SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 98.5% |
|
|
|
|
|
|
|
|
|
Communication Services — 8.8% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
75,638 |
|
|
$ |
13,777 |
|
Alphabet Inc, Cl C |
|
|
144,235 |
|
|
|
26,455 |
|
AT&T Inc |
|
|
512,865 |
|
|
|
9,801 |
|
Comcast Corp, Cl A |
|
|
142,077 |
|
|
|
5,564 |
|
Fox Corp, Cl A |
|
|
57,265 |
|
|
|
1,968 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
4,722 |
|
|
|
339 |
|
Meta Platforms Inc, Cl A |
|
|
69,198 |
|
|
|
34,891 |
|
Netflix Inc * |
|
|
11,750 |
|
|
|
7,930 |
|
Nexstar Media Group Inc, Cl A |
|
|
28,996 |
|
|
|
4,814 |
|
Paramount Global, Cl B |
|
|
29,932 |
|
|
|
311 |
|
Pinterest Inc, Cl A * |
|
|
97,364 |
|
|
|
4,291 |
|
Spotify Technology SA * |
|
|
1,623 |
|
|
|
509 |
|
TEGNA Inc |
|
|
84,878 |
|
|
|
1,183 |
|
T-Mobile US Inc |
|
|
67,629 |
|
|
|
11,915 |
|
Verizon Communications Inc |
|
|
142,828 |
|
|
|
5,890 |
|
Walt Disney Co/The |
|
|
159,952 |
|
|
|
15,882 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
145,520 |
|
Consumer Discretionary — 9.4% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
177,699 |
|
|
|
34,340 |
|
Autoliv Inc |
|
|
15,778 |
|
|
|
1,688 |
|
AutoNation Inc * |
|
|
13,760 |
|
|
|
2,193 |
|
Bloomin' Brands Inc |
|
|
125,386 |
|
|
|
2,411 |
|
Booking Holdings Inc |
|
|
315 |
|
|
|
1,248 |
|
BorgWarner Inc |
|
|
51,591 |
|
|
|
1,663 |
|
Burlington Stores Inc * |
|
|
5,837 |
|
|
|
1,401 |
|
Deckers Outdoor Corp * |
|
|
2,357 |
|
|
|
2,281 |
|
Dick's Sporting Goods Inc |
|
|
27,956 |
|
|
|
6,006 |
|
Dillard's Inc, Cl A |
|
|
6,450 |
|
|
|
2,840 |
|
DraftKings Inc, Cl A * |
|
|
81,183 |
|
|
|
3,099 |
|
eBay Inc |
|
|
56,727 |
|
|
|
3,047 |
|
Ford Motor Co |
|
|
65,375 |
|
|
|
820 |
|
General Motors Co |
|
|
290,119 |
|
|
|
13,479 |
|
Goodyear Tire & Rubber Co/The * |
|
|
61,552 |
|
|
|
699 |
|
Harley-Davidson Inc, Cl A |
|
|
49,267 |
|
|
|
1,652 |
|
Home Depot Inc/The |
|
|
28,067 |
|
|
|
9,662 |
|
KB Home |
|
|
12,094 |
|
|
|
849 |
|
Kohl's Corp |
|
|
24,781 |
|
|
|
570 |
|
Lennar Corp, Cl A |
|
|
27,882 |
|
|
|
4,179 |
|
Lithia Motors Inc, Cl A |
|
|
10,795 |
|
|
|
2,725 |
|
Lululemon Athletica Inc * |
|
|
970 |
|
|
|
290 |
|
Magna International Inc, Cl A |
|
|
53,219 |
|
|
|
2,230 |
|
Marriott International Inc/MD, Cl A |
|
|
23,478 |
|
|
|
5,676 |
|
McDonald's Corp |
|
|
1,116 |
|
|
|
284 |
|
MercadoLibre Inc * |
|
|
3,664 |
|
|
|
6,021 |
|
NIKE Inc, Cl B |
|
|
122,430 |
|
|
|
9,228 |
|
Penske Automotive Group Inc, Cl A |
|
|
14,922 |
|
|
|
2,224 |
|
Phinia Inc |
|
|
12,286 |
|
|
|
484 |
|
Pool Corp |
|
|
6,454 |
|
|
|
1,983 |
|
PulteGroup Inc |
|
|
85,340 |
|
|
|
9,396 |
|
PVH Corp |
|
|
14,325 |
|
|
|
1,517 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Ross Stores Inc |
|
|
42,423 |
|
|
$ |
6,165 |
|
Tesla Inc * |
|
|
16,338 |
|
|
|
3,233 |
|
Whirlpool Corp |
|
|
27,260 |
|
|
|
2,786 |
|
Williams-Sonoma Inc |
|
|
22,142 |
|
|
|
6,252 |
|
Wingstop Inc, Cl A |
|
|
787 |
|
|
|
333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
154,954 |
|
Consumer Staples — 5.8% |
|
|
|
|
Altria Group Inc |
|
|
90,582 |
|
|
|
4,126 |
|
Ambev SA ADR |
|
|
248,008 |
|
|
|
508 |
|
Archer-Daniels-Midland Co |
|
|
32,708 |
|
|
|
1,977 |
|
Bunge Global SA |
|
|
12,997 |
|
|
|
1,388 |
|
Casey's General Stores Inc |
|
|
18,037 |
|
|
|
6,882 |
|
Coca-Cola Co/The |
|
|
51,380 |
|
|
|
3,270 |
|
Colgate-Palmolive Co |
|
|
22,128 |
|
|
|
2,147 |
|
Conagra Brands Inc |
|
|
263,174 |
|
|
|
7,479 |
|
Constellation Brands Inc, Cl A |
|
|
16,587 |
|
|
|
4,268 |
|
Costco Wholesale Corp |
|
|
8,607 |
|
|
|
7,316 |
|
Ingredion Inc |
|
|
43,691 |
|
|
|
5,011 |
|
Kenvue Inc |
|
|
207,123 |
|
|
|
3,766 |
|
Kraft Heinz Co/The |
|
|
8,297 |
|
|
|
267 |
|
Kroger Co/The |
|
|
310,770 |
|
|
|
15,517 |
|
Molson Coors Beverage Co, Cl B |
|
|
52,006 |
|
|
|
2,644 |
|
PepsiCo Inc |
|
|
59,963 |
|
|
|
9,890 |
|
Philip Morris International Inc |
|
|
47,940 |
|
|
|
4,858 |
|
Procter & Gamble Co/The |
|
|
7,998 |
|
|
|
1,319 |
|
Target Corp, Cl A |
|
|
37,098 |
|
|
|
5,492 |
|
Tyson Foods Inc, Cl A |
|
|
105,363 |
|
|
|
6,020 |
|
Walmart Inc |
|
|
14,474 |
|
|
|
980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,125 |
|
Energy — 4.1% |
|
|
|
|
APA Corp |
|
|
35,975 |
|
|
|
1,059 |
|
BP PLC ADR |
|
|
175,357 |
|
|
|
6,330 |
|
Canadian Natural Resources Ltd |
|
|
159,950 |
|
|
|
5,694 |
|
Cheniere Energy Inc |
|
|
17,498 |
|
|
|
3,059 |
|
Chevron Corp |
|
|
41,375 |
|
|
|
6,472 |
|
ConocoPhillips |
|
|
81,177 |
|
|
|
9,285 |
|
Devon Energy Corp |
|
|
71,669 |
|
|
|
3,397 |
|
Diamondback Energy Inc, Cl A |
|
|
30,355 |
|
|
|
6,077 |
|
Exxon Mobil Corp |
|
|
24,695 |
|
|
|
2,843 |
|
Halliburton Co |
|
|
9,856 |
|
|
|
333 |
|
HF Sinclair Corp |
|
|
33,490 |
|
|
|
1,786 |
|
Marathon Oil Corp |
|
|
45,524 |
|
|
|
1,305 |
|
Marathon Petroleum Corp |
|
|
29,810 |
|
|
|
5,172 |
|
Phillips 66 |
|
|
23,171 |
|
|
|
3,271 |
|
Scorpio Tankers Inc |
|
|
20,847 |
|
|
|
1,695 |
|
Shell PLC ADR |
|
|
69,710 |
|
|
|
5,032 |
|
Valero Energy Corp |
|
|
27,947 |
|
|
|
4,381 |
|
Williams Cos Inc/The |
|
|
8,256 |
|
|
|
351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,542 |
|
Financials — 12.6% |
|
|
|
|
Aflac Inc |
|
|
74,631 |
|
|
|
6,665 |
|
Allstate Corp/The |
|
|
52,322 |
|
|
|
8,354 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
American Financial Group Inc/OH |
|
|
10,346 |
|
|
$ |
1,273 |
|
American International Group Inc |
|
|
7,816 |
|
|
|
580 |
|
Ameriprise Financial Inc |
|
|
15,882 |
|
|
|
6,785 |
|
Bank of America Corp |
|
|
98,812 |
|
|
|
3,930 |
|
Bank of New York Mellon Corp/The |
|
|
19,244 |
|
|
|
1,153 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
33,746 |
|
|
|
13,728 |
|
Capital One Financial Corp |
|
|
30,336 |
|
|
|
4,200 |
|
Citigroup Inc |
|
|
295,297 |
|
|
|
18,740 |
|
Citizens Financial Group Inc |
|
|
9,142 |
|
|
|
329 |
|
Discover Financial Services |
|
|
43,633 |
|
|
|
5,708 |
|
East West Bancorp Inc |
|
|
22,300 |
|
|
|
1,633 |
|
Everest Group Ltd |
|
|
2,104 |
|
|
|
802 |
|
FactSet Research Systems Inc |
|
|
8,428 |
|
|
|
3,441 |
|
Fifth Third Bancorp |
|
|
58,545 |
|
|
|
2,136 |
|
First Horizon Corp |
|
|
78,064 |
|
|
|
1,231 |
|
Fiserv Inc, Cl A * |
|
|
3,764 |
|
|
|
561 |
|
Global Payments Inc |
|
|
82,982 |
|
|
|
8,024 |
|
Goldman Sachs Group Inc/The |
|
|
996 |
|
|
|
451 |
|
Hartford Financial Services Group Inc/The |
|
|
67,093 |
|
|
|
6,746 |
|
JPMorgan Chase & Co |
|
|
58,542 |
|
|
|
11,841 |
|
Kinsale Capital Group Inc |
|
|
13,464 |
|
|
|
5,187 |
|
M&T Bank Corp |
|
|
6,166 |
|
|
|
933 |
|
Mastercard Inc, Cl A |
|
|
1,978 |
|
|
|
873 |
|
MetLife Inc |
|
|
5,123 |
|
|
|
360 |
|
MGIC Investment Corp |
|
|
37,006 |
|
|
|
798 |
|
Moody's Corp |
|
|
23,613 |
|
|
|
9,939 |
|
Morgan Stanley |
|
|
56,533 |
|
|
|
5,494 |
|
MSCI Inc, Cl A |
|
|
15,807 |
|
|
|
7,615 |
|
Radian Group Inc |
|
|
47,300 |
|
|
|
1,471 |
|
Regions Financial Corp |
|
|
112,708 |
|
|
|
2,259 |
|
S&P Global Inc |
|
|
13,884 |
|
|
|
6,192 |
|
Starwood Property Trust Inc ‡ |
|
|
37,558 |
|
|
|
711 |
|
State Street Corp |
|
|
81,247 |
|
|
|
6,012 |
|
Stifel Financial Corp |
|
|
18,871 |
|
|
|
1,588 |
|
Synchrony Financial |
|
|
77,838 |
|
|
|
3,673 |
|
Truist Financial Corp |
|
|
8,968 |
|
|
|
348 |
|
Unum Group |
|
|
36,845 |
|
|
|
1,883 |
|
Visa Inc, Cl A |
|
|
97,986 |
|
|
|
25,718 |
|
Voya Financial Inc |
|
|
4,799 |
|
|
|
341 |
|
Wells Fargo & Co |
|
|
140,038 |
|
|
|
8,317 |
|
Willis Towers Watson PLC |
|
|
32,602 |
|
|
|
8,546 |
|
Zions Bancorp NA |
|
|
15,630 |
|
|
|
678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
207,247 |
|
Health Care — 13.4% |
|
|
|
|
AbbVie Inc |
|
|
31,042 |
|
|
|
5,324 |
|
Amgen Inc, Cl A |
|
|
21,703 |
|
|
|
6,781 |
|
Baxter International Inc |
|
|
112,272 |
|
|
|
3,756 |
|
Boston Scientific Corp * |
|
|
80,538 |
|
|
|
6,202 |
|
Bristol-Myers Squibb Co |
|
|
155,447 |
|
|
|
6,456 |
|
Cardinal Health Inc |
|
|
48,681 |
|
|
|
4,786 |
|
Centene Corp * |
|
|
9,478 |
|
|
|
628 |
|
Cigna Group/The |
|
|
4,286 |
|
|
|
1,417 |
|
CVS Health Corp |
|
|
187,434 |
|
|
|
11,070 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Danaher Corp, Cl A |
|
|
42,146 |
|
|
$ |
10,530 |
|
DaVita Inc * |
|
|
11,100 |
|
|
|
1,538 |
|
DENTSPLY SIRONA Inc |
|
|
124,353 |
|
|
|
3,098 |
|
Eli Lilly & Co |
|
|
22,937 |
|
|
|
20,767 |
|
Exelixis Inc * |
|
|
97,735 |
|
|
|
2,196 |
|
Gilead Sciences Inc |
|
|
63,484 |
|
|
|
4,356 |
|
GSK PLC ADR |
|
|
124,130 |
|
|
|
4,779 |
|
HCA Healthcare Inc |
|
|
22,784 |
|
|
|
7,320 |
|
Jazz Pharmaceuticals PLC * |
|
|
54,369 |
|
|
|
5,803 |
|
Johnson & Johnson |
|
|
152,472 |
|
|
|
22,285 |
|
Lantheus Holdings Inc * |
|
|
18,107 |
|
|
|
1,454 |
|
McKesson Corp |
|
|
21,810 |
|
|
|
12,738 |
|
Medtronic PLC |
|
|
79,267 |
|
|
|
6,239 |
|
Merck & Co Inc |
|
|
94,491 |
|
|
|
11,698 |
|
Mettler-Toledo International Inc * |
|
|
10,186 |
|
|
|
14,236 |
|
Natera Inc * |
|
|
53,357 |
|
|
|
5,778 |
|
Organon & Co |
|
|
153,308 |
|
|
|
3,173 |
|
Pfizer Inc |
|
|
237,127 |
|
|
|
6,635 |
|
Regeneron Pharmaceuticals Inc * |
|
|
522 |
|
|
|
549 |
|
Royalty Pharma PLC, Cl A |
|
|
14,878 |
|
|
|
392 |
|
Sanofi SA ADR |
|
|
40,173 |
|
|
|
1,949 |
|
STERIS PLC |
|
|
16,539 |
|
|
|
3,631 |
|
Stryker Corp |
|
|
15,104 |
|
|
|
5,139 |
|
United Therapeutics Corp * |
|
|
1,553 |
|
|
|
495 |
|
UnitedHealth Group Inc |
|
|
21,334 |
|
|
|
10,865 |
|
Vertex Pharmaceuticals Inc * |
|
|
670 |
|
|
|
314 |
|
Viatris Inc, Cl W |
|
|
302,646 |
|
|
|
3,217 |
|
Zoetis Inc, Cl A |
|
|
19,297 |
|
|
|
3,345 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
220,939 |
|
Industrials — 10.7% |
|
|
|
|
AerCap Holdings NV |
|
|
135,596 |
|
|
|
12,638 |
|
AGCO Corp |
|
|
28,514 |
|
|
|
2,791 |
|
Alaska Air Group Inc * |
|
|
80,294 |
|
|
|
3,244 |
|
Allison Transmission Holdings Inc |
|
|
37,699 |
|
|
|
2,861 |
|
American Airlines Group Inc * |
|
|
127,347 |
|
|
|
1,443 |
|
Automatic Data Processing Inc |
|
|
9,189 |
|
|
|
2,193 |
|
Caterpillar Inc, Cl A |
|
|
1,327 |
|
|
|
442 |
|
Chart Industries Inc * |
|
|
23,419 |
|
|
|
3,380 |
|
CNH Industrial NV |
|
|
22,669 |
|
|
|
230 |
|
Cummins Inc |
|
|
22,548 |
|
|
|
6,244 |
|
Delta Air Lines Inc, Cl A |
|
|
138,479 |
|
|
|
6,569 |
|
Eaton Corp PLC |
|
|
15,098 |
|
|
|
4,734 |
|
Equifax Inc |
|
|
5,150 |
|
|
|
1,249 |
|
FedEx Corp |
|
|
41,430 |
|
|
|
12,422 |
|
Fortive Corp |
|
|
128,972 |
|
|
|
9,557 |
|
GFL Environmental Inc |
|
|
175,739 |
|
|
|
6,842 |
|
GXO Logistics Inc * |
|
|
198,654 |
|
|
|
10,032 |
|
HEICO Corp |
|
|
38,369 |
|
|
|
8,580 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
10,975 |
|
|
|
2,704 |
|
Lockheed Martin Corp |
|
|
7,087 |
|
|
|
3,310 |
|
ManpowerGroup Inc |
|
|
45,042 |
|
|
|
3,144 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
18,673 |
|
|
|
3,298 |
|
Oshkosh Corp |
|
|
3,063 |
|
|
|
331 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Otis Worldwide Corp |
|
|
33,638 |
|
|
$ |
3,238 |
|
Owens Corning |
|
|
34,317 |
|
|
|
5,962 |
|
Parker-Hannifin Corp, Cl A |
|
|
616 |
|
|
|
312 |
|
Robert Half Inc |
|
|
6,850 |
|
|
|
438 |
|
Rollins Inc |
|
|
10,233 |
|
|
|
499 |
|
Ryder System Inc |
|
|
18,537 |
|
|
|
2,296 |
|
Snap-on Inc |
|
|
9,818 |
|
|
|
2,566 |
|
Textron Inc |
|
|
56,360 |
|
|
|
4,839 |
|
Timken Co/The |
|
|
57,812 |
|
|
|
4,633 |
|
Trane Technologies PLC |
|
|
2,585 |
|
|
|
850 |
|
TransDigm Group Inc |
|
|
15,440 |
|
|
|
19,726 |
|
Uber Technologies Inc * |
|
|
19,810 |
|
|
|
1,440 |
|
United Airlines Holdings Inc * |
|
|
25,256 |
|
|
|
1,229 |
|
Veralto Corp |
|
|
72,736 |
|
|
|
6,944 |
|
Vertiv Holdings Co, Cl A |
|
|
70,524 |
|
|
|
6,105 |
|
Waste Connections Inc |
|
|
42,033 |
|
|
|
7,371 |
|
WW Grainger Inc |
|
|
361 |
|
|
|
326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
177,012 |
|
Information Technology — 27.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,931 |
|
|
|
586 |
|
Adobe Inc * |
|
|
33,241 |
|
|
|
18,467 |
|
Advanced Micro Devices Inc * |
|
|
23,539 |
|
|
|
3,818 |
|
Amdocs Ltd |
|
|
51,821 |
|
|
|
4,090 |
|
Amkor Technology Inc |
|
|
51,908 |
|
|
|
2,077 |
|
Amphenol Corp, Cl A |
|
|
217,324 |
|
|
|
14,641 |
|
Analog Devices Inc |
|
|
25,977 |
|
|
|
5,929 |
|
Apple Inc |
|
|
275,787 |
|
|
|
58,086 |
|
Applied Materials Inc |
|
|
30,932 |
|
|
|
7,300 |
|
AppLovin Corp, Cl A * |
|
|
58,831 |
|
|
|
4,896 |
|
Arista Networks Inc * |
|
|
3,920 |
|
|
|
1,374 |
|
Arrow Electronics Inc, Cl A * |
|
|
20,514 |
|
|
|
2,477 |
|
Broadcom Inc |
|
|
16,411 |
|
|
|
26,348 |
|
Cadence Design Systems Inc * |
|
|
30,348 |
|
|
|
9,340 |
|
CDW Corp/DE |
|
|
5,941 |
|
|
|
1,330 |
|
Cirrus Logic Inc * |
|
|
12,623 |
|
|
|
1,611 |
|
Cisco Systems Inc |
|
|
151,519 |
|
|
|
7,199 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
865 |
|
|
|
331 |
|
Dell Technologies Inc, Cl C |
|
|
37,066 |
|
|
|
5,112 |
|
DXC Technology Co * |
|
|
63,528 |
|
|
|
1,213 |
|
Flex Ltd * |
|
|
73,140 |
|
|
|
2,157 |
|
Hewlett Packard Enterprise Co |
|
|
214,633 |
|
|
|
4,544 |
|
HP Inc |
|
|
124,604 |
|
|
|
4,364 |
|
HubSpot Inc * |
|
|
3,003 |
|
|
|
1,771 |
|
International Business Machines Corp |
|
|
24,273 |
|
|
|
4,198 |
|
Intuit Inc |
|
|
21,136 |
|
|
|
13,891 |
|
Jabil Inc |
|
|
50,593 |
|
|
|
5,504 |
|
KLA Corp |
|
|
407 |
|
|
|
336 |
|
Manhattan Associates Inc * |
|
|
6,974 |
|
|
|
1,720 |
|
Marvell Technology Inc |
|
|
55,669 |
|
|
|
3,891 |
|
Microchip Technology Inc |
|
|
96,980 |
|
|
|
8,874 |
|
Micron Technology Inc |
|
|
36,635 |
|
|
|
4,819 |
|
Microsoft Corp |
|
|
193,054 |
|
|
|
86,285 |
|
Monolithic Power Systems Inc |
|
|
672 |
|
|
|
552 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Motorola Solutions Inc |
|
|
12,942 |
|
|
$ |
4,996 |
|
NetApp Inc |
|
|
3,704 |
|
|
|
477 |
|
NVIDIA Corp |
|
|
370,896 |
|
|
|
45,820 |
|
ON Semiconductor Corp * |
|
|
18,961 |
|
|
|
1,300 |
|
Oracle Corp, Cl B |
|
|
85,325 |
|
|
|
12,048 |
|
QUALCOMM Inc |
|
|
44,283 |
|
|
|
8,820 |
|
Roper Technologies Inc |
|
|
17,699 |
|
|
|
9,976 |
|
Salesforce Inc |
|
|
41,041 |
|
|
|
10,552 |
|
SAP SE ADR |
|
|
63,923 |
|
|
|
12,894 |
|
ServiceNow Inc * |
|
|
5,415 |
|
|
|
4,260 |
|
Skyworks Solutions Inc |
|
|
3,042 |
|
|
|
324 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
10,858 |
|
|
|
1,887 |
|
Teradyne Inc |
|
|
47,876 |
|
|
|
7,100 |
|
Vontier Corp |
|
|
168,714 |
|
|
|
6,445 |
|
Xerox Holdings Corp |
|
|
26,315 |
|
|
|
306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
446,336 |
|
Materials — 2.9% |
|
|
|
|
Berry Global Group Inc |
|
|
31,426 |
|
|
|
1,849 |
|
Crown Holdings Inc |
|
|
63,953 |
|
|
|
4,757 |
|
Eastman Chemical Co |
|
|
50,439 |
|
|
|
4,942 |
|
FMC Corp |
|
|
92,162 |
|
|
|
5,304 |
|
Freeport-McMoRan Inc, Cl B |
|
|
9,431 |
|
|
|
458 |
|
Graphic Packaging Holding Co |
|
|
13,677 |
|
|
|
358 |
|
Linde PLC |
|
|
26,294 |
|
|
|
11,538 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,410 |
|
|
|
326 |
|
Martin Marietta Materials Inc, Cl A |
|
|
4,861 |
|
|
|
2,634 |
|
Mosaic Co/The |
|
|
15,728 |
|
|
|
455 |
|
O-I Glass Inc, Cl I * |
|
|
44,115 |
|
|
|
491 |
|
Reliance Inc |
|
|
22,400 |
|
|
|
6,397 |
|
Sherwin-Williams Co/The, Cl A |
|
|
10,212 |
|
|
|
3,048 |
|
Steel Dynamics Inc |
|
|
15,976 |
|
|
|
2,069 |
|
Sylvamo Corp |
|
|
40,871 |
|
|
|
2,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
47,430 |
|
Real Estate — 1.4% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
55,725 |
|
|
|
10,832 |
|
Equinix Inc ‡ |
|
|
4,064 |
|
|
|
3,075 |
|
Host Hotels & Resorts Inc ‡ |
|
|
128,264 |
|
|
|
2,306 |
|
Howard Hughes Holdings Inc * |
|
|
21,893 |
|
|
|
1,419 |
|
Omega Healthcare Investors Inc ‡ |
|
|
100,607 |
|
|
|
3,446 |
|
Sabra Health Care REIT Inc ‡ |
|
|
86,576 |
|
|
|
1,333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,411 |
|
Utilities — 2.3% |
|
|
|
|
Edison International |
|
|
104,559 |
|
|
|
7,508 |
|
Exelon Corp |
|
|
19,614 |
|
|
|
679 |
|
FirstEnergy Corp |
|
|
180,214 |
|
|
|
6,897 |
|
NextEra Energy Inc |
|
|
29,369 |
|
|
|
2,080 |
|
NRG Energy Inc |
|
|
155,921 |
|
|
|
12,140 |
|
UGI Corp |
|
|
120,360 |
|
|
|
2,756 |
|
Vistra Corp |
|
|
57,259 |
|
|
|
4,923 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xcel Energy Inc |
|
|
8,593 |
|
|
$ |
459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,442 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $927,888) ($ Thousands) |
|
|
|
|
|
|
1,621,958 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
16,397,249 |
|
|
|
16,397 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $16,397) ($ Thousands) |
|
|
|
|
|
|
16,397 |
|
Total Investments in Securities — 99.5% |
|
|
|
|
|
|
|
|
(Cost $944,285) ($ Thousands) |
|
$ |
1,638,355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
37 |
|
|
|
Sep-2024 |
|
|
$ |
10,202 |
|
|
$ |
10,215 |
|
|
$ |
13 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
2,084 |
|
|
|
2,071 |
|
|
|
(13 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
12,286 |
|
|
$ |
12,286 |
|
|
$ |
– |
|
|
Percentages are based on Net Assets of $1,646,385 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
33,884 |
|
|
$ |
(33,883 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
32 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
19,610 |
|
|
|
334,424 |
|
|
|
(337,637 |
) |
|
|
— |
|
|
|
— |
|
|
|
16,397 |
|
|
|
525 |
|
|
|
— |
|
Totals |
|
$ |
19,610 |
|
|
$ |
368,308 |
|
|
$ |
(371,520 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
16,397 |
|
|
$ |
557 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Value Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.0% |
|
|
|
|
|
|
|
|
|
Communication Services — 6.9% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
6,395 |
|
|
$ |
1,165 |
|
AT&T Inc |
|
|
1,513,244 |
|
|
|
28,918 |
|
BCE Inc |
|
|
269,805 |
|
|
|
8,734 |
|
Comcast Corp, Cl A |
|
|
502,980 |
|
|
|
19,697 |
|
Fox Corp, Cl A |
|
|
130,663 |
|
|
|
4,491 |
|
Meta Platforms Inc, Cl A |
|
|
6,377 |
|
|
|
3,215 |
|
Nexstar Media Group Inc, Cl A |
|
|
9,190 |
|
|
|
1,526 |
|
Omnicom Group Inc |
|
|
3,178 |
|
|
|
285 |
|
Paramount Global, Cl B |
|
|
48,751 |
|
|
|
506 |
|
TEGNA Inc |
|
|
94,393 |
|
|
|
1,316 |
|
T-Mobile US Inc |
|
|
51,428 |
|
|
|
9,060 |
|
Verizon Communications Inc |
|
|
163,590 |
|
|
|
6,746 |
|
Walt Disney Co/The |
|
|
52,590 |
|
|
|
5,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
90,881 |
|
Consumer Discretionary — 6.1% |
|
|
|
|
Autoliv Inc |
|
|
18,618 |
|
|
|
1,992 |
|
AutoNation Inc * |
|
|
12,701 |
|
|
|
2,024 |
|
Best Buy Co Inc |
|
|
2,761 |
|
|
|
233 |
|
Bloomin' Brands Inc |
|
|
59,825 |
|
|
|
1,151 |
|
BorgWarner Inc |
|
|
43,084 |
|
|
|
1,389 |
|
Dick's Sporting Goods Inc |
|
|
14,475 |
|
|
|
3,110 |
|
Dillard's Inc, Cl A |
|
|
5,918 |
|
|
|
2,606 |
|
eBay Inc |
|
|
71,133 |
|
|
|
3,821 |
|
Ford Motor Co |
|
|
185,547 |
|
|
|
2,327 |
|
General Motors Co |
|
|
369,298 |
|
|
|
17,158 |
|
Genuine Parts Co |
|
|
84,743 |
|
|
|
11,722 |
|
Goodyear Tire & Rubber Co/The * |
|
|
124,130 |
|
|
|
1,409 |
|
Harley-Davidson Inc, Cl A |
|
|
31,143 |
|
|
|
1,045 |
|
Kohl's Corp |
|
|
23,092 |
|
|
|
531 |
|
Lennar Corp, Cl A |
|
|
27,173 |
|
|
|
4,072 |
|
Lithia Motors Inc, Cl A |
|
|
9,350 |
|
|
|
2,360 |
|
Lowe's Cos Inc |
|
|
49,572 |
|
|
|
10,929 |
|
Magna International Inc, Cl A |
|
|
25,689 |
|
|
|
1,076 |
|
Penske Automotive Group Inc, Cl A |
|
|
13,566 |
|
|
|
2,022 |
|
Phinia Inc |
|
|
8,975 |
|
|
|
353 |
|
PulteGroup Inc |
|
|
45,443 |
|
|
|
5,003 |
|
PVH Corp |
|
|
14,047 |
|
|
|
1,487 |
|
Whirlpool Corp |
|
|
3,533 |
|
|
|
361 |
|
Williams-Sonoma Inc |
|
|
5,016 |
|
|
|
1,416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79,597 |
|
Consumer Staples — 8.8% |
|
|
|
|
Altria Group Inc |
|
|
213,204 |
|
|
|
9,711 |
|
Ambev SA ADR |
|
|
566,612 |
|
|
|
1,162 |
|
Archer-Daniels-Midland Co |
|
|
122,737 |
|
|
|
7,420 |
|
Bunge Global SA |
|
|
36,664 |
|
|
|
3,915 |
|
Conagra Brands Inc |
|
|
183,730 |
|
|
|
5,222 |
|
Diageo PLC ADR |
|
|
43,307 |
|
|
|
5,460 |
|
Ingredion Inc |
|
|
43,021 |
|
|
|
4,935 |
|
Kenvue Inc |
|
|
495,721 |
|
|
|
9,012 |
|
Kraft Heinz Co/The |
|
|
56,221 |
|
|
|
1,811 |
|
Kroger Co/The |
|
|
361,681 |
|
|
|
18,059 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Molson Coors Beverage Co, Cl B |
|
|
102,466 |
|
|
$ |
5,208 |
|
Philip Morris International Inc |
|
|
141,785 |
|
|
|
14,367 |
|
Target Corp, Cl A |
|
|
91,822 |
|
|
|
13,593 |
|
Tyson Foods Inc, Cl A |
|
|
101,205 |
|
|
|
5,783 |
|
Unilever PLC ADR |
|
|
176,365 |
|
|
|
9,698 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
115,356 |
|
Energy — 8.3% |
|
|
|
|
APA Corp |
|
|
66,628 |
|
|
|
1,962 |
|
BP PLC ADR |
|
|
150,091 |
|
|
|
5,418 |
|
Canadian Natural Resources Ltd |
|
|
68,490 |
|
|
|
2,438 |
|
Chevron Corp |
|
|
126,048 |
|
|
|
19,717 |
|
ConocoPhillips |
|
|
157,352 |
|
|
|
17,998 |
|
Devon Energy Corp |
|
|
74,768 |
|
|
|
3,544 |
|
Exxon Mobil Corp |
|
|
237,217 |
|
|
|
27,308 |
|
HF Sinclair Corp |
|
|
34,504 |
|
|
|
1,841 |
|
Marathon Oil Corp |
|
|
152,124 |
|
|
|
4,361 |
|
Marathon Petroleum Corp |
|
|
41,406 |
|
|
|
7,183 |
|
Phillips 66 |
|
|
34,812 |
|
|
|
4,914 |
|
Scorpio Tankers Inc |
|
|
16,794 |
|
|
|
1,365 |
|
Shell PLC ADR |
|
|
61,589 |
|
|
|
4,446 |
|
Valero Energy Corp |
|
|
42,298 |
|
|
|
6,631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109,126 |
|
Financials — 21.1% |
|
|
|
|
Aflac Inc |
|
|
66,830 |
|
|
|
5,969 |
|
Allstate Corp/The |
|
|
20,703 |
|
|
|
3,305 |
|
Ally Financial Inc |
|
|
31,400 |
|
|
|
1,246 |
|
American Financial Group Inc/OH |
|
|
20,349 |
|
|
|
2,503 |
|
American International Group Inc |
|
|
29,934 |
|
|
|
2,222 |
|
Ameriprise Financial Inc |
|
|
9,891 |
|
|
|
4,225 |
|
Bank of America Corp |
|
|
563,730 |
|
|
|
22,420 |
|
Bank of New York Mellon Corp/The |
|
|
181,889 |
|
|
|
10,893 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
24,361 |
|
|
|
9,910 |
|
Capital One Financial Corp |
|
|
36,143 |
|
|
|
5,004 |
|
Charles Schwab Corp/The |
|
|
43,038 |
|
|
|
3,172 |
|
Chubb Ltd |
|
|
73,572 |
|
|
|
18,767 |
|
Citigroup Inc |
|
|
525,266 |
|
|
|
33,333 |
|
Citizens Financial Group Inc |
|
|
86,176 |
|
|
|
3,105 |
|
Discover Financial Services |
|
|
28,824 |
|
|
|
3,770 |
|
East West Bancorp Inc |
|
|
9,104 |
|
|
|
667 |
|
Everest Group Ltd |
|
|
3,207 |
|
|
|
1,222 |
|
Fifth Third Bancorp |
|
|
107,240 |
|
|
|
3,913 |
|
First Horizon Corp |
|
|
89,989 |
|
|
|
1,419 |
|
Global Payments Inc |
|
|
50,266 |
|
|
|
4,861 |
|
Goldman Sachs Group Inc/The |
|
|
6,045 |
|
|
|
2,734 |
|
Hartford Financial Services Group Inc/The |
|
|
40,505 |
|
|
|
4,072 |
|
JPMorgan Chase & Co |
|
|
152,903 |
|
|
|
30,926 |
|
Lincoln National Corp |
|
|
44,524 |
|
|
|
1,385 |
|
M&T Bank Corp |
|
|
4,431 |
|
|
|
671 |
|
MetLife Inc |
|
|
85,353 |
|
|
|
5,991 |
|
MGIC Investment Corp |
|
|
70,662 |
|
|
|
1,523 |
|
Morgan Stanley |
|
|
138,891 |
|
|
|
13,499 |
|
Prudential Financial Inc |
|
|
25,446 |
|
|
|
2,982 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Value Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Radian Group Inc |
|
|
78,204 |
|
|
$ |
2,432 |
|
Regions Financial Corp |
|
|
201,984 |
|
|
|
4,048 |
|
State Street Corp |
|
|
47,517 |
|
|
|
3,516 |
|
Stifel Financial Corp |
|
|
5,543 |
|
|
|
466 |
|
Synchrony Financial |
|
|
143,384 |
|
|
|
6,766 |
|
T Rowe Price Group Inc |
|
|
12,215 |
|
|
|
1,409 |
|
Travelers Cos Inc/The |
|
|
48,299 |
|
|
|
9,821 |
|
Truist Financial Corp |
|
|
211,571 |
|
|
|
8,220 |
|
Unum Group |
|
|
64,517 |
|
|
|
3,297 |
|
Voya Financial Inc |
|
|
73,296 |
|
|
|
5,215 |
|
Wells Fargo & Co |
|
|
303,620 |
|
|
|
18,032 |
|
Willis Towers Watson PLC |
|
|
16,379 |
|
|
|
4,294 |
|
Zions Bancorp NA |
|
|
57,094 |
|
|
|
2,476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
275,701 |
|
Health Care — 14.3% |
|
|
|
|
AbbVie Inc |
|
|
1,490 |
|
|
|
256 |
|
Amgen Inc, Cl A |
|
|
15,559 |
|
|
|
4,861 |
|
Baxter International Inc |
|
|
126,007 |
|
|
|
4,215 |
|
Bristol-Myers Squibb Co |
|
|
184,917 |
|
|
|
7,680 |
|
Cardinal Health Inc |
|
|
67,710 |
|
|
|
6,657 |
|
Centene Corp * |
|
|
79,068 |
|
|
|
5,242 |
|
Cigna Group/The |
|
|
18,672 |
|
|
|
6,172 |
|
CVS Health Corp |
|
|
216,373 |
|
|
|
12,779 |
|
DaVita Inc * |
|
|
8,992 |
|
|
|
1,246 |
|
DENTSPLY SIRONA Inc |
|
|
119,430 |
|
|
|
2,975 |
|
Exelixis Inc * |
|
|
82,681 |
|
|
|
1,858 |
|
Gilead Sciences Inc |
|
|
118,904 |
|
|
|
8,158 |
|
GSK PLC ADR |
|
|
103,440 |
|
|
|
3,983 |
|
HCA Healthcare Inc |
|
|
8,699 |
|
|
|
2,795 |
|
Jazz Pharmaceuticals PLC * |
|
|
48,272 |
|
|
|
5,152 |
|
Johnson & Johnson |
|
|
144,849 |
|
|
|
21,171 |
|
Lantheus Holdings Inc * |
|
|
11,065 |
|
|
|
888 |
|
McKesson Corp |
|
|
15,388 |
|
|
|
8,987 |
|
Medtronic PLC |
|
|
178,084 |
|
|
|
14,017 |
|
Merck & Co Inc |
|
|
215,485 |
|
|
|
26,677 |
|
Novartis AG ADR |
|
|
97,131 |
|
|
|
10,341 |
|
Organon & Co |
|
|
182,570 |
|
|
|
3,779 |
|
Pfizer Inc |
|
|
529,776 |
|
|
|
14,823 |
|
Royalty Pharma PLC, Cl A |
|
|
123,593 |
|
|
|
3,259 |
|
Sanofi SA ADR |
|
|
48,458 |
|
|
|
2,351 |
|
United Therapeutics Corp * |
|
|
4,527 |
|
|
|
1,442 |
|
Viatris Inc, Cl W |
|
|
487,079 |
|
|
|
5,178 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
186,942 |
|
Industrials — 12.2% |
|
|
|
|
3M Co |
|
|
13,828 |
|
|
|
1,413 |
|
AerCap Holdings NV |
|
|
86,406 |
|
|
|
8,053 |
|
AGCO Corp |
|
|
31,476 |
|
|
|
3,081 |
|
Alaska Air Group Inc * |
|
|
75,140 |
|
|
|
3,036 |
|
Allison Transmission Holdings Inc |
|
|
63,525 |
|
|
|
4,821 |
|
American Airlines Group Inc * |
|
|
40,335 |
|
|
|
457 |
|
Caterpillar Inc, Cl A |
|
|
7,394 |
|
|
|
2,463 |
|
Chart Industries Inc * |
|
|
21,777 |
|
|
|
3,143 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CNH Industrial NV |
|
|
162,996 |
|
|
$ |
1,651 |
|
Cummins Inc |
|
|
21,465 |
|
|
|
5,944 |
|
Delta Air Lines Inc, Cl A |
|
|
164,310 |
|
|
|
7,795 |
|
FedEx Corp |
|
|
36,738 |
|
|
|
11,015 |
|
General Dynamics Corp |
|
|
60,416 |
|
|
|
17,529 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
15,488 |
|
|
|
3,815 |
|
Johnson Controls International PLC |
|
|
211,220 |
|
|
|
14,040 |
|
Lockheed Martin Corp |
|
|
5,386 |
|
|
|
2,516 |
|
ManpowerGroup Inc |
|
|
42,383 |
|
|
|
2,958 |
|
Mueller Industries Inc |
|
|
6,476 |
|
|
|
369 |
|
Oshkosh Corp |
|
|
10,013 |
|
|
|
1,083 |
|
Owens Corning |
|
|
35,493 |
|
|
|
6,166 |
|
PACCAR Inc |
|
|
24,109 |
|
|
|
2,482 |
|
RTX Corp |
|
|
167,067 |
|
|
|
16,772 |
|
Ryder System Inc |
|
|
31,013 |
|
|
|
3,842 |
|
Siemens AG ADR |
|
|
105,450 |
|
|
|
9,833 |
|
Snap-on Inc |
|
|
18,096 |
|
|
|
4,730 |
|
Textron Inc |
|
|
59,630 |
|
|
|
5,120 |
|
Timken Co/The |
|
|
47,421 |
|
|
|
3,800 |
|
United Airlines Holdings Inc * |
|
|
38,423 |
|
|
|
1,870 |
|
United Parcel Service Inc, Cl B |
|
|
69,337 |
|
|
|
9,489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
159,286 |
|
Information Technology — 9.8% |
|
|
|
|
Amdocs Ltd |
|
|
62,453 |
|
|
|
4,929 |
|
Amkor Technology Inc |
|
|
97,184 |
|
|
|
3,889 |
|
Applied Materials Inc |
|
|
15,694 |
|
|
|
3,704 |
|
Arrow Electronics Inc, Cl A * |
|
|
28,506 |
|
|
|
3,442 |
|
Broadcom Inc |
|
|
9,401 |
|
|
|
15,094 |
|
Cirrus Logic Inc * |
|
|
18,558 |
|
|
|
2,369 |
|
Cisco Systems Inc |
|
|
341,952 |
|
|
|
16,246 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
16,929 |
|
|
|
1,151 |
|
Dell Technologies Inc, Cl C |
|
|
45,945 |
|
|
|
6,336 |
|
DXC Technology Co * |
|
|
112,302 |
|
|
|
2,144 |
|
Flex Ltd * |
|
|
72,201 |
|
|
|
2,129 |
|
Hewlett Packard Enterprise Co |
|
|
337,327 |
|
|
|
7,141 |
|
HP Inc |
|
|
257,060 |
|
|
|
9,002 |
|
Intel Corp |
|
|
282,261 |
|
|
|
8,742 |
|
International Business Machines Corp |
|
|
24,115 |
|
|
|
4,171 |
|
Jabil Inc |
|
|
40,507 |
|
|
|
4,407 |
|
Micron Technology Inc |
|
|
21,970 |
|
|
|
2,890 |
|
Microsoft Corp |
|
|
25,507 |
|
|
|
11,400 |
|
ON Semiconductor Corp * |
|
|
41,261 |
|
|
|
2,828 |
|
QUALCOMM Inc |
|
|
19,370 |
|
|
|
3,858 |
|
Skyworks Solutions Inc |
|
|
21,767 |
|
|
|
2,320 |
|
Teradyne Inc |
|
|
37,608 |
|
|
|
5,577 |
|
Vontier Corp |
|
|
94,752 |
|
|
|
3,619 |
|
Xerox Holdings Corp |
|
|
13,557 |
|
|
|
158 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
127,546 |
|
Materials — 4.1% |
|
|
|
|
Berry Global Group Inc |
|
|
26,280 |
|
|
|
1,547 |
|
Crown Holdings Inc |
|
|
45,761 |
|
|
|
3,404 |
|
Dow Inc |
|
|
320,918 |
|
|
|
17,025 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Value Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Eastman Chemical Co |
|
|
46,097 |
|
|
$ |
4,516 |
|
FMC Corp |
|
|
93,175 |
|
|
|
5,362 |
|
Freeport-McMoRan Inc, Cl B |
|
|
17,624 |
|
|
|
856 |
|
Graphic Packaging Holding Co |
|
|
51,887 |
|
|
|
1,360 |
|
LyondellBasell Industries NV, Cl A |
|
|
46,631 |
|
|
|
4,461 |
|
Mosaic Co/The |
|
|
52,568 |
|
|
|
1,519 |
|
O-I Glass Inc, Cl I * |
|
|
56,355 |
|
|
|
627 |
|
Reliance Inc |
|
|
18,745 |
|
|
|
5,354 |
|
Steel Dynamics Inc |
|
|
41,467 |
|
|
|
5,370 |
|
Sylvamo Corp |
|
|
31,045 |
|
|
|
2,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
53,531 |
|
Real Estate — 2.9% |
|
|
|
|
Crown Castle Inc ‡ |
|
|
59,770 |
|
|
|
5,840 |
|
Healthpeak Properties Inc ‡ |
|
|
552,456 |
|
|
|
10,828 |
|
Host Hotels & Resorts Inc ‡ |
|
|
223,250 |
|
|
|
4,014 |
|
Howard Hughes Holdings Inc * |
|
|
44,213 |
|
|
|
2,866 |
|
Omega Healthcare Investors Inc ‡ |
|
|
77,424 |
|
|
|
2,652 |
|
Sabra Health Care REIT Inc ‡ |
|
|
143,789 |
|
|
|
2,214 |
|
VICI Properties Inc, Cl A ‡ |
|
|
340,826 |
|
|
|
9,761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,175 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 4.5% |
|
|
|
|
Duke Energy Corp |
|
|
122,415 |
|
|
$ |
12,270 |
|
Edison International |
|
|
88,155 |
|
|
|
6,330 |
|
Exelon Corp |
|
|
56,879 |
|
|
|
1,969 |
|
FirstEnergy Corp |
|
|
162,155 |
|
|
|
6,206 |
|
NextEra Energy Inc |
|
|
190,569 |
|
|
|
13,494 |
|
NRG Energy Inc |
|
|
128,958 |
|
|
|
10,041 |
|
UGI Corp |
|
|
125,169 |
|
|
|
2,866 |
|
Vistra Corp |
|
|
68,734 |
|
|
|
5,910 |
|
Xcel Energy Inc |
|
|
6,619 |
|
|
|
353 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
59,439 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $876,819) ($ Thousands) |
|
|
|
|
|
|
1,295,580 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
11,670,905 |
|
|
|
11,671 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,671) ($ Thousands) |
|
|
|
|
|
|
11,671 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $888,490) ($ Thousands) |
|
$ |
1,307,251 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
20 |
|
|
|
Sep-2024 |
|
|
$ |
5,526 |
|
|
$ |
5,521 |
|
|
$ |
(5 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
12 |
|
|
|
Sep-2024 |
|
|
|
3,556 |
|
|
|
3,550 |
|
|
|
(6 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
9,082 |
|
|
$ |
9,071 |
|
|
$ |
(11 |
) |
|
Percentages are based on Net Assets of $1,308,925 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
38 |
|
|
$ |
37,423 |
|
|
$ |
(37,467 |
) |
|
$ |
1 |
|
|
$ |
5 |
|
|
$ |
— |
|
|
$ |
18 |
|
|
$ |
4 |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,541 |
|
|
|
166,295 |
|
|
|
(164,165 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,671 |
|
|
|
412 |
|
|
|
— |
|
Totals |
|
$ |
9,579 |
|
|
$ |
203,718 |
|
|
$ |
(201,632 |
) |
|
$ |
1 |
|
|
$ |
5 |
|
|
$ |
11,671 |
|
|
$ |
430 |
|
|
$ |
4 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 96.0% |
|
|
|
|
|
|
|
|
|
Communication Services — 11.6% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
285,609 |
|
|
$ |
52,024 |
|
Alphabet Inc, Cl C |
|
|
122,932 |
|
|
|
22,548 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
45,971 |
|
|
|
3,303 |
|
Meta Platforms Inc, Cl A |
|
|
121,669 |
|
|
|
61,348 |
|
Netflix Inc * |
|
|
30,977 |
|
|
|
20,906 |
|
News Corp, Cl A |
|
|
123 |
|
|
|
3 |
|
Pinterest Inc, Cl A * |
|
|
225,573 |
|
|
|
9,941 |
|
Roku Inc, Cl A * |
|
|
11,051 |
|
|
|
662 |
|
Snap Inc, Cl A * |
|
|
30,179 |
|
|
|
501 |
|
Spotify Technology SA * |
|
|
14,569 |
|
|
|
4,572 |
|
Warner Bros Discovery Inc * |
|
|
175,694 |
|
|
|
1,307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
177,115 |
|
Consumer Discretionary — 12.3% |
|
|
|
|
ADT Inc |
|
|
42,592 |
|
|
|
324 |
|
Amazon.com Inc, Cl A * |
|
|
329,095 |
|
|
|
63,597 |
|
AutoZone Inc * |
|
|
7,753 |
|
|
|
22,981 |
|
Booking Holdings Inc |
|
|
1,418 |
|
|
|
5,617 |
|
Burlington Stores Inc * |
|
|
9,786 |
|
|
|
2,349 |
|
Caesars Entertainment Inc * |
|
|
51,410 |
|
|
|
2,043 |
|
Carnival Corp * |
|
|
36,366 |
|
|
|
681 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
97,650 |
|
|
|
6,118 |
|
Coupang Inc, Cl A * |
|
|
128,149 |
|
|
|
2,685 |
|
Deckers Outdoor Corp * |
|
|
5,404 |
|
|
|
5,231 |
|
DoorDash Inc, Cl A * |
|
|
21,853 |
|
|
|
2,377 |
|
DraftKings Inc, Cl A * |
|
|
88,518 |
|
|
|
3,379 |
|
Expedia Group Inc * |
|
|
7,914 |
|
|
|
997 |
|
Gap Inc/The |
|
|
54,020 |
|
|
|
1,290 |
|
General Motors Co |
|
|
76,232 |
|
|
|
3,542 |
|
H&R Block Inc |
|
|
24,030 |
|
|
|
1,303 |
|
Hilton Worldwide Holdings Inc |
|
|
25,370 |
|
|
|
5,536 |
|
Home Depot Inc/The |
|
|
7,896 |
|
|
|
2,718 |
|
Las Vegas Sands Corp |
|
|
4,439 |
|
|
|
196 |
|
Lowe's Cos Inc |
|
|
58,437 |
|
|
|
12,883 |
|
MercadoLibre Inc * |
|
|
3,450 |
|
|
|
5,670 |
|
MGM Resorts International * |
|
|
13,130 |
|
|
|
583 |
|
NIKE Inc, Cl B |
|
|
59,294 |
|
|
|
4,469 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
9,436 |
|
|
|
177 |
|
Phinia Inc |
|
|
5,260 |
|
|
|
207 |
|
PVH Corp |
|
|
11,143 |
|
|
|
1,180 |
|
Skechers USA Inc, Cl A * |
|
|
2,894 |
|
|
|
200 |
|
Tesla Inc * |
|
|
9,765 |
|
|
|
1,932 |
|
TJX Cos Inc/The |
|
|
176,521 |
|
|
|
19,435 |
|
Toll Brothers Inc |
|
|
27,844 |
|
|
|
3,207 |
|
Williams-Sonoma Inc |
|
|
8,471 |
|
|
|
2,392 |
|
Wingstop Inc, Cl A |
|
|
5,699 |
|
|
|
2,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
187,708 |
|
Consumer Staples — 3.8% |
|
|
|
|
Colgate-Palmolive Co |
|
|
156,511 |
|
|
|
15,188 |
|
Costco Wholesale Corp |
|
|
7,278 |
|
|
|
6,186 |
|
Freshpet Inc * |
|
|
15,442 |
|
|
|
1,998 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kraft Heinz Co/The |
|
|
56,757 |
|
|
$ |
1,829 |
|
Kroger Co/The |
|
|
37,741 |
|
|
|
1,884 |
|
PepsiCo Inc |
|
|
124,938 |
|
|
|
20,606 |
|
Performance Food Group Co * |
|
|
6,884 |
|
|
|
455 |
|
Philip Morris International Inc |
|
|
5,648 |
|
|
|
572 |
|
Procter & Gamble Co/The |
|
|
15,904 |
|
|
|
2,623 |
|
Target Corp, Cl A |
|
|
13,561 |
|
|
|
2,008 |
|
Walmart Inc |
|
|
68,653 |
|
|
|
4,649 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,998 |
|
Energy — 0.4% |
|
|
|
|
Cameco Corp |
|
|
42,753 |
|
|
|
2,103 |
|
Cheniere Energy Inc |
|
|
9,301 |
|
|
|
1,626 |
|
Ovintiv Inc |
|
|
4,216 |
|
|
|
198 |
|
PBF Energy Inc, Cl A |
|
|
14,148 |
|
|
|
651 |
|
SM Energy Co |
|
|
22,149 |
|
|
|
958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,536 |
|
Financials — 7.7% |
|
|
|
|
BlackRock Inc |
|
|
541 |
|
|
|
426 |
|
Block Inc, Cl A * |
|
|
28,935 |
|
|
|
1,866 |
|
Brown & Brown Inc |
|
|
2,596 |
|
|
|
232 |
|
Capital One Financial Corp |
|
|
15,146 |
|
|
|
2,097 |
|
Cboe Global Markets Inc |
|
|
24,385 |
|
|
|
4,147 |
|
Citigroup Inc |
|
|
23,686 |
|
|
|
1,503 |
|
CME Group Inc, Cl A |
|
|
69,066 |
|
|
|
13,578 |
|
Corebridge Financial Inc |
|
|
33,895 |
|
|
|
987 |
|
FactSet Research Systems Inc |
|
|
16,535 |
|
|
|
6,751 |
|
Fidelity National Information Services Inc, Cl B |
|
|
25,424 |
|
|
|
1,916 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
1,402 |
|
|
|
2,360 |
|
First Horizon Corp |
|
|
37,088 |
|
|
|
585 |
|
Fiserv Inc, Cl A * |
|
|
41,174 |
|
|
|
6,137 |
|
JPMorgan Chase & Co |
|
|
16,757 |
|
|
|
3,389 |
|
Mastercard Inc, Cl A |
|
|
40,630 |
|
|
|
17,924 |
|
MGIC Investment Corp |
|
|
32,016 |
|
|
|
690 |
|
Moody's Corp |
|
|
55,265 |
|
|
|
23,263 |
|
MSCI Inc, Cl A |
|
|
16,216 |
|
|
|
7,812 |
|
PayPal Holdings Inc * |
|
|
20,640 |
|
|
|
1,198 |
|
S&P Global Inc |
|
|
13,396 |
|
|
|
5,975 |
|
Tradeweb Markets Inc, Cl A |
|
|
3,257 |
|
|
|
345 |
|
Visa Inc, Cl A |
|
|
42,108 |
|
|
|
11,052 |
|
Wells Fargo & Co |
|
|
54,134 |
|
|
|
3,215 |
|
Western Union Co/The |
|
|
69,022 |
|
|
|
843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
118,291 |
|
Health Care — 10.2% |
|
|
|
|
AbbVie Inc |
|
|
3,116 |
|
|
|
534 |
|
agilon health Inc * |
|
|
22,181 |
|
|
|
145 |
|
Alnylam Pharmaceuticals Inc * |
|
|
3,018 |
|
|
|
733 |
|
Amgen Inc, Cl A |
|
|
7,585 |
|
|
|
2,370 |
|
Apellis Pharmaceuticals Inc * |
|
|
6,115 |
|
|
|
235 |
|
Becton Dickinson & Co |
|
|
28,589 |
|
|
|
6,682 |
|
Boston Scientific Corp * |
|
|
189,999 |
|
|
|
14,632 |
|
Bruker Corp |
|
|
9,897 |
|
|
|
632 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Cencora Inc, Cl A |
|
|
17,685 |
|
|
$ |
3,984 |
|
CVS Health Corp |
|
|
1,613 |
|
|
|
95 |
|
Danaher Corp, Cl A |
|
|
12,400 |
|
|
|
3,098 |
|
DaVita Inc * |
|
|
3,983 |
|
|
|
552 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
5,075 |
|
|
|
469 |
|
Eli Lilly & Co |
|
|
34,102 |
|
|
|
30,875 |
|
Exelixis Inc * |
|
|
7,998 |
|
|
|
180 |
|
Gilead Sciences Inc |
|
|
9,960 |
|
|
|
683 |
|
HCA Healthcare Inc |
|
|
15,266 |
|
|
|
4,905 |
|
Johnson & Johnson |
|
|
65,763 |
|
|
|
9,612 |
|
Madrigal Pharmaceuticals Inc * |
|
|
808 |
|
|
|
226 |
|
McKesson Corp |
|
|
19,718 |
|
|
|
11,516 |
|
Medpace Holdings Inc * |
|
|
1,978 |
|
|
|
815 |
|
Mettler-Toledo International Inc * |
|
|
6,186 |
|
|
|
8,645 |
|
Natera Inc * |
|
|
85,081 |
|
|
|
9,213 |
|
Neurocrine Biosciences Inc * |
|
|
309 |
|
|
|
43 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,548 |
|
|
|
2,678 |
|
ResMed Inc |
|
|
9,253 |
|
|
|
1,771 |
|
Sarepta Therapeutics Inc * |
|
|
2,562 |
|
|
|
405 |
|
Stryker Corp |
|
|
23,953 |
|
|
|
8,150 |
|
Tenet Healthcare Corp * |
|
|
1,629 |
|
|
|
217 |
|
UnitedHealth Group Inc |
|
|
50,350 |
|
|
|
25,641 |
|
Universal Health Services Inc, Cl B |
|
|
6,343 |
|
|
|
1,173 |
|
Vaxcyte Inc * |
|
|
20,125 |
|
|
|
1,520 |
|
Vertex Pharmaceuticals Inc * |
|
|
6,611 |
|
|
|
3,099 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
155,528 |
|
Industrials — 7.2% |
|
|
|
|
Allison Transmission Holdings Inc |
|
|
14,986 |
|
|
|
1,137 |
|
API Group Corp * |
|
|
7,964 |
|
|
|
300 |
|
Boeing Co/The * |
|
|
5,519 |
|
|
|
1,005 |
|
Carrier Global Corp |
|
|
200,790 |
|
|
|
12,666 |
|
Core & Main Inc, Cl A * |
|
|
56,514 |
|
|
|
2,766 |
|
Eaton Corp PLC |
|
|
11,182 |
|
|
|
3,506 |
|
EMCOR Group Inc |
|
|
3,131 |
|
|
|
1,143 |
|
FedEx Corp |
|
|
2,509 |
|
|
|
752 |
|
General Electric Co |
|
|
2,246 |
|
|
|
357 |
|
GFL Environmental Inc |
|
|
160,824 |
|
|
|
6,261 |
|
Graco Inc |
|
|
96,723 |
|
|
|
7,668 |
|
HEICO Corp, Cl A |
|
|
36,225 |
|
|
|
6,431 |
|
Howmet Aerospace Inc |
|
|
27,734 |
|
|
|
2,153 |
|
Lennox International Inc |
|
|
6,929 |
|
|
|
3,707 |
|
Lockheed Martin Corp |
|
|
7,646 |
|
|
|
3,571 |
|
Masco Corp |
|
|
12,649 |
|
|
|
843 |
|
Middleby Corp/The * |
|
|
25,170 |
|
|
|
3,086 |
|
Northrop Grumman Corp |
|
|
1,672 |
|
|
|
729 |
|
Otis Worldwide Corp |
|
|
114,835 |
|
|
|
11,054 |
|
RTX Corp |
|
|
14,320 |
|
|
|
1,438 |
|
Trane Technologies PLC |
|
|
29,965 |
|
|
|
9,856 |
|
TransDigm Group Inc |
|
|
5,110 |
|
|
|
6,529 |
|
TransUnion |
|
|
13,525 |
|
|
|
1,003 |
|
Uber Technologies Inc * |
|
|
2,939 |
|
|
|
214 |
|
United Airlines Holdings Inc * |
|
|
36,184 |
|
|
|
1,761 |
|
Vertiv Holdings Co, Cl A |
|
|
140,157 |
|
|
|
12,133 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
WESCO International Inc |
|
|
15,557 |
|
|
$ |
2,466 |
|
Westinghouse Air Brake Technologies Corp |
|
|
36,187 |
|
|
|
5,719 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
110,254 |
|
Information Technology — 39.3% |
|
|
|
|
Adobe Inc * |
|
|
41,445 |
|
|
|
23,024 |
|
Advanced Micro Devices Inc * |
|
|
41,463 |
|
|
|
6,726 |
|
Allegro MicroSystems Inc * |
|
|
9,845 |
|
|
|
278 |
|
Amphenol Corp, Cl A |
|
|
137,032 |
|
|
|
9,232 |
|
Analog Devices Inc |
|
|
95,237 |
|
|
|
21,739 |
|
Apple Inc |
|
|
435,759 |
|
|
|
91,780 |
|
Applied Materials Inc |
|
|
62,612 |
|
|
|
14,776 |
|
AppLovin Corp, Cl A * |
|
|
185,109 |
|
|
|
15,405 |
|
Arista Networks Inc * |
|
|
35,753 |
|
|
|
12,531 |
|
Atlassian Corp, Cl A * |
|
|
24,158 |
|
|
|
4,273 |
|
Autodesk Inc, Cl A * |
|
|
13,696 |
|
|
|
3,389 |
|
Broadcom Inc |
|
|
13,978 |
|
|
|
22,442 |
|
Cadence Design Systems Inc * |
|
|
22,435 |
|
|
|
6,904 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
39,041 |
|
|
|
14,960 |
|
DocuSign Inc, Cl A * |
|
|
18,409 |
|
|
|
985 |
|
DoubleVerify Holdings Inc * |
|
|
7,677 |
|
|
|
149 |
|
Dropbox Inc, Cl A * |
|
|
37,082 |
|
|
|
833 |
|
Fortinet Inc * |
|
|
19,010 |
|
|
|
1,146 |
|
Hewlett Packard Enterprise Co |
|
|
87,021 |
|
|
|
1,842 |
|
HubSpot Inc * |
|
|
15,453 |
|
|
|
9,114 |
|
Intel Corp |
|
|
24,814 |
|
|
|
769 |
|
Intuit Inc |
|
|
9,149 |
|
|
|
6,013 |
|
Jabil Inc |
|
|
4,646 |
|
|
|
505 |
|
KLA Corp |
|
|
6,592 |
|
|
|
5,435 |
|
Kyndryl Holdings Inc * |
|
|
76,262 |
|
|
|
2,006 |
|
Lattice Semiconductor Corp * |
|
|
12,006 |
|
|
|
696 |
|
Manhattan Associates Inc * |
|
|
22,602 |
|
|
|
5,575 |
|
Marvell Technology Inc |
|
|
99,680 |
|
|
|
6,968 |
|
Microchip Technology Inc |
|
|
14,306 |
|
|
|
1,309 |
|
Micron Technology Inc |
|
|
69,557 |
|
|
|
9,149 |
|
Microsoft Corp |
|
|
394,398 |
|
|
|
176,276 |
|
Nutanix Inc, Cl A * |
|
|
14,042 |
|
|
|
798 |
|
NVIDIA Corp |
|
|
593,243 |
|
|
|
73,289 |
|
Oracle Corp, Cl B |
|
|
129,489 |
|
|
|
18,284 |
|
Pegasystems Inc |
|
|
20,421 |
|
|
|
1,236 |
|
Procore Technologies Inc * |
|
|
56,779 |
|
|
|
3,765 |
|
Pure Storage Inc, Cl A * |
|
|
5,215 |
|
|
|
335 |
|
QUALCOMM Inc |
|
|
18,167 |
|
|
|
3,619 |
|
Salesforce Inc |
|
|
5,110 |
|
|
|
1,314 |
|
ServiceNow Inc * |
|
|
9,114 |
|
|
|
7,170 |
|
Smartsheet Inc, Cl A * |
|
|
2,282 |
|
|
|
101 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
62,196 |
|
|
|
10,810 |
|
TE Connectivity Ltd |
|
|
2,352 |
|
|
|
354 |
|
UiPath Inc, Cl A * |
|
|
88,631 |
|
|
|
1,124 |
|
Universal Display Corp |
|
|
810 |
|
|
|
170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
598,598 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Materials — 2.1% |
|
|
|
|
Ardagh Metal Packaging SA |
|
|
119,108 |
|
|
$ |
405 |
|
Ecolab Inc |
|
|
1,300 |
|
|
|
309 |
|
Freeport-McMoRan Inc, Cl B |
|
|
40,709 |
|
|
|
1,979 |
|
Ginkgo Bioworks Holdings Inc * |
|
|
749,768 |
|
|
|
251 |
|
Linde PLC |
|
|
30,633 |
|
|
|
13,442 |
|
Martin Marietta Materials Inc, Cl A |
|
|
4,858 |
|
|
|
2,632 |
|
PPG Industries Inc |
|
|
1,082 |
|
|
|
136 |
|
Sherwin-Williams Co/The, Cl A |
|
|
37,452 |
|
|
|
11,177 |
|
Steel Dynamics Inc |
|
|
11,254 |
|
|
|
1,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,788 |
|
Real Estate — 0.5% |
|
|
|
|
Brixmor Property Group Inc ‡ |
|
|
86,665 |
|
|
|
2,001 |
|
Invitation Homes Inc ‡ |
|
|
51,847 |
|
|
|
1,861 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
12,275 |
|
|
|
1,467 |
|
Ventas Inc ‡ |
|
|
40,466 |
|
|
|
2,074 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,403 |
|
Utilities — 0.9% |
|
|
|
|
Constellation Energy Corp |
|
|
17,797 |
|
|
|
3,564 |
|
Dominion Energy Inc |
|
|
49,818 |
|
|
|
2,441 |
|
Entergy Corp |
|
|
11,803 |
|
|
|
1,263 |
|
NextEra Energy Inc |
|
|
2,687 |
|
|
|
190 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
NRG Energy Inc |
|
|
27,411 |
|
|
$ |
2,134 |
|
PG&E Corp |
|
|
15,516 |
|
|
|
271 |
|
Vistra Corp |
|
|
42,539 |
|
|
|
3,658 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,521 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $682,583) ($ Thousands) |
|
|
|
|
|
|
1,463,740 |
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION — 2.4% |
United States Treasury Bill |
|
|
|
|
|
|
|
|
5.320%, 08/29/2024 (A) |
|
$ |
36,317 |
|
|
|
36,004 |
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $36,005) ($ Thousands) |
|
|
36,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
21,012,758 |
|
|
|
21,013 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $21,013) ($ Thousands) |
|
|
|
|
|
|
21,013 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $739,601) ($ Thousands) |
|
$ |
1,520,757 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NASDAQ 100 Index E-MINI |
|
|
15 |
|
|
|
Sep-2024 |
|
|
$ |
6,017 |
|
|
$ |
5,978 |
|
|
$ |
(39 |
) |
S&P 500 Index E-MINI |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
6,090 |
|
|
|
6,073 |
|
|
|
(17 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
21 |
|
|
|
Sep-2024 |
|
|
|
6,207 |
|
|
|
6,212 |
|
|
|
5 |
|
|
|
|
|
|
|
|
|
|
|
$ |
18,314 |
|
|
$ |
18,263 |
|
|
$ |
(51 |
) |
A list of the open OTC swap agreements held by the Fund at June 30, 2024 is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
United States Custom
Basket of Securities |
|
|
New York Federal Overnight Bank Fund Rate +0.40% |
|
|
|
Asset Returns |
|
|
|
Annually |
|
|
|
09/15/2025 |
|
|
|
USD |
|
|
$ |
34,814 |
|
|
$ |
1,366 |
|
|
$ |
– |
|
|
$ |
1,366 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,366 |
|
|
$ |
– |
|
|
$ |
1,366 |
|
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of June 30, 2024:
United States Custom Basket of Long Securities
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,447 |
|
LAM RESEARCH CORP REGISTERED SHS |
|
$ |
5,838 |
|
|
$ |
(38 |
) |
|
|
16.8 |
% |
|
|
23,994 |
|
ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY |
|
|
3,578 |
|
|
|
240 |
|
|
|
10.3 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Continued)
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,836 |
|
GOLDMAN SACHS GROUP INC REGISTERED SHS |
|
$ |
3,528 |
|
|
$ |
9 |
|
|
|
10.1 |
% |
|
|
77,303 |
|
SYNCHRONY FINANCIAL REGISTERED SHS |
|
|
3,331 |
|
|
|
310 |
|
|
|
9.6 |
|
|
|
22,500 |
|
SIMON PROPERTY GROUP INC REGISTERED SHS |
|
|
3,323 |
|
|
|
86 |
|
|
|
9.5 |
|
|
|
47,534 |
|
PURE STORAGE INC REGISTERED SHS -A- |
|
|
3,223 |
|
|
|
(178 |
) |
|
|
9.3 |
|
|
|
13,406 |
|
EQUIFAX INC REGISTERED SHS |
|
|
3,205 |
|
|
|
39 |
|
|
|
9.2 |
|
|
|
188,440 |
|
NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS |
|
|
3,187 |
|
|
|
348 |
|
|
|
9.2 |
|
|
|
43,727 |
|
EDISON INTERNATIONAL REGISTERED SHS |
|
|
3,128 |
|
|
|
6 |
|
|
|
9.0 |
|
|
|
19,082 |
|
GENERAL ELECTRIC CO (DOING BUSINESS AS GE AEROSPAC |
|
|
3,115 |
|
|
|
(88 |
) |
|
|
8.9 |
|
|
|
22,412 |
|
INTERCONTINENTAL EXCHANGE INC REGISTERED SHS |
|
|
3,053 |
|
|
|
9 |
|
|
|
8.8 |
|
|
|
18,764 |
|
ATLASSIAN CORP REGISTERED SHS -A- |
|
|
2,939 |
|
|
|
374 |
|
|
|
8.4 |
|
|
|
24,134 |
|
PULTEGROUP INC REGISTERED SHS |
|
|
2,761 |
|
|
|
(105 |
) |
|
|
7.9 |
|
|
|
19,302 |
|
DELL TECHNOLOGIES INC REGISTERED SHS -C- |
|
|
2,741 |
|
|
|
(65 |
) |
|
|
7.9 |
|
|
|
48,776 |
|
NUTANIX INC REGISTERED SHS -A- |
|
|
2,664 |
|
|
|
103 |
|
|
|
7.7 |
|
|
|
4,109 |
|
UNITED RENTALS INC REGISTERED SHS |
|
|
2,545 |
|
|
|
107 |
|
|
|
7.3 |
|
|
|
20,478 |
|
EXPEDIA GROUP INC REGISTERED SHS |
|
|
2,541 |
|
|
|
34 |
|
|
|
7.3 |
|
|
|
3,743 |
|
NETFLIX INC REGISTERED SHS |
|
|
2,530 |
|
|
|
(10 |
) |
|
|
7.3 |
|
|
|
80,289 |
|
INTEL CORP REGISTERED SHS |
|
|
2,487 |
|
|
|
(6 |
) |
|
|
7.1 |
|
|
|
13,883 |
|
BOEING CO REGISTERED SHS |
|
|
2,477 |
|
|
|
45 |
|
|
|
7.1 |
|
|
|
91,729 |
|
NEWS CORP REGISTERED SHS -A- |
|
|
2,464 |
|
|
|
60 |
|
|
|
7.1 |
|
|
|
28,578 |
|
TEXTRON INC REGISTERED SHS |
|
|
2,455 |
|
|
|
(7 |
) |
|
|
7.1 |
|
|
|
26,839 |
|
MICROCHIP TECHNOLOGY INC REGISTERED SHS |
|
|
2,443 |
|
|
|
8 |
|
|
|
7.0 |
|
|
|
24,061 |
|
CARDINAL HEALTH INC REGISTERED SHS |
|
|
2,429 |
|
|
|
(68 |
) |
|
|
7.0 |
|
|
|
4,965 |
|
MICROSOFT CORP REGISTERED SHS |
|
|
2,226 |
|
|
|
(10 |
) |
|
|
6.4 |
|
|
|
106,208 |
|
DROPBOX INC REGISTERED SHS -A- |
|
|
2,223 |
|
|
|
159 |
|
|
|
6.4 |
|
|
|
41,013 |
|
US FOODS HOLDING CORP REGISTERED SHS |
|
|
2,188 |
|
|
|
(25 |
) |
|
|
6.3 |
|
|
|
139,277 |
|
CARNIVAL CORPORATION SHS |
|
|
2,185 |
|
|
|
417 |
|
|
|
6.3 |
|
|
|
292,138 |
|
WARNER BROS. DISCOVERY INC REGISTERED SHS SERIES - |
|
|
2,092 |
|
|
|
77 |
|
|
|
6.0 |
|
|
|
17,353 |
|
TOLL BROTHERS INC REGISTERED SHS |
|
|
2,089 |
|
|
|
(94 |
) |
|
|
6.0 |
|
|
|
14,064 |
|
MICRON TECHNOLOGY INC REGISTERED SHS |
|
|
2,079 |
|
|
|
(270 |
) |
|
|
6.0 |
|
|
|
12,846 |
|
ALLSTATE CORP REGISTERED SHS |
|
|
2,039 |
|
|
|
8 |
|
|
|
5.9 |
|
|
|
7,644 |
|
FEDEX CORP REGISTERED SHS |
|
|
1,911 |
|
|
|
387 |
|
|
|
5.5 |
|
|
|
22,033 |
|
POPULAR INC REGISTERED SHS |
|
|
1,872 |
|
|
|
72 |
|
|
|
5.4 |
|
|
|
8,853 |
|
TRAVELERS COMPANIES INC REGISTERED SHS |
|
|
1,843 |
|
|
|
(46 |
) |
|
|
5.3 |
|
|
|
13,216 |
|
TENET HEALTHCARE CORP REGISTERED SHS |
|
|
1,809 |
|
|
|
(55 |
) |
|
|
5.2 |
|
|
|
23,916 |
|
ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS |
|
|
1,762 |
|
|
|
52 |
|
|
|
5.1 |
|
|
|
28,775 |
|
CVS HEALTH CORP REGISTERED SHS |
|
|
1,758 |
|
|
|
(62 |
) |
|
|
5.0 |
|
|
|
24,280 |
|
TRANSUNION REGISTERED SHS |
|
|
1,732 |
|
|
|
65 |
|
|
|
5.0 |
|
|
|
27,382 |
|
INCYTE CORP REGISTERED SHS |
|
|
1,717 |
|
|
|
(60 |
) |
|
|
4.9 |
|
|
|
27,960 |
|
PAYPAL HOLDINGS INC REGISTERED SHS |
|
|
1,681 |
|
|
|
(62 |
) |
|
|
4.8 |
|
|
|
17,422 |
|
NIKE INC SHS -B- |
|
|
1,649 |
|
|
|
(339 |
) |
|
|
4.7 |
|
|
|
116,493 |
|
KEYCORP REGISTERED SHS |
|
|
1,580 |
|
|
|
72 |
|
|
|
4.5 |
|
|
|
4,054 |
|
EVEREST GROUP LTD REGISTERED SHS |
|
|
1,526 |
|
|
|
16 |
|
|
|
4.4 |
|
|
|
36,080 |
|
SMARTSHEET INC REGISTERED SHS -A- |
|
|
1,511 |
|
|
|
77 |
|
|
|
4.3 |
|
|
|
21,364 |
|
MASCO CORP REGISTERED SHS |
|
|
1,485 |
|
|
|
(64 |
) |
|
|
4.3 |
|
|
|
1,605 |
|
ELI LILLY & CO REGISTERED SHS |
|
|
1,420 |
|
|
|
33 |
|
|
|
4.1 |
|
|
|
78,460 |
|
LIBERTY GLOBAL LTD 3REGISTERED SHS -C- |
|
|
1,417 |
|
|
|
(19 |
) |
|
|
4.1 |
|
|
|
23,134 |
|
LATTICE SEMICONDUCTOR CORP REGISTERED SHS |
|
|
1,389 |
|
|
|
(50 |
) |
|
|
4.0 |
|
|
|
64,743 |
|
SLM CORP REGISTERED SHS |
|
|
1,323 |
|
|
|
20 |
|
|
|
3.8 |
|
|
|
5,940 |
|
QUALCOMM INC REGISTERED SHS |
|
|
1,320 |
|
|
|
(140 |
) |
|
|
3.8 |
|
|
|
16,672 |
|
FIDELITY NATIONAL INFORMATION SERVICES INC REGISTE |
|
|
1,269 |
|
|
|
(15 |
) |
|
|
3.6 |
|
|
|
34,965 |
|
INVITATION HOMES INC REGISTERED SHS |
|
|
1,242 |
|
|
|
21 |
|
|
|
3.6 |
|
|
|
8,822 |
|
NEUROCRINE BIOSCIENCES INC REGISTERED SHS |
|
|
1,194 |
|
|
|
19 |
|
|
|
3.4 |
|
|
|
66,658 |
|
PG&E CORPORATION REGISTERED SHS |
|
|
1,185 |
|
|
|
(23 |
) |
|
|
3.4 |
|
|
|
19,374 |
|
FORTINET INC REGISTERED SHS |
|
|
1,180 |
|
|
|
(15 |
) |
|
|
3.4 |
|
|
|
5,489 |
|
RESMED INC REGISTERED SHS |
|
|
1,155 |
|
|
|
(106 |
) |
|
|
3.3 |
|
|
|
160,132 |
|
ADT INC REGISTERED SHS |
|
|
1,148 |
|
|
|
66 |
|
|
|
3.3 |
|
|
|
10,729 |
|
SKYWORKS SOLUTIONS INC REGISTERED SHS |
|
|
1,140 |
|
|
|
1 |
|
|
|
3.3 |
|
|
|
8,586 |
|
AGILENT TECHNOLOGIES INC REGISTERED SHS |
|
|
1,132 |
|
|
|
(21 |
) |
|
|
3.3 |
|
|
|
9,592 |
|
SAREPTA THERAPEUTICS INC REGISTERED SHS |
|
|
1,121 |
|
|
|
393 |
|
|
|
3.2 |
|
|
|
12,227 |
|
VERTIV HOLDINGS CO REGISTERED SHS -A- |
|
|
1,095 |
|
|
|
(39 |
) |
|
|
3.1 |
|
|
|
50,138 |
|
EXELIXIS INC REGISTERED SHS |
|
|
1,092 |
|
|
|
32 |
|
|
|
3.1 |
|
|
|
106,138 |
|
VIATRIS INC REGISTERED SHS |
|
|
1,073 |
|
|
|
53 |
|
|
|
3.1 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Continued)
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,045 |
|
WORKDAY INC SHS -A- |
|
$ |
1,072 |
|
|
$ |
73 |
|
|
|
3.1 |
% |
|
|
2,332 |
|
LOCKHEED MARTIN CORP REGISTERED SHS |
|
|
1,070 |
|
|
|
17 |
|
|
|
3.1 |
|
|
|
20,515 |
|
VENTAS INC REGISTERED SHS |
|
|
1,026 |
|
|
|
24 |
|
|
|
2.9 |
|
|
|
11,873 |
|
MEDTRONIC PLC REGISTERED SHS |
|
|
949 |
|
|
|
(8 |
) |
|
|
2.7 |
|
|
|
6,546 |
|
TARGET CORP REGISTERED SHS |
|
|
949 |
|
|
|
18 |
|
|
|
2.7 |
|
|
|
6,614 |
|
CAPITAL ONE FINANCIAL CORP REGISTERED SHS |
|
|
907 |
|
|
|
7 |
|
|
|
2.6 |
|
|
|
13,437 |
|
WALMART INC REGISTERED SHS |
|
|
906 |
|
|
|
2 |
|
|
|
2.6 |
|
|
|
2,681 |
|
CATERPILLAR INC REGISTERED SHS |
|
|
864 |
|
|
|
34 |
|
|
|
2.5 |
|
|
|
14,593 |
|
TAYLOR MORRISON HOME CORPORATION REGISTERED SHS |
|
|
818 |
|
|
|
(18 |
) |
|
|
2.3 |
|
|
|
17,291 |
|
SM ENERGY CO REGISTERED SHS |
|
|
800 |
|
|
|
(54 |
) |
|
|
2.3 |
|
|
|
1,525 |
|
ADOBE INC REGISTERED SHS |
|
|
791 |
|
|
|
54 |
|
|
|
2.3 |
|
|
|
66,170 |
|
UIPATH INC REGISTERED SHS -A- |
|
|
753 |
|
|
|
85 |
|
|
|
2.2 |
|
|
|
50,520 |
|
FIRST HORIZON CORPORATION REGISTERED SHS |
|
|
731 |
|
|
|
65 |
|
|
|
2.1 |
|
|
|
6,209 |
|
LAMAR ADVERTISING CO REGISTERED SHS -A- |
|
|
710 |
|
|
|
39 |
|
|
|
2.0 |
|
|
|
13,878 |
|
DOMINION ENERGY INC REGISTERED SHS |
|
|
686 |
|
|
|
(8 |
) |
|
|
2.0 |
|
|
|
13,244 |
|
H.& R.BLOCK INC REGISTERED SHS |
|
|
686 |
|
|
|
31 |
|
|
|
2.0 |
|
|
|
40,850 |
|
SNAP INC REGISTERED SHS -A- |
|
|
647 |
|
|
|
30 |
|
|
|
1.9 |
|
|
|
5,471 |
|
ELASTIC N.V. BEARER AND REGISTERED SHARES |
|
|
615 |
|
|
|
7 |
|
|
|
1.8 |
|
|
|
770 |
|
BLACKROCK INC REGISTERED SHS |
|
|
601 |
|
|
|
4 |
|
|
|
1.7 |
|
|
|
23,566 |
|
ALKERMES PLC REGISTERED SHS |
|
|
589 |
|
|
|
(23 |
) |
|
|
1.7 |
|
|
|
3,199 |
|
AMAZON.COM INC REGISTERED SHS |
|
|
589 |
|
|
|
38 |
|
|
|
1.7 |
|
|
|
194 |
|
AUTOZONE INC REGISTERED SHS |
|
|
570 |
|
|
|
4 |
|
|
|
1.6 |
|
|
|
3,919 |
|
TERADYNE INC REGISTERED SHS |
|
|
567 |
|
|
|
13 |
|
|
|
1.6 |
|
|
|
339 |
|
FIRST CITIZENS BANCSHARES INC REGISTERED SHS -A- |
|
|
560 |
|
|
|
10 |
|
|
|
1.6 |
|
|
|
24,063 |
|
BRIXMOR PROPERTY GROUP INC REGISTERED SHS |
|
|
536 |
|
|
|
18 |
|
|
|
1.5 |
|
|
|
1,044 |
|
META PLATFORMS INC REGISTERED SHS -A- |
|
|
529 |
|
|
|
(3 |
) |
|
|
1.5 |
|
|
|
2,441 |
|
CME GROUP INC REGISTERED SHS -A- |
|
|
480 |
|
|
|
(1 |
) |
|
|
1.4 |
|
|
|
2,831 |
|
WESCO INTERNATIONAL INC REGISTERED SHS |
|
|
466 |
|
|
|
(18 |
) |
|
|
1.3 |
|
|
|
4,374 |
|
ENTERGY CORP REGISTERED SHS |
|
|
465 |
|
|
|
1 |
|
|
|
1.3 |
|
|
|
2,930 |
|
ALNYLAM PHARMACEUTICALS INC REGISTERED SHS |
|
|
461 |
|
|
|
250 |
|
|
|
1.3 |
|
|
|
24,481 |
|
DOUBLEVERIFY HOLDINGS INC REGISTERED SHS |
|
|
460 |
|
|
|
16 |
|
|
|
1.3 |
|
|
|
9,296 |
|
FREEPORT-MCMORAN INC REGISTERED SHS |
|
|
439 |
|
|
|
12 |
|
|
|
1.3 |
|
|
|
1,349 |
|
COMFORT SYSTEMS USA INC REGISTERED SHS |
|
|
434 |
|
|
|
(25 |
) |
|
|
1.2 |
|
|
|
947,312 |
|
GINKGO BIOWORKS HOLDINGS INC REGISTERED SHS -A- |
|
|
406 |
|
|
|
(90 |
) |
|
|
1.2 |
|
|
|
14,060 |
|
COREBRIDGE FINANCIAL INC REGISTERED SHS |
|
|
405 |
|
|
|
4 |
|
|
|
1.2 |
|
|
|
3,931 |
|
RTX CORPORATION REGISTERED SHS |
|
|
397 |
|
|
|
(3 |
) |
|
|
1.1 |
|
|
|
4,901 |
|
DUPONT DE NEMOURS INC REGISTERED SHS |
|
|
394 |
|
|
|
(0 |
) |
|
|
1.1 |
|
|
|
6,254 |
|
PEGASYSTEMS INC REGISTERED SHS |
|
|
356 |
|
|
|
22 |
|
|
|
1.0 |
|
|
|
1,046 |
|
HCA HEALTHCARE INC REGISTERED SHS |
|
|
351 |
|
|
|
(16 |
) |
|
|
1.0 |
|
|
|
1,359 |
|
FEDEX CORP REGISTERED SHS |
|
|
340 |
|
|
|
69 |
|
|
|
1.0 |
|
United States Custom Basket of Short Securities
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(41,849 |
) |
WAYFAIR INC REGISTERED SHS -A- |
|
$ |
(2,223 |
) |
|
$ |
20 |
|
|
|
(6.4 |
)% |
|
|
(4,940 |
) |
SAIA INC REGISTERED SHS |
|
|
(2,210 |
) |
|
|
(129 |
) |
|
|
(6.3 |
) |
|
|
(22,633 |
) |
CROWN CASTLE INC REGISTERED SHS |
|
|
(2,180 |
) |
|
|
(28 |
) |
|
|
(6.3 |
) |
|
|
(29,445 |
) |
COSTAR GROUP INC REGISTERED SHS |
|
|
(2,158 |
) |
|
|
(22 |
) |
|
|
(6.2 |
) |
|
|
(24,888 |
) |
C.H.ROBINSON WORLDWIDE INC REGISTERED SHS |
|
|
(2,135 |
) |
|
|
(54 |
) |
|
|
(6.1 |
) |
|
|
(124,483 |
) |
XP INCORPORATION REGISTERED SHS -A- |
|
|
(2,128 |
) |
|
|
(58 |
) |
|
|
(6.1 |
) |
|
|
(28,665 |
) |
CF INDUSTRIES HOLDINGS INC REGISTERED SHS |
|
|
(2,122 |
) |
|
|
1 |
|
|
|
(6.1 |
) |
|
|
(16,326 |
) |
AMERICAN WATER WORKS CO INC REGISTERED SHS |
|
|
(2,101 |
) |
|
|
(3 |
) |
|
|
(6.0 |
) |
|
|
(16,958 |
) |
EXPEDITORS INTERNATIONAL OF WASHINGTON REGISTERED |
|
|
(2,098 |
) |
|
|
(14 |
) |
|
|
(6.0 |
) |
|
|
(7,578 |
) |
AIR PRODUCTS & CHEMICALS INC REGISTERED SHS |
|
|
(2,070 |
) |
|
|
118 |
|
|
|
(5.9 |
) |
|
|
(57,715 |
) |
FIFTH THIRD BANCORP REGISTERED SHS |
|
|
(2,058 |
) |
|
|
(65 |
) |
|
|
(5.9 |
) |
|
|
(4,384 |
) |
TYLER TECHNOLOGIES INC REGISTERED SHS |
|
|
(2,049 |
) |
|
|
(152 |
) |
|
|
(5.9 |
) |
|
|
(24,029 |
) |
NORTHERN TRUST CORP REGISTERED SHS |
|
|
(1,972 |
) |
|
|
(42 |
) |
|
|
(5.7 |
) |
|
|
(15,731 |
) |
REPLIGEN CORP REGISTERED SHS |
|
|
(1,972 |
) |
|
|
(9 |
) |
|
|
(5.7 |
) |
|
|
(12,066 |
) |
CHORD ENERGY CORPORATION REGISTERED SHS |
|
|
(1,963 |
) |
|
|
(57 |
) |
|
|
(5.6 |
) |
|
|
(87,692 |
) |
ROBINHOOD MARKETS INC REGISTERED SHS -A- |
|
|
(1,951 |
) |
|
|
(37 |
) |
|
|
(5.6 |
) |
|
|
(14,047 |
) |
GENERAC HOLDINGS INC REGISTERED SHS |
|
|
(1,909 |
) |
|
|
55 |
|
|
|
(5.5 |
) |
|
|
(191,530 |
) |
AMCOR PLC REGISTERED SHS |
|
|
(1,908 |
) |
|
|
38 |
|
|
|
(5.5 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Continued)
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(6,263 |
) |
ZEBRA TECHNOLOGIES CORP SHS -A- |
|
$ |
(1,894 |
) |
|
$ |
(42 |
) |
|
|
(5.4 |
)% |
|
|
(13,241 |
) |
CHART INDUSTRIES INC REGISTERED SHS |
|
|
(1,886 |
) |
|
|
(22 |
) |
|
|
(5.4 |
) |
|
|
(7,446 |
) |
FABRINET BEARER SHS |
|
|
(1,849 |
) |
|
|
29 |
|
|
|
(5.3 |
) |
|
|
(15,624 |
) |
CHOICE HOTELS INTERNATIONAL INC REGISTERED SHS |
|
|
(1,821 |
) |
|
|
(36 |
) |
|
|
(5.2 |
) |
|
|
(11,519 |
) |
GLOBANT S.A. REGISTERED SHS |
|
|
(1,821 |
) |
|
|
(229 |
) |
|
|
(5.2 |
) |
|
|
(44,226 |
) |
ZIONS BANCORPORATION NA REGISTERED SHS |
|
|
(1,821 |
) |
|
|
(95 |
) |
|
|
(5.2 |
) |
|
|
(4,671 |
) |
KINSALE CAPITAL GROUP INC REGISTERED SHS |
|
|
(1,821 |
) |
|
|
24 |
|
|
|
(5.2 |
) |
|
|
(43,917 |
) |
DUTCH BROS INC REGISTERED SHS -A- |
|
|
(1,727 |
) |
|
|
(88 |
) |
|
|
(5.0 |
) |
|
|
(50,356 |
) |
RANGE RESOURCES CORP REGISTERED SHS |
|
|
(1,727 |
) |
|
|
41 |
|
|
|
(5.0 |
) |
|
|
(28,126 |
) |
AGREE REALTY CORP REGISTERED SHS |
|
|
(1,727 |
) |
|
|
(19 |
) |
|
|
(5.0 |
) |
|
|
(14,869 |
) |
SUN COMMUNITIES INC REGISTERED SHS |
|
|
(1,723 |
) |
|
|
(77 |
) |
|
|
(5.0 |
) |
|
|
(45,537 |
) |
ESSENTIAL UTILITIES INC REGISTERED SHS |
|
|
(1,688 |
) |
|
|
(9 |
) |
|
|
(4.8 |
) |
|
|
(10,166 |
) |
JACK HENRY & ASSOCIATES INC REGISTERED SHS |
|
|
(1,678 |
) |
|
|
(7 |
) |
|
|
(4.8 |
) |
|
|
(21,292 |
) |
PRINCIPAL FINANCIAL GROUP INC REGISTERED SHS |
|
|
(1,658 |
) |
|
|
(9 |
) |
|
|
(4.8 |
) |
|
|
(106,578 |
) |
WALGREENS BOOTS ALLIANCE INC REGISTERED SHS |
|
|
(1,615 |
) |
|
|
328 |
|
|
|
(4.6 |
) |
|
|
(10,353 |
) |
NEXSTAR MEDIA GROUP INC REGISTERED SHS |
|
|
(1,573 |
) |
|
|
(143 |
) |
|
|
(4.5 |
) |
|
|
(15,582 |
) |
RYMAN HOSPITALITY PROPERTIES INC REGISTERED SHS |
|
|
(1,558 |
) |
|
|
(13 |
) |
|
|
(4.5 |
) |
|
|
(11,698 |
) |
HOULIHAN LOKEY INC REGISTERED SHS -A- |
|
|
(1,532 |
) |
|
|
(43 |
) |
|
|
(4.4 |
) |
|
|
(38,388 |
) |
US BANCORP REGISTERED SHS |
|
|
(1,513 |
) |
|
|
(29 |
) |
|
|
(4.3 |
) |
|
|
(15,538 |
) |
CULLEN/FROST BANKERS INC REGISTERED SHS |
|
|
(1,512 |
) |
|
|
(64 |
) |
|
|
(4.3 |
) |
|
|
(8,333 |
) |
LANDSTAR SYSTEM INC REGISTERED SHS |
|
|
(1,503 |
) |
|
|
(31 |
) |
|
|
(4.3 |
) |
|
|
(10,642 |
) |
CHURCHILL DOWNS INC REGISTERED SHS |
|
|
(1,488 |
) |
|
|
5 |
|
|
|
(4.3 |
) |
|
|
(7,508 |
) |
ASPEN TECHNOLOGY INC REGISTERED SHS |
|
|
(1,473 |
) |
|
|
(16 |
) |
|
|
(4.2 |
) |
|
|
(5,277 |
) |
RBC BEARINGS INC REGISTERED SHS |
|
|
(1,441 |
) |
|
|
20 |
|
|
|
(4.1 |
) |
|
|
(7,753 |
) |
HEICO CORP REGISTERED SHS -A- |
|
|
(1,391 |
) |
|
|
18 |
|
|
|
(4.0 |
) |
|
|
(18,191 |
) |
PINNACLE FINANCIAL PARTNERS INC REGISTERED SHS |
|
|
(1,388 |
) |
|
|
(66 |
) |
|
|
(4.0 |
) |
|
|
(7,257 |
) |
SPS COMMERCE INC REGISTERED SHS |
|
|
(1,345 |
) |
|
|
(18 |
) |
|
|
(3.9 |
) |
|
|
(112,538 |
) |
NU HOLDINGS LIMITED REGISTERED SHS -A- |
|
|
(1,331 |
) |
|
|
(117 |
) |
|
|
(3.8 |
) |
|
|
(22,075 |
) |
PROSPERITY BANCSHARES INC REGISTERED SHS |
|
|
(1,301 |
) |
|
|
(46 |
) |
|
|
(3.7 |
) |
|
|
(3,545 |
) |
ERIE INDEMNITY CO SHS -A- |
|
|
(1,260 |
) |
|
|
(22 |
) |
|
|
(3.6 |
) |
|
|
(11,473 |
) |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC REGISTERED |
|
|
(1,228 |
) |
|
|
(48 |
) |
|
|
(3.5 |
) |
|
|
(39,062 |
) |
BLACKSTONE SECURED LENDING FUND REGISTERED SHS |
|
|
(1,227 |
) |
|
|
2 |
|
|
|
(3.5 |
) |
|
|
(8,129 |
) |
PENSKE AUTOMOTIVE GROUP INC REGISTERED SHS |
|
|
(1,199 |
) |
|
|
(10 |
) |
|
|
(3.4 |
) |
|
|
(22,169 |
) |
COMMERCE BANCSHARES INC REGISTERED SHS |
|
|
(1,185 |
) |
|
|
(50 |
) |
|
|
(3.4 |
) |
|
|
(32,569 |
) |
VIPER ENERGY PARTNERS LP REGISTERED SHS |
|
|
(1,176 |
) |
|
|
(44 |
) |
|
|
(3.4 |
) |
|
|
(9,460 |
) |
BLACKSTONE INC REGISTERED SHS |
|
|
(1,156 |
) |
|
|
(16 |
) |
|
|
(3.3 |
) |
|
|
(15,753 |
) |
SOUTHSTATE CORPORATION REGISTERED SHS |
|
|
(1,145 |
) |
|
|
(57 |
) |
|
|
(3.3 |
) |
|
|
(16,499 |
) |
CIVITAS RESOURCES INC REGISTERED SHS |
|
|
(1,110 |
) |
|
|
(27 |
) |
|
|
(3.2 |
) |
|
|
(5,397 |
) |
MARKETAXESS HOLDING INC REGISTERED SHS |
|
|
(1,076 |
) |
|
|
(4 |
) |
|
|
(3.1 |
) |
|
|
(7,475 |
) |
RLI CORP REGISTERED SHS |
|
|
(1,058 |
) |
|
|
8 |
|
|
|
(3.0 |
) |
|
|
(6,429 |
) |
NOVANTA INC REGISTERED SHS |
|
|
(1,056 |
) |
|
|
10 |
|
|
|
(3.0 |
) |
|
|
(14,754 |
) |
INTRA-CELLULAR THERAPIES INC REGISTERED SHS |
|
|
(1,048 |
) |
|
|
39 |
|
|
|
(3.0 |
) |
|
|
(29,254 |
) |
PILGRIMS PRIDE CORP REGISTERED SHS |
|
|
(1,030 |
) |
|
|
(95 |
) |
|
|
(3.0 |
) |
|
|
(8,742 |
) |
FIVE BELOW INC REGISTERED SHS |
|
|
(984 |
) |
|
|
32 |
|
|
|
(2.8 |
) |
|
|
(4,546 |
) |
FTI CONSULTING INC REGISTERED SHS |
|
|
(953 |
) |
|
|
(34 |
) |
|
|
(2.7 |
) |
|
|
(5,667 |
) |
F5 INC REGISTERED SHS |
|
|
(950 |
) |
|
|
(24 |
) |
|
|
(2.7 |
) |
|
|
(5,035 |
) |
LANCASTER COLONY CORP REGISTERED SHS |
|
|
(949 |
) |
|
|
(0 |
) |
|
|
(2.7 |
) |
|
|
(57,925 |
) |
UNITY SOFTWARE INC REGISTERED SHS |
|
|
(949 |
) |
|
|
8 |
|
|
|
(2.7 |
) |
|
|
(6,278 |
) |
WESTLAKE CORPORATION REGISTERED SHS |
|
|
(944 |
) |
|
|
37 |
|
|
|
(2.7 |
) |
|
|
(3,381 |
) |
MADRIGAL PHARMACEUTICALS INC REGISTERED SHS |
|
|
(936 |
) |
|
|
(10 |
) |
|
|
(2.7 |
) |
|
|
(20,400 |
) |
INTERNATIONAL PAPER CO REGISTERED SHS |
|
|
(926 |
) |
|
|
47 |
|
|
|
(2.7 |
) |
|
|
(233,866 |
) |
PELOTON INTERACTIVE INC REGISTERED SHS -A- |
|
|
(924 |
) |
|
|
173 |
|
|
|
(2.7 |
) |
|
|
(8,861 |
) |
TKO GROUP HOLDINGS INC REGISTERED SHS -A- |
|
|
(922 |
) |
|
|
(34 |
) |
|
|
(2.6 |
) |
|
|
(5,466 |
) |
AUTONATION INC REGISTERED SHS |
|
|
(920 |
) |
|
|
51 |
|
|
|
(2.6 |
) |
|
|
(20,741 |
) |
NOBLE HOLDING CORPORATION PLC REGISTERED SHS -A- |
|
|
(901 |
) |
|
|
(23 |
) |
|
|
(2.6 |
) |
|
|
(9,212 |
) |
IDACORP INC REGISTERED SHS |
|
|
(840 |
) |
|
|
(17 |
) |
|
|
(2.4 |
) |
|
|
(75,755 |
) |
ROIVANT SCIENCES LIMITED REGISTERED SHS |
|
|
(812 |
) |
|
|
13 |
|
|
|
(2.3 |
) |
|
|
(10,808 |
) |
VAXCYTE INC REGISTERED SHS |
|
|
(777 |
) |
|
|
(38 |
) |
|
|
(2.2 |
) |
|
|
(14,786 |
) |
VIKING THERAPEUTICS INC REGISTERED SHS |
|
|
(769 |
) |
|
|
(13 |
) |
|
|
(2.2 |
) |
|
|
(2,236 |
) |
POOL CORP REGISTERED SHS |
|
|
(767 |
) |
|
|
82 |
|
|
|
(2.2 |
) |
|
|
(16,933 |
) |
NOBLE HOLDING CORPORATION PLC REGISTERED SHS -A- |
|
|
(736 |
) |
|
|
(19 |
) |
|
|
(2.1 |
) |
|
|
(19,394 |
) |
REVOLUTION MEDICINES INC REGISTERED SHS |
|
|
(1,908 |
) |
|
|
38 |
|
|
|
(2.1 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Growth Fund (Concluded)
|
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(18,853 |
) |
KEURIG DR PEPPER INC REGISTERED SHS |
|
$ |
(654 |
) |
|
$ |
21 |
|
|
|
(1.9 |
)% |
|
|
(2,817 |
) |
RH REGISTERED SHS |
|
|
(643 |
) |
|
|
(44 |
) |
|
|
(1.8 |
) |
|
|
(9,779 |
) |
CIVITAS RESOURCES INC REGISTERED SHS |
|
|
(637 |
) |
|
|
(36 |
) |
|
|
(1.8 |
) |
|
|
(2,793 |
) |
CDW CORPORATION REGISTERED SHS |
|
|
(632 |
) |
|
|
8 |
|
|
|
(1.8 |
) |
|
|
(13,105 |
) |
GXO LOGISTICS INC REGISTERED SHS |
|
|
(628 |
) |
|
|
(28 |
) |
|
|
(1.8 |
) |
|
|
(3,276 |
) |
WATTS WATER TECHNOLOGIES INC SHS -A- |
|
|
(615 |
) |
|
|
16 |
|
|
|
(1.8 |
) |
|
|
(3,785 |
) |
HYATT HOTELS CORP REGISTERED SHS -A- |
|
|
(568 |
) |
|
|
(6 |
) |
|
|
(1.6 |
) |
|
|
(16,492 |
) |
AFFIRM HOLDINGS INC REGISTERED SHS -A- |
|
|
(508 |
) |
|
|
21 |
|
|
|
(1.5 |
) |
|
|
(68,587 |
) |
UWM HOLDINGS CORPORATION REGISTERED SHS -A- |
|
|
(506 |
) |
|
|
25 |
|
|
|
(1.5 |
) |
|
|
(8,631 |
) |
CELSIUS HOLDINGS INC REGISTERED SHS |
|
|
(479 |
) |
|
|
(13 |
) |
|
|
(1.4 |
) |
|
|
(521 |
) |
SUPER MICRO COMPUTER INC REGISTERED SHS |
|
|
(462 |
) |
|
|
40 |
|
|
|
(1.3 |
) |
|
|
(39,802 |
) |
SOTERA HEALTH COMPANY REGISTERED SHS |
|
|
(452 |
) |
|
|
(19 |
) |
|
|
(1.3 |
) |
|
|
(565 |
) |
TEXAS PACIFIC LAND CORP REGISTERED SHS |
|
|
(429 |
) |
|
|
15 |
|
|
|
(1.2 |
) |
|
|
(55 |
) |
NVR INC REGISTERED SHS |
|
|
(423 |
) |
|
|
6 |
|
|
|
(1.2 |
) |
|
|
(2,647 |
) |
UBIQUITI INC REGISTERED SHS |
|
|
(388 |
) |
|
|
3 |
|
|
|
(1.1 |
) |
|
|
(1,425 |
) |
FIRST SOLAR INC REGISTERED SHS |
|
|
(372 |
) |
|
|
55 |
|
|
|
(1.1 |
) |
|
|
(2,666 |
) |
MODERNA INC REGISTERED SHS |
|
|
(368 |
) |
|
|
52 |
|
|
|
(1.1 |
) |
|
|
(1,542 |
) |
APPFOLIO INC REGISTERED SHS -A- |
|
|
(355 |
) |
|
|
(21 |
) |
|
|
(1.0 |
) |
|
|
(1,700 |
) |
CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS |
|
|
(354 |
) |
|
|
4 |
|
|
|
(1.0 |
) |
|
|
(1,544 |
) |
PRIMERICA INC REGISTERED SHS |
|
|
(352 |
) |
|
|
(13 |
) |
|
|
(1.0 |
) |
|
Percentages are based on Net Assets of $1,523,999 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
12,537 |
|
|
$ |
(12,537 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
16,819 |
|
|
|
342,820 |
|
|
|
(338,626 |
) |
|
|
— |
|
|
|
— |
|
|
|
21,013 |
|
|
|
789 |
|
|
|
— |
|
Totals |
|
$ |
16,819 |
|
|
$ |
355,357 |
|
|
$ |
(351,163 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
21,013 |
|
|
$ |
792 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for Abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 98.6% |
|
|
|
|
|
|
|
|
|
Communication Services — 8.9% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
133,310 |
|
|
$ |
24,282 |
|
Alphabet Inc, Cl C |
|
|
111,675 |
|
|
|
20,483 |
|
AT&T Inc |
|
|
162,451 |
|
|
|
3,104 |
|
Charter Communications Inc, Cl A * |
|
|
2,172 |
|
|
|
649 |
|
Comcast Corp, Cl A |
|
|
88,276 |
|
|
|
3,457 |
|
Electronic Arts Inc |
|
|
6,106 |
|
|
|
851 |
|
Fox Corp, Cl A |
|
|
5,531 |
|
|
|
190 |
|
Fox Corp, Cl B |
|
|
3,100 |
|
|
|
99 |
|
Frontier Communications Parent Inc * |
|
|
5,500 |
|
|
|
144 |
|
GCI Liberty Inc * |
|
|
2,200 |
|
|
|
— |
|
IAC Inc * |
|
|
1,648 |
|
|
|
77 |
|
Interpublic Group of Cos Inc/The |
|
|
8,800 |
|
|
|
256 |
|
Iridium Communications Inc |
|
|
2,700 |
|
|
|
72 |
|
Liberty Broadband Corp, Cl A * |
|
|
400 |
|
|
|
22 |
|
Liberty Broadband Corp, Cl C * |
|
|
2,608 |
|
|
|
143 |
|
Liberty Global Ltd, Cl A * |
|
|
3,800 |
|
|
|
66 |
|
Liberty Global PLC * |
|
|
3,900 |
|
|
|
70 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
500 |
|
|
|
32 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
4,400 |
|
|
|
316 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
521 |
|
|
|
20 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
1,009 |
|
|
|
39 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
3,698 |
|
|
|
82 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
1,700 |
|
|
|
38 |
|
Live Nation Entertainment Inc * |
|
|
3,590 |
|
|
|
337 |
|
Madison Square Garden Sports Corp * |
|
|
396 |
|
|
|
74 |
|
Match Group Inc * |
|
|
6,299 |
|
|
|
191 |
|
Meta Platforms Inc, Cl A |
|
|
49,724 |
|
|
|
25,072 |
|
Netflix Inc * |
|
|
9,679 |
|
|
|
6,532 |
|
New York Times Co/The, Cl A |
|
|
3,612 |
|
|
|
185 |
|
News Corp, Cl A |
|
|
8,600 |
|
|
|
237 |
|
News Corp, Cl B |
|
|
2,800 |
|
|
|
79 |
|
Nexstar Media Group Inc, Cl A |
|
|
700 |
|
|
|
116 |
|
Omnicom Group Inc |
|
|
4,526 |
|
|
|
406 |
|
Paramount Global, Cl A |
|
|
219 |
|
|
|
4 |
|
Paramount Global, Cl B |
|
|
12,953 |
|
|
|
135 |
|
Pinterest Inc, Cl A * |
|
|
13,376 |
|
|
|
589 |
|
Playtika Holding Corp |
|
|
637 |
|
|
|
5 |
|
ROBLOX Corp, Cl A * |
|
|
10,700 |
|
|
|
398 |
|
Roku Inc, Cl A * |
|
|
2,845 |
|
|
|
171 |
|
Sirius XM Holdings Inc |
|
|
16,018 |
|
|
|
45 |
|
Spotify Technology SA * |
|
|
3,160 |
|
|
|
992 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,704 |
|
|
|
576 |
|
TKO Group Holdings Inc, Cl A |
|
|
1,400 |
|
|
|
151 |
|
T-Mobile US Inc |
|
|
11,114 |
|
|
|
1,958 |
|
Trade Desk Inc/The, Cl A * |
|
|
10,051 |
|
|
|
982 |
|
TripAdvisor Inc * |
|
|
2,600 |
|
|
|
46 |
|
Trump Media & Technology Group Corp * |
|
|
1,306 |
|
|
|
43 |
|
Verizon Communications Inc |
|
|
95,529 |
|
|
|
3,940 |
|
Walt Disney Co/The |
|
|
41,494 |
|
|
|
4,120 |
|
Warner Bros Discovery Inc * |
|
|
50,220 |
|
|
|
374 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ZoomInfo Technologies Inc, Cl A * |
|
|
6,800 |
|
|
$ |
87 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
102,337 |
|
Consumer Discretionary — 10.1% |
|
|
|
|
ADT Inc |
|
|
5,828 |
|
|
|
44 |
|
Advance Auto Parts Inc |
|
|
1,417 |
|
|
|
90 |
|
Airbnb Inc, Cl A * |
|
|
9,900 |
|
|
|
1,501 |
|
Amazon.com Inc, Cl A * |
|
|
210,592 |
|
|
|
40,697 |
|
Amer Sports Inc * |
|
|
2,745 |
|
|
|
34 |
|
Aptiv PLC * |
|
|
6,103 |
|
|
|
430 |
|
Aramark |
|
|
5,991 |
|
|
|
204 |
|
AutoNation Inc * |
|
|
594 |
|
|
|
95 |
|
AutoZone Inc * |
|
|
403 |
|
|
|
1,194 |
|
Bath & Body Works Inc |
|
|
5,200 |
|
|
|
203 |
|
Best Buy Co Inc |
|
|
4,880 |
|
|
|
411 |
|
Birkenstock Holding PLC * |
|
|
550 |
|
|
|
30 |
|
Booking Holdings Inc |
|
|
773 |
|
|
|
3,062 |
|
BorgWarner Inc |
|
|
5,300 |
|
|
|
171 |
|
Boyd Gaming Corp |
|
|
1,600 |
|
|
|
88 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,300 |
|
|
|
143 |
|
Brunswick Corp/DE |
|
|
1,600 |
|
|
|
116 |
|
Burlington Stores Inc * |
|
|
1,453 |
|
|
|
349 |
|
Caesars Entertainment Inc * |
|
|
4,700 |
|
|
|
187 |
|
Capri Holdings Ltd * |
|
|
2,500 |
|
|
|
83 |
|
CarMax Inc * |
|
|
3,600 |
|
|
|
264 |
|
Carnival Corp * |
|
|
22,627 |
|
|
|
424 |
|
Carter's Inc |
|
|
800 |
|
|
|
50 |
|
Carvana Co, Cl A * |
|
|
2,400 |
|
|
|
309 |
|
Cava Group Inc * |
|
|
1,700 |
|
|
|
158 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
31,450 |
|
|
|
1,970 |
|
Choice Hotels International Inc |
|
|
628 |
|
|
|
75 |
|
Churchill Downs Inc |
|
|
1,622 |
|
|
|
226 |
|
Columbia Sportswear Co |
|
|
800 |
|
|
|
63 |
|
Coupang Inc, Cl A * |
|
|
24,900 |
|
|
|
522 |
|
Crocs Inc * |
|
|
1,350 |
|
|
|
197 |
|
Darden Restaurants Inc |
|
|
2,699 |
|
|
|
408 |
|
Deckers Outdoor Corp * |
|
|
601 |
|
|
|
582 |
|
Dick's Sporting Goods Inc |
|
|
1,292 |
|
|
|
278 |
|
Dillard's Inc, Cl A |
|
|
70 |
|
|
|
31 |
|
Domino's Pizza Inc |
|
|
799 |
|
|
|
413 |
|
DoorDash Inc, Cl A * |
|
|
7,864 |
|
|
|
855 |
|
DR Horton Inc |
|
|
6,838 |
|
|
|
964 |
|
DraftKings Inc, Cl A * |
|
|
9,500 |
|
|
|
363 |
|
Duolingo Inc, Cl A * |
|
|
800 |
|
|
|
167 |
|
Dutch Bros Inc, Cl A * |
|
|
2,100 |
|
|
|
87 |
|
eBay Inc |
|
|
11,756 |
|
|
|
631 |
|
Etsy Inc * |
|
|
2,654 |
|
|
|
156 |
|
Expedia Group Inc * |
|
|
3,024 |
|
|
|
381 |
|
Five Below Inc * |
|
|
1,233 |
|
|
|
134 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
2,400 |
|
|
|
239 |
|
Ford Motor Co |
|
|
89,385 |
|
|
|
1,121 |
|
GameStop Corp, Cl A * |
|
|
6,300 |
|
|
|
156 |
|
Gap Inc/The |
|
|
4,600 |
|
|
|
110 |
|
Garmin Ltd |
|
|
3,457 |
|
|
|
563 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
General Motors Co |
|
|
26,249 |
|
|
$ |
1,219 |
|
Gentex Corp |
|
|
5,335 |
|
|
|
180 |
|
Genuine Parts Co |
|
|
3,176 |
|
|
|
439 |
|
Grand Canyon Education Inc * |
|
|
700 |
|
|
|
98 |
|
H&R Block Inc |
|
|
3,300 |
|
|
|
179 |
|
Harley-Davidson Inc, Cl A |
|
|
3,000 |
|
|
|
101 |
|
Hasbro Inc |
|
|
2,902 |
|
|
|
170 |
|
Hilton Worldwide Holdings Inc |
|
|
5,634 |
|
|
|
1,229 |
|
Home Depot Inc/The |
|
|
22,496 |
|
|
|
7,744 |
|
Hyatt Hotels Corp, Cl A |
|
|
994 |
|
|
|
151 |
|
Kohl's Corp |
|
|
2,625 |
|
|
|
60 |
|
Las Vegas Sands Corp |
|
|
8,446 |
|
|
|
374 |
|
Lear Corp |
|
|
1,294 |
|
|
|
148 |
|
Leggett & Platt Inc |
|
|
3,200 |
|
|
|
37 |
|
Lennar Corp, Cl A |
|
|
5,489 |
|
|
|
823 |
|
Lennar Corp, Cl B |
|
|
250 |
|
|
|
35 |
|
Light & Wonder Inc, Cl A * |
|
|
2,000 |
|
|
|
210 |
|
Lithia Motors Inc, Cl A |
|
|
630 |
|
|
|
159 |
|
LKQ Corp |
|
|
6,088 |
|
|
|
253 |
|
Lowe's Cos Inc |
|
|
13,114 |
|
|
|
2,891 |
|
Lucid Group Inc * |
|
|
17,500 |
|
|
|
46 |
|
Lululemon Athletica Inc * |
|
|
2,698 |
|
|
|
806 |
|
Macy's Inc |
|
|
6,400 |
|
|
|
123 |
|
Marriott International Inc/MD, Cl A |
|
|
5,455 |
|
|
|
1,319 |
|
Marriott Vacations Worldwide Corp |
|
|
800 |
|
|
|
70 |
|
Mattel Inc * |
|
|
7,900 |
|
|
|
128 |
|
McDonald's Corp |
|
|
16,361 |
|
|
|
4,169 |
|
MGM Resorts International * |
|
|
6,253 |
|
|
|
278 |
|
Mohawk Industries Inc * |
|
|
1,232 |
|
|
|
140 |
|
Murphy USA Inc |
|
|
445 |
|
|
|
209 |
|
Newell Brands Inc, Cl B |
|
|
8,970 |
|
|
|
57 |
|
NIKE Inc, Cl B |
|
|
27,244 |
|
|
|
2,053 |
|
Nordstrom Inc |
|
|
2,500 |
|
|
|
53 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
9,563 |
|
|
|
180 |
|
NVR Inc * |
|
|
68 |
|
|
|
516 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,461 |
|
|
|
143 |
|
O'Reilly Automotive Inc * |
|
|
1,350 |
|
|
|
1,426 |
|
Penn Entertainment Inc * |
|
|
3,300 |
|
|
|
64 |
|
Penske Automotive Group Inc, Cl A |
|
|
400 |
|
|
|
60 |
|
Planet Fitness Inc, Cl A * |
|
|
2,000 |
|
|
|
147 |
|
Polaris Inc |
|
|
1,231 |
|
|
|
96 |
|
Pool Corp |
|
|
869 |
|
|
|
267 |
|
PulteGroup Inc |
|
|
4,900 |
|
|
|
539 |
|
PVH Corp |
|
|
1,349 |
|
|
|
143 |
|
QuantumScape Corp, Cl A * |
|
|
6,600 |
|
|
|
32 |
|
Ralph Lauren Corp, Cl A |
|
|
884 |
|
|
|
155 |
|
RH * |
|
|
353 |
|
|
|
86 |
|
Rivian Automotive Inc, Cl A * |
|
|
18,600 |
|
|
|
250 |
|
Ross Stores Inc |
|
|
7,494 |
|
|
|
1,089 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,323 |
|
|
|
849 |
|
Service Corp International/US |
|
|
3,300 |
|
|
|
235 |
|
SharkNinja Inc |
|
|
1,500 |
|
|
|
113 |
|
Skechers USA Inc, Cl A * |
|
|
3,053 |
|
|
|
211 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Starbucks Corp |
|
|
25,201 |
|
|
$ |
1,962 |
|
Tapestry Inc |
|
|
5,208 |
|
|
|
223 |
|
Tempur Sealy International Inc |
|
|
3,750 |
|
|
|
177 |
|
Tesla Inc * |
|
|
63,023 |
|
|
|
12,471 |
|
Texas Roadhouse Inc, Cl A |
|
|
1,500 |
|
|
|
258 |
|
Thor Industries Inc |
|
|
1,200 |
|
|
|
112 |
|
TJX Cos Inc/The |
|
|
25,859 |
|
|
|
2,847 |
|
Toll Brothers Inc |
|
|
2,350 |
|
|
|
271 |
|
TopBuild Corp * |
|
|
708 |
|
|
|
273 |
|
Tractor Supply Co |
|
|
2,451 |
|
|
|
662 |
|
Travel + Leisure Co |
|
|
1,563 |
|
|
|
70 |
|
Ulta Beauty Inc * |
|
|
1,080 |
|
|
|
417 |
|
Under Armour Inc, Cl A * |
|
|
4,815 |
|
|
|
32 |
|
Under Armour Inc, Cl C * |
|
|
4,500 |
|
|
|
29 |
|
Vail Resorts Inc |
|
|
870 |
|
|
|
157 |
|
Valvoline Inc * |
|
|
2,900 |
|
|
|
125 |
|
VF Corp |
|
|
7,764 |
|
|
|
105 |
|
Wayfair Inc, Cl A * |
|
|
1,823 |
|
|
|
96 |
|
Wendy's Co/The |
|
|
3,700 |
|
|
|
63 |
|
Whirlpool Corp |
|
|
1,238 |
|
|
|
126 |
|
Williams-Sonoma Inc |
|
|
1,400 |
|
|
|
395 |
|
Wingstop Inc, Cl A |
|
|
650 |
|
|
|
275 |
|
Wyndham Hotels & Resorts Inc |
|
|
1,863 |
|
|
|
138 |
|
Wynn Resorts Ltd |
|
|
2,315 |
|
|
|
207 |
|
YETI Holdings Inc * |
|
|
1,900 |
|
|
|
72 |
|
Yum! Brands Inc |
|
|
6,359 |
|
|
|
842 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
115,986 |
|
Consumer Staples — 5.5% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
9,400 |
|
|
|
186 |
|
Altria Group Inc |
|
|
39,000 |
|
|
|
1,777 |
|
Archer-Daniels-Midland Co |
|
|
11,188 |
|
|
|
676 |
|
BellRing Brands Inc * |
|
|
3,000 |
|
|
|
171 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,000 |
|
|
|
264 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
190 |
|
|
|
58 |
|
Brown-Forman Corp, Cl A |
|
|
1,040 |
|
|
|
46 |
|
Brown-Forman Corp, Cl B |
|
|
4,122 |
|
|
|
178 |
|
Bunge Global SA |
|
|
3,300 |
|
|
|
352 |
|
Campbell Soup Co |
|
|
4,300 |
|
|
|
194 |
|
Casey's General Stores Inc |
|
|
852 |
|
|
|
325 |
|
Celsius Holdings Inc * |
|
|
3,300 |
|
|
|
188 |
|
Church & Dwight Co Inc |
|
|
5,510 |
|
|
|
571 |
|
Clorox Co/The |
|
|
2,771 |
|
|
|
378 |
|
Coca-Cola Co/The |
|
|
88,394 |
|
|
|
5,626 |
|
Coca-Cola Consolidated Inc |
|
|
100 |
|
|
|
109 |
|
Colgate-Palmolive Co |
|
|
18,679 |
|
|
|
1,813 |
|
Conagra Brands Inc |
|
|
10,849 |
|
|
|
308 |
|
Constellation Brands Inc, Cl A |
|
|
3,636 |
|
|
|
936 |
|
Costco Wholesale Corp |
|
|
10,060 |
|
|
|
8,551 |
|
Coty Inc, Cl A * |
|
|
8,539 |
|
|
|
86 |
|
Darling Ingredients Inc * |
|
|
3,623 |
|
|
|
133 |
|
Dollar General Corp |
|
|
4,945 |
|
|
|
654 |
|
Dollar Tree Inc * |
|
|
4,656 |
|
|
|
497 |
|
elf Beauty Inc * |
|
|
1,200 |
|
|
|
253 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Estee Lauder Cos Inc/The, Cl A |
|
|
5,180 |
|
|
$ |
551 |
|
Flowers Foods Inc |
|
|
4,150 |
|
|
|
92 |
|
Freshpet Inc * |
|
|
1,000 |
|
|
|
129 |
|
General Mills Inc |
|
|
12,961 |
|
|
|
820 |
|
Grocery Outlet Holding Corp * |
|
|
2,300 |
|
|
|
51 |
|
Hershey Co/The |
|
|
3,392 |
|
|
|
624 |
|
Hormel Foods Corp |
|
|
6,537 |
|
|
|
199 |
|
Ingredion Inc |
|
|
1,510 |
|
|
|
173 |
|
J M Smucker Co/The |
|
|
2,354 |
|
|
|
257 |
|
Kellanova |
|
|
5,885 |
|
|
|
339 |
|
Kenvue Inc |
|
|
43,404 |
|
|
|
789 |
|
Keurig Dr Pepper Inc |
|
|
23,985 |
|
|
|
801 |
|
Kimberly-Clark Corp |
|
|
7,640 |
|
|
|
1,056 |
|
Kraft Heinz Co/The |
|
|
20,149 |
|
|
|
649 |
|
Kroger Co/The |
|
|
14,888 |
|
|
|
743 |
|
Lamb Weston Holdings Inc |
|
|
3,300 |
|
|
|
278 |
|
Maplebear Inc * |
|
|
3,900 |
|
|
|
125 |
|
McCormick & Co Inc/MD |
|
|
5,682 |
|
|
|
403 |
|
Molson Coors Beverage Co, Cl B |
|
|
3,995 |
|
|
|
203 |
|
Mondelez International Inc, Cl A |
|
|
30,846 |
|
|
|
2,019 |
|
Monster Beverage Corp * |
|
|
16,978 |
|
|
|
848 |
|
PepsiCo Inc |
|
|
31,280 |
|
|
|
5,159 |
|
Performance Food Group Co * |
|
|
3,500 |
|
|
|
231 |
|
Philip Morris International Inc |
|
|
35,213 |
|
|
|
3,568 |
|
Pilgrim's Pride Corp * |
|
|
900 |
|
|
|
35 |
|
Post Holdings Inc * |
|
|
1,107 |
|
|
|
115 |
|
Procter & Gamble Co/The |
|
|
53,457 |
|
|
|
8,816 |
|
Reynolds Consumer Products Inc |
|
|
1,200 |
|
|
|
34 |
|
Seaboard Corp |
|
|
6 |
|
|
|
19 |
|
Spectrum Brands Holdings Inc |
|
|
657 |
|
|
|
57 |
|
Sysco Corp, Cl A |
|
|
11,363 |
|
|
|
811 |
|
Target Corp, Cl A |
|
|
10,443 |
|
|
|
1,546 |
|
Tyson Foods Inc, Cl A |
|
|
6,308 |
|
|
|
360 |
|
US Foods Holding Corp * |
|
|
5,097 |
|
|
|
270 |
|
Walgreens Boots Alliance Inc |
|
|
16,341 |
|
|
|
198 |
|
Walmart Inc |
|
|
98,413 |
|
|
|
6,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63,362 |
|
Energy — 3.7% |
|
|
|
|
Antero Midstream Corp |
|
|
7,550 |
|
|
|
111 |
|
Antero Resources Corp * |
|
|
6,400 |
|
|
|
209 |
|
APA Corp |
|
|
8,200 |
|
|
|
241 |
|
Baker Hughes Co, Cl A |
|
|
22,602 |
|
|
|
795 |
|
Cheniere Energy Inc |
|
|
5,423 |
|
|
|
948 |
|
Chesapeake Energy Corp |
|
|
2,800 |
|
|
|
230 |
|
Chevron Corp |
|
|
39,049 |
|
|
|
6,108 |
|
Chord Energy Corp |
|
|
1,400 |
|
|
|
235 |
|
Civitas Resources Inc |
|
|
2,300 |
|
|
|
159 |
|
ConocoPhillips |
|
|
26,604 |
|
|
|
3,043 |
|
Coterra Energy Inc |
|
|
17,014 |
|
|
|
454 |
|
Devon Energy Corp |
|
|
14,561 |
|
|
|
690 |
|
Diamondback Energy Inc, Cl A |
|
|
4,029 |
|
|
|
807 |
|
DT Midstream Inc |
|
|
2,156 |
|
|
|
153 |
|
EOG Resources Inc |
|
|
13,082 |
|
|
|
1,647 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
EQT Corp |
|
|
9,967 |
|
|
$ |
369 |
|
Exxon Mobil Corp |
|
|
101,756 |
|
|
|
11,714 |
|
Halliburton Co |
|
|
20,445 |
|
|
|
691 |
|
Hess Corp |
|
|
6,299 |
|
|
|
929 |
|
HF Sinclair Corp |
|
|
3,700 |
|
|
|
197 |
|
Kinder Morgan Inc |
|
|
44,634 |
|
|
|
887 |
|
Marathon Oil Corp |
|
|
13,292 |
|
|
|
381 |
|
Marathon Petroleum Corp |
|
|
7,950 |
|
|
|
1,379 |
|
Matador Resources Co |
|
|
2,700 |
|
|
|
161 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
33 |
|
NOV Inc |
|
|
8,800 |
|
|
|
167 |
|
Occidental Petroleum Corp |
|
|
14,423 |
|
|
|
909 |
|
ONEOK Inc |
|
|
13,261 |
|
|
|
1,081 |
|
Ovintiv Inc |
|
|
5,800 |
|
|
|
272 |
|
Permian Resources Corp, Cl A |
|
|
14,200 |
|
|
|
229 |
|
Phillips 66 |
|
|
9,562 |
|
|
|
1,350 |
|
Range Resources Corp |
|
|
5,250 |
|
|
|
176 |
|
Schlumberger NV, Cl A |
|
|
32,325 |
|
|
|
1,525 |
|
Southwestern Energy Co * |
|
|
24,800 |
|
|
|
167 |
|
Targa Resources Corp |
|
|
5,000 |
|
|
|
644 |
|
TechnipFMC PLC |
|
|
9,800 |
|
|
|
256 |
|
Texas Pacific Land Corp |
|
|
397 |
|
|
|
291 |
|
Valero Energy Corp |
|
|
7,374 |
|
|
|
1,156 |
|
Viper Energy Inc, Cl A |
|
|
2,100 |
|
|
|
79 |
|
Weatherford International PLC * |
|
|
1,600 |
|
|
|
196 |
|
Williams Cos Inc/The |
|
|
27,573 |
|
|
|
1,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,241 |
|
Financials — 12.7% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
771 |
|
|
|
120 |
|
Affirm Holdings Inc, Cl A * |
|
|
5,200 |
|
|
|
157 |
|
Aflac Inc |
|
|
13,146 |
|
|
|
1,174 |
|
AGNC Investment Corp ‡ |
|
|
16,228 |
|
|
|
155 |
|
Allstate Corp/The |
|
|
5,980 |
|
|
|
955 |
|
Ally Financial Inc |
|
|
6,158 |
|
|
|
244 |
|
American Express Co |
|
|
12,864 |
|
|
|
2,979 |
|
American Financial Group Inc/OH |
|
|
1,643 |
|
|
|
202 |
|
American International Group Inc |
|
|
15,303 |
|
|
|
1,136 |
|
Ameriprise Financial Inc |
|
|
2,274 |
|
|
|
971 |
|
Annaly Capital Management Inc ‡ |
|
|
11,193 |
|
|
|
213 |
|
Aon PLC, Cl A |
|
|
4,497 |
|
|
|
1,320 |
|
Apollo Global Management Inc |
|
|
11,847 |
|
|
|
1,399 |
|
Arch Capital Group Ltd * |
|
|
8,089 |
|
|
|
816 |
|
Ares Management Corp, Cl A |
|
|
3,800 |
|
|
|
506 |
|
Arthur J Gallagher & Co |
|
|
4,855 |
|
|
|
1,259 |
|
Assurant Inc |
|
|
1,200 |
|
|
|
200 |
|
Assured Guaranty Ltd |
|
|
1,214 |
|
|
|
94 |
|
Axis Capital Holdings Ltd |
|
|
1,823 |
|
|
|
129 |
|
Bank of America Corp |
|
|
153,902 |
|
|
|
6,121 |
|
Bank of New York Mellon Corp/The |
|
|
17,285 |
|
|
|
1,035 |
|
Bank OZK |
|
|
2,400 |
|
|
|
98 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
41,570 |
|
|
|
16,911 |
|
BlackRock Inc |
|
|
3,351 |
|
|
|
2,638 |
|
Blackstone Inc, Cl A |
|
|
16,149 |
|
|
|
1,999 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Block Inc, Cl A * |
|
|
12,553 |
|
|
$ |
810 |
|
Blue Owl Capital Inc, Cl A |
|
|
10,300 |
|
|
|
183 |
|
BOK Financial Corp |
|
|
600 |
|
|
|
55 |
|
Brighthouse Financial Inc * |
|
|
1,500 |
|
|
|
65 |
|
Brown & Brown Inc |
|
|
5,400 |
|
|
|
483 |
|
Capital One Financial Corp |
|
|
8,613 |
|
|
|
1,192 |
|
Carlyle Group Inc/The |
|
|
4,800 |
|
|
|
193 |
|
Cboe Global Markets Inc |
|
|
2,400 |
|
|
|
408 |
|
Charles Schwab Corp/The |
|
|
33,627 |
|
|
|
2,478 |
|
Chubb Ltd |
|
|
9,210 |
|
|
|
2,349 |
|
Cincinnati Financial Corp |
|
|
3,500 |
|
|
|
413 |
|
Citigroup Inc |
|
|
43,380 |
|
|
|
2,753 |
|
Citizens Financial Group Inc |
|
|
10,559 |
|
|
|
380 |
|
CME Group Inc, Cl A |
|
|
8,133 |
|
|
|
1,599 |
|
CNA Financial Corp |
|
|
552 |
|
|
|
25 |
|
Coinbase Global Inc, Cl A * |
|
|
4,500 |
|
|
|
1,000 |
|
Columbia Banking System Inc |
|
|
4,966 |
|
|
|
99 |
|
Comerica Inc |
|
|
3,053 |
|
|
|
156 |
|
Commerce Bancshares Inc/MO |
|
|
2,665 |
|
|
|
149 |
|
Corebridge Financial Inc |
|
|
5,000 |
|
|
|
146 |
|
Corpay Inc * |
|
|
1,611 |
|
|
|
429 |
|
Credit Acceptance Corp, Cl A * |
|
|
136 |
|
|
|
70 |
|
Cullen/Frost Bankers Inc |
|
|
1,314 |
|
|
|
134 |
|
Discover Financial Services |
|
|
5,671 |
|
|
|
742 |
|
East West Bancorp Inc |
|
|
3,200 |
|
|
|
234 |
|
Equitable Holdings Inc |
|
|
7,600 |
|
|
|
311 |
|
Euronet Worldwide Inc * |
|
|
1,000 |
|
|
|
104 |
|
Evercore Inc, Cl A |
|
|
783 |
|
|
|
163 |
|
Everest Group Ltd |
|
|
966 |
|
|
|
368 |
|
FactSet Research Systems Inc |
|
|
885 |
|
|
|
361 |
|
Fidelity National Financial Inc |
|
|
5,910 |
|
|
|
292 |
|
Fidelity National Information Services Inc, Cl B |
|
|
12,719 |
|
|
|
959 |
|
Fifth Third Bancorp |
|
|
15,500 |
|
|
|
566 |
|
First American Financial Corp |
|
|
2,250 |
|
|
|
121 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
259 |
|
|
|
436 |
|
First Hawaiian Inc |
|
|
3,000 |
|
|
|
62 |
|
First Horizon Corp |
|
|
12,500 |
|
|
|
197 |
|
Fiserv Inc, Cl A * |
|
|
13,178 |
|
|
|
1,964 |
|
FNB Corp/PA |
|
|
7,950 |
|
|
|
109 |
|
Franklin Resources Inc |
|
|
6,900 |
|
|
|
154 |
|
Global Payments Inc |
|
|
5,877 |
|
|
|
568 |
|
Globe Life Inc |
|
|
2,001 |
|
|
|
165 |
|
Goldman Sachs Group Inc/The |
|
|
7,140 |
|
|
|
3,230 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
826 |
|
|
|
104 |
|
Hartford Financial Services Group Inc/The |
|
|
6,659 |
|
|
|
670 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,150 |
|
|
|
155 |
|
Huntington Bancshares Inc/OH |
|
|
32,738 |
|
|
|
431 |
|
Interactive Brokers Group Inc, Cl A |
|
|
2,321 |
|
|
|
285 |
|
Intercontinental Exchange Inc |
|
|
12,812 |
|
|
|
1,754 |
|
Invesco Ltd |
|
|
8,162 |
|
|
|
122 |
|
Jack Henry & Associates Inc |
|
|
1,644 |
|
|
|
273 |
|
Janus Henderson Group PLC |
|
|
2,950 |
|
|
|
99 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Jefferies Financial Group Inc |
|
|
4,100 |
|
|
$ |
204 |
|
JPMorgan Chase & Co |
|
|
64,936 |
|
|
|
13,134 |
|
Kemper Corp, Cl A |
|
|
1,455 |
|
|
|
86 |
|
KeyCorp |
|
|
21,188 |
|
|
|
301 |
|
Kinsale Capital Group Inc |
|
|
500 |
|
|
|
193 |
|
KKR & Co Inc |
|
|
15,100 |
|
|
|
1,589 |
|
Lazard Inc, Cl A |
|
|
2,600 |
|
|
|
99 |
|
Lincoln National Corp |
|
|
3,777 |
|
|
|
117 |
|
Loews Corp |
|
|
4,189 |
|
|
|
313 |
|
LPL Financial Holdings Inc |
|
|
1,692 |
|
|
|
473 |
|
M&T Bank Corp |
|
|
3,777 |
|
|
|
572 |
|
Markel Group Inc * |
|
|
300 |
|
|
|
473 |
|
MarketAxess Holdings Inc |
|
|
825 |
|
|
|
165 |
|
Marsh & McLennan Cos Inc |
|
|
11,239 |
|
|
|
2,368 |
|
Mastercard Inc, Cl A |
|
|
18,736 |
|
|
|
8,266 |
|
MetLife Inc |
|
|
13,515 |
|
|
|
949 |
|
MGIC Investment Corp |
|
|
6,500 |
|
|
|
140 |
|
Moody's Corp |
|
|
3,603 |
|
|
|
1,517 |
|
Morgan Stanley |
|
|
26,562 |
|
|
|
2,582 |
|
Morningstar Inc, Cl A |
|
|
600 |
|
|
|
178 |
|
MSCI Inc, Cl A |
|
|
1,734 |
|
|
|
835 |
|
Nasdaq Inc, Cl A |
|
|
8,400 |
|
|
|
506 |
|
Northern Trust Corp |
|
|
4,650 |
|
|
|
391 |
|
NU Holdings Ltd, Cl A * |
|
|
72,100 |
|
|
|
929 |
|
Old Republic International Corp |
|
|
5,900 |
|
|
|
182 |
|
OneMain Holdings Inc, Cl A |
|
|
2,481 |
|
|
|
120 |
|
PayPal Holdings Inc * |
|
|
24,420 |
|
|
|
1,417 |
|
Pinnacle Financial Partners Inc |
|
|
1,700 |
|
|
|
136 |
|
PNC Financial Services Group Inc/The |
|
|
9,056 |
|
|
|
1,408 |
|
Popular Inc |
|
|
1,600 |
|
|
|
142 |
|
Primerica Inc |
|
|
781 |
|
|
|
185 |
|
Principal Financial Group Inc, Cl A |
|
|
5,434 |
|
|
|
426 |
|
Progressive Corp/The |
|
|
13,257 |
|
|
|
2,754 |
|
Prosperity Bancshares Inc |
|
|
2,000 |
|
|
|
122 |
|
Prudential Financial Inc |
|
|
8,262 |
|
|
|
968 |
|
Raymond James Financial Inc |
|
|
4,305 |
|
|
|
532 |
|
Regions Financial Corp |
|
|
20,862 |
|
|
|
418 |
|
Reinsurance Group of America Inc, Cl A |
|
|
1,524 |
|
|
|
313 |
|
RenaissanceRe Holdings Ltd |
|
|
1,175 |
|
|
|
263 |
|
Rithm Capital Corp ‡ |
|
|
10,840 |
|
|
|
118 |
|
RLI Corp |
|
|
900 |
|
|
|
127 |
|
Robinhood Markets Inc, Cl A * |
|
|
14,400 |
|
|
|
327 |
|
Rocket Cos Inc, Cl A * |
|
|
2,800 |
|
|
|
38 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
2,200 |
|
|
|
127 |
|
S&P Global Inc |
|
|
7,094 |
|
|
|
3,164 |
|
SEI Investments Co † |
|
|
2,300 |
|
|
|
149 |
|
Shift4 Payments Inc, Cl A * |
|
|
1,200 |
|
|
|
88 |
|
SLM Corp |
|
|
4,940 |
|
|
|
103 |
|
SoFi Technologies Inc * |
|
|
21,100 |
|
|
|
139 |
|
Starwood Property Trust Inc ‡ |
|
|
6,600 |
|
|
|
125 |
|
State Street Corp |
|
|
6,909 |
|
|
|
511 |
|
Stifel Financial Corp |
|
|
2,200 |
|
|
|
185 |
|
Synchrony Financial |
|
|
9,118 |
|
|
|
430 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Synovus Financial Corp |
|
|
3,400 |
|
|
$ |
137 |
|
T Rowe Price Group Inc |
|
|
4,971 |
|
|
|
573 |
|
TFS Financial Corp |
|
|
1,417 |
|
|
|
18 |
|
Toast Inc, Cl A * |
|
|
10,050 |
|
|
|
259 |
|
TPG Inc, Cl A |
|
|
1,500 |
|
|
|
62 |
|
Tradeweb Markets Inc, Cl A |
|
|
2,600 |
|
|
|
276 |
|
Travelers Cos Inc/The |
|
|
5,170 |
|
|
|
1,051 |
|
Truist Financial Corp |
|
|
30,227 |
|
|
|
1,174 |
|
Unum Group |
|
|
4,325 |
|
|
|
221 |
|
US Bancorp |
|
|
35,480 |
|
|
|
1,409 |
|
UWM Holdings Corp |
|
|
2,800 |
|
|
|
19 |
|
Virtu Financial Inc, Cl A |
|
|
1,900 |
|
|
|
43 |
|
Visa Inc, Cl A |
|
|
35,719 |
|
|
|
9,375 |
|
Voya Financial Inc |
|
|
2,200 |
|
|
|
157 |
|
W R Berkley Corp |
|
|
4,550 |
|
|
|
358 |
|
Webster Financial Corp |
|
|
3,868 |
|
|
|
169 |
|
Wells Fargo & Co |
|
|
79,415 |
|
|
|
4,716 |
|
Western Alliance Bancorp |
|
|
2,400 |
|
|
|
151 |
|
Western Union Co/The |
|
|
8,200 |
|
|
|
100 |
|
WEX Inc * |
|
|
995 |
|
|
|
176 |
|
White Mountains Insurance Group Ltd |
|
|
60 |
|
|
|
109 |
|
Willis Towers Watson PLC |
|
|
2,304 |
|
|
|
604 |
|
Wintrust Financial Corp |
|
|
1,400 |
|
|
|
138 |
|
XP Inc, Cl A |
|
|
7,300 |
|
|
|
128 |
|
Zions Bancorp NA |
|
|
3,300 |
|
|
|
143 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
146,362 |
|
Health Care — 11.4% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
2,198 |
|
|
|
43 |
|
Abbott Laboratories |
|
|
39,283 |
|
|
|
4,082 |
|
AbbVie Inc |
|
|
40,035 |
|
|
|
6,867 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
2,000 |
|
|
|
135 |
|
Agilent Technologies Inc |
|
|
6,654 |
|
|
|
863 |
|
Align Technology Inc * |
|
|
1,751 |
|
|
|
423 |
|
Alnylam Pharmaceuticals Inc * |
|
|
2,827 |
|
|
|
687 |
|
Amedisys Inc * |
|
|
700 |
|
|
|
64 |
|
Amgen Inc, Cl A |
|
|
12,130 |
|
|
|
3,790 |
|
Apellis Pharmaceuticals Inc * |
|
|
2,400 |
|
|
|
92 |
|
Avantor Inc * |
|
|
15,320 |
|
|
|
325 |
|
Azenta Inc * |
|
|
1,200 |
|
|
|
63 |
|
Baxter International Inc |
|
|
11,565 |
|
|
|
387 |
|
Becton Dickinson & Co |
|
|
6,559 |
|
|
|
1,533 |
|
Biogen Inc * |
|
|
3,259 |
|
|
|
755 |
|
BioMarin Pharmaceutical Inc * |
|
|
4,267 |
|
|
|
351 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
456 |
|
|
|
124 |
|
Bio-Techne Corp |
|
|
3,496 |
|
|
|
250 |
|
Boston Scientific Corp * |
|
|
33,188 |
|
|
|
2,556 |
|
Bristol-Myers Squibb Co |
|
|
46,186 |
|
|
|
1,918 |
|
Bruker Corp |
|
|
2,300 |
|
|
|
147 |
|
Cardinal Health Inc |
|
|
5,600 |
|
|
|
551 |
|
Catalent Inc * |
|
|
4,023 |
|
|
|
226 |
|
Cencora Inc, Cl A |
|
|
3,795 |
|
|
|
855 |
|
Centene Corp * |
|
|
12,181 |
|
|
|
808 |
|
Cerevel Therapeutics Holdings Inc * |
|
|
1,600 |
|
|
|
65 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Certara Inc * |
|
|
2,600 |
|
|
$ |
36 |
|
Charles River Laboratories International Inc * |
|
|
1,161 |
|
|
|
240 |
|
Chemed Corp |
|
|
336 |
|
|
|
182 |
|
Cigna Group/The |
|
|
6,300 |
|
|
|
2,083 |
|
Cooper Cos Inc/The |
|
|
4,448 |
|
|
|
388 |
|
CVS Health Corp |
|
|
29,058 |
|
|
|
1,716 |
|
Danaher Corp, Cl A |
|
|
14,934 |
|
|
|
3,731 |
|
DaVita Inc * |
|
|
1,200 |
|
|
|
166 |
|
DENTSPLY SIRONA Inc |
|
|
4,700 |
|
|
|
117 |
|
Dexcom Inc * |
|
|
8,772 |
|
|
|
995 |
|
Doximity Inc, Cl A * |
|
|
2,500 |
|
|
|
70 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
13,647 |
|
|
|
1,261 |
|
Elanco Animal Health Inc * |
|
|
11,077 |
|
|
|
160 |
|
Elevance Health Inc |
|
|
5,282 |
|
|
|
2,862 |
|
Eli Lilly & Co |
|
|
19,318 |
|
|
|
17,490 |
|
Encompass Health Corp |
|
|
2,200 |
|
|
|
189 |
|
Enovis Corp * |
|
|
1,266 |
|
|
|
57 |
|
Envista Holdings Corp * |
|
|
3,600 |
|
|
|
60 |
|
Exact Sciences Corp * |
|
|
4,100 |
|
|
|
173 |
|
Exelixis Inc * |
|
|
6,900 |
|
|
|
155 |
|
Fortrea Holdings Inc * |
|
|
2,001 |
|
|
|
47 |
|
GE HealthCare Technologies Inc |
|
|
9,504 |
|
|
|
741 |
|
Gilead Sciences Inc |
|
|
28,344 |
|
|
|
1,945 |
|
Globus Medical Inc, Cl A * |
|
|
2,650 |
|
|
|
181 |
|
GRAIL Inc * |
|
|
605 |
|
|
|
9 |
|
HCA Healthcare Inc |
|
|
4,504 |
|
|
|
1,447 |
|
Henry Schein Inc * |
|
|
2,947 |
|
|
|
189 |
|
Hologic Inc * |
|
|
5,300 |
|
|
|
393 |
|
Humana Inc |
|
|
2,754 |
|
|
|
1,029 |
|
IDEXX Laboratories Inc * |
|
|
1,866 |
|
|
|
909 |
|
Illumina Inc * |
|
|
3,628 |
|
|
|
379 |
|
Incyte Corp * |
|
|
4,143 |
|
|
|
251 |
|
Inspire Medical Systems Inc * |
|
|
650 |
|
|
|
87 |
|
Insulet Corp * |
|
|
1,569 |
|
|
|
317 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
2,300 |
|
|
|
157 |
|
Intuitive Surgical Inc * |
|
|
7,933 |
|
|
|
3,529 |
|
Ionis Pharmaceuticals Inc * |
|
|
3,200 |
|
|
|
152 |
|
IQVIA Holdings Inc * |
|
|
4,105 |
|
|
|
868 |
|
Jazz Pharmaceuticals PLC * |
|
|
1,380 |
|
|
|
147 |
|
Johnson & Johnson |
|
|
54,706 |
|
|
|
7,996 |
|
Labcorp Holdings Inc |
|
|
1,901 |
|
|
|
387 |
|
Masimo Corp * |
|
|
1,000 |
|
|
|
126 |
|
McKesson Corp |
|
|
3,042 |
|
|
|
1,777 |
|
Medpace Holdings Inc * |
|
|
500 |
|
|
|
206 |
|
Medtronic PLC |
|
|
30,153 |
|
|
|
2,373 |
|
Merck & Co Inc |
|
|
57,672 |
|
|
|
7,140 |
|
Mettler-Toledo International Inc * |
|
|
470 |
|
|
|
657 |
|
Moderna Inc * |
|
|
7,531 |
|
|
|
894 |
|
Molina Healthcare Inc * |
|
|
1,295 |
|
|
|
385 |
|
Natera Inc * |
|
|
2,500 |
|
|
|
271 |
|
Neurocrine Biosciences Inc * |
|
|
2,184 |
|
|
|
301 |
|
Organon & Co |
|
|
5,770 |
|
|
|
119 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Penumbra Inc * |
|
|
800 |
|
|
$ |
144 |
|
Perrigo Co PLC |
|
|
3,193 |
|
|
|
82 |
|
Pfizer Inc |
|
|
128,225 |
|
|
|
3,588 |
|
Premier Inc, Cl A |
|
|
2,800 |
|
|
|
52 |
|
QIAGEN NV |
|
|
5,035 |
|
|
|
207 |
|
Quest Diagnostics Inc |
|
|
2,541 |
|
|
|
348 |
|
QuidelOrtho Corp * |
|
|
1,300 |
|
|
|
43 |
|
R1 RCM Inc * |
|
|
3,300 |
|
|
|
41 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,349 |
|
|
|
2,469 |
|
Repligen Corp * |
|
|
1,250 |
|
|
|
158 |
|
ResMed Inc |
|
|
3,295 |
|
|
|
631 |
|
Revvity Inc |
|
|
2,841 |
|
|
|
298 |
|
Roivant Sciences Ltd * |
|
|
8,700 |
|
|
|
92 |
|
Royalty Pharma PLC, Cl A |
|
|
8,400 |
|
|
|
221 |
|
Sarepta Therapeutics Inc * |
|
|
2,000 |
|
|
|
316 |
|
Solventum Corp * |
|
|
3,188 |
|
|
|
169 |
|
Sotera Health Co * |
|
|
3,000 |
|
|
|
36 |
|
STERIS PLC |
|
|
2,240 |
|
|
|
492 |
|
Stryker Corp |
|
|
8,248 |
|
|
|
2,806 |
|
Teleflex Inc |
|
|
1,039 |
|
|
|
218 |
|
Tenet Healthcare Corp * |
|
|
2,300 |
|
|
|
306 |
|
Thermo Fisher Scientific Inc |
|
|
8,647 |
|
|
|
4,782 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
1,700 |
|
|
|
70 |
|
United Therapeutics Corp * |
|
|
1,022 |
|
|
|
326 |
|
UnitedHealth Group Inc |
|
|
20,885 |
|
|
|
10,636 |
|
Universal Health Services Inc, Cl B |
|
|
1,325 |
|
|
|
245 |
|
Veeva Systems Inc, Cl A * |
|
|
3,268 |
|
|
|
598 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,846 |
|
|
|
2,740 |
|
Viatris Inc, Cl W |
|
|
27,230 |
|
|
|
289 |
|
Viking Therapeutics Inc * |
|
|
2,400 |
|
|
|
127 |
|
Waters Corp * |
|
|
1,299 |
|
|
|
377 |
|
West Pharmaceutical Services Inc |
|
|
1,678 |
|
|
|
553 |
|
Zimmer Biomet Holdings Inc |
|
|
4,722 |
|
|
|
512 |
|
Zoetis Inc, Cl A |
|
|
10,525 |
|
|
|
1,825 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
131,297 |
|
Industrials — 8.9% |
|
|
|
|
3M Co |
|
|
12,452 |
|
|
|
1,272 |
|
A O Smith Corp |
|
|
2,800 |
|
|
|
229 |
|
AAON Inc |
|
|
1,500 |
|
|
|
131 |
|
Acuity Brands Inc |
|
|
719 |
|
|
|
174 |
|
Advanced Drainage Systems Inc |
|
|
1,500 |
|
|
|
241 |
|
AECOM |
|
|
3,100 |
|
|
|
273 |
|
AGCO Corp |
|
|
1,400 |
|
|
|
137 |
|
Air Lease Corp, Cl A |
|
|
2,300 |
|
|
|
109 |
|
Alaska Air Group Inc * |
|
|
2,800 |
|
|
|
113 |
|
Allegion plc |
|
|
1,950 |
|
|
|
230 |
|
Allison Transmission Holdings Inc |
|
|
2,000 |
|
|
|
152 |
|
American Airlines Group Inc * |
|
|
14,672 |
|
|
|
166 |
|
AMETEK Inc |
|
|
5,183 |
|
|
|
864 |
|
API Group Corp * |
|
|
5,200 |
|
|
|
196 |
|
Armstrong World Industries Inc |
|
|
1,000 |
|
|
|
113 |
|
Automatic Data Processing Inc |
|
|
9,374 |
|
|
|
2,237 |
|
Avis Budget Group Inc |
|
|
400 |
|
|
|
42 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Axon Enterprise Inc * |
|
|
1,593 |
|
|
$ |
469 |
|
AZEK Co Inc/The, Cl A * |
|
|
3,300 |
|
|
|
139 |
|
Boeing Co/The * |
|
|
13,138 |
|
|
|
2,391 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
2,940 |
|
|
|
452 |
|
Broadridge Financial Solutions Inc |
|
|
2,625 |
|
|
|
517 |
|
Builders FirstSource Inc * |
|
|
2,750 |
|
|
|
381 |
|
BWX Technologies Inc |
|
|
2,100 |
|
|
|
200 |
|
CACI International Inc, Cl A * |
|
|
492 |
|
|
|
212 |
|
Carlisle Cos Inc |
|
|
1,074 |
|
|
|
435 |
|
Carrier Global Corp |
|
|
18,952 |
|
|
|
1,195 |
|
Caterpillar Inc, Cl A |
|
|
11,067 |
|
|
|
3,686 |
|
CH Robinson Worldwide Inc |
|
|
2,555 |
|
|
|
225 |
|
Cintas Corp |
|
|
1,951 |
|
|
|
1,366 |
|
Clarivate PLC * |
|
|
11,200 |
|
|
|
64 |
|
Clean Harbors Inc * |
|
|
1,100 |
|
|
|
249 |
|
CNH Industrial NV |
|
|
22,200 |
|
|
|
225 |
|
Comfort Systems USA Inc |
|
|
800 |
|
|
|
243 |
|
Concentrix Corp |
|
|
1,000 |
|
|
|
63 |
|
Copart Inc * |
|
|
19,556 |
|
|
|
1,059 |
|
Core & Main Inc, Cl A * |
|
|
3,900 |
|
|
|
191 |
|
Crane Co |
|
|
1,100 |
|
|
|
159 |
|
CSX Corp |
|
|
44,750 |
|
|
|
1,497 |
|
Cummins Inc |
|
|
3,068 |
|
|
|
850 |
|
Curtiss-Wright Corp |
|
|
850 |
|
|
|
230 |
|
Dayforce Inc * |
|
|
3,355 |
|
|
|
166 |
|
Deere & Co |
|
|
5,862 |
|
|
|
2,190 |
|
Delta Air Lines Inc, Cl A |
|
|
14,621 |
|
|
|
694 |
|
Donaldson Co Inc, Cl A |
|
|
2,700 |
|
|
|
193 |
|
Dover Corp |
|
|
3,151 |
|
|
|
569 |
|
Dun & Bradstreet Holdings Inc |
|
|
6,000 |
|
|
|
56 |
|
Eaton Corp PLC |
|
|
9,011 |
|
|
|
2,825 |
|
EMCOR Group Inc |
|
|
1,050 |
|
|
|
383 |
|
Emerson Electric Co |
|
|
12,946 |
|
|
|
1,426 |
|
Equifax Inc |
|
|
2,779 |
|
|
|
674 |
|
Esab Corp |
|
|
1,266 |
|
|
|
120 |
|
Expeditors International of Washington Inc |
|
|
3,300 |
|
|
|
412 |
|
Fastenal Co, Cl A |
|
|
12,987 |
|
|
|
816 |
|
FedEx Corp |
|
|
5,260 |
|
|
|
1,577 |
|
Ferguson PLC |
|
|
4,600 |
|
|
|
891 |
|
Flowserve Corp |
|
|
2,900 |
|
|
|
139 |
|
Fortive Corp |
|
|
8,059 |
|
|
|
597 |
|
Fortune Brands Innovations Inc |
|
|
2,861 |
|
|
|
186 |
|
FTI Consulting Inc * |
|
|
752 |
|
|
|
162 |
|
Gates Industrial Corp PLC * |
|
|
3,800 |
|
|
|
60 |
|
GE Vernova Inc * |
|
|
6,178 |
|
|
|
1,060 |
|
Generac Holdings Inc * |
|
|
1,350 |
|
|
|
179 |
|
General Dynamics Corp |
|
|
6,155 |
|
|
|
1,786 |
|
General Electric Co |
|
|
24,614 |
|
|
|
3,913 |
|
Genpact Ltd |
|
|
3,950 |
|
|
|
127 |
|
Graco Inc |
|
|
3,800 |
|
|
|
301 |
|
GXO Logistics Inc * |
|
|
2,633 |
|
|
|
133 |
|
Hayward Holdings Inc * |
|
|
3,300 |
|
|
|
41 |
|
HEICO Corp |
|
|
1,000 |
|
|
|
224 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
HEICO Corp, Cl A |
|
|
1,800 |
|
|
$ |
320 |
|
Hexcel Corp, Cl A |
|
|
1,900 |
|
|
|
119 |
|
Honeywell International Inc |
|
|
14,801 |
|
|
|
3,161 |
|
Howmet Aerospace Inc |
|
|
9,200 |
|
|
|
714 |
|
Hubbell Inc, Cl B |
|
|
1,205 |
|
|
|
440 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
877 |
|
|
|
216 |
|
IDEX Corp |
|
|
1,703 |
|
|
|
343 |
|
Illinois Tool Works Inc |
|
|
6,789 |
|
|
|
1,609 |
|
Ingersoll Rand Inc |
|
|
9,149 |
|
|
|
831 |
|
ITT Inc |
|
|
1,848 |
|
|
|
239 |
|
Jacobs Solutions Inc |
|
|
2,845 |
|
|
|
397 |
|
JB Hunt Transport Services Inc |
|
|
1,860 |
|
|
|
298 |
|
Johnson Controls International PLC |
|
|
15,426 |
|
|
|
1,025 |
|
KBR Inc |
|
|
3,000 |
|
|
|
192 |
|
Kirby Corp * |
|
|
1,300 |
|
|
|
156 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
3,527 |
|
|
|
176 |
|
L3Harris Technologies Inc |
|
|
4,297 |
|
|
|
965 |
|
Landstar System Inc |
|
|
792 |
|
|
|
146 |
|
Leidos Holdings Inc |
|
|
3,100 |
|
|
|
452 |
|
Lennox International Inc |
|
|
731 |
|
|
|
391 |
|
Lincoln Electric Holdings Inc |
|
|
1,242 |
|
|
|
234 |
|
Loar Holdings Inc * |
|
|
235 |
|
|
|
13 |
|
Lockheed Martin Corp |
|
|
4,888 |
|
|
|
2,283 |
|
Lyft Inc, Cl A * |
|
|
7,700 |
|
|
|
109 |
|
ManpowerGroup Inc |
|
|
1,088 |
|
|
|
76 |
|
Masco Corp |
|
|
5,100 |
|
|
|
340 |
|
MasTec Inc * |
|
|
1,400 |
|
|
|
150 |
|
MDU Resources Group Inc |
|
|
4,500 |
|
|
|
113 |
|
Middleby Corp/The * |
|
|
1,239 |
|
|
|
152 |
|
MSA Safety Inc |
|
|
858 |
|
|
|
161 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,079 |
|
|
|
86 |
|
Nordson Corp |
|
|
1,293 |
|
|
|
300 |
|
Norfolk Southern Corp |
|
|
5,158 |
|
|
|
1,107 |
|
Northrop Grumman Corp |
|
|
3,211 |
|
|
|
1,400 |
|
nVent Electric PLC |
|
|
3,700 |
|
|
|
283 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
4,466 |
|
|
|
789 |
|
Oshkosh Corp |
|
|
1,500 |
|
|
|
162 |
|
Otis Worldwide Corp |
|
|
9,426 |
|
|
|
907 |
|
Owens Corning |
|
|
1,960 |
|
|
|
340 |
|
PACCAR Inc |
|
|
11,682 |
|
|
|
1,203 |
|
Parker-Hannifin Corp, Cl A |
|
|
2,901 |
|
|
|
1,467 |
|
Parsons Corp * |
|
|
1,000 |
|
|
|
82 |
|
Paychex Inc |
|
|
7,290 |
|
|
|
864 |
|
Paycom Software Inc |
|
|
1,166 |
|
|
|
167 |
|
Paycor HCM Inc * |
|
|
1,400 |
|
|
|
18 |
|
Paylocity Holding Corp * |
|
|
935 |
|
|
|
123 |
|
Pentair PLC |
|
|
3,700 |
|
|
|
284 |
|
Quanta Services Inc |
|
|
3,250 |
|
|
|
826 |
|
RB Global Inc |
|
|
4,190 |
|
|
|
320 |
|
RBC Bearings Inc * |
|
|
600 |
|
|
|
162 |
|
Regal Rexnord Corp |
|
|
1,500 |
|
|
|
203 |
|
Republic Services Inc |
|
|
4,688 |
|
|
|
911 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Robert Half Inc |
|
|
2,300 |
|
|
$ |
147 |
|
Rockwell Automation Inc |
|
|
2,599 |
|
|
|
715 |
|
Rollins Inc |
|
|
5,800 |
|
|
|
283 |
|
RTX Corp |
|
|
30,147 |
|
|
|
3,026 |
|
Ryder System Inc |
|
|
1,000 |
|
|
|
124 |
|
Saia Inc * |
|
|
600 |
|
|
|
285 |
|
Schneider National Inc, Cl B |
|
|
1,100 |
|
|
|
27 |
|
Science Applications International Corp |
|
|
1,200 |
|
|
|
141 |
|
Sensata Technologies Holding PLC |
|
|
3,400 |
|
|
|
127 |
|
Simpson Manufacturing Co Inc |
|
|
1,000 |
|
|
|
169 |
|
SiteOne Landscape Supply Inc * |
|
|
1,002 |
|
|
|
122 |
|
Snap-on Inc |
|
|
1,179 |
|
|
|
308 |
|
Southwest Airlines Co, Cl A |
|
|
13,544 |
|
|
|
387 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
2,700 |
|
|
|
89 |
|
SS&C Technologies Holdings Inc |
|
|
4,900 |
|
|
|
307 |
|
Stanley Black & Decker Inc |
|
|
3,457 |
|
|
|
276 |
|
Stericycle Inc, Cl A * |
|
|
2,050 |
|
|
|
119 |
|
Tetra Tech Inc |
|
|
1,200 |
|
|
|
245 |
|
Textron Inc |
|
|
4,438 |
|
|
|
381 |
|
Timken Co/The |
|
|
1,400 |
|
|
|
112 |
|
Toro Co/The |
|
|
2,400 |
|
|
|
224 |
|
Trane Technologies PLC |
|
|
5,170 |
|
|
|
1,701 |
|
TransDigm Group Inc |
|
|
1,213 |
|
|
|
1,550 |
|
TransUnion |
|
|
4,400 |
|
|
|
326 |
|
Trex Co Inc * |
|
|
2,500 |
|
|
|
185 |
|
Uber Technologies Inc * |
|
|
45,529 |
|
|
|
3,309 |
|
U-Haul Holding Co * |
|
|
237 |
|
|
|
15 |
|
U-Haul Holding Co, Cl B |
|
|
2,333 |
|
|
|
140 |
|
Union Pacific Corp |
|
|
13,836 |
|
|
|
3,131 |
|
United Airlines Holdings Inc * |
|
|
7,473 |
|
|
|
364 |
|
United Parcel Service Inc, Cl B |
|
|
16,420 |
|
|
|
2,247 |
|
United Rentals Inc |
|
|
1,543 |
|
|
|
998 |
|
Valmont Industries Inc |
|
|
459 |
|
|
|
126 |
|
Veralto Corp |
|
|
5,611 |
|
|
|
536 |
|
Verisk Analytics Inc, Cl A |
|
|
3,249 |
|
|
|
876 |
|
Vertiv Holdings Co, Cl A |
|
|
7,800 |
|
|
|
675 |
|
Vestis Corp |
|
|
2,945 |
|
|
|
36 |
|
Waste Management Inc |
|
|
9,250 |
|
|
|
1,973 |
|
Watsco Inc |
|
|
776 |
|
|
|
359 |
|
WESCO International Inc |
|
|
1,000 |
|
|
|
159 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,066 |
|
|
|
643 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
4,300 |
|
|
|
162 |
|
Woodward Inc |
|
|
1,342 |
|
|
|
234 |
|
WW Grainger Inc |
|
|
1,011 |
|
|
|
912 |
|
XPO Inc * |
|
|
2,633 |
|
|
|
279 |
|
Xylem Inc/NY |
|
|
5,388 |
|
|
|
731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
102,183 |
|
Information Technology — 30.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
14,329 |
|
|
|
4,348 |
|
Adobe Inc * |
|
|
10,144 |
|
|
|
5,635 |
|
Advanced Micro Devices Inc * |
|
|
36,373 |
|
|
|
5,900 |
|
Akamai Technologies Inc * |
|
|
3,400 |
|
|
|
306 |
|
Allegro MicroSystems Inc * |
|
|
1,800 |
|
|
|
51 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Amdocs Ltd |
|
|
2,600 |
|
|
$ |
205 |
|
Amkor Technology Inc |
|
|
2,600 |
|
|
|
104 |
|
Amphenol Corp, Cl A |
|
|
26,464 |
|
|
|
1,783 |
|
Analog Devices Inc |
|
|
11,287 |
|
|
|
2,576 |
|
ANSYS Inc * |
|
|
1,975 |
|
|
|
635 |
|
Appfolio Inc, Cl A * |
|
|
500 |
|
|
|
122 |
|
Apple Inc |
|
|
329,577 |
|
|
|
69,416 |
|
Applied Materials Inc |
|
|
18,947 |
|
|
|
4,471 |
|
AppLovin Corp, Cl A * |
|
|
5,900 |
|
|
|
491 |
|
Arista Networks Inc * |
|
|
5,792 |
|
|
|
2,030 |
|
Arrow Electronics Inc, Cl A * |
|
|
1,231 |
|
|
|
149 |
|
Aspen Technology Inc * |
|
|
631 |
|
|
|
125 |
|
Astera Labs Inc * |
|
|
499 |
|
|
|
30 |
|
Atlassian Corp, Cl A * |
|
|
3,543 |
|
|
|
627 |
|
Autodesk Inc, Cl A * |
|
|
4,882 |
|
|
|
1,208 |
|
Avnet Inc |
|
|
2,100 |
|
|
|
108 |
|
Bentley Systems Inc, Cl B |
|
|
3,200 |
|
|
|
158 |
|
BILL Holdings Inc * |
|
|
2,291 |
|
|
|
121 |
|
Broadcom Inc |
|
|
10,290 |
|
|
|
16,521 |
|
Cadence Design Systems Inc * |
|
|
6,137 |
|
|
|
1,889 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
7,800 |
|
|
|
87 |
|
CDW Corp/DE |
|
|
3,045 |
|
|
|
682 |
|
Ciena Corp * |
|
|
3,300 |
|
|
|
159 |
|
Cirrus Logic Inc * |
|
|
1,200 |
|
|
|
153 |
|
Cisco Systems Inc |
|
|
92,031 |
|
|
|
4,372 |
|
Cloudflare Inc, Cl A * |
|
|
6,700 |
|
|
|
555 |
|
Cognex Corp |
|
|
3,900 |
|
|
|
182 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
11,461 |
|
|
|
779 |
|
Coherent Corp * |
|
|
2,885 |
|
|
|
209 |
|
Confluent Inc, Cl A * |
|
|
4,200 |
|
|
|
124 |
|
Corning Inc, Cl B |
|
|
17,314 |
|
|
|
673 |
|
Crane NXT Co |
|
|
1,100 |
|
|
|
68 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
4,836 |
|
|
|
1,853 |
|
Datadog Inc, Cl A * |
|
|
6,800 |
|
|
|
882 |
|
Dell Technologies Inc, Cl C |
|
|
5,600 |
|
|
|
772 |
|
DocuSign Inc, Cl A * |
|
|
4,620 |
|
|
|
247 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,353 |
|
|
|
107 |
|
DoubleVerify Holdings Inc * |
|
|
3,300 |
|
|
|
64 |
|
Dropbox Inc, Cl A * |
|
|
5,800 |
|
|
|
130 |
|
DXC Technology Co * |
|
|
4,581 |
|
|
|
87 |
|
Dynatrace Inc * |
|
|
5,800 |
|
|
|
260 |
|
Elastic NV * |
|
|
1,800 |
|
|
|
205 |
|
Enphase Energy Inc * |
|
|
3,040 |
|
|
|
303 |
|
Entegris Inc |
|
|
3,400 |
|
|
|
460 |
|
EPAM Systems Inc * |
|
|
1,242 |
|
|
|
234 |
|
F5 Inc, Cl A * |
|
|
1,331 |
|
|
|
229 |
|
Fair Isaac Corp * |
|
|
555 |
|
|
|
826 |
|
First Solar Inc * |
|
|
2,400 |
|
|
|
541 |
|
Five9 Inc * |
|
|
1,700 |
|
|
|
75 |
|
Fortinet Inc * |
|
|
14,585 |
|
|
|
879 |
|
Gartner Inc * |
|
|
1,707 |
|
|
|
767 |
|
Gen Digital Inc |
|
|
12,601 |
|
|
|
315 |
|
Gitlab Inc, Cl A * |
|
|
2,100 |
|
|
|
104 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
GLOBALFOUNDRIES Inc * |
|
|
1,900 |
|
|
$ |
96 |
|
Globant SA * |
|
|
953 |
|
|
|
170 |
|
GoDaddy Inc, Cl A * |
|
|
3,225 |
|
|
|
451 |
|
Guidewire Software Inc, Cl Z * |
|
|
1,882 |
|
|
|
260 |
|
HashiCorp Inc, Cl A * |
|
|
2,150 |
|
|
|
72 |
|
Hewlett Packard Enterprise Co |
|
|
29,507 |
|
|
|
625 |
|
HP Inc |
|
|
22,201 |
|
|
|
778 |
|
HubSpot Inc * |
|
|
1,071 |
|
|
|
632 |
|
Informatica Inc, Cl A * |
|
|
900 |
|
|
|
28 |
|
Intel Corp |
|
|
95,726 |
|
|
|
2,965 |
|
International Business Machines Corp |
|
|
20,637 |
|
|
|
3,569 |
|
Intuit Inc |
|
|
6,199 |
|
|
|
4,074 |
|
IPG Photonics Corp * |
|
|
672 |
|
|
|
57 |
|
Jabil Inc |
|
|
2,800 |
|
|
|
305 |
|
Juniper Networks Inc |
|
|
7,200 |
|
|
|
263 |
|
Keysight Technologies Inc * |
|
|
3,932 |
|
|
|
538 |
|
KLA Corp |
|
|
3,070 |
|
|
|
2,531 |
|
Kyndryl Holdings Inc * |
|
|
5,177 |
|
|
|
136 |
|
Lam Research Corp |
|
|
2,964 |
|
|
|
3,156 |
|
Lattice Semiconductor Corp * |
|
|
3,100 |
|
|
|
180 |
|
Littelfuse Inc |
|
|
500 |
|
|
|
128 |
|
Lumentum Holdings Inc * |
|
|
1,600 |
|
|
|
81 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
1,300 |
|
|
|
145 |
|
Manhattan Associates Inc * |
|
|
1,405 |
|
|
|
347 |
|
Marvell Technology Inc |
|
|
19,459 |
|
|
|
1,360 |
|
Microchip Technology Inc |
|
|
12,050 |
|
|
|
1,103 |
|
Micron Technology Inc |
|
|
24,823 |
|
|
|
3,265 |
|
Microsoft Corp |
|
|
168,675 |
|
|
|
75,389 |
|
MicroStrategy Inc, Cl A * |
|
|
355 |
|
|
|
489 |
|
MKS Instruments Inc |
|
|
1,500 |
|
|
|
196 |
|
MongoDB Inc, Cl A * |
|
|
1,514 |
|
|
|
378 |
|
Monolithic Power Systems Inc |
|
|
1,034 |
|
|
|
850 |
|
Motorola Solutions Inc |
|
|
3,764 |
|
|
|
1,453 |
|
nCino inc * |
|
|
1,600 |
|
|
|
50 |
|
NetApp Inc |
|
|
4,700 |
|
|
|
605 |
|
Nutanix Inc, Cl A * |
|
|
5,559 |
|
|
|
316 |
|
NVIDIA Corp |
|
|
539,570 |
|
|
|
66,659 |
|
Okta Inc, Cl A * |
|
|
3,516 |
|
|
|
329 |
|
ON Semiconductor Corp * |
|
|
9,857 |
|
|
|
676 |
|
Onto Innovation Inc * |
|
|
1,100 |
|
|
|
242 |
|
Oracle Corp, Cl B |
|
|
35,593 |
|
|
|
5,026 |
|
Palantir Technologies Inc, Cl A * |
|
|
45,620 |
|
|
|
1,156 |
|
Palo Alto Networks Inc * |
|
|
6,923 |
|
|
|
2,347 |
|
Pegasystems Inc |
|
|
900 |
|
|
|
54 |
|
Procore Technologies Inc * |
|
|
1,750 |
|
|
|
116 |
|
PTC Inc * |
|
|
2,565 |
|
|
|
466 |
|
Pure Storage Inc, Cl A * |
|
|
6,500 |
|
|
|
417 |
|
Qorvo Inc * |
|
|
2,224 |
|
|
|
258 |
|
QUALCOMM Inc |
|
|
25,307 |
|
|
|
5,041 |
|
RingCentral Inc, Cl A * |
|
|
1,855 |
|
|
|
52 |
|
Roper Technologies Inc |
|
|
2,417 |
|
|
|
1,362 |
|
Salesforce Inc |
|
|
21,254 |
|
|
|
5,464 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
SentinelOne Inc, Cl A * |
|
|
5,500 |
|
|
$ |
116 |
|
ServiceNow Inc * |
|
|
4,614 |
|
|
|
3,630 |
|
Skyworks Solutions Inc |
|
|
3,626 |
|
|
|
386 |
|
Smartsheet Inc, Cl A * |
|
|
3,000 |
|
|
|
132 |
|
Snowflake Inc, Cl A * |
|
|
7,100 |
|
|
|
959 |
|
Super Micro Computer Inc * |
|
|
1,100 |
|
|
|
901 |
|
Synopsys Inc * |
|
|
3,467 |
|
|
|
2,063 |
|
TD SYNNEX Corp |
|
|
1,500 |
|
|
|
173 |
|
Teledyne Technologies Inc * |
|
|
1,044 |
|
|
|
405 |
|
Teradata Corp * |
|
|
2,147 |
|
|
|
74 |
|
Teradyne Inc |
|
|
3,504 |
|
|
|
520 |
|
Texas Instruments Inc |
|
|
20,607 |
|
|
|
4,009 |
|
Trimble Inc * |
|
|
5,600 |
|
|
|
313 |
|
Twilio Inc, Cl A * |
|
|
3,858 |
|
|
|
219 |
|
Tyler Technologies Inc * |
|
|
960 |
|
|
|
483 |
|
Ubiquiti Inc |
|
|
69 |
|
|
|
10 |
|
UiPath Inc, Cl A * |
|
|
8,600 |
|
|
|
109 |
|
Unity Software Inc * |
|
|
6,553 |
|
|
|
107 |
|
Universal Display Corp |
|
|
1,042 |
|
|
|
219 |
|
VeriSign Inc * |
|
|
1,998 |
|
|
|
355 |
|
Vontier Corp |
|
|
3,463 |
|
|
|
132 |
|
Western Digital Corp * |
|
|
7,392 |
|
|
|
560 |
|
Wolfspeed Inc * |
|
|
2,930 |
|
|
|
67 |
|
Workday Inc, Cl A * |
|
|
4,754 |
|
|
|
1,063 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,134 |
|
|
|
350 |
|
Zoom Video Communications Inc, Cl A * |
|
|
5,800 |
|
|
|
343 |
|
Zscaler Inc * |
|
|
1,964 |
|
|
|
377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
351,173 |
|
Materials — 2.4% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,035 |
|
|
|
1,299 |
|
Albemarle Corp |
|
|
2,620 |
|
|
|
250 |
|
Alcoa Corp |
|
|
4,000 |
|
|
|
159 |
|
Amcor PLC |
|
|
32,700 |
|
|
|
320 |
|
AptarGroup Inc |
|
|
1,500 |
|
|
|
211 |
|
Ardagh Metal Packaging SA |
|
|
1,250 |
|
|
|
4 |
|
Ashland Inc |
|
|
1,100 |
|
|
|
104 |
|
ATI Inc * |
|
|
2,800 |
|
|
|
155 |
|
Avery Dennison Corp |
|
|
1,816 |
|
|
|
397 |
|
Axalta Coating Systems Ltd * |
|
|
5,000 |
|
|
|
171 |
|
Ball Corp |
|
|
7,035 |
|
|
|
422 |
|
Berry Global Group Inc |
|
|
2,677 |
|
|
|
158 |
|
Celanese Corp, Cl A |
|
|
2,238 |
|
|
|
302 |
|
CF Industries Holdings Inc |
|
|
4,337 |
|
|
|
321 |
|
Chemours Co/The |
|
|
3,300 |
|
|
|
74 |
|
Cleveland-Cliffs Inc * |
|
|
11,300 |
|
|
|
174 |
|
Corteva Inc |
|
|
16,034 |
|
|
|
865 |
|
CRH PLC |
|
|
15,600 |
|
|
|
1,170 |
|
Crown Holdings Inc |
|
|
2,400 |
|
|
|
179 |
|
Dow Inc |
|
|
16,075 |
|
|
|
853 |
|
DuPont de Nemours Inc |
|
|
9,738 |
|
|
|
784 |
|
Eagle Materials Inc |
|
|
759 |
|
|
|
165 |
|
Eastman Chemical Co |
|
|
2,732 |
|
|
|
268 |
|
Ecolab Inc |
|
|
5,638 |
|
|
|
1,342 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Element Solutions Inc |
|
|
5,000 |
|
|
$ |
136 |
|
FMC Corp |
|
|
2,810 |
|
|
|
162 |
|
Freeport-McMoRan Inc, Cl B |
|
|
32,402 |
|
|
|
1,575 |
|
Graphic Packaging Holding Co |
|
|
6,900 |
|
|
|
181 |
|
Huntsman Corp |
|
|
3,655 |
|
|
|
83 |
|
International Flavors & Fragrances Inc |
|
|
5,769 |
|
|
|
549 |
|
International Paper Co |
|
|
7,891 |
|
|
|
340 |
|
Linde PLC |
|
|
10,900 |
|
|
|
4,783 |
|
Louisiana-Pacific Corp |
|
|
1,400 |
|
|
|
115 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,861 |
|
|
|
561 |
|
Martin Marietta Materials Inc, Cl A |
|
|
1,416 |
|
|
|
767 |
|
Mosaic Co/The |
|
|
7,400 |
|
|
|
214 |
|
MP Materials Corp * |
|
|
2,400 |
|
|
|
31 |
|
NewMarket Corp |
|
|
132 |
|
|
|
68 |
|
Newmont Corp |
|
|
26,255 |
|
|
|
1,099 |
|
Nucor Corp |
|
|
5,541 |
|
|
|
876 |
|
Olin Corp |
|
|
2,700 |
|
|
|
127 |
|
Packaging Corp of America |
|
|
1,964 |
|
|
|
359 |
|
PPG Industries Inc |
|
|
5,288 |
|
|
|
666 |
|
Reliance Inc |
|
|
1,279 |
|
|
|
365 |
|
Royal Gold Inc, Cl A |
|
|
1,447 |
|
|
|
181 |
|
RPM International Inc |
|
|
2,900 |
|
|
|
312 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
877 |
|
|
|
57 |
|
Sealed Air Corp |
|
|
3,400 |
|
|
|
118 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,392 |
|
|
|
1,609 |
|
Silgan Holdings Inc |
|
|
1,830 |
|
|
|
77 |
|
Sonoco Products Co |
|
|
2,200 |
|
|
|
112 |
|
Southern Copper Corp |
|
|
1,919 |
|
|
|
207 |
|
Steel Dynamics Inc |
|
|
3,449 |
|
|
|
447 |
|
United States Steel Corp |
|
|
5,000 |
|
|
|
189 |
|
Vulcan Materials Co |
|
|
2,989 |
|
|
|
743 |
|
Westlake Corp |
|
|
732 |
|
|
|
106 |
|
Westrock Co |
|
|
5,800 |
|
|
|
291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,653 |
|
Real Estate — 2.4% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
2,300 |
|
|
|
143 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,948 |
|
|
|
462 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
7,600 |
|
|
|
282 |
|
American Tower Corp, Cl A ‡ |
|
|
10,584 |
|
|
|
2,057 |
|
Americold Realty Trust Inc ‡ |
|
|
6,400 |
|
|
|
163 |
|
AvalonBay Communities Inc ‡ |
|
|
3,209 |
|
|
|
664 |
|
Brixmor Property Group Inc ‡ |
|
|
7,000 |
|
|
|
162 |
|
BXP Inc ‡ |
|
|
3,562 |
|
|
|
219 |
|
Camden Property Trust ‡ |
|
|
2,369 |
|
|
|
259 |
|
CBRE Group Inc, Cl A * |
|
|
6,850 |
|
|
|
610 |
|
CoStar Group Inc * |
|
|
9,200 |
|
|
|
682 |
|
Cousins Properties Inc ‡ |
|
|
3,600 |
|
|
|
83 |
|
Crown Castle Inc ‡ |
|
|
9,836 |
|
|
|
961 |
|
CubeSmart ‡ |
|
|
5,100 |
|
|
|
230 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
7,073 |
|
|
|
1,075 |
|
EastGroup Properties Inc ‡ |
|
|
1,000 |
|
|
|
170 |
|
EPR Properties, Cl A ‡ |
|
|
1,700 |
|
|
|
71 |
|
Equinix Inc ‡ |
|
|
2,119 |
|
|
|
1,603 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Equity LifeStyle Properties Inc ‡ |
|
|
4,000 |
|
|
$ |
261 |
|
Equity Residential ‡ |
|
|
8,483 |
|
|
|
588 |
|
Essex Property Trust Inc ‡ |
|
|
1,417 |
|
|
|
386 |
|
Extra Space Storage Inc ‡ |
|
|
4,765 |
|
|
|
741 |
|
Federal Realty Investment Trust ‡ |
|
|
1,846 |
|
|
|
186 |
|
First Industrial Realty Trust Inc ‡ |
|
|
3,100 |
|
|
|
147 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
5,810 |
|
|
|
263 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
8,600 |
|
|
|
142 |
|
Healthpeak Properties Inc ‡ |
|
|
15,970 |
|
|
|
313 |
|
Highwoods Properties Inc ‡ |
|
|
2,378 |
|
|
|
63 |
|
Host Hotels & Resorts Inc ‡ |
|
|
16,102 |
|
|
|
290 |
|
Howard Hughes Holdings Inc * |
|
|
763 |
|
|
|
49 |
|
Invitation Homes Inc ‡ |
|
|
13,900 |
|
|
|
499 |
|
Iron Mountain Inc ‡ |
|
|
6,600 |
|
|
|
592 |
|
Jones Lang LaSalle Inc * |
|
|
1,053 |
|
|
|
216 |
|
Kilroy Realty Corp ‡ |
|
|
2,800 |
|
|
|
87 |
|
Kimco Realty Corp ‡ |
|
|
14,905 |
|
|
|
290 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,000 |
|
|
|
239 |
|
Medical Properties Trust Inc ‡ |
|
|
13,835 |
|
|
|
60 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,600 |
|
|
|
371 |
|
National Storage Affiliates Trust ‡ |
|
|
1,700 |
|
|
|
70 |
|
NNN REIT Inc ‡ |
|
|
4,100 |
|
|
|
175 |
|
Omega Healthcare Investors Inc ‡ |
|
|
5,645 |
|
|
|
193 |
|
Park Hotels & Resorts Inc ‡ |
|
|
4,550 |
|
|
|
68 |
|
Prologis Inc ‡ |
|
|
20,912 |
|
|
|
2,349 |
|
Public Storage ‡ |
|
|
3,556 |
|
|
|
1,023 |
|
Rayonier Inc ‡ |
|
|
3,500 |
|
|
|
102 |
|
Realty Income Corp ‡ |
|
|
18,913 |
|
|
|
999 |
|
Regency Centers Corp ‡ |
|
|
4,100 |
|
|
|
255 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,750 |
|
|
|
212 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,437 |
|
|
|
478 |
|
Simon Property Group Inc ‡ |
|
|
7,335 |
|
|
|
1,113 |
|
STAG Industrial Inc ‡ |
|
|
4,100 |
|
|
|
148 |
|
Sun Communities Inc ‡ |
|
|
2,783 |
|
|
|
335 |
|
UDR Inc ‡ |
|
|
7,400 |
|
|
|
305 |
|
Ventas Inc ‡ |
|
|
9,090 |
|
|
|
466 |
|
VICI Properties Inc, Cl A ‡ |
|
|
23,494 |
|
|
|
673 |
|
Vornado Realty Trust ‡ |
|
|
4,200 |
|
|
|
110 |
|
Welltower Inc ‡ |
|
|
13,400 |
|
|
|
1,397 |
|
Weyerhaeuser Co ‡ |
|
|
16,597 |
|
|
|
471 |
|
WP Carey Inc ‡ |
|
|
4,990 |
|
|
|
275 |
|
Zillow Group Inc, Cl A * |
|
|
1,200 |
|
|
|
54 |
|
Zillow Group Inc, Cl C * |
|
|
3,500 |
|
|
|
162 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,112 |
|
Utilities — 2.1% |
|
|
|
|
AES Corp/The |
|
|
15,200 |
|
|
|
267 |
|
Alliant Energy Corp |
|
|
5,721 |
|
|
|
291 |
|
Ameren Corp |
|
|
5,925 |
|
|
|
421 |
|
American Electric Power Co Inc |
|
|
11,929 |
|
|
|
1,047 |
|
American Water Works Co Inc |
|
|
4,415 |
|
|
|
570 |
|
Atmos Energy Corp |
|
|
3,416 |
|
|
|
398 |
|
Avangrid Inc |
|
|
1,600 |
|
|
|
57 |
|
Brookfield Renewable Corp, Cl A |
|
|
3,100 |
|
|
|
88 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
CenterPoint Energy Inc |
|
|
14,355 |
|
|
$ |
445 |
|
Clearway Energy Inc, Cl A |
|
|
900 |
|
|
|
20 |
|
Clearway Energy Inc, Cl C |
|
|
1,800 |
|
|
|
44 |
|
CMS Energy Corp |
|
|
6,610 |
|
|
|
393 |
|
Consolidated Edison Inc |
|
|
7,879 |
|
|
|
705 |
|
Constellation Energy Corp |
|
|
7,313 |
|
|
|
1,465 |
|
Dominion Energy Inc |
|
|
19,002 |
|
|
|
931 |
|
DTE Energy Co |
|
|
4,713 |
|
|
|
523 |
|
Duke Energy Corp |
|
|
17,462 |
|
|
|
1,750 |
|
Edison International |
|
|
8,549 |
|
|
|
614 |
|
Entergy Corp |
|
|
4,789 |
|
|
|
512 |
|
Essential Utilities Inc |
|
|
5,700 |
|
|
|
213 |
|
Evergy Inc |
|
|
5,017 |
|
|
|
266 |
|
Eversource Energy |
|
|
7,898 |
|
|
|
448 |
|
Exelon Corp |
|
|
22,639 |
|
|
|
784 |
|
FirstEnergy Corp |
|
|
12,400 |
|
|
|
475 |
|
IDACORP Inc, Cl A |
|
|
1,200 |
|
|
|
112 |
|
National Fuel Gas Co |
|
|
2,100 |
|
|
|
114 |
|
NextEra Energy Inc |
|
|
46,605 |
|
|
|
3,300 |
|
NiSource Inc |
|
|
9,400 |
|
|
|
271 |
|
NRG Energy Inc |
|
|
5,050 |
|
|
|
393 |
|
OGE Energy Corp |
|
|
4,500 |
|
|
|
161 |
|
PG&E Corp |
|
|
46,406 |
|
|
|
810 |
|
Pinnacle West Capital Corp |
|
|
2,600 |
|
|
|
199 |
|
PPL Corp |
|
|
16,803 |
|
|
|
465 |
|
Public Service Enterprise Group Inc |
|
|
11,304 |
|
|
|
833 |
|
Sempra |
|
|
14,362 |
|
|
|
1,092 |
|
Southern Co/The |
|
|
24,712 |
|
|
|
1,917 |
|
UGI Corp |
|
|
4,630 |
|
|
|
106 |
|
Vistra Corp |
|
|
8,019 |
|
|
|
689 |
|
WEC Energy Group Inc |
|
|
7,184 |
|
|
|
564 |
|
Xcel Energy Inc |
|
|
12,490 |
|
|
|
667 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,420 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $589,224) ($ Thousands) |
|
|
|
|
|
|
1,134,126 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
21,776,420 |
|
|
|
21,776 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $21,776) ($ Thousands) |
|
|
|
|
|
|
21,776 |
|
Total Investments in Securities — 100.5% |
|
|
|
|
|
|
|
|
(Cost $611,000) ($ Thousands) |
|
$ |
1,155,902 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Large Cap Index Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
69 |
|
|
|
Sep-2024 |
|
|
$ |
18,976 |
|
|
$ |
19,049 |
|
|
$ |
73 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
594 |
|
|
|
592 |
|
|
|
(2 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
2,344 |
|
|
|
2,366 |
|
|
|
22 |
|
|
|
|
|
|
|
|
|
|
|
$ |
21,914 |
|
|
$ |
22,007 |
|
|
$ |
93 |
|
|
Percentages are based on Net Assets of $1,150,553 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
151 |
|
|
$ |
— |
|
|
$ |
(13 |
) |
|
$ |
(2 |
) |
|
$ |
13 |
|
|
$ |
149 |
|
|
$ |
2 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
567 |
|
|
|
1,302 |
|
|
|
(1,871 |
) |
|
|
— |
|
|
|
2 |
|
|
|
— |
|
|
|
21 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
32,499 |
|
|
|
112,957 |
|
|
|
(123,680 |
) |
|
|
— |
|
|
|
— |
|
|
|
21,776 |
|
|
|
941 |
|
|
|
— |
|
Totals |
|
$ |
33,217 |
|
|
$ |
114,259 |
|
|
$ |
(125,564 |
) |
|
$ |
(2 |
) |
|
$ |
15 |
|
|
$ |
21,925 |
|
|
$ |
964 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Large Cap Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 99.4% |
|
|
|
|
|
|
|
|
|
Communication Services — 7.1% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
508,520 |
|
|
$ |
92,627 |
|
Alphabet Inc, Cl C |
|
|
456,960 |
|
|
|
83,816 |
|
AT&T Inc |
|
|
844,882 |
|
|
|
16,146 |
|
Charter Communications Inc, Cl A * |
|
|
12,696 |
|
|
|
3,796 |
|
Comcast Corp, Cl A |
|
|
237,447 |
|
|
|
9,298 |
|
Electronic Arts Inc |
|
|
50,445 |
|
|
|
7,028 |
|
Meta Platforms Inc, Cl A |
|
|
111,272 |
|
|
|
56,105 |
|
Nexstar Media Group Inc, Cl A |
|
|
14,442 |
|
|
|
2,397 |
|
Omnicom Group Inc |
|
|
73,971 |
|
|
|
6,635 |
|
Verizon Communications Inc |
|
|
97,068 |
|
|
|
4,003 |
|
Walt Disney Co/The |
|
|
149,388 |
|
|
|
14,833 |
|
Warner Bros Discovery Inc * |
|
|
14,202 |
|
|
|
106 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
296,790 |
|
Consumer Discretionary — 10.4% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
368,960 |
|
|
|
71,302 |
|
AutoZone Inc * |
|
|
16,513 |
|
|
|
48,946 |
|
Best Buy Co Inc |
|
|
78,137 |
|
|
|
6,586 |
|
Booking Holdings Inc |
|
|
2,537 |
|
|
|
10,050 |
|
BorgWarner Inc |
|
|
89,239 |
|
|
|
2,877 |
|
Brinker International Inc * |
|
|
101,140 |
|
|
|
7,322 |
|
Darden Restaurants Inc |
|
|
3,127 |
|
|
|
473 |
|
Dick's Sporting Goods Inc |
|
|
94,331 |
|
|
|
20,267 |
|
Domino's Pizza Inc |
|
|
16,892 |
|
|
|
8,722 |
|
DR Horton Inc |
|
|
16,198 |
|
|
|
2,283 |
|
eBay Inc |
|
|
127,055 |
|
|
|
6,825 |
|
Foot Locker Inc, Cl A |
|
|
164,494 |
|
|
|
4,099 |
|
General Motors Co |
|
|
172,057 |
|
|
|
7,994 |
|
Genuine Parts Co |
|
|
79,642 |
|
|
|
11,016 |
|
Goodyear Tire & Rubber Co/The * |
|
|
406,438 |
|
|
|
4,613 |
|
Harley-Davidson Inc, Cl A |
|
|
88,020 |
|
|
|
2,952 |
|
Home Depot Inc/The |
|
|
28,380 |
|
|
|
9,770 |
|
Lear Corp |
|
|
45,049 |
|
|
|
5,145 |
|
Lowe's Cos Inc |
|
|
320,236 |
|
|
|
70,599 |
|
Magna International Inc, Cl A |
|
|
19,822 |
|
|
|
831 |
|
NIKE Inc, Cl B |
|
|
357,743 |
|
|
|
26,963 |
|
O'Reilly Automotive Inc * |
|
|
1,906 |
|
|
|
2,013 |
|
Phinia Inc |
|
|
17,847 |
|
|
|
703 |
|
PulteGroup Inc |
|
|
251,522 |
|
|
|
27,693 |
|
PVH Corp |
|
|
35,794 |
|
|
|
3,790 |
|
Ross Stores Inc |
|
|
48,881 |
|
|
|
7,103 |
|
Royal Caribbean Cruises Ltd * |
|
|
45,928 |
|
|
|
7,322 |
|
Starbucks Corp |
|
|
68,046 |
|
|
|
5,297 |
|
TJX Cos Inc/The |
|
|
374,562 |
|
|
|
41,239 |
|
TopBuild Corp * |
|
|
15,994 |
|
|
|
6,162 |
|
Whirlpool Corp |
|
|
64,521 |
|
|
|
6,594 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
437,551 |
|
Consumer Staples — 5.9% |
|
|
|
|
Altria Group Inc |
|
|
160,454 |
|
|
|
7,309 |
|
Archer-Daniels-Midland Co |
|
|
50,878 |
|
|
|
3,076 |
|
Coca-Cola Co/The |
|
|
112,241 |
|
|
|
7,144 |
|
Colgate-Palmolive Co |
|
|
72,187 |
|
|
|
7,005 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Conagra Brands Inc |
|
|
220,559 |
|
|
$ |
6,268 |
|
Constellation Brands Inc, Cl A |
|
|
10,975 |
|
|
|
2,824 |
|
Costco Wholesale Corp |
|
|
9,292 |
|
|
|
7,898 |
|
Dollar General Corp |
|
|
45,559 |
|
|
|
6,024 |
|
Hershey Co/The |
|
|
26,426 |
|
|
|
4,858 |
|
Ingredion Inc |
|
|
26,094 |
|
|
|
2,993 |
|
Kimberly-Clark Corp |
|
|
41,873 |
|
|
|
5,787 |
|
Kroger Co/The |
|
|
798,798 |
|
|
|
39,884 |
|
Lamb Weston Holdings Inc |
|
|
16,377 |
|
|
|
1,377 |
|
Molson Coors Beverage Co, Cl B |
|
|
246,452 |
|
|
|
12,527 |
|
Mondelez International Inc, Cl A |
|
|
24,475 |
|
|
|
1,602 |
|
Monster Beverage Corp * |
|
|
27,454 |
|
|
|
1,371 |
|
PepsiCo Inc |
|
|
208,587 |
|
|
|
34,402 |
|
Philip Morris International Inc |
|
|
245,614 |
|
|
|
24,888 |
|
Procter & Gamble Co/The |
|
|
233,806 |
|
|
|
38,559 |
|
Target Corp, Cl A |
|
|
53,833 |
|
|
|
7,970 |
|
Tyson Foods Inc, Cl A |
|
|
253,116 |
|
|
|
14,463 |
|
Walmart Inc |
|
|
127,956 |
|
|
|
8,664 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
246,893 |
|
Energy — 3.9% |
|
|
|
|
Canadian Natural Resources Ltd |
|
|
494,012 |
|
|
|
17,587 |
|
Chevron Corp |
|
|
178,499 |
|
|
|
27,921 |
|
ConocoPhillips |
|
|
179,580 |
|
|
|
20,540 |
|
Devon Energy Corp |
|
|
357,504 |
|
|
|
16,946 |
|
Exxon Mobil Corp |
|
|
126,838 |
|
|
|
14,601 |
|
HF Sinclair Corp |
|
|
40,846 |
|
|
|
2,179 |
|
Marathon Petroleum Corp |
|
|
152,241 |
|
|
|
26,411 |
|
Phillips 66 |
|
|
95,701 |
|
|
|
13,510 |
|
Valero Energy Corp |
|
|
143,915 |
|
|
|
22,560 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
162,255 |
|
Financials — 16.0% |
|
|
|
|
Aflac Inc |
|
|
136,144 |
|
|
|
12,159 |
|
Allstate Corp/The |
|
|
49,660 |
|
|
|
7,929 |
|
American Financial Group Inc/OH |
|
|
11,100 |
|
|
|
1,366 |
|
Ameriprise Financial Inc |
|
|
82,444 |
|
|
|
35,219 |
|
Assurant Inc |
|
|
33,412 |
|
|
|
5,555 |
|
Assured Guaranty Ltd |
|
|
31,872 |
|
|
|
2,459 |
|
Bank of America Corp |
|
|
1,369,018 |
|
|
|
54,446 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
93,247 |
|
|
|
37,933 |
|
Capital One Financial Corp |
|
|
43,778 |
|
|
|
6,061 |
|
Chubb Ltd |
|
|
26,127 |
|
|
|
6,664 |
|
Citigroup Inc |
|
|
352,482 |
|
|
|
22,369 |
|
CME Group Inc, Cl A |
|
|
77,815 |
|
|
|
15,298 |
|
Discover Financial Services |
|
|
126,480 |
|
|
|
16,545 |
|
Everest Group Ltd |
|
|
38,172 |
|
|
|
14,544 |
|
Fifth Third Bancorp |
|
|
487,076 |
|
|
|
17,773 |
|
Goldman Sachs Group Inc/The |
|
|
21,644 |
|
|
|
9,790 |
|
Hartford Financial Services Group Inc/The |
|
|
66,936 |
|
|
|
6,730 |
|
Intercontinental Exchange Inc |
|
|
50,750 |
|
|
|
6,947 |
|
JPMorgan Chase & Co |
|
|
377,178 |
|
|
|
76,288 |
|
KKR & Co Inc |
|
|
64,359 |
|
|
|
6,773 |
|
Marsh & McLennan Cos Inc |
|
|
33,551 |
|
|
|
7,070 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Large Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Mastercard Inc, Cl A |
|
|
117,450 |
|
|
$ |
51,814 |
|
Moody's Corp |
|
|
156,675 |
|
|
|
65,949 |
|
Morgan Stanley |
|
|
311,935 |
|
|
|
30,317 |
|
MSCI Inc, Cl A |
|
|
64,006 |
|
|
|
30,835 |
|
Navient Corp |
|
|
263,511 |
|
|
|
3,837 |
|
PNC Financial Services Group Inc/The |
|
|
36,433 |
|
|
|
5,665 |
|
Popular Inc |
|
|
93,782 |
|
|
|
8,293 |
|
Progressive Corp/The |
|
|
4,956 |
|
|
|
1,029 |
|
Prudential Financial Inc |
|
|
17,700 |
|
|
|
2,074 |
|
Regions Financial Corp |
|
|
507,300 |
|
|
|
10,166 |
|
S&P Global Inc |
|
|
10,324 |
|
|
|
4,604 |
|
Travelers Cos Inc/The |
|
|
118,288 |
|
|
|
24,053 |
|
Truist Financial Corp |
|
|
28,769 |
|
|
|
1,118 |
|
Visa Inc, Cl A |
|
|
182,933 |
|
|
|
48,014 |
|
Voya Financial Inc |
|
|
91,410 |
|
|
|
6,504 |
|
Wells Fargo & Co |
|
|
92,870 |
|
|
|
5,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
669,706 |
|
Health Care — 13.2% |
|
|
|
|
Abbott Laboratories |
|
|
68,806 |
|
|
|
7,150 |
|
AbbVie Inc |
|
|
92,048 |
|
|
|
15,788 |
|
Amgen Inc, Cl A |
|
|
120,417 |
|
|
|
37,624 |
|
Becton Dickinson & Co |
|
|
113,758 |
|
|
|
26,586 |
|
Cardinal Health Inc |
|
|
36,074 |
|
|
|
3,547 |
|
Cencora Inc, Cl A |
|
|
137,635 |
|
|
|
31,009 |
|
Centene Corp * |
|
|
19,739 |
|
|
|
1,309 |
|
Cigna Group/The |
|
|
27,340 |
|
|
|
9,038 |
|
CVS Health Corp |
|
|
115,701 |
|
|
|
6,833 |
|
Danaher Corp, Cl A |
|
|
26,659 |
|
|
|
6,661 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
61,914 |
|
|
|
5,719 |
|
Elevance Health Inc |
|
|
10,844 |
|
|
|
5,876 |
|
Eli Lilly & Co |
|
|
17,885 |
|
|
|
16,193 |
|
Gilead Sciences Inc |
|
|
109,405 |
|
|
|
7,506 |
|
HCA Healthcare Inc |
|
|
109,165 |
|
|
|
35,072 |
|
Humana Inc |
|
|
11,818 |
|
|
|
4,416 |
|
IDEXX Laboratories Inc * |
|
|
12,340 |
|
|
|
6,012 |
|
Intuitive Surgical Inc * |
|
|
21,300 |
|
|
|
9,475 |
|
Johnson & Johnson |
|
|
497,177 |
|
|
|
72,667 |
|
McKesson Corp |
|
|
12,923 |
|
|
|
7,548 |
|
Merck & Co Inc |
|
|
563,613 |
|
|
|
69,775 |
|
Mettler-Toledo International Inc * |
|
|
28,371 |
|
|
|
39,651 |
|
Novartis AG ADR |
|
|
32,225 |
|
|
|
3,431 |
|
Novo Nordisk A/S ADR |
|
|
51,225 |
|
|
|
7,312 |
|
Organon & Co |
|
|
761,962 |
|
|
|
15,773 |
|
Pfizer Inc |
|
|
706,138 |
|
|
|
19,758 |
|
United Therapeutics Corp * |
|
|
22,931 |
|
|
|
7,305 |
|
UnitedHealth Group Inc |
|
|
120,227 |
|
|
|
61,227 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,576 |
|
|
|
1,207 |
|
Viatris Inc, Cl W |
|
|
359,688 |
|
|
|
3,823 |
|
Zoetis Inc, Cl A |
|
|
33,352 |
|
|
|
5,782 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
551,073 |
|
Industrials — 10.1% |
|
|
|
|
AerCap Holdings NV |
|
|
20,386 |
|
|
|
1,900 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
AGCO Corp |
|
|
71,474 |
|
|
$ |
6,996 |
|
Alaska Air Group Inc * |
|
|
245,416 |
|
|
|
9,915 |
|
Carlisle Cos Inc |
|
|
6,137 |
|
|
|
2,487 |
|
Carrier Global Corp |
|
|
357,041 |
|
|
|
22,522 |
|
Caterpillar Inc, Cl A |
|
|
25,261 |
|
|
|
8,414 |
|
Chart Industries Inc * |
|
|
29,522 |
|
|
|
4,261 |
|
Cummins Inc |
|
|
8,214 |
|
|
|
2,275 |
|
Deere & Co |
|
|
14,637 |
|
|
|
5,469 |
|
Delta Air Lines Inc, Cl A |
|
|
166,931 |
|
|
|
7,919 |
|
Eaton Corp PLC |
|
|
27,035 |
|
|
|
8,477 |
|
FedEx Corp |
|
|
20,626 |
|
|
|
6,184 |
|
Fortive Corp |
|
|
67,655 |
|
|
|
5,013 |
|
General Dynamics Corp |
|
|
23,400 |
|
|
|
6,789 |
|
Graco Inc |
|
|
542,313 |
|
|
|
42,995 |
|
GXO Logistics Inc * |
|
|
318,644 |
|
|
|
16,092 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
41,706 |
|
|
|
10,273 |
|
Illinois Tool Works Inc |
|
|
47,481 |
|
|
|
11,251 |
|
Johnson Controls International PLC |
|
|
490,100 |
|
|
|
32,577 |
|
L3Harris Technologies Inc |
|
|
25,220 |
|
|
|
5,664 |
|
Lockheed Martin Corp |
|
|
15,688 |
|
|
|
7,328 |
|
ManpowerGroup Inc |
|
|
178,791 |
|
|
|
12,480 |
|
Middleby Corp/The * |
|
|
100,000 |
|
|
|
12,261 |
|
Northrop Grumman Corp |
|
|
12,855 |
|
|
|
5,604 |
|
Oshkosh Corp |
|
|
61,954 |
|
|
|
6,703 |
|
PACCAR Inc |
|
|
59,000 |
|
|
|
6,073 |
|
Rollins Inc |
|
|
48,391 |
|
|
|
2,361 |
|
RTX Corp |
|
|
247,761 |
|
|
|
24,873 |
|
Siemens AG ADR |
|
|
170,436 |
|
|
|
15,893 |
|
Southwest Airlines Co, Cl A |
|
|
86,460 |
|
|
|
2,474 |
|
Textron Inc |
|
|
190,528 |
|
|
|
16,359 |
|
Timken Co/The |
|
|
112,333 |
|
|
|
9,001 |
|
TransDigm Group Inc |
|
|
27,487 |
|
|
|
35,118 |
|
United Airlines Holdings Inc * |
|
|
21,156 |
|
|
|
1,029 |
|
Veralto Corp |
|
|
32,335 |
|
|
|
3,087 |
|
Waste Management Inc |
|
|
18,232 |
|
|
|
3,890 |
|
WW Grainger Inc |
|
|
45,652 |
|
|
|
41,189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
423,196 |
|
Information Technology — 25.6% |
|
|
|
|
Adobe Inc * |
|
|
132,564 |
|
|
|
73,645 |
|
Amphenol Corp, Cl A |
|
|
299,538 |
|
|
|
20,180 |
|
Analog Devices Inc |
|
|
90,307 |
|
|
|
20,614 |
|
Apple Inc |
|
|
775,761 |
|
|
|
163,391 |
|
Applied Materials Inc |
|
|
148,944 |
|
|
|
35,149 |
|
Arista Networks Inc * |
|
|
85,796 |
|
|
|
30,070 |
|
Broadcom Inc |
|
|
26,904 |
|
|
|
43,195 |
|
Cadence Design Systems Inc * |
|
|
10,238 |
|
|
|
3,151 |
|
Cisco Systems Inc |
|
|
488,328 |
|
|
|
23,200 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
8,912 |
|
|
|
606 |
|
Corning Inc, Cl B |
|
|
177,573 |
|
|
|
6,899 |
|
Fair Isaac Corp * |
|
|
6,327 |
|
|
|
9,419 |
|
Guidewire Software Inc, Cl Z * |
|
|
52,580 |
|
|
|
7,250 |
|
Hewlett Packard Enterprise Co |
|
|
294,388 |
|
|
|
6,232 |
|
HP Inc |
|
|
364,323 |
|
|
|
12,759 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Large Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Intel Corp |
|
|
258,431 |
|
|
$ |
8,004 |
|
International Business Machines Corp |
|
|
6,932 |
|
|
|
1,199 |
|
Intuit Inc |
|
|
90,010 |
|
|
|
59,155 |
|
Juniper Networks Inc |
|
|
7,046 |
|
|
|
257 |
|
Keysight Technologies Inc * |
|
|
54,079 |
|
|
|
7,395 |
|
Lam Research Corp |
|
|
6,481 |
|
|
|
6,901 |
|
Marvell Technology Inc |
|
|
74,923 |
|
|
|
5,237 |
|
Microchip Technology Inc |
|
|
401,003 |
|
|
|
36,692 |
|
Micron Technology Inc |
|
|
156,515 |
|
|
|
20,586 |
|
Microsoft Corp |
|
|
486,353 |
|
|
|
217,375 |
|
Motorola Solutions Inc |
|
|
18,758 |
|
|
|
7,242 |
|
NetApp Inc |
|
|
45,929 |
|
|
|
5,916 |
|
NVIDIA Corp |
|
|
362,201 |
|
|
|
44,746 |
|
Oracle Corp, Cl B |
|
|
453,993 |
|
|
|
64,104 |
|
QUALCOMM Inc |
|
|
67,431 |
|
|
|
13,431 |
|
Roper Technologies Inc |
|
|
51,458 |
|
|
|
29,005 |
|
Salesforce Inc |
|
|
52,100 |
|
|
|
13,395 |
|
SAP SE ADR |
|
|
157,922 |
|
|
|
31,854 |
|
Seagate Technology Holdings PLC |
|
|
67,318 |
|
|
|
6,952 |
|
ServiceNow Inc * |
|
|
8,865 |
|
|
|
6,974 |
|
Texas Instruments Inc |
|
|
37,537 |
|
|
|
7,302 |
|
VeriSign Inc * |
|
|
91,384 |
|
|
|
16,248 |
|
Western Digital Corp * |
|
|
33,750 |
|
|
|
2,557 |
|
Xerox Holdings Corp |
|
|
509,921 |
|
|
|
5,925 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,074,212 |
|
Materials — 4.5% |
|
|
|
|
Cabot Corp |
|
|
69,027 |
|
|
|
6,343 |
|
Celanese Corp, Cl A |
|
|
28,298 |
|
|
|
3,817 |
|
Corteva Inc |
|
|
64,004 |
|
|
|
3,452 |
|
Dow Inc |
|
|
162,912 |
|
|
|
8,643 |
|
DuPont de Nemours Inc |
|
|
8,453 |
|
|
|
680 |
|
Eastman Chemical Co |
|
|
135,211 |
|
|
|
13,247 |
|
Ecolab Inc |
|
|
30,841 |
|
|
|
7,340 |
|
Huntsman Corp |
|
|
278,086 |
|
|
|
6,332 |
|
Ingevity Corp * |
|
|
14,131 |
|
|
|
618 |
|
Linde PLC |
|
|
123,959 |
|
|
|
54,395 |
|
LyondellBasell Industries NV, Cl A |
|
|
74,826 |
|
|
|
7,158 |
|
O-I Glass Inc, Cl I * |
|
|
451,358 |
|
|
|
5,024 |
|
Reliance Inc |
|
|
11,055 |
|
|
|
3,157 |
|
Sherwin-Williams Co/The, Cl A |
|
|
154,381 |
|
|
|
46,072 |
|
Steel Dynamics Inc |
|
|
152,103 |
|
|
|
19,697 |
|
Sylvamo Corp |
|
|
12,276 |
|
|
|
842 |
|
Westrock Co |
|
|
27,405 |
|
|
|
1,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
188,194 |
|
Real Estate — 1.1% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
101,757 |
|
|
|
19,779 |
|
Brandywine Realty Trust ‡ |
|
|
24,300 |
|
|
|
109 |
|
CBRE Group Inc, Cl A * |
|
|
41,173 |
|
|
|
3,669 |
|
Crown Castle Inc ‡ |
|
|
34,157 |
|
|
|
3,337 |
|
Equinix Inc ‡ |
|
|
1,986 |
|
|
|
1,503 |
|
Omega Healthcare Investors Inc ‡ |
|
|
48,451 |
|
|
|
1,659 |
|
Public Storage ‡ |
|
|
4,106 |
|
|
|
1,181 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Sabra Health Care REIT Inc ‡ |
|
|
246,508 |
|
|
$ |
3,796 |
|
SBA Communications Corp, Cl A ‡ |
|
|
18,373 |
|
|
|
3,607 |
|
Welltower Inc ‡ |
|
|
70,223 |
|
|
|
7,321 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,961 |
|
Utilities — 1.6% |
|
|
|
|
Ameren Corp |
|
|
64,109 |
|
|
|
4,559 |
|
American Electric Power Co Inc |
|
|
57,553 |
|
|
|
5,050 |
|
Constellation Energy Corp |
|
|
30,752 |
|
|
|
6,159 |
|
Duke Energy Corp |
|
|
68,746 |
|
|
|
6,890 |
|
Edison International |
|
|
98,283 |
|
|
|
7,058 |
|
Exelon Corp |
|
|
132,096 |
|
|
|
4,572 |
|
NextEra Energy Inc |
|
|
123,716 |
|
|
|
8,760 |
|
NRG Energy Inc |
|
|
264,927 |
|
|
|
20,627 |
|
Vistra Corp |
|
|
40,284 |
|
|
|
3,463 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
67,138 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,140,990) ($ Thousands) |
|
|
|
|
|
|
4,162,969 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
26,794,024 |
|
|
|
26,794 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $26,794) ($ Thousands) |
|
|
|
|
|
|
26,794 |
|
Total Investments in Securities — 100.0% |
|
|
|
|
|
|
|
|
(Cost $1,167,784) ($ Thousands) |
|
$ |
4,189,763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Large Cap Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
54 |
|
|
|
Sep-2024 |
|
|
$ |
14,927 |
|
|
$ |
14,908 |
|
|
$ |
(19 |
) |
S&P Mid Cap 400 Index E-MINI |
|
|
13 |
|
|
|
Sep-2024 |
|
|
|
3,830 |
|
|
|
3,846 |
|
|
|
16 |
|
|
|
|
|
|
|
|
|
|
|
$ |
18,757 |
|
|
$ |
18,754 |
|
|
$ |
(3 |
) |
|
Percentages are based on Net Assets of $4,190,688 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,657 |
|
|
$ |
88,023 |
|
|
$ |
(91,654 |
) |
|
$ |
(4 |
) |
|
$ |
(22 |
) |
|
$ |
— |
|
|
$ |
539 |
|
|
$ |
7 |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
26,387 |
|
|
|
471,151 |
|
|
|
(470,744 |
) |
|
|
— |
|
|
|
— |
|
|
|
26,794 |
|
|
|
838 |
|
|
|
— |
|
Totals |
|
$ |
30,044 |
|
|
$ |
559,174 |
|
|
$ |
(562,398 |
) |
|
$ |
(4 |
) |
|
$ |
(22 |
) |
|
$ |
26,794 |
|
|
$ |
1,377 |
|
|
$ |
7 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.1% |
|
|
|
|
|
|
|
|
|
Communication Services — 9.1% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
130,640 |
|
|
$ |
23,796 |
|
Alphabet Inc, Cl C |
|
|
108,655 |
|
|
|
19,929 |
|
AT&T Inc |
|
|
159,367 |
|
|
|
3,046 |
|
Charter Communications Inc, Cl A * |
|
|
2,132 |
|
|
|
637 |
|
Comcast Corp, Cl A |
|
|
87,005 |
|
|
|
3,407 |
|
Electronic Arts Inc |
|
|
5,378 |
|
|
|
749 |
|
Fox Corp, Cl A |
|
|
5,086 |
|
|
|
175 |
|
Fox Corp, Cl B |
|
|
2,931 |
|
|
|
94 |
|
Interpublic Group of Cos Inc/The |
|
|
8,301 |
|
|
|
241 |
|
Live Nation Entertainment Inc * |
|
|
3,200 |
|
|
|
300 |
|
Match Group Inc * |
|
|
5,800 |
|
|
|
176 |
|
Meta Platforms Inc, Cl A |
|
|
48,737 |
|
|
|
24,574 |
|
Netflix Inc * |
|
|
9,615 |
|
|
|
6,489 |
|
News Corp, Cl A |
|
|
8,575 |
|
|
|
236 |
|
News Corp, Cl B |
|
|
2,700 |
|
|
|
77 |
|
Omnicom Group Inc |
|
|
4,304 |
|
|
|
386 |
|
Paramount Global, Cl B |
|
|
11,217 |
|
|
|
117 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,500 |
|
|
|
544 |
|
T-Mobile US Inc |
|
|
11,426 |
|
|
|
2,013 |
|
Verizon Communications Inc |
|
|
93,613 |
|
|
|
3,861 |
|
Walt Disney Co/The |
|
|
40,524 |
|
|
|
4,024 |
|
Warner Bros Discovery Inc * |
|
|
50,074 |
|
|
|
373 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,244 |
|
Consumer Discretionary — 9.7% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
9,850 |
|
|
|
1,494 |
|
Amazon.com Inc, Cl A * |
|
|
203,639 |
|
|
|
39,353 |
|
Aptiv PLC * |
|
|
6,070 |
|
|
|
427 |
|
AutoZone Inc * |
|
|
390 |
|
|
|
1,156 |
|
Bath & Body Works Inc |
|
|
5,077 |
|
|
|
198 |
|
Best Buy Co Inc |
|
|
4,254 |
|
|
|
359 |
|
Booking Holdings Inc |
|
|
766 |
|
|
|
3,035 |
|
BorgWarner Inc |
|
|
5,153 |
|
|
|
166 |
|
Caesars Entertainment Inc * |
|
|
4,800 |
|
|
|
191 |
|
CarMax Inc * |
|
|
3,500 |
|
|
|
257 |
|
Carnival Corp * |
|
|
22,684 |
|
|
|
425 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
30,550 |
|
|
|
1,914 |
|
Darden Restaurants Inc |
|
|
2,618 |
|
|
|
396 |
|
Deckers Outdoor Corp * |
|
|
600 |
|
|
|
581 |
|
Domino's Pizza Inc |
|
|
795 |
|
|
|
411 |
|
DR Horton Inc |
|
|
6,558 |
|
|
|
924 |
|
eBay Inc |
|
|
11,199 |
|
|
|
602 |
|
Etsy Inc * |
|
|
2,700 |
|
|
|
159 |
|
Expedia Group Inc * |
|
|
2,855 |
|
|
|
360 |
|
Ford Motor Co |
|
|
87,070 |
|
|
|
1,092 |
|
Garmin Ltd |
|
|
3,371 |
|
|
|
549 |
|
General Motors Co |
|
|
25,347 |
|
|
|
1,178 |
|
Genuine Parts Co |
|
|
3,096 |
|
|
|
428 |
|
Hasbro Inc |
|
|
2,896 |
|
|
|
169 |
|
Hilton Worldwide Holdings Inc |
|
|
5,600 |
|
|
|
1,222 |
|
Home Depot Inc/The |
|
|
22,058 |
|
|
|
7,593 |
|
Las Vegas Sands Corp |
|
|
8,100 |
|
|
|
358 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Lennar Corp, Cl A |
|
|
5,474 |
|
|
$ |
820 |
|
LKQ Corp |
|
|
5,900 |
|
|
|
245 |
|
Lowe's Cos Inc |
|
|
12,759 |
|
|
|
2,813 |
|
Lululemon Athletica Inc * |
|
|
2,500 |
|
|
|
747 |
|
Marriott International Inc/MD, Cl A |
|
|
5,300 |
|
|
|
1,281 |
|
McDonald's Corp |
|
|
16,061 |
|
|
|
4,093 |
|
MGM Resorts International * |
|
|
5,550 |
|
|
|
247 |
|
Mohawk Industries Inc * |
|
|
1,200 |
|
|
|
136 |
|
NIKE Inc, Cl B |
|
|
26,950 |
|
|
|
2,031 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
9,700 |
|
|
|
182 |
|
NVR Inc * |
|
|
72 |
|
|
|
546 |
|
O'Reilly Automotive Inc * |
|
|
1,338 |
|
|
|
1,413 |
|
Pool Corp |
|
|
872 |
|
|
|
268 |
|
PulteGroup Inc |
|
|
4,699 |
|
|
|
517 |
|
Ralph Lauren Corp, Cl A |
|
|
905 |
|
|
|
158 |
|
Ross Stores Inc |
|
|
7,419 |
|
|
|
1,078 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,300 |
|
|
|
845 |
|
Starbucks Corp |
|
|
25,204 |
|
|
|
1,962 |
|
Tapestry Inc |
|
|
5,219 |
|
|
|
223 |
|
Tesla Inc * |
|
|
61,688 |
|
|
|
12,207 |
|
TJX Cos Inc/The |
|
|
25,186 |
|
|
|
2,773 |
|
Tractor Supply Co |
|
|
2,430 |
|
|
|
656 |
|
Ulta Beauty Inc * |
|
|
1,100 |
|
|
|
425 |
|
Wynn Resorts Ltd |
|
|
2,129 |
|
|
|
191 |
|
Yum! Brands Inc |
|
|
6,270 |
|
|
|
831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
101,685 |
|
Consumer Staples — 5.6% |
|
|
|
|
Altria Group Inc |
|
|
38,173 |
|
|
|
1,739 |
|
Archer-Daniels-Midland Co |
|
|
10,968 |
|
|
|
663 |
|
Brown-Forman Corp, Cl B |
|
|
4,065 |
|
|
|
175 |
|
Bunge Global SA |
|
|
3,100 |
|
|
|
331 |
|
Campbell Soup Co |
|
|
4,484 |
|
|
|
203 |
|
Church & Dwight Co Inc |
|
|
5,376 |
|
|
|
557 |
|
Clorox Co/The |
|
|
2,802 |
|
|
|
382 |
|
Coca-Cola Co/The |
|
|
86,248 |
|
|
|
5,490 |
|
Colgate-Palmolive Co |
|
|
18,245 |
|
|
|
1,770 |
|
Conagra Brands Inc |
|
|
10,765 |
|
|
|
306 |
|
Constellation Brands Inc, Cl A |
|
|
3,607 |
|
|
|
928 |
|
Costco Wholesale Corp |
|
|
9,902 |
|
|
|
8,417 |
|
Dollar General Corp |
|
|
4,881 |
|
|
|
645 |
|
Dollar Tree Inc * |
|
|
4,654 |
|
|
|
497 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,150 |
|
|
|
548 |
|
General Mills Inc |
|
|
12,486 |
|
|
|
790 |
|
Hershey Co/The |
|
|
3,262 |
|
|
|
600 |
|
Hormel Foods Corp |
|
|
6,458 |
|
|
|
197 |
|
J M Smucker Co/The |
|
|
2,353 |
|
|
|
257 |
|
Kellanova |
|
|
5,867 |
|
|
|
338 |
|
Kenvue Inc |
|
|
42,460 |
|
|
|
772 |
|
Keurig Dr Pepper Inc |
|
|
23,200 |
|
|
|
775 |
|
Kimberly-Clark Corp |
|
|
7,503 |
|
|
|
1,037 |
|
Kraft Heinz Co/The |
|
|
17,508 |
|
|
|
564 |
|
Kroger Co/The |
|
|
14,886 |
|
|
|
743 |
|
Lamb Weston Holdings Inc |
|
|
3,200 |
|
|
|
269 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
McCormick & Co Inc/MD |
|
|
5,532 |
|
|
$ |
392 |
|
Molson Coors Beverage Co, Cl B |
|
|
4,151 |
|
|
|
211 |
|
Mondelez International Inc, Cl A |
|
|
29,820 |
|
|
|
1,951 |
|
Monster Beverage Corp * |
|
|
15,758 |
|
|
|
787 |
|
PepsiCo Inc |
|
|
30,579 |
|
|
|
5,043 |
|
Philip Morris International Inc |
|
|
34,577 |
|
|
|
3,504 |
|
Procter & Gamble Co/The |
|
|
52,472 |
|
|
|
8,654 |
|
Sysco Corp, Cl A |
|
|
11,020 |
|
|
|
787 |
|
Target Corp, Cl A |
|
|
10,228 |
|
|
|
1,514 |
|
Tyson Foods Inc, Cl A |
|
|
6,303 |
|
|
|
360 |
|
Walgreens Boots Alliance Inc |
|
|
16,257 |
|
|
|
197 |
|
Walmart Inc |
|
|
95,019 |
|
|
|
6,434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58,827 |
|
Energy — 3.5% |
|
|
|
|
APA Corp |
|
|
8,081 |
|
|
|
238 |
|
Baker Hughes Co, Cl A |
|
|
22,149 |
|
|
|
779 |
|
Chevron Corp |
|
|
38,079 |
|
|
|
5,956 |
|
ConocoPhillips |
|
|
25,978 |
|
|
|
2,971 |
|
Coterra Energy Inc |
|
|
16,513 |
|
|
|
440 |
|
Devon Energy Corp |
|
|
14,013 |
|
|
|
664 |
|
Diamondback Energy Inc, Cl A |
|
|
3,951 |
|
|
|
791 |
|
EOG Resources Inc |
|
|
12,757 |
|
|
|
1,606 |
|
EQT Corp |
|
|
9,300 |
|
|
|
344 |
|
Exxon Mobil Corp |
|
|
99,737 |
|
|
|
11,482 |
|
Halliburton Co |
|
|
19,642 |
|
|
|
663 |
|
Hess Corp |
|
|
6,175 |
|
|
|
911 |
|
Kinder Morgan Inc |
|
|
42,832 |
|
|
|
851 |
|
Marathon Oil Corp |
|
|
12,456 |
|
|
|
357 |
|
Marathon Petroleum Corp |
|
|
7,838 |
|
|
|
1,360 |
|
Occidental Petroleum Corp |
|
|
14,812 |
|
|
|
934 |
|
ONEOK Inc |
|
|
12,909 |
|
|
|
1,053 |
|
Phillips 66 |
|
|
9,387 |
|
|
|
1,325 |
|
Schlumberger NV, Cl A |
|
|
31,700 |
|
|
|
1,496 |
|
Targa Resources Corp |
|
|
4,900 |
|
|
|
631 |
|
Valero Energy Corp |
|
|
7,303 |
|
|
|
1,145 |
|
Williams Cos Inc/The |
|
|
27,069 |
|
|
|
1,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,147 |
|
Financials — 12.0% |
|
|
|
|
Aflac Inc |
|
|
11,484 |
|
|
|
1,026 |
|
Allstate Corp/The |
|
|
5,809 |
|
|
|
928 |
|
American Express Co |
|
|
12,595 |
|
|
|
2,916 |
|
American International Group Inc |
|
|
14,685 |
|
|
|
1,090 |
|
Ameriprise Financial Inc |
|
|
2,231 |
|
|
|
953 |
|
Aon PLC, Cl A |
|
|
4,801 |
|
|
|
1,410 |
|
Arch Capital Group Ltd * |
|
|
8,300 |
|
|
|
837 |
|
Arthur J Gallagher & Co |
|
|
4,899 |
|
|
|
1,270 |
|
Assurant Inc |
|
|
1,155 |
|
|
|
192 |
|
Bank of America Corp |
|
|
151,309 |
|
|
|
6,018 |
|
Bank of New York Mellon Corp/The |
|
|
16,599 |
|
|
|
994 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
40,240 |
|
|
|
16,370 |
|
BlackRock Inc |
|
|
3,069 |
|
|
|
2,416 |
|
Blackstone Inc, Cl A |
|
|
15,900 |
|
|
|
1,968 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Brown & Brown Inc |
|
|
5,300 |
|
|
$ |
474 |
|
Capital One Financial Corp |
|
|
8,449 |
|
|
|
1,170 |
|
Cboe Global Markets Inc |
|
|
2,300 |
|
|
|
391 |
|
Charles Schwab Corp/The |
|
|
33,159 |
|
|
|
2,444 |
|
Chubb Ltd |
|
|
9,051 |
|
|
|
2,309 |
|
Cincinnati Financial Corp |
|
|
3,483 |
|
|
|
411 |
|
Citigroup Inc |
|
|
42,398 |
|
|
|
2,691 |
|
Citizens Financial Group Inc |
|
|
10,050 |
|
|
|
362 |
|
CME Group Inc, Cl A |
|
|
8,012 |
|
|
|
1,575 |
|
Corpay Inc * |
|
|
1,529 |
|
|
|
407 |
|
Discover Financial Services |
|
|
5,608 |
|
|
|
734 |
|
Everest Group Ltd |
|
|
987 |
|
|
|
376 |
|
FactSet Research Systems Inc |
|
|
850 |
|
|
|
347 |
|
Fidelity National Information Services Inc, Cl B |
|
|
12,365 |
|
|
|
932 |
|
Fifth Third Bancorp |
|
|
15,111 |
|
|
|
551 |
|
Fiserv Inc, Cl A * |
|
|
13,005 |
|
|
|
1,938 |
|
Franklin Resources Inc |
|
|
6,438 |
|
|
|
144 |
|
Global Payments Inc |
|
|
5,683 |
|
|
|
550 |
|
Globe Life Inc |
|
|
1,839 |
|
|
|
151 |
|
Goldman Sachs Group Inc/The |
|
|
7,168 |
|
|
|
3,242 |
|
Hartford Financial Services Group Inc/The |
|
|
6,536 |
|
|
|
657 |
|
Huntington Bancshares Inc/OH |
|
|
32,114 |
|
|
|
423 |
|
Intercontinental Exchange Inc |
|
|
12,705 |
|
|
|
1,739 |
|
Invesco Ltd |
|
|
9,916 |
|
|
|
148 |
|
Jack Henry & Associates Inc |
|
|
1,600 |
|
|
|
266 |
|
JPMorgan Chase & Co |
|
|
63,908 |
|
|
|
12,926 |
|
KeyCorp |
|
|
21,083 |
|
|
|
300 |
|
KKR & Co Inc |
|
|
14,800 |
|
|
|
1,558 |
|
Loews Corp |
|
|
3,962 |
|
|
|
296 |
|
M&T Bank Corp |
|
|
3,734 |
|
|
|
565 |
|
MarketAxess Holdings Inc |
|
|
856 |
|
|
|
172 |
|
Marsh & McLennan Cos Inc |
|
|
10,909 |
|
|
|
2,299 |
|
Mastercard Inc, Cl A |
|
|
18,247 |
|
|
|
8,050 |
|
MetLife Inc |
|
|
13,289 |
|
|
|
933 |
|
Moody's Corp |
|
|
3,521 |
|
|
|
1,482 |
|
Morgan Stanley |
|
|
27,836 |
|
|
|
2,705 |
|
MSCI Inc, Cl A |
|
|
1,784 |
|
|
|
859 |
|
Nasdaq Inc, Cl A |
|
|
8,527 |
|
|
|
514 |
|
Northern Trust Corp |
|
|
4,609 |
|
|
|
387 |
|
PayPal Holdings Inc * |
|
|
23,279 |
|
|
|
1,351 |
|
PNC Financial Services Group Inc/The |
|
|
8,863 |
|
|
|
1,378 |
|
Principal Financial Group Inc, Cl A |
|
|
4,757 |
|
|
|
373 |
|
Progressive Corp/The |
|
|
12,985 |
|
|
|
2,697 |
|
Prudential Financial Inc |
|
|
7,966 |
|
|
|
934 |
|
Raymond James Financial Inc |
|
|
4,158 |
|
|
|
514 |
|
Regions Financial Corp |
|
|
20,263 |
|
|
|
406 |
|
S&P Global Inc |
|
|
7,155 |
|
|
|
3,191 |
|
State Street Corp |
|
|
6,695 |
|
|
|
495 |
|
Synchrony Financial |
|
|
8,863 |
|
|
|
418 |
|
T Rowe Price Group Inc |
|
|
4,993 |
|
|
|
576 |
|
Travelers Cos Inc/The |
|
|
5,056 |
|
|
|
1,028 |
|
Truist Financial Corp |
|
|
29,756 |
|
|
|
1,156 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
US Bancorp |
|
|
34,638 |
|
|
$ |
1,375 |
|
Visa Inc, Cl A |
|
|
34,999 |
|
|
|
9,186 |
|
W R Berkley Corp |
|
|
4,500 |
|
|
|
354 |
|
Wells Fargo & Co |
|
|
77,473 |
|
|
|
4,601 |
|
Willis Towers Watson PLC |
|
|
2,219 |
|
|
|
582 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
126,481 |
|
Health Care — 11.4% |
|
|
|
|
Abbott Laboratories |
|
|
38,662 |
|
|
|
4,017 |
|
AbbVie Inc |
|
|
39,313 |
|
|
|
6,743 |
|
Agilent Technologies Inc |
|
|
6,515 |
|
|
|
845 |
|
Align Technology Inc * |
|
|
1,586 |
|
|
|
383 |
|
Amgen Inc, Cl A |
|
|
11,972 |
|
|
|
3,741 |
|
Baxter International Inc |
|
|
11,235 |
|
|
|
376 |
|
Becton Dickinson & Co |
|
|
6,428 |
|
|
|
1,502 |
|
Biogen Inc * |
|
|
3,256 |
|
|
|
755 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
431 |
|
|
|
118 |
|
Bio-Techne Corp |
|
|
3,552 |
|
|
|
254 |
|
Boston Scientific Corp * |
|
|
32,626 |
|
|
|
2,513 |
|
Bristol-Myers Squibb Co |
|
|
45,053 |
|
|
|
1,871 |
|
Cardinal Health Inc |
|
|
5,459 |
|
|
|
537 |
|
Catalent Inc * |
|
|
4,100 |
|
|
|
231 |
|
Cencora Inc, Cl A |
|
|
3,696 |
|
|
|
833 |
|
Centene Corp * |
|
|
11,839 |
|
|
|
785 |
|
Charles River Laboratories International Inc * |
|
|
1,160 |
|
|
|
240 |
|
Cigna Group/The |
|
|
6,293 |
|
|
|
2,080 |
|
Cooper Cos Inc/The |
|
|
4,416 |
|
|
|
385 |
|
CVS Health Corp |
|
|
27,876 |
|
|
|
1,646 |
|
Danaher Corp, Cl A |
|
|
14,612 |
|
|
|
3,651 |
|
DaVita Inc * |
|
|
1,106 |
|
|
|
153 |
|
Dexcom Inc * |
|
|
8,722 |
|
|
|
989 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
13,342 |
|
|
|
1,232 |
|
Elevance Health Inc |
|
|
5,173 |
|
|
|
2,803 |
|
Eli Lilly & Co |
|
|
17,789 |
|
|
|
16,106 |
|
GE HealthCare Technologies Inc |
|
|
9,462 |
|
|
|
737 |
|
Gilead Sciences Inc |
|
|
27,664 |
|
|
|
1,898 |
|
HCA Healthcare Inc |
|
|
4,281 |
|
|
|
1,375 |
|
Henry Schein Inc * |
|
|
2,800 |
|
|
|
179 |
|
Hologic Inc * |
|
|
5,200 |
|
|
|
386 |
|
Humana Inc |
|
|
2,631 |
|
|
|
983 |
|
IDEXX Laboratories Inc * |
|
|
1,873 |
|
|
|
912 |
|
Incyte Corp * |
|
|
4,150 |
|
|
|
252 |
|
Insulet Corp * |
|
|
1,500 |
|
|
|
303 |
|
Intuitive Surgical Inc * |
|
|
7,857 |
|
|
|
3,495 |
|
IQVIA Holdings Inc * |
|
|
3,996 |
|
|
|
845 |
|
Johnson & Johnson |
|
|
53,493 |
|
|
|
7,819 |
|
Labcorp Holdings Inc |
|
|
1,910 |
|
|
|
389 |
|
McKesson Corp |
|
|
2,843 |
|
|
|
1,660 |
|
Medtronic PLC |
|
|
29,479 |
|
|
|
2,320 |
|
Merck & Co Inc |
|
|
56,364 |
|
|
|
6,978 |
|
Mettler-Toledo International Inc * |
|
|
487 |
|
|
|
681 |
|
Moderna Inc * |
|
|
7,400 |
|
|
|
879 |
|
Molina Healthcare Inc * |
|
|
1,279 |
|
|
|
380 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Pfizer Inc |
|
|
126,010 |
|
|
$ |
3,526 |
|
Quest Diagnostics Inc |
|
|
2,424 |
|
|
|
332 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,393 |
|
|
|
2,515 |
|
ResMed Inc |
|
|
3,209 |
|
|
|
614 |
|
Revvity Inc |
|
|
2,798 |
|
|
|
293 |
|
Solventum Corp * |
|
|
3,142 |
|
|
|
166 |
|
STERIS PLC |
|
|
2,145 |
|
|
|
471 |
|
Stryker Corp |
|
|
7,526 |
|
|
|
2,561 |
|
Teleflex Inc |
|
|
1,029 |
|
|
|
216 |
|
Thermo Fisher Scientific Inc |
|
|
8,526 |
|
|
|
4,715 |
|
UnitedHealth Group Inc |
|
|
20,472 |
|
|
|
10,426 |
|
Universal Health Services Inc, Cl B |
|
|
1,300 |
|
|
|
240 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,727 |
|
|
|
2,684 |
|
Viatris Inc, Cl W |
|
|
26,257 |
|
|
|
279 |
|
Waters Corp * |
|
|
1,322 |
|
|
|
384 |
|
West Pharmaceutical Services Inc |
|
|
1,576 |
|
|
|
519 |
|
Zimmer Biomet Holdings Inc |
|
|
4,574 |
|
|
|
496 |
|
Zoetis Inc, Cl A |
|
|
10,145 |
|
|
|
1,759 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
119,456 |
|
Industrials — 7.9% |
|
|
|
|
3M Co |
|
|
12,271 |
|
|
|
1,254 |
|
A O Smith Corp |
|
|
2,700 |
|
|
|
221 |
|
Allegion plc |
|
|
1,970 |
|
|
|
233 |
|
American Airlines Group Inc * |
|
|
14,709 |
|
|
|
167 |
|
AMETEK Inc |
|
|
5,100 |
|
|
|
850 |
|
Automatic Data Processing Inc |
|
|
9,065 |
|
|
|
2,164 |
|
Axon Enterprise Inc * |
|
|
1,600 |
|
|
|
471 |
|
Boeing Co/The * |
|
|
12,855 |
|
|
|
2,340 |
|
Broadridge Financial Solutions Inc |
|
|
2,634 |
|
|
|
519 |
|
Builders FirstSource Inc * |
|
|
2,700 |
|
|
|
374 |
|
Carrier Global Corp |
|
|
18,631 |
|
|
|
1,175 |
|
Caterpillar Inc, Cl A |
|
|
10,843 |
|
|
|
3,612 |
|
CH Robinson Worldwide Inc |
|
|
2,605 |
|
|
|
230 |
|
Cintas Corp |
|
|
1,932 |
|
|
|
1,353 |
|
Copart Inc * |
|
|
19,400 |
|
|
|
1,051 |
|
CSX Corp |
|
|
43,399 |
|
|
|
1,452 |
|
Cummins Inc |
|
|
3,075 |
|
|
|
852 |
|
Dayforce Inc * |
|
|
3,600 |
|
|
|
179 |
|
Deere & Co |
|
|
5,761 |
|
|
|
2,152 |
|
Delta Air Lines Inc, Cl A |
|
|
14,313 |
|
|
|
679 |
|
Dover Corp |
|
|
3,037 |
|
|
|
548 |
|
Eaton Corp PLC |
|
|
8,920 |
|
|
|
2,797 |
|
Emerson Electric Co |
|
|
12,675 |
|
|
|
1,396 |
|
Equifax Inc |
|
|
2,789 |
|
|
|
676 |
|
Expeditors International of Washington Inc |
|
|
3,077 |
|
|
|
384 |
|
Fastenal Co, Cl A |
|
|
12,668 |
|
|
|
796 |
|
FedEx Corp |
|
|
5,061 |
|
|
|
1,517 |
|
Fortive Corp |
|
|
7,887 |
|
|
|
584 |
|
GE Vernova Inc * |
|
|
6,047 |
|
|
|
1,037 |
|
Generac Holdings Inc * |
|
|
1,354 |
|
|
|
179 |
|
General Dynamics Corp |
|
|
5,094 |
|
|
|
1,478 |
|
General Electric Co |
|
|
24,338 |
|
|
|
3,869 |
|
Honeywell International Inc |
|
|
14,470 |
|
|
|
3,090 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Howmet Aerospace Inc |
|
|
8,578 |
|
|
$ |
666 |
|
Hubbell Inc, Cl B |
|
|
1,200 |
|
|
|
439 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
847 |
|
|
|
209 |
|
IDEX Corp |
|
|
1,700 |
|
|
|
342 |
|
Illinois Tool Works Inc |
|
|
6,015 |
|
|
|
1,425 |
|
Ingersoll Rand Inc |
|
|
8,933 |
|
|
|
811 |
|
Jacobs Solutions Inc |
|
|
2,762 |
|
|
|
386 |
|
JB Hunt Transport Services Inc |
|
|
1,751 |
|
|
|
280 |
|
Johnson Controls International PLC |
|
|
14,922 |
|
|
|
992 |
|
L3Harris Technologies Inc |
|
|
4,259 |
|
|
|
956 |
|
Leidos Holdings Inc |
|
|
2,993 |
|
|
|
437 |
|
Lockheed Martin Corp |
|
|
4,750 |
|
|
|
2,219 |
|
Masco Corp |
|
|
4,984 |
|
|
|
332 |
|
Nordson Corp |
|
|
1,200 |
|
|
|
278 |
|
Norfolk Southern Corp |
|
|
4,986 |
|
|
|
1,070 |
|
Northrop Grumman Corp |
|
|
3,080 |
|
|
|
1,343 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
3,938 |
|
|
|
695 |
|
Otis Worldwide Corp |
|
|
8,950 |
|
|
|
862 |
|
PACCAR Inc |
|
|
11,600 |
|
|
|
1,194 |
|
Parker-Hannifin Corp, Cl A |
|
|
2,809 |
|
|
|
1,421 |
|
Paychex Inc |
|
|
7,119 |
|
|
|
844 |
|
Paycom Software Inc |
|
|
1,059 |
|
|
|
151 |
|
Pentair PLC |
|
|
3,766 |
|
|
|
289 |
|
Quanta Services Inc |
|
|
3,268 |
|
|
|
830 |
|
Republic Services Inc |
|
|
4,583 |
|
|
|
891 |
|
Rockwell Automation Inc |
|
|
2,576 |
|
|
|
709 |
|
Rollins Inc |
|
|
6,300 |
|
|
|
307 |
|
RTX Corp |
|
|
29,528 |
|
|
|
2,964 |
|
Snap-on Inc |
|
|
1,207 |
|
|
|
316 |
|
Southwest Airlines Co, Cl A |
|
|
13,262 |
|
|
|
379 |
|
Stanley Black & Decker Inc |
|
|
3,408 |
|
|
|
272 |
|
Textron Inc |
|
|
4,207 |
|
|
|
361 |
|
Trane Technologies PLC |
|
|
5,020 |
|
|
|
1,651 |
|
TransDigm Group Inc |
|
|
1,270 |
|
|
|
1,623 |
|
Uber Technologies Inc * |
|
|
46,450 |
|
|
|
3,376 |
|
Union Pacific Corp |
|
|
13,541 |
|
|
|
3,064 |
|
United Airlines Holdings Inc * |
|
|
7,400 |
|
|
|
360 |
|
United Parcel Service Inc, Cl B |
|
|
16,218 |
|
|
|
2,219 |
|
United Rentals Inc |
|
|
1,514 |
|
|
|
979 |
|
Veralto Corp |
|
|
4,870 |
|
|
|
465 |
|
Verisk Analytics Inc, Cl A |
|
|
3,176 |
|
|
|
856 |
|
Waste Management Inc |
|
|
8,084 |
|
|
|
1,725 |
|
Westinghouse Air Brake Technologies Corp |
|
|
3,871 |
|
|
|
612 |
|
WW Grainger Inc |
|
|
964 |
|
|
|
870 |
|
Xylem Inc/NY |
|
|
5,400 |
|
|
|
732 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82,881 |
|
Information Technology — 31.5% |
|
|
|
|
Accenture PLC, Cl A |
|
|
13,956 |
|
|
|
4,234 |
|
Adobe Inc * |
|
|
9,997 |
|
|
|
5,554 |
|
Advanced Micro Devices Inc * |
|
|
35,925 |
|
|
|
5,827 |
|
Akamai Technologies Inc * |
|
|
3,404 |
|
|
|
307 |
|
Amphenol Corp, Cl A |
|
|
26,720 |
|
|
|
1,800 |
|
Analog Devices Inc |
|
|
10,972 |
|
|
|
2,504 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ANSYS Inc * |
|
|
1,957 |
|
|
$ |
629 |
|
Apple Inc |
|
|
320,643 |
|
|
|
67,534 |
|
Applied Materials Inc |
|
|
18,441 |
|
|
|
4,352 |
|
Arista Networks Inc * |
|
|
5,670 |
|
|
|
1,987 |
|
Autodesk Inc, Cl A * |
|
|
4,705 |
|
|
|
1,164 |
|
Broadcom Inc |
|
|
9,719 |
|
|
|
15,604 |
|
Cadence Design Systems Inc * |
|
|
6,051 |
|
|
|
1,862 |
|
CDW Corp/DE |
|
|
2,997 |
|
|
|
671 |
|
Cisco Systems Inc |
|
|
90,028 |
|
|
|
4,277 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
11,005 |
|
|
|
748 |
|
Corning Inc, Cl B |
|
|
17,108 |
|
|
|
665 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
5,100 |
|
|
|
1,954 |
|
Enphase Energy Inc * |
|
|
3,000 |
|
|
|
299 |
|
EPAM Systems Inc * |
|
|
1,300 |
|
|
|
245 |
|
F5 Inc, Cl A * |
|
|
1,310 |
|
|
|
226 |
|
Fair Isaac Corp * |
|
|
558 |
|
|
|
831 |
|
First Solar Inc * |
|
|
2,400 |
|
|
|
541 |
|
Fortinet Inc * |
|
|
14,040 |
|
|
|
846 |
|
Gartner Inc * |
|
|
1,756 |
|
|
|
789 |
|
Gen Digital Inc |
|
|
12,147 |
|
|
|
303 |
|
GoDaddy Inc, Cl A * |
|
|
3,100 |
|
|
|
433 |
|
Hewlett Packard Enterprise Co |
|
|
28,791 |
|
|
|
610 |
|
HP Inc |
|
|
19,172 |
|
|
|
671 |
|
Intel Corp |
|
|
94,637 |
|
|
|
2,931 |
|
International Business Machines Corp |
|
|
20,418 |
|
|
|
3,531 |
|
Intuit Inc |
|
|
6,209 |
|
|
|
4,081 |
|
Jabil Inc |
|
|
2,700 |
|
|
|
294 |
|
Juniper Networks Inc |
|
|
7,300 |
|
|
|
266 |
|
Keysight Technologies Inc * |
|
|
3,832 |
|
|
|
524 |
|
KLA Corp |
|
|
3,027 |
|
|
|
2,496 |
|
Lam Research Corp |
|
|
2,928 |
|
|
|
3,118 |
|
Microchip Technology Inc |
|
|
12,013 |
|
|
|
1,099 |
|
Micron Technology Inc |
|
|
24,569 |
|
|
|
3,232 |
|
Microsoft Corp |
|
|
165,334 |
|
|
|
73,896 |
|
Monolithic Power Systems Inc |
|
|
1,100 |
|
|
|
904 |
|
Motorola Solutions Inc |
|
|
3,732 |
|
|
|
1,441 |
|
NetApp Inc |
|
|
4,585 |
|
|
|
591 |
|
NVIDIA Corp |
|
|
547,130 |
|
|
|
67,592 |
|
NXP Semiconductors NV |
|
|
5,726 |
|
|
|
1,541 |
|
ON Semiconductor Corp * |
|
|
9,500 |
|
|
|
651 |
|
Oracle Corp, Cl B |
|
|
35,471 |
|
|
|
5,009 |
|
Palo Alto Networks Inc * |
|
|
7,209 |
|
|
|
2,444 |
|
PTC Inc * |
|
|
2,657 |
|
|
|
483 |
|
Qorvo Inc * |
|
|
2,100 |
|
|
|
244 |
|
QUALCOMM Inc |
|
|
24,882 |
|
|
|
4,956 |
|
Roper Technologies Inc |
|
|
2,413 |
|
|
|
1,360 |
|
Salesforce Inc |
|
|
21,612 |
|
|
|
5,556 |
|
Seagate Technology Holdings PLC |
|
|
4,400 |
|
|
|
454 |
|
ServiceNow Inc * |
|
|
4,535 |
|
|
|
3,568 |
|
Skyworks Solutions Inc |
|
|
3,616 |
|
|
|
385 |
|
Super Micro Computer Inc * |
|
|
1,141 |
|
|
|
935 |
|
Synopsys Inc * |
|
|
3,421 |
|
|
|
2,036 |
|
TE Connectivity Ltd |
|
|
6,759 |
|
|
|
1,017 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Teledyne Technologies Inc * |
|
|
1,068 |
|
|
$ |
414 |
|
Teradyne Inc |
|
|
3,415 |
|
|
|
506 |
|
Texas Instruments Inc |
|
|
20,194 |
|
|
|
3,928 |
|
Trimble Inc * |
|
|
5,400 |
|
|
|
302 |
|
Tyler Technologies Inc * |
|
|
970 |
|
|
|
488 |
|
VeriSign Inc * |
|
|
1,895 |
|
|
|
337 |
|
Western Digital Corp * |
|
|
7,274 |
|
|
|
551 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,173 |
|
|
|
362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
330,990 |
|
Materials — 2.1% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
4,921 |
|
|
|
1,270 |
|
Albemarle Corp |
|
|
2,657 |
|
|
|
254 |
|
Amcor PLC |
|
|
32,382 |
|
|
|
317 |
|
Avery Dennison Corp |
|
|
1,814 |
|
|
|
397 |
|
Ball Corp |
|
|
6,872 |
|
|
|
412 |
|
Celanese Corp, Cl A |
|
|
2,252 |
|
|
|
304 |
|
CF Industries Holdings Inc |
|
|
4,050 |
|
|
|
300 |
|
Corteva Inc |
|
|
15,473 |
|
|
|
835 |
|
Dow Inc |
|
|
15,606 |
|
|
|
828 |
|
DuPont de Nemours Inc |
|
|
9,299 |
|
|
|
748 |
|
Eastman Chemical Co |
|
|
2,620 |
|
|
|
257 |
|
Ecolab Inc |
|
|
5,616 |
|
|
|
1,337 |
|
FMC Corp |
|
|
2,700 |
|
|
|
155 |
|
Freeport-McMoRan Inc, Cl B |
|
|
31,913 |
|
|
|
1,551 |
|
International Flavors & Fragrances Inc |
|
|
5,726 |
|
|
|
545 |
|
International Paper Co |
|
|
7,752 |
|
|
|
335 |
|
Linde PLC |
|
|
10,646 |
|
|
|
4,672 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,774 |
|
|
|
552 |
|
Martin Marietta Materials Inc, Cl A |
|
|
1,369 |
|
|
|
742 |
|
Mosaic Co/The |
|
|
7,109 |
|
|
|
205 |
|
Newmont Corp |
|
|
25,625 |
|
|
|
1,073 |
|
Nucor Corp |
|
|
5,327 |
|
|
|
842 |
|
Packaging Corp of America |
|
|
2,000 |
|
|
|
365 |
|
PPG Industries Inc |
|
|
5,205 |
|
|
|
655 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,195 |
|
|
|
1,550 |
|
Steel Dynamics Inc |
|
|
3,300 |
|
|
|
427 |
|
Vulcan Materials Co |
|
|
2,899 |
|
|
|
721 |
|
Westrock Co |
|
|
5,784 |
|
|
|
291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,940 |
|
Real Estate — 2.1% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,523 |
|
|
|
412 |
|
American Tower Corp, Cl A ‡ |
|
|
10,397 |
|
|
|
2,021 |
|
AvalonBay Communities Inc ‡ |
|
|
3,178 |
|
|
|
657 |
|
BXP Inc ‡ |
|
|
3,300 |
|
|
|
203 |
|
Camden Property Trust ‡ |
|
|
2,400 |
|
|
|
262 |
|
CBRE Group Inc, Cl A * |
|
|
6,709 |
|
|
|
598 |
|
CoStar Group Inc * |
|
|
9,100 |
|
|
|
675 |
|
Crown Castle Inc ‡ |
|
|
9,664 |
|
|
|
944 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
7,169 |
|
|
|
1,090 |
|
Equinix Inc ‡ |
|
|
2,138 |
|
|
|
1,618 |
|
Equity Residential ‡ |
|
|
7,644 |
|
|
|
530 |
|
Essex Property Trust Inc ‡ |
|
|
1,421 |
|
|
|
387 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Extra Space Storage Inc ‡ |
|
|
4,699 |
|
|
$ |
730 |
|
Federal Realty Investment Trust ‡ |
|
|
1,700 |
|
|
|
172 |
|
Healthpeak Properties Inc ‡ |
|
|
15,500 |
|
|
|
304 |
|
Host Hotels & Resorts Inc ‡ |
|
|
15,974 |
|
|
|
287 |
|
Invitation Homes Inc ‡ |
|
|
12,700 |
|
|
|
456 |
|
Iron Mountain Inc ‡ |
|
|
6,538 |
|
|
|
586 |
|
Kimco Realty Corp ‡ |
|
|
15,013 |
|
|
|
292 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,640 |
|
|
|
376 |
|
Prologis Inc ‡ |
|
|
20,530 |
|
|
|
2,306 |
|
Public Storage ‡ |
|
|
3,487 |
|
|
|
1,003 |
|
Realty Income Corp ‡ |
|
|
19,328 |
|
|
|
1,021 |
|
Regency Centers Corp ‡ |
|
|
3,699 |
|
|
|
230 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,399 |
|
|
|
471 |
|
Simon Property Group Inc ‡ |
|
|
7,256 |
|
|
|
1,101 |
|
UDR Inc ‡ |
|
|
6,800 |
|
|
|
280 |
|
Ventas Inc ‡ |
|
|
8,932 |
|
|
|
458 |
|
VICI Properties Inc, Cl A ‡ |
|
|
23,250 |
|
|
|
666 |
|
Welltower Inc ‡ |
|
|
13,309 |
|
|
|
1,387 |
|
Weyerhaeuser Co ‡ |
|
|
16,161 |
|
|
|
459 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,982 |
|
Utilities — 2.2% |
|
|
|
|
AES Corp/The |
|
|
15,090 |
|
|
|
265 |
|
Alliant Energy Corp |
|
|
5,700 |
|
|
|
290 |
|
Ameren Corp |
|
|
5,953 |
|
|
|
423 |
|
American Electric Power Co Inc |
|
|
11,715 |
|
|
|
1,028 |
|
American Water Works Co Inc |
|
|
4,357 |
|
|
|
563 |
|
Atmos Energy Corp |
|
|
3,400 |
|
|
|
397 |
|
CenterPoint Energy Inc |
|
|
14,185 |
|
|
|
439 |
|
CMS Energy Corp |
|
|
6,601 |
|
|
|
393 |
|
Consolidated Edison Inc |
|
|
7,636 |
|
|
|
683 |
|
Constellation Energy Corp |
|
|
7,001 |
|
|
|
1,402 |
|
Dominion Energy Inc |
|
|
18,630 |
|
|
|
913 |
|
DTE Energy Co |
|
|
4,576 |
|
|
|
508 |
|
Duke Energy Corp |
|
|
17,191 |
|
|
|
1,723 |
|
Edison International |
|
|
8,557 |
|
|
|
614 |
|
Entergy Corp |
|
|
4,776 |
|
|
|
511 |
|
Evergy Inc |
|
|
5,199 |
|
|
|
275 |
|
Eversource Energy |
|
|
7,935 |
|
|
|
450 |
|
Exelon Corp |
|
|
22,405 |
|
|
|
775 |
|
FirstEnergy Corp |
|
|
11,623 |
|
|
|
445 |
|
NextEra Energy Inc |
|
|
45,671 |
|
|
|
3,234 |
|
NiSource Inc |
|
|
9,244 |
|
|
|
266 |
|
NRG Energy Inc |
|
|
4,681 |
|
|
|
364 |
|
PG&E Corp |
|
|
47,400 |
|
|
|
828 |
|
Pinnacle West Capital Corp |
|
|
2,549 |
|
|
|
195 |
|
PPL Corp |
|
|
16,371 |
|
|
|
453 |
|
Public Service Enterprise Group Inc |
|
|
11,030 |
|
|
|
813 |
|
Sempra |
|
|
14,090 |
|
|
|
1,072 |
|
Southern Co/The |
|
|
24,269 |
|
|
|
1,883 |
|
Vistra Corp |
|
|
7,200 |
|
|
|
619 |
|
WEC Energy Group Inc |
|
|
6,971 |
|
|
|
547 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
S&P 500 Index Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xcel Energy Inc |
|
|
12,336 |
|
|
$ |
659 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,030 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $221,818) ($ Thousands) |
|
|
|
|
|
|
1,019,663 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
14,845,945 |
|
|
$ |
14,846 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $14,846) ($ Thousands) |
|
|
|
|
|
|
14,846 |
|
Total Investments in Securities — 98.5% |
|
|
|
|
|
|
|
|
(Cost $236,664) ($ Thousands) |
|
$ |
1,034,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
84 |
|
|
|
Sep-2024 |
|
|
$ |
23,137 |
|
|
$ |
23,190 |
|
|
$ |
53 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,050,226 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,012 |
|
|
$ |
88,480 |
|
|
$ |
(92,646 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
14,846 |
|
|
$ |
711 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.1% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.5% |
|
|
|
|
Anterix Inc * |
|
|
3,910 |
|
|
$ |
155 |
|
AST SpaceMobile Inc, Cl A * |
|
|
42,416 |
|
|
|
493 |
|
Bandwidth Inc, Cl A * |
|
|
7,830 |
|
|
|
132 |
|
Cargurus Inc, Cl A * |
|
|
17,500 |
|
|
|
459 |
|
Cinemark Holdings Inc * |
|
|
170,086 |
|
|
|
3,677 |
|
Cogent Communications Holdings Inc |
|
|
15,865 |
|
|
|
895 |
|
EW Scripps Co/The, Cl A * |
|
|
52,360 |
|
|
|
164 |
|
fuboTV Inc * |
|
|
23,663 |
|
|
|
29 |
|
Gannett Co Inc * |
|
|
38,247 |
|
|
|
176 |
|
Gogo Inc * |
|
|
40,410 |
|
|
|
389 |
|
Grindr Inc * |
|
|
30,838 |
|
|
|
378 |
|
IDT Corp, Cl B |
|
|
11,880 |
|
|
|
427 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
110,912 |
|
|
|
1,045 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
41,076 |
|
|
|
352 |
|
Marcus Corp/The |
|
|
24,400 |
|
|
|
278 |
|
MediaAlpha Inc, Cl A * |
|
|
7,500 |
|
|
|
99 |
|
Nexstar Media Group Inc, Cl A |
|
|
5,917 |
|
|
|
982 |
|
Playstudios Inc * |
|
|
32,946 |
|
|
|
68 |
|
PubMatic Inc, Cl A * |
|
|
26,000 |
|
|
|
528 |
|
Shutterstock Inc |
|
|
25,090 |
|
|
|
971 |
|
Sinclair Inc |
|
|
13,740 |
|
|
|
183 |
|
Spok Holdings Inc |
|
|
22,950 |
|
|
|
340 |
|
Thryv Holdings Inc * |
|
|
14,010 |
|
|
|
250 |
|
United States Cellular Corp * |
|
|
7,800 |
|
|
|
435 |
|
Vimeo Inc * |
|
|
122,600 |
|
|
|
457 |
|
Yelp Inc, Cl A * |
|
|
6,100 |
|
|
|
225 |
|
Ziff Davis Inc * |
|
|
18,616 |
|
|
|
1,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,612 |
|
Consumer Discretionary — 12.7% |
|
|
|
|
2U Inc * |
|
|
6,924 |
|
|
|
36 |
|
Aaron's Co Inc/The |
|
|
76,385 |
|
|
|
762 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
18,505 |
|
|
|
3,291 |
|
Accel Entertainment Inc, Cl A * |
|
|
14,230 |
|
|
|
146 |
|
Acushnet Holdings Corp |
|
|
829 |
|
|
|
53 |
|
Adtalem Global Education Inc * |
|
|
25,684 |
|
|
|
1,752 |
|
Advance Auto Parts Inc |
|
|
22,664 |
|
|
|
1,435 |
|
American Eagle Outfitters Inc |
|
|
25,358 |
|
|
|
506 |
|
Arhaus Inc, Cl A |
|
|
22,096 |
|
|
|
374 |
|
Arko Corp |
|
|
21,790 |
|
|
|
137 |
|
Biglari Holdings Inc, Cl B * |
|
|
2,265 |
|
|
|
438 |
|
Birkenstock Holding PLC * |
|
|
7,369 |
|
|
|
401 |
|
BJ's Restaurants Inc * |
|
|
12,190 |
|
|
|
423 |
|
Bloomin' Brands Inc |
|
|
145,107 |
|
|
|
2,790 |
|
Boot Barn Holdings Inc * |
|
|
3,841 |
|
|
|
495 |
|
Brinker International Inc * |
|
|
56,407 |
|
|
|
4,083 |
|
Brunswick Corp/DE |
|
|
15,034 |
|
|
|
1,094 |
|
Build-A-Bear Workshop Inc |
|
|
31,890 |
|
|
|
806 |
|
Carter's Inc |
|
|
17,016 |
|
|
|
1,054 |
|
Carvana Co, Cl A * |
|
|
5,867 |
|
|
|
755 |
|
Cava Group Inc * |
|
|
7,045 |
|
|
|
653 |
|
Century Casinos Inc * |
|
|
25,450 |
|
|
|
71 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cheesecake Factory Inc/The |
|
|
16,468 |
|
|
$ |
647 |
|
Churchill Downs Inc |
|
|
10,165 |
|
|
|
1,419 |
|
Chuy's Holdings Inc * |
|
|
10,343 |
|
|
|
268 |
|
Cooper-Standard Holdings Inc * |
|
|
13,063 |
|
|
|
163 |
|
Cricut Inc, Cl A |
|
|
25,050 |
|
|
|
150 |
|
Denny's Corp, Cl A * |
|
|
27,270 |
|
|
|
194 |
|
Designer Brands Inc, Cl A |
|
|
26,960 |
|
|
|
184 |
|
Destination XL Group Inc * |
|
|
42,580 |
|
|
|
155 |
|
Dick's Sporting Goods Inc |
|
|
6,236 |
|
|
|
1,340 |
|
Dine Brands Global Inc |
|
|
6,100 |
|
|
|
221 |
|
Domino's Pizza Inc |
|
|
2,989 |
|
|
|
1,543 |
|
Dorman Products Inc * |
|
|
10,232 |
|
|
|
936 |
|
Dutch Bros Inc, Cl A * |
|
|
11,648 |
|
|
|
482 |
|
Funko Inc, Cl A * |
|
|
20,470 |
|
|
|
200 |
|
Gap Inc/The |
|
|
11,816 |
|
|
|
282 |
|
Gentex Corp |
|
|
33,924 |
|
|
|
1,144 |
|
Goodyear Tire & Rubber Co/The * |
|
|
33,133 |
|
|
|
376 |
|
Hooker Furnishings Corp |
|
|
40,646 |
|
|
|
589 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
3,700 |
|
|
|
525 |
|
Inspired Entertainment Inc * |
|
|
27,558 |
|
|
|
252 |
|
Installed Building Products Inc |
|
|
1,363 |
|
|
|
280 |
|
J Jill Inc |
|
|
4,450 |
|
|
|
156 |
|
KB Home |
|
|
37,203 |
|
|
|
2,611 |
|
Kontoor Brands Inc |
|
|
27,451 |
|
|
|
1,816 |
|
Latham Group Inc * |
|
|
77,811 |
|
|
|
236 |
|
Legacy Housing Corp * |
|
|
16,385 |
|
|
|
376 |
|
Levi Strauss & Co, Cl A |
|
|
19,235 |
|
|
|
371 |
|
Lindblad Expeditions Holdings Inc * |
|
|
44,120 |
|
|
|
426 |
|
Marine Products Corp |
|
|
23,768 |
|
|
|
240 |
|
MasterCraft Boat Holdings Inc * |
|
|
19,720 |
|
|
|
372 |
|
Meritage Homes Corp |
|
|
3,426 |
|
|
|
555 |
|
Modine Manufacturing Co * |
|
|
49,478 |
|
|
|
4,957 |
|
Movado Group Inc |
|
|
5,312 |
|
|
|
132 |
|
Murphy USA Inc |
|
|
4,044 |
|
|
|
1,899 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
4,800 |
|
|
|
471 |
|
OneSpaWorld Holdings Ltd * |
|
|
41,066 |
|
|
|
631 |
|
Oxford Industries Inc, Cl A |
|
|
4,458 |
|
|
|
446 |
|
PlayAGS Inc * |
|
|
96,938 |
|
|
|
1,115 |
|
Pool Corp |
|
|
2,840 |
|
|
|
873 |
|
Potbelly Corp * |
|
|
81,620 |
|
|
|
655 |
|
Ralph Lauren Corp, Cl A |
|
|
2,062 |
|
|
|
361 |
|
Rocky Brands Inc |
|
|
8,056 |
|
|
|
298 |
|
Rush Street Interactive Inc * |
|
|
41,000 |
|
|
|
393 |
|
SharkNinja Inc |
|
|
6,711 |
|
|
|
504 |
|
Signet Jewelers Ltd |
|
|
9,062 |
|
|
|
812 |
|
Steven Madden Ltd |
|
|
21,967 |
|
|
|
929 |
|
Stitch Fix Inc, Cl A * |
|
|
222,063 |
|
|
|
922 |
|
Strategic Education Inc |
|
|
3,193 |
|
|
|
353 |
|
Stride Inc * |
|
|
23,786 |
|
|
|
1,677 |
|
Sweetgreen Inc, Cl A * |
|
|
17,718 |
|
|
|
534 |
|
Texas Roadhouse Inc, Cl A |
|
|
3,141 |
|
|
|
539 |
|
Topgolf Callaway Brands Corp * |
|
|
49,064 |
|
|
|
751 |
|
Travel + Leisure Co |
|
|
25,902 |
|
|
|
1,165 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tri Pointe Homes Inc * |
|
|
30,863 |
|
|
$ |
1,150 |
|
Urban Outfitters Inc * |
|
|
115,996 |
|
|
|
4,762 |
|
Valvoline Inc * |
|
|
26,162 |
|
|
|
1,130 |
|
Whirlpool Corp |
|
|
16,597 |
|
|
|
1,696 |
|
Wingstop Inc, Cl A |
|
|
5,672 |
|
|
|
2,397 |
|
Xponential Fitness Inc, Cl A * |
|
|
83,592 |
|
|
|
1,304 |
|
YETI Holdings Inc * |
|
|
10,113 |
|
|
|
386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
73,306 |
|
Consumer Staples — 4.5% |
|
|
|
|
BellRing Brands Inc * |
|
|
39,384 |
|
|
|
2,250 |
|
Casey's General Stores Inc |
|
|
3,776 |
|
|
|
1,441 |
|
Central Garden & Pet Co, Cl A * |
|
|
10,134 |
|
|
|
390 |
|
elf Beauty Inc * |
|
|
11,365 |
|
|
|
2,395 |
|
Freshpet Inc * |
|
|
3,400 |
|
|
|
440 |
|
Hain Celestial Group Inc/The * |
|
|
33,155 |
|
|
|
229 |
|
Ingles Markets Inc, Cl A |
|
|
5,480 |
|
|
|
376 |
|
Ingredion Inc |
|
|
10,278 |
|
|
|
1,179 |
|
Inter Parfums Inc |
|
|
8,451 |
|
|
|
981 |
|
Lancaster Colony Corp |
|
|
3,780 |
|
|
|
714 |
|
MGP Ingredients Inc |
|
|
6,177 |
|
|
|
460 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
55,205 |
|
|
|
1,170 |
|
Performance Food Group Co * |
|
|
17,510 |
|
|
|
1,158 |
|
Pilgrim's Pride Corp * |
|
|
116,743 |
|
|
|
4,493 |
|
PriceSmart Inc |
|
|
1,457 |
|
|
|
118 |
|
Primo Water Corp |
|
|
60,638 |
|
|
|
1,326 |
|
Sprouts Farmers Market Inc * |
|
|
36,334 |
|
|
|
3,040 |
|
TreeHouse Foods Inc * |
|
|
29,294 |
|
|
|
1,073 |
|
Village Super Market Inc, Cl A |
|
|
21,659 |
|
|
|
572 |
|
Vital Farms Inc * |
|
|
41,136 |
|
|
|
1,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,729 |
|
Energy — 6.7% |
|
|
|
|
Archrock Inc |
|
|
18,419 |
|
|
|
372 |
|
Berry Corp |
|
|
137,100 |
|
|
|
886 |
|
Cactus Inc, Cl A |
|
|
20,340 |
|
|
|
1,073 |
|
Centrus Energy Corp, Cl A * |
|
|
6,857 |
|
|
|
293 |
|
ChampionX Corp |
|
|
71,491 |
|
|
|
2,374 |
|
Chord Energy Corp |
|
|
6,102 |
|
|
|
1,023 |
|
Civitas Resources Inc |
|
|
63,104 |
|
|
|
4,354 |
|
Clean Energy Fuels Corp * |
|
|
60,090 |
|
|
|
160 |
|
CNX Resources Corp * |
|
|
73,582 |
|
|
|
1,788 |
|
Delek US Holdings Inc |
|
|
130,752 |
|
|
|
3,237 |
|
DMC Global Inc * |
|
|
10,313 |
|
|
|
149 |
|
Dorian LPG Ltd |
|
|
5,322 |
|
|
|
223 |
|
DT Midstream Inc |
|
|
6,700 |
|
|
|
476 |
|
Excelerate Energy Inc, Cl A |
|
|
45,680 |
|
|
|
842 |
|
Expro Group Holdings NV * |
|
|
22,359 |
|
|
|
513 |
|
FutureFuel Corp |
|
|
182,290 |
|
|
|
935 |
|
HF Sinclair Corp |
|
|
16,781 |
|
|
|
895 |
|
International Seaways Inc |
|
|
5,611 |
|
|
|
332 |
|
Matador Resources Co |
|
|
20,409 |
|
|
|
1,216 |
|
Northern Oil & Gas Inc |
|
|
29,189 |
|
|
|
1,085 |
|
Oceaneering International Inc, Cl A * |
|
|
1,396 |
|
|
|
33 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Overseas Shipholding Group Inc, Cl A |
|
|
21,700 |
|
|
$ |
184 |
|
Permian Resources Corp, Cl A |
|
|
154,623 |
|
|
|
2,497 |
|
Ranger Energy Services Inc, Cl A |
|
|
60,328 |
|
|
|
635 |
|
REX American Resources Corp * |
|
|
10,394 |
|
|
|
474 |
|
Riley Exploration Permian Inc |
|
|
29,769 |
|
|
|
843 |
|
RPC Inc |
|
|
40,810 |
|
|
|
255 |
|
Scorpio Tankers Inc |
|
|
4,863 |
|
|
|
395 |
|
SFL Corp Ltd |
|
|
73,502 |
|
|
|
1,020 |
|
SM Energy Co |
|
|
5,773 |
|
|
|
250 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
33,649 |
|
|
|
289 |
|
TechnipFMC PLC |
|
|
12,800 |
|
|
|
335 |
|
Teekay Corp * |
|
|
130,700 |
|
|
|
1,172 |
|
Teekay Tankers Ltd, Cl A |
|
|
5,772 |
|
|
|
397 |
|
Tidewater Inc * |
|
|
10,921 |
|
|
|
1,040 |
|
VAALCO Energy Inc |
|
|
128,230 |
|
|
|
804 |
|
Veren Inc |
|
|
314,092 |
|
|
|
2,472 |
|
Vitesse Energy Inc |
|
|
4,940 |
|
|
|
117 |
|
Weatherford International PLC * |
|
|
26,529 |
|
|
|
3,249 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,687 |
|
Financials — 19.1% |
|
|
|
|
Acacia Research Corp * |
|
|
36,685 |
|
|
|
184 |
|
AFC Gamma Inc ‡ |
|
|
39,408 |
|
|
|
481 |
|
Alerus Financial Corp |
|
|
35,054 |
|
|
|
687 |
|
Amalgamated Financial Corp |
|
|
46,024 |
|
|
|
1,261 |
|
Ambac Financial Group Inc * |
|
|
34,976 |
|
|
|
448 |
|
Amerant Bancorp Inc, Cl A |
|
|
5,972 |
|
|
|
136 |
|
Arbor Realty Trust Inc ‡ |
|
|
4,165 |
|
|
|
60 |
|
AssetMark Financial Holdings Inc * |
|
|
16,683 |
|
|
|
576 |
|
Atlanticus Holdings Corp * |
|
|
14,763 |
|
|
|
416 |
|
AvidXchange Holdings Inc * |
|
|
97,994 |
|
|
|
1,182 |
|
Axos Financial Inc * |
|
|
9,371 |
|
|
|
536 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
32,447 |
|
|
|
963 |
|
Bancorp Inc/The * |
|
|
22,722 |
|
|
|
858 |
|
BankUnited Inc |
|
|
7,905 |
|
|
|
231 |
|
BayCom Corp |
|
|
11,656 |
|
|
|
237 |
|
BGC Group Inc, Cl A |
|
|
107,161 |
|
|
|
889 |
|
Capital Bancorp Inc |
|
|
9,534 |
|
|
|
195 |
|
Capital City Bank Group Inc |
|
|
4,840 |
|
|
|
138 |
|
Carter Bankshares Inc * |
|
|
18,138 |
|
|
|
274 |
|
Cass Information Systems Inc |
|
|
25,420 |
|
|
|
1,019 |
|
Chimera Investment Corp ‡ |
|
|
41,533 |
|
|
|
532 |
|
City Holding Co |
|
|
6,427 |
|
|
|
683 |
|
Civista Bancshares Inc |
|
|
6,886 |
|
|
|
107 |
|
CNO Financial Group Inc |
|
|
136,265 |
|
|
|
3,777 |
|
Coastal Financial Corp/WA * |
|
|
21,942 |
|
|
|
1,012 |
|
Cohen & Steers Inc |
|
|
18,927 |
|
|
|
1,373 |
|
Columbia Banking System Inc |
|
|
207,707 |
|
|
|
4,131 |
|
Comerica Inc |
|
|
19,614 |
|
|
|
1,001 |
|
Community Trust Bancorp Inc |
|
|
3,780 |
|
|
|
165 |
|
Crawford & Co, Cl A |
|
|
42,023 |
|
|
|
363 |
|
CrossFirst Bankshares Inc * |
|
|
18,103 |
|
|
|
254 |
|
Customers Bancorp Inc * |
|
|
16,993 |
|
|
|
815 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Diamond Hill Investment Group Inc |
|
|
7,660 |
|
|
$ |
1,078 |
|
Donegal Group Inc, Cl A |
|
|
20,900 |
|
|
|
269 |
|
Donnelley Financial Solutions Inc * |
|
|
14,517 |
|
|
|
866 |
|
eHealth Inc * |
|
|
81,197 |
|
|
|
368 |
|
Enova International Inc * |
|
|
3,610 |
|
|
|
225 |
|
Esquire Financial Holdings Inc |
|
|
21,754 |
|
|
|
1,036 |
|
Evercore Inc, Cl A |
|
|
1,228 |
|
|
|
256 |
|
FactSet Research Systems Inc |
|
|
2,495 |
|
|
|
1,019 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,917 |
|
|
|
347 |
|
First American Financial Corp |
|
|
16,188 |
|
|
|
873 |
|
First Commonwealth Financial Corp |
|
|
140,839 |
|
|
|
1,945 |
|
First Community Bankshares Inc |
|
|
14,750 |
|
|
|
543 |
|
First Financial Corp/IN |
|
|
4,980 |
|
|
|
184 |
|
First Horizon Corp |
|
|
93,774 |
|
|
|
1,479 |
|
First Interstate BancSystem Inc, Cl A |
|
|
47,142 |
|
|
|
1,309 |
|
FNB Corp/PA |
|
|
173,136 |
|
|
|
2,369 |
|
Great Southern Bancorp Inc |
|
|
7,000 |
|
|
|
389 |
|
Guaranty Bancshares Inc/TX |
|
|
3,004 |
|
|
|
95 |
|
Hamilton Lane Inc, Cl A |
|
|
36,486 |
|
|
|
4,509 |
|
Hannon Armstrong Sustainable Infrastructure Capital Inc |
|
|
13,119 |
|
|
|
388 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
11,111 |
|
|
|
1,394 |
|
HBT Financial Inc |
|
|
28,603 |
|
|
|
584 |
|
HCI Group Inc |
|
|
5,089 |
|
|
|
469 |
|
Home BancShares Inc/AR |
|
|
53,745 |
|
|
|
1,288 |
|
HomeTrust Bancshares Inc |
|
|
17,094 |
|
|
|
513 |
|
Independent Bank Corp |
|
|
19,187 |
|
|
|
973 |
|
Independent Bank Corp/MI |
|
|
12,940 |
|
|
|
349 |
|
International Money Express Inc * |
|
|
18,257 |
|
|
|
380 |
|
Jack Henry & Associates Inc |
|
|
6,741 |
|
|
|
1,119 |
|
Jackson Financial Inc, Cl A |
|
|
55,825 |
|
|
|
4,146 |
|
James River Group Holdings Ltd |
|
|
15,950 |
|
|
|
123 |
|
KeyCorp |
|
|
152,691 |
|
|
|
2,170 |
|
Kinsale Capital Group Inc |
|
|
5,685 |
|
|
|
2,190 |
|
Lemonade Inc * |
|
|
24,482 |
|
|
|
404 |
|
LendingTree Inc * |
|
|
25,526 |
|
|
|
1,062 |
|
Lincoln National Corp |
|
|
122,770 |
|
|
|
3,818 |
|
Macatawa Bank Corp |
|
|
48,343 |
|
|
|
706 |
|
Mercantile Bank Corp |
|
|
10,952 |
|
|
|
444 |
|
Merchants Bancorp/IN |
|
|
13,257 |
|
|
|
537 |
|
Metrocity Bankshares Inc |
|
|
6,646 |
|
|
|
175 |
|
MGIC Investment Corp |
|
|
53,002 |
|
|
|
1,142 |
|
Midland States Bancorp Inc |
|
|
8,430 |
|
|
|
191 |
|
Morningstar Inc, Cl A |
|
|
4,140 |
|
|
|
1,225 |
|
Mr Cooper Group Inc * |
|
|
38,357 |
|
|
|
3,116 |
|
National Bank Holdings Corp, Cl A |
|
|
16,751 |
|
|
|
654 |
|
NerdWallet Inc, Cl A * |
|
|
10,550 |
|
|
|
154 |
|
New York Mortgage Trust Inc ‡ |
|
|
55,450 |
|
|
|
324 |
|
NMI Holdings Inc, Cl A * |
|
|
22,607 |
|
|
|
770 |
|
Northrim BanCorp Inc |
|
|
4,797 |
|
|
|
277 |
|
OFG Bancorp |
|
|
17,985 |
|
|
|
674 |
|
Old National Bancorp/IN, Cl A |
|
|
255,434 |
|
|
|
4,391 |
|
Old Second Bancorp Inc |
|
|
31,200 |
|
|
|
462 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Orrstown Financial Services Inc |
|
|
20,495 |
|
|
$ |
561 |
|
Oscar Health Inc, Cl A * |
|
|
17,490 |
|
|
|
277 |
|
Palomar Holdings Inc, Cl A * |
|
|
2,898 |
|
|
|
235 |
|
Paysafe Ltd * |
|
|
34,227 |
|
|
|
605 |
|
PennyMac Financial Services Inc |
|
|
6,494 |
|
|
|
614 |
|
Peoples Bancorp Inc/OH |
|
|
5,720 |
|
|
|
172 |
|
Peoples Financial Services Corp |
|
|
3,500 |
|
|
|
159 |
|
Pinnacle Financial Partners Inc |
|
|
17,635 |
|
|
|
1,412 |
|
Piper Sandler Cos |
|
|
7,259 |
|
|
|
1,671 |
|
Ponce Financial Group Inc * |
|
|
24,209 |
|
|
|
221 |
|
Primerica Inc |
|
|
4,598 |
|
|
|
1,088 |
|
PROG Holdings Inc |
|
|
25,668 |
|
|
|
890 |
|
Prosperity Bancshares Inc |
|
|
17,794 |
|
|
|
1,088 |
|
QCR Holdings Inc |
|
|
10,366 |
|
|
|
622 |
|
Regional Management Corp |
|
|
21,847 |
|
|
|
628 |
|
Remitly Global Inc * |
|
|
25,184 |
|
|
|
305 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
11,044 |
|
|
|
592 |
|
Security National Financial Corp, Cl A * |
|
|
8,552 |
|
|
|
68 |
|
Selectquote Inc * |
|
|
215,320 |
|
|
|
594 |
|
Sierra Bancorp |
|
|
19,630 |
|
|
|
439 |
|
Silvercrest Asset Management Group Inc, Cl A |
|
|
3,761 |
|
|
|
59 |
|
Southern Missouri Bancorp Inc |
|
|
3,299 |
|
|
|
149 |
|
Stellar Bancorp Inc |
|
|
6,950 |
|
|
|
160 |
|
StepStone Group Inc, Cl A |
|
|
42,261 |
|
|
|
1,939 |
|
TPG RE Finance Trust Inc ‡ |
|
|
64,870 |
|
|
|
560 |
|
UMB Financial Corp |
|
|
28,290 |
|
|
|
2,360 |
|
United Fire Group Inc |
|
|
18,103 |
|
|
|
389 |
|
Unity Bancorp Inc |
|
|
2,820 |
|
|
|
83 |
|
Universal Insurance Holdings Inc |
|
|
57,005 |
|
|
|
1,069 |
|
Univest Financial Corp |
|
|
48,173 |
|
|
|
1,100 |
|
Valley National Bancorp |
|
|
138,231 |
|
|
|
965 |
|
Victory Capital Holdings Inc, Cl A |
|
|
26,619 |
|
|
|
1,271 |
|
Virtu Financial Inc, Cl A |
|
|
19,055 |
|
|
|
428 |
|
Waterstone Financial Inc |
|
|
12,183 |
|
|
|
156 |
|
Westamerica BanCorp |
|
|
11,961 |
|
|
|
580 |
|
Wintrust Financial Corp |
|
|
19,668 |
|
|
|
1,938 |
|
WisdomTree Inc |
|
|
41,025 |
|
|
|
407 |
|
World Acceptance Corp * |
|
|
10,094 |
|
|
|
1,247 |
|
Zions Bancorp NA |
|
|
48,968 |
|
|
|
2,124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109,980 |
|
Health Care — 12.6% |
|
|
|
|
Accolade Inc * |
|
|
19,590 |
|
|
|
70 |
|
ACELYRIN Inc * |
|
|
70,884 |
|
|
|
313 |
|
ADMA Biologics Inc * |
|
|
43,236 |
|
|
|
483 |
|
Agios Pharmaceuticals Inc * |
|
|
8,500 |
|
|
|
367 |
|
Aldeyra Therapeutics Inc * |
|
|
166,232 |
|
|
|
550 |
|
Alector Inc * |
|
|
32,141 |
|
|
|
146 |
|
Allogene Therapeutics Inc * |
|
|
63,740 |
|
|
|
148 |
|
Altimmune Inc * |
|
|
30,960 |
|
|
|
206 |
|
Amphastar Pharmaceuticals Inc * |
|
|
12,253 |
|
|
|
490 |
|
ANI Pharmaceuticals Inc * |
|
|
8,217 |
|
|
|
523 |
|
Anika Therapeutics Inc * |
|
|
6,130 |
|
|
|
155 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arcutis Biotherapeutics Inc * |
|
|
54,310 |
|
|
$ |
505 |
|
Ardelyx Inc * |
|
|
118,734 |
|
|
|
880 |
|
ARS Pharmaceuticals Inc * |
|
|
27,174 |
|
|
|
231 |
|
Arvinas Inc * |
|
|
11,930 |
|
|
|
318 |
|
Assertio Holdings Inc * |
|
|
37,291 |
|
|
|
46 |
|
Atrion Corp |
|
|
400 |
|
|
|
181 |
|
Avidity Biosciences Inc * |
|
|
10,500 |
|
|
|
429 |
|
Blueprint Medicines Corp * |
|
|
15,434 |
|
|
|
1,663 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
90,518 |
|
|
|
618 |
|
CareDx Inc * |
|
|
54,671 |
|
|
|
849 |
|
Chemed Corp |
|
|
1,983 |
|
|
|
1,076 |
|
Coherus Biosciences Inc * |
|
|
76,800 |
|
|
|
133 |
|
Collegium Pharmaceutical Inc * |
|
|
75,078 |
|
|
|
2,417 |
|
Community Health Systems Inc * |
|
|
42,240 |
|
|
|
142 |
|
CorVel Corp * |
|
|
1,009 |
|
|
|
257 |
|
Crinetics Pharmaceuticals Inc * |
|
|
6,672 |
|
|
|
299 |
|
Dyne Therapeutics Inc * |
|
|
12,149 |
|
|
|
429 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
69,775 |
|
|
|
391 |
|
Editas Medicine Inc, Cl A * |
|
|
66,182 |
|
|
|
309 |
|
Embecta Corp |
|
|
26,850 |
|
|
|
336 |
|
Emergent BioSolutions Inc * |
|
|
94,790 |
|
|
|
646 |
|
Encompass Health Corp |
|
|
46,740 |
|
|
|
4,010 |
|
Enhabit Inc * |
|
|
12,650 |
|
|
|
113 |
|
Ensign Group Inc/The |
|
|
15,309 |
|
|
|
1,894 |
|
Envista Holdings Corp * |
|
|
25,417 |
|
|
|
423 |
|
Evolus Inc * |
|
|
43,382 |
|
|
|
471 |
|
Generation Bio Co * |
|
|
174,390 |
|
|
|
492 |
|
Geron Corp * |
|
|
85,000 |
|
|
|
360 |
|
Glaukos Corp * |
|
|
3,223 |
|
|
|
381 |
|
Globus Medical Inc, Cl A * |
|
|
17,009 |
|
|
|
1,165 |
|
Haemonetics Corp * |
|
|
4,576 |
|
|
|
379 |
|
Harrow Inc * |
|
|
40,230 |
|
|
|
840 |
|
Health Catalyst Inc * |
|
|
87,758 |
|
|
|
561 |
|
HealthEquity Inc * |
|
|
22,953 |
|
|
|
1,979 |
|
HealthStream Inc |
|
|
6,460 |
|
|
|
180 |
|
Heron Therapeutics Inc * |
|
|
88,261 |
|
|
|
309 |
|
Hims & Hers Health Inc * |
|
|
79,481 |
|
|
|
1,605 |
|
Inmode Ltd * |
|
|
126,665 |
|
|
|
2,310 |
|
Insmed Inc * |
|
|
12,458 |
|
|
|
835 |
|
Integra LifeSciences Holdings Corp * |
|
|
114,231 |
|
|
|
3,329 |
|
iRadimed Corp |
|
|
22,545 |
|
|
|
991 |
|
iTeos Therapeutics Inc * |
|
|
24,164 |
|
|
|
359 |
|
Janux Therapeutics Inc * |
|
|
7,300 |
|
|
|
306 |
|
Joint Corp/The * |
|
|
30,460 |
|
|
|
428 |
|
Karyopharm Therapeutics Inc * |
|
|
186,000 |
|
|
|
161 |
|
Kiniksa Pharmaceuticals International PLC, Cl A * |
|
|
31,737 |
|
|
|
593 |
|
Kodiak Sciences Inc * |
|
|
60,690 |
|
|
|
143 |
|
Krystal Biotech Inc * |
|
|
3,056 |
|
|
|
561 |
|
Lantheus Holdings Inc * |
|
|
8,112 |
|
|
|
651 |
|
LeMaitre Vascular Inc |
|
|
22,085 |
|
|
|
1,817 |
|
Lyell Immunopharma Inc * |
|
|
94,720 |
|
|
|
137 |
|
Medpace Holdings Inc * |
|
|
7,309 |
|
|
|
3,010 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MeiraGTx Holdings PLC * |
|
|
46,083 |
|
|
$ |
194 |
|
Merit Medical Systems Inc * |
|
|
2,518 |
|
|
|
216 |
|
Mersana Therapeutics Inc * |
|
|
90,670 |
|
|
|
182 |
|
Mesa Laboratories Inc |
|
|
1,670 |
|
|
|
145 |
|
Nkarta Inc * |
|
|
18,179 |
|
|
|
107 |
|
Nurix Therapeutics Inc * |
|
|
50,400 |
|
|
|
1,052 |
|
Nuvation Bio Inc * |
|
|
48,144 |
|
|
|
141 |
|
Option Care Health Inc * |
|
|
30,810 |
|
|
|
853 |
|
OraSure Technologies Inc * |
|
|
190,772 |
|
|
|
813 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
190,142 |
|
|
|
532 |
|
ORIC Pharmaceuticals Inc * |
|
|
11,442 |
|
|
|
81 |
|
Outset Medical Inc * |
|
|
99,742 |
|
|
|
384 |
|
PACS Group Inc * |
|
|
12,733 |
|
|
|
376 |
|
Pennant Group Inc/The * |
|
|
33,759 |
|
|
|
783 |
|
Perrigo Co PLC |
|
|
32,204 |
|
|
|
827 |
|
PetIQ Inc, Cl A * |
|
|
55,457 |
|
|
|
1,223 |
|
Phibro Animal Health Corp, Cl A |
|
|
11,230 |
|
|
|
188 |
|
Poseida Therapeutics Inc, Cl A * |
|
|
52,719 |
|
|
|
154 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
29,184 |
|
|
|
2,009 |
|
PROCEPT BioRobotics Corp * |
|
|
6,758 |
|
|
|
413 |
|
Quest Diagnostics Inc |
|
|
7,499 |
|
|
|
1,026 |
|
QuidelOrtho Corp * |
|
|
16,613 |
|
|
|
552 |
|
RadNet Inc * |
|
|
8,245 |
|
|
|
486 |
|
RAPT Therapeutics Inc * |
|
|
37,600 |
|
|
|
115 |
|
Relay Therapeutics Inc * |
|
|
81,555 |
|
|
|
532 |
|
Replimune Group Inc, Cl Rights * |
|
|
33,040 |
|
|
|
297 |
|
Revance Therapeutics Inc * |
|
|
44,650 |
|
|
|
115 |
|
REVOLUTION Medicines Inc * |
|
|
11,811 |
|
|
|
458 |
|
Rigel Pharmaceuticals Inc * |
|
|
20,140 |
|
|
|
166 |
|
RxSight Inc * |
|
|
9,045 |
|
|
|
544 |
|
SIGA Technologies Inc |
|
|
60,589 |
|
|
|
460 |
|
STERIS PLC |
|
|
6,226 |
|
|
|
1,367 |
|
Stoke Therapeutics Inc * |
|
|
28,444 |
|
|
|
384 |
|
Surmodics Inc * |
|
|
15,952 |
|
|
|
671 |
|
Tactile Systems Technology Inc * |
|
|
50,556 |
|
|
|
604 |
|
Tandem Diabetes Care Inc * |
|
|
9,104 |
|
|
|
367 |
|
Tarsus Pharmaceuticals Inc * |
|
|
16,811 |
|
|
|
457 |
|
Tela Bio Inc * |
|
|
14,653 |
|
|
|
69 |
|
Tenet Healthcare Corp * |
|
|
3,789 |
|
|
|
504 |
|
Theravance Biopharma Inc * |
|
|
17,510 |
|
|
|
148 |
|
TransMedics Group Inc * |
|
|
3,988 |
|
|
|
601 |
|
Travere Therapeutics Inc * |
|
|
34,440 |
|
|
|
283 |
|
Twist Bioscience Corp * |
|
|
16,026 |
|
|
|
790 |
|
UFP Technologies Inc * |
|
|
2,027 |
|
|
|
535 |
|
US Physical Therapy Inc |
|
|
11,855 |
|
|
|
1,096 |
|
Utah Medical Products Inc |
|
|
15,406 |
|
|
|
1,029 |
|
Vanda Pharmaceuticals Inc * |
|
|
167,677 |
|
|
|
947 |
|
Vaxcyte Inc * |
|
|
4,157 |
|
|
|
314 |
|
Vera Therapeutics Inc, Cl A * |
|
|
7,310 |
|
|
|
264 |
|
Verve Therapeutics Inc * |
|
|
115,580 |
|
|
|
564 |
|
Zentalis Pharmaceuticals Inc * |
|
|
13,780 |
|
|
|
56 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,873 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industrials — 19.8% |
|
|
|
|
ABM Industries Inc |
|
|
40,353 |
|
|
$ |
2,041 |
|
ACCO Brands Corp |
|
|
167,850 |
|
|
|
789 |
|
AeroVironment Inc * |
|
|
3,176 |
|
|
|
579 |
|
AerSale Corp * |
|
|
38,820 |
|
|
|
269 |
|
Air Lease Corp, Cl A |
|
|
29,389 |
|
|
|
1,397 |
|
Allison Transmission Holdings Inc |
|
|
10,947 |
|
|
|
831 |
|
American Superconductor Corp * |
|
|
19,000 |
|
|
|
444 |
|
Arcosa Inc |
|
|
2,176 |
|
|
|
182 |
|
Argan Inc |
|
|
8,488 |
|
|
|
621 |
|
Aris Water Solutions Inc, Cl A |
|
|
52,154 |
|
|
|
817 |
|
Astec Industries Inc |
|
|
28,322 |
|
|
|
840 |
|
Astronics Corp * |
|
|
24,450 |
|
|
|
490 |
|
AZEK Co Inc/The, Cl A * |
|
|
20,014 |
|
|
|
843 |
|
AZZ Inc |
|
|
9,111 |
|
|
|
704 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
161,546 |
|
|
|
234 |
|
Barnes Group Inc |
|
|
37,022 |
|
|
|
1,533 |
|
Barrett Business Services Inc |
|
|
19,932 |
|
|
|
653 |
|
Beacon Roofing Supply Inc * |
|
|
17,551 |
|
|
|
1,588 |
|
Blue Bird Corp * |
|
|
8,685 |
|
|
|
468 |
|
Boise Cascade Co |
|
|
3,117 |
|
|
|
372 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
10,258 |
|
|
|
1,579 |
|
Brady Corp, Cl A |
|
|
6,424 |
|
|
|
424 |
|
BrightView Holdings Inc * |
|
|
37,660 |
|
|
|
501 |
|
Brink's Co/The |
|
|
5,408 |
|
|
|
554 |
|
Broadridge Financial Solutions Inc |
|
|
7,242 |
|
|
|
1,427 |
|
Brookfield Business Corp, Cl A |
|
|
16,454 |
|
|
|
336 |
|
BWX Technologies Inc |
|
|
19,299 |
|
|
|
1,833 |
|
CACI International Inc, Cl A * |
|
|
4,680 |
|
|
|
2,013 |
|
Carlisle Cos Inc |
|
|
4,139 |
|
|
|
1,677 |
|
CECO Environmental Corp * |
|
|
13,971 |
|
|
|
403 |
|
Cimpress PLC * |
|
|
8,553 |
|
|
|
749 |
|
Clean Harbors Inc * |
|
|
8,404 |
|
|
|
1,901 |
|
Comfort Systems USA Inc |
|
|
8,907 |
|
|
|
2,709 |
|
Commercial Vehicle Group Inc * |
|
|
89,794 |
|
|
|
440 |
|
Concentrix Corp |
|
|
16,363 |
|
|
|
1,035 |
|
Construction Partners Inc, Cl A * |
|
|
7,485 |
|
|
|
413 |
|
Costamare Inc |
|
|
66,942 |
|
|
|
1,100 |
|
CRA International Inc |
|
|
2,250 |
|
|
|
388 |
|
Crane Co |
|
|
2,511 |
|
|
|
364 |
|
Curtiss-Wright Corp |
|
|
1,755 |
|
|
|
476 |
|
DXP Enterprises Inc/TX * |
|
|
10,959 |
|
|
|
502 |
|
Dycom Industries Inc * |
|
|
13,462 |
|
|
|
2,272 |
|
EMCOR Group Inc |
|
|
4,687 |
|
|
|
1,711 |
|
Encore Wire Corp |
|
|
7,220 |
|
|
|
2,093 |
|
Enerpac Tool Group Corp, Cl A |
|
|
22,181 |
|
|
|
847 |
|
Ennis Inc |
|
|
14,014 |
|
|
|
307 |
|
Enovix Corp * |
|
|
24,013 |
|
|
|
371 |
|
Enpro Inc |
|
|
9,648 |
|
|
|
1,404 |
|
Enviri Corp * |
|
|
37,846 |
|
|
|
327 |
|
ExlService Holdings Inc * |
|
|
93,855 |
|
|
|
2,943 |
|
Franklin Covey Co * |
|
|
22,632 |
|
|
|
860 |
|
Frontier Group Holdings Inc * |
|
|
30,040 |
|
|
|
148 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FTAI Aviation Ltd |
|
|
7,832 |
|
|
$ |
809 |
|
Gates Industrial Corp PLC * |
|
|
86,202 |
|
|
|
1,363 |
|
Genco Shipping & Trading Ltd |
|
|
27,323 |
|
|
|
582 |
|
GEO Group Inc/The * |
|
|
17,741 |
|
|
|
255 |
|
GFL Environmental Inc |
|
|
36,845 |
|
|
|
1,434 |
|
Global Industrial Co |
|
|
20,546 |
|
|
|
644 |
|
Greenbrier Cos Inc/The |
|
|
2,787 |
|
|
|
138 |
|
Griffon Corp |
|
|
26,367 |
|
|
|
1,684 |
|
Heidrick & Struggles International Inc |
|
|
8,076 |
|
|
|
255 |
|
Hexcel Corp, Cl A |
|
|
26,129 |
|
|
|
1,632 |
|
HNI Corp |
|
|
30,325 |
|
|
|
1,365 |
|
Hudson Technologies Inc * |
|
|
48,800 |
|
|
|
429 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
3,155 |
|
|
|
777 |
|
Huron Consulting Group Inc * |
|
|
18,227 |
|
|
|
1,795 |
|
Hyster-Yale Inc |
|
|
7,993 |
|
|
|
557 |
|
IBEX Holdings Ltd * |
|
|
23,306 |
|
|
|
377 |
|
IES Holdings Inc * |
|
|
2,385 |
|
|
|
332 |
|
Insperity Inc, Cl A |
|
|
8,639 |
|
|
|
788 |
|
Interface Inc, Cl A |
|
|
72,233 |
|
|
|
1,060 |
|
ITT Inc |
|
|
14,069 |
|
|
|
1,817 |
|
Karat Packaging Inc |
|
|
27,710 |
|
|
|
820 |
|
Kelly Services Inc, Cl A |
|
|
24,459 |
|
|
|
524 |
|
Kennametal Inc |
|
|
17,731 |
|
|
|
417 |
|
Kirby Corp * |
|
|
4,554 |
|
|
|
545 |
|
Korn Ferry |
|
|
22,413 |
|
|
|
1,505 |
|
Landstar System Inc |
|
|
6,407 |
|
|
|
1,182 |
|
Limbach Holdings Inc * |
|
|
5,308 |
|
|
|
302 |
|
LSI Industries Inc |
|
|
38,770 |
|
|
|
561 |
|
Luxfer Holdings PLC |
|
|
29,290 |
|
|
|
339 |
|
Manitowoc Co Inc/The * |
|
|
61,493 |
|
|
|
709 |
|
Matson Inc |
|
|
1,911 |
|
|
|
250 |
|
MDU Resources Group Inc |
|
|
17,700 |
|
|
|
444 |
|
Moog Inc, Cl A |
|
|
2,050 |
|
|
|
343 |
|
Mueller Industries Inc |
|
|
8,262 |
|
|
|
470 |
|
Mueller Water Products Inc, Cl A |
|
|
25,149 |
|
|
|
451 |
|
National Presto Industries Inc |
|
|
1,660 |
|
|
|
125 |
|
NEXTracker Inc, Cl A * |
|
|
11,734 |
|
|
|
550 |
|
Nordson Corp |
|
|
4,687 |
|
|
|
1,087 |
|
NuScale Power Corp * |
|
|
29,085 |
|
|
|
340 |
|
nVent Electric PLC |
|
|
3,729 |
|
|
|
286 |
|
Omega Flex Inc |
|
|
2,730 |
|
|
|
140 |
|
PAM Transportation Services Inc * |
|
|
11,174 |
|
|
|
194 |
|
Pangaea Logistics Solutions Ltd |
|
|
14,028 |
|
|
|
110 |
|
Park-Ohio Holdings Corp |
|
|
23,211 |
|
|
|
601 |
|
Parsons Corp * |
|
|
27,100 |
|
|
|
2,217 |
|
Powell Industries Inc |
|
|
3,992 |
|
|
|
572 |
|
Preformed Line Products Co |
|
|
3,150 |
|
|
|
392 |
|
Primoris Services Corp |
|
|
9,487 |
|
|
|
473 |
|
Regal Rexnord Corp |
|
|
6,746 |
|
|
|
912 |
|
REV Group Inc |
|
|
29,731 |
|
|
|
740 |
|
Rush Enterprises Inc, Cl A |
|
|
15,329 |
|
|
|
642 |
|
RXO Inc * |
|
|
18,700 |
|
|
|
489 |
|
Safe Bulkers Inc |
|
|
218,639 |
|
|
|
1,273 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sensata Technologies Holding PLC |
|
|
56,581 |
|
|
$ |
2,116 |
|
SkyWest Inc * |
|
|
19,958 |
|
|
|
1,638 |
|
SPX Technologies Inc * |
|
|
2,878 |
|
|
|
409 |
|
Standex International Corp |
|
|
17,748 |
|
|
|
2,860 |
|
Star Bulk Carriers Corp |
|
|
24,167 |
|
|
|
589 |
|
Steelcase Inc, Cl A |
|
|
43,803 |
|
|
|
568 |
|
Sterling Infrastructure Inc * |
|
|
13,777 |
|
|
|
1,630 |
|
Sun Country Airlines Holdings Inc * |
|
|
85,105 |
|
|
|
1,069 |
|
Terex Corp |
|
|
24,659 |
|
|
|
1,352 |
|
Tetra Tech Inc |
|
|
7,927 |
|
|
|
1,621 |
|
TransUnion |
|
|
15,307 |
|
|
|
1,135 |
|
Tutor Perini Corp * |
|
|
61,723 |
|
|
|
1,344 |
|
UFP Industries Inc |
|
|
9,351 |
|
|
|
1,047 |
|
UL Solutions Inc, Cl A |
|
|
9,421 |
|
|
|
398 |
|
UniFirst Corp/MA |
|
|
4,937 |
|
|
|
847 |
|
V2X Inc * |
|
|
2,710 |
|
|
|
130 |
|
Valmont Industries Inc |
|
|
9,162 |
|
|
|
2,515 |
|
Verra Mobility Corp, Cl A * |
|
|
23,448 |
|
|
|
638 |
|
Vertiv Holdings Co, Cl A |
|
|
4,905 |
|
|
|
425 |
|
Viad Corp * |
|
|
12,336 |
|
|
|
419 |
|
Watts Water Technologies Inc, Cl A |
|
|
1,750 |
|
|
|
321 |
|
WESCO International Inc |
|
|
13,391 |
|
|
|
2,123 |
|
Willdan Group Inc * |
|
|
21,734 |
|
|
|
627 |
|
Willis Lease Finance Corp |
|
|
2,390 |
|
|
|
166 |
|
Woodward Inc |
|
|
2,600 |
|
|
|
453 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
114,340 |
|
Information Technology — 10.8% |
|
|
|
|
8x8 Inc * |
|
|
278,520 |
|
|
|
618 |
|
ACM Research Inc, Cl A * |
|
|
17,287 |
|
|
|
399 |
|
Agilysys Inc * |
|
|
4,765 |
|
|
|
496 |
|
Alkami Technology Inc * |
|
|
14,211 |
|
|
|
405 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
10,937 |
|
|
|
409 |
|
Amkor Technology Inc |
|
|
12,300 |
|
|
|
492 |
|
Amplitude Inc, Cl A * |
|
|
16,520 |
|
|
|
147 |
|
Appfolio Inc, Cl A * |
|
|
1,956 |
|
|
|
478 |
|
Arlo Technologies Inc * |
|
|
27,720 |
|
|
|
361 |
|
AvePoint Inc * |
|
|
46,674 |
|
|
|
486 |
|
Aviat Networks Inc * |
|
|
10,972 |
|
|
|
315 |
|
Badger Meter Inc |
|
|
11,481 |
|
|
|
2,139 |
|
Belden Inc |
|
|
13,129 |
|
|
|
1,232 |
|
Bentley Systems Inc, Cl B |
|
|
15,800 |
|
|
|
780 |
|
BigCommerce Holdings Inc * |
|
|
37,350 |
|
|
|
301 |
|
Bit Digital Inc * |
|
|
57,516 |
|
|
|
183 |
|
Braze Inc, Cl A * |
|
|
14,625 |
|
|
|
568 |
|
Cirrus Logic Inc * |
|
|
3,926 |
|
|
|
501 |
|
Cleanspark Inc * |
|
|
32,687 |
|
|
|
521 |
|
Clearfield Inc * |
|
|
11,400 |
|
|
|
440 |
|
Cognex Corp |
|
|
28,987 |
|
|
|
1,355 |
|
Coherent Corp * |
|
|
6,600 |
|
|
|
478 |
|
CommVault Systems Inc * |
|
|
14,167 |
|
|
|
1,722 |
|
Consensus Cloud Solutions Inc * |
|
|
35,590 |
|
|
|
611 |
|
Couchbase Inc * |
|
|
20,943 |
|
|
|
382 |
|
Credo Technology Group Holding Ltd * |
|
|
19,479 |
|
|
|
622 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Daktronics Inc * |
|
|
13,790 |
|
|
$ |
192 |
|
Digital Turbine Inc * |
|
|
80,900 |
|
|
|
134 |
|
Diodes Inc * |
|
|
9,375 |
|
|
|
674 |
|
Fabrinet * |
|
|
10,222 |
|
|
|
2,502 |
|
FormFactor Inc * |
|
|
9,887 |
|
|
|
598 |
|
Freshworks Inc, Cl A * |
|
|
5,577 |
|
|
|
71 |
|
Hackett Group Inc/The |
|
|
32,682 |
|
|
|
710 |
|
Harmonic Inc, Cl A * |
|
|
140,069 |
|
|
|
1,649 |
|
Immersion Corp |
|
|
108,533 |
|
|
|
1,021 |
|
Impinj Inc * |
|
|
6,064 |
|
|
|
951 |
|
Intapp Inc * |
|
|
7,773 |
|
|
|
285 |
|
inTEST Corp * |
|
|
64,601 |
|
|
|
638 |
|
Itron Inc * |
|
|
4,554 |
|
|
|
451 |
|
Kulicke & Soffa Industries Inc |
|
|
21,779 |
|
|
|
1,071 |
|
Kyndryl Holdings Inc * |
|
|
16,299 |
|
|
|
429 |
|
Littelfuse Inc |
|
|
4,185 |
|
|
|
1,070 |
|
LivePerson Inc * |
|
|
220,010 |
|
|
|
128 |
|
LiveRamp Holdings Inc * |
|
|
24,791 |
|
|
|
767 |
|
Lumentum Holdings Inc * |
|
|
27,537 |
|
|
|
1,402 |
|
Marathon Digital Holdings Inc * |
|
|
15,456 |
|
|
|
307 |
|
MicroStrategy Inc, Cl A * |
|
|
49 |
|
|
|
68 |
|
Napco Security Technologies Inc |
|
|
7,618 |
|
|
|
396 |
|
Olo Inc, Cl A * |
|
|
140,300 |
|
|
|
620 |
|
ON24 Inc * |
|
|
109,948 |
|
|
|
661 |
|
OneSpan Inc * |
|
|
88,511 |
|
|
|
1,135 |
|
Onto Innovation Inc * |
|
|
2,960 |
|
|
|
650 |
|
Open Text Corp |
|
|
51,100 |
|
|
|
1,535 |
|
PC Connection Inc |
|
|
8,567 |
|
|
|
550 |
|
Photronics Inc * |
|
|
154,620 |
|
|
|
3,814 |
|
Power Integrations Inc |
|
|
16,390 |
|
|
|
1,150 |
|
Q2 Holdings Inc * |
|
|
24,973 |
|
|
|
1,507 |
|
Qualys Inc * |
|
|
2,355 |
|
|
|
336 |
|
Red Violet Inc * |
|
|
10,595 |
|
|
|
269 |
|
Ribbon Communications Inc * |
|
|
55,370 |
|
|
|
182 |
|
Rimini Street Inc * |
|
|
166,109 |
|
|
|
510 |
|
Rogers Corp * |
|
|
8,300 |
|
|
|
1,001 |
|
SEMrush Holdings Inc, Cl A * |
|
|
34,027 |
|
|
|
456 |
|
Silicon Laboratories Inc * |
|
|
6,433 |
|
|
|
712 |
|
Silicon Motion Technology Corp ADR |
|
|
48,158 |
|
|
|
3,900 |
|
SolarWinds Corp |
|
|
95,630 |
|
|
|
1,152 |
|
Sprout Social Inc, Cl A * |
|
|
801 |
|
|
|
29 |
|
SPS Commerce Inc * |
|
|
3,117 |
|
|
|
587 |
|
Super Micro Computer Inc * |
|
|
4,178 |
|
|
|
3,423 |
|
Terawulf Inc * |
|
|
115,000 |
|
|
|
512 |
|
TTM Technologies Inc * |
|
|
24,716 |
|
|
|
480 |
|
Turtle Beach Corp * |
|
|
30,110 |
|
|
|
432 |
|
Universal Display Corp |
|
|
9,032 |
|
|
|
1,899 |
|
Veeco Instruments Inc * |
|
|
12,870 |
|
|
|
601 |
|
Verint Systems Inc * |
|
|
12,500 |
|
|
|
403 |
|
Viavi Solutions Inc * |
|
|
122,935 |
|
|
|
845 |
|
Yext Inc * |
|
|
85,180 |
|
|
|
456 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
30,511 |
|
|
|
539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
62,301 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Materials — 4.4% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
2,735 |
|
|
$ |
767 |
|
American Vanguard Corp, Cl B |
|
|
69,586 |
|
|
|
598 |
|
Arcadium Lithium PLC * |
|
|
157,170 |
|
|
|
528 |
|
Aspen Aerogels Inc * |
|
|
18,753 |
|
|
|
447 |
|
ATI Inc * |
|
|
7,900 |
|
|
|
438 |
|
Axalta Coating Systems Ltd * |
|
|
35,707 |
|
|
|
1,220 |
|
Cabot Corp |
|
|
17,868 |
|
|
|
1,642 |
|
Century Aluminum Co * |
|
|
17,078 |
|
|
|
286 |
|
Chemours Co/The |
|
|
49,586 |
|
|
|
1,119 |
|
Clearwater Paper Corp * |
|
|
11,840 |
|
|
|
574 |
|
Commercial Metals Co, Cl A |
|
|
55,207 |
|
|
|
3,036 |
|
Compass Minerals International Inc, Cl A |
|
|
11,510 |
|
|
|
119 |
|
Ecovyst Inc * |
|
|
43,000 |
|
|
|
386 |
|
Element Solutions Inc |
|
|
17,500 |
|
|
|
475 |
|
FMC Corp |
|
|
45,728 |
|
|
|
2,632 |
|
Greif Inc, Cl B |
|
|
6,233 |
|
|
|
389 |
|
Haynes International Inc |
|
|
7,309 |
|
|
|
429 |
|
Ingevity Corp * |
|
|
14,619 |
|
|
|
639 |
|
Innospec Inc |
|
|
4,926 |
|
|
|
609 |
|
Kronos Worldwide Inc |
|
|
78,660 |
|
|
|
987 |
|
Louisiana-Pacific Corp |
|
|
4,662 |
|
|
|
384 |
|
Minerals Technologies Inc |
|
|
9,702 |
|
|
|
807 |
|
O-I Glass Inc, Cl I * |
|
|
47,500 |
|
|
|
529 |
|
Olympic Steel Inc |
|
|
2,668 |
|
|
|
120 |
|
Pactiv Evergreen Inc |
|
|
68,044 |
|
|
|
770 |
|
Quaker Chemical Corp |
|
|
6,380 |
|
|
|
1,083 |
|
Ranpak Holdings Corp, Cl A * |
|
|
60,070 |
|
|
|
386 |
|
Reliance Inc |
|
|
5,534 |
|
|
|
1,580 |
|
Silgan Holdings Inc |
|
|
13,245 |
|
|
|
561 |
|
SunCoke Energy Inc |
|
|
51,283 |
|
|
|
502 |
|
Sylvamo Corp |
|
|
8,572 |
|
|
|
588 |
|
Trinseo PLC |
|
|
218,452 |
|
|
|
505 |
|
Warrior Met Coal Inc |
|
|
3,235 |
|
|
|
203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,338 |
|
Real Estate — 3.7% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
23,963 |
|
|
|
1,484 |
|
Alexander's Inc ‡ |
|
|
4,903 |
|
|
|
1,102 |
|
Alpine Income Property Trust Inc ‡ |
|
|
11,648 |
|
|
|
181 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
73,490 |
|
|
|
187 |
|
COPT Defense Properties ‡ |
|
|
42,190 |
|
|
|
1,056 |
|
CubeSmart ‡ |
|
|
22,637 |
|
|
|
1,023 |
|
eXp World Holdings Inc |
|
|
64,474 |
|
|
|
728 |
|
Farmland Partners Inc ‡ |
|
|
82,820 |
|
|
|
955 |
|
FirstService Corp |
|
|
2,690 |
|
|
|
410 |
|
Forestar Group Inc * |
|
|
26,349 |
|
|
|
843 |
|
Healthpeak Properties Inc ‡ |
|
|
23,913 |
|
|
|
469 |
|
Highwoods Properties Inc ‡ |
|
|
111,995 |
|
|
|
2,942 |
|
National Storage Affiliates Trust ‡ |
|
|
29,134 |
|
|
|
1,201 |
|
Newmark Group Inc, Cl A |
|
|
208,520 |
|
|
|
2,133 |
|
Office Properties Income Trust ‡ |
|
|
67,590 |
|
|
|
138 |
|
Orion Office REIT Inc ‡ |
|
|
223,180 |
|
|
|
801 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
21,213 |
|
|
|
283 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Redfin Corp * |
|
|
30,760 |
|
|
$ |
185 |
|
RMR Group Inc/The, Cl A |
|
|
39,988 |
|
|
|
904 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
9,969 |
|
|
|
995 |
|
Saul Centers Inc ‡ |
|
|
7,400 |
|
|
|
272 |
|
STAG Industrial Inc ‡ |
|
|
37,464 |
|
|
|
1,351 |
|
Terreno Realty Corp ‡ |
|
|
18,313 |
|
|
|
1,084 |
|
Universal Health Realty Income Trust ‡ |
|
|
11,480 |
|
|
|
449 |
|
Whitestone REIT, Cl B ‡ |
|
|
12,040 |
|
|
|
160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,336 |
|
Utilities — 1.3% |
|
|
|
|
Black Hills Corp, Cl A |
|
|
12,405 |
|
|
|
674 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
33,177 |
|
|
|
1,117 |
|
Chesapeake Utilities Corp |
|
|
8,602 |
|
|
|
913 |
|
Consolidated Water Co Ltd |
|
|
8,955 |
|
|
|
238 |
|
IDACORP Inc, Cl A |
|
|
10,057 |
|
|
|
937 |
|
Otter Tail Corp |
|
|
10,013 |
|
|
|
877 |
|
Portland General Electric Co |
|
|
38,998 |
|
|
|
1,686 |
|
Pure Cycle Corp * |
|
|
14,950 |
|
|
|
143 |
|
Spire Inc |
|
|
8,952 |
|
|
|
544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,129 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $457,097) ($ Thousands) |
|
|
|
|
|
|
565,631 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
5,632,975 |
|
|
|
5,633 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $5,633) ($ Thousands) |
|
|
|
|
|
|
5,633 |
|
Total Investments in Securities — 99.1% |
|
|
|
|
|
|
|
|
(Cost $462,730) ($ Thousands) |
|
$ |
571,264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $576,731 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
54 |
|
|
|
Sep-2024 |
|
|
$ |
5,552 |
|
|
$ |
5,576 |
|
|
$ |
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
381 |
|
|
$ |
6,659 |
|
|
$ |
(7,040 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
10 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
5,314 |
|
|
|
148,582 |
|
|
|
(148,263 |
) |
|
|
— |
|
|
|
— |
|
|
|
5,633 |
|
|
|
199 |
|
|
|
— |
|
Totals |
|
$ |
5,695 |
|
|
$ |
155,241 |
|
|
$ |
(155,303 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
5,633 |
|
|
$ |
209 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 99.1% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.3% |
|
|
|
|
Advantage Solutions Inc * |
|
|
31,702 |
|
|
$ |
102 |
|
AMC Networks Inc, Cl A * |
|
|
13,846 |
|
|
|
134 |
|
Cargurus Inc, Cl A * |
|
|
2,575 |
|
|
|
67 |
|
Cinemark Holdings Inc * |
|
|
122,142 |
|
|
|
2,641 |
|
Entravision Communications Corp, Cl A |
|
|
16,827 |
|
|
|
34 |
|
Nexstar Media Group Inc, Cl A |
|
|
6,109 |
|
|
|
1,014 |
|
Outbrain * |
|
|
16,293 |
|
|
|
81 |
|
Playstudios Inc * |
|
|
23,481 |
|
|
|
49 |
|
Playtika Holding Corp |
|
|
48,000 |
|
|
|
378 |
|
Scholastic Corp, Cl B |
|
|
10,347 |
|
|
|
367 |
|
Shutterstock Inc |
|
|
11,577 |
|
|
|
448 |
|
TEGNA Inc |
|
|
80,099 |
|
|
|
1,116 |
|
Telephone and Data Systems Inc |
|
|
23,195 |
|
|
|
481 |
|
Yelp Inc, Cl A * |
|
|
5,471 |
|
|
|
202 |
|
Ziff Davis Inc * |
|
|
12,985 |
|
|
|
715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,829 |
|
Consumer Discretionary — 14.1% |
|
|
|
|
Aaron's Co Inc/The |
|
|
20,572 |
|
|
|
205 |
|
Academy Sports & Outdoors Inc |
|
|
10,453 |
|
|
|
557 |
|
Adient PLC * |
|
|
38,349 |
|
|
|
948 |
|
ADT Inc |
|
|
68,398 |
|
|
|
520 |
|
Advance Auto Parts Inc |
|
|
15,919 |
|
|
|
1,008 |
|
American Eagle Outfitters Inc |
|
|
19,821 |
|
|
|
396 |
|
Biglari Holdings Inc, Cl B * |
|
|
257 |
|
|
|
50 |
|
Bloomin' Brands Inc |
|
|
144,540 |
|
|
|
2,779 |
|
Brinker International Inc * |
|
|
39,710 |
|
|
|
2,875 |
|
Build-A-Bear Workshop Inc |
|
|
2,889 |
|
|
|
73 |
|
Capri Holdings Ltd * |
|
|
10,701 |
|
|
|
354 |
|
Carriage Services Inc, Cl A |
|
|
11,244 |
|
|
|
302 |
|
Carter's Inc |
|
|
12,352 |
|
|
|
765 |
|
Cato Corp/The, Cl A |
|
|
5,737 |
|
|
|
32 |
|
Cheesecake Factory Inc/The |
|
|
12,906 |
|
|
|
507 |
|
Chegg Inc * |
|
|
49,047 |
|
|
|
155 |
|
Dick's Sporting Goods Inc |
|
|
3,871 |
|
|
|
832 |
|
Dillard's Inc, Cl A |
|
|
168 |
|
|
|
74 |
|
Dorman Products Inc * |
|
|
7,806 |
|
|
|
714 |
|
Genesco Inc * |
|
|
10,865 |
|
|
|
281 |
|
Gentex Corp |
|
|
25,765 |
|
|
|
869 |
|
G-III Apparel Group Ltd * |
|
|
33,654 |
|
|
|
911 |
|
Goodyear Tire & Rubber Co/The * |
|
|
151,547 |
|
|
|
1,720 |
|
Group 1 Automotive Inc |
|
|
5,921 |
|
|
|
1,760 |
|
Guess? inc, Cl 3 |
|
|
29,683 |
|
|
|
606 |
|
H&R Block Inc |
|
|
21,413 |
|
|
|
1,161 |
|
Harley-Davidson Inc, Cl A |
|
|
16,857 |
|
|
|
565 |
|
Haverty Furniture Cos Inc |
|
|
22,645 |
|
|
|
573 |
|
Jack in the Box Inc |
|
|
6,109 |
|
|
|
311 |
|
JAKKS Pacific Inc * |
|
|
3,144 |
|
|
|
56 |
|
KB Home |
|
|
17,285 |
|
|
|
1,213 |
|
La-Z-Boy Inc, Cl Z |
|
|
41,465 |
|
|
|
1,546 |
|
Macy's Inc |
|
|
26,059 |
|
|
|
500 |
|
MasterCraft Boat Holdings Inc * |
|
|
5,463 |
|
|
|
103 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Meritage Homes Corp |
|
|
9,390 |
|
|
$ |
1,520 |
|
Modine Manufacturing Co * |
|
|
13,860 |
|
|
|
1,389 |
|
Movado Group Inc |
|
|
4,903 |
|
|
|
122 |
|
Murphy USA Inc |
|
|
3,109 |
|
|
|
1,460 |
|
ODP Corp/The * |
|
|
28,569 |
|
|
|
1,122 |
|
Oxford Industries Inc, Cl A |
|
|
3,532 |
|
|
|
354 |
|
Perdoceo Education Corp |
|
|
26,143 |
|
|
|
560 |
|
Playa Hotels & Resorts NV * |
|
|
45,820 |
|
|
|
384 |
|
Polaris Inc |
|
|
7,294 |
|
|
|
571 |
|
PVH Corp |
|
|
7,655 |
|
|
|
810 |
|
Sally Beauty Holdings Inc * |
|
|
39,279 |
|
|
|
421 |
|
Signet Jewelers Ltd |
|
|
18,588 |
|
|
|
1,665 |
|
Steven Madden Ltd |
|
|
17,128 |
|
|
|
724 |
|
Super Group SGHC * |
|
|
35,000 |
|
|
|
113 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
30,080 |
|
|
|
1,668 |
|
Thor Industries Inc |
|
|
3,403 |
|
|
|
318 |
|
Topgolf Callaway Brands Corp * |
|
|
38,055 |
|
|
|
582 |
|
Travel + Leisure Co |
|
|
10,483 |
|
|
|
472 |
|
Tri Pointe Homes Inc * |
|
|
73,136 |
|
|
|
2,724 |
|
Upbound Group Inc |
|
|
17,303 |
|
|
|
531 |
|
Urban Outfitters Inc * |
|
|
75,490 |
|
|
|
3,099 |
|
Valvoline Inc * |
|
|
19,695 |
|
|
|
851 |
|
Vera Bradley Inc * |
|
|
9,000 |
|
|
|
56 |
|
Weyco Group Inc |
|
|
1,784 |
|
|
|
54 |
|
Whirlpool Corp |
|
|
11,544 |
|
|
|
1,180 |
|
Winnebago Industries Inc |
|
|
11,465 |
|
|
|
621 |
|
YETI Holdings Inc * |
|
|
7,408 |
|
|
|
283 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,975 |
|
Consumer Staples — 4.3% |
|
|
|
|
Andersons Inc/The |
|
|
12,700 |
|
|
|
630 |
|
Cal-Maine Foods Inc |
|
|
15,545 |
|
|
|
950 |
|
Dole PLC |
|
|
27,666 |
|
|
|
339 |
|
Energizer Holdings Inc |
|
|
17,122 |
|
|
|
506 |
|
Hain Celestial Group Inc/The * |
|
|
24,806 |
|
|
|
171 |
|
Herbalife Ltd * |
|
|
41,319 |
|
|
|
429 |
|
Ingles Markets Inc, Cl A |
|
|
14,859 |
|
|
|
1,019 |
|
Ingredion Inc |
|
|
17,794 |
|
|
|
2,041 |
|
Lancaster Colony Corp |
|
|
2,931 |
|
|
|
554 |
|
Medifast Inc |
|
|
4,438 |
|
|
|
97 |
|
MGP Ingredients Inc |
|
|
4,835 |
|
|
|
360 |
|
Nature's Sunshine Products Inc * |
|
|
5,531 |
|
|
|
83 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
21,481 |
|
|
|
226 |
|
Performance Food Group Co * |
|
|
13,773 |
|
|
|
911 |
|
Pilgrim's Pride Corp * |
|
|
74,178 |
|
|
|
2,855 |
|
PriceSmart Inc |
|
|
8,245 |
|
|
|
670 |
|
SpartanNash Co |
|
|
16,998 |
|
|
|
319 |
|
Spectrum Brands Holdings Inc |
|
|
6,833 |
|
|
|
587 |
|
Sprouts Farmers Market Inc * |
|
|
10,644 |
|
|
|
890 |
|
TreeHouse Foods Inc * |
|
|
22,187 |
|
|
|
813 |
|
USANA Health Sciences Inc * |
|
|
4,571 |
|
|
|
207 |
|
Village Super Market Inc, Cl A |
|
|
11,753 |
|
|
|
310 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,967 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Energy — 9.1% |
|
|
|
|
Berry Corp |
|
|
23,570 |
|
|
$ |
152 |
|
Cactus Inc, Cl A |
|
|
15,604 |
|
|
|
823 |
|
California Resources Corp |
|
|
39,128 |
|
|
|
2,082 |
|
ChampionX Corp |
|
|
27,624 |
|
|
|
917 |
|
Chord Energy Corp |
|
|
5,045 |
|
|
|
846 |
|
Civitas Resources Inc |
|
|
18,158 |
|
|
|
1,253 |
|
CNX Resources Corp * |
|
|
97,722 |
|
|
|
2,375 |
|
CONSOL Energy Inc |
|
|
9,995 |
|
|
|
1,020 |
|
CVR Energy Inc |
|
|
12,815 |
|
|
|
343 |
|
Delek US Holdings Inc |
|
|
105,036 |
|
|
|
2,601 |
|
DHT Holdings Inc |
|
|
42,923 |
|
|
|
497 |
|
FutureFuel Corp |
|
|
8,129 |
|
|
|
42 |
|
Gulfport Energy Corp * |
|
|
4,891 |
|
|
|
739 |
|
Helmerich & Payne Inc |
|
|
51,426 |
|
|
|
1,859 |
|
HF Sinclair Corp |
|
|
41,090 |
|
|
|
2,192 |
|
International Seaways Inc |
|
|
2,474 |
|
|
|
146 |
|
Liberty Energy Inc, Cl A |
|
|
70,226 |
|
|
|
1,467 |
|
Murphy Oil Corp |
|
|
16,404 |
|
|
|
676 |
|
Overseas Shipholding Group Inc, Cl A |
|
|
12,695 |
|
|
|
108 |
|
Par Pacific Holdings Inc * |
|
|
22,991 |
|
|
|
580 |
|
Patterson-UTI Energy Inc |
|
|
33,965 |
|
|
|
352 |
|
PBF Energy Inc, Cl A |
|
|
58,693 |
|
|
|
2,701 |
|
Peabody Energy Corp |
|
|
33,902 |
|
|
|
750 |
|
Permian Resources Corp, Cl A |
|
|
86,511 |
|
|
|
1,397 |
|
ProPetro Holding Corp * |
|
|
15,260 |
|
|
|
132 |
|
Ranger Energy Services Inc, Cl A |
|
|
5,347 |
|
|
|
56 |
|
REX American Resources Corp * |
|
|
4,082 |
|
|
|
186 |
|
RPC Inc |
|
|
37,502 |
|
|
|
234 |
|
SandRidge Energy Inc |
|
|
12,826 |
|
|
|
166 |
|
Scorpio Tankers Inc |
|
|
14,126 |
|
|
|
1,148 |
|
SM Energy Co |
|
|
11,443 |
|
|
|
495 |
|
Teekay Corp * |
|
|
27,556 |
|
|
|
247 |
|
VAALCO Energy Inc |
|
|
43,000 |
|
|
|
270 |
|
Veren Inc |
|
|
212,959 |
|
|
|
1,676 |
|
World Kinect Corp |
|
|
48,075 |
|
|
|
1,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,768 |
|
Financials — 26.0% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
6,041 |
|
|
|
74 |
|
Amalgamated Financial Corp |
|
|
4,384 |
|
|
|
120 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
20,183 |
|
|
|
198 |
|
Arbor Realty Trust Inc ‡ |
|
|
49,972 |
|
|
|
717 |
|
Associated Banc-Corp |
|
|
54,590 |
|
|
|
1,155 |
|
Axis Capital Holdings Ltd |
|
|
11,389 |
|
|
|
805 |
|
Axos Financial Inc * |
|
|
15,869 |
|
|
|
907 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
40,667 |
|
|
|
1,207 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
19,793 |
|
|
|
695 |
|
Bank OZK |
|
|
18,682 |
|
|
|
766 |
|
BankUnited Inc |
|
|
38,307 |
|
|
|
1,121 |
|
Bankwell Financial Group Inc |
|
|
1,565 |
|
|
|
40 |
|
Banner Corp |
|
|
9,299 |
|
|
|
462 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
BayCom Corp |
|
|
4,440 |
|
|
$ |
90 |
|
BCB Bancorp Inc |
|
|
4,520 |
|
|
|
48 |
|
Berkshire Hills Bancorp Inc |
|
|
25,494 |
|
|
|
581 |
|
Bread Financial Holdings Inc |
|
|
21,326 |
|
|
|
950 |
|
BrightSpire Capital Inc, Cl A ‡ |
|
|
49,605 |
|
|
|
283 |
|
Camden National Corp |
|
|
15,398 |
|
|
|
508 |
|
Capital Bancorp Inc |
|
|
2,753 |
|
|
|
56 |
|
Carlyle Secured Lending Inc |
|
|
27,478 |
|
|
|
487 |
|
Cathay General Bancorp |
|
|
28,434 |
|
|
|
1,073 |
|
Central Pacific Financial Corp |
|
|
28,255 |
|
|
|
599 |
|
Chimera Investment Corp ‡ |
|
|
33,086 |
|
|
|
424 |
|
City Holding Co |
|
|
5,043 |
|
|
|
536 |
|
Civista Bancshares Inc |
|
|
4,598 |
|
|
|
71 |
|
CNB Financial Corp/PA |
|
|
5,063 |
|
|
|
103 |
|
CNO Financial Group Inc |
|
|
194,049 |
|
|
|
5,379 |
|
Columbia Banking System Inc |
|
|
150,442 |
|
|
|
2,992 |
|
Comerica Inc |
|
|
13,698 |
|
|
|
699 |
|
Community Trust Bancorp Inc |
|
|
10,574 |
|
|
|
462 |
|
Crawford & Co, Cl A |
|
|
5,301 |
|
|
|
46 |
|
CrossFirst Bankshares Inc * |
|
|
15,268 |
|
|
|
214 |
|
Customers Bancorp Inc * |
|
|
7,424 |
|
|
|
356 |
|
Diamond Hill Investment Group Inc |
|
|
545 |
|
|
|
77 |
|
Employers Holdings Inc |
|
|
12,758 |
|
|
|
544 |
|
Enova International Inc * |
|
|
6,699 |
|
|
|
417 |
|
Fidelis Insurance Holdings Ltd |
|
|
26,269 |
|
|
|
428 |
|
Financial Institutions Inc |
|
|
4,854 |
|
|
|
94 |
|
First American Financial Corp |
|
|
12,340 |
|
|
|
666 |
|
First BanCorp/Puerto Rico |
|
|
88,950 |
|
|
|
1,627 |
|
First Bank/Hamilton NJ |
|
|
4,774 |
|
|
|
61 |
|
First Busey Corp |
|
|
36,458 |
|
|
|
883 |
|
First Business Financial Services Inc |
|
|
2,400 |
|
|
|
89 |
|
First Commonwealth Financial Corp |
|
|
146,462 |
|
|
|
2,023 |
|
First Financial Corp/IN |
|
|
11,262 |
|
|
|
415 |
|
First Horizon Corp |
|
|
140,130 |
|
|
|
2,210 |
|
First Interstate BancSystem Inc, Cl A |
|
|
35,826 |
|
|
|
995 |
|
Flushing Financial Corp |
|
|
20,926 |
|
|
|
275 |
|
FNB Corp/PA |
|
|
183,949 |
|
|
|
2,516 |
|
FS KKR Capital Corp |
|
|
33,040 |
|
|
|
652 |
|
Fulton Financial Corp |
|
|
46,405 |
|
|
|
788 |
|
Genworth Financial Inc, Cl A * |
|
|
315,788 |
|
|
|
1,907 |
|
Golub Capital BDC Inc |
|
|
36,235 |
|
|
|
569 |
|
Great Southern Bancorp Inc |
|
|
5,612 |
|
|
|
312 |
|
Green Dot Corp, Cl A * |
|
|
19,064 |
|
|
|
180 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
7,364 |
|
|
|
97 |
|
Hancock Whitney Corp, Cl A |
|
|
23,095 |
|
|
|
1,105 |
|
Hanmi Financial Corp |
|
|
25,468 |
|
|
|
426 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
8,274 |
|
|
|
1,038 |
|
Hope Bancorp Inc |
|
|
63,947 |
|
|
|
687 |
|
Independent Bank Corp |
|
|
14,790 |
|
|
|
750 |
|
Independent Bank Corp/MI |
|
|
7,901 |
|
|
|
213 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
14,900 |
|
|
|
140 |
|
Jackson Financial Inc, Cl A |
|
|
73,649 |
|
|
|
5,469 |
|
James River Group Holdings Ltd |
|
|
16,619 |
|
|
|
128 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
KeyCorp |
|
|
105,046 |
|
|
$ |
1,493 |
|
Ladder Capital Corp, Cl A ‡ |
|
|
45,193 |
|
|
|
510 |
|
LendingClub Corp * |
|
|
39,360 |
|
|
|
333 |
|
Lincoln National Corp |
|
|
86,460 |
|
|
|
2,689 |
|
Mercantile Bank Corp |
|
|
5,701 |
|
|
|
231 |
|
Merchants Bancorp/IN |
|
|
6,941 |
|
|
|
281 |
|
MGIC Investment Corp |
|
|
96,669 |
|
|
|
2,083 |
|
Mid Penn Bancorp Inc |
|
|
4,546 |
|
|
|
100 |
|
Midland States Bancorp Inc |
|
|
8,359 |
|
|
|
189 |
|
Mr Cooper Group Inc * |
|
|
9,279 |
|
|
|
754 |
|
National Bank Holdings Corp, Cl A |
|
|
13,210 |
|
|
|
516 |
|
Navient Corp |
|
|
44,183 |
|
|
|
643 |
|
NCR Atleos Corp * |
|
|
12,988 |
|
|
|
351 |
|
New Mountain Finance Corp |
|
|
27,794 |
|
|
|
340 |
|
NMI Holdings Inc, Cl A * |
|
|
17,417 |
|
|
|
593 |
|
Northrim BanCorp Inc |
|
|
1,300 |
|
|
|
75 |
|
OceanFirst Financial Corp |
|
|
21,938 |
|
|
|
349 |
|
OFG Bancorp |
|
|
72,061 |
|
|
|
2,699 |
|
Old National Bancorp/IN, Cl A |
|
|
213,663 |
|
|
|
3,673 |
|
Orrstown Financial Services Inc |
|
|
3,530 |
|
|
|
97 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
79,836 |
|
|
|
933 |
|
Pathward Financial Inc |
|
|
10,596 |
|
|
|
599 |
|
PCB Bancorp |
|
|
3,500 |
|
|
|
57 |
|
PennantPark Investment Corp |
|
|
49,304 |
|
|
|
372 |
|
PennyMac Financial Services Inc |
|
|
5,559 |
|
|
|
526 |
|
Peoples Bancorp Inc/OH |
|
|
11,912 |
|
|
|
357 |
|
Peoples Financial Services Corp |
|
|
1,020 |
|
|
|
46 |
|
Pinnacle Financial Partners Inc |
|
|
13,313 |
|
|
|
1,066 |
|
Popular Inc |
|
|
13,764 |
|
|
|
1,217 |
|
Primerica Inc |
|
|
3,580 |
|
|
|
847 |
|
PROG Holdings Inc |
|
|
19,307 |
|
|
|
670 |
|
Radian Group Inc |
|
|
30,397 |
|
|
|
945 |
|
RBB Bancorp |
|
|
4,906 |
|
|
|
92 |
|
Rithm Capital Corp ‡ |
|
|
85,720 |
|
|
|
935 |
|
Sierra Bancorp |
|
|
4,509 |
|
|
|
101 |
|
Silvercrest Asset Management Group Inc, Cl A |
|
|
2,900 |
|
|
|
45 |
|
Simmons First National Corp, Cl A |
|
|
45,486 |
|
|
|
800 |
|
SiriusPoint Ltd * |
|
|
12,973 |
|
|
|
158 |
|
Sixth Street Specialty Lending Inc |
|
|
26,115 |
|
|
|
558 |
|
South Plains Financial Inc |
|
|
3,417 |
|
|
|
92 |
|
Synovus Financial Corp |
|
|
22,998 |
|
|
|
924 |
|
Third Coast Bancshares Inc * |
|
|
4,000 |
|
|
|
85 |
|
Trustmark Corp |
|
|
20,709 |
|
|
|
622 |
|
Universal Insurance Holdings Inc |
|
|
11,024 |
|
|
|
207 |
|
Univest Financial Corp |
|
|
23,237 |
|
|
|
531 |
|
Valley National Bancorp |
|
|
163,582 |
|
|
|
1,142 |
|
Veritex Holdings Inc |
|
|
24,798 |
|
|
|
523 |
|
Victory Capital Holdings Inc, Cl A |
|
|
15,220 |
|
|
|
726 |
|
WaFd Inc |
|
|
21,075 |
|
|
|
602 |
|
Westamerica BanCorp |
|
|
9,490 |
|
|
|
461 |
|
Wintrust Financial Corp |
|
|
15,173 |
|
|
|
1,495 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Zions Bancorp NA |
|
|
61,847 |
|
|
$ |
2,682 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
90,420 |
|
Health Care — 7.5% |
|
|
|
|
Alkermes PLC * |
|
|
83,783 |
|
|
|
2,019 |
|
AMN Healthcare Services Inc * |
|
|
9,275 |
|
|
|
475 |
|
Avanos Medical Inc * |
|
|
10,285 |
|
|
|
205 |
|
Collegium Pharmaceutical Inc * |
|
|
52,421 |
|
|
|
1,688 |
|
Cross Country Healthcare Inc * |
|
|
31,936 |
|
|
|
442 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
4,100 |
|
|
|
23 |
|
Encompass Health Corp |
|
|
17,682 |
|
|
|
1,517 |
|
Envista Holdings Corp * |
|
|
20,332 |
|
|
|
338 |
|
Exelixis Inc * |
|
|
37,000 |
|
|
|
831 |
|
Globus Medical Inc, Cl A * |
|
|
12,855 |
|
|
|
880 |
|
Halozyme Therapeutics Inc * |
|
|
26,518 |
|
|
|
1,389 |
|
Harmony Biosciences Holdings Inc * |
|
|
28,582 |
|
|
|
862 |
|
Inmode Ltd * |
|
|
87,844 |
|
|
|
1,602 |
|
Innoviva Inc * |
|
|
24,046 |
|
|
|
394 |
|
Integra LifeSciences Holdings Corp * |
|
|
81,153 |
|
|
|
2,365 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
87,438 |
|
|
|
570 |
|
Jazz Pharmaceuticals PLC * |
|
|
8,000 |
|
|
|
854 |
|
Lantheus Holdings Inc * |
|
|
13,304 |
|
|
|
1,068 |
|
Option Care Health Inc * |
|
|
23,200 |
|
|
|
643 |
|
OraSure Technologies Inc * |
|
|
31,902 |
|
|
|
136 |
|
Organon & Co |
|
|
78,301 |
|
|
|
1,621 |
|
Owens & Minor Inc * |
|
|
31,178 |
|
|
|
421 |
|
Patterson Cos Inc |
|
|
27,891 |
|
|
|
673 |
|
Pediatrix Medical Group Inc * |
|
|
31,915 |
|
|
|
241 |
|
Premier Inc, Cl A |
|
|
33,245 |
|
|
|
621 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
36,635 |
|
|
|
2,522 |
|
QuidelOrtho Corp * |
|
|
12,958 |
|
|
|
430 |
|
Select Medical Holdings Corp |
|
|
16,418 |
|
|
|
576 |
|
SIGA Technologies Inc |
|
|
18,786 |
|
|
|
143 |
|
Tactile Systems Technology Inc * |
|
|
9,500 |
|
|
|
113 |
|
Vanda Pharmaceuticals Inc * |
|
|
17,148 |
|
|
|
97 |
|
Varex Imaging Corp * |
|
|
14,589 |
|
|
|
215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,974 |
|
Industrials — 15.4% |
|
|
|
|
ABM Industries Inc |
|
|
42,644 |
|
|
|
2,157 |
|
ACCO Brands Corp |
|
|
215,612 |
|
|
|
1,013 |
|
Alaska Air Group Inc * |
|
|
11,939 |
|
|
|
482 |
|
Allison Transmission Holdings Inc |
|
|
18,320 |
|
|
|
1,390 |
|
Apogee Enterprises Inc |
|
|
15,137 |
|
|
|
951 |
|
ArcBest Corp |
|
|
13,814 |
|
|
|
1,479 |
|
Argan Inc |
|
|
1,080 |
|
|
|
79 |
|
Astec Industries Inc |
|
|
19,876 |
|
|
|
590 |
|
Atkore Inc |
|
|
10,476 |
|
|
|
1,414 |
|
AZEK Co Inc/The, Cl A * |
|
|
15,254 |
|
|
|
643 |
|
Barnes Group Inc |
|
|
26,790 |
|
|
|
1,109 |
|
BlueLinx Holdings Inc * |
|
|
3,291 |
|
|
|
306 |
|
Boise Cascade Co |
|
|
17,596 |
|
|
|
2,098 |
|
BrightView Holdings Inc * |
|
|
4,919 |
|
|
|
65 |
|
BWX Technologies Inc |
|
|
6,706 |
|
|
|
637 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
CACI International Inc, Cl A * |
|
|
2,785 |
|
|
$ |
1,198 |
|
Clean Harbors Inc * |
|
|
6,348 |
|
|
|
1,436 |
|
Commercial Vehicle Group Inc * |
|
|
8,312 |
|
|
|
41 |
|
CoreCivic Inc *‡ |
|
|
5,245 |
|
|
|
68 |
|
Costamare Inc |
|
|
20,025 |
|
|
|
329 |
|
CSG Systems International Inc |
|
|
11,758 |
|
|
|
484 |
|
Deluxe Corp |
|
|
28,534 |
|
|
|
641 |
|
EMCOR Group Inc |
|
|
3,591 |
|
|
|
1,311 |
|
Enerpac Tool Group Corp, Cl A |
|
|
17,113 |
|
|
|
653 |
|
Ennis Inc |
|
|
17,716 |
|
|
|
388 |
|
Enpro Inc |
|
|
7,305 |
|
|
|
1,063 |
|
Enviri Corp * |
|
|
27,246 |
|
|
|
235 |
|
ExlService Holdings Inc * |
|
|
20,315 |
|
|
|
637 |
|
Fluor Corp * |
|
|
10,404 |
|
|
|
453 |
|
Gates Industrial Corp PLC * |
|
|
118,274 |
|
|
|
1,870 |
|
Griffon Corp |
|
|
11,577 |
|
|
|
739 |
|
Heidrick & Struggles International Inc |
|
|
7,527 |
|
|
|
238 |
|
Hexcel Corp, Cl A |
|
|
6,386 |
|
|
|
399 |
|
Huron Consulting Group Inc * |
|
|
12,371 |
|
|
|
1,219 |
|
Interface Inc, Cl A |
|
|
35,223 |
|
|
|
517 |
|
ITT Inc |
|
|
10,846 |
|
|
|
1,401 |
|
Kelly Services Inc, Cl A |
|
|
30,616 |
|
|
|
655 |
|
Kennametal Inc |
|
|
12,177 |
|
|
|
287 |
|
Korn Ferry |
|
|
13,742 |
|
|
|
923 |
|
ManpowerGroup Inc |
|
|
5,196 |
|
|
|
363 |
|
Masterbrand Inc * |
|
|
17,425 |
|
|
|
256 |
|
Moog Inc, Cl A |
|
|
2,317 |
|
|
|
388 |
|
MRC Global Inc * |
|
|
5,540 |
|
|
|
72 |
|
Mueller Industries Inc |
|
|
47,305 |
|
|
|
2,694 |
|
Oshkosh Corp |
|
|
12,942 |
|
|
|
1,400 |
|
Park-Ohio Holdings Corp |
|
|
7,641 |
|
|
|
198 |
|
Primoris Services Corp |
|
|
12,901 |
|
|
|
644 |
|
Quanex Building Products Corp |
|
|
9,301 |
|
|
|
257 |
|
Radiant Logistics Inc * |
|
|
8,313 |
|
|
|
47 |
|
Regal Rexnord Corp |
|
|
5,136 |
|
|
|
694 |
|
Resideo Technologies Inc * |
|
|
58,889 |
|
|
|
1,152 |
|
Resources Connection Inc |
|
|
14,890 |
|
|
|
164 |
|
Rush Enterprises Inc, Cl A |
|
|
19,685 |
|
|
|
824 |
|
Ryder System Inc |
|
|
15,582 |
|
|
|
1,930 |
|
Safe Bulkers Inc |
|
|
28,781 |
|
|
|
168 |
|
Sensata Technologies Holding PLC |
|
|
20,450 |
|
|
|
765 |
|
SkyWest Inc * |
|
|
12,890 |
|
|
|
1,058 |
|
Standex International Corp |
|
|
7,294 |
|
|
|
1,175 |
|
Steelcase Inc, Cl A |
|
|
39,342 |
|
|
|
510 |
|
Terex Corp |
|
|
30,909 |
|
|
|
1,695 |
|
Timken Co/The |
|
|
11,139 |
|
|
|
893 |
|
Titan International Inc * |
|
|
20,295 |
|
|
|
150 |
|
TrueBlue Inc * |
|
|
16,268 |
|
|
|
168 |
|
Tutor Perini Corp * |
|
|
15,784 |
|
|
|
344 |
|
UFP Industries Inc |
|
|
2,369 |
|
|
|
265 |
|
Universal Logistics Holdings Inc |
|
|
2,192 |
|
|
|
89 |
|
Valmont Industries Inc |
|
|
2,999 |
|
|
|
823 |
|
Wabash National Corp |
|
|
51,666 |
|
|
|
1,128 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
WESCO International Inc |
|
|
10,921 |
|
|
$ |
1,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
53,643 |
|
Information Technology — 7.4% |
|
|
|
|
Amkor Technology Inc |
|
|
63,332 |
|
|
|
2,535 |
|
Avnet Inc |
|
|
22,687 |
|
|
|
1,168 |
|
Belden Inc |
|
|
4,182 |
|
|
|
392 |
|
Cirrus Logic Inc * |
|
|
9,933 |
|
|
|
1,268 |
|
Clearfield Inc * |
|
|
7,986 |
|
|
|
308 |
|
Diodes Inc * |
|
|
6,541 |
|
|
|
471 |
|
Harmonic Inc, Cl A * |
|
|
106,167 |
|
|
|
1,250 |
|
Immersion Corp |
|
|
10,000 |
|
|
|
94 |
|
Insight Enterprises Inc * |
|
|
2,415 |
|
|
|
479 |
|
Lumentum Holdings Inc * |
|
|
20,861 |
|
|
|
1,062 |
|
NCR Voyix Corp * |
|
|
27,136 |
|
|
|
335 |
|
NetScout Systems Inc * |
|
|
7,694 |
|
|
|
141 |
|
Open Text Corp |
|
|
35,800 |
|
|
|
1,075 |
|
Photronics Inc * |
|
|
135,744 |
|
|
|
3,349 |
|
Rimini Street Inc * |
|
|
11,454 |
|
|
|
35 |
|
Rogers Corp * |
|
|
6,214 |
|
|
|
749 |
|
Sanmina Corp * |
|
|
46,445 |
|
|
|
3,077 |
|
ScanSource Inc * |
|
|
11,298 |
|
|
|
501 |
|
Silicon Laboratories Inc * |
|
|
4,994 |
|
|
|
552 |
|
Silicon Motion Technology Corp ADR |
|
|
33,886 |
|
|
|
2,744 |
|
TD SYNNEX Corp |
|
|
6,744 |
|
|
|
778 |
|
TTM Technologies Inc * |
|
|
55,476 |
|
|
|
1,078 |
|
Unisys Corp * |
|
|
28,178 |
|
|
|
116 |
|
Viavi Solutions Inc * |
|
|
94,137 |
|
|
|
647 |
|
Vishay Intertechnology Inc |
|
|
13,192 |
|
|
|
294 |
|
Vontier Corp |
|
|
18,208 |
|
|
|
696 |
|
Xerox Holdings Corp |
|
|
49,283 |
|
|
|
573 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,767 |
|
Materials — 5.7% |
|
|
|
|
AdvanSix Inc |
|
|
20,220 |
|
|
|
463 |
|
Alpha Metallurgical Resources Inc |
|
|
3,508 |
|
|
|
984 |
|
Arcadium Lithium PLC * |
|
|
117,224 |
|
|
|
394 |
|
Axalta Coating Systems Ltd * |
|
|
26,625 |
|
|
|
910 |
|
Berry Global Group Inc |
|
|
13,313 |
|
|
|
783 |
|
Cabot Corp |
|
|
9,559 |
|
|
|
878 |
|
Chemours Co/The |
|
|
50,549 |
|
|
|
1,141 |
|
Clearwater Paper Corp * |
|
|
7,066 |
|
|
|
343 |
|
Commercial Metals Co, Cl A |
|
|
66,413 |
|
|
|
3,652 |
|
Ecovyst Inc * |
|
|
30,000 |
|
|
|
269 |
|
FMC Corp |
|
|
31,099 |
|
|
|
1,790 |
|
Greif Inc, Cl A |
|
|
20,228 |
|
|
|
1,163 |
|
Ingevity Corp * |
|
|
18,227 |
|
|
|
797 |
|
Innospec Inc |
|
|
3,820 |
|
|
|
472 |
|
Koppers Holdings Inc |
|
|
17,951 |
|
|
|
664 |
|
LSB Industries Inc * |
|
|
23,649 |
|
|
|
193 |
|
Minerals Technologies Inc |
|
|
1,133 |
|
|
|
94 |
|
O-I Glass Inc, Cl I * |
|
|
83,698 |
|
|
|
932 |
|
Rayonier Advanced Materials Inc * |
|
|
21,052 |
|
|
|
115 |
|
Ryerson Holding Corp |
|
|
17,240 |
|
|
|
336 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Silgan Holdings Inc |
|
|
20,394 |
|
|
$ |
863 |
|
SunCoke Energy Inc |
|
|
78,883 |
|
|
|
773 |
|
Sylvamo Corp |
|
|
7,860 |
|
|
|
539 |
|
Valhi Inc |
|
|
1,055 |
|
|
|
19 |
|
Warrior Met Coal Inc |
|
|
18,635 |
|
|
|
1,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,737 |
|
Real Estate — 5.8% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
17,843 |
|
|
|
1,105 |
|
American Assets Trust Inc ‡ |
|
|
36,375 |
|
|
|
814 |
|
Apple Hospitality REIT Inc ‡ |
|
|
39,183 |
|
|
|
570 |
|
Brandywine Realty Trust ‡ |
|
|
41,989 |
|
|
|
188 |
|
Brixmor Property Group Inc ‡ |
|
|
22,151 |
|
|
|
511 |
|
Chatham Lodging Trust ‡ |
|
|
27,302 |
|
|
|
233 |
|
COPT Defense Properties ‡ |
|
|
32,512 |
|
|
|
814 |
|
Cousins Properties Inc ‡ |
|
|
30,000 |
|
|
|
694 |
|
Cushman & Wakefield PLC * |
|
|
14,667 |
|
|
|
153 |
|
DiamondRock Hospitality Co ‡ |
|
|
87,367 |
|
|
|
738 |
|
Diversified Healthcare Trust ‡ |
|
|
62,259 |
|
|
|
190 |
|
EPR Properties, Cl A ‡ |
|
|
18,410 |
|
|
|
773 |
|
Forestar Group Inc * |
|
|
7,100 |
|
|
|
227 |
|
Franklin Street Properties Corp ‡ |
|
|
59,648 |
|
|
|
91 |
|
Healthpeak Properties Inc ‡ |
|
|
18,714 |
|
|
|
367 |
|
Highwoods Properties Inc ‡ |
|
|
105,134 |
|
|
|
2,762 |
|
Kilroy Realty Corp ‡ |
|
|
21,628 |
|
|
|
674 |
|
Kite Realty Group Trust ‡ |
|
|
28,357 |
|
|
|
635 |
|
National Storage Affiliates Trust ‡ |
|
|
22,422 |
|
|
|
924 |
|
Newmark Group Inc, Cl A |
|
|
106,484 |
|
|
|
1,089 |
|
Orion Office REIT Inc ‡ |
|
|
16,000 |
|
|
|
57 |
|
Paramount Group Inc ‡ |
|
|
15,000 |
|
|
|
69 |
|
Pebblebrook Hotel Trust ‡ |
|
|
50,064 |
|
|
|
688 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
61,172 |
|
|
|
443 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
RLJ Lodging Trust ‡ |
|
|
126,948 |
|
|
$ |
1,223 |
|
Sabra Health Care REIT Inc ‡ |
|
|
68,327 |
|
|
|
1,052 |
|
Service Properties Trust ‡ |
|
|
36,912 |
|
|
|
190 |
|
STAG Industrial Inc ‡ |
|
|
29,446 |
|
|
|
1,062 |
|
Summit Hotel Properties Inc ‡ |
|
|
4,100 |
|
|
|
25 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
86,385 |
|
|
|
904 |
|
Uniti Group Inc ‡ |
|
|
98,864 |
|
|
|
289 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
45,832 |
|
|
|
657 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,211 |
|
Utilities — 1.5% |
|
|
|
|
Black Hills Corp, Cl A |
|
|
9,683 |
|
|
|
527 |
|
Genie Energy Ltd, Cl B |
|
|
5,000 |
|
|
|
73 |
|
IDACORP Inc, Cl A |
|
|
7,740 |
|
|
|
721 |
|
National Fuel Gas Co |
|
|
20,687 |
|
|
|
1,121 |
|
Northwest Natural Holding Co |
|
|
4,103 |
|
|
|
148 |
|
Portland General Electric Co |
|
|
30,287 |
|
|
|
1,310 |
|
Southwest Gas Holdings Inc |
|
|
3,200 |
|
|
|
225 |
|
Spire Inc |
|
|
7,114 |
|
|
|
432 |
|
UGI Corp |
|
|
28,039 |
|
|
|
642 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,199 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $278,306) ($ Thousands) |
|
|
|
|
|
|
344,490 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
2,684,710 |
|
|
|
2,685 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $2,685) ($ Thousands) |
|
|
|
|
|
|
2,685 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $280,991) ($ Thousands) |
|
$ |
347,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
12 |
|
|
|
Sep-2024 |
|
|
$ |
1,218 |
|
|
$ |
1,239 |
|
|
$ |
21 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $347,375 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Value Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1,689 |
|
|
$ |
6,725 |
|
|
$ |
(8,411 |
) |
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
— |
|
|
$ |
61 |
|
|
$ |
1 |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,706 |
|
|
|
57,915 |
|
|
|
(58,936 |
) |
|
|
— |
|
|
|
— |
|
|
|
2,685 |
|
|
|
134 |
|
|
|
— |
|
Totals |
|
$ |
5,395 |
|
|
$ |
64,640 |
|
|
$ |
(67,347 |
) |
|
$ |
— |
|
|
$ |
(3 |
) |
|
$ |
2,685 |
|
|
$ |
195 |
|
|
$ |
1 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Growth Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.2% |
|
|
|
|
|
|
|
|
|
Communication Services — 1.6% |
|
|
|
|
AST SpaceMobile Inc, Cl A * |
|
|
71,182 |
|
|
$ |
827 |
|
Cargurus Inc, Cl A * |
|
|
28,600 |
|
|
|
749 |
|
Gannett Co Inc * |
|
|
31,546 |
|
|
|
146 |
|
Grindr Inc * |
|
|
44,983 |
|
|
|
551 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
12,181 |
|
|
|
115 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
34,999 |
|
|
|
300 |
|
Madison Square Garden Entertainment, Cl A * |
|
|
13,652 |
|
|
|
467 |
|
Magnite * |
|
|
62,978 |
|
|
|
837 |
|
PubMatic Inc, Cl A * |
|
|
29,402 |
|
|
|
597 |
|
United States Cellular Corp * |
|
|
13,085 |
|
|
|
730 |
|
Yelp Inc, Cl A * |
|
|
4,989 |
|
|
|
184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,503 |
|
Consumer Discretionary — 14.0% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
21,416 |
|
|
|
3,809 |
|
Adtalem Global Education Inc * |
|
|
34,354 |
|
|
|
2,343 |
|
American Axle & Manufacturing Holdings Inc * |
|
|
63,237 |
|
|
|
442 |
|
American Eagle Outfitters Inc |
|
|
26,370 |
|
|
|
526 |
|
Arhaus Inc, Cl A |
|
|
36,631 |
|
|
|
621 |
|
Birkenstock Holding PLC * |
|
|
12,300 |
|
|
|
669 |
|
Boot Barn Holdings Inc * |
|
|
6,511 |
|
|
|
839 |
|
Brinker International Inc * |
|
|
11,024 |
|
|
|
798 |
|
Carvana Co, Cl A * |
|
|
5,445 |
|
|
|
701 |
|
Cava Group Inc * |
|
|
12,349 |
|
|
|
1,145 |
|
Century Communities Inc |
|
|
6,084 |
|
|
|
497 |
|
Dutch Bros Inc, Cl A * |
|
|
19,892 |
|
|
|
824 |
|
Etsy Inc * |
|
|
21,242 |
|
|
|
1,253 |
|
Five Below Inc * |
|
|
11,171 |
|
|
|
1,217 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
7,504 |
|
|
|
746 |
|
Fox Factory Holding Corp * |
|
|
19,762 |
|
|
|
952 |
|
Frontdoor Inc * |
|
|
14,496 |
|
|
|
490 |
|
Gap Inc/The |
|
|
15,995 |
|
|
|
382 |
|
G-III Apparel Group Ltd * |
|
|
20,817 |
|
|
|
564 |
|
Group 1 Automotive Inc |
|
|
2,116 |
|
|
|
629 |
|
Installed Building Products Inc |
|
|
1,018 |
|
|
|
209 |
|
KB Home |
|
|
47,749 |
|
|
|
3,351 |
|
Kontoor Brands Inc |
|
|
30,471 |
|
|
|
2,016 |
|
La-Z-Boy Inc, Cl Z |
|
|
13,002 |
|
|
|
485 |
|
Levi Strauss & Co, Cl A |
|
|
33,409 |
|
|
|
644 |
|
Meritage Homes Corp |
|
|
3,277 |
|
|
|
530 |
|
Modine Manufacturing Co * |
|
|
30,274 |
|
|
|
3,033 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
8,050 |
|
|
|
790 |
|
Pool Corp |
|
|
1,890 |
|
|
|
581 |
|
Ralph Lauren Corp, Cl A |
|
|
3,168 |
|
|
|
555 |
|
Revolve Group, Cl A * |
|
|
76,693 |
|
|
|
1,220 |
|
RH * |
|
|
2,145 |
|
|
|
524 |
|
Rocky Brands Inc |
|
|
2,843 |
|
|
|
105 |
|
Rush Street Interactive Inc * |
|
|
70,477 |
|
|
|
676 |
|
SharkNinja Inc |
|
|
11,254 |
|
|
|
846 |
|
Signet Jewelers Ltd |
|
|
7,631 |
|
|
|
684 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Strategic Education Inc |
|
|
10,149 |
|
|
$ |
1,123 |
|
Stride Inc * |
|
|
29,035 |
|
|
|
2,047 |
|
Sweetgreen Inc, Cl A * |
|
|
29,084 |
|
|
|
877 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
7,964 |
|
|
|
442 |
|
Texas Roadhouse Inc, Cl A |
|
|
5,560 |
|
|
|
955 |
|
TRI Pointe Homes Inc * |
|
|
26,612 |
|
|
|
991 |
|
Upbound Group Inc |
|
|
15,900 |
|
|
|
488 |
|
Urban Outfitters Inc * |
|
|
46,281 |
|
|
|
1,900 |
|
Warby Parker, Cl A * |
|
|
82,317 |
|
|
|
1,322 |
|
Wingstop Inc, Cl A |
|
|
2,071 |
|
|
|
875 |
|
YETI Holdings Inc * |
|
|
32,932 |
|
|
|
1,256 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
47,972 |
|
Consumer Staples — 4.4% |
|
|
|
|
BellRing Brands Inc * |
|
|
50,161 |
|
|
|
2,866 |
|
Central Garden & Pet Co, Cl A * |
|
|
4,901 |
|
|
|
189 |
|
Edgewell Personal Care Co |
|
|
13,321 |
|
|
|
535 |
|
elf Beauty Inc * |
|
|
10,555 |
|
|
|
2,224 |
|
Freshpet Inc * |
|
|
5,866 |
|
|
|
759 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
6,112 |
|
|
|
130 |
|
Pilgrim's Pride Corp * |
|
|
19,721 |
|
|
|
759 |
|
PriceSmart Inc |
|
|
1,240 |
|
|
|
101 |
|
Primo Water Corp |
|
|
51,051 |
|
|
|
1,116 |
|
Sprouts Farmers Market Inc * |
|
|
43,546 |
|
|
|
3,643 |
|
Vita Coco Co Inc/The * |
|
|
20,300 |
|
|
|
565 |
|
Vital Farms Inc * |
|
|
45,368 |
|
|
|
2,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,009 |
|
Energy — 5.1% |
|
|
|
|
Archrock Inc |
|
|
15,284 |
|
|
|
309 |
|
Ardmore Shipping Corp |
|
|
31,616 |
|
|
|
712 |
|
Chord Energy Corp |
|
|
3,010 |
|
|
|
505 |
|
Civitas Resources Inc |
|
|
21,432 |
|
|
|
1,479 |
|
Crescent Energy, Cl A |
|
|
46,736 |
|
|
|
554 |
|
Delek US Holdings Inc |
|
|
19,867 |
|
|
|
492 |
|
DT Midstream Inc |
|
|
11,384 |
|
|
|
809 |
|
Helmerich & Payne Inc |
|
|
13,638 |
|
|
|
493 |
|
International Seaways Inc |
|
|
21,125 |
|
|
|
1,249 |
|
Matador Resources Co |
|
|
9,086 |
|
|
|
541 |
|
Oceaneering International Inc, Cl A * |
|
|
2,198 |
|
|
|
52 |
|
Permian Resources Corp, Cl A |
|
|
33,778 |
|
|
|
545 |
|
Scorpio Tankers Inc |
|
|
17,371 |
|
|
|
1,412 |
|
SFL Corp Ltd |
|
|
26,362 |
|
|
|
366 |
|
SM Energy Co |
|
|
16,031 |
|
|
|
693 |
|
TechnipFMC PLC |
|
|
17,870 |
|
|
|
467 |
|
Teekay Tankers Ltd, Cl A |
|
|
21,315 |
|
|
|
1,467 |
|
Tidewater Inc * |
|
|
12,995 |
|
|
|
1,237 |
|
Weatherford International PLC * |
|
|
31,546 |
|
|
|
3,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,245 |
|
Financials — 13.7% |
|
|
|
|
Amalgamated Financial Corp |
|
|
4,075 |
|
|
|
112 |
|
Ambac Financial Group Inc * |
|
|
25,884 |
|
|
|
332 |
|
Amerant Bancorp Inc, Cl A |
|
|
4,617 |
|
|
|
105 |
|
Assured Guaranty Ltd |
|
|
6,657 |
|
|
|
514 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Growth Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AvidXchange Holdings Inc * |
|
|
69,302 |
|
|
$ |
836 |
|
Axos Financial Inc * |
|
|
17,556 |
|
|
|
1,003 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
10,995 |
|
|
|
326 |
|
Bancorp Inc/The * |
|
|
21,517 |
|
|
|
812 |
|
BankUnited Inc |
|
|
27,292 |
|
|
|
799 |
|
BGC Group Inc, Cl A |
|
|
101,085 |
|
|
|
839 |
|
City Holding Co |
|
|
4,805 |
|
|
|
511 |
|
Coastal Financial Corp/WA * |
|
|
5,229 |
|
|
|
241 |
|
Customers Bancorp Inc * |
|
|
14,084 |
|
|
|
676 |
|
Donnelley Financial Solutions Inc * |
|
|
12,260 |
|
|
|
731 |
|
Euronet Worldwide Inc * |
|
|
9,087 |
|
|
|
940 |
|
Evercore Inc, Cl A |
|
|
1,655 |
|
|
|
345 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,275 |
|
|
|
231 |
|
First BanCorp/Puerto Rico |
|
|
26,439 |
|
|
|
484 |
|
First Financial Bancorp |
|
|
20,422 |
|
|
|
454 |
|
Fulton Financial Corp |
|
|
33,317 |
|
|
|
566 |
|
Goosehead Insurance Inc, Cl A * |
|
|
27,360 |
|
|
|
1,572 |
|
Hamilton Lane Inc, Cl A |
|
|
38,881 |
|
|
|
4,805 |
|
Hancock Whitney Corp, Cl A |
|
|
11,148 |
|
|
|
533 |
|
Hannon Armstrong Sustainable Infrastructure Capital Inc |
|
|
19,656 |
|
|
|
582 |
|
HCI Group Inc |
|
|
5,700 |
|
|
|
525 |
|
Houlihan Lokey Inc, Cl A |
|
|
11,251 |
|
|
|
1,517 |
|
Kinsale Capital Group Inc |
|
|
4,560 |
|
|
|
1,757 |
|
Lemonade Inc * |
|
|
18,432 |
|
|
|
304 |
|
MarketAxess Holdings Inc |
|
|
3,148 |
|
|
|
631 |
|
Merchants Bancorp/IN |
|
|
13,487 |
|
|
|
547 |
|
Morningstar Inc, Cl A |
|
|
5,450 |
|
|
|
1,612 |
|
Mr Cooper Group Inc * |
|
|
43,933 |
|
|
|
3,569 |
|
NMI Holdings Inc, Cl A * |
|
|
14,606 |
|
|
|
497 |
|
OFG Bancorp |
|
|
12,338 |
|
|
|
462 |
|
Orrstown Financial Services Inc |
|
|
3,813 |
|
|
|
104 |
|
Oscar Health Inc, Cl A * |
|
|
30,895 |
|
|
|
489 |
|
Palomar Holdings Inc, Cl A * |
|
|
9,532 |
|
|
|
774 |
|
Park National Corp |
|
|
3,543 |
|
|
|
504 |
|
Pathward Financial Inc |
|
|
11,351 |
|
|
|
642 |
|
PennyMac Financial Services Inc |
|
|
6,187 |
|
|
|
585 |
|
Piper Sandler Cos |
|
|
8,538 |
|
|
|
1,965 |
|
Preferred Bank/Los Angeles CA |
|
|
8,255 |
|
|
|
623 |
|
PROG Holdings Inc |
|
|
37,518 |
|
|
|
1,301 |
|
QCR Holdings Inc |
|
|
8,195 |
|
|
|
492 |
|
Remitly Global Inc * |
|
|
17,178 |
|
|
|
208 |
|
Skyward Specialty Insurance Group Inc * |
|
|
14,474 |
|
|
|
524 |
|
StepStone Group Inc, Cl A |
|
|
33,260 |
|
|
|
1,526 |
|
Trustmark Corp |
|
|
17,127 |
|
|
|
514 |
|
UMB Financial Corp |
|
|
25,401 |
|
|
|
2,119 |
|
Victory Capital Holdings Inc, Cl A |
|
|
31,197 |
|
|
|
1,489 |
|
Virtu Financial Inc, Cl A |
|
|
28,107 |
|
|
|
631 |
|
WisdomTree Inc |
|
|
140,406 |
|
|
|
1,391 |
|
World Acceptance Corp * |
|
|
5,409 |
|
|
|
668 |
|
WSFS Financial Corp |
|
|
13,784 |
|
|
|
648 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,967 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Health Care — 16.1% |
|
|
|
|
Addus HomeCare Corp * |
|
|
5,354 |
|
|
$ |
622 |
|
ADMA Biologics Inc * |
|
|
136,577 |
|
|
|
1,527 |
|
Agios Pharmaceuticals Inc * |
|
|
15,112 |
|
|
|
652 |
|
Align Technology Inc * |
|
|
3,898 |
|
|
|
941 |
|
Amneal Pharmaceuticals Inc * |
|
|
68,575 |
|
|
|
435 |
|
Amphastar Pharmaceuticals Inc * |
|
|
13,295 |
|
|
|
532 |
|
ANI Pharmaceuticals Inc * |
|
|
8,695 |
|
|
|
554 |
|
Ardelyx Inc * |
|
|
107,565 |
|
|
|
797 |
|
ARS Pharmaceuticals Inc * |
|
|
11,494 |
|
|
|
98 |
|
Arvinas Inc * |
|
|
10,682 |
|
|
|
284 |
|
Avidity Biosciences Inc * |
|
|
17,300 |
|
|
|
707 |
|
Bio-Techne Corp |
|
|
26,769 |
|
|
|
1,918 |
|
Blueprint Medicines Corp * |
|
|
19,529 |
|
|
|
2,105 |
|
CareDx Inc * |
|
|
54,085 |
|
|
|
840 |
|
Charles River Laboratories International Inc * |
|
|
6,035 |
|
|
|
1,247 |
|
Corcept Therapeutics Inc * |
|
|
20,150 |
|
|
|
655 |
|
CorVel Corp * |
|
|
1,368 |
|
|
|
348 |
|
Crinetics Pharmaceuticals Inc * |
|
|
12,908 |
|
|
|
578 |
|
Doximity Inc, Cl A * |
|
|
26,838 |
|
|
|
751 |
|
Dyne Therapeutics Inc * |
|
|
21,724 |
|
|
|
767 |
|
Encompass Health Corp |
|
|
8,360 |
|
|
|
717 |
|
Ensign Group Inc/The |
|
|
4,928 |
|
|
|
610 |
|
Geron Corp * |
|
|
162,413 |
|
|
|
689 |
|
Glaukos Corp * |
|
|
6,231 |
|
|
|
737 |
|
Haemonetics Corp * |
|
|
8,012 |
|
|
|
663 |
|
HealthEquity Inc * |
|
|
22,734 |
|
|
|
1,960 |
|
Hims & Hers Health Inc * |
|
|
87,966 |
|
|
|
1,776 |
|
Insmed Inc * |
|
|
21,077 |
|
|
|
1,412 |
|
iTeos Therapeutics Inc * |
|
|
9,311 |
|
|
|
138 |
|
Janux Therapeutics Inc * |
|
|
11,112 |
|
|
|
465 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
32,121 |
|
|
|
600 |
|
Krystal Biotech Inc * |
|
|
8,101 |
|
|
|
1,488 |
|
Lantheus Holdings Inc * |
|
|
17,022 |
|
|
|
1,367 |
|
LeMaitre Vascular Inc |
|
|
13,982 |
|
|
|
1,150 |
|
Ligand Pharmaceuticals Inc * |
|
|
7,840 |
|
|
|
661 |
|
Lyell Immunopharma Inc * |
|
|
93,930 |
|
|
|
136 |
|
Medpace Holdings Inc * |
|
|
11,954 |
|
|
|
4,923 |
|
Merit Medical Systems Inc * |
|
|
3,159 |
|
|
|
271 |
|
Nkarta Inc * |
|
|
14,970 |
|
|
|
88 |
|
Nurix Therapeutics Inc * |
|
|
53,075 |
|
|
|
1,108 |
|
Nuvation Bio Inc * |
|
|
33,444 |
|
|
|
98 |
|
Option Care Health Inc * |
|
|
22,570 |
|
|
|
625 |
|
OraSure Technologies Inc * |
|
|
62,237 |
|
|
|
265 |
|
Organon & Co |
|
|
33,017 |
|
|
|
683 |
|
ORIC Pharmaceuticals Inc * |
|
|
9,047 |
|
|
|
64 |
|
PACS Group Inc * |
|
|
25,937 |
|
|
|
765 |
|
Pennant Group Inc/The * |
|
|
11,930 |
|
|
|
277 |
|
PetIQ Inc, Cl A * |
|
|
31,300 |
|
|
|
690 |
|
Poseida Therapeutics Inc, Cl A * |
|
|
40,486 |
|
|
|
118 |
|
PROCEPT BioRobotics Corp * |
|
|
11,400 |
|
|
|
696 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Growth Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Progyny Inc * |
|
|
51,307 |
|
|
$ |
1,468 |
|
Protagonist Therapeutics Inc * |
|
|
18,353 |
|
|
|
636 |
|
RadNet Inc * |
|
|
27,771 |
|
|
|
1,636 |
|
Relay Therapeutics Inc * |
|
|
41,169 |
|
|
|
268 |
|
Repligen Corp * |
|
|
3,166 |
|
|
|
399 |
|
REVOLUTION Medicines Inc * |
|
|
19,930 |
|
|
|
773 |
|
RxSight Inc * |
|
|
15,023 |
|
|
|
904 |
|
Tandem Diabetes Care Inc * |
|
|
16,843 |
|
|
|
679 |
|
Tarsus Pharmaceuticals Inc * |
|
|
30,265 |
|
|
|
823 |
|
Tenet Healthcare Corp * |
|
|
6,372 |
|
|
|
848 |
|
TG Therapeutics Inc * |
|
|
28,717 |
|
|
|
511 |
|
TransMedics Group Inc * |
|
|
6,700 |
|
|
|
1,009 |
|
Twist Bioscience Corp * |
|
|
20,334 |
|
|
|
1,002 |
|
UFP Technologies Inc * |
|
|
3,531 |
|
|
|
932 |
|
Vaxcyte Inc * |
|
|
7,156 |
|
|
|
540 |
|
Vera Therapeutics Inc, Cl A * |
|
|
12,613 |
|
|
|
456 |
|
Vericel Corp * |
|
|
12,342 |
|
|
|
566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55,048 |
|
Industrials — 20.8% |
|
|
|
|
AAON Inc |
|
|
6,883 |
|
|
|
601 |
|
ABM Industries Inc |
|
|
11,798 |
|
|
|
597 |
|
AeroVironment Inc * |
|
|
5,311 |
|
|
|
968 |
|
Alight Inc, Cl A * |
|
|
118,303 |
|
|
|
873 |
|
American Superconductor Corp * |
|
|
32,491 |
|
|
|
760 |
|
Arcosa Inc |
|
|
8,487 |
|
|
|
708 |
|
Argan Inc |
|
|
16,098 |
|
|
|
1,178 |
|
Armstrong World Industries Inc |
|
|
4,944 |
|
|
|
560 |
|
AZZ Inc |
|
|
19,837 |
|
|
|
1,532 |
|
Beacon Roofing Supply Inc * |
|
|
15,567 |
|
|
|
1,409 |
|
Blue Bird Corp * |
|
|
14,670 |
|
|
|
790 |
|
Boise Cascade Co |
|
|
2,368 |
|
|
|
282 |
|
Brady Corp, Cl A |
|
|
10,932 |
|
|
|
722 |
|
Brink's Co/The |
|
|
9,189 |
|
|
|
941 |
|
CACI International Inc, Cl A * |
|
|
1,842 |
|
|
|
792 |
|
CECO Environmental Corp * |
|
|
23,771 |
|
|
|
686 |
|
Cimpress PLC * |
|
|
13,671 |
|
|
|
1,198 |
|
Comfort Systems USA Inc |
|
|
11,069 |
|
|
|
3,366 |
|
Construction Partners Inc, Cl A * |
|
|
23,180 |
|
|
|
1,280 |
|
Core & Main Inc, Cl A * |
|
|
22,024 |
|
|
|
1,078 |
|
Costamare Inc |
|
|
48,316 |
|
|
|
794 |
|
CRA International Inc |
|
|
3,875 |
|
|
|
667 |
|
Crane Co |
|
|
4,066 |
|
|
|
590 |
|
Curtiss-Wright Corp |
|
|
2,957 |
|
|
|
801 |
|
Dycom Industries Inc * |
|
|
18,147 |
|
|
|
3,063 |
|
Encore Wire Corp |
|
|
6,457 |
|
|
|
1,871 |
|
Enovix Corp * |
|
|
38,197 |
|
|
|
591 |
|
ExlService Holdings Inc * |
|
|
116,572 |
|
|
|
3,656 |
|
FTAI Aviation Ltd |
|
|
12,761 |
|
|
|
1,317 |
|
GATX Corp |
|
|
4,349 |
|
|
|
576 |
|
Generac Holdings Inc * |
|
|
10,113 |
|
|
|
1,337 |
|
GEO Group * |
|
|
16,170 |
|
|
|
232 |
|
Gibraltar Industries Inc * |
|
|
7,676 |
|
|
|
526 |
|
Greenbrier Cos Inc/The |
|
|
14,695 |
|
|
|
728 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Griffon Corp |
|
|
31,757 |
|
|
$ |
2,028 |
|
HNI Corp |
|
|
38,033 |
|
|
|
1,712 |
|
Huron Consulting Group Inc * |
|
|
6,268 |
|
|
|
617 |
|
IES Holdings Inc * |
|
|
4,086 |
|
|
|
569 |
|
Interface Inc, Cl A |
|
|
35,057 |
|
|
|
515 |
|
Kirby Corp * |
|
|
7,576 |
|
|
|
907 |
|
Korn Ferry |
|
|
11,454 |
|
|
|
769 |
|
Limbach Holdings Inc * |
|
|
4,751 |
|
|
|
271 |
|
Matson Inc |
|
|
6,936 |
|
|
|
908 |
|
MDU Resources Group Inc |
|
|
29,451 |
|
|
|
739 |
|
Moog Inc, Cl A |
|
|
7,009 |
|
|
|
1,173 |
|
Mueller Industries Inc |
|
|
13,928 |
|
|
|
793 |
|
Mueller Water Products Inc, Cl A |
|
|
71,432 |
|
|
|
1,280 |
|
NEXTracker Inc, Cl A * |
|
|
20,094 |
|
|
|
942 |
|
NuScale Power Corp * |
|
|
41,857 |
|
|
|
489 |
|
nVent Electric PLC |
|
|
7,426 |
|
|
|
569 |
|
Pangaea Logistics Solutions Ltd |
|
|
13,888 |
|
|
|
109 |
|
Parsons Corp * |
|
|
25,206 |
|
|
|
2,062 |
|
Paycom Software Inc |
|
|
9,094 |
|
|
|
1,301 |
|
Powell Industries Inc |
|
|
6,655 |
|
|
|
954 |
|
Primoris Services Corp |
|
|
15,860 |
|
|
|
791 |
|
REV Group Inc |
|
|
39,107 |
|
|
|
973 |
|
Rush Enterprises Inc, Cl A |
|
|
12,461 |
|
|
|
522 |
|
RXO Inc * |
|
|
27,681 |
|
|
|
724 |
|
Safe Bulkers Inc |
|
|
20,041 |
|
|
|
117 |
|
SkyWest Inc * |
|
|
32,100 |
|
|
|
2,634 |
|
SPX Technologies Inc * |
|
|
4,896 |
|
|
|
696 |
|
Sterling Infrastructure Inc * |
|
|
16,566 |
|
|
|
1,960 |
|
Tennant Co |
|
|
6,012 |
|
|
|
592 |
|
Tetra Tech Inc |
|
|
3,210 |
|
|
|
656 |
|
Trex Co Inc * |
|
|
5,920 |
|
|
|
439 |
|
Tutor Perini Corp * |
|
|
38,769 |
|
|
|
844 |
|
UL Solutions Inc, Cl A |
|
|
16,077 |
|
|
|
678 |
|
Verra Mobility Corp, Cl A * |
|
|
34,969 |
|
|
|
951 |
|
Vertiv Holdings Co, Cl A |
|
|
8,237 |
|
|
|
713 |
|
Watts Water Technologies Inc, Cl A |
|
|
4,091 |
|
|
|
750 |
|
Woodward Inc |
|
|
4,350 |
|
|
|
759 |
|
Zurn Elkay Water Solutions |
|
|
18,301 |
|
|
|
538 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
71,114 |
|
Information Technology — 18.2% |
|
|
|
|
ACI Worldwide Inc * |
|
|
15,998 |
|
|
|
633 |
|
ACM Research Inc, Cl A * |
|
|
41,061 |
|
|
|
947 |
|
Agilysys Inc * |
|
|
8,203 |
|
|
|
854 |
|
Alarm.com Holdings Inc * |
|
|
22,159 |
|
|
|
1,408 |
|
Alpha & Omega Semiconductor Ltd * |
|
|
16,030 |
|
|
|
599 |
|
Amkor Technology Inc |
|
|
38,196 |
|
|
|
1,529 |
|
Appfolio Inc, Cl A * |
|
|
5,485 |
|
|
|
1,341 |
|
Aspen Technology Inc * |
|
|
6,554 |
|
|
|
1,302 |
|
AvePoint Inc * |
|
|
77,500 |
|
|
|
808 |
|
Badger Meter Inc |
|
|
15,820 |
|
|
|
2,948 |
|
Belden Inc |
|
|
13,900 |
|
|
|
1,304 |
|
Bit Digital Inc * |
|
|
32,894 |
|
|
|
105 |
|
Braze Inc, Cl A * |
|
|
15,594 |
|
|
|
606 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Growth Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CCC Intelligent Solutions Holdings Inc * |
|
|
139,125 |
|
|
$ |
1,546 |
|
Cirrus Logic Inc * |
|
|
6,653 |
|
|
|
849 |
|
Cleanspark Inc * |
|
|
40,115 |
|
|
|
640 |
|
Clear Secure, Cl A |
|
|
20,036 |
|
|
|
375 |
|
Clearwater Analytics Holdings Inc, Cl A * |
|
|
90,220 |
|
|
|
1,671 |
|
Coherent Corp * |
|
|
9,841 |
|
|
|
713 |
|
CommVault Systems * |
|
|
22,931 |
|
|
|
2,788 |
|
Couchbase Inc * |
|
|
19,474 |
|
|
|
356 |
|
Credo Technology Group Holding Ltd * |
|
|
32,500 |
|
|
|
1,038 |
|
Dynatrace Inc * |
|
|
32,736 |
|
|
|
1,465 |
|
Fabrinet * |
|
|
13,666 |
|
|
|
3,345 |
|
FormFactor Inc * |
|
|
16,842 |
|
|
|
1,019 |
|
Globant SA * |
|
|
13,220 |
|
|
|
2,357 |
|
Impinj Inc * |
|
|
7,849 |
|
|
|
1,230 |
|
Instructure Holdings Inc * |
|
|
26,550 |
|
|
|
622 |
|
Intapp Inc * |
|
|
20,783 |
|
|
|
762 |
|
InterDigital Inc |
|
|
4,646 |
|
|
|
542 |
|
Itron Inc * |
|
|
13,635 |
|
|
|
1,349 |
|
Kyndryl Holdings Inc * |
|
|
27,739 |
|
|
|
730 |
|
LiveRamp Holdings Inc * |
|
|
36,338 |
|
|
|
1,124 |
|
Marathon Digital Holdings Inc * |
|
|
13,348 |
|
|
|
265 |
|
MicroStrategy Inc, Cl A * |
|
|
146 |
|
|
|
201 |
|
Monolithic Power Systems Inc |
|
|
1,400 |
|
|
|
1,150 |
|
Napco Security Technologies Inc |
|
|
25,265 |
|
|
|
1,313 |
|
Onto Innovation Inc * |
|
|
7,536 |
|
|
|
1,655 |
|
OSI Systems Inc * |
|
|
3,837 |
|
|
|
528 |
|
Power Integrations Inc |
|
|
7,698 |
|
|
|
540 |
|
Q2 Holdings Inc * |
|
|
29,236 |
|
|
|
1,764 |
|
Qualys Inc * |
|
|
2,133 |
|
|
|
304 |
|
SEMrush Holdings Inc, Cl A * |
|
|
46,982 |
|
|
|
629 |
|
SiTime Corp * |
|
|
5,422 |
|
|
|
674 |
|
SolarWinds Corp |
|
|
53,232 |
|
|
|
641 |
|
SPS Commerce Inc * |
|
|
2,970 |
|
|
|
559 |
|
Super Micro Computer Inc * |
|
|
4,790 |
|
|
|
3,925 |
|
Tenable Holdings Inc * |
|
|
8,994 |
|
|
|
392 |
|
Terawulf Inc * |
|
|
189,315 |
|
|
|
842 |
|
TTM Technologies Inc * |
|
|
81,521 |
|
|
|
1,584 |
|
Tyler Technologies Inc * |
|
|
3,227 |
|
|
|
1,622 |
|
Universal Display Corp |
|
|
3,810 |
|
|
|
801 |
|
Veeco Instruments Inc * |
|
|
40,576 |
|
|
|
1,895 |
|
Verint Systems Inc * |
|
|
20,500 |
|
|
|
660 |
|
Xerox Holdings Corp |
|
|
41,687 |
|
|
|
484 |
|
Zeta Global Holdings Corp, Cl A * |
|
|
51,621 |
|
|
|
911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
62,244 |
|
Materials — 2.9% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
2,305 |
|
|
|
647 |
|
Aspen Aerogels Inc * |
|
|
46,911 |
|
|
|
1,119 |
|
ATI Inc * |
|
|
13,229 |
|
|
|
733 |
|
Cabot Corp |
|
|
15,443 |
|
|
|
1,419 |
|
Century Aluminum Co * |
|
|
37,207 |
|
|
|
623 |
|
Element Solutions Inc |
|
|
28,700 |
|
|
|
778 |
|
Ingevity Corp * |
|
|
10,654 |
|
|
|
466 |
|
Innospec Inc |
|
|
3,953 |
|
|
|
489 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kaiser Aluminum Corp |
|
|
5,918 |
|
|
$ |
520 |
|
Louisiana-Pacific Corp |
|
|
6,990 |
|
|
|
575 |
|
Minerals Technologies Inc |
|
|
15,002 |
|
|
|
1,248 |
|
Sealed Air Corp |
|
|
15,518 |
|
|
|
540 |
|
Sylvamo Corp |
|
|
8,168 |
|
|
|
560 |
|
Warrior Met Coal Inc |
|
|
2,929 |
|
|
|
184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,901 |
|
Real Estate — 1.5% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
32,826 |
|
|
|
588 |
|
COPT Defense Properties ‡ |
|
|
16,807 |
|
|
|
421 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
20,051 |
|
|
|
556 |
|
Forestar Group Inc * |
|
|
23,170 |
|
|
|
741 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
5,939 |
|
|
|
649 |
|
Newmark Group Inc, Cl A |
|
|
68,983 |
|
|
|
706 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
56,792 |
|
|
|
594 |
|
Terreno Realty Corp ‡ |
|
|
7,423 |
|
|
|
439 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
39,727 |
|
|
|
569 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,263 |
|
Utilities — 0.9% |
|
|
|
|
Black Hills Corp, Cl A |
|
|
9,659 |
|
|
|
525 |
|
Consolidated Water Co Ltd |
|
|
6,700 |
|
|
|
178 |
|
New Jersey Resources Corp |
|
|
11,557 |
|
|
|
494 |
|
Otter Tail Corp |
|
|
14,318 |
|
|
|
1,254 |
|
Portland General Electric Co |
|
|
10,822 |
|
|
|
468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,919 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $286,223) ($ Thousands) |
|
|
|
|
|
|
339,185 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
3,770,020 |
|
|
|
3,770 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,770) ($ Thousands) |
|
|
|
|
|
|
3,770 |
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $289,993) ($ Thousands) |
|
$ |
342,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $342,091 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Small Cap Growth Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,403 |
|
|
$ |
9,567 |
|
|
$ |
(11,974 |
) |
|
$ |
— |
|
|
$ |
4 |
|
|
$ |
— |
|
|
$ |
84 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,887 |
|
|
|
54,610 |
|
|
|
(54,727 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,770 |
|
|
|
142 |
|
|
|
— |
|
Totals |
|
$ |
6,290 |
|
|
$ |
64,177 |
|
|
$ |
(66,701 |
) |
|
$ |
– |
|
|
$ |
4 |
|
|
$ |
3,770 |
|
|
$ |
226 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.1% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.3% |
|
|
|
|
Cinemark Holdings Inc * |
|
|
410,374 |
|
|
$ |
8,872 |
|
Cogent Communications Holdings Inc |
|
|
12,431 |
|
|
|
702 |
|
Electronic Arts Inc |
|
|
2,290 |
|
|
|
319 |
|
IAC Inc * |
|
|
3,105 |
|
|
|
146 |
|
Interpublic Group of Cos Inc/The |
|
|
24,754 |
|
|
|
720 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
17,833 |
|
|
|
168 |
|
Match Group Inc * |
|
|
1,449 |
|
|
|
44 |
|
MediaAlpha Inc, Cl A * |
|
|
55,888 |
|
|
|
736 |
|
Nexstar Media Group Inc, Cl A |
|
|
11,655 |
|
|
|
1,935 |
|
Shutterstock Inc |
|
|
14,686 |
|
|
|
568 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,431 |
|
|
|
534 |
|
TKO Group Holdings Inc, Cl A |
|
|
7,252 |
|
|
|
783 |
|
TrueCar Inc * |
|
|
395,631 |
|
|
|
1,238 |
|
Yelp Inc, Cl A * |
|
|
38,859 |
|
|
|
1,436 |
|
Ziff Davis Inc * |
|
|
23,652 |
|
|
|
1,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,503 |
|
Consumer Discretionary — 11.1% |
|
|
|
|
1stdibs.com Inc * |
|
|
179,092 |
|
|
|
804 |
|
Aaron's Co Inc/The |
|
|
28,301 |
|
|
|
282 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
25,365 |
|
|
|
4,511 |
|
Adient PLC * |
|
|
30,654 |
|
|
|
757 |
|
Advance Auto Parts Inc |
|
|
48,018 |
|
|
|
3,041 |
|
American Eagle Outfitters Inc |
|
|
12,590 |
|
|
|
251 |
|
Asbury Automotive Group Inc * |
|
|
3,907 |
|
|
|
890 |
|
AutoNation Inc * |
|
|
1,730 |
|
|
|
276 |
|
Beazer Homes USA Inc, Cl A * |
|
|
35,435 |
|
|
|
974 |
|
Bloomin' Brands Inc |
|
|
226,408 |
|
|
|
4,354 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,538 |
|
|
|
169 |
|
Brinker International Inc * |
|
|
194,123 |
|
|
|
14,053 |
|
Burlington Stores Inc * |
|
|
12,800 |
|
|
|
3,072 |
|
Carter's Inc |
|
|
13,757 |
|
|
|
853 |
|
Carvana Co, Cl A * |
|
|
3,513 |
|
|
|
452 |
|
Cricut Inc, Cl A |
|
|
52,506 |
|
|
|
315 |
|
Dave & Buster's Entertainment Inc * |
|
|
30,440 |
|
|
|
1,212 |
|
Deckers Outdoor Corp * |
|
|
1,672 |
|
|
|
1,618 |
|
Duolingo Inc, Cl A * |
|
|
8,316 |
|
|
|
1,735 |
|
Etsy Inc * |
|
|
6,503 |
|
|
|
384 |
|
G-III Apparel Group Ltd * |
|
|
10,090 |
|
|
|
273 |
|
Goodyear Tire & Rubber Co/The * |
|
|
16,722 |
|
|
|
190 |
|
Group 1 Automotive Inc |
|
|
4,472 |
|
|
|
1,329 |
|
Haverty Furniture Cos Inc |
|
|
17,831 |
|
|
|
451 |
|
Helen of Troy Ltd * |
|
|
8,526 |
|
|
|
791 |
|
Hibbett Inc |
|
|
12,347 |
|
|
|
1,077 |
|
Installed Building Products Inc |
|
|
849 |
|
|
|
175 |
|
KB Home |
|
|
22,517 |
|
|
|
1,580 |
|
LCI Industries |
|
|
8,009 |
|
|
|
828 |
|
Lifetime Brands Inc |
|
|
31,000 |
|
|
|
266 |
|
Lithia Motors Inc, Cl A |
|
|
7,763 |
|
|
|
1,960 |
|
LKQ Corp |
|
|
42,488 |
|
|
|
1,767 |
|
Modine Manufacturing Co * |
|
|
67,133 |
|
|
|
6,726 |
|
Murphy USA Inc |
|
|
5,255 |
|
|
|
2,467 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
19,447 |
|
|
$ |
1,909 |
|
PlayAGS Inc * |
|
|
72,625 |
|
|
|
835 |
|
Pool Corp |
|
|
13,752 |
|
|
|
4,226 |
|
Shake Shack Inc, Cl A * |
|
|
1,889 |
|
|
|
170 |
|
Signet Jewelers Ltd |
|
|
7,574 |
|
|
|
679 |
|
Skechers USA Inc, Cl A * |
|
|
19,536 |
|
|
|
1,350 |
|
Skyline Champion Corp * |
|
|
5,295 |
|
|
|
359 |
|
Sleep Number Corp * |
|
|
15,060 |
|
|
|
144 |
|
Standard Motor Products Inc |
|
|
8,883 |
|
|
|
246 |
|
Strategic Education Inc |
|
|
6,439 |
|
|
|
713 |
|
Stride Inc * |
|
|
38,570 |
|
|
|
2,719 |
|
Superior Group of Cos Inc |
|
|
36,133 |
|
|
|
683 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
57,932 |
|
|
|
3,212 |
|
Tri Pointe Homes Inc * |
|
|
57,016 |
|
|
|
2,124 |
|
Udemy Inc * |
|
|
136,777 |
|
|
|
1,180 |
|
Universal Technical Institute Inc * |
|
|
23,859 |
|
|
|
375 |
|
Urban Outfitters Inc * |
|
|
173,556 |
|
|
|
7,125 |
|
Vail Resorts Inc |
|
|
9,293 |
|
|
|
1,674 |
|
Vera Bradley Inc * |
|
|
25,445 |
|
|
|
159 |
|
Whirlpool Corp |
|
|
23,625 |
|
|
|
2,415 |
|
Williams-Sonoma Inc |
|
|
2,639 |
|
|
|
745 |
|
Winmark Corp |
|
|
1,329 |
|
|
|
469 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
93,394 |
|
Consumer Staples — 5.2% |
|
|
|
|
BellRing Brands Inc * |
|
|
10,378 |
|
|
|
593 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
12,598 |
|
|
|
1,107 |
|
Cal-Maine Foods Inc |
|
|
3,695 |
|
|
|
226 |
|
Casey's General Stores Inc |
|
|
3,155 |
|
|
|
1,204 |
|
Central Garden & Pet Co, Cl A * |
|
|
19,370 |
|
|
|
640 |
|
Church & Dwight Co Inc |
|
|
7,848 |
|
|
|
814 |
|
Coca-Cola Consolidated Inc |
|
|
2,372 |
|
|
|
2,574 |
|
Darling Ingredients Inc * |
|
|
16,819 |
|
|
|
618 |
|
elf Beauty Inc * |
|
|
15,394 |
|
|
|
3,244 |
|
Flowers Foods Inc |
|
|
23,770 |
|
|
|
528 |
|
Fresh Del Monte Produce Inc |
|
|
22,329 |
|
|
|
488 |
|
Freshpet Inc * |
|
|
6,858 |
|
|
|
887 |
|
Honest Co Inc/The * |
|
|
212,873 |
|
|
|
621 |
|
Ingles Markets Inc, Cl A |
|
|
6,621 |
|
|
|
454 |
|
Ingredion Inc |
|
|
14,851 |
|
|
|
1,703 |
|
J & J Snack Foods Corp |
|
|
7,030 |
|
|
|
1,141 |
|
John B Sanfilippo & Son Inc |
|
|
5,357 |
|
|
|
520 |
|
Kroger Co/The |
|
|
6,156 |
|
|
|
307 |
|
Lifeway Foods Inc * |
|
|
64,689 |
|
|
|
826 |
|
Nature's Sunshine Products Inc * |
|
|
26,310 |
|
|
|
396 |
|
Pilgrim's Pride Corp * |
|
|
278,987 |
|
|
|
10,738 |
|
PriceSmart Inc |
|
|
12,015 |
|
|
|
976 |
|
Primo Water Corp |
|
|
86,629 |
|
|
|
1,894 |
|
Seneca Foods Corp, Cl A * |
|
|
315 |
|
|
|
18 |
|
Spectrum Brands Holdings Inc |
|
|
22,741 |
|
|
|
1,954 |
|
Sprouts Farmers Market Inc * |
|
|
27,834 |
|
|
|
2,329 |
|
Universal Corp/VA |
|
|
18,077 |
|
|
|
871 |
|
US Foods Holding Corp * |
|
|
26,119 |
|
|
|
1,384 |
|
USANA Health Sciences Inc * |
|
|
4,731 |
|
|
|
214 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Village Super Market Inc, Cl A |
|
|
16,517 |
|
|
$ |
436 |
|
Vital Farms Inc * |
|
|
43,854 |
|
|
|
2,051 |
|
Weis Markets Inc |
|
|
26,233 |
|
|
|
1,647 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,403 |
|
Energy — 4.7% |
|
|
|
|
Archrock Inc |
|
|
26,874 |
|
|
|
543 |
|
ChampionX Corp |
|
|
14,821 |
|
|
|
492 |
|
CNX Resources Corp * |
|
|
105,025 |
|
|
|
2,552 |
|
Coterra Energy Inc |
|
|
69,602 |
|
|
|
1,856 |
|
Delek US Holdings Inc |
|
|
314,513 |
|
|
|
7,787 |
|
DHT Holdings Inc |
|
|
83,305 |
|
|
|
964 |
|
Diamondback Energy Inc, Cl A |
|
|
10,131 |
|
|
|
2,028 |
|
DT Midstream Inc |
|
|
28,973 |
|
|
|
2,058 |
|
Exxon Mobil Corp |
|
|
5,528 |
|
|
|
636 |
|
Golar LNG Ltd |
|
|
5,175 |
|
|
|
162 |
|
Gulfport Energy Corp * |
|
|
10,152 |
|
|
|
1,533 |
|
Helmerich & Payne Inc |
|
|
5,085 |
|
|
|
184 |
|
HF Sinclair Corp |
|
|
40,000 |
|
|
|
2,134 |
|
International Seaways Inc |
|
|
20,216 |
|
|
|
1,195 |
|
Marathon Petroleum Corp |
|
|
7,296 |
|
|
|
1,266 |
|
Natural Gas Services Group Inc * |
|
|
33,498 |
|
|
|
674 |
|
Par Pacific Holdings Inc * |
|
|
21,115 |
|
|
|
533 |
|
PBF Energy Inc, Cl A |
|
|
25,547 |
|
|
|
1,176 |
|
TechnipFMC PLC |
|
|
79,532 |
|
|
|
2,080 |
|
Teekay Corp * |
|
|
107,083 |
|
|
|
961 |
|
Teekay Tankers Ltd, Cl A |
|
|
19,615 |
|
|
|
1,350 |
|
Tidewater Inc * |
|
|
15,597 |
|
|
|
1,485 |
|
Veren Inc |
|
|
351,672 |
|
|
|
2,768 |
|
Viper Energy Inc, Cl A |
|
|
53,397 |
|
|
|
2,004 |
|
Weatherford International PLC * |
|
|
10,383 |
|
|
|
1,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
39,692 |
|
Financials — 19.8% |
|
|
|
|
1st Source Corp |
|
|
7,047 |
|
|
|
378 |
|
Allstate Corp/The |
|
|
990 |
|
|
|
158 |
|
American Financial Group Inc/OH |
|
|
13,674 |
|
|
|
1,682 |
|
Ameriprise Financial Inc |
|
|
4,587 |
|
|
|
1,959 |
|
AMERISAFE Inc |
|
|
1,257 |
|
|
|
55 |
|
Arch Capital Group Ltd * |
|
|
10,008 |
|
|
|
1,010 |
|
AssetMark Financial Holdings Inc * |
|
|
29,705 |
|
|
|
1,026 |
|
AvidXchange Holdings Inc * |
|
|
79,916 |
|
|
|
964 |
|
Axos Financial Inc * |
|
|
48,113 |
|
|
|
2,750 |
|
Bain Capital Specialty Finance Inc |
|
|
17,023 |
|
|
|
278 |
|
Banc of California Inc |
|
|
34,251 |
|
|
|
438 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
49,383 |
|
|
|
1,465 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
10,000 |
|
|
|
351 |
|
Bank OZK |
|
|
45,636 |
|
|
|
1,871 |
|
BankUnited Inc |
|
|
6,774 |
|
|
|
198 |
|
BCB Bancorp Inc |
|
|
7,500 |
|
|
|
80 |
|
BGC Group Inc, Cl A |
|
|
352,876 |
|
|
|
2,929 |
|
Bread Financial Holdings Inc |
|
|
15,006 |
|
|
|
669 |
|
Brookfield Asset Management Ltd, Cl A |
|
|
16,510 |
|
|
|
628 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cambridge Bancorp |
|
|
2,114 |
|
|
$ |
146 |
|
Capital City Bank Group Inc |
|
|
9,652 |
|
|
|
274 |
|
Cass Information Systems Inc |
|
|
2,041 |
|
|
|
82 |
|
Cboe Global Markets Inc |
|
|
3,600 |
|
|
|
612 |
|
City Holding Co |
|
|
9,869 |
|
|
|
1,049 |
|
CNO Financial Group Inc |
|
|
301,615 |
|
|
|
8,361 |
|
Columbia Banking System Inc |
|
|
471,744 |
|
|
|
9,383 |
|
Comerica Inc |
|
|
11,232 |
|
|
|
573 |
|
Community Trust Bancorp Inc |
|
|
21,646 |
|
|
|
945 |
|
Customers Bancorp Inc * |
|
|
11,259 |
|
|
|
540 |
|
Diamond Hill Investment Group Inc |
|
|
2,001 |
|
|
|
282 |
|
Donnelley Financial Solutions Inc * |
|
|
39,415 |
|
|
|
2,350 |
|
Eagle Bancorp Inc |
|
|
21,162 |
|
|
|
400 |
|
Employers Holdings Inc |
|
|
17,888 |
|
|
|
763 |
|
Enact Holdings Inc |
|
|
7,491 |
|
|
|
230 |
|
Enova International Inc * |
|
|
9,200 |
|
|
|
573 |
|
Enstar Group Ltd * |
|
|
314 |
|
|
|
96 |
|
Essent Group Ltd |
|
|
17,254 |
|
|
|
969 |
|
Euronet Worldwide Inc * |
|
|
40,550 |
|
|
|
4,197 |
|
Everest Group Ltd |
|
|
6,060 |
|
|
|
2,309 |
|
EVERTEC Inc |
|
|
53,668 |
|
|
|
1,784 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,256 |
|
|
|
227 |
|
Fidelis Insurance Holdings Ltd |
|
|
12,678 |
|
|
|
207 |
|
Financial Institutions Inc |
|
|
80,765 |
|
|
|
1,560 |
|
First American Financial Corp |
|
|
3,200 |
|
|
|
173 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
775 |
|
|
|
1,305 |
|
First Commonwealth Financial Corp |
|
|
316,920 |
|
|
|
4,377 |
|
First Community Bankshares Inc |
|
|
66,479 |
|
|
|
2,449 |
|
First Internet Bancorp |
|
|
40,160 |
|
|
|
1,085 |
|
First Interstate BancSystem Inc, Cl A |
|
|
51,000 |
|
|
|
1,416 |
|
First Merchants Corp |
|
|
43,616 |
|
|
|
1,452 |
|
FirstCash Holdings Inc |
|
|
11,094 |
|
|
|
1,164 |
|
FNB Corp/PA |
|
|
494,669 |
|
|
|
6,767 |
|
GCM Grosvenor Inc, Cl A |
|
|
162,801 |
|
|
|
1,589 |
|
Global Payments Inc |
|
|
1,009 |
|
|
|
98 |
|
Great Southern Bancorp Inc |
|
|
12,053 |
|
|
|
670 |
|
Hamilton Lane Inc, Cl A |
|
|
9,000 |
|
|
|
1,112 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
25,705 |
|
|
|
3,224 |
|
Heritage Insurance Holdings Inc * |
|
|
39,007 |
|
|
|
276 |
|
HomeTrust Bancshares Inc |
|
|
4,975 |
|
|
|
149 |
|
Horace Mann Educators Corp, Cl A |
|
|
66,934 |
|
|
|
2,183 |
|
I3 Verticals Inc, Cl A * |
|
|
64,901 |
|
|
|
1,433 |
|
Independent Bank Corp/MI |
|
|
12,857 |
|
|
|
347 |
|
Jackson Financial Inc, Cl A |
|
|
171,023 |
|
|
|
12,700 |
|
KeyCorp |
|
|
127,420 |
|
|
|
1,811 |
|
Kinsale Capital Group Inc |
|
|
8,604 |
|
|
|
3,315 |
|
Lincoln National Corp |
|
|
342,629 |
|
|
|
10,656 |
|
MarketAxess Holdings Inc |
|
|
3,984 |
|
|
|
799 |
|
Merchants Bancorp/IN |
|
|
59,391 |
|
|
|
2,408 |
|
Mercury General Corp |
|
|
8,325 |
|
|
|
442 |
|
MidWestOne Financial Group Inc |
|
|
30,180 |
|
|
|
679 |
|
Moneylion Inc * |
|
|
24,233 |
|
|
|
1,782 |
|
Mr Cooper Group Inc * |
|
|
20,000 |
|
|
|
1,625 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NMI Holdings Inc, Cl A * |
|
|
16,031 |
|
|
$ |
546 |
|
OFG Bancorp |
|
|
133,441 |
|
|
|
4,997 |
|
Old National Bancorp/IN, Cl A |
|
|
232,633 |
|
|
|
3,999 |
|
Oscar Health Inc, Cl A * |
|
|
81,691 |
|
|
|
1,292 |
|
Pacific Premier Bancorp Inc |
|
|
94,773 |
|
|
|
2,177 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
141,720 |
|
|
|
1,657 |
|
Palomar Holdings Inc, Cl A * |
|
|
2,542 |
|
|
|
206 |
|
Paymentus Holdings Inc, Cl A * |
|
|
76,458 |
|
|
|
1,453 |
|
Piper Sandler Cos |
|
|
5,000 |
|
|
|
1,151 |
|
PJT Partners Inc, Cl A |
|
|
14,364 |
|
|
|
1,550 |
|
Popular Inc |
|
|
11,261 |
|
|
|
996 |
|
Preferred Bank/Los Angeles CA |
|
|
13,055 |
|
|
|
985 |
|
PROG Holdings Inc |
|
|
32,545 |
|
|
|
1,129 |
|
Reinsurance Group of America Inc, Cl A |
|
|
7,938 |
|
|
|
1,629 |
|
RenaissanceRe Holdings Ltd |
|
|
4,308 |
|
|
|
963 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
17,019 |
|
|
|
912 |
|
Ryan Specialty Holdings Inc, Cl A |
|
|
44,653 |
|
|
|
2,586 |
|
Safety Insurance Group Inc |
|
|
2,574 |
|
|
|
193 |
|
Selective Insurance Group Inc |
|
|
19,688 |
|
|
|
1,847 |
|
Sierra Bancorp |
|
|
10,091 |
|
|
|
226 |
|
Starwood Property Trust Inc ‡ |
|
|
104,860 |
|
|
|
1,986 |
|
StepStone Group Inc, Cl A |
|
|
30,545 |
|
|
|
1,402 |
|
United Fire Group Inc |
|
|
23,336 |
|
|
|
501 |
|
Universal Insurance Holdings Inc |
|
|
24,324 |
|
|
|
456 |
|
Victory Capital Holdings Inc, Cl A |
|
|
30,188 |
|
|
|
1,441 |
|
Virtus Investment Partners Inc |
|
|
1,832 |
|
|
|
414 |
|
Westamerica BanCorp |
|
|
22,421 |
|
|
|
1,088 |
|
Zions Bancorp NA |
|
|
106,979 |
|
|
|
4,640 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
166,709 |
|
Health Care — 11.3% |
|
|
|
|
Addus HomeCare Corp * |
|
|
5,000 |
|
|
|
581 |
|
ADMA Biologics Inc * |
|
|
263,628 |
|
|
|
2,947 |
|
Agios Pharmaceuticals Inc * |
|
|
25,779 |
|
|
|
1,112 |
|
Akero Therapeutics Inc * |
|
|
10,349 |
|
|
|
243 |
|
Alkermes PLC * |
|
|
68,608 |
|
|
|
1,653 |
|
AMN Healthcare Services Inc * |
|
|
37,327 |
|
|
|
1,912 |
|
Amphastar Pharmaceuticals Inc * |
|
|
30,342 |
|
|
|
1,214 |
|
ANI Pharmaceuticals Inc * |
|
|
31,186 |
|
|
|
1,986 |
|
Anika Therapeutics Inc * |
|
|
33,441 |
|
|
|
847 |
|
Ascendis Pharma A/S ADR * |
|
|
3,473 |
|
|
|
474 |
|
Biohaven Ltd * |
|
|
6,410 |
|
|
|
222 |
|
Bio-Techne Corp |
|
|
9,017 |
|
|
|
646 |
|
Bioventus Inc, Cl A * |
|
|
320,945 |
|
|
|
1,845 |
|
Blueprint Medicines Corp * |
|
|
20,272 |
|
|
|
2,185 |
|
Castle Biosciences Inc * |
|
|
21,885 |
|
|
|
476 |
|
Catalyst Pharmaceuticals Inc * |
|
|
32,000 |
|
|
|
496 |
|
Cencora Inc, Cl A |
|
|
4,713 |
|
|
|
1,062 |
|
Certara Inc * |
|
|
133,698 |
|
|
|
1,852 |
|
Charles River Laboratories International Inc * |
|
|
7,525 |
|
|
|
1,554 |
|
Chemed Corp |
|
|
5,665 |
|
|
|
3,074 |
|
Collegium Pharmaceutical Inc * |
|
|
141,833 |
|
|
|
4,567 |
|
CorVel Corp * |
|
|
3,132 |
|
|
|
796 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Crinetics Pharmaceuticals Inc * |
|
|
6,227 |
|
|
$ |
279 |
|
Cross Country Healthcare Inc * |
|
|
91,388 |
|
|
|
1,265 |
|
Cullinan Therapeutics Inc * |
|
|
9,439 |
|
|
|
165 |
|
Doximity Inc, Cl A * |
|
|
24,228 |
|
|
|
678 |
|
Edgewise Therapeutics Inc * |
|
|
13,201 |
|
|
|
238 |
|
Encompass Health Corp |
|
|
19,928 |
|
|
|
1,710 |
|
Enovis Corp * |
|
|
36,894 |
|
|
|
1,668 |
|
Ensign Group Inc/The |
|
|
4,885 |
|
|
|
604 |
|
Establishment Labs Holdings Inc * |
|
|
6,153 |
|
|
|
280 |
|
Globus Medical Inc, Cl A * |
|
|
14,804 |
|
|
|
1,014 |
|
GoodRx Holdings Inc, Cl A * |
|
|
21,916 |
|
|
|
171 |
|
Haemonetics Corp * |
|
|
8,827 |
|
|
|
730 |
|
Harmony Biosciences Holdings Inc * |
|
|
9,936 |
|
|
|
300 |
|
HealthEquity Inc * |
|
|
15,081 |
|
|
|
1,300 |
|
HealthStream Inc |
|
|
68,763 |
|
|
|
1,918 |
|
Hims & Hers Health Inc * |
|
|
104,175 |
|
|
|
2,103 |
|
ICON PLC * |
|
|
5,210 |
|
|
|
1,633 |
|
ICU Medical Inc * |
|
|
5,669 |
|
|
|
673 |
|
IDEXX Laboratories Inc * |
|
|
458 |
|
|
|
223 |
|
Incyte Corp * |
|
|
3,300 |
|
|
|
200 |
|
Inmode Ltd * |
|
|
195,735 |
|
|
|
3,570 |
|
Insmed Inc * |
|
|
19,366 |
|
|
|
1,298 |
|
Integra LifeSciences Holdings Corp * |
|
|
85,070 |
|
|
|
2,479 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
6,446 |
|
|
|
441 |
|
Ionis Pharmaceuticals Inc * |
|
|
6,047 |
|
|
|
288 |
|
Iovance Biotherapeutics Inc * |
|
|
22,456 |
|
|
|
180 |
|
iRadimed Corp |
|
|
6,407 |
|
|
|
282 |
|
Jazz Pharmaceuticals PLC * |
|
|
5,000 |
|
|
|
534 |
|
Kiniksa Pharmaceuticals International PLC, Cl A * |
|
|
31,021 |
|
|
|
579 |
|
LeMaitre Vascular Inc |
|
|
21,975 |
|
|
|
1,808 |
|
Ligand Pharmaceuticals Inc * |
|
|
17,194 |
|
|
|
1,449 |
|
LivaNova PLC * |
|
|
18,906 |
|
|
|
1,036 |
|
Masimo Corp * |
|
|
3,863 |
|
|
|
486 |
|
Medpace Holdings Inc * |
|
|
9,317 |
|
|
|
3,837 |
|
Merit Medical Systems Inc * |
|
|
17,000 |
|
|
|
1,461 |
|
Mettler-Toledo International Inc * |
|
|
411 |
|
|
|
574 |
|
National HealthCare Corp |
|
|
4,888 |
|
|
|
530 |
|
NeoGenomics Inc * |
|
|
6,928 |
|
|
|
96 |
|
Neurocrine Biosciences Inc * |
|
|
11,777 |
|
|
|
1,621 |
|
OmniAb Inc, Cl W * |
|
|
67,355 |
|
|
|
253 |
|
OmniAB Inc * |
|
|
11,714 |
|
|
|
— |
|
Option Care Health Inc * |
|
|
40,000 |
|
|
|
1,108 |
|
OraSure Technologies Inc * |
|
|
157,291 |
|
|
|
670 |
|
Owens & Minor Inc * |
|
|
16,429 |
|
|
|
222 |
|
Pennant Group Inc/The * |
|
|
81,388 |
|
|
|
1,887 |
|
Penumbra Inc * |
|
|
1,427 |
|
|
|
257 |
|
PetIQ Inc, Cl A * |
|
|
41,640 |
|
|
|
919 |
|
Phibro Animal Health Corp, Cl A |
|
|
66,898 |
|
|
|
1,122 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
30,980 |
|
|
|
2,133 |
|
Protagonist Therapeutics Inc * |
|
|
7,072 |
|
|
|
245 |
|
Puma Biotechnology Inc * |
|
|
45,361 |
|
|
|
148 |
|
QuidelOrtho Corp * |
|
|
20,201 |
|
|
|
671 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Repligen Corp * |
|
|
16,467 |
|
|
$ |
2,076 |
|
Revvity Inc |
|
|
12,707 |
|
|
|
1,332 |
|
RxSight Inc * |
|
|
13,728 |
|
|
|
826 |
|
Select Medical Holdings Corp |
|
|
17,097 |
|
|
|
599 |
|
Supernus Pharmaceuticals Inc * |
|
|
36,249 |
|
|
|
970 |
|
Surmodics Inc * |
|
|
8,423 |
|
|
|
354 |
|
Teleflex Inc |
|
|
3,980 |
|
|
|
837 |
|
Tenet Healthcare Corp * |
|
|
6,108 |
|
|
|
813 |
|
Theravance Biopharma Inc * |
|
|
58,336 |
|
|
|
495 |
|
UFP Technologies Inc * |
|
|
6,094 |
|
|
|
1,608 |
|
United Therapeutics Corp * |
|
|
6,841 |
|
|
|
2,179 |
|
Varex Imaging Corp * |
|
|
22,778 |
|
|
|
335 |
|
Viemed Healthcare Inc * |
|
|
122,739 |
|
|
|
804 |
|
Voyager Therapeutics Inc * |
|
|
39,770 |
|
|
|
315 |
|
WaVe Life Sciences Ltd * |
|
|
201,202 |
|
|
|
1,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,627 |
|
Industrials — 20.7% |
|
|
|
|
A O Smith Corp |
|
|
4,400 |
|
|
|
360 |
|
AAON Inc |
|
|
59,301 |
|
|
|
5,173 |
|
AAR Corp * |
|
|
15,000 |
|
|
|
1,090 |
|
ABM Industries Inc |
|
|
64,862 |
|
|
|
3,280 |
|
ACCO Brands Corp |
|
|
454,568 |
|
|
|
2,136 |
|
Acuity Brands Inc |
|
|
2,320 |
|
|
|
560 |
|
Advanced Drainage Systems Inc |
|
|
21,913 |
|
|
|
3,515 |
|
AECOM |
|
|
13,579 |
|
|
|
1,197 |
|
AeroVironment Inc * |
|
|
8,052 |
|
|
|
1,467 |
|
American Superconductor Corp * |
|
|
8,557 |
|
|
|
200 |
|
Apogee Enterprises Inc |
|
|
8,561 |
|
|
|
538 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
12,000 |
|
|
|
2,328 |
|
ArcBest Corp |
|
|
12,284 |
|
|
|
1,315 |
|
Astec Industries Inc |
|
|
50,444 |
|
|
|
1,496 |
|
Axon Enterprise Inc * |
|
|
16,600 |
|
|
|
4,884 |
|
Barnes Group Inc |
|
|
83,927 |
|
|
|
3,475 |
|
Barrett Business Services Inc |
|
|
8,704 |
|
|
|
285 |
|
Beacon Roofing Supply Inc * |
|
|
9,225 |
|
|
|
835 |
|
BlueLinx Holdings Inc * |
|
|
3,071 |
|
|
|
286 |
|
Boise Cascade Co |
|
|
17,505 |
|
|
|
2,087 |
|
Brink's Co/The |
|
|
1,514 |
|
|
|
155 |
|
Broadridge Financial Solutions Inc |
|
|
1,700 |
|
|
|
335 |
|
Builders FirstSource Inc * |
|
|
9,855 |
|
|
|
1,364 |
|
BWX Technologies Inc |
|
|
42,375 |
|
|
|
4,026 |
|
Byrna Technologies Inc * |
|
|
62,206 |
|
|
|
621 |
|
CACI International Inc, Cl A * |
|
|
1,073 |
|
|
|
462 |
|
Casella Waste Systems Inc, Cl A * |
|
|
5,000 |
|
|
|
496 |
|
CBIZ Inc * |
|
|
13,842 |
|
|
|
1,026 |
|
CECO Environmental Corp * |
|
|
52,254 |
|
|
|
1,507 |
|
Cimpress PLC * |
|
|
8,814 |
|
|
|
772 |
|
Cintas Corp |
|
|
2,844 |
|
|
|
1,992 |
|
Civeo Corp |
|
|
8,614 |
|
|
|
215 |
|
Clean Harbors Inc * |
|
|
7,022 |
|
|
|
1,588 |
|
Comfort Systems USA Inc |
|
|
6,685 |
|
|
|
2,033 |
|
Commercial Vehicle Group Inc * |
|
|
75,000 |
|
|
|
367 |
|
Construction Partners Inc, Cl A * |
|
|
5,914 |
|
|
|
326 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Copart Inc * |
|
|
97,577 |
|
|
$ |
5,285 |
|
CRA International Inc |
|
|
11,678 |
|
|
|
2,011 |
|
CSG Systems International Inc |
|
|
16,685 |
|
|
|
687 |
|
CSW Industrials Inc |
|
|
1,824 |
|
|
|
484 |
|
Curtiss-Wright Corp |
|
|
12,804 |
|
|
|
3,470 |
|
Ducommun Inc * |
|
|
8,335 |
|
|
|
484 |
|
EMCOR Group Inc |
|
|
13,656 |
|
|
|
4,986 |
|
Encore Wire Corp |
|
|
9,740 |
|
|
|
2,823 |
|
EnerSys |
|
|
5,874 |
|
|
|
608 |
|
Esab Corp |
|
|
19,244 |
|
|
|
1,817 |
|
ExlService Holdings Inc * |
|
|
173,942 |
|
|
|
5,455 |
|
Exponent Inc |
|
|
45,085 |
|
|
|
4,288 |
|
Federal Signal Corp |
|
|
4,000 |
|
|
|
335 |
|
Franklin Covey Co * |
|
|
648 |
|
|
|
25 |
|
FTI Consulting Inc * |
|
|
6,375 |
|
|
|
1,374 |
|
Gibraltar Industries Inc * |
|
|
8,523 |
|
|
|
584 |
|
Gorman-Rupp Co/The |
|
|
13,217 |
|
|
|
485 |
|
Griffon Corp |
|
|
27,277 |
|
|
|
1,742 |
|
GXO Logistics Inc * |
|
|
41,031 |
|
|
|
2,072 |
|
H&E Equipment Services Inc |
|
|
15,375 |
|
|
|
679 |
|
Hillenbrand Inc |
|
|
1,943 |
|
|
|
78 |
|
Hub Group Inc, Cl A |
|
|
23,336 |
|
|
|
1,005 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
1,235 |
|
|
|
304 |
|
Huron Consulting Group Inc * |
|
|
1,476 |
|
|
|
145 |
|
Hyster-Yale Inc |
|
|
10,524 |
|
|
|
734 |
|
IDEX Corp |
|
|
4,000 |
|
|
|
805 |
|
Kadant Inc |
|
|
7,199 |
|
|
|
2,115 |
|
Kennametal Inc |
|
|
59,550 |
|
|
|
1,402 |
|
Kforce Inc |
|
|
10,057 |
|
|
|
625 |
|
L B Foster Co, Cl A * |
|
|
36,797 |
|
|
|
792 |
|
L3Harris Technologies Inc |
|
|
2,036 |
|
|
|
457 |
|
Landstar System Inc |
|
|
8,600 |
|
|
|
1,586 |
|
Legalzoom.com Inc * |
|
|
102,367 |
|
|
|
859 |
|
Limbach Holdings Inc * |
|
|
4,412 |
|
|
|
251 |
|
LSI Industries Inc |
|
|
40,693 |
|
|
|
589 |
|
Luxfer Holdings PLC |
|
|
23,229 |
|
|
|
269 |
|
Marten Transport Ltd |
|
|
22,304 |
|
|
|
411 |
|
Masterbrand Inc * |
|
|
11,998 |
|
|
|
176 |
|
Miller Industries Inc/TN |
|
|
36,016 |
|
|
|
1,982 |
|
MSA Safety Inc |
|
|
10,698 |
|
|
|
2,008 |
|
Mueller Industries Inc |
|
|
35,099 |
|
|
|
1,999 |
|
MYR Group Inc * |
|
|
14,511 |
|
|
|
1,969 |
|
National Presto Industries Inc |
|
|
7,176 |
|
|
|
539 |
|
NEXTracker Inc, Cl A * |
|
|
19,544 |
|
|
|
916 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
10,792 |
|
|
|
1,906 |
|
OPENLANE Inc * |
|
|
118,605 |
|
|
|
1,968 |
|
Park Aerospace Corp |
|
|
81,129 |
|
|
|
1,110 |
|
Parsons Corp * |
|
|
5,022 |
|
|
|
411 |
|
Powell Industries Inc |
|
|
11,343 |
|
|
|
1,627 |
|
Primoris Services Corp |
|
|
29,688 |
|
|
|
1,481 |
|
Proto Labs Inc * |
|
|
50,990 |
|
|
|
1,575 |
|
RB Global Inc |
|
|
21,380 |
|
|
|
1,633 |
|
RBC Bearings Inc * |
|
|
11,906 |
|
|
|
3,212 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Resideo Technologies Inc * |
|
|
31,597 |
|
|
$ |
618 |
|
Resources Connection Inc |
|
|
21,841 |
|
|
|
241 |
|
Rush Enterprises Inc, Cl A |
|
|
58,383 |
|
|
|
2,444 |
|
RXO Inc * |
|
|
50,356 |
|
|
|
1,317 |
|
Science Applications International Corp |
|
|
13,698 |
|
|
|
1,610 |
|
Sensata Technologies Holding PLC |
|
|
81,542 |
|
|
|
3,049 |
|
Simpson Manufacturing Co Inc |
|
|
7,500 |
|
|
|
1,264 |
|
SkyWest Inc * |
|
|
36,792 |
|
|
|
3,019 |
|
Standex International Corp |
|
|
5,842 |
|
|
|
941 |
|
Steelcase Inc, Cl A |
|
|
59,632 |
|
|
|
773 |
|
Sterling Infrastructure Inc * |
|
|
3,328 |
|
|
|
394 |
|
Tennant Co |
|
|
12,618 |
|
|
|
1,242 |
|
Terex Corp |
|
|
48,818 |
|
|
|
2,677 |
|
Tetra Tech Inc |
|
|
23,448 |
|
|
|
4,795 |
|
Toro Co/The |
|
|
2,800 |
|
|
|
262 |
|
Trex Co Inc * |
|
|
40,259 |
|
|
|
2,984 |
|
Tutor Perini Corp * |
|
|
20,212 |
|
|
|
440 |
|
UFP Industries Inc |
|
|
9,396 |
|
|
|
1,052 |
|
United Rentals Inc |
|
|
3,051 |
|
|
|
1,973 |
|
Upwork Inc * |
|
|
34,766 |
|
|
|
374 |
|
Verra Mobility Corp, Cl A * |
|
|
78,740 |
|
|
|
2,142 |
|
Wabash National Corp |
|
|
20,500 |
|
|
|
448 |
|
Watsco Inc |
|
|
7,838 |
|
|
|
3,631 |
|
WESCO International Inc |
|
|
27,460 |
|
|
|
4,353 |
|
WNS Holdings Ltd * |
|
|
5,198 |
|
|
|
273 |
|
XPO Inc * |
|
|
11,482 |
|
|
|
1,219 |
|
Xylem Inc/NY |
|
|
4,342 |
|
|
|
589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
174,549 |
|
Information Technology — 15.0% |
|
|
|
|
A10 Networks Inc |
|
|
113,184 |
|
|
|
1,568 |
|
ACI Worldwide Inc * |
|
|
87,620 |
|
|
|
3,469 |
|
ACM Research Inc, Cl A * |
|
|
7,837 |
|
|
|
181 |
|
Agilysys Inc * |
|
|
17,117 |
|
|
|
1,783 |
|
Alarm.com Holdings Inc * |
|
|
35,254 |
|
|
|
2,240 |
|
Alkami Technology Inc * |
|
|
53,937 |
|
|
|
1,536 |
|
Amdocs Ltd |
|
|
6,162 |
|
|
|
486 |
|
Amkor Technology Inc |
|
|
28,193 |
|
|
|
1,128 |
|
ANSYS Inc * |
|
|
2,600 |
|
|
|
836 |
|
Appfolio Inc, Cl A * |
|
|
5,503 |
|
|
|
1,346 |
|
Arista Networks Inc * |
|
|
4,900 |
|
|
|
1,717 |
|
Arlo Technologies Inc * |
|
|
67,261 |
|
|
|
877 |
|
Aspen Technology Inc * |
|
|
8,071 |
|
|
|
1,603 |
|
Axcelis Technologies Inc * |
|
|
14,354 |
|
|
|
2,041 |
|
AXT Inc * |
|
|
301,109 |
|
|
|
1,018 |
|
Backblaze Inc, Cl A * |
|
|
22,615 |
|
|
|
139 |
|
Badger Meter Inc |
|
|
4,980 |
|
|
|
928 |
|
Bel Fuse Inc, Cl B |
|
|
16,932 |
|
|
|
1,105 |
|
Belden Inc |
|
|
6,000 |
|
|
|
563 |
|
Blackbaud Inc, Cl A * |
|
|
13,912 |
|
|
|
1,060 |
|
Cadence Design Systems Inc * |
|
|
6,484 |
|
|
|
1,995 |
|
Calix Inc * |
|
|
22,676 |
|
|
|
803 |
|
Cleanspark Inc * |
|
|
12,210 |
|
|
|
195 |
|
Clearfield Inc * |
|
|
16,240 |
|
|
|
626 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CommVault Systems Inc * |
|
|
19,305 |
|
|
$ |
2,347 |
|
Descartes Systems Group Inc/The * |
|
|
12,844 |
|
|
|
1,244 |
|
Diodes Inc * |
|
|
15,000 |
|
|
|
1,079 |
|
DoubleVerify Holdings Inc * |
|
|
26,786 |
|
|
|
522 |
|
Entegris Inc |
|
|
14,959 |
|
|
|
2,025 |
|
EPAM Systems Inc * |
|
|
2,934 |
|
|
|
552 |
|
Fabrinet * |
|
|
6,741 |
|
|
|
1,650 |
|
Fair Isaac Corp * |
|
|
2,251 |
|
|
|
3,351 |
|
Gartner Inc * |
|
|
1,518 |
|
|
|
682 |
|
GoDaddy Inc, Cl A * |
|
|
14,252 |
|
|
|
1,991 |
|
Hackett Group Inc/The |
|
|
37,239 |
|
|
|
809 |
|
Ichor Holdings Ltd * |
|
|
10,411 |
|
|
|
401 |
|
Insight Enterprises Inc * |
|
|
21,641 |
|
|
|
4,293 |
|
Intapp Inc * |
|
|
13,459 |
|
|
|
494 |
|
Iteris Inc * |
|
|
180,521 |
|
|
|
782 |
|
Itron Inc * |
|
|
10,084 |
|
|
|
998 |
|
Keysight Technologies Inc * |
|
|
7,616 |
|
|
|
1,041 |
|
Kyndryl Holdings Inc * |
|
|
53,487 |
|
|
|
1,407 |
|
Lattice Semiconductor Corp * |
|
|
14,532 |
|
|
|
843 |
|
LiveRamp Holdings Inc * |
|
|
42,672 |
|
|
|
1,320 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
5,522 |
|
|
|
616 |
|
Manhattan Associates Inc * |
|
|
10,280 |
|
|
|
2,536 |
|
Monolithic Power Systems Inc |
|
|
5,554 |
|
|
|
4,564 |
|
Novanta Inc * |
|
|
12,299 |
|
|
|
2,006 |
|
ON Semiconductor Corp * |
|
|
28,359 |
|
|
|
1,944 |
|
Open Text Corp |
|
|
28,000 |
|
|
|
841 |
|
OSI Systems Inc * |
|
|
3,229 |
|
|
|
444 |
|
Palo Alto Networks Inc * |
|
|
2,358 |
|
|
|
799 |
|
Perficient Inc * |
|
|
12,505 |
|
|
|
935 |
|
Photronics Inc * |
|
|
323,269 |
|
|
|
7,975 |
|
Plexus Corp * |
|
|
5,600 |
|
|
|
578 |
|
Progress Software Corp |
|
|
5,788 |
|
|
|
314 |
|
PROS Holdings Inc * |
|
|
41,930 |
|
|
|
1,201 |
|
PTC Inc * |
|
|
19,109 |
|
|
|
3,472 |
|
Q2 Holdings Inc * |
|
|
27,295 |
|
|
|
1,647 |
|
Qualys Inc * |
|
|
12,281 |
|
|
|
1,751 |
|
QuickLogic Corp * |
|
|
61,905 |
|
|
|
643 |
|
Radware Ltd * |
|
|
27,056 |
|
|
|
494 |
|
Rambus Inc * |
|
|
12,784 |
|
|
|
751 |
|
RingCentral Inc, Cl A * |
|
|
773 |
|
|
|
22 |
|
Sanmina Corp * |
|
|
3,296 |
|
|
|
218 |
|
Sapiens International Corp NV |
|
|
25,074 |
|
|
|
851 |
|
ScanSource Inc * |
|
|
6,359 |
|
|
|
282 |
|
Silicon Motion Technology Corp ADR |
|
|
116,124 |
|
|
|
9,405 |
|
SolarWinds Corp |
|
|
166,551 |
|
|
|
2,007 |
|
Sprinklr Inc, Cl A * |
|
|
35,141 |
|
|
|
338 |
|
SPS Commerce Inc * |
|
|
16,563 |
|
|
|
3,116 |
|
Squarespace Inc, Cl A * |
|
|
31,030 |
|
|
|
1,354 |
|
Super Micro Computer Inc * |
|
|
2,134 |
|
|
|
1,748 |
|
Synopsys Inc * |
|
|
2,761 |
|
|
|
1,643 |
|
TD SYNNEX Corp |
|
|
8,400 |
|
|
|
969 |
|
Teledyne Technologies Inc * |
|
|
5,215 |
|
|
|
2,023 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tenable Holdings Inc * |
|
|
29,500 |
|
|
$ |
1,286 |
|
Teradyne Inc |
|
|
11,312 |
|
|
|
1,677 |
|
Turtle Beach Corp * |
|
|
17,102 |
|
|
|
245 |
|
Tyler Technologies Inc * |
|
|
7,022 |
|
|
|
3,531 |
|
Verint Systems Inc * |
|
|
60,382 |
|
|
|
1,944 |
|
Wix.com Ltd * |
|
|
10,960 |
|
|
|
1,743 |
|
Xerox Holdings Corp |
|
|
57,049 |
|
|
|
663 |
|
Zuora Inc, Cl A * |
|
|
40,479 |
|
|
|
402 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
126,052 |
|
Materials — 4.9% |
|
|
|
|
Alamos Gold Inc, Cl A |
|
|
47,569 |
|
|
|
746 |
|
Albemarle Corp |
|
|
3,497 |
|
|
|
334 |
|
Alpha Metallurgical Resources Inc |
|
|
3,973 |
|
|
|
1,115 |
|
Arq Inc * |
|
|
180,987 |
|
|
|
1,099 |
|
Ashland Inc |
|
|
20,865 |
|
|
|
1,972 |
|
Avery Dennison Corp |
|
|
2,472 |
|
|
|
540 |
|
Axalta Coating Systems Ltd * |
|
|
58,337 |
|
|
|
1,993 |
|
Balchem Corp |
|
|
15,780 |
|
|
|
2,429 |
|
Carpenter Technology Corp |
|
|
9,684 |
|
|
|
1,061 |
|
Century Aluminum Co * |
|
|
27,215 |
|
|
|
456 |
|
Chemours Co/The |
|
|
88,427 |
|
|
|
1,996 |
|
Commercial Metals Co, Cl A |
|
|
177,556 |
|
|
|
9,764 |
|
Crown Holdings Inc |
|
|
4,800 |
|
|
|
357 |
|
FMC Corp |
|
|
95,512 |
|
|
|
5,497 |
|
Fortitude Gold Corp |
|
|
40,846 |
|
|
|
177 |
|
Hawkins Inc |
|
|
12,136 |
|
|
|
1,104 |
|
Ingevity Corp * |
|
|
36,700 |
|
|
|
1,604 |
|
Koppers Holdings Inc |
|
|
10,287 |
|
|
|
381 |
|
Materion Corp |
|
|
9,421 |
|
|
|
1,019 |
|
NewMarket Corp |
|
|
1,035 |
|
|
|
534 |
|
Packaging Corp of America |
|
|
2,600 |
|
|
|
475 |
|
Reliance Inc |
|
|
1,282 |
|
|
|
366 |
|
Royal Gold Inc, Cl A |
|
|
2,923 |
|
|
|
366 |
|
Silgan Holdings Inc |
|
|
43,669 |
|
|
|
1,848 |
|
Sylvamo Corp |
|
|
10,924 |
|
|
|
749 |
|
Universal Stainless & Alloy Products Inc * |
|
|
83,235 |
|
|
|
2,279 |
|
Warrior Met Coal Inc |
|
|
12,733 |
|
|
|
799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
41,060 |
|
Real Estate — 3.4% |
|
|
|
|
Alexander's Inc ‡ |
|
|
5,898 |
|
|
|
1,326 |
|
CBL & Associates Properties Inc ‡ |
|
|
25,547 |
|
|
|
597 |
|
Centerspace ‡ |
|
|
14,377 |
|
|
|
972 |
|
CoStar Group Inc * |
|
|
25,721 |
|
|
|
1,907 |
|
EastGroup Properties Inc ‡ |
|
|
14,800 |
|
|
|
2,518 |
|
Equity Commonwealth *‡ |
|
|
40,790 |
|
|
|
791 |
|
Forestar Group Inc * |
|
|
10,848 |
|
|
|
347 |
|
FRP Holdings Inc * |
|
|
9,150 |
|
|
|
261 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
127,113 |
|
|
|
5,747 |
|
Gladstone Commercial Corp ‡ |
|
|
24,848 |
|
|
|
355 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Highwoods Properties Inc ‡ |
|
|
213,161 |
|
|
$ |
5,600 |
|
Howard Hughes Holdings Inc * |
|
|
9,600 |
|
|
|
622 |
|
Independence Realty Trust Inc ‡ |
|
|
67,618 |
|
|
|
1,267 |
|
Invitation Homes Inc ‡ |
|
|
23,648 |
|
|
|
849 |
|
Newmark Group Inc, Cl A |
|
|
243,007 |
|
|
|
2,486 |
|
One Liberty Properties Inc ‡ |
|
|
20,367 |
|
|
|
478 |
|
Orion Office REIT Inc ‡ |
|
|
155,977 |
|
|
|
560 |
|
Regency Centers Corp ‡ |
|
|
1,254 |
|
|
|
78 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
10,995 |
|
|
|
1,098 |
|
Saul Centers Inc ‡ |
|
|
8,238 |
|
|
|
303 |
|
Sun Communities Inc ‡ |
|
|
1,400 |
|
|
|
169 |
|
Universal Health Realty Income Trust ‡ |
|
|
7,566 |
|
|
|
296 |
|
Ventas Inc ‡ |
|
|
7,436 |
|
|
|
381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,008 |
|
Utilities — 0.7% |
|
|
|
|
IDACORP Inc, Cl A |
|
|
10,909 |
|
|
|
1,016 |
|
MGE Energy Inc |
|
|
5,320 |
|
|
|
398 |
|
Middlesex Water Co |
|
|
8,501 |
|
|
|
444 |
|
Otter Tail Corp |
|
|
19,000 |
|
|
|
1,664 |
|
Portland General Electric Co |
|
|
43,378 |
|
|
|
1,876 |
|
UGI Corp |
|
|
6,450 |
|
|
|
148 |
|
Unitil Corp |
|
|
12,924 |
|
|
|
669 |
|
York Water Co/The |
|
|
999 |
|
|
|
37 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,252 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $494,189) ($ Thousands) |
|
|
|
|
|
|
835,249 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
967 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
6,542,035 |
|
|
|
6,542 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,542) ($ Thousands) |
|
|
|
|
|
|
6,542 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $500,731) ($ Thousands) |
|
$ |
841,791 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $842,509 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Small/Mid Cap Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
18 |
|
|
|
Sep-2024 |
|
|
$ |
1,828 |
|
|
$ |
1,858 |
|
|
$ |
30 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
1,758 |
|
|
|
1,775 |
|
|
|
17 |
|
|
|
|
|
|
|
|
|
|
|
$ |
3,586 |
|
|
$ |
3,633 |
|
|
$ |
47 |
|
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
3,198 |
|
|
$ |
(3,189 |
) |
|
$ |
(3 |
) |
|
$ |
(6 |
) |
|
$ |
— |
|
|
$ |
9 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,783 |
|
|
|
119,673 |
|
|
|
(122,914 |
) |
|
|
— |
|
|
|
— |
|
|
|
6,542 |
|
|
|
328 |
|
|
|
— |
|
Totals |
|
$ |
9,783 |
|
|
$ |
122,871 |
|
|
$ |
(126,103 |
) |
|
$ |
(3 |
) |
|
$ |
(6 |
) |
|
$ |
6,542 |
|
|
$ |
337 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Mid-Cap Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 92.2% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.4% |
|
|
|
|
Iridium Communications Inc |
|
|
10,510 |
|
|
$ |
280 |
|
Liberty Broadband Corp, Cl C * |
|
|
1,535 |
|
|
|
84 |
|
New York Times Co/The, Cl A |
|
|
1,920 |
|
|
|
98 |
|
Omnicom Group Inc |
|
|
9,990 |
|
|
|
896 |
|
Pinterest Inc, Cl A * |
|
|
1,740 |
|
|
|
77 |
|
Playtika Holding Corp |
|
|
10,490 |
|
|
|
83 |
|
Trade Desk Inc/The, Cl A * |
|
|
4,740 |
|
|
|
463 |
|
Warner Bros Discovery Inc * |
|
|
9,950 |
|
|
|
74 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,055 |
|
Consumer Discretionary — 13.0% |
|
|
|
|
Advance Auto Parts Inc |
|
|
1,006 |
|
|
|
64 |
|
Aramark |
|
|
5,438 |
|
|
|
185 |
|
AutoZone Inc * |
|
|
93 |
|
|
|
276 |
|
Bath & Body Works Inc |
|
|
1,820 |
|
|
|
71 |
|
BorgWarner Inc |
|
|
3,774 |
|
|
|
122 |
|
Burlington Stores Inc * |
|
|
2,133 |
|
|
|
512 |
|
Carter's Inc |
|
|
1,612 |
|
|
|
100 |
|
Carvana Co, Cl A * |
|
|
1,140 |
|
|
|
147 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
2,200 |
|
|
|
138 |
|
Columbia Sportswear Co |
|
|
2,647 |
|
|
|
209 |
|
Coupang Inc, Cl A * |
|
|
17,490 |
|
|
|
366 |
|
Darden Restaurants Inc |
|
|
740 |
|
|
|
112 |
|
Dick's Sporting Goods Inc |
|
|
1,920 |
|
|
|
412 |
|
Domino's Pizza Inc |
|
|
420 |
|
|
|
217 |
|
DR Horton Inc |
|
|
1,040 |
|
|
|
146 |
|
eBay Inc |
|
|
6,750 |
|
|
|
363 |
|
Gap Inc/The |
|
|
4,590 |
|
|
|
110 |
|
Gentex Corp |
|
|
6,545 |
|
|
|
221 |
|
Grand Canyon Education Inc * |
|
|
2,635 |
|
|
|
369 |
|
H&R Block Inc |
|
|
2,450 |
|
|
|
133 |
|
Hasbro Inc |
|
|
3,783 |
|
|
|
221 |
|
Hilton Worldwide Holdings Inc |
|
|
740 |
|
|
|
161 |
|
Lennar Corp, Cl A |
|
|
2,180 |
|
|
|
327 |
|
Lennar Corp, Cl B |
|
|
1,585 |
|
|
|
221 |
|
LKQ Corp |
|
|
8,769 |
|
|
|
365 |
|
Mohawk Industries Inc * |
|
|
1,060 |
|
|
|
120 |
|
NVR Inc * |
|
|
10 |
|
|
|
76 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
3,338 |
|
|
|
328 |
|
O'Reilly Automotive Inc * |
|
|
260 |
|
|
|
274 |
|
Polaris Inc |
|
|
1,040 |
|
|
|
81 |
|
PulteGroup Inc |
|
|
5,142 |
|
|
|
566 |
|
Ralph Lauren Corp, Cl A |
|
|
2,170 |
|
|
|
380 |
|
Ross Stores Inc |
|
|
5,850 |
|
|
|
850 |
|
Royal Caribbean Cruises Ltd * |
|
|
2,870 |
|
|
|
457 |
|
Tapestry Inc |
|
|
3,966 |
|
|
|
170 |
|
Toll Brothers Inc |
|
|
860 |
|
|
|
99 |
|
TopBuild Corp * |
|
|
1,370 |
|
|
|
528 |
|
Travel + Leisure Co |
|
|
7,088 |
|
|
|
319 |
|
Ulta Beauty Inc * |
|
|
880 |
|
|
|
339 |
|
Valvoline Inc * |
|
|
6,003 |
|
|
|
259 |
|
Williams-Sonoma Inc |
|
|
1,270 |
|
|
|
359 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Wynn Resorts Ltd |
|
|
1,040 |
|
|
$ |
93 |
|
Yum! Brands Inc |
|
|
1,140 |
|
|
|
151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,017 |
|
Consumer Staples — 4.1% |
|
|
|
|
Boston Beer Co Inc/The, Cl A * |
|
|
270 |
|
|
|
82 |
|
Casey's General Stores Inc |
|
|
498 |
|
|
|
190 |
|
Celsius Holdings Inc * |
|
|
1,160 |
|
|
|
66 |
|
Clorox Co/The |
|
|
670 |
|
|
|
92 |
|
Coca-Cola Consolidated Inc |
|
|
570 |
|
|
|
619 |
|
Constellation Brands Inc, Cl A |
|
|
908 |
|
|
|
234 |
|
Darling Ingredients Inc * |
|
|
5,856 |
|
|
|
215 |
|
Dollar Tree Inc * |
|
|
1,540 |
|
|
|
164 |
|
Ingredion Inc |
|
|
2,172 |
|
|
|
249 |
|
Kroger Co/The |
|
|
4,270 |
|
|
|
213 |
|
Lamb Weston Holdings Inc |
|
|
2,758 |
|
|
|
232 |
|
Molson Coors Beverage Co, Cl B |
|
|
1,500 |
|
|
|
76 |
|
Performance Food Group Co * |
|
|
1,730 |
|
|
|
114 |
|
Post Holdings Inc * |
|
|
1,210 |
|
|
|
126 |
|
Spectrum Brands Holdings Inc |
|
|
1,100 |
|
|
|
95 |
|
TreeHouse Foods Inc * |
|
|
5,648 |
|
|
|
207 |
|
Tyson Foods Inc, Cl A |
|
|
5,948 |
|
|
|
340 |
|
US Foods Holding Corp * |
|
|
2,300 |
|
|
|
122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,436 |
|
Energy — 5.4% |
|
|
|
|
Antero Midstream Corp |
|
|
14,167 |
|
|
|
209 |
|
Antero Resources Corp * |
|
|
5,290 |
|
|
|
173 |
|
Baker Hughes Co, Cl A |
|
|
3,830 |
|
|
|
135 |
|
ChampionX Corp |
|
|
8,030 |
|
|
|
267 |
|
Cheniere Energy Inc |
|
|
3,504 |
|
|
|
613 |
|
Coterra Energy Inc |
|
|
13,078 |
|
|
|
349 |
|
Devon Energy Corp |
|
|
5,903 |
|
|
|
280 |
|
Diamondback Energy Inc, Cl A |
|
|
2,923 |
|
|
|
585 |
|
DT Midstream Inc |
|
|
1,835 |
|
|
|
130 |
|
Halliburton Co |
|
|
3,480 |
|
|
|
117 |
|
Marathon Oil Corp |
|
|
5,290 |
|
|
|
152 |
|
Matador Resources Co |
|
|
1,370 |
|
|
|
82 |
|
Permian Resources Corp, Cl A |
|
|
15,702 |
|
|
|
253 |
|
Targa Resources Corp |
|
|
4,206 |
|
|
|
542 |
|
TechnipFMC PLC |
|
|
12,790 |
|
|
|
334 |
|
Texas Pacific Land Corp |
|
|
116 |
|
|
|
85 |
|
Valero Energy Corp |
|
|
850 |
|
|
|
133 |
|
Williams Cos Inc/The |
|
|
3,002 |
|
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,566 |
|
Financials — 17.1% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
590 |
|
|
|
92 |
|
Aflac Inc |
|
|
2,910 |
|
|
|
260 |
|
Allstate Corp/The |
|
|
4,502 |
|
|
|
719 |
|
Ally Financial Inc |
|
|
8,020 |
|
|
|
318 |
|
American International Group Inc |
|
|
4,413 |
|
|
|
328 |
|
Ameriprise Financial Inc |
|
|
886 |
|
|
|
378 |
|
Arch Capital Group Ltd * |
|
|
2,527 |
|
|
|
255 |
|
Assured Guaranty Ltd |
|
|
1,080 |
|
|
|
83 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Mid-Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Axis Capital Holdings Ltd |
|
|
4,890 |
|
|
$ |
345 |
|
Bank of New York Mellon Corp/The |
|
|
5,600 |
|
|
|
335 |
|
Bank OZK |
|
|
3,330 |
|
|
|
137 |
|
Block Inc, Cl A * |
|
|
6,566 |
|
|
|
423 |
|
Blue Owl Capital Inc, Cl A |
|
|
12,440 |
|
|
|
221 |
|
Brown & Brown Inc |
|
|
2,450 |
|
|
|
219 |
|
Cboe Global Markets Inc |
|
|
3,353 |
|
|
|
570 |
|
Chimera Investment Corp ‡ |
|
|
6,744 |
|
|
|
86 |
|
Cincinnati Financial Corp |
|
|
780 |
|
|
|
92 |
|
Coinbase Global Inc, Cl A * |
|
|
410 |
|
|
|
91 |
|
Corpay Inc * |
|
|
257 |
|
|
|
68 |
|
Discover Financial Services |
|
|
3,148 |
|
|
|
412 |
|
Equitable Holdings Inc |
|
|
8,630 |
|
|
|
353 |
|
Evercore Inc, Cl A |
|
|
380 |
|
|
|
79 |
|
Everest Group Ltd |
|
|
637 |
|
|
|
243 |
|
Fifth Third Bancorp |
|
|
5,240 |
|
|
|
191 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
50 |
|
|
|
84 |
|
First Horizon Corp |
|
|
27,291 |
|
|
|
430 |
|
FNB Corp/PA |
|
|
7,600 |
|
|
|
104 |
|
Franklin Resources Inc |
|
|
5,520 |
|
|
|
123 |
|
Global Payments Inc |
|
|
3,488 |
|
|
|
337 |
|
Hartford Financial Services Group Inc/The |
|
|
1,800 |
|
|
|
181 |
|
Janus Henderson Group PLC |
|
|
10,759 |
|
|
|
363 |
|
Jefferies Financial Group Inc |
|
|
2,730 |
|
|
|
136 |
|
KeyCorp |
|
|
20,802 |
|
|
|
296 |
|
Lazard Inc, Cl A |
|
|
2,090 |
|
|
|
80 |
|
Loews Corp |
|
|
1,780 |
|
|
|
133 |
|
M&T Bank Corp |
|
|
3,660 |
|
|
|
554 |
|
MGIC Investment Corp |
|
|
21,150 |
|
|
|
456 |
|
MSCI Inc, Cl A |
|
|
1,061 |
|
|
|
511 |
|
Old Republic International Corp |
|
|
4,430 |
|
|
|
137 |
|
Pinnacle Financial Partners Inc |
|
|
4,902 |
|
|
|
392 |
|
Popular Inc |
|
|
5,170 |
|
|
|
457 |
|
Primerica Inc |
|
|
1,553 |
|
|
|
367 |
|
Prosperity Bancshares Inc |
|
|
1,660 |
|
|
|
102 |
|
Reinsurance Group of America Inc, Cl A |
|
|
2,445 |
|
|
|
502 |
|
Rithm Capital Corp ‡ |
|
|
7,330 |
|
|
|
80 |
|
SLM Corp |
|
|
13,568 |
|
|
|
282 |
|
Stifel Financial Corp |
|
|
4,442 |
|
|
|
374 |
|
Synchrony Financial |
|
|
12,240 |
|
|
|
578 |
|
Voya Financial Inc |
|
|
3,470 |
|
|
|
247 |
|
W R Berkley Corp |
|
|
2,112 |
|
|
|
166 |
|
Webster Financial Corp |
|
|
3,651 |
|
|
|
159 |
|
Western Union Co/The |
|
|
14,370 |
|
|
|
176 |
|
Willis Towers Watson PLC |
|
|
1,074 |
|
|
|
282 |
|
Zions Bancorp NA |
|
|
2,530 |
|
|
|
110 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,497 |
|
Health Care — 8.5% |
|
|
|
|
Align Technology Inc * |
|
|
398 |
|
|
|
96 |
|
Cardinal Health Inc |
|
|
610 |
|
|
|
60 |
|
Cencora Inc, Cl A |
|
|
1,416 |
|
|
|
319 |
|
Chemed Corp |
|
|
484 |
|
|
|
263 |
|
Dexcom Inc * |
|
|
1,040 |
|
|
|
118 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Elanco Animal Health Inc * |
|
|
6,030 |
|
|
$ |
87 |
|
Encompass Health Corp |
|
|
4,555 |
|
|
|
391 |
|
Envista Holdings Corp * |
|
|
5,336 |
|
|
|
89 |
|
Exact Sciences Corp * |
|
|
1,640 |
|
|
|
69 |
|
Exelixis Inc * |
|
|
14,756 |
|
|
|
332 |
|
GRAIL * |
|
|
151 |
|
|
|
2 |
|
Hologic Inc * |
|
|
5,646 |
|
|
|
419 |
|
Humana Inc |
|
|
888 |
|
|
|
332 |
|
IDEXX Laboratories Inc * |
|
|
850 |
|
|
|
414 |
|
Illumina Inc * |
|
|
904 |
|
|
|
94 |
|
Incyte Corp * |
|
|
8,260 |
|
|
|
501 |
|
Insulet Corp * |
|
|
1,286 |
|
|
|
259 |
|
IQVIA Holdings Inc * |
|
|
1,778 |
|
|
|
376 |
|
Labcorp Holdings |
|
|
1,430 |
|
|
|
291 |
|
Medpace Holdings Inc * |
|
|
1,920 |
|
|
|
791 |
|
Mettler-Toledo International Inc * |
|
|
241 |
|
|
|
337 |
|
Molina Healthcare Inc * |
|
|
620 |
|
|
|
184 |
|
Organon & Co |
|
|
14,100 |
|
|
|
292 |
|
ResMed Inc |
|
|
1,720 |
|
|
|
329 |
|
Royalty Pharma PLC, Cl A |
|
|
2,713 |
|
|
|
72 |
|
United Therapeutics Corp * |
|
|
330 |
|
|
|
105 |
|
Veeva Systems Inc, Cl A * |
|
|
2,039 |
|
|
|
373 |
|
Zimmer Biomet Holdings Inc |
|
|
2,056 |
|
|
|
223 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,218 |
|
Industrials — 16.1% |
|
|
|
|
Acuity Brands Inc |
|
|
280 |
|
|
|
68 |
|
AECOM |
|
|
4,870 |
|
|
|
429 |
|
AerCap Holdings NV |
|
|
3,448 |
|
|
|
321 |
|
Allegion plc |
|
|
2,028 |
|
|
|
240 |
|
Allison Transmission Holdings Inc |
|
|
2,950 |
|
|
|
224 |
|
AMETEK Inc |
|
|
427 |
|
|
|
71 |
|
Armstrong World Industries Inc |
|
|
1,932 |
|
|
|
219 |
|
AZEK Co Inc/The, Cl A * |
|
|
8,250 |
|
|
|
348 |
|
Cintas Corp |
|
|
422 |
|
|
|
296 |
|
Clean Harbors Inc * |
|
|
2,818 |
|
|
|
637 |
|
Curtiss-Wright Corp |
|
|
330 |
|
|
|
89 |
|
Dover Corp |
|
|
2,449 |
|
|
|
442 |
|
EMCOR Group Inc |
|
|
690 |
|
|
|
252 |
|
Esab Corp |
|
|
3,540 |
|
|
|
334 |
|
Fastenal Co, Cl A |
|
|
6,447 |
|
|
|
405 |
|
Flowserve Corp |
|
|
4,560 |
|
|
|
219 |
|
Genpact Ltd |
|
|
5,642 |
|
|
|
182 |
|
GXO Logistics Inc * |
|
|
1,760 |
|
|
|
89 |
|
Hexcel Corp, Cl A |
|
|
2,261 |
|
|
|
141 |
|
Howmet Aerospace Inc |
|
|
9,830 |
|
|
|
763 |
|
ITT Inc |
|
|
1,010 |
|
|
|
131 |
|
L3Harris Technologies Inc |
|
|
852 |
|
|
|
191 |
|
Leidos Holdings Inc |
|
|
3,085 |
|
|
|
450 |
|
Oshkosh Corp |
|
|
4,750 |
|
|
|
514 |
|
Otis Worldwide Corp |
|
|
7,115 |
|
|
|
685 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,066 |
|
|
|
539 |
|
Paychex Inc |
|
|
2,510 |
|
|
|
298 |
|
Quanta Services Inc |
|
|
370 |
|
|
|
94 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Mid-Cap Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Regal Rexnord Corp |
|
|
2,891 |
|
|
$ |
391 |
|
Republic Services Inc |
|
|
1,494 |
|
|
|
290 |
|
Snap-on Inc |
|
|
1,236 |
|
|
|
323 |
|
Tetra Tech Inc |
|
|
1,670 |
|
|
|
342 |
|
Textron Inc |
|
|
4,202 |
|
|
|
361 |
|
Trane Technologies PLC |
|
|
413 |
|
|
|
136 |
|
TransDigm Group Inc |
|
|
170 |
|
|
|
217 |
|
United Airlines Holdings Inc * |
|
|
2,170 |
|
|
|
106 |
|
United Rentals Inc |
|
|
718 |
|
|
|
464 |
|
Verisk Analytics Inc, Cl A |
|
|
1,270 |
|
|
|
342 |
|
Vertiv Holdings Co, Cl A |
|
|
1,030 |
|
|
|
89 |
|
WESCO International Inc |
|
|
2,144 |
|
|
|
340 |
|
Westinghouse Air Brake Technologies Corp |
|
|
1,489 |
|
|
|
235 |
|
Woodward Inc |
|
|
2,010 |
|
|
|
351 |
|
WW Grainger Inc |
|
|
633 |
|
|
|
571 |
|
Xylem Inc/NY |
|
|
3,128 |
|
|
|
424 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,653 |
|
Information Technology — 11.1% |
|
|
|
|
Akamai Technologies Inc * |
|
|
2,742 |
|
|
|
247 |
|
Amdocs Ltd |
|
|
1,246 |
|
|
|
98 |
|
Amkor Technology Inc |
|
|
4,040 |
|
|
|
162 |
|
Amphenol Corp, Cl A |
|
|
1,870 |
|
|
|
126 |
|
Appfolio Inc, Cl A * |
|
|
1,240 |
|
|
|
303 |
|
AppLovin Corp, Cl A * |
|
|
1,800 |
|
|
|
150 |
|
Cirrus Logic Inc * |
|
|
2,590 |
|
|
|
331 |
|
Cloudflare Inc, Cl A * |
|
|
1,318 |
|
|
|
109 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,620 |
|
|
|
110 |
|
Corning Inc, Cl B |
|
|
5,480 |
|
|
|
213 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
380 |
|
|
|
146 |
|
Datadog Inc, Cl A * |
|
|
2,035 |
|
|
|
264 |
|
DocuSign Inc, Cl A * |
|
|
5,600 |
|
|
|
300 |
|
Elastic NV * |
|
|
1,610 |
|
|
|
183 |
|
F5 Inc, Cl A * |
|
|
1,762 |
|
|
|
303 |
|
Fair Isaac Corp * |
|
|
143 |
|
|
|
213 |
|
Gen Digital Inc |
|
|
11,399 |
|
|
|
285 |
|
HP Inc |
|
|
4,740 |
|
|
|
166 |
|
HubSpot Inc * |
|
|
377 |
|
|
|
222 |
|
Keysight Technologies Inc * |
|
|
1,921 |
|
|
|
263 |
|
Lattice Semiconductor Corp * |
|
|
1,510 |
|
|
|
87 |
|
Manhattan Associates Inc * |
|
|
1,335 |
|
|
|
329 |
|
Microchip Technology Inc |
|
|
4,676 |
|
|
|
428 |
|
Monolithic Power Systems Inc |
|
|
130 |
|
|
|
107 |
|
Motorola Solutions Inc |
|
|
220 |
|
|
|
85 |
|
NetApp Inc |
|
|
6,328 |
|
|
|
815 |
|
Okta Inc, Cl A * |
|
|
1,970 |
|
|
|
184 |
|
ON Semiconductor Corp * |
|
|
1,400 |
|
|
|
96 |
|
Onto Innovation Inc * |
|
|
340 |
|
|
|
75 |
|
Palantir Technologies Inc, Cl A * |
|
|
10,930 |
|
|
|
277 |
|
Pegasystems Inc |
|
|
3,781 |
|
|
|
229 |
|
PTC Inc * |
|
|
1,612 |
|
|
|
293 |
|
Pure Storage Inc, Cl A * |
|
|
3,140 |
|
|
|
202 |
|
Qorvo Inc * |
|
|
2,925 |
|
|
|
339 |
|
Smartsheet Inc, Cl A * |
|
|
9,856 |
|
|
|
434 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Synopsys Inc * |
|
|
264 |
|
|
$ |
157 |
|
TD SYNNEX Corp |
|
|
3,120 |
|
|
|
360 |
|
VeriSign Inc * |
|
|
2,360 |
|
|
|
420 |
|
Western Digital Corp * |
|
|
1,670 |
|
|
|
126 |
|
Zscaler Inc * |
|
|
550 |
|
|
|
106 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,343 |
|
Materials — 3.4% |
|
|
|
|
Alcoa Corp |
|
|
3,100 |
|
|
|
123 |
|
AptarGroup Inc |
|
|
1,320 |
|
|
|
186 |
|
Arcadium Lithium PLC * |
|
|
24,370 |
|
|
|
82 |
|
Ashland Inc |
|
|
2,000 |
|
|
|
189 |
|
Axalta Coating Systems Ltd * |
|
|
7,348 |
|
|
|
251 |
|
Berry Global Group Inc |
|
|
3,229 |
|
|
|
190 |
|
Eagle Materials Inc |
|
|
2,210 |
|
|
|
480 |
|
FMC Corp |
|
|
4,710 |
|
|
|
271 |
|
International Flavors & Fragrances Inc |
|
|
2,506 |
|
|
|
239 |
|
NewMarket Corp |
|
|
423 |
|
|
|
218 |
|
Nucor Corp |
|
|
670 |
|
|
|
106 |
|
Packaging Corp of America |
|
|
630 |
|
|
|
115 |
|
PPG Industries Inc |
|
|
650 |
|
|
|
82 |
|
Royal Gold Inc, Cl A |
|
|
770 |
|
|
|
96 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
1,148 |
|
|
|
75 |
|
SSR Mining Inc |
|
|
17,966 |
|
|
|
81 |
|
Vulcan Materials Co |
|
|
410 |
|
|
|
102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,886 |
|
Real Estate — 5.7% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
3,163 |
|
|
|
196 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,889 |
|
|
|
338 |
|
BXP Inc ‡ |
|
|
5,010 |
|
|
|
308 |
|
Camden Property Trust ‡ |
|
|
1,190 |
|
|
|
130 |
|
Cousins Properties Inc ‡ |
|
|
7,770 |
|
|
|
180 |
|
CubeSmart ‡ |
|
|
1,790 |
|
|
|
81 |
|
EPR Properties, Cl A ‡ |
|
|
7,190 |
|
|
|
302 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,280 |
|
|
|
148 |
|
Equity Residential ‡ |
|
|
1,190 |
|
|
|
83 |
|
Essex Property Trust Inc ‡ |
|
|
771 |
|
|
|
210 |
|
Federal Realty Investment Trust ‡ |
|
|
956 |
|
|
|
97 |
|
Healthpeak Properties Inc ‡ |
|
|
8,940 |
|
|
|
175 |
|
Host Hotels & Resorts Inc ‡ |
|
|
17,696 |
|
|
|
318 |
|
Invitation Homes Inc ‡ |
|
|
2,600 |
|
|
|
93 |
|
Kilroy Realty Corp ‡ |
|
|
3,460 |
|
|
|
108 |
|
Kimco Realty Corp ‡ |
|
|
4,120 |
|
|
|
80 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,106 |
|
|
|
158 |
|
National Storage Affiliates Trust ‡ |
|
|
7,330 |
|
|
|
302 |
|
Park Hotels & Resorts Inc ‡ |
|
|
25,510 |
|
|
|
382 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,790 |
|
|
|
214 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,260 |
|
|
|
247 |
|
Simon Property Group Inc ‡ |
|
|
863 |
|
|
|
131 |
|
Ventas Inc ‡ |
|
|
2,974 |
|
|
|
152 |
|
VICI Properties Inc, Cl A ‡ |
|
|
2,880 |
|
|
|
82 |
|
Welltower Inc ‡ |
|
|
2,895 |
|
|
|
302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,817 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Mid-Cap Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 5.4% |
|
|
|
|
Alliant Energy Corp |
|
|
1,490 |
|
|
$ |
76 |
|
Ameren Corp |
|
|
1,340 |
|
|
|
95 |
|
American Water Works Co Inc |
|
|
730 |
|
|
|
94 |
|
Brookfield Renewable Corp, Cl A |
|
|
7,280 |
|
|
|
207 |
|
CenterPoint Energy Inc |
|
|
8,918 |
|
|
|
276 |
|
Clearway Energy Inc, Cl A |
|
|
2,830 |
|
|
|
64 |
|
CMS Energy Corp |
|
|
1,770 |
|
|
|
105 |
|
Consolidated Edison Inc |
|
|
810 |
|
|
|
73 |
|
Constellation Energy Corp |
|
|
820 |
|
|
|
164 |
|
DTE Energy Co |
|
|
2,503 |
|
|
|
278 |
|
Entergy Corp |
|
|
4,841 |
|
|
|
518 |
|
Evergy Inc |
|
|
5,828 |
|
|
|
309 |
|
Eversource Energy |
|
|
6,090 |
|
|
|
345 |
|
FirstEnergy Corp |
|
|
1,760 |
|
|
|
67 |
|
IDACORP Inc, Cl A |
|
|
972 |
|
|
|
91 |
|
NiSource Inc |
|
|
14,267 |
|
|
|
411 |
|
PPL Corp |
|
|
3,760 |
|
|
|
104 |
|
Public Service Enterprise Group Inc |
|
|
7,560 |
|
|
|
557 |
|
UGI Corp |
|
|
3,073 |
|
|
|
71 |
|
Vistra Corp |
|
|
990 |
|
|
|
85 |
|
WEC Energy Group Inc |
|
|
4,005 |
|
|
|
314 |
|
Xcel Energy Inc |
|
|
4,880 |
|
|
|
261 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,565 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $67,205) ($ Thousands) |
|
|
|
|
|
|
78,053 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
EXCHANGE TRADED FUND — 0.3% |
|
|
|
|
|
|
|
|
|
iShares Russell Mid-Cap Value ETF |
|
|
2,302 |
|
|
$ |
278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $249) ($ Thousands) |
|
|
|
|
|
|
278 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
160 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
1,150,960 |
|
|
|
1,151 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $1,151) ($ Thousands) |
|
|
|
|
|
|
1,151 |
|
Total Investments in Securities — 93.9% |
|
|
|
|
|
|
|
|
(Cost $68,605) ($ Thousands) |
|
$ |
79,482 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P Mid Cap 400 Index E-MINI |
|
|
3 |
|
|
|
Sep-2024 |
|
|
$ |
887 |
|
|
$ |
887 |
|
|
$ |
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $84,688 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,512 |
|
|
$ |
9,947 |
|
|
$ |
(10,308 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,151 |
|
|
$ |
63 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
U.S. Managed Volatility Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.9% |
|
|
|
|
|
|
|
|
|
Communication Services — 8.6% |
|
|
|
|
Alphabet Inc, Cl C |
|
|
14,557 |
|
|
$ |
2,670 |
|
AT&T Inc |
|
|
551,115 |
|
|
|
10,532 |
|
Comcast Corp, Cl A |
|
|
262,346 |
|
|
|
10,273 |
|
Electronic Arts Inc |
|
|
17,262 |
|
|
|
2,405 |
|
Fox Corp, Cl A |
|
|
81,292 |
|
|
|
2,794 |
|
Fox Corp, Cl B |
|
|
43,814 |
|
|
|
1,403 |
|
IDT Corp, Cl B |
|
|
3,584 |
|
|
|
129 |
|
New York Times Co/The, Cl A |
|
|
25,984 |
|
|
|
1,331 |
|
Omnicom Group Inc |
|
|
22,329 |
|
|
|
2,003 |
|
Scholastic Corp, Cl B |
|
|
1,757 |
|
|
|
62 |
|
SK Telecom Co Ltd ADR |
|
|
58,950 |
|
|
|
1,234 |
|
Spok Holdings Inc |
|
|
11,079 |
|
|
|
164 |
|
Spotify Technology SA * |
|
|
8,172 |
|
|
|
2,564 |
|
TEGNA Inc |
|
|
133,699 |
|
|
|
1,864 |
|
T-Mobile US Inc |
|
|
13,600 |
|
|
|
2,396 |
|
Verizon Communications Inc |
|
|
297,114 |
|
|
|
12,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
54,077 |
|
Consumer Discretionary — 8.3% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
10,836 |
|
|
|
2,094 |
|
AutoZone Inc * |
|
|
1,280 |
|
|
|
3,794 |
|
Build-A-Bear Workshop Inc |
|
|
663 |
|
|
|
17 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
13,300 |
|
|
|
1,319 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
13,200 |
|
|
|
827 |
|
Columbia Sportswear Co |
|
|
2,415 |
|
|
|
191 |
|
Coupang Inc, Cl A * |
|
|
8,594 |
|
|
|
180 |
|
Domino's Pizza Inc |
|
|
2,422 |
|
|
|
1,251 |
|
eBay Inc |
|
|
60,099 |
|
|
|
3,228 |
|
Garmin Ltd |
|
|
10,656 |
|
|
|
1,736 |
|
Gentex Corp |
|
|
86,669 |
|
|
|
2,922 |
|
Genuine Parts Co |
|
|
25,453 |
|
|
|
3,521 |
|
Graham Holdings Co, Cl B |
|
|
147 |
|
|
|
103 |
|
Grand Canyon Education Inc * |
|
|
16,322 |
|
|
|
2,284 |
|
H&R Block Inc |
|
|
71,406 |
|
|
|
3,872 |
|
Honda Motor Co Ltd ADR |
|
|
84,980 |
|
|
|
2,740 |
|
JAKKS Pacific Inc * |
|
|
2,320 |
|
|
|
41 |
|
Murphy USA Inc |
|
|
14,629 |
|
|
|
6,868 |
|
ODP Corp/The * |
|
|
1,125 |
|
|
|
44 |
|
O'Reilly Automotive Inc * |
|
|
3,406 |
|
|
|
3,597 |
|
Ross Stores Inc |
|
|
13,669 |
|
|
|
1,986 |
|
Smith & Wesson Brands Inc |
|
|
1,983 |
|
|
|
28 |
|
Sturm Ruger & Co Inc |
|
|
2,048 |
|
|
|
85 |
|
Texas Roadhouse Inc, Cl A |
|
|
9,379 |
|
|
|
1,610 |
|
TJX Cos Inc/The |
|
|
22,040 |
|
|
|
2,427 |
|
Toyota Motor Corp ADR |
|
|
7,420 |
|
|
|
1,521 |
|
Tractor Supply Co |
|
|
7,495 |
|
|
|
2,024 |
|
Yum! Brands Inc |
|
|
14,320 |
|
|
|
1,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,207 |
|
Consumer Staples — 15.0% |
|
|
|
|
Altria Group Inc |
|
|
118,392 |
|
|
|
5,393 |
|
Andersons Inc/The |
|
|
5,611 |
|
|
|
278 |
|
Archer-Daniels-Midland Co |
|
|
106,150 |
|
|
|
6,417 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
BellRing Brands Inc * |
|
|
3,916 |
|
|
$ |
224 |
|
Bunge Global SA |
|
|
10,034 |
|
|
|
1,071 |
|
Cal-Maine Foods Inc |
|
|
8,263 |
|
|
|
505 |
|
Campbell Soup Co |
|
|
46,919 |
|
|
|
2,120 |
|
Central Garden & Pet Co, Cl A * |
|
|
5,226 |
|
|
|
173 |
|
Church & Dwight Co Inc |
|
|
14,087 |
|
|
|
1,461 |
|
Clorox Co/The |
|
|
17,463 |
|
|
|
2,383 |
|
Coca-Cola Co/The |
|
|
15,271 |
|
|
|
972 |
|
Coca-Cola Consolidated Inc |
|
|
284 |
|
|
|
308 |
|
Colgate-Palmolive Co |
|
|
51,547 |
|
|
|
5,002 |
|
Conagra Brands Inc |
|
|
178,277 |
|
|
|
5,067 |
|
Costco Wholesale Corp |
|
|
461 |
|
|
|
392 |
|
Dole PLC |
|
|
43,795 |
|
|
|
536 |
|
Energizer Holdings Inc |
|
|
11,409 |
|
|
|
337 |
|
Flowers Foods Inc |
|
|
144,021 |
|
|
|
3,197 |
|
Fresh Del Monte Produce Inc |
|
|
16,736 |
|
|
|
366 |
|
General Mills Inc |
|
|
76,111 |
|
|
|
4,815 |
|
Herbalife Ltd * |
|
|
2,010 |
|
|
|
21 |
|
Hormel Foods Corp |
|
|
4,472 |
|
|
|
136 |
|
Ingles Markets Inc, Cl A |
|
|
4,587 |
|
|
|
315 |
|
Ingredion Inc |
|
|
47,426 |
|
|
|
5,440 |
|
J & J Snack Foods Corp |
|
|
2,737 |
|
|
|
444 |
|
John B Sanfilippo & Son Inc |
|
|
3,271 |
|
|
|
318 |
|
Kellanova |
|
|
100,736 |
|
|
|
5,810 |
|
Keurig Dr Pepper Inc |
|
|
28,443 |
|
|
|
950 |
|
Kimberly-Clark Corp |
|
|
11,991 |
|
|
|
1,657 |
|
Kraft Heinz Co/The |
|
|
209,308 |
|
|
|
6,744 |
|
Kroger Co/The |
|
|
122,920 |
|
|
|
6,137 |
|
Lancaster Colony Corp |
|
|
2,354 |
|
|
|
445 |
|
Loblaw Cos Ltd |
|
|
20,000 |
|
|
|
2,320 |
|
Molson Coors Beverage Co, Cl B |
|
|
74,840 |
|
|
|
3,804 |
|
Mondelez International Inc, Cl A |
|
|
4,602 |
|
|
|
301 |
|
National Beverage Corp, Cl A |
|
|
397 |
|
|
|
20 |
|
Oil-Dri Corp of America |
|
|
2,422 |
|
|
|
155 |
|
PepsiCo Inc |
|
|
5,521 |
|
|
|
911 |
|
Philip Morris International Inc |
|
|
17,588 |
|
|
|
1,782 |
|
Pilgrim's Pride Corp * |
|
|
27,291 |
|
|
|
1,050 |
|
Post Holdings Inc * |
|
|
6,789 |
|
|
|
707 |
|
Primo Water Corp |
|
|
10,761 |
|
|
|
235 |
|
Procter & Gamble Co/The |
|
|
13,441 |
|
|
|
2,217 |
|
Reynolds Consumer Products Inc |
|
|
27,925 |
|
|
|
781 |
|
Seaboard Corp |
|
|
319 |
|
|
|
1,008 |
|
Simply Good Foods Co/The * |
|
|
3,358 |
|
|
|
121 |
|
SpartanNash Co |
|
|
5,106 |
|
|
|
96 |
|
Sprouts Farmers Market Inc * |
|
|
1,477 |
|
|
|
124 |
|
TreeHouse Foods Inc * |
|
|
6,771 |
|
|
|
248 |
|
Tyson Foods Inc, Cl A |
|
|
22,501 |
|
|
|
1,286 |
|
Universal Corp/VA |
|
|
4,838 |
|
|
|
233 |
|
Vector Group Ltd |
|
|
1,314 |
|
|
|
14 |
|
Village Super Market Inc, Cl A |
|
|
7,497 |
|
|
|
198 |
|
Vita Coco Co Inc/The * |
|
|
4,905 |
|
|
|
137 |
|
Vital Farms Inc * |
|
|
4,639 |
|
|
|
217 |
|
Walmart Inc |
|
|
86,523 |
|
|
|
5,858 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
U.S. Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WD-40 Co |
|
|
934 |
|
|
$ |
205 |
|
Weis Markets Inc |
|
|
2,961 |
|
|
|
186 |
|
WK Kellogg Co |
|
|
24,478 |
|
|
|
403 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,051 |
|
Energy — 3.1% |
|
|
|
|
Chesapeake Energy Corp |
|
|
22,261 |
|
|
|
1,830 |
|
Chevron Corp |
|
|
35,987 |
|
|
|
5,629 |
|
CONSOL Energy Inc |
|
|
915 |
|
|
|
93 |
|
DHT Holdings Inc |
|
|
5,730 |
|
|
|
66 |
|
Dorian LPG Ltd |
|
|
1,020 |
|
|
|
43 |
|
DT Midstream Inc |
|
|
37,946 |
|
|
|
2,695 |
|
Exxon Mobil Corp |
|
|
71,990 |
|
|
|
8,288 |
|
Gulfport Energy Corp * |
|
|
1,648 |
|
|
|
249 |
|
International Seaways Inc |
|
|
421 |
|
|
|
25 |
|
Teekay Corp * |
|
|
21,704 |
|
|
|
195 |
|
Teekay Tankers Ltd, Cl A |
|
|
4,653 |
|
|
|
320 |
|
Weatherford International PLC * |
|
|
851 |
|
|
|
104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,537 |
|
Financials — 11.5% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
1,485 |
|
|
|
18 |
|
Aflac Inc |
|
|
101,794 |
|
|
|
9,091 |
|
Allstate Corp/The |
|
|
8,076 |
|
|
|
1,289 |
|
American Express Co |
|
|
7,625 |
|
|
|
1,766 |
|
American Financial Group Inc/OH |
|
|
4,961 |
|
|
|
610 |
|
AMERISAFE Inc |
|
|
178 |
|
|
|
8 |
|
Axis Capital Holdings Ltd |
|
|
21,800 |
|
|
|
1,540 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
2,297 |
|
|
|
68 |
|
Bank of New York Mellon Corp/The |
|
|
124,417 |
|
|
|
7,451 |
|
Bankwell Financial Group Inc |
|
|
404 |
|
|
|
10 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
9,921 |
|
|
|
4,036 |
|
Canadian Imperial Bank of Commerce |
|
|
44,800 |
|
|
|
2,130 |
|
Cboe Global Markets Inc |
|
|
26,915 |
|
|
|
4,577 |
|
Chicago Atlantic Real Estate Finance Inc ‡ |
|
|
5,330 |
|
|
|
82 |
|
CME Group Inc, Cl A |
|
|
11,301 |
|
|
|
2,222 |
|
Corpay Inc * |
|
|
4,875 |
|
|
|
1,299 |
|
Diamond Hill Investment Group Inc |
|
|
89 |
|
|
|
13 |
|
Donegal Group Inc, Cl A |
|
|
2,581 |
|
|
|
33 |
|
Employers Holdings Inc |
|
|
8,369 |
|
|
|
357 |
|
Esquire Financial Holdings Inc |
|
|
233 |
|
|
|
11 |
|
Everest Group Ltd |
|
|
5,600 |
|
|
|
2,134 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
31 |
|
|
|
52 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
3,645 |
|
|
|
48 |
|
Hartford Financial Services Group Inc/The |
|
|
71,709 |
|
|
|
7,210 |
|
LPL Financial Holdings Inc |
|
|
5,300 |
|
|
|
1,480 |
|
Mastercard Inc, Cl A |
|
|
4,692 |
|
|
|
2,070 |
|
Mercury General Corp |
|
|
4,737 |
|
|
|
252 |
|
MetLife Inc |
|
|
11,900 |
|
|
|
835 |
|
Northeast Community Bancorp |
|
|
10,956 |
|
|
|
195 |
|
OceanFirst Financial Corp |
|
|
62,727 |
|
|
|
997 |
|
Old Republic International Corp |
|
|
85,733 |
|
|
|
2,649 |
|
Old Second Bancorp Inc |
|
|
938 |
|
|
|
14 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Oscar Health Inc, Cl A * |
|
|
838 |
|
|
$ |
13 |
|
Progressive Corp/The |
|
|
10,192 |
|
|
|
2,117 |
|
Reinsurance Group of America Inc, Cl A |
|
|
10,126 |
|
|
|
2,079 |
|
Safety Insurance Group Inc |
|
|
2,571 |
|
|
|
193 |
|
Selective Insurance Group Inc |
|
|
2,111 |
|
|
|
198 |
|
SiriusPoint Ltd * |
|
|
10,118 |
|
|
|
123 |
|
Sixth Street Specialty Lending Inc |
|
|
63,350 |
|
|
|
1,353 |
|
Skyward Specialty Insurance Group Inc * |
|
|
7,426 |
|
|
|
269 |
|
Travelers Cos Inc/The |
|
|
5,400 |
|
|
|
1,098 |
|
Universal Insurance Holdings Inc |
|
|
10,604 |
|
|
|
199 |
|
Unum Group |
|
|
18,099 |
|
|
|
925 |
|
Virtu Financial Inc, Cl A |
|
|
9,331 |
|
|
|
209 |
|
Visa Inc, Cl A |
|
|
8,030 |
|
|
|
2,108 |
|
W R Berkley Corp |
|
|
7,045 |
|
|
|
554 |
|
WaFd Inc |
|
|
26,210 |
|
|
|
749 |
|
Western Union Co/The |
|
|
372,377 |
|
|
|
4,550 |
|
Willis Towers Watson PLC |
|
|
3,313 |
|
|
|
868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
72,152 |
|
Health Care — 17.3% |
|
|
|
|
Abbott Laboratories |
|
|
4,006 |
|
|
|
416 |
|
AbbVie Inc |
|
|
31,743 |
|
|
|
5,445 |
|
ACADIA Pharmaceuticals Inc * |
|
|
5,575 |
|
|
|
91 |
|
Addus HomeCare Corp * |
|
|
551 |
|
|
|
64 |
|
ADMA Biologics Inc * |
|
|
26,236 |
|
|
|
293 |
|
Alkermes PLC * |
|
|
14,627 |
|
|
|
353 |
|
Amgen Inc, Cl A |
|
|
5,460 |
|
|
|
1,706 |
|
Amphastar Pharmaceuticals Inc * |
|
|
3,015 |
|
|
|
121 |
|
ANI Pharmaceuticals Inc * |
|
|
2,560 |
|
|
|
163 |
|
Anika Therapeutics Inc * |
|
|
8,555 |
|
|
|
217 |
|
Arcellx Inc * |
|
|
1,605 |
|
|
|
89 |
|
Ardelyx Inc * |
|
|
8,396 |
|
|
|
62 |
|
Becton Dickinson & Co |
|
|
6,634 |
|
|
|
1,550 |
|
Boston Scientific Corp * |
|
|
45,527 |
|
|
|
3,506 |
|
Bristol-Myers Squibb Co |
|
|
185,419 |
|
|
|
7,700 |
|
Cardinal Health Inc |
|
|
76,985 |
|
|
|
7,569 |
|
Catalyst Pharmaceuticals Inc * |
|
|
11,463 |
|
|
|
178 |
|
Cencora Inc, Cl A |
|
|
10,240 |
|
|
|
2,307 |
|
Cigna Group/The |
|
|
23,162 |
|
|
|
7,657 |
|
Collegium Pharmaceutical Inc * |
|
|
4,035 |
|
|
|
130 |
|
Cross Country Healthcare Inc * |
|
|
528 |
|
|
|
7 |
|
CVS Health Corp |
|
|
67,200 |
|
|
|
3,969 |
|
Elevance Health Inc |
|
|
278 |
|
|
|
151 |
|
Entrada Therapeutics Inc * |
|
|
1,836 |
|
|
|
26 |
|
Exelixis Inc * |
|
|
98,140 |
|
|
|
2,205 |
|
Gilead Sciences Inc |
|
|
163,378 |
|
|
|
11,209 |
|
Haemonetics Corp * |
|
|
353 |
|
|
|
29 |
|
Halozyme Therapeutics Inc * |
|
|
4,843 |
|
|
|
254 |
|
Harmony Biosciences Holdings Inc * |
|
|
2,434 |
|
|
|
73 |
|
HealthEquity Inc * |
|
|
921 |
|
|
|
79 |
|
HealthStream Inc |
|
|
9,574 |
|
|
|
267 |
|
Hims & Hers Health Inc * |
|
|
6,292 |
|
|
|
127 |
|
Hologic Inc * |
|
|
34,605 |
|
|
|
2,569 |
|
Humana Inc |
|
|
5,621 |
|
|
|
2,100 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
U.S. Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Incyte Corp * |
|
|
67,320 |
|
|
$ |
4,081 |
|
Innoviva Inc * |
|
|
10,789 |
|
|
|
177 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
2,013 |
|
|
|
138 |
|
iRadimed Corp |
|
|
2,534 |
|
|
|
111 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
6,894 |
|
|
|
45 |
|
Jazz Pharmaceuticals PLC * |
|
|
30,632 |
|
|
|
3,269 |
|
Johnson & Johnson |
|
|
18,349 |
|
|
|
2,682 |
|
Kiniksa Pharmaceuticals International Plc, Cl A * |
|
|
7,036 |
|
|
|
131 |
|
Krystal Biotech Inc * |
|
|
712 |
|
|
|
131 |
|
LeMaitre Vascular Inc |
|
|
507 |
|
|
|
42 |
|
Ligand Pharmaceuticals Inc * |
|
|
581 |
|
|
|
49 |
|
McKesson Corp |
|
|
17,761 |
|
|
|
10,373 |
|
Merck & Co Inc |
|
|
69,860 |
|
|
|
8,649 |
|
Mesa Laboratories Inc |
|
|
367 |
|
|
|
32 |
|
MiMedx Group Inc * |
|
|
20,128 |
|
|
|
139 |
|
Myriad Genetics Inc * |
|
|
683 |
|
|
|
17 |
|
National HealthCare Corp |
|
|
793 |
|
|
|
86 |
|
Neurocrine Biosciences Inc * |
|
|
20,338 |
|
|
|
2,800 |
|
OmniAb Inc, Cl W * |
|
|
7,091 |
|
|
|
27 |
|
Option Care Health Inc * |
|
|
4,476 |
|
|
|
124 |
|
OraSure Technologies Inc * |
|
|
23,120 |
|
|
|
98 |
|
Organon & Co |
|
|
17,388 |
|
|
|
360 |
|
Pacira BioSciences Inc * |
|
|
1,769 |
|
|
|
51 |
|
Patterson Cos Inc |
|
|
2,233 |
|
|
|
54 |
|
Pediatrix Medical Group Inc * |
|
|
3,551 |
|
|
|
27 |
|
Pfizer Inc |
|
|
40,110 |
|
|
|
1,122 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
1,946 |
|
|
|
134 |
|
Quipt Home Medical Corp * |
|
|
2,750 |
|
|
|
9 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,647 |
|
|
|
1,731 |
|
Royalty Pharma PLC, Cl A |
|
|
25,749 |
|
|
|
679 |
|
SIGA Technologies Inc |
|
|
6,550 |
|
|
|
50 |
|
Stryker Corp |
|
|
5,576 |
|
|
|
1,897 |
|
Supernus Pharmaceuticals Inc * |
|
|
4,674 |
|
|
|
125 |
|
Tactile Systems Technology Inc * |
|
|
4,668 |
|
|
|
56 |
|
UFP Technologies Inc * |
|
|
555 |
|
|
|
146 |
|
United Therapeutics Corp * |
|
|
9,906 |
|
|
|
3,156 |
|
UroGen Pharma Ltd * |
|
|
802 |
|
|
|
13 |
|
Utah Medical Products Inc |
|
|
203 |
|
|
|
14 |
|
Vanda Pharmaceuticals Inc * |
|
|
17,009 |
|
|
|
96 |
|
Varex Imaging Corp * |
|
|
1,280 |
|
|
|
19 |
|
Vaxcyte Inc * |
|
|
681 |
|
|
|
51 |
|
Vericel Corp * |
|
|
458 |
|
|
|
21 |
|
Vertex Pharmaceuticals Inc * |
|
|
5,520 |
|
|
|
2,587 |
|
Voyager Therapeutics Inc * |
|
|
8,541 |
|
|
|
68 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
108,349 |
|
Industrials — 13.5% |
|
|
|
|
A O Smith Corp |
|
|
8,392 |
|
|
|
686 |
|
ABM Industries Inc |
|
|
3,715 |
|
|
|
188 |
|
Allison Transmission Holdings Inc |
|
|
47,769 |
|
|
|
3,626 |
|
Argan Inc |
|
|
2,711 |
|
|
|
198 |
|
Armstrong World Industries Inc |
|
|
3,039 |
|
|
|
344 |
|
Barrett Business Services Inc |
|
|
9,520 |
|
|
|
312 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Booz Allen Hamilton Holding Corp, Cl A |
|
|
7,957 |
|
|
$ |
1,225 |
|
CACI International Inc, Cl A * |
|
|
1,529 |
|
|
|
658 |
|
Cadre Holdings |
|
|
1,854 |
|
|
|
62 |
|
Carlisle Cos Inc |
|
|
3,356 |
|
|
|
1,360 |
|
CECO Environmental Corp * |
|
|
1,634 |
|
|
|
47 |
|
Cintas Corp |
|
|
2,741 |
|
|
|
1,919 |
|
Core & Main Inc, Cl A * |
|
|
4,449 |
|
|
|
218 |
|
Costamare Inc |
|
|
5,699 |
|
|
|
94 |
|
CSG Systems International Inc |
|
|
40,530 |
|
|
|
1,669 |
|
CSW Industrials Inc |
|
|
1,060 |
|
|
|
281 |
|
Cummins Inc |
|
|
13,200 |
|
|
|
3,655 |
|
Curtiss-Wright Corp |
|
|
5,388 |
|
|
|
1,460 |
|
Donaldson Co Inc, Cl A |
|
|
21,974 |
|
|
|
1,572 |
|
Eaton Corp PLC |
|
|
5,520 |
|
|
|
1,731 |
|
EMCOR Group Inc |
|
|
9,896 |
|
|
|
3,613 |
|
Emerson Electric Co |
|
|
16,161 |
|
|
|
1,780 |
|
Enerpac Tool Group Corp, Cl A |
|
|
6,464 |
|
|
|
247 |
|
Ennis Inc |
|
|
642 |
|
|
|
14 |
|
Expeditors International of Washington Inc |
|
|
10,038 |
|
|
|
1,253 |
|
Fastenal Co, Cl A |
|
|
29,423 |
|
|
|
1,849 |
|
Ferguson PLC |
|
|
9,842 |
|
|
|
1,906 |
|
Franklin Electric Co Inc |
|
|
3,176 |
|
|
|
306 |
|
FTI Consulting Inc * |
|
|
481 |
|
|
|
104 |
|
General Dynamics Corp |
|
|
9,632 |
|
|
|
2,795 |
|
Genpact Ltd |
|
|
12,270 |
|
|
|
395 |
|
Golden Ocean Group Ltd |
|
|
9,943 |
|
|
|
137 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
10,309 |
|
|
|
2,539 |
|
Huron Consulting Group Inc * |
|
|
1,535 |
|
|
|
151 |
|
Hyster-Yale Inc |
|
|
810 |
|
|
|
56 |
|
IBEX Holdings Ltd * |
|
|
6,424 |
|
|
|
104 |
|
Illinois Tool Works Inc |
|
|
8,118 |
|
|
|
1,924 |
|
Insperity Inc, Cl A |
|
|
341 |
|
|
|
31 |
|
Landstar System Inc |
|
|
11,724 |
|
|
|
2,163 |
|
Leidos Holdings Inc |
|
|
16,051 |
|
|
|
2,342 |
|
Lennox International Inc |
|
|
2,216 |
|
|
|
1,186 |
|
Lockheed Martin Corp |
|
|
18,632 |
|
|
|
8,703 |
|
LSI Industries Inc |
|
|
6,132 |
|
|
|
89 |
|
ManpowerGroup Inc |
|
|
15,771 |
|
|
|
1,101 |
|
Maximus Inc |
|
|
1,243 |
|
|
|
107 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
4,690 |
|
|
|
372 |
|
Mueller Industries Inc |
|
|
454 |
|
|
|
26 |
|
National Presto Industries Inc |
|
|
3,062 |
|
|
|
230 |
|
Northrop Grumman Corp |
|
|
7,848 |
|
|
|
3,421 |
|
Otis Worldwide Corp |
|
|
21,810 |
|
|
|
2,099 |
|
PACCAR Inc |
|
|
44,405 |
|
|
|
4,571 |
|
Paychex Inc |
|
|
14,741 |
|
|
|
1,748 |
|
Republic Services Inc |
|
|
4,028 |
|
|
|
783 |
|
REV Group Inc |
|
|
3,239 |
|
|
|
81 |
|
Robert Half Inc |
|
|
7,160 |
|
|
|
458 |
|
Schneider National Inc, Cl B |
|
|
21,568 |
|
|
|
521 |
|
Science Applications International Corp |
|
|
12,619 |
|
|
|
1,483 |
|
Snap-on Inc |
|
|
13,346 |
|
|
|
3,488 |
|
SS&C Technologies Holdings Inc |
|
|
15,069 |
|
|
|
944 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
U.S. Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tennant Co |
|
|
145 |
|
|
$ |
14 |
|
Textron Inc |
|
|
24,710 |
|
|
|
2,122 |
|
Trane Technologies PLC |
|
|
8,553 |
|
|
|
2,813 |
|
Waste Management Inc |
|
|
4,122 |
|
|
|
879 |
|
Watts Water Technologies Inc, Cl A |
|
|
1,881 |
|
|
|
345 |
|
WW Grainger Inc |
|
|
2,635 |
|
|
|
2,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84,975 |
|
Information Technology — 15.2% |
|
|
|
|
A10 Networks Inc |
|
|
11,954 |
|
|
|
166 |
|
Adeia Inc |
|
|
4,882 |
|
|
|
55 |
|
Agilysys Inc * |
|
|
125 |
|
|
|
13 |
|
Amdocs Ltd |
|
|
160,341 |
|
|
|
12,654 |
|
Amphenol Corp, Cl A |
|
|
33,280 |
|
|
|
2,242 |
|
Appfolio Inc, Cl A * |
|
|
411 |
|
|
|
100 |
|
Apple Inc |
|
|
9,275 |
|
|
|
1,953 |
|
Arrow Electronics Inc, Cl A * |
|
|
30,337 |
|
|
|
3,663 |
|
Avnet Inc |
|
|
77,209 |
|
|
|
3,975 |
|
Badger Meter Inc |
|
|
594 |
|
|
|
111 |
|
Box Inc, Cl A * |
|
|
3,945 |
|
|
|
104 |
|
Canon Inc ADR |
|
|
115,990 |
|
|
|
3,147 |
|
Cisco Systems Inc |
|
|
205,757 |
|
|
|
9,775 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
77,577 |
|
|
|
5,275 |
|
CommVault Systems Inc * |
|
|
3,851 |
|
|
|
468 |
|
CoreCard Corp * |
|
|
1,388 |
|
|
|
20 |
|
Crane NXT Co |
|
|
3,335 |
|
|
|
205 |
|
Daktronics Inc * |
|
|
10,455 |
|
|
|
146 |
|
Dolby Laboratories Inc, Cl A |
|
|
4,049 |
|
|
|
321 |
|
F5 Inc, Cl A * |
|
|
10,189 |
|
|
|
1,755 |
|
Gartner Inc * |
|
|
5,251 |
|
|
|
2,358 |
|
Gen Digital Inc |
|
|
29,971 |
|
|
|
749 |
|
GoDaddy Inc, Cl A * |
|
|
26,535 |
|
|
|
3,707 |
|
Hackett Group Inc/The |
|
|
4,228 |
|
|
|
92 |
|
Hewlett Packard Enterprise Co |
|
|
292,670 |
|
|
|
6,196 |
|
HP Inc |
|
|
134,700 |
|
|
|
4,717 |
|
Insight Enterprises Inc * |
|
|
8,654 |
|
|
|
1,717 |
|
InterDigital Inc |
|
|
2,438 |
|
|
|
284 |
|
International Business Machines Corp |
|
|
59,735 |
|
|
|
10,331 |
|
inTEST Corp * |
|
|
1,060 |
|
|
|
10 |
|
Juniper Networks Inc |
|
|
83,510 |
|
|
|
3,045 |
|
LiveRamp Holdings Inc * |
|
|
2,197 |
|
|
|
68 |
|
Motorola Solutions Inc |
|
|
2,072 |
|
|
|
800 |
|
NetApp Inc |
|
|
38,600 |
|
|
|
4,972 |
|
NVE Corp |
|
|
1,199 |
|
|
|
90 |
|
Ooma Inc * |
|
|
3,732 |
|
|
|
37 |
|
Open Text Corp |
|
|
57,000 |
|
|
|
1,711 |
|
Oracle Corp, Cl B |
|
|
20,041 |
|
|
|
2,830 |
|
PC Connection Inc |
|
|
2,150 |
|
|
|
138 |
|
Photronics Inc * |
|
|
934 |
|
|
|
23 |
|
Progress Software Corp |
|
|
292 |
|
|
|
16 |
|
Qorvo Inc * |
|
|
5,341 |
|
|
|
620 |
|
QUALCOMM Inc |
|
|
4,702 |
|
|
|
937 |
|
Qualys Inc * |
|
|
1,231 |
|
|
|
176 |
|
Skyworks Solutions Inc |
|
|
4,610 |
|
|
|
491 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Squarespace Inc, Cl A * |
|
|
1,442 |
|
|
$ |
63 |
|
TD SYNNEX Corp |
|
|
17,360 |
|
|
|
2,003 |
|
Teradata Corp * |
|
|
7,266 |
|
|
|
251 |
|
VeriSign Inc * |
|
|
6,157 |
|
|
|
1,095 |
|
Weave Communications Inc * |
|
|
2,440 |
|
|
|
22 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,697 |
|
Materials — 2.7% |
|
|
|
|
Amcor PLC |
|
|
99,906 |
|
|
|
977 |
|
AptarGroup Inc |
|
|
4,535 |
|
|
|
639 |
|
Avery Dennison Corp |
|
|
5,599 |
|
|
|
1,224 |
|
Berry Global Group Inc |
|
|
28,845 |
|
|
|
1,698 |
|
CF Industries Holdings Inc |
|
|
17,990 |
|
|
|
1,333 |
|
Core Molding Technologies Inc * |
|
|
1,933 |
|
|
|
31 |
|
Graphic Packaging Holding Co |
|
|
57,890 |
|
|
|
1,517 |
|
Innospec Inc |
|
|
795 |
|
|
|
98 |
|
NewMarket Corp |
|
|
6,489 |
|
|
|
3,346 |
|
Packaging Corp of America |
|
|
8,175 |
|
|
|
1,493 |
|
Reliance Inc |
|
|
9,000 |
|
|
|
2,570 |
|
Sonoco Products Co |
|
|
28,236 |
|
|
|
1,432 |
|
Southern Copper Corp |
|
|
2,146 |
|
|
|
231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,589 |
|
Real Estate — 0.1% |
|
|
|
|
Equity Commonwealth *‡ |
|
|
17,657 |
|
|
|
342 |
|
Forestar Group Inc * |
|
|
4,021 |
|
|
|
129 |
|
RMR Group Inc/The, Cl A |
|
|
9,646 |
|
|
|
218 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
689 |
|
Utilities — 3.6% |
|
|
|
|
American Electric Power Co Inc |
|
|
16,310 |
|
|
|
1,431 |
|
American States Water Co |
|
|
4,135 |
|
|
|
300 |
|
Avista Corp |
|
|
3,241 |
|
|
|
112 |
|
Black Hills Corp, Cl A |
|
|
705 |
|
|
|
38 |
|
California Water Service Group, Cl A |
|
|
2,462 |
|
|
|
119 |
|
Consolidated Water Co Ltd |
|
|
11,639 |
|
|
|
309 |
|
Entergy Corp |
|
|
20,790 |
|
|
|
2,225 |
|
Evergy Inc |
|
|
28,770 |
|
|
|
1,524 |
|
Genie Energy Ltd, Cl B |
|
|
10,134 |
|
|
|
148 |
|
National Fuel Gas Co |
|
|
99,547 |
|
|
|
5,394 |
|
New Jersey Resources Corp |
|
|
2,497 |
|
|
|
107 |
|
Northwest Natural Holding Co |
|
|
3,946 |
|
|
|
143 |
|
NRG Energy Inc |
|
|
37,724 |
|
|
|
2,937 |
|
ONE Gas Inc |
|
|
1,487 |
|
|
|
95 |
|
PG&E Corp |
|
|
71,400 |
|
|
|
1,247 |
|
PPL Corp |
|
|
99,470 |
|
|
|
2,750 |
|
SJW Group |
|
|
4,700 |
|
|
|
255 |
|
Spire Inc |
|
|
1,746 |
|
|
|
106 |
|
Unitil Corp |
|
|
204 |
|
|
|
11 |
|
Vistra Corp |
|
|
40,390 |
|
|
|
3,473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,724 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $529,519) ($ Thousands) |
|
|
|
|
|
|
621,047 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
U.S. Managed Volatility Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
6,390,139 |
|
|
$ |
6,390 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,390) ($ Thousands) |
|
|
|
|
|
|
6,390 |
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $535,909) ($ Thousands) |
|
$ |
627,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
1 |
|
|
|
Sep-2024 |
|
|
$ |
277 |
|
|
$ |
276 |
|
|
$ |
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $627,941 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,813 |
|
|
$ |
21,533 |
|
|
$ |
(24,347 |
) |
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
18 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
15,573 |
|
|
|
142,748 |
|
|
|
(151,931 |
) |
|
|
— |
|
|
|
— |
|
|
|
6,390 |
|
|
|
410 |
|
|
|
— |
|
Totals |
|
$ |
18,386 |
|
|
$ |
164,281 |
|
|
$ |
(176,278 |
) |
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
6,390 |
|
|
$ |
428 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.0% |
Australia — 0.8% |
Computershare Ltd |
|
|
29,318 |
|
|
$ |
516 |
|
Origin Energy Ltd |
|
|
139,652 |
|
|
|
1,013 |
|
Rio Tinto Ltd |
|
|
61,263 |
|
|
|
4,869 |
|
|
|
|
|
|
|
|
6,398 |
|
|
|
|
|
|
|
|
|
|
Austria — 0.1% |
Oberbank AG |
|
|
162 |
|
|
|
12 |
|
Telekom Austria AG, Cl A |
|
|
44,848 |
|
|
|
448 |
|
UNIQA Insurance Group AG |
|
|
30,730 |
|
|
|
262 |
|
|
|
|
|
|
|
|
722 |
|
|
|
|
|
|
|
|
|
|
Belgium — 0.0% |
Ageas SA/NV |
|
|
8,147 |
|
|
|
372 |
|
Colruyt Group N.V |
|
|
580 |
|
|
|
28 |
|
|
|
|
|
|
|
|
400 |
|
|
|
|
|
|
|
|
|
|
Canada — 1.9% |
Barrick Gold Corp |
|
|
19,399 |
|
|
|
324 |
|
Canadian Utilities Ltd, Cl A |
|
|
11,164 |
|
|
|
241 |
|
Dollarama Inc |
|
|
8,308 |
|
|
|
758 |
|
Empire Co Ltd, Cl A |
|
|
92,423 |
|
|
|
2,362 |
|
Enbridge |
|
|
10,291 |
|
|
|
366 |
|
Fairfax Financial Holdings Ltd |
|
|
4,364 |
|
|
|
4,964 |
|
George Weston Ltd |
|
|
16,567 |
|
|
|
2,383 |
|
Kinross Gold Corp |
|
|
36,253 |
|
|
|
302 |
|
Loblaw Cos Ltd |
|
|
30,837 |
|
|
|
3,576 |
|
Metro Inc/CN, Cl A |
|
|
18,996 |
|
|
|
1,052 |
|
|
|
|
|
|
|
|
16,328 |
|
|
|
|
|
|
|
|
|
|
China — 0.1% |
APT Satellite Holdings Ltd |
|
|
202,000 |
|
|
|
55 |
|
BOC Hong Kong Holdings Ltd |
|
|
63,832 |
|
|
|
197 |
|
Wilmar International Ltd |
|
|
159,880 |
|
|
|
366 |
|
|
|
|
|
|
|
|
618 |
|
|
|
|
|
|
|
|
|
|
Denmark — 0.8% |
Carlsberg AS, Cl B |
|
|
8,021 |
|
|
|
963 |
|
Danske Bank A/S |
|
|
92,113 |
|
|
|
2,747 |
|
Novo Nordisk A/S, Cl B |
|
|
12,804 |
|
|
|
1,851 |
|
Pandora A/S |
|
|
5,125 |
|
|
|
774 |
|
Schouw & Co A/S |
|
|
1,793 |
|
|
|
141 |
|
|
|
|
|
|
|
|
6,476 |
|
|
|
|
|
|
|
|
|
|
Finland — 0.2% |
Elisa Oyj |
|
|
37,748 |
|
|
|
1,733 |
|
Orion Oyj, Cl A |
|
|
259 |
|
|
|
11 |
|
|
|
|
|
|
|
|
1,744 |
|
|
|
|
|
|
|
|
|
|
France — 2.5% |
Bureau Veritas SA |
|
|
19,320 |
|
|
|
536 |
|
Carrefour SA |
|
|
155,643 |
|
|
|
2,202 |
|
Danone SA |
|
|
17,315 |
|
|
|
1,059 |
|
Dassault Systemes SE |
|
|
3,374 |
|
|
|
128 |
|
Eiffage SA |
|
|
4,383 |
|
|
|
403 |
|
Engie SA |
|
|
33,403 |
|
|
|
477 |
|
Legrand SA |
|
|
17,641 |
|
|
|
1,752 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Orange SA |
|
|
655,257 |
|
|
$ |
6,569 |
|
Sanofi SA |
|
|
4,081 |
|
|
|
393 |
|
TotalEnergies SE |
|
|
107,811 |
|
|
|
7,202 |
|
|
|
|
|
|
|
|
20,721 |
|
|
|
|
|
|
|
|
|
|
Germany — 0.0% |
Deutsche Telekom AG |
|
|
2,820 |
|
|
|
71 |
|
Heidelberg Materials AG |
|
|
3,011 |
|
|
|
312 |
|
|
|
|
|
|
|
|
383 |
|
|
|
|
|
|
|
|
|
|
Hong Kong — 2.6% |
CK Asset Holdings Ltd |
|
|
128,500 |
|
|
|
481 |
|
CK Hutchison Holdings Ltd |
|
|
1,092,171 |
|
|
|
5,232 |
|
CK Infrastructure Holdings Ltd |
|
|
6,500 |
|
|
|
37 |
|
CLP Holdings Ltd, Cl B |
|
|
106,893 |
|
|
|
864 |
|
Dah Sing Banking Group Ltd |
|
|
108,898 |
|
|
|
91 |
|
Ferretti |
|
|
16,900 |
|
|
|
51 |
|
Hang Lung Properties Ltd |
|
|
132,000 |
|
|
|
113 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
258,500 |
|
|
|
164 |
|
HKT Trust & HKT Ltd |
|
|
3,353,089 |
|
|
|
3,762 |
|
Miramar Hotel & Investment |
|
|
49,000 |
|
|
|
60 |
|
PCCW Ltd |
|
|
4,637,000 |
|
|
|
2,322 |
|
Power Assets Holdings Ltd |
|
|
774,312 |
|
|
|
4,190 |
|
Regal Hotels International Holdings Ltd * |
|
|
77,509 |
|
|
|
28 |
|
Swire Pacific Ltd, Cl A |
|
|
111,696 |
|
|
|
987 |
|
VTech Holdings Ltd |
|
|
42,069 |
|
|
|
315 |
|
WH Group Ltd |
|
|
4,839,033 |
|
|
|
3,186 |
|
|
|
|
|
|
|
|
21,883 |
|
|
|
|
|
|
|
|
|
|
Israel — 1.8% |
Check Point Software Technologies Ltd * |
|
|
65,540 |
|
|
|
10,814 |
|
First International Bank Of Israel Ltd/The |
|
|
59,851 |
|
|
|
2,279 |
|
Isracard Ltd |
|
|
5 |
|
|
|
– |
|
Nice Ltd * |
|
|
635 |
|
|
|
109 |
|
Nova Ltd * |
|
|
3,415 |
|
|
|
801 |
|
Radware Ltd * |
|
|
24,814 |
|
|
|
453 |
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
2,532 |
|
|
|
133 |
|
Tower Semiconductor Ltd * |
|
|
4,723 |
|
|
|
186 |
|
|
|
|
|
|
|
|
14,775 |
|
|
|
|
|
|
|
|
|
|
Italy — 0.0% |
Leonardo SpA |
|
|
17,970 |
|
|
|
418 |
|
Stellantis NV |
|
|
2,349 |
|
|
|
46 |
|
|
|
|
|
|
|
|
464 |
|
|
|
|
|
|
|
|
|
|
Japan — 9.5% |
Achilles Corp |
|
|
2,500 |
|
|
|
25 |
|
Aeon Delight |
|
|
1,300 |
|
|
|
32 |
|
Aisin Corp |
|
|
17,000 |
|
|
|
554 |
|
Akatsuki |
|
|
11,700 |
|
|
|
36 |
|
Albis Co Ltd |
|
|
1,600 |
|
|
|
27 |
|
Amano Corp |
|
|
29,100 |
|
|
|
751 |
|
Anritsu Corp |
|
|
176,600 |
|
|
|
1,354 |
|
Arcs Co Ltd |
|
|
53,500 |
|
|
|
967 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Artience |
|
|
21,300 |
|
|
$ |
445 |
|
Asahi Co Ltd |
|
|
44,600 |
|
|
|
429 |
|
Asante Inc |
|
|
10,700 |
|
|
|
119 |
|
Autobacs Seven Co Ltd |
|
|
22,100 |
|
|
|
214 |
|
Axial Retailing Inc |
|
|
3,900 |
|
|
|
25 |
|
Belc Co Ltd |
|
|
4,800 |
|
|
|
227 |
|
Brother Industries Ltd |
|
|
49,132 |
|
|
|
865 |
|
Canon Inc |
|
|
215,270 |
|
|
|
5,827 |
|
Canon Marketing Japan Inc |
|
|
5,100 |
|
|
|
142 |
|
Cawachi Ltd |
|
|
23,500 |
|
|
|
430 |
|
Central Japan Railway Co |
|
|
40,662 |
|
|
|
878 |
|
Chubu Electric Power Co Inc |
|
|
376,284 |
|
|
|
4,447 |
|
Chudenko |
|
|
1,200 |
|
|
|
24 |
|
CI Takiron Corp |
|
|
23,600 |
|
|
|
108 |
|
COMSYS Holdings Corp |
|
|
27,800 |
|
|
|
534 |
|
Create Medic Co Ltd |
|
|
5,677 |
|
|
|
33 |
|
Daiken Medical |
|
|
6,500 |
|
|
|
22 |
|
Daito Trust Construction Co Ltd |
|
|
600 |
|
|
|
62 |
|
Earth Corp |
|
|
13,500 |
|
|
|
405 |
|
Eco's |
|
|
1,800 |
|
|
|
26 |
|
Eizo Corp |
|
|
5,600 |
|
|
|
169 |
|
EXEO Group |
|
|
37,600 |
|
|
|
374 |
|
Ezaki Glico Co Ltd |
|
|
41,000 |
|
|
|
1,066 |
|
FTGroup Co Ltd |
|
|
2,900 |
|
|
|
21 |
|
Fujicco Co Ltd |
|
|
18,100 |
|
|
|
209 |
|
FUJIFILM Holdings Corp |
|
|
155,879 |
|
|
|
3,646 |
|
Fujiya Co Ltd |
|
|
2,900 |
|
|
|
47 |
|
Gakken Holdings Co Ltd |
|
|
9,200 |
|
|
|
61 |
|
Gakkyusha Co Ltd |
|
|
3,600 |
|
|
|
48 |
|
Heiwado Co Ltd |
|
|
64,400 |
|
|
|
967 |
|
Hitachi Ltd |
|
|
3,250 |
|
|
|
73 |
|
Hokuto Corp |
|
|
49,800 |
|
|
|
588 |
|
House Foods Group Inc |
|
|
45,700 |
|
|
|
809 |
|
Japan Oil Transportation Co Ltd |
|
|
2,100 |
|
|
|
40 |
|
Japan Post Bank Co Ltd |
|
|
118,039 |
|
|
|
1,115 |
|
Japan Post Holdings Co Ltd |
|
|
101,422 |
|
|
|
1,006 |
|
Japan Post Insurance Co Ltd |
|
|
8,511 |
|
|
|
165 |
|
Japan Tobacco Inc |
|
|
247,683 |
|
|
|
6,695 |
|
JFE Holdings Inc |
|
|
79,500 |
|
|
|
1,144 |
|
JM Holdings |
|
|
1,400 |
|
|
|
25 |
|
J-Oil Mills |
|
|
11,100 |
|
|
|
138 |
|
JSP Corp |
|
|
23,600 |
|
|
|
339 |
|
Kagome |
|
|
10,600 |
|
|
|
215 |
|
Kaken Pharmaceutical Co Ltd |
|
|
15,200 |
|
|
|
364 |
|
Kansai Electric Power Co Inc/The |
|
|
100,104 |
|
|
|
1,681 |
|
Kato Sangyo Co Ltd |
|
|
23,900 |
|
|
|
640 |
|
KDDI Corp |
|
|
2,000 |
|
|
|
53 |
|
Kewpie Corp |
|
|
50,100 |
|
|
|
996 |
|
Key Coffee Inc |
|
|
4,000 |
|
|
|
52 |
|
Kobe Electric Railway |
|
|
1,800 |
|
|
|
31 |
|
Komeri Co Ltd |
|
|
8,800 |
|
|
|
191 |
|
Konami Group Corp |
|
|
21,138 |
|
|
|
1,522 |
|
Kuriyama Holdings |
|
|
4,200 |
|
|
|
32 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kyorin Pharmaceutical |
|
|
97,500 |
|
|
$ |
1,032 |
|
LAC |
|
|
9,400 |
|
|
|
49 |
|
Lion Corp |
|
|
106,500 |
|
|
|
830 |
|
Marudai Food Co Ltd |
|
|
3,000 |
|
|
|
32 |
|
McDonald's Holdings Co Japan Ltd |
|
|
1,500 |
|
|
|
59 |
|
Medical System Network, Cl A |
|
|
7,000 |
|
|
|
26 |
|
Megmilk Snow Brand Co Ltd |
|
|
25,000 |
|
|
|
404 |
|
MEIJI Holdings Co Ltd |
|
|
96,643 |
|
|
|
2,084 |
|
Ministop Co Ltd |
|
|
4,700 |
|
|
|
50 |
|
Miroku Jyoho Service Co Ltd |
|
|
2,200 |
|
|
|
27 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
187,449 |
|
|
|
1,041 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
13,500 |
|
|
|
458 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
15,100 |
|
|
|
140 |
|
Morinaga & Co Ltd/Japan |
|
|
7,800 |
|
|
|
121 |
|
Morozoff Ltd |
|
|
1,200 |
|
|
|
36 |
|
MrMax Holdings Ltd |
|
|
8,400 |
|
|
|
36 |
|
MS&AD Insurance Group Holdings Inc |
|
|
28,269 |
|
|
|
628 |
|
Musashi Co Ltd |
|
|
2,400 |
|
|
|
27 |
|
Nagase Brothers |
|
|
7,200 |
|
|
|
82 |
|
NH Foods Ltd |
|
|
21,600 |
|
|
|
646 |
|
Nihon Chouzai Co Ltd |
|
|
21,100 |
|
|
|
196 |
|
Nihon Denkei Co Ltd |
|
|
2,000 |
|
|
|
25 |
|
Nikko Co Ltd/Hyogo |
|
|
12,400 |
|
|
|
62 |
|
Nippn Corp |
|
|
95,034 |
|
|
|
1,380 |
|
Nippon Air Conditioning Services Co Ltd |
|
|
4,900 |
|
|
|
33 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
3,749 |
|
|
|
173 |
|
Nippon Telegraph & Telephone Corp |
|
|
714,905 |
|
|
|
675 |
|
Nisshin Oillio Group Ltd/The |
|
|
8,652 |
|
|
|
260 |
|
Nittoc Construction Co Ltd |
|
|
7,000 |
|
|
|
49 |
|
Nomura Real Estate Holdings Inc |
|
|
10,100 |
|
|
|
253 |
|
Oiles Corp |
|
|
25,300 |
|
|
|
367 |
|
Okinawa Cellular Telephone Co |
|
|
7,900 |
|
|
|
193 |
|
Okuwa Co Ltd |
|
|
31,500 |
|
|
|
180 |
|
Osaka Gas Co Ltd |
|
|
3,800 |
|
|
|
84 |
|
Otsuka Holdings Co Ltd |
|
|
2,010 |
|
|
|
85 |
|
OUG Holdings Inc |
|
|
2,236 |
|
|
|
38 |
|
Panasonic Holdings Corp |
|
|
93,474 |
|
|
|
765 |
|
Pigeon |
|
|
10,700 |
|
|
|
97 |
|
Prima Meat Packers |
|
|
5,900 |
|
|
|
87 |
|
San-A Co Ltd, Cl A |
|
|
35,300 |
|
|
|
1,108 |
|
Sanki Engineering Co Ltd |
|
|
22,600 |
|
|
|
299 |
|
Sanyo Chemical Industries |
|
|
7,100 |
|
|
|
176 |
|
SCSK Corp |
|
|
31,534 |
|
|
|
630 |
|
Secom Co Ltd |
|
|
9,524 |
|
|
|
562 |
|
Seiko Epson Corp |
|
|
66,752 |
|
|
|
1,037 |
|
Showa Sangyo Co Ltd |
|
|
18,900 |
|
|
|
370 |
|
SoftBank Corp |
|
|
434,013 |
|
|
|
5,300 |
|
Software Service |
|
|
600 |
|
|
|
53 |
|
SRA Holdings |
|
|
5,000 |
|
|
|
138 |
|
ST Corp |
|
|
5,400 |
|
|
|
53 |
|
Step Co Ltd |
|
|
9,200 |
|
|
|
110 |
|
Studio Alice Co Ltd |
|
|
3,500 |
|
|
|
46 |
|
Sundrug Co Ltd |
|
|
71,700 |
|
|
|
1,807 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Takamatsu Construction Group Co Ltd |
|
|
4,900 |
|
|
$ |
94 |
|
Takasago International Corp |
|
|
1,000 |
|
|
|
24 |
|
TAKEBISHI CORP |
|
|
2,000 |
|
|
|
28 |
|
TOKAI Holdings Corp |
|
|
85,600 |
|
|
|
524 |
|
Tokio Marine Holdings Inc |
|
|
103,811 |
|
|
|
3,875 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
37,200 |
|
|
|
200 |
|
Tokyo Individualized Educational Institute Inc |
|
|
8,500 |
|
|
|
22 |
|
Trend Micro Inc/Japan |
|
|
69,775 |
|
|
|
2,833 |
|
Unicafe Inc |
|
|
6,400 |
|
|
|
37 |
|
Unicharm Corp |
|
|
21,700 |
|
|
|
697 |
|
United Super Markets Holdings Inc |
|
|
96,700 |
|
|
|
526 |
|
Uoriki Co Ltd |
|
|
5,800 |
|
|
|
90 |
|
Valor Holdings Co Ltd |
|
|
14,200 |
|
|
|
217 |
|
Vital KSK Holdings Inc |
|
|
12,900 |
|
|
|
109 |
|
Wowow Inc |
|
|
19,124 |
|
|
|
133 |
|
Yamatane Corp |
|
|
2,700 |
|
|
|
49 |
|
Yamaya Corp |
|
|
1,300 |
|
|
|
26 |
|
Yaoko Co Ltd |
|
|
19,800 |
|
|
|
1,199 |
|
Zenkoku Hosho Co Ltd |
|
|
4,000 |
|
|
|
147 |
|
Zenrin Co Ltd |
|
|
17,500 |
|
|
|
102 |
|
ZERIA Pharmaceutical |
|
|
2,500 |
|
|
|
33 |
|
|
|
|
|
|
|
|
78,994 |
|
|
|
|
|
|
|
|
|
|
Netherlands — 2.6% |
EXOR |
|
|
6,595 |
|
|
|
691 |
|
Koninklijke Ahold Delhaize NV |
|
|
343,200 |
|
|
|
10,148 |
|
Koninklijke KPN NV |
|
|
816,649 |
|
|
|
3,133 |
|
Shell PLC |
|
|
6,364 |
|
|
|
229 |
|
Wolters Kluwer NV |
|
|
43,011 |
|
|
|
7,136 |
|
|
|
|
|
|
|
|
21,337 |
|
|
|
|
|
|
|
|
|
|
New Zealand — 0.2% |
Spark New Zealand Ltd |
|
|
688,719 |
|
|
|
1,746 |
|
|
|
|
|
|
|
|
|
|
Norway — 1.2% |
AMSC ASA |
|
|
29,261 |
|
|
|
91 |
|
DNB Bank ASA |
|
|
55,954 |
|
|
|
1,102 |
|
Equinor ASA |
|
|
5,949 |
|
|
|
170 |
|
Orkla ASA |
|
|
266,262 |
|
|
|
2,169 |
|
SFL Corp Ltd |
|
|
1,779 |
|
|
|
25 |
|
Sparebank 1 Oestlandet |
|
|
3,854 |
|
|
|
49 |
|
SpareBank 1 SMN |
|
|
13,153 |
|
|
|
187 |
|
SpareBank 1 Sorost-Norge |
|
|
3,479 |
|
|
|
22 |
|
Sparebanken Vest |
|
|
26,910 |
|
|
|
317 |
|
Telenor ASA |
|
|
484,196 |
|
|
|
5,534 |
|
Veidekke ASA |
|
|
19,659 |
|
|
|
211 |
|
|
|
|
|
|
|
|
9,877 |
|
|
|
|
|
|
|
|
|
|
Portugal — 0.2% |
Jeronimo Martins SGPS SA |
|
|
74,956 |
|
|
|
1,466 |
|
|
|
|
|
|
|
|
|
|
Singapore — 0.8% |
Haw Par |
|
|
11,900 |
|
|
|
86 |
|
Jardine Cycle & Carriage Ltd |
|
|
93,244 |
|
|
|
1,830 |
|
Jardine Matheson Holdings Ltd |
|
|
38,253 |
|
|
|
1,354 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kimly Ltd |
|
|
85,900 |
|
|
$ |
20 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
90,096 |
|
|
|
959 |
|
Sembcorp Industries Ltd |
|
|
38,700 |
|
|
|
137 |
|
Sheng Siong Group Ltd |
|
|
1,367,374 |
|
|
|
1,503 |
|
Singapore Airlines Ltd |
|
|
53,700 |
|
|
|
274 |
|
Singapore Exchange Ltd |
|
|
96,027 |
|
|
|
672 |
|
StarHub Ltd |
|
|
138,100 |
|
|
|
123 |
|
|
|
|
|
|
|
|
6,958 |
|
|
|
|
|
|
|
|
|
|
Spain — 1.3% |
ACS Actividades de Construccion y Servicios SA |
|
|
47,183 |
|
|
|
2,037 |
|
Aena SME SA |
|
|
10,991 |
|
|
|
2,215 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
30,628 |
|
|
|
867 |
|
Ebro Foods SA |
|
|
9,388 |
|
|
|
156 |
|
Enagas SA |
|
|
11,592 |
|
|
|
172 |
|
Iberdrola SA |
|
|
201,826 |
|
|
|
2,621 |
|
Redeia Corp SA |
|
|
138,450 |
|
|
|
2,422 |
|
|
|
|
|
|
|
|
10,490 |
|
|
|
|
|
|
|
|
|
|
Sweden — 1.0% |
AAK AB |
|
|
8,884 |
|
|
|
261 |
|
Essity AB, Cl B |
|
|
69,819 |
|
|
|
1,789 |
|
Industrivarden AB, Cl C |
|
|
34,204 |
|
|
|
1,155 |
|
Volvo AB, Cl A |
|
|
32,682 |
|
|
|
853 |
|
Volvo AB, Cl B |
|
|
171,225 |
|
|
|
4,383 |
|
|
|
|
|
|
|
|
8,441 |
|
|
|
|
|
|
|
|
|
|
Switzerland — 4.6% |
ABB Ltd |
|
|
91,307 |
|
|
|
5,072 |
|
BKW AG |
|
|
3,132 |
|
|
|
499 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
92 |
|
|
|
1,074 |
|
Emmi AG |
|
|
95 |
|
|
|
94 |
|
Givaudan SA |
|
|
668 |
|
|
|
3,167 |
|
Holcim AG |
|
|
10,479 |
|
|
|
929 |
|
Nestle SA |
|
|
15,664 |
|
|
|
1,599 |
|
Novartis AG |
|
|
104,055 |
|
|
|
11,136 |
|
Plazza AG |
|
|
133 |
|
|
|
45 |
|
Roche Holding AG |
|
|
32,156 |
|
|
|
9,057 |
|
Swatch Group AG/The |
|
|
11,281 |
|
|
|
461 |
|
Swisscom AG |
|
|
7,783 |
|
|
|
4,378 |
|
UBS Group AG |
|
|
33,614 |
|
|
|
989 |
|
|
|
|
|
|
|
|
38,500 |
|
|
|
|
|
|
|
|
|
|
United Kingdom — 5.5% |
Auto Trader Group PLC |
|
|
190,811 |
|
|
|
1,933 |
|
BAE Systems PLC |
|
|
65,715 |
|
|
|
1,097 |
|
Centrica PLC |
|
|
2,005,148 |
|
|
|
3,419 |
|
Coca-Cola Europacific Partners PLC |
|
|
12,756 |
|
|
|
930 |
|
Coca-Cola HBC AG |
|
|
18,768 |
|
|
|
640 |
|
GSK PLC |
|
|
356,943 |
|
|
|
6,901 |
|
Haleon PLC |
|
|
173,382 |
|
|
|
707 |
|
Imperial Brands PLC |
|
|
17,924 |
|
|
|
459 |
|
J Sainsbury PLC |
|
|
279,860 |
|
|
|
902 |
|
RELX PLC |
|
|
96,129 |
|
|
|
4,422 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sage Group PLC/The |
|
|
471,648 |
|
|
$ |
6,490 |
|
Shell PLC |
|
|
117,271 |
|
|
|
4,201 |
|
Spirent Communications PLC |
|
|
148,008 |
|
|
|
342 |
|
Tesco PLC |
|
|
1,136,786 |
|
|
|
4,397 |
|
Unilever PLC |
|
|
77,875 |
|
|
|
4,277 |
|
Vodafone Group PLC |
|
|
5,240,341 |
|
|
|
4,621 |
|
|
|
|
|
|
|
|
45,738 |
|
|
|
|
|
|
|
|
|
|
United States — 58.3% |
Abbott Laboratories |
|
|
627 |
|
|
|
65 |
|
AbbVie Inc |
|
|
20,948 |
|
|
|
3,593 |
|
Alphabet Inc, Cl A |
|
|
32,295 |
|
|
|
5,883 |
|
Alphabet Inc, Cl C |
|
|
19,485 |
|
|
|
3,574 |
|
Altria Group Inc |
|
|
94,571 |
|
|
|
4,308 |
|
Amazon.com Inc, Cl A * |
|
|
13,850 |
|
|
|
2,677 |
|
Amdocs Ltd |
|
|
38,413 |
|
|
|
3,032 |
|
American Business Bank * |
|
|
1,369 |
|
|
|
42 |
|
American Electric Power Co Inc |
|
|
3,648 |
|
|
|
320 |
|
AMETEK Inc |
|
|
26,322 |
|
|
|
4,388 |
|
Amgen Inc, Cl A |
|
|
3,850 |
|
|
|
1,203 |
|
Amphenol Corp, Cl A |
|
|
167,864 |
|
|
|
11,309 |
|
Apple Inc |
|
|
39,663 |
|
|
|
8,354 |
|
AptarGroup Inc |
|
|
31,254 |
|
|
|
4,401 |
|
AT&T Inc |
|
|
709,479 |
|
|
|
13,558 |
|
Automatic Data Processing Inc |
|
|
9,160 |
|
|
|
2,186 |
|
AutoZone Inc * |
|
|
101 |
|
|
|
299 |
|
Bank of New York Mellon Corp/The |
|
|
111,884 |
|
|
|
6,701 |
|
Baxter International Inc |
|
|
5,587 |
|
|
|
187 |
|
Becton Dickinson & Co |
|
|
3,936 |
|
|
|
920 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
15,692 |
|
|
|
6,383 |
|
Booking Holdings Inc |
|
|
1,544 |
|
|
|
6,117 |
|
Boston Scientific Corp * |
|
|
102,048 |
|
|
|
7,859 |
|
Box Inc, Cl A * |
|
|
14,341 |
|
|
|
379 |
|
Bristol-Myers Squibb Co |
|
|
31,409 |
|
|
|
1,304 |
|
Bunge Global SA |
|
|
13,221 |
|
|
|
1,412 |
|
CACI International Inc, Cl A * |
|
|
4,502 |
|
|
|
1,936 |
|
Cadence Design Systems Inc * |
|
|
7,499 |
|
|
|
2,308 |
|
Campbell Soup Co |
|
|
31,334 |
|
|
|
1,416 |
|
Cardinal Health Inc |
|
|
19,317 |
|
|
|
1,899 |
|
Carlisle Cos Inc |
|
|
9,442 |
|
|
|
3,826 |
|
Cboe Global Markets Inc |
|
|
41,877 |
|
|
|
7,122 |
|
Cencora Inc, Cl A |
|
|
8,150 |
|
|
|
1,836 |
|
Centene Corp * |
|
|
42,350 |
|
|
|
2,808 |
|
Chemed Corp |
|
|
7,836 |
|
|
|
4,252 |
|
Chevron Corp |
|
|
41 |
|
|
|
6 |
|
Church & Dwight Co Inc |
|
|
60,966 |
|
|
|
6,321 |
|
Cigna Group/The |
|
|
19,255 |
|
|
|
6,365 |
|
Cintas Corp |
|
|
9,328 |
|
|
|
6,532 |
|
Cirrus Logic Inc * |
|
|
3,934 |
|
|
|
502 |
|
Cisco Systems Inc |
|
|
178,819 |
|
|
|
8,496 |
|
Clorox Co/The |
|
|
24,094 |
|
|
|
3,288 |
|
CME Group Inc, Cl A |
|
|
10,557 |
|
|
|
2,076 |
|
Coca-Cola Co/The |
|
|
101,161 |
|
|
|
6,439 |
|
Colgate-Palmolive Co |
|
|
77,096 |
|
|
|
7,481 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Comcast Corp, Cl A |
|
|
132,938 |
|
|
$ |
5,206 |
|
CommVault Systems Inc * |
|
|
38,372 |
|
|
|
4,665 |
|
Conagra Brands Inc |
|
|
51,755 |
|
|
|
1,471 |
|
Consolidated Edison Inc |
|
|
32,822 |
|
|
|
2,935 |
|
Costco Wholesale Corp |
|
|
9,885 |
|
|
|
8,402 |
|
CVS Health Corp |
|
|
49,356 |
|
|
|
2,915 |
|
DaVita Inc * |
|
|
2,330 |
|
|
|
323 |
|
Dolby Laboratories Inc, Cl A |
|
|
19,575 |
|
|
|
1,551 |
|
Domino's Pizza Inc |
|
|
2,857 |
|
|
|
1,475 |
|
Dropbox Inc, Cl A * |
|
|
20,524 |
|
|
|
461 |
|
DTE Energy Co |
|
|
2,634 |
|
|
|
292 |
|
Duke Energy Corp |
|
|
8,511 |
|
|
|
853 |
|
eBay Inc |
|
|
43,183 |
|
|
|
2,320 |
|
Ecolab Inc |
|
|
23,878 |
|
|
|
5,683 |
|
Electronic Arts Inc |
|
|
90,768 |
|
|
|
12,647 |
|
Entergy Corp |
|
|
300 |
|
|
|
32 |
|
Everest Group Ltd |
|
|
12,072 |
|
|
|
4,600 |
|
Evergy Inc |
|
|
2,500 |
|
|
|
132 |
|
Exxon Mobil Corp |
|
|
84 |
|
|
|
10 |
|
F5 Inc, Cl A * |
|
|
32,952 |
|
|
|
5,675 |
|
Fair Isaac Corp * |
|
|
504 |
|
|
|
750 |
|
FedEx Corp |
|
|
2,674 |
|
|
|
802 |
|
Ferguson PLC |
|
|
185 |
|
|
|
36 |
|
Fox Corp, Cl A |
|
|
114,477 |
|
|
|
3,935 |
|
Fox Corp, Cl B |
|
|
74,183 |
|
|
|
2,375 |
|
General Dynamics Corp |
|
|
8,022 |
|
|
|
2,327 |
|
General Mills Inc |
|
|
44,960 |
|
|
|
2,844 |
|
Gilead Sciences Inc |
|
|
97,475 |
|
|
|
6,688 |
|
Graco Inc |
|
|
36,298 |
|
|
|
2,878 |
|
Grand Canyon Education Inc * |
|
|
7,381 |
|
|
|
1,033 |
|
HealthStream Inc |
|
|
11,410 |
|
|
|
318 |
|
Hologic Inc * |
|
|
10,744 |
|
|
|
798 |
|
HP Inc |
|
|
16,944 |
|
|
|
593 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
12,795 |
|
|
|
3,152 |
|
Incyte Corp * |
|
|
90,501 |
|
|
|
5,486 |
|
Ingredion Inc |
|
|
14,277 |
|
|
|
1,638 |
|
International Business Machines Corp |
|
|
37,811 |
|
|
|
6,539 |
|
Intuit Inc |
|
|
4,752 |
|
|
|
3,123 |
|
Ituran Location and Control |
|
|
654 |
|
|
|
16 |
|
Johnson & Johnson |
|
|
88,024 |
|
|
|
12,866 |
|
Juniper Networks Inc |
|
|
6,586 |
|
|
|
240 |
|
Kellanova |
|
|
6,244 |
|
|
|
360 |
|
Kimberly-Clark Corp |
|
|
116,029 |
|
|
|
16,035 |
|
Kraft Heinz Co/The |
|
|
58,507 |
|
|
|
1,885 |
|
Kroger Co/The |
|
|
8,816 |
|
|
|
440 |
|
Leidos Holdings Inc |
|
|
12,112 |
|
|
|
1,767 |
|
LKQ Corp |
|
|
6,181 |
|
|
|
257 |
|
Lockheed Martin Corp |
|
|
9,258 |
|
|
|
4,324 |
|
Manhattan Associates Inc * |
|
|
3,749 |
|
|
|
925 |
|
Marathon Petroleum Corp |
|
|
2,636 |
|
|
|
457 |
|
Marsh & McLennan Cos Inc |
|
|
36,500 |
|
|
|
7,691 |
|
Mastercard Inc, Cl A |
|
|
1,827 |
|
|
|
806 |
|
McDonald's Corp |
|
|
1,918 |
|
|
|
489 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
McKesson Corp |
|
|
21,249 |
|
|
$ |
12,410 |
|
Medtronic PLC |
|
|
27,028 |
|
|
|
2,127 |
|
Merck & Co Inc |
|
|
4,873 |
|
|
|
603 |
|
Microsoft Corp |
|
|
25,557 |
|
|
|
11,423 |
|
Molina Healthcare Inc * |
|
|
2,303 |
|
|
|
685 |
|
Molson Coors Beverage Co, Cl B |
|
|
36,654 |
|
|
|
1,863 |
|
Mondelez International Inc, Cl A |
|
|
45,482 |
|
|
|
2,976 |
|
Motorola Solutions Inc |
|
|
11,895 |
|
|
|
4,592 |
|
NetApp Inc |
|
|
47,948 |
|
|
|
6,176 |
|
Neurocrine Biosciences Inc * |
|
|
2,804 |
|
|
|
386 |
|
New Mountain Finance Corp |
|
|
16,089 |
|
|
|
197 |
|
Northrop Grumman Corp |
|
|
11,242 |
|
|
|
4,901 |
|
NRG Energy Inc |
|
|
16,979 |
|
|
|
1,322 |
|
NVIDIA Corp |
|
|
36,280 |
|
|
|
4,482 |
|
Omnicom Group Inc |
|
|
1,000 |
|
|
|
90 |
|
O'Reilly Automotive Inc * |
|
|
2,643 |
|
|
|
2,791 |
|
PACCAR Inc |
|
|
63,419 |
|
|
|
6,528 |
|
Packaging Corp of America |
|
|
1,723 |
|
|
|
315 |
|
PepsiCo Inc |
|
|
22,091 |
|
|
|
3,643 |
|
Pfizer Inc |
|
|
27,154 |
|
|
|
760 |
|
Philip Morris International Inc |
|
|
35,585 |
|
|
|
3,606 |
|
Phillips 66 |
|
|
5,471 |
|
|
|
772 |
|
PNM Resources Inc |
|
|
26,506 |
|
|
|
980 |
|
Procter & Gamble Co/The |
|
|
40,368 |
|
|
|
6,657 |
|
Quest Diagnostics Inc |
|
|
2,634 |
|
|
|
361 |
|
Regeneron Pharmaceuticals Inc * |
|
|
3,283 |
|
|
|
3,451 |
|
Reliance Inc |
|
|
4,739 |
|
|
|
1,353 |
|
Republic Services Inc |
|
|
41,544 |
|
|
|
8,074 |
|
Reynolds Consumer Products Inc |
|
|
21,482 |
|
|
|
601 |
|
Rollins Inc |
|
|
2,200 |
|
|
|
107 |
|
Roper Technologies Inc |
|
|
8,715 |
|
|
|
4,912 |
|
Royal Gold Inc, Cl A |
|
|
16,633 |
|
|
|
2,082 |
|
Royalty Pharma PLC, Cl A |
|
|
25,112 |
|
|
|
662 |
|
RPM International Inc |
|
|
23,301 |
|
|
|
2,509 |
|
Sherwin-Williams Co/The, Cl A |
|
|
3,709 |
|
|
|
1,107 |
|
Southern Co/The |
|
|
4,964 |
|
|
|
385 |
|
TE Connectivity Ltd |
|
|
874 |
|
|
|
131 |
|
TJX Cos Inc/The |
|
|
16,382 |
|
|
|
1,804 |
|
T-Mobile US Inc |
|
|
23,036 |
|
|
|
4,058 |
|
United Therapeutics Corp * |
|
|
17,139 |
|
|
|
5,460 |
|
Valero Energy Corp |
|
|
500 |
|
|
|
78 |
|
VeriSign Inc * |
|
|
22,685 |
|
|
|
4,033 |
|
Verisk Analytics Inc, Cl A |
|
|
4,965 |
|
|
|
1,338 |
|
Verizon Communications Inc |
|
|
211,485 |
|
|
|
8,722 |
|
Vertex Pharmaceuticals Inc * |
|
|
405 |
|
|
|
190 |
|
Viatris Inc, Cl W |
|
|
78,411 |
|
|
|
834 |
|
VICI Properties Inc, Cl A ‡ |
|
|
55,863 |
|
|
|
1,600 |
|
W R Berkley Corp |
|
|
700 |
|
|
|
55 |
|
Walmart Inc |
|
|
190,829 |
|
|
|
12,921 |
|
Waste Connections Inc |
|
|
1,273 |
|
|
|
223 |
|
Waste Management Inc |
|
|
27,438 |
|
|
|
5,854 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Willis Towers Watson PLC |
|
|
10,932 |
|
|
$ |
2,866 |
|
|
|
|
|
|
|
|
486,940 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $730,466) ($ Thousands) |
|
|
|
|
|
|
801,399 |
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.0% |
Germany — 1.0% |
Bayerische Motoren Werke AG, 7.000% |
|
|
7,583 |
|
|
|
670 |
|
Henkel AG & Co KGaA (A) |
|
|
89,489 |
|
|
|
7,982 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $7,637) ($ Thousands) |
|
|
|
|
|
|
8,652 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
12,286,454 |
|
|
|
12,286 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $12,286) ($ Thousands) |
|
|
|
|
|
|
12,286 |
|
Total Investments in Securities — 98.5% |
|
|
|
|
|
|
|
|
(Cost $750,389) ($ Thousands) |
|
$ |
822,337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
12 |
|
|
|
Sep-2024 |
|
|
$ |
637 |
|
|
$ |
632 |
|
|
$ |
(5 |
) |
FTSE 100 Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
419 |
|
|
|
416 |
|
|
|
(3 |
) |
Hang Seng Index |
|
|
1 |
|
|
|
Jul-2024 |
|
|
|
114 |
|
|
|
113 |
|
|
|
(1 |
) |
S&P 500 Index E-MINI |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
3,036 |
|
|
|
3,036 |
|
|
|
– |
|
SPI 200 Index |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
649 |
|
|
|
649 |
|
|
|
(2 |
) |
TOPIX Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
690 |
|
|
|
699 |
|
|
|
14 |
|
|
|
|
|
|
|
|
|
|
|
$ |
5,545 |
|
|
$ |
5,545 |
|
|
$ |
3 |
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
07/22/24 |
|
|
|
GBP |
|
|
|
15,394 |
|
|
|
USD |
|
|
|
19,507 |
|
|
$ |
47 |
|
Barclays PLC |
|
|
07/22/24 |
|
|
|
DKK |
|
|
|
30,696 |
|
|
|
USD |
|
|
|
4,417 |
|
|
|
— |
|
Barclays PLC |
|
|
07/22/24 |
|
|
|
SEK |
|
|
|
74,991 |
|
|
|
USD |
|
|
|
7,159 |
|
|
|
70 |
|
BNP Paribas |
|
|
07/22/24 |
|
|
|
SGD |
|
|
|
4,673 |
|
|
|
USD |
|
|
|
3,455 |
|
|
|
3 |
|
BNP Paribas |
|
|
07/22/24 |
|
|
|
HKD |
|
|
|
93,893 |
|
|
|
USD |
|
|
|
12,036 |
|
|
|
1 |
|
BNP Paribas |
|
|
07/22/24 |
|
|
|
JPY |
|
|
|
6,118,435 |
|
|
|
USD |
|
|
|
38,887 |
|
|
|
728 |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
13 |
|
|
|
NZD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
13 |
|
|
|
SGD |
|
|
|
17 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
15 |
|
|
|
SGD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
NZD |
|
|
|
31 |
|
|
|
USD |
|
|
|
19 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
NZD |
|
|
|
5 |
|
|
|
USD |
|
|
|
3 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
SGD |
|
|
|
22 |
|
|
|
USD |
|
|
|
16 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
SGD |
|
|
|
38 |
|
|
|
USD |
|
|
|
28 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
33 |
|
|
|
DKK |
|
|
|
229 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
28 |
|
|
|
DKK |
|
|
|
196 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
48 |
|
|
|
CAD |
|
|
|
65 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
19 |
|
|
|
CAD |
|
|
|
25 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
80 |
|
|
|
HKD |
|
|
|
627 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
CAD |
|
|
|
54 |
|
|
|
USD |
|
|
|
39 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
CAD |
|
|
|
37 |
|
|
|
USD |
|
|
|
27 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
AUD |
|
|
|
91 |
|
|
|
USD |
|
|
|
60 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
84 |
|
|
|
AUD |
|
|
|
127 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
16 |
|
|
|
AUD |
|
|
|
23 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
6 |
|
|
|
SEK |
|
|
|
69 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
100 |
|
|
|
SEK |
|
|
|
1,048 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
137 |
|
|
|
NOK |
|
|
|
1,452 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
187 |
|
|
|
GBP |
|
|
|
147 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
96 |
|
|
|
JPY |
|
|
|
15,400 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
141 |
|
|
|
JPY |
|
|
|
22,399 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
GBP |
|
|
|
167 |
|
|
|
USD |
|
|
|
211 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
GBP |
|
|
|
91 |
|
|
|
USD |
|
|
|
115 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
259 |
|
|
|
CHF |
|
|
|
229 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
CHF |
|
|
|
379 |
|
|
|
USD |
|
|
|
426 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
CHF |
|
|
|
19 |
|
|
|
USD |
|
|
|
21 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
239 |
|
|
|
EUR |
|
|
|
223 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
USD |
|
|
|
208 |
|
|
|
EUR |
|
|
|
193 |
|
|
|
— |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
DKK |
|
|
|
549 |
|
|
|
USD |
|
|
|
79 |
|
|
$ |
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
EUR |
|
|
|
556 |
|
|
|
USD |
|
|
|
595 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
HKD |
|
|
|
532 |
|
|
|
USD |
|
|
|
68 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
HKD |
|
|
|
417 |
|
|
|
USD |
|
|
|
53 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
NOK |
|
|
|
1,036 |
|
|
|
USD |
|
|
|
98 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
NOK |
|
|
|
349 |
|
|
|
USD |
|
|
|
33 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
SEK |
|
|
|
1,885 |
|
|
|
USD |
|
|
|
179 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
07/22/24 |
|
|
|
JPY |
|
|
|
145,524 |
|
|
|
USD |
|
|
|
916 |
|
|
|
9 |
|
Standard Chartered |
|
|
07/22/24 |
|
|
|
CAD |
|
|
|
12,477 |
|
|
|
USD |
|
|
|
9,079 |
|
|
|
(44 |
) |
Standard Chartered |
|
|
07/22/24 |
|
|
|
NOK |
|
|
|
66,881 |
|
|
|
USD |
|
|
|
6,267 |
|
|
|
(19 |
) |
Westpac Banking |
|
|
07/22/24 |
|
|
|
NZD |
|
|
|
2,111 |
|
|
|
USD |
|
|
|
1,288 |
|
|
|
2 |
|
Westpac Banking |
|
|
07/22/24 |
|
|
|
AUD |
|
|
|
6,880 |
|
|
|
USD |
|
|
|
4,559 |
|
|
|
(38 |
) |
Westpac Banking |
|
|
07/22/24 |
|
|
|
CHF |
|
|
|
17,853 |
|
|
|
USD |
|
|
|
20,187 |
|
|
|
267 |
|
Westpac Banking |
|
|
07/22/24 |
|
|
|
EUR |
|
|
|
30,784 |
|
|
|
USD |
|
|
|
33,034 |
|
|
|
13 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,036 |
|
|
Percentages are based on Net Assets of $834,553 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
No interest rate available. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Global Managed Volatility Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
5,171 |
|
|
$ |
71,534 |
|
|
$ |
(76,700 |
) |
|
$ |
(4 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
66 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
8,088 |
|
|
|
219,255 |
|
|
|
(215,057 |
) |
|
|
— |
|
|
|
— |
|
|
|
12,286 |
|
|
|
309 |
|
|
|
— |
|
Totals |
|
$ |
13,259 |
|
|
$ |
290,789 |
|
|
$ |
(291,757 |
) |
|
$ |
(4 |
) |
|
$ |
(1 |
) |
|
$ |
12,286 |
|
|
$ |
375 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Managed Volatility Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.4% |
|
|
|
|
|
|
|
|
|
Communication Services — 3.3% |
|
|
|
|
AT&T Inc |
|
|
142,300 |
|
|
$ |
2,719 |
|
Fox Corp, Cl A |
|
|
72,007 |
|
|
|
2,475 |
|
Fox Corp, Cl B |
|
|
13,515 |
|
|
|
433 |
|
Madison Square Garden Sports Corp * |
|
|
8,894 |
|
|
|
1,673 |
|
New York Times Co/The, Cl A |
|
|
90,194 |
|
|
|
4,619 |
|
T-Mobile US Inc |
|
|
37,205 |
|
|
|
6,555 |
|
Verizon Communications Inc |
|
|
189,339 |
|
|
|
7,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,282 |
|
Consumer Discretionary — 5.3% |
|
|
|
|
AutoZone Inc * |
|
|
4,900 |
|
|
|
14,524 |
|
Darden Restaurants Inc |
|
|
6,293 |
|
|
|
952 |
|
Gentex Corp |
|
|
105,064 |
|
|
|
3,542 |
|
Genuine Parts Co |
|
|
8,379 |
|
|
|
1,159 |
|
Honda Motor Co Ltd ADR |
|
|
129,300 |
|
|
|
4,169 |
|
McDonald's Corp |
|
|
24,019 |
|
|
|
6,121 |
|
Murphy USA Inc |
|
|
6,300 |
|
|
|
2,957 |
|
Texas Roadhouse Inc, Cl A |
|
|
37,143 |
|
|
|
6,378 |
|
Toyota Motor Corp ADR |
|
|
13,700 |
|
|
|
2,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,610 |
|
Consumer Staples — 12.8% |
|
|
|
|
Altria Group Inc |
|
|
51,246 |
|
|
|
2,334 |
|
Archer-Daniels-Midland Co |
|
|
31,660 |
|
|
|
1,914 |
|
Campbell Soup Co |
|
|
61,859 |
|
|
|
2,795 |
|
Casey's General Stores Inc |
|
|
2,654 |
|
|
|
1,013 |
|
Church & Dwight Co Inc |
|
|
67,498 |
|
|
|
6,998 |
|
Clorox Co/The |
|
|
15,055 |
|
|
|
2,055 |
|
Coca-Cola Co/The |
|
|
59,796 |
|
|
|
3,806 |
|
Coca-Cola Europacific Partners PLC |
|
|
49,400 |
|
|
|
3,600 |
|
Colgate-Palmolive Co |
|
|
59,487 |
|
|
|
5,773 |
|
Costco Wholesale Corp |
|
|
9,748 |
|
|
|
8,286 |
|
General Mills Inc |
|
|
76,033 |
|
|
|
4,810 |
|
Hershey Co/The |
|
|
32,131 |
|
|
|
5,907 |
|
Hormel Foods Corp |
|
|
64,014 |
|
|
|
1,952 |
|
Kellanova |
|
|
65,002 |
|
|
|
3,749 |
|
Kimberly-Clark Corp |
|
|
34,699 |
|
|
|
4,795 |
|
Kroger Co/The |
|
|
129,500 |
|
|
|
6,466 |
|
Lamb Weston Holdings Inc |
|
|
28,333 |
|
|
|
2,382 |
|
McCormick & Co Inc/MD |
|
|
71,893 |
|
|
|
5,100 |
|
Metro Inc/CN, Cl A |
|
|
36,800 |
|
|
|
2,038 |
|
PepsiCo Inc |
|
|
54,885 |
|
|
|
9,052 |
|
Procter & Gamble Co/The |
|
|
36,873 |
|
|
|
6,081 |
|
Target Corp, Cl A |
|
|
4,597 |
|
|
|
681 |
|
Tyson Foods Inc, Cl A |
|
|
16,292 |
|
|
|
931 |
|
Walmart Inc |
|
|
143,221 |
|
|
|
9,697 |
|
WK Kellogg Co |
|
|
42,187 |
|
|
|
694 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
102,909 |
|
Energy — 1.9% |
|
|
|
|
DT Midstream Inc |
|
|
7,200 |
|
|
|
511 |
|
Exxon Mobil Corp |
|
|
21,000 |
|
|
|
2,417 |
|
Marathon Petroleum Corp |
|
|
19,475 |
|
|
|
3,379 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shell PLC ADR |
|
|
48,400 |
|
|
$ |
3,493 |
|
TotalEnergies ADR |
|
|
23,900 |
|
|
|
1,594 |
|
Williams Cos Inc/The |
|
|
96,414 |
|
|
|
4,098 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,492 |
|
Financials — 13.8% |
|
|
|
|
Aflac Inc |
|
|
112,800 |
|
|
|
10,074 |
|
Allstate Corp/The |
|
|
40,900 |
|
|
|
6,530 |
|
American Financial Group Inc/OH |
|
|
17,700 |
|
|
|
2,177 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
7,600 |
|
|
|
3,092 |
|
Cboe Global Markets Inc |
|
|
46,588 |
|
|
|
7,923 |
|
Chubb Ltd |
|
|
12,399 |
|
|
|
3,163 |
|
Cullen/Frost Bankers Inc |
|
|
13,486 |
|
|
|
1,371 |
|
Everest Group Ltd |
|
|
31,579 |
|
|
|
12,032 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
19,700 |
|
|
|
2,471 |
|
Jack Henry & Associates Inc |
|
|
10,939 |
|
|
|
1,816 |
|
Morningstar Inc, Cl A |
|
|
14,569 |
|
|
|
4,310 |
|
National Bank of Canada |
|
|
25,300 |
|
|
|
2,006 |
|
NU Holdings Ltd, Cl A * |
|
|
79,426 |
|
|
|
1,024 |
|
Progressive Corp/The |
|
|
138,242 |
|
|
|
28,714 |
|
RenaissanceRe Holdings Ltd |
|
|
31,431 |
|
|
|
7,025 |
|
Travelers Cos Inc/The |
|
|
40,349 |
|
|
|
8,205 |
|
Unum Group |
|
|
78,804 |
|
|
|
4,028 |
|
White Mountains Insurance Group Ltd |
|
|
2,847 |
|
|
|
5,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
111,135 |
|
Health Care — 20.5% |
|
|
|
|
AbbVie Inc |
|
|
80,987 |
|
|
|
13,891 |
|
Amgen Inc, Cl A |
|
|
16,800 |
|
|
|
5,249 |
|
AstraZeneca PLC ADR |
|
|
60,600 |
|
|
|
4,726 |
|
Bristol-Myers Squibb Co |
|
|
7,257 |
|
|
|
301 |
|
Cencora Inc, Cl A |
|
|
46,805 |
|
|
|
10,545 |
|
Chemed Corp |
|
|
9,451 |
|
|
|
5,128 |
|
Cigna Group/The |
|
|
6,944 |
|
|
|
2,295 |
|
CVS Health Corp |
|
|
31,417 |
|
|
|
1,856 |
|
Danaher Corp, Cl A |
|
|
7,087 |
|
|
|
1,771 |
|
Elevance Health Inc |
|
|
41,000 |
|
|
|
22,216 |
|
Eli Lilly & Co |
|
|
30,400 |
|
|
|
27,524 |
|
Exelixis Inc * |
|
|
179,266 |
|
|
|
4,028 |
|
Gilead Sciences Inc |
|
|
40,018 |
|
|
|
2,746 |
|
Humana Inc |
|
|
13,600 |
|
|
|
5,082 |
|
Incyte Corp * |
|
|
59,750 |
|
|
|
3,622 |
|
Johnson & Johnson |
|
|
14,300 |
|
|
|
2,090 |
|
McKesson Corp |
|
|
8,957 |
|
|
|
5,231 |
|
Merck & Co Inc |
|
|
124,278 |
|
|
|
15,386 |
|
Neurocrine Biosciences Inc * |
|
|
48,586 |
|
|
|
6,689 |
|
Pfizer Inc |
|
|
48,094 |
|
|
|
1,346 |
|
Thermo Fisher Scientific Inc |
|
|
3,885 |
|
|
|
2,148 |
|
United Therapeutics Corp * |
|
|
14,228 |
|
|
|
4,532 |
|
UnitedHealth Group Inc |
|
|
33,000 |
|
|
|
16,806 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
165,208 |
|
Industrials — 15.3% |
|
|
|
|
Automatic Data Processing Inc |
|
|
11,453 |
|
|
|
2,734 |
|
Carrier Global Corp |
|
|
50,700 |
|
|
|
3,198 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CH Robinson Worldwide Inc |
|
|
31,279 |
|
|
$ |
2,756 |
|
CSG Systems International Inc |
|
|
37,600 |
|
|
|
1,548 |
|
Cummins Inc |
|
|
8,000 |
|
|
|
2,215 |
|
EMCOR Group Inc |
|
|
24,801 |
|
|
|
9,054 |
|
General Dynamics Corp |
|
|
20,157 |
|
|
|
5,848 |
|
L3Harris Technologies Inc |
|
|
22,600 |
|
|
|
5,076 |
|
Landstar System Inc |
|
|
11,414 |
|
|
|
2,106 |
|
Lockheed Martin Corp |
|
|
21,356 |
|
|
|
9,975 |
|
Northrop Grumman Corp |
|
|
32,517 |
|
|
|
14,176 |
|
Quanta Services Inc |
|
|
32,700 |
|
|
|
8,309 |
|
Republic Services Inc |
|
|
131,000 |
|
|
|
25,459 |
|
Rollins Inc |
|
|
59,391 |
|
|
|
2,898 |
|
RTX Corp |
|
|
94,000 |
|
|
|
9,437 |
|
Schneider National Inc, Cl B |
|
|
107,305 |
|
|
|
2,592 |
|
Waste Management Inc |
|
|
74,421 |
|
|
|
15,877 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
123,258 |
|
Information Technology — 20.5% |
|
|
|
|
Amdocs Ltd |
|
|
146,309 |
|
|
|
11,547 |
|
Apple Inc |
|
|
129,400 |
|
|
|
27,254 |
|
Cisco Systems Inc |
|
|
49,621 |
|
|
|
2,358 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
51,408 |
|
|
|
3,496 |
|
F5 Inc, Cl A * |
|
|
17,475 |
|
|
|
3,010 |
|
International Business Machines Corp |
|
|
9,600 |
|
|
|
1,660 |
|
Microsoft Corp |
|
|
69,096 |
|
|
|
30,882 |
|
Motorola Solutions Inc |
|
|
78,635 |
|
|
|
30,357 |
|
NetApp Inc |
|
|
46,296 |
|
|
|
5,963 |
|
Oracle Corp, Cl B |
|
|
158,220 |
|
|
|
22,341 |
|
Qorvo Inc * |
|
|
25,235 |
|
|
|
2,928 |
|
Synopsys Inc * |
|
|
39,300 |
|
|
|
23,386 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
165,182 |
|
Materials — 1.9% |
|
|
|
|
AptarGroup Inc |
|
|
6,262 |
|
|
|
882 |
|
Avery Dennison Corp |
|
|
26,300 |
|
|
|
5,751 |
|
NewMarket Corp |
|
|
7,800 |
|
|
|
4,021 |
|
Royal Gold Inc, Cl A |
|
|
11,548 |
|
|
|
1,445 |
|
Sealed Air Corp |
|
|
58,400 |
|
|
|
2,032 |
|
Silgan Holdings Inc |
|
|
37,000 |
|
|
|
1,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,697 |
|
Real Estate — 0.2% |
|
|
|
|
Equity LifeStyle Properties Inc ‡ |
|
|
29,390 |
|
|
|
1,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities — 2.9% |
|
|
|
|
Ameren Corp |
|
|
21,800 |
|
|
|
1,550 |
|
American Electric Power Co Inc |
|
|
23,100 |
|
|
|
2,027 |
|
DTE Energy Co |
|
|
38,099 |
|
|
|
4,229 |
|
Duke Energy Corp |
|
|
26,843 |
|
|
|
2,691 |
|
Entergy Corp |
|
|
17,400 |
|
|
|
1,862 |
|
National Fuel Gas Co |
|
|
37,930 |
|
|
|
2,055 |
|
NextEra Energy Inc |
|
|
25,080 |
|
|
|
1,776 |
|
Portland General Electric Co |
|
|
39,600 |
|
|
|
1,712 |
|
Public Service Enterprise Group Inc |
|
|
27,400 |
|
|
|
2,019 |
|
Southern Co/The |
|
|
19,305 |
|
|
|
1,498 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WEC Energy Group Inc |
|
|
29,250 |
|
|
$ |
2,295 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,714 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $317,514) ($ Thousands) |
|
|
|
|
|
|
793,401 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
11,102,049 |
|
|
|
11,102 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,102) ($ Thousands) |
|
|
|
|
|
|
11,102 |
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $328,616) ($ Thousands) |
|
$ |
804,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed Managed Volatility Fund (Concluded)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI |
|
|
11 |
|
|
|
Sep-2024 |
|
|
$ |
3,039 |
|
|
$ |
3,037 |
|
|
$ |
(2 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $806,414 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,171 |
|
|
$ |
5,861 |
|
|
$ |
(9,037 |
) |
|
$ |
— |
|
|
$ |
5 |
|
|
$ |
— |
|
|
$ |
13 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
18,107 |
|
|
|
122,915 |
|
|
|
(129,920 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,102 |
|
|
|
474 |
|
|
|
— |
|
Totals |
|
$ |
21,278 |
|
|
$ |
128,776 |
|
|
$ |
(138,957 |
) |
|
$ |
— |
|
|
$ |
5 |
|
|
$ |
11,102 |
|
|
$ |
487 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 94.5% |
Australia — 6.0% |
a2 Milk * |
|
|
38,118 |
|
|
$ |
172 |
|
Abacus Storage King ‡ |
|
|
226,087 |
|
|
|
175 |
|
AGL Energy Ltd |
|
|
179,746 |
|
|
|
1,300 |
|
Ampol Ltd |
|
|
18,389 |
|
|
|
397 |
|
ANZ Group Holdings Ltd |
|
|
59,390 |
|
|
|
1,120 |
|
Aurizon Holdings Ltd |
|
|
163,603 |
|
|
|
399 |
|
Bendigo & Adelaide Bank Ltd |
|
|
52,109 |
|
|
|
400 |
|
BlueScope Steel Ltd |
|
|
17,019 |
|
|
|
232 |
|
Brambles Ltd |
|
|
143,679 |
|
|
|
1,394 |
|
CAR Group Ltd |
|
|
4,561 |
|
|
|
107 |
|
Coles Group Ltd |
|
|
13,130 |
|
|
|
149 |
|
Computershare Ltd |
|
|
63,714 |
|
|
|
1,121 |
|
CSL Ltd |
|
|
3,288 |
|
|
|
648 |
|
Deterra Royalties Ltd |
|
|
32,233 |
|
|
|
86 |
|
Elders Ltd |
|
|
56,421 |
|
|
|
308 |
|
Fortescue Ltd |
|
|
7,422 |
|
|
|
106 |
|
Harvey Norman Holdings Ltd |
|
|
306,063 |
|
|
|
852 |
|
JB Hi-Fi Ltd |
|
|
19,650 |
|
|
|
803 |
|
Metcash Ltd, Cl A |
|
|
272,155 |
|
|
|
644 |
|
Northern Star Resources Ltd |
|
|
12,917 |
|
|
|
112 |
|
Orica Ltd |
|
|
44,639 |
|
|
|
533 |
|
Origin Energy Ltd |
|
|
281,602 |
|
|
|
2,043 |
|
QBE Insurance Group Ltd |
|
|
51,203 |
|
|
|
595 |
|
REA Group Ltd |
|
|
2,613 |
|
|
|
343 |
|
Rio Tinto Ltd |
|
|
12,045 |
|
|
|
957 |
|
Rio Tinto PLC ADR |
|
|
5,335 |
|
|
|
352 |
|
Telstra Group Ltd, Cl B |
|
|
138,665 |
|
|
|
335 |
|
Ventia Services Group Pty Ltd |
|
|
289,406 |
|
|
|
740 |
|
Viva Energy Group Ltd |
|
|
30,280 |
|
|
|
64 |
|
Wesfarmers Ltd |
|
|
14,176 |
|
|
|
617 |
|
Woolworths Group Ltd |
|
|
12,536 |
|
|
|
283 |
|
|
|
|
|
|
|
|
17,387 |
|
|
|
|
|
|
|
|
|
|
Austria — 0.5% |
ANDRITZ AG |
|
|
5,099 |
|
|
|
316 |
|
CA Immobilien Anlagen AG |
|
|
4,737 |
|
|
|
157 |
|
Eurotelesites AG * |
|
|
20,380 |
|
|
|
80 |
|
S Immo AG |
|
|
9,548 |
|
|
|
– |
|
Telekom Austria AG, Cl A |
|
|
81,520 |
|
|
|
815 |
|
|
|
|
|
|
|
|
1,368 |
|
|
|
|
|
|
|
|
|
|
Belgium — 1.1% |
Ageas SA/NV |
|
|
26,534 |
|
|
|
1,214 |
|
Colruyt Group N.V |
|
|
25,637 |
|
|
|
1,225 |
|
Proximus SADP |
|
|
82,479 |
|
|
|
658 |
|
|
|
|
|
|
|
|
3,097 |
|
|
|
|
|
|
|
|
|
|
Canada — 2.1% |
Atco Ltd/Canada, Cl I |
|
|
13,583 |
|
|
|
387 |
|
Bank of Nova Scotia/The, Cl C |
|
|
10,136 |
|
|
|
464 |
|
Canadian Imperial Bank of Commerce |
|
|
21,343 |
|
|
|
1,015 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
7,867 |
|
|
|
780 |
|
Cogeco Communications Inc |
|
|
12,684 |
|
|
|
478 |
|
iA Financial Corp Inc |
|
|
3,691 |
|
|
|
232 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Loblaw Cos Ltd |
|
|
19,826 |
|
|
$ |
2,299 |
|
Power Corp of Canada |
|
|
9,482 |
|
|
|
263 |
|
Stella-Jones Inc |
|
|
2,928 |
|
|
|
191 |
|
|
|
|
|
|
|
|
6,109 |
|
|
|
|
|
|
|
|
|
|
China — 0.3% |
BOC Hong Kong Holdings Ltd |
|
|
34,000 |
|
|
|
105 |
|
Wilmar International Ltd |
|
|
349,300 |
|
|
|
799 |
|
|
|
|
|
|
|
|
904 |
|
|
|
|
|
|
|
|
|
|
Denmark — 3.4% |
Ascendis Pharma A/S ADR * |
|
|
2,174 |
|
|
|
297 |
|
Carlsberg AS, Cl B |
|
|
11,251 |
|
|
|
1,351 |
|
Coloplast A/S, Cl B |
|
|
3,674 |
|
|
|
442 |
|
Danske Bank A/S |
|
|
63,284 |
|
|
|
1,887 |
|
DSV A/S |
|
|
948 |
|
|
|
145 |
|
Genmab A/S * |
|
|
882 |
|
|
|
221 |
|
Jyske Bank A/S |
|
|
2,041 |
|
|
|
163 |
|
Novo Nordisk A/S, Cl B |
|
|
21,291 |
|
|
|
3,077 |
|
Scandinavian Tobacco Group A/S |
|
|
61,312 |
|
|
|
866 |
|
Solar A/S, Cl B |
|
|
2,119 |
|
|
|
98 |
|
Sydbank AS |
|
|
20,564 |
|
|
|
1,091 |
|
Tryg A/S |
|
|
6,925 |
|
|
|
151 |
|
UIE PLC |
|
|
5,640 |
|
|
|
186 |
|
|
|
|
|
|
|
|
9,975 |
|
|
|
|
|
|
|
|
|
|
Finland — 0.9% |
Elisa Oyj |
|
|
6,768 |
|
|
|
311 |
|
Kemira Oyj |
|
|
41,663 |
|
|
|
1,016 |
|
Kesko Oyj, Cl B |
|
|
30,770 |
|
|
|
541 |
|
Orion Oyj, Cl B |
|
|
7,782 |
|
|
|
332 |
|
TietoEVRY Oyj |
|
|
21,054 |
|
|
|
407 |
|
|
|
|
|
|
|
|
2,607 |
|
|
|
|
|
|
|
|
|
|
France — 7.7% |
Air Liquide SA |
|
|
4,269 |
|
|
|
738 |
|
Arkema SA |
|
|
1,238 |
|
|
|
108 |
|
AXA SA |
|
|
35,579 |
|
|
|
1,166 |
|
BNP Paribas SA |
|
|
3,209 |
|
|
|
205 |
|
Bouygues SA |
|
|
16,676 |
|
|
|
536 |
|
Bureau Veritas SA |
|
|
19,820 |
|
|
|
549 |
|
Carrefour SA |
|
|
147,552 |
|
|
|
2,087 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
49,129 |
|
|
|
1,901 |
|
Credit Agricole SA |
|
|
22,471 |
|
|
|
307 |
|
Danone SA |
|
|
30,343 |
|
|
|
1,856 |
|
Eiffage SA |
|
|
7,656 |
|
|
|
704 |
|
Engie SA |
|
|
70,311 |
|
|
|
1,005 |
|
Legrand SA |
|
|
6,561 |
|
|
|
651 |
|
L'Oreal SA |
|
|
465 |
|
|
|
204 |
|
Metropole Television SA |
|
|
45,348 |
|
|
|
571 |
|
Orange SA |
|
|
311,140 |
|
|
|
3,119 |
|
Rallye SA * |
|
|
776,984 |
|
|
|
37 |
|
Sanofi SA |
|
|
34,627 |
|
|
|
3,338 |
|
Societe BIC SA |
|
|
21,338 |
|
|
|
1,258 |
|
Thales SA, Cl A |
|
|
4,226 |
|
|
|
677 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TotalEnergies SE |
|
|
22,396 |
|
|
$ |
1,496 |
|
|
|
|
|
|
|
|
22,513 |
|
|
|
|
|
|
|
|
|
|
Germany — 4.8% |
Bayer AG |
|
|
17,605 |
|
|
|
498 |
|
Bayerische Motoren Werke AG |
|
|
1,376 |
|
|
|
130 |
|
Beiersdorf AG |
|
|
11,565 |
|
|
|
1,692 |
|
Daimler Truck Holding |
|
|
9,503 |
|
|
|
378 |
|
Deutsche Boerse AG |
|
|
2,569 |
|
|
|
526 |
|
Deutsche Post AG |
|
|
28,985 |
|
|
|
1,174 |
|
Deutsche Telekom AG |
|
|
128,525 |
|
|
|
3,234 |
|
E.ON SE |
|
|
10,939 |
|
|
|
144 |
|
Fresenius Medical Care AG |
|
|
3,728 |
|
|
|
143 |
|
Fresenius SE & Co KGaA * |
|
|
3,549 |
|
|
|
106 |
|
Hannover Rueck SE |
|
|
1,509 |
|
|
|
383 |
|
Henkel AG & Co KGaA |
|
|
1,777 |
|
|
|
140 |
|
Hornbach Holding AG & Co KGaA |
|
|
11,109 |
|
|
|
937 |
|
Knorr-Bremse AG |
|
|
2,220 |
|
|
|
170 |
|
Merck KGaA |
|
|
1,146 |
|
|
|
190 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
4,505 |
|
|
|
2,255 |
|
SAP SE |
|
|
2,500 |
|
|
|
508 |
|
Sirius Real Estate Ltd |
|
|
87,389 |
|
|
|
104 |
|
Suedzucker AG |
|
|
30,993 |
|
|
|
452 |
|
Talanx AG |
|
|
6,299 |
|
|
|
503 |
|
United Internet AG |
|
|
18,793 |
|
|
|
405 |
|
|
|
|
|
|
|
|
14,072 |
|
|
|
|
|
|
|
|
|
|
Hong Kong — 3.3% |
Bank of East Asia |
|
|
126,800 |
|
|
|
161 |
|
CK Asset Holdings Ltd |
|
|
140,500 |
|
|
|
526 |
|
CK Hutchison Holdings Ltd |
|
|
302,000 |
|
|
|
1,447 |
|
CLP Holdings Ltd, Cl B |
|
|
128,000 |
|
|
|
1,034 |
|
Dah Sing Banking Group Ltd |
|
|
750,400 |
|
|
|
626 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
663,000 |
|
|
|
420 |
|
HKT Trust & HKT Ltd |
|
|
355,000 |
|
|
|
398 |
|
Hutchison Telecommunications Hong Kong Holdings Ltd |
|
|
756,000 |
|
|
|
95 |
|
MTR Corp Ltd |
|
|
87,000 |
|
|
|
275 |
|
New World Development Co Ltd |
|
|
253,000 |
|
|
|
237 |
|
Nissin Foods Co Ltd |
|
|
161,000 |
|
|
|
100 |
|
PCCW Ltd |
|
|
997,704 |
|
|
|
500 |
|
Power Assets Holdings Ltd |
|
|
119,500 |
|
|
|
647 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
214,500 |
|
|
|
100 |
|
Swire Pacific Ltd, Cl A |
|
|
25,500 |
|
|
|
225 |
|
VTech Holdings Ltd |
|
|
201,000 |
|
|
|
1,503 |
|
WH Group Ltd |
|
|
1,952,000 |
|
|
|
1,285 |
|
|
|
|
|
|
|
|
9,579 |
|
|
|
|
|
|
|
|
|
|
Indonesia — 0.3% |
First Resources Ltd |
|
|
697,000 |
|
|
|
710 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ireland — 0.2% |
Glanbia PLC |
|
|
32,023 |
|
|
$ |
625 |
|
|
|
|
|
|
|
|
|
|
Israel — 1.7% |
Bank Hapoalim BM |
|
|
58,513 |
|
|
|
518 |
|
Bank Leumi Le-Israel BM |
|
|
58,139 |
|
|
|
475 |
|
Bezeq The Israeli Telecommunication Corp Ltd |
|
|
76,444 |
|
|
|
86 |
|
Check Point Software Technologies Ltd * |
|
|
8,748 |
|
|
|
1,443 |
|
Elbit Systems Ltd |
|
|
1,000 |
|
|
|
175 |
|
First International Bank Of Israel Ltd/The |
|
|
3,372 |
|
|
|
128 |
|
Globrands |
|
|
931 |
|
|
|
97 |
|
Isracard Ltd |
|
|
– |
|
|
|
– |
|
Mizrahi Tefahot Bank Ltd |
|
|
12,013 |
|
|
|
409 |
|
Nice Ltd ADR * |
|
|
3,872 |
|
|
|
666 |
|
Nova Ltd * |
|
|
853 |
|
|
|
200 |
|
Oil Refineries Ltd |
|
|
1,412,507 |
|
|
|
327 |
|
Radware Ltd * |
|
|
5,518 |
|
|
|
101 |
|
Shufersal Ltd |
|
|
26,493 |
|
|
|
173 |
|
Tower Semiconductor Ltd * |
|
|
4,373 |
|
|
|
172 |
|
|
|
|
|
|
|
|
4,970 |
|
|
|
|
|
|
|
|
|
|
Italy — 1.2% |
A2A SpA |
|
|
582,186 |
|
|
|
1,160 |
|
ACEA SpA |
|
|
16,169 |
|
|
|
262 |
|
Enel SpA |
|
|
38,590 |
|
|
|
269 |
|
Eni SpA |
|
|
65,456 |
|
|
|
1,007 |
|
Generali |
|
|
15,478 |
|
|
|
386 |
|
Leonardo SpA |
|
|
5,397 |
|
|
|
125 |
|
Terna - Rete Elettrica Nazionale |
|
|
27,136 |
|
|
|
210 |
|
|
|
|
|
|
|
|
3,419 |
|
|
|
|
|
|
|
|
|
|
Japan — 24.9% |
AEON REIT Investment Corp ‡ |
|
|
593 |
|
|
|
491 |
|
Anritsu Corp |
|
|
50,200 |
|
|
|
385 |
|
Arcs Co Ltd |
|
|
38,800 |
|
|
|
701 |
|
Bandai Namco Holdings Inc |
|
|
6,900 |
|
|
|
135 |
|
Bridgestone Corp |
|
|
26,900 |
|
|
|
1,057 |
|
Brother Industries Ltd |
|
|
60,700 |
|
|
|
1,068 |
|
Canon Inc |
|
|
89,200 |
|
|
|
2,414 |
|
Central Japan Railway Co |
|
|
11,000 |
|
|
|
237 |
|
Chubu Electric Power Co Inc |
|
|
63,400 |
|
|
|
749 |
|
Citizen Watch Co Ltd |
|
|
84,800 |
|
|
|
567 |
|
Daicel Corp |
|
|
75,100 |
|
|
|
720 |
|
Daiichi Sankyo Co Ltd |
|
|
7,500 |
|
|
|
258 |
|
Daiki Aluminium Industry Co Ltd |
|
|
9,800 |
|
|
|
77 |
|
Daito Trust Construction Co Ltd |
|
|
1,700 |
|
|
|
175 |
|
Daiwa Securities Group Inc |
|
|
72,800 |
|
|
|
555 |
|
DCM Holdings Co Ltd |
|
|
102,200 |
|
|
|
928 |
|
EDION Corp |
|
|
77,600 |
|
|
|
784 |
|
ENEOS Holdings Inc |
|
|
407,900 |
|
|
|
2,096 |
|
Ezaki Glico Co Ltd |
|
|
13,300 |
|
|
|
346 |
|
Fuji Nihon Seito Corp |
|
|
7,600 |
|
|
|
49 |
|
FUJIFILM Holdings Corp |
|
|
36,600 |
|
|
|
856 |
|
Heiwado Co Ltd |
|
|
7,900 |
|
|
|
119 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Hirose Electric Co Ltd |
|
|
1,300 |
|
|
$ |
144 |
|
Honda Motor Co Ltd |
|
|
121,700 |
|
|
|
1,301 |
|
Hoya Corp |
|
|
1,500 |
|
|
|
174 |
|
Inpex Corp |
|
|
89,400 |
|
|
|
1,315 |
|
ITOCHU Corp |
|
|
32,700 |
|
|
|
1,597 |
|
Itochu Enex Co Ltd |
|
|
67,200 |
|
|
|
635 |
|
Itoham Yonekyu Holdings Inc |
|
|
32,080 |
|
|
|
857 |
|
Japan Post Bank Co Ltd |
|
|
34,900 |
|
|
|
330 |
|
Japan Post Holdings Co Ltd |
|
|
182,800 |
|
|
|
1,813 |
|
Japan Tobacco Inc |
|
|
104,800 |
|
|
|
2,833 |
|
JFE Holdings Inc |
|
|
13,200 |
|
|
|
190 |
|
Kajima Corp |
|
|
56,600 |
|
|
|
979 |
|
Kaken Pharmaceutical Co Ltd |
|
|
11,400 |
|
|
|
273 |
|
Kamigumi Co Ltd |
|
|
10,100 |
|
|
|
208 |
|
Kaneka Corp |
|
|
25,300 |
|
|
|
665 |
|
Kansai Electric Power Co Inc/The |
|
|
47,000 |
|
|
|
789 |
|
Kao Corp |
|
|
12,100 |
|
|
|
491 |
|
Kato Sangyo Co Ltd |
|
|
8,700 |
|
|
|
233 |
|
KDDI Corp |
|
|
58,300 |
|
|
|
1,542 |
|
Keihanshin Building Co Ltd |
|
|
14,200 |
|
|
|
148 |
|
Keisei Electric Railway Co Ltd |
|
|
4,674 |
|
|
|
150 |
|
Kewpie Corp |
|
|
12,300 |
|
|
|
245 |
|
Kinden Corp |
|
|
20,400 |
|
|
|
406 |
|
Kobayashi Pharmaceutical Co Ltd |
|
|
4,900 |
|
|
|
159 |
|
Komeri Co Ltd |
|
|
5,200 |
|
|
|
113 |
|
K's Holdings Corp |
|
|
46,300 |
|
|
|
435 |
|
Kuraray Co Ltd |
|
|
138,500 |
|
|
|
1,592 |
|
Kurimoto Ltd |
|
|
5,300 |
|
|
|
154 |
|
Lintec Corp |
|
|
38,500 |
|
|
|
817 |
|
Lion Corp |
|
|
12,500 |
|
|
|
97 |
|
Marubeni Corp |
|
|
17,400 |
|
|
|
322 |
|
Maruichi Steel Tube Ltd |
|
|
4,400 |
|
|
|
102 |
|
Megmilk Snow Brand Co Ltd |
|
|
25,000 |
|
|
|
404 |
|
MEIJI Holdings Co Ltd |
|
|
27,100 |
|
|
|
584 |
|
MIRAIT ONE corp |
|
|
41,700 |
|
|
|
543 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
168,100 |
|
|
|
933 |
|
Mitsubishi Electric Corp |
|
|
67,600 |
|
|
|
1,079 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
23,100 |
|
|
|
784 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
152,100 |
|
|
|
1,635 |
|
Mitsui & Co Ltd |
|
|
56,800 |
|
|
|
1,289 |
|
Mitsui Chemicals Inc |
|
|
17,900 |
|
|
|
494 |
|
Mizuho Financial Group Inc |
|
|
130,880 |
|
|
|
2,732 |
|
Morinaga & Co Ltd/Japan |
|
|
21,600 |
|
|
|
334 |
|
Morishita Jintan Co Ltd |
|
|
4,200 |
|
|
|
57 |
|
MS&AD Insurance Group Holdings Inc |
|
|
29,900 |
|
|
|
664 |
|
NEC Corp |
|
|
6,400 |
|
|
|
527 |
|
NH Foods Ltd |
|
|
3,800 |
|
|
|
114 |
|
Nichirei Corp |
|
|
6,500 |
|
|
|
143 |
|
Nippn Corp |
|
|
17,100 |
|
|
|
248 |
|
Nippon BS Broadcasting Corp |
|
|
60,400 |
|
|
|
351 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
5,600 |
|
|
|
258 |
|
Nippon Light Metal Holdings Co Ltd |
|
|
32,400 |
|
|
|
363 |
|
Nippon Telegraph & Telephone Corp |
|
|
1,209,900 |
|
|
|
1,142 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nippon Television Holdings Inc |
|
|
80,400 |
|
|
$ |
1,161 |
|
Nisshin Seifun Group Inc |
|
|
18,800 |
|
|
|
216 |
|
Nissin Foods Holdings Co Ltd |
|
|
7,500 |
|
|
|
190 |
|
Niterra Co Ltd |
|
|
19,800 |
|
|
|
575 |
|
Nitto Fuji Flour Milling Co Ltd |
|
|
5,000 |
|
|
|
230 |
|
Nomura Real Estate Holdings Inc |
|
|
13,100 |
|
|
|
328 |
|
Obayashi Corp |
|
|
11,500 |
|
|
|
137 |
|
Obic Co Ltd |
|
|
800 |
|
|
|
103 |
|
Oji Holdings Corp |
|
|
84,900 |
|
|
|
335 |
|
Okinawa Cellular Telephone Co |
|
|
6,200 |
|
|
|
151 |
|
Ono Pharmaceutical Co Ltd |
|
|
49,200 |
|
|
|
672 |
|
Oracle Corp Japan |
|
|
1,400 |
|
|
|
97 |
|
Osaka Gas Co Ltd |
|
|
38,600 |
|
|
|
850 |
|
Otsuka Corp |
|
|
18,200 |
|
|
|
350 |
|
Otsuka Holdings Co Ltd |
|
|
13,700 |
|
|
|
577 |
|
Rengo Co Ltd |
|
|
32,300 |
|
|
|
210 |
|
Rohm Co Ltd |
|
|
25,000 |
|
|
|
334 |
|
Sankyo Co Ltd |
|
|
148,000 |
|
|
|
1,606 |
|
Sankyu Inc |
|
|
10,500 |
|
|
|
358 |
|
Secom Co Ltd |
|
|
12,900 |
|
|
|
762 |
|
Seiko Epson Corp |
|
|
45,500 |
|
|
|
707 |
|
Seino Holdings Co Ltd |
|
|
58,300 |
|
|
|
787 |
|
Sekisui House Ltd |
|
|
47,600 |
|
|
|
1,054 |
|
Senko Group Holdings Co Ltd |
|
|
58,300 |
|
|
|
408 |
|
Showa Sangyo Co Ltd |
|
|
5,500 |
|
|
|
108 |
|
SoftBank Corp |
|
|
30,200 |
|
|
|
369 |
|
Sojitz |
|
|
5,500 |
|
|
|
134 |
|
Sompo Holdings Inc |
|
|
7,200 |
|
|
|
154 |
|
Sumitomo Corp |
|
|
38,800 |
|
|
|
969 |
|
Sumitomo Heavy Industries Ltd |
|
|
29,800 |
|
|
|
775 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
36,800 |
|
|
|
2,454 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
59,600 |
|
|
|
1,360 |
|
Sundrug Co Ltd |
|
|
11,100 |
|
|
|
280 |
|
Techno Ryowa Ltd |
|
|
7,800 |
|
|
|
82 |
|
Toho Holdings Co Ltd |
|
|
5,000 |
|
|
|
131 |
|
TOPPAN Holdings Inc |
|
|
10,000 |
|
|
|
276 |
|
Toyota Boshoku Corp |
|
|
7,700 |
|
|
|
102 |
|
Trend Micro Inc/Japan |
|
|
7,800 |
|
|
|
317 |
|
USS Co Ltd |
|
|
41,300 |
|
|
|
347 |
|
Valor Holdings Co Ltd |
|
|
29,600 |
|
|
|
453 |
|
Yamada Holdings Co Ltd |
|
|
91,000 |
|
|
|
244 |
|
Yamaguchi Financial Group Inc |
|
|
92,500 |
|
|
|
1,050 |
|
Yamato Holdings Co Ltd |
|
|
8,900 |
|
|
|
98 |
|
Zaoh Co Ltd |
|
|
8,700 |
|
|
|
139 |
|
|
|
|
|
|
|
|
72,594 |
|
|
|
|
|
|
|
|
|
|
Jordan — 0.3% |
Hikma Pharmaceuticals PLC |
|
|
39,776 |
|
|
|
951 |
|
|
|
|
|
|
|
|
|
|
Netherlands — 3.4% |
ABN AMRO Bank NV GDR |
|
|
11,695 |
|
|
|
192 |
|
EXOR |
|
|
7,719 |
|
|
|
808 |
|
Koninklijke Ahold Delhaize NV |
|
|
158,868 |
|
|
|
4,698 |
|
Koninklijke KPN NV |
|
|
419,598 |
|
|
|
1,610 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NN Group NV |
|
|
29,146 |
|
|
$ |
1,357 |
|
Shell PLC |
|
|
3,555 |
|
|
|
128 |
|
Wolters Kluwer NV |
|
|
7,314 |
|
|
|
1,214 |
|
|
|
|
|
|
|
|
10,007 |
|
|
|
|
|
|
|
|
|
|
New Zealand — 0.5% |
Channel Infrastructure NZ |
|
|
215,508 |
|
|
|
196 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
19,131 |
|
|
|
350 |
|
Mercury NZ Ltd |
|
|
109,078 |
|
|
|
436 |
|
Meridian Energy Ltd |
|
|
35,190 |
|
|
|
135 |
|
Spark New Zealand Ltd |
|
|
132,000 |
|
|
|
335 |
|
|
|
|
|
|
|
|
1,452 |
|
|
|
|
|
|
|
|
|
|
Norway — 1.3% |
DNB Bank ASA |
|
|
22,448 |
|
|
|
442 |
|
Norsk Hydro ASA |
|
|
28,454 |
|
|
|
178 |
|
Olav Thon Eiendomsselskap ASA |
|
|
13,082 |
|
|
|
275 |
|
Orkla ASA |
|
|
223,484 |
|
|
|
1,821 |
|
Sparebank 1 Oestlandet |
|
|
8,506 |
|
|
|
108 |
|
SpareBank 1 SR-Bank ASA |
|
|
17,208 |
|
|
|
211 |
|
Telenor ASA |
|
|
68,488 |
|
|
|
783 |
|
|
|
|
|
|
|
|
3,818 |
|
|
|
|
|
|
|
|
|
|
Portugal — 0.7% |
Jeronimo Martins SGPS SA |
|
|
49,232 |
|
|
|
963 |
|
Navigator Co SA/The |
|
|
99,210 |
|
|
|
413 |
|
NOS SGPS SA |
|
|
88,787 |
|
|
|
315 |
|
REN - Redes Energeticas Nacionais SGPS SA |
|
|
41,729 |
|
|
|
102 |
|
Sonae SGPS SA |
|
|
383,487 |
|
|
|
360 |
|
|
|
|
|
|
|
|
2,153 |
|
|
|
|
|
|
|
|
|
|
Singapore — 3.4% |
DBS Group Holdings Ltd |
|
|
106,970 |
|
|
|
2,825 |
|
Jardine Cycle & Carriage Ltd |
|
|
124,300 |
|
|
|
2,439 |
|
Jardine Matheson Holdings Ltd |
|
|
11,300 |
|
|
|
400 |
|
Mapletree Logistics Trust ‡ |
|
|
154,270 |
|
|
|
147 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
123,400 |
|
|
|
1,314 |
|
Sheng Siong Group Ltd |
|
|
383,000 |
|
|
|
421 |
|
Singapore Exchange Ltd |
|
|
29,700 |
|
|
|
208 |
|
Singapore Technologies Engineering Ltd |
|
|
146,200 |
|
|
|
467 |
|
United Overseas Bank Ltd |
|
|
70,700 |
|
|
|
1,634 |
|
Venture Corp Ltd |
|
|
8,100 |
|
|
|
85 |
|
|
|
|
|
|
|
|
9,940 |
|
|
|
|
|
|
|
|
|
|
South Africa — 0.0% |
Thungela Resources Ltd |
|
|
1,394 |
|
|
|
8 |
|
|
|
|
|
|
|
|
|
|
Spain — 2.1% |
Acerinox SA |
|
|
17,247 |
|
|
|
179 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
6,068 |
|
|
|
262 |
|
Aena SME SA |
|
|
693 |
|
|
|
140 |
|
CaixaBank SA |
|
|
14,847 |
|
|
|
79 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
90,492 |
|
|
|
2,562 |
|
Endesa SA |
|
|
4,916 |
|
|
|
92 |
|
Faes Farma SA |
|
|
27,579 |
|
|
|
107 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Iberdrola SA |
|
|
60,545 |
|
|
$ |
786 |
|
Indra Sistemas |
|
|
23,422 |
|
|
|
485 |
|
Industria de Diseno Textil SA |
|
|
5,193 |
|
|
|
258 |
|
Repsol SA, Cl A |
|
|
63,940 |
|
|
|
1,010 |
|
Telefonica SA |
|
|
61,390 |
|
|
|
260 |
|
|
|
|
|
|
|
|
6,220 |
|
|
|
|
|
|
|
|
|
|
Sweden — 2.0% |
Axfood AB |
|
|
13,229 |
|
|
|
348 |
|
Betsson, Cl B |
|
|
22,582 |
|
|
|
264 |
|
Epiroc AB, Cl B |
|
|
14,793 |
|
|
|
271 |
|
Essity AB, Cl B |
|
|
45,353 |
|
|
|
1,162 |
|
Industrivarden AB, Cl C |
|
|
21,625 |
|
|
|
730 |
|
KNOW IT AB |
|
|
7,589 |
|
|
|
119 |
|
Nyfosa AB |
|
|
18,745 |
|
|
|
182 |
|
Securitas AB, Cl B |
|
|
32,657 |
|
|
|
324 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
27,192 |
|
|
|
402 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
11,438 |
|
|
|
169 |
|
Swedbank AB, Cl A |
|
|
32,836 |
|
|
|
676 |
|
Swedish Orphan Biovitrum AB * |
|
|
9,866 |
|
|
|
264 |
|
Telia Co AB |
|
|
38,221 |
|
|
|
103 |
|
Volvo AB, Cl B |
|
|
34,797 |
|
|
|
891 |
|
|
|
|
|
|
|
|
5,905 |
|
|
|
|
|
|
|
|
|
|
Switzerland — 8.4% |
ABB Ltd |
|
|
11,765 |
|
|
|
654 |
|
Alcon Inc |
|
|
3,282 |
|
|
|
293 |
|
ALSO Holding AG |
|
|
606 |
|
|
|
187 |
|
Baloise Holding AG |
|
|
3,897 |
|
|
|
686 |
|
Basellandschaftliche Kantonalbank |
|
|
160 |
|
|
|
150 |
|
Berner Kantonalbank AG |
|
|
473 |
|
|
|
123 |
|
BKW AG |
|
|
6,357 |
|
|
|
1,014 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
74 |
|
|
|
864 |
|
EFG International AG |
|
|
36,769 |
|
|
|
541 |
|
Emmi AG |
|
|
489 |
|
|
|
483 |
|
EMS-Chemie Holding AG |
|
|
206 |
|
|
|
169 |
|
Givaudan SA |
|
|
24 |
|
|
|
114 |
|
Holcim AG |
|
|
12,184 |
|
|
|
1,079 |
|
Landis+Gyr Group AG |
|
|
1,298 |
|
|
|
105 |
|
Logitech International SA |
|
|
4,454 |
|
|
|
431 |
|
Nestle SA |
|
|
10,269 |
|
|
|
1,048 |
|
Novartis AG |
|
|
50,109 |
|
|
|
5,363 |
|
PSP Swiss Property AG |
|
|
3,886 |
|
|
|
499 |
|
Roche Holding AG |
|
|
8,844 |
|
|
|
2,455 |
|
Romande Energie Holding SA |
|
|
1,900 |
|
|
|
119 |
|
Sandoz Group AG |
|
|
4,317 |
|
|
|
156 |
|
Schindler Holding AG |
|
|
778 |
|
|
|
195 |
|
Sika AG |
|
|
1,337 |
|
|
|
383 |
|
Sonova Holding AG |
|
|
1,708 |
|
|
|
528 |
|
Swatch Group AG/The |
|
|
2,251 |
|
|
|
92 |
|
Swiss Life Holding AG |
|
|
1,571 |
|
|
|
1,155 |
|
Swiss Prime Site AG |
|
|
1,190 |
|
|
|
113 |
|
Swiss Re AG |
|
|
13,165 |
|
|
|
1,633 |
|
Swisscom AG |
|
|
2,883 |
|
|
|
1,622 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Thurgauer Kantonalbank |
|
|
927 |
|
|
$ |
125 |
|
TX Group AG |
|
|
559 |
|
|
|
101 |
|
Valiant Holding AG |
|
|
8,341 |
|
|
|
945 |
|
Zurich Insurance Group AG |
|
|
2,252 |
|
|
|
1,201 |
|
|
|
|
|
|
|
|
24,626 |
|
|
|
|
|
|
|
|
|
|
United Kingdom — 13.8% |
3i Group PLC |
|
|
15,611 |
|
|
|
605 |
|
Atalaya Mining PLC |
|
|
22,294 |
|
|
|
122 |
|
B&M European Value Retail SA |
|
|
109,127 |
|
|
|
603 |
|
BAE Systems PLC |
|
|
254,718 |
|
|
|
4,250 |
|
Balfour Beatty PLC |
|
|
41,739 |
|
|
|
193 |
|
Bank of Georgia Group PLC |
|
|
10,762 |
|
|
|
549 |
|
BP PLC |
|
|
199,563 |
|
|
|
1,199 |
|
British American Tobacco PLC |
|
|
26,721 |
|
|
|
821 |
|
Britvic PLC |
|
|
61,970 |
|
|
|
925 |
|
BT Group PLC, Cl A |
|
|
485,618 |
|
|
|
862 |
|
Bunzl PLC |
|
|
21,920 |
|
|
|
834 |
|
Centamin PLC |
|
|
91,997 |
|
|
|
141 |
|
Centrica PLC |
|
|
462,322 |
|
|
|
788 |
|
Coca-Cola Europacific Partners PLC |
|
|
11,497 |
|
|
|
838 |
|
Coca-Cola HBC AG |
|
|
37,736 |
|
|
|
1,287 |
|
Computacenter PLC |
|
|
33,825 |
|
|
|
1,228 |
|
DCC PLC |
|
|
1,124 |
|
|
|
79 |
|
Diageo PLC |
|
|
3,992 |
|
|
|
126 |
|
Endeavour Mining PLC |
|
|
6,089 |
|
|
|
130 |
|
Ferguson PLC |
|
|
1,009 |
|
|
|
194 |
|
GSK PLC |
|
|
181,258 |
|
|
|
3,504 |
|
GSK PLC ADR |
|
|
9,074 |
|
|
|
349 |
|
Haleon PLC |
|
|
68,760 |
|
|
|
280 |
|
Howden Joinery Group PLC |
|
|
31,799 |
|
|
|
353 |
|
HSBC Holdings PLC |
|
|
99,862 |
|
|
|
863 |
|
Imperial Brands PLC |
|
|
111,853 |
|
|
|
2,862 |
|
Inchcape PLC |
|
|
12,434 |
|
|
|
117 |
|
J Sainsbury PLC |
|
|
514,865 |
|
|
|
1,660 |
|
Kingfisher PLC |
|
|
155,257 |
|
|
|
488 |
|
National Grid PLC |
|
|
8,113 |
|
|
|
91 |
|
Pearson PLC |
|
|
44,486 |
|
|
|
557 |
|
Premier Foods PLC |
|
|
325,003 |
|
|
|
652 |
|
QinetiQ Group PLC |
|
|
309,071 |
|
|
|
1,732 |
|
RELX PLC |
|
|
23,211 |
|
|
|
1,068 |
|
Sage Group PLC/The |
|
|
82,555 |
|
|
|
1,136 |
|
Serco Group PLC |
|
|
303,591 |
|
|
|
690 |
|
Shell PLC |
|
|
69,558 |
|
|
|
2,492 |
|
Spirent Communications PLC |
|
|
75,809 |
|
|
|
175 |
|
Tesco PLC |
|
|
804,451 |
|
|
|
3,112 |
|
Unilever PLC |
|
|
24,439 |
|
|
|
1,342 |
|
Vodafone Group PLC |
|
|
760,283 |
|
|
|
670 |
|
Woodside Energy Group Ltd |
|
|
5,009 |
|
|
|
94 |
|
YouGov PLC |
|
|
8,551 |
|
|
|
44 |
|
|
|
|
|
|
|
|
40,105 |
|
|
|
|
|
|
|
|
|
|
United States — 0.2% |
Ferguson PLC |
|
|
1,103 |
|
|
|
213 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Spotify Technology SA * |
|
|
952 |
|
|
$ |
299 |
|
|
|
|
|
|
|
|
512 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $207,521) ($ Thousands) |
|
|
|
|
|
|
275,626 |
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.9% |
Germany — 0.9% |
Henkel AG & Co KGaA (A) |
|
|
30,256 |
|
|
|
2,698 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,993) ($ Thousands) |
|
|
|
|
|
|
2,698 |
|
|
|
|
Number of
Rights |
|
|
|
|
|
RIGHT — 0.0% |
Australia — 0.0% |
|
|
|
|
Abacus Property Group *‡‡ |
|
|
40,372 |
|
|
|
– |
|
Total Right |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
4,821,824 |
|
|
|
4,822 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,822) ($ Thousands) |
|
|
|
|
|
|
4,822 |
|
Total Investments in Securities — 97.1% |
|
|
|
|
|
|
|
|
(Cost $214,336) ($ Thousands) |
|
$ |
283,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Managed International Managed Volatility Fund (Concluded)
|
Percentages are based on Net Assets of $291,740 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
No interest rate available. |
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro STOXX 50 |
|
|
16 |
|
|
|
Sep-2024 |
|
|
$ |
848 |
|
|
$ |
845 |
|
|
$ |
(3 |
) |
FTSE 100 Index |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
520 |
|
|
|
518 |
|
|
|
– |
|
SPI 200 Index |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
388 |
|
|
|
390 |
|
|
|
1 |
|
TOPIX Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
688 |
|
|
|
699 |
|
|
|
17 |
|
|
|
|
|
|
|
|
|
|
|
$ |
2,444 |
|
|
$ |
2,452 |
|
|
$ |
15 |
|
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,591 |
|
|
$ |
51,730 |
|
|
$ |
(54,321 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
1,096 |
|
|
|
56,846 |
|
|
|
(53,117 |
) |
|
|
— |
|
|
|
(3 |
) |
|
|
4,822 |
|
|
|
115 |
|
|
|
— |
|
Totals |
|
$ |
3,687 |
|
|
$ |
108,576 |
|
|
$ |
(107,438 |
) |
|
$ |
– |
|
|
$ |
(3 |
) |
|
$ |
4,822 |
|
|
$ |
115 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary for abbreviations”.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Real Estate Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 99.1% |
|
|
|
|
|
|
|
|
|
Real Estate — 99.1% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
10,290 |
|
|
$ |
1,204 |
|
American Healthcare REIT Inc ‡ |
|
|
33,050 |
|
|
|
483 |
|
American Tower Corp, Cl A ‡ |
|
|
5,580 |
|
|
|
1,085 |
|
AvalonBay Communities Inc ‡ |
|
|
3,310 |
|
|
|
685 |
|
Brixmor Property Group Inc ‡ |
|
|
53,310 |
|
|
|
1,231 |
|
BXP Inc ‡ |
|
|
22,400 |
|
|
|
1,379 |
|
Camden Property Trust ‡ |
|
|
19,664 |
|
|
|
2,146 |
|
CareTrust REIT Inc ‡ |
|
|
20,846 |
|
|
|
523 |
|
Cousins Properties Inc ‡ |
|
|
40,610 |
|
|
|
940 |
|
CubeSmart ‡ |
|
|
9,210 |
|
|
|
416 |
|
DiamondRock Hospitality Co ‡ |
|
|
62,830 |
|
|
|
531 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
21,130 |
|
|
|
3,213 |
|
Douglas Emmett Inc ‡ |
|
|
39,250 |
|
|
|
522 |
|
EastGroup Properties Inc ‡ |
|
|
1,540 |
|
|
|
262 |
|
Equinix Inc ‡ |
|
|
9,025 |
|
|
|
6,828 |
|
Equity Residential ‡ |
|
|
43,910 |
|
|
|
3,045 |
|
Extra Space Storage Inc ‡ |
|
|
20,546 |
|
|
|
3,193 |
|
First Industrial Realty Trust Inc ‡ |
|
|
34,650 |
|
|
|
1,646 |
|
Healthpeak Properties Inc ‡ |
|
|
71,240 |
|
|
|
1,396 |
|
Host Hotels & Resorts Inc ‡ |
|
|
72,690 |
|
|
|
1,307 |
|
Invitation Homes Inc ‡ |
|
|
77,360 |
|
|
|
2,776 |
|
Iron Mountain Inc ‡ |
|
|
9,730 |
|
|
|
872 |
|
Kilroy Realty Corp ‡ |
|
|
14,270 |
|
|
|
445 |
|
Kimco Realty Corp ‡ |
|
|
129,300 |
|
|
|
2,516 |
|
Macerich Co/The ‡ |
|
|
6,850 |
|
|
|
106 |
|
Omega Healthcare Investors Inc ‡ |
|
|
32,570 |
|
|
|
1,116 |
|
Phillips Edison & Co Inc ‡ |
|
|
3,200 |
|
|
|
105 |
|
Prologis Inc ‡ |
|
|
62,370 |
|
|
|
7,005 |
|
Public Storage ‡ |
|
|
9,280 |
|
|
|
2,669 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Retail Opportunity Investments Corp ‡ |
|
|
71,780 |
|
|
$ |
892 |
|
Rexford Industrial Realty Inc ‡ |
|
|
33,260 |
|
|
|
1,483 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
3,240 |
|
|
|
324 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,210 |
|
|
|
434 |
|
Simon Property Group Inc ‡ |
|
|
19,556 |
|
|
|
2,969 |
|
Sun Communities Inc ‡ |
|
|
17,860 |
|
|
|
2,149 |
|
UDR Inc ‡ |
|
|
78,930 |
|
|
|
3,248 |
|
Urban Edge Properties ‡ |
|
|
24,260 |
|
|
|
448 |
|
Ventas Inc ‡ |
|
|
63,610 |
|
|
|
3,261 |
|
Vornado Realty Trust ‡ |
|
|
10,850 |
|
|
|
285 |
|
Welltower Inc ‡ |
|
|
30,680 |
|
|
|
3,198 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
17,760 |
|
|
|
254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68,590 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $51,003) ($ Thousands) |
|
|
|
|
|
|
68,590 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
708,209 |
|
|
|
708 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $708) ($ Thousands) |
|
|
|
|
|
|
708 |
|
Total Investments in Securities — 100.1% |
|
|
|
|
|
|
|
|
(Cost $51,711) ($ Thousands) |
|
$ |
69,298 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $69,231 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
4 |
|
|
$ |
1,020 |
|
|
$ |
(1,025 |
) |
|
$ |
— |
|
|
$ |
1 |
|
|
$ |
— |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
973 |
|
|
|
13,142 |
|
|
|
(13,407 |
) |
|
|
— |
|
|
|
— |
|
|
|
708 |
|
|
|
29 |
|
|
|
— |
|
Totals |
|
$ |
977 |
|
|
$ |
14,162 |
|
|
$ |
(14,432 |
) |
|
$ |
– |
|
|
$ |
1 |
|
|
$ |
708 |
|
|
$ |
30 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 40.8% |
Agency Mortgage-Backed Obligations — 36.2% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 05/01/2031 to 02/01/2038 |
|
$ |
160 |
|
|
$ |
162 |
|
7.000%, 04/01/2031 to 03/01/2039 |
|
|
45 |
|
|
|
47 |
|
6.500%, 10/01/2031 to 04/01/2054 |
|
|
3,065 |
|
|
|
3,140 |
|
6.000%, 02/01/2032 to 04/01/2054 |
|
|
19,552 |
|
|
|
19,736 |
|
5.500%, 11/01/2052 to 11/01/2053 |
|
|
13,662 |
|
|
|
13,513 |
|
5.000%, 06/01/2033 to 05/01/2053 |
|
|
11,383 |
|
|
|
11,063 |
|
4.500%, 04/01/2035 to 08/01/2053 |
|
|
13,492 |
|
|
|
12,845 |
|
4.000%, 08/01/2041 to 02/01/2053 |
|
|
12,761 |
|
|
|
11,942 |
|
3.500%, 12/01/2033 to 06/01/2052 |
|
|
20,786 |
|
|
|
18,846 |
|
3.000%, 03/01/2031 to 06/01/2052 |
|
|
47,628 |
|
|
|
41,416 |
|
2.500%, 10/01/2031 to 07/01/2052 |
|
|
66,372 |
|
|
|
55,045 |
|
2.000%, 07/01/2032 to 05/01/2052 |
|
|
64,284 |
|
|
|
52,238 |
|
1.500%, 11/01/2040 to 08/01/2051 |
|
|
12,692 |
|
|
|
9,809 |
|
0.000%, 07/15/2031(A) |
|
|
265 |
|
|
|
190 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
6.652%, RFUCCT1Y + 1.637%, 04/01/2048(B) |
|
|
719 |
|
|
|
731 |
|
6.170%, RFUCCT1Y + 1.638%, 03/01/2049(B) |
|
|
287 |
|
|
|
293 |
|
4.209%, SOFR30A + 2.304%, 05/01/2053(B) |
|
|
1,406 |
|
|
|
1,363 |
|
3.966%, SOFR30A + 2.140%, 08/01/2052(B) |
|
|
519 |
|
|
|
490 |
|
3.800%, RFUCCT1Y + 1.633%, 02/01/2050(B) |
|
|
495 |
|
|
|
493 |
|
3.144%, RFUCCT1Y + 1.640%, 11/01/2048(B) |
|
|
385 |
|
|
|
382 |
|
3.103%, RFUCCT1Y + 1.621%, 02/01/2050(B) |
|
|
206 |
|
|
|
199 |
|
3.007%, RFUCCT1Y + 1.627%, 11/01/2048(B) |
|
|
1,134 |
|
|
|
1,068 |
|
2.883%, RFUCCT1Y + 1.619%, 11/01/2047(B) |
|
|
377 |
|
|
|
367 |
|
2.635%, RFUCCT1Y + 1.634%, 12/01/2050(B) |
|
|
470 |
|
|
|
428 |
|
FHLMC CMO, Ser 2001-2277, Cl B |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 |
|
|
15 |
|
|
|
15 |
|
FHLMC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
123 |
|
|
|
125 |
|
FHLMC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
358 |
|
|
|
370 |
|
FHLMC CMO, Ser 2007-3281, Cl AI, IO |
|
|
|
|
|
|
|
|
0.983%, 02/15/2037(B) |
|
|
28 |
|
|
|
2 |
|
FHLMC CMO, Ser 2007-3294, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 03/15/2037 |
|
|
82 |
|
|
|
84 |
|
FHLMC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(A) |
|
|
1 |
|
|
|
1 |
|
FHLMC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
0.583%, 05/15/2038(B) |
|
|
3 |
|
|
|
– |
|
FHLMC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
0.783%, 01/15/2040(B) |
|
|
20 |
|
|
|
2 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2010-3693, Cl FC |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 07/15/2040(B) |
|
$ |
206 |
|
|
$ |
206 |
|
FHLMC CMO, Ser 2011-3919, Cl FA |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 09/15/2041(B) |
|
|
194 |
|
|
|
194 |
|
FHLMC CMO, Ser 2011-3947, Cl SG, IO |
|
|
|
|
|
|
|
|
0.503%, 10/15/2041(B) |
|
|
166 |
|
|
|
15 |
|
FHLMC CMO, Ser 2011-3951, Cl FN |
|
|
|
|
|
|
|
|
5.898%, SOFR30A + 0.564%, 11/15/2041(B) |
|
|
152 |
|
|
|
151 |
|
FHLMC CMO, Ser 2011-3958, Cl AF |
|
|
|
|
|
|
|
|
5.898%, SOFR30A + 0.564%, 11/15/2041(B) |
|
|
186 |
|
|
|
184 |
|
FHLMC CMO, Ser 2011-3975, Cl FA |
|
|
|
|
|
|
|
|
5.938%, SOFR30A + 0.604%, 12/15/2041(B) |
|
|
179 |
|
|
|
178 |
|
FHLMC CMO, Ser 2011-3975, Cl CF |
|
|
|
|
|
|
|
|
5.938%, SOFR30A + 0.604%, 12/15/2041(B) |
|
|
148 |
|
|
|
147 |
|
FHLMC CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
803 |
|
|
|
721 |
|
FHLMC CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
214 |
|
|
|
194 |
|
FHLMC CMO, Ser 2012-271, Cl F5 |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
265 |
|
|
|
260 |
|
FHLMC CMO, Ser 2012-272, Cl F1 |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
423 |
|
|
|
416 |
|
FHLMC CMO, Ser 2012-280, Cl F1 |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 09/15/2042(B) |
|
|
428 |
|
|
|
421 |
|
FHLMC CMO, Ser 2012-283, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2027 |
|
|
68 |
|
|
|
2 |
|
FHLMC CMO, Ser 2012-3990, Cl FG |
|
|
|
|
|
|
|
|
5.898%, SOFR30A + 0.564%, 01/15/2042(B) |
|
|
219 |
|
|
|
218 |
|
FHLMC CMO, Ser 2012-4047, Cl CX |
|
|
|
|
|
|
|
|
3.500%, 05/15/2042 |
|
|
821 |
|
|
|
734 |
|
FHLMC CMO, Ser 2012-4054, Cl SA, IO |
|
|
|
|
|
|
|
|
0.603%, 08/15/2039(B) |
|
|
291 |
|
|
|
23 |
|
FHLMC CMO, Ser 2012-4059, Cl FP |
|
|
|
|
|
|
|
|
5.898%, SOFR30A + 0.564%, 06/15/2042(B) |
|
|
245 |
|
|
|
243 |
|
FHLMC CMO, Ser 2012-4091, Cl MX |
|
|
|
|
|
|
|
|
3.250%, 02/15/2042 |
|
|
325 |
|
|
|
294 |
|
FHLMC CMO, Ser 2012-4091, Cl FN |
|
|
|
|
|
|
|
|
5.848%, SOFR30A + 0.514%, 08/15/2042(B) |
|
|
239 |
|
|
|
237 |
|
FHLMC CMO, Ser 2012-4091, Cl BX |
|
|
|
|
|
|
|
|
3.250%, 10/15/2041 |
|
|
411 |
|
|
|
373 |
|
FHLMC CMO, Ser 2012-4091, Cl EX |
|
|
|
|
|
|
|
|
3.375%, 07/15/2042 |
|
|
261 |
|
|
|
238 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2012-4117, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 10/15/2042 |
|
$ |
283 |
|
|
$ |
240 |
|
FHLMC CMO, Ser 2012-4122, Cl FP |
|
|
|
|
|
|
|
|
5.848%, SOFR30A + 0.514%, 10/15/2042(B) |
|
|
298 |
|
|
|
292 |
|
FHLMC CMO, Ser 2012-4146, Cl DI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/15/2031 |
|
|
173 |
|
|
|
7 |
|
FHLMC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
|
47 |
|
|
|
8 |
|
FHLMC CMO, Ser 2013-4203, Cl PS, IO |
|
|
|
|
|
|
|
|
0.803%, 09/15/2042(B) |
|
|
151 |
|
|
|
12 |
|
FHLMC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
265 |
|
|
|
220 |
|
FHLMC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
74 |
|
|
|
58 |
|
FHLMC CMO, Ser 2013-4239, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 06/15/2027 |
|
|
35 |
|
|
|
1 |
|
FHLMC CMO, Ser 2013-4240, Cl FA |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 08/15/2043(B) |
|
|
771 |
|
|
|
757 |
|
FHLMC CMO, Ser 2013-4286, Cl VF |
|
|
|
|
|
|
|
|
5.898%, SOFR30A + 0.564%, 12/15/2043(B) |
|
|
568 |
|
|
|
558 |
|
FHLMC CMO, Ser 2014-328, Cl S4, IO |
|
|
|
|
|
|
|
|
0.438%, 02/15/2038(B) |
|
|
8 |
|
|
|
– |
|
FHLMC CMO, Ser 2014-4335, Cl SW, IO |
|
|
|
|
|
|
|
|
0.553%, 05/15/2044(B) |
|
|
33 |
|
|
|
3 |
|
FHLMC CMO, Ser 2014-4391, Cl MZ |
|
|
|
|
|
|
|
|
3.000%, 09/15/2044 |
|
|
134 |
|
|
|
116 |
|
FHLMC CMO, Ser 2014-4415, Cl IO, IO |
|
|
|
|
|
|
|
|
0.302%, 04/15/2041(B) |
|
|
98 |
|
|
|
6 |
|
FHLMC CMO, Ser 2015-4446, Cl CP |
|
|
|
|
|
|
|
|
2.250%, 03/15/2045 |
|
|
358 |
|
|
|
307 |
|
FHLMC CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
0.553%, 12/15/2046(B) |
|
|
231 |
|
|
|
23 |
|
FHLMC CMO, Ser 2016-4544, Cl P |
|
|
|
|
|
|
|
|
2.500%, 01/15/2046 |
|
|
1,592 |
|
|
|
1,353 |
|
FHLMC CMO, Ser 2016-4582, Cl HA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
|
1,312 |
|
|
|
1,207 |
|
FHLMC CMO, Ser 2016-4587, Cl AF |
|
|
|
|
|
|
|
|
5.798%, SOFR30A + 0.464%, 06/15/2046(B) |
|
|
398 |
|
|
|
396 |
|
FHLMC CMO, Ser 2016-4604, Cl FB |
|
|
|
|
|
|
|
|
5.848%, SOFR30A + 0.514%, 08/15/2046(B) |
|
|
687 |
|
|
|
678 |
|
FHLMC CMO, Ser 2016-4611, Cl BF |
|
|
|
|
|
|
|
|
5.848%, SOFR30A + 0.514%, 06/15/2041(B) |
|
|
2,578 |
|
|
|
2,545 |
|
FHLMC CMO, Ser 2016-4620, Cl LF |
|
|
|
|
|
|
|
|
5.848%, SOFR30A + 0.514%, 10/15/2046(B) |
|
|
380 |
|
|
|
375 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2016-4628, Cl KF |
|
|
|
|
|
|
|
|
5.948%, SOFR30A + 0.614%, 01/15/2055(B) |
|
$ |
385 |
|
|
$ |
376 |
|
FHLMC CMO, Ser 2016-4639, Cl HZ |
|
|
|
|
|
|
|
|
3.250%, 04/15/2053(C) |
|
|
1,924 |
|
|
|
1,492 |
|
FHLMC CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
1,083 |
|
|
|
957 |
|
FHLMC CMO, Ser 2017-4709, Cl FA |
|
|
|
|
|
|
|
|
5.748%, SOFR30A + 0.414%, 08/15/2047(B) |
|
|
274 |
|
|
|
269 |
|
FHLMC CMO, Ser 2017-4719, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 09/15/2047 |
|
|
377 |
|
|
|
338 |
|
FHLMC CMO, Ser 2017-4719, Cl LM |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
296 |
|
|
|
258 |
|
FHLMC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
797 |
|
|
|
707 |
|
FHLMC CMO, Ser 2018-4753, Cl BD |
|
|
|
|
|
|
|
|
3.000%, 01/15/2048 |
|
|
292 |
|
|
|
252 |
|
FHLMC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
171 |
|
|
|
146 |
|
FHLMC CMO, Ser 2018-4818, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2048 |
|
|
378 |
|
|
|
330 |
|
FHLMC CMO, Ser 2018-4826, Cl KF |
|
|
|
|
|
|
|
|
5.748%, SOFR30A + 0.414%, 09/15/2048(B) |
|
|
248 |
|
|
|
242 |
|
FHLMC CMO, Ser 2018-4846, Cl PA |
|
|
|
|
|
|
|
|
4.000%, 06/15/2047 |
|
|
23 |
|
|
|
22 |
|
FHLMC CMO, Ser 2018-4854, Cl FB |
|
|
|
|
|
|
|
|
5.748%, SOFR30A + 0.414%, 01/15/2049(B) |
|
|
725 |
|
|
|
714 |
|
FHLMC CMO, Ser 2018-4857, Cl JA |
|
|
|
|
|
|
|
|
3.350%, 01/15/2049 |
|
|
1,162 |
|
|
|
1,082 |
|
FHLMC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
|
550 |
|
|
|
490 |
|
FHLMC CMO, Ser 2019-4903, Cl NF |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
235 |
|
|
|
230 |
|
FHLMC CMO, Ser 2019-4927, Cl BG |
|
|
|
|
|
|
|
|
3.000%, 11/25/2049 |
|
|
512 |
|
|
|
459 |
|
FHLMC CMO, Ser 2019-4937, Cl MD |
|
|
|
|
|
|
|
|
2.500%, 10/25/2049 |
|
|
520 |
|
|
|
446 |
|
FHLMC CMO, Ser 2019-4940, Cl AG |
|
|
|
|
|
|
|
|
3.000%, 05/15/2040 |
|
|
324 |
|
|
|
298 |
|
FHLMC CMO, Ser 2019-4941, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/15/2047 |
|
|
294 |
|
|
|
241 |
|
FHLMC CMO, Ser 2020-4954, Cl LB |
|
|
|
|
|
|
|
|
2.500%, 02/25/2050 |
|
|
322 |
|
|
|
276 |
|
FHLMC CMO, Ser 2020-4957, Cl MY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2050 |
|
|
312 |
|
|
|
252 |
|
FHLMC CMO, Ser 2020-4979, Cl UC |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
953 |
|
|
|
741 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2020-4988, Cl KF |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 07/25/2050(B) |
|
$ |
402 |
|
|
$ |
395 |
|
FHLMC CMO, Ser 2020-4991, Cl QV |
|
|
|
|
|
|
|
|
2.000%, 09/25/2045 |
|
|
275 |
|
|
|
220 |
|
FHLMC CMO, Ser 2020-4993, Cl KF |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 07/25/2050(B) |
|
|
2,242 |
|
|
|
2,185 |
|
FHLMC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
658 |
|
|
|
103 |
|
FHLMC CMO, Ser 2020-5004, Cl FM |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 08/25/2050(B) |
|
|
467 |
|
|
|
451 |
|
FHLMC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
682 |
|
|
|
108 |
|
FHLMC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
316 |
|
|
|
46 |
|
FHLMC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,459 |
|
|
|
520 |
|
FHLMC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
390 |
|
|
|
65 |
|
FHLMC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
475 |
|
|
|
63 |
|
FHLMC CMO, Ser 2020-5020, Cl ET |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
433 |
|
|
|
385 |
|
FHLMC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
133 |
|
|
|
19 |
|
FHLMC CMO, Ser 2020-5050, Cl IE, IO |
|
|
|
|
|
|
|
|
2.000%, 12/25/2050 |
|
|
1,997 |
|
|
|
248 |
|
FHLMC CMO, Ser 2020-5058, Cl BC |
|
|
|
|
|
|
|
|
5.000%, 11/25/2050 |
|
|
310 |
|
|
|
301 |
|
FHLMC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
717 |
|
|
|
120 |
|
FHLMC CMO, Ser 2020-5068, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2050 |
|
|
606 |
|
|
|
102 |
|
FHLMC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
2,125 |
|
|
|
436 |
|
FHLMC CMO, Ser 2021-5071, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
475 |
|
|
|
63 |
|
FHLMC CMO, Ser 2021-5085, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
976 |
|
|
|
117 |
|
FHLMC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
880 |
|
|
|
695 |
|
FHLMC CMO, Ser 2021-5092, Cl HE |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
513 |
|
|
|
423 |
|
FHLMC CMO, Ser 2021-5092, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 04/25/2041 |
|
|
377 |
|
|
|
319 |
|
FHLMC CMO, Ser 2021-5093, Cl IY, IO |
|
|
|
|
|
|
|
|
4.500%, 12/25/2050 |
|
|
943 |
|
|
|
218 |
|
FHLMC CMO, Ser 2021-5115, Cl IO, IO |
|
|
|
|
|
|
|
|
4.500%, 10/25/2049 |
|
|
482 |
|
|
|
110 |
|
FHLMC CMO, Ser 2021-5116, Cl PB |
|
|
|
|
|
|
|
|
2.250%, 02/25/2051 |
|
|
535 |
|
|
|
457 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2021-5118, Cl CA |
|
|
|
|
|
|
|
|
1.500%, 10/15/2033 |
|
$ |
473 |
|
|
$ |
416 |
|
FHLMC CMO, Ser 2021-5118, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,502 |
|
|
|
196 |
|
FHLMC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
410 |
|
|
|
319 |
|
FHLMC CMO, Ser 2021-5119, Cl QF |
|
|
|
|
|
|
|
|
5.535%, SOFR30A + 0.200%, 06/25/2051(B) |
|
|
677 |
|
|
|
638 |
|
FHLMC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
935 |
|
|
|
132 |
|
FHLMC CMO, Ser 2021-5143, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2049 |
|
|
341 |
|
|
|
274 |
|
FHLMC CMO, Ser 2021-5159, Cl IP, IO |
|
|
|
|
|
|
|
|
3.000%, 11/25/2051 |
|
|
711 |
|
|
|
102 |
|
FHLMC CMO, Ser 2021-5161, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
782 |
|
|
|
106 |
|
FHLMC CMO, Ser 2021-5178, Cl TP |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
760 |
|
|
|
648 |
|
FHLMC CMO, Ser 2021-5182, Cl M |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
456 |
|
|
|
396 |
|
FHLMC CMO, Ser 2021-5184, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 05/25/2048 |
|
|
317 |
|
|
|
279 |
|
FHLMC CMO, Ser 2022-5201, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 07/25/2048 |
|
|
669 |
|
|
|
591 |
|
FHLMC CMO, Ser 2022-5202, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 11/25/2048 |
|
|
819 |
|
|
|
728 |
|
FHLMC CMO, Ser 2022-5202, Cl TA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
955 |
|
|
|
854 |
|
FHLMC CMO, Ser 2022-5202, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2047 |
|
|
705 |
|
|
|
93 |
|
FHLMC CMO, Ser 2022-5202, Cl LA |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
694 |
|
|
|
595 |
|
FHLMC CMO, Ser 2022-5202, Cl BH |
|
|
|
|
|
|
|
|
2.000%, 12/25/2047 |
|
|
342 |
|
|
|
302 |
|
FHLMC CMO, Ser 2022-5206, Cl CD |
|
|
|
|
|
|
|
|
3.500%, 05/25/2049 |
|
|
639 |
|
|
|
579 |
|
FHLMC CMO, Ser 2022-5207, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 06/25/2051 |
|
|
700 |
|
|
|
609 |
|
FHLMC CMO, Ser 2022-5209, Cl EJ |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
522 |
|
|
|
466 |
|
FHLMC CMO, Ser 2022-5209, Cl EA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
522 |
|
|
|
466 |
|
FHLMC CMO, Ser 2022-5210, Cl DC |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
490 |
|
|
|
445 |
|
FHLMC CMO, Ser 2022-5214, Cl BY |
|
|
|
|
|
|
|
|
3.000%, 04/25/2052 |
|
|
480 |
|
|
|
383 |
|
FHLMC CMO, Ser 2022-5217, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 07/25/2049 |
|
|
558 |
|
|
|
506 |
|
FHLMC CMO, Ser 2022-5220, Cl QK |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
1,014 |
|
|
|
942 |
|
FHLMC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
2,100 |
|
|
|
1,859 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2022-5228, Cl TN |
|
|
|
|
|
|
|
|
3.500%, 07/25/2039 |
|
$ |
345 |
|
|
$ |
322 |
|
FHLMC CMO, Ser 2022-5274, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
634 |
|
|
|
104 |
|
FHLMC CMO, Ser 2022-5282, Cl GI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2050 |
|
|
515 |
|
|
|
106 |
|
FHLMC CMO, Ser 2023-390, Cl C14, IO |
|
|
|
|
|
|
|
|
4.000%, 11/15/2052 |
|
|
472 |
|
|
|
116 |
|
FHLMC CMO, Ser 2023-400, Cl C9, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2052 |
|
|
770 |
|
|
|
105 |
|
FHLMC CMO, Ser 2023-5293, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 04/25/2051 |
|
|
1,555 |
|
|
|
249 |
|
FHLMC CMO, Ser 2023-5293, Cl KI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
1,861 |
|
|
|
239 |
|
FHLMC CMO, Ser 2023-5293, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
2,747 |
|
|
|
346 |
|
FHLMC CMO, Ser 2023-5335, Cl FB |
|
|
|
|
|
|
|
|
6.148%, SOFR30A + 0.814%, 10/15/2039(B) |
|
|
860 |
|
|
|
863 |
|
FHLMC CMO, Ser 2023-5338, Cl FH |
|
|
|
|
|
|
|
|
5.748%, SOFR30A + 0.414%, 04/15/2045(B) |
|
|
839 |
|
|
|
818 |
|
FHLMC CMO, Ser 2023-5377, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051 |
|
|
867 |
|
|
|
113 |
|
FHLMC CMO, Ser 2024-5386, Cl DM |
|
|
|
|
|
|
|
|
2.000%, 03/25/2044 |
|
|
532 |
|
|
|
370 |
|
FHLMC CMO, Ser 2024-5389, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2051 |
|
|
966 |
|
|
|
220 |
|
FHLMC CMO, Ser 2024-5396, Cl HF |
|
|
|
|
|
|
|
|
6.285%, SOFR30A + 0.950%, 04/25/2054(B) |
|
|
1,177 |
|
|
|
1,184 |
|
FHLMC CMO, Ser 2024-5399, Cl FB |
|
|
|
|
|
|
|
|
6.235%, SOFR30A + 0.900%, 04/25/2054(B) |
|
|
662 |
|
|
|
663 |
|
FHLMC CMO, Ser 2024-5410, Cl JY |
|
|
|
|
|
|
|
|
3.000%, 03/15/2044 |
|
|
462 |
|
|
|
385 |
|
FHLMC Multiclass Certificates, Ser P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
500 |
|
|
|
421 |
|
FHLMC Multifamily Structured Pass Through Certificates, Ser 150, Cl X1, IO |
|
|
|
|
|
|
|
|
0.446%, 09/25/2032(B) |
|
|
8,496 |
|
|
|
201 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO |
|
|
|
|
|
|
|
|
0.301%, 11/25/2032(B) |
|
|
15,290 |
|
|
|
214 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.527%, 01/25/2033(B) |
|
|
13,696 |
|
|
|
381 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO |
|
|
|
|
|
|
|
|
0.421%, 04/25/2033(B) |
|
|
8,989 |
|
|
|
198 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 160, Cl X1, IO |
|
|
|
|
|
|
|
|
0.383%, 08/25/2033(B) |
|
|
4,999 |
|
|
|
98 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
$ |
279 |
|
|
$ |
274 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO |
|
|
|
|
|
|
|
|
0.730%, 03/25/2027(B) |
|
|
4,454 |
|
|
|
61 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.282%, 06/25/2029(B) |
|
|
4,850 |
|
|
|
245 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
1.013%, 06/25/2029(B) |
|
|
1,974 |
|
|
|
71 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.375%, 06/25/2029(B) |
|
|
700 |
|
|
|
38 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO |
|
|
|
|
|
|
|
|
1.440%, 01/25/2030(B) |
|
|
3,297 |
|
|
|
200 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |
|
|
|
|
|
|
|
|
1.811%, 04/25/2030(B) |
|
|
1,784 |
|
|
|
135 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO |
|
|
|
|
|
|
|
|
1.129%, 10/25/2030(B) |
|
|
5,436 |
|
|
|
273 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.610%, 03/25/2031(B) |
|
|
9,008 |
|
|
|
243 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO |
|
|
|
|
|
|
|
|
0.494%, 12/25/2031(B) |
|
|
12,045 |
|
|
|
254 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO |
|
|
|
|
|
|
|
|
0.403%, 08/25/2032(B) |
|
|
11,267 |
|
|
|
234 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.405%, 07/25/2026(B) |
|
|
949 |
|
|
|
19 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.650%, 12/25/2027(B) |
|
|
2,975 |
|
|
|
48 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO |
|
|
|
|
|
|
|
|
1.021%, 05/25/2028(B) |
|
|
3,969 |
|
|
|
120 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.363%, 06/25/2027(B) |
|
|
1,426 |
|
|
|
35 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2 |
|
|
|
|
|
|
|
|
2.091%, 11/25/2031(B) |
|
|
710 |
|
|
|
593 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2 |
|
|
|
|
|
|
|
|
3.291%, 03/25/2027 |
|
|
320 |
|
|
|
306 |
|
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 04/15/2036 |
|
|
231 |
|
|
|
239 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO |
|
|
|
|
|
|
|
|
4.500%, 06/25/2050 |
|
$ |
1,729 |
|
|
$ |
404 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.435%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
|
|
1,452 |
|
|
|
1,486 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.735%, SOFR30A + 3.400%, 10/25/2041(B)(D) |
|
|
920 |
|
|
|
953 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.835%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
5,746 |
|
|
|
5,775 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.085%, SOFR30A + 3.750%, 02/25/2042(B)(D) |
|
|
440 |
|
|
|
462 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.735%, SOFR30A + 2.400%, 02/25/2042(B)(D) |
|
|
1,220 |
|
|
|
1,250 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
10.985%, SOFR30A + 5.650%, 04/25/2042(B)(D) |
|
|
420 |
|
|
|
457 |
|
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A |
|
|
|
|
|
|
|
|
2.174%, 10/25/2037(B) |
|
|
54 |
|
|
|
53 |
|
FNMA |
|
|
|
|
|
|
|
|
7.500%, 10/01/2037 to 01/01/2054 |
|
|
1,638 |
|
|
|
1,706 |
|
7.000%, 09/01/2026 to 01/01/2054 |
|
|
3,116 |
|
|
|
3,225 |
|
6.500%, 05/01/2027 to 06/01/2054 |
|
|
4,001 |
|
|
|
4,117 |
|
6.000%, 02/01/2034 to 06/01/2054 |
|
|
14,631 |
|
|
|
14,752 |
|
5.500%, 02/01/2035 to 09/01/2056 |
|
|
19,535 |
|
|
|
19,322 |
|
5.000%, 06/01/2038 to 05/01/2054 |
|
|
13,986 |
|
|
|
13,625 |
|
4.500%, 04/01/2025 to 08/01/2058 |
|
|
33,474 |
|
|
|
31,806 |
|
4.200%, 01/01/2029 |
|
|
775 |
|
|
|
754 |
|
4.000%, 01/01/2027 to 06/01/2057 |
|
|
28,888 |
|
|
|
27,055 |
|
3.500%, 05/01/2033 to 06/01/2052 |
|
|
45,863 |
|
|
|
41,473 |
|
3.020%, 05/01/2026 |
|
|
550 |
|
|
|
529 |
|
3.000%, 12/01/2031 to 07/01/2060 |
|
|
128,486 |
|
|
|
112,170 |
|
2.820%, 07/01/2027 |
|
|
541 |
|
|
|
511 |
|
2.500%, 03/01/2035 to 09/01/2061 |
|
|
80,073 |
|
|
|
66,912 |
|
2.455%, 04/01/2040 |
|
|
1,920 |
|
|
|
1,363 |
|
2.000%, 03/01/2028 to 04/01/2052 |
|
|
145,112 |
|
|
|
117,141 |
|
1.850%, 09/01/2035 |
|
|
519 |
|
|
|
439 |
|
1.500%, 04/01/2041 to 02/01/2052 |
|
|
9,980 |
|
|
|
7,582 |
|
FNMA ARM |
|
|
|
|
|
|
|
|
7.084%, 12MTA + 1.940%, 11/01/2035(B) |
|
|
134 |
|
|
|
137 |
|
7.063%, 12MTA + 1.854%, 10/01/2035(B) |
|
|
121 |
|
|
|
123 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
7.020%, 12MTA + 1.848%, 10/01/2035(B) |
|
$ |
34 |
|
|
$ |
35 |
|
6.962%, 12MTA + 1.859%, 11/01/2035(B) |
|
|
28 |
|
|
|
28 |
|
6.418%, RFUCCT1Y + 1.584%, 01/01/2046(B) |
|
|
504 |
|
|
|
514 |
|
6.074%, RFUCCT1Y + 1.578%, 06/01/2045(B) |
|
|
217 |
|
|
|
221 |
|
4.648%, SOFR30A + 2.130%, 08/01/2052(B) |
|
|
857 |
|
|
|
839 |
|
4.628%, SOFR30A + 2.123%, 08/01/2052(B) |
|
|
848 |
|
|
|
823 |
|
4.614%, SOFR30A + 2.126%, 08/01/2052(B) |
|
|
1,055 |
|
|
|
1,032 |
|
4.356%, SOFR30A + 2.125%, 07/01/2052(B) |
|
|
950 |
|
|
|
924 |
|
4.215%, SOFR30A + 2.128%, 11/01/2052(B) |
|
|
621 |
|
|
|
604 |
|
4.140%, SOFR30A + 2.132%, 10/01/2052(B) |
|
|
1,853 |
|
|
|
1,799 |
|
4.115%, SOFR30A + 2.120%, 09/01/2052(B) |
|
|
732 |
|
|
|
710 |
|
4.103%, SOFR30A + 2.120%, 07/01/2052(B) |
|
|
747 |
|
|
|
710 |
|
3.953%, SOFR30A + 2.120%, 08/01/2052(B) |
|
|
219 |
|
|
|
207 |
|
3.325%, RFUCCT1Y + 1.603%, 03/01/2050(B) |
|
|
839 |
|
|
|
843 |
|
2.776%, RFUCCT1Y + 1.606%, 06/01/2050(B) |
|
|
363 |
|
|
|
335 |
|
FNMA CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
43 |
|
|
|
41 |
|
FNMA CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
|
104 |
|
|
|
105 |
|
FNMA CMO, Ser 2006-112, Cl ST, IO |
|
|
|
|
|
|
|
|
1.250%, 11/25/2036(B) |
|
|
195 |
|
|
|
8 |
|
FNMA CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
6.869%, 12/25/2039(B) |
|
|
14 |
|
|
|
14 |
|
FNMA CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(A) |
|
|
277 |
|
|
|
240 |
|
FNMA CMO, Ser 2010-107, Cl FB |
|
|
|
|
|
|
|
|
5.860%, SOFR30A + 0.524%, 09/25/2040(B) |
|
|
195 |
|
|
|
194 |
|
FNMA CMO, Ser 2011-111, Cl DB |
|
|
|
|
|
|
|
|
4.000%, 11/25/2041 |
|
|
379 |
|
|
|
358 |
|
FNMA CMO, Ser 2011-117, Cl FA |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 11/25/2041(B) |
|
|
397 |
|
|
|
394 |
|
FNMA CMO, Ser 2011-117, Cl AF |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 11/25/2041(B) |
|
|
172 |
|
|
|
171 |
|
FNMA CMO, Ser 2011-127, Cl FC |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 12/25/2041(B) |
|
|
183 |
|
|
|
182 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2011-142, Cl EF |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 01/25/2042(B) |
|
$ |
208 |
|
|
$ |
208 |
|
FNMA CMO, Ser 2011-59, Cl NZ |
|
|
|
|
|
|
|
|
5.500%, 07/25/2041 |
|
|
705 |
|
|
|
721 |
|
FNMA CMO, Ser 2011-87, Cl SG, IO |
|
|
|
|
|
|
|
|
1.100%, 04/25/2040(B) |
|
|
20 |
|
|
|
– |
|
FNMA CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
1.100%, 10/25/2041(B) |
|
|
359 |
|
|
|
23 |
|
FNMA CMO, Ser 2012-101, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2027 |
|
|
2 |
|
|
|
– |
|
FNMA CMO, Ser 2012-101, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
24 |
|
|
|
– |
|
FNMA CMO, Ser 2012-106, Cl FA |
|
|
|
|
|
|
|
|
5.790%, SOFR30A + 0.454%, 10/25/2042(B) |
|
|
170 |
|
|
|
168 |
|
FNMA CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
371 |
|
|
|
329 |
|
FNMA CMO, Ser 2012-12, Cl FA |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
182 |
|
|
|
181 |
|
FNMA CMO, Ser 2012-133, Cl JF |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 12/25/2042(B) |
|
|
349 |
|
|
|
341 |
|
FNMA CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
0.700%, 12/25/2042(B) |
|
|
106 |
|
|
|
11 |
|
FNMA CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
282 |
|
|
|
234 |
|
FNMA CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
2 |
|
|
|
2 |
|
FNMA CMO, Ser 2012-35, Cl FL |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 04/25/2042(B) |
|
|
148 |
|
|
|
147 |
|
FNMA CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
1.050%, 04/25/2042(B) |
|
|
87 |
|
|
|
10 |
|
FNMA CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
89 |
|
|
|
91 |
|
FNMA CMO, Ser 2012-47, Cl JF |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 05/25/2042(B) |
|
|
244 |
|
|
|
243 |
|
FNMA CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
1.200%, 03/25/2042(B) |
|
|
95 |
|
|
|
6 |
|
FNMA CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
7 |
|
|
|
6 |
|
FNMA CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
15 |
|
|
|
13 |
|
FNMA CMO, Ser 2012-9, Cl FA |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
139 |
|
|
|
139 |
|
FNMA CMO, Ser 2012-9, Cl WF |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 02/25/2042(B) |
|
|
142 |
|
|
|
141 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
$ |
852 |
|
|
$ |
761 |
|
FNMA CMO, Ser 2013-111, Cl PL |
|
|
|
|
|
|
|
|
2.000%, 12/25/2042 |
|
|
234 |
|
|
|
206 |
|
FNMA CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
0.500%, 12/25/2043(B) |
|
|
171 |
|
|
|
16 |
|
FNMA CMO, Ser 2013-126, Cl CS, IO |
|
|
|
|
|
|
|
|
0.700%, 09/25/2041(B) |
|
|
126 |
|
|
|
8 |
|
FNMA CMO, Ser 2013-15, Cl FA |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 03/25/2043(B) |
|
|
421 |
|
|
|
411 |
|
FNMA CMO, Ser 2013-35, Cl CL |
|
|
|
|
|
|
|
|
3.000%, 02/25/2043 |
|
|
6,875 |
|
|
|
6,500 |
|
FNMA CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
323 |
|
|
|
270 |
|
FNMA CMO, Ser 2013-49, Cl AP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
199 |
|
|
|
163 |
|
FNMA CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
0.700%, 06/25/2043(B) |
|
|
62 |
|
|
|
7 |
|
FNMA CMO, Ser 2013-73, Cl IB, IO |
|
|
|
|
|
|
|
|
3.500%, 07/25/2028 |
|
|
16 |
|
|
|
1 |
|
FNMA CMO, Ser 2013-73, Cl IA, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2032 |
|
|
134 |
|
|
|
6 |
|
FNMA CMO, Ser 2013-9, Cl SA, IO |
|
|
|
|
|
|
|
|
0.700%, 03/25/2042(B) |
|
|
117 |
|
|
|
5 |
|
FNMA CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
106 |
|
|
|
111 |
|
FNMA CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
851 |
|
|
|
863 |
|
FNMA CMO, Ser 2014-17, Cl DY |
|
|
|
|
|
|
|
|
3.500%, 04/25/2044 |
|
|
514 |
|
|
|
456 |
|
FNMA CMO, Ser 2014-25, Cl EL |
|
|
|
|
|
|
|
|
3.000%, 05/25/2044 |
|
|
403 |
|
|
|
362 |
|
FNMA CMO, Ser 2014-47, Cl AI, IO |
|
|
|
|
|
|
|
|
0.487%, 08/25/2044(B) |
|
|
62 |
|
|
|
3 |
|
FNMA CMO, Ser 2014-6, Cl Z |
|
|
|
|
|
|
|
|
2.500%, 02/25/2044 |
|
|
259 |
|
|
|
219 |
|
FNMA CMO, Ser 2014-74, Cl PC |
|
|
|
|
|
|
|
|
2.500%, 06/25/2044 |
|
|
312 |
|
|
|
286 |
|
FNMA CMO, Ser 2015-26, Cl GF |
|
|
|
|
|
|
|
|
5.750%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
613 |
|
|
|
598 |
|
FNMA CMO, Ser 2015-32, Cl FA |
|
|
|
|
|
|
|
|
5.750%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
378 |
|
|
|
368 |
|
FNMA CMO, Ser 2015-48, Cl FB |
|
|
|
|
|
|
|
|
5.750%, SOFR30A + 0.414%, 07/25/2045(B) |
|
|
458 |
|
|
|
446 |
|
FNMA CMO, Ser 2015-55, Cl IO, IO |
|
|
|
|
|
|
|
|
0.274%, 08/25/2055(B) |
|
|
165 |
|
|
|
6 |
|
FNMA CMO, Ser 2015-56, Cl AS, IO |
|
|
|
|
|
|
|
|
0.700%, 08/25/2045(B) |
|
|
25 |
|
|
|
3 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2015-65, Cl CZ |
|
|
|
|
|
|
|
|
3.500%, 09/25/2045 |
|
$ |
272 |
|
|
$ |
226 |
|
FNMA CMO, Ser 2015-8, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 03/25/2045 |
|
|
715 |
|
|
|
619 |
|
FNMA CMO, Ser 2015-84, Cl PA |
|
|
|
|
|
|
|
|
1.700%, 08/25/2033 |
|
|
998 |
|
|
|
904 |
|
FNMA CMO, Ser 2016-11, Cl FG |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 03/25/2046(B) |
|
|
265 |
|
|
|
261 |
|
FNMA CMO, Ser 2016-11, Cl CF |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 03/25/2046(B) |
|
|
192 |
|
|
|
189 |
|
FNMA CMO, Ser 2016-19, Cl FD |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
1,264 |
|
|
|
1,247 |
|
FNMA CMO, Ser 2016-22, Cl FG |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
421 |
|
|
|
416 |
|
FNMA CMO, Ser 2016-22, Cl FA |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
502 |
|
|
|
494 |
|
FNMA CMO, Ser 2016-3, Cl PL |
|
|
|
|
|
|
|
|
2.500%, 02/25/2046 |
|
|
2,566 |
|
|
|
2,140 |
|
FNMA CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
23 |
|
|
|
23 |
|
FNMA CMO, Ser 2016-45, Cl PB |
|
|
|
|
|
|
|
|
3.000%, 07/25/2046 |
|
|
282 |
|
|
|
211 |
|
FNMA CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
|
1,036 |
|
|
|
938 |
|
FNMA CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
2,193 |
|
|
|
1,814 |
|
FNMA CMO, Ser 2016-69, Cl BF |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 10/25/2046(B) |
|
|
401 |
|
|
|
396 |
|
FNMA CMO, Ser 2016-75, Cl FE |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 10/25/2046(B) |
|
|
311 |
|
|
|
307 |
|
FNMA CMO, Ser 2016-78, Cl FA |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 03/25/2044(B) |
|
|
205 |
|
|
|
202 |
|
FNMA CMO, Ser 2016-79, Cl FH |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
312 |
|
|
|
307 |
|
FNMA CMO, Ser 2016-82, Cl FE |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
713 |
|
|
|
704 |
|
FNMA CMO, Ser 2016-82, Cl FH |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
638 |
|
|
|
629 |
|
FNMA CMO, Ser 2016-84, Cl FB |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 11/25/2046(B) |
|
|
304 |
|
|
|
300 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2016-86, Cl FE |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 11/25/2046(B) |
|
$ |
776 |
|
|
$ |
765 |
|
FNMA CMO, Ser 2016-88, Cl CF |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 12/25/2046(B) |
|
|
551 |
|
|
|
545 |
|
FNMA CMO, Ser 2016-91, Cl AF |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 12/25/2046(B) |
|
|
297 |
|
|
|
295 |
|
FNMA CMO, Ser 2017-12, Cl FD |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
329 |
|
|
|
325 |
|
FNMA CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
443 |
|
|
|
401 |
|
FNMA CMO, Ser 2017-23, Cl FA |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 04/25/2047(B) |
|
|
352 |
|
|
|
347 |
|
FNMA CMO, Ser 2017-24, Cl PG |
|
|
|
|
|
|
|
|
2.625%, 04/25/2047 |
|
|
1,101 |
|
|
|
938 |
|
FNMA CMO, Ser 2017-26, Cl FA |
|
|
|
|
|
|
|
|
5.800%, SOFR30A + 0.464%, 04/25/2047(B) |
|
|
855 |
|
|
|
843 |
|
FNMA CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
0.650%, 10/25/2057(B) |
|
|
718 |
|
|
|
80 |
|
FNMA CMO, Ser 2017-79, Cl FB |
|
|
|
|
|
|
|
|
5.700%, SOFR30A + 0.364%, 10/25/2047(B) |
|
|
667 |
|
|
|
662 |
|
FNMA CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
0.750%, 11/25/2047(B) |
|
|
202 |
|
|
|
19 |
|
FNMA CMO, Ser 2017-9, Cl DF |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
272 |
|
|
|
268 |
|
FNMA CMO, Ser 2017-9, Cl BF |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 03/25/2047(B) |
|
|
376 |
|
|
|
371 |
|
FNMA CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
759 |
|
|
|
705 |
|
FNMA CMO, Ser 2018-36, Cl FD |
|
|
|
|
|
|
|
|
5.700%, SOFR30A + 0.364%, 06/25/2048(B) |
|
|
695 |
|
|
|
688 |
|
FNMA CMO, Ser 2018-38, Cl MA |
|
|
|
|
|
|
|
|
3.300%, 06/25/2048 |
|
|
583 |
|
|
|
540 |
|
FNMA CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
620 |
|
|
|
540 |
|
FNMA CMO, Ser 2018-45, Cl TM |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
446 |
|
|
|
392 |
|
FNMA CMO, Ser 2018-54, Cl KA |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
179 |
|
|
|
173 |
|
FNMA CMO, Ser 2018-55, Cl GA |
|
|
|
|
|
|
|
|
3.375%, 08/25/2048 |
|
|
436 |
|
|
|
404 |
|
FNMA CMO, Ser 2018-64, Cl A |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
393 |
|
|
|
337 |
|
FNMA CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
217 |
|
|
|
189 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2018-85, Cl EA |
|
|
|
|
|
|
|
|
3.500%, 12/25/2048 |
|
$ |
329 |
|
|
$ |
311 |
|
FNMA CMO, Ser 2019-13, Cl PE |
|
|
|
|
|
|
|
|
3.000%, 03/25/2049 |
|
|
263 |
|
|
|
233 |
|
FNMA CMO, Ser 2019-15, Cl FA |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 04/25/2049(B) |
|
|
237 |
|
|
|
232 |
|
FNMA CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
702 |
|
|
|
634 |
|
FNMA CMO, Ser 2019-41, Cl FG |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 08/25/2059(B) |
|
|
553 |
|
|
|
542 |
|
FNMA CMO, Ser 2019-43, Cl FC |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
457 |
|
|
|
447 |
|
FNMA CMO, Ser 2019-67, Cl FB |
|
|
|
|
|
|
|
|
5.900%, SOFR30A + 0.564%, 11/25/2049(B) |
|
|
239 |
|
|
|
234 |
|
FNMA CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.950%, SOFR30A + 0.614%, 01/25/2050(B) |
|
|
1,188 |
|
|
|
1,167 |
|
FNMA CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
569 |
|
|
|
108 |
|
FNMA CMO, Ser 2020-37, Cl DA |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
235 |
|
|
|
201 |
|
FNMA CMO, Ser 2020-45, Cl JL |
|
|
|
|
|
|
|
|
3.000%, 07/25/2040 |
|
|
905 |
|
|
|
816 |
|
FNMA CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
433 |
|
|
|
253 |
|
FNMA CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
360 |
|
|
|
292 |
|
FNMA CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
1,105 |
|
|
|
910 |
|
FNMA CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
900 |
|
|
|
684 |
|
FNMA CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
293 |
|
|
|
48 |
|
FNMA CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
936 |
|
|
|
798 |
|
FNMA CMO, Ser 2020-57, Cl LJ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
491 |
|
|
|
344 |
|
FNMA CMO, Ser 2020-59, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 08/25/2040 |
|
|
495 |
|
|
|
444 |
|
FNMA CMO, Ser 2020-61, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
1,217 |
|
|
|
202 |
|
FNMA CMO, Ser 2020-62, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
686 |
|
|
|
110 |
|
FNMA CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
808 |
|
|
|
169 |
|
FNMA CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,387 |
|
|
|
272 |
|
FNMA CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
933 |
|
|
|
192 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2020-73, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2050 |
|
$ |
598 |
|
|
$ |
110 |
|
FNMA CMO, Ser 2020-96, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2051 |
|
|
676 |
|
|
|
115 |
|
FNMA CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
162 |
|
|
|
27 |
|
FNMA CMO, Ser 2021-22, Cl MN |
|
|
|
|
|
|
|
|
2.750%, 10/25/2050 |
|
|
550 |
|
|
|
483 |
|
FNMA CMO, Ser 2021-26, Cl BD |
|
|
|
|
|
|
|
|
1.750%, 05/25/2051 |
|
|
291 |
|
|
|
251 |
|
FNMA CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
1,600 |
|
|
|
1,269 |
|
FNMA CMO, Ser 2021-3, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
1,413 |
|
|
|
211 |
|
FNMA CMO, Ser 2021-33, Cl AV |
|
|
|
|
|
|
|
|
2.500%, 03/25/2048 |
|
|
225 |
|
|
|
163 |
|
FNMA CMO, Ser 2021-42, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 11/25/2050 |
|
|
1,047 |
|
|
|
873 |
|
FNMA CMO, Ser 2021-42, Cl AC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
434 |
|
|
|
365 |
|
FNMA CMO, Ser 2021-43, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051 |
|
|
1,425 |
|
|
|
220 |
|
FNMA CMO, Ser 2021-52, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2047 |
|
|
817 |
|
|
|
111 |
|
FNMA CMO, Ser 2021-62, Cl GI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2047 |
|
|
776 |
|
|
|
114 |
|
FNMA CMO, Ser 2021-65, Cl JA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2046 |
|
|
279 |
|
|
|
240 |
|
FNMA CMO, Ser 2021-73, Cl A |
|
|
|
|
|
|
|
|
2.500%, 11/25/2049 |
|
|
582 |
|
|
|
500 |
|
FNMA CMO, Ser 2021-73, Cl DJ |
|
|
|
|
|
|
|
|
2.000%, 03/25/2049 |
|
|
590 |
|
|
|
490 |
|
FNMA CMO, Ser 2021-76, Cl KB |
|
|
|
|
|
|
|
|
1.250%, 11/25/2051 |
|
|
255 |
|
|
|
205 |
|
FNMA CMO, Ser 2021-77, Cl WI, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
718 |
|
|
|
112 |
|
FNMA CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
892 |
|
|
|
709 |
|
FNMA CMO, Ser 2021-86, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2047 |
|
|
932 |
|
|
|
820 |
|
FNMA CMO, Ser 2021-91, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 09/25/2049 |
|
|
548 |
|
|
|
473 |
|
FNMA CMO, Ser 2021-96, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 03/25/2049 |
|
|
598 |
|
|
|
512 |
|
FNMA CMO, Ser 2022-11, Cl D |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
597 |
|
|
|
535 |
|
FNMA CMO, Ser 2022-18, Cl PI, IO |
|
|
|
|
|
|
|
|
4.000%, 11/25/2051 |
|
|
980 |
|
|
|
212 |
|
FNMA CMO, Ser 2022-18, Cl DL |
|
|
|
|
|
|
|
|
3.250%, 07/25/2046 |
|
|
768 |
|
|
|
699 |
|
FNMA CMO, Ser 2022-22, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051 |
|
|
1,338 |
|
|
|
227 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2022-28, Cl CA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2048 |
|
$ |
565 |
|
|
$ |
492 |
|
FNMA CMO, Ser 2022-3, Cl N |
|
|
|
|
|
|
|
|
2.000%, 10/25/2047 |
|
|
1,664 |
|
|
|
1,414 |
|
FNMA CMO, Ser 2022-4, Cl MH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
613 |
|
|
|
556 |
|
FNMA CMO, Ser 2022-49, Cl NQ |
|
|
|
|
|
|
|
|
3.000%, 02/25/2052 |
|
|
282 |
|
|
|
243 |
|
FNMA CMO, Ser 2022-86, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
733 |
|
|
|
102 |
|
FNMA CMO, Ser 2022-89, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
604 |
|
|
|
496 |
|
FNMA CMO, Ser 2022-9, Cl DJ |
|
|
|
|
|
|
|
|
3.250%, 03/25/2049 |
|
|
431 |
|
|
|
391 |
|
FNMA CMO, Ser 2023-14, Cl EJ |
|
|
|
|
|
|
|
|
2.750%, 04/25/2049 |
|
|
521 |
|
|
|
467 |
|
FNMA CMO, Ser 2023-2, Cl CI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
2,837 |
|
|
|
346 |
|
FNMA CMO, Ser 2023-37, Cl FH |
|
|
|
|
|
|
|
|
5.850%, SOFR30A + 0.514%, 01/25/2050(B) |
|
|
929 |
|
|
|
909 |
|
FNMA CMO, Ser 2023-38, Cl FC |
|
|
|
|
|
|
|
|
6.000%, SOFR30A + 0.664%, 06/25/2040(B) |
|
|
594 |
|
|
|
591 |
|
FNMA CMO, Ser 2024-26, Cl KY |
|
|
|
|
|
|
|
|
3.000%, 12/25/2043 |
|
|
462 |
|
|
|
384 |
|
FNMA CMO, Ser 2024-5, Cl DI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2051 |
|
|
2,148 |
|
|
|
370 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.450%, SOFR30A + 3.114%, 07/25/2024(B) |
|
|
1,122 |
|
|
|
1,124 |
|
FNMA Interest CMO, Ser 2005-360, Cl 2, IO |
|
|
|
|
|
|
|
|
5.000%, 08/25/2035 |
|
|
392 |
|
|
|
63 |
|
FNMA Interest CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
124 |
|
|
|
24 |
|
FNMA Interest CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
71 |
|
|
|
2 |
|
FNMA Interest CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
103 |
|
|
|
16 |
|
FNMA Interest CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
524 |
|
|
|
468 |
|
FNMA Interest CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
|
789 |
|
|
|
727 |
|
FNMA Interest CMO, Ser 2022-427, Cl C21, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2050 |
|
|
1,609 |
|
|
|
196 |
|
FNMA Interest CMO, Ser 2022-427, Cl C73, IO |
|
|
|
|
|
|
|
|
3.000%, 12/25/2048 |
|
|
1,742 |
|
|
|
277 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA Interest CMO, Ser 2023-428, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2048 |
|
$ |
873 |
|
|
$ |
99 |
|
FNMA Interest CMO, Ser 2023-436, Cl C32, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2052 |
|
|
1,717 |
|
|
|
216 |
|
FNMA Interest CMO, Ser 2024-440, Cl C6, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2052 |
|
|
1,855 |
|
|
|
236 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
6.000%, 07/01/2037 |
|
|
11,400 |
|
|
|
11,432 |
|
5.500%, 07/15/2054 |
|
|
19,570 |
|
|
|
19,300 |
|
5.000%, 07/15/2054 |
|
|
23,245 |
|
|
|
22,464 |
|
4.500%, 07/15/2054 |
|
|
23,125 |
|
|
|
21,800 |
|
4.000%, 07/13/2039 |
|
|
45,100 |
|
|
|
41,265 |
|
3.500%, 08/01/2040 to 07/01/2041 |
|
|
22,930 |
|
|
|
20,293 |
|
3.000%, 07/15/2054 |
|
|
20,150 |
|
|
|
17,139 |
|
2.500%, 07/15/2054 |
|
|
19,900 |
|
|
|
16,247 |
|
FNMA, Ser M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
100 |
|
|
|
92 |
|
FNMA, Ser M36, Cl X1, IO |
|
|
|
|
|
|
|
|
1.544%, 09/25/2034(B) |
|
|
524 |
|
|
|
30 |
|
FREMF Mortgage Trust, Ser 2019-KF58, Cl B |
|
|
|
|
|
|
|
|
7.589%, SOFR30A + 2.264%, 01/25/2026(B)(D) |
|
|
709 |
|
|
|
694 |
|
GNMA |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 to 09/15/2030 |
|
|
20 |
|
|
|
21 |
|
7.500%, 03/15/2029 to 10/15/2037 |
|
|
25 |
|
|
|
25 |
|
7.000%, 09/15/2031 |
|
|
9 |
|
|
|
10 |
|
6.500%, 07/15/2028 to 01/20/2054 |
|
|
7,146 |
|
|
|
7,331 |
|
6.000%, 01/15/2029 to 02/20/2054 |
|
|
7,217 |
|
|
|
7,336 |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
6,968 |
|
|
|
6,937 |
|
5.000%, 07/20/2040 to 08/20/2053 |
|
|
10,370 |
|
|
|
10,154 |
|
4.700%, 09/20/2061(B) |
|
|
27 |
|
|
|
26 |
|
4.625%, H15T1Y + 1.500%, 02/20/2034(B) |
|
|
65 |
|
|
|
64 |
|
4.500%, 04/20/2041 to 11/20/2052 |
|
|
13,979 |
|
|
|
13,390 |
|
4.374%, 01/20/2069(B) |
|
|
2 |
|
|
|
2 |
|
4.000%, 06/20/2047 to 10/20/2052 |
|
|
12,213 |
|
|
|
11,374 |
|
3.500%, 04/20/2045 to 08/20/2052 |
|
|
14,206 |
|
|
|
12,860 |
|
3.000%, 09/15/2042 to 04/20/2053 |
|
|
26,177 |
|
|
|
22,912 |
|
2.500%, 12/20/2037 to 03/20/2052 |
|
|
26,268 |
|
|
|
22,041 |
|
2.000%, 08/20/2050 to 10/20/2051 |
|
|
26,229 |
|
|
|
20,998 |
|
GNMA CMO, Ser 2007-17, Cl IB, IO |
|
|
|
|
|
|
|
|
0.797%, 04/20/2037(B) |
|
|
194 |
|
|
|
6 |
|
GNMA CMO, Ser 2007-51, Cl SG, IO |
|
|
|
|
|
|
|
|
1.127%, 08/20/2037(B) |
|
|
28 |
|
|
|
1 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
1.087%, 12/16/2037(B) |
|
|
263 |
|
|
|
10 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
1.357%, 07/16/2039(B) |
|
|
121 |
|
|
|
5 |
|
GNMA CMO, Ser 2010-163, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 12/20/2040 |
|
|
455 |
|
|
|
440 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.947%, 01/16/2040(B) |
|
$ |
1,825 |
|
|
$ |
161 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
1.197%, 01/20/2040(B) |
|
|
1 |
|
|
|
– |
|
GNMA CMO, Ser 2010-H11, Cl FA |
|
|
|
|
|
|
|
|
6.442%, TSFR1M + 1.114%, 06/20/2060(B) |
|
|
256 |
|
|
|
257 |
|
GNMA CMO, Ser 2010-H27, Cl FA |
|
|
|
|
|
|
|
|
5.817%, TSFR1M + 0.494%, 12/20/2060(B) |
|
|
435 |
|
|
|
434 |
|
GNMA CMO, Ser 2010-H28, Cl FE |
|
|
|
|
|
|
|
|
5.837%, TSFR1M + 0.514%, 12/20/2060(B) |
|
|
124 |
|
|
|
123 |
|
GNMA CMO, Ser 2011-H08, Cl FG |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.594%, 03/20/2061(B) |
|
|
142 |
|
|
|
142 |
|
GNMA CMO, Ser 2011-H08, Cl FD |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 02/20/2061(B) |
|
|
65 |
|
|
|
65 |
|
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 03/20/2061(B) |
|
|
72 |
|
|
|
72 |
|
GNMA CMO, Ser 2012-34, Cl SA, IO |
|
|
|
|
|
|
|
|
0.597%, 03/20/2042(B) |
|
|
209 |
|
|
|
20 |
|
GNMA CMO, Ser 2012-43, Cl SN, IO |
|
|
|
|
|
|
|
|
1.157%, 04/16/2042(B) |
|
|
36 |
|
|
|
5 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
0.657%, 08/16/2042(B) |
|
|
90 |
|
|
|
9 |
|
GNMA CMO, Ser 2012-H25, Cl FA |
|
|
|
|
|
|
|
|
6.137%, TSFR1M + 0.814%, 12/20/2061(B) |
|
|
6 |
|
|
|
6 |
|
GNMA CMO, Ser 2012-H27, Cl AI, IO |
|
|
|
|
|
|
|
|
1.725%, 10/20/2062(B) |
|
|
248 |
|
|
|
7 |
|
GNMA CMO, Ser 2013-152, Cl HA |
|
|
|
|
|
|
|
|
2.500%, 06/20/2043 |
|
|
505 |
|
|
|
453 |
|
GNMA CMO, Ser 2013-53, Cl OI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2043 |
|
|
60 |
|
|
|
6 |
|
GNMA CMO, Ser 2013-69, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/20/2043 |
|
|
227 |
|
|
|
35 |
|
GNMA CMO, Ser 2014-181, Cl L |
|
|
|
|
|
|
|
|
3.000%, 12/20/2044 |
|
|
334 |
|
|
|
293 |
|
GNMA CMO, Ser 2014-5, Cl SP, IO |
|
|
|
|
|
|
|
|
0.707%, 06/16/2043(B) |
|
|
54 |
|
|
|
2 |
|
GNMA CMO, Ser 2014-H10, Cl TA |
|
|
|
|
|
|
|
|
6.037%, TSFR1M + 0.714%, 04/20/2064(B) |
|
|
418 |
|
|
|
418 |
|
GNMA CMO, Ser 2015-144, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2045 |
|
|
536 |
|
|
|
460 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
59 |
|
|
|
11 |
|
GNMA CMO, Ser 2015-H10, Cl FC |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.594%, 04/20/2065(B) |
|
|
197 |
|
|
|
197 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2015-H18, Cl FA |
|
|
|
|
|
|
|
|
5.887%, TSFR1M + 0.564%, 06/20/2065(B) |
|
$ |
65 |
|
|
$ |
65 |
|
GNMA CMO, Ser 2015-H20, Cl FA |
|
|
|
|
|
|
|
|
5.907%, TSFR1M + 0.584%, 08/20/2065(B) |
|
|
182 |
|
|
|
181 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
0.657%, 10/16/2046(B) |
|
|
374 |
|
|
|
50 |
|
GNMA CMO, Ser 2016-136, Cl A |
|
|
|
|
|
|
|
|
3.000%, 07/20/2044 |
|
|
272 |
|
|
|
237 |
|
GNMA CMO, Ser 2016-93, Cl AB |
|
|
|
|
|
|
|
|
1.750%, 07/20/2044 |
|
|
607 |
|
|
|
478 |
|
GNMA CMO, Ser 2016-99, Cl TL |
|
|
|
|
|
|
|
|
2.000%, 04/16/2044 |
|
|
182 |
|
|
|
145 |
|
GNMA CMO, Ser 2017-139, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
1,190 |
|
|
|
1,051 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
418 |
|
|
|
378 |
|
GNMA CMO, Ser 2017-H15, Cl KI, IO |
|
|
|
|
|
|
|
|
0.884%, 07/20/2067(B) |
|
|
436 |
|
|
|
25 |
|
GNMA CMO, Ser 2017-H18, Cl BI, IO |
|
|
|
|
|
|
|
|
0.048%, 09/20/2067(B) |
|
|
2,695 |
|
|
|
88 |
|
GNMA CMO, Ser 2017-H20, Cl IB, IO |
|
|
|
|
|
|
|
|
0.252%, 10/20/2067(B) |
|
|
188 |
|
|
|
7 |
|
GNMA CMO, Ser 2017-H22, Cl IC, IO |
|
|
|
|
|
|
|
|
0.631%, 11/20/2067(B) |
|
|
78 |
|
|
|
3 |
|
GNMA CMO, Ser 2018-65, Cl DC |
|
|
|
|
|
|
|
|
3.500%, 05/20/2048 |
|
|
414 |
|
|
|
367 |
|
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
5.737%, TSFR1M + 0.414%, 02/20/2068(B) |
|
|
108 |
|
|
|
107 |
|
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
5.737%, TSFR1M + 0.414%, 05/20/2068(B) |
|
|
222 |
|
|
|
222 |
|
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
|
249 |
|
|
|
219 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
572 |
|
|
|
77 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
191 |
|
|
|
26 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
278 |
|
|
|
38 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
218 |
|
|
|
30 |
|
GNMA CMO, Ser 2020-133, Cl GA |
|
|
|
|
|
|
|
|
1.000%, 09/20/2050 |
|
|
618 |
|
|
|
514 |
|
GNMA CMO, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
1,430 |
|
|
|
1,125 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
216 |
|
|
|
30 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
802 |
|
|
|
107 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
$ |
151 |
|
|
$ |
21 |
|
GNMA CMO, Ser 2020-175, Cl GI, IO |
|
|
|
|
|
|
|
|
2.000%, 11/20/2050 |
|
|
276 |
|
|
|
30 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
1,935 |
|
|
|
212 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
199 |
|
|
|
36 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
459 |
|
|
|
83 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
6.687%, TSFR1M + 1.364%, 04/20/2070(B) |
|
|
183 |
|
|
|
185 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
6.587%, TSFR1M + 1.264%, 05/20/2070(B) |
|
|
534 |
|
|
|
540 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 07/20/2070(B) |
|
|
49 |
|
|
|
48 |
|
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
5.887%, TSFR1M + 0.564%, 07/20/2070(B) |
|
|
740 |
|
|
|
727 |
|
GNMA CMO, Ser 2021-115, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/20/2051 |
|
|
439 |
|
|
|
48 |
|
GNMA CMO, Ser 2021-138, Cl IK, IO |
|
|
|
|
|
|
|
|
3.000%, 07/20/2051 |
|
|
875 |
|
|
|
128 |
|
GNMA CMO, Ser 2021-176, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
1,140 |
|
|
|
163 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
1,575 |
|
|
|
1,251 |
|
GNMA CMO, Ser 2021-191, Cl NI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/20/2051 |
|
|
620 |
|
|
|
116 |
|
GNMA CMO, Ser 2021-215, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/20/2051 |
|
|
317 |
|
|
|
267 |
|
GNMA CMO, Ser 2021-227, Cl E |
|
|
|
|
|
|
|
|
2.500%, 07/20/2050 |
|
|
2,279 |
|
|
|
1,939 |
|
GNMA CMO, Ser 2021-27, Cl NT |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
485 |
|
|
|
456 |
|
GNMA CMO, Ser 2021-27, Cl Q |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
429 |
|
|
|
404 |
|
GNMA CMO, Ser 2021-27, Cl CW |
|
|
|
|
|
|
|
|
5.001%, 02/20/2051(B) |
|
|
613 |
|
|
|
586 |
|
GNMA CMO, Ser 2021-27, Cl BD |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
463 |
|
|
|
449 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
441 |
|
|
|
77 |
|
GNMA CMO, Ser 2021-57, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/20/2051 |
|
|
1,275 |
|
|
|
210 |
|
GNMA CMO, Ser 2021-8, Cl CY |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
430 |
|
|
|
420 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
816 |
|
|
|
108 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2022-107, Cl C |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
$ |
2,026 |
|
|
$ |
1,656 |
|
GNMA CMO, Ser 2022-153, Cl KA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2049 |
|
|
517 |
|
|
|
493 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
814 |
|
|
|
667 |
|
GNMA CMO, Ser 2022-191, Cl BY |
|
|
|
|
|
|
|
|
4.000%, 08/20/2041 |
|
|
2,619 |
|
|
|
2,441 |
|
GNMA CMO, Ser 2022-191, Cl B |
|
|
|
|
|
|
|
|
4.000%, 06/20/2041 |
|
|
2,408 |
|
|
|
2,239 |
|
GNMA CMO, Ser 2022-197, Cl LF |
|
|
|
|
|
|
|
|
6.033%, SOFR30A + 0.700%, 11/20/2052(B) |
|
|
1,825 |
|
|
|
1,803 |
|
GNMA CMO, Ser 2022-205, Cl A |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
735 |
|
|
|
579 |
|
GNMA CMO, Ser 2022-24, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 02/20/2052 |
|
|
325 |
|
|
|
276 |
|
GNMA CMO, Ser 2022-31, Cl GH |
|
|
|
|
|
|
|
|
2.500%, 12/20/2049 |
|
|
1,297 |
|
|
|
1,123 |
|
GNMA CMO, Ser 2022-34, Cl DN |
|
|
|
|
|
|
|
|
3.500%, 09/20/2041 |
|
|
965 |
|
|
|
884 |
|
GNMA CMO, Ser 2022-5, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2049 |
|
|
2,357 |
|
|
|
1,974 |
|
GNMA CMO, Ser 2022-50, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 03/20/2052 |
|
|
1,652 |
|
|
|
1,441 |
|
GNMA CMO, Ser 2022-66, Cl CG |
|
|
|
|
|
|
|
|
3.500%, 04/20/2052 |
|
|
1,097 |
|
|
|
1,018 |
|
GNMA CMO, Ser 2022-81, Cl CI, IO |
|
|
|
|
|
|
|
|
3.000%, 09/20/2050 |
|
|
761 |
|
|
|
106 |
|
GNMA CMO, Ser 2022-84, Cl A |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
3,924 |
|
|
|
3,203 |
|
GNMA CMO, Ser 2022-9, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 01/20/2052 |
|
|
641 |
|
|
|
519 |
|
GNMA CMO, Ser 2022-99, Cl JW |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
200 |
|
|
|
159 |
|
GNMA CMO, Ser 2023-196, Cl E |
|
|
|
|
|
|
|
|
3.000%, 09/20/2048 |
|
|
686 |
|
|
|
629 |
|
GNMA CMO, Ser 2023-80, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 10/20/2047 |
|
|
1,343 |
|
|
|
263 |
|
GNMA CMO, Ser 2024-30, Cl AF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.250%, 02/20/2054(B) |
|
|
350 |
|
|
|
349 |
|
GNMA CMO, Ser 2024-30, Cl DF |
|
|
|
|
|
|
|
|
6.500%, SOFR30A + 1.300%, 02/20/2054(B) |
|
|
864 |
|
|
|
862 |
|
GNMA CMO, Ser 2024-45, Cl BD |
|
|
|
|
|
|
|
|
2.000%, 03/20/2054 |
|
|
379 |
|
|
|
333 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 08/15/2036 |
|
|
3,200 |
|
|
|
3,246 |
|
5.500%, 07/01/2033 |
|
|
7,775 |
|
|
|
7,713 |
|
5.000%, 07/01/2039 |
|
|
14,575 |
|
|
|
14,191 |
|
4.500%, 07/15/2039 |
|
|
10,475 |
|
|
|
9,958 |
|
2.500%, 07/15/2054 |
|
|
17,350 |
|
|
|
14,583 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 103, Cl AD |
|
|
|
|
|
|
|
|
1.450%, 01/16/2063 |
|
$ |
748 |
|
|
$ |
556 |
|
GNMA, Ser 107, Cl AD |
|
|
|
|
|
|
|
|
2.802%, 11/16/2047(B) |
|
|
195 |
|
|
|
173 |
|
GNMA, Ser 11, Cl IX, IO |
|
|
|
|
|
|
|
|
1.160%, 12/16/2062(B) |
|
|
3,012 |
|
|
|
243 |
|
GNMA, Ser 110, Cl IO, IO |
|
|
|
|
|
|
|
|
0.874%, 11/16/2063(B) |
|
|
2,332 |
|
|
|
154 |
|
GNMA, Ser 113, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 09/16/2061 |
|
|
2,290 |
|
|
|
1,183 |
|
GNMA, Ser 118, Cl IO, IO |
|
|
|
|
|
|
|
|
0.883%, 06/16/2062(B) |
|
|
3,643 |
|
|
|
226 |
|
GNMA, Ser 14, Cl IO, IO |
|
|
|
|
|
|
|
|
1.326%, 06/16/2063(B) |
|
|
2,637 |
|
|
|
244 |
|
GNMA, Ser 14, Cl AB |
|
|
|
|
|
|
|
|
1.340%, 06/16/2063 |
|
|
499 |
|
|
|
372 |
|
GNMA, Ser 147, Cl KI |
|
|
|
|
|
|
|
|
1.144%, 06/16/2061(B) |
|
|
2,609 |
|
|
|
207 |
|
GNMA, Ser 169, Cl IO, IO |
|
|
|
|
|
|
|
|
1.112%, 06/16/2061(B) |
|
|
2,889 |
|
|
|
231 |
|
GNMA, Ser 171, Cl IO, IO |
|
|
|
|
|
|
|
|
0.654%, 09/16/2059(B) |
|
|
5,358 |
|
|
|
216 |
|
GNMA, Ser 179, Cl IO, IO |
|
|
|
|
|
|
|
|
0.611%, 09/16/2063(B) |
|
|
8,104 |
|
|
|
335 |
|
GNMA, Ser 181, Cl IO, IO |
|
|
|
|
|
|
|
|
0.970%, 07/16/2063(B) |
|
|
3,158 |
|
|
|
223 |
|
GNMA, Ser 196, Cl BE |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
600 |
|
|
|
441 |
|
GNMA, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.108%, 02/16/2053(B) |
|
|
329 |
|
|
|
1 |
|
GNMA, Ser 2012-152, Cl IO, IO |
|
|
|
|
|
|
|
|
0.612%, 01/16/2054(B) |
|
|
1,806 |
|
|
|
42 |
|
GNMA, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.222%, 04/16/2053(B) |
|
|
358 |
|
|
|
1 |
|
GNMA, Ser 2013-96, Cl IO, IO |
|
|
|
|
|
|
|
|
0.051%, 10/16/2054(B) |
|
|
615 |
|
|
|
1 |
|
GNMA, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.155%, 02/16/2048(B) |
|
|
42 |
|
|
|
– |
|
GNMA, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.627%, 09/16/2055(B) |
|
|
234 |
|
|
|
6 |
|
GNMA, Ser 2014-92, Cl IX, IO |
|
|
|
|
|
|
|
|
0.086%, 05/16/2054(B) |
|
|
2,681 |
|
|
|
8 |
|
GNMA, Ser 2015-5, Cl IK, IO |
|
|
|
|
|
|
|
|
0.262%, 11/16/2054(B) |
|
|
2,149 |
|
|
|
16 |
|
GNMA, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
140 |
|
|
|
124 |
|
GNMA, Ser 21, Cl AH |
|
|
|
|
|
|
|
|
1.400%, 06/16/2063 |
|
|
86 |
|
|
|
63 |
|
GNMA, Ser 210, Cl IO, IO |
|
|
|
|
|
|
|
|
0.698%, 07/16/2064(B) |
|
|
1,474 |
|
|
|
90 |
|
GNMA, Ser 216, Cl IO, IO |
|
|
|
|
|
|
|
|
0.749%, 07/16/2065(B) |
|
|
1,483 |
|
|
|
94 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 220, Cl E |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
$ |
500 |
|
|
$ |
368 |
|
GNMA, Ser 3, Cl IO, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(B) |
|
|
669 |
|
|
|
32 |
|
GNMA, Ser 3, Cl B |
|
|
|
|
|
|
|
|
1.850%, 02/16/2061 |
|
|
300 |
|
|
|
154 |
|
GNMA, Ser 41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.570%, 07/16/2058(B) |
|
|
435 |
|
|
|
11 |
|
GNMA, Ser 45, Cl IO, IO |
|
|
|
|
|
|
|
|
0.542%, 03/16/2059(B) |
|
|
7,067 |
|
|
|
244 |
|
GNMA, Ser 59, Cl IO, IO |
|
|
|
|
|
|
|
|
0.571%, 02/16/2062(B) |
|
|
3,362 |
|
|
|
157 |
|
GNMA, Ser 60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.826%, 05/16/2063(B) |
|
|
2,316 |
|
|
|
139 |
|
GNMA, Ser 68, Cl IO, IO |
|
|
|
|
|
|
|
|
1.615%, 05/16/2060(B) |
|
|
2,528 |
|
|
|
278 |
|
GNMA, Ser 89, Cl IA, IO |
|
|
|
|
|
|
|
|
1.167%, 04/16/2062(B) |
|
|
3,041 |
|
|
|
243 |
|
GNMA, Ser 92, Cl IA, IO |
|
|
|
|
|
|
|
|
0.611%, 06/16/2064(B) |
|
|
2,000 |
|
|
|
115 |
|
GNMA, Ser 92, Cl AH |
|
|
|
|
|
|
|
|
2.000%, 06/16/2064 |
|
|
2,099 |
|
|
|
1,619 |
|
UMBS TBA |
|
|
|
|
|
|
|
|
2.000%, 07/15/2054 |
|
|
18,025 |
|
|
|
14,095 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,287,247 |
|
Non-Agency Mortgage-Backed Obligations — 4.6% |
|
|
|
|
1211 Avenue of the Americas Trust, Ser 2015-1211, Cl A1A2 |
|
|
|
|
|
|
|
|
3.901%, 08/10/2035(D) |
|
|
2,276 |
|
|
|
2,196 |
|
Alternative Loan Trust, Ser 2006-18CB, Cl A6 |
|
|
|
|
|
|
|
|
6.761%, 07/25/2036(B) |
|
|
137 |
|
|
|
118 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A |
|
|
|
|
|
|
|
|
7.729%, TSFR6M + 2.428%, 06/25/2045(B) |
|
|
258 |
|
|
|
255 |
|
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A |
|
|
|
|
|
|
|
|
7.504%, TSFR6M + 2.178%, 11/25/2045(B) |
|
|
633 |
|
|
|
252 |
|
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1 |
|
|
|
|
|
|
|
|
5.860%, TSFR1M + 0.514%, 03/25/2046(B) |
|
|
1,832 |
|
|
|
1,538 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
234 |
|
|
|
215 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
63 |
|
|
|
59 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(B)(D) |
|
|
450 |
|
|
|
362 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.353%, 01/25/2067(B)(D) |
|
$ |
4,302 |
|
|
$ |
3,954 |
|
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
4.750%, 09/26/2067(C)(D) |
|
|
1,639 |
|
|
|
1,600 |
|
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(B)(D) |
|
|
615 |
|
|
|
500 |
|
AREIT, Ser 2022-CRE7, Cl A |
|
|
|
|
|
|
|
|
7.571%, TSFR1M + 2.242%, 06/17/2039(B)(D) |
|
|
2,050 |
|
|
|
2,063 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.227%, 08/10/2038(B)(D) |
|
|
1,790 |
|
|
|
1,656 |
|
BANK, Ser BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.506%, 03/15/2064(B) |
|
|
605 |
|
|
|
532 |
|
BANK, Ser BNK44, Cl A5 |
|
|
|
|
|
|
|
|
5.936%, 11/15/2055(B) |
|
|
430 |
|
|
|
443 |
|
BANK, Ser BNK46, Cl A4 |
|
|
|
|
|
|
|
|
5.745%, 08/15/2056 |
|
|
440 |
|
|
|
451 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
2,911 |
|
|
|
2,509 |
|
Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051(B)(D) |
|
|
5,604 |
|
|
|
4,799 |
|
BBCMS Mortgage Trust, Ser C18, Cl A5 |
|
|
|
|
|
|
|
|
5.710%, 12/15/2055(B) |
|
|
675 |
|
|
|
695 |
|
BBCMS Mortgage Trust, Ser C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
181 |
|
|
|
177 |
|
BBCMS Mortgage Trust, Ser C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
660 |
|
|
|
627 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(D) |
|
|
343 |
|
|
|
325 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
4.569%, 05/25/2034(B) |
|
|
4 |
|
|
|
4 |
|
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A |
|
|
|
|
|
|
|
|
5.655%, 10/25/2033(B) |
|
|
188 |
|
|
|
167 |
|
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO |
|
|
|
|
|
|
|
|
2.190%, 11/25/2035(B) |
|
|
2,249 |
|
|
|
388 |
|
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3 |
|
|
|
|
|
|
|
|
5.500%, 09/25/2035(B) |
|
|
465 |
|
|
|
425 |
|
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1 |
|
|
|
|
|
|
|
|
5.600%, TSFR1M + 0.254%, 03/25/2037(B) |
|
|
2,180 |
|
|
|
1,926 |
|
Benchmark Mortgage Trust, Ser B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 03/15/2055 |
|
|
800 |
|
|
|
704 |
|
Benchmark Mortgage Trust, Ser B35, Cl AS |
|
|
|
|
|
|
|
|
4.592%, 05/15/2055(B) |
|
|
530 |
|
|
|
474 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Benchmark Mortgage Trust, Ser B35, Cl A5 |
|
|
|
|
|
|
|
|
4.592%, 05/15/2055(B) |
|
$ |
485 |
|
|
$ |
448 |
|
Benchmark Mortgage Trust, Ser B38, Cl A4 |
|
|
|
|
|
|
|
|
5.525%, 04/15/2056 |
|
|
450 |
|
|
|
457 |
|
Benchmark Mortgage Trust, Ser V3, Cl A3 |
|
|
|
|
|
|
|
|
6.363%, 07/15/2056(B) |
|
|
450 |
|
|
|
464 |
|
BLP Commercial Mortgage Trust, Ser IND, Cl A |
|
|
|
|
|
|
|
|
7.021%, TSFR1M + 1.692%, 03/15/2040(B)(D) |
|
|
450 |
|
|
|
449 |
|
BMO Mortgage Trust, Ser C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
467 |
|
|
|
447 |
|
BPR Trust, Ser STAR, Cl A |
|
|
|
|
|
|
|
|
8.561%, TSFR1M + 3.232%, 08/15/2039(B)(D) |
|
|
1,785 |
|
|
|
1,787 |
|
BPR Trust, Ser TY, Cl A |
|
|
|
|
|
|
|
|
6.494%, TSFR1M + 1.164%, 09/15/2038(B)(D) |
|
|
415 |
|
|
|
412 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(C)(D) |
|
|
256 |
|
|
|
242 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.724%, 11/25/2059(C)(D) |
|
|
112 |
|
|
|
109 |
|
BX Commercial Mortgage Trust, Ser VIV4, Cl A |
|
|
|
|
|
|
|
|
2.843%, 03/09/2044(D) |
|
|
3,110 |
|
|
|
2,694 |
|
BX Commercial Mortgage Trust, Ser VOLT, Cl A |
|
|
|
|
|
|
|
|
6.143%, TSFR1M + 0.814%, 09/15/2036(B)(D) |
|
|
2,057 |
|
|
|
2,031 |
|
BX Commercial Mortgage Trust, Ser XL3, Cl A |
|
|
|
|
|
|
|
|
7.090%, TSFR1M + 1.761%, 12/09/2040(B)(D) |
|
|
850 |
|
|
|
851 |
|
BX Trust, Ser 2019-OC11, Cl A |
|
|
|
|
|
|
|
|
3.202%, 12/09/2041(D) |
|
|
1,200 |
|
|
|
1,067 |
|
BX Trust, Ser LBA, Cl AV |
|
|
|
|
|
|
|
|
6.244%, TSFR1M + 0.914%, 02/15/2036(B)(D) |
|
|
356 |
|
|
|
352 |
|
BX Trust, Ser MMP, Cl A |
|
|
|
|
|
|
|
|
6.373%, TSFR1M + 1.044%, 08/15/2036(B)(D) |
|
|
388 |
|
|
|
386 |
|
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |
|
|
|
|
|
|
|
|
0.023%, 01/15/2046(B)(D) |
|
|
11 |
|
|
|
– |
|
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |
|
|
|
|
|
|
|
|
3.631%, 02/10/2050 |
|
|
480 |
|
|
|
445 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4 |
|
|
|
|
|
|
|
|
3.572%, 06/15/2050 |
|
|
371 |
|
|
|
349 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
$ |
166 |
|
|
$ |
161 |
|
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM |
|
|
|
|
|
|
|
|
3.691%, 05/10/2058 |
|
|
2,502 |
|
|
|
2,384 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.573%, 03/15/2039(B)(D) |
|
|
1,420 |
|
|
|
1,015 |
|
CFK Trust, Ser MF2, Cl F |
|
|
|
|
|
|
|
|
3.573%, 03/15/2039(B)(D) |
|
|
1,860 |
|
|
|
1,101 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
6.623%, 02/25/2037(B) |
|
|
4 |
|
|
|
4 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
6.214%, 02/25/2037(B) |
|
|
3 |
|
|
|
3 |
|
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
7.146%, 06/25/2035(B) |
|
|
4 |
|
|
|
4 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(B)(D) |
|
|
43 |
|
|
|
39 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
4.779%, 03/25/2037(C) |
|
|
290 |
|
|
|
286 |
|
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A |
|
|
|
|
|
|
|
|
3.251%, 05/10/2035(D) |
|
|
224 |
|
|
|
218 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
2,680 |
|
|
|
2,384 |
|
Citigroup Commercial Mortgage Trust, Ser C5, Cl AS |
|
|
|
|
|
|
|
|
4.408%, 06/10/2051(B) |
|
|
2,229 |
|
|
|
2,118 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
6.240%, 09/25/2033(B) |
|
|
3 |
|
|
|
3 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
597 |
|
|
|
482 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
636 |
|
|
|
521 |
|
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
285 |
|
|
|
277 |
|
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.219%, 02/10/2048(B) |
|
|
4,255 |
|
|
|
7 |
|
COMM Mortgage Trust, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(D) |
|
|
410 |
|
|
|
378 |
|
COMM Mortgage Trust, Ser CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(D) |
|
|
1,085 |
|
|
|
1,055 |
|
COMM Mortgage Trust, Ser COR3, Cl B |
|
|
|
|
|
|
|
|
4.669%, 05/10/2051(B) |
|
|
540 |
|
|
|
464 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
COMM Mortgage Trust, Ser CR14, Cl B |
|
|
|
|
|
|
|
|
3.798%, 02/10/2047(B) |
|
$ |
480 |
|
|
$ |
455 |
|
COMM Mortgage Trust, Ser CR26, Cl C |
|
|
|
|
|
|
|
|
4.613%, 10/10/2048(B) |
|
|
870 |
|
|
|
780 |
|
COMM Mortgage Trust, Ser LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
|
353 |
|
|
|
345 |
|
COMM Mortgage Trust, Ser UBS4, Cl A4 |
|
|
|
|
|
|
|
|
3.420%, 08/10/2047 |
|
|
15 |
|
|
|
15 |
|
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
9.550%, SOFR30A + 4.214%, 09/25/2031(B)(D) |
|
|
715 |
|
|
|
763 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.285%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
|
386 |
|
|
|
398 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2 |
|
|
|
|
|
|
|
|
8.035%, SOFR30A + 2.700%, 07/25/2043(B)(D) |
|
|
1,920 |
|
|
|
2,006 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
|
7 |
|
|
|
7 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4 |
|
|
|
|
|
|
|
|
6.792%, 10/25/2033(B) |
|
|
221 |
|
|
|
212 |
|
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1 |
|
|
|
|
|
|
|
|
9.824%, SOFR30A + 3.500%, 10/25/2066(B)(D) |
|
|
1,243 |
|
|
|
1,181 |
|
Cross Mortgage Trust, Ser 2024-H2, Cl A1 |
|
|
|
|
|
|
|
|
6.093%, 04/25/2069(C)(D) |
|
|
1,848 |
|
|
|
1,845 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
459 |
|
|
|
452 |
|
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3 |
|
|
|
|
|
|
|
|
2.805%, 03/15/2054 |
|
|
810 |
|
|
|
694 |
|
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB |
|
|
|
|
|
|
|
|
3.448%, 08/15/2048 |
|
|
202 |
|
|
|
201 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(D) |
|
|
290 |
|
|
|
165 |
|
CSMC Trust, Ser 2017-CHOP, Cl G |
|
|
|
|
|
|
|
|
10.794%, PRIME + 5.350%, 07/15/2032(B)(D) |
|
|
1,000 |
|
|
|
922 |
|
CSMC Trust, Ser 2017-PFHP, Cl A |
|
|
|
|
|
|
|
|
6.326%, TSFR1M + 0.997%, 12/15/2030(B)(D) |
|
|
1,190 |
|
|
|
1,146 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.973%, 07/25/2057(B)(D) |
|
|
1,760 |
|
|
|
1,309 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
1,630 |
|
|
|
1,444 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2020-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
$ |
496 |
|
|
$ |
432 |
|
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
1,404 |
|
|
|
1,208 |
|
CSMC Trust, Ser 2021-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
4.052%, 12/27/2060(B)(D) |
|
|
5 |
|
|
|
5 |
|
CSMC Trust, Ser 2021-RPL6, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 10/25/2060(B)(D) |
|
|
22 |
|
|
|
19 |
|
CSMC, Ser 2014-11R, Cl 9A2 |
|
|
|
|
|
|
|
|
5.719%, TSFR1M + 0.254%, 10/27/2036(B)(D) |
|
|
1,586 |
|
|
|
1,211 |
|
CSMC, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(D) |
|
|
780 |
|
|
|
694 |
|
CSMC, Ser 2022-ATH2, Cl A1 |
|
|
|
|
|
|
|
|
4.547%, 05/25/2067(B)(D) |
|
|
2,637 |
|
|
|
2,562 |
|
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(D) |
|
|
1,240 |
|
|
|
1,057 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
6.253%, TSFR1M + 0.914%, 11/19/2044(B) |
|
|
192 |
|
|
|
178 |
|
DTP Commercial Mortgage Trust, Ser STE2, Cl A |
|
|
|
|
|
|
|
|
6.038%, 01/15/2041(B)(D) |
|
|
870 |
|
|
|
870 |
|
EFMT, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.544%, 02/25/2068(C)(D) |
|
|
1,306 |
|
|
|
1,301 |
|
ELP Commercial Mortgage Trust, Ser ELP, Cl C |
|
|
|
|
|
|
|
|
6.763%, TSFR1M + 1.434%, 11/15/2038(B)(D) |
|
|
2,497 |
|
|
|
2,463 |
|
EQUS Mortgage Trust, Ser EQAZ, Cl B |
|
|
|
|
|
|
|
|
6.544%, TSFR1M + 1.214%, 10/15/2038(B)(D) |
|
|
790 |
|
|
|
780 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
122 |
|
|
|
106 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(B)(D) |
|
|
22 |
|
|
|
21 |
|
GPMT, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.696%, TSFR1M + 1.364%, 07/16/2035(B)(D) |
|
|
572 |
|
|
|
565 |
|
GS Mortgage Securities II, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(D) |
|
|
1,310 |
|
|
|
1,285 |
|
GS Mortgage Securities II, Ser 2024-70P, Cl E |
|
|
|
|
|
|
|
|
9.263%, 03/10/2041(B)(D) |
|
|
1,020 |
|
|
|
1,023 |
|
GS Mortgage Securities II, Ser ARDN, Cl B |
|
|
|
|
|
|
|
|
7.093%, TSFR1M + 1.764%, 11/15/2036(B)(D) |
|
|
1,623 |
|
|
|
1,603 |
|
GS Mortgage Securities II, Ser GC30, Cl B |
|
|
|
|
|
|
|
|
4.159%, 05/10/2050(B) |
|
|
480 |
|
|
|
454 |
|
GS Mortgage Securities II, Ser SHIP, Cl A |
|
|
|
|
|
|
|
|
4.466%, 09/10/2038(B)(D) |
|
|
1,235 |
|
|
|
1,203 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities II, Ser SRP5, Cl A |
|
|
|
|
|
|
|
|
7.176%, TSFR1M + 1.800%, 09/15/2031(B)(D) |
|
$ |
1,059 |
|
|
$ |
761 |
|
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B |
|
|
|
|
|
|
|
|
4.215%, 11/10/2047(B) |
|
|
680 |
|
|
|
633 |
|
GS Mortgage Securities Trust, Ser GC32, Cl A3 |
|
|
|
|
|
|
|
|
3.498%, 07/10/2048 |
|
|
311 |
|
|
|
304 |
|
GS Mortgage Securities Trust, Ser GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
1,055 |
|
|
|
870 |
|
GS Mortgage Securities Trust, Ser ROSS, Cl A |
|
|
|
|
|
|
|
|
6.744%, TSFR1M + 1.264%, 05/15/2026(B)(D) |
|
|
2,170 |
|
|
|
2,017 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(D) |
|
|
1,509 |
|
|
|
1,450 |
|
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |
|
|
|
|
|
|
|
|
8.000%, 09/19/2027(B)(D) |
|
|
9 |
|
|
|
9 |
|
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1 |
|
|
|
|
|
|
|
|
5.609%, 10/25/2033(B) |
|
|
82 |
|
|
|
80 |
|
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
|
6 |
|
|
|
6 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
1 |
|
|
|
1 |
|
HarborView Mortgage Loan, Ser 2004-3, Cl 1A |
|
|
|
|
|
|
|
|
5.630%, 05/19/2034(B) |
|
|
325 |
|
|
|
301 |
|
HIT Trust, Ser HI32, Cl A |
|
|
|
|
|
|
|
|
7.720%, TSFR1M + 2.391%, 07/15/2024(B)(D) |
|
|
1,512 |
|
|
|
1,512 |
|
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |
|
|
|
|
|
|
|
|
3.228%, 07/10/2039(D) |
|
|
1,225 |
|
|
|
1,089 |
|
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
3.041%, 12/10/2041(B)(D) |
|
|
1,240 |
|
|
|
1,076 |
|
Impact Funding, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(D) |
|
|
233 |
|
|
|
230 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
1,081 |
|
|
|
1,067 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
|
568 |
|
|
|
550 |
|
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS |
|
|
|
|
|
|
|
|
3.997%, 08/15/2047 |
|
|
329 |
|
|
|
323 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C |
|
|
|
|
|
|
|
|
4.682%, 07/15/2047(B) |
|
$ |
380 |
|
|
$ |
329 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(D) |
|
|
1,500 |
|
|
|
1,326 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
|
206 |
|
|
|
196 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
6.984%, 08/25/2034(B) |
|
|
18 |
|
|
|
18 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
6.081%, 11/25/2033(B) |
|
|
5 |
|
|
|
5 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
87 |
|
|
|
76 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
272 |
|
|
|
238 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(B)(D) |
|
|
132 |
|
|
|
111 |
|
LAQ Mortgage Trust, Ser LAQ, Cl A |
|
|
|
|
|
|
|
|
7.420%, TSFR1M + 2.091%, 03/15/2036(B)(D) |
|
|
104 |
|
|
|
104 |
|
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1 |
|
|
|
|
|
|
|
|
4.750%, 04/25/2061(C)(D) |
|
|
420 |
|
|
|
412 |
|
Lehman XS Trust, Ser 2007-16N, Cl 2A2 |
|
|
|
|
|
|
|
|
7.160%, TSFR1M + 1.814%, 09/25/2047(B) |
|
|
3,391 |
|
|
|
2,909 |
|
Master Resecuritization Trust, Ser 2005, Cl 3, PO |
|
|
|
|
|
|
|
|
0.000%, 05/28/2035(A)(D) |
|
|
2 |
|
|
|
1 |
|
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 08/25/2034(D) |
|
|
946 |
|
|
|
579 |
|
Med Trust, Ser MDLN, Cl G |
|
|
|
|
|
|
|
|
10.694%, TSFR1M + 5.364%, 11/15/2038(B)(D) |
|
|
1,493 |
|
|
|
1,492 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
7.322%, 07/25/2033(B) |
|
|
5 |
|
|
|
5 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
242 |
|
|
|
209 |
|
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(B)(D) |
|
|
431 |
|
|
|
380 |
|
MHC Trust, Ser MHC2, Cl A |
|
|
|
|
|
|
|
|
6.294%, TSFR1M + 0.964%, 05/15/2038(B)(D) |
|
|
567 |
|
|
|
562 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
442 |
|
|
|
413 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2 |
|
|
|
|
|
|
|
|
3.277%, 10/15/2030(D) |
|
$ |
663 |
|
|
$ |
604 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5 |
|
|
|
|
|
|
|
|
3.635%, 10/15/2048 |
|
|
250 |
|
|
|
243 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B |
|
|
|
|
|
|
|
|
4.111%, 11/15/2052(B) |
|
|
1,030 |
|
|
|
909 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.081%, 11/15/2049(B) |
|
|
2,736 |
|
|
|
46 |
|
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A |
|
|
|
|
|
|
|
|
6.476%, TSFR1M + 1.022%, 11/15/2034(B)(D) |
|
|
35 |
|
|
|
35 |
|
Morgan Stanley Capital I Trust, Ser HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
576 |
|
|
|
479 |
|
Morgan Stanley Capital I Trust, Ser L8, Cl AS |
|
|
|
|
|
|
|
|
3.920%, 04/15/2055(B) |
|
|
580 |
|
|
|
505 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
5,001 |
|
|
|
3,977 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.577%, 06/07/2035(B)(D) |
|
|
620 |
|
|
|
577 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(B) |
|
|
1,510 |
|
|
|
1,587 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.141%, 12/15/2056(B) |
|
|
5,218 |
|
|
|
336 |
|
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 02/25/2057(B)(D) |
|
|
6 |
|
|
|
5 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(B)(D) |
|
|
113 |
|
|
|
105 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.516%, 11/27/2056(B)(D) |
|
|
301 |
|
|
|
253 |
|
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 06/25/2062(C)(D) |
|
|
1,612 |
|
|
|
1,578 |
|
New Residential Mortgage Loan Trust, Ser 2024-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
6.129%, 03/25/2064(C)(D) |
|
|
1,501 |
|
|
|
1,500 |
|
NJ Trust, Ser GSP, Cl A |
|
|
|
|
|
|
|
|
6.697%, 01/06/2029(B)(D) |
|
|
780 |
|
|
|
804 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(B)(D) |
|
|
23 |
|
|
|
22 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
460 |
|
|
|
364 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.362%, 07/25/2061(B)(D) |
|
$ |
972 |
|
|
$ |
750 |
|
OBX Trust, Ser 2023-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
5.949%, 02/25/2063(C)(D) |
|
|
1,341 |
|
|
|
1,336 |
|
OBX Trust, Ser 2024-NQM1, Cl A1 |
|
|
|
|
|
|
|
|
5.928%, 11/25/2063(C)(D) |
|
|
1,595 |
|
|
|
1,596 |
|
OBX Trust, Ser 2024-NQM10, Cl A3 |
|
|
|
|
|
|
|
|
6.433%, 05/25/2064(C)(D) |
|
|
460 |
|
|
|
460 |
|
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
3,438 |
|
|
|
2,969 |
|
One Bryant Park Trust, Ser 2019-OBP, Cl A |
|
|
|
|
|
|
|
|
2.516%, 09/15/2054(D) |
|
|
1,570 |
|
|
|
1,329 |
|
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3 |
|
|
|
|
|
|
|
|
6.060%, TSFR1M + 0.714%, 07/25/2037(B) |
|
|
2,235 |
|
|
|
2,140 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(A) |
|
|
1 |
|
|
|
1 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
5 |
|
|
|
5 |
|
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035(D) |
|
|
484 |
|
|
|
437 |
|
PRKCM Trust, Ser 2022-AFC1, Cl A1A |
|
|
|
|
|
|
|
|
4.100%, 04/25/2057(B)(D) |
|
|
1,499 |
|
|
|
1,437 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
6.598%, 02/25/2058(C)(D) |
|
|
1,339 |
|
|
|
1,340 |
|
RATE Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
1,943 |
|
|
|
1,544 |
|
RCKT Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
445 |
|
|
|
353 |
|
RCKT Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(B)(D) |
|
|
556 |
|
|
|
441 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
4.073%, 12/25/2034(B) |
|
|
172 |
|
|
|
149 |
|
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.633%, 09/25/2059(B)(D) |
|
|
69 |
|
|
|
67 |
|
SCOTT Trust, Ser SFS, Cl A |
|
|
|
|
|
|
|
|
5.910%, 03/10/2040(D) |
|
|
1,110 |
|
|
|
1,115 |
|
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2055(B)(D) |
|
|
1,979 |
|
|
|
1,796 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M |
|
|
|
|
|
|
|
|
4.750%, 07/25/2058(B)(D) |
|
|
2,775 |
|
|
|
2,610 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
4.994%, 10/25/2048(B)(D) |
|
|
978 |
|
|
|
948 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(B)(D) |
|
|
75 |
|
|
|
63 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
3.872%, 01/05/2043(B)(D) |
|
$ |
390 |
|
|
$ |
321 |
|
SG Commercial Mortgage Securities Trust, Ser C5, Cl A3 |
|
|
|
|
|
|
|
|
2.779%, 10/10/2048 |
|
|
460 |
|
|
|
439 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
195 |
|
|
|
173 |
|
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
|
41 |
|
|
|
38 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
121 |
|
|
|
115 |
|
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(B)(D) |
|
|
131 |
|
|
|
122 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(B)(D) |
|
|
561 |
|
|
|
481 |
|
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1 |
|
|
|
|
|
|
|
|
5.650%, TSFR1M + 0.304%, 09/25/2047(B) |
|
|
1,848 |
|
|
|
1,614 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
1 |
|
|
|
1 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2 |
|
|
|
|
|
|
|
|
7.777%, 07/25/2033(B) |
|
|
19 |
|
|
|
18 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
5.872%, 12/25/2033(B) |
|
|
6 |
|
|
|
6 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(B)(D) |
|
|
411 |
|
|
|
393 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
6.060%, TSFR1M + 0.714%, 02/25/2057(B)(D) |
|
|
112 |
|
|
|
114 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(B)(D) |
|
|
632 |
|
|
|
598 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(D) |
|
|
403 |
|
|
|
368 |
|
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2062(D) |
|
|
4 |
|
|
|
4 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
UBS Commercial Mortgage Trust, Ser C4, Cl A3 |
|
|
|
|
|
|
|
|
3.301%, 10/15/2050 |
|
$ |
401 |
|
|
$ |
374 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(C)(D) |
|
|
159 |
|
|
|
155 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(B)(D) |
|
|
128 |
|
|
|
124 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
3.226%, 05/25/2060(B)(D) |
|
|
46 |
|
|
|
45 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
248 |
|
|
|
218 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
488 |
|
|
|
426 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
405 |
|
|
|
340 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
521 |
|
|
|
422 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(B)(D) |
|
|
1,294 |
|
|
|
1,076 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(C)(D) |
|
|
606 |
|
|
|
530 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(B)(D) |
|
|
579 |
|
|
|
507 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
|
196 |
|
|
|
181 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
232 |
|
|
|
208 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(D) |
|
|
142 |
|
|
|
132 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
5.816%, 10/25/2033(B) |
|
|
15 |
|
|
|
14 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
5.678%, 08/25/2033(B) |
|
|
10 |
|
|
|
9 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
5.679%, 09/25/2033(B) |
|
|
16 |
|
|
|
15 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
2.448%, 06/25/2033(B) |
|
|
2 |
|
|
|
2 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
37 |
|
|
|
35 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
5.774%, 06/25/2034(B) |
|
|
9 |
|
|
|
8 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3 |
|
|
|
|
|
|
|
|
7.020%, TSFR1M + 1.674%, 10/25/2045(B) |
|
|
124 |
|
|
|
119 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
5.980%, TSFR1M + 0.634%, 11/25/2045(B) |
|
$ |
3,100 |
|
|
$ |
2,823 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A |
|
|
|
|
|
|
|
|
5.853%, 12MTA + 0.700%, 02/25/2047(B) |
|
|
913 |
|
|
|
758 |
|
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A |
|
|
|
|
|
|
|
|
5.853%, 12MTA + 0.700%, 01/25/2047(B) |
|
|
6 |
|
|
|
5 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5 |
|
|
|
|
|
|
|
|
3.405%, 12/15/2047 |
|
|
570 |
|
|
|
563 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO |
|
|
|
|
|
|
|
|
1.298%, 11/15/2059(B) |
|
|
4,349 |
|
|
|
86 |
|
Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS |
|
|
|
|
|
|
|
|
3.580%, 02/15/2048 |
|
|
1,840 |
|
|
|
1,803 |
|
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1 |
|
|
|
|
|
|
|
|
6.227%, 05/25/2035(B) |
|
|
1,235 |
|
|
|
923 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
300 |
|
|
|
285 |
|
WFRBS Commercial Mortgage Trust, Ser C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
|
245 |
|
|
|
219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
164,357 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $1,525,784) ($ Thousands) |
|
|
|
|
|
|
1,451,604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 26.9% |
Communication Services — 2.2% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
1.900%, 08/15/2040 |
|
|
250 |
|
|
|
163 |
|
1.100%, 08/15/2030 |
|
|
240 |
|
|
|
196 |
|
AT&T |
|
|
|
|
|
|
|
|
5.550%, 08/15/2041 |
|
|
130 |
|
|
|
127 |
|
5.400%, 02/15/2034 |
|
|
582 |
|
|
|
582 |
|
5.350%, 09/01/2040 |
|
|
130 |
|
|
|
125 |
|
5.150%, 03/15/2042 |
|
|
25 |
|
|
|
23 |
|
4.500%, 05/15/2035 |
|
|
370 |
|
|
|
341 |
|
4.350%, 06/15/2045 |
|
|
350 |
|
|
|
290 |
|
3.800%, 02/15/2027 |
|
|
318 |
|
|
|
307 |
|
3.800%, 12/01/2057 |
|
|
1,032 |
|
|
|
721 |
|
3.650%, 09/15/2059 |
|
|
391 |
|
|
|
262 |
|
3.550%, 09/15/2055 |
|
|
2,048 |
|
|
|
1,381 |
|
3.500%, 06/01/2041 |
|
|
256 |
|
|
|
195 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.500%, 09/15/2053 |
|
$ |
2,421 |
|
|
$ |
1,643 |
|
2.550%, 12/01/2033 |
|
|
290 |
|
|
|
230 |
|
2.300%, 06/01/2027 |
|
|
750 |
|
|
|
694 |
|
2.250%, 02/01/2032 |
|
|
60 |
|
|
|
49 |
|
1.650%, 02/01/2028 |
|
|
20 |
|
|
|
18 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (D) |
|
|
250 |
|
|
|
205 |
|
4.500%, 08/15/2030 (D) |
|
|
50 |
|
|
|
42 |
|
4.500%, 05/01/2032 |
|
|
1,240 |
|
|
|
999 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
70 |
|
|
|
66 |
|
6.550%, 06/01/2034 |
|
|
942 |
|
|
|
942 |
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
101 |
|
6.384%, 10/23/2035 |
|
|
10 |
|
|
|
10 |
|
6.150%, 11/10/2026 |
|
|
1,997 |
|
|
|
2,016 |
|
6.100%, 06/01/2029 |
|
|
2,422 |
|
|
|
2,430 |
|
5.750%, 04/01/2048 |
|
|
1,097 |
|
|
|
917 |
|
5.500%, 04/01/2063 |
|
|
460 |
|
|
|
357 |
|
5.375%, 04/01/2038 |
|
|
663 |
|
|
|
577 |
|
5.375%, 05/01/2047 |
|
|
191 |
|
|
|
153 |
|
5.250%, 04/01/2053 |
|
|
338 |
|
|
|
265 |
|
5.125%, 07/01/2049 |
|
|
160 |
|
|
|
123 |
|
4.908%, 07/23/2025 |
|
|
266 |
|
|
|
263 |
|
4.800%, 03/01/2050 |
|
|
3,110 |
|
|
|
2,282 |
|
4.400%, 04/01/2033 |
|
|
800 |
|
|
|
705 |
|
4.200%, 03/15/2028 |
|
|
1,263 |
|
|
|
1,194 |
|
3.900%, 06/01/2052 |
|
|
1,353 |
|
|
|
848 |
|
3.750%, 02/15/2028 |
|
|
85 |
|
|
|
79 |
|
3.700%, 04/01/2051 |
|
|
1,250 |
|
|
|
760 |
|
3.500%, 06/01/2041 |
|
|
139 |
|
|
|
93 |
|
3.500%, 03/01/2042 |
|
|
854 |
|
|
|
568 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
90 |
|
|
|
101 |
|
5.650%, 06/01/2054 |
|
|
549 |
|
|
|
548 |
|
5.350%, 11/15/2027 |
|
|
528 |
|
|
|
534 |
|
5.300%, 06/01/2034 |
|
|
1,099 |
|
|
|
1,102 |
|
4.950%, 10/15/2058 |
|
|
60 |
|
|
|
54 |
|
4.400%, 08/15/2035 |
|
|
1,770 |
|
|
|
1,639 |
|
4.250%, 10/15/2030 |
|
|
730 |
|
|
|
700 |
|
4.200%, 08/15/2034 |
|
|
220 |
|
|
|
202 |
|
4.150%, 10/15/2028 |
|
|
2,220 |
|
|
|
2,149 |
|
4.000%, 08/15/2047 |
|
|
90 |
|
|
|
71 |
|
4.000%, 03/01/2048 |
|
|
70 |
|
|
|
55 |
|
3.999%, 11/01/2049 |
|
|
259 |
|
|
|
202 |
|
3.969%, 11/01/2047 |
|
|
418 |
|
|
|
326 |
|
3.950%, 10/15/2025 |
|
|
90 |
|
|
|
88 |
|
3.750%, 04/01/2040 |
|
|
200 |
|
|
|
163 |
|
3.450%, 02/01/2050 |
|
|
140 |
|
|
|
99 |
|
3.400%, 04/01/2030 |
|
|
280 |
|
|
|
257 |
|
3.400%, 07/15/2046 |
|
|
60 |
|
|
|
43 |
|
3.300%, 04/01/2027 |
|
|
190 |
|
|
|
182 |
|
3.250%, 11/01/2039 |
|
|
60 |
|
|
|
46 |
|
3.150%, 03/01/2026 |
|
|
390 |
|
|
|
377 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.987%, 11/01/2063 |
|
$ |
300 |
|
|
$ |
176 |
|
2.937%, 11/01/2056 |
|
|
712 |
|
|
|
429 |
|
2.887%, 11/01/2051 |
|
|
410 |
|
|
|
256 |
|
2.800%, 01/15/2051 |
|
|
280 |
|
|
|
173 |
|
1.500%, 02/15/2031 |
|
|
1,060 |
|
|
|
851 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
120 |
|
|
|
75 |
|
5.875%, 11/15/2024 |
|
|
410 |
|
|
|
389 |
|
5.750%, 12/01/2028 (D) |
|
|
30 |
|
|
|
21 |
|
5.250%, 12/01/2026 (D) |
|
|
170 |
|
|
|
134 |
|
5.125%, 06/01/2029 |
|
|
280 |
|
|
|
111 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
390 |
|
|
|
408 |
|
5.476%, 01/25/2039 |
|
|
520 |
|
|
|
496 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
4.450%, 08/15/2052 |
|
|
777 |
|
|
|
670 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
620 |
|
|
|
580 |
|
5.900%, 10/15/2040 |
|
|
455 |
|
|
|
365 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.300%, 02/15/2034 |
|
|
1,445 |
|
|
|
1,418 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (D) |
|
|
1,200 |
|
|
|
888 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (D) |
|
|
2,842 |
|
|
|
2,828 |
|
4.738%, 03/20/2025 (D) |
|
|
1,346 |
|
|
|
1,338 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
4.000%, 04/14/2032 |
|
|
1,265 |
|
|
|
1,151 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
5.213%, 03/08/2047 |
|
|
150 |
|
|
|
133 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
|
1,110 |
|
|
|
1,091 |
|
4.500%, 04/15/2050 |
|
|
890 |
|
|
|
743 |
|
3.875%, 04/15/2030 |
|
|
1,955 |
|
|
|
1,828 |
|
3.750%, 04/15/2027 |
|
|
3,049 |
|
|
|
2,931 |
|
3.500%, 04/15/2025 |
|
|
1,910 |
|
|
|
1,878 |
|
3.500%, 04/15/2031 |
|
|
710 |
|
|
|
638 |
|
3.400%, 10/15/2052 |
|
|
1,230 |
|
|
|
840 |
|
3.375%, 04/15/2029 |
|
|
270 |
|
|
|
249 |
|
2.875%, 02/15/2031 |
|
|
240 |
|
|
|
208 |
|
2.700%, 03/15/2032 |
|
|
70 |
|
|
|
58 |
|
2.625%, 02/15/2029 |
|
|
330 |
|
|
|
295 |
|
2.550%, 02/15/2031 |
|
|
1,091 |
|
|
|
926 |
|
2.250%, 02/15/2026 |
|
|
660 |
|
|
|
627 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
60 |
|
|
|
60 |
|
5.500%, 02/23/2054 |
|
|
487 |
|
|
|
477 |
|
5.250%, 03/16/2037 |
|
|
805 |
|
|
|
795 |
|
4.862%, 08/21/2046 |
|
|
50 |
|
|
|
45 |
|
4.500%, 08/10/2033 |
|
|
500 |
|
|
|
470 |
|
4.400%, 11/01/2034 |
|
|
1,827 |
|
|
|
1,693 |
|
4.329%, 09/21/2028 |
|
|
1,106 |
|
|
|
1,075 |
|
4.016%, 12/03/2029 |
|
|
714 |
|
|
|
675 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.000%, 03/22/2050 |
|
$ |
140 |
|
|
$ |
109 |
|
3.875%, 02/08/2029 |
|
|
210 |
|
|
|
200 |
|
3.850%, 11/01/2042 |
|
|
610 |
|
|
|
484 |
|
3.400%, 03/22/2041 |
|
|
130 |
|
|
|
99 |
|
3.150%, 03/22/2030 |
|
|
360 |
|
|
|
325 |
|
3.000%, 03/22/2027 |
|
|
140 |
|
|
|
132 |
|
2.650%, 11/20/2040 |
|
|
430 |
|
|
|
296 |
|
2.625%, 08/15/2026 |
|
|
1,000 |
|
|
|
948 |
|
2.550%, 03/21/2031 |
|
|
779 |
|
|
|
662 |
|
2.100%, 03/22/2028 |
|
|
400 |
|
|
|
360 |
|
1.750%, 01/20/2031 |
|
|
410 |
|
|
|
332 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.750%, 07/15/2031 (D) |
|
|
630 |
|
|
|
531 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
235 |
|
|
|
264 |
|
6.200%, 12/15/2034 |
|
|
65 |
|
|
|
71 |
|
3.500%, 05/13/2040 |
|
|
980 |
|
|
|
782 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
|
390 |
|
|
|
390 |
|
5.141%, 03/15/2052 |
|
|
5,564 |
|
|
|
4,332 |
|
5.050%, 03/15/2042 |
|
|
2,700 |
|
|
|
2,196 |
|
4.279%, 03/15/2032 |
|
|
1,870 |
|
|
|
1,632 |
|
4.054%, 03/15/2029 |
|
|
270 |
|
|
|
250 |
|
3.755%, 03/15/2027 |
|
|
200 |
|
|
|
190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
77,357 |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.3% |
|
|
|
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
500 |
|
|
|
483 |
|
4.250%, 08/22/2057 |
|
|
110 |
|
|
|
92 |
|
3.875%, 08/22/2037 |
|
|
920 |
|
|
|
812 |
|
3.600%, 04/13/2032 |
|
|
1,240 |
|
|
|
1,139 |
|
3.450%, 04/13/2029 |
|
|
310 |
|
|
|
294 |
|
3.300%, 04/13/2027 |
|
|
150 |
|
|
|
144 |
|
3.150%, 08/22/2027 |
|
|
680 |
|
|
|
646 |
|
2.800%, 08/22/2024 |
|
|
245 |
|
|
|
244 |
|
2.500%, 06/03/2050 |
|
|
550 |
|
|
|
336 |
|
2.100%, 05/12/2031 |
|
|
300 |
|
|
|
253 |
|
1.500%, 06/03/2030 |
|
|
350 |
|
|
|
292 |
|
1.200%, 06/03/2027 |
|
|
672 |
|
|
|
607 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 |
|
|
470 |
|
|
|
490 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (D) |
|
|
460 |
|
|
|
470 |
|
Comcast |
|
|
|
|
|
|
|
|
4.049%, 11/01/2052 |
|
|
259 |
|
|
|
201 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
4.500%, 11/15/2031 (D) |
|
|
1,200 |
|
|
|
774 |
|
4.125%, 12/01/2030 (D) |
|
|
590 |
|
|
|
381 |
|
3.375%, 02/15/2031 (D) |
|
|
200 |
|
|
|
125 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
|
380 |
|
|
|
379 |
|
3.250%, 02/12/2032 |
|
|
480 |
|
|
|
397 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
$ |
1,090 |
|
|
$ |
1,153 |
|
6.050%, 03/05/2031 |
|
|
755 |
|
|
|
756 |
|
5.125%, 06/16/2025 |
|
|
400 |
|
|
|
397 |
|
4.950%, 05/28/2027 |
|
|
850 |
|
|
|
830 |
|
4.125%, 08/17/2027 |
|
|
200 |
|
|
|
190 |
|
4.000%, 11/13/2030 |
|
|
1,240 |
|
|
|
1,107 |
|
3.815%, 11/02/2027 |
|
|
261 |
|
|
|
245 |
|
3.625%, 06/17/2031 |
|
|
380 |
|
|
|
327 |
|
2.900%, 02/16/2028 |
|
|
200 |
|
|
|
181 |
|
2.900%, 02/10/2029 |
|
|
1,440 |
|
|
|
1,270 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
40 |
|
|
|
42 |
|
6.250%, 10/02/2043 |
|
|
260 |
|
|
|
259 |
|
6.125%, 10/01/2025 |
|
|
320 |
|
|
|
322 |
|
5.950%, 04/01/2049 |
|
|
80 |
|
|
|
77 |
|
5.600%, 10/15/2032 |
|
|
150 |
|
|
|
150 |
|
5.150%, 04/01/2038 |
|
|
240 |
|
|
|
221 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.950%, 04/04/2034 |
|
|
1,205 |
|
|
|
1,206 |
|
4.350%, 01/17/2027 |
|
|
110 |
|
|
|
107 |
|
2.700%, 06/10/2031 |
|
|
433 |
|
|
|
358 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (D) |
|
|
270 |
|
|
|
271 |
|
Home Depot |
|
|
|
|
|
|
|
|
5.300%, 06/25/2054 |
|
|
205 |
|
|
|
200 |
|
4.850%, 06/25/2031 |
|
|
544 |
|
|
|
540 |
|
4.750%, 06/25/2029 |
|
|
409 |
|
|
|
407 |
|
4.250%, 04/01/2046 |
|
|
48 |
|
|
|
40 |
|
3.900%, 12/06/2028 |
|
|
40 |
|
|
|
39 |
|
3.900%, 06/15/2047 |
|
|
60 |
|
|
|
47 |
|
3.625%, 04/15/2052 |
|
|
262 |
|
|
|
194 |
|
3.350%, 04/15/2050 |
|
|
710 |
|
|
|
504 |
|
3.300%, 04/15/2040 |
|
|
350 |
|
|
|
273 |
|
2.700%, 04/15/2030 |
|
|
320 |
|
|
|
285 |
|
2.500%, 04/15/2027 |
|
|
280 |
|
|
|
262 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.500%, 01/16/2029 (D) |
|
|
243 |
|
|
|
254 |
|
5.700%, 06/26/2030 (D) |
|
|
267 |
|
|
|
270 |
|
5.600%, 03/30/2028 (D) |
|
|
835 |
|
|
|
841 |
|
5.400%, 01/08/2031 (D) |
|
|
435 |
|
|
|
432 |
|
5.400%, 06/24/2031 (D) |
|
|
411 |
|
|
|
408 |
|
5.300%, 06/24/2029 (D) |
|
|
1,077 |
|
|
|
1,071 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
1.300%, 01/08/2026 (D) |
|
|
506 |
|
|
|
475 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
6.000%, 08/15/2029 |
|
|
260 |
|
|
|
261 |
|
3.900%, 08/08/2029 |
|
|
150 |
|
|
|
137 |
|
2.900%, 06/25/2025 |
|
|
210 |
|
|
|
204 |
|
Lennar |
|
|
|
|
|
|
|
|
4.750%, 11/29/2027 |
|
|
410 |
|
|
|
404 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.850%, 04/01/2063 |
|
|
135 |
|
|
|
131 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.750%, 07/01/2053 |
|
$ |
405 |
|
|
$ |
399 |
|
5.625%, 04/15/2053 |
|
|
130 |
|
|
|
126 |
|
5.000%, 04/15/2040 |
|
|
725 |
|
|
|
676 |
|
4.500%, 04/15/2030 |
|
|
200 |
|
|
|
194 |
|
4.250%, 04/01/2052 |
|
|
650 |
|
|
|
511 |
|
McDonald's |
|
|
|
|
|
|
|
|
5.450%, 08/14/2053 |
|
|
666 |
|
|
|
643 |
|
4.800%, 08/14/2028 |
|
|
274 |
|
|
|
273 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
5.000%, 05/17/2029 |
|
|
685 |
|
|
|
684 |
|
4.875%, 12/09/2045 |
|
|
260 |
|
|
|
234 |
|
4.700%, 12/09/2035 |
|
|
459 |
|
|
|
436 |
|
4.450%, 03/01/2047 |
|
|
240 |
|
|
|
201 |
|
4.450%, 09/01/2048 |
|
|
72 |
|
|
|
60 |
|
4.200%, 04/01/2050 |
|
|
530 |
|
|
|
422 |
|
3.800%, 04/01/2028 |
|
|
170 |
|
|
|
163 |
|
3.700%, 01/30/2026 |
|
|
220 |
|
|
|
215 |
|
3.625%, 09/01/2049 |
|
|
60 |
|
|
|
43 |
|
3.600%, 07/01/2030 |
|
|
290 |
|
|
|
269 |
|
3.500%, 03/01/2027 |
|
|
510 |
|
|
|
490 |
|
3.500%, 07/01/2027 |
|
|
200 |
|
|
|
192 |
|
1.450%, 09/01/2025 |
|
|
80 |
|
|
|
77 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
30 |
|
|
|
32 |
|
Melco Resorts Finance |
|
|
|
|
|
|
|
|
7.625%, 04/17/2032 (D) |
|
|
360 |
|
|
|
357 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (D) |
|
|
320 |
|
|
|
335 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.700%, 04/01/2026 |
|
|
110 |
|
|
|
109 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
230 |
|
|
|
166 |
|
3.250%, 03/27/2040 |
|
|
210 |
|
|
|
163 |
|
2.850%, 03/27/2030 |
|
|
150 |
|
|
|
135 |
|
2.750%, 03/27/2027 |
|
|
410 |
|
|
|
388 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (D) |
|
|
1,100 |
|
|
|
1,050 |
|
3.522%, 09/17/2025 (D) |
|
|
1,190 |
|
|
|
1,155 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
6.250%, 03/15/2032 (D) |
|
|
290 |
|
|
|
292 |
|
Sands China |
|
|
|
|
|
|
|
|
5.400%, 08/08/2028 |
|
|
320 |
|
|
|
313 |
|
5.125%, 08/08/2025 |
|
|
1,580 |
|
|
|
1,566 |
|
4.050%, 01/08/2026 |
|
|
420 |
|
|
|
407 |
|
2.850%, 03/08/2029 |
|
|
690 |
|
|
|
606 |
|
2.300%, 03/08/2027 |
|
|
460 |
|
|
|
419 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.500%, 11/15/2050 |
|
|
435 |
|
|
|
306 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
530 |
|
|
|
536 |
|
6.750%, 06/15/2039 |
|
|
10 |
|
|
|
10 |
|
6.550%, 05/01/2037 |
|
|
268 |
|
|
|
254 |
|
5.875%, 11/15/2040 |
|
|
1,405 |
|
|
|
1,219 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.500%, 09/01/2041 |
|
$ |
1,599 |
|
|
$ |
1,332 |
|
4.500%, 09/15/2042 |
|
|
35 |
|
|
|
25 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
270 |
|
|
|
298 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.100%, 03/21/2031 |
|
|
1,190 |
|
|
|
1,191 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (D) |
|
|
250 |
|
|
|
229 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (D) |
|
|
380 |
|
|
|
368 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
|
500 |
|
|
|
469 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (D) |
|
|
310 |
|
|
|
321 |
|
ZF North America Capital |
|
|
|
|
|
|
|
|
6.875%, 04/23/2032 (D) |
|
|
640 |
|
|
|
662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46,728 |
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 1.4% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
6.200%, 02/14/2059 |
|
|
76 |
|
|
|
75 |
|
5.950%, 02/14/2049 |
|
|
960 |
|
|
|
941 |
|
5.800%, 02/14/2039 |
|
|
630 |
|
|
|
630 |
|
4.800%, 02/14/2029 |
|
|
28 |
|
|
|
28 |
|
4.400%, 02/14/2026 |
|
|
514 |
|
|
|
506 |
|
3.875%, 09/16/2046 |
|
|
240 |
|
|
|
173 |
|
3.400%, 02/04/2041 |
|
|
600 |
|
|
|
433 |
|
2.450%, 02/04/2032 |
|
|
770 |
|
|
|
623 |
|
2.350%, 05/06/2025 |
|
|
130 |
|
|
|
126 |
|
Anheuser-Busch |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,140 |
|
|
|
1,973 |
|
4.700%, 02/01/2036 |
|
|
2,420 |
|
|
|
2,307 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.800%, 01/23/2059 |
|
|
200 |
|
|
|
208 |
|
5.550%, 01/23/2049 |
|
|
120 |
|
|
|
121 |
|
5.450%, 01/23/2039 |
|
|
918 |
|
|
|
931 |
|
5.000%, 06/15/2034 |
|
|
480 |
|
|
|
476 |
|
4.750%, 01/23/2029 |
|
|
120 |
|
|
|
119 |
|
4.375%, 04/15/2038 |
|
|
347 |
|
|
|
316 |
|
4.350%, 06/01/2040 |
|
|
560 |
|
|
|
493 |
|
3.500%, 06/01/2030 |
|
|
200 |
|
|
|
186 |
|
Bacardi |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 (D) |
|
|
1,010 |
|
|
|
985 |
|
4.450%, 05/15/2025 (D) |
|
|
1,545 |
|
|
|
1,526 |
|
BAT Capital |
|
|
|
|
|
|
|
|
5.834%, 02/20/2031 |
|
|
1,475 |
|
|
|
1,496 |
|
5.650%, 03/16/2052 |
|
|
370 |
|
|
|
330 |
|
5.282%, 04/02/2050 |
|
|
1,260 |
|
|
|
1,062 |
|
4.758%, 09/06/2049 |
|
|
81 |
|
|
|
64 |
|
4.540%, 08/15/2047 |
|
|
1,206 |
|
|
|
929 |
|
4.390%, 08/15/2037 |
|
|
272 |
|
|
|
230 |
|
3.734%, 09/25/2040 |
|
|
10 |
|
|
|
7 |
|
3.557%, 08/15/2027 |
|
|
791 |
|
|
|
751 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.222%, 08/15/2024 |
|
$ |
97 |
|
|
$ |
97 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
1.630%, 08/17/2025 |
|
|
275 |
|
|
|
263 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
5.400%, 05/13/2064 |
|
|
138 |
|
|
|
137 |
|
5.300%, 05/13/2054 |
|
|
356 |
|
|
|
353 |
|
5.000%, 05/13/2034 |
|
|
411 |
|
|
|
412 |
|
2.500%, 06/01/2040 |
|
|
20 |
|
|
|
14 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
5.250%, 11/15/2048 |
|
|
557 |
|
|
|
518 |
|
4.350%, 05/09/2027 |
|
|
320 |
|
|
|
312 |
|
2.250%, 08/01/2031 |
|
|
80 |
|
|
|
66 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
3.000%, 05/18/2027 |
|
|
284 |
|
|
|
271 |
|
1.600%, 04/20/2030 |
|
|
450 |
|
|
|
378 |
|
1.375%, 06/20/2027 |
|
|
780 |
|
|
|
709 |
|
General Mills |
|
|
|
|
|
|
|
|
5.500%, 10/17/2028 |
|
|
660 |
|
|
|
669 |
|
Haleon US Capital |
|
|
|
|
|
|
|
|
3.625%, 03/24/2032 |
|
|
859 |
|
|
|
770 |
|
3.375%, 03/24/2027 |
|
|
410 |
|
|
|
391 |
|
3.375%, 03/24/2029 |
|
|
290 |
|
|
|
269 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
3.500%, 07/26/2026 (D) |
|
|
635 |
|
|
|
610 |
|
3.125%, 07/26/2024 (D) |
|
|
2,250 |
|
|
|
2,245 |
|
JBS USA Holding Lux Sarl |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (D) |
|
|
1,015 |
|
|
|
1,107 |
|
6.500%, 12/01/2052 |
|
|
1,915 |
|
|
|
1,919 |
|
3.750%, 12/01/2031 |
|
|
192 |
|
|
|
168 |
|
3.625%, 01/15/2032 |
|
|
273 |
|
|
|
236 |
|
3.000%, 02/02/2029 |
|
|
60 |
|
|
|
54 |
|
3.000%, 05/15/2032 |
|
|
1,402 |
|
|
|
1,154 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (D) |
|
|
1,440 |
|
|
|
1,526 |
|
Kenvue |
|
|
|
|
|
|
|
|
4.900%, 03/22/2033 |
|
|
560 |
|
|
|
554 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.300%, 03/15/2034 |
|
|
1,075 |
|
|
|
1,070 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.200%, 07/15/2045 |
|
|
360 |
|
|
|
330 |
|
Mars |
|
|
|
|
|
|
|
|
3.200%, 04/01/2030 (D) |
|
|
210 |
|
|
|
192 |
|
2.375%, 07/16/2040 (D) |
|
|
300 |
|
|
|
202 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
660 |
|
|
|
638 |
|
PepsiCo |
|
|
|
|
|
|
|
|
3.900%, 07/18/2032 |
|
|
671 |
|
|
|
627 |
|
2.625%, 03/19/2027 |
|
|
50 |
|
|
|
47 |
|
1.625%, 05/01/2030 |
|
|
440 |
|
|
|
368 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 09/07/2033 |
|
|
228 |
|
|
|
230 |
|
5.500%, 09/07/2030 |
|
|
376 |
|
|
|
381 |
|
5.375%, 02/15/2033 |
|
|
1,266 |
|
|
|
1,257 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 09/07/2028 |
|
$ |
576 |
|
|
$ |
580 |
|
5.250%, 02/13/2034 |
|
|
180 |
|
|
|
177 |
|
5.125%, 02/15/2030 |
|
|
1,635 |
|
|
|
1,629 |
|
5.125%, 02/13/2031 |
|
|
500 |
|
|
|
495 |
|
5.000%, 11/17/2025 |
|
|
567 |
|
|
|
564 |
|
4.875%, 02/15/2028 |
|
|
1,038 |
|
|
|
1,029 |
|
4.875%, 02/13/2029 |
|
|
826 |
|
|
|
817 |
|
4.500%, 03/20/2042 |
|
|
130 |
|
|
|
111 |
|
2.100%, 05/01/2030 |
|
|
290 |
|
|
|
246 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
3.500%, 03/01/2032 |
|
|
350 |
|
|
|
298 |
|
Procter & Gamble |
|
|
|
|
|
|
|
|
3.000%, 03/25/2030 |
|
|
240 |
|
|
|
221 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
570 |
|
|
|
648 |
|
7.250%, 06/15/2037 |
|
|
390 |
|
|
|
422 |
|
5.850%, 08/15/2045 |
|
|
3,140 |
|
|
|
2,896 |
|
Walmart |
|
|
|
|
|
|
|
|
1.800%, 09/22/2031 |
|
|
110 |
|
|
|
91 |
|
1.500%, 09/22/2028 |
|
|
230 |
|
|
|
203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
49,016 |
|
|
|
|
|
|
|
|
|
|
Energy — 2.4% |
|
|
|
|
Aker BP |
|
|
|
|
|
|
|
|
6.000%, 06/13/2033 (D) |
|
|
950 |
|
|
|
960 |
|
5.600%, 06/13/2028 (D) |
|
|
736 |
|
|
|
742 |
|
Apache |
|
|
|
|
|
|
|
|
7.750%, 12/15/2029 |
|
|
140 |
|
|
|
152 |
|
5.350%, 07/01/2049 |
|
|
230 |
|
|
|
192 |
|
5.100%, 09/01/2040 |
|
|
105 |
|
|
|
90 |
|
4.750%, 04/15/2043 |
|
|
190 |
|
|
|
152 |
|
4.250%, 01/15/2044 |
|
|
890 |
|
|
|
658 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (D) |
|
|
230 |
|
|
|
237 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
5.017%, 11/17/2027 |
|
|
1,097 |
|
|
|
1,096 |
|
4.989%, 04/10/2034 |
|
|
322 |
|
|
|
315 |
|
4.970%, 10/17/2029 |
|
|
1,097 |
|
|
|
1,094 |
|
4.893%, 09/11/2033 |
|
|
715 |
|
|
|
695 |
|
4.812%, 02/13/2033 |
|
|
1,135 |
|
|
|
1,100 |
|
4.699%, 04/10/2029 |
|
|
673 |
|
|
|
663 |
|
3.633%, 04/06/2030 |
|
|
320 |
|
|
|
298 |
|
3.410%, 02/11/2026 |
|
|
1,110 |
|
|
|
1,079 |
|
3.119%, 05/04/2026 |
|
|
230 |
|
|
|
221 |
|
3.000%, 02/24/2050 |
|
|
940 |
|
|
|
612 |
|
Cameron LNG |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (D) |
|
|
660 |
|
|
|
543 |
|
2.902%, 07/15/2031 (D) |
|
|
140 |
|
|
|
121 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
50 |
|
|
|
53 |
|
Cheniere Corpus Christi Holdings |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
938 |
|
|
|
867 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cheniere Energy |
|
|
|
|
|
|
|
|
4.625%, 10/15/2028 |
|
$ |
260 |
|
|
$ |
252 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
100 |
|
|
|
91 |
|
3.250%, 01/31/2032 |
|
|
530 |
|
|
|
452 |
|
Chevron |
|
|
|
|
|
|
|
|
1.995%, 05/11/2027 |
|
|
180 |
|
|
|
166 |
|
Chevron USA |
|
|
|
|
|
|
|
|
3.850%, 01/15/2028 |
|
|
200 |
|
|
|
194 |
|
3.250%, 10/15/2029 |
|
|
50 |
|
|
|
46 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (D) |
|
|
190 |
|
|
|
200 |
|
6.036%, 11/15/2033 (D) |
|
|
940 |
|
|
|
961 |
|
Conoco Funding |
|
|
|
|
|
|
|
|
7.250%, 10/15/2031 |
|
|
180 |
|
|
|
202 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.900%, 10/15/2032 |
|
|
10 |
|
|
|
11 |
|
5.900%, 05/15/2038 |
|
|
420 |
|
|
|
435 |
|
4.150%, 11/15/2034 |
|
|
80 |
|
|
|
72 |
|
Continental Resources |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 (D) |
|
|
370 |
|
|
|
364 |
|
4.900%, 06/01/2044 |
|
|
80 |
|
|
|
65 |
|
4.375%, 01/15/2028 |
|
|
520 |
|
|
|
500 |
|
2.268%, 11/15/2026 (D) |
|
|
2,295 |
|
|
|
2,131 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
780 |
|
|
|
746 |
|
3.900%, 05/15/2027 |
|
|
970 |
|
|
|
933 |
|
DCP Midstream Operating |
|
|
|
|
|
|
|
|
6.450%, 11/03/2036 (D) |
|
|
110 |
|
|
|
116 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
900 |
|
|
|
1,017 |
|
5.875%, 06/15/2028 |
|
|
40 |
|
|
|
40 |
|
5.850%, 12/15/2025 |
|
|
50 |
|
|
|
50 |
|
5.600%, 07/15/2041 |
|
|
490 |
|
|
|
456 |
|
5.250%, 10/15/2027 |
|
|
46 |
|
|
|
46 |
|
5.000%, 06/15/2045 |
|
|
1,232 |
|
|
|
1,050 |
|
4.750%, 05/15/2042 |
|
|
187 |
|
|
|
157 |
|
4.500%, 01/15/2030 |
|
|
304 |
|
|
|
292 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
1,595 |
|
|
|
1,668 |
|
5.900%, 04/18/2064 |
|
|
522 |
|
|
|
504 |
|
5.750%, 04/18/2054 |
|
|
1,396 |
|
|
|
1,353 |
|
5.400%, 04/18/2034 |
|
|
511 |
|
|
|
506 |
|
5.200%, 04/18/2027 |
|
|
271 |
|
|
|
271 |
|
5.150%, 01/30/2030 |
|
|
505 |
|
|
|
503 |
|
3.500%, 12/01/2029 |
|
|
500 |
|
|
|
461 |
|
3.250%, 12/01/2026 |
|
|
30 |
|
|
|
29 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
1,276 |
|
|
|
915 |
|
5.375%, 06/26/2026 |
|
|
200 |
|
|
|
196 |
|
4.625%, 11/02/2031 |
|
|
160 |
|
|
|
131 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.200%, 11/15/2030 |
|
|
401 |
|
|
|
421 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.000%, 11/15/2028 |
|
$ |
401 |
|
|
$ |
413 |
|
5.950%, 04/05/2054 |
|
|
136 |
|
|
|
135 |
|
5.625%, 04/05/2034 |
|
|
405 |
|
|
|
404 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
7.125%, H15T5Y + 5.306%(B)(E) |
|
|
580 |
|
|
|
575 |
|
6.750%, H15T5Y + 5.134%(B)(E) |
|
|
500 |
|
|
|
497 |
|
6.500%, H15T5Y + 5.694%(B)(E) |
|
|
200 |
|
|
|
197 |
|
6.400%, 12/01/2030 |
|
|
2,205 |
|
|
|
2,319 |
|
6.250%, 04/15/2049 |
|
|
130 |
|
|
|
129 |
|
6.050%, 09/01/2054 |
|
|
409 |
|
|
|
403 |
|
5.950%, 05/15/2054 |
|
|
1,453 |
|
|
|
1,415 |
|
5.600%, 09/01/2034 |
|
|
682 |
|
|
|
678 |
|
5.550%, 05/15/2034 |
|
|
370 |
|
|
|
366 |
|
5.500%, 06/01/2027 |
|
|
118 |
|
|
|
118 |
|
5.300%, 04/01/2044 |
|
|
640 |
|
|
|
576 |
|
5.300%, 04/15/2047 |
|
|
273 |
|
|
|
241 |
|
5.250%, 04/15/2029 |
|
|
1,165 |
|
|
|
1,160 |
|
5.250%, 07/01/2029 |
|
|
683 |
|
|
|
679 |
|
4.950%, 06/15/2028 |
|
|
180 |
|
|
|
178 |
|
4.000%, 10/01/2027 |
|
|
600 |
|
|
|
576 |
|
3.750%, 05/15/2030 |
|
|
1,250 |
|
|
|
1,150 |
|
Eni |
|
|
|
|
|
|
|
|
5.950%, 05/15/2054 (D) |
|
|
200 |
|
|
|
196 |
|
Enterprise Products Operating |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
40 |
|
|
|
47 |
|
6.650%, 10/15/2034 |
|
|
220 |
|
|
|
241 |
|
5.700%, 02/15/2042 |
|
|
40 |
|
|
|
40 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (B) |
|
|
150 |
|
|
|
140 |
|
4.850%, 01/31/2034 |
|
|
870 |
|
|
|
845 |
|
4.850%, 03/15/2044 |
|
|
430 |
|
|
|
387 |
|
4.150%, 10/16/2028 |
|
|
1,605 |
|
|
|
1,552 |
|
3.950%, 01/31/2060 |
|
|
220 |
|
|
|
161 |
|
3.700%, 01/31/2051 |
|
|
270 |
|
|
|
199 |
|
3.125%, 07/31/2029 |
|
|
170 |
|
|
|
156 |
|
2.800%, 01/31/2030 |
|
|
540 |
|
|
|
482 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
400 |
|
|
|
367 |
|
4.375%, 04/15/2030 |
|
|
120 |
|
|
|
117 |
|
4.150%, 01/15/2026 |
|
|
340 |
|
|
|
335 |
|
3.900%, 04/01/2035 |
|
|
390 |
|
|
|
349 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
5.500%, 07/15/2028 |
|
|
480 |
|
|
|
473 |
|
EQT |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 |
|
|
150 |
|
|
|
147 |
|
3.900%, 10/01/2027 |
|
|
1,020 |
|
|
|
975 |
|
3.625%, 05/15/2031 (D) |
|
|
320 |
|
|
|
282 |
|
3.125%, 05/15/2026 (D) |
|
|
10 |
|
|
|
10 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
60 |
|
|
|
51 |
|
4.114%, 03/01/2046 |
|
|
533 |
|
|
|
440 |
|
3.482%, 03/19/2030 |
|
|
460 |
|
|
|
429 |
|
3.452%, 04/15/2051 |
|
|
200 |
|
|
|
144 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.625%, 03/31/2036 (D) |
|
$ |
458 |
|
|
$ |
372 |
|
2.160%, 03/31/2034 (D) |
|
|
583 |
|
|
|
501 |
|
1.750%, 09/30/2027 (D) |
|
|
502 |
|
|
|
470 |
|
Halliburton |
|
|
|
|
|
|
|
|
5.000%, 11/15/2045 |
|
|
80 |
|
|
|
73 |
|
4.850%, 11/15/2035 |
|
|
60 |
|
|
|
57 |
|
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
|
1,125 |
|
|
|
1,163 |
|
5.800%, 04/01/2047 |
|
|
770 |
|
|
|
779 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
620 |
|
|
|
621 |
|
5.000%, 02/01/2028 (D) |
|
|
970 |
|
|
|
940 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 (D) |
|
|
340 |
|
|
|
297 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.200%, 03/01/2048 |
|
|
205 |
|
|
|
182 |
|
5.050%, 02/15/2046 |
|
|
170 |
|
|
|
149 |
|
4.300%, 06/01/2025 |
|
|
360 |
|
|
|
355 |
|
4.300%, 03/01/2028 |
|
|
150 |
|
|
|
146 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
415 |
|
|
|
384 |
|
5.400%, 09/01/2044 |
|
|
20 |
|
|
|
18 |
|
MEG Energy |
|
|
|
|
|
|
|
|
5.875%, 02/01/2029 (D) |
|
|
80 |
|
|
|
78 |
|
MPLX |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
280 |
|
|
|
258 |
|
4.875%, 12/01/2024 |
|
|
320 |
|
|
|
319 |
|
4.800%, 02/15/2029 |
|
|
330 |
|
|
|
324 |
|
4.700%, 04/15/2048 |
|
|
430 |
|
|
|
354 |
|
4.500%, 04/15/2038 |
|
|
520 |
|
|
|
453 |
|
Northwest Pipeline |
|
|
|
|
|
|
|
|
4.000%, 04/01/2027 |
|
|
219 |
|
|
|
212 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
610 |
|
|
|
684 |
|
7.500%, 05/01/2031 |
|
|
870 |
|
|
|
960 |
|
6.950%, 07/01/2024 |
|
|
136 |
|
|
|
136 |
|
6.600%, 03/15/2046 |
|
|
360 |
|
|
|
376 |
|
6.450%, 09/15/2036 |
|
|
280 |
|
|
|
292 |
|
5.550%, 03/15/2026 |
|
|
110 |
|
|
|
110 |
|
4.625%, 06/15/2045 |
|
|
280 |
|
|
|
221 |
|
4.400%, 04/15/2046 |
|
|
120 |
|
|
|
94 |
|
4.200%, 03/15/2048 |
|
|
170 |
|
|
|
130 |
|
4.100%, 02/15/2047 |
|
|
600 |
|
|
|
448 |
|
3.400%, 04/15/2026 |
|
|
270 |
|
|
|
259 |
|
3.000%, 02/15/2027 |
|
|
300 |
|
|
|
281 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
1,491 |
|
|
|
1,591 |
|
6.050%, 09/01/2033 |
|
|
500 |
|
|
|
515 |
|
5.800%, 11/01/2030 |
|
|
290 |
|
|
|
297 |
|
5.550%, 11/01/2026 |
|
|
180 |
|
|
|
181 |
|
Parsley Energy |
|
|
|
|
|
|
|
|
4.125%, 02/15/2028 (D) |
|
|
60 |
|
|
|
58 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (D) |
|
$ |
300 |
|
|
$ |
300 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
|
790 |
|
|
|
699 |
|
5.299%, 01/27/2025 |
|
|
1,278 |
|
|
|
1,272 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.625%, 06/15/2035 |
|
|
100 |
|
|
|
76 |
|
6.350%, 02/12/2048 |
|
|
155 |
|
|
|
99 |
|
2.460%, 12/15/2025 |
|
|
369 |
|
|
|
349 |
|
2.378%, 04/15/2025 |
|
|
102 |
|
|
|
98 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
120 |
|
|
|
117 |
|
6.750%, 09/21/2047 |
|
|
421 |
|
|
|
277 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
|
405 |
|
|
|
379 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
660 |
|
|
|
554 |
|
1.900%, 08/15/2030 |
|
|
240 |
|
|
|
201 |
|
1.125%, 01/15/2026 |
|
|
110 |
|
|
|
103 |
|
Range Resources |
|
|
|
|
|
|
|
|
4.875%, 05/15/2025 |
|
|
120 |
|
|
|
119 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (D) |
|
|
870 |
|
|
|
608 |
|
2.875%, 01/12/2032 (D) |
|
|
320 |
|
|
|
271 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.950%, 07/15/2029 (D) |
|
|
1,098 |
|
|
|
1,034 |
|
Sabine Pass Liquefaction |
|
|
|
|
|
|
|
|
5.000%, 03/15/2027 |
|
|
1,650 |
|
|
|
1,636 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (D) |
|
|
475 |
|
|
|
454 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
4.550%, 08/12/2043 |
|
|
280 |
|
|
|
250 |
|
4.375%, 05/11/2045 |
|
|
350 |
|
|
|
298 |
|
4.125%, 05/11/2035 |
|
|
1,356 |
|
|
|
1,244 |
|
3.250%, 04/06/2050 |
|
|
710 |
|
|
|
493 |
|
2.750%, 04/06/2030 |
|
|
440 |
|
|
|
392 |
|
Southern Natural Gas |
|
|
|
|
|
|
|
|
8.000%, 03/01/2032 |
|
|
170 |
|
|
|
193 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
5.375%, 02/01/2029 |
|
|
20 |
|
|
|
20 |
|
5.375%, 03/15/2030 |
|
|
80 |
|
|
|
77 |
|
4.750%, 02/01/2032 |
|
|
190 |
|
|
|
175 |
|
Targa Resources |
|
|
|
|
|
|
|
|
4.200%, 02/01/2033 |
|
|
250 |
|
|
|
225 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2030 |
|
|
130 |
|
|
|
129 |
|
5.000%, 01/15/2028 |
|
|
100 |
|
|
|
98 |
|
4.875%, 02/01/2031 |
|
|
370 |
|
|
|
353 |
|
4.000%, 01/15/2032 |
|
|
40 |
|
|
|
36 |
|
Tennessee Gas Pipeline |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
|
1,140 |
|
|
|
1,314 |
|
2.900%, 03/01/2030 (D) |
|
|
1,450 |
|
|
|
1,267 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
TotalEnergies Capital |
|
|
|
|
|
|
|
|
5.638%, 04/05/2064 |
|
$ |
136 |
|
|
$ |
135 |
|
5.488%, 04/05/2054 |
|
|
270 |
|
|
|
266 |
|
5.150%, 04/05/2034 |
|
|
270 |
|
|
|
270 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
4.625%, 03/01/2034 |
|
|
860 |
|
|
|
806 |
|
Transcontinental Gas Pipe Line |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
60 |
|
|
|
62 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
3.875%, 11/01/2033 (D) |
|
|
290 |
|
|
|
247 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.500%, 08/15/2048 |
|
|
244 |
|
|
|
212 |
|
5.300%, 03/01/2048 |
|
|
162 |
|
|
|
140 |
|
5.250%, 02/01/2050 |
|
|
210 |
|
|
|
184 |
|
4.650%, 07/01/2026 |
|
|
40 |
|
|
|
39 |
|
4.500%, 03/01/2028 |
|
|
60 |
|
|
|
58 |
|
4.050%, 02/01/2030 |
|
|
1,200 |
|
|
|
1,116 |
|
3.100%, 02/01/2025 |
|
|
390 |
|
|
|
383 |
|
Williams |
|
|
|
|
|
|
|
|
7.750%, 06/15/2031 |
|
|
841 |
|
|
|
928 |
|
7.500%, 01/15/2031 |
|
|
100 |
|
|
|
111 |
|
5.750%, 06/24/2044 |
|
|
51 |
|
|
|
50 |
|
5.400%, 03/04/2044 |
|
|
84 |
|
|
|
79 |
|
5.150%, 03/15/2034 |
|
|
680 |
|
|
|
663 |
|
3.750%, 06/15/2027 |
|
|
1,044 |
|
|
|
1,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
87,816 |
|
|
|
|
|
|
|
|
|
|
Financials — 9.5% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
|
360 |
|
|
|
355 |
|
Agree |
|
|
|
|
|
|
|
|
4.800%, 10/01/2032 |
|
|
251 |
|
|
|
235 |
|
AIB Group MTN |
|
|
|
|
|
|
|
|
5.871%, SOFRRATE + 1.910%, 03/28/2035 (B)(D) |
|
|
755 |
|
|
|
750 |
|
American Express |
|
|
|
|
|
|
|
|
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B) |
|
|
3,465 |
|
|
|
3,469 |
|
4.050%, 05/03/2029 |
|
|
530 |
|
|
|
512 |
|
American International Group |
|
|
|
|
|
|
|
|
3.875%, 01/15/2035 |
|
|
210 |
|
|
|
187 |
|
American Tower |
|
|
|
|
|
|
|
|
3.125%, 01/15/2027 |
|
|
226 |
|
|
|
214 |
|
Aon |
|
|
|
|
|
|
|
|
6.250%, 09/30/2040 |
|
|
19 |
|
|
|
20 |
|
2.600%, 12/02/2031 |
|
|
2,080 |
|
|
|
1,733 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.750%, 03/01/2054 |
|
|
270 |
|
|
|
264 |
|
5.450%, 03/01/2034 |
|
|
3,451 |
|
|
|
3,436 |
|
5.150%, 03/01/2029 |
|
|
1,219 |
|
|
|
1,216 |
|
Apollo Global Management |
|
|
|
|
|
|
|
|
5.800%, 05/21/2054 |
|
|
411 |
|
|
|
404 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Apollo Management Holdings |
|
|
|
|
|
|
|
|
4.400%, 05/27/2026 (D) |
|
$ |
530 |
|
|
$ |
520 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
3.050%, 03/09/2052 |
|
|
1,370 |
|
|
|
839 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
3.205%, 03/08/2027 (D) |
|
|
635 |
|
|
|
593 |
|
2.950%, 11/12/2026 (D) |
|
|
1,350 |
|
|
|
1,272 |
|
1.608%, 06/29/2026 (D) |
|
|
1,880 |
|
|
|
1,740 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
605 |
|
|
|
583 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
5.750%, 03/01/2029 (D) |
|
|
1,255 |
|
|
|
1,248 |
|
5.750%, 11/15/2029 (D) |
|
|
1,375 |
|
|
|
1,366 |
|
2.875%, 02/15/2025 (D) |
|
|
975 |
|
|
|
955 |
|
2.528%, 11/18/2027 (D) |
|
|
779 |
|
|
|
701 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
600 |
|
|
|
654 |
|
6.033%, H15T1Y + 1.950%, 03/13/2035 (B) |
|
|
600 |
|
|
|
598 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
1,000 |
|
|
|
1,092 |
|
6.607%, 11/07/2028 |
|
|
400 |
|
|
|
420 |
|
6.527%, H15T1Y + 1.650%, 11/07/2027 (B) |
|
|
400 |
|
|
|
409 |
|
5.538%, H15T1Y + 1.450%, 03/14/2030 (B) |
|
|
1,000 |
|
|
|
992 |
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
|
|
200 |
|
|
|
193 |
|
2.746%, 05/28/2025 |
|
|
1,200 |
|
|
|
1,169 |
|
1.722%, H15T1Y + 0.900%, 09/14/2027 (B) |
|
|
390 |
|
|
|
358 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B) |
|
|
1,461 |
|
|
|
1,477 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
407 |
|
|
|
416 |
|
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B) |
|
|
1,864 |
|
|
|
1,862 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
625 |
|
|
|
619 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
2,605 |
|
|
|
2,457 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
3,093 |
|
|
|
2,908 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
530 |
|
|
|
458 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
1,010 |
|
|
|
837 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B) |
|
|
45 |
|
|
|
37 |
|
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) |
|
|
4,948 |
|
|
|
4,586 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B) |
|
$ |
3,685 |
|
|
$ |
3,455 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
|
830 |
|
|
|
781 |
|
4.450%, 03/03/2026 |
|
|
432 |
|
|
|
425 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
|
|
1,140 |
|
|
|
1,113 |
|
4.330%, TSFR3M + 1.782%, 03/15/2050 (B) |
|
|
260 |
|
|
|
217 |
|
4.250%, 10/22/2026 |
|
|
80 |
|
|
|
78 |
|
4.244%, TSFR3M + 2.076%, 04/24/2038 (B) |
|
|
179 |
|
|
|
158 |
|
4.200%, 08/26/2024 |
|
|
1,530 |
|
|
|
1,526 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
1,630 |
|
|
|
1,302 |
|
4.000%, 01/22/2025 |
|
|
1,070 |
|
|
|
1,060 |
|
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
|
|
1,900 |
|
|
|
1,799 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (B) |
|
|
625 |
|
|
|
597 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (B) |
|
|
631 |
|
|
|
608 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (B) |
|
|
1,364 |
|
|
|
1,298 |
|
3.500%, 04/19/2026 |
|
|
780 |
|
|
|
756 |
|
3.093%, TSFR3M + 1.352%, 10/01/2025 (B) |
|
|
965 |
|
|
|
958 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
690 |
|
|
|
584 |
|
2.884%, TSFR3M + 1.452%, 10/22/2030 (B) |
|
|
265 |
|
|
|
236 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (B) |
|
|
695 |
|
|
|
601 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) |
|
|
5,495 |
|
|
|
4,875 |
|
1.922%, SOFRRATE + 1.370%, 10/24/2031 (B) |
|
|
500 |
|
|
|
409 |
|
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
|
|
720 |
|
|
|
679 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
|
880 |
|
|
|
854 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B) |
|
|
800 |
|
|
|
784 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.250%, 09/11/2024 |
|
|
100 |
|
|
|
100 |
|
1.600%, 04/24/2025 |
|
|
260 |
|
|
|
252 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(E) |
|
|
510 |
|
|
|
500 |
|
4.588%, H15T5Y + 2.050%, 05/04/2037 (B) |
|
|
390 |
|
|
|
351 |
|
1.300%, 06/11/2025 |
|
|
480 |
|
|
|
461 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Barclays |
|
|
|
|
|
|
|
|
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B) |
|
$ |
557 |
|
|
$ |
591 |
|
5.690%, SOFRRATE + 1.740%, 03/12/2030 (B) |
|
|
855 |
|
|
|
857 |
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
|
|
855 |
|
|
|
856 |
|
5.088%, US0003M + 3.054%, 06/20/2030 (B) |
|
|
1,630 |
|
|
|
1,558 |
|
4.375%, 01/12/2026 |
|
|
2,270 |
|
|
|
2,232 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
4.972%, US0003M + 1.902%, 05/16/2029 (B) |
|
|
310 |
|
|
|
303 |
|
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
|
870 |
|
|
|
743 |
|
BlackRock Funding |
|
|
|
|
|
|
|
|
5.250%, 03/14/2054 |
|
|
140 |
|
|
|
135 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D) |
|
|
1,770 |
|
|
|
1,813 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D) |
|
|
1,095 |
|
|
|
1,091 |
|
5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D) |
|
|
845 |
|
|
|
836 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D) |
|
|
1,670 |
|
|
|
1,655 |
|
4.625%, 03/13/2027 (D) |
|
|
200 |
|
|
|
195 |
|
4.400%, 08/14/2028 (D) |
|
|
1,087 |
|
|
|
1,044 |
|
3.375%, 01/09/2025 (D) |
|
|
290 |
|
|
|
286 |
|
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D) |
|
|
600 |
|
|
|
580 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D) |
|
|
400 |
|
|
|
378 |
|
BPCE |
|
|
|
|
|
|
|
|
5.936%, SOFRRATE + 1.850%, 05/30/2035 (B)(D) |
|
|
575 |
|
|
|
573 |
|
5.281%, 05/30/2029 (D) |
|
|
712 |
|
|
|
709 |
|
5.150%, 07/21/2024 (D) |
|
|
410 |
|
|
|
410 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D) |
|
|
1,560 |
|
|
|
1,561 |
|
Cantor Fitzgerald |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (D) |
|
|
795 |
|
|
|
766 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B) |
|
|
540 |
|
|
|
594 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B) |
|
|
720 |
|
|
|
749 |
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
200 |
|
|
|
208 |
|
5.875%, 08/24/2026 |
|
|
1,020 |
|
|
|
1,032 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
$ |
1,330 |
|
|
$ |
1,347 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
200 |
|
|
|
193 |
|
3.150%, 03/15/2025 |
|
|
74 |
|
|
|
73 |
|
Chubb INA Holdings MTN |
|
|
|
|
|
|
|
|
5.000%, 03/15/2034 |
|
|
685 |
|
|
|
678 |
|
CI Financial |
|
|
|
|
|
|
|
|
3.200%, 12/17/2030 |
|
|
930 |
|
|
|
733 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (D) |
|
|
660 |
|
|
|
644 |
|
Citibank |
|
|
|
|
|
|
|
|
5.570%, 04/30/2034 |
|
|
1,760 |
|
|
|
1,788 |
|
5.488%, 12/04/2026 |
|
|
945 |
|
|
|
950 |
|
Citigroup |
|
|
|
|
|
|
|
|
9.007%, TSFR3M + 3.685%(B)(E) |
|
|
250 |
|
|
|
249 |
|
8.125%, 07/15/2039 |
|
|
625 |
|
|
|
781 |
|
6.675%, 09/13/2043 |
|
|
70 |
|
|
|
76 |
|
6.625%, 06/15/2032 |
|
|
100 |
|
|
|
107 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
1,046 |
|
|
|
1,064 |
|
5.950%, TSFR3M + 4.167%(B)(E) |
|
|
590 |
|
|
|
586 |
|
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B) |
|
|
297 |
|
|
|
294 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
1,765 |
|
|
|
1,764 |
|
5.500%, 09/13/2025 |
|
|
690 |
|
|
|
689 |
|
5.300%, 05/06/2044 |
|
|
225 |
|
|
|
210 |
|
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B) |
|
|
2,530 |
|
|
|
2,515 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B) |
|
|
370 |
|
|
|
355 |
|
4.750%, 05/18/2046 |
|
|
100 |
|
|
|
86 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B) |
|
|
340 |
|
|
|
335 |
|
4.650%, 07/30/2045 |
|
|
903 |
|
|
|
788 |
|
4.450%, 09/29/2027 |
|
|
1,005 |
|
|
|
980 |
|
4.412%, SOFRRATE + 3.914%, 03/31/2031 (B) |
|
|
640 |
|
|
|
610 |
|
4.400%, 06/10/2025 |
|
|
1,080 |
|
|
|
1,065 |
|
4.300%, 11/20/2026 |
|
|
240 |
|
|
|
234 |
|
4.125%, 07/25/2028 |
|
|
210 |
|
|
|
202 |
|
4.075%, TSFR3M + 1.454%, 04/23/2029 (B) |
|
|
81 |
|
|
|
78 |
|
3.980%, TSFR3M + 1.600%, 03/20/2030 (B) |
|
|
1,860 |
|
|
|
1,756 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
|
|
59 |
|
|
|
50 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
970 |
|
|
|
864 |
|
3.300%, 04/27/2025 |
|
|
120 |
|
|
|
118 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B) |
|
|
350 |
|
|
|
343 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B) |
|
$ |
715 |
|
|
$ |
637 |
|
2.666%, SOFRRATE + 1.146%, 01/29/2031 (B) |
|
|
570 |
|
|
|
496 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B) |
|
|
1,575 |
|
|
|
1,352 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
2,195 |
|
|
|
1,829 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
360 |
|
|
|
296 |
|
1.462%, SOFRRATE + 0.770%, 06/09/2027 (B) |
|
|
105 |
|
|
|
97 |
|
Citizens Financial Group |
|
|
|
|
|
|
|
|
6.645%, SOFRRATE + 2.325%, 04/25/2035 (B) |
|
|
327 |
|
|
|
338 |
|
5.841%, SOFRRATE + 2.010%, 01/23/2030 (B) |
|
|
675 |
|
|
|
673 |
|
Constellation Insurance |
|
|
|
|
|
|
|
|
6.800%, 01/24/2030 (D) |
|
|
625 |
|
|
|
611 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
1,780 |
|
|
|
1,752 |
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D) |
|
|
1,790 |
|
|
|
1,585 |
|
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D) |
|
|
420 |
|
|
|
401 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D) |
|
|
250 |
|
|
|
232 |
|
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D) |
|
|
400 |
|
|
|
385 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D) |
|
|
1,115 |
|
|
|
1,118 |
|
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D) |
|
|
220 |
|
|
|
217 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D) |
|
|
250 |
|
|
|
252 |
|
4.375%, 06/12/2028 (D) |
|
|
200 |
|
|
|
192 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
7.079%, SOFRRATE + 3.650%, 02/10/2034 (B) |
|
|
307 |
|
|
|
313 |
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
730 |
|
|
|
759 |
|
5.414%, 05/10/2029 |
|
|
979 |
|
|
|
978 |
|
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B) |
|
|
793 |
|
|
|
652 |
|
DOC DR |
|
|
|
|
|
|
|
|
2.625%, 11/01/2031 |
|
|
495 |
|
|
|
410 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (D) |
|
|
810 |
|
|
|
745 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (D) |
|
|
1,021 |
|
|
|
974 |
|
7.050%, 07/15/2028 (D) |
|
|
1,000 |
|
|
|
1,028 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Farmers Exchange Capital II |
|
|
|
|
|
|
|
|
6.151%, US0003M + 3.744%, 11/01/2053 (B)(D) |
|
$ |
1,650 |
|
|
$ |
1,485 |
|
Goldman Sachs Bank USA NY |
|
|
|
|
|
|
|
|
5.414%, SOFRRATE + 0.750%, 05/21/2027 (B) |
|
|
1,371 |
|
|
|
1,369 |
|
5.283%, SOFRRATE + 0.777%, 03/18/2027 (B) |
|
|
1,489 |
|
|
|
1,484 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
6.375%, TSFR3M + 1.029%(B)(E) |
|
|
10 |
|
|
|
9 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
30 |
|
|
|
32 |
|
6.250%, 02/01/2041 |
|
|
1,050 |
|
|
|
1,115 |
|
5.855%, SOFRRATE + 0.486%, 10/21/2024 (B) |
|
|
1,370 |
|
|
|
1,370 |
|
5.150%, 05/22/2045 |
|
|
820 |
|
|
|
767 |
|
4.750%, 10/21/2045 |
|
|
370 |
|
|
|
332 |
|
4.250%, 10/21/2025 |
|
|
850 |
|
|
|
835 |
|
4.223%, TSFR3M + 1.563%, 05/01/2029 (B) |
|
|
1,300 |
|
|
|
1,251 |
|
3.814%, TSFR3M + 1.420%, 04/23/2029 (B) |
|
|
350 |
|
|
|
332 |
|
3.750%, 02/25/2026 |
|
|
345 |
|
|
|
336 |
|
3.691%, TSFR3M + 1.772%, 06/05/2028 (B) |
|
|
380 |
|
|
|
363 |
|
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B) |
|
|
170 |
|
|
|
163 |
|
3.500%, 04/01/2025 |
|
|
540 |
|
|
|
532 |
|
3.500%, 11/16/2026 |
|
|
900 |
|
|
|
864 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
1,130 |
|
|
|
1,123 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
89 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
260 |
|
|
|
183 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
1,305 |
|
|
|
1,085 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
2,650 |
|
|
|
2,176 |
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) |
|
|
5,430 |
|
|
|
4,987 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
1,150 |
|
|
|
1,073 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
3.850%, 07/08/2024 |
|
|
330 |
|
|
|
330 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (D) |
|
|
190 |
|
|
|
182 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
15 |
|
|
|
15 |
|
2.400%, 03/15/2030 |
|
|
170 |
|
|
|
140 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
275 |
|
|
|
309 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HSBC Holdings |
|
|
|
|
|
|
|
|
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
|
$ |
485 |
|
|
$ |
489 |
|
5.733%, SOFRRATE + 1.520%, 05/17/2032 (B) |
|
|
2,732 |
|
|
|
2,739 |
|
5.597%, SOFRRATE + 1.060%, 05/17/2028 (B) |
|
|
2,277 |
|
|
|
2,286 |
|
4.762%, SOFRRATE + 2.530%, 03/29/2033 (B) |
|
|
420 |
|
|
|
390 |
|
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B) |
|
|
220 |
|
|
|
216 |
|
4.583%, TSFR3M + 1.796%, 06/19/2029 (B) |
|
|
260 |
|
|
|
251 |
|
4.375%, 11/23/2026 |
|
|
345 |
|
|
|
336 |
|
4.250%, 08/18/2025 |
|
|
560 |
|
|
|
550 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B) |
|
|
365 |
|
|
|
306 |
|
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B) |
|
|
370 |
|
|
|
309 |
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B) |
|
|
2,640 |
|
|
|
2,552 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B) |
|
|
330 |
|
|
|
319 |
|
HSBC USA |
|
|
|
|
|
|
|
|
5.294%, 03/04/2027 |
|
|
1,438 |
|
|
|
1,442 |
|
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
7.409%, TSFR3M + 2.062%, 12/21/2065 (B)(D) |
|
|
400 |
|
|
|
331 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
INR |
478,000 |
|
|
|
5,774 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
5.250%, 06/15/2031 |
|
$ |
705 |
|
|
|
709 |
|
4.600%, 03/15/2033 |
|
|
710 |
|
|
|
677 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
2.000%, 08/15/2031 |
|
|
1,539 |
|
|
|
1,222 |
|
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
|
1,405 |
|
|
|
1,178 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
7.125%, 04/30/2031 (D) |
|
|
310 |
|
|
|
318 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
970 |
|
|
|
1,133 |
|
6.138%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
1,590 |
|
|
|
1,550 |
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (B) |
|
|
3,734 |
|
|
|
3,831 |
|
5.581%, SOFRRATE + 1.160%, 04/22/2030 (B) |
|
|
1,684 |
|
|
|
1,711 |
|
5.571%, SOFRRATE + 0.930%, 04/22/2028 (B) |
|
|
2,038 |
|
|
|
2,054 |
|
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B) |
|
|
1,910 |
|
|
|
1,916 |
|
4.950%, 06/01/2045 |
|
|
70 |
|
|
|
66 |
|
4.452%, TSFR3M + 1.592%, 12/05/2029 (B) |
|
|
300 |
|
|
|
291 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.260%, TSFR3M + 1.842%, 02/22/2048 (B) |
|
$ |
84 |
|
|
$ |
70 |
|
4.250%, 10/01/2027 |
|
|
720 |
|
|
|
702 |
|
4.203%, TSFR3M + 1.522%, 07/23/2029 (B) |
|
|
800 |
|
|
|
770 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
325 |
|
|
|
279 |
|
3.875%, 09/10/2024 |
|
|
1,140 |
|
|
|
1,136 |
|
3.625%, 12/01/2027 |
|
|
230 |
|
|
|
220 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
130 |
|
|
|
89 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
300 |
|
|
|
263 |
|
2.950%, 10/01/2026 |
|
|
377 |
|
|
|
359 |
|
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B) |
|
|
650 |
|
|
|
612 |
|
2.739%, TSFR3M + 1.510%, 10/15/2030 (B) |
|
|
855 |
|
|
|
756 |
|
2.580%, TSFR3M + 1.250%, 04/22/2032 (B) |
|
|
40 |
|
|
|
34 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
1,380 |
|
|
|
1,149 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
450 |
|
|
|
389 |
|
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B) |
|
|
410 |
|
|
|
376 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B) |
|
|
830 |
|
|
|
806 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
1,285 |
|
|
|
1,143 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (B) |
|
|
660 |
|
|
|
643 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
1,430 |
|
|
|
1,163 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) |
|
|
4,085 |
|
|
|
3,812 |
|
1.561%, SOFRRATE + 0.605%, 12/10/2025 (B) |
|
|
2,070 |
|
|
|
2,032 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B) |
|
|
925 |
|
|
|
869 |
|
KKR Group Finance II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (D) |
|
|
80 |
|
|
|
76 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
5.679%, H15T1Y + 1.750%, 01/05/2035 (B) |
|
|
412 |
|
|
|
410 |
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
1,693 |
|
|
|
1,689 |
|
4.375%, 03/22/2028 |
|
|
390 |
|
|
|
378 |
|
4.344%, 01/09/2048 |
|
|
200 |
|
|
|
156 |
|
3.870%, H15T1Y + 3.500%, 07/09/2025 (B) |
|
|
1,190 |
|
|
|
1,190 |
|
M&T Bank |
|
|
|
|
|
|
|
|
6.082%, SOFRRATE + 2.260%, 03/13/2032 (B) |
|
|
406 |
|
|
|
405 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
$ |
935 |
|
|
$ |
902 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
420 |
|
|
|
425 |
|
5.700%, 06/15/2035 |
|
|
15 |
|
|
|
16 |
|
MetLife Capital Trust IV |
|
|
|
|
|
|
|
|
7.875%, 12/15/2037 (D) |
|
|
800 |
|
|
|
857 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (D) |
|
|
1,955 |
|
|
|
1,879 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.150%, 03/28/2033 (D) |
|
|
700 |
|
|
|
691 |
|
5.000%, 01/06/2026 (D) |
|
|
335 |
|
|
|
334 |
|
3.300%, 03/21/2029 (D) |
|
|
500 |
|
|
|
464 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
1,760 |
|
|
|
1,759 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
1,620 |
|
|
|
1,617 |
|
4.080%, H15T1Y + 1.300%, 04/19/2028 (B) |
|
|
400 |
|
|
|
388 |
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (B) |
|
|
380 |
|
|
|
374 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B) |
|
|
912 |
|
|
|
968 |
|
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B) |
|
|
1,425 |
|
|
|
1,421 |
|
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B) |
|
|
960 |
|
|
|
966 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
770 |
|
|
|
718 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.831%, SOFRRATE + 1.580%, 04/19/2035 (B) |
|
|
3,430 |
|
|
|
3,516 |
|
5.656%, SOFRRATE + 1.260%, 04/18/2030 (B) |
|
|
1,835 |
|
|
|
1,866 |
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
|
2,010 |
|
|
|
1,979 |
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B) |
|
|
721 |
|
|
|
719 |
|
4.431%, TSFR3M + 1.890%, 01/23/2030 (B) |
|
|
10 |
|
|
|
10 |
|
3.971%, US0003M + 1.455%, 07/22/2038 (B) |
|
|
119 |
|
|
|
101 |
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (B) |
|
|
1,985 |
|
|
|
1,889 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B) |
|
|
1,920 |
|
|
|
1,762 |
|
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B) |
|
|
520 |
|
|
|
456 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
1,145 |
|
|
|
946 |
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
|
105 |
|
|
|
86 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B) |
|
$ |
1,300 |
|
|
$ |
1,262 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (B) |
|
|
915 |
|
|
|
734 |
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B) |
|
|
4,740 |
|
|
|
4,671 |
|
Morgan Stanley Bank |
|
|
|
|
|
|
|
|
5.504%, SOFRRATE + 0.865%, 05/26/2028 (B) |
|
|
1,109 |
|
|
|
1,117 |
|
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B) |
|
|
1,428 |
|
|
|
1,417 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
1,080 |
|
|
|
1,081 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (D) |
|
|
330 |
|
|
|
320 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
|
1,375 |
|
|
|
1,289 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.891%, US0003M + 2.290%, 12/15/2024 (B)(D) |
|
|
3,735 |
|
|
|
3,738 |
|
NatWest Group |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
1,085 |
|
|
|
1,109 |
|
4.892%, US0003M + 1.754%, 05/18/2029 (B) |
|
|
200 |
|
|
|
195 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
920 |
|
|
|
852 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (D) |
|
|
340 |
|
|
|
325 |
|
Northwestern Mutual Global Funding |
|
|
|
|
|
|
|
|
5.160%, 05/28/2031 (D) |
|
|
1,285 |
|
|
|
1,287 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (D) |
|
|
1,112 |
|
|
|
755 |
|
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
|
430 |
|
|
|
424 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
880 |
|
|
|
959 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B) |
|
|
550 |
|
|
|
567 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
250 |
|
|
|
250 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B) |
|
|
200 |
|
|
|
201 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
690 |
|
|
|
698 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (D) |
|
|
1,465 |
|
|
|
1,445 |
|
1.250%, 06/23/2025 (D) |
|
|
160 |
|
|
|
154 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.625%, 05/12/2041 |
|
|
10 |
|
|
|
10 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
5.150%, 02/01/2034 |
|
|
390 |
|
|
|
387 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.150%, 06/10/2025 |
|
$ |
460 |
|
|
$ |
442 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.138%, 05/31/2035 (B) |
|
|
824 |
|
|
|
821 |
|
4.500%, 07/17/2025 |
|
|
80 |
|
|
|
79 |
|
Santander UK Group Holdings |
|
|
|
|
|
|
|
|
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B) |
|
|
510 |
|
|
|
470 |
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
|
|
1,055 |
|
|
|
975 |
|
1.532%, H15T1Y + 1.250%, 08/21/2026 (B) |
|
|
235 |
|
|
|
224 |
|
Scentre Group Trust 1 |
|
|
|
|
|
|
|
|
3.625%, 01/28/2026 (D) |
|
|
635 |
|
|
|
618 |
|
Societe Generale |
|
|
|
|
|
|
|
|
7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D) |
|
|
308 |
|
|
|
295 |
|
5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D) |
|
|
702 |
|
|
|
692 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (D) |
|
|
675 |
|
|
|
665 |
|
2.625%, 01/22/2025 (D) |
|
|
735 |
|
|
|
721 |
|
State Street |
|
|
|
|
|
|
|
|
3.300%, 12/16/2024 |
|
|
70 |
|
|
|
69 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (D) |
|
|
124 |
|
|
|
138 |
|
4.900%, 09/15/2044 (D) |
|
|
240 |
|
|
|
212 |
|
3.300%, 05/15/2050 (D) |
|
|
2,455 |
|
|
|
1,633 |
|
The Vanguard Group |
|
|
|
|
|
|
|
|
3.050%, 08/22/2050 |
|
|
670 |
|
|
|
416 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
510 |
|
|
|
481 |
|
2.800%, 03/10/2027 |
|
|
570 |
|
|
|
535 |
|
1.150%, 06/12/2025 |
|
|
460 |
|
|
|
442 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
|
1,295 |
|
|
|
1,375 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
470 |
|
|
|
473 |
|
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B) |
|
|
406 |
|
|
|
404 |
|
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B) |
|
|
950 |
|
|
|
948 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
1,590 |
|
|
|
1,564 |
|
UBS |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
1,220 |
|
|
|
1,233 |
|
7.500%, 02/15/2028 |
|
|
1,240 |
|
|
|
1,327 |
|
5.650%, 09/11/2028 |
|
|
649 |
|
|
|
661 |
|
4.500%, 06/26/2048 |
|
|
440 |
|
|
|
386 |
|
2.950%, 04/09/2025 |
|
|
520 |
|
|
|
510 |
|
UBS MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
1,320 |
|
|
|
1,303 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(B)(D)(E) |
|
$ |
1,030 |
|
|
$ |
1,108 |
|
9.250%, H15T5Y + 4.758%(B)(D)(E) |
|
|
230 |
|
|
|
258 |
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D) |
|
|
300 |
|
|
|
362 |
|
7.750%, USISSO05 + 4.160%(B)(D)(E) |
|
|
220 |
|
|
|
224 |
|
5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D) |
|
|
1,376 |
|
|
|
1,375 |
|
5.617%, USISSO01 + 1.340%, 09/13/2030 (B)(D) |
|
|
1,122 |
|
|
|
1,127 |
|
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D) |
|
|
360 |
|
|
|
352 |
|
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D) |
|
|
320 |
|
|
|
316 |
|
4.282%, 01/09/2028 (D) |
|
|
625 |
|
|
|
599 |
|
4.253%, 03/23/2028 (D) |
|
|
350 |
|
|
|
335 |
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D) |
|
|
1,200 |
|
|
|
1,120 |
|
4.125%, 09/24/2025 (D) |
|
|
200 |
|
|
|
196 |
|
3.750%, 03/26/2025 |
|
|
1,085 |
|
|
|
1,070 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D) |
|
|
994 |
|
|
|
848 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D) |
|
|
210 |
|
|
|
172 |
|
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D) |
|
|
760 |
|
|
|
755 |
|
2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D) |
|
|
1,070 |
|
|
|
1,034 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
925 |
|
|
|
939 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
255 |
|
|
|
259 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
490 |
|
|
|
497 |
|
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B) |
|
|
170 |
|
|
|
170 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B) |
|
|
505 |
|
|
|
507 |
|
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B) |
|
|
580 |
|
|
|
582 |
|
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
|
865 |
|
|
|
820 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) |
|
|
1,635 |
|
|
|
1,600 |
|
1.450%, 05/12/2025 |
|
|
780 |
|
|
|
753 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B) |
|
|
70 |
|
|
|
65 |
|
WEA Finance |
|
|
|
|
|
|
|
|
4.750%, 09/17/2044 (D) |
|
|
230 |
|
|
|
176 |
|
3.750%, 09/17/2024 (D) |
|
|
990 |
|
|
|
982 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
495 |
|
|
|
549 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
$ |
1,090 |
|
|
$ |
1,162 |
|
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) |
|
|
411 |
|
|
|
426 |
|
6.090%, TSFR3M + 0.762%, 01/15/2027 (B) |
|
|
1,200 |
|
|
|
1,176 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
450 |
|
|
|
445 |
|
5.375%, 11/02/2043 |
|
|
340 |
|
|
|
319 |
|
3.000%, 10/23/2026 |
|
|
1,030 |
|
|
|
978 |
|
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B) |
|
|
1,765 |
|
|
|
1,714 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.707%, SOFRRATE + 1.070%, 04/22/2028 (B) |
|
|
1,630 |
|
|
|
1,644 |
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) |
|
|
767 |
|
|
|
774 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
620 |
|
|
|
619 |
|
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B) |
|
|
2,726 |
|
|
|
2,715 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
3,550 |
|
|
|
3,234 |
|
4.900%, 11/17/2045 |
|
|
839 |
|
|
|
729 |
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B) |
|
|
2,722 |
|
|
|
2,618 |
|
4.750%, 12/07/2046 |
|
|
650 |
|
|
|
550 |
|
4.650%, 11/04/2044 |
|
|
241 |
|
|
|
204 |
|
4.478%, TSFR3M + 4.032%, 04/04/2031 (B) |
|
|
1,880 |
|
|
|
1,800 |
|
4.400%, 06/14/2046 |
|
|
1,270 |
|
|
|
1,024 |
|
4.150%, 01/24/2029 |
|
|
1,010 |
|
|
|
971 |
|
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B) |
|
|
2,075 |
|
|
|
1,979 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,090 |
|
|
|
2,680 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
1,685 |
|
|
|
1,613 |
|
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
|
20 |
|
|
|
18 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
75 |
|
|
|
69 |
|
2.164%, TSFR3M + 1.012%, 02/11/2026 (B) |
|
|
1,165 |
|
|
|
1,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
337,125 |
|
|
|
|
|
|
|
|
|
|
Health Care — 2.6% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.750%, 11/30/2036 |
|
|
260 |
|
|
|
253 |
|
AbbVie |
|
|
|
|
|
|
|
|
5.500%, 03/15/2064 |
|
|
225 |
|
|
|
222 |
|
5.400%, 03/15/2054 |
|
|
678 |
|
|
|
671 |
|
5.050%, 03/15/2034 |
|
|
1,047 |
|
|
|
1,044 |
|
4.950%, 03/15/2031 |
|
|
666 |
|
|
|
664 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.875%, 11/14/2048 |
|
$ |
70 |
|
|
$ |
64 |
|
4.800%, 03/15/2027 |
|
|
677 |
|
|
|
674 |
|
4.800%, 03/15/2029 |
|
|
1,277 |
|
|
|
1,272 |
|
4.625%, 10/01/2042 |
|
|
38 |
|
|
|
34 |
|
4.550%, 03/15/2035 |
|
|
668 |
|
|
|
634 |
|
4.500%, 05/14/2035 |
|
|
1,377 |
|
|
|
1,299 |
|
4.250%, 11/21/2049 |
|
|
1,567 |
|
|
|
1,306 |
|
4.050%, 11/21/2039 |
|
|
284 |
|
|
|
247 |
|
3.800%, 03/15/2025 |
|
|
460 |
|
|
|
454 |
|
3.600%, 05/14/2025 |
|
|
210 |
|
|
|
207 |
|
3.200%, 11/21/2029 |
|
|
2,168 |
|
|
|
1,989 |
|
2.950%, 11/21/2026 |
|
|
380 |
|
|
|
362 |
|
2.600%, 11/21/2024 |
|
|
1,820 |
|
|
|
1,800 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
90 |
|
|
|
65 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
5.375%, 12/06/2032 (D) |
|
|
725 |
|
|
|
726 |
|
3.000%, 09/23/2029 (D) |
|
|
1,975 |
|
|
|
1,788 |
|
2.600%, 05/27/2030 (D) |
|
|
200 |
|
|
|
174 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
910 |
|
|
|
973 |
|
5.650%, 03/02/2053 |
|
|
1,999 |
|
|
|
1,969 |
|
5.150%, 11/15/2041 |
|
|
332 |
|
|
|
310 |
|
4.663%, 06/15/2051 |
|
|
269 |
|
|
|
230 |
|
4.400%, 05/01/2045 |
|
|
375 |
|
|
|
315 |
|
3.150%, 02/21/2040 |
|
|
190 |
|
|
|
142 |
|
2.770%, 09/01/2053 |
|
|
263 |
|
|
|
157 |
|
2.000%, 01/15/2032 |
|
|
1,515 |
|
|
|
1,220 |
|
Astrazeneca Finance |
|
|
|
|
|
|
|
|
5.000%, 02/26/2034 |
|
|
547 |
|
|
|
544 |
|
Bausch Health |
|
|
|
|
|
|
|
|
7.250%, 05/30/2029 (D) |
|
|
170 |
|
|
|
88 |
|
6.250%, 02/15/2029 (D) |
|
|
500 |
|
|
|
255 |
|
5.500%, 11/01/2025 (D) |
|
|
20 |
|
|
|
19 |
|
Bayer US Finance |
|
|
|
|
|
|
|
|
6.875%, 11/21/2053 (D) |
|
|
500 |
|
|
|
514 |
|
3.375%, 10/08/2024 (D) |
|
|
800 |
|
|
|
794 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (D) |
|
|
1,795 |
|
|
|
1,443 |
|
4.625%, 06/25/2038 (D) |
|
|
420 |
|
|
|
353 |
|
4.375%, 12/15/2028 (D) |
|
|
4,193 |
|
|
|
3,982 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
5.081%, 06/07/2029 |
|
|
546 |
|
|
|
546 |
|
4.685%, 12/15/2044 |
|
|
264 |
|
|
|
233 |
|
3.734%, 12/15/2024 |
|
|
287 |
|
|
|
284 |
|
3.700%, 06/06/2027 |
|
|
121 |
|
|
|
116 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.750%, 02/01/2031 |
|
|
1,105 |
|
|
|
1,147 |
|
5.650%, 02/22/2064 |
|
|
517 |
|
|
|
505 |
|
5.550%, 02/22/2054 |
|
|
160 |
|
|
|
158 |
|
5.200%, 02/22/2034 |
|
|
810 |
|
|
|
808 |
|
5.100%, 02/22/2031 |
|
|
290 |
|
|
|
291 |
|
4.550%, 02/20/2048 |
|
|
129 |
|
|
|
111 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.350%, 11/15/2047 |
|
$ |
51 |
|
|
$ |
43 |
|
3.400%, 07/26/2029 |
|
|
124 |
|
|
|
116 |
|
2.900%, 07/26/2024 |
|
|
785 |
|
|
|
783 |
|
Centene |
|
|
|
|
|
|
|
|
4.625%, 12/15/2029 |
|
|
390 |
|
|
|
369 |
|
4.250%, 12/15/2027 |
|
|
260 |
|
|
|
248 |
|
3.375%, 02/15/2030 |
|
|
230 |
|
|
|
204 |
|
3.000%, 10/15/2030 |
|
|
1,938 |
|
|
|
1,657 |
|
2.625%, 08/01/2031 |
|
|
40 |
|
|
|
33 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
830 |
|
|
|
730 |
|
4.800%, 08/15/2038 |
|
|
500 |
|
|
|
459 |
|
4.375%, 10/15/2028 |
|
|
810 |
|
|
|
787 |
|
3.400%, 03/01/2027 |
|
|
380 |
|
|
|
363 |
|
3.400%, 03/15/2051 |
|
|
588 |
|
|
|
400 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
110 |
|
|
|
93 |
|
3.347%, 10/01/2029 |
|
|
251 |
|
|
|
230 |
|
2.782%, 10/01/2030 |
|
|
1,135 |
|
|
|
983 |
|
CVS Health |
|
|
|
|
|
|
|
|
6.050%, 06/01/2054 |
|
|
885 |
|
|
|
868 |
|
5.125%, 07/20/2045 |
|
|
670 |
|
|
|
590 |
|
5.050%, 03/25/2048 |
|
|
2,979 |
|
|
|
2,567 |
|
5.000%, 02/20/2026 |
|
|
1,295 |
|
|
|
1,285 |
|
4.780%, 03/25/2038 |
|
|
565 |
|
|
|
504 |
|
4.300%, 03/25/2028 |
|
|
809 |
|
|
|
781 |
|
4.250%, 04/01/2050 |
|
|
30 |
|
|
|
23 |
|
4.125%, 04/01/2040 |
|
|
160 |
|
|
|
129 |
|
3.875%, 07/20/2025 |
|
|
515 |
|
|
|
506 |
|
3.750%, 04/01/2030 |
|
|
540 |
|
|
|
497 |
|
3.625%, 04/01/2027 |
|
|
360 |
|
|
|
345 |
|
2.700%, 08/21/2040 |
|
|
500 |
|
|
|
332 |
|
2.125%, 09/15/2031 |
|
|
370 |
|
|
|
297 |
|
1.875%, 02/28/2031 |
|
|
1,660 |
|
|
|
1,332 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
5.926%, 01/10/2034 (D) |
|
|
58 |
|
|
|
57 |
|
DH Europe Finance II Sarl |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
657 |
|
|
|
649 |
|
Elevance Health |
|
|
|
|
|
|
|
|
5.375%, 06/15/2034 |
|
|
412 |
|
|
|
414 |
|
5.150%, 06/15/2029 |
|
|
590 |
|
|
|
592 |
|
4.625%, 05/15/2042 |
|
|
41 |
|
|
|
36 |
|
4.550%, 05/15/2052 |
|
|
250 |
|
|
|
210 |
|
4.100%, 05/15/2032 |
|
|
270 |
|
|
|
250 |
|
3.650%, 12/01/2027 |
|
|
220 |
|
|
|
210 |
|
3.500%, 08/15/2024 |
|
|
90 |
|
|
|
90 |
|
3.350%, 12/01/2024 |
|
|
745 |
|
|
|
738 |
|
Eli Lilly |
|
|
|
|
|
|
|
|
5.100%, 02/09/2064 |
|
|
880 |
|
|
|
841 |
|
5.000%, 02/09/2054 |
|
|
485 |
|
|
|
463 |
|
4.700%, 02/09/2034 |
|
|
1,278 |
|
|
|
1,253 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (D) |
|
|
1,345 |
|
|
|
1,226 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Gilead Sciences |
|
|
|
|
|
|
|
|
5.650%, 12/01/2041 |
|
$ |
35 |
|
|
$ |
35 |
|
4.750%, 03/01/2046 |
|
|
380 |
|
|
|
339 |
|
4.500%, 02/01/2045 |
|
|
10 |
|
|
|
8 |
|
4.000%, 09/01/2036 |
|
|
273 |
|
|
|
241 |
|
3.650%, 03/01/2026 |
|
|
460 |
|
|
|
447 |
|
HCA |
|
|
|
|
|
|
|
|
6.000%, 04/01/2054 |
|
|
1,315 |
|
|
|
1,299 |
|
5.900%, 06/01/2053 |
|
|
630 |
|
|
|
614 |
|
5.875%, 02/01/2029 |
|
|
410 |
|
|
|
417 |
|
5.625%, 09/01/2028 |
|
|
60 |
|
|
|
61 |
|
5.500%, 06/15/2047 |
|
|
60 |
|
|
|
55 |
|
5.375%, 02/01/2025 |
|
|
160 |
|
|
|
159 |
|
5.375%, 09/01/2026 |
|
|
155 |
|
|
|
155 |
|
5.250%, 04/15/2025 |
|
|
820 |
|
|
|
816 |
|
5.250%, 06/15/2026 |
|
|
650 |
|
|
|
647 |
|
5.250%, 06/15/2049 |
|
|
181 |
|
|
|
161 |
|
4.500%, 02/15/2027 |
|
|
20 |
|
|
|
20 |
|
4.125%, 06/15/2029 |
|
|
1,434 |
|
|
|
1,358 |
|
3.500%, 09/01/2030 |
|
|
1,630 |
|
|
|
1,470 |
|
3.500%, 07/15/2051 |
|
|
672 |
|
|
|
449 |
|
2.375%, 07/15/2031 |
|
|
751 |
|
|
|
617 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
60 |
|
|
|
52 |
|
4.800%, 03/15/2047 |
|
|
30 |
|
|
|
25 |
|
4.625%, 12/01/2042 |
|
|
170 |
|
|
|
143 |
|
4.500%, 04/01/2025 |
|
|
80 |
|
|
|
79 |
|
3.950%, 03/15/2027 |
|
|
70 |
|
|
|
68 |
|
3.700%, 03/23/2029 |
|
|
3,205 |
|
|
|
3,006 |
|
2.150%, 02/03/2032 |
|
|
130 |
|
|
|
104 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.625%, 03/03/2037 |
|
|
260 |
|
|
|
227 |
|
3.400%, 01/15/2038 |
|
|
173 |
|
|
|
145 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (D) |
|
|
370 |
|
|
|
374 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
9 |
|
|
|
8 |
|
Merck |
|
|
|
|
|
|
|
|
1.450%, 06/24/2030 |
|
|
300 |
|
|
|
248 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
3.563%, 08/01/2036 |
|
|
730 |
|
|
|
617 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
705 |
|
|
|
633 |
|
2.625%, 04/01/2030 |
|
|
440 |
|
|
|
390 |
|
1.700%, 05/28/2030 |
|
|
420 |
|
|
|
354 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
535 |
|
|
|
505 |
|
5.300%, 05/19/2053 |
|
|
1,249 |
|
|
|
1,205 |
|
4.750%, 05/19/2033 |
|
|
2,184 |
|
|
|
2,128 |
|
Royalty Pharma |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
535 |
|
|
|
508 |
|
Solventum |
|
|
|
|
|
|
|
|
5.900%, 04/30/2054 (D) |
|
|
660 |
|
|
|
631 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.600%, 03/23/2034 (D) |
|
$ |
830 |
|
|
$ |
815 |
|
5.450%, 03/13/2031 (D) |
|
|
630 |
|
|
|
622 |
|
5.400%, 03/01/2029 (D) |
|
|
630 |
|
|
|
628 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
8.125%, 09/15/2031 |
|
|
200 |
|
|
|
222 |
|
7.125%, 01/31/2025 |
|
|
390 |
|
|
|
391 |
|
5.125%, 05/09/2029 |
|
|
1,780 |
|
|
|
1,712 |
|
4.750%, 05/09/2027 |
|
|
200 |
|
|
|
193 |
|
3.150%, 10/01/2026 |
|
|
1,580 |
|
|
|
1,483 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.875%, 02/15/2053 |
|
|
1,174 |
|
|
|
1,219 |
|
5.800%, 03/15/2036 |
|
|
280 |
|
|
|
293 |
|
5.500%, 04/15/2064 |
|
|
139 |
|
|
|
135 |
|
5.375%, 04/15/2054 |
|
|
930 |
|
|
|
903 |
|
5.000%, 04/15/2034 |
|
|
460 |
|
|
|
454 |
|
4.900%, 04/15/2031 |
|
|
559 |
|
|
|
554 |
|
4.625%, 07/15/2035 |
|
|
163 |
|
|
|
156 |
|
4.600%, 04/15/2027 |
|
|
559 |
|
|
|
554 |
|
4.450%, 12/15/2048 |
|
|
90 |
|
|
|
77 |
|
4.250%, 04/15/2047 |
|
|
450 |
|
|
|
374 |
|
4.250%, 06/15/2048 |
|
|
110 |
|
|
|
91 |
|
4.200%, 05/15/2032 |
|
|
290 |
|
|
|
273 |
|
4.000%, 05/15/2029 |
|
|
420 |
|
|
|
404 |
|
3.875%, 12/15/2028 |
|
|
170 |
|
|
|
163 |
|
3.875%, 08/15/2059 |
|
|
360 |
|
|
|
266 |
|
3.700%, 08/15/2049 |
|
|
150 |
|
|
|
113 |
|
3.125%, 05/15/2060 |
|
|
50 |
|
|
|
32 |
|
3.050%, 05/15/2041 |
|
|
127 |
|
|
|
94 |
|
2.300%, 05/15/2031 |
|
|
80 |
|
|
|
67 |
|
2.000%, 05/15/2030 |
|
|
140 |
|
|
|
119 |
|
1.250%, 01/15/2026 |
|
|
170 |
|
|
|
160 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 |
|
|
685 |
|
|
|
630 |
|
Wyeth |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
470 |
|
|
|
495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
92,549 |
|
|
|
|
|
|
|
|
|
|
Industrials — 2.2% |
|
|
|
|
Adani International Container Terminal Pvt |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (D) |
|
|
240 |
|
|
|
201 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 |
|
|
929 |
|
|
|
950 |
|
3.500%, 01/15/2025 |
|
|
232 |
|
|
|
229 |
|
3.300%, 01/30/2032 |
|
|
1,590 |
|
|
|
1,366 |
|
3.000%, 10/29/2028 |
|
|
5,245 |
|
|
|
4,767 |
|
2.450%, 10/29/2026 |
|
|
3,530 |
|
|
|
3,293 |
|
1.650%, 10/29/2024 |
|
|
365 |
|
|
|
360 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.625%, 04/01/2027 |
|
|
221 |
|
|
|
208 |
|
3.625%, 12/01/2027 |
|
|
216 |
|
|
|
204 |
|
3.375%, 07/01/2025 |
|
|
310 |
|
|
|
303 |
|
3.250%, 03/01/2025 |
|
|
1,645 |
|
|
|
1,616 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Air Lease MTN |
|
|
|
|
|
|
|
|
3.000%, 02/01/2030 |
|
$ |
1,320 |
|
|
$ |
1,169 |
|
2.300%, 02/01/2025 |
|
|
355 |
|
|
|
347 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (D) |
|
|
350 |
|
|
|
364 |
|
BAE Systems |
|
|
|
|
|
|
|
|
5.250%, 03/26/2031 (D) |
|
|
1,185 |
|
|
|
1,182 |
|
Boeing |
|
|
|
|
|
|
|
|
7.008%, 05/01/2064 (D) |
|
|
283 |
|
|
|
290 |
|
6.858%, 05/01/2054 (D) |
|
|
424 |
|
|
|
435 |
|
6.528%, 05/01/2034 (D) |
|
|
954 |
|
|
|
977 |
|
6.388%, 05/01/2031 (D) |
|
|
1,452 |
|
|
|
1,478 |
|
6.298%, 05/01/2029 (D) |
|
|
1,579 |
|
|
|
1,601 |
|
6.259%, 05/01/2027 (D) |
|
|
282 |
|
|
|
284 |
|
5.805%, 05/01/2050 |
|
|
1,856 |
|
|
|
1,672 |
|
5.150%, 05/01/2030 |
|
|
90 |
|
|
|
86 |
|
4.875%, 05/01/2025 |
|
|
2,075 |
|
|
|
2,053 |
|
3.750%, 02/01/2050 |
|
|
270 |
|
|
|
177 |
|
3.550%, 03/01/2038 |
|
|
196 |
|
|
|
142 |
|
3.250%, 02/01/2035 |
|
|
120 |
|
|
|
92 |
|
3.200%, 03/01/2029 |
|
|
420 |
|
|
|
372 |
|
3.100%, 05/01/2026 |
|
|
160 |
|
|
|
152 |
|
2.800%, 03/01/2027 |
|
|
190 |
|
|
|
175 |
|
2.700%, 02/01/2027 |
|
|
140 |
|
|
|
129 |
|
2.196%, 02/04/2026 |
|
|
1,120 |
|
|
|
1,053 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (D) |
|
|
80 |
|
|
|
71 |
|
Burlington Northern Santa Fe |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
|
90 |
|
|
|
107 |
|
5.400%, 06/01/2041 |
|
|
50 |
|
|
|
49 |
|
5.200%, 04/15/2054 |
|
|
284 |
|
|
|
272 |
|
4.450%, 01/15/2053 |
|
|
108 |
|
|
|
92 |
|
4.150%, 12/15/2048 |
|
|
150 |
|
|
|
122 |
|
4.050%, 06/15/2048 |
|
|
124 |
|
|
|
100 |
|
2.875%, 06/15/2052 |
|
|
120 |
|
|
|
76 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
44 |
|
|
|
45 |
|
Carrier Global |
|
|
|
|
|
|
|
|
3.577%, 04/05/2050 |
|
|
30 |
|
|
|
22 |
|
Caterpillar Financial Services |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
669 |
|
|
|
662 |
|
Caterpillar Financial Services MTN |
|
|
|
|
|
|
|
|
5.000%, 05/14/2027 |
|
|
814 |
|
|
|
815 |
|
4.850%, 02/27/2029 |
|
|
812 |
|
|
|
812 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
4.000%, 05/01/2032 |
|
|
1,190 |
|
|
|
1,118 |
|
3.700%, 04/01/2027 |
|
|
400 |
|
|
|
385 |
|
Crowley Conro |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
385 |
|
|
|
346 |
|
Daimler Truck Finance North America |
|
|
|
|
|
|
|
|
5.125%, 09/25/2029 (D) |
|
|
229 |
|
|
|
227 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
190 |
|
|
|
149 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.100%, 04/15/2030 |
|
$ |
100 |
|
|
$ |
91 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.375%, 01/15/2026 |
|
|
580 |
|
|
|
592 |
|
4.750%, 10/20/2028 (D) |
|
|
1,321 |
|
|
|
1,287 |
|
4.500%, 10/20/2025 (D) |
|
|
245 |
|
|
|
242 |
|
4.375%, 04/19/2028 |
|
|
153 |
|
|
|
147 |
|
2.900%, 10/28/2024 |
|
|
60 |
|
|
|
59 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
3,163 |
|
|
|
2,875 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (D) |
|
|
990 |
|
|
|
940 |
|
Eaton |
|
|
|
|
|
|
|
|
4.150%, 11/02/2042 |
|
|
140 |
|
|
|
119 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
280 |
|
|
|
176 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
330 |
|
|
|
290 |
|
4.250%, 04/01/2050 |
|
|
200 |
|
|
|
168 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.064%, TSFR3M + 0.742%, 08/15/2036 (B) |
|
|
2,400 |
|
|
|
2,275 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (D) |
|
|
330 |
|
|
|
337 |
|
Honeywell International |
|
|
|
|
|
|
|
|
5.350%, 03/01/2064 |
|
|
279 |
|
|
|
271 |
|
5.250%, 03/01/2054 |
|
|
279 |
|
|
|
271 |
|
5.000%, 03/01/2035 |
|
|
800 |
|
|
|
793 |
|
John Deere Capital |
|
|
|
|
|
|
|
|
4.500%, 01/08/2027 |
|
|
936 |
|
|
|
927 |
|
4.500%, 01/16/2029 |
|
|
936 |
|
|
|
920 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.150%, 09/08/2026 |
|
|
928 |
|
|
|
930 |
|
5.100%, 04/11/2034 |
|
|
677 |
|
|
|
675 |
|
5.050%, 06/12/2034 |
|
|
858 |
|
|
|
852 |
|
4.950%, 07/14/2028 |
|
|
212 |
|
|
|
212 |
|
4.900%, 06/11/2027 |
|
|
819 |
|
|
|
817 |
|
4.850%, 06/11/2029 |
|
|
956 |
|
|
|
953 |
|
4.150%, 09/15/2027 |
|
|
534 |
|
|
|
522 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
180 |
|
|
|
166 |
|
4.854%, 04/27/2035 |
|
|
80 |
|
|
|
76 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
5.200%, 02/15/2064 |
|
|
550 |
|
|
|
520 |
|
4.800%, 08/15/2034 |
|
|
558 |
|
|
|
545 |
|
4.500%, 05/15/2036 |
|
|
90 |
|
|
|
84 |
|
4.150%, 06/15/2053 |
|
|
1,220 |
|
|
|
984 |
|
4.070%, 12/15/2042 |
|
|
91 |
|
|
|
77 |
|
3.900%, 06/15/2032 |
|
|
230 |
|
|
|
215 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (D) |
|
|
331 |
|
|
|
332 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
350 |
|
|
|
332 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.900%, 06/01/2034 |
|
$ |
900 |
|
|
$ |
875 |
|
4.030%, 10/15/2047 |
|
|
192 |
|
|
|
152 |
|
3.250%, 01/15/2028 |
|
|
1,074 |
|
|
|
1,012 |
|
2.930%, 01/15/2025 |
|
|
810 |
|
|
|
798 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
3.112%, 02/15/2040 |
|
|
315 |
|
|
|
234 |
|
2.056%, 04/05/2025 |
|
|
220 |
|
|
|
214 |
|
Owens Corning |
|
|
|
|
|
|
|
|
5.950%, 06/15/2054 |
|
|
247 |
|
|
|
249 |
|
5.700%, 06/15/2034 |
|
|
412 |
|
|
|
416 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
4.250%, 09/15/2027 |
|
|
760 |
|
|
|
740 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (D) |
|
|
320 |
|
|
|
317 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (D) |
|
|
2,170 |
|
|
|
2,031 |
|
Republic Services |
|
|
|
|
|
|
|
|
5.200%, 11/15/2034 |
|
|
680 |
|
|
|
675 |
|
5.000%, 11/15/2029 |
|
|
547 |
|
|
|
545 |
|
3.950%, 05/15/2028 |
|
|
335 |
|
|
|
322 |
|
1.450%, 02/15/2031 |
|
|
1,285 |
|
|
|
1,019 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
552 |
|
|
|
602 |
|
6.100%, 03/15/2034 |
|
|
547 |
|
|
|
576 |
|
6.000%, 03/15/2031 |
|
|
410 |
|
|
|
427 |
|
RTX Corp |
|
|
|
|
|
|
|
|
4.625%, 11/16/2048 |
|
|
51 |
|
|
|
44 |
|
4.500%, 06/01/2042 |
|
|
320 |
|
|
|
277 |
|
4.450%, 11/16/2038 |
|
|
63 |
|
|
|
56 |
|
4.150%, 05/15/2045 |
|
|
59 |
|
|
|
48 |
|
4.125%, 11/16/2028 |
|
|
280 |
|
|
|
269 |
|
3.950%, 08/16/2025 |
|
|
190 |
|
|
|
187 |
|
3.150%, 12/15/2024 |
|
|
200 |
|
|
|
197 |
|
3.030%, 03/15/2052 |
|
|
430 |
|
|
|
274 |
|
2.250%, 07/01/2030 |
|
|
420 |
|
|
|
359 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (D) |
|
|
250 |
|
|
|
234 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (D) |
|
|
375 |
|
|
|
274 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (D) |
|
|
330 |
|
|
|
340 |
|
6.625%, 03/01/2032 (D) |
|
|
220 |
|
|
|
222 |
|
6.375%, 03/01/2029 (D) |
|
|
200 |
|
|
|
201 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
1,030 |
|
|
|
756 |
|
3.750%, 02/05/2070 |
|
|
230 |
|
|
|
160 |
|
3.250%, 02/05/2050 |
|
|
480 |
|
|
|
335 |
|
2.891%, 04/06/2036 |
|
|
1,595 |
|
|
|
1,285 |
|
2.800%, 02/14/2032 |
|
|
345 |
|
|
|
298 |
|
2.375%, 05/20/2031 |
|
|
254 |
|
|
|
216 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (D) |
|
|
510 |
|
|
|
475 |
|
4.375%, 04/15/2026 (D) |
|
|
300 |
|
|
|
290 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
United Airlines Class A Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 01/15/2036 |
|
$ |
2,100 |
|
|
$ |
2,132 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
240 |
|
|
|
235 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (D) |
|
|
570 |
|
|
|
568 |
|
4.875%, 01/15/2028 |
|
|
150 |
|
|
|
145 |
|
3.875%, 11/15/2027 |
|
|
100 |
|
|
|
94 |
|
3.875%, 02/15/2031 |
|
|
920 |
|
|
|
821 |
|
3.750%, 01/15/2032 |
|
|
300 |
|
|
|
261 |
|
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
|
365 |
|
|
|
361 |
|
Waste Connections |
|
|
|
|
|
|
|
|
5.000%, 03/01/2034 |
|
|
440 |
|
|
|
430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
77,317 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 1.3% |
|
|
|
|
Adobe |
|
|
|
|
|
|
|
|
4.950%, 04/04/2034 |
|
|
810 |
|
|
|
806 |
|
4.800%, 04/04/2029 |
|
|
679 |
|
|
|
680 |
|
Analog Devices |
|
|
|
|
|
|
|
|
5.300%, 04/01/2054 |
|
|
489 |
|
|
|
477 |
|
5.050%, 04/01/2034 |
|
|
543 |
|
|
|
541 |
|
Apple |
|
|
|
|
|
|
|
|
3.950%, 08/08/2052 |
|
|
512 |
|
|
|
416 |
|
3.200%, 05/13/2025 |
|
|
64 |
|
|
|
63 |
|
2.650%, 05/11/2050 |
|
|
212 |
|
|
|
135 |
|
2.650%, 02/08/2051 |
|
|
164 |
|
|
|
104 |
|
2.375%, 02/08/2041 |
|
|
195 |
|
|
|
134 |
|
Applied Materials |
|
|
|
|
|
|
|
|
4.800%, 06/15/2029 |
|
|
273 |
|
|
|
273 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
1,150 |
|
|
|
1,082 |
|
4.150%, 11/15/2030 |
|
|
370 |
|
|
|
349 |
|
3.419%, 04/15/2033 (D) |
|
|
529 |
|
|
|
456 |
|
3.187%, 11/15/2036 (D) |
|
|
10 |
|
|
|
8 |
|
3.150%, 11/15/2025 |
|
|
314 |
|
|
|
304 |
|
3.137%, 11/15/2035 (D) |
|
|
1,040 |
|
|
|
833 |
|
2.450%, 02/15/2031 (D) |
|
|
418 |
|
|
|
352 |
|
Cisco Systems |
|
|
|
|
|
|
|
|
5.300%, 02/26/2054 |
|
|
406 |
|
|
|
398 |
|
5.050%, 02/26/2034 |
|
|
1,998 |
|
|
|
1,996 |
|
4.950%, 02/26/2031 |
|
|
541 |
|
|
|
541 |
|
4.800%, 02/26/2027 |
|
|
812 |
|
|
|
810 |
|
CommScope |
|
|
|
|
|
|
|
|
4.750%, 09/01/2029 (D) |
|
|
140 |
|
|
|
97 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
29 |
|
|
|
29 |
|
Global Payments |
|
|
|
|
|
|
|
|
4.450%, 06/01/2028 |
|
|
1,845 |
|
|
|
1,783 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
373 |
|
|
|
372 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.700%, 02/10/2053 |
|
$ |
533 |
|
|
$ |
524 |
|
5.625%, 02/10/2043 |
|
|
153 |
|
|
|
152 |
|
5.600%, 02/21/2054 |
|
|
406 |
|
|
|
393 |
|
5.125%, 02/10/2030 |
|
|
320 |
|
|
|
321 |
|
5.000%, 02/21/2031 |
|
|
407 |
|
|
|
405 |
|
4.750%, 03/25/2050 |
|
|
170 |
|
|
|
146 |
|
3.050%, 08/12/2051 |
|
|
270 |
|
|
|
171 |
|
2.800%, 08/12/2041 |
|
|
230 |
|
|
|
159 |
|
1.600%, 08/12/2028 |
|
|
540 |
|
|
|
473 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
531 |
|
|
|
533 |
|
5.250%, 09/15/2026 |
|
|
664 |
|
|
|
667 |
|
5.200%, 09/15/2033 |
|
|
530 |
|
|
|
532 |
|
5.125%, 09/15/2028 |
|
|
530 |
|
|
|
535 |
|
KLA |
|
|
|
|
|
|
|
|
4.700%, 02/01/2034 |
|
|
540 |
|
|
|
525 |
|
3.300%, 03/01/2050 |
|
|
219 |
|
|
|
154 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
925 |
|
|
|
853 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
5.950%, 09/15/2033 |
|
|
398 |
|
|
|
411 |
|
5.750%, 02/15/2029 |
|
|
398 |
|
|
|
406 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
80 |
|
|
|
63 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
397 |
|
|
|
405 |
|
5.375%, 04/15/2028 |
|
|
1,340 |
|
|
|
1,346 |
|
5.300%, 01/15/2031 |
|
|
350 |
|
|
|
349 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
1,030 |
|
|
|
898 |
|
2.921%, 03/17/2052 |
|
|
105 |
|
|
|
71 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
310 |
|
|
|
234 |
|
2.850%, 04/01/2030 |
|
|
230 |
|
|
|
209 |
|
NXP BV |
|
|
|
|
|
|
|
|
2.700%, 05/01/2025 |
|
|
280 |
|
|
|
273 |
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (D) |
|
|
304 |
|
|
|
316 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
290 |
|
|
|
325 |
|
4.650%, 05/06/2030 |
|
|
330 |
|
|
|
323 |
|
4.000%, 07/15/2046 |
|
|
464 |
|
|
|
354 |
|
3.950%, 03/25/2051 |
|
|
1,596 |
|
|
|
1,180 |
|
3.900%, 05/15/2035 |
|
|
1,615 |
|
|
|
1,400 |
|
3.800%, 11/15/2037 |
|
|
2,255 |
|
|
|
1,858 |
|
3.600%, 04/01/2040 |
|
|
915 |
|
|
|
703 |
|
3.600%, 04/01/2050 |
|
|
140 |
|
|
|
98 |
|
2.950%, 11/15/2024 |
|
|
315 |
|
|
|
312 |
|
2.950%, 04/01/2030 |
|
|
860 |
|
|
|
765 |
|
2.875%, 03/25/2031 |
|
|
1,040 |
|
|
|
898 |
|
1.650%, 03/25/2026 |
|
|
890 |
|
|
|
834 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
2.300%, 06/01/2030 |
|
|
1,685 |
|
|
|
1,453 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.650%, 06/01/2025 |
|
$ |
400 |
|
|
$ |
386 |
|
Prosus |
|
|
|
|
|
|
|
|
3.832%, 02/08/2051 (D) |
|
|
320 |
|
|
|
208 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (D) |
|
|
730 |
|
|
|
493 |
|
3.061%, 07/13/2031 (D) |
|
|
2,100 |
|
|
|
1,738 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
6.000%, 05/20/2053 |
|
|
603 |
|
|
|
651 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
420 |
|
|
|
398 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.700%, 04/11/2028 |
|
|
670 |
|
|
|
646 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,435 |
|
|
|
1,726 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.150%, 02/08/2054 |
|
|
270 |
|
|
|
258 |
|
5.000%, 03/14/2053 |
|
|
589 |
|
|
|
553 |
|
4.150%, 05/15/2048 |
|
|
300 |
|
|
|
249 |
|
1.750%, 05/04/2030 |
|
|
290 |
|
|
|
245 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (D) |
|
|
675 |
|
|
|
546 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
690 |
|
|
|
599 |
|
3.650%, 09/15/2047 |
|
|
235 |
|
|
|
182 |
|
VMware |
|
|
|
|
|
|
|
|
1.400%, 08/15/2026 |
|
|
375 |
|
|
|
345 |
|
1.000%, 08/15/2024 |
|
|
831 |
|
|
|
826 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
495 |
|
|
|
463 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45,578 |
|
|
|
|
|
|
|
|
|
|
Materials — 1.0% |
|
|
|
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,425 |
|
|
|
2,341 |
|
Anglo American Capital |
|
|
|
|
|
|
|
|
5.750%, 04/05/2034 (D) |
|
|
1,307 |
|
|
|
1,304 |
|
4.750%, 04/10/2027 (D) |
|
|
720 |
|
|
|
707 |
|
4.000%, 09/11/2027 (D) |
|
|
200 |
|
|
|
192 |
|
3.625%, 09/11/2024 (D) |
|
|
710 |
|
|
|
706 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
7.000%, 10/15/2039 |
|
|
120 |
|
|
|
129 |
|
6.000%, 06/17/2034 |
|
|
1,400 |
|
|
|
1,399 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
370 |
|
|
|
313 |
|
Barrick North America Finance |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
290 |
|
|
|
288 |
|
5.700%, 05/30/2041 |
|
|
509 |
|
|
|
503 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.650%, 01/15/2034 (D) |
|
|
450 |
|
|
|
440 |
|
1.650%, 01/15/2027 |
|
|
2,985 |
|
|
|
2,718 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
410 |
|
|
|
382 |
|
4.125%, 02/24/2042 |
|
|
40 |
|
|
|
34 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Celanese US Holdings |
|
|
|
|
|
|
|
|
6.550%, 11/15/2030 |
|
$ |
1,840 |
|
|
$ |
1,923 |
|
6.379%, 07/15/2032 |
|
|
622 |
|
|
|
639 |
|
6.050%, 03/15/2025 |
|
|
345 |
|
|
|
345 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
5.600%, 02/15/2054 |
|
|
405 |
|
|
|
390 |
|
5.250%, 11/15/2041 |
|
|
25 |
|
|
|
23 |
|
5.150%, 02/15/2034 |
|
|
542 |
|
|
|
530 |
|
4.800%, 05/15/2049 |
|
|
360 |
|
|
|
307 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
|
830 |
|
|
|
818 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (D) |
|
|
200 |
|
|
|
209 |
|
6.875%, 10/15/2027 (D) |
|
|
220 |
|
|
|
215 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
785 |
|
|
|
746 |
|
4.625%, 08/01/2030 |
|
|
180 |
|
|
|
173 |
|
4.550%, 11/14/2024 |
|
|
40 |
|
|
|
40 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
5.634%, 04/04/2034 (D) |
|
|
947 |
|
|
|
932 |
|
5.371%, 04/04/2029 (D) |
|
|
1,085 |
|
|
|
1,080 |
|
4.000%, 03/27/2027 (D) |
|
|
1,200 |
|
|
|
1,157 |
|
3.875%, 10/27/2027 (D) |
|
|
220 |
|
|
|
210 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
1,535 |
|
|
|
1,316 |
|
4.375%, 06/01/2047 |
|
|
230 |
|
|
|
177 |
|
3.468%, 12/01/2050 (D) |
|
|
55 |
|
|
|
36 |
|
3.268%, 11/15/2040 (D) |
|
|
535 |
|
|
|
379 |
|
2.300%, 11/01/2030 (D) |
|
|
1,425 |
|
|
|
1,188 |
|
1.832%, 10/15/2027 (D) |
|
|
130 |
|
|
|
116 |
|
LYB International Finance III |
|
|
|
|
|
|
|
|
5.500%, 03/01/2034 |
|
|
745 |
|
|
|
737 |
|
3.625%, 04/01/2051 |
|
|
547 |
|
|
|
376 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (D) |
|
|
680 |
|
|
|
657 |
|
OCP |
|
|
|
|
|
|
|
|
7.500%, 05/02/2054 (D) |
|
|
230 |
|
|
|
235 |
|
6.750%, 05/02/2034 (D) |
|
|
1,510 |
|
|
|
1,549 |
|
5.125%, 06/23/2051 (D) |
|
|
360 |
|
|
|
270 |
|
4.500%, 10/22/2025 (D) |
|
|
400 |
|
|
|
392 |
|
3.750%, 06/23/2031 (D) |
|
|
410 |
|
|
|
353 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (D) |
|
|
780 |
|
|
|
645 |
|
1.875%, 05/11/2026 (D) |
|
|
820 |
|
|
|
765 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
2,620 |
|
|
|
2,446 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 |
|
|
1,280 |
|
|
|
1,115 |
|
Teck Resources |
|
|
|
|
|
|
|
|
6.250%, 07/15/2041 |
|
|
5 |
|
|
|
5 |
|
6.000%, 08/15/2040 |
|
|
30 |
|
|
|
30 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
874 |
|
|
|
938 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.250%, 08/10/2026 |
|
$ |
32 |
|
|
$ |
32 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,950 |
|
|
|
|
|
|
|
|
|
|
Real Estate — 0.8% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
|
115 |
|
|
|
90 |
|
2.000%, 06/15/2028 |
|
|
500 |
|
|
|
442 |
|
American Assets Trust |
|
|
|
|
|
|
|
|
3.375%, 02/01/2031 |
|
|
1,370 |
|
|
|
1,123 |
|
American Homes 4 Rent |
|
|
|
|
|
|
|
|
5.500%, 07/15/2034 |
|
|
547 |
|
|
|
538 |
|
4.300%, 04/15/2052 |
|
|
701 |
|
|
|
543 |
|
3.625%, 04/15/2032 |
|
|
1,479 |
|
|
|
1,293 |
|
American Tower |
|
|
|
|
|
|
|
|
5.900%, 11/15/2033 |
|
|
402 |
|
|
|
412 |
|
5.650%, 03/15/2033 |
|
|
1,143 |
|
|
|
1,150 |
|
5.550%, 07/15/2033 |
|
|
1,280 |
|
|
|
1,279 |
|
5.500%, 03/15/2028 |
|
|
533 |
|
|
|
536 |
|
2.950%, 01/15/2051 |
|
|
133 |
|
|
|
83 |
|
2.700%, 04/15/2031 |
|
|
1,900 |
|
|
|
1,607 |
|
1.875%, 10/15/2030 |
|
|
880 |
|
|
|
716 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
505 |
|
|
|
430 |
|
Boston Properties |
|
|
|
|
|
|
|
|
3.400%, 06/21/2029 |
|
|
720 |
|
|
|
640 |
|
Brandywine Operating Partnership |
|
|
|
|
|
|
|
|
3.950%, 11/15/2027 |
|
|
17 |
|
|
|
15 |
|
Brixmor Operating Partnership |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
441 |
|
|
|
363 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
265 |
|
|
|
235 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.800%, 03/01/2034 |
|
|
827 |
|
|
|
835 |
|
2.900%, 04/01/2041 |
|
|
244 |
|
|
|
169 |
|
2.100%, 04/01/2031 |
|
|
453 |
|
|
|
367 |
|
DOC DR |
|
|
|
|
|
|
|
|
3.950%, 01/15/2028 |
|
|
30 |
|
|
|
29 |
|
Equinix |
|
|
|
|
|
|
|
|
3.900%, 04/15/2032 |
|
|
1,715 |
|
|
|
1,559 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
238 |
|
|
|
198 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
3.900%, 04/01/2029 |
|
|
226 |
|
|
|
213 |
|
3.875%, 12/15/2027 |
|
|
5 |
|
|
|
5 |
|
2.550%, 06/01/2031 |
|
|
735 |
|
|
|
612 |
|
2.400%, 10/15/2031 |
|
|
525 |
|
|
|
431 |
|
2.200%, 10/15/2030 |
|
|
371 |
|
|
|
308 |
|
GLP Capital |
|
|
|
|
|
|
|
|
5.375%, 04/15/2026 |
|
|
695 |
|
|
|
689 |
|
5.250%, 06/01/2025 |
|
|
80 |
|
|
|
79 |
|
4.000%, 01/15/2030 |
|
|
68 |
|
|
|
62 |
|
4.000%, 01/15/2031 |
|
|
50 |
|
|
|
45 |
|
3.250%, 01/15/2032 |
|
|
1,256 |
|
|
|
1,056 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.625%, 01/15/2028 |
|
$ |
115 |
|
|
$ |
106 |
|
3.100%, 02/15/2030 |
|
|
1,570 |
|
|
|
1,373 |
|
2.050%, 03/15/2031 |
|
|
273 |
|
|
|
211 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
470 |
|
|
|
362 |
|
3.950%, 11/01/2027 |
|
|
1,173 |
|
|
|
981 |
|
3.250%, 01/15/2030 |
|
|
15 |
|
|
|
10 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
189 |
|
|
|
186 |
|
4.150%, 04/15/2032 |
|
|
599 |
|
|
|
547 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
295 |
|
|
|
306 |
|
Mid-America Apartments |
|
|
|
|
|
|
|
|
5.300%, 02/15/2032 |
|
|
410 |
|
|
|
408 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
202 |
|
|
|
205 |
|
5.125%, 02/15/2034 |
|
|
578 |
|
|
|
561 |
|
4.900%, 07/15/2033 |
|
|
397 |
|
|
|
380 |
|
3.400%, 01/15/2030 |
|
|
276 |
|
|
|
251 |
|
2.850%, 12/15/2032 |
|
|
334 |
|
|
|
275 |
|
2.200%, 06/15/2028 |
|
|
247 |
|
|
|
221 |
|
2.100%, 03/15/2028 |
|
|
258 |
|
|
|
231 |
|
Regency Centers |
|
|
|
|
|
|
|
|
5.250%, 01/15/2034 |
|
|
541 |
|
|
|
527 |
|
2.950%, 09/15/2029 |
|
|
631 |
|
|
|
566 |
|
Rexford Industrial Realty |
|
|
|
|
|
|
|
|
2.150%, 09/01/2031 |
|
|
512 |
|
|
|
408 |
|
Sabra Health Care |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
715 |
|
|
|
646 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.375%, 06/15/2029 |
|
|
350 |
|
|
|
344 |
|
Store Capital |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
294 |
|
|
|
278 |
|
4.500%, 03/15/2028 |
|
|
265 |
|
|
|
252 |
|
2.750%, 11/18/2030 |
|
|
407 |
|
|
|
337 |
|
2.700%, 12/01/2031 |
|
|
160 |
|
|
|
128 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
4.200%, 04/15/2032 |
|
|
599 |
|
|
|
537 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.125%, 05/15/2032 |
|
|
416 |
|
|
|
396 |
|
4.950%, 02/15/2030 |
|
|
160 |
|
|
|
154 |
|
4.625%, 06/15/2025 (D) |
|
|
75 |
|
|
|
74 |
|
4.500%, 01/15/2028 (D) |
|
|
208 |
|
|
|
200 |
|
4.125%, 08/15/2030 (D) |
|
|
39 |
|
|
|
36 |
|
3.875%, 02/15/2029 (D) |
|
|
305 |
|
|
|
282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,931 |
|
|
|
|
|
|
|
|
|
|
Utilities — 2.2% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
6.650%, 02/15/2033 |
|
|
500 |
|
|
|
524 |
|
AEP Transmission |
|
|
|
|
|
|
|
|
5.150%, 04/01/2034 |
|
|
2,230 |
|
|
|
2,179 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
$ |
965 |
|
|
$ |
717 |
|
Alliant Energy Finance |
|
|
|
|
|
|
|
|
3.600%, 03/01/2032 (D) |
|
|
300 |
|
|
|
261 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
875 |
|
|
|
876 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (D) |
|
|
1,386 |
|
|
|
1,153 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
2.250%, 06/15/2031 |
|
|
357 |
|
|
|
297 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
1,060 |
|
|
|
646 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (D) |
|
|
35 |
|
|
|
29 |
|
Brooklyn Union Gas |
|
|
|
|
|
|
|
|
6.388%, 09/15/2033 (D) |
|
|
200 |
|
|
|
204 |
|
CenterPoint Energy Houston Electric |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
399 |
|
|
|
403 |
|
5.150%, 03/01/2034 |
|
|
2,525 |
|
|
|
2,505 |
|
3.600%, 03/01/2052 |
|
|
264 |
|
|
|
191 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (D) |
|
|
885 |
|
|
|
896 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
700 |
|
|
|
693 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
3.875%, 07/26/2033 (D) |
|
|
270 |
|
|
|
216 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
267 |
|
|
|
273 |
|
5.700%, 05/15/2054 |
|
|
273 |
|
|
|
272 |
|
5.500%, 03/15/2034 |
|
|
681 |
|
|
|
692 |
|
5.375%, 05/15/2034 |
|
|
411 |
|
|
|
413 |
|
4.450%, 03/15/2044 |
|
|
805 |
|
|
|
686 |
|
3.950%, 04/01/2050 |
|
|
130 |
|
|
|
102 |
|
3.350%, 04/01/2030 |
|
|
180 |
|
|
|
165 |
|
3.200%, 12/01/2051 |
|
|
81 |
|
|
|
53 |
|
Constellation Energy Generation |
|
|
|
|
|
|
|
|
5.600%, 03/01/2028 |
|
|
935 |
|
|
|
947 |
|
Consumers 2023 Securitization Funding |
|
|
|
|
|
|
|
|
5.550%, 03/01/2028 |
|
|
810 |
|
|
|
810 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 (C) |
|
|
980 |
|
|
|
976 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.650%, 03/01/2052 |
|
|
191 |
|
|
|
140 |
|
2.950%, 03/01/2050 |
|
|
417 |
|
|
|
269 |
|
DTE Energy |
|
|
|
|
|
|
|
|
5.850%, 06/01/2034 |
|
|
383 |
|
|
|
388 |
|
2.529%, 10/01/2024 (C) |
|
|
830 |
|
|
|
822 |
|
1.050%, 06/01/2025 |
|
|
1,055 |
|
|
|
1,012 |
|
Duke Energy |
|
|
|
|
|
|
|
|
3.500%, 06/15/2051 |
|
|
221 |
|
|
|
149 |
|
3.150%, 08/15/2027 |
|
|
280 |
|
|
|
264 |
|
0.900%, 09/15/2025 |
|
|
705 |
|
|
|
668 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Duke Energy Carolinas |
|
|
|
|
|
|
|
|
5.400%, 01/15/2054 |
|
$ |
267 |
|
|
$ |
256 |
|
5.350%, 01/15/2053 |
|
|
785 |
|
|
|
746 |
|
4.950%, 01/15/2033 |
|
|
1,322 |
|
|
|
1,299 |
|
4.250%, 12/15/2041 |
|
|
878 |
|
|
|
734 |
|
4.000%, 09/30/2042 |
|
|
1,000 |
|
|
|
805 |
|
3.550%, 03/15/2052 |
|
|
323 |
|
|
|
228 |
|
2.850%, 03/15/2032 |
|
|
443 |
|
|
|
380 |
|
2.550%, 04/15/2031 |
|
|
163 |
|
|
|
139 |
|
Duke Energy Florida |
|
|
|
|
|
|
|
|
5.875%, 11/15/2033 |
|
|
140 |
|
|
|
145 |
|
3.200%, 01/15/2027 |
|
|
295 |
|
|
|
282 |
|
2.400%, 12/15/2031 |
|
|
356 |
|
|
|
296 |
|
Duke Energy Indiana |
|
|
|
|
|
|
|
|
4.200%, 03/15/2042 |
|
|
30 |
|
|
|
25 |
|
2.750%, 04/01/2050 |
|
|
280 |
|
|
|
169 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
990 |
|
|
|
981 |
|
Duke Energy Progress |
|
|
|
|
|
|
|
|
4.100%, 05/15/2042 |
|
|
425 |
|
|
|
348 |
|
2.500%, 08/15/2050 |
|
|
360 |
|
|
|
207 |
|
Electricite de France |
|
|
|
|
|
|
|
|
6.000%, 04/22/2064 (D) |
|
|
840 |
|
|
|
781 |
|
Entergy Arkansas |
|
|
|
|
|
|
|
|
5.150%, 01/15/2033 |
|
|
535 |
|
|
|
529 |
|
2.650%, 06/15/2051 |
|
|
321 |
|
|
|
187 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
100 |
|
|
|
95 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
5.950%, 02/01/2029 |
|
|
3,520 |
|
|
|
3,597 |
|
5.950%, 07/15/2034 |
|
|
326 |
|
|
|
329 |
|
5.850%, 04/15/2031 |
|
|
543 |
|
|
|
550 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
760 |
|
|
|
758 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
940 |
|
|
|
902 |
|
1.600%, 01/15/2026 |
|
|
180 |
|
|
|
169 |
|
FirstEnergy Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (D) |
|
|
275 |
|
|
|
275 |
|
5.150%, 03/30/2026 (D) |
|
|
268 |
|
|
|
266 |
|
4.300%, 01/15/2029 (D) |
|
|
420 |
|
|
|
404 |
|
3.250%, 03/15/2028 (D) |
|
|
348 |
|
|
|
326 |
|
FirstEnergy Transmission |
|
|
|
|
|
|
|
|
5.450%, 07/15/2044 (D) |
|
|
35 |
|
|
|
33 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
5.600%, 06/15/2054 |
|
|
357 |
|
|
|
361 |
|
4.400%, 05/15/2028 |
|
|
1,275 |
|
|
|
1,252 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.550%, 03/15/2046 |
|
|
325 |
|
|
|
273 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
5.700%, 10/15/2033 |
|
|
1,755 |
|
|
|
1,775 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
2.750%, 03/01/2032 (D) |
|
|
1,817 |
|
|
|
1,502 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.994%, 03/06/2033 (D) |
|
$ |
55 |
|
|
$ |
55 |
|
3.586%, 01/18/2052 (D) |
|
|
2,595 |
|
|
|
1,710 |
|
2.742%, 08/15/2026 (D) |
|
|
1,025 |
|
|
|
967 |
|
Louisville Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
1,300 |
|
|
|
1,306 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
830 |
|
|
|
749 |
|
2.700%, 08/01/2052 |
|
|
309 |
|
|
|
185 |
|
Mid-Atlantic Interstate Transmission |
|
|
|
|
|
|
|
|
4.100%, 05/15/2028 (D) |
|
|
162 |
|
|
|
156 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
182 |
|
|
|
149 |
|
3.100%, 07/30/2051 |
|
|
428 |
|
|
|
271 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
275 |
|
|
|
269 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
1,095 |
|
|
|
1,097 |
|
5.250%, 03/15/2034 |
|
|
1,015 |
|
|
|
997 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
149 |
|
|
|
145 |
|
5.350%, 04/01/2034 |
|
|
1,240 |
|
|
|
1,216 |
|
Northern States Power |
|
|
|
|
|
|
|
|
5.400%, 03/15/2054 |
|
|
216 |
|
|
|
208 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2034 |
|
|
412 |
|
|
|
412 |
|
Oncor Electric Delivery |
|
|
|
|
|
|
|
|
5.550%, 06/15/2054 (D) |
|
|
464 |
|
|
|
455 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.100%, 01/15/2029 |
|
|
1,540 |
|
|
|
1,576 |
|
5.800%, 05/15/2034 |
|
|
859 |
|
|
|
854 |
|
4.950%, 07/01/2050 |
|
|
1,141 |
|
|
|
943 |
|
4.750%, 02/15/2044 |
|
|
120 |
|
|
|
98 |
|
4.200%, 06/01/2041 |
|
|
207 |
|
|
|
162 |
|
3.950%, 12/01/2047 |
|
|
845 |
|
|
|
605 |
|
3.500%, 08/01/2050 |
|
|
265 |
|
|
|
173 |
|
3.300%, 08/01/2040 |
|
|
60 |
|
|
|
43 |
|
2.500%, 02/01/2031 |
|
|
1,595 |
|
|
|
1,315 |
|
2.100%, 08/01/2027 |
|
|
1,705 |
|
|
|
1,538 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
2.900%, 06/15/2052 |
|
|
1,330 |
|
|
|
784 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
|
900 |
|
|
|
737 |
|
2.850%, 09/15/2051 |
|
|
431 |
|
|
|
266 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (D) |
|
|
500 |
|
|
|
493 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 |
|
|
250 |
|
|
|
250 |
|
3.350%, 06/01/2050 |
|
|
1,396 |
|
|
|
916 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.125%, 03/15/2053 |
|
|
545 |
|
|
|
517 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.700%, 05/01/2050 |
|
$ |
167 |
|
|
$ |
105 |
|
2.050%, 08/01/2050 |
|
|
100 |
|
|
|
54 |
|
1.900%, 08/15/2031 |
|
|
613 |
|
|
|
496 |
|
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
5.875%, 10/15/2028 |
|
|
547 |
|
|
|
559 |
|
5.450%, 04/01/2034 |
|
|
459 |
|
|
|
455 |
|
5.200%, 04/01/2029 |
|
|
407 |
|
|
|
406 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
5.250%, 04/01/2053 |
|
|
1,090 |
|
|
|
996 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
241 |
|
|
|
155 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
695 |
|
|
|
540 |
|
4.050%, 03/15/2042 |
|
|
5 |
|
|
|
4 |
|
3.700%, 08/01/2025 |
|
|
99 |
|
|
|
97 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
900 |
|
|
|
783 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.150%, 09/15/2032 |
|
|
500 |
|
|
|
497 |
|
4.400%, 05/30/2047 |
|
|
500 |
|
|
|
406 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
5.300%, 04/01/2033 |
|
|
925 |
|
|
|
896 |
|
3.250%, 11/01/2051 |
|
|
400 |
|
|
|
252 |
|
1.650%, 03/15/2026 |
|
|
1,575 |
|
|
|
1,481 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
845 |
|
|
|
607 |
|
Texas Electric Market Stabilization Funding |
|
|
|
|
|
|
|
|
4.265%, 08/01/2034 (D) |
|
|
1,788 |
|
|
|
1,717 |
|
Union Electric |
|
|
|
|
|
|
|
|
5.200%, 04/01/2034 |
|
|
1,025 |
|
|
|
1,017 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.000%, 04/01/2033 |
|
|
1,041 |
|
|
|
1,013 |
|
5.000%, 01/15/2034 |
|
|
870 |
|
|
|
846 |
|
4.650%, 08/15/2043 |
|
|
585 |
|
|
|
508 |
|
2.950%, 11/15/2051 |
|
|
357 |
|
|
|
223 |
|
Virginia Power Fuel Securitization |
|
|
|
|
|
|
|
|
5.088%, 05/01/2027 |
|
|
485 |
|
|
|
483 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
255 |
|
|
|
226 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
78,734 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,016,428) ($ Thousands) |
|
|
|
|
|
|
957,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 26.6% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
5,430 |
|
|
|
5,502 |
|
4.750%, 11/15/2053 |
|
|
11,610 |
|
|
|
12,002 |
|
4.625%, 05/15/2044 |
|
|
63,670 |
|
|
|
63,551 |
|
4.625%, 05/15/2054 |
|
|
66,116 |
|
|
|
67,035 |
|
4.500%, 02/15/2044 |
|
|
25,238 |
|
|
|
24,757 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.375%, 08/15/2043 |
|
$ |
720 |
|
|
$ |
695 |
|
4.250%, 02/15/2054 |
|
|
25,835 |
|
|
|
24,600 |
|
4.125%, 08/15/2053 |
|
|
3,020 |
|
|
|
2,812 |
|
3.875%, 05/15/2043 |
|
|
1,210 |
|
|
|
1,092 |
|
3.625%, 08/15/2043 |
|
|
2,210 |
|
|
|
1,920 |
|
3.625%, 02/15/2044 |
|
|
50 |
|
|
|
43 |
|
3.625%, 02/15/2053 |
|
|
4,542 |
|
|
|
3,864 |
|
3.375%, 11/15/2048 |
|
|
2,787 |
|
|
|
2,263 |
|
3.250%, 05/15/2042 |
|
|
3,035 |
|
|
|
2,524 |
|
3.125%, 11/15/2041 |
|
|
3,692 |
|
|
|
3,042 |
|
3.125%, 08/15/2044 |
|
|
280 |
|
|
|
224 |
|
3.125%, 05/15/2048 |
|
|
5,285 |
|
|
|
4,110 |
|
3.000%, 02/15/2049 |
|
|
2,420 |
|
|
|
1,833 |
|
3.000%, 08/15/2052 |
|
|
2,125 |
|
|
|
1,599 |
|
2.875%, 08/15/2045 |
|
|
320 |
|
|
|
243 |
|
2.875%, 05/15/2049 |
|
|
3,588 |
|
|
|
2,650 |
|
2.875%, 05/15/2052 |
|
|
9,470 |
|
|
|
6,941 |
|
2.375%, 02/15/2042 |
|
|
146 |
|
|
|
106 |
|
2.375%, 05/15/2051 |
|
|
12,200 |
|
|
|
8,035 |
|
2.250%, 05/15/2041 |
|
|
12,562 |
|
|
|
9,089 |
|
2.250%, 08/15/2046 |
|
|
2,545 |
|
|
|
1,696 |
|
2.000%, 11/15/2041 |
|
|
44,920 |
|
|
|
30,860 |
|
2.000%, 02/15/2050 |
|
|
5,598 |
|
|
|
3,400 |
|
2.000%, 08/15/2051 |
|
|
6,600 |
|
|
|
3,965 |
|
1.875%, 02/15/2041 |
|
|
8,933 |
|
|
|
6,112 |
|
1.875%, 02/15/2051 |
|
|
2,570 |
|
|
|
1,501 |
|
1.875%, 11/15/2051 |
|
|
8,331 |
|
|
|
4,836 |
|
1.750%, 08/15/2041 |
|
|
37,458 |
|
|
|
24,752 |
|
1.625%, 11/15/2050 |
|
|
6,820 |
|
|
|
3,734 |
|
1.375%, 11/15/2040 |
|
|
5,573 |
|
|
|
3,516 |
|
1.375%, 08/15/2050 |
|
|
2,500 |
|
|
|
1,279 |
|
1.125%, 05/15/2040 |
|
|
869 |
|
|
|
535 |
|
0.000%, 05/15/2049 (A) |
|
|
5,380 |
|
|
|
1,716 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
|
2,495 |
|
|
|
2,308 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 10/31/2025 |
|
|
3,040 |
|
|
|
3,040 |
|
4.875%, 11/30/2025 |
|
|
3,085 |
|
|
|
3,082 |
|
4.875%, 04/30/2026 |
|
|
1,650 |
|
|
|
1,652 |
|
4.875%, 05/31/2026 |
|
|
2,595 |
|
|
|
2,600 |
|
4.750%, 07/31/2025 |
|
|
4,590 |
|
|
|
4,574 |
|
4.625%, 02/28/2026 |
|
|
6,425 |
|
|
|
6,402 |
|
4.625%, 06/30/2026 |
|
|
39,520 |
|
|
|
39,449 |
|
4.625%, 09/15/2026 |
|
|
50 |
|
|
|
50 |
|
4.625%, 11/15/2026 |
|
|
6,905 |
|
|
|
6,902 |
|
4.625%, 06/15/2027 |
|
|
54,696 |
|
|
|
54,854 |
|
4.625%, 04/30/2029 |
|
|
4,676 |
|
|
|
4,730 |
|
4.625%, 04/30/2031 |
|
|
86 |
|
|
|
87 |
|
4.625%, 05/31/2031 |
|
|
5,367 |
|
|
|
5,454 |
|
4.500%, 11/30/2024 |
|
|
42 |
|
|
|
42 |
|
4.500%, 05/15/2027 |
|
|
4,355 |
|
|
|
4,349 |
|
4.500%, 05/31/2029 |
|
|
56,700 |
|
|
|
57,085 |
|
4.375%, 11/30/2030 |
|
|
870 |
|
|
|
871 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.375%, 05/15/2034 |
|
$ |
87,884 |
|
|
$ |
87,911 |
|
4.250%, 10/15/2025 |
|
|
8,385 |
|
|
|
8,306 |
|
4.250%, 01/31/2026 |
|
|
5,435 |
|
|
|
5,383 |
|
4.250%, 06/30/2029 |
|
|
165,449 |
|
|
|
164,764 |
|
4.250%, 02/28/2031 |
|
|
49,180 |
|
|
|
48,890 |
|
4.125%, 02/15/2027 |
|
|
7,055 |
|
|
|
6,974 |
|
4.125%, 03/31/2029 |
|
|
150 |
|
|
|
148 |
|
4.125%, 08/31/2030 |
|
|
80 |
|
|
|
79 |
|
4.000%, 01/31/2031 |
|
|
670 |
|
|
|
657 |
|
4.000%, 02/15/2034 |
|
|
1,040 |
|
|
|
1,009 |
|
3.875%, 11/30/2029 |
|
|
240 |
|
|
|
234 |
|
3.750%, 12/31/2028 |
|
|
260 |
|
|
|
253 |
|
3.625%, 03/31/2030 |
|
|
1,581 |
|
|
|
1,522 |
|
3.250%, 06/30/2029 |
|
|
5,088 |
|
|
|
4,834 |
|
2.875%, 04/30/2029 |
|
|
2,092 |
|
|
|
1,956 |
|
2.625%, 07/31/2029 |
|
|
16,350 |
|
|
|
15,066 |
|
2.375%, 05/15/2027 |
|
|
4,605 |
|
|
|
4,337 |
|
2.375%, 03/31/2029 |
|
|
1,653 |
|
|
|
1,512 |
|
2.000%, 11/15/2026 |
|
|
2,432 |
|
|
|
2,289 |
|
1.875%, 02/28/2027 |
|
|
2,928 |
|
|
|
2,732 |
|
1.375%, 10/31/2028 |
|
|
3,346 |
|
|
|
2,950 |
|
1.250%, 04/30/2028 |
|
|
4,850 |
|
|
|
4,309 |
|
1.250%, 06/30/2028 |
|
|
1,783 |
|
|
|
1,577 |
|
1.250%, 09/30/2028 |
|
|
1,340 |
|
|
|
1,178 |
|
1.250%, 08/15/2031 |
|
|
30 |
|
|
|
24 |
|
1.125%, 10/31/2026 |
|
|
3,454 |
|
|
|
3,188 |
|
1.125%, 08/31/2028 |
|
|
7,454 |
|
|
|
6,531 |
|
1.000%, 07/31/2028 |
|
|
2,411 |
|
|
|
2,106 |
|
0.750%, 03/31/2026 |
|
|
1,496 |
|
|
|
1,395 |
|
0.625%, 11/30/2027 |
|
|
1,783 |
|
|
|
1,568 |
|
0.500%, 08/31/2027 |
|
|
2,078 |
|
|
|
1,835 |
|
0.375%, 07/31/2027 |
|
|
5,766 |
|
|
|
5,086 |
|
0.250%, 08/31/2025 |
|
|
18,640 |
|
|
|
17,636 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $973,468) ($ Thousands) |
|
|
944,204 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 8.2% |
Automotive — 1.7% |
|
|
|
|
|
|
|
|
|
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/15/2031 |
|
|
336 |
|
|
|
335 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
588 |
|
|
|
584 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.620%, 11/18/2027 |
|
|
295 |
|
|
|
295 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.810%, 05/18/2028 |
|
|
586 |
|
|
|
589 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (D) |
|
$ |
123 |
|
|
$ |
122 |
|
ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 11/15/2032 (D) |
|
|
850 |
|
|
|
847 |
|
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl A |
|
|
|
|
|
|
|
|
5.230%, 12/20/2030 (D) |
|
|
480 |
|
|
|
476 |
|
Avis Budget Rental Car Funding AESOP, Ser 2024-3A, Cl C |
|
|
|
|
|
|
|
|
6.110%, 12/20/2030 (D) |
|
|
2,400 |
|
|
|
2,382 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 11/25/2025 |
|
|
181 |
|
|
|
180 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 02/25/2028 |
|
|
320 |
|
|
|
321 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 05/17/2027 |
|
|
1,095 |
|
|
|
1,078 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.870%, 02/15/2028 |
|
|
1,043 |
|
|
|
1,036 |
|
CarMax Auto Owner Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
4.920%, 10/16/2028 |
|
|
695 |
|
|
|
691 |
|
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
|
|
|
|
|
|
|
|
3.990%, 03/27/2028 (D) |
|
|
439 |
|
|
|
429 |
|
Enterprise Fleet Financing, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (D) |
|
|
740 |
|
|
|
748 |
|
Enterprise Fleet Financing, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
5.230%, 03/20/2030 (D) |
|
|
190 |
|
|
|
189 |
|
Enterprise Fleet Funding, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (D) |
|
|
377 |
|
|
|
371 |
|
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.050%, 06/15/2027 |
|
|
292 |
|
|
|
291 |
|
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.300%, 03/15/2028 |
|
|
307 |
|
|
|
307 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.920%, 02/15/2036 (D) |
|
|
1,230 |
|
|
|
1,251 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2036 (D) |
|
|
1,280 |
|
|
|
1,297 |
|
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.650%, 02/15/2028 |
|
|
1,286 |
|
|
|
1,274 |
|
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 08/15/2036 (C)(D) |
|
|
1,420 |
|
|
|
1,408 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
257 |
|
|
|
256 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4 |
|
|
|
|
|
|
|
|
5.090%, 05/20/2027 |
|
$ |
417 |
|
|
$ |
415 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
|
|
|
|
|
|
|
|
5.440%, 08/20/2027 |
|
|
264 |
|
|
|
264 |
|
GM Financial Automobile Leasing Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 07/20/2027 |
|
|
627 |
|
|
|
629 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.820%, 08/16/2027 |
|
|
513 |
|
|
|
510 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.100%, 03/16/2029 |
|
|
871 |
|
|
|
871 |
|
GM Financial Revolving Receivables Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
4.980%, 12/11/2036 (D) |
|
|
419 |
|
|
|
417 |
|
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.730%, 07/20/2026 |
|
|
513 |
|
|
|
507 |
|
Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A3 |
|
|
|
|
|
|
|
|
5.270%, 11/20/2028 |
|
|
1,209 |
|
|
|
1,212 |
|
Honda Auto Receivables Owner Trust, Ser 2024-2, Cl A4 |
|
|
|
|
|
|
|
|
5.210%, 07/18/2030 |
|
|
986 |
|
|
|
990 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (D) |
|
|
483 |
|
|
|
481 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.170%, 04/15/2027 (D) |
|
|
663 |
|
|
|
660 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
|
|
|
|
|
|
|
|
5.840%, 09/15/2027 (D) |
|
|
437 |
|
|
|
440 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
566 |
|
|
|
540 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
667 |
|
|
|
655 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
2.350%, 04/17/2028 |
|
|
361 |
|
|
|
346 |
|
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.480%, 07/17/2028 |
|
|
604 |
|
|
|
595 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
342 |
|
|
|
343 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (D) |
|
|
67 |
|
|
|
66 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (D) |
|
$ |
310 |
|
|
$ |
303 |
|
LAD Auto Receivables Trust, Ser 2024-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.610%, 08/15/2028 (D) |
|
|
765 |
|
|
|
766 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
5.250%, 02/15/2029 |
|
|
711 |
|
|
|
712 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.610%, 11/15/2027 |
|
|
586 |
|
|
|
586 |
|
Nissan Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
4.970%, 09/15/2028 |
|
|
306 |
|
|
|
304 |
|
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
|
|
|
|
|
|
|
|
4.450%, 11/15/2029 |
|
|
434 |
|
|
|
428 |
|
Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 12/15/2028 |
|
|
1,295 |
|
|
|
1,299 |
|
Nissan Auto Receivables Owner Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.180%, 04/15/2031 |
|
|
489 |
|
|
|
491 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.230%, 06/15/2028 (D) |
|
|
645 |
|
|
|
650 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.960%, 04/15/2026 (D) |
|
|
317 |
|
|
|
316 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
4.180%, 12/15/2028 (D) |
|
|
318 |
|
|
|
314 |
|
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 12/15/2026 |
|
|
180 |
|
|
|
180 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.140%, 02/16/2027 |
|
|
279 |
|
|
|
278 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
85 |
|
|
|
85 |
|
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3 |
|
|
|
|
|
|
|
|
4.490%, 11/16/2026 |
|
|
687 |
|
|
|
686 |
|
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
|
|
|
|
|
|
|
|
5.750%, 04/15/2027 |
|
|
281 |
|
|
|
281 |
|
Santander Drive Auto Receivables Trust, Ser 2024-3, Cl A3 |
|
|
|
|
|
|
|
|
5.630%, 01/16/2029 |
|
|
632 |
|
|
|
633 |
|
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.280%, 11/20/2025 (D) |
|
|
559 |
|
|
|
557 |
|
SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.390%, 11/20/2026 (D) |
|
|
1,408 |
|
|
|
1,405 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SBNA Auto Lease Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.240%, 01/22/2029 (D) |
|
$ |
799 |
|
|
$ |
798 |
|
SBNA Auto Lease Trust, Ser 2024-B, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 11/22/2027 (D) |
|
|
915 |
|
|
|
917 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.320%, 12/15/2028 (D) |
|
|
2,067 |
|
|
|
2,061 |
|
SBNA Auto Receivables Trust, Ser 2024-A, Cl A4 |
|
|
|
|
|
|
|
|
5.210%, 04/16/2029 (D) |
|
|
169 |
|
|
|
169 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.950%, 05/21/2029 (D) |
|
|
872 |
|
|
|
867 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4 |
|
|
|
|
|
|
|
|
4.940%, 01/21/2031 (D) |
|
|
148 |
|
|
|
147 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl A3 |
|
|
|
|
|
|
|
|
5.330%, 11/20/2029 (D) |
|
|
547 |
|
|
|
548 |
|
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 05/25/2033 (D) |
|
|
4,410 |
|
|
|
4,245 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (D) |
|
|
2,080 |
|
|
|
1,939 |
|
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/25/2036 (D) |
|
|
1,890 |
|
|
|
1,889 |
|
Toyota Auto Loan Extended Note Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.160%, 11/25/2036 (D) |
|
|
4,190 |
|
|
|
4,216 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.430%, 04/17/2028 |
|
|
389 |
|
|
|
391 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
4.710%, 02/15/2028 |
|
|
774 |
|
|
|
766 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 04/17/2028 |
|
|
895 |
|
|
|
892 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 08/15/2028 |
|
|
700 |
|
|
|
705 |
|
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.560%, 03/15/2028 (D) |
|
|
1,195 |
|
|
|
1,194 |
|
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.440%, 07/21/2025 |
|
|
134 |
|
|
|
134 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
857 |
|
|
|
854 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
World Omni Auto Receivables Trust, Ser 2024-B, Cl A3 |
|
|
|
|
|
|
|
|
5.270%, 09/17/2029 |
|
$ |
1,030 |
|
|
$ |
1,033 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.070%, 09/15/2026 |
|
|
440 |
|
|
|
438 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
324 |
|
|
|
324 |
|
|
|
|
|
|
|
|
61,499 |
|
|
|
|
|
|
|
|
|
|
Credit Cards — 0.6% |
|
|
|
|
|
|
|
|
|
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
3.390%, 05/15/2027 |
|
|
785 |
|
|
|
771 |
|
American Express Credit Account Master Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
5.230%, 04/16/2029 |
|
|
1,325 |
|
|
|
1,337 |
|
American Express Credit Account Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
5.240%, 04/15/2031 |
|
|
4,555 |
|
|
|
4,640 |
|
BA Credit Card Trust, Ser 2023-A1, Cl A1 |
|
|
|
|
|
|
|
|
4.790%, 05/15/2028 |
|
|
320 |
|
|
|
318 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
3,736 |
|
|
|
3,733 |
|
BA Credit Card Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.930%, 05/15/2029 |
|
|
1,622 |
|
|
|
1,623 |
|
Chase Issuance Trust, Ser 2024-A2, Cl A |
|
|
|
|
|
|
|
|
4.630%, 01/15/2031 |
|
|
200 |
|
|
|
199 |
|
Discover Card Execution Note Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
4.310%, 03/15/2028 |
|
|
837 |
|
|
|
824 |
|
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/15/2028 |
|
|
2,639 |
|
|
|
2,628 |
|
Synchrony Card Funding, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
1,382 |
|
|
|
1,391 |
|
WF Card Issuance Trust, Ser 2024-A1, Cl A |
|
|
|
|
|
|
|
|
4.940%, 02/15/2029 |
|
|
1,705 |
|
|
|
1,702 |
|
World Financial Network Credit Card Master Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.470%, 02/17/2031 |
|
|
340 |
|
|
|
342 |
|
|
|
|
|
|
|
|
19,508 |
|
|
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.3% |
|
|
|
|
|
|
|
|
|
Accredited Mortgage Loan Trust, Ser 2007-1, Cl M2 |
|
|
|
|
|
|
|
|
5.730%, TSFR1M + 0.384%, 02/25/2037 (B) |
|
|
5,000 |
|
|
|
4,536 |
|
Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1 |
|
|
|
|
|
|
|
|
6.510%, TSFR1M + 1.164%, 01/25/2034 (B) |
|
|
402 |
|
|
|
395 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4 |
|
|
|
|
|
|
|
|
5.740%, TSFR1M + 0.394%, 05/25/2037 (B) |
|
$ |
5,500 |
|
|
$ |
4,437 |
|
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1 |
|
|
|
|
|
|
|
|
6.135%, TSFR1M + 0.789%, 12/25/2034 (B) |
|
|
136 |
|
|
|
131 |
|
|
|
|
|
|
|
|
9,499 |
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligations — 0.7% |
|
|
|
|
|
|
|
|
|
BANK, Ser BNK47, Cl A5 |
|
|
|
|
|
|
|
|
5.716%, 06/15/2057 |
|
|
511 |
|
|
|
526 |
|
BANK5, Ser 5YR7, Cl A3 |
|
|
|
|
|
|
|
|
5.769%, 06/15/2057 |
|
|
276 |
|
|
|
280 |
|
BBCMS Mortgage Trust, Ser C26, Cl A5 |
|
|
|
|
|
|
|
|
5.829%, 05/15/2057 |
|
|
258 |
|
|
|
269 |
|
Benchmark Mortgage Trust, Ser V7, Cl A3 |
|
|
|
|
|
|
|
|
6.228%, 05/15/2056 (B) |
|
|
773 |
|
|
|
798 |
|
BMO Mortgage Trust, Ser 5C4, Cl A3 |
|
|
|
|
|
|
|
|
6.526%, 05/15/2057 (B) |
|
|
549 |
|
|
|
575 |
|
BMO Mortgage Trust, Ser C8, Cl A5 |
|
|
|
|
|
|
|
|
5.598%, 03/15/2057 (B) |
|
|
450 |
|
|
|
459 |
|
BMO Mortgage Trust, Ser C9, Cl A5 |
|
|
|
|
|
|
|
|
5.759%, 07/15/2057 |
|
|
507 |
|
|
|
522 |
|
BMP, Ser MF23, Cl D |
|
|
|
|
|
|
|
|
7.719%, TSFR1M + 2.390%, 06/15/2041 (B)(D) |
|
|
780 |
|
|
|
774 |
|
BX Commercial Mortgage Trust, Ser XL5, Cl A |
|
|
|
|
|
|
|
|
6.721%, TSFR1M + 1.392%, 03/15/2041 (B)(D) |
|
|
690 |
|
|
|
687 |
|
Chase Home Lending Mortgage Trust Series, Ser 2024-3, Cl A4 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2055 (B)(D) |
|
|
1,137 |
|
|
|
1,127 |
|
Chase Mortgage Finance, Ser 2016-SH2, Cl M4 |
|
|
|
|
|
|
|
|
3.750%, 12/25/2045 (B)(D) |
|
|
665 |
|
|
|
585 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
6.885%, SOFR30A + 1.550%, 10/25/2041 (B)(D) |
|
|
2,061 |
|
|
|
2,070 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.485%, SOFR30A + 3.150%, 12/25/2041 (B)(D) |
|
|
460 |
|
|
|
476 |
|
Houston Galleria Mall Trust, Ser HGLR, Cl A1A2 |
|
|
|
|
|
|
|
|
3.087%, 03/05/2037 (D) |
|
|
3,400 |
|
|
|
3,311 |
|
JP Morgan Mortgage Trust, Ser 2021-10, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051 (B)(D) |
|
|
6,962 |
|
|
|
5,536 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1 |
|
|
|
|
|
|
|
|
6.500%, 02/25/2054 (B)(D) |
|
$ |
1,892 |
|
|
$ |
1,902 |
|
NRTH Mortgage Trust, Ser PARK, Cl A |
|
|
|
|
|
|
|
|
6.970%, TSFR1M + 1.641%, 03/15/2041 (B)(D) |
|
|
3,350 |
|
|
|
3,342 |
|
RCKT Mortgage Trust, Ser 2024-INV1, Cl A1 |
|
|
|
|
|
|
|
|
6.500%, 06/25/2054 (B)(D) |
|
|
200 |
|
|
|
201 |
|
SREIT Trust, Ser MFP2, Cl A |
|
|
|
|
|
|
|
|
6.265%, TSFR1M + 0.936%, 11/15/2036 (B)(D) |
|
|
1,880 |
|
|
|
1,856 |
|
|
|
|
|
|
|
|
25,296 |
|
|
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 4.9% |
|
|
|
|
|
|
|
|
|
Academic Loan Funding Trust, Ser 2012-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.550%, SOFR30A + 1.214%, 12/27/2044 (B)(D) |
|
|
689 |
|
|
|
684 |
|
ACRES Commercial Realty, Ser 2021-FL1, Cl A |
|
|
|
|
|
|
|
|
6.643%, TSFR1M + 1.314%, 06/15/2036 (B)(D) |
|
|
1,477 |
|
|
|
1,467 |
|
AIMCO CLO 22, Ser 2024-22A, Cl A |
|
|
|
|
|
|
|
|
6.827%, TSFR3M + 1.500%, 04/19/2037 (B)(D) |
|
|
1,330 |
|
|
|
1,333 |
|
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (D) |
|
|
1,811 |
|
|
|
1,777 |
|
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
|
|
|
|
|
|
|
|
7.240%, TSFR3M + 1.912%, 01/15/2032 (B)(D) |
|
|
1,100 |
|
|
|
1,101 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053 (D) |
|
|
1,790 |
|
|
|
1,851 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.513%, TSFR1M + 1.184%, 08/15/2034 (B)(D) |
|
|
2,080 |
|
|
|
2,067 |
|
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1 |
|
|
|
|
|
|
|
|
7.079%, TSFR3M + 1.750%, 10/15/2036 (B)(D) |
|
|
1,280 |
|
|
|
1,290 |
|
Barings CLO, Ser 2024-4A, Cl A1R |
|
|
|
|
|
|
|
|
6.479%, TSFR3M + 1.150%, 10/15/2030 (B)(D) |
|
|
3,250 |
|
|
|
3,251 |
|
Birch Grove CLO 4, Ser 2024-4A, Cl A1R |
|
|
|
|
|
|
|
|
6.819%, TSFR3M + 1.480%, 07/15/2037 (B)(D) |
|
|
750 |
|
|
|
750 |
|
Birch Grove CLO 5, Ser 2023-5A, Cl A1 |
|
|
|
|
|
|
|
|
7.525%, TSFR3M + 2.200%, 04/20/2035 (B)(D) |
|
|
410 |
|
|
|
411 |
|
Birch Grove CLO 7, Ser 2023-7A, Cl A1 |
|
|
|
|
|
|
|
|
7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D) |
|
|
790 |
|
|
|
797 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
BSL CLO 4, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
7.325%, TSFR3M + 2.000%, 04/20/2036 (B)(D) |
|
$ |
790 |
|
|
$ |
796 |
|
Carrington Mortgage Loan Trust Series, Ser 2006-FRE1, Cl A4 |
|
|
|
|
|
|
|
|
5.710%, TSFR1M + 0.364%, 04/25/2036 (B) |
|
|
2,526 |
|
|
|
2,229 |
|
Cedar Funding XII CLO, Ser 2021-12A, Cl BR |
|
|
|
|
|
|
|
|
7.185%, TSFR3M + 1.862%, 10/25/2034 (B)(D) |
|
|
3,000 |
|
|
|
3,006 |
|
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.869%, 11/25/2034 (C) |
|
|
21 |
|
|
|
20 |
|
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
6.718%, TSFR3M + 1.392%, 01/23/2035 (B)(D) |
|
|
3,500 |
|
|
|
3,509 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
5.705%, SOFR90A + 0.352%, 03/25/2042 (B)(D) |
|
|
575 |
|
|
|
561 |
|
Clover CLO, Ser 2024-1A, Cl A1RR |
|
|
|
|
|
|
|
|
6.854%, TSFR3M + 1.530%, 04/20/2037 (B)(D) |
|
|
3,000 |
|
|
|
3,006 |
|
CNH Equipment Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.890%, 08/16/2027 |
|
|
671 |
|
|
|
660 |
|
CNH Equipment Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 04/17/2028 |
|
|
1,255 |
|
|
|
1,253 |
|
College Ave Student Loans, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (D) |
|
|
603 |
|
|
|
531 |
|
College Avenue Student Loans, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
7.110%, TSFR1M + 1.764%, 11/26/2046 (B)(D) |
|
|
236 |
|
|
|
238 |
|
College Avenue Student Loans, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (D) |
|
|
164 |
|
|
|
157 |
|
College Avenue Student Loans, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (D) |
|
|
321 |
|
|
|
299 |
|
College Avenue Student Loans, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (D) |
|
|
287 |
|
|
|
254 |
|
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A |
|
|
|
|
|
|
|
|
5.960%, TSFR1M + 0.614%, 10/25/2034 (B) |
|
|
258 |
|
|
|
249 |
|
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, TSFR1M + 0.654%, 12/25/2034 (B) |
|
|
180 |
|
|
|
176 |
|
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2 |
|
|
|
|
|
|
|
|
6.260%, TSFR1M + 0.914%, 10/25/2047 (B) |
|
|
1,026 |
|
|
|
936 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A |
|
|
|
|
|
|
|
|
5.583%, TSFR1M + 0.254%, 07/15/2036 (B) |
|
$ |
142 |
|
|
$ |
134 |
|
CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4 |
|
|
|
|
|
|
|
|
6.810%, TSFR1M + 1.464%, 08/25/2047 (B) |
|
|
5,384 |
|
|
|
4,894 |
|
CyrusOne Data Centers Issuer I, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
4.760%, 03/22/2049 (D) |
|
|
3,000 |
|
|
|
2,813 |
|
Dividend Solar Loans, Ser 2019-1, Cl A |
|
|
|
|
|
|
|
|
3.670%, 08/22/2039 (D) |
|
|
903 |
|
|
|
779 |
|
DLLAA, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.640%, 02/22/2028 (D) |
|
|
300 |
|
|
|
302 |
|
Dllad, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.300%, 07/20/2029 (D) |
|
|
885 |
|
|
|
888 |
|
DLLST, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (D) |
|
|
109 |
|
|
|
109 |
|
DLLST, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.050%, 08/20/2027 (D) |
|
|
285 |
|
|
|
283 |
|
Dryden 55 CLO, Ser 2018-55A, Cl A1 |
|
|
|
|
|
|
|
|
6.610%, TSFR3M + 1.282%, 04/15/2031 (B)(D) |
|
|
517 |
|
|
|
518 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
6.490%, TSFR3M + 1.162%, 04/15/2029 (B)(D) |
|
|
763 |
|
|
|
764 |
|
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
5.250%, 11/25/2040 (D) |
|
|
536 |
|
|
|
527 |
|
Elevation CLO, Ser 2021-13A, Cl A1 |
|
|
|
|
|
|
|
|
6.780%, TSFR3M + 1.452%, 07/15/2034 (B)(D) |
|
|
530 |
|
|
|
530 |
|
Elmwood CLO 29, Ser 2024-5A, Cl AR1 |
|
|
|
|
|
|
|
|
6.841%, TSFR3M + 1.520%, 04/20/2037 (B)(D) |
|
|
760 |
|
|
|
760 |
|
Elmwood CLO I, Ser 2024-1A, Cl A1RR |
|
|
|
|
|
|
|
|
6.831%, TSFR3M + 1.520%, 04/20/2037 (B)(D) |
|
|
550 |
|
|
|
554 |
|
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C |
|
|
|
|
|
|
|
|
6.460%, TSFR1M + 1.114%, 08/25/2034 (B) |
|
|
204 |
|
|
|
183 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
198 |
|
|
|
187 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
1,860 |
|
|
|
1,785 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.120%, TSFR1M + 0.774%, 01/25/2036 (B) |
|
|
3,367 |
|
|
|
3,180 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Global SC Finance II SRL, Ser 2014-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.090%, 07/17/2029 (D) |
|
$ |
14 |
|
|
$ |
14 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.332%, 04/20/2034 (B)(D) |
|
|
660 |
|
|
|
661 |
|
GSAMP Trust, Ser 2003-SEA, Cl A1 |
|
|
|
|
|
|
|
|
6.260%, TSFR1M + 0.914%, 02/25/2033 (B) |
|
|
208 |
|
|
|
204 |
|
GSAMP Trust, Ser 2005-WMC3, Cl A2C |
|
|
|
|
|
|
|
|
6.120%, TSFR1M + 0.774%, 12/25/2035 (B) |
|
|
4,092 |
|
|
|
3,955 |
|
GSAMP Trust, Ser 2006-HE3, Cl A2D |
|
|
|
|
|
|
|
|
5.960%, TSFR1M + 0.614%, 05/25/2046 (B) |
|
|
3,825 |
|
|
|
3,563 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (D) |
|
|
961 |
|
|
|
800 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (D) |
|
|
328 |
|
|
|
313 |
|
HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.180%, 05/20/2031 (D) |
|
|
570 |
|
|
|
568 |
|
HPS Loan Management, Ser 2022-19, Cl A1R |
|
|
|
|
|
|
|
|
6.645%, TSFR3M + 1.320%, 01/22/2035 (B)(D) |
|
|
400 |
|
|
|
401 |
|
JGWPT XXX, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (D) |
|
|
622 |
|
|
|
577 |
|
JGWPT XXXII, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (D) |
|
|
821 |
|
|
|
729 |
|
John Deere Owner Trust 2024, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
4.960%, 11/15/2028 |
|
|
1,425 |
|
|
|
1,419 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.716%, TSFR3M + 1.392%, 01/21/2035 (B)(D) |
|
|
400 |
|
|
|
401 |
|
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.636%, 10/15/2046 (D) |
|
|
894 |
|
|
|
799 |
|
Madison Park Funding XXIX, Ser 2024-29A, Cl AR |
|
|
|
|
|
|
|
|
6.507%, TSFR3M + 1.180%, 10/18/2030 (B)(D) |
|
|
2,643 |
|
|
|
2,649 |
|
Madison Park Funding XXVII, Ser 2018-27A, Cl A2 |
|
|
|
|
|
|
|
|
6.936%, TSFR3M + 1.612%, 04/20/2030 (B)(D) |
|
|
1,550 |
|
|
|
1,549 |
|
Magnetite XII, Ser 2024-12A, Cl AR4 |
|
|
|
|
|
|
|
|
6.479%, TSFR3M + 1.150%, 10/15/2031 (B)(D) |
|
|
2,531 |
|
|
|
2,537 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.143%, TSFR1M + 1.814%, 11/15/2035 (B)(D) |
|
|
348 |
|
|
|
348 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
6.526%, TSFR1M + 1.194%, 10/16/2036 (B)(D) |
|
$ |
421 |
|
|
$ |
419 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.689%, TSFR1M + 1.350%, 02/19/2037 (B)(D) |
|
|
2,305 |
|
|
|
2,289 |
|
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
|
654 |
|
|
|
640 |
|
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA |
|
|
|
|
|
|
|
|
7.060%, 02/26/2029 (B)(D) |
|
|
573 |
|
|
|
525 |
|
MVW, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (D) |
|
|
143 |
|
|
|
133 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
7.043%, TSFR1M + 1.714%, 10/15/2031 (B)(D) |
|
|
158 |
|
|
|
158 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
7.593%, TSFR1M + 2.264%, 12/15/2045 (B)(D) |
|
|
114 |
|
|
|
115 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (D) |
|
|
122 |
|
|
|
120 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (D) |
|
|
3 |
|
|
|
4 |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (D) |
|
|
916 |
|
|
|
891 |
|
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (D) |
|
|
294 |
|
|
|
286 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (D) |
|
|
515 |
|
|
|
498 |
|
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (D) |
|
|
800 |
|
|
|
758 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (D) |
|
|
1,196 |
|
|
|
1,121 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
106 |
|
|
|
97 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (D) |
|
|
449 |
|
|
|
406 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (D) |
|
|
613 |
|
|
|
541 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (D) |
|
|
198 |
|
|
|
174 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (D) |
|
$ |
840 |
|
|
$ |
740 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (D) |
|
|
1,143 |
|
|
|
994 |
|
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (D) |
|
|
757 |
|
|
|
648 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (D) |
|
|
181 |
|
|
|
158 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (D) |
|
|
553 |
|
|
|
488 |
|
Navient Student Loan Trust, Ser 2014-1, Cl A3 |
|
|
|
|
|
|
|
|
5.960%, SOFR30A + 0.624%, 06/25/2031 (B) |
|
|
1,337 |
|
|
|
1,307 |
|
Navient Student Loan Trust, Ser 2016-2A, Cl A3 |
|
|
|
|
|
|
|
|
6.950%, SOFR30A + 1.614%, 06/25/2065 (B)(D) |
|
|
858 |
|
|
|
869 |
|
Navient Student Loan Trust, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.600%, SOFR30A + 1.264%, 07/26/2066 (B)(D) |
|
|
636 |
|
|
|
640 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (D) |
|
|
210 |
|
|
|
202 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (D) |
|
|
315 |
|
|
|
279 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (D) |
|
|
756 |
|
|
|
661 |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (D) |
|
|
285 |
|
|
|
289 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
5.790%, SOFR90A + 0.442%, 10/27/2036 (B) |
|
|
223 |
|
|
|
221 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
5.770%, SOFR90A + 0.422%, 01/25/2037 (B) |
|
|
316 |
|
|
|
314 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
5.720%, SOFR90A + 0.372%, 10/25/2033 (B) |
|
|
1,354 |
|
|
|
1,340 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
5.715%, SOFR90A + 0.362%, 03/23/2037 (B) |
|
$ |
1,042 |
|
|
$ |
1,031 |
|
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
5.735%, SOFR90A + 0.382%, 12/24/2035 (B) |
|
|
991 |
|
|
|
980 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.795%, SOFR90A + 0.442%, 03/22/2032 (B) |
|
|
179 |
|
|
|
173 |
|
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, SOFR30A + 1.064%, 11/25/2048 (B)(D) |
|
|
1,654 |
|
|
|
1,655 |
|
Nelnet Student Loan Trust, Ser 2019-5, Cl A |
|
|
|
|
|
|
|
|
2.530%, 10/25/2067 (D) |
|
|
433 |
|
|
|
395 |
|
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.360%, 04/20/2062 (D) |
|
|
334 |
|
|
|
302 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (D) |
|
|
647 |
|
|
|
587 |
|
Neuberger Berman CLO XX, Ser 2021-20A, Cl ARR |
|
|
|
|
|
|
|
|
6.750%, TSFR3M + 1.422%, 07/15/2034 (B)(D) |
|
|
530 |
|
|
|
531 |
|
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.850%, 11/20/2050 (D) |
|
|
1,035 |
|
|
|
972 |
|
Octagon 53, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.620%, TSFR3M + 1.292%, 04/15/2034 (B)(D) |
|
|
3,750 |
|
|
|
3,749 |
|
Octagon 66, Ser 2023-1A, Cl A1R |
|
|
|
|
|
|
|
|
7.077%, TSFR3M + 1.750%, 11/16/2036 (B)(D) |
|
|
1,350 |
|
|
|
1,357 |
|
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
6.540%, TSFR3M + 1.212%, 07/15/2029 (B)(D) |
|
|
1,078 |
|
|
|
1,078 |
|
Octane Receivables Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.870%, 05/21/2029 (D) |
|
|
429 |
|
|
|
430 |
|
Octane Receivables Trust, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.800%, 07/20/2032 (D) |
|
|
510 |
|
|
|
510 |
|
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2 |
|
|
|
|
|
|
|
|
6.950%, 10/15/2037 (B) |
|
|
328 |
|
|
|
313 |
|
Owl Rock CLO III, Ser 2024-3A, Cl AR |
|
|
|
|
|
|
|
|
7.149%, TSFR3M + 1.850%, 04/20/2036 (B)(D) |
|
|
1,180 |
|
|
|
1,184 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Palmer Square CLO, Ser 2022-5A, Cl A |
|
|
|
|
|
|
|
|
7.325%, TSFR3M + 2.000%, 10/20/2035 (B)(D) |
|
$ |
400 |
|
|
$ |
401 |
|
Palmer Square Loan Funding, Ser 2024-3A, Cl A1BR |
|
|
|
|
|
|
|
|
6.729%, TSFR3M + 1.400%, 04/15/2031 (B)(D) |
|
|
2,270 |
|
|
|
2,272 |
|
Rad CLO 22, Ser 2023-22A, Cl A1 |
|
|
|
|
|
|
|
|
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D) |
|
|
1,580 |
|
|
|
1,597 |
|
Regatta XII Funding, Ser 2021-1A, Cl BR |
|
|
|
|
|
|
|
|
7.190%, TSFR3M + 1.862%, 10/15/2032 (B)(D) |
|
|
2,500 |
|
|
|
2,504 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.687%, TSFR3M + 1.362%, 08/20/2032 (B)(D) |
|
|
3,150 |
|
|
|
3,154 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
556 |
|
|
|
522 |
|
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
|
|
|
|
|
|
|
|
2.938%, 03/10/2032 |
|
|
755 |
|
|
|
681 |
|
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
|
|
|
|
|
|
|
|
4.262%, 09/10/2032 |
|
|
434 |
|
|
|
416 |
|
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.990%, TSFR3M + 1.662%, 04/15/2031 (B)(D) |
|
|
110 |
|
|
|
110 |
|
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 09/20/2038 (D) |
|
|
183 |
|
|
|
173 |
|
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 |
|
|
|
|
|
|
|
|
5.911%, TSFR3M + 0.572%, 12/15/2038 (B) |
|
|
654 |
|
|
|
643 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
6.814%, SOFR90A + 1.462%, 12/15/2033 (B)(D) |
|
|
1,180 |
|
|
|
1,180 |
|
SLM Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.780%, SOFR90A + 0.432%, 07/25/2040 (B) |
|
|
2,376 |
|
|
|
2,309 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
5.770%, SOFR90A + 0.422%, 01/25/2041 (B) |
|
|
1,547 |
|
|
|
1,502 |
|
SLM Student Loan Trust, Ser 2007-7, Cl B |
|
|
|
|
|
|
|
|
6.360%, SOFR90A + 1.012%, 10/27/2070 (B) |
|
|
1,050 |
|
|
|
1,049 |
|
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
6.810%, SOFR90A + 1.462%, 01/25/2083 (B) |
|
|
685 |
|
|
|
688 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
6.810%, SOFR90A + 1.462%, 04/26/2083 (B) |
|
$ |
685 |
|
|
$ |
695 |
|
SLM Student Loan Trust, Ser 2008-4, Cl A4 |
|
|
|
|
|
|
|
|
7.260%, SOFR90A + 1.912%, 07/25/2022 (B) |
|
|
294 |
|
|
|
295 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
7.460%, SOFR90A + 2.112%, 04/25/2073 (B) |
|
|
685 |
|
|
|
695 |
|
SLM Student Loan Trust, Ser 2008-5, Cl A4 |
|
|
|
|
|
|
|
|
7.310%, SOFR90A + 1.962%, 07/25/2023 (B) |
|
|
47 |
|
|
|
47 |
|
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
7.460%, SOFR90A + 2.112%, 07/25/2073 (B) |
|
|
685 |
|
|
|
684 |
|
SLM Student Loan Trust, Ser 2008-6, Cl A4 |
|
|
|
|
|
|
|
|
6.710%, SOFR90A + 1.362%, 07/25/2023 (B) |
|
|
1,675 |
|
|
|
1,669 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
7.460%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
685 |
|
|
|
693 |
|
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
7.460%, SOFR90A + 2.112%, 07/26/2083 (B) |
|
|
685 |
|
|
|
679 |
|
SLM Student Loan Trust, Ser 2018-9, Cl A7A |
|
|
|
|
|
|
|
|
6.210%, SOFR90A + 0.862%, 01/25/2041 (B) |
|
|
1,254 |
|
|
|
1,254 |
|
SLM Student Loan Trust, Ser 2021-10A, Cl A4 |
|
|
|
|
|
|
|
|
6.284%, SOFR90A + 0.931%, 12/17/2068 (B)(D) |
|
|
613 |
|
|
|
611 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (D) |
|
|
55 |
|
|
|
54 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
6.543%, TSFR1M + 1.214%, 09/15/2034 (B)(D) |
|
|
48 |
|
|
|
48 |
|
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A |
|
|
|
|
|
|
|
|
1.290%, 07/15/2053 (D) |
|
|
98 |
|
|
|
90 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
819 |
|
|
|
747 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
|
|
|
|
|
|
|
|
1.590%, 01/15/2053 (D) |
|
|
350 |
|
|
|
313 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (D) |
|
|
1,021 |
|
|
|
900 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (D) |
|
|
1,335 |
|
|
|
1,214 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (D) |
|
$ |
861 |
|
|
$ |
779 |
|
SMB Private Education Loan Trust, Ser 2024-D, Cl A1A |
|
|
|
|
|
|
|
|
5.380%, 07/05/2053 (D) |
|
|
285 |
|
|
|
284 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (D) |
|
|
34 |
|
|
|
34 |
|
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (D) |
|
|
69 |
|
|
|
63 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (D) |
|
|
585 |
|
|
|
499 |
|
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
6.960%, TSFR1M + 1.614%, 01/25/2036 (B) |
|
|
436 |
|
|
|
437 |
|
Stack Infrastructure Issuer, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.877%, 03/26/2046 (D) |
|
|
2,775 |
|
|
|
2,583 |
|
Storm King Park CLO, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
7.379%, TSFR3M + 2.050%, 10/15/2035 (B)(D) |
|
|
250 |
|
|
|
251 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
6.010%, TSFR1M + 0.664%, 09/25/2034 (B) |
|
|
307 |
|
|
|
287 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 |
|
|
|
|
|
|
|
|
5.880%, TSFR1M + 0.534%, 02/25/2037 (B) |
|
|
1,722 |
|
|
|
1,662 |
|
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
6.523%, TSFR1M + 1.194%, 07/15/2038 (B)(D) |
|
|
18 |
|
|
|
18 |
|
Symphony CLO 40, Ser 2023-40A, Cl A1 |
|
|
|
|
|
|
|
|
6.969%, TSFR3M + 1.640%, 01/14/2034 (B)(D) |
|
|
1,530 |
|
|
|
1,536 |
|
T-Mobile US Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.910%, 05/22/2028 (D) |
|
|
684 |
|
|
|
680 |
|
T-Mobile US Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.050%, 09/20/2029 (D) |
|
|
873 |
|
|
|
871 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
7.286%, TSFR3M + 1.962%, 07/21/2034 (B)(D) |
|
|
3,445 |
|
|
|
3,458 |
|
United States Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
134 |
|
|
|
121 |
|
United States Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
250 |
|
|
|
217 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
United States Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
$ |
463 |
|
|
$ |
427 |
|
United States Small Business Administration, Ser 2022-25F, Cl 1 |
|
|
|
|
|
|
|
|
4.010%, 06/01/2047 |
|
|
681 |
|
|
|
641 |
|
United States Small Business Administration, Ser 2024-25C, Cl 1 |
|
|
|
|
|
|
|
|
4.970%, 03/01/2049 |
|
|
480 |
|
|
|
477 |
|
Verizon Master Trust Series, Ser 2024-5, Cl A |
|
|
|
|
|
|
|
|
5.000%, 06/21/2032 (D) |
|
|
1,398 |
|
|
|
1,395 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
1,001 |
|
|
|
983 |
|
Verizon Master Trust, Ser 2022-6, Cl A |
|
|
|
|
|
|
|
|
3.670%, 01/22/2029 |
|
|
768 |
|
|
|
754 |
|
Verizon Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.490%, 01/22/2029 |
|
|
2,664 |
|
|
|
2,631 |
|
Verizon Master Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
4.890%, 04/13/2028 |
|
|
434 |
|
|
|
432 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
1,987 |
|
|
|
1,986 |
|
Verizon Master Trust, Ser 2023-6, Cl A |
|
|
|
|
|
|
|
|
5.350%, 09/22/2031 (D) |
|
|
2,530 |
|
|
|
2,563 |
|
Verizon Master Trust, Ser 2023-7, Cl A1A |
|
|
|
|
|
|
|
|
5.670%, 11/20/2029 |
|
|
1,410 |
|
|
|
1,427 |
|
Verizon Master Trust, Ser 2024-1, Cl A1A |
|
|
|
|
|
|
|
|
5.000%, 12/20/2028 |
|
|
2,142 |
|
|
|
2,133 |
|
Verizon Master Trust, Ser 2024-2, Cl A |
|
|
|
|
|
|
|
|
4.830%, 12/22/2031 (D) |
|
|
745 |
|
|
|
738 |
|
Voya CLO, Ser 2024-3A, Cl A1R2 |
|
|
|
|
|
|
|
|
6.476%, TSFR3M + 1.150%, 10/18/2031 (B)(D) |
|
|
2,700 |
|
|
|
2,699 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
5.750%, TSFR1M + 0.404%, 07/25/2036 (B) |
|
|
3,345 |
|
|
|
3,299 |
|
WISE CLO, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
7.161%, TSFR3M + 1.800%, 01/15/2037 (B)(D) |
|
|
460 |
|
|
|
464 |
|
|
|
|
|
|
|
|
175,626 |
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $294,280) ($ Thousands) |
|
|
|
|
|
|
291,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.8% |
|
|
|
|
|
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 07/09/2041(C) |
|
|
1,460 |
|
|
|
568 |
|
1.000%, 07/09/2029 |
|
|
203 |
|
|
|
116 |
|
0.750%, 07/09/2030(C) |
|
|
762 |
|
|
|
429 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032(D) |
|
$ |
339 |
|
|
$ |
327 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 01/14/2050 |
|
|
740 |
|
|
|
530 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
660 |
|
|
|
505 |
|
5.000%, 06/15/2045 |
|
|
830 |
|
|
|
582 |
|
4.125%, 02/22/2042 |
|
|
680 |
|
|
|
442 |
|
3.250%, 04/22/2032 |
|
|
970 |
|
|
|
742 |
|
Export Finance & Insurance |
|
|
|
|
|
|
|
|
4.625%, 10/26/2027(D) |
|
|
879 |
|
|
|
877 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(D) |
|
|
350 |
|
|
|
337 |
|
Israel Government International Bond |
|
|
|
|
|
|
|
|
5.750%, 03/12/2054 |
|
|
313 |
|
|
|
281 |
|
5.500%, 03/12/2034 |
|
|
802 |
|
|
|
761 |
|
4.500%, 01/17/2033 |
|
|
651 |
|
|
|
586 |
|
3.875%, 07/03/2050 |
|
|
236 |
|
|
|
165 |
|
3.375%, 01/15/2050 |
|
|
280 |
|
|
|
179 |
|
2.750%, 07/03/2030 |
|
|
470 |
|
|
|
396 |
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 02/28/2028(D) |
|
|
200 |
|
|
|
182 |
|
6.300%, 01/23/2034(D) |
|
|
960 |
|
|
|
716 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.050%, 01/11/2040 |
|
|
1,210 |
|
|
|
1,168 |
|
4.750%, 04/27/2032 |
|
|
298 |
|
|
|
275 |
|
4.750%, 03/08/2044 |
|
|
10,080 |
|
|
|
8,074 |
|
4.600%, 01/23/2046 |
|
|
528 |
|
|
|
407 |
|
4.600%, 02/10/2048 |
|
|
277 |
|
|
|
211 |
|
3.750%, 01/11/2028 |
|
|
390 |
|
|
|
369 |
|
3.500%, 02/12/2034 |
|
|
1,624 |
|
|
|
1,319 |
|
3.250%, 04/16/2030 |
|
|
513 |
|
|
|
451 |
|
2.659%, 05/24/2031 |
|
|
6,327 |
|
|
|
5,191 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
7.143%, 02/23/2030(D) |
|
|
240 |
|
|
|
208 |
|
6.500%, 11/28/2027(D) |
|
|
220 |
|
|
|
204 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 04/16/2050 |
|
|
200 |
|
|
|
134 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.400%, 03/30/2050(D) |
|
|
342 |
|
|
|
298 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 11/18/2050 |
|
|
340 |
|
|
|
330 |
|
2.783%, 01/23/2031 |
|
|
300 |
|
|
|
257 |
|
2.780%, 12/01/2060 |
|
|
430 |
|
|
|
240 |
|
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2037(C)(D) |
|
|
3,303 |
|
|
|
1,358 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031(D) |
|
|
200 |
|
|
|
192 |
|
|
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $34,286) ($ Thousands) |
|
|
29,407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 0.7% |
Ali Group |
|
|
|
|
|
|
|
|
7.444%, 07/30/2029 (B) |
|
$ |
390 |
|
|
$ |
391 |
|
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, CME Term SOFR + 3.750%, 05/12/2028 (B) |
|
|
1,162 |
|
|
|
1,157 |
|
Alterra Mountain Company |
|
|
|
|
|
|
|
|
8.579%, 08/17/2028 |
|
|
551 |
|
|
|
552 |
|
AmWINS Group, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.708%, CME Term SOFR + 2.250%, 02/19/2028 (B) |
|
|
95 |
|
|
|
95 |
|
APi Group |
|
|
|
|
|
|
|
|
7.329%, 12/18/2028 (B) |
|
|
309 |
|
|
|
309 |
|
Asurion |
|
|
|
|
|
|
|
|
9.694%, 08/19/2028 (B) |
|
|
552 |
|
|
|
547 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, CME Term SOFR + 3.250%, 12/23/2026 (B) |
|
|
322 |
|
|
|
319 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, 07/31/2027 (B) |
|
|
369 |
|
|
|
362 |
|
Athena Helath Group, Initial Term Loan |
|
|
|
|
|
|
|
|
8.579%, 02/15/2029 (B) |
|
|
855 |
|
|
|
851 |
|
Avolon TLB |
|
|
|
|
|
|
|
|
7.339%, 06/22/2028 |
|
|
123 |
|
|
|
123 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.179%, CME Term SOFR + 2.750%, 06/07/2028 (B) |
|
|
564 |
|
|
|
564 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, CME Term SOFR + 2.750%, 02/06/2031 (B) |
|
|
1,060 |
|
|
|
1,059 |
|
Caesars Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, 02/06/2030 (B) |
|
|
69 |
|
|
|
69 |
|
Castlelake Avia |
|
|
|
|
|
|
|
|
7.839%, 10/22/2026 (B) |
|
|
391 |
|
|
|
391 |
|
Charter Communications Operating, LLC |
|
|
|
|
|
|
|
|
7.302%, 12/07/2030 |
|
|
2 |
|
|
|
1 |
|
Charter Communications Operating, Term Loan B4, 1st Lien |
|
|
|
|
|
|
|
|
7.302%, 12/07/2030 |
|
|
361 |
|
|
|
357 |
|
Citadel Securities, Term Loan |
|
|
|
|
|
|
|
|
7.579%, 07/29/2030 (B) |
|
|
558 |
|
|
|
560 |
|
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.329%, 05/06/2030 (B) |
|
|
259 |
|
|
|
260 |
|
Cotiviti Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 05/01/2031 (B)(G) |
|
|
1,660 |
|
|
|
1,650 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.329%, CME Term SOFR + 4.000%, 10/16/2026 (B) |
|
|
1,200 |
|
|
|
1,168 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.059%, CME Term SOFR + 3.750%, 04/09/2027 (B) |
|
$ |
780 |
|
|
$ |
779 |
|
Entain PLC |
|
|
|
|
|
|
|
|
7.909%, 03/29/2027 |
|
|
115 |
|
|
|
115 |
|
First Eagle |
|
|
|
|
|
|
|
|
8.330%, 02/22/2029 |
|
|
249 |
|
|
|
248 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.559%, 11/25/2030 (B) |
|
|
978 |
|
|
|
977 |
|
Focus Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.079%, 06/30/2028 |
|
|
778 |
|
|
|
777 |
|
Four Season Hot, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.329%, 11/30/2029 |
|
|
399 |
|
|
|
400 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.435%, CME Term SOFR + 4.000%, 10/01/2027 (B) |
|
|
1,319 |
|
|
|
1,276 |
|
Garda Security, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.594%, 02/01/2029 |
|
|
267 |
|
|
|
269 |
|
Genesee & Wyoming Inc. |
|
|
|
|
|
|
|
|
7.301%, 04/10/2031 |
|
|
670 |
|
|
|
669 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
7.826%, 05/31/2027 |
|
|
32 |
|
|
|
32 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.444%, CME Term SOFR + 2.000%, 11/15/2027 (B) |
|
|
108 |
|
|
|
106 |
|
GTCR W Merger Sub LLC |
|
|
|
|
|
|
|
|
8.309%, 01/31/2031 (B) |
|
|
1,330 |
|
|
|
1,330 |
|
Harbor Freight Tools |
|
|
|
|
|
|
|
|
7.828%, 06/05/2031 (B) |
|
|
800 |
|
|
|
797 |
|
KKR Apple Bidco, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.194%, 09/22/2028 (B) |
|
|
405 |
|
|
|
405 |
|
PCI Gaming Authority, Term B Facility Loan |
|
|
|
|
|
|
|
|
7.944%, 05/29/2026 (B) |
|
|
382 |
|
|
|
381 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, CME Term SOFR + 3.750%, 02/01/2028 (B) |
|
|
228 |
|
|
|
228 |
|
Phoenix Guarantor, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 02/21/2031 |
|
|
1,151 |
|
|
|
1,147 |
|
Project Sky, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.332%, 10/08/2028 (B) |
|
|
244 |
|
|
|
244 |
|
Scientific Games/Light & Wonder |
|
|
|
|
|
|
|
|
8.081%, 04/14/2029 (B) |
|
|
887 |
|
|
|
886 |
|
Setanta Aircraft/AerCap |
|
|
|
|
|
|
|
|
7.072%, 11/05/2028 |
|
|
530 |
|
|
|
533 |
|
Soltera Health Holdings, LLC |
|
|
|
|
|
|
|
|
8.578%, 05/23/2031 |
|
|
800 |
|
|
|
797 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/31/2028 (B) |
|
|
768 |
|
|
|
768 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
UFC Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, 04/29/2026 |
|
$ |
817 |
|
|
$ |
819 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.943%, CME Term SOFR + 2.500%, 01/31/2028 (B) |
|
|
144 |
|
|
|
137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $24,967) ($ Thousands) |
|
|
|
|
|
|
24,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.2% |
California — 0.1% |
|
|
|
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.374%, 11/01/2035 |
|
|
635 |
|
|
|
489 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
650 |
|
|
|
520 |
|
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
740 |
|
|
|
494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,503 |
|
|
|
|
|
|
|
|
|
|
Georgia — 0.0% |
|
|
|
|
Georgia State, Municipal Electric Authority, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
483 |
|
|
|
539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nevada — 0.0% |
|
|
|
|
Clark County, Department of Aviation, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
|
728 |
|
|
|
819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York and New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
505 |
|
|
|
438 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
2.000%, 08/01/2035 |
|
|
1,000 |
|
|
|
736 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB |
|
|
|
|
|
|
|
|
2.400%, 11/01/2032 |
|
|
300 |
|
|
|
247 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
325 |
|
|
|
324 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
New York State, Dormitory Authority, RB |
|
|
|
|
|
|
|
|
5.628%, 03/15/2039 |
|
$ |
400 |
|
|
$ |
405 |
|
5.289%, 03/15/2033 |
|
|
850 |
|
|
|
847 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,997 |
|
|
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
433 |
|
|
|
389 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Texas — 0.0% |
|
|
|
|
Board of Regents of the University of Texas System, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
295 |
|
|
|
182 |
|
North Texas, Tollway Authority, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
632 |
|
|
|
719 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
901 |
|
|
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, RB |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
480 |
|
|
|
286 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $8,656) ($ Thousands) |
|
|
|
|
|
|
7,434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.2% |
FHLB |
|
|
|
|
|
|
|
|
1.250%, 09/30/2031(C) |
|
|
1,455 |
|
|
|
1,232 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029(A) |
|
|
1,213 |
|
|
|
951 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
FNMA |
|
|
|
|
|
|
|
|
0.000%, 11/15/2030(A) |
|
$ |
3,564 |
|
|
$ |
2,661 |
|
Resolution Funding Interest |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(A) |
|
|
905 |
|
|
|
700 |
|
Resolution Funding Principal |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(A) |
|
|
1,660 |
|
|
|
1,268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $8,031) ($ Thousands) |
|
|
6,812 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 7.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
247,120,214 |
|
|
|
247,120 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $247,120) ($ Thousands) |
|
|
|
|
|
|
247,120 |
|
|
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $221) ($ Thousands) |
|
|
|
|
|
|
131 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 111.4% |
|
|
|
|
|
|
|
|
(Cost $4,133,241) ($ Thousands) |
|
$ |
3,960,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $488) ($ Thousands) |
|
|
|
|
|
$ |
(310 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows: |
|
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24P 95.5 |
|
|
51 |
|
|
$ |
12,176 |
|
|
$ |
95.50 |
|
|
|
12/21/2024 |
|
|
$ |
57 |
|
June 2024, US 5YR Note W4 OP Jun24C 106.25 |
|
|
216 |
|
|
|
22,950 |
|
|
|
106.25 |
|
|
|
7/20/2024 |
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,126 |
|
|
|
|
|
|
|
|
|
|
|
59 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, 3 Month SOFR OPT Sep24C 95.13 |
|
|
691 |
|
|
|
164,328 |
|
|
|
95.13 |
|
|
|
9/21/2024 |
|
|
|
39 |
|
June 2024, U.S. 10 Year Future Option |
|
|
288 |
|
|
|
31,968 |
|
|
|
111.00 |
|
|
|
7/20/2024 |
|
|
|
– |
|
June 2024, US 5YR Note W4 OP Jun24C 106.75 |
|
|
216 |
|
|
|
23,058 |
|
|
|
106.75 |
|
|
|
7/20/2024 |
|
|
|
1 |
|
US 6-7 NOTE FRI WK1 Jul24C 110.5 |
|
|
121 |
|
|
|
13,371 |
|
|
|
110.50 |
|
|
|
7/20/2024 |
|
|
|
13 |
|
June 2024, U.S. Long Treasury Bond |
|
|
49 |
|
|
|
5,856 |
|
|
|
119.50 |
|
|
|
7/20/2024 |
|
|
|
– |
|
June 2024, U.S. Long Treasury Bond |
|
|
124 |
|
|
|
14,880 |
|
|
|
120.00 |
|
|
|
7/20/2024 |
|
|
|
– |
|
June 2024, U.S. Long Treasury Bond |
|
|
81 |
|
|
|
9,801 |
|
|
|
121.00 |
|
|
|
7/20/2024 |
|
|
|
– |
|
US Trs Bnd FRI WK1 Jul24C 119 |
|
|
72 |
|
|
|
8,568 |
|
|
|
119.00 |
|
|
|
7/20/2024 |
|
|
|
19 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows: |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271,830 |
|
|
|
|
|
|
|
|
|
|
|
72 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
306,956 |
|
|
|
|
|
|
|
|
|
|
$ |
131 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24C 95 |
|
|
(51) |
|
|
$ |
(12,113 |
) |
|
$ |
95.00 |
|
|
|
12/21/2024 |
|
|
$ |
(14 |
) |
August 2024, U.S. 10 Year Future Option |
|
|
(144) |
|
|
|
(15,768 |
) |
|
|
109.50 |
|
|
|
07/20/2024 |
|
|
|
(74 |
) |
June 2024, US 5YR NOTE W4 OP Jun24P 106.5 |
|
|
(72) |
|
|
|
(7,668 |
) |
|
|
106.50 |
|
|
|
07/20/2024 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(35,549 |
) |
|
|
|
|
|
|
|
|
|
|
(88 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24C 97.13 |
|
|
(102) |
|
|
|
(24,767 |
) |
|
|
97.13 |
|
|
|
12/21/2024 |
|
|
|
(5 |
) |
June 2025, 3 Month SOFR OPT Jun25C 97 |
|
|
(691) |
|
|
|
(167,567 |
) |
|
|
97.00 |
|
|
|
06/21/2025 |
|
|
|
(177 |
) |
September 2024, 3 Month SOFR OPT Sep24C 96.13 |
|
|
(691) |
|
|
|
(166,056 |
) |
|
|
96.13 |
|
|
|
09/21/2024 |
|
|
|
(17 |
) |
September 2024, 3 Month SOFR OPT Sep24C 96.88 |
|
|
(118) |
|
|
|
(28,578 |
) |
|
|
96.88 |
|
|
|
09/21/2024 |
|
|
|
(2 |
) |
June 2024, U.S. 10 Year Future Option |
|
|
(96) |
|
|
|
(10,608 |
) |
|
|
110.50 |
|
|
|
07/20/2024 |
|
|
|
– |
|
September 2024, U.S. 10 Year Future Option |
|
|
(120) |
|
|
|
(13,620 |
) |
|
|
113.50 |
|
|
|
08/17/2024 |
|
|
|
(21 |
) |
June 2024, U.S. Long Treasury Bond |
|
|
(49) |
|
|
|
(5,831 |
) |
|
|
119.00 |
|
|
|
07/20/2024 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(417,027 |
) |
|
|
|
|
|
|
|
|
|
|
(222 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(452,576 |
) |
|
|
|
|
|
|
|
|
|
$ |
(310 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
188 |
|
|
|
Dec-2024 |
|
|
$ |
44,984 |
|
|
$ |
44,718 |
|
|
$ |
(266 |
) |
3 Month SOFR |
|
|
412 |
|
|
|
Dec-2025 |
|
|
|
98,923 |
|
|
|
98,911 |
|
|
|
(12 |
) |
U.S. 2-Year Treasury Note |
|
|
2,184 |
|
|
|
Sep-2024 |
|
|
|
445,256 |
|
|
|
446,014 |
|
|
|
758 |
|
U.S. 5-Year Treasury Note |
|
|
1,314 |
|
|
|
Sep-2024 |
|
|
|
139,406 |
|
|
|
140,044 |
|
|
|
638 |
|
U.S. 10-Year Treasury Note |
|
|
1,653 |
|
|
|
Sep-2024 |
|
|
|
180,941 |
|
|
|
181,804 |
|
|
|
863 |
|
U.S. Long Treasury Bond |
|
|
183 |
|
|
|
Sep-2024 |
|
|
|
21,680 |
|
|
|
21,652 |
|
|
|
(28 |
) |
U.S. Ultra Long Treasury Bond |
|
|
408 |
|
|
|
Sep-2024 |
|
|
|
50,637 |
|
|
|
51,140 |
|
|
|
503 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
18 |
|
|
|
Sep-2024 |
|
|
|
2,026 |
|
|
|
2,044 |
|
|
|
18 |
|
|
|
|
|
|
|
|
|
|
|
|
983,853 |
|
|
|
986,327 |
|
|
|
2,474 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(150) |
|
|
|
Sep-2024 |
|
|
$ |
(16,003 |
) |
|
$ |
(15,987 |
) |
|
$ |
16 |
|
U.S. Long Treasury Bond |
|
|
(185) |
|
|
|
Sep-2024 |
|
|
|
(21,594 |
) |
|
|
(21,888 |
) |
|
|
(294 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(890) |
|
|
|
Sep-2024 |
|
|
|
(100,285 |
) |
|
|
(101,043 |
) |
|
|
(758 |
) |
|
|
|
|
|
|
|
|
|
|
|
(137,882 |
) |
|
|
(138,918 |
) |
|
|
(1,036 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
845,971 |
|
|
$ |
847,409 |
|
|
$ |
1,438 |
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
2,109 |
|
|
|
CAD |
|
|
|
2,900 |
|
|
$ |
12 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
890 |
|
|
|
USD |
|
|
|
994 |
|
|
|
1 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
1,920 |
|
|
|
USD |
|
|
|
2,127 |
|
|
$ |
(15 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
3,770 |
|
|
|
USD |
|
|
|
2,767 |
|
|
|
10 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
4,625 |
|
|
|
NOK |
|
|
|
50,490 |
|
|
|
121 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
13,591 |
|
|
|
JPY |
|
|
|
2,031,976 |
|
|
|
(921 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
1,420 |
|
|
|
USD |
|
|
|
133 |
|
|
|
— |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
16,420 |
|
|
|
USD |
|
|
|
1,537 |
|
|
|
(6 |
) |
Citigroup |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
3,313 |
|
|
|
BRL |
|
|
|
17,710 |
|
|
|
(124 |
) |
Citigroup |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
928 |
|
|
|
INR |
|
|
|
77,630 |
|
|
|
2 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
335 |
|
|
|
GBP |
|
|
|
270 |
|
|
|
6 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
1,600 |
|
|
|
USD |
|
|
|
1,723 |
|
|
|
7 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
3,299 |
|
|
|
EUR |
|
|
|
3,090 |
|
|
|
15 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
GBP |
|
|
|
5,834 |
|
|
|
USD |
|
|
|
7,311 |
|
|
|
(63 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
6,880 |
|
|
|
AUD |
|
|
|
10,529 |
|
|
|
154 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
JPY |
|
|
|
54,620 |
|
|
|
USD |
|
|
|
352 |
|
|
|
12 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
CNH |
|
|
|
60,232 |
|
|
|
USD |
|
|
|
8,333 |
|
|
|
70 |
|
Citigroup |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
346 |
|
|
|
BRL |
|
|
|
1,890 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
1,232 |
|
|
|
BRL |
|
|
|
6,450 |
|
|
|
(71 |
) |
Goldman Sachs |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
22,270 |
|
|
|
USD |
|
|
|
4,093 |
|
|
|
84 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
GBP |
|
|
|
640 |
|
|
|
USD |
|
|
|
813 |
|
|
|
4 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,978 |
|
|
|
CHF |
|
|
|
1,800 |
|
|
|
30 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
2,520 |
|
|
|
USD |
|
|
|
1,852 |
|
|
|
10 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
4,220 |
|
|
|
USD |
|
|
|
4,715 |
|
|
|
8 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
2,770 |
|
|
|
USD |
|
|
|
3,063 |
|
|
|
(27 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
7,773 |
|
|
|
USD |
|
|
|
8,307 |
|
|
|
(31 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
32,650 |
|
|
|
USD |
|
|
|
3,028 |
|
|
|
(41 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
JPY |
|
|
|
67,970 |
|
|
|
USD |
|
|
|
447 |
|
|
|
23 |
|
Goldman Sachs |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
3,105 |
|
|
|
BRL |
|
|
|
17,003 |
|
|
|
(55 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
5,010 |
|
|
|
USD |
|
|
|
3,685 |
|
|
|
21 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
3,558 |
|
|
|
CAD |
|
|
|
4,900 |
|
|
|
25 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
2,560 |
|
|
|
CAD |
|
|
|
3,501 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
11,794 |
|
|
|
BRL |
|
|
|
60,387 |
|
|
|
(945 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
JPY |
|
|
|
593,300 |
|
|
|
USD |
|
|
|
3,873 |
|
|
|
174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,519 |
) |
A list of the open OTC swap agreements held by the Fund at June 30, 2024, is as follows:
Interest Rate Swap |
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Citigroup Global Markets |
|
|
10.2375 |
|
|
|
BRL-CDI |
|
|
|
Annual |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
70,430 |
|
|
$ |
(631 |
) |
|
$ |
– |
|
|
$ |
(631 |
) |
A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
4.2% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annual |
|
|
|
04/30/2031 |
|
|
|
USD |
|
|
|
31,475 |
|
|
$ |
(500 |
) |
|
$ |
(270 |
) |
|
$ |
(230 |
) |
FIXED 3.52% |
|
Secured Overnight Financing Rate - SOFR |
|
|
|
Annual |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
7,131 |
|
|
|
237 |
|
|
|
– |
|
|
|
237 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Core Fixed Income Fund (Concluded)
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3.87% |
|
|
SECURED OVERNIGHT FINANCING RATE - SOFR |
|
|
|
Annual |
|
|
|
02/28/2031 |
|
|
|
USD |
|
|
|
48,920 |
|
|
$ |
306 |
|
|
$ |
(130 |
) |
|
$ |
436 |
|
3.15% |
|
|
SECURED OVERNIGHT FINANCING RATE - SOFR |
|
|
|
Annual |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
15,522 |
|
|
|
1,605 |
|
|
|
1,324 |
|
|
|
281 |
|
0.026% FIXED |
|
Secured Overnight Financing Rate - SOFR |
|
|
|
Annual |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
4,494 |
|
|
|
845 |
|
|
|
518 |
|
|
|
327 |
|
3.05% FIXED |
|
Secured Overnight Financing Rate - SOFR |
|
|
|
Annual |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
6,069 |
|
|
|
722 |
|
|
|
287 |
|
|
|
435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,215 |
|
|
$ |
1,729 |
|
|
$ |
1,486 |
|
Credit Default Swap - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-CDX.NA.HY.4206 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
7,974 |
|
|
$ |
(503 |
) |
|
$ |
(533 |
) |
|
$ |
30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swap - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-NA.IG.4206 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
108,087 |
|
|
$ |
2,232 |
|
|
$ |
2,267 |
|
|
$ |
(35 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $3,553,426 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
(A) |
Zero coupon security. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $463,966 ($ Thousands), representing 13.1% of the Net Assets of the Fund. |
(E) |
Perpetual security with no stated maturity date. |
(F) |
Interest rate represents the security's effective yield at the time of purchase. |
(G) |
Unsettled bank loan. Interest rate may not be available. |
The following is a summary of the transactions with affiliates for the period ended June 30, 2024 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 6/30/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
53,339 |
|
|
$ |
748,169 |
|
|
$ |
(801,296 |
) |
|
$ |
(141 |
) |
|
$ |
(71 |
) |
|
$ |
— |
|
|
$ |
312 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
241,390 |
|
|
|
2,676,578 |
|
|
|
(2,670,848 |
) |
|
|
— |
|
|
|
— |
|
|
|
247,120 |
|
|
|
3,747 |
|
|
|
— |
|
Totals |
|
$ |
294,729 |
|
|
$ |
3,424,747 |
|
|
$ |
(3,472,144 |
) |
|
$ |
(141 |
) |
|
$ |
(71 |
) |
|
$ |
247,120 |
|
|
$ |
4,059 |
|
|
$ |
— |
|
Amounts designated as “-” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 75.4% |
Communication Services — 9.0% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
$ |
380 |
|
|
$ |
285 |
|
5.500%, 01/15/2028 (A) |
|
|
340 |
|
|
|
233 |
|
5.500%, 10/15/2029 (A) |
|
|
937 |
|
|
|
618 |
|
5.125%, 07/15/2029 (A) |
|
|
1,249 |
|
|
|
821 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
3,550 |
|
|
|
1,416 |
|
ANGI Group |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
2,622 |
|
|
|
2,253 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B)(C) |
|
|
3,784 |
|
|
|
132 |
|
6.500%, 05/01/2027 (A)(B)(C) |
|
|
1,717 |
|
|
|
60 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
4,200 |
|
|
|
2,478 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
250 |
|
|
|
251 |
|
C&W Senior Finance |
|
|
|
|
|
|
|
|
6.875%, 09/15/2027 (A) |
|
|
569 |
|
|
|
546 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
7.375%, 03/01/2031 (A) |
|
|
895 |
|
|
|
883 |
|
5.375%, 06/01/2029 (A) |
|
|
1,088 |
|
|
|
990 |
|
5.125%, 05/01/2027 (A) |
|
|
616 |
|
|
|
591 |
|
5.000%, 02/01/2028 (A) |
|
|
2,719 |
|
|
|
2,542 |
|
4.750%, 03/01/2030 (A) |
|
|
1,720 |
|
|
|
1,490 |
|
4.750%, 02/01/2032 (A) |
|
|
62 |
|
|
|
51 |
|
4.500%, 08/15/2030 (A) |
|
|
5,377 |
|
|
|
4,552 |
|
4.500%, 05/01/2032 |
|
|
2,115 |
|
|
|
1,703 |
|
4.250%, 02/01/2031 (A) |
|
|
4,264 |
|
|
|
3,481 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.384%, 10/23/2035 |
|
|
1,080 |
|
|
|
1,053 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
5.250%, 07/15/2028 (A) |
|
|
140 |
|
|
|
134 |
|
Clear Channel Outdoor Holdings Inc |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (A) |
|
|
105 |
|
|
|
110 |
|
7.750%, 04/15/2028 (A) |
|
|
295 |
|
|
|
258 |
|
7.500%, 06/01/2029 (A) |
|
|
539 |
|
|
|
451 |
|
5.125%, 08/15/2027 (A) |
|
|
2,147 |
|
|
|
2,050 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
3,115 |
|
|
|
1,934 |
|
7.375%, 07/01/2028 |
|
|
405 |
|
|
|
172 |
|
5.875%, 11/15/2024 |
|
|
4,351 |
|
|
|
4,131 |
|
5.750%, 12/01/2028 (A) |
|
|
1,040 |
|
|
|
721 |
|
5.250%, 12/01/2026 (A) |
|
|
1,970 |
|
|
|
1,554 |
|
5.125%, 06/01/2029 |
|
|
1,085 |
|
|
|
430 |
|
Flutter Treasury Designated Activity |
|
|
|
|
|
|
|
|
6.375%, 04/29/2029 (A) |
|
|
407 |
|
|
|
410 |
|
Frontier Communications Holdings |
|
|
|
|
|
|
|
|
8.750%, 05/15/2030 (A) |
|
|
211 |
|
|
|
217 |
|
6.750%, 05/01/2029 (A) |
|
|
896 |
|
|
|
822 |
|
6.000%, 01/15/2030 (A) |
|
|
93 |
|
|
|
81 |
|
5.875%, 10/15/2027 (A) |
|
|
2,505 |
|
|
|
2,445 |
|
5.875%, 11/01/2029 |
|
|
102 |
|
|
|
89 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.000%, 05/01/2028 (A) |
|
$ |
695 |
|
|
$ |
655 |
|
Gannett Holdings |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
138 |
|
|
|
132 |
|
Gray Television |
|
|
|
|
|
|
|
|
10.500%, 07/15/2029 (A) |
|
|
1,491 |
|
|
|
1,499 |
|
7.000%, 05/15/2027 (A) |
|
|
130 |
|
|
|
120 |
|
5.375%, 11/15/2031 (A) |
|
|
4,114 |
|
|
|
2,332 |
|
4.750%, 10/15/2030 (A) |
|
|
5,318 |
|
|
|
3,191 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
795 |
|
|
|
293 |
|
6.375%, 05/01/2026 |
|
|
1,139 |
|
|
|
885 |
|
5.250%, 08/15/2027 (A) |
|
|
300 |
|
|
|
159 |
|
Iliad Holding SASU |
|
|
|
|
|
|
|
|
8.500%, 04/15/2031 (A) |
|
|
935 |
|
|
|
947 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
1,482 |
|
|
|
1,379 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 (A) |
|
|
933 |
|
|
|
955 |
|
10.750%, 12/15/2030 (A) |
|
|
400 |
|
|
|
399 |
|
10.500%, 04/15/2029 (A) |
|
|
1,515 |
|
|
|
1,511 |
|
10.500%, 05/15/2030 (A) |
|
|
2,494 |
|
|
|
2,470 |
|
4.875%, 06/15/2029 (A) |
|
|
2,504 |
|
|
|
1,427 |
|
4.500%, 04/01/2030 (A) |
|
|
1,335 |
|
|
|
726 |
|
3.875%, 10/15/2030 (A) |
|
|
1,464 |
|
|
|
767 |
|
3.750%, 07/15/2029 (A) |
|
|
2,380 |
|
|
|
738 |
|
3.625%, 01/15/2029 |
|
|
1,590 |
|
|
|
479 |
|
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
|
911 |
|
|
|
916 |
|
5.625%, 03/15/2026 (A) |
|
|
309 |
|
|
|
305 |
|
4.750%, 10/15/2027 (A) |
|
|
766 |
|
|
|
734 |
|
3.750%, 01/15/2028 (A) |
|
|
668 |
|
|
|
620 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
274 |
|
|
|
255 |
|
5.375%, 06/15/2029 (A) |
|
|
263 |
|
|
|
81 |
|
4.500%, 01/15/2029 (A) |
|
|
110 |
|
|
|
31 |
|
4.125%, 04/15/2029 (A) |
|
|
818 |
|
|
|
532 |
|
4.125%, 04/15/2030 (A) |
|
|
1,475 |
|
|
|
922 |
|
News |
|
|
|
|
|
|
|
|
5.125%, 02/15/2032 (A) |
|
|
140 |
|
|
|
133 |
|
3.875%, 05/15/2029 (A) |
|
|
204 |
|
|
|
188 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,000 |
|
|
|
950 |
|
4.750%, 11/01/2028 (A) |
|
|
2,015 |
|
|
|
1,791 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.375%, H15T5Y + 3.999%, 03/30/2062 (D) |
|
|
569 |
|
|
|
502 |
|
4.950%, 01/15/2031 |
|
|
1,950 |
|
|
|
1,716 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
854 |
|
|
|
820 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
1,957 |
|
|
|
1,182 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
2,427 |
|
|
|
1,690 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
$ |
215 |
|
|
$ |
190 |
|
4.125%, 12/01/2030 (A) |
|
|
100 |
|
|
|
67 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
|
1,059 |
|
|
|
995 |
|
5.000%, 08/01/2027 (A) |
|
|
2,260 |
|
|
|
2,163 |
|
4.125%, 07/01/2030 (A) |
|
|
85 |
|
|
|
73 |
|
4.000%, 07/15/2028 (A) |
|
|
612 |
|
|
|
553 |
|
3.125%, 09/01/2026 (A) |
|
|
501 |
|
|
|
471 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
3,115 |
|
|
|
1,860 |
|
Stagwell Global |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
363 |
|
|
|
335 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.625%, 03/15/2028 |
|
|
1,305 |
|
|
|
1,176 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
1,482 |
|
|
|
458 |
|
5.625%, 12/06/2026 (A) |
|
|
3,477 |
|
|
|
1,629 |
|
United States Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
|
255 |
|
|
|
271 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
4,490 |
|
|
|
3,451 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
2,170 |
|
|
|
1,801 |
|
Windstream Escrow |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
1,905 |
|
|
|
1,795 |
|
Zayo Group Holdings Inc |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
9,529 |
|
|
|
7,621 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
101,779 |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 13.9% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
1,010 |
|
|
|
953 |
|
3.875%, 01/15/2028 (A) |
|
|
1,430 |
|
|
|
1,339 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,010 |
|
|
|
994 |
|
Adient Global Holdings Ltd |
|
|
|
|
|
|
|
|
8.250%, 04/15/2031 (A) |
|
|
1,427 |
|
|
|
1,489 |
|
7.000%, 04/15/2028 (A) |
|
|
17 |
|
|
|
17 |
|
4.875%, 08/15/2026 (A) |
|
|
525 |
|
|
|
511 |
|
Adtalem Global Education |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
1,461 |
|
|
|
1,405 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
1,899 |
|
|
|
1,379 |
|
5.000%, 01/15/2028 (A) |
|
|
2,651 |
|
|
|
2,016 |
|
Amer Sports |
|
|
|
|
|
|
|
|
6.750%, 02/16/2031 (A) |
|
|
1,274 |
|
|
|
1,271 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.500%, 04/01/2027 |
|
|
605 |
|
|
|
604 |
|
6.250%, 03/15/2026 |
|
|
46 |
|
|
|
46 |
|
5.000%, 10/01/2029 |
|
|
112 |
|
|
|
103 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
287 |
|
|
|
278 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
$ |
919 |
|
|
$ |
849 |
|
4.500%, 03/01/2028 |
|
|
1,661 |
|
|
|
1,574 |
|
Ashton Woods USA |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
2,072 |
|
|
|
2,068 |
|
4.625%, 04/01/2030 (A) |
|
|
620 |
|
|
|
554 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.000%, 03/31/2029 (A) |
|
|
1,475 |
|
|
|
1,453 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(E)(F) |
|
|
2,750 |
|
|
|
– |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
370 |
|
|
|
355 |
|
7.500%, 06/15/2029 |
|
|
271 |
|
|
|
279 |
|
6.875%, 11/01/2035 |
|
|
964 |
|
|
|
972 |
|
6.750%, 07/01/2036 |
|
|
2,590 |
|
|
|
2,579 |
|
6.625%, 10/01/2030 (A) |
|
|
1,669 |
|
|
|
1,674 |
|
5.250%, 02/01/2028 |
|
|
349 |
|
|
|
339 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (A) |
|
|
135 |
|
|
|
123 |
|
4.875%, 02/15/2030 (A) |
|
|
1,800 |
|
|
|
1,610 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
8.125%, 07/01/2027 (A) |
|
|
430 |
|
|
|
439 |
|
7.000%, 02/15/2030 (A) |
|
|
1,585 |
|
|
|
1,619 |
|
6.500%, 02/15/2032 (A) |
|
|
210 |
|
|
|
211 |
|
4.625%, 10/15/2029 (A) |
|
|
1,029 |
|
|
|
943 |
|
Carnival |
|
|
|
|
|
|
|
|
7.000%, 08/15/2029 (A) |
|
|
102 |
|
|
|
106 |
|
6.000%, 05/01/2029 (A) |
|
|
4,169 |
|
|
|
4,118 |
|
5.750%, 03/01/2027 (A) |
|
|
418 |
|
|
|
413 |
|
4.000%, 08/01/2028 (A) |
|
|
1,153 |
|
|
|
1,083 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
1,654 |
|
|
|
1,791 |
|
Carvana, Strike Price Fixed |
|
|
|
|
|
|
|
|
12.000% cash/0% PIK, 12/01/2028 (A) |
|
|
1,232 |
|
|
|
1,324 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
514 |
|
|
|
511 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.375%, 04/15/2027 |
|
|
140 |
|
|
|
139 |
|
5.250%, 07/15/2029 |
|
|
295 |
|
|
|
282 |
|
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
|
3,830 |
|
|
|
3,852 |
|
6.750%, 05/15/2025 (A) |
|
|
173 |
|
|
|
173 |
|
6.750%, 05/15/2028 (A) |
|
|
203 |
|
|
|
205 |
|
6.250%, 05/15/2026 (A) |
|
|
486 |
|
|
|
486 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
4,240 |
|
|
|
2,418 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.500% cash/0% PIK, 03/31/2027 (A) |
|
|
1,613 |
|
|
|
1,742 |
|
10.625% cash/0% PIK, 05/15/2027 (A) |
|
|
970 |
|
|
|
733 |
|
Cougar JV Subsidiary |
|
|
|
|
|
|
|
|
8.000%, 05/15/2032 (A) |
|
|
1,347 |
|
|
|
1,393 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CSC Holdings |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
$ |
2,699 |
|
|
$ |
2,351 |
|
7.500%, 04/01/2028 (A) |
|
|
330 |
|
|
|
175 |
|
6.500%, 02/01/2029 (A) |
|
|
2,568 |
|
|
|
1,874 |
|
5.750%, 01/15/2030 (A) |
|
|
2,059 |
|
|
|
777 |
|
4.625%, 12/01/2030 (A) |
|
|
1,370 |
|
|
|
499 |
|
4.500%, 11/15/2031 (A) |
|
|
299 |
|
|
|
193 |
|
4.125%, 12/01/2030 (A) |
|
|
123 |
|
|
|
79 |
|
3.375%, 02/15/2031 (A) |
|
|
463 |
|
|
|
289 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
205 |
|
|
|
199 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
1,993 |
|
|
|
40 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
2,955 |
|
|
|
59 |
|
DirecTV Financing |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
880 |
|
|
|
861 |
|
5.875%, 08/15/2027 (A) |
|
|
2,291 |
|
|
|
2,155 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
5,034 |
|
|
|
4,936 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
390 |
|
|
|
332 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
12.000%, 11/30/2028 (A) |
|
|
1,315 |
|
|
|
1,400 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
1,960 |
|
|
|
1,835 |
|
Everi Holdings |
|
|
|
|
|
|
|
|
5.000%, 07/15/2029 (A) |
|
|
1,423 |
|
|
|
1,400 |
|
Fertitta Entertainment |
|
|
|
|
|
|
|
|
4.625%, 01/15/2029 (A) |
|
|
1,408 |
|
|
|
1,282 |
|
Fontainebleau Las Vegas Holdings |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B) |
|
|
3,108 |
|
|
|
– |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.200%, 06/10/2030 |
|
|
200 |
|
|
|
210 |
|
7.122%, 11/07/2033 |
|
|
200 |
|
|
|
211 |
|
6.950%, 06/10/2026 |
|
|
200 |
|
|
|
204 |
|
6.800%, 05/12/2028 |
|
|
200 |
|
|
|
206 |
|
4.687%, 06/09/2025 |
|
|
455 |
|
|
|
450 |
|
4.542%, 08/01/2026 |
|
|
730 |
|
|
|
710 |
|
4.000%, 11/13/2030 |
|
|
200 |
|
|
|
179 |
|
2.700%, 08/10/2026 |
|
|
200 |
|
|
|
188 |
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
200 |
|
|
|
196 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
883 |
|
|
|
784 |
|
GCI |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
639 |
|
|
|
583 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
122 |
|
|
|
112 |
|
5.250%, 07/15/2031 |
|
|
304 |
|
|
|
277 |
|
5.000%, 07/15/2029 |
|
|
327 |
|
|
|
304 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
2,135 |
|
|
|
1,935 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
$ |
87 |
|
|
$ |
91 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (A) |
|
|
1,224 |
|
|
|
1,230 |
|
5.875%, 04/01/2029 (A) |
|
|
87 |
|
|
|
87 |
|
5.750%, 05/01/2028 (A) |
|
|
246 |
|
|
|
245 |
|
4.875%, 01/15/2030 |
|
|
50 |
|
|
|
48 |
|
4.000%, 05/01/2031 (A) |
|
|
3,240 |
|
|
|
2,900 |
|
3.750%, 05/01/2029 (A) |
|
|
1,159 |
|
|
|
1,063 |
|
International Game Technology |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
1,005 |
|
|
|
972 |
|
4.125%, 04/15/2026 (A) |
|
|
604 |
|
|
|
588 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
1,835 |
|
|
|
1,702 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
1,474 |
|
|
|
1,519 |
|
Landsea Homes |
|
|
|
|
|
|
|
|
8.875%, 04/01/2029 (A) |
|
|
550 |
|
|
|
545 |
|
LBM Acquisition |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
1,188 |
|
|
|
1,050 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,094 |
|
|
|
1,023 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
1,015 |
|
|
|
951 |
|
LGI Homes |
|
|
|
|
|
|
|
|
8.750%, 12/15/2028 (A) |
|
|
1,530 |
|
|
|
1,594 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
5,150 |
|
|
|
2,415 |
|
Life Time |
|
|
|
|
|
|
|
|
5.750%, 01/15/2026 (A) |
|
|
1,175 |
|
|
|
1,170 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
3.875%, 06/01/2029 (A) |
|
|
341 |
|
|
|
306 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
2,645 |
|
|
|
2,551 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 |
|
|
176 |
|
|
|
175 |
|
5.750%, 06/15/2025 |
|
|
674 |
|
|
|
672 |
|
4.750%, 10/15/2028 |
|
|
1,391 |
|
|
|
1,324 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
5.375%, 08/15/2027 (A) |
|
|
472 |
|
|
|
453 |
|
Midwest Gaming Borrower |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,227 |
|
|
|
1,143 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(E) |
|
|
5,936 |
|
|
|
– |
|
NCL |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
1,430 |
|
|
|
1,494 |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
271 |
|
|
|
251 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.875%, 04/01/2036 |
|
|
70 |
|
|
|
63 |
|
6.625%, 09/15/2029 |
|
|
70 |
|
|
|
68 |
|
6.375%, 09/15/2027 |
|
|
200 |
|
|
|
197 |
|
5.700%, 04/01/2026 |
|
|
420 |
|
|
|
415 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nordstrom |
|
|
|
|
|
|
|
|
4.375%, 04/01/2030 |
|
$ |
563 |
|
|
$ |
512 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
1,085 |
|
|
|
1,057 |
|
4.750%, 02/15/2028 (A) |
|
|
1,335 |
|
|
|
1,240 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
348 |
|
|
|
356 |
|
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
2,542 |
|
|
|
2,145 |
|
4.375%, 09/01/2028 |
|
|
250 |
|
|
|
183 |
|
Raptor Acquisition |
|
|
|
|
|
|
|
|
4.875%, 11/01/2026 (A) |
|
|
233 |
|
|
|
225 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
1,255 |
|
|
|
1,071 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
9.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
240 |
|
8.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
238 |
|
7.250%, 01/15/2030 (A) |
|
|
165 |
|
|
|
171 |
|
6.250%, 03/15/2032 (A) |
|
|
167 |
|
|
|
168 |
|
Service International |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 |
|
|
352 |
|
|
|
364 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 04/01/2029 |
|
|
825 |
|
|
|
767 |
|
Shutterfly Finance |
|
|
|
|
|
|
|
|
9.750%, 10/01/2027 (A) |
|
|
83 |
|
|
|
83 |
|
8.500% cash/0% PIK, 10/01/2027 (A) |
|
|
539 |
|
|
|
468 |
|
Six Flags Entertainment |
|
|
|
|
|
|
|
|
7.250%, 05/15/2031 (A) |
|
|
3,106 |
|
|
|
3,162 |
|
6.625%, 05/01/2032 (A) |
|
|
984 |
|
|
|
1,000 |
|
5.500%, 04/15/2027 (A) |
|
|
20 |
|
|
|
20 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A) |
|
|
82 |
|
|
|
82 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
341 |
|
|
|
308 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
2,394 |
|
|
|
2,352 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
182 |
|
|
|
187 |
|
6.000%, 12/01/2029 (A) |
|
|
240 |
|
|
|
247 |
|
4.625%, 07/01/2028 (A) |
|
|
342 |
|
|
|
349 |
|
Staples |
|
|
|
|
|
|
|
|
12.750%, 01/15/2030 (A) |
|
|
435 |
|
|
|
339 |
|
10.750%, 09/01/2029 (A) |
|
|
600 |
|
|
|
570 |
|
Station Casinos |
|
|
|
|
|
|
|
|
6.625%, 03/15/2032 (A) |
|
|
1,380 |
|
|
|
1,373 |
|
4.500%, 02/15/2028 (A) |
|
|
585 |
|
|
|
551 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
2,605 |
|
|
|
2,161 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
1,835 |
|
|
|
1,615 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
202 |
|
|
|
185 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
SWF Escrow Issuer |
|
|
|
|
|
|
|
|
6.500%, 10/01/2029 (A) |
|
$ |
495 |
|
|
$ |
267 |
|
Taylor Morrison Communities |
|
|
|
|
|
|
|
|
5.125%, 08/01/2030 (A) |
|
|
1,768 |
|
|
|
1,693 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
1,800 |
|
|
|
1,683 |
|
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
540 |
|
|
|
487 |
|
3.875%, 10/15/2031 (A) |
|
|
126 |
|
|
|
105 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,028 |
|
|
|
1,136 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (A) |
|
|
1,530 |
|
|
|
1,492 |
|
7.375%, 06/30/2030 (A) |
|
|
326 |
|
|
|
303 |
|
6.625%, 06/01/2027 (A) |
|
|
5 |
|
|
|
5 |
|
4.500%, 05/01/2029 (A) |
|
|
810 |
|
|
|
681 |
|
Vail Resorts |
|
|
|
|
|
|
|
|
6.500%, 05/15/2032 (A) |
|
|
123 |
|
|
|
124 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
2,866 |
|
|
|
2,383 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
5.875%, 09/15/2027 (A) |
|
|
2,030 |
|
|
|
2,009 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
493 |
|
|
|
406 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
4.500%, 08/15/2030 (A) |
|
|
480 |
|
|
|
407 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
1,612 |
|
|
|
1,434 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
408 |
|
|
|
409 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
1,156 |
|
|
|
1,194 |
|
White Capital Parent |
|
|
|
|
|
|
|
|
8.250% cash/0% PIK, 03/15/2026 (A) |
|
|
1,765 |
|
|
|
1,765 |
|
Wolverine World Wide |
|
|
|
|
|
|
|
|
4.000%, 08/15/2029 (A) |
|
|
2,562 |
|
|
|
2,145 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
1,410 |
|
|
|
545 |
|
Wynn Las Vegas |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 (A) |
|
|
790 |
|
|
|
771 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
1,125 |
|
|
|
1,019 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
758 |
|
|
|
786 |
|
5.125%, 10/01/2029 (A) |
|
|
394 |
|
|
|
375 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
6.875%, 11/15/2037 |
|
|
850 |
|
|
|
927 |
|
5.375%, 04/01/2032 |
|
|
1,443 |
|
|
|
1,387 |
|
3.625%, 03/15/2031 |
|
|
570 |
|
|
|
503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
156,635 |
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 2.3% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
5.875%, 02/15/2028 (A) |
|
$ |
130 |
|
|
$ |
129 |
|
4.875%, 02/15/2030 (A) |
|
|
1,895 |
|
|
|
1,791 |
|
3.500%, 03/15/2029 (A) |
|
|
463 |
|
|
|
416 |
|
3.250%, 03/15/2026 (A) |
|
|
201 |
|
|
|
193 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
350 |
|
|
|
340 |
|
4.125%, 10/15/2030 |
|
|
242 |
|
|
|
216 |
|
4.125%, 04/30/2031 (A) |
|
|
168 |
|
|
|
148 |
|
Chobani |
|
|
|
|
|
|
|
|
7.625%, 07/01/2029 (A) |
|
|
588 |
|
|
|
606 |
|
4.625%, 11/15/2028 (A) |
|
|
514 |
|
|
|
485 |
|
Coty |
|
|
|
|
|
|
|
|
6.625%, 07/15/2030 (A) |
|
|
1,561 |
|
|
|
1,584 |
|
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
|
315 |
|
|
|
307 |
|
4.125%, 04/01/2029 (A) |
|
|
192 |
|
|
|
177 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
4.750%, 06/15/2028 (A) |
|
|
484 |
|
|
|
453 |
|
4.375%, 03/31/2029 (A) |
|
|
642 |
|
|
|
581 |
|
Fiesta Purchaser |
|
|
|
|
|
|
|
|
7.875%, 03/01/2031 (A) |
|
|
487 |
|
|
|
503 |
|
High Ridge Brands Co. (Escrow Security) |
|
|
|
|
|
|
|
|
8.875%, 03/15/2025 (A)(B) |
|
|
445 |
|
|
|
– |
|
HLF Financing Sarl |
|
|
|
|
|
|
|
|
12.250%, 04/15/2029 (A) |
|
|
1,291 |
|
|
|
1,287 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.125%, 01/31/2030 (A) |
|
|
1,430 |
|
|
|
1,299 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
705 |
|
|
|
783 |
|
8.000%, 05/01/2031 |
|
|
910 |
|
|
|
974 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
5.500%, 10/15/2027 (A) |
|
|
370 |
|
|
|
362 |
|
4.250%, 08/01/2029 (A) |
|
|
325 |
|
|
|
296 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (A) |
|
|
1,474 |
|
|
|
1,451 |
|
5.500%, 12/15/2029 (A) |
|
|
1,182 |
|
|
|
1,141 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 10/18/2024 (A)(B) |
|
|
422 |
|
|
|
185 |
|
8.000%, 11/15/2026 (A)(B) |
|
|
2,625 |
|
|
|
1,151 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
846 |
|
|
|
347 |
|
%, 10/18/2024 (A)(B)(D)(E)(F) |
|
|
206 |
|
|
|
198 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
2,602 |
|
|
|
2,569 |
|
Simmons Foods |
|
|
|
|
|
|
|
|
4.625%, 03/01/2029 (A) |
|
|
2,059 |
|
|
|
1,811 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
1,707 |
|
|
|
1,646 |
|
US Foods |
|
|
|
|
|
|
|
|
6.875%, 09/15/2028 (A) |
|
|
83 |
|
|
|
85 |
|
4.625%, 06/01/2030 (A) |
|
|
230 |
|
|
|
213 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Victra Holdings |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
$ |
2,073 |
|
|
$ |
2,062 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,789 |
|
|
|
|
|
|
|
|
|
|
Energy — 10.6% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,216 |
|
|
|
1,229 |
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
5.750%, 03/01/2027 (A) |
|
|
50 |
|
|
|
49 |
|
5.750%, 01/15/2028 (A) |
|
|
300 |
|
|
|
295 |
|
5.375%, 06/15/2029 (A) |
|
|
1,311 |
|
|
|
1,271 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
260 |
|
|
|
269 |
|
7.625%, 02/01/2029 (A) |
|
|
160 |
|
|
|
164 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
2,111 |
|
|
|
1,801 |
|
Archrock Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2027 (A) |
|
|
275 |
|
|
|
276 |
|
6.250%, 04/01/2028 (A) |
|
|
1,079 |
|
|
|
1,069 |
|
Ascent Resources Utica Holdings |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (A) |
|
|
2,368 |
|
|
|
2,426 |
|
7.000%, 11/01/2026 (A) |
|
|
1,301 |
|
|
|
1,302 |
|
5.875%, 06/30/2029 (A) |
|
|
240 |
|
|
|
234 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.500%, 04/30/2030 (A) |
|
|
320 |
|
|
|
335 |
|
7.375%, 03/15/2032 (A) |
|
|
1,305 |
|
|
|
1,326 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (A) |
|
|
578 |
|
|
|
594 |
|
7.000%, 07/15/2029 (A) |
|
|
609 |
|
|
|
620 |
|
6.625%, 07/15/2026 (A) |
|
|
115 |
|
|
|
115 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
400 |
|
|
|
376 |
|
4.125%, 03/01/2025 (A) |
|
|
155 |
|
|
|
153 |
|
4.125%, 12/01/2027 |
|
|
135 |
|
|
|
126 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
389 |
|
|
|
354 |
|
3.250%, 01/31/2032 |
|
|
260 |
|
|
|
222 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (B)(C)(E) |
|
|
2,515 |
|
|
|
53 |
|
7.000%, 10/01/2024 (B)(E) |
|
|
1,135 |
|
|
|
22 |
|
6.750%, 04/15/2029 (A) |
|
|
1,648 |
|
|
|
1,651 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
379 |
|
|
|
379 |
|
CITGO Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/15/2026 (A) |
|
|
2,025 |
|
|
|
2,014 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.750%, 07/01/2031 (A) |
|
|
2,319 |
|
|
|
2,483 |
|
8.625%, 11/01/2030 (A) |
|
|
1,822 |
|
|
|
1,954 |
|
8.375%, 07/01/2028 (A) |
|
|
319 |
|
|
|
334 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
6.750%, 03/01/2029 (A) |
|
|
4,308 |
|
|
|
4,175 |
|
5.875%, 01/15/2030 (A) |
|
|
225 |
|
|
|
209 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
$ |
459 |
|
|
$ |
485 |
|
7.625%, 04/01/2032 (A) |
|
|
154 |
|
|
|
157 |
|
7.375%, 01/15/2033 (A) |
|
|
135 |
|
|
|
135 |
|
CVR Energy |
|
|
|
|
|
|
|
|
8.500%, 01/15/2029 (A) |
|
|
1,525 |
|
|
|
1,531 |
|
Diamond Foreign Asset |
|
|
|
|
|
|
|
|
8.500%, 10/01/2030 (A) |
|
|
258 |
|
|
|
271 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
103 |
|
|
|
94 |
|
4.125%, 06/15/2029 (A) |
|
|
210 |
|
|
|
194 |
|
Enbridge |
|
|
|
|
|
|
|
|
8.250%, H15T5Y + 3.785%, 01/15/2084 (D) |
|
|
2,675 |
|
|
|
2,787 |
|
Encino Acquisition Partners Holdings |
|
|
|
|
|
|
|
|
8.750%, 05/01/2031 (A) |
|
|
2,425 |
|
|
|
2,529 |
|
8.500%, 05/01/2028 (A) |
|
|
437 |
|
|
|
445 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 4.020%, 05/15/2054 (D) |
|
|
1,572 |
|
|
|
1,644 |
|
6.750%, H15T5Y + 5.134%(D)(G) |
|
|
300 |
|
|
|
298 |
|
6.625%, US0003M + 4.155%(D)(G) |
|
|
855 |
|
|
|
830 |
|
6.500%, H15T5Y + 5.694%(D)(G) |
|
|
1,535 |
|
|
|
1,514 |
|
5.500%, 06/01/2027 |
|
|
1,564 |
|
|
|
1,569 |
|
EnLink Midstream |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
1,090 |
|
|
|
1,116 |
|
5.375%, 06/01/2029 |
|
|
1,725 |
|
|
|
1,684 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
5.600%, 04/01/2044 |
|
|
1,695 |
|
|
|
1,503 |
|
5.450%, 06/01/2047 |
|
|
1,157 |
|
|
|
1,004 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A)(B) |
|
|
2,139 |
|
|
|
949 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2027 (A) |
|
|
170 |
|
|
|
173 |
|
7.500%, 06/01/2030 (A) |
|
|
139 |
|
|
|
148 |
|
6.500%, 07/01/2027 (A) |
|
|
150 |
|
|
|
152 |
|
6.500%, 07/15/2048 |
|
|
1,735 |
|
|
|
1,752 |
|
6.000%, 07/01/2025 (A) |
|
|
67 |
|
|
|
67 |
|
4.500%, 01/15/2029 (A) |
|
|
439 |
|
|
|
414 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.875%, 04/15/2030 |
|
|
1,715 |
|
|
|
1,804 |
|
8.250%, 01/15/2029 |
|
|
68 |
|
|
|
70 |
|
8.000%, 01/15/2027 |
|
|
102 |
|
|
|
104 |
|
7.875%, 05/15/2032 |
|
|
778 |
|
|
|
786 |
|
7.750%, 02/01/2028 |
|
|
315 |
|
|
|
318 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
940 |
|
|
|
1,004 |
|
Gulfport Energy Corp |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
|
556 |
|
|
|
563 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
1,000 |
|
|
|
1,016 |
|
7.500%, 05/15/2032 (A) |
|
|
109 |
|
|
|
111 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hess Midstream Operations |
|
|
|
|
|
|
|
|
6.500%, 06/01/2029 (A) |
|
$ |
122 |
|
|
$ |
124 |
|
5.625%, 02/15/2026 (A) |
|
|
340 |
|
|
|
338 |
|
4.250%, 02/15/2030 (A) |
|
|
117 |
|
|
|
107 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
6.250%, 04/15/2032 (A) |
|
|
85 |
|
|
|
82 |
|
6.000%, 04/15/2030 (A) |
|
|
101 |
|
|
|
98 |
|
6.000%, 02/01/2031 (A) |
|
|
1,421 |
|
|
|
1,356 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
210 |
|
|
|
222 |
|
7.375%, 07/15/2032 (A) |
|
|
1,698 |
|
|
|
1,725 |
|
ITT Holdings |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
|
2,505 |
|
|
|
2,270 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
6.625%, 12/15/2028 (A) |
|
|
1,495 |
|
|
|
1,519 |
|
Kodiak Gas Services |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
759 |
|
|
|
778 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 (A) |
|
|
2,557 |
|
|
|
2,557 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
864 |
|
|
|
886 |
|
7.500%, 01/15/2026 (A) |
|
|
2,026 |
|
|
|
2,028 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
8.750%, 03/15/2029 (A) |
|
|
1,200 |
|
|
|
1,095 |
|
6.750%, 09/15/2025 (A) |
|
|
1,104 |
|
|
|
1,072 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
8.375%, 02/15/2032 (A) |
|
|
172 |
|
|
|
175 |
|
8.125%, 02/15/2029 (A) |
|
|
1,683 |
|
|
|
1,715 |
|
Northern Oil & Gas |
|
|
|
|
|
|
|
|
8.750%, 06/15/2031 (A) |
|
|
565 |
|
|
|
593 |
|
8.125%, 03/01/2028 (A) |
|
|
1,084 |
|
|
|
1,096 |
|
Northriver Midstream Finance |
|
|
|
|
|
|
|
|
6.750%, 07/15/2032 (A) |
|
|
938 |
|
|
|
940 |
|
5.625%, 02/15/2026 (A) |
|
|
1,240 |
|
|
|
1,240 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
134 |
|
|
|
136 |
|
6.000%, 06/01/2026 |
|
|
255 |
|
|
|
255 |
|
5.750%, 10/01/2025 |
|
|
119 |
|
|
|
118 |
|
5.625%, 04/28/2027 |
|
|
120 |
|
|
|
119 |
|
PBF Holding |
|
|
|
|
|
|
|
|
7.875%, 09/15/2030 (A) |
|
|
1,500 |
|
|
|
1,536 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
325 |
|
|
|
360 |
|
7.000%, 01/15/2032 (A) |
|
|
1,787 |
|
|
|
1,835 |
|
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
|
86 |
|
|
|
89 |
|
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
|
244 |
|
|
|
244 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
417 |
|
|
|
432 |
|
4.875%, 05/15/2025 |
|
|
290 |
|
|
|
288 |
|
Rockcliff Energy II |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
|
2,497 |
|
|
|
2,337 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.800%, 05/15/2030 (A) |
|
$ |
1,428 |
|
|
$ |
1,318 |
|
Seventy Seven Operating (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 01/15/2020 (B)(E) |
|
|
1,869 |
|
|
|
– |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
1,765 |
|
|
|
1,825 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.750%, 09/15/2026 |
|
|
205 |
|
|
|
205 |
|
6.625%, 01/15/2027 |
|
|
278 |
|
|
|
277 |
|
6.500%, 07/15/2028 |
|
|
113 |
|
|
|
112 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
170 |
|
|
|
176 |
|
5.375%, 02/01/2029 |
|
|
32 |
|
|
|
31 |
|
5.375%, 03/15/2030 |
|
|
239 |
|
|
|
231 |
|
4.750%, 02/01/2032 |
|
|
38 |
|
|
|
35 |
|
Sunoco |
|
|
|
|
|
|
|
|
7.250%, 05/01/2032 (A) |
|
|
570 |
|
|
|
589 |
|
7.000%, 05/01/2029 (A) |
|
|
1,638 |
|
|
|
1,679 |
|
4.500%, 05/15/2029 |
|
|
253 |
|
|
|
237 |
|
4.500%, 04/30/2030 |
|
|
327 |
|
|
|
302 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
1,565 |
|
|
|
1,573 |
|
6.000%, 03/01/2027 (A) |
|
|
270 |
|
|
|
266 |
|
6.000%, 12/31/2030 (A) |
|
|
2,365 |
|
|
|
2,203 |
|
6.000%, 09/01/2031 (A) |
|
|
722 |
|
|
|
675 |
|
5.500%, 01/15/2028 (A) |
|
|
1,485 |
|
|
|
1,421 |
|
TerraForm Power Operating |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
3,107 |
|
|
|
2,968 |
|
4.750%, 01/15/2030 (A) |
|
|
375 |
|
|
|
342 |
|
Transocean |
|
|
|
|
|
|
|
|
8.750%, 02/15/2030 (A) |
|
|
1,203 |
|
|
|
1,263 |
|
8.250%, 05/15/2029 (A) |
|
|
151 |
|
|
|
152 |
|
6.800%, 03/15/2038 |
|
|
2,089 |
|
|
|
1,733 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
58 |
|
|
|
60 |
|
Valaris |
|
|
|
|
|
|
|
|
8.375%, 04/30/2030 (A) |
|
|
129 |
|
|
|
134 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
2,665 |
|
|
|
2,391 |
|
3.875%, 08/15/2029 (A) |
|
|
5 |
|
|
|
5 |
|
3.875%, 11/01/2033 (A) |
|
|
1,365 |
|
|
|
1,163 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
2,987 |
|
|
|
3,251 |
|
9.500%, 02/01/2029 (A) |
|
|
140 |
|
|
|
153 |
|
8.125%, 06/01/2028 (A) |
|
|
2,365 |
|
|
|
2,437 |
|
Vital Energy |
|
|
|
|
|
|
|
|
7.875%, 04/15/2032 (A) |
|
|
157 |
|
|
|
160 |
|
Weatherford International |
|
|
|
|
|
|
|
|
8.625%, 04/30/2030 (A) |
|
|
1,512 |
|
|
|
1,567 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
|
2,061 |
|
|
|
1,806 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
119,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Financials — 8.4% |
|
|
|
|
Acrisure |
|
|
|
|
|
|
|
|
10.125%, 08/01/2026 (A) |
|
$ |
1,211 |
|
|
$ |
1,248 |
|
8.250%, 02/01/2029 (A) |
|
|
1,729 |
|
|
|
1,737 |
|
7.500%, 11/06/2030 (A) |
|
|
551 |
|
|
|
551 |
|
4.250%, 02/15/2029 (A) |
|
|
354 |
|
|
|
322 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,208 |
|
|
|
1,182 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
7.000%, 01/15/2031 (A) |
|
|
3,439 |
|
|
|
3,474 |
|
4.250%, 10/15/2027 (A) |
|
|
476 |
|
|
|
446 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.750%, 06/09/2027 |
|
|
651 |
|
|
|
635 |
|
AmWINS Group |
|
|
|
|
|
|
|
|
6.375%, 02/15/2029 (A) |
|
|
1,391 |
|
|
|
1,395 |
|
Ardonagh Finco |
|
|
|
|
|
|
|
|
7.750%, 02/15/2031 (A) |
|
|
671 |
|
|
|
663 |
|
Ardonagh Group Finance |
|
|
|
|
|
|
|
|
8.875%, 02/15/2032 (A) |
|
|
584 |
|
|
|
570 |
|
Aretec Group |
|
|
|
|
|
|
|
|
10.000%, 08/15/2030 (A) |
|
|
2,742 |
|
|
|
2,982 |
|
Barclays |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 5.431%(D)(G) |
|
|
883 |
|
|
|
897 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 |
|
|
2,248 |
|
|
|
2,056 |
|
Block |
|
|
|
|
|
|
|
|
6.500%, 05/15/2032 (A) |
|
|
1,684 |
|
|
|
1,707 |
|
2.750%, 06/01/2026 |
|
|
140 |
|
|
|
132 |
|
Blue Owl Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
1,587 |
|
|
|
1,495 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.875%, H15T5Y + 3.417%(D)(G) |
|
|
854 |
|
|
|
808 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.375%, 10/01/2028 (A) |
|
|
551 |
|
|
|
472 |
|
CPI CG |
|
|
|
|
|
|
|
|
10.000%, 07/15/2029 (A) |
|
|
930 |
|
|
|
965 |
|
8.625%, 03/15/2026 (A) |
|
|
1,718 |
|
|
|
1,755 |
|
Credit Acceptance |
|
|
|
|
|
|
|
|
9.250%, 12/15/2028 (A) |
|
|
1,475 |
|
|
|
1,559 |
|
Encore Capital Group |
|
|
|
|
|
|
|
|
9.250%, 04/01/2029 (A) |
|
|
1,675 |
|
|
|
1,745 |
|
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
4,224 |
|
|
|
3,298 |
|
FirstCash |
|
|
|
|
|
|
|
|
6.875%, 03/01/2032 (A) |
|
|
1,545 |
|
|
|
1,545 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,458 |
|
|
|
1,566 |
|
Freedom Mortgage Holdings |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
2,020 |
|
|
|
2,019 |
|
Genworth Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/15/2034 |
|
|
1,565 |
|
|
|
1,456 |
|
GGAM Finance |
|
|
|
|
|
|
|
|
6.875%, 04/15/2029 (A) |
|
|
488 |
|
|
|
497 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
HAT Holdings I |
|
|
|
|
|
|
|
|
3.750%, 09/15/2030 (A) |
|
$ |
415 |
|
|
$ |
362 |
|
3.375%, 06/15/2026 (A) |
|
|
577 |
|
|
|
544 |
|
Howden UK Refinance |
|
|
|
|
|
|
|
|
8.125%, 02/15/2032 (A) |
|
|
292 |
|
|
|
290 |
|
7.250%, 02/15/2031 (A) |
|
|
1,105 |
|
|
|
1,097 |
|
HUB International |
|
|
|
|
|
|
|
|
7.250%, 06/15/2030 (A) |
|
|
1,313 |
|
|
|
1,346 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
7.125%, 04/30/2031 (A) |
|
|
1,968 |
|
|
|
2,018 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
7.000%, 07/15/2031 (A) |
|
|
1,220 |
|
|
|
1,231 |
|
5.250%, 10/01/2025 (A) |
|
|
647 |
|
|
|
641 |
|
4.750%, 06/15/2029 (A) |
|
|
3,805 |
|
|
|
3,515 |
|
4.250%, 02/01/2027 (A) |
|
|
579 |
|
|
|
548 |
|
LD Holdings Group |
|
|
|
|
|
|
|
|
6.125%, 04/01/2028 (A) |
|
|
970 |
|
|
|
728 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
568 |
|
|
|
550 |
|
4.375%, 05/15/2031 (A) |
|
|
325 |
|
|
|
298 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/26/2031 (A) |
|
|
180 |
|
|
|
185 |
|
6.400%, 03/26/2029 (A) |
|
|
180 |
|
|
|
183 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
2,435 |
|
|
|
2,303 |
|
5.625%, 01/15/2030 (A) |
|
|
1,451 |
|
|
|
1,254 |
|
MPH Acquisition Holdings |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
414 |
|
|
|
223 |
|
5.500%, 09/01/2028 (A) |
|
|
271 |
|
|
|
204 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
140 |
|
|
|
141 |
|
6.000%, 01/15/2027 (A) |
|
|
60 |
|
|
|
59 |
|
5.750%, 11/15/2031 (A) |
|
|
275 |
|
|
|
259 |
|
5.500%, 08/15/2028 (A) |
|
|
2,346 |
|
|
|
2,254 |
|
5.125%, 12/15/2030 (A) |
|
|
143 |
|
|
|
131 |
|
Navient |
|
|
|
|
|
|
|
|
5.500%, 03/15/2029 |
|
|
150 |
|
|
|
137 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
1,440 |
|
|
|
1,150 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
9.000%, 01/15/2029 |
|
|
404 |
|
|
|
426 |
|
7.875%, 03/15/2030 |
|
|
1,515 |
|
|
|
1,562 |
|
7.500%, 05/15/2031 |
|
|
1,430 |
|
|
|
1,447 |
|
7.125%, 03/15/2026 |
|
|
193 |
|
|
|
196 |
|
5.375%, 11/15/2029 |
|
|
3,270 |
|
|
|
3,067 |
|
4.000%, 09/15/2030 |
|
|
1,399 |
|
|
|
1,201 |
|
3.875%, 09/15/2028 |
|
|
253 |
|
|
|
227 |
|
3.500%, 01/15/2027 |
|
|
995 |
|
|
|
932 |
|
Osaic Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
3,647 |
|
|
|
3,755 |
|
Panther Escrow Issuer |
|
|
|
|
|
|
|
|
7.125%, 06/01/2031 (A) |
|
|
2,976 |
|
|
|
3,010 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PennyMac Financial Services |
|
|
|
|
|
|
|
|
7.875%, 12/15/2029 (A) |
|
$ |
1,484 |
|
|
$ |
1,530 |
|
5.750%, 09/15/2031 (A) |
|
|
2,871 |
|
|
|
2,689 |
|
4.250%, 02/15/2029 (A) |
|
|
1,665 |
|
|
|
1,514 |
|
PRA Group |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
1,675 |
|
|
|
1,670 |
|
Rithm Capital |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
858 |
|
|
|
833 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 (A) |
|
|
32 |
|
|
|
27 |
|
3.625%, 03/01/2029 (A) |
|
|
977 |
|
|
|
886 |
|
2.875%, 10/15/2026 (A) |
|
|
185 |
|
|
|
173 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
3,925 |
|
|
|
3,815 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
7.250%, 04/01/2029 (A) |
|
|
1,628 |
|
|
|
1,645 |
|
4.375%, 01/15/2027 (A) |
|
|
883 |
|
|
|
836 |
|
UniCredit |
|
|
|
|
|
|
|
|
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(D) |
|
|
875 |
|
|
|
854 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.500%, 11/15/2025 (A) |
|
|
347 |
|
|
|
344 |
|
VFH Parent |
|
|
|
|
|
|
|
|
7.500%, 06/15/2031 (A) |
|
|
1,104 |
|
|
|
1,109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
94,576 |
|
|
|
|
|
|
|
|
|
|
Health Care — 6.8% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.000%, 04/15/2029 (A) |
|
|
1,338 |
|
|
|
1,271 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
251 |
|
|
|
238 |
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
2,020 |
|
|
|
1,672 |
|
8.000%, 08/01/2028 (A)(B) |
|
|
915 |
|
|
|
702 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,899 |
|
|
|
1,748 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
564 |
|
|
|
537 |
|
Bausch + Lomb |
|
|
|
|
|
|
|
|
8.375%, 10/01/2028 (A) |
|
|
855 |
|
|
|
875 |
|
Bausch Health |
|
|
|
|
|
|
|
|
5.750%, 08/15/2027 (A) |
|
|
220 |
|
|
|
175 |
|
5.500%, 11/01/2025 (A) |
|
|
1,562 |
|
|
|
1,455 |
|
5.250%, 01/30/2030 (A) |
|
|
75 |
|
|
|
35 |
|
5.250%, 02/15/2031 (A) |
|
|
193 |
|
|
|
90 |
|
5.000%, 01/30/2028 (A) |
|
|
215 |
|
|
|
111 |
|
5.000%, 02/15/2029 (A) |
|
|
445 |
|
|
|
213 |
|
4.875%, 06/01/2028 (A) |
|
|
485 |
|
|
|
363 |
|
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
|
390 |
|
|
|
351 |
|
8.500%, 01/31/2027 (A) |
|
|
444 |
|
|
|
306 |
|
Charles River Laboratories International |
|
|
|
|
|
|
|
|
4.250%, 05/01/2028 (A) |
|
|
1,633 |
|
|
|
1,542 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.000%, 03/15/2031 (A) |
|
$ |
930 |
|
|
$ |
829 |
|
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
|
2,416 |
|
|
|
2,514 |
|
8.000%, 12/15/2027 (A) |
|
|
2,370 |
|
|
|
2,350 |
|
6.125%, 04/01/2030 (A) |
|
|
1,467 |
|
|
|
1,027 |
|
6.000%, 01/15/2029 (A) |
|
|
260 |
|
|
|
229 |
|
5.625%, 03/15/2027 (A) |
|
|
1,757 |
|
|
|
1,636 |
|
5.250%, 05/15/2030 (A) |
|
|
307 |
|
|
|
253 |
|
4.750%, 02/15/2031 (A) |
|
|
278 |
|
|
|
219 |
|
Concentra Escrow Issuer |
|
|
|
|
|
|
|
|
6.875%, 07/15/2032 (A) |
|
|
660 |
|
|
|
669 |
|
DaVita |
|
|
|
|
|
|
|
|
4.625%, 06/01/2030 (A) |
|
|
1,640 |
|
|
|
1,482 |
|
3.750%, 02/15/2031 (A) |
|
|
1,138 |
|
|
|
971 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
1,475 |
|
|
|
1,282 |
|
5.000%, 02/15/2030 (A) |
|
|
395 |
|
|
|
325 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
307 |
|
|
|
200 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.625%, 04/01/2031 |
|
|
450 |
|
|
|
413 |
|
4.500%, 02/01/2028 |
|
|
440 |
|
|
|
419 |
|
Endo |
|
|
|
|
|
|
|
|
9.500%, 12/31/2049 (E) |
|
|
1,406 |
|
|
|
– |
|
6.125%, 12/31/2049 (E) |
|
|
1,485 |
|
|
|
– |
|
6.000%, 12/31/2049 (E) |
|
|
1,302 |
|
|
|
39 |
|
%, 04/01/2027 (E)(F) |
|
|
1,373 |
|
|
|
– |
|
Endo Finance Holdings |
|
|
|
|
|
|
|
|
8.500%, 04/15/2031 (A) |
|
|
1,458 |
|
|
|
1,505 |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (B)(E) |
|
|
1,825 |
|
|
|
– |
|
Fortrea Holdings |
|
|
|
|
|
|
|
|
7.500%, 07/01/2030 (A) |
|
|
440 |
|
|
|
437 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
10.000%, 10/31/2028 (A) |
|
|
4,864 |
|
|
|
4,744 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
2,088 |
|
|
|
1,802 |
|
HCA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2030 |
|
|
1,065 |
|
|
|
961 |
|
Heartland Dental |
|
|
|
|
|
|
|
|
10.500%, 04/30/2028 (A) |
|
|
2,516 |
|
|
|
2,671 |
|
IQVIA |
|
|
|
|
|
|
|
|
6.500%, 05/15/2030 (A) |
|
|
1,615 |
|
|
|
1,639 |
|
5.000%, 10/15/2026 (A) |
|
|
805 |
|
|
|
790 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
1,225 |
|
|
|
1,350 |
|
9.875%, 08/15/2030 (A) |
|
|
369 |
|
|
|
393 |
|
5.375%, 01/15/2029 (A) |
|
|
389 |
|
|
|
342 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
14.750%, 11/14/2028 (A) |
|
|
319 |
|
|
|
347 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
1,857 |
|
|
|
1,878 |
|
3.875%, 04/01/2029 (A) |
|
|
4,814 |
|
|
|
4,433 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
$ |
1,166 |
|
|
$ |
1,098 |
|
3.875%, 11/15/2030 (A) |
|
|
1,295 |
|
|
|
1,151 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
2,725 |
|
|
|
2,501 |
|
Organon |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
1,742 |
|
|
|
1,565 |
|
4.125%, 04/30/2028 (A) |
|
|
466 |
|
|
|
433 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
6.625%, 04/01/2030 (A) |
|
|
185 |
|
|
|
168 |
|
4.500%, 03/31/2029 (A) |
|
|
397 |
|
|
|
343 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
3.375%, 08/31/2027 (A) |
|
|
689 |
|
|
|
638 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781%, 02/15/2030 (A) |
|
|
2,047 |
|
|
|
1,638 |
|
7.775%, 01/31/2029 (A) |
|
|
4,520 |
|
|
|
4,237 |
|
Sotera Health Holdings |
|
|
|
|
|
|
|
|
7.375%, 06/01/2031 (A) |
|
|
160 |
|
|
|
160 |
|
Surgery Center Holdings |
|
|
|
|
|
|
|
|
7.250%, 04/15/2032 (A) |
|
|
758 |
|
|
|
766 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 (A) |
|
|
249 |
|
|
|
277 |
|
6.375%, 02/01/2025 (A) |
|
|
3,422 |
|
|
|
3,259 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 |
|
|
1,042 |
|
|
|
1,058 |
|
6.250%, 02/01/2027 |
|
|
1,465 |
|
|
|
1,464 |
|
6.125%, 06/15/2030 |
|
|
2,336 |
|
|
|
2,320 |
|
5.125%, 11/01/2027 |
|
|
688 |
|
|
|
673 |
|
4.625%, 06/15/2028 |
|
|
1,299 |
|
|
|
1,235 |
|
4.375%, 01/15/2030 |
|
|
800 |
|
|
|
742 |
|
4.250%, 06/01/2029 |
|
|
1,537 |
|
|
|
1,431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,990 |
|
|
|
|
|
|
|
|
|
|
Industrials — 8.6% |
|
|
|
|
AAR Escrow Issuer |
|
|
|
|
|
|
|
|
6.750%, 03/15/2029 (A) |
|
|
2,505 |
|
|
|
2,554 |
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
545 |
|
|
|
487 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
858 |
|
|
|
817 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
7 |
|
|
|
7 |
|
4.625%, 06/01/2028 (A) |
|
|
1,427 |
|
|
|
1,301 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
210 |
|
|
|
207 |
|
4.750%, 10/01/2027 (A) |
|
|
1,821 |
|
|
|
1,759 |
|
3.750%, 01/30/2031 (A) |
|
|
255 |
|
|
|
224 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.750%, 04/20/2029 (A) |
|
|
3,661 |
|
|
|
3,561 |
|
5.500%, 04/20/2026 (A) |
|
|
666 |
|
|
|
661 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
1,046 |
|
|
|
976 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
APi Group DE |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
$ |
135 |
|
|
$ |
126 |
|
4.125%, 07/15/2029 (A) |
|
|
214 |
|
|
|
195 |
|
Avis Budget Car Rental |
|
|
|
|
|
|
|
|
8.000%, 02/15/2031 (A) |
|
|
1,885 |
|
|
|
1,867 |
|
5.750%, 07/15/2027 (A) |
|
|
280 |
|
|
|
270 |
|
5.375%, 03/01/2029 (A) |
|
|
558 |
|
|
|
511 |
|
4.750%, 04/01/2028 (A) |
|
|
60 |
|
|
|
55 |
|
Bombardier |
|
|
|
|
|
|
|
|
8.750%, 11/15/2030 (A) |
|
|
102 |
|
|
|
110 |
|
7.875%, 04/15/2027 (A) |
|
|
180 |
|
|
|
180 |
|
7.500%, 02/01/2029 (A) |
|
|
853 |
|
|
|
884 |
|
7.250%, 07/01/2031 (A) |
|
|
2,079 |
|
|
|
2,135 |
|
7.000%, 06/01/2032 (A) |
|
|
947 |
|
|
|
960 |
|
Brightline East |
|
|
|
|
|
|
|
|
11.000%, 01/31/2030 (A) |
|
|
817 |
|
|
|
745 |
|
Brink's |
|
|
|
|
|
|
|
|
6.500%, 06/15/2029 (A) |
|
|
72 |
|
|
|
73 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 06/15/2032 (A) |
|
|
246 |
|
|
|
246 |
|
6.375%, 03/01/2034 (A) |
|
|
635 |
|
|
|
629 |
|
4.250%, 02/01/2032 (A) |
|
|
1,518 |
|
|
|
1,342 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
1,233 |
|
|
|
1,151 |
|
4.125%, 04/15/2029 (A) |
|
|
1,099 |
|
|
|
1,014 |
|
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (A) |
|
|
1,495 |
|
|
|
1,466 |
|
Chart Industries |
|
|
|
|
|
|
|
|
9.500%, 01/01/2031 (A) |
|
|
1,362 |
|
|
|
1,476 |
|
7.500%, 01/01/2030 (A) |
|
|
244 |
|
|
|
252 |
|
Conduent Business Services |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
|
310 |
|
|
|
290 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2029 |
|
|
305 |
|
|
|
315 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
1,454 |
|
|
|
1,243 |
|
Deluxe |
|
|
|
|
|
|
|
|
8.000%, 06/01/2029 (A) |
|
|
885 |
|
|
|
830 |
|
EMRLD Borrower |
|
|
|
|
|
|
|
|
6.750%, 07/15/2031 (A) |
|
|
83 |
|
|
|
84 |
|
6.625%, 12/15/2030 (A) |
|
|
3,750 |
|
|
|
3,779 |
|
Enviri |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
465 |
|
|
|
442 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
15 |
|
|
|
13 |
|
Fortress Transportation and Infrastructure Investors |
|
|
|
|
|
|
|
|
7.000%, 05/01/2031 (A) |
|
|
735 |
|
|
|
751 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
320 |
|
|
|
321 |
|
6.000%, 06/01/2029 (A) |
|
|
242 |
|
|
|
221 |
|
Gates |
|
|
|
|
|
|
|
|
6.875%, 07/01/2029 (A) |
|
|
879 |
|
|
|
894 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
GEO Group |
|
|
|
|
|
|
|
|
8.625%, 04/15/2029 (A) |
|
$ |
150 |
|
|
$ |
154 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
5.125%, 12/15/2026 (A) |
|
|
335 |
|
|
|
332 |
|
4.750%, 06/15/2029 (A) |
|
|
891 |
|
|
|
841 |
|
4.375%, 08/15/2029 (A) |
|
|
146 |
|
|
|
135 |
|
4.000%, 08/01/2028 (A) |
|
|
694 |
|
|
|
645 |
|
3.500%, 09/01/2028 (A) |
|
|
1,415 |
|
|
|
1,304 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
175 |
|
|
|
172 |
|
5.625%, 06/01/2029 (A) |
|
|
332 |
|
|
|
312 |
|
GrafTech Global Enterprises |
|
|
|
|
|
|
|
|
9.875%, 12/15/2028 (A) |
|
|
828 |
|
|
|
610 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
500 |
|
|
|
482 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
2,285 |
|
|
|
2,062 |
|
Hawaiian Brand Intellectual Property |
|
|
|
|
|
|
|
|
5.750%, 01/20/2026 (A) |
|
|
1,776 |
|
|
|
1,690 |
|
Herc Holdings |
|
|
|
|
|
|
|
|
6.625%, 06/15/2029 (A) |
|
|
156 |
|
|
|
158 |
|
Hertz |
|
|
|
|
|
|
|
|
12.625%, 07/15/2029 (A) |
|
|
445 |
|
|
|
460 |
|
5.000%, 12/01/2029 (A) |
|
|
663 |
|
|
|
407 |
|
4.625%, 12/01/2026 (A) |
|
|
272 |
|
|
|
198 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
7.125%, 08/01/2026 (A)(B) |
|
|
465 |
|
|
|
42 |
|
6.000%, 01/15/2028 (A)(B) |
|
|
450 |
|
|
|
40 |
|
5.500%, 10/15/2024 (A)(B) |
|
|
559 |
|
|
|
20 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
9.000%, 06/15/2030 (A) |
|
|
930 |
|
|
|
925 |
|
6.250%, 05/15/2026 |
|
|
883 |
|
|
|
876 |
|
5.250%, 05/15/2027 |
|
|
1,145 |
|
|
|
1,075 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.875%, 12/15/2027 (A) |
|
|
250 |
|
|
|
236 |
|
4.625%, 12/15/2025 (A) |
|
|
145 |
|
|
|
142 |
|
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
|
2,197 |
|
|
|
2,092 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
1,689 |
|
|
|
1,572 |
|
4.125%, 06/30/2028 (A) |
|
|
175 |
|
|
|
163 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
433 |
|
|
|
413 |
|
Masterbrand |
|
|
|
|
|
|
|
|
7.000%, 07/15/2032 (A) |
|
|
53 |
|
|
|
54 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
1,058 |
|
|
|
1,060 |
|
Miter Brands Acquisition Holdco |
|
|
|
|
|
|
|
|
6.750%, 04/01/2032 (A) |
|
|
832 |
|
|
|
838 |
|
MIWD Holdco II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
221 |
|
|
|
204 |
|
Moog |
|
|
|
|
|
|
|
|
4.250%, 12/15/2027 (A) |
|
|
800 |
|
|
|
757 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
$ |
2,160 |
|
|
$ |
1,941 |
|
6.875%, 03/15/2027 (A) |
|
|
150 |
|
|
|
141 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (A) |
|
|
1,194 |
|
|
|
1,185 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 |
|
|
127 |
|
|
|
130 |
|
6.050%, 04/15/2028 |
|
|
300 |
|
|
|
303 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
7.750%, 03/15/2031 (A) |
|
|
715 |
|
|
|
747 |
|
6.750%, 03/15/2028 (A) |
|
|
780 |
|
|
|
794 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
1,596 |
|
|
|
1,523 |
|
Sensata Technologies |
|
|
|
|
|
|
|
|
6.625%, 07/15/2032 (A) |
|
|
235 |
|
|
|
237 |
|
4.000%, 04/15/2029 (A) |
|
|
1,380 |
|
|
|
1,267 |
|
3.750%, 02/15/2031 (A) |
|
|
20 |
|
|
|
17 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,133 |
|
|
|
1,017 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
828 |
|
|
|
913 |
|
9.375%, 11/30/2029 (A) |
|
|
175 |
|
|
|
189 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
2,338 |
|
|
|
1,707 |
|
SS&C Technologies |
|
|
|
|
|
|
|
|
6.500%, 06/01/2032 (A) |
|
|
599 |
|
|
|
604 |
|
5.500%, 09/30/2027 (A) |
|
|
622 |
|
|
|
613 |
|
Standard Industries |
|
|
|
|
|
|
|
|
5.000%, 02/15/2027 (A) |
|
|
1,901 |
|
|
|
1,848 |
|
4.750%, 01/15/2028 (A) |
|
|
798 |
|
|
|
759 |
|
4.375%, 07/15/2030 (A) |
|
|
2,281 |
|
|
|
2,061 |
|
3.375%, 01/15/2031 (A) |
|
|
88 |
|
|
|
74 |
|
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
|
335 |
|
|
|
318 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
1,548 |
|
|
|
1,500 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
2,420 |
|
|
|
2,494 |
|
6.875%, 12/15/2030 (A) |
|
|
680 |
|
|
|
694 |
|
6.750%, 08/15/2028 (A) |
|
|
1,485 |
|
|
|
1,503 |
|
6.625%, 03/01/2032 (A) |
|
|
1,278 |
|
|
|
1,291 |
|
6.375%, 03/01/2029 (A) |
|
|
373 |
|
|
|
375 |
|
TriNet Group |
|
|
|
|
|
|
|
|
7.125%, 08/15/2031 (A) |
|
|
172 |
|
|
|
175 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
92 |
|
|
|
96 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
|
140 |
|
|
|
143 |
|
4.500%, 08/15/2029 (A) |
|
|
144 |
|
|
|
137 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
2,763 |
|
|
|
2,573 |
|
4.375%, 04/15/2026 (A) |
|
|
291 |
|
|
|
281 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (A) |
|
$ |
176 |
|
|
$ |
175 |
|
5.250%, 01/15/2030 |
|
|
1,070 |
|
|
|
1,037 |
|
4.000%, 07/15/2030 |
|
|
1,435 |
|
|
|
1,298 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
|
1,750 |
|
|
|
1,534 |
|
6.375%, 02/01/2030 (A) |
|
|
2,506 |
|
|
|
1,969 |
|
Wesco Aircraft Holdings |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A)(B) |
|
|
100 |
|
|
|
4 |
|
9.000%, 11/15/2026 (A)(B) |
|
|
599 |
|
|
|
210 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
483 |
|
|
|
492 |
|
6.625%, 03/15/2032 (A) |
|
|
120 |
|
|
|
121 |
|
6.375%, 03/15/2029 (A) |
|
|
330 |
|
|
|
331 |
|
Williams Scotsman |
|
|
|
|
|
|
|
|
7.375%, 10/01/2031 (A) |
|
|
1,485 |
|
|
|
1,528 |
|
6.625%, 06/15/2029 (A) |
|
|
78 |
|
|
|
79 |
|
Wrangler Holdco |
|
|
|
|
|
|
|
|
6.625%, 04/01/2032 (A) |
|
|
78 |
|
|
|
78 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
130 |
|
|
|
133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
96,534 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 3.9% |
|
|
|
|
Ahead DB Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
1,314 |
|
|
|
1,244 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
12.250%, 03/30/2029 (A) |
|
|
190 |
|
|
|
197 |
|
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
|
1,867 |
|
|
|
1,549 |
|
4.250%, 06/01/2028 (A) |
|
|
1,050 |
|
|
|
937 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
1,140 |
|
|
|
1,030 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
189 |
|
|
|
175 |
|
Cloud Software Group |
|
|
|
|
|
|
|
|
8.250%, 06/30/2032 (A) |
|
|
2,365 |
|
|
|
2,410 |
|
6.500%, 03/31/2029 (A) |
|
|
2,171 |
|
|
|
2,085 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
2,775 |
|
|
|
2,626 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
510 |
|
|
|
242 |
|
7.125%, 07/01/2028 (A) |
|
|
645 |
|
|
|
265 |
|
6.000%, 03/01/2026 (A) |
|
|
2,520 |
|
|
|
2,211 |
|
4.750%, 09/01/2029 (A) |
|
|
1,287 |
|
|
|
891 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
1,991 |
|
|
|
1,622 |
|
5.000%, 03/15/2027 (A) |
|
|
200 |
|
|
|
83 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,468 |
|
|
|
1,340 |
|
Entegris |
|
|
|
|
|
|
|
|
5.950%, 06/15/2030 (A) |
|
|
467 |
|
|
|
462 |
|
4.375%, 04/15/2028 (A) |
|
|
182 |
|
|
|
172 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.625%, 05/01/2029 (A) |
|
$ |
786 |
|
|
$ |
705 |
|
Entegris Escrow |
|
|
|
|
|
|
|
|
4.750%, 04/15/2029 (A) |
|
|
2,544 |
|
|
|
2,434 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
9.000%, 05/15/2028 (A) |
|
|
437 |
|
|
|
451 |
|
8.625%, 05/15/2032 (A) |
|
|
52 |
|
|
|
54 |
|
Go Daddy Operating |
|
|
|
|
|
|
|
|
3.500%, 03/01/2029 (A) |
|
|
920 |
|
|
|
831 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
233 |
|
|
|
218 |
|
Insight Enterprises |
|
|
|
|
|
|
|
|
6.625%, 05/15/2032 (A) |
|
|
65 |
|
|
|
66 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
2,267 |
|
|
|
2,094 |
|
MicroStrategy |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
2,009 |
|
|
|
1,947 |
|
NCR Atleos |
|
|
|
|
|
|
|
|
9.500%, 04/01/2029 (A) |
|
|
419 |
|
|
|
453 |
|
NCR Voyix |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
328 |
|
|
|
309 |
|
5.000%, 10/01/2028 (A) |
|
|
252 |
|
|
|
238 |
|
Newfold Digital Holdings Group |
|
|
|
|
|
|
|
|
11.750%, 10/15/2028 (A) |
|
|
539 |
|
|
|
558 |
|
6.000%, 02/15/2029 (A) |
|
|
404 |
|
|
|
292 |
|
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
2,703 |
|
|
|
2,495 |
|
Open Text |
|
|
|
|
|
|
|
|
6.900%, 12/01/2027 (A) |
|
|
1,916 |
|
|
|
1,989 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
2,342 |
|
|
|
2,112 |
|
RingCentral |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
209 |
|
|
|
218 |
|
Rocket Software |
|
|
|
|
|
|
|
|
9.000%, 11/28/2028 (A) |
|
|
605 |
|
|
|
615 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
8.500%, 07/15/2031 |
|
|
355 |
|
|
|
382 |
|
8.250%, 12/15/2029 |
|
|
572 |
|
|
|
614 |
|
3.375%, 07/15/2031 |
|
|
1,341 |
|
|
|
1,076 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
1,959 |
|
|
|
1,775 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
1,360 |
|
|
|
904 |
|
6.500%, 07/15/2028 (A) |
|
|
2,140 |
|
|
|
1,620 |
|
Xerox Holdings |
|
|
|
|
|
|
|
|
8.875%, 11/30/2029 (A) |
|
|
165 |
|
|
|
157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
44,148 |
|
|
|
|
|
|
|
|
|
|
Materials — 7.4% |
|
|
|
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500% cash/0% PIK, 06/30/2027 (A) |
|
|
828 |
|
|
|
205 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 08/15/2027 (A) |
|
|
3,483 |
|
|
|
2,161 |
|
4.125%, 08/15/2026 (A) |
|
|
435 |
|
|
|
377 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
$ |
2,325 |
|
|
$ |
1,273 |
|
ATI |
|
|
|
|
|
|
|
|
7.250%, 08/15/2030 |
|
|
147 |
|
|
|
152 |
|
5.875%, 12/01/2027 |
|
|
174 |
|
|
|
172 |
|
5.125%, 10/01/2031 |
|
|
80 |
|
|
|
74 |
|
4.875%, 10/01/2029 |
|
|
160 |
|
|
|
149 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
970 |
|
|
|
868 |
|
Axalta Coating Systems Dutch Holding B BV |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
1,812 |
|
|
|
1,882 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
3,355 |
|
|
|
3,021 |
|
Ball |
|
|
|
|
|
|
|
|
6.000%, 06/15/2029 |
|
|
1,168 |
|
|
|
1,174 |
|
3.125%, 09/15/2031 |
|
|
2,490 |
|
|
|
2,106 |
|
2.875%, 08/15/2030 |
|
|
1,751 |
|
|
|
1,488 |
|
Big River Steel |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
298 |
|
|
|
299 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
7.625%, 03/15/2030 |
|
|
60 |
|
|
|
62 |
|
6.375%, 07/15/2028 |
|
|
184 |
|
|
|
184 |
|
CF Industries |
|
|
|
|
|
|
|
|
5.150%, 03/15/2034 |
|
|
1,619 |
|
|
|
1,553 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
1,854 |
|
|
|
1,712 |
|
4.625%, 11/15/2029 (A) |
|
|
1,208 |
|
|
|
1,040 |
|
Cleveland-Cliffs Inc |
|
|
|
|
|
|
|
|
7.000%, 03/15/2032 (A) |
|
|
850 |
|
|
|
840 |
|
6.750%, 04/15/2030 (A) |
|
|
154 |
|
|
|
152 |
|
4.625%, 03/01/2029 (A) |
|
|
213 |
|
|
|
202 |
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
772 |
|
|
|
756 |
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
2,157 |
|
|
|
2,061 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250%, 09/01/2027 (A)(B)(C)(E) |
|
|
343 |
|
|
|
343 |
|
15.000%, 12/06/2028 (E) |
|
|
2,990 |
|
|
|
2,990 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
1,097 |
|
|
|
1,054 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
2,605 |
|
|
|
2,323 |
|
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
447 |
|
|
|
411 |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,605 |
|
|
|
1,558 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
200 |
|
|
|
209 |
|
8.625%, 06/01/2031 (A) |
|
|
1,600 |
|
|
|
1,597 |
|
6.875%, 10/15/2027 (A) |
|
|
1,449 |
|
|
|
1,416 |
|
FMG Resources August 2006 PTY |
|
|
|
|
|
|
|
|
4.500%, 09/15/2027 (A) |
|
|
772 |
|
|
|
738 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
$ |
550 |
|
|
$ |
522 |
|
5.400%, 11/14/2034 |
|
|
925 |
|
|
|
910 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
185 |
|
|
|
175 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
7.500%, 04/15/2029 (A) |
|
|
303 |
|
|
|
306 |
|
6.750%, 05/15/2028 (A) |
|
|
200 |
|
|
|
200 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
9.625%, 03/15/2029 (A) |
|
|
200 |
|
|
|
212 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
2,970 |
|
|
|
2,525 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
1,171 |
|
|
|
1,146 |
|
6.750%, 07/15/2026 (A) |
|
|
1,177 |
|
|
|
1,162 |
|
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
9.250%, 04/15/2027 (A) |
|
|
500 |
|
|
|
500 |
|
7.875%, 04/15/2027 (A) |
|
|
1,055 |
|
|
|
1,076 |
|
Methanex |
|
|
|
|
|
|
|
|
5.250%, 12/15/2029 |
|
|
695 |
|
|
|
670 |
|
5.125%, 10/15/2027 |
|
|
1,361 |
|
|
|
1,313 |
|
Mineral Resources MTN |
|
|
|
|
|
|
|
|
8.500%, 05/01/2030 (A) |
|
|
1,170 |
|
|
|
1,211 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C)(E) |
|
|
1,989 |
|
|
|
1,943 |
|
Neiman Marcus Group (Escrow Security) |
|
|
|
|
|
|
|
|
8.750% cash/0% PIK, 10/15/2022 (A)(B)(E) |
|
|
762 |
|
|
|
26 |
|
8.000%, 10/15/2022 (A)(B)(E) |
|
|
820 |
|
|
|
29 |
|
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
|
630 |
|
|
|
622 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(E) |
|
|
2,115 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
9.000%, 02/15/2030 (A) |
|
|
1,015 |
|
|
|
1,071 |
|
8.500%, 11/15/2028 (A) |
|
|
133 |
|
|
|
141 |
|
5.250%, 06/01/2027 (A) |
|
|
295 |
|
|
|
282 |
|
5.000%, 05/01/2025 (A) |
|
|
70 |
|
|
|
69 |
|
4.250%, 05/15/2029 (A) |
|
|
213 |
|
|
|
188 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
280 |
|
|
|
260 |
|
3.250%, 11/15/2026 (A) |
|
|
171 |
|
|
|
161 |
|
OCI |
|
|
|
|
|
|
|
|
6.700%, 03/16/2033 (A) |
|
|
1,034 |
|
|
|
1,021 |
|
4.625%, 10/15/2025 (A) |
|
|
330 |
|
|
|
324 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
1,250 |
|
|
|
1,143 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
1,438 |
|
|
|
1,521 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
63 |
|
|
|
63 |
|
Polar US Borrower |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
1,239 |
|
|
|
347 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
$ |
1,950 |
|
|
$ |
2,099 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
33 |
|
|
|
32 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
1,845 |
|
|
|
1,733 |
|
4.875%, 05/01/2028 (A) |
|
|
195 |
|
|
|
181 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
420 |
|
|
|
384 |
|
4.375%, 02/01/2032 |
|
|
212 |
|
|
|
183 |
|
4.000%, 04/01/2031 |
|
|
470 |
|
|
|
405 |
|
Sealed Air |
|
|
|
|
|
|
|
|
6.500%, 07/15/2032 (A) |
|
|
1,105 |
|
|
|
1,099 |
|
6.125%, 02/01/2028 (A) |
|
|
1,593 |
|
|
|
1,589 |
|
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
|
660 |
|
|
|
700 |
|
6.000%, 11/01/2028 (A) |
|
|
790 |
|
|
|
772 |
|
Summit Materials |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
609 |
|
|
|
631 |
|
5.250%, 01/15/2029 (A) |
|
|
1,340 |
|
|
|
1,291 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000%, 07/03/2024 (A)(B)(C)(E) |
|
|
127 |
|
|
|
127 |
|
8.250%, 05/15/2026 (A)(B)(C) |
|
|
870 |
|
|
|
428 |
|
Taseko Mines |
|
|
|
|
|
|
|
|
8.250%, 05/01/2030 (A) |
|
|
1,272 |
|
|
|
1,301 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (A) |
|
|
877 |
|
|
|
958 |
|
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
294 |
|
|
|
269 |
|
Trinseo Materials Operating |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
104 |
|
|
|
85 |
|
5.125%, 04/01/2029 (A) |
|
|
266 |
|
|
|
104 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
1,665 |
|
|
|
1,652 |
|
5.500%, 08/15/2026 (A) |
|
|
1,299 |
|
|
|
1,273 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
4,878 |
|
|
|
4,403 |
|
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
4,281 |
|
|
|
3,946 |
|
4.875%, 06/15/2027 (A) |
|
|
310 |
|
|
|
299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
83,685 |
|
|
|
|
|
|
|
|
|
|
Real Estate — 2.1% |
|
|
|
|
Anywhere Real Estate Group |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
372 |
|
|
|
222 |
|
Brookfield Property REIT |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
45 |
|
|
|
44 |
|
4.500%, 04/01/2027 (A) |
|
|
4,364 |
|
|
|
4,062 |
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
1,150 |
|
|
|
947 |
|
4.375%, 03/01/2031 |
|
|
2,955 |
|
|
|
2,153 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
7.000%, 02/15/2029 (A) |
|
|
1,078 |
|
|
|
1,097 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.250%, 03/15/2028 (A) |
|
$ |
756 |
|
|
$ |
731 |
|
5.250%, 07/15/2030 (A) |
|
|
865 |
|
|
|
822 |
|
5.000%, 07/15/2028 (A) |
|
|
294 |
|
|
|
282 |
|
4.875%, 09/15/2029 (A) |
|
|
1,876 |
|
|
|
1,768 |
|
4.500%, 02/15/2031 (A) |
|
|
20 |
|
|
|
18 |
|
Outfront Media Capital |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
1,577 |
|
|
|
1,641 |
|
4.625%, 03/15/2030 (A) |
|
|
370 |
|
|
|
333 |
|
Park Intermediate Holdings |
|
|
|
|
|
|
|
|
4.875%, 05/15/2029 (A) |
|
|
1,090 |
|
|
|
1,022 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
7.250%, 07/15/2028 (A) |
|
|
77 |
|
|
|
80 |
|
6.500%, 04/01/2032 (A) |
|
|
206 |
|
|
|
206 |
|
4.750%, 10/15/2027 |
|
|
663 |
|
|
|
638 |
|
4.500%, 02/15/2029 (A) |
|
|
529 |
|
|
|
496 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
883 |
|
|
|
921 |
|
5.500%, 12/15/2027 |
|
|
460 |
|
|
|
427 |
|
4.950%, 02/15/2027 |
|
|
1,520 |
|
|
|
1,381 |
|
4.375%, 02/15/2030 |
|
|
2,135 |
|
|
|
1,508 |
|
3.950%, 01/15/2028 |
|
|
215 |
|
|
|
180 |
|
Uniti Group |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
587 |
|
|
|
575 |
|
6.000%, 01/15/2030 (A) |
|
|
836 |
|
|
|
506 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
261 |
|
|
|
258 |
|
4.625%, 12/01/2029 (A) |
|
|
153 |
|
|
|
145 |
|
4.500%, 09/01/2026 (A) |
|
|
125 |
|
|
|
121 |
|
3.750%, 02/15/2027 (A) |
|
|
910 |
|
|
|
864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,448 |
|
|
|
|
|
|
|
|
|
|
Utilities — 2.4% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
9.375%, 06/01/2028 (A) |
|
|
147 |
|
|
|
151 |
|
5.875%, 08/20/2026 |
|
|
125 |
|
|
|
121 |
|
5.750%, 05/20/2027 |
|
|
110 |
|
|
|
104 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
180 |
|
|
|
168 |
|
4.625%, 02/01/2029 (A) |
|
|
907 |
|
|
|
841 |
|
4.500%, 02/15/2028 (A) |
|
|
3,273 |
|
|
|
3,110 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
7.250%, 01/15/2029 (A) |
|
|
1,481 |
|
|
|
1,519 |
|
4.250%, 07/15/2024 (A) |
|
|
2,658 |
|
|
|
2,654 |
|
NRG Energy |
|
|
|
|
|
|
|
|
10.250%, H15T5Y + 5.920%(A)(D)(G) |
|
|
1,223 |
|
|
|
1,338 |
|
7.000%, 03/15/2033 (A) |
|
|
264 |
|
|
|
279 |
|
5.250%, 06/15/2029 (A) |
|
|
350 |
|
|
|
336 |
|
3.875%, 02/15/2032 (A) |
|
|
33 |
|
|
|
28 |
|
3.625%, 02/15/2031 (A) |
|
|
2,716 |
|
|
|
2,329 |
|
3.375%, 02/15/2029 (A) |
|
|
145 |
|
|
|
129 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
1,659 |
|
|
|
1,536 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
$ |
1,552 |
|
|
$ |
1,482 |
|
5.000%, 07/01/2028 |
|
|
294 |
|
|
|
283 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
71 |
|
|
|
75 |
|
5.500%, 09/01/2028 (A) |
|
|
202 |
|
|
|
194 |
|
Talen Energy Supply |
|
|
|
|
|
|
|
|
8.625%, 06/01/2030 (A) |
|
|
1,430 |
|
|
|
1,525 |
|
Vistra |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 6.930%(A)(D)(G) |
|
|
2,999 |
|
|
|
3,024 |
|
7.000%, H15T5Y + 5.740%(A)(D)(G) |
|
|
250 |
|
|
|
248 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
7.750%, 10/15/2031 (A) |
|
|
370 |
|
|
|
385 |
|
6.875%, 04/15/2032 (A) |
|
|
995 |
|
|
|
1,010 |
|
5.625%, 02/15/2027 (A) |
|
|
215 |
|
|
|
211 |
|
5.000%, 07/31/2027 (A) |
|
|
1,426 |
|
|
|
1,380 |
|
4.375%, 05/01/2029 (A) |
|
|
2,412 |
|
|
|
2,246 |
|
4.300%, 07/15/2029 (A) |
|
|
375 |
|
|
|
354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
27,060 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $927,023) ($ Thousands) |
|
|
|
|
|
|
850,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 11.1% |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.336%, CME Term SOFR + 4.750%, 04/20/2028 (D) |
|
|
458 |
|
|
|
473 |
|
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.330%, CME Term SOFR + 5.000%, 08/18/2028 (D) |
|
|
904 |
|
|
|
908 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.846%, CME Term SOFR + 4.250%, 05/17/2028 (D) |
|
|
326 |
|
|
|
275 |
|
Adient Global Holding Ltd., Term B-2 Loan |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 01/31/2031 (D) |
|
|
180 |
|
|
|
181 |
|
Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.585%, CME Term SOFR + 4.250%, 02/01/2031 (D) |
|
|
210 |
|
|
|
210 |
|
Ahead DB Holdings, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.159%, CME Term SOFR + 3.750%, 02/01/2031 (D) |
|
|
99 |
|
|
|
99 |
|
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.834%, CME Term SOFR + 7.320%, 10/10/2025 (D) |
|
|
922 |
|
|
|
918 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.944%, CME Term SOFR + 2.500%, 02/04/2028 (D) |
|
$ |
496 |
|
|
$ |
497 |
|
Alvogen Pharma US, Inc., June 2022 Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.985%, CME Term SOFR + 7.500%, 06/30/2025 (D) |
|
|
1,651 |
|
|
|
1,503 |
|
AmWINS Group, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.708%, CME Term SOFR + 2.250%, 02/19/2028 (D) |
|
|
425 |
|
|
|
424 |
|
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
8.835%, CME Term SOFR + 3.500%, 02/24/2031 (D)(H) |
|
|
1,575 |
|
|
|
1,586 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, CME Term SOFR + 3.250%, 12/23/2026 (D) |
|
|
681 |
|
|
|
675 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.844%, CME Term SOFR + 1.500%, 08/01/2028 (D)(H) |
|
|
4,263 |
|
|
|
3,663 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.694%, CME Term SOFR + 3.250%, 03/03/2025 (D) |
|
|
723 |
|
|
|
716 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.944%, CME Term SOFR + 4.500%, 10/15/2026 (D) |
|
|
102 |
|
|
|
102 |
|
Bally's Corporation, Term B Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.836%, CME Term SOFR + 3.250%, 10/02/2028 (D) |
|
|
843 |
|
|
|
799 |
|
BYJU's Alpha, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
15.500%, CME Term SOFR + 6.000%, 11/24/2026 (B)(D) |
|
|
2,767 |
|
|
|
588 |
|
BYJU's Alpha, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
%, 04/24/2026 (F) |
|
|
24 |
|
|
|
24 |
|
Cablevision Lightpath LLC, Initial Term Loan |
|
|
|
|
|
|
|
|
8.693%, CME Term SOFR + 3.250%, 11/30/2027 (D) |
|
|
832 |
|
|
|
788 |
|
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, CME Term SOFR + 2.750%, 02/06/2031 (D) |
|
|
2,575 |
|
|
|
2,573 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (D) |
|
|
1,391 |
|
|
|
1,229 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.609%, CME Term SOFR + 4.000%, 01/29/2027 (D)(H) |
|
|
1,093 |
|
|
|
673 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.359%, CME Term SOFR + 3.750%, 01/29/2027 (D) |
|
$ |
958 |
|
|
$ |
590 |
|
Cedar Fair, L.P., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.329%, CME Term SOFR + 2.000%, 05/01/2031 (D) |
|
|
465 |
|
|
|
464 |
|
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.944%, CME Term SOFR + 6.500%, 12/18/2026 (D) |
|
|
1,093 |
|
|
|
998 |
|
Clear Channel Outdoor Holdings, Inc., 2024 Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.444%, CME Term SOFR + 4.000%, 08/23/2028 (D) |
|
|
32 |
|
|
|
32 |
|
Cloud Software Group, Inc., Fourth Amendment Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.335%, CME Term SOFR + 4.000%, 03/30/2029 (D) |
|
|
1,003 |
|
|
|
1,001 |
|
Cloud Software Group, Inc., Third Amendment Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.835%, CME Term SOFR + 4.500%, 03/21/2031 (D) |
|
|
700 |
|
|
|
701 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.596%, CME Term SOFR + 5.000%, 09/18/2026 (D)(H) |
|
|
771 |
|
|
|
773 |
|
CMG Media Corporation, 2021 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.935%, CME Term SOFR + 3.500%, 12/17/2026 (D) |
|
|
325 |
|
|
|
257 |
|
Conair Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.208%, CME Term SOFR + 3.750%, 05/17/2028 (D)(H) |
|
|
219 |
|
|
|
218 |
|
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 10/02/2027 (D) |
|
|
1,470 |
|
|
|
1,399 |
|
Copeland, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
%, 06/18/2031 (F) |
|
|
137 |
|
|
|
137 |
|
CP Atlas Buyer, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, CME Term SOFR + 3.750%, 11/23/2027 (D) |
|
|
673 |
|
|
|
656 |
|
CPI Holdco B, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.344%, CME Term SOFR + 2.000%, 05/17/2031 (D) |
|
|
630 |
|
|
|
629 |
|
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.829%, CME Term SOFR + 4.500%, 01/18/2028 (D) |
|
|
99 |
|
|
|
95 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Curia Global, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.179%, CME Term SOFR + 3.750%, 08/30/2026 (D) |
|
$ |
4 |
|
|
$ |
3 |
|
9.177%, CME Term SOFR + 3.750%, 08/30/2026 (D) |
|
|
927 |
|
|
|
872 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.346%, CME Term SOFR + 3.750%, 10/04/2028 (D) |
|
|
338 |
|
|
|
336 |
|
Diamond Sports Group LLC, Dip Term Loan |
|
|
|
|
|
|
|
|
10.167%, 12/02/2024 |
|
|
277 |
|
|
|
384 |
|
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.458%, CME Term SOFR + 5.000%, 08/02/2027 (D) |
|
|
221 |
|
|
|
221 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (E) |
|
|
785 |
|
|
|
785 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.944%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E) |
|
|
2,457 |
|
|
|
2,403 |
|
Endo Finance Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.826%, CME Term SOFR + 4.500%, 04/23/2031 (D) |
|
|
795 |
|
|
|
794 |
|
Envision Healthcare Operating, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
13.578%, CME Term SOFR + 8.250%, 12/30/2027 (D) |
|
|
787 |
|
|
|
781 |
|
Enviva Inc., Initial Note |
|
|
|
|
|
|
|
|
13.325%, CME Term SOFR + 8.000%, 12/13/2024 (D) |
|
|
291 |
|
|
|
334 |
|
Enviva Inc., Term Loan A1 DDTL |
|
|
|
|
|
|
|
|
13.346%, CME Term SOFR + 8.000%, 12/13/2024 (D) |
|
|
194 |
|
|
|
223 |
|
Enviva, Inc. |
|
|
|
|
|
|
|
|
%, 06/30/2027 (D)(F) |
|
|
2 |
|
|
|
— |
|
Enviva, Inc., Term Loan B1 |
|
|
|
|
|
|
|
|
10.579%, 12/13/2024 |
|
|
484 |
|
|
|
5 |
|
Enviva, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.250%, CME Term SOFR + 2.750%, 06/30/2027 (D)(E) |
|
|
607 |
|
|
|
613 |
|
7.914%, CME Term SOFR + 2.750%, 06/30/2027 (D)(E) |
|
|
22 |
|
|
|
22 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.609%, CME Term SOFR + 5.000%, 03/02/2026 (D) |
|
|
892 |
|
|
|
892 |
|
eResearchTechnology, Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 02/04/2027 (D) |
|
|
1,443 |
|
|
|
1,449 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
$ |
239 |
|
|
$ |
239 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.596%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
73 |
|
|
|
73 |
|
First Student Bidco Inc., TLB-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.435%, CME Term SOFR + 3.000%, 07/21/2028 (D) |
|
|
251 |
|
|
|
251 |
|
Fitness International, LLC, Term B Loan |
|
|
|
|
|
|
|
|
10.579%, CME Term SOFR + 5.250%, 02/05/2029 (D) |
|
|
680 |
|
|
|
683 |
|
Freeport LNG Investments, LLLP, 1st Lien |
|
|
|
|
|
|
|
|
8.586%, 11/16/2026 (H) |
|
|
1,674 |
|
|
|
1,664 |
|
Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.086%, CME Term SOFR + 3.500%, 12/21/2028 (D) |
|
|
681 |
|
|
|
680 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.435%, CME Term SOFR + 4.000%, 10/01/2027 (D) |
|
|
776 |
|
|
|
751 |
|
GatesAir, Term Loan |
|
|
|
|
|
|
|
|
16.684%, 08/01/2027 (C)(E) |
|
|
1,154 |
|
|
|
1,154 |
|
Genesys Cloud Services Holdings I, LLC, 2024 Incremental Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.208%, CME Term SOFR + 3.750%, 12/01/2027 (D) |
|
|
833 |
|
|
|
838 |
|
Genesys Cloud Services Holdings I, LLC, 2024 Incremental No. 2 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 12/01/2027 (D) |
|
|
276 |
|
|
|
277 |
|
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien |
|
|
|
|
|
|
|
|
8.944%, CME Term SOFR + 3.500%, 10/31/2028 (D) |
|
|
1,587 |
|
|
|
1,595 |
|
Global Medical Response Inc., Extended Term Loan |
|
|
|
|
|
|
|
|
10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D)(E) |
|
|
3,940 |
|
|
|
3,809 |
|
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
8.458%, CME Term SOFR + 3.000%, 08/04/2027 (D) |
|
|
336 |
|
|
|
336 |
|
Grant Thornton Advisors LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.597%, CME Term SOFR + 3.250%, 06/02/2031 (D) |
|
|
350 |
|
|
|
351 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.444%, CME Term SOFR + 2.000%, 11/15/2027 (D) |
|
$ |
935 |
|
|
$ |
919 |
|
Gulf Finance, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.691%, CME Term SOFR + 6.250%, 08/25/2026 (D) |
|
|
856 |
|
|
|
860 |
|
Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.458%, CME Term SOFR + 5.000%, 12/15/2026 (D) |
|
|
495 |
|
|
|
500 |
|
Hertz Corporation, The, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.859%, CME Term SOFR + 3.250%, 06/30/2028 (D) |
|
|
590 |
|
|
|
533 |
|
Hertz Corporation, The, Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.859%, CME Term SOFR + 3.250%, 06/30/2028 (D) |
|
|
114 |
|
|
|
103 |
|
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 02/15/2031 (D) |
|
|
1,210 |
|
|
|
1,212 |
|
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.458%, CME Term SOFR + 4.000%, 04/26/2028 (D) |
|
|
889 |
|
|
|
887 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (B)(D)(E) |
|
|
2,253 |
|
|
|
— |
|
Johnstone Supply, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.328%, CME Term SOFR + 3.000%, 06/09/2031 (D) |
|
|
785 |
|
|
|
786 |
|
Journey Personal Care Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.694%, CME Term SOFR + 4.250%, 03/01/2028 (D) |
|
|
1,661 |
|
|
|
1,653 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.096%, CME Term SOFR + 4.500%, 08/07/2028 (D) |
|
|
3,153 |
|
|
|
3,142 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.444%, CME Term SOFR + 5.000%, 10/29/2028 (D)(H) |
|
|
981 |
|
|
|
967 |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (E) |
|
|
574 |
|
|
|
574 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (D) |
|
|
1,740 |
|
|
|
1,724 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.591%, CME Term SOFR + 4.000%, 01/15/2026 (D) |
|
$ |
465 |
|
|
$ |
466 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.926%, CME Term SOFR + 6.500%, 12/31/2026 (D) |
|
|
8,082 |
|
|
|
3,724 |
|
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.080%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
1,600 |
|
|
|
1,572 |
|
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.080%, CME Term SOFR + 5.750%, 01/29/2027 (D) |
|
|
91 |
|
|
|
89 |
|
LSF9 Atlantis Holdings, LLC, First Amendment Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.835%, CME Term SOFR + 6.500%, 03/31/2029 (D)(E) |
|
|
1,021 |
|
|
|
1,032 |
|
Madison IAQ, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 06/21/2028 (D) |
|
|
304 |
|
|
|
304 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.591%, CME Term SOFR + 5.000%, 07/27/2028 (D)(H) |
|
|
5,780 |
|
|
|
3,189 |
|
Magnite, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
9.836%, CME Term SOFR + 4.500%, 02/06/2031 (D) |
|
|
1,670 |
|
|
|
1,675 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.086%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E) |
|
|
523 |
|
|
|
387 |
|
10.348%, CME Term SOFR + 4.750%, 08/18/2028 (D) |
|
|
5,053 |
|
|
|
3,745 |
|
Medline Borrower, LP, Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 10/23/2028 (D) |
|
|
673 |
|
|
|
674 |
|
MH Sub I, LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.594%, CME Term SOFR + 4.250%, 05/03/2028 (D) |
|
|
681 |
|
|
|
680 |
|
MI Windows and Doors, LLC, 2024 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 03/28/2031 (D)(H) |
|
|
135 |
|
|
|
136 |
|
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.744%, CME Term SOFR + 5.250%, 06/21/2027 (D) |
|
|
1,229 |
|
|
|
1,253 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.828%, CME Term SOFR + 2.500%, 08/17/2029 (D) |
|
$ |
627 |
|
|
$ |
627 |
|
MLN US HoldCo LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.947%, CME Term SOFR + 4.500%, 11/30/2025 (D) |
|
|
647 |
|
|
|
54 |
|
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.588%, CME Term SOFR + 7.000%, 10/26/2028 (D) |
|
|
1,951 |
|
|
|
1,537 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.859%, CME Term SOFR + 4.250%, 09/01/2028 (D) |
|
|
232 |
|
|
|
192 |
|
Naked Juice LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.435%, CME Term SOFR + 6.000%, 01/24/2030 (D) |
|
|
1,997 |
|
|
|
1,593 |
|
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.458%, CME Term SOFR + 4.000%, 08/19/2026 (D)(E)(H) |
|
|
143 |
|
|
|
135 |
|
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, CME Term SOFR + 3.250%, 08/19/2026 (D)(H) |
|
|
1,423 |
|
|
|
1,340 |
|
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.406%, CME Term SOFR + 5.000%, 04/11/2029 (D) |
|
|
1,172 |
|
|
|
1,101 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.694%, CME Term SOFR + 6.250%, 11/05/2029 (D) |
|
|
1,167 |
|
|
|
1,160 |
|
Obra TL, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/21/2029 (E)(F) |
|
|
1,088 |
|
|
|
1,055 |
|
Osaic Holdings, Inc., Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 08/17/2028 (D)(H) |
|
|
805 |
|
|
|
807 |
|
Ovation Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.835%, CME Term SOFR + 3.500%, 04/21/2031 (D)(H) |
|
|
485 |
|
|
|
487 |
|
Packaging Coordinators Midco, Inc., 2024 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.585%, CME Term SOFR + 3.250%, 11/30/2027 (D) |
|
|
632 |
|
|
|
634 |
|
Pactiv Evergreen Inc., Tranche B-4 U.S. Term Loan |
|
|
|
|
|
|
|
|
7.825%, CME Term SOFR + 2.500%, 09/24/2028 (D) |
|
|
829 |
|
|
|
829 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Parexel International Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, CME Term SOFR + 3.250%, 11/15/2028 (D) |
|
$ |
224 |
|
|
$ |
225 |
|
Park River Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.810%, CME Term SOFR + 3.250%, 12/28/2027 (D) |
|
|
124 |
|
|
|
121 |
|
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/03/2028 (D) |
|
|
433 |
|
|
|
399 |
|
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.328%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E) |
|
|
– |
|
|
|
— |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.430%, CME Term SOFR + 10.000%, 03/20/2026 (C)(D) |
|
|
936 |
|
|
|
800 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.524%, CME Term SOFR + 3.197%, 10/02/2028 (D)(H) |
|
|
68 |
|
|
|
59 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.730%, CME Term SOFR + 4.250%, 02/01/2029 (D) |
|
|
870 |
|
|
|
643 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.088%, CME Term SOFR + 3.500%, 01/31/2029 (D)(H) |
|
|
937 |
|
|
|
886 |
|
Rocket Software, Inc., Extended Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.094%, CME Term SOFR + 4.750%, 11/28/2028 (D) |
|
|
175 |
|
|
|
175 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 12/17/2027 (D) |
|
|
– |
|
|
|
— |
|
Schenectady International Group, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
10.178%, CME Term SOFR + 4.750%, 10/15/2025 (D) |
|
|
1,477 |
|
|
|
1,165 |
|
Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.924%, CME Term SOFR + 7.500%, 06/29/2028 (D) |
|
|
48 |
|
|
|
38 |
|
Shutterfly, 2nd Lien |
|
|
|
|
|
|
|
|
10.302%, CME Term SOFR + 1.000%, 10/01/2027 (D) |
|
|
171 |
|
|
|
147 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Sinclair Television Group, Inc., Term B-3 Loan |
|
|
|
|
|
|
|
|
8.591%, CME Term SOFR + 3.000%, 04/01/2028 (D) |
|
$ |
555 |
|
|
$ |
388 |
|
SPX Flow, Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.844%, CME Term SOFR + 3.500%, 04/05/2029 (D) |
|
|
141 |
|
|
|
142 |
|
Star Parent, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.085%, CME Term SOFR + 3.750%, 09/27/2030 (D) |
|
|
115 |
|
|
|
115 |
|
Station Casinos LLC, Term B Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.594%, CME Term SOFR + 2.250%, 03/14/2031 (D)(H) |
|
|
2,012 |
|
|
|
2,010 |
|
Stubhub Holdco Sub, LLC, Extended USD Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.094%, CME Term SOFR + 4.750%, 03/15/2030 (D)(H) |
|
|
584 |
|
|
|
583 |
|
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.821%, CME Term SOFR + 3.500%, 12/19/2030 (D) |
|
|
1,665 |
|
|
|
1,667 |
|
SWF Holdings I Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.458%, CME Term SOFR + 4.000%, 10/06/2028 (D) |
|
|
685 |
|
|
|
585 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.580%, CME Term SOFR + 5.250%, 03/02/2027 (D)(H) |
|
|
5,495 |
|
|
|
5,102 |
|
Topgolf, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.329%, CME Term SOFR + 3.000%, 03/15/2030 (D)(H) |
|
|
110 |
|
|
|
110 |
|
TortoiseEcofin, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.942%, 10/27/2028 |
|
|
200 |
|
|
|
196 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
8.830%, CME Term SOFR + 3.500%, 02/16/2028 (D) |
|
|
968 |
|
|
|
969 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/31/2028 (D) |
|
|
201 |
|
|
|
201 |
|
U.S. Renal Care, Inc., Closing Date Term Loan |
|
|
|
|
|
|
|
|
10.444%, CME Term SOFR + 5.000%, 06/20/2028 (D) |
|
|
65 |
|
|
|
57 |
|
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.444%, CME Term SOFR + 5.000%, 06/20/2028 (D) |
|
|
333 |
|
|
|
290 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
UKG Inc., 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.576%, CME Term SOFR + 3.250%, 02/10/2031 (D)(H) |
|
$ |
1,770 |
|
|
$ |
1,776 |
|
Venator Materials PLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.299%, 10/12/2028 |
|
|
259 |
|
|
|
257 |
|
Venator, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.328%, 01/16/2026 |
|
|
71 |
|
|
|
71 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.598%, CME Term SOFR + 4.000%, 08/20/2025 (D)(H) |
|
|
1,561 |
|
|
|
1,274 |
|
Vestis Corporation , Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.577%, CME Term SOFR + 2.250%, 02/22/2031 (D) |
|
|
1,540 |
|
|
|
1,531 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.679%, CME Term SOFR + 9.250%, 06/30/2028 (D) |
|
|
1,615 |
|
|
|
1,639 |
|
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.335%, CME Term SOFR + 5.750%, 06/22/2026 (D) |
|
|
507 |
|
|
|
508 |
|
WEC US Holdings Ltd., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 01/27/2031 (D)(H) |
|
|
1,900 |
|
|
|
1,901 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.708%, CME Term SOFR + 6.250%, 04/21/2027 (D)(H) |
|
|
1,270 |
|
|
|
795 |
|
WestJet Loyalty LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.048%, CME Term SOFR + 3.750%, 02/14/2031 (D)(H) |
|
|
1,665 |
|
|
|
1,672 |
|
White Cap Supply Holdings, LLC, Tranche C Term Loan |
|
|
|
|
|
|
|
|
8.594%, CME Term SOFR + 3.250%, 10/19/2029 (D) |
|
|
429 |
|
|
|
429 |
|
WW International, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 04/13/2028 (D) |
|
|
125 |
|
|
|
46 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (B)(D) |
|
|
3,603 |
|
|
|
545 |
|
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 09/28/2029 (D) |
|
|
1,000 |
|
|
|
999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $135,164) ($ Thousands) |
|
|
|
|
|
|
124,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES — 7.4% |
Other Asset-Backed Securities — 7.4% |
|
|
|
|
|
|
|
|
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
14.179%, TSFR3M + 8.862%, 04/17/2033 (A)(D) |
|
$ |
1,446 |
|
|
$ |
1,416 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(D)(E)(F) |
|
|
4,490 |
|
|
|
– |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(D)(E)(F) |
|
|
3,390 |
|
|
|
966 |
|
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(D)(E)(F) |
|
|
4,450 |
|
|
|
2,492 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(D)(E)(F) |
|
|
5,857 |
|
|
|
2,870 |
|
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(D)(E)(F) |
|
|
4,663 |
|
|
|
1,049 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (D)(E)(F) |
|
|
3,427 |
|
|
|
1,851 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(D)(E)(F) |
|
|
2,128 |
|
|
|
1,000 |
|
Battalion CLO XX, Ser 2021-20A |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (D)(E)(F) |
|
|
4,839 |
|
|
|
2,637 |
|
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(D)(E)(F) |
|
|
2,531 |
|
|
|
104 |
|
Benefit Street Partners CLO V-B |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (E)(F) |
|
|
13,726 |
|
|
|
5,175 |
|
Benefit Street Partners CLO V-B, Ser 2024-5BA, Cl FR |
|
|
|
|
|
|
|
|
13.132%, TSFR3M + 7.800%, 07/20/2037 (A)(D) |
|
|
100 |
|
|
|
96 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(D)(E)(F) |
|
|
7,502 |
|
|
|
3,309 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (D)(E)(F) |
|
|
6,715 |
|
|
|
26 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2028 (E)(F) |
|
|
6,720 |
|
|
|
1,419 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(D)(E)(F) |
|
|
7,631 |
|
|
|
4,615 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(D)(E)(F) |
|
|
3,809 |
|
|
|
1,434 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(D)(E)(F) |
|
|
3,486 |
|
|
|
2,453 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(D)(E)(F) |
|
|
2,261 |
|
|
|
1,859 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (E)(F) |
|
|
3,157 |
|
|
|
2,128 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(D)(E)(F) |
|
$ |
2,725 |
|
|
$ |
572 |
|
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(D)(E)(F) |
|
|
3,139 |
|
|
|
471 |
|
Great Lakes CLO, Ser 2015-1A, Cl ER |
|
|
|
|
|
|
|
|
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(D) |
|
|
3,253 |
|
|
|
3,208 |
|
Great Lakes CLO, Ser 2015-1A, Cl FR |
|
|
|
|
|
|
|
|
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(D) |
|
|
1,198 |
|
|
|
1,106 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(D)(E)(F) |
|
|
4,519 |
|
|
|
2,151 |
|
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2033 (A)(D)(E)(F) |
|
|
2,484 |
|
|
|
1,341 |
|
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (A)(D)(E)(F) |
|
|
651 |
|
|
|
484 |
|
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(D)(E)(F) |
|
|
1,169 |
|
|
|
12 |
|
LCM CLO, Ser 31A |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(F) |
|
|
1,115 |
|
|
|
556 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(D)(E)(F) |
|
|
3,797 |
|
|
|
570 |
|
Lockwood Grove CLO, Ser 2018-1A, Cl ERR |
|
|
|
|
|
|
|
|
11.435%, TSFR3M + 6.112%, 01/25/2030 (A)(D) |
|
|
2,499 |
|
|
|
2,184 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2030 (A)(D)(E)(F) |
|
|
3,640 |
|
|
|
1,347 |
|
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41 |
|
|
|
|
|
|
|
|
0.000%, 04/15/2034 (E)(F) |
|
|
1,924 |
|
|
|
1,178 |
|
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39 |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (E)(F) |
|
|
3,294 |
|
|
|
2,112 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(D)(E)(F) |
|
|
1,095 |
|
|
|
581 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(D)(E) |
|
|
14 |
|
|
|
8 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(D)(E)(F) |
|
|
7,983 |
|
|
|
1,668 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 11/20/2030 (A)(D)(E)(F) |
|
|
1,655 |
|
|
|
662 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(D)(E)(F) |
|
|
1,224 |
|
|
|
875 |
|
OCP CLO, Ser 2021-21A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (E)(F) |
|
|
4,413 |
|
|
|
2,619 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (D)(E)(F) |
|
|
9,085 |
|
|
|
5,208 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(D)(E)(F) |
|
$ |
4,194 |
|
|
$ |
2,013 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(D)(E)(F) |
|
|
2,978 |
|
|
|
1,083 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(D)(E)(F) |
|
|
3,528 |
|
|
|
2,082 |
|
TCW CLO, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, 04/20/2028 (E)(F) |
|
|
5,352 |
|
|
|
2,783 |
|
Venture CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(D)(E)(F) |
|
|
11,892 |
|
|
|
2,497 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(D)(E)(F) |
|
|
2,030 |
|
|
|
193 |
|
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(D)(E)(F) |
|
|
1,609 |
|
|
|
89 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(D)(E)(F) |
|
|
3,228 |
|
|
|
323 |
|
Voya CLO, Ser 2020-2 |
|
|
|
|
|
|
|
|
0.000%, 07/19/2034 (E)(F) |
|
|
3,959 |
|
|
|
2,948 |
|
Wind River CLO, Ser 2021-3 |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (E)(F) |
|
|
6,577 |
|
|
|
3,486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $27,040) ($ Thousands) |
|
|
|
|
|
|
83,309 |
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
COMMON STOCK — 1.6% |
21st Century Oncology Private Company *(E) |
|
|
15,311 |
|
|
|
255 |
|
Air Methods *(E) |
|
|
2,219 |
|
|
|
129 |
|
Aquity Holdings Inc *(E) |
|
|
85,745 |
|
|
|
13 |
|
Arctic Canadian Diamond Company Ltd *(E) |
|
|
1,054 |
|
|
|
182 |
|
AVAYA Inc *(C)(E) |
|
|
127,790 |
|
|
|
831 |
|
Burgundy Diamond Mines Ltd *(C) |
|
|
2,083,693 |
|
|
|
251 |
|
Carestream Health Holdings Inc *(C)(E) |
|
|
69,956 |
|
|
|
1,175 |
|
CHC Group LLC * |
|
|
399 |
|
|
|
— |
|
Chesapeake Energy Corp |
|
|
3,418 |
|
|
|
281 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
39,771 |
|
|
|
56 |
|
Copper Property CTL Pass Through Trust (E) |
|
|
103,694 |
|
|
|
945 |
|
Cornerstone Chemical *(E) |
|
|
162,678 |
|
|
|
3,073 |
|
Endo * |
|
|
36,543 |
|
|
|
1,010 |
|
Envision Healthcare Corp * |
|
|
174,150 |
|
|
|
1,807 |
|
Frontier Communications Parent Inc * |
|
|
7,827 |
|
|
|
205 |
|
Guitar Center *(C)(E) |
|
|
13,905 |
|
|
|
1,688 |
|
Gulfport Energy Corp * |
|
|
1,056 |
|
|
|
159 |
|
Gymboree Holding Corp *(C)(E) |
|
|
40,312 |
|
|
|
— |
|
iHeartMedia Inc * |
|
|
8,286 |
|
|
|
9 |
|
Intelsat Jackson Holdings *(E) |
|
|
26,351 |
|
|
|
1,001 |
|
Lannett *(C)(E) |
|
|
93,813 |
|
|
|
199 |
|
Mallinckrodt PLC *(E) |
|
|
4,647 |
|
|
|
252 |
|
Medical Card Systems *(E) |
|
|
284,758 |
|
|
|
89 |
|
Monitronics International *(E) |
|
|
5,065 |
|
|
|
81 |
|
MYT Holding LLC, Ser B *(E) |
|
|
274,755 |
|
|
|
96 |
|
National CineMedia Inc * |
|
|
14,231 |
|
|
|
62 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Neiman Marcus Group *(E) |
|
|
6,554 |
|
|
$ |
885 |
|
Nine West FKA Premier Brands *(E) |
|
|
92,548 |
|
|
|
116 |
|
Parker Drilling Co *(E) |
|
|
79,089 |
|
|
|
1,028 |
|
Quad/Graphics Inc |
|
|
54 |
|
|
|
— |
|
SandRidge Energy Inc |
|
|
20 |
|
|
|
— |
|
Serta Simmons Bedding * |
|
|
11,559 |
|
|
|
75 |
|
SSB Equipment Company *(E) |
|
|
11,559 |
|
|
|
— |
|
Venator Materials PLC * |
|
|
453 |
|
|
|
344 |
|
VICI Properties Inc, Cl A ‡ |
|
|
31,678 |
|
|
|
907 |
|
WeWork Inc (E) |
|
|
84,062 |
|
|
|
991 |
|
Windstream Services * |
|
|
23,081 |
|
|
|
291 |
|
|
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $26,107) ($ Thousands) |
|
|
|
|
|
|
18,486 |
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCK — 1.0% |
Benefit Street Partners CLO IV, 0.000% *(E)(I) |
|
|
6,657,000 |
|
|
|
3,595 |
|
Benefit Street Partners CLO IX, 0.000% *(E)(I) |
|
|
2,293,000 |
|
|
|
825 |
|
Claire's Stores, 0.000% *(E)(G) |
|
|
905 |
|
|
|
927 |
|
FHLMC, 5.919% (D)(G) |
|
|
16,903 |
|
|
|
115 |
|
FNMA, 0.000% *(D)(G) |
|
|
24,650 |
|
|
|
183 |
|
Foresight, 0.000% *(E)(G) |
|
|
32,601 |
|
|
|
407 |
|
Guitar Center, 0.000% *(C)(E)(G) |
|
|
365 |
|
|
|
34 |
|
Gulfport Energy Corp cash/0% PIK, 10.000% (E)(G) |
|
|
28 |
|
|
|
302 |
|
MYT Holding LLC, 10.000% |
|
|
325,766 |
|
|
|
210 |
|
Osaic Financial Services, 6.500% |
|
|
65,290 |
|
|
|
1,263 |
|
Qurate Retail, 8.000% |
|
|
6,998 |
|
|
|
294 |
|
Syniverse, 0.000% *(C)(E)(G) |
|
|
3,438,050 |
|
|
|
3,335 |
|
Tortoise Investment, 0.000% *(F) |
|
|
63,242 |
|
|
|
50 |
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $8,025) ($ Thousands) |
|
|
|
|
|
|
11,540 |
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.6% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C)(E) |
|
$ |
273 |
|
|
|
273 |
|
Chesapeake Energy Corp (Escrow Security) |
|
|
|
|
|
|
|
|
5.500%, 09/15/2026(B) |
|
|
100 |
|
|
|
2 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
0.500%, 06/01/2026 |
|
|
276 |
|
|
|
284 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(I) |
|
|
1,470 |
|
|
|
1,081 |
|
3.375%, 08/15/2026 |
|
|
465 |
|
|
|
288 |
|
JetBlue Airways |
|
|
|
|
|
|
|
|
0.500%, 04/01/2026 |
|
|
1,152 |
|
|
|
1,011 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
122 |
|
|
|
41 |
|
3.750%, 02/15/2030 |
|
|
3,602 |
|
|
|
1,225 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CONVERTIBLE BONDS (continued) |
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
$ |
589 |
|
|
$ |
409 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(E)(F) |
|
|
570 |
|
|
|
57 |
|
0.000%, 01/23/2028(E)(F) |
|
|
82 |
|
|
|
8 |
|
0.000%, 01/23/2028(E)(F) |
|
|
40 |
|
|
|
4 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(E) |
|
|
3,982 |
|
|
|
1,605 |
|
15.000%, 01/07/2028(E) |
|
|
655 |
|
|
|
655 |
|
13.000% cash/0% PIK, 01/07/2028(E) |
|
|
90 |
|
|
|
90 |
|
|
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $10,882) ($ Thousands) |
|
|
|
|
|
|
7,033 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Air Methods |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
19,546 |
|
|
|
452 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
3,680 |
|
|
|
199 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(E) |
|
|
3,681 |
|
|
|
111 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
4 |
|
|
|
– |
|
Neiman Marcus Group |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
3,938 |
|
|
|
52 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
1 |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(E) |
|
|
3,398,032 |
|
|
|
– |
|
Windstream |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(E) |
|
|
104 |
|
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $646) ($ Thousands) |
|
|
|
|
|
|
815 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
26,957,413 |
|
|
|
26,957 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $26,957) ($ Thousands) |
|
|
|
|
|
|
26,957 |
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $1,161,844) ($ Thousands) |
|
$ |
1,122,915 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,127,832 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $776,378 ($ Thousands), representing 68.8% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Security considered restricted, excluding 144A. The total market value of such securities as of June 30, 2024 was $13,136 ($ Thousands) and represented 1.2% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(D) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(E) |
Level 3 security in accordance with fair value hierarchy. |
(F) |
No interest rate available. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
Unsettled bank loan. Interest rate may not be available. |
(I) |
Zero coupon security. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
High Yield Bond Fund (Concluded)
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Depreciation
(Thousands) |
|
Barclays PLC |
|
|
09/12/24 |
|
|
|
AUD |
|
|
|
637 |
|
|
|
USD |
|
|
|
421 |
|
|
$ |
(5 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
73 |
|
|
$ |
(74 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
13,031 |
|
|
|
461,282 |
|
|
|
(447,356 |
) |
|
|
— |
|
|
|
— |
|
|
|
26,957 |
|
|
|
1,249 |
|
|
|
— |
|
Totals |
|
$ |
13,032 |
|
|
$ |
461,355 |
|
|
$ |
(447,430 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
26,957 |
|
|
$ |
1,249 |
|
|
$ |
— |
|
A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2024, is as follows: |
|
Description |
|
Face Amount ($ Thousands)/ Number of Shares/
Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Audacy Capital |
|
$ |
3,784 |
|
|
|
3/12/2021 |
|
|
$ |
3,170 |
|
|
$ |
132 |
|
Audacy Capital |
|
|
1,717 |
|
|
|
4/24/2019 |
|
|
|
1,113 |
|
|
|
60 |
|
Chesapeake Energy Corp |
|
|
2,515 |
|
|
|
2/12/2021 |
|
|
|
– |
|
|
|
53 |
|
Cornerstone Chemical |
|
|
343 |
|
|
|
3/15/2023 |
|
|
|
357 |
|
|
|
343 |
|
Mountain Province Diamonds |
|
|
1,989 |
|
|
|
12/16/2022 |
|
|
|
1,958 |
|
|
|
1,943 |
|
Tacora Resources |
|
|
127 |
|
|
|
5/24/2023 |
|
|
|
127 |
|
|
|
127 |
|
Tacora Resources |
|
|
870 |
|
|
|
5/7/2021 |
|
|
|
912 |
|
|
|
428 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GatesAir, Term Loan |
|
|
1,154 |
|
|
|
8/9/2022 |
|
|
|
1,131 |
|
|
|
1,154 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
936 |
|
|
|
3/21/2019 |
|
|
|
889 |
|
|
|
800 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AVAYA Inc |
|
|
127,790 |
|
|
|
5/5/2023 |
|
|
|
1,894 |
|
|
|
831 |
|
Burgundy Diamond Mines Ltd |
|
|
2,083,693 |
|
|
|
7/21/2023 |
|
|
|
347 |
|
|
|
251 |
|
Carestream Health Holdings Inc |
|
|
69,956 |
|
|
|
9/30/2022 |
|
|
|
1,343 |
|
|
|
1,175 |
|
Guitar Center |
|
|
13,905 |
|
|
|
1/8/2021 |
|
|
|
1,762 |
|
|
|
1,688 |
|
Gymboree Holding Corp |
|
|
40,312 |
|
|
|
10/2/2017 |
|
|
|
672 |
|
|
|
– |
|
Lannett |
|
|
93,813 |
|
|
|
7/6/2023 |
|
|
|
53 |
|
|
|
199 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
365 |
|
|
|
1/8/2021 |
|
|
|
34 |
|
|
|
34 |
|
Syniverse |
|
|
3,438,050 |
|
|
|
5/13/2022 |
|
|
|
3,384 |
|
|
|
3,335 |
|
Convertible Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authentic Brands |
|
$ |
273 |
|
|
|
9/21/2023 |
|
|
|
8 |
|
|
|
273 |
|
Warrants |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
3,680 |
|
|
|
1/8/2021 |
|
|
|
197 |
|
|
|
199 |
|
Guitar Center |
|
|
3,681 |
|
|
|
1/8/2021 |
|
|
|
132 |
|
|
|
111 |
|
Intelsat Jackson Holdings |
|
|
4 |
|
|
|
3/3/2022 |
|
|
|
– |
|
|
|
– |
|
Tacora Resources |
|
|
3,398,032 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
$ |
19,483 |
|
|
$ |
13,136 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Conservative Income Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER — 59.8% |
Communication Services — 0.9% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
5.475%, 07/02/2024 (A) |
|
$ |
6,000 |
|
|
$ |
5,996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 3.7% |
|
|
|
|
American Honda Finance |
|
|
|
|
|
|
|
|
5.477%, 07/11/2024 (A) |
|
|
6,000 |
|
|
|
5,988 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.543%, 07/17/2024 (A) |
|
|
6,000 |
|
|
|
5,983 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.498%, 07/08/2024 (A) |
|
|
6,000 |
|
|
|
5,991 |
|
VW Credit |
|
|
|
|
|
|
|
|
5.588%, 07/29/2024 (A) |
|
|
6,000 |
|
|
|
5,971 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,933 |
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 0.9% |
|
|
|
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.535%, 07/25/2024 (A) |
|
|
6,000 |
|
|
|
5,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials — 50.6% |
|
|
|
|
Alinghi Funding |
|
|
|
|
|
|
|
|
5.516%, 10/04/2024 (A) |
|
|
4,000 |
|
|
|
3,942 |
|
5.508%, 11/20/2024 (A) |
|
|
3,000 |
|
|
|
2,935 |
|
ANZ Group Holdings |
|
|
|
|
|
|
|
|
5.698%, 08/29/2024 (A) |
|
|
2,000 |
|
|
|
1,982 |
|
Aquitaine Funding |
|
|
|
|
|
|
|
|
5.506%, 07/31/2024 (A) |
|
|
8,000 |
|
|
|
7,960 |
|
5.365%, 09/03/2024 (A) |
|
|
4,000 |
|
|
|
3,960 |
|
5.240%, 07/11/2024 (A) |
|
|
5,000 |
|
|
|
4,990 |
|
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
5.863%, 07/30/2024 (A)(B) |
|
|
1,000 |
|
|
|
995 |
|
5.419%, 12/16/2024 (A) |
|
|
3,500 |
|
|
|
3,412 |
|
5.071%, 01/06/2025 (A) |
|
|
2,000 |
|
|
|
1,944 |
|
Autobahn Funding |
|
|
|
|
|
|
|
|
5.401%, 08/01/2024 (A) |
|
|
4,000 |
|
|
|
3,980 |
|
5.351%, 07/12/2024 (A) |
|
|
10,000 |
|
|
|
9,979 |
|
Bank of America Securities |
|
|
|
|
|
|
|
|
5.544%, 06/06/2025 (A) |
|
|
2,000 |
|
|
|
1,901 |
|
Bank of Montreal |
|
|
|
|
|
|
|
|
5.718%, 11/07/2024 (A) |
|
|
2,000 |
|
|
|
1,961 |
|
5.403%, 07/26/2024 (A) |
|
|
2,000 |
|
|
|
1,992 |
|
5.400%, 03/31/2025 (A) |
|
|
2,000 |
|
|
|
1,920 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
5.680%, 05/09/2025 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
Bay Square Funding |
|
|
|
|
|
|
|
|
5.570%, 10/01/2024 (A) |
|
|
6,000 |
|
|
|
6,001 |
|
5.313%, 07/02/2024 (A) |
|
|
12,200 |
|
|
|
12,193 |
|
Bedford Row Funding |
|
|
|
|
|
|
|
|
5.356%, 07/02/2024 (A) |
|
|
5,000 |
|
|
|
4,997 |
|
BPCE |
|
|
|
|
|
|
|
|
5.443%, 09/09/2024 (A) |
|
|
5,000 |
|
|
|
4,946 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Brighthouse Financial |
|
|
|
|
|
|
|
|
5.443%, 08/12/2024 (A) |
|
$ |
3,500 |
|
|
$ |
3,476 |
|
Britannia Funding |
|
|
|
|
|
|
|
|
5.519%, 08/08/2024 (A) |
|
|
5,000 |
|
|
|
4,969 |
|
5.473%, 09/11/2024 (A) |
|
|
9,000 |
|
|
|
8,898 |
|
5.443%, 08/20/2024 (A) |
|
|
6,000 |
|
|
|
5,952 |
|
CDP Financial |
|
|
|
|
|
|
|
|
5.760%, 07/23/2024 (A) |
|
|
3,000 |
|
|
|
2,989 |
|
Columbia Funding |
|
|
|
|
|
|
|
|
5.525%, 12/09/2024 (A) |
|
|
3,500 |
|
|
|
3,414 |
|
5.383%, 07/10/2024 (A) |
|
|
10,000 |
|
|
|
9,982 |
|
5.340%, 08/01/2024 (A) |
|
|
2,000 |
|
|
|
1,990 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.530%, 11/07/2024 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
Concord Minutemen Capital |
|
|
|
|
|
|
|
|
5.518%, 10/17/2024 (A) |
|
|
3,000 |
|
|
|
2,950 |
|
DBS Bank |
|
|
|
|
|
|
|
|
5.374%, 07/26/2024 (A) |
|
|
5,000 |
|
|
|
4,979 |
|
DNB Bank |
|
|
|
|
|
|
|
|
5.525%, 12/05/2024 (A) |
|
|
2,500 |
|
|
|
2,442 |
|
5.417%, 09/19/2024 (A) |
|
|
3,000 |
|
|
|
2,963 |
|
5.384%, 04/01/2025 (A) |
|
|
2,500 |
|
|
|
2,400 |
|
5.173%, 01/22/2025 (A) |
|
|
2,000 |
|
|
|
1,940 |
|
Federation des Caisses Desjardins |
|
|
|
|
|
|
|
|
5.408%, 09/12/2024 (A) |
|
|
10,000 |
|
|
|
9,887 |
|
Fiserv |
|
|
|
|
|
|
|
|
5.493%, 07/23/2024 (A) |
|
|
6,000 |
|
|
|
5,977 |
|
ING US Funding |
|
|
|
|
|
|
|
|
5.829%, 07/01/2024 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
5.640%, 02/10/2025 (A) |
|
|
1,550 |
|
|
|
1,550 |
|
5.502%, 10/02/2024 (A) |
|
|
3,000 |
|
|
|
2,957 |
|
Ionic Funding |
|
|
|
|
|
|
|
|
5.517%, 07/26/2024 (A) |
|
|
5,000 |
|
|
|
4,979 |
|
5.244%, 07/29/2024 (A) |
|
|
2,500 |
|
|
|
2,488 |
|
5.241%, 07/02/2024 (A) |
|
|
8,500 |
|
|
|
8,495 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
5.511%, 11/07/2024 (A) |
|
|
2,000 |
|
|
|
1,961 |
|
5.490%, 10/29/2024 (A) |
|
|
4,000 |
|
|
|
3,927 |
|
Landesbank Baden-Wuerttemberg |
|
|
|
|
|
|
|
|
5.342%, 07/01/2024 (A) |
|
|
20,000 |
|
|
|
19,991 |
|
Liberty Street Funding |
|
|
|
|
|
|
|
|
5.489%, 01/06/2025 (A) |
|
|
2,500 |
|
|
|
2,429 |
|
5.360%, 07/08/2024 (A) |
|
|
4,000 |
|
|
|
3,994 |
|
Lime Funding |
|
|
|
|
|
|
|
|
5.346%, 07/03/2024 (A) |
|
|
5,000 |
|
|
|
4,996 |
|
Lloyds Bank |
|
|
|
|
|
|
|
|
5.426%, 08/21/2024 (A) |
|
|
10,000 |
|
|
|
9,919 |
|
Longship Funding |
|
|
|
|
|
|
|
|
5.355%, 07/03/2024 (A) |
|
|
2,000 |
|
|
|
1,998 |
|
Mackinac Funding |
|
|
|
|
|
|
|
|
5.414%, 09/04/2024 (A) |
|
|
2,000 |
|
|
|
1,980 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.610%, 02/18/2025 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Conservative Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
5.510%, 08/16/2024 (A) |
|
$ |
3,000 |
|
|
$ |
3,001 |
|
5.486%, 01/21/2025 (A) |
|
|
2,500 |
|
|
|
2,423 |
|
5.474%, 07/29/2024 (A) |
|
|
4,500 |
|
|
|
4,479 |
|
5.325%, 02/07/2025 (A) |
|
|
2,200 |
|
|
|
2,127 |
|
Mainbeach Funding |
|
|
|
|
|
|
|
|
5.356%, 07/02/2024 (A) |
|
|
4,000 |
|
|
|
3,997 |
|
5.356%, 07/03/2024 (A) |
|
|
3,000 |
|
|
|
2,998 |
|
Mizuho Bank |
|
|
|
|
|
|
|
|
5.450%, 09/10/2024 (A) |
|
|
3,500 |
|
|
|
3,461 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.520%, 10/21/2024 (A) |
|
|
2,500 |
|
|
|
2,500 |
|
5.292%, 10/04/2024 (A) |
|
|
2,900 |
|
|
|
2,858 |
|
National Bank of Canada |
|
|
|
|
|
|
|
|
5.196%, 01/22/2025 (A) |
|
|
2,000 |
|
|
|
1,939 |
|
Nieuw Amsterdam Receivables |
|
|
|
|
|
|
|
|
5.329%, 07/10/2024 (A) |
|
|
1,750 |
|
|
|
1,747 |
|
Overwatch Alpha Funding |
|
|
|
|
|
|
|
|
5.342%, 07/01/2024 (A) |
|
|
15,000 |
|
|
|
14,993 |
|
Overwatch Bravo Funding |
|
|
|
|
|
|
|
|
5.358%, 07/01/2024 (A) |
|
|
6,000 |
|
|
|
5,997 |
|
5.356%, 07/05/2024 (A) |
|
|
5,000 |
|
|
|
4,995 |
|
Paradelle Funding |
|
|
|
|
|
|
|
|
5.479%, 06/06/2025 (A) |
|
|
3,500 |
|
|
|
3,326 |
|
PPL Capital Funding |
|
|
|
|
|
|
|
|
5.442%, 07/09/2024 (A) |
|
|
6,000 |
|
|
|
5,990 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.801%, 11/06/2024 (A) |
|
|
2,000 |
|
|
|
1,961 |
|
5.580%, 02/18/2025 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
Starbird Funding |
|
|
|
|
|
|
|
|
5.520%, 10/07/2024 (A) |
|
|
2,700 |
|
|
|
2,700 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.442%, 10/21/2024 (A) |
|
|
3,000 |
|
|
|
2,950 |
|
United Overseas Bank |
|
|
|
|
|
|
|
|
5.511%, 10/24/2024 (A) |
|
|
6,500 |
|
|
|
6,500 |
|
Versailles Commercial Paper |
|
|
|
|
|
|
|
|
5.297%, 10/11/2024 (A) |
|
|
2,000 |
|
|
|
1,969 |
|
5.087%, 09/04/2024 (A) |
|
|
2,000 |
|
|
|
1,979 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.785%, 09/12/2024 (A) |
|
|
2,000 |
|
|
|
1,978 |
|
5.691%, 11/14/2024 (A) |
|
|
2,000 |
|
|
|
1,959 |
|
5.690%, 11/07/2024 (A) |
|
|
1,500 |
|
|
|
1,471 |
|
Westpac Securities |
|
|
|
|
|
|
|
|
5.479%, 05/16/2025 (A) |
|
|
2,000 |
|
|
|
1,907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
328,567 |
|
|
|
|
|
|
|
|
|
|
Industrials — 0.6% |
|
|
|
|
ST Engineering |
|
|
|
|
|
|
|
|
5.326%, 07/02/2024 (A) |
|
|
4,000 |
|
|
|
3,998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 1.3% |
|
|
|
|
Accenture Capital |
|
|
|
|
|
|
|
|
5.500%, 07/15/2024 (A) |
|
|
8,500 |
|
|
|
8,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Real Estate — 1.0% |
|
|
|
|
Regency Markets No 1 |
|
|
|
|
|
|
|
|
5.383%, 07/12/2024 (A) |
|
$ |
6,500 |
|
|
$ |
6,486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities — 0.8% |
|
|
|
|
Brookfield Infrastructure |
|
|
|
|
|
|
|
|
5.823%, 07/17/2024 (A) |
|
|
5,250 |
|
|
|
5,235 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $388,853) ($ Thousands) |
|
|
388,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 1.2% |
Consumer Discretionary — 0.6% |
|
|
|
|
Jets Stadium Development |
|
|
|
|
|
|
|
|
5.920%, 04/01/2047 (B)(C) |
|
|
3,800 |
|
|
|
3,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 0.1% |
|
|
|
|
PepsiCo |
|
|
|
|
|
|
|
|
5.789%, SOFRINDX + 0.400%, 11/12/2024 (C) |
|
|
1,185 |
|
|
|
1,186 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials — 0.5% |
|
|
|
|
ANZ New Zealand International |
|
|
|
|
|
|
|
|
5.961%, SOFRRATE + 0.600%, 02/18/2025 (B)(C) |
|
|
2,202 |
|
|
|
2,205 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.980%, SOFRRATE + 0.640%, 07/17/2024 (C) |
|
|
1,000 |
|
|
|
1,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,205 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $8,190) ($ Thousands) |
|
|
|
|
|
|
8,191 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATION — 0.1% |
U.S. Treasury Note |
|
|
|
|
|
|
|
|
5.479%, USBMMY3M + 0.169%, 04/30/2025 (C) |
|
|
500 |
|
|
|
500 |
|
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $500) ($ Thousands) |
|
|
500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CERTIFICATES OF DEPOSIT — 22.7% |
Bank of America |
|
|
|
|
|
|
|
|
6.000%, 08/21/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
5.950%, 07/15/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
5.750%, 11/14/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
5.550%, 07/02/2024 |
|
|
5,000 |
|
|
|
5,000 |
|
5.380%, 07/25/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
5.340%, 07/05/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Conservative Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CERTIFICATES OF DEPOSIT (continued) |
5.220%, 02/06/2025 |
|
$ |
1,839 |
|
|
$ |
1,836 |
|
0.000%, 11/14/2024 |
|
|
4,000 |
|
|
|
4,000 |
|
Bank of Montreal IL |
|
|
|
|
|
|
|
|
5.600%, 11/29/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.500%, 06/11/2025 |
|
|
2,000 |
|
|
|
2,001 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
5.800%, 11/08/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
Barclays Bank |
|
|
|
|
|
|
|
|
5.730%, 10/04/2024 |
|
|
1,250 |
|
|
|
1,251 |
|
5.400%, 10/01/2024 |
|
|
1,000 |
|
|
|
999 |
|
BMO |
|
|
|
|
|
|
|
|
5.500%, 12/06/2024 |
|
|
2,000 |
|
|
|
1,999 |
|
BNP Paribas NY |
|
|
|
|
|
|
|
|
5.720%, 08/19/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
5.280%, 12/31/2024 |
|
|
1,500 |
|
|
|
1,498 |
|
5.230%, 12/18/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
BPCE |
|
|
|
|
|
|
|
|
5.580%, 08/01/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
Canadian Imperial Bank of Commerce NY |
|
|
|
|
|
|
|
|
5.170%, 02/07/2025 |
|
|
2,500 |
|
|
|
2,495 |
|
Citibank |
|
|
|
|
|
|
|
|
5.920%, 07/22/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.700%, 11/27/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.630%, 01/31/2025 |
|
|
2,000 |
|
|
|
2,001 |
|
Credit Agricole Corporate and Investment Bank |
|
|
|
|
|
|
|
|
5.410%, 07/01/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
Credit Industriel et Commercial |
|
|
|
|
|
|
|
|
5.500%, 05/12/2025 |
|
|
2,000 |
|
|
|
2,001 |
|
HSBC Bank |
|
|
|
|
|
|
|
|
5.990%, 07/25/2024 (B) |
|
|
2,000 |
|
|
|
2,001 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
5.580%, 10/17/2024 |
|
|
6,000 |
|
|
|
6,002 |
|
Lloyds Bank |
|
|
|
|
|
|
|
|
5.690%, 02/14/2025 |
|
|
2,000 |
|
|
|
2,002 |
|
Mitsubishi UFJ Trust and Banking |
|
|
|
|
|
|
|
|
5.520%, 09/05/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.330%, 07/02/2024 |
|
|
13,000 |
|
|
|
13,000 |
|
Mizuho Bank |
|
|
|
|
|
|
|
|
5.590%, 11/06/2024 |
|
|
3,500 |
|
|
|
3,501 |
|
Natixis NY |
|
|
|
|
|
|
|
|
5.520%, 09/10/2024 |
|
|
3,500 |
|
|
|
3,501 |
|
Nordea Bank Abp |
|
|
|
|
|
|
|
|
5.810%, 07/24/2024 |
|
|
2,000 |
|
|
|
2,001 |
|
Podium Funding Trust |
|
|
|
|
|
|
|
|
5.520%, 08/08/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
Raobank |
|
|
|
|
|
|
|
|
5.270%, 02/05/2025 |
|
|
2,300 |
|
|
|
2,300 |
|
Ridgefield Funding |
|
|
|
|
|
|
|
|
5.500%, 09/03/2024 |
|
|
10,000 |
|
|
|
10,000 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.960%, 09/19/2024 |
|
|
1,500 |
|
|
|
1,501 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CERTIFICATES OF DEPOSIT (continued) |
Sumitomo Mitsu Banking |
|
|
|
|
|
|
|
|
5.560%, 09/27/2024 |
|
$ |
2,000 |
|
|
$ |
2,001 |
|
5.550%, 07/23/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.510%, 08/06/2024 |
|
|
6,000 |
|
|
|
6,000 |
|
5.510%, 08/13/2024 |
|
|
3,500 |
|
|
|
3,500 |
|
5.500%, 08/28/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
Sumitomo Mitsu Trust Bank |
|
|
|
|
|
|
|
|
5.510%, 09/05/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
Sumitomo Mitsui Trust Bank |
|
|
|
|
|
|
|
|
5.610%, 07/08/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
5.520%, 08/01/2024 |
|
|
6,000 |
|
|
|
6,001 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.610%, 02/05/2025 |
|
|
2,500 |
|
|
|
2,501 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
6.000%, 10/02/2024 |
|
|
2,000 |
|
|
|
2,001 |
|
5.330%, 03/18/2025 |
|
|
2,500 |
|
|
|
2,498 |
|
UBS |
|
|
|
|
|
|
|
|
5.646%, 02/05/2025 |
|
|
2,000 |
|
|
|
2,000 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
5.180%, 02/07/2025 |
|
|
3,000 |
|
|
|
2,995 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.640%, 01/31/2025 |
|
|
1,000 |
|
|
|
1,001 |
|
5.400%, 06/06/2025 |
|
|
3,300 |
|
|
|
3,301 |
|
5.250%, 01/22/2025 |
|
|
2,000 |
|
|
|
1,997 |
|
Total Certificates of Deposit |
|
|
|
|
(Cost $147,687) ($ Thousands) |
|
|
147,687 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENTS(D) — 16.4% |
Bank of America Securities |
|
|
|
|
|
|
|
|
5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $80,435,712 (collateralized by various GNMA obligations, ranging in par value $716,188 - $61,754,303, 2.000% - 4.000%, 10/20/2044 - 5/20/2052; with total market value $82,008,001) |
|
|
80,400 |
|
|
|
80,400 |
|
Goldman Sachs & Co |
|
|
|
|
|
|
|
|
5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $20,008,883 (collateralized by various GNMA obligations, ranging in par value $413,151 - $7,181,672, 2.500% - 6.749%, 1/20/2041 - 5/20/2072; with total market value $20,400,001) |
|
|
20,000 |
|
|
|
20,000 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Conservative Income Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
REPURCHASE AGREEMENTS(D) (continued) |
TD Securities |
|
|
|
|
|
|
|
|
5.330%, dated 6/28/2024, to be repurchased on 7/1/2024, repurchase price $6,002,664 (collateralized by U.S. Treasury obligations, ranging in par value $3,208,900 - $3,532,400, 0.750% - 1.625%, 3/31/2026 - 8/15/2029; with total market value $6,120,008) |
|
$ |
6,000 |
|
|
$ |
6,000 |
|
|
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $106,400) ($ Thousands) |
|
|
|
|
|
|
106,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.2% |
|
|
|
|
|
|
|
|
(Cost $651,630) ($ Thousands) |
|
$ |
651,447 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $650,166 ($ Thousands). |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $9,001 ($ Thousands), representing 1.4% of the Net Assets of the Fund. |
(C) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(D) |
Tri-Party Repurchase Agreement. |
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Free Conservative Income Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS — 90.5% |
Alabama — 1.7% |
|
|
|
|
Mobile, Industrial Development Board, RB |
|
|
|
|
|
|
|
|
2.920%, 06/01/2034 (A) |
|
$ |
2,900 |
|
|
$ |
2,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Arizona — 0.9% |
|
|
|
|
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.950%, 09/01/2035 (A)(B) |
|
|
1,500 |
|
|
|
1,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
California — 1.5% |
|
|
|
|
Los Angeles, RB |
|
|
|
|
|
|
|
|
5.000%, 06/26/2025 |
|
|
2,500 |
|
|
|
2,537 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colorado — 8.2% |
|
|
|
|
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB |
|
|
|
|
|
|
|
|
3.900%, 11/01/2028 (A) |
|
|
5,655 |
|
|
|
5,655 |
|
Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser D, RB |
|
|
|
|
|
|
|
|
2.600%, 05/15/2064 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB |
|
|
|
|
|
|
|
|
3.880%, 05/15/2062 (A) |
|
|
4,500 |
|
|
|
4,500 |
|
Denver City & County, Ser B, GO |
|
|
|
|
|
|
|
|
5.000%, 08/01/2024 |
|
|
3,000 |
|
|
|
3,003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,158 |
|
|
|
|
|
|
|
|
|
|
Connecticut — 0.6% |
|
|
|
|
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
3.850%, 11/15/2048 (A) |
|
|
1,025 |
|
|
|
1,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
District of Columbia — 0.9% |
|
|
|
|
District of Columbia, MedStar Health, Ser A, RB |
|
|
|
|
|
|
|
|
2.650%, 08/15/2038 (A)(B) |
|
|
1,500 |
|
|
|
1,500 |
|
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB |
|
|
|
|
|
|
|
|
3.930%, 10/01/2053 (A)(B)(C) |
|
|
95 |
|
|
|
95 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,595 |
|
|
|
|
|
|
|
|
|
|
Florida — 4.9% |
|
|
|
|
Escambia County, Solid Waste Disposal, Florida Power & Light, RB |
|
|
|
|
|
|
|
|
2.550%, 04/01/2039 (A) |
|
|
300 |
|
|
|
300 |
|
Lucie County, Florida Power & Light Project, Ser R, RB |
|
|
|
|
|
|
|
|
4.050%, 09/01/2028 (A) |
|
|
7,050 |
|
|
|
7,050 |
|
Pinellas County, Housing Finance Authority, Bayside Court, RB, FHLMC |
|
|
|
|
|
|
|
|
3.880%, 10/01/2048 (A)(B) |
|
|
1,070 |
|
|
|
1,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Idaho — 0.8% |
|
|
|
|
Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB |
|
|
|
|
|
|
|
|
4.370%, 09/01/2044 (A) |
|
$ |
1,400 |
|
|
$ |
1,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Indiana — 1.0% |
|
|
|
|
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB |
|
|
|
|
|
|
|
|
4.030%, 04/01/2030 (A)(C) |
|
|
1,770 |
|
|
|
1,770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Iowa — 5.8% |
|
|
|
|
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB |
|
|
|
|
|
|
|
|
4.040%, 12/01/2041 (A)(B)(C) |
|
|
7,500 |
|
|
|
7,500 |
|
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC |
|
|
|
|
|
|
|
|
3.850%, 01/01/2047 (A) |
|
|
900 |
|
|
|
900 |
|
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB |
|
|
|
|
|
|
|
|
3.970%, 09/01/2036 (A) |
|
|
1,600 |
|
|
|
1,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,000 |
|
|
|
|
|
|
|
|
|
|
Louisiana — 1.5% |
|
|
|
|
Louisiana State, Public Facilities Authority, Louisiana Children's Medical Center Project, RB |
|
|
|
|
|
|
|
|
3.830%, 09/01/2057 (A)(B) |
|
|
1,100 |
|
|
|
1,100 |
|
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB |
|
|
|
|
|
|
|
|
4.070%, 11/01/2040 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,600 |
|
|
|
|
|
|
|
|
|
|
Maryland — 0.6% |
|
|
|
|
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB |
|
|
|
|
|
|
|
|
3.910%, 02/01/2041 (A) |
|
|
1,070 |
|
|
|
1,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Massachusetts — 5.6% |
|
|
|
|
Massachusetts State, Development Finance Agency, Boston Children's Hospital, RB |
|
|
|
|
|
|
|
|
2.550%, 03/01/2048 (A)(B) |
|
|
7,500 |
|
|
|
7,500 |
|
Sharon, GO |
|
|
|
|
|
|
|
|
4.500%, 02/27/2025 |
|
|
2,000 |
|
|
|
2,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,511 |
|
|
|
|
|
|
|
|
|
|
Michigan — 0.8% |
|
|
|
|
Central Michigan University, Ser A, RB |
|
|
|
|
|
|
|
|
3.940%, 10/01/2032 (A)(B) |
|
|
1,300 |
|
|
|
1,300 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Free Conservative Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Walled Lake, Consolidated School District, GO, Q-SBLF |
|
|
|
|
|
|
|
|
5.000%, 05/01/2025 |
|
$ |
110 |
|
|
$ |
111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,411 |
|
|
|
|
|
|
|
|
|
|
Mississippi — 1.9% |
|
|
|
|
Mississippi State, Business Finance, Chevron USA Project, Ser A, RB |
|
|
|
|
|
|
|
|
2.720%, 12/01/2030 (A) |
|
|
200 |
|
|
|
200 |
|
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB |
|
|
|
|
|
|
|
|
2.720%, 12/01/2030 (A) |
|
|
1,335 |
|
|
|
1,335 |
|
Mississippi State, Business Finance, Chevron USA Project, Ser K, RB |
|
|
|
|
|
|
|
|
2.700%, 11/01/2035 (A) |
|
|
300 |
|
|
|
300 |
|
Mississippi State, Development Bank, Jackson County, Industrial Water System Project, RB |
|
|
|
|
|
|
|
|
2.720%, 12/01/2039 (A) |
|
|
1,425 |
|
|
|
1,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,260 |
|
|
|
|
|
|
|
|
|
|
Missouri — 3.9% |
|
|
|
|
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB |
|
|
|
|
|
|
|
|
4.410%, 04/15/2034 (A)(B) |
|
|
3,300 |
|
|
|
3,300 |
|
RBC Municipal Products Trust, Ser C-16, RB |
|
|
|
|
|
|
|
|
3.930%, 09/01/2039 (A)(B)(C) |
|
|
3,500 |
|
|
|
3,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,800 |
|
|
|
|
|
|
|
|
|
|
New Hampshire — 1.2% |
|
|
|
|
National Finance Authority, New Hampshire State, Health Care Facilities, Novant Health, RB |
|
|
|
|
|
|
|
|
2.700%, 11/01/2064 (A)(B) |
|
|
500 |
|
|
|
500 |
|
New Hampshire State, Housing Finance Authority, Ser D, RB, GNMA/FNMA/FHLMC |
|
|
|
|
|
|
|
|
3.580%, 07/01/2056 (A) |
|
|
1,550 |
|
|
|
1,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,050 |
|
|
|
|
|
|
|
|
|
|
New Jersey — 11.4% |
|
|
|
|
Bordentown, GO |
|
|
|
|
|
|
|
|
4.500%, 04/01/2025 |
|
|
2,000 |
|
|
|
2,010 |
|
Cranford, GO |
|
|
|
|
|
|
|
|
5.000%, 08/22/2024 |
|
|
1,560 |
|
|
|
1,562 |
|
Essex County, Improvement Authority, Family Court Building Project, RB |
|
|
|
|
|
|
|
|
5.000%, 06/18/2025 |
|
|
2,215 |
|
|
|
2,244 |
|
Hudson County, Improvement Authority, Local Unit Loan Program, RB |
|
|
|
|
|
|
|
|
5.000%, 07/24/2024 |
|
|
1,000 |
|
|
|
1,001 |
|
Jersey City, Municipal Utilities Authority, Sewer Project, Ser B, RB |
|
|
|
|
|
|
|
|
5.000%, 05/01/2025 |
|
|
1,050 |
|
|
|
1,059 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Little Falls, GO |
|
|
|
|
|
|
|
|
5.000%, 12/13/2024 |
|
$ |
6,154 |
|
|
$ |
6,179 |
|
Pemberton, GO |
|
|
|
|
|
|
|
|
4.500%, 05/27/2025 |
|
|
1,000 |
|
|
|
1,007 |
|
Plainsboro, GO |
|
|
|
|
|
|
|
|
5.000%, 07/25/2024 |
|
|
3,000 |
|
|
|
3,002 |
|
Pompton Lakes, GO |
|
|
|
|
|
|
|
|
4.500%, 06/06/2025 |
|
|
1,500 |
|
|
|
1,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,574 |
|
|
|
|
|
|
|
|
|
|
New York — 13.1% |
|
|
|
|
Lafayette, Central School District, GO |
|
|
|
|
|
|
|
|
4.500%, 06/20/2025 |
|
|
3,000 |
|
|
|
3,024 |
|
Metropolitan Transportation Authority, Ser B-REMK, RB |
|
|
|
|
|
|
|
|
2.550%, 11/15/2046 (A)(B) |
|
|
1,800 |
|
|
|
1,800 |
|
New York City, Municipal Water Finance Authority, RB |
|
|
|
|
|
|
|
|
4.900%, 06/15/2049 |
|
|
4,600 |
|
|
|
4,600 |
|
New York City, Sub-Ser A-3, GO |
|
|
|
|
|
|
|
|
2.550%, 10/01/2040 (A)(B) |
|
|
1,280 |
|
|
|
1,280 |
|
New York City, Sub-Ser G-6, GO |
|
|
|
|
|
|
|
|
2.600%, 04/01/2042 (A)(B) |
|
|
1,000 |
|
|
|
1,000 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
3.890%, 11/01/2041 (A)(B) |
|
|
2,000 |
|
|
|
2,000 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
2.650%, 11/01/2044 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
New York City, Water & Sewer System, RB |
|
|
|
|
|
|
|
|
2.550%, 06/15/2039 (A) |
|
|
1,300 |
|
|
|
1,300 |
|
New York State, Housing Finance Agency, Ser A, RB |
|
|
|
|
|
|
|
|
3.950%, 11/01/2050 (A)(B) |
|
|
2,500 |
|
|
|
2,500 |
|
Palmyra-Macedon, Central School District, GO |
|
|
|
|
|
|
|
|
4.500%, 06/17/2025 |
|
|
1,000 |
|
|
|
1,006 |
|
Union-Endicott, Central School District, GO |
|
|
|
|
|
|
|
|
4.500%, 06/27/2025 |
|
|
1,200 |
|
|
|
1,208 |
|
Webutuck, Central School District, GO |
|
|
|
|
|
|
|
|
4.500%, 06/20/2025 |
|
|
1,300 |
|
|
|
1,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,526 |
|
|
|
|
|
|
|
|
|
|
Ohio — 0.8% |
|
|
|
|
Ohio State, Infrastructure Improvement, Ser A, GO |
|
|
|
|
|
|
|
|
5.000%, 03/01/2025 |
|
|
1,335 |
|
|
|
1,350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Free Conservative Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Oklahoma — 0.2% |
|
|
|
|
Oklahoma State, Industries Authority, Educational Facilities Lease, Oklahoma City Public Schools Project, RB |
|
|
|
|
|
|
|
|
5.000%, 04/01/2025 |
|
$ |
375 |
|
|
$ |
379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pennsylvania — 0.7% |
|
|
|
|
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC |
|
|
|
|
|
|
|
|
2.900%, 11/15/2029 (A) |
|
|
150 |
|
|
|
150 |
|
Pennsylvania State, Turnpike Commission, RB |
|
|
|
|
|
|
|
|
3.950%, 12/01/2038 (A)(B) |
|
|
1,100 |
|
|
|
1,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,250 |
|
|
|
|
|
|
|
|
|
|
South Carolina — 4.4% |
|
|
|
|
South Carolina State, Jobs-Economic Development Authority, RB, FHLB |
|
|
|
|
|
|
|
|
3.900%, 03/01/2063 (A)(B) |
|
|
3,000 |
|
|
|
3,000 |
|
South Carolina State, Public Service Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.030%, 01/01/2036 (A)(B) |
|
|
4,100 |
|
|
|
4,100 |
|
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM |
|
|
|
|
|
|
|
|
4.000%, 12/01/2055 (A)(C) |
|
|
500 |
|
|
|
500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,600 |
|
|
|
|
|
|
|
|
|
|
South Dakota — 2.9% |
|
|
|
|
South Dakota State, Housing Development Authority, RB |
|
|
|
|
|
|
|
|
3.900%, 11/01/2046 (A) |
|
|
2,200 |
|
|
|
2,200 |
|
South Dakota State, Housing Development Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.900%, 11/01/2062 (A) |
|
|
2,815 |
|
|
|
2,815 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,015 |
|
|
|
|
|
|
|
|
|
|
Tennessee — 0.2% |
|
|
|
|
Clarksville, Public Building Authority, Pooled Financing, RB |
|
|
|
|
|
|
|
|
3.980%, 06/01/2029 (A)(B) |
|
|
280 |
|
|
|
280 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Texas — 9.1% |
|
|
|
|
Bowie County, Industrial Development Corporation, Texarkana Newspapers, RB |
|
|
|
|
|
|
|
|
2.760%, 11/01/2025 (A)(B) |
|
|
1,000 |
|
|
|
1,000 |
|
Houston, Combined Utility System Revenue, Ser C-, RB |
|
|
|
|
|
|
|
|
3.930%, 05/15/2034 (A)(B) |
|
|
2,100 |
|
|
|
2,100 |
|
Midland, Independent School District, GO, PSF-GTD |
|
|
|
|
|
|
|
|
5.000%, 02/15/2025 |
|
|
1,065 |
|
|
|
1,076 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB |
|
|
|
|
|
|
|
|
3.900%, 03/01/2039 (A) |
|
$ |
5,300 |
|
|
$ |
5,300 |
|
Texas State, University System, Board of Regents, RB |
|
|
|
|
|
|
|
|
5.000%, 03/15/2025 |
|
|
770 |
|
|
|
778 |
|
Texas State, Veterans Bonds, GO |
|
|
|
|
|
|
|
|
3.910%, 12/01/2046 (A) |
|
|
1,700 |
|
|
|
1,700 |
|
Texas State, Veterans Bonds, Ser B, GO |
|
|
|
|
|
|
|
|
4.000%, 12/01/2042 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
Texas State, Veterans Bonds, Ser B-REMK, GO |
|
|
|
|
|
|
|
|
4.000%, 12/01/2043 (A) |
|
|
1,750 |
|
|
|
1,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,704 |
|
|
|
|
|
|
|
|
|
|
Utah — 1.1% |
|
|
|
|
Utah State, Water Finance Agency, Ser B-2-REMK, RB |
|
|
|
|
|
|
|
|
3.950%, 10/01/2035 (A) |
|
|
1,955 |
|
|
|
1,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Virginia — 1.1% |
|
|
|
|
Fairfax County, Industrial Development Authority, Inova Health System Project, RB |
|
|
|
|
|
|
|
|
3.900%, 05/15/2042 (A) |
|
|
1,955 |
|
|
|
1,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Washington — 0.9% |
|
|
|
|
Washington State, Housing Finance Commission, Ser VR, RB |
|
|
|
|
|
|
|
|
3.850%, 12/01/2046 (A) |
|
|
1,585 |
|
|
|
1,585 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
West Virginia — 0.6% |
|
|
|
|
West Virginia State, Hospital Finance Authority, West Virginia University, RB |
|
|
|
|
|
|
|
|
3.880%, 06/01/2034 (A)(B) |
|
|
980 |
|
|
|
980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wisconsin — 2.2% |
|
|
|
|
Wisconsin State, Housing & Economic Development Authority, Ser B, RB |
|
|
|
|
|
|
|
|
3.850%, 03/01/2041 (A) |
|
|
2,320 |
|
|
|
2,320 |
|
Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA |
|
|
|
|
|
|
|
|
3.850%, 03/01/2038 (A) |
|
|
1,400 |
|
|
|
1,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,720 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $155,899) ($ Thousands) |
|
|
|
|
|
|
155,880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TAX-EXEMPT COMMERCIAL PAPER — 12.8% |
Dallas-Fort Worth, International Airport |
|
|
|
|
|
|
|
|
4.000%, 07/02/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Tax-Free Conservative Income Fund (Concluded)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
TAX-EXEMPT COMMERCIAL PAPER (continued) |
El Paso, Water & Sewer |
|
|
|
|
|
|
|
|
3.900%, 09/10/2024 |
|
$ |
900 |
|
|
$ |
900 |
|
3.900%, 09/17/2024 |
|
|
900 |
|
|
|
900 |
|
Lincoln, Electric System |
|
|
|
|
|
|
|
|
3.550%, 08/15/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
Lower Colorado, River Authority |
|
|
|
|
|
|
|
|
3.750%, 07/30/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
Omaha, Public Power District |
|
|
|
|
|
|
|
|
3.700%, 10/08/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
San Antonio, Electric & Gas |
|
|
|
|
|
|
|
|
3.750%, 09/20/2024 |
|
|
5,000 |
|
|
|
5,000 |
|
University of California |
|
|
|
|
|
|
|
|
3.550%, 07/15/2024 |
|
|
1,100 |
|
|
|
1,100 |
|
University of Texas |
|
|
|
|
|
|
|
|
3.600%, 07/11/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
3.480%, 10/18/2024 |
|
|
1,200 |
|
|
|
1,200 |
|
3.450%, 09/20/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Tax-Exempt Commercial Paper |
|
|
|
|
(Cost $22,097) ($ Thousands) |
|
|
22,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 103.3% |
|
|
|
|
|
|
|
|
(Cost $177,996) ($ Thousands) |
|
$ |
177,980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $172,249 ($ Thousands). |
(A) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) |
Securities are held in connection with a letter of credit issued by a major bank. |
(C) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $13,365 ($ Thousands), representing 7.8% of the Net Assets of the Fund. |
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Real Return Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 99.7% |
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 |
|
$ |
10,885 |
|
|
$ |
11,756 |
|
3.625%, 04/15/2028 |
|
|
9,049 |
|
|
|
9,509 |
|
2.500%, 01/15/2029 |
|
|
8,510 |
|
|
|
8,659 |
|
2.375%, 01/15/2027 |
|
|
9,400 |
|
|
|
9,394 |
|
2.375%, 10/15/2028 |
|
|
24,574 |
|
|
|
24,895 |
|
2.125%, 04/15/2029 |
|
|
13,409 |
|
|
|
13,425 |
|
2.000%, 01/15/2026 |
|
|
9,727 |
|
|
|
9,607 |
|
1.750%, 01/15/2028 |
|
|
8,823 |
|
|
|
8,682 |
|
1.625%, 10/15/2027 |
|
|
23,807 |
|
|
|
23,419 |
|
1.250%, 04/15/2028 |
|
|
23,506 |
|
|
|
22,701 |
|
0.875%, 01/15/2029 |
|
|
16,442 |
|
|
|
15,576 |
|
0.750%, 07/15/2028 |
|
|
19,138 |
|
|
|
18,185 |
|
0.625%, 01/15/2026 |
|
|
20,601 |
|
|
|
19,930 |
|
0.500%, 01/15/2028 |
|
|
21,552 |
|
|
|
20,308 |
|
0.375%, 07/15/2025 |
|
|
24,531 |
|
|
|
23,914 |
|
0.375%, 01/15/2027 |
|
|
19,122 |
|
|
|
18,176 |
|
0.375%, 07/15/2027 |
|
|
21,102 |
|
|
|
20,025 |
|
0.125%, 10/15/2025 |
|
|
21,723 |
|
|
|
21,005 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 04/15/2026 |
|
$ |
16,730 |
|
|
$ |
15,982 |
|
0.125%, 07/15/2026 |
|
|
20,550 |
|
|
|
19,644 |
|
0.125%, 10/15/2026 |
|
|
23,230 |
|
|
|
22,110 |
|
0.125%, 04/15/2027 |
|
|
23,733 |
|
|
|
22,329 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $387,431) ($ Thousands) |
|
|
379,231 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
82,890 |
|
|
|
83 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $83) ($ Thousands) |
|
|
|
|
|
|
83 |
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $387,514) ($ Thousands) |
|
$ |
379,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $380,398 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,547 |
|
|
$ |
32,259 |
|
|
$ |
(33,723 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
83 |
|
|
$ |
40 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 79.3% |
|
|
|
|
|
|
|
|
|
Communication Services — 7.4% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
83,196 |
|
|
$ |
15,154 |
|
Alphabet Inc, Cl C |
|
|
69,211 |
|
|
|
12,695 |
|
AT&T Inc |
|
|
101,154 |
|
|
|
1,933 |
|
Charter Communications Inc, Cl A * |
|
|
1,343 |
|
|
|
401 |
|
Comcast Corp, Cl A |
|
|
55,454 |
|
|
|
2,172 |
|
Electronic Arts Inc |
|
|
3,525 |
|
|
|
491 |
|
Fox Corp, Cl A |
|
|
3,371 |
|
|
|
116 |
|
Fox Corp, Cl B |
|
|
1,866 |
|
|
|
60 |
|
Interpublic Group of Cos Inc/The |
|
|
5,527 |
|
|
|
161 |
|
Live Nation Entertainment Inc * |
|
|
2,107 |
|
|
|
198 |
|
Match Group Inc * |
|
|
3,706 |
|
|
|
113 |
|
Meta Platforms Inc, Cl A |
|
|
31,025 |
|
|
|
15,643 |
|
Netflix Inc * |
|
|
6,109 |
|
|
|
4,123 |
|
News Corp, Cl A |
|
|
5,662 |
|
|
|
156 |
|
News Corp, Cl B |
|
|
2,017 |
|
|
|
57 |
|
Omnicom Group Inc |
|
|
2,843 |
|
|
|
255 |
|
Paramount Global, Cl B |
|
|
6,771 |
|
|
|
70 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
2,221 |
|
|
|
345 |
|
T-Mobile US Inc |
|
|
7,371 |
|
|
|
1,299 |
|
Verizon Communications Inc |
|
|
59,486 |
|
|
|
2,453 |
|
Walt Disney Co/The |
|
|
25,816 |
|
|
|
2,563 |
|
Warner Bros Discovery Inc * |
|
|
32,464 |
|
|
|
242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60,700 |
|
Consumer Discretionary — 7.9% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
6,300 |
|
|
|
955 |
|
Amazon.com Inc, Cl A * |
|
|
129,720 |
|
|
|
25,068 |
|
Aptiv PLC * |
|
|
3,972 |
|
|
|
280 |
|
AutoZone Inc * |
|
|
259 |
|
|
|
768 |
|
Bath & Body Works Inc |
|
|
3,429 |
|
|
|
134 |
|
Best Buy Co Inc |
|
|
2,830 |
|
|
|
238 |
|
Booking Holdings Inc |
|
|
485 |
|
|
|
1,921 |
|
BorgWarner Inc |
|
|
3,437 |
|
|
|
111 |
|
Caesars Entertainment Inc * |
|
|
3,254 |
|
|
|
129 |
|
CarMax Inc * |
|
|
2,345 |
|
|
|
172 |
|
Carnival Corp * |
|
|
14,426 |
|
|
|
270 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
20,000 |
|
|
|
1,253 |
|
Darden Restaurants Inc |
|
|
1,742 |
|
|
|
264 |
|
Deckers Outdoor Corp * |
|
|
350 |
|
|
|
339 |
|
Domino's Pizza Inc |
|
|
484 |
|
|
|
250 |
|
DR Horton Inc |
|
|
4,197 |
|
|
|
591 |
|
eBay Inc |
|
|
7,168 |
|
|
|
385 |
|
Etsy Inc * |
|
|
1,791 |
|
|
|
106 |
|
Expedia Group Inc * |
|
|
1,812 |
|
|
|
228 |
|
Ford Motor Co |
|
|
55,108 |
|
|
|
691 |
|
Garmin Ltd |
|
|
2,200 |
|
|
|
358 |
|
General Motors Co |
|
|
16,162 |
|
|
|
751 |
|
Genuine Parts Co |
|
|
2,025 |
|
|
|
280 |
|
Hasbro Inc |
|
|
1,909 |
|
|
|
112 |
|
Hilton Worldwide Holdings Inc |
|
|
3,586 |
|
|
|
782 |
|
Home Depot Inc/The |
|
|
14,049 |
|
|
|
4,836 |
|
Las Vegas Sands Corp |
|
|
5,319 |
|
|
|
235 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Lennar Corp, Cl A |
|
|
3,490 |
|
|
$ |
523 |
|
LKQ Corp |
|
|
3,816 |
|
|
|
159 |
|
Lowe's Cos Inc |
|
|
8,083 |
|
|
|
1,782 |
|
Lululemon Athletica Inc * |
|
|
1,600 |
|
|
|
478 |
|
Marriott International Inc/MD, Cl A |
|
|
3,423 |
|
|
|
828 |
|
McDonald's Corp |
|
|
10,237 |
|
|
|
2,609 |
|
MGM Resorts International * |
|
|
3,542 |
|
|
|
157 |
|
Mohawk Industries Inc * |
|
|
720 |
|
|
|
82 |
|
NIKE Inc, Cl B |
|
|
17,184 |
|
|
|
1,295 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
6,214 |
|
|
|
117 |
|
NVR Inc * |
|
|
49 |
|
|
|
372 |
|
O'Reilly Automotive Inc * |
|
|
818 |
|
|
|
864 |
|
Pool Corp |
|
|
516 |
|
|
|
159 |
|
PulteGroup Inc |
|
|
3,073 |
|
|
|
338 |
|
Ralph Lauren Corp, Cl A |
|
|
528 |
|
|
|
92 |
|
Ross Stores Inc |
|
|
4,826 |
|
|
|
701 |
|
Royal Caribbean Cruises Ltd * |
|
|
3,366 |
|
|
|
537 |
|
Starbucks Corp |
|
|
16,026 |
|
|
|
1,248 |
|
Tapestry Inc |
|
|
3,153 |
|
|
|
135 |
|
Tesla Inc * |
|
|
39,215 |
|
|
|
7,760 |
|
TJX Cos Inc/The |
|
|
16,110 |
|
|
|
1,774 |
|
Tractor Supply Co |
|
|
1,524 |
|
|
|
411 |
|
Ulta Beauty Inc * |
|
|
673 |
|
|
|
260 |
|
Wynn Resorts Ltd |
|
|
1,345 |
|
|
|
120 |
|
Yum! Brands Inc |
|
|
4,060 |
|
|
|
538 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64,846 |
|
Consumer Staples — 4.6% |
|
|
|
|
Altria Group Inc |
|
|
24,316 |
|
|
|
1,108 |
|
Archer-Daniels-Midland Co |
|
|
7,021 |
|
|
|
424 |
|
Brown-Forman Corp, Cl B |
|
|
2,660 |
|
|
|
115 |
|
Bunge Global |
|
|
2,100 |
|
|
|
224 |
|
Campbell Soup Co |
|
|
2,834 |
|
|
|
128 |
|
Church & Dwight Co Inc |
|
|
3,485 |
|
|
|
361 |
|
Clorox Co/The |
|
|
1,835 |
|
|
|
250 |
|
Coca-Cola Co/The |
|
|
55,004 |
|
|
|
3,501 |
|
Colgate-Palmolive Co |
|
|
11,621 |
|
|
|
1,128 |
|
Conagra Brands Inc |
|
|
6,863 |
|
|
|
195 |
|
Constellation Brands Inc, Cl A |
|
|
2,228 |
|
|
|
573 |
|
Costco Wholesale Corp |
|
|
6,277 |
|
|
|
5,335 |
|
Dollar General Corp |
|
|
3,171 |
|
|
|
419 |
|
Dollar Tree Inc * |
|
|
2,996 |
|
|
|
320 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,370 |
|
|
|
359 |
|
General Mills Inc |
|
|
7,990 |
|
|
|
505 |
|
Hershey Co/The |
|
|
2,076 |
|
|
|
382 |
|
Hormel Foods Corp |
|
|
4,023 |
|
|
|
123 |
|
J M Smucker Co/The |
|
|
1,530 |
|
|
|
167 |
|
Kellanova |
|
|
3,819 |
|
|
|
220 |
|
Kenvue Inc |
|
|
25,274 |
|
|
|
459 |
|
Keurig Dr Pepper Inc |
|
|
14,892 |
|
|
|
497 |
|
Kimberly-Clark Corp |
|
|
4,779 |
|
|
|
660 |
|
Kraft Heinz Co/The |
|
|
11,193 |
|
|
|
361 |
|
Kroger Co/The |
|
|
9,288 |
|
|
|
464 |
|
Lamb Weston Holdings Inc |
|
|
2,101 |
|
|
|
177 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
McCormick & Co Inc/MD |
|
|
3,580 |
|
|
$ |
254 |
|
Molson Coors Beverage Co, Cl B |
|
|
2,695 |
|
|
|
137 |
|
Mondelez International Inc, Cl A |
|
|
19,048 |
|
|
|
1,247 |
|
Monster Beverage Corp * |
|
|
10,044 |
|
|
|
502 |
|
PepsiCo Inc |
|
|
19,458 |
|
|
|
3,209 |
|
Philip Morris International Inc |
|
|
21,958 |
|
|
|
2,225 |
|
Procter & Gamble Co/The |
|
|
33,302 |
|
|
|
5,492 |
|
Sysco Corp, Cl A |
|
|
7,211 |
|
|
|
515 |
|
Target Corp, Cl A |
|
|
6,626 |
|
|
|
981 |
|
Tyson Foods Inc, Cl A |
|
|
4,075 |
|
|
|
233 |
|
Walgreens Boots Alliance Inc |
|
|
10,224 |
|
|
|
124 |
|
Walmart Inc |
|
|
60,597 |
|
|
|
4,103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
37,477 |
|
Energy — 2.9% |
|
|
|
|
APA Corp |
|
|
4,452 |
|
|
|
131 |
|
Baker Hughes Co, Cl A |
|
|
14,068 |
|
|
|
495 |
|
Chevron Corp |
|
|
24,274 |
|
|
|
3,797 |
|
ConocoPhillips |
|
|
16,649 |
|
|
|
1,904 |
|
Coterra Energy Inc |
|
|
10,741 |
|
|
|
286 |
|
Devon Energy Corp |
|
|
9,195 |
|
|
|
436 |
|
Diamondback Energy Inc, Cl A |
|
|
2,523 |
|
|
|
505 |
|
EOG Resources Inc |
|
|
8,199 |
|
|
|
1,032 |
|
EQT Corp |
|
|
5,900 |
|
|
|
218 |
|
Exxon Mobil Corp |
|
|
63,534 |
|
|
|
7,314 |
|
Halliburton Co |
|
|
12,578 |
|
|
|
425 |
|
Hess Corp |
|
|
3,996 |
|
|
|
590 |
|
Kinder Morgan Inc |
|
|
27,698 |
|
|
|
550 |
|
Marathon Oil Corp |
|
|
8,159 |
|
|
|
234 |
|
Marathon Petroleum Corp |
|
|
4,987 |
|
|
|
865 |
|
Occidental Petroleum Corp |
|
|
9,515 |
|
|
|
600 |
|
ONEOK Inc |
|
|
8,306 |
|
|
|
677 |
|
Phillips 66 |
|
|
5,985 |
|
|
|
845 |
|
Schlumberger NV, Cl A |
|
|
20,178 |
|
|
|
952 |
|
Targa Resources Corp |
|
|
3,200 |
|
|
|
412 |
|
Valero Energy Corp |
|
|
4,624 |
|
|
|
725 |
|
Williams Cos Inc/The |
|
|
17,429 |
|
|
|
741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23,734 |
|
Financials — 9.9% |
|
|
|
|
Aflac Inc |
|
|
7,321 |
|
|
|
654 |
|
Allstate Corp/The |
|
|
3,690 |
|
|
|
589 |
|
American Express Co |
|
|
8,097 |
|
|
|
1,875 |
|
American International Group Inc |
|
|
9,419 |
|
|
|
699 |
|
Ameriprise Financial Inc |
|
|
1,423 |
|
|
|
608 |
|
Aon PLC, Cl A |
|
|
3,076 |
|
|
|
903 |
|
Arch Capital Group Ltd * |
|
|
5,325 |
|
|
|
537 |
|
Arthur J Gallagher & Co |
|
|
3,019 |
|
|
|
783 |
|
Assurant Inc |
|
|
743 |
|
|
|
124 |
|
Bank of America Corp |
|
|
96,400 |
|
|
|
3,834 |
|
Bank of New York Mellon Corp/The |
|
|
10,713 |
|
|
|
642 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
25,630 |
|
|
|
10,426 |
|
BlackRock Inc |
|
|
1,961 |
|
|
|
1,544 |
|
Blackstone Inc, Cl A |
|
|
10,200 |
|
|
|
1,263 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Brown & Brown Inc |
|
|
3,439 |
|
|
$ |
307 |
|
Capital One Financial Corp |
|
|
5,498 |
|
|
|
761 |
|
Cboe Global Markets Inc |
|
|
1,527 |
|
|
|
260 |
|
Charles Schwab Corp/The |
|
|
21,016 |
|
|
|
1,549 |
|
Chubb Ltd |
|
|
5,693 |
|
|
|
1,452 |
|
Cincinnati Financial Corp |
|
|
2,303 |
|
|
|
272 |
|
Citigroup Inc |
|
|
26,920 |
|
|
|
1,708 |
|
Citizens Financial Group Inc |
|
|
6,508 |
|
|
|
234 |
|
CME Group Inc, Cl A |
|
|
5,072 |
|
|
|
997 |
|
Corpay Inc * |
|
|
1,044 |
|
|
|
278 |
|
Discover Financial Services |
|
|
3,608 |
|
|
|
472 |
|
Everest Group Ltd |
|
|
573 |
|
|
|
218 |
|
Eversource Energy |
|
|
5,101 |
|
|
|
289 |
|
FactSet Research Systems Inc |
|
|
524 |
|
|
|
214 |
|
Fidelity National Information Services Inc, Cl B |
|
|
7,885 |
|
|
|
594 |
|
Fifth Third Bancorp |
|
|
9,719 |
|
|
|
355 |
|
Fiserv Inc, Cl A * |
|
|
8,277 |
|
|
|
1,234 |
|
Franklin Resources Inc |
|
|
4,243 |
|
|
|
95 |
|
Global Payments Inc |
|
|
3,609 |
|
|
|
349 |
|
Globe Life Inc |
|
|
1,200 |
|
|
|
99 |
|
Goldman Sachs Group Inc/The |
|
|
4,555 |
|
|
|
2,060 |
|
Hartford Financial Services Group Inc/The |
|
|
4,299 |
|
|
|
432 |
|
Huntington Bancshares Inc/OH |
|
|
20,762 |
|
|
|
274 |
|
Intercontinental Exchange Inc |
|
|
8,208 |
|
|
|
1,124 |
|
Invesco Ltd |
|
|
6,878 |
|
|
|
103 |
|
Jack Henry & Associates Inc |
|
|
1,050 |
|
|
|
174 |
|
JPMorgan Chase & Co |
|
|
40,698 |
|
|
|
8,232 |
|
KeyCorp |
|
|
13,712 |
|
|
|
195 |
|
KKR & Co Inc |
|
|
9,450 |
|
|
|
994 |
|
Loews Corp |
|
|
2,555 |
|
|
|
191 |
|
M&T Bank Corp |
|
|
2,376 |
|
|
|
360 |
|
MarketAxess Holdings Inc |
|
|
553 |
|
|
|
111 |
|
Marsh & McLennan Cos Inc |
|
|
6,915 |
|
|
|
1,457 |
|
Mastercard Inc, Cl A |
|
|
11,620 |
|
|
|
5,126 |
|
MetLife Inc |
|
|
8,461 |
|
|
|
594 |
|
Moody's Corp |
|
|
2,212 |
|
|
|
931 |
|
Morgan Stanley |
|
|
17,728 |
|
|
|
1,723 |
|
MSCI Inc, Cl A |
|
|
1,099 |
|
|
|
529 |
|
Nasdaq Inc, Cl A |
|
|
4,891 |
|
|
|
295 |
|
Northern Trust Corp |
|
|
3,022 |
|
|
|
254 |
|
PayPal Holdings Inc * |
|
|
14,809 |
|
|
|
859 |
|
PNC Financial Services Group Inc/The |
|
|
5,581 |
|
|
|
868 |
|
Principal Financial Group Inc, Cl A |
|
|
3,067 |
|
|
|
241 |
|
Progressive Corp/The |
|
|
8,268 |
|
|
|
1,717 |
|
Prudential Financial Inc |
|
|
5,060 |
|
|
|
593 |
|
Raymond James Financial Inc |
|
|
2,693 |
|
|
|
333 |
|
Regions Financial Corp |
|
|
12,984 |
|
|
|
260 |
|
S&P Global Inc |
|
|
4,561 |
|
|
|
2,034 |
|
Synchrony Financial |
|
|
5,844 |
|
|
|
276 |
|
T Rowe Price Group Inc |
|
|
3,189 |
|
|
|
368 |
|
Travelers Cos Inc/The |
|
|
3,204 |
|
|
|
651 |
|
Truist Financial Corp |
|
|
19,148 |
|
|
|
744 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
US Bancorp |
|
|
21,970 |
|
|
$ |
872 |
|
Visa Inc, Cl A |
|
|
22,318 |
|
|
|
5,858 |
|
W R Berkley Corp |
|
|
2,957 |
|
|
|
232 |
|
Wells Fargo & Co |
|
|
49,361 |
|
|
|
2,932 |
|
Willis Towers Watson PLC |
|
|
1,438 |
|
|
|
377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80,592 |
|
Health Care — 9.3% |
|
|
|
|
Abbott Laboratories |
|
|
24,553 |
|
|
|
2,551 |
|
AbbVie Inc |
|
|
24,992 |
|
|
|
4,287 |
|
Agilent Technologies Inc |
|
|
4,209 |
|
|
|
546 |
|
Align Technology Inc * |
|
|
998 |
|
|
|
241 |
|
Amgen Inc, Cl A |
|
|
7,554 |
|
|
|
2,360 |
|
Baxter International Inc |
|
|
7,349 |
|
|
|
246 |
|
Becton Dickinson & Co |
|
|
4,058 |
|
|
|
948 |
|
Biogen Inc * |
|
|
2,036 |
|
|
|
472 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
333 |
|
|
|
91 |
|
Bio-Techne Corp |
|
|
2,192 |
|
|
|
157 |
|
Boston Scientific Corp * |
|
|
20,684 |
|
|
|
1,593 |
|
Bristol-Myers Squibb Co |
|
|
28,810 |
|
|
|
1,196 |
|
Cardinal Health Inc |
|
|
3,523 |
|
|
|
346 |
|
Catalent Inc * |
|
|
2,577 |
|
|
|
145 |
|
Cencora Inc, Cl A |
|
|
2,299 |
|
|
|
518 |
|
Centene Corp * |
|
|
7,682 |
|
|
|
509 |
|
Charles River Laboratories International Inc * |
|
|
765 |
|
|
|
158 |
|
Cigna Group/The |
|
|
4,004 |
|
|
|
1,324 |
|
Cooper |
|
|
2,864 |
|
|
|
250 |
|
CVS Health Corp |
|
|
17,747 |
|
|
|
1,048 |
|
Danaher Corp, Cl A |
|
|
9,262 |
|
|
|
2,314 |
|
DaVita Inc * |
|
|
715 |
|
|
|
99 |
|
Dexcom Inc * |
|
|
5,566 |
|
|
|
631 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
8,551 |
|
|
|
790 |
|
Elevance Health Inc |
|
|
3,316 |
|
|
|
1,797 |
|
Eli Lilly & Co |
|
|
11,274 |
|
|
|
10,207 |
|
GE HealthCare Technologies Inc |
|
|
5,943 |
|
|
|
463 |
|
Gilead Sciences Inc |
|
|
17,655 |
|
|
|
1,211 |
|
HCA Healthcare Inc |
|
|
2,753 |
|
|
|
885 |
|
Henry Schein Inc * |
|
|
1,849 |
|
|
|
119 |
|
Hologic Inc * |
|
|
3,329 |
|
|
|
247 |
|
Humana Inc |
|
|
1,715 |
|
|
|
641 |
|
IDEXX Laboratories Inc * |
|
|
1,143 |
|
|
|
557 |
|
Incyte Corp * |
|
|
2,671 |
|
|
|
162 |
|
Insulet Corp * |
|
|
1,000 |
|
|
|
202 |
|
Intuitive Surgical Inc * |
|
|
4,982 |
|
|
|
2,216 |
|
IQVIA Holdings Inc * |
|
|
2,615 |
|
|
|
553 |
|
Johnson & Johnson |
|
|
34,054 |
|
|
|
4,977 |
|
Labcorp Holdings |
|
|
1,153 |
|
|
|
235 |
|
McKesson Corp |
|
|
1,808 |
|
|
|
1,056 |
|
Medtronic PLC |
|
|
18,787 |
|
|
|
1,479 |
|
Merck & Co Inc |
|
|
35,811 |
|
|
|
4,433 |
|
Mettler-Toledo International Inc * |
|
|
310 |
|
|
|
433 |
|
Moderna Inc * |
|
|
4,781 |
|
|
|
568 |
|
Molina Healthcare Inc * |
|
|
860 |
|
|
|
256 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Pfizer Inc |
|
|
79,822 |
|
|
$ |
2,233 |
|
Quest Diagnostics Inc |
|
|
1,596 |
|
|
|
218 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,501 |
|
|
|
1,578 |
|
ResMed Inc |
|
|
2,064 |
|
|
|
395 |
|
Revvity Inc |
|
|
1,783 |
|
|
|
187 |
|
Solventum * |
|
|
2,079 |
|
|
|
110 |
|
STERIS PLC |
|
|
1,374 |
|
|
|
302 |
|
Stryker Corp |
|
|
4,812 |
|
|
|
1,637 |
|
Teleflex Inc |
|
|
700 |
|
|
|
147 |
|
Thermo Fisher Scientific Inc |
|
|
5,399 |
|
|
|
2,986 |
|
UnitedHealth Group Inc |
|
|
13,037 |
|
|
|
6,639 |
|
Universal Health Services Inc, Cl B |
|
|
892 |
|
|
|
165 |
|
Vertex Pharmaceuticals Inc * |
|
|
3,595 |
|
|
|
1,685 |
|
Viatris Inc, Cl W |
|
|
17,483 |
|
|
|
186 |
|
Waters Corp * |
|
|
846 |
|
|
|
245 |
|
West Pharmaceutical Services Inc |
|
|
1,029 |
|
|
|
339 |
|
Zimmer Biomet Holdings Inc |
|
|
2,923 |
|
|
|
317 |
|
Zoetis Inc, Cl A |
|
|
6,517 |
|
|
|
1,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,016 |
|
Industrials — 6.5% |
|
|
|
|
3M Co |
|
|
7,917 |
|
|
|
809 |
|
A O Smith Corp |
|
|
1,710 |
|
|
|
140 |
|
Allegion plc |
|
|
1,233 |
|
|
|
146 |
|
American Airlines Group Inc * |
|
|
9,781 |
|
|
|
111 |
|
AMETEK Inc |
|
|
3,310 |
|
|
|
552 |
|
Automatic Data Processing Inc |
|
|
5,792 |
|
|
|
1,382 |
|
Axon Enterprise Inc * |
|
|
1,000 |
|
|
|
294 |
|
Boeing Co/The * |
|
|
8,087 |
|
|
|
1,472 |
|
Broadridge Financial Solutions Inc |
|
|
1,634 |
|
|
|
322 |
|
Builders FirstSource Inc * |
|
|
1,800 |
|
|
|
249 |
|
Carrier Global Corp |
|
|
11,842 |
|
|
|
747 |
|
Caterpillar Inc, Cl A |
|
|
6,938 |
|
|
|
2,311 |
|
CH Robinson Worldwide Inc |
|
|
1,698 |
|
|
|
150 |
|
Cintas Corp |
|
|
1,198 |
|
|
|
839 |
|
Copart Inc * |
|
|
12,510 |
|
|
|
678 |
|
CSX Corp |
|
|
27,714 |
|
|
|
927 |
|
Cummins Inc |
|
|
1,928 |
|
|
|
534 |
|
Dayforce * |
|
|
2,306 |
|
|
|
114 |
|
Deere & Co |
|
|
3,652 |
|
|
|
1,364 |
|
Delta Air Lines Inc, Cl A |
|
|
8,987 |
|
|
|
426 |
|
Dover Corp |
|
|
1,941 |
|
|
|
350 |
|
Eaton Corp PLC |
|
|
5,692 |
|
|
|
1,785 |
|
Emerson Electric Co |
|
|
8,220 |
|
|
|
906 |
|
Equifax Inc |
|
|
1,765 |
|
|
|
428 |
|
Expeditors International of Washington Inc |
|
|
2,092 |
|
|
|
261 |
|
Fastenal Co, Cl A |
|
|
8,231 |
|
|
|
517 |
|
FedEx Corp |
|
|
3,195 |
|
|
|
958 |
|
Fortive Corp |
|
|
4,970 |
|
|
|
368 |
|
GE Vernova * |
|
|
3,846 |
|
|
|
660 |
|
Generac Holdings Inc * |
|
|
883 |
|
|
|
117 |
|
General Dynamics Corp |
|
|
3,164 |
|
|
|
918 |
|
General Electric Co |
|
|
15,382 |
|
|
|
2,445 |
|
Honeywell International Inc |
|
|
9,232 |
|
|
|
1,971 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Howmet Aerospace Inc |
|
|
5,632 |
|
|
$ |
437 |
|
Hubbell Inc, Cl B |
|
|
750 |
|
|
|
274 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
573 |
|
|
|
141 |
|
IDEX Corp |
|
|
1,048 |
|
|
|
211 |
|
Illinois Tool Works Inc |
|
|
3,863 |
|
|
|
915 |
|
Ingersoll Rand Inc |
|
|
5,779 |
|
|
|
525 |
|
Jacobs Solutions Inc |
|
|
1,832 |
|
|
|
256 |
|
JB Hunt Transport Services Inc |
|
|
1,187 |
|
|
|
190 |
|
Johnson Controls International PLC |
|
|
9,535 |
|
|
|
634 |
|
L3Harris Technologies Inc |
|
|
2,687 |
|
|
|
603 |
|
Leidos Holdings Inc |
|
|
1,904 |
|
|
|
278 |
|
Lockheed Martin Corp |
|
|
3,023 |
|
|
|
1,412 |
|
Masco Corp |
|
|
3,259 |
|
|
|
217 |
|
Nordson Corp |
|
|
763 |
|
|
|
177 |
|
Norfolk Southern Corp |
|
|
3,171 |
|
|
|
681 |
|
Northrop Grumman Corp |
|
|
1,961 |
|
|
|
855 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
2,526 |
|
|
|
446 |
|
Otis Worldwide Corp |
|
|
5,835 |
|
|
|
562 |
|
PACCAR Inc |
|
|
7,350 |
|
|
|
757 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,786 |
|
|
|
903 |
|
Paychex Inc |
|
|
4,591 |
|
|
|
544 |
|
Paycom Software Inc |
|
|
687 |
|
|
|
98 |
|
Pentair PLC |
|
|
2,364 |
|
|
|
181 |
|
Quanta Services Inc |
|
|
2,083 |
|
|
|
529 |
|
Republic Services Inc |
|
|
2,898 |
|
|
|
563 |
|
Rockwell Automation Inc |
|
|
1,655 |
|
|
|
456 |
|
Rollins Inc |
|
|
4,020 |
|
|
|
196 |
|
RTX Corp |
|
|
18,731 |
|
|
|
1,880 |
|
Snap-on Inc |
|
|
718 |
|
|
|
188 |
|
Southwest Airlines Co, Cl A |
|
|
8,527 |
|
|
|
244 |
|
Stanley Black & Decker Inc |
|
|
2,199 |
|
|
|
176 |
|
Textron Inc |
|
|
2,686 |
|
|
|
231 |
|
Trane Technologies PLC |
|
|
3,237 |
|
|
|
1,065 |
|
TransDigm Group Inc |
|
|
787 |
|
|
|
1,005 |
|
Uber Technologies Inc * |
|
|
29,100 |
|
|
|
2,115 |
|
Union Pacific Corp |
|
|
8,585 |
|
|
|
1,942 |
|
United Airlines Holdings Inc * |
|
|
4,578 |
|
|
|
223 |
|
United Parcel Service Inc, Cl B |
|
|
10,176 |
|
|
|
1,393 |
|
United Rentals Inc |
|
|
918 |
|
|
|
594 |
|
Veralto |
|
|
3,120 |
|
|
|
298 |
|
Verisk Analytics Inc, Cl A |
|
|
2,015 |
|
|
|
543 |
|
Waste Management Inc |
|
|
5,187 |
|
|
|
1,107 |
|
Westinghouse Air Brake Technologies Corp |
|
|
2,562 |
|
|
|
405 |
|
WW Grainger Inc |
|
|
625 |
|
|
|
564 |
|
Xylem Inc/NY |
|
|
3,466 |
|
|
|
470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,735 |
|
Information Technology — 25.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
8,853 |
|
|
|
2,686 |
|
Adobe Inc * |
|
|
6,338 |
|
|
|
3,521 |
|
Advanced Micro Devices Inc * |
|
|
22,858 |
|
|
|
3,708 |
|
Akamai Technologies Inc * |
|
|
2,163 |
|
|
|
195 |
|
Amphenol Corp, Cl A |
|
|
17,150 |
|
|
|
1,155 |
|
Analog Devices Inc |
|
|
7,020 |
|
|
|
1,602 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ANSYS Inc * |
|
|
1,240 |
|
|
$ |
399 |
|
Apple Inc |
|
|
204,159 |
|
|
|
43,000 |
|
Applied Materials Inc |
|
|
11,792 |
|
|
|
2,783 |
|
Arista Networks Inc * |
|
|
3,600 |
|
|
|
1,262 |
|
Autodesk Inc, Cl A * |
|
|
3,010 |
|
|
|
745 |
|
Broadcom Inc |
|
|
6,161 |
|
|
|
9,892 |
|
Cadence Design Systems Inc * |
|
|
3,864 |
|
|
|
1,189 |
|
CDW Corp/DE |
|
|
1,878 |
|
|
|
420 |
|
Cisco Systems Inc |
|
|
57,480 |
|
|
|
2,731 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
7,207 |
|
|
|
490 |
|
Corning Inc, Cl B |
|
|
10,834 |
|
|
|
421 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
3,250 |
|
|
|
1,245 |
|
Enphase Energy Inc * |
|
|
1,988 |
|
|
|
198 |
|
EPAM Systems Inc * |
|
|
818 |
|
|
|
154 |
|
F5 Inc, Cl A * |
|
|
849 |
|
|
|
146 |
|
Fair Isaac Corp * |
|
|
350 |
|
|
|
521 |
|
First Solar Inc * |
|
|
1,500 |
|
|
|
338 |
|
Fortinet Inc * |
|
|
9,100 |
|
|
|
548 |
|
Gartner Inc * |
|
|
1,071 |
|
|
|
481 |
|
Gen Digital Inc |
|
|
8,009 |
|
|
|
200 |
|
GoDaddy Inc, Cl A * |
|
|
2,000 |
|
|
|
279 |
|
Hewlett Packard Enterprise Co |
|
|
18,524 |
|
|
|
392 |
|
HP Inc |
|
|
12,521 |
|
|
|
439 |
|
Intel Corp |
|
|
59,762 |
|
|
|
1,851 |
|
International Business Machines Corp |
|
|
12,928 |
|
|
|
2,236 |
|
Intuit Inc |
|
|
3,922 |
|
|
|
2,578 |
|
Jabil Inc |
|
|
1,700 |
|
|
|
185 |
|
Juniper Networks Inc |
|
|
4,454 |
|
|
|
162 |
|
Keysight Technologies Inc * |
|
|
2,487 |
|
|
|
340 |
|
KLA Corp |
|
|
1,910 |
|
|
|
1,575 |
|
Lam Research Corp |
|
|
1,827 |
|
|
|
1,946 |
|
Microchip Technology Inc |
|
|
7,639 |
|
|
|
699 |
|
Micron Technology Inc |
|
|
15,644 |
|
|
|
2,058 |
|
Microsoft Corp |
|
|
105,206 |
|
|
|
47,022 |
|
Monolithic Power Systems Inc |
|
|
670 |
|
|
|
551 |
|
Motorola Solutions Inc |
|
|
2,314 |
|
|
|
893 |
|
NetApp Inc |
|
|
2,976 |
|
|
|
383 |
|
NVIDIA Corp |
|
|
348,430 |
|
|
|
43,045 |
|
ON Semiconductor Corp * |
|
|
6,199 |
|
|
|
425 |
|
Oracle Corp, Cl B |
|
|
22,517 |
|
|
|
3,179 |
|
Palo Alto Networks Inc * |
|
|
4,500 |
|
|
|
1,526 |
|
PTC Inc * |
|
|
1,728 |
|
|
|
314 |
|
Qorvo Inc * |
|
|
1,431 |
|
|
|
166 |
|
QUALCOMM Inc |
|
|
15,803 |
|
|
|
3,148 |
|
Roper Technologies Inc |
|
|
1,523 |
|
|
|
858 |
|
Salesforce Inc |
|
|
13,728 |
|
|
|
3,529 |
|
Seagate Technology Holdings PLC |
|
|
2,805 |
|
|
|
290 |
|
ServiceNow Inc * |
|
|
2,907 |
|
|
|
2,287 |
|
Skyworks Solutions Inc |
|
|
2,246 |
|
|
|
239 |
|
Super Micro Computer Inc * |
|
|
700 |
|
|
|
574 |
|
Synopsys Inc * |
|
|
2,141 |
|
|
|
1,274 |
|
TE Connectivity Ltd |
|
|
4,361 |
|
|
|
656 |
|
Teledyne Technologies Inc * |
|
|
690 |
|
|
|
268 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Teradyne Inc |
|
|
2,188 |
|
|
$ |
324 |
|
Texas Instruments Inc |
|
|
12,904 |
|
|
|
2,510 |
|
Trimble Inc * |
|
|
3,478 |
|
|
|
195 |
|
Tyler Technologies Inc * |
|
|
609 |
|
|
|
306 |
|
VeriSign Inc * |
|
|
1,212 |
|
|
|
216 |
|
Western Digital Corp * |
|
|
4,624 |
|
|
|
350 |
|
Zebra Technologies Corp, Cl A * |
|
|
677 |
|
|
|
209 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
209,507 |
|
Materials — 1.7% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
3,119 |
|
|
|
805 |
|
Albemarle Corp |
|
|
1,690 |
|
|
|
161 |
|
Amcor PLC |
|
|
21,272 |
|
|
|
208 |
|
Avery Dennison Corp |
|
|
1,119 |
|
|
|
245 |
|
Ball Corp |
|
|
4,590 |
|
|
|
276 |
|
Celanese Corp, Cl A |
|
|
1,426 |
|
|
|
192 |
|
CF Industries Holdings Inc |
|
|
2,736 |
|
|
|
203 |
|
Corteva Inc |
|
|
9,904 |
|
|
|
534 |
|
Dow Inc |
|
|
10,017 |
|
|
|
531 |
|
DuPont de Nemours Inc |
|
|
6,045 |
|
|
|
487 |
|
Eastman Chemical Co |
|
|
1,610 |
|
|
|
158 |
|
Ecolab Inc |
|
|
3,610 |
|
|
|
859 |
|
FMC Corp |
|
|
1,862 |
|
|
|
107 |
|
Freeport-McMoRan Inc, Cl B |
|
|
20,312 |
|
|
|
987 |
|
International Flavors & Fragrances Inc |
|
|
3,682 |
|
|
|
351 |
|
International Paper Co |
|
|
5,008 |
|
|
|
216 |
|
Linde PLC |
|
|
6,820 |
|
|
|
2,993 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,575 |
|
|
|
342 |
|
Martin Marietta Materials Inc, Cl A |
|
|
892 |
|
|
|
483 |
|
Mosaic Co/The |
|
|
4,756 |
|
|
|
137 |
|
Newmont Corp |
|
|
16,555 |
|
|
|
693 |
|
Nucor Corp |
|
|
3,462 |
|
|
|
547 |
|
Packaging Corp of America |
|
|
1,235 |
|
|
|
226 |
|
PPG Industries Inc |
|
|
3,389 |
|
|
|
427 |
|
Sherwin-Williams Co/The, Cl A |
|
|
3,341 |
|
|
|
997 |
|
Steel Dynamics Inc |
|
|
2,101 |
|
|
|
272 |
|
Vulcan Materials Co |
|
|
1,831 |
|
|
|
455 |
|
Westrock Co |
|
|
3,812 |
|
|
|
192 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,084 |
|
Real Estate — 1.7% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,295 |
|
|
|
268 |
|
American Tower Corp, Cl A ‡ |
|
|
6,627 |
|
|
|
1,288 |
|
AvalonBay Communities Inc ‡ |
|
|
2,045 |
|
|
|
423 |
|
BXP Inc ‡ |
|
|
2,111 |
|
|
|
130 |
|
Camden Property Trust ‡ |
|
|
1,600 |
|
|
|
175 |
|
CBRE Group Inc, Cl A * |
|
|
4,183 |
|
|
|
373 |
|
CoStar Group Inc * |
|
|
5,809 |
|
|
|
431 |
|
Crown Castle Inc ‡ |
|
|
6,263 |
|
|
|
612 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
4,541 |
|
|
|
690 |
|
Equinix Inc ‡ |
|
|
1,311 |
|
|
|
992 |
|
Equity Residential ‡ |
|
|
4,909 |
|
|
|
340 |
|
Essex Property Trust Inc ‡ |
|
|
915 |
|
|
|
249 |
|
Extra Space Storage Inc ‡ |
|
|
3,041 |
|
|
|
473 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Federal Realty Investment Trust ‡ |
|
|
1,052 |
|
|
$ |
106 |
|
Healthpeak Properties Inc ‡ |
|
|
9,961 |
|
|
|
195 |
|
Host Hotels & Resorts Inc ‡ |
|
|
10,123 |
|
|
|
182 |
|
Invitation Homes Inc ‡ |
|
|
8,500 |
|
|
|
305 |
|
Iron Mountain Inc ‡ |
|
|
4,178 |
|
|
|
374 |
|
Kimco Realty Corp ‡ |
|
|
9,674 |
|
|
|
188 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,639 |
|
|
|
234 |
|
Prologis Inc ‡ |
|
|
13,037 |
|
|
|
1,464 |
|
Public Storage ‡ |
|
|
2,269 |
|
|
|
653 |
|
Realty Income Corp ‡ |
|
|
11,874 |
|
|
|
627 |
|
Regency Centers Corp ‡ |
|
|
2,294 |
|
|
|
143 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,481 |
|
|
|
291 |
|
Simon Property Group Inc ‡ |
|
|
4,702 |
|
|
|
714 |
|
UDR Inc ‡ |
|
|
4,295 |
|
|
|
177 |
|
Ventas Inc ‡ |
|
|
5,837 |
|
|
|
299 |
|
VICI Properties Inc, Cl A ‡ |
|
|
14,556 |
|
|
|
417 |
|
Welltower Inc ‡ |
|
|
8,491 |
|
|
|
885 |
|
Weyerhaeuser Co ‡ |
|
|
10,405 |
|
|
|
295 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,993 |
|
Utilities — 1.8% |
|
|
|
|
AES Corp/The |
|
|
9,455 |
|
|
|
166 |
|
Alliant Energy Corp |
|
|
3,529 |
|
|
|
180 |
|
Ameren Corp |
|
|
3,729 |
|
|
|
265 |
|
American Electric Power Co Inc |
|
|
7,548 |
|
|
|
662 |
|
American Water Works Co Inc |
|
|
2,823 |
|
|
|
365 |
|
Atmos Energy Corp |
|
|
2,107 |
|
|
|
246 |
|
CenterPoint Energy Inc |
|
|
9,182 |
|
|
|
285 |
|
CMS Energy Corp |
|
|
4,187 |
|
|
|
249 |
|
Consolidated Edison Inc |
|
|
4,828 |
|
|
|
432 |
|
Constellation Energy Corp |
|
|
4,460 |
|
|
|
893 |
|
Dominion Energy Inc |
|
|
11,948 |
|
|
|
585 |
|
DTE Energy Co |
|
|
2,995 |
|
|
|
333 |
|
Duke Energy Corp |
|
|
10,885 |
|
|
|
1,091 |
|
Edison International |
|
|
5,527 |
|
|
|
397 |
|
Entergy Corp |
|
|
3,047 |
|
|
|
326 |
|
Evergy Inc |
|
|
3,143 |
|
|
|
167 |
|
Exelon Corp |
|
|
14,309 |
|
|
|
495 |
|
FirstEnergy Corp |
|
|
7,273 |
|
|
|
278 |
|
NextEra Energy Inc |
|
|
29,021 |
|
|
|
2,055 |
|
NiSource Inc |
|
|
6,044 |
|
|
|
174 |
|
NRG Energy Inc |
|
|
2,946 |
|
|
|
229 |
|
PG&E Corp |
|
|
30,527 |
|
|
|
533 |
|
Pinnacle West Capital Corp |
|
|
1,617 |
|
|
|
124 |
|
PPL Corp |
|
|
10,744 |
|
|
|
297 |
|
Public Service Enterprise Group Inc |
|
|
7,040 |
|
|
|
519 |
|
Sempra |
|
|
9,022 |
|
|
|
686 |
|
Southern Co/The |
|
|
15,385 |
|
|
|
1,193 |
|
Vistra Corp |
|
|
4,700 |
|
|
|
404 |
|
WEC Energy Group Inc |
|
|
4,579 |
|
|
|
359 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xcel Energy Inc |
|
|
7,959 |
|
|
$ |
425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,413 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $241,272) ($ Thousands) |
|
|
|
|
|
|
648,097 |
|
|
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
|
|
|
|
|
|
|
|
|
China — 0.1% |
|
|
|
|
NXP Semiconductors NV |
|
|
3,615 |
|
|
|
973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $731) ($ Thousands) |
|
|
|
|
|
|
973 |
|
|
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
7,523,395 |
|
|
|
7,523 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $7,523) ($ Thousands) |
|
|
|
|
|
|
7,523 |
|
|
|
|
|
|
|
|
Description |
|
|
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.7% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $5,059) ($ Thousands) |
|
|
|
|
|
$ |
5,587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PURCHASED SWAPTIONS — 0.8% |
Total Purchased Swaptions |
|
|
|
|
|
|
|
|
(Cost $2,933) ($ Thousands) |
|
|
|
|
|
|
5,920 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 81.8% |
|
|
|
|
|
|
|
|
(Cost $257,518) ($ Thousands) |
|
$ |
668,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.2)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $1,215) ($ Thousands) |
|
|
|
|
|
$ |
(1,703 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN SWAPTIONS — (0.4)% |
Total Written Swaptions |
|
|
|
|
|
|
|
|
(Premiums Received $1,107) ($ Thousands) |
|
|
|
|
|
$ |
(2,941 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows: |
|
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.7% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SXP OTC EP Unlisted Option |
|
|
17,644 |
|
|
$ |
81,162 |
|
|
$ |
4,600.00 |
|
|
|
7/20/2024 |
|
|
$ |
17 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
– |
|
EUR PUT/USD CALL |
|
|
202,000,000 |
|
|
|
212,100 |
|
|
|
1.05 |
|
|
|
10/19/2024 |
|
|
|
1,220 |
|
USD CALL/JPY PUT |
|
|
150,000,000 |
|
|
|
23,400,000 |
|
|
|
156.00 |
|
|
|
7/20/2024 |
|
|
|
4,264 |
|
USD CALL/JPY PUT |
|
|
150,000,000 |
|
|
|
24,900,000 |
|
|
|
166.00 |
|
|
|
7/20/2024 |
|
|
|
86 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,512,100 |
|
|
|
|
|
|
|
|
|
|
|
5,570 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
48,593,262 |
|
|
|
|
|
|
|
|
|
|
$ |
5,587 |
|
WRITTEN OPTIONS — (0.2)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SXP OTC EP Unlisted Option |
|
|
(17,644) |
|
|
$ |
(72,340 |
) |
|
|
4,100.00 |
|
|
|
07/20/2024 |
|
|
$ |
(8 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD CALL/JPY PUT |
|
|
(300,000,000) |
|
|
|
(48,300,000 |
) |
|
|
161.00 |
|
|
|
07/20/2024 |
|
|
|
(1,695 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(48,372,340 |
) |
|
|
|
|
|
|
|
|
|
$ |
(1,703 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Continued)
A list of open exchange traded swaptions held by the Fund at June 30, 2024 is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTIONS — 0.7% |
|
|
|
|
|
|
|
|
|
|
|
|
Call Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption Payer |
|
|
BOAML |
|
|
$ |
800,000,000 |
|
|
$ |
0.12 |
|
|
|
05/17/2025 |
|
|
$ |
1,187 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption Payer |
|
|
BOAML |
|
|
$ |
461,000,000 |
|
|
|
4.27 |
|
|
|
07/20/2024 |
|
|
$ |
3,395 |
|
Swaption Payer |
|
|
BOAML |
|
|
|
207,450,000 |
|
|
|
4.36 |
|
|
|
07/20/2024 |
|
|
|
1,338 |
|
|
|
|
|
|
|
|
668,450,000 |
|
|
|
|
|
|
|
|
|
|
|
4,733 |
|
Total Purchased Swaptions |
|
|
|
|
|
$ |
1,468,450,000 |
|
|
|
|
|
|
|
|
|
|
$ |
5,920 |
|
WRITTEN SWAPTIONS — (0.4)% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption Payer |
|
|
BOAML |
|
|
$ |
(922,000,000 |
) |
|
|
4.82 |
|
|
|
07/20/2024 |
|
|
$ |
(2,107 |
) |
Swaption Payer |
|
|
BOAML |
|
|
|
(414,900,000 |
) |
|
|
4.91 |
|
|
|
07/20/2024 |
|
|
|
(646 |
) |
|
|
|
|
|
|
|
(1,336,900,000 |
) |
|
|
|
|
|
|
|
|
|
|
(2,753 |
) |
Call Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption Payer |
|
|
BOAML |
|
|
$ |
(800,000,000 |
) |
|
|
0.87 |
|
|
|
05/17/2025 |
|
|
$ |
(188 |
) |
Total Written Swaptions |
|
|
|
|
|
$ |
(2,136,900,000 |
) |
|
|
|
|
|
|
|
|
|
$ |
(2,941 |
) |
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Depreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index E-MINI^ |
|
|
589 |
|
|
|
Sep-2024 |
|
|
$ |
163,359 |
|
|
$ |
162,609 |
|
|
$ |
(750 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
163,359 |
|
|
$ |
162,609 |
|
|
$ |
(750 |
) |
A list of open centrally cleared swap agreements held by the Fund at June 30, 2024 is as follows:
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
2.659%^ |
|
|
CPI |
|
|
|
Annually |
|
|
|
2/27/2033 |
|
|
|
USD |
|
|
|
103,200 |
|
|
$ |
3,742 |
|
|
$ |
– |
|
|
$ |
3,742 |
|
FIXED 0.280960% |
|
|
FLOATING (MUTKCALM Index) |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
102,200,000 |
|
|
|
1,723 |
|
|
|
– |
|
|
|
1,723 |
|
0.29283% |
|
|
JPY UNSECURED OVERNIGHT CALL RATE TONAR |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
81,000,000 |
|
|
|
1,306 |
|
|
|
– |
|
|
|
1,306 |
|
SOFR |
|
|
3.41% |
|
|
|
Annually |
|
|
|
12/11/2028 |
|
|
|
USD |
|
|
|
399,757 |
|
|
|
(1,682 |
) |
|
|
– |
|
|
|
(1,682 |
) |
3.432% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
12/11/2056 |
|
|
|
USD |
|
|
|
42,027 |
|
|
|
775 |
|
|
|
– |
|
|
|
775 |
|
3.707% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
03/05/2034 |
|
|
|
USD |
|
|
|
160,000 |
|
|
|
297 |
|
|
|
– |
|
|
|
297 |
|
FIXED 3.726% |
|
|
FLOATING: USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
06/18/3034 |
|
|
|
USD |
|
|
|
76,000 |
|
|
|
125 |
|
|
|
– |
|
|
|
125 |
|
FIXED 3.745% |
|
|
FLOATING: USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
06/11/2034 |
|
|
|
USD |
|
|
|
80,000 |
|
|
|
72 |
|
|
|
– |
|
|
|
72 |
|
4.161% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/02/2056 |
|
|
|
USD |
|
|
|
84,588 |
|
|
|
(8,457 |
) |
|
|
– |
|
|
|
(8,457 |
) |
4.35% FIXED |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/02/2031 |
|
|
|
USD |
|
|
|
330,000 |
|
|
|
9,024 |
|
|
|
– |
|
|
|
9,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
6,925 |
|
|
$ |
– |
|
|
$ |
6,925 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Dynamic Asset Allocation Fund (Concluded)
A list of open OTC swap agreements held by the Fund at June 30, 2024 is as follows:
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs^ |
|
|
+BCOMTR/0.075 |
% |
|
|
3-MONTH T-BILL RATE + 7.5 BPS |
|
|
|
BCOMTR |
|
|
|
Annually |
|
|
|
09/13/2024 |
|
|
|
USD |
|
|
|
34,133 |
|
|
$ |
(808 |
) |
|
$ |
– |
|
|
$ |
(808 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(808 |
) |
|
$ |
– |
|
|
$ |
(808 |
) |
|
Percentages are based on Net Assets of $817,117 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of June 30, 2024. |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
2,779 |
|
|
$ |
147,088 |
|
|
$ |
(142,344 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
7,523 |
|
|
$ |
227 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 27.7% |
Communication Services — 1.7% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
130 |
|
|
$ |
86 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B)(C) |
|
|
335 |
|
|
|
12 |
|
6.500%, 05/01/2027 (A)(B)(C) |
|
|
220 |
|
|
|
7 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
900 |
|
|
|
531 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.250%, 02/01/2031 (A) |
|
|
125 |
|
|
|
102 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
3.950%, 06/30/2062 |
|
|
155 |
|
|
|
92 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
135 |
|
|
|
84 |
|
7.375%, 07/01/2028 |
|
|
30 |
|
|
|
13 |
|
5.750%, 12/01/2028 (A) |
|
|
170 |
|
|
|
118 |
|
5.250%, 12/01/2026 (A) |
|
|
205 |
|
|
|
161 |
|
5.125%, 06/01/2029 |
|
|
220 |
|
|
|
87 |
|
Gray Television |
|
|
|
|
|
|
|
|
10.500%, 07/15/2029 (A) |
|
|
195 |
|
|
|
196 |
|
5.375%, 11/15/2031 (A) |
|
|
370 |
|
|
|
210 |
|
4.750%, 10/15/2030 (A) |
|
|
495 |
|
|
|
297 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
11.000%, 11/15/2029 (A) |
|
|
74 |
|
|
|
76 |
|
10.750%, 12/15/2030 (A) |
|
|
290 |
|
|
|
289 |
|
10.500%, 05/15/2030 (A) |
|
|
56 |
|
|
|
55 |
|
4.500%, 04/01/2030 (A) |
|
|
150 |
|
|
|
82 |
|
3.875%, 10/15/2030 (A) |
|
|
105 |
|
|
|
55 |
|
3.750%, 07/15/2029 (A) |
|
|
145 |
|
|
|
45 |
|
3.625%, 01/15/2029 |
|
|
5 |
|
|
|
1 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
119 |
|
|
|
77 |
|
4.125%, 04/15/2030 (A) |
|
|
119 |
|
|
|
75 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
610 |
|
|
|
364 |
|
Stagwell Global |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
592 |
|
|
|
547 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
705 |
|
|
|
542 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
170 |
|
|
|
141 |
|
Zayo Group Holdings Inc |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
310 |
|
|
|
248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,593 |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 6.6% |
|
|
|
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
328 |
|
|
|
323 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
215 |
|
|
|
156 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
5 |
|
|
|
5 |
|
6.750%, 07/01/2036 |
|
|
235 |
|
|
|
234 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
BCPE Ulysses Intermediate |
|
|
|
|
|
|
|
|
7.750%, 04/01/2027 (A) |
|
$ |
703 |
|
|
$ |
685 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (A) |
|
|
20 |
|
|
|
18 |
|
4.875%, 02/15/2030 (A) |
|
|
210 |
|
|
|
188 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (A) |
|
|
130 |
|
|
|
133 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (A) |
|
|
486 |
|
|
|
528 |
|
6.000%, 05/01/2029 (A) |
|
|
165 |
|
|
|
163 |
|
4.000%, 08/01/2028 (A) |
|
|
130 |
|
|
|
122 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
397 |
|
|
|
430 |
|
CEC Entertainment |
|
|
|
|
|
|
|
|
6.750%, 05/01/2026 (A) |
|
|
811 |
|
|
|
804 |
|
Clarios Global |
|
|
|
|
|
|
|
|
6.750%, 05/15/2025 (A) |
|
|
755 |
|
|
|
755 |
|
6.250%, 05/15/2026 (A) |
|
|
764 |
|
|
|
763 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
670 |
|
|
|
382 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
7.500%, 04/01/2028 (A) |
|
|
135 |
|
|
|
72 |
|
Dave & Buster's |
|
|
|
|
|
|
|
|
7.625%, 11/01/2025 (A) |
|
|
1,698 |
|
|
|
1,707 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
312 |
|
|
|
6 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
480 |
|
|
|
10 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
470 |
|
|
|
440 |
|
Garrett Motion Holdings |
|
|
|
|
|
|
|
|
7.750%, 05/31/2032 (A) |
|
|
774 |
|
|
|
784 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
345 |
|
|
|
313 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
4.000%, 05/01/2031 (A) |
|
|
200 |
|
|
|
179 |
|
IRB Holding |
|
|
|
|
|
|
|
|
7.000%, 06/15/2025 (A) |
|
|
154 |
|
|
|
154 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
310 |
|
|
|
288 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
745 |
|
|
|
349 |
|
Life Time |
|
|
|
|
|
|
|
|
8.000%, 04/15/2026 (A) |
|
|
1,032 |
|
|
|
1,044 |
|
5.750%, 01/15/2026 (A) |
|
|
1,761 |
|
|
|
1,753 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
130 |
|
|
|
125 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.500%, 04/15/2032 |
|
|
327 |
|
|
|
326 |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (B)(D) |
|
|
495 |
|
|
|
– |
|
NCL |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
461 |
|
|
|
479 |
|
5.875%, 03/15/2026 (A) |
|
|
366 |
|
|
|
362 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.625%, 12/15/2024 (A) |
|
$ |
1,733 |
|
|
$ |
1,713 |
|
Newell Brands |
|
|
|
|
|
|
|
|
4.875%, 06/01/2025 |
|
|
566 |
|
|
|
559 |
|
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
270 |
|
|
|
228 |
|
4.375%, 09/01/2028 |
|
|
95 |
|
|
|
69 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
415 |
|
|
|
344 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
215 |
|
|
|
189 |
|
Sugarhouse HSP Gaming Prop Mezz |
|
|
|
|
|
|
|
|
5.875%, 05/15/2025 (A) |
|
|
312 |
|
|
|
310 |
|
SWF Escrow Issuer |
|
|
|
|
|
|
|
|
6.500%, 10/01/2029 (A) |
|
|
80 |
|
|
|
43 |
|
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
|
225 |
|
|
|
187 |
|
White Capital Parent |
|
|
|
|
|
|
|
|
8.250%cash/0% PIK, 03/15/2026 (A) |
|
|
238 |
|
|
|
238 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
225 |
|
|
|
87 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
150 |
|
|
|
136 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
150 |
|
|
|
156 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
5.375%, 04/01/2032 |
|
|
160 |
|
|
|
154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,493 |
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 1.0% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
4.875%, 02/15/2030 (A) |
|
|
60 |
|
|
|
57 |
|
B&G Foods |
|
|
|
|
|
|
|
|
8.000%, 09/15/2028 (A) |
|
|
178 |
|
|
|
181 |
|
5.250%, 04/01/2025 |
|
|
1,028 |
|
|
|
1,019 |
|
Herbalife Nutrition |
|
|
|
|
|
|
|
|
7.875%, 09/01/2025 (A) |
|
|
510 |
|
|
|
501 |
|
HLF Financing Sarl |
|
|
|
|
|
|
|
|
12.250%, 04/15/2029 (A) |
|
|
341 |
|
|
|
340 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
200 |
|
|
|
222 |
|
8.000%, 05/01/2031 |
|
|
40 |
|
|
|
43 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (A) |
|
|
145 |
|
|
|
143 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 10/18/2024 (A)(B) |
|
|
78 |
|
|
|
34 |
|
8.000%, 11/15/2026 (A)(B) |
|
|
342 |
|
|
|
150 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
75 |
|
|
|
31 |
|
0.000%, 10/18/2024 (A)(B)(D)(E)(F) |
|
|
27 |
|
|
|
26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,747 |
|
|
|
|
|
|
|
|
|
|
Energy — 4.0% |
|
|
|
|
Athabasca Oil |
|
|
|
|
|
|
|
|
9.750%, 11/01/2026 (A) |
|
|
274 |
|
|
|
287 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Baytex Energy |
|
|
|
|
|
|
|
|
7.375%, 03/15/2032 (A) |
|
$ |
140 |
|
|
$ |
142 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (A) |
|
|
85 |
|
|
|
87 |
|
7.000%, 07/15/2029 (A) |
|
|
85 |
|
|
|
87 |
|
6.625%, 07/15/2026 (A) |
|
|
810 |
|
|
|
810 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (C)(D) |
|
|
170 |
|
|
|
4 |
|
7.000%, 10/01/2024 (D) |
|
|
55 |
|
|
|
1 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.625%, 11/01/2030 (A) |
|
|
135 |
|
|
|
145 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
7.375%, 01/15/2033 (A) |
|
|
607 |
|
|
|
608 |
|
Encino Acquisition Partners Holdings |
|
|
|
|
|
|
|
|
8.750%, 05/01/2031 (A) |
|
|
534 |
|
|
|
557 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.000%, 01/15/2027 |
|
|
145 |
|
|
|
148 |
|
7.875%, 05/15/2032 |
|
|
110 |
|
|
|
111 |
|
7.750%, 02/01/2028 |
|
|
25 |
|
|
|
26 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
110 |
|
|
|
117 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 07/15/2032 (A) |
|
|
125 |
|
|
|
127 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
1,736 |
|
|
|
1,761 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
8.750%, 03/15/2029 (A) |
|
|
140 |
|
|
|
128 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
8.125%, 02/15/2029 (A) |
|
|
515 |
|
|
|
525 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
8.000%, 04/15/2027 (A) |
|
|
1,940 |
|
|
|
1,983 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
635 |
|
|
|
632 |
|
5.625%, 06/01/2025 |
|
|
1,935 |
|
|
|
1,927 |
|
Transocean |
|
|
|
|
|
|
|
|
8.500%, 05/15/2031 (A) |
|
|
237 |
|
|
|
237 |
|
8.250%, 05/15/2029 (A) |
|
|
237 |
|
|
|
237 |
|
8.000%, 02/01/2027 (A) |
|
|
91 |
|
|
|
91 |
|
7.500%, 04/15/2031 |
|
|
95 |
|
|
|
89 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
170 |
|
|
|
153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,020 |
|
|
|
|
|
|
|
|
|
|
Financials — 1.9% |
|
|
|
|
Arsenal AIC Parent |
|
|
|
|
|
|
|
|
11.500%, 10/01/2031 (A) |
|
|
561 |
|
|
|
628 |
|
Champions Financing |
|
|
|
|
|
|
|
|
8.750%, 02/15/2029 (A) |
|
|
1,232 |
|
|
|
1,263 |
|
CPI CG |
|
|
|
|
|
|
|
|
10.000%, 07/15/2029 (A) |
|
|
145 |
|
|
|
150 |
|
8.625%, 03/15/2026 (A) |
|
|
315 |
|
|
|
322 |
|
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
680 |
|
|
|
531 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
$ |
90 |
|
|
$ |
97 |
|
6.625%, 01/15/2027 (A) |
|
|
230 |
|
|
|
222 |
|
Freedom Mortgage Holdings |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
55 |
|
|
|
55 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
4.750%, 06/15/2029 (A) |
|
|
155 |
|
|
|
143 |
|
4.250%, 02/01/2027 (A) |
|
|
195 |
|
|
|
185 |
|
LD Holdings Group |
|
|
|
|
|
|
|
|
6.125%, 04/01/2028 (A) |
|
|
235 |
|
|
|
176 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
210 |
|
|
|
199 |
|
5.625%, 01/15/2030 (A) |
|
|
155 |
|
|
|
134 |
|
Navient |
|
|
|
|
|
|
|
|
5.500%, 03/15/2029 |
|
|
60 |
|
|
|
55 |
|
Navient MTN |
|
|
|
|
|
|
|
|
5.625%, 08/01/2033 |
|
|
130 |
|
|
|
104 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
7.500%, 05/15/2031 |
|
|
65 |
|
|
|
66 |
|
3.875%, 09/15/2028 |
|
|
305 |
|
|
|
273 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
5.750%, 09/15/2031 (A) |
|
|
285 |
|
|
|
267 |
|
4.250%, 02/15/2029 (A) |
|
|
150 |
|
|
|
136 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
169 |
|
|
|
164 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
3.625%, 07/15/2026 (A) |
|
|
220 |
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,377 |
|
|
|
|
|
|
|
|
|
|
Health Care — 2.9% |
|
|
|
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
425 |
|
|
|
351 |
|
8.000%, 08/01/2028 (A)(B) |
|
|
155 |
|
|
|
119 |
|
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
|
900 |
|
|
|
937 |
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (A) |
|
|
150 |
|
|
|
128 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
235 |
|
|
|
204 |
|
5.000%, 02/15/2030 (A) |
|
|
70 |
|
|
|
58 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
952 |
|
|
|
619 |
|
Endo |
|
|
|
|
|
|
|
|
9.500%, 12/31/2049 (D) |
|
|
194 |
|
|
|
– |
|
6.125%, 12/31/2049 (D) |
|
|
165 |
|
|
|
– |
|
6.000%, 12/31/2049 (D) |
|
|
193 |
|
|
|
6 |
|
5.875%, 12/31/2049 |
|
|
85 |
|
|
|
– |
|
0.000%, 04/01/2027 (D)(F) |
|
|
85 |
|
|
|
– |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (B)(D) |
|
|
145 |
|
|
|
– |
|
Global Medical Response |
|
|
|
|
|
|
|
|
10.000%, 10/31/2028 (A) |
|
|
824 |
|
|
|
804 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
LifePoint Health |
|
|
|
|
|
|
|
|
10.000%, 06/01/2032 (A) |
|
$ |
1,313 |
|
|
$ |
1,342 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
3.875%, 04/01/2029 (A) |
|
|
130 |
|
|
|
120 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
175 |
|
|
|
165 |
|
3.875%, 11/15/2030 (A) |
|
|
60 |
|
|
|
53 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.781%, 02/15/2030 (A) |
|
|
322 |
|
|
|
257 |
|
7.775%, 01/31/2029 (A) |
|
|
519 |
|
|
|
487 |
|
Select Medical |
|
|
|
|
|
|
|
|
6.250%, 08/15/2026 (A) |
|
|
1,966 |
|
|
|
1,976 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 (A) |
|
|
127 |
|
|
|
141 |
|
6.375%, 02/01/2025 (A) |
|
|
155 |
|
|
|
148 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 |
|
|
15 |
|
|
|
15 |
|
6.125%, 06/15/2030 |
|
|
90 |
|
|
|
89 |
|
4.375%, 01/15/2030 |
|
|
170 |
|
|
|
158 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,177 |
|
|
|
|
|
|
|
|
|
|
Industrials — 4.6% |
|
|
|
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
9.750%, 07/15/2027 (A) |
|
|
1,283 |
|
|
|
1,275 |
|
7.875%, 02/15/2031 (A) |
|
|
266 |
|
|
|
267 |
|
6.000%, 06/01/2029 (A) |
|
|
409 |
|
|
|
358 |
|
American Airlines Group |
|
|
|
|
|
|
|
|
3.750%, 03/01/2025 (A) |
|
|
662 |
|
|
|
651 |
|
Artera Services |
|
|
|
|
|
|
|
|
8.500%, 02/15/2031 (A) |
|
|
874 |
|
|
|
900 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (A) |
|
|
140 |
|
|
|
124 |
|
Cargo Aircraft Management |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 (A) |
|
|
111 |
|
|
|
103 |
|
Cimpress |
|
|
|
|
|
|
|
|
7.000%, 06/15/2026 |
|
|
474 |
|
|
|
474 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.000%, 05/01/2025 (A) |
|
|
1,388 |
|
|
|
1,399 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
971 |
|
|
|
975 |
|
6.000%, 06/01/2029 (A) |
|
|
274 |
|
|
|
250 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
3.750%, 08/01/2025 (A) |
|
|
155 |
|
|
|
153 |
|
3.500%, 09/01/2028 (A) |
|
|
169 |
|
|
|
156 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
9.000%, 06/15/2030 (A) |
|
|
150 |
|
|
|
149 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.625%, 12/15/2025 (A) |
|
|
728 |
|
|
|
715 |
|
Miter Brands Acquisition Holdco |
|
|
|
|
|
|
|
|
6.750%, 04/01/2032 (A) |
|
|
160 |
|
|
|
161 |
|
Park-Ohio Industries |
|
|
|
|
|
|
|
|
6.625%, 04/15/2027 |
|
|
644 |
|
|
|
620 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
$ |
185 |
|
|
$ |
166 |
|
6.875%, 03/15/2027 (A) |
|
|
125 |
|
|
|
118 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
903 |
|
|
|
930 |
|
6.375%, 03/01/2029 (A) |
|
|
156 |
|
|
|
157 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
8.000%, 11/01/2026 (A) |
|
|
1,332 |
|
|
|
1,344 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
150 |
|
|
|
140 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
150 |
|
|
|
136 |
|
Waste Pro USA |
|
|
|
|
|
|
|
|
5.500%, 02/15/2026 (A) |
|
|
713 |
|
|
|
703 |
|
Wrangler Holdco |
|
|
|
|
|
|
|
|
6.625%, 04/01/2032 (A) |
|
|
379 |
|
|
|
377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,801 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 1.7% |
|
|
|
|
Banff Merger Sub |
|
|
|
|
|
|
|
|
8.375%, 09/01/2026 |
|
EUR |
752 |
|
|
|
804 |
|
CDW |
|
|
|
|
|
|
|
|
4.125%, 05/01/2025 |
|
$ |
209 |
|
|
|
205 |
|
Cloud Software Group, Strike Price Fixed |
|
|
|
|
|
|
|
|
8.250%, 06/30/2032 (A) |
|
|
1,342 |
|
|
|
1,368 |
|
6.500%, 03/31/2029 (A) |
|
|
397 |
|
|
|
381 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
145 |
|
|
|
137 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
45 |
|
|
|
21 |
|
7.125%, 07/01/2028 (A) |
|
|
425 |
|
|
|
175 |
|
6.000%, 03/01/2026 (A) |
|
|
150 |
|
|
|
132 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
61 |
|
|
|
50 |
|
5.000%, 03/15/2027 (A) |
|
|
35 |
|
|
|
14 |
|
Rocket Software |
|
|
|
|
|
|
|
|
9.000%, 11/28/2028 (A) |
|
|
434 |
|
|
|
441 |
|
6.500%, 02/15/2029 (A) |
|
|
556 |
|
|
|
485 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
8.625%, 06/01/2027 (A) |
|
|
317 |
|
|
|
292 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
245 |
|
|
|
163 |
|
6.500%, 07/15/2028 (A) |
|
|
85 |
|
|
|
64 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,732 |
|
|
|
|
|
|
|
|
|
|
Materials — 1.3% |
|
|
|
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
150 |
|
|
|
134 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
585 |
|
|
|
527 |
|
Cleveland-Cliffs Inc |
|
|
|
|
|
|
|
|
7.000%, 03/15/2032 (A) |
|
|
145 |
|
|
|
143 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
$ |
436 |
|
|
$ |
427 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250%, 09/01/2027 (A)(B)(C)(D) |
|
|
56 |
|
|
|
56 |
|
15.000%, 12/06/2028 (D) |
|
|
487 |
|
|
|
487 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
360 |
|
|
|
321 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
50 |
|
|
|
52 |
|
8.625%, 06/01/2031 (A) |
|
|
150 |
|
|
|
150 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
355 |
|
|
|
302 |
|
Iris Holdings |
|
|
|
|
|
|
|
|
8.750%, 02/15/2026 (A) |
|
|
5 |
|
|
|
4 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C)(D) |
|
|
223 |
|
|
|
218 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(D) |
|
|
460 |
|
|
|
– |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
280 |
|
|
|
301 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
6 |
|
|
|
6 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000%, 07/03/2024 (A)(B)(C)(D) |
|
|
23 |
|
|
|
24 |
|
8.250%, 05/15/2026 (A)(B)(C) |
|
|
175 |
|
|
|
86 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
355 |
|
|
|
320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,558 |
|
|
|
|
|
|
|
|
|
|
Real Estate — 0.7% |
|
|
|
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
100 |
|
|
|
82 |
|
4.375%, 03/01/2031 |
|
|
715 |
|
|
|
521 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 |
|
|
255 |
|
|
|
237 |
|
4.375%, 02/15/2030 |
|
|
95 |
|
|
|
67 |
|
3.950%, 01/15/2028 |
|
|
40 |
|
|
|
34 |
|
VICI Properties |
|
|
|
|
|
|
|
|
4.625%, 06/15/2025 (A) |
|
|
641 |
|
|
|
632 |
|
3.500%, 02/15/2025 (A) |
|
|
454 |
|
|
|
448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,021 |
|
|
|
|
|
|
|
|
|
|
Utilities — 1.3% |
|
|
|
|
Vistra Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2027 (A) |
|
|
90 |
|
|
|
88 |
|
5.500%, 09/01/2026 (A) |
|
|
55 |
|
|
|
54 |
|
5.125%, 05/13/2025 (A) |
|
|
536 |
|
|
|
533 |
|
3.550%, 07/15/2024 (A) |
|
|
2,941 |
|
|
|
2,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,613 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $82,081) ($ Thousands) |
|
|
|
|
|
|
77,132 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 24.3% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.9% |
|
|
|
|
AVAYA Inc *(C)(D) |
|
|
14,995 |
|
|
$ |
98 |
|
Comcast Corp, Cl A |
|
|
15,839 |
|
|
|
620 |
|
Endeavor Group Holdings, Cl A |
|
|
47,616 |
|
|
|
1,287 |
|
ROBLOX Corp, Cl A * |
|
|
51,257 |
|
|
|
1,907 |
|
Snap Inc, Cl A * |
|
|
37,359 |
|
|
|
621 |
|
TKO Group Holdings Inc, Cl A |
|
|
31,959 |
|
|
|
3,451 |
|
Windstream Services * |
|
|
11,015 |
|
|
|
139 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,123 |
|
Consumer Discretionary — 3.2% |
|
|
|
|
ADT Inc |
|
|
12,944 |
|
|
|
98 |
|
Aquity Holdings Inc *(D) |
|
|
3,945 |
|
|
|
1 |
|
Caesars Entertainment Inc * |
|
|
2,534 |
|
|
|
101 |
|
Dick's Sporting Goods Inc |
|
|
4,251 |
|
|
|
913 |
|
Everi Holdings Inc * |
|
|
17,395 |
|
|
|
146 |
|
Golden Entertainment Inc |
|
|
5,445 |
|
|
|
169 |
|
Guitar Center *(C)(D) |
|
|
2,167 |
|
|
|
263 |
|
Las Vegas Sands Corp |
|
|
14,051 |
|
|
|
622 |
|
Monitronics International *(D) |
|
|
443 |
|
|
|
7 |
|
Penn Entertainment Inc * |
|
|
119,155 |
|
|
|
2,306 |
|
Rent the Runway, Cl A * |
|
|
– |
|
|
|
— |
|
RH * |
|
|
6,682 |
|
|
|
1,633 |
|
Sabre Corp * |
|
|
133,461 |
|
|
|
356 |
|
Shake Shack Inc, Cl A * |
|
|
16,068 |
|
|
|
1,446 |
|
VF Corp |
|
|
44,404 |
|
|
|
600 |
|
WeWork Inc (D) |
|
|
13,016 |
|
|
|
154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,815 |
|
Energy — 2.0% |
|
|
|
|
Diamondback Energy Inc, Cl A |
|
|
12,288 |
|
|
|
2,460 |
|
Nabors Industries Ltd * |
|
|
713 |
|
|
|
51 |
|
Parker Drilling Co *(D) |
|
|
4,414 |
|
|
|
57 |
|
San Juan Basin Royalty Trust |
|
|
187,303 |
|
|
|
761 |
|
Transocean Ltd * |
|
|
397,223 |
|
|
|
2,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,454 |
|
Financials — 0.3% |
|
|
|
|
Copper Property CTL Pass Through Trust (D) |
|
|
16,286 |
|
|
|
148 |
|
LendingTree Inc * |
|
|
3,314 |
|
|
|
138 |
|
Marqeta Inc, Cl A * |
|
|
47,477 |
|
|
|
260 |
|
New York Community Bancorp Inc |
|
|
80,011 |
|
|
|
258 |
|
Oscar Health Inc, Cl A * |
|
|
9,272 |
|
|
|
147 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
951 |
|
Health Care — 0.5% |
|
|
|
|
Carestream Health Holdings Inc *(C)(D) |
|
|
5,876 |
|
|
|
99 |
|
CONMED Corp |
|
|
3,344 |
|
|
|
232 |
|
Endo * |
|
|
3,937 |
|
|
|
109 |
|
Envision Healthcare Corp * |
|
|
28,581 |
|
|
|
297 |
|
GRAIL Inc * |
|
|
4,377 |
|
|
|
67 |
|
Integra LifeSciences Holdings Corp * |
|
|
8,410 |
|
|
|
245 |
|
Iovance Biotherapeutics Inc * |
|
|
4,545 |
|
|
|
36 |
|
Lannett *(C)(D) |
|
|
15,243 |
|
|
|
32 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pacira BioSciences Inc * |
|
|
8,482 |
|
|
$ |
243 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,360 |
|
Industrials — 0.4% |
|
|
|
|
Vestis Corp |
|
|
96,662 |
|
|
|
1,182 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 5.2% |
|
|
|
|
Applied Optoelectronics Inc * |
|
|
23,425 |
|
|
|
194 |
|
Bit Digital Inc * |
|
|
26,500 |
|
|
|
84 |
|
Calix Inc * |
|
|
25,158 |
|
|
|
891 |
|
Ciena Corp * |
|
|
19,044 |
|
|
|
918 |
|
Corning Inc, Cl B |
|
|
25,598 |
|
|
|
994 |
|
Dynatrace Inc * |
|
|
6,945 |
|
|
|
311 |
|
Entegris Inc |
|
|
16,729 |
|
|
|
2,265 |
|
Freshworks Inc, Cl A * |
|
|
75,348 |
|
|
|
956 |
|
Infinera Corp * |
|
|
168,974 |
|
|
|
1,029 |
|
Sprinklr Inc, Cl A * |
|
|
186,061 |
|
|
|
1,790 |
|
Terawulf Inc * |
|
|
25,600 |
|
|
|
114 |
|
Unity Software Inc * |
|
|
15,353 |
|
|
|
250 |
|
Vishay Intertechnology Inc |
|
|
106,986 |
|
|
|
2,386 |
|
Workday Inc, Cl A * |
|
|
1,382 |
|
|
|
309 |
|
Zoom Video Communications Inc, Cl A * |
|
|
32,673 |
|
|
|
1,934 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,425 |
|
Materials — 6.0% |
|
|
|
|
Alcoa Corp |
|
|
58,220 |
|
|
|
2,316 |
|
Arctic Canadian Diamond Company Ltd *(D) |
|
|
228 |
|
|
|
39 |
|
ATI Inc * |
|
|
40,818 |
|
|
|
2,263 |
|
Century Aluminum Co * |
|
|
147,152 |
|
|
|
2,465 |
|
Constellium, Cl A * |
|
|
117,340 |
|
|
|
2,212 |
|
Cornerstone Chemical *(D) |
|
|
26,482 |
|
|
|
500 |
|
Freeport-McMoRan Inc, Cl B |
|
|
48,836 |
|
|
|
2,373 |
|
Libbey Glass Inc. * |
|
|
1,227 |
|
|
|
6 |
|
Materion Corp |
|
|
21,835 |
|
|
|
2,361 |
|
Olin Corp |
|
|
45,083 |
|
|
|
2,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,661 |
|
Real Estate — 2.5% |
|
|
|
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
94,463 |
|
|
|
1,557 |
|
Kimco Realty Corp ‡ |
|
|
170,216 |
|
|
|
3,312 |
|
Park Hotels & Resorts Inc ‡ |
|
|
146,520 |
|
|
|
2,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,064 |
|
Utilities — 1.3% |
|
|
|
|
CMS Energy Corp |
|
|
20,209 |
|
|
|
1,203 |
|
Consolidated Edison Inc |
|
|
12,917 |
|
|
|
1,155 |
|
PPL Corp |
|
|
44,418 |
|
|
|
1,228 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,586 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $65,792) ($ Thousands) |
|
|
|
|
|
|
67,621 |
|
|
|
|
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANIES — 20.8% |
Merger Fund , Cl I * |
|
|
3,379,483 |
|
|
|
57,688 |
|
Sprott Physical Uranium Trust * |
|
|
18,067 |
|
|
|
335 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
REGISTERED INVESTMENT COMPANIES (continued) |
|
|
|
|
|
|
|
|
|
Total Registered Investment Companies |
|
|
|
|
|
|
|
|
(Cost $55,684) ($ Thousands) |
|
|
|
|
|
$ |
58,023 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
LOAN PARTICIPATIONS — 4.9% |
Acrisure, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, Syn LIBOR + 3.500%, 02/15/2027 (E) |
|
$ |
193 |
|
|
|
193 |
|
Arctic Canadian Diamond Company, Ltd, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (D) |
|
|
170 |
|
|
|
170 |
|
Asurion, LLC, Term B-9 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, 07/31/2027 (E) |
|
|
171 |
|
|
|
168 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
6.844%, CME Term SOFR + 1.500%, 08/01/2028 (E)(G) |
|
|
655 |
|
|
|
563 |
|
BCP V Everise Acquisition LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.335%, 12/14/2029 (D)(E) |
|
|
320 |
|
|
|
314 |
|
BL Spencer, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/25/2031 (F) |
|
|
330 |
|
|
|
329 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.909%, CME Term SOFR + 7.500%, 09/30/2027 (E) |
|
|
650 |
|
|
|
574 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.609%, CME Term SOFR + 4.000%, 01/29/2027 (E)(G) |
|
|
163 |
|
|
|
100 |
|
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.359%, CME Term SOFR + 3.750%, 01/29/2027 (E) |
|
|
197 |
|
|
|
121 |
|
CMG Media Corporation, 2021 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.935%, CME Term SOFR + 3.500%, 12/17/2026 (E) |
|
|
119 |
|
|
|
94 |
|
Coopers Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.958%, CME Term SOFR + 0.050%, 10/31/2026 (E) |
|
|
232 |
|
|
|
224 |
|
Diamond Sports Group, LLC, Dip Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.167%, 12/02/2024 |
|
|
44 |
|
|
|
61 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.944%, CME Term SOFR + 7.500%, 11/23/2026 (D)(E) |
|
|
153 |
|
|
|
150 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Envision Healthcare Operating, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
13.578%, CME Term SOFR + 8.250%, 12/30/2027 (E) |
|
$ |
512 |
|
|
$ |
508 |
|
Epic Y-Grade, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.058%, 06/29/2029 |
|
|
296 |
|
|
|
295 |
|
Flynn Canada Ltd. (Flynn America LP), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.958%, 07/31/2028 |
|
|
188 |
|
|
|
185 |
|
Global Medical Response Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D)(E) |
|
|
931 |
|
|
|
900 |
|
Goodnight Water Solutions Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.593%, 06/04/2029 (E) |
|
|
202 |
|
|
|
201 |
|
Hubbard Radio, Term Loan B-EXT, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 09/30/2027 (F) |
|
|
222 |
|
|
|
176 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (B)(D)(E) |
|
|
378 |
|
|
|
— |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (D) |
|
|
93 |
|
|
|
93 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.974%, CME Term SOFR + 6.500%, 11/22/2027 (E) |
|
|
445 |
|
|
|
441 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.926%, CME Term SOFR + 6.500%, 12/31/2026 (E) |
|
|
1,778 |
|
|
|
820 |
|
LifeScan Global Corporation, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.926%, CME Term SOFR + 9.500%, 03/31/2027 (E) |
|
|
85 |
|
|
|
5 |
|
Mad Engine Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.564%, 07/15/2027 |
|
|
220 |
|
|
|
166 |
|
Magenta Buyer, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.591%, CME Term SOFR + 5.000%, 07/27/2028 (E) |
|
|
1,175 |
|
|
|
648 |
|
Matrix Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.459%, CME Term SOFR + 5.000%, 03/01/2029 (E) |
|
|
609 |
|
|
|
207 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.086%, CME Term SOFR + 5.750%, 08/18/2028 (D)(E) |
|
|
77 |
|
|
|
57 |
|
10.348%, CME Term SOFR + 4.750%, 08/18/2028 (E) |
|
|
877 |
|
|
|
651 |
|
Max US Bidco Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.344%, 10/02/2030 |
|
|
165 |
|
|
|
156 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.588%, CME Term SOFR + 7.000%, 10/26/2028 (E) |
|
$ |
421 |
|
|
$ |
331 |
|
Obra TL, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/21/2029 (D)(F) |
|
|
325 |
|
|
|
315 |
|
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/03/2028 (E) |
|
|
161 |
|
|
|
148 |
|
Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.609%, CME Term SOFR + 8.000%, 03/22/2026 (D)(E) |
|
|
199 |
|
|
|
198 |
|
Pixelle Specialty, 1st Lien |
|
|
|
|
|
|
|
|
11.830%, 05/19/2028 |
|
|
238 |
|
|
|
201 |
|
Pixelle, 1st Lien |
|
|
|
|
|
|
|
|
7.000%, 06/11/2025 |
|
|
14 |
|
|
|
14 |
|
Pluto Acquisition I, Inc., Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.328%, CME Term SOFR + 4.000%, 09/20/2028 (D)(E) |
|
|
– |
|
|
|
— |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.430%, CME Term SOFR + 10.000%, 03/20/2026 (C)(E) |
|
|
221 |
|
|
|
189 |
|
Procera Networks, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.153%, CME Term SOFR + 4.500%, 10/31/2025 (D)(E) |
|
|
474 |
|
|
|
66 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.730%, CME Term SOFR + 4.250%, 02/01/2029 (E) |
|
|
407 |
|
|
|
301 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.088%, CME Term SOFR + 3.500%, 01/31/2029 (E)(G) |
|
|
144 |
|
|
|
136 |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 12/17/2027 (E) |
|
|
85 |
|
|
|
76 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 12/17/2027 (E) |
|
|
133 |
|
|
|
119 |
|
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.694%, CME Term SOFR + 4.250%, 06/30/2028 (E) |
|
|
230 |
|
|
|
207 |
|
SS&C Technologies Holdings, Inc., Term B-8 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.344%, 05/09/2031 (E) |
|
|
171 |
|
|
|
171 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
SWF Holdings I Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.458%, CME Term SOFR + 4.000%, 10/06/2028 (E) |
|
$ |
139 |
|
|
$ |
118 |
|
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.335%, CME Term SOFR + 7.000%, 05/13/2027 (E) |
|
|
120 |
|
|
|
117 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.580%, CME Term SOFR + 5.250%, 03/02/2027 (E)(G) |
|
|
925 |
|
|
|
859 |
|
Tenneco Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.426%, 11/17/2028 (E) |
|
|
268 |
|
|
|
257 |
|
Upstream Newco, Inc., August 2021 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.841%, 11/20/2026 |
|
|
20 |
|
|
|
18 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.679%, CME Term SOFR + 9.250%, 06/30/2028 (E) |
|
|
269 |
|
|
|
273 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.708%, CME Term SOFR + 6.250%, 04/21/2027 (E)(G) |
|
|
570 |
|
|
|
357 |
|
WW International, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 04/13/2028 (E) |
|
|
80 |
|
|
|
30 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, CME Term SOFR + 4.000%, 10/02/2028 (B)(E) |
|
|
843 |
|
|
|
128 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.458%, CME Term SOFR + 3.000%, 03/09/2027 (E) |
|
|
409 |
|
|
|
355 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $16,061) ($ Thousands) |
|
|
|
|
|
|
13,554 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 4.3% |
|
|
|
|
|
|
|
|
|
Australia — 1.0% |
|
|
|
|
Burgundy Diamond Mines Ltd *(C) |
|
|
450,932 |
|
|
|
54 |
|
Lynas Rare Earths * |
|
|
218,303 |
|
|
|
865 |
|
South32 Ltd |
|
|
749,498 |
|
|
|
1,832 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,751 |
|
|
|
|
|
|
|
|
|
|
Belgium — 0.2% |
|
|
|
|
X-Fab Silicon Foundries * |
|
|
95,718 |
|
|
|
613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Canada — 2.2% |
|
|
|
|
Air Canada, Cl A * |
|
|
9,047 |
|
|
$ |
118 |
|
Greenfire Resources * |
|
|
13,725 |
|
|
|
93 |
|
Greenfire Resources Restricted *(C) |
|
|
13,407 |
|
|
|
91 |
|
Hudbay Minerals |
|
|
268,307 |
|
|
|
2,428 |
|
NexGen Energy * |
|
|
143,981 |
|
|
|
1,005 |
|
West Fraser Timber Co Ltd, Cl O |
|
|
31,022 |
|
|
|
2,382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,117 |
|
|
|
|
|
|
|
|
|
|
Monaco — 0.9% |
|
|
|
|
Scorpio Tankers Inc |
|
|
29,603 |
|
|
|
2,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
OKEA |
|
|
65,649 |
|
|
|
149 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $12,379) ($ Thousands) |
|
|
|
|
|
|
12,036 |
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 0.5% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
5.301%, 09/26/2024 (H) |
|
$ |
1,000 |
|
|
|
987 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.500%, 05/31/2029 |
|
|
428 |
|
|
|
431 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $1,416) ($ Thousands) |
|
|
1,418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.2% |
Non-Agency Mortgage-Backed Obligations — 0.2% |
|
|
|
|
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D |
|
|
|
|
|
|
|
|
9.666%, TSFR1M + 4.337%, 06/15/2027(A)(E) |
|
|
245 |
|
|
|
246 |
|
STWD, Ser 2021-FL2, Cl D |
|
|
|
|
|
|
|
|
8.246%, TSFR1M + 2.914%, 04/18/2038(A)(E) |
|
|
100 |
|
|
|
91 |
|
STWD, Ser 2021-FL2, Cl E |
|
|
|
|
|
|
|
|
8.996%, TSFR1M + 3.664%, 04/18/2038(A)(E) |
|
|
100 |
|
|
|
89 |
|
TRTX, Ser 2021-FL4, Cl D |
|
|
|
|
|
|
|
|
9.043%, TSFR1M + 3.714%, 03/15/2038(A)(E) |
|
|
100 |
|
|
|
92 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
TRTX, Ser 2021-FL4, Cl E |
|
|
|
|
|
|
|
|
9.793%, TSFR1M + 4.464%, 03/15/2038(A)(E) |
|
$ |
100 |
|
|
$ |
91 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
609 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $644) ($ Thousands) |
|
|
|
|
|
|
609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS — 0.2% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C)(D) |
|
|
32 |
|
|
|
32 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
89 |
|
|
|
30 |
|
3.750%, 02/15/2030 |
|
|
578 |
|
|
|
197 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(D)(F) |
|
|
94 |
|
|
|
9 |
|
0.000%, 01/23/2028(D)(F) |
|
|
15 |
|
|
|
2 |
|
0.000%, 01/23/2028(D)(F) |
|
|
7 |
|
|
|
1 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(D) |
|
|
762 |
|
|
|
307 |
|
|
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $1,191) ($ Thousands) |
|
|
|
|
|
|
578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.2% |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Guitar Center *(C)(D)(F) |
|
|
39 |
|
|
|
4 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 0.2% |
|
|
|
|
Syniverse *(C)(D)(F) |
|
|
560,381 |
|
|
|
543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $555) ($ Thousands) |
|
|
|
|
|
|
547 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Greenfire RES, Expires 09/20/2028 |
|
|
|
|
|
|
|
|
Strike Price $– * |
|
|
1,088 |
|
|
|
2 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(D) |
|
|
574 |
|
|
|
31 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(D) |
|
|
574 |
|
|
|
17 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(D) |
|
|
– |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C)(D) |
|
|
614,882 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $52) ($ Thousands) |
|
|
|
|
|
|
50 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENTS — 10.8% |
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class |
|
|
|
|
|
|
|
|
5.140%** |
|
|
948,046 |
|
|
$ |
948 |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.160%**† |
|
|
29,101,054 |
|
|
|
29,101 |
|
|
|
|
|
|
|
|
|
|
Total Cash Equivalents |
|
|
|
|
|
|
|
|
(Cost $30,049) ($ Thousands) |
|
|
|
|
|
|
30,049 |
|
|
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $52) ($ Thousands) |
|
|
|
|
|
|
14 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 93.9% |
|
|
|
|
|
|
|
|
(Cost $265,956) ($ Thousands) |
|
$ |
261,631 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (7.4)% |
Communication Services — (0.8)% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
(1,659 |
) |
|
|
(302 |
) |
Meta Platforms Inc, Cl A |
|
|
(909 |
) |
|
|
(459 |
) |
Pinterest Inc, Cl A * |
|
|
(10,456 |
) |
|
|
(461 |
) |
Yelp Inc, Cl A * |
|
|
(24,471 |
) |
|
|
(904 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(2,126 |
) |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — (1.5)% |
|
|
|
|
Brinker International Inc * |
|
|
(8,263 |
) |
|
|
(598 |
) |
Caleres Inc |
|
|
(26,131 |
) |
|
|
(878 |
) |
Cheesecake Factory Inc/The |
|
|
(7,606 |
) |
|
|
(299 |
) |
iRobot * |
|
|
(73,448 |
) |
|
|
(669 |
) |
McDonald's Corp |
|
|
(2,830 |
) |
|
|
(721 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(8,435 |
) |
|
|
(464 |
) |
Ulta Beauty Inc * |
|
|
(1,594 |
) |
|
|
(615 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(4,244 |
) |
|
|
|
|
|
|
|
|
|
Consumer Staples — (0.1)% |
|
|
|
|
Nu Skin Enterprises Inc, Cl A |
|
|
(39,149 |
) |
|
|
(413 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy — (0.2)% |
|
|
|
|
Exxon Mobil Corp |
|
|
(2,677 |
) |
|
|
(308 |
) |
Range Resources Corp |
|
|
(8,585 |
) |
|
|
(288 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(596 |
) |
|
|
|
|
|
|
|
|
|
Financials — (1.9)% |
|
|
|
|
Affirm Holdings Inc, Cl A * |
|
|
(30,701 |
) |
|
|
(927 |
) |
Bank of America Corp |
|
|
(15,956 |
) |
|
|
(635 |
) |
Capital One Financial Corp |
|
|
(2,124 |
) |
|
|
(294 |
) |
Evercore Inc, Cl A |
|
|
(2,317 |
) |
|
|
(483 |
) |
Goldman Sachs Group Inc/The |
|
|
(1,364 |
) |
|
|
(617 |
) |
Pinnacle Financial Partners Inc |
|
|
(5,557 |
) |
|
|
(445 |
) |
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Runway Growth Finance |
|
|
(51,435 |
) |
|
$ |
(605 |
) |
Synchrony Financial |
|
|
(6,630 |
) |
|
|
(313 |
) |
TriplePoint Venture Growth BDC |
|
|
(74,879 |
) |
|
|
(601 |
) |
Upstart Holdings Inc * |
|
|
(16,384 |
) |
|
|
(386 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(5,306 |
) |
|
|
|
|
|
|
|
|
|
Industrials — (1.7)% |
|
|
|
|
ArcBest Corp |
|
|
(5,572 |
) |
|
|
(597 |
) |
Armstrong World Industries Inc |
|
|
(1,340 |
) |
|
|
(152 |
) |
Caterpillar Inc, Cl A |
|
|
(2,322 |
) |
|
|
(773 |
) |
Cintas Corp |
|
|
(432 |
) |
|
|
(303 |
) |
Expeditors International of Washington Inc |
|
|
(7,013 |
) |
|
|
(875 |
) |
Matson Inc |
|
|
(7,213 |
) |
|
|
(945 |
) |
Plug Power Inc * |
|
|
(87,242 |
) |
|
|
(203 |
) |
Terex Corp |
|
|
(2,595 |
) |
|
|
(142 |
) |
United Rentals Inc |
|
|
(1,195 |
) |
|
|
(773 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(4,763 |
) |
|
|
|
|
|
|
|
|
|
Information Technology — (0.3)% |
|
|
|
|
Xerox Holdings Corp |
|
|
(64,330 |
) |
|
|
(747 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials — (0.4)% |
|
|
|
|
Nucor Corp |
|
|
(1,815 |
) |
|
|
(287 |
) |
PureCycle Technologies * |
|
|
(66,396 |
) |
|
|
(393 |
) |
Steel Dynamics Inc |
|
|
(2,377 |
) |
|
|
(308 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(988 |
) |
|
|
|
|
|
|
|
|
|
Real Estate — (0.5)% |
|
|
|
|
Lamar Advertising Co, Cl A |
|
|
(11,164 |
) |
|
|
(1,334 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $20,194) ($ Thousands) |
|
|
|
|
|
|
(20,517 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS SOLD SHORT — (3.5)% |
Communication Services — (0.3)% |
|
|
|
|
CCO Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/01/2029 (A) |
|
$ |
(200 |
) |
|
|
(190 |
) |
5.000%, 02/01/2028 (A) |
|
|
(304 |
) |
|
|
(284 |
) |
4.750%, 03/01/2030 (A) |
|
|
(300 |
) |
|
|
(260 |
) |
|
|
|
|
|
|
|
(734 |
) |
Consumer Discretionary — (0.8)% |
|
|
|
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
4.625%, 10/15/2029 (A) |
|
|
(810 |
) |
|
|
(743 |
) |
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
(335 |
) |
|
|
(325 |
) |
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
|
(575 |
) |
|
|
(602 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS SOLD SHORT (continued) |
Newell Brands |
|
|
|
|
|
|
|
|
6.625%, 09/15/2029 |
|
$ |
(155 |
) |
|
$ |
(152 |
) |
6.375%, 09/15/2027 |
|
|
(155 |
) |
|
|
(153 |
) |
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
(245 |
) |
|
|
(221 |
) |
3.875%, 10/15/2031 (A) |
|
|
(115 |
) |
|
|
(96 |
) |
|
|
|
|
|
|
|
(2,292 |
) |
Energy — (0.1)% |
|
|
|
|
Nabors Industries |
|
|
|
|
|
|
|
|
9.125%, 01/31/2030 (A) |
|
|
(294 |
) |
|
|
(305 |
) |
|
|
|
|
|
|
|
|
|
Health Care — (0.2)% |
|
|
|
|
Fortrea Holdings |
|
|
|
|
|
|
|
|
7.500%, 07/01/2030 (A) |
|
|
(568 |
) |
|
|
(564 |
) |
|
|
|
|
|
|
|
|
|
Industrials — (1.1)% |
|
|
|
|
3M MTN |
|
|
|
|
|
|
|
|
3.375%, 03/01/2029 |
|
|
(479 |
) |
|
|
(444 |
) |
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
(355 |
) |
|
|
(318 |
) |
Alta Equipment Group |
|
|
|
|
|
|
|
|
9.000%, 06/01/2029 (A) |
|
|
(415 |
) |
|
|
(385 |
) |
CoreLogic |
|
|
|
|
|
|
|
|
4.500%, 05/01/2028 (A) |
|
|
(345 |
) |
|
|
(313 |
) |
Husky Injection Molding Systems |
|
|
|
|
|
|
|
|
9.000%, 02/15/2029 (A) |
|
|
(470 |
) |
|
|
(487 |
) |
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
(200 |
) |
|
|
(186 |
) |
4.125%, 06/30/2028 (A) |
|
|
(202 |
) |
|
|
(188 |
) |
Rand Parent |
|
|
|
|
|
|
|
|
8.500%, 02/15/2030 (A) |
|
|
(205 |
) |
|
|
(208 |
) |
Windsor Holdings III |
|
|
|
|
|
|
|
|
8.500%, 06/15/2030 (A) |
|
|
(604 |
) |
|
|
(630 |
) |
|
|
|
|
|
|
|
(3,159 |
) |
Materials — (0.6)% |
|
|
|
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
(549 |
) |
|
|
(525 |
) |
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
(305 |
) |
|
|
(286 |
) |
4.875%, 05/01/2028 (A) |
|
|
(570 |
) |
|
|
(530 |
) |
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
(378 |
) |
|
|
(345 |
) |
|
|
|
|
|
|
|
(1,686 |
) |
Real Estate — (0.4)% |
|
|
|
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.375%, 06/15/2029 |
|
|
(770 |
) |
|
|
(757 |
) |
4.950%, 02/15/2027 |
|
|
(210 |
) |
|
|
(191 |
) |
|
|
|
|
|
|
|
(948 |
) |
Total Corporate Obligations Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $9,584) ($ Thousands) |
|
|
|
|
|
|
(9,688 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK SOLD SHORT— (1.0)% |
Germany — (0.4)% |
|
|
|
|
Demant * |
|
|
(24,004 |
) |
|
$ |
(1,053 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Switzerland — (0.5)% |
|
|
|
|
Logitech International |
|
|
(13,023 |
) |
|
|
(1,262 |
) |
On Holding, Cl A * |
|
|
(7,819 |
) |
|
|
(303 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1,565 |
) |
|
|
|
|
|
|
|
|
|
Thailand — (0.1)% |
|
|
|
|
Fabrinet * |
|
|
(1,247 |
) |
|
|
(306 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $2,521) ($ Thousands) |
|
|
|
|
|
|
(2,924 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
REGISTERED INVESTMENT COMPANIES — (0.9)% |
iShares Russell 2000 ETF |
|
|
(5,988 |
) |
|
|
(1,215 |
) |
SPDR S&P 500 ETF Trust |
|
|
(2,279 |
) |
|
|
(1,240 |
) |
|
|
|
|
|
|
|
|
|
Total Registered Investment Companies |
|
|
|
|
|
|
|
|
(Proceeds $2,438) ($ Thousands) |
|
|
|
|
|
|
(2,455 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION SOLD SHORT — (0.5)% |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.500%, 05/31/2029 |
|
$ |
(1,392 |
) |
|
|
(1,401 |
) |
|
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $1,393) ($ Thousands) |
|
|
(1,401 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Sold Short — (13.3)% |
|
|
|
|
|
|
|
|
(Proceeds $36,130) ($ Thousands) |
|
$ |
(36,985 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $14) ($ Thousands) |
|
|
|
|
|
$ |
(2 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Continued)
A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows: |
|
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Fortress Energy Inc |
|
|
38 |
|
|
$ |
83 |
|
|
$ |
21.00 |
|
|
|
7/20/2024 |
|
|
$ |
3 |
|
New Fortress Energy Inc |
|
|
33 |
|
|
|
73 |
|
|
|
19.00 |
|
|
|
8/17/2024 |
|
|
|
3 |
|
New Fortress Energy Inc |
|
|
24 |
|
|
|
53 |
|
|
|
18.00 |
|
|
|
8/17/2024 |
|
|
|
2 |
|
S&P 500 Index |
|
|
3 |
|
|
|
1,638 |
|
|
|
5,000.00 |
|
|
|
8/17/2024 |
|
|
|
3 |
|
S&P 500 Index |
|
|
3 |
|
|
|
1,638 |
|
|
|
5,050.00 |
|
|
|
7/20/2024 |
|
|
|
1 |
|
Tesla Inc |
|
|
25 |
|
|
|
495 |
|
|
|
110.00 |
|
|
|
10/19/2024 |
|
|
|
2 |
|
Tesla Inc |
|
|
8 |
|
|
|
158 |
|
|
|
135.00 |
|
|
|
8/17/2024 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
4,138 |
|
|
|
|
|
|
|
|
|
|
$ |
14 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
(3) |
|
|
$ |
(1,638 |
) |
|
|
4,750.00 |
|
|
|
07/20/2024 |
|
|
$ |
– |
|
S&P 500 Index |
|
|
(3) |
|
|
|
(1,638 |
) |
|
|
4,700.00 |
|
|
|
08/17/2024 |
|
|
|
(1 |
) |
Tesla Inc |
|
|
(8) |
|
|
|
(158 |
) |
|
|
95.00 |
|
|
|
08/17/2024 |
|
|
|
– |
|
Tesla Inc |
|
|
(25) |
|
|
|
(495 |
) |
|
|
80.00 |
|
|
|
10/19/2024 |
|
|
|
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(3,929 |
) |
|
|
|
|
|
|
|
|
|
$ |
(2 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
07/25/24 |
|
|
|
EUR |
|
|
|
101 |
|
|
|
USD |
|
|
|
109 |
|
|
$ |
1 |
|
Barclays PLC |
|
|
07/25/24 |
|
|
|
GBP |
|
|
|
105 |
|
|
|
USD |
|
|
|
131 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
109 |
|
|
|
EUR |
|
|
|
101 |
|
|
|
— |
|
Barclays PLC |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
134 |
|
|
|
GBP |
|
|
|
105 |
|
|
|
(1 |
) |
Barclays PLC |
|
|
09/12/24 |
|
|
|
AUD |
|
|
|
138 |
|
|
|
USD |
|
|
|
91 |
|
|
|
(1 |
) |
BNYMellon |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
43 |
|
|
|
CAD |
|
|
|
58 |
|
|
|
— |
|
BNYMellon |
|
|
09/18/24 |
|
|
|
CAD |
|
|
|
216 |
|
|
|
USD |
|
|
|
158 |
|
|
|
— |
|
BNYMellon |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
764 |
|
|
|
USD |
|
|
|
831 |
|
|
|
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
6 |
|
A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, is as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX.HY.42 500 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
930 |
|
|
$ |
(59 |
) |
|
$ |
(61 |
) |
|
$ |
2 |
|
CDX.IG.42 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
13,863 |
|
|
|
(286 |
) |
|
|
(286 |
) |
|
|
– |
|
CDX.IG.42 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
1,392 |
|
|
|
(29 |
) |
|
|
(30 |
) |
|
|
1 |
|
CDX.IG.42 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
1,130 |
|
|
|
(23 |
) |
|
|
(25 |
) |
|
|
2 |
|
TOL 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
651 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
TOL 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
326 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
TOL 100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
656 |
|
|
|
(3 |
) |
|
|
(1 |
) |
|
|
(2 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(403 |
) |
|
$ |
(404 |
) |
|
$ |
1 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Strategy Alternative Fund (Concluded)
|
Percentages are based on Net Assets of $278,727 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of June 30, 2024. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $60,474 ($ Thousands), representing 21.7% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Security considered restricted, excluding 144A. The total market value of such securities as of June 30, 2024 was $1,860 ($ Thousands) and represented 0.7% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(D) |
Level 3 security in accordance with fair value hierarchy. |
(E) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(F) |
No interest rate available. |
(G) |
Unsettled bank loan. Interest rate may not be available. |
(H) |
Interest rate represents the security's effective yield at the time of purchase. |
The following is a summary of the Fund’s transactions with affiliates for the period ended June 30, 2024 ($ Thousands): |
|
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
6/30/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
92,197 |
|
|
$ |
344,118 |
|
|
$ |
(407,214 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
29,101 |
|
|
$ |
2,167 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2024, is as follows: |
|
Description |
|
Face Amount ($ Thousands)/ Shares/ Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Audacy Capital |
|
$ |
335 |
|
|
|
3/12/2021 |
|
|
$ |
236 |
|
|
$ |
12 |
|
Audacy Capital |
|
|
220 |
|
|
|
4/24/2019 |
|
|
|
140 |
|
|
|
7 |
|
Chesapeake Energy Corp |
|
|
170 |
|
|
|
2/12/2021 |
|
|
|
– |
|
|
|
4 |
|
Cornerstone Chemical |
|
|
56 |
|
|
|
3/15/2023 |
|
|
|
58 |
|
|
|
56 |
|
Mountain Province Diamonds |
|
|
223 |
|
|
|
12/16/2022 |
|
|
|
219 |
|
|
|
218 |
|
Tacora Resources |
|
|
23 |
|
|
|
5/24/2023 |
|
|
|
23 |
|
|
|
24 |
|
Tacora Resources |
|
|
175 |
|
|
|
5/7/2021 |
|
|
|
188 |
|
|
|
86 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AVAYA Inc |
|
|
14,995 |
|
|
|
5/5/2023 |
|
|
|
224 |
|
|
|
98 |
|
Carestream Health Holdings Inc |
|
|
5,876 |
|
|
|
9/30/2022 |
|
|
|
113 |
|
|
|
99 |
|
Guitar Center |
|
|
2,167 |
|
|
|
1/8/2021 |
|
|
|
275 |
|
|
|
263 |
|
Lannett |
|
|
15,243 |
|
|
|
7/6/2023 |
|
|
|
9 |
|
|
|
32 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
221 |
|
|
|
3/21/2019 |
|
|
|
199 |
|
|
|
189 |
|
Foreign Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Burgundy Diamond Mines Ltd |
|
|
450,932 |
|
|
|
7/21/2023 |
|
|
|
75 |
|
|
|
54 |
|
Greenfire Resources Restricted |
|
|
13,407 |
|
|
|
9/21/2023 |
|
|
|
135 |
|
|
|
91 |
|
Convertible Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authentic Brands |
|
|
32 |
|
|
|
9/21/2023 |
|
|
|
1 |
|
|
|
32 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
39 |
|
|
|
1/8/2021 |
|
|
|
4 |
|
|
|
4 |
|
Syniverse |
|
|
560,381 |
|
|
|
5/13/2022 |
|
|
|
551 |
|
|
|
543 |
|
Warrant |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
1,148 |
|
|
|
1/8/2021 |
|
|
|
52 |
|
|
|
48 |
|
Tacora Resources |
|
|
614,882 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
$ |
2,502 |
|
|
$ |
1,860 |
|
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Liquid Alternative Fund
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3-Month SOFR |
|
|
267 |
|
|
|
Dec-2025 |
|
|
$ |
64,170 |
|
|
$ |
64,100 |
|
|
$ |
(70 |
) |
AUD USD Currency |
|
|
182 |
|
|
|
Sep-2024 |
|
|
|
12,134 |
|
|
|
12,163 |
|
|
|
29 |
|
CAD Currency |
|
|
126 |
|
|
|
Sep-2024 |
|
|
|
9,212 |
|
|
|
9,223 |
|
|
|
11 |
|
Euro FX |
|
|
171 |
|
|
|
Sep-2024 |
|
|
|
23,044 |
|
|
|
22,983 |
|
|
|
(61 |
) |
MSCI EAFE Index |
|
|
327 |
|
|
|
Sep-2024 |
|
|
|
38,195 |
|
|
|
38,312 |
|
|
|
117 |
|
MSCI Emerging Markets |
|
|
342 |
|
|
|
Sep-2024 |
|
|
|
18,470 |
|
|
|
18,608 |
|
|
|
138 |
|
NASDAQ 100 Index E-MINI |
|
|
35 |
|
|
|
Sep-2024 |
|
|
|
13,936 |
|
|
|
13,948 |
|
|
|
12 |
|
Russell 2000 Index E-MINI |
|
|
59 |
|
|
|
Sep-2024 |
|
|
|
5,976 |
|
|
|
6,091 |
|
|
|
115 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
36 |
|
|
|
Sep-2024 |
|
|
|
10,531 |
|
|
|
10,649 |
|
|
|
118 |
|
U.S. Dollar Index |
|
|
446 |
|
|
|
Sep-2024 |
|
|
|
46,481 |
|
|
|
47,073 |
|
|
|
592 |
|
|
|
|
|
|
|
|
|
|
|
|
242,149 |
|
|
|
243,150 |
|
|
|
1,001 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Japanese Yen |
|
|
(640) |
|
|
|
Sep-2024 |
|
|
$ |
(51,687 |
) |
|
$ |
(50,340 |
) |
|
$ |
1,347 |
|
S&P 500 Index E-MINI |
|
|
(46) |
|
|
|
Sep-2024 |
|
|
|
(12,760 |
) |
|
|
(12,699 |
) |
|
|
61 |
|
U.S. 10-Year Treasury Note |
|
|
(344) |
|
|
|
Sep-2024 |
|
|
|
(37,397 |
) |
|
|
(37,834 |
) |
|
|
(437 |
) |
U.S. Long Treasury Bond |
|
|
(389) |
|
|
|
Sep-2024 |
|
|
|
(45,137 |
) |
|
|
(46,024 |
) |
|
|
(887 |
) |
|
|
|
|
|
|
|
|
|
|
|
(146,981 |
) |
|
|
(146,897 |
) |
|
|
84 |
|
|
|
|
|
|
|
|
|
|
|
$ |
95,168 |
|
|
$ |
96,253 |
|
|
$ |
1,085 |
|
Percentages are based on Net Assets of $208,447 ($ Thousands). |
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 48.3% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.303%, 11/14/2024 ^(A) |
|
$ |
136,194 |
|
|
$ |
133,540 |
|
5.300%, 08/15/2024 ^(A) |
|
|
68,325 |
|
|
|
67,877 |
|
5.293%, 09/12/2024 ^(A) |
|
|
35,000 |
|
|
|
34,628 |
|
5.278%, 12/12/2024 ^(A) |
|
|
2,919 |
|
|
|
2,851 |
|
5.277%, 12/26/2024 ^(A) |
|
|
27,021 |
|
|
|
26,338 |
|
5.267%, 09/19/2024 (A) |
|
|
80,000 |
|
|
|
79,073 |
|
5.256%, 10/10/2024 ^(A) |
|
|
22,045 |
|
|
|
21,724 |
|
5.177%, 08/08/2024 ^(A) |
|
|
53,729 |
|
|
|
53,432 |
|
0.000%, 12/05/2024 (A) |
|
|
90,000 |
|
|
|
87,984 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
2.375%, 10/15/2028 |
|
|
9,827 |
|
|
|
9,956 |
|
2.125%, 04/15/2029 |
|
|
5,373 |
|
|
|
5,379 |
|
1.750%, 01/15/2034 |
|
|
7,854 |
|
|
|
7,621 |
|
1.375%, 07/15/2033 |
|
|
11,047 |
|
|
|
10,431 |
|
1.375%, 02/15/2044 |
|
|
673 |
|
|
|
576 |
|
1.250%, 04/15/2028 |
|
|
12,649 |
|
|
|
12,216 |
|
1.125%, 01/15/2033 |
|
|
6,316 |
|
|
|
5,843 |
|
1.000%, 02/15/2046 |
|
|
1,191 |
|
|
|
929 |
|
1.000%, 02/15/2049 |
|
|
3,738 |
|
|
|
2,838 |
|
0.750%, 07/15/2028 |
|
|
4,372 |
|
|
|
4,154 |
|
0.750%, 02/15/2045 |
|
|
999 |
|
|
|
748 |
|
0.625%, 07/15/2032 |
|
|
11,979 |
|
|
|
10,740 |
|
0.625%, 02/15/2043 |
|
|
682 |
|
|
|
512 |
|
0.500%, 01/15/2028 |
|
|
2,542 |
|
|
|
2,396 |
|
0.375%, 07/15/2025 |
|
|
2,644 |
|
|
|
2,578 |
|
0.375%, 01/15/2027 |
|
|
2,596 |
|
|
|
2,468 |
|
0.250%, 01/15/2025 |
|
|
662 |
|
|
|
648 |
|
0.250%, 07/15/2029 |
|
|
2,452 |
|
|
|
2,251 |
|
0.250%, 02/15/2050 |
|
|
366 |
|
|
|
223 |
|
0.125%, 07/15/2024 |
|
|
2,641 |
|
|
|
2,639 |
|
0.125%, 10/15/2025 |
|
|
2,417 |
|
|
|
2,337 |
|
0.125%, 04/15/2026 |
|
|
2,391 |
|
|
|
2,284 |
|
0.125%, 07/15/2026 |
|
|
1,308 |
|
|
|
1,250 |
|
0.125%, 07/15/2030 |
|
|
11,985 |
|
|
|
10,723 |
|
0.125%, 01/15/2031 |
|
|
11,924 |
|
|
|
10,525 |
|
0.125%, 07/15/2031 |
|
|
12,518 |
|
|
|
10,991 |
|
0.125%, 01/15/2032 |
|
|
13,121 |
|
|
|
11,359 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $647,358) ($ Thousands) |
|
|
642,062 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 11.5% |
|
|
|
|
|
|
|
|
|
Deutsche Bundesrepublik Inflation Linked Bond |
|
|
|
|
|
|
|
|
0.500%, 04/15/2030 |
|
EUR |
10,871 |
|
|
|
11,631 |
|
0.100%, 04/15/2026 |
|
|
2,145 |
|
|
|
2,242 |
|
0.100%, 04/15/2033 |
|
|
6,611 |
|
|
|
6,877 |
|
0.100%, 04/15/2046 |
|
|
1,535 |
|
|
|
1,507 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
3.400%, 07/25/2029(B) |
|
EUR |
751 |
|
|
$ |
892 |
|
1.800%, 07/25/2040(B) |
|
|
718 |
|
|
|
833 |
|
0.700%, 07/25/2030(B) |
|
|
3,608 |
|
|
|
3,816 |
|
0.100%, 03/01/2026(B) |
|
|
1,140 |
|
|
|
1,194 |
|
0.100%, 03/01/2028(B) |
|
|
2,397 |
|
|
|
2,452 |
|
0.100%, 03/01/2029(B) |
|
|
18,458 |
|
|
|
18,945 |
|
0.100%, 07/25/2031(B) |
|
|
9,570 |
|
|
|
9,663 |
|
0.100%, 03/01/2032(B) |
|
|
6,746 |
|
|
|
6,708 |
|
0.100%, 03/01/2036(B) |
|
|
8,664 |
|
|
|
8,207 |
|
0.100%, 07/25/2038(B) |
|
|
1,175 |
|
|
|
1,082 |
|
0.100%, 07/25/2047(B) |
|
|
1,422 |
|
|
|
1,179 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
2.550%, 09/15/2041(B) |
|
|
1,077 |
|
|
|
1,194 |
|
2.350%, 09/15/2024(B) |
|
|
1,261 |
|
|
|
1,351 |
|
2.350%, 09/15/2035(B) |
|
|
1,125 |
|
|
|
1,240 |
|
1.300%, 05/15/2028(B) |
|
|
618 |
|
|
|
652 |
|
1.250%, 09/15/2032(B) |
|
|
2,507 |
|
|
|
2,565 |
|
0.650%, 05/15/2026 |
|
|
295 |
|
|
|
309 |
|
0.400%, 05/15/2030(B) |
|
|
1,797 |
|
|
|
1,776 |
|
0.150%, 05/15/2051(B) |
|
|
601 |
|
|
|
388 |
|
Korea International Bond |
|
|
|
|
|
|
|
|
2.750%, 01/19/2027^ |
|
$ |
1,000 |
|
|
|
950 |
|
United Kingdom Gilt Inflation Linked |
|
|
|
|
|
|
|
|
4.125%, 07/22/2030 |
|
GBP |
500 |
|
|
|
2,158 |
|
2.500%, 07/17/2024 |
|
|
340 |
|
|
|
1,658 |
|
2.000%, 01/26/2035 |
|
|
932 |
|
|
|
2,890 |
|
1.250%, 11/22/2032 |
|
|
6,738 |
|
|
|
9,055 |
|
1.250%, 11/22/2055 |
|
|
1,602 |
|
|
|
1,969 |
|
0.750%, 11/22/2033 |
|
|
3,103 |
|
|
|
3,976 |
|
0.750%, 03/22/2034 |
|
|
8,123 |
|
|
|
10,356 |
|
0.250%, 03/22/2052 |
|
|
1,909 |
|
|
|
1,785 |
|
0.125%, 03/22/2026 |
|
|
2,236 |
|
|
|
2,797 |
|
0.125%, 08/10/2028 |
|
|
3,861 |
|
|
|
4,837 |
|
0.125%, 03/22/2029 |
|
|
6,486 |
|
|
|
8,079 |
|
0.125%, 08/10/2031 |
|
|
3,934 |
|
|
|
4,891 |
|
0.125%, 03/22/2044 |
|
|
794 |
|
|
|
802 |
|
0.125%, 03/22/2046 |
|
|
2,987 |
|
|
|
2,915 |
|
0.125%, 08/10/2048 |
|
|
2,802 |
|
|
|
2,645 |
|
0.125%, 03/22/2058 |
|
|
4,514 |
|
|
|
3,853 |
|
0.125%, 11/22/2065 |
|
|
813 |
|
|
|
653 |
|
0.125%, 03/22/2068 |
|
|
771 |
|
|
|
609 |
|
|
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $166,314) ($ Thousands) |
|
|
153,581 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 3.8% |
|
|
|
|
|
|
|
|
|
Australia — 0.1% |
|
|
|
|
Ampol Ltd |
|
|
3,171 |
|
|
|
68 |
|
APA Group |
|
|
26,821 |
|
|
|
143 |
|
Aristocrat Leisure Ltd |
|
|
3,212 |
|
|
|
107 |
|
ASX Ltd |
|
|
1,383 |
|
|
|
55 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Aurizon Holdings Ltd |
|
|
21,309 |
|
|
$ |
52 |
|
BlueScope Steel Ltd |
|
|
3,194 |
|
|
|
44 |
|
Brambles Ltd |
|
|
4,589 |
|
|
|
44 |
|
Cochlear Ltd |
|
|
247 |
|
|
|
55 |
|
Coles Group Ltd |
|
|
12,289 |
|
|
|
140 |
|
Computershare Ltd |
|
|
681 |
|
|
|
12 |
|
CSL Ltd |
|
|
81 |
|
|
|
16 |
|
Dexus ‡ |
|
|
7,723 |
|
|
|
33 |
|
Endeavour Group Ltd/Australia |
|
|
7,582 |
|
|
|
26 |
|
Glencore PLC |
|
|
9,290 |
|
|
|
53 |
|
Goodman Group ‡ |
|
|
501 |
|
|
|
12 |
|
Insurance Australia Group Ltd |
|
|
20,132 |
|
|
|
96 |
|
Lottery Corp Ltd/The |
|
|
30,312 |
|
|
|
103 |
|
Origin Energy Ltd |
|
|
9,571 |
|
|
|
69 |
|
Qantas Airways Ltd * |
|
|
8,953 |
|
|
|
35 |
|
Ramsay Health Care Ltd |
|
|
2,924 |
|
|
|
93 |
|
Rio Tinto PLC |
|
|
1,750 |
|
|
|
115 |
|
Santos Ltd |
|
|
15,287 |
|
|
|
78 |
|
Suncorp Group Ltd |
|
|
7,008 |
|
|
|
81 |
|
Telstra Group Ltd, Cl B |
|
|
45,924 |
|
|
|
111 |
|
Vicinity Ltd ‡ |
|
|
25,145 |
|
|
|
31 |
|
Washington H Soul Pattinson & Co Ltd |
|
|
771 |
|
|
|
17 |
|
Westpac Banking Corp |
|
|
1,983 |
|
|
|
36 |
|
Woodside Energy Group Ltd |
|
|
2,545 |
|
|
|
48 |
|
Woolworths Group Ltd |
|
|
6,248 |
|
|
|
141 |
|
Xero Ltd * |
|
|
943 |
|
|
|
86 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000 |
|
|
|
|
|
|
|
|
|
|
Austria — 0.1% |
|
|
|
|
Erste Group Bank AG |
|
|
3,074 |
|
|
|
146 |
|
OMV AG |
|
|
5,000 |
|
|
|
218 |
|
Verbund AG |
|
|
3,687 |
|
|
|
291 |
|
voestalpine AG |
|
|
7,681 |
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
862 |
|
|
|
|
|
|
|
|
|
|
Belgium — 0.1% |
|
|
|
|
Ageas SA/NV |
|
|
1,537 |
|
|
|
70 |
|
Anheuser-Busch InBev SA/NV |
|
|
1,386 |
|
|
|
80 |
|
Argenx SE * |
|
|
312 |
|
|
|
137 |
|
D'ieteren Group |
|
|
920 |
|
|
|
195 |
|
Elia Group SA/NV |
|
|
2,353 |
|
|
|
221 |
|
Lotus Bakeries |
|
|
4 |
|
|
|
41 |
|
Syensqo SA |
|
|
1,000 |
|
|
|
90 |
|
UCB SA, Cl A |
|
|
1,076 |
|
|
|
160 |
|
Umicore SA |
|
|
2,473 |
|
|
|
37 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,031 |
|
|
|
|
|
|
|
|
|
|
Brazil — 0.0% |
|
|
|
|
Yara International ASA |
|
|
560 |
|
|
|
16 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada — 0.3% |
|
|
|
|
Agnico Eagle Mines Ltd |
|
|
1,381 |
|
|
|
90 |
|
Alimentation Couche-Tard Inc |
|
|
481 |
|
|
|
27 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
AltaGas Ltd |
|
|
1,810 |
|
|
$ |
41 |
|
ARC Resources Ltd |
|
|
6,202 |
|
|
|
111 |
|
Bank of Nova Scotia/The, Cl C |
|
|
1,239 |
|
|
|
57 |
|
Barrick Gold Corp |
|
|
806 |
|
|
|
13 |
|
Brookfield Asset Management Ltd, Cl A |
|
|
336 |
|
|
|
13 |
|
Brookfield Corp, Cl A |
|
|
1,346 |
|
|
|
56 |
|
Cameco Corp |
|
|
2,338 |
|
|
|
115 |
|
Canadian Natural Resources Ltd |
|
|
1,904 |
|
|
|
68 |
|
Canadian Pacific Kansas City Ltd |
|
|
398 |
|
|
|
31 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
894 |
|
|
|
89 |
|
Canadian Utilities Ltd, Cl A |
|
|
4,850 |
|
|
|
105 |
|
CCL Industries Inc, Cl B |
|
|
2,082 |
|
|
|
109 |
|
CGI Inc, Cl A * |
|
|
844 |
|
|
|
84 |
|
Constellation Software Inc/Canada |
|
|
28 |
|
|
|
81 |
|
Dollarama Inc |
|
|
691 |
|
|
|
63 |
|
Empire Co Ltd, Cl A |
|
|
4,984 |
|
|
|
127 |
|
Enbridge Inc |
|
|
4,791 |
|
|
|
170 |
|
Fairfax Financial Holdings Ltd |
|
|
25 |
|
|
|
28 |
|
First Quantum Minerals Ltd (Canada) |
|
|
2,143 |
|
|
|
28 |
|
FirstService Corp |
|
|
514 |
|
|
|
78 |
|
Franco-Nevada Corp |
|
|
892 |
|
|
|
106 |
|
George Weston Ltd |
|
|
427 |
|
|
|
61 |
|
Hydro One Ltd |
|
|
936 |
|
|
|
27 |
|
iA Financial Corp Inc |
|
|
1,313 |
|
|
|
82 |
|
IGM Financial Inc |
|
|
1,781 |
|
|
|
49 |
|
Imperial Oil Ltd |
|
|
2,660 |
|
|
|
181 |
|
Keyera Corp |
|
|
3,731 |
|
|
|
103 |
|
Kinross Gold Corp |
|
|
5,596 |
|
|
|
47 |
|
Loblaw Cos Ltd |
|
|
548 |
|
|
|
64 |
|
Magna International Inc, Cl A |
|
|
1,520 |
|
|
|
64 |
|
Manulife Financial Corp |
|
|
3,345 |
|
|
|
89 |
|
Metro Inc/CN, Cl A |
|
|
956 |
|
|
|
53 |
|
Northland Power Inc |
|
|
5,821 |
|
|
|
100 |
|
Nutrien Ltd |
|
|
1,332 |
|
|
|
68 |
|
Open Text Corp |
|
|
2,952 |
|
|
|
89 |
|
Parkland Corp |
|
|
2,823 |
|
|
|
79 |
|
Pembina Pipeline Corp, Cl Common Subs. Receipt |
|
|
4,545 |
|
|
|
169 |
|
Quebecor Inc, Cl B |
|
|
3,150 |
|
|
|
67 |
|
RB Global Inc |
|
|
674 |
|
|
|
51 |
|
Royal Bank of Canada |
|
|
1,147 |
|
|
|
122 |
|
Saputo Inc |
|
|
4,704 |
|
|
|
106 |
|
Shopify Inc, Cl A * |
|
|
272 |
|
|
|
18 |
|
Suncor Energy Inc |
|
|
5,194 |
|
|
|
198 |
|
TC Energy Corp |
|
|
4,836 |
|
|
|
183 |
|
Teck Resources Ltd, Cl B |
|
|
778 |
|
|
|
37 |
|
Toronto-Dominion Bank/The |
|
|
1,857 |
|
|
|
102 |
|
Tourmaline Oil Corp |
|
|
3,283 |
|
|
|
149 |
|
Wheaton Precious Metals Corp |
|
|
696 |
|
|
|
37 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,085 |
|
|
|
|
|
|
|
|
|
|
China — 0.0% |
|
|
|
|
Sands China Ltd * |
|
|
36,800 |
|
|
|
77 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Wilmar International Ltd |
|
|
138,500 |
|
|
$ |
317 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
394 |
|
|
|
|
|
|
|
|
|
|
Denmark — 0.1% |
|
|
|
|
AP Moller - Maersk A/S, Cl A |
|
|
13 |
|
|
|
22 |
|
Carlsberg AS, Cl B |
|
|
1,522 |
|
|
|
183 |
|
Danske Bank A/S |
|
|
4,024 |
|
|
|
120 |
|
DSV A/S |
|
|
121 |
|
|
|
18 |
|
Novo Nordisk A/S, Cl B |
|
|
498 |
|
|
|
72 |
|
Novonesis (Novozymes) B, Cl B |
|
|
5,393 |
|
|
|
330 |
|
Orsted AS * |
|
|
4,143 |
|
|
|
221 |
|
Pandora A/S |
|
|
852 |
|
|
|
129 |
|
Tryg A/S |
|
|
2,801 |
|
|
|
61 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,156 |
|
|
|
|
|
|
|
|
|
|
Finland — 0.1% |
|
|
|
|
Elisa Oyj |
|
|
4,930 |
|
|
|
226 |
|
Fortum Oyj |
|
|
14,020 |
|
|
|
205 |
|
Kesko Oyj, Cl B |
|
|
6,378 |
|
|
|
112 |
|
Kone Oyj, Cl B |
|
|
1,311 |
|
|
|
65 |
|
Neste Oyj |
|
|
6,098 |
|
|
|
109 |
|
Nokia Oyj |
|
|
50,517 |
|
|
|
193 |
|
Orion Oyj, Cl B |
|
|
5,601 |
|
|
|
239 |
|
Stora Enso Oyj, Cl R |
|
|
1,698 |
|
|
|
23 |
|
UPM-Kymmene Oyj, Cl V |
|
|
408 |
|
|
|
14 |
|
Wartsila OYJ Abp |
|
|
4,133 |
|
|
|
80 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,266 |
|
|
|
|
|
|
|
|
|
|
France — 0.2% |
|
|
|
|
Accor SA |
|
|
1,293 |
|
|
|
53 |
|
Aeroports de Paris SA, Cl A |
|
|
373 |
|
|
|
45 |
|
Air Liquide SA |
|
|
959 |
|
|
|
166 |
|
Arkema SA |
|
|
736 |
|
|
|
64 |
|
BioMerieux |
|
|
1,345 |
|
|
|
128 |
|
Bollore SE |
|
|
12,211 |
|
|
|
72 |
|
Bouygues SA |
|
|
1,360 |
|
|
|
44 |
|
Capgemini SE |
|
|
565 |
|
|
|
112 |
|
Carrefour SA |
|
|
6,251 |
|
|
|
88 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
1,899 |
|
|
|
74 |
|
Danone SA |
|
|
1,033 |
|
|
|
63 |
|
Dassault Systemes SE |
|
|
3,662 |
|
|
|
139 |
|
Edenred SE |
|
|
1,730 |
|
|
|
73 |
|
Eiffage SA |
|
|
687 |
|
|
|
63 |
|
Engie SA |
|
|
13,694 |
|
|
|
196 |
|
Eurazeo SE |
|
|
468 |
|
|
|
37 |
|
Euronext NV |
|
|
536 |
|
|
|
50 |
|
Gecina SA ‡ |
|
|
323 |
|
|
|
30 |
|
Getlink SE |
|
|
4,624 |
|
|
|
77 |
|
Hermes International SCA |
|
|
44 |
|
|
|
101 |
|
Ipsen SA |
|
|
736 |
|
|
|
90 |
|
Kering SA |
|
|
119 |
|
|
|
43 |
|
La Francaise des Jeux SAEM |
|
|
1,007 |
|
|
|
34 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
L'Oreal SA |
|
|
44 |
|
|
$ |
19 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
84 |
|
|
|
64 |
|
Orange SA |
|
|
20,582 |
|
|
|
206 |
|
Pernod Ricard SA |
|
|
584 |
|
|
|
79 |
|
Publicis Groupe SA |
|
|
663 |
|
|
|
71 |
|
Remy Cointreau SA |
|
|
674 |
|
|
|
56 |
|
Renault SA |
|
|
1,557 |
|
|
|
80 |
|
Sanofi SA |
|
|
1,063 |
|
|
|
102 |
|
Sartorius Stedim Biotech |
|
|
359 |
|
|
|
59 |
|
Sodexo SA |
|
|
477 |
|
|
|
43 |
|
STMicroelectronics NV |
|
|
2,074 |
|
|
|
82 |
|
Teleperformance SE |
|
|
223 |
|
|
|
24 |
|
Thales SA, Cl A |
|
|
220 |
|
|
|
35 |
|
TotalEnergies SE |
|
|
5,627 |
|
|
|
376 |
|
Unibail-Rodamco-Westfield ‡ |
|
|
187 |
|
|
|
15 |
|
Veolia Environnement SA |
|
|
3,097 |
|
|
|
93 |
|
Vinci SA |
|
|
720 |
|
|
|
76 |
|
Vivendi SE |
|
|
7,724 |
|
|
|
81 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,403 |
|
|
|
|
|
|
|
|
|
|
Germany — 0.2% |
|
|
|
|
adidas AG |
|
|
198 |
|
|
|
47 |
|
Allianz SE |
|
|
347 |
|
|
|
96 |
|
BASF SE |
|
|
930 |
|
|
|
45 |
|
Bayerische Motoren Werke AG |
|
|
600 |
|
|
|
57 |
|
Bechtle AG |
|
|
2,372 |
|
|
|
112 |
|
Beiersdorf AG |
|
|
1,148 |
|
|
|
168 |
|
Brenntag SE |
|
|
810 |
|
|
|
55 |
|
Carl Zeiss Meditec AG |
|
|
84 |
|
|
|
6 |
|
Commerzbank AG |
|
|
866 |
|
|
|
13 |
|
Covestro AG * |
|
|
333 |
|
|
|
20 |
|
Deutsche Boerse AG |
|
|
198 |
|
|
|
41 |
|
Deutsche Telekom AG |
|
|
6,455 |
|
|
|
162 |
|
E.ON SE |
|
|
15,120 |
|
|
|
199 |
|
Fresenius Medical Care AG |
|
|
725 |
|
|
|
28 |
|
Heidelberg Materials AG |
|
|
141 |
|
|
|
15 |
|
Henkel AG & Co KGaA |
|
|
2,041 |
|
|
|
161 |
|
Infineon Technologies AG |
|
|
2,515 |
|
|
|
92 |
|
Knorr-Bremse AG |
|
|
603 |
|
|
|
46 |
|
Merck KGaA |
|
|
510 |
|
|
|
85 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
274 |
|
|
|
137 |
|
Puma SE |
|
|
744 |
|
|
|
34 |
|
QIAGEN NV |
|
|
1,194 |
|
|
|
49 |
|
Rheinmetall AG |
|
|
95 |
|
|
|
48 |
|
RWE AG |
|
|
3,800 |
|
|
|
130 |
|
Scout24 SE |
|
|
3,437 |
|
|
|
262 |
|
Siemens Healthineers AG |
|
|
519 |
|
|
|
30 |
|
Symrise AG, Cl A |
|
|
1,058 |
|
|
|
130 |
|
Vonovia SE |
|
|
1,664 |
|
|
|
47 |
|
Zalando SE * |
|
|
1,399 |
|
|
|
33 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,348 |
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Hong Kong — 0.1% |
|
|
|
|
AIA Group Ltd |
|
|
6,600 |
|
|
$ |
45 |
|
CK Asset Holdings Ltd |
|
|
5,931 |
|
|
|
22 |
|
CK Hutchison Holdings Ltd |
|
|
18,208 |
|
|
|
87 |
|
CK Infrastructure Holdings Ltd |
|
|
18,000 |
|
|
|
102 |
|
Futu Holdings Ltd ADR * |
|
|
279 |
|
|
|
18 |
|
Galaxy Entertainment Group Ltd |
|
|
23,000 |
|
|
|
107 |
|
HKT Trust & HKT Ltd |
|
|
406,000 |
|
|
|
456 |
|
Hong Kong & China Gas Co Ltd |
|
|
187,999 |
|
|
|
143 |
|
Power Assets Holdings Ltd |
|
|
15,974 |
|
|
|
87 |
|
Sino Land Co Ltd |
|
|
28,000 |
|
|
|
29 |
|
SITC International Holdings Co Ltd |
|
|
6,000 |
|
|
|
16 |
|
Swire Properties Ltd |
|
|
18,400 |
|
|
|
29 |
|
Techtronic Industries Co Ltd |
|
|
4,001 |
|
|
|
46 |
|
WH Group Ltd |
|
|
655,829 |
|
|
|
432 |
|
Wharf Holdings |
|
|
25,000 |
|
|
|
70 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,689 |
|
|
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
AIB Group PLC |
|
|
21,728 |
|
|
|
115 |
|
Bank of Ireland Group PLC |
|
|
12,097 |
|
|
|
127 |
|
Kerry Group PLC, Cl A |
|
|
2,791 |
|
|
|
226 |
|
Kingspan Group PLC |
|
|
2,219 |
|
|
|
189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
657 |
|
|
|
|
|
|
|
|
|
|
Israel — 0.0% |
|
|
|
|
Azrieli Group Ltd |
|
|
746 |
|
|
|
44 |
|
Check Point Software Technologies Ltd * |
|
|
104 |
|
|
|
17 |
|
Elbit Systems Ltd |
|
|
1,573 |
|
|
|
275 |
|
ICL Group Ltd |
|
|
38,589 |
|
|
|
166 |
|
Nice Ltd * |
|
|
111 |
|
|
|
19 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
16,269 |
|
|
|
264 |
|
Wix.com Ltd * |
|
|
264 |
|
|
|
42 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
827 |
|
|
|
|
|
|
|
|
|
|
Italy — 0.1% |
|
|
|
|
Amplifon SpA |
|
|
633 |
|
|
|
23 |
|
Davide Campari-Milano NV |
|
|
21,442 |
|
|
|
203 |
|
DiaSorin SpA |
|
|
130 |
|
|
|
13 |
|
Eni SpA |
|
|
3,134 |
|
|
|
48 |
|
FinecoBank Banca Fineco SpA |
|
|
4,628 |
|
|
|
69 |
|
Infrastrutture Wireless Italiane SpA |
|
|
10,607 |
|
|
|
111 |
|
Nexi SpA * |
|
|
2,656 |
|
|
|
16 |
|
Poste Italiane SpA |
|
|
8,102 |
|
|
|
103 |
|
Prysmian SpA |
|
|
1,571 |
|
|
|
97 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
2,099 |
|
|
|
110 |
|
Snam SpA |
|
|
6,697 |
|
|
|
30 |
|
Telecom Italia SpA/Milano * |
|
|
322,664 |
|
|
|
77 |
|
Terna - Rete Elettrica Nazionale |
|
|
19,352 |
|
|
|
150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Japan — 1.0% |
|
|
|
|
Advantest Corp |
|
|
800 |
|
|
$ |
32 |
|
Aeon Co Ltd, Cl H |
|
|
5,400 |
|
|
|
115 |
|
Aisin Corp |
|
|
1,500 |
|
|
|
49 |
|
Ajinomoto Co Inc |
|
|
1,000 |
|
|
|
35 |
|
ANA Holdings Inc |
|
|
3,500 |
|
|
|
65 |
|
Asahi Group Holdings Ltd |
|
|
2,400 |
|
|
|
85 |
|
Astellas Pharma Inc |
|
|
8,200 |
|
|
|
81 |
|
Bandai Namco Holdings Inc |
|
|
4,500 |
|
|
|
88 |
|
Brother Industries Ltd |
|
|
9,300 |
|
|
|
164 |
|
Canon Inc |
|
|
5,200 |
|
|
|
141 |
|
Capcom Co Ltd |
|
|
8,200 |
|
|
|
155 |
|
Central Japan Railway Co |
|
|
3,000 |
|
|
|
65 |
|
Chiba Bank Ltd/The, Cl B |
|
|
7,300 |
|
|
|
65 |
|
Chubu Electric Power Co Inc |
|
|
24,700 |
|
|
|
292 |
|
Chugai Pharmaceutical Co Ltd |
|
|
2,500 |
|
|
|
89 |
|
Concordia Financial Group Ltd |
|
|
15,100 |
|
|
|
89 |
|
Dai Nippon Printing Co Ltd |
|
|
3,300 |
|
|
|
111 |
|
Daifuku Co Ltd |
|
|
2,100 |
|
|
|
39 |
|
Dai-ichi Life Holdings Inc |
|
|
2,300 |
|
|
|
61 |
|
Daiichi Sankyo Co Ltd |
|
|
3,800 |
|
|
|
130 |
|
Daito Trust Construction Co Ltd |
|
|
900 |
|
|
|
93 |
|
Daiwa House Industry Co Ltd |
|
|
1,300 |
|
|
|
33 |
|
Dentsu Group Inc |
|
|
7,800 |
|
|
|
197 |
|
Disco Corp |
|
|
100 |
|
|
|
38 |
|
East Japan Railway Co |
|
|
3,600 |
|
|
|
60 |
|
Eisai Co Ltd |
|
|
2,000 |
|
|
|
82 |
|
ENEOS Holdings Inc |
|
|
64,000 |
|
|
|
329 |
|
Fast Retailing Co Ltd |
|
|
2 |
|
|
|
1 |
|
FUJIFILM Holdings Corp |
|
|
6,300 |
|
|
|
147 |
|
Fujitsu Ltd |
|
|
5,000 |
|
|
|
78 |
|
Hankyu Hanshin Holdings Inc |
|
|
3,600 |
|
|
|
96 |
|
Hitachi Construction Machinery Co Ltd |
|
|
1,300 |
|
|
|
35 |
|
Honda Motor Co Ltd |
|
|
6,100 |
|
|
|
65 |
|
Hoya Corp |
|
|
800 |
|
|
|
93 |
|
Ibiden Co Ltd |
|
|
1,500 |
|
|
|
61 |
|
Idemitsu Kosan Co Ltd |
|
|
43,790 |
|
|
|
284 |
|
Inpex Corp |
|
|
17,200 |
|
|
|
253 |
|
Isuzu Motors |
|
|
9,200 |
|
|
|
122 |
|
Japan Airlines Co Ltd |
|
|
5,500 |
|
|
|
87 |
|
Japan Post Bank Co Ltd |
|
|
1,400 |
|
|
|
13 |
|
Japan Real Estate Investment Corp ‡ |
|
|
12 |
|
|
|
38 |
|
Japan Tobacco Inc |
|
|
6,700 |
|
|
|
181 |
|
JFE Holdings Inc |
|
|
5,400 |
|
|
|
78 |
|
Kansai Electric Power Co Inc/The |
|
|
15,400 |
|
|
|
259 |
|
Kao Corp |
|
|
2,400 |
|
|
|
97 |
|
KDDI Corp |
|
|
10,000 |
|
|
|
264 |
|
Kikkoman Corp |
|
|
14,600 |
|
|
|
169 |
|
Kintetsu Group Holdings Co Ltd |
|
|
4,000 |
|
|
|
87 |
|
Kirin Holdings Co Ltd |
|
|
8,900 |
|
|
|
115 |
|
Kobe Bussan Co Ltd |
|
|
4,100 |
|
|
|
91 |
|
Koito Manufacturing Co Ltd |
|
|
900 |
|
|
|
12 |
|
Komatsu Ltd |
|
|
1,200 |
|
|
|
35 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Konami Group Corp |
|
|
2,400 |
|
|
$ |
173 |
|
Kubota Corp |
|
|
3,100 |
|
|
|
43 |
|
Kyocera Corp |
|
|
12,000 |
|
|
|
138 |
|
Kyowa Kirin Co Ltd |
|
|
6,400 |
|
|
|
109 |
|
Lasertec Corp |
|
|
200 |
|
|
|
45 |
|
LY Corp |
|
|
39,800 |
|
|
|
96 |
|
M3 Inc |
|
|
3,400 |
|
|
|
32 |
|
Marubeni Corp |
|
|
2,000 |
|
|
|
37 |
|
MatsukiyoCocokara & Co |
|
|
3,300 |
|
|
|
47 |
|
Mazda Motor |
|
|
7,800 |
|
|
|
75 |
|
MEIJI Holdings Co Ltd |
|
|
4,800 |
|
|
|
104 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
11,400 |
|
|
|
63 |
|
Mitsubishi Heavy Industries |
|
|
5,300 |
|
|
|
57 |
|
Mitsui Fudosan Co Ltd |
|
|
7,500 |
|
|
|
68 |
|
MonotaRO Co Ltd |
|
|
3,800 |
|
|
|
45 |
|
NEC Corp |
|
|
900 |
|
|
|
74 |
|
Nexon Co Ltd |
|
|
5,300 |
|
|
|
98 |
|
Nintendo Co Ltd |
|
|
3,040 |
|
|
|
162 |
|
Nippon Building Fund Inc ‡ |
|
|
13 |
|
|
|
46 |
|
Nippon Paint Holdings Co Ltd |
|
|
5,400 |
|
|
|
35 |
|
Nippon Prologis REIT Inc ‡ |
|
|
40 |
|
|
|
62 |
|
Nippon Sanso Holdings Corp |
|
|
2,600 |
|
|
|
77 |
|
Nippon Steel Corp |
|
|
2,100 |
|
|
|
44 |
|
Nippon Telegraph & Telephone Corp |
|
|
126,300 |
|
|
|
119 |
|
Nippon Yusen KK |
|
|
1,200 |
|
|
|
35 |
|
Nissan Chemical Corp |
|
|
2,400 |
|
|
|
76 |
|
Nissan Motor Co Ltd |
|
|
4,600 |
|
|
|
16 |
|
Nissin Foods Holdings Co Ltd |
|
|
6,000 |
|
|
|
152 |
|
Nitori Holdings Co Ltd |
|
|
600 |
|
|
|
63 |
|
Nitto Denko |
|
|
300 |
|
|
|
24 |
|
Nomura Holdings Inc |
|
|
12,000 |
|
|
|
69 |
|
Nomura Real Estate Holdings Inc |
|
|
700 |
|
|
|
18 |
|
Nomura Real Estate Master Fund Inc ‡ |
|
|
44 |
|
|
|
39 |
|
Nomura Research Institute Ltd |
|
|
2,400 |
|
|
|
67 |
|
NTT Data Group Corp |
|
|
5,300 |
|
|
|
78 |
|
Obic Co Ltd |
|
|
500 |
|
|
|
64 |
|
Olympus Corp |
|
|
3,600 |
|
|
|
58 |
|
Omron Corp, Cl JP |
|
|
1,100 |
|
|
|
38 |
|
Ono Pharmaceutical Co Ltd |
|
|
7,100 |
|
|
|
97 |
|
Oracle Corp Japan |
|
|
1,500 |
|
|
|
104 |
|
Oriental Land Co Ltd/Japan |
|
|
3,000 |
|
|
|
84 |
|
ORIX Corp |
|
|
500 |
|
|
|
11 |
|
Osaka Gas Co Ltd |
|
|
21,100 |
|
|
|
465 |
|
Otsuka Corp |
|
|
6,200 |
|
|
|
119 |
|
Otsuka Holdings Co Ltd |
|
|
3,200 |
|
|
|
135 |
|
Pan Pacific International Holdings Corp |
|
|
1,900 |
|
|
|
44 |
|
Panasonic Holdings Corp |
|
|
10,200 |
|
|
|
84 |
|
Rakuten Group Inc * |
|
|
7,600 |
|
|
|
39 |
|
Renesas Electronics Corp |
|
|
1,800 |
|
|
|
34 |
|
Ricoh Co Ltd |
|
|
6,500 |
|
|
|
56 |
|
Rohm Co Ltd |
|
|
3,500 |
|
|
|
47 |
|
SBI Holdings Inc |
|
|
2,400 |
|
|
|
61 |
|
SCREEN Holdings Co Ltd |
|
|
400 |
|
|
|
36 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
SCSK Corp |
|
|
4,600 |
|
|
$ |
92 |
|
Secom Co Ltd |
|
|
1,100 |
|
|
|
65 |
|
Seiko Epson Corp |
|
|
2,400 |
|
|
|
37 |
|
Seven & i Holdings Co Ltd |
|
|
4,600 |
|
|
|
56 |
|
SG Holdings Co Ltd |
|
|
8,000 |
|
|
|
74 |
|
Shimadzu Corp |
|
|
2,300 |
|
|
|
58 |
|
Shimano Inc |
|
|
400 |
|
|
|
62 |
|
Shin-Etsu Chemical Co Ltd, Cl A |
|
|
1,500 |
|
|
|
58 |
|
Shionogi & Co Ltd |
|
|
2,200 |
|
|
|
86 |
|
Shiseido Co Ltd |
|
|
1,900 |
|
|
|
54 |
|
Shizuoka Financial Group Inc |
|
|
12,000 |
|
|
|
115 |
|
SoftBank Corp |
|
|
18,300 |
|
|
|
223 |
|
SoftBank Group Corp |
|
|
1,200 |
|
|
|
78 |
|
Sompo Holdings Inc |
|
|
600 |
|
|
|
13 |
|
Sony Group Corp |
|
|
800 |
|
|
|
68 |
|
Subaru Corp |
|
|
3,700 |
|
|
|
78 |
|
SUMCO Corp |
|
|
4,600 |
|
|
|
66 |
|
Sumitomo Metal Mining Co Ltd |
|
|
1,000 |
|
|
|
30 |
|
Suntory Beverage & Food Ltd |
|
|
1,600 |
|
|
|
57 |
|
Sysmex Corp |
|
|
3,000 |
|
|
|
48 |
|
T&D Holdings Inc |
|
|
4,600 |
|
|
|
80 |
|
Taisei Corp |
|
|
1,900 |
|
|
|
70 |
|
Takeda Pharmaceutical Co Ltd |
|
|
4,318 |
|
|
|
112 |
|
TDK Corp |
|
|
1,900 |
|
|
|
117 |
|
Terumo Corp |
|
|
5,600 |
|
|
|
92 |
|
TIS Inc |
|
|
3,900 |
|
|
|
76 |
|
Toho Co Ltd/Tokyo |
|
|
4,200 |
|
|
|
123 |
|
Tokio Marine Holdings Inc |
|
|
400 |
|
|
|
15 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
30,700 |
|
|
|
165 |
|
Tokyo Gas Co Ltd |
|
|
20,400 |
|
|
|
438 |
|
Tokyu Corp |
|
|
7,000 |
|
|
|
77 |
|
Toray Industries Inc |
|
|
10,000 |
|
|
|
47 |
|
Toyota Industries Corp |
|
|
700 |
|
|
|
59 |
|
Toyota Motor Corp |
|
|
400 |
|
|
|
8 |
|
Trend Micro Inc/Japan |
|
|
800 |
|
|
|
32 |
|
Unicharm Corp |
|
|
2,100 |
|
|
|
67 |
|
West Japan Railway Co |
|
|
6,800 |
|
|
|
127 |
|
Yakult Honsha Co Ltd |
|
|
4,200 |
|
|
|
75 |
|
Yamato Holdings Co Ltd |
|
|
4,800 |
|
|
|
53 |
|
Yaskawa Electric Corp |
|
|
1,400 |
|
|
|
50 |
|
Yokogawa Electric Corp |
|
|
3,700 |
|
|
|
89 |
|
ZOZO Inc |
|
|
1,800 |
|
|
|
45 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,041 |
|
|
|
|
|
|
|
|
|
|
Jordan — 0.0% |
|
|
|
|
Hikma Pharmaceuticals PLC |
|
|
6,315 |
|
|
|
151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Luxembourg — 0.0% |
|
|
|
|
Eurofins Scientific SE |
|
|
1,650 |
|
|
|
82 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
ABN AMRO Bank NV GDR |
|
|
1,050 |
|
|
|
17 |
|
Adyen NV * |
|
|
10 |
|
|
|
12 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Aegon Ltd |
|
|
14,434 |
|
|
$ |
89 |
|
Akzo Nobel NV |
|
|
725 |
|
|
|
44 |
|
ArcelorMittal SA |
|
|
2,187 |
|
|
|
50 |
|
ASM International NV |
|
|
48 |
|
|
|
37 |
|
ASML Holding NV |
|
|
39 |
|
|
|
40 |
|
BE Semiconductor Industries NV |
|
|
181 |
|
|
|
30 |
|
DSM-Firmenich AG |
|
|
490 |
|
|
|
56 |
|
Heineken NV |
|
|
97 |
|
|
|
10 |
|
ING Groep NV |
|
|
949 |
|
|
|
16 |
|
Koninklijke Ahold Delhaize NV |
|
|
1,403 |
|
|
|
42 |
|
Koninklijke KPN NV |
|
|
43,321 |
|
|
|
166 |
|
Koninklijke Philips NV * |
|
|
10,297 |
|
|
|
260 |
|
OCI NV |
|
|
1,649 |
|
|
|
40 |
|
Prosus NV |
|
|
5,442 |
|
|
|
194 |
|
Randstad NV |
|
|
360 |
|
|
|
16 |
|
Universal Music Group NV |
|
|
2,634 |
|
|
|
79 |
|
Wolters Kluwer NV |
|
|
188 |
|
|
|
31 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,229 |
|
|
|
|
|
|
|
|
|
|
New Zealand — 0.1% |
|
|
|
|
Auckland International Airport Ltd |
|
|
38,429 |
|
|
|
179 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
8,480 |
|
|
|
155 |
|
Mercury NZ Ltd |
|
|
14,943 |
|
|
|
60 |
|
Meridian Energy Ltd |
|
|
20,866 |
|
|
|
80 |
|
Spark New Zealand Ltd |
|
|
141,542 |
|
|
|
359 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
833 |
|
|
|
|
|
|
|
|
|
|
Norway — 0.1% |
|
|
|
|
Aker BP ASA |
|
|
3,843 |
|
|
|
98 |
|
Equinor ASA |
|
|
6,962 |
|
|
|
199 |
|
Gjensidige Forsikring ASA |
|
|
3,339 |
|
|
|
60 |
|
Kongsberg Gruppen ASA |
|
|
3,303 |
|
|
|
270 |
|
Mowi ASA |
|
|
1,394 |
|
|
|
23 |
|
Norsk Hydro ASA |
|
|
9,750 |
|
|
|
61 |
|
Orkla ASA |
|
|
5,215 |
|
|
|
43 |
|
Telenor ASA |
|
|
13,859 |
|
|
|
158 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
912 |
|
|
|
|
|
|
|
|
|
|
Portugal — 0.1% |
|
|
|
|
EDP - Energias de Portugal SA |
|
|
56,709 |
|
|
|
213 |
|
Galp Energia SGPS SA |
|
|
26,968 |
|
|
|
570 |
|
Jeronimo Martins SGPS SA |
|
|
13,817 |
|
|
|
270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,053 |
|
|
|
|
|
|
|
|
|
|
Singapore — 0.1% |
|
|
|
|
CapitaLand Ascendas REIT ‡ |
|
|
28,900 |
|
|
|
54 |
|
CapitaLand Investment Ltd/Singapore |
|
|
15,100 |
|
|
|
30 |
|
Genting Singapore Ltd |
|
|
255,800 |
|
|
|
163 |
|
Jardine Matheson Holdings Ltd |
|
|
464 |
|
|
|
16 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
4,100 |
|
|
|
44 |
|
Sea Ltd ADR * |
|
|
1,760 |
|
|
|
126 |
|
Sembcorp Industries Ltd |
|
|
70,100 |
|
|
|
249 |
|
Singapore Exchange Ltd |
|
|
7,100 |
|
|
|
50 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Singapore Technologies Engineering Ltd |
|
|
26,600 |
|
|
$ |
85 |
|
Singapore Telecommunications Ltd |
|
|
84,900 |
|
|
|
172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
989 |
|
|
|
|
|
|
|
|
|
|
South Korea — 0.0% |
|
|
|
|
Delivery Hero SE, Cl A * |
|
|
1,113 |
|
|
|
26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain — 0.1% |
|
|
|
|
Acciona SA |
|
|
69 |
|
|
|
8 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
893 |
|
|
|
39 |
|
Aena SME SA |
|
|
179 |
|
|
|
36 |
|
Amadeus IT Group SA, Cl A |
|
|
799 |
|
|
|
53 |
|
CaixaBank SA |
|
|
13,416 |
|
|
|
71 |
|
Cellnex Telecom SA |
|
|
1,288 |
|
|
|
42 |
|
EDP Renovaveis SA |
|
|
11,970 |
|
|
|
167 |
|
Endesa SA |
|
|
1,229 |
|
|
|
23 |
|
Grifols SA * |
|
|
16,406 |
|
|
|
138 |
|
Iberdrola SA |
|
|
1,071 |
|
|
|
14 |
|
Industria de Diseno Textil SA |
|
|
1,828 |
|
|
|
91 |
|
Repsol SA, Cl A |
|
|
25,048 |
|
|
|
396 |
|
Telefonica SA |
|
|
41,335 |
|
|
|
175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,253 |
|
|
|
|
|
|
|
|
|
|
Sweden — 0.1% |
|
|
|
|
Atlas Copco AB, Cl A |
|
|
1,380 |
|
|
|
26 |
|
Boliden AB |
|
|
2,335 |
|
|
|
75 |
|
Epiroc AB, Cl A |
|
|
1,094 |
|
|
|
22 |
|
EQT AB |
|
|
941 |
|
|
|
28 |
|
Essity AB, Cl B |
|
|
6,820 |
|
|
|
175 |
|
Evolution AB |
|
|
165 |
|
|
|
17 |
|
Getinge AB, Cl B |
|
|
3,429 |
|
|
|
58 |
|
Hexagon AB, Cl B |
|
|
10,325 |
|
|
|
117 |
|
Holmen AB, Cl B |
|
|
259 |
|
|
|
10 |
|
Nibe Industrier AB, Cl B |
|
|
3,304 |
|
|
|
14 |
|
Sagax AB, Cl B |
|
|
501 |
|
|
|
13 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
5,484 |
|
|
|
81 |
|
SKF AB, Cl B |
|
|
1,337 |
|
|
|
27 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
1,231 |
|
|
|
18 |
|
Svenska Handelsbanken AB, Cl A |
|
|
7,194 |
|
|
|
69 |
|
Swedish Orphan Biovitrum AB * |
|
|
5,208 |
|
|
|
139 |
|
Tele2 AB, Cl B |
|
|
7,288 |
|
|
|
73 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
24,467 |
|
|
|
152 |
|
Telia Co AB |
|
|
26,853 |
|
|
|
72 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,186 |
|
|
|
|
|
|
|
|
|
|
Switzerland — 0.3% |
|
|
|
|
ABB Ltd |
|
|
876 |
|
|
|
49 |
|
Adecco Group AG |
|
|
1,187 |
|
|
|
39 |
|
Alcon Inc |
|
|
637 |
|
|
|
57 |
|
Avolta AG |
|
|
1,679 |
|
|
|
65 |
|
Bachem Holding AG, Cl B |
|
|
604 |
|
|
|
55 |
|
Baloise Holding AG |
|
|
496 |
|
|
|
87 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Barry Callebaut AG |
|
|
104 |
|
|
$ |
169 |
|
BKW AG |
|
|
3,038 |
|
|
|
485 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
1 |
|
|
|
116 |
|
Cie Financiere Richemont SA, Cl A |
|
|
745 |
|
|
|
116 |
|
Clariant AG |
|
|
5,826 |
|
|
|
92 |
|
Givaudan SA |
|
|
26 |
|
|
|
123 |
|
Holcim AG |
|
|
578 |
|
|
|
51 |
|
Logitech International SA |
|
|
2,356 |
|
|
|
228 |
|
Lonza Group AG |
|
|
52 |
|
|
|
28 |
|
Nestle SA |
|
|
1,850 |
|
|
|
189 |
|
Novartis AG |
|
|
1,266 |
|
|
|
136 |
|
Partners Group Holding AG |
|
|
14 |
|
|
|
18 |
|
Roche Holding AG |
|
|
484 |
|
|
|
148 |
|
Sandoz Group AG |
|
|
2,798 |
|
|
|
101 |
|
Schindler Holding AG |
|
|
179 |
|
|
|
45 |
|
SGS SA |
|
|
1,025 |
|
|
|
91 |
|
SIG Group AG |
|
|
4,394 |
|
|
|
81 |
|
Sika AG |
|
|
195 |
|
|
|
56 |
|
Sonova Holding AG |
|
|
126 |
|
|
|
39 |
|
Straumann Holding AG |
|
|
152 |
|
|
|
19 |
|
Swatch Group AG/The, Cl B |
|
|
251 |
|
|
|
51 |
|
Swiss Life Holding AG |
|
|
180 |
|
|
|
132 |
|
Swiss Prime Site AG |
|
|
588 |
|
|
|
56 |
|
Swisscom AG |
|
|
741 |
|
|
|
417 |
|
Temenos AG |
|
|
2,148 |
|
|
|
148 |
|
UBS Group AG |
|
|
1,036 |
|
|
|
31 |
|
VAT Group AG |
|
|
78 |
|
|
|
44 |
|
Zurich Insurance Group AG |
|
|
87 |
|
|
|
46 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,608 |
|
|
|
|
|
|
|
|
|
|
United Kingdom — 0.4% |
|
|
|
|
Admiral Group PLC |
|
|
334 |
|
|
|
11 |
|
Antofagasta PLC |
|
|
1,413 |
|
|
|
38 |
|
Associated British Foods PLC |
|
|
4,483 |
|
|
|
140 |
|
AstraZeneca PLC |
|
|
1,035 |
|
|
|
162 |
|
Auto Trader Group PLC |
|
|
6,193 |
|
|
|
63 |
|
BAE Systems PLC |
|
|
3,296 |
|
|
|
55 |
|
Barratt Developments PLC |
|
|
6,905 |
|
|
|
41 |
|
Berkeley Group Holdings PLC |
|
|
1,223 |
|
|
|
71 |
|
BP PLC |
|
|
42,110 |
|
|
|
253 |
|
British American Tobacco PLC |
|
|
1,522 |
|
|
|
47 |
|
BT Group PLC, Cl A |
|
|
104,801 |
|
|
|
186 |
|
Bunzl PLC |
|
|
3,000 |
|
|
|
114 |
|
Burberry Group PLC |
|
|
2,683 |
|
|
|
30 |
|
Centrica PLC |
|
|
72,174 |
|
|
|
123 |
|
Coca-Cola HBC AG |
|
|
653 |
|
|
|
22 |
|
Compass Group PLC |
|
|
3,169 |
|
|
|
87 |
|
DCC PLC |
|
|
732 |
|
|
|
51 |
|
Diageo PLC |
|
|
2,888 |
|
|
|
91 |
|
Endeavour Mining PLC |
|
|
3,666 |
|
|
|
78 |
|
Experian PLC |
|
|
1,157 |
|
|
|
54 |
|
Flutter Entertainment PLC * |
|
|
109 |
|
|
|
20 |
|
GSK PLC |
|
|
4,891 |
|
|
|
95 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Haleon PLC |
|
|
10,105 |
|
|
$ |
41 |
|
Halma PLC |
|
|
6,025 |
|
|
|
206 |
|
Hargreaves Lansdown PLC |
|
|
4,638 |
|
|
|
66 |
|
Imperial Brands PLC |
|
|
5,956 |
|
|
|
152 |
|
Informa PLC |
|
|
8,891 |
|
|
|
96 |
|
InterContinental Hotels Group PLC |
|
|
861 |
|
|
|
91 |
|
Kingfisher PLC |
|
|
15,739 |
|
|
|
49 |
|
Land Securities Group PLC ‡ |
|
|
4,420 |
|
|
|
35 |
|
London Stock Exchange Group PLC |
|
|
585 |
|
|
|
69 |
|
Mondi PLC |
|
|
5,292 |
|
|
|
102 |
|
National Grid PLC |
|
|
4,637 |
|
|
|
52 |
|
NMC Health PLC |
|
|
12,179 |
|
|
|
— |
|
Pearson PLC |
|
|
2,878 |
|
|
|
36 |
|
Persimmon PLC |
|
|
2,512 |
|
|
|
43 |
|
Phoenix Group Holdings PLC |
|
|
7,887 |
|
|
|
52 |
|
Prudential PLC |
|
|
1,980 |
|
|
|
18 |
|
Reckitt Benckiser Group PLC |
|
|
506 |
|
|
|
27 |
|
RELX PLC |
|
|
3,034 |
|
|
|
140 |
|
Rentokil Initial PLC |
|
|
12,011 |
|
|
|
70 |
|
Rolls-Royce Holdings PLC * |
|
|
4,996 |
|
|
|
29 |
|
Sage Group PLC/The |
|
|
14,355 |
|
|
|
198 |
|
Segro PLC ‡ |
|
|
3,917 |
|
|
|
44 |
|
Severn Trent PLC |
|
|
3,984 |
|
|
|
120 |
|
Shell PLC |
|
|
10,804 |
|
|
|
387 |
|
Smith & Nephew PLC |
|
|
9,612 |
|
|
|
119 |
|
Smiths Group PLC |
|
|
3,056 |
|
|
|
66 |
|
Smurfit Kappa Group PLC |
|
|
6,239 |
|
|
|
278 |
|
SSE PLC |
|
|
6,499 |
|
|
|
147 |
|
Taylor Wimpey PLC |
|
|
28,947 |
|
|
|
52 |
|
Tesco PLC |
|
|
17,126 |
|
|
|
66 |
|
United Utilities Group PLC, Cl B |
|
|
4,423 |
|
|
|
55 |
|
Vodafone Group PLC |
|
|
157,079 |
|
|
|
139 |
|
Whitbread PLC |
|
|
1,289 |
|
|
|
48 |
|
WPP PLC |
|
|
6,268 |
|
|
|
57 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,982 |
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $45,705) ($ Thousands) |
|
|
|
|
|
|
50,129 |
|
|
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 1.0% |
|
|
|
|
|
|
|
|
|
iShares iBoxx $ Investment Grade Corporate Bond ETF |
|
|
130,327 |
|
|
|
13,961 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $14,921) ($ Thousands) |
|
|
|
|
|
|
13,961 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 0.0% |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Global-e Online Ltd, Cl E * |
|
|
5,075 |
|
|
$ |
184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 0.0% |
|
|
|
|
CyberArk Software Ltd * |
|
|
138 |
|
|
|
38 |
|
Monday.com Ltd * |
|
|
126 |
|
|
|
30 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $228) ($ Thousands) |
|
|
|
|
|
|
252 |
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATION — 0.0%^ |
Financials — 0.0% |
|
|
|
|
Landwirtschaftliche Rentenbank |
|
|
|
|
|
|
|
|
2.000%, 01/13/2025 ^ |
|
$ |
250 |
|
|
|
245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligation |
|
|
|
|
|
|
|
|
(Cost $250) ($ Thousands) |
|
|
|
|
|
|
245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.0% |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Porsche Automobil Holding SE (C) |
|
|
646 |
|
|
|
29 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care — 0.0% |
|
|
|
|
Sartorius AG (C) |
|
|
58 |
|
|
|
14 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $61) ($ Thousands) |
|
|
|
|
|
|
43 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Amplifon Spa, Expires 07/12/2024 * |
|
|
633 |
|
|
|
– |
|
Abiomed Inc *‡‡ |
|
|
422 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Warrants |
|
|
|
|
|
WARRANT — 0.0% |
Constellation Software Inc.‡‡ |
|
|
100 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrant |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 64.6% |
|
|
|
|
|
|
|
|
(Cost $874,837) ($ Thousands) |
|
$ |
860,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Australian 10-Year Bond |
|
|
1,476 |
|
|
|
Sep-2024 |
|
|
$ |
111,711 |
|
|
$ |
111,951 |
|
|
$ |
(176 |
) |
Australian 3-Year Bond |
|
|
182 |
|
|
|
Sep-2024 |
|
|
|
12,797 |
|
|
|
12,818 |
|
|
|
(46 |
) |
Brent Crude^ |
|
|
18 |
|
|
|
Jul-2024 |
|
|
|
1,493 |
|
|
|
1,530 |
|
|
|
37 |
|
Brent Crude^ |
|
|
244 |
|
|
|
Aug-2024 |
|
|
|
19,768 |
|
|
|
20,542 |
|
|
|
774 |
|
Canadian 10-Year Bond |
|
|
372 |
|
|
|
Sep-2024 |
|
|
|
32,449 |
|
|
|
32,642 |
|
|
|
233 |
|
Canadian 10-Year Bond |
|
|
150 |
|
|
|
Sep-2024 |
|
|
|
13,237 |
|
|
|
13,163 |
|
|
|
(81 |
) |
Coffee C^ |
|
|
49 |
|
|
|
Sep-2024 |
|
|
|
3,943 |
|
|
|
4,167 |
|
|
|
224 |
|
Coffee C^ |
|
|
59 |
|
|
|
Sep-2024 |
|
|
|
5,024 |
|
|
|
5,018 |
|
|
|
(6 |
) |
Copper^ |
|
|
68 |
|
|
|
Sep-2024 |
|
|
|
8,128 |
|
|
|
7,465 |
|
|
|
(663 |
) |
Corn^ |
|
|
407 |
|
|
|
Sep-2024 |
|
|
|
9,456 |
|
|
|
8,292 |
|
|
|
(1,164 |
) |
Cotton No. 2^ |
|
|
119 |
|
|
|
Dec-2024 |
|
|
|
4,373 |
|
|
|
4,326 |
|
|
|
(47 |
) |
DAX Index |
|
|
19 |
|
|
|
Sep-2024 |
|
|
|
9,342 |
|
|
|
9,369 |
|
|
|
46 |
|
Euro STOXX 50 |
|
|
334 |
|
|
|
Sep-2024 |
|
|
|
17,704 |
|
|
|
17,633 |
|
|
|
(47 |
) |
Euro-Bobl |
|
|
404 |
|
|
|
Sep-2024 |
|
|
|
50,551 |
|
|
|
50,417 |
|
|
|
393 |
|
Euro-BTP |
|
|
208 |
|
|
|
Sep-2024 |
|
|
|
26,168 |
|
|
|
25,701 |
|
|
|
(189 |
) |
Euro-Bund 10-Year Bond |
|
|
374 |
|
|
|
Sep-2024 |
|
|
|
52,900 |
|
|
|
52,759 |
|
|
|
335 |
|
Euro-Buxl |
|
|
96 |
|
|
|
Sep-2024 |
|
|
|
13,354 |
|
|
|
13,399 |
|
|
|
185 |
|
Euro-OAT |
|
|
135 |
|
|
|
Sep-2024 |
|
|
|
18,088 |
|
|
|
17,814 |
|
|
|
(113 |
) |
Euro-Schatz |
|
|
53 |
|
|
|
Sep-2024 |
|
|
|
6,004 |
|
|
|
6,004 |
|
|
|
(2 |
) |
Feeder Cattle^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
913 |
|
|
|
909 |
|
|
|
(4 |
) |
Feeder Cattle^ |
|
|
52 |
|
|
|
Aug-2024 |
|
|
|
6,548 |
|
|
|
6,742 |
|
|
|
194 |
|
FTSE 100 Index |
|
|
319 |
|
|
|
Sep-2024 |
|
|
|
33,180 |
|
|
|
33,114 |
|
|
|
46 |
|
FTSE MIB Index |
|
|
79 |
|
|
|
Sep-2024 |
|
|
|
14,167 |
|
|
|
14,150 |
|
|
|
8 |
|
FTSE Taiwan Index |
|
|
72 |
|
|
|
Jul-2024 |
|
|
|
5,527 |
|
|
|
5,554 |
|
|
|
27 |
|
FTSE/JSE Top 40 Index |
|
|
19 |
|
|
|
Sep-2024 |
|
|
|
763 |
|
|
|
767 |
|
|
|
5 |
|
Gasoline^ |
|
|
85 |
|
|
|
Aug-2024 |
|
|
|
8,655 |
|
|
|
8,821 |
|
|
|
166 |
|
Gold^ |
|
|
12 |
|
|
|
Dec-2024 |
|
|
|
2,849 |
|
|
|
2,863 |
|
|
|
14 |
|
Gold^ |
|
|
222 |
|
|
|
Aug-2024 |
|
|
|
53,261 |
|
|
|
51,939 |
|
|
|
(1,322 |
) |
Hang Seng Index |
|
|
145 |
|
|
|
Jul-2024 |
|
|
|
16,518 |
|
|
|
16,372 |
|
|
|
(148 |
) |
IBEX |
|
|
172 |
|
|
|
Jul-2024 |
|
|
|
20,327 |
|
|
|
20,049 |
|
|
|
(236 |
) |
IFSC Nifty50 Index |
|
|
297 |
|
|
|
Jul-2024 |
|
|
|
14,133 |
|
|
|
14,339 |
|
|
|
206 |
|
Japanese 10-Year Bond |
|
|
23 |
|
|
|
Sep-2024 |
|
|
|
20,794 |
|
|
|
20,427 |
|
|
|
(74 |
) |
Japanese 10-Year Bond |
|
|
101 |
|
|
|
Sep-2024 |
|
|
|
91,972 |
|
|
|
89,698 |
|
|
|
2 |
|
Japanese 10-Year Government Bond E-MINI |
|
|
9 |
|
|
|
Sep-2024 |
|
|
|
820 |
|
|
|
799 |
|
|
|
(1 |
) |
KC HRW Wheat^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
250 |
|
|
|
234 |
|
|
|
(16 |
) |
KOSPI 200 Index |
|
|
76 |
|
|
|
Sep-2024 |
|
|
|
5,107 |
|
|
|
5,334 |
|
|
|
223 |
|
Lean Hogs^ |
|
|
77 |
|
|
|
Aug-2024 |
|
|
|
2,815 |
|
|
|
2,758 |
|
|
|
(57 |
) |
Live Cattle^ |
|
|
124 |
|
|
|
Oct-2024 |
|
|
|
9,142 |
|
|
|
9,170 |
|
|
|
28 |
|
Live Cattle^ |
|
|
73 |
|
|
|
Aug-2024 |
|
|
|
5,114 |
|
|
|
5,415 |
|
|
|
301 |
|
LME Copper^ |
|
|
49 |
|
|
|
Sep-2024 |
|
|
|
11,867 |
|
|
|
11,750 |
|
|
|
(117 |
) |
LME Lead^ |
|
|
45 |
|
|
|
Sep-2024 |
|
|
|
2,464 |
|
|
|
2,508 |
|
|
|
44 |
|
LME Nickel^ |
|
|
51 |
|
|
|
Sep-2024 |
|
|
|
5,990 |
|
|
|
5,286 |
|
|
|
(704 |
) |
LME Primary Aluminum^ |
|
|
299 |
|
|
|
Sep-2024 |
|
|
|
19,316 |
|
|
|
18,864 |
|
|
|
(452 |
) |
LME Zinc^ |
|
|
110 |
|
|
|
Sep-2024 |
|
|
|
8,208 |
|
|
|
8,073 |
|
|
|
(135 |
) |
LME Zinc^ |
|
|
60 |
|
|
|
Sep-2024 |
|
|
|
4,268 |
|
|
|
4,403 |
|
|
|
135 |
|
Long Gilt 10-Year Bond |
|
|
795 |
|
|
|
Sep-2024 |
|
|
|
98,031 |
|
|
|
98,054 |
|
|
|
709 |
|
Low Sulphur Gasoil^ |
|
|
79 |
|
|
|
Sep-2024 |
|
|
|
6,100 |
|
|
|
6,194 |
|
|
|
94 |
|
Low Sulphur Gasoil^ |
|
|
106 |
|
|
|
Aug-2024 |
|
|
|
8,002 |
|
|
|
8,310 |
|
|
|
308 |
|
Natural Gas^ |
|
|
485 |
|
|
|
Aug-2024 |
|
|
|
13,086 |
|
|
|
12,600 |
|
|
|
(486 |
) |
Natural Gas^ |
|
|
41 |
|
|
|
Jul-2024 |
|
|
|
1,190 |
|
|
|
1,066 |
|
|
|
(124 |
) |
NY Harbor ULSD^ |
|
|
92 |
|
|
|
Aug-2024 |
|
|
|
9,717 |
|
|
|
9,849 |
|
|
|
132 |
|
NYMEX Cocoa^ |
|
|
101 |
|
|
|
Dec-2024 |
|
|
|
6,616 |
|
|
|
6,657 |
|
|
|
41 |
|
NYMEX Cocoa^ |
|
|
24 |
|
|
|
Sep-2024 |
|
|
|
2,164 |
|
|
|
1,856 |
|
|
|
(308 |
) |
OMX Stockholm 30 |
|
|
644 |
|
|
|
Jul-2024 |
|
|
|
15,730 |
|
|
|
15,676 |
|
|
|
49 |
|
Platinum^ |
|
|
3 |
|
|
|
Apr-2025 |
|
|
|
47 |
|
|
|
48 |
|
|
|
1 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Russell 2000 Index E-MINI |
|
|
214 |
|
|
|
Sep-2024 |
|
|
$ |
22,069 |
|
|
$ |
22,096 |
|
|
$ |
27 |
|
Russell 2000 Index E-MINI |
|
|
159 |
|
|
|
Sep-2024 |
|
|
|
16,533 |
|
|
|
16,417 |
|
|
|
(116 |
) |
S&P 500 Index E-MINI |
|
|
1,190 |
|
|
|
Sep-2024 |
|
|
|
327,100 |
|
|
|
328,529 |
|
|
|
1,429 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
59 |
|
|
|
Sep-2024 |
|
|
|
17,530 |
|
|
|
17,453 |
|
|
|
(77 |
) |
S&P TSX 60 Index |
|
|
77 |
|
|
|
Sep-2024 |
|
|
|
14,520 |
|
|
|
14,749 |
|
|
|
144 |
|
Silver^ |
|
|
124 |
|
|
|
Sep-2024 |
|
|
|
18,463 |
|
|
|
18,327 |
|
|
|
(136 |
) |
Soybean^ |
|
|
168 |
|
|
|
Nov-2024 |
|
|
|
9,911 |
|
|
|
9,273 |
|
|
|
(638 |
) |
Soybean Meal^ |
|
|
313 |
|
|
|
Dec-2024 |
|
|
|
11,047 |
|
|
|
10,501 |
|
|
|
(546 |
) |
Soybean Oil^ |
|
|
252 |
|
|
|
Dec-2024 |
|
|
|
6,654 |
|
|
|
6,622 |
|
|
|
(32 |
) |
SPI 200 Index |
|
|
109 |
|
|
|
Sep-2024 |
|
|
|
13,852 |
|
|
|
14,145 |
|
|
|
112 |
|
Sugar No. 11^ |
|
|
466 |
|
|
|
Sep-2024 |
|
|
|
9,769 |
|
|
|
10,594 |
|
|
|
825 |
|
TOPIX Index |
|
|
228 |
|
|
|
Sep-2024 |
|
|
|
40,405 |
|
|
|
39,835 |
|
|
|
407 |
|
U.S. 2-Year Treasury Note |
|
|
756 |
|
|
|
Sep-2024 |
|
|
|
154,144 |
|
|
|
154,390 |
|
|
|
246 |
|
U.S. 5-Year Treasury Note |
|
|
1,413 |
|
|
|
Sep-2024 |
|
|
|
149,995 |
|
|
|
150,595 |
|
|
|
600 |
|
U.S. 10-Year Treasury Note |
|
|
1,263 |
|
|
|
Sep-2024 |
|
|
|
138,035 |
|
|
|
138,910 |
|
|
|
875 |
|
U.S. Long Treasury Bond |
|
|
599 |
|
|
|
Sep-2024 |
|
|
|
70,402 |
|
|
|
70,869 |
|
|
|
467 |
|
U.S. Ultra Long Treasury Bond |
|
|
176 |
|
|
|
Sep-2024 |
|
|
|
21,961 |
|
|
|
22,060 |
|
|
|
99 |
|
Wheat^ |
|
|
233 |
|
|
|
Sep-2024 |
|
|
|
7,480 |
|
|
|
6,681 |
|
|
|
(799 |
) |
WTI Crude Oil^ |
|
|
215 |
|
|
|
Aug-2024 |
|
|
|
17,082 |
|
|
|
17,338 |
|
|
|
256 |
|
WTI Crude Oil^ |
|
|
40 |
|
|
|
Jul-2024 |
|
|
|
3,123 |
|
|
|
3,261 |
|
|
|
138 |
|
|
|
|
|
|
|
|
|
|
|
|
2,012,216 |
|
|
|
2,008,303 |
|
|
|
1,523 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AUD Currency |
|
|
(224) |
|
|
|
Sep-2024 |
|
|
$ |
(14,848 |
) |
|
$ |
(14,970 |
) |
|
$ |
(122 |
) |
British Pound |
|
|
(248) |
|
|
|
Sep-2024 |
|
|
|
(19,768 |
) |
|
|
(19,606 |
) |
|
|
162 |
|
CAC40 10 Euro Index |
|
|
(78) |
|
|
|
Jul-2024 |
|
|
|
(6,359 |
) |
|
|
(6,264 |
) |
|
|
87 |
|
CAD Currency |
|
|
(294) |
|
|
|
Sep-2024 |
|
|
|
(21,426 |
) |
|
|
(21,521 |
) |
|
|
(95 |
) |
Copper^ |
|
|
(4) |
|
|
|
Sep-2024 |
|
|
|
(439 |
) |
|
|
(439 |
) |
|
|
– |
|
DAX Index |
|
|
(9) |
|
|
|
Sep-2024 |
|
|
|
(4,427 |
) |
|
|
(4,438 |
) |
|
|
(20 |
) |
Euro FX |
|
|
(147) |
|
|
|
Sep-2024 |
|
|
|
(19,830 |
) |
|
|
(19,757 |
) |
|
|
73 |
|
FTSE KLCI |
|
|
(6) |
|
|
|
Jul-2024 |
|
|
|
(101 |
) |
|
|
(102 |
) |
|
|
(1 |
) |
Gasoline^ |
|
|
(10) |
|
|
|
Jul-2024 |
|
|
|
(1,038 |
) |
|
|
(1,051 |
) |
|
|
(13 |
) |
Hang Seng China Enterprises Index |
|
|
(5) |
|
|
|
Jul-2024 |
|
|
|
(204 |
) |
|
|
(200 |
) |
|
|
4 |
|
Japanese Yen |
|
|
(216) |
|
|
|
Sep-2024 |
|
|
|
(17,448 |
) |
|
|
(16,989 |
) |
|
|
459 |
|
LME Nickel^ |
|
|
(1) |
|
|
|
Sep-2024 |
|
|
|
(104 |
) |
|
|
(104 |
) |
|
|
– |
|
Mexican Bolsa Index |
|
|
(7) |
|
|
|
Sep-2024 |
|
|
|
(205 |
) |
|
|
(205 |
) |
|
|
2 |
|
MSCI Singapore Index |
|
|
(73) |
|
|
|
Jul-2024 |
|
|
|
(1,691 |
) |
|
|
(1,705 |
) |
|
|
(13 |
) |
NY Harbor ULSD^ |
|
|
(6) |
|
|
|
Jul-2024 |
|
|
|
(643 |
) |
|
|
(638 |
) |
|
|
5 |
|
S&P TSX 60 Index |
|
|
(35) |
|
|
|
Sep-2024 |
|
|
|
(6,659 |
) |
|
|
(6,704 |
) |
|
|
(24 |
) |
SET 50 |
|
|
(99) |
|
|
|
Sep-2024 |
|
|
|
(437 |
) |
|
|
(434 |
) |
|
|
3 |
|
SPI 200 Index |
|
|
(63) |
|
|
|
Sep-2024 |
|
|
|
(8,048 |
) |
|
|
(8,175 |
) |
|
|
(49 |
) |
Swiss Franc |
|
|
(133) |
|
|
|
Sep-2024 |
|
|
|
(18,736 |
) |
|
|
(18,675 |
) |
|
|
61 |
|
|
|
|
|
|
|
|
|
|
|
|
(142,411 |
) |
|
|
(141,977 |
) |
|
|
519 |
|
|
|
|
|
|
|
|
|
|
|
$ |
1,869,805 |
|
|
$ |
1,866,326 |
|
|
$ |
2,042 |
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
08/29/24 |
|
|
|
GBP |
|
|
|
25,400 |
|
|
|
USD |
|
|
|
32,129 |
|
|
$ |
11 |
|
BNYMellon |
|
|
07/30/24 |
|
|
|
AUD |
|
|
|
2,750 |
|
|
|
USD |
|
|
|
1,830 |
|
|
|
(7 |
) |
BNYMellon |
|
|
07/30/24 |
|
|
|
CAD |
|
|
|
5,580 |
|
|
|
USD |
|
|
|
4,084 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
07/30/24 |
|
|
|
EUR |
|
|
|
62 |
|
|
|
USD |
|
|
|
66 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/30/24 |
|
|
|
JPY |
|
|
|
8,107 |
|
|
|
USD |
|
|
|
51 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1 |
|
|
|
SGD |
|
|
|
2 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
174 |
|
|
|
ILS |
|
|
|
649 |
|
|
|
(1 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
183 |
|
|
|
IDR |
|
|
|
2,977,778 |
|
|
|
(1 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
137 |
|
|
|
COP |
|
|
|
578,223 |
|
|
$ |
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
247 |
|
|
|
COP |
|
|
|
983,861 |
|
|
|
(13 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
406 |
|
|
|
PLN |
|
|
|
1,604 |
|
|
|
(7 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
141 |
|
|
|
THB |
|
|
|
5,143 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
355 |
|
|
|
THB |
|
|
|
12,857 |
|
|
|
(2 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
500 |
|
|
|
USD |
|
|
|
14 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
262 |
|
|
|
TWD |
|
|
|
8,500 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,663 |
|
|
|
TWD |
|
|
|
53,500 |
|
|
|
(9 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
1,366 |
|
|
|
USD |
|
|
|
346 |
|
|
|
6 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
953 |
|
|
|
USD |
|
|
|
235 |
|
|
|
(2 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
ILS |
|
|
|
2,954 |
|
|
|
USD |
|
|
|
802 |
|
|
|
15 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
SGD |
|
|
|
3,512 |
|
|
|
USD |
|
|
|
2,617 |
|
|
|
15 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,852 |
|
|
|
CZK |
|
|
|
87,532 |
|
|
|
(97 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
BRL |
|
|
|
5,658 |
|
|
|
USD |
|
|
|
1,053 |
|
|
|
42 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
5,864 |
|
|
|
HUF |
|
|
|
2,115,496 |
|
|
|
(134 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
6,200 |
|
|
|
EUR |
|
|
|
5,724 |
|
|
|
(43 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
TWD |
|
|
|
6,000 |
|
|
|
USD |
|
|
|
186 |
|
|
|
1 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
TWD |
|
|
|
500 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,301 |
|
|
|
GBP |
|
|
|
5,724 |
|
|
|
(62 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
280 |
|
|
|
BRL |
|
|
|
1,570 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,926 |
|
|
|
BRL |
|
|
|
42,047 |
|
|
|
(421 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
8,571 |
|
|
|
ZAR |
|
|
|
162,879 |
|
|
|
296 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,375 |
|
|
|
ZAR |
|
|
|
43,500 |
|
|
|
(7 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
GBP |
|
|
|
17,358 |
|
|
|
USD |
|
|
|
22,173 |
|
|
|
221 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
HUF |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
54 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
17,416 |
|
|
|
INR |
|
|
|
1,457,250 |
|
|
|
25 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,794 |
|
|
|
INR |
|
|
|
232,875 |
|
|
|
(7 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
211 |
|
|
|
MXN |
|
|
|
4,000 |
|
|
|
5 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
21,970 |
|
|
|
MXN |
|
|
|
380,203 |
|
|
|
(1,436 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
41,875 |
|
|
|
USD |
|
|
|
2,208 |
|
|
|
(72 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
35,000 |
|
|
|
USD |
|
|
|
1,541 |
|
|
|
40 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
17,000 |
|
|
|
USD |
|
|
|
726 |
|
|
|
(3 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
7,500 |
|
|
|
USD |
|
|
|
129 |
|
|
|
— |
|
Citigroup |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
52,500 |
|
|
|
USD |
|
|
|
894 |
|
|
|
(4 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
63,070 |
|
|
|
USD |
|
|
|
68,801 |
|
|
|
951 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
2,523 |
|
|
|
USD |
|
|
|
2,710 |
|
|
|
(4 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
50,500 |
|
|
|
USD |
|
|
|
2,794 |
|
|
|
67 |
|
Citigroup |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
24,500 |
|
|
|
USD |
|
|
|
1,309 |
|
|
|
(15 |
) |
Citigroup |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
105,000 |
|
|
|
USD |
|
|
|
1,254 |
|
|
|
(3 |
) |
Citigroup |
|
|
09/19/24 |
|
|
|
CNH |
|
|
|
2,082 |
|
|
|
USD |
|
|
|
288 |
|
|
|
1 |
|
Citigroup |
|
|
09/19/24 |
|
|
|
CNH |
|
|
|
15 |
|
|
|
USD |
|
|
|
2 |
|
|
|
— |
|
Citigroup |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
689 |
|
|
|
KRW |
|
|
|
950,000 |
|
|
|
3 |
|
Citigroup |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
3,758 |
|
|
|
KRW |
|
|
|
5,128,881 |
|
|
|
(19 |
) |
Citigroup |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
7,466 |
|
|
|
CNH |
|
|
|
53,795 |
|
|
|
(50 |
) |
Citigroup |
|
|
09/19/24 |
|
|
|
KRW |
|
|
|
850,000 |
|
|
|
USD |
|
|
|
626 |
|
|
|
6 |
|
Citigroup |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
1,492 |
|
|
|
CLP |
|
|
|
1,359,371 |
|
|
|
(52 |
) |
Citigroup |
|
|
09/23/24 |
|
|
|
CLP |
|
|
|
556,250 |
|
|
|
USD |
|
|
|
603 |
|
|
|
13 |
|
Citigroup |
|
|
09/23/24 |
|
|
|
CLP |
|
|
|
150,000 |
|
|
|
USD |
|
|
|
158 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1 |
|
|
|
SGD |
|
|
|
2 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
174 |
|
|
|
ILS |
|
|
|
649 |
|
|
|
(1 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
183 |
|
|
|
IDR |
|
|
|
2,977,778 |
|
|
$ |
(1 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
137 |
|
|
|
COP |
|
|
|
578,223 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
247 |
|
|
|
COP |
|
|
|
983,861 |
|
|
|
(12 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
406 |
|
|
|
PLN |
|
|
|
1,604 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
141 |
|
|
|
THB |
|
|
|
5,143 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
355 |
|
|
|
THB |
|
|
|
12,857 |
|
|
|
(2 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
THB |
|
|
|
500 |
|
|
|
USD |
|
|
|
14 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,368 |
|
|
|
EUR |
|
|
|
1,265 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
262 |
|
|
|
TWD |
|
|
|
8,500 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
1,663 |
|
|
|
TWD |
|
|
|
53,500 |
|
|
|
(9 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
1,366 |
|
|
|
USD |
|
|
|
346 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PLN |
|
|
|
953 |
|
|
|
USD |
|
|
|
235 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
ILS |
|
|
|
2,954 |
|
|
|
USD |
|
|
|
802 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
SGD |
|
|
|
3,512 |
|
|
|
USD |
|
|
|
2,617 |
|
|
|
15 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
3,852 |
|
|
|
CZK |
|
|
|
87,532 |
|
|
|
(97 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
BRL |
|
|
|
5,658 |
|
|
|
USD |
|
|
|
1,053 |
|
|
|
43 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
5,864 |
|
|
|
HUF |
|
|
|
2,115,496 |
|
|
|
(134 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
TWD |
|
|
|
6,000 |
|
|
|
USD |
|
|
|
186 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
TWD |
|
|
|
500 |
|
|
|
USD |
|
|
|
15 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
279 |
|
|
|
BRL |
|
|
|
1,570 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
7,925 |
|
|
|
BRL |
|
|
|
42,047 |
|
|
|
(421 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
8,571 |
|
|
|
ZAR |
|
|
|
162,879 |
|
|
|
297 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,375 |
|
|
|
ZAR |
|
|
|
43,500 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
GBP |
|
|
|
15,198 |
|
|
|
USD |
|
|
|
19,411 |
|
|
|
191 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
HUF |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
54 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
17,416 |
|
|
|
INR |
|
|
|
1,457,250 |
|
|
|
25 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
2,794 |
|
|
|
INR |
|
|
|
232,875 |
|
|
|
(7 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
211 |
|
|
|
MXN |
|
|
|
4,000 |
|
|
|
5 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
USD |
|
|
|
21,970 |
|
|
|
MXN |
|
|
|
380,203 |
|
|
|
(1,435 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
ZAR |
|
|
|
41,875 |
|
|
|
USD |
|
|
|
2,208 |
|
|
|
(71 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
35,000 |
|
|
|
USD |
|
|
|
1,541 |
|
|
|
40 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
CZK |
|
|
|
17,000 |
|
|
|
USD |
|
|
|
726 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
7,500 |
|
|
|
USD |
|
|
|
129 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
PHP |
|
|
|
52,500 |
|
|
|
USD |
|
|
|
894 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
61,279 |
|
|
|
USD |
|
|
|
66,844 |
|
|
|
922 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
EUR |
|
|
|
620 |
|
|
|
USD |
|
|
|
666 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
50,500 |
|
|
|
USD |
|
|
|
2,794 |
|
|
|
67 |
|
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
MXN |
|
|
|
24,500 |
|
|
|
USD |
|
|
|
1,309 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
09/18/24 |
|
|
|
INR |
|
|
|
105,000 |
|
|
|
USD |
|
|
|
1,254 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
CNH |
|
|
|
2,082 |
|
|
|
USD |
|
|
|
288 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
CNH |
|
|
|
15 |
|
|
|
USD |
|
|
|
2 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
689 |
|
|
|
KRW |
|
|
|
950,000 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
3,758 |
|
|
|
KRW |
|
|
|
5,128,881 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
7,466 |
|
|
|
CNH |
|
|
|
53,795 |
|
|
|
(49 |
) |
JPMorgan Chase Bank |
|
|
09/19/24 |
|
|
|
KRW |
|
|
|
850,000 |
|
|
|
USD |
|
|
|
626 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
09/23/24 |
|
|
|
USD |
|
|
|
1,492 |
|
|
|
CLP |
|
|
|
1,359,371 |
|
|
|
(52 |
) |
JPMorgan Chase Bank |
|
|
09/23/24 |
|
|
|
CLP |
|
|
|
556,250 |
|
|
|
USD |
|
|
|
603 |
|
|
|
14 |
|
JPMorgan Chase Bank |
|
|
09/23/24 |
|
|
|
CLP |
|
|
|
150,000 |
|
|
|
USD |
|
|
|
158 |
|
|
|
— |
|
State Street |
|
|
07/30/24 |
|
|
|
CHF |
|
|
|
3,280 |
|
|
|
USD |
|
|
|
3,685 |
|
|
|
20 |
|
State Street |
|
|
07/30/24 |
|
|
|
GBP |
|
|
|
4,020 |
|
|
|
USD |
|
|
|
5,100 |
|
|
|
18 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
State Street |
|
|
07/30/24 |
|
|
|
HKD |
|
|
|
13,710 |
|
|
|
USD |
|
|
|
1,758 |
|
|
$ |
— |
|
State Street |
|
|
07/30/24 |
|
|
|
EUR |
|
|
|
13,820 |
|
|
|
USD |
|
|
|
14,829 |
|
|
|
(1 |
) |
State Street |
|
|
07/30/24 |
|
|
|
JPY |
|
|
|
2,089,420 |
|
|
|
USD |
|
|
|
13,169 |
|
|
|
117 |
|
State Street |
|
|
08/29/24 |
|
|
|
EUR |
|
|
|
40,000 |
|
|
|
USD |
|
|
|
42,915 |
|
|
|
(75 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,369 |
) |
A list of open OTC swap agreements held by the Fund at June 30, 2024, is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount ($ Thousands) |
|
|
Value
($ Thousands) |
|
|
Upfront Payments
($ Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
($ Thousands) |
|
Bank of America |
|
|
TAIEX FUTURES INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
7/20/2024 |
|
|
|
TWD |
|
|
$ |
9,533 |
|
|
$ |
9,775 |
|
|
$ |
– |
|
|
$ |
242 |
|
JPMorgan Chase |
|
|
AEX INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
7/22/2024 |
|
|
|
EUR |
|
|
|
799 |
|
|
|
794 |
|
|
|
– |
|
|
|
(5 |
) |
Bank of America |
|
|
HSCEI FUTURES INDEX |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
At Maturity |
|
|
|
7/30/2024 |
|
|
|
HKD |
|
|
|
9,373 |
|
|
|
9,228 |
|
|
|
– |
|
|
|
(144 |
) |
JPMorgan Chase |
|
|
HSCEI FUTURES INDEX |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
At Maturity |
|
|
|
7/30/2024 |
|
|
|
HKD |
|
|
|
11,064 |
|
|
|
10,873 |
|
|
|
– |
|
|
|
(190 |
) |
Bank of America |
|
|
BOVESPA INDEX |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
8/17/2024 |
|
|
|
BRL |
|
|
|
4,783 |
|
|
|
4,805 |
|
|
|
– |
|
|
|
22 |
|
Bank of America |
|
|
KOSPI 200 INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
9/15/2024 |
|
|
|
KRW |
|
|
|
2,623 |
|
|
|
2,737 |
|
|
|
– |
|
|
|
113 |
|
JPMorgan Chase |
|
|
KOSPI 200 INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
9/15/2024 |
|
|
|
KRW |
|
|
|
5,197 |
|
|
|
5,403 |
|
|
|
– |
|
|
|
206 |
|
Citigroup |
|
|
MSCI INTERNATIONAL SOUTH AFRICA |
|
|
ASSET RETURN |
|
|
|
JIBA1M INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
ZAR |
|
|
|
27,684 |
|
|
|
(67 |
) |
|
|
– |
|
|
|
(67 |
) |
Citigroup |
|
|
MSCI THAILAND NET |
|
|
ASSET RETURN |
|
|
|
NDEUTHF INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
USD |
|
|
|
944 |
|
|
|
11 |
|
|
|
– |
|
|
|
11 |
|
Citigroup |
|
|
MSCI INTERNATIONAL SINGAPORE |
|
|
ASSET RETURN |
|
|
|
SIBCSORA INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
SGD |
|
|
|
2,189 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
Citigroup |
|
|
MSCI TAIWAN NET |
|
|
|
NDEUSTW INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
USD |
|
|
|
(379 |
) |
|
|
19 |
|
|
|
– |
|
|
|
19 |
|
Citigroup |
|
|
MSCI INTERNATIONAL MEXICO |
|
|
ASSET RETURN |
|
|
|
MXIBTIIE INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
MXN |
|
|
|
9,301 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
Bank of America |
|
|
TEL AVIV 35 |
|
|
|
TELBOR01 INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
ILS |
|
|
|
(1,432 |
) |
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
Citigroup |
|
|
MSCI INTERNATIONAL SPAIN |
|
|
|
ESTRON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
EUR |
|
|
|
(2,570 |
) |
|
|
(72 |
) |
|
|
– |
|
|
|
(72 |
) |
Citigroup |
|
|
MSCI INTERNATIONAL NETHERLANDS |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
EUR |
|
|
|
547 |
|
|
|
12 |
|
|
|
– |
|
|
|
12 |
|
Citigroup |
|
|
MSCI INTERNATIONAL GERMANY |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
EUR |
|
|
|
231 |
|
|
|
4 |
|
|
|
– |
|
|
|
4 |
|
Citigroup |
|
|
MSCI INTERNATIONAL FRANCE |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
EUR |
|
|
|
1,577 |
|
|
|
1,695 |
|
|
|
– |
|
|
|
1,695 |
|
Citigroup |
|
|
MSCI INTERNATIONAL SWITZERLAND |
|
|
|
SSARON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
CHF |
|
|
|
(2,216 |
) |
|
|
(38 |
) |
|
|
– |
|
|
|
(38 |
) |
Citigroup |
|
|
MSCI INTERNATIONAL CANADA NET |
|
|
ASSET RETURN |
|
|
|
CAONREPO INDEX |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
CAD |
|
|
|
7,249 |
|
|
|
25 |
|
|
|
– |
|
|
|
25 |
|
Citigroup |
|
|
MSCI INTERNATIONAL SWEDEN |
|
|
|
STBB1M INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
SEK |
|
|
|
(12,478 |
) |
|
|
(29 |
) |
|
|
– |
|
|
|
(29 |
) |
Citigroup |
|
|
MSCI INTERNATIONAL BRAZIL NET INDEX |
|
|
|
BZDIOVRA INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/18/2024 |
|
|
|
BRL |
|
|
|
(13,149 |
) |
|
|
79 |
|
|
|
– |
|
|
|
79 |
|
Citigroup |
|
|
MSCI INTERNATIONAL HONG KONG |
|
|
|
HIHD01M INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
09/19/2024 |
|
|
|
HKD |
|
|
|
(3,635 |
) |
|
|
(18 |
) |
|
|
– |
|
|
|
(18 |
) |
Bank of America |
|
|
FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
9/22/2024 |
|
|
|
ZAR |
|
|
|
(66 |
) |
|
|
(68 |
) |
|
|
– |
|
|
|
(1 |
) |
Bank of America |
|
|
SWISS MARKET INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
At Maturity |
|
|
|
9/23/2024 |
|
|
|
CHF |
|
|
|
14,704 |
|
|
|
14,450 |
|
|
|
– |
|
|
|
(254 |
) |
Bank of America |
|
|
WIG 20 INDEX |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITIVE PRICE RETURN |
|
|
At Maturity |
|
|
|
9/23/2024 |
|
|
|
PLN |
|
|
|
(243 |
) |
|
|
(254 |
) |
|
|
– |
|
|
|
(11 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
59,351 |
|
|
$ |
– |
|
|
$ |
1,586 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Accumulation Fund (Concluded)
|
Percentages are based on Net Assets of $1,330,704 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
^ |
Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2024. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $65,733 ($ Thousands), representing 4.9% of the Net Assets of the Fund. |
(C) |
No interest rate available. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 38.7% |
Communication Services — 2.5% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
1,319 |
|
|
$ |
869 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
920 |
|
|
|
367 |
|
AMC Entertainment Holdings |
|
|
|
|
|
|
|
|
7.500%, 02/15/2029 (A) |
|
|
120 |
|
|
|
81 |
|
AMC Networks |
|
|
|
|
|
|
|
|
10.250%, 01/15/2029 (A) |
|
|
190 |
|
|
|
187 |
|
ANGI Group |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
507 |
|
|
|
436 |
|
AT&T |
|
|
|
|
|
|
|
|
3.500%, 06/01/2041 |
|
|
330 |
|
|
|
252 |
|
2.750%, 06/01/2031 |
|
|
355 |
|
|
|
304 |
|
2.550%, 12/01/2033 |
|
|
1,338 |
|
|
|
1,064 |
|
Bharti Airtel |
|
|
|
|
|
|
|
|
3.250%, 06/03/2031 (A) |
|
|
1,160 |
|
|
|
1,019 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (A) |
|
|
1,140 |
|
|
|
934 |
|
4.250%, 02/01/2031 (A) |
|
|
280 |
|
|
|
228 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
5.125%, 07/01/2049 |
|
|
150 |
|
|
|
115 |
|
4.908%, 07/23/2025 |
|
|
690 |
|
|
|
683 |
|
3.750%, 02/15/2028 |
|
|
610 |
|
|
|
567 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
5.250%, 07/15/2028 (A) |
|
|
364 |
|
|
|
348 |
|
Clear Channel Outdoor Holdings |
|
|
|
|
|
|
|
|
7.875%, 04/01/2030 (A) |
|
|
610 |
|
|
|
614 |
|
5.125%, 08/15/2027 (A) |
|
|
150 |
|
|
|
143 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.875%, 11/15/2024 |
|
|
190 |
|
|
|
181 |
|
5.750%, 12/01/2028 (A) |
|
|
110 |
|
|
|
76 |
|
5.250%, 12/01/2026 (A) |
|
|
465 |
|
|
|
367 |
|
Hughes Satellite Systems |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 |
|
|
360 |
|
|
|
168 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
590 |
|
|
|
218 |
|
6.375%, 05/01/2026 |
|
|
70 |
|
|
|
54 |
|
IHS Holding |
|
|
|
|
|
|
|
|
6.250%, 11/29/2028 (A) |
|
|
350 |
|
|
|
313 |
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.250%, 03/25/2029 (A) |
|
|
297 |
|
|
|
286 |
|
4.500%, 04/27/2031 (A) |
|
|
219 |
|
|
|
188 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
160 |
|
|
|
152 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
100 |
|
|
|
88 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
4.000%, 07/15/2028 (A) |
|
|
805 |
|
|
|
727 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
4.500%, 04/15/2050 |
|
|
1,416 |
|
|
|
1,183 |
|
Townsquare Media |
|
|
|
|
|
|
|
|
6.875%, 02/01/2026 (A) |
|
|
632 |
|
|
|
622 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Turk Telekomunikasyon |
|
|
|
|
|
|
|
|
7.375%, 05/20/2029 (A) |
|
$ |
500 |
|
|
$ |
502 |
|
Ziff Davis |
|
|
|
|
|
|
|
|
4.625%, 10/15/2030 (A) |
|
|
310 |
|
|
|
280 |
|
ZipRecruiter |
|
|
|
|
|
|
|
|
5.000%, 01/15/2030 (A) |
|
|
210 |
|
|
|
183 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,799 |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 4.7% |
|
|
|
|
Allen Media |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
370 |
|
|
|
162 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.000%, 01/15/2028 (A) |
|
|
335 |
|
|
|
255 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
5.000%, 02/15/2032 (A) |
|
|
195 |
|
|
|
176 |
|
4.625%, 11/15/2029 (A) |
|
|
360 |
|
|
|
333 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
6.500%, 02/15/2032 (A) |
|
|
200 |
|
|
|
201 |
|
CalAtlantic Group |
|
|
|
|
|
|
|
|
5.250%, 06/01/2026 |
|
|
330 |
|
|
|
311 |
|
Carnival |
|
|
|
|
|
|
|
|
7.000%, 08/15/2029 (A) |
|
|
145 |
|
|
|
150 |
|
4.000%, 08/01/2028 (A) |
|
|
290 |
|
|
|
273 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
430 |
|
|
|
465 |
|
Carriage Services |
|
|
|
|
|
|
|
|
4.250%, 05/15/2029 (A) |
|
|
180 |
|
|
|
161 |
|
Cirsa Finance International Sarl |
|
|
|
|
|
|
|
|
6.500%, 03/15/2029 (A) |
|
EUR |
131 |
|
|
|
145 |
|
Cougar JV Subsidiary |
|
|
|
|
|
|
|
|
8.000%, 05/15/2032 (A) |
|
$ |
618 |
|
|
|
639 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
11.750%, 01/31/2029 (A) |
|
|
1,240 |
|
|
|
1,057 |
|
5.375%, 02/01/2028 (A) |
|
|
430 |
|
|
|
327 |
|
4.125%, 12/01/2030 (A) |
|
|
300 |
|
|
|
194 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
500 |
|
|
|
10 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
330 |
|
|
|
7 |
|
DirecTV Financing |
|
|
|
|
|
|
|
|
8.875%, 02/01/2030 (A) |
|
|
180 |
|
|
|
176 |
|
5.875%, 08/15/2027 (A) |
|
|
915 |
|
|
|
861 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
530 |
|
|
|
520 |
|
Empire Communities |
|
|
|
|
|
|
|
|
9.750%, 05/01/2029 (A) |
|
|
140 |
|
|
|
142 |
|
Foot Locker |
|
|
|
|
|
|
|
|
4.000%, 10/01/2029 (A) |
|
|
370 |
|
|
|
308 |
|
Ford Motor |
|
|
|
|
|
|
|
|
3.250%, 02/12/2032 |
|
|
861 |
|
|
|
712 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
5.850%, 05/17/2027 |
|
|
343 |
|
|
|
343 |
|
4.950%, 05/28/2027 |
|
|
1,019 |
|
|
|
995 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
$ |
625 |
|
|
$ |
555 |
|
Full House Resorts |
|
|
|
|
|
|
|
|
8.250%, 02/15/2028 (A) |
|
|
270 |
|
|
|
259 |
|
General Motors |
|
|
|
|
|
|
|
|
5.950%, 04/01/2049 |
|
|
36 |
|
|
|
35 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.650%, 01/17/2029 |
|
|
165 |
|
|
|
166 |
|
Getty Images |
|
|
|
|
|
|
|
|
9.750%, 03/01/2027 (A) |
|
|
540 |
|
|
|
541 |
|
Global Auto Holdings |
|
|
|
|
|
|
|
|
8.750%, 01/15/2032 (A) |
|
|
260 |
|
|
|
249 |
|
Hilton Grand Vacations Borrower Escrow |
|
|
|
|
|
|
|
|
5.000%, 06/01/2029 (A) |
|
|
710 |
|
|
|
662 |
|
Historic TW |
|
|
|
|
|
|
|
|
8.300%, 01/15/2036 (C) |
|
|
310 |
|
|
|
321 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.200%, 09/21/2030 (A) |
|
|
735 |
|
|
|
764 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
380 |
|
|
|
391 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
845 |
|
|
|
790 |
|
MajorDrive Holdings IV |
|
|
|
|
|
|
|
|
6.375%, 06/01/2029 (A) |
|
|
740 |
|
|
|
697 |
|
Marks & Spencer |
|
|
|
|
|
|
|
|
7.125%, 12/01/2037 (A) |
|
|
120 |
|
|
|
127 |
|
Match Group Holdings II |
|
|
|
|
|
|
|
|
5.625%, 02/15/2029 (A) |
|
|
155 |
|
|
|
149 |
|
3.625%, 10/01/2031 (A) |
|
|
115 |
|
|
|
97 |
|
McClatchy |
|
|
|
|
|
|
|
|
11.000%, 07/15/2027 (A) |
|
|
242 |
|
|
|
265 |
|
Mclaren Finance |
|
|
|
|
|
|
|
|
7.500%, 08/01/2026 (A) |
|
|
380 |
|
|
|
330 |
|
Melco Resorts Finance |
|
|
|
|
|
|
|
|
7.625%, 04/17/2032 (A) |
|
|
525 |
|
|
|
520 |
|
5.375%, 12/04/2029 (A) |
|
|
20 |
|
|
|
18 |
|
MercadoLibre |
|
|
|
|
|
|
|
|
3.125%, 01/14/2031 |
|
|
240 |
|
|
|
203 |
|
Michaels |
|
|
|
|
|
|
|
|
5.250%, 05/01/2028 (A) |
|
|
160 |
|
|
|
128 |
|
Mohegan Tribal Gaming Authority |
|
|
|
|
|
|
|
|
8.000%, 02/01/2026 (A) |
|
|
166 |
|
|
|
157 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (A) |
|
|
230 |
|
|
|
241 |
|
5.875%, 03/15/2026 (A) |
|
|
180 |
|
|
|
178 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.375%, 09/15/2027 |
|
|
70 |
|
|
|
69 |
|
5.700%, 04/01/2026 |
|
|
300 |
|
|
|
296 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
230 |
|
|
|
97 |
|
Penske Automotive Group |
|
|
|
|
|
|
|
|
3.750%, 06/15/2029 |
|
|
593 |
|
|
|
535 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Phinia |
|
|
|
|
|
|
|
|
6.750%, 04/15/2029 (A) |
|
$ |
250 |
|
|
$ |
254 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
440 |
|
|
|
450 |
|
QVC |
|
|
|
|
|
|
|
|
4.450%, 02/15/2025 |
|
|
20 |
|
|
|
20 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
9.250%, 01/15/2029 (A) |
|
|
50 |
|
|
|
53 |
|
8.250%, 01/15/2029 (A) |
|
|
170 |
|
|
|
180 |
|
6.250%, 03/15/2032 (A) |
|
|
325 |
|
|
|
328 |
|
4.250%, 07/01/2026 (A) |
|
|
210 |
|
|
|
203 |
|
Sally Holdings |
|
|
|
|
|
|
|
|
6.750%, 03/01/2032 |
|
|
150 |
|
|
|
148 |
|
Sands China |
|
|
|
|
|
|
|
|
5.400%, 08/08/2028 |
|
|
240 |
|
|
|
235 |
|
3.250%, 08/08/2031 |
|
|
200 |
|
|
|
168 |
|
2.850%, 03/08/2029 |
|
|
200 |
|
|
|
176 |
|
SeaWorld Parks & Entertainment |
|
|
|
|
|
|
|
|
5.250%, 08/15/2029 (A) |
|
|
622 |
|
|
|
588 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
445 |
|
|
|
437 |
|
TKC Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2029 (A) |
|
|
60 |
|
|
|
59 |
|
6.875%, 05/15/2028 (A) |
|
|
370 |
|
|
|
359 |
|
TopBuild |
|
|
|
|
|
|
|
|
4.125%, 02/15/2032 (A) |
|
|
80 |
|
|
|
70 |
|
TUI Cruises GmbH |
|
|
|
|
|
|
|
|
6.500%, 05/15/2026 (A) |
|
EUR |
339 |
|
|
|
368 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
9.125%, 07/15/2031 (A) |
|
$ |
570 |
|
|
|
617 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (A) |
|
|
400 |
|
|
|
388 |
|
VZ Secured Financing BV |
|
|
|
|
|
|
|
|
5.000%, 01/15/2032 (A) |
|
|
485 |
|
|
|
414 |
|
Wand NewCo 3 |
|
|
|
|
|
|
|
|
7.625%, 01/30/2032 (A) |
|
|
15 |
|
|
|
15 |
|
Wheel Bidco |
|
|
|
|
|
|
|
|
6.750%, 07/15/2026 (A) |
|
GBP |
310 |
|
|
|
333 |
|
Winnebago Industries |
|
|
|
|
|
|
|
|
6.250%, 07/15/2028 (A) |
|
$ |
460 |
|
|
|
452 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
260 |
|
|
|
100 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
4.875%, 10/01/2024 (A) |
|
|
400 |
|
|
|
398 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (A) |
|
|
320 |
|
|
|
332 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
4.750%, 01/15/2030 (A) |
|
|
79 |
|
|
|
75 |
|
ZF North America Capital |
|
|
|
|
|
|
|
|
6.875%, 04/23/2032 (A) |
|
|
310 |
|
|
|
320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,303 |
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Consumer Staples — 0.5% |
|
|
|
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.150%, 08/01/2029 |
|
$ |
560 |
|
|
$ |
508 |
|
H-Food Holdings |
|
|
|
|
|
|
|
|
8.500%, 06/01/2026 (A) |
|
|
1,090 |
|
|
|
76 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
4.375%, 06/01/2046 |
|
|
1,561 |
|
|
|
1,270 |
|
Kronos Acquisition Holdings |
|
|
|
|
|
|
|
|
8.250%, 06/30/2031 (A) |
|
|
100 |
|
|
|
100 |
|
Simmons Foods |
|
|
|
|
|
|
|
|
4.625%, 03/01/2029 (A) |
|
|
60 |
|
|
|
53 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
70 |
|
|
|
67 |
|
United Natural Foods |
|
|
|
|
|
|
|
|
6.750%, 10/15/2028 (A) |
|
|
420 |
|
|
|
379 |
|
US Foods |
|
|
|
|
|
|
|
|
4.750%, 02/15/2029 (A) |
|
|
461 |
|
|
|
437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,890 |
|
|
|
|
|
|
|
|
|
|
Energy — 5.9% |
|
|
|
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
6.625%, 02/01/2032 (A) |
|
|
455 |
|
|
|
459 |
|
Berry Petroleum |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
|
270 |
|
|
|
266 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (A) |
|
|
350 |
|
|
|
360 |
|
7.000%, 07/15/2029 (A) |
|
|
130 |
|
|
|
132 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
6.875%, 07/01/2029 (A) |
|
|
430 |
|
|
|
432 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
430 |
|
|
|
430 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.375%, 07/01/2028 (A) |
|
|
245 |
|
|
|
257 |
|
5.000%, 10/15/2026 (A) |
|
|
335 |
|
|
|
326 |
|
CNX Midstream Partners |
|
|
|
|
|
|
|
|
4.750%, 04/15/2030 (A) |
|
|
300 |
|
|
|
270 |
|
CNX Resources |
|
|
|
|
|
|
|
|
7.250%, 03/01/2032 (A) |
|
|
220 |
|
|
|
224 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.036%, 11/15/2033 (A) |
|
|
595 |
|
|
|
608 |
|
CQP Holdco |
|
|
|
|
|
|
|
|
5.500%, 06/15/2031 (A) |
|
|
689 |
|
|
|
653 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
230 |
|
|
|
243 |
|
7.625%, 04/01/2032 (A) |
|
|
60 |
|
|
|
61 |
|
7.375%, 01/15/2033 (A) |
|
|
705 |
|
|
|
707 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.375%, 01/19/2036 |
|
|
340 |
|
|
|
334 |
|
6.875%, 04/29/2030 |
|
|
810 |
|
|
|
778 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
7.125%, H15T5Y + 5.306%(D)(E) |
|
|
50 |
|
|
|
50 |
|
6.625%, US0003M + 4.155%(D)(E) |
|
|
50 |
|
|
|
48 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
9.711%, TSFR3M + 4.372%(D)(E) |
|
$ |
669 |
|
|
$ |
663 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2030 (A) |
|
|
160 |
|
|
|
171 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
7.875%, 05/15/2032 |
|
|
495 |
|
|
|
500 |
|
Global Partners |
|
|
|
|
|
|
|
|
6.875%, 01/15/2029 |
|
|
380 |
|
|
|
376 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
8.375%, 11/01/2033 (A) |
|
|
350 |
|
|
|
373 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
640 |
|
|
|
677 |
|
7.375%, 07/15/2032 (A) |
|
|
415 |
|
|
|
422 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
4.750%, 04/19/2027 (A) |
|
|
200 |
|
|
|
193 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
5.875%, 06/15/2030 (A) |
|
|
545 |
|
|
|
537 |
|
Kodiak Gas Services |
|
|
|
|
|
|
|
|
7.250%, 02/15/2029 (A) |
|
|
618 |
|
|
|
634 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
3.800%, 04/01/2028 |
|
|
305 |
|
|
|
291 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.875%, 04/15/2028 (A) |
|
|
540 |
|
|
|
548 |
|
6.500%, 04/15/2032 (A) |
|
|
260 |
|
|
|
260 |
|
MEG Energy |
|
|
|
|
|
|
|
|
7.125%, 02/01/2027 (A) |
|
|
102 |
|
|
|
103 |
|
MPLX |
|
|
|
|
|
|
|
|
4.800%, 02/15/2029 |
|
|
230 |
|
|
|
225 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.375%, 05/15/2027 (A) |
|
|
790 |
|
|
|
804 |
|
7.250%, 01/15/2026 (A) |
|
|
70 |
|
|
|
71 |
|
Noble Finance II |
|
|
|
|
|
|
|
|
8.000%, 04/15/2030 (A) |
|
|
460 |
|
|
|
479 |
|
Northern Oil & Gas |
|
|
|
|
|
|
|
|
8.125%, 03/01/2028 (A) |
|
|
250 |
|
|
|
253 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
475 |
|
|
|
483 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.950%, 06/15/2039 |
|
|
600 |
|
|
|
692 |
|
7.150%, 05/15/2028 |
|
|
190 |
|
|
|
200 |
|
6.625%, 09/01/2030 |
|
|
650 |
|
|
|
682 |
|
6.450%, 09/15/2036 |
|
|
230 |
|
|
|
240 |
|
4.400%, 08/15/2049 |
|
|
20 |
|
|
|
15 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.350%, 01/15/2031 |
|
|
305 |
|
|
|
319 |
|
Pan American Energy |
|
|
|
|
|
|
|
|
8.500%, 04/30/2032 (A) |
|
|
350 |
|
|
|
367 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
490 |
|
|
|
542 |
|
7.000%, 01/15/2032 (A) |
|
|
200 |
|
|
|
206 |
|
5.875%, 07/01/2029 (A) |
|
|
210 |
|
|
|
207 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.299%, 01/27/2025 |
|
|
290 |
|
|
|
289 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
6.000%, 05/16/2024 (B) |
|
$ |
3,790 |
|
|
$ |
455 |
|
6.000%, 11/15/2026 (B) |
|
|
1,110 |
|
|
|
132 |
|
5.500%, 04/12/2037 (B) |
|
|
130 |
|
|
|
15 |
|
5.375%, 04/12/2027 (B) |
|
|
2,570 |
|
|
|
301 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
406 |
|
|
|
293 |
|
6.950%, 01/28/2060 |
|
|
207 |
|
|
|
137 |
|
6.490%, 01/23/2027 |
|
|
73 |
|
|
|
70 |
|
5.350%, 02/12/2028 |
|
|
180 |
|
|
|
162 |
|
4.500%, 01/23/2026 |
|
|
40 |
|
|
|
38 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
16 |
|
|
|
11 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
9.694%, TSFR3M + 4.372%(D)(E) |
|
|
560 |
|
|
|
558 |
|
Prairie Acquiror |
|
|
|
|
|
|
|
|
9.000%, 08/01/2029 (A) |
|
|
665 |
|
|
|
685 |
|
Puma International Financing |
|
|
|
|
|
|
|
|
7.750%, 04/25/2029 (A) |
|
|
350 |
|
|
|
353 |
|
QazaqGaz NC JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 (A) |
|
|
300 |
|
|
|
281 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
250 |
|
|
|
259 |
|
4.750%, 02/15/2030 (A) |
|
|
380 |
|
|
|
357 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
7.500%, 07/15/2038 (A) |
|
|
90 |
|
|
|
92 |
|
6.875%, 04/15/2040 (A) |
|
|
60 |
|
|
|
57 |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
9.625%, 04/15/2029 (A) |
|
|
350 |
|
|
|
335 |
|
SilverBow Resources |
|
|
|
|
|
|
|
|
13.089%, TSFR3M + 7.750%, 12/15/2028 (A)(D) |
|
|
1,423 |
|
|
|
1,489 |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
410 |
|
|
|
424 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
160 |
|
|
|
165 |
|
4.750%, 02/01/2032 |
|
|
865 |
|
|
|
796 |
|
Summit Midstream Holdings |
|
|
|
|
|
|
|
|
10.000%, 10/15/2025 (A)(C) |
|
|
140 |
|
|
|
144 |
|
Sunoco |
|
|
|
|
|
|
|
|
7.250%, 05/01/2032 (A) |
|
|
230 |
|
|
|
238 |
|
7.000%, 05/01/2029 (A) |
|
|
300 |
|
|
|
307 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.375%, 02/15/2029 (A) |
|
|
365 |
|
|
|
367 |
|
6.000%, 12/31/2030 (A) |
|
|
165 |
|
|
|
154 |
|
TechnipFMC |
|
|
|
|
|
|
|
|
6.500%, 02/01/2026 (A) |
|
|
740 |
|
|
|
738 |
|
Teck Resources |
|
|
|
|
|
|
|
|
3.900%, 07/15/2030 |
|
|
230 |
|
|
|
213 |
|
Transocean |
|
|
|
|
|
|
|
|
8.750%, 02/15/2030 (A) |
|
|
63 |
|
|
|
66 |
|
8.500%, 05/15/2031 (A) |
|
|
120 |
|
|
|
120 |
|
8.250%, 05/15/2029 (A) |
|
|
120 |
|
|
|
121 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Transocean Poseidon |
|
|
|
|
|
|
|
|
6.875%, 02/01/2027 (A) |
|
$ |
240 |
|
|
$ |
239 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
190 |
|
|
|
196 |
|
USA Compression Partners |
|
|
|
|
|
|
|
|
7.125%, 03/15/2029 (A) |
|
|
440 |
|
|
|
443 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
6.250%, 01/15/2030 (A) |
|
|
400 |
|
|
|
406 |
|
4.125%, 08/15/2031 (A) |
|
|
200 |
|
|
|
179 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
220 |
|
|
|
239 |
|
8.125%, 06/01/2028 (A) |
|
|
750 |
|
|
|
773 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.450%, 04/01/2044 |
|
|
730 |
|
|
|
658 |
|
5.300%, 03/01/2048 |
|
|
150 |
|
|
|
129 |
|
YPF |
|
|
|
|
|
|
|
|
8.500%, 07/28/2025 (A) |
|
|
200 |
|
|
|
197 |
|
6.950%, 07/21/2027 (A) |
|
|
380 |
|
|
|
344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,196 |
|
|
|
|
|
|
|
|
|
|
Financials — 10.3% |
|
|
|
|
Accelerate360 Holdings |
|
|
|
|
|
|
|
|
8.000%, 03/01/2028 (A) |
|
|
1,154 |
|
|
|
1,187 |
|
Acrisure |
|
|
|
|
|
|
|
|
8.250%, 02/01/2029 (A) |
|
|
180 |
|
|
|
181 |
|
6.000%, 08/01/2029 (A) |
|
|
645 |
|
|
|
595 |
|
4.250%, 02/15/2029 (A) |
|
|
430 |
|
|
|
391 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
786 |
|
|
|
769 |
|
AG TTMT Escrow Issuer |
|
|
|
|
|
|
|
|
8.625%, 09/30/2027 (A) |
|
|
90 |
|
|
|
93 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
420 |
|
|
|
414 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.700%, H15T7Y + 3.481%(D)(E) |
|
|
1,235 |
|
|
|
989 |
|
American International Group |
|
|
|
|
|
|
|
|
3.400%, 06/30/2030 |
|
|
215 |
|
|
|
195 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
1.950%, 01/30/2026 (A) |
|
|
330 |
|
|
|
310 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
4.250%, 04/15/2026 (A) |
|
|
90 |
|
|
|
88 |
|
2.875%, 02/15/2025 (A) |
|
|
1,170 |
|
|
|
1,146 |
|
B3 - Brasil Bolsa Balcao |
|
|
|
|
|
|
|
|
4.125%, 09/20/2031 (A) |
|
|
300 |
|
|
|
263 |
|
Banco do Brasil |
|
|
|
|
|
|
|
|
8.748%, H15T10Y + 4.398%(D)(E) |
|
|
349 |
|
|
|
356 |
|
Banco Mercantil del Norte |
|
|
|
|
|
|
|
|
7.500%, H15T10Y + 5.470%(A)(D)(E) |
|
|
570 |
|
|
|
553 |
|
6.750%, H15T5Y + 4.967%(A)(D)(E) |
|
|
420 |
|
|
|
418 |
|
5.875%, H15T5Y + 4.643%(A)(D)(E) |
|
|
1,340 |
|
|
|
1,257 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.921%, 08/08/2033 |
|
|
600 |
|
|
|
626 |
|
4.250%, 04/11/2027 |
|
|
200 |
|
|
|
194 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.306%, 06/27/2029 |
|
$ |
400 |
|
|
$ |
365 |
|
2.746%, 05/28/2025 |
|
|
600 |
|
|
|
585 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.250%, TSFR3M + 3.967%(D)(E) |
|
|
140 |
|
|
|
139 |
|
5.202%, SOFRRATE + 1.630%, 04/25/2029 (D) |
|
|
995 |
|
|
|
994 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (D) |
|
|
1,975 |
|
|
|
1,857 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.015%, SOFRRATE + 2.160%, 07/22/2033 (D) |
|
|
525 |
|
|
|
513 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (D) |
|
|
1,425 |
|
|
|
1,374 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
4.596%, SOFRRATE + 1.755%, 07/26/2030 (D) |
|
|
75 |
|
|
|
73 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 4.017%, 01/27/2084 (D) |
|
|
300 |
|
|
|
310 |
|
Barclays |
|
|
|
|
|
|
|
|
7.125%, GUKG5 + 6.579%(D)(E) |
|
GBP |
700 |
|
|
|
877 |
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (D) |
|
$ |
725 |
|
|
|
707 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.750%, H15T5Y + 4.899%(A)(D)(E) |
|
|
270 |
|
|
|
272 |
|
BPCE |
|
|
|
|
|
|
|
|
4.625%, 09/12/2028 (A) |
|
|
250 |
|
|
|
242 |
|
2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(D) |
|
|
375 |
|
|
|
303 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
840 |
|
|
|
784 |
|
Burford Capital Global Finance |
|
|
|
|
|
|
|
|
9.250%, 07/01/2031 (A) |
|
|
370 |
|
|
|
389 |
|
Citigroup |
|
|
|
|
|
|
|
|
9.007%, TSFR3M + 3.685%(D)(E) |
|
|
1,170 |
|
|
|
1,167 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (D) |
|
|
535 |
|
|
|
514 |
|
4.125%, 07/25/2028 |
|
|
1,360 |
|
|
|
1,306 |
|
4.000%, H15T5Y + 3.597%(D)(E) |
|
|
250 |
|
|
|
239 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.625%, EUSA5 + 4.098%(D)(E) |
|
EUR |
800 |
|
|
|
840 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
8.125%, USSW5 + 6.185%(A)(D)(E) |
|
$ |
300 |
|
|
|
304 |
|
Deutsche Bank |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 4.524%(D)(E) |
|
|
200 |
|
|
|
189 |
|
First Horizon National |
|
|
|
|
|
|
|
|
4.000%, 05/26/2025 |
|
|
585 |
|
|
|
574 |
|
FirstCash |
|
|
|
|
|
|
|
|
5.625%, 01/01/2030 (A) |
|
|
140 |
|
|
|
133 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 (A) |
|
|
710 |
|
|
|
686 |
|
Freedom Mortgage Holdings |
|
|
|
|
|
|
|
|
9.250%, 02/01/2029 (A) |
|
|
240 |
|
|
|
240 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Global Aircraft Leasing |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 09/15/2024 (A) |
|
$ |
406 |
|
|
$ |
391 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
4.950%, 03/31/2030 |
|
|
226 |
|
|
|
222 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (D) |
|
|
1,000 |
|
|
|
968 |
|
HUB International |
|
|
|
|
|
|
|
|
7.375%, 01/31/2032 (A) |
|
|
300 |
|
|
|
304 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
INR |
116,000 |
|
|
|
1,401 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
2.100%, 06/15/2030 |
|
$ |
750 |
|
|
|
638 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.800%, 11/28/2053 (A) |
|
|
530 |
|
|
|
583 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (A) |
|
|
330 |
|
|
|
327 |
|
Itau Unibanco Holding |
|
|
|
|
|
|
|
|
4.625%, H15T5Y + 3.222%(A)(D)(E) |
|
|
720 |
|
|
|
702 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
7.125%, 04/30/2031 (A) |
|
|
300 |
|
|
|
308 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
4.912%, SOFRRATE + 2.080%, 07/25/2033 (D) |
|
|
530 |
|
|
|
515 |
|
4.323%, SOFRRATE + 1.560%, 04/26/2028 (D) |
|
|
1,870 |
|
|
|
1,824 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (D) |
|
|
230 |
|
|
|
202 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
7.000%, 07/15/2031 (A) |
|
|
440 |
|
|
|
444 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
8.500%, GUKG5 + 5.143%(D)(E) |
|
GBP |
240 |
|
|
|
310 |
|
M&T Bank |
|
|
|
|
|
|
|
|
5.053%, SOFRRATE + 1.850%, 01/27/2034 (D) |
|
$ |
495 |
|
|
|
458 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
8.125%, 03/30/2029 (A) |
|
|
360 |
|
|
|
381 |
|
6.400%, 03/26/2029 (A) |
|
|
65 |
|
|
|
66 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
612 |
|
|
|
579 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
4.210%, SOFRRATE + 1.610%, 04/20/2028 (D) |
|
|
1,820 |
|
|
|
1,768 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (D) |
|
|
815 |
|
|
|
812 |
|
4.889%, SOFRRATE + 2.076%, 07/20/2033 (D) |
|
|
525 |
|
|
|
506 |
|
3.950%, 04/23/2027 |
|
|
565 |
|
|
|
546 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (D) |
|
|
585 |
|
|
|
470 |
|
MPH Acquisition Holdings |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
70 |
|
|
|
38 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
5.500%, 08/15/2028 (A) |
|
$ |
185 |
|
|
$ |
178 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
3.960%, US0003M + 1.855%, 07/18/2030 (A)(D) |
|
|
450 |
|
|
|
416 |
|
NatWest Group |
|
|
|
|
|
|
|
|
4.500%, GUKG5 + 3.992%(D)(E) |
|
GBP |
760 |
|
|
|
846 |
|
3.754%, H15T5Y + 2.100%, 11/01/2029 (D) |
|
$ |
225 |
|
|
|
223 |
|
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
|
420 |
|
|
|
442 |
|
5.500%, 03/15/2029 |
|
|
329 |
|
|
|
300 |
|
Oxford Finance |
|
|
|
|
|
|
|
|
6.375%, 02/01/2027 (A) |
|
|
330 |
|
|
|
318 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.200%, H15T5Y + 3.238%(D)(E) |
|
|
1,260 |
|
|
|
1,255 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
3.625%, 03/01/2029 (A) |
|
|
360 |
|
|
|
327 |
|
Saga |
|
|
|
|
|
|
|
|
5.500%, 07/15/2026 |
|
GBP |
260 |
|
|
|
310 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
7.250%, 04/01/2029 (A) |
|
$ |
160 |
|
|
|
162 |
|
State Street |
|
|
|
|
|
|
|
|
6.700%, H15T5Y + 2.613%(D)(E) |
|
|
100 |
|
|
|
101 |
|
StoneX Group |
|
|
|
|
|
|
|
|
7.875%, 03/01/2031 (A) |
|
|
445 |
|
|
|
459 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
8.125%, H15T5Y + 4.075%, 10/31/2082 (D) |
|
|
200 |
|
|
|
207 |
|
Truist Financial |
|
|
|
|
|
|
|
|
4.800%, H15T5Y + 3.003%(D)(E) |
|
|
1,025 |
|
|
|
1,007 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(A)(D)(E) |
|
|
480 |
|
|
|
517 |
|
7.750%, USISSO05 + 4.160%(A)(D)(E) |
|
|
270 |
|
|
|
275 |
|
4.550%, 04/17/2026 |
|
|
802 |
|
|
|
788 |
|
3.875%, H15T5Y + 3.098%(A)(D)(E) |
|
|
1,232 |
|
|
|
1,137 |
|
3.869%, US0003M + 1.410%, 01/12/2029 (A)(D) |
|
|
600 |
|
|
|
566 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(D) |
|
|
340 |
|
|
|
278 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(D) |
|
|
260 |
|
|
|
265 |
|
5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(D) |
|
|
240 |
|
|
|
225 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
451 |
|
|
|
428 |
|
USI |
|
|
|
|
|
|
|
|
7.500%, 01/15/2032 (A) |
|
|
230 |
|
|
|
234 |
|
VFH Parent |
|
|
|
|
|
|
|
|
7.500%, 06/15/2031 (A) |
|
|
285 |
|
|
|
286 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(D)(E) |
|
|
500 |
|
|
|
532 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.875%(D)(E) |
|
$ |
495 |
|
|
$ |
493 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (D) |
|
|
1,155 |
|
|
|
1,111 |
|
4.100%, 06/03/2026 |
|
|
1,475 |
|
|
|
1,437 |
|
Yapi ve Kredi Bankasi |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 5.278%, 01/17/2034 (A)(D) |
|
|
340 |
|
|
|
348 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
56,235 |
|
|
|
|
|
|
|
|
|
|
Health Care — 2.8% |
|
|
|
|
AdaptHealth |
|
|
|
|
|
|
|
|
6.125%, 08/01/2028 (A) |
|
|
475 |
|
|
|
453 |
|
5.125%, 03/01/2030 (A) |
|
|
265 |
|
|
|
232 |
|
4.625%, 08/01/2029 (A) |
|
|
205 |
|
|
|
178 |
|
Akumin |
|
|
|
|
|
|
|
|
9.000%, 08/01/2027 (A) |
|
|
750 |
|
|
|
621 |
|
Amgen |
|
|
|
|
|
|
|
|
5.250%, 03/02/2033 |
|
|
840 |
|
|
|
837 |
|
APX Group |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
711 |
|
|
|
682 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
865 |
|
|
|
796 |
|
Bausch Health |
|
|
|
|
|
|
|
|
7.000%, 01/15/2028 (A) |
|
|
130 |
|
|
|
70 |
|
5.500%, 11/01/2025 (A) |
|
|
310 |
|
|
|
289 |
|
5.000%, 02/15/2029 (A) |
|
|
390 |
|
|
|
187 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (A) |
|
|
300 |
|
|
|
285 |
|
4.250%, 12/15/2025 (A) |
|
|
500 |
|
|
|
489 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
2.823%, 05/20/2030 |
|
|
585 |
|
|
|
517 |
|
CAB SELAS |
|
|
|
|
|
|
|
|
3.375%, 02/01/2028 (A) |
|
EUR |
325 |
|
|
|
311 |
|
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
$ |
330 |
|
|
|
344 |
|
6.125%, 04/01/2030 (A) |
|
|
470 |
|
|
|
329 |
|
5.625%, 03/15/2027 (A) |
|
|
750 |
|
|
|
698 |
|
CVS Health |
|
|
|
|
|
|
|
|
4.300%, 03/25/2028 |
|
|
890 |
|
|
|
860 |
|
3.750%, 04/01/2030 |
|
|
550 |
|
|
|
506 |
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (A) |
|
|
759 |
|
|
|
647 |
|
Endo Finance Holdings |
|
|
|
|
|
|
|
|
8.500%, 04/15/2031 (A) |
|
|
170 |
|
|
|
175 |
|
HCA |
|
|
|
|
|
|
|
|
7.500%, 11/06/2033 |
|
|
120 |
|
|
|
133 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
9.875%, 08/15/2030 (A) |
|
|
380 |
|
|
|
405 |
|
5.375%, 01/15/2029 (A) |
|
|
830 |
|
|
|
730 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
200 |
|
|
|
202 |
|
5.250%, 10/01/2029 (A) |
|
|
860 |
|
|
|
821 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 04/01/2029 (A) |
|
$ |
810 |
|
|
$ |
746 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
280 |
|
|
|
257 |
|
Sotera Health Holdings |
|
|
|
|
|
|
|
|
7.375%, 06/01/2031 (A) |
|
|
410 |
|
|
|
411 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.125%, 06/15/2030 |
|
|
311 |
|
|
|
309 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
4.100%, 10/01/2046 |
|
|
700 |
|
|
|
489 |
|
US Renal Care |
|
|
|
|
|
|
|
|
10.625%, 06/28/2028 (A) |
|
|
151 |
|
|
|
131 |
|
Verisure Holding |
|
|
|
|
|
|
|
|
3.250%, 02/15/2027 (A) |
|
EUR |
375 |
|
|
|
386 |
|
Zoetis |
|
|
|
|
|
|
|
|
2.000%, 05/15/2030 |
|
$ |
1,030 |
|
|
|
867 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,393 |
|
|
|
|
|
|
|
|
|
|
Industrials — 6.5% |
|
|
|
|
Adani Ports & Special Economic Zone |
|
|
|
|
|
|
|
|
4.000%, 07/30/2027 |
|
|
1,825 |
|
|
|
1,686 |
|
Advanced Drainage Systems |
|
|
|
|
|
|
|
|
6.375%, 06/15/2030 (A) |
|
|
250 |
|
|
|
251 |
|
AerCap Holdings |
|
|
|
|
|
|
|
|
5.875%, H15T5Y + 4.535%, 10/10/2079 (D) |
|
|
150 |
|
|
|
149 |
|
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
|
520 |
|
|
|
382 |
|
4.000%, 08/11/2041 (A) |
|
|
640 |
|
|
|
481 |
|
Aeropuertos Dominicanos Siglo XXI |
|
|
|
|
|
|
|
|
6.750%, 03/30/2029 (A) |
|
|
350 |
|
|
|
359 |
|
Air Canada |
|
|
|
|
|
|
|
|
3.875%, 08/15/2026 (A) |
|
|
210 |
|
|
|
200 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.750%, 06/01/2026 |
|
|
560 |
|
|
|
541 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
250 |
|
|
|
260 |
|
5.750%, 04/20/2029 (A) |
|
|
511 |
|
|
|
497 |
|
5.500%, 04/20/2026 (A) |
|
|
111 |
|
|
|
110 |
|
American Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
4.950%, 02/15/2025 |
|
|
76 |
|
|
|
75 |
|
American News |
|
|
|
|
|
|
|
|
8.500%cash/0% PIK, 09/01/2026 (A) |
|
|
1,073 |
|
|
|
1,197 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
906 |
|
|
|
824 |
|
Arcosa |
|
|
|
|
|
|
|
|
4.375%, 04/15/2029 (A) |
|
|
355 |
|
|
|
330 |
|
BCPE Empire Holdings |
|
|
|
|
|
|
|
|
7.625%, 05/01/2027 (A) |
|
|
430 |
|
|
|
417 |
|
Boeing |
|
|
|
|
|
|
|
|
5.805%, 05/01/2050 |
|
|
330 |
|
|
|
297 |
|
5.150%, 05/01/2030 |
|
|
140 |
|
|
|
135 |
|
3.450%, 11/01/2028 |
|
|
355 |
|
|
|
321 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.250%, 03/01/2028 |
|
$ |
395 |
|
|
$ |
360 |
|
Bombardier |
|
|
|
|
|
|
|
|
7.875%, 04/15/2027 (A) |
|
|
162 |
|
|
|
162 |
|
7.000%, 06/01/2032 (A) |
|
|
280 |
|
|
|
284 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (A) |
|
|
130 |
|
|
|
115 |
|
Cargo Aircraft Management |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 (A) |
|
|
225 |
|
|
|
209 |
|
Carriage Purchaser |
|
|
|
|
|
|
|
|
7.875%, 10/15/2029 (A) |
|
|
400 |
|
|
|
369 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2029 |
|
|
40 |
|
|
|
41 |
|
4.750%, 10/15/2027 |
|
|
570 |
|
|
|
536 |
|
Cornerstone Building Brands |
|
|
|
|
|
|
|
|
6.125%, 01/15/2029 (A) |
|
|
397 |
|
|
|
326 |
|
Dealer Tire |
|
|
|
|
|
|
|
|
8.000%, 02/01/2028 (A) |
|
|
1,224 |
|
|
|
1,181 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (A) |
|
|
250 |
|
|
|
237 |
|
Esab |
|
|
|
|
|
|
|
|
6.250%, 04/15/2029 (A) |
|
|
130 |
|
|
|
131 |
|
Garda World Security |
|
|
|
|
|
|
|
|
7.750%, 02/15/2028 (A) |
|
|
175 |
|
|
|
178 |
|
Gatwick Airport Finance |
|
|
|
|
|
|
|
|
4.375%, 04/07/2026 |
|
GBP |
510 |
|
|
|
624 |
|
GEO Group |
|
|
|
|
|
|
|
|
10.250%, 04/15/2031 (A) |
|
$ |
430 |
|
|
|
450 |
|
8.625%, 04/15/2029 (A) |
|
|
290 |
|
|
|
297 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
390 |
|
|
|
398 |
|
4.750%, 06/15/2029 (A) |
|
|
60 |
|
|
|
56 |
|
4.000%, 08/01/2028 (A) |
|
|
713 |
|
|
|
663 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
320 |
|
|
|
314 |
|
5.625%, 06/01/2029 (A) |
|
|
620 |
|
|
|
584 |
|
GYP Holdings III |
|
|
|
|
|
|
|
|
4.625%, 05/01/2029 (A) |
|
|
335 |
|
|
|
310 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
180 |
|
|
|
162 |
|
Hillenbrand |
|
|
|
|
|
|
|
|
6.250%, 02/15/2029 |
|
|
217 |
|
|
|
218 |
|
3.750%, 03/01/2031 |
|
|
414 |
|
|
|
360 |
|
Husky Injection Molding Systems |
|
|
|
|
|
|
|
|
9.000%, 02/15/2029 (A) |
|
|
590 |
|
|
|
611 |
|
JB Poindexter |
|
|
|
|
|
|
|
|
8.750%, 12/15/2031 (A) |
|
|
140 |
|
|
|
145 |
|
Johnson Controls International |
|
|
|
|
|
|
|
|
4.900%, 12/01/2032 |
|
|
140 |
|
|
|
137 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
330 |
|
|
|
307 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 10/31/2046 |
|
|
200 |
|
|
|
166 |
|
5.500%, 07/31/2047 |
|
|
892 |
|
|
|
738 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.250%, 10/31/2026 (A) |
|
$ |
210 |
|
|
$ |
202 |
|
3.875%, 04/30/2028 (A) |
|
|
1,190 |
|
|
|
1,120 |
|
MHP Lux |
|
|
|
|
|
|
|
|
6.950%, 04/03/2026 |
|
|
984 |
|
|
|
817 |
|
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 |
|
|
1,963 |
|
|
|
1,875 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
2.565%, 02/15/2030 |
|
|
1,335 |
|
|
|
1,172 |
|
Railworks Holdings |
|
|
|
|
|
|
|
|
8.250%, 11/15/2028 (A) |
|
|
350 |
|
|
|
356 |
|
Rand Parent |
|
|
|
|
|
|
|
|
8.500%, 02/15/2030 (A) |
|
|
590 |
|
|
|
597 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 |
|
|
535 |
|
|
|
547 |
|
RR Donnelley & Sons |
|
|
|
|
|
|
|
|
9.750%, 07/31/2028 (A) |
|
|
230 |
|
|
|
250 |
|
RXO |
|
|
|
|
|
|
|
|
7.500%, 11/15/2027 (A) |
|
|
365 |
|
|
|
374 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
525 |
|
|
|
579 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
693 |
|
|
|
506 |
|
Standard Industries |
|
|
|
|
|
|
|
|
4.375%, 07/15/2030 (A) |
|
|
455 |
|
|
|
411 |
|
Stanley Black & Decker |
|
|
|
|
|
|
|
|
4.250%, 11/15/2028 |
|
|
610 |
|
|
|
589 |
|
TK Elevator Holdco GmbH |
|
|
|
|
|
|
|
|
7.625%, 07/15/2028 (A) |
|
|
1,146 |
|
|
|
1,137 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
380 |
|
|
|
368 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
15 |
|
|
|
15 |
|
6.750%, 08/15/2028 (A) |
|
|
380 |
|
|
|
385 |
|
6.625%, 03/01/2032 (A) |
|
|
500 |
|
|
|
505 |
|
5.500%, 11/15/2027 |
|
|
680 |
|
|
|
668 |
|
4.875%, 05/01/2029 |
|
|
479 |
|
|
|
449 |
|
4.625%, 01/15/2029 |
|
|
95 |
|
|
|
88 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
282 |
|
|
|
296 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
11.875%, 04/30/2029 (A) |
|
|
300 |
|
|
|
323 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (A) |
|
|
20 |
|
|
|
20 |
|
6.000%, 12/15/2029 (A) |
|
|
310 |
|
|
|
311 |
|
5.250%, 01/15/2030 |
|
|
70 |
|
|
|
68 |
|
Vertiv Group |
|
|
|
|
|
|
|
|
4.125%, 11/15/2028 (A) |
|
|
250 |
|
|
|
233 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
7.875%, 05/01/2027 (A) |
|
|
1,250 |
|
|
|
1,103 |
|
VT Topco |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
455 |
|
|
|
478 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
$ |
270 |
|
|
$ |
277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,300 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 2.4% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
3.500%, 02/15/2041 (A) |
|
|
495 |
|
|
|
379 |
|
3.469%, 04/15/2034 (A) |
|
|
165 |
|
|
|
141 |
|
3.419%, 04/15/2033 (A) |
|
|
1,080 |
|
|
|
931 |
|
3.187%, 11/15/2036 (A) |
|
|
53 |
|
|
|
42 |
|
Castle US Holding |
|
|
|
|
|
|
|
|
9.500%, 02/15/2028 (A) |
|
|
1,334 |
|
|
|
627 |
|
Central Parent |
|
|
|
|
|
|
|
|
7.250%, 06/15/2029 (A) |
|
|
220 |
|
|
|
219 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
656 |
|
|
|
609 |
|
Cloud Software Group |
|
|
|
|
|
|
|
|
8.250%, 06/30/2032 (A) |
|
|
660 |
|
|
|
673 |
|
CommScope |
|
|
|
|
|
|
|
|
4.750%, 09/01/2029 (A) |
|
|
300 |
|
|
|
208 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
1,017 |
|
|
|
1,028 |
|
5.300%, 10/01/2029 |
|
|
75 |
|
|
|
75 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
485 |
|
|
|
443 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
8.625%, 05/15/2032 (A) |
|
|
200 |
|
|
|
207 |
|
Gen Digital |
|
|
|
|
|
|
|
|
7.125%, 09/30/2030 (A) |
|
|
280 |
|
|
|
287 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
494 |
|
|
|
462 |
|
ION Trading Technologies Sarl |
|
|
|
|
|
|
|
|
9.500%, 05/30/2029 (A) |
|
|
200 |
|
|
|
204 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (A) |
|
|
650 |
|
|
|
601 |
|
MEGlobal Canada ULC MTN |
|
|
|
|
|
|
|
|
5.875%, 05/18/2030 (A) |
|
|
260 |
|
|
|
262 |
|
NXP BV |
|
|
|
|
|
|
|
|
3.400%, 05/01/2030 |
|
|
215 |
|
|
|
195 |
|
Oracle |
|
|
|
|
|
|
|
|
6.250%, 11/09/2032 |
|
|
2,035 |
|
|
|
2,154 |
|
2.950%, 04/01/2030 |
|
|
98 |
|
|
|
87 |
|
2.875%, 03/25/2031 |
|
|
510 |
|
|
|
440 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (A) |
|
|
560 |
|
|
|
378 |
|
3.061%, 07/13/2031 (A) |
|
|
300 |
|
|
|
248 |
|
SNF Group |
|
|
|
|
|
|
|
|
3.375%, 03/15/2030 (A) |
|
|
310 |
|
|
|
267 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
480 |
|
|
|
577 |
|
TeamSystem |
|
|
|
|
|
|
|
|
3.500%, 02/15/2028 (A) |
|
EUR |
300 |
|
|
|
305 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
United Group BV |
|
|
|
|
|
|
|
|
4.625%, 08/15/2028 (A) |
|
EUR |
450 |
|
|
$ |
465 |
|
Vericast |
|
|
|
|
|
|
|
|
12.500%, 12/15/2027 (A) |
|
$ |
60 |
|
|
|
70 |
|
11.000%, 09/15/2026 (A) |
|
|
240 |
|
|
|
257 |
|
Virtusa |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (A) |
|
|
190 |
|
|
|
175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,016 |
|
|
|
|
|
|
|
|
|
|
Materials — 1.4% |
|
|
|
|
Anglo American Capital |
|
|
|
|
|
|
|
|
5.625%, 04/01/2030 (A) |
|
|
500 |
|
|
|
503 |
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
730 |
|
|
|
637 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 06/30/2027 (A) |
|
|
1,065 |
|
|
|
264 |
|
Ardagh Metal Packaging Finance USA |
|
|
|
|
|
|
|
|
6.000%, 06/15/2027 (A) |
|
|
210 |
|
|
|
206 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 08/15/2027 (A) |
|
|
509 |
|
|
|
316 |
|
Avient |
|
|
|
|
|
|
|
|
7.125%, 08/01/2030 (A) |
|
|
355 |
|
|
|
362 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
642 |
|
|
|
574 |
|
Berry Global |
|
|
|
|
|
|
|
|
1.570%, 01/15/2026 |
|
|
305 |
|
|
|
287 |
|
Chemours |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
455 |
|
|
|
392 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
9.375%, 03/01/2029 (A) |
|
|
510 |
|
|
|
533 |
|
6.875%, 10/15/2027 (A) |
|
|
200 |
|
|
|
195 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
70 |
|
|
|
67 |
|
Huntsman International |
|
|
|
|
|
|
|
|
4.500%, 05/01/2029 |
|
|
355 |
|
|
|
336 |
|
Ingevity |
|
|
|
|
|
|
|
|
3.875%, 11/01/2028 (A) |
|
|
515 |
|
|
|
467 |
|
Newmont |
|
|
|
|
|
|
|
|
3.250%, 05/13/2030 (A) |
|
|
150 |
|
|
|
135 |
|
OCP |
|
|
|
|
|
|
|
|
6.750%, 05/02/2034 (A) |
|
|
330 |
|
|
|
339 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
7.250%, 06/15/2031 (A) |
|
|
365 |
|
|
|
363 |
|
Sasol Financing USA |
|
|
|
|
|
|
|
|
5.500%, 03/18/2031 |
|
|
240 |
|
|
|
202 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.000%, 04/01/2031 |
|
|
586 |
|
|
|
506 |
|
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
|
250 |
|
|
|
265 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.125%, 01/15/2032 |
|
|
290 |
|
|
|
237 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.250%, 08/10/2026 |
|
|
180 |
|
|
|
183 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
$ |
475 |
|
|
$ |
438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,807 |
|
|
|
|
|
|
|
|
|
|
Real Estate — 0.7% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.900%, 10/01/2030 |
|
|
165 |
|
|
|
142 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
3.375%, 08/15/2031 |
|
|
355 |
|
|
|
313 |
|
CoStar Group |
|
|
|
|
|
|
|
|
2.800%, 07/15/2030 (A) |
|
|
585 |
|
|
|
495 |
|
Cushman & Wakefield US Borrower |
|
|
|
|
|
|
|
|
8.875%, 09/01/2031 (A) |
|
|
260 |
|
|
|
273 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
3.000%, 01/15/2030 |
|
|
370 |
|
|
|
329 |
|
Five Point Operating |
|
|
|
|
|
|
|
|
10.500%, 11/15/2024 (A)(C) |
|
|
128 |
|
|
|
131 |
|
MPT Operating Partnership |
|
|
|
|
|
|
|
|
5.250%, 08/01/2026 |
|
|
90 |
|
|
|
82 |
|
5.000%, 10/15/2027 |
|
|
310 |
|
|
|
256 |
|
Prologis |
|
|
|
|
|
|
|
|
1.750%, 07/01/2030 |
|
|
280 |
|
|
|
232 |
|
Realty Income |
|
|
|
|
|
|
|
|
3.200%, 01/15/2027 |
|
|
559 |
|
|
|
529 |
|
2.850%, 12/15/2032 |
|
|
355 |
|
|
|
293 |
|
WP Carey |
|
|
|
|
|
|
|
|
4.250%, 10/01/2026 |
|
|
650 |
|
|
|
633 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,708 |
|
|
|
|
|
|
|
|
|
|
Utilities — 1.0% |
|
|
|
|
Alliant Energy Finance |
|
|
|
|
|
|
|
|
4.250%, 06/15/2028 (A) |
|
|
115 |
|
|
|
110 |
|
American Electric Power |
|
|
|
|
|
|
|
|
2.300%, 03/01/2030 |
|
|
280 |
|
|
|
239 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.250%, 10/15/2050 |
|
|
165 |
|
|
|
129 |
|
Edison International |
|
|
|
|
|
|
|
|
5.375%, H15T5Y + 4.698%(D)(E) |
|
|
510 |
|
|
|
497 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
6.350%, 08/10/2028 |
|
|
300 |
|
|
|
291 |
|
NiSource |
|
|
|
|
|
|
|
|
3.600%, 05/01/2030 |
|
|
50 |
|
|
|
46 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
50 |
|
|
|
53 |
|
5.500%, 09/01/2028 (A) |
|
|
693 |
|
|
|
665 |
|
Sempra |
|
|
|
|
|
|
|
|
3.400%, 02/01/2028 |
|
|
1,005 |
|
|
|
945 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.200%, 03/01/2029 |
|
|
420 |
|
|
|
402 |
|
Sunnova Energy |
|
|
|
|
|
|
|
|
5.875%, 09/01/2026 (A) |
|
|
370 |
|
|
|
288 |
|
TransAlta |
|
|
|
|
|
|
|
|
7.750%, 11/15/2029 |
|
|
280 |
|
|
|
292 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.500%, 03/15/2040 |
|
$ |
150 |
|
|
$ |
149 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
6.875%, 04/15/2032 (A) |
|
|
200 |
|
|
|
203 |
|
3.550%, 07/15/2024 (A) |
|
|
1,120 |
|
|
|
1,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,428 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $227,269) ($ Thousands) |
|
|
|
|
|
|
211,075 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 12.9% |
Automotive — 2.5% |
|
|
|
|
|
|
|
|
|
Ally Bank Auto Credit-Linked Notes, Ser 2024-A, Cl E |
|
|
|
|
|
|
|
|
7.917%, 05/17/2032(A) |
|
|
1,000 |
|
|
|
1,000 |
|
American Credit Acceptance Receivables Trust, Ser 2022-1, Cl D |
|
|
|
|
|
|
|
|
2.460%, 03/13/2028(A) |
|
|
1,000 |
|
|
|
981 |
|
Carmax Select Receivables Trust, Ser 2024-A, Cl D |
|
|
|
|
|
|
|
|
6.270%, 12/16/2030 |
|
|
1,000 |
|
|
|
997 |
|
Exeter Automobile Receivables Trust, Ser 2024-3A, Cl D |
|
|
|
|
|
|
|
|
5.980%, 09/16/2030 |
|
|
1,000 |
|
|
|
1,002 |
|
Exeter Automobile Receivables Trust, Ser 2024-3A, Cl E |
|
|
|
|
|
|
|
|
7.840%, 10/15/2031(A) |
|
|
1,156 |
|
|
|
1,161 |
|
FCCU Auto Receivables Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
5.710%, 07/15/2030(A) |
|
|
1,000 |
|
|
|
1,002 |
|
FCCU Auto Receivables Trust, Ser 2024-1A, Cl C |
|
|
|
|
|
|
|
|
6.000%, 10/15/2030(A) |
|
|
1,000 |
|
|
|
1,001 |
|
FCCU Auto Receivables Trust, Ser 2024-1A, Cl D |
|
|
|
|
|
|
|
|
6.780%, 07/15/2032(A) |
|
|
1,000 |
|
|
|
1,002 |
|
LAD Auto Receivables Trust, Ser 2024-2A, Cl D |
|
|
|
|
|
|
|
|
6.370%, 10/15/2031(A) |
|
|
1,200 |
|
|
|
1,203 |
|
SFS Auto Receivables Securitization Trust, Ser 2024-2A, Cl C |
|
|
|
|
|
|
|
|
5.540%, 02/20/2032(A) |
|
|
1,000 |
|
|
|
1,002 |
|
Tricolor Auto Securitization Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
6.610%, 10/15/2027(A) |
|
|
988 |
|
|
|
990 |
|
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A |
|
|
|
|
|
|
|
|
6.360%, 12/15/2027(A) |
|
|
1,000 |
|
|
|
1,001 |
|
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl B |
|
|
|
|
|
|
|
|
6.570%, 02/15/2028(A) |
|
|
1,000 |
|
|
|
1,003 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl C |
|
|
|
|
|
|
|
|
6.930%, 04/17/2028(A) |
|
$ |
250 |
|
|
$ |
251 |
|
|
|
|
|
|
|
|
13,596 |
|
|
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 10.4% |
|
|
|
|
|
|
|
|
|
Affirm Asset Securitization, Ser 2024-A, Cl 1B |
|
|
|
|
|
|
|
|
5.930%, 02/15/2029(A) |
|
|
2,000 |
|
|
|
1,990 |
|
Affirm Asset Securitization, Ser 2024-A, Cl 1C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2029(A) |
|
|
2,000 |
|
|
|
1,994 |
|
AMMC CLO, Ser 2024-30A, Cl D |
|
|
|
|
|
|
|
|
9.791%, TSFR3M + 4.500%, 01/15/2037(A)(D) |
|
|
250 |
|
|
|
254 |
|
Apidos CLO XXII, Ser 2020-22A, Cl DR |
|
|
|
|
|
|
|
|
12.336%, TSFR3M + 7.012%, 04/20/2031(A)(D) |
|
|
1,380 |
|
|
|
1,371 |
|
Apidos Loan Fund, Ser 2024-1A, Cl D |
|
|
|
|
|
|
|
|
8.520%, TSFR3M + 3.200%, 04/25/2035(A)(D) |
|
|
200 |
|
|
|
199 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053(A) |
|
|
530 |
|
|
|
548 |
|
Bayview Opportunity Master Fund VII, Ser 2024-EDU1, Cl C |
|
|
|
|
|
|
|
|
7.135%, SOFR30A + 1.800%, 06/25/2047(A)(D) |
|
|
1,139 |
|
|
|
1,144 |
|
Birch Grove CLO, Ser 2024-19A, Cl D1RR |
|
|
|
|
|
|
|
|
9.172%, TSFR3M + 3.850%, 07/17/2037(A)(D) |
|
|
220 |
|
|
|
220 |
|
Buckhorn Park CLO, Ser 2021-1A, Cl DR |
|
|
|
|
|
|
|
|
8.689%, TSFR3M + 3.362%, 07/18/2034(A)(D) |
|
|
400 |
|
|
|
399 |
|
Canyon Capital CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
12.000%, TSFR3M + 6.672%, 04/15/2034(A)(D) |
|
|
280 |
|
|
|
271 |
|
Capital Automotive REIT, Ser 2024-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.250%, 05/15/2054(A) |
|
|
1,000 |
|
|
|
968 |
|
CARS-DB7, Ser 2023-1A, Cl B |
|
|
|
|
|
|
|
|
7.750%, 09/15/2053(A) |
|
|
1,300 |
|
|
|
1,312 |
|
CIFC Funding, Ser 2024-3A, Cl D1R |
|
|
|
|
|
|
|
|
9.025%, TSFR3M + 3.700%, 04/20/2037(A)(D) |
|
|
210 |
|
|
|
212 |
|
College Ave Student Loans, Ser 2024-B, Cl A1A |
|
|
|
|
|
|
|
|
5.690%, 08/25/2054(A) |
|
|
1,000 |
|
|
|
1,005 |
|
College Ave Student Loans, Ser 2024-B, Cl B |
|
|
|
|
|
|
|
|
6.080%, 08/25/2054(A) |
|
|
1,000 |
|
|
|
1,005 |
|
CQS US CLO, Ser 2021-1A, Cl D1 |
|
|
|
|
|
|
|
|
9.136%, TSFR3M + 3.812%, 01/20/2035(A)(D) |
|
|
1,850 |
|
|
|
1,837 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3 |
|
|
|
|
|
|
|
|
11.986%, TSFR3M + 6.662%, 04/20/2034(A)(D) |
|
$ |
330 |
|
|
$ |
325 |
|
Eaton Vance CLO, Ser 2021-2A, Cl ER |
|
|
|
|
|
|
|
|
12.090%, TSFR3M + 6.762%, 01/15/2035(A)(D) |
|
|
500 |
|
|
|
504 |
|
Fortress Credit BSL XII, Ser 2021-4A, Cl E |
|
|
|
|
|
|
|
|
12.720%, TSFR3M + 7.392%, 10/15/2034(A)(D) |
|
|
250 |
|
|
|
239 |
|
Frontier Issuer, Ser 2024-1, Cl A2 |
|
|
|
|
|
|
|
|
6.190%, 06/20/2054(A) |
|
|
1,000 |
|
|
|
1,001 |
|
Frontier Issuer, Ser 2024-1, Cl B |
|
|
|
|
|
|
|
|
7.020%, 06/20/2054(A) |
|
|
1,000 |
|
|
|
998 |
|
GBX Leasing, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
6.420%, 11/20/2053(A) |
|
|
989 |
|
|
|
1,004 |
|
Goldentree Loan Management US CLO, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
8.436%, TSFR3M + 3.112%, 04/20/2030(A)(D) |
|
|
500 |
|
|
|
502 |
|
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B |
|
|
|
|
|
|
|
|
2.940%, 01/20/2049(A) |
|
|
89 |
|
|
|
68 |
|
Greystone CRE Notes, Ser 2024-HC3, Cl D |
|
|
|
|
|
|
|
|
10.661%, TSFR1M + 5.333%, 03/15/2041(A)(D) |
|
|
250 |
|
|
|
249 |
|
Halsey Point CLO I, Ser 2019-1A, Cl F |
|
|
|
|
|
|
|
|
13.786%, TSFR3M + 8.462%, 01/20/2033(A)(D) |
|
|
290 |
|
|
|
275 |
|
Hayfin US XV, Ser 2024-15A, Cl D1 |
|
|
|
|
|
|
|
|
9.597%, TSFR3M + 4.260%, 04/28/2037(A)(D) |
|
|
300 |
|
|
|
298 |
|
Hilton Grand Vacations Trust, Ser 2024-2A, Cl B |
|
|
|
|
|
|
|
|
5.650%, 03/25/2038(A) |
|
|
978 |
|
|
|
983 |
|
Hilton Grand Vacations Trust, Ser 2024-2A, Cl C |
|
|
|
|
|
|
|
|
5.990%, 03/25/2038(A) |
|
|
978 |
|
|
|
983 |
|
Hilton Grand Vacations Trust, Ser 2024-2A, Cl D |
|
|
|
|
|
|
|
|
6.910%, 03/25/2038(A) |
|
|
978 |
|
|
|
983 |
|
HINNT, Ser 2024-A, Cl D |
|
|
|
|
|
|
|
|
7.000%, 03/15/2043(A) |
|
|
937 |
|
|
|
910 |
|
Marlette Funding Trust, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 07/17/2034(A) |
|
|
1,000 |
|
|
|
1,004 |
|
Mountain View CLO XVI, Ser 2024-1A, Cl DR |
|
|
|
|
|
|
|
|
9.519%, TSFR3M + 4.190%, 04/15/2034(A)(D) |
|
|
460 |
|
|
|
454 |
|
MVW, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.740%, 10/20/2037(A) |
|
|
1,275 |
|
|
|
1,201 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069(A) |
|
|
1,096 |
|
|
|
963 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069(A) |
|
$ |
1,159 |
|
|
$ |
1,008 |
|
Navient Private Education Refi Loan Trust, Ser 2024-A, Cl A |
|
|
|
|
|
|
|
|
5.660%, 10/15/2072(A) |
|
|
1,000 |
|
|
|
1,004 |
|
Navient Private Education Refi Loan Trust, Ser 2024-A, Cl B |
|
|
|
|
|
|
|
|
6.070%, 10/15/2072(A) |
|
|
1,000 |
|
|
|
1,014 |
|
NBC Funding, Ser 2024-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.750%, 07/30/2054(A) |
|
|
1,000 |
|
|
|
1,013 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-33A, Cl DR |
|
|
|
|
|
|
|
|
8.489%, TSFR3M + 3.162%, 10/16/2033(A)(D) |
|
|
500 |
|
|
|
496 |
|
Neuberger Berman Loan Advisers CLO, Ser 2021-44A, Cl E |
|
|
|
|
|
|
|
|
11.589%, TSFR3M + 6.262%, 10/16/2034(A)(D) |
|
|
490 |
|
|
|
486 |
|
Ocean Trails CLO IX, Ser 2021-9A, Cl DR |
|
|
|
|
|
|
|
|
9.340%, TSFR3M + 4.012%, 10/15/2034(A)(D) |
|
|
500 |
|
|
|
498 |
|
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1 |
|
|
|
|
|
|
|
|
7.325%, TSFR3M + 2.000%, 01/20/2035(A)(D) |
|
|
650 |
|
|
|
652 |
|
OCP CLO, Ser 2024-27A, Cl DR |
|
|
|
|
|
|
|
|
8.674%, TSFR3M + 3.350%, 07/16/2035(A)(D) |
|
|
360 |
|
|
|
358 |
|
Octagon Investment Partners 32, Ser 2017-1A, Cl D |
|
|
|
|
|
|
|
|
8.990%, TSFR3M + 3.662%, 07/15/2029(A)(D) |
|
|
250 |
|
|
|
249 |
|
Octane Receivables Trust, Ser 2024-1A, Cl C |
|
|
|
|
|
|
|
|
5.820%, 05/20/2030(A) |
|
|
1,000 |
|
|
|
997 |
|
Octane Receivables Trust, Ser 2024-2A, Cl C |
|
|
|
|
|
|
|
|
5.900%, 07/20/2032(A) |
|
|
1,000 |
|
|
|
1,001 |
|
OZLM XI, Ser 2017-11A, Cl BR |
|
|
|
|
|
|
|
|
7.891%, TSFR3M + 2.562%, 10/30/2030(A)(D) |
|
|
600 |
|
|
|
599 |
|
Pagaya AI Debt Trust, Ser 2023-8, Cl A |
|
|
|
|
|
|
|
|
7.299%, 06/16/2031(A) |
|
|
852 |
|
|
|
862 |
|
Pagaya AI Debt Trust, Ser 2023-8, Cl B |
|
|
|
|
|
|
|
|
7.958%, 06/16/2031(A) |
|
|
999 |
|
|
|
1,014 |
|
Palmer Square Loan Funding, Ser 2024-3A, Cl CR |
|
|
|
|
|
|
|
|
8.329%, TSFR3M + 3.000%, 04/15/2031(A)(D) |
|
|
430 |
|
|
|
429 |
|
Parallel, Ser 2020-1A, Cl CR |
|
|
|
|
|
|
|
|
7.586%, TSFR3M + 2.262%, 07/20/2029(A)(D) |
|
|
750 |
|
|
|
748 |
|
Peace Park CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
11.586%, TSFR3M + 6.262%, 10/20/2034(A)(D) |
|
|
400 |
|
|
|
401 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Planet Fitness Master Issuer, Ser 2024-1A, Cl A2I |
|
|
|
|
|
|
|
|
5.765%, 06/05/2054(A) |
|
$ |
1,000 |
|
|
$ |
997 |
|
PVOne, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
7.250%, 07/16/2035(A) |
|
|
604 |
|
|
|
599 |
|
Rad CLO, Ser 2023-22A, Cl B |
|
|
|
|
|
|
|
|
8.042%, TSFR3M + 2.670%, 01/20/2037(A)(D) |
|
|
950 |
|
|
|
956 |
|
Rockford Tower CLO, Ser 2023-1A, Cl C |
|
|
|
|
|
|
|
|
8.551%, TSFR3M + 3.200%, 01/20/2036(A)(D) |
|
|
800 |
|
|
|
804 |
|
Sculptor CLO XXVI, Ser 2021-26A, Cl E |
|
|
|
|
|
|
|
|
12.836%, TSFR3M + 7.512%, 07/20/2034(A)(D) |
|
|
450 |
|
|
|
449 |
|
Signal Rail I, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.670%, 05/17/2054(A) |
|
|
1,000 |
|
|
|
1,009 |
|
Signal Rail I, Ser 2024-1A, Cl B |
|
|
|
|
|
|
|
|
6.110%, 05/17/2054(A) |
|
|
1,000 |
|
|
|
1,009 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl D1 |
|
|
|
|
|
|
|
|
3.860%, 01/15/2053(A) |
|
|
298 |
|
|
|
257 |
|
SMB Private Education Loan Trust, Ser 2024-C, Cl A1A |
|
|
|
|
|
|
|
|
5.500%, 06/17/2052(A) |
|
|
986 |
|
|
|
994 |
|
Store Master Funding I-VII XIV XIX XX XXIV, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 06/20/2053(A) |
|
|
1,095 |
|
|
|
1,110 |
|
Stream Innovations Issuer Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
6.270%, 07/15/2044(A) |
|
|
1,000 |
|
|
|
1,000 |
|
Subway Funding, Ser 2024-1A, Cl A2I |
|
|
|
|
|
|
|
|
6.028%, 07/30/2054(A) |
|
|
1,000 |
|
|
|
1,008 |
|
Subway Funding, Ser 2024-1A, Cl A2II |
|
|
|
|
|
|
|
|
6.268%, 07/30/2054(A) |
|
|
1,000 |
|
|
|
1,015 |
|
Sunnova Helios II, Ser 2019-AA, Cl C |
|
|
|
|
|
|
|
|
5.320%, 06/20/2046(A) |
|
|
384 |
|
|
|
308 |
|
Sunnova Hestia II Issuer, Ser 2024-GRID1, Cl 1A |
|
|
|
|
|
|
|
|
5.630%, 07/20/2051(A) |
|
|
1,000 |
|
|
|
1,001 |
|
Sunrun Atlas Issuer, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
3.610%, 02/01/2055(A) |
|
|
372 |
|
|
|
339 |
|
Textainer Marine Containers VII, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 04/20/2046(A) |
|
|
1,120 |
|
|
|
1,002 |
|
Trinitas CLO XXVI, Ser 2024-26A, Cl C |
|
|
|
|
|
|
|
|
8.275%, TSFR3M + 2.950%, 01/20/2035(A)(D) |
|
|
430 |
|
|
|
430 |
|
Triumph Rail Holdings, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
2.150%, 06/19/2051(A) |
|
|
861 |
|
|
|
784 |
|
Voya CLO, Ser 2021-3A, Cl DR |
|
|
|
|
|
|
|
|
12.536%, TSFR3M + 7.212%, 04/20/2034(A)(D) |
|
|
260 |
|
|
|
259 |
|
VR Funding, Ser 2020-1A, Cl B |
|
|
|
|
|
|
|
|
4.220%, 11/15/2050(A) |
|
|
200 |
|
|
|
185 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Whitebox CLO IV, Ser 2023-4A, Cl A1 |
|
|
|
|
|
|
|
|
7.475%, TSFR3M + 2.150%, 04/20/2036(A)(D) |
|
$ |
770 |
|
|
$ |
774 |
|
Whitehorse XII, Ser 2018-12A, Cl D |
|
|
|
|
|
|
|
|
9.240%, TSFR3M + 3.912%, 10/15/2031(A)(D) |
|
|
250 |
|
|
|
248 |
|
|
|
|
|
|
|
|
57,039 |
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $70,556) ($ Thousands) |
|
|
|
|
|
|
70,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 10.7% |
Agency Mortgage-Backed Obligations — 1.0% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.000%, 12/01/2052 |
|
|
73 |
|
|
|
74 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
501 |
|
|
|
102 |
|
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
437 |
|
|
|
74 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
10.135%, SOFR30A + 4.800%, 10/25/2050(A)(D) |
|
|
210 |
|
|
|
240 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.335%, SOFR30A + 3.000%, 12/25/2050(A)(D) |
|
|
630 |
|
|
|
683 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
7.135%, SOFR30A + 1.800%, 01/25/2051(A)(D) |
|
|
110 |
|
|
|
111 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
8.385%, SOFR30A + 3.050%, 01/25/2034(A)(D) |
|
|
590 |
|
|
|
631 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl B1 |
|
|
|
|
|
|
|
|
10.085%, SOFR30A + 4.750%, 02/25/2042(A)(D) |
|
|
510 |
|
|
|
544 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.085%, SOFR30A + 3.750%, 02/25/2042(A)(D) |
|
|
500 |
|
|
|
525 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.535%, SOFR30A + 2.200%, 05/25/2042(A)(D) |
|
|
457 |
|
|
|
464 |
|
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.150%, 05/25/2045(D) |
|
|
1,147 |
|
|
|
92 |
|
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO |
|
|
|
|
|
|
|
|
0.700%, 01/25/2048(D) |
|
|
808 |
|
|
|
84 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/25/2048 |
|
$ |
895 |
|
|
$ |
180 |
|
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO |
|
|
|
|
|
|
|
|
1.157%, 01/16/2040(D) |
|
|
904 |
|
|
|
99 |
|
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO |
|
|
|
|
|
|
|
|
0.597%, 08/20/2043(D) |
|
|
97 |
|
|
|
9 |
|
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO |
|
|
|
|
|
|
|
|
4.000%, 08/20/2045 |
|
|
1,108 |
|
|
|
166 |
|
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO |
|
|
|
|
|
|
|
|
4.000%, 10/20/2045 |
|
|
627 |
|
|
|
97 |
|
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2045 |
|
|
240 |
|
|
|
28 |
|
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.207%, 07/20/2047(D) |
|
|
971 |
|
|
|
76 |
|
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO |
|
|
|
|
|
|
|
|
0.747%, 09/20/2048(D) |
|
|
371 |
|
|
|
36 |
|
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO |
|
|
|
|
|
|
|
|
0.747%, 09/20/2048(D) |
|
|
268 |
|
|
|
31 |
|
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO |
|
|
|
|
|
|
|
|
0.747%, 09/20/2048(D) |
|
|
1,227 |
|
|
|
134 |
|
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO |
|
|
|
|
|
|
|
|
0.747%, 05/20/2048(D) |
|
|
1,156 |
|
|
|
115 |
|
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO |
|
|
|
|
|
|
|
|
0.247%, 01/20/2048(D) |
|
|
2,205 |
|
|
|
184 |
|
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO |
|
|
|
|
|
|
|
|
0.597%, 01/20/2049(D) |
|
|
192 |
|
|
|
18 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO |
|
|
|
|
|
|
|
|
0.647%, 09/20/2049(D) |
|
|
542 |
|
|
|
52 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO |
|
|
|
|
|
|
|
|
0.647%, 09/20/2049(D) |
|
|
706 |
|
|
|
72 |
|
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2049 |
|
|
1,755 |
|
|
|
293 |
|
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO |
|
|
|
|
|
|
|
|
0.597%, 01/20/2049(D) |
|
|
153 |
|
|
|
14 |
|
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.647%, 06/20/2049(D) |
|
|
123 |
|
|
|
12 |
|
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2050 |
|
|
656 |
|
|
|
136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,376 |
|
Non-Agency Mortgage-Backed Obligations — 9.7% |
|
|
|
|
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D |
|
|
|
|
|
|
|
|
7.164%, TSFR1M + 1.836%, 09/15/2034(A)(D) |
|
|
280 |
|
|
|
255 |
|
A&D Mortgage Trust, Ser 2024-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
6.451%, 07/25/2069(A)(C) |
|
|
1,000 |
|
|
|
1,002 |
|
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1 |
|
|
|
|
|
|
|
|
6.390%, TSFR1M + 1.044%, 11/25/2034(D) |
|
|
261 |
|
|
|
258 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Alternative Loan Trust, Ser 2005-81, Cl A1 |
|
|
|
|
|
|
|
|
6.020%, TSFR1M + 0.674%, 02/25/2037(D) |
|
$ |
415 |
|
|
$ |
331 |
|
BANK, Ser 2022-BNK43, Cl D |
|
|
|
|
|
|
|
|
3.000%, 08/15/2055(A) |
|
|
234 |
|
|
|
162 |
|
BANK, Ser 2022-BNK44, Cl D |
|
|
|
|
|
|
|
|
4.000%, 11/15/2032(A)(D) |
|
|
600 |
|
|
|
455 |
|
BANK, Ser 2023-BNK46, Cl XA, IO |
|
|
|
|
|
|
|
|
0.749%, 08/15/2056(D) |
|
|
3,407 |
|
|
|
134 |
|
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO |
|
|
|
|
|
|
|
|
1.150%, 05/15/2052(D) |
|
|
10,236 |
|
|
|
349 |
|
Benchmark Mortgage Trust, Ser 2023-V3, Cl D |
|
|
|
|
|
|
|
|
4.000%, 07/15/2056(A) |
|
|
500 |
|
|
|
413 |
|
BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F |
|
|
|
|
|
|
|
|
10.764%, TSFR1M + 5.436%, 02/15/2039(A)(D) |
|
|
480 |
|
|
|
465 |
|
BRAVO Residential Funding Trust, Ser 2022-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
4.272%, 11/25/2061(A)(D) |
|
|
1,074 |
|
|
|
1,040 |
|
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A |
|
|
|
|
|
|
|
|
3.125%, 01/29/2070(A)(C) |
|
|
637 |
|
|
|
600 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J |
|
|
|
|
|
|
|
|
9.334%, TSFR1M + 4.004%, 10/15/2038(A)(D) |
|
|
352 |
|
|
|
343 |
|
BX Trust, Ser 2021-ARIA, Cl E |
|
|
|
|
|
|
|
|
7.688%, TSFR1M + 2.359%, 10/15/2036(A)(D) |
|
|
550 |
|
|
|
539 |
|
BX Trust, Ser 2021-SDMF, Cl F |
|
|
|
|
|
|
|
|
7.381%, TSFR1M + 2.051%, 09/15/2034(A)(D) |
|
|
297 |
|
|
|
285 |
|
BX Trust, Ser 2024-CNYN, Cl D |
|
|
|
|
|
|
|
|
8.019%, TSFR1M + 2.690%, 04/15/2029(A)(D) |
|
|
537 |
|
|
|
531 |
|
CAFL Issuer, Ser 2023-RTL1, Cl A1 |
|
|
|
|
|
|
|
|
7.553%, 12/28/2030(A)(C) |
|
|
520 |
|
|
|
523 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.573%, 03/15/2039(A)(D) |
|
|
250 |
|
|
|
179 |
|
Citigroup Commercial Mortgage Trust, Ser 2015-GC33, Cl B |
|
|
|
|
|
|
|
|
4.727%, 09/10/2058(D) |
|
|
300 |
|
|
|
277 |
|
Connecticut Avenue Securities Trust, Ser 2018-C01, Cl 1B1 |
|
|
|
|
|
|
|
|
9.000%, SOFR30A + 3.664%, 07/25/2030(D) |
|
|
570 |
|
|
|
612 |
|
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1 |
|
|
|
|
|
|
|
|
9.550%, SOFR30A + 4.214%, 07/25/2039(A)(D) |
|
|
450 |
|
|
|
471 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.435%, SOFR30A + 3.100%, 10/25/2041(A)(D) |
|
$ |
1,020 |
|
|
$ |
1,050 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
8.085%, SOFR30A + 2.750%, 12/25/2041(A)(D) |
|
|
680 |
|
|
|
694 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 |
|
|
|
|
|
|
|
|
8.335%, SOFR30A + 3.000%, 04/25/2042(A)(D) |
|
|
386 |
|
|
|
400 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1B1 |
|
|
|
|
|
|
|
|
10.885%, SOFR30A + 5.550%, 01/25/2043(A)(D) |
|
|
300 |
|
|
|
332 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(A) |
|
|
320 |
|
|
|
182 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.973%, 07/25/2057(A)(D) |
|
|
1,190 |
|
|
|
885 |
|
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1 |
|
|
|
|
|
|
|
|
5.095%, 05/25/2065(A)(D) |
|
|
600 |
|
|
|
616 |
|
ELM Trust, Ser 2024-ELM, Cl D15 |
|
|
|
|
|
|
|
|
6.674%, 06/10/2039(A)(D) |
|
|
1,000 |
|
|
|
1,001 |
|
ELM Trust, Ser 2024-ELM, Cl B15 |
|
|
|
|
|
|
|
|
5.995%, 06/10/2039(A)(D) |
|
|
1,000 |
|
|
|
1,001 |
|
ELM Trust, Ser 2024-ELM, Cl C15 |
|
|
|
|
|
|
|
|
6.189%, 06/10/2039(A)(D) |
|
|
1,000 |
|
|
|
1,001 |
|
ELM Trust, Ser 2024-ELM, Cl A15 |
|
|
|
|
|
|
|
|
5.801%, 06/10/2039(A)(D) |
|
|
1,000 |
|
|
|
1,001 |
|
FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl B |
|
|
|
|
|
|
|
|
7.795%, 11/10/2039(A)(D) |
|
|
380 |
|
|
|
394 |
|
GCAT Trust, Ser 2024-INV2, Cl A14 |
|
|
|
|
|
|
|
|
6.000%, 06/25/2054(A)(D) |
|
|
1,000 |
|
|
|
988 |
|
GS Mortgage Securities II Trust, Ser 2024-70P, Cl E |
|
|
|
|
|
|
|
|
9.263%, 03/10/2041(A)(D) |
|
|
400 |
|
|
|
401 |
|
GS Mortgage Securities Trust, Ser 2015-GC30, Cl C |
|
|
|
|
|
|
|
|
4.203%, 05/10/2050(D) |
|
|
240 |
|
|
|
219 |
|
GS Mortgage Securities Trust, Ser 2015-GC32, Cl D |
|
|
|
|
|
|
|
|
3.345%, 07/10/2048 |
|
|
380 |
|
|
|
343 |
|
GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G |
|
|
|
|
|
|
|
|
10.076%, TSFR1M + 4.747%, 11/15/2032(A)(D) |
|
|
500 |
|
|
|
492 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C |
|
|
|
|
|
|
|
|
9.626%, TSFR1M + 4.297%, 09/15/2031(A)(D) |
|
|
1,754 |
|
|
|
331 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F |
|
|
|
|
|
|
|
|
8.845%, TSFR1M + 3.514%, 12/15/2036(A)(D) |
|
$ |
595 |
|
|
$ |
565 |
|
Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl M1 |
|
|
|
|
|
|
|
|
6.560%, 10/25/2056(D) |
|
|
1,000 |
|
|
|
998 |
|
Harvest Commercial Capital Loan Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
6.164%, 10/25/2056 |
|
|
1,000 |
|
|
|
1,000 |
|
Impac CMB Trust, Ser 2005-4, Cl 1M1 |
|
|
|
|
|
|
|
|
6.105%, TSFR1M + 0.544%, 05/25/2035(D) |
|
|
493 |
|
|
|
442 |
|
Imperial Fund Mortgage Trust, Ser 2022-NQM4, Cl A2 |
|
|
|
|
|
|
|
|
5.040%, 06/25/2067(A)(C) |
|
|
854 |
|
|
|
841 |
|
JP Morgan Mortgage Trust, Ser 2024-5, Cl A9A |
|
|
|
|
|
|
|
|
6.000%, 11/25/2054(A)(D) |
|
|
1,000 |
|
|
|
984 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-JP1, Cl C |
|
|
|
|
|
|
|
|
4.879%, 01/15/2049(D) |
|
|
80 |
|
|
|
71 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL |
|
|
|
|
|
|
|
|
8.467%, TSFR1M + 3.139%, 07/05/2033(A)(D) |
|
|
910 |
|
|
|
601 |
|
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2 |
|
|
|
|
|
|
|
|
6.844%, 10/25/2066(A)(C) |
|
|
679 |
|
|
|
682 |
|
Morgan Stanley Capital I Trust, Ser 2015-BS8, Cl C |
|
|
|
|
|
|
|
|
4.710%, 12/15/2048(D) |
|
|
190 |
|
|
|
170 |
|
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B |
|
|
|
|
|
|
|
|
5.748%, 06/26/2036(A)(C) |
|
|
165 |
|
|
|
149 |
|
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
7.252%, 12/15/2056(D) |
|
|
290 |
|
|
|
301 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10 |
|
|
|
|
|
|
|
|
8.700%, SOFR30A + 3.364%, 10/25/2049(A)(D) |
|
|
486 |
|
|
|
486 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10 |
|
|
|
|
|
|
|
|
9.200%, SOFR30A + 3.864%, 03/25/2050(A)(D) |
|
|
471 |
|
|
|
472 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
6.510%, TSFR1M + 1.164%, 01/25/2048(A)(D) |
|
|
228 |
|
|
|
224 |
|
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1 |
|
|
|
|
|
|
|
|
3.074%, TSFR1M + 0.544%, 03/26/2036(A)(D) |
|
|
149 |
|
|
|
141 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
OBX Trust, Ser 2024-NQM8, Cl A3 |
|
|
|
|
|
|
|
|
6.588%, 05/25/2064(A)(C) |
|
$ |
992 |
|
|
$ |
995 |
|
OBX Trust, Ser 2024-NQM8, Cl A2 |
|
|
|
|
|
|
|
|
6.436%, 05/25/2064(A)(C) |
|
|
992 |
|
|
|
994 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.149%, SOFR30A + 3.814%, 11/27/2031(A)(D) |
|
|
152 |
|
|
|
152 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A3 |
|
|
|
|
|
|
|
|
7.304%, 02/25/2058(A)(C) |
|
|
247 |
|
|
|
244 |
|
PRKCM Trust, Ser 2024-HOME1, Cl A3 |
|
|
|
|
|
|
|
|
6.785%, 05/25/2059(A)(C) |
|
|
1,000 |
|
|
|
1,004 |
|
PRKCM Trust, Ser 2024-HOME1, Cl M1 |
|
|
|
|
|
|
|
|
6.861%, 05/25/2059(A)(D) |
|
|
1,000 |
|
|
|
1,006 |
|
PRKCM Trust, Ser 2024-HOME1, Cl B1 |
|
|
|
|
|
|
|
|
7.736%, 05/25/2059(A)(D) |
|
|
1,000 |
|
|
|
992 |
|
RALI Series Trust, Ser 2007-QO2, Cl A1 |
|
|
|
|
|
|
|
|
5.610%, TSFR1M + 0.264%, 02/25/2047(D) |
|
|
788 |
|
|
|
263 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M |
|
|
|
|
|
|
|
|
4.250%, 11/25/2059(A)(D) |
|
|
830 |
|
|
|
770 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M |
|
|
|
|
|
|
|
|
4.250%, 05/25/2060(A)(D) |
|
|
640 |
|
|
|
592 |
|
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M |
|
|
|
|
|
|
|
|
4.500%, 11/25/2061(A)(D) |
|
|
320 |
|
|
|
256 |
|
SMRT, Ser 2022-MINI, Cl D |
|
|
|
|
|
|
|
|
7.279%, TSFR1M + 1.950%, 01/15/2039(A)(D) |
|
|
550 |
|
|
|
539 |
|
Soho Trust, Ser 2021-SOHO, Cl D |
|
|
|
|
|
|
|
|
2.787%, 08/10/2038(A)(D) |
|
|
440 |
|
|
|
253 |
|
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A2 |
|
|
|
|
|
|
|
|
1.395%, 06/25/2056(A)(D) |
|
|
975 |
|
|
|
816 |
|
Starwood Mortgage Residential Trust, Ser 2022-1, Cl A1 |
|
|
|
|
|
|
|
|
2.447%, 12/25/2066(A)(D) |
|
|
997 |
|
|
|
866 |
|
Starwood Mortgage Residential Trust, Ser 2022-3, Cl A1 |
|
|
|
|
|
|
|
|
4.161%, 03/25/2067(A)(D) |
|
|
858 |
|
|
|
819 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B |
|
|
|
|
|
|
|
|
3.500%, 10/25/2059(A)(D) |
|
|
640 |
|
|
|
499 |
|
Towd Point Mortgage Trust, Ser 2024-CES3, Cl A1 |
|
|
|
|
|
|
|
|
6.290%, 05/25/2064(A)(D) |
|
|
1,000 |
|
|
|
1,004 |
|
Towd Point Mortgage Trust, Ser 2024-CES3, Cl A2 |
|
|
|
|
|
|
|
|
6.413%, 05/25/2064(A)(D) |
|
|
1,000 |
|
|
|
1,005 |
|
Trust, Ser 2023-MIC, Cl B |
|
|
|
|
|
|
|
|
9.863%, 12/05/2038(A)(D) |
|
|
270 |
|
|
|
288 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Unlock HEA Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
7.000%, 04/25/2039(A) |
|
$ |
1,092 |
|
|
$ |
1,075 |
|
Velocity Commercial Capital Loan Trust, Ser 2019-3, Cl M5 |
|
|
|
|
|
|
|
|
4.730%, 10/25/2049(A)(D) |
|
|
1,368 |
|
|
|
1,083 |
|
Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl A |
|
|
|
|
|
|
|
|
6.650%, 06/25/2054(A)(D) |
|
|
1,000 |
|
|
|
1,023 |
|
Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl M1 |
|
|
|
|
|
|
|
|
6.870%, 06/25/2054(A)(D) |
|
|
1,000 |
|
|
|
1,006 |
|
Velocity Commercial Capital Loan Trust, Ser 2024-3, Cl M2 |
|
|
|
|
|
|
|
|
7.230%, 06/25/2054(A)(D) |
|
|
1,000 |
|
|
|
1,005 |
|
Verus Securitization Trust, Ser 2022-INV1, Cl B1 |
|
|
|
|
|
|
|
|
5.834%, 08/25/2067(A)(D) |
|
|
321 |
|
|
|
305 |
|
Verus Securitization Trust, Ser 2023-8, Cl A3 |
|
|
|
|
|
|
|
|
6.968%, 12/25/2068(A)(C) |
|
|
311 |
|
|
|
313 |
|
Verus Securitization Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
6.118%, 01/25/2069(A)(C) |
|
|
633 |
|
|
|
629 |
|
Verus Securitization Trust, Ser 2024-4, Cl A3 |
|
|
|
|
|
|
|
|
6.674%, 06/25/2069(A)(C) |
|
|
1,000 |
|
|
|
1,004 |
|
Verus Securitization Trust, Ser 2024-4, Cl A2 |
|
|
|
|
|
|
|
|
6.572%, 06/25/2069(A)(C) |
|
|
1,000 |
|
|
|
1,005 |
|
Verus Securitization Trust, Ser 2024-4, Cl B1 |
|
|
|
|
|
|
|
|
7.643%, 06/25/2069(A)(D) |
|
|
360 |
|
|
|
360 |
|
Vista Point Securitization Trust, Ser 2024-CES1, Cl M1 |
|
|
|
|
|
|
|
|
7.482%, 05/25/2054(A)(C) |
|
|
1,000 |
|
|
|
1,008 |
|
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2 |
|
|
|
|
|
|
|
|
4.356%, 12/25/2036(D) |
|
|
453 |
|
|
|
383 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B |
|
|
|
|
|
|
|
|
3.959%, 12/15/2047 |
|
|
390 |
|
|
|
383 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1 |
|
|
|
|
|
|
|
|
6.578%, 04/25/2036(D) |
|
|
280 |
|
|
|
259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
52,880 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $60,051) ($ Thousands) |
|
|
|
|
|
|
58,256 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
COMMON STOCK — 10.4% |
|
|
|
|
|
|
|
|
|
Communication Services — 0.6% |
|
|
|
|
4imprint Group PLC |
|
|
1,567 |
|
|
|
116 |
|
Freenet AG |
|
|
7,110 |
|
|
|
189 |
|
iHeartMedia Inc * |
|
|
168,843 |
|
|
|
184 |
|
Intelsat Jackson Holdings *(F) |
|
|
22,561 |
|
|
|
857 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Verizon Communications Inc |
|
|
49,970 |
|
|
$ |
2,061 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,407 |
|
Consumer Discretionary — 0.5% |
|
|
|
|
Best Buy Co Inc |
|
|
11,005 |
|
|
|
927 |
|
Bosideng International Holdings Ltd |
|
|
183,920 |
|
|
|
115 |
|
McDonald's Corp |
|
|
1,109 |
|
|
|
283 |
|
Restaurant Brands International Inc |
|
|
17,937 |
|
|
|
1,264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,589 |
|
Consumer Staples — 2.3% |
|
|
|
|
Altria Group Inc |
|
|
45,401 |
|
|
|
2,068 |
|
Clorox Co/The |
|
|
5,600 |
|
|
|
764 |
|
Coca-Cola Co/The |
|
|
28,995 |
|
|
|
1,846 |
|
Colgate-Palmolive Co |
|
|
1,237 |
|
|
|
120 |
|
Flowers Foods Inc |
|
|
10,839 |
|
|
|
241 |
|
General Mills Inc |
|
|
20,018 |
|
|
|
1,266 |
|
Kimberly-Clark Corp |
|
|
12,398 |
|
|
|
1,714 |
|
Mondelez International Inc, Cl A |
|
|
2,052 |
|
|
|
134 |
|
PepsiCo Inc |
|
|
10,058 |
|
|
|
1,659 |
|
Philip Morris International Inc |
|
|
17,026 |
|
|
|
1,725 |
|
Procter & Gamble Co/The |
|
|
3,592 |
|
|
|
592 |
|
Vector Group Ltd |
|
|
6,784 |
|
|
|
72 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,201 |
|
Energy — 1.6% |
|
|
|
|
Chevron Corp |
|
|
9,666 |
|
|
|
1,512 |
|
Chord Energy Corp |
|
|
2,163 |
|
|
|
363 |
|
Civitas Resources Inc |
|
|
3,555 |
|
|
|
245 |
|
Diamondback Energy Inc, Cl A |
|
|
7,303 |
|
|
|
1,462 |
|
DT Midstream Inc |
|
|
4,865 |
|
|
|
346 |
|
Enbridge Inc |
|
|
35,158 |
|
|
|
1,251 |
|
Gaztransport Et Technigaz SA |
|
|
1,884 |
|
|
|
246 |
|
International Seaways Inc |
|
|
1,872 |
|
|
|
111 |
|
Noble Corp PLC |
|
|
7,982 |
|
|
|
356 |
|
Peyto Exploration & Development Corp, Cl Common Subs. Receipt |
|
|
10,308 |
|
|
|
110 |
|
Summit Midstream Partners LP * |
|
|
24,250 |
|
|
|
862 |
|
Williams Cos Inc/The |
|
|
41,679 |
|
|
|
1,771 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,635 |
|
Financials — 1.6% |
|
|
|
|
American Financial Group Inc/OH |
|
|
4,029 |
|
|
|
496 |
|
Aviva PLC |
|
|
137,502 |
|
|
|
828 |
|
Bank Mandiri Persero Tbk PT |
|
|
1,846,204 |
|
|
|
693 |
|
Bank OZK |
|
|
5,526 |
|
|
|
227 |
|
CME Group Inc, Cl A |
|
|
8,803 |
|
|
|
1,731 |
|
Cohen & Steers Inc |
|
|
1,416 |
|
|
|
103 |
|
DBS Group Holdings Ltd |
|
|
62,482 |
|
|
|
1,650 |
|
Federated Hermes Inc, Cl B |
|
|
4,518 |
|
|
|
149 |
|
Independent Bank Corp |
|
|
2,215 |
|
|
|
112 |
|
Malayan Banking Bhd |
|
|
284,010 |
|
|
|
600 |
|
OneMain Holdings Inc, Cl A |
|
|
5,990 |
|
|
|
290 |
|
Schroders PLC |
|
|
45,634 |
|
|
|
210 |
|
TBC Bank Group PLC |
|
|
2,816 |
|
|
|
91 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Victory Capital Holdings Inc, Cl A |
|
|
1,734 |
|
|
$ |
83 |
|
Westpac Banking Corp |
|
|
77,004 |
|
|
|
1,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,663 |
|
Health Care — 1.9% |
|
|
|
|
AbbVie Inc |
|
|
12,277 |
|
|
|
2,106 |
|
Amgen Inc, Cl A |
|
|
4,853 |
|
|
|
1,516 |
|
Bristol-Myers Squibb Co |
|
|
31,318 |
|
|
|
1,301 |
|
Gilead Sciences Inc |
|
|
19,811 |
|
|
|
1,359 |
|
Johnson & Johnson |
|
|
13,700 |
|
|
|
2,002 |
|
Medtronic PLC |
|
|
14,066 |
|
|
|
1,107 |
|
Merck & Co Inc |
|
|
3,836 |
|
|
|
475 |
|
Roche Holding AG |
|
|
1,858 |
|
|
|
566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,432 |
|
Industrials — 0.6% |
|
|
|
|
Aena SME SA |
|
|
3,863 |
|
|
|
778 |
|
Automatic Data Processing Inc |
|
|
645 |
|
|
|
154 |
|
COMSYS Holdings Corp |
|
|
6,029 |
|
|
|
116 |
|
Illinois Tool Works Inc |
|
|
417 |
|
|
|
99 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,443 |
|
|
|
194 |
|
PACCAR Inc |
|
|
15,962 |
|
|
|
1,643 |
|
Societe BIC SA |
|
|
1,198 |
|
|
|
71 |
|
Watsco Inc |
|
|
687 |
|
|
|
318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,373 |
|
Information Technology — 0.5% |
|
|
|
|
Cisco Systems Inc |
|
|
26,711 |
|
|
|
1,269 |
|
Qlik, Cl A *(F) |
|
|
56 |
|
|
|
88 |
|
Qlik, Cl B * |
|
|
13,812 |
|
|
|
— |
|
Texas Instruments Inc |
|
|
7,708 |
|
|
|
1,499 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,856 |
|
Materials — 0.3% |
|
|
|
|
Arctic Canadian Diamond Company Ltd *(F) |
|
|
824 |
|
|
|
142 |
|
LyondellBasell Industries NV, Cl A |
|
|
13,537 |
|
|
|
1,295 |
|
Sonoco Products Co |
|
|
4,872 |
|
|
|
247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,684 |
|
Real Estate — 0.5% |
|
|
|
|
Apple Hospitality REIT Inc ‡ |
|
|
11,976 |
|
|
|
174 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
8,712 |
|
|
|
241 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
14,040 |
|
|
|
635 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
1,511 |
|
|
|
165 |
|
VICI Properties Inc, Cl A ‡ |
|
|
51,010 |
|
|
|
1,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,676 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $52,816) ($ Thousands) |
|
|
|
|
|
|
56,516 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS — 8.9% |
19th Holdings Golf, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.678%, CME Term SOFR + 3.000%, 02/07/2029 (D) |
|
$ |
454 |
|
|
$ |
448 |
|
Accession Risk Management Group, Inc, 2023 Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.347%, 11/01/2029 |
|
|
31 |
|
|
|
31 |
|
11.326%, 11/01/2029 |
|
|
22 |
|
|
|
22 |
|
Accession Risk Management Group, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.347%, 11/01/2029 |
|
|
100 |
|
|
|
100 |
|
11.330%, 11/01/2029 |
|
|
92 |
|
|
|
91 |
|
11.302%, 11/01/2029 |
|
|
46 |
|
|
|
45 |
|
10.997%, 11/01/2029 |
|
|
40 |
|
|
|
40 |
|
10.980%, 11/01/2029 |
|
|
170 |
|
|
|
169 |
|
10.952%, 11/01/2029 |
|
|
105 |
|
|
|
104 |
|
Acrisure, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.829%, 11/11/2030 (D) |
|
|
335 |
|
|
|
336 |
|
8.944%, Syn LIBOR + 3.500%, 02/15/2027 (D) |
|
|
106 |
|
|
|
106 |
|
ADS Tactical, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.194%, 03/19/2026 (D) |
|
|
928 |
|
|
|
929 |
|
Allen Media, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.959%, 02/10/2027 (D) |
|
|
702 |
|
|
|
520 |
|
Allied Universal Holdco, LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, CME Term SOFR + 3.750%, 05/12/2028 (D) |
|
|
552 |
|
|
|
550 |
|
Allwyn Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 05/30/2031 (G) |
|
|
230 |
|
|
|
230 |
|
Alterra Mountain Company, Term B-4 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 08/17/2028 |
|
|
271 |
|
|
|
271 |
|
AmaWaterways, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.829%, 05/01/2031 (D) |
|
|
200 |
|
|
|
200 |
|
Amentum Goverment Services Holdings, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, 02/15/2029 (D) |
|
|
204 |
|
|
|
205 |
|
Apollo Commercial Real Estate Finance, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.194%, 05/15/2026 (D) |
|
|
19 |
|
|
|
19 |
|
Apollo Commercial Real Estate Finance, Inc, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, CME Term SOFR + 3.500%, 03/11/2028 (D) |
|
|
317 |
|
|
|
305 |
|
Aquen Island Holdings, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, 08/02/2028 (D) |
|
|
455 |
|
|
|
455 |
|
Arcis Golf, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.193%, 11/24/2028 |
|
|
688 |
|
|
|
688 |
|
Arctic Canadian Diamond Company, Ltd, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (F) |
|
|
814 |
|
|
|
815 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Assured Partners, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.829%, 02/14/2031 |
|
$ |
300 |
|
|
$ |
301 |
|
Asurion, LLC, Term B-4 Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.708%, 01/20/2029 (D) |
|
|
200 |
|
|
|
184 |
|
Asurion, LLC, Term B-9 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.708%, 07/31/2027 (D) |
|
|
245 |
|
|
|
241 |
|
Autokiniton Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.444%, 04/06/2028 |
|
|
214 |
|
|
|
215 |
|
B.C., ULC, Term B-6 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.079%, 09/20/2030 |
|
|
220 |
|
|
|
219 |
|
BHN Merger, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.329%, 03/12/2029 (D) |
|
|
260 |
|
|
|
260 |
|
Blackstone Mortgage Trust, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.342%, 04/23/2026 |
|
|
360 |
|
|
|
353 |
|
Bleriot US Bidco, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, 10/31/2030 |
|
|
225 |
|
|
|
226 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.179%, CME Term SOFR + 2.750%, 06/07/2028 (D) |
|
|
220 |
|
|
|
219 |
|
Caesars Entertainment, Inc, Incremental Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, CME Term SOFR + 2.750%, 02/06/2031 (D) |
|
|
520 |
|
|
|
520 |
|
Caesars Entertainment, Inc, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.097%, 02/06/2030 (D) |
|
|
218 |
|
|
|
218 |
|
Cardinal Parent, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.519%, CME Term SOFR + 4.500%, 11/12/2027 (D) |
|
|
542 |
|
|
|
507 |
|
CBS Radio/Entercom Media, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.444%, 08/19/2024 |
|
|
43 |
|
|
|
43 |
|
Chariot Buyer, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.694%, 11/03/2028 (D) |
|
|
562 |
|
|
|
561 |
|
Chromalloy Corp, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.058%, 03/27/2031 |
|
|
170 |
|
|
|
170 |
|
Citadel Securities, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.579%, 07/29/2030 (D) |
|
|
501 |
|
|
|
502 |
|
Clarios Global, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.329%, 05/06/2030 (D) |
|
|
219 |
|
|
|
219 |
|
Clark Equipment Company, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.902%, 04/20/2029 (D) |
|
|
86 |
|
|
|
86 |
|
Cloudera, Inc, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.429%, 10/08/2029 (D) |
|
|
140 |
|
|
|
138 |
|
Community Brands, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/13/2029 (F)(G) |
|
|
140 |
|
|
|
139 |
|
Copeland, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/18/2031 (G) |
|
|
50 |
|
|
|
50 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Cotiviti Holdings, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 05/01/2031 (D) |
|
$ |
380 |
|
|
$ |
378 |
|
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.477%, 02/20/2029 (D) |
|
|
230 |
|
|
|
229 |
|
DCert Buyer, Inc, First Amendment Refinancing Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.329%, CME Term SOFR + 7.000%, 02/19/2029 (D) |
|
|
490 |
|
|
|
434 |
|
DCert Buyer, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.329%, CME Term SOFR + 4.000%, 10/16/2026 (D) |
|
|
610 |
|
|
|
594 |
|
Diamond Sports Group, LLC, Dip Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.167%, 12/02/2024 |
|
|
46 |
|
|
|
64 |
|
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.458%, CME Term SOFR + 5.000%, 08/02/2027 (D) |
|
|
357 |
|
|
|
357 |
|
Drake Software/Taxwell, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/17/2031 (G) |
|
|
800 |
|
|
|
792 |
|
DS Parent, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.835%, 01/31/2031 |
|
|
620 |
|
|
|
617 |
|
Energize Holdco, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, 12/08/2028 (D) |
|
|
1,166 |
|
|
|
1,167 |
|
Engineered Machinery Holdings, Inc, Incremental Amendment No. 4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.652%, EURIBOR + 3.750%, 05/21/2028 (D) |
|
|
317 |
|
|
|
339 |
|
Engineered Machinery Holdings, Inc, Incremental Amendment No. 5 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.346%, 05/19/2028 (D) |
|
|
707 |
|
|
|
709 |
|
Entercom Media Corp, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.091%, CME Term SOFR + 2.500%, 11/18/2024 (D) |
|
|
1,140 |
|
|
|
536 |
|
Epic Y-Grade, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.058%, 06/29/2029 |
|
|
875 |
|
|
|
873 |
|
EyeCare Partners, Second Out Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.037%, 11/30/2028 |
|
|
657 |
|
|
|
400 |
|
EyeCare Partners, Third Out Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 11/30/2028 (G) |
|
|
65 |
|
|
|
11 |
|
First Brands Group, LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.591%, 03/30/2027 |
|
|
539 |
|
|
|
535 |
|
First Brands Group, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.591%, CME Term SOFR + 5.000%, 03/30/2027 (D) |
|
|
575 |
|
|
|
570 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
First Brands Group, LLC, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.141%, 03/30/2028 |
|
$ |
1,200 |
|
|
$ |
1,155 |
|
First Eagle, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.330%, 02/22/2029 |
|
|
180 |
|
|
|
179 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.559%, 11/25/2030 (D) |
|
|
458 |
|
|
|
458 |
|
Focus Financial Partners, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.079%, 06/30/2028 |
|
|
312 |
|
|
|
312 |
|
7.829%, 06/30/2028 |
|
|
276 |
|
|
|
275 |
|
Four Seasons Holdings, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.329%, 11/30/2029 |
|
|
170 |
|
|
|
170 |
|
Gainwell Acquisition Corp, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.435%, CME Term SOFR + 4.000%, 10/01/2027 (D) |
|
|
1,459 |
|
|
|
1,411 |
|
Garda World Security Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.594%, 02/01/2029 |
|
|
399 |
|
|
|
401 |
|
Genesee & Wyoming, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.301%, 04/10/2031 |
|
|
230 |
|
|
|
230 |
|
Getty Images, Inc, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.909%, CME Term SOFR + 4.500%, 02/19/2026 (D) |
|
|
334 |
|
|
|
334 |
|
Global Medical Response Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.848%, CME Term SOFR + 5.500%, 10/31/2028 (D) |
|
|
525 |
|
|
|
508 |
|
Global Tel Link Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.679%, CME Term SOFR + 0.040%, 11/29/2025 (D) |
|
|
164 |
|
|
|
162 |
|
Gray Television, Inc, Term D Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.444%, 12/01/2028 |
|
|
376 |
|
|
|
338 |
|
0.000%, 05/23/2029 (G) |
|
|
110 |
|
|
|
105 |
|
GTCR, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.309%, 01/31/2031 (D) |
|
|
320 |
|
|
|
320 |
|
Harbor Freight Tools, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.828%, 06/05/2031 (D) |
|
|
280 |
|
|
|
279 |
|
Icebox Holdco III, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.071%, 12/22/2028 |
|
|
760 |
|
|
|
761 |
|
Icebox Holdco III, Inc, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.321%, 12/21/2029 |
|
|
225 |
|
|
|
227 |
|
Indy US Holdco, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 03/06/2028 (G) |
|
|
210 |
|
|
|
210 |
|
Isolved, Inc, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.829%, 10/15/2030 |
|
|
320 |
|
|
|
321 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Jane Street Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.944%, 01/26/2028 (D) |
|
$ |
514 |
|
|
$ |
513 |
|
Jazz Pharmaceuticals, PLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.444%, 05/05/2028 |
|
|
201 |
|
|
|
202 |
|
Johnstone Supply, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.328%, CME Term SOFR + 3.000%, 06/09/2031 (D) |
|
|
90 |
|
|
|
90 |
|
Knight Health Holdings, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.694%, 12/23/2028 |
|
|
127 |
|
|
|
59 |
|
LABL, Inc, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.444%, CME Term SOFR + 5.000%, 10/29/2028 (D) |
|
|
385 |
|
|
|
380 |
|
Learsfield Communications, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.829%, 06/30/2028 |
|
|
627 |
|
|
|
629 |
|
Lids Holdings, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.994%, 12/14/2026 |
|
|
690 |
|
|
|
688 |
|
Lifepoint Health, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.056%, 11/16/2028 (D) |
|
|
758 |
|
|
|
761 |
|
9.329%, 05/09/2031 |
|
|
100 |
|
|
|
100 |
|
Lorca Co-Borrower, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 04/17/2031 (G) |
|
|
110 |
|
|
|
110 |
|
Loyalty Ventures, Inc, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.750%, 11/03/2027 (B) |
|
|
829 |
|
|
|
6 |
|
LRS Holdings, LLC, Intial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.694%, 08/31/2028 |
|
|
406 |
|
|
|
365 |
|
LTR Intermediate, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.944%, 05/05/2028 |
|
|
310 |
|
|
|
304 |
|
Magenta Buyer, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.591%, CME Term SOFR + 5.000%, 07/27/2028 (D) |
|
|
412 |
|
|
|
227 |
|
Medline Borrower, LP, Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, CME Term SOFR + 2.750%, 10/23/2028 (D) |
|
|
330 |
|
|
|
330 |
|
MH Sub I, LLC (Micro Holding Corp), 2023 May Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.594%, CME Term SOFR + 4.250%, 05/03/2028 (D) |
|
|
319 |
|
|
|
319 |
|
Mitchell International, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 06/06/2031 |
|
|
420 |
|
|
|
416 |
|
Modena Buyer, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 04/18/2031 (G) |
|
|
420 |
|
|
|
409 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.859%, CME Term SOFR + 4.250%, 09/01/2028 (D) |
|
|
258 |
|
|
|
213 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
MRI Software, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.902%, 02/10/2027 |
|
$ |
534 |
|
|
$ |
526 |
|
Neptune BidCo US, Inc, Term A Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.156%, 10/11/2028 (D) |
|
|
782 |
|
|
|
733 |
|
Nexus Buyer, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.844%, 12/13/2028 (D) |
|
|
610 |
|
|
|
610 |
|
Osaic Holdings, Inc, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.344%, CME Term SOFR + 4.000%, 08/17/2028 (D) |
|
|
249 |
|
|
|
250 |
|
Osmosis Buyer Limited, Delayed Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.579%, 07/31/2028 |
|
|
242 |
|
|
|
242 |
|
9.579%, 07/31/2028 |
|
|
28 |
|
|
|
28 |
|
PDS HoldCo Inc, Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.109%, 08/18/2028 |
|
|
469 |
|
|
|
326 |
|
Peer Holdings III B.V., Term B4 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.559%, 10/28/2030 |
|
|
440 |
|
|
|
440 |
|
Peer Holdings III B.V., Term B5 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.329%, 06/23/2031 |
|
|
190 |
|
|
|
190 |
|
Peraton Corp, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, CME Term SOFR + 3.750%, 02/01/2028 (D) |
|
|
379 |
|
|
|
379 |
|
Phoenix Guarantor, Term B-4 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, 02/21/2031 |
|
|
226 |
|
|
|
225 |
|
Planview Parent, Inc, 2024-A Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.085%, 12/17/2027 |
|
|
551 |
|
|
|
550 |
|
Polyconcept, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.802%, 05/18/2029 |
|
|
411 |
|
|
|
401 |
|
Pretium PKG Holdings, Inc, Term A Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.827%, CME Term SOFR + 5.000%, 10/02/2028 (D) |
|
|
786 |
|
|
|
807 |
|
Project Alpha Intermediate Holding, Inc, 2024 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.072%, 10/28/2030 |
|
|
230 |
|
|
|
231 |
|
Redstone HoldCo 2, LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.208%, CME Term SOFR + 4.750%, 04/27/2028 (D) |
|
|
354 |
|
|
|
315 |
|
Ryan, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.828%, 11/14/2030 |
|
|
620 |
|
|
|
622 |
|
Sedgwick Claims Management Services, Inc (Lightning Cayman Merger Sub, Ltd.), 2023 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.079%, 02/24/2028 |
|
|
227 |
|
|
|
227 |
|
Sedgwick Claims Management Services, Inc (Lightning Cayman Merger Sub, Ltd.), Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 06/27/2031 (G) |
|
|
40 |
|
|
|
40 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
SkyMiles IP Ltd. (Delta Air Lines, Inc), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.075%, CME Term SOFR + 3.750%, 10/20/2027 (D) |
|
$ |
206 |
|
|
$ |
211 |
|
Soltera Health Holdings, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.578%, 05/23/2031 |
|
|
430 |
|
|
|
429 |
|
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.429%, 06/19/2026 |
|
|
958 |
|
|
|
957 |
|
Tanzania Private, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 04/30/2031 (F)(G) |
|
|
270 |
|
|
|
267 |
|
Team Services, LLC, Initial Term B Loan, Lien 1 |
|
|
|
|
|
|
|
|
0.000%, 12/20/2027 (G) |
|
|
60 |
|
|
|
59 |
|
The GEO Group, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.570%, 04/13/2029 |
|
|
230 |
|
|
|
234 |
|
The Michaels Companies, Inc, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.821%, LIBOR + 4.250%, 04/15/2028 (D) |
|
|
99 |
|
|
|
89 |
|
Triton Water Holdings, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.846%, CME Term SOFR + 3.250%, 03/31/2028 (D) |
|
|
518 |
|
|
|
518 |
|
Triton Water Holdings, Inc, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.302%, 03/31/2028 (D) |
|
|
339 |
|
|
|
340 |
|
UFC Holdings, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, 04/29/2026 |
|
|
334 |
|
|
|
335 |
|
United Airlines, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.094%, 02/22/2031 |
|
|
350 |
|
|
|
350 |
|
Univision Communications, Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.944%, 01/23/2029 |
|
|
40 |
|
|
|
40 |
|
UST Global, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.942%, 11/20/2028 |
|
|
230 |
|
|
|
230 |
|
Virgin Media Bristol, LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.943%, CME Term SOFR + 2.500%, 01/31/2028 (D) |
|
|
685 |
|
|
|
654 |
|
Virgin Media Bristol, LLC, Y Facility, 1st Lien |
|
|
|
|
|
|
|
|
8.656%, 03/31/2031 (D) |
|
|
340 |
|
|
|
320 |
|
Virtusa Corporation, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.194%, 02/11/2028 |
|
|
906 |
|
|
|
907 |
|
8.092%, 06/13/2031 |
|
|
240 |
|
|
|
239 |
|
WIN Waste Innovations Holdings, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.194%, LIBOR + 2.750%, 03/24/2028 (D) |
|
|
100 |
|
|
|
93 |
|
WW International, Inc, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.958%, CME Term SOFR + 3.500%, 04/13/2028 (D) |
|
|
80 |
|
|
|
30 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Wwex Uni TopCo Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.571%, 07/26/2028 (D) |
|
$ |
243 |
|
|
$ |
244 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $50,724) ($ Thousands) |
|
|
|
|
|
|
48,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 8.2% |
|
|
|
|
|
|
|
|
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050(A) |
|
|
1,430 |
|
|
|
1,137 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
200 |
|
|
|
167 |
|
9.125%, 11/26/2049(A) |
|
|
1,170 |
|
|
|
959 |
|
8.750%, 04/14/2032(A) |
|
|
210 |
|
|
|
186 |
|
8.000%, 11/26/2029(A) |
|
|
220 |
|
|
|
198 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.625%, 07/09/2024(C) |
|
|
1,246 |
|
|
|
521 |
|
1.000%, 07/09/2029 |
|
|
262 |
|
|
|
150 |
|
0.750%, 07/09/2030(C) |
|
|
2,610 |
|
|
|
1,470 |
|
0.500%, 07/09/2029 |
|
EUR |
6 |
|
|
|
3 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
5.625%, 05/18/2034(A) |
|
$ |
740 |
|
|
|
665 |
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 01/19/2032(A) |
|
EUR |
1,280 |
|
|
|
1,147 |
|
Brazil Government International Bond |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
$ |
80 |
|
|
|
78 |
|
Brazil Notas do Tesouro Nacional, Ser F |
|
|
|
|
|
|
|
|
10.000%, 01/01/2031 |
|
BRL |
3,679 |
|
|
|
600 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 05/15/2051 |
|
$ |
630 |
|
|
|
376 |
|
3.125%, 04/15/2031 |
|
|
530 |
|
|
|
417 |
|
3.000%, 01/30/2030 |
|
|
730 |
|
|
|
597 |
|
Cordoba Government International Bond |
|
|
|
|
|
|
|
|
6.990%, 06/01/2027(A)(C) |
|
|
226 |
|
|
|
193 |
|
Country Garden Holdings |
|
|
|
|
|
|
|
|
8.000%, 01/27/2024(B) |
|
|
200 |
|
|
|
15 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
7.450%, 04/30/2044 |
|
|
600 |
|
|
|
628 |
|
6.850%, 01/27/2045 |
|
|
460 |
|
|
|
453 |
|
6.500%, 02/15/2048(A) |
|
|
1,270 |
|
|
|
1,201 |
|
4.875%, 09/23/2032 |
|
|
260 |
|
|
|
233 |
|
4.500%, 01/30/2030 |
|
|
550 |
|
|
|
499 |
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
2.500%, 07/31/2024(A)(C) |
|
|
1,128 |
|
|
|
512 |
|
0.000%, 07/31/2030(A)(H) |
|
|
329 |
|
|
|
157 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050(A) |
|
$ |
710 |
|
|
$ |
539 |
|
8.700%, 03/01/2049(A) |
|
|
320 |
|
|
|
241 |
|
8.500%, 01/31/2047 |
|
|
450 |
|
|
|
333 |
|
5.875%, 02/16/2031 |
|
|
430 |
|
|
|
334 |
|
El Salvador Government International Bond |
|
|
|
|
|
|
|
|
9.250%, 04/17/2030(A) |
|
|
170 |
|
|
|
151 |
|
Ethiopia International Bond |
|
|
|
|
|
|
|
|
6.625%, 12/11/2024(B) |
|
|
210 |
|
|
|
151 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050(A) |
|
|
530 |
|
|
|
481 |
|
4.900%, 06/01/2030(A) |
|
|
280 |
|
|
|
265 |
|
4.875%, 02/13/2028 |
|
|
590 |
|
|
|
567 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
2.850%, 02/14/2030 |
|
|
900 |
|
|
|
798 |
|
1.100%, 03/12/2033 |
|
EUR |
400 |
|
|
|
340 |
|
Iraq Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
$ |
140 |
|
|
|
131 |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 01/30/2033(A) |
|
|
620 |
|
|
|
601 |
|
6.625%, 03/22/2048 |
|
EUR |
320 |
|
|
|
267 |
|
5.250%, 03/22/2030 |
|
|
390 |
|
|
|
380 |
|
4.875%, 01/30/2032(A) |
|
|
1,210 |
|
|
|
1,085 |
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
9.625%, 11/03/2030 |
|
JMD |
30,000 |
|
|
|
203 |
|
7.875%, 07/28/2045 |
|
$ |
740 |
|
|
|
866 |
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 01/15/2028(A) |
|
|
300 |
|
|
|
297 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.500%, 05/31/2029 |
|
MXN |
5,950 |
|
|
|
306 |
|
7.750%, 11/23/2034 |
|
|
41,410 |
|
|
|
1,953 |
|
5.750%, 03/05/2026 |
|
|
9,770 |
|
|
|
495 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 05/07/2036 |
|
$ |
290 |
|
|
|
282 |
|
3.771%, 05/24/2061 |
|
|
520 |
|
|
|
318 |
|
2.659%, 05/24/2031 |
|
|
720 |
|
|
|
591 |
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
3.000%, 12/15/2032(A) |
|
|
730 |
|
|
|
587 |
|
National Bank of Uzbekistan |
|
|
|
|
|
|
|
|
4.850%, 10/21/2025 |
|
|
200 |
|
|
|
192 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
8.747%, 01/21/2031 |
|
|
1,280 |
|
|
|
1,183 |
|
7.696%, 02/23/2038(A) |
|
|
690 |
|
|
|
535 |
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.250%, 01/25/2031(A) |
|
|
773 |
|
|
|
795 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 04/08/2026(A) |
|
|
340 |
|
|
|
307 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
300 |
|
|
|
289 |
|
5.600%, 03/13/2048 |
|
|
480 |
|
|
|
431 |
|
5.400%, 03/30/2050(A) |
|
|
320 |
|
|
|
279 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Perusahaan Penerbit SBSN Indonesia III MTN |
|
|
|
|
|
|
|
|
4.450%, 02/20/2029(A) |
|
$ |
330 |
|
|
$ |
320 |
|
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2037(A)(C) |
|
|
1,828 |
|
|
|
752 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.103%, 04/23/2048(A) |
|
|
620 |
|
|
|
604 |
|
4.817%, 03/14/2049(A) |
|
|
690 |
|
|
|
645 |
|
4.625%, 06/02/2046 |
|
|
280 |
|
|
|
256 |
|
4.400%, 04/16/2050(A) |
|
|
450 |
|
|
|
394 |
|
Republic of Kenya Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 02/16/2031(A) |
|
|
540 |
|
|
|
518 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
7.125%, 01/17/2033 |
|
|
550 |
|
|
|
579 |
|
6.375%, 01/30/2034 |
|
|
500 |
|
|
|
502 |
|
3.375%, 01/28/2050(A) |
|
EUR |
90 |
|
|
|
64 |
|
2.875%, 05/26/2028 |
|
|
650 |
|
|
|
656 |
|
2.875%, 03/11/2029 |
|
|
1,290 |
|
|
|
1,282 |
|
2.124%, 07/16/2031(A) |
|
|
250 |
|
|
|
216 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
4.500%, 04/22/2060(A) |
|
$ |
1,070 |
|
|
|
867 |
|
3.250%, 10/22/2030(A) |
|
|
430 |
|
|
|
386 |
|
South Africa Government International Bond |
|
|
|
|
|
|
|
|
5.650%, 09/27/2047 |
|
|
950 |
|
|
|
717 |
|
4.850%, 09/27/2027 |
|
|
890 |
|
|
|
854 |
|
4.300%, 10/12/2028 |
|
|
200 |
|
|
|
184 |
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.550%, 03/28/2030(A)(B) |
|
|
710 |
|
|
|
409 |
|
6.850%, 11/03/2025(B) |
|
|
570 |
|
|
|
335 |
|
6.750%, 04/18/2028(A)(B) |
|
|
360 |
|
|
|
211 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
6.875%, 03/17/2036 |
|
|
60 |
|
|
|
56 |
|
6.500%, 09/20/2033 |
|
|
900 |
|
|
|
845 |
|
4.250%, 04/14/2026 |
|
|
530 |
|
|
|
510 |
|
Turkiye Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 04/26/2029 |
|
|
560 |
|
|
|
571 |
|
6.000%, 01/14/2041 |
|
|
1,980 |
|
|
|
1,644 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2030(A)(B) |
|
|
640 |
|
|
|
204 |
|
8.994%, 02/01/2026(B) |
|
|
280 |
|
|
|
90 |
|
7.750%, 09/01/2025(B) |
|
|
910 |
|
|
|
288 |
|
7.750%, 09/01/2029(B) |
|
|
250 |
|
|
|
78 |
|
7.253%, 03/15/2035(A)(B) |
|
|
420 |
|
|
|
121 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/02/2040 |
|
UYU |
6,307 |
|
|
|
169 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Uzbekistan Government International Bond MTN |
|
|
|
|
|
|
|
|
3.700%, 11/25/2030(A) |
|
$ |
460 |
|
|
$ |
378 |
|
|
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $53,185) ($ Thousands) |
|
|
44,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 5.4% |
|
|
|
|
|
|
|
|
|
Australia — 0.0% |
|
|
|
|
Premier Investments Ltd |
|
|
4,897 |
|
|
|
102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada — 0.6% |
|
|
|
|
BCE Inc |
|
|
4,069 |
|
|
|
132 |
|
Canadian Natural Resources Ltd |
|
|
42,002 |
|
|
|
1,496 |
|
Great-West Lifeco Inc |
|
|
14,862 |
|
|
|
433 |
|
Pembina Pipeline Corp, Cl Common Subs. Receipt |
|
|
30,275 |
|
|
|
1,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,184 |
|
|
|
|
|
|
|
|
|
|
France — 0.2% |
|
|
|
|
La Francaise des Jeux SAEM |
|
|
5,369 |
|
|
|
183 |
|
Sanofi SA |
|
|
12,140 |
|
|
|
1,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,353 |
|
|
|
|
|
|
|
|
|
|
Germany — 0.3% |
|
|
|
|
Mercedes-Benz Group AG |
|
|
23,096 |
|
|
|
1,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hong Kong — 0.6% |
|
|
|
|
China CITIC Bank Corp Ltd, Cl H |
|
|
489,770 |
|
|
|
314 |
|
China Construction Bank Corp, Cl H |
|
|
2,476,157 |
|
|
|
1,830 |
|
CK Infrastructure Holdings Ltd |
|
|
34,145 |
|
|
|
193 |
|
HKT Trust & HKT Ltd |
|
|
197,586 |
|
|
|
222 |
|
Power Assets Holdings Ltd |
|
|
26,603 |
|
|
|
144 |
|
SITC International Holdings Co Ltd |
|
|
71,531 |
|
|
|
194 |
|
Want Want China Holdings Ltd |
|
|
274,457 |
|
|
|
166 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,063 |
|
|
|
|
|
|
|
|
|
|
India — 0.2% |
|
|
|
|
Bajaj Auto Ltd |
|
|
499 |
|
|
|
57 |
|
HCL Technologies Ltd |
|
|
50,333 |
|
|
|
881 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
938 |
|
|
|
|
|
|
|
|
|
|
Indonesia — 0.2% |
|
|
|
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
3,056,137 |
|
|
|
859 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Italy — 0.4% |
|
|
|
|
Azimut Holding SpA |
|
|
5,958 |
|
|
|
140 |
|
Generali |
|
|
59,767 |
|
|
|
1,492 |
|
Italgas SpA |
|
|
25,503 |
|
|
|
126 |
|
Poste Italiane SpA |
|
|
28,394 |
|
|
|
362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Japan — 0.4% |
|
|
|
|
Japan Tobacco Inc |
|
|
57,222 |
|
|
$ |
1,547 |
|
SoftBank Corp |
|
|
15,573 |
|
|
|
190 |
|
USS Co Ltd |
|
|
22,224 |
|
|
|
187 |
|
Yamato Kogyo Co Ltd |
|
|
1,949 |
|
|
|
95 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,019 |
|
|
|
|
|
|
|
|
|
|
Malaysia — 0.0% |
|
|
|
|
Petronas Dagangan Bhd |
|
|
15,538 |
|
|
|
58 |
|
Petronas Gas Bhd |
|
|
43,248 |
|
|
|
163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
221 |
|
|
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
Koninklijke KPN NV |
|
|
184,001 |
|
|
|
706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
New Zealand — 0.0% |
|
|
|
|
Spark New Zealand Ltd |
|
|
102,378 |
|
|
|
260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Singapore — 0.3% |
|
|
|
|
ComfortDelGro Corp Ltd |
|
|
114,449 |
|
|
|
113 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
168,280 |
|
|
|
1,792 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,905 |
|
|
|
|
|
|
|
|
|
|
South Korea — 0.1% |
|
|
|
|
KT&G Corp |
|
|
5,369 |
|
|
|
344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Spain — 0.4% |
|
|
|
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
3,662 |
|
|
|
104 |
|
Enagas SA |
|
|
13,317 |
|
|
|
198 |
|
Industria de Diseno Textil SA |
|
|
40,479 |
|
|
|
2,011 |
|
Mapfre SA |
|
|
47,313 |
|
|
|
109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,422 |
|
|
|
|
|
|
|
|
|
|
Switzerland — 0.5% |
|
|
|
|
Novartis AG |
|
|
14,483 |
|
|
|
1,550 |
|
Roche Holding AG |
|
|
3,477 |
|
|
|
965 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,515 |
|
|
|
|
|
|
|
|
|
|
Taiwan — 0.7% |
|
|
|
|
Chunghwa Telecom Co Ltd |
|
|
204,369 |
|
|
|
791 |
|
Far EasTone Telecommunications Co Ltd |
|
|
81,995 |
|
|
|
212 |
|
MediaTek Inc |
|
|
48,792 |
|
|
|
2,106 |
|
Novatek Microelectronics Corp |
|
|
32,550 |
|
|
|
608 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,717 |
|
|
|
|
|
|
|
|
|
|
United Kingdom — 0.4% |
|
|
|
|
Games Workshop Group PLC |
|
|
1,821 |
|
|
|
246 |
|
Hargreaves Lansdown PLC |
|
|
19,337 |
|
|
|
277 |
|
Imperial Brands PLC |
|
|
49,536 |
|
|
|
1,267 |
|
OSB Group PLC |
|
|
22,742 |
|
|
|
123 |
|
Pagegroup PLC |
|
|
17,876 |
|
|
|
96 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Taylor Wimpey PLC |
|
|
186,486 |
|
|
$ |
335 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,344 |
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $26,004) ($ Thousands) |
|
|
|
|
|
|
29,670 |
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 1.9% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.292%, 07/30/2024 (I) |
|
$ |
6,900 |
|
|
|
6,871 |
|
5.273%, 08/08/2024 (I) |
|
|
3,500 |
|
|
|
3,480 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $10,352) ($ Thousands) |
|
|
10,351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS — 0.4% |
Alarm.com Holdings |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026(H) |
|
|
57 |
|
|
|
52 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(H) |
|
|
1,370 |
|
|
|
1,007 |
|
DraftKings Holdings |
|
|
|
|
|
|
|
|
0.000%, 03/15/2028(H) |
|
|
680 |
|
|
|
563 |
|
Gannett |
|
|
|
|
|
|
|
|
6.000%, 12/01/2027(A) |
|
|
240 |
|
|
|
258 |
|
Multiplan |
|
|
|
|
|
|
|
|
6.000%, 10/15/2027(A) |
|
|
420 |
|
|
|
292 |
|
|
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $2,226) ($ Thousands) |
|
|
|
|
|
|
2,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL PAPER — 0.2% |
VW Credit |
|
|
|
|
|
|
|
|
5.597%, 07/19/2024 (I) |
|
|
1,000 |
|
|
|
997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
|
|
|
|
(Cost $997) ($ Thousands) |
|
|
997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK — 0.1% |
|
|
|
|
|
|
|
|
|
Energy — 0.1% |
|
|
|
|
Equitrans Midstream Corp, 13.730% (E) |
|
|
14,041 |
|
|
$ |
305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $311) ($ Thousands) |
|
|
|
|
|
|
305 |
|
|
|
|
|
|
|
|
|
|
|
Face Amount
(Thousands) |
|
|
|
|
|
MUNICIPAL BOND — 0.0% |
Illinois — 0.0% |
|
|
|
|
Illinois State, Build America Bonds, GO |
|
|
|
|
|
|
|
|
7.350%, 07/01/2035 |
|
$ |
193 |
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Municipal Bond |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(Cost $211) ($ Thousands) |
|
|
|
|
|
|
207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Noble Corp PLC, Expires 02/04/2028 |
|
|
|
|
|
|
|
|
Strike Price $19.27 * |
|
|
2,787 |
|
|
|
69 |
|
Noble Corp PLC, Expires 02/04/2028 |
|
|
|
|
|
|
|
|
Strike Price $23.13 * |
|
|
2,787 |
|
|
|
58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $13) ($ Thousands) |
|
|
|
|
|
|
127 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PURCHASED SWAPTION — 0.0% |
Total Purchased Swaption |
|
|
|
|
|
|
|
|
(Cost $17) ($ Thousands) |
|
|
|
|
|
|
16 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 97.8% |
|
|
|
|
|
|
|
|
(Cost $554,732) ($ Thousands) |
|
$ |
533,787 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN SWAPTION — (0.0)% |
Total Written Swaption |
|
|
|
|
|
|
|
|
(Premiums Received $17) ($ Thousands) |
|
|
|
|
|
$ |
(15 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of over the counter swaption contracts for the Fund at June 30, 2024, is as follows:
Description |
|
Counterparty |
|
|
Number of Contracts/ Notional Amount |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED SWAPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
6,000,000 |
|
|
$ |
60.00 |
|
|
|
11/16/2024 |
|
|
$ |
16 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN SWAPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
Put Swaptions |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swaption |
|
|
Bank of America Merrill Lynch |
|
|
$ |
(12,000,000 |
) |
|
|
80.00 |
|
|
|
11/16/2024 |
|
|
$ |
(15 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
39 |
|
|
|
Mar-2025 |
|
|
$ |
9,421 |
|
|
$ |
9,277 |
|
|
$ |
(144 |
) |
Australian 10-Year Bond |
|
|
14 |
|
|
|
Sep-2024 |
|
|
|
1,066 |
|
|
|
1,062 |
|
|
|
(2 |
) |
Euro-Bobl |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
502 |
|
|
|
499 |
|
|
|
4 |
|
Euro-Bund 10-Year Bond |
|
|
36 |
|
|
|
Sep-2024 |
|
|
|
5,097 |
|
|
|
5,078 |
|
|
|
53 |
|
ICE 3-Month SONIA |
|
|
28 |
|
|
|
Sep-2024 |
|
|
|
8,404 |
|
|
|
8,393 |
|
|
|
41 |
|
ICE 3-Month SONIA |
|
|
1 |
|
|
|
Mar-2025 |
|
|
|
303 |
|
|
|
302 |
|
|
|
2 |
|
Long Gilt 10-Year Bond |
|
|
29 |
|
|
|
Sep-2024 |
|
|
|
3,571 |
|
|
|
3,577 |
|
|
|
27 |
|
U.S. 2-Year Treasury Note |
|
|
366 |
|
|
|
Sep-2024 |
|
|
|
74,621 |
|
|
|
74,744 |
|
|
|
123 |
|
U.S. 5-Year Treasury Note |
|
|
111 |
|
|
|
Sep-2024 |
|
|
|
11,779 |
|
|
|
11,830 |
|
|
|
51 |
|
U.S. 10-Year Treasury Note |
|
|
140 |
|
|
|
Sep-2024 |
|
|
|
15,341 |
|
|
|
15,398 |
|
|
|
57 |
|
U.S. Long Treasury Bond |
|
|
20 |
|
|
|
Sep-2024 |
|
|
|
2,363 |
|
|
|
2,366 |
|
|
|
3 |
|
U.S. Ultra Long Treasury Bond |
|
|
52 |
|
|
|
Sep-2024 |
|
|
|
6,462 |
|
|
|
6,518 |
|
|
|
56 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
67 |
|
|
|
Sep-2024 |
|
|
|
7,533 |
|
|
|
7,606 |
|
|
|
73 |
|
|
|
|
|
|
|
|
|
|
|
|
146,463 |
|
|
|
146,650 |
|
|
|
344 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 5-Year Treasury Note |
|
|
(89) |
|
|
|
Sep-2024 |
|
|
$ |
(9,506 |
) |
|
$ |
(9,486 |
) |
|
$ |
20 |
|
U.S. Long Treasury Bond |
|
|
(12) |
|
|
|
Sep-2024 |
|
|
|
(1,427 |
) |
|
|
(1,419 |
) |
|
|
8 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(70) |
|
|
|
Sep-2024 |
|
|
|
(7,896 |
) |
|
|
(7,947 |
) |
|
|
(51 |
) |
|
|
|
|
|
|
|
|
|
|
|
(18,829 |
) |
|
|
(18,852 |
) |
|
|
(23 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
127,634 |
|
|
$ |
127,798 |
|
|
$ |
321 |
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
07/02/24 |
|
|
|
GBP |
|
|
|
1,004 |
|
|
|
USD |
|
|
|
1,269 |
|
|
$ |
(1 |
) |
Barclays PLC |
|
|
07/30/24 |
|
|
|
USD |
|
|
|
170 |
|
|
|
EUR |
|
|
|
156 |
|
|
|
(2 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
89 |
|
|
|
JPY |
|
|
|
13,317 |
|
|
|
(6 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
247 |
|
|
|
EUR |
|
|
|
230 |
|
|
|
(1 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
531 |
|
|
|
CAD |
|
|
|
730 |
|
|
|
3 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
620 |
|
|
|
USD |
|
|
|
455 |
|
|
|
2 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
210 |
|
|
|
USD |
|
|
|
235 |
|
|
|
— |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
440 |
|
|
|
USD |
|
|
|
487 |
|
|
|
(4 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,063 |
|
|
|
NOK |
|
|
|
11,607 |
|
|
|
28 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
430 |
|
|
|
USD |
|
|
|
40 |
|
|
|
— |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
3,270 |
|
|
|
USD |
|
|
|
307 |
|
|
|
(1 |
) |
Citigroup |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
172 |
|
|
|
BRL |
|
|
|
920 |
|
|
|
(6 |
) |
Citigroup |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
950 |
|
|
|
USD |
|
|
|
185 |
|
|
|
14 |
|
Citigroup |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
130 |
|
|
|
INR |
|
|
|
10,910 |
|
|
|
— |
|
Citigroup |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
400 |
|
|
|
USD |
|
|
|
431 |
|
|
|
2 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
780 |
|
|
|
EUR |
|
|
|
730 |
|
|
|
3 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
762 |
|
|
|
EUR |
|
|
|
703 |
|
|
|
(7 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,570 |
|
|
|
GBP |
|
|
|
1,254 |
|
|
|
14 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
AUD |
|
|
|
140 |
|
|
|
USD |
|
|
|
94 |
|
|
|
— |
|
Citigroup |
|
|
07/19/24 |
|
|
|
AUD |
|
|
|
2,252 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
(14 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
3,214 |
|
|
|
AUD |
|
|
|
4,918 |
|
|
|
72 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
GBP |
|
|
|
4,378 |
|
|
|
USD |
|
|
|
5,490 |
|
|
|
(44 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
JPY |
|
|
|
13,320 |
|
|
|
USD |
|
|
|
86 |
|
|
|
3 |
|
Goldman Sachs |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
185 |
|
|
|
BRL |
|
|
|
970 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
2,092 |
|
|
|
USD |
|
|
|
386 |
|
|
|
10 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
767 |
|
|
|
CHF |
|
|
|
695 |
|
|
|
8 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
1,036 |
|
|
|
USD |
|
|
|
761 |
|
|
$ |
3 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
830 |
|
|
|
USD |
|
|
|
927 |
|
|
|
2 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CHF |
|
|
|
580 |
|
|
|
USD |
|
|
|
641 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
3,378 |
|
|
|
USD |
|
|
|
3,610 |
|
|
|
(13 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
7,908 |
|
|
|
USD |
|
|
|
733 |
|
|
|
(10 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
MXN |
|
|
|
15,273 |
|
|
|
USD |
|
|
|
845 |
|
|
|
12 |
|
Goldman Sachs |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
160 |
|
|
|
BRL |
|
|
|
877 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
10 |
|
|
|
NZD |
|
|
|
16 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
AUD |
|
|
|
200 |
|
|
|
USD |
|
|
|
134 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
282 |
|
|
|
CNH |
|
|
|
2,033 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,548 |
|
|
|
MXN |
|
|
|
26,560 |
|
|
|
(100 |
) |
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
CNH |
|
|
|
7,937 |
|
|
|
USD |
|
|
|
1,099 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
MXN |
|
|
|
11,843 |
|
|
|
USD |
|
|
|
710 |
|
|
|
64 |
|
Morgan Stanley |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
219 |
|
|
|
BRL |
|
|
|
1,152 |
|
|
|
(11 |
) |
Morgan Stanley |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
376 |
|
|
|
GBP |
|
|
|
295 |
|
|
|
(3 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
165 |
|
|
|
MXN |
|
|
|
2,850 |
|
|
|
(10 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
194 |
|
|
|
EUR |
|
|
|
179 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
201 |
|
|
|
USD |
|
|
|
148 |
|
|
|
1 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
820 |
|
|
|
CAD |
|
|
|
1,130 |
|
|
|
6 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
974 |
|
|
|
GBP |
|
|
|
775 |
|
|
|
6 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
MXN |
|
|
|
1,374 |
|
|
|
USD |
|
|
|
81 |
|
|
|
6 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
2,752 |
|
|
|
BRL |
|
|
|
14,090 |
|
|
|
(221 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
BRL |
|
|
|
4,231 |
|
|
|
USD |
|
|
|
817 |
|
|
|
57 |
|
Morgan Stanley |
|
|
07/30/24 |
|
|
|
USD |
|
|
|
296 |
|
|
|
EUR |
|
|
|
275 |
|
|
|
(1 |
) |
State Street |
|
|
09/27/24 |
|
|
|
GBP |
|
|
|
695 |
|
|
|
USD |
|
|
|
879 |
|
|
|
— |
|
UBS |
|
|
07/30/24 |
|
|
|
USD |
|
|
|
1,375 |
|
|
|
EUR |
|
|
|
1,274 |
|
|
|
(8 |
) |
UBS |
|
|
07/30/24 |
|
|
|
EUR |
|
|
|
9,667 |
|
|
|
USD |
|
|
|
10,455 |
|
|
|
80 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(82 |
) |
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2024 is as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-DAIGR@100BP5.1Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
$ |
1,290 |
|
|
$ |
(5 |
) |
|
$ |
(2 |
) |
|
$ |
(3 |
) |
CDS-GM@500BP4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
760 |
|
|
|
(67 |
) |
|
|
(58 |
) |
|
|
(9 |
) |
CDS-GM@500BP5.3Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
690 |
|
|
|
(115 |
) |
|
|
(117 |
) |
|
|
2 |
|
CDS-RIG@100BP5.2Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
420 |
|
|
|
52 |
|
|
|
50 |
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(135 |
) |
|
$ |
(127 |
) |
|
$ |
(8 |
) |
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDS-CDX.NA.HY.4206/29@500 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
652 |
|
|
$ |
41 |
|
|
$ |
43 |
|
|
$ |
(2 |
) |
CDS-F@500BP5.3Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
690 |
|
|
|
101 |
|
|
|
101 |
|
|
|
– |
|
CDS-F@500BPS 4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
760 |
|
|
|
63 |
|
|
|
43 |
|
|
|
20 |
|
CDS-NA.IG.4206/29@100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
325 |
|
|
|
7 |
|
|
|
7 |
|
|
|
– |
|
CDS-NBR@100BP5.2Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
420 |
|
|
|
(73 |
) |
|
|
(69 |
) |
|
|
(4 |
) |
CDS-VW@100BP5.1Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
1,290 |
|
|
|
4 |
|
|
|
1 |
|
|
|
3 |
|
CDX.NA.HY.34-VERSION 1 INDEX |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/25/2025 |
|
|
|
6,092 |
|
|
|
206 |
|
|
|
(46 |
) |
|
|
252 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Continued)
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX.NA.IG.33-Version 1 INDEX |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
$ |
2,375 |
|
|
$ |
10 |
|
|
$ |
6 |
|
|
$ |
4 |
|
CDX.NA.IG.41-V1 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
8,505 |
|
|
|
181 |
|
|
|
138 |
|
|
|
43 |
|
CHILEAN GOVT 3.24% 06 FEB 2028 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
210 |
|
|
|
4 |
|
|
|
4 |
|
|
|
– |
|
GENERAL ELECTRIC COMPANY |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,175 |
|
|
|
20 |
|
|
|
7 |
|
|
|
13 |
|
PERUVIAN GOVT 8.75% 21 NOV 2033 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
980 |
|
|
|
10 |
|
|
|
15 |
|
|
|
(5 |
) |
PHILIPPINO GOVT 9.5% 02 FEB 2030 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
390 |
|
|
|
5 |
|
|
|
7 |
|
|
|
(2 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
579 |
|
|
$ |
257 |
|
|
$ |
322 |
|
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
10.25% |
|
|
CETIP |
|
|
|
Monthly |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
10,730 |
|
|
$ |
117 |
|
|
$ |
69 |
|
|
$ |
48 |
|
11.50% |
|
|
CETIP |
|
|
|
Monthly |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
3,830 |
|
|
|
15 |
|
|
|
(3 |
) |
|
|
18 |
|
CETIP |
|
|
9.75% |
|
|
|
Monthly |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
1,030 |
|
|
|
4 |
|
|
|
3 |
|
|
|
1 |
|
CETIP |
|
|
12.06% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,500 |
|
|
|
(6 |
) |
|
|
59 |
|
|
|
(65 |
) |
CETIP |
|
|
12.064% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
6,480 |
|
|
|
7 |
|
|
|
69 |
|
|
|
(62 |
) |
CETIP |
|
|
10.85% |
|
|
|
Monthly |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
22,250 |
|
|
|
(31 |
) |
|
|
34 |
|
|
|
(65 |
) |
10.2861% |
|
|
CETIP |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
4,470 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
11.23% |
|
|
CETIP |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
5,470 |
|
|
|
(14 |
) |
|
|
8 |
|
|
|
(22 |
) |
CLICP |
|
|
4.5% |
|
|
|
Semi-Annually |
|
|
|
06/21/2026 |
|
|
|
CLP |
|
|
|
266,170 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
5.0% |
|
|
CLICP |
|
|
|
Semi-Annually |
|
|
|
06/21/2034 |
|
|
|
CLP |
|
|
|
82,660 |
|
|
|
3 |
|
|
|
2 |
|
|
|
1 |
|
9.25% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
09/06/2034 |
|
|
|
MXN |
|
|
|
7,390 |
|
|
|
2 |
|
|
|
9 |
|
|
|
(7 |
) |
10.0% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
09/16/2026 |
|
|
|
MXN |
|
|
|
27,850 |
|
|
|
1 |
|
|
|
10 |
|
|
|
(9 |
) |
TIIE |
|
|
7.2% |
|
|
|
Monthly |
|
|
|
07/17/2024 |
|
|
|
MXN |
|
|
|
365,383 |
|
|
|
(46 |
) |
|
|
– |
|
|
|
(46 |
) |
CNRR007 |
|
|
1.75% |
|
|
|
Quarterly |
|
|
|
09/18/2026 |
|
|
|
CNY |
|
|
|
8,640 |
|
|
|
(1 |
) |
|
|
(2 |
) |
|
|
1 |
|
2.0% |
|
|
CNRR007 |
|
|
|
Quarterly |
|
|
|
09/18/2029 |
|
|
|
CNY |
|
|
|
11,290 |
|
|
|
(5 |
) |
|
|
3 |
|
|
|
(8 |
) |
4.25% |
|
|
PRIB06M |
|
|
|
Annually |
|
|
|
09/18/2026 |
|
|
|
CZK |
|
|
|
24,830 |
|
|
|
– |
|
|
|
(6 |
) |
|
|
6 |
|
PRIB06M |
|
|
4.0% |
|
|
|
Semi-Annually |
|
|
|
09/18/2034 |
|
|
|
CZK |
|
|
|
6,940 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2027 |
|
|
|
EUR |
|
|
|
2,030 |
|
|
|
27 |
|
|
|
28 |
|
|
|
(1 |
) |
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2029 |
|
|
|
EUR |
|
|
|
980 |
|
|
|
16 |
|
|
|
15 |
|
|
|
1 |
|
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2031 |
|
|
|
EUR |
|
|
|
2,850 |
|
|
|
56 |
|
|
|
52 |
|
|
|
4 |
|
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2034 |
|
|
|
EUR |
|
|
|
660 |
|
|
|
19 |
|
|
|
17 |
|
|
|
2 |
|
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2044 |
|
|
|
EUR |
|
|
|
330 |
|
|
|
14 |
|
|
|
12 |
|
|
|
2 |
|
2.5% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
09/18/2054 |
|
|
|
EUR |
|
|
|
260 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
3.5% |
|
|
SONIO |
|
|
|
Annually |
|
|
|
09/18/2034 |
|
|
|
GBP |
|
|
|
390 |
|
|
|
13 |
|
|
|
13 |
|
|
|
– |
|
6.5% |
|
|
IN00O/N |
|
|
|
Semi-Annually |
|
|
|
09/18/2026 |
|
|
|
INR |
|
|
|
103,400 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
6.5% |
|
|
IN00O/N |
|
|
|
Semi-Annually |
|
|
|
09/18/2029 |
|
|
|
INR |
|
|
|
76,020 |
|
|
|
(7 |
) |
|
|
(2 |
) |
|
|
(5 |
) |
KWCDC |
|
|
3.25% |
|
|
|
Quarterly |
|
|
|
09/19/2034 |
|
|
|
KRW |
|
|
|
660,670 |
|
|
|
5 |
|
|
|
(2 |
) |
|
|
7 |
|
WIBR6M |
|
|
5.5% |
|
|
|
Semi-Annually |
|
|
|
09/18/2034 |
|
|
|
PLN |
|
|
|
1,400 |
|
|
|
10 |
|
|
|
7 |
|
|
|
3 |
|
5.5% |
|
|
WIBR6M |
|
|
|
Annually |
|
|
|
09/18/2026 |
|
|
|
PLN |
|
|
|
5,910 |
|
|
|
(7 |
) |
|
|
(4 |
) |
|
|
(3 |
) |
3.75% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
09/18/2034 |
|
|
|
USD |
|
|
|
300 |
|
|
|
2 |
|
|
|
1 |
|
|
|
1 |
|
SOFRATE |
|
|
3.696% |
|
|
|
Annually |
|
|
|
09/26/2028 |
|
|
|
USD |
|
|
|
27,240 |
|
|
|
13 |
|
|
|
(28 |
) |
|
|
41 |
|
3.782% |
|
|
SOFRATE |
|
|
|
Annually |
|
|
|
09/22/2036 |
|
|
|
USD |
|
|
|
6,140 |
|
|
|
(8 |
) |
|
|
69 |
|
|
|
(77 |
) |
SOFRATE |
|
|
3.35% |
|
|
|
Annually |
|
|
|
10/26/2027 |
|
|
|
USD |
|
|
|
31,190 |
|
|
|
(267 |
) |
|
|
(36 |
) |
|
|
(231 |
) |
3.24% |
|
|
SOFRATE |
|
|
|
Annually |
|
|
|
10/26/2035 |
|
|
|
USD |
|
|
|
7,100 |
|
|
|
296 |
|
|
|
141 |
|
|
|
155 |
|
JIBA3M |
|
|
10.0% |
|
|
|
Quarterly |
|
|
|
09/18/2034 |
|
|
|
ZAR |
|
|
|
6,490 |
|
|
|
16 |
|
|
|
9 |
|
|
|
7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
268 |
|
|
$ |
544 |
|
|
$ |
(276 |
) |
A list of open OTC swap agreements held by the Fund at June 30, 2024, is as follows:
Interest Rate Swap |
Counterparty |
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase |
|
|
0.23% |
|
|
|
CETIP |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
23,190 |
|
|
$ |
(209 |
) |
|
$ |
– |
|
|
$ |
(209 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Income Fund (Concluded)
Total Return Swap |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase |
|
|
JPEIFNTR INDEX |
|
|
|
SOFRATE |
|
|
ASSET RETURN |
|
|
|
Quarterly |
|
|
|
08/01/2024 |
|
|
|
USD |
|
|
|
1,062 |
|
|
$ |
(25 |
) |
|
$ |
– |
|
|
$ |
(25 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(25 |
) |
|
$ |
– |
|
|
$ |
(25 |
) |
|
Percentages are based on Net Assets of $545,914 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
(A) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $185,420 ($ Thousands), representing 34.0% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(D) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(E) |
Perpetual security with no stated maturity date. |
(F) |
Level 3 security in accordance with fair value hierarchy. |
(G) |
No interest rate available. |
(H) |
Zero coupon security. |
(I) |
Interest rate represents the security's effective yield at the time of purchase. |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 63.7% |
U.S. Treasury Bills ^ |
|
|
|
|
|
|
|
|
5.297%, 11/14/2024 (A) |
|
$ |
7,000 |
|
|
$ |
6,864 |
|
5.296%, 10/24/2024 (A) |
|
|
3,000 |
|
|
|
2,950 |
|
5.292%, 11/07/2024 (A) |
|
|
6,500 |
|
|
|
6,380 |
|
5.289%, 07/25/2024 (A) |
|
|
800 |
|
|
|
797 |
|
5.289%, 10/17/2024 (A) |
|
|
6,000 |
|
|
|
5,906 |
|
5.272%, 10/10/2024 (A) |
|
|
6,000 |
|
|
|
5,913 |
|
5.265%, 11/21/2024 (A) |
|
|
6,000 |
|
|
|
5,877 |
|
5.246%, 10/31/2024 (A) |
|
|
4,500 |
|
|
|
4,421 |
|
5.242%, 09/26/2024 (A) |
|
|
8,000 |
|
|
|
7,899 |
|
5.231%, 09/05/2024 (A) |
|
|
3,500 |
|
|
|
3,467 |
|
5.213%, 10/03/2024 (A) |
|
|
6,000 |
|
|
|
5,919 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
0.750%, 07/15/2028 |
|
|
67,417 |
|
|
|
64,062 |
|
0.375%, 07/15/2027 |
|
|
158,299 |
|
|
|
150,218 |
|
0.250%, 07/15/2029 |
|
|
14,758 |
|
|
|
13,551 |
|
0.125%, 07/15/2026 |
|
|
45,818 |
|
|
|
43,798 |
|
U.S. Treasury Notes ^ |
|
|
|
|
|
|
|
|
5.555%, USBMMY3M + 0.245%, 01/31/2026 (B) |
|
|
9,600 |
|
|
|
9,615 |
|
5.510%, USBMMY3M + 0.200%, 01/31/2025 (B) |
|
|
7,200 |
|
|
|
7,207 |
|
5.480%, USBMMY3M + 0.170%, 10/31/2025 (B) |
|
|
6,800 |
|
|
|
6,805 |
|
5.479%, USBMMY3M + 0.169%, 04/30/2025 (B) |
|
|
7,100 |
|
|
|
7,104 |
|
5.460%, USBMMY3M + 0.150%, 04/30/2026 (B) |
|
|
700 |
|
|
|
700 |
|
5.450%, USBMMY3M + 0.140%, 10/31/2024 (B) |
|
|
6,200 |
|
|
|
6,202 |
|
5.435%, USBMMY3M + 0.125%, 07/31/2025 (B) |
|
|
4,200 |
|
|
|
4,201 |
|
5.347%, USBMMY3M + 0.037%, 07/31/2024 (B) |
|
|
2,800 |
|
|
|
2,800 |
|
5.000%, 08/31/2025 |
|
|
900 |
|
|
|
899 |
|
4.875%, 05/31/2026 |
|
|
600 |
|
|
|
601 |
|
4.750%, 07/31/2025 |
|
|
1,000 |
|
|
|
997 |
|
4.625%, 02/28/2025 |
|
|
400 |
|
|
|
398 |
|
4.500%, 04/15/2027 |
|
|
500 |
|
|
|
499 |
|
4.375%, 08/15/2026 |
|
|
700 |
|
|
|
695 |
|
4.000%, 02/15/2026 |
|
|
600 |
|
|
|
592 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $380,916) ($ Thousands) |
|
|
377,337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
COMMON STOCK — 28.6% |
|
|
|
|
|
|
|
|
|
Communication Services — 2.4% |
|
|
|
|
Alphabet Inc, Cl A |
|
|
10,337 |
|
|
|
1,883 |
|
Alphabet Inc, Cl C |
|
|
8,767 |
|
|
|
1,608 |
|
AT&T Inc (C) |
|
|
87,812 |
|
|
|
1,678 |
|
Cogent Communications Holdings Inc |
|
|
527 |
|
|
|
30 |
|
Electronic Arts Inc |
|
|
1,355 |
|
|
|
189 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Frontier Communications Parent Inc * |
|
|
3,226 |
|
|
$ |
84 |
|
GCI Liberty Inc * |
|
|
1,700 |
|
|
|
— |
|
Globalstar Inc * |
|
|
17,800 |
|
|
|
20 |
|
Gogo Inc * |
|
|
1,300 |
|
|
|
13 |
|
Iridium Communications Inc |
|
|
1,267 |
|
|
|
34 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
980 |
|
|
|
70 |
|
Live Nation Entertainment Inc * |
|
|
693 |
|
|
|
65 |
|
Lumen Technologies Inc * |
|
|
18,871 |
|
|
|
21 |
|
Madison Square Garden Sports Corp * |
|
|
56 |
|
|
|
11 |
|
Match Group Inc * |
|
|
615 |
|
|
|
19 |
|
Meta Platforms Inc, Cl A |
|
|
3,816 |
|
|
|
1,924 |
|
Netflix Inc * |
|
|
2,210 |
|
|
|
1,491 |
|
Pinterest Inc, Cl A * |
|
|
908 |
|
|
|
40 |
|
ROBLOX Corp, Cl A * |
|
|
2,082 |
|
|
|
77 |
|
Roku Inc, Cl A * |
|
|
864 |
|
|
|
52 |
|
Shenandoah Telecommunications Co |
|
|
1,000 |
|
|
|
16 |
|
Spotify Technology SA * |
|
|
694 |
|
|
|
218 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
826 |
|
|
|
128 |
|
Telephone and Data Systems Inc |
|
|
1,500 |
|
|
|
31 |
|
TKO Group Holdings Inc, Cl A |
|
|
400 |
|
|
|
43 |
|
T-Mobile US Inc |
|
|
6,003 |
|
|
|
1,058 |
|
Verizon Communications Inc |
|
|
51,616 |
|
|
|
2,129 |
|
Walt Disney Co/The |
|
|
9,659 |
|
|
|
959 |
|
Warner Bros Discovery Inc *(C) |
|
|
12,521 |
|
|
|
93 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,984 |
|
Consumer Staples — 7.1% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
5,637 |
|
|
|
111 |
|
Altria Group Inc (C) |
|
|
26,266 |
|
|
|
1,196 |
|
Andersons Inc/The |
|
|
700 |
|
|
|
35 |
|
Archer-Daniels-Midland Co |
|
|
7,960 |
|
|
|
481 |
|
BellRing Brands Inc * |
|
|
2,089 |
|
|
|
119 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
2,046 |
|
|
|
180 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
129 |
|
|
|
39 |
|
Brown-Forman Corp, Cl A |
|
|
805 |
|
|
|
36 |
|
Brown-Forman Corp, Cl B |
|
|
2,502 |
|
|
|
108 |
|
Bunge Global SA |
|
|
2,200 |
|
|
|
235 |
|
Cal-Maine Foods Inc |
|
|
823 |
|
|
|
50 |
|
Campbell Soup Co |
|
|
3,111 |
|
|
|
141 |
|
Casey's General Stores Inc |
|
|
536 |
|
|
|
205 |
|
Celsius Holdings Inc * |
|
|
2,041 |
|
|
|
117 |
|
Central Garden & Pet Co, Cl A * |
|
|
1,000 |
|
|
|
33 |
|
Chefs' Warehouse Inc/The * |
|
|
278 |
|
|
|
11 |
|
Church & Dwight Co Inc |
|
|
3,672 |
|
|
|
381 |
|
Clorox Co/The |
|
|
1,847 |
|
|
|
252 |
|
Coca-Cola Co/The (C) |
|
|
57,276 |
|
|
|
3,646 |
|
Coca-Cola Consolidated Inc |
|
|
62 |
|
|
|
67 |
|
Colgate-Palmolive Co |
|
|
12,067 |
|
|
|
1,171 |
|
Conagra Brands Inc |
|
|
6,926 |
|
|
|
197 |
|
Constellation Brands Inc, Cl A |
|
|
2,421 |
|
|
|
623 |
|
Costco Wholesale Corp (C) |
|
|
6,529 |
|
|
|
5,550 |
|
Coty Inc, Cl A * |
|
|
5,808 |
|
|
|
58 |
|
Darling Ingredients Inc * |
|
|
2,633 |
|
|
|
97 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dollar General Corp |
|
|
3,279 |
|
|
$ |
434 |
|
Dollar Tree Inc * |
|
|
3,035 |
|
|
|
324 |
|
Edgewell Personal Care Co |
|
|
821 |
|
|
|
33 |
|
elf Beauty Inc * |
|
|
804 |
|
|
|
169 |
|
Energizer Holdings Inc |
|
|
1,506 |
|
|
|
45 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,378 |
|
|
|
359 |
|
Flowers Foods Inc |
|
|
3,342 |
|
|
|
74 |
|
Freshpet Inc * |
|
|
740 |
|
|
|
96 |
|
General Mills Inc |
|
|
8,349 |
|
|
|
528 |
|
Grocery Outlet Holding Corp * |
|
|
1,388 |
|
|
|
31 |
|
Herbalife Ltd * |
|
|
1,741 |
|
|
|
18 |
|
Hershey Co/The |
|
|
2,253 |
|
|
|
414 |
|
Hormel Foods Corp |
|
|
4,519 |
|
|
|
138 |
|
Ingles Markets Inc, Cl A |
|
|
244 |
|
|
|
17 |
|
Ingredion Inc |
|
|
896 |
|
|
|
103 |
|
Inter Parfums Inc |
|
|
162 |
|
|
|
19 |
|
J & J Snack Foods Corp |
|
|
289 |
|
|
|
47 |
|
J M Smucker Co/The |
|
|
1,600 |
|
|
|
174 |
|
John B Sanfilippo & Son Inc |
|
|
45 |
|
|
|
4 |
|
Kellanova |
|
|
3,926 |
|
|
|
226 |
|
Kenvue Inc |
|
|
28,600 |
|
|
|
520 |
|
Keurig Dr Pepper Inc |
|
|
14,331 |
|
|
|
479 |
|
Kimberly-Clark Corp |
|
|
5,020 |
|
|
|
694 |
|
Kraft Heinz Co/The |
|
|
11,762 |
|
|
|
379 |
|
Kroger Co/The |
|
|
9,810 |
|
|
|
490 |
|
Lamb Weston Holdings Inc |
|
|
2,118 |
|
|
|
178 |
|
Lancaster Colony Corp |
|
|
244 |
|
|
|
46 |
|
McCormick & Co Inc/MD |
|
|
3,685 |
|
|
|
261 |
|
MGP Ingredients Inc |
|
|
172 |
|
|
|
13 |
|
Molson Coors Beverage Co, Cl B |
|
|
2,572 |
|
|
|
131 |
|
Mondelez International Inc, Cl A |
|
|
19,997 |
|
|
|
1,309 |
|
Monster Beverage Corp * |
|
|
10,937 |
|
|
|
546 |
|
National Beverage Corp, Cl A |
|
|
144 |
|
|
|
7 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
1,000 |
|
|
|
11 |
|
PepsiCo Inc (C) |
|
|
20,260 |
|
|
|
3,342 |
|
Performance Food Group Co * |
|
|
2,438 |
|
|
|
161 |
|
Philip Morris International Inc (C) |
|
|
22,821 |
|
|
|
2,312 |
|
Pilgrim's Pride Corp * |
|
|
745 |
|
|
|
29 |
|
Post Holdings Inc * |
|
|
815 |
|
|
|
85 |
|
PriceSmart Inc |
|
|
400 |
|
|
|
32 |
|
Primo Water Corp |
|
|
1,959 |
|
|
|
43 |
|
Procter & Gamble Co/The (C) |
|
|
34,622 |
|
|
|
5,710 |
|
Reynolds Consumer Products Inc |
|
|
1,125 |
|
|
|
31 |
|
Simply Good Foods Co/The * |
|
|
1,631 |
|
|
|
59 |
|
Spectrum Brands Holdings Inc |
|
|
378 |
|
|
|
33 |
|
Sprouts Farmers Market Inc * |
|
|
1,618 |
|
|
|
135 |
|
Sysco Corp, Cl A |
|
|
7,285 |
|
|
|
520 |
|
Target Corp, Cl A |
|
|
6,758 |
|
|
|
1,000 |
|
TreeHouse Foods Inc * |
|
|
904 |
|
|
|
33 |
|
Tyson Foods Inc, Cl A (C) |
|
|
4,205 |
|
|
|
240 |
|
United Natural Foods Inc * |
|
|
1,213 |
|
|
|
16 |
|
Universal Corp/VA |
|
|
297 |
|
|
|
14 |
|
US Foods Holding Corp * |
|
|
3,438 |
|
|
|
182 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utz Brands Inc |
|
|
503 |
|
|
$ |
8 |
|
Vector Group Ltd |
|
|
1,726 |
|
|
|
18 |
|
Vita Coco Co Inc/The * |
|
|
966 |
|
|
|
27 |
|
Vital Farms Inc * |
|
|
938 |
|
|
|
44 |
|
Walgreens Boots Alliance Inc |
|
|
10,946 |
|
|
|
132 |
|
Walmart Inc (C) |
|
|
62,971 |
|
|
|
4,264 |
|
WD-40 Co |
|
|
257 |
|
|
|
56 |
|
Weis Markets Inc |
|
|
430 |
|
|
|
27 |
|
WK Kellogg Co |
|
|
1,163 |
|
|
|
19 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42,028 |
|
Energy — 6.9% |
|
|
|
|
Antero Midstream Corp |
|
|
6,643 |
|
|
|
98 |
|
Antero Resources Corp * |
|
|
5,484 |
|
|
|
179 |
|
APA Corp |
|
|
7,891 |
|
|
|
232 |
|
Archrock Inc |
|
|
3,190 |
|
|
|
64 |
|
Baker Hughes Co, Cl A |
|
|
20,456 |
|
|
|
719 |
|
Berry Corp |
|
|
3,100 |
|
|
|
20 |
|
Bristow Group Inc * |
|
|
800 |
|
|
|
27 |
|
Cactus Inc, Cl A |
|
|
1,604 |
|
|
|
85 |
|
California Resources Corp |
|
|
1,438 |
|
|
|
76 |
|
Centrus Energy Corp, Cl A * |
|
|
300 |
|
|
|
13 |
|
ChampionX Corp |
|
|
4,367 |
|
|
|
145 |
|
Cheniere Energy Inc |
|
|
4,909 |
|
|
|
858 |
|
Chesapeake Energy Corp |
|
|
2,612 |
|
|
|
215 |
|
Chevron Corp (C) |
|
|
35,373 |
|
|
|
5,533 |
|
Chord Energy Corp |
|
|
892 |
|
|
|
149 |
|
Civitas Resources Inc |
|
|
1,758 |
|
|
|
121 |
|
Clean Energy Fuels Corp * |
|
|
5,002 |
|
|
|
13 |
|
CNX Resources Corp * |
|
|
3,732 |
|
|
|
91 |
|
Comstock Resources Inc |
|
|
2,287 |
|
|
|
24 |
|
ConocoPhillips (C) |
|
|
24,761 |
|
|
|
2,832 |
|
CONSOL Energy Inc |
|
|
615 |
|
|
|
63 |
|
Core Laboratories |
|
|
900 |
|
|
|
18 |
|
Coterra Energy Inc |
|
|
15,288 |
|
|
|
408 |
|
Crescent Energy, Cl A |
|
|
1,600 |
|
|
|
19 |
|
CVR Energy Inc |
|
|
330 |
|
|
|
9 |
|
Delek US Holdings Inc |
|
|
1,529 |
|
|
|
38 |
|
Devon Energy Corp |
|
|
13,128 |
|
|
|
622 |
|
DHT Holdings Inc |
|
|
3,600 |
|
|
|
42 |
|
Diamond Offshore Drilling * |
|
|
1,465 |
|
|
|
23 |
|
Diamondback Energy Inc, Cl A |
|
|
3,654 |
|
|
|
731 |
|
Dorian LPG Ltd |
|
|
593 |
|
|
|
25 |
|
Dril-Quip Inc * |
|
|
1,031 |
|
|
|
19 |
|
DT Midstream Inc |
|
|
2,081 |
|
|
|
148 |
|
Energy Fuels Inc/Canada * |
|
|
4,600 |
|
|
|
28 |
|
EOG Resources Inc |
|
|
12,043 |
|
|
|
1,516 |
|
EQT Corp |
|
|
7,318 |
|
|
|
271 |
|
Equitrans Midstream Corp |
|
|
9,070 |
|
|
|
118 |
|
Expro Group Holdings NV * |
|
|
2,400 |
|
|
|
55 |
|
Exxon Mobil Corp (C) |
|
|
93,331 |
|
|
|
10,744 |
|
Green Plains Inc * |
|
|
1,400 |
|
|
|
22 |
|
Gulfport Energy Corp * |
|
|
164 |
|
|
|
25 |
|
Halliburton Co |
|
|
18,402 |
|
|
|
622 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Helix Energy Solutions Group Inc * |
|
|
3,440 |
|
|
$ |
41 |
|
Helmerich & Payne Inc |
|
|
2,114 |
|
|
|
76 |
|
Hess Corp |
|
|
5,693 |
|
|
|
840 |
|
HF Sinclair Corp |
|
|
3,443 |
|
|
|
184 |
|
International Seaways Inc |
|
|
672 |
|
|
|
40 |
|
Kinder Morgan Inc |
|
|
40,110 |
|
|
|
797 |
|
Kinetik Holdings, Cl A |
|
|
500 |
|
|
|
21 |
|
Liberty Energy Inc, Cl A |
|
|
3,093 |
|
|
|
65 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
3,507 |
|
|
|
89 |
|
Marathon Oil Corp |
|
|
11,958 |
|
|
|
343 |
|
Marathon Petroleum Corp (C) |
|
|
7,536 |
|
|
|
1,307 |
|
Matador Resources Co |
|
|
2,152 |
|
|
|
128 |
|
Murphy Oil Corp |
|
|
3,199 |
|
|
|
132 |
|
Nabors Industries Ltd * |
|
|
494 |
|
|
|
35 |
|
New Fortress Energy Inc, Cl A |
|
|
1,810 |
|
|
|
40 |
|
Newpark Resources Inc, Cl A * |
|
|
3,000 |
|
|
|
25 |
|
Noble Corp PLC |
|
|
2,579 |
|
|
|
115 |
|
Nordic American Tankers Ltd |
|
|
7,200 |
|
|
|
29 |
|
Northern Oil & Gas Inc |
|
|
1,722 |
|
|
|
64 |
|
NOV Inc |
|
|
8,380 |
|
|
|
159 |
|
Occidental Petroleum Corp |
|
|
14,079 |
|
|
|
887 |
|
Oceaneering International Inc, Cl A * |
|
|
1,660 |
|
|
|
39 |
|
ONEOK Inc |
|
|
11,927 |
|
|
|
973 |
|
Ovintiv Inc |
|
|
5,134 |
|
|
|
241 |
|
Par Pacific Holdings Inc * |
|
|
1,614 |
|
|
|
41 |
|
Patterson-UTI Energy Inc |
|
|
7,317 |
|
|
|
76 |
|
PBF Energy Inc, Cl A |
|
|
2,318 |
|
|
|
107 |
|
Peabody Energy Corp |
|
|
2,841 |
|
|
|
63 |
|
Permian Resources Corp, Cl A |
|
|
9,436 |
|
|
|
152 |
|
Phillips 66 |
|
|
9,012 |
|
|
|
1,272 |
|
ProPetro Holding Corp * |
|
|
3,200 |
|
|
|
28 |
|
Range Resources Corp |
|
|
4,871 |
|
|
|
163 |
|
REX American Resources Corp * |
|
|
327 |
|
|
|
15 |
|
SandRidge Energy Inc |
|
|
1,300 |
|
|
|
17 |
|
Schlumberger NV, Cl A |
|
|
29,196 |
|
|
|
1,377 |
|
Select Water Solutions Inc, Cl A |
|
|
651 |
|
|
|
7 |
|
SilverBow Resources Inc * |
|
|
700 |
|
|
|
26 |
|
Sitio Royalties Corp, Cl A |
|
|
2,300 |
|
|
|
54 |
|
SM Energy Co |
|
|
2,557 |
|
|
|
110 |
|
Southwestern Energy Co * |
|
|
21,373 |
|
|
|
144 |
|
Talos Energy Inc * |
|
|
2,600 |
|
|
|
31 |
|
Targa Resources Corp |
|
|
4,527 |
|
|
|
583 |
|
Texas Pacific Land Corp |
|
|
369 |
|
|
|
271 |
|
Tidewater Inc * |
|
|
969 |
|
|
|
92 |
|
Uranium Energy * |
|
|
9,782 |
|
|
|
59 |
|
US Silica Holdings Inc * |
|
|
2,100 |
|
|
|
32 |
|
VAALCO Energy Inc |
|
|
4,100 |
|
|
|
26 |
|
Valaris * |
|
|
1,119 |
|
|
|
83 |
|
Valero Energy Corp (C) |
|
|
6,955 |
|
|
|
1,090 |
|
Vital Energy * |
|
|
438 |
|
|
|
20 |
|
Vitesse Energy Inc |
|
|
1,000 |
|
|
|
24 |
|
Weatherford International PLC * |
|
|
1,397 |
|
|
|
171 |
|
Williams Cos Inc/The |
|
|
24,982 |
|
|
|
1,062 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
World Kinect Corp |
|
|
961 |
|
|
$ |
25 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,951 |
|
Health Care — 5.8% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
859 |
|
|
|
17 |
|
Abbott Laboratories |
|
|
9,646 |
|
|
|
1,002 |
|
AbbVie Inc |
|
|
10,291 |
|
|
|
1,765 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
630 |
|
|
|
43 |
|
ACADIA Pharmaceuticals Inc * |
|
|
1,368 |
|
|
|
22 |
|
Agilent Technologies Inc |
|
|
1,578 |
|
|
|
205 |
|
Align Technology Inc * |
|
|
466 |
|
|
|
112 |
|
Alkermes PLC * |
|
|
624 |
|
|
|
15 |
|
Alnylam Pharmaceuticals Inc * |
|
|
735 |
|
|
|
179 |
|
Amedisys Inc * |
|
|
244 |
|
|
|
22 |
|
Amgen Inc, Cl A (C) |
|
|
3,141 |
|
|
|
981 |
|
Amicus Therapeutics Inc * |
|
|
2,000 |
|
|
|
20 |
|
AMN Healthcare Services Inc * |
|
|
330 |
|
|
|
17 |
|
Amphastar Pharmaceuticals Inc * |
|
|
300 |
|
|
|
12 |
|
Apellis Pharmaceuticals Inc * |
|
|
667 |
|
|
|
26 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
530 |
|
|
|
14 |
|
Avantor Inc * |
|
|
4,305 |
|
|
|
91 |
|
Axonics Inc * |
|
|
316 |
|
|
|
21 |
|
Axsome Therapeutics Inc * |
|
|
300 |
|
|
|
24 |
|
Azenta Inc * |
|
|
500 |
|
|
|
26 |
|
Baxter International Inc (C) |
|
|
3,104 |
|
|
|
104 |
|
Becton Dickinson & Co |
|
|
1,647 |
|
|
|
385 |
|
Biogen Inc * |
|
|
851 |
|
|
|
197 |
|
Biohaven Ltd * |
|
|
524 |
|
|
|
18 |
|
BioMarin Pharmaceutical Inc * |
|
|
917 |
|
|
|
75 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
142 |
|
|
|
39 |
|
Bio-Techne Corp |
|
|
800 |
|
|
|
57 |
|
Blueprint Medicines Corp * |
|
|
389 |
|
|
|
42 |
|
Boston Scientific Corp * |
|
|
7,994 |
|
|
|
616 |
|
Bridgebio Pharma Inc * |
|
|
700 |
|
|
|
18 |
|
Bristol-Myers Squibb Co |
|
|
11,226 |
|
|
|
466 |
|
Bruker Corp |
|
|
410 |
|
|
|
26 |
|
Cardinal Health Inc |
|
|
1,493 |
|
|
|
147 |
|
Catalent Inc * |
|
|
956 |
|
|
|
54 |
|
Cencora Inc, Cl A |
|
|
944 |
|
|
|
213 |
|
Centene Corp * |
|
|
3,043 |
|
|
|
202 |
|
Cerevel Therapeutics Holdings Inc * |
|
|
607 |
|
|
|
25 |
|
Certara Inc * |
|
|
1,200 |
|
|
|
17 |
|
Charles River Laboratories International Inc * |
|
|
256 |
|
|
|
53 |
|
Chemed Corp |
|
|
80 |
|
|
|
43 |
|
Cigna Group/The |
|
|
1,563 |
|
|
|
517 |
|
CONMED Corp |
|
|
159 |
|
|
|
11 |
|
Cooper Cos Inc/The |
|
|
1,118 |
|
|
|
98 |
|
Corcept Therapeutics Inc * |
|
|
800 |
|
|
|
26 |
|
Crinetics Pharmaceuticals Inc * |
|
|
500 |
|
|
|
22 |
|
CVS Health Corp |
|
|
7,286 |
|
|
|
430 |
|
Cytokinetics Inc * |
|
|
767 |
|
|
|
42 |
|
Danaher Corp, Cl A |
|
|
3,749 |
|
|
|
937 |
|
DaVita Inc * |
|
|
285 |
|
|
|
39 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Denali Therapeutics Inc * |
|
|
876 |
|
|
$ |
20 |
|
DENTSPLY SIRONA Inc |
|
|
1,315 |
|
|
|
33 |
|
Dexcom Inc * |
|
|
2,125 |
|
|
|
241 |
|
Doximity Inc, Cl A * |
|
|
297 |
|
|
|
8 |
|
Dynavax Technologies Corp * |
|
|
1,400 |
|
|
|
16 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
4,569 |
|
|
|
422 |
|
Elanco Animal Health Inc * |
|
|
3,057 |
|
|
|
44 |
|
Elevance Health Inc |
|
|
1,302 |
|
|
|
705 |
|
Eli Lilly & Co |
|
|
4,735 |
|
|
|
4,287 |
|
Encompass Health Corp |
|
|
577 |
|
|
|
49 |
|
Enovis Corp * |
|
|
89 |
|
|
|
4 |
|
Ensign Group Inc/The |
|
|
243 |
|
|
|
30 |
|
Envista Holdings Corp * |
|
|
1,312 |
|
|
|
22 |
|
Evolent Health Inc, Cl A * |
|
|
900 |
|
|
|
17 |
|
Exact Sciences Corp * |
|
|
1,267 |
|
|
|
54 |
|
Exelixis Inc * |
|
|
1,535 |
|
|
|
34 |
|
Fortrea Holdings Inc * |
|
|
500 |
|
|
|
12 |
|
GE HealthCare Technologies Inc |
|
|
2,289 |
|
|
|
178 |
|
Gilead Sciences Inc (C) |
|
|
6,867 |
|
|
|
471 |
|
Glaukos Corp * |
|
|
300 |
|
|
|
35 |
|
Globus Medical Inc, Cl A * |
|
|
616 |
|
|
|
42 |
|
GRAIL Inc * |
|
|
165 |
|
|
|
3 |
|
Guardant Health Inc * |
|
|
1,000 |
|
|
|
29 |
|
Haemonetics Corp * |
|
|
158 |
|
|
|
13 |
|
Halozyme Therapeutics Inc * |
|
|
837 |
|
|
|
44 |
|
HCA Healthcare Inc |
|
|
1,132 |
|
|
|
364 |
|
HealthEquity Inc * |
|
|
544 |
|
|
|
47 |
|
Henry Schein Inc * |
|
|
773 |
|
|
|
50 |
|
Hims & Hers Health Inc * |
|
|
2,139 |
|
|
|
43 |
|
Hologic Inc * |
|
|
1,450 |
|
|
|
108 |
|
Humana Inc |
|
|
698 |
|
|
|
261 |
|
ICON PLC * |
|
|
437 |
|
|
|
137 |
|
Ideaya Biosciences Inc * |
|
|
933 |
|
|
|
33 |
|
IDEXX Laboratories Inc * |
|
|
436 |
|
|
|
212 |
|
Illumina Inc * |
|
|
987 |
|
|
|
103 |
|
Inari Medical * |
|
|
438 |
|
|
|
21 |
|
Incyte Corp * |
|
|
1,138 |
|
|
|
69 |
|
Insmed Inc * |
|
|
978 |
|
|
|
66 |
|
Inspire Medical Systems Inc * |
|
|
203 |
|
|
|
27 |
|
Insulet Corp * |
|
|
462 |
|
|
|
93 |
|
Integer Holdings Corp * |
|
|
165 |
|
|
|
19 |
|
Integra LifeSciences Holdings Corp * |
|
|
462 |
|
|
|
13 |
|
Intellia Therapeutics * |
|
|
968 |
|
|
|
22 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
567 |
|
|
|
39 |
|
Intuitive Surgical Inc * |
|
|
1,996 |
|
|
|
888 |
|
Ionis Pharmaceuticals Inc * |
|
|
841 |
|
|
|
40 |
|
Iovance Biotherapeutics Inc * |
|
|
2,168 |
|
|
|
17 |
|
IQVIA Holdings Inc * |
|
|
965 |
|
|
|
204 |
|
iRhythm Technologies Inc * |
|
|
262 |
|
|
|
28 |
|
Jazz Pharmaceuticals PLC * |
|
|
367 |
|
|
|
39 |
|
Johnson & Johnson |
|
|
13,347 |
|
|
|
1,951 |
|
Krystal Biotech Inc * |
|
|
200 |
|
|
|
37 |
|
Labcorp Holdings Inc |
|
|
506 |
|
|
|
103 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lantheus Holdings Inc * |
|
|
298 |
|
|
$ |
24 |
|
LivaNova PLC * |
|
|
414 |
|
|
|
23 |
|
Madrigal Pharmaceuticals Inc * |
|
|
43 |
|
|
|
12 |
|
Masimo Corp * |
|
|
338 |
|
|
|
43 |
|
McKesson Corp |
|
|
728 |
|
|
|
425 |
|
Medpace Holdings Inc * |
|
|
166 |
|
|
|
68 |
|
Medtronic PLC |
|
|
7,248 |
|
|
|
570 |
|
Merck & Co Inc |
|
|
14,268 |
|
|
|
1,766 |
|
Merit Medical Systems Inc * |
|
|
444 |
|
|
|
38 |
|
Mettler-Toledo International Inc * |
|
|
124 |
|
|
|
173 |
|
Mirati Therapeutics * |
|
|
600 |
|
|
|
— |
|
Moderna Inc * |
|
|
1,849 |
|
|
|
220 |
|
Molina Healthcare Inc * |
|
|
301 |
|
|
|
89 |
|
Natera Inc * |
|
|
559 |
|
|
|
61 |
|
Neogen Corp, Cl B * |
|
|
1,762 |
|
|
|
28 |
|
Neurocrine Biosciences Inc * |
|
|
478 |
|
|
|
66 |
|
Omnicell Inc * |
|
|
500 |
|
|
|
14 |
|
Option Care Health Inc * |
|
|
1,055 |
|
|
|
29 |
|
Organon & Co |
|
|
1,600 |
|
|
|
33 |
|
Pacira BioSciences Inc * |
|
|
527 |
|
|
|
15 |
|
Patterson Cos Inc |
|
|
900 |
|
|
|
22 |
|
Penumbra Inc * |
|
|
187 |
|
|
|
34 |
|
Perrigo Co PLC |
|
|
900 |
|
|
|
23 |
|
Pfizer Inc |
|
|
32,128 |
|
|
|
899 |
|
Premier Inc, Cl A |
|
|
1,400 |
|
|
|
26 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
315 |
|
|
|
22 |
|
Privia Health Group Inc * |
|
|
1,100 |
|
|
|
19 |
|
PROCEPT BioRobotics Corp * |
|
|
848 |
|
|
|
52 |
|
Progyny Inc * |
|
|
716 |
|
|
|
20 |
|
PTC Therapeutics Inc * |
|
|
2,026 |
|
|
|
62 |
|
QIAGEN NV |
|
|
953 |
|
|
|
39 |
|
Quest Diagnostics Inc |
|
|
574 |
|
|
|
79 |
|
QuidelOrtho Corp * |
|
|
400 |
|
|
|
13 |
|
R1 RCM Inc * |
|
|
1,448 |
|
|
|
18 |
|
RadNet Inc * |
|
|
251 |
|
|
|
15 |
|
Regeneron Pharmaceuticals Inc * |
|
|
576 |
|
|
|
605 |
|
Repligen Corp * |
|
|
337 |
|
|
|
42 |
|
ResMed Inc |
|
|
772 |
|
|
|
148 |
|
REVOLUTION Medicines Inc * |
|
|
855 |
|
|
|
33 |
|
Revvity Inc |
|
|
669 |
|
|
|
70 |
|
Roivant Sciences Ltd * |
|
|
2,000 |
|
|
|
21 |
|
Royalty Pharma PLC, Cl A |
|
|
2,476 |
|
|
|
65 |
|
Sarepta Therapeutics Inc * |
|
|
597 |
|
|
|
94 |
|
Select Medical Holdings Corp |
|
|
800 |
|
|
|
28 |
|
Solventum Corp * |
|
|
804 |
|
|
|
43 |
|
Sotera Health Co * |
|
|
1,200 |
|
|
|
14 |
|
SpringWorks Therapeutics Inc * |
|
|
271 |
|
|
|
10 |
|
STERIS PLC |
|
|
572 |
|
|
|
126 |
|
Stryker Corp |
|
|
1,970 |
|
|
|
670 |
|
Tandem Diabetes Care Inc * |
|
|
919 |
|
|
|
37 |
|
Teladoc Health Inc * |
|
|
1,010 |
|
|
|
10 |
|
Teleflex Inc |
|
|
322 |
|
|
|
68 |
|
Tenet Healthcare Corp * |
|
|
554 |
|
|
|
74 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Thermo Fisher Scientific Inc |
|
|
2,200 |
|
|
$ |
1,217 |
|
TransMedics Group Inc * |
|
|
170 |
|
|
|
26 |
|
Twist Bioscience Corp * |
|
|
39 |
|
|
|
2 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
500 |
|
|
|
21 |
|
United Therapeutics Corp * |
|
|
291 |
|
|
|
93 |
|
UnitedHealth Group Inc (C) |
|
|
5,149 |
|
|
|
2,622 |
|
Universal Health Services Inc, Cl B |
|
|
288 |
|
|
|
53 |
|
Vaxcyte Inc * |
|
|
425 |
|
|
|
32 |
|
Veeva Systems Inc, Cl A * |
|
|
768 |
|
|
|
141 |
|
Vertex Pharmaceuticals Inc * |
|
|
1,445 |
|
|
|
677 |
|
Viatris Inc, Cl W |
|
|
7,201 |
|
|
|
77 |
|
Viking Therapeutics Inc * |
|
|
707 |
|
|
|
37 |
|
Waters Corp * |
|
|
324 |
|
|
|
94 |
|
West Pharmaceutical Services Inc |
|
|
383 |
|
|
|
126 |
|
Xencor Inc * |
|
|
72 |
|
|
|
1 |
|
Zimmer Biomet Holdings Inc |
|
|
1,139 |
|
|
|
124 |
|
Zoetis Inc, Cl A |
|
|
2,618 |
|
|
|
454 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,375 |
|
Information Technology — 2.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,329 |
|
|
|
403 |
|
Adobe Inc * |
|
|
964 |
|
|
|
536 |
|
Akamai Technologies Inc * |
|
|
400 |
|
|
|
36 |
|
Amdocs Ltd |
|
|
208 |
|
|
|
16 |
|
ANSYS Inc * |
|
|
203 |
|
|
|
65 |
|
AppLovin Corp, Cl A * |
|
|
329 |
|
|
|
27 |
|
Atlassian Corp, Cl A * |
|
|
308 |
|
|
|
54 |
|
Autodesk Inc, Cl A * |
|
|
424 |
|
|
|
105 |
|
Bentley Systems Inc, Cl B |
|
|
500 |
|
|
|
25 |
|
BILL Holdings Inc * |
|
|
249 |
|
|
|
13 |
|
Cadence Design Systems Inc * |
|
|
572 |
|
|
|
176 |
|
Cloudflare Inc, Cl A * |
|
|
632 |
|
|
|
52 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,254 |
|
|
|
85 |
|
Confluent Inc, Cl A * |
|
|
600 |
|
|
|
18 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
466 |
|
|
|
179 |
|
Datadog Inc, Cl A * |
|
|
559 |
|
|
|
73 |
|
DocuSign Inc, Cl A * |
|
|
653 |
|
|
|
35 |
|
DXC Technology Co * |
|
|
800 |
|
|
|
15 |
|
Dynatrace Inc * |
|
|
616 |
|
|
|
28 |
|
Elastic NV * |
|
|
300 |
|
|
|
34 |
|
EPAM Systems Inc * |
|
|
131 |
|
|
|
25 |
|
Fair Isaac Corp * |
|
|
57 |
|
|
|
85 |
|
Five9 Inc * |
|
|
300 |
|
|
|
13 |
|
Fortinet Inc * |
|
|
1,569 |
|
|
|
95 |
|
Gartner Inc * |
|
|
159 |
|
|
|
71 |
|
Gen Digital Inc |
|
|
1,074 |
|
|
|
27 |
|
Globant SA * |
|
|
100 |
|
|
|
18 |
|
GoDaddy Inc, Cl A * |
|
|
235 |
|
|
|
33 |
|
Guidewire Software Inc, Cl Z * |
|
|
128 |
|
|
|
18 |
|
HubSpot Inc * |
|
|
81 |
|
|
|
48 |
|
International Business Machines Corp |
|
|
1,941 |
|
|
|
336 |
|
Intuit Inc |
|
|
619 |
|
|
|
407 |
|
Manhattan Associates Inc * |
|
|
82 |
|
|
|
20 |
|
Microsoft Corp (C) |
|
|
15,646 |
|
|
|
6,993 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MicroStrategy Inc, Cl A * |
|
|
34 |
|
|
$ |
47 |
|
MongoDB Inc, Cl A * |
|
|
182 |
|
|
|
45 |
|
Nutanix Inc, Cl A * |
|
|
339 |
|
|
|
19 |
|
Okta Inc, Cl A * |
|
|
416 |
|
|
|
39 |
|
Oracle Corp, Cl B |
|
|
3,144 |
|
|
|
444 |
|
Palantir Technologies Inc, Cl A * |
|
|
3,949 |
|
|
|
100 |
|
Palo Alto Networks Inc * |
|
|
623 |
|
|
|
211 |
|
PTC Inc * |
|
|
238 |
|
|
|
43 |
|
Roper Technologies Inc |
|
|
235 |
|
|
|
132 |
|
Salesforce Inc |
|
|
2,013 |
|
|
|
518 |
|
ServiceNow Inc * |
|
|
466 |
|
|
|
367 |
|
Snowflake Inc, Cl A * |
|
|
698 |
|
|
|
94 |
|
Synopsys Inc * |
|
|
320 |
|
|
|
190 |
|
Twilio Inc, Cl A * |
|
|
500 |
|
|
|
28 |
|
Tyler Technologies Inc * |
|
|
71 |
|
|
|
36 |
|
UiPath Inc, Cl A * |
|
|
1,200 |
|
|
|
15 |
|
Unity Software Inc * |
|
|
650 |
|
|
|
11 |
|
VeriSign Inc * |
|
|
214 |
|
|
|
38 |
|
Workday Inc, Cl A * |
|
|
439 |
|
|
|
98 |
|
Zoom Video Communications Inc, Cl A * |
|
|
390 |
|
|
|
23 |
|
Zscaler Inc * |
|
|
260 |
|
|
|
50 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,712 |
|
Real Estate — 2.9% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
1,911 |
|
|
|
34 |
|
Agree Realty Corp ‡ |
|
|
1,225 |
|
|
|
76 |
|
Alexander & Baldwin Inc ‡ |
|
|
1,640 |
|
|
|
28 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,269 |
|
|
|
265 |
|
American Assets Trust Inc ‡ |
|
|
984 |
|
|
|
22 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
4,045 |
|
|
|
150 |
|
American Tower Corp, Cl A ‡ |
|
|
6,013 |
|
|
|
1,169 |
|
Americold Realty Trust Inc ‡ |
|
|
3,912 |
|
|
|
100 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
3,000 |
|
|
|
25 |
|
Apple Hospitality REIT Inc ‡ |
|
|
3,676 |
|
|
|
53 |
|
Armada Hoffler Properties Inc ‡ |
|
|
136 |
|
|
|
2 |
|
AvalonBay Communities Inc ‡ |
|
|
1,775 |
|
|
|
367 |
|
Brixmor Property Group Inc ‡ |
|
|
3,877 |
|
|
|
90 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
2,601 |
|
|
|
41 |
|
BXP Inc ‡ |
|
|
1,896 |
|
|
|
117 |
|
Camden Property Trust ‡ |
|
|
1,276 |
|
|
|
139 |
|
CareTrust REIT Inc ‡ |
|
|
1,850 |
|
|
|
46 |
|
CBRE Group Inc, Cl A * |
|
|
3,862 |
|
|
|
344 |
|
Centerspace ‡ |
|
|
271 |
|
|
|
18 |
|
Community Healthcare Trust Inc ‡ |
|
|
600 |
|
|
|
14 |
|
Compass, Cl A *‡ |
|
|
9,679 |
|
|
|
35 |
|
COPT Defense Properties ‡ |
|
|
1,245 |
|
|
|
31 |
|
CoStar Group Inc * |
|
|
5,268 |
|
|
|
391 |
|
Cousins Properties Inc ‡ |
|
|
2,006 |
|
|
|
46 |
|
Crown Castle Inc ‡ |
|
|
5,562 |
|
|
|
543 |
|
CubeSmart ‡ |
|
|
2,662 |
|
|
|
120 |
|
Cushman & Wakefield PLC * |
|
|
2,803 |
|
|
|
29 |
|
DiamondRock Hospitality Co ‡ |
|
|
2,869 |
|
|
|
24 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
3,934 |
|
|
|
598 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
DigitalBridge Group |
|
|
2,616 |
|
|
$ |
36 |
|
Douglas Emmett Inc ‡ |
|
|
2,051 |
|
|
|
27 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
1,801 |
|
|
|
22 |
|
EastGroup Properties Inc ‡ |
|
|
583 |
|
|
|
99 |
|
Elme Communities ‡ |
|
|
1,907 |
|
|
|
30 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
941 |
|
|
|
9 |
|
EPR Properties, Cl A ‡ |
|
|
936 |
|
|
|
39 |
|
Equinix Inc ‡ |
|
|
1,223 |
|
|
|
925 |
|
Equity Commonwealth *‡ |
|
|
1,656 |
|
|
|
32 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,484 |
|
|
|
162 |
|
Equity Residential ‡ |
|
|
4,628 |
|
|
|
321 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
2,157 |
|
|
|
60 |
|
Essex Property Trust Inc ‡ |
|
|
780 |
|
|
|
212 |
|
eXp World Holdings Inc |
|
|
1,000 |
|
|
|
11 |
|
Extra Space Storage Inc ‡ |
|
|
2,713 |
|
|
|
422 |
|
Federal Realty Investment Trust ‡ |
|
|
1,085 |
|
|
|
110 |
|
First Industrial Realty Trust Inc ‡ |
|
|
1,736 |
|
|
|
82 |
|
Four Corners Property Trust Inc ‡ |
|
|
1,654 |
|
|
|
41 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
3,454 |
|
|
|
156 |
|
Getty Realty Corp ‡ |
|
|
963 |
|
|
|
26 |
|
Global Net Lease Inc ‡ |
|
|
2,522 |
|
|
|
19 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
5,038 |
|
|
|
83 |
|
Healthpeak Properties Inc ‡ |
|
|
9,498 |
|
|
|
186 |
|
Highwoods Properties Inc ‡ |
|
|
1,522 |
|
|
|
40 |
|
Host Hotels & Resorts Inc ‡ |
|
|
8,724 |
|
|
|
157 |
|
Howard Hughes Holdings Inc * |
|
|
413 |
|
|
|
27 |
|
Hudson Pacific Properties Inc ‡ |
|
|
3,395 |
|
|
|
16 |
|
Independence Realty Trust Inc ‡ |
|
|
3,070 |
|
|
|
58 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
353 |
|
|
|
39 |
|
InvenTrust Properties Corp ‡ |
|
|
1,081 |
|
|
|
27 |
|
Invitation Homes Inc ‡ |
|
|
8,220 |
|
|
|
295 |
|
Iron Mountain Inc ‡ |
|
|
3,586 |
|
|
|
321 |
|
JBG SMITH Properties ‡ |
|
|
1,501 |
|
|
|
23 |
|
Jones Lang LaSalle Inc * |
|
|
606 |
|
|
|
124 |
|
Kennedy-Wilson Holdings Inc |
|
|
2,200 |
|
|
|
21 |
|
Kilroy Realty Corp ‡ |
|
|
1,574 |
|
|
|
49 |
|
Kimco Realty Corp ‡ |
|
|
9,020 |
|
|
|
176 |
|
Kite Realty Group Trust ‡ |
|
|
3,200 |
|
|
|
72 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,222 |
|
|
|
146 |
|
LTC Properties Inc ‡ |
|
|
365 |
|
|
|
13 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
4,162 |
|
|
|
38 |
|
Macerich Co/The ‡ |
|
|
2,863 |
|
|
|
44 |
|
Medical Properties Trust Inc ‡ |
|
|
8,448 |
|
|
|
36 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,424 |
|
|
|
203 |
|
National Health Investors Inc ‡ |
|
|
646 |
|
|
|
44 |
|
National Storage Affiliates Trust ‡ |
|
|
723 |
|
|
|
30 |
|
NETSTREIT Corp ‡ |
|
|
1,678 |
|
|
|
27 |
|
Newmark Group Inc, Cl A |
|
|
2,845 |
|
|
|
29 |
|
NNN REIT Inc ‡ |
|
|
2,595 |
|
|
|
111 |
|
Omega Healthcare Investors Inc ‡ |
|
|
3,087 |
|
|
|
106 |
|
Opendoor Technologies Inc * |
|
|
6,500 |
|
|
|
12 |
|
Outfront Media Inc ‡ |
|
|
1,938 |
|
|
|
28 |
|
Park Hotels & Resorts Inc ‡ |
|
|
3,265 |
|
|
|
49 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pebblebrook Hotel Trust ‡ |
|
|
2,088 |
|
|
$ |
29 |
|
Phillips Edison & Co Inc ‡ |
|
|
1,658 |
|
|
|
54 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
2,800 |
|
|
|
20 |
|
PotlatchDeltic Corp ‡ |
|
|
1,143 |
|
|
|
45 |
|
Prologis Inc ‡ |
|
|
12,254 |
|
|
|
1,376 |
|
Public Storage ‡ |
|
|
2,015 |
|
|
|
580 |
|
Rayonier Inc ‡ |
|
|
2,143 |
|
|
|
62 |
|
Realty Income Corp ‡ |
|
|
10,617 |
|
|
|
561 |
|
Regency Centers Corp ‡ |
|
|
2,195 |
|
|
|
137 |
|
Retail Opportunity Investments Corp ‡ |
|
|
1,322 |
|
|
|
16 |
|
Rexford Industrial Realty Inc ‡ |
|
|
2,618 |
|
|
|
117 |
|
RLJ Lodging Trust ‡ |
|
|
3,289 |
|
|
|
32 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
752 |
|
|
|
75 |
|
Sabra Health Care REIT Inc ‡ |
|
|
2,235 |
|
|
|
34 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,322 |
|
|
|
260 |
|
Service Properties Trust ‡ |
|
|
3,812 |
|
|
|
20 |
|
Simon Property Group Inc ‡ |
|
|
4,197 |
|
|
|
637 |
|
SITE Centers Corp ‡ |
|
|
2,268 |
|
|
|
33 |
|
SL Green Realty Corp ‡ |
|
|
768 |
|
|
|
44 |
|
St Joe Co/The |
|
|
700 |
|
|
|
38 |
|
STAG Industrial Inc ‡ |
|
|
2,599 |
|
|
|
94 |
|
Sun Communities Inc ‡ |
|
|
1,500 |
|
|
|
181 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
4,086 |
|
|
|
43 |
|
Tanger Inc ‡ |
|
|
1,256 |
|
|
|
34 |
|
Terreno Realty Corp ‡ |
|
|
1,221 |
|
|
|
72 |
|
UDR Inc ‡ |
|
|
4,002 |
|
|
|
165 |
|
Uniti Group Inc ‡ |
|
|
3,500 |
|
|
|
10 |
|
Urban Edge Properties ‡ |
|
|
2,241 |
|
|
|
41 |
|
Ventas Inc ‡ |
|
|
4,977 |
|
|
|
255 |
|
Veris Residential Inc ‡ |
|
|
1,108 |
|
|
|
17 |
|
VICI Properties Inc, Cl A ‡ |
|
|
13,030 |
|
|
|
373 |
|
Vornado Realty Trust ‡ |
|
|
2,531 |
|
|
|
67 |
|
Welltower Inc ‡ |
|
|
7,154 |
|
|
|
746 |
|
Weyerhaeuser Co ‡ |
|
|
9,009 |
|
|
|
256 |
|
WP Carey Inc ‡ |
|
|
2,577 |
|
|
|
142 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
1,562 |
|
|
|
22 |
|
Zillow Group Inc, Cl A * |
|
|
876 |
|
|
|
39 |
|
Zillow Group Inc, Cl C * |
|
|
2,272 |
|
|
|
105 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,220 |
|
Utilities — 1.4% |
|
|
|
|
AES Corp/The |
|
|
4,517 |
|
|
|
79 |
|
ALLETE Inc |
|
|
292 |
|
|
|
18 |
|
Alliant Energy Corp |
|
|
1,997 |
|
|
|
102 |
|
Ameren Corp |
|
|
1,961 |
|
|
|
140 |
|
American Electric Power Co Inc |
|
|
3,671 |
|
|
|
322 |
|
American States Water Co |
|
|
438 |
|
|
|
32 |
|
American Water Works Co Inc |
|
|
1,450 |
|
|
|
187 |
|
Atmos Energy Corp |
|
|
1,083 |
|
|
|
126 |
|
Avangrid Inc |
|
|
163 |
|
|
|
6 |
|
Avista Corp |
|
|
876 |
|
|
|
30 |
|
Black Hills Corp, Cl A |
|
|
352 |
|
|
|
19 |
|
Brookfield Renewable Corp, Cl A |
|
|
955 |
|
|
|
27 |
|
California Water Service Group, Cl A |
|
|
357 |
|
|
|
17 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CenterPoint Energy Inc |
|
|
4,690 |
|
|
$ |
145 |
|
Chesapeake Utilities Corp |
|
|
200 |
|
|
|
21 |
|
Clearway Energy Inc, Cl C |
|
|
983 |
|
|
|
24 |
|
CMS Energy Corp |
|
|
2,109 |
|
|
|
126 |
|
Consolidated Edison Inc |
|
|
2,337 |
|
|
|
209 |
|
Constellation Energy Corp |
|
|
2,324 |
|
|
|
465 |
|
Dominion Energy Inc |
|
|
5,828 |
|
|
|
286 |
|
DTE Energy Co |
|
|
1,539 |
|
|
|
171 |
|
Duke Energy Corp |
|
|
5,376 |
|
|
|
539 |
|
Edison International |
|
|
2,742 |
|
|
|
197 |
|
Entergy Corp |
|
|
1,475 |
|
|
|
158 |
|
Essential Utilities Inc |
|
|
1,820 |
|
|
|
68 |
|
Evergy Inc |
|
|
1,376 |
|
|
|
73 |
|
Eversource Energy |
|
|
2,272 |
|
|
|
129 |
|
Exelon Corp |
|
|
6,931 |
|
|
|
240 |
|
FirstEnergy Corp |
|
|
3,796 |
|
|
|
145 |
|
Hawaiian Electric Industries Inc |
|
|
1,410 |
|
|
|
13 |
|
IDACORP Inc, Cl A |
|
|
442 |
|
|
|
41 |
|
MGE Energy Inc |
|
|
425 |
|
|
|
32 |
|
National Fuel Gas Co |
|
|
862 |
|
|
|
47 |
|
New Jersey Resources Corp |
|
|
445 |
|
|
|
19 |
|
NextEra Energy Inc |
|
|
14,316 |
|
|
|
1,014 |
|
NiSource Inc |
|
|
2,680 |
|
|
|
77 |
|
Northwestern Energy Group |
|
|
312 |
|
|
|
16 |
|
NRG Energy Inc |
|
|
1,597 |
|
|
|
124 |
|
OGE Energy Corp |
|
|
1,237 |
|
|
|
44 |
|
ONE Gas Inc |
|
|
343 |
|
|
|
22 |
|
Ormat Technologies Inc |
|
|
400 |
|
|
|
29 |
|
Otter Tail Corp |
|
|
200 |
|
|
|
18 |
|
PG&E Corp |
|
|
14,201 |
|
|
|
248 |
|
Pinnacle West Capital Corp |
|
|
948 |
|
|
|
72 |
|
PNM Resources Inc |
|
|
791 |
|
|
|
29 |
|
Portland General Electric Co |
|
|
857 |
|
|
|
37 |
|
PPL Corp |
|
|
4,845 |
|
|
|
134 |
|
Public Service Enterprise Group Inc |
|
|
3,456 |
|
|
|
255 |
|
Sempra |
|
|
4,393 |
|
|
|
334 |
|
SJW Group |
|
|
210 |
|
|
|
11 |
|
Southern Co/The |
|
|
7,598 |
|
|
|
589 |
|
Southwest Gas Holdings Inc |
|
|
387 |
|
|
|
27 |
|
Spire Inc |
|
|
419 |
|
|
|
26 |
|
UGI Corp |
|
|
1,840 |
|
|
|
42 |
|
Vistra Corp |
|
|
2,548 |
|
|
|
219 |
|
WEC Energy Group Inc |
|
|
2,088 |
|
|
|
164 |
|
Xcel Energy Inc |
|
|
4,052 |
|
|
|
216 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,000 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $83,625) ($ Thousands) |
|
|
|
|
|
|
169,270 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 8.0% |
Communication Services — 0.2% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
EUR |
117 |
|
|
$ |
88 |
|
AT&T |
|
|
|
|
|
|
|
|
5.400%, 02/15/2034 |
|
$ |
147 |
|
|
|
147 |
|
4.500%, 05/15/2035 |
|
|
106 |
|
|
|
98 |
|
2.250%, 02/01/2032 |
|
|
8 |
|
|
|
6 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
2.250%, 01/15/2029 |
|
|
166 |
|
|
|
142 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (D) |
|
|
1,007 |
|
|
|
794 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,275 |
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.0% |
|
|
|
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (D) |
|
|
220 |
|
|
|
225 |
|
Cox Communications |
|
|
|
|
|
|
|
|
5.700%, 06/15/2033 (D) |
|
|
127 |
|
|
|
126 |
|
ERAC USA Finance |
|
|
|
|
|
|
|
|
4.900%, 05/01/2033 (D) |
|
|
99 |
|
|
|
96 |
|
4.600%, 05/01/2028 (D) |
|
|
278 |
|
|
|
274 |
|
Ford Motor |
|
|
|
|
|
|
|
|
3.250%, 02/12/2032 |
|
|
434 |
|
|
|
359 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 11/04/2027 |
|
|
204 |
|
|
|
213 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.750%, 02/08/2031 |
|
|
478 |
|
|
|
479 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (D) |
|
|
413 |
|
|
|
366 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
3.050%, 02/14/2027 (D) |
|
|
700 |
|
|
|
657 |
|
Hasbro |
|
|
|
|
|
|
|
|
6.050%, 05/14/2034 |
|
|
114 |
|
|
|
114 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.875%, 04/01/2029 (D) |
|
|
378 |
|
|
|
378 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.100%, 09/21/2028 (D) |
|
|
223 |
|
|
|
229 |
|
5.275%, 06/24/2027 (D) |
|
|
84 |
|
|
|
84 |
|
5.250%, 01/08/2027 (D) |
|
|
127 |
|
|
|
126 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
705 |
|
|
|
645 |
|
LKQ |
|
|
|
|
|
|
|
|
6.250%, 06/15/2033 |
|
|
138 |
|
|
|
142 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.750%, 05/01/2025 |
|
|
68 |
|
|
|
68 |
|
5.300%, 05/15/2034 |
|
|
140 |
|
|
|
137 |
|
4.900%, 04/15/2029 |
|
|
309 |
|
|
|
306 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
389 |
|
|
|
409 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.700%, 11/27/2030 |
|
|
9 |
|
|
|
9 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
330 |
|
|
|
242 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
$ |
348 |
|
|
$ |
326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,010 |
|
|
|
|
|
|
|
|
|
|
Consumer Staples — 0.6% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
3.400%, 05/06/2030 |
|
|
745 |
|
|
|
674 |
|
Cargill |
|
|
|
|
|
|
|
|
5.125%, 10/11/2032 (D) |
|
|
239 |
|
|
|
238 |
|
Cencosud |
|
|
|
|
|
|
|
|
5.950%, 05/28/2031 (D) |
|
|
200 |
|
|
|
201 |
|
General Mills |
|
|
|
|
|
|
|
|
4.700%, 01/30/2027 |
|
|
134 |
|
|
|
132 |
|
Imperial Brands Finance MTN |
|
|
|
|
|
|
|
|
5.875%, 07/01/2034 (D) |
|
|
446 |
|
|
|
437 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (D) |
|
|
286 |
|
|
|
303 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 11/17/2029 |
|
|
110 |
|
|
|
112 |
|
5.375%, 02/15/2033 |
|
|
549 |
|
|
|
545 |
|
4.875%, 02/13/2026 |
|
|
582 |
|
|
|
578 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.875%, 05/15/2034 |
|
|
335 |
|
|
|
357 |
|
Tyson Foods |
|
|
|
|
|
|
|
|
5.700%, 03/15/2034 |
|
|
129 |
|
|
|
129 |
|
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (D)(E) |
|
|
660 |
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,706 |
|
|
|
|
|
|
|
|
|
|
Energy — 0.7% |
|
|
|
|
Continental Resources |
|
|
|
|
|
|
|
|
2.268%, 11/15/2026 (D) |
|
|
1,050 |
|
|
|
975 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.625%, 01/19/2029 |
|
|
512 |
|
|
|
539 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
5.600%, 09/01/2034 |
|
|
450 |
|
|
|
447 |
|
Oleoducto Central |
|
|
|
|
|
|
|
|
4.000%, 07/14/2027 (D) |
|
|
221 |
|
|
|
205 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.050%, 09/01/2033 |
|
|
203 |
|
|
|
209 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
63 |
|
|
|
63 |
|
Ovintiv |
|
|
|
|
|
|
|
|
6.500%, 02/01/2038 |
|
|
49 |
|
|
|
50 |
|
6.250%, 07/15/2033 |
|
|
107 |
|
|
|
110 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
5.700%, 09/15/2034 |
|
|
447 |
|
|
|
443 |
|
Var Energi |
|
|
|
|
|
|
|
|
8.000%, 11/15/2032 (D) |
|
|
403 |
|
|
|
451 |
|
7.500%, 01/15/2028 (D) |
|
|
314 |
|
|
|
330 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Financials — 3.5% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
$ |
269 |
|
|
$ |
265 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.992%, SOFRRATE + 3.260%, 06/13/2029 (B) |
|
|
259 |
|
|
|
269 |
|
American Express |
|
|
|
|
|
|
|
|
5.098%, SOFRRATE + 1.000%, 02/16/2028 (B) |
|
|
474 |
|
|
|
472 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
5.620%, 05/08/2026 (D) |
|
|
183 |
|
|
|
183 |
|
5.583%, 01/09/2029 (D) |
|
|
21 |
|
|
|
21 |
|
2.717%, 01/07/2029 (D) |
|
|
59 |
|
|
|
53 |
|
2.550%, 11/19/2030 (D) |
|
|
36 |
|
|
|
30 |
|
1.985%, 08/19/2028 (D) |
|
|
155 |
|
|
|
135 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
6.375%, 07/15/2030 (D) |
|
|
33 |
|
|
|
34 |
|
5.500%, 12/15/2024 (D) |
|
|
352 |
|
|
|
351 |
|
4.875%, 10/01/2025 (D) |
|
|
182 |
|
|
|
179 |
|
4.125%, 08/01/2025 (D) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (D) |
|
|
139 |
|
|
|
130 |
|
1.950%, 01/30/2026 (D) |
|
|
480 |
|
|
|
452 |
|
1.950%, 09/20/2026 (D) |
|
|
153 |
|
|
|
141 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
200 |
|
|
|
218 |
|
Banco de Credito del Peru S.A. MTN |
|
|
|
|
|
|
|
|
3.125%, H15T5Y + 3.000%, 07/01/2030 (B)(D) |
|
|
755 |
|
|
|
726 |
|
Banco Santander |
|
|
|
|
|
|
|
|
9.625%, H15T5Y + 5.298%(B)(F) |
|
|
200 |
|
|
|
222 |
|
6.921%, 08/08/2033 |
|
|
400 |
|
|
|
417 |
|
Bank of America |
|
|
|
|
|
|
|
|
2.687%, SOFRRATE + 1.320%, 04/22/2032 (B) |
|
|
259 |
|
|
|
219 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
484 |
|
|
|
410 |
|
Bank of Ireland Group |
|
|
|
|
|
|
|
|
5.601%, SOFRRATE + 1.620%, 03/20/2030 (B)(D) |
|
|
212 |
|
|
|
211 |
|
Barclays |
|
|
|
|
|
|
|
|
5.674%, SOFRRATE + 1.490%, 03/12/2028 (B) |
|
|
216 |
|
|
|
216 |
|
Block |
|
|
|
|
|
|
|
|
6.500%, 05/15/2032 (D) |
|
|
242 |
|
|
|
245 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.375%, USSW5 + 5.150%(B)(F) |
|
|
200 |
|
|
|
200 |
|
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D) |
|
|
474 |
|
|
|
472 |
|
BPCE |
|
|
|
|
|
|
|
|
6.508%, H15T1Y + 2.791%, 01/18/2035 (B)(D) |
|
|
483 |
|
|
|
484 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CaixaBank |
|
|
|
|
|
|
|
|
6.684%, SOFRRATE + 2.080%, 09/13/2027 (B)(D) |
|
$ |
343 |
|
|
$ |
350 |
|
6.037%, SOFRRATE + 2.260%, 06/15/2035 (B)(D) |
|
|
200 |
|
|
|
200 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.377%, SOFRRATE + 2.860%, 06/08/2034 (B) |
|
|
486 |
|
|
|
499 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
4.000%, H15T5Y + 3.168%(B)(F) |
|
|
756 |
|
|
|
709 |
|
Citigroup |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.211%(B)(F) |
|
|
16 |
|
|
|
16 |
|
4.000%, H15T5Y + 3.597%(B)(F) |
|
|
359 |
|
|
|
344 |
|
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
|
584 |
|
|
|
487 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
6.251%, SOFRRATE + 2.670%, 01/10/2035 (B)(D) |
|
|
324 |
|
|
|
326 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
7.146%, SOFRRATE + 2.520%, 07/13/2027 (B) |
|
|
177 |
|
|
|
181 |
|
3.961%, SOFRRATE + 2.581%, 11/26/2025 (B) |
|
|
315 |
|
|
|
313 |
|
2.129%, SOFRRATE + 1.870%, 11/24/2026 (B) |
|
|
347 |
|
|
|
329 |
|
Discover Bank |
|
|
|
|
|
|
|
|
5.974%, USISOA05 + 1.730%, 08/09/2028 (B) |
|
|
475 |
|
|
|
474 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
8.461%, TSFR3M + 3.136%(B)(F) |
|
|
122 |
|
|
|
122 |
|
4.125%, H15T5Y + 2.949%(B)(F) |
|
|
328 |
|
|
|
307 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
38 |
|
|
|
31 |
|
2.615%, SOFRRATE + 1.281%, 04/22/2032 (B) |
|
|
542 |
|
|
|
456 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
5.597%, SOFRRATE + 1.060%, 05/17/2028 (B) |
|
|
453 |
|
|
|
455 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.200%, 11/28/2033 (D) |
|
|
327 |
|
|
|
350 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B) |
|
|
769 |
|
|
|
656 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.500%, USISDA05 + 4.496%(B)(F) |
|
|
735 |
|
|
|
735 |
|
5.462%, H15T1Y + 1.375%, 01/05/2028 (B) |
|
|
324 |
|
|
|
323 |
|
4.976%, H15T1Y + 2.300%, 08/11/2033 (B) |
|
|
404 |
|
|
|
386 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.406%, 10/29/2027 (B) |
|
EUR |
480 |
|
|
|
478 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B) |
|
$ |
3 |
|
|
|
2 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
$ |
319 |
|
|
$ |
299 |
|
NatWest Group |
|
|
|
|
|
|
|
|
3.032%, H15T5Y + 2.350%, 11/28/2035 (B) |
|
|
208 |
|
|
|
174 |
|
OEC Finance |
|
|
|
|
|
|
|
|
7.125%, 12/26/2046 (D) |
|
|
324 |
|
|
|
21 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
8.648%, TSFR3M + 3.302%(B)(F) |
|
|
174 |
|
|
|
175 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
5.100%, 01/25/2029 (D) |
|
|
311 |
|
|
|
309 |
|
S&P Global |
|
|
|
|
|
|
|
|
4.250%, 05/01/2029 |
|
|
166 |
|
|
|
161 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
2.490%, SOFRRATE + 1.249%, 01/06/2028 (B) |
|
|
22 |
|
|
|
20 |
|
Societe Generale |
|
|
|
|
|
|
|
|
5.519%, H15T1Y + 1.500%, 01/19/2028 (B)(D) |
|
|
482 |
|
|
|
476 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 5.661%(B)(D)(F) |
|
|
552 |
|
|
|
544 |
|
3.971%, H15T1Y + 1.650%, 03/30/2026 (B)(D) |
|
|
239 |
|
|
|
236 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.048%(B)(F) |
|
|
800 |
|
|
|
688 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, H15T5Y + 3.582%, 04/02/2049 (B) |
|
|
200 |
|
|
|
192 |
|
Swiss RE Subordinated Finance |
|
|
|
|
|
|
|
|
5.698%, TSFR3M + 1.813%, 04/05/2035 (B)(D) |
|
|
200 |
|
|
|
197 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.758%(B)(D)(F) |
|
|
301 |
|
|
|
337 |
|
UniCredit |
|
|
|
|
|
|
|
|
2.569%, H15T1Y + 2.300%, 09/22/2026 (B)(D) |
|
|
519 |
|
|
|
498 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
3.900%, H15T5Y + 3.453%(B)(F) |
|
|
327 |
|
|
|
313 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
754 |
|
|
|
654 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,584 |
|
|
|
|
|
|
|
|
|
|
Health Care — 0.1% |
|
|
|
|
CVS Health |
|
|
|
|
|
|
|
|
5.700%, 06/01/2034 |
|
|
324 |
|
|
|
323 |
|
Organon & Co |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
EUR |
200 |
|
|
|
202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
525 |
|
|
|
|
|
|
|
|
|
|
Industrials — 0.8% |
|
|
|
|
APCOA Parking Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
|
237 |
|
|
|
248 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Boeing |
|
|
|
|
|
|
|
|
6.528%, 05/01/2034 (D) |
|
$ |
160 |
|
|
$ |
164 |
|
6.298%, 05/01/2029 (D) |
|
|
120 |
|
|
|
122 |
|
5.150%, 05/01/2030 |
|
|
56 |
|
|
|
54 |
|
3.625%, 02/01/2031 |
|
|
61 |
|
|
|
53 |
|
3.250%, 02/01/2028 |
|
|
62 |
|
|
|
57 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (D) |
|
|
475 |
|
|
|
462 |
|
4.500%, 10/20/2025 (D) |
|
|
204 |
|
|
|
202 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
5.400%, 02/01/2027 |
|
|
670 |
|
|
|
665 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (D) |
|
|
272 |
|
|
|
193 |
|
Flowserve |
|
|
|
|
|
|
|
|
2.800%, 01/15/2032 |
|
|
246 |
|
|
|
202 |
|
Honeywell International |
|
|
|
|
|
|
|
|
4.125%, 11/02/2034 |
|
EUR |
810 |
|
|
|
887 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
$ |
193 |
|
|
|
190 |
|
4.350%, 04/05/2036 (D) |
|
|
191 |
|
|
|
174 |
|
Odebrecht Holdco Finance |
|
|
|
|
|
|
|
|
0.000%, 09/10/2058 (D)(G) |
|
|
294 |
|
|
|
– |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 |
|
|
789 |
|
|
|
791 |
|
Westinghouse Air Brake Technologies |
|
|
|
|
|
|
|
|
3.200%, 06/15/2025 |
|
|
141 |
|
|
|
138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,602 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 0.3% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
535 |
|
|
|
503 |
|
3.137%, 11/15/2035 (D) |
|
|
154 |
|
|
|
124 |
|
NXP BV |
|
|
|
|
|
|
|
|
5.550%, 12/01/2028 |
|
|
317 |
|
|
|
321 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (D) |
|
|
439 |
|
|
|
287 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.875%, 04/22/2027 |
|
|
406 |
|
|
|
392 |
|
Western Digital |
|
|
|
|
|
|
|
|
2.850%, 02/01/2029 |
|
|
157 |
|
|
|
136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,763 |
|
|
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Freeport Indonesia MTN |
|
|
|
|
|
|
|
|
4.763%, 04/14/2027 (D) |
|
|
243 |
|
|
|
238 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (D) |
|
|
56 |
|
|
|
58 |
|
5.338%, 04/04/2027 (D) |
|
|
402 |
|
|
|
401 |
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (D) |
|
|
81 |
|
|
|
63 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
760 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Real Estate — 0.1% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
5.200%, 02/15/2029 |
|
$ |
212 |
|
|
$ |
211 |
|
3.650%, 03/15/2027 |
|
|
130 |
|
|
|
125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
336 |
|
|
|
|
|
|
|
|
|
|
Utilities — 0.6% |
|
|
|
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (D) |
|
|
293 |
|
|
|
255 |
|
Alexander Funding Trust II |
|
|
|
|
|
|
|
|
7.467%, 07/31/2028 (D) |
|
|
104 |
|
|
|
110 |
|
American Electric Power |
|
|
|
|
|
|
|
|
6.950%, H15T5Y + 2.675%, 12/15/2054 (B) |
|
|
275 |
|
|
|
274 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (D) |
|
|
268 |
|
|
|
251 |
|
Duke Energy Carolinas NC Storm Funding |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
403 |
|
|
|
313 |
|
Electricite de France |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.411%(B)(D)(F) |
|
|
238 |
|
|
|
259 |
|
Enel Finance International |
|
|
|
|
|
|
|
|
5.500%, 06/26/2034 (D) |
|
|
446 |
|
|
|
435 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
6.375%, 04/17/2034 (D) |
|
|
200 |
|
|
|
202 |
|
3.400%, 01/28/2030 |
|
|
390 |
|
|
|
339 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.700%, H15T5Y + 2.364%, 09/01/2054 (B) |
|
|
52 |
|
|
|
52 |
|
Niagara Mohawk Power |
|
|
|
|
|
|
|
|
5.290%, 01/17/2034 (D) |
|
|
146 |
|
|
|
142 |
|
NRG Energy |
|
|
|
|
|
|
|
|
7.000%, 03/15/2033 (D) |
|
|
421 |
|
|
|
444 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
5.550%, 05/15/2029 |
|
|
73 |
|
|
|
73 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (D) |
|
|
74 |
|
|
|
73 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, H15T5Y + 5.740%(B)(D)(F) |
|
|
286 |
|
|
|
283 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
6.950%, 10/15/2033 (D) |
|
|
199 |
|
|
|
213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,718 |
|
|
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $49,017) ($ Thousands) |
|
|
|
|
|
|
47,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 4.3% |
Agency Mortgage-Backed Obligations — 0.8% |
|
|
|
|
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
0.703%, 06/15/2047(B) |
|
|
930 |
|
|
|
119 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
0.650%, 06/25/2050(B) |
|
|
1,835 |
|
|
|
160 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.435%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
|
$ |
326 |
|
|
$ |
334 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.835%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
1,079 |
|
|
|
1,085 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.535%, SOFR30A + 2.200%, 05/25/2042(B)(D) |
|
|
443 |
|
|
|
451 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
2,036 |
|
|
|
1,752 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.650%, 12/25/2044(B) |
|
|
689 |
|
|
|
71 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
0.550%, 10/25/2046(B) |
|
|
684 |
|
|
|
70 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
0.700%, 08/25/2047(B) |
|
|
770 |
|
|
|
86 |
|
FNMA CMO, Ser 2017-97, Cl LS, IO |
|
|
|
|
|
|
|
|
0.750%, 12/25/2047(B) |
|
|
1,082 |
|
|
|
135 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
0.747%, 08/20/2047(B) |
|
|
570 |
|
|
|
67 |
|
GNMA CMO, Ser 2017-134, Cl SE, IO |
|
|
|
|
|
|
|
|
0.747%, 09/20/2047(B) |
|
|
477 |
|
|
|
47 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,377 |
|
Non-Agency Mortgage-Backed Obligations — 3.5% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
41 |
|
|
|
28 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
227 |
|
|
|
119 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
90 |
|
|
|
61 |
|
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.583%, SOFR30A + 1.250%, 01/20/2037(B)(D) |
|
|
1,109 |
|
|
|
1,102 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.652%, 03/10/2037(B)(D) |
|
|
365 |
|
|
|
295 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
6.376%, TSFR1M + 1.047%, 11/15/2033(B)(D) |
|
|
1,610 |
|
|
|
1,605 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.584%, TSFR1M + 2.254%, 10/15/2037(B)(D) |
|
|
779 |
|
|
|
778 |
|
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
7.044%, TSFR1M + 1.714%, 06/15/2038(B)(D) |
|
|
1,189 |
|
|
|
1,189 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
7.275%, TSFR1M + 1.946%, 04/15/2034(B)(D) |
|
$ |
162 |
|
|
$ |
158 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.525%, TSFR1M + 2.196%, 04/15/2034(B)(D) |
|
|
656 |
|
|
|
639 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
89 |
|
|
|
39 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
119 |
|
|
|
52 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
58 |
|
|
|
25 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.985%, 07/10/2046(B)(D) |
|
|
550 |
|
|
|
508 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.985%, SOFR30A + 1.650%, 12/25/2041(B)(D) |
|
|
319 |
|
|
|
321 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.235%, SOFR30A + 1.900%, 12/25/2041(B)(D) |
|
|
1,023 |
|
|
|
1,035 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.835%, SOFR30A + 3.500%, 03/25/2042(B)(D) |
|
|
838 |
|
|
|
882 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
8.435%, SOFR30A + 3.100%, 03/25/2042(B)(D) |
|
|
211 |
|
|
|
220 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
|
|
|
|
|
|
|
|
7.635%, SOFR30A + 2.300%, 01/25/2043(B)(D) |
|
|
365 |
|
|
|
374 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.635%, SOFR30A + 2.300%, 05/25/2043(B)(D) |
|
|
697 |
|
|
|
716 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.235%, SOFR30A + 1.900%, 06/25/2043(B)(D) |
|
|
629 |
|
|
|
637 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
5.840%, TSFR1M + 0.494%, 12/25/2036(B) |
|
|
315 |
|
|
|
100 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
7.335%, SOFR30A + 2.000%, 01/25/2051(B)(D) |
|
$ |
65 |
|
|
$ |
64 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.985%, SOFR30A + 1.650%, 01/25/2034(B)(D) |
|
|
159 |
|
|
|
160 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
7.135%, SOFR30A + 1.800%, 11/25/2041(B)(D) |
|
|
1,042 |
|
|
|
1,053 |
|
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
7.685%, SOFR30A + 2.350%, 12/25/2041(B)(D) |
|
|
668 |
|
|
|
676 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.335%, SOFR30A + 1.000%, 01/25/2042(B)(D) |
|
|
341 |
|
|
|
341 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.185%, SOFR30A + 1.850%, 01/25/2042(B)(D) |
|
|
542 |
|
|
|
548 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
|
|
|
|
|
|
|
|
8.285%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
|
548 |
|
|
|
563 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
|
|
|
|
|
|
|
|
7.835%, SOFR30A + 2.500%, 03/25/2052(B)(D) |
|
|
742 |
|
|
|
755 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
7.435%, SOFR30A + 2.100%, 03/25/2043(B)(D) |
|
|
420 |
|
|
|
427 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.335%, SOFR30A + 2.000%, 05/25/2043(B)(D) |
|
|
632 |
|
|
|
642 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
11.150%, SOFR30A + 5.814%, 04/25/2028(B) |
|
|
78 |
|
|
|
82 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
8.300%, SOFR30A + 2.964%, 11/25/2029(B) |
|
|
353 |
|
|
|
363 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.335%, SOFR30A + 2.000%, 11/25/2041(B)(D) |
|
|
469 |
|
|
|
473 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.296%, 08/10/2044(B)(D) |
|
$ |
13 |
|
|
$ |
6 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1 |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
26 |
|
|
|
24 |
|
2.435%, 08/17/2026 |
|
|
769 |
|
|
|
735 |
|
1.433%, 08/17/2026 |
|
|
293 |
|
|
|
282 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
5.960%, TSFR1M + 0.614%, 03/25/2035(B) |
|
|
47 |
|
|
|
36 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.826%, 09/15/2047(B) |
|
|
8,220 |
|
|
|
– |
|
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
7.560%, TSFR1M + 2.214%, 04/25/2047(B)(D) |
|
|
83 |
|
|
|
83 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(B) |
|
|
125 |
|
|
|
48 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(D) |
|
|
163 |
|
|
|
158 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
6.908%, TSFR1M + 1.579%, 07/15/2036(B)(D) |
|
|
266 |
|
|
|
248 |
|
Neighborly Issuer, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(D) |
|
|
772 |
|
|
|
778 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
9.210%, TSFR1M + 3.864%, 05/30/2025(B)(D) |
|
|
248 |
|
|
|
248 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.149%, SOFR30A + 3.814%, 11/27/2031(B)(D) |
|
|
27 |
|
|
|
27 |
|
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
8.799%, SOFR30A + 3.464%, 02/25/2025(B)(D) |
|
|
95 |
|
|
|
95 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.537%, 11/15/2049(B) |
|
|
925 |
|
|
|
842 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
10.950%, SOFR30A + 5.614%, 11/25/2025(B)(D) |
|
|
30 |
|
|
|
32 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
10.700%, SOFR30A + 5.364%, 11/25/2025(B)(D) |
|
$ |
131 |
|
|
$ |
135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20,807 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $26,619) ($ Thousands) |
|
|
|
|
|
|
25,184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 4.2% |
Automotive — 1.6% |
|
|
|
|
|
|
|
|
|
ACM Auto Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.710%, 01/21/2031(D) |
|
|
380 |
|
|
|
381 |
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
6.090%, 11/12/2027(D) |
|
|
897 |
|
|
|
899 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
330 |
|
|
|
330 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.440%, 02/22/2028(D) |
|
|
554 |
|
|
|
554 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B |
|
|
|
|
|
|
|
|
6.120%, 04/20/2028(D) |
|
|
424 |
|
|
|
427 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
64 |
|
|
|
61 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
189 |
|
|
|
182 |
|
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
|
441 |
|
|
|
399 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(D) |
|
|
518 |
|
|
|
511 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(D) |
|
|
57 |
|
|
|
56 |
|
FHF Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.570%, 06/15/2028(D) |
|
|
274 |
|
|
|
276 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027(D) |
|
|
361 |
|
|
|
361 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(D) |
|
|
605 |
|
|
|
561 |
|
Hertz Vehicle Financing III, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(D) |
|
|
620 |
|
|
|
599 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026(D) |
|
$ |
19 |
|
|
$ |
19 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027(D) |
|
|
252 |
|
|
|
252 |
|
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 08/15/2028(D) |
|
|
888 |
|
|
|
895 |
|
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.090%, 10/16/2028(D) |
|
|
363 |
|
|
|
366 |
|
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.380%, 11/25/2030(D) |
|
|
327 |
|
|
|
325 |
|
Research-Driven Pagaya Motor Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
7.090%, 06/25/2032(D) |
|
|
303 |
|
|
|
304 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
5.281%, 05/15/2032(D) |
|
|
217 |
|
|
|
216 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032(D) |
|
|
157 |
|
|
|
157 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032(D) |
|
|
282 |
|
|
|
283 |
|
Tesla Auto Lease Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2027(D) |
|
|
253 |
|
|
|
252 |
|
Tricolor Auto Securitization Trust, Ser 2024-2A, Cl A |
|
|
|
|
|
|
|
|
6.360%, 12/15/2027(D) |
|
|
330 |
|
|
|
330 |
|
United Auto Credit Securitization Trust, Ser 2024-1, Cl A |
|
|
|
|
|
|
|
|
6.170%, 08/10/2026(D) |
|
|
106 |
|
|
|
106 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026(D) |
|
|
278 |
|
|
|
278 |
|
|
|
|
|
|
|
|
9,380 |
|
|
|
|
|
|
|
|
|
|
Credit Cards — 0.1% |
|
|
|
|
|
|
|
|
|
Brex Commercial Charge Card Master Trust, Ser 2024-1, Cl A1 |
|
|
|
|
|
|
|
|
6.050%, 07/15/2027(D) |
|
|
473 |
|
|
|
472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 2.5% |
|
|
|
|
|
|
|
|
|
AB Issuer, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(D) |
|
|
821 |
|
|
|
727 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025(D) |
|
|
2 |
|
|
|
1 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(D) |
|
$ |
25 |
|
|
$ |
24 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(D) |
|
|
14 |
|
|
|
14 |
|
Affirm Asset Securitization Trust, Ser 2024-X1, Cl A |
|
|
|
|
|
|
|
|
6.270%, 05/15/2029(D) |
|
|
430 |
|
|
|
431 |
|
AGL CLO 12, Ser 2021-12A, Cl A1 |
|
|
|
|
|
|
|
|
6.746%, TSFR3M + 1.422%, 07/20/2034(B)(D) |
|
|
970 |
|
|
|
971 |
|
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028(D) |
|
|
197 |
|
|
|
197 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(D) |
|
|
169 |
|
|
|
168 |
|
Balboa Bay Loan Funding, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.786%, TSFR3M + 1.462%, 07/20/2034(B)(D) |
|
|
589 |
|
|
|
589 |
|
Bellemeade Re, Ser 2022-2, Cl M1A |
|
|
|
|
|
|
|
|
9.335%, SOFR30A + 4.000%, 09/27/2032(B)(D) |
|
|
978 |
|
|
|
1,003 |
|
Cajun Global, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(D) |
|
|
179 |
|
|
|
163 |
|
College Ave Student Loans, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(D) |
|
|
186 |
|
|
|
164 |
|
Dext ABS, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 03/15/2032(D) |
|
|
765 |
|
|
|
762 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(D) |
|
|
839 |
|
|
|
757 |
|
Eagle RE, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.335%, SOFR30A + 2.000%, 09/26/2033(B)(D) |
|
|
511 |
|
|
|
515 |
|
GCI Funding I, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(D) |
|
|
240 |
|
|
|
213 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.656%, TSFR3M + 1.332%, 04/20/2034(B)(D) |
|
|
651 |
|
|
|
652 |
|
Hardee's Funding, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(D) |
|
|
377 |
|
|
|
359 |
|
Hardee's Funding, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(D) |
|
|
262 |
|
|
|
239 |
|
HFX, Ser 2017-1A |
|
|
|
|
|
|
|
|
3.622%, 03/15/2035 |
|
|
830 |
|
|
|
820 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
6.705%, TSFR3M + 1.382%, 07/25/2034(B)(D) |
|
|
1,127 |
|
|
|
1,130 |
|
Marlette Funding Trust, Ser 2024-1A, Cl A |
|
|
|
|
|
|
|
|
5.950%, 07/17/2034(D) |
|
|
282 |
|
|
|
282 |
|
MVW, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(D) |
|
|
198 |
|
|
|
183 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(D) |
|
$ |
160 |
|
|
$ |
146 |
|
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A |
|
|
|
|
|
|
|
|
6.689%, TSFR3M + 1.362%, 07/16/2035(B)(D) |
|
|
1,141 |
|
|
|
1,143 |
|
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
6.709%, TSFR3M + 1.392%, 07/17/2035(B)(D) |
|
|
690 |
|
|
|
692 |
|
NMEF Funding, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 06/15/2029(D) |
|
|
183 |
|
|
|
184 |
|
OCP CLO, Ser 2021-18A, Cl AR |
|
|
|
|
|
|
|
|
6.676%, TSFR3M + 1.352%, 07/20/2032(B)(D) |
|
|
849 |
|
|
|
850 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(D) |
|
|
636 |
|
|
|
608 |
|
Pagaya AI Debt Grantor Trust, Ser 2024-5, Cl A |
|
|
|
|
|
|
|
|
6.278%, 10/15/2031(D) |
|
|
425 |
|
|
|
425 |
|
Pagaya AI Debt Trust, Ser 2024-3, Cl A |
|
|
|
|
|
|
|
|
6.258%, 10/15/2031(D) |
|
|
440 |
|
|
|
440 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(D) |
|
|
328 |
|
|
|
300 |
|
|
|
|
|
|
|
|
15,152 |
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $25,538) ($ Thousands) |
|
|
|
|
|
|
25,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.8% |
FFCB^ |
|
|
|
|
|
|
|
|
5.570%, SOFRRATE + 0.170%, 01/23/2025(B) |
|
|
2,100 |
|
|
|
2,102 |
|
FHLB^ |
|
|
|
|
|
|
|
|
5.560%, SOFRRATE + 0.160%, 07/10/2025(B) |
|
|
800 |
|
|
|
801 |
|
5.540%, SOFRRATE + 0.140%, 04/21/2025(B) |
|
|
1,000 |
|
|
|
1,000 |
|
5.410%, SOFRRATE + 0.010%, 11/25/2024(B) |
|
|
600 |
|
|
|
600 |
|
0.620%, 02/26/2026 |
|
|
200 |
|
|
|
186 |
|
FHLMC^ |
|
|
|
|
|
|
|
|
5.150%, 01/27/2026 |
|
|
1,200 |
|
|
|
1,199 |
|
4.200%, 08/28/2025 |
|
|
700 |
|
|
|
693 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
FNMA^ |
|
|
|
|
|
|
|
|
5.060%, 02/07/2025 |
|
$ |
700 |
|
|
$ |
699 |
|
3.875%, 08/28/2024 |
|
|
800 |
|
|
|
797 |
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,254 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $10,899) ($ Thousands) |
|
|
10,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.5% |
|
|
|
|
|
|
|
|
|
Aegea Finance Sarl |
|
|
|
|
|
|
|
|
6.750%, 05/20/2029 |
|
|
223 |
|
|
|
217 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
|
225 |
|
|
|
177 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(D) |
|
|
416 |
|
|
|
372 |
|
Magyar Export-Import Bank ZRT |
|
|
|
|
|
|
|
|
6.125%, 12/04/2027(D) |
|
|
753 |
|
|
|
755 |
|
NatWest Group |
|
|
|
|
|
|
|
|
8.125%, H15T5Y + 3.752%, 06/30/2172(B)(F) |
|
|
212 |
|
|
|
214 |
|
Prosus |
|
|
|
|
|
|
|
|
3.680%, 01/21/2030 |
|
|
343 |
|
|
|
305 |
|
3.061%, 07/13/2031 |
|
|
746 |
|
|
|
618 |
|
Trust Fibra Uno |
|
|
|
|
|
|
|
|
5.250%, 01/30/2026 |
|
|
462 |
|
|
|
451 |
|
|
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $3,180) ($ Thousands) |
|
|
3,109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
|
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Golar LNG Ltd |
|
|
1,836 |
|
|
|
58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Canada — 0.0% |
|
|
|
|
Brookfield Infrastructure Corp, Cl A |
|
|
1,090 |
|
|
|
36 |
|
Encore Energy * |
|
|
6,032 |
|
|
|
24 |
|
Teekay Tankers Ltd, Cl A |
|
|
348 |
|
|
|
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84 |
|
|
|
|
|
|
|
|
|
|
Ghana — 0.0% |
|
|
|
|
Kosmos Energy Ltd * |
|
|
9,707 |
|
|
|
54 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
Ardmore Shipping Corp |
|
|
1,400 |
|
|
|
32 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Mexico — 0.0% |
|
|
|
|
Borr Drilling Ltd |
|
|
3,781 |
|
|
$ |
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Monaco — 0.0% |
|
|
|
|
Scorpio Tankers Inc |
|
|
858 |
|
|
|
70 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
FLEX LNG |
|
|
616 |
|
|
|
17 |
|
Seadrill * |
|
|
980 |
|
|
|
50 |
|
SFL Corp Ltd |
|
|
3,000 |
|
|
|
42 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
109 |
|
|
|
|
|
|
|
|
|
|
Puerto Rico — 0.0% |
|
|
|
|
Liberty Latin America Ltd, Cl C * |
|
|
2,200 |
|
|
|
21 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Kingdom — 0.1% |
|
|
|
|
TechnipFMC PLC |
|
|
8,651 |
|
|
|
226 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $442) ($ Thousands) |
|
|
|
|
|
|
678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG *‡‡ |
|
|
800 |
|
|
|
– |
|
Abiomed Inc *‡‡ |
|
|
408 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $117) ($ Thousands) |
|
|
|
|
|
|
116 |
|
|
|
|
|
|
|
|
|
|
Total Investments in Securities — 111.2% |
|
|
|
|
|
|
|
|
(Cost $580,353) ($ Thousands) |
|
$ |
658,565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (13.0)% |
Communication Services — (0.6)% |
|
|
|
|
Cable One Inc |
|
|
(61 |
) |
|
|
(21 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,017 |
) |
|
|
(304 |
) |
Comcast Corp, Cl A |
|
|
(41,064 |
) |
|
|
(1,608 |
) |
EchoStar Corp, Cl A * |
|
|
(1,638 |
) |
|
|
(29 |
) |
Fox Corp, Cl A |
|
|
(2,683 |
) |
|
|
(92 |
) |
Fox Corp, Cl B |
|
|
(1,400 |
) |
|
|
(45 |
) |
Interpublic Group of Cos Inc/The |
|
|
(3,805 |
) |
|
|
(111 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,134 |
) |
|
|
(62 |
) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
(1,794 |
) |
|
|
(40 |
) |
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
(800 |
) |
|
|
(18 |
) |
Magnite * |
|
|
(2,080 |
) |
|
|
(28 |
) |
New York Times Co/The, Cl A |
|
|
(1,681 |
) |
|
|
(86 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
News Corp, Cl A |
|
|
(3,620 |
) |
|
$ |
(100 |
) |
News Corp, Cl B |
|
|
(1,600 |
) |
|
|
(45 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(318 |
) |
|
|
(53 |
) |
Omnicom Group Inc |
|
|
(2,144 |
) |
|
|
(192 |
) |
Paramount Global, Cl B |
|
|
(5,214 |
) |
|
|
(54 |
) |
Scholastic Corp, Cl B |
|
|
(500 |
) |
|
|
(18 |
) |
TEGNA Inc |
|
|
(2,300 |
) |
|
|
(32 |
) |
Trade Desk Inc/The, Cl A * |
|
|
(4,391 |
) |
|
|
(429 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(3,367 |
) |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — (8.5)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(400 |
) |
|
|
(71 |
) |
Academy Sports & Outdoors Inc |
|
|
(520 |
) |
|
|
(28 |
) |
Acushnet Holdings Corp |
|
|
(537 |
) |
|
|
(34 |
) |
Adient PLC * |
|
|
(3,617 |
) |
|
|
(89 |
) |
ADT Inc |
|
|
(4,200 |
) |
|
|
(32 |
) |
Adtalem Global Education Inc * |
|
|
(600 |
) |
|
|
(41 |
) |
Advance Auto Parts Inc |
|
|
(596 |
) |
|
|
(38 |
) |
Airbnb Inc, Cl A * |
|
|
(4,695 |
) |
|
|
(712 |
) |
Amazon.com Inc, Cl A * |
|
|
(23,893 |
) |
|
|
(4,617 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(5,130 |
) |
|
|
(36 |
) |
American Eagle Outfitters Inc |
|
|
(1,700 |
) |
|
|
(34 |
) |
Aptiv PLC * |
|
|
(11,297 |
) |
|
|
(796 |
) |
Aramark |
|
|
(2,829 |
) |
|
|
(96 |
) |
Asbury Automotive Group Inc * |
|
|
(191 |
) |
|
|
(44 |
) |
AutoNation Inc * |
|
|
(226 |
) |
|
|
(36 |
) |
AutoZone Inc * |
|
|
(129 |
) |
|
|
(382 |
) |
Bath & Body Works Inc |
|
|
(1,761 |
) |
|
|
(69 |
) |
Beazer Homes USA Inc, Cl A * |
|
|
(400 |
) |
|
|
(11 |
) |
Best Buy Co Inc |
|
|
(1,324 |
) |
|
|
(112 |
) |
Birkenstock Holding PLC * |
|
|
(805 |
) |
|
|
(44 |
) |
Bloomin' Brands Inc |
|
|
(799 |
) |
|
|
(15 |
) |
Booking Holdings Inc |
|
|
(402 |
) |
|
|
(1,593 |
) |
Boot Barn Holdings Inc * |
|
|
(210 |
) |
|
|
(27 |
) |
BorgWarner Inc |
|
|
(9,809 |
) |
|
|
(316 |
) |
Boyd Gaming Corp |
|
|
(1,116 |
) |
|
|
(61 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(679 |
) |
|
|
(75 |
) |
Brinker International Inc * |
|
|
(600 |
) |
|
|
(43 |
) |
Brunswick Corp/DE |
|
|
(1,586 |
) |
|
|
(115 |
) |
Burlington Stores Inc * |
|
|
(487 |
) |
|
|
(117 |
) |
Caesars Entertainment Inc * |
|
|
(2,311 |
) |
|
|
(92 |
) |
Capri Holdings Ltd * |
|
|
(2,667 |
) |
|
|
(88 |
) |
CarMax Inc * |
|
|
(1,261 |
) |
|
|
(92 |
) |
Carnival Corp * |
|
|
(11,145 |
) |
|
|
(209 |
) |
Carter's Inc |
|
|
(900 |
) |
|
|
(56 |
) |
Carvana Co, Cl A * |
|
|
(691 |
) |
|
|
(89 |
) |
Cava Group Inc * |
|
|
(669 |
) |
|
|
(62 |
) |
Cavco Industries Inc * |
|
|
(168 |
) |
|
|
(58 |
) |
Century Communities Inc |
|
|
(637 |
) |
|
|
(52 |
) |
Cheesecake Factory Inc/The |
|
|
(762 |
) |
|
|
(30 |
) |
Chegg Inc * |
|
|
(1,979 |
) |
|
|
(6 |
) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(15,600 |
) |
|
|
(977 |
) |
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Choice Hotels International Inc |
|
|
(480 |
) |
|
$ |
(57 |
) |
Churchill Downs Inc |
|
|
(874 |
) |
|
|
(122 |
) |
Columbia Sportswear Co |
|
|
(816 |
) |
|
|
(65 |
) |
Coursera Inc * |
|
|
(1,329 |
) |
|
|
(10 |
) |
Cracker Barrel Old Country Store Inc |
|
|
(450 |
) |
|
|
(19 |
) |
Crocs Inc * |
|
|
(1,383 |
) |
|
|
(202 |
) |
Dana Inc |
|
|
(5,131 |
) |
|
|
(62 |
) |
Darden Restaurants Inc |
|
|
(1,411 |
) |
|
|
(213 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(346 |
) |
|
|
(14 |
) |
Deckers Outdoor Corp * |
|
|
(584 |
) |
|
|
(565 |
) |
Dick's Sporting Goods Inc |
|
|
(399 |
) |
|
|
(86 |
) |
Domino's Pizza Inc |
|
|
(419 |
) |
|
|
(216 |
) |
DoorDash Inc, Cl A * |
|
|
(3,515 |
) |
|
|
(382 |
) |
Dorman Products Inc * |
|
|
(1,016 |
) |
|
|
(93 |
) |
DR Horton Inc |
|
|
(6,916 |
) |
|
|
(975 |
) |
DraftKings Inc, Cl A * |
|
|
(4,854 |
) |
|
|
(185 |
) |
Dream Finders Homes, Cl A * |
|
|
(738 |
) |
|
|
(19 |
) |
Duolingo Inc, Cl A * |
|
|
(342 |
) |
|
|
(71 |
) |
eBay Inc |
|
|
(3,779 |
) |
|
|
(203 |
) |
Ethan Allen Interiors Inc |
|
|
(700 |
) |
|
|
(20 |
) |
Etsy Inc * |
|
|
(760 |
) |
|
|
(45 |
) |
Everi Holdings Inc * |
|
|
(1,600 |
) |
|
|
(13 |
) |
Expedia Group Inc * |
|
|
(1,575 |
) |
|
|
(198 |
) |
Figs Inc, Cl A * |
|
|
(2,600 |
) |
|
|
(14 |
) |
Five Below Inc * |
|
|
(467 |
) |
|
|
(51 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(824 |
) |
|
|
(82 |
) |
Foot Locker Inc, Cl A |
|
|
(732 |
) |
|
|
(18 |
) |
Ford Motor Co |
|
|
(163,829 |
) |
|
|
(2,054 |
) |
Fox Factory Holding Corp * |
|
|
(1,634 |
) |
|
|
(79 |
) |
Frontdoor Inc * |
|
|
(957 |
) |
|
|
(32 |
) |
GameStop Corp, Cl A * |
|
|
(2,452 |
) |
|
|
(61 |
) |
Gap Inc/The |
|
|
(1,700 |
) |
|
|
(41 |
) |
Garmin Ltd |
|
|
(3,575 |
) |
|
|
(582 |
) |
General Motors Co |
|
|
(48,786 |
) |
|
|
(2,267 |
) |
Gentex Corp |
|
|
(9,915 |
) |
|
|
(334 |
) |
Gentherm Inc * |
|
|
(1,414 |
) |
|
|
(70 |
) |
Genuine Parts Co |
|
|
(1,002 |
) |
|
|
(139 |
) |
G-III Apparel Group Ltd * |
|
|
(576 |
) |
|
|
(16 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(11,004 |
) |
|
|
(125 |
) |
Graham Holdings Co, Cl B |
|
|
(54 |
) |
|
|
(38 |
) |
Grand Canyon Education Inc * |
|
|
(361 |
) |
|
|
(50 |
) |
Green Brick Partners Inc * |
|
|
(800 |
) |
|
|
(46 |
) |
Group 1 Automotive Inc |
|
|
(139 |
) |
|
|
(41 |
) |
H&R Block Inc |
|
|
(1,772 |
) |
|
|
(96 |
) |
Hanesbrands Inc * |
|
|
(9,071 |
) |
|
|
(45 |
) |
Harley-Davidson Inc, Cl A |
|
|
(5,019 |
) |
|
|
(168 |
) |
Hasbro Inc |
|
|
(2,879 |
) |
|
|
(168 |
) |
Helen of Troy Ltd * |
|
|
(624 |
) |
|
|
(58 |
) |
Hilton Grand Vacations Inc * |
|
|
(754 |
) |
|
|
(30 |
) |
Hilton Worldwide Holdings Inc |
|
|
(3,104 |
) |
|
|
(677 |
) |
Home Depot Inc/The |
|
|
(7,537 |
) |
|
|
(2,595 |
) |
Hovnanian Enterprises Inc, Cl A * |
|
|
(165 |
) |
|
|
(23 |
) |
Hyatt Hotels Corp, Cl A |
|
|
(583 |
) |
|
|
(89 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Installed Building Products Inc |
|
|
(537 |
) |
|
$ |
(110 |
) |
International Game Technology PLC |
|
|
(1,133 |
) |
|
|
(23 |
) |
Jack in the Box Inc |
|
|
(227 |
) |
|
|
(12 |
) |
KB Home |
|
|
(1,508 |
) |
|
|
(106 |
) |
Kohl's Corp |
|
|
(989 |
) |
|
|
(23 |
) |
Kontoor Brands Inc |
|
|
(1,286 |
) |
|
|
(85 |
) |
Las Vegas Sands Corp |
|
|
(4,425 |
) |
|
|
(196 |
) |
Laureate Education Inc, Cl A |
|
|
(1,900 |
) |
|
|
(28 |
) |
La-Z-Boy Inc, Cl Z |
|
|
(1,311 |
) |
|
|
(49 |
) |
LCI Industries |
|
|
(1,040 |
) |
|
|
(107 |
) |
Lear Corp |
|
|
(2,492 |
) |
|
|
(285 |
) |
Leggett & Platt Inc |
|
|
(2,775 |
) |
|
|
(32 |
) |
Lennar Corp, Cl A |
|
|
(5,534 |
) |
|
|
(829 |
) |
Lennar Corp, Cl B |
|
|
(392 |
) |
|
|
(55 |
) |
LGI Homes Inc * |
|
|
(526 |
) |
|
|
(47 |
) |
Light & Wonder Inc, Cl A * |
|
|
(939 |
) |
|
|
(98 |
) |
Lithia Motors Inc, Cl A |
|
|
(209 |
) |
|
|
(53 |
) |
LKQ Corp |
|
|
(2,024 |
) |
|
|
(84 |
) |
Lowe's Cos Inc |
|
|
(4,388 |
) |
|
|
(967 |
) |
Lucid Group Inc * |
|
|
(28,470 |
) |
|
|
(74 |
) |
Lululemon Athletica Inc * |
|
|
(2,542 |
) |
|
|
(759 |
) |
Luminar Technologies, Cl A * |
|
|
(13,917 |
) |
|
|
(21 |
) |
M/I Homes Inc * |
|
|
(607 |
) |
|
|
(74 |
) |
Macy's Inc |
|
|
(1,709 |
) |
|
|
(33 |
) |
Malibu Boats Inc, Cl A * |
|
|
(590 |
) |
|
|
(21 |
) |
Marriott International Inc/MD, Cl A |
|
|
(2,916 |
) |
|
|
(705 |
) |
Marriott Vacations Worldwide Corp |
|
|
(521 |
) |
|
|
(45 |
) |
Mattel Inc * |
|
|
(7,444 |
) |
|
|
(121 |
) |
McDonald's Corp |
|
|
(8,389 |
) |
|
|
(2,138 |
) |
Meritage Homes Corp |
|
|
(798 |
) |
|
|
(129 |
) |
MGM Resorts International * |
|
|
(3,131 |
) |
|
|
(139 |
) |
Modine Manufacturing Co * |
|
|
(2,070 |
) |
|
|
(207 |
) |
Mohawk Industries Inc * |
|
|
(1,179 |
) |
|
|
(134 |
) |
Murphy USA Inc |
|
|
(144 |
) |
|
|
(68 |
) |
National Vision Holdings Inc * |
|
|
(1,000 |
) |
|
|
(13 |
) |
Newell Brands Inc, Cl B |
|
|
(9,893 |
) |
|
|
(63 |
) |
NIKE Inc, Cl B |
|
|
(27,034 |
) |
|
|
(2,038 |
) |
Nordstrom Inc |
|
|
(1,378 |
) |
|
|
(29 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(5,001 |
) |
|
|
(94 |
) |
NVR Inc * |
|
|
(70 |
) |
|
|
(531 |
) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(333 |
) |
|
|
(33 |
) |
OneSpaWorld Holdings Ltd * |
|
|
(1,651 |
) |
|
|
(25 |
) |
O'Reilly Automotive Inc * |
|
|
(451 |
) |
|
|
(476 |
) |
Oxford Industries Inc, Cl A |
|
|
(326 |
) |
|
|
(33 |
) |
Papa John's International Inc, Cl A |
|
|
(358 |
) |
|
|
(17 |
) |
Patrick Industries Inc |
|
|
(917 |
) |
|
|
(100 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(7,260 |
) |
|
|
(25 |
) |
Penn Entertainment Inc * |
|
|
(1,527 |
) |
|
|
(30 |
) |
Penske Automotive Group Inc, Cl A |
|
|
(200 |
) |
|
|
(30 |
) |
Perdoceo Education Corp |
|
|
(1,300 |
) |
|
|
(28 |
) |
Phinia Inc |
|
|
(1,810 |
) |
|
|
(71 |
) |
Planet Fitness Inc, Cl A * |
|
|
(1,114 |
) |
|
|
(82 |
) |
Polaris Inc |
|
|
(1,378 |
) |
|
|
(108 |
) |
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Pool Corp |
|
|
(293 |
) |
|
$ |
(90 |
) |
PulteGroup Inc |
|
|
(4,894 |
) |
|
|
(539 |
) |
PVH Corp |
|
|
(1,368 |
) |
|
|
(145 |
) |
QuantumScape Corp, Cl A * |
|
|
(13,339 |
) |
|
|
(66 |
) |
Ralph Lauren Corp, Cl A |
|
|
(911 |
) |
|
|
(159 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(435 |
) |
|
|
(24 |
) |
RH * |
|
|
(131 |
) |
|
|
(32 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(27,285 |
) |
|
|
(366 |
) |
Ross Stores Inc |
|
|
(2,435 |
) |
|
|
(354 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(2,653 |
) |
|
|
(423 |
) |
Sabre Corp * |
|
|
(5,100 |
) |
|
|
(14 |
) |
Service Corp International/US |
|
|
(1,738 |
) |
|
|
(124 |
) |
Shake Shack Inc, Cl A * |
|
|
(446 |
) |
|
|
(40 |
) |
Signet Jewelers Ltd |
|
|
(409 |
) |
|
|
(37 |
) |
Six Flags Entertainment Corp * |
|
|
(800 |
) |
|
|
(26 |
) |
Skechers USA Inc, Cl A * |
|
|
(2,994 |
) |
|
|
(207 |
) |
Skyline Champion Corp * |
|
|
(1,326 |
) |
|
|
(90 |
) |
Smith & Wesson Brands Inc |
|
|
(1,500 |
) |
|
|
(21 |
) |
Sonos Inc * |
|
|
(3,329 |
) |
|
|
(49 |
) |
Standard Motor Products Inc |
|
|
(716 |
) |
|
|
(20 |
) |
Starbucks Corp |
|
|
(12,844 |
) |
|
|
(1,000 |
) |
Steven Madden Ltd |
|
|
(1,736 |
) |
|
|
(73 |
) |
Stoneridge Inc * |
|
|
(1,000 |
) |
|
|
(16 |
) |
Strategic Education Inc |
|
|
(150 |
) |
|
|
(17 |
) |
Stride Inc * |
|
|
(600 |
) |
|
|
(42 |
) |
Sturm Ruger & Co Inc |
|
|
(600 |
) |
|
|
(25 |
) |
Sweetgreen Inc, Cl A * |
|
|
(1,087 |
) |
|
|
(33 |
) |
Tapestry Inc |
|
|
(5,067 |
) |
|
|
(217 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(2,177 |
) |
|
|
(121 |
) |
Tempur Sealy International Inc |
|
|
(3,707 |
) |
|
|
(175 |
) |
Tesla Inc * |
|
|
(23,673 |
) |
|
|
(4,684 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(714 |
) |
|
|
(123 |
) |
Thor Industries Inc |
|
|
(2,243 |
) |
|
|
(210 |
) |
TJX Cos Inc/The |
|
|
(8,890 |
) |
|
|
(979 |
) |
Toll Brothers Inc |
|
|
(2,388 |
) |
|
|
(275 |
) |
TopBuild Corp * |
|
|
(701 |
) |
|
|
(270 |
) |
Topgolf Callaway Brands Corp * |
|
|
(3,851 |
) |
|
|
(59 |
) |
Tractor Supply Co |
|
|
(845 |
) |
|
|
(228 |
) |
Travel + Leisure Co |
|
|
(741 |
) |
|
|
(33 |
) |
Tri Pointe Homes Inc * |
|
|
(2,431 |
) |
|
|
(91 |
) |
Ulta Beauty Inc * |
|
|
(338 |
) |
|
|
(130 |
) |
Under Armour Inc, Cl A * |
|
|
(5,429 |
) |
|
|
(36 |
) |
Under Armour Inc, Cl C * |
|
|
(5,319 |
) |
|
|
(35 |
) |
United Parks & Resorts * |
|
|
(580 |
) |
|
|
(31 |
) |
Urban Outfitters Inc * |
|
|
(300 |
) |
|
|
(12 |
) |
Vail Resorts Inc |
|
|
(497 |
) |
|
|
(90 |
) |
Valvoline Inc * |
|
|
(1,272 |
) |
|
|
(55 |
) |
VF Corp |
|
|
(7,451 |
) |
|
|
(101 |
) |
Victoria's Secret & Co * |
|
|
(400 |
) |
|
|
(7 |
) |
Vista Outdoor Inc * |
|
|
(1,476 |
) |
|
|
(56 |
) |
Visteon Corp * |
|
|
(1,273 |
) |
|
|
(136 |
) |
Vizio Holding, Cl A * |
|
|
(2,471 |
) |
|
|
(27 |
) |
Wayfair Inc, Cl A * |
|
|
(700 |
) |
|
|
(37 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Wendy's Co/The |
|
|
(2,615 |
) |
|
$ |
(44 |
) |
Whirlpool Corp |
|
|
(1,357 |
) |
|
|
(139 |
) |
Williams-Sonoma Inc |
|
|
(494 |
) |
|
|
(139 |
) |
Wingstop Inc, Cl A |
|
|
(304 |
) |
|
|
(128 |
) |
Winnebago Industries Inc |
|
|
(1,063 |
) |
|
|
(58 |
) |
Wolverine World Wide Inc |
|
|
(1,809 |
) |
|
|
(24 |
) |
Worthington Industries Inc |
|
|
(789 |
) |
|
|
(37 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(907 |
) |
|
|
(67 |
) |
Wynn Resorts Ltd |
|
|
(1,168 |
) |
|
|
(105 |
) |
XPEL Inc * |
|
|
(815 |
) |
|
|
(29 |
) |
YETI Holdings Inc * |
|
|
(1,954 |
) |
|
|
(75 |
) |
Yum! Brands Inc |
|
|
(3,234 |
) |
|
|
(428 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(50,625 |
) |
|
|
|
|
|
|
|
|
|
Information Technology — (2.5)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(2,504 |
) |
|
|
(406 |
) |
Amphenol Corp, Cl A |
|
|
(1,805 |
) |
|
|
(122 |
) |
Analog Devices Inc |
|
|
(780 |
) |
|
|
(178 |
) |
Apple Inc |
|
|
(21,929 |
) |
|
|
(4,619 |
) |
Applied Materials Inc |
|
|
(1,320 |
) |
|
|
(312 |
) |
Arista Networks Inc * |
|
|
(364 |
) |
|
|
(128 |
) |
Arrow Electronics Inc, Cl A * |
|
|
(113 |
) |
|
|
(14 |
) |
Avnet Inc |
|
|
(27 |
) |
|
|
(1 |
) |
Broadcom Inc |
|
|
(674 |
) |
|
|
(1,082 |
) |
CDW Corp/DE |
|
|
(253 |
) |
|
|
(57 |
) |
Ciena Corp * |
|
|
(300 |
) |
|
|
(15 |
) |
Cirrus Logic Inc * |
|
|
(76 |
) |
|
|
(10 |
) |
Cisco Systems Inc |
|
|
(7,425 |
) |
|
|
(353 |
) |
Cognex Corp |
|
|
(158 |
) |
|
|
(7 |
) |
Corning Inc, Cl B |
|
|
(1,646 |
) |
|
|
(64 |
) |
Enphase Energy Inc * |
|
|
(314 |
) |
|
|
(31 |
) |
Entegris Inc |
|
|
(238 |
) |
|
|
(32 |
) |
F5 Inc, Cl A * |
|
|
(48 |
) |
|
|
(8 |
) |
First Solar Inc * |
|
|
(210 |
) |
|
|
(47 |
) |
GLOBALFOUNDRIES Inc * |
|
|
(360 |
) |
|
|
(18 |
) |
Hewlett Packard Enterprise Co |
|
|
(1,755 |
) |
|
|
(37 |
) |
HP Inc |
|
|
(1,610 |
) |
|
|
(56 |
) |
Intel Corp |
|
|
(6,593 |
) |
|
|
(204 |
) |
Jabil Inc |
|
|
(104 |
) |
|
|
(11 |
) |
Juniper Networks Inc |
|
|
(322 |
) |
|
|
(12 |
) |
Keysight Technologies Inc * |
|
|
(350 |
) |
|
|
(48 |
) |
KLA Corp |
|
|
(220 |
) |
|
|
(181 |
) |
Lam Research Corp |
|
|
(207 |
) |
|
|
(220 |
) |
Lattice Semiconductor Corp * |
|
|
(266 |
) |
|
|
(15 |
) |
Marvell Technology Inc |
|
|
(1,531 |
) |
|
|
(107 |
) |
Microchip Technology Inc |
|
|
(764 |
) |
|
|
(70 |
) |
Micron Technology Inc |
|
|
(1,708 |
) |
|
|
(225 |
) |
MKS Instruments Inc |
|
|
(17 |
) |
|
|
(2 |
) |
Monolithic Power Systems Inc |
|
|
(63 |
) |
|
|
(52 |
) |
Motorola Solutions Inc |
|
|
(255 |
) |
|
|
(99 |
) |
NetApp Inc |
|
|
(420 |
) |
|
|
(54 |
) |
Novanta Inc * |
|
|
(100 |
) |
|
|
(16 |
) |
NVIDIA Corp |
|
|
(37,124 |
) |
|
|
(4,586 |
) |
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
ON Semiconductor Corp * |
|
|
(630 |
) |
|
$ |
(43 |
) |
Onto Innovation Inc * |
|
|
(141 |
) |
|
|
(31 |
) |
Pure Storage Inc, Cl A * |
|
|
(330 |
) |
|
|
(21 |
) |
Qorvo Inc * |
|
|
(292 |
) |
|
|
(34 |
) |
QUALCOMM Inc |
|
|
(1,791 |
) |
|
|
(357 |
) |
Rambus Inc * |
|
|
(300 |
) |
|
|
(18 |
) |
Skyworks Solutions Inc |
|
|
(231 |
) |
|
|
(25 |
) |
Super Micro Computer Inc * |
|
|
(96 |
) |
|
|
(79 |
) |
Teledyne Technologies Inc * |
|
|
(99 |
) |
|
|
(38 |
) |
Teradyne Inc |
|
|
(286 |
) |
|
|
(42 |
) |
Texas Instruments Inc |
|
|
(1,573 |
) |
|
|
(306 |
) |
Trimble Inc * |
|
|
(391 |
) |
|
|
(22 |
) |
Western Digital Corp * |
|
|
(448 |
) |
|
|
(34 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(109 |
) |
|
|
(34 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(14,583 |
) |
|
|
|
|
|
|
|
|
|
Materials — (1.4)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(1,399 |
) |
|
|
(361 |
) |
Albemarle Corp |
|
|
(705 |
) |
|
|
(67 |
) |
Alcoa Corp |
|
|
(1,325 |
) |
|
|
(53 |
) |
Alpha Metallurgical Resources Inc |
|
|
(114 |
) |
|
|
(32 |
) |
Amcor PLC |
|
|
(9,470 |
) |
|
|
(93 |
) |
AptarGroup Inc |
|
|
(522 |
) |
|
|
(74 |
) |
Arcadium Lithium PLC * |
|
|
(7,848 |
) |
|
|
(26 |
) |
Arch Resources Inc |
|
|
(157 |
) |
|
|
(24 |
) |
Ashland Inc |
|
|
(400 |
) |
|
|
(38 |
) |
ATI Inc * |
|
|
(664 |
) |
|
|
(37 |
) |
Avery Dennison Corp |
|
|
(481 |
) |
|
|
(105 |
) |
Avient Corp |
|
|
(346 |
) |
|
|
(15 |
) |
Axalta Coating Systems Ltd * |
|
|
(1,579 |
) |
|
|
(54 |
) |
Balchem Corp |
|
|
(300 |
) |
|
|
(46 |
) |
Ball Corp |
|
|
(2,120 |
) |
|
|
(127 |
) |
Berry Global Group Inc |
|
|
(924 |
) |
|
|
(54 |
) |
Cabot Corp |
|
|
(249 |
) |
|
|
(23 |
) |
Carpenter Technology Corp |
|
|
(268 |
) |
|
|
(29 |
) |
Celanese Corp, Cl A |
|
|
(551 |
) |
|
|
(74 |
) |
CF Industries Holdings Inc |
|
|
(1,147 |
) |
|
|
(85 |
) |
Chemours Co/The |
|
|
(712 |
) |
|
|
(16 |
) |
Cleveland-Cliffs Inc * |
|
|
(3,021 |
) |
|
|
(46 |
) |
Commercial Metals Co, Cl A |
|
|
(902 |
) |
|
|
(50 |
) |
Constellium, Cl A * |
|
|
(300 |
) |
|
|
(6 |
) |
Corteva Inc |
|
|
(4,331 |
) |
|
|
(234 |
) |
Crown Holdings Inc |
|
|
(803 |
) |
|
|
(60 |
) |
Dow Inc |
|
|
(4,642 |
) |
|
|
(246 |
) |
DuPont de Nemours Inc |
|
|
(2,803 |
) |
|
|
(226 |
) |
Eagle Materials Inc |
|
|
(207 |
) |
|
|
(45 |
) |
Eastman Chemical Co |
|
|
(919 |
) |
|
|
(90 |
) |
Ecolab Inc |
|
|
(1,579 |
) |
|
|
(376 |
) |
Element Solutions Inc |
|
|
(1,724 |
) |
|
|
(47 |
) |
FMC Corp |
|
|
(773 |
) |
|
|
(44 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(9,084 |
) |
|
|
(441 |
) |
Graphic Packaging Holding Co |
|
|
(2,044 |
) |
|
|
(54 |
) |
HB Fuller Co |
|
|
(459 |
) |
|
|
(35 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Hecla Mining Co |
|
|
(5,000 |
) |
|
$ |
(24 |
) |
Huntsman Corp |
|
|
(466 |
) |
|
|
(11 |
) |
Ingevity Corp * |
|
|
(74 |
) |
|
|
(3 |
) |
Innospec Inc |
|
|
(204 |
) |
|
|
(25 |
) |
International Flavors & Fragrances Inc |
|
|
(1,506 |
) |
|
|
(143 |
) |
International Paper Co |
|
|
(2,395 |
) |
|
|
(103 |
) |
Knife River Corp * |
|
|
(400 |
) |
|
|
(28 |
) |
Linde PLC |
|
|
(3,119 |
) |
|
|
(1,369 |
) |
Louisiana-Pacific Corp |
|
|
(529 |
) |
|
|
(44 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(1,635 |
) |
|
|
(156 |
) |
Martin Marietta Materials Inc, Cl A |
|
|
(381 |
) |
|
|
(206 |
) |
Materion Corp |
|
|
(200 |
) |
|
|
(22 |
) |
Minerals Technologies Inc |
|
|
(344 |
) |
|
|
(29 |
) |
Mosaic Co/The |
|
|
(2,365 |
) |
|
|
(68 |
) |
NewMarket Corp |
|
|
(47 |
) |
|
|
(24 |
) |
Newmont Corp |
|
|
(7,550 |
) |
|
|
(316 |
) |
Nucor Corp |
|
|
(1,613 |
) |
|
|
(255 |
) |
O-I Glass Inc, Cl I * |
|
|
(1,336 |
) |
|
|
(15 |
) |
Olin Corp |
|
|
(753 |
) |
|
|
(36 |
) |
Packaging Corp of America |
|
|
(617 |
) |
|
|
(113 |
) |
PPG Industries Inc |
|
|
(1,469 |
) |
|
|
(185 |
) |
Quaker Chemical Corp |
|
|
(58 |
) |
|
|
(10 |
) |
Reliance Inc |
|
|
(397 |
) |
|
|
(113 |
) |
Royal Gold Inc, Cl A |
|
|
(441 |
) |
|
|
(55 |
) |
RPM International Inc |
|
|
(835 |
) |
|
|
(90 |
) |
Scotts Miracle-Gro Co/The, Cl A |
|
|
(382 |
) |
|
|
(25 |
) |
Sealed Air Corp |
|
|
(1,187 |
) |
|
|
(41 |
) |
Sensient Technologies Corp |
|
|
(200 |
) |
|
|
(15 |
) |
Sherwin-Williams Co/The, Cl A |
|
|
(1,555 |
) |
|
|
(464 |
) |
Silgan Holdings Inc |
|
|
(357 |
) |
|
|
(15 |
) |
Sonoco Products Co |
|
|
(800 |
) |
|
|
(41 |
) |
Steel Dynamics Inc |
|
|
(962 |
) |
|
|
(125 |
) |
Summit Materials Inc, Cl A * |
|
|
(1,097 |
) |
|
|
(40 |
) |
Sylvamo Corp |
|
|
(360 |
) |
|
|
(25 |
) |
Tronox Holdings |
|
|
(1,296 |
) |
|
|
(20 |
) |
United States Steel Corp |
|
|
(1,781 |
) |
|
|
(67 |
) |
Vulcan Materials Co |
|
|
(865 |
) |
|
|
(215 |
) |
Warrior Met Coal Inc |
|
|
(158 |
) |
|
|
(10 |
) |
Westlake Corp |
|
|
(110 |
) |
|
|
(16 |
) |
Westrock Co |
|
|
(1,607 |
) |
|
|
(81 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(8,076 |
) |
|
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $77,770) ($ Thousands) |
|
|
|
|
|
|
(76,651 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK SOLD SHORT— 0.0% |
Mexico — (0.0)% |
|
|
|
|
Southern Copper Corp |
|
|
(592 |
) |
|
|
(64 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK SOLD SHORT (continued) |
South Korea — (0.0)% |
|
|
|
|
Coupang Inc, Cl A * |
|
|
(8,658 |
) |
|
$ |
(181 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Thailand — (0.0)% |
|
|
|
|
Fabrinet * |
|
|
(100 |
) |
|
|
(25 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $222) ($ Thousands) |
|
|
|
|
|
|
(270 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Sold Short — (13.0)% |
|
|
|
|
|
|
|
|
(Proceeds $77,992) ($ Thousands) |
|
$ |
(76,921 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $46) ($ Thousands) |
|
|
|
|
|
$ |
(46 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
A list of open exchange traded options contracts for the Fund at June 30, 2024, is as follows: |
|
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, Nickel LME Future^ |
|
|
6 |
|
|
$ |
576 |
|
|
$ |
16,000.00 |
|
|
|
9/21/2024 |
|
|
$ |
7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
– |
|
September 2024, LEAD LME Spot Option^ |
|
|
55 |
|
|
|
3,163 |
|
|
|
2,300.00 |
|
|
|
9/21/2024 |
|
|
|
63 |
|
September 2024, Nickel LME Future^ |
|
|
18 |
|
|
|
2,052 |
|
|
|
19,000.00 |
|
|
|
9/21/2024 |
|
|
|
27 |
|
August 2024, Silver Futures^ |
|
|
21 |
|
|
|
3,412 |
|
|
|
32.50 |
|
|
|
7/20/2024 |
|
|
|
17 |
|
August 2024, Silver Futures^ |
|
|
21 |
|
|
|
4,463 |
|
|
|
42.50 |
|
|
|
7/20/2024 |
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,090 |
|
|
|
|
|
|
|
|
|
|
|
109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
13,666 |
|
|
|
|
|
|
|
|
|
|
$ |
116 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, LEAD LME Spot Option^ |
|
|
(11 |
) |
|
$ |
(605 |
) |
|
|
2,200.00 |
|
|
|
09/21/2024 |
|
|
$ |
(18 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
September 2024, LEAD LME Spot Option^ |
|
|
(55 |
) |
|
|
(3,438 |
) |
|
|
2,500.00 |
|
|
|
09/21/2024 |
|
|
|
(14 |
) |
September 2024, Nickel LME Future^ |
|
|
(18 |
) |
|
|
(2,268 |
) |
|
|
21,000.00 |
|
|
|
09/21/2024 |
|
|
|
(8 |
) |
August 2024, Silver Futures^ |
|
|
(42 |
) |
|
|
(7,875 |
) |
|
|
37.50 |
|
|
|
07/20/2024 |
|
|
|
(6 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(13,581 |
) |
|
|
|
|
|
|
|
|
|
|
(28 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(14,186 |
) |
|
|
|
|
|
|
|
|
|
$ |
(46 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
11 |
|
|
|
Sep-2024 |
|
|
$ |
864 |
|
|
$ |
918 |
|
|
$ |
54 |
|
Brent Crude^ |
|
|
12 |
|
|
|
Jul-2024 |
|
|
|
983 |
|
|
|
1,020 |
|
|
|
37 |
|
Brent Crude^ |
|
|
23 |
|
|
|
Jan-2025 |
|
|
|
1,814 |
|
|
|
1,871 |
|
|
|
57 |
|
Brent Crude^ |
|
|
56 |
|
|
|
Sep-2024 |
|
|
|
4,776 |
|
|
|
4,760 |
|
|
|
(16 |
) |
Brent Crude^ |
|
|
11 |
|
|
|
Nov-2024 |
|
|
|
917 |
|
|
|
906 |
|
|
|
(11 |
) |
Coffee C^ |
|
|
24 |
|
|
|
Dec-2024 |
|
|
|
2,027 |
|
|
|
2,021 |
|
|
|
(6 |
) |
Coffee C^ |
|
|
10 |
|
|
|
Dec-2024 |
|
|
|
749 |
|
|
|
842 |
|
|
|
93 |
|
Coffee C^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
538 |
|
|
|
595 |
|
|
|
57 |
|
Coffee C^ |
|
|
10 |
|
|
|
Mar-2025 |
|
|
|
782 |
|
|
|
835 |
|
|
|
53 |
|
Coffee C^ |
|
|
24 |
|
|
|
Sep-2024 |
|
|
|
2,047 |
|
|
|
2,041 |
|
|
|
(6 |
) |
Copper^ |
|
|
13 |
|
|
|
Mar-2025 |
|
|
|
1,489 |
|
|
|
1,442 |
|
|
|
(47 |
) |
Copper^ |
|
|
13 |
|
|
|
Dec-2024 |
|
|
|
1,400 |
|
|
|
1,434 |
|
|
|
34 |
|
Copper^ |
|
|
38 |
|
|
|
Sep-2024 |
|
|
|
4,553 |
|
|
|
4,172 |
|
|
|
(381 |
) |
Copper^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
857 |
|
|
|
879 |
|
|
|
22 |
|
Corn^ |
|
|
55 |
|
|
|
Dec-2024 |
|
|
|
1,299 |
|
|
|
1,157 |
|
|
|
(142 |
) |
Corn^ |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
507 |
|
|
|
448 |
|
|
|
(59 |
) |
Corn^ |
|
|
54 |
|
|
|
Mar-2025 |
|
|
|
1,321 |
|
|
|
1,174 |
|
|
|
(147 |
) |
Cotton No. 2^ |
|
|
7 |
|
|
|
Dec-2024 |
|
|
|
261 |
|
|
|
255 |
|
|
|
(6 |
) |
Cotton No. 2^ |
|
|
17 |
|
|
|
Mar-2025 |
|
|
|
631 |
|
|
|
632 |
|
|
|
1 |
|
Feeder Cattle^ |
|
|
4 |
|
|
|
Aug-2024 |
|
|
|
524 |
|
|
|
519 |
|
|
|
(5 |
) |
Gasoline^ |
|
|
3 |
|
|
|
Oct-2024 |
|
|
|
274 |
|
|
|
280 |
|
|
|
6 |
|
Gasoline^ |
|
|
6 |
|
|
|
Dec-2024 |
|
|
|
543 |
|
|
|
547 |
|
|
|
4 |
|
Gasoline^ |
|
|
3 |
|
|
|
Feb-2025 |
|
|
|
266 |
|
|
|
275 |
|
|
|
9 |
|
Gasoline^ |
|
|
37 |
|
|
|
Sep-2024 |
|
|
|
3,767 |
|
|
|
3,840 |
|
|
|
73 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Gold^ |
|
|
16 |
|
|
|
Mar-2025 |
|
|
$ |
3,864 |
|
|
$ |
3,854 |
|
|
$ |
(10 |
) |
Gold^ |
|
|
6 |
|
|
|
Aug-2024 |
|
|
|
1,285 |
|
|
|
1,403 |
|
|
|
118 |
|
Gold^ |
|
|
16 |
|
|
|
Dec-2024 |
|
|
|
3,523 |
|
|
|
3,817 |
|
|
|
294 |
|
Gold^ |
|
|
27 |
|
|
|
Aug-2024 |
|
|
|
6,474 |
|
|
|
6,317 |
|
|
|
(157 |
) |
KC HRW Wheat^ |
|
|
13 |
|
|
|
Mar-2025 |
|
|
|
458 |
|
|
|
401 |
|
|
|
(57 |
) |
KC HRW Wheat^ |
|
|
13 |
|
|
|
Dec-2024 |
|
|
|
410 |
|
|
|
392 |
|
|
|
(18 |
) |
KC HRW Wheat^ |
|
|
35 |
|
|
|
Sep-2024 |
|
|
|
1,156 |
|
|
|
1,026 |
|
|
|
(130 |
) |
Lean Hogs^ |
|
|
105 |
|
|
|
Oct-2024 |
|
|
|
3,283 |
|
|
|
3,181 |
|
|
|
(102 |
) |
Lean Hogs^ |
|
|
9 |
|
|
|
Dec-2024 |
|
|
|
285 |
|
|
|
252 |
|
|
|
(33 |
) |
Lean Hogs^ |
|
|
18 |
|
|
|
Feb-2025 |
|
|
|
562 |
|
|
|
537 |
|
|
|
(25 |
) |
Lean Hogs^ |
|
|
13 |
|
|
|
Aug-2024 |
|
|
|
466 |
|
|
|
465 |
|
|
|
(1 |
) |
Live Cattle^ |
|
|
13 |
|
|
|
Oct-2024 |
|
|
|
963 |
|
|
|
962 |
|
|
|
(1 |
) |
Live Cattle^ |
|
|
11 |
|
|
|
Mar-2025 |
|
|
|
823 |
|
|
|
826 |
|
|
|
3 |
|
Live Cattle^ |
|
|
8 |
|
|
|
Aug-2024 |
|
|
|
562 |
|
|
|
594 |
|
|
|
32 |
|
Live Cattle^ |
|
|
6 |
|
|
|
Oct-2024 |
|
|
|
443 |
|
|
|
444 |
|
|
|
1 |
|
Live Cattle^ |
|
|
6 |
|
|
|
Dec-2024 |
|
|
|
429 |
|
|
|
446 |
|
|
|
17 |
|
LME Copper^ |
|
|
2 |
|
|
|
Oct-2024 |
|
|
|
491 |
|
|
|
481 |
|
|
|
(10 |
) |
LME Lead^ |
|
|
2 |
|
|
|
Mar-2025 |
|
|
|
110 |
|
|
|
113 |
|
|
|
3 |
|
LME Lead^ |
|
|
4 |
|
|
|
Jan-2025 |
|
|
|
230 |
|
|
|
226 |
|
|
|
(4 |
) |
LME Lead^ |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
217 |
|
|
|
223 |
|
|
|
6 |
|
LME Lead^ |
|
|
2 |
|
|
|
Nov-2024 |
|
|
|
109 |
|
|
|
112 |
|
|
|
3 |
|
LME Nickel^ |
|
|
3 |
|
|
|
Nov-2024 |
|
|
|
335 |
|
|
|
314 |
|
|
|
(21 |
) |
LME Nickel^ |
|
|
16 |
|
|
|
Sep-2024 |
|
|
|
1,695 |
|
|
|
1,658 |
|
|
|
(37 |
) |
LME Nickel^ |
|
|
1 |
|
|
|
Sep-2024 |
|
|
|
99 |
|
|
|
104 |
|
|
|
5 |
|
LME Nickel^ |
|
|
3 |
|
|
|
Mar-2025 |
|
|
|
333 |
|
|
|
320 |
|
|
|
(13 |
) |
LME Nickel^ |
|
|
6 |
|
|
|
Jan-2025 |
|
|
|
684 |
|
|
|
634 |
|
|
|
(50 |
) |
LME Primary Aluminum^ |
|
|
8 |
|
|
|
Nov-2024 |
|
|
|
466 |
|
|
|
511 |
|
|
|
45 |
|
LME Primary Aluminum^ |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
240 |
|
|
|
252 |
|
|
|
12 |
|
LME Primary Aluminum^ |
|
|
16 |
|
|
|
Jan-2025 |
|
|
|
1,031 |
|
|
|
1,029 |
|
|
|
(2 |
) |
LME Primary Aluminum^ |
|
|
8 |
|
|
|
Mar-2025 |
|
|
|
528 |
|
|
|
519 |
|
|
|
(9 |
) |
LME Primary Aluminum^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
334 |
|
|
|
315 |
|
|
|
(19 |
) |
LME Zinc^ |
|
|
56 |
|
|
|
Sep-2024 |
|
|
|
4,112 |
|
|
|
4,110 |
|
|
|
(2 |
) |
LME Zinc^ |
|
|
9 |
|
|
|
Jan-2025 |
|
|
|
649 |
|
|
|
667 |
|
|
|
18 |
|
LME Zinc^ |
|
|
4 |
|
|
|
Mar-2025 |
|
|
|
286 |
|
|
|
298 |
|
|
|
12 |
|
LME Zinc^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
343 |
|
|
|
367 |
|
|
|
24 |
|
LME Zinc^ |
|
|
4 |
|
|
|
Nov-2024 |
|
|
|
263 |
|
|
|
295 |
|
|
|
32 |
|
Low Sulphur Gasoil^ |
|
|
4 |
|
|
|
Mar-2025 |
|
|
|
293 |
|
|
|
306 |
|
|
|
13 |
|
Low Sulphur Gasoil^ |
|
|
4 |
|
|
|
Nov-2024 |
|
|
|
305 |
|
|
|
312 |
|
|
|
7 |
|
Low Sulphur Gasoil^ |
|
|
9 |
|
|
|
Jan-2025 |
|
|
|
687 |
|
|
|
693 |
|
|
|
6 |
|
Low Sulphur Gasoil^ |
|
|
75 |
|
|
|
Sep-2024 |
|
|
|
5,668 |
|
|
|
5,880 |
|
|
|
212 |
|
Natural Gas^ |
|
|
259 |
|
|
|
Aug-2024 |
|
|
|
7,338 |
|
|
|
6,729 |
|
|
|
(609 |
) |
Natural Gas^ |
|
|
29 |
|
|
|
Feb-2025 |
|
|
|
1,022 |
|
|
|
944 |
|
|
|
(78 |
) |
Natural Gas^ |
|
|
49 |
|
|
|
Dec-2024 |
|
|
|
1,868 |
|
|
|
1,873 |
|
|
|
5 |
|
Natural Gas^ |
|
|
30 |
|
|
|
Oct-2024 |
|
|
|
901 |
|
|
|
925 |
|
|
|
24 |
|
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Oct-2024 |
|
|
|
215 |
|
|
|
215 |
|
|
|
– |
|
NY Harbor ULSD^ |
|
|
4 |
|
|
|
Aug-2024 |
|
|
|
414 |
|
|
|
428 |
|
|
|
14 |
|
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Feb-2025 |
|
|
|
207 |
|
|
|
213 |
|
|
|
6 |
|
NY Harbor ULSD^ |
|
|
5 |
|
|
|
Dec-2024 |
|
|
|
528 |
|
|
|
536 |
|
|
|
8 |
|
NYMEX Cocoa^ |
|
|
9 |
|
|
|
Sep-2024 |
|
|
|
717 |
|
|
|
695 |
|
|
|
(22 |
) |
NYMEX Cocoa^ |
|
|
88 |
|
|
|
Dec-2024 |
|
|
|
6,607 |
|
|
|
5,800 |
|
|
|
(807 |
) |
Palladium^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
781 |
|
|
|
782 |
|
|
|
1 |
|
Platinum^ |
|
|
21 |
|
|
|
Oct-2024 |
|
|
|
1,075 |
|
|
|
1,065 |
|
|
|
(10 |
) |
Silver^ |
|
|
9 |
|
|
|
Mar-2025 |
|
|
|
1,351 |
|
|
|
1,369 |
|
|
|
18 |
|
Silver^ |
|
|
21 |
|
|
|
Sep-2024 |
|
|
|
3,149 |
|
|
|
3,103 |
|
|
|
(46 |
) |
Silver^ |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
494 |
|
|
|
591 |
|
|
|
97 |
|
Silver^ |
|
|
9 |
|
|
|
Dec-2024 |
|
|
|
1,265 |
|
|
|
1,349 |
|
|
|
84 |
|
Soybean^ |
|
|
10 |
|
|
|
Nov-2024 |
|
|
|
586 |
|
|
|
552 |
|
|
|
(34 |
) |
Soybean^ |
|
|
14 |
|
|
|
Mar-2025 |
|
|
|
815 |
|
|
|
786 |
|
|
|
(29 |
) |
Soybean^ |
|
|
29 |
|
|
|
Jan-2025 |
|
|
|
1,731 |
|
|
|
1,621 |
|
|
|
(110 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Soybean Meal^ |
|
|
29 |
|
|
|
Jan-2025 |
|
|
$ |
1,040 |
|
|
$ |
976 |
|
|
$ |
(64 |
) |
Soybean Meal^ |
|
|
15 |
|
|
|
Mar-2025 |
|
|
|
529 |
|
|
|
506 |
|
|
|
(23 |
) |
Soybean Meal^ |
|
|
64 |
|
|
|
Dec-2024 |
|
|
|
2,261 |
|
|
|
2,147 |
|
|
|
(114 |
) |
Soybean Oil^ |
|
|
36 |
|
|
|
Jan-2025 |
|
|
|
997 |
|
|
|
946 |
|
|
|
(51 |
) |
Soybean Oil^ |
|
|
24 |
|
|
|
Dec-2024 |
|
|
|
653 |
|
|
|
631 |
|
|
|
(22 |
) |
Soybean Oil^ |
|
|
18 |
|
|
|
Mar-2025 |
|
|
|
479 |
|
|
|
474 |
|
|
|
(5 |
) |
Sugar No. 11^ |
|
|
37 |
|
|
|
Sep-2024 |
|
|
|
787 |
|
|
|
841 |
|
|
|
54 |
|
Sugar No. 11^ |
|
|
53 |
|
|
|
Feb-2025 |
|
|
|
1,207 |
|
|
|
1,222 |
|
|
|
15 |
|
U.S. 5-Year Treasury Note |
|
|
288 |
|
|
|
Sep-2024 |
|
|
|
30,479 |
|
|
|
30,695 |
|
|
|
216 |
|
Wheat^ |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
186 |
|
|
|
172 |
|
|
|
(14 |
) |
Wheat^ |
|
|
20 |
|
|
|
Mar-2025 |
|
|
|
699 |
|
|
|
615 |
|
|
|
(84 |
) |
Wheat^ |
|
|
8 |
|
|
|
Sep-2024 |
|
|
|
226 |
|
|
|
230 |
|
|
|
4 |
|
Wheat^ |
|
|
20 |
|
|
|
Dec-2024 |
|
|
|
628 |
|
|
|
597 |
|
|
|
(31 |
) |
WTI Crude Oil^ |
|
|
68 |
|
|
|
Oct-2024 |
|
|
|
5,263 |
|
|
|
5,372 |
|
|
|
109 |
|
WTI Crude Oil^ |
|
|
57 |
|
|
|
Aug-2024 |
|
|
|
4,420 |
|
|
|
4,596 |
|
|
|
176 |
|
WTI Crude Oil^ |
|
|
12 |
|
|
|
Feb-2025 |
|
|
|
889 |
|
|
|
920 |
|
|
|
31 |
|
WTI Crude Oil^ |
|
|
24 |
|
|
|
Dec-2024 |
|
|
|
1,855 |
|
|
|
1,866 |
|
|
|
11 |
|
|
|
|
|
|
|
|
|
|
|
|
161,345 |
|
|
|
159,901 |
|
|
|
(1,444 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cotton No. 2^ |
|
|
(16) |
|
|
|
Dec-2024 |
|
|
$ |
(584 |
) |
|
$ |
(582 |
) |
|
$ |
2 |
|
Feeder Cattle^ |
|
|
(19) |
|
|
|
Aug-2024 |
|
|
|
(2,399 |
) |
|
|
(2,464 |
) |
|
|
(65 |
) |
LME Lead^ |
|
|
(42) |
|
|
|
Sep-2024 |
|
|
|
(2,384 |
) |
|
|
(2,340 |
) |
|
|
44 |
|
MSCI EAFE Index |
|
|
(74) |
|
|
|
Sep-2024 |
|
|
|
(8,737 |
) |
|
|
(8,670 |
) |
|
|
67 |
|
NY Harbor ULSD^ |
|
|
(18) |
|
|
|
Aug-2024 |
|
|
|
(1,909 |
) |
|
|
(1,927 |
) |
|
|
(18 |
) |
NYMEX Cocoa^ |
|
|
(72) |
|
|
|
Sep-2024 |
|
|
|
(6,306 |
) |
|
|
(5,566 |
) |
|
|
740 |
|
S&P 500 Index E-MINI |
|
|
(65) |
|
|
|
Sep-2024 |
|
|
|
(17,851 |
) |
|
|
(17,945 |
) |
|
|
(94 |
) |
Sugar No. 11^ |
|
|
(42) |
|
|
|
Sep-2024 |
|
|
|
(895 |
) |
|
|
(955 |
) |
|
|
(60 |
) |
U.S. 2-Year Treasury Note |
|
|
(74) |
|
|
|
Sep-2024 |
|
|
|
(15,071 |
) |
|
|
(15,112 |
) |
|
|
(41 |
) |
U.S. Ultra Long Treasury Bond |
|
|
(11) |
|
|
|
Sep-2024 |
|
|
|
(1,345 |
) |
|
|
(1,378 |
) |
|
|
(33 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(70) |
|
|
|
Sep-2024 |
|
|
|
(7,865 |
) |
|
|
(7,947 |
) |
|
|
(82 |
) |
|
|
|
|
|
|
|
|
|
|
|
(65,346 |
) |
|
|
(64,886 |
) |
|
|
460 |
|
|
|
|
|
|
|
|
|
|
|
$ |
95,999 |
|
|
$ |
95,015 |
|
|
$ |
(984 |
) |
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
1,622 |
|
|
|
USD |
|
|
|
1,747 |
|
|
$ |
6 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at June 30, 2024, are as follows:
Credit Default Swaps - Sell Protection |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Deutsche Bank |
|
|
CMBX-BBB--364870 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
$ |
19 |
|
|
$ |
(2 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
Goldman Sachs |
|
|
CMBX-BBB--407892 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
86 |
|
|
|
(11 |
) |
|
|
(7 |
) |
|
|
(4 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408196 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
7 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408197 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408481 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX-BBB--408891 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
29 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--409304 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX-BBB--409425 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
89 |
|
|
|
(12 |
) |
|
|
(10 |
) |
|
|
(2 |
) |
Deutsche Bank |
|
|
CMBX-BBB--410332 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
50 |
|
|
|
(7 |
) |
|
|
(5 |
) |
|
|
(2 |
) |
Deutsche Bank |
|
|
CMBX-BBB--410410 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
50 |
|
|
|
(7 |
) |
|
|
(5 |
) |
|
|
(2 |
) |
Citigroup |
|
|
CMBX-BBB--413146 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citigroup |
|
|
CMBX-BBB--413312 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Continued)
Counterparty |
|
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
CMBX-BBB--416265 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
$ |
99 |
|
|
$ |
(13 |
) |
|
$ |
(9 |
) |
|
$ |
(4 |
) |
Citigroup |
|
|
CMBX-BBB--434583 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citigroup |
|
|
CMBX-BBB--465843 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
17 |
|
|
|
(6 |
) |
|
|
(2 |
) |
|
|
(4 |
) |
Citigroup |
|
|
CMBX-BBB--468788 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
12 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citigroup |
|
|
CMBX-BBB--468793 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citigroup |
|
|
CMBX-BBB--469138 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citigroup |
|
|
CMBX-BBB--469653 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Credit Suisse |
|
|
CMBX-BBB--470792 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citigroup |
|
|
CMBX-BBB--489133 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
27 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
Citigroup |
|
|
CMBX-BBB--489134 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
8 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Citigroup |
|
|
CMBX-BBB--499059 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
9 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(85 |
) |
|
$ |
(54 |
) |
|
$ |
(31 |
) |
A list of open centrally cleared swap agreements held by the Fund at June 30, 2024, are as follows:
Credit Default Swaps - Buy Protection |
|
|
|
Reference Entity/ Obligation |
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX-NAHYS42V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
4,970 |
|
|
$ |
(312 |
) |
|
$ |
(320 |
) |
|
$ |
8 |
|
ITRAXX-AUSTRALIAS41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
14,530 |
|
|
|
(186 |
) |
|
|
(225 |
) |
|
|
39 |
|
MALAYSIA |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
18,090 |
|
|
|
(440 |
) |
|
|
(443 |
) |
|
|
3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(938 |
) |
|
$ |
(988 |
) |
|
$ |
50 |
|
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX-NAIGS42V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
7,415 |
|
|
$ |
153 |
|
|
$ |
153 |
|
|
$ |
– |
|
CDX-NAIGS42V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
7,115 |
|
|
|
146 |
|
|
|
151 |
|
|
|
(5 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
299 |
|
|
$ |
304 |
|
|
$ |
(5 |
) |
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3.146% |
|
|
CPI |
|
|
|
Annually |
|
|
|
01/15/2027 |
|
|
|
USD |
|
|
|
6,000 |
|
|
$ |
1,067 |
|
|
$ |
– |
|
|
$ |
1,067 |
|
1.4725% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
100 |
|
|
|
92 |
|
|
|
8 |
|
1.455% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
100 |
|
|
|
93 |
|
|
|
7 |
|
1.3945% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
18,720 |
|
|
|
2,875 |
|
|
|
2,553 |
|
|
|
322 |
|
1.98% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
1,075 |
|
|
|
70 |
|
|
|
55 |
|
|
|
15 |
|
2.28% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/18/2025 |
|
|
|
USD |
|
|
|
2,820 |
|
|
|
69 |
|
|
|
52 |
|
|
|
17 |
|
1.27% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,230 |
|
|
|
289 |
|
|
|
235 |
|
|
|
54 |
|
1.965% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
4,220 |
|
|
|
391 |
|
|
|
298 |
|
|
|
93 |
|
0.316% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,800 |
|
|
|
1,731 |
|
|
|
1,488 |
|
|
|
243 |
|
2.21% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
10,400 |
|
|
|
579 |
|
|
|
438 |
|
|
|
141 |
|
1.33% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
10/25/2026 |
|
|
|
USD |
|
|
|
6,110 |
|
|
|
421 |
|
|
|
345 |
|
|
|
76 |
|
1.92% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
2,717 |
|
|
|
89 |
|
|
|
68 |
|
|
|
21 |
|
2.51% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,710 |
|
|
|
40 |
|
|
|
30 |
|
|
|
10 |
|
1.8% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,760 |
|
|
|
73 |
|
|
|
58 |
|
|
|
15 |
|
2.4% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,190 |
|
|
|
165 |
|
|
|
105 |
|
|
|
60 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
8,059 |
|
|
$ |
5,910 |
|
|
$ |
2,149 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Inflation Managed Fund (Concluded)
|
As of June 30, 2024, the open Reverse Repurchase Agreements held by the Fund are listed below: |
|
|
|
|
|
|
Multi-Asset Inflation Managed Fund |
|
|
Principal Amount ($ Thousands) |
|
|
Counterparty |
|
|
Rate |
|
|
Value ($ Thousands) |
|
|
$ |
(25,795 |
) |
|
Chase Securities |
|
|
|
5.40 |
% |
|
$ |
(25,795 |
) |
|
|
(7,605 |
) |
|
Chase Securities |
|
|
|
5.41 |
% |
|
|
(7,605 |
) |
|
|
(17,307 |
) |
|
Chase Securities |
|
|
|
5.45 |
% |
|
|
(17,307 |
) |
|
|
(8,120 |
) |
|
Chase Securities |
|
|
|
5.46 |
% |
|
|
(8,120 |
) |
|
|
(11,033 |
) |
|
Chase Securities |
|
|
|
5.46 |
% |
|
|
(11,033 |
) |
|
|
(6,399 |
) |
|
Chase Securities |
|
|
|
5.49 |
% |
|
|
(6,399 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(76,259 |
) |
|
Percentages are based on Net Assets of $592,066 ($ Thousands). |
^ |
Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2024. |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(C) |
Security, or portion thereof, has been pledged as collateral on securities sold short. The total
market value of such securities as of June 30, 2024 was $60,709 ($ Thousands). |
(D) |
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On June 30, 2024, the value of these securities amounted to $64,920 ($ Thousands), representing 11.0% of the Net Assets of the Fund. |
(E) |
Security is in default on interest payment. |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Zero coupon security. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 44.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.325%, 07/25/2024 (A) |
|
$ |
86,000 |
|
|
$ |
85,700 |
|
5.312%, 07/11/2024 (A) |
|
|
18,400 |
|
|
|
18,373 |
|
5.312%, 08/01/2024 (A) |
|
|
44,600 |
|
|
|
44,398 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 |
|
|
534 |
|
|
|
577 |
|
3.625%, 04/15/2028 |
|
|
2,362 |
|
|
|
2,482 |
|
3.375%, 04/15/2032 |
|
|
592 |
|
|
|
647 |
|
2.500%, 01/15/2029 |
|
|
2,467 |
|
|
|
2,510 |
|
2.375%, 01/15/2027 |
|
|
721 |
|
|
|
721 |
|
2.375%, 10/15/2028 |
|
|
2,476 |
|
|
|
2,509 |
|
2.125%, 04/15/2029 |
|
|
2,516 |
|
|
|
2,519 |
|
2.000%, 01/15/2026 |
|
|
3,832 |
|
|
|
3,784 |
|
1.750%, 01/15/2028 |
|
|
4,753 |
|
|
|
4,677 |
|
1.750%, 01/15/2034 |
|
|
4,234 |
|
|
|
4,108 |
|
1.625%, 10/15/2027 |
|
|
2,110 |
|
|
|
2,076 |
|
1.375%, 07/15/2033 |
|
|
3,505 |
|
|
|
3,309 |
|
1.250%, 04/15/2028 |
|
|
3,658 |
|
|
|
3,533 |
|
1.125%, 01/15/2033 |
|
|
3,633 |
|
|
|
3,361 |
|
0.875%, 01/15/2029 |
|
|
1,086 |
|
|
|
1,029 |
|
0.750%, 07/15/2028 |
|
|
2,301 |
|
|
|
2,187 |
|
0.625%, 01/15/2026 |
|
|
3,504 |
|
|
|
3,390 |
|
0.625%, 07/15/2032 |
|
|
3,949 |
|
|
|
3,540 |
|
0.500%, 01/15/2028 |
|
|
1,758 |
|
|
|
1,656 |
|
0.375%, 07/15/2025 |
|
|
2,900 |
|
|
|
2,827 |
|
0.375%, 01/15/2027 |
|
|
1,086 |
|
|
|
1,033 |
|
0.375%, 07/15/2027 |
|
|
2,417 |
|
|
|
2,294 |
|
0.250%, 07/15/2029 |
|
|
2,200 |
|
|
|
2,020 |
|
0.125%, 10/15/2025 |
|
|
1,147 |
|
|
|
1,109 |
|
0.125%, 10/15/2025 |
|
|
616 |
|
|
|
596 |
|
0.125%, 04/15/2026 |
|
|
2,111 |
|
|
|
2,016 |
|
0.125%, 07/15/2026 |
|
|
2,974 |
|
|
|
2,843 |
|
0.125%, 10/15/2026 |
|
|
2,631 |
|
|
|
2,504 |
|
0.125%, 04/15/2027 |
|
|
2,428 |
|
|
|
2,285 |
|
0.125%, 01/15/2030 |
|
|
3,255 |
|
|
|
2,930 |
|
0.125%, 07/15/2030 |
|
|
2,976 |
|
|
|
2,662 |
|
0.125%, 01/15/2031 |
|
|
3,864 |
|
|
|
3,410 |
|
0.125%, 07/15/2031 |
|
|
3,888 |
|
|
|
3,414 |
|
0.125%, 01/15/2032 |
|
|
2,892 |
|
|
|
2,503 |
|
|
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $231,553) ($ Thousands) |
|
|
231,532 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
COMMERCIAL PAPER — 36.7% |
Consumer Discretionary — 3.9% |
|
|
|
|
American Honda Financial Corp |
|
|
|
|
|
|
|
|
5.572%, 09/10/2024 (A) |
|
|
4,650 |
|
|
|
4,597 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
5.828%, 07/10/2024 (A) |
|
|
4,850 |
|
|
|
4,841 |
|
5.800%, 07/05/2024 (A) |
|
|
5,200 |
|
|
|
5,194 |
|
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Parker-Hannifin Corp |
|
|
|
|
|
|
|
|
5.463%, 07/25/2024 (A) |
|
|
5,350 |
|
|
$ |
5,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,960 |
|
|
|
|
|
|
|
|
|
|
Energy — 3.2% |
|
|
|
|
Enbridge US Inc |
|
|
|
|
|
|
|
|
5.546%, 07/15/2024 (A) |
|
|
5,750 |
|
|
|
5,735 |
|
Waste Management Inc |
|
|
|
|
|
|
|
|
5.505%, 07/11/2024 (A) |
|
|
5,900 |
|
|
|
5,888 |
|
WGL Holdings Inc |
|
|
|
|
|
|
|
|
5.919%, 07/15/2024 (A) |
|
|
4,750 |
|
|
|
4,738 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,361 |
|
|
|
|
|
|
|
|
|
|
Financials — 20.1% |
|
|
|
|
Bank Of Montreal |
|
|
|
|
|
|
|
|
5.397%, 07/30/2024 (A) |
|
|
2,800 |
|
|
|
2,787 |
|
Barclays Bank |
|
|
|
|
|
|
|
|
5.454%, 08/23/2024 (A) |
|
|
10,000 |
|
|
|
9,916 |
|
China Construction Bank Corp |
|
|
|
|
|
|
|
|
5.312%, 07/01/2024 (A) |
|
|
8,500 |
|
|
|
8,496 |
|
Corporacion Andina De Fomento |
|
|
|
|
|
|
|
|
5.416%, 07/19/2024 (A) |
|
|
9,250 |
|
|
|
9,221 |
|
5.412%, 07/02/2024 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
Danske Bank |
|
|
|
|
|
|
|
|
5.383%, 07/29/2024 (A) |
|
|
9,950 |
|
|
|
9,904 |
|
Enel Finance America LLC |
|
|
|
|
|
|
|
|
5.653%, 09/16/2024 (A) |
|
|
8,750 |
|
|
|
8,642 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.709%, 07/30/2024 (A) |
|
$ |
5,250 |
|
|
|
5,224 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.604%, 07/12/2024 (A) |
|
|
6,950 |
|
|
|
6,935 |
|
5.595%, 08/14/2024 (A) |
|
|
3,100 |
|
|
|
3,078 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
5.726%, 08/21/2024 (A) |
|
|
10,000 |
|
|
|
9,914 |
|
Macquarie |
|
|
|
|
|
|
|
|
5.412%, 08/12/2024 (A) |
|
|
9,050 |
|
|
|
8,989 |
|
Sumitomo Mitsui Banking Corporation |
|
|
|
|
|
|
|
|
5.446%, 07/05/2024 (A) |
|
|
10,250 |
|
|
|
10,239 |
|
VW Credit Inc |
|
|
|
|
|
|
|
|
5.566%, 07/09/2024 (A) |
|
|
10,000 |
|
|
|
9,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
104,328 |
|
|
|
|
|
|
|
|
|
|
Information Technology — 2.5% |
|
|
|
|
Fiserv Inc |
|
|
|
|
|
|
|
|
5.473%, 07/22/2024 (A) |
|
|
2,790 |
|
|
|
2,780 |
|
5.473%, 07/24/2024 (A) |
|
|
7,250 |
|
|
|
7,221 |
|
Jabil Inc |
|
|
|
|
|
|
|
|
5.941%, 07/05/2024 (A) |
|
|
3,100 |
|
|
|
3,096 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,097 |
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
|
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Materials — 1.7% |
|
|
|
|
BASF |
|
|
|
|
|
|
|
|
5.537%, 07/30/2024 (A) |
|
|
9,100 |
|
|
$ |
9,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Transportation — 1.0% |
|
|
|
|
TransCanada PipeLines Ltd |
|
|
|
|
|
|
|
|
5.572%, 07/01/2024 (A) |
|
|
5,200 |
|
|
|
5,197 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities — 4.3% |
|
|
|
|
Brookfield Infrastructure |
|
|
|
|
|
|
|
|
5.968%, 07/09/2024 (A) |
|
|
10,000 |
|
|
|
9,984 |
|
ENGIE |
|
|
|
|
|
|
|
|
5.400%, 08/05/2024 (A) |
|
|
2,800 |
|
|
|
2,784 |
|
Oglethorpe Power |
|
|
|
|
|
|
|
|
5.552%, 07/12/2024 (A) |
|
|
8,450 |
|
|
|
8,432 |
|
5.524%, 07/25/2024 (A) |
|
|
950 |
|
|
|
946 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,146 |
|
|
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $190,234) ($ Thousands) |
|
|
190,145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 13.4% |
|
|
|
|
|
|
|
|
|
Japan Treasury Discount Bill |
|
|
|
|
|
|
|
|
0.000%, 08/26/2024 |
|
JPY |
11,134,000 |
|
|
|
69,213 |
|
|
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(Cost $70,986) ($ Thousands) |
|
|
69,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATION — 1.0% |
FHLB |
|
|
|
|
|
|
|
|
4.500%, 03/10/2028 |
|
$ |
5,160 |
|
|
|
5,154 |
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligation |
|
|
|
|
|
|
|
|
(Cost $5,273) ($ Thousands) |
|
|
5,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.9% |
|
|
|
|
|
|
|
|
|
Vanguard Intermediate-Term Corporate Bond ETF |
|
|
429 |
|
|
|
34 |
|
Vanguard Long-Term Corporate Bond ETF |
|
|
90 |
|
|
|
7 |
|
Vanguard Mortgage-Backed Securities ETF |
|
|
101,609 |
|
|
|
4,613 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $4,615) ($ Thousands) |
|
|
|
|
|
|
4,654 |
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 0.2% |
|
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
1,445 |
|
|
$ |
279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology — 0.2% |
|
|
|
|
Apple Inc |
|
|
1,108 |
|
|
|
234 |
|
Microsoft Corp |
|
|
533 |
|
|
|
238 |
|
NVIDIA Corp |
|
|
2,880 |
|
|
|
356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
828 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $909) ($ Thousands) |
|
|
|
|
|
|
1,107 |
|
Total Investments in Securities — 96.9% |
|
|
|
|
|
|
|
|
(Cost $503,570) ($ Thousands) |
|
$ |
501,805 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
A list of the open futures contracts held by the Fund at June 30, 2024, is as follows: |
|
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amsterdam Index |
|
|
12 |
|
|
|
Jul-2024 |
|
|
$ |
2,384 |
|
|
$ |
2,382 |
|
|
$ |
(2 |
) |
Australian 10-Year Bond |
|
|
116 |
|
|
|
Sep-2024 |
|
|
|
8,837 |
|
|
|
8,798 |
|
|
|
(90 |
) |
CAC40 10 Euro Index |
|
|
20 |
|
|
|
Jul-2024 |
|
|
|
1,623 |
|
|
|
1,606 |
|
|
|
(17 |
) |
Canadian 10-Year Bond |
|
|
114 |
|
|
|
Sep-2024 |
|
|
|
9,990 |
|
|
|
10,003 |
|
|
|
5 |
|
DAX Index |
|
|
4 |
|
|
|
Sep-2024 |
|
|
|
1,957 |
|
|
|
1,972 |
|
|
|
15 |
|
Euro STOXX 50 |
|
|
23 |
|
|
|
Sep-2024 |
|
|
|
1,221 |
|
|
|
1,215 |
|
|
|
(4 |
) |
Euro-Buxl |
|
|
22 |
|
|
|
Sep-2024 |
|
|
|
3,035 |
|
|
|
3,071 |
|
|
|
70 |
|
Euro-OAT |
|
|
19 |
|
|
|
Sep-2024 |
|
|
|
2,544 |
|
|
|
2,506 |
|
|
|
(21 |
) |
FTSE 100 Index |
|
|
38 |
|
|
|
Sep-2024 |
|
|
|
3,950 |
|
|
|
3,944 |
|
|
|
7 |
|
FTSE MIB Index |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
1,241 |
|
|
|
1,254 |
|
|
|
13 |
|
IBEX |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
1,284 |
|
|
|
1,283 |
|
|
|
(1 |
) |
Long Gilt 10-Year Bond |
|
|
10 |
|
|
|
Sep-2024 |
|
|
|
1,246 |
|
|
|
1,233 |
|
|
|
(6 |
) |
Long Gilt 10-Year Bond |
|
|
43 |
|
|
|
Sep-2024 |
|
|
|
5,313 |
|
|
|
5,303 |
|
|
|
25 |
|
MSCI EAFE Index |
|
|
141 |
|
|
|
Sep-2024 |
|
|
|
16,640 |
|
|
|
16,520 |
|
|
|
(120 |
) |
MSCI Emerging Markets |
|
|
337 |
|
|
|
Sep-2024 |
|
|
|
18,244 |
|
|
|
18,336 |
|
|
|
92 |
|
NASDAQ 100 Index E-MINI |
|
|
21 |
|
|
|
Sep-2024 |
|
|
|
8,383 |
|
|
|
8,370 |
|
|
|
(13 |
) |
Nikkei 225 Index |
|
|
195 |
|
|
|
Sep-2024 |
|
|
|
4,864 |
|
|
|
4,798 |
|
|
|
52 |
|
OMX Stockholm 30 |
|
|
50 |
|
|
|
Jul-2024 |
|
|
|
1,219 |
|
|
|
1,218 |
|
|
|
6 |
|
Russell 2000 Index E-MINI |
|
|
31 |
|
|
|
Sep-2024 |
|
|
|
3,148 |
|
|
|
3,201 |
|
|
|
53 |
|
S&P 500 Index E-MINI |
|
|
153 |
|
|
|
Sep-2024 |
|
|
|
42,041 |
|
|
|
42,240 |
|
|
|
199 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
12 |
|
|
|
Sep-2024 |
|
|
|
3,580 |
|
|
|
3,549 |
|
|
|
(31 |
) |
S&P TSX 60 Index |
|
|
33 |
|
|
|
Sep-2024 |
|
|
|
6,257 |
|
|
|
6,321 |
|
|
|
44 |
|
SPI 200 Index |
|
|
107 |
|
|
|
Sep-2024 |
|
|
|
13,603 |
|
|
|
13,884 |
|
|
|
116 |
|
TOPIX Index |
|
|
11 |
|
|
|
Sep-2024 |
|
|
|
1,938 |
|
|
|
1,922 |
|
|
|
19 |
|
U.S. 5-Year Treasury Note |
|
|
258 |
|
|
|
Sep-2024 |
|
|
|
27,397 |
|
|
|
27,498 |
|
|
|
101 |
|
U.S. 10-Year Treasury Note |
|
|
184 |
|
|
|
Sep-2024 |
|
|
|
20,130 |
|
|
|
20,238 |
|
|
|
108 |
|
U.S. Long Treasury Bond |
|
|
23 |
|
|
|
Sep-2024 |
|
|
|
2,703 |
|
|
|
2,721 |
|
|
|
18 |
|
U.S. Ultra Long Treasury Bond |
|
|
30 |
|
|
|
Sep-2024 |
|
|
|
3,750 |
|
|
|
3,760 |
|
|
|
10 |
|
|
|
|
|
|
|
|
|
|
|
|
218,522 |
|
|
|
219,146 |
|
|
|
648 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FTSE 100 Index |
|
|
(27) |
|
|
|
Sep-2024 |
|
|
$ |
(2,826 |
) |
|
$ |
(2,803 |
) |
|
$ |
14 |
|
Japanese 10-Year Bond |
|
|
(6) |
|
|
|
Sep-2024 |
|
|
|
(5,518 |
) |
|
|
(5,328 |
) |
|
|
23 |
|
SPI 200 Index |
|
|
(27) |
|
|
|
Sep-2024 |
|
|
|
(3,469 |
) |
|
|
(3,504 |
) |
|
|
(7 |
) |
|
|
|
|
|
|
|
|
|
|
|
(11,813 |
) |
|
|
(11,635 |
) |
|
|
30 |
|
|
|
|
|
|
|
|
|
|
|
$ |
206,709 |
|
|
$ |
207,511 |
|
|
$ |
678 |
|
A list of the open forward foreign currency contracts held by the Fund at June 30, 2024, is as follows: |
|
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,135 |
|
|
|
NOK |
|
|
|
12,445 |
|
|
$ |
35 |
|
Bank of America |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
1,523,902 |
|
|
|
USD |
|
|
|
386 |
|
|
|
20 |
|
Bank of America |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
767 |
|
|
|
NZD |
|
|
|
1,257 |
|
|
|
(1 |
) |
Bank of America |
|
|
07/25/24 |
|
|
|
PHP |
|
|
|
11,216 |
|
|
|
USD |
|
|
|
194 |
|
|
|
2 |
|
Bank of America |
|
|
08/23/24 |
|
|
|
TWD |
|
|
|
10,348 |
|
|
|
USD |
|
|
|
318 |
|
|
|
(1 |
) |
Bank of America |
|
|
08/28/24 |
|
|
|
JPY |
|
|
|
11,153,000 |
|
|
|
USD |
|
|
|
72,148 |
|
|
|
2,151 |
|
Barclays PLC |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
1,134 |
|
|
|
BRL |
|
|
|
5,852 |
|
|
|
(81 |
) |
Barclays PLC |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
428,820 |
|
|
|
USD |
|
|
|
310 |
|
|
|
(2 |
) |
Barclays PLC |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
1,155,230 |
|
|
|
USD |
|
|
|
278 |
|
|
|
— |
|
Barclays PLC |
|
|
07/19/24 |
|
|
|
IDR |
|
|
|
8,252,768 |
|
|
|
USD |
|
|
|
516 |
|
|
|
11 |
|
Barclays PLC |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
874 |
|
|
|
PHP |
|
|
|
49,965 |
|
|
|
(19 |
) |
Barclays PLC |
|
|
07/25/24 |
|
|
|
NZD |
|
|
|
2,925 |
|
|
|
USD |
|
|
|
1,794 |
|
|
|
12 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
07/25/24 |
|
|
|
PHP |
|
|
|
54,288 |
|
|
|
USD |
|
|
|
946 |
|
|
$ |
17 |
|
Barclays PLC |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
858 |
|
|
|
CHF |
|
|
|
827 |
|
|
|
5 |
|
Barclays PLC |
|
|
08/16/24 |
|
|
|
USD |
|
|
|
781 |
|
|
|
JPY |
|
|
|
119,704 |
|
|
|
(31 |
) |
Barclays PLC |
|
|
08/21/24 |
|
|
|
USD |
|
|
|
1,030 |
|
|
|
MYR |
|
|
|
4,907 |
|
|
|
13 |
|
Barclays PLC |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
6,415 |
|
|
|
USD |
|
|
|
1,357 |
|
|
|
(6 |
) |
BNP Paribas |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
1,054 |
|
|
|
USD |
|
|
|
195 |
|
|
|
5 |
|
BNP Paribas |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
307 |
|
|
|
CLP |
|
|
|
282,162 |
|
|
|
(8 |
) |
BNP Paribas |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
899,063 |
|
|
|
USD |
|
|
|
233 |
|
|
|
17 |
|
BNP Paribas |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
697 |
|
|
|
NZD |
|
|
|
1,129 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
EUR |
|
|
|
317 |
|
|
|
HUF |
|
|
|
122,232 |
|
|
|
(8 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
PLN |
|
|
|
312 |
|
|
|
USD |
|
|
|
78 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
PLN |
|
|
|
616 |
|
|
|
USD |
|
|
|
153 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
PLN |
|
|
|
967 |
|
|
|
EUR |
|
|
|
226 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
317 |
|
|
|
CZK |
|
|
|
7,534 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
687 |
|
|
|
CZK |
|
|
|
15,611 |
|
|
|
(19 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
620 |
|
|
|
PLN |
|
|
|
2,519 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
965 |
|
|
|
PLN |
|
|
|
3,832 |
|
|
|
(12 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
1,835 |
|
|
|
HUF |
|
|
|
682,018 |
|
|
|
15 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
USD |
|
|
|
906 |
|
|
|
HUF |
|
|
|
329,614 |
|
|
|
(12 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
CZK |
|
|
|
22,923 |
|
|
|
USD |
|
|
|
996 |
|
|
|
15 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
CZK |
|
|
|
19,754 |
|
|
|
USD |
|
|
|
836 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
HUF |
|
|
|
26,012 |
|
|
|
USD |
|
|
|
73 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
07/11/24 |
|
|
|
HUF |
|
|
|
172,517 |
|
|
|
USD |
|
|
|
466 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
07/12/24 |
|
|
|
USD |
|
|
|
105 |
|
|
|
THB |
|
|
|
3,858 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/12/24 |
|
|
|
USD |
|
|
|
1,263 |
|
|
|
THB |
|
|
|
46,142 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
07/12/24 |
|
|
|
THB |
|
|
|
56,385 |
|
|
|
USD |
|
|
|
1,542 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
07/12/24 |
|
|
|
THB |
|
|
|
28,095 |
|
|
|
USD |
|
|
|
765 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
955 |
|
|
|
NOK |
|
|
|
10,425 |
|
|
|
24 |
|
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
250 |
|
|
|
NOK |
|
|
|
2,643 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,093 |
|
|
|
SEK |
|
|
|
11,783 |
|
|
|
21 |
|
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
734 |
|
|
|
SEK |
|
|
|
7,705 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
8,462 |
|
|
|
USD |
|
|
|
801 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
4,403 |
|
|
|
USD |
|
|
|
398 |
|
|
|
(16 |
) |
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
SEK |
|
|
|
4,987 |
|
|
|
USD |
|
|
|
478 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
07/19/24 |
|
|
|
SEK |
|
|
|
32,567 |
|
|
|
USD |
|
|
|
3,013 |
|
|
|
(66 |
) |
Brown Brothers Harriman |
|
|
07/23/24 |
|
|
|
USD |
|
|
|
913 |
|
|
|
CNH |
|
|
|
6,636 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
07/23/24 |
|
|
|
CNH |
|
|
|
3,511 |
|
|
|
USD |
|
|
|
486 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
84 |
|
|
|
MXN |
|
|
|
1,580 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
07/25/24 |
|
|
|
NZD |
|
|
|
142 |
|
|
|
USD |
|
|
|
87 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
07/25/24 |
|
|
|
SGD |
|
|
|
456 |
|
|
|
USD |
|
|
|
340 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
1,532 |
|
|
|
NZD |
|
|
|
2,499 |
|
|
|
(9 |
) |
Brown Brothers Harriman |
|
|
07/25/24 |
|
|
|
MXN |
|
|
|
16,454 |
|
|
|
USD |
|
|
|
976 |
|
|
|
79 |
|
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
586 |
|
|
|
CHF |
|
|
|
561 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
888 |
|
|
|
USD |
|
|
|
957 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
448 |
|
|
|
EUR |
|
|
|
419 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
467 |
|
|
|
EUR |
|
|
|
434 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
820 |
|
|
|
CHF |
|
|
|
742 |
|
|
|
10 |
|
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
608 |
|
|
|
CHF |
|
|
|
540 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
CHF |
|
|
|
876 |
|
|
|
USD |
|
|
|
987 |
|
|
|
7 |
|
Brown Brothers Harriman |
|
|
08/08/24 |
|
|
|
CHF |
|
|
|
892 |
|
|
|
USD |
|
|
|
996 |
|
|
|
(2 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
08/16/24 |
|
|
|
USD |
|
|
|
2,248 |
|
|
|
JPY |
|
|
|
350,392 |
|
|
$ |
(53 |
) |
Brown Brothers Harriman |
|
|
08/16/24 |
|
|
|
JPY |
|
|
|
24,995 |
|
|
|
USD |
|
|
|
161 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
08/22/24 |
|
|
|
USD |
|
|
|
616 |
|
|
|
ZAR |
|
|
|
11,445 |
|
|
|
8 |
|
Brown Brothers Harriman |
|
|
08/22/24 |
|
|
|
ZAR |
|
|
|
10,211 |
|
|
|
USD |
|
|
|
561 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
08/22/24 |
|
|
|
ZAR |
|
|
|
9,057 |
|
|
|
USD |
|
|
|
493 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
08/23/24 |
|
|
|
USD |
|
|
|
156 |
|
|
|
CAD |
|
|
|
215 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
08/23/24 |
|
|
|
CAD |
|
|
|
887 |
|
|
|
USD |
|
|
|
649 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
08/29/24 |
|
|
|
GBP |
|
|
|
488 |
|
|
|
USD |
|
|
|
619 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
08/29/24 |
|
|
|
USD |
|
|
|
590 |
|
|
|
GBP |
|
|
|
465 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
175 |
|
|
|
AUD |
|
|
|
263 |
|
|
|
— |
|
Deutsche Bank |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
309 |
|
|
|
BRL |
|
|
|
1,629 |
|
|
|
(15 |
) |
Deutsche Bank |
|
|
07/11/24 |
|
|
|
PLN |
|
|
|
2,322 |
|
|
|
USD |
|
|
|
586 |
|
|
|
9 |
|
Deutsche Bank |
|
|
07/11/24 |
|
|
|
HUF |
|
|
|
282,112 |
|
|
|
USD |
|
|
|
781 |
|
|
|
15 |
|
Deutsche Bank |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
187,779 |
|
|
|
USD |
|
|
|
136 |
|
|
|
— |
|
Deutsche Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
287 |
|
|
|
PEN |
|
|
|
1,087 |
|
|
|
(3 |
) |
Deutsche Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
906 |
|
|
|
COP |
|
|
|
3,578,195 |
|
|
|
(45 |
) |
Deutsche Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
109 |
|
|
|
IDR |
|
|
|
1,790,731 |
|
|
|
— |
|
Deutsche Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
988 |
|
|
|
IDR |
|
|
|
15,777,392 |
|
|
|
(24 |
) |
Deutsche Bank |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,308 |
|
|
|
SEK |
|
|
|
13,645 |
|
|
|
(18 |
) |
Deutsche Bank |
|
|
07/19/24 |
|
|
|
PEN |
|
|
|
2,044 |
|
|
|
USD |
|
|
|
541 |
|
|
|
7 |
|
Deutsche Bank |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
583,748 |
|
|
|
USD |
|
|
|
148 |
|
|
|
7 |
|
Deutsche Bank |
|
|
07/19/24 |
|
|
|
IDR |
|
|
|
25,261,745 |
|
|
|
USD |
|
|
|
1,575 |
|
|
|
31 |
|
Deutsche Bank |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
101 |
|
|
|
PHP |
|
|
|
5,931 |
|
|
|
1 |
|
Deutsche Bank |
|
|
07/25/24 |
|
|
|
MXN |
|
|
|
9,990 |
|
|
|
USD |
|
|
|
550 |
|
|
|
6 |
|
Deutsche Bank |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
880 |
|
|
|
BRL |
|
|
|
4,798 |
|
|
|
(19 |
) |
Deutsche Bank |
|
|
08/02/24 |
|
|
|
BRL |
|
|
|
5,184 |
|
|
|
USD |
|
|
|
951 |
|
|
|
21 |
|
Deutsche Bank |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
530 |
|
|
|
CHF |
|
|
|
475 |
|
|
|
1 |
|
Deutsche Bank |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
651 |
|
|
|
USD |
|
|
|
701 |
|
|
|
2 |
|
Deutsche Bank |
|
|
08/08/24 |
|
|
|
USD |
|
|
|
2,305 |
|
|
|
EUR |
|
|
|
2,141 |
|
|
|
(6 |
) |
Deutsche Bank |
|
|
08/16/24 |
|
|
|
USD |
|
|
|
663 |
|
|
|
JPY |
|
|
|
104,441 |
|
|
|
(9 |
) |
Deutsche Bank |
|
|
08/16/24 |
|
|
|
JPY |
|
|
|
384,790 |
|
|
|
USD |
|
|
|
2,492 |
|
|
|
81 |
|
Deutsche Bank |
|
|
08/23/24 |
|
|
|
TWD |
|
|
|
18,112 |
|
|
|
USD |
|
|
|
565 |
|
|
|
5 |
|
Goldman Sachs |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
169 |
|
|
|
BRL |
|
|
|
918 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
4,742 |
|
|
|
USD |
|
|
|
908 |
|
|
|
54 |
|
Goldman Sachs |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
340 |
|
|
|
KRW |
|
|
|
467,986 |
|
|
|
— |
|
Goldman Sachs |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
581,434 |
|
|
|
USD |
|
|
|
428 |
|
|
|
5 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
165 |
|
|
|
CLP |
|
|
|
150,823 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
86 |
|
|
|
COP |
|
|
|
360,174 |
|
|
|
— |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
214 |
|
|
|
COP |
|
|
|
838,609 |
|
|
|
(13 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
804 |
|
|
|
SEK |
|
|
|
9,116 |
|
|
|
— |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
PEN |
|
|
|
2,182 |
|
|
|
USD |
|
|
|
581 |
|
|
|
11 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
2,952 |
|
|
|
IDR |
|
|
|
47,895,189 |
|
|
|
(25 |
) |
Goldman Sachs |
|
|
07/19/24 |
|
|
|
SEK |
|
|
|
16,370 |
|
|
|
USD |
|
|
|
1,554 |
|
|
|
7 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
CLP |
|
|
|
63,587 |
|
|
|
USD |
|
|
|
69 |
|
|
|
2 |
|
Goldman Sachs |
|
|
07/19/24 |
|
|
|
IDR |
|
|
|
19,119,006 |
|
|
|
USD |
|
|
|
1,183 |
|
|
|
14 |
|
Goldman Sachs |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
1,625 |
|
|
|
MXN |
|
|
|
27,203 |
|
|
|
(143 |
) |
Goldman Sachs |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
116 |
|
|
|
PHP |
|
|
|
6,780 |
|
|
|
— |
|
Goldman Sachs |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
2,095 |
|
|
|
PHP |
|
|
|
119,516 |
|
|
|
(51 |
) |
Goldman Sachs |
|
|
07/25/24 |
|
|
|
PHP |
|
|
|
94,859 |
|
|
|
USD |
|
|
|
1,663 |
|
|
|
40 |
|
Goldman Sachs |
|
|
08/08/24 |
|
|
|
EUR |
|
|
|
1,277 |
|
|
|
USD |
|
|
|
1,366 |
|
|
|
(5 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
08/16/24 |
|
|
|
USD |
|
|
|
570 |
|
|
|
JPY |
|
|
|
88,648 |
|
|
$ |
(15 |
) |
Goldman Sachs |
|
|
08/16/24 |
|
|
|
JPY |
|
|
|
91,254 |
|
|
|
USD |
|
|
|
595 |
|
|
|
23 |
|
Goldman Sachs |
|
|
08/21/24 |
|
|
|
USD |
|
|
|
2,047 |
|
|
|
MYR |
|
|
|
9,694 |
|
|
|
13 |
|
Goldman Sachs |
|
|
08/21/24 |
|
|
|
USD |
|
|
|
3,840 |
|
|
|
MYR |
|
|
|
18,022 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
15,500 |
|
|
|
USD |
|
|
|
3,314 |
|
|
|
21 |
|
Goldman Sachs |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
3,039 |
|
|
|
USD |
|
|
|
638 |
|
|
|
(8 |
) |
Goldman Sachs |
|
|
08/23/24 |
|
|
|
USD |
|
|
|
511 |
|
|
|
TWD |
|
|
|
16,440 |
|
|
|
(4 |
) |
Goldman Sachs |
|
|
08/23/24 |
|
|
|
USD |
|
|
|
3,899 |
|
|
|
CAD |
|
|
|
5,362 |
|
|
|
25 |
|
Goldman Sachs |
|
|
08/23/24 |
|
|
|
CAD |
|
|
|
4,025 |
|
|
|
USD |
|
|
|
2,927 |
|
|
|
(19 |
) |
Goldman Sachs |
|
|
08/23/24 |
|
|
|
TWD |
|
|
|
17,671 |
|
|
|
USD |
|
|
|
545 |
|
|
|
— |
|
Goldman Sachs |
|
|
09/18/24 |
|
|
|
CNY |
|
|
|
5,857 |
|
|
|
USD |
|
|
|
824 |
|
|
|
3 |
|
HSBC |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
497 |
|
|
|
IDR |
|
|
|
7,913,115 |
|
|
|
(14 |
) |
HSBC |
|
|
07/19/24 |
|
|
|
CLP |
|
|
|
386,367 |
|
|
|
USD |
|
|
|
426 |
|
|
|
17 |
|
HSBC |
|
|
08/16/24 |
|
|
|
JPY |
|
|
|
138,287 |
|
|
|
USD |
|
|
|
878 |
|
|
|
12 |
|
JPMorgan Chase Bank |
|
|
07/11/24 |
|
|
|
CZK |
|
|
|
12,394 |
|
|
|
USD |
|
|
|
533 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
652 |
|
|
|
KRW |
|
|
|
896,371 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
PEN |
|
|
|
1,102 |
|
|
|
USD |
|
|
|
295 |
|
|
|
8 |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
SEK |
|
|
|
7,825 |
|
|
|
USD |
|
|
|
716 |
|
|
|
(24 |
) |
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
CLP |
|
|
|
94,648 |
|
|
|
USD |
|
|
|
105 |
|
|
|
4 |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
957,829 |
|
|
|
USD |
|
|
|
241 |
|
|
|
10 |
|
JPMorgan Chase Bank |
|
|
07/19/24 |
|
|
|
IDR |
|
|
|
2,293,745 |
|
|
|
USD |
|
|
|
141 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
07/23/24 |
|
|
|
CNH |
|
|
|
4,069 |
|
|
|
USD |
|
|
|
564 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
08/23/24 |
|
|
|
USD |
|
|
|
544 |
|
|
|
CAD |
|
|
|
742 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
09/13/24 |
|
|
|
USD |
|
|
|
534 |
|
|
|
INR |
|
|
|
44,690 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
09/13/24 |
|
|
|
INR |
|
|
|
87,974 |
|
|
|
USD |
|
|
|
1,051 |
|
|
|
(2 |
) |
Merrill Lynch |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
175 |
|
|
|
BRL |
|
|
|
920 |
|
|
|
(9 |
) |
Merrill Lynch |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
2,788 |
|
|
|
USD |
|
|
|
522 |
|
|
|
20 |
|
Merrill Lynch |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
183 |
|
|
|
KRW |
|
|
|
253,189 |
|
|
|
1 |
|
Merrill Lynch |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
439,019 |
|
|
|
USD |
|
|
|
318 |
|
|
|
(1 |
) |
Merrill Lynch |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
132 |
|
|
|
CLP |
|
|
|
117,470 |
|
|
|
(7 |
) |
Merrill Lynch |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
232 |
|
|
|
COP |
|
|
|
957,829 |
|
|
|
(1 |
) |
Merrill Lynch |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
802 |
|
|
|
NOK |
|
|
|
8,549 |
|
|
|
2 |
|
Merrill Lynch |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,006 |
|
|
|
IDR |
|
|
|
16,201,616 |
|
|
|
(16 |
) |
Merrill Lynch |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,657 |
|
|
|
SEK |
|
|
|
18,015 |
|
|
|
46 |
|
Merrill Lynch |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
21,205 |
|
|
|
USD |
|
|
|
1,934 |
|
|
|
(59 |
) |
Merrill Lynch |
|
|
07/19/24 |
|
|
|
COP |
|
|
|
254,861 |
|
|
|
USD |
|
|
|
66 |
|
|
|
5 |
|
Merrill Lynch |
|
|
07/19/24 |
|
|
|
IDR |
|
|
|
25,441,296 |
|
|
|
USD |
|
|
|
1,560 |
|
|
|
6 |
|
Merrill Lynch |
|
|
07/23/24 |
|
|
|
CNH |
|
|
|
15,892 |
|
|
|
USD |
|
|
|
2,202 |
|
|
|
20 |
|
Merrill Lynch |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
389 |
|
|
|
PHP |
|
|
|
22,960 |
|
|
|
3 |
|
Merrill Lynch |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
189 |
|
|
|
PHP |
|
|
|
10,806 |
|
|
|
(4 |
) |
Merrill Lynch |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
3,554 |
|
|
|
NZD |
|
|
|
5,796 |
|
|
|
(24 |
) |
Merrill Lynch |
|
|
07/25/24 |
|
|
|
NZD |
|
|
|
3,801 |
|
|
|
USD |
|
|
|
2,320 |
|
|
|
5 |
|
Merrill Lynch |
|
|
07/25/24 |
|
|
|
PHP |
|
|
|
47,739 |
|
|
|
USD |
|
|
|
823 |
|
|
|
7 |
|
Merrill Lynch |
|
|
07/25/24 |
|
|
|
PHP |
|
|
|
14,813 |
|
|
|
USD |
|
|
|
252 |
|
|
|
(2 |
) |
Merrill Lynch |
|
|
08/02/24 |
|
|
|
USD |
|
|
|
227 |
|
|
|
BRL |
|
|
|
1,263 |
|
|
|
(1 |
) |
Merrill Lynch |
|
|
09/13/24 |
|
|
|
USD |
|
|
|
1,658 |
|
|
|
INR |
|
|
|
138,835 |
|
|
|
4 |
|
Morgan Stanley |
|
|
07/02/24 |
|
|
|
BRL |
|
|
|
1,121 |
|
|
|
USD |
|
|
|
207 |
|
|
|
5 |
|
Morgan Stanley |
|
|
07/11/24 |
|
|
|
HUF |
|
|
|
653,563 |
|
|
|
USD |
|
|
|
1,757 |
|
|
|
(17 |
) |
Morgan Stanley |
|
|
07/18/24 |
|
|
|
USD |
|
|
|
989 |
|
|
|
KRW |
|
|
|
1,351,857 |
|
|
|
(6 |
) |
Morgan Stanley |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
5,633 |
|
|
|
USD |
|
|
|
4 |
|
|
|
— |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
07/18/24 |
|
|
|
KRW |
|
|
|
278,351 |
|
|
|
USD |
|
|
|
203 |
|
|
$ |
1 |
|
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
693 |
|
|
|
PEN |
|
|
|
2,571 |
|
|
|
(21 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,758 |
|
|
|
CLP |
|
|
|
1,640,756 |
|
|
|
(20 |
) |
Morgan Stanley |
|
|
07/19/24 |
|
|
|
CLP |
|
|
|
1,454,114 |
|
|
|
USD |
|
|
|
1,558 |
|
|
|
18 |
|
Morgan Stanley |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
333 |
|
|
|
PHP |
|
|
|
19,550 |
|
|
|
1 |
|
Morgan Stanley |
|
|
07/25/24 |
|
|
|
USD |
|
|
|
86 |
|
|
|
PHP |
|
|
|
5,010 |
|
|
|
— |
|
Morgan Stanley |
|
|
08/08/24 |
|
|
|
CHF |
|
|
|
1,779 |
|
|
|
USD |
|
|
|
1,977 |
|
|
|
(12 |
) |
Morgan Stanley |
|
|
08/16/24 |
|
|
|
JPY |
|
|
|
83,345 |
|
|
|
USD |
|
|
|
535 |
|
|
|
13 |
|
Morgan Stanley |
|
|
08/21/24 |
|
|
|
USD |
|
|
|
1,340 |
|
|
|
MYR |
|
|
|
6,283 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
2,167 |
|
|
|
USD |
|
|
|
461 |
|
|
|
1 |
|
Morgan Stanley |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
2,901 |
|
|
|
USD |
|
|
|
618 |
|
|
|
1 |
|
Morgan Stanley |
|
|
08/21/24 |
|
|
|
MYR |
|
|
|
1,894 |
|
|
|
USD |
|
|
|
398 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
08/23/24 |
|
|
|
USD |
|
|
|
3,323 |
|
|
|
TWD |
|
|
|
105,887 |
|
|
|
(53 |
) |
Morgan Stanley |
|
|
08/23/24 |
|
|
|
TWD |
|
|
|
64,022 |
|
|
|
USD |
|
|
|
2,009 |
|
|
|
32 |
|
Morgan Stanley |
|
|
08/29/24 |
|
|
|
GBP |
|
|
|
988 |
|
|
|
USD |
|
|
|
1,254 |
|
|
|
4 |
|
Morgan Stanley |
|
|
08/29/24 |
|
|
|
USD |
|
|
|
2,165 |
|
|
|
GBP |
|
|
|
1,707 |
|
|
|
(6 |
) |
Morgan Stanley |
|
|
09/19/24 |
|
|
|
USD |
|
|
|
2,601 |
|
|
|
AUD |
|
|
|
3,909 |
|
|
|
15 |
|
Morgan Stanley |
|
|
09/19/24 |
|
|
|
AUD |
|
|
|
2,699 |
|
|
|
USD |
|
|
|
1,796 |
|
|
|
(10 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
2,043 |
|
A list of the open OTC swap agreements held by the Fund at June 30, 2024, is as follows:
Total Return Swaps |
Counterparty |
|
Reference Entity/ Obligation |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional
Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/
Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
Pay Gold EQ Index |
|
|
|
Goldman Sachs Weekly TY Volatility Carry Strategy |
|
|
|
Negative Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
2,134 |
|
|
$ |
97 |
|
|
$ |
– |
|
|
$ |
97 |
|
Goldman Sachs |
|
|
Pay Gold EQ Index |
|
|
|
Goldman Sachs Weekly TY Volatility Carry Strategy |
|
|
|
Negative Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
1,095 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
115 |
|
|
$ |
– |
|
|
$ |
115 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
June 30, 2024
Multi-Asset Capital Stability Fund (Concluded)
A list of the open centrally cleared swap agreements held by the Fund at June 30, 2024, is as follows:
Credit Default Swaps - Sell Protection |
|
|
|
Reference Entity/ Obligation |
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
CDX.NA.HY.S42.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
7,310 |
|
|
$ |
464 |
|
|
$ |
490 |
|
|
$ |
(26 |
) |
CDX.NA.IG.S42.V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
|
6,070 |
|
|
|
125 |
|
|
|
131 |
|
|
|
(6 |
) |
ITRAXX.XOVER.S39.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
|
1,283 |
|
|
|
113 |
|
|
|
96 |
|
|
|
17 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
702 |
|
|
$ |
717 |
|
|
$ |
(15 |
) |
Interest Rate Swaps |
Fund Pays |
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
3-MONTH NZD - BKBM |
|
|
4.5675 |
|
|
|
Quarterly |
|
|
|
05/10/2034 |
|
|
|
NZD |
|
|
|
280 |
|
|
$ |
1 |
|
|
$ |
– |
|
|
$ |
1 |
|
3-MONTH NZD - BKBM |
|
|
4.371% |
|
|
|
Quarterly |
|
|
|
06/18/2034 |
|
|
|
NZD |
|
|
|
1,310 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
6-MONTH AUD - BBSW |
|
|
4.2965% |
|
|
|
Semi-Annually |
|
|
|
06/17/2034 |
|
|
|
AUD |
|
|
|
1,380 |
|
|
|
(17 |
) |
|
|
– |
|
|
|
(17 |
) |
3-MONTH NZD - BKBM |
|
|
4.6% |
|
|
|
Quarterly |
|
|
|
06/12/2034 |
|
|
|
NZD |
|
|
|
1,570 |
|
|
|
8 |
|
|
|
– |
|
|
|
8 |
|
6-MONTH AUD - BBSW |
|
|
4.496% |
|
|
|
Semi-Annually |
|
|
|
06/12/2034 |
|
|
|
AUD |
|
|
|
1,740 |
|
|
|
(3 |
) |
|
|
– |
|
|
|
(3 |
) |
3-MONTH NZD - BKBM |
|
|
4.47% |
|
|
|
Quarterly |
|
|
|
05/21/2034 |
|
|
|
NZD |
|
|
|
1,530 |
|
|
|
(2 |
) |
|
|
– |
|
|
|
(2 |
) |
6-MONTH AUD - BBSW |
|
|
4.429% |
|
|
|
Semi-Annually |
|
|
|
05/20/2034 |
|
|
|
AUD |
|
|
|
1,620 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
3-MONTH NZD - BKBM |
|
|
4.595 |
|
|
|
Quarterly |
|
|
|
05/14/2034 |
|
|
|
NZD |
|
|
|
340 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
6-MONTH AUD - BBSW |
|
|
4.559 |
|
|
|
Semi-Annually |
|
|
|
05/13/2034 |
|
|
|
AUD |
|
|
|
370 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
3-MONTH NZD - BKBM |
|
|
4.401% |
|
|
|
Quarterly |
|
|
|
06/26/2034 |
|
|
|
NZD |
|
|
|
1,000 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
6-MONTH AUD - BBSW |
|
|
4.524 |
|
|
|
Semi-Annually |
|
|
|
05/09/2034 |
|
|
|
AUD |
|
|
|
290 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
3-MONTH NZD - BKBM |
|
|
4.3625% |
|
|
|
Quarterly |
|
|
|
03/12/2034 |
|
|
|
NZD |
|
|
|
1,460 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
3-MONTH AUD - BBSW |
|
|
4.2255% |
|
|
|
Semi-Annually |
|
|
|
03/11/2034 |
|
|
|
AUD |
|
|
|
1,560 |
|
|
|
(25 |
) |
|
|
– |
|
|
|
(25 |
) |
6-MONTH AUD - BBSW |
|
|
4.3965% |
|
|
|
Semi-Annually |
|
|
|
06/25/2034 |
|
|
|
AUD |
|
|
|
1,060 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
3-MONTH NZD - BKBM |
|
|
4.7725 |
|
|
|
Quarterly |
|
|
|
12/04/2033 |
|
|
|
NZD |
|
|
|
160 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
6-MONTH AUD - BBSW |
|
|
4.7295 |
|
|
|
Semi-Annually |
|
|
|
12/01/2033 |
|
|
|
AUD |
|
|
|
210 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
6-MONTH AUD - BBSW |
|
|
4.5395 |
|
|
|
Semi-Annually |
|
|
|
12/13/2033 |
|
|
|
AUD |
|
|
|
1,790 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
3-MONTH NZD - BKBM |
|
|
4.7175 |
|
|
|
Quarterly |
|
|
|
12/14/2033 |
|
|
|
NZD |
|
|
|
1,690 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
6-MONTH AUD - BBSW |
|
|
4.178 |
|
|
|
Semi-Annually |
|
|
|
12/28/2033 |
|
|
|
AUD |
|
|
|
1,040 |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
3-MONTH NZD - BKBM |
|
|
4.178 |
|
|
|
Quarterly |
|
|
|
12/29/2033 |
|
|
|
NZD |
|
|
|
1,020 |
|
|
|
(15 |
) |
|
|
– |
|
|
|
(15 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(85 |
) |
|
$ |
– |
|
|
$ |
(85 |
) |
|
Percentages are based on Net Assets of $517,974 ($ Thousands). |
* |
Non-income producing security. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
Glossary (abbreviations which may be used in the preceding Schedules of Investments):
June 30, 2024 (Unaudited)
Portfolio Abbreviations |
ABS — Asset-Backed Security |
ACWI — All Country World Index |
ADR — American Depositary Receipt |
AID — Agency for International Development |
BUBOR— Budapest Interbank Offered Rate |
CETIP— Central of Custody and Financial Settlement of Securities |
Cl — Class |
CLO — Collateralized Loan Obligation |
COP— Certificate of Participation |
CMBX — Commercial Mortgage-Backed Index |
CVR — Contingent Value Rights |
DAC — Designated Activity Company |
EAFE — Europe, Australasia and Far East |
ESG — Environmental, Social and Governance |
ETF — Exchange-Traded Fund |
FBIL — Financial Benchmarks India Pvt. Ltd. |
FNMA — Federal National Mortgage Association |
FREMF— Freddie Mac Multi-Family |
GDR — Global Depositary Receipt |
GMAC — General Motors Acceptance Corporation |
IBEX— Spanish Stock Exchange Index |
JIBAR— Johannesburg Interbank Agreed Rate |
JSC — Joint-Stock Company |
LIBOR — London Interbank Offered Rate |
LLC — Limited Liability Company |
L.P. — Limited Partnership |
LTD — Limited |
MIBOR — Mumbai InterBank Overnight Rate |
MSCI — Morgan Stanley Capital International |
MTN — Medium Term Note |
MXN - TIIE — Mexico Interbank 28-Day Interest Rate |
NVDR — Non-Voting Depository Receipt |
OTC — Over The Counter |
PJSC — Public Joint-Stock Company |
PRIBOR— Prague Interbank Offered Rate |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
WIBOR— Warsaw Interbank Offered Rate |
|
Currency Abbreviations |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
CHF — Swiss Franc |
CLP — Chilean Peso |
CNH — Chinese Yuan Offshore |
CNY — Chinese Yuan Onshore |
COP — Colombian Peso |
CZK — Czech Koruna |
DKK — Danish Krone |
EUR — Euro |
GBP — British Pound Sterling |
HKD — Hong Kong Dollar |
HUF — Hungarian Forint |
IDR — Indonesian Rupiah |
ILS — Israeli New Sheckels |
INR — Indian Rupee |
JPY — Japanese Yen |
KRW — Korean Won |
MXN — Mexican Peso |
MYR — Malaysian Ringgit |
NOK — Norwegian Krone |
NZD — New Zealand Dollar |
PEN — Peruvian Nuevo Sol |
PHP— Philippine Peso |
PLN — Polish Zloty |
RUB — Russian Ruble |
SEK — Swedish Krona |
SGD — Singapore Dollar |
THB — Thai Baht |
TWD — Taiwan Dollar |
USD — U.S. Dollar |
ZAR — South African Rand |
|
SEI Institutional Managed Trust