0001752724-19-190672.txt : 20191216
0001752724-19-190672.hdr.sgml : 20191216
20191216170349
ACCESSION NUMBER: 0001752724-19-190672
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191216
DATE AS OF CHANGE: 20191216
EFFECTIVENESS DATE: 20191216
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04878
FILM NUMBER: 191287947
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003455734
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS
STREET 2: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
DATE OF NAME CHANGE: 19890509
0000804239
S000006667
SIMT CORE FIXED INCOME FUND
C000018186
CLASS I
SCXIX
C000018187
CLASS F
TRLVX
C000073414
SIMT Core Fixed Income Fund - Class G
C000147384
Class Y
SCFYX
0000804239
S000006668
SIMT LARGE CAP DIVERSIFIED ALPHA FUND
C000018188
SIMT LARGE CAP DIVERSIFIED ALPHA FUND - CLASS A
C000030066
SIMT LARGE CAP DIVERSIFIED ALPHA FUND - CLASS I
C000073415
SIMT Large Cap Diversified Alpha Fund - Class G
0000804239
S000006669
SIMT REAL ESTATE FUND
C000018189
CLASS F
SETAX
C000036883
Class I
SEIRX
C000073416
SIMT Real Estate Fund - Class G
C000147385
Class Y
SREYX
0000804239
S000006670
SIMT SMALL CAP GROWTH FUND
C000018190
CLASS I
SPWIX
C000018191
CLASS F
SSCGX
C000073417
SIMT Small Cap Growth Fund - Class G
C000147386
Class Y
SMAYX
0000804239
S000006671
SIMT LARGE CAP GROWTH FUND
C000018192
CLASS I
SPGIX
C000018193
CLASS F
SELCX
C000073418
SIMT Large Cap Growth Fund - Class G
C000147387
Class Y
SLRYX
0000804239
S000006672
SIMT SMALL CAP VALUE FUND
C000018194
CLASS I
SMVIX
C000018195
CLASS F
SESVX
C000073419
SIMT Small Cap Value Fund - Class G
C000147388
Class Y
SPVYX
0000804239
S000006673
SIMT HIGH YIELD BOND FUND
C000018196
CLASS F
SHYAX
C000036884
Class I
SEIYX
C000073420
SIMT High Yield Bond Fund - Class G
C000147389
Class Y
SIYYX
0000804239
S000006674
SIMT LARGE CAP VALUE FUND
C000018197
CLASS I
SEUIX
C000018198
CLASS F
TRMVX
C000073421
SIMT Large Cap Value Fund - Class G
C000147390
Class Y
SVAYX
0000804239
S000006675
SIMT MID CAP FUND
C000018199
CLASS F
SEMCX
C000030067
CLASS I
SIPIX
C000073422
SIMT Mid-Cap Fund - Class G
C000147391
Class Y
SFDYX
0000804239
S000006676
SIMT TAX-MANAGED LARGE CAP FUND
C000018200
SIMT TAX-MANAGED LARGE CAP FUND - CLASS T
C000018201
CLASS F
TMLCX
C000073423
SIMT Tax-Managed Large Cap Fund - Class G
C000147392
Class Y
STLYX
0000804239
S000006677
SIMT TAX-MANAGED SMALL/MID CAP FUND
C000018202
CLASS F
STMSX
C000073424
SIMT Tax-Managed Small/MID Cap Fund - Class G
C000147393
Class Y
STMPX
0000804239
S000006678
SIMT US MANAGED VOLATILITY FUND
C000018203
CLASS F
SVOAX
C000036885
Class I
SEVIX
C000073425
SIMT U.S. Managed Volatility Fund - Class G
C000147394
Class Y
SUSYX
0000804239
S000010829
SIMT ENHANCED INCOME FUND
C000030062
CLASS F
SEEAX
C000036886
Class I
SEIIX
C000073426
SIMT Enhanced Income Fund - Class G
C000147395
Class Y
SNHYX
0000804239
S000010830
SIMT GLOBAL MANAGED VOLATILITY FUND
C000030063
CLASS F
SVTAX
C000036887
Class I
SGMIX
C000073427
SIMT Global Managed Volatility Fund - Class G
C000147396
Class Y
SGLYX
0000804239
S000010831
SIMT SMALL/MID CAP DIVERSIFIED ALPHA FUND
C000030064
SIMT SMALL/MID CAP DIVERSIFIED ALPHA FUND - CLASS A
C000030065
SIMT SMALL/MID CAP DIVERSIFIED ALPHA FUND - CLASS I
C000073428
SIMT Small/Mid Cap Diversified Alpha Fund - Class G
0000804239
S000012016
SIMT Enhanced Income Fund - Class F, effective 1-31-2017 (formerly Class A)
C000032747
Class F
0000804239
S000012017
SIMT Global Managed Volatility Fund - Class A
C000032748
Class A
0000804239
S000013604
SIMT Real Return Fund
C000036881
Class F
SRAAX
C000036882
Class I
SSRIX
C000078070
Class G
C000147397
Class Y
SRYRX
0000804239
S000017259
SIMT Tax-Managed Managed Volatility Fund
C000047774
Class F
TMMAX
C000047775
SIMT Tax-Managed Managed Volatility Fund - Class I
C000073429
SIMT Tax-Managed Managed Volatility Fund - Class G
C000147398
Class Y
STVYX
0000804239
S000018489
SIMT Prime Obligation Fund
C000051279
Class A
0000804239
S000018490
SIMT S&P 500 Index Fund
C000051280
Class F
SSPIX
C000051281
Class E
TRQIX
C000051282
Class I
SPIIX
C000158776
Class Y
SETYX
0000804239
S000025531
SIMT U.S. Fixed Income Fund
C000076445
Class F
SUFAX
C000076446
SIMT U.S. Fixed Income Fund - Class G
C000076447
Class I
SUFIX
C000147399
Class Y
SUSWX
0000804239
S000026000
SIMT Large Cap Fund
C000078064
Class F
SLGAX
C000078065
SIMT Large Cap Fund - Class G
C000078066
SIMT Large Cap Fund - Class I
C000147400
Class Y
SLYCX
0000804239
S000026001
SIMT Small Cap Fund
C000078067
Class F
SLLAX
C000078068
SIMT Small Cap Fund - Class G
C000078069
SIMT Small Cap Fund - Class I
C000147401
Class Y
SMYFX
0000804239
S000028026
SIMT Multi-Strategy Alternative Fund
C000085250
Class F
SMSAX
C000147402
Class Y
SMUYX
0000804239
S000035779
SIMT MULTI-ASSET ACCUMULATION FUND
C000109624
Class F
SAAAX
C000147403
Class Y
SMOYX
0000804239
S000035780
SIMT MULTI-ASSET INCOME FUND
C000109625
Class F
SIOAX
C000147404
Class Y
SLIYX
0000804239
S000035781
SIMT MULTI-ASSET INFLATION MANAGED FUND
C000109626
Class F
SIFAX
C000147405
Class Y
SLFYX
0000804239
S000035782
SIMT MULTI-ASSET CAPITAL STABILITY FUND
C000109627
Class F
SCLAX
C000147406
Class Y
SMLYX
0000804239
S000047600
SIMT Long/Short Alternative Fund
C000149438
Class F
SNAAX
C000152581
Class Y
SLSFX
0000804239
S000050286
SIMT Dynamic Asset Allocation Fund
C000158774
Class F
SDYAX
C000158775
Class Y
SDYYX
0000804239
S000053394
SIMT Conservative Income Fund
C000167937
Class F
COIAX
C000167938
Class Y
COIYX
0000804239
S000053395
SIMT Tax-Free Conservative Income Fund
C000167939
Class F
TFCAX
C000167940
Class Y
TFCYX
0000804239
S000054731
SIMT Tax-Managed International Managed Volatility Fund
C000171910
Class F
SMINX
C000171911
Class Y
SIMYX
0000804239
S000061211
SIMT Large Cap Index Fund
C000198269
Class F
SLGFX
N-CEN
1
primary_doc.xml
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N-CEN
LIVE
0000804239
XXXXXXXX
811-04878
N-1A
true
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
1 FREEDOM VALLEY DRIVE
OAKS
19456
US-PA
US
610-676-1000
ACADIAN ASSET MANAGEMENT LLC
260 Franklin St
Boston
2110
617-850-3500
Records as Sub-Adviser for Trust
BENEFIT STREET PARTNERS, LLC
9 West 57th Street
Suite 4920
New York
10019
212-588-6770
Records as Sub-Adviser for Trust
Fiera Capital
375 Park Ave
8th Floor
New York
10152
212-300-1600
Records as Sub-Adviser for Trust
SCHAFER CULLEN CAPITAL MANAGEMENT INC
645 5th Avenue
Suite 1201
New York
10022
212-644-1800
Records as Sub-Adviser for Trust
Dynamic Beta Investments LLC
575 5th Ave
New York
10017
646-837-7030
Records as Sub-Adviser for Trust
GUGGENHEIM INVESTMENT Management, LLC
100 Wilshire Boulevard
Suite 500
Santa Monica
90401
610-313-0910
Records as Sub-Adviser for Trust
Columbia Management Investment Advisers, LLC
225 Franklin St
Boston
2110
617-385-9840
Records as Sub-Adviser for Trust
Kettle Hill Capital Management, LLC
655 Third Avenue
New York
10017
212-488-1728
Records as Sub-Adviser for Trust
RAMIUS Advisors, LLC
599 Lexington Avenue
19th Floor
New York
10022
NA
Records as Sub-Adviser for Trust
BRIGADE CAPITAL MANAGEMENT, LP
399 Park Ave
16th Floor
New York
10022
212-745-9700
Records as Sub-Adviser for Trust
WESTERN ASSET MANAGEMENT Company
385 East Colorado Boulevard
Pasadena
91101
626-844-9400
Records as Sub-Adviser for Trust
BlackRock Investment Management, LLC
1 University Square Drive
Princeton
08540
800-441-7762
Records as Sub-Adviser for Trust
WELLINGTON MANAGEMENT Company LLP
280 Congress Street
Boston
2210
610-631-3500
Records as Sub-Adviser for Trust
J.P. MORGAN Investment Management Inc.
270 Park Avenue
New York
10017
215-640-3400
Records as Sub-Adviser for Trust
CASTLEARK MANAGEMENT LLC
1 North Wacker Drive
Suite 3950
Chicago
60606
312-456-9682
Records as Sub-Adviser for Trust
LMCG Investments, Inc.
200 Clarendon Street
28th Floor
Boston
2116
617-380-5600
Records as Sub-Adviser for Trust
EAM Investors LLC
2533 South Coast Highway 101
Suite 240
Cardiff-by-the-Sea
92007
760-479-5080
Records as Sub-Adviser for Trust
Janus Capital Management LLC
151 Detroit St
Denver
80206
303-333-3863
Records as Sub-Adviser for Trust
ARROWPOINT ASSET MANAGEMENT, LLC
100 Fillmore street
suite 325
Denver
80206
303-398-2929
Records as Sub-Adviser for Trust
BROWN BROTHERS HARRIMAN & CO.
40 Water Street
Boston
02109
617-772-1818
Records as Custodian of Trust
SEI Investments Distribution Company
1 Freedom Valley Drive
Oaks
19456
610-676-1000
Records as Distributor for Trust
US BANK, N.A.
425 Walnut Street
Cincinnati
45202
NA
Records as Custodian for Trust
QS INVESTORS, LLC
880 Third Avenue
7th Floor
New York
10022
212-886-9200
Records as Sub-Adviser for Trust
AQR CAPITAL MANAGEMENT, LLC
Two Greenwich Plaza
Greenwich
6830
203-742.3600
Records as Sub-Adviser for Trust
Credit Suisse Asset Management
11 Madison Ave
New York
10010
NA
Records as Sub-Adviser for Trust
WESTERN ASSET MANAGEMENT Company Limited
385 East Colorado Boulevard
Pasadena
91101
626-844-9400
Records as Sub-Advisor for Trust
Falcon Point Capital, LLC
Two Embarcadero Center
Suite 420
San Francisco
94111
415-782-9600
Records as Sub-Adviser for Trust
ARES MANAGEMENT LLC
2000 Avenue of the Stars
12th Floor
Los Angeles
90067-4733
800-940-6347
Records as Sub-Adviser for Trust
ALLIANCEBERNSTEIN L.P.
1345 Avenue of the Americas
New York
10105
212-969-1000
Records as Sub-Adviser for Trust
Rice Hall James & Associates, LLC
600 West Broadway, Suite 1000
San Diego
92101
619-239-9005
Records as Sub-Adviser for Trust
Ceredex Value Advisors LLC
301 E Pine St #500
Orlando
32801
407-674-1270
Records as Sub-Adviser for Trust
SSGA FUNDS MANAGEMENT
State Street Financial Center
One Lincoln Street
Boston
2210
NA
Records as Sub-Adviser for Trust
Brandywine Global Investment Management LLC
2929 Arch Street
8th Floor
Philadelphia
19104
215-609-3500
Records as Sub-Adviser for Trust
ANALYTIC INVESTORS LLC
555 West Fifth Street
50th Floor
Los Angeles
90013
213-688-3015
Records as Sub-Adviser for Trust
Coho Partners, Ltd.
300 Berwyn Park, 801 Cassatt Road
Suite 100
Berwyn
19312
484-318-7575
Records as Sub-Adviser for Trust
ESMO ASSET MANAGEMENT Limited
Iron Trades House
21 Grosvenor Place
London
GB
SW1X 7HN
44-20-7150-3700
Records as Sub-Adviser for Trust
PANAGORA ASSET MANAGEMENT, Inc.
470 Atlantic Ave
8th Floor
Boston
2210
617-439-6300
Records as Sub-Adviser for Trust
AXIOM INTERNATIONAL Investors LLC
33 Benedict Place
2nd Floor
Greenwich
6830
NA
Records as Sub-Adviser for Trust
Mar Vista Investment Partners, LLC
11150 Santa Monica Blvd
Suite 320
Los Angeles
90025
NA
Records as Sub-Adviser for Trust
QUANTITATIVE MANAGEMENT Associates LLC
Gateway Center 2
McCarter Highway and Market Street
Newark
7102
866-748-0643
Records as Sub-Adviser for Trust
McKinley Capital Management, LLC
300 South Wacker Drive
Suite 1610
Chicago
60606
NA
Records as Sub-Adviser for Trust
BlackRock Advisors, LLC
100 Bellevue Parkway
Wilmington
19809
800-441-7762
Records as Sub-Adviser for Trust
Logan Circle Partners, L.P.
1717 Arch St #15
Philadelphia
19103
267-330-0000
Records as Sub-Adviser for Trust
GOLDMAN SACHS ASSET Management, L.P.
200 West St
New York
10282
212-902-1000
Records as Sub-Adviser for Trust
Jennison Associates LLC
466 Lexington Ave
New York
10017
212-421-1000
Records as Sub-Adviser for Trust
Parametric Portfolio Associates, LLC
1918 Eighth Avenue
Suite 3100
Seattle
98101
206-694-5575
Records as Sub-Adviser for Trust
CENTER SQUARE INVESTMENT Management Inc.
630 W. Germantown Pike
Suite 300
Plymouth Meeting
19462
610-834-9500
Records as Sub-Adviser for Trust
SEI INVESTMENT MANAGEMENT Corporation
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Adviser for Trust
SEI Institutional Transfer Agent, Inc.
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Transfer Agent for Trust
WELLS CAPITAL MANAGEMENT, Inc
525 Market Street
10th Floor
San Francisco
94105
415-396-8000
Records as Sub-Adviser for Trust
MOUNTAINEER PARTNERS Management, LLC
150 East 58th Street 14th Floor
New York
10155
NA
Records as Sub-Adviser for Trust
CARDINAL CAPITAL MANAGEMENT, L.L.C.
Four Greenwich Office Park
Greenwich
6831
203-863-8990
Records as Sub-Adviser for Trust
Caerus Investors, LLC
599 Lexington Avenue
New York
10022
NA
Records as Sub-Adviser for Trust
LSV Asset Management
155 N. Wacker Drive
Chicago
60606
312-460-2443
Records as Sub-Adviser for Trust
METROPOLITAN WEST Asset Management LLC
865 S. Figueroa Street
Suite 1800
Los Angeles
90017
213-244-1050
Records as Sub-Adviser for Trust
SEI INVESTMENTS GLOBAL FUNDS SERVICES
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Administrator for Trust
T. Rowe Price Associates, Inc.
100 East Pratt St
Baltimore
21202
NA
Records as Sub-Adviser for Trust
Snow Capital Management
2000 Georgetowne Drive, Suite 200
Sewickley
15143
724-934-5800
Records as Sub-Adviser for Trust
Fred Alger Management, LLC.
360 Park Avenue South
New York
10010
212-806-8800
Records as sub-advisor for Trust
Copeland Capital Management, LLC
8th Tower Bridge 161 Washington Street
Suite 1325
Conshohocken
19428
484-351-3700
Records as sub-advisor for Trust
361 Capital LLC
4600 South Syracuse St
Suite 500
Denver
80237
303-224-3900
Records as sub-advisor for Trust
Martingale Asset Management, L.P.
888 Boylston Street Suite 1400
Boston
2199
617-424-4700
Records as sub-advisor for Trust
Hillsdale Investment Management Inc.
1 First Canadian Place
100 King Street West Suite 5900
Toronto
CA
M5X 1E4
416-913-3900
Records as sub-advisor for Trust
N
N
N-1A
27
Y
Hubert L. Harris, Jr.
N/A
N
Mitchell A. Johnson
N/A
N
William M. Doran
N/A
Y
George J. Sullivan Jr.
N/A
N
Nina Lesavoy
N/A
N
Susan C. Cote
N/A
N
Robert A. Nesher
N/A
Y
James B. Taylor
N/A
N
James M. Williams
N/A
N
Russell Emery
N/A
1 Freedom Valley Drive
Oaks
19456
XXXXXX
N
N
N
N
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
Y
N
KPMG, LLP
185
549300G1CEVDWVMRLW77
N
N
N
N
N
N
SIMT Conservative Income Fund
S000053394
5493002XIJ6NU072HS98
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
BlackRock Advisors, LLC
801-47710
000106614
5493001LN9MRM6A35J74
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
WELLS FARGO SECURITIES
008-65876
000126292
VYVVCKR63DVZZN70PB21
5798972.66999999
BEDFORD SECURITIES, INC.
8-44300
000029398
N/A
7999577.78
RABOBANK SECURITIES
8-65525
000122647
254900FIE91QX3QICK79
7997480
ADVANCED CLEARING
8-16335
000005633
MRK678VXOI09YSSN8X19
6997060
CIBC
N/A
N/A
2IGI19DL77OX0HC3ZE78
CA
4500000
NEW ALBION PARTNERS
8-65205
000119518
549300GK0HFBJTBOYG15
6997019.16999999
TORONTO DOMINION BANK
008-36747
000018476
SUVUFHICNZMP2WKHG940
5498876.83
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
16991911.11
FAIRWAY SECURITIES, INC.
8-41027
000024191
N/A
5999675
TOYOTA MOTOR CREDIT
8-66961
000135978
Z2VZBHUMB7PWWJ63I008
5000000
107674021.72
N
286611780.67
N
N
N
N
SIMT Multi-Asset Inflation Managed Fund
S000035781
VR4A14E2HCR37V0WEJ03
N
2
0
0
N/A
Y
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Columbia Management Investment Advisers, LLC
801-25943
000108257
6YVO3H2OUHJXER5SGR23
N
N
QS INVESTORS, LLC
801-70974
000152688
XYXE20K9DEB40ZT62J94
N
N
ALLIANCEBERNSTEIN, L.P
801-56720
000108477
0JK55UGWSWNF3X7KLQ85
N
N
Credit Suisse Asset Management
801-37170
000106012
5493008W2093UORD3V27
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC KOREA
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC MALAYS BERHAD
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC PHILIPPINES
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC INDIA
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK OF TAIWAN
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
BNP PARIBAS
008-32682
000015794
RCNB6OTYUAMMP879YW96
48336059.8
NORTHERN CAPITAL ADVISORS
008-49130
000040659
254900ZANH7XTB94LS53
32497305.76
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
473166857.09
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
1203145750.7
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
97885781.36
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
57076585.57
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
36251604.71
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
34815606.61
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
78136680.07
STANDARD CHARTERED BANK
N/A
N/A
RILFO74KP1CM8P6PCT96
GB
287322682.35
2509454863.1
N
870821728.26674
N
N
N
N
SIMT Small Cap Fund
S000026001
7EXRUFK4XBML0EXVTI68
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
24434427.03000000
251624.02847323
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Snow Capital Management
801-37238
000106516
N/A
N
N
Rice Hall James & Associates, LLC
801-61905
000125410
N/A
N
N
EAM Investors LLC
801-70305
000144908
N/A
N
N
AQR Capital Management, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
LMCG Investments, Inc.
801-70357
000149936
54930043E7LYHQYMV608
N
N
Falcon Point Capital, LLC
801-61442
000122459
N/A
N
N
Copeland Capital Management, LLC
801-68586
000135822
549300F580MX332YTG45
N
AQR Capital Management, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
2018-12-04
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
18146.14
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
19182.01999999
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
76117.00999999
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
13954.77
ITG
008-44218
000029299
549300S41SMIODVIT266
35368.42
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
26790.02
JONES & ASSOCIATES
8-26089
000006888
N/A
3304.74
JP MORGAN - OLD BEAR STEARNS
008-35008
000000079
ZBUT11V806EZRVTWT807
15778.61
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3126.92
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
48238.78
265490.3
0
N
618854056.888329
N
N
N
N
SIMT Large Cap Value Fund
S000006674
BR7X1WYLZTTJJGHBQS37
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
6320397.25000000
107785.58290673
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENTS MANAGEMENT CORPORATION
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
Schafer Cullen Capital Management, Inc.
801-18407
000105799
6354006MUUWYCDHNAA37
N
N
Brandywine Global Investment Management LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SEI INVESTMENTS Distribution Company
008-27897
SEC File Number
Y
N
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
7443.57
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
6049.1
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
9442
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
37836.87
ITG
008-44218
000029299
549300S41SMIODVIT266
11178.79
JP MORGAN - OLD BEAR STEARNS
008-35008
000000079
ZBUT11V806EZRVTWT807
8618.77
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
16069.22
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
7369.74
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
10115.33
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
28891
145249.86
0
N
1334361968.01964
N
N
N
N
SIMT U.S. Managed Volatility Fund
S000006678
TQAKQ5YQ7BHG3AN4SL54
N
3
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
ANALYTIC INVESTORS, LLC
801-21122
000104973
549300B3H2IOO2L85I90
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
8581.29999999
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
23972.88
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
18541.32
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
6859.58
MERRILL LYNCH MONEY MARKETS INC.
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
22743.11
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
19272.37
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
16666.55
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
6494.95
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
30051.5
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
18318.27
191810.89
0
N
1698684076.51912
N
N
N
N
SIMT Real Return Fund
S000013604
WBHL45U11OB3Z1HV2E14
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SEI Private Trust Company
8-27897
SEC File Number
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
84-27897
Y
N
NATIONAL FINANCIAL SVCS, LLC
549300JRHF1MHHWUAW04
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
BARCLAYS CAPITAL INC. FIXED INCOME
008-41342
000019714
AC28XWWI3WIBK2824319
43303391.11
BNP PARIBAS
008-32682
000015794
RCNB6OTYUAMMP879YW96
1083894.45
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2742018.89
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
101631812.12
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
12074242.13
CHASE/GREENWICH CAP
008-35008
000000079
ZBUT11V806EZRVTWT807
878134.44
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
1309599.15999999
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
7103859.14
SOCIETE GENERALE COWEN SECURITIES CORP.
008-40756
000023857
5493008QI0EFC5WBED75
7146814.16999999
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
2810022.55
227466691.65
N
249143797.075973
N
N
N
N
SIMT Tax-Managed Large Cap Fund
S000006676
HVOIYDF2QGEPX6OCCC52
N
2
0
0
N/A
N
N
Y
Y
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
31880874.05999999
156494.87611020
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
Mar Vista Investment Partners, LLC
801-68369
000144906
N/A
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
N
N
SCHAFER CULLEN CAPITAL MANAGEMENT INC
801-18407
000105799
6354006MUUWYCDHNAA37
N
N
Brandywine Global Investment Management, LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
Parametric Portfolio Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Fiera Capital
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
2019-01-02
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
38490.99
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
41071.59999999
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
59369.8
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
37944.76
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
8107.57
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
3348.44
ITG
008-44218
000029299
549300S41SMIODVIT266
36741.69
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2425.03
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
133436.82
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
40433.74
3883285296.94359
0
N
3883285296.94359
N
N
N
N
SIMT Global Managed Volatility Fund
S000010830
758HSR516L0TPUTIWG96
N
3
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ANALYTIC INVESTORS LLC
801-07082
000104963
Z3MU650ZFGLYFSRINB42
N
N
ACADIAN ASSET MANAGEMENT LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
31944.80999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
46541.67
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
21332.46
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
16966.84999999
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
15696.91
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
16184.44
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
39647.01999999
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
49926.01
NOMURA SECURITIES INTERNATIONAL, INC.
008-15255
000004297
OXTKY6Q8X53C9ILVV871
16101.27
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
18758.14
358723.58
0
N
1294994483.03
N
N
N
N
SIMT Large Cap Fund
S000026000
CD2HEFSZXLPTY1EBMD82
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
31065716.78000000
130956.98489700
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Ceredex Value Advisors LLC
801-68739
000146023
54930068N867YSPRX748
N
N
Mar Vista Investment Partners, LLC
801-68369
000144906
N/A
N
N
Brandywine Global Investment Management LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Fiera Capital Inc.
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
N
N
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
Fiera Capital Inc.
801-08948
000113638
5493005M9ILUC8ZKES86
2018-12-27
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
2019-01-02
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Investments Distribution Company
8-27897
SEC File Number
Y
N
ASCENSUS TRUST COMPANY
5LJTIFADGZ6XH1RVOC11
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
31239.84
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
21839.52
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
9798.79999999
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
61437.44
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
19314.91999999
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
7126.2
ITG
008-44218
000029299
549300S41SMIODVIT266
32801.31
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
21987.74
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
43007.3
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
33286.16
282302.82999999
0
N
2335571981.79498
N
N
N
N
SIMT Tax-Managed Small/Mid Cap Fund
S000006677
PHST7EBWWR1QHOOSSV69
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
97111056.70000000
321810.31141288
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
CASTLEARK MANAGEMENT LLC
801-56239
000109587
2549008PS4JNZDMVF460
N
N
Rice Hall James & Associates, LLC
801-61905
000125410
N/A
N
N
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
SNOW CAPITAL MANAGEMENT, L.P.
801-37238
000106516
N/A
N
N
CARDINAL CAPITAL MANAGEMENT, L.L.C.
801-49090
000109824
N/A
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Martingale Asset Management, L.P.
801-30067
000108526
549300GXM5ZGZJXZ1Y74
N
Hillsdale Investment Management Inc.
801-65665
000137883
549300KFIUFNDF5RLX60
N
CA
AQR Capital Management, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
2018-12-04
CastleArk Management LLC
801-56239
000109587
2549008PS4JNZDMVF460
2018-12-04
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
CANTOR FITZGERALD & CO.
008-00201
000000134
5493004J7H4GCPG6OB62
2646.13
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
87580.11
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
9264.46999999
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
7504.44
JP MORGAN - OLD BEAR STEARNS
008-35008
000000079
ZBUT11V806EZRVTWT807
31511.2
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
50227.38
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
20095.79
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
53865.53
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
137998.9
ITG
008-44218
000029299
549300S41SMIODVIT266
60563.95
463922.92
0
N
870549020.393863
N
N
N
N
SIMT Small Cap Value Fund
S000006672
T7C5A2UXC3THVGJ1KG82
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
22004431.53999999
132683.15760853
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SNOW CAPITAL MANAGEMENT, L.P.
801-37238
000106516
N/A
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
CARDINAL CAPITAL MANAGEMENT, L.L.C.
801-49090
000109824
N/A
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
AQR Capital Management, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
2018-12-04
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
2334.16
ITG
008-44218
000029299
549300S41SMIODVIT266
4393.76
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
14863.67
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1197.40999999
CANTOR FITZGERALD & CO.
008-00201
000000134
5493004J7H4GCPG6OB62
312.43
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
26356.3
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
18793.37
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
11446.59
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
9567.04
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
23434.27
113513.95
0
N
322619006.896658
N
N
N
N
SIMT Multi-Asset Accumulation Fund
S000035779
CVCNKSRMQ9EYZG6CF762
N
2
0
0
N/A
Y
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
PANAGORA ASSET MANAGEMENT, Inc.
801-35497
000105201
2DVKF3E9IHIO1BZTN664
N
N
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
SEI Institutional Transfer Agent
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
N
BANCO DE CHILE
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HBME DIFC
N/A
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC MALAYS BERHAD
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SCB (PAKISTAN) LTD
N/A
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK OF TAIWAN
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANBIC IBTC BK PLC
N/A
NG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITITRUST COLOMBIA
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC KOREA
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SCB (CHINA) LTD
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC PHILIPPINES
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC INDIA
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK CAIRO
N/A
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HBME QATAR
N/A
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
BARCLAYS CAPITAL (DMA)
008-41342
000019714
AC28XWWI3WIBK2824319
146018847.14
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
108523254.34
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
209167073.58
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
304004162.21
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
177456857.67
CITIGROUP/SALOMON SMITH BARNEY INC.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
495747952.97
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
236584993.65
NOMURA SECURITIES INTERNATIONAL, INC.
008-15255
000004297
OXTKY6Q8X53C9ILVV871
143523673.33
SCOTIA CAPITAL (USA) INC.
008-03716
000002739
549300BLWPABP1VNME36
91642756.14
BONY/TORONTO DOMINION SECURITIES INC.
008-36747
000018476
SUVUFHICNZMP2WKHG940
617056975.77
3777572743.27
Y
2791740296.6218
N
N
N
SIMT Large Cap Growth Fund
S000006671
WGI7ZUQP5MRO14CT3729
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
12387358.36999999
142062.01759060
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
N
N
McKinely Capital Management, LLC
801-38751
000106173
549300Q8IB2KWGTWCR28
N
N
Fierra Capital
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
BlackRock Investment Management, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
2019-01-02
SEI Institutional Tranfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Investments Distribution Company
8-27897
SEC File Number
Y
N
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
7316.76
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
6482.06
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
6240.37
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
34368.1
ITG
008-44218
000029299
549300S41SMIODVIT266
9240.66
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
6051.33999999
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
19540.56
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
29682.86
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
33695.26999999
JP MORGAN - OLD BEAR STEARNS
008-35008
000000079
ZBUT11V806EZRVTWT807
10349.49
164605.99
0
N
1461489429.29203
N
N
N
N
SIMT LARGE CAP INDEX FUND
S000061211
549300DGG40F5X8EQL10
N
1
0
0
N
N
0
-0.26
0.648559421
0.648733319
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
214880.35000000
10718.90314378
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
358.99
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
433.2
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1104.23
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
866.3
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
3056.01
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1937.72
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
1378.08
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
802.85
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1452.8
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1144.22
13790.84
0
N
316095550.261095
N
N
N
N
SIMT Real Estate Fund
S000006669
549300W7DJL1DMCXI543
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
413434.96000000
430.48000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 10f-3 (17 CFR 270.10f-3)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
CENTER SQUARE INVESTMENT Management Inc.
801-31359
000106983
549300472EWJAQJ5WO23
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
NATIONAL FINANCIAL SVCS, LLC
549300JRHF1MHHWUAW04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI Investments Distribution Co.
8-27897
000010690
N/A
10396.66
STIFEL NICOLAUS & CO., INC.
008-01447
000000793
5WUVMA08EYG4KEUPW589
6793.06
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
11757.69
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
12819.99
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
5705.25
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
25231.15
ITG
008-44218
000029299
549300S41SMIODVIT266
5705.79999999
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
8232.52
RAYMOND JAMES
008-10999
000000705
U4ONQX15J3RO8XCKE979
4818.62
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
16034.31
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
11218.57
146959.72999999
0
N
132236335.087123
N
N
N
N
SIMT High Yield Bond Fund
S000006673
TBMZUQ3I44DXC0KQI298
N
3
0
0
N/A
N
N
Y
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 10f-3 (17 CFR 270.10f-3)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
T. Rowe Price Associates, Inc.
801-856
000105496
7HTL8AEQSEDX602FBU63
N
N
ARES MANAGEMENT LLC
801-63800
000130074
3M096E5S0PEUTB0I8L53
N
N
J.P. MORGAN Investment Management Inc.
801-21011
000107038
549300W78QHV4XMM6K69
N
N
BENEFIT STREET PARTNERS, LLC
801-72843
000158672
N/A
N
N
BRIGADE CAPITAL MANAGEMENT, LP
801-69965
000144078
0OK00T8HAYS2LL2RVU43
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
BARCLAYS CAPITAL INC. FIXED INCOME
008-41342
000019714
AC28XWWI3WIBK2824319
190136098.07
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
199998121.38
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
196918750.71
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
133026848.4
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
111408197.1
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
190854010.37
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
117823991.85
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
137444353.7
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
190826038.71
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
84169851.98
3564756900.17
Y
1591668086.76891
N
N
N
SIMT Multi-Strategy Alternatives Fund
S000028026
ATT1ZPDBFPY84CU0TR19
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ESMO ASSET MANAGEMENT Limited
801-78177
000167999
N/A
N
N
Brigade Capital Management, LP
801-69965
000144078
0OK00T8HAYS2LL2RVU43
N
N
Kettle Hill Capital Management, LLC
801-77815
000163722
549300OHRCMHUQLJUU75
N
N
RAMIUS Advisors, LLC
801-60159
000110879
VR4B1033DFSW6GD35B69
N
N
Caerus Investors, LLC
801-106581
000281292
2549000Z21XSDGYCJ311
N
N
MOUNTAINEER PARTNERS Management, LLC
801-78304
000163089
N/A
N
N
Caerus Investors, LLC
801-106581
000281292
2549000Z21XSDGYCJ311
2019-06-27
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
0
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
12298021.72
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4891794.79
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
4998763.8
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
6632343.7
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
40406490.98
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
12583699.82
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
4898153.29
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
27294896.46
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
6485811.93999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
12431642.41
1561634169.64
Y
483936859.32863
N
N
N
N
SIMT S&P 500 Index Fund
S000018490
549300316G5IVCJ7MJ25
N
2
0
0
N
N
0.08
-0.6
0.126904806
0.126246654
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
1064917.59000000
14436.71820409
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SSGA FUNDS MANAGEMENT, INC.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
446.64
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4842.76
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1133.34999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
642.54999999
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
885.07
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
414.38
LOOP CAPITAL MARKETS INC.
8-50140
000043098
254900FPPM2WN90D4786
3033.39
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2465.66
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1096.15
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
500.25
17859.59999999
0
N
826115072.5
N
N
N
N
SIMT Tax-Managed International Managed Volatility Fund
S000054731
549300LMFI6LKRRM4U86
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
ANALYTIC INVESTORS, LLC
801-21122
000104973
549300B3H2IOO2L85I90
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Acadian Asset Management LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
ITG
008-44218
000029299
549300S41SMIODVIT266
6065.17
PEEL HUNT INCORPORATED
008-68845
000157321
549300GM5MYK4SWM4B33
GB
10482.39
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
31292.85
MACQUARIE CAPITAL
008-47198
000036368
549300670K07JRB5UQ40
23656.27
CSFB
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
9258.89
BT BROKERAGE CORP
008-17822
000002525
9J6MBOOO7BECTDTUZW19
3647.98
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
14152.25
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
41603.77
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
33713.82
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
21228.39
200406.24
0
N
361988704.194384
N
N
N
N
SIMT Tax-Managed Managed Volatility Fund
S000017259
7JIBZQTMH4YWBINPMS36
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
ANALYTIC INVESTORS, LLC
801-21122
000104973
549300B3H2IOO2L85I90
N
N
PARAMETRIC PORTFOLIO Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
5448.52
CITATION GROUP/MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4434.02
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
23198.41
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
11718.32
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
6205.8
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
8474.86999999
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
7514.3
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
4656.64999999
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
16180.68
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
3654.97
104471.59
0
N
1056650334.30162
N
N
N
N
SIMT Multi-Asset Income Fund
S000035780
0ZCM0U5P3NFTL2OJ8D74
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
GOLDMAN SACHS ASSET Management, L.P.
801-37591
000107738
CF5M58QA35CFPUX70H17
N
N
Western Asset Management Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
SSGA FUNDS MANAGEMENT, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
N
Western Asset Management Company
801-8162
000110441
549300C5A561UXUICN46
N
N
GUGGENHEIM INVESTMENT Management, LLC
801-62515
000129288
549300XWQLVNUK615E79
N
N
Guggenheim Partners Investment Management, LLC
801-66786
000129288
549300XWQLVNUK615E79
2018-10-11
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC MALAYS BERHAD
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITITRUST COLOMBIA
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
160854215.53
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
32554007.07
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
164563002.77
BARCLAYS CAPITAL INC. FIXED INCOME
008-41342
000019714
AC28XWWI3WIBK2824319
97342253.47
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
101091683.2
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
33122713.52
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
153000228.61
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
31523496.69
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
196615135.86
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
262905048.88
1535834493.63
N
953519464.3
N
N
N
N
SIMT Mid-Cap Fund
S000006675
LI3K1I1CWFE1VGL9N347
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
392966.64000000
3752.02981866
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
QUANTITATIVE MANAGEMENT Associates LLC
801-62692
000129752
5493005W4V54W55C4K03
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
LOOP CAPITAL MARKETS INC.
8-50140
000043098
254900FPPM2WN90D4786
77.2
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
708
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
262.69
BCAP
008-41342
000019714
AC28XWWI3WIBK2824319
851.9
EVERCORE
008-49830
000042405
5493008F0LRLS5N8LZ81
133
STIFEL NICOLAUS & CO., INC.
008-01447
000000793
5WUVMA08EYG4KEUPW589
1954.51
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
339.25
SCOTIA CAPITAL (USA) INC.
008-03716
000002739
549300BLWPABP1VNME36
4699.47999999
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4114.14
RAMIREZ, SAMUEL A. AND COMPANY
008-19014
000006963
254900CBKVW7O2ENQA21
13.5
13153.67
0
N
110584647.25
N
N
N
N
SIMT Core Fixed Income Fund
S000006667
FPNUFBNI42IT0696WN30
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
168893194.55000001
220329.39000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 10f-3 (17 CFR 270.10f-3)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Logan Circle Partners, L.P.
801-67753
000143633
F2OFNL1W7020BH7GN108
N
N
WELLS CAPITAL MANAGEMENT, Inc
801-64341
000135455
549300B3H2IOO2L85I90
N
N
METROPOLITAN WEST Asset Management LLC
801-53332
000104571
5493004MDKGXC00IY283
N
N
WESTERN ASSET MANAGEMENT Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
Jennison Associates LLC
801-5608
000107959
549300FH843OWV8IPG14
N
N
WESTERN ASSET MANAGEMENT Company
801-8162
000110441
549300C5A561UXUICN46
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
8-17574
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
EDWARD D. JONES & CO.
8-759
000000250
YZRCLX72FTV74B522G90
195000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
72357609.2099999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
90537950.3299999
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
67943821.2
PIERPONT SECURITIES
008-68282
000150696
549300LGG2RLWD21SU97
424000704
CITICORP SECURITY SERVICES INC.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
62878449.72
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
64173672.74
BMO CAPITAL
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
59824128.37
DEUTSCHE BANK
008-17822
000002525
9J6MBOOO7BECTDTUZW19
7802698077.5
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
160836136.33
9001104401.62999
N
4017350277.54
N
N
N
N
SIMT Dynamic Asset Allocation Fund
S000050286
549300CH15ZL74DTQD54
N
2
0
0
N/A
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SSGA FUNDS MANAGEMENT, INC.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
0
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
1067.13
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
964
UBS WARBURG
008-16267
000008174
ETYRV6ORNFJB5NONI676
1213.56
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
5694.82
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
6934.61
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
24311.92
INVESTMENT TECHNOLOGY GROUP, INC.
008-44218
000029299
549300S41SMIODVIT266
2517.01
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
11483.39
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
20250.99
SOCIETE GENERALE COWEN SECURITIES CORP.
008-40756
000023857
5493008QI0EFC5WBED75
914.95
78686.41
0
N
796270071.65326
N
N
N
N
SIMT Small Cap Growth Fund
S000006670
PR639JCQG2DNH2EK6Q95
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
18172520.94000000
210627.94909102
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ARROWPOINT ASSET MANAGEMENT, LLC
801-69868
000149120
IF16UMXNLJ3CKISVCS83
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
AXIOM INTERNATIONAL Investors LLC
801-56651
000109605
549300AT4OLE6P7NTD88
N
N
FALCON POINT CAPITAL, LLC
801-61442
000122459
N/A
N
N
EAM INVESTORS, LLC
801-70305
000144908
N/A
N
N
361 Capital LLC
801-60813
000118203
2549009YD5ABPHX2QW05
N
Axiom International Investors LLC
801-56651
000109605
549300AT4OLE6P7NTD88
2018-12-04
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
JP MORGAN - OLD BEAR STEARNS
008-35008
000000079
ZBUT11V806EZRVTWT807
17907.23
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
2307.59
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
25827.46
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
18801.21
WEEDEN & COMPANY
008-37267
000016835
549300OYBLKSN8M8EW67
59446.07
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
14858.31
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
13800.44
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
5744.85
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
58361.69
ITG
008-44218
000029299
549300S41SMIODVIT266
17453.59
234740.57
0
N
339063440.16
N
N
N
N
SIMT Tax-Free Conservative Income Fund
S000053395
549300LEBYWU57B8NW33
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Blackrock Advisors, LLC
801-56972
000108928
5493006MRTEZZ4S4CQ20
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS, LLC
549300JRHF1MHHWUAW04
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
WELLS FARGO MUNICIPAL
008-65876
000126292
VYVVCKR63DVZZN70PB21
70510000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
29842650
BARCLAYS CAPITAL INC. FIXED INCOME
008-41342
000019714
AC28XWWI3WIBK2824319
36550000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
90869925
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
59600000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
48062900.93
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
152387030
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
14954770
MIZUHO SECURITIES USA INC
008-37710
000019647
7TK5RJIZDFROZCA6XF66
12600000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
45860000
614375264.03
N
178437951.058853
N
N
N
N
SIMT Multi-Asset Capital Stability Fund
S000035782
C7C50PC2E3ID1LW1C681
N
2
0
0
N/A
N
N
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ALLIANCEBERNSTEIN L.P.
801-56720
000108477
0JK55UGWSWNF3X7KLQ85
N
N
Janus Capital Management LLC
801-13991
000104652
G7D5LKZKIBRMES6BO437
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC MALAYS BERHAD
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SCB (CHINA) LTD
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC PHILIPPINES
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Y
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0
0
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
254950388.1
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
135185408.09
MITSUBISHI SEC
008-43026
000019685
K5HU16E3LMSVCCJJJ255
383161419.11
WELLS FARGO BROKERAGE SERVICES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
135895645.18
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
2236573554.03
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
406362691.37
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
350120163.8
MIZUHO SECURITIES
008-37710
000019647
7TK5RJIZDFROZCA6XF66
137290629.86
NORTHERN CAPITAL ADVISORS
008-49130
000040659
254900ZANH7XTB94LS53
518046512.03
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
2182790754.7
7254525002.45
Y
719149603.620219
N
N
N
N
false
false
true
false
false
false
INTERNAL CONTROL RPT
2
ICL_-_SIMT.txt
INTERNAL CONTROL LETTER
Report of Independent Registered Public Accounting
Firm
To the Shareholders and Board of Trustees
SEI Institutional Managed Trust:
In planning and performing our audits of the
financial statements of SEI Institutional Managed
Trust (the Trust), comprised of Large Cap Fund,
Large Cap Value Fund, 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, Mid-Cap Fund, U.S. Managed Volatility Fund,
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, Tax-Free Conservative Fund, Real Return Fund,
Dynamic Asset Allocation Fund, Multi-Strategy
Alternative Fund, Multi-Asset Accumulation Fund,
Multi-Asset Income Fund, Multi-Asset Inflation
Managed Fund, and Multi-Asset Capital Stability
Fund, (the Funds), as of and for the year ended
September 30, 2019, in accordance with the standards
of the Public Company Accounting Oversight Board
(United States), we considered the Funds internal
control over financial reporting, including controls
over safeguarding securities, as a basis for
designing our auditing procedures for the purpose of
expressing our opinion on the Funds financial
statements and to comply with the requirements of
Form N-CEN, but not for the purpose of expressing an
opinion on the effectiveness of the Funds internal
control over financial reporting. Accordingly, we
express no such opinion.
Management of the Funds is responsible for
establishing and maintaining effective internal
control over financial reporting. In fulfilling this
responsibility, estimates and judgments by
management are required to assess the expected
benefits and related costs of controls. A companys
internal control over financial reporting is a
process designed to provide reasonable assurance
regarding the reliability of financial reporting and
the preparation of financial statements for external
purposes in accordance with generally accepted
accounting principles. A companys internal control
over financial reporting includes those policies and
procedures that (1) pertain to the maintenance of
records that, in reasonable detail, accurately and
fairly reflect the transactions and dispositions of
the assets of the company; (2) provide reasonable
assurance that transactions are recorded as
necessary to permit preparation of financial
statements in accordance with generally accepted
accounting principles, and that receipts and
expenditures of the company are being made only in
accordance with authorizations of management and
trustees of the company; and (3) provide reasonable
assurance regarding prevention or timely detection
of unauthorized acquisition, use, or disposition of
the companys assets that could have a material
effect on the financial statements.
Because of its inherent limitations, internal
control over financial reporting may not prevent or
detect misstatements. Also, projections of any
evaluation of effectiveness to future periods are
subject to the risk that controls may become
inadequate because of changes in conditions, or that
the degree of compliance with the policies or
procedures may deteriorate.
A deficiency in internal control over financial
reporting exists when the design or operation of a
control does not allow management or employees, in
the normal course of performing their assigned
functions, to prevent or detect misstatements on a
timely basis. A material weakness is a deficiency,
or a combination of deficiencies, in internal
control over financial reporting, such that there is
a reasonable possibility that a material
misstatement of the Funds annual or interim
financial statements will not be prevented or
detected on a timely basis.
Our consideration of the Funds internal control over
financial reporting was for the limited purpose
described in the first paragraph and would not
necessarily disclose all deficiencies in internal
control that might be material weaknesses under
standards established by the Public Company
Accounting Oversight Board (United States). However,
we noted no deficiencies in the Funds internal
control over financial reporting and its operation,
including controls over safeguarding securities that
we consider to be a material weakness as defined
above as of September 30, 2019.
This report is intended solely for the information
and use of management and the Board of Trustees of
the Funds and the Securities and Exchange Commission
and is not intended to be and should not be used by
anyone other than these specified parties.
/s/ KPMG LLP
Philadelphia, Pennsylvania
November 27, 2019