0001752724-21-269189.txt : 20211214
0001752724-21-269189.hdr.sgml : 20211214
20211214145215
ACCESSION NUMBER: 0001752724-21-269189
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211214
DATE AS OF CHANGE: 20211214
EFFECTIVENESS DATE: 20211214
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: 211490664
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
X0404
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
Rice Hall James & Associates, LLC
600 West Broadway, Suite 1000
San Diego
92101
619-239-9005
Records as Sub-Adviser for Trust
US BANK, N.A.
425 Walnut Street
Cincinnati
45202
NA
Records as Custodian 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
BROWN BROTHERS HARRIMAN & CO.
40 Water Street
Boston
02109
617-772-1818
Records as Custodian of 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
WESTERN ASSET MANAGEMENT Company Limited
385 East Colorado Boulevard
Pasadena
91101
626-844-9400
Records as Sub-Advisor for Trust
Fred Alger Management, LLC.
360 Park Avenue South
New York
10010
212-806-8800
Records as sub-advisor for Trust
PANAGORA ASSET MANAGEMENT, Inc.
470 Atlantic Ave
8th Floor
Boston
2210
617-439-6300
Records as Sub-Adviser for Trust
LSV Asset Management
155 N. Wacker Drive
Chicago
60606
312-460-2443
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
ALLIANCEBERNSTEIN L.P.
1345 Avenue of the Americas
New York
10105
212-969-1000
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
T. Rowe Price Associates, Inc.
100 East Pratt St
Baltimore
21202
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
ACKSON CREEK INVESTMENT ADVISORS LLC
115 Wilcox Street
Castle Rock
80104
720-320-7145
Records as Sub-Adviser for Trust
Credit Suisse Asset Management
11 Madison Ave
New York
10010
NA
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
McKinley Capital Management, LLC
300 South Wacker Drive
Suite 1610
Chicago
60606
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
Martingale Asset Management, L.P.
888 Boylston Street Suite 1400
Boston
2199
617-424-4700
Records as sub-advisor for Trust
SEI Investments Distribution Company
1 Freedom Valley Drive
Oaks
19456
610-676-1000
Records as Distributor for Trust
J.P. MORGAN Investment Management Inc.
270 Park Avenue
New York
10017
215-640-3400
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
QUANTITATIVE MANAGEMENT Associates LLC
Gateway Center 2
McCarter Highway and Market Street
Newark
7102
866-748-0643
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
MOUNTAINEER PARTNERS Management, LLC
150 East 58th Street 14th Floor
New York
10155
NA
Records as Sub-Adviser 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
RAMIUS Advisors, LLC
599 Lexington Avenue
19th Floor
New York
10022
NA
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
SEI Institutional Transfer Agent, Inc.
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Transfer Agent for Trust
Columbia Management Investment Advisers, LLC
225 Franklin St
Boston
2110
617-385-9840
Records as Sub-Adviser for Trust
SEI INVESTMENT MANAGEMENT Corporation
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as 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
Janus Capital Management LLC
151 Detroit St
Denver
80206
303-333-3863
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
CARDINAL CAPITAL MANAGEMENT, L.L.C.
Four Greenwich Office Park
Greenwich
6831
203-863-8990
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
Fiera Capital
375 Park Ave
8th Floor
New York
10152
212-300-1600
Records as Sub-Adviser for Trust
Easterly Investment Partners LLC
138 Conant St
Suite 100
Beverly
01915
212-259-0800
Records as Sub-Adviser for Trust
Franklin Advisers, Inc.
One Franklin Parkway
Building 910, First Floor
San Mateo
94403-1906
650-312-3000
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
WELLS CAPITAL MANAGEMENT, Inc
525 Market Street
10th Floor
San Francisco
94105
415-396-8000
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
Global Credit Advisers, LLC
100 Park Avenue, 35th Floor
New York
10017
212-949-1860
Records as Sub-Adviser for Trust
ACADIAN ASSET MANAGEMENT LLC
260 Franklin St
Boston
2110
617-850-3500
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
Copeland Capital Management, LLC
8th Tower Bridge 161 Washington Street
Suite 1325
Conshohocken
19428
484-351-3700
Records as sub-advisor 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
AQR CAPITAL MANAGEMENT, LLC
Two Greenwich Plaza
Greenwich
6830
203-742.3600
Records as Sub-Adviser for Trust
BlackRock Advisors, LLC
100 Bellevue Parkway
Wilmington
19809
800-441-7762
Records as Sub-Adviser for Trust
LOS ANGELES CAPITAL MANAGEMENT AND EQUITY RESEARCH, INC.
11150 Santa Monica Boulevard
Los Angeles
90025
310-479-9998
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
Coho Partners, Ltd.
300 Berwyn Park, 801 Cassatt Road
Suite 100
Berwyn
19312
484-318-7575
Records as Sub-Adviser for Trust
METLIFE INVESTMENT MANAGEMENT, LLC
One Metlife Way
Whippany
07981
973-355-4000
Records as Sub-Adviser for Trust
Jennison Associates LLC
466 Lexington Ave
New York
10017
212-421-1000
Records as Sub-Adviser for Trust
PUTNAM INVESTMENT MANAGEMENT, LLC
100 Federal St
Boston
02110
617-292-1000
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
N
N
N-1A
27
Y
Christine Reynolds
N/A
N
Hubert L. Harris, Jr.
N/A
N
James M. Williams
N/A
N
Thomas Melendez
N/A
N
James B. Taylor
N/A
N
Robert A. Nesher
N/A
Y
Mitchell A. Johnson
N/A
N
William M. Doran
N/A
Y
Susan C. Cote
N/A
N
Nina Lesavoy
N/A
N
George J. Sullivan Jr.
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
N
SIMT S&P 500 Index Fund
S000018490
549300316G5IVCJ7MJ25
N
2
0
0
N
N
0.05
-0.28
0.103894788
0.10433758
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
207046.52465750
3366.24767840
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
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
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
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
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
0.00
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
272.64999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
719.93000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
395.38000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
406.12000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
293.99000000
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
566.38000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
601.45000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
714.32000000
FIDELITY CAPITAL MARKETS (DIVISION OF NF
N/A
000122651
N/A
515.40000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
844.29000000
6314.71999999
J.P. MORGAN SECURITIES INC
008-35008
000000079
ZBUT11V806EZRVTWT807
741000.00000000
741000.00000000
N
953310909.80287635
N
N
N
N
SIMT Multi-Strategy Alternatives Fund
S000028026
ATT1ZPDBFPY84CU0TR19
N
2
0
0
Fund of Funds
N
N
Y
N
N/A
N/A
N/A
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
RAMIUS Advisors, LLC
801-60159
000110879
VR4B1033DFSW6GD35B69
N
N
Global Credit Advisers, LLC
801-69725
000147843
549300B2EO6T5O2E9Q76
N
N
EMSO ASSET MANAGEMENT Limited
801-78177
000167999
N/A
N
N
Brigade Capital Management, LP
801-69965
000144078
0OK00T8HAYS2LL2RVU43
N
N
Putnam Investment Management, LLC
801-7974
000106629
TW7V46VWZTCTIG3JPY88
N
N
MOUNTAINEER PARTNERS Management, LLC
801-78304
000163089
N/A
N
N
Kettle Hill Capital Management, LLC
801-77815
000163722
549300OHRCMHUQLJUU75
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
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
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
0
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
National Financial Services
8-26740
SEC File Number
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
0.00
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
39131.88000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
184358.88000000
SOCIETE GENERALE
008-40756
000023857
5493008QI0EFC5WBED75
163157.73000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
58216.45000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
22010.48000000
WELLS FARGO SECURITIES
008-65876
000126292
VYVVCKR63DVZZN70PB21
25221.77000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
172298.34000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
31311.69000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
50617.90000000
RAYMOND JAMES
008-10999
000000705
U4ONQX15J3RO8XCKE979
26647.23000000
1159311.34999999
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
16821955.73000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
47220984.92000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
47319920.30000000
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
20428728.03999999
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
23316900.91000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
36912368.07999999
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
41918734.21000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
10822039.55000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
18594286.17000000
WELLS FARGO SECURITIES
008-65876
000126292
VYVVCKR63DVZZN70PB21
8823485.76999999
343108703.73000002
N
474952288.42575204
N
N
N
N
SIMT Global Managed Volatility Fund
S000010830
758HSR516L0TPUTIWG96
N
3
0
0
N/A
N
N
Y
N
N
N/A
7011319.71484929
95905.63589520
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ACADIAN ASSET MANAGEMENT LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
Wells Capital Management Incorporated
801-07082
000104963
Z3MU650ZFGLYFSRINB42
N
N
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
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))
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
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
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
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
10609.31000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
23704.28000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
6685.75000000
SOCIETE GENERALE COWEN SECURITIES CORP.
008-40756
000023857
5493008QI0EFC5WBED75
10121.80000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
33523.43000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
9504.16000000
BAYPOINT TRADING
008-65473
000122225
549300GTG9PL6WO3EC51
6623.19000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6188.33000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
30623.27000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
31787.16000000
201725.08999999
0.00000000
N
1052035178.23854760
N
N
N
N
SIMT Tax-Managed International Managed Volatility Fund
S000054731
549300LMFI6LKRRM4U86
N
2
0
0
N/A
N
N
Y
N
N
N/A
7025491.06246580
240632.93579771
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
Acadian Asset Management LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
Wells Capital Management Incorporated
801-21122
000104973
549300B3H2IOO2L85I90
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
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
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
Raymond James & Associates
U4ONQX15J3RO8XCKE979
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
National Financial Services
8-26740
SEC File Number
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
0.00
MACQUARIE CAPITAL
008-47198
000036368
549300670K07JRB5UQ40
51931.68000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
33897.14000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
46885.70000000
CREDIT LYONNAIS SECURITIES (USA) INC.
008-13753
000000190
549300WO2DKF0Q3YMV43
1997.32000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
4046.61000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2929.93000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
18654.65000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
9947.20000000
PEEL HUNT INCORPORATED
008-68845
000157321
549300GM5MYK4SWM4B33
GB
22943.88000000
H & R BLOCK FINANCIAL ADVISORS, INC.
008-16791
000006363
6ZLKQF7QB6JAEKQS5388
4167.30000000
199340.47999999
0.00
N
393705038.56238377
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
Revenue sharing split
Cash collateral reinvestment fee
7193227.94583559
81853.47245944
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
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Brandywine Global Investment Management LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
Schafer Cullen Capital Management, Inc.
801-18407
000105799
6354006MUUWYCDHNAA37
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
008-27897
SEC File Number
Y
N
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
22637.20000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
2109.10000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
5880.40000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6962.02000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
17633.57000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
7433.60000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
11204.12000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
9075.25000000
82935.25999999
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
22811644.19999999
22811644.19999999
N
1493309662.50555940
N
N
N
N
SIMT U.S. Managed Volatility Fund
S000006678
TQAKQ5YQ7BHG3AN4SL54
N
3
0
0
N/A
N
N
Y
N
N
N/A
4856254.35572599
42689.65208629
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
Wells Capital Management Incorporated
801-21122
000104973
549300B3H2IOO2L85I90
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
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
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
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
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
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
0.00
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
52567.72000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
18703.12000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
12392.83000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
19340.14000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
13420.74000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
18312.73000000
PIPER JAFFRAY
008-15204
000000665
549300GRQCWQ3XGH0H10
42707.51000000
BAYPOINT TRADING
008-65473
000122225
549300GTG9PL6WO3EC51
6073.35000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
10610.73000000
202500.14000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
78386000.00000000
78386000.00000000
N
1261010801.35279370
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
7679570.31235620
74429.63032141
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
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
CARDINAL CAPITAL MANAGEMENT, L.L.C.
801-49090
000109824
N/A
N
N
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
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
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
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
0.00
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
20929.98000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
6954.16000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
4078.93000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3014.91000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2845.73000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
39902.42000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
44316.55000000
PIPER JAFFRAY
008-15204
000000665
549300GRQCWQ3XGH0H10
5.00000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
251.50000000
122299.18000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
7997400.00000000
7997400.00000000
N
416841847.32967073
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
17725599.05997259
83980.64602053
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
Hillsdale Investment Management Inc.
801-65665
000137883
549300KFIUFNDF5RLX60
N
CA
N
Martingale Asset Management, L.P.
801-30067
000108526
549300GXM5ZGZJXZ1Y74
N
N
Rice Hall James & Associates, LLC
801-61905
000125410
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
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
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
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
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
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
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
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1050.76000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
268.00000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
15957.59000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
33633.87000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
119351.95000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
34775.54000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
984.01000000
206021.72000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3562000.00000000
3562000.00000000
N
982063502.85747802
N
N
N
N
SIMT Real Estate Fund
S000006669
549300W7DJL1DMCXI543
N
3
0
0
N/A
N
N
Y
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
N/A
N/A
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
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
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
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
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
NATIONAL FINANCIAL SVCS, LLC
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
0.00
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
17772.29000000
ISI GROUP, INC.
008-49830
000042405
5493008F0LRLS5N8LZ81
2586.73999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
5687.74000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
17964.47000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
8630.59000000
WELLS FARGO BROKERAGE SERVICES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
6575.61000000
J P MORGAN CHASE BANK
008-35008
000000079
ZBUT11V806EZRVTWT807
14945.02000000
RAYMOND JAMES
008-10999
000000705
U4ONQX15J3RO8XCKE979
2299.85000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
4737.26000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
9073.19000000
106837.81000000
BMO CAPITAL
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
358709.75000000
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
230552.00000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
615975.00000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
341388.00000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
788849.50000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1895207.75000000
4230682.00000000
N
103971581.09501380
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)
Rule 12d1-1 (17 CFR 270.12d1-1)
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
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
NATIONAL FINANCIAL SVCS, LLC
549300JRHF1MHHWUAW04
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
8-27897
SEC File Number
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
84-27897
Y
N
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
National Financial Services
8-26740
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
0.00
0.00
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
14434936.02999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
19872884.03000000
CREDIT SUISSE FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
871777.83000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
147938135.05000001
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
3534606.93000000
186652339.87000003
N
255719122.88199949
N
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
Revenue sharing split
Cash collateral reinvestment fee
5058697.95046580
21468.17653837
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
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
McKinely Capital Management, LLC
801-38751
000106173
549300Q8IB2KWGTWCR28
N
N
Fierra Capital
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
N
SEI Institutional Tranfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
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
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Investments Distribution Company
8-27897
SEC File Number
Y
N
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
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
0.00
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
7210.72000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
17310.57000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
8582.44000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
2006.32000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
10111.41000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
18968.06000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
15211.19000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
95.00000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
4277.52000000
83773.23000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
27739500.00000000
27739500.00000000
N
1724386828.86604880
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 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Western Asset Management Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
Western Asset Management Company
801-8162
000110441
549300C5A561UXUICN46
N
N
SSGA FUNDS MANAGEMENT, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
N
GOLDMAN SACHS ASSET Management, L.P.
801-37591
000107738
CF5M58QA35CFPUX70H17
N
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
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
N
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)
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
National Financial Services
8-26740
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
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
0.00
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2956.62000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
2765.50000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
4468.87000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
700.65000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1631.83000000
WELLS FARGO SECURITIES LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
1114.85999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
38039.10000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
813.06000000
INTL FC STONE
008-51269
000045993
549300LNKU6K5TJCRG93
916.92000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
31318.98999999
87527.33999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
39559048.70000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
91196447.09999999
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
102158647.76000001
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
72433920.15000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
63794990.81999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
66219423.71000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
116178351.63999999
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
47013092.53999999
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
28109970.22000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
219403759.06999999
1139236214.55000070
N
942677187.55975199
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
Revenue sharing split
Cash collateral reinvestment fee
13575822.17093149
133954.53415168
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
Ceredex Value Advisors LLC
801-68739
000146023
54930068N867YSPRX748
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
N
Mar Vista Investment Partners, LLC
801-68369
000144906
N/A
N
N
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
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
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
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
ASCENSUS TRUST COMPANY
5LJTIFADGZ6XH1RVOC11
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
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
0.00
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
27456.15000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
36564.65000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
28088.58000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
11081.18000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
13427.06000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
15004.35000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
24592.42000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
5292.76000000
161507.15000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
40153500.00000000
40153500.00000000
N
2219791402.09668300
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
Revenue sharing split
Cash collateral reinvestment fee
61359084.83013699
254285.37329104
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
ArrowMark Colorado Holdings, LLC
801-69868
000149120
IF16UMXNLJ3CKISVCS83
N
N
Jackson Creek Investment Advisory, LLC
801-118808
000309116
N/A
N
N
EAM INVESTORS, LLC
801-70305
000144908
N/A
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
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
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
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
0.00
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
75380.88000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
2359.38000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
19060.72000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
11539.65000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
45934.42000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1667.72000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
68525.71000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
24523.46000000
248991.94000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
4374000.00000000
4374000.00000000
N
430634538.33712304
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
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
PANAGORA ASSET MANAGEMENT, Inc.
801-35497
000105201
2DVKF3E9IHIO1BZTN664
N
N
SEI Institutional Transfer Agent
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
N
HSBC INDIA
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SCB (PAKISTAN) LTD
N/A
PK
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 KOREA
N/A
KR
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)
CITITRUST COLOMBIA
N/A
CO
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)
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO DE CHILE
N/A
CL
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)
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)
SCB (CHINA) LTD
N/A
CN
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)
HBME DIFC
N/A
AE
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))
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
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
ASCENSUS TRUST COMPANY
NA
NA
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
UBS FINANCIAL SERVICES
8-16267
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
0.00
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
15963.89000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
13135.00000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
1169.34999999
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
955812.56000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
384.34000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
1374.55000000
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
27.12000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
88202.53000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
12295.93000000
CREDIT USA
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
34.43000000
1088400.06000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
209163401.97000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
68427682.01000000
BNP PARIBAS
008-32682
000015794
RCNB6OTYUAMMP879YW96
84987040.78999999
NOMURA
008-15255
000004297
OXTKY6Q8X53C9ILVV871
166592371.63000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
303278400.02999997
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
217035158.91999999
WELLS FARGO BROKERAGE SERVICES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
249949570.78000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
248539679.53999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
75275592.48999999
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
105296295.92000000
2007232931.32999990
N
2695607148.30878780
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 12d1-1 (17 CFR 270.12d1-1)
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
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
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
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
WELLS FARGO ADVISORS
8-37180
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
0.00
0.00
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
585643451.96000004
MITSUBISHI UFJ SECURITIES (USA), INC.
008-43026
000019685
K5HU16E3LMSVCCJJJ255
233147696.93000001
TOYOTA MOTOR CREDIT
8-66961
000135978
Z2VZBHUMB7PWWJ63I008
282699527.63999999
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
368756802.20999998
TD SECURITIES (USA) LLC
008-36747
000018476
SUVUFHICNZMP2WKHG940
4701082899.22000030
BREAN CAPITAL, LLC
8-40742
000023723
254900ZZA1UBVDCNQ378
761992399.11000001
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
4127830983.63999990
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1072546799.52000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
465901668.69999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
915531574.29999995
14440744364.72000100
N
309249576.51490396
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
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, LLC
549300JRHF1MHHWUAW04
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
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
National Financial Services
8-26740
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
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
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
0.00
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
51594250.00000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
92125000.00000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
23019053.69999999
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
85589193.34000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
85175000.00000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
63000000.00000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
102975000.00000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
15670500.50000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
25735000.00000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
50070000.00000000
626262757.54000008
N
203933123.79605439
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
Cash collateral reinvestment fee
Revenue sharing split
154890.80920550
395.11443549
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
LMCG Investments, LLC
801-70357
000149936
54930043E7LYHQYMV608
N
Los Angeles Capital Management LLC
801-60934
000119033
549300DZCL1LRBNVU327
N
QUANTITATIVE MANAGEMENT Associates LLC
801-62692
000129752
5493005W4V54W55C4K03
2021-06-22
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
JP MORGAN SECURITIES
008-35008
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
MORGAN STANLEY & CO, INC
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
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
0.00
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
548.64000000
MACQUARIE CAPITAL
008-47198
000036368
549300670K07JRB5UQ40
24799.91999999
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
598.07000000
DREXEL HAMILTON
008-67576
000143570
N/A
948.21000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2020.63000000
ROSENBLATT SECURITIES
8-24255
000018377
549300KXQP6H4QO07E91
480.59000000
STIFEL NICOLAUS & CO., INC.
008-01447
000000793
5WUVMA08EYG4KEUPW589
1222.56000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1006.92000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
713.66000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
646.90000000
35695.72000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1336500.00000000
1336500.00000000
N
78804609.67060279
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
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
HSBC MALAYS BERHAD
N/A
MY
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)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC PHILIPPINES
N/A
PH
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)
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
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
0.00
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
192.43000000
CSFB
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
4325.26000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
140.69999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
36401.08000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1072.81000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
10601.26000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1622.47000000
BANK OF AMERICA SECURITIES LLC
008-69787
000283942
549300HN4UKV1E2R3U73
883.32000000
JP MORGAN SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
197.51000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
12874.08000000
68557.19000000
MITSUBISHI UFJ SECURITIES (USA), INC.
008-43026
000019685
K5HU16E3LMSVCCJJJ255
191433382.07999998
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
346347941.91000003
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3870288210.36999990
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
777393492.64000010
MIZUHO SECURITIES
008-37710
000019647
7TK5RJIZDFROZCA6XF66
255351530.22999999
WACHOVIA CAPITAL MARKETS
008-65876
000126292
VYVVCKR63DVZZN70PB21
126752208.28999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
142905533.77000001
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
391886755.31000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
121409382.16000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
208402502.56000000
6897115188.82999990
N
758085461.92010999
N
N
N
N
SIMT LARGE CAP INDEX FUND
S000061211
549300DGG40F5X8EQL10
N
1
0
0
N
N
0
-0.33
0.445444462
0.445587207
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
531401.39041100
14898.28727991
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
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
0.00
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
402.97000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1345.87000000
WACHOVIA CAPITAL MARKETS
008-65876
000126292
VYVVCKR63DVZZN70PB21
403.99000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
822.82000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
913.98000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1165.67000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
471.66000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1056.67000000
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
1275.26000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
940.53000000
9655.07999999
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
1900000.00000000
1900000.00000000
N
934484005.41827297
N
N
N
N
SIMT Tax-Managed Large Cap Fund
S000006676
HVOIYDF2QGEPX6OCCC52
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
14594332.46778080
69464.76029164
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
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
Brandywine Global Investment Management, LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
Parametric Portfolio Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Fiera Capital
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
SCHAFER CULLEN CAPITAL MANAGEMENT INC
801-18407
000105799
6354006MUUWYCDHNAA37
N
N
Mar Vista Investment Partners, LLC
801-68369
000144906
N/A
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
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
0.00
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
10249.73000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
19317.96000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
6708.56000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
1666.39000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
16538.66999999
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
6898.79000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
2373.32000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
28261.32000000
92014.74000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
40423000.00000000
40423000.00000000
N
4402873288.29349800
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
Revenue sharing split
Cash collateral reinvestment fee
10596839.53764380
107161.91364381
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
Copeland Capital Management, LLC
801-68586
000135822
549300F580MX332YTG45
N
N
EAM Investors LLC
801-70305
000144908
N/A
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
LMCG Investments, Inc.
801-70357
000149936
54930043E7LYHQYMV608
N
N
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
N
Hillsdale Investment Management Inc.
801-65665
000137883
549300KFIUFNDF5RLX60
N
CA
N
Los Angeles Capital Management
801-60934
000119033
549300DZCL1LRBNVU327
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
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
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
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
0.00
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
3215.21000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
24739.52000000
CHAPDELAINE & CO.
008-43487
000028196
5493002MIGPVI71S2611
77983.73000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
60293.29000000
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
165553.44000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
33891.87000000
THEMIS TRADING LLC
8-65260
000120116
254900T8WSH6UHUZKV29
23681.68000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3660.04000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
16976.29000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
19819.53000000
434039.83999999
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
4521400.00000000
4521400.00000000
N
672983113.01523268
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 12d1-1 (17 CFR 270.12d1-1)
Rule 10f-3 (17 CFR 270.10f-3)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI Investments Management Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
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
T. Rowe Price Associates, Inc.
801-856
000105496
7HTL8AEQSEDX602FBU63
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
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
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
MONNESS, CRESPI, HARDT & CO., INC.
8-21380
000007424
54930082M4TGAELJ8Y15
716.00000000
BTIG LLC
008-65473
000122225
549300GTG9PL6WO3EC51
3598.71000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2056.42999999
NMRA
008-15255
000004297
OXTKY6Q8X53C9ILVV871
874.79000000
JONES TRADING
008-26089
000006888
213800DIYIKDWRCFOC55
539.04999999
THE VERTICAL GROUP SOFT
8-52814
000104353
549300VZUQGQJJPM5M09
1062.70000000
CANTOR FITZGERALD CO.
008-00201
000000134
5493004J7H4GCPG6OB62
2027.31000000
TRADITION ASIEL SECURITIES INC.
8-43559
000028269
WRYEFMSVQCH0EMD08461
1787.38000000
IMPERIAL CAPITAL
008-50397
000043744
549300I8X15KSI64Y307
1048.81000000
ODEON CAPITAL
008-68033
000148493
549300S158163H2DN048
5432.62000000
24073.57000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
94110227.54999999
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
132988001.73999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
213424854.65000001
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
125363683.97999999
WACHOVIA CAPITAL MARKETS
008-65876
000126292
VYVVCKR63DVZZN70PB21
67671359.12000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
182519355.93000001
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
68283386.26000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
136974908.19000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
215176284.31999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
171274906.99000001
1760052936.06000040
N
1563401232.27054210
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
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
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))
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
0
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
National Financial Services
8-26740
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
0.00
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1018.00000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1151.90000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
588.01000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1303.33999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1859.41000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1424.22000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
587.90000000
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
2520.63000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
557.28000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
1813.66000000
14273.93000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
4127683.64000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
8746237.00000000
BAML
008-69787
000283942
549300HN4UKV1E2R3U73
3955265.00000000
16829185.64000000
N
846436512.06210887
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
ALLIANCEBERNSTEIN, L.P
801-56720
000108477
0JK55UGWSWNF3X7KLQ85
N
N
Columbia Management Investment Advisers, LLC
801-25943
000108257
6YVO3H2OUHJXER5SGR23
N
N
Franklin Advisers, Inc.
801-26292
000104517
B1CG1NRZIDDJ0DQEXB52
N
Credit Suisse Asset Management
801-37170
000106012
5493008W2093UORD3V27
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
IHS Markit
549300HLPTRASHS0E726
GB
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
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)
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, 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)
HSBC KOREA
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
National Financial Services
8-26740
SEC File Number
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
0.00
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
10963.70000000
BARCLAYS CAPITAL
008-41342
000019714
AC28XWWI3WIBK2824319
10060.98000000
COWEN AND COMPANY
008-40756
000023857
5493008QI0EFC5WBED75
2991.48000000
SOCIETE GENERALE
008-40756
000023857
5493008QI0EFC5WBED75
1766.56000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
10118.17000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
127.00000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
11178.98000000
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
5692.51000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
6177.04000000
ITGI
008-44218
000029299
549300S41SMIODVIT266
12881.93000000
72165.29999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
34719247.62999999
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
2044315986.97999980
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
59003486.32999999
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
83511690.00000001
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
67230302.76999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
136628095.84000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
66876304.85999999
NORTHERN CAPITAL ADVISORS
008-49130
000040659
254900ZANH7XTB94LS53
36095514.18000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
127155576.59999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
98271905.49000001
2891129730.34000020
N
813029767.55457449
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
88198754.40115070
79739.41575244
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 10f-3 (17 CFR 270.10f-3)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
WESTERN ASSET MANAGEMENT Company
801-8162
000110441
549300C5A561UXUICN46
N
N
WESTERN ASSET MANAGEMENT Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
METROPOLITAN WEST Asset Management LLC
801-53332
000104571
5493004MDKGXC00IY283
N
N
WELLS CAPITAL MANAGEMENT, Inc
801-21122
000104973
549300B3H2IOO2L85I90
N
N
MetLife Investment Management, LLC
801-67314
000142463
EAUO72Q8FCR1S0XGYJ21
N
N
Jennison Associates LLC
801-5608
000107959
549300FH843OWV8IPG14
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
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
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
8-17574
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
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
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
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
0.00
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
12941.68000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
30500.43000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
13507.84000000
ROSENTHAL
8-49629
000041915
5493001JB5LOVW7VVW14
5785.12000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
22873.24000000
WELLS FARGO SECURITIES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
5799.23000000
RJ O'BRIEN
008-67587
000143624
549300BSZNPQJNYIAD03
16111.01000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
80993.31000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
23638.57000000
ADVANTAGE TRADING GROUP INC
N/A
N/A
N/A
105582.75000000
333549.70000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
4301022863.60000040
CITADEL SECURITIES
8-69521
000172693
5493001I7IJ4CW6Q9N27
635579709.77999997
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
1907288754.23000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
2603603268.25999980
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
1664129699.76000000
NORTHERN CAPITAL ADVISORS
008-49130
000040659
254900ZANH7XTB94LS53
1312434371.90000010
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3515020868.65000010
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4946588542.15000060
DEUTSCHE BANK SECURITIES INC
008-17822
000002525
9J6MBOOO7BECTDTUZW19
1726918432.06999990
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
4863166729.13000010
32315764583.61001200
N
4443471884.81660180
N
N
N
N
SIMT Tax-Managed Managed Volatility Fund
S000017259
7JIBZQTMH4YWBINPMS36
N
2
0
0
N/A
N
N
Y
N
N
N/A
3674738.29315070
7854.86741198
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
Wells Capital Management Incorporated
801-21122
000104973
549300B3H2IOO2L85I90
N
N
PARAMETRIC PORTFOLIO Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
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
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
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
0.00
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
2511.37000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3818.57000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
5676.02000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
4732.60999999
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
11196.12000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
3341.87000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
10973.61000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
7534.55000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
513.07000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
158.26000000
50456.05000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
11867000.00000000
11867000.00000000
N
996272998.73789001
N
N
N
N
false
false
true
false
false
false
INTERNAL CONTROL RPT
2
SIMT2021_ICL.txt
INTERNAL CONTROL LETTER
Report of Independent Registered Public Accounting
Firm
To the Shareholders of the Funds and Board of
Trustees
SEI Institutional Managed Trust:
In planning and performing our audits of the
financial statements of SEI Institutional Managed
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 Income 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, (collectively,
the Funds), as of and for the year ended September
30, 2021, 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, 2021.
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 29, 2021