0001752724-19-046819.txt : 20190528 0001752724-19-046819.hdr.sgml : 20190528 20190528155541 ACCESSION NUMBER: 0001752724-19-046819 CONFORMED SUBMISSION TYPE: NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190528 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI Insurance Products Trust CENTRAL INDEX KEY: 0001580641 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-22862 FILM NUMBER: 19857562 BUSINESS ADDRESS: STREET 1: ONE FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: (800) 342-5734 MAIL ADDRESS: STREET 1: ONE FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 0001580641 S000042061 VP DEFENSIVE STRATEGY FUND C000130652 Class III Shares SVPDX C000132369 Class II Shares SVPNX 0001580641 S000042062 VP CONSERVATIVE STRATEGY FUND C000130653 Class III Shares SVCSX C000132370 Class II Shares SVPTX 0001580641 S000042063 VP MODERATE STRATEGY FUND C000130654 Class III Shares SVPMX C000132371 Class II Shares SVPYX 0001580641 S000042064 VP MARKET PLUS STRATEGY FUND C000130655 Class III Shares SVPAX C000132372 Class II Shares SVPPX 0001580641 S000042065 VP BALANCED STRATEGY FUND C000130656 Class III Shares SVCMX C000132373 Class II Shares SVPUX 0001580641 S000042066 VP MARKET GROWTH STRATEGY FUND C000130657 Class III Shares SVPGX C000132374 Class II Shares SVPRX ACCESSION NUMBER: 0001752724-19-039473 NPORT-EX 1 sipt_nportex_yrbqbpja.htm PART F FOR VALIDATION PURPOSES ONLY - [702349.TX]

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Defensive Strategy Fund

 

 

     
Description    Shares      Market Value
($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

   

Fixed Income Funds — 55.9%

      

SEI Daily Income Trust Short Duration Government Fund,
Cl Y

      43,659          $ 448    

SEI Institutional Managed Trust Conservative Income Fund,
Cl Y

      22,319        223    

SEI Institutional Managed Trust Core Fixed Income Fund,
Cl Y

      8,089        91    

SEI Institutional Managed Trust Real Return Fund, Cl Y

      7,524        75    
     

 

 

  

Total Fixed Income Funds
(Cost $841) ($ Thousands)

         837    
     

 

 

  

Multi-Asset Funds — 30.1%

      

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      29,607        301    

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      6,953        75    

SEI Institutional Managed Trust Multi-Asset lnflation Managed Fund, Cl Y

      9,056        75    
     

 

 

  

Total Multi-Asset Funds
(Cost $442) ($ Thousands)

         451    
     

 

 

  

Equity Funds — 9.0%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      6,924        75    

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      3,579        60    
     

 

 

  

Total Equity Funds
(Cost $129) ($ Thousands)

         135    
     

 

 

  

Money Market Fund — 5.0%

      

SEI Daily Income Trust Government Fund, Cl F, 2.220%**

      74,396        74    
     

 

 

  

Total Money Market Fund
(Cost $74) ($ Thousands)

         74    
     

 

 

  

Total Investments in Securities — 100.0%
(Cost $1,486) ($ Thousands)

 

        $             1,497    
     

 

 

  

 

  

Percentages are based on Net Assets of $1,496 ($ Thousands).

 

** 

Rate shown is the 7-day effective yield as of March 31, 2019.

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019    1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Defensive Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

                Security Description                 Value at
12/31/2018		    Purchases at Cost    Proceeds from
Sales		       Realized Gain/    
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value 3/31/2019    Shares    Dividend Income    Capital Gains 
SEI Daily Income Trust Short Duration Government Fund, Cl Y    $ 478    $ 2    $ (35)   $ (1)   $ 4    $ 448    43,659    $ 2    $ —
SEI Institutional Managed Trust Conservative Income Fund, Cl Y    239    2    (18)   —   —    223    22,319    1       —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    96    1    (8)   —   2    91    8,089    1       —
SEI Institutional Managed Trust Real Return Fund, Cl Y    79    —    (5)   —   1    75    7,524    —       —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y    318    —    (26)   —   9    301    29,607    —       —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    79    1    (9)   —   4    75    6,953    1       —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    79    —    (7)   —   3    75    9,056    —       —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y    78    —    (9)   (2)   8    75    6,924    —       —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    63    —    (10)   (1)   8    60    3,579    —       —
SEI Daily Income Trust Government Fund, Cl F    80    —    (6)   —   —    74    74,396    —       —
  

 

   

 

   

 

  

 

  

 

   

 

   

 

   

 

   

 

Totals            $ 1,589            $ 6    $ (133)   $ (4)   $ 39    $ 1,497        212,106          $ 5    $ -
  

 

   

 

   

 

  

 

  

 

   

 

   

 

   

 

   

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

2    SEI Insurance Products Trust / Quarterly Report /March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Conservative Strategy Fund

 

 

     
Description    Shares      Market Value
($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Fixed Income Funds — 51.0%

      

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      185,858          $ 1,907    

SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y

      54,556        509    

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      65,544        636    

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      127,251        1,273    

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      136,121        1,524    

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      18,577        127    

SEI Institutional Managed Trust Real Return Fund, Cl Y

      51,063        509    
     

 

 

  

Total Fixed Income Funds
(Cost $6,479) ($ Thousands)

         6,485    
     

 

 

  

Multi-Asset Funds — 31.0%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      38,600        383    

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      213,340        2,165    

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      70,630        762    

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      76,788        636    
     

 

 

  

Total Multi-Asset Funds
(Cost $3,886) ($ Thousands)

         3,946    
     

 

 

  

Equity Funds — 18.1%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      129,848        1,406    

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      53,022        896    
     

 

 

  

Total Equity Funds
(Cost $2,240) ($ Thousands)

         2,302    
     

 

 

  

Total Investments in Securities — 100.1%
(Cost $12,605) ($ Thousands)

 

        $         12,733    
     

 

 

  

 

        Percentages are based on Net Assets of $12,723 ($ Thousands).

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019    1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Conservative Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

                Security Description                Value at
12/31/2018		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 3/31/2019   Shares   Dividend Income   Capital Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y   $ 1,887   $ 179   $ (171)   $ (4)   $ 16   $ 1,907   185,858   $ 10   $ —
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   503   48   (44)   —   2   509   54,556   3   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   628   39   (67)   (5)   40   636   65,544   —   —
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   1,258   121   (106)   —   —   1,273   127,251   8   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   1,513   140   (167)   (6)   44   1,524   136,121   13   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   125   11   (16)   —   7   127   18,577   2   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   503   44   (46)   (1)   9   509   51,063   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   378   23   (56)   (3)   41   383   38,600   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   2,136   173   (202)   (2)   60   2,165   213,340   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   755   58   (91)   —   40   762   70,630   8   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   627   49   (62)   (4)   27   636   76,788   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   1,383   97   (203)   (14)   143   1,406   129,848   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   878   75   (153)   (6)   102   896   53,022   —   —
 

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

Totals       $ 12,574            $ 1,057            $ (1,384)                $ (45)                $ 531             $ 12,733            1,221,197                $ 44                   $ -        
 

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

2    SEI Insurance Products Trust / Quarterly Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Moderate Strategy Fund

 

 

 

     
Description    Shares      Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.1%

 

   

Fixed Income Funds — 35.9%

     

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      93,522          $ 960    

SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y

      38,523        359    

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      74,326        721    

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      171,827        1,924    

SEI Institutional Managed Trust Real Return Fund, Cl Y

      36,229        361    
     

 

 

 

Total Fixed Income Funds
(Cost $4,321) ($ Thousands)

         4,325    
     

 

 

 

Multi-Asset Funds — 35.1%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      182,728        1,811    

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      118,728        1,205    

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      55,696        601    

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      72,635        601    
     

 

 

 

Total Multi-Asset Funds
(Cost $4,109) ($ Thousands)

         4,218    
     

 

 

 

Equity Funds — 29.1%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      167,423        1,813    

SEI Institutional Managed Trust Large Cap Value Fund, Cl Y

      21,060        482    

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      71,619        1,211    
     

 

 

 

Total Equity Funds
(Cost $3,455) ($ Thousands)

         3,506    
     

 

 

 

Total Investments in Securities — 100.1% (Cost $11,885) ($ Thousands)

           $         12,049    
     

 

 

 

Percentages are based on Net Assets of $12,036 ($ Thousands).

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019    1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Moderate Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

                Security Description                Value at
12/31/2018		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 3/31/2019   Shares   Dividend Income   Capital Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y   $ 908   $ 49   $ (3)   $ —   $ 6   $ 960   93,522   $ 5   $ —
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   340   19   (2)   —   2   359   38,523   2   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   680   13   (10)   (1)   39   721   74,326   —   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y (A)   1,817   86   (25)   (1)   47   1,924   171,827   15   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   340   15   —   —   6   361   36,229   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   1,700   9   (71)   (2)   175   1,811   182,728   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   1,133   44   (4)   —   32   1,205   118,728   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   566   15   (11)   —   31   601   55,696   6   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   560   22   (2)   —   21   601   72,635   —   —
SEI Institutional Managed Trust - Global Managed Volatility Fund Global Managed Volatility Fund, Cl Y   1,700   10   (53)   (7)   163   1,813   167,423   —   —
SEI Institutional Managed Trust Large Cap Value Fund, Cl Y   455   —   (23)   (3)   53   482   21,060   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   1,133   13   (59)   (7)   131   1,211   71,619   —   —
 

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

Totals

        $ 11,332                 $ 295                $ (263)                   $ (21)                   $ 706               $ 12,049             1,104,316              $ 28               $ -          
 

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

  

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

2    SEI Insurance Products Trust / Quarterly Report /March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Market Plus Strategy Fund

 

 

 

Description    Shares     

 

Market Value

($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.2%

 

Equity Funds — 62 .9%

 

   

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      38,710          $ 446    

SEI Institutional International Trust International Equity Fund, Cl Y

      127,263        1,336    

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      40,585        515    

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      100,182                1,348    

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      34,080        381    
     

 

 

 

Total Equity Funds
(Cost $3,659) ($ Thousands)

         4,026    
     

 

 

 

Multi-Asset Fund — 20.3%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      131,128        1,300    
     

 

 

 

Total Multi-Asset Fund
(Cost $1,266) ($ Thousands)

         1,300    
     

 

 

 

Fixed Income Funds — 17.0%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      39,086        379    

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      28,629        321    

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      56,052        384    
     

 

 

 

Total Fixed Income Funds
(Cost $1,071) ($ Thousands)

         1,084    
     

 

 

 

Total Investments in Securities — 100.2%
(Cost $5,996) ($ Thousands)

           $             6,410    
     

 

 

 

 

Percentages are based on Net Assets of $6,397 ($ Thousands).

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019

      1  

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Market Plus Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

            Security Description             

  

Value at
12/31/2018

    

Purchases at Cost

    

Proceeds from
Sales

    

Realized Gain/
(Loss)

    

Change in

Unrealized
Appreciation/
(Depreciation)

    

Value 3/31/2019

    

Shares

    

Dividend Income

    

Capital Gains

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y     $ 411           $ 6           $ (14)           $ (2)           $ 45           $ 446           38,710           $ —         $ —  
SEI Institutional International Trust International Equity Fund, CI Y     1,231           6           (28)           (3)           130           1,336           127,263           —         —  
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y     476           —           (21)           (1)           61           515           40,585           —         —  
SEI Institutional Managed Trust Large Cap Fund, Cl Y     1,255           2           (68)           (11)           170           1,348           100,182           —         —  
SEI Institutional Managed Trust Small Cap Fund, Cl Y     361           2           (33)           (8)           59           381           34,080           —         —  
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, CI Y     1,169           30           (20)           (2)           123           1,300           131,128           —         —  
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y     347           17           (5)           —           20           379           39,086           —         —  
SEI Institutional Managed Trust Core Fixed, Cl Y     290           24           (1)           —           8           321           28,629           2         —  
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y     346           21           (2)           —           19           384           56,052           6         —  
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

Totals

             $ 5,886                   $ 108                   $ (192)                   $ (27)                   $ 635                   $ 6,410                 595,715               $ 8             $ -          
 

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

2    SEI Insurance Products Trust / Quarterly Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Balanced Strategy Fund

 

 

Description    Shares     

 

Market Value

($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.2%

 

Fixed Income Funds — 35.1%

 

   

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      57,304          $ 556    

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      251,170        2,813    

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      81,837        561    
     

 

 

 

Total Fixed Income Funds
(Cost $3,915) ($ Thousands)

         3,930    
     

 

 

 

Multi-Asset Funds — 33.2%  

 

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      227,899        2,259    

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      51,913        560    

SEI Institutional Managed Trust Multi-Asset lnflation Managed Fund, Cl Y

      107,763        892    
     

 

 

 

Total Multi-Asset Funds
(Cost $3,682) ($ Thousands)

         3,711    
     

 

 

 

Equity Funds — 31.9%  

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      29,117        336    

SEI Institutional International Trust International Equity Fund, Cl Y

      105,886        1,112    

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      44,153        560    

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      91,565        1,232    

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      29,828        333    
     

 

 

 

Total Equity Funds
(Cost $3,261) ($ Thousands)

         3,573    
     

 

 

 

Total Investments in Securities — 100.2%
(Cost $10,858) ($ Thousands)

           $         11.214    
     

 

 

 

 

Percentages are based on Net Assets of $11,192 ($ Thousands).

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019    1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Balanced Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

                Security Description                    Value at
12/31/2018		   Purchases at Cost   Proceeds from
Sales		       Realized Gain/    
(Loss)		   Change in
Unrealized
    Appreciation/    
(Depreciation)		   Value 3/31/2019   Shares   Dividend Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   $ 529   $ 7   $ (9)   $ (1)   $ 30   $ 556     57,304       $ —       $ —  
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y (A)   2,655   144   (54)   (2)   70   2,813     251,170       22       —  
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   527   17   (11)   —   28   561     81,837       8       —  
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   2,123   —   (79)   (7)   222   2,259     227,899       —       —  
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   530   12   (11)   —   29   560     51,913       6       —  
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   841   35   (15)   (1)   32   892     107,763       —       —  
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   320   3   (20)   (3)   36   336     29,117       —       —  
SEI Institutional International Trust International Equity Fund, Cl Y   1,065   9   (70)   (10)   118   1,112     105,886       —       —  
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   533   2   (42)   (1)   68   560     44,153       —       —  
SEI Institutional Managed Trust Large Cap Fund, Cl Y   1,176   9   (102)   (15)   164   1,232     91,565       —       —  
SEI Institutional Managed Trust Small Cap Fund, Cl Y   321   6   (40)   (8)   54   333     29,828       —       —  
 

 

  

 

  

 

  

 

  

 

  

 

  

 

 

 

  

 

 

 

  

 

 

 

Totals

       $ 10,620           $ 244           $ (453)           $ (48)           $ 851             $ 11,214               1,078,435           $ 36       $ -  
 

 

  

 

  

 

  

 

  

 

  

 

  

 

 

 

  

 

 

 

  

 

 

 

Amounts designated as “—” are $0 or have been rounded to $0.

      

 

 

2    SEI Insurance Products Trust / Quarterly Report / March 31, 2019

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Market Growth Strategy Fund

 

     
Description    Shares      Market Value
($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.2%

 

Equity Funds — 44.1%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      53,081          $ 612    

SEI Institutional International Trust International Equity Fund, Cl Y

      218,581        2,295    

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      72,343        918    

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      182,015        2,449    

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      41,057        459    
     

 

 

  

Total Equity Funds
(Cost $6,106) ($ Thousands)

             6,733    
     

 

 

  

Multi-Asset Funds — 32.1%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      308,792        3,060    

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      56,722        612    

SEI Institutional Managed Trust Multi-Asset lnflation Managed Fund, Cl Y

      147,832        1,224    
     

 

 

  

Total Multi-Asset Funds
(Cost $4,876) ($ Thousands)

         4,896    
     

 

 

  

Fixed Income Funds — 24.0%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      78,869        765    

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      191,258        2,142    

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      111,521        765    
     

 

 

  

Total Fixed Income Funds
(Cost $3,655) ($ Thousands)

         3,672    
     

 

 

  

Total Investments in Securities — 100.2%
(Cost $14,637) ($ Thousands)

 

        $ 15,301    
     

 

 

  

 

        Percentages are based on Net Assets of $15,270 ($ Thousands).

Cl — Class

As of March 31, 2019, all of the Fund’s investments were considered level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended March 31, 2019, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2019, there were no transfers between Level 2 and Level 3 assets and liabilities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2019    1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2019

VP Market Growth Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2019 ($ Thousands):

 

                Security Description                 Value at
12/31/2018		    Purchases at Cost    Proceeds from
Sales		       Realized Gain/    
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value 3/31/2019    Shares    Dividend Income    Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y    $ 575    $ 8    $ (31)   $ (4)   $ 64    $ 612    53,081    $ —    $ —
SEI Institutional International Trust International Equity Fund, Cl Y    2,162    24    (110)   (16)   235    2,295    218,581    —    —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y    861    6    (57)   —   108    918    72,343    —    —
SEI Institutional Managed Trust Large Cap Fund, Cl Y    2,294    15    (153)   (20)   313    2,449    182,015    —    —
SEI Institutional Managed Trust Small Cap Fund, Cl Y    432    9    (43)   (8)   69    459    41,057    —    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    2,862    55    (149)   (11)   303    3,060    308,792    —    —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    571    25    (15)   —   31    612    56,722    6    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    1,136    64    (17)   (2)   43    1,224    147,832    —    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    714    35    (24)   (1)   41    765    78,869    —    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y (A)    2,002    150    (62)   (2)   54    2,142    191,258    17    —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    717    31    (21)   (1)   39    765    111,521    11    —
  

 

   

 

   

 

  

 

  

 

   

 

   

 

   

 

   

 

Totals        $ 14,326             $ 422             $ (682)            $ (65)             $ 1,300            $ 15,301           1,462,070             $ 34                $ -      
  

 

   

 

   

 

  

 

  

 

   

 

   

 

   

 

   

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

 

2    SEI Insurance Products Trust / Quarterly Report / March 31, 2019