NPORT-EX 2 SIPT_Schedule_F.htm SCHEDULE F HTML

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Defensive Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Fixed Income Funds — 56.2%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      37,027          $ 391  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      19,388        194  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      6,801        79  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      6,508        65  
     

 

 

  

Total Fixed Income Funds (Cost $715) ($ Thousands)

         729  
     

 

 

  

Multi-Asset Funds — 30.0%

      

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

      26,004        260  

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

      6,711        64  

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

      8,632        64  
     

 

 

  

Total Multi-Asset Funds (Cost $398) ($ Thousands)

                 388  
     

 

 

  

Equity Funds — 8.9%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      7,079        64  
Description    Shares     

 

Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

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

      3,675          $ 51  
     

 

 

 

Total Equity Funds (Cost $128) ($ Thousands)

         115  
     

 

 

 

Money Market Fund — 5.0%

      

SEI Daily Income Trust Government Fund,
Cl F, 0.290%**

      64,567        65  
     

 

 

 

Total Money Market Fund (Cost $65) ($ Thousands)

         65  
     

 

 

 

Total Investments in Securities — 100.1%
(Cost $1,306) ($ Thousands)

 

        $             1,297  
     

 

 

 

 

 

Percentages are based on Net Assets of $1,296 ($ Thousands).

**

The rate reported is the 7-day effective yield as of March 31, 2020.

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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.

 

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020 ($ Thousands):

 

Security Description   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
3/31/2020		   Shares   Dividend Income   Capital Gains
SEI Daily Income Trust Short Duration Government Fund, CI Y   $ 484   $ 814   $ (918)   $ 2   $ 9   $ 391   37,027   $ 2   $ —
SEI Institutional Managed Trust Conservative Income Fund, CI Y   242   410   (458)   —   —   194   19,388   1   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   97   165   (178)   (6)   1   79   6,801   1   —
SEI Institutional Managed Trust Real Return Fund, CI Y   81   136   (148)   (4)   —   65   6,508   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, CI Y   323   548   (593)   (15)   (3)   260   26,004   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, CI Y   81   144   (133)   (17)   (11)   64   6,711   1   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, CI Y   81   140   (140)   (10)   (7)   64   8,632   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, CI Y   81   157   (136)   (26)   (12)   64   7,079   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, CI Y   65   129   (109)   (21)   (13)   51   3,675   —   —
SEI Daily Income Trust Government Fund, CI F   81   137   (153)   —   —   65   64,567   —   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 1,616           $ 2,780           $ (2,966)           $ (97)           $ (36)           $ 1,297             $ 5           $ —    
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

 

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Defensive Strategy Fund (Continued)

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Conservative Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Fixed Income Funds — 51.2%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      166,725      $ 1,762  

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

      51,348        470  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      40,625        348  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      116,805        1,168  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      121,729        1,411  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      61,165        353  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      46,488        465  
           

Total Fixed Income Funds (Cost $5,965) ($ Thousands)

         5,977  
           

Multi-Asset Funds — 31.1%

      

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

      39,919        349  

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

      197,969        1,980  

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

      74,266        706  

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

      78,409        586  
           

Total Multi-Asset Funds (Cost $3,774) ($ Thousands)

         3,621  
           

Equity Funds — 17.8%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      139,721        1,271  

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

      57,995        804  
           

Total Equity Funds (Cost $2,366) ($ Thousands)

         2,075  
           

Total Investments in Securities — 100.1%
(Cost $12,105) ($ Thousands)

 

    $ 11,673  
           

 

 

 

Percentages are based on Net Assets of $11,663 ($ Thousands).

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Conservative Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020, ($ Thousands):

 

Security Description   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
3/31/2020		   Shares   Dividend Income   Capital Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y   $ 1,827   $ 199   $ (304)   $ (1)   $ 41   $ 1,762   166,725   $ 8   $ —
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   488   60   (68)   —   (10)   470   51,348   3   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   365   61   (13)   (1)   (64)   348   40,625   —   —
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   1,218   144   (194)   —   —   1,168   116,805   4   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   1,462   133   (195)   1   10   1,411   121,729   10   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   367   74   (24)   (1)   (63)   353   61,165   5   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   486   45   (63)   —   (3)   465   46,488   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   364   42   (19)   (1)   (37)   349   39,919   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   2,067   194   (242)   (5)   (34)   1,980   197,969   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   730   136   (46)   (3)   (111)   706   74,266   7   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   607   73   (29)   (2)   (63)   586   78,409   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   1,337   370   (156)   (23)   (257)   1,271   139,721   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   853   286   (118)   (19)   (198)   804   57,995   —   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 12,171           $ 1,817           $ (1,471)           $ (55)           $ (789)           $ 11,673                  $ 37           $ —    
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Moderate Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Fixed Income Funds — 36.0%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      59,487      $ 629  

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

      25,964        238  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      27,798        238  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      110,212        1,277  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      42,277        244  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      23,367        234  
     

 

 

  

Total Fixed Income Funds (Cost $2,838) ($ Thousands)

         2,860  
     

 

 

  

Multi-Asset Funds — 34.7%

      

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

      134,790        1,178  

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

      77,896        779  

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

      42,795        407  

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

      53,104        397  
     

 

 

  

Total Multi-Asset Funds (Cost $2,902) ($ Thousands)

         2,761  
     

 

 

  

Equity Funds — 29.4%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      133,357        1,213  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      29,748        323  

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

      57,980        804  
     

 

 

  

Total Equity Funds (Cost $2,678) ($ Thousands)

         2,340  
     

 

 

  

Total Investments in Securities — 100.1%
(Cost $8,418) ($ Thousands)

 

        $     7,961  
     

 

 

  

 

 

Percentages are based on Net Assets of $7,953 ($ Thousands).

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Moderate Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020 ($ Thousands):

 

Security Description   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
3/31/2020		   Shares   Dividend Income   Capital Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y   $ 888   $ 49   $ (325)   $ —   $ 17   $ 629   59,487   $ 4   $ —
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   333   20   (110)   —   (5)   238   25,964   2   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   340   23   (81)   8   (52)   238   27,798   —   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   1,777   81   (603)   19   3   1,277   110,212   11   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   340   37   (89)   (1)   (43)   244   42,277   5   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   334   16   (115)   3   (4)   234   23,367   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   1,694   55   (445)   (5)   (121)   1,178   134,790   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   1,114   49   (370)   3   (17)   779   77,896   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   563   44   (135)   7   (72)   407   42,795   4   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   561   23   (139)   (9)   (39)   397   53,104   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   1,693   165   (366)   (14)   (265)   1,213   133,357   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   454   75   (110)   (9)   (87)   323   29,748   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   1,132   140   (241)   —   (227)   804   57,980   —   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 11,223           $ 777           $ (3,129)           $ 2           $ (912)           $ 7,961             $ 26           $ —    
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Balanced Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Fixed Income Funds — 35.5%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      47,635      $ 408  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      179,489        2,080  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      72,158        417  
     

 

 

  

Total Fixed Income Funds (Cost $2,902) ($ Thousands)

         2,905  
     

 

 

  

Multi-Asset Funds — 33.2%

      

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

      187,309        1,637  

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

      43,799        417  

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

      88,565        662  
     

 

 

  

Total Multi-Asset Funds (Cost $2,971) ($ Thousands)

         2,716  
     

 

 

  

Equity Funds — 31.4%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      25,998        239  

SEI Institutional International Trust International Equity Fund, Cl Y

      94,329        808  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      35,416        402  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      81,627        887  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      28,826        239  
     

 

 

  

Total Equity Funds (Cost $2,698) ($ Thousands)

         2,575  
     

 

 

  

Total Investments in Securities — 100.1% (Cost $8,571) ($ Thousands)

 

        $     8,196  
     

 

 

  

 

Percentages are based on Net Assets of 8,190 ($ Thousands).

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Balanced Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020 ($ Thousands):

 

Security Description   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
03/31/2020		   Shares   Dividend Income   Capital Gains
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   $ 481   $ 75   $ (70)   $ (7)   $ (71)   $ 408   47,635   $ —   $ —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   2,374   318   (633)   4   17   2,080   179,489   16   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   482   65   (52)   (4)   (74)   417   72,158   7   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   1,903   167   (250)   (32)   (151)   1,637   187,309   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   481   44   (39)   (2)   (67)   417   43,799   4   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   765   82   (107)   (10)   (68)   662   88,565   —   —
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   288   73   (43)   (8)   (71)   239   25,998   —   —
SEI Institutional International Trust International Equity Fund, Cl Y   959   226   (117)   (34)   (226)   808   94,329   —   —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   479   130   (110)   (16)   (81)   402   35,416   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   1,055   351   (249)   (63)   (207)   887   81,627   —   —
SEI Institutional Managed Trust Small Cap Fund, Cl Y   288   115   (64)   (23)   (77)   239   28,826   —   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 9,555           $ 1,646           $ (1,734)           $ (195)           $ (1,076)           $ 8,196             $ 27           $ —    
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Market Growth Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Equity Funds — 43.4%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      53,176      $ 489  

SEI Institutional International Trust International Equity Fund, Cl Y

      217,035        1,860  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      65,206        741  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      182,166        1,980  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      44,231        366  
     

 

 

  

Total Equity Funds (Cost $5,775) ($ Thousands)

         5,436  
     

 

 

  

Multi-Asset Funds — 32.3%

      

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

      287,316        2,511  

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

      53,651        510  

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

      135,847        1,015  
     

 

 

  

Total Multi-Asset Funds (Cost $4,444) ($ Thousands)

         4,036  
     

 

 

  

Fixed Income Funds — 24.4%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      73,070        625  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      153,907        1,784  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      110,489        639  
     

 

 

  

Total Fixed Income Funds (Cost $3,126) ($ Thousands)

 

      3,048  
     

 

 

  

Total Investments in Securities — 100.1%
(Cost $13,345) ($ Thousands)

 

        $     12,520  
     

 

 

  

 

Percentages are based on Net Assets of $12,510 ($ Thousands).

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Market Growth Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020 ($ Thousands):

 

Security Description

   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
03/31/2020		   Shares   Dividend Income   Capital Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   $ 628   $ 88   $ (62)   $ (8)   $ (157)   $ 489   53,176   $ —   $ —
SEI Institutional International Trust International Equity Fund, Cl Y   2,349   367   (243)   (49)   (564)   1,860   217,035   —   —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   939   184   (199)   (10)   (173)   741   65,206   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   2,507   580   (487)   (123)   (497)   1,980   182,166   —   —
SEI Institutional Managed Trust Small Cap Fund, Cl Y   468   136   (82)   (33)   (123)   366   44,231   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   3,059   265   (528)   (52)   (233)   2,511   287,316   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   610   49   (63)   (3)   (83)   510   53,651   5   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   1,212   99   (175)   (22)   (99)   1,015   135,847   —   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   772   105   (130)   (11)   (111)   625   73,070   —   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   2,096   279   (610)   7   12   1,784   153,907   14   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   767   92   (99)   (10)   (111)   639   110,489   11   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 15,407           $ 2,244           $ (2,678)           $ (314)           $ (2,139)           $ 12,520             $ 30           $ —    
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Market Plus Strategy Fund

 

Description    Shares     

 

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.1%

 

Equity Funds — 62.6%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      24,180      $ 222  

SEI Institutional International Trust International Equity Fund, Cl Y

      78,940        677  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      22,589        257  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      62,122        675  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      22,988        190  
     

 

 

  

Total Equity Funds (Cost $2,090) ($ Thousands)

         2,021  
     

 

 

  

Multi-Asset Funds — 20.2%

      

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

      74,628        652  
     

 

 

  

Total Multi-Asset Funds (Cost $685) ($ Thousands)

         652  
     

 

 

  

Fixed Income Funds — 17.3%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      22,775        195  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      14,206        165  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      34,268        198  
     

 

 

  

Total Fixed Income Funds (Cost $579) ($ Thousands)

         558  
     

 

 

  

Total Investments in Securities — 100.1%
(Cost $3,354) ($ Thousands)

 

        $     3,231  
     

 

 

  

 

Percentages are based on Net Assets of $3,228 ($ Thousands).

Cl — Class

As of March 31, 2020, 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, 2020, there were no transfers in or out of Level 3.

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, 2020

   

 

1

SCHEDULE OF INVESTMENTS (Unaudited)

March 31, 2020

VP Market Plus Strategy Fund (Continued)

 

The following is a summary of the transactions with affiliates for the period ended March 31, 2020, ($ Thousands):

 

Security Description   Value at
12/31/2019		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
03/31/2020		   Shares   Dividend Income   Capital Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   $ 326   $ 36   $ (67)   $ 7   $ (80)   $ 222   24,180   $ —   $ —
SEI Institutional International Trust International Equity Fund, Cl Y   973   108   (184)   5   (225)   677   78,940   —   —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   370   52   (104)   6   (67)   257   22,589   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   973   172   (264)   (13)   (193)   675   62,122   —   —
SEI Institutional Managed Trust Small Cap Fund, Cl Y   277   61   (69)   (7)   (72)   190   22,988   —   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   914   138   (329)   (19)   (52)   652   74,628   —   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   278   46   (92)   —   (37)   195   22,775   —   —
SEI Institutional Managed Trust Core Fixed Income, Cl Y   224   38   (99)   1   1   165   14,206   1   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   276   44   (85)   (3)   (34)   198   34,268   4   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals       $ 4,611           $ 695           $ (1,293)           $ (23)           $ (759)           $ 3,231             $ 5       $ —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

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

 

 

2

   

 

SEI Insurance Products Trust / Quarterly Report / March 31, 2020