0001752724-22-279384.txt : 20221214
0001752724-22-279384.hdr.sgml : 20221214
20221214110900
ACCESSION NUMBER: 0001752724-22-279384
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221214
DATE AS OF CHANGE: 20221214
EFFECTIVENESS DATE: 20221214
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: 221461438
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
Easterly Investment Partners LLC
138 Conant St
Suite 100
Beverly
01915
212-259-0800
Records as Sub-Adviser for Trust
J.P. MORGAN Investment Management Inc.
270 Park Avenue
New York
10017
215-640-3400
Records as Sub-Adviser for Trust
MOUNTAINEER PARTNERS Management, LLC
150 East 58th Street 14th Floor
New York
10155
NA
Records as Sub-Adviser for Trust
SEI INVESTMENT MANAGEMENT Corporation
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Adviser for Trust
Janus Henderson Investors US LLC
151 Detroit St
Denver
80206
303-333-3863
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
Rice Hall James & Associates, LLC
600 West Broadway, Suite 1000
San Diego
92101
619-239-9005
Records as Sub-Adviser for Trust
ACADIAN ASSET MANAGEMENT LLC
260 Franklin St
Boston
2110
617-850-3500
Records as Sub-Adviser for Trust
BENEFIT STREET PARTNERS, LLC
9 West 57th Street
Suite 4920
New York
10019
212-588-6770
Records as Sub-Adviser for Trust
GOLDMAN SACHS ASSET Management, L.P.
200 West St
New York
10282
212-902-1000
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
SEI Investments Distribution Company
1 Freedom Valley Drive
Oaks
19456
610-676-1000
Records as Distributor 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
BlackRock Advisors, LLC
100 Bellevue Parkway
Wilmington
19809
800-441-7762
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
Martingale Asset Management, L.P.
888 Boylston Street Suite 1400
Boston
2199
617-424-4700
Records as Sub-Adviser for Trust
Leeward Investments, LLC
One Boston Place 201 Washington Street
29th Floor
Boston
02108
617-468-6700
Records as Sub-Adviser for Trust
AQR CAPITAL MANAGEMENT, LLC
Two Greenwich Plaza
Greenwich
6830
203-742.3600
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
T. Rowe Price Associates, Inc.
100 East Pratt St
Baltimore
21202
NA
Records as Sub-Adviser for Trust
EMSO ASSET MANAGEMENT Limited
Iron Trades House
21 Grosvenor Place
London
GB
SW1X 7HN
44-20-7150-3700
Records as Sub-Adviser for Trust
LSV Asset Management
155 N. Wacker Drive
Chicago
60606
312-460-2443
Records as Sub-Adviser for Trust
Cullen Capital Management, LLC
645 5th Avenue
Suite 1201
New York
10022
212-644-1800
Records as Sub-Adviser for Trust
Columbia Management Investment Advisers, LLC
225 Franklin St
Boston
2110
617-385-9840
Records as Sub-Adviser for Trust
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
Credit Suisse Asset Management
11 Madison Ave
New York
10010
NA
Records as Sub-Adviser for Trust
StonePine Asset Management
375 Park Ave
8th Floor
New York
10152
212-300-1600
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-Adviser for Trust
Parametric Portfolio Associates, LLC
1918 Eighth Avenue
Suite 3100
Seattle
98101
206-694-5575
Records as Sub-Adviser for Trust
WESTERN ASSET MANAGEMENT Company Limited
385 East Colorado Boulevard
Pasadena
91101
626-844-9400
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
US BANK, N.A.
425 Walnut Street
Cincinnati
45202
NA
Records as Custodian for Trust
SEI Institutional Transfer Agent, Inc.
1 Freedom Valley Drive
OAKS
19456
610-676-1000
Records as Transfer Agent for Trust
Los Angeles Capital Management LLC
11150 Santa Monica Boulevard
Los Angeles
90025
310-479-9998
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
Allspring Global Investments LLC
1415 Vantage Park Dr
Charlotte
28203
888-877-9275
Records as Sub-Adviser for Trust
JACKSON CREEK INVESTMENT ADVISORS LLC
115 Wilcox Street
Castle Rock
80104
720-320-7145
Records as Sub-Adviser for Trust
ArrowPoint Colorado Holdings LLC
100 Fillmore street
suite 325
Denver
80206
303-398-2929
Records as Sub-Adviser for Trust
BROWN BROTHERS HARRIMAN & CO.
40 Water Street
Boston
02109
617-772-1818
Records as Custodian for Trust
Jennison Associates LLC
466 Lexington Ave
New York
10017
212-421-1000
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-Adviser for Trust
Fred Alger Management, LLC.
360 Park Avenue South
New York
10010
212-806-8800
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
Brandywine Global Investment Management LLC
2929 Arch Street
8th Floor
Philadelphia
19104
215-609-3500
Records as Sub-Adviser for Trust
ARES CAPITAL MANAGEMENT II LLC
2000 Avenue of the Stars
12th Floor
Los Angeles
90067-4733
800-940-6347
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
Mar Vista Investment Partners, LLC
11150 Santa Monica Blvd
Suite 320
Los Angeles
90025
NA
Records as Sub-Adviser for Trust
METLIFE INVESTMENT MANAGEMENT, LLC
One Metlife Way
Whippany
07981
973-355-4000
Records as Sub-Adviser for Trust
RAMIUS Advisors, LLC
599 Lexington Avenue
19th Floor
New York
10022
NA
Records as Sub-Adviser for Trust
PANAGORA ASSET MANAGEMENT, Inc.
470 Atlantic Ave
8th Floor
Boston
2210
617-439-6300
Records as Sub-Adviser for Trust
PUTNAM INVESTMENT MANAGEMENT, LLC
100 Federal St
Boston
02110
617-292-1000
Records as Sub-Adviser for Trust
CENTER SQUARE INVESTMENT Management Inc.
630 W. Germantown Pike
Suite 300
Plymouth Meeting
19462
610-834-9500
Records as Sub-Adviser for Trust
SSGA FUNDS MANAGEMENT
State Street Financial Center
One Lincoln Street
Boston
2210
NA
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
N
N
N-1A
27
Y
Nina Lesavoy
N/A
N
Hubert L. Harris, Jr.
N/A
N
William M. Doran
N/A
Y
Susan C. Cote
N/A
N
Christine Reynolds
N/A
N
James B. Taylor
N/A
N
James M. Williams
N/A
N
Robert A. Nesher
N/A
Y
Thomas Melendez
N/A
N
Mitchell A. Johnson
N/A
N
Stephen Panner
N/A
1 Freedom Valley Drive
Oaks
19456
XXXXXX
Y
N
N
N
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
Y
N
KPMG, LLP
185
549300G1CEVDWVMRLW77
N
N
N
N
N
N
SIMT S&P 500 Index Fund
S000018490
549300316G5IVCJ7MJ25
N
2
0
0
N
N
0
-0.21
0.081234987
0.081864821
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
83690.21917810
5792.74866848
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-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
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
144.52000000
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
698.99000000
BCAP
008-41342
000019714
AC28XWWI3WIBK2824319
357.09000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
371.99000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
211.14000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
521.77000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
624.89000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
676.30000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
434.12000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
849.46000000
5570.75000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
281520.00000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
1900600.00000000
2182120.00000000
N
940529442.06646526
N
N
N
N
SIMT Multi-Strategy Alternatives Fund
S000028026
ATT1ZPDBFPY84CU0TR19
N
2
0
0
Fund of Funds
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 18f-4 (17 CFR 270.18f-4)
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
Putnam Investment Management, LLC
801-7974
000106629
TW7V46VWZTCTIG3JPY88
N
N
Kettle Hill Capital Management, LLC
801-77815
000163722
549300OHRCMHUQLJUU75
N
N
Brigade Capital Management, LP
801-69965
000144078
0OK00T8HAYS2LL2RVU43
N
N
RAMIUS Advisors, LLC
801-60159
000110879
VR4B1033DFSW6GD35B69
N
N
MOUNTAINEER PARTNERS Management, LLC
801-78304
000163089
N/A
N
N
EMSO ASSET MANAGEMENT Limited
801-66016
000139217
N/A
N
GB
N
Global Credit Advisers, LLC
801-69725
000147843
549300B2EO6T5O2E9Q76
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
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
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
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
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
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
26966.15000000
SOCIETE GENERALE
008-40756
000023857
5493008QI0EFC5WBED75
145624.79999999
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
74859.18999999
WELLS FARGO
008-65876
000126292
VYVVCKR63DVZZN70PB21
56691.60000000
BTIG LLC
008-65473
000122225
549300GTG9PL6WO3EC51
17902.08000000
NEDCOR SECURITIES
N/A
N/A
N/A
ZA
17953.43000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
141745.53999999
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
20138.59000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
32875.96000000
RAYMOND JAMES & ASSOCIATES, INC.
008-10999
000000705
U4ONQX15J3RO8XCKE979
18825.80000000
850995.96000000
WELLS FARGO SECURITIES
008-65876
000126292
VYVVCKR63DVZZN70PB21
25353128.07000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
105153111.56000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
200394239.28999999
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
39033053.09999999
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
43718991.34000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
48797394.03000000
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
82421051.21000000
BNP PARIBAS
008-32682
000015794
RCNB6OTYUAMMP879YW96
21247469.04999999
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
33907504.19000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
19413783.95000000
674850966.48999989
N
436908472.09142447
N
N
N
N
SIMT Global Managed Volatility Fund
S000010830
758HSR516L0TPUTIWG96
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
10037991.93347949
65766.71265188
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ALLSPRING GLOBAL INVESTMENTS, LLC
801-07082
000104963
Z3MU650ZFGLYFSRINB42
N
N
ACADIAN ASSET MANAGEMENT LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
SOCIETE GENERALE SECURITIES CORPORATIO
008-22522
000007616
549300WR155U7DVMIW58
16683.89000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
25915.45000000
DAIWA SECURITIES AMERICA, INC.
008-12242
000001576
M67H5PRC0NQKM73ZAS82
9353.83000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
13958.77999999
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
36443.08000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
11240.12000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
8600.94000000
CLSA LTD
008-69166
000165533
213800CF5G9GRZD2RV79
HK
7417.52000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
29734.39000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
33804.83999999
232823.75000000
0.00000000
N
973006136.23690391
N
N
N
N
SIMT Tax-Managed International Managed Volatility Fund
S000054731
549300LMFI6LKRRM4U86
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
9865578.77345200
92010.14253337
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
ACADIAN ASSET MANAGEMENT LLC
801-28078
000106609
RQTOM0CI0L1JQEIRRN40
N
N
LSV ASSET MANAGEMENT
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
ALLSPRING GLOBAL INVESTMENTS, LLC
801-21122
000104973
549300B3H2IOO2L85I90
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
Raymond James & Associates
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
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
51464.41000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
17666.94000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
35476.58000000
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
504.95000000
DAIWA SECURITIES AMERICA, INC.
008-12242
000001576
M67H5PRC0NQKM73ZAS82
1481.55000000
CREDIT LYONNAIS SECURITIES (USA) INC.
008-13753
000000190
549300WO2DKF0Q3YMV43
953.22000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
10221.93000000
PEEL HUNT INCORPORATED
008-68845
000157321
549300GM5MYK4SWM4B33
GB
5259.90000000
MACQUARIE CAPITAL
008-47198
000036368
549300670K07JRB5UQ40
11748.70000000
H & R BLOCK FINANCIAL ADVISORS, INC.
008-16791
000006363
6ZLKQF7QB6JAEKQS5388
2794.00000000
139937.58000000
0.00000000
N
372967373.38147932
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
9471916.01498630
51475.44267205
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT 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
Cullen Capital Management, LLC
801-57576
000113128
635400VGWI9BVRUU9Y28
N
N
Brandywine Global Investment Management LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
SEI INVESTMENTS Distribution Company
008-27897
SEC File Number
Y
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
14296.75000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
348.81000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
1329.99000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
5877.94000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6196.45000000
NATIONAL FINANCIAL SERVICES CORPORATIO
008-26740
000013041
549300JRHF1MHHWUAW04
12255.48000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
7390.18000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
10698.74000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
9689.90000000
68084.24000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
20921500.00000000
20921500.00000000
N
1509045636.57342430
N
N
N
N
SIMT U.S. Managed Volatility Fund
S000006678
TQAKQ5YQ7BHG3AN4SL54
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
5195905.93471230
62321.39832655
Rule 18f-4 (17 CFR 270.18f-4)
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
ALLSPRING GLOBAL INVESTMENTS, LLC
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
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
S&P
549300U4VWNITEKO2881
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
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
16148.25000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
11026.11000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
5158.38999999
BAYPOINT TRADING
008-65473
000122225
549300GTG9PL6WO3EC51
11522.45000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6760.80000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
8811.20000000
PIPER JAFFRAY
008-15204
000000665
549300GRQCWQ3XGH0H10
12722.82000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
2070.71000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
2338.96999999
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
4193.52000000
90587.44000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
12862800.00000000
12862800.00000000
N
931848484.68780816
N
N
N
N
SIMT Small Cap Value Fund
S000006672
T7C5A2UXC3THVGJ1KG82
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
4146603.22671230
19521.09096516
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Cardinal Capital Management, L.L.C
801-49090
000109824
N/A
N
N
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
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
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
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
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONWIDE INVESTMENT SERVICES
8-20254
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
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
18095.86000000
ABEL NOSER CORPORATION
8-21897
000007537
5493001TUUB0GB6K8B25
13.00000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
9787.27000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6094.00000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
4165.03000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1517.47000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
18437.80000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
19007.27000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
101.00000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
234.60000000
77453.30000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3252000.00000000
3252000.00000000
N
420259786.58643830
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
3612247.12071229
11615.70241095
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Martingale Asset Management, L.P.
801-30067
000108526
549300GXM5ZGZJXZ1Y74
N
N
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Rice Hall James & Associates, LLC
801-61905
000125410
N/A
N
N
Hillsdale Investment Management Inc.
801-65665
000137883
549300KFIUFNDF5RLX60
N
CA
N
CARDINAL CAPITAL MANAGEMENT, L.L.C.
801-49090
000109824
N/A
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
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
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
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
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
385.60000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
4328.14000000
ABEL NOSER CORPORATION
8-21897
000007537
5493001TUUB0GB6K8B25
431.69000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
27709.00000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
45432.03000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
101144.09000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
59650.49000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
79.20000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1404.47000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
38.90999999
240636.48000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1290000.00000000
1290000.00000000
N
961973312.30090332
N
N
N
N
SIMT Real Estate Fund
S000006669
549300W7DJL1DMCXI543
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
57966.65821919
2342.30255300
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
CenterSquare Investment Management LLC
801-111965
000290078
549300472EWJAQJ5WO23
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
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
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
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
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
13031.68999999
ISI GROUP, INC.
008-49830
000042405
5493008F0LRLS5N8LZ81
3494.97000000
WELLS FARGO SECURITIES
008-65876
000126292
VYVVCKR63DVZZN70PB21
5053.21000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
22460.62000000
RAYMOND JAMES & ASSOCIATES, INC.
008-10999
000000705
U4ONQX15J3RO8XCKE979
6848.31000000
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
6694.92000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
10175.70000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2439.40000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
4969.93000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
7549.71000000
90917.25000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
121804.20000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
329701.00000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
2814376.00000000
3265881.20000000
N
110271542.22093150
N
N
N
SIMT Real Return Fund
S000013604
WBHL45U11OB3Z1HV2E14
N
2
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
S&P
549300U4VWNITEKO2881
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
N
US BANK, N.A.
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
ASCENSUS TRUST COMPANY
NA
NA
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Private Trust Company
8-27897
SEC File Number
Y
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
SEI INVESTMENTS Distribution Company
84-27897
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
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
0.00000000
CHASE SECURITIES, INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
28770047.57000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
40701356.46000000
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
349308.76000000
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
5693906.82000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
184001880.62000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
6939456.62999999
266455956.85999998
N
276018899.43380827
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
1068907.41578079
22675.03812668
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
McKinely Capital Management, LLC
801-38751
000106173
549300Q8IB2KWGTWCR28
N
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
N
StonePine Asset Management
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
SEI Institutional Tranfer Agent, Inc.
84-27897
N/A
Y
N
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
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
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
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
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
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
6532.04000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
21809.25000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
7545.80000000
THEMIS TRADING LLC
8-65260
000120116
254900T8WSH6UHUZKV29
148.94999999
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
5042.67000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
14530.88000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
22025.86000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
20294.84999999
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
2162.96000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
6186.17000000
106313.87000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
23041300.00000000
23041300.00000000
N
1594652806.31095890
N
N
N
N
SIMT Multi-Asset Income Fund
S000035780
0ZCM0U5P3NFTL2OJ8D74
N
2
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 18f-4 (17 CFR 270.18f-4)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
GOLDMAN SACHS ASSET Management, L.P.
801-37591
000107738
CF5M58QA35CFPUX70H17
N
N
Western Asset Management Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
Western Asset Management Company
801-8162
000110441
549300C5A561UXUICN46
N
N
SSGA FUNDS MANAGEMENT, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
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
Pricing Direct
549300WIC0TOJ7N7GD54
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))
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)
CITITRUST COLOMBIA
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
J.P. MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
ASCENSUS TRUST COMPANY
NA
NA
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
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
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
3479.14000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2462.31000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
3999.07000000
WELLS FARGO BROKERAGE SERVICES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
885.02000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
2428.81000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
2397.09000000
CITICORP SECURITY SERVICES INC.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
32047.73999999
ROSENTHAL
8-49629
000041915
5493001JB5LOVW7VVW14
1159.09999999
MORGAN LEWIS GITHENS & AHN INC.
8-27971
000010948
N/A
1894.70000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
27838.94999999
83383.62000000
WELLS FARGO SECURITIES LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
12847228.79000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
45907049.70999999
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
49533593.57999999
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
28745025.10999999
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
21367203.57999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
22658600.60000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
53699846.85000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
20571236.07999999
SEAPORT GROUP
008-53535
000116270
54930028D6D0G5RZJ888
12582774.00000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
151564873.69000000
542601846.63000000
N
841961482.05490386
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
5934281.74673970
21361.87804489
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
Fred Alger Management, LLC.
801-06709
000106750
549300DJT5ERKM01RD40
N
N
Mar Vista Investment Partners, LLC
801-68369
000144906
2549009T1PTIDQVJ5H20
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Brandywine Global Investment Management LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
Ceredex Value Advisors LLC
801-68739
000146023
54930068N867YSPRX748
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
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
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
National Financial Services
8-26740
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO BANK
KB1H1DSPRFMYMCUFXT09
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI Investments Distribution Company
8-27897
SEC File Number
Y
N
ASCENSUS TRUST COMPANY
N/A
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
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
20221.84999999
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
31802.70000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
31351.91000000
MERRILL LYNCH, PIERCE, FENNER & SMI
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
7176.87000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
1007.64000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
8079.45000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
15328.76000000
NATIONAL FINANCIAL SERVICES CORPORA
008-26740
000013041
549300JRHF1MHHWUAW04
17778.40000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
971.86000000
ABEL NOSER CORPORATION
8-21897
000007537
5493001TUUB0GB6K8B25
1117.15000000
134942.37000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
29020800.00000000
29020800.00000000
N
1991604591.74709580
N
N
N
N
SIMT Small Cap Growth Fund
S000006670
PR639JCQG2DNH2EK6Q95
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
48136167.90717809
168043.95742935
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
EAM INVESTORS, LLC
801-70305
000144908
2549001485M33TIO5M11
N
N
Jackson Creek Investment Advisory, LLC
801-118808
000309116
N/A
N
N
ArrowMark Colorado Holdings, LLC
801-69868
000149120
IF16UMXNLJ3CKISVCS83
N
N
PARAMETRIC PORTFOLIO Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
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
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
NATIONWIDE INVESTMENT SERVICES
8-20254
SEC File Number
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
ABEL NOSER CORPORATION
8-21897
000007537
5493001TUUB0GB6K8B25
354.50000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
53889.87000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
6562.03000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
22453.82000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
632.35000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
7779.14000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
44510.80000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
1469.41000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
46125.94000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
31843.70000000
215875.11000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1542000.00000000
1542000.00000000
N
380497183.98780799
N
N
N
N
SIMT Multi-Asset Accumulation Fund
S000035779
CVCNKSRMQ9EYZG6CF762
N
2
0
0
N/A
Y
Y
N
N/A
0.00000000
0.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
PANAGORA ASSET MANAGEMENT, Inc.
801-35497
000105201
2DVKF3E9IHIO1BZTN664
N
N
AQR CAPITAL MANAGEMENT, LLC
801-55543
000111883
549300GC5MDF1KXYMP06
N
N
SEI Institutional Transfer Agent, 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
CITIBANK, N.A., SAO PAULO
N/A
BR
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)
CITITRUST COLOMBIA
N/A
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK OF TAIWAN
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC KOREA
N/A
KR
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)
HBME DIFC
N/A
AE
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)
SCB (CHINA) LTD
N/A
CN
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 CAIRO
N/A
EG
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)
HSBC PHILIPPINES
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
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
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
18789.25999999
MERRILL LYNCH, PIERCE, FENNER & SMI
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
11880.06000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
149.65000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
396078.14000000
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
89.21000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
220.02000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
80333.25000000
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
2411.17999999
509950.77000000
WELLS FARGO
008-65876
000126292
VYVVCKR63DVZZN70PB21
180305021.62000000
DEUTSCHE BANK (WORLDCO)
008-17822
000002525
9J6MBOOO7BECTDTUZW19
115127263.69999999
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
142018661.09999999
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
162792111.72000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
478291469.31999999
SCOTIA CAPITAL (USA) INC.
008-03716
000002739
549300BLWPABP1VNME36
199944388.00000000
HSBC
008-41562
000019585
CYYGQCGNHMHPSMRL3R97
249200289.75000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
235550333.12000000
NOMURA
008-15255
000004297
OXTKY6Q8X53C9ILVV871
133512983.33000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
148672031.61000001
2542464734.32999990
N
2498741991.46772620
N
N
N
SIMT Conservative Income Fund
S000053394
5493002XIJ6NU072HS98
N
2
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT 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
IHS Markit
549300HLPTRASHS0E726
GB
N
S&P
549300U4VWNITEKO2881
N
Bloomberg
254900BF4G8VMW8GG471
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
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
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
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
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
0.00000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
464853030.37000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
127596417.18000001
MITSUBISHI UFJ SECURITIES (USA), INC.
008-43026
000019685
K5HU16E3LMSVCCJJJ255
136119800.09000000
TOYOTA MOTOR CREDIT
8-66961
000135978
Z2VZBHUMB7PWWJ63I008
216500000.00000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
3982104058.19000010
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
728214671.25999999
TD SECURITIES (USA) INC.
008-36747
000018476
SUVUFHICNZMP2WKHG940
1842750000.00000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1510501235.08999990
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
306793085.13999999
BREAN CAPITAL, LLC
8-40742
000023723
254900ZZA1UBVDCNQ378
815932192.04999995
10768070619.40000000
N
306448398.41136986
N
N
N
N
SIMT Tax-Free Conservative Income Fund
S000053395
549300LEBYWU57B8NW33
N
2
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT 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
IHS Markit
549300HLPTRASHS0E726
GB
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
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
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
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
0.00000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
42610000.00000000
WACHOVIA SECURITIES, INC.
008-65876
000126292
VYVVCKR63DVZZN70PB21
68720000.00000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
23941509.18000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
62278502.00000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
54755000.00000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
47385000.00000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
142780000.00000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
12990000.00000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
35900000.00000000
BARCLAYS CAPITAL INC. FIXED INCOME
008-41342
000019714
AC28XWWI3WIBK2824319
37035000.00000000
553875011.18000007
N
188692089.62495881
N
N
N
N
SIMT Mid-Cap Fund
S000006675
LI3K1I1CWFE1VGL9N347
N
3
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Revenue sharing split
Cash collateral reinvestment fee
26619.17808220
737.25075770
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Leeward Investments, LLC
801-122220
000312557
N/A
N
N
Los Angeles Capital Management, LLC
801-60934
000119033
549300DZCL1LRBNVU327
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Bloomberg
254900BF4G8VMW8GG471
N
S&P
549300U4VWNITEKO2881
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
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
ASCENSUS TRUST COMPANY
NA
NA
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
BEAR STEARNS & CO INC.
008-35008
000000079
ZBUT11V806EZRVTWT807
935.39000000
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
5825.22000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
1432.47000000
STIFEL NICOLAUS & CO., INC.
008-01447
000000793
5WUVMA08EYG4KEUPW589
2146.65000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
4407.04000000
COWEN
008-40756
000023857
5493008QI0EFC5WBED75
871.40000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
3850.02999999
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
2534.69000000
LIQUIDNET INC
008-52461
000103987
213800HSKBBO1GCVRG79
2073.90000000
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1619.10000000
30284.66000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
3741000.00000000
3741000.00000000
N
84391432.87054787
N
N
N
SIMT Multi-Asset Capital Stability Fund
S000035782
C7C50PC2E3ID1LW1C681
N
2
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-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
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
CITIBANK, N.A., SAO PAULO
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SCB (CHINA) LTD
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC PHILIPPINES
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK DEL PERU
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC MALAYS BERHAD
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
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
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
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
MERRILL LYNCH GOVERNMENT SECURITIES
8-38051
000019693
N/A
710.15000000
CREDIT SUISSE - FIRST BOSTON CA
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3335.34000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
687.11000000
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
23694.15000000
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
1449.26000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
6742.55000000
BANK OF AMERICA SECURITIES LLC
008-69787
000283942
549300HN4UKV1E2R3U73
2039.80000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1209.62000000
COWEN
008-40756
000023857
5493008QI0EFC5WBED75
818.69000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
10676.02000000
51973.34000000
MIZUHO SECURITIES
008-37710
000019647
7TK5RJIZDFROZCA6XF66
221712196.75999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
359208596.85999995
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
2914716548.51000020
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
742428432.55000007
WELLS FARGO SECURITIES, LLC
008-65876
000126292
VYVVCKR63DVZZN70PB21
291817651.51000005
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
119427371.68000001
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
135560639.69999999
MITSUBISHI SEC
008-43026
000019685
K5HU16E3LMSVCCJJJ255
466956906.93000001
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
50219167.70000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
268896977.45999998
5770223602.64000030
N
695362867.46780860
N
N
N
N
SIMT LARGE CAP INDEX FUND
S000061211
549300DGG40F5X8EQL10
N
1
0
0
N
N
0.05
-0.16
0.483345915
0.482877961
N
N
Y
Y
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
774870.86827400
46125.19482382
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-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
S&P
549300U4VWNITEKO2881
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
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
PIPER JAFFRAY
008-15204
000000665
549300GRQCWQ3XGH0H10
129.97000000
MERRILL LYNCH, PIERCE, FEN
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2253.55000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
194.20000000
CITIGROUP
008-08177
000007059
MBNUM2BPBDO7JBLYG310
336.98000000
WACHOVIA CAPITAL MARKETS
008-65876
000126292
VYVVCKR63DVZZN70PB21
465.03000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
1485.18000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
215.21000000
BCAP
008-41342
000019714
AC28XWWI3WIBK2824319
891.07000000
CREDIT SUISSE FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1650.82000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
889.28000000
8805.78000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
2694000.00000000
2694000.00000000
N
1075336665.13865920
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
Cash collateral reinvestment fee
Revenue sharing split
3697676.44397260
45293.11747167
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Coho Partners, Ltd.
801-60111
000111335
N/A
N
N
StonePine Asset Management
801-8948
000113638
5493005M9ILUC8ZKES86
N
N
Parametric Portfolio Associates LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Brandywine Global Investment Management, LLC
801-27797
000110783
8GTBE30G9EQQ2JEJZ302
N
N
LSV Asset Management
801-47689
000109918
EOAQF6H83OMJLRM1LZ09
Y
N
Mar Vista Investment Partners, LLC
801-68369
000144906
2549009T1PTIDQVJ5H20
N
N
Cullen Capital Management, LLC
801-57576
000113128
635400VGWI9BVRUU9Y28
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
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
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
BNY MELLON N.A.
4EP6JBYBTPTQ47LZOB67
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
17544.34999999
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
49456.45000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
6122.24000000
LOOP CAPITAL
008-50140
000043098
254900FPPM2WN90D4786
4005.46000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
23997.88000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
10413.67000000
JANE STREET EXECUTION SERVICES
8-69254
000167280
549300HXJLXCPDWAH070
711.72000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
6039.93000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
495.00000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
55268.37000000
174055.07000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
39381200.00000000
39381200.00000000
N
4428409879.53539470
N
N
N
N
SIMT Small Cap Fund
S000026001
7EXRUFK4XBML0EXVTI68
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
10002733.92304110
87203.38607447
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
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
Leeward Investments, LLC
801-122220
000312557
N/A
N
N
Parametric Portfolio Associates, LLC
801-60485
000114310
549300S4WU4W1Z92RF77
N
N
Easterly Investment Partners LLC
801-114563
000299607
254900C2MNPNJZHYQT61
N
N
Hillsdale Investment Management Inc.
801-65665
000137883
549300KFIUFNDF5RLX60
N
CA
N
EAM Investors LLC
801-70305
000144908
2549001485M33TIO5M11
N
N
Los Angeles Capital Management, LLC
801-60934
000119033
549300DZCL1LRBNVU327
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
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
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
J.P. 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
THEMIS TRADING LLC
8-65260
000120116
254900T8WSH6UHUZKV29
3336.93000000
CHAPDELAINE & CO.
008-43487
000028196
5493002MIGPVI71S2611
28534.82000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
44222.87999999
ABEL NOSER CORPORATION
8-21897
000007537
5493001TUUB0GB6K8B25
30610.28000000
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
216685.59000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
28641.03000000
NATIONAL FINANCIAL SERVICES CORPORATION
008-26740
000013041
549300JRHF1MHHWUAW04
21854.18000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
10713.37000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
11604.54000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
20406.13000000
420019.07000000
SANFORD C. BERNSTEIN & CO., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
305885.67000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
325000.00000000
630885.66999999
N
622638316.20890415
N
N
N
N
SIMT High Yield Bond Fund
S000006673
TBMZUQ3I44DXC0KQI298
N
3
0
0
N/A
N
N
Y
N
N/A
0.00000000
0.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 10f-3 (17 CFR 270.10f-3)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ARES CAPITAL MANAGEMENT II LLC
801-72399
000157292
549300Y4244LDVM0VD65
N
N
BRIGADE CAPITAL MANAGEMENT, LP
801-69965
000144078
0OK00T8HAYS2LL2RVU43
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
T. Rowe Price Associates, Inc.
801-856
000105496
7HTL8AEQSEDX602FBU63
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
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
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
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
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
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
TRADITION ASIEL SECURITIES INC.
8-43559
000028269
WRYEFMSVQCH0EMD08461
509.34000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1735.04000000
COWEN AND COMPANY
008-40756
000023857
5493008QI0EFC5WBED75
1446.41000000
HEIGHT SECURITIES
8-68277
000150659
2549004KW7K0PF1U4A79
523.61000000
THE VERTICAL GROUP SOFT
8-52814
000104353
549300VZUQGQJJPM5M09
389.03000000
PIPER JAFFRAY
008-15204
000000665
549300GRQCWQ3XGH0H10
623.65000000
BTIG LLC
008-65473
000122225
549300GTG9PL6WO3EC51
1197.81000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
630.47000000
STIFEL NICOLAUS & CO., INC.
008-01447
000000793
5WUVMA08EYG4KEUPW589
580.17999999
MKM PARTNERS
8-50311
000043552
54930015ODYESNP2QX15
1804.69000000
12076.42000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
69722737.37000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
101118047.43000001
MONTGOMERY/BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
142792912.31999999
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
91667705.93999999
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
42377395.09000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
139302229.31000000
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
55844068.00000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
105186870.70000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
152827044.38999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
118637541.75000001
1274000019.60000040
N
1486702755.90767120
N
N
N
N
SIMT Dynamic Asset Allocation Fund
S000050286
549300CH15ZL74DTQD54
N
2
0
0
N/A
N
Y
N
N/A
0.00000000
0.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-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
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
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
0
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
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
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
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
503.45000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
561.51000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
360.50000000
BCAP
008-41342
000019714
AC28XWWI3WIBK2824319
789.82000000
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1379.00000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
798.38000000
SOCIETE GENERALE COWEN SECURITIES CORP.
008-40756
000023857
5493008QI0EFC5WBED75
355.71000000
UBS SECURITIES LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
3273.84000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
266.61000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
970.61999999
10059.36000000
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
10677015.00000000
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
22066339.19000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
3835963.67000000
36579317.85999999
N
797110702.25364387
N
N
N
N
SIMT Multi-Asset Inflation Managed Fund
S000035781
VR4A14E2HCR37V0WEJ03
N
2
0
0
N/A
Y
Y
N
N/A
0.00000000
0.00000000
Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
Franklin Advisers, Inc.
801-26292
000104517
B1CG1NRZIDDJ0DQEXB52
N
N
ALLIANCEBERNSTEIN, L.P
801-56720
000108477
0JK55UGWSWNF3X7KLQ85
N
N
Credit Suisse Asset Management
801-37170
000106012
5493008W2093UORD3V27
N
N
Columbia Management Investment Advisers, LLC
801-25943
000108257
6YVO3H2OUHJXER5SGR23
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
S&P
549300U4VWNITEKO2881
N
IHS Markit
549300HLPTRASHS0E726
GB
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
HSBC PHILIPPINES
N/A
PH
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)
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)
HSBC KOREA
N/A
KR
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)
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
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
UBS SECURITIES LLC
8-16267
SEC File Number
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
N
SEI INVESTMENTS GLOBAL FUNDS SERVICES
801-24593
SEC File Number
Y
N
N
SEI INVESTMENTS DISTRIBUTION CO.
8-27897
000010690
N/A
0.00
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
10782.67000000
COWEN AND COMPANY
008-40756
000023857
5493008QI0EFC5WBED75
6865.24000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
3325.87000000
VIRTU FINANCIAL BD LLC
8-60815
000148390
54930088MP91YZQJT494
2954.70000000
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
10184.01000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
2553.27999999
INSTINET
008-23669
000007897
549300MGMN3RKMU8FT57
12949.85000000
RBC CAPITAL
008-45411
000031194
549300LCO2FLSSVFFR64
4597.60999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4937.79000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
15100.88000000
76190.30000000
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
17456403.32000000
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
2062097774.20000000
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
53866814.49000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
97161512.23000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
71254848.03000000
WACHOVIA CAPITAL MARKETS
008-65876
000126292
VYVVCKR63DVZZN70PB21
214708998.18000001
CITADEL
8-69521
000172693
5493001I7IJ4CW6Q9N27
58000202.68999999
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
37635758.12000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
108018416.59999999
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
106446465.45000000
2910523806.25999880
N
878510374.63156223
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
219537726.70515099
189800.55093564
Rule 10f-3 (17 CFR 270.10f-3)
Rule 18f-4 (17 CFR 270.18f-4)
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
MetLife Investment Management, LLC
801-67314
000142463
EAUO72Q8FCR1S0XGYJ21
N
N
METROPOLITAN WEST Asset Management LLC
801-53332
000104571
5493004MDKGXC00IY283
N
N
WESTERN ASSET MANAGEMENT Company Limited
801-21068
000110427
549300IVCLHPHPOYT226
N
GB
N
ALLSPRING GLOBAL INVESTMENTS, LLC
801-21122
000104973
549300B3H2IOO2L85I90
N
N
WESTERN ASSET MANAGEMENT Company
801-8162
000110441
549300C5A561UXUICN46
N
N
Jennison Associates LLC
801-5608
000107959
549300FH843OWV8IPG14
N
N
SEI Institutional Transfer Agent, Inc.
84-27897
N/A
Y
N
N
Bloomberg
254900BF4G8VMW8GG471
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Pricing Direct
549300WIC0TOJ7N7GD54
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
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
RBC CAPITAL MARKETS CORPORATION
008-45411
SEC File Number
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
8-17574
SEC File Number
N
Y
ASCENSUS TRUST COMPANY
N/A
N/A
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
Principal Life Insurance Company
SDCMU2LVKGV2AF1KWP64
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
UBS FINANCIAL SERVICES
8-16267
SEC File Number
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
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
MERRILL LYNCH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
14281.10000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
60772.10000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
20835.41999999
BMO CAPITAL
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
6514.20000000
GOLDMAN, SACHS & CO.
008-00129
000000361
FOR8UP27PHTHYVLBNG30
28893.00000000
JP MORGAN
008-35008
000000079
ZBUT11V806EZRVTWT807
8275.23000000
UBS SECURITIES
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
25142.98999999
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
62905.31000000
RJ O'BRIEN
008-67587
000143624
549300BSZNPQJNYIAD03
33610.36000000
ADVANTAGE CAPITAL CORPORATION
8-5072
000000146
N/A
127618.28000000
410846.03000000
GOLDMAN SACHS & CO
008-00129
000000361
FOR8UP27PHTHYVLBNG30
3441954268.40999980
BMO CAPITAL
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
739410474.38000011
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
2736437298.04000000
CREDIT SUISSE - FIRST BOSTON
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2804746912.05000070
DEUTSCHE BANK SECURITIES, INC.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
1315740169.36999990
CITADEL
8-69521
000172693
5493001I7IJ4CW6Q9N27
927163634.21000004
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
3092846169.69000010
JPM CHASE
008-35008
000000079
ZBUT11V806EZRVTWT807
4302873935.01999950
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
2106374191.55999990
BANK OF AMERICA
008-69787
000283942
549300HN4UKV1E2R3U73
3507736454.57999990
30170815855.27999900
N
4225095329.24147650
N
N
N
N
SIMT Tax-Managed Managed Volatility Fund
S000017259
7JIBZQTMH4YWBINPMS36
N
2
0
0
N/A
N
N
Y
N
N
Securities Finance Trust Company
549300TG9E1QX4XYSB91
N
N
Cash collateral reinvestment fee
Revenue sharing split
3612247.12071229
31196.41170778
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 18f-4 (17 CFR 270.18f-4)
Y
Y
N
N
SEI INVESTMENT MANAGEMENT Corporation
801-24593
000105146
Q33VOZOFSDXYC0TV0J12
N
ALLSPRING GLOBAL INVESTMENTS, LLC
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
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N
Bloomberg
254900BF4G8VMW8GG471
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
Pricing Direct
549300WIC0TOJ7N7GD54
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
MORGAN STANLEY & CO.
9R7GPTSO7KV3UQJZQ078
N
Y
SEI INVESTMENTS Distribution Company
8-27897
SEC File Number
Y
N
SEI Private Trust Company
5LJTIFADGZ6XH1RVOC11
Y
Y
RAYMOND JAMES & ASSOCIATES, INC.
U4ONQX15J3RO8XCKE979
N
Y
NATIONAL FINANCIAL SVCS CORP
549300JRHF1MHHWUAW04
N
Y
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
N
Y
WELLS FARGO ADVISORS
8-37180
SEC File Number
N
Y
SAFRA SECURITIES LLC
E51AOUORNWWT747CBW71
N
Y
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
549300NT7GLLVGTH0249
N
Y
CHARLES SCHWAB & CO., INC
549300ZP8XN77GK5BS04
N
Y
JP MORGAN SECURITIES
008-35008
SEC File Number
N
Y
UBS FINANCIAL SERVICES
8-16267
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
MERRILL LYNCH, PIERCE, FENNER & SMITH
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
1977.02000000
INSTINET CLEARING SERVICES, INC.
008-23669
000007897
549300MGMN3RKMU8FT57
2635.18000000
LIQUIDNET
008-52461
000103987
213800HSKBBO1GCVRG79
3207.61000000
CREDIT SUISSE FIRST BOSTON LLC.
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3123.93000000
MORGAN STANLEY & CO, INC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
10600.05000000
CITIGROUP GLOBAL MARKETS
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2119.94000000
RBC DAIN RAUSCHER INC.
008-45411
000031194
549300LCO2FLSSVFFR64
10462.44000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
4894.07000000
PERSHING LLC
008-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
1875.74000000
JEFFERIES LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1084.75000000
42323.26000000
J.P. MORGAN SECURITIES
008-35008
000000079
ZBUT11V806EZRVTWT807
12733800.00000000
12733800.00000000
N
1015091664.70375390
N
N
N
N
false
false
true
false
false
false
INTERNAL CONTROL RPT
2
SIMT_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, 2022, 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 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
directors 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 companys 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, 2022.
This report is intended solely for the information
and use of the 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.
KPMG LLP
Philadelphia, Pennsylvania
November 29, 2022