
— |
|
|
|
3 |
|
|
|
2 |
|
|
|
— |
|
|
|
1 |
|
Net realized gain (loss) |
|
|
143,428 |
|
|
|
85,400 |
|
|
|
34,122 |
|
|
|
64,916 |
|
|
|
166,120 |
|
|
|
199,090 |
|
Net change in unrealized appreciation |
|
|
201,782 |
|
|
|
181,315 |
|
|
|
183,094 |
|
|
|
84,239 |
|
|
|
188,342 |
|
|
|
119,632 |
|
Net Increase in Net Assets Resulting from Operations |
|
|
353,035 |
|
|
|
281,990 |
|
|
|
231,771 |
|
|
|
177,688 |
|
|
|
355,720 |
|
|
|
320,677 |
|
Distributions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
(99,728 |
) |
|
|
(156,649 |
) |
|
|
(65,531 |
) |
|
|
(108,845 |
) |
|
|
(187,335 |
) |
|
|
(84,295 |
) |
Class I: |
|
|
N/A |
|
|
|
N/A |
|
|
|
(79 |
) |
|
|
(194 |
) |
|
|
(329 |
) |
|
|
(172 |
) |
Class Y: |
|
|
(3,329 |
) |
|
|
(5,047 |
) |
|
|
(7,066 |
) |
|
|
(17,435 |
) |
|
|
(21,119 |
) |
|
|
(14,333 |
) |
Total Distributions |
|
|
(103,057 |
) |
|
|
(161,696 |
) |
|
|
(72,676 |
) |
|
|
(126,474 |
) |
|
|
(208,783 |
) |
|
|
(98,800 |
) |
Capital Share Transactions:(1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
131,158 |
|
|
|
143,127 |
|
|
|
87,108 |
|
|
|
144,314 |
|
|
|
68,883 |
|
|
|
119,961 |
|
Reinvestment of dividends & distributions |
|
|
91,758 |
|
|
|
143,702 |
|
|
|
61,460 |
|
|
|
102,063 |
|
|
|
174,087 |
|
|
|
78,819 |
|
Cost of shares redeemed |
|
|
(382,073 |
) |
|
|
(358,101 |
) |
|
|
(135,490 |
) |
|
|
(245,449 |
) |
|
|
(233,768 |
) |
|
|
(309,092 |
) |
Net increase (decrease) from Class F transactions |
|
|
(159,157 |
) |
|
|
(71,272 |
) |
|
|
13,078 |
|
|
|
928 |
|
|
|
9,202 |
|
|
|
(110,312 |
) |
Class I: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
N/A |
|
|
|
N/A |
|
|
|
101 |
|
|
|
56 |
|
|
|
116 |
|
|
|
234 |
|
Reinvestment of dividends & distributions |
|
|
N/A |
|
|
|
N/A |
|
|
|
63 |
|
|
|
167 |
|
|
|
281 |
|
|
|
154 |
|
Cost of shares redeemed |
|
|
N/A |
|
|
|
N/A |
|
|
|
(109 |
) |
|
|
(1,103 |
) |
|
|
(107 |
) |
|
|
(878 |
) |
Net increase (decrease) from Class I transactions |
|
|
N/A |
|
|
|
N/A |
|
|
|
55 |
|
|
|
(880 |
) |
|
|
290 |
|
|
|
(490 |
) |
Class Y: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
9,711 |
|
|
|
8,576 |
|
|
|
6,231 |
|
|
|
16,590 |
|
|
|
5,207 |
|
|
|
16,998 |
|
Reinvestment of dividends & distributions |
|
|
3,076 |
|
|
|
4,721 |
|
|
|
6,608 |
|
|
|
17,185 |
|
|
|
19,657 |
|
|
|
14,135 |
|
Cost of shares redeemed |
|
|
(11,646 |
) |
|
|
(14,332 |
) |
|
|
(30,851 |
) |
|
|
(92,870 |
) |
|
|
(46,575 |
) |
|
|
(105,352 |
) |
Net increase (decrease) from Class Y transactions |
|
|
1,141 |
|
|
|
(1,035 |
) |
|
|
(18,012 |
) |
|
|
(59,095 |
) |
|
|
(21,711 |
) |
|
|
(74,219 |
) |
Increase (Decrease) in Net Assets Derived from Capital Share Transactions |
|
|
(158,016 |
) |
|
|
(72,307 |
) |
|
|
(4,879 |
) |
|
|
(59,047 |
) |
|
|
(12,219 |
) |
|
|
(185,021 |
) |
Net Increase (Decrease) in Net Assets |
|
|
91,962 |
|
|
|
47,987 |
|
|
|
154,216 |
|
|
|
(7,833 |
) |
|
|
134,718 |
|
|
|
36,856 |
|
Net Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beginning of period |
|
|
1,617,891 |
|
|
|
1,569,904 |
|
|
|
1,236,527 |
|
|
|
1,244,360 |
|
|
|
1,336,600 |
|
|
|
1,299,744 |
|
End of period |
|
$ |
1,709,853 |
|
|
$ |
1,617,891 |
|
|
$ |
1,390,743 |
|
|
$ |
1,236,527 |
|
|
$ |
1,471,318 |
|
|
$ |
1,336,600 |
|
(1) See Note 7 in Notes to Financial Statements for additional information.
N/A — Not applicable. Shares currently not offered.
Amounts designated as “—” are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Large Cap Index Fund |
|
|
Tax-Managed Large Cap Fund |
|
|
S&P 500 Index Fund |
|
|
Small Cap Fund |
|
| |
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
7,420 |
|
|
$ |
13,975 |
|
|
$ |
19,851 |
|
|
$ |
39,675 |
|
|
$ |
6,565 |
|
|
$ |
11,684 |
|
|
$ |
1,474 |
|
|
$ |
1,664 |
|
| |
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
| |
|
22,265 |
|
|
|
(6,301 |
) |
|
|
172,024 |
|
|
|
184,967 |
|
|
|
23,303 |
|
|
|
32,947 |
|
|
|
19,741 |
|
|
|
21,007 |
|
| |
|
196,059 |
|
|
|
178,222 |
|
|
|
583,624 |
|
|
|
427,902 |
|
|
|
167,933 |
|
|
|
108,549 |
|
|
|
79,600 |
|
|
|
33,750 |
|
| |
|
225,744 |
|
|
|
185,896 |
|
|
|
775,499 |
|
|
|
652,545 |
|
|
|
197,801 |
|
|
|
153,180 |
|
|
|
100,815 |
|
|
|
56,421 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(7,350 |
) |
|
|
(14,021 |
) |
|
|
(157,888 |
) |
|
|
(216,575 |
) |
|
|
(35,746 |
) |
|
|
(77,333 |
) |
|
|
(18,553 |
) |
|
|
(4,593 |
) |
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
(210 |
) |
|
|
(501 |
) |
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
(25,630 |
) |
|
|
(29,803 |
) |
|
|
N/A |
|
|
|
N/A |
|
|
|
(926 |
) |
|
|
(249 |
) |
| |
|
(7,350 |
) |
|
|
(14,021 |
) |
|
|
(183,518 |
) |
|
|
(246,378 |
) |
|
|
(35,956 |
) |
|
|
(77,834 |
) |
|
|
(19,479 |
) |
|
|
(4,842 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
113,920 |
|
|
|
175,567 |
|
|
|
87,372 |
|
|
|
173,756 |
|
|
|
47,312 |
|
|
|
120,412 |
|
|
|
83,976 |
|
|
|
48,325 |
|
| |
|
7,006 |
|
|
|
13,307 |
|
|
|
134,013 |
|
|
|
184,450 |
|
|
|
31,327 |
|
|
|
68,757 |
|
|
|
17,334 |
|
|
|
4,270 |
|
| |
|
(202,333 |
) |
|
|
(253,064 |
) |
|
|
(294,213 |
) |
|
|
(631,354 |
) |
|
|
(78,964 |
) |
|
|
(143,644 |
) |
|
|
(87,357 |
) |
|
|
(100,400 |
) |
| |
|
(81,407 |
) |
|
|
(64,190 |
) |
|
|
(72,828 |
) |
|
|
(273,148 |
) |
|
|
(325 |
) |
|
|
45,525 |
|
|
|
13,953 |
|
|
|
(47,805 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
634 |
|
|
|
2,547 |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
184 |
|
|
|
442 |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
(337 |
) |
|
|
(3,222 |
) |
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
481 |
|
|
|
(233 |
) |
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
9,296 |
|
|
|
106,149 |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
4,552 |
|
|
|
6,683 |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
22,200 |
|
|
|
27,562 |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
829 |
|
|
|
236 |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
(48,498 |
) |
|
|
(88,872 |
) |
|
|
N/A |
|
|
|
N/A |
|
|
|
(4,265 |
) |
|
|
(5,879 |
) |
| |
|
N/A |
|
|
|
N/A |
|
|
|
(17,002 |
) |
|
|
44,839 |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
1,116 |
|
|
|
1,040 |
|
| |
|
(81,407 |
) |
|
|
(64,190 |
) |
|
|
(89,830 |
) |
|
|
(228,309 |
) |
|
|
156 |
|
|
|
45,292 |
|
|
|
15,069 |
|
|
|
(46,765 |
) |
| |
|
136,987 |
|
|
|
107,685 |
|
|
|
502,151 |
|
|
|
177,858 |
|
|
|
162,001 |
|
|
|
120,638 |
|
|
|
96,405 |
|
|
|
4,814 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
1,009,373 |
|
|
|
901,688 |
|
|
|
3,788,156 |
|
|
|
3,610,298 |
|
|
|
866,005 |
|
|
|
745,367 |
|
|
|
519,328 |
|
|
|
514,514 |
|
| |
$ |
1,146,360 |
|
|
$ |
1,009,373 |
|
|
$ |
4,290,307 |
|
|
$ |
3,788,156 |
|
|
$ |
1,028,006 |
|
|
$ |
866,005 |
|
|
$ |
615,733 |
|
|
$ |
519,328 |
|
SEI Institutional Managed Trust
STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)
For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,
| |
|
Small Cap Value Fund |
|
|
Small Cap Growth Fund |
|
|
Tax-Managed Small/Mid Cap Fund |
|
| |
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
Operations: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net investment income (loss) |
|
$ |
2,415 |
|
|
$ |
4,694 |
|
|
$ |
(256 |
) |
|
$ |
(1,021 |
) |
|
$ |
2,097 |
|
|
$ |
3,713 |
|
Net realized gain (loss) |
|
|
9,853 |
|
|
|
7,589 |
|
|
|
15,435 |
|
|
|
(12,598 |
) |
|
|
26,110 |
|
|
|
20,760 |
|
Net change in unrealized appreciation (depreciation) |
|
|
51,763 |
|
|
|
36,943 |
|
|
|
51,683 |
|
|
|
36,996 |
|
|
|
127,466 |
|
|
|
56,592 |
|
Net Increase in Net Assets Resulting from Operations |
|
|
64,031 |
|
|
|
49,226 |
|
|
|
66,862 |
|
|
|
23,377 |
|
|
|
155,673 |
|
|
|
81,065 |
|
Distributions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
(7,960 |
) |
|
|
(17,913 |
) |
|
|
— |
|
|
|
(140 |
) |
|
|
(20,949 |
) |
|
|
(6,859 |
) |
Class I: |
|
|
(13 |
) |
|
|
(49 |
) |
|
|
— |
|
|
|
— |
|
|
|
N/A |
|
|
|
N/A |
|
Class Y: |
|
|
(1,255 |
) |
|
|
(3,645 |
) |
|
|
— |
|
|
|
(104 |
) |
|
|
(3,255 |
) |
|
|
(1,114 |
) |
Total Distributions |
|
|
(9,228 |
) |
|
|
(21,607 |
) |
|
|
— |
|
|
|
(244 |
) |
|
|
(24,204 |
) |
|
|
(7,973 |
) |
Capital Share Transactions:(1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
18,931 |
|
|
|
33,742 |
|
|
|
21,601 |
|
|
|
31,851 |
|
|
|
28,909 |
|
|
|
55,669 |
|
Reinvestment of dividends & distributions |
|
|
7,409 |
|
|
|
16,689 |
|
|
|
— |
|
|
|
130 |
|
|
|
17,797 |
|
|
|
5,842 |
|
Cost of shares redeemed |
|
|
(43,186 |
) |
|
|
(66,384 |
) |
|
|
(37,693 |
) |
|
|
(53,753 |
) |
|
|
(65,349 |
) |
|
|
(147,076 |
) |
Net increase (decrease) from Class F transactions |
|
|
(16,846 |
) |
|
|
(15,953 |
) |
|
|
(16,092 |
) |
|
|
(21,772 |
) |
|
|
(18,643 |
) |
|
|
(85,565 |
) |
Class I: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
10 |
|
|
|
35 |
|
|
|
68 |
|
|
|
121 |
|
|
|
N/A |
|
|
|
N/A |
|
Reinvestment of dividends & distributions |
|
|
11 |
|
|
|
44 |
|
|
|
— |
|
|
|
— |
|
|
|
N/A |
|
|
|
N/A |
|
Cost of shares redeemed |
|
|
(84 |
) |
|
|
(470 |
) |
|
|
(144 |
) |
|
|
(683 |
) |
|
|
N/A |
|
|
|
N/A |
|
Net increase (decrease) from Class I transactions |
|
|
(63 |
) |
|
|
(391 |
) |
|
|
(76 |
) |
|
|
(562 |
) |
|
|
N/A |
|
|
|
N/A |
|
Class Y: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
1,389 |
|
|
|
10,097 |
|
|
|
1,571 |
|
|
|
7,367 |
|
|
|
2,670 |
|
|
|
21,808 |
|
Reinvestment of dividends & distributions |
|
|
1,122 |
|
|
|
3,519 |
|
|
|
— |
|
|
|
100 |
|
|
|
2,806 |
|
|
|
1,020 |
|
Cost of shares redeemed |
|
|
(11,177 |
) |
|
|
(29,680 |
) |
|
|
(5,640 |
) |
|
|
(10,177 |
) |
|
|
(11,510 |
) |
|
|
(17,984 |
) |
Net increase (decrease) from Class Y transactions |
|
|
(8,666 |
) |
|
|
(16,064 |
) |
|
|
(4,069 |
) |
|
|
(2,710 |
) |
|
|
(6,034 |
) |
|
|
4,844 |
|
Increase (Decrease) in Net Assets Derived from Capital Share Transactions |
|
|
(25,575 |
) |
|
|
(32,408 |
) |
|
|
(20,237 |
) |
|
|
(25,044 |
) |
|
|
(24,677 |
) |
|
|
(80,721 |
) |
Net Increase (Decrease) in Net Assets |
|
|
29,228 |
|
|
|
(4,789 |
) |
|
|
46,625 |
|
|
|
(1,911 |
) |
|
|
106,792 |
|
|
|
(7,629 |
) |
Net Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beginning of period |
|
|
343,050 |
|
|
|
347,839 |
|
|
|
308,042 |
|
|
|
309,953 |
|
|
|
773,120 |
|
|
|
780,749 |
|
End of period |
|
$ |
372,278 |
|
|
$ |
343,050 |
|
|
$ |
354,667 |
|
|
$ |
308,042 |
|
|
$ |
879,912 |
|
|
$ |
773,120 |
|
(1) See Note 7 in Notes to Financial Statements for additional information.
N/A — Not applicable. Shares currently not offered.
Amounts designated as “—” are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
|
Global Managed Volatility Fund |
|
|
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
| |
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
324 |
|
|
$ |
462 |
|
|
$ |
7,261 |
|
|
$ |
14,726 |
|
|
$ |
6,189 |
|
|
$ |
14,679 |
|
|
$ |
3,877 |
|
|
$ |
8,629 |
|
|
$ |
3,013 |
|
|
$ |
8,987 |
|
| |
|
943 |
|
|
|
(2,683 |
) |
|
|
32,170 |
|
|
|
72,322 |
|
|
|
10,381 |
|
|
|
27,465 |
|
|
|
56,317 |
|
|
|
100,515 |
|
|
|
4,078 |
|
|
|
(9,497 |
) |
| |
|
15,255 |
|
|
|
10,385 |
|
|
|
61,735 |
|
|
|
(2,484 |
) |
|
|
74,695 |
|
|
|
58,320 |
|
|
|
74,247 |
|
|
|
(13,169 |
) |
|
|
23,228 |
|
|
|
60,591 |
|
| |
|
16,522 |
|
|
|
8,164 |
|
|
|
101,166 |
|
|
|
84,564 |
|
|
|
91,265 |
|
|
|
100,464 |
|
|
|
134,441 |
|
|
|
95,975 |
|
|
|
30,319 |
|
|
|
60,081 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(255 |
) |
|
|
(499 |
) |
|
|
(62,624 |
) |
|
|
(69,027 |
) |
|
|
(36,446 |
) |
|
|
(73,644 |
) |
|
|
(91,965 |
) |
|
|
(51,719 |
) |
|
|
(8,206 |
) |
|
|
(7,560 |
) |
| |
|
(1 |
) |
|
|
(2 |
) |
|
|
(66 |
) |
|
|
(56 |
) |
|
|
(27 |
) |
|
|
(46 |
) |
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
(22 |
) |
|
|
(38 |
) |
|
|
(19,612 |
) |
|
|
(17,547 |
) |
|
|
(6,802 |
) |
|
|
(11,197 |
) |
|
|
(14,037 |
) |
|
|
(5,716 |
) |
|
|
(2,081 |
) |
|
|
(1,396 |
) |
| |
|
(278 |
) |
|
|
(539 |
) |
|
|
(82,302 |
) |
|
|
(86,630 |
) |
|
|
(43,275 |
) |
|
|
(84,887 |
) |
|
|
(106,002 |
) |
|
|
(57,435 |
) |
|
|
(10,287 |
) |
|
|
(8,956 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
5,587 |
|
|
|
11,051 |
|
|
|
48,905 |
|
|
|
88,799 |
|
|
|
198,508 |
|
|
|
87,777 |
|
|
|
22,250 |
|
|
|
68,223 |
|
|
|
10,825 |
|
|
|
50,744 |
|
| |
|
238 |
|
|
|
464 |
|
|
|
54,331 |
|
|
|
58,465 |
|
|
|
30,528 |
|
|
|
62,439 |
|
|
|
75,234 |
|
|
|
42,102 |
|
|
|
7,051 |
|
|
|
6,387 |
|
| |
|
(6,325 |
) |
|
|
(14,291 |
) |
|
|
(193,433 |
) |
|
|
(211,518 |
) |
|
|
(183,125 |
) |
|
|
(211,642 |
) |
|
|
(94,543 |
) |
|
|
(233,709 |
) |
|
|
(37,224 |
) |
|
|
(101,616 |
) |
| |
|
(500 |
) |
|
|
(2,776 |
) |
|
|
(90,197 |
) |
|
|
(64,254 |
) |
|
|
45,911 |
|
|
|
(61,426 |
) |
|
|
2,941 |
|
|
|
(123,384 |
) |
|
|
(19,348 |
) |
|
|
(44,485 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
41 |
|
|
|
10 |
|
|
|
— |
|
|
|
— |
|
|
|
1 |
|
|
|
— |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
1 |
|
|
|
2 |
|
|
|
66 |
|
|
|
55 |
|
|
|
27 |
|
|
|
45 |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
(88 |
) |
|
|
(50 |
) |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
(46 |
) |
|
|
(38 |
) |
|
|
66 |
|
|
|
55 |
|
|
|
28 |
|
|
|
45 |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
525 |
|
|
|
918 |
|
|
|
6,064 |
|
|
|
35,141 |
|
|
|
8,416 |
|
|
|
35,591 |
|
|
|
4,280 |
|
|
|
37,706 |
|
|
|
1,486 |
|
|
|
28,774 |
|
| |
|
21 |
|
|
|
38 |
|
|
|
17,244 |
|
|
|
15,492 |
|
|
|
5,748 |
|
|
|
9,232 |
|
|
|
10,565 |
|
|
|
4,945 |
|
|
|
1,575 |
|
|
|
1,292 |
|
| |
|
(294 |
) |
|
|
(518 |
) |
|
|
(24,091 |
) |
|
|
(37,085 |
) |
|
|
(21,719 |
) |
|
|
(33,751 |
) |
|
|
(13,427 |
) |
|
|
(18,214 |
) |
|
|
(6,583 |
) |
|
|
(21,579 |
) |
| |
|
252 |
|
|
|
438 |
|
|
|
(783 |
) |
|
|
13,548 |
|
|
|
(7,555 |
) |
|
|
11,072 |
|
|
|
1,418 |
|
|
|
24,437 |
|
|
|
(3,522 |
) |
|
|
8,487 |
|
| |
|
(294 |
) |
|
|
(2,376 |
) |
|
|
(90,914 |
) |
|
|
(50,651 |
) |
|
|
38,384 |
|
|
|
(50,309 |
) |
|
|
4,359 |
|
|
|
(98,947 |
) |
|
|
(22,870 |
) |
|
|
(35,998 |
) |
| |
|
15,950 |
|
|
|
5,249 |
|
|
|
(72,050 |
) |
|
|
(52,717 |
) |
|
|
86,374 |
|
|
|
(34,732 |
) |
|
|
32,798 |
|
|
|
(60,407 |
) |
|
|
(2,838 |
) |
|
|
15,127 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
74,243 |
|
|
|
68,994 |
|
|
|
744,725 |
|
|
|
797,442 |
|
|
|
781,654 |
|
|
|
816,386 |
|
|
|
805,267 |
|
|
|
865,674 |
|
|
|
307,731 |
|
|
|
292,604 |
|
| |
$ |
90,193 |
|
|
$ |
74,243 |
|
|
$ |
672,675 |
|
|
$ |
744,725 |
|
|
$ |
868,028 |
|
|
$ |
781,654 |
|
|
$ |
838,065 |
|
|
$ |
805,267 |
|
|
$ |
304,893 |
|
|
$ |
307,731 |
|
SEI Institutional Managed Trust
STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)
For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,
| |
|
Real Estate Fund |
|
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
| |
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
Operations: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net investment income |
|
$ |
971 |
|
|
$ |
1,208 |
|
|
$ |
67,780 |
|
|
$ |
124,711 |
|
|
$ |
108,480 |
|
|
$ |
93,713 |
|
Net realized gain (loss) |
|
|
62 |
|
|
|
392 |
|
|
|
(39,581 |
) |
|
|
(240,595 |
) |
|
|
(53,912 |
) |
|
|
(71,507 |
) |
Net change in unrealized appreciation (depreciation) |
|
|
10,061 |
|
|
|
680 |
|
|
|
180,605 |
|
|
|
141,414 |
|
|
|
40,711 |
|
|
|
93,008 |
|
Net Increase in Net Assets Resulting from Operations |
|
|
11,094 |
|
|
|
2,280 |
|
|
|
208,804 |
|
|
|
25,530 |
|
|
|
95,279 |
|
|
|
115,214 |
|
Distributions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
(958 |
) |
|
|
(2,988 |
) |
|
|
(55,377 |
) |
|
|
(105,097 |
) |
|
|
(83,915 |
) |
|
|
(159,073 |
) |
Class I: |
|
|
(3 |
) |
|
|
(8 |
) |
|
|
(47 |
) |
|
|
(92 |
) |
|
|
— |
|
|
|
— |
|
Class Y: |
|
|
(250 |
) |
|
|
(709 |
) |
|
|
(7,357 |
) |
|
|
(14,887 |
) |
|
|
(13,293 |
) |
|
|
(22,895 |
) |
Return of Capital: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(15,784 |
) |
Class Y |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(2,423 |
) |
Total Distributions |
|
|
(1,211 |
) |
|
|
(3,705 |
) |
|
|
(62,781 |
) |
|
|
(120,076 |
) |
|
|
(97,208 |
) |
|
|
(200,175 |
) |
Capital Share Transactions:(1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
3,412 |
|
|
|
7,178 |
|
|
|
644,506 |
|
|
|
484,446 |
|
|
|
178,230 |
|
|
|
194,492 |
|
Reinvestment of dividends & distributions |
|
|
855 |
|
|
|
2,675 |
|
|
|
50,763 |
|
|
|
96,494 |
|
|
|
75,542 |
|
|
|
154,550 |
|
Cost of shares redeemed |
|
|
(6,212 |
) |
|
|
(14,747 |
) |
|
|
(512,197 |
) |
|
|
(723,326 |
) |
|
|
(292,105 |
) |
|
|
(316,778 |
) |
Net increase (decrease) from Class F transactions |
|
|
(1,945 |
) |
|
|
(4,894 |
) |
|
|
183,072 |
|
|
|
(142,386 |
) |
|
|
(38,333 |
) |
|
|
32,264 |
|
Class I: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
1 |
|
|
|
1 |
|
|
|
249 |
|
|
|
188 |
|
|
|
— |
|
|
|
— |
|
Reinvestment of dividends & distributions |
|
|
3 |
|
|
|
8 |
|
|
|
35 |
|
|
|
67 |
|
|
|
— |
|
|
|
1 |
|
Cost of shares redeemed |
|
|
(1 |
) |
|
|
— |
|
|
|
(273 |
) |
|
|
(907 |
) |
|
|
(1 |
) |
|
|
— |
|
Net increase (decrease) from Class I transactions |
|
|
3 |
|
|
|
9 |
|
|
|
11 |
|
|
|
(652 |
) |
|
|
(1 |
) |
|
|
1 |
|
Class Y: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
783 |
|
|
|
1,450 |
|
|
|
29,557 |
|
|
|
108,262 |
|
|
|
30,911 |
|
|
|
55,587 |
|
Reinvestment of dividends & distributions |
|
|
246 |
|
|
|
691 |
|
|
|
7,106 |
|
|
|
14,522 |
|
|
|
13,050 |
|
|
|
24,773 |
|
Cost of shares redeemed |
|
|
(2,648 |
) |
|
|
(2,788 |
) |
|
|
(56,270 |
) |
|
|
(135,428 |
) |
|
|
(22,255 |
) |
|
|
(73,565 |
) |
Net increase (decrease) from Class Y transactions |
|
|
(1,619 |
) |
|
|
(647 |
) |
|
|
(19,607 |
) |
|
|
(12,644 |
) |
|
|
21,706 |
|
|
|
6,795 |
|
Increase (Decrease) in Net Assets Derived from Capital Share Transactions |
|
|
(3,561 |
) |
|
|
(5,532 |
) |
|
|
163,476 |
|
|
|
(155,682 |
) |
|
|
(16,628 |
) |
|
|
39,060 |
|
Net Increase (Decrease) in Net Assets |
|
|
6,322 |
|
|
|
(6,957 |
) |
|
|
309,499 |
|
|
|
(250,228 |
) |
|
|
(18,557 |
) |
|
|
(45,901 |
) |
Net Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beginning of period |
|
|
68,206 |
|
|
|
75,163 |
|
|
|
3,355,468 |
|
|
|
3,605,696 |
|
|
|
1,229,003 |
|
|
|
1,274,904 |
|
End of period |
|
$ |
74,528 |
|
|
$ |
68,206 |
|
|
$ |
3,664,967 |
|
|
$ |
3,355,468 |
|
|
$ |
1,210,446 |
|
|
$ |
1,229,003 |
|
(1) See Note 7 in Notes to Financial Statements for additional information.
N/A — Not applicable. Shares currently not offered.
Amounts designated as “—” are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Conservative Income Fund |
|
|
Tax-Free Conservative Income Fund |
|
|
Real Return Fund |
|
|
Dynamic Asset Allocation Fund |
|
| |
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
15,199 |
|
|
$ |
18,702 |
|
|
$ |
2,883 |
|
|
$ |
4,638 |
|
|
$ |
2,877 |
|
|
$ |
5,304 |
|
|
$ |
4,834 |
|
|
$ |
8,708 |
|
| |
|
(1 |
) |
|
|
14 |
|
|
|
— |
|
|
|
— |
|
|
|
(2,040 |
) |
|
|
(7,801 |
) |
|
|
33,153 |
|
|
|
52,681 |
|
| |
|
(128 |
) |
|
|
11 |
|
|
|
40 |
|
|
|
108 |
|
|
|
6,634 |
|
|
|
8,424 |
|
|
|
100,087 |
|
|
|
47,536 |
|
| |
|
15,070 |
|
|
|
18,727 |
|
|
|
2,923 |
|
|
|
4,746 |
|
|
|
7,471 |
|
|
|
5,927 |
|
|
|
138,074 |
|
|
|
108,925 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(14,902 |
) |
|
|
(18,067 |
) |
|
|
(2,821 |
) |
|
|
(4,512 |
) |
|
|
(1,938 |
) |
|
|
(10,924 |
) |
|
|
(59,917 |
) |
|
|
(79,107 |
) |
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
(320 |
) |
|
|
(609 |
) |
|
|
(65 |
) |
|
|
(126 |
) |
|
|
(160 |
) |
|
|
(784 |
) |
|
|
(3,873 |
) |
|
|
(4,735 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
| |
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
| |
|
(15,222 |
) |
|
|
(18,676 |
) |
|
|
(2,886 |
) |
|
|
(4,638 |
) |
|
|
(2,098 |
) |
|
|
(11,708 |
) |
|
|
(63,790 |
) |
|
|
(83,842 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
346,565 |
|
|
|
365,408 |
|
|
|
49,846 |
|
|
|
52,126 |
|
|
|
214,846 |
|
|
|
40,950 |
|
|
|
115,211 |
|
|
|
73,864 |
|
| |
|
12,005 |
|
|
|
14,691 |
|
|
|
2,243 |
|
|
|
3,680 |
|
|
|
1,543 |
|
|
|
8,963 |
|
|
|
55,911 |
|
|
|
73,416 |
|
| |
|
(173,962 |
) |
|
|
(261,048 |
) |
|
|
(44,142 |
) |
|
|
(68,797 |
) |
|
|
(37,460 |
) |
|
|
(102,122 |
) |
|
|
(116,059 |
) |
|
|
(128,344 |
) |
| |
|
184,608 |
|
|
|
119,051 |
|
|
|
7,947 |
|
|
|
(12,991 |
) |
|
|
178,929 |
|
|
|
(52,209 |
) |
|
|
55,063 |
|
|
|
18,936 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
|
|
N/A |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
4,312 |
|
|
|
6,694 |
|
|
|
1,727 |
|
|
|
2,221 |
|
|
|
10,315 |
|
|
|
3,939 |
|
|
|
7,477 |
|
|
|
8,790 |
|
| |
|
297 |
|
|
|
570 |
|
|
|
60 |
|
|
|
117 |
|
|
|
151 |
|
|
|
738 |
|
|
|
3,776 |
|
|
|
4,616 |
|
| |
|
(10,059 |
) |
|
|
(7,343 |
) |
|
|
(1,088 |
) |
|
|
(3,260 |
) |
|
|
(3,281 |
) |
|
|
(6,781 |
) |
|
|
(6,839 |
) |
|
|
(8,146 |
) |
| |
|
(5,450 |
) |
|
|
(79 |
) |
|
|
699 |
|
|
|
(922 |
) |
|
|
7,185 |
|
|
|
(2,104 |
) |
|
|
4,414 |
|
|
|
5,260 |
|
| |
|
179,158 |
|
|
|
118,972 |
|
|
|
8,646 |
|
|
|
(13,913 |
) |
|
|
186,114 |
|
|
|
(54,313 |
) |
|
|
59,477 |
|
|
|
24,196 |
|
| |
|
179,006 |
|
|
|
119,023 |
|
|
|
8,683 |
|
|
|
(13,805 |
) |
|
|
191,487 |
|
|
|
(60,094 |
) |
|
|
133,761 |
|
|
|
49,279 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
479,303 |
|
|
|
360,280 |
|
|
|
167,895 |
|
|
|
181,700 |
|
|
|
197,680 |
|
|
|
257,774 |
|
|
|
682,737 |
|
|
|
633,458 |
|
| |
$ |
658,309 |
|
|
$ |
479,303 |
|
|
$ |
176,578 |
|
|
$ |
167,895 |
|
|
$ |
389,167 |
|
|
$ |
197,680 |
|
|
$ |
816,498 |
|
|
$ |
682,737 |
|
SEI Institutional Managed Trust
STATEMENTS OF CHANGES IN NET ASSETS/CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)
For the six month period ended March 31, 2024 (Unaudited) and the year ended September 30,
| |
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund(1) |
|
| |
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
Operations: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net investment income |
|
$ |
9,232 |
|
|
$ |
15,304 |
|
|
$ |
949 |
|
|
$ |
108 |
|
Net realized gain (loss) |
|
|
7,525 |
|
|
|
(6,235 |
) |
|
|
3,426 |
|
|
|
(52 |
) |
Net change in unrealized appreciation (depreciation) |
|
|
5,784 |
|
|
|
11,759 |
|
|
|
3,501 |
|
|
|
132 |
|
Net Increase in Net Assets Resulting from Operations |
|
|
22,541 |
|
|
|
20,828 |
|
|
|
7,876 |
|
|
|
188 |
|
Distributions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
(14,660 |
) |
|
|
(8,221 |
) |
|
|
(111 |
) |
|
|
— |
|
Class Y: |
|
|
(629 |
) |
|
|
(190 |
) |
|
|
(280 |
) |
|
|
— |
|
Total Distributions |
|
|
(15,289 |
) |
|
|
(8,411 |
) |
|
|
(391 |
) |
|
|
— |
|
Capital Share Transactions:(2) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Class F: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
11,790 |
|
|
|
36,509 |
|
|
|
193,906 |
|
|
|
527 |
|
Reinvestment of dividends & distributions |
|
|
13,135 |
|
|
|
7,370 |
|
|
|
78 |
|
|
|
— |
|
Cost of shares redeemed |
|
|
(108,341 |
) |
|
|
(96,545 |
) |
|
|
(5,530 |
) |
|
|
— |
|
Net increase (decrease) from Class F transactions |
|
|
(83,416 |
) |
|
|
(52,666 |
) |
|
|
188,454 |
|
|
|
527 |
|
Class Y: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proceeds from shares issued |
|
|
1,168 |
|
|
|
7,604 |
|
|
|
4,991 |
|
|
|
11,651 |
|
Reinvestment of dividends & distributions |
|
|
602 |
|
|
|
176 |
|
|
|
280 |
|
|
|
— |
|
Cost of shares redeemed |
|
|
(3,173 |
) |
|
|
(1,893 |
) |
|
|
(1,572 |
) |
|
|
(1,008 |
) |
Net increase (decrease) from Class Y transactions |
|
|
(1,403 |
) |
|
|
5,887 |
|
|
|
3,699 |
|
|
|
10,643 |
|
Increase (Decrease) in Net Assets Derived from Capital Share Transactions |
|
|
(84,819 |
) |
|
|
(46,779 |
) |
|
|
192,153 |
|
|
|
11,170 |
|
Net Increase (Decrease) in Net Assets |
|
|
(77,567 |
) |
|
|
(34,362 |
) |
|
|
199,638 |
|
|
|
11,358 |
|
Net Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beginning of period |
|
|
368,583 |
|
|
|
402,945 |
|
|
|
11,358 |
|
|
|
— |
|
End of period |
|
$ |
291,016 |
|
|
$ |
368,583 |
|
|
$ |
210,996 |
|
|
$ |
11,358 |
|
(1) Commenced operations on June 30, 2023.
(2) See Note 7 in Notes to Financial Statements for additional information.
Amounts designated as “—” are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
| |
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
| |
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
|
|
2024 |
|
|
|
2023 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
$ |
29,708 |
|
|
$ |
65,399 |
|
|
$ |
22,323 |
|
|
$ |
45,447 |
|
|
$ |
10,876 |
|
|
$ |
25,451 |
|
|
$ |
10,947 |
|
|
$ |
20,974 |
|
| |
|
25,430 |
|
|
|
(113,649 |
) |
|
|
(19,136 |
) |
|
|
(23,369 |
) |
|
|
(6,831 |
) |
|
|
(42,391 |
) |
|
|
28,782 |
|
|
|
(10,868 |
) |
| |
|
111,303 |
|
|
|
106,191 |
|
|
|
54,372 |
|
|
|
33,553 |
|
|
|
15,962 |
|
|
|
29,107 |
|
|
|
(7,034 |
) |
|
|
16,299 |
|
| |
|
166,441 |
|
|
|
57,941 |
|
|
|
57,559 |
|
|
|
55,631 |
|
|
|
20,007 |
|
|
|
12,167 |
|
|
|
32,695 |
|
|
|
26,405 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(36,338 |
) |
|
|
(179,960 |
) |
|
|
(18,177 |
) |
|
|
(39,438 |
) |
|
|
(22,723 |
) |
|
|
(84,359 |
) |
|
|
(21,077 |
) |
|
|
(11,392 |
) |
| |
|
(2,250 |
) |
|
|
(10,363 |
) |
|
|
(4,709 |
) |
|
|
(9,773 |
) |
|
|
(1,270 |
) |
|
|
(4,142 |
) |
|
|
(1,083 |
) |
|
|
(616 |
) |
| |
|
(38,588 |
) |
|
|
(190,323 |
) |
|
|
(22,886 |
) |
|
|
(49,211 |
) |
|
|
(23,993 |
) |
|
|
(88,501 |
) |
|
|
(22,160 |
) |
|
|
(12,008 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
89,365 |
|
|
|
231,510 |
|
|
|
24,441 |
|
|
|
71,594 |
|
|
|
37,796 |
|
|
|
83,175 |
|
|
|
27,926 |
|
|
|
77,998 |
|
| |
|
32,886 |
|
|
|
162,704 |
|
|
|
15,379 |
|
|
|
33,770 |
|
|
|
20,689 |
|
|
|
76,463 |
|
|
|
16,281 |
|
|
|
8,961 |
|
| |
|
(719,034 |
) |
|
|
(371,773 |
) |
|
|
(163,945 |
) |
|
|
(146,576 |
) |
|
|
(112,801 |
) |
|
|
(221,183 |
) |
|
|
(90,228 |
) |
|
|
(174,917 |
) |
| |
|
(596,783 |
) |
|
|
22,441 |
|
|
|
(124,125 |
) |
|
|
(41,212 |
) |
|
|
(54,316 |
) |
|
|
(61,545 |
) |
|
|
(46,021 |
) |
|
|
(87,958 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
7,571 |
|
|
|
36,023 |
|
|
|
4,857 |
|
|
|
20,808 |
|
|
|
6,059 |
|
|
|
7,712 |
|
|
|
782 |
|
|
|
3,204 |
|
| |
|
2,165 |
|
|
|
10,041 |
|
|
|
4,611 |
|
|
|
9,191 |
|
|
|
1,224 |
|
|
|
4,022 |
|
|
|
1,031 |
|
|
|
590 |
|
| |
|
(22,014 |
) |
|
|
(87,982 |
) |
|
|
(15,455 |
) |
|
|
(41,539 |
) |
|
|
(3,456 |
) |
|
|
(12,289 |
) |
|
|
(5,577 |
) |
|
|
(7,469 |
) |
| |
|
(12,278 |
) |
|
|
(41,918 |
) |
|
|
(5,987 |
) |
|
|
(11,540 |
) |
|
|
3,827 |
|
|
|
(555 |
) |
|
|
(3,764 |
) |
|
|
(3,675 |
) |
| |
|
(609,061 |
) |
|
|
(19,477 |
) |
|
|
(130,112 |
) |
|
|
(52,752 |
) |
|
|
(50,489 |
) |
|
|
(62,100 |
) |
|
|
(49,785 |
) |
|
|
(91,633 |
) |
| |
|
(481,208 |
) |
|
|
(151,859 |
) |
|
|
(95,439 |
) |
|
|
(46,332 |
) |
|
|
(54,475 |
) |
|
|
(138,434 |
) |
|
|
(39,250 |
) |
|
|
(77,236 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
1,881,228 |
|
|
|
2,033,087 |
|
|
|
659,832 |
|
|
|
706,164 |
|
|
|
679,693 |
|
|
|
818,127 |
|
|
|
581,570 |
|
|
|
658,806 |
|
| |
$ |
1,400,020 |
|
|
$ |
1,881,228 |
|
|
$ |
564,393 |
|
|
$ |
659,832 |
|
|
$ |
625,218 |
|
|
$ |
679,693 |
|
|
$ |
542,320 |
|
|
$ |
581,570 |
|
SEI Institutional Managed Trust
CONSOLIDATED STATEMENT OF CASH FLOWS (Unaudited) ($ Thousands)
March 31, 2024
Multi-Asset Inflation Managed Fund |
Cash Flows Provided By Operating Activities: |
|
|
|
|
Net Increase in Net Assets Resulting from Operations |
|
$ |
20,007 |
|
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by Operating Activities: |
|
|
|
|
Purchase of Investment Securities |
|
|
(273,683 |
) |
Proceeds from Disposition of Investment Securities |
|
|
401,729 |
|
Proceeds from Securities Sold Short |
|
|
25,642 |
|
Purchases to Cover Securities Sold Short |
|
|
(48,618 |
) |
Amortization (Accretion of Market Discount) |
|
|
(6,312 |
) |
Net Realized (Gain) Loss on: |
|
|
|
|
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short |
|
|
6,831 |
|
Net Change in Unrealized (Appreciation) Depreciation on: |
|
|
|
|
Investments, Futures, Options, Swaps, Forward Contracts, Foreign Currency and Securities Sold Short |
|
|
(15,963 |
) |
Changes in Assets: |
|
|
|
|
Cash Collateral on Over The Counter Swaps |
|
|
11 |
|
Cash Collateral on Centrally Cleared Swaps |
|
|
630 |
|
Cash Collateral on Futures |
|
|
2,321 |
|
Receivable for Investment Securities Sold |
|
|
237 |
|
Dividends and Interest Receivable |
|
|
138 |
|
Receivable for Variation Margin on Futures |
|
|
(858 |
) |
Receivable for Variation Margin on Swaps |
|
|
(35 |
) |
Unrealized Loss on Forward Foreign Currency Contracts |
|
|
87 |
|
Due from Broker |
|
|
(607 |
) |
Prepaid expenses |
|
|
(3 |
) |
Changes in Liabilities: |
|
|
|
|
OTC Swap Contracts, at Value |
|
|
(19 |
) |
Options, Written at Value |
|
|
80 |
|
Payable for Investment Securities Purchased |
|
|
(370 |
) |
Trustee Fees Payable |
|
|
4 |
|
Administration Fees Payable |
|
|
(4 |
) |
Shareholder Servicing Fees Payable |
|
|
(10 |
) |
Payable for Variation Margin on Futures |
|
|
(1,510 |
) |
Payable for Variation Margin on Swaps |
|
|
(113 |
) |
Repurchase Agreements Payable |
|
|
674 |
|
Investment Advisory Fees Payable |
|
|
(12 |
) |
Accrued Expense Payable |
|
|
36 |
|
Net Cash Provided by Operating Activities |
|
|
110,310 |
|
Cash Flows Used In Financing Activities |
|
|
|
|
Reverse Repurchase Agreements |
|
|
(55,742 |
) |
Dividends and Distributions |
|
|
(23,993 |
) |
Reinvestment of Dividends and Distributions |
|
|
21,913 |
|
Proceeds from Shares Issued |
|
|
44,079 |
|
Cost of Shares Redeemed |
|
|
(116,064 |
) |
Net Cash Used In Financing Activities |
|
|
(129,807 |
) |
Net Change in Cash, Restricted Cash, and Foreign Currency |
|
|
(19,497 |
) |
Cash, Restricted Cash, and Foreign Currency at Beginning of Period |
|
$ |
108,236 |
|
Cash, Restricted Cash, and Foreign Currency at End of Period |
|
$ |
88,739 |
|
Supplemental Disclosure of Cash Flow Information
Interest paid |
|
$ |
13,112 |
|
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Large Cap Fund |
Class F |
2024 |
|
$ |
13.55 |
|
|
$ |
0.07 |
|
|
$ |
3.02 |
|
|
$ |
3.09 |
|
|
$ |
(0.07 |
) |
|
$ |
(0.83 |
) |
|
$ |
(0.90 |
) |
|
$ |
15.74 |
|
|
|
23.63 |
% |
|
$ |
1,647,599 |
|
|
|
0.89 |
% |
|
|
0.97 |
% |
|
|
0.93 |
% |
|
|
23 |
% |
2023 |
|
|
12.66 |
|
|
|
0.12 |
|
|
|
2.09 |
|
|
|
2.21 |
|
|
|
(0.09 |
) |
|
|
(1.23 |
) |
|
|
(1.32 |
) |
|
|
13.55 |
|
|
|
18.19 |
|
|
|
1,565,195 |
|
|
|
0.89 |
|
|
|
0.97 |
|
|
|
0.89 |
|
|
|
26 |
|
2022 |
|
|
17.51 |
|
|
|
0.12 |
|
|
|
(2.62 |
) |
|
|
(2.50 |
) |
|
|
(0.10 |
) |
|
|
(2.25 |
) |
|
|
(2.35 |
) |
|
|
12.66 |
|
|
|
(17.25 |
) |
|
|
1,519,963 |
|
|
|
0.89 |
|
|
|
0.95 |
|
|
|
0.75 |
|
|
|
39 |
|
2021 |
|
|
13.95 |
|
|
|
0.10 |
|
|
|
4.00 |
|
|
|
4.10 |
|
|
|
(0.12 |
) |
|
|
(0.42 |
) |
|
|
(0.54 |
) |
|
|
17.51 |
|
|
|
29.93 |
|
|
|
2,050,558 |
|
|
|
0.89 |
|
|
|
0.95 |
|
|
|
0.63 |
|
|
|
33 |
|
2020 |
|
|
13.94 |
|
|
|
0.16 |
|
|
|
0.89 |
|
|
|
1.05 |
|
|
|
(0.18 |
) |
|
|
(0.86 |
) |
|
|
(1.04 |
) |
|
|
13.95 |
|
|
|
7.67 |
|
|
|
1,944,209 |
|
|
|
0.89 |
|
|
|
0.96 |
|
|
|
1.16 |
|
|
|
63 |
|
2019 |
|
|
15.92 |
|
|
|
0.19 |
|
|
|
(0.22 |
) |
|
|
(0.03 |
) |
|
|
(0.18 |
) |
|
|
(1.77 |
) |
|
|
(1.95 |
) |
|
|
13.94 |
|
|
|
1.17 |
|
|
|
2,158,883 |
|
|
|
0.89 |
|
|
|
0.95 |
|
|
|
1.37 |
|
|
|
72 |
|
Class Y |
2024 |
|
$ |
13.57 |
|
|
$ |
0.08 |
|
|
$ |
3.03 |
|
|
$ |
3.11 |
|
|
$ |
(0.09 |
) |
|
$ |
(0.83 |
) |
|
$ |
(0.92 |
) |
|
$ |
15.76 |
|
|
|
23.75 |
% |
|
$ |
62,254 |
|
|
|
0.64 |
% |
|
|
0.72 |
% |
|
|
1.18 |
% |
|
|
23 |
% |
2023 |
|
|
12.66 |
|
|
|
0.15 |
|
|
|
2.11 |
|
|
|
2.26 |
|
|
|
(0.12 |
) |
|
|
(1.23 |
) |
|
|
(1.35 |
) |
|
|
13.57 |
|
|
|
18.59 |
|
|
|
52,696 |
|
|
|
0.64 |
|
|
|
0.72 |
|
|
|
1.14 |
|
|
|
26 |
|
2022 |
|
|
17.52 |
|
|
|
0.15 |
|
|
|
(2.62 |
) |
|
|
(2.47 |
) |
|
|
(0.14 |
) |
|
|
(2.25 |
) |
|
|
(2.39 |
) |
|
|
12.66 |
|
|
|
(17.08 |
) |
|
|
49,941 |
|
|
|
0.64 |
|
|
|
0.70 |
|
|
|
0.95 |
|
|
|
39 |
|
2021 |
|
|
13.95 |
|
|
|
0.15 |
|
|
|
4.00 |
|
|
|
4.15 |
|
|
|
(0.16 |
) |
|
|
(0.42 |
) |
|
|
(0.58 |
) |
|
|
17.52 |
|
|
|
30.33 |
|
|
|
109,909 |
|
|
|
0.64 |
|
|
|
0.70 |
|
|
|
0.88 |
|
|
|
33 |
|
2020 |
|
|
13.95 |
|
|
|
0.19 |
|
|
|
0.89 |
|
|
|
1.08 |
|
|
|
(0.22 |
) |
|
|
(0.86 |
) |
|
|
(1.08 |
) |
|
|
13.95 |
|
|
|
7.86 |
|
|
|
103,168 |
|
|
|
0.64 |
|
|
|
0.71 |
|
|
|
1.41 |
|
|
|
63 |
|
2019 |
|
|
15.93 |
|
|
|
0.22 |
|
|
|
(0.22 |
) |
|
|
— |
|
|
|
(0.21 |
) |
|
|
(1.77 |
) |
|
|
(1.98 |
) |
|
|
13.95 |
|
|
|
1.44 |
|
|
|
131,736 |
|
|
|
0.64 |
|
|
|
0.70 |
|
|
|
1.62 |
|
|
|
72 |
|
Large Cap Value Fund |
Class F |
2024 |
|
$ |
23.86 |
|
|
$ |
0.28 |
|
|
$ |
4.23 |
|
|
$ |
4.51 |
|
|
$ |
(0.16 |
) |
|
$ |
(1.27 |
) |
|
$ |
(1.43 |
) |
|
$ |
26.94 |
|
|
|
19.60 |
% |
|
$ |
1,268,862 |
|
|
|
0.89 |
% |
|
|
0.94 |
% |
|
|
2.27 |
% |
|
|
8 |
% |
2023 |
|
|
23.02 |
|
|
|
0.52 |
|
|
|
2.70 |
|
|
|
3.22 |
|
|
|
(0.61 |
) |
|
|
(1.77 |
) |
|
|
(2.38 |
) |
|
|
23.86 |
|
|
|
14.03 |
|
|
|
1,110,985 |
|
|
|
0.89 |
|
|
|
0.93 |
|
|
|
2.11 |
|
|
|
22 |
|
2022 |
|
|
27.27 |
|
|
|
0.49 |
|
|
|
(3.07 |
) |
|
|
(2.58 |
) |
|
|
(0.48 |
) |
|
|
(1.19 |
) |
|
|
(1.67 |
) |
|
|
23.02 |
|
|
|
(10.30 |
) |
|
|
1,068,126 |
|
|
|
0.89 |
|
|
|
0.93 |
|
|
|
1.81 |
|
|
|
24 |
|
2021 |
|
|
20.11 |
|
|
|
0.46 |
|
|
|
7.16 |
|
|
|
7.62 |
|
|
|
(0.46 |
) |
|
|
— |
|
|
|
(0.46 |
) |
|
|
27.27 |
|
|
|
38.21 |
|
|
|
1,322,518 |
|
|
|
0.89 |
|
|
|
0.93 |
|
|
|
1.80 |
|
|
|
29 |
|
2020 |
|
|
23.25 |
|
|
|
0.45 |
|
|
|
(2.70 |
) |
|
|
(2.25 |
) |
|
|
(0.46 |
) |
|
|
(0.43 |
) |
|
|
(0.89 |
) |
|
|
20.11 |
|
|
|
(9.96 |
) |
|
|
1,097,338 |
|
|
|
0.89 |
|
|
|
0.93 |
|
|
|
2.15 |
|
|
|
65 |
|
2019 |
|
|
26.21 |
|
|
|
0.50 |
|
|
|
(0.92 |
) |
|
|
(0.42 |
) |
|
|
(0.48 |
) |
|
|
(2.06 |
) |
|
|
(2.54 |
) |
|
|
23.25 |
|
|
|
(0.91 |
) |
|
|
1,190,700 |
|
|
|
0.89 |
|
|
|
0.93 |
|
|
|
2.17 |
|
|
|
52 |
|
Class I |
2024 |
|
$ |
23.90 |
|
|
$ |
0.25 |
|
|
$ |
4.25 |
|
|
$ |
4.50 |
|
|
$ |
(0.14 |
) |
|
$ |
(1.27 |
) |
|
$ |
(1.41 |
) |
|
$ |
26.99 |
|
|
|
19.48 |
% |
|
$ |
1,560 |
|
|
|
1.11 |
% |
|
|
1.19 |
% |
|
|
2.06 |
% |
|
|
8 |
% |
2023 |
|
|
23.05 |
|
|
|
0.46 |
|
|
|
2.72 |
|
|
|
3.18 |
|
|
|
(0.56 |
) |
|
|
(1.77 |
) |
|
|
(2.33 |
) |
|
|
23.90 |
|
|
|
13.79 |
|
|
|
1,323 |
|
|
|
1.11 |
|
|
|
1.18 |
|
|
|
1.87 |
|
|
|
22 |
|
2022 |
|
|
27.30 |
|
|
|
0.43 |
|
|
|
(3.07 |
) |
|
|
(2.64 |
) |
|
|
(0.42 |
) |
|
|
(1.19 |
) |
|
|
(1.61 |
) |
|
|
23.05 |
|
|
|
(10.52 |
) |
|
|
2,111 |
|
|
|
1.11 |
|
|
|
1.18 |
|
|
|
1.57 |
|
|
|
24 |
|
2021 |
|
|
20.13 |
|
|
|
0.40 |
|
|
|
7.18 |
|
|
|
7.58 |
|
|
|
(0.41 |
) |
|
|
— |
|
|
|
(0.41 |
) |
|
|
27.30 |
|
|
|
37.93 |
|
|
|
3,060 |
|
|
|
1.11 |
|
|
|
1.18 |
|
|
|
1.58 |
|
|
|
29 |
|
2020 |
|
|
23.27 |
|
|
|
0.41 |
|
|
|
(2.71 |
) |
|
|
(2.30 |
) |
|
|
(0.41 |
) |
|
|
(0.43 |
) |
|
|
(0.84 |
) |
|
|
20.13 |
|
|
|
(10.17 |
) |
|
|
2,454 |
|
|
|
1.11 |
|
|
|
1.18 |
|
|
|
1.93 |
|
|
|
65 |
|
2019 |
|
|
26.23 |
|
|
|
0.45 |
|
|
|
(0.93 |
) |
|
|
(0.48 |
) |
|
|
(0.42 |
) |
|
|
(2.06 |
) |
|
|
(2.48 |
) |
|
|
23.27 |
|
|
|
(1.14 |
) |
|
|
3,042 |
|
|
|
1.11 |
|
|
|
1.18 |
|
|
|
1.95 |
|
|
|
52 |
|
Class Y |
2024 |
|
$ |
23.86 |
|
|
$ |
0.31 |
|
|
$ |
4.22 |
|
|
$ |
4.53 |
|
|
$ |
(0.19 |
) |
|
$ |
(1.27 |
) |
|
$ |
(1.46 |
) |
|
$ |
26.93 |
|
|
|
19.71 |
% |
|
$ |
120,321 |
|
|
|
0.64 |
% |
|
|
0.68 |
% |
|
|
2.51 |
% |
|
|
8 |
% |
2023 |
|
|
23.02 |
|
|
|
0.58 |
|
|
|
2.70 |
|
|
|
3.28 |
|
|
|
(0.67 |
) |
|
|
(1.77 |
) |
|
|
(2.44 |
) |
|
|
23.86 |
|
|
|
14.32 |
|
|
|
124,219 |
|
|
|
0.64 |
|
|
|
0.68 |
|
|
|
2.35 |
|
|
|
22 |
|
2022 |
|
|
27.27 |
|
|
|
0.56 |
|
|
|
(3.07 |
) |
|
|
(2.51 |
) |
|
|
(0.55 |
) |
|
|
(1.19 |
) |
|
|
(1.74 |
) |
|
|
23.02 |
|
|
|
(10.06 |
) |
|
|
174,123 |
|
|
|
0.64 |
|
|
|
0.68 |
|
|
|
2.06 |
|
|
|
24 |
|
2021 |
|
|
20.11 |
|
|
|
0.52 |
|
|
|
7.16 |
|
|
|
7.68 |
|
|
|
(0.52 |
) |
|
|
— |
|
|
|
(0.52 |
) |
|
|
27.27 |
|
|
|
38.55 |
|
|
|
203,964 |
|
|
|
0.64 |
|
|
|
0.68 |
|
|
|
2.05 |
|
|
|
29 |
|
2020 |
|
|
23.26 |
|
|
|
0.51 |
|
|
|
(2.71 |
) |
|
|
(2.20 |
) |
|
|
(0.52 |
) |
|
|
(0.43 |
) |
|
|
(0.95 |
) |
|
|
20.11 |
|
|
|
(9.76 |
) |
|
|
148,423 |
|
|
|
0.64 |
|
|
|
0.68 |
|
|
|
2.40 |
|
|
|
65 |
|
2019 |
|
|
26.21 |
|
|
|
0.55 |
|
|
|
(0.91 |
) |
|
|
(0.36 |
) |
|
|
(0.53 |
) |
|
|
(2.06 |
) |
|
|
(2.59 |
) |
|
|
23.26 |
|
|
|
(0.62 |
) |
|
|
150,772 |
|
|
|
0.64 |
|
|
|
0.69 |
|
|
|
2.41 |
|
|
|
52 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Large Cap Growth Fund |
Class F |
2024 |
|
$ |
40.64 |
|
|
$ |
0.03 |
|
|
$ |
10.60 |
|
|
$ |
10.63 |
|
|
$ |
— |
|
|
$ |
(6.66 |
) |
|
$ |
(6.66 |
) |
|
$ |
44.61 |
|
|
|
28.51 |
% |
|
$ |
1,331,902 |
|
|
|
0.89 |
% |
|
|
0.98 |
% |
|
|
0.15 |
% |
|
|
34 |
% |
2023 |
|
|
34.86 |
|
|
|
0.04 |
|
|
|
8.46 |
|
|
|
8.50 |
|
|
|
(0.04 |
) |
|
|
(2.68 |
) |
|
|
(2.72 |
) |
|
|
40.64 |
|
|
|
25.88 |
|
|
|
1,190,786 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.11 |
|
|
|
67 |
|
2022 |
|
|
51.97 |
|
|
|
(0.02 |
) |
|
|
(10.34 |
) |
|
|
(10.36 |
) |
|
|
(0.01 |
) |
|
|
(6.74 |
) |
|
|
(6.75 |
) |
|
|
34.86 |
|
|
|
(23.91 |
) |
|
|
1,110,117 |
|
|
|
0.89 |
|
|
|
0.97 |
|
|
|
(0.04 |
) |
|
|
61 |
|
2021 |
|
|
45.29 |
|
|
|
(0.13 |
) |
|
|
11.07 |
|
|
|
10.94 |
|
|
|
(0.03 |
) |
|
|
(4.23 |
) |
|
|
(4.26 |
) |
|
|
51.97 |
|
|
|
25.80 |
|
|
|
1,515,191 |
|
|
|
0.89 |
|
|
|
0.97 |
|
|
|
(0.26 |
) |
|
|
42 |
|
2020 |
|
|
35.79 |
|
|
|
0.04 |
|
|
|
11.63 |
|
|
|
11.67 |
|
|
|
(0.08 |
) |
|
|
(2.09 |
) |
|
|
(2.17 |
) |
|
|
45.29 |
|
|
|
34.07 |
|
|
|
1,395,858 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.11 |
|
|
|
58 |
|
2019 |
|
|
39.89 |
|
|
|
0.13 |
|
|
|
0.22 |
|
|
|
0.35 |
|
|
|
(0.12 |
) |
|
|
(4.33 |
) |
|
|
(4.45 |
) |
|
|
35.79 |
|
|
|
2.43 |
|
|
|
1,314,152 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.36 |
|
|
|
88 |
|
Class I |
2024 |
|
$ |
38.86 |
|
|
$ |
(0.01 |
) |
|
$ |
10.07 |
|
|
$ |
10.06 |
|
|
$ |
— |
|
|
$ |
(6.66 |
) |
|
$ |
(6.66 |
) |
|
$ |
42.26 |
|
|
|
28.33 |
% |
|
$ |
2,419 |
|
|
|
1.11 |
% |
|
|
1.24 |
% |
|
|
(0.07 |
)% |
|
|
34 |
% |
2023 |
|
|
33.49 |
|
|
|
(0.04 |
) |
|
|
8.10 |
|
|
|
8.06 |
|
|
|
(0.01 |
) |
|
|
(2.68 |
) |
|
|
(2.69 |
) |
|
|
38.86 |
|
|
|
25.61 |
|
|
|
1,913 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.10 |
) |
|
|
67 |
|
2022 |
|
|
50.26 |
|
|
|
(0.13 |
) |
|
|
(9.90 |
) |
|
|
(10.03 |
) |
|
|
— |
|
|
|
(6.74 |
) |
|
|
(6.74 |
) |
|
|
33.49 |
|
|
|
(24.08 |
) |
|
|
2,094 |
|
|
|
1.11 |
|
|
|
1.22 |
|
|
|
(0.30 |
) |
|
|
61 |
|
2021 |
|
|
43.99 |
|
|
|
(0.23 |
) |
|
|
10.73 |
|
|
|
10.50 |
|
|
|
— |
|
|
|
(4.23 |
) |
|
|
(4.23 |
) |
|
|
50.26 |
|
|
|
25.53 |
|
|
|
4,178 |
|
|
|
1.11 |
|
|
|
1.22 |
|
|
|
(0.49 |
) |
|
|
42 |
|
2020 |
|
|
34.86 |
|
|
|
(0.04 |
) |
|
|
11.30 |
|
|
|
11.26 |
|
|
|
(0.04 |
) |
|
|
(2.09 |
) |
|
|
(2.13 |
) |
|
|
43.99 |
|
|
|
33.75 |
|
|
|
3,239 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.12 |
) |
|
|
58 |
|
2019 |
|
|
38.96 |
|
|
|
0.05 |
|
|
|
0.21 |
|
|
|
0.26 |
|
|
|
(0.03 |
) |
|
|
(4.33 |
) |
|
|
(4.36 |
) |
|
|
34.86 |
|
|
|
2.22 |
|
|
|
2,643 |
|
|
|
1.11 |
|
|
|
1.16 |
|
|
|
0.14 |
|
|
|
88 |
|
Class Y |
2024 |
|
$ |
40.91 |
|
|
$ |
0.09 |
|
|
$ |
10.67 |
|
|
$ |
10.76 |
|
|
$ |
— |
|
|
$ |
(6.66 |
) |
|
$ |
(6.66 |
) |
|
$ |
45.01 |
|
|
|
28.65 |
% |
|
$ |
136,997 |
|
|
|
0.64 |
% |
|
|
0.73 |
% |
|
|
0.40 |
% |
|
|
34 |
% |
2023 |
|
|
35.03 |
|
|
|
0.14 |
|
|
|
8.50 |
|
|
|
8.64 |
|
|
|
(0.08 |
) |
|
|
(2.68 |
) |
|
|
(2.76 |
) |
|
|
40.91 |
|
|
|
26.22 |
|
|
|
143,901 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
0.37 |
|
|
|
67 |
|
2022 |
|
|
52.11 |
|
|
|
0.10 |
|
|
|
(10.41 |
) |
|
|
(10.31 |
) |
|
|
(0.03 |
) |
|
|
(6.74 |
) |
|
|
(6.77 |
) |
|
|
35.03 |
|
|
|
(23.73 |
) |
|
|
187,533 |
|
|
|
0.64 |
|
|
|
0.72 |
|
|
|
0.22 |
|
|
|
61 |
|
2021 |
|
|
45.35 |
|
|
|
(0.01 |
) |
|
|
11.08 |
|
|
|
11.07 |
|
|
|
(0.08 |
) |
|
|
(4.23 |
) |
|
|
(4.31 |
) |
|
|
52.11 |
|
|
|
26.10 |
|
|
|
223,901 |
|
|
|
0.64 |
|
|
|
0.72 |
|
|
|
(0.02 |
) |
|
|
42 |
|
2020 |
|
|
35.84 |
|
|
|
0.14 |
|
|
|
11.63 |
|
|
|
11.77 |
|
|
|
(0.17 |
) |
|
|
(2.09 |
) |
|
|
(2.26 |
) |
|
|
45.35 |
|
|
|
34.39 |
|
|
|
170,883 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
0.36 |
|
|
|
58 |
|
2019 |
|
|
39.96 |
|
|
|
0.21 |
|
|
|
0.24 |
|
|
|
0.45 |
|
|
|
(0.24 |
) |
|
|
(4.33 |
) |
|
|
(4.57 |
) |
|
|
35.84 |
|
|
|
2.70 |
|
|
|
157,270 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
0.60 |
|
|
|
88 |
|
Large Cap Index Fund |
Class F |
2024 |
|
$ |
15.02 |
|
|
$ |
0.11 |
|
|
$ |
3.37 |
|
|
$ |
3.48 |
|
|
$ |
(0.11 |
) |
|
$ |
— |
|
|
$ |
(0.11 |
) |
|
$ |
18.39 |
|
|
|
23.30 |
% |
|
$ |
1,146,360 |
|
|
|
0.25 |
% |
|
|
0.64 |
% |
|
|
1.38 |
% |
|
|
2 |
% |
2023 |
|
|
12.60 |
|
|
|
0.20 |
|
|
|
2.42 |
|
|
|
2.62 |
|
|
|
(0.20 |
) |
|
|
— |
|
|
|
(0.20 |
) |
|
|
15.02 |
|
|
|
20.90 |
|
|
|
1,009,373 |
|
|
|
0.25 |
|
|
|
0.63 |
|
|
|
1.38 |
|
|
|
7 |
|
2022 |
|
|
15.47 |
|
|
|
0.18 |
|
|
|
(2.82 |
) |
|
|
(2.64 |
) |
|
|
(0.18 |
) |
|
|
(0.05 |
) |
|
|
(0.23 |
) |
|
|
12.60 |
|
|
|
(17.38 |
) |
|
|
901,688 |
|
|
|
0.25 |
|
|
|
0.64 |
|
|
|
1.20 |
|
|
|
13 |
|
2021 |
|
|
11.98 |
|
|
|
0.17 |
|
|
|
3.48 |
|
|
|
3.65 |
|
|
|
(0.16 |
) |
|
|
— |
|
|
|
(0.16 |
) |
|
|
15.47 |
|
|
|
30.64 |
|
|
|
1,090,118 |
|
|
|
0.25 |
|
|
|
0.64 |
|
|
|
1.18 |
|
|
|
9 |
|
2020 |
|
|
10.54 |
|
|
|
0.17 |
|
|
|
1.46 |
|
|
|
1.63 |
|
|
|
(0.17 |
) |
|
|
(0.02 |
) |
|
|
(0.19 |
) |
|
|
11.98 |
|
|
|
15.67 |
|
|
|
706,457 |
|
|
|
0.25 |
|
|
|
0.64 |
|
|
|
1.52 |
|
|
|
8 |
|
2019 |
|
|
10.37 |
|
|
|
0.18 |
|
|
|
0.18 |
|
|
|
0.36 |
|
|
|
(0.17 |
) |
|
|
(0.02 |
) |
|
|
(0.19 |
) |
|
|
10.54 |
|
|
|
3.61 |
|
|
|
455,657 |
|
|
|
0.25 |
|
|
|
0.65 |
|
|
|
1.81 |
|
|
|
6 |
|
Tax-Managed Large Cap Fund |
Class F |
2024 |
|
$ |
31.64 |
|
|
$ |
0.16 |
|
|
$ |
6.39 |
|
|
$ |
6.55 |
|
|
$ |
(0.16 |
) |
|
$ |
(1.39 |
) |
|
$ |
(1.55 |
) |
|
$ |
36.64 |
|
|
|
21.24 |
% |
|
$ |
3,705,093 |
|
|
|
0.89 |
% |
|
|
0.91 |
% |
|
|
0.96 |
% |
|
|
6 |
% |
2023 |
|
|
28.50 |
|
|
|
0.31 |
|
|
|
4.84 |
|
|
|
5.15 |
|
|
|
(0.32 |
) |
|
|
(1.69 |
) |
|
|
(2.01 |
) |
|
|
31.64 |
|
|
|
18.44 |
|
|
|
3,266,630 |
|
|
|
0.89 |
|
|
|
0.90 |
|
|
|
0.98 |
|
|
|
15 |
|
2022 |
|
|
35.12 |
|
|
|
0.31 |
|
|
|
(5.11 |
) |
|
|
(4.80 |
) |
|
|
(0.29 |
) |
|
|
(1.53 |
) |
|
|
(1.82 |
) |
|
|
28.50 |
|
|
|
(14.72 |
) |
|
|
3,182,189 |
|
|
|
0.89 |
|
|
|
0.89 |
|
|
|
0.91 |
|
|
|
22 |
|
2021 |
|
|
27.26 |
|
|
|
0.29 |
|
|
|
8.28 |
|
|
|
8.57 |
|
|
|
(0.30 |
) |
|
|
(0.41 |
) |
|
|
(0.71 |
) |
|
|
35.12 |
|
|
|
31.84 |
|
|
|
4,061,063 |
|
|
|
0.89 |
|
|
|
0.89 |
|
|
|
0.90 |
|
|
|
14 |
|
2020 |
|
|
27.53 |
|
|
|
0.31 |
|
|
|
1.80 |
|
|
|
2.11 |
|
|
|
(0.34 |
) |
|
|
(2.04 |
) |
|
|
(2.38 |
) |
|
|
27.26 |
|
|
|
7.84 |
|
|
|
3,368,577 |
|
|
|
0.89 |
|
|
|
0.91 |
|
|
|
1.19 |
|
|
|
40 |
|
2019 |
|
|
27.66 |
|
|
|
0.31 |
|
|
|
0.04 |
|
|
|
0.35 |
|
|
|
(0.30 |
) |
|
|
(0.18 |
) |
|
|
(0.48 |
) |
|
|
27.53 |
|
|
|
1.42 |
|
|
|
3,543,245 |
|
|
|
0.89 |
|
|
|
0.91 |
|
|
|
1.20 |
|
|
|
54 |
|
Class Y |
2024 |
|
$ |
31.65 |
|
|
$ |
0.20 |
|
|
$ |
6.39 |
|
|
$ |
6.59 |
|
|
$ |
(0.20 |
) |
|
$ |
(1.39 |
) |
|
$ |
(1.59 |
) |
|
$ |
36.65 |
|
|
|
21.39 |
% |
|
$ |
585,214 |
|
|
|
0.64 |
% |
|
|
0.66 |
% |
|
|
1.21 |
% |
|
|
6 |
% |
2023 |
|
|
28.52 |
|
|
|
0.39 |
|
|
|
4.83 |
|
|
|
5.22 |
|
|
|
(0.40 |
) |
|
|
(1.69 |
) |
|
|
(2.09 |
) |
|
|
31.65 |
|
|
|
18.69 |
|
|
|
521,526 |
|
|
|
0.64 |
|
|
|
0.65 |
|
|
|
1.23 |
|
|
|
15 |
|
2022 |
|
|
35.14 |
|
|
|
0.40 |
|
|
|
(5.11 |
) |
|
|
(4.71 |
) |
|
|
(0.38 |
) |
|
|
(1.53 |
) |
|
|
(1.91 |
) |
|
|
28.52 |
|
|
|
(14.49 |
) |
|
|
428,109 |
|
|
|
0.64 |
|
|
|
0.64 |
|
|
|
1.16 |
|
|
|
22 |
|
2021 |
|
|
27.27 |
|
|
|
0.37 |
|
|
|
8.28 |
|
|
|
8.65 |
|
|
|
(0.37 |
) |
|
|
(0.41 |
) |
|
|
(0.78 |
) |
|
|
35.14 |
|
|
|
32.18 |
|
|
|
516,304 |
|
|
|
0.64 |
|
|
|
0.64 |
|
|
|
1.14 |
|
|
|
14 |
|
2020 |
|
|
27.54 |
|
|
|
0.38 |
|
|
|
1.80 |
|
|
|
2.18 |
|
|
|
(0.41 |
) |
|
|
(2.04 |
) |
|
|
(2.45 |
) |
|
|
27.27 |
|
|
|
8.11 |
|
|
|
408,792 |
|
|
|
0.64 |
|
|
|
0.66 |
|
|
|
1.44 |
|
|
|
40 |
|
2019 |
|
|
27.67 |
|
|
|
0.38 |
|
|
|
0.04 |
|
|
|
0.42 |
|
|
|
(0.37 |
) |
|
|
(0.18 |
) |
|
|
(0.55 |
) |
|
|
27.54 |
|
|
|
1.67 |
|
|
|
447,895 |
|
|
|
0.64 |
|
|
|
0.66 |
|
|
|
1.46 |
|
|
|
54 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
S&P 500 Index Fund |
Class F |
2024 |
|
$ |
79.28 |
|
|
$ |
0.60 |
|
|
$ |
17.45 |
|
|
$ |
18.05 |
|
|
$ |
(0.58 |
) |
|
$ |
(2.73 |
) |
|
$ |
(3.31 |
) |
|
$ |
94.02 |
|
|
|
23.30 |
% |
|
$ |
1,021,292 |
|
|
|
0.25 |
% |
|
|
0.54 |
% |
|
|
1.40 |
% |
|
|
1 |
% |
2023 |
|
|
72.34 |
|
|
|
1.09 |
|
|
|
13.50 |
|
|
|
14.59 |
|
|
|
(1.09 |
) |
|
|
(6.56 |
) |
|
|
(7.65 |
) |
|
|
79.28 |
|
|
|
21.31 |
|
|
|
860,788 |
|
|
|
0.25 |
|
|
|
0.54 |
|
|
|
1.41 |
|
|
|
5 |
|
2022 |
|
|
92.42 |
|
|
|
1.08 |
|
|
|
(13.98 |
) |
|
|
(12.90 |
) |
|
|
(1.04 |
) |
|
|
(6.14 |
) |
|
|
(7.18 |
) |
|
|
72.34 |
|
|
|
(15.68 |
) |
|
|
740,552 |
|
|
|
0.25 |
|
|
|
0.54 |
|
|
|
1.23 |
|
|
|
3 |
|
2021 |
|
|
75.64 |
|
|
|
1.04 |
|
|
|
20.61 |
|
|
|
21.65 |
|
|
|
(1.04 |
) |
|
|
(3.83 |
) |
|
|
(4.87 |
) |
|
|
92.42 |
|
|
|
29.73 |
|
|
|
981,074 |
|
|
|
0.25 |
|
|
|
0.54 |
|
|
|
1.20 |
|
|
|
5 |
|
2020 |
|
|
69.00 |
|
|
|
1.15 |
|
|
|
8.74 |
|
|
|
9.89 |
|
|
|
(1.20 |
) |
|
|
(2.05 |
) |
|
|
(3.25 |
) |
|
|
75.64 |
|
|
|
14.82 |
(2) |
|
|
844,753 |
|
|
|
0.25 |
|
|
|
0.54 |
|
|
|
1.64 |
|
|
|
19 |
|
2019 |
|
|
68.94 |
|
|
|
1.24 |
|
|
|
1.29 |
|
|
|
2.53 |
|
|
|
(1.23 |
) |
|
|
(1.24 |
) |
|
|
(2.47 |
) |
|
|
69.00 |
|
|
|
4.07 |
|
|
|
826,946 |
|
|
|
0.25 |
|
|
|
0.54 |
|
|
|
1.90 |
|
|
|
11 |
|
Class I |
2024 |
|
$ |
79.90 |
|
|
$ |
0.43 |
|
|
$ |
17.61 |
|
|
$ |
18.04 |
|
|
$ |
(0.42 |
) |
|
$ |
(2.73 |
) |
|
$ |
(3.15 |
) |
|
$ |
94.79 |
|
|
|
23.06 |
% |
|
$ |
6,714 |
|
|
|
0.65 |
% |
|
|
0.79 |
% |
|
|
1.00 |
% |
|
|
1 |
% |
2023 |
|
|
72.85 |
|
|
|
0.79 |
|
|
|
13.61 |
|
|
|
14.40 |
|
|
|
(0.79 |
) |
|
|
(6.56 |
) |
|
|
(7.35 |
) |
|
|
79.90 |
|
|
|
20.83 |
|
|
|
5,217 |
|
|
|
0.65 |
|
|
|
0.79 |
|
|
|
1.01 |
|
|
|
5 |
|
2022 |
|
|
93.01 |
|
|
|
0.73 |
|
|
|
(14.09 |
) |
|
|
(13.36 |
) |
|
|
(0.66 |
) |
|
|
(6.14 |
) |
|
|
(6.80 |
) |
|
|
72.85 |
|
|
|
(16.02 |
) |
|
|
4,815 |
|
|
|
0.65 |
|
|
|
0.79 |
|
|
|
0.83 |
|
|
|
3 |
|
2021 |
|
|
76.11 |
|
|
|
0.69 |
|
|
|
20.75 |
|
|
|
21.44 |
|
|
|
(0.71 |
) |
|
|
(3.83 |
) |
|
|
(4.54 |
) |
|
|
93.01 |
|
|
|
29.21 |
|
|
|
6,913 |
|
|
|
0.65 |
|
|
|
0.79 |
|
|
|
0.80 |
|
|
|
5 |
|
2020 |
|
|
69.39 |
|
|
|
0.87 |
|
|
|
8.82 |
|
|
|
9.69 |
|
|
|
(0.92 |
) |
|
|
(2.05 |
) |
|
|
(2.97 |
) |
|
|
76.11 |
|
|
|
14.37 |
(2) |
|
|
5,331 |
|
|
|
0.65 |
|
|
|
0.79 |
|
|
|
1.23 |
|
|
|
19 |
|
2019 |
|
|
69.31 |
|
|
|
0.98 |
|
|
|
1.30 |
|
|
|
2.28 |
|
|
|
(0.96 |
) |
|
|
(1.24 |
) |
|
|
(2.20 |
) |
|
|
69.39 |
|
|
|
3.66 |
|
|
|
5,322 |
|
|
|
0.65 |
|
|
|
0.79 |
|
|
|
1.49 |
|
|
|
11 |
|
Small Cap Fund |
Class F |
2024 |
|
$ |
11.90 |
|
|
$ |
0.03 |
|
|
$ |
2.29 |
|
|
$ |
2.32 |
|
|
$ |
(0.03 |
) |
|
$ |
(0.43 |
) |
|
$ |
(0.46 |
) |
|
$ |
13.76 |
|
|
|
19.86 |
% |
|
$ |
586,597 |
|
|
|
1.14 |
% |
|
|
1.24 |
% |
|
|
0.53 |
% |
|
|
58 |
% |
2023 |
|
|
10.83 |
|
|
|
0.04 |
|
|
|
1.14 |
|
|
|
1.18 |
|
|
|
(0.04 |
) |
|
|
(0.07 |
) |
|
|
(0.11 |
) |
|
|
11.90 |
|
|
|
10.86 |
|
|
|
495,148 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.29 |
|
|
|
106 |
|
2022 |
|
|
16.29 |
|
|
|
0.04 |
|
|
|
(2.34 |
) |
|
|
(2.30 |
) |
|
|
(0.01 |
) |
|
|
(3.15 |
) |
|
|
(3.16 |
) |
|
|
10.83 |
|
|
|
(17.98 |
) |
|
|
493,393 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.28 |
|
|
|
111 |
|
2021 |
|
|
10.74 |
|
|
|
0.01 |
|
|
|
5.56 |
|
|
|
5.57 |
|
|
|
(0.02 |
) |
|
|
— |
|
|
|
(0.02 |
) |
|
|
16.29 |
|
|
|
51.86 |
|
|
|
653,372 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.09 |
|
|
|
139 |
|
2020 |
|
|
11.05 |
|
|
|
0.02 |
|
|
|
(0.31 |
) |
|
|
(0.29 |
) |
|
|
(0.02 |
)(3) |
|
|
— |
|
|
|
(0.02 |
) |
|
|
10.74 |
|
|
|
(2.60 |
) |
|
|
503,795 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.16 |
|
|
|
149 |
|
2019 |
|
|
14.28 |
|
|
|
0.01 |
|
|
|
(1.67 |
) |
|
|
(1.66 |
) |
|
|
(0.01 |
) |
|
|
(1.56 |
) |
|
|
(1.57 |
) |
|
|
11.05 |
|
|
|
(10.85 |
) |
|
|
554,260 |
|
|
|
1.14 |
|
|
|
1.24 |
|
|
|
0.11 |
|
|
|
116 |
|
Class Y |
2024 |
|
$ |
12.06 |
|
|
$ |
0.05 |
|
|
$ |
2.31 |
|
|
$ |
2.36 |
|
|
$ |
(0.04 |
) |
|
$ |
(0.43 |
) |
|
$ |
(0.47 |
) |
|
$ |
13.95 |
|
|
|
20.00 |
% |
|
$ |
29,136 |
|
|
|
0.89 |
% |
|
|
0.99 |
% |
|
|
0.79 |
% |
|
|
58 |
% |
2023 |
|
|
10.97 |
|
|
|
0.07 |
|
|
|
1.16 |
|
|
|
1.23 |
|
|
|
(0.07 |
) |
|
|
(0.07 |
) |
|
|
(0.14 |
) |
|
|
12.06 |
|
|
|
11.18 |
|
|
|
24,180 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.54 |
|
|
|
106 |
|
2022 |
|
|
16.46 |
|
|
|
0.07 |
|
|
|
(2.36 |
) |
|
|
(2.29 |
) |
|
|
(0.05 |
) |
|
|
(3.15 |
) |
|
|
(3.20 |
) |
|
|
10.97 |
|
|
|
(17.78 |
) |
|
|
21,121 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.52 |
|
|
|
111 |
|
2021 |
|
|
10.85 |
|
|
|
0.05 |
|
|
|
5.60 |
|
|
|
5.65 |
|
|
|
(0.04 |
) |
|
|
— |
|
|
|
(0.04 |
) |
|
|
16.46 |
|
|
|
52.15 |
|
|
|
28,977 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.34 |
|
|
|
139 |
|
2020 |
|
|
11.15 |
|
|
|
0.04 |
|
|
|
(0.29 |
) |
|
|
(0.25 |
) |
|
|
(0.05 |
)(3) |
|
|
— |
|
|
|
(0.05 |
) |
|
|
10.85 |
|
|
|
(2.23 |
) |
|
|
25,727 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.41 |
|
|
|
149 |
|
2019 |
|
|
14.38 |
|
|
|
0.04 |
|
|
|
(1.69 |
) |
|
|
(1.65 |
) |
|
|
(0.02 |
) |
|
|
(1.56 |
) |
|
|
(1.58 |
) |
|
|
11.15 |
|
|
|
(10.66 |
) |
|
|
33,128 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
0.36 |
|
|
|
116 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
(2) |
Includes contribution from SIMC. Without the cash contribution, the Fund's return for Class F and Class I would have been 14.78% and 14.33%, respectively (See Note 6 in the Notes to Financial Statements). |
(3) |
Includes return of capital less than $0.005 per share. |
Amounts designated as “—“ are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Small Cap Value Fund |
Class F |
2024 |
|
$ |
22.34 |
|
|
$ |
0.16 |
|
|
$ |
4.20 |
|
|
$ |
4.36 |
|
|
$ |
(0.16 |
) |
|
$ |
(0.45 |
) |
|
$ |
(0.61 |
) |
|
$ |
26.09 |
|
|
|
19.77 |
% |
|
$ |
326,951 |
|
|
|
1.14 |
% |
|
|
1.24 |
% |
|
|
1.34 |
% |
|
|
21 |
% |
2023 |
|
|
20.77 |
|
|
|
0.28 |
|
|
|
2.60 |
|
|
|
2.88 |
|
|
|
(0.28 |
) |
|
|
(1.03 |
) |
|
|
(1.31 |
) |
|
|
22.34 |
|
|
|
13.98 |
|
|
|
295,920 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
1.24 |
|
|
|
39 |
|
2022 |
|
|
27.04 |
|
|
|
0.21 |
|
|
|
(4.29 |
) |
|
|
(4.08 |
) |
|
|
(0.18 |
) |
|
|
(2.01 |
) |
|
|
(2.19 |
) |
|
|
20.77 |
|
|
|
(16.59 |
) |
|
|
289,279 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.82 |
|
|
|
42 |
|
2021 |
|
|
17.07 |
|
|
|
0.14 |
|
|
|
9.98 |
|
|
|
10.12 |
|
|
|
(0.15 |
) |
|
|
— |
|
|
|
(0.15 |
) |
|
|
27.04 |
|
|
|
59.43 |
|
|
|
364,946 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.56 |
|
|
|
80 |
|
2020 |
|
|
20.60 |
|
|
|
0.17 |
|
|
|
(3.46 |
) |
|
|
(3.29 |
) |
|
|
(0.24 |
) |
|
|
— |
|
|
|
(0.24 |
) |
|
|
17.07 |
|
|
|
(16.03 |
) |
|
|
250,718 |
|
|
|
1.14 |
|
|
|
1.24 |
|
|
|
0.91 |
|
|
|
65 |
|
2019 |
|
|
25.54 |
|
|
|
0.27 |
|
|
|
(2.86 |
) |
|
|
(2.59 |
) |
|
|
(0.25 |
) |
|
|
(2.10 |
) |
|
|
(2.35 |
) |
|
|
20.60 |
|
|
|
(9.62 |
) |
|
|
274,660 |
|
|
|
1.14 |
|
|
|
1.24 |
|
|
|
1.30 |
|
|
|
74 |
|
Class I |
2024 |
|
$ |
22.09 |
|
|
$ |
0.13 |
|
|
$ |
4.16 |
|
|
$ |
4.29 |
|
|
$ |
(0.14 |
) |
|
$ |
(0.45 |
) |
|
$ |
(0.59 |
) |
|
$ |
25.79 |
|
|
|
19.64 |
% |
|
$ |
493 |
|
|
|
1.36 |
% |
|
|
1.49 |
% |
|
|
1.14 |
% |
|
|
21 |
% |
2023 |
|
|
20.55 |
|
|
|
0.23 |
|
|
|
2.56 |
|
|
|
2.79 |
|
|
|
(0.22 |
) |
|
|
(1.03 |
) |
|
|
(1.25 |
) |
|
|
22.09 |
|
|
|
13.70 |
|
|
|
481 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
1.01 |
|
|
|
39 |
|
2022 |
|
|
26.76 |
|
|
|
0.13 |
|
|
|
(4.21 |
) |
|
|
(4.08 |
) |
|
|
(0.12 |
) |
|
|
(2.01 |
) |
|
|
(2.13 |
) |
|
|
20.55 |
|
|
|
(16.77 |
) |
|
|
819 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.53 |
|
|
|
42 |
|
2021 |
|
|
16.90 |
|
|
|
0.09 |
|
|
|
9.87 |
|
|
|
9.96 |
|
|
|
(0.10 |
) |
|
|
— |
|
|
|
(0.10 |
) |
|
|
26.76 |
|
|
|
59.05 |
|
|
|
1,900 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.35 |
|
|
|
80 |
|
2020 |
|
|
20.39 |
|
|
|
0.12 |
|
|
|
(3.42 |
) |
|
|
(3.30 |
) |
|
|
(0.19 |
) |
|
|
— |
|
|
|
(0.19 |
) |
|
|
16.90 |
|
|
|
(16.20 |
) |
|
|
1,204 |
|
|
|
1.36 |
|
|
|
1.49 |
|
|
|
0.67 |
|
|
|
65 |
|
2019 |
|
|
25.31 |
|
|
|
0.22 |
|
|
|
(2.84 |
) |
|
|
(2.62 |
) |
|
|
(0.20 |
) |
|
|
(2.10 |
) |
|
|
(2.30 |
) |
|
|
20.39 |
|
|
|
(9.83 |
) |
|
|
1,703 |
|
|
|
1.36 |
|
|
|
1.49 |
|
|
|
1.07 |
|
|
|
74 |
|
Class Y |
2024 |
|
$ |
22.36 |
|
|
$ |
0.18 |
|
|
$ |
4.21 |
|
|
$ |
4.39 |
|
|
$ |
(0.19 |
) |
|
$ |
(0.45 |
) |
|
$ |
(0.64 |
) |
|
$ |
26.11 |
|
|
|
19.90 |
% |
|
$ |
44,834 |
|
|
|
0.89 |
% |
|
|
0.99 |
% |
|
|
1.57 |
% |
|
|
21 |
% |
2023 |
|
|
20.78 |
|
|
|
0.33 |
|
|
|
2.61 |
|
|
|
2.94 |
|
|
|
(0.33 |
) |
|
|
(1.03 |
) |
|
|
(1.36 |
) |
|
|
22.36 |
|
|
|
14.32 |
|
|
|
46,649 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.46 |
|
|
|
39 |
|
2022 |
|
|
27.06 |
|
|
|
0.27 |
|
|
|
(4.29 |
) |
|
|
(4.02 |
) |
|
|
(0.25 |
) |
|
|
(2.01 |
) |
|
|
(2.26 |
) |
|
|
20.78 |
|
|
|
(16.40 |
) |
|
|
57,741 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.07 |
|
|
|
42 |
|
2021 |
|
|
17.08 |
|
|
|
0.20 |
|
|
|
9.99 |
|
|
|
10.19 |
|
|
|
(0.21 |
) |
|
|
— |
|
|
|
(0.21 |
) |
|
|
27.06 |
|
|
|
59.84 |
|
|
|
67,188 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.82 |
|
|
|
80 |
|
2020 |
|
|
20.61 |
|
|
|
0.21 |
|
|
|
(3.46 |
) |
|
|
(3.25 |
) |
|
|
(0.28 |
) |
|
|
— |
|
|
|
(0.28 |
) |
|
|
17.08 |
|
|
|
(15.80 |
) |
|
|
45,725 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
1.13 |
|
|
|
65 |
|
2019 |
|
|
25.56 |
|
|
|
0.33 |
|
|
|
(2.87 |
) |
|
|
(2.54 |
) |
|
|
(0.31 |
) |
|
|
(2.10 |
) |
|
|
(2.41 |
) |
|
|
20.61 |
|
|
|
(9.42 |
) |
|
|
44,255 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
1.55 |
|
|
|
74 |
|
Small Cap Growth Fund |
Class F |
2024 |
|
$ |
28.97 |
|
|
$ |
(0.03 |
) |
|
$ |
6.52 |
|
|
$ |
6.49 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
35.46 |
|
|
|
22.40 |
% |
|
$ |
319,224 |
|
|
|
1.11 |
% |
|
|
1.24 |
% |
|
|
(0.18 |
)% |
|
|
93 |
% |
2023 |
|
|
27.01 |
|
|
|
(0.10 |
) |
|
|
2.07 |
|
|
|
1.97 |
|
|
|
(0.01 |
) |
|
|
— |
|
|
|
(0.01 |
) |
|
|
28.97 |
|
|
|
7.31 |
|
|
|
275,327 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.34 |
) |
|
|
175 |
|
2022 |
|
|
45.89 |
|
|
|
(0.06 |
) |
|
|
(9.02 |
) |
|
|
(9.08 |
) |
|
|
— |
|
|
|
(9.80 |
) |
|
|
(9.80 |
) |
|
|
27.01 |
|
|
|
(25.22 |
) |
|
|
276,600 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.18 |
) |
|
|
172 |
|
2021 |
|
|
32.60 |
|
|
|
(0.20 |
) |
|
|
13.49 |
|
|
|
13.29 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
45.89 |
|
|
|
40.77 |
|
|
|
382,281 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.45 |
) |
|
|
196 |
|
2020 |
|
|
31.88 |
|
|
|
(0.12 |
) |
|
|
1.96 |
|
|
|
1.84 |
|
|
|
— |
|
|
|
(1.12 |
) |
|
|
(1.12 |
) |
|
|
32.60 |
|
|
|
5.68 |
|
|
|
290,981 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
(0.39 |
) |
|
|
173 |
|
2019 |
|
|
42.96 |
|
|
|
(0.11 |
) |
|
|
(6.04 |
) |
|
|
(6.15 |
) |
|
|
— |
|
|
|
(4.93 |
) |
|
|
(4.93 |
) |
|
|
31.88 |
|
|
|
(13.89 |
) |
|
|
293,814 |
|
|
|
1.11 |
|
|
|
1.24 |
|
|
|
(0.33 |
) |
|
|
172 |
|
Class I |
2024 |
|
$ |
26.78 |
|
|
$ |
(0.07 |
) |
|
$ |
6.03 |
|
|
$ |
5.96 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
32.74 |
|
|
|
22.26 |
% |
|
$ |
337 |
|
|
|
1.36 |
% |
|
|
1.49 |
% |
|
|
(0.45 |
)% |
|
|
93 |
% |
2023 |
|
|
25.02 |
|
|
|
(0.15 |
) |
|
|
1.91 |
|
|
|
1.76 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
26.78 |
|
|
|
7.03 |
|
|
|
347 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
(0.56 |
) |
|
|
175 |
|
2022 |
|
|
43.32 |
|
|
|
(0.15 |
) |
|
|
(8.35 |
) |
|
|
(8.50 |
) |
|
|
— |
|
|
|
(9.80 |
) |
|
|
(9.80 |
) |
|
|
25.02 |
|
|
|
(25.41 |
) |
|
|
850 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
(0.45 |
) |
|
|
172 |
|
2021 |
|
|
30.85 |
|
|
|
(0.29 |
) |
|
|
12.76 |
|
|
|
12.47 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
43.32 |
|
|
|
40.42 |
|
|
|
1,717 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
(0.70 |
) |
|
|
196 |
|
2020 |
|
|
30.29 |
|
|
|
(0.19 |
) |
|
|
1.87 |
|
|
|
1.68 |
|
|
|
— |
|
|
|
(1.12 |
) |
|
|
(1.12 |
) |
|
|
30.85 |
|
|
|
5.44 |
|
|
|
1,245 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
(0.64 |
) |
|
|
173 |
|
2019 |
|
|
41.21 |
|
|
|
(0.19 |
) |
|
|
(5.80 |
) |
|
|
(5.99 |
) |
|
|
— |
|
|
|
(4.93 |
) |
|
|
(4.93 |
) |
|
|
30.29 |
|
|
|
(14.13 |
) |
|
|
1,408 |
|
|
|
1.36 |
|
|
|
1.49 |
|
|
|
(0.59 |
) |
|
|
172 |
|
Class Y |
2024 |
|
$ |
29.66 |
|
|
$ |
0.01 |
|
|
$ |
6.67 |
|
|
$ |
6.68 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
36.34 |
|
|
|
22.52 |
% |
|
$ |
35,106 |
|
|
|
0.86 |
% |
|
|
0.99 |
% |
|
|
0.06 |
% |
|
|
93 |
% |
2023 |
|
|
27.66 |
|
|
|
(0.03 |
) |
|
|
2.12 |
|
|
|
2.09 |
|
|
|
(0.09 |
) |
|
|
— |
|
|
|
(0.09 |
) |
|
|
29.66 |
|
|
|
7.58 |
|
|
|
32,368 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
(0.10 |
) |
|
|
175 |
|
2022 |
|
|
46.65 |
|
|
|
0.02 |
|
|
|
(9.21 |
) |
|
|
(9.19 |
) |
|
|
— |
|
|
|
(9.80 |
) |
|
|
(9.80 |
) |
|
|
27.66 |
|
|
|
(25.01 |
) |
|
|
32,503 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
0.07 |
|
|
|
172 |
|
2021 |
|
|
33.06 |
|
|
|
(0.09 |
) |
|
|
13.68 |
|
|
|
13.59 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
46.65 |
|
|
|
41.11 |
|
|
|
44,407 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
(0.20 |
) |
|
|
196 |
|
2020 |
|
|
32.23 |
|
|
|
(0.04 |
) |
|
|
1.99 |
|
|
|
1.95 |
|
|
|
— |
|
|
|
(1.12 |
) |
|
|
(1.12 |
) |
|
|
33.06 |
|
|
|
5.97 |
|
|
|
32,593 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
(0.14 |
) |
|
|
173 |
|
2019 |
|
|
43.27 |
|
|
|
(0.03 |
) |
|
|
(6.08 |
) |
|
|
(6.11 |
) |
|
|
— |
|
|
|
(4.93 |
) |
|
|
(4.93 |
) |
|
|
32.23 |
|
|
|
(13.68 |
) |
|
|
33,340 |
|
|
|
0.86 |
|
|
|
0.99 |
|
|
|
(0.08 |
) |
|
|
172 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“ are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Tax-Managed Small/Mid Cap Fund |
Class F |
2024 |
|
$ |
22.53 |
|
|
$ |
0.06 |
|
|
$ |
4.57 |
|
|
$ |
4.63 |
|
|
$ |
(0.06 |
) |
|
$ |
(0.66 |
) |
|
$ |
(0.72 |
) |
|
$ |
26.44 |
|
|
|
20.86 |
% |
|
$ |
767,224 |
|
|
|
1.11 |
% |
|
|
1.24 |
% |
|
|
0.49 |
% |
|
|
23 |
% |
2023 |
|
|
20.64 |
|
|
|
0.10 |
|
|
|
2.00 |
|
|
|
2.10 |
|
|
|
(0.12 |
) |
|
|
(0.09 |
) |
|
|
(0.21 |
) |
|
|
22.53 |
|
|
|
10.21 |
|
|
|
671,322 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
0.43 |
|
|
|
62 |
|
2022 |
|
|
28.01 |
|
|
|
0.08 |
|
|
|
(4.83 |
) |
|
|
(4.75 |
) |
|
|
(0.05 |
) |
|
|
(2.57 |
) |
|
|
(2.62 |
) |
|
|
20.64 |
|
|
|
(18.96 |
) |
|
|
691,835 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
0.33 |
|
|
|
58 |
|
2021 |
|
|
19.41 |
|
|
|
0.03 |
|
|
|
8.61 |
|
|
|
8.64 |
|
|
|
(0.04 |
) |
|
|
— |
|
|
|
(0.04 |
) |
|
|
28.01 |
|
|
|
44.52 |
|
|
|
917,919 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
0.10 |
|
|
|
71 |
|
2020 |
|
|
21.04 |
|
|
|
0.04 |
|
|
|
(1.15 |
) |
|
|
(1.11 |
) |
|
|
(0.08 |
) |
|
|
(0.44 |
) |
|
|
(0.52 |
) |
|
|
19.41 |
|
|
|
(5.47 |
) |
|
|
664,941 |
|
|
|
1.11 |
|
|
|
1.24 |
|
|
|
0.22 |
|
|
|
90 |
|
2019 |
|
|
25.02 |
|
|
|
0.11 |
|
|
|
(2.32 |
) |
|
|
(2.21 |
) |
|
|
(0.10 |
) |
|
|
(1.67 |
) |
|
|
(1.77 |
) |
|
|
21.04 |
|
|
|
(8.27 |
) |
|
|
771,375 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
0.54 |
|
|
|
115 |
|
Class Y |
2024 |
|
$ |
22.58 |
|
|
$ |
0.08 |
|
|
$ |
4.59 |
|
|
$ |
4.67 |
|
|
$ |
(0.09 |
) |
|
$ |
(0.66 |
) |
|
$ |
(0.75 |
) |
|
$ |
26.50 |
|
|
|
20.99 |
% |
|
$ |
112,688 |
|
|
|
0.89 |
% |
|
|
0.99 |
% |
|
|
0.71 |
% |
|
|
23 |
% |
2023 |
|
|
20.68 |
|
|
|
0.15 |
|
|
|
2.01 |
|
|
|
2.16 |
|
|
|
(0.17 |
) |
|
|
(0.09 |
) |
|
|
(0.26 |
) |
|
|
22.58 |
|
|
|
10.49 |
|
|
|
101,798 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.65 |
|
|
|
62 |
|
2022 |
|
|
28.07 |
|
|
|
0.14 |
|
|
|
(4.85 |
) |
|
|
(4.71 |
) |
|
|
(0.11 |
) |
|
|
(2.57 |
) |
|
|
(2.68 |
) |
|
|
20.68 |
|
|
|
(18.81 |
) |
|
|
88,914 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.55 |
|
|
|
58 |
|
2021 |
|
|
19.45 |
|
|
|
0.08 |
|
|
|
8.63 |
|
|
|
8.71 |
|
|
|
(0.09 |
) |
|
|
— |
|
|
|
(0.09 |
) |
|
|
28.07 |
|
|
|
44.81 |
|
|
|
112,357 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.32 |
|
|
|
71 |
|
2020 |
|
|
21.06 |
|
|
|
0.09 |
|
|
|
(1.14 |
) |
|
|
(1.05 |
) |
|
|
(0.12 |
) |
|
|
(0.44 |
) |
|
|
(0.56 |
) |
|
|
19.45 |
|
|
|
(5.20 |
) |
|
|
84,564 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
0.44 |
|
|
|
90 |
|
2019 |
|
|
25.07 |
|
|
|
0.16 |
|
|
|
(2.34 |
) |
|
|
(2.18 |
) |
|
|
(0.16 |
) |
|
|
(1.67 |
) |
|
|
(1.83 |
) |
|
|
21.06 |
|
|
|
(8.12 |
) |
|
|
98,434 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
0.77 |
|
|
|
115 |
|
Mid-Cap Fund |
Class F |
2024 |
|
$ |
25.31 |
|
|
$ |
0.11 |
|
|
$ |
5.48 |
|
|
$ |
5.59 |
|
|
$ |
(0.09 |
) |
|
$ |
— |
|
|
$ |
(0.09 |
) |
|
$ |
30.81 |
|
|
|
22.15 |
% |
|
$ |
84,255 |
|
|
|
0.98 |
% |
|
|
0.99 |
% |
|
|
0.79 |
% |
|
|
32 |
% |
2023 |
|
|
22.81 |
|
|
|
0.15 |
|
|
|
2.53 |
|
|
|
2.68 |
|
|
|
(0.18 |
) |
|
|
— |
|
|
|
(0.18 |
) |
|
|
25.31 |
|
|
|
11.77 |
|
|
|
69,549 |
|
|
|
0.98 |
|
|
|
0.99 |
|
|
|
0.60 |
|
|
|
67 |
|
2022 |
|
|
32.65 |
|
|
|
0.18 |
|
|
|
(4.20 |
) |
|
|
(4.02 |
) |
|
|
(0.14 |
) |
|
|
(5.68 |
) |
|
|
(5.82 |
) |
|
|
22.81 |
|
|
|
(15.67 |
) |
|
|
65,124 |
|
|
|
0.98 |
|
|
|
0.98 |
|
|
|
0.64 |
|
|
|
95 |
|
2021 |
|
|
23.59 |
|
|
|
0.15 |
|
|
|
9.13 |
|
|
|
9.28 |
|
|
|
(0.22 |
) |
|
|
— |
|
|
|
(0.22 |
) |
|
|
32.65 |
|
|
|
39.49 |
|
|
|
78,488 |
|
|
|
0.98 |
|
|
|
0.98 |
|
|
|
0.49 |
|
|
|
163 |
|
2020 |
|
|
24.94 |
|
|
|
0.28 |
|
|
|
(1.00 |
) |
|
|
(0.72 |
) |
|
|
(0.29 |
) |
|
|
(0.34 |
) |
|
|
(0.63 |
) |
|
|
23.59 |
|
|
|
(2.87 |
) |
|
|
66,828 |
|
|
|
0.98 |
|
|
|
0.98 |
|
|
|
1.17 |
|
|
|
108 |
|
2019 |
|
|
29.13 |
|
|
|
0.22 |
|
|
|
(1.43 |
) |
|
|
(1.21 |
) |
|
|
(0.20 |
) |
|
|
(2.78 |
) |
|
|
(2.98 |
) |
|
|
24.94 |
|
|
|
(3.10 |
) |
|
|
102,280 |
|
|
|
0.98 |
|
|
|
0.99 |
|
|
|
0.89 |
|
|
|
99 |
|
Class I |
2024 |
|
$ |
25.23 |
|
|
$ |
0.07 |
|
|
$ |
5.49 |
|
|
$ |
5.56 |
|
|
$ |
(0.06 |
) |
|
$ |
— |
|
|
$ |
(0.06 |
) |
|
$ |
30.73 |
|
|
|
22.07 |
% |
|
$ |
314 |
|
|
|
1.20 |
% |
|
|
1.24 |
% |
|
|
0.52 |
% |
|
|
32 |
% |
2023 |
|
|
22.75 |
|
|
|
0.09 |
|
|
|
2.52 |
|
|
|
2.61 |
|
|
|
(0.13 |
) |
|
|
— |
|
|
|
(0.13 |
) |
|
|
25.23 |
|
|
|
11.50 |
|
|
|
309 |
|
|
|
1.20 |
|
|
|
1.23 |
|
|
|
0.37 |
|
|
|
67 |
|
2022 |
|
|
32.59 |
|
|
|
0.10 |
|
|
|
(4.18 |
) |
|
|
(4.08 |
) |
|
|
(0.08 |
) |
|
|
(5.68 |
) |
|
|
(5.76 |
) |
|
|
22.75 |
|
|
|
(15.88 |
) |
|
|
311 |
|
|
|
1.20 |
|
|
|
1.23 |
|
|
|
0.37 |
|
|
|
95 |
|
2021 |
|
|
23.55 |
|
|
|
0.09 |
|
|
|
9.11 |
|
|
|
9.20 |
|
|
|
(0.16 |
) |
|
|
— |
|
|
|
(0.16 |
) |
|
|
32.59 |
|
|
|
39.19 |
|
|
|
669 |
|
|
|
1.20 |
|
|
|
1.23 |
|
|
|
0.28 |
|
|
|
163 |
|
2020 |
|
|
24.91 |
|
|
|
0.22 |
|
|
|
(0.99 |
) |
|
|
(0.77 |
) |
|
|
(0.25 |
) |
|
|
(0.34 |
) |
|
|
(0.59 |
) |
|
|
23.55 |
|
|
|
(3.13 |
) |
|
|
583 |
|
|
|
1.20 |
|
|
|
1.23 |
|
|
|
0.96 |
|
|
|
108 |
|
2019 |
|
|
29.09 |
|
|
|
0.16 |
|
|
|
(1.41 |
) |
|
|
(1.25 |
) |
|
|
(0.15 |
) |
|
|
(2.78 |
) |
|
|
(2.93 |
) |
|
|
24.91 |
|
|
|
(3.27 |
) |
|
|
716 |
|
|
|
1.20 |
|
|
|
1.24 |
|
|
|
0.66 |
|
|
|
99 |
|
Class Y |
2024 |
|
$ |
25.32 |
|
|
$ |
0.14 |
|
|
$ |
5.49 |
|
|
$ |
5.63 |
|
|
$ |
(0.12 |
) |
|
$ |
— |
|
|
$ |
(0.12 |
) |
|
$ |
30.83 |
|
|
|
22.33 |
% |
|
$ |
5,624 |
|
|
|
0.73 |
% |
|
|
0.74 |
% |
|
|
1.04 |
% |
|
|
32 |
% |
2023 |
|
|
22.82 |
|
|
|
0.21 |
|
|
|
2.53 |
|
|
|
2.74 |
|
|
|
(0.24 |
) |
|
|
— |
|
|
|
(0.24 |
) |
|
|
25.32 |
|
|
|
12.04 |
|
|
|
4,385 |
|
|
|
0.73 |
|
|
|
0.74 |
|
|
|
0.84 |
|
|
|
67 |
|
2022 |
|
|
32.67 |
|
|
|
0.25 |
|
|
|
(4.21 |
) |
|
|
(3.96 |
) |
|
|
(0.21 |
) |
|
|
(5.68 |
) |
|
|
(5.89 |
) |
|
|
22.82 |
|
|
|
(15.48 |
) |
|
|
3,559 |
|
|
|
0.73 |
|
|
|
0.73 |
|
|
|
0.92 |
|
|
|
95 |
|
2021 |
|
|
23.61 |
|
|
|
0.22 |
|
|
|
9.13 |
|
|
|
9.35 |
|
|
|
(0.29 |
) |
|
|
— |
|
|
|
(0.29 |
) |
|
|
32.67 |
|
|
|
39.80 |
|
|
|
3,667 |
|
|
|
0.73 |
|
|
|
0.73 |
|
|
|
0.71 |
|
|
|
163 |
|
2020 |
|
|
24.96 |
|
|
|
0.33 |
|
|
|
(0.99 |
) |
|
|
(0.66 |
) |
|
|
(0.35 |
) |
|
|
(0.34 |
) |
|
|
(0.69 |
) |
|
|
23.61 |
|
|
|
(2.61 |
) |
|
|
2,584 |
|
|
|
0.73 |
|
|
|
0.73 |
|
|
|
1.42 |
|
|
|
108 |
|
2019 |
|
|
29.15 |
|
|
|
0.28 |
|
|
|
(1.42 |
) |
|
|
(1.14 |
) |
|
|
(0.27 |
) |
|
|
(2.78 |
) |
|
|
(3.05 |
) |
|
|
24.96 |
|
|
|
(2.85 |
) |
|
|
2,604 |
|
|
|
0.73 |
|
|
|
0.74 |
|
|
|
1.14 |
|
|
|
99 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“ are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
U.S. Managed Volatility Fund |
Class F |
2024 |
|
$ |
14.88 |
|
|
$ |
0.15 |
|
|
$ |
2.02 |
|
|
$ |
2.17 |
|
|
$ |
(0.15 |
) |
|
$ |
(1.65 |
) |
|
$ |
(1.80 |
) |
|
$ |
15.25 |
|
|
|
15.68 |
% |
|
$ |
501,728 |
|
|
|
0.90 |
% |
|
|
1.23 |
% |
|
|
2.00 |
% |
|
|
22 |
% |
2023 |
|
|
15.00 |
|
|
|
0.27 |
|
|
|
1.30 |
|
|
|
1.57 |
|
|
|
(0.26 |
) |
|
|
(1.43 |
) |
|
|
(1.69 |
) |
|
|
14.88 |
|
|
|
10.23 |
|
|
|
577,827 |
|
|
|
0.90 |
|
|
|
1.23 |
|
|
|
1.75 |
|
|
|
49 |
|
2022 |
|
|
17.64 |
|
|
|
0.30 |
|
|
|
(1.16 |
) |
|
|
(0.86 |
) |
|
|
(0.29 |
) |
|
|
(1.49 |
) |
|
|
(1.78 |
) |
|
|
15.00 |
|
|
|
(5.98 |
) |
|
|
642,383 |
|
|
|
0.90 |
|
|
|
1.23 |
|
|
|
1.76 |
|
|
|
48 |
|
2021 |
|
|
16.14 |
|
|
|
0.25 |
|
|
|
2.91 |
|
|
|
3.16 |
|
|
|
(0.26 |
) |
|
|
(1.40 |
) |
|
|
(1.66 |
) |
|
|
17.64 |
|
|
|
20.39 |
|
|
|
749,637 |
|
|
|
0.90 |
|
|
|
1.23 |
|
|
|
1.43 |
|
|
|
50 |
|
2020 |
|
|
17.78 |
|
|
|
0.26 |
|
|
|
(1.08 |
) |
|
|
(0.82 |
) |
|
|
(0.29 |
) |
|
|
(0.53 |
) |
|
|
(0.82 |
) |
|
|
16.14 |
|
|
|
(4.87 |
) |
|
|
764,608 |
|
|
|
0.90 |
|
|
|
1.23 |
|
|
|
1.55 |
|
|
|
77 |
|
2019 |
|
|
18.69 |
|
|
|
0.32 |
|
|
|
0.91 |
|
|
|
1.23 |
|
|
|
(0.31 |
) |
|
|
(1.83 |
) |
|
|
(2.14 |
) |
|
|
17.78 |
|
|
|
7.89 |
|
|
|
914,612 |
|
|
|
0.93 |
|
|
|
1.23 |
|
|
|
1.89 |
|
|
|
44 |
|
Class I |
2024 |
|
$ |
14.87 |
|
|
$ |
0.13 |
|
|
$ |
2.02 |
|
|
$ |
2.15 |
|
|
$ |
(0.13 |
) |
|
$ |
(1.65 |
) |
|
$ |
(1.78 |
) |
|
$ |
15.24 |
|
|
|
15.56 |
% |
|
$ |
631 |
|
|
|
1.15 |
% |
|
|
1.48 |
% |
|
|
1.75 |
% |
|
|
22 |
% |
2023 |
|
|
15.00 |
|
|
|
0.23 |
|
|
|
1.29 |
|
|
|
1.52 |
|
|
|
(0.22 |
) |
|
|
(1.43 |
) |
|
|
(1.65 |
) |
|
|
14.87 |
|
|
|
9.89 |
|
|
|
546 |
|
|
|
1.15 |
|
|
|
1.48 |
|
|
|
1.50 |
|
|
|
49 |
|
2022 |
|
|
17.64 |
|
|
|
0.28 |
|
|
|
(1.19 |
) |
|
|
(0.91 |
) |
|
|
(0.24 |
) |
|
|
(1.49 |
) |
|
|
(1.73 |
) |
|
|
15.00 |
|
|
|
(6.26 |
) |
|
|
497 |
|
|
|
1.15 |
|
|
|
1.48 |
|
|
|
1.61 |
|
|
|
48 |
|
2021 |
|
|
16.13 |
|
|
|
0.21 |
|
|
|
2.92 |
|
|
|
3.13 |
|
|
|
(0.22 |
) |
|
|
(1.40 |
) |
|
|
(1.62 |
) |
|
|
17.64 |
|
|
|
20.17 |
|
|
|
1,324 |
|
|
|
1.15 |
|
|
|
1.48 |
|
|
|
1.17 |
|
|
|
50 |
|
2020 |
|
|
17.78 |
|
|
|
0.21 |
|
|
|
(1.08 |
) |
|
|
(0.87 |
) |
|
|
(0.25 |
) |
|
|
(0.53 |
) |
|
|
(0.78 |
) |
|
|
16.13 |
|
|
|
(5.17 |
) |
|
|
1,282 |
|
|
|
1.15 |
|
|
|
1.48 |
|
|
|
1.29 |
|
|
|
77 |
|
2019 |
|
|
18.69 |
|
|
|
0.28 |
|
|
|
0.91 |
|
|
|
1.19 |
|
|
|
(0.27 |
) |
|
|
(1.83 |
) |
|
|
(2.10 |
) |
|
|
17.78 |
|
|
|
7.62 |
|
|
|
1,345 |
|
|
|
1.18 |
|
|
|
1.48 |
|
|
|
1.64 |
|
|
|
44 |
|
Class Y |
2024 |
|
$ |
14.88 |
|
|
$ |
0.17 |
|
|
$ |
2.02 |
|
|
$ |
2.19 |
|
|
$ |
(0.17 |
) |
|
$ |
(1.65 |
) |
|
$ |
(1.82 |
) |
|
$ |
15.25 |
|
|
|
15.83 |
% |
|
$ |
170,316 |
|
|
|
0.65 |
% |
|
|
0.98 |
% |
|
|
2.25 |
% |
|
|
22 |
% |
2023 |
|
|
15.01 |
|
|
|
0.31 |
|
|
|
1.29 |
|
|
|
1.60 |
|
|
|
(0.30 |
) |
|
|
(1.43 |
) |
|
|
(1.73 |
) |
|
|
14.88 |
|
|
|
10.44 |
|
|
|
166,352 |
|
|
|
0.65 |
|
|
|
0.98 |
|
|
|
1.99 |
|
|
|
49 |
|
2022 |
|
|
17.65 |
|
|
|
0.34 |
|
|
|
(1.15 |
) |
|
|
(0.81 |
) |
|
|
(0.34 |
) |
|
|
(1.49 |
) |
|
|
(1.83 |
) |
|
|
15.01 |
|
|
|
(5.73 |
) |
|
|
154,562 |
|
|
|
0.65 |
|
|
|
0.98 |
|
|
|
2.01 |
|
|
|
48 |
|
2021 |
|
|
16.15 |
|
|
|
0.29 |
|
|
|
2.92 |
|
|
|
3.21 |
|
|
|
(0.31 |
) |
|
|
(1.40 |
) |
|
|
(1.71 |
) |
|
|
17.65 |
|
|
|
20.68 |
|
|
|
200,659 |
|
|
|
0.65 |
|
|
|
0.98 |
|
|
|
1.69 |
|
|
|
50 |
|
2020 |
|
|
17.79 |
|
|
|
0.30 |
|
|
|
(1.08 |
) |
|
|
(0.78 |
) |
|
|
(0.33 |
) |
|
|
(0.53 |
) |
|
|
(0.86 |
) |
|
|
16.15 |
|
|
|
(4.62 |
) |
|
|
870,935 |
|
|
|
0.65 |
|
|
|
0.98 |
|
|
|
1.79 |
|
|
|
77 |
|
2019 |
|
|
18.70 |
|
|
|
0.37 |
|
|
|
0.91 |
|
|
|
1.28 |
|
|
|
(0.36 |
) |
|
|
(1.83 |
) |
|
|
(2.19 |
) |
|
|
17.79 |
|
|
|
8.16 |
|
|
|
922,175 |
|
|
|
0.68 |
|
|
|
0.98 |
|
|
|
2.15 |
|
|
|
44 |
|
Global Managed Volatility Fund |
Class F |
2024 |
|
$ |
9.69 |
|
|
$ |
0.08 |
|
|
$ |
1.06 |
|
|
$ |
1.14 |
|
|
$ |
(0.17 |
) |
|
$ |
(0.39 |
) |
|
$ |
(0.56 |
) |
|
$ |
10.27 |
|
|
|
12.12 |
% |
|
$ |
749,991 |
|
|
|
1.11 |
% |
|
|
1.24 |
% |
|
|
1.54 |
% |
|
|
44 |
% |
2023 |
|
|
9.55 |
|
|
|
0.17 |
|
|
|
0.98 |
|
|
|
1.15 |
|
|
|
(0.53 |
) |
|
|
(0.48 |
) |
|
|
(1.01 |
) |
|
|
9.69 |
|
|
|
12.23 |
|
|
|
662,758 |
|
|
|
1.11 |
|
|
|
1.24 |
|
|
|
1.70 |
|
|
|
84 |
|
2022 |
|
|
11.78 |
|
|
|
0.15 |
|
|
|
(1.03 |
) |
|
|
(0.88 |
) |
|
|
(0.13 |
) |
|
|
(1.22 |
) |
|
|
(1.35 |
) |
|
|
9.55 |
|
|
|
(9.19 |
) |
|
|
710,669 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
1.35 |
|
|
|
88 |
|
2021 |
|
|
10.40 |
|
|
|
0.12 |
|
|
|
1.37 |
|
|
|
1.49 |
|
|
|
(0.09 |
) |
|
|
(0.02 |
) |
|
|
(0.11 |
) |
|
|
11.78 |
|
|
|
14.40 |
|
|
|
881,712 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
1.07 |
|
|
|
80 |
|
2020 |
|
|
11.46 |
|
|
|
0.12 |
|
|
|
(0.57 |
) |
|
|
(0.45 |
) |
|
|
(0.28 |
) |
|
|
(0.33 |
) |
|
|
(0.61 |
) |
|
|
10.40 |
|
|
|
(4.33 |
) |
|
|
913,791 |
|
|
|
1.11 |
|
|
|
1.25 |
|
|
|
1.12 |
|
|
|
86 |
|
2019 |
|
|
12.08 |
|
|
|
0.18 |
|
|
|
0.26 |
|
|
|
0.44 |
|
|
|
(0.29 |
) |
|
|
(0.77 |
) |
|
|
(1.06 |
) |
|
|
11.46 |
|
|
|
4.75 |
|
|
|
1,060,614 |
|
|
|
1.11 |
|
|
|
1.24 |
|
|
|
1.61 |
|
|
|
66 |
|
Class I |
2024 |
|
$ |
9.40 |
|
|
$ |
0.06 |
|
|
$ |
1.03 |
|
|
$ |
1.09 |
|
|
$ |
(0.15 |
) |
|
$ |
(0.39 |
) |
|
$ |
(0.54 |
) |
|
$ |
9.95 |
|
|
|
11.96 |
% |
|
$ |
524 |
|
|
|
1.36 |
% |
|
|
1.49 |
% |
|
|
1.27 |
% |
|
|
44 |
% |
2023 |
|
|
9.28 |
|
|
|
0.14 |
|
|
|
0.96 |
|
|
|
1.10 |
|
|
|
(0.50 |
) |
|
|
(0.48 |
) |
|
|
(0.98 |
) |
|
|
9.40 |
|
|
|
12.07 |
|
|
|
467 |
|
|
|
1.36 |
|
|
|
1.49 |
|
|
|
1.45 |
|
|
|
84 |
|
2022 |
|
|
11.48 |
|
|
|
0.10 |
|
|
|
(0.98 |
) |
|
|
(0.88 |
) |
|
|
(0.10 |
) |
|
|
(1.22 |
) |
|
|
(1.32 |
) |
|
|
9.28 |
|
|
|
(9.37 |
) |
|
|
416 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.88 |
|
|
|
88 |
|
2021 |
|
|
10.15 |
|
|
|
0.09 |
|
|
|
1.33 |
|
|
|
1.42 |
|
|
|
(0.07 |
) |
|
|
(0.02 |
) |
|
|
(0.09 |
) |
|
|
11.48 |
|
|
|
14.01 |
|
|
|
1,041 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.83 |
|
|
|
80 |
|
2020 |
|
|
11.19 |
|
|
|
0.09 |
|
|
|
(0.55 |
) |
|
|
(0.46 |
) |
|
|
(0.25 |
) |
|
|
(0.33 |
) |
|
|
(0.58 |
) |
|
|
10.15 |
|
|
|
(4.51 |
) |
|
|
952 |
|
|
|
1.36 |
|
|
|
1.50 |
|
|
|
0.88 |
|
|
|
86 |
|
2019 |
|
|
11.82 |
|
|
|
0.15 |
|
|
|
0.25 |
|
|
|
0.40 |
|
|
|
(0.26 |
) |
|
|
(0.77 |
) |
|
|
(1.03 |
) |
|
|
11.19 |
|
|
|
4.45 |
|
|
|
1,067 |
|
|
|
1.36 |
|
|
|
1.49 |
|
|
|
1.36 |
|
|
|
66 |
|
Class Y |
2024 |
|
$ |
9.73 |
|
|
$ |
0.09 |
|
|
$ |
1.06 |
|
|
$ |
1.15 |
|
|
$ |
(0.20 |
) |
|
$ |
(0.39 |
) |
|
$ |
(0.59 |
) |
|
$ |
10.29 |
|
|
|
12.16 |
% |
|
$ |
117,513 |
|
|
|
0.86 |
% |
|
|
0.99 |
% |
|
|
1.75 |
% |
|
|
44 |
% |
2023 |
|
|
9.58 |
|
|
|
0.19 |
|
|
|
1.00 |
|
|
|
1.19 |
|
|
|
(0.56 |
) |
|
|
(0.48 |
) |
|
|
(1.04 |
) |
|
|
9.73 |
|
|
|
12.62 |
|
|
|
118,429 |
|
|
|
0.86 |
|
|
|
0.99 |
|
|
|
1.95 |
|
|
|
84 |
|
2022 |
|
|
11.81 |
|
|
|
0.18 |
|
|
|
(1.04 |
) |
|
|
(0.86 |
) |
|
|
(0.15 |
) |
|
|
(1.22 |
) |
|
|
(1.37 |
) |
|
|
9.58 |
|
|
|
(8.95 |
) |
|
|
105,301 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
1.60 |
|
|
|
88 |
|
2021 |
|
|
10.43 |
|
|
|
0.15 |
|
|
|
1.37 |
|
|
|
1.52 |
|
|
|
(0.12 |
) |
|
|
(0.02 |
) |
|
|
(0.14 |
) |
|
|
11.81 |
|
|
|
14.65 |
|
|
|
127,801 |
|
|
|
0.86 |
|
|
|
0.98 |
|
|
|
1.31 |
|
|
|
80 |
|
2020 |
|
|
11.49 |
|
|
|
0.15 |
|
|
|
(0.58 |
) |
|
|
(0.43 |
) |
|
|
(0.30 |
) |
|
|
(0.33 |
) |
|
|
(0.63 |
) |
|
|
10.43 |
|
|
|
(4.08 |
) |
|
|
143,066 |
|
|
|
0.86 |
|
|
|
1.00 |
|
|
|
1.39 |
|
|
|
86 |
|
2019 |
|
|
12.12 |
|
|
|
0.21 |
|
|
|
0.25 |
|
|
|
0.46 |
|
|
|
(0.32 |
) |
|
|
(0.77 |
) |
|
|
(1.09 |
) |
|
|
11.49 |
|
|
|
4.95 |
|
|
|
220,260 |
|
|
|
0.86 |
|
|
|
0.99 |
|
|
|
1.86 |
|
|
|
66 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Tax-Managed Managed Volatility Fund |
Class F |
2024 |
|
$ |
19.14 |
|
|
$ |
0.09 |
|
|
$ |
3.06 |
|
|
$ |
3.15 |
|
|
$ |
(0.09 |
) |
|
$ |
(2.53 |
) |
|
$ |
(2.62 |
) |
|
$ |
19.67 |
|
|
|
18.01 |
% |
|
$ |
727,630 |
|
|
|
1.00 |
% |
|
|
1.25 |
% |
|
|
0.94 |
% |
|
|
7 |
% |
2023 |
|
|
18.39 |
|
|
|
0.18 |
|
|
|
1.83 |
|
|
|
2.01 |
|
|
|
(0.18 |
) |
|
|
(1.08 |
) |
|
|
(1.26 |
) |
|
|
19.14 |
|
|
|
10.98 |
|
|
|
699,917 |
|
|
|
1.00 |
|
|
|
1.23 |
|
|
|
0.95 |
|
|
|
22 |
|
2022 |
|
|
19.75 |
|
|
|
0.19 |
|
|
|
(0.58 |
) |
|
|
(0.39 |
) |
|
|
(0.19 |
) |
|
|
(0.78 |
) |
|
|
(0.97 |
) |
|
|
18.39 |
|
|
|
(2.48 |
) |
|
|
787,892 |
|
|
|
1.00 |
|
|
|
1.23 |
|
|
|
0.96 |
|
|
|
17 |
|
2021 |
|
|
16.66 |
|
|
|
0.19 |
|
|
|
3.23 |
|
|
|
3.42 |
|
|
|
(0.20 |
) |
|
|
(0.13 |
) |
|
|
(0.33 |
) |
|
|
19.75 |
|
|
|
20.76 |
|
|
|
920,670 |
|
|
|
1.00 |
|
|
|
1.23 |
|
|
|
1.04 |
|
|
|
17 |
|
2020 |
|
|
17.61 |
|
|
|
0.25 |
|
|
|
(0.51 |
) |
|
|
(0.26 |
) |
|
|
(0.27 |
) |
|
|
(0.42 |
) |
|
|
(0.69 |
) |
|
|
16.66 |
|
|
|
(1.53 |
) |
|
|
856,160 |
|
|
|
1.00 |
|
|
|
1.23 |
|
|
|
1.48 |
|
|
|
27 |
|
2019 |
|
|
17.22 |
|
|
|
0.27 |
|
|
|
0.88 |
|
|
|
1.15 |
|
|
|
(0.27 |
) |
|
|
(0.49 |
) |
|
|
(0.76 |
) |
|
|
17.61 |
|
|
|
7.16 |
|
|
|
1,004,802 |
|
|
|
1.00 |
|
|
|
1.23 |
|
|
|
1.65 |
|
|
|
29 |
|
Class Y |
2024 |
|
$ |
19.14 |
|
|
$ |
0.11 |
|
|
$ |
3.06 |
|
|
$ |
3.17 |
|
|
$ |
(0.11 |
) |
|
$ |
(2.53 |
) |
|
$ |
(2.64 |
) |
|
$ |
19.67 |
|
|
|
18.16 |
% |
|
$ |
110,435 |
|
|
|
0.75 |
% |
|
|
1.00 |
% |
|
|
1.19 |
% |
|
|
7 |
% |
2023 |
|
|
18.39 |
|
|
|
0.23 |
|
|
|
1.83 |
|
|
|
2.06 |
|
|
|
(0.23 |
) |
|
|
(1.08 |
) |
|
|
(1.31 |
) |
|
|
19.14 |
|
|
|
11.26 |
|
|
|
105,350 |
|
|
|
0.75 |
|
|
|
0.98 |
|
|
|
1.20 |
|
|
|
22 |
|
2022 |
|
|
19.76 |
|
|
|
0.24 |
|
|
|
(0.59 |
) |
|
|
(0.35 |
) |
|
|
(0.24 |
) |
|
|
(0.78 |
) |
|
|
(1.02 |
) |
|
|
18.39 |
|
|
|
(2.28 |
) |
|
|
77,782 |
|
|
|
0.75 |
|
|
|
0.98 |
|
|
|
1.21 |
|
|
|
17 |
|
2021 |
|
|
16.66 |
|
|
|
0.24 |
|
|
|
3.24 |
|
|
|
3.48 |
|
|
|
(0.25 |
) |
|
|
(0.13 |
) |
|
|
(0.38 |
) |
|
|
19.76 |
|
|
|
21.12 |
|
|
|
83,410 |
|
|
|
0.75 |
|
|
|
0.98 |
|
|
|
1.28 |
|
|
|
17 |
|
2020 |
|
|
17.62 |
|
|
|
0.29 |
|
|
|
(0.52 |
) |
|
|
(0.23 |
) |
|
|
(0.31 |
) |
|
|
(0.42 |
) |
|
|
(0.73 |
) |
|
|
16.66 |
|
|
|
(1.34 |
) |
|
|
76,132 |
|
|
|
0.75 |
|
|
|
0.98 |
|
|
|
1.73 |
|
|
|
27 |
|
2019 |
|
|
17.23 |
|
|
|
0.31 |
|
|
|
0.88 |
|
|
|
1.19 |
|
|
|
(0.31 |
) |
|
|
(0.49 |
) |
|
|
(0.80 |
) |
|
|
17.62 |
|
|
|
7.42 |
|
|
|
87,717 |
|
|
|
0.75 |
|
|
|
0.99 |
|
|
|
1.88 |
|
|
|
29 |
|
Tax-Managed International Managed Volatility Fund |
Class F |
2024 |
|
$ |
10.21 |
|
|
$ |
0.10 |
|
|
$ |
0.96 |
|
|
$ |
1.06 |
|
|
$ |
(0.35 |
) |
|
$ |
— |
|
|
$ |
(0.35 |
) |
|
$ |
10.92 |
|
|
|
10.55 |
% |
|
$ |
247,027 |
|
|
|
1.11 |
% |
|
|
1.36 |
% |
|
|
1.94 |
% |
|
|
36 |
% |
2023 |
|
|
8.69 |
|
|
|
0.27 |
|
|
|
1.53 |
|
|
|
1.80 |
|
|
|
(0.28 |
) |
|
|
— |
|
|
|
(0.28 |
) |
|
|
10.21 |
|
|
|
20.84 |
|
|
|
250,047 |
|
|
|
1.11 |
|
|
|
1.39 |
|
|
|
2.72 |
|
|
|
77 |
|
2022 |
|
|
11.30 |
|
|
|
0.31 |
|
|
|
(2.57 |
) |
|
|
(2.26 |
) |
|
|
(0.35 |
) |
|
|
— |
|
|
|
(0.35 |
) |
|
|
8.69 |
|
|
|
(20.68 |
) |
|
|
251,038 |
|
|
|
1.11 |
|
|
|
1.39 |
|
|
|
2.94 |
|
|
|
73 |
|
2021 |
|
|
10.15 |
|
|
|
0.27 |
|
|
|
1.06 |
|
|
|
1.33 |
|
|
|
(0.18 |
) |
|
|
— |
|
|
|
(0.18 |
) |
|
|
11.30 |
|
|
|
13.23 |
|
|
|
338,490 |
|
|
|
1.11 |
|
|
|
1.39 |
|
|
|
2.44 |
|
|
|
79 |
|
2020 |
|
|
10.77 |
|
|
|
0.19 |
|
|
|
(0.49 |
) |
|
|
(0.30 |
) |
|
|
(0.32 |
) |
|
|
— |
|
|
|
(0.32 |
) |
|
|
10.15 |
|
|
|
(3.08 |
) |
|
|
315,250 |
|
|
|
1.11 |
|
|
|
1.41 |
|
|
|
1.84 |
|
|
|
79 |
|
2019 |
|
|
11.38 |
|
|
|
0.27 |
|
|
|
(0.61 |
) |
|
|
(0.34 |
) |
|
|
(0.27 |
) |
|
|
— |
|
|
|
(0.27 |
) |
|
|
10.77 |
|
|
|
(2.76 |
) |
|
|
331,996 |
|
|
|
1.11 |
|
|
|
1.40 |
|
|
|
2.54 |
|
|
|
55 |
|
Class Y |
2024 |
|
$ |
10.22 |
|
|
$ |
0.11 |
|
|
$ |
0.97 |
|
|
$ |
1.08 |
|
|
$ |
(0.38 |
) |
|
$ |
— |
|
|
$ |
(0.38 |
) |
|
$ |
10.92 |
|
|
|
10.73 |
% |
|
$ |
57,866 |
|
|
|
0.86 |
% |
|
|
1.11 |
% |
|
|
2.19 |
% |
|
|
36 |
% |
2023 |
|
|
8.71 |
|
|
|
0.31 |
|
|
|
1.50 |
|
|
|
1.81 |
|
|
|
(0.30 |
) |
|
|
— |
|
|
|
(0.30 |
) |
|
|
10.22 |
|
|
|
21.02 |
|
|
|
57,684 |
|
|
|
0.86 |
|
|
|
1.14 |
|
|
|
3.10 |
|
|
|
77 |
|
2022 |
|
|
11.32 |
|
|
|
0.34 |
|
|
|
(2.57 |
) |
|
|
(2.23 |
) |
|
|
(0.38 |
) |
|
|
— |
|
|
|
(0.38 |
) |
|
|
8.71 |
|
|
|
(20.44 |
) |
|
|
41,566 |
|
|
|
0.86 |
|
|
|
1.14 |
|
|
|
3.17 |
|
|
|
73 |
|
2021 |
|
|
10.17 |
|
|
|
0.30 |
|
|
|
1.06 |
|
|
|
1.36 |
|
|
|
(0.21 |
) |
|
|
— |
|
|
|
(0.21 |
) |
|
|
11.32 |
|
|
|
13.48 |
|
|
|
56,993 |
|
|
|
0.86 |
|
|
|
1.14 |
|
|
|
2.69 |
|
|
|
79 |
|
2020 |
|
|
10.79 |
|
|
|
0.23 |
|
|
|
(0.51 |
) |
|
|
(0.28 |
) |
|
|
(0.34 |
) |
|
|
— |
|
|
|
(0.34 |
) |
|
|
10.17 |
|
|
|
(2.84 |
) |
|
|
53,255 |
|
|
|
0.86 |
|
|
|
1.16 |
|
|
|
2.27 |
|
|
|
79 |
|
2019 |
|
|
11.40 |
|
|
|
0.32 |
|
|
|
(0.63 |
) |
|
|
(0.31 |
) |
|
|
(0.30 |
) |
|
|
— |
|
|
|
(0.30 |
) |
|
|
10.79 |
|
|
|
(2.47 |
) |
|
|
42,782 |
|
|
|
0.86 |
|
|
|
1.15 |
|
|
|
3.05 |
|
|
|
55 |
|
Real Estate Fund |
Class F |
2024 |
|
$ |
13.26 |
|
|
$ |
0.19 |
|
|
$ |
1.99 |
|
|
$ |
2.18 |
|
|
$ |
(0.16 |
) |
|
$ |
(0.07 |
) |
|
$ |
(0.23 |
) |
|
$ |
15.21 |
|
|
|
16.57 |
% |
|
$ |
61,184 |
|
|
|
1.14 |
% |
|
|
1.24 |
% |
|
|
2.65 |
% |
|
|
23 |
% |
2023 |
|
|
13.56 |
|
|
|
0.22 |
|
|
|
0.16 |
|
|
|
0.38 |
|
|
|
(0.17 |
) |
|
|
(0.51 |
) |
|
|
(0.68 |
) |
|
|
13.26 |
|
|
|
2.69 |
|
|
|
55,148 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
1.58 |
|
|
|
53 |
|
2022 |
|
|
17.62 |
|
|
|
0.15 |
|
|
|
(2.89 |
) |
|
|
(2.74 |
) |
|
|
(0.23 |
) |
|
|
(1.09 |
) |
|
|
(1.32 |
) |
|
|
13.56 |
|
|
|
(17.41 |
) |
|
|
61,247 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.87 |
|
|
|
77 |
|
2021 |
|
|
13.51 |
|
|
|
0.11 |
|
|
|
4.87 |
|
|
|
4.98 |
|
|
|
(0.20 |
) |
|
|
(0.67 |
) |
|
|
(0.87 |
) |
|
|
17.62 |
|
|
|
38.41 |
|
|
|
84,666 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.67 |
|
|
|
78 |
|
2020 |
|
|
17.24 |
|
|
|
0.14 |
|
|
|
(2.47 |
) |
|
|
(2.33 |
) |
|
|
(0.28 |
) |
|
|
(1.12 |
) |
|
|
(1.40 |
) |
|
|
13.51 |
|
|
|
(14.21 |
) |
|
|
74,099 |
|
|
|
1.14 |
|
|
|
1.23 |
|
|
|
0.95 |
|
|
|
123 |
|
2019 |
|
|
16.06 |
|
|
|
0.23 |
|
|
|
2.31 |
|
|
|
2.54 |
|
|
|
(0.21 |
) |
|
|
(1.15 |
) |
|
|
(1.36 |
) |
|
|
17.24 |
|
|
|
17.35 |
|
|
|
104,562 |
|
|
|
1.14 |
|
|
|
1.24 |
|
|
|
1.47 |
|
|
|
71 |
|
Class I |
2024 |
|
$ |
13.22 |
|
|
$ |
0.18 |
|
|
$ |
1.98 |
|
|
$ |
2.16 |
|
|
$ |
(0.14 |
) |
|
$ |
(0.07 |
) |
|
$ |
(0.21 |
) |
|
$ |
15.17 |
|
|
|
16.43 |
% |
|
$ |
197 |
|
|
|
1.36 |
% |
|
|
1.49 |
% |
|
|
2.45 |
% |
|
|
23 |
% |
2023 |
|
|
13.54 |
|
|
|
0.19 |
|
|
|
0.16 |
|
|
|
0.35 |
|
|
|
(0.16 |
) |
|
|
(0.51 |
) |
|
|
(0.67 |
) |
|
|
13.22 |
|
|
|
2.44 |
|
|
|
169 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
1.36 |
|
|
|
53 |
|
2022 |
|
|
17.58 |
|
|
|
0.07 |
|
|
|
(2.84 |
) |
|
|
(2.77 |
) |
|
|
(0.18 |
) |
|
|
(1.09 |
) |
|
|
(1.27 |
) |
|
|
13.54 |
|
|
|
(17.54 |
) |
|
|
164 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.38 |
|
|
|
77 |
|
2021 |
|
|
13.48 |
|
|
|
0.07 |
|
|
|
4.86 |
|
|
|
4.93 |
|
|
|
(0.16 |
) |
|
|
(0.67 |
) |
|
|
(0.83 |
) |
|
|
17.58 |
|
|
|
38.14 |
|
|
|
424 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.47 |
|
|
|
78 |
|
2020 |
|
|
17.20 |
|
|
|
0.11 |
|
|
|
(2.46 |
) |
|
|
(2.35 |
) |
|
|
(0.25 |
) |
|
|
(1.12 |
) |
|
|
(1.37 |
) |
|
|
13.48 |
|
|
|
(14.38 |
) |
|
|
307 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
0.79 |
|
|
|
123 |
|
2019 |
|
|
16.03 |
|
|
|
0.21 |
|
|
|
2.29 |
|
|
|
2.50 |
|
|
|
(0.18 |
) |
|
|
(1.15 |
) |
|
|
(1.33 |
) |
|
|
17.20 |
|
|
|
17.06 |
|
|
|
420 |
|
|
|
1.36 |
|
|
|
1.48 |
|
|
|
1.33 |
|
|
|
71 |
|
Class Y |
2024 |
|
$ |
13.28 |
|
|
$ |
0.21 |
|
|
$ |
1.98 |
|
|
$ |
2.19 |
|
|
$ |
(0.18 |
) |
|
$ |
(0.07 |
) |
|
$ |
(0.25 |
) |
|
$ |
15.22 |
|
|
|
16.70 |
% |
|
$ |
13,147 |
|
|
|
0.89 |
% |
|
|
0.99 |
% |
|
|
2.88 |
% |
|
|
23 |
% |
2023 |
|
|
13.57 |
|
|
|
0.26 |
|
|
|
0.16 |
|
|
|
0.42 |
|
|
|
(0.20 |
) |
|
|
(0.51 |
) |
|
|
(0.71 |
) |
|
|
13.28 |
|
|
|
2.94 |
|
|
|
12,889 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.83 |
|
|
|
53 |
|
2022 |
|
|
17.63 |
|
|
|
0.21 |
|
|
|
(2.91 |
) |
|
|
(2.70 |
) |
|
|
(0.27 |
) |
|
|
(1.09 |
) |
|
|
(1.36 |
) |
|
|
13.57 |
|
|
|
(17.18 |
) |
|
|
13,752 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.23 |
|
|
|
77 |
|
2021 |
|
|
13.51 |
|
|
|
0.15 |
|
|
|
4.87 |
|
|
|
5.02 |
|
|
|
(0.23 |
) |
|
|
(0.67 |
) |
|
|
(0.90 |
) |
|
|
17.63 |
|
|
|
38.81 |
|
|
|
18,241 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
0.93 |
|
|
|
78 |
|
2020 |
|
|
17.25 |
|
|
|
0.21 |
|
|
|
(2.51 |
) |
|
|
(2.30 |
) |
|
|
(0.32 |
) |
|
|
(1.12 |
) |
|
|
(1.44 |
) |
|
|
13.51 |
|
|
|
(14.04 |
) |
|
|
17,279 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.40 |
|
|
|
123 |
|
2019 |
|
|
16.07 |
|
|
|
0.27 |
|
|
|
2.31 |
|
|
|
2.58 |
|
|
|
(0.25 |
) |
|
|
(1.15 |
) |
|
|
(1.40 |
) |
|
|
17.25 |
|
|
|
17.65 |
|
|
|
36,910 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
1.72 |
|
|
|
71 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Core Fixed Income Fund |
Class F |
2024 |
|
$ |
9.10 |
|
|
$ |
0.18 |
|
|
$ |
0.39 |
|
|
$ |
0.57 |
|
|
$ |
(0.17 |
) |
|
$ |
— |
|
|
$ |
(0.17 |
) |
|
$ |
9.50 |
|
|
|
6.29 |
% |
|
$ |
3,279,649 |
|
|
|
0.66 |
% |
|
|
0.75 |
% |
|
|
3.91 |
% |
|
|
173 |
% |
2023 |
|
|
9.37 |
|
|
|
0.33 |
|
|
|
(0.28 |
) |
|
|
0.05 |
|
|
|
(0.32 |
) |
|
|
— |
|
|
|
(0.32 |
) |
|
|
9.10 |
|
|
|
0.44 |
|
|
|
2,966,849 |
|
|
|
0.66 |
|
|
|
0.74 |
|
|
|
3.49 |
|
|
|
340 |
|
2022 |
|
|
11.50 |
|
|
|
0.20 |
|
|
|
(2.09 |
) |
|
|
(1.89 |
) |
|
|
(0.21 |
) |
|
|
(0.03 |
) |
|
|
(0.24 |
) |
|
|
9.37 |
|
|
|
(16.70 |
) |
|
|
3,192,558 |
|
|
|
0.66 |
|
|
|
0.73 |
|
|
|
1.85 |
|
|
|
362 |
|
2021 |
|
|
12.15 |
|
|
|
0.15 |
|
|
|
(0.16 |
) |
|
|
(0.01 |
) |
|
|
(0.18 |
) |
|
|
(0.46 |
) |
|
|
(0.64 |
) |
|
|
11.50 |
|
|
|
(0.08 |
) |
|
|
4,101,094 |
|
|
|
0.66 |
|
|
|
0.72 |
|
|
|
1.27 |
|
|
|
375 |
|
2020 |
|
|
11.65 |
|
|
|
0.23 |
|
|
|
0.65 |
|
|
|
0.88 |
|
|
|
(0.27 |
) |
|
|
(0.11 |
) |
|
|
(0.38 |
) |
|
|
12.15 |
|
|
|
7.75 |
|
|
|
3,859,455 |
|
|
|
0.66 |
|
|
|
0.73 |
|
|
|
1.98 |
|
|
|
357 |
|
2019 |
|
|
10.86 |
|
|
|
0.31 |
|
|
|
0.81 |
|
|
|
1.12 |
|
|
|
(0.33 |
) |
|
|
— |
|
|
|
(0.33 |
) |
|
|
11.65 |
|
|
|
10.45 |
|
|
|
3,755,355 |
|
|
|
0.66 |
|
|
|
0.73 |
|
|
|
2.78 |
|
|
|
387 |
|
Class I |
2024 |
|
$ |
9.09 |
|
|
$ |
0.17 |
|
|
$ |
0.39 |
|
|
$ |
0.56 |
|
|
$ |
(0.16 |
) |
|
$ |
— |
|
|
$ |
(0.16 |
) |
|
$ |
9.49 |
|
|
|
6.18 |
% |
|
$ |
2,848 |
|
|
|
0.89 |
% |
|
|
1.00 |
% |
|
|
3.69 |
% |
|
|
173 |
% |
2023 |
|
|
9.35 |
|
|
|
0.31 |
|
|
|
(0.27 |
) |
|
|
0.04 |
|
|
|
(0.30 |
) |
|
|
— |
|
|
|
(0.30 |
) |
|
|
9.09 |
|
|
|
0.32 |
|
|
|
2,715 |
|
|
|
0.88 |
|
|
|
0.99 |
|
|
|
3.26 |
|
|
|
340 |
|
2022 |
|
|
11.49 |
|
|
|
0.17 |
|
|
|
(2.10 |
) |
|
|
(1.93 |
) |
|
|
(0.18 |
) |
|
|
(0.03 |
) |
|
|
(0.21 |
) |
|
|
9.35 |
|
|
|
(16.99 |
) |
|
|
3,423 |
|
|
|
0.88 |
|
|
|
0.98 |
|
|
|
1.60 |
|
|
|
362 |
|
2021 |
|
|
12.14 |
|
|
|
0.12 |
|
|
|
(0.15 |
) |
|
|
(0.03 |
) |
|
|
(0.16 |
) |
|
|
(0.46 |
) |
|
|
(0.62 |
) |
|
|
11.49 |
|
|
|
(0.30 |
) |
|
|
5,102 |
|
|
|
0.88 |
|
|
|
0.97 |
|
|
|
1.05 |
|
|
|
375 |
|
2020 |
|
|
11.64 |
|
|
|
0.21 |
|
|
|
0.66 |
|
|
|
0.87 |
|
|
|
(0.26 |
) |
|
|
(0.11 |
) |
|
|
(0.37 |
) |
|
|
12.14 |
|
|
|
7.59 |
|
|
|
4,698 |
|
|
|
0.88 |
|
|
|
0.98 |
|
|
|
1.76 |
|
|
|
357 |
|
2019 |
|
|
10.86 |
|
|
|
0.29 |
|
|
|
0.79 |
|
|
|
1.08 |
|
|
|
(0.30 |
) |
|
|
— |
|
|
|
(0.30 |
) |
|
|
11.64 |
|
|
|
10.11 |
|
|
|
5,085 |
|
|
|
0.88 |
|
|
|
0.98 |
|
|
|
2.57 |
|
|
|
387 |
|
Class Y |
2024 |
|
$ |
9.11 |
|
|
$ |
0.19 |
|
|
$ |
0.39 |
|
|
$ |
0.58 |
|
|
$ |
(0.18 |
) |
|
$ |
— |
|
|
$ |
(0.18 |
) |
|
$ |
9.51 |
|
|
|
6.41 |
% |
|
$ |
382,470 |
|
|
|
0.41 |
% |
|
|
0.49 |
% |
|
|
4.16 |
% |
|
|
173 |
% |
2023 |
|
|
9.37 |
|
|
|
0.36 |
|
|
|
(0.28 |
) |
|
|
0.08 |
|
|
|
(0.34 |
) |
|
|
— |
|
|
|
(0.34 |
) |
|
|
9.11 |
|
|
|
0.80 |
|
|
|
385,904 |
|
|
|
0.41 |
|
|
|
0.49 |
|
|
|
3.75 |
|
|
|
340 |
|
2022 |
|
|
11.51 |
|
|
|
0.22 |
|
|
|
(2.10 |
) |
|
|
(1.88 |
) |
|
|
(0.23 |
) |
|
|
(0.03 |
) |
|
|
(0.26 |
) |
|
|
9.37 |
|
|
|
(16.56 |
) |
|
|
409,715 |
|
|
|
0.41 |
|
|
|
0.48 |
|
|
|
2.11 |
|
|
|
362 |
|
2021 |
|
|
12.16 |
|
|
|
0.18 |
|
|
|
(0.16 |
) |
|
|
0.02 |
|
|
|
(0.21 |
) |
|
|
(0.46 |
) |
|
|
(0.67 |
) |
|
|
11.51 |
|
|
|
0.16 |
|
|
|
501,505 |
|
|
|
0.41 |
|
|
|
0.47 |
|
|
|
1.51 |
|
|
|
375 |
|
2020 |
|
|
11.66 |
|
|
|
0.26 |
|
|
|
0.65 |
|
|
|
0.91 |
|
|
|
(0.30 |
) |
|
|
(0.11 |
) |
|
|
(0.41 |
) |
|
|
12.16 |
|
|
|
7.98 |
|
|
|
455,054 |
|
|
|
0.41 |
|
|
|
0.48 |
|
|
|
2.22 |
|
|
|
357 |
|
2019 |
|
|
10.87 |
|
|
|
0.34 |
|
|
|
0.80 |
|
|
|
1.14 |
|
|
|
(0.35 |
) |
|
|
— |
|
|
|
(0.35 |
) |
|
|
11.66 |
|
|
|
10.71 |
|
|
|
439,460 |
|
|
|
0.41 |
|
|
|
0.48 |
|
|
|
3.03 |
|
|
|
387 |
|
High Yield Bond Fund |
Class F |
2024 |
|
$ |
5.37 |
|
|
$ |
0.46 |
|
|
$ |
(0.06 |
) |
|
$ |
0.40 |
|
|
$ |
(0.27 |
) |
|
$ |
(0.14 |
) |
|
$ |
(0.41 |
) |
|
$ |
5.36 |
|
|
|
7.65 |
% |
|
$ |
1,032,785 |
|
|
|
0.89 |
% |
|
|
0.99 |
% |
|
|
17.14 |
% |
|
|
35 |
% |
2023 |
|
|
5.75 |
|
|
|
0.40 |
|
|
|
0.10 |
|
|
|
0.50 |
|
|
|
(0.50 |
)(2) |
|
|
(0.38 |
) |
|
|
(0.88 |
) |
|
|
5.37 |
|
|
|
9.27 |
|
|
|
1,072,999 |
|
|
|
0.89 |
|
|
|
0.99 |
|
|
|
7.30 |
|
|
|
48 |
|
2022 |
|
|
7.08 |
|
|
|
0.32 |
|
|
|
(1.20 |
) |
|
|
(0.88 |
) |
|
|
(0.40 |
) |
|
|
(0.05 |
) |
|
|
(0.45 |
) |
|
|
5.75 |
|
|
|
(12.98 |
) |
|
|
1,115,354 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
4.93 |
|
|
|
49 |
|
2021 |
|
|
6.46 |
|
|
|
0.40 |
|
|
|
0.72 |
|
|
|
1.12 |
|
|
|
(0.37 |
) |
|
|
(0.13 |
) |
|
|
(0.50 |
) |
|
|
7.08 |
|
|
|
17.84 |
|
|
|
1,430,709 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
5.78 |
|
|
|
67 |
|
2020 |
|
|
6.91 |
|
|
|
0.36 |
|
|
|
(0.39 |
) |
|
|
(0.03 |
) |
|
|
(0.38 |
) |
|
|
(0.04 |
) |
|
|
(0.42 |
) |
|
|
6.46 |
|
|
|
(0.33 |
) |
|
|
1,257,617 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
5.54 |
|
|
|
88 |
|
2019 |
|
|
7.13 |
|
|
|
0.39 |
|
|
|
(0.11 |
) |
|
|
0.28 |
|
|
|
(0.39 |
) |
|
|
(0.11 |
) |
|
|
(0.50 |
) |
|
|
6.91 |
|
|
|
4.24 |
|
|
|
1,444,565 |
|
|
|
0.89 |
|
|
|
0.98 |
|
|
|
5.68 |
|
|
|
69 |
|
Class I |
2024 |
|
$ |
5.15 |
|
|
$ |
0.43 |
|
|
$ |
(0.05 |
) |
|
$ |
0.38 |
|
|
$ |
(0.25 |
) |
|
$ |
(0.14 |
) |
|
$ |
(0.39 |
) |
|
$ |
5.14 |
|
|
|
7.65 |
% |
|
$ |
3 |
|
|
|
1.10 |
% |
|
|
1.21 |
% |
|
|
16.96 |
% |
|
|
35 |
% |
2023 |
|
|
5.53 |
|
|
|
0.38 |
|
|
|
0.10 |
|
|
|
0.48 |
|
|
|
(0.48 |
)(3) |
|
|
(0.38 |
) |
|
|
(0.86 |
) |
|
|
5.15 |
|
|
|
9.10 |
|
|
|
4 |
|
|
|
1.06 |
|
|
|
1.16 |
|
|
|
7.17 |
|
|
|
48 |
|
2022 |
|
|
6.82 |
|
|
|
0.27 |
|
|
|
(1.13 |
) |
|
|
(0.86 |
) |
|
|
(0.38 |
) |
|
|
(0.05 |
) |
|
|
(0.43 |
) |
|
|
5.53 |
|
|
|
(13.14 |
) |
|
|
3 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
4.09 |
|
|
|
49 |
|
2021 |
|
|
6.22 |
|
|
|
0.37 |
|
|
|
0.70 |
|
|
|
1.07 |
|
|
|
(0.34 |
) |
|
|
(0.13 |
) |
|
|
(0.47 |
) |
|
|
6.82 |
|
|
|
17.72 |
|
|
|
581 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
5.55 |
|
|
|
67 |
|
2020 |
|
|
6.65 |
|
|
|
0.33 |
|
|
|
(0.37 |
) |
|
|
(0.04 |
) |
|
|
(0.35 |
) |
|
|
(0.04 |
) |
|
|
(0.39 |
) |
|
|
6.22 |
|
|
|
(0.46 |
) |
|
|
409 |
|
|
|
1.11 |
|
|
|
1.23 |
|
|
|
4.99 |
|
|
|
88 |
|
2019 |
|
|
6.88 |
|
|
|
0.36 |
|
|
|
(0.12 |
) |
|
|
0.24 |
|
|
|
(0.36 |
) |
|
|
(0.11 |
) |
|
|
(0.47 |
) |
|
|
6.65 |
|
|
|
3.79 |
|
|
|
11,926 |
|
|
|
1.12 |
|
|
|
1.23 |
|
|
|
5.51 |
|
|
|
69 |
|
Class Y |
2024 |
|
$ |
5.37 |
|
|
$ |
0.46 |
|
|
$ |
(0.05 |
) |
|
$ |
0.41 |
|
|
$ |
(0.28 |
) |
|
$ |
(0.14 |
) |
|
$ |
(0.42 |
) |
|
$ |
5.36 |
|
|
|
7.79 |
% |
|
$ |
177,658 |
|
|
|
0.64 |
% |
|
|
0.74 |
% |
|
|
17.38 |
% |
|
|
35 |
% |
2023 |
|
|
5.75 |
|
|
|
0.42 |
|
|
|
0.10 |
|
|
|
0.52 |
|
|
|
(0.52 |
)(2) |
|
|
(0.38 |
) |
|
|
(0.90 |
) |
|
|
5.37 |
|
|
|
9.54 |
|
|
|
156,000 |
|
|
|
0.64 |
|
|
|
0.74 |
|
|
|
7.57 |
|
|
|
48 |
|
2022 |
|
|
7.08 |
|
|
|
0.34 |
|
|
|
(1.20 |
) |
|
|
(0.86 |
) |
|
|
(0.42 |
) |
|
|
(0.05 |
) |
|
|
(0.47 |
) |
|
|
5.75 |
|
|
|
(12.77 |
) |
|
|
159,547 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
5.20 |
|
|
|
49 |
|
2021 |
|
|
6.46 |
|
|
|
0.42 |
|
|
|
0.72 |
|
|
|
1.14 |
|
|
|
(0.39 |
) |
|
|
(0.13 |
) |
|
|
(0.52 |
) |
|
|
7.08 |
|
|
|
18.13 |
|
|
|
195,613 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
6.03 |
|
|
|
67 |
|
2020 |
|
|
6.91 |
|
|
|
0.38 |
|
|
|
(0.39 |
) |
|
|
(0.01 |
) |
|
|
(0.40 |
) |
|
|
(0.04 |
) |
|
|
(0.44 |
) |
|
|
6.46 |
|
|
|
(0.07 |
) |
|
|
174,334 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
5.78 |
|
|
|
88 |
|
2019 |
|
|
7.13 |
|
|
|
0.41 |
|
|
|
(0.11 |
) |
|
|
0.30 |
|
|
|
(0.41 |
) |
|
|
(0.11 |
) |
|
|
(0.52 |
) |
|
|
6.91 |
|
|
|
4.51 |
|
|
|
185,383 |
|
|
|
0.64 |
|
|
|
0.73 |
|
|
|
5.92 |
|
|
|
69 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
(2) |
Includes return of capital of $0.08 per share. |
(3) |
Includes return of capital of $0.07 per share. |
Amounts designated as “—“ are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Conservative Income Fund |
Class F |
2024 |
|
$ |
10.00 |
|
|
$ |
0.26 |
|
|
$ |
— |
|
|
$ |
0.26 |
|
|
$ |
(0.26 |
) |
|
$ |
— |
|
|
$ |
(0.26 |
) |
|
$ |
10.00 |
|
|
|
2.67 |
% |
|
$ |
648,544 |
|
|
|
0.30 |
% |
|
|
0.58 |
% |
|
|
5.27 |
% |
|
|
– |
% |
2023 |
|
|
10.00 |
|
|
|
0.46 |
|
|
|
(0.01 |
) |
|
|
0.45 |
|
|
|
(0.45 |
) |
|
|
— |
|
|
|
(0.45 |
) |
|
|
10.00 |
|
|
|
4.61 |
|
|
|
464,086 |
|
|
|
0.30 |
|
|
|
0.58 |
|
|
|
4.60 |
|
|
|
– |
|
2022 |
|
|
10.00 |
|
|
|
0.07 |
|
|
|
(0.01 |
) |
|
|
0.06 |
|
|
|
(0.06 |
) |
|
|
— |
^ |
|
|
(0.06 |
) |
|
|
10.00 |
|
|
|
0.65 |
|
|
|
344,975 |
|
|
|
0.25 |
|
|
|
0.58 |
|
|
|
0.67 |
|
|
|
– |
|
2021 |
|
|
10.00 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
^ |
|
|
— |
|
|
|
— |
^ |
|
|
10.00 |
|
|
|
0.01 |
|
|
|
269,681 |
|
|
|
0.19 |
|
|
|
0.58 |
|
|
|
— |
|
|
|
– |
|
2020 |
|
|
10.00 |
|
|
|
0.09 |
|
|
|
0.01 |
|
|
|
0.10 |
|
|
|
(0.10 |
) |
|
|
— |
|
|
|
(0.10 |
) |
|
|
10.00 |
|
|
|
0.96 |
|
|
|
319,030 |
|
|
|
0.30 |
|
|
|
0.59 |
|
|
|
0.90 |
|
|
|
– |
|
2019 |
|
|
10.00 |
|
|
|
0.23 |
|
|
|
— |
|
|
|
0.23 |
|
|
|
(0.23 |
) |
|
|
— |
|
|
|
(0.23 |
) |
|
|
10.00 |
|
|
|
2.32 |
|
|
|
229,166 |
|
|
|
0.30 |
|
|
|
0.59 |
|
|
|
2.29 |
|
|
|
– |
|
Class Y |
2024 |
|
$ |
10.01 |
|
|
$ |
0.27 |
|
|
$ |
— |
|
|
$ |
0.27 |
|
|
$ |
(0.27 |
) |
|
$ |
— |
|
|
$ |
(0.27 |
) |
|
$ |
10.01 |
|
|
|
2.72 |
% |
|
$ |
9,765 |
|
|
|
0.20 |
% |
|
|
0.33 |
% |
|
|
5.35 |
% |
|
|
– |
% |
2023 |
|
|
10.01 |
|
|
|
0.46 |
|
|
|
0.01 |
|
|
|
0.47 |
|
|
|
(0.47 |
) |
|
|
— |
|
|
|
(0.47 |
) |
|
|
10.01 |
|
|
|
4.78 |
|
|
|
15,217 |
|
|
|
0.20 |
|
|
|
0.33 |
|
|
|
4.62 |
|
|
|
– |
|
2022 |
|
|
10.01 |
|
|
|
0.07 |
|
|
|
— |
|
|
|
0.07 |
|
|
|
(0.07 |
) |
|
|
— |
^ |
|
|
(0.07 |
) |
|
|
10.01 |
|
|
|
0.70 |
|
|
|
15,305 |
|
|
|
0.14 |
|
|
|
0.33 |
|
|
|
0.72 |
|
|
|
– |
|
2021 |
|
|
10.00 |
|
|
|
0.01 |
|
|
|
— |
|
|
|
0.01 |
|
|
|
— |
^ |
|
|
— |
|
|
|
— |
^ |
|
|
10.01 |
|
|
|
0.11 |
|
|
|
16,962 |
|
|
|
0.09 |
|
|
|
0.33 |
|
|
|
0.10 |
|
|
|
– |
|
2020 |
|
|
10.00 |
|
|
|
0.11 |
|
|
|
— |
|
|
|
0.11 |
|
|
|
(0.11 |
) |
|
|
— |
|
|
|
(0.11 |
) |
|
|
10.00 |
|
|
|
1.06 |
|
|
|
22,256 |
|
|
|
0.20 |
|
|
|
0.34 |
|
|
|
1.05 |
|
|
|
– |
|
2019 |
|
|
10.00 |
|
|
|
0.24 |
|
|
|
— |
|
|
|
0.24 |
|
|
|
(0.24 |
) |
|
|
— |
|
|
|
(0.24 |
) |
|
|
10.00 |
|
|
|
2.42 |
|
|
|
23,125 |
|
|
|
0.20 |
|
|
|
0.34 |
|
|
|
2.38 |
|
|
|
– |
|
Tax-Free Conservative Income Fund |
Class F |
2024 |
|
$ |
10.00 |
|
|
$ |
0.16 |
|
|
$ |
— |
|
|
$ |
0.16 |
|
|
$ |
(0.16 |
) |
|
$ |
— |
|
|
$ |
(0.16 |
) |
|
$ |
10.00 |
|
|
|
1.61 |
% |
|
$ |
171,907 |
|
|
|
0.30 |
% |
|
|
0.58 |
% |
|
|
3.19 |
% |
|
|
– |
% |
2023 |
|
|
9.99 |
|
|
|
0.28 |
|
|
|
0.01 |
|
|
|
0.29 |
|
|
|
(0.28 |
) |
|
|
— |
|
|
|
(0.28 |
) |
|
|
10.00 |
|
|
|
2.92 |
|
|
|
163,924 |
|
|
|
0.30 |
|
|
|
0.58 |
|
|
|
2.77 |
|
|
|
– |
|
2022 |
|
|
10.00 |
|
|
|
0.04 |
|
|
|
(0.01 |
) |
|
|
0.03 |
|
|
|
(0.04 |
) |
|
|
— |
|
|
|
(0.04 |
) |
|
|
9.99 |
|
|
|
0.29 |
|
|
|
176,810 |
|
|
|
0.22 |
|
|
|
0.58 |
|
|
|
0.39 |
|
|
|
– |
|
2021 |
|
|
10.00 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
^ |
|
|
— |
|
|
|
— |
^ |
|
|
10.00 |
|
|
|
0.01 |
|
|
|
183,626 |
|
|
|
0.13 |
|
|
|
0.58 |
|
|
|
0.01 |
|
|
|
– |
|
2020 |
|
|
10.00 |
|
|
|
0.06 |
|
|
|
— |
|
|
|
0.06 |
|
|
|
(0.06 |
) |
|
|
— |
|
|
|
(0.06 |
) |
|
|
10.00 |
|
|
|
0.64 |
|
|
|
212,828 |
|
|
|
0.30 |
|
|
|
0.59 |
|
|
|
0.62 |
|
|
|
– |
|
2019 |
|
|
10.00 |
|
|
|
0.14 |
|
|
|
— |
|
|
|
0.14 |
|
|
|
(0.14 |
) |
|
|
— |
|
|
|
(0.14 |
) |
|
|
10.00 |
|
|
|
1.37 |
|
|
|
162,368 |
|
|
|
0.30 |
|
|
|
0.59 |
|
|
|
1.36 |
|
|
|
– |
|
Class Y |
2024 |
|
$ |
10.01 |
|
|
$ |
0.17 |
|
|
$ |
0.01 |
|
|
$ |
0.18 |
|
|
$ |
(0.17 |
) |
|
$ |
— |
|
|
$ |
(0.17 |
) |
|
$ |
10.02 |
|
|
|
1.76 |
% |
|
$ |
4,671 |
|
|
|
0.20 |
% |
|
|
0.33 |
% |
|
|
3.29 |
% |
|
|
– |
% |
2023 |
|
|
10.01 |
|
|
|
0.29 |
|
|
|
— |
|
|
|
0.29 |
|
|
|
(0.29 |
) |
|
|
— |
|
|
|
(0.29 |
) |
|
|
10.01 |
|
|
|
2.92 |
|
|
|
3,971 |
|
|
|
0.20 |
|
|
|
0.33 |
|
|
|
2.86 |
|
|
|
– |
|
2022 |
|
|
10.01 |
|
|
|
0.05 |
|
|
|
(0.01 |
) |
|
|
0.04 |
|
|
|
(0.04 |
) |
|
|
— |
|
|
|
(0.04 |
) |
|
|
10.01 |
|
|
|
0.44 |
|
|
|
4,890 |
|
|
|
0.13 |
|
|
|
0.33 |
|
|
|
0.48 |
|
|
|
– |
|
2021 |
|
|
10.00 |
|
|
|
0.01 |
|
|
|
— |
|
|
|
0.01 |
|
|
|
— |
^ |
|
|
— |
|
|
|
— |
^ |
|
|
10.01 |
|
|
|
0.11 |
|
|
|
9,273 |
|
|
|
0.03 |
|
|
|
0.33 |
|
|
|
0.10 |
|
|
|
– |
|
2020 |
|
|
10.00 |
|
|
|
0.09 |
|
|
|
(0.02 |
) |
|
|
0.07 |
|
|
|
(0.07 |
) |
|
|
— |
|
|
|
(0.07 |
) |
|
|
10.00 |
|
|
|
0.73 |
|
|
|
5,770 |
|
|
|
0.20 |
|
|
|
0.34 |
|
|
|
0.87 |
|
|
|
– |
|
2019 |
|
|
10.00 |
|
|
|
0.15 |
|
|
|
— |
|
|
|
0.15 |
|
|
|
(0.15 |
) |
|
|
— |
|
|
|
(0.15 |
) |
|
|
10.00 |
|
|
|
1.47 |
|
|
|
16,727 |
|
|
|
0.20 |
|
|
|
0.34 |
|
|
|
1.45 |
|
|
|
– |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
^ |
Amount represents less than $0.005 per share. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Real Return Fund |
Class F |
2024 |
|
$ |
9.33 |
|
|
$ |
0.12 |
|
|
$ |
0.18 |
|
|
$ |
0.30 |
|
|
$ |
(0.10 |
) |
|
$ |
— |
|
|
$ |
(0.10 |
) |
|
$ |
9.53 |
|
|
|
3.25 |
% |
|
$ |
367,372 |
|
|
|
0.45 |
% |
|
|
0.70 |
% |
|
|
2.50 |
% |
|
|
20 |
% |
2023 |
|
|
9.57 |
|
|
|
0.22 |
|
|
|
0.01 |
|
|
|
0.23 |
|
|
|
(0.43 |
) |
|
|
(0.04 |
) |
|
|
(0.47 |
) |
|
|
9.33 |
|
|
|
2.44 |
|
|
|
183,431 |
|
|
|
0.45 |
|
|
|
0.70 |
|
|
|
2.36 |
|
|
|
31 |
|
2022 |
|
|
10.68 |
|
|
|
0.71 |
|
|
|
(1.17 |
) |
|
|
(0.46 |
) |
|
|
(0.65 |
) |
|
|
— |
|
|
|
(0.65 |
) |
|
|
9.57 |
|
|
|
(4.52 |
) |
|
|
241,034 |
|
|
|
0.45 |
|
|
|
0.70 |
|
|
|
6.86 |
|
|
|
50 |
|
2021 |
|
|
10.40 |
|
|
|
0.44 |
|
|
|
0.10 |
|
|
|
0.54 |
|
|
|
(0.26 |
) |
|
|
— |
|
|
|
(0.26 |
) |
|
|
10.68 |
|
|
|
5.26 |
|
|
|
228,319 |
|
|
|
0.45 |
|
|
|
0.70 |
|
|
|
4.18 |
|
|
|
31 |
|
2020 |
|
|
9.96 |
|
|
|
0.07 |
|
|
|
0.42 |
|
|
|
0.49 |
|
|
|
(0.05 |
) |
|
|
— |
|
|
|
(0.05 |
) |
|
|
10.40 |
|
|
|
4.98 |
|
|
|
238,849 |
|
|
|
0.45 |
|
|
|
0.70 |
|
|
|
0.72 |
|
|
|
41 |
|
2019 |
|
|
9.91 |
|
|
|
0.16 |
|
|
|
0.15 |
|
|
|
0.31 |
|
|
|
(0.26 |
) |
|
|
— |
|
|
|
(0.26 |
) |
|
|
9.96 |
|
|
|
3.14 |
|
|
|
227,413 |
|
|
|
0.45 |
|
|
|
0.70 |
|
|
|
1.59 |
|
|
|
34 |
|
Class Y |
2024 |
|
$ |
9.37 |
|
|
$ |
0.11 |
|
|
$ |
0.21 |
|
|
$ |
0.32 |
|
|
$ |
(0.11 |
) |
|
$ |
— |
|
|
$ |
(0.11 |
) |
|
$ |
9.58 |
|
|
|
3.40 |
% |
|
$ |
21,795 |
|
|
|
0.35 |
% |
|
|
0.45 |
% |
|
|
2.25 |
% |
|
|
20 |
% |
2023 |
|
|
9.62 |
|
|
|
0.24 |
|
|
|
(0.01 |
) |
|
|
0.23 |
|
|
|
(0.44 |
) |
|
|
(0.04 |
) |
|
|
(0.48 |
) |
|
|
9.37 |
|
|
|
2.44 |
|
|
|
14,249 |
|
|
|
0.35 |
|
|
|
0.45 |
|
|
|
2.50 |
|
|
|
31 |
|
2022 |
|
|
10.73 |
|
|
|
0.71 |
|
|
|
(1.16 |
) |
|
|
(0.45 |
) |
|
|
(0.66 |
) |
|
|
— |
|
|
|
(0.66 |
) |
|
|
9.62 |
|
|
|
(4.40 |
) |
|
|
16,740 |
|
|
|
0.35 |
|
|
|
0.45 |
|
|
|
6.85 |
|
|
|
50 |
|
2021 |
|
|
10.44 |
|
|
|
0.43 |
|
|
|
0.14 |
|
|
|
0.57 |
|
|
|
(0.28 |
) |
|
|
— |
|
|
|
(0.28 |
) |
|
|
10.73 |
|
|
|
5.47 |
|
|
|
17,931 |
|
|
|
0.35 |
|
|
|
0.45 |
|
|
|
4.11 |
|
|
|
31 |
|
2020 |
|
|
10.00 |
|
|
|
0.08 |
|
|
|
0.42 |
|
|
|
0.50 |
|
|
|
(0.06 |
) |
|
|
— |
|
|
|
(0.06 |
) |
|
|
10.44 |
|
|
|
5.01 |
|
|
|
21,395 |
|
|
|
0.35 |
|
|
|
0.45 |
|
|
|
0.84 |
|
|
|
41 |
|
2019 |
|
|
9.94 |
|
|
|
0.18 |
|
|
|
0.14 |
|
|
|
0.32 |
|
|
|
(0.26 |
) |
|
|
— |
|
|
|
(0.26 |
) |
|
|
10.00 |
|
|
|
3.31 |
|
|
|
24,322 |
|
|
|
0.35 |
|
|
|
0.46 |
|
|
|
1.80 |
|
|
|
34 |
|
Dynamic Asset Allocation Fund |
Class F |
2024 |
|
$ |
14.86 |
|
|
$ |
0.10 |
|
|
$ |
2.82 |
|
|
$ |
2.92 |
|
|
$ |
— |
|
|
$ |
(1.45 |
) |
|
$ |
(1.45 |
) |
|
$ |
16.33 |
|
|
|
20.68 |
% |
|
$ |
765,427 |
|
|
|
0.75 |
% |
|
|
1.18 |
% |
|
|
1.31 |
% |
|
|
8 |
% |
2023 |
|
|
14.41 |
|
|
|
0.18 |
|
|
|
2.19 |
|
|
|
2.37 |
|
|
|
(0.40 |
) |
|
|
(1.52 |
) |
|
|
(1.92 |
) |
|
|
14.86 |
|
|
|
17.64 |
|
|
|
640,725 |
|
|
|
0.75 |
|
|
|
1.18 |
|
|
|
1.24 |
|
|
|
22 |
|
2022 |
|
|
18.50 |
|
|
|
0.11 |
|
|
|
(2.20 |
) |
|
|
(2.09 |
) |
|
|
(0.59 |
) |
|
|
(1.41 |
) |
|
|
(2.00 |
) |
|
|
14.41 |
|
|
|
(13.56 |
) |
|
|
597,961 |
|
|
|
0.75 |
|
|
|
1.18 |
|
|
|
0.62 |
|
|
|
5 |
|
2021 |
|
|
14.98 |
|
|
|
0.10 |
|
|
|
4.58 |
|
|
|
4.68 |
|
|
|
(0.89 |
) |
|
|
(0.27 |
) |
|
|
(1.16 |
) |
|
|
18.50 |
|
|
|
32.72 |
|
|
|
816,977 |
|
|
|
0.75 |
|
|
|
1.18 |
|
|
|
0.56 |
|
|
|
10 |
|
2020 |
|
|
13.23 |
|
|
|
0.14 |
|
|
|
1.84 |
|
|
|
1.98 |
|
|
|
(0.23 |
) |
|
|
— |
|
|
|
(0.23 |
) |
|
|
14.98 |
|
|
|
15.07 |
|
|
|
723,775 |
|
|
|
0.75 |
|
|
|
1.18 |
|
|
|
1.06 |
|
|
|
16 |
|
2019 |
|
|
13.22 |
|
|
|
0.17 |
|
|
|
0.07 |
|
|
|
0.24 |
|
|
|
(0.23 |
) |
|
|
— |
|
|
|
(0.23 |
) |
|
|
13.23 |
|
|
|
2.14 |
|
|
|
725,857 |
|
|
|
0.75 |
|
|
|
1.18 |
|
|
|
1.31 |
|
|
|
5 |
|
Class Y |
2024 |
|
$ |
14.88 |
|
|
$ |
0.13 |
|
|
$ |
2.82 |
|
|
$ |
2.95 |
|
|
$ |
— |
|
|
$ |
(1.45 |
) |
|
$ |
(1.45 |
) |
|
$ |
16.38 |
|
|
|
20.85 |
% |
|
$ |
51,071 |
|
|
|
0.50 |
% |
|
|
0.93 |
% |
|
|
1.67 |
% |
|
|
8 |
% |
2023 |
|
|
14.43 |
|
|
|
0.25 |
|
|
|
2.16 |
|
|
|
2.41 |
|
|
|
(0.44 |
) |
|
|
(1.52 |
) |
|
|
(1.96 |
) |
|
|
14.88 |
|
|
|
17.95 |
|
|
|
42,012 |
|
|
|
0.50 |
|
|
|
0.93 |
|
|
|
1.69 |
|
|
|
22 |
|
2022 |
|
|
18.54 |
|
|
|
0.16 |
|
|
|
(2.22 |
) |
|
|
(2.06 |
) |
|
|
(0.64 |
) |
|
|
(1.41 |
) |
|
|
(2.05 |
) |
|
|
14.43 |
|
|
|
(13.44 |
) |
|
|
35,497 |
|
|
|
0.50 |
|
|
|
0.93 |
|
|
|
0.91 |
|
|
|
5 |
|
2021 |
|
|
15.01 |
|
|
|
0.14 |
|
|
|
4.58 |
|
|
|
4.72 |
|
|
|
(0.92 |
) |
|
|
(0.27 |
) |
|
|
(1.19 |
) |
|
|
18.54 |
|
|
|
33.05 |
|
|
|
46,976 |
|
|
|
0.50 |
|
|
|
0.93 |
|
|
|
0.81 |
|
|
|
10 |
|
2020 |
|
|
13.26 |
|
|
|
0.08 |
|
|
|
1.93 |
|
|
|
2.01 |
|
|
|
(0.26 |
) |
|
|
— |
|
|
|
(0.26 |
) |
|
|
15.01 |
|
|
|
15.31 |
|
|
|
41,757 |
|
|
|
0.50 |
|
|
|
0.93 |
|
|
|
0.59 |
|
|
|
16 |
|
2019 |
|
|
13.25 |
|
|
|
0.19 |
|
|
|
0.08 |
|
|
|
0.27 |
|
|
|
(0.26 |
) |
|
|
— |
|
|
|
(0.26 |
) |
|
|
13.26 |
|
|
|
2.43 |
|
|
|
70,477 |
|
|
|
0.50 |
|
|
|
0.93 |
|
|
|
1.51 |
|
|
|
5 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Multi-Strategy Alternative Fund |
Class F |
2024 |
|
$ |
9.37 |
|
|
$ |
0.25 |
|
|
$ |
0.40 |
|
|
$ |
0.65 |
|
|
$ |
(0.41 |
) |
|
$ |
— |
|
|
$ |
(0.41 |
) |
|
$ |
9.61 |
|
|
|
7.01 |
% |
|
$ |
277,779 |
|
|
|
2.02 |
%(2) |
|
|
2.77 |
% |
|
|
5.33 |
% |
|
|
150 |
% |
2023 |
|
|
9.08 |
|
|
|
0.36 |
|
|
|
0.12 |
|
|
|
0.48 |
|
|
|
(0.19 |
) |
|
|
— |
|
|
|
(0.19 |
) |
|
|
9.37 |
|
|
|
5.40 |
|
|
|
354,258 |
|
|
|
1.83 |
(2) |
|
|
2.58 |
|
|
|
3.91 |
|
|
|
434 |
|
2022 |
|
|
10.54 |
|
|
|
0.08 |
|
|
|
(0.79 |
) |
|
|
(0.71 |
) |
|
|
(0.13 |
) |
|
|
(0.62 |
) |
|
|
(0.75 |
) |
|
|
9.08 |
|
|
|
(7.24 |
) |
|
|
394,876 |
|
|
|
1.93 |
(2) |
|
|
2.68 |
|
|
|
0.83 |
|
|
|
369 |
|
2021 |
|
|
9.98 |
|
|
|
0.09 |
|
|
|
0.76 |
|
|
|
0.85 |
|
|
|
(0.05 |
) |
|
|
(0.24 |
) |
|
|
(0.29 |
) |
|
|
10.54 |
|
|
|
8.57 |
|
|
|
449,934 |
|
|
|
1.99 |
(2) |
|
|
2.75 |
|
|
|
0.87 |
|
|
|
424 |
|
2020 |
|
|
9.61 |
|
|
|
0.08 |
|
|
|
0.39 |
|
|
|
0.47 |
|
|
|
(0.10 |
) |
|
|
— |
|
|
|
(0.10 |
) |
|
|
9.98 |
|
|
|
4.90 |
|
|
|
463,468 |
|
|
|
1.72 |
(3) |
|
|
2.54 |
|
|
|
0.84 |
|
|
|
527 |
|
2019 |
|
|
10.10 |
|
|
|
0.14 |
|
|
|
(0.18 |
) |
|
|
(0.04 |
) |
|
|
(0.16 |
) |
|
|
(0.29 |
) |
|
|
(0.45 |
) |
|
|
9.61 |
|
|
|
(0.18 |
) |
|
|
472,129 |
|
|
|
1.44 |
(4) |
|
|
2.38 |
|
|
|
1.24 |
|
|
|
315 |
|
Class Y |
2024 |
|
$ |
9.37 |
|
|
$ |
0.26 |
|
|
$ |
0.40 |
|
|
$ |
0.66 |
|
|
$ |
(0.43 |
) |
|
$ |
— |
|
|
$ |
(0.43 |
) |
|
$ |
9.60 |
|
|
|
7.19 |
% |
|
$ |
13,237 |
|
|
|
1.76 |
%(5) |
|
|
2.52 |
% |
|
|
5.53 |
% |
|
|
150 |
% |
2023 |
|
|
9.08 |
|
|
|
0.38 |
|
|
|
0.13 |
|
|
|
0.51 |
|
|
|
(0.22 |
) |
|
|
— |
|
|
|
(0.22 |
) |
|
|
9.37 |
|
|
|
5.68 |
|
|
|
14,325 |
|
|
|
1.58 |
(5) |
|
|
2.33 |
|
|
|
4.12 |
|
|
|
434 |
|
2022 |
|
|
10.55 |
|
|
|
0.11 |
|
|
|
(0.81 |
) |
|
|
(0.70 |
) |
|
|
(0.15 |
) |
|
|
(0.62 |
) |
|
|
(0.77 |
) |
|
|
9.08 |
|
|
|
(7.09 |
) |
|
|
8,069 |
|
|
|
1.68 |
(5) |
|
|
2.43 |
|
|
|
1.09 |
|
|
|
369 |
|
2021 |
|
|
9.98 |
|
|
|
0.12 |
|
|
|
0.77 |
|
|
|
0.89 |
|
|
|
(0.08 |
) |
|
|
(0.24 |
) |
|
|
(0.32 |
) |
|
|
10.55 |
|
|
|
8.94 |
|
|
|
8,585 |
|
|
|
1.74 |
(5) |
|
|
2.50 |
|
|
|
1.12 |
|
|
|
424 |
|
2020 |
|
|
9.61 |
|
|
|
0.11 |
|
|
|
0.38 |
|
|
|
0.49 |
|
|
|
(0.12 |
) |
|
|
— |
|
|
|
(0.12 |
) |
|
|
9.98 |
|
|
|
5.16 |
|
|
|
8,464 |
|
|
|
1.47 |
(6) |
|
|
2.29 |
|
|
|
1.12 |
|
|
|
527 |
|
2019 |
|
|
10.11 |
|
|
|
0.13 |
|
|
|
(0.15 |
) |
|
|
(0.02 |
) |
|
|
(0.19 |
) |
|
|
(0.29 |
) |
|
|
(0.48 |
) |
|
|
9.61 |
|
|
|
(0.01 |
) |
|
|
9,821 |
|
|
|
1.20 |
(7) |
|
|
2.15 |
|
|
|
1.11 |
|
|
|
315 |
|
Liquid Alternative Fund |
Class F |
2024 |
|
$ |
10.16 |
|
|
$ |
0.17 |
|
|
$ |
0.47 |
|
|
$ |
0.64 |
|
|
$ |
(0.18 |
) |
|
$ |
(0.09 |
) |
|
$ |
(0.27 |
) |
|
$ |
10.53 |
|
|
|
6.48 |
% |
|
$ |
195,925 |
|
|
|
1.04 |
% |
|
|
1.12 |
% |
|
|
3.31 |
% |
|
|
– |
% |
2023(8) |
|
|
10.00 |
|
|
|
0.15 |
|
|
|
0.01 |
|
|
|
0.16 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
10.16 |
|
|
|
1.60 |
|
|
|
531 |
|
|
|
1.04 |
|
|
|
4.16 |
|
|
|
5.70 |
|
|
|
– |
|
Class Y |
2024 |
|
$ |
10.17 |
|
|
$ |
0.20 |
|
|
$ |
0.44 |
|
|
$ |
0.64 |
|
|
$ |
(0.18 |
) |
|
$ |
(0.09 |
) |
|
$ |
(0.27 |
) |
|
$ |
10.54 |
|
|
|
6.51 |
% |
|
$ |
15,071 |
|
|
|
0.80 |
% |
|
|
1.12 |
% |
|
|
3.95 |
% |
|
|
– |
% |
2023(8) |
|
|
10.00 |
|
|
|
0.10 |
|
|
|
0.07 |
|
|
|
0.17 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
10.17 |
|
|
|
1.60 |
|
|
|
10,827 |
|
|
|
0.80 |
|
|
|
1.89 |
|
|
|
3.85 |
|
|
|
– |
|
Multi-Asset Accumulation Fund |
Class F |
2024 |
|
$ |
6.66 |
|
|
$ |
0.12 |
|
|
$ |
0.58 |
|
|
$ |
0.70 |
|
|
$ |
(0.14 |
) |
|
$ |
— |
|
|
$ |
(0.14 |
) |
|
$ |
7.22 |
|
|
|
10.56 |
% |
|
$ |
1,304,504 |
|
|
|
1.17 |
% |
|
|
1.33 |
% |
|
|
3.39 |
% |
|
|
20 |
% |
2023 |
|
|
7.17 |
|
|
|
0.23 |
|
|
|
(0.04 |
) |
|
|
0.19 |
|
|
|
(0.70 |
) |
|
|
— |
|
|
|
(0.70 |
) |
|
|
6.66 |
|
|
|
2.59 |
|
|
|
1,781,011 |
|
|
|
1.17 |
|
|
|
1.32 |
|
|
|
3.26 |
|
|
|
72 |
|
2022 |
|
|
10.31 |
|
|
|
0.11 |
|
|
|
(1.96 |
) |
|
|
(1.85 |
) |
|
|
(0.64 |
) |
|
|
(0.65 |
) |
|
|
(1.29 |
) |
|
|
7.17 |
|
|
|
(20.79 |
) |
|
|
1,886,712 |
|
|
|
1.17 |
|
|
|
1.30 |
|
|
|
1.25 |
|
|
|
42 |
|
2021 |
|
|
9.55 |
|
|
|
(0.01 |
) |
|
|
1.28 |
|
|
|
1.27 |
|
|
|
— |
|
|
|
(0.51 |
) |
|
|
(0.51 |
) |
|
|
10.31 |
|
|
|
13.73 |
|
|
|
2,506,500 |
|
|
|
1.17 |
|
|
|
1.29 |
|
|
|
(0.12 |
) |
|
|
54 |
|
2020 |
|
|
10.63 |
|
|
|
(0.02 |
) |
|
|
0.18 |
|
|
|
0.16 |
|
|
|
(0.13 |
) |
|
|
(1.11 |
) |
|
|
(1.24 |
) |
|
|
9.55 |
|
|
|
1.51 |
|
|
|
2,420,060 |
|
|
|
1.17 |
|
|
|
1.30 |
|
|
|
(0.23 |
) |
|
|
61 |
|
2019 |
|
|
9.81 |
|
|
|
0.08 |
|
|
|
1.03 |
|
|
|
1.11 |
|
|
|
(0.27 |
) |
|
|
(0.02 |
) |
|
|
(0.29 |
) |
|
|
10.63 |
|
|
|
11.94 |
|
|
|
2,659,785 |
|
|
|
1.17 |
|
|
|
1.30 |
|
|
|
0.80 |
|
|
|
63 |
|
Class Y |
2024 |
|
$ |
6.73 |
|
|
$ |
0.10 |
|
|
$ |
0.62 |
|
|
$ |
0.72 |
|
|
$ |
(0.16 |
) |
|
$ |
— |
|
|
$ |
(0.16 |
) |
|
$ |
7.29 |
|
|
|
10.73 |
% |
|
$ |
95,516 |
|
|
|
0.92 |
% |
|
|
1.08 |
% |
|
|
2.79 |
% |
|
|
20 |
% |
2023 |
|
|
7.25 |
|
|
|
0.20 |
|
|
|
— |
|
|
|
0.20 |
|
|
|
(0.72 |
) |
|
|
— |
|
|
|
(0.72 |
) |
|
|
6.73 |
|
|
|
2.73 |
|
|
|
100,217 |
|
|
|
0.92 |
|
|
|
1.07 |
|
|
|
2.75 |
|
|
|
72 |
|
2022 |
|
|
10.41 |
|
|
|
0.12 |
|
|
|
(1.97 |
) |
|
|
(1.85 |
) |
|
|
(0.66 |
) |
|
|
(0.65 |
) |
|
|
(1.31 |
) |
|
|
7.25 |
|
|
|
(20.57 |
) |
|
|
146,375 |
|
|
|
0.92 |
|
|
|
1.05 |
|
|
|
1.36 |
|
|
|
42 |
|
2021 |
|
|
9.62 |
|
|
|
(0.02 |
) |
|
|
1.32 |
|
|
|
1.30 |
|
|
|
— |
|
|
|
(0.51 |
) |
|
|
(0.51 |
) |
|
|
10.41 |
|
|
|
13.95 |
|
|
|
193,339 |
|
|
|
0.92 |
|
|
|
1.04 |
|
|
|
(0.15 |
) |
|
|
54 |
|
2020 |
|
|
10.70 |
|
|
|
(0.03 |
) |
|
|
0.21 |
|
|
|
0.18 |
|
|
|
(0.15 |
) |
|
|
(1.11 |
) |
|
|
(1.26 |
) |
|
|
9.62 |
|
|
|
1.74 |
|
|
|
190,469 |
|
|
|
0.92 |
|
|
|
1.05 |
|
|
|
(0.26 |
) |
|
|
61 |
|
2019 |
|
|
9.88 |
|
|
|
0.07 |
|
|
|
1.06 |
|
|
|
1.13 |
|
|
|
(0.29 |
) |
|
|
(0.02 |
) |
|
|
(0.31 |
) |
|
|
10.70 |
|
|
|
12.16 |
|
|
|
220,654 |
|
|
|
0.92 |
|
|
|
1.05 |
|
|
|
0.66 |
|
|
|
63 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
(2) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.35%. |
(3) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.27%. |
(4) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.20%. |
(5) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.10%. |
(6) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 1.02%. |
(7) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.96%. |
(8) |
Commenced operations on June 30, 2023. All ratios for the period have been annualized. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Multi-Asset Income Fund |
Class F |
2024 |
|
$ |
9.28 |
|
|
$ |
0.33 |
|
|
$ |
0.54 |
|
|
$ |
0.87 |
|
|
$ |
(0.35 |
) |
|
$ |
— |
|
|
$ |
(0.35 |
) |
|
$ |
9.80 |
|
|
|
9.49 |
% |
|
$ |
435,742 |
|
|
|
0.80 |
% |
|
|
1.22 |
% |
|
|
6.97 |
% |
|
|
16 |
% |
2023 |
|
|
9.22 |
|
|
|
0.62 |
|
|
|
0.11 |
|
|
|
0.73 |
|
|
|
(0.67 |
) |
|
|
— |
|
|
|
(0.67 |
) |
|
|
9.28 |
|
|
|
8.02 |
|
|
|
532,159 |
|
|
|
0.80 |
|
|
|
1.21 |
|
|
|
6.49 |
|
|
|
39 |
|
2022 |
|
|
11.49 |
|
|
|
0.46 |
|
|
|
(2.26 |
) |
|
|
(1.80 |
) |
|
|
(0.46 |
) |
|
|
(0.01 |
) |
|
|
(0.47 |
) |
|
|
9.22 |
|
|
|
(16.13 |
) |
|
|
568,205 |
|
|
|
0.80 |
|
|
|
1.20 |
|
|
|
4.35 |
|
|
|
24 |
|
2021 |
|
|
10.85 |
|
|
|
0.42 |
|
|
|
0.61 |
|
|
|
1.03 |
|
|
|
(0.39 |
) |
|
|
— |
|
|
|
(0.39 |
) |
|
|
11.49 |
|
|
|
9.57 |
|
|
|
759,685 |
|
|
|
0.80 |
|
|
|
1.20 |
|
|
|
3.71 |
|
|
|
59 |
|
2020 |
|
|
11.07 |
|
|
|
0.40 |
|
|
|
(0.20 |
) |
|
|
0.20 |
|
|
|
(0.39 |
) |
|
|
(0.03 |
) |
|
|
(0.42 |
) |
|
|
10.85 |
|
|
|
1.86 |
|
|
|
770,599 |
|
|
|
0.80 |
|
|
|
1.21 |
|
|
|
3.69 |
|
|
|
137 |
|
2019 |
|
|
10.61 |
|
|
|
0.45 |
|
|
|
0.41 |
|
|
|
0.86 |
|
|
|
(0.40 |
) |
|
|
— |
|
|
|
(0.40 |
) |
|
|
11.07 |
|
|
|
8.29 |
|
|
|
816,056 |
|
|
|
0.80 |
|
|
|
1.20 |
|
|
|
4.15 |
|
|
|
76 |
|
Class Y |
2024 |
|
$ |
9.28 |
|
|
$ |
0.34 |
|
|
$ |
0.53 |
|
|
$ |
0.87 |
|
|
$ |
(0.35 |
) |
|
$ |
— |
|
|
$ |
(0.35 |
) |
|
$ |
9.80 |
|
|
|
9.54 |
% |
|
$ |
128,651 |
|
|
|
0.70 |
% |
|
|
0.97 |
% |
|
|
7.09 |
% |
|
|
16 |
% |
2023 |
|
|
9.22 |
|
|
|
0.63 |
|
|
|
0.11 |
|
|
|
0.74 |
|
|
|
(0.68 |
) |
|
|
— |
|
|
|
(0.68 |
) |
|
|
9.28 |
|
|
|
8.12 |
|
|
|
127,673 |
|
|
|
0.70 |
|
|
|
0.96 |
|
|
|
6.59 |
|
|
|
39 |
|
2022 |
|
|
11.49 |
|
|
|
0.47 |
|
|
|
(2.26 |
) |
|
|
(1.79 |
) |
|
|
(0.47 |
) |
|
|
(0.01 |
) |
|
|
(0.48 |
) |
|
|
9.22 |
|
|
|
(16.08 |
) |
|
|
137,959 |
|
|
|
0.70 |
|
|
|
0.95 |
|
|
|
4.46 |
|
|
|
24 |
|
2021 |
|
|
10.85 |
|
|
|
0.43 |
|
|
|
0.61 |
|
|
|
1.04 |
|
|
|
(0.40 |
) |
|
|
— |
|
|
|
(0.40 |
) |
|
|
11.49 |
|
|
|
9.68 |
|
|
|
172,276 |
|
|
|
0.70 |
|
|
|
0.95 |
|
|
|
3.81 |
|
|
|
59 |
|
2020 |
|
|
11.07 |
|
|
|
0.41 |
|
|
|
(0.20 |
) |
|
|
0.21 |
|
|
|
(0.40 |
) |
|
|
(0.03 |
) |
|
|
(0.43 |
) |
|
|
10.85 |
|
|
|
1.96 |
|
|
|
161,672 |
|
|
|
0.70 |
|
|
|
0.96 |
|
|
|
3.79 |
|
|
|
137 |
|
2019 |
|
|
10.61 |
|
|
|
0.46 |
|
|
|
0.41 |
|
|
|
0.87 |
|
|
|
(0.41 |
) |
|
|
— |
|
|
|
(0.41 |
) |
|
|
11.07 |
|
|
|
8.39 |
|
|
|
161,776 |
|
|
|
0.70 |
|
|
|
0.95 |
|
|
|
4.25 |
|
|
|
76 |
|
Multi-Asset Inflation Managed Fund |
Class F |
2024 |
|
$ |
7.87 |
|
|
$ |
0.13 |
|
|
$ |
0.12 |
|
|
$ |
0.25 |
|
|
$ |
(0.29 |
) |
|
$ |
— |
|
|
$ |
(0.29 |
) |
|
$ |
7.83 |
|
|
|
3.27 |
% |
|
$ |
590,701 |
|
|
|
2.00 |
%(2) |
|
|
2.24 |
% |
|
|
3.40 |
% |
|
|
17 |
% |
2023 |
|
|
8.68 |
|
|
|
0.27 |
|
|
|
(0.12 |
) |
|
|
0.15 |
|
|
|
(0.96 |
) |
|
|
— |
|
|
|
(0.96 |
) |
|
|
7.87 |
|
|
|
1.46 |
|
|
|
648,827 |
|
|
|
1.96 |
(2) |
|
|
2.20 |
|
|
|
3.39 |
|
|
|
93 |
|
2022 |
|
|
8.91 |
|
|
|
0.34 |
|
|
|
0.09 |
|
|
|
0.43 |
|
|
|
(0.66 |
) |
|
|
— |
|
|
|
(0.66 |
) |
|
|
8.68 |
|
|
|
5.10 |
|
|
|
783,196 |
|
|
|
1.24 |
(2) |
|
|
1.48 |
|
|
|
3.80 |
|
|
|
81 |
|
2021 |
|
|
7.88 |
|
|
|
0.24 |
|
|
|
0.91 |
|
|
|
1.15 |
|
|
|
(0.12 |
) |
|
|
— |
|
|
|
(0.12 |
) |
|
|
8.91 |
|
|
|
14.71 |
|
|
|
803,799 |
|
|
|
1.12 |
(2) |
|
|
1.36 |
|
|
|
2.84 |
|
|
|
65 |
|
2020 |
|
|
8.28 |
|
|
|
0.10 |
|
|
|
(0.38 |
) |
|
|
(0.28 |
) |
|
|
(0.12 |
) |
|
|
— |
|
|
|
(0.12 |
) |
|
|
7.88 |
|
|
|
(3.41 |
) |
|
|
735,962 |
|
|
|
1.38 |
(2) |
|
|
1.62 |
|
|
|
1.28 |
|
|
|
63 |
|
2019 |
|
|
8.49 |
|
|
|
0.14 |
|
|
|
(0.20 |
) |
|
|
(0.06 |
) |
|
|
(0.15 |
) |
|
|
— |
|
|
|
(0.15 |
) |
|
|
8.28 |
|
|
|
(0.62 |
) |
|
|
798,451 |
|
|
|
1.52 |
(2) |
|
|
1.76 |
|
|
|
1.68 |
|
|
|
30 |
|
Class Y |
2024 |
|
$ |
7.88 |
|
|
$ |
0.10 |
|
|
$ |
0.15 |
|
|
$ |
0.25 |
|
|
$ |
(0.31 |
) |
|
$ |
— |
|
|
$ |
(0.31 |
) |
|
$ |
7.82 |
|
|
|
3.30 |
% |
|
$ |
34,517 |
|
|
|
1.75 |
%(3) |
|
|
1.98 |
% |
|
|
2.52 |
% |
|
|
17 |
% |
2023 |
|
|
8.69 |
|
|
|
0.23 |
|
|
|
(0.06 |
) |
|
|
0.17 |
|
|
|
(0.98 |
) |
|
|
— |
|
|
|
(0.98 |
) |
|
|
7.88 |
|
|
|
1.75 |
|
|
|
30,866 |
|
|
|
1.71 |
(3) |
|
|
1.96 |
|
|
|
2.88 |
|
|
|
93 |
|
2022 |
|
|
8.92 |
|
|
|
0.34 |
|
|
|
0.11 |
|
|
|
0.45 |
|
|
|
(0.68 |
) |
|
|
— |
|
|
|
(0.68 |
) |
|
|
8.69 |
|
|
|
5.36 |
|
|
|
34,931 |
|
|
|
0.98 |
(4) |
|
|
1.22 |
|
|
|
3.84 |
|
|
|
81 |
|
2021 |
|
|
7.89 |
|
|
|
0.22 |
|
|
|
0.95 |
|
|
|
1.17 |
|
|
|
(0.14 |
) |
|
|
— |
|
|
|
(0.14 |
) |
|
|
8.92 |
|
|
|
14.99 |
|
|
|
43,985 |
|
|
|
0.87 |
(3) |
|
|
1.11 |
|
|
|
2.62 |
|
|
|
65 |
|
2020 |
|
|
8.29 |
|
|
|
0.11 |
|
|
|
(0.37 |
) |
|
|
(0.26 |
) |
|
|
(0.14 |
) |
|
|
— |
|
|
|
(0.14 |
) |
|
|
7.89 |
|
|
|
(3.17 |
) |
|
|
45,173 |
|
|
|
1.13 |
(5) |
|
|
1.37 |
|
|
|
1.35 |
|
|
|
63 |
|
2019 |
|
|
8.50 |
|
|
|
0.13 |
|
|
|
(0.17 |
) |
|
|
(0.04 |
) |
|
|
(0.17 |
) |
|
|
— |
|
|
|
(0.17 |
) |
|
|
8.29 |
|
|
|
(0.35 |
) |
|
|
55,857 |
|
|
|
1.27 |
(3) |
|
|
1.51 |
|
|
|
1.56 |
|
|
|
30 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
(2) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.90%. |
(3) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.65%. |
(4) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.64%. |
(5) |
The expense ratio includes dividend and interest expense, and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.66%. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
FINANCIAL HIGHLIGHTS/CONSOLIDATED FINANCIAL HIGHLIGHTS
For the period ended March 31, 2024 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)
For a share outstanding throughout each period
| |
|
Net Asset
Value,
Beginning of
Period |
|
|
Net
Investment
Income (Loss)(1) |
|
|
Net Realized
and Unrealized
Gains (Losses) |
|
|
Total
from
Operations |
|
|
Distributions
from Net
Investment
Income |
|
|
Distributions
from Net
Realized
Capital
Gains |
|
|
Total
Distributions |
|
|
Net Asset
Value, End
of Period |
|
|
Total
Return† |
|
|
Net Assets
End of Period
($ Thousands) |
|
|
Ratio of Net
Expenses
to Average
Net Assets |
|
|
Ratio of Expenses
to Average
Net Assets
(Excluding Waivers) |
|
|
Ratio of Net
Investment
Income (Loss)
to Average
Net Assets |
|
|
Portfolio
Turnover
Rate† |
|
Multi-Asset Capital Stability Fund |
Class F |
2024 |
|
$ |
10.01 |
|
|
$ |
0.20 |
|
|
$ |
0.40 |
|
|
$ |
0.60 |
|
|
$ |
(0.41 |
) |
|
$ |
— |
|
|
$ |
(0.41 |
) |
|
$ |
10.20 |
|
|
|
6.03 |
% |
|
$ |
516,063 |
|
|
|
0.62 |
% |
|
|
0.99 |
% |
|
|
3.91 |
% |
|
|
108 |
% |
2023 |
|
|
9.79 |
|
|
|
0.33 |
|
|
|
0.07 |
|
|
|
0.40 |
|
|
|
(0.18 |
) |
|
|
— |
|
|
|
(0.18 |
) |
|
|
10.01 |
|
|
|
4.19 |
|
|
|
552,046 |
|
|
|
0.62 |
|
|
|
0.98 |
|
|
|
3.34 |
|
|
|
103 |
|
2022 |
|
|
10.51 |
|
|
|
0.03 |
|
|
|
(0.46 |
) |
|
|
(0.43 |
) |
|
|
(0.07 |
) |
|
|
(0.22 |
) |
|
|
(0.29 |
) |
|
|
9.79 |
|
|
|
(4.24 |
) |
|
|
626,296 |
|
|
|
0.62 |
|
|
|
0.98 |
|
|
|
0.27 |
|
|
|
69 |
|
2021 |
|
|
10.28 |
|
|
|
— |
|
|
|
0.34 |
|
|
|
0.34 |
|
|
|
(0.02 |
) |
|
|
(0.09 |
) |
|
|
(0.11 |
) |
|
|
10.51 |
|
|
|
3.27 |
|
|
|
682,772 |
|
|
|
0.62 |
|
|
|
0.98 |
|
|
|
— |
^ |
|
|
125 |
|
2020 |
|
|
10.39 |
|
|
|
0.04 |
|
|
|
0.22 |
|
|
|
0.26 |
|
|
|
(0.18 |
) |
|
|
(0.19 |
) |
|
|
(0.37 |
) |
|
|
10.28 |
|
|
|
2.55 |
|
|
|
732,425 |
|
|
|
0.62 |
|
|
|
0.98 |
|
|
|
0.37 |
|
|
|
124 |
|
2019 |
|
|
10.05 |
|
|
|
0.15 |
|
|
|
0.24 |
|
|
|
0.39 |
|
|
|
(0.05 |
) |
|
|
— |
|
|
|
(0.05 |
) |
|
|
10.39 |
|
|
|
3.94 |
|
|
|
684,753 |
|
|
|
0.62 |
|
|
|
0.98 |
|
|
|
1.45 |
|
|
|
128 |
|
Class Y |
2024 |
|
$ |
10.03 |
|
|
$ |
0.20 |
|
|
$ |
0.41 |
|
|
$ |
0.61 |
|
|
$ |
(0.42 |
) |
|
$ |
— |
|
|
$ |
(0.42 |
) |
|
$ |
10.22 |
|
|
|
6.14 |
% |
|
$ |
26,257 |
|
|
|
0.52 |
% |
|
|
0.74 |
% |
|
|
4.01 |
% |
|
|
108 |
% |
2023 |
|
|
9.81 |
|
|
|
0.34 |
|
|
|
0.08 |
|
|
|
0.42 |
|
|
|
(0.20 |
) |
|
|
— |
|
|
|
(0.20 |
) |
|
|
10.03 |
|
|
|
4.30 |
|
|
|
29,524 |
|
|
|
0.52 |
|
|
|
0.73 |
|
|
|
3.43 |
|
|
|
103 |
|
2022 |
|
|
10.54 |
|
|
|
0.04 |
|
|
|
(0.47 |
) |
|
|
(0.43 |
) |
|
|
(0.08 |
) |
|
|
(0.22 |
) |
|
|
(0.30 |
) |
|
|
9.81 |
|
|
|
(4.23 |
) |
|
|
32,510 |
|
|
|
0.52 |
|
|
|
0.73 |
|
|
|
0.36 |
|
|
|
69 |
|
2021 |
|
|
10.30 |
|
|
|
0.01 |
|
|
|
0.35 |
|
|
|
0.36 |
|
|
|
(0.03 |
) |
|
|
(0.09 |
) |
|
|
(0.12 |
) |
|
|
10.54 |
|
|
|
3.47 |
|
|
|
38,031 |
|
|
|
0.52 |
|
|
|
0.73 |
|
|
|
0.08 |
|
|
|
125 |
|
2020 |
|
|
10.41 |
|
|
|
0.05 |
|
|
|
0.22 |
|
|
|
0.27 |
|
|
|
(0.19 |
) |
|
|
(0.19 |
) |
|
|
(0.38 |
) |
|
|
10.30 |
|
|
|
2.64 |
|
|
|
48,307 |
|
|
|
0.52 |
|
|
|
0.73 |
|
|
|
0.48 |
|
|
|
124 |
|
2019 |
|
|
10.07 |
|
|
|
0.16 |
|
|
|
0.24 |
|
|
|
0.40 |
|
|
|
(0.06 |
) |
|
|
— |
|
|
|
(0.06 |
) |
|
|
10.41 |
|
|
|
4.04 |
|
|
|
47,957 |
|
|
|
0.52 |
|
|
|
0.73 |
|
|
|
1.55 |
|
|
|
128 |
|
† |
Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
(1) |
Per share calculated using average shares. |
^ |
Amount represents less than 0.005%. |
Amounts designated as “—“are either $0 or have been rounded to $0.
The accompanying notes are an integral part of the financial statements.
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements
March 31, 2024 (Unaudited)
1. ORGANIZATION
SEI Institutional Managed Trust (the “Trust”) is organized as a Massachusetts business trust under a Declaration of Trust dated October 20, 1986.
The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 28 funds: Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Tax-Managed International Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income, Real Return, Dynamic Asset Allocation, Multi-Strategy Alternative, Liquid Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed, and Multi-Asset Capital Stability (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.
The Dynamic Commodity Strategy Subsidiary, Ltd., the Accumulation Commodity Strategy Subsidiary, Ltd. and the Inflation Commodity Strategy Subsidiary, Ltd. are wholly-owned subsidiaries of the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, respectively, (each a “Subsidiary”, collectively the “Subsidiaries”). Each Subsidiary is organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Dynamic Asset Allocation, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets and Consolidated Statement of Cash Flows.
The Trust is registered to offer: Class F shares of the Funds and Class Y shares of the Funds, except for the Large Cap Index and S&P 500 Index Funds and Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Core Fixed Income, High Yield Bond and Real Return Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. Each Fund’s prospectus provides a description of its investment goal and its principal investment strategies and risks.
2. SIGNIFICANT ACCOUNTING POLICIES
The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).
Use of Estimates — The preparation of financial statements, in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP"), requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
Security Valuation —Pursuant to the requirements of the 1940 Act and Rule 2a-5, the administrator, as delegated by the Board of Trustees (the “Board”), has the responsibility for the valuation of Fund investments with readily available market quotations in accordance with the Funds’ Valuation and Pricing Policy. The Trust's Board of Trustees has designated SEI Investments Management Corporation (“SIMC”) as the Valuation Designee for the Funds pursuant to Rule 2a-5 (the “Rule”) under the 1940 Act. The Valuation Designee has the responsibility for the fair value determination with respect to all Fund investments that do not have readily available market quotations or quotations that are no longer reliable. SIMC has appointed a Valuation Committee (the “Committee”) and has established a Valuation and Pricing Policy to implement the Rule and the Funds’ Valuation and Pricing Policy (together the “Policy”).
When valuing portfolio securities, a Fund values securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (other than securities traded on National Association of Securities Dealers Automated Quotations (NASDAQ) or as otherwise noted below) at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. A Fund values securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or debt tranches of collateralized debt obligations (including collateralized loan obligations), such as those held by the Funds, are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-
SEI Institutional Managed Trust
party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations or other methodologies designed to identify the market value for such securities. Redeemable securities issued by open-end investment companies are valued at the investment company’s applicable NAV per share, with the exception of exchange-traded funds, which are priced as equity securities. These open-end investment companies’ shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company’s NAV is determined. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security’s price cannot be obtained, as noted above or in the case of an equity tranche of a CDO/CLO, a Fund will value the securities using a bid price from at least one independent broker.
On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Policy until an independent source can be secured. Debt securities held by a Fund with remaining maturities of 60 days or less will be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument, and the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.
Options are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.
Futures and swaps cleared through a central clearing house (centrally cleared swaps) are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future
or centrally cleared swap does not end trading by the time a fund calculates its NAV, the settlement price may not be available at the time at which a fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a fund’s futures or centrally cleared swaps position.
Foreign currency forward contracts are valued at the current day’s interpolated foreign exchange rate, as calculated using forward rates provided by an independent source.
Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, will continuously monitor the reliability of prices obtained from any pricing service and shall promptly notify the Funds’ administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds’ administrator, in turn, will notify SIMC, as Valuation Designee if it receives such notification from a Sub-Adviser, as applicable, or if the Funds’ administrator reasonably believes that a particular pricing service is no longer a reliable source for prices.
The Policy provides that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board. However, when the change would not materially affect the valuation of a Fund’s net assets or involve a material departure in pricing methodology from that of the Fund’s existing pricing agent or pricing methodology, ratification may be obtained at the next regularly scheduled meeting of the Board.
Securities for which market prices are not "readily available" are valued in accordance with Rule 2a-5 and the Policy. The Valuation Designee must monitor for circumstances that may necessitate that a security be valued using Fair Value Procedures which can include: (i) the security's trading has been halted or suspended, (ii) the security has been de-listed from a national exchange, (iii) the security's primary trading market is temporarily closed at a time when under normal conditions it would be open, (iv) the security has not been traded for an extended period of time, (v) the security's primary pricing source is not able or willing to provide a price, (vi) trading of the security is subject to local government-imposed restrictions; or (vii) a significant event (as defined below). When a security is valued in accordance with the Fair Value Procedures, the Valuation Designee will determine the value after taking into consideration relevant information reasonably available to the Valuation Designee. Examples of factors
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
the Valuation Designee may consider include: (i) the type of security or asset, (ii) the last trade price, (iii) evaluation of the forces that influence the market in which the security is purchased and sold, (iv) the liquidity of the security, (v) the size of the holding in a Fund or (vi) any other appropriate information.
The Valuation Designee is responsible for selecting and applying, in a consistent manner, the appropriate methodologies for determining and calculating the fair value of holdings of the Funds, including specifying the key inputs and assumptions specific to each asset class or holding. The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security’s value would be if a reliable market quotation for the security was readily available.
Certain of the Funds use a third-party fair valuation vendor. The vendor provides a fair value for foreign securities held by the Fund based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security). Values from the fair value vendor are applied in the event that there is a movement in the U.S. market that exceeds a specific threshold that has been established by the Committee. The Committee has also established a “confidence interval” which is used to determine the level of historical correlation between the value of a specific foreign security and movements in the U.S. market before a particular security will be fair valued when the threshold is exceeded. In the event that the threshold established by the Committee is exceeded on a specific day, the Global Managed Volatility Fund will value the non-U.S. securities in its portfolio that exceed the applicable “confidence interval” based upon the adjusted prices provided by the fair valuation vendor.
For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its NAV. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a Significant Event), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental actions, has occurred between the time of the security’s last close and the time that the Fund calculates NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when the Fund does not price its shares. As a result, the
NAV of the Fund’s shares may change on days when shareholders will not be able to purchase or redeem Fund shares.
A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculate NAV, it may request that a Committee meeting be called. In addition, with respect to certain securities, the Funds’ administrator performs price comparisons and price movement review (among other processes), to monitor the pricing data supplied by various sources. Any identified discrepancies are researched and subject to the procedures described above.
In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.
The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:
Level 1 — quoted prices in active markets for identical investments
Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.)
Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)
Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include
SEI Institutional Managed Trust
Level 1 or Level 2 inputs as components of the overall fair value measurement.
Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.
When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. For certain collateralized debt obligations, corporate obligations, mortgage backed securities, auction rate preferred securities and loan participations where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.
The valuation techniques used by the Funds to measure fair value during the six month period ended March 31, 2024, maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Schedules of Investments.
For the six month period ended March 31, 2024, there have been no significant changes to the Trust’s fair valuation methodologies.
The unobservable inputs used to determine fair value of reoccurring Level 3 assets may have similar or diverging impacts on valuation. Significant increases and decreases in these inputs in isolation and interrelationships between those inputs could result in significantly higher or lower fair value measurement.
Security Transactions and Investment Income — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income is recognized on the ex-dividend date, and interest income is recognized using the accrual basis of accounting. Income from
payment-in-kind securities is recorded daily based on the effective interest method of accrual.
Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components of distributions received that may be considered nontaxable distributions or capital gain distributions.
Amortization and accretion is calculated using the scientific interest method, which is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.
For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation. Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund’s distributions.
Cash and Cash Equivalents — Idle cash and currency balances may be swept into various overnight sweep accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.
Repurchase Agreements —Securities pledged as collateral for repurchase agreements are held by each Fund’s custodian bank until the repurchase date of the repurchase agreement. The Funds may also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker’s custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase agreements and the Trust’s policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited.
Reverse Repurchase Agreements —To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. The segregated assets may consist of cash, U.S.
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities.
Classes — Class-specific expenses are borne by that class of shares. Income, realized and unrealized gains/losses and non class-specific expenses are allocated to the respective class on the basis of relative daily net assets.
Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.
Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund, Multi-Asset Inflation Managed and Dynamic Asset Allocation Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of investment vehicles or instruments that provide returns that are tied to commodities or commodity indices. The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also invest in equity securities of issuers in commodity-related industries.
The Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. A Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. A Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.
In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund must derive at least 90% of its gross income each taxable year from qualifying income. The status of
certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Multi-Asset Accumulation, Multi-Asset Inflation Managed, and Dynamic Asset Allocation Funds invest in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).
Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:
(I) market value of investment securities, assets and liabilities at the current rate of exchange; and
(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.
The Funds do not isolate that portion of gains and losses on investments in investment securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investment securities.
The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.
Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.
The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.
SEI Institutional Managed Trust
Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2024, if applicable.
Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.
Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.
Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2024, if applicable.
Inflation-Indexed Bonds — Inflation-indexed bonds are fixed income securities whose principal value is periodically adjusted according to the rate of inflation. If the index measuring inflation rises or falls, the principal value of inflation-indexed bonds will be adjusted upward or downward, and consequently the interest payable on these securities calculated with respect to a larger or smaller principal amount) will be increased or reduced, respectively. Any upward or downward adjustment in the principal amount of an inflation-indexed bond will be included in interest income in the Statement of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-
indexed bonds. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original principal.
Master Limited Partnerships — Investments in units of master limited partnerships (“MLPs”) involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit a Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund's shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole.
Options/Swaptions Writing/Purchasing —To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities or to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.
The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.
Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2024, if applicable.
Securities Sold Short —To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, potentially unlimited in size, will be recognized upon the close of a short sale.
Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding securities sold short as of March 31, 2024, if applicable.
Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to synthetically obtain exposure to securities or baskets of securities and to manage a Fund’s interest rate duration and yield curve exposure. Swap contracts may also be used to mitigate a Fund’s overall level of risk and/or a Fund’s risk to particular types of securities, currencies or market segments. Interest rate swaps may further be used to
manage a Fund’s yield spread sensitivity. A Fund may buy credit default swaps in an attempt to manage credit risk where a Fund has credit exposure to an issuer, and a Fund may sell credit default swaps to more efficiently gain credit exposure to a security or basket of securities. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter market (“OTC swaps”) or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“Centrally Cleared swaps”). Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on SOFR, LIBOR or some other form of indices on the notional amount. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at year end, if any, are listed after a Fund’s
SEI Institutional Managed Trust
portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.
Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Centrally cleared swaps are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for centrally cleared swaps are provided by an independent source. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities or Consolidated Statement of Assets and Liabilities.
Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.
This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments or Consolidated Schedule of Investments for details regarding open swap agreements as of March 31, 2024, if applicable.
Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before
they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.
Participation Notes (P-Notes) — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument’s value at maturity. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies of foreign securities markets that they seek to replicate.
In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the- counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.
Loan Participations and Brady Bonds — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund. The interest rate indicated in the Fund’s Schedule of Investments is the rate in effect at March 31, 2024. Pursuant to the terms of certain loan agreements, the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as “Interest income”.
Certain debt obligations, customarily referred to as “Brady Bonds,” are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.
Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans.
CDOs may charge management fees and administrative expenses.
For CDOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.
The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.
Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Large Cap Index, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate and Real Return Funds; are declared and paid annually for the Global Managed Volatility, Tax-Managed International Managed Volatility, Multi-Strategy Alternative, Liquid Alternative, Multi-Asset Accumulation, Multi-Asset Inflation Managed, Multi-Asset Capital Stability and Dynamic Asset Allocation; are declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Conservative Income, Tax-Free Conservative Income and Multi-Asset Income.
SEI Institutional Managed Trust
Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.
Restricted Securities — The Funds may invest in private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board. Please refer to the Schedule of Investments for Funds that held Restricted Securities.
Investments in Real Estate Investment Trust — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the Real Estate Investment Trust (“REIT”) investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year end, and may differ from the estimated amounts.
Deferred Offering Costs — Offering costs, including costs of printing initial prospectus, legal and registration fees, are amortized over twelve-months from inception of the Funds.
Investment in Subsidiary — Each of the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds may invest in its own Subsidiary. By investing in a Subsidiary, each Fund is indirectly exposed to the risks associated with such Subsidiary’s investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Multi-Asset Accumulation, Multi-Asset Inflation Managed and Dynamic Asset Allocation Funds, as investors in their respective Subsidiary, will not have all of the protections offered to investors in registered investment companies.
However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely
that a Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors (“Directors”) that is responsible for overseeing the operations of such Subsidiary, the respective Fund’s Directors have oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund’s role as the sole shareholder of such Subsidiary. It is not currently expected that shares of any Subsidiary will be sold or offered to investors other than the respective Fund.
Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Funds and the Subsidiaries, respectively, are organized, could result in the inability of a Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Funds and their shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.
3. CREDIT DERIVATIVES
A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.
The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down.
If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.
If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are calculated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery
value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.
Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements (“ISDA Master Agreements”). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.
The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event was to occur.
Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:
MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM |
CORE FIXED INCOME FUND |
|
|
0-6 MONTHS |
|
|
|
6-12 MONTHS |
|
|
|
1-5 YEARS |
|
|
|
5-10 YEARS |
|
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-100 |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
108,087,000 |
|
|
$ |
- |
|
|
$ |
108,087,000 |
|
101-200 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
> than 200 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Total |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
108,087,000 |
|
|
$ |
- |
|
|
$ |
108,087,000 |
|
MULTI-ASSET INCOME FUND |
|
|
0-6 MONTHS |
|
|
|
6-12 MONTHS |
|
|
|
1-5 YEARS |
|
|
|
5-10 YEARS |
|
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-100 |
|
$ |
525,000 |
|
|
$ |
3,665,000 |
|
|
$ |
11,130,000 |
|
|
$ |
3,065,000 |
|
|
$ |
- |
|
|
$ |
18,385,000 |
|
101-200 |
|
|
- |
|
|
|
- |
|
|
|
6,091,500 |
|
|
|
- |
|
|
|
- |
|
|
|
6,091,500 |
|
201-300 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
301-400 |
|
|
- |
|
|
|
- |
|
|
|
598,000 |
|
|
|
- |
|
|
|
- |
|
|
|
598,000 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
Total |
|
$ |
525,000 |
|
|
$ |
3,665,000 |
|
|
$ |
17,819,500 |
|
|
$ |
3,065,000 |
|
|
$ |
- |
|
|
$ |
25,074,500 |
|
MULTI-ASSET INFLATION MANAGED FUND |
|
|
0-6 MONTHS |
|
|
|
6-12 MONTHS |
|
|
|
1-5 YEARS |
|
|
|
5-10 YEARS |
|
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-100 |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
29,060,000 |
|
|
$ |
14,530,000 |
|
|
$ |
- |
|
|
$ |
43,590,000 |
|
101-200 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
201-400 |
|
|
- |
|
|
|
- |
|
|
|
2,850,000 |
|
|
|
- |
|
|
|
- |
|
|
|
2,850,000 |
|
> than 400 |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
614,664 |
|
|
|
614,664 |
|
Total |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
31,910,000 |
|
|
$ |
14,530,000 |
|
|
$ |
614,664 |
|
|
$ |
47,054,664 |
|
MULTI-ASSET CAPITAL STABILITY FUND |
|
|
0-6 MONTHS |
|
|
|
6-12 MONTHS |
|
|
|
1-5 YEARS |
|
|
|
5-10 YEARS |
|
|
|
> 10 YEARS |
|
|
Total |
|
Current credit spread* on underlying (in basis points) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0-100 |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
600,000 |
|
|
$ |
5,370,000 |
|
|
$ |
- |
|
|
$ |
5,970,000 |
|
101-300 |
|
|
- |
|
|
|
- |
|
|
|
2,155,112 |
|
|
|
- |
|
|
|
- |
|
|
|
2,155,112 |
|
> than 300 |
|
|
- |
|
|
|
- |
|
|
|
6,415,200 |
|
|
|
- |
|
|
|
- |
|
|
|
6,415,200 |
|
Total |
|
$ |
- |
|
|
$ |
- |
|
|
$ |
9,170,312 |
|
|
$ |
5,370,000 |
|
|
$ |
- |
|
|
$ |
14,540,312 |
|
|
*
|
The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.
|
SEI Institutional Managed Trust
The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.
4. DERIVATIVE TRANSACTIONS
The following tables show the derivatives categorized by underlying risk exposure.
The fair value of derivative instruments as of March 31, 2024 was as follows ($ Thousands):
| |
Asset Derivatives |
|
|
|
Liability Derivatives |
|
|
|
| |
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Derivatives not accounted for as hedging instruments: |
|
|
|
|
|
|
|
|
|
Large Cap Fund |
|
|
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
64 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
64 |
|
|
|
$ |
— |
|
Large Cap Value Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
105 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
105 |
|
|
|
$ |
— |
|
Large Cap Growth Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
73 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
2,511 |
† |
Unrealized depreciation on
swap contracts |
|
|
— |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
2,584 |
|
|
|
$ |
— |
|
Large Cap Index Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
721 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
721 |
|
|
|
$ |
— |
|
Tax-Managed Large Cap Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
268 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
268 |
|
|
|
$ |
— |
|
S&P 500 Index Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
500 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
500 |
|
|
|
$ |
— |
|
U.S. Managed Volatility Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
110 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
110 |
|
|
|
$ |
— |
|
Global Managed Volatility Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
124 |
* |
Unrealized depreciation on
futures contracts |
|
|
— |
* |
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
2,241 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
309 |
|
Total Derivatives not accounted for as hedging instruments |
|
$ |
2,365 |
|
|
|
$ |
309 |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
Asset Derivatives |
|
|
|
Liability Derivatives |
|
|
|
| |
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Tax-Managed Managed Volatility Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
141 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
141 |
|
|
|
$ |
— |
|
Tax-Managed International Managed Volatility Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
38 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
9 |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
38 |
|
|
|
$ |
9 |
|
Core Fixed Income Fund |
|
|
|
|
|
|
|
Interest rate contracts |
Investments, at value** |
|
$ |
357 |
|
Options written, at value |
|
$ |
411 |
|
| |
Unrealized appreciation on
future contracts |
|
$ |
2,295 |
* |
Unrealized depreciation on
future contracts |
|
$ |
1,861 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
4,169 |
† |
Unrealized depreciation on
swap contracts |
|
|
157 |
† |
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
707 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
1,550 |
|
| |
Investments, at value** |
|
|
7 |
|
Options written, at value |
|
|
— |
|
Credit contracts |
Unrealized appreciation on
swap contracts |
|
|
61 |
† |
Unrealized depreciation on
swap contracts |
|
|
19 |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
7,596 |
|
|
|
$ |
3,998 |
|
High Yield Bond Fund |
|
|
|
|
|
|
|
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
$ |
6 |
|
Unrealized loss on forward foreign
currency contracts |
|
$ |
— |
|
Total Derivatives not accounted for as hedging instruments |
|
$ |
6 |
|
|
|
$ |
— |
|
Dynamic Asset Allocation Fund |
|
|
|
|
|
|
|
Equity contracts |
Unrealized appreciation on
futures contracts |
|
$ |
3,407 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
— |
* |
| |
Investments, at value** |
|
|
3,768 |
|
Options and Swaptions written, at value |
|
|
2,208 |
|
Interest Rate contracts |
Unrealized appreciation on
swap contracts |
|
|
14,812 |
† |
Unrealized depreciation on
swap contracts |
|
|
11,168 |
† |
Commodity contracts |
Unrealized appreciation on
swap contracts |
|
|
388 |
† |
Unrealized depreciation on
swap contracts |
|
|
— |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
22,375 |
|
|
|
$ |
13,376 |
|
Multi-Strategy Alternative Fund |
|
|
|
|
|
|
|
Equity contracts |
Investments, at value** |
|
$ |
11 |
|
Options and Swaptions written, at value |
|
$ |
4 |
|
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
17 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
1 |
|
Credit contracts |
Unrealized appreciation on
swap contracts |
|
|
— |
† |
Unrealized depreciation on
swap contracts |
|
|
19 |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
28 |
|
|
|
$ |
24 |
|
SEI Institutional Managed Trust
| |
Asset Derivatives |
|
|
|
Liability Derivatives |
|
|
|
| |
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
| |
|
|
|
|
|
|
|
|
|
Liquid Alternative Fund |
|
|
|
|
|
|
|
|
|
Interest rate contracts |
Unrealized appreciation on
futures contracts |
|
$ |
— |
* |
Unrealized depreciation on
futures contracts |
|
$ |
332 |
* |
Foreign exchange contracts |
Unrealized appreciation on
futures contracts |
|
|
3,160 |
* |
Unrealized depreciation on
futures contracts |
|
|
— |
* |
Equity contracts |
Unrealized appreciation on
futures contracts |
|
|
877 |
* |
Unrealized depreciation on
futures contracts |
|
|
72 |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
4,037 |
|
|
|
$ |
404 |
|
Multi-Asset Accumulation Fund |
|
|
|
|
|
|
|
Interest rate contracts |
Unrealized appreciation on
futures contracts |
|
$ |
7,042 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
276 |
* |
Equity Contracts |
Unrealized appreciation on
futures contracts |
|
|
12,562 |
* |
Unrealized appreciation on
futures contracts |
|
|
1,359 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
503 |
† |
Unrealized depreciation on
swap contracts |
|
|
349 |
† |
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
3,165 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
1,081 |
|
Commodity contracts |
Unrealized appreciation on
futures contracts |
|
|
12,478 |
* |
Unrealized depreciation on future contracts |
|
|
1,625 |
* |
Total Derivatives not accounted for as hedging instruments |
|
$ |
35,750 |
|
|
|
$ |
4,690 |
|
Multi-Asset Income Fund |
|
|
|
|
|
|
|
Interest rate contracts |
Unrealized appreciation on |
|
|
|
|
Unrealized depreciation on |
|
|
|
|
| |
futures contracts |
|
$ |
748 |
* |
futures contracts |
|
$ |
259 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
546 |
† |
Unrealized depreciation on
swap contracts |
|
|
1,000 |
† |
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
334 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
294 |
|
| |
Investments, at value** |
|
|
1 |
|
Options and Swaptions written, at value |
|
|
11 |
|
Credit contracts |
Unrealized appreciation on
swap contracts |
|
|
462 |
† |
Unrealized depreciation on
swap contracts |
|
|
38 |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
2,091 |
|
|
|
$ |
1,602 |
|
Multi-Asset Inflation Managed Fund |
|
|
|
|
|
|
|
Interest rate contracts |
Unrealized appreciation on
futures contracts |
|
$ |
90 |
* |
Unrealized depreciation on futures contracts |
|
$ |
21 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
1,831 |
† |
Unrealized depreciation on
swap contracts |
|
|
— |
† |
Equity contracts |
Unrealized appreciation on
futures contracts |
|
|
— |
* |
Unrealized depreciation on
futures contracts |
|
|
327 |
* |
| |
Investments, at value** |
|
|
140 |
|
Options and Swaptions written, at value |
|
|
87 |
|
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
20 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
— |
|
Commodity contracts |
Unrealized appreciation on
futures contracts |
|
|
9,504 |
* |
Unrealized depreciation on future contracts |
|
|
6,278 |
* |
Credit contracts |
Unrealized appreciation on
swaps contracts |
|
|
401 |
† |
Unrealized depreciation on swaps contracts |
|
|
718 |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
11,986 |
|
|
|
$ |
7,431 |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
Asset Derivatives |
|
|
|
Liability Derivatives |
|
|
|
| |
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
Statement of Assets and Liabilities/ Consolidated Statement of Assets and Liabilities Location |
|
Fair Value |
|
| |
|
|
|
|
|
|
|
|
|
Multi-Asset Capital Stability Fund |
|
|
|
|
|
|
|
|
|
Interest rate contracts |
Unrealized appreciation on
futures contracts |
|
$ |
329 |
* |
Unrealized depreciation on
futures contracts |
|
$ |
28 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
326 |
† |
Unrealized depreciation on
swap contracts |
|
|
10 |
† |
Equity contracts |
Unrealized appreciation on
futures contracts |
|
|
2,194 |
* |
Unrealized depreciation on
futures contracts |
|
|
154 |
* |
| |
Unrealized appreciation on
swap contracts |
|
|
132 |
† |
Unrealized depreciation on
swap contracts |
|
|
— |
† |
| |
Investments, at value** |
|
|
12 |
|
Options written, at value |
|
|
6 |
|
Foreign exchange contracts |
Unrealized gain on forward foreign
currency contracts |
|
|
1,960 |
|
Unrealized loss on forward foreign
currency contracts |
|
|
888 |
|
Credit contracts |
Unrealized appreciation on
swap contracts |
|
|
353 |
† |
Unrealized depreciation on
swap contracts |
|
|
— |
† |
Total Derivatives not accounted for as hedging instruments |
|
$ |
5,306 |
|
|
|
$ |
1,086 |
|
|
*
|
Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities.
|
|
†
|
Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets & Liabilities for swap contracts that have paid premiums.
|
** Includes purchased options and/or swaptions.
The effect of derivative instruments on the Statements of Operations/Consolidated Statements of Operations for the year or period ended March 31, 2024:
Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):
| Derivatives
Not Accounted for as Hedging Instruments |
|
Purchased
Options and Swaptions |
|
|
Written
Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
| Large Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,340 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,340 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,340 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,340 |
|
| |
| Large Cap Value Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
958 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
958 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
958 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
958 |
|
| |
| Large Cap Growth Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,062 |
|
|
$ |
— |
|
|
$ |
13,449 |
|
|
$ |
15,511 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,062 |
|
|
$ |
— |
|
|
$ |
13,449 |
|
|
$ |
15,511 |
|
| |
| Large Cap Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,109 |
|
|
$ |
— |
|
|
|
— |
|
|
$ |
3,109 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,109 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,109 |
|
| |
| Tax-Managed Large Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,273 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,273 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,273 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,273 |
|
| |
| S&P 500 Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,450 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,450 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,450 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,450 |
|
| |
| Small Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9 |
|
| Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9 |
|
| |
SEI Institutional Managed Trust
Derivatives Not Accounted for as Hedging Instruments |
|
Purchased Options and Swaptions |
|
|
Written Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
Small Cap Value Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(116 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(116 |
) |
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(116 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(116 |
) |
|
Small Cap Growth Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(70 |
) |
|
|
— |
|
|
$ |
— |
|
|
$ |
(70 |
) |
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(70 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(70 |
) |
|
Tax-Managed Small/Mid Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(3 |
) |
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(3 |
) |
|
Mid-Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
159 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
159 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
159 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
159 |
|
|
U.S. Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
638 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
638 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
638 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
638 |
|
|
Global Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
957 |
|
|
$ |
— |
|
|
$ |
957 |
|
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
753 |
|
|
|
— |
|
|
|
— |
|
|
|
753 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
753 |
|
|
$ |
957 |
|
|
$ |
— |
|
|
$ |
1,710 |
|
|
Tax-Managed Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,132 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,132 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,132 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,132 |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(37 |
) |
|
$ |
— |
|
|
$ |
(37 |
) |
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
338 |
|
|
|
— |
|
|
|
— |
|
|
|
338 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
338 |
|
|
$ |
(37 |
) |
|
$ |
— |
|
|
$ |
301 |
|
|
Core Fixed Income Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(5,943 |
) |
|
$ |
— |
|
|
$ |
3,020 |
|
|
$ |
(2,923 |
) |
Foreign exchange contracts |
|
|
(222 |
) |
|
|
15 |
|
|
|
— |
|
|
|
(852 |
) |
|
|
— |
|
|
|
(1,059 |
) |
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
1,238 |
|
|
|
1,238 |
|
Equity contracts |
|
|
(4,073 |
) |
|
|
4,775 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
702 |
|
Total |
|
$ |
(4,295 |
) |
|
$ |
4,790 |
|
|
$ |
(5,943 |
) |
|
$ |
(852 |
) |
|
$ |
4,258 |
|
|
$ |
(2,042 |
) |
|
High Yield Bond Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(8 |
) |
|
$ |
— |
|
|
$ |
(8 |
) |
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(8 |
) |
|
$ |
— |
|
|
$ |
(8 |
) |
|
Dynamic Asset Allocation Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
795 |
|
|
$ |
795 |
|
Equity contracts |
|
|
(4,955 |
) |
|
|
1,765 |
|
|
|
9,627 |
|
|
|
— |
|
|
|
1,155 |
|
|
|
7,592 |
|
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(3,706 |
) |
|
|
(3,706 |
) |
Total |
|
$ |
(4,955 |
) |
|
$ |
1,765 |
|
|
$ |
9,627 |
|
|
$ |
— |
|
|
$ |
(1,756 |
) |
|
$ |
4,681 |
|
|
Multi-Strategy Alternative Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(20 |
) |
|
$ |
— |
|
|
$ |
(20 |
) |
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(221 |
) |
|
|
(221 |
) |
Equity contracts |
|
|
(111 |
) |
|
|
56 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(55 |
) |
Total |
|
$ |
(111 |
) |
|
$ |
56 |
|
|
$ |
— |
|
|
$ |
(20 |
) |
|
$ |
(221 |
) |
|
$ |
(296 |
) |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
Derivatives Not Accounted for as Hedging Instruments |
|
Purchased Options and Swaptions |
|
|
Written Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
Liquid Alternative Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(752 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(752 |
) |
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
(1,267 |
) |
|
|
— |
|
|
|
— |
|
|
|
(1,267 |
) |
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
5,445 |
|
|
|
— |
|
|
|
— |
|
|
|
5,445 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,426 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,426 |
|
|
Multi-Asset Accumulation Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(21,335 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(21,335 |
) |
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
2,689 |
|
|
|
— |
|
|
|
2,689 |
|
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
65,845 |
|
|
|
— |
|
|
|
(3,303 |
) |
|
|
62,542 |
|
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
(11,785 |
) |
|
|
— |
|
|
|
— |
|
|
|
(11,785 |
) |
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
32,725 |
|
|
$ |
2,689 |
|
|
$ |
(3,303 |
) |
|
$ |
32,111 |
|
|
Multi-Asset Income Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(927 |
) |
|
$ |
— |
|
|
$ |
224 |
|
|
$ |
(703 |
) |
Foreign exchange contracts |
|
|
(178 |
) |
|
|
52 |
|
|
|
— |
|
|
|
500 |
|
|
|
— |
|
|
|
374 |
|
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
158 |
|
|
|
158 |
|
Equity contracts |
|
|
(36 |
) |
|
|
30 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(6 |
) |
Total |
|
$ |
(214 |
) |
|
$ |
82 |
|
|
$ |
(927 |
) |
|
$ |
500 |
|
|
$ |
382 |
|
|
$ |
(177 |
) |
|
Multi-Asset Inflation Managed Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(277 |
) |
|
$ |
— |
|
|
$ |
500 |
|
|
$ |
223 |
|
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
68 |
|
|
|
— |
|
|
|
68 |
|
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(305 |
) |
|
|
(305 |
) |
Equity contracts |
|
|
(139 |
) |
|
|
73 |
|
|
|
(3,587 |
) |
|
|
— |
|
|
|
— |
|
|
|
(3,653 |
) |
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
(5,529 |
) |
|
|
— |
|
|
|
— |
|
|
|
(5,529 |
) |
Total |
|
$ |
(139 |
) |
|
$ |
73 |
|
|
$ |
(9,393 |
) |
|
$ |
68 |
|
|
$ |
195 |
|
|
$ |
(9,196 |
) |
|
Multi-Asset Capital Stability Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(227 |
) |
|
$ |
— |
|
|
$ |
(253 |
) |
|
$ |
(480 |
) |
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4,593 |
|
|
|
— |
|
|
|
4,593 |
|
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
280 |
|
|
|
280 |
|
Equity contracts |
|
|
(312 |
) |
|
|
266 |
|
|
|
12,917 |
|
|
|
— |
|
|
|
— |
|
|
|
12,871 |
|
Total |
|
$ |
(312 |
) |
|
$ |
266 |
|
|
$ |
12,690 |
|
|
$ |
4,593 |
|
|
$ |
27 |
|
|
$ |
17,264 |
|
|
Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):
Derivatives Not Accounted for as Hedging Instruments |
|
Purchased Options and Swaptions |
|
|
Written Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
Large Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
304 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
304 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
304 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
304 |
|
|
Large Cap Value Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
176 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
176 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
176 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
176 |
|
|
Large Cap Growth Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
139 |
|
|
$ |
— |
|
|
$ |
3,207 |
|
|
$ |
3,346 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
139 |
|
|
$ |
— |
|
|
$ |
3,207 |
|
|
$ |
3,346 |
|
|
Large Cap Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,327 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,327 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,327 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
1,327 |
|
|
SEI Institutional Managed Trust
Derivatives Not Accounted for as Hedging Instruments |
|
Purchased Options and Swaptions |
|
|
Written Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
Tax-Managed Large Cap Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
634 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
634 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
634 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
634 |
|
|
S&P 500 Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,453 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,453 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,453 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
1,453 |
|
|
U.S. Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
359 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
359 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
359 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
359 |
|
|
Global Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
84 |
|
|
$ |
— |
|
|
$ |
84 |
|
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
307 |
|
|
|
— |
|
|
|
— |
|
|
|
307 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
307 |
|
|
$ |
84 |
|
|
$ |
– |
|
|
$ |
391 |
|
|
Tax-Managed Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
342 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
342 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
342 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
342 |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
28 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
28 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
28 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
28 |
|
|
Core Fixed Income Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6,840 |
|
|
$ |
— |
|
|
$ |
(3,611 |
) |
|
$ |
3,229 |
|
Foreign exchange contracts |
|
|
(60 |
) |
|
|
— |
|
|
|
— |
|
|
|
389 |
|
|
|
— |
|
|
|
329 |
|
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
162 |
|
|
|
162 |
|
Equity contracts |
|
|
(659 |
) |
|
|
1,229 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
570 |
|
Total |
|
$ |
(719 |
) |
|
$ |
1,229 |
|
|
$ |
6,840 |
|
|
$ |
389 |
|
|
$ |
(3,449 |
) |
|
$ |
4,290 |
|
|
High Yield Bond Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8 |
|
|
$ |
— |
|
|
$ |
8 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8 |
|
|
$ |
– |
|
|
$ |
8 |
|
|
Dynamic Asset Allocation Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(2,108 |
) |
|
$ |
(2,108 |
) |
Equity contracts |
|
|
(1,157 |
) |
|
|
(686 |
) |
|
|
6,106 |
|
|
|
— |
|
|
|
6,903 |
|
|
|
11,166 |
|
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
976 |
|
|
|
976 |
|
Total |
|
$ |
(1,157 |
) |
|
$ |
(686 |
) |
|
$ |
6,106 |
|
|
$ |
— |
|
|
$ |
5,771 |
|
|
$ |
10,034 |
|
|
Multi-Strategy Alternative Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign exchange contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
5 |
|
|
$ |
— |
|
|
$ |
5 |
|
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
42 |
|
|
|
42 |
|
Equity contracts |
|
|
(41 |
) |
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(38 |
) |
Total |
|
$ |
(41 |
) |
|
$ |
3 |
|
|
$ |
— |
|
|
$ |
5 |
|
|
$ |
42 |
|
|
$ |
9 |
|
|
Liquid Alternative Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(523 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
(523 |
) |
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
3,119 |
|
|
|
— |
|
|
|
— |
|
|
|
3,119 |
|
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
905 |
|
|
|
— |
|
|
|
— |
|
|
|
905 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,501 |
|
|
$ |
— |
|
|
$ |
– |
|
|
$ |
3,501 |
|
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
Derivatives Not Accounted for as Hedging Instruments |
|
Purchased Options and Swaptions |
|
|
Written Options and Swaptions |
|
|
Futures |
|
|
Forward
Currency
Contracts |
|
|
Swaps |
|
|
Total |
|
Multi-Asset Accumulation Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
38,353 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
38,353 |
|
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(4,375 |
) |
|
|
— |
|
|
|
(4,375 |
) |
Equity contracts |
|
|
— |
|
|
|
— |
|
|
|
34,507 |
|
|
|
— |
|
|
|
415 |
|
|
|
34,922 |
|
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
15,062 |
|
|
|
— |
|
|
|
— |
|
|
|
15,062 |
|
Total |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
87,922 |
|
|
$ |
(4,375 |
) |
|
$ |
415 |
|
|
$ |
83,962 |
|
|
Multi-Asset Income Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,453 |
|
|
$ |
— |
|
|
$ |
(714 |
) |
|
$ |
3,739 |
|
Foreign exchange contracts |
|
|
(143 |
) |
|
|
37 |
|
|
|
— |
|
|
|
(361 |
) |
|
|
— |
|
|
|
(467 |
) |
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
28 |
|
|
|
28 |
|
Equity contracts |
|
|
7 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
7 |
|
Total |
|
$ |
(136 |
) |
|
$ |
37 |
|
|
$ |
4,453 |
|
|
$ |
(361 |
) |
|
$ |
(686 |
) |
|
$ |
3,307 |
|
|
Multi-Asset Inflation Managed Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
374 |
|
|
$ |
— |
|
|
$ |
(857 |
) |
|
$ |
(483 |
) |
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(87 |
) |
|
|
— |
|
|
|
(87 |
) |
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(307 |
) |
|
|
(307 |
) |
Equity contracts |
|
|
51 |
|
|
|
(13 |
) |
|
|
(1,414 |
) |
|
|
— |
|
|
|
— |
|
|
|
(1,376 |
) |
Commodity contracts |
|
|
— |
|
|
|
— |
|
|
|
3,725 |
|
|
|
— |
|
|
|
— |
|
|
|
3,725 |
|
Total |
|
$ |
51 |
|
|
$ |
(13 |
) |
|
$ |
2,685 |
|
|
$ |
(87 |
) |
|
$ |
(1,164 |
) |
|
$ |
1,472 |
|
|
Multi-Asset Capital Stability Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest rate contracts |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,062 |
|
|
$ |
— |
|
|
$ |
763 |
|
|
$ |
1,825 |
|
Foreign exchange contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(1,417 |
) |
|
|
— |
|
|
|
(1,417 |
) |
Credit contracts |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
358 |
|
|
|
358 |
|
Equity contracts |
|
|
(120 |
) |
|
|
(8 |
) |
|
|
3,065 |
|
|
|
— |
|
|
|
81 |
|
|
|
3,018 |
|
Total |
|
$ |
(120 |
) |
|
$ |
(8 |
) |
|
$ |
4,127 |
|
|
$ |
(1,417 |
) |
|
$ |
1,202 |
|
|
$ |
3,784 |
|
|
The following table discloses the average quarterly balances of the Funds' derivative activity during the year or period ended March 31, 2024 ($ Thousands):
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
|
Large Cap Growth Fund |
|
|
Large Cap Index Fund |
|
|
Tax-Managed Large Cap Fund |
|
Futures Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
$ |
7,917 |
|
|
$ |
8,602 |
|
|
$ |
10,105 |
|
|
$ |
28,077 |
|
|
$ |
12,619 |
|
Credit Default Swaps: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Buy Protection |
|
|
– |
|
|
|
– |
|
|
|
37,810 |
|
|
|
– |
|
|
|
– |
|
| |
|
S&P 500 Index Fund |
|
Futures Contracts: |
|
|
|
|
Average Notional Balance Long |
|
$ |
18,060 |
|
| |
|
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
|
Global Managed Volatility Fund |
|
|
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
Futures Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
$ |
401 |
|
|
$ |
8,118 |
|
|
$ |
4,942 |
|
|
$ |
5,009 |
|
|
$ |
1,847 |
|
Forward Foreign Currency Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
|
– |
|
|
|
– |
|
|
|
354,658 |
|
|
|
– |
|
|
|
– |
|
Average Notional Balance Short |
|
|
– |
|
|
|
– |
|
|
|
356,182 |
|
|
|
– |
|
|
|
– |
|
SEI Institutional Managed Trust
| |
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
|
Dynamic Asset Allocation Fund |
|
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
Futures Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
$ |
946,066 |
|
|
$ |
– |
|
|
$ |
110,527 |
|
|
$ |
– |
|
|
$ |
114,684 |
|
Average Notional Balance Short |
|
|
210,808 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
100,341 |
|
Forward Foreign Currency Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
|
80,613 |
|
|
|
454 |
|
|
|
– |
|
|
|
1,426 |
|
|
|
– |
|
Average Notional Balance Short |
|
|
80,294 |
|
|
|
455 |
|
|
|
– |
|
|
|
1,432 |
|
|
|
– |
|
Credit Default Swaps: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Buy Protection |
|
|
8,467 |
|
|
|
– |
|
|
|
– |
|
|
|
11,147 |
|
|
|
– |
|
Average Notional Balance Sell Protection |
|
|
117,741 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Total Return Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
|
– |
|
|
|
– |
|
|
|
70,978 |
|
|
|
– |
|
|
|
– |
|
Average Notional Balance Short |
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Interest Rate Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance |
|
|
182,353 |
|
|
|
– |
|
|
|
5,619,491 |
|
|
|
– |
|
|
|
– |
|
Options/Swaptions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long† |
|
|
582 |
|
|
|
– |
|
|
|
4,033 |
|
|
|
51 |
|
|
|
– |
|
Average Notional Balance Short† |
|
|
875 |
|
|
|
– |
|
|
|
1,401 |
|
|
|
18 |
|
|
|
– |
|
| |
|
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
Futures Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
$ |
2,347,429 |
|
|
$ |
220,273 |
|
|
$ |
170,689 |
|
|
$ |
230,140 |
|
Average Notional Balance Short |
|
|
66,743 |
|
|
|
17,282 |
|
|
|
51,452 |
|
|
|
16,709 |
|
Forward Foreign Currency Contracts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
|
634,818 |
|
|
|
73,373 |
|
|
|
2,198 |
|
|
|
264,855 |
|
Average Notional Balance Short |
|
|
634,894 |
|
|
|
73,258 |
|
|
|
2,237 |
|
|
|
267,282 |
|
Credit Default Swaps: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Buy Protection |
|
|
– |
|
|
|
3,939 |
|
|
|
54,920 |
|
|
|
– |
|
Average Notional Balance Sell Protection |
|
|
15,691 |
|
|
|
33,728 |
|
|
|
32,535 |
|
|
|
15,691 |
|
Total Return Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long |
|
|
48,180 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Average Notional Balance Short |
|
|
32,583 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Interest Rate Swaps |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance |
|
|
– |
|
|
|
294,494 |
|
|
|
157,464 |
|
|
|
25,707 |
|
Options/Swaptions: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Notional Balance Long† |
|
|
– |
|
|
|
97 |
|
|
|
60 |
|
|
|
51 |
|
Average Notional Balance Short† |
|
|
– |
|
|
|
32 |
|
|
|
43 |
|
|
|
30 |
|
† Represents cost.
A Fund is subject to various netting arrangements with select counterparties (“Master Agreements”). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.
Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund’s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.
Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission (“CFTC”), or the applicable regulator. In the U.S., counterparty risk is reduced as placement due to the Fund assets in the segregated account. Additionally, portability of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives. Refer to each Funds Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value, variation margin and collateral of exchange-traded or centrally cleared financial derivative instruments.
International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (“ISDA Master Agreements”) govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add additional counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third party custodian.
SEI Institutional Managed Trust
The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral (received)/pledged as of March 31, 2024 ($ Thousands):
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Global Managed Volatility Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Barclay Bank PLC |
|
$ |
682 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
682 |
|
|
$ |
23 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
23 |
|
|
$ |
659 |
|
|
$ |
— |
|
|
$ |
659 |
|
BNP Paribas |
|
|
435 |
|
|
|
— |
|
|
|
— |
|
|
|
435 |
|
|
|
31 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
31 |
|
|
|
404 |
|
|
|
— |
|
|
|
404 |
|
Brown Brothers Harriman |
|
|
142 |
|
|
|
— |
|
|
|
— |
|
|
|
142 |
|
|
|
248 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
248 |
|
|
|
(106 |
) |
|
|
— |
|
|
|
(106 |
) |
Standard Chartered |
|
|
276 |
|
|
|
— |
|
|
|
— |
|
|
|
276 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
276 |
|
|
|
— |
|
|
|
276 |
|
Westpack Banking |
|
|
706 |
|
|
|
— |
|
|
|
— |
|
|
|
706 |
|
|
|
7 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
7 |
|
|
|
699 |
|
|
|
— |
|
|
|
699 |
|
Total Over the Counter |
|
$ |
2,241 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,241 |
|
|
$ |
309 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Core Fixed Income Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
BNP Paribas |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
174 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
174 |
|
|
$ |
(174 |
) |
|
$ |
— |
|
|
$ |
(174 |
) |
Citigroup |
|
|
156 |
|
|
|
— |
|
|
|
— |
|
|
|
156 |
|
|
|
286 |
|
|
|
— |
|
|
|
157 |
|
|
|
— |
|
|
|
443 |
|
|
|
(287 |
) |
|
|
— |
|
|
|
(287 |
) |
Goldman Sachs |
|
|
302 |
|
|
|
— |
|
|
|
— |
|
|
|
302 |
|
|
|
76 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
76 |
|
|
|
226 |
|
|
|
— |
|
|
|
226 |
|
Morgan Stanley |
|
|
249 |
|
|
|
— |
|
|
|
— |
|
|
|
249 |
|
|
|
1,014 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
1,014 |
|
|
|
(765 |
) |
|
|
— |
|
|
|
(765 |
) |
Total Over the Counter |
|
$ |
707 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
707 |
|
|
$ |
1,550 |
|
|
$ |
— |
|
|
$ |
157 |
|
|
$ |
— |
|
|
$ |
1,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
High Yield Bond Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Barclays PLC |
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
6 |
|
Total Over the Counter |
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Dynamic Asset Allocation Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Bank of America |
|
$ |
— |
|
|
$ |
3,383 |
|
|
$ |
— |
|
|
$ |
3,383 |
|
|
$ |
— |
|
|
$ |
2,038 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,038 |
|
|
$ |
1,345 |
|
|
$ |
— |
|
|
$ |
1,345 |
|
Goldman Sachs |
|
|
— |
|
|
|
385 |
|
|
|
388 |
|
|
|
773 |
|
|
|
— |
|
|
|
170 |
|
|
|
— |
|
|
|
— |
|
|
|
170 |
|
|
|
603 |
|
|
|
— |
|
|
|
603 |
|
Total Over the Counter |
|
$ |
— |
|
|
$ |
3,768 |
|
|
$ |
388 |
|
|
$ |
4,156 |
|
|
$ |
— |
|
|
$ |
2,208 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Strategy Alternative Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Barclays PLC |
|
$ |
2 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2 |
|
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1 |
|
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
1 |
|
BNYMellon |
|
|
15 |
|
|
|
— |
|
|
|
— |
|
|
|
15 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
15 |
|
|
|
— |
|
|
|
15 |
|
Total Over the Counter |
|
$ |
17 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
17 |
|
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Asset Accumulation Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Bank of America |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
366 |
|
|
$ |
366 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
197 |
|
|
$ |
— |
|
|
$ |
197 |
|
|
$ |
169 |
|
|
$ |
— |
|
|
$ |
169 |
|
Bank of New York |
|
|
21 |
|
|
|
— |
|
|
|
— |
|
|
|
21 |
|
|
|
22 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
22 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Barclays |
|
|
180 |
|
|
|
— |
|
|
|
— |
|
|
|
180 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
180 |
|
|
|
— |
|
|
|
180 |
|
Brown Brothers Harriman |
|
|
5 |
|
|
|
— |
|
|
|
— |
|
|
|
5 |
|
|
|
6 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
6 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Citibank |
|
|
— |
|
|
|
— |
|
|
|
137 |
|
|
|
137 |
|
|
|
— |
|
|
|
— |
|
|
|
120 |
|
|
|
— |
|
|
|
120 |
|
|
|
17 |
|
|
|
— |
|
|
|
17 |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Asset Accumulation Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Citigroup |
|
|
1,414 |
|
|
|
— |
|
|
|
— |
|
|
|
1,414 |
|
|
|
589 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
589 |
|
|
|
825 |
|
|
|
— |
|
|
|
825 |
|
JPMorgan Chase Bank |
|
|
1,255 |
|
|
|
— |
|
|
|
— |
|
|
|
1,255 |
|
|
|
455 |
|
|
|
— |
|
|
|
32 |
|
|
|
— |
|
|
|
487 |
|
|
|
768 |
|
|
|
— |
|
|
|
768 |
|
State Street |
|
|
290 |
|
|
|
— |
|
|
|
— |
|
|
|
290 |
|
|
|
9 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
9 |
|
|
|
281 |
|
|
|
— |
|
|
|
281 |
|
Total Over the Counter |
|
$ |
3,165 |
|
|
$ |
— |
|
|
$ |
503 |
|
|
$ |
3,668 |
|
|
$ |
1,081 |
|
|
$ |
— |
|
|
$ |
349 |
|
|
$ |
— |
|
|
$ |
1,430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Asset Income Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Bank of America |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
(6 |
) |
|
$ |
— |
|
|
$ |
(6 |
) |
BNP Paribas |
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
3 |
|
|
|
5 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
5 |
|
|
|
(2 |
) |
|
|
— |
|
|
|
(2 |
) |
Citigroup |
|
|
143 |
|
|
|
— |
|
|
|
— |
|
|
|
143 |
|
|
|
157 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
157 |
|
|
|
(14 |
) |
|
|
— |
|
|
|
(14 |
) |
Goldman Sachs |
|
|
96 |
|
|
|
— |
|
|
|
— |
|
|
|
96 |
|
|
|
36 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
36 |
|
|
|
60 |
|
|
|
— |
|
|
|
60 |
|
JPMorgan Chase |
|
|
84 |
|
|
|
— |
|
|
|
— |
|
|
|
84 |
|
|
|
8 |
|
|
|
— |
|
|
|
53 |
|
|
|
— |
|
|
|
61 |
|
|
|
23 |
|
|
|
— |
|
|
|
23 |
|
Morgan Stanley |
|
|
8 |
|
|
|
— |
|
|
|
— |
|
|
|
8 |
|
|
|
70 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
70 |
|
|
|
(62 |
) |
|
|
— |
|
|
|
(62 |
) |
RBC |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
3 |
|
|
|
(3 |
) |
|
|
— |
|
|
|
(3 |
) |
State Street |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4 |
|
|
|
(4 |
) |
|
|
— |
|
|
|
(4 |
) |
Westpac Banking |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
5 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
5 |
|
|
|
(5 |
) |
|
|
— |
|
|
|
(5 |
) |
Total Over the Counter |
|
$ |
334 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
334 |
|
|
$ |
294 |
|
|
$ |
— |
|
|
$ |
53 |
|
|
$ |
— |
|
|
$ |
347 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Asset Inflation Managed Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Chase Securities |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
70,747 |
|
|
$ |
70,747 |
|
|
$ |
(70,747 |
) |
|
$ |
— |
|
|
$ |
( 70,747 |
) |
Citibank |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
20 |
|
|
|
— |
|
|
|
20 |
|
|
|
20 |
|
|
|
— |
|
|
|
20 |
|
Deutsche Bank |
|
|
20 |
|
|
|
— |
|
|
|
— |
|
|
|
20 |
|
|
|
— |
|
|
|
— |
|
|
|
28 |
|
|
|
— |
|
|
|
28 |
|
|
|
(8 |
) |
|
|
— |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
33 |
|
|
|
— |
|
|
|
33 |
|
|
|
(33 |
) |
|
|
— |
|
|
|
(33 |
) |
Total Over the Counter |
|
$ |
20 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
20 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
81 |
|
|
$ |
70,747 |
|
|
$ |
70,828 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Financial Derivative Assets |
|
|
Financial Derivative Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
Multi-Asset Capital
Stability Fund |
|
Forward
Foreign
Currency
Contracts |
|
|
Purchased Options
and
Swaptions |
|
|
Swap Agreements |
|
|
Total Over the
Counter |
|
|
Forward
Foreign
Currency
Contracts |
|
|
Written
Options
and
Swaptions |
|
|
Swap
Agreements |
|
|
Reverse Repurchase Agreements |
|
|
Total
Over the
Counter |
|
|
Net Market Value of OTC
Derivatives |
|
|
Collateral
(Received)
Pledged |
|
|
Net
Exposures(1) |
|
Bank of America |
|
$ |
45 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
45 |
|
|
$ |
83 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
83 |
|
|
$ |
(38 |
) |
|
$ |
— |
|
|
$ |
(38 |
) |
Barclays PLC |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4 |
|
|
|
(4 |
) |
|
|
— |
|
|
|
(4 |
) |
BNP Paribas |
|
|
19 |
|
|
|
— |
|
|
|
— |
|
|
|
19 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
19 |
|
|
|
— |
|
|
|
19 |
|
Brown Brothers Harriman |
|
|
201 |
|
|
|
— |
|
|
|
— |
|
|
|
201 |
|
|
|
196 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
196 |
|
|
|
5 |
|
|
|
— |
|
|
|
5 |
|
Citigroup |
|
|
8 |
|
|
|
— |
|
|
|
— |
|
|
|
8 |
|
|
|
31 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
31 |
|
|
|
(23 |
) |
|
|
— |
|
|
|
(23 |
) |
Deutsche Bank |
|
|
87 |
|
|
|
— |
|
|
|
— |
|
|
|
87 |
|
|
|
62 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
62 |
|
|
|
25 |
|
|
|
— |
|
|
|
25 |
|
Goldman Sachs |
|
|
91 |
|
|
|
— |
|
|
|
132 |
|
|
|
223 |
|
|
|
142 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
142 |
|
|
|
81 |
|
|
|
— |
|
|
|
81 |
|
HSBC |
|
|
1,072 |
|
|
|
— |
|
|
|
— |
|
|
|
1,072 |
|
|
|
15 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
15 |
|
|
|
1,057 |
|
|
|
— |
|
|
|
1,057 |
|
JPMorgan Chase Bank |
|
|
89 |
|
|
|
— |
|
|
|
— |
|
|
|
89 |
|
|
|
24 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
24 |
|
|
|
65 |
|
|
|
— |
|
|
|
65 |
|
Merrill Lynch |
|
|
127 |
|
|
|
— |
|
|
|
— |
|
|
|
127 |
|
|
|
160 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
160 |
|
|
|
(33 |
) |
|
|
— |
|
|
|
(33 |
) |
Morgan Stanley |
|
|
161 |
|
|
|
— |
|
|
|
— |
|
|
|
161 |
|
|
|
112 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
112 |
|
|
|
49 |
|
|
|
— |
|
|
|
49 |
|
RBS |
|
|
46 |
|
|
|
— |
|
|
|
— |
|
|
|
46 |
|
|
|
58 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
58 |
|
|
|
(12 |
) |
|
|
— |
|
|
|
(12 |
) |
UBS |
|
|
14 |
|
|
|
— |
|
|
|
— |
|
|
|
14 |
|
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
1 |
|
|
|
13 |
|
|
|
— |
|
|
|
13 |
|
Total Over the Counter |
|
$ |
1,960 |
|
|
$ |
— |
|
|
$ |
132 |
|
|
$ |
2,092 |
|
|
$ |
888 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
888 |
|
|
|
|
|
|
|
|
|
|
|
|
|
(1) Net Exposures represents the net receivable/(payable) that would be due from /to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity.
SEI Institutional Managed Trust
5. BASIS FOR CONSOLIDATION FOR THE DYNAMIC ASSET ALLOCATION FUND, MULTI-ASSET ACCUMULATION FUND AND MULTI-ASSET INFLATION MANAGED FUND
The Consolidated Schedules of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows, and the Consolidated Financial Highlights of the Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund include the accounts of their respective Subsidiaries. All intercompany accounts and transactions have been eliminated in consolidation for the Funds. Each of the Subsidiaries has a fiscal year end
of September 30th for financial statement consolidation purposes and a nonconforming tax year end of August 31.
The Subsidiaries are classified as controlled foreign corporations under the Internal Revenue Code of 1986 (“IRC”). Each Subsidiary’s taxable income is included in the calculation of the relevant Fund’s taxable income. Net losses of the Subsidiaries are not deductible by the Funds either in the current period or carried forward to future periods.
The Dynamic Asset Allocation Fund, Multi-Asset Accumulation Fund, and Multi-Asset Inflation Managed Fund may each invest up to 25% of their total assets in its respective Subsidiary.
A summary of the Funds’ investments in the Subsidiaries are as follows:
| |
|
Inception Date of Subsidiary |
|
|
Subsidiary Net Assets at March 31, 2024
($ Thousands) |
|
|
% of Total Net Assets at
March 31, 2024 |
|
Dynamic Commodity Strategy Subsidiary, Ltd. |
|
|
March 28, 2018 |
|
|
$ |
102,587 |
|
|
|
12.6 |
% |
Accumulation Commodity Strategy Subsidiary, Ltd. |
|
|
April 9, 2012 |
|
|
|
223,500 |
|
|
|
16.0 |
% |
Inflation Commodity Strategy Subsidiary Ltd. |
|
|
April 9, 2012 |
|
|
|
128,755 |
|
|
|
20.6 |
% |
| |
|
|
|
|
|
|
|
|
|
|
|
|
Gains and losses attributed to the Funds’ investments in Subsidiaries are as follows:
| |
|
Dynamic
Commodity
Strategy
Subsidiary, Ltd.
($ Thousands) |
|
|
Accumulation
Commodity
Strategy, Ltd.
($ Thousands) |
|
|
Inflation
Commodity
Strategy
Subsidiary, Ltd.
($ Thousands) |
|
Net Investment Income: |
|
|
|
|
|
|
|
|
|
|
|
|
Investment Income |
|
$ |
2,265 |
|
|
$ |
7,116 |
|
|
$ |
3,444 |
|
Net Realized Gain (Loss) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
— |
|
|
|
(77 |
) |
|
|
2,834 |
|
Futures Contracts |
|
|
2,730 |
|
|
|
(11,785 |
) |
|
|
(5,529 |
) |
Swap Contracts |
|
|
(5,066 |
) |
|
|
— |
|
|
|
— |
|
Purchased Options and Swaptions |
|
|
— |
|
|
|
— |
|
|
|
(139 |
) |
Written Options and Swaptions |
|
|
— |
|
|
|
— |
|
|
|
73 |
|
Net realized loss on securities sold, not yet purchased |
|
|
— |
|
|
|
— |
|
|
|
(2,838 |
) |
Net Change in Unrealized Appreciation (Depreciation) on: |
|
|
|
|
|
|
|
|
|
|
|
|
Investments |
|
|
— |
|
|
|
43 |
|
|
|
155 |
|
Futures Contracts |
|
|
1,663 |
|
|
|
15,062 |
|
|
|
3,815 |
|
Swap Contracts |
|
|
1,873 |
|
|
|
— |
|
|
|
— |
|
Purchased Options and Swaptions |
|
|
— |
|
|
|
— |
|
|
|
51 |
|
Written Options and Swaptions |
|
|
— |
|
|
|
— |
|
|
|
(13 |
) |
| |
|
Dynamic
Commodity
Strategy
Subsidiary, Ltd.
($ Thousands) |
|
|
Accumulation
Commodity
Strategy, Ltd.
($ Thousands) |
|
|
Inflation
Commodity
Strategy
Subsidiary, Ltd.
($ Thousands) |
|
Total gains and losses attributed to the Funds' investment in Subsidiaries |
|
$ |
3,465 |
|
|
$ |
3,243 |
|
|
$ |
1,853 |
|
6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUBADVISORY AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES
Investment Advisory, Administration and Distribution Agreements — SIMC serves as investment adviser (the “Adviser”) to each Fund. In connection with serving as Adviser, SIMC is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund.
SEI Investments Global Funds Services (the “Administrator”) provides administrative and transfer agency services to the Funds for annual fees, based on the average daily net assets of each Fund.
SEI Investments Distribution Co. (“the Distributor”) is the Distributor of the shares of the Funds. The Funds have adopted a shareholder services plan and agreement (the “Service Plan”) with respect to Class F and Class I Shares that allows such shares to pay service providers a fee,
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
based on average daily net assets of each respective Class of Shares, in connection with the ongoing servicing of shareholder accounts owning such shares. The Funds have also adopted an, administrative services plan and agreement (the “Administrative Service Plan”) with respect to Class I Shares that allows such Shares to pay service providers a fee, based on average daily net assets of the Class I Shares, in connection with ongoing administrative services for shareholder accounts owning such Shares.
The Service Plan and Administrative Service Plan provide that shareholder service fees and administrative service fees, respectively, on Class F and Class I Shares will be paid to the Distributor, which may then be used by the Distributor to compensate financial intermediaries for providing shareholder services and administrative services, as applicable, with respect to the Shares.
The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, proxy fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The voluntary waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.
The Administrator has voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the Conservative Income and Tax Free Conservative Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets.
SEI Institutional Managed Trust
The following is a summary of annual fees payable to the Adviser and Distributor and the voluntary expense limitations for each fund:
| |
|
Advisory
Fees |
|
|
Shareholder
Servicing
Fee |
|
|
Administrative
Servicing Fee |
|
|
Voluntary
Expense
Limitation |
|
|
Large Cap Fund |
Class F |
|
|
0.3900 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.89 |
% |
|
Class Y |
|
|
0.3900 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.64 |
% |
|
Large Cap Value Fund |
Class F |
|
|
0.3500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.89 |
% |
|
Class I |
|
|
0.3500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.11 |
% |
|
Class Y |
|
|
0.3500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.64 |
% |
|
Large Cap Growth Fund |
Class F |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.89 |
% |
|
Class I |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.11 |
% |
|
Class Y |
|
|
0.4000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.64 |
% |
|
Large Cap Index Fund |
Class F |
|
|
0.0500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.25 |
% |
|
Tax-Managed Large Cap Fund |
Class F |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.89 |
% |
|
Class Y |
|
|
0.4000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.64 |
% |
|
S&P 500 Index Fund |
Class F |
|
|
0.0300 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.25 |
% |
|
Class I |
|
|
0.0300 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
0.65 |
% |
|
Small Cap Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.14 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.89 |
% |
|
Small Cap Value Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.14 |
% |
|
Class I |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.36 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.89 |
% |
|
Small Cap Growth Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.11 |
% |
|
Class I |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.36 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.86 |
% |
|
Tax-Managed Small/Mid Cap Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.11 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.89 |
% |
|
Mid-Cap Fund |
Class F |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.98 |
% |
|
Class I |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.20 |
% |
|
Class Y |
|
|
0.4000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.73 |
% |
|
U.S. Managed Volatility Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.90 |
% |
|
Class I |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.15 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.65 |
% |
|
Global Managed Volatility Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.11 |
% |
|
Class I |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.36 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.86 |
% |
|
Tax-Managed Managed Volatility Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.00 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.75 |
% |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
Advisory
Fees |
|
|
Shareholder
Servicing
Fee |
|
|
Administrative
Servicing Fee |
|
|
Voluntary
Expense
Limitation |
|
|
Tax-Managed International Managed Volatility Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.11 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.86 |
% |
|
Real Estate Fund |
Class F |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.14 |
% |
|
Class I |
|
|
0.6500 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.36 |
% |
|
Class Y |
|
|
0.6500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.89 |
% |
|
Core Fixed Income Fund |
Class F |
|
|
0.2750 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.66 |
% |
|
Class I |
|
|
0.2750 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
0.88 |
% |
|
Class Y |
|
|
0.2750 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.41 |
% |
|
High Yield Bond Fund |
Class F |
|
|
0.4875 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.89 |
% |
|
Class I |
|
|
0.4875 |
% |
|
|
0.25 |
% |
|
|
0.25 |
% |
|
|
1.11 |
% |
|
Class Y |
|
|
0.4875 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.64 |
% |
|
Conservative Income Fund |
Class F |
|
|
0.1000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.30 |
% |
|
Class Y |
|
|
0.1000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.20 |
% |
|
Tax-Free Conservative Income Fund |
Class F |
|
|
0.1000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.30 |
% |
|
Class Y |
|
|
0.1000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.20 |
% |
|
Real Return Fund |
Class F |
|
|
0.2200 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.45 |
% |
|
Class Y |
|
|
0.2200 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.35 |
% |
|
Dynamic Asset Allocation Fund |
Class F |
|
|
0.6000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.75 |
% |
|
Class Y |
|
|
0.6000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.50 |
% |
|
Multi-Strategy Alternative Fund |
Class F |
|
|
1.5000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.35 |
% |
|
Class Y |
|
|
1.5000 |
% |
|
|
— |
|
|
|
— |
|
|
|
1.10 |
% |
|
Liquid Alternative Fund |
Class F |
|
|
0.5000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.05 |
% |
|
Class Y |
|
|
0.5000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.80 |
% |
|
Multi-Asset Accumulation Fund |
Class F |
|
|
0.7500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.17 |
% |
|
Class Y |
|
|
0.7500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.92 |
% |
|
Multi-Asset Income Fund |
Class F |
|
|
0.6000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.80 |
% |
|
Class Y |
|
|
0.6000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.70 |
% |
|
Multi-Asset Inflation Managed Fund |
Class F |
|
|
0.5500 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
1.24 |
% |
|
Class Y |
|
|
0.5500 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.98 |
% |
|
Multi-Asset Capital Stability Fund |
Class F |
|
|
0.4000 |
% |
|
|
0.25 |
% |
|
|
— |
|
|
|
0.62 |
% |
|
Class Y |
|
|
0.4000 |
% |
|
|
— |
|
|
|
— |
|
|
|
0.52 |
% |
|
SEI Institutional Managed Trust
The following is a summary of annual fees payable to the Administrator:
| |
|
|
First $1.5 Billion |
|
|
|
Next $500 Million |
|
|
|
Next $500 Million |
|
|
|
Next $500 Million |
|
|
|
Over $3 Billion |
|
Large Cap Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Large Cap Value Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Large Cap Growth Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Large Cap Index Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Tax-Managed Large Cap Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Small Cap Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Small Cap Value Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Small Cap Growth Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Tax-Managed Small/Mid Cap Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Mid-Cap Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
U.S. Managed Volatility Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Global Managed Volatility Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Tax-Managed Managed Volatility Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Tax-Managed International Managed Volatility Fund |
|
|
0.400 |
% |
|
|
0.3400 |
% |
|
|
0.2800 |
% |
|
|
0.2350 |
% |
|
|
0200 |
% |
Real Estate Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Core Fixed Income Fund |
|
|
0.200 |
% |
|
|
0.1775 |
% |
|
|
0.1550 |
% |
|
|
0.1325 |
% |
|
|
0.110 |
% |
High Yield Bond Fund |
|
|
0.200 |
% |
|
|
0.1775 |
% |
|
|
0.1550 |
% |
|
|
0.1325 |
% |
|
|
0.110 |
% |
Conservative Income Fund |
|
|
0.200 |
% |
|
|
0.1775 |
% |
|
|
0.1550 |
% |
|
|
0.1325 |
% |
|
|
0.110 |
% |
Tax-Free Conservative Income Fund |
|
|
0.200 |
% |
|
|
0.1775 |
% |
|
|
0.1550 |
% |
|
|
0.1325 |
% |
|
|
0.110 |
% |
Real Return Fund |
|
|
0.200 |
% |
|
|
0.1775 |
% |
|
|
0.1550 |
% |
|
|
0.1325 |
% |
|
|
0.110 |
% |
Dynamic Asset Allocation Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Multi-Strategy Alternative Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Liquid Alternative Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Multi-Asset Accumulation Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Multi-Asset Income Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Multi-Asset Inflation Managed Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
Multi-Asset Capital Stability Fund |
|
|
0.300 |
% |
|
|
0.2550 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
| |
|
|
First $2 Billion |
|
|
|
Next $500 Million |
|
|
|
Next $500 Million |
|
|
|
Over $3 Billion |
|
S&P 500 Index Fund |
|
|
0.220 |
% |
|
|
0.2100 |
% |
|
|
0.1650 |
% |
|
|
0.120 |
% |
As of March 31, 2024, SIMC has entered into investment sub-advisory agreements with the following affiliated and unaffiliated parties:
Investment Sub-Adviser
Large Cap Fund
Brandywine Global Investment Management, LLC
Copeland and Capital Management LLC
Fred Alger Management, LLC
LSV Asset Management*
Mar Vista Investment Partners, LLC
Parametric Portfolio Associates LLC
Large Cap Value Fund
Brandywine Global Investment Management, LLC
Cullen Capital Management, LLC
LSV Asset Management*
Parametric Portfolio Associates LLC
Large Cap Growth Fund
Fred Alger Management, LLC
Mackenzie Investment Corporation
Parametric Portfolio Associates LLC
PineStone Asset Management Inc.
Large Cap Index Fund
SSGA Funds Management, Inc.
Tax-Managed Large Cap Fund
Brandywine Global Investment Management, LLC
Cullen Capital Management, LLC
LSV Asset Management*
Mar Vista Investment Partners, LLC
Parametric Portfolio Associates LLC
PineStone Asset Management Inc.
S&P 500 Index Fund
SSGA Funds Management, Inc.
Small Cap Fund
Copeland Capital Management, LLC
EAM Investors, LLC
Easterly Investment Partners LLC
Hillsdale Investment Management Inc.
Los Angeles Capital Management, LLC
Leeward Investments, LLC
Parametric Portfolio Associates LLC
Small Cap Value Fund
Cardinal Capital Management, LLC
Easterly Investment Partners LLC
LSV Asset Management*
Parametric Portfolio Associates LLC
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
Small Cap Growth Fund
ArrowMark Colorado Holdings LLC
EAM Investors LLC
Jackson Creek Investment Advisors, LLC
Parametric Portfolio Associates LLC
Tax-Managed Small/Mid Cap Fund
Cardinal Capital Management, LLC
Easterly Investment Partners LLC
Hillsdale Investment Management Inc.
Martingale Asset Management, LP
Parametric Portfolio Associates LLC
Rice Hall James & Associates LLC
Mid-Cap Fund
Leeward Investments, LLC
Los Angeles Capital Management LLC
U.S. Managed Volatility Fund
Allspring Global Investments, LLC
LSV Asset Management*
Global Managed Volatility Fund
Acadian Asset Management LLC
Allspring Global Investments, LLC
Tax-Managed Managed Volatility Fund
Allspring Global Investments, LLC
LSV Asset Management*
Parametric Portfolio Associates LLC
Tax-Managed International Managed Volatility Fund
Acadian Asset Management LLC
Allspring Global Investments, LLC
LSV Asset Management*
Parametric Portfolio Associates LLC
Real Estate Fund
CenterSquare Investment Management LLC
Core Fixed Income Fund
Allspring Global Investments, LLC
Jennison Associates LLC
MetLife Investment Management, LLC
Metropolitan West Asset Management, LLC
Western Asset Management Company, LLC
Western Asset Management Company Limited
High Yield Bond Fund
Ares Capital Management II LLC
Benefit Street Partners, LLC
Brigade Capital Management, LP
J.P. Morgan Investment Management, Inc.
T. Rowe Price Associates, Inc.
Conservative Income Fund
BlackRock Advisors, LLC
Tax-Free Conservative Income Fund
BlackRock Advisors, LLC
Dynamic Asset Allocation Fund
SSGA Funds Management, Inc.
Multi-Strategy Alternative Fund
Brigade Capital Management, LP
Global Credit Advisers, LLC
Kettle Hill Capital Management LLC
Mountaineer Partners Management, LLC
Liquid Alternative Fund
Dynamic Beta Investments, LLC
Multi-Asset Accumulation Fund
AQR Capital Management, LLC
PanAgora Asset Management Inc.
Multi-Asset Income Fund
Goldman Sachs Asset Management, LP
Western Asset Management Company, LLC
Western Asset Management Company Limited
Western Asset Management Company PTE Ltd.
Multi-Asset Inflation Managed Fund
AllianceBernstein, L.P.
Columbia Management Investments Advisers, LLC
Credit Suisse Asset Management, LLC
Franklin Advisers, Inc.
Multi-Asset Capital Stability Fund
AllianceBernstein, L.P.
Janus Henderson Investors US LLC
* Affiliated
Under the investment sub-advisory agreements, each sub-adviser receives a fee paid by SIMC.
Brokerage Commissions Paid to Affiliates — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.
Such commissions for the six month period ended March 31, 2024 were as follows ($ Thousands):
Multi-Asset Income Fund |
|
$ |
1 |
|
Payments to/from Affiliates — Certain officers and/or trustees of the Trust are also officers and/or Directors of the Administrator, Adviser and/or Distributor. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim and committee meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Administrator or Distributor.
A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred.
SEI Institutional Managed Trust
LSV Asset Management (a partially owned indirect subsidiary of SEI Investment Co.) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, U.S. Managed Volatility, Tax-Managed Managed Volatility and Tax-Managed International Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the six month period ended March 31, 2024 were as follows ($ Thousands):
Large Cap Fund |
|
$ |
168 |
|
Large Cap Value Fund |
|
|
216 |
|
Tax-Managed Large Cap Fund |
|
|
322 |
|
Small Cap Value Fund |
|
|
363 |
|
U.S. Managed Volatility Fund |
|
|
452 |
|
Tax-Managed Managed Volatility Fund |
|
|
632 |
|
Tax-Managed International Managed Volatility Fund |
|
|
190 |
|
| |
|
$ |
2,343 |
|
Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Funds’ expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Funds’ expense ratio, as a percentage of the Funds’ average daily net assets for the six month period ended ended March 31, 2024, can be found on the Statements of Operations or Consolidated Statements of Operations and Financial Highlights or Consolidated Financial Highlights, respectively.
Investment in Affiliated Security — The Funds may invest in the SEI Daily Income Trust Government Fund, an affiliated money market fund, to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash
collateral from the securities lending program in the SEI Liquidity Fund, LP.
Each of the Large Cap Index and S&P 500 Index Funds may purchase companies with which it is affiliated to the extent these companies are represented in its benchmark index.
Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (“the Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds.
Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula annually reviewed by the Board. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.
For the six month period ended March 31, 2024, the following Funds borrowed funds from the Multi-Asset Accumulation Fund. The amount borrowed, interest paid on the borrowing and the corresponding interest rate were as follows ($ Thousands):
| |
|
Borrowing
Date |
|
|
Maturity
Date |
|
|
Amount
Borrowed |
|
|
Interest
Paid |
|
|
Interest
Rate |
|
New Covenant Growth Fund |
|
|
01/19/24 |
|
|
|
01/22/24 |
|
|
$ |
14,550 |
|
|
$ |
3 |
|
|
|
6.32 |
% |
SIMT High Yield Bond |
|
|
02/21/24 |
|
|
|
02/22/24 |
|
|
$ |
23,185 |
|
|
$ |
4 |
|
|
|
6.32 |
% |
7. CAPITAL SHARE TRANSACTIONS
Capital share transactions for the Funds were as follows (Thousands):
For the six month period ended March 31, 2024 and the year or period ended September 30, 2023.
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
|
Large Cap Growth Fund |
|
|
Large Cap Index Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
9,002 |
|
|
|
10,569 |
|
|
|
3,545 |
|
|
|
5,852 |
|
|
|
1,630 |
|
|
|
3,175 |
|
|
|
6,782 |
|
|
|
12,282 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
6,513 |
|
|
|
11,216 |
|
|
|
2,533 |
|
|
|
4,199 |
|
|
|
4,461 |
|
|
|
2,310 |
|
|
|
444 |
|
|
|
953 |
|
Shares Redeemed |
|
|
(26,319 |
) |
|
|
(26,399 |
) |
|
|
(5,532 |
) |
|
|
(9,890 |
) |
|
|
(5,534 |
) |
|
|
(8,031 |
) |
|
|
(12,118 |
) |
|
|
(17,602 |
) |
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
(10,804 |
) |
|
|
(4,614 |
) |
|
|
546 |
|
|
|
161 |
|
|
|
557 |
|
|
|
(2,546 |
) |
|
|
(4,892 |
) |
|
|
(4,367 |
) |
Class I: |
Shares Issued |
|
|
– |
|
|
|
– |
|
|
|
4 |
|
|
|
2 |
|
|
|
3 |
|
|
|
5 |
|
|
|
– |
|
|
|
– |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
7 |
|
|
|
8 |
|
|
|
5 |
|
|
|
– |
|
|
|
– |
|
Shares Redeemed |
|
|
– |
|
|
|
– |
|
|
|
(4 |
) |
|
|
(46 |
) |
|
|
(3 |
) |
|
|
(24 |
) |
|
|
– |
|
|
|
– |
|
Total Increase (Decrease) in Net Assets Derived from Class I Transactions |
|
|
– |
|
|
|
– |
|
|
|
3 |
|
|
|
(37 |
) |
|
|
8 |
|
|
|
(14 |
) |
|
|
– |
|
|
|
– |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
Large Cap Fund |
|
|
Large Cap Value Fund |
|
|
Large Cap Growth Fund |
|
|
Large Cap Index Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class Y: |
Shares Issued |
|
|
661 |
|
|
|
623 |
|
|
|
253 |
|
|
|
673 |
|
|
|
121 |
|
|
|
445 |
|
|
|
– |
|
|
|
– |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
218 |
|
|
|
368 |
|
|
|
273 |
|
|
|
708 |
|
|
|
500 |
|
|
|
412 |
|
|
|
– |
|
|
|
– |
|
Shares Redeemed |
|
|
(812 |
) |
|
|
(1,052 |
) |
|
|
(1,265 |
) |
|
|
(3,739 |
) |
|
|
(1,095 |
) |
|
|
(2,692 |
) |
|
|
– |
|
|
|
– |
|
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
67 |
|
|
|
(61 |
) |
|
|
(739 |
) |
|
|
(2,358 |
) |
|
|
(474 |
) |
|
|
(1,835 |
) |
|
|
– |
|
|
|
– |
|
Increase (Decrease) in Capital Shares |
|
|
(10,737 |
) |
|
|
(4,675 |
) |
|
|
(190 |
) |
|
|
(2,234 |
) |
|
|
91 |
|
|
|
(4,395 |
) |
|
|
(4,892 |
) |
|
|
(4,367 |
) |
| |
|
Tax-Managed Large Cap Fund |
|
|
S&P 500 Index Fund |
|
|
Small Cap Fund |
|
|
Small Cap Value Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
2,605 |
|
|
|
5,540 |
|
|
|
553 |
|
|
|
1,547 |
|
|
|
6,605 |
|
|
|
4,019 |
|
|
|
800 |
|
|
|
1,491 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
4,031 |
|
|
|
6,077 |
|
|
|
373 |
|
|
|
949 |
|
|
|
1,379 |
|
|
|
366 |
|
|
|
308 |
|
|
|
754 |
|
Shares Redeemed |
|
|
(8,749 |
) |
|
|
(20,012 |
) |
|
|
(922 |
) |
|
|
(1,876 |
) |
|
|
(6,955 |
) |
|
|
(8,337 |
) |
|
|
(1,819 |
) |
|
|
(2,931 |
) |
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
(2,113 |
) |
|
|
(8,395 |
) |
|
|
4 |
|
|
|
620 |
|
|
|
1,029 |
|
|
|
(3,952 |
) |
|
|
(711 |
) |
|
|
(686 |
) |
Class I: |
Shares Issued |
|
|
– |
|
|
|
– |
|
|
|
8 |
|
|
|
34 |
|
|
|
– |
|
|
|
– |
|
|
|
1 |
|
|
|
2 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
– |
|
|
|
– |
|
|
|
2 |
|
|
|
6 |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
2 |
|
Shares Redeemed |
|
|
– |
|
|
|
– |
|
|
|
(4 |
) |
|
|
(41 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4 |
) |
|
|
(22 |
) |
Total Increase (Decrease) in Net Assets Derived from Class I Transactions |
|
|
– |
|
|
|
– |
|
|
|
6 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
– |
|
|
|
(3 |
) |
|
|
(18 |
) |
Class Y: |
Shares Issued |
|
|
278 |
|
|
|
3,361 |
|
|
|
– |
|
|
|
– |
|
|
|
356 |
|
|
|
544 |
|
|
|
60 |
|
|
|
443 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
668 |
|
|
|
907 |
|
|
|
– |
|
|
|
– |
|
|
|
65 |
|
|
|
20 |
|
|
|
47 |
|
|
|
159 |
|
Shares Redeemed |
|
|
(1,455 |
) |
|
|
(2,805 |
) |
|
|
– |
|
|
|
– |
|
|
|
(337 |
) |
|
|
(484 |
) |
|
|
(476 |
) |
|
|
(1,294 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
(509 |
) |
|
|
1,463 |
|
|
|
– |
|
|
|
– |
|
|
|
84 |
|
|
|
80 |
|
|
|
(369 |
) |
|
|
(692 |
) |
Increase (Decrease) in Capital Shares |
|
|
(2,622 |
) |
|
|
(6,932 |
) |
|
|
10 |
|
|
|
619 |
|
|
|
1,113 |
|
|
|
(3,872 |
) |
|
|
(1,083 |
) |
|
|
(1,396 |
) |
| |
|
Small Cap Growth Fund |
|
|
Tax-Managed Small/Mid Cap Fund |
|
|
Mid-Cap Fund |
|
|
U.S. Managed Volatility Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
689 |
|
|
|
1,074 |
|
|
|
1,215 |
|
|
|
2,439 |
|
|
|
208 |
|
|
|
432 |
|
|
|
3,393 |
|
|
|
5,723 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
— |
|
|
|
5 |
|
|
|
738 |
|
|
|
263 |
|
|
|
9 |
|
|
|
19 |
|
|
|
3,863 |
|
|
|
3,785 |
|
Shares Redeemed |
|
|
(1,189 |
) |
|
|
(1,817 |
) |
|
|
(2,738 |
) |
|
|
(6,427 |
) |
|
|
(231 |
) |
|
|
(558 |
) |
|
|
(13,185 |
) |
|
|
(13,485 |
) |
Total Decrease in Net Assets Derived from Class F Transactions |
|
|
(500 |
) |
|
|
(738 |
) |
|
|
(785 |
) |
|
|
(3,725 |
) |
|
|
(14 |
) |
|
|
(107 |
) |
|
|
(5,929 |
) |
|
|
(3,977 |
) |
Class I: |
Shares Issued |
|
|
2 |
|
|
|
4 |
|
|
|
– |
|
|
|
– |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
— |
|
|
|
4 |
|
|
|
4 |
|
Shares Redeemed |
|
|
(5 |
) |
|
|
(25 |
) |
|
|
– |
|
|
|
– |
|
|
|
(4 |
) |
|
|
(2 |
) |
|
|
— |
|
|
|
— |
|
Total Increase (Decrease) in Net Assets Derived from Class I Transactions |
|
|
(3 |
) |
|
|
(21 |
) |
|
|
– |
|
|
|
– |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
4 |
|
|
|
4 |
|
Class Y: |
Shares Issued |
|
|
50 |
|
|
|
245 |
|
|
|
114 |
|
|
|
946 |
|
|
|
19 |
|
|
|
36 |
|
|
|
417 |
|
|
|
2,239 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
— |
|
|
|
3 |
|
|
|
116 |
|
|
|
46 |
|
|
|
1 |
|
|
|
2 |
|
|
|
1,226 |
|
|
|
1,003 |
|
Shares Redeemed |
|
|
(175 |
) |
|
|
(332 |
) |
|
|
(487 |
) |
|
|
(782 |
) |
|
|
(11 |
) |
|
|
(20 |
) |
|
|
(1,652 |
) |
|
|
(2,362 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
(125 |
) |
|
|
(84 |
) |
|
|
(257 |
) |
|
|
210 |
|
|
|
9 |
|
|
|
18 |
|
|
|
(9 |
) |
|
|
880 |
|
(Decrease) in Capital Shares |
|
|
(628 |
) |
|
|
(843 |
) |
|
|
(1,042 |
) |
|
|
(3,515 |
) |
|
|
(7 |
) |
|
|
(91 |
) |
|
|
(5,934 |
) |
|
|
(3,093 |
) |
SEI Institutional Managed Trust
| |
|
Global Managed Volatility Fund |
|
|
Tax-Managed Managed Volatility Fund |
|
|
Tax-Managed International Managed Volatility Fund |
|
|
Real Estate Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
20,007 |
|
|
|
8,900 |
|
|
|
1,181 |
|
|
|
3,531 |
|
|
|
1,036 |
|
|
|
5,152 |
|
|
|
237 |
|
|
|
519 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
3,125 |
|
|
|
6,387 |
|
|
|
4,231 |
|
|
|
2,192 |
|
|
|
670 |
|
|
|
663 |
|
|
|
59 |
|
|
|
193 |
|
Shares Redeemed |
|
|
(18,494 |
) |
|
|
(21,347 |
) |
|
|
(4,986 |
) |
|
|
(12,001 |
) |
|
|
(3,564 |
) |
|
|
(10,209 |
) |
|
|
(431 |
) |
|
|
(1,070 |
) |
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
4,638 |
|
|
|
(6,060 |
) |
|
|
426 |
|
|
|
(6,278 |
) |
|
|
(1,858 |
) |
|
|
(4,394 |
) |
|
|
(135 |
) |
|
|
(358 |
) |
Class I: |
Shares Issued |
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
— |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
3 |
|
|
|
5 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
1 |
|
Shares Redeemed |
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
— |
|
Total Increase in Net Assets Derived from Class I Transactions |
|
|
3 |
|
|
|
5 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
— |
|
|
|
1 |
|
Class Y: |
Shares Issued |
|
|
849 |
|
|
|
3,619 |
|
|
|
230 |
|
|
|
1,953 |
|
|
|
141 |
|
|
|
2,905 |
|
|
|
59 |
|
|
|
105 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
587 |
|
|
|
942 |
|
|
|
594 |
|
|
|
257 |
|
|
|
150 |
|
|
|
134 |
|
|
|
17 |
|
|
|
50 |
|
Shares Redeemed |
|
|
(2,197 |
) |
|
|
(3,377 |
) |
|
|
(713 |
) |
|
|
(936 |
) |
|
|
(631 |
) |
|
|
(2,172 |
) |
|
|
(182 |
) |
|
|
(198 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
(761 |
) |
|
|
1,184 |
|
|
|
111 |
|
|
|
1,274 |
|
|
|
(340 |
) |
|
|
867 |
|
|
|
(106 |
) |
|
|
(43 |
) |
Increase (Decrease) in Capital Shares |
|
|
3,880 |
|
|
|
(4,871 |
) |
|
|
537 |
|
|
|
(5,004 |
) |
|
|
(2,198 |
) |
|
|
(3,527 |
) |
|
|
(241 |
) |
|
|
(400 |
) |
| |
|
Core Fixed Income Fund |
|
|
High Yield Bond Fund |
|
|
Conservative Income Fund |
|
|
Tax-Free Conservative Income Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
68,449 |
|
|
|
50,948 |
|
|
|
33,346 |
|
|
|
35,058 |
|
|
|
34,657 |
|
|
|
36,541 |
|
|
|
4,985 |
|
|
|
5,213 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
5,385 |
|
|
|
10,150 |
|
|
|
14,113 |
|
|
|
28,036 |
|
|
|
1,200 |
|
|
|
1,469 |
|
|
|
224 |
|
|
|
368 |
|
Shares Redeemed |
|
|
(54,599 |
) |
|
|
(76,036 |
) |
|
|
(54,717 |
) |
|
|
(57,400 |
) |
|
|
(17,396 |
) |
|
|
(26,105 |
) |
|
|
(4,414 |
) |
|
|
(6,882 |
) |
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
19,235 |
|
|
|
(14,938 |
) |
|
|
(7,258 |
) |
|
|
5,694 |
|
|
|
18,461 |
|
|
|
11,905 |
|
|
|
795 |
|
|
|
(1,301 |
) |
Class I: |
Shares Issued |
|
|
26 |
|
|
|
20 |
|
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
4 |
|
|
|
7 |
|
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Shares Redeemed |
|
|
(29 |
) |
|
|
(94 |
) |
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Total Increase (Decrease) in Net Assets Derived from Class I Transactions |
|
|
1 |
|
|
|
(67 |
) |
|
|
— |
|
|
|
— |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Class Y: |
Shares Issued |
|
|
3,137 |
|
|
|
11,305 |
|
|
|
5,806 |
|
|
|
10,081 |
|
|
|
431 |
|
|
|
669 |
|
|
|
172 |
|
|
|
221 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
754 |
|
|
|
1,527 |
|
|
|
2,438 |
|
|
|
4,494 |
|
|
|
30 |
|
|
|
57 |
|
|
|
6 |
|
|
|
12 |
|
Shares Redeemed |
|
|
(6,032 |
) |
|
|
(14,181 |
) |
|
|
(4,170 |
) |
|
|
(13,295 |
) |
|
|
(1,005 |
) |
|
|
(734 |
) |
|
|
(109 |
) |
|
|
(325 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
(2,141 |
) |
|
|
(1,349 |
) |
|
|
4,074 |
|
|
|
1,280 |
|
|
|
(544 |
) |
|
|
(8 |
) |
|
|
69 |
|
|
|
(92 |
) |
Increase (Decrease) in Capital Shares |
|
|
17,095 |
|
|
|
(16,354 |
) |
|
|
(3,184 |
) |
|
|
6,974 |
|
|
|
17,917 |
|
|
|
11,897 |
|
|
|
864 |
|
|
|
(1,393 |
) |
| |
|
Real Return Fund |
|
|
Dynamic Asset Allocation Fund |
|
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
(1) |
Class F: |
Shares Issued |
|
|
22,690 |
|
|
|
4,342 |
|
|
|
7,468 |
|
|
|
4,985 |
|
|
|
1,254 |
|
|
|
3,950 |
|
|
|
19,082 |
|
|
|
52 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
166 |
|
|
|
953 |
|
|
|
3,793 |
|
|
|
5,283 |
|
|
|
1,399 |
|
|
|
811 |
|
|
|
8 |
|
|
|
— |
|
Shares Redeemed |
|
|
(3,975 |
) |
|
|
(10,811 |
) |
|
|
(7,526 |
) |
|
|
(8,647 |
) |
|
|
(11,558 |
) |
|
|
(10,438 |
) |
|
|
(535 |
) |
|
|
— |
|
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
18,881 |
|
|
|
(5,516 |
) |
|
|
3,735 |
|
|
|
1,621 |
|
|
|
(8,905 |
) |
|
|
(5,677 |
) |
|
|
18,555 |
|
|
|
52 |
|
Class Y: |
Shares Issued |
|
|
1,086 |
|
|
|
415 |
|
|
|
486 |
|
|
|
582 |
|
|
|
124 |
|
|
|
826 |
|
|
|
490 |
|
|
|
1,165 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
16 |
|
|
|
78 |
|
|
|
256 |
|
|
|
332 |
|
|
|
64 |
|
|
|
19 |
|
|
|
28 |
|
|
|
— |
|
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
Real Return Fund |
|
|
Dynamic Asset Allocation Fund |
|
|
Multi-Strategy Alternative Fund |
|
|
Liquid Alternative Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
(1) |
Shares Redeemed |
|
|
(346 |
) |
|
|
(714 |
) |
|
|
(448 |
) |
|
|
(550 |
) |
|
|
(338 |
) |
|
|
(204 |
) |
|
|
(154 |
) |
|
|
(100 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
756 |
|
|
|
(221 |
) |
|
|
294 |
|
|
|
364 |
|
|
|
(150 |
) |
|
|
641 |
|
|
|
364 |
|
|
|
1,065 |
|
Increase (Decrease) in Capital Shares |
|
|
19,637 |
|
|
|
(5,737 |
) |
|
|
4,029 |
|
|
|
1,985 |
|
|
|
(9,055 |
) |
|
|
(5,036 |
) |
|
|
18,919 |
|
|
|
1,117 |
|
| |
|
Multi-Asset Accumulation Fund |
|
|
Multi-Asset Income Fund |
|
|
Multi-Asset Inflation Managed Fund |
|
|
Multi-Asset Capital Stability Fund |
|
| |
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
|
|
10/1/2023 to
3/31/2024
(Unaudited |
) |
|
|
2023 |
|
Class F: |
Shares Issued |
|
|
13,082 |
|
|
|
33,098 |
|
|
|
2,550 |
|
|
|
7,513 |
|
|
|
4,887 |
|
|
|
10,150 |
|
|
|
2,772 |
|
|
|
7,872 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
4,678 |
|
|
|
24,357 |
|
|
|
1,603 |
|
|
|
3,561 |
|
|
|
2,704 |
|
|
|
9,499 |
|
|
|
1,628 |
|
|
|
923 |
|
Shares Redeemed |
|
|
(104,510 |
) |
|
|
(52,994 |
) |
|
|
(17,029 |
) |
|
|
(15,391 |
) |
|
|
(14,540 |
) |
|
|
(27,459 |
) |
|
|
(8,955 |
) |
|
|
(17,617 |
) |
Total Increase (Decrease) in Net Assets Derived from Class F Transactions |
|
|
(86,750 |
) |
|
|
4,461 |
|
|
|
(12,876 |
) |
|
|
(4,317 |
) |
|
|
(6,949 |
) |
|
|
(7,810 |
) |
|
|
(4,555 |
) |
|
|
(8,822 |
) |
Class Y: |
Shares Issued |
|
|
1,088 |
|
|
|
5,190 |
|
|
|
504 |
|
|
|
2,179 |
|
|
|
779 |
|
|
|
912 |
|
|
|
77 |
|
|
|
320 |
|
Shares Issued in Lieu of Dividends and Distributions |
|
|
305 |
|
|
|
1,490 |
|
|
|
480 |
|
|
|
969 |
|
|
|
160 |
|
|
|
500 |
|
|
|
103 |
|
|
|
61 |
|
Shares Redeemed |
|
|
(3,177 |
) |
|
|
(11,988 |
) |
|
|
(1,613 |
) |
|
|
(4,361 |
) |
|
|
(443 |
) |
|
|
(1,515 |
) |
|
|
(553 |
) |
|
|
(752 |
) |
Total Increase (Decrease) in Net Assets Derived from Class Y Transactions |
|
|
(1,784 |
) |
|
|
(5,308 |
) |
|
|
(629 |
) |
|
|
(1,213 |
) |
|
|
496 |
|
|
|
(103 |
) |
|
|
(373 |
) |
|
|
(371 |
) |
(Decrease) in Capital Shares |
|
|
(88,534 |
) |
|
|
(847 |
) |
|
|
(13,505 |
) |
|
|
(5,530 |
) |
|
|
(6,453 |
) |
|
|
(7,913 |
) |
|
|
(4,928 |
) |
|
|
(9,193 |
) |
(1) Commenced operations on June 30, 2023.
8. INVESTMENT TRANSACTIONS
The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments, during the six month period ended March 31, 2024, were as follows:
| |
|
U.S. Gov't
($ Thousands) |
|
|
Other
($ Thousands) |
|
|
Total
($ Thousands) |
|
Large Cap Fund |
Purchases |
|
$ |
— |
|
|
$ |
373,919 |
|
|
$ |
373,919 |
|
Sales |
|
|
— |
|
|
|
602,571 |
|
|
|
602,571 |
|
Large Cap Value Fund |
Purchases |
|
|
— |
|
|
|
97,925 |
|
|
|
97,925 |
|
Sales |
|
|
— |
|
|
|
162,045 |
|
|
|
162,045 |
|
Large Cap Growth Fund |
Purchases |
|
|
— |
|
|
|
458,753 |
|
|
|
458,753 |
|
Sales |
|
|
— |
|
|
|
665,722 |
|
|
|
665,722 |
|
Large Cap Index Fund |
Purchases |
|
|
— |
|
|
|
22,801 |
|
|
|
22,801 |
|
Sales |
|
|
— |
|
|
|
95,195 |
|
|
|
95,195 |
|
Tax-Managed Large Cap Fund |
Purchases |
|
|
— |
|
|
|
250,297 |
|
|
|
250,297 |
|
Sales |
|
|
— |
|
|
|
465,631 |
|
|
|
465,631 |
|
S&P 500 Index Fund |
Purchases |
|
|
— |
|
|
|
11,628 |
|
|
|
11,628 |
|
Sales |
|
|
— |
|
|
|
394,489 |
|
|
|
394,489 |
|
Small Cap Fund |
Purchases |
|
|
— |
|
|
|
311,064 |
|
|
|
311,064 |
|
Sales |
|
|
— |
|
|
|
314,968 |
|
|
|
314,968 |
|
Small Cap Value Fund |
Purchases |
|
|
— |
|
|
|
73,596 |
|
|
|
73,596 |
|
Sales |
|
|
— |
|
|
|
107,171 |
|
|
|
107,171 |
|
| |
|
U.S. Gov't
($ Thousands) |
|
|
Other
($ Thousands) |
|
|
Total
($ Thousands) |
|
Small Cap Growth Fund |
Purchases |
|
|
— |
|
|
|
299,000 |
|
|
|
299,000 |
|
Sales |
|
|
— |
|
|
|
321,685 |
|
|
|
321,685 |
|
Tax-Managed Small/Mid Cap Fund |
Purchases |
|
|
— |
|
|
|
185,144 |
|
|
|
185,144 |
|
Sales |
|
|
— |
|
|
|
233,327 |
|
|
|
233,327 |
|
Mid-Cap Fund |
Purchases |
|
|
— |
|
|
|
25,333 |
|
|
|
25,333 |
|
Sales |
|
|
— |
|
|
|
25,299 |
|
|
|
25,299 |
|
U.S. Managed Volatility Fund |
Purchases |
|
|
— |
|
|
|
153,135 |
|
|
|
153,135 |
|
Sales |
|
|
— |
|
|
|
309,076 |
|
|
|
309,076 |
|
Global Managed Volatility Fund |
Purchases |
|
|
— |
|
|
|
370,548 |
|
|
|
370,548 |
|
Sales |
|
|
— |
|
|
|
347,064 |
|
|
|
347,064 |
|
Tax-Managed Managed Volatility Fund |
Purchases |
|
|
— |
|
|
|
59,549 |
|
|
|
59,549 |
|
Sales |
|
|
— |
|
|
|
149,790 |
|
|
|
149,790 |
|
Tax-Managed International Managed Volatility Fund |
Purchases |
|
|
— |
|
|
|
107,451 |
|
|
|
107,451 |
|
Sales |
|
|
— |
|
|
|
134,062 |
|
|
|
134,062 |
|
Real Estate Fund |
Purchases |
|
|
— |
|
|
|
16,002 |
|
|
|
16,002 |
|
Sales |
|
|
— |
|
|
|
19,987 |
|
|
|
19,987 |
|
Core Fixed Income Fund |
Purchases |
|
|
5,477,951 |
|
|
|
1,066,926 |
|
|
|
6,544,877 |
|
Sales |
|
|
5,221,769 |
|
|
|
1,076,195 |
|
|
|
6,297,964 |
|
High Yield Bond Fund |
Purchases |
|
|
1,283 |
|
|
|
325,778 |
|
|
|
327,061 |
|
Sales |
|
|
— |
|
|
|
419,582 |
|
|
|
419,582 |
|
SEI Institutional Managed Trust
| |
|
U.S. Gov't
($ Thousands) |
|
|
Other
($ Thousands) |
|
|
Total
($ Thousands) |
|
Real Return Fund |
Purchases |
|
|
233,845 |
|
|
|
— |
|
|
|
233,845 |
|
Sales |
|
|
49,119 |
|
|
|
— |
|
|
|
49,119 |
|
Dynamic Asset Allocation Fund |
Purchases |
|
|
— |
|
|
|
55,997 |
|
|
|
55,997 |
|
Sales |
|
|
— |
|
|
|
65,106 |
|
|
|
65,106 |
|
Multi-Strategy Alternative Fund |
Purchases |
|
|
3,938 |
|
|
|
379,058 |
|
|
|
382,996 |
|
Sales |
|
|
4,128 |
|
|
|
415,882 |
|
|
|
420,010 |
|
Liquid Alternative Fund |
Purchases |
|
|
— |
|
|
|
— |
|
|
|
— |
|
Sales |
|
|
— |
|
|
|
— |
|
|
|
— |
|
Multi-Asset Accumulation Fund |
Purchases |
|
|
45,381 |
|
|
|
99,894 |
|
|
|
145,275 |
|
Sales |
|
|
76,623 |
|
|
|
194,565 |
|
|
|
271,188 |
|
Multi-Asset Income Fund |
Purchases |
|
|
1,169 |
|
|
|
81,769 |
|
|
|
82,938 |
|
Sales |
|
|
1,646 |
|
|
|
191,067 |
|
|
|
192,713 |
|
Multi-Asset Inflation Managed Fund |
Purchases |
|
|
77,934 |
|
|
|
19,553 |
|
|
|
97,487 |
|
Sales |
|
|
176,507 |
|
|
|
53,552 |
|
|
|
230,059 |
|
Multi-Asset Capital Stability Fund |
Purchases |
|
|
71,966 |
|
|
|
5,452 |
|
|
|
77,418 |
|
Sales |
|
|
29,556 |
|
|
|
39,021 |
|
|
|
68,577 |
|
9. FEDERAL TAX INFORMATION
It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.
The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether
actual distributions are made to the Funds by the respective Subsidiary.
In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Commodity Strategy, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion of counsel based on customary representations that actual distributions made to the Funds should be treated as “qualifying income”. The Treasury released a proposed regulation in October 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement.
The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2023, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2022. Accordingly, the disclosures are for informational use by shareholders and are subject to change attributable to activity through the end of the tax year-ending December 31, 2023.
Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under U.S. GAAP. These book/tax differences are either temporary or permanent in nature.
The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2023 or September 30, 2022 (unless otherwise indicated) was as follows:
| |
|
|
|
|
Ordinary
Income
($ Thousands) |
|
|
Long-term
Capital Gain
($ Thousands) |
|
|
Return of Capital
($ Thousands) |
|
|
Tax Exempt Income
($ Thousands) |
|
|
Total
($ Thousands) |
|
Large Cap Fund |
2023 |
|
$ |
11,904 |
|
|
$ |
149,792 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
161,696 |
|
2022 |
|
|
61,429 |
|
|
|
220,787 |
|
|
|
— |
|
|
|
— |
|
|
|
282,216 |
|
Large Cap Value Fund |
2023 |
|
|
37,312 |
|
|
|
89,162 |
|
|
|
— |
|
|
|
— |
|
|
|
126,474 |
|
2022 |
|
|
31,326 |
|
|
|
62,850 |
|
|
|
— |
|
|
|
— |
|
|
|
94,176 |
|
Large Cap Growth Fund |
2023 |
|
|
11 |
|
|
|
98,789 |
|
|
|
— |
|
|
|
— |
|
|
|
98,800 |
|
2022 |
|
|
21,472 |
|
|
|
197,320 |
|
|
|
— |
|
|
|
— |
|
|
|
218,792 |
|
| |
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
|
|
|
Ordinary
Income
($ Thousands) |
|
|
Long-term
Capital Gain
($ Thousands) |
|
|
Return of Capital
($ Thousands) |
|
|
Tax Exempt Income
($ Thousands) |
|
|
Total
($ Thousands) |
|
Large Cap Index Fund |
2023 |
|
$ |
14,021 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
14,021 |
|
2022 |
|
|
14,044 |
|
|
|
1,753 |
|
|
|
— |
|
|
|
— |
|
|
|
15,797 |
|
Tax-Managed Large Cap Fund |
2023 |
|
|
41,176 |
|
|
|
205,202 |
|
|
|
— |
|
|
|
— |
|
|
|
246,378 |
|
2022 |
|
|
39,532 |
|
|
|
197,578 |
|
|
|
— |
|
|
|
— |
|
|
|
237,110 |
|
S&P 500 Index Fund |
2023 |
|
|
11,652 |
|
|
|
66,182 |
|
|
|
— |
|
|
|
— |
|
|
|
77,834 |
|
2022 |
|
|
13,514 |
|
|
|
62,560 |
|
|
|
— |
|
|
|
— |
|
|
|
76,074 |
|
Small Cap Fund |
2023 |
|
|
1,733 |
|
|
|
3,109 |
|
|
|
— |
|
|
|
— |
|
|
|
4,842 |
|
2022 |
|
|
66,921 |
|
|
|
61,560 |
|
|
|
— |
|
|
|
— |
|
|
|
128,481 |
|
Small Cap Value Fund |
2023 |
|
|
4,727 |
|
|
|
16,880 |
|
|
|
— |
|
|
|
— |
|
|
|
21,607 |
|
2022 |
|
|
11,167 |
|
|
|
23,613 |
|
|
|
— |
|
|
|
— |
|
|
|
34,780 |
|
Small Cap Growth Fund |
2023 |
|
|
244 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
244 |
|
2022 |
|
|
38,252 |
|
|
|
52,511 |
|
|
|
— |
|
|
|
— |
|
|
|
90,763 |
|
Tax-Managed Small/Mid Cap Fund |
2023 |
|
|
4,609 |
|
|
|
3,364 |
|
|
|
— |
|
|
|
— |
|
|
|
7,973 |
|
2022 |
|
|
2,336 |
|
|
|
94,023 |
|
|
|
— |
|
|
|
— |
|
|
|
96,359 |
|
Mid-Cap Fund |
2023 |
|
|
539 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
539 |
|
2022 |
|
|
8,990 |
|
|
|
9,652 |
|
|
|
— |
|
|
|
— |
|
|
|
18,642 |
|
U.S. Managed Volatility Fund |
2023 |
|
|
14,759 |
|
|
|
71,871 |
|
|
|
— |
|
|
|
— |
|
|
|
86,630 |
|
2022 |
|
|
35,245 |
|
|
|
59,945 |
|
|
|
— |
|
|
|
— |
|
|
|
95,190 |
|
Global Managed Volatility Fund |
2023 |
|
|
45,317 |
|
|
|
39,570 |
|
|
|
— |
|
|
|
— |
|
|
|
84,887 |
|
2022 |
|
|
18,044 |
|
|
|
96,215 |
|
|
|
— |
|
|
|
— |
|
|
|
114,259 |
|
Tax-Managed Managed Volatility Fund |
2023 |
|
|
8,459 |
|
|
|
48,976 |
|
|
|
— |
|
|
|
— |
|
|
|
57,435 |
|
2022 |
|
|
9,958 |
|
|
|
39,174 |
|
|
|
— |
|
|
|
— |
|
|
|
49,132 |
|
Tax-Managed International Managed Volatility Fund |
2023 |
|
|
8,956 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
8,956 |
|
2022 |
|
|
12,641 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
12,641 |
|
Real Estate Fund |
2023 |
|
|
1,676 |
|
|
|
2,029 |
|
|
|
— |
|
|
|
— |
|
|
|
3,705 |
|
2022 |
|
|
4,783 |
|
|
|
3,740 |
|
|
|
— |
|
|
|
— |
|
|
|
8,523 |
|
Core Fixed Income Fund |
2023 |
|
|
120,076 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
120,076 |
|
2022 |
|
|
93,993 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
93,993 |
|
High Yield Bond Fund |
2023 |
|
|
181,968 |
|
|
|
— |
|
|
|
18,207 |
|
|
|
— |
|
|
|
200,175 |
|
2022 |
|
|
102,523 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
102,523 |
|
Conservative Income Fund |
2023 |
|
|
18,676 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
18,676 |
|
2022 |
|
|
2,042 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
2,042 |
|
Tax-Free Conservative Income Fund |
2023 |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
4,638 |
|
|
|
4,638 |
|
2022 |
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
730 |
|
|
|
731 |
|
Real Return Fund |
2023 |
|
|
11,708 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
11,708 |
|
2022 |
|
|
16,933 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
16,933 |
|
| |
| |
SEI Institutional Managed Trust
| |
|
|
|
|
Ordinary
Income
($ Thousands) |
|
|
Long-term
Capital Gain
($ Thousands) |
|
|
Return of Capital
($ Thousands) |
|
|
Tax Exempt Income
($ Thousands) |
|
|
Total
($ Thousands) |
|
Dynamic Asset Allocation Fund |
2023 |
|
$ |
21,823 |
|
|
$ |
62,019 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
83,842 |
|
2022 |
|
|
33,460 |
|
|
|
56,160 |
|
|
|
— |
|
|
|
— |
|
|
|
89,620 |
|
Multi-Strategy Alternative Fund |
2023 |
|
|
8,411 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
8,411 |
|
2022 |
|
|
32,564 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
32,564 |
|
Liquid Alternative Fund |
2023 |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Multi-Asset Accumulation Fund |
2023 |
|
|
190,323 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
190,323 |
|
2022 |
|
|
274,745 |
|
|
|
69,051 |
|
|
|
— |
|
|
|
— |
|
|
|
343,796 |
|
Multi-Asset Income Fund |
2023 |
|
|
49,211 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
49,211 |
|
2022 |
|
|
36,039 |
|
|
|
437 |
|
|
|
— |
|
|
|
— |
|
|
|
36,476 |
|
Multi-Asset Inflation Managed Fund |
2023 |
|
|
88,501 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
88,501 |
|
2022 |
|
|
62,112 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
62,112 |
|
Multi-Asset Capital Stability Fund |
2023 |
|
|
12,008 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
12,008 |
|
2022 |
|
|
17,226 |
|
|
|
2,414 |
|
|
|
— |
|
|
|
— |
|
|
|
19,640 |
|
As of September 30, 2023, the components of Distributable Earnings/(Accumulated Losses) were as follows:
| |
|
Undistributed
Ordinary
Income
($ Thousands) |
|
|
Undistributed
Long-Term
Capital Gain
($ Thousands) |
|
|
Undistributed
Tax-Exempt
Income
($ Thousands) |
|
|
Capital
Loss
Carryforwards
($ Thousands) |
|
|
Post-
October
Losses
($ Thousands) |
|
|
Late Year
Ordinary
Losses
($ Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
|
Other
Temporary
Differences
($ Thousands) |
|
|
Total
Distributable
Earnings
(Accumulated
Losses)
($ Thousands) |
|
Large Cap Fund |
|
$ |
10,385 |
|
|
$ |
70,687 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
511,030 |
|
|
$ |
(2 |
) |
|
$ |
592,100 |
|
Large Cap Value Fund |
|
|
13,487 |
|
|
|
52,088 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
265,337 |
|
|
|
(1 |
) |
|
|
330,911 |
|
Large Cap Growth Fund |
|
|
— |
|
|
|
196,799 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
565,074 |
|
|
|
— |
|
|
|
761,873 |
|
Large Cap Index Fund |
|
|
3,412 |
|
|
|
— |
|
|
|
— |
|
|
|
(9,044 |
) |
|
|
— |
|
|
|
— |
|
|
|
295,307 |
|
|
|
(1 |
) |
|
|
289,674 |
|
Tax-Managed Large Cap Fund |
|
|
9,506 |
|
|
|
154,945 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
2,490,988 |
|
|
|
5 |
|
|
|
2,655,444 |
|
S&P 500 Index Fund |
|
|
2,958 |
|
|
|
27,750 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
609,361 |
|
|
|
(5 |
) |
|
|
640,064 |
|
Small Cap Fund |
|
|
1,150 |
|
|
|
18,293 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
47,794 |
|
|
|
— |
|
|
|
67,237 |
|
Small Cap Value Fund |
|
|
1,557 |
|
|
|
3,605 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
48,796 |
|
|
|
(2 |
) |
|
|
53,956 |
|
Small Cap Growth Fund |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(26,652 |
) |
|
|
— |
|
|
|
(748 |
) |
|
|
19,732 |
|
|
|
3 |
|
|
|
(7,665 |
) |
Tax-Managed Small/Mid Cap Fund |
|
|
968 |
|
|
|
19,944 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
290,998 |
|
|
|
— |
|
|
|
311,910 |
|
Mid-Cap Fund |
|
|
113 |
|
|
|
— |
|
|
|
— |
|
|
|
(1,806 |
) |
|
|
(1,932 |
) |
|
|
— |
|
|
|
3,022 |
|
|
|
(3 |
) |
|
|
(606 |
) |
U.S. Managed Volatility Fund |
|
|
4,755 |
|
|
|
68,958 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
70,531 |
|
|
|
3 |
|
|
|
144,247 |
|
Global Managed Volatility Fund |
|
|
5,360 |
|
|
|
28,804 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
12,542 |
|
|
|
(1,826 |
) |
|
|
44,880 |
|
Tax-Managed Managed Volatility Fund |
|
|
2,009 |
|
|
|
97,732 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
424,993 |
|
|
|
— |
|
|
|
524,734 |
|
Tax-Managed International Managed Volatility Fund |
|
|
9,859 |
|
|
|
— |
|
|
|
— |
|
|
|
(11,443 |
) |
|
|
(7,903 |
) |
|
|
— |
|
|
|
48,939 |
|
|
|
(41,034 |
) |
|
|
(1,582 |
) |
Real Estate Fund |
|
|
— |
|
|
|
1,115 |
|
|
|
— |
|
|
|
— |
|
|
|
(137 |
) |
|
|
— |
|
|
|
5,239 |
|
|
|
— |
|
|
|
6,217 |
|
Core Fixed Income Fund |
|
|
9,783 |
|
|
|
— |
|
|
|
— |
|
|
|
(315,129 |
) |
|
|
(210,458 |
) |
|
|
— |
|
|
|
(359,608 |
) |
|
|
(16,937 |
) |
|
|
(892,349 |
) |
High Yield Bond Fund |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(199,722 |
) |
|
|
— |
|
|
|
— |
|
|
|
(300,227 |
) |
|
|
(10,945 |
) |
|
|
(510,894 |
) |
Conservative Income Fund |
|
|
457 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(54 |
) |
|
|
(376 |
) |
|
|
27 |
|
Tax-Free Conservative Income Fund |
|
|
— |
|
|
|
— |
|
|
|
103 |
|
|
|
(8 |
) |
|
|
— |
|
|
|
— |
|
|
|
(63 |
) |
|
|
(90 |
) |
|
|
(58 |
) |
Real Return Fund |
|
|
2,095 |
|
|
|
— |
|
|
|
— |
|
|
|
(4,457 |
) |
|
|
(6,628 |
) |
|
|
— |
|
|
|
(14,375 |
) |
|
|
6 |
|
|
|
(23,359 |
) |
Dynamic Asset Allocation Fund |
|
|
— |
|
|
|
59,755 |
|
|
|
— |
|
|
|
— |
|
|
|
(651 |
) |
|
|
(3,109 |
) |
|
|
272,870 |
|
|
|
1 |
|
|
|
328,866 |
|
Multi-Strategy Alternative Fund |
|
|
10,920 |
|
|
|
— |
|
|
|
— |
|
|
|
(15,599 |
) |
|
|
(7,863 |
) |
|
|
— |
|
|
|
(11,232 |
) |
|
|
(80 |
) |
|
|
(23,854 |
) |
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
| |
|
Undistributed
Ordinary
Income
($ Thousands) |
|
|
Undistributed
Long-Term
Capital Gain
($ Thousands) |
|
|
Undistributed
Tax-Exempt
Income
($ Thousands) |
|
|
Capital
Loss
Carryforwards
($ Thousands) |
|
|
Post-
October
Losses
($ Thousands) |
|
|
Late Year
Ordinary
Losses
($ Thousands) |
|
|
Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
|
Other
Temporary
Differences
($ Thousands) |
|
|
Total
Distributable
Earnings
(Accumulated
Losses)
($ Thousands) |
|
Liquid Alternative Fund |
|
$ |
138 |
|
|
$ |
50 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
188 |
|
Multi-Asset Accumulation Fund |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
(531,490 |
) |
|
|
(52,568 |
) |
|
|
— |
|
|
|
(346,638 |
) |
|
|
(33,582 |
) |
|
|
(964,278 |
) |
Multi-Asset Income Fund |
|
|
6,752 |
|
|
|
— |
|
|
|
— |
|
|
|
(23,172 |
) |
|
|
(8,570 |
) |
|
|
— |
|
|
|
(75,072 |
) |
|
|
(3,598 |
) |
|
|
(103,660 |
) |
Multi-Asset Inflation Managed Fund |
|
|
21,450 |
|
|
|
— |
|
|
|
— |
|
|
|
(74,743 |
) |
|
|
(28,636 |
) |
|
|
— |
|
|
|
(98,075 |
) |
|
|
(202 |
) |
|
|
(180,206 |
) |
Multi-Asset Capital Stability Fund |
|
|
14,905 |
|
|
|
— |
|
|
|
— |
|
|
|
(23,167 |
) |
|
|
— |
|
|
|
— |
|
|
|
7,615 |
|
|
|
(323 |
) |
|
|
(970 |
) |
Post October losses represent losses realized on investment transactions from November 1, 2022 through September 30, 2023, that, in accordance with Federal income tax regulations, the Funds may defer and treat as having arisen in the following fiscal year. Deferred Late-Year Losses represent ordinary losses realized on investment transactions from January 1, 2023 through September 30, 2023, and specified losses realized on investment transactions from November 1, 2022 through September 30, 2023, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.
For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. Losses carried forward are as follows:
| |
|
Short-Term
Loss
($ Thousands) |
|
|
Long-Term
Loss
($ Thousands) |
|
|
Total
($ Thousands) |
|
Large Cap Index Fund |
|
$ |
5,093 |
|
|
$ |
3,951 |
|
|
$ |
9,044 |
|
Small Cap Growth Fund |
|
|
26,652 |
|
|
|
– |
|
|
|
26,652 |
|
Mid-Cap Fund |
|
|
1,806 |
|
|
|
– |
|
|
|
1,806 |
|
Tax-Managed International Managed Volatility Fund |
|
|
11,443 |
|
|
|
– |
|
|
|
11,443 |
|
Core Fixed Income Fund |
|
|
173,895 |
|
|
|
141,234 |
|
|
|
315,129 |
|
High Yield Bond Fund |
|
|
23,579 |
|
|
|
176,143 |
|
|
|
199,722 |
|
Tax-Free Conservative Income Fund |
|
|
8 |
|
|
|
– |
|
|
|
8 |
|
Real Return Fund |
|
|
2,265 |
|
|
|
2,192 |
|
|
|
4,457 |
|
Multi-Strategy Alternative Fund |
|
|
14,019 |
|
|
|
1,580 |
|
|
|
15,599 |
|
Multi-Asset Accumulation Fund |
|
|
310,229 |
|
|
|
221,261 |
|
|
|
531,490 |
|
Multi-Asset Income Fund |
|
|
17,420 |
|
|
|
5,752 |
|
|
|
23,172 |
|
Multi-Asset Inflation Managed Fund |
|
|
67,100 |
|
|
|
7,643 |
|
|
|
74,743 |
|
Multi-Asset Capital Stability Fund |
|
|
11,487 |
|
|
|
11,680 |
|
|
|
23,167 |
|
For Federal income tax purposes, the cost of investments owned at March 31, 2024, and the net realized gains or losses on investments sold for the period, were different from amounts reported for financial reporting purposes primarily due to investments in partnerships that captures losses from other securities, and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on total investments held by the Funds at March 31, 2024, were as follows:
| |
|
Federal Tax Cost
($ Thousands) |
|
|
Appreciated
Securities
($ Thousands) |
|
|
Depreciated
Securities
($ Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
Large Cap Fund |
|
$ |
995,886 |
|
|
$ |
750,667 |
|
|
$ |
(23,291 |
) |
|
$ |
727,376 |
|
Large Cap Value Fund |
|
|
914,568 |
|
|
|
507,540 |
|
|
|
(33,183 |
) |
|
|
474,357 |
|
Large Cap Growth Fund |
|
|
708,846 |
|
|
|
759,969 |
|
|
|
(2,267 |
) |
|
|
757,702 |
|
Large Cap Index Fund |
|
|
634,180 |
|
|
|
536,626 |
|
|
|
(25,669 |
) |
|
|
510,957 |
|
Tax-Managed Large Cap Fund |
|
|
1,231,522 |
|
|
|
3,092,632 |
|
|
|
(725 |
) |
|
|
3,091,907 |
|
S&P 500 Index Fund |
|
|
246,887 |
|
|
|
790,423 |
|
|
|
(10,941 |
) |
|
|
779,482 |
|
Small Cap Fund |
|
|
477,112 |
|
|
|
158,168 |
|
|
|
(18,620 |
) |
|
|
139,548 |
|
Small Cap Value Fund |
|
|
265,380 |
|
|
|
120,775 |
|
|
|
(12,888 |
) |
|
|
107,887 |
|
Small Cap Growth Fund |
|
|
279,499 |
|
|
|
84,903 |
|
|
|
(9,005 |
) |
|
|
75,898 |
|
Tax-Managed Small/Mid Cap Fund |
|
|
461,941 |
|
|
|
419,972 |
|
|
|
(1,366 |
) |
|
|
418,606 |
|
Mid-Cap Fund |
|
|
71,905 |
|
|
|
20,969 |
|
|
|
(2,455 |
) |
|
|
18,514 |
|
U.S. Managed Volatility Fund |
|
|
546,116 |
|
|
|
150,252 |
|
|
|
(16,878 |
) |
|
|
133,374 |
|
Global Managed Volatility Fund |
|
|
794,372 |
|
|
|
109,736 |
|
|
|
(21,179 |
) |
|
|
88,557 |
|
Tax-Managed Managed Volatility Fund |
|
|
340,997 |
|
|
|
500,982 |
|
|
|
(846 |
) |
|
|
500,136 |
|
Tax-Managed International Managed Volatility Fund |
|
|
233,850 |
|
|
|
76,348 |
|
|
|
(1,675 |
) |
|
|
74,673 |
|
Real Estate Fund |
|
|
57,116 |
|
|
|
18,953 |
|
|
|
(1,639 |
) |
|
|
17,314 |
|
Core Fixed Income Fund |
|
|
4,470,680 |
|
|
|
20,282 |
|
|
|
(196,991 |
) |
|
|
(176,709 |
) |
High Yield Bond Fund |
|
|
1,237,415 |
|
|
|
80,251 |
|
|
|
(113,636 |
) |
|
|
(33,385 |
) |
Conservative Income Fund |
|
|
657,401 |
|
|
|
67 |
|
|
|
(249 |
) |
|
|
(182 |
) |
Tax-Free Conservative Income Fund |
|
|
166,936 |
|
|
|
2 |
|
|
|
(25 |
) |
|
|
(23 |
) |
Real Return Fund |
|
|
395,780 |
|
|
|
146 |
|
|
|
(7,510 |
) |
|
|
(7,364 |
) |
Dynamic Asset Allocation Fund |
|
|
280,058 |
|
|
|
395,971 |
|
|
|
(11,006 |
) |
|
|
384,965 |
|
Multi-Strategy Alternative Fund |
|
|
278,037 |
|
|
|
12,413 |
|
|
|
(11,546 |
) |
|
|
867 |
|
Liquid Alternative Fund |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Multi-Asset Accumulation Fund |
|
|
867,969 |
|
|
|
14,018 |
|
|
|
(23,706 |
) |
|
|
(9,688 |
) |
Multi-Asset Income Fund |
|
|
570,718 |
|
|
|
16,618 |
|
|
|
(46,132 |
) |
|
|
(29,514 |
) |
Multi-Asset Inflation Managed Fund |
|
|
594,816 |
|
|
|
98,181 |
|
|
|
(10,422 |
) |
|
|
87,759 |
|
SEI Institutional Managed Trust
| |
|
Federal Tax Cost
($ Thousands) |
|
|
Appreciated
Securities
($ Thousands) |
|
|
Depreciated
Securities
($ Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
Multi-Asset Capital Stability Fund |
|
$ |
530,525 |
|
|
$ |
426 |
|
|
$ |
(1,141 |
) |
|
$ |
(715 |
) |
Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of September 30, 2023, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.
10. CONCENTRATION/RISKS
In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.
To the extent consistent with its investment strategy a Fund may have one or more of the following principle risks. A more complete description of principal risks is included in each Fund's prospectus under the heading "Principal Risks."
Arbitrage Strategies Risk — Arbitrage strategies involve engaging in transactions that attempt to exploit price differences of identical, related or similar securities on different markets or in different forms. The Fund may realize losses or a reduced rate of return if underlying relationships among securities in which it takes investment positions change in an adverse manner or if a transaction is unexpectedly terminated or delayed. Trading to seek short-term capital appreciation can be expected to cause the Fund’s portfolio turnover rate to be substantially higher than that of the average equity-oriented investment company.
Asset-Backed Securities Risk — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more
conventional types of fixed income securities that the Fund may acquire.
Bank Loans Risk — With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation in the loan. The Fund may also have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid.
Below Investment Grade Securities (Junk Bonds) Risk — Fixed income securities rated below investment grade ( junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as “high yield bonds,” but there is no guarantee that an investment in these securities will result in a high rate of return.
Call Risk — Issuers of callable bonds may call (redeem) securities with higher coupons or interest rates before their maturity dates. The Fund may be forced to reinvest the unanticipated proceeds at lower interest rates, resulting in a decline in the Fund’s income. Bonds may be called due to falling interest rates or non-economical circumstances.
Collateralized Debt Obligations (CDOs) and Collateralized Loan Obligations (CLOs) Risk — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or “tranches” that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the expenses associated with its own operations, it may bear a pro rata portion of the CDO’s or CLO’s expenses.
Commercial Paper Risk — Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
companies or other entities in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such issuer’s underlying asset portfolio and the issuer’s ability to issue new asset-backed commercial paper.
Commodity Investments and Derivatives Risk — Commodity investments and derivatives may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses. The value of a commodity investment or a derivative investment in commodities is typically based upon the price movements of a physical commodity, a commodity futures contract or commodity index or some other readily measurable economic variable that is dependent upon changes in the value of commodities or the commodities markets. The value of these securities will rise or fall in response to changes in the underlying commodity or related benchmark or investment, changes in interest rates or factors affecting a particular industry or commodity, such as natural disasters, weather and U.S. and international economic, political and regulatory developments.
Commodity-Linked Securities Risk — Investments in commodity-linked securities may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity-related equity returns can also be affected by the issuer’s financial structure or the performance of unrelated businesses.
Concentration Risk — A downturn in the financial services industry would impact the Fund more than a portfolio that does not concentrate in securities issued by companies in the financial services industry.
Convertible and Preferred Securities Risk — Convertible and preferred securities have many of the same characteristics as stocks, including many of the same risks. In addition, convertible securities may be more sensitive to changes in interest rates than stocks. Convertible securities may also have credit ratings below investment grade, meaning that they carry a
higher risk of failure by the issuer to pay principal and/or interest when due.
Corporate Fixed Income Securities Risk — Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as perceptions of the creditworthiness and business prospects of individual issuers.
Credit Risk — The risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.
Currency Risk — As a result of the Fund’s investments in securities or other investments denominated in, and/or receiving revenues in, foreign currencies, the Fund will be subject to currency risk. Currency risk is the risk that foreign currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency hedged. In either event, the dollar value of an investment in the Fund would be adversely affected. Due to the Fund’s investments in securities denominated in foreign currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.
Current Market Conditions Risk —Current market conditions risk is the risk that a particular investment, or shares of the Funds in general, may fall in value due to current market conditions. As a means to fight inflation, which remains at elevated levels, the Federal Reserve and certain foreign central banks have raised interest rates and expect to continue to do so, and the Federal Reserve has announced that it intends to reverse previously implemented quantitative easing. U.S. regulators have proposed several changes to market and issuer regulations that could directly impact the Funds, and any regulatory changes could adversely impact the Funds' ability to achieve its investment strategies or make certain investments. Recent and potential future bank failures could result in disruption to the broader banking industry or markets generally and reduce confidence in financial institutions and the economy as a whole, which may also heighten market volatility and reduce liquidity. The ongoing adversarial political climate in the United States, as well as political and diplomatic events both domestic and abroad, have and may continue to have an adverse impact the U.S. regulatory landscape, markets and investor behavior, which could have a negative impact on the Fund’s investments and operations. Other unexpected political, regulatory and diplomatic events within the U.S. and
SEI Institutional Managed Trust
abroad may affect investor and consumer confidence and may adversely impact financial markets and the broader economy. The economies of the United States and its trading partners, as well as the financial markets generally, may be adversely impacted by trade disputes and other matters. If geopolitical conflicts develop or worsen, economies, markets and individual securities may be adversely affected, and the value of the Funds’ assets may go down. The COVID-19 global pandemic, or any future public health crisis, and the ensuing policies enacted by governments and central banks have caused and may continue to cause significant volatility and uncertainty in global financial markets, negatively impacting global growth prospects. Advancements in technology may also adversely impact markets and the overall performance of the Funds.
Depositary Receipts Risk — Depositary receipts, such as ADRs, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments.
Derivatives Risk — The Fund’s use of futures contracts, forward contracts, options and swaps is subject to market risk, leverage risk, correlation risk and liquidity risk. Market risk is described above, and leverage risk and liquidity risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts and swap agreements is also subject to credit risk and valuation risk. Credit risk is described above. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same types of credit risk as issuers of fixed income securities. The Fund’s use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and implemented regulations governing derivatives markets, the ultimate impact of which remains unclear.
Directional or Tactical Strategies Risk — Directional or tactical strategies usually use long and short positions, which entail predicting the direction that particular
securities or sectors or the overall market might move. Directional or tactical strategies may utilize leverage and hedging. There may be a significant risk of loss if the Fund’s judgment is incorrect as to the direction, timing or extent of expected movements of particular securities or sectors or the market as a whole.
Distressed Securities Risk — Distressed securities frequently do not produce income while they are outstanding and may require the Fund to bear certain extraordinary expenses in order to protect and recover its investment. Distressed securities are at high risk for default.
Duration Risk — The longer-term securities in which the Fund may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.
Event-Driven Strategies Risk — Event-driven strategies involve making evaluations and predictions about both the likelihood that a particular event in the life of a company will occur and the impact such an event will have on the value of the company’s securities. The transaction in which such a company is involved may be unsuccessful, take considerable time (or longer than anticipated) or may result in a distribution of cash or a new security, the value of which may be less than the purchase price of the company’s security. If an anticipated transaction does not occur, the Fund may be required to sell its securities at a loss.
Exchange-Traded Funds (ETFs) Risk — The risks of owning shares of an ETF generally reflect the risks of owning the underlying securities the ETF is designed to track, although lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. When the Fund invests in an ETF, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the ETF’s expenses. As a result, shareholders will be subject to two layers of fees and expenses with respect to investments in the Fund.
Exchange-Traded Notes (ETNs) Risk — The value of an ETN is subject to the credit risk of the issuer.
There may not be an active trading market available for some ETNs. Additionally, trading of ETNs may be halted or the ETN may be delisted by the listing exchange.
Extension Risk — The risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security’s value.
Financial Services Industry Risk — The Conservative Income Fund’s portfolio is concentrated in investments in securities issued by companies in the financial services
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
industry. The financial services industry is subject to extensive government regulation. Profitability is largely dependent on the availability and cost of capital, and can fluctuate significantly when interest rates change. Financial services companies are highly dependent on short-term interest rates and typically will be adversely affected by economic downturns or changes in banking regulations.
Foreign Investment/Emerging Markets Risk — The risk that non-U.S. securities may be subject to additional risks due to, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments. These additional risks may be heightened with respect to emerging market countries because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. Investments in emerging markets are subject to the added risk that information in emerging market investments may be unreliable or outdated due to differences in regulatory, accounting or auditing and financial record keeping standards, or because less information about emerging market investments is publicly available. In addition, the rights and remedies associated with emerging market investments may be different than investments in developed markets. A lack of reliable information, rights and remedies increase the risks of investing in emerging markets in comparison to more developed markets. In addition, periodic U.S. Government restrictions on investments in issuers from certain foreign countries may require the Fund to sell such investments at inopportune times, which could result in losses to the Fund.
Foreign Sovereign Debt Securities Risk — The risks that: (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii) there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.
Income Risk — An investment in the Fund is subject to income risk, which is the possibility that the Fund’s yield will decline due to falling interest rates.
Inflation Protected Securities Risk — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in “real” interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real
interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation indexed securities will generally vary up or down along with the rate of inflation.
Interest Rate Risk — The risk that a change in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Fund invests. Generally, the value of the Fund’s fixed income securities will vary inversely with the direction of prevailing interest rates. Changing interest rates may have unpredictable effects on the markets and may affect the value and liquidity of instruments held by the Fund. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates.
Investment Company and Exchange-Traded Funds (ETFs) Risk — When the Fund invests in an investment company, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company’s expenses. In addition, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund’s share price fluctuates based on what another investor is willing to pay rather than on the market value of the securities in the fund.
Investment in the Subsidiary Risk — A Subsidiary is not registered under the Investment Company Act of 1940 (the 1940 Act) and, unless otherwise noted, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in a Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which the Fund and a Subsidiary, respectively, are organized, could result in the inability of the Fund and/or a Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.
Investment Style Risk — The risk that large capitalization securities may underperform other
SEI Institutional Managed Trust
segments of the equity markets or the equity markets as a whole.
Large Capitalization Risk — The risk that larger, more established companies may be unable to respond quickly to new competitive challenges such as changes in technology and consumer tastes. Larger companies also may not be able to attain the high growth rates of successful smaller companies.
Leverage Risk — The Fund’s use of derivatives may result in the Fund’s total investment exposure substantially exceeding the value of its portfolio securities and the Fund’s investment returns depending substantially on the performance of securities that the Fund may not directly own. The use of leverage can amplify the effects of market volatility on the Fund’s share price and may also cause the Fund to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The Fund’s use of leverage may result in a heightened risk of investment loss.
Liquidity Risk — The risk that certain securities may be difficult or impossible to sell at the time and the price that the Fund would like. The Fund may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.
Market Risk — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. Markets for fixed income securities may decline significantly in
response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term. In response to these events, the Fund’s value may fluctuate and/or the Fund may experience increased redemptions from shareholders, which may impact the Fund’s liquidity or force the Fund to sell securities into a declining or illiquid market.
Master Limited Partnership (MLP) Risk — Investments in units of MLPs involve risks that differ from an investment in common stock. Holders of the units of MLPs have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of MLPs. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of an MLP, including a conflict arising as a result of incentive distribution payments. The benefit the Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be a reduction in the after-tax return to the Fund of distributions from the MLP, likely causing a reduction in the value of the Fund’s shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on the Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole. The Internal Revenue Code of 1986, as amended, provides that the Fund is permitted to invest up to 25% of its assets in one or more qualified publicly traded partnerships (QPTPs), which will include certain MLPs, and treat the income allocated by such QPTPs as qualifying income for purposes of the regulated investment company annual qualifying income requirements described in “Taxes” below.
Mortgage Dollar Rolls Risk — Mortgage dollar rolls are transactions in which the Fund sells securities (usually mortgage-backed securities) and simultaneously contracts to repurchase substantially similar, but not identical, securities on a specified future date. If the broker-dealer to whom the Fund sells the security becomes insolvent, the Fund’s right to repurchase the security may be restricted. Other risks involved in
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
entering into mortgage dollar rolls include the risk that the value of the security may change adversely over the term of the mortgage dollar roll and that the security the Fund is required to repurchase may be worth less than the security that the Fund originally held.
Mortgage-Backed Securities Risk — Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities; however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund’s actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Fund’s expectation. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by the Fund.
Municipal Securities Risk — Municipal securities, like other fixed income securities, rise and fall in value in response to economic and market factors, primarily changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer term securities usually respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer’s current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to meet their obligations. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund’s holdings. As a result, the Fund will be more susceptible to factors that adversely
affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations. Municipal obligations may be underwritten or guaranteed by a relatively small number of financial services firms, so changes in the municipal securities market that affect those firms may decrease the availability of municipal instruments in the market, thereby making it difficult for the Sub-Adviser to identify and obtain appropriate investments for the Fund’s portfolio. Also, there may be economic or political changes that impact the ability of issuers of municipal securities to repay principal and to make interest payments on securities owned by the Fund. Any changes in the financial condition of municipal issuers may also adversely affect the value of the Fund’s securities.
Non-Diversified Risk — The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, these Funds may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities. However, the Funds intend to satisfy the asset diversification requirements under the Code for classification as a RIC.
Opportunity Risk — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.
Portfolio Turnover Risk — Due to its investment strategy, the Fund may buy and sell securities frequently. This may result in higher transaction costs and taxes subject to ordinary income tax rates as opposed to more favorable capital gains rates, which may affect the Fund’s performance.
Prepayment Risk — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Fund to invest the proceeds at generally lower interest rates.
Private Placements Risk — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.
Real Estate Industry Risk — Securities of companies principally engaged in the real estate industry may be
SEI Institutional Managed Trust
subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. The Fund’s investments are concentrated in issuers conducting business in the real estate industry, and therefore the Fund is subject to risks associated with legislative or regulatory changes, adverse market conditions and/or increased competition affecting that industry.
Real Estate Investment Trusts (REITs) Risk — REITs are trusts that invest primarily in commercial real estate or real estate-related loans. The Fund’s investments in REITs will be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. Some REITs may have limited diversification and may be subject to risks inherent in financing a limited number of properties.
Repurchase Agreement Risk — Although repurchase agreement transactions must be fully collateralized at all times, they generally create leverage and involve some counterparty risk to the Fund whereby a defaulting counterparty could delay or prevent the Fund’s recovery of collateral.
Short Sales Risk — A short sale involves the sale of a security that the Fund does not own in the expectation of purchasing the same security (or a security exchangeable therefore) at a later date at a lower price. Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as “covering” the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund’s share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.
Small and Medium Capitalization Companies Risk — The risk that small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon
a relatively small management group. Therefore, small capitalization and medium capitalization stocks may be more volatile than those of larger companies. Small capitalization and medium capitalization stocks may be traded over-the-counter or listed on an exchange.
Tax Risk — The Fund may gain most of its exposure to the commodities markets through its investment in a Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income) to comply with certain qualifying income tests necessary for the Fund to qualify as a regulated investment company (RIC) under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity-linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund’s taxable income or gains and distributions. The Fund intends to hold certain commodity-related investments indirectly through a Subsidiary. The Fund believes that income from the Subsidiary will be qualifying income because it expects that the Subsidiary will make annual distributions of its earnings and profits. The Fund intends to secure an opinion of counsel based on customary representations that actual distributions made to the Fund from its Subsidiary should be treated as “qualifying income.” If the Fund did not qualify as a RIC for any taxable year and certain relief provisions were not available, the Fund’s taxable income would be subject to tax at the Fund level and to a further tax at the shareholder level when such income is distributed. Failure to comply with the requirements for qualification as a RIC would have significant negative tax consequences to Fund shareholders.
Taxation Risk — The Fund is managed to seek to minimize tax consequences to shareholders, but there is no guarantee that the Fund will be able to operate without incurring taxable income and gains to shareholders.
Tracking Error Risk — The risk that the Fund’s performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund’s investments and the index’s components and other factors.
U.S. Government Securities Risk — Although U.S. Government securities are considered to be among the safest investments, they are still subject to the credit
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Continued)
March 31, 2024 (Unaudited)
risk of the U.S. Government and are not guaranteed against price movements due to changing interest rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.
Warrants Risk — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.
The foregoing is not intended to be a complete discussion of the risks associated with investing in a Fund. Please review each Fund’s current prospectus for additional disclosures regarding the principal risks associated with investing in a Fund.
11. SECURITIES LENDING
Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Board. These loans may not exceed 33 1/3% of the total asset value of the Fund (including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash, letters of credit or U.S. Government securities. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or restricted from recovering the loomed securities or disposing of the collateral for the loan, which could give
rise to loss because at adverse market actions expenses and/ or delays in connection with the disposition of the underlying securities.
Cash collateral received in connection with securities lending is invested in eligible securities by the lending agent. These investments may include the SEI Liquidity Fund LP (“Liquidity Fund”), and the Fund bears its pro rata portion of the Liquidity Fund’s expenses and is subject to the risk of loss in the underlying investments of the Liquidity Fund. There is no guarantee that these investments will not lose value.
The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of March 31, 2024 ($ Thousands):
| |
|
Securities
Loaned at
Value |
|
|
Cash
Collateral
Received (1) |
|
|
Net
Amount |
|
Large Cap Fund |
|
$ |
12,462 |
|
|
$ |
12,462 |
|
|
$ |
– |
|
Tax-Managed Large Cap Fund |
|
|
33,714 |
|
|
|
33,714 |
|
|
|
– |
|
Small Cap Value Fund |
|
|
924 |
|
|
|
924 |
|
|
|
– |
|
Small Cap Growth Fund |
|
|
740 |
|
|
|
740 |
|
|
|
– |
|
U.S. Managed Volatility Fund |
|
|
6,792 |
|
|
|
6,792 |
|
|
|
– |
|
Global Managed Volatility Fund |
|
|
24,510 |
|
|
|
24,510 |
|
|
|
– |
|
Tax-Managed Managed Volatility Fund |
|
|
2,867 |
|
|
|
2,867 |
|
|
|
– |
|
Tax-Managed International Managed Volatility Fund |
|
|
9,906 |
|
|
|
9,906 |
|
|
|
– |
|
Real Estate Fund |
|
|
166 |
|
|
|
166 |
|
|
|
– |
|
Core Fixed Income Fund |
|
|
141,422 |
|
|
|
141,422 |
|
|
|
– |
|
(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund’s Schedule of Investments for the total collateral received.
12. CONCENTRATION OF SHAREHOLDERS
SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of March 31, 2024, SPTC held of record the following percentage of outstanding shares of each Fund:
Fund |
|
% Held |
|
Large Cap Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
48 |
|
Large Cap Value Fund |
|
|
|
|
Class F |
|
|
92 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
97 |
|
Large Cap Growth Fund |
|
|
|
|
Class F |
|
|
90 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
97 |
|
Large Cap Index Fund |
|
|
|
|
Class F |
|
|
99 |
% |
SEI Institutional Managed Trust
Fund |
|
% Held |
|
Tax-Managed Large Cap Fund |
|
|
|
|
Class F |
|
|
81 |
% |
Class Y |
|
|
52 |
% |
S&P 500 Index Fund |
|
|
|
|
Class F |
|
|
47 |
% |
Class I |
|
|
18 |
|
Small Cap Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
44 |
|
Small Cap Value Fund |
|
|
|
|
Class F |
|
|
93 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
98 |
|
Small Cap Growth Fund |
|
|
|
|
Class F |
|
|
92 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
97 |
|
Tax-Managed Small/Mid Cap Fund |
|
|
|
|
Class F |
|
|
90 |
% |
Class Y |
|
|
53 |
|
Mid-Cap Fund |
|
|
|
|
Class F |
|
|
94 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
15 |
|
U.S. Managed Volatility Fund |
|
|
|
|
Class F |
|
|
93 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
54 |
|
Global Managed Volatility Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
56 |
|
Tax-Managed Managed Volatility Fund |
|
|
|
|
Class F |
|
|
84 |
% |
Class Y |
|
|
69 |
|
Tax-Managed International Managed Volatility Fund |
|
|
|
|
Class F |
|
|
96 |
% |
Class Y |
|
|
91 |
|
Real Estate Fund |
|
|
|
|
Class F |
|
|
95 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
51 |
|
Core Fixed Income Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class I |
|
|
24 |
|
Class Y |
|
|
58 |
|
High Yield Bond Fund |
|
|
|
|
Class F |
|
|
93 |
% |
Class I |
|
|
– |
|
Class Y |
|
|
60 |
|
Fund |
|
% Held |
|
Conservative Income Fund |
|
|
|
|
Class F |
|
|
99 |
% |
Class Y |
|
|
34 |
|
Tax-Free Conservative Income Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
50 |
|
Real Return Fund |
|
|
|
|
Class F |
|
|
98 |
% |
Class Y |
|
|
62 |
|
Dynamic Asset Allocation Fund |
|
|
|
|
Class F |
|
|
96 |
% |
Class Y |
|
|
29 |
|
Multi-Strategy Alternative Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
87 |
|
Liquid Alternative Fund |
|
|
|
|
Class F |
|
|
100 |
% |
Class Y |
|
|
27 |
|
Multi-Asset Accumulation Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
54 |
|
Multi-Asset Income Fund |
|
|
|
|
Class F |
|
|
97 |
% |
Class Y |
|
|
65 |
|
Multi-Asset Inflation Managed Fund |
|
|
|
|
Class F |
|
|
98 |
% |
Class Y |
|
|
41 |
|
Multi-Asset Capital Stability Fund |
|
|
|
|
Class F |
|
|
98 |
% |
Class Y |
|
|
30 |
|
| |
|
|
|
|
SPTC is not a direct service provider to the SEI Funds. However, SPTC performs a role in the comprehensive investment solution that SEI provides to investors. SPTC holds shares in the Funds as custodian for shareholders that are clients of independent registered investment advisers, financial planners, bank trust departments and other financial advisers. SPTC maintains omnibus accounts at the Fund’s transfer agent.
13. REGULATORY MATTERS
The U.K. Financial Conduct Authority stopped compelling or inducing banks to submit certain London Inter-Bank Offered Rate (LIBOR) rates. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and ceased for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. Investments impacted by the discontinuation of LIBOR may include bank loans, derivatives, floating rate securities, and other assets or liabilities tied to LIBOR. Actions by regulators have resulted in the establishment of alternative reference
SEI Institutional Managed Trust
Notes to Financial Statements/ Notes to Consolidated Financial Statements (Concluded)
March 31, 2024 (Unaudited)
rates to LIBOR in most major currencies. The U.S. Federal Reserve, based on the recommendations of the New York Federal Reserve’s Alternative Reference Rate Committee (comprised of major derivative market participants and their regulators), has begun publishing a Secured Overnight Financing Rate (SOFR), which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. In response to the discontinuation of LIBOR, investors have added fallback provisions to existing contracts for investments whose value is tied to LIBOR, with most fallback provisions requiring the adoption of SOFR as a replacement rate. On March 15, 2022, President Biden signed the Adjustable Interest Rate Act into law (the “LIBOR Act”), which, in conjunction with regulations adopted by the Federal Reserve Board, establishes SOFR as the default fallback rate for any U.S. contract without a fallback provision. In addition, on March 4, 2023, the U.K. Financial Conduct Authority announced that, starting July 1, 2023 and continuing through September 30, 2024, it will permit the publishing of 1-, 3- and 6-month synthetic U.S. dollar LIBOR settings based on SOFR to serve as a fallback for non-U.S. contracts.
14. SUBSEQUENT EVENTS
Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements as of March 31, 2024.
SEI Institutional Managed Trust
Disclosure of Fund Expenses (Unaudited)
March 31, 2024
All mutual funds have operating expenses. As a shareholder of a fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.
Operating expenses such as these are deducted from the fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the fund’s average net assets; this percentage is known as the fund’s expense ratio.
The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The table on this page illustrates your fund’s costs in two ways:
● Actual fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.
You can use this information, together with the actual amount you invested in the Fund, to estimate the expenses you paid over that period. Simply divide your actual account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”
● Hypothetical 5% return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that the Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) for the period is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expenses Paid During Period” column with those that appear in the same charts in the shareholder reports for other funds.
NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown may not apply to your specific investment.
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Large Cap Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,265.10 |
|
|
|
0.89 |
% |
|
$ |
5.04 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,268.80 |
|
|
|
0.64 |
|
|
|
3.63 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.55 |
|
|
|
0.89 |
% |
|
$ |
4.50 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.80 |
|
|
|
0.64 |
|
|
|
3.24 |
|
Large Cap Value Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,187.90 |
|
|
|
0.89 |
% |
|
$ |
4.87 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,185.10 |
|
|
|
1.11 |
|
|
|
5.54 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,185.10 |
|
|
|
0.64 |
|
|
|
3.49 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.55 |
|
|
|
0.89 |
% |
|
$ |
4.50 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,019.47 |
|
|
|
1.11 |
|
|
|
5.62 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.80 |
|
|
|
0.64 |
|
|
|
3.24 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Large Cap Growth Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,285.10 |
|
|
|
0.89 |
% |
|
$ |
5.08 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,283.30 |
|
|
|
1.11 |
|
|
|
6.32 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,286.50 |
|
|
|
0.64 |
|
|
|
3.66 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.55 |
|
|
|
0.89 |
% |
|
$ |
4.50 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,019.47 |
|
|
|
1.11 |
|
|
|
5.59 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.80 |
|
|
|
0.64 |
|
|
|
3.23 |
|
Large Cap Index Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,233.00 |
|
|
|
0.25 |
% |
|
$ |
1.40 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,023.75 |
|
|
|
0.25 |
% |
|
$ |
1.26 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
Disclosure of Fund Expenses (Unaudited) (Concluded)
March 31, 2024
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Tax-Managed Large Cap Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,212.40 |
|
|
|
0.89 |
% |
|
$ |
4.92 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,213.90 |
|
|
|
0.64 |
|
|
|
3.54 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
2,020.55 |
|
|
|
0.89 |
% |
|
$ |
4.50 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.80 |
|
|
|
0.64 |
|
|
|
3.23 |
|
S&P 500 Index Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,233.00 |
|
|
|
0.25 |
% |
|
$ |
1.40 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,230.60 |
|
|
|
0.65 |
|
|
|
3.62 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,023.75 |
|
|
|
0.25 |
% |
|
$ |
1.26 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,021.75 |
|
|
|
0.65 |
|
|
|
3.29 |
|
Small Cap Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,198.60 |
|
|
|
1.14 |
% |
|
$ |
6.29 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,200.00 |
|
|
|
0.89 |
|
|
|
4.90 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.28 |
|
|
|
1.14 |
% |
|
$ |
5.78 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.55 |
|
|
|
0.89 |
|
|
|
4.50 |
|
Small Cap Value Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,227.30 |
|
|
|
1.14 |
% |
|
$ |
6.35 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,224.30 |
|
|
|
1.36 |
|
|
|
6.90 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,224.30 |
|
|
|
0.89 |
|
|
|
4.52 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.30 |
|
|
|
1.14 |
% |
|
$ |
5.76 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,018.25 |
|
|
|
1.36 |
|
|
|
6.88 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.55 |
|
|
|
0.89 |
|
|
|
4.51 |
|
Small Cap Growth Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,224.00 |
|
|
|
1.11 |
% |
|
$ |
6.19 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,222.60 |
|
|
|
1.36 |
|
|
|
7.53 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,225.20 |
|
|
|
0.86 |
|
|
|
4.77 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.43 |
|
|
|
1.11 |
% |
|
$ |
5.62 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,018.22 |
|
|
|
1.36 |
|
|
|
6.84 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.71 |
|
|
|
0.86 |
|
|
|
4.33 |
|
Tax-Managed Small/Mid Cap Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,208.60 |
|
|
|
1.11 |
% |
|
$ |
6.13 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,209.90 |
|
|
|
0.89 |
|
|
|
4.90 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.45 |
|
|
|
1.11 |
% |
|
$ |
5.60 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.57 |
|
|
|
0.89 |
|
|
|
4.48 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Mid-Cap Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,221.50 |
|
|
|
0.98 |
% |
|
$ |
5.44 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,220.70 |
|
|
|
1.20 |
|
|
|
6.63 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,223.30 |
|
|
|
0.73 |
|
|
|
4.05 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.10 |
|
|
|
0.98 |
% |
|
$ |
4.95 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,019.03 |
|
|
|
1.20 |
|
|
|
6.03 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.36 |
|
|
|
0.73 |
|
|
|
3.68 |
|
U.S. Managed Volatility Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,156.80 |
|
|
|
0.90 |
% |
|
$ |
4.85 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,155.60 |
|
|
|
1.15 |
|
|
|
6.18 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,158.30 |
|
|
|
0.65 |
|
|
|
3.51 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.50 |
|
|
|
0.90 |
% |
|
$ |
4.55 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,019.27 |
|
|
|
1.15 |
|
|
|
5.79 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.75 |
|
|
|
0.65 |
|
|
|
3.29 |
|
Global Managed Volatility Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,121.20 |
|
|
|
1.11 |
% |
|
$ |
5.89 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,119.60 |
|
|
|
1.36 |
|
|
|
7.23 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,121.60 |
|
|
|
0.86 |
|
|
|
4.55 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.45 |
|
|
|
1.11 |
% |
|
$ |
5.60 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,018.18 |
|
|
|
1.36 |
|
|
|
6.89 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.71 |
|
|
|
0.86 |
|
|
|
4.33 |
|
Tax-Managed Managed Volatility Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,180.10 |
|
|
|
1.00 |
% |
|
$ |
5.45 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,181.60 |
|
|
|
0.75 |
|
|
|
4.09 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.00 |
|
|
|
1.00 |
% |
|
$ |
5.05 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.25 |
|
|
|
0.75 |
|
|
|
3.79 |
|
Tax-Managed International Managed Volatility Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,105.50 |
|
|
|
1.11 |
% |
|
$ |
5.83 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,107.30 |
|
|
|
0.86 |
|
|
|
4.50 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.32 |
|
|
|
1.11 |
% |
|
$ |
5.59 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.59 |
|
|
|
0.86 |
|
|
|
4.31 |
|
Real Estate Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,165.70 |
|
|
|
1.14 |
% |
|
$ |
6.19 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,164.30 |
|
|
|
1.36 |
|
|
|
7.38 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,167.00 |
|
|
|
0.89 |
|
|
|
4.85 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.28 |
|
|
|
1.14 |
% |
|
$ |
5.77 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,018.18 |
|
|
|
1.36 |
|
|
|
6.89 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.53 |
|
|
|
0.89 |
|
|
|
4.52 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
Disclosure of Fund Expenses (Unaudited) (Concluded)
March 31, 2024
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Core Fixed Income Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,062.90 |
|
|
|
0.66 |
% |
|
$ |
3.40 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,061.80 |
|
|
|
0.89 |
|
|
|
4.59 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,064.10 |
|
|
|
0.41 |
|
|
|
2.12 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,021.70 |
|
|
|
0.66 |
% |
|
$ |
3.34 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,020.55 |
|
|
|
0.89 |
|
|
|
4.50 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,022.95 |
|
|
|
0.41 |
|
|
|
2.07 |
|
High Yield Bond Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,076.50 |
|
|
|
0.89 |
% |
|
$ |
4.62 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,076.50 |
|
|
|
1.10 |
|
|
|
5.71 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,077.90 |
|
|
|
0.64 |
|
|
|
3.32 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,020.55 |
|
|
|
0.89 |
% |
|
$ |
4.50 |
|
Class I Shares |
|
|
1,000.00 |
|
|
|
1,019.50 |
|
|
|
1.10 |
|
|
|
5.55 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.80 |
|
|
|
0.64 |
|
|
|
3.23 |
|
Conservative Income Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,026.70 |
|
|
|
0.30 |
% |
|
$ |
1.52 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,027.20 |
|
|
|
0.20 |
|
|
|
1.01 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,023.50 |
|
|
|
0.30 |
% |
|
$ |
1.52 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,024.00 |
|
|
|
0.20 |
|
|
|
1.01 |
|
Tax-Free Conservative Income Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,016.10 |
|
|
|
0.30 |
% |
|
$ |
1.51 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,017.60 |
|
|
|
0.20 |
|
|
|
1.01 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,023.50 |
|
|
|
0.30 |
% |
|
$ |
1.52 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,024.00 |
|
|
|
0.20 |
|
|
|
1.01 |
|
Real Return Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,032.50 |
|
|
|
0.45 |
% |
|
$ |
2.29 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,034.00 |
|
|
|
0.35 |
|
|
|
1.78 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,022.75 |
|
|
|
0.45 |
% |
|
$ |
2.28 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,023.25 |
|
|
|
0.35 |
|
|
|
1.77 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Beginning
Account
Value
10/1/23 |
|
|
Ending
Account
Value
3/31/24 |
|
|
Annualized
Expense
Ratios |
|
|
Expenses
Paid
During
Period * |
|
Dynamic Asset Allocation Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,206.80 |
|
|
|
0.75 |
% |
|
$ |
4.14 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,208.50 |
|
|
|
0.50 |
|
|
|
2.76 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,021.25 |
|
|
|
0.75 |
% |
|
$ |
3.79 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,022.50 |
|
|
|
0.50 |
|
|
|
2.53 |
|
Multi-Strategy Alternative Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,070.10 |
|
|
|
1.63 |
% |
|
$ |
8.44 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,071.90 |
|
|
|
1.38 |
|
|
|
7.15 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,016.85 |
|
|
|
1.63 |
% |
|
$ |
8.22 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,018.10 |
|
|
|
1.38 |
|
|
|
6.96 |
|
Liquid Alternative Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,064.80 |
|
|
|
1.04 |
% |
|
$ |
5.35 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,065.10 |
|
|
|
0.80 |
|
|
|
4.10 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.68 |
|
|
|
1.04 |
% |
|
$ |
5.24 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.89 |
|
|
|
0.80 |
|
|
|
4.01 |
|
Multi-Asset Accumulation Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,105.60 |
|
|
|
1.17 |
% |
|
$ |
6.16 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,107.30 |
|
|
|
0.92 |
|
|
|
4.85 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,019.15 |
|
|
|
1.17 |
% |
|
$ |
5.91 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,020.40 |
|
|
|
0.92 |
|
|
|
4.65 |
|
Multi-Asset Income Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,094.90 |
|
|
|
0.80 |
% |
|
$ |
4.19 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,095.40 |
|
|
|
0.70 |
|
|
|
3.67 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,021.00 |
|
|
|
0.80 |
% |
|
$ |
4.04 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,021.50 |
|
|
|
0.70 |
|
|
|
3.54 |
|
Multi-Asset Inflation Managed Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,032.70 |
|
|
|
2.00 |
% |
|
$ |
10.16 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,033.00 |
|
|
|
1.75 |
|
|
|
8.89 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,015.00 |
|
|
|
2.00 |
% |
|
$ |
10.08 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,016.25 |
|
|
|
1.75 |
|
|
|
8.82 |
|
Multi-Asset Capital Stability Fund |
Actual Fund Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,060.30 |
|
|
|
0.62 |
% |
|
$ |
3.18 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,061.40 |
|
|
|
0.52 |
|
|
|
2.66 |
|
Hypothetical 5% Return |
Class F Shares |
|
$ |
1,000.00 |
|
|
$ |
1,021.78 |
|
|
|
0.62 |
% |
|
$ |
3.12 |
|
Class Y Shares |
|
|
1,000.00 |
|
|
|
1,022.28 |
|
|
|
0.52 |
|
|
|
2.61 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 183/366 (to reflect the one-half year period shown).
|
SEI Institutional Managed Trust
Review of the Liquidity Risk Management Program (Unaudited)
March 31, 2024
Pursuant to Rule 22e-4 under the 1940 Act, the Trust, on behalf of the Funds, has adopted a liquidity risk management program (the “Program”) to govern the Trust’s approach to managing liquidity risk. The Program is overseen by the SIMC Liquidity Risk Oversight Committee, and the Program’s principal objectives include assessing, managing and periodically reviewing each Fund’s liquidity risk, based on factors specific to the circumstances of the Fund.
At a meeting of the Board held on January 31, 2024, the Trustees received a report from the SIMC Liquidity Risk Oversight Committee addressing the operations of the Program and assessing its adequacy and effectiveness of implementation. The SIMC Liquidity Risk Oversight Committee determined, and reported to the Board, that the Program remains reasonably designed to assess and manage each Fund’s liquidity risk and that the Program adequately and effectively managed each Fund’s liquidity risk during the 2023 calendar year. The SIMC Liquidity Risk Oversight Committee also reported that with respect to the Trust there were no reportable liquidity events during the period.
There can be no assurance that the Program will achieve its objectives in the future. Please refer to the prospectus for more information regarding a Fund’s exposure to liquidity risk and other principal risks to which an investment in the Funds may be subject.
SEI Institutional Managed Trust
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)
SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”), pursuant to which SIMC provides investment advisory services to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), and under the supervision of SIMC and the Trust’s Board of Trustees (each member, a “Trustee” and, collectively, the “Trustees” or the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.
The Investment Company Act of 1940, as amended (the “1940 Act”), requires that the initial approval of a Fund’s Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”) cast in person (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve or renew an Investment Advisory Agreement.
Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve or renew the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.
Specifically, during the first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and certain Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data that was engaged to prepare an assessment of the Funds in connection with the renewal of the Investment Advisory Agreements (the “Broadridge Report”); (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance
SEI Institutional Managed Trust
Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)
over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.
At the December 4-6, 2023 meeting of the Board, certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed by the Trustees, including a majority of the Independent Trustees. In addition, the Board approved a brief extension of the Advisory Agreement and certain Sub-Advisory Agreements already in effect (unless operating under an initial two-year term) to accommodate a revised Spring meeting schedule. Typically, the Trustees renew the Advisory Agreement and certain Sub-Advisory Agreements at the first quarterly in-person meeting of the calendar year in March. Agreements regularly renewed at the March meeting expire on April 1 of the following year. Because the first quarterly in-person meeting of the Board in calendar year 2024 was held on April 2-4, the Advisory Agreement and certain Sub-Advisory Agreements would have expired prior to the meeting, without the extension. Accordingly, the Board voted in-person at the December 4-6, 2023 meeting to extend the Advisory Agreement and certain Sub-Advisory Agreements until the April 2-4, 2024 meeting. In evaluating whether to approve the extension of the Advisory Agreement and certain Sub-Advisory Agreements, the Board considered the information made available to it throughout the course of the year by representatives of the SEI investment and compliance teams. At the April 2-4, 2024 meeting, the Board evaluated the Advisory Agreement and the applicable Sub-Advisory Agreements in accordance with the renewal process that it typically applies during the annual contract renewal each Spring. Additionally, at the April 2-4, 2024 meeting of the Board, certain Sub-Advisory Agreements were initially approved by the Trustees, including a majority of the Independent Trustees. Although outside the scope of the period covered by this report, the Board’s renewal of the Advisory Agreement and the applicable Sub-Advisory Agreements at the April 2-4, 2024 meeting of the Board is discussed herein, consistent with prior shareholder reports of the Funds. The Board’s approvals were based on its consideration and evaluation of the factors described above, as discussed at the meeting and at prior meetings, such as the December 4-6, 2023 meeting. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Advisory Agreement and the applicable Sub-Advisory Agreements.
Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the approval or renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.
Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. For the Liquid Alternative Fund, the Broadridge Report included metrics on net total return. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support the approval or renewal of the Sub-Advisory Agreement.
Fees. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s
SEI Institutional Managed Trust
performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered the Broadridge Report. The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. For the Liquid Alternative Fund, the Broadridge Report included metrics on net total return. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support the approval or renewal of the Sub-Advisory Agreement.
Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported the approval or renewal of the Investment Advisory Agreements.
Economies of Scale. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the fees were reasonable in light of the information that was provided by SIMC with respect to economies of scale.
Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees’ counsel, unanimously approved the approval or renewal, as applicable, of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.
SEI Institutional Managed Trust
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SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2024
Trustees
Robert A. Nesher, Chairman
William M. Doran
Nina Lesavoy
James M. Williams
Susan C. Cote
James B. Taylor
Christine Reynolds
Thomas Melendez
Officers
Robert A. Nesher
President and Chief Executive Officer
Glenn R. Kurdziel
Controller and Chief Financial Officer
Stephen Panner
Chief Compliance Officer
Timothy D. Barto
Vice President, Secretary
David F. McCann
Vice President, Assistant Secretary
Katherine Mason
Vice President, Assistant Secretary
Stephen G. MacRae
Vice President
Bridget Sudall
Anti-Money Laundering Compliance Officer
Privacy Officer
Investment Adviser
SEI Investments Management Corporation
Administrator
SEI Investments Global Funds Services
Distributor
SEI Investments Distribution Co.
Legal Counsel
Morgan, Lewis & Bockius LLP
Independent Registered Public Accounting Firm
KPMG LLP
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.
For more information call
1 800 DIAL SEI
(1 800 342 5734)
SEI-F-092 (3/24)
Item 2. Code of Ethics.
Not applicable for semi-annual report.
Item 3. Audit Committee Financial Expert.
Not applicable for semi-annual report.
Item 4. Principal Accountant Fees and Services.
Not applicable for semi-annual report.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Included in Item 1.
Item 7. Reserved.
Item 8. Reserved.
Item 9. Reserved.
Item 10. Reserved.
Item 11. Reserved.
Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End
Management Investment Companies.
Not applicable.
Item 13. Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 14. Purchases of Equity Securities by Closed-End Management Investment
Company and Affiliated Purchasers.
Not applicable.
Item 15. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which shareholders
may recommend nominees to the Registrant’s Board of Trustees (the “Board”). The Registrant has a standing Governance
Committee (the "Committee") currently consisting of the Independent Trustees. The Committee is responsible for evaluating and
recommending nominees for election to the Board. Pursuant to the Committee's Charter, adopted on June 18, 2004, as amended, the Committee
will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing
and addressed to the Committee at the Registrant’s office.
Item 16. Controls and Procedures.
(a) The Registrant’s principal executive and principal financial
officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined
in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these
controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act
of 1934 as of a date within 90 days of the filing date of this report.
(b) There were no changes in the Registrant’s internal control over
financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have
materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
Item 17. Disclosure of Securities Lending Activities for Closed-End
Management Investment Companies.
Not applicable.
Item 18. Recovery of Erroneously Awarded Compensation.
(a) Not applicable.
(b) Not applicable.
Item 19. Exhibits.
(a)(1) Not applicable for semi-annual report.
(a)(2) Not applicable
(a)(3) A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, are filed herewith.
(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, also accompany this filing as exhibits.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and
the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto
duly authorized.
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SEI Institutional Managed Trust |
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/s/Robert A. Nesher |
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Robert A. Nesher |
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President and Chief Executive Officer |
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| Date: June 7, 2024 |
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Pursuant to the requirements of the Securities Exchange Act of 1934 and
the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the
capacities and on the dates indicated.
| By |
/s/Robert A. Nesher |
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Robert A. Nesher |
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President and Chief Executive Officer |
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| Date: June 7, 2024 |
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| By |
/s/Glenn R. Kurdziel |
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Glenn R. Kurdziel |
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Controller and Chief Financial Officer |
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| Date: June 7, 2024 |
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