SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.2% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
80,398 |
|
|
$ |
11,231 |
|
Alphabet Inc, Cl C * |
|
|
151,220 |
|
|
|
21,312 |
|
AT&T Inc |
|
|
300,841 |
|
|
|
5,048 |
|
Comcast Corp, Cl A |
|
|
142,077 |
|
|
|
6,230 |
|
Fox Corp, Cl A |
|
|
57,265 |
|
|
|
1,699 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
54,837 |
|
|
|
3,462 |
|
Meta Platforms Inc, Cl A * |
|
|
83,490 |
|
|
|
29,552 |
|
Netflix Inc * |
|
|
9,766 |
|
|
|
4,755 |
|
Nexstar Media Group Inc, Cl A |
|
|
7,733 |
|
|
|
1,212 |
|
Paramount Global, Cl B |
|
|
29,932 |
|
|
|
443 |
|
Pinterest Inc, Cl A * |
|
|
97,364 |
|
|
|
3,606 |
|
TEGNA Inc |
|
|
84,878 |
|
|
|
1,299 |
|
T-Mobile US Inc |
|
|
67,629 |
|
|
|
10,843 |
|
Verizon Communications Inc |
|
|
167,933 |
|
|
|
6,331 |
|
Walt Disney Co/The |
|
|
174,697 |
|
|
|
15,773 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
122,796 |
|
Consumer Discretionary — 10.1% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
214,177 |
|
|
|
32,542 |
|
Autoliv Inc |
|
|
14,037 |
|
|
|
1,547 |
|
AutoNation Inc * |
|
|
8,511 |
|
|
|
1,278 |
|
AutoZone Inc * |
|
|
786 |
|
|
|
2,032 |
|
Best Buy Co Inc |
|
|
70,574 |
|
|
|
5,525 |
|
Bloomin' Brands Inc |
|
|
60,688 |
|
|
|
1,708 |
|
Booking Holdings Inc * |
|
|
694 |
|
|
|
2,462 |
|
BorgWarner Inc |
|
|
51,591 |
|
|
|
1,850 |
|
Burlington Stores Inc * |
|
|
1,711 |
|
|
|
333 |
|
Dick's Sporting Goods Inc |
|
|
35,583 |
|
|
|
5,229 |
|
Dillard's Inc, Cl A |
|
|
6,450 |
|
|
|
2,604 |
|
DR Horton Inc |
|
|
3,095 |
|
|
|
470 |
|
DraftKings Inc, Cl A * |
|
|
81,183 |
|
|
|
2,862 |
|
eBay Inc |
|
|
56,727 |
|
|
|
2,474 |
|
Foot Locker Inc, Cl A |
|
|
23,394 |
|
|
|
729 |
|
Ford Motor Co |
|
|
65,375 |
|
|
|
797 |
|
General Motors Co |
|
|
158,336 |
|
|
|
5,687 |
|
Goodyear Tire & Rubber Co/The * |
|
|
25,796 |
|
|
|
369 |
|
Harley-Davidson Inc, Cl A |
|
|
49,267 |
|
|
|
1,815 |
|
Home Depot Inc/The |
|
|
18,229 |
|
|
|
6,317 |
|
Kohl's Corp |
|
|
24,781 |
|
|
|
711 |
|
Lennar Corp, Cl A |
|
|
27,226 |
|
|
|
4,058 |
|
Lithia Motors Inc, Cl A |
|
|
10,129 |
|
|
|
3,335 |
|
Lowe's Cos Inc |
|
|
42,339 |
|
|
|
9,423 |
|
Magna International Inc, Cl A |
|
|
37,765 |
|
|
|
2,231 |
|
MercadoLibre Inc * |
|
|
3,518 |
|
|
|
5,529 |
|
MGM Resorts International |
|
|
97,517 |
|
|
|
4,357 |
|
Mobileye Global Inc, Cl A * |
|
|
30,063 |
|
|
|
1,302 |
|
NIKE Inc, Cl B |
|
|
122,430 |
|
|
|
13,292 |
|
O'Reilly Automotive Inc * |
|
|
1,966 |
|
|
|
1,868 |
|
Penske Automotive Group Inc, Cl A |
|
|
6,728 |
|
|
|
1,080 |
|
Phinia Inc |
|
|
12,286 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PulteGroup Inc |
|
|
93,106 |
|
|
$ |
9,610 |
|
PVH Corp |
|
|
11,442 |
|
|
|
1,397 |
|
Ross Stores Inc |
|
|
75,179 |
|
|
|
10,404 |
|
Service Corp International/US |
|
|
51,314 |
|
|
|
3,512 |
|
Starbucks Corp |
|
|
68,069 |
|
|
|
6,535 |
|
Tesla Inc * |
|
|
18,347 |
|
|
|
4,559 |
|
Wayfair Inc, Cl A * |
|
|
12,842 |
|
|
|
792 |
|
Whirlpool Corp |
|
|
27,260 |
|
|
|
3,320 |
|
Williams-Sonoma Inc |
|
|
23,875 |
|
|
|
4,818 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
171,135 |
|
Consumer Staples — 6.1% |
|
|
|
|
Altria Group Inc |
|
|
46,068 |
|
|
|
1,858 |
|
Archer-Daniels-Midland Co |
|
|
20,067 |
|
|
|
1,449 |
|
Coca-Cola Co/The |
|
|
146,094 |
|
|
|
8,609 |
|
Conagra Brands Inc |
|
|
263,174 |
|
|
|
7,543 |
|
Dollar General Corp |
|
|
52,182 |
|
|
|
7,094 |
|
Ingredion Inc |
|
|
68,921 |
|
|
|
7,480 |
|
Kenvue Inc |
|
|
169,037 |
|
|
|
3,639 |
|
Kraft Heinz Co/The |
|
|
9,187 |
|
|
|
340 |
|
Kroger Co/The |
|
|
264,231 |
|
|
|
12,078 |
|
Molson Coors Beverage Co, Cl B |
|
|
32,131 |
|
|
|
1,967 |
|
Mondelez International Inc, Cl A |
|
|
100,859 |
|
|
|
7,305 |
|
PepsiCo Inc |
|
|
62,828 |
|
|
|
10,671 |
|
Philip Morris International Inc |
|
|
105,097 |
|
|
|
9,888 |
|
Sysco Corp, Cl A |
|
|
145,077 |
|
|
|
10,609 |
|
Target Corp, Cl A |
|
|
37,098 |
|
|
|
5,284 |
|
Tyson Foods Inc, Cl A |
|
|
105,363 |
|
|
|
5,663 |
|
Walgreens Boots Alliance Inc |
|
|
38,987 |
|
|
|
1,018 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,495 |
|
Energy — 3.9% |
|
|
|
|
BP PLC ADR |
|
|
131,377 |
|
|
|
4,651 |
|
Canadian Natural Resources Ltd |
|
|
85,252 |
|
|
|
5,586 |
|
Chesapeake Energy Corp |
|
|
34,603 |
|
|
|
2,662 |
|
Chevron Corp |
|
|
74,721 |
|
|
|
11,145 |
|
ConocoPhillips |
|
|
81,177 |
|
|
|
9,422 |
|
Devon Energy Corp |
|
|
66,117 |
|
|
|
2,995 |
|
EOG Resources Inc |
|
|
75,896 |
|
|
|
9,180 |
|
Exxon Mobil Corp |
|
|
16,215 |
|
|
|
1,621 |
|
HF Sinclair Corp |
|
|
31,760 |
|
|
|
1,765 |
|
Marathon Oil Corp |
|
|
12,387 |
|
|
|
299 |
|
Marathon Petroleum Corp |
|
|
29,810 |
|
|
|
4,423 |
|
Phillips 66 |
|
|
23,171 |
|
|
|
3,085 |
|
Schlumberger NV, Cl A |
|
|
66,457 |
|
|
|
3,459 |
|
Scorpio Tankers Inc |
|
|
10,444 |
|
|
|
635 |
|
Shell PLC ADR |
|
|
30,942 |
|
|
|
2,036 |
|
Valero Energy Corp |
|
|
27,947 |
|
|
|
3,633 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
66,597 |
|
Financials — 13.3% |
|
|
|
|
Aflac Inc |
|
|
79,758 |
|
|
|
6,580 |
|
Allstate Corp/The |
|
|
55,820 |
|
|
|
7,814 |
|
American Financial Group Inc/OH |
|
|
10,346 |
|
|
|
1,230 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ameriprise Financial Inc |
|
|
15,882 |
|
|
$ |
6,032 |
|
Apollo Global Management Inc |
|
|
3,670 |
|
|
|
342 |
|
Ares Management Corp, Cl A |
|
|
3,156 |
|
|
|
375 |
|
Bank of America Corp |
|
|
293,373 |
|
|
|
9,878 |
|
Bank of New York Mellon Corp/The |
|
|
19,244 |
|
|
|
1,002 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
45,129 |
|
|
|
16,096 |
|
Capital One Financial Corp |
|
|
33,366 |
|
|
|
4,375 |
|
Charles Schwab Corp/The |
|
|
60,560 |
|
|
|
4,166 |
|
Citigroup Inc |
|
|
189,883 |
|
|
|
9,768 |
|
Citizens Financial Group Inc |
|
|
9,142 |
|
|
|
303 |
|
CME Group Inc, Cl A |
|
|
7,554 |
|
|
|
1,591 |
|
Discover Financial Services |
|
|
33,010 |
|
|
|
3,710 |
|
Everest Group Ltd |
|
|
1,843 |
|
|
|
652 |
|
Fifth Third Bancorp |
|
|
115,704 |
|
|
|
3,991 |
|
First Horizon Corp |
|
|
28,626 |
|
|
|
405 |
|
Fiserv Inc, Cl A * |
|
|
2,472 |
|
|
|
328 |
|
Global Payments Inc |
|
|
109,121 |
|
|
|
13,858 |
|
Goldman Sachs Group Inc/The |
|
|
996 |
|
|
|
384 |
|
Hartford Financial Services Group Inc/The |
|
|
69,124 |
|
|
|
5,556 |
|
JPMorgan Chase & Co |
|
|
79,023 |
|
|
|
13,442 |
|
KeyCorp |
|
|
173,602 |
|
|
|
2,500 |
|
Marsh & McLennan Cos Inc |
|
|
40,087 |
|
|
|
7,595 |
|
Mastercard Inc, Cl A |
|
|
1,653 |
|
|
|
705 |
|
MGIC Investment Corp |
|
|
17,844 |
|
|
|
344 |
|
Moody's Corp |
|
|
24,922 |
|
|
|
9,733 |
|
Morgan Stanley |
|
|
11,750 |
|
|
|
1,096 |
|
New York Community Bancorp Inc |
|
|
259,581 |
|
|
|
2,655 |
|
Progressive Corp/The |
|
|
48,756 |
|
|
|
7,766 |
|
Radian Group Inc |
|
|
16,498 |
|
|
|
471 |
|
Raymond James Financial Inc |
|
|
16,825 |
|
|
|
1,876 |
|
Regions Financial Corp |
|
|
212,723 |
|
|
|
4,123 |
|
S&P Global Inc |
|
|
16,995 |
|
|
|
7,487 |
|
Starwood Property Trust Inc ‡ |
|
|
32,387 |
|
|
|
681 |
|
State Street Corp |
|
|
122,316 |
|
|
|
9,475 |
|
Synchrony Financial |
|
|
77,838 |
|
|
|
2,973 |
|
Unum Group |
|
|
6,781 |
|
|
|
307 |
|
US Bancorp |
|
|
241,322 |
|
|
|
10,444 |
|
Visa Inc, Cl A |
|
|
95,219 |
|
|
|
24,790 |
|
Voya Financial Inc |
|
|
6,196 |
|
|
|
452 |
|
Wells Fargo & Co |
|
|
115,137 |
|
|
|
5,667 |
|
Willis Towers Watson PLC |
|
|
48,312 |
|
|
|
11,653 |
|
Zions Bancorp NA |
|
|
23,944 |
|
|
|
1,050 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
225,721 |
|
Health Care — 14.7% |
|
|
|
|
Abbott Laboratories |
|
|
18,131 |
|
|
|
1,996 |
|
AbbVie Inc |
|
|
31,042 |
|
|
|
4,811 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
42,992 |
|
|
|
3,343 |
|
Amgen Inc, Cl A |
|
|
38,169 |
|
|
|
10,994 |
|
AstraZeneca PLC ADR |
|
|
55,136 |
|
|
|
3,713 |
|
Baxter International Inc |
|
|
112,272 |
|
|
|
4,341 |
|
Boston Scientific Corp * |
|
|
59,857 |
|
|
|
3,460 |
|
Bristol-Myers Squibb Co |
|
|
155,447 |
|
|
|
7,976 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cardinal Health Inc |
|
|
34,293 |
|
|
$ |
3,457 |
|
Cencora Inc, Cl A |
|
|
41,474 |
|
|
|
8,518 |
|
Centene Corp * |
|
|
5,276 |
|
|
|
392 |
|
Cigna Group/The |
|
|
3,135 |
|
|
|
939 |
|
CVS Health Corp |
|
|
187,434 |
|
|
|
14,800 |
|
Danaher Corp, Cl A |
|
|
42,146 |
|
|
|
9,750 |
|
DaVita Inc * |
|
|
4,103 |
|
|
|
430 |
|
DENTSPLY SIRONA Inc |
|
|
124,353 |
|
|
|
4,426 |
|
Eli Lilly & Co |
|
|
14,301 |
|
|
|
8,336 |
|
Exelixis Inc * |
|
|
97,735 |
|
|
|
2,345 |
|
Gilead Sciences Inc |
|
|
63,484 |
|
|
|
5,143 |
|
GSK PLC ADR |
|
|
83,573 |
|
|
|
3,097 |
|
HCA Healthcare Inc |
|
|
11,463 |
|
|
|
3,103 |
|
Humana Inc |
|
|
18,782 |
|
|
|
8,599 |
|
Jazz Pharmaceuticals PLC * |
|
|
31,805 |
|
|
|
3,912 |
|
Johnson & Johnson |
|
|
191,313 |
|
|
|
29,986 |
|
Koninklijke Philips NV * |
|
|
120,977 |
|
|
|
2,822 |
|
Lantheus Holdings Inc * |
|
|
18,107 |
|
|
|
1,123 |
|
McKesson Corp |
|
|
24,277 |
|
|
|
11,240 |
|
Medtronic PLC |
|
|
79,267 |
|
|
|
6,530 |
|
Merck & Co Inc |
|
|
94,491 |
|
|
|
10,301 |
|
Mettler-Toledo International Inc * |
|
|
10,186 |
|
|
|
12,355 |
|
Natera Inc * |
|
|
93,476 |
|
|
|
5,855 |
|
Nuvalent Inc, Cl A * |
|
|
7,937 |
|
|
|
584 |
|
Organon & Co |
|
|
32,675 |
|
|
|
471 |
|
Perrigo Co PLC |
|
|
82,579 |
|
|
|
2,657 |
|
Pfizer Inc |
|
|
237,127 |
|
|
|
6,827 |
|
QuidelOrtho Corp * |
|
|
19,772 |
|
|
|
1,457 |
|
Regeneron Pharmaceuticals Inc * |
|
|
522 |
|
|
|
459 |
|
Revvity Inc |
|
|
39,769 |
|
|
|
4,347 |
|
Stryker Corp |
|
|
1,146 |
|
|
|
343 |
|
Thermo Fisher Scientific Inc |
|
|
11,614 |
|
|
|
6,165 |
|
TransMedics Group Inc * |
|
|
41,250 |
|
|
|
3,256 |
|
UnitedHealth Group Inc |
|
|
25,542 |
|
|
|
13,447 |
|
Vaxcyte Inc * |
|
|
30,213 |
|
|
|
1,897 |
|
Vertex Pharmaceuticals Inc * |
|
|
18,163 |
|
|
|
7,390 |
|
Viatris Inc, Cl W |
|
|
49,717 |
|
|
|
538 |
|
Zimmer Biomet Holdings Inc |
|
|
9,559 |
|
|
|
1,163 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
249,094 |
|
Industrials — 12.3% |
|
|
|
|
AerCap Holdings NV * |
|
|
62,810 |
|
|
|
4,668 |
|
AGCO Corp |
|
|
28,514 |
|
|
|
3,462 |
|
Alaska Air Group Inc * |
|
|
80,294 |
|
|
|
3,137 |
|
Allison Transmission Holdings Inc |
|
|
37,699 |
|
|
|
2,192 |
|
American Airlines Group Inc * |
|
|
127,347 |
|
|
|
1,750 |
|
Caterpillar Inc, Cl A |
|
|
1,327 |
|
|
|
392 |
|
Chart Industries Inc * |
|
|
17,823 |
|
|
|
2,430 |
|
CNH Industrial NV |
|
|
22,669 |
|
|
|
276 |
|
Cummins Inc |
|
|
24,677 |
|
|
|
5,912 |
|
Deere & Co |
|
|
1,300 |
|
|
|
520 |
|
Delta Air Lines Inc, Cl A |
|
|
89,962 |
|
|
|
3,619 |
|
Eaton Corp PLC |
|
|
19,667 |
|
|
|
4,736 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Equifax Inc |
|
|
27,388 |
|
|
$ |
6,773 |
|
FedEx Corp |
|
|
50,244 |
|
|
|
12,710 |
|
Fortive Corp |
|
|
174,964 |
|
|
|
12,883 |
|
GFL Environmental Inc |
|
|
216,540 |
|
|
|
7,473 |
|
GXO Logistics Inc * |
|
|
198,654 |
|
|
|
12,150 |
|
HEICO Corp |
|
|
28,245 |
|
|
|
5,052 |
|
Honeywell International Inc |
|
|
75,534 |
|
|
|
15,840 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
10,975 |
|
|
|
2,850 |
|
IDEX Corp |
|
|
17,250 |
|
|
|
3,745 |
|
Jacobs Solutions Inc |
|
|
29,315 |
|
|
|
3,805 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
101,784 |
|
|
|
5,868 |
|
L3Harris Technologies Inc |
|
|
20,797 |
|
|
|
4,380 |
|
Lockheed Martin Corp |
|
|
7,087 |
|
|
|
3,212 |
|
ManpowerGroup Inc |
|
|
43,604 |
|
|
|
3,465 |
|
Owens Corning |
|
|
34,317 |
|
|
|
5,087 |
|
Parker-Hannifin Corp, Cl A |
|
|
3,719 |
|
|
|
1,713 |
|
Ryder System Inc |
|
|
14,973 |
|
|
|
1,723 |
|
Snap-on Inc |
|
|
9,818 |
|
|
|
2,836 |
|
Textron Inc |
|
|
56,360 |
|
|
|
4,532 |
|
Timken Co/The |
|
|
61,063 |
|
|
|
4,894 |
|
Trane Technologies PLC |
|
|
1,441 |
|
|
|
351 |
|
TransDigm Group Inc |
|
|
19,383 |
|
|
|
19,608 |
|
Uber Technologies Inc * |
|
|
19,810 |
|
|
|
1,220 |
|
United Airlines Holdings Inc * |
|
|
17,000 |
|
|
|
701 |
|
United Parcel Service Inc, Cl B |
|
|
47,878 |
|
|
|
7,528 |
|
Veralto Corp |
|
|
46,705 |
|
|
|
3,842 |
|
Vertiv Holdings Co, Cl A |
|
|
92,099 |
|
|
|
4,424 |
|
Westinghouse Air Brake Technologies Corp |
|
|
14,105 |
|
|
|
1,790 |
|
WW Grainger Inc |
|
|
15,241 |
|
|
|
12,630 |
|
Xylem Inc/NY |
|
|
16,098 |
|
|
|
1,841 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
208,020 |
|
Information Technology — 23.8% |
|
|
|
|
Adobe Inc * |
|
|
38,470 |
|
|
|
22,951 |
|
Advanced Micro Devices Inc * |
|
|
35,644 |
|
|
|
5,254 |
|
Amdocs Ltd |
|
|
51,821 |
|
|
|
4,554 |
|
Amkor Technology Inc |
|
|
51,908 |
|
|
|
1,727 |
|
Amphenol Corp, Cl A |
|
|
108,662 |
|
|
|
10,772 |
|
Analog Devices Inc |
|
|
24,464 |
|
|
|
4,858 |
|
Apple Inc |
|
|
293,888 |
|
|
|
56,582 |
|
Applied Materials Inc |
|
|
39,027 |
|
|
|
6,325 |
|
Arista Networks Inc * |
|
|
5,180 |
|
|
|
1,220 |
|
Arrow Electronics Inc, Cl A * |
|
|
20,514 |
|
|
|
2,508 |
|
Broadcom Inc |
|
|
8,295 |
|
|
|
9,259 |
|
Cadence Design Systems Inc * |
|
|
37,458 |
|
|
|
10,202 |
|
Cirrus Logic Inc * |
|
|
12,623 |
|
|
|
1,050 |
|
Cisco Systems Inc |
|
|
151,519 |
|
|
|
7,655 |
|
Dell Technologies Inc, Cl C |
|
|
41,474 |
|
|
|
3,173 |
|
DXC Technology Co * |
|
|
63,528 |
|
|
|
1,453 |
|
Flex Ltd * |
|
|
73,140 |
|
|
|
2,228 |
|
Hewlett Packard Enterprise Co |
|
|
249,894 |
|
|
|
4,243 |
|
HP Inc |
|
|
124,604 |
|
|
|
3,749 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Intel Corp |
|
|
170,074 |
|
|
$ |
8,546 |
|
International Business Machines Corp |
|
|
24,273 |
|
|
|
3,970 |
|
Intuit Inc |
|
|
20,136 |
|
|
|
12,586 |
|
Jabil Inc |
|
|
59,664 |
|
|
|
7,601 |
|
Manhattan Associates Inc * |
|
|
6,233 |
|
|
|
1,342 |
|
Marvell Technology Inc |
|
|
183,135 |
|
|
|
11,045 |
|
Microchip Technology Inc |
|
|
205,053 |
|
|
|
18,492 |
|
Micron Technology Inc |
|
|
43,307 |
|
|
|
3,696 |
|
Microsoft Corp |
|
|
192,560 |
|
|
|
72,410 |
|
MongoDB Inc, Cl A * |
|
|
5,680 |
|
|
|
2,322 |
|
NVIDIA Corp |
|
|
54,262 |
|
|
|
26,872 |
|
Oracle Corp, Cl B |
|
|
85,325 |
|
|
|
8,996 |
|
QUALCOMM Inc |
|
|
86,148 |
|
|
|
12,460 |
|
Roper Technologies Inc |
|
|
19,180 |
|
|
|
10,456 |
|
Salesforce Inc * |
|
|
42,943 |
|
|
|
11,300 |
|
SAP SE ADR |
|
|
63,923 |
|
|
|
9,882 |
|
ServiceNow Inc * |
|
|
5,415 |
|
|
|
3,826 |
|
Skyworks Solutions Inc |
|
|
3,042 |
|
|
|
342 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
10,858 |
|
|
|
1,129 |
|
Teradyne Inc |
|
|
71,961 |
|
|
|
7,809 |
|
Vishay Intertechnology Inc |
|
|
115,899 |
|
|
|
2,778 |
|
Vontier Corp |
|
|
174,318 |
|
|
|
6,023 |
|
Xerox Holdings Corp |
|
|
26,315 |
|
|
|
482 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
404,128 |
|
Materials — 3.6% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
30,282 |
|
|
|
8,291 |
|
Avery Dennison Corp |
|
|
14,381 |
|
|
|
2,907 |
|
Berry Global Group Inc |
|
|
31,426 |
|
|
|
2,118 |
|
Crown Holdings Inc |
|
|
63,953 |
|
|
|
5,889 |
|
Eastman Chemical Co |
|
|
73,135 |
|
|
|
6,569 |
|
FMC Corp |
|
|
35,104 |
|
|
|
2,213 |
|
Freeport-McMoRan Inc, Cl B |
|
|
71,931 |
|
|
|
3,062 |
|
Graphic Packaging Holding Co |
|
|
13,677 |
|
|
|
337 |
|
Huntsman Corp |
|
|
22,594 |
|
|
|
568 |
|
Linde PLC |
|
|
27,030 |
|
|
|
11,102 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,410 |
|
|
|
324 |
|
Martin Marietta Materials Inc, Cl A |
|
|
4,861 |
|
|
|
2,425 |
|
Mosaic Co/The |
|
|
15,728 |
|
|
|
562 |
|
Newmont Corp |
|
|
67,378 |
|
|
|
2,789 |
|
O-I Glass Inc, Cl I * |
|
|
44,115 |
|
|
|
723 |
|
Reliance Steel & Aluminum Co |
|
|
8,194 |
|
|
|
2,292 |
|
Sherwin-Williams Co/The, Cl A |
|
|
10,212 |
|
|
|
3,185 |
|
Steel Dynamics Inc |
|
|
9,490 |
|
|
|
1,121 |
|
Sylvamo Corp |
|
|
40,871 |
|
|
|
2,007 |
|
Vulcan Materials Co |
|
|
10,672 |
|
|
|
2,423 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
60,907 |
|
Real Estate — 1.5% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
55,725 |
|
|
|
12,030 |
|
Crown Castle Inc ‡ |
|
|
64,264 |
|
|
|
7,402 |
|
Howard Hughes Holdings Inc * |
|
|
35,813 |
|
|
|
3,064 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Omega Healthcare Investors Inc ‡ |
|
|
57,992 |
|
|
$ |
1,778 |
|
Sabra Health Care REIT Inc ‡ |
|
|
73,150 |
|
|
|
1,044 |
|
Service Properties Trust ‡ |
|
|
77,388 |
|
|
|
661 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,979 |
|
Utilities — 2.4% |
|
|
|
|
CMS Energy Corp |
|
|
57,030 |
|
|
|
3,312 |
|
Edison International |
|
|
104,559 |
|
|
|
7,475 |
|
FirstEnergy Corp |
|
|
180,214 |
|
|
|
6,606 |
|
NRG Energy Inc |
|
|
163,518 |
|
|
|
8,454 |
|
PPL Corp |
|
|
319,532 |
|
|
|
8,659 |
|
UGI Corp |
|
|
103,502 |
|
|
|
2,546 |
|
Vistra Corp |
|
|
94,721 |
|
|
|
3,649 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,701 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,029,707) ($ Thousands) |
|
|
|
|
|
|
1,677,573 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
16,762,393 |
|
|
|
16,762 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $16,762) ($ Thousands) |
|
|
|
|
|
|
16,762 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.9% |
|
|
|
|
|
|
|
|
(Cost $1,046,469) ($ Thousands) |
|
$ |
1,694,335 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
33 |
|
|
|
Mar-2024 |
|
|
$ |
7,917 |
|
|
$ |
7,953 |
|
|
$ |
36 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
10 |
|
|
|
Mar-2024 |
|
|
|
2,812 |
|
|
|
2,809 |
|
|
|
(3 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
10,729 |
|
|
$ |
10,762 |
|
|
$ |
33 |
|
|
Percentages are based on Net Assets of $1,695,653 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Fund (Concluded)
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund |
|
$ |
— |
|
|
$ |
2,257 |
|
|
$ |
(2,256 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
19,610 |
|
|
|
101,508 |
|
|
|
(104,356 |
) |
|
|
— |
|
|
|
— |
|
|
|
16,762 |
|
|
|
182 |
|
|
|
— |
|
Totals |
|
$ |
19,610 |
|
|
$ |
103,765 |
|
|
$ |
(106,612 |
) |
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
16,762 |
|
|
$ |
183 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Value Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.1% |
|
|
|
|
AT&T Inc |
|
|
1,366,319 |
|
|
$ |
22,927 |
|
BCE Inc |
|
|
272,263 |
|
|
|
10,722 |
|
Comcast Corp, Cl A |
|
|
520,916 |
|
|
|
22,842 |
|
Fox Corp, Cl A |
|
|
127,329 |
|
|
|
3,778 |
|
Meta Platforms Inc, Cl A * |
|
|
18,467 |
|
|
|
6,537 |
|
Nexstar Media Group Inc, Cl A |
|
|
9,818 |
|
|
|
1,539 |
|
Omnicom Group Inc |
|
|
3,178 |
|
|
|
275 |
|
Paramount Global, Cl B |
|
|
56,061 |
|
|
|
829 |
|
TEGNA Inc |
|
|
94,393 |
|
|
|
1,444 |
|
T-Mobile US Inc |
|
|
65,221 |
|
|
|
10,457 |
|
Verizon Communications Inc |
|
|
167,004 |
|
|
|
6,296 |
|
Walt Disney Co/The |
|
|
52,590 |
|
|
|
4,748 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
92,394 |
|
Consumer Discretionary — 6.2% |
|
|
|
|
Autoliv Inc |
|
|
18,618 |
|
|
|
2,052 |
|
AutoNation Inc * |
|
|
12,701 |
|
|
|
1,907 |
|
Bloomin' Brands Inc |
|
|
59,825 |
|
|
|
1,684 |
|
BorgWarner Inc |
|
|
26,812 |
|
|
|
961 |
|
Dick's Sporting Goods Inc |
|
|
15,338 |
|
|
|
2,254 |
|
Dillard's Inc, Cl A |
|
|
7,538 |
|
|
|
3,043 |
|
eBay Inc |
|
|
38,550 |
|
|
|
1,682 |
|
Expedia Group Inc * |
|
|
6,755 |
|
|
|
1,025 |
|
Foot Locker Inc, Cl A |
|
|
31,098 |
|
|
|
969 |
|
Ford Motor Co |
|
|
185,547 |
|
|
|
2,262 |
|
General Motors Co |
|
|
324,382 |
|
|
|
11,652 |
|
Genuine Parts Co |
|
|
99,725 |
|
|
|
13,812 |
|
Goodyear Tire & Rubber Co/The * |
|
|
141,512 |
|
|
|
2,026 |
|
Harley-Davidson Inc, Cl A |
|
|
31,143 |
|
|
|
1,147 |
|
Kohl's Corp |
|
|
23,092 |
|
|
|
662 |
|
Lennar Corp, Cl A |
|
|
33,607 |
|
|
|
5,009 |
|
Lithia Motors Inc, Cl A |
|
|
9,350 |
|
|
|
3,079 |
|
Lowe's Cos Inc |
|
|
49,572 |
|
|
|
11,032 |
|
Magna International Inc, Cl A |
|
|
18,453 |
|
|
|
1,090 |
|
Penske Automotive Group Inc, Cl A |
|
|
13,566 |
|
|
|
2,177 |
|
PulteGroup Inc |
|
|
58,486 |
|
|
|
6,037 |
|
PVH Corp |
|
|
13,197 |
|
|
|
1,612 |
|
Whirlpool Corp |
|
|
3,533 |
|
|
|
430 |
|
Williams-Sonoma Inc |
|
|
12,746 |
|
|
|
2,572 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
80,176 |
|
Consumer Staples — 9.3% |
|
|
|
|
Altria Group Inc |
|
|
213,204 |
|
|
|
8,601 |
|
Archer-Daniels-Midland Co |
|
|
84,259 |
|
|
|
6,085 |
|
Bunge Global |
|
|
35,657 |
|
|
|
3,600 |
|
Conagra Brands Inc |
|
|
183,730 |
|
|
|
5,266 |
|
Diageo PLC ADR |
|
|
43,307 |
|
|
|
6,308 |
|
Ingredion Inc |
|
|
66,652 |
|
|
|
7,234 |
|
Kenvue Inc |
|
|
495,721 |
|
|
|
10,673 |
|
Kraft Heinz Co/The |
|
|
56,221 |
|
|
|
2,079 |
|
Kroger Co/The |
|
|
371,657 |
|
|
|
16,988 |
|
Molson Coors Beverage Co, Cl B |
|
|
104,071 |
|
|
|
6,370 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Philip Morris International Inc |
|
|
156,341 |
|
|
$ |
14,708 |
|
Target Corp, Cl A |
|
|
94,360 |
|
|
|
13,439 |
|
Tyson Foods Inc, Cl A |
|
|
132,826 |
|
|
|
7,139 |
|
Unilever PLC ADR |
|
|
176,365 |
|
|
|
8,550 |
|
Walgreens Boots Alliance Inc |
|
|
134,840 |
|
|
|
3,521 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
120,561 |
|
Energy — 8.1% |
|
|
|
|
APA Corp |
|
|
43,909 |
|
|
|
1,575 |
|
BP PLC ADR |
|
|
141,358 |
|
|
|
5,004 |
|
Canadian Natural Resources Ltd |
|
|
37,000 |
|
|
|
2,424 |
|
Chevron Corp |
|
|
138,047 |
|
|
|
20,591 |
|
ConocoPhillips |
|
|
173,786 |
|
|
|
20,171 |
|
Devon Energy Corp |
|
|
77,435 |
|
|
|
3,508 |
|
Exxon Mobil Corp |
|
|
260,891 |
|
|
|
26,084 |
|
HF Sinclair Corp |
|
|
28,302 |
|
|
|
1,573 |
|
Marathon Oil Corp |
|
|
99,657 |
|
|
|
2,408 |
|
Marathon Petroleum Corp |
|
|
46,079 |
|
|
|
6,836 |
|
Phillips 66 |
|
|
41,686 |
|
|
|
5,550 |
|
Shell PLC ADR |
|
|
61,589 |
|
|
|
4,053 |
|
Valero Energy Corp |
|
|
37,396 |
|
|
|
4,862 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
104,639 |
|
Financials — 20.2% |
|
|
|
|
Aflac Inc |
|
|
69,533 |
|
|
|
5,736 |
|
Allstate Corp/The |
|
|
20,703 |
|
|
|
2,898 |
|
Ally Financial Inc |
|
|
31,400 |
|
|
|
1,096 |
|
American Financial Group Inc/OH |
|
|
20,349 |
|
|
|
2,419 |
|
American International Group Inc |
|
|
29,934 |
|
|
|
2,028 |
|
Ameriprise Financial Inc |
|
|
11,345 |
|
|
|
4,309 |
|
Bank of America Corp |
|
|
566,703 |
|
|
|
19,081 |
|
Bank of New York Mellon Corp/The |
|
|
191,211 |
|
|
|
9,953 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
32,743 |
|
|
|
11,678 |
|
Capital One Financial Corp |
|
|
36,143 |
|
|
|
4,739 |
|
Charles Schwab Corp/The |
|
|
43,038 |
|
|
|
2,961 |
|
Chubb Ltd |
|
|
76,725 |
|
|
|
17,340 |
|
Citigroup Inc |
|
|
544,061 |
|
|
|
27,986 |
|
Citizens Financial Group Inc |
|
|
94,679 |
|
|
|
3,138 |
|
Discover Financial Services |
|
|
33,902 |
|
|
|
3,811 |
|
East West Bancorp Inc |
|
|
9,104 |
|
|
|
655 |
|
Everest Group Ltd |
|
|
2,947 |
|
|
|
1,042 |
|
Fifth Third Bancorp |
|
|
113,014 |
|
|
|
3,898 |
|
First Horizon Corp |
|
|
60,211 |
|
|
|
853 |
|
Global Payments Inc |
|
|
46,481 |
|
|
|
5,903 |
|
Goldman Sachs Group Inc/The |
|
|
6,045 |
|
|
|
2,332 |
|
Hartford Financial Services Group Inc/The |
|
|
40,505 |
|
|
|
3,256 |
|
JPMorgan Chase & Co |
|
|
155,119 |
|
|
|
26,386 |
|
Lincoln National Corp |
|
|
31,513 |
|
|
|
850 |
|
M&T Bank Corp |
|
|
1,891 |
|
|
|
259 |
|
MetLife Inc |
|
|
85,353 |
|
|
|
5,644 |
|
MGIC Investment Corp |
|
|
66,072 |
|
|
|
1,274 |
|
Morgan Stanley |
|
|
162,244 |
|
|
|
15,129 |
|
New York Community Bancorp Inc |
|
|
432,286 |
|
|
|
4,422 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Principal Financial Group Inc, Cl A |
|
|
6,205 |
|
|
$ |
488 |
|
Prudential Financial Inc |
|
|
29,769 |
|
|
|
3,087 |
|
Radian Group Inc |
|
|
78,204 |
|
|
|
2,233 |
|
Regions Financial Corp |
|
|
201,984 |
|
|
|
3,914 |
|
State Street Corp |
|
|
47,517 |
|
|
|
3,681 |
|
Stifel Financial Corp |
|
|
5,543 |
|
|
|
383 |
|
Synchrony Financial |
|
|
153,808 |
|
|
|
5,874 |
|
T Rowe Price Group Inc |
|
|
15,296 |
|
|
|
1,647 |
|
Travelers Cos Inc/The |
|
|
48,773 |
|
|
|
9,291 |
|
Truist Financial Corp |
|
|
211,571 |
|
|
|
7,811 |
|
Unum Group |
|
|
62,598 |
|
|
|
2,831 |
|
Voya Financial Inc |
|
|
74,693 |
|
|
|
5,450 |
|
Wells Fargo & Co |
|
|
340,388 |
|
|
|
16,754 |
|
Willis Towers Watson PLC |
|
|
16,379 |
|
|
|
3,951 |
|
Zions Bancorp NA |
|
|
61,404 |
|
|
|
2,694 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
261,165 |
|
Health Care — 14.9% |
|
|
|
|
Amgen Inc, Cl A |
|
|
16,227 |
|
|
|
4,674 |
|
AstraZeneca PLC ADR |
|
|
28,205 |
|
|
|
1,900 |
|
Baxter International Inc |
|
|
62,167 |
|
|
|
2,403 |
|
Bristol-Myers Squibb Co |
|
|
188,780 |
|
|
|
9,686 |
|
Cardinal Health Inc |
|
|
67,710 |
|
|
|
6,825 |
|
Centene Corp * |
|
|
74,171 |
|
|
|
5,504 |
|
Cigna Group/The |
|
|
18,672 |
|
|
|
5,591 |
|
CVS Health Corp |
|
|
208,108 |
|
|
|
16,432 |
|
DaVita Inc * |
|
|
9,941 |
|
|
|
1,041 |
|
DENTSPLY SIRONA Inc |
|
|
103,598 |
|
|
|
3,687 |
|
Exelixis Inc * |
|
|
74,033 |
|
|
|
1,776 |
|
Gilead Sciences Inc |
|
|
121,263 |
|
|
|
9,824 |
|
GSK PLC ADR |
|
|
101,133 |
|
|
|
3,748 |
|
HCA Healthcare Inc |
|
|
9,423 |
|
|
|
2,551 |
|
Hologic Inc * |
|
|
5,264 |
|
|
|
376 |
|
Jazz Pharmaceuticals PLC * |
|
|
44,651 |
|
|
|
5,492 |
|
Johnson & Johnson |
|
|
144,849 |
|
|
|
22,704 |
|
Koninklijke Philips * |
|
|
122,078 |
|
|
|
2,848 |
|
Lantheus Holdings Inc * |
|
|
11,065 |
|
|
|
686 |
|
McKesson Corp |
|
|
19,640 |
|
|
|
9,093 |
|
Medtronic PLC |
|
|
182,215 |
|
|
|
15,011 |
|
Merck & Co Inc |
|
|
220,403 |
|
|
|
24,028 |
|
Novartis AG ADR |
|
|
102,005 |
|
|
|
10,300 |
|
Organon & Co |
|
|
140,763 |
|
|
|
2,030 |
|
Pfizer Inc |
|
|
641,943 |
|
|
|
18,482 |
|
QuidelOrtho Corp * |
|
|
11,618 |
|
|
|
856 |
|
Viatris Inc, Cl W |
|
|
487,079 |
|
|
|
5,275 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
192,823 |
|
Industrials — 11.3% |
|
|
|
|
AerCap Holdings NV * |
|
|
77,499 |
|
|
|
5,760 |
|
AGCO Corp |
|
|
31,476 |
|
|
|
3,821 |
|
Alaska Air Group Inc * |
|
|
75,140 |
|
|
|
2,936 |
|
Allison Transmission Holdings Inc |
|
|
64,771 |
|
|
|
3,766 |
|
Caterpillar Inc, Cl A |
|
|
7,394 |
|
|
|
2,186 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Chart Industries Inc * |
|
|
14,726 |
|
|
$ |
2,008 |
|
CNH Industrial NV |
|
|
102,959 |
|
|
|
1,254 |
|
Cummins Inc |
|
|
23,724 |
|
|
|
5,684 |
|
Delta Air Lines Inc, Cl A |
|
|
161,817 |
|
|
|
6,510 |
|
Expeditors International of Washington Inc |
|
|
5,060 |
|
|
|
644 |
|
FedEx Corp |
|
|
36,738 |
|
|
|
9,294 |
|
General Dynamics Corp |
|
|
60,416 |
|
|
|
15,688 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
15,488 |
|
|
|
4,021 |
|
Johnson Controls International PLC |
|
|
211,220 |
|
|
|
12,175 |
|
Lockheed Martin Corp |
|
|
5,386 |
|
|
|
2,441 |
|
ManpowerGroup Inc |
|
|
42,383 |
|
|
|
3,368 |
|
Oshkosh Corp |
|
|
9,050 |
|
|
|
981 |
|
Owens Corning |
|
|
35,493 |
|
|
|
5,261 |
|
PACCAR Inc |
|
|
32,473 |
|
|
|
3,171 |
|
RTX Corp |
|
|
178,677 |
|
|
|
15,034 |
|
Ryder System Inc |
|
|
31,013 |
|
|
|
3,568 |
|
Siemens AG ADR |
|
|
109,645 |
|
|
|
10,256 |
|
Snap-on Inc |
|
|
18,096 |
|
|
|
5,227 |
|
Textron Inc |
|
|
58,357 |
|
|
|
4,693 |
|
Timken Co/The |
|
|
47,421 |
|
|
|
3,801 |
|
United Airlines Holdings Inc * |
|
|
38,423 |
|
|
|
1,585 |
|
United Parcel Service Inc, Cl B |
|
|
69,337 |
|
|
|
10,902 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
146,035 |
|
Information Technology — 9.8% |
|
|
|
|
Amdocs Ltd |
|
|
63,794 |
|
|
|
5,607 |
|
Amkor Technology Inc |
|
|
102,883 |
|
|
|
3,423 |
|
Applied Materials Inc |
|
|
21,955 |
|
|
|
3,558 |
|
Arrow Electronics Inc, Cl A * |
|
|
28,506 |
|
|
|
3,485 |
|
Broadcom Inc |
|
|
13,571 |
|
|
|
15,149 |
|
Cirrus Logic Inc * |
|
|
18,558 |
|
|
|
1,544 |
|
Cisco Systems Inc |
|
|
341,952 |
|
|
|
17,275 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
26,183 |
|
|
|
1,978 |
|
Dell Technologies Inc, Cl C |
|
|
50,452 |
|
|
|
3,860 |
|
DXC Technology Co * |
|
|
112,302 |
|
|
|
2,568 |
|
Flex Ltd * |
|
|
72,201 |
|
|
|
2,199 |
|
Hewlett Packard Enterprise Co |
|
|
337,327 |
|
|
|
5,728 |
|
HP Inc |
|
|
257,060 |
|
|
|
7,735 |
|
Intel Corp |
|
|
285,019 |
|
|
|
14,322 |
|
International Business Machines Corp |
|
|
24,690 |
|
|
|
4,038 |
|
Jabil Inc |
|
|
41,300 |
|
|
|
5,262 |
|
Micron Technology Inc |
|
|
55,173 |
|
|
|
4,708 |
|
Microsoft Corp |
|
|
28,296 |
|
|
|
10,640 |
|
QUALCOMM Inc |
|
|
19,370 |
|
|
|
2,801 |
|
Skyworks Solutions Inc |
|
|
18,986 |
|
|
|
2,134 |
|
Teradyne Inc |
|
|
48,311 |
|
|
|
5,243 |
|
Vontier Corp |
|
|
122,930 |
|
|
|
4,247 |
|
Xerox Holdings Corp |
|
|
13,557 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
127,753 |
|
Materials — 4.5% |
|
|
|
|
Berry Global Group Inc |
|
|
26,280 |
|
|
|
1,771 |
|
Crown Holdings Inc |
|
|
45,761 |
|
|
|
4,214 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Value Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dow Inc |
|
|
320,918 |
|
|
$ |
17,599 |
|
Eastman Chemical Co |
|
|
47,072 |
|
|
|
4,228 |
|
FMC Corp |
|
|
80,738 |
|
|
|
5,091 |
|
Graphic Packaging Holding Co |
|
|
35,220 |
|
|
|
868 |
|
Huntsman Corp |
|
|
19,199 |
|
|
|
482 |
|
LyondellBasell Industries NV, Cl A |
|
|
46,631 |
|
|
|
4,434 |
|
Mosaic Co/The |
|
|
52,568 |
|
|
|
1,878 |
|
Newmont Corp |
|
|
65,956 |
|
|
|
2,730 |
|
O-I Glass Inc, Cl I * |
|
|
56,355 |
|
|
|
923 |
|
Reliance Steel & Aluminum Co |
|
|
25,126 |
|
|
|
7,027 |
|
Steel Dynamics Inc |
|
|
42,977 |
|
|
|
5,076 |
|
Sylvamo Corp |
|
|
31,045 |
|
|
|
1,525 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,846 |
|
Real Estate — 3.3% |
|
|
|
|
Crown Castle Inc ‡ |
|
|
44,643 |
|
|
|
5,142 |
|
Healthpeak Properties Inc ‡ |
|
|
552,456 |
|
|
|
10,939 |
|
Host Hotels & Resorts Inc ‡ |
|
|
216,937 |
|
|
|
4,224 |
|
Howard Hughes Holdings Inc * |
|
|
44,213 |
|
|
|
3,782 |
|
Omega Healthcare Investors Inc ‡ |
|
|
77,424 |
|
|
|
2,374 |
|
Sabra Health Care REIT Inc ‡ |
|
|
143,789 |
|
|
|
2,052 |
|
Service Properties Trust ‡ |
|
|
92,900 |
|
|
|
793 |
|
Simon Property Group Inc ‡ |
|
|
21,266 |
|
|
|
3,033 |
|
VICI Properties Inc, Cl A ‡ |
|
|
340,826 |
|
|
|
10,866 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,205 |
|
Utilities — 4.2% |
|
|
|
|
Duke Energy Corp |
|
|
126,669 |
|
|
|
12,292 |
|
Edison International |
|
|
88,155 |
|
|
|
6,302 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FirstEnergy Corp |
|
|
162,155 |
|
|
$ |
5,945 |
|
NextEra Energy Inc |
|
|
195,794 |
|
|
|
11,892 |
|
NRG Energy Inc |
|
|
166,631 |
|
|
|
8,615 |
|
UGI Corp |
|
|
223,368 |
|
|
|
5,495 |
|
Vistra Corp |
|
|
107,392 |
|
|
|
4,137 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,678 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $911,091) ($ Thousands) |
|
|
|
|
|
|
1,281,275 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(A) |
|
|
27,325 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $27) ($ Thousands) |
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
11,365,091 |
|
|
|
11,365 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $11,365) ($ Thousands) |
|
|
|
|
|
|
11,365 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $922,483) ($ Thousands) |
|
$ |
1,292,660 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
18 |
|
|
|
Mar-2024 |
|
|
$ |
4,331 |
|
|
$ |
4,339 |
|
|
$ |
8 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
16 |
|
|
|
Mar-2024 |
|
|
|
4,466 |
|
|
|
4,495 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
8,797 |
|
|
$ |
8,834 |
|
|
$ |
37 |
|
|
Percentages are based on Net Assets of $1,295,021 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $20 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
38 |
|
|
$ |
15,000 |
|
|
$ |
(15,010 |
) |
|
$ |
(6 |
) |
|
$ |
(2 |
) |
|
$ |
20 |
|
|
$ |
3 |
|
|
$ |
2 |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,541 |
|
|
|
60,076 |
|
|
|
(58,252 |
) |
|
|
— |
|
|
|
— |
|
|
|
11,365 |
|
|
|
131 |
|
|
|
— |
|
Totals |
|
$ |
9,579 |
|
|
$ |
75,076 |
|
|
$ |
(73,262 |
) |
|
$ |
(6 |
) |
|
$ |
(2 |
) |
|
$ |
11,385 |
|
|
$ |
134 |
|
|
$ |
2 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 96.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 9.7% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
327,511 |
|
|
$ |
45,750 |
|
Alphabet Inc, Cl C * |
|
|
159,354 |
|
|
|
22,458 |
|
Frontier Communications Parent Inc * |
|
|
8,227 |
|
|
|
208 |
|
Liberty Global PLC * |
|
|
18,428 |
|
|
|
343 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
71,926 |
|
|
|
4,541 |
|
Meta Platforms Inc, Cl A * |
|
|
148,025 |
|
|
|
52,395 |
|
Netflix Inc * |
|
|
13,046 |
|
|
|
6,352 |
|
Pinterest Inc, Cl A * |
|
|
123,500 |
|
|
|
4,574 |
|
Spotify Technology SA * |
|
|
3,948 |
|
|
|
742 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
104,098 |
|
|
|
1,925 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
139,288 |
|
Consumer Discretionary — 12.6% |
|
|
|
|
ADT Inc |
|
|
16,529 |
|
|
|
113 |
|
Amazon.com Inc, Cl A * |
|
|
350,898 |
|
|
|
53,315 |
|
AutoZone Inc * |
|
|
7,880 |
|
|
|
20,375 |
|
Booking Holdings Inc * |
|
|
2,810 |
|
|
|
9,968 |
|
Burlington Stores Inc * |
|
|
10,307 |
|
|
|
2,005 |
|
Carnival Corp * |
|
|
39,077 |
|
|
|
725 |
|
Chewy Inc, Cl A * |
|
|
11,112 |
|
|
|
263 |
|
Coupang Inc, Cl A * |
|
|
200,207 |
|
|
|
3,241 |
|
Deckers Outdoor Corp * |
|
|
4,581 |
|
|
|
3,062 |
|
DR Horton Inc |
|
|
41,079 |
|
|
|
6,243 |
|
DraftKings Inc, Cl A * |
|
|
117,743 |
|
|
|
4,150 |
|
Duolingo Inc, Cl A * |
|
|
736 |
|
|
|
167 |
|
Gap Inc/The |
|
|
56,218 |
|
|
|
1,176 |
|
H&R Block Inc |
|
|
18,945 |
|
|
|
916 |
|
Home Depot Inc/The |
|
|
1,031 |
|
|
|
357 |
|
Lennar Corp, Cl B |
|
|
4,016 |
|
|
|
538 |
|
Lowe's Cos Inc |
|
|
64,868 |
|
|
|
14,436 |
|
MercadoLibre Inc * |
|
|
4,953 |
|
|
|
7,784 |
|
Meritage Homes Corp |
|
|
7,626 |
|
|
|
1,328 |
|
MGM Resorts International |
|
|
48,614 |
|
|
|
2,172 |
|
Mobileye Global Inc, Cl A * |
|
|
39,232 |
|
|
|
1,700 |
|
NIKE Inc, Cl B |
|
|
62,999 |
|
|
|
6,840 |
|
O'Reilly Automotive Inc * |
|
|
6,324 |
|
|
|
6,008 |
|
PulteGroup Inc |
|
|
2,994 |
|
|
|
309 |
|
PVH Corp |
|
|
9,127 |
|
|
|
1,115 |
|
Skechers USA Inc, Cl A * |
|
|
26,571 |
|
|
|
1,656 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
18,463 |
|
|
|
985 |
|
Tesla Inc * |
|
|
37,694 |
|
|
|
9,366 |
|
TJX Cos Inc/The |
|
|
155,140 |
|
|
|
14,554 |
|
Toll Brothers Inc |
|
|
36,711 |
|
|
|
3,774 |
|
Wayfair Inc, Cl A * |
|
|
8,516 |
|
|
|
525 |
|
Wingstop Inc, Cl A |
|
|
4,080 |
|
|
|
1,047 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
180,213 |
|
Consumer Staples — 4.2% |
|
|
|
|
Celsius Holdings Inc * |
|
|
30,086 |
|
|
|
1,640 |
|
Colgate-Palmolive Co |
|
|
120,174 |
|
|
|
9,579 |
|
Costco Wholesale Corp |
|
|
7,597 |
|
|
|
5,015 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kenvue Inc |
|
|
235,974 |
|
|
$ |
5,080 |
|
Kraft Heinz Co/The |
|
|
59,538 |
|
|
|
2,202 |
|
Kroger Co/The |
|
|
49,523 |
|
|
|
2,264 |
|
Lamb Weston Holdings Inc |
|
|
43,839 |
|
|
|
4,739 |
|
Maplebear Inc * |
|
|
25,551 |
|
|
|
600 |
|
Mondelez International Inc, Cl A |
|
|
92,216 |
|
|
|
6,679 |
|
PepsiCo Inc |
|
|
116,877 |
|
|
|
19,850 |
|
Target Corp, Cl A |
|
|
6,458 |
|
|
|
920 |
|
US Foods Holding Corp * |
|
|
947 |
|
|
|
43 |
|
Walmart Inc |
|
|
11,262 |
|
|
|
1,775 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
60,386 |
|
Energy — 0.9% |
|
|
|
|
Cheniere Energy Inc |
|
|
7,660 |
|
|
|
1,308 |
|
EOG Resources Inc |
|
|
21,500 |
|
|
|
2,601 |
|
EQT Corp |
|
|
11,599 |
|
|
|
448 |
|
PBF Energy Inc, Cl A |
|
|
45,360 |
|
|
|
1,994 |
|
Schlumberger NV, Cl A |
|
|
58,037 |
|
|
|
3,020 |
|
TechnipFMC PLC |
|
|
64,612 |
|
|
|
1,301 |
|
Transocean Ltd * |
|
|
286,470 |
|
|
|
1,819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,491 |
|
Financials — 9.1% |
|
|
|
|
Apollo Global Management Inc |
|
|
45,977 |
|
|
|
4,285 |
|
Ares Management Corp, Cl A |
|
|
10,001 |
|
|
|
1,189 |
|
Bank of America Corp |
|
|
95,861 |
|
|
|
3,228 |
|
BlackRock Inc |
|
|
465 |
|
|
|
378 |
|
Block Inc, Cl A * |
|
|
36,286 |
|
|
|
2,807 |
|
Capital One Financial Corp |
|
|
15,146 |
|
|
|
1,986 |
|
Cboe Global Markets Inc |
|
|
20,111 |
|
|
|
3,591 |
|
CME Group Inc, Cl A |
|
|
86,103 |
|
|
|
18,133 |
|
FactSet Research Systems Inc |
|
|
20,113 |
|
|
|
9,595 |
|
Fidelity National Information Services Inc, Cl B |
|
|
4,850 |
|
|
|
291 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
145 |
|
|
|
206 |
|
JPMorgan Chase & Co |
|
|
18,273 |
|
|
|
3,108 |
|
Kinsale Capital Group Inc |
|
|
4,025 |
|
|
|
1,348 |
|
M&T Bank Corp |
|
|
8,770 |
|
|
|
1,202 |
|
Mastercard Inc, Cl A |
|
|
41,849 |
|
|
|
17,849 |
|
MGIC Investment Corp |
|
|
34,913 |
|
|
|
674 |
|
Moody's Corp |
|
|
55,801 |
|
|
|
21,794 |
|
MSCI Inc, Cl A |
|
|
19,936 |
|
|
|
11,277 |
|
PayPal Holdings Inc * |
|
|
10,576 |
|
|
|
650 |
|
S&P Global Inc |
|
|
15,419 |
|
|
|
6,792 |
|
Shift4 Payments Inc, Cl A * |
|
|
4,363 |
|
|
|
324 |
|
Visa Inc, Cl A |
|
|
58,085 |
|
|
|
15,122 |
|
Wells Fargo & Co |
|
|
62,382 |
|
|
|
3,070 |
|
Western Union Co/The |
|
|
83,172 |
|
|
|
991 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
129,890 |
|
Health Care — 10.4% |
|
|
|
|
AbbVie Inc |
|
|
6,713 |
|
|
|
1,040 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
37,229 |
|
|
|
2,895 |
|
Amgen Inc, Cl A |
|
|
11,476 |
|
|
|
3,305 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Apellis Pharmaceuticals Inc * |
|
|
7,755 |
|
|
$ |
464 |
|
Becton Dickinson & Co |
|
|
33,516 |
|
|
|
8,172 |
|
Boston Scientific Corp * |
|
|
87,300 |
|
|
|
5,047 |
|
Cardinal Health Inc |
|
|
16,997 |
|
|
|
1,713 |
|
Cigna Group/The |
|
|
1,161 |
|
|
|
348 |
|
Danaher Corp, Cl A |
|
|
6,170 |
|
|
|
1,427 |
|
Doximity Inc, Cl A * |
|
|
47,171 |
|
|
|
1,323 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
3,299 |
|
|
|
252 |
|
Eli Lilly & Co |
|
|
36,667 |
|
|
|
21,374 |
|
Exact Sciences Corp * |
|
|
6,584 |
|
|
|
487 |
|
Humana Inc |
|
|
16,844 |
|
|
|
7,711 |
|
Johnson & Johnson |
|
|
62,090 |
|
|
|
9,732 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
226,390 |
|
|
|
1,483 |
|
McKesson Corp |
|
|
19,836 |
|
|
|
9,184 |
|
Medpace Holdings Inc * |
|
|
1,422 |
|
|
|
436 |
|
Mettler-Toledo International Inc * |
|
|
6,275 |
|
|
|
7,611 |
|
Natera Inc * |
|
|
150,166 |
|
|
|
9,406 |
|
Neurocrine Biosciences Inc * |
|
|
964 |
|
|
|
127 |
|
Nuvalent Inc, Cl A * |
|
|
12,420 |
|
|
|
914 |
|
Penumbra Inc * |
|
|
5,219 |
|
|
|
1,313 |
|
Pfizer Inc |
|
|
10,964 |
|
|
|
316 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,871 |
|
|
|
2,522 |
|
Stryker Corp |
|
|
17,822 |
|
|
|
5,337 |
|
TransMedics Group Inc * |
|
|
37,406 |
|
|
|
2,952 |
|
UnitedHealth Group Inc |
|
|
64,293 |
|
|
|
33,848 |
|
Vaxcyte Inc * |
|
|
46,394 |
|
|
|
2,914 |
|
Vertex Pharmaceuticals Inc * |
|
|
11,204 |
|
|
|
4,559 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
148,212 |
|
Industrials — 8.4% |
|
|
|
|
Axon Enterprise Inc * |
|
|
9,125 |
|
|
|
2,357 |
|
Boeing Co/The * |
|
|
2,841 |
|
|
|
741 |
|
Builders FirstSource Inc * |
|
|
9,507 |
|
|
|
1,587 |
|
Carrier Global Corp |
|
|
191,257 |
|
|
|
10,988 |
|
Ceridian HCM Holding Inc * |
|
|
39,778 |
|
|
|
2,670 |
|
Core & Main Inc, Cl B * |
|
|
56,567 |
|
|
|
2,286 |
|
Delta Air Lines Inc, Cl A |
|
|
25,075 |
|
|
|
1,009 |
|
FedEx Corp |
|
|
3,517 |
|
|
|
890 |
|
General Electric Co |
|
|
4,933 |
|
|
|
630 |
|
GFL Environmental Inc |
|
|
274,594 |
|
|
|
9,476 |
|
Graco Inc |
|
|
106,207 |
|
|
|
9,214 |
|
HEICO Corp, Cl A |
|
|
26,370 |
|
|
|
3,756 |
|
Lennox International Inc |
|
|
7,138 |
|
|
|
3,194 |
|
Lockheed Martin Corp |
|
|
4,613 |
|
|
|
2,091 |
|
Middleby Corp/The * |
|
|
56,329 |
|
|
|
8,290 |
|
NEXTracker Inc, Cl A * |
|
|
3,015 |
|
|
|
141 |
|
Otis Worldwide Corp |
|
|
117,350 |
|
|
|
10,499 |
|
Parker-Hannifin Corp, Cl A |
|
|
12,064 |
|
|
|
5,558 |
|
Paycom Software Inc |
|
|
4,631 |
|
|
|
957 |
|
Republic Services Inc |
|
|
11,331 |
|
|
|
1,869 |
|
RTX Corp |
|
|
28,619 |
|
|
|
2,408 |
|
Saia Inc * |
|
|
1,889 |
|
|
|
828 |
|
Trane Technologies PLC |
|
|
28,124 |
|
|
|
6,859 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
TransDigm Group Inc |
|
|
5,803 |
|
|
$ |
5,870 |
|
TransUnion |
|
|
21,506 |
|
|
|
1,478 |
|
Uber Technologies Inc * |
|
|
54,373 |
|
|
|
3,348 |
|
United Airlines Holdings Inc * |
|
|
55,549 |
|
|
|
2,292 |
|
Vertiv Holdings Co, Cl A |
|
|
151,955 |
|
|
|
7,298 |
|
WESCO International Inc |
|
|
13,333 |
|
|
|
2,318 |
|
Westinghouse Air Brake Technologies Corp |
|
|
64,652 |
|
|
|
8,204 |
|
XPO Inc * |
|
|
2,383 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
119,315 |
|
Information Technology — 37.7% |
|
|
|
|
Adobe Inc * |
|
|
40,150 |
|
|
|
23,953 |
|
Advanced Micro Devices Inc * |
|
|
33,895 |
|
|
|
4,996 |
|
Akamai Technologies Inc * |
|
|
1,880 |
|
|
|
222 |
|
Analog Devices Inc |
|
|
65,353 |
|
|
|
12,976 |
|
Apple Inc |
|
|
532,318 |
|
|
|
102,487 |
|
Applied Materials Inc |
|
|
31,324 |
|
|
|
5,077 |
|
AppLovin Corp, Cl A * |
|
|
52,436 |
|
|
|
2,090 |
|
Arista Networks Inc * |
|
|
47,484 |
|
|
|
11,183 |
|
Autodesk Inc, Cl A * |
|
|
12,599 |
|
|
|
3,068 |
|
Broadcom Inc |
|
|
11,952 |
|
|
|
13,341 |
|
Cadence Design Systems Inc * |
|
|
43,862 |
|
|
|
11,947 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
25,641 |
|
|
|
6,547 |
|
DocuSign Inc, Cl A * |
|
|
40,682 |
|
|
|
2,418 |
|
Dropbox Inc, Cl A * |
|
|
3,246 |
|
|
|
96 |
|
Fair Isaac Corp * |
|
|
1,135 |
|
|
|
1,321 |
|
Fortinet Inc * |
|
|
19,252 |
|
|
|
1,127 |
|
Guidewire Software Inc, Cl Z * |
|
|
36,974 |
|
|
|
4,032 |
|
Hewlett Packard Enterprise Co |
|
|
100,622 |
|
|
|
1,708 |
|
HubSpot Inc * |
|
|
12,220 |
|
|
|
7,094 |
|
Intuit Inc |
|
|
17,418 |
|
|
|
10,887 |
|
Jabil Inc |
|
|
27,326 |
|
|
|
3,481 |
|
Juniper Networks Inc |
|
|
16,509 |
|
|
|
487 |
|
KLA Corp |
|
|
13,253 |
|
|
|
7,704 |
|
Manhattan Associates Inc * |
|
|
23,219 |
|
|
|
4,999 |
|
Marvell Technology Inc |
|
|
112,895 |
|
|
|
6,809 |
|
Microsoft Corp |
|
|
446,112 |
|
|
|
167,756 |
|
MongoDB Inc, Cl A * |
|
|
14,624 |
|
|
|
5,979 |
|
NVIDIA Corp |
|
|
134,526 |
|
|
|
66,620 |
|
Oracle Corp, Cl B |
|
|
119,620 |
|
|
|
12,611 |
|
Palo Alto Networks Inc * |
|
|
18,794 |
|
|
|
5,542 |
|
Pegasystems Inc |
|
|
20,607 |
|
|
|
1,007 |
|
Pure Storage Inc, Cl A * |
|
|
4,814 |
|
|
|
172 |
|
Salesforce Inc * |
|
|
2,689 |
|
|
|
708 |
|
ServiceNow Inc * |
|
|
10,846 |
|
|
|
7,663 |
|
Snowflake Inc, Cl A * |
|
|
1,737 |
|
|
|
346 |
|
Synopsys Inc * |
|
|
17,663 |
|
|
|
9,095 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
47,624 |
|
|
|
4,953 |
|
TE Connectivity Ltd |
|
|
2,563 |
|
|
|
360 |
|
Tenable Holdings Inc * |
|
|
23,401 |
|
|
|
1,078 |
|
Teradata Corp * |
|
|
18,973 |
|
|
|
825 |
|
Teradyne Inc |
|
|
12,221 |
|
|
|
1,326 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
UiPath Inc, Cl A * |
|
|
86,416 |
|
|
$ |
2,147 |
|
Zscaler Inc * |
|
|
2,974 |
|
|
|
659 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
538,897 |
|
Materials — 2.3% |
|
|
|
|
Ecolab Inc |
|
|
4,671 |
|
|
|
926 |
|
Linde PLC |
|
|
31,043 |
|
|
|
12,750 |
|
Martin Marietta Materials Inc, Cl A |
|
|
14,923 |
|
|
|
7,445 |
|
Nucor Corp |
|
|
596 |
|
|
|
104 |
|
Sherwin-Williams Co/The, Cl A |
|
|
37,315 |
|
|
|
11,639 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,864 |
|
Real Estate — 0.6% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
6,434 |
|
|
|
1,389 |
|
AvalonBay Communities Inc ‡ |
|
|
1,370 |
|
|
|
257 |
|
Brixmor Property Group Inc ‡ |
|
|
68,606 |
|
|
|
1,596 |
|
CubeSmart ‡ |
|
|
8,478 |
|
|
|
393 |
|
EastGroup Properties Inc ‡ |
|
|
12,215 |
|
|
|
2,242 |
|
Invitation Homes Inc ‡ |
|
|
33,623 |
|
|
|
1,147 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
12,275 |
|
|
|
1,305 |
|
Welltower Inc ‡ |
|
|
7,157 |
|
|
|
645 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,974 |
|
Utilities — 0.2% |
|
|
|
|
Dominion Energy Inc |
|
|
42,589 |
|
|
|
2,002 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Edison International |
|
|
2,072 |
|
|
$ |
148 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,150 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $683,494) ($ Thousands) |
|
|
|
|
|
|
1,372,680 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
U.S. TREASURY OBLIGATION — 2.1% |
U.S. Treasury Bill |
|
|
|
|
|
|
|
|
0.000%, 02/29/2024 (A) |
|
$ |
30,500 |
|
|
|
30,241 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligation |
|
|
|
|
|
|
|
|
(Cost $30,239) ($ Thousands) |
|
|
30,241 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
23,489,477 |
|
|
|
23,489 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $23,489) ($ Thousands) |
|
|
|
|
|
|
23,489 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $737,222) ($ Thousands) |
|
$ |
1,426,410 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
8 |
|
|
|
Mar-2024 |
|
|
$ |
822 |
|
|
$ |
819 |
|
|
$ |
(3 |
) |
S&P 500 Index E-MINI |
|
|
37 |
|
|
|
Mar-2024 |
|
|
|
8,890 |
|
|
|
8,917 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
9,712 |
|
|
$ |
9,736 |
|
|
$ |
24 |
|
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 NA
|
|
United States Custom
Basket of Securities |
|
|
New York Federal Overnight Bank Fund Rate + 0.40%
|
|
|
|
Asset returns |
|
|
|
Annually |
|
|
|
02/28/2024 |
|
|
|
USD |
|
|
|
39,108 |
|
|
$ |
(164 |
) |
|
$ |
– |
|
|
$ |
(164 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(164 |
) |
|
$ |
– |
|
|
$ |
(164 |
) |
The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of December 31, 2023:
United States Custom Basket of Long Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
6,383 |
|
LAM RESEARCH CORP REGISTERED SHS |
|
$ |
4,937 |
|
|
$ |
34,510 |
|
|
|
12.6 |
|
| |
|
17,117 |
|
ATLASSIAN CORP REGISTERED SHS -A- |
|
|
3,929 |
|
|
|
145,336 |
|
|
|
10.0 |
|
| |
|
6,293 |
|
UNITED RENTALS INC REGISTERED SHS |
|
|
3,598 |
|
|
|
7,913 |
|
|
|
9.2 |
|
| |
|
24,602 |
|
EXPEDIA GROUP INC REGISTERED SHS |
|
|
3,592 |
|
|
|
142,004 |
|
|
|
9.2 |
|
| |
|
24,536 |
|
SIMON PROPERTY GROUP INC REGISTERED SHS |
|
|
3,542 |
|
|
|
9,470 |
|
|
|
9.1 |
|
| |
|
93,339 |
|
SYNCHRONY FINANCIAL REGISTERED SHS |
|
|
3,465 |
|
|
|
72,947 |
|
|
|
8.9 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
13,966 |
|
EQUIFAX INC REGISTERED SHS |
|
$ |
3,416 |
|
|
$ |
25,097 |
|
|
|
8.7 |
|
| |
|
23,615 |
|
ALLSTATE CORP REGISTERED SHS |
|
|
3,284 |
|
|
|
40,864 |
|
|
|
8.4 |
|
| |
|
8,544 |
|
GOLDMAN SACHS GROUP INC REGISTERED SHS |
|
|
3,251 |
|
|
|
49,807 |
|
|
|
8.3 |
|
| |
|
26,166 |
|
ROYAL CARIBBEAN CRUISES LTD (DOING BUSINESS AS ROY |
|
|
3,206 |
|
|
|
182,586 |
|
|
|
8.2 |
|
| |
|
84,899 |
|
VISTRA CORP REGISTERED SHS |
|
|
3,199 |
|
|
|
89,415 |
|
|
|
8.2 |
|
| |
|
84,886 |
|
PURE STORAGE INC REGISTERED SHS -A- |
|
|
3,106 |
|
|
|
(87,195 |
) |
|
|
7.9 |
|
| |
|
29,904 |
|
PULTEGROUP INC REGISTERED SHS |
|
|
3,065 |
|
|
|
18,712 |
|
|
|
7.8 |
|
| |
|
11,539 |
|
BOEING CO REGISTERED SHS |
|
|
3,049 |
|
|
|
(59,078 |
) |
|
|
7.8 |
|
| |
|
24,440 |
|
INTERCONTINENTAL EXCHANGE INC REGISTERED SHS |
|
|
3,009 |
|
|
|
116,740 |
|
|
|
7.7 |
|
| |
|
41,086 |
|
EDISON INTERNATIONAL REGISTERED SHS |
|
|
2,878 |
|
|
|
74,491 |
|
|
|
7.4 |
|
| |
|
62,204 |
|
INTEL CORP REGISTERED SHS |
|
|
2,871 |
|
|
|
226,422 |
|
|
|
7.3 |
|
| |
|
15,632 |
|
TRAVELERS COMPANIES INC REGISTERED SHS |
|
|
2,858 |
|
|
|
120,121 |
|
|
|
7.3 |
|
| |
|
28,367 |
|
CARDINAL HEALTH INC REGISTERED SHS |
|
|
2,851 |
|
|
|
17,902 |
|
|
|
7.3 |
|
| |
|
95,871 |
|
DROPBOX INC REGISTERED SHS -A- |
|
|
2,840 |
|
|
|
(13,479 |
) |
|
|
7.3 |
|
| |
|
26,205 |
|
TOLL BROTHERS INC REGISTERED SHS |
|
|
2,685 |
|
|
|
3,820 |
|
|
|
6.9 |
|
| |
|
9,704 |
|
WORKDAY INC SHS -A- |
|
|
2,646 |
|
|
|
12,955 |
|
|
|
6.8 |
|
| |
|
24,897 |
|
GODADDY INC REGISTERED SHS -A- |
|
|
2,616 |
|
|
|
29,119 |
|
|
|
6.7 |
|
| |
|
139,477 |
|
CARNIVAL CORPORATION SHS |
|
|
2,596 |
|
|
|
7,064 |
|
|
|
6.6 |
|
| |
|
18,813 |
|
AGILENT TECHNOLOGIES INC REGISTERED SHS |
|
|
2,573 |
|
|
|
31,982 |
|
|
|
6.6 |
|
| |
|
55,264 |
|
NUTANIX INC REGISTERED SHS -A- |
|
|
2,560 |
|
|
|
51,374 |
|
|
|
6.5 |
|
| |
|
2,108 |
|
BROADCOM INC REGISTERED SHS |
|
|
2,389 |
|
|
|
(31,995 |
) |
|
|
6.1 |
|
| |
|
19,036 |
|
GENERAL ELECTRIC CO REGISTERED SHS |
|
|
2,346 |
|
|
|
77,596 |
|
|
|
6.0 |
|
| |
|
53,100 |
|
US FOODS HOLDING CORP REGISTERED SHS |
|
|
2,314 |
|
|
|
90,066 |
|
|
|
5.9 |
|
| |
|
29,064 |
|
TEXTRON INC REGISTERED SHS |
|
|
2,306 |
|
|
|
29,381 |
|
|
|
5.9 |
|
| |
|
94,046 |
|
NEWS CORP REGISTERED SHS -A- |
|
|
2,201 |
|
|
|
99,616 |
|
|
|
5.6 |
|
| |
|
28,775 |
|
CVS HEALTH CORP REGISTERED SHS |
|
|
2,142 |
|
|
|
126,973 |
|
|
|
5.5 |
|
| |
|
42,649 |
|
VENTAS INC REGISTERED SHS |
|
|
2,105 |
|
|
|
48,721 |
|
|
|
5.4 |
|
| |
|
198,302 |
|
VIATRIS INC REGISTERED SHS |
|
|
2,037 |
|
|
|
98,263 |
|
|
|
5.2 |
|
| |
|
7,052 |
|
FEDEX CORP REGISTERED SHS |
|
|
1,950 |
|
|
|
(169,427 |
) |
|
|
5.0 |
|
| |
|
32,652 |
|
ALLISON TRANSMISSION HOLDINGS INC REGISTERED SHS |
|
|
1,925 |
|
|
|
(33,649 |
) |
|
|
4.9 |
|
| |
|
89,537 |
|
NORWEGIAN CRUISE LINE HOLDINGS LTD REGISTERED SHS |
|
|
1,825 |
|
|
|
(20,346 |
) |
|
|
4.7 |
|
| |
|
107,025 |
|
LIBERTY GLOBAL LTD 3REGISTERED SHS -C- |
|
|
1,798 |
|
|
|
187,289 |
|
|
|
4.6 |
|
| |
|
124,939 |
|
KEYCORP REGISTERED SHS |
|
|
1,789 |
|
|
|
3,232 |
|
|
|
4.6 |
|
| |
|
28,329 |
|
UBER TECHNOLOGIES INC REGISTERED SHS |
|
|
1,752 |
|
|
|
(9,276 |
) |
|
|
4.5 |
|
| |
|
27,960 |
|
PAYPAL HOLDINGS INC REGISTERED SHS |
|
|
1,713 |
|
|
|
(2,125 |
) |
|
|
4.4 |
|
| |
|
27,356 |
|
INCYTE CORP REGISTERED SHS |
|
|
1,704 |
|
|
|
5,239 |
|
|
|
4.4 |
|
| |
|
24,280 |
|
TRANSUNION REGISTERED SHS |
|
|
1,665 |
|
|
|
(2,512 |
) |
|
|
4.3 |
|
| |
|
11,042 |
|
LENNAR CORP REGISTERED SHS -A- |
|
|
1,648 |
|
|
|
(10,554 |
) |
|
|
4.2 |
|
| |
|
4,420 |
|
EVEREST GROUP LTD REGISTERED SHS |
|
|
1,574 |
|
|
|
(22,492 |
) |
|
|
4.0 |
|
| |
|
7,878 |
|
SNOWFLAKE INC REGISTERED SHS -A- |
|
|
1,568 |
|
|
|
(5,233 |
) |
|
|
4.0 |
|
| |
|
6,106 |
|
ESSEX PROPERTY TRUST REGISTERED SHS |
|
|
1,496 |
|
|
|
27,457 |
|
|
|
3.8 |
|
| |
|
3,227 |
|
MONGODB INC REGISTERED SHS -A- |
|
|
1,356 |
|
|
|
(28,079 |
) |
|
|
3.5 |
|
| |
|
28,587 |
|
SMARTSHEET INC REGISTERED SHS -A- |
|
|
1,331 |
|
|
|
41,137 |
|
|
|
3.4 |
|
| |
|
6,016 |
|
ZSCALER INC REGISTERED SHS |
|
|
1,330 |
|
|
|
(2,110 |
) |
|
|
3.4 |
|
| |
|
78,866 |
|
HEWLETT PACKARD ENTERPRISE CO REGISTERED SHS |
|
|
1,319 |
|
|
|
24,855 |
|
|
|
3.4 |
|
| |
|
11,633 |
|
ELASTIC N.V. BEARER AND REGISTERED SHARES |
|
|
1,311 |
|
|
|
(12,781 |
) |
|
|
3.4 |
|
| |
|
54,676 |
|
EXELIXIS INC REGISTERED SHS |
|
|
1,280 |
|
|
|
32,215 |
|
|
|
3.3 |
|
| |
|
36,966 |
|
INVITATION HOMES INC REGISTERED SHS |
|
|
1,265 |
|
|
|
11,033 |
|
|
|
3.2 |
|
| |
|
2,289 |
|
CABLE ONE INC REGISTERED SHS |
|
|
1,239 |
|
|
|
33,076 |
|
|
|
3.2 |
|
| |
|
14,792 |
|
MICRON TECHNOLOGY INC REGISTERED SHS |
|
|
1,217 |
|
|
|
43,740 |
|
|
|
3.1 |
|
| |
|
8,697 |
|
ALPHABET INC REGISTERED SHS -A- |
|
|
1,153 |
|
|
|
61,486 |
|
|
|
2.9 |
|
| |
|
8,583 |
|
CAPITAL ONE FINANCIAL CORP REGISTERED SHS |
|
|
1,113 |
|
|
|
6,359 |
|
|
|
2.8 |
|
| |
|
160,132 |
|
ADT INC REGISTERED SHS |
|
|
1,102 |
|
|
|
(17,838 |
) |
|
|
2.8 |
|
| |
|
58,689 |
|
PG&E CORPORATION REGISTERED SHS |
|
|
1,042 |
|
|
|
10,721 |
|
|
|
2.7 |
|
| |
|
6,369 |
|
WALMART INC REGISTERED SHS |
|
|
973 |
|
|
|
31,763 |
|
|
|
2.5 |
|
| |
|
2,012 |
|
NETFLIX INC REGISTERED SHS |
|
|
950 |
|
|
|
19,546 |
|
|
|
2.4 |
|
| |
|
19,495 |
|
DOMINION ENERGY INC REGISTERED SHS |
|
|
942 |
|
|
|
(22,054 |
) |
|
|
2.4 |
|
| |
|
8,674 |
|
LAMAR ADVERTISING CO REGISTERED SHS -A- |
|
|
932 |
|
|
|
(2,308 |
) |
|
|
2.4 |
|
| |
|
5,030 |
|
CHENIERE ENERGY INC REGISTERED SHS |
|
|
859 |
|
|
|
50 |
|
|
|
2.2 |
|
| |
|
43,687 |
|
AES CORP REGISTERED SHS |
|
|
845 |
|
|
|
(5,947 |
) |
|
|
2.2 |
|
| |
|
6,944 |
|
NEUROCRINE BIOSCIENCES INC REGISTERED SHS |
|
|
835 |
|
|
|
78,005 |
|
|
|
2.1 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
15,937 |
|
TAYLOR MORRISON HOME CORPORATION REGISTERED SHS |
|
$ |
835 |
|
|
$ |
16,918 |
|
|
|
2.1 |
|
| |
|
33,123 |
|
BRIXMOR PROPERTY GROUP INC REGISTERED SHS |
|
|
780 |
|
|
|
(5,171 |
) |
|
|
2.0 |
|
| |
|
16,160 |
|
KROGER CO REGISTERED SHS |
|
|
713 |
|
|
|
20,440 |
|
|
|
1.8 |
|
| |
|
3,033 |
|
VERISK ANALYTICS INC REGISTERED SHS |
|
|
713 |
|
|
|
9,567 |
|
|
|
1.8 |
|
| |
|
25,699 |
|
ALKERMES PLC REGISTERED SHS |
|
|
705 |
|
|
|
3,717 |
|
|
|
1.8 |
|
| |
|
15,069 |
|
H.& R.BLOCK INC REGISTERED SHS |
|
|
701 |
|
|
|
32,688 |
|
|
|
1.8 |
|
| |
|
1,038 |
|
COSTCO WHOLESALE CORP REGISTERED SHS |
|
|
684 |
|
|
|
18,383 |
|
|
|
1.7 |
|
| |
|
3,764 |
|
NUCOR CORP REGISTERED SHS |
|
|
650 |
|
|
|
4,397 |
|
|
|
1.7 |
|
| |
|
4,240 |
|
D.R. HORTON INC REGISTERED SHS |
|
|
636 |
|
|
|
6,139 |
|
|
|
1.6 |
|
| |
|
25,794 |
|
MAPLEBEAR INC REGSITERED SHS |
|
|
635 |
|
|
|
(30,015 |
) |
|
|
1.6 |
|
| |
|
16,668 |
|
PINTEREST INC REGISTERED SHS -A- |
|
|
623 |
|
|
|
(8,152 |
) |
|
|
1.6 |
|
| |
|
770 |
|
BLACKROCK INC REGISTERED SHS |
|
|
619 |
|
|
|
4,351 |
|
|
|
1.6 |
|
| |
|
5,203 |
|
TERADYNE INC REGISTERED SHS |
|
|
547 |
|
|
|
16,308 |
|
|
|
1.4 |
|
| |
|
10,087 |
|
NATIONAL FUEL GAS CO REGISTERED SHS |
|
|
510 |
|
|
|
(4,589 |
) |
|
|
1.3 |
|
| |
|
5,431 |
|
SAREPTA THERAPEUTICS INC REGISTERED SHS |
|
|
505 |
|
|
|
19,380 |
|
|
|
1.3 |
|
| |
|
2,367 |
|
APPLE INC REGISTERED SHS |
|
|
462 |
|
|
|
(4,718 |
) |
|
|
1.2 |
|
| |
|
35,468 |
|
COTY INC REGISTERED SHS -A- |
|
|
444 |
|
|
|
(4,605 |
) |
|
|
1.1 |
|
| |
|
154 |
|
AUTOZONE INC REGISTERED SHS |
|
|
405 |
|
|
|
(10,266 |
) |
|
|
1.0 |
|
| |
|
3,385 |
|
AGCO CORP REGISTERED SHS |
|
|
404 |
|
|
|
22,621 |
|
|
|
1.0 |
|
| |
|
1,359 |
|
FEDEX CORP REGISTERED SHS |
|
|
382 |
|
|
|
(38,949 |
) |
|
|
1.0 |
|
| |
|
1,862 |
|
PAYCOM SOFTWARE INC REGISTERED SHS |
|
|
378 |
|
|
|
5,301 |
|
|
|
1.0 |
|
| |
|
3,101 |
|
PVH CORP REGISTERED SHS |
|
|
372 |
|
|
|
5,979 |
|
|
|
1.0 |
|
The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of December 31, 2023, 2023:
United States Custom Basket of Short Securities
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(66,210 |
) |
FIFTH THIRD BANCORP REGISTERED SHS |
|
$ |
(2,319 |
) |
|
$ |
12,700 |
|
|
|
(5.9 |
)% |
| |
|
(17,507 |
) |
ALEXANDRIA REAL ESTATE EQUITIES INC REGISTERED SHS |
|
|
(2,278 |
) |
|
|
22,878 |
|
|
|
(5.8 |
) |
| |
|
(14,852 |
) |
PNC FINANCIAL SERVICES GROUP INC REGISTERED SHS |
|
|
(2,262 |
) |
|
|
(37,393 |
) |
|
|
(5.8 |
) |
| |
|
(14,730 |
) |
CELANESE CORP REGISTERED SHS |
|
|
(2,239 |
) |
|
|
(60,357 |
) |
|
|
(5.7 |
) |
| |
|
(24,653 |
) |
COSTAR GROUP INC REGISTERED SHS |
|
|
(2,159 |
) |
|
|
14,287 |
|
|
|
(5.5 |
) |
| |
|
(24,089 |
) |
NORTHERN TRUST CORP REGISTERED SHS |
|
|
(2,058 |
) |
|
|
14,578 |
|
|
|
(5.3 |
) |
| |
|
(14,993 |
) |
SUN COMMUNITIES INC REGISTERED SHS |
|
|
(2,011 |
) |
|
|
(6,973 |
) |
|
|
(5.1 |
) |
| |
|
(11,820 |
) |
FIRST SOLAR INC REGISTERED SHS |
|
|
(2,003 |
) |
|
|
(22,474 |
) |
|
|
(5.1 |
) |
| |
|
(15,771 |
) |
EXPEDITORS INTERNATIONAL OF WASHINGTON REGISTERED |
|
|
(1,963 |
) |
|
|
(30,830 |
) |
|
|
(5.0 |
) |
| |
|
(34,015 |
) |
REALTY INCOME CORP REGISTERED SHS |
|
|
(1,949 |
) |
|
|
(20,377 |
) |
|
|
(5.0 |
) |
| |
|
(14,788 |
) |
AMERICAN WATER WORKS CO INC REGISTERED SHS |
|
|
(1,948 |
) |
|
|
(3,696 |
) |
|
|
(5.0 |
) |
| |
|
(4,691 |
) |
SAIA INC REGISTERED SHS |
|
|
(1,946 |
) |
|
|
(106,484 |
) |
|
|
(5.0 |
) |
| |
|
(17,300 |
) |
RAYMOND JAMES FINANCIAL INC REGISTERED SHS |
|
|
(1,903 |
) |
|
|
(32,947 |
) |
|
|
(4.9 |
) |
| |
|
(11,085 |
) |
JACK HENRY & ASSOCIATES INC REGISTERED SHS |
|
|
(1,822 |
) |
|
|
14,522 |
|
|
|
(4.7 |
) |
| |
|
(23,218 |
) |
PRINCIPAL FINANCIAL GROUP INC REGISTERED SHS |
|
|
(1,821 |
) |
|
|
(19,923 |
) |
|
|
(4.7 |
) |
| |
|
(27,625 |
) |
W.P. CAREY INC REGISTERED SHS |
|
|
(1,789 |
) |
|
|
(26,996 |
) |
|
|
(4.6 |
) |
| |
|
(13,729 |
) |
BLACKSTONE INC REGISTERED SHS |
|
|
(1,776 |
) |
|
|
(12,559 |
) |
|
|
(4.5 |
) |
| |
|
(9,768 |
) |
REPLIGEN CORP REGISTERED SHS |
|
|
(1,771 |
) |
|
|
10,476 |
|
|
|
(4.5 |
) |
| |
|
(27,288 |
) |
WAYFAIR INC REGISTERED SHS -A- |
|
|
(1,755 |
) |
|
|
59,207 |
|
|
|
(4.5 |
) |
| |
|
(13,476 |
) |
CHART INDUSTRIES INC REGISTERED SHS |
|
|
(1,751 |
) |
|
|
(84,139 |
) |
|
|
(4.5 |
) |
| |
|
(4,684 |
) |
KINSALE CAPITAL GROUP INC REGISTERED SHS |
|
|
(1,579 |
) |
|
|
17,991 |
|
|
|
(4.0 |
) |
| |
|
(13,195 |
) |
ENTEGRIS INC REGISTERED SHS |
|
|
(1,562 |
) |
|
|
(15,799 |
) |
|
|
(4.0 |
) |
| |
|
(5,754 |
) |
RBC BEARINGS INC REGISTERED SHS |
|
|
(1,557 |
) |
|
|
(79,494 |
) |
|
|
(4.0 |
) |
| |
|
(25,423 |
) |
AGREE REALTY CORP REGISTERED SHS |
|
|
(1,557 |
) |
|
|
(51,901 |
) |
|
|
(4.0 |
) |
| |
|
(7,459 |
) |
ASPEN TECHNOLOGY INC REGISTERED SHS |
|
|
(1,549 |
) |
|
|
(91,517 |
) |
|
|
(4.0 |
) |
| |
|
(12,017 |
) |
GENERAC HOLDINGS INC REGISTERED SHS |
|
|
(1,541 |
) |
|
|
(15,232 |
) |
|
|
(3.9 |
) |
| |
|
(90,579 |
) |
TOAST INC REGISTERED SHS -A- |
|
|
(1,525 |
) |
|
|
(126,401 |
) |
|
|
(3.9 |
) |
| |
|
(157,397 |
) |
AMCOR PLC REGISTERED SHS |
|
|
(1,511 |
) |
|
|
(3,198 |
) |
|
|
(3.9 |
) |
| |
|
(11,604 |
) |
CHURCHILL DOWNS INC REGISTERED SHS |
|
|
(1,496 |
) |
|
|
(70,352 |
) |
|
|
(3.8 |
) |
| |
|
(21,758 |
) |
PROSPERITY BANCSHARES INC REGISTERED SHS |
|
|
(1,450 |
) |
|
|
(35,321 |
) |
|
|
(3.7 |
) |
| |
|
(40,156 |
) |
ESSENTIAL UTILITIES INC REGISTERED SHS |
|
|
(1,449 |
) |
|
|
(49,232 |
) |
|
|
(3.7 |
) |
| |
|
(3,525 |
) |
TYLER TECHNOLOGIES INC REGISTERED SHS |
|
|
(1,447 |
) |
|
|
(22,943 |
) |
|
|
(3.7 |
) |
| |
|
(12,630 |
) |
CONOCOPHILLIPS REGISTERED SHS |
|
|
(1,447 |
) |
|
|
(25,073 |
) |
|
|
(3.7 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
|
|
|
|
|
|
| |
Shares |
|
Description |
|
Notional Amount (Thousands) |
|
|
Value (Thousands) |
|
|
|
Percentage of Basket |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
(18,403 |
) |
LIBERTY BROADBAND CORP REGISTERED SHS SERIES -C- |
|
$ |
(1,425 |
) |
|
$ |
(53,577 |
) |
|
|
(3.6 |
)% |
| |
|
(3,416 |
) |
POOL CORP REGISTERED SHS |
|
|
(1,340 |
) |
|
|
(27,464 |
) |
|
|
(3.4 |
) |
| |
|
(7,006 |
) |
FABRINET BEARER SHS |
|
|
(1,321 |
) |
|
|
(15,298 |
) |
|
|
(3.4 |
) |
| |
|
(14,166 |
) |
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC REGISTERED |
|
|
(1,316 |
) |
|
|
2,414 |
|
|
|
(3.4 |
) |
| |
|
(4,870 |
) |
ZEBRA TECHNOLOGIES CORP SHS -A- |
|
|
(1,313 |
) |
|
|
(16,755 |
) |
|
|
(3.4 |
) |
| |
|
(24,175 |
) |
COMMERCE BANCSHARES INC REGISTERED SHS |
|
|
(1,304 |
) |
|
|
7,258 |
|
|
|
(3.3 |
) |
| |
|
(14,282 |
) |
BRIGHT HORIZONS FAMILY SOLUTIONS REGISTERED SHS |
|
|
(1,304 |
) |
|
|
(38,458 |
) |
|
|
(3.3 |
) |
| |
|
(475,425 |
) |
CHARGEPOINT HOLDINGS INC REGISTERED SHS -A- |
|
|
(1,293 |
) |
|
|
183,446 |
|
|
|
(3.3 |
) |
| |
|
(10,555 |
) |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU |
|
|
(1,289 |
) |
|
|
(46,756 |
) |
|
|
(3.3 |
) |
| |
|
(10,520 |
) |
HOULIHAN LOKEY INC REGISTERED SHS -A- |
|
|
(1,284 |
) |
|
|
23,462 |
|
|
|
(3.3 |
) |
| |
|
(17,885 |
) |
EAST WEST BANCORP INC REGISTERED SHS |
|
|
(1,277 |
) |
|
|
(10,260 |
) |
|
|
(3.3 |
) |
| |
|
(4,199 |
) |
SUPER MICRO COMPUTER INC REGISTERED SHS |
|
|
(1,260 |
) |
|
|
82,916 |
|
|
|
(3.2 |
) |
| |
|
(3,864 |
) |
ERIE INDEMNITY CO SHS -A- |
|
|
(1,253 |
) |
|
|
(35,917 |
) |
|
|
(3.2 |
) |
| |
|
(23,916 |
) |
WEBSTER FINANCIAL CORP (CONN) REGISTERED SHS |
|
|
(1,221 |
) |
|
|
2,265 |
|
|
|
(3.1 |
) |
| |
|
(6,566 |
) |
SPS COMMERCE INC REGISTERED SHS |
|
|
(1,212 |
) |
|
|
(56,609 |
) |
|
|
(3.1 |
) |
| |
|
(7,010 |
) |
NOVANTA INC REGISTERED SHS |
|
|
(1,179 |
) |
|
|
(528 |
) |
|
|
(3.0 |
) |
| |
|
(14,625 |
) |
RESERVE BALANCE |
|
|
(1,173 |
) |
|
|
(66,031 |
) |
|
|
(3.0 |
) |
| |
|
(30,382 |
) |
NEW FORTRESS ENERGY INC REGISTERED SHS -A- |
|
|
(1,144 |
) |
|
|
(3,556 |
) |
|
|
(2.9 |
) |
| |
|
(22,913 |
) |
CELSIUS HOLDINGS INC REGISTERED SHS |
|
|
(1,138 |
) |
|
|
(115,210 |
) |
|
|
(2.9 |
) |
| |
|
(36,719 |
) |
HP INC REGISTERED SHS |
|
|
(1,130 |
) |
|
|
17,533 |
|
|
|
(2.9 |
) |
| |
|
(2,042 |
) |
ROPER TECHNOLOGIES INC REGISTERED SHS |
|
|
(1,106 |
) |
|
|
(2,675 |
) |
|
|
(2.8 |
) |
| |
|
(18,104 |
) |
THE SCOTTS MIRACLE-GRO CO SHS -A- |
|
|
(1,101 |
) |
|
|
(58,753 |
) |
|
|
(2.8 |
) |
| |
|
(18,720 |
) |
BROWN-FORMAN CORP REGISTERED SHS -B- NON VTG |
|
|
(1,092 |
) |
|
|
23,051 |
|
|
|
(2.8 |
) |
| |
|
(24,638 |
) |
ZIONS BANCORPORATION NA REGISTERED SHS |
|
|
(1,080 |
) |
|
|
(1,974 |
) |
|
|
(2.8 |
) |
| |
|
(16,369 |
) |
INTRA-CELLULAR THERAPIES INC REGISTERED SHS |
|
|
(1,071 |
) |
|
|
(95,882 |
) |
|
|
(2.7 |
) |
| |
|
(12,501 |
) |
FRESHPET INC REGISTERED SHS |
|
|
(1,056 |
) |
|
|
(33,045 |
) |
|
|
(2.7 |
) |
| |
|
(8,151 |
) |
RLI CORP REGISTERED SHS |
|
|
(1,037 |
) |
|
|
(56,049 |
) |
|
|
(2.7 |
) |
| |
|
(5,007 |
) |
PRIMERICA INC REGISTERED SHS |
|
|
(1,035 |
) |
|
|
3,724 |
|
|
|
(2.6 |
) |
| |
|
(10,044 |
) |
IDACORP INC REGISTERED SHS |
|
|
(978 |
) |
|
|
(5,428 |
) |
|
|
(2.5 |
) |
| |
|
(36,191 |
) |
PILGRIMS PRIDE CORP REGISTERED SHS |
|
|
(965 |
) |
|
|
(31,453 |
) |
|
|
(2.5 |
) |
| |
|
(3,381 |
) |
MARKETAXESS HOLDING INC REGISTERED SHS |
|
|
(944 |
) |
|
|
(49,035 |
) |
|
|
(2.4 |
) |
| |
|
(5,490 |
) |
LANCASTER COLONY CORP REGISTERED SHS |
|
|
(913 |
) |
|
|
(6,540 |
) |
|
|
(2.3 |
) |
| |
|
(3,682 |
) |
GLOBANT S.A. REGISTERED SHS |
|
|
(896 |
) |
|
|
17,173 |
|
|
|
(2.3 |
) |
| |
|
(19,581 |
) |
NOBLE CORPORATION PLC REGISTERED SHS -A- |
|
|
(860 |
) |
|
|
(86,744 |
) |
|
|
(2.2 |
) |
| |
|
(74,461 |
) |
CCC INTELLIGENT SOLUTIONS HOLDINGS INC REGISTERED |
|
|
(844 |
) |
|
|
2,846 |
|
|
|
(2.2 |
) |
| |
|
(19,406 |
) |
MOBILEYE GLOBAL INC REGISTERED SHS -A- |
|
|
(818 |
) |
|
|
(16,800 |
) |
|
|
(2.1 |
) |
| |
|
(30,817 |
) |
VICTORIA'S SECRET & COMPANY REGISTERED SHS |
|
|
(798 |
) |
|
|
(16,238 |
) |
|
|
(2.0 |
) |
| |
|
(19,789 |
) |
UNITY SOFTWARE INC REGISTERED SHS |
|
|
(779 |
) |
|
|
(18,984 |
) |
|
|
(2.0 |
) |
| |
|
(69,724 |
) |
ROIVANT SCIENCES LIMITED REGISTERED SHS |
|
|
(778 |
) |
|
|
5,779 |
|
|
|
(2.0 |
) |
| |
|
(6,282 |
) |
CONSTELLATION ENERGY CORP REGISTERED SHS |
|
|
(749 |
) |
|
|
17,237 |
|
|
|
(1.9 |
) |
| |
|
(14,579 |
) |
HASBRO INC REGISTERED SHS |
|
|
(734 |
) |
|
|
(7,387 |
) |
|
|
(1.9 |
) |
| |
|
(6,136 |
) |
ROYAL GOLD INC REGISTERED SHS |
|
|
(731 |
) |
|
|
(4,638 |
) |
|
|
(1.9 |
) |
| |
|
(4,381 |
) |
MSA SAFETY INC REGISTERED SHS |
|
|
(724 |
) |
|
|
(13,761 |
) |
|
|
(1.9 |
) |
| |
|
(3,633 |
) |
FIVE BELOW INC REGISTERED SHS |
|
|
(706 |
) |
|
|
(65,527 |
) |
|
|
(1.8 |
) |
| |
|
(23,804 |
) |
SPIRIT AEROSYSTEMS HOLDINGS INC SHS -A- |
|
|
(704 |
) |
|
|
(46,165 |
) |
|
|
(1.8 |
) |
| |
|
(6,072 |
) |
CROWN CASTLE INC REGISTERED SHS |
|
|
(685 |
) |
|
|
(22,185 |
) |
|
|
(1.8 |
) |
| |
|
(141,094 |
) |
PLUG POWER INC REGISTERED SHS |
|
|
(665 |
) |
|
|
24,784 |
|
|
|
(1.7 |
) |
| |
|
(5,679 |
) |
TEXAS ROADHOUSE INC REGISTERED SHS |
|
|
(659 |
) |
|
|
(34,541 |
) |
|
|
(1.7 |
) |
| |
|
(14,509 |
) |
NOBLE CORPORATION PLC REGISTERED SHS -A- |
|
|
(637 |
) |
|
|
(64,275 |
) |
|
|
(1.6 |
) |
| |
|
(1,828 |
) |
WATERS CORPORATION REGISTERED SHS |
|
|
(585 |
) |
|
|
(16,093 |
) |
|
|
(1.5 |
) |
| |
|
(9,617 |
) |
VAXCYTE INC REGISTERED SHS |
|
|
(582 |
) |
|
|
(24,195 |
) |
|
|
(1.5 |
) |
| |
|
(1,892 |
) |
ICON PLC REGISTERED SHS |
|
|
(528 |
) |
|
|
(10,050 |
) |
|
|
(1.3 |
) |
| |
|
(12,011 |
) |
WOLFSPEED INC REGISTERED SHS |
|
|
($520 |
) |
|
|
($5,299 |
) |
|
|
(1.3 |
) |
| |
|
(4,162 |
) |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DOING BU |
|
|
(508 |
) |
|
|
(18,437 |
) |
|
|
(1.3 |
) |
| |
|
(32,252 |
) |
LEVI STRAUSS & CO REGISTERED SHS -A- |
|
|
(497 |
) |
|
|
(37,921 |
) |
|
|
(1.3 |
) |
| |
|
(21,637 |
) |
ANNALY CAPITAL MANAGEMENT INC REGISTERED SHS |
|
|
(432 |
) |
|
|
(3,226 |
) |
|
|
(1.1 |
) |
| |
|
(3,990 |
) |
CULLEN/FROST BANKERS INC REGISTERED SHS |
|
|
(430 |
) |
|
|
(18,801 |
) |
|
|
(1.1 |
) |
| |
|
(1,853 |
) |
CHARLES RIVER LABORATORIES INTERNATIONAL INC REGIS |
|
|
(428 |
) |
|
|
(8,092 |
) |
|
|
(1.1 |
) |
| |
|
(1,905 |
) |
STERIS PLC REGISTERED SHS |
|
|
(405 |
) |
|
|
(13,870 |
) |
|
|
(1.0 |
) |
| |
|
(2,885 |
) |
UBIQUITI INC REGISTERED SHS |
|
|
(393 |
) |
|
|
(9,667 |
) |
|
|
(1.0 |
) |
| |
|
(2,190 |
) |
F5 INC REGISTERED SHS |
|
|
(389 |
) |
|
|
(210 |
) |
|
|
(1.0 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Growth Fund (Concluded)
|
Percentages are based on Net Assets of $1,428,560 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
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 transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
16,819 |
|
|
$ |
122,358 |
|
|
$ |
(115,688 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
23,489 |
|
|
$ |
197 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for Abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 97.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.1% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
143,760 |
|
|
$ |
20,082 |
|
Alphabet Inc, Cl C * |
|
|
121,475 |
|
|
|
17,119 |
|
AMC Entertainment Holdings Inc, Cl A * |
|
|
1,563 |
|
|
|
10 |
|
AT&T Inc |
|
|
172,601 |
|
|
|
2,896 |
|
Cable One Inc |
|
|
138 |
|
|
|
77 |
|
Charter Communications Inc, Cl A * |
|
|
2,472 |
|
|
|
961 |
|
Comcast Corp, Cl A |
|
|
96,576 |
|
|
|
4,235 |
|
Electronic Arts Inc |
|
|
6,606 |
|
|
|
904 |
|
Fox Corp, Cl A |
|
|
6,431 |
|
|
|
191 |
|
Fox Corp, Cl B |
|
|
3,400 |
|
|
|
94 |
|
Frontier Communications Parent Inc * |
|
|
6,000 |
|
|
|
152 |
|
GCI Liberty Inc * |
|
|
2,200 |
|
|
|
— |
|
IAC Inc * |
|
|
1,798 |
|
|
|
94 |
|
Interpublic Group of Cos Inc/The |
|
|
9,400 |
|
|
|
307 |
|
Iridium Communications Inc |
|
|
3,000 |
|
|
|
124 |
|
Liberty Broadband Corp, Cl A * |
|
|
400 |
|
|
|
32 |
|
Liberty Broadband Corp, Cl C * |
|
|
2,858 |
|
|
|
230 |
|
Liberty Media Corp-Liberty Formula One, Cl A * |
|
|
500 |
|
|
|
29 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
4,700 |
|
|
|
297 |
|
Liberty Media Corp-Liberty Live, Cl A * |
|
|
521 |
|
|
|
19 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
1,209 |
|
|
|
45 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
3,698 |
|
|
|
106 |
|
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
2,000 |
|
|
|
57 |
|
Live Nation Entertainment Inc * |
|
|
3,790 |
|
|
|
355 |
|
Madison Square Garden Sports Corp * |
|
|
396 |
|
|
|
72 |
|
Match Group Inc * |
|
|
6,799 |
|
|
|
248 |
|
Meta Platforms Inc, Cl A * |
|
|
53,474 |
|
|
|
18,928 |
|
Netflix Inc * |
|
|
10,529 |
|
|
|
5,126 |
|
New York Times Co/The, Cl A |
|
|
4,012 |
|
|
|
197 |
|
News Corp, Cl A |
|
|
9,400 |
|
|
|
231 |
|
News Corp, Cl B |
|
|
2,800 |
|
|
|
72 |
|
Nexstar Media Group Inc, Cl A |
|
|
800 |
|
|
|
125 |
|
Omnicom Group Inc |
|
|
4,826 |
|
|
|
418 |
|
Paramount Global, Cl A |
|
|
219 |
|
|
|
4 |
|
Paramount Global, Cl B |
|
|
13,753 |
|
|
|
203 |
|
Pinterest Inc, Cl A * |
|
|
14,376 |
|
|
|
533 |
|
Playtika Holding Corp * |
|
|
637 |
|
|
|
6 |
|
ROBLOX Corp, Cl A * |
|
|
11,200 |
|
|
|
512 |
|
Roku Inc, Cl A * |
|
|
2,945 |
|
|
|
270 |
|
Sirius XM Holdings Inc (A) |
|
|
16,018 |
|
|
|
88 |
|
Spotify Technology SA * |
|
|
3,360 |
|
|
|
631 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
4,004 |
|
|
|
644 |
|
TKO Group Holdings Inc, Cl A |
|
|
1,200 |
|
|
|
98 |
|
T-Mobile US Inc |
|
|
12,814 |
|
|
|
2,054 |
|
Trade Desk Inc/The, Cl A * |
|
|
10,651 |
|
|
|
766 |
|
TripAdvisor Inc * |
|
|
2,600 |
|
|
|
56 |
|
Verizon Communications Inc |
|
|
101,479 |
|
|
|
3,826 |
|
Walt Disney Co/The |
|
|
44,044 |
|
|
|
3,977 |
|
Warner Bros Discovery Inc * |
|
|
52,920 |
|
|
|
602 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
ZoomInfo Technologies Inc, Cl A * |
|
|
7,500 |
|
|
$ |
139 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
88,242 |
|
Consumer Discretionary — 10.6% |
|
|
|
|
ADT Inc |
|
|
5,828 |
|
|
|
40 |
|
Advance Auto Parts Inc |
|
|
1,517 |
|
|
|
93 |
|
Airbnb Inc, Cl A * |
|
|
9,800 |
|
|
|
1,334 |
|
Amazon.com Inc, Cl A * |
|
|
217,992 |
|
|
|
33,122 |
|
Aptiv PLC * |
|
|
6,453 |
|
|
|
579 |
|
Aramark |
|
|
5,591 |
|
|
|
157 |
|
AutoNation Inc * |
|
|
694 |
|
|
|
104 |
|
AutoZone Inc * |
|
|
426 |
|
|
|
1,101 |
|
Bath & Body Works Inc |
|
|
5,600 |
|
|
|
242 |
|
Best Buy Co Inc |
|
|
4,680 |
|
|
|
366 |
|
Birkenstock Holding PLC * |
|
|
700 |
|
|
|
34 |
|
Booking Holdings Inc * |
|
|
863 |
|
|
|
3,061 |
|
BorgWarner Inc |
|
|
5,700 |
|
|
|
204 |
|
Boyd Gaming Corp |
|
|
1,800 |
|
|
|
113 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,400 |
|
|
|
132 |
|
Brunswick Corp/DE |
|
|
1,700 |
|
|
|
164 |
|
Burlington Stores Inc * |
|
|
1,553 |
|
|
|
302 |
|
Caesars Entertainment Inc * |
|
|
5,000 |
|
|
|
234 |
|
Capri Holdings Ltd * |
|
|
2,800 |
|
|
|
141 |
|
CarMax Inc * |
|
|
3,800 |
|
|
|
292 |
|
Carnival Corp * |
|
|
23,827 |
|
|
|
442 |
|
Carter's Inc |
|
|
900 |
|
|
|
67 |
|
Cava Group Inc * |
|
|
400 |
|
|
|
17 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
683 |
|
|
|
1,562 |
|
Choice Hotels International Inc |
|
|
728 |
|
|
|
82 |
|
Churchill Downs Inc |
|
|
1,722 |
|
|
|
232 |
|
Columbia Sportswear Co |
|
|
900 |
|
|
|
72 |
|
Coupang Inc, Cl A * |
|
|
26,300 |
|
|
|
426 |
|
Crocs Inc * |
|
|
1,500 |
|
|
|
140 |
|
Darden Restaurants Inc |
|
|
2,899 |
|
|
|
476 |
|
Deckers Outdoor Corp * |
|
|
601 |
|
|
|
402 |
|
Dick's Sporting Goods Inc |
|
|
1,492 |
|
|
|
219 |
|
Domino's Pizza Inc |
|
|
860 |
|
|
|
355 |
|
DoorDash Inc, Cl A * |
|
|
7,264 |
|
|
|
718 |
|
DR Horton Inc |
|
|
7,538 |
|
|
|
1,146 |
|
DraftKings Inc, Cl A * |
|
|
10,100 |
|
|
|
356 |
|
eBay Inc |
|
|
12,806 |
|
|
|
559 |
|
Etsy Inc * |
|
|
3,004 |
|
|
|
243 |
|
Expedia Group Inc * |
|
|
3,424 |
|
|
|
520 |
|
Five Below Inc * |
|
|
1,283 |
|
|
|
273 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
2,500 |
|
|
|
279 |
|
Ford Motor Co |
|
|
94,485 |
|
|
|
1,152 |
|
GameStop Corp, Cl A *(A) |
|
|
6,300 |
|
|
|
110 |
|
Gap Inc/The |
|
|
4,600 |
|
|
|
96 |
|
Garmin Ltd |
|
|
3,657 |
|
|
|
470 |
|
General Motors Co |
|
|
33,049 |
|
|
|
1,187 |
|
Gentex Corp |
|
|
5,635 |
|
|
|
184 |
|
Genuine Parts Co |
|
|
3,376 |
|
|
|
468 |
|
Grand Canyon Education Inc * |
|
|
700 |
|
|
|
92 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
H&R Block Inc |
|
|
3,700 |
|
|
$ |
179 |
|
Harley-Davidson Inc, Cl A |
|
|
3,300 |
|
|
|
122 |
|
Hasbro Inc |
|
|
3,202 |
|
|
|
163 |
|
Hilton Worldwide Holdings Inc |
|
|
6,184 |
|
|
|
1,126 |
|
Home Depot Inc/The |
|
|
24,146 |
|
|
|
8,368 |
|
Hyatt Hotels Corp, Cl A |
|
|
1,094 |
|
|
|
143 |
|
Kohl's Corp |
|
|
2,625 |
|
|
|
75 |
|
Las Vegas Sands Corp |
|
|
8,946 |
|
|
|
440 |
|
Lear Corp |
|
|
1,394 |
|
|
|
197 |
|
Leggett & Platt Inc |
|
|
3,200 |
|
|
|
84 |
|
Lennar Corp, Cl A |
|
|
5,989 |
|
|
|
893 |
|
Lennar Corp, Cl B |
|
|
350 |
|
|
|
47 |
|
Lithia Motors Inc, Cl A |
|
|
630 |
|
|
|
207 |
|
LKQ Corp |
|
|
6,388 |
|
|
|
305 |
|
Lowe's Cos Inc |
|
|
14,126 |
|
|
|
3,144 |
|
Lucid Group Inc *(A) |
|
|
17,500 |
|
|
|
74 |
|
Lululemon Athletica Inc * |
|
|
2,648 |
|
|
|
1,354 |
|
Macy's Inc |
|
|
6,400 |
|
|
|
129 |
|
Marriott International Inc/MD, Cl A |
|
|
5,955 |
|
|
|
1,343 |
|
Marriott Vacations Worldwide Corp |
|
|
900 |
|
|
|
76 |
|
Mattel Inc * |
|
|
8,700 |
|
|
|
164 |
|
McDonald's Corp |
|
|
17,561 |
|
|
|
5,207 |
|
MGM Resorts International |
|
|
7,153 |
|
|
|
320 |
|
Mister Car Wash Inc * |
|
|
2,100 |
|
|
|
18 |
|
Mohawk Industries Inc * |
|
|
1,332 |
|
|
|
138 |
|
Murphy USA Inc |
|
|
500 |
|
|
|
178 |
|
Newell Brands Inc, Cl B |
|
|
8,970 |
|
|
|
78 |
|
NIKE Inc, Cl B |
|
|
28,644 |
|
|
|
3,110 |
|
Nordstrom Inc |
|
|
3,000 |
|
|
|
55 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
10,263 |
|
|
|
206 |
|
NVR Inc * |
|
|
75 |
|
|
|
525 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,561 |
|
|
|
118 |
|
O'Reilly Automotive Inc * |
|
|
1,450 |
|
|
|
1,378 |
|
Peloton Interactive Inc, Cl A * |
|
|
7,927 |
|
|
|
48 |
|
Penn Entertainment Inc * |
|
|
3,800 |
|
|
|
99 |
|
Penske Automotive Group Inc, Cl A |
|
|
500 |
|
|
|
80 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
2,300 |
|
|
|
7 |
|
Phinia Inc |
|
|
1,200 |
|
|
|
36 |
|
Planet Fitness Inc, Cl A * |
|
|
2,000 |
|
|
|
146 |
|
Polaris Inc |
|
|
1,331 |
|
|
|
126 |
|
Pool Corp |
|
|
921 |
|
|
|
367 |
|
PulteGroup Inc |
|
|
5,300 |
|
|
|
547 |
|
PVH Corp |
|
|
1,549 |
|
|
|
189 |
|
QuantumScape Corp, Cl A *(A) |
|
|
6,600 |
|
|
|
46 |
|
Ralph Lauren Corp, Cl A |
|
|
984 |
|
|
|
142 |
|
RH * |
|
|
453 |
|
|
|
132 |
|
Rivian Automotive Inc, Cl A * |
|
|
16,200 |
|
|
|
380 |
|
Ross Stores Inc |
|
|
8,044 |
|
|
|
1,113 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,623 |
|
|
|
728 |
|
Service Corp International/US |
|
|
3,500 |
|
|
|
240 |
|
Skechers USA Inc, Cl A * |
|
|
3,253 |
|
|
|
203 |
|
Starbucks Corp |
|
|
27,201 |
|
|
|
2,612 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Tapestry Inc |
|
|
5,608 |
|
|
$ |
206 |
|
Tempur Sealy International Inc |
|
|
4,100 |
|
|
|
209 |
|
Tesla Inc * |
|
|
66,773 |
|
|
|
16,592 |
|
Texas Roadhouse Inc, Cl A |
|
|
1,600 |
|
|
|
196 |
|
Thor Industries Inc |
|
|
1,200 |
|
|
|
142 |
|
TJX Cos Inc/The |
|
|
27,759 |
|
|
|
2,604 |
|
Toll Brothers Inc |
|
|
2,600 |
|
|
|
267 |
|
TopBuild Corp * |
|
|
758 |
|
|
|
284 |
|
Tractor Supply Co |
|
|
2,601 |
|
|
|
559 |
|
Travel + Leisure Co |
|
|
1,763 |
|
|
|
69 |
|
Ulta Beauty Inc * |
|
|
1,230 |
|
|
|
603 |
|
Under Armour Inc, Cl A * |
|
|
4,815 |
|
|
|
42 |
|
Under Armour Inc, Cl C * |
|
|
5,600 |
|
|
|
47 |
|
Vail Resorts Inc |
|
|
870 |
|
|
|
186 |
|
Valvoline Inc |
|
|
4,000 |
|
|
|
150 |
|
VF Corp |
|
|
8,364 |
|
|
|
157 |
|
Victoria's Secret & Co * |
|
|
1,766 |
|
|
|
47 |
|
Wayfair Inc, Cl A * |
|
|
2,023 |
|
|
|
125 |
|
Wendy's Co/The |
|
|
4,200 |
|
|
|
82 |
|
Whirlpool Corp |
|
|
1,338 |
|
|
|
163 |
|
Williams-Sonoma Inc |
|
|
1,500 |
|
|
|
303 |
|
Wingstop Inc, Cl A |
|
|
700 |
|
|
|
180 |
|
Wyndham Hotels & Resorts Inc |
|
|
2,063 |
|
|
|
166 |
|
Wynn Resorts Ltd |
|
|
2,515 |
|
|
|
229 |
|
YETI Holdings Inc * |
|
|
2,100 |
|
|
|
109 |
|
Yum! Brands Inc |
|
|
6,709 |
|
|
|
877 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
115,959 |
|
Consumer Staples — 5.7% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
10,300 |
|
|
|
237 |
|
Altria Group Inc |
|
|
43,050 |
|
|
|
1,737 |
|
Archer-Daniels-Midland Co |
|
|
12,888 |
|
|
|
931 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
3,200 |
|
|
|
213 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
240 |
|
|
|
83 |
|
Brown-Forman Corp, Cl A |
|
|
1,240 |
|
|
|
74 |
|
Brown-Forman Corp, Cl B |
|
|
4,422 |
|
|
|
253 |
|
Bunge Global |
|
|
3,600 |
|
|
|
363 |
|
Campbell Soup Co |
|
|
4,700 |
|
|
|
203 |
|
Casey's General Stores Inc |
|
|
896 |
|
|
|
246 |
|
Celsius Holdings Inc * |
|
|
3,400 |
|
|
|
185 |
|
Church & Dwight Co Inc |
|
|
5,910 |
|
|
|
559 |
|
Clorox Co/The |
|
|
2,971 |
|
|
|
424 |
|
Coca-Cola Co/The |
|
|
93,894 |
|
|
|
5,533 |
|
Colgate-Palmolive Co |
|
|
19,779 |
|
|
|
1,577 |
|
Conagra Brands Inc |
|
|
11,449 |
|
|
|
328 |
|
Constellation Brands Inc, Cl A |
|
|
3,886 |
|
|
|
939 |
|
Costco Wholesale Corp |
|
|
10,764 |
|
|
|
7,105 |
|
Coty Inc, Cl A * |
|
|
8,539 |
|
|
|
106 |
|
Darling Ingredients Inc * |
|
|
3,823 |
|
|
|
191 |
|
Dollar General Corp |
|
|
5,245 |
|
|
|
713 |
|
Dollar Tree Inc * |
|
|
5,056 |
|
|
|
718 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,580 |
|
|
|
816 |
|
Flowers Foods Inc |
|
|
4,500 |
|
|
|
101 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Freshpet Inc * |
|
|
1,100 |
|
|
$ |
95 |
|
General Mills Inc |
|
|
14,161 |
|
|
|
922 |
|
Grocery Outlet Holding Corp * |
|
|
2,300 |
|
|
|
62 |
|
Hershey Co/The |
|
|
3,542 |
|
|
|
660 |
|
Hormel Foods Corp |
|
|
7,037 |
|
|
|
226 |
|
Ingredion Inc |
|
|
1,610 |
|
|
|
175 |
|
J M Smucker Co/The |
|
|
2,454 |
|
|
|
310 |
|
Kellanova |
|
|
6,285 |
|
|
|
351 |
|
Kenvue Inc |
|
|
41,754 |
|
|
|
899 |
|
Keurig Dr Pepper Inc |
|
|
22,885 |
|
|
|
763 |
|
Kimberly-Clark Corp |
|
|
8,090 |
|
|
|
983 |
|
Kraft Heinz Co/The |
|
|
19,449 |
|
|
|
719 |
|
Kroger Co/The |
|
|
15,688 |
|
|
|
717 |
|
Lamb Weston Holdings Inc |
|
|
3,500 |
|
|
|
378 |
|
Maplebear Inc * |
|
|
500 |
|
|
|
12 |
|
McCormick & Co Inc/MD |
|
|
5,982 |
|
|
|
409 |
|
Molson Coors Beverage Co, Cl B |
|
|
4,195 |
|
|
|
257 |
|
Mondelez International Inc, Cl A |
|
|
32,746 |
|
|
|
2,372 |
|
Monster Beverage Corp * |
|
|
17,878 |
|
|
|
1,030 |
|
Olaplex Holdings Inc * |
|
|
3,500 |
|
|
|
9 |
|
PepsiCo Inc |
|
|
33,230 |
|
|
|
5,644 |
|
Performance Food Group Co * |
|
|
3,700 |
|
|
|
256 |
|
Philip Morris International Inc |
|
|
37,363 |
|
|
|
3,515 |
|
Pilgrim's Pride Corp * |
|
|
900 |
|
|
|
25 |
|
Post Holdings Inc * |
|
|
1,307 |
|
|
|
115 |
|
Procter & Gamble Co/The |
|
|
56,957 |
|
|
|
8,347 |
|
Reynolds Consumer Products Inc |
|
|
1,500 |
|
|
|
40 |
|
Seaboard Corp |
|
|
6 |
|
|
|
21 |
|
Spectrum Brands Holdings Inc |
|
|
957 |
|
|
|
76 |
|
Sysco Corp, Cl A |
|
|
12,163 |
|
|
|
890 |
|
Target Corp, Cl A |
|
|
11,102 |
|
|
|
1,581 |
|
Tyson Foods Inc, Cl A |
|
|
6,708 |
|
|
|
361 |
|
US Foods Holding Corp * |
|
|
5,497 |
|
|
|
250 |
|
Walgreens Boots Alliance Inc |
|
|
17,341 |
|
|
|
453 |
|
Walmart Inc |
|
|
34,371 |
|
|
|
5,419 |
|
WK Kellogg Co |
|
|
1,621 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,998 |
|
Energy — 3.8% |
|
|
|
|
Antero Midstream Corp |
|
|
8,100 |
|
|
|
101 |
|
Antero Resources Corp * |
|
|
6,900 |
|
|
|
156 |
|
APA Corp |
|
|
7,600 |
|
|
|
273 |
|
Baker Hughes Co, Cl A |
|
|
24,602 |
|
|
|
841 |
|
Cheniere Energy Inc |
|
|
5,873 |
|
|
|
1,003 |
|
Chesapeake Energy Corp |
|
|
3,100 |
|
|
|
239 |
|
Chevron Corp |
|
|
41,599 |
|
|
|
6,205 |
|
ConocoPhillips |
|
|
29,204 |
|
|
|
3,390 |
|
Coterra Energy Inc |
|
|
17,914 |
|
|
|
457 |
|
Devon Energy Corp |
|
|
15,561 |
|
|
|
705 |
|
Diamondback Energy Inc, Cl A |
|
|
4,329 |
|
|
|
671 |
|
DT Midstream Inc |
|
|
2,306 |
|
|
|
126 |
|
EOG Resources Inc |
|
|
14,182 |
|
|
|
1,715 |
|
EQT Corp |
|
|
8,767 |
|
|
|
339 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Exxon Mobil Corp |
|
|
97,671 |
|
|
$ |
9,765 |
|
Halliburton Co |
|
|
21,645 |
|
|
|
782 |
|
Hess Corp |
|
|
6,649 |
|
|
|
959 |
|
HF Sinclair Corp |
|
|
3,400 |
|
|
|
189 |
|
Kinder Morgan Inc |
|
|
47,634 |
|
|
|
840 |
|
Marathon Oil Corp |
|
|
14,992 |
|
|
|
362 |
|
Marathon Petroleum Corp |
|
|
9,212 |
|
|
|
1,367 |
|
New Fortress Energy Inc, Cl A |
|
|
1,500 |
|
|
|
57 |
|
NOV Inc |
|
|
9,700 |
|
|
|
197 |
|
Occidental Petroleum Corp |
|
|
16,923 |
|
|
|
1,010 |
|
ONEOK Inc |
|
|
14,061 |
|
|
|
987 |
|
Ovintiv Inc |
|
|
6,200 |
|
|
|
272 |
|
Phillips 66 |
|
|
11,062 |
|
|
|
1,473 |
|
Pioneer Natural Resources Co |
|
|
5,574 |
|
|
|
1,253 |
|
Range Resources Corp |
|
|
5,800 |
|
|
|
177 |
|
Schlumberger NV, Cl A |
|
|
34,275 |
|
|
|
1,784 |
|
Southwestern Energy Co * |
|
|
26,600 |
|
|
|
174 |
|
Targa Resources Corp |
|
|
5,400 |
|
|
|
469 |
|
TechnipFMC PLC |
|
|
10,700 |
|
|
|
216 |
|
Texas Pacific Land Corp |
|
|
149 |
|
|
|
234 |
|
Valero Energy Corp |
|
|
8,474 |
|
|
|
1,102 |
|
Williams Cos Inc/The |
|
|
29,273 |
|
|
|
1,020 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
40,910 |
|
Financials — 13.2% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
871 |
|
|
|
132 |
|
Affirm Holdings Inc, Cl A * |
|
|
5,200 |
|
|
|
256 |
|
Aflac Inc |
|
|
14,446 |
|
|
|
1,192 |
|
AGNC Investment Corp ‡ |
|
|
14,928 |
|
|
|
146 |
|
Allstate Corp/The |
|
|
6,280 |
|
|
|
879 |
|
Ally Financial Inc |
|
|
6,658 |
|
|
|
233 |
|
American Express Co |
|
|
14,214 |
|
|
|
2,663 |
|
American Financial Group Inc/OH |
|
|
1,743 |
|
|
|
207 |
|
American International Group Inc |
|
|
17,403 |
|
|
|
1,179 |
|
Ameriprise Financial Inc |
|
|
2,536 |
|
|
|
963 |
|
Annaly Capital Management Inc ‡ |
|
|
12,193 |
|
|
|
236 |
|
Aon PLC, Cl A |
|
|
4,847 |
|
|
|
1,411 |
|
Apollo Global Management Inc |
|
|
12,547 |
|
|
|
1,169 |
|
Arch Capital Group Ltd * |
|
|
8,689 |
|
|
|
645 |
|
Ares Management Corp, Cl A |
|
|
3,900 |
|
|
|
464 |
|
Arthur J Gallagher & Co |
|
|
5,105 |
|
|
|
1,148 |
|
Assurant Inc |
|
|
1,300 |
|
|
|
219 |
|
Assured Guaranty Ltd |
|
|
1,414 |
|
|
|
106 |
|
Axis Capital Holdings Ltd |
|
|
1,823 |
|
|
|
101 |
|
Bank of America Corp |
|
|
166,702 |
|
|
|
5,613 |
|
Bank of New York Mellon Corp/The |
|
|
18,885 |
|
|
|
983 |
|
Bank OZK |
|
|
2,600 |
|
|
|
130 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
44,320 |
|
|
|
15,807 |
|
BlackRock Inc |
|
|
3,619 |
|
|
|
2,938 |
|
Blackstone Inc, Cl A |
|
|
17,199 |
|
|
|
2,252 |
|
Block Inc, Cl A * |
|
|
13,053 |
|
|
|
1,010 |
|
Blue Owl Capital Inc, Cl A |
|
|
10,800 |
|
|
|
161 |
|
BOK Financial Corp |
|
|
700 |
|
|
|
60 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Brighthouse Financial Inc * |
|
|
1,700 |
|
|
$ |
90 |
|
Brown & Brown Inc |
|
|
5,700 |
|
|
|
405 |
|
Capital One Financial Corp |
|
|
9,163 |
|
|
|
1,201 |
|
Carlyle Group Inc/The |
|
|
5,000 |
|
|
|
203 |
|
Cboe Global Markets Inc |
|
|
2,500 |
|
|
|
446 |
|
Charles Schwab Corp/The |
|
|
35,727 |
|
|
|
2,458 |
|
Chubb Ltd |
|
|
9,910 |
|
|
|
2,240 |
|
Cincinnati Financial Corp |
|
|
3,700 |
|
|
|
383 |
|
Citigroup Inc |
|
|
46,880 |
|
|
|
2,412 |
|
Citizens Financial Group Inc |
|
|
11,559 |
|
|
|
383 |
|
CME Group Inc, Cl A |
|
|
8,633 |
|
|
|
1,818 |
|
CNA Financial Corp |
|
|
752 |
|
|
|
32 |
|
Coinbase Global Inc, Cl A * |
|
|
4,000 |
|
|
|
696 |
|
Columbia Banking System Inc |
|
|
4,966 |
|
|
|
132 |
|
Comerica Inc |
|
|
3,253 |
|
|
|
182 |
|
Commerce Bancshares Inc/MO |
|
|
2,965 |
|
|
|
158 |
|
Corebridge Financial Inc |
|
|
5,000 |
|
|
|
108 |
|
Credit Acceptance Corp, Cl A * |
|
|
136 |
|
|
|
72 |
|
Cullen/Frost Bankers Inc |
|
|
1,414 |
|
|
|
153 |
|
Discover Financial Services |
|
|
6,071 |
|
|
|
682 |
|
East West Bancorp Inc |
|
|
3,400 |
|
|
|
245 |
|
Equitable Holdings Inc |
|
|
8,700 |
|
|
|
290 |
|
Euronet Worldwide Inc * |
|
|
1,200 |
|
|
|
122 |
|
Evercore Inc, Cl A |
|
|
883 |
|
|
|
151 |
|
Everest Group Ltd |
|
|
1,016 |
|
|
|
359 |
|
Eversource Energy |
|
|
8,498 |
|
|
|
524 |
|
FactSet Research Systems Inc |
|
|
885 |
|
|
|
422 |
|
Fidelity National Financial Inc |
|
|
6,210 |
|
|
|
317 |
|
Fidelity National Information Services Inc, Cl B |
|
|
14,219 |
|
|
|
854 |
|
Fifth Third Bancorp |
|
|
16,300 |
|
|
|
562 |
|
First American Financial Corp |
|
|
2,500 |
|
|
|
161 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
290 |
|
|
|
412 |
|
First Hawaiian Inc |
|
|
3,000 |
|
|
|
69 |
|
First Horizon Corp |
|
|
13,200 |
|
|
|
187 |
|
Fiserv Inc, Cl A * |
|
|
14,628 |
|
|
|
1,943 |
|
FleetCor Technologies Inc * |
|
|
1,711 |
|
|
|
484 |
|
FNB Corp/PA |
|
|
8,500 |
|
|
|
117 |
|
Franklin Resources Inc |
|
|
6,900 |
|
|
|
206 |
|
Global Payments Inc |
|
|
6,277 |
|
|
|
797 |
|
Globe Life Inc |
|
|
2,101 |
|
|
|
256 |
|
Goldman Sachs Group Inc/The |
|
|
7,740 |
|
|
|
2,986 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
826 |
|
|
|
100 |
|
Hartford Financial Services Group Inc/The |
|
|
7,359 |
|
|
|
592 |
|
Houlihan Lokey Inc, Cl A |
|
|
1,200 |
|
|
|
144 |
|
Huntington Bancshares Inc/OH |
|
|
35,138 |
|
|
|
447 |
|
Interactive Brokers Group Inc, Cl A |
|
|
2,421 |
|
|
|
201 |
|
Intercontinental Exchange Inc |
|
|
13,612 |
|
|
|
1,748 |
|
Invesco Ltd |
|
|
8,762 |
|
|
|
156 |
|
Jack Henry & Associates Inc |
|
|
1,694 |
|
|
|
277 |
|
Janus Henderson Group PLC |
|
|
3,200 |
|
|
|
96 |
|
Jefferies Financial Group Inc |
|
|
4,600 |
|
|
|
186 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
JPMorgan Chase & Co |
|
|
69,836 |
|
|
$ |
11,879 |
|
Kemper Corp, Cl A |
|
|
1,455 |
|
|
|
71 |
|
KeyCorp |
|
|
22,288 |
|
|
|
321 |
|
Kinsale Capital Group Inc |
|
|
500 |
|
|
|
167 |
|
KKR & Co Inc |
|
|
16,000 |
|
|
|
1,326 |
|
Lazard Inc, Cl A |
|
|
2,600 |
|
|
|
90 |
|
Lincoln National Corp |
|
|
4,077 |
|
|
|
110 |
|
Loews Corp |
|
|
4,489 |
|
|
|
312 |
|
LPL Financial Holdings Inc |
|
|
1,892 |
|
|
|
431 |
|
M&T Bank Corp |
|
|
3,977 |
|
|
|
545 |
|
Markel Group Inc * |
|
|
320 |
|
|
|
454 |
|
MarketAxess Holdings Inc |
|
|
875 |
|
|
|
256 |
|
Marsh & McLennan Cos Inc |
|
|
11,895 |
|
|
|
2,254 |
|
Mastercard Inc, Cl A |
|
|
20,095 |
|
|
|
8,571 |
|
MetLife Inc |
|
|
15,515 |
|
|
|
1,026 |
|
MGIC Investment Corp |
|
|
7,100 |
|
|
|
137 |
|
Moody's Corp |
|
|
3,856 |
|
|
|
1,506 |
|
Morgan Stanley |
|
|
28,962 |
|
|
|
2,701 |
|
Morningstar Inc, Cl A |
|
|
600 |
|
|
|
172 |
|
MSCI Inc, Cl A |
|
|
1,887 |
|
|
|
1,067 |
|
Nasdaq Inc, Cl A |
|
|
8,200 |
|
|
|
477 |
|
NCR Atleos Corp * |
|
|
1,511 |
|
|
|
37 |
|
New York Community Bancorp Inc |
|
|
17,000 |
|
|
|
174 |
|
Northern Trust Corp |
|
|
4,950 |
|
|
|
418 |
|
NU Holdings Ltd, Cl A * |
|
|
55,400 |
|
|
|
461 |
|
Old Republic International Corp |
|
|
6,400 |
|
|
|
188 |
|
OneMain Holdings Inc, Cl A |
|
|
2,681 |
|
|
|
132 |
|
PayPal Holdings Inc * |
|
|
27,020 |
|
|
|
1,659 |
|
Pinnacle Financial Partners Inc |
|
|
1,800 |
|
|
|
157 |
|
PNC Financial Services Group Inc/The |
|
|
9,556 |
|
|
|
1,480 |
|
Popular Inc |
|
|
1,700 |
|
|
|
140 |
|
Primerica Inc |
|
|
881 |
|
|
|
181 |
|
Principal Financial Group Inc, Cl A |
|
|
5,834 |
|
|
|
459 |
|
Progressive Corp/The |
|
|
14,107 |
|
|
|
2,247 |
|
Prosperity Bancshares Inc |
|
|
2,100 |
|
|
|
142 |
|
Prudential Financial Inc |
|
|
8,862 |
|
|
|
919 |
|
Raymond James Financial Inc |
|
|
4,605 |
|
|
|
513 |
|
Regions Financial Corp |
|
|
22,412 |
|
|
|
434 |
|
Reinsurance Group of America Inc, Cl A |
|
|
1,624 |
|
|
|
263 |
|
RenaissanceRe Holdings Ltd |
|
|
1,175 |
|
|
|
230 |
|
Rithm Capital Corp ‡ |
|
|
11,640 |
|
|
|
124 |
|
RLI Corp |
|
|
1,000 |
|
|
|
133 |
|
Robinhood Markets Inc, Cl A * |
|
|
16,100 |
|
|
|
205 |
|
Rocket Cos Inc, Cl A * |
|
|
2,800 |
|
|
|
41 |
|
Ryan Specialty Holdings Inc, Cl A * |
|
|
2,200 |
|
|
|
95 |
|
S&P Global Inc |
|
|
7,751 |
|
|
|
3,414 |
|
SEI Investments Co † |
|
|
2,500 |
|
|
|
159 |
|
Shift4 Payments Inc, Cl A * |
|
|
1,300 |
|
|
|
97 |
|
SLM Corp |
|
|
5,340 |
|
|
|
102 |
|
SoFi Technologies Inc * |
|
|
22,300 |
|
|
|
222 |
|
Starwood Property Trust Inc ‡ |
|
|
7,100 |
|
|
|
149 |
|
State Street Corp |
|
|
7,609 |
|
|
|
589 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Stifel Financial Corp |
|
|
2,500 |
|
|
$ |
173 |
|
Synchrony Financial |
|
|
10,168 |
|
|
|
388 |
|
Synovus Financial Corp |
|
|
3,600 |
|
|
|
136 |
|
T Rowe Price Group Inc |
|
|
5,371 |
|
|
|
578 |
|
TFS Financial Corp |
|
|
1,417 |
|
|
|
21 |
|
Toast Inc, Cl A * |
|
|
8,600 |
|
|
|
157 |
|
TPG Inc, Cl A |
|
|
1,700 |
|
|
|
73 |
|
Tradeweb Markets Inc, Cl A |
|
|
2,800 |
|
|
|
254 |
|
Travelers Cos Inc/The |
|
|
5,570 |
|
|
|
1,061 |
|
Truist Financial Corp |
|
|
31,927 |
|
|
|
1,179 |
|
Unum Group |
|
|
4,775 |
|
|
|
216 |
|
US Bancorp |
|
|
37,680 |
|
|
|
1,631 |
|
UWM Holdings Corp |
|
|
2,800 |
|
|
|
20 |
|
Virtu Financial Inc, Cl A |
|
|
2,400 |
|
|
|
49 |
|
Visa Inc, Cl A |
|
|
38,619 |
|
|
|
10,054 |
|
Voya Financial Inc |
|
|
2,400 |
|
|
|
175 |
|
W R Berkley Corp |
|
|
4,950 |
|
|
|
350 |
|
Webster Financial Corp |
|
|
4,268 |
|
|
|
217 |
|
Wells Fargo & Co |
|
|
88,515 |
|
|
|
4,357 |
|
Western Alliance Bancorp |
|
|
2,600 |
|
|
|
171 |
|
Western Union Co/The |
|
|
9,000 |
|
|
|
107 |
|
WEX Inc * |
|
|
995 |
|
|
|
194 |
|
White Mountains Insurance Group Ltd |
|
|
60 |
|
|
|
90 |
|
Willis Towers Watson PLC |
|
|
2,504 |
|
|
|
604 |
|
Wintrust Financial Corp |
|
|
1,500 |
|
|
|
139 |
|
XP Inc, Cl A |
|
|
8,100 |
|
|
|
211 |
|
Zions Bancorp NA |
|
|
3,500 |
|
|
|
154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
144,164 |
|
Health Care — 12.1% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
2,198 |
|
|
|
123 |
|
Abbott Laboratories |
|
|
41,733 |
|
|
|
4,594 |
|
AbbVie Inc |
|
|
42,585 |
|
|
|
6,599 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
2,200 |
|
|
|
171 |
|
Agilent Technologies Inc |
|
|
7,154 |
|
|
|
995 |
|
agilon health Inc * |
|
|
7,170 |
|
|
|
90 |
|
Align Technology Inc * |
|
|
1,851 |
|
|
|
507 |
|
Alnylam Pharmaceuticals Inc * |
|
|
2,927 |
|
|
|
560 |
|
Amedisys Inc * |
|
|
800 |
|
|
|
76 |
|
Amgen Inc, Cl A |
|
|
12,845 |
|
|
|
3,700 |
|
Apellis Pharmaceuticals Inc * |
|
|
2,400 |
|
|
|
144 |
|
Avantor Inc * |
|
|
16,320 |
|
|
|
373 |
|
Azenta Inc * |
|
|
1,500 |
|
|
|
98 |
|
Baxter International Inc |
|
|
12,165 |
|
|
|
470 |
|
Becton Dickinson & Co |
|
|
7,009 |
|
|
|
1,709 |
|
Biogen Inc * |
|
|
3,459 |
|
|
|
895 |
|
BioMarin Pharmaceutical Inc * |
|
|
4,567 |
|
|
|
440 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
456 |
|
|
|
147 |
|
Bio-Techne Corp |
|
|
3,796 |
|
|
|
293 |
|
Boston Scientific Corp * |
|
|
35,338 |
|
|
|
2,043 |
|
Bristol-Myers Squibb Co |
|
|
49,236 |
|
|
|
2,526 |
|
Bruker Corp |
|
|
2,600 |
|
|
|
191 |
|
Cardinal Health Inc |
|
|
6,200 |
|
|
|
625 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Catalent Inc * |
|
|
4,423 |
|
|
$ |
199 |
|
Cencora Inc, Cl A |
|
|
3,895 |
|
|
|
800 |
|
Centene Corp * |
|
|
12,981 |
|
|
|
963 |
|
Certara Inc * |
|
|
3,100 |
|
|
|
55 |
|
Charles River Laboratories International Inc * |
|
|
1,203 |
|
|
|
284 |
|
Chemed Corp |
|
|
392 |
|
|
|
229 |
|
Cigna Group/The |
|
|
7,050 |
|
|
|
2,111 |
|
Cooper Cos Inc/The, Cl A |
|
|
1,168 |
|
|
|
442 |
|
CVS Health Corp |
|
|
30,908 |
|
|
|
2,440 |
|
Danaher Corp, Cl A |
|
|
15,834 |
|
|
|
3,663 |
|
DaVita Inc * |
|
|
1,300 |
|
|
|
136 |
|
DENTSPLY SIRONA Inc |
|
|
5,000 |
|
|
|
178 |
|
Dexcom Inc * |
|
|
9,272 |
|
|
|
1,151 |
|
Doximity Inc, Cl A * |
|
|
2,900 |
|
|
|
81 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
14,447 |
|
|
|
1,102 |
|
Elanco Animal Health Inc * |
|
|
11,877 |
|
|
|
177 |
|
Elevance Health Inc |
|
|
5,732 |
|
|
|
2,703 |
|
Eli Lilly & Co |
|
|
20,470 |
|
|
|
11,932 |
|
Encompass Health Corp |
|
|
2,400 |
|
|
|
160 |
|
Enovis Corp * |
|
|
1,366 |
|
|
|
77 |
|
Envista Holdings Corp * |
|
|
4,000 |
|
|
|
96 |
|
Exact Sciences Corp * |
|
|
4,300 |
|
|
|
318 |
|
Exelixis Inc * |
|
|
7,800 |
|
|
|
187 |
|
Fortrea Holdings Inc * |
|
|
2,301 |
|
|
|
80 |
|
GE HealthCare Technologies Inc |
|
|
9,404 |
|
|
|
727 |
|
Gilead Sciences Inc |
|
|
30,144 |
|
|
|
2,442 |
|
Globus Medical Inc, Cl A * |
|
|
2,800 |
|
|
|
149 |
|
HCA Healthcare Inc |
|
|
4,904 |
|
|
|
1,327 |
|
Henry Schein Inc * |
|
|
3,147 |
|
|
|
238 |
|
Hologic Inc * |
|
|
5,900 |
|
|
|
422 |
|
Humana Inc |
|
|
3,004 |
|
|
|
1,375 |
|
ICON PLC * |
|
|
2,000 |
|
|
|
566 |
|
ICU Medical Inc * |
|
|
519 |
|
|
|
52 |
|
IDEXX Laboratories Inc * |
|
|
2,023 |
|
|
|
1,123 |
|
Illumina Inc * |
|
|
3,828 |
|
|
|
533 |
|
Incyte Corp * |
|
|
4,443 |
|
|
|
279 |
|
Inspire Medical Systems Inc * |
|
|
700 |
|
|
|
142 |
|
Insulet Corp * |
|
|
1,619 |
|
|
|
351 |
|
Integra LifeSciences Holdings Corp * |
|
|
1,700 |
|
|
|
74 |
|
Intuitive Surgical Inc * |
|
|
8,383 |
|
|
|
2,828 |
|
Ionis Pharmaceuticals Inc * |
|
|
3,500 |
|
|
|
177 |
|
IQVIA Holdings Inc * |
|
|
4,405 |
|
|
|
1,019 |
|
Jazz Pharmaceuticals PLC * |
|
|
1,480 |
|
|
|
182 |
|
Johnson & Johnson |
|
|
58,306 |
|
|
|
9,139 |
|
Karuna Therapeutics Inc * |
|
|
800 |
|
|
|
253 |
|
Laboratory Corp of America Holdings |
|
|
2,101 |
|
|
|
478 |
|
Maravai LifeSciences Holdings Inc, Cl A * |
|
|
3,000 |
|
|
|
20 |
|
Masimo Corp * |
|
|
1,000 |
|
|
|
117 |
|
McKesson Corp |
|
|
3,242 |
|
|
|
1,501 |
|
Medpace Holdings Inc * |
|
|
600 |
|
|
|
184 |
|
Medtronic PLC |
|
|
32,003 |
|
|
|
2,636 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Merck & Co Inc |
|
|
61,272 |
|
|
$ |
6,680 |
|
Mettler-Toledo International Inc * |
|
|
566 |
|
|
|
687 |
|
Mirati Therapeutics Inc * |
|
|
1,100 |
|
|
|
65 |
|
Moderna Inc * |
|
|
8,081 |
|
|
|
804 |
|
Molina Healthcare Inc * |
|
|
1,395 |
|
|
|
504 |
|
Natera Inc * |
|
|
2,500 |
|
|
|
157 |
|
Neurocrine Biosciences Inc * |
|
|
2,284 |
|
|
|
301 |
|
Novocure Ltd * |
|
|
2,675 |
|
|
|
40 |
|
Organon & Co |
|
|
6,270 |
|
|
|
90 |
|
Penumbra Inc * |
|
|
900 |
|
|
|
226 |
|
Perrigo Co PLC |
|
|
3,193 |
|
|
|
103 |
|
Pfizer Inc |
|
|
136,175 |
|
|
|
3,920 |
|
Premier Inc, Cl A |
|
|
2,800 |
|
|
|
63 |
|
QIAGEN NV * |
|
|
5,500 |
|
|
|
239 |
|
Quest Diagnostics Inc |
|
|
2,700 |
|
|
|
372 |
|
QuidelOrtho Corp * |
|
|
1,300 |
|
|
|
96 |
|
R1 RCM Inc * |
|
|
4,000 |
|
|
|
42 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,513 |
|
|
|
2,207 |
|
Repligen Corp * |
|
|
1,350 |
|
|
|
243 |
|
ResMed Inc |
|
|
3,453 |
|
|
|
594 |
|
Revvity Inc |
|
|
3,041 |
|
|
|
332 |
|
Roivant Sciences Ltd * |
|
|
8,700 |
|
|
|
98 |
|
Royalty Pharma PLC, Cl A |
|
|
9,100 |
|
|
|
256 |
|
Sarepta Therapeutics Inc * |
|
|
2,200 |
|
|
|
212 |
|
Shockwave Medical Inc * |
|
|
900 |
|
|
|
172 |
|
Sotera Health Co * |
|
|
2,700 |
|
|
|
45 |
|
STERIS PLC |
|
|
2,340 |
|
|
|
514 |
|
Stryker Corp |
|
|
8,598 |
|
|
|
2,575 |
|
Tandem Diabetes Care Inc * |
|
|
1,662 |
|
|
|
49 |
|
Teladoc Health Inc * |
|
|
3,810 |
|
|
|
82 |
|
Teleflex Inc |
|
|
1,139 |
|
|
|
284 |
|
Tenet Healthcare Corp * |
|
|
2,500 |
|
|
|
189 |
|
Thermo Fisher Scientific Inc |
|
|
9,347 |
|
|
|
4,961 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
1,700 |
|
|
|
81 |
|
United Therapeutics Corp * |
|
|
1,072 |
|
|
|
236 |
|
UnitedHealth Group Inc |
|
|
22,485 |
|
|
|
11,838 |
|
Universal Health Services Inc, Cl B |
|
|
1,475 |
|
|
|
225 |
|
Veeva Systems Inc, Cl A * |
|
|
3,468 |
|
|
|
668 |
|
Vertex Pharmaceuticals Inc * |
|
|
6,196 |
|
|
|
2,521 |
|
Viatris Inc, Cl W |
|
|
29,230 |
|
|
|
317 |
|
Waters Corp * |
|
|
1,399 |
|
|
|
461 |
|
West Pharmaceutical Services Inc |
|
|
1,828 |
|
|
|
644 |
|
Zimmer Biomet Holdings Inc |
|
|
5,022 |
|
|
|
611 |
|
Zoetis Inc, Cl A |
|
|
11,125 |
|
|
|
2,196 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
132,267 |
|
Industrials — 9.3% |
|
|
|
|
3M Co |
|
|
13,252 |
|
|
|
1,449 |
|
A O Smith Corp |
|
|
3,000 |
|
|
|
247 |
|
Acuity Brands Inc |
|
|
719 |
|
|
|
147 |
|
Advanced Drainage Systems Inc |
|
|
1,600 |
|
|
|
225 |
|
AECOM |
|
|
3,200 |
|
|
|
296 |
|
AGCO Corp |
|
|
1,500 |
|
|
|
182 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Air Lease Corp, Cl A |
|
|
2,500 |
|
|
$ |
105 |
|
Alaska Air Group Inc * |
|
|
3,000 |
|
|
|
117 |
|
Allegion plc |
|
|
2,150 |
|
|
|
272 |
|
Allison Transmission Holdings Inc |
|
|
2,200 |
|
|
|
128 |
|
American Airlines Group Inc * |
|
|
15,672 |
|
|
|
215 |
|
AMETEK Inc |
|
|
5,583 |
|
|
|
921 |
|
Armstrong World Industries Inc |
|
|
1,100 |
|
|
|
108 |
|
Automatic Data Processing Inc |
|
|
9,974 |
|
|
|
2,324 |
|
Avis Budget Group Inc |
|
|
500 |
|
|
|
89 |
|
Axon Enterprise Inc * |
|
|
1,643 |
|
|
|
424 |
|
AZEK Co Inc/The, Cl A * |
|
|
3,000 |
|
|
|
115 |
|
Boeing Co/The * |
|
|
13,438 |
|
|
|
3,503 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
3,140 |
|
|
|
402 |
|
Broadridge Financial Solutions Inc |
|
|
2,825 |
|
|
|
581 |
|
Builders FirstSource Inc * |
|
|
3,100 |
|
|
|
518 |
|
BWX Technologies Inc, Cl W |
|
|
2,200 |
|
|
|
169 |
|
CACI International Inc, Cl A * |
|
|
492 |
|
|
|
159 |
|
Carlisle Cos Inc |
|
|
1,224 |
|
|
|
382 |
|
Carrier Global Corp |
|
|
20,052 |
|
|
|
1,152 |
|
Caterpillar Inc, Cl A |
|
|
12,467 |
|
|
|
3,686 |
|
Ceridian HCM Holding Inc * |
|
|
3,555 |
|
|
|
239 |
|
CH Robinson Worldwide Inc |
|
|
2,755 |
|
|
|
238 |
|
ChargePoint Holdings Inc *(A) |
|
|
6,800 |
|
|
|
16 |
|
Cintas Corp |
|
|
2,101 |
|
|
|
1,266 |
|
Clarivate PLC * |
|
|
11,200 |
|
|
|
104 |
|
Clean Harbors Inc * |
|
|
1,200 |
|
|
|
209 |
|
CNH Industrial NV |
|
|
23,400 |
|
|
|
285 |
|
Concentrix Corp |
|
|
1,100 |
|
|
|
108 |
|
Copart Inc * |
|
|
20,656 |
|
|
|
1,012 |
|
Core & Main Inc, Cl B * |
|
|
3,100 |
|
|
|
125 |
|
Crane Co |
|
|
1,200 |
|
|
|
142 |
|
CSX Corp |
|
|
48,300 |
|
|
|
1,675 |
|
Cummins Inc |
|
|
3,444 |
|
|
|
825 |
|
Curtiss-Wright Corp |
|
|
900 |
|
|
|
201 |
|
Deere & Co |
|
|
6,462 |
|
|
|
2,584 |
|
Delta Air Lines Inc, Cl A |
|
|
15,421 |
|
|
|
620 |
|
Donaldson Co Inc, Cl A |
|
|
3,000 |
|
|
|
196 |
|
Dover Corp |
|
|
3,351 |
|
|
|
515 |
|
Driven Brands Holdings Inc * |
|
|
1,500 |
|
|
|
21 |
|
Dun & Bradstreet Holdings Inc |
|
|
6,900 |
|
|
|
81 |
|
Eaton Corp PLC |
|
|
9,611 |
|
|
|
2,315 |
|
EMCOR Group Inc |
|
|
1,100 |
|
|
|
237 |
|
Emerson Electric Co |
|
|
13,746 |
|
|
|
1,338 |
|
Equifax Inc |
|
|
2,879 |
|
|
|
712 |
|
Esab Corp |
|
|
1,366 |
|
|
|
118 |
|
Expeditors International of Washington Inc |
|
|
3,700 |
|
|
|
471 |
|
Fastenal Co, Cl A |
|
|
13,687 |
|
|
|
887 |
|
FedEx Corp |
|
|
5,560 |
|
|
|
1,407 |
|
Ferguson PLC |
|
|
5,000 |
|
|
|
965 |
|
Flowserve Corp |
|
|
3,200 |
|
|
|
132 |
|
Fortive Corp |
|
|
8,459 |
|
|
|
623 |
|
Fortune Brands Innovations Inc |
|
|
3,061 |
|
|
|
233 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
FTI Consulting Inc * |
|
|
752 |
|
|
$ |
150 |
|
Gates Industrial Corp PLC * |
|
|
2,600 |
|
|
|
35 |
|
Generac Holdings Inc * |
|
|
1,500 |
|
|
|
194 |
|
General Dynamics Corp |
|
|
5,855 |
|
|
|
1,520 |
|
General Electric Co |
|
|
26,114 |
|
|
|
3,333 |
|
Genpact Ltd |
|
|
4,400 |
|
|
|
153 |
|
Graco Inc |
|
|
4,000 |
|
|
|
347 |
|
GXO Logistics Inc * |
|
|
2,833 |
|
|
|
173 |
|
Hayward Holdings Inc * |
|
|
3,300 |
|
|
|
45 |
|
HEICO Corp |
|
|
1,050 |
|
|
|
188 |
|
HEICO Corp, Cl A |
|
|
1,900 |
|
|
|
271 |
|
Hertz Global Holdings Inc * |
|
|
3,500 |
|
|
|
36 |
|
Hexcel Corp, Cl A |
|
|
2,000 |
|
|
|
148 |
|
Honeywell International Inc |
|
|
16,051 |
|
|
|
3,366 |
|
Howmet Aerospace Inc |
|
|
9,100 |
|
|
|
492 |
|
Hubbell Inc, Cl B |
|
|
1,305 |
|
|
|
429 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
927 |
|
|
|
241 |
|
IDEX Corp |
|
|
1,803 |
|
|
|
391 |
|
Illinois Tool Works Inc |
|
|
7,289 |
|
|
|
1,909 |
|
Ingersoll Rand Inc |
|
|
9,749 |
|
|
|
754 |
|
ITT Inc |
|
|
1,948 |
|
|
|
232 |
|
Jacobs Solutions Inc |
|
|
2,995 |
|
|
|
389 |
|
JB Hunt Transport Services Inc |
|
|
2,010 |
|
|
|
401 |
|
Johnson Controls International PLC |
|
|
16,526 |
|
|
|
953 |
|
KBR Inc |
|
|
3,200 |
|
|
|
177 |
|
Kirby Corp * |
|
|
1,500 |
|
|
|
118 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
3,727 |
|
|
|
215 |
|
L3Harris Technologies Inc |
|
|
4,597 |
|
|
|
968 |
|
Landstar System Inc |
|
|
892 |
|
|
|
173 |
|
Leidos Holdings Inc |
|
|
3,300 |
|
|
|
357 |
|
Lennox International Inc |
|
|
778 |
|
|
|
348 |
|
Lincoln Electric Holdings Inc |
|
|
1,342 |
|
|
|
292 |
|
Lockheed Martin Corp |
|
|
5,388 |
|
|
|
2,442 |
|
Lyft Inc, Cl A * |
|
|
8,300 |
|
|
|
124 |
|
ManpowerGroup Inc |
|
|
1,288 |
|
|
|
102 |
|
Masco Corp |
|
|
5,500 |
|
|
|
368 |
|
MasTec Inc * |
|
|
1,500 |
|
|
|
114 |
|
MDU Resources Group Inc |
|
|
4,900 |
|
|
|
97 |
|
Mercury Systems Inc * |
|
|
1,300 |
|
|
|
48 |
|
Middleby Corp/The * |
|
|
1,239 |
|
|
|
182 |
|
MSA Safety Inc |
|
|
858 |
|
|
|
145 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
1,079 |
|
|
|
109 |
|
Nordson Corp |
|
|
1,343 |
|
|
|
355 |
|
Norfolk Southern Corp |
|
|
5,515 |
|
|
|
1,304 |
|
Northrop Grumman Corp |
|
|
3,431 |
|
|
|
1,606 |
|
nVent Electric PLC |
|
|
4,000 |
|
|
|
236 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
2,411 |
|
|
|
977 |
|
Oshkosh Corp |
|
|
1,600 |
|
|
|
173 |
|
Otis Worldwide Corp |
|
|
9,926 |
|
|
|
888 |
|
Owens Corning |
|
|
2,160 |
|
|
|
320 |
|
PACCAR Inc |
|
|
12,382 |
|
|
|
1,209 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Parker-Hannifin Corp, Cl A |
|
|
3,056 |
|
|
$ |
1,408 |
|
Paychex Inc |
|
|
7,790 |
|
|
|
928 |
|
Paycom Software Inc |
|
|
1,266 |
|
|
|
262 |
|
Paycor HCM Inc * |
|
|
1,400 |
|
|
|
30 |
|
Paylocity Holding Corp * |
|
|
1,035 |
|
|
|
171 |
|
Pentair PLC |
|
|
4,000 |
|
|
|
291 |
|
Plug Power Inc *(A) |
|
|
13,800 |
|
|
|
62 |
|
Quanta Services Inc |
|
|
3,500 |
|
|
|
755 |
|
RB Global Inc |
|
|
4,390 |
|
|
|
294 |
|
RBC Bearings Inc * |
|
|
700 |
|
|
|
199 |
|
Regal Rexnord Corp |
|
|
1,600 |
|
|
|
237 |
|
Republic Services Inc |
|
|
4,946 |
|
|
|
816 |
|
Robert Half Inc |
|
|
2,600 |
|
|
|
229 |
|
Rockwell Automation Inc |
|
|
2,749 |
|
|
|
854 |
|
Rollins Inc |
|
|
6,200 |
|
|
|
271 |
|
RTX Corp |
|
|
35,197 |
|
|
|
2,961 |
|
Ryder System Inc |
|
|
1,100 |
|
|
|
127 |
|
Saia Inc * |
|
|
600 |
|
|
|
263 |
|
Schneider National Inc, Cl B |
|
|
1,500 |
|
|
|
38 |
|
Science Applications International Corp |
|
|
1,300 |
|
|
|
162 |
|
Sensata Technologies Holding PLC |
|
|
3,700 |
|
|
|
139 |
|
SiteOne Landscape Supply Inc * |
|
|
1,052 |
|
|
|
171 |
|
Snap-on Inc |
|
|
1,279 |
|
|
|
369 |
|
Southwest Airlines Co, Cl A |
|
|
14,344 |
|
|
|
414 |
|
Spirit AeroSystems Holdings Inc, Cl A * |
|
|
2,700 |
|
|
|
86 |
|
SS&C Technologies Holdings Inc |
|
|
5,300 |
|
|
|
324 |
|
Stanley Black & Decker Inc |
|
|
3,657 |
|
|
|
359 |
|
Stericycle Inc, Cl A * |
|
|
2,200 |
|
|
|
109 |
|
Sunrun Inc * |
|
|
5,409 |
|
|
|
106 |
|
Tetra Tech Inc |
|
|
1,300 |
|
|
|
217 |
|
Textron Inc |
|
|
4,838 |
|
|
|
389 |
|
Timken Co/The |
|
|
1,500 |
|
|
|
120 |
|
Toro Co/The |
|
|
2,500 |
|
|
|
240 |
|
Trane Technologies PLC |
|
|
5,520 |
|
|
|
1,346 |
|
TransDigm Group Inc |
|
|
1,275 |
|
|
|
1,290 |
|
TransUnion |
|
|
4,600 |
|
|
|
316 |
|
Trex Co Inc * |
|
|
2,600 |
|
|
|
215 |
|
Uber Technologies Inc * |
|
|
47,629 |
|
|
|
2,933 |
|
U-Haul Holding Co * |
|
|
237 |
|
|
|
17 |
|
U-Haul Holding Co, Cl B |
|
|
2,333 |
|
|
|
164 |
|
Union Pacific Corp |
|
|
14,736 |
|
|
|
3,619 |
|
United Airlines Holdings Inc * |
|
|
7,873 |
|
|
|
325 |
|
United Parcel Service Inc, Cl B |
|
|
17,420 |
|
|
|
2,739 |
|
United Rentals Inc |
|
|
1,643 |
|
|
|
942 |
|
Valmont Industries Inc |
|
|
459 |
|
|
|
107 |
|
Veralto Corp |
|
|
5,311 |
|
|
|
437 |
|
Verisk Analytics Inc, Cl A |
|
|
3,449 |
|
|
|
824 |
|
Vertiv Holdings Co, Cl A |
|
|
8,300 |
|
|
|
399 |
|
Vestis Corp |
|
|
2,945 |
|
|
|
62 |
|
Waste Management Inc |
|
|
9,750 |
|
|
|
1,746 |
|
Watsco Inc |
|
|
776 |
|
|
|
333 |
|
WESCO International Inc |
|
|
1,100 |
|
|
|
191 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Westinghouse Air Brake Technologies Corp |
|
|
4,266 |
|
|
$ |
541 |
|
WillScot Mobile Mini Holdings Corp, Cl A * |
|
|
4,800 |
|
|
|
214 |
|
Woodward Inc |
|
|
1,442 |
|
|
|
196 |
|
WW Grainger Inc |
|
|
1,111 |
|
|
|
921 |
|
XPO Inc * |
|
|
2,733 |
|
|
|
239 |
|
Xylem Inc/NY |
|
|
5,738 |
|
|
|
656 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,586 |
|
Information Technology — 27.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
15,279 |
|
|
|
5,362 |
|
Adobe Inc * |
|
|
11,053 |
|
|
|
6,594 |
|
Advanced Micro Devices Inc * |
|
|
38,623 |
|
|
|
5,693 |
|
Akamai Technologies Inc * |
|
|
3,700 |
|
|
|
438 |
|
Allegro MicroSystems Inc * |
|
|
1,800 |
|
|
|
54 |
|
Alteryx Inc, Cl A * |
|
|
1,436 |
|
|
|
68 |
|
Amdocs Ltd |
|
|
2,900 |
|
|
|
255 |
|
Amphenol Corp, Cl A |
|
|
14,032 |
|
|
|
1,391 |
|
Analog Devices Inc |
|
|
12,137 |
|
|
|
2,410 |
|
ANSYS Inc * |
|
|
2,075 |
|
|
|
753 |
|
Apple Inc |
|
|
356,777 |
|
|
|
68,690 |
|
Applied Materials Inc |
|
|
20,397 |
|
|
|
3,306 |
|
AppLovin Corp, Cl A * |
|
|
5,100 |
|
|
|
203 |
|
Arista Networks Inc * |
|
|
6,052 |
|
|
|
1,425 |
|
Arrow Electronics Inc, Cl A * |
|
|
1,431 |
|
|
|
175 |
|
Aspen Technology Inc * |
|
|
631 |
|
|
|
139 |
|
Atlassian Corp, Cl A * |
|
|
3,743 |
|
|
|
890 |
|
Autodesk Inc, Cl A * |
|
|
5,182 |
|
|
|
1,262 |
|
Avnet Inc |
|
|
2,300 |
|
|
|
116 |
|
Bentley Systems Inc, Cl B |
|
|
4,600 |
|
|
|
240 |
|
BILL Holdings Inc * |
|
|
2,541 |
|
|
|
207 |
|
Broadcom Inc |
|
|
10,440 |
|
|
|
11,654 |
|
Cadence Design Systems Inc * |
|
|
6,502 |
|
|
|
1,771 |
|
CCC Intelligent Solutions Holdings Inc * |
|
|
4,500 |
|
|
|
51 |
|
CDW Corp/DE |
|
|
3,245 |
|
|
|
738 |
|
Ciena Corp * |
|
|
3,700 |
|
|
|
167 |
|
Cirrus Logic Inc * |
|
|
1,400 |
|
|
|
116 |
|
Cisco Systems Inc |
|
|
98,881 |
|
|
|
4,995 |
|
Cloudflare Inc, Cl A * |
|
|
7,000 |
|
|
|
583 |
|
Cognex Corp |
|
|
4,100 |
|
|
|
171 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
12,261 |
|
|
|
926 |
|
Coherent Corp * |
|
|
2,885 |
|
|
|
126 |
|
Confluent Inc, Cl A * |
|
|
4,500 |
|
|
|
105 |
|
Corning Inc, Cl B |
|
|
18,314 |
|
|
|
558 |
|
Crane NXT Co |
|
|
1,100 |
|
|
|
63 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
5,041 |
|
|
|
1,287 |
|
Datadog Inc, Cl A * |
|
|
6,600 |
|
|
|
801 |
|
DocuSign Inc, Cl A * |
|
|
4,920 |
|
|
|
293 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,453 |
|
|
|
125 |
|
DoubleVerify Holdings Inc * |
|
|
3,300 |
|
|
|
121 |
|
Dropbox Inc, Cl A * |
|
|
6,300 |
|
|
|
186 |
|
DXC Technology Co * |
|
|
5,081 |
|
|
|
116 |
|
Dynatrace Inc * |
|
|
5,800 |
|
|
|
317 |
|
Elastic NV * |
|
|
1,900 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Enphase Energy Inc * |
|
|
3,240 |
|
|
$ |
428 |
|
Entegris Inc |
|
|
3,600 |
|
|
|
431 |
|
EPAM Systems Inc * |
|
|
1,292 |
|
|
|
384 |
|
F5 Inc, Cl A * |
|
|
1,481 |
|
|
|
265 |
|
Fair Isaac Corp * |
|
|
589 |
|
|
|
686 |
|
First Solar Inc * |
|
|
2,600 |
|
|
|
448 |
|
Five9 Inc * |
|
|
1,700 |
|
|
|
134 |
|
Fortinet Inc * |
|
|
15,935 |
|
|
|
933 |
|
Gartner Inc * |
|
|
1,825 |
|
|
|
823 |
|
Gen Digital Inc |
|
|
13,401 |
|
|
|
306 |
|
Gitlab Inc, Cl A * |
|
|
2,200 |
|
|
|
139 |
|
GLOBALFOUNDRIES Inc * |
|
|
1,900 |
|
|
|
115 |
|
Globant SA * |
|
|
953 |
|
|
|
227 |
|
GoDaddy Inc, Cl A * |
|
|
3,725 |
|
|
|
395 |
|
Guidewire Software Inc, Cl Z * |
|
|
1,982 |
|
|
|
216 |
|
HashiCorp Inc, Cl A * |
|
|
2,400 |
|
|
|
57 |
|
Hewlett Packard Enterprise Co |
|
|
31,007 |
|
|
|
527 |
|
HP Inc |
|
|
20,801 |
|
|
|
626 |
|
HubSpot Inc * |
|
|
1,071 |
|
|
|
622 |
|
Informatica Inc, Cl A * |
|
|
900 |
|
|
|
26 |
|
Intel Corp |
|
|
102,076 |
|
|
|
5,129 |
|
International Business Machines Corp |
|
|
21,937 |
|
|
|
3,588 |
|
Intuit Inc |
|
|
6,649 |
|
|
|
4,156 |
|
IPG Photonics Corp * |
|
|
772 |
|
|
|
84 |
|
Jabil Inc |
|
|
3,100 |
|
|
|
395 |
|
Juniper Networks Inc |
|
|
7,600 |
|
|
|
224 |
|
Keysight Technologies Inc * |
|
|
4,232 |
|
|
|
673 |
|
KLA Corp |
|
|
3,295 |
|
|
|
1,915 |
|
Kyndryl Holdings Inc * |
|
|
5,177 |
|
|
|
108 |
|
Lam Research Corp |
|
|
3,161 |
|
|
|
2,476 |
|
Lattice Semiconductor Corp * |
|
|
3,300 |
|
|
|
228 |
|
Littelfuse Inc |
|
|
600 |
|
|
|
161 |
|
Lumentum Holdings Inc * |
|
|
1,600 |
|
|
|
84 |
|
Manhattan Associates Inc * |
|
|
1,505 |
|
|
|
324 |
|
Marvell Technology Inc |
|
|
20,559 |
|
|
|
1,240 |
|
Microchip Technology Inc |
|
|
12,950 |
|
|
|
1,168 |
|
Micron Technology Inc |
|
|
26,373 |
|
|
|
2,251 |
|
Microsoft Corp |
|
|
180,075 |
|
|
|
67,715 |
|
MKS Instruments Inc |
|
|
1,600 |
|
|
|
165 |
|
MongoDB Inc, Cl A * |
|
|
1,564 |
|
|
|
639 |
|
Monolithic Power Systems Inc |
|
|
1,084 |
|
|
|
684 |
|
Motorola Solutions Inc |
|
|
3,964 |
|
|
|
1,241 |
|
nCino inc * |
|
|
1,600 |
|
|
|
54 |
|
NCR Voyix Corp * |
|
|
3,023 |
|
|
|
51 |
|
NetApp Inc |
|
|
5,100 |
|
|
|
450 |
|
Nutanix Inc, Cl A * |
|
|
5,559 |
|
|
|
265 |
|
NVIDIA Corp |
|
|
57,523 |
|
|
|
28,487 |
|
Okta Inc, Cl A * |
|
|
3,616 |
|
|
|
327 |
|
ON Semiconductor Corp * |
|
|
10,357 |
|
|
|
865 |
|
Oracle Corp, Cl B |
|
|
37,293 |
|
|
|
3,932 |
|
Palantir Technologies Inc, Cl A * |
|
|
45,420 |
|
|
|
780 |
|
Palo Alto Networks Inc * |
|
|
7,223 |
|
|
|
2,130 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Pegasystems Inc |
|
|
1,100 |
|
|
$ |
54 |
|
Procore Technologies Inc * |
|
|
1,900 |
|
|
|
132 |
|
PTC Inc * |
|
|
2,765 |
|
|
|
484 |
|
Pure Storage Inc, Cl A * |
|
|
6,800 |
|
|
|
242 |
|
Qorvo Inc * |
|
|
2,324 |
|
|
|
262 |
|
QUALCOMM Inc |
|
|
26,857 |
|
|
|
3,884 |
|
RingCentral Inc, Cl A * |
|
|
2,155 |
|
|
|
73 |
|
Roper Technologies Inc |
|
|
2,517 |
|
|
|
1,372 |
|
Salesforce Inc * |
|
|
22,804 |
|
|
|
6,001 |
|
SentinelOne Inc, Cl A * |
|
|
5,500 |
|
|
|
151 |
|
ServiceNow Inc * |
|
|
4,936 |
|
|
|
3,487 |
|
Skyworks Solutions Inc |
|
|
3,826 |
|
|
|
430 |
|
Smartsheet Inc, Cl A * |
|
|
3,000 |
|
|
|
143 |
|
Snowflake Inc, Cl A * |
|
|
7,500 |
|
|
|
1,493 |
|
Splunk Inc * |
|
|
3,682 |
|
|
|
561 |
|
Synopsys Inc * |
|
|
3,667 |
|
|
|
1,888 |
|
TD SYNNEX Corp |
|
|
1,100 |
|
|
|
118 |
|
Teledyne Technologies Inc * |
|
|
1,094 |
|
|
|
488 |
|
Teradata Corp * |
|
|
2,397 |
|
|
|
104 |
|
Teradyne Inc |
|
|
3,754 |
|
|
|
407 |
|
Texas Instruments Inc |
|
|
21,857 |
|
|
|
3,726 |
|
Trimble Inc * |
|
|
5,900 |
|
|
|
314 |
|
Twilio Inc, Cl A * |
|
|
4,158 |
|
|
|
315 |
|
Tyler Technologies Inc * |
|
|
960 |
|
|
|
401 |
|
Ubiquiti Inc |
|
|
69 |
|
|
|
10 |
|
UiPath Inc, Cl A * |
|
|
9,300 |
|
|
|
231 |
|
Unity Software Inc * |
|
|
7,053 |
|
|
|
288 |
|
Universal Display Corp |
|
|
1,142 |
|
|
|
218 |
|
VeriSign Inc * |
|
|
2,148 |
|
|
|
442 |
|
Viasat Inc * |
|
|
2,900 |
|
|
|
81 |
|
Vontier Corp |
|
|
3,763 |
|
|
|
130 |
|
Western Digital Corp * |
|
|
7,692 |
|
|
|
403 |
|
Wolfspeed Inc * |
|
|
2,930 |
|
|
|
127 |
|
Workday Inc, Cl A * |
|
|
4,854 |
|
|
|
1,340 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,184 |
|
|
|
324 |
|
Zoom Video Communications Inc, Cl A * |
|
|
6,000 |
|
|
|
431 |
|
Zscaler Inc * |
|
|
2,064 |
|
|
|
457 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
295,944 |
|
Materials — 2.6% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,385 |
|
|
|
1,474 |
|
Albemarle Corp |
|
|
2,820 |
|
|
|
407 |
|
Alcoa Corp |
|
|
4,400 |
|
|
|
150 |
|
Amcor PLC |
|
|
36,200 |
|
|
|
349 |
|
AptarGroup Inc |
|
|
1,600 |
|
|
|
198 |
|
Ardagh Metal Packaging SA |
|
|
5,550 |
|
|
|
21 |
|
Ashland Inc |
|
|
1,100 |
|
|
|
93 |
|
Avery Dennison Corp |
|
|
1,966 |
|
|
|
397 |
|
Axalta Coating Systems Ltd * |
|
|
5,400 |
|
|
|
183 |
|
Ball Corp |
|
|
7,435 |
|
|
|
428 |
|
Berry Global Group Inc |
|
|
2,877 |
|
|
|
194 |
|
Celanese Corp, Cl A |
|
|
2,338 |
|
|
|
363 |
|
CF Industries Holdings Inc |
|
|
4,737 |
|
|
|
377 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Chemours Co/The |
|
|
3,600 |
|
|
$ |
114 |
|
Cleveland-Cliffs Inc * |
|
|
12,100 |
|
|
|
247 |
|
Corteva Inc |
|
|
17,334 |
|
|
|
831 |
|
Crown Holdings Inc |
|
|
2,600 |
|
|
|
239 |
|
Dow Inc |
|
|
17,175 |
|
|
|
942 |
|
DuPont de Nemours Inc |
|
|
11,038 |
|
|
|
849 |
|
Eagle Materials Inc |
|
|
859 |
|
|
|
174 |
|
Eastman Chemical Co |
|
|
2,832 |
|
|
|
254 |
|
Ecolab Inc |
|
|
5,988 |
|
|
|
1,188 |
|
Element Solutions Inc |
|
|
5,500 |
|
|
|
127 |
|
FMC Corp |
|
|
3,010 |
|
|
|
190 |
|
Freeport-McMoRan Inc, Cl B |
|
|
34,402 |
|
|
|
1,464 |
|
Ginkgo Bioworks Holdings Inc * |
|
|
40,200 |
|
|
|
68 |
|
Graphic Packaging Holding Co |
|
|
7,500 |
|
|
|
185 |
|
Huntsman Corp |
|
|
4,005 |
|
|
|
101 |
|
International Flavors & Fragrances Inc |
|
|
6,169 |
|
|
|
500 |
|
International Paper Co |
|
|
8,491 |
|
|
|
307 |
|
Linde PLC |
|
|
11,800 |
|
|
|
4,846 |
|
Louisiana-Pacific Corp |
|
|
1,600 |
|
|
|
113 |
|
LyondellBasell Industries NV, Cl A |
|
|
6,261 |
|
|
|
595 |
|
Martin Marietta Materials Inc, Cl A |
|
|
1,516 |
|
|
|
756 |
|
Mosaic Co/The |
|
|
8,100 |
|
|
|
289 |
|
MP Materials Corp * |
|
|
2,400 |
|
|
|
48 |
|
NewMarket Corp |
|
|
182 |
|
|
|
99 |
|
Newmont Corp |
|
|
27,755 |
|
|
|
1,149 |
|
Nucor Corp |
|
|
6,041 |
|
|
|
1,051 |
|
Olin Corp |
|
|
3,200 |
|
|
|
173 |
|
Packaging Corp of America |
|
|
2,164 |
|
|
|
353 |
|
PPG Industries Inc |
|
|
5,688 |
|
|
|
851 |
|
Reliance Steel & Aluminum Co |
|
|
1,429 |
|
|
|
400 |
|
Royal Gold Inc, Cl A |
|
|
1,547 |
|
|
|
187 |
|
RPM International Inc |
|
|
3,100 |
|
|
|
346 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
1,077 |
|
|
|
69 |
|
Sealed Air Corp |
|
|
3,600 |
|
|
|
131 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,742 |
|
|
|
1,791 |
|
Silgan Holdings Inc |
|
|
2,030 |
|
|
|
92 |
|
Sonoco Products Co |
|
|
2,400 |
|
|
|
134 |
|
Southern Copper Corp |
|
|
2,100 |
|
|
|
181 |
|
SSR Mining Inc |
|
|
5,300 |
|
|
|
57 |
|
Steel Dynamics Inc |
|
|
3,849 |
|
|
|
455 |
|
United States Steel Corp |
|
|
5,300 |
|
|
|
258 |
|
Vulcan Materials Co |
|
|
3,139 |
|
|
|
713 |
|
Westlake Corp |
|
|
732 |
|
|
|
102 |
|
Westrock Co |
|
|
6,100 |
|
|
|
253 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,906 |
|
Real Estate — 2.8% |
|
|
|
|
Agree Realty Corp ‡ |
|
|
2,300 |
|
|
|
145 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
4,148 |
|
|
|
526 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
8,000 |
|
|
|
288 |
|
American Tower Corp, Cl A ‡ |
|
|
11,184 |
|
|
|
2,414 |
|
Americold Realty Trust Inc ‡ |
|
|
6,700 |
|
|
|
203 |
|
Apartment Income REIT Corp ‡ |
|
|
3,665 |
|
|
|
127 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
AvalonBay Communities Inc ‡ |
|
|
3,359 |
|
|
$ |
629 |
|
Boston Properties Inc ‡ |
|
|
3,762 |
|
|
|
264 |
|
Brixmor Property Group Inc ‡ |
|
|
7,400 |
|
|
|
172 |
|
Camden Property Trust ‡ |
|
|
2,469 |
|
|
|
245 |
|
CBRE Group Inc, Cl A * |
|
|
7,500 |
|
|
|
698 |
|
CoStar Group Inc * |
|
|
9,700 |
|
|
|
848 |
|
Cousins Properties Inc ‡ |
|
|
3,600 |
|
|
|
88 |
|
Crown Castle Inc ‡ |
|
|
10,436 |
|
|
|
1,202 |
|
CubeSmart ‡ |
|
|
5,400 |
|
|
|
250 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
7,173 |
|
|
|
965 |
|
EastGroup Properties Inc ‡ |
|
|
1,000 |
|
|
|
184 |
|
EPR Properties, Cl A ‡ |
|
|
1,900 |
|
|
|
92 |
|
Equinix Inc ‡ |
|
|
2,272 |
|
|
|
1,830 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
4,300 |
|
|
|
303 |
|
Equity Residential ‡ |
|
|
9,083 |
|
|
|
555 |
|
Essex Property Trust Inc ‡ |
|
|
1,517 |
|
|
|
376 |
|
Extra Space Storage Inc ‡ |
|
|
5,065 |
|
|
|
812 |
|
Federal Realty Investment Trust ‡ |
|
|
1,946 |
|
|
|
201 |
|
First Industrial Realty Trust Inc ‡ |
|
|
3,300 |
|
|
|
174 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
6,110 |
|
|
|
301 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
9,200 |
|
|
|
158 |
|
Healthpeak Properties Inc ‡ |
|
|
13,370 |
|
|
|
265 |
|
Highwoods Properties Inc ‡ |
|
|
2,778 |
|
|
|
64 |
|
Host Hotels & Resorts Inc ‡ |
|
|
17,102 |
|
|
|
333 |
|
Howard Hughes Holdings Inc * |
|
|
863 |
|
|
|
74 |
|
Invitation Homes Inc ‡ |
|
|
14,700 |
|
|
|
501 |
|
Iron Mountain Inc ‡ |
|
|
7,000 |
|
|
|
490 |
|
Jones Lang LaSalle Inc * |
|
|
1,103 |
|
|
|
208 |
|
Kilroy Realty Corp ‡ |
|
|
2,800 |
|
|
|
112 |
|
Kimco Realty Corp ‡ |
|
|
14,605 |
|
|
|
311 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
2,100 |
|
|
|
223 |
|
Medical Properties Trust Inc ‡ |
|
|
13,835 |
|
|
|
68 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,800 |
|
|
|
376 |
|
National Storage Affiliates Trust ‡ |
|
|
2,000 |
|
|
|
83 |
|
NET Lease Office Properties ‡ |
|
|
352 |
|
|
|
6 |
|
NNN REIT Inc ‡ |
|
|
4,400 |
|
|
|
190 |
|
Omega Healthcare Investors Inc ‡ |
|
|
5,645 |
|
|
|
173 |
|
Park Hotels & Resorts Inc ‡ |
|
|
5,100 |
|
|
|
78 |
|
Prologis Inc ‡ |
|
|
22,212 |
|
|
|
2,961 |
|
Public Storage ‡ |
|
|
3,756 |
|
|
|
1,146 |
|
Rayonier Inc ‡ |
|
|
3,500 |
|
|
|
117 |
|
Realty Income Corp ‡ |
|
|
17,539 |
|
|
|
1,007 |
|
Regency Centers Corp ‡ |
|
|
4,300 |
|
|
|
288 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,900 |
|
|
|
275 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,537 |
|
|
|
644 |
|
Simon Property Group Inc ‡ |
|
|
7,835 |
|
|
|
1,118 |
|
Spirit Realty Capital Inc ‡ |
|
|
3,378 |
|
|
|
148 |
|
STAG Industrial Inc ‡ |
|
|
4,400 |
|
|
|
173 |
|
Sun Communities Inc ‡ |
|
|
2,983 |
|
|
|
399 |
|
UDR Inc ‡ |
|
|
8,000 |
|
|
|
306 |
|
Ventas Inc ‡ |
|
|
9,590 |
|
|
|
478 |
|
VICI Properties Inc, Cl A ‡ |
|
|
24,094 |
|
|
|
768 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Vornado Realty Trust ‡ |
|
|
4,200 |
|
|
$ |
119 |
|
Welltower Inc ‡ |
|
|
13,000 |
|
|
|
1,172 |
|
Weyerhaeuser Co ‡ |
|
|
17,597 |
|
|
|
612 |
|
WP Carey Inc ‡ |
|
|
5,090 |
|
|
|
330 |
|
Zillow Group Inc, Cl A * |
|
|
1,400 |
|
|
|
79 |
|
Zillow Group Inc, Cl C * |
|
|
3,700 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,959 |
|
Utilities — 2.1% |
|
|
|
|
AES Corp/The |
|
|
16,300 |
|
|
|
314 |
|
Alliant Energy Corp |
|
|
6,121 |
|
|
|
314 |
|
Ameren Corp |
|
|
6,325 |
|
|
|
458 |
|
American Electric Power Co Inc |
|
|
12,429 |
|
|
|
1,009 |
|
American Water Works Co Inc |
|
|
4,665 |
|
|
|
616 |
|
Atmos Energy Corp |
|
|
3,466 |
|
|
|
402 |
|
Avangrid Inc |
|
|
1,600 |
|
|
|
52 |
|
Brookfield Renewable Corp, Cl A |
|
|
3,400 |
|
|
|
98 |
|
CenterPoint Energy Inc |
|
|
15,155 |
|
|
|
433 |
|
Clearway Energy Inc, Cl A |
|
|
900 |
|
|
|
23 |
|
Clearway Energy Inc, Cl C |
|
|
2,100 |
|
|
|
58 |
|
CMS Energy Corp |
|
|
7,110 |
|
|
|
413 |
|
Consolidated Edison Inc |
|
|
8,379 |
|
|
|
762 |
|
Constellation Energy Corp |
|
|
7,913 |
|
|
|
925 |
|
Dominion Energy Inc |
|
|
20,102 |
|
|
|
945 |
|
DTE Energy Co |
|
|
5,013 |
|
|
|
553 |
|
Duke Energy Corp |
|
|
18,612 |
|
|
|
1,806 |
|
Edison International |
|
|
9,049 |
|
|
|
647 |
|
Entergy Corp |
|
|
5,089 |
|
|
|
515 |
|
Essential Utilities Inc |
|
|
5,800 |
|
|
|
217 |
|
Evergy Inc |
|
|
5,417 |
|
|
|
283 |
|
Exelon Corp |
|
|
23,939 |
|
|
|
859 |
|
FirstEnergy Corp |
|
|
13,100 |
|
|
|
480 |
|
Hawaiian Electric Industries Inc |
|
|
2,800 |
|
|
|
40 |
|
IDACORP Inc, Cl A |
|
|
1,200 |
|
|
|
118 |
|
National Fuel Gas Co |
|
|
2,100 |
|
|
|
105 |
|
NextEra Energy Inc |
|
|
48,755 |
|
|
|
2,961 |
|
NiSource Inc |
|
|
10,100 |
|
|
|
268 |
|
NRG Energy Inc |
|
|
5,600 |
|
|
|
289 |
|
OGE Energy Corp |
|
|
4,900 |
|
|
|
171 |
|
PG&E Corp |
|
|
48,006 |
|
|
|
866 |
|
Pinnacle West Capital Corp |
|
|
2,800 |
|
|
|
201 |
|
PPL Corp |
|
|
17,703 |
|
|
|
480 |
|
Public Service Enterprise Group Inc |
|
|
12,004 |
|
|
|
734 |
|
Sempra |
|
|
15,262 |
|
|
|
1,140 |
|
Southern Co/The |
|
|
26,262 |
|
|
|
1,841 |
|
UGI Corp |
|
|
5,030 |
|
|
|
124 |
|
Vistra Corp |
|
|
8,969 |
|
|
|
345 |
|
WEC Energy Group Inc |
|
|
7,584 |
|
|
|
638 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Large Cap Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Xcel Energy Inc |
|
|
13,290 |
|
|
$ |
823 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,326 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $639,095) ($ Thousands) |
|
|
|
|
|
|
1,062,261 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
398,932 |
|
|
|
397 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $399) ($ Thousands) |
|
|
397 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 2.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
25,758,480 |
|
|
$ |
25,758 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $25,758) ($ Thousands) |
|
|
|
|
|
|
25,758 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $665,252) ($ Thousands) |
|
$ |
1,088,416 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023 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 |
|
|
92 |
|
|
|
Mar-2024 |
|
|
$ |
21,636 |
|
|
$ |
22,172 |
|
|
$ |
536 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
20 |
|
|
|
Mar-2024 |
|
|
|
5,461 |
|
|
|
5,619 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
27,097 |
|
|
$ |
27,791 |
|
|
$ |
694 |
|
|
Percentages are based on Net Assets of $1,090,794 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $397 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Investments Co |
|
$ |
151 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8 |
|
|
$ |
159 |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Liquidity Fund, LP |
|
|
567 |
|
|
|
359 |
|
|
|
(529 |
) |
|
|
— |
|
|
|
— |
|
|
|
397 |
|
|
|
5 |
|
|
|
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
32,499 |
|
|
|
30,983 |
|
|
|
(37,724 |
) |
|
|
— |
|
|
|
— |
|
|
|
25,758 |
|
|
|
322 |
|
|
|
— |
|
Totals |
|
$ |
33,217 |
|
|
$ |
31,342 |
|
|
$ |
(38,253 |
) |
|
$ |
– |
|
|
$ |
8 |
|
|
$ |
26,314 |
|
|
$ |
328 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Large Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.5% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.5% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
524,280 |
|
|
$ |
73,237 |
|
Alphabet Inc, Cl C * |
|
|
456,960 |
|
|
|
64,399 |
|
AT&T Inc |
|
|
345,769 |
|
|
|
5,802 |
|
BCE Inc |
|
|
176,418 |
|
|
|
6,947 |
|
Charter Communications Inc, Cl A * |
|
|
12,696 |
|
|
|
4,935 |
|
Comcast Corp, Cl A |
|
|
240,091 |
|
|
|
10,528 |
|
Electronic Arts Inc |
|
|
44,812 |
|
|
|
6,131 |
|
Meta Platforms Inc, Cl A * |
|
|
123,988 |
|
|
|
43,887 |
|
Nexstar Media Group Inc, Cl A |
|
|
14,442 |
|
|
|
2,264 |
|
Omnicom Group Inc |
|
|
82,862 |
|
|
|
7,168 |
|
Paramount Global, Cl B |
|
|
332,518 |
|
|
|
4,918 |
|
Sirius XM Holdings Inc (A) |
|
|
752,237 |
|
|
|
4,115 |
|
TEGNA Inc |
|
|
66,265 |
|
|
|
1,014 |
|
Verizon Communications Inc |
|
|
97,068 |
|
|
|
3,659 |
|
Walt Disney Co/The |
|
|
269,576 |
|
|
|
24,340 |
|
Warner Bros Discovery Inc * |
|
|
14,202 |
|
|
|
162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
263,506 |
|
Consumer Discretionary — 10.3% |
|
|
|
|
Amazon.com Inc, Cl A * |
|
|
368,960 |
|
|
|
56,060 |
|
AutoZone Inc * |
|
|
16,513 |
|
|
|
42,696 |
|
Best Buy Co Inc |
|
|
85,787 |
|
|
|
6,715 |
|
Booking Holdings Inc * |
|
|
2,537 |
|
|
|
8,999 |
|
BorgWarner Inc |
|
|
89,239 |
|
|
|
3,199 |
|
Brinker International Inc * |
|
|
141,821 |
|
|
|
6,124 |
|
Darden Restaurants Inc |
|
|
3,127 |
|
|
|
514 |
|
Dick's Sporting Goods Inc |
|
|
94,331 |
|
|
|
13,862 |
|
Domino's Pizza Inc |
|
|
16,892 |
|
|
|
6,963 |
|
DR Horton Inc |
|
|
16,198 |
|
|
|
2,462 |
|
eBay Inc |
|
|
127,055 |
|
|
|
5,542 |
|
Foot Locker Inc, Cl A |
|
|
164,494 |
|
|
|
5,124 |
|
Genuine Parts Co |
|
|
79,642 |
|
|
|
11,030 |
|
Goodyear Tire & Rubber Co/The * |
|
|
406,438 |
|
|
|
5,820 |
|
Grand Canyon Education Inc * |
|
|
9,300 |
|
|
|
1,228 |
|
Harley-Davidson Inc, Cl A |
|
|
88,020 |
|
|
|
3,243 |
|
Home Depot Inc/The |
|
|
28,380 |
|
|
|
9,835 |
|
Lear Corp |
|
|
45,049 |
|
|
|
6,361 |
|
Lowe's Cos Inc |
|
|
320,236 |
|
|
|
71,269 |
|
Magna International Inc, Cl A |
|
|
19,822 |
|
|
|
1,171 |
|
NIKE Inc, Cl B |
|
|
357,743 |
|
|
|
38,840 |
|
O'Reilly Automotive Inc * |
|
|
1,906 |
|
|
|
1,811 |
|
Phinia Inc |
|
|
17,847 |
|
|
|
541 |
|
PulteGroup Inc |
|
|
251,522 |
|
|
|
25,962 |
|
PVH Corp |
|
|
35,794 |
|
|
|
4,371 |
|
Ross Stores Inc |
|
|
102,513 |
|
|
|
14,187 |
|
Royal Caribbean Cruises Ltd * |
|
|
56,343 |
|
|
|
7,296 |
|
Starbucks Corp |
|
|
68,046 |
|
|
|
6,533 |
|
TJX Cos Inc/The |
|
|
374,562 |
|
|
|
35,138 |
|
TopBuild Corp * |
|
|
19,077 |
|
|
|
7,140 |
|
Whirlpool Corp |
|
|
59,551 |
|
|
|
7,252 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
417,288 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Consumer Staples — 6.7% |
|
|
|
|
Altria Group Inc |
|
|
246,529 |
|
|
$ |
9,945 |
|
Archer-Daniels-Midland Co |
|
|
50,878 |
|
|
|
3,674 |
|
Coca-Cola Co/The |
|
|
123,765 |
|
|
|
7,294 |
|
Conagra Brands Inc |
|
|
261,734 |
|
|
|
7,501 |
|
Constellation Brands Inc, Cl A |
|
|
10,975 |
|
|
|
2,653 |
|
Costco Wholesale Corp |
|
|
10,828 |
|
|
|
7,147 |
|
Diageo PLC ADR |
|
|
22,284 |
|
|
|
3,246 |
|
Dollar General Corp |
|
|
192,477 |
|
|
|
26,167 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
35,000 |
|
|
|
5,119 |
|
Hershey Co/The |
|
|
26,426 |
|
|
|
4,927 |
|
Ingredion Inc |
|
|
26,094 |
|
|
|
2,832 |
|
Kenvue Inc |
|
|
50,814 |
|
|
|
1,094 |
|
Kimberly-Clark Corp |
|
|
41,873 |
|
|
|
5,088 |
|
Kraft Heinz Co/The |
|
|
115,076 |
|
|
|
4,256 |
|
Kroger Co/The |
|
|
798,798 |
|
|
|
36,513 |
|
Lamb Weston Holdings Inc |
|
|
16,377 |
|
|
|
1,770 |
|
Molson Coors Beverage Co, Cl B |
|
|
246,452 |
|
|
|
15,085 |
|
Mondelez International Inc, Cl A |
|
|
24,475 |
|
|
|
1,773 |
|
Monster Beverage Corp * |
|
|
27,454 |
|
|
|
1,582 |
|
PepsiCo Inc |
|
|
208,587 |
|
|
|
35,426 |
|
Philip Morris International Inc |
|
|
284,061 |
|
|
|
26,725 |
|
Procter & Gamble Co/The |
|
|
233,806 |
|
|
|
34,262 |
|
Target Corp, Cl A |
|
|
53,833 |
|
|
|
7,667 |
|
Tyson Foods Inc, Cl A |
|
|
253,116 |
|
|
|
13,605 |
|
Walmart Inc |
|
|
42,652 |
|
|
|
6,724 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
272,075 |
|
Energy — 4.1% |
|
|
|
|
Canadian Natural Resources Ltd |
|
|
281,401 |
|
|
|
18,437 |
|
Chevron Corp |
|
|
212,408 |
|
|
|
31,683 |
|
ConocoPhillips |
|
|
204,582 |
|
|
|
23,746 |
|
Devon Energy Corp |
|
|
357,504 |
|
|
|
16,195 |
|
Exxon Mobil Corp |
|
|
129,439 |
|
|
|
12,941 |
|
HF Sinclair Corp |
|
|
40,846 |
|
|
|
2,270 |
|
Marathon Petroleum Corp |
|
|
152,241 |
|
|
|
22,586 |
|
Phillips 66 |
|
|
109,951 |
|
|
|
14,639 |
|
Valero Energy Corp |
|
|
173,346 |
|
|
|
22,535 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
165,032 |
|
Financials — 16.1% |
|
|
|
|
Aflac Inc |
|
|
136,144 |
|
|
|
11,232 |
|
Allstate Corp/The |
|
|
49,660 |
|
|
|
6,951 |
|
American Financial Group Inc/OH |
|
|
11,100 |
|
|
|
1,320 |
|
Ameriprise Financial Inc |
|
|
82,444 |
|
|
|
31,315 |
|
Assurant Inc |
|
|
33,412 |
|
|
|
5,630 |
|
Assured Guaranty Ltd |
|
|
31,872 |
|
|
|
2,385 |
|
Bank of America Corp |
|
|
1,369,018 |
|
|
|
46,095 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
93,247 |
|
|
|
33,257 |
|
Capital One Financial Corp |
|
|
43,778 |
|
|
|
5,740 |
|
Citigroup Inc |
|
|
214,557 |
|
|
|
11,037 |
|
CME Group Inc, Cl A |
|
|
77,815 |
|
|
|
16,388 |
|
Discover Financial Services |
|
|
126,480 |
|
|
|
14,216 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Everest Group Ltd |
|
|
38,172 |
|
|
$ |
13,497 |
|
FactSet Research Systems Inc |
|
|
7,277 |
|
|
|
3,471 |
|
Fifth Third Bancorp |
|
|
492,899 |
|
|
|
17,000 |
|
Goldman Sachs Group Inc/The |
|
|
21,644 |
|
|
|
8,350 |
|
Hartford Financial Services Group Inc/The |
|
|
66,936 |
|
|
|
5,380 |
|
Intercontinental Exchange Inc |
|
|
53,724 |
|
|
|
6,900 |
|
JPMorgan Chase & Co |
|
|
421,864 |
|
|
|
71,759 |
|
KKR & Co Inc |
|
|
76,949 |
|
|
|
6,375 |
|
Marsh & McLennan Cos Inc |
|
|
138,328 |
|
|
|
26,209 |
|
Mastercard Inc, Cl A |
|
|
120,579 |
|
|
|
51,428 |
|
Moody's Corp |
|
|
164,081 |
|
|
|
64,083 |
|
Morgan Stanley |
|
|
311,935 |
|
|
|
29,088 |
|
MSCI Inc, Cl A |
|
|
64,006 |
|
|
|
36,205 |
|
Navient Corp |
|
|
263,511 |
|
|
|
4,907 |
|
PNC Financial Services Group Inc/The |
|
|
36,433 |
|
|
|
5,642 |
|
Popular Inc |
|
|
93,782 |
|
|
|
7,697 |
|
Progressive Corp/The |
|
|
12,407 |
|
|
|
1,976 |
|
Prudential Financial Inc |
|
|
17,700 |
|
|
|
1,836 |
|
Regions Financial Corp |
|
|
507,300 |
|
|
|
9,831 |
|
S&P Global Inc |
|
|
15,849 |
|
|
|
6,982 |
|
Travelers Cos Inc/The |
|
|
118,288 |
|
|
|
22,533 |
|
Truist Financial Corp |
|
|
28,769 |
|
|
|
1,062 |
|
Visa Inc, Cl A |
|
|
192,032 |
|
|
|
49,995 |
|
Voya Financial Inc |
|
|
152,795 |
|
|
|
11,148 |
|
Wells Fargo & Co |
|
|
92,870 |
|
|
|
4,571 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
653,491 |
|
Health Care — 13.9% |
|
|
|
|
Abbott Laboratories |
|
|
84,496 |
|
|
|
9,300 |
|
AbbVie Inc |
|
|
92,048 |
|
|
|
14,265 |
|
Amgen Inc, Cl A |
|
|
136,091 |
|
|
|
39,197 |
|
AstraZeneca PLC ADR |
|
|
99,185 |
|
|
|
6,680 |
|
Becton Dickinson & Co |
|
|
113,758 |
|
|
|
27,738 |
|
Biogen Inc * |
|
|
23,794 |
|
|
|
6,157 |
|
Bristol-Myers Squibb Co |
|
|
100,000 |
|
|
|
5,131 |
|
Cardinal Health Inc |
|
|
36,074 |
|
|
|
3,636 |
|
Cencora Inc, Cl A |
|
|
137,635 |
|
|
|
28,267 |
|
Centene Corp * |
|
|
19,739 |
|
|
|
1,465 |
|
Cigna Group/The |
|
|
27,340 |
|
|
|
8,187 |
|
CVS Health Corp |
|
|
205,055 |
|
|
|
16,191 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
61,914 |
|
|
|
4,721 |
|
Elevance Health Inc |
|
|
10,844 |
|
|
|
5,114 |
|
Eli Lilly & Co |
|
|
17,885 |
|
|
|
10,425 |
|
Gilead Sciences Inc |
|
|
120,443 |
|
|
|
9,757 |
|
HCA Healthcare Inc |
|
|
109,165 |
|
|
|
29,549 |
|
Humana Inc |
|
|
11,818 |
|
|
|
5,410 |
|
IDEXX Laboratories Inc * |
|
|
13,040 |
|
|
|
7,238 |
|
Intuitive Surgical Inc * |
|
|
21,300 |
|
|
|
7,186 |
|
Johnson & Johnson |
|
|
532,816 |
|
|
|
83,514 |
|
McKesson Corp |
|
|
12,923 |
|
|
|
5,983 |
|
Medtronic PLC |
|
|
35,661 |
|
|
|
2,938 |
|
Merck & Co Inc |
|
|
563,613 |
|
|
|
61,445 |
|
Mettler-Toledo International Inc * |
|
|
28,371 |
|
|
|
34,413 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Novartis AG ADR |
|
|
32,225 |
|
|
$ |
3,254 |
|
Novo Nordisk A/S ADR |
|
|
63,725 |
|
|
|
6,592 |
|
Organon & Co |
|
|
131,027 |
|
|
|
1,889 |
|
Perrigo Co PLC |
|
|
84,983 |
|
|
|
2,735 |
|
Pfizer Inc |
|
|
706,138 |
|
|
|
20,330 |
|
Sandoz Group ADR * |
|
|
6,445 |
|
|
|
206 |
|
United Therapeutics Corp * |
|
|
22,931 |
|
|
|
5,042 |
|
UnitedHealth Group Inc |
|
|
146,867 |
|
|
|
77,321 |
|
Veeva Systems Inc, Cl A * |
|
|
4,706 |
|
|
|
906 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,576 |
|
|
|
1,048 |
|
Viatris Inc, Cl W |
|
|
270,899 |
|
|
|
2,934 |
|
Zoetis Inc, Cl A |
|
|
33,352 |
|
|
|
6,583 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
562,747 |
|
Industrials — 10.8% |
|
|
|
|
AerCap Holdings NV * |
|
|
20,386 |
|
|
|
1,515 |
|
AGCO Corp |
|
|
52,600 |
|
|
|
6,386 |
|
Alaska Air Group Inc * |
|
|
21,775 |
|
|
|
851 |
|
Carlisle Cos Inc |
|
|
6,137 |
|
|
|
1,917 |
|
Carrier Global Corp |
|
|
357,041 |
|
|
|
20,512 |
|
Caterpillar Inc, Cl A |
|
|
25,261 |
|
|
|
7,469 |
|
Chart Industries Inc * |
|
|
29,522 |
|
|
|
4,025 |
|
Cummins Inc |
|
|
8,214 |
|
|
|
1,968 |
|
Deere & Co |
|
|
14,637 |
|
|
|
5,853 |
|
Delta Air Lines Inc, Cl A |
|
|
128,832 |
|
|
|
5,183 |
|
Eaton Corp PLC |
|
|
27,035 |
|
|
|
6,511 |
|
Expeditors International of Washington Inc |
|
|
24,490 |
|
|
|
3,115 |
|
FedEx Corp |
|
|
20,626 |
|
|
|
5,218 |
|
Fortive Corp |
|
|
67,655 |
|
|
|
4,981 |
|
Graco Inc |
|
|
542,313 |
|
|
|
47,051 |
|
GXO Logistics Inc * |
|
|
576,624 |
|
|
|
35,266 |
|
Honeywell International Inc |
|
|
44,277 |
|
|
|
9,285 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
41,706 |
|
|
|
10,829 |
|
Illinois Tool Works Inc |
|
|
47,481 |
|
|
|
12,437 |
|
Johnson Controls International PLC |
|
|
490,100 |
|
|
|
28,249 |
|
L3Harris Technologies Inc |
|
|
25,220 |
|
|
|
5,312 |
|
Lockheed Martin Corp |
|
|
15,688 |
|
|
|
7,110 |
|
ManpowerGroup Inc |
|
|
162,122 |
|
|
|
12,884 |
|
Middleby Corp/The * |
|
|
100,000 |
|
|
|
14,717 |
|
Northrop Grumman Corp |
|
|
12,855 |
|
|
|
6,018 |
|
Oshkosh Corp |
|
|
61,954 |
|
|
|
6,716 |
|
PACCAR Inc |
|
|
64,500 |
|
|
|
6,298 |
|
Robert Half Inc |
|
|
51,320 |
|
|
|
4,512 |
|
Rollins Inc |
|
|
48,391 |
|
|
|
2,113 |
|
RTX Corp |
|
|
247,761 |
|
|
|
20,847 |
|
Siemens AG ADR |
|
|
170,436 |
|
|
|
15,943 |
|
Southwest Airlines Co, Cl A |
|
|
86,460 |
|
|
|
2,497 |
|
SPX Technologies Inc * |
|
|
70,843 |
|
|
|
7,156 |
|
Textron Inc |
|
|
190,528 |
|
|
|
15,322 |
|
Timken Co/The |
|
|
112,333 |
|
|
|
9,004 |
|
TransDigm Group Inc |
|
|
27,487 |
|
|
|
27,806 |
|
United Airlines Holdings Inc * |
|
|
21,156 |
|
|
|
873 |
|
Waste Management Inc |
|
|
18,232 |
|
|
|
3,265 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Large Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WW Grainger Inc |
|
|
62,391 |
|
|
$ |
51,703 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
438,717 |
|
Information Technology — 23.4% |
|
|
|
|
Adobe Inc * |
|
|
132,564 |
|
|
|
79,088 |
|
Amphenol Corp, Cl A |
|
|
104,624 |
|
|
|
10,371 |
|
Analog Devices Inc |
|
|
126,337 |
|
|
|
25,085 |
|
Apple Inc |
|
|
800,024 |
|
|
|
154,029 |
|
Applied Materials Inc |
|
|
148,944 |
|
|
|
24,139 |
|
Arista Networks Inc * |
|
|
90,886 |
|
|
|
21,405 |
|
ASML Holding NV, Cl G |
|
|
1,198 |
|
|
|
907 |
|
Broadcom Inc |
|
|
27,392 |
|
|
|
30,576 |
|
Cadence Design Systems Inc * |
|
|
10,238 |
|
|
|
2,789 |
|
Cisco Systems Inc |
|
|
488,328 |
|
|
|
24,670 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
8,912 |
|
|
|
673 |
|
Corning Inc, Cl B |
|
|
177,573 |
|
|
|
5,407 |
|
Dropbox Inc, Cl A * |
|
|
116,763 |
|
|
|
3,442 |
|
Fair Isaac Corp * |
|
|
6,327 |
|
|
|
7,365 |
|
Hewlett Packard Enterprise Co |
|
|
307,307 |
|
|
|
5,218 |
|
HP Inc |
|
|
477,135 |
|
|
|
14,357 |
|
Intel Corp |
|
|
334,938 |
|
|
|
16,831 |
|
International Business Machines Corp |
|
|
6,932 |
|
|
|
1,134 |
|
Intuit Inc |
|
|
96,888 |
|
|
|
60,558 |
|
Juniper Networks Inc |
|
|
7,046 |
|
|
|
208 |
|
Keysight Technologies Inc * |
|
|
96,705 |
|
|
|
15,385 |
|
Lam Research Corp |
|
|
9,133 |
|
|
|
7,153 |
|
Marvell Technology Inc |
|
|
74,923 |
|
|
|
4,519 |
|
Microchip Technology Inc |
|
|
497,652 |
|
|
|
44,878 |
|
Micron Technology Inc |
|
|
156,515 |
|
|
|
13,357 |
|
Microsoft Corp |
|
|
486,353 |
|
|
|
182,888 |
|
Motorola Solutions Inc |
|
|
21,424 |
|
|
|
6,708 |
|
NetApp Inc |
|
|
45,929 |
|
|
|
4,049 |
|
NVIDIA Corp |
|
|
9,300 |
|
|
|
4,606 |
|
Oracle Corp, Cl B |
|
|
453,993 |
|
|
|
47,864 |
|
QUALCOMM Inc |
|
|
67,431 |
|
|
|
9,753 |
|
Roper Technologies Inc |
|
|
56,426 |
|
|
|
30,762 |
|
Salesforce Inc * |
|
|
55,295 |
|
|
|
14,550 |
|
SAP SE ADR |
|
|
178,714 |
|
|
|
27,627 |
|
Seagate Technology Holdings PLC |
|
|
84,174 |
|
|
|
7,186 |
|
ServiceNow Inc * |
|
|
10,095 |
|
|
|
7,132 |
|
Texas Instruments Inc |
|
|
44,297 |
|
|
|
7,551 |
|
VeriSign Inc * |
|
|
91,384 |
|
|
|
18,821 |
|
Vishay Intertechnology Inc |
|
|
210,025 |
|
|
|
5,034 |
|
Western Digital Corp * |
|
|
33,750 |
|
|
|
1,767 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
949,842 |
|
Materials — 4.8% |
|
|
|
|
Cabot Corp |
|
|
81,410 |
|
|
|
6,798 |
|
Celanese Corp, Cl A |
|
|
28,298 |
|
|
|
4,397 |
|
Corteva Inc |
|
|
64,004 |
|
|
|
3,067 |
|
Dow Inc |
|
|
162,912 |
|
|
|
8,934 |
|
DuPont de Nemours Inc |
|
|
37,261 |
|
|
|
2,867 |
|
Eastman Chemical Co |
|
|
135,211 |
|
|
|
12,145 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Ecolab Inc |
|
|
34,773 |
|
|
$ |
6,897 |
|
Huntsman Corp |
|
|
394,975 |
|
|
|
9,926 |
|
Ingevity Corp * |
|
|
14,131 |
|
|
|
667 |
|
Linde PLC |
|
|
123,959 |
|
|
|
50,911 |
|
LyondellBasell Industries NV, Cl A |
|
|
74,826 |
|
|
|
7,114 |
|
O-I Glass Inc, Cl I * |
|
|
451,358 |
|
|
|
7,393 |
|
Reliance Steel & Aluminum Co |
|
|
11,055 |
|
|
|
3,092 |
|
Sherwin-Williams Co/The, Cl A |
|
|
164,735 |
|
|
|
51,381 |
|
Steel Dynamics Inc |
|
|
152,103 |
|
|
|
17,963 |
|
Sylvamo Corp |
|
|
12,276 |
|
|
|
603 |
|
Westrock Co |
|
|
27,405 |
|
|
|
1,138 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
195,293 |
|
Real Estate — 1.4% |
|
|
|
|
American Tower Corp, Cl A ‡ |
|
|
101,757 |
|
|
|
21,967 |
|
Brandywine Realty Trust ‡ |
|
|
24,300 |
|
|
|
131 |
|
CBRE Group Inc, Cl A * |
|
|
41,173 |
|
|
|
3,833 |
|
Crown Castle Inc ‡ |
|
|
34,157 |
|
|
|
3,935 |
|
Equinix Inc ‡ |
|
|
1,986 |
|
|
|
1,599 |
|
Invitation Homes Inc ‡ |
|
|
28,203 |
|
|
|
962 |
|
Omega Healthcare Investors Inc ‡ |
|
|
57,622 |
|
|
|
1,767 |
|
Public Storage ‡ |
|
|
4,106 |
|
|
|
1,252 |
|
Sabra Health Care REIT Inc ‡ |
|
|
246,508 |
|
|
|
3,518 |
|
SBA Communications Corp, Cl A ‡ |
|
|
18,373 |
|
|
|
4,661 |
|
Service Properties Trust ‡ |
|
|
619,889 |
|
|
|
5,294 |
|
Welltower Inc ‡ |
|
|
70,223 |
|
|
|
6,332 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
55,251 |
|
Utilities — 1.5% |
|
|
|
|
Ameren Corp |
|
|
64,109 |
|
|
|
4,638 |
|
American Electric Power Co Inc |
|
|
57,553 |
|
|
|
4,674 |
|
Constellation Energy Corp |
|
|
54,298 |
|
|
|
6,347 |
|
Duke Energy Corp |
|
|
82,813 |
|
|
|
8,036 |
|
Edison International |
|
|
100,625 |
|
|
|
7,194 |
|
Exelon Corp |
|
|
132,096 |
|
|
|
4,742 |
|
NextEra Energy Inc |
|
|
132,739 |
|
|
|
8,062 |
|
NRG Energy Inc |
|
|
264,927 |
|
|
|
13,697 |
|
Vistra Corp |
|
|
40,284 |
|
|
|
1,552 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
58,942 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $1,196,146) ($ Thousands) |
|
|
|
|
|
|
4,032,184 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
4,281,503 |
|
|
|
4,297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $4,282) ($ Thousands) |
|
|
4,297 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Large Cap Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
5,621,952 |
|
|
$ |
5,622 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $5,622) ($ Thousands) |
|
|
|
|
|
|
5,622 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $1,206,050) ($ Thousands) |
|
$ |
4,042,103 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
30 |
|
|
|
Mar-2024 |
|
|
$ |
7,111 |
|
|
$ |
7,230 |
|
|
$ |
119 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
10 |
|
|
|
Mar-2024 |
|
|
|
2,757 |
|
|
|
2,809 |
|
|
|
52 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
9,868 |
|
|
$ |
10,039 |
|
|
$ |
171 |
|
|
Percentages are based on Net Assets of $4,055,170 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $4,297 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,657 |
|
|
$ |
30,415 |
|
|
$ |
(29,764 |
) |
|
$ |
(4 |
) |
|
$ |
(7 |
) |
|
$ |
4,297 |
|
|
$ |
132 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
26,387 |
|
|
|
183,153 |
|
|
|
(203,918 |
) |
|
|
— |
|
|
|
— |
|
|
|
5,622 |
|
|
|
289 |
|
|
|
— |
|
Totals |
|
$ |
30,044 |
|
|
$ |
213,568 |
|
|
$ |
(233,682 |
) |
|
$ |
(4 |
) |
|
$ |
(7 |
) |
|
$ |
9,919 |
|
|
$ |
421 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 98.4% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
137,890 |
|
|
$ |
19,262 |
|
Alphabet Inc, Cl C * |
|
|
116,055 |
|
|
|
16,356 |
|
AT&T Inc |
|
|
166,517 |
|
|
|
2,794 |
|
Charter Communications Inc, Cl A * |
|
|
2,332 |
|
|
|
906 |
|
Comcast Corp, Cl A |
|
|
93,555 |
|
|
|
4,102 |
|
Electronic Arts Inc |
|
|
5,678 |
|
|
|
777 |
|
Fox Corp, Cl A |
|
|
5,986 |
|
|
|
178 |
|
Fox Corp, Cl B |
|
|
3,181 |
|
|
|
88 |
|
Interpublic Group of Cos Inc/The |
|
|
9,101 |
|
|
|
297 |
|
Live Nation Entertainment Inc * |
|
|
3,300 |
|
|
|
309 |
|
Match Group Inc * |
|
|
6,500 |
|
|
|
237 |
|
Meta Platforms Inc, Cl A * |
|
|
51,737 |
|
|
|
18,313 |
|
Netflix Inc * |
|
|
10,215 |
|
|
|
4,973 |
|
News Corp, Cl A |
|
|
8,975 |
|
|
|
220 |
|
News Corp, Cl B |
|
|
2,700 |
|
|
|
69 |
|
Omnicom Group Inc |
|
|
4,604 |
|
|
|
398 |
|
Paramount Global, Cl B |
|
|
11,217 |
|
|
|
166 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,700 |
|
|
|
596 |
|
T-Mobile US Inc |
|
|
11,876 |
|
|
|
1,904 |
|
Verizon Communications Inc |
|
|
97,913 |
|
|
|
3,691 |
|
Walt Disney Co/The |
|
|
42,624 |
|
|
|
3,849 |
|
Warner Bros Discovery Inc * |
|
|
52,074 |
|
|
|
593 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
80,078 |
|
Consumer Discretionary — 10.7% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
10,150 |
|
|
|
1,382 |
|
Amazon.com Inc, Cl A * |
|
|
211,889 |
|
|
|
32,194 |
|
Aptiv PLC * |
|
|
6,570 |
|
|
|
589 |
|
AutoZone Inc * |
|
|
427 |
|
|
|
1,104 |
|
Bath & Body Works Inc |
|
|
5,427 |
|
|
|
234 |
|
Best Buy Co Inc |
|
|
4,554 |
|
|
|
356 |
|
Booking Holdings Inc * |
|
|
813 |
|
|
|
2,884 |
|
BorgWarner Inc |
|
|
5,553 |
|
|
|
199 |
|
Caesars Entertainment Inc * |
|
|
5,000 |
|
|
|
234 |
|
CarMax Inc * |
|
|
3,700 |
|
|
|
284 |
|
Carnival Corp * |
|
|
23,384 |
|
|
|
434 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
639 |
|
|
|
1,461 |
|
Darden Restaurants Inc |
|
|
2,818 |
|
|
|
463 |
|
Domino's Pizza Inc |
|
|
795 |
|
|
|
328 |
|
DR Horton Inc |
|
|
7,058 |
|
|
|
1,073 |
|
eBay Inc |
|
|
12,099 |
|
|
|
528 |
|
Etsy Inc * |
|
|
2,800 |
|
|
|
227 |
|
Expedia Group Inc * |
|
|
3,155 |
|
|
|
479 |
|
Ford Motor Co |
|
|
91,470 |
|
|
|
1,115 |
|
Garmin Ltd |
|
|
3,571 |
|
|
|
459 |
|
General Motors Co |
|
|
32,047 |
|
|
|
1,151 |
|
Genuine Parts Co |
|
|
3,296 |
|
|
|
457 |
|
Hasbro Inc |
|
|
3,096 |
|
|
|
158 |
|
Hilton Worldwide Holdings Inc |
|
|
6,000 |
|
|
|
1,093 |
|
Home Depot Inc/The |
|
|
23,308 |
|
|
|
8,077 |
|
Las Vegas Sands Corp |
|
|
8,600 |
|
|
|
423 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Lennar Corp, Cl A |
|
|
5,874 |
|
|
$ |
875 |
|
LKQ Corp |
|
|
6,100 |
|
|
|
292 |
|
Lowe's Cos Inc |
|
|
13,459 |
|
|
|
2,995 |
|
Lululemon Athletica Inc * |
|
|
2,700 |
|
|
|
1,380 |
|
Marriott International Inc/MD, Cl A |
|
|
5,750 |
|
|
|
1,297 |
|
McDonald's Corp |
|
|
16,904 |
|
|
|
5,012 |
|
MGM Resorts International |
|
|
6,350 |
|
|
|
284 |
|
Mohawk Industries Inc * |
|
|
1,200 |
|
|
|
124 |
|
NIKE Inc, Cl B |
|
|
28,550 |
|
|
|
3,100 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
10,200 |
|
|
|
204 |
|
NVR Inc * |
|
|
78 |
|
|
|
546 |
|
O'Reilly Automotive Inc * |
|
|
1,390 |
|
|
|
1,321 |
|
Pool Corp |
|
|
922 |
|
|
|
368 |
|
PulteGroup Inc |
|
|
5,099 |
|
|
|
526 |
|
Ralph Lauren Corp, Cl A |
|
|
905 |
|
|
|
131 |
|
Ross Stores Inc |
|
|
7,919 |
|
|
|
1,096 |
|
Royal Caribbean Cruises Ltd * |
|
|
5,500 |
|
|
|
712 |
|
Starbucks Corp |
|
|
26,704 |
|
|
|
2,564 |
|
Tapestry Inc |
|
|
5,519 |
|
|
|
203 |
|
Tesla Inc * |
|
|
64,338 |
|
|
|
15,987 |
|
TJX Cos Inc/The |
|
|
26,636 |
|
|
|
2,499 |
|
Tractor Supply Co |
|
|
2,480 |
|
|
|
533 |
|
Ulta Beauty Inc * |
|
|
1,147 |
|
|
|
562 |
|
VF Corp |
|
|
7,665 |
|
|
|
144 |
|
Whirlpool Corp |
|
|
1,312 |
|
|
|
160 |
|
Wynn Resorts Ltd |
|
|
2,229 |
|
|
|
203 |
|
Yum! Brands Inc |
|
|
6,470 |
|
|
|
845 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
101,349 |
|
Consumer Staples — 6.1% |
|
|
|
|
Altria Group Inc |
|
|
41,273 |
|
|
|
1,665 |
|
Archer-Daniels-Midland Co |
|
|
12,518 |
|
|
|
904 |
|
Brown-Forman Corp, Cl B |
|
|
4,265 |
|
|
|
244 |
|
Bunge Global |
|
|
3,400 |
|
|
|
343 |
|
Campbell Soup Co |
|
|
4,684 |
|
|
|
203 |
|
Church & Dwight Co Inc |
|
|
5,776 |
|
|
|
546 |
|
Clorox Co/The |
|
|
2,902 |
|
|
|
414 |
|
Coca-Cola Co/The |
|
|
90,648 |
|
|
|
5,342 |
|
Colgate-Palmolive Co |
|
|
19,195 |
|
|
|
1,530 |
|
Conagra Brands Inc |
|
|
11,165 |
|
|
|
320 |
|
Constellation Brands Inc, Cl A |
|
|
3,707 |
|
|
|
896 |
|
Costco Wholesale Corp |
|
|
10,319 |
|
|
|
6,811 |
|
Dollar General Corp |
|
|
5,081 |
|
|
|
691 |
|
Dollar Tree Inc * |
|
|
4,854 |
|
|
|
690 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
5,350 |
|
|
|
782 |
|
General Mills Inc |
|
|
13,586 |
|
|
|
885 |
|
Hershey Co/The |
|
|
3,512 |
|
|
|
655 |
|
Hormel Foods Corp |
|
|
6,708 |
|
|
|
215 |
|
J M Smucker Co/The |
|
|
2,353 |
|
|
|
297 |
|
Kellanova |
|
|
6,167 |
|
|
|
345 |
|
Kenvue Inc |
|
|
40,060 |
|
|
|
863 |
|
Keurig Dr Pepper Inc |
|
|
23,400 |
|
|
|
780 |
|
Kimberly-Clark Corp |
|
|
7,903 |
|
|
|
960 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Kraft Heinz Co/The |
|
|
18,708 |
|
|
$ |
692 |
|
Kroger Co/The |
|
|
15,336 |
|
|
|
701 |
|
Lamb Weston Holdings Inc |
|
|
3,400 |
|
|
|
368 |
|
McCormick & Co Inc/MD |
|
|
5,832 |
|
|
|
399 |
|
Molson Coors Beverage Co, Cl B |
|
|
4,351 |
|
|
|
266 |
|
Mondelez International Inc, Cl A |
|
|
31,720 |
|
|
|
2,297 |
|
Monster Beverage Corp * |
|
|
17,308 |
|
|
|
997 |
|
PepsiCo Inc |
|
|
32,079 |
|
|
|
5,448 |
|
Philip Morris International Inc |
|
|
36,127 |
|
|
|
3,399 |
|
Procter & Gamble Co/The |
|
|
54,972 |
|
|
|
8,056 |
|
Sysco Corp, Cl A |
|
|
11,720 |
|
|
|
857 |
|
Target Corp, Cl A |
|
|
10,728 |
|
|
|
1,528 |
|
Tyson Foods Inc, Cl A |
|
|
6,703 |
|
|
|
360 |
|
Walgreens Boots Alliance Inc |
|
|
16,757 |
|
|
|
438 |
|
Walmart Inc |
|
|
33,273 |
|
|
|
5,245 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,432 |
|
Energy — 3.8% |
|
|
|
|
APA Corp |
|
|
7,231 |
|
|
|
259 |
|
Baker Hughes Co, Cl A |
|
|
23,449 |
|
|
|
801 |
|
Chevron Corp |
|
|
40,929 |
|
|
|
6,105 |
|
ConocoPhillips |
|
|
27,678 |
|
|
|
3,213 |
|
Coterra Energy Inc |
|
|
17,713 |
|
|
|
452 |
|
Devon Energy Corp |
|
|
14,913 |
|
|
|
676 |
|
Diamondback Energy Inc, Cl A |
|
|
4,151 |
|
|
|
644 |
|
EOG Resources Inc |
|
|
13,507 |
|
|
|
1,634 |
|
EQT Corp |
|
|
9,600 |
|
|
|
371 |
|
Exxon Mobil Corp |
|
|
93,352 |
|
|
|
9,333 |
|
Halliburton Co |
|
|
20,942 |
|
|
|
757 |
|
Hess Corp |
|
|
6,475 |
|
|
|
933 |
|
Kinder Morgan Inc |
|
|
45,382 |
|
|
|
801 |
|
Marathon Oil Corp |
|
|
13,656 |
|
|
|
330 |
|
Marathon Petroleum Corp |
|
|
8,838 |
|
|
|
1,311 |
|
Occidental Petroleum Corp |
|
|
15,462 |
|
|
|
923 |
|
ONEOK Inc |
|
|
13,509 |
|
|
|
949 |
|
Phillips 66 |
|
|
10,237 |
|
|
|
1,363 |
|
Pioneer Natural Resources Co |
|
|
5,466 |
|
|
|
1,229 |
|
Schlumberger NV, Cl A |
|
|
33,100 |
|
|
|
1,722 |
|
Targa Resources Corp |
|
|
5,200 |
|
|
|
452 |
|
Valero Energy Corp |
|
|
7,953 |
|
|
|
1,034 |
|
Williams Cos Inc/The |
|
|
28,269 |
|
|
|
985 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,277 |
|
Financials — 12.8% |
|
|
|
|
Aflac Inc |
|
|
12,384 |
|
|
|
1,022 |
|
Allstate Corp/The |
|
|
6,059 |
|
|
|
848 |
|
American Express Co |
|
|
13,395 |
|
|
|
2,509 |
|
American International Group Inc |
|
|
16,335 |
|
|
|
1,107 |
|
Ameriprise Financial Inc |
|
|
2,381 |
|
|
|
904 |
|
Aon PLC, Cl A |
|
|
4,651 |
|
|
|
1,353 |
|
Arch Capital Group Ltd * |
|
|
8,700 |
|
|
|
646 |
|
Arthur J Gallagher & Co |
|
|
5,049 |
|
|
|
1,135 |
|
Assurant Inc |
|
|
1,205 |
|
|
|
203 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Bank of America Corp |
|
|
160,409 |
|
|
$ |
5,401 |
|
Bank of New York Mellon Corp/The |
|
|
17,899 |
|
|
|
932 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
42,390 |
|
|
|
15,119 |
|
BlackRock Inc |
|
|
3,269 |
|
|
|
2,654 |
|
Blackstone Inc, Cl A |
|
|
16,500 |
|
|
|
2,160 |
|
Brown & Brown Inc |
|
|
5,500 |
|
|
|
391 |
|
Capital One Financial Corp |
|
|
8,849 |
|
|
|
1,160 |
|
Cboe Global Markets Inc |
|
|
2,400 |
|
|
|
429 |
|
Charles Schwab Corp/The |
|
|
34,659 |
|
|
|
2,384 |
|
Chubb Ltd |
|
|
9,501 |
|
|
|
2,147 |
|
Cincinnati Financial Corp |
|
|
3,683 |
|
|
|
381 |
|
Citigroup Inc |
|
|
44,598 |
|
|
|
2,294 |
|
Citizens Financial Group Inc |
|
|
11,100 |
|
|
|
368 |
|
CME Group Inc, Cl A |
|
|
8,412 |
|
|
|
1,772 |
|
Comerica Inc |
|
|
3,092 |
|
|
|
173 |
|
Discover Financial Services |
|
|
5,808 |
|
|
|
653 |
|
Everest Group Ltd |
|
|
987 |
|
|
|
349 |
|
Eversource Energy |
|
|
8,135 |
|
|
|
502 |
|
FactSet Research Systems Inc |
|
|
900 |
|
|
|
429 |
|
Fidelity National Information Services Inc, Cl B |
|
|
13,865 |
|
|
|
833 |
|
Fifth Third Bancorp |
|
|
15,911 |
|
|
|
549 |
|
Fiserv Inc, Cl A * |
|
|
14,005 |
|
|
|
1,860 |
|
FleetCor Technologies Inc * |
|
|
1,679 |
|
|
|
474 |
|
Franklin Resources Inc |
|
|
6,738 |
|
|
|
201 |
|
Global Payments Inc |
|
|
6,083 |
|
|
|
773 |
|
Globe Life Inc |
|
|
2,039 |
|
|
|
248 |
|
Goldman Sachs Group Inc/The |
|
|
7,618 |
|
|
|
2,939 |
|
Hartford Financial Services Group Inc/The |
|
|
6,986 |
|
|
|
561 |
|
Huntington Bancshares Inc/OH |
|
|
33,814 |
|
|
|
430 |
|
Intercontinental Exchange Inc |
|
|
13,305 |
|
|
|
1,709 |
|
Invesco Ltd |
|
|
10,416 |
|
|
|
186 |
|
Jack Henry & Associates Inc |
|
|
1,700 |
|
|
|
278 |
|
JPMorgan Chase & Co |
|
|
67,358 |
|
|
|
11,458 |
|
KeyCorp |
|
|
21,783 |
|
|
|
314 |
|
Loews Corp |
|
|
4,362 |
|
|
|
304 |
|
M&T Bank Corp |
|
|
3,834 |
|
|
|
526 |
|
MarketAxess Holdings Inc |
|
|
856 |
|
|
|
251 |
|
Marsh & McLennan Cos Inc |
|
|
11,459 |
|
|
|
2,171 |
|
Mastercard Inc, Cl A |
|
|
19,297 |
|
|
|
8,230 |
|
MetLife Inc |
|
|
14,489 |
|
|
|
958 |
|
Moody's Corp |
|
|
3,671 |
|
|
|
1,434 |
|
Morgan Stanley |
|
|
29,436 |
|
|
|
2,745 |
|
MSCI Inc, Cl A |
|
|
1,834 |
|
|
|
1,037 |
|
Nasdaq Inc, Cl A |
|
|
7,977 |
|
|
|
464 |
|
Northern Trust Corp |
|
|
4,809 |
|
|
|
406 |
|
PayPal Holdings Inc * |
|
|
25,129 |
|
|
|
1,543 |
|
PNC Financial Services Group Inc/The |
|
|
9,313 |
|
|
|
1,442 |
|
Principal Financial Group Inc, Cl A |
|
|
5,157 |
|
|
|
406 |
|
Progressive Corp/The |
|
|
13,585 |
|
|
|
2,164 |
|
Prudential Financial Inc |
|
|
8,466 |
|
|
|
878 |
|
Raymond James Financial Inc |
|
|
4,358 |
|
|
|
486 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Regions Financial Corp |
|
|
21,863 |
|
|
$ |
424 |
|
S&P Global Inc |
|
|
7,555 |
|
|
|
3,328 |
|
State Street Corp |
|
|
7,195 |
|
|
|
557 |
|
Synchrony Financial |
|
|
9,863 |
|
|
|
377 |
|
T Rowe Price Group Inc |
|
|
5,193 |
|
|
|
559 |
|
Travelers Cos Inc/The |
|
|
5,356 |
|
|
|
1,020 |
|
Truist Financial Corp |
|
|
31,006 |
|
|
|
1,145 |
|
US Bancorp |
|
|
36,238 |
|
|
|
1,568 |
|
Visa Inc, Cl A |
|
|
37,149 |
|
|
|
9,672 |
|
W R Berkley Corp |
|
|
4,800 |
|
|
|
339 |
|
Wells Fargo & Co |
|
|
84,623 |
|
|
|
4,165 |
|
Willis Towers Watson PLC |
|
|
2,419 |
|
|
|
583 |
|
Zions Bancorp NA |
|
|
3,486 |
|
|
|
153 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
121,573 |
|
Health Care — 12.4% |
|
|
|
|
Abbott Laboratories |
|
|
40,412 |
|
|
|
4,448 |
|
AbbVie Inc |
|
|
41,113 |
|
|
|
6,371 |
|
Agilent Technologies Inc |
|
|
6,815 |
|
|
|
947 |
|
Align Technology Inc * |
|
|
1,686 |
|
|
|
462 |
|
Amgen Inc, Cl A |
|
|
12,422 |
|
|
|
3,578 |
|
Baxter International Inc |
|
|
11,735 |
|
|
|
454 |
|
Becton Dickinson & Co |
|
|
6,778 |
|
|
|
1,653 |
|
Biogen Inc * |
|
|
3,406 |
|
|
|
881 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
431 |
|
|
|
139 |
|
Bio-Techne Corp |
|
|
3,652 |
|
|
|
282 |
|
Boston Scientific Corp * |
|
|
34,076 |
|
|
|
1,970 |
|
Bristol-Myers Squibb Co |
|
|
47,403 |
|
|
|
2,432 |
|
Cardinal Health Inc |
|
|
5,759 |
|
|
|
580 |
|
Catalent Inc * |
|
|
4,200 |
|
|
|
189 |
|
Cencora Inc, Cl A |
|
|
3,896 |
|
|
|
800 |
|
Centene Corp * |
|
|
12,439 |
|
|
|
923 |
|
Charles River Laboratories International Inc * |
|
|
1,160 |
|
|
|
274 |
|
Cigna Group/The |
|
|
6,843 |
|
|
|
2,049 |
|
Cooper Cos Inc/The, Cl A |
|
|
1,104 |
|
|
|
418 |
|
CVS Health Corp |
|
|
29,876 |
|
|
|
2,359 |
|
Danaher Corp, Cl A |
|
|
15,312 |
|
|
|
3,542 |
|
DaVita Inc * |
|
|
1,256 |
|
|
|
132 |
|
DENTSPLY SIRONA Inc |
|
|
5,009 |
|
|
|
178 |
|
Dexcom Inc * |
|
|
9,022 |
|
|
|
1,120 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
14,142 |
|
|
|
1,078 |
|
Elevance Health Inc |
|
|
5,479 |
|
|
|
2,584 |
|
Eli Lilly & Co |
|
|
18,539 |
|
|
|
10,807 |
|
GE HealthCare Technologies Inc |
|
|
9,162 |
|
|
|
708 |
|
Gilead Sciences Inc |
|
|
29,014 |
|
|
|
2,350 |
|
HCA Healthcare Inc |
|
|
4,631 |
|
|
|
1,254 |
|
Henry Schein Inc * |
|
|
3,100 |
|
|
|
235 |
|
Hologic Inc * |
|
|
5,700 |
|
|
|
407 |
|
Humana Inc |
|
|
2,881 |
|
|
|
1,319 |
|
IDEXX Laboratories Inc * |
|
|
1,923 |
|
|
|
1,067 |
|
Illumina Inc * |
|
|
3,696 |
|
|
|
515 |
|
Incyte Corp * |
|
|
4,400 |
|
|
|
276 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Insulet Corp * |
|
|
1,600 |
|
|
$ |
347 |
|
Intuitive Surgical Inc * |
|
|
8,207 |
|
|
|
2,769 |
|
IQVIA Holdings Inc * |
|
|
4,296 |
|
|
|
994 |
|
Johnson & Johnson |
|
|
56,143 |
|
|
|
8,800 |
|
Laboratory Corp of America Holdings |
|
|
2,010 |
|
|
|
457 |
|
McKesson Corp |
|
|
3,093 |
|
|
|
1,432 |
|
Medtronic PLC |
|
|
30,979 |
|
|
|
2,552 |
|
Merck & Co Inc |
|
|
59,114 |
|
|
|
6,445 |
|
Mettler-Toledo International Inc * |
|
|
524 |
|
|
|
636 |
|
Moderna Inc * |
|
|
7,700 |
|
|
|
766 |
|
Molina Healthcare Inc * |
|
|
1,379 |
|
|
|
498 |
|
Pfizer Inc |
|
|
131,560 |
|
|
|
3,788 |
|
Quest Diagnostics Inc |
|
|
2,624 |
|
|
|
362 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,494 |
|
|
|
2,190 |
|
ResMed Inc |
|
|
3,409 |
|
|
|
586 |
|
Revvity Inc |
|
|
2,898 |
|
|
|
317 |
|
STERIS PLC |
|
|
2,245 |
|
|
|
494 |
|
Stryker Corp |
|
|
7,826 |
|
|
|
2,344 |
|
Teleflex Inc |
|
|
1,129 |
|
|
|
281 |
|
Thermo Fisher Scientific Inc |
|
|
9,026 |
|
|
|
4,791 |
|
UnitedHealth Group Inc |
|
|
21,572 |
|
|
|
11,357 |
|
Universal Health Services Inc, Cl B |
|
|
1,400 |
|
|
|
213 |
|
Vertex Pharmaceuticals Inc * |
|
|
6,027 |
|
|
|
2,452 |
|
Viatris Inc, Cl W |
|
|
27,957 |
|
|
|
303 |
|
Waters Corp * |
|
|
1,372 |
|
|
|
452 |
|
West Pharmaceutical Services Inc |
|
|
1,722 |
|
|
|
606 |
|
Zimmer Biomet Holdings Inc |
|
|
4,874 |
|
|
|
593 |
|
Zoetis Inc, Cl A |
|
|
10,695 |
|
|
|
2,111 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,717 |
|
Industrials — 8.7% |
|
|
|
|
3M Co |
|
|
12,871 |
|
|
|
1,407 |
|
A O Smith Corp |
|
|
2,900 |
|
|
|
239 |
|
Allegion plc |
|
|
2,070 |
|
|
|
262 |
|
American Airlines Group Inc * |
|
|
15,309 |
|
|
|
210 |
|
AMETEK Inc |
|
|
5,400 |
|
|
|
890 |
|
Automatic Data Processing Inc |
|
|
9,615 |
|
|
|
2,240 |
|
Axon Enterprise Inc * |
|
|
1,600 |
|
|
|
413 |
|
Boeing Co/The * |
|
|
13,255 |
|
|
|
3,455 |
|
Broadridge Financial Solutions Inc |
|
|
2,784 |
|
|
|
573 |
|
Builders FirstSource Inc * |
|
|
2,900 |
|
|
|
484 |
|
Carrier Global Corp |
|
|
19,531 |
|
|
|
1,122 |
|
Caterpillar Inc, Cl A |
|
|
11,893 |
|
|
|
3,516 |
|
Ceridian HCM Holding Inc * |
|
|
3,600 |
|
|
|
242 |
|
CH Robinson Worldwide Inc |
|
|
2,705 |
|
|
|
234 |
|
Cintas Corp |
|
|
2,032 |
|
|
|
1,225 |
|
Copart Inc * |
|
|
20,200 |
|
|
|
990 |
|
CSX Corp |
|
|
46,049 |
|
|
|
1,597 |
|
Cummins Inc |
|
|
3,298 |
|
|
|
790 |
|
Deere & Co |
|
|
6,261 |
|
|
|
2,504 |
|
Delta Air Lines Inc, Cl A |
|
|
15,113 |
|
|
|
608 |
|
Dover Corp |
|
|
3,237 |
|
|
|
498 |
|
Eaton Corp PLC |
|
|
9,320 |
|
|
|
2,244 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Emerson Electric Co |
|
|
13,275 |
|
|
$ |
1,292 |
|
Equifax Inc |
|
|
2,889 |
|
|
|
714 |
|
Expeditors International of Washington Inc |
|
|
3,377 |
|
|
|
430 |
|
Fastenal Co, Cl A |
|
|
13,318 |
|
|
|
863 |
|
FedEx Corp |
|
|
5,411 |
|
|
|
1,369 |
|
Fortive Corp |
|
|
8,187 |
|
|
|
603 |
|
Generac Holdings Inc * |
|
|
1,454 |
|
|
|
188 |
|
General Dynamics Corp |
|
|
5,244 |
|
|
|
1,362 |
|
General Electric Co |
|
|
25,388 |
|
|
|
3,240 |
|
Honeywell International Inc |
|
|
15,370 |
|
|
|
3,223 |
|
Howmet Aerospace Inc |
|
|
9,078 |
|
|
|
491 |
|
Hubbell Inc, Cl B |
|
|
1,200 |
|
|
|
395 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
947 |
|
|
|
246 |
|
IDEX Corp |
|
|
1,800 |
|
|
|
391 |
|
Illinois Tool Works Inc |
|
|
6,365 |
|
|
|
1,667 |
|
Ingersoll Rand Inc |
|
|
9,433 |
|
|
|
730 |
|
Jacobs Solutions Inc |
|
|
2,962 |
|
|
|
384 |
|
JB Hunt Transport Services Inc |
|
|
1,851 |
|
|
|
370 |
|
Johnson Controls International PLC |
|
|
15,772 |
|
|
|
909 |
|
L3Harris Technologies Inc |
|
|
4,409 |
|
|
|
929 |
|
Leidos Holdings Inc |
|
|
3,243 |
|
|
|
351 |
|
Lockheed Martin Corp |
|
|
5,150 |
|
|
|
2,334 |
|
Masco Corp |
|
|
5,284 |
|
|
|
354 |
|
Nordson Corp |
|
|
1,250 |
|
|
|
330 |
|
Norfolk Southern Corp |
|
|
5,286 |
|
|
|
1,250 |
|
Northrop Grumman Corp |
|
|
3,280 |
|
|
|
1,536 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
2,044 |
|
|
|
828 |
|
Otis Worldwide Corp |
|
|
9,550 |
|
|
|
854 |
|
PACCAR Inc |
|
|
12,200 |
|
|
|
1,191 |
|
Parker-Hannifin Corp, Cl A |
|
|
2,971 |
|
|
|
1,369 |
|
Paychex Inc |
|
|
7,469 |
|
|
|
890 |
|
Paycom Software Inc |
|
|
1,159 |
|
|
|
240 |
|
Pentair PLC |
|
|
3,866 |
|
|
|
281 |
|
Quanta Services Inc |
|
|
3,418 |
|
|
|
738 |
|
Republic Services Inc |
|
|
4,783 |
|
|
|
789 |
|
Robert Half Inc |
|
|
2,532 |
|
|
|
223 |
|
Rockwell Automation Inc |
|
|
2,626 |
|
|
|
815 |
|
Rollins Inc |
|
|
6,500 |
|
|
|
284 |
|
RTX Corp |
|
|
33,478 |
|
|
|
2,817 |
|
Snap-on Inc |
|
|
1,207 |
|
|
|
349 |
|
Southwest Airlines Co, Cl A |
|
|
13,962 |
|
|
|
403 |
|
Stanley Black & Decker Inc |
|
|
3,608 |
|
|
|
354 |
|
Textron Inc |
|
|
4,607 |
|
|
|
370 |
|
Trane Technologies PLC |
|
|
5,270 |
|
|
|
1,285 |
|
TransDigm Group Inc |
|
|
1,270 |
|
|
|
1,285 |
|
Uber Technologies Inc * |
|
|
47,950 |
|
|
|
2,952 |
|
Union Pacific Corp |
|
|
14,191 |
|
|
|
3,486 |
|
United Airlines Holdings Inc * |
|
|
7,700 |
|
|
|
318 |
|
United Parcel Service Inc, Cl B |
|
|
16,868 |
|
|
|
2,652 |
|
United Rentals Inc |
|
|
1,564 |
|
|
|
897 |
|
Veralto Corp |
|
|
5,070 |
|
|
|
417 |
|
Verisk Analytics Inc, Cl A |
|
|
3,326 |
|
|
|
794 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Waste Management Inc |
|
|
8,584 |
|
|
$ |
1,537 |
|
Westinghouse Air Brake Technologies Corp |
|
|
4,171 |
|
|
|
529 |
|
WW Grainger Inc |
|
|
1,014 |
|
|
|
840 |
|
Xylem Inc/NY |
|
|
5,600 |
|
|
|
640 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
82,121 |
|
Information Technology — 28.4% |
|
|
|
|
Accenture PLC, Cl A |
|
|
14,606 |
|
|
|
5,125 |
|
Adobe Inc * |
|
|
10,597 |
|
|
|
6,322 |
|
Advanced Micro Devices Inc * |
|
|
37,625 |
|
|
|
5,546 |
|
Akamai Technologies Inc * |
|
|
3,504 |
|
|
|
415 |
|
Amphenol Corp, Cl A |
|
|
13,860 |
|
|
|
1,374 |
|
Analog Devices Inc |
|
|
11,622 |
|
|
|
2,308 |
|
ANSYS Inc * |
|
|
2,007 |
|
|
|
728 |
|
Apple Inc |
|
|
340,643 |
|
|
|
65,584 |
|
Applied Materials Inc |
|
|
19,541 |
|
|
|
3,167 |
|
Arista Networks Inc * |
|
|
5,870 |
|
|
|
1,382 |
|
Autodesk Inc, Cl A * |
|
|
4,955 |
|
|
|
1,206 |
|
Broadcom Inc |
|
|
10,210 |
|
|
|
11,397 |
|
Cadence Design Systems Inc * |
|
|
6,351 |
|
|
|
1,730 |
|
CDW Corp/DE |
|
|
3,147 |
|
|
|
715 |
|
Cisco Systems Inc |
|
|
94,378 |
|
|
|
4,768 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
11,705 |
|
|
|
884 |
|
Corning Inc, Cl B |
|
|
17,908 |
|
|
|
545 |
|
Enphase Energy Inc * |
|
|
3,200 |
|
|
|
423 |
|
EPAM Systems Inc * |
|
|
1,300 |
|
|
|
387 |
|
F5 Inc, Cl A * |
|
|
1,360 |
|
|
|
243 |
|
Fair Isaac Corp * |
|
|
576 |
|
|
|
670 |
|
First Solar Inc * |
|
|
2,500 |
|
|
|
431 |
|
Fortinet Inc * |
|
|
14,840 |
|
|
|
869 |
|
Gartner Inc * |
|
|
1,806 |
|
|
|
815 |
|
Gen Digital Inc |
|
|
13,147 |
|
|
|
300 |
|
Hewlett Packard Enterprise Co |
|
|
30,191 |
|
|
|
513 |
|
HP Inc |
|
|
20,372 |
|
|
|
613 |
|
Intel Corp |
|
|
98,237 |
|
|
|
4,936 |
|
International Business Machines Corp |
|
|
21,268 |
|
|
|
3,478 |
|
Intuit Inc |
|
|
6,509 |
|
|
|
4,068 |
|
Jabil Inc |
|
|
3,000 |
|
|
|
382 |
|
Juniper Networks Inc |
|
|
7,600 |
|
|
|
224 |
|
Keysight Technologies Inc * |
|
|
4,132 |
|
|
|
657 |
|
KLA Corp |
|
|
3,177 |
|
|
|
1,847 |
|
Lam Research Corp |
|
|
3,078 |
|
|
|
2,411 |
|
Microchip Technology Inc |
|
|
12,613 |
|
|
|
1,137 |
|
Micron Technology Inc |
|
|
25,469 |
|
|
|
2,174 |
|
Microsoft Corp |
|
|
173,184 |
|
|
|
65,124 |
|
Monolithic Power Systems Inc |
|
|
1,100 |
|
|
|
694 |
|
Motorola Solutions Inc |
|
|
3,882 |
|
|
|
1,215 |
|
NetApp Inc |
|
|
4,885 |
|
|
|
431 |
|
NVIDIA Corp |
|
|
57,511 |
|
|
|
28,481 |
|
NXP Semiconductors NV |
|
|
5,976 |
|
|
|
1,373 |
|
ON Semiconductor Corp * |
|
|
10,100 |
|
|
|
844 |
|
Oracle Corp, Cl B |
|
|
37,021 |
|
|
|
3,903 |
|
Palo Alto Networks Inc * |
|
|
7,159 |
|
|
|
2,111 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
PTC Inc * |
|
|
2,757 |
|
|
$ |
482 |
|
Qorvo Inc * |
|
|
2,300 |
|
|
|
259 |
|
QUALCOMM Inc |
|
|
25,932 |
|
|
|
3,751 |
|
Roper Technologies Inc |
|
|
2,513 |
|
|
|
1,370 |
|
Salesforce Inc * |
|
|
22,662 |
|
|
|
5,963 |
|
Seagate Technology Holdings PLC |
|
|
4,500 |
|
|
|
384 |
|
ServiceNow Inc * |
|
|
4,785 |
|
|
|
3,381 |
|
Skyworks Solutions Inc |
|
|
3,716 |
|
|
|
418 |
|
Synopsys Inc * |
|
|
3,521 |
|
|
|
1,813 |
|
TE Connectivity Ltd |
|
|
7,259 |
|
|
|
1,020 |
|
Teledyne Technologies Inc * |
|
|
1,118 |
|
|
|
499 |
|
Teradyne Inc |
|
|
3,615 |
|
|
|
392 |
|
Texas Instruments Inc |
|
|
21,144 |
|
|
|
3,604 |
|
Trimble Inc * |
|
|
5,800 |
|
|
|
309 |
|
Tyler Technologies Inc * |
|
|
970 |
|
|
|
406 |
|
VeriSign Inc * |
|
|
2,095 |
|
|
|
432 |
|
Western Digital Corp * |
|
|
7,474 |
|
|
|
391 |
|
Zebra Technologies Corp, Cl A * |
|
|
1,173 |
|
|
|
321 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
269,145 |
|
Materials — 2.4% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
5,121 |
|
|
|
1,402 |
|
Albemarle Corp |
|
|
2,757 |
|
|
|
398 |
|
Amcor PLC |
|
|
34,132 |
|
|
|
329 |
|
Avery Dennison Corp |
|
|
1,864 |
|
|
|
377 |
|
Ball Corp |
|
|
7,372 |
|
|
|
424 |
|
Celanese Corp, Cl A |
|
|
2,352 |
|
|
|
366 |
|
CF Industries Holdings Inc |
|
|
4,550 |
|
|
|
362 |
|
Corteva Inc |
|
|
16,473 |
|
|
|
789 |
|
Dow Inc |
|
|
16,306 |
|
|
|
894 |
|
DuPont de Nemours Inc |
|
|
9,999 |
|
|
|
769 |
|
Eastman Chemical Co |
|
|
2,720 |
|
|
|
244 |
|
Ecolab Inc |
|
|
5,916 |
|
|
|
1,174 |
|
FMC Corp |
|
|
2,900 |
|
|
|
183 |
|
Freeport-McMoRan Inc, Cl B |
|
|
33,363 |
|
|
|
1,420 |
|
International Flavors & Fragrances Inc |
|
|
5,926 |
|
|
|
480 |
|
International Paper Co |
|
|
8,052 |
|
|
|
291 |
|
Linde PLC |
|
|
11,296 |
|
|
|
4,639 |
|
LyondellBasell Industries NV, Cl A |
|
|
5,974 |
|
|
|
568 |
|
Martin Marietta Materials Inc, Cl A |
|
|
1,419 |
|
|
|
708 |
|
Mosaic Co/The |
|
|
7,709 |
|
|
|
276 |
|
Newmont Corp |
|
|
26,825 |
|
|
|
1,110 |
|
Nucor Corp |
|
|
5,727 |
|
|
|
997 |
|
Packaging Corp of America |
|
|
2,100 |
|
|
|
342 |
|
PPG Industries Inc |
|
|
5,505 |
|
|
|
823 |
|
Sherwin-Williams Co/The, Cl A |
|
|
5,495 |
|
|
|
1,714 |
|
Steel Dynamics Inc |
|
|
3,600 |
|
|
|
425 |
|
Vulcan Materials Co |
|
|
3,049 |
|
|
|
692 |
|
Westrock Co |
|
|
5,984 |
|
|
|
249 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,445 |
|
Real Estate — 2.5% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,623 |
|
|
|
459 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
American Tower Corp, Cl A ‡ |
|
|
10,897 |
|
|
$ |
2,352 |
|
AvalonBay Communities Inc ‡ |
|
|
3,328 |
|
|
|
623 |
|
Boston Properties Inc ‡ |
|
|
3,400 |
|
|
|
239 |
|
Camden Property Trust ‡ |
|
|
2,500 |
|
|
|
248 |
|
CBRE Group Inc, Cl A * |
|
|
7,109 |
|
|
|
662 |
|
CoStar Group Inc * |
|
|
9,500 |
|
|
|
830 |
|
Crown Castle Inc ‡ |
|
|
10,064 |
|
|
|
1,159 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
7,069 |
|
|
|
951 |
|
Equinix Inc ‡ |
|
|
2,196 |
|
|
|
1,769 |
|
Equity Residential ‡ |
|
|
8,044 |
|
|
|
492 |
|
Essex Property Trust Inc ‡ |
|
|
1,521 |
|
|
|
377 |
|
Extra Space Storage Inc ‡ |
|
|
4,899 |
|
|
|
785 |
|
Federal Realty Investment Trust ‡ |
|
|
1,700 |
|
|
|
175 |
|
Healthpeak Properties Inc ‡ |
|
|
12,700 |
|
|
|
252 |
|
Host Hotels & Resorts Inc ‡ |
|
|
16,574 |
|
|
|
323 |
|
Invitation Homes Inc ‡ |
|
|
13,500 |
|
|
|
461 |
|
Iron Mountain Inc ‡ |
|
|
6,838 |
|
|
|
479 |
|
Kimco Realty Corp ‡ |
|
|
14,413 |
|
|
|
307 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
2,740 |
|
|
|
368 |
|
Prologis Inc ‡ |
|
|
21,480 |
|
|
|
2,863 |
|
Public Storage ‡ |
|
|
3,687 |
|
|
|
1,125 |
|
Realty Income Corp ‡ |
|
|
16,528 |
|
|
|
949 |
|
Regency Centers Corp ‡ |
|
|
3,699 |
|
|
|
248 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,499 |
|
|
|
634 |
|
Simon Property Group Inc ‡ |
|
|
7,606 |
|
|
|
1,085 |
|
UDR Inc ‡ |
|
|
7,100 |
|
|
|
272 |
|
Ventas Inc ‡ |
|
|
9,332 |
|
|
|
465 |
|
VICI Properties Inc, Cl A ‡ |
|
|
23,600 |
|
|
|
752 |
|
Welltower Inc ‡ |
|
|
12,909 |
|
|
|
1,164 |
|
Weyerhaeuser Co ‡ |
|
|
17,061 |
|
|
|
593 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,461 |
|
Utilities — 2.2% |
|
|
|
|
AES Corp/The |
|
|
15,590 |
|
|
|
300 |
|
Alliant Energy Corp |
|
|
5,900 |
|
|
|
303 |
|
Ameren Corp |
|
|
6,153 |
|
|
|
445 |
|
American Electric Power Co Inc |
|
|
12,015 |
|
|
|
976 |
|
American Water Works Co Inc |
|
|
4,557 |
|
|
|
602 |
|
Atmos Energy Corp |
|
|
3,400 |
|
|
|
394 |
|
CenterPoint Energy Inc |
|
|
14,785 |
|
|
|
422 |
|
CMS Energy Corp |
|
|
6,801 |
|
|
|
395 |
|
Consolidated Edison Inc |
|
|
8,036 |
|
|
|
731 |
|
Constellation Energy Corp |
|
|
7,451 |
|
|
|
871 |
|
Dominion Energy Inc |
|
|
19,430 |
|
|
|
913 |
|
DTE Energy Co |
|
|
4,776 |
|
|
|
527 |
|
Duke Energy Corp |
|
|
17,991 |
|
|
|
1,746 |
|
Edison International |
|
|
8,957 |
|
|
|
640 |
|
Entergy Corp |
|
|
4,926 |
|
|
|
499 |
|
Evergy Inc |
|
|
5,399 |
|
|
|
282 |
|
Exelon Corp |
|
|
23,155 |
|
|
|
831 |
|
FirstEnergy Corp |
|
|
12,123 |
|
|
|
445 |
|
NextEra Energy Inc |
|
|
47,821 |
|
|
|
2,905 |
|
NiSource Inc |
|
|
9,544 |
|
|
|
253 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
S&P 500 Index Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
NRG Energy Inc |
|
|
5,281 |
|
|
$ |
273 |
|
PG&E Corp |
|
|
48,600 |
|
|
|
876 |
|
Pinnacle West Capital Corp |
|
|
2,649 |
|
|
|
190 |
|
PPL Corp |
|
|
17,171 |
|
|
|
465 |
|
Public Service Enterprise Group Inc |
|
|
11,630 |
|
|
|
711 |
|
Sempra |
|
|
14,690 |
|
|
|
1,098 |
|
Southern Co/The |
|
|
25,419 |
|
|
|
1,782 |
|
WEC Energy Group Inc |
|
|
7,371 |
|
|
|
620 |
|
Xcel Energy Inc |
|
|
12,836 |
|
|
|
795 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,290 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $231,493) ($ Thousands) |
|
|
|
|
|
|
932,888 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
15,097,970 |
|
|
$ |
15,098 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $15,098) ($ Thousands) |
|
|
|
|
|
|
15,098 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.0% |
|
|
|
|
|
|
|
|
(Cost $246,591) ($ Thousands) |
|
$ |
947,986 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
61 |
|
|
|
Mar-2024 |
|
|
$ |
14,323 |
|
|
$ |
14,701 |
|
|
$ |
378 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $947,912 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
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 transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
19,012 |
|
|
$ |
32,186 |
|
|
$ |
(36,100 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
15,098 |
|
|
$ |
229 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.7% |
|
|
|
|
Advantage Solutions Inc * |
|
|
68,110 |
|
|
$ |
247 |
|
Cable One Inc |
|
|
1,381 |
|
|
|
769 |
|
Cardlytics Inc * |
|
|
40,622 |
|
|
|
374 |
|
Cinemark Holdings Inc * |
|
|
186,679 |
|
|
|
2,630 |
|
Cogent Communications Holdings Inc |
|
|
15,170 |
|
|
|
1,154 |
|
Eventbrite Inc, Cl A * |
|
|
93,838 |
|
|
|
784 |
|
IDT Corp, Cl B * |
|
|
13,680 |
|
|
|
466 |
|
Liberty Latin America Ltd, Cl A * |
|
|
43,024 |
|
|
|
314 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
119,412 |
|
|
|
1,302 |
|
Marcus Corp/The |
|
|
23,590 |
|
|
|
344 |
|
Nexstar Media Group Inc, Cl A |
|
|
6,877 |
|
|
|
1,078 |
|
Shutterstock Inc |
|
|
23,440 |
|
|
|
1,132 |
|
Sinclair Inc |
|
|
10,290 |
|
|
|
134 |
|
Spok Holdings Inc |
|
|
29,000 |
|
|
|
449 |
|
TEGNA Inc |
|
|
24,449 |
|
|
|
374 |
|
Thryv Holdings Inc * |
|
|
24,960 |
|
|
|
508 |
|
Vimeo Inc * |
|
|
312,950 |
|
|
|
1,227 |
|
Yelp Inc, Cl A * |
|
|
24,737 |
|
|
|
1,171 |
|
Ziff Davis Inc * |
|
|
11,046 |
|
|
|
742 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,199 |
|
Consumer Discretionary — 11.8% |
|
|
|
|
2U Inc * |
|
|
185,990 |
|
|
|
229 |
|
Aaron's Co Inc/The |
|
|
73,095 |
|
|
|
795 |
|
Abercrombie & Fitch Co, Cl A * |
|
|
14,035 |
|
|
|
1,238 |
|
Accel Entertainment Inc, Cl A * |
|
|
64,131 |
|
|
|
659 |
|
Adtalem Global Education Inc * |
|
|
7,210 |
|
|
|
425 |
|
Advance Auto Parts Inc |
|
|
26,510 |
|
|
|
1,618 |
|
American Eagle Outfitters Inc |
|
|
48,019 |
|
|
|
1,016 |
|
Beazer Homes USA Inc, Cl A * |
|
|
19,768 |
|
|
|
668 |
|
Big Lots Inc |
|
|
29,970 |
|
|
|
233 |
|
Biglari Holdings Inc, Cl B * |
|
|
2,946 |
|
|
|
486 |
|
Birkenstock Holding PLC * |
|
|
8,900 |
|
|
|
434 |
|
BJ's Restaurants Inc * |
|
|
20,150 |
|
|
|
726 |
|
Bloomin' Brands Inc |
|
|
150,512 |
|
|
|
4,237 |
|
Bluegreen Vacations Holding Corp, Cl A |
|
|
5,204 |
|
|
|
391 |
|
Brinker International Inc * |
|
|
91,800 |
|
|
|
3,964 |
|
Brunswick Corp/DE |
|
|
14,183 |
|
|
|
1,372 |
|
Build-A-Bear Workshop Inc |
|
|
31,550 |
|
|
|
725 |
|
Carrols Restaurant Group Inc |
|
|
117,378 |
|
|
|
925 |
|
Carter's Inc |
|
|
16,626 |
|
|
|
1,245 |
|
Cavco Industries Inc * |
|
|
1,460 |
|
|
|
506 |
|
Century Casinos Inc * |
|
|
33,719 |
|
|
|
165 |
|
Cheesecake Factory Inc/The |
|
|
15,272 |
|
|
|
535 |
|
Churchill Downs Inc |
|
|
9,616 |
|
|
|
1,298 |
|
Chuy's Holdings Inc * |
|
|
12,043 |
|
|
|
460 |
|
Cooper-Standard Holdings Inc * |
|
|
13,433 |
|
|
|
263 |
|
Coursera Inc * |
|
|
32,833 |
|
|
|
636 |
|
Denny's Corp, Cl A * |
|
|
27,430 |
|
|
|
298 |
|
Designer Brands Inc, Cl A |
|
|
45,990 |
|
|
|
407 |
|
Destination XL Group Inc * |
|
|
49,080 |
|
|
|
216 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Dick's Sporting Goods Inc |
|
|
8,614 |
|
|
$ |
1,266 |
|
Domino's Pizza Inc |
|
|
2,820 |
|
|
|
1,163 |
|
Dorman Products Inc * |
|
|
9,350 |
|
|
|
780 |
|
Duolingo Inc, Cl A * |
|
|
5,448 |
|
|
|
1,236 |
|
Ermenegildo Zegna NV |
|
|
40,310 |
|
|
|
466 |
|
Ethan Allen Interiors Inc |
|
|
18,330 |
|
|
|
585 |
|
First Watch Restaurant Group Inc * |
|
|
55,074 |
|
|
|
1,107 |
|
Frontdoor Inc * |
|
|
16,786 |
|
|
|
591 |
|
Gap Inc/The |
|
|
18,804 |
|
|
|
393 |
|
G-III Apparel Group Ltd * |
|
|
13,831 |
|
|
|
470 |
|
Goodyear Tire & Rubber Co/The * |
|
|
30,189 |
|
|
|
432 |
|
Grand Canyon Education Inc * |
|
|
3,193 |
|
|
|
422 |
|
Hooker Furnishings Corp |
|
|
5,417 |
|
|
|
141 |
|
Hovnanian Enterprises Inc, Cl A * |
|
|
4,480 |
|
|
|
697 |
|
Inspired Entertainment Inc * |
|
|
75,376 |
|
|
|
745 |
|
Installed Building Products Inc |
|
|
3,000 |
|
|
|
548 |
|
KB Home |
|
|
7,700 |
|
|
|
481 |
|
Latham Group Inc * |
|
|
62,881 |
|
|
|
165 |
|
Legacy Housing Corp * |
|
|
35,791 |
|
|
|
903 |
|
Light & Wonder Inc, Cl A * |
|
|
11,720 |
|
|
|
962 |
|
Lindblad Expeditions Holdings Inc * |
|
|
27,420 |
|
|
|
309 |
|
M/I Homes Inc * |
|
|
3,050 |
|
|
|
420 |
|
Marine Products Corp |
|
|
27,468 |
|
|
|
313 |
|
MasterCraft Boat Holdings Inc * |
|
|
34,470 |
|
|
|
780 |
|
Modine Manufacturing Co * |
|
|
28,115 |
|
|
|
1,678 |
|
Movado Group Inc |
|
|
29,036 |
|
|
|
875 |
|
Murphy USA Inc |
|
|
4,682 |
|
|
|
1,669 |
|
OneSpaWorld Holdings Ltd * |
|
|
47,366 |
|
|
|
668 |
|
Oxford Industries Inc, Cl A |
|
|
3,987 |
|
|
|
399 |
|
Patrick Industries Inc |
|
|
4,800 |
|
|
|
482 |
|
PlayAGS Inc * |
|
|
131,258 |
|
|
|
1,107 |
|
Pool Corp |
|
|
2,655 |
|
|
|
1,059 |
|
Potbelly Corp * |
|
|
67,330 |
|
|
|
702 |
|
Rocky Brands Inc |
|
|
5,249 |
|
|
|
158 |
|
Rush Street Interactive Inc * |
|
|
69,830 |
|
|
|
314 |
|
Shake Shack Inc, Cl A * |
|
|
6,220 |
|
|
|
461 |
|
SharkNinja Inc |
|
|
8,200 |
|
|
|
420 |
|
Skechers USA Inc, Cl A * |
|
|
7,670 |
|
|
|
478 |
|
Steven Madden Ltd |
|
|
20,373 |
|
|
|
856 |
|
Stoneridge Inc * |
|
|
7,940 |
|
|
|
155 |
|
Strategic Education Inc |
|
|
6,200 |
|
|
|
573 |
|
Stride Inc * |
|
|
7,313 |
|
|
|
434 |
|
Target Hospitality Corp * |
|
|
58,667 |
|
|
|
571 |
|
Toll Brothers Inc |
|
|
5,081 |
|
|
|
522 |
|
Topgolf Callaway Brands Corp * |
|
|
43,818 |
|
|
|
628 |
|
Travel + Leisure Co |
|
|
24,195 |
|
|
|
946 |
|
Udemy Inc * |
|
|
39,000 |
|
|
|
574 |
|
Universal Technical Institute Inc * |
|
|
50,000 |
|
|
|
626 |
|
Urban Outfitters Inc * |
|
|
95,327 |
|
|
|
3,402 |
|
Valvoline Inc |
|
|
24,465 |
|
|
|
919 |
|
Wingstop Inc, Cl A |
|
|
6,760 |
|
|
|
1,735 |
|
Xponential Fitness Inc, Cl A * |
|
|
88,072 |
|
|
|
1,135 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
YETI Holdings Inc * |
|
|
8,494 |
|
|
$ |
440 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
65,531 |
|
Consumer Staples — 3.7% |
|
|
|
|
BellRing Brands Inc * |
|
|
23,233 |
|
|
|
1,288 |
|
Casey's General Stores Inc |
|
|
4,803 |
|
|
|
1,320 |
|
Celsius Holdings Inc * |
|
|
7,997 |
|
|
|
436 |
|
elf Beauty Inc * |
|
|
5,178 |
|
|
|
747 |
|
Hain Celestial Group Inc/The * |
|
|
26,717 |
|
|
|
293 |
|
Ingles Markets Inc, Cl A |
|
|
6,280 |
|
|
|
542 |
|
Ingredion Inc |
|
|
8,960 |
|
|
|
972 |
|
Inter Parfums Inc |
|
|
12,658 |
|
|
|
1,823 |
|
Lancaster Colony Corp |
|
|
3,568 |
|
|
|
594 |
|
Medifast Inc |
|
|
14,418 |
|
|
|
969 |
|
MGP Ingredients Inc |
|
|
5,634 |
|
|
|
555 |
|
National Beverage Corp, Cl A * |
|
|
10,200 |
|
|
|
507 |
|
Natural Grocers by Vitamin Cottage Inc |
|
|
40,957 |
|
|
|
655 |
|
Nature's Sunshine Products Inc * |
|
|
42,216 |
|
|
|
730 |
|
Performance Food Group Co * |
|
|
18,113 |
|
|
|
1,253 |
|
Pilgrim's Pride Corp * |
|
|
152,741 |
|
|
|
4,225 |
|
Sprouts Farmers Market Inc * |
|
|
8,300 |
|
|
|
399 |
|
TreeHouse Foods Inc * |
|
|
25,867 |
|
|
|
1,072 |
|
Village Super Market Inc, Cl A |
|
|
25,159 |
|
|
|
660 |
|
Vita Coco Co Inc/The * |
|
|
13,241 |
|
|
|
340 |
|
Vital Farms Inc * |
|
|
71,470 |
|
|
|
1,121 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,501 |
|
Energy — 5.8% |
|
|
|
|
Archrock Inc |
|
|
71,809 |
|
|
|
1,106 |
|
Berry Corp |
|
|
67,904 |
|
|
|
477 |
|
Bristow Group Inc * |
|
|
14,548 |
|
|
|
411 |
|
Cactus Inc, Cl A |
|
|
18,187 |
|
|
|
826 |
|
Centrus Energy Corp, Cl A * |
|
|
17,527 |
|
|
|
954 |
|
ChampionX Corp |
|
|
33,114 |
|
|
|
967 |
|
Chord Energy Corp |
|
|
5,761 |
|
|
|
958 |
|
Civitas Resources Inc |
|
|
30,347 |
|
|
|
2,075 |
|
CNX Resources Corp * |
|
|
29,312 |
|
|
|
586 |
|
Crescent Point Energy Corp |
|
|
130,496 |
|
|
|
904 |
|
Delek US Holdings Inc |
|
|
142,856 |
|
|
|
3,686 |
|
DMC Global Inc * |
|
|
53,408 |
|
|
|
1,005 |
|
Dorian LPG Ltd |
|
|
14,214 |
|
|
|
624 |
|
Excelerate Energy Inc, Cl A |
|
|
52,680 |
|
|
|
814 |
|
Expro Group Holdings NV * |
|
|
25,859 |
|
|
|
412 |
|
Gulfport Energy Corp * |
|
|
7,821 |
|
|
|
1,042 |
|
Helix Energy Solutions Group Inc * |
|
|
54,900 |
|
|
|
564 |
|
HF Sinclair Corp |
|
|
18,025 |
|
|
|
1,002 |
|
Matador Resources Co |
|
|
19,443 |
|
|
|
1,106 |
|
Northern Oil and Gas Inc |
|
|
34,637 |
|
|
|
1,284 |
|
Oil States International Inc * |
|
|
33,050 |
|
|
|
224 |
|
Permian Resources Corp, Cl A |
|
|
104,032 |
|
|
|
1,415 |
|
Ranger Energy Services Inc, Cl A |
|
|
69,528 |
|
|
|
711 |
|
REX American Resources Corp * |
|
|
14,454 |
|
|
|
684 |
|
RPC Inc |
|
|
64,610 |
|
|
|
470 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Select Water Solutions Inc, Cl A |
|
|
36,500 |
|
|
$ |
277 |
|
SFL Corp Ltd |
|
|
51,266 |
|
|
|
578 |
|
Solaris Oilfield Infrastructure Inc, Cl A |
|
|
106,956 |
|
|
|
851 |
|
Southwestern Energy Co * |
|
|
395,954 |
|
|
|
2,593 |
|
Teekay Corp * |
|
|
151,850 |
|
|
|
1,086 |
|
Teekay Tankers Ltd, Cl A |
|
|
12,528 |
|
|
|
626 |
|
Tidewater Inc * |
|
|
9,316 |
|
|
|
672 |
|
Uranium Energy Corp * |
|
|
51,000 |
|
|
|
326 |
|
VAALCO Energy Inc |
|
|
128,230 |
|
|
|
576 |
|
W&T Offshore Inc |
|
|
42,246 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,030 |
|
Financials — 20.4% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
45,508 |
|
|
|
547 |
|
Affirm Holdings Inc, Cl A * |
|
|
9,865 |
|
|
|
485 |
|
Amalgamated Financial Corp |
|
|
45,727 |
|
|
|
1,232 |
|
A-Mark Precious Metals Inc |
|
|
15,880 |
|
|
|
480 |
|
Ambac Financial Group Inc * |
|
|
41,906 |
|
|
|
691 |
|
AssetMark Financial Holdings Inc * |
|
|
39,588 |
|
|
|
1,186 |
|
Atlanticus Holdings Corp * |
|
|
17,641 |
|
|
|
682 |
|
AvidXchange Holdings Inc * |
|
|
18,800 |
|
|
|
233 |
|
Bain Capital Specialty Finance Inc |
|
|
37,000 |
|
|
|
558 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
28,696 |
|
|
|
710 |
|
Bank OZK |
|
|
28,665 |
|
|
|
1,428 |
|
BayCom Corp |
|
|
13,556 |
|
|
|
320 |
|
BGC Group Inc, Cl A |
|
|
163,674 |
|
|
|
1,182 |
|
Byline Bancorp Inc |
|
|
12,540 |
|
|
|
295 |
|
Cantaloupe Inc * |
|
|
83,688 |
|
|
|
620 |
|
Capital Bancorp Inc |
|
|
11,234 |
|
|
|
272 |
|
Capital City Bank Group Inc |
|
|
4,770 |
|
|
|
140 |
|
Carter Bankshares Inc * |
|
|
15,208 |
|
|
|
228 |
|
Cass Information Systems Inc |
|
|
17,650 |
|
|
|
795 |
|
Chimera Investment Corp ‡ |
|
|
118,938 |
|
|
|
594 |
|
City Holding Co |
|
|
10,010 |
|
|
|
1,104 |
|
Civista Bancshares Inc |
|
|
18,241 |
|
|
|
336 |
|
CNO Financial Group Inc |
|
|
168,385 |
|
|
|
4,698 |
|
Coastal Financial Corp/WA * |
|
|
19,077 |
|
|
|
847 |
|
Cohen & Steers Inc |
|
|
17,687 |
|
|
|
1,339 |
|
Columbia Banking System Inc |
|
|
202,904 |
|
|
|
5,413 |
|
Comerica Inc |
|
|
19,482 |
|
|
|
1,087 |
|
Crawford & Co, Cl A |
|
|
51,042 |
|
|
|
673 |
|
CrossFirst Bankshares Inc * |
|
|
30,863 |
|
|
|
419 |
|
Customers Bancorp Inc * |
|
|
9,600 |
|
|
|
553 |
|
Donnelley Financial Solutions Inc * |
|
|
17,334 |
|
|
|
1,081 |
|
eHealth Inc * |
|
|
18,600 |
|
|
|
162 |
|
Enact Holdings Inc |
|
|
19,500 |
|
|
|
563 |
|
Enova International Inc * |
|
|
4,110 |
|
|
|
228 |
|
Esquire Financial Holdings Inc |
|
|
21,674 |
|
|
|
1,083 |
|
Essent Group Ltd |
|
|
10,935 |
|
|
|
577 |
|
Evercore Inc, Cl A |
|
|
2,850 |
|
|
|
487 |
|
FactSet Research Systems Inc |
|
|
2,356 |
|
|
|
1,124 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
2,100 |
|
|
|
402 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
First American Financial Corp |
|
|
15,870 |
|
|
$ |
1,023 |
|
First Commonwealth Financial Corp |
|
|
142,982 |
|
|
|
2,208 |
|
First Community Bankshares Inc |
|
|
16,950 |
|
|
|
629 |
|
First Financial Corp/IN |
|
|
5,780 |
|
|
|
249 |
|
First Horizon Corp |
|
|
84,000 |
|
|
|
1,189 |
|
First Interstate BancSystem Inc, Cl A |
|
|
43,054 |
|
|
|
1,324 |
|
FirstCash Holdings Inc |
|
|
4,986 |
|
|
|
540 |
|
Flywire Corp * |
|
|
20,800 |
|
|
|
482 |
|
FNB Corp/PA |
|
|
172,655 |
|
|
|
2,377 |
|
Globe Life Inc |
|
|
7,945 |
|
|
|
967 |
|
Goosehead Insurance Inc, Cl A * |
|
|
7,971 |
|
|
|
604 |
|
Great Southern Bancorp Inc |
|
|
8,100 |
|
|
|
481 |
|
Hamilton Lane Inc, Cl A |
|
|
20,266 |
|
|
|
2,299 |
|
Hanmi Financial Corp |
|
|
8,180 |
|
|
|
159 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
8,422 |
|
|
|
1,023 |
|
HBT Financial Inc |
|
|
35,465 |
|
|
|
749 |
|
HCI Group Inc |
|
|
18,832 |
|
|
|
1,646 |
|
Heritage Commerce Corp |
|
|
111,633 |
|
|
|
1,107 |
|
Heritage Insurance Holdings Inc * |
|
|
78,698 |
|
|
|
513 |
|
Home BancShares Inc/AR |
|
|
50,730 |
|
|
|
1,285 |
|
HomeTrust Bancshares Inc |
|
|
17,390 |
|
|
|
468 |
|
Houlihan Lokey Inc, Cl A |
|
|
4,000 |
|
|
|
480 |
|
I3 Verticals Inc, Cl A * |
|
|
8,772 |
|
|
|
186 |
|
Independent Bank Corp |
|
|
17,268 |
|
|
|
1,136 |
|
Independent Bank Corp/MI |
|
|
15,040 |
|
|
|
391 |
|
International Money Express Inc * |
|
|
21,157 |
|
|
|
467 |
|
Jack Henry & Associates Inc |
|
|
6,402 |
|
|
|
1,046 |
|
Jackson Financial Inc, Cl A |
|
|
78,268 |
|
|
|
4,007 |
|
James River Group Holdings Ltd |
|
|
18,450 |
|
|
|
170 |
|
KeyCorp |
|
|
151,013 |
|
|
|
2,175 |
|
Kinsale Capital Group Inc |
|
|
3,329 |
|
|
|
1,115 |
|
LendingTree Inc * |
|
|
31,326 |
|
|
|
950 |
|
Lincoln National Corp |
|
|
135,229 |
|
|
|
3,647 |
|
Live Oak Bancshares Inc |
|
|
11,019 |
|
|
|
501 |
|
Macatawa Bank Corp |
|
|
62,823 |
|
|
|
709 |
|
Mercantile Bank Corp |
|
|
12,752 |
|
|
|
515 |
|
Merchants Bancorp/IN |
|
|
59,346 |
|
|
|
2,527 |
|
Metrocity Bankshares Inc |
|
|
7,846 |
|
|
|
188 |
|
Metropolitan Bank Holding Corp * |
|
|
4,160 |
|
|
|
230 |
|
MGIC Investment Corp |
|
|
71,117 |
|
|
|
1,372 |
|
Midland States Bancorp Inc |
|
|
8,810 |
|
|
|
243 |
|
Morningstar Inc, Cl A |
|
|
4,007 |
|
|
|
1,147 |
|
Mr Cooper Group Inc * |
|
|
17,730 |
|
|
|
1,155 |
|
National Bank Holdings Corp, Cl A |
|
|
15,370 |
|
|
|
572 |
|
NMI Holdings Inc, Cl A * |
|
|
40,734 |
|
|
|
1,209 |
|
Northrim BanCorp Inc |
|
|
4,360 |
|
|
|
249 |
|
OFG Bancorp |
|
|
39,015 |
|
|
|
1,462 |
|
Old National Bancorp/IN, Cl A |
|
|
250,872 |
|
|
|
4,237 |
|
Old Second Bancorp Inc |
|
|
54,120 |
|
|
|
836 |
|
Orrstown Financial Services Inc |
|
|
16,710 |
|
|
|
493 |
|
Oscar Health Inc, Cl A * |
|
|
82,000 |
|
|
|
750 |
|
Paymentus Holdings Inc, Cl A * |
|
|
36,188 |
|
|
|
647 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Payoneer Global Inc * |
|
|
96,000 |
|
|
$ |
500 |
|
Paysafe Ltd * |
|
|
45,197 |
|
|
|
578 |
|
Peapack-Gladstone Financial Corp |
|
|
9,550 |
|
|
|
285 |
|
PennyMac Financial Services Inc |
|
|
5,600 |
|
|
|
495 |
|
Peoples Bancorp Inc/OH |
|
|
6,720 |
|
|
|
227 |
|
Peoples Financial Services Corp |
|
|
6,214 |
|
|
|
303 |
|
Pinnacle Financial Partners Inc |
|
|
15,698 |
|
|
|
1,369 |
|
Ponce Financial Group Inc * |
|
|
10,483 |
|
|
|
102 |
|
Primerica Inc |
|
|
6,891 |
|
|
|
1,418 |
|
Prosperity Bancshares Inc |
|
|
13,631 |
|
|
|
923 |
|
Regional Management Corp |
|
|
25,347 |
|
|
|
636 |
|
Remitly Global Inc * |
|
|
24,821 |
|
|
|
482 |
|
Repay Holdings Corp, Cl A * |
|
|
30,830 |
|
|
|
263 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
5,204 |
|
|
|
287 |
|
Security National Financial Corp, Cl A * |
|
|
15,270 |
|
|
|
137 |
|
Selective Insurance Group Inc |
|
|
5,996 |
|
|
|
596 |
|
Selectquote Inc * |
|
|
247,220 |
|
|
|
339 |
|
Sierra Bancorp |
|
|
22,830 |
|
|
|
515 |
|
Skyward Specialty Insurance Group Inc * |
|
|
12,780 |
|
|
|
433 |
|
Southern Missouri Bancorp Inc |
|
|
3,631 |
|
|
|
194 |
|
Stellar Bancorp Inc |
|
|
8,250 |
|
|
|
230 |
|
StepStone Group Inc, Cl A |
|
|
14,875 |
|
|
|
473 |
|
Stewart Information Services Corp |
|
|
10,171 |
|
|
|
598 |
|
StoneCo Ltd, Cl A * |
|
|
31,000 |
|
|
|
559 |
|
Summit Financial Group Inc |
|
|
7,280 |
|
|
|
223 |
|
Universal Insurance Holdings Inc |
|
|
66,945 |
|
|
|
1,070 |
|
Univest Financial Corp |
|
|
49,410 |
|
|
|
1,089 |
|
Valley National Bancorp |
|
|
125,683 |
|
|
|
1,365 |
|
Walker & Dunlop Inc |
|
|
4,100 |
|
|
|
455 |
|
Waterstone Financial Inc |
|
|
6,293 |
|
|
|
89 |
|
Westamerica BanCorp |
|
|
11,000 |
|
|
|
621 |
|
Wintrust Financial Corp |
|
|
18,201 |
|
|
|
1,688 |
|
World Acceptance Corp * |
|
|
8,983 |
|
|
|
1,173 |
|
Zions Bancorp NA |
|
|
50,587 |
|
|
|
2,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
112,922 |
|
Health Care — 14.0% |
|
|
|
|
ACADIA Pharmaceuticals Inc * |
|
|
24,099 |
|
|
|
755 |
|
Addus HomeCare Corp * |
|
|
6,000 |
|
|
|
557 |
|
ADMA Biologics Inc * |
|
|
151,692 |
|
|
|
686 |
|
Aldeyra Therapeutics Inc * |
|
|
59,024 |
|
|
|
207 |
|
Alector Inc * |
|
|
30,731 |
|
|
|
245 |
|
Alkermes PLC * |
|
|
21,000 |
|
|
|
583 |
|
Allogene Therapeutics Inc * |
|
|
73,340 |
|
|
|
235 |
|
Alpine Immune Sciences Inc * |
|
|
22,500 |
|
|
|
429 |
|
ALX Oncology Holdings Inc * |
|
|
65,137 |
|
|
|
970 |
|
Amedisys Inc * |
|
|
10,305 |
|
|
|
980 |
|
Amicus Therapeutics Inc * |
|
|
48,928 |
|
|
|
694 |
|
AMN Healthcare Services Inc * |
|
|
37,931 |
|
|
|
2,840 |
|
Amphastar Pharmaceuticals Inc * |
|
|
8,084 |
|
|
|
500 |
|
Anavex Life Sciences Corp * |
|
|
20,030 |
|
|
|
186 |
|
ANI Pharmaceuticals Inc * |
|
|
20,257 |
|
|
|
1,117 |
|
Anika Therapeutics Inc * |
|
|
7,330 |
|
|
|
166 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arcellx Inc * |
|
|
9,135 |
|
|
$ |
507 |
|
Arcutis Biotherapeutics Inc * |
|
|
72,840 |
|
|
|
235 |
|
AtriCure Inc * |
|
|
12,721 |
|
|
|
454 |
|
Avidity Biosciences Inc * |
|
|
31,050 |
|
|
|
281 |
|
Axonics Inc * |
|
|
7,280 |
|
|
|
453 |
|
Biohaven Ltd * |
|
|
13,862 |
|
|
|
593 |
|
Bioventus Inc, Cl A * |
|
|
110,000 |
|
|
|
580 |
|
Blueprint Medicines Corp * |
|
|
6,000 |
|
|
|
553 |
|
Bridgebio Pharma Inc * |
|
|
11,539 |
|
|
|
466 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
192,228 |
|
|
|
1,119 |
|
CareDx Inc * |
|
|
124,030 |
|
|
|
1,488 |
|
Castle Biosciences Inc * |
|
|
9,520 |
|
|
|
205 |
|
Catalyst Pharmaceuticals Inc * |
|
|
29,000 |
|
|
|
487 |
|
Chemed Corp |
|
|
1,866 |
|
|
|
1,091 |
|
Coherus Biosciences Inc * |
|
|
72,290 |
|
|
|
241 |
|
Collegium Pharmaceutical Inc * |
|
|
79,844 |
|
|
|
2,458 |
|
Community Health Systems Inc * |
|
|
60,610 |
|
|
|
190 |
|
Crinetics Pharmaceuticals Inc * |
|
|
15,000 |
|
|
|
534 |
|
Cross Country Healthcare Inc * |
|
|
47,294 |
|
|
|
1,071 |
|
CVRx Inc * |
|
|
14,250 |
|
|
|
448 |
|
Cymabay Therapeutics Inc * |
|
|
58,607 |
|
|
|
1,384 |
|
Cytokinetics Inc * |
|
|
6,400 |
|
|
|
534 |
|
Disc Medicine Inc, Cl A * |
|
|
7,450 |
|
|
|
430 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
47,706 |
|
|
|
249 |
|
Emergent BioSolutions Inc * |
|
|
84,400 |
|
|
|
203 |
|
Encompass Health Corp |
|
|
39,323 |
|
|
|
2,624 |
|
Ensign Group Inc/The |
|
|
14,781 |
|
|
|
1,659 |
|
Envista Holdings Corp * |
|
|
24,171 |
|
|
|
582 |
|
EyePoint Pharmaceuticals Inc * |
|
|
18,621 |
|
|
|
430 |
|
Generation Bio Co * |
|
|
143,196 |
|
|
|
236 |
|
Glaukos Corp * |
|
|
6,300 |
|
|
|
501 |
|
Globus Medical Inc, Cl A * |
|
|
12,211 |
|
|
|
651 |
|
GoodRx Holdings Inc, Cl A * |
|
|
71,178 |
|
|
|
477 |
|
Guardant Health Inc * |
|
|
18,800 |
|
|
|
509 |
|
HealthEquity Inc * |
|
|
8,399 |
|
|
|
557 |
|
HealthStream Inc |
|
|
31,310 |
|
|
|
846 |
|
Heron Therapeutics Inc * |
|
|
201,151 |
|
|
|
342 |
|
Hims & Hers Health Inc * |
|
|
46,527 |
|
|
|
414 |
|
Ideaya Biosciences Inc * |
|
|
14,327 |
|
|
|
510 |
|
Immunovant Inc * |
|
|
15,022 |
|
|
|
633 |
|
Inmode Ltd * |
|
|
123,384 |
|
|
|
2,744 |
|
Innoviva Inc * |
|
|
32,903 |
|
|
|
528 |
|
Insmed Inc * |
|
|
18,100 |
|
|
|
561 |
|
Integra LifeSciences Holdings Corp * |
|
|
95,935 |
|
|
|
4,178 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
16,999 |
|
|
|
1,217 |
|
iRadimed Corp |
|
|
34,995 |
|
|
|
1,661 |
|
Karyopharm Therapeutics Inc * |
|
|
206,600 |
|
|
|
179 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
68,057 |
|
|
|
1,194 |
|
Kodiak Sciences Inc * |
|
|
79,980 |
|
|
|
243 |
|
LeMaitre Vascular Inc |
|
|
30,171 |
|
|
|
1,712 |
|
LifeMD Inc * |
|
|
52,555 |
|
|
|
436 |
|
MacroGenics Inc * |
|
|
27,910 |
|
|
|
268 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Medpace Holdings Inc * |
|
|
1,780 |
|
|
$ |
546 |
|
Merit Medical Systems Inc * |
|
|
8,224 |
|
|
|
625 |
|
Mersana Therapeutics Inc * |
|
|
104,370 |
|
|
|
242 |
|
Mirum Pharmaceuticals Inc * |
|
|
19,800 |
|
|
|
584 |
|
NanoString Technologies Inc * |
|
|
273,450 |
|
|
|
205 |
|
NeoGenomics Inc * |
|
|
31,438 |
|
|
|
509 |
|
Nurix Therapeutics Inc * |
|
|
58,940 |
|
|
|
608 |
|
Nuvalent Inc, Cl A * |
|
|
6,733 |
|
|
|
495 |
|
Olema Pharmaceuticals Inc * |
|
|
23,852 |
|
|
|
335 |
|
Option Care Health Inc * |
|
|
18,896 |
|
|
|
637 |
|
OraSure Technologies Inc * |
|
|
163,010 |
|
|
|
1,337 |
|
Organogenesis Holdings Inc, Cl A * |
|
|
181,135 |
|
|
|
741 |
|
Pennant Group Inc/The * |
|
|
26,170 |
|
|
|
364 |
|
Perrigo Co PLC |
|
|
30,168 |
|
|
|
971 |
|
PetIQ Inc, Cl A * |
|
|
19,977 |
|
|
|
395 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
26,527 |
|
|
|
1,624 |
|
Privia Health Group Inc * |
|
|
7,110 |
|
|
|
164 |
|
Quanterix Corp * |
|
|
25,879 |
|
|
|
707 |
|
Quest Diagnostics Inc |
|
|
7,095 |
|
|
|
978 |
|
QuidelOrtho Corp * |
|
|
14,787 |
|
|
|
1,090 |
|
RadNet Inc * |
|
|
12,800 |
|
|
|
445 |
|
Replimune Group Inc * |
|
|
18,170 |
|
|
|
153 |
|
Rigel Pharmaceuticals Inc * |
|
|
193,906 |
|
|
|
281 |
|
RxSight Inc * |
|
|
26,929 |
|
|
|
1,086 |
|
Sana Biotechnology Inc * |
|
|
71,100 |
|
|
|
290 |
|
Scholar Rock Holding Corp * |
|
|
18,965 |
|
|
|
357 |
|
SI-BONE Inc * |
|
|
22,500 |
|
|
|
472 |
|
SIGA Technologies Inc |
|
|
69,789 |
|
|
|
391 |
|
Soleno Therapeutics Inc * |
|
|
11,944 |
|
|
|
481 |
|
STERIS PLC |
|
|
5,930 |
|
|
|
1,304 |
|
Stevanato Group SpA |
|
|
14,300 |
|
|
|
390 |
|
Stoke Therapeutics Inc * |
|
|
32,944 |
|
|
|
173 |
|
Surmodics Inc * |
|
|
35,747 |
|
|
|
1,299 |
|
US Physical Therapy Inc |
|
|
11,180 |
|
|
|
1,041 |
|
Utah Medical Products Inc |
|
|
2,416 |
|
|
|
203 |
|
Vanda Pharmaceuticals Inc * |
|
|
190,537 |
|
|
|
804 |
|
Viemed Healthcare Inc * |
|
|
73,483 |
|
|
|
577 |
|
Viking Therapeutics Inc * |
|
|
23,000 |
|
|
|
428 |
|
Y-mAbs Therapeutics Inc * |
|
|
169,440 |
|
|
|
1,156 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
77,784 |
|
Industrials — 20.3% |
|
|
|
|
AAON Inc |
|
|
9,874 |
|
|
|
729 |
|
AAR Corp * |
|
|
9,900 |
|
|
|
618 |
|
ABM Industries Inc |
|
|
61,816 |
|
|
|
2,771 |
|
ACCO Brands Corp |
|
|
182,965 |
|
|
|
1,112 |
|
AeroVironment Inc * |
|
|
4,461 |
|
|
|
562 |
|
Air Lease Corp, Cl A |
|
|
24,527 |
|
|
|
1,029 |
|
Alamo Group Inc |
|
|
2,957 |
|
|
|
622 |
|
Allison Transmission Holdings Inc |
|
|
15,779 |
|
|
|
918 |
|
API Group Corp * |
|
|
42,262 |
|
|
|
1,462 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
8,006 |
|
|
|
1,383 |
|
Arcosa Inc |
|
|
7,250 |
|
|
|
599 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Argan Inc |
|
|
23,802 |
|
|
$ |
1,114 |
|
Aris Water Solutions Inc, Cl A |
|
|
18,370 |
|
|
|
154 |
|
Astec Industries Inc |
|
|
28,141 |
|
|
|
1,047 |
|
Astronics Corp * |
|
|
28,250 |
|
|
|
492 |
|
AZEK Co Inc/The, Cl A * |
|
|
20,477 |
|
|
|
783 |
|
AZZ Inc |
|
|
11,401 |
|
|
|
662 |
|
Babcock & Wilcox Enterprises Inc * |
|
|
380,779 |
|
|
|
556 |
|
Barnes Group Inc |
|
|
38,053 |
|
|
|
1,242 |
|
Barrett Business Services Inc |
|
|
5,483 |
|
|
|
635 |
|
Boise Cascade Co |
|
|
3,800 |
|
|
|
492 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
11,190 |
|
|
|
1,431 |
|
BrightView Holdings Inc * |
|
|
125,730 |
|
|
|
1,059 |
|
Brink's Co/The |
|
|
8,221 |
|
|
|
723 |
|
Broadridge Financial Solutions Inc |
|
|
6,832 |
|
|
|
1,406 |
|
BWX Technologies Inc, Cl W |
|
|
23,408 |
|
|
|
1,796 |
|
CACI International Inc, Cl A * |
|
|
3,315 |
|
|
|
1,074 |
|
Carlisle Cos Inc |
|
|
3,940 |
|
|
|
1,231 |
|
CECO Environmental Corp * |
|
|
39,540 |
|
|
|
802 |
|
Cimpress PLC * |
|
|
4,823 |
|
|
|
386 |
|
Clean Harbors Inc * |
|
|
7,999 |
|
|
|
1,396 |
|
Comfort Systems USA Inc |
|
|
5,741 |
|
|
|
1,181 |
|
Commercial Vehicle Group Inc * |
|
|
103,094 |
|
|
|
723 |
|
Concentrix Corp |
|
|
5,734 |
|
|
|
563 |
|
Construction Partners Inc, Cl A * |
|
|
27,345 |
|
|
|
1,190 |
|
Core & Main Inc, Cl B * |
|
|
12,284 |
|
|
|
496 |
|
CoreCivic Inc *‡ |
|
|
29,000 |
|
|
|
421 |
|
Costamare Inc |
|
|
114,754 |
|
|
|
1,195 |
|
Crane Co |
|
|
4,520 |
|
|
|
534 |
|
CSW Industrials Inc |
|
|
3,118 |
|
|
|
647 |
|
Curtiss-Wright Corp |
|
|
2,450 |
|
|
|
546 |
|
DXP Enterprises Inc/TX * |
|
|
31,049 |
|
|
|
1,046 |
|
Eagle Bulk Shipping Inc |
|
|
15,210 |
|
|
|
843 |
|
EMCOR Group Inc |
|
|
5,350 |
|
|
|
1,153 |
|
Enerpac Tool Group Corp, Cl A |
|
|
37,527 |
|
|
|
1,167 |
|
EnerSys |
|
|
5,130 |
|
|
|
518 |
|
Ennis Inc |
|
|
48,200 |
|
|
|
1,056 |
|
EnPro Inc |
|
|
8,689 |
|
|
|
1,362 |
|
Enviri Inc * |
|
|
31,576 |
|
|
|
284 |
|
Esab Corp |
|
|
5,500 |
|
|
|
476 |
|
ExlService Holdings Inc * |
|
|
23,660 |
|
|
|
730 |
|
Fluor Corp * |
|
|
15,500 |
|
|
|
607 |
|
Franklin Covey Co * |
|
|
26,132 |
|
|
|
1,137 |
|
FTAI Aviation Ltd |
|
|
13,774 |
|
|
|
639 |
|
Gates Industrial Corp PLC * |
|
|
81,153 |
|
|
|
1,089 |
|
GATX Corp |
|
|
3,628 |
|
|
|
436 |
|
Genco Shipping & Trading Ltd |
|
|
69,693 |
|
|
|
1,156 |
|
GFL Environmental Inc |
|
|
34,740 |
|
|
|
1,199 |
|
Gibraltar Industries Inc * |
|
|
8,394 |
|
|
|
663 |
|
Global Industrial Co |
|
|
23,646 |
|
|
|
918 |
|
GMS Inc * |
|
|
6,100 |
|
|
|
503 |
|
Gorman-Rupp Co/The |
|
|
16,902 |
|
|
|
601 |
|
Griffon Corp |
|
|
6,875 |
|
|
|
419 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
H&E Equipment Services Inc |
|
|
11,074 |
|
|
$ |
579 |
|
Heidrick & Struggles International Inc |
|
|
18,426 |
|
|
|
544 |
|
Hexcel Corp, Cl A |
|
|
10,620 |
|
|
|
783 |
|
Hudson Technologies Inc * |
|
|
105,144 |
|
|
|
1,418 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
3,127 |
|
|
|
812 |
|
Huron Consulting Group Inc * |
|
|
21,402 |
|
|
|
2,200 |
|
Hyster-Yale Materials Handling Inc |
|
|
30,023 |
|
|
|
1,867 |
|
IBEX Holdings Ltd * |
|
|
39,924 |
|
|
|
759 |
|
IES Holdings Inc * |
|
|
4,488 |
|
|
|
356 |
|
Insperity Inc, Cl A |
|
|
10,426 |
|
|
|
1,222 |
|
Interface Inc, Cl A |
|
|
43,390 |
|
|
|
548 |
|
ITT Inc |
|
|
13,688 |
|
|
|
1,633 |
|
Kaman Corp, Cl A |
|
|
7,230 |
|
|
|
173 |
|
Karat Packaging Inc |
|
|
43,915 |
|
|
|
1,091 |
|
Kelly Services Inc, Cl A |
|
|
29,399 |
|
|
|
636 |
|
Kennametal Inc |
|
|
17,426 |
|
|
|
449 |
|
Korn Ferry |
|
|
16,294 |
|
|
|
967 |
|
Kratos Defense & Security Solutions Inc * |
|
|
17,114 |
|
|
|
347 |
|
L B Foster Co, Cl A * |
|
|
26,562 |
|
|
|
584 |
|
Landstar System Inc |
|
|
5,286 |
|
|
|
1,024 |
|
Legalzoom.com Inc * |
|
|
54,353 |
|
|
|
614 |
|
Leonardo DRS Inc * |
|
|
24,500 |
|
|
|
491 |
|
Limbach Holdings Inc * |
|
|
11,310 |
|
|
|
514 |
|
Liquidity Services Inc * |
|
|
27,651 |
|
|
|
476 |
|
LSI Industries Inc |
|
|
30,620 |
|
|
|
431 |
|
Manitowoc Co Inc/The * |
|
|
73,793 |
|
|
|
1,232 |
|
Masonite International Corp * |
|
|
7,537 |
|
|
|
638 |
|
Matson Inc |
|
|
4,400 |
|
|
|
482 |
|
McGrath RentCorp |
|
|
6,030 |
|
|
|
721 |
|
Mistras Group Inc * |
|
|
20,478 |
|
|
|
150 |
|
Moog Inc, Cl A |
|
|
7,250 |
|
|
|
1,050 |
|
National Presto Industries Inc |
|
|
1,860 |
|
|
|
149 |
|
NEXTracker Inc, Cl A * |
|
|
10,628 |
|
|
|
498 |
|
Nordson Corp |
|
|
4,422 |
|
|
|
1,168 |
|
nVent Electric PLC |
|
|
6,300 |
|
|
|
372 |
|
PAM Transportation Services Inc * |
|
|
14,714 |
|
|
|
306 |
|
Park-Ohio Holdings Corp |
|
|
31,827 |
|
|
|
858 |
|
Parsons Corp * |
|
|
18,278 |
|
|
|
1,146 |
|
Powell Industries Inc |
|
|
17,313 |
|
|
|
1,530 |
|
Preformed Line Products Co |
|
|
2,150 |
|
|
|
288 |
|
Primoris Services Corp |
|
|
14,039 |
|
|
|
466 |
|
Proto Labs Inc * |
|
|
14,400 |
|
|
|
561 |
|
Regal Rexnord Corp |
|
|
6,092 |
|
|
|
902 |
|
REV Group Inc |
|
|
71,374 |
|
|
|
1,297 |
|
Safe Bulkers Inc |
|
|
147,222 |
|
|
|
579 |
|
Science Applications International Corp |
|
|
3,488 |
|
|
|
434 |
|
Simpson Manufacturing Co Inc |
|
|
6,085 |
|
|
|
1,205 |
|
SkyWest Inc * |
|
|
11,413 |
|
|
|
596 |
|
SP Plus Corp * |
|
|
11,159 |
|
|
|
572 |
|
SPX Technologies Inc * |
|
|
10,145 |
|
|
|
1,025 |
|
Standex International Corp |
|
|
16,362 |
|
|
|
2,591 |
|
Steelcase Inc, Cl A |
|
|
50,503 |
|
|
|
683 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sterling Infrastructure Inc * |
|
|
7,004 |
|
|
$ |
616 |
|
Tennant Co |
|
|
7,200 |
|
|
|
667 |
|
Terex Corp |
|
|
23,652 |
|
|
|
1,359 |
|
Tetra Tech Inc |
|
|
7,404 |
|
|
|
1,236 |
|
Thermon Group Holdings Inc * |
|
|
47,760 |
|
|
|
1,556 |
|
Titan Machinery Inc * |
|
|
5,420 |
|
|
|
157 |
|
TransUnion |
|
|
12,342 |
|
|
|
848 |
|
Tutor Perini Corp * |
|
|
44,975 |
|
|
|
409 |
|
UFP Industries Inc |
|
|
8,852 |
|
|
|
1,111 |
|
UniFirst Corp/MA |
|
|
4,897 |
|
|
|
896 |
|
Upwork Inc * |
|
|
47,032 |
|
|
|
699 |
|
Valmont Industries Inc |
|
|
8,669 |
|
|
|
2,024 |
|
Vertiv Holdings Co, Cl A |
|
|
11,558 |
|
|
|
555 |
|
Viad Corp * |
|
|
4,916 |
|
|
|
178 |
|
Watts Water Technologies Inc, Cl A |
|
|
2,985 |
|
|
|
622 |
|
WESCO International Inc |
|
|
5,730 |
|
|
|
996 |
|
Willdan Group Inc * |
|
|
7,304 |
|
|
|
157 |
|
Willis Lease Finance Corp * |
|
|
3,190 |
|
|
|
156 |
|
XPO Inc * |
|
|
6,353 |
|
|
|
556 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
112,599 |
|
Information Technology — 12.0% |
|
|
|
|
8x8 Inc * |
|
|
331,490 |
|
|
|
1,253 |
|
Agilysys Inc * |
|
|
10,920 |
|
|
|
926 |
|
Alkami Technology Inc * |
|
|
71,891 |
|
|
|
1,743 |
|
Amplitude Inc, Cl A * |
|
|
19,220 |
|
|
|
245 |
|
Appfolio Inc, Cl A * |
|
|
3,488 |
|
|
|
604 |
|
Arlo Technologies Inc * |
|
|
32,020 |
|
|
|
305 |
|
AvePoint Inc * |
|
|
50,000 |
|
|
|
411 |
|
Aviat Networks Inc * |
|
|
15,520 |
|
|
|
507 |
|
Axcelis Technologies Inc * |
|
|
3,116 |
|
|
|
404 |
|
Badger Meter Inc |
|
|
3,559 |
|
|
|
549 |
|
Belden Inc |
|
|
4,838 |
|
|
|
374 |
|
Blackbaud Inc, Cl A * |
|
|
13,480 |
|
|
|
1,169 |
|
Blackline Inc * |
|
|
9,000 |
|
|
|
562 |
|
Braze Inc, Cl A * |
|
|
9,480 |
|
|
|
504 |
|
Cleanspark Inc * |
|
|
39,500 |
|
|
|
436 |
|
Clearfield Inc * |
|
|
11,826 |
|
|
|
344 |
|
Cognex Corp |
|
|
17,662 |
|
|
|
737 |
|
CommVault Systems Inc * |
|
|
8,388 |
|
|
|
670 |
|
Credo Technology Group Holding Ltd * |
|
|
16,920 |
|
|
|
329 |
|
Digital Turbine Inc * |
|
|
59,290 |
|
|
|
407 |
|
Diodes Inc * |
|
|
9,708 |
|
|
|
782 |
|
eGain Corp * |
|
|
54,866 |
|
|
|
457 |
|
Elastic NV * |
|
|
4,404 |
|
|
|
496 |
|
Fabrinet * |
|
|
7,041 |
|
|
|
1,340 |
|
Fastly Inc, Cl A * |
|
|
31,228 |
|
|
|
556 |
|
Freshworks Inc, Cl A * |
|
|
28,794 |
|
|
|
676 |
|
Hackett Group Inc/The |
|
|
37,682 |
|
|
|
858 |
|
Harmonic Inc, Cl A * |
|
|
128,490 |
|
|
|
1,676 |
|
Immersion Corp |
|
|
118,664 |
|
|
|
838 |
|
Informatica Inc, Cl A * |
|
|
19,154 |
|
|
|
544 |
|
Insight Enterprises Inc * |
|
|
3,344 |
|
|
|
593 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Intapp Inc * |
|
|
16,754 |
|
|
$ |
637 |
|
InterDigital Inc |
|
|
4,894 |
|
|
|
531 |
|
Iteris Inc * |
|
|
113,207 |
|
|
|
589 |
|
Itron Inc * |
|
|
9,327 |
|
|
|
704 |
|
JFrog Ltd * |
|
|
13,500 |
|
|
|
467 |
|
Kimball Electronics Inc * |
|
|
14,930 |
|
|
|
402 |
|
Kulicke & Soffa Industries Inc |
|
|
20,563 |
|
|
|
1,125 |
|
Kyndryl Holdings Inc * |
|
|
23,500 |
|
|
|
488 |
|
Lantronix Inc * |
|
|
103,000 |
|
|
|
604 |
|
Littelfuse Inc |
|
|
3,961 |
|
|
|
1,060 |
|
LivePerson Inc * |
|
|
57,100 |
|
|
|
216 |
|
LiveRamp Holdings Inc * |
|
|
29,548 |
|
|
|
1,119 |
|
Lumentum Holdings Inc * |
|
|
24,499 |
|
|
|
1,284 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
7,084 |
|
|
|
659 |
|
Mitek Systems Inc * |
|
|
15,216 |
|
|
|
198 |
|
Nutanix Inc, Cl A * |
|
|
13,700 |
|
|
|
653 |
|
Olo Inc, Cl A * |
|
|
29,960 |
|
|
|
171 |
|
ON24 Inc |
|
|
24,470 |
|
|
|
193 |
|
Onto Innovation Inc * |
|
|
4,277 |
|
|
|
654 |
|
OSI Systems Inc * |
|
|
4,695 |
|
|
|
606 |
|
PC Connection Inc |
|
|
9,767 |
|
|
|
657 |
|
Photronics Inc * |
|
|
208,595 |
|
|
|
6,544 |
|
Power Integrations Inc |
|
|
12,951 |
|
|
|
1,063 |
|
PROS Holdings Inc * |
|
|
16,075 |
|
|
|
624 |
|
Q2 Holdings Inc * |
|
|
25,344 |
|
|
|
1,100 |
|
Qualys Inc * |
|
|
6,701 |
|
|
|
1,315 |
|
QuickLogic Corp * |
|
|
49,336 |
|
|
|
684 |
|
Rambus Inc * |
|
|
17,411 |
|
|
|
1,188 |
|
Ribbon Communications Inc * |
|
|
63,770 |
|
|
|
185 |
|
Rimini Street Inc * |
|
|
35,219 |
|
|
|
115 |
|
Sapiens International Corp NV |
|
|
20,727 |
|
|
|
600 |
|
SEMrush Holdings Inc, Cl A * |
|
|
16,500 |
|
|
|
225 |
|
SentinelOne Inc, Cl A * |
|
|
16,408 |
|
|
|
450 |
|
Silicon Laboratories Inc * |
|
|
5,975 |
|
|
|
790 |
|
Silicon Motion Technology Corp ADR |
|
|
58,645 |
|
|
|
3,593 |
|
SolarWinds Corp * |
|
|
201,247 |
|
|
|
2,514 |
|
Sprinklr Inc, Cl A * |
|
|
39,669 |
|
|
|
478 |
|
SPS Commerce Inc * |
|
|
3,151 |
|
|
|
611 |
|
Squarespace Inc, Cl A * |
|
|
17,875 |
|
|
|
590 |
|
Super Micro Computer Inc * |
|
|
7,536 |
|
|
|
2,142 |
|
Tenable Holdings Inc * |
|
|
13,661 |
|
|
|
629 |
|
Unisys Corp * |
|
|
109,614 |
|
|
|
616 |
|
Universal Display Corp |
|
|
10,011 |
|
|
|
1,915 |
|
Varonis Systems Inc, Cl B * |
|
|
29,900 |
|
|
|
1,354 |
|
Vertex Inc, Cl A * |
|
|
17,600 |
|
|
|
474 |
|
Viavi Solutions Inc * |
|
|
113,213 |
|
|
|
1,140 |
|
Vishay Precision Group Inc * |
|
|
11,828 |
|
|
|
403 |
|
Workiva Inc, Cl A * |
|
|
5,164 |
|
|
|
524 |
|
Zuora Inc, Cl A * |
|
|
63,168 |
|
|
|
594 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
66,772 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Materials — 4.3% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
1,108 |
|
|
$ |
376 |
|
Aspen Aerogels Inc * |
|
|
41,760 |
|
|
|
659 |
|
Axalta Coating Systems Ltd * |
|
|
36,619 |
|
|
|
1,244 |
|
Cabot Corp |
|
|
7,989 |
|
|
|
667 |
|
Carpenter Technology Corp |
|
|
16,270 |
|
|
|
1,152 |
|
Clearwater Paper Corp * |
|
|
15,900 |
|
|
|
574 |
|
Commercial Metals Co, Cl A |
|
|
59,940 |
|
|
|
2,999 |
|
Element Solutions Inc |
|
|
41,777 |
|
|
|
967 |
|
FMC Corp |
|
|
34,150 |
|
|
|
2,153 |
|
Hawkins Inc |
|
|
9,328 |
|
|
|
657 |
|
Haynes International Inc |
|
|
12,139 |
|
|
|
693 |
|
Ingevity Corp * |
|
|
19,183 |
|
|
|
906 |
|
Innospec Inc |
|
|
4,625 |
|
|
|
570 |
|
Koppers Holdings Inc |
|
|
10,023 |
|
|
|
513 |
|
Livent Corp * |
|
|
58,759 |
|
|
|
1,057 |
|
O-I Glass Inc, Cl I * |
|
|
32,229 |
|
|
|
528 |
|
Olympic Steel Inc |
|
|
5,388 |
|
|
|
359 |
|
Pactiv Evergreen Inc |
|
|
95,325 |
|
|
|
1,307 |
|
Quaker Chemical Corp |
|
|
8,149 |
|
|
|
1,739 |
|
Ramaco Resources Inc, Cl A |
|
|
21,000 |
|
|
|
361 |
|
Reliance Steel & Aluminum Co |
|
|
5,339 |
|
|
|
1,493 |
|
Silgan Holdings Inc |
|
|
17,689 |
|
|
|
800 |
|
Summit Materials Inc, Cl A * |
|
|
15,561 |
|
|
|
598 |
|
SunCoke Energy Inc |
|
|
59,083 |
|
|
|
635 |
|
Universal Stainless & Alloy Products Inc * |
|
|
40,900 |
|
|
|
821 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,828 |
|
Real Estate — 3.0% |
|
|
|
|
Alexander's Inc ‡ |
|
|
4,543 |
|
|
|
970 |
|
Braemar Hotels & Resorts Inc ‡ |
|
|
70,000 |
|
|
|
175 |
|
COPT Defense Properties ‡ |
|
|
37,823 |
|
|
|
970 |
|
CubeSmart ‡ |
|
|
21,943 |
|
|
|
1,017 |
|
Douglas Elliman Inc |
|
|
79,020 |
|
|
|
233 |
|
eXp World Holdings Inc |
|
|
61,163 |
|
|
|
949 |
|
Forestar Group Inc * |
|
|
15,858 |
|
|
|
525 |
|
Highwoods Properties Inc ‡ |
|
|
63,254 |
|
|
|
1,452 |
|
Macerich Co/The ‡ |
|
|
29,500 |
|
|
|
455 |
|
National Storage Affiliates Trust ‡ |
|
|
22,351 |
|
|
|
927 |
|
Newmark Group Inc, Cl A |
|
|
120,973 |
|
|
|
1,326 |
|
Office Properties Income Trust ‡ |
|
|
39,630 |
|
|
|
290 |
|
Orion Office REIT Inc ‡ |
|
|
197,740 |
|
|
|
1,131 |
|
Physicians Realty Trust ‡ |
|
|
63,728 |
|
|
|
848 |
|
Redfin Corp * |
|
|
35,560 |
|
|
|
367 |
|
RMR Group Inc/The, Cl A |
|
|
40,858 |
|
|
|
1,154 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
5,098 |
|
|
|
561 |
|
STAG Industrial Inc ‡ |
|
|
35,830 |
|
|
|
1,407 |
|
Tanger Inc ‡ |
|
|
19,625 |
|
|
|
544 |
|
Terreno Realty Corp ‡ |
|
|
17,216 |
|
|
|
1,079 |
|
Universal Health Realty Income Trust ‡ |
|
|
3,100 |
|
|
|
134 |
|
Whitestone REIT, Cl B ‡ |
|
|
11,660 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,657 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 1.1% |
|
|
|
|
American States Water Co |
|
|
6,204 |
|
|
$ |
499 |
|
Black Hills Corp, Cl A |
|
|
11,501 |
|
|
|
620 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
31,408 |
|
|
|
1,108 |
|
Chesapeake Utilities Corp |
|
|
8,289 |
|
|
|
876 |
|
IDACORP Inc, Cl A |
|
|
9,285 |
|
|
|
913 |
|
Portland General Electric Co |
|
|
36,743 |
|
|
|
1,592 |
|
Pure Cycle Corp * |
|
|
14,410 |
|
|
|
151 |
|
Spire Inc |
|
|
8,568 |
|
|
|
534 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,293 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $437,708) ($ Thousands) |
|
|
|
|
|
|
550,116 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(A) |
|
|
1,336 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $2) ($ Thousands) |
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.1% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
6,129,007 |
|
|
|
6,129 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $6,129) ($ Thousands) |
|
|
|
|
|
|
6,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.2% |
|
|
|
|
|
|
|
|
(Cost $443,839) ($ Thousands) |
|
$ |
556,246 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $554,927 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $1 ($ Thousands). |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Fund (Concluded)
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
381 |
|
|
$ |
1,805 |
|
|
$ |
(2,184 |
) |
|
$ |
— |
|
|
$ |
(1 |
) |
|
$ |
1 |
|
|
$ |
4 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
5,314 |
|
|
|
32,815 |
|
|
|
(32,000 |
) |
|
|
— |
|
|
|
— |
|
|
|
6,129 |
|
|
|
63 |
|
|
|
— |
|
Totals |
|
$ |
5,695 |
|
|
$ |
34,620 |
|
|
$ |
(34,184 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
|
$ |
6,130 |
|
|
$ |
67 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Value Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.4% |
|
|
|
|
Advantage Solutions Inc * |
|
|
30,014 |
|
|
$ |
109 |
|
AMC Networks Inc, Cl A * |
|
|
16,930 |
|
|
|
318 |
|
Cargurus Inc, Cl A * |
|
|
2,575 |
|
|
|
62 |
|
Cinemark Holdings Inc * |
|
|
142,076 |
|
|
|
2,002 |
|
EchoStar Corp, Cl A * |
|
|
11,083 |
|
|
|
184 |
|
Entravision Communications Corp, Cl A |
|
|
16,827 |
|
|
|
70 |
|
John Wiley & Sons Inc, Cl A |
|
|
9,087 |
|
|
|
288 |
|
Nexstar Media Group Inc, Cl A |
|
|
30,852 |
|
|
|
4,836 |
|
Scholastic Corp, Cl B |
|
|
8,052 |
|
|
|
304 |
|
Shutterstock Inc |
|
|
12,829 |
|
|
|
619 |
|
TEGNA Inc |
|
|
7,000 |
|
|
|
107 |
|
Telephone and Data Systems Inc |
|
|
18,042 |
|
|
|
331 |
|
Yelp Inc, Cl A * |
|
|
4,325 |
|
|
|
205 |
|
Ziff Davis Inc * |
|
|
47,203 |
|
|
|
3,172 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,607 |
|
Consumer Discretionary — 13.2% |
|
|
|
|
Aaron's Co Inc/The |
|
|
30,736 |
|
|
|
334 |
|
Academy Sports & Outdoors Inc |
|
|
11,020 |
|
|
|
727 |
|
Adient PLC * |
|
|
30,800 |
|
|
|
1,120 |
|
Advance Auto Parts Inc |
|
|
20,300 |
|
|
|
1,239 |
|
Big 5 Sporting Goods Corp |
|
|
6,921 |
|
|
|
44 |
|
Biglari Holdings Inc, Cl B * |
|
|
234 |
|
|
|
39 |
|
Bloomin' Brands Inc |
|
|
148,188 |
|
|
|
4,171 |
|
Brinker International Inc * |
|
|
69,183 |
|
|
|
2,987 |
|
Capri Holdings Ltd * |
|
|
11,453 |
|
|
|
575 |
|
Carriage Services Inc, Cl A |
|
|
12,332 |
|
|
|
308 |
|
Carter's Inc |
|
|
9,772 |
|
|
|
732 |
|
Cato Corp/The, Cl A |
|
|
5,737 |
|
|
|
41 |
|
Dick's Sporting Goods Inc |
|
|
6,588 |
|
|
|
968 |
|
Genesco Inc * |
|
|
11,971 |
|
|
|
421 |
|
G-III Apparel Group Ltd * |
|
|
18,684 |
|
|
|
635 |
|
Goodyear Tire & Rubber Co/The * |
|
|
50,217 |
|
|
|
719 |
|
Group 1 Automotive Inc |
|
|
6,585 |
|
|
|
2,007 |
|
Guess? inc, Cl 3 |
|
|
31,408 |
|
|
|
724 |
|
H&R Block Inc |
|
|
23,837 |
|
|
|
1,153 |
|
Harley-Davidson Inc, Cl A |
|
|
19,702 |
|
|
|
726 |
|
Haverty Furniture Cos Inc |
|
|
23,621 |
|
|
|
839 |
|
Helen of Troy Ltd * |
|
|
7,477 |
|
|
|
903 |
|
Jack in the Box Inc |
|
|
7,222 |
|
|
|
590 |
|
JAKKS Pacific Inc * |
|
|
3,144 |
|
|
|
112 |
|
KB Home |
|
|
17,851 |
|
|
|
1,115 |
|
La-Z-Boy Inc, Cl Z |
|
|
42,181 |
|
|
|
1,557 |
|
Lithia Motors Inc, Cl A |
|
|
10,225 |
|
|
|
3,367 |
|
Macy's Inc |
|
|
52,856 |
|
|
|
1,063 |
|
MasterCraft Boat Holdings Inc * |
|
|
5,463 |
|
|
|
124 |
|
Meritage Homes Corp |
|
|
10,386 |
|
|
|
1,809 |
|
Modine Manufacturing Co * |
|
|
23,168 |
|
|
|
1,383 |
|
Movado Group Inc |
|
|
4,903 |
|
|
|
148 |
|
ODP Corp/The * |
|
|
26,690 |
|
|
|
1,503 |
|
Perdoceo Education Corp |
|
|
20,135 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Playa Hotels & Resorts NV * |
|
|
54,233 |
|
|
$ |
469 |
|
Polaris Inc |
|
|
8,160 |
|
|
|
773 |
|
PVH Corp |
|
|
8,537 |
|
|
|
1,043 |
|
Sally Beauty Holdings Inc * |
|
|
43,660 |
|
|
|
580 |
|
Signet Jewelers Ltd |
|
|
13,623 |
|
|
|
1,461 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
24,098 |
|
|
|
1,286 |
|
Thor Industries Inc |
|
|
4,086 |
|
|
|
483 |
|
Travel + Leisure Co |
|
|
11,528 |
|
|
|
451 |
|
Tri Pointe Homes Inc * |
|
|
72,201 |
|
|
|
2,556 |
|
Upbound Group Inc |
|
|
19,835 |
|
|
|
674 |
|
Urban Outfitters Inc * |
|
|
60,929 |
|
|
|
2,175 |
|
Vera Bradley Inc * |
|
|
9,000 |
|
|
|
69 |
|
Victoria's Secret & Co * |
|
|
45,709 |
|
|
|
1,213 |
|
Vista Outdoor Inc * |
|
|
2,602 |
|
|
|
77 |
|
Winnebago Industries Inc |
|
|
17,645 |
|
|
|
1,286 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,133 |
|
Consumer Staples — 5.3% |
|
|
|
|
Andersons Inc/The |
|
|
9,843 |
|
|
|
566 |
|
Cal-Maine Foods Inc |
|
|
12,278 |
|
|
|
705 |
|
Coca-Cola Consolidated Inc |
|
|
1,712 |
|
|
|
1,589 |
|
Dole PLC |
|
|
21,592 |
|
|
|
265 |
|
Energizer Holdings Inc |
|
|
19,572 |
|
|
|
620 |
|
Herbalife Ltd * |
|
|
19,568 |
|
|
|
299 |
|
Ingles Markets Inc, Cl A |
|
|
14,591 |
|
|
|
1,260 |
|
Ingredion Inc |
|
|
11,103 |
|
|
|
1,205 |
|
Medifast Inc |
|
|
14,014 |
|
|
|
942 |
|
Nature's Sunshine Products Inc * |
|
|
5,125 |
|
|
|
89 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
5,850 |
|
|
|
114 |
|
Pilgrim's Pride Corp * |
|
|
115,101 |
|
|
|
3,184 |
|
PriceSmart Inc |
|
|
9,177 |
|
|
|
695 |
|
SpartanNash Co |
|
|
20,533 |
|
|
|
471 |
|
Spectrum Brands Holdings Inc |
|
|
46,779 |
|
|
|
3,732 |
|
Sprouts Farmers Market Inc * |
|
|
40,438 |
|
|
|
1,945 |
|
US Foods Holding Corp * |
|
|
38,399 |
|
|
|
1,744 |
|
Village Super Market Inc, Cl A |
|
|
13,125 |
|
|
|
344 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,769 |
|
Energy — 8.6% |
|
|
|
|
California Resources Corp |
|
|
38,926 |
|
|
|
2,128 |
|
Chord Energy Corp |
|
|
6,820 |
|
|
|
1,134 |
|
Civitas Resources Inc |
|
|
15,223 |
|
|
|
1,041 |
|
CNX Resources Corp * |
|
|
70,530 |
|
|
|
1,411 |
|
CONSOL Energy Inc |
|
|
11,599 |
|
|
|
1,166 |
|
Crescent Point Energy Corp |
|
|
101,731 |
|
|
|
705 |
|
Delek US Holdings Inc |
|
|
107,665 |
|
|
|
2,778 |
|
DHT Holdings Inc |
|
|
49,529 |
|
|
|
486 |
|
DT Midstream Inc |
|
|
58,011 |
|
|
|
3,179 |
|
FutureFuel Corp |
|
|
6,785 |
|
|
|
41 |
|
Gulfport Energy Corp * |
|
|
1,050 |
|
|
|
140 |
|
Helmerich & Payne Inc |
|
|
31,691 |
|
|
|
1,148 |
|
HF Sinclair Corp |
|
|
45,846 |
|
|
|
2,548 |
|
International Seaways Inc |
|
|
2,216 |
|
|
|
101 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Liberty Energy Inc, Cl A |
|
|
51,259 |
|
|
$ |
930 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
69,353 |
|
|
|
1,477 |
|
Murphy Oil Corp |
|
|
18,266 |
|
|
|
779 |
|
Overseas Shipholding Group Inc, Cl A |
|
|
12,695 |
|
|
|
67 |
|
Par Pacific Holdings Inc * |
|
|
15,601 |
|
|
|
567 |
|
Patterson-UTI Energy Inc |
|
|
38,226 |
|
|
|
413 |
|
PBF Energy Inc, Cl A |
|
|
53,856 |
|
|
|
2,368 |
|
Peabody Energy Corp |
|
|
37,470 |
|
|
|
911 |
|
Ranger Energy Services Inc, Cl A |
|
|
5,000 |
|
|
|
51 |
|
REX American Resources Corp * |
|
|
3,587 |
|
|
|
170 |
|
Scorpio Tankers Inc |
|
|
10,024 |
|
|
|
609 |
|
Southwestern Energy Co * |
|
|
306,117 |
|
|
|
2,005 |
|
TechnipFMC PLC |
|
|
117,627 |
|
|
|
2,369 |
|
Teekay Corp * |
|
|
22,021 |
|
|
|
157 |
|
US Silica Holdings Inc * |
|
|
24,868 |
|
|
|
281 |
|
World Kinect Corp |
|
|
45,498 |
|
|
|
1,036 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,196 |
|
Financials — 24.9% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
6,041 |
|
|
|
73 |
|
Amalgamated Financial Corp |
|
|
4,384 |
|
|
|
118 |
|
A-Mark Precious Metals Inc |
|
|
5,257 |
|
|
|
159 |
|
Apollo Commercial Real Estate Finance Inc ‡ |
|
|
23,570 |
|
|
|
277 |
|
Arbor Realty Trust Inc ‡(A) |
|
|
57,105 |
|
|
|
867 |
|
Associated Banc-Corp |
|
|
60,752 |
|
|
|
1,299 |
|
Axis Capital Holdings Ltd |
|
|
12,952 |
|
|
|
717 |
|
B Riley Financial Inc (A) |
|
|
9,611 |
|
|
|
202 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
31,993 |
|
|
|
792 |
|
Bank of NT Butterfield & Son Ltd/The |
|
|
16,200 |
|
|
|
519 |
|
Bank OZK |
|
|
20,751 |
|
|
|
1,034 |
|
BankUnited Inc |
|
|
41,203 |
|
|
|
1,336 |
|
Bankwell Financial Group Inc |
|
|
1,565 |
|
|
|
47 |
|
Banner Corp |
|
|
10,318 |
|
|
|
553 |
|
BayCom Corp |
|
|
4,440 |
|
|
|
105 |
|
BCB Bancorp Inc |
|
|
4,000 |
|
|
|
51 |
|
Berkshire Hills Bancorp Inc |
|
|
29,137 |
|
|
|
723 |
|
BGC Group Inc, Cl A |
|
|
356,038 |
|
|
|
2,571 |
|
Bread Financial Holdings Inc |
|
|
15,144 |
|
|
|
499 |
|
BrightSpire Capital Inc, Cl A ‡ |
|
|
54,823 |
|
|
|
408 |
|
Camden National Corp |
|
|
16,981 |
|
|
|
639 |
|
Capital Bancorp Inc |
|
|
2,753 |
|
|
|
67 |
|
Carlyle Secured Lending Inc |
|
|
30,373 |
|
|
|
454 |
|
Carter Bankshares Inc * |
|
|
7,203 |
|
|
|
108 |
|
Cathay General Bancorp |
|
|
31,617 |
|
|
|
1,409 |
|
Central Pacific Financial Corp |
|
|
30,129 |
|
|
|
593 |
|
Civista Bancshares Inc |
|
|
4,598 |
|
|
|
85 |
|
CNB Financial Corp/PA |
|
|
5,063 |
|
|
|
114 |
|
CNO Financial Group Inc |
|
|
207,592 |
|
|
|
5,792 |
|
Columbia Banking System Inc |
|
|
191,743 |
|
|
|
5,116 |
|
Comerica Inc |
|
|
15,194 |
|
|
|
848 |
|
Community Trust Bancorp Inc |
|
|
12,444 |
|
|
|
546 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Crawford & Co, Cl A |
|
|
5,301 |
|
|
$ |
70 |
|
CrossFirst Bankshares Inc * |
|
|
11,080 |
|
|
|
150 |
|
Customers Bancorp Inc * |
|
|
5,757 |
|
|
|
332 |
|
Donnelley Financial Solutions Inc * |
|
|
7,173 |
|
|
|
447 |
|
Employers Holdings Inc |
|
|
13,592 |
|
|
|
536 |
|
Enova International Inc * |
|
|
5,759 |
|
|
|
319 |
|
Enterprise Bancorp Inc |
|
|
2,900 |
|
|
|
94 |
|
Euronet Worldwide Inc * |
|
|
13,933 |
|
|
|
1,414 |
|
Financial Institutions Inc |
|
|
4,854 |
|
|
|
103 |
|
First American Financial Corp |
|
|
8,705 |
|
|
|
561 |
|
First Bank/Hamilton NJ |
|
|
4,774 |
|
|
|
70 |
|
First Busey Corp |
|
|
40,487 |
|
|
|
1,005 |
|
First Business Financial Services Inc |
|
|
2,400 |
|
|
|
96 |
|
First Commonwealth Financial Corp |
|
|
161,522 |
|
|
|
2,494 |
|
First Financial Corp/IN |
|
|
12,181 |
|
|
|
524 |
|
First Horizon Corp |
|
|
81,836 |
|
|
|
1,159 |
|
First Merchants Corp |
|
|
49,976 |
|
|
|
1,853 |
|
Flushing Financial Corp |
|
|
33,949 |
|
|
|
559 |
|
FNB Corp/PA |
|
|
202,316 |
|
|
|
2,786 |
|
FS KKR Capital Corp |
|
|
38,058 |
|
|
|
760 |
|
Fulton Financial Corp |
|
|
51,464 |
|
|
|
847 |
|
Genworth Financial Inc, Cl A * |
|
|
292,129 |
|
|
|
1,951 |
|
Golub Capital BDC Inc |
|
|
41,732 |
|
|
|
630 |
|
Granite Point Mortgage Trust Inc ‡ |
|
|
19,586 |
|
|
|
116 |
|
Great Southern Bancorp Inc |
|
|
6,181 |
|
|
|
367 |
|
Green Dot Corp, Cl A * |
|
|
14,020 |
|
|
|
139 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
7,364 |
|
|
|
84 |
|
Hancock Whitney Corp, Cl A |
|
|
25,884 |
|
|
|
1,258 |
|
Hanmi Financial Corp |
|
|
27,768 |
|
|
|
539 |
|
HomeStreet Inc |
|
|
18,617 |
|
|
|
192 |
|
Hope Bancorp Inc |
|
|
105,162 |
|
|
|
1,270 |
|
Independent Bank Corp/MI |
|
|
6,278 |
|
|
|
163 |
|
Invesco Mortgage Capital Inc ‡ |
|
|
19,075 |
|
|
|
169 |
|
Jackson Financial Inc, Cl A |
|
|
85,223 |
|
|
|
4,363 |
|
James River Group Holdings Ltd |
|
|
14,762 |
|
|
|
136 |
|
KeyCorp |
|
|
112,672 |
|
|
|
1,622 |
|
Ladder Capital Corp, Cl A ‡ |
|
|
51,929 |
|
|
|
598 |
|
LendingClub Corp * |
|
|
30,082 |
|
|
|
263 |
|
Lincoln National Corp |
|
|
102,576 |
|
|
|
2,766 |
|
Mercantile Bank Corp |
|
|
4,399 |
|
|
|
178 |
|
Merchants Bancorp/IN |
|
|
5,228 |
|
|
|
223 |
|
MGIC Investment Corp |
|
|
65,168 |
|
|
|
1,257 |
|
Mid Penn Bancorp Inc |
|
|
4,546 |
|
|
|
110 |
|
Midland States Bancorp Inc |
|
|
6,502 |
|
|
|
179 |
|
MidWestOne Financial Group Inc |
|
|
4,386 |
|
|
|
118 |
|
MVB Financial Corp |
|
|
3,000 |
|
|
|
68 |
|
Navient Corp |
|
|
49,100 |
|
|
|
914 |
|
NCR Atleos Corp * |
|
|
14,696 |
|
|
|
357 |
|
New Mountain Finance Corp |
|
|
31,232 |
|
|
|
397 |
|
OceanFirst Financial Corp |
|
|
18,679 |
|
|
|
324 |
|
OFG Bancorp |
|
|
75,151 |
|
|
|
2,817 |
|
Old National Bancorp/IN, Cl A |
|
|
168,102 |
|
|
|
2,839 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Orrstown Financial Services Inc |
|
|
3,530 |
|
|
$ |
104 |
|
Oscar Health Inc, Cl A * |
|
|
5,967 |
|
|
|
55 |
|
Pacific Premier Bancorp Inc |
|
|
65,882 |
|
|
|
1,918 |
|
Pagseguro Digital Ltd, Cl A * |
|
|
48,905 |
|
|
|
610 |
|
Pathward Financial Inc |
|
|
8,344 |
|
|
|
442 |
|
PCB Bancorp |
|
|
3,500 |
|
|
|
64 |
|
Peapack-Gladstone Financial Corp |
|
|
5,377 |
|
|
|
160 |
|
PennantPark Investment Corp |
|
|
54,639 |
|
|
|
378 |
|
PennyMac Financial Services Inc |
|
|
6,118 |
|
|
|
541 |
|
Peoples Bancorp Inc/OH |
|
|
14,305 |
|
|
|
483 |
|
Peoples Financial Services Corp |
|
|
840 |
|
|
|
41 |
|
Popular Inc |
|
|
15,316 |
|
|
|
1,257 |
|
PROG Holdings Inc * |
|
|
15,880 |
|
|
|
491 |
|
QCR Holdings Inc |
|
|
4,736 |
|
|
|
277 |
|
Radian Group Inc |
|
|
35,000 |
|
|
|
999 |
|
RBB Bancorp |
|
|
4,906 |
|
|
|
93 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
3,606 |
|
|
|
199 |
|
Rithm Capital Corp ‡ |
|
|
95,918 |
|
|
|
1,024 |
|
Sierra Bancorp |
|
|
4,509 |
|
|
|
102 |
|
Simmons First National Corp, Cl A |
|
|
50,585 |
|
|
|
1,004 |
|
SiriusPoint Ltd * |
|
|
27,523 |
|
|
|
319 |
|
Sixth Street Specialty Lending Inc |
|
|
30,142 |
|
|
|
651 |
|
South Plains Financial Inc |
|
|
3,417 |
|
|
|
99 |
|
Starwood Property Trust Inc ‡ |
|
|
138,802 |
|
|
|
2,918 |
|
StoneX Group Inc * |
|
|
1,163 |
|
|
|
86 |
|
Summit Financial Group Inc |
|
|
3,604 |
|
|
|
111 |
|
Synovus Financial Corp |
|
|
25,875 |
|
|
|
974 |
|
Third Coast Bancshares Inc * |
|
|
4,000 |
|
|
|
79 |
|
TowneBank |
|
|
16,681 |
|
|
|
496 |
|
Universal Insurance Holdings Inc |
|
|
9,682 |
|
|
|
155 |
|
Valley National Bancorp |
|
|
63,306 |
|
|
|
687 |
|
Veritex Holdings Inc |
|
|
28,505 |
|
|
|
663 |
|
Victory Capital Holdings Inc, Cl A |
|
|
17,767 |
|
|
|
612 |
|
WaFd Inc |
|
|
23,688 |
|
|
|
781 |
|
Zions Bancorp NA |
|
|
68,627 |
|
|
|
3,011 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
92,591 |
|
Health Care — 6.8% |
|
|
|
|
Alkermes PLC * |
|
|
36,434 |
|
|
|
1,011 |
|
AMN Healthcare Services Inc * |
|
|
40,104 |
|
|
|
3,003 |
|
Amphastar Pharmaceuticals Inc * |
|
|
11,205 |
|
|
|
693 |
|
Avanos Medical Inc * |
|
|
7,759 |
|
|
|
174 |
|
Collegium Pharmaceutical Inc * |
|
|
44,406 |
|
|
|
1,367 |
|
Computer Programs and Systems Inc * |
|
|
18,821 |
|
|
|
211 |
|
Cross Country Healthcare Inc * |
|
|
64,364 |
|
|
|
1,457 |
|
Dynavax Technologies Corp * |
|
|
34,987 |
|
|
|
489 |
|
Eagle Pharmaceuticals Inc/DE * |
|
|
3,432 |
|
|
|
18 |
|
Enovis Corp * |
|
|
31,176 |
|
|
|
1,747 |
|
Globus Medical Inc, Cl A * |
|
|
20,949 |
|
|
|
1,116 |
|
Halozyme Therapeutics Inc * |
|
|
22,938 |
|
|
|
848 |
|
Harmony Biosciences Holdings Inc * |
|
|
14,193 |
|
|
|
458 |
|
Inmode Ltd * |
|
|
93,672 |
|
|
|
2,083 |
|
Innoviva Inc * |
|
|
18,530 |
|
|
|
297 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Integra LifeSciences Holdings Corp * |
|
|
53,156 |
|
|
$ |
2,315 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
95,787 |
|
|
|
1,096 |
|
Ligand Pharmaceuticals Inc * |
|
|
1,726 |
|
|
|
123 |
|
LivaNova PLC * |
|
|
24,436 |
|
|
|
1,264 |
|
OraSure Technologies Inc * |
|
|
26,885 |
|
|
|
220 |
|
Organon & Co |
|
|
39,778 |
|
|
|
574 |
|
Patterson Cos Inc |
|
|
31,200 |
|
|
|
888 |
|
Pediatrix Medical Group Inc * |
|
|
26,858 |
|
|
|
250 |
|
PetIQ Inc, Cl A * |
|
|
4,069 |
|
|
|
80 |
|
Premier Inc, Cl A |
|
|
24,946 |
|
|
|
558 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
15,968 |
|
|
|
978 |
|
QuidelOrtho Corp * |
|
|
11,205 |
|
|
|
826 |
|
Select Medical Holdings Corp |
|
|
19,405 |
|
|
|
456 |
|
Vanda Pharmaceuticals Inc * |
|
|
17,148 |
|
|
|
72 |
|
Varex Imaging Corp * |
|
|
4,500 |
|
|
|
92 |
|
Veradigm Inc * |
|
|
30,920 |
|
|
|
324 |
|
Zimvie Inc * |
|
|
6,970 |
|
|
|
124 |
|
Zymeworks Inc * |
|
|
17,902 |
|
|
|
186 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,398 |
|
Industrials — 15.5% |
|
|
|
|
ABM Industries Inc |
|
|
33,795 |
|
|
|
1,515 |
|
ACCO Brands Corp |
|
|
232,878 |
|
|
|
1,416 |
|
Alaska Air Group Inc * |
|
|
13,958 |
|
|
|
545 |
|
Allison Transmission Holdings Inc |
|
|
20,331 |
|
|
|
1,182 |
|
Apogee Enterprises Inc |
|
|
16,418 |
|
|
|
877 |
|
ArcBest Corp |
|
|
14,192 |
|
|
|
1,706 |
|
Argan Inc |
|
|
1,080 |
|
|
|
51 |
|
Astec Industries Inc |
|
|
21,961 |
|
|
|
817 |
|
Atkore Inc * |
|
|
11,712 |
|
|
|
1,874 |
|
Barnes Group Inc |
|
|
29,539 |
|
|
|
964 |
|
BlueLinx Holdings Inc * |
|
|
2,564 |
|
|
|
291 |
|
Boise Cascade Co |
|
|
17,713 |
|
|
|
2,291 |
|
BWX Technologies Inc, Cl W |
|
|
42,935 |
|
|
|
3,294 |
|
CoreCivic Inc *‡ |
|
|
4,868 |
|
|
|
71 |
|
Costamare Inc |
|
|
14,000 |
|
|
|
146 |
|
CSG Systems International Inc |
|
|
13,447 |
|
|
|
715 |
|
Deluxe Corp |
|
|
18,347 |
|
|
|
394 |
|
Eagle Bulk Shipping Inc |
|
|
4,025 |
|
|
|
223 |
|
EMCOR Group Inc |
|
|
3,558 |
|
|
|
766 |
|
Encore Wire Corp |
|
|
11,096 |
|
|
|
2,370 |
|
Ennis Inc |
|
|
19,446 |
|
|
|
426 |
|
Esab Corp |
|
|
30,040 |
|
|
|
2,602 |
|
Fluor Corp * |
|
|
8,161 |
|
|
|
320 |
|
Gates Industrial Corp PLC * |
|
|
61,180 |
|
|
|
821 |
|
Griffon Corp |
|
|
12,829 |
|
|
|
782 |
|
GXO Logistics Inc * |
|
|
51,779 |
|
|
|
3,167 |
|
Heidrick & Struggles International Inc |
|
|
5,834 |
|
|
|
172 |
|
Hub Group Inc, Cl A * |
|
|
716 |
|
|
|
66 |
|
Interface Inc, Cl A |
|
|
37,821 |
|
|
|
477 |
|
JetBlue Airways Corp * |
|
|
12,059 |
|
|
|
67 |
|
Kaman Corp, Cl A |
|
|
27,649 |
|
|
|
662 |
|
Kelly Services Inc, Cl A |
|
|
28,110 |
|
|
|
608 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kennametal Inc |
|
|
13,610 |
|
|
$ |
351 |
|
ManpowerGroup Inc |
|
|
5,726 |
|
|
|
455 |
|
Masterbrand Inc * |
|
|
13,510 |
|
|
|
201 |
|
Matson Inc |
|
|
9,921 |
|
|
|
1,087 |
|
Middleby Corp/The * |
|
|
6,088 |
|
|
|
896 |
|
Moog Inc, Cl A |
|
|
5,355 |
|
|
|
775 |
|
Mueller Industries Inc |
|
|
45,453 |
|
|
|
2,143 |
|
OPENLANE Inc * |
|
|
137,204 |
|
|
|
2,032 |
|
Oshkosh Corp |
|
|
14,278 |
|
|
|
1,548 |
|
Park-Ohio Holdings Corp |
|
|
9,160 |
|
|
|
247 |
|
Primoris Services Corp |
|
|
17,669 |
|
|
|
587 |
|
Quanex Building Products Corp |
|
|
7,434 |
|
|
|
227 |
|
Radiant Logistics Inc * |
|
|
7,598 |
|
|
|
50 |
|
RB Global Inc |
|
|
14,153 |
|
|
|
947 |
|
Resources Connection Inc |
|
|
4,888 |
|
|
|
69 |
|
Rush Enterprises Inc, Cl A |
|
|
21,860 |
|
|
|
1,100 |
|
Ryder System Inc |
|
|
17,282 |
|
|
|
1,988 |
|
Safe Bulkers Inc |
|
|
21,291 |
|
|
|
84 |
|
SkyWest Inc * |
|
|
7,550 |
|
|
|
394 |
|
Steelcase Inc, Cl A |
|
|
19,214 |
|
|
|
260 |
|
Terex Corp |
|
|
33,833 |
|
|
|
1,944 |
|
Timken Co/The |
|
|
12,446 |
|
|
|
998 |
|
Titan International Inc * |
|
|
15,000 |
|
|
|
223 |
|
TrueBlue Inc * |
|
|
11,651 |
|
|
|
179 |
|
Tutor Perini Corp * |
|
|
13,978 |
|
|
|
127 |
|
UFP Industries Inc |
|
|
1,794 |
|
|
|
225 |
|
Universal Logistics Holdings Inc |
|
|
2,000 |
|
|
|
56 |
|
Verra Mobility Corp, Cl A * |
|
|
90,293 |
|
|
|
2,079 |
|
Wabash National Corp |
|
|
51,246 |
|
|
|
1,313 |
|
WESCO International Inc |
|
|
11,955 |
|
|
|
2,079 |
|
XPO Inc * |
|
|
15,990 |
|
|
|
1,401 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,743 |
|
Information Technology — 7.8% |
|
|
|
|
ACI Worldwide Inc * |
|
|
53,567 |
|
|
|
1,639 |
|
Amkor Technology Inc |
|
|
77,604 |
|
|
|
2,582 |
|
Avnet Inc |
|
|
25,204 |
|
|
|
1,270 |
|
Cirrus Logic Inc * |
|
|
9,711 |
|
|
|
808 |
|
Clearfield Inc * |
|
|
8,886 |
|
|
|
258 |
|
Consensus Cloud Solutions Inc * |
|
|
20,506 |
|
|
|
537 |
|
Diodes Inc * |
|
|
7,091 |
|
|
|
571 |
|
Ebix Inc |
|
|
9,000 |
|
|
|
9 |
|
Immersion Corp |
|
|
10,000 |
|
|
|
71 |
|
Insight Enterprises Inc * |
|
|
4,961 |
|
|
|
879 |
|
Kyndryl Holdings Inc * |
|
|
20,161 |
|
|
|
419 |
|
NCR Voyix Corp * |
|
|
29,392 |
|
|
|
497 |
|
NetScout Systems Inc * |
|
|
5,753 |
|
|
|
126 |
|
Photronics Inc * |
|
|
162,814 |
|
|
|
5,108 |
|
Rimini Street Inc * |
|
|
11,454 |
|
|
|
37 |
|
Sanmina Corp * |
|
|
45,524 |
|
|
|
2,339 |
|
ScanSource Inc * |
|
|
13,000 |
|
|
|
515 |
|
Silicon Motion Technology Corp ADR |
|
|
44,201 |
|
|
|
2,708 |
|
Super Micro Computer Inc * |
|
|
4,379 |
|
|
|
1,245 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TD SYNNEX Corp |
|
|
7,808 |
|
|
$ |
840 |
|
Teledyne Technologies Inc * |
|
|
2,854 |
|
|
|
1,274 |
|
Teradata Corp * |
|
|
20,924 |
|
|
|
910 |
|
TTM Technologies Inc * |
|
|
51,741 |
|
|
|
818 |
|
Unisys Corp * |
|
|
21,481 |
|
|
|
121 |
|
Verint Systems Inc * |
|
|
45,160 |
|
|
|
1,221 |
|
Vishay Intertechnology Inc |
|
|
51,006 |
|
|
|
1,223 |
|
Vontier Corp |
|
|
20,218 |
|
|
|
699 |
|
Xerox Holdings Corp |
|
|
28,057 |
|
|
|
514 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
29,238 |
|
Materials — 7.0% |
|
|
|
|
AdvanSix Inc |
|
|
20,220 |
|
|
|
606 |
|
Alpha Metallurgical Resources Inc |
|
|
3,953 |
|
|
|
1,340 |
|
Ashland Inc |
|
|
14,645 |
|
|
|
1,235 |
|
Axalta Coating Systems Ltd * |
|
|
88,200 |
|
|
|
2,996 |
|
Berry Global Group Inc |
|
|
11,957 |
|
|
|
806 |
|
Chemours Co/The |
|
|
17,806 |
|
|
|
561 |
|
Clearwater Paper Corp * |
|
|
5,502 |
|
|
|
199 |
|
Commercial Metals Co, Cl A |
|
|
79,868 |
|
|
|
3,996 |
|
FMC Corp |
|
|
45,741 |
|
|
|
2,884 |
|
Greif Inc, Cl A |
|
|
22,485 |
|
|
|
1,475 |
|
Ingevity Corp * |
|
|
8,801 |
|
|
|
415 |
|
Koppers Holdings Inc |
|
|
19,946 |
|
|
|
1,022 |
|
LSB Industries Inc * |
|
|
17,800 |
|
|
|
166 |
|
Minerals Technologies Inc |
|
|
1,133 |
|
|
|
81 |
|
O-I Glass Inc, Cl I * |
|
|
53,532 |
|
|
|
877 |
|
Rayonier Advanced Materials Inc * |
|
|
20,000 |
|
|
|
81 |
|
Ryerson Holding Corp |
|
|
19,779 |
|
|
|
686 |
|
Silgan Holdings Inc |
|
|
98,873 |
|
|
|
4,474 |
|
SunCoke Energy Inc |
|
|
77,888 |
|
|
|
836 |
|
Sylvamo Corp |
|
|
6,400 |
|
|
|
314 |
|
Valhi Inc |
|
|
1,055 |
|
|
|
16 |
|
Warrior Met Coal Inc |
|
|
14,580 |
|
|
|
889 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,955 |
|
Real Estate — 5.7% |
|
|
|
|
American Assets Trust Inc ‡ |
|
|
41,663 |
|
|
|
938 |
|
Apple Hospitality REIT Inc ‡ |
|
|
46,338 |
|
|
|
770 |
|
Brandywine Realty Trust ‡ |
|
|
50,078 |
|
|
|
270 |
|
Brixmor Property Group Inc ‡ |
|
|
24,560 |
|
|
|
571 |
|
Chatham Lodging Trust ‡ |
|
|
27,302 |
|
|
|
293 |
|
DiamondRock Hospitality Co ‡ |
|
|
71,232 |
|
|
|
669 |
|
Diversified Healthcare Trust ‡ |
|
|
45,722 |
|
|
|
171 |
|
EPR Properties, Cl A ‡ |
|
|
21,121 |
|
|
|
1,023 |
|
Equity Commonwealth ‡ |
|
|
76,378 |
|
|
|
1,466 |
|
Forestar Group Inc * |
|
|
5,053 |
|
|
|
167 |
|
Franklin Street Properties Corp ‡ |
|
|
59,648 |
|
|
|
153 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
75,734 |
|
|
|
3,737 |
|
Global Net Lease Inc ‡ |
|
|
50,497 |
|
|
|
502 |
|
Highwoods Properties Inc ‡ |
|
|
48,633 |
|
|
|
1,117 |
|
Kite Realty Group Trust ‡ |
|
|
31,818 |
|
|
|
727 |
|
Newmark Group Inc, Cl A |
|
|
158,881 |
|
|
|
1,741 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Value Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
NexPoint Diversified Real Estate Trust ‡ |
|
|
12,828 |
|
|
$ |
102 |
|
Office Properties Income Trust ‡ |
|
|
18,671 |
|
|
|
137 |
|
Orion Office REIT Inc ‡ |
|
|
16,000 |
|
|
|
92 |
|
Pebblebrook Hotel Trust ‡ |
|
|
37,327 |
|
|
|
596 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
60,194 |
|
|
|
428 |
|
RLJ Lodging Trust ‡ |
|
|
118,738 |
|
|
|
1,392 |
|
Sabra Health Care REIT Inc ‡ |
|
|
76,726 |
|
|
|
1,095 |
|
Service Properties Trust ‡ |
|
|
40,865 |
|
|
|
349 |
|
Summit Hotel Properties Inc ‡ |
|
|
4,100 |
|
|
|
28 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
70,162 |
|
|
|
753 |
|
Tanger Inc ‡ |
|
|
22,260 |
|
|
|
617 |
|
Uniti Group Inc ‡ |
|
|
115,229 |
|
|
|
666 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
37,673 |
|
|
|
513 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,083 |
|
Utilities — 0.5% |
|
|
|
|
Genie Energy Ltd, Cl B |
|
|
5,000 |
|
|
|
140 |
|
National Fuel Gas Co |
|
|
22,639 |
|
|
|
1,136 |
|
Northwest Natural Holding Co |
|
|
3,030 |
|
|
|
118 |
|
ONE Gas Inc |
|
|
2,026 |
|
|
|
129 |
|
Otter Tail Corp |
|
|
2,199 |
|
|
|
187 |
|
UGI Corp |
|
|
11,783 |
|
|
|
290 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,000 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $273,011) ($ Thousands) |
|
|
|
|
|
|
367,713 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.3% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
1,125,939 |
|
|
$ |
1,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $1,126) ($ Thousands) |
|
|
1,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.8% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
2,977,459 |
|
|
|
2,977 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $2,977) ($ Thousands) |
|
|
|
|
|
|
2,977 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.8% |
|
|
|
|
|
|
|
|
(Cost $277,114) ($ Thousands) |
|
$ |
371,819 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $372,648 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $1,129 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1,689 |
|
|
$ |
4,602 |
|
|
$ |
(5,162 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
1,129 |
|
|
$ |
12 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,706 |
|
|
|
16,869 |
|
|
|
(17,598 |
) |
|
|
— |
|
|
|
— |
|
|
|
2,977 |
|
|
|
45 |
|
|
|
— |
|
Totals |
|
$ |
5,395 |
|
|
$ |
21,471 |
|
|
$ |
(22,760 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
4,106 |
|
|
$ |
57 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Growth Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 3.4% |
|
|
|
|
Angi Inc, Cl A * |
|
|
440,642 |
|
|
$ |
1,097 |
|
Cargurus Inc, Cl A * |
|
|
129,177 |
|
|
|
3,121 |
|
Gannett Co Inc * |
|
|
41,493 |
|
|
|
95 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
9,338 |
|
|
|
102 |
|
Lions Gate Entertainment Corp, Cl B * |
|
|
34,928 |
|
|
|
356 |
|
Reservoir Media Inc * |
|
|
65,495 |
|
|
|
467 |
|
Shutterstock Inc |
|
|
7,874 |
|
|
|
380 |
|
TechTarget Inc * |
|
|
27,293 |
|
|
|
951 |
|
TripAdvisor Inc * |
|
|
30,510 |
|
|
|
657 |
|
Vivid Seats, Cl A * |
|
|
206,879 |
|
|
|
1,307 |
|
Yelp Inc, Cl A * |
|
|
34,782 |
|
|
|
1,647 |
|
ZipRecruiter Inc, Cl A * |
|
|
111,409 |
|
|
|
1,549 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,729 |
|
Consumer Discretionary — 13.3% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
20,368 |
|
|
|
1,797 |
|
Adtalem Global Education Inc * |
|
|
10,576 |
|
|
|
623 |
|
American Eagle Outfitters Inc |
|
|
51,093 |
|
|
|
1,081 |
|
Atmus Filtration Technologies Inc *(A) |
|
|
39,627 |
|
|
|
931 |
|
Beazer Homes USA Inc, Cl A * |
|
|
8,491 |
|
|
|
287 |
|
Birkenstock Holding PLC *(A) |
|
|
13,427 |
|
|
|
654 |
|
Bluegreen Vacations Holding Corp, Cl A |
|
|
3,373 |
|
|
|
253 |
|
Carvana Co, Cl A * |
|
|
3,903 |
|
|
|
207 |
|
Cavco Industries Inc * |
|
|
2,255 |
|
|
|
782 |
|
Century Communities Inc |
|
|
8,556 |
|
|
|
780 |
|
Chuy's Holdings Inc * |
|
|
12,700 |
|
|
|
485 |
|
Clarus Corp |
|
|
94,445 |
|
|
|
651 |
|
Dorman Products Inc * |
|
|
7,043 |
|
|
|
587 |
|
Duolingo Inc, Cl A * |
|
|
3,370 |
|
|
|
764 |
|
Everi Holdings Inc * |
|
|
208,340 |
|
|
|
2,348 |
|
First Watch Restaurant Group Inc * |
|
|
30,400 |
|
|
|
611 |
|
Frontdoor Inc * |
|
|
14,496 |
|
|
|
511 |
|
Gap Inc/The |
|
|
30,679 |
|
|
|
641 |
|
G-III Apparel Group Ltd * |
|
|
55,709 |
|
|
|
1,893 |
|
Grand Canyon Education Inc * |
|
|
8,446 |
|
|
|
1,115 |
|
Group 1 Automotive Inc |
|
|
2,668 |
|
|
|
813 |
|
Hibbett Inc |
|
|
1,399 |
|
|
|
101 |
|
Installed Building Products Inc |
|
|
9,023 |
|
|
|
1,650 |
|
KB Home |
|
|
39,755 |
|
|
|
2,483 |
|
Light & Wonder Inc, Cl A * |
|
|
7,385 |
|
|
|
606 |
|
M/I Homes Inc * |
|
|
5,414 |
|
|
|
746 |
|
MDC Holdings Inc |
|
|
11,859 |
|
|
|
655 |
|
Meritage Homes Corp |
|
|
1,779 |
|
|
|
310 |
|
Modine Manufacturing Co * |
|
|
37,897 |
|
|
|
2,262 |
|
Murphy USA Inc |
|
|
2,748 |
|
|
|
980 |
|
National Vision Holdings Inc * |
|
|
50,909 |
|
|
|
1,066 |
|
OneSpaWorld Holdings Ltd * |
|
|
50,328 |
|
|
|
710 |
|
Patrick Industries Inc |
|
|
6,453 |
|
|
|
648 |
|
PlayAGS Inc * |
|
|
233,613 |
|
|
|
1,969 |
|
Sally Beauty Holdings Inc * |
|
|
57,351 |
|
|
|
762 |
|
SharkNinja |
|
|
12,398 |
|
|
|
634 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Signet Jewelers Ltd |
|
|
5,032 |
|
|
$ |
540 |
|
Skechers USA Inc, Cl A * |
|
|
37,065 |
|
|
|
2,311 |
|
Skyline Champion Corp * |
|
|
3,116 |
|
|
|
231 |
|
Stoneridge Inc * |
|
|
107,570 |
|
|
|
2,105 |
|
Stride Inc * |
|
|
33,154 |
|
|
|
1,968 |
|
Toll Brothers Inc |
|
|
8,298 |
|
|
|
853 |
|
TRI Pointe Homes Inc * |
|
|
16,807 |
|
|
|
595 |
|
Upbound Group Inc |
|
|
15,900 |
|
|
|
540 |
|
Urban Outfitters Inc * |
|
|
34,667 |
|
|
|
1,237 |
|
Wingstop Inc, Cl A |
|
|
3,050 |
|
|
|
783 |
|
Worthington Industries Inc |
|
|
8,576 |
|
|
|
494 |
|
WW International Inc * |
|
|
8,103 |
|
|
|
71 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
45,124 |
|
Consumer Staples — 3.3% |
|
|
|
|
Beauty Health Co/The * |
|
|
173,939 |
|
|
|
541 |
|
BellRing Brands Inc * |
|
|
22,012 |
|
|
|
1,220 |
|
Celsius Holdings Inc * |
|
|
8,835 |
|
|
|
482 |
|
Coca-Cola Consolidated Inc |
|
|
246 |
|
|
|
228 |
|
Dole PLC |
|
|
48,138 |
|
|
|
592 |
|
elf Beauty Inc * |
|
|
8,839 |
|
|
|
1,276 |
|
Inter Parfums Inc |
|
|
7,093 |
|
|
|
1,022 |
|
MGP Ingredients Inc |
|
|
9,088 |
|
|
|
895 |
|
Primo Water Corp |
|
|
16,771 |
|
|
|
252 |
|
Sprouts Farmers Market Inc * |
|
|
29,298 |
|
|
|
1,410 |
|
Turning Point Brands Inc |
|
|
100,014 |
|
|
|
2,632 |
|
Utz Brands Inc |
|
|
37,500 |
|
|
|
609 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,159 |
|
Energy — 4.4% |
|
|
|
|
Archrock Inc |
|
|
64,988 |
|
|
|
1,001 |
|
Centrus Energy Corp, Cl A * |
|
|
8,728 |
|
|
|
475 |
|
Chord Energy Corp |
|
|
2,870 |
|
|
|
477 |
|
Civitas Resources Inc |
|
|
20,294 |
|
|
|
1,388 |
|
CVR Energy Inc |
|
|
17,387 |
|
|
|
527 |
|
Gulfport Energy Corp * |
|
|
4,231 |
|
|
|
564 |
|
International Seaways Inc |
|
|
12,755 |
|
|
|
580 |
|
Liberty Energy Inc, Cl A |
|
|
28,540 |
|
|
|
518 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
24,000 |
|
|
|
511 |
|
Newpark Resources Inc, Cl A * |
|
|
170,400 |
|
|
|
1,131 |
|
Oceaneering International Inc, Cl A * |
|
|
8,930 |
|
|
|
190 |
|
Par Pacific Holdings Inc * |
|
|
19,864 |
|
|
|
722 |
|
Peabody Energy Corp |
|
|
20,997 |
|
|
|
511 |
|
Permian Resources Corp, Cl A |
|
|
16,464 |
|
|
|
224 |
|
Scorpio Tankers Inc |
|
|
11,069 |
|
|
|
673 |
|
SFL Corp Ltd |
|
|
37,418 |
|
|
|
422 |
|
Teekay Tankers Ltd, Cl A |
|
|
12,620 |
|
|
|
631 |
|
Tidewater Inc * |
|
|
4,792 |
|
|
|
345 |
|
Uranium Energy * |
|
|
74,101 |
|
|
|
474 |
|
Viper Energy, Cl A |
|
|
53,133 |
|
|
|
1,667 |
|
Weatherford International PLC * |
|
|
19,436 |
|
|
|
1,901 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,932 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Financials — 11.4% |
|
|
|
|
Affirm Holdings Inc, Cl A * |
|
|
14,869 |
|
|
$ |
731 |
|
AvidXchange Holdings Inc * |
|
|
43,000 |
|
|
|
533 |
|
Axos Financial Inc * |
|
|
14,767 |
|
|
|
806 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
4,185 |
|
|
|
104 |
|
Bancorp Inc/The * |
|
|
8,838 |
|
|
|
341 |
|
BankUnited Inc |
|
|
24,289 |
|
|
|
788 |
|
BGC Group, Cl A |
|
|
174,829 |
|
|
|
1,262 |
|
City Holding Co |
|
|
12,176 |
|
|
|
1,343 |
|
Coastal Financial Corp/WA * |
|
|
2,916 |
|
|
|
130 |
|
Customers Bancorp Inc * |
|
|
23,268 |
|
|
|
1,341 |
|
Donnelley Financial Solutions Inc * |
|
|
19,176 |
|
|
|
1,196 |
|
Enact Holdings |
|
|
20,134 |
|
|
|
582 |
|
Evercore Inc, Cl A |
|
|
4,403 |
|
|
|
753 |
|
EVERTEC Inc |
|
|
14,496 |
|
|
|
593 |
|
EZCORP Inc, Cl A * |
|
|
71,305 |
|
|
|
623 |
|
FB Financial Corp |
|
|
15,992 |
|
|
|
637 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
8,982 |
|
|
|
1,718 |
|
FirstCash Holdings Inc |
|
|
6,193 |
|
|
|
671 |
|
Goosehead Insurance Inc, Cl A * |
|
|
6,468 |
|
|
|
490 |
|
Hancock Whitney Corp, Cl A |
|
|
10,602 |
|
|
|
515 |
|
HCI Group Inc |
|
|
7,696 |
|
|
|
673 |
|
Heartland Financial USA Inc |
|
|
13,359 |
|
|
|
502 |
|
Houlihan Lokey Inc, Cl A |
|
|
5,282 |
|
|
|
633 |
|
International Money Express Inc * |
|
|
110,154 |
|
|
|
2,433 |
|
Kinsale Capital Group Inc |
|
|
2,130 |
|
|
|
713 |
|
Lemonade Inc * |
|
|
12,628 |
|
|
|
204 |
|
Live Oak Bancshares Inc |
|
|
26,167 |
|
|
|
1,191 |
|
Merchants Bancorp/IN |
|
|
17,455 |
|
|
|
743 |
|
MGIC Investment Corp |
|
|
34,449 |
|
|
|
665 |
|
Mr Cooper Group Inc * |
|
|
42,561 |
|
|
|
2,772 |
|
Navient Corp |
|
|
24,318 |
|
|
|
453 |
|
NMI Holdings Inc, Cl A * |
|
|
19,220 |
|
|
|
570 |
|
Northwest Bancshares Inc |
|
|
51,343 |
|
|
|
641 |
|
Old National Bancorp/IN, Cl A |
|
|
36,800 |
|
|
|
622 |
|
Pathward Financial Inc |
|
|
11,351 |
|
|
|
601 |
|
Payoneer Global Inc * |
|
|
24,898 |
|
|
|
130 |
|
PennyMac Financial Services Inc |
|
|
11,829 |
|
|
|
1,045 |
|
Peoples Bancorp Inc/OH |
|
|
19,470 |
|
|
|
657 |
|
Preferred Bank/Los Angeles CA |
|
|
9,400 |
|
|
|
687 |
|
PROG Holdings Inc * |
|
|
28,679 |
|
|
|
886 |
|
Radian Group Inc |
|
|
21,342 |
|
|
|
609 |
|
Remitly Global Inc * |
|
|
7,580 |
|
|
|
147 |
|
Skyward Specialty Insurance Group * |
|
|
37,402 |
|
|
|
1,267 |
|
Southern Missouri Bancorp Inc |
|
|
2,012 |
|
|
|
107 |
|
StoneCo Ltd, Cl A * |
|
|
47,287 |
|
|
|
853 |
|
United Bankshares Inc/WV |
|
|
18,918 |
|
|
|
710 |
|
Walker & Dunlop Inc |
|
|
6,257 |
|
|
|
695 |
|
Westamerica BanCorp |
|
|
11,650 |
|
|
|
657 |
|
WisdomTree Inc |
|
|
171,740 |
|
|
|
1,190 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WSFS Financial Corp |
|
|
15,073 |
|
|
$ |
692 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,905 |
|
Health Care — 19.2% |
|
|
|
|
4D Molecular Therapeutics Inc * |
|
|
43,083 |
|
|
|
873 |
|
ACADIA Pharmaceuticals Inc * |
|
|
27,567 |
|
|
|
863 |
|
Addus HomeCare Corp * |
|
|
5,354 |
|
|
|
497 |
|
Alpine Immune Sciences Inc * |
|
|
30,907 |
|
|
|
589 |
|
Amphastar Pharmaceuticals Inc * |
|
|
16,531 |
|
|
|
1,022 |
|
ANI Pharmaceuticals Inc * |
|
|
9,745 |
|
|
|
537 |
|
Arcellx Inc * |
|
|
13,877 |
|
|
|
770 |
|
Arvinas Inc * |
|
|
27,114 |
|
|
|
1,116 |
|
Aurinia Pharmaceuticals Inc * |
|
|
53,626 |
|
|
|
482 |
|
Axogen Inc * |
|
|
162,402 |
|
|
|
1,109 |
|
Axonics Inc * |
|
|
8,423 |
|
|
|
524 |
|
Biohaven Ltd * |
|
|
18,341 |
|
|
|
785 |
|
Blueprint Medicines Corp * |
|
|
18,438 |
|
|
|
1,701 |
|
Bridgebio Pharma Inc * |
|
|
28,059 |
|
|
|
1,133 |
|
Brookdale Senior Living Inc, Cl A * |
|
|
97,364 |
|
|
|
567 |
|
C4 Therapeutics Inc *(A) |
|
|
142,932 |
|
|
|
808 |
|
CareDx Inc * |
|
|
72,593 |
|
|
|
871 |
|
Catalyst Pharmaceuticals Inc * |
|
|
37,553 |
|
|
|
631 |
|
Certara Inc * |
|
|
56,738 |
|
|
|
998 |
|
CONMED Corp |
|
|
7,815 |
|
|
|
856 |
|
Corcept Therapeutics Inc * |
|
|
20,150 |
|
|
|
655 |
|
CorVel Corp * |
|
|
578 |
|
|
|
143 |
|
Crinetics Pharmaceuticals Inc * |
|
|
20,566 |
|
|
|
732 |
|
CVRx Inc * |
|
|
22,278 |
|
|
|
700 |
|
Cymabay Therapeutics Inc * |
|
|
42,641 |
|
|
|
1,007 |
|
Cytokinetics Inc * |
|
|
9,301 |
|
|
|
777 |
|
Definitive Healthcare Corp, Cl A * |
|
|
134,892 |
|
|
|
1,341 |
|
Disc Medicine Inc, Cl A * |
|
|
10,884 |
|
|
|
629 |
|
Ensign Group Inc/The |
|
|
6,253 |
|
|
|
702 |
|
Evolent Health Inc, Cl A * |
|
|
7,665 |
|
|
|
253 |
|
EyePoint Pharmaceuticals Inc * |
|
|
28,708 |
|
|
|
663 |
|
Glaukos Corp * |
|
|
8,487 |
|
|
|
675 |
|
Haemonetics Corp * |
|
|
5,845 |
|
|
|
500 |
|
Harmony Biosciences Holdings Inc * |
|
|
18,571 |
|
|
|
600 |
|
HealthEquity Inc * |
|
|
26,020 |
|
|
|
1,725 |
|
Hims & Hers Health Inc * |
|
|
33,247 |
|
|
|
296 |
|
Ideaya Biosciences * |
|
|
22,712 |
|
|
|
808 |
|
ImmunoGen Inc * |
|
|
23,055 |
|
|
|
684 |
|
Immunovant Inc * |
|
|
22,942 |
|
|
|
967 |
|
Inhibrx Inc * |
|
|
26,149 |
|
|
|
994 |
|
Insmed Inc * |
|
|
26,136 |
|
|
|
810 |
|
Integer Holdings Corp * |
|
|
6,502 |
|
|
|
644 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
22,207 |
|
|
|
1,590 |
|
iTeos Therapeutics Inc * |
|
|
7,324 |
|
|
|
80 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
34,898 |
|
|
|
612 |
|
Lantheus Holdings Inc * |
|
|
16,490 |
|
|
|
1,022 |
|
LifeMD * |
|
|
71,764 |
|
|
|
595 |
|
Ligand Pharmaceuticals Inc * |
|
|
7,840 |
|
|
|
560 |
|
LivaNova PLC * |
|
|
8,778 |
|
|
|
454 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Madrigal Pharmaceuticals Inc * |
|
|
438 |
|
|
$ |
101 |
|
MaxCyte Inc *(A) |
|
|
94,508 |
|
|
|
444 |
|
Medpace Holdings Inc * |
|
|
9,175 |
|
|
|
2,812 |
|
Merit Medical Systems Inc * |
|
|
28,277 |
|
|
|
2,148 |
|
Nevro Corp * |
|
|
48,048 |
|
|
|
1,034 |
|
Nurix Therapeutics Inc * |
|
|
10,070 |
|
|
|
104 |
|
Nuvalent Inc, Cl A * |
|
|
20,753 |
|
|
|
1,527 |
|
Olema Pharmaceuticals * |
|
|
33,686 |
|
|
|
473 |
|
Omnicell Inc * |
|
|
9,642 |
|
|
|
363 |
|
OraSure Technologies Inc * |
|
|
22,964 |
|
|
|
188 |
|
ORIC Pharmaceuticals Inc * |
|
|
88,727 |
|
|
|
816 |
|
Paragon 28 Inc * |
|
|
43,751 |
|
|
|
544 |
|
Pediatrix Medical Group Inc * |
|
|
63,149 |
|
|
|
587 |
|
Phreesia Inc * |
|
|
22,481 |
|
|
|
520 |
|
PMV Pharmaceuticals Inc * |
|
|
223,750 |
|
|
|
694 |
|
PROCEPT BioRobotics Corp * |
|
|
12,227 |
|
|
|
512 |
|
Progyny Inc * |
|
|
16,095 |
|
|
|
598 |
|
QuidelOrtho Corp * |
|
|
28,601 |
|
|
|
2,108 |
|
RadNet Inc * |
|
|
19,637 |
|
|
|
683 |
|
RayzeBio * |
|
|
6,700 |
|
|
|
417 |
|
Relay Therapeutics Inc * |
|
|
72,577 |
|
|
|
799 |
|
RxSight Inc * |
|
|
18,956 |
|
|
|
764 |
|
Scholar Rock Holding Corp * |
|
|
27,051 |
|
|
|
509 |
|
SI-BONE Inc * |
|
|
5,117 |
|
|
|
107 |
|
Silk Road Medical Inc * |
|
|
80,490 |
|
|
|
988 |
|
Soleno Therapeutics * |
|
|
14,634 |
|
|
|
589 |
|
Sonendo Inc * |
|
|
161,953 |
|
|
|
34 |
|
SpringWorks Therapeutics Inc * |
|
|
20,523 |
|
|
|
749 |
|
Structure Therapeutics ADR * |
|
|
17,186 |
|
|
|
701 |
|
Tandem Diabetes Care Inc * |
|
|
49,052 |
|
|
|
1,451 |
|
Tenet Healthcare Corp * |
|
|
6,819 |
|
|
|
515 |
|
TransMedics Group Inc * |
|
|
13,377 |
|
|
|
1,056 |
|
Veracyte Inc * |
|
|
65,871 |
|
|
|
1,812 |
|
Viking Therapeutics Inc * |
|
|
35,017 |
|
|
|
652 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
65,349 |
|
Industrials — 21.8% |
|
|
|
|
AAON Inc |
|
|
10,902 |
|
|
|
805 |
|
ACV Auctions Inc, Cl A * |
|
|
156,511 |
|
|
|
2,371 |
|
Alight Inc, Cl A * |
|
|
382,123 |
|
|
|
3,260 |
|
API Group Corp * |
|
|
30,374 |
|
|
|
1,051 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
9,971 |
|
|
|
1,722 |
|
ArcBest Corp |
|
|
7,274 |
|
|
|
874 |
|
Atkore Inc * |
|
|
1,208 |
|
|
|
193 |
|
Avis Budget Group Inc |
|
|
756 |
|
|
|
134 |
|
AZZ Inc |
|
|
11,709 |
|
|
|
680 |
|
Beacon Roofing Supply Inc * |
|
|
21,660 |
|
|
|
1,885 |
|
Boise Cascade Co |
|
|
12,574 |
|
|
|
1,627 |
|
Brady Corp, Cl A |
|
|
10,856 |
|
|
|
637 |
|
Byrna Technologies Inc *(A) |
|
|
167,730 |
|
|
|
1,072 |
|
CECO Environmental Corp * |
|
|
31,489 |
|
|
|
639 |
|
Cimpress PLC * |
|
|
25,227 |
|
|
|
2,019 |
|
Comfort Systems USA Inc |
|
|
7,478 |
|
|
|
1,538 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Construction Partners Inc, Cl A * |
|
|
17,824 |
|
|
$ |
776 |
|
Core & Main Inc, Cl B * |
|
|
18,740 |
|
|
|
757 |
|
CoreCivic Inc *‡ |
|
|
39,361 |
|
|
|
572 |
|
Crane Co |
|
|
6,836 |
|
|
|
808 |
|
Curtiss-Wright Corp |
|
|
3,143 |
|
|
|
700 |
|
Dycom Industries Inc * |
|
|
7,437 |
|
|
|
856 |
|
Eagle Bulk Shipping Inc |
|
|
2,259 |
|
|
|
125 |
|
Encore Wire Corp |
|
|
3,802 |
|
|
|
812 |
|
Esab Corp |
|
|
8,474 |
|
|
|
734 |
|
ESCO Technologies Inc |
|
|
6,951 |
|
|
|
813 |
|
ExlService Holdings Inc * |
|
|
49,435 |
|
|
|
1,525 |
|
Forrester Research Inc * |
|
|
56,575 |
|
|
|
1,517 |
|
FTAI Aviation Ltd |
|
|
22,455 |
|
|
|
1,042 |
|
GEO Group *‡ |
|
|
14,045 |
|
|
|
152 |
|
Gibraltar Industries Inc * |
|
|
8,402 |
|
|
|
664 |
|
GMS Inc * |
|
|
22,968 |
|
|
|
1,893 |
|
Greenbrier Cos Inc/The |
|
|
15,791 |
|
|
|
698 |
|
Griffon Corp |
|
|
23,666 |
|
|
|
1,442 |
|
H&E Equipment Services Inc |
|
|
11,154 |
|
|
|
584 |
|
Heartland Express Inc |
|
|
50,517 |
|
|
|
720 |
|
Herman Miller Inc |
|
|
19,380 |
|
|
|
517 |
|
Hillenbrand Inc |
|
|
4,333 |
|
|
|
207 |
|
HNI Corp |
|
|
12,492 |
|
|
|
523 |
|
Hudson Technologies Inc * |
|
|
193,813 |
|
|
|
2,615 |
|
Huron Consulting Group Inc * |
|
|
6,268 |
|
|
|
644 |
|
IES Holdings * |
|
|
7,093 |
|
|
|
562 |
|
Janus International Group Inc * |
|
|
58,750 |
|
|
|
767 |
|
John Bean Technologies Corp, Cl A |
|
|
2,251 |
|
|
|
224 |
|
Kadant Inc |
|
|
1,985 |
|
|
|
556 |
|
Kirby Corp * |
|
|
19,317 |
|
|
|
1,516 |
|
Korn Ferry |
|
|
1,896 |
|
|
|
113 |
|
Kratos Defense & Security Solutions Inc * |
|
|
25,702 |
|
|
|
521 |
|
Legalzoom.com Inc * |
|
|
188,682 |
|
|
|
2,132 |
|
Leonardo DRS * |
|
|
37,216 |
|
|
|
746 |
|
Limbach Holdings Inc * |
|
|
2,901 |
|
|
|
132 |
|
Manitowoc Co Inc/The * |
|
|
38,351 |
|
|
|
640 |
|
Matson Inc |
|
|
30,344 |
|
|
|
3,326 |
|
McGrath RentCorp |
|
|
6,090 |
|
|
|
728 |
|
Montrose Environmental Group Inc * |
|
|
33,907 |
|
|
|
1,089 |
|
Moog Inc, Cl A |
|
|
5,007 |
|
|
|
725 |
|
MYR Group Inc * |
|
|
3,915 |
|
|
|
566 |
|
NEXTracker Inc, Cl A * |
|
|
15,004 |
|
|
|
703 |
|
nVent Electric PLC |
|
|
8,010 |
|
|
|
473 |
|
OPENLANE Inc * |
|
|
38,066 |
|
|
|
564 |
|
Parsons Corp * |
|
|
12,026 |
|
|
|
754 |
|
Powell Industries Inc |
|
|
13,789 |
|
|
|
1,219 |
|
Primoris Services Corp |
|
|
19,244 |
|
|
|
639 |
|
RB Global Inc |
|
|
44,716 |
|
|
|
2,991 |
|
REV Group Inc |
|
|
12,189 |
|
|
|
221 |
|
Rush Enterprises Inc, Cl A |
|
|
6,514 |
|
|
|
328 |
|
Safe Bulkers Inc |
|
|
30,960 |
|
|
|
122 |
|
Science Applications International Corp |
|
|
5,363 |
|
|
|
667 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Growth Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Simpson Manufacturing Co Inc |
|
|
5,540 |
|
|
$ |
1,097 |
|
SkyWest Inc * |
|
|
19,771 |
|
|
|
1,032 |
|
SP Plus Corp * |
|
|
15,026 |
|
|
|
770 |
|
SPX Technologies Inc * |
|
|
5,876 |
|
|
|
594 |
|
Sterling Infrastructure Inc * |
|
|
13,273 |
|
|
|
1,167 |
|
Tennant Co |
|
|
7,141 |
|
|
|
662 |
|
Thermon Group Holdings Inc * |
|
|
19,941 |
|
|
|
649 |
|
Transcat Inc * |
|
|
945 |
|
|
|
103 |
|
TriNet Group Inc * |
|
|
5,150 |
|
|
|
612 |
|
Vertiv Holdings Co, Cl A |
|
|
16,481 |
|
|
|
792 |
|
Watts Water Technologies Inc, Cl A |
|
|
3,588 |
|
|
|
748 |
|
XPO Inc * |
|
|
9,151 |
|
|
|
802 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
74,255 |
|
Information Technology — 16.8% |
|
|
|
|
8x8 Inc * |
|
|
412,535 |
|
|
|
1,559 |
|
ACM Research Inc, Cl A * |
|
|
32,714 |
|
|
|
639 |
|
Agilysys Inc * |
|
|
8,472 |
|
|
|
719 |
|
Alkami Technology Inc * |
|
|
88,741 |
|
|
|
2,152 |
|
Allegro MicroSystems Inc * |
|
|
59,958 |
|
|
|
1,815 |
|
Amplitude Inc, Cl A * |
|
|
74,303 |
|
|
|
945 |
|
Appfolio Inc, Cl A * |
|
|
3,309 |
|
|
|
573 |
|
Asana Inc, Cl A * |
|
|
3,000 |
|
|
|
57 |
|
Aurora Innovation, Cl A * |
|
|
28,847 |
|
|
|
126 |
|
AvePoint * |
|
|
79,483 |
|
|
|
653 |
|
Axcelis Technologies Inc * |
|
|
5,628 |
|
|
|
730 |
|
Badger Meter Inc |
|
|
8,569 |
|
|
|
1,323 |
|
Belden Inc |
|
|
3,908 |
|
|
|
302 |
|
Blackbaud Inc, Cl A * |
|
|
17,599 |
|
|
|
1,526 |
|
Braze, Cl A * |
|
|
22,953 |
|
|
|
1,220 |
|
Calix Inc * |
|
|
13,283 |
|
|
|
580 |
|
Cleanspark * |
|
|
61,722 |
|
|
|
681 |
|
Clear Secure, Cl A |
|
|
28,232 |
|
|
|
583 |
|
CommVault Systems * |
|
|
8,802 |
|
|
|
703 |
|
Consensus Cloud Solutions Inc * |
|
|
89,733 |
|
|
|
2,352 |
|
Credo Technology Group Holding Ltd * |
|
|
25,492 |
|
|
|
496 |
|
CS Disco * |
|
|
80,541 |
|
|
|
611 |
|
Daktronics Inc * |
|
|
11,060 |
|
|
|
94 |
|
Elastic NV * |
|
|
6,050 |
|
|
|
682 |
|
Fabrinet * |
|
|
6,559 |
|
|
|
1,248 |
|
Fastly Inc, Cl A * |
|
|
6,943 |
|
|
|
124 |
|
Freshworks, Cl A * |
|
|
6,191 |
|
|
|
145 |
|
Impinj Inc * |
|
|
3,778 |
|
|
|
340 |
|
Informatica Inc, Cl A * |
|
|
31,030 |
|
|
|
881 |
|
Insight Enterprises Inc * |
|
|
9,077 |
|
|
|
1,608 |
|
Instructure Holdings Inc * |
|
|
6,419 |
|
|
|
173 |
|
Intapp Inc * |
|
|
20,648 |
|
|
|
785 |
|
InterDigital Inc |
|
|
7,707 |
|
|
|
837 |
|
JFrog Ltd * |
|
|
22,484 |
|
|
|
778 |
|
Kulicke & Soffa Industries Inc |
|
|
9,924 |
|
|
|
543 |
|
Kyndryl Holdings Inc * |
|
|
36,128 |
|
|
|
751 |
|
LiveRamp Holdings Inc * |
|
|
48,889 |
|
|
|
1,852 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
MACOM Technology Solutions Holdings Inc * |
|
|
11,752 |
|
|
$ |
1,092 |
|
Mirion Technologies Inc, Cl A * |
|
|
264,272 |
|
|
|
2,709 |
|
Nutanix Inc, Cl A * |
|
|
22,717 |
|
|
|
1,083 |
|
Onto Innovation Inc * |
|
|
6,461 |
|
|
|
988 |
|
OSI Systems Inc * |
|
|
5,320 |
|
|
|
687 |
|
PagerDuty Inc * |
|
|
94,556 |
|
|
|
2,189 |
|
PDF Solutions Inc * |
|
|
16,746 |
|
|
|
538 |
|
PowerSchool Holdings Inc, Cl A * |
|
|
27,264 |
|
|
|
642 |
|
Progress Software Corp |
|
|
10,100 |
|
|
|
549 |
|
Q2 Holdings Inc * |
|
|
20,549 |
|
|
|
892 |
|
Qualys Inc * |
|
|
15,879 |
|
|
|
3,117 |
|
Rambus Inc * |
|
|
14,770 |
|
|
|
1,008 |
|
SEMrush Holdings, Cl A * |
|
|
17,863 |
|
|
|
244 |
|
SentinelOne Inc, Cl A * |
|
|
28,350 |
|
|
|
778 |
|
Silicon Laboratories Inc * |
|
|
531 |
|
|
|
70 |
|
SolarWinds Corp * |
|
|
108,695 |
|
|
|
1,358 |
|
Sprinklr Inc, Cl A * |
|
|
36,493 |
|
|
|
439 |
|
SPS Commerce Inc * |
|
|
6,057 |
|
|
|
1,174 |
|
Super Micro Computer Inc * |
|
|
6,578 |
|
|
|
1,870 |
|
TTM Technologies Inc * |
|
|
44,297 |
|
|
|
700 |
|
Universal Display Corp |
|
|
2,766 |
|
|
|
529 |
|
Varonis Systems Inc, Cl B * |
|
|
23,302 |
|
|
|
1,055 |
|
Veeco Instruments Inc * |
|
|
23,726 |
|
|
|
736 |
|
Vertex Inc, Cl A * |
|
|
28,716 |
|
|
|
774 |
|
Xerox Holdings Corp |
|
|
37,843 |
|
|
|
694 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
57,101 |
|
Materials — 2.4% |
|
|
|
|
Alpha Metallurgical Resources Inc |
|
|
1,642 |
|
|
|
556 |
|
Aspen Aerogels Inc * |
|
|
98,660 |
|
|
|
1,557 |
|
Carpenter Technology Corp |
|
|
19,657 |
|
|
|
1,392 |
|
Koppers Holdings Inc |
|
|
14,135 |
|
|
|
724 |
|
Orion SA |
|
|
11,032 |
|
|
|
306 |
|
Quaker Chemical Corp |
|
|
3,368 |
|
|
|
719 |
|
Ramaco Resources, Cl A |
|
|
32,398 |
|
|
|
557 |
|
Ranpak Holdings Corp, Cl A * |
|
|
207,022 |
|
|
|
1,205 |
|
Summit Materials Inc, Cl A * |
|
|
16,253 |
|
|
|
625 |
|
TimkenSteel Corp * |
|
|
27,487 |
|
|
|
644 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,285 |
|
Real Estate — 2.4% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
42,232 |
|
|
|
718 |
|
Alexander & Baldwin Inc ‡ |
|
|
10,340 |
|
|
|
197 |
|
American Assets Trust Inc ‡ |
|
|
28,809 |
|
|
|
648 |
|
Centerspace ‡ |
|
|
10,569 |
|
|
|
615 |
|
COPT Defense Properties ‡ |
|
|
22,909 |
|
|
|
587 |
|
Forestar Group Inc * |
|
|
3,252 |
|
|
|
108 |
|
Getty Realty Corp ‡ |
|
|
17,871 |
|
|
|
522 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
7,266 |
|
|
|
733 |
|
Macerich Co/The ‡ |
|
|
45,193 |
|
|
|
697 |
|
Newmark Group Inc, Cl A |
|
|
36,897 |
|
|
|
404 |
|
Plymouth Industrial REIT Inc ‡ |
|
|
29,676 |
|
|
|
714 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Small Cap Growth Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tanger Factory Outlet Centers Inc ‡ |
|
|
53,600 |
|
|
$ |
1,486 |
|
Terreno Realty Corp ‡ |
|
|
10,156 |
|
|
|
636 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,065 |
|
Utilities — 0.9% |
|
|
|
|
Avista Corp |
|
|
15,899 |
|
|
|
568 |
|
Consolidated Water Co Ltd |
|
|
2,771 |
|
|
|
99 |
|
New Jersey Resources Corp |
|
|
11,557 |
|
|
|
515 |
|
Northwest Natural Holding Co |
|
|
10,655 |
|
|
|
415 |
|
Otter Tail Corp |
|
|
11,414 |
|
|
|
970 |
|
Pure Cycle Corp * |
|
|
53,892 |
|
|
|
564 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,131 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $278,505) ($ Thousands) |
|
|
|
|
|
|
338,035 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.9% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
3,069,138 |
|
|
|
3,064 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $3,069) ($ Thousands) |
|
|
3,064 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 1.0% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
3,372,298 |
|
|
$ |
3,372 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,372) ($ Thousands) |
|
|
|
|
|
|
3,372 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.2% |
|
|
|
|
|
|
|
|
(Cost $284,946) ($ Thousands) |
|
$ |
344,471 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $340,447 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $3,064 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,403 |
|
|
$ |
5,325 |
|
|
$ |
(4,663 |
) |
|
$ |
— |
|
|
$ |
(1 |
) |
|
$ |
3,064 |
|
|
$ |
21 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
3,887 |
|
|
|
19,110 |
|
|
|
(19,625 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,372 |
|
|
|
56 |
|
|
|
— |
|
Totals |
|
$ |
6,290 |
|
|
$ |
24,435 |
|
|
$ |
(24,288 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
|
$ |
6,436 |
|
|
$ |
77 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 99.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 4.0% |
|
|
|
|
Cinemark Holdings Inc * |
|
|
424,706 |
|
|
$ |
5,984 |
|
Cogent Communications Holdings Inc |
|
|
12,431 |
|
|
|
946 |
|
EchoStar Corp, Cl A * |
|
|
37,075 |
|
|
|
614 |
|
Electronic Arts Inc |
|
|
2,290 |
|
|
|
313 |
|
Eventbrite Inc, Cl A * |
|
|
95,148 |
|
|
|
795 |
|
IAC Inc * |
|
|
3,105 |
|
|
|
163 |
|
Interpublic Group of Cos Inc/The |
|
|
24,754 |
|
|
|
808 |
|
Iridium Communications Inc |
|
|
8,370 |
|
|
|
345 |
|
John Wiley & Sons Inc, Cl A |
|
|
17,159 |
|
|
|
545 |
|
Lions Gate Entertainment Corp, Cl A * |
|
|
32,962 |
|
|
|
359 |
|
Match Group Inc * |
|
|
1,449 |
|
|
|
53 |
|
Nexstar Media Group Inc, Cl A |
|
|
67,851 |
|
|
|
10,636 |
|
Shutterstock Inc |
|
|
14,686 |
|
|
|
709 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
3,431 |
|
|
|
552 |
|
TKO Group Holdings Inc, Cl A |
|
|
33,577 |
|
|
|
2,739 |
|
Ziff Davis Inc * |
|
|
112,296 |
|
|
|
7,545 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,106 |
|
Consumer Discretionary — 9.6% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
3,827 |
|
|
|
338 |
|
Accel Entertainment Inc, Cl A * |
|
|
39,410 |
|
|
|
405 |
|
Advance Auto Parts Inc |
|
|
42,819 |
|
|
|
2,613 |
|
American Eagle Outfitters Inc |
|
|
12,590 |
|
|
|
266 |
|
Asbury Automotive Group Inc * |
|
|
3,907 |
|
|
|
879 |
|
AutoNation Inc * |
|
|
1,730 |
|
|
|
260 |
|
Bloomin' Brands Inc |
|
|
216,720 |
|
|
|
6,101 |
|
Bright Horizons Family Solutions Inc * |
|
|
1,538 |
|
|
|
145 |
|
Brinker International Inc * |
|
|
215,582 |
|
|
|
9,309 |
|
Carrols Restaurant Group Inc |
|
|
355,436 |
|
|
|
2,801 |
|
Carter's Inc |
|
|
13,757 |
|
|
|
1,030 |
|
Coursera Inc * |
|
|
68,450 |
|
|
|
1,326 |
|
Dave & Buster's Entertainment Inc * |
|
|
43,840 |
|
|
|
2,361 |
|
Deckers Outdoor Corp * |
|
|
2,797 |
|
|
|
1,870 |
|
Duolingo Inc, Cl A * |
|
|
9,465 |
|
|
|
2,147 |
|
Etsy Inc * |
|
|
6,503 |
|
|
|
527 |
|
Frontdoor Inc * |
|
|
21,087 |
|
|
|
743 |
|
Group 1 Automotive Inc |
|
|
4,472 |
|
|
|
1,363 |
|
Haverty Furniture Cos Inc |
|
|
17,831 |
|
|
|
633 |
|
Helen of Troy Ltd * |
|
|
8,526 |
|
|
|
1,030 |
|
Hibbett Inc |
|
|
17,681 |
|
|
|
1,273 |
|
LCI Industries |
|
|
16,429 |
|
|
|
2,065 |
|
Lithia Motors Inc, Cl A |
|
|
24,454 |
|
|
|
8,052 |
|
LKQ Corp |
|
|
44,011 |
|
|
|
2,103 |
|
Modine Manufacturing Co * |
|
|
73,025 |
|
|
|
4,360 |
|
Murphy USA Inc |
|
|
5,255 |
|
|
|
1,874 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
3,893 |
|
|
|
295 |
|
Penske Automotive Group Inc, Cl A |
|
|
386 |
|
|
|
62 |
|
Pool Corp |
|
|
14,024 |
|
|
|
5,591 |
|
Skechers USA Inc, Cl A * |
|
|
19,536 |
|
|
|
1,218 |
|
Stride Inc * |
|
|
38,570 |
|
|
|
2,290 |
|
Taylor Morrison Home Corp, Cl A * |
|
|
45,726 |
|
|
|
2,439 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Udemy Inc * |
|
|
58,915 |
|
|
$ |
868 |
|
Universal Technical Institute Inc * |
|
|
18,282 |
|
|
|
229 |
|
Urban Outfitters Inc * |
|
|
150,997 |
|
|
|
5,389 |
|
Vail Resorts Inc |
|
|
9,517 |
|
|
|
2,032 |
|
Victoria's Secret & Co * |
|
|
88,282 |
|
|
|
2,343 |
|
Whirlpool Corp |
|
|
3,320 |
|
|
|
404 |
|
Williams-Sonoma Inc |
|
|
2,639 |
|
|
|
532 |
|
Winmark Corp |
|
|
1,329 |
|
|
|
555 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
80,121 |
|
Consumer Staples — 5.2% |
|
|
|
|
BellRing Brands Inc * |
|
|
10,378 |
|
|
|
575 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
21,678 |
|
|
|
1,445 |
|
Cal-Maine Foods Inc |
|
|
80 |
|
|
|
5 |
|
Casey's General Stores Inc |
|
|
3,155 |
|
|
|
867 |
|
Central Garden & Pet Co, Cl A * |
|
|
15,496 |
|
|
|
683 |
|
Coca-Cola Consolidated Inc |
|
|
2,500 |
|
|
|
2,321 |
|
Darling Ingredients Inc * |
|
|
16,819 |
|
|
|
838 |
|
elf Beauty Inc * |
|
|
11,364 |
|
|
|
1,640 |
|
Flowers Foods Inc |
|
|
23,770 |
|
|
|
535 |
|
Fresh Del Monte Produce Inc |
|
|
14,071 |
|
|
|
369 |
|
Freshpet Inc * |
|
|
8,866 |
|
|
|
769 |
|
Ingles Markets Inc, Cl A |
|
|
6,621 |
|
|
|
572 |
|
Ingredion Inc |
|
|
14,851 |
|
|
|
1,612 |
|
J & J Snack Foods Corp |
|
|
7,030 |
|
|
|
1,175 |
|
J M Smucker Co/The |
|
|
2,328 |
|
|
|
294 |
|
John B Sanfilippo & Son Inc |
|
|
5,357 |
|
|
|
552 |
|
Kroger Co/The |
|
|
6,156 |
|
|
|
281 |
|
Medifast Inc |
|
|
37,904 |
|
|
|
2,548 |
|
Nature's Sunshine Products Inc * |
|
|
31,291 |
|
|
|
541 |
|
Pilgrim's Pride Corp * |
|
|
278,987 |
|
|
|
7,717 |
|
PriceSmart Inc |
|
|
12,015 |
|
|
|
911 |
|
Primo Water Corp |
|
|
86,629 |
|
|
|
1,304 |
|
Seaboard Corp |
|
|
144 |
|
|
|
514 |
|
Seneca Foods Corp, Cl A * |
|
|
315 |
|
|
|
17 |
|
Sovos Brands Inc * |
|
|
55,054 |
|
|
|
1,213 |
|
Spectrum Brands Holdings Inc |
|
|
75,995 |
|
|
|
6,062 |
|
Sprouts Farmers Market Inc * |
|
|
27,834 |
|
|
|
1,339 |
|
Universal Corp/VA |
|
|
18,077 |
|
|
|
1,217 |
|
US Foods Holding Corp * |
|
|
10,313 |
|
|
|
468 |
|
USANA Health Sciences Inc * |
|
|
4,731 |
|
|
|
254 |
|
Village Super Market Inc, Cl A |
|
|
16,517 |
|
|
|
433 |
|
Vita Coco Co Inc/The * |
|
|
32,446 |
|
|
|
832 |
|
Vital Farms Inc * |
|
|
77,527 |
|
|
|
1,216 |
|
Weis Markets Inc |
|
|
27,069 |
|
|
|
1,731 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,850 |
|
Energy — 5.1% |
|
|
|
|
Archrock Inc |
|
|
16,343 |
|
|
|
252 |
|
Ardmore Shipping Corp |
|
|
27,181 |
|
|
|
383 |
|
ChampionX Corp |
|
|
14,821 |
|
|
|
433 |
|
CNX Resources Corp * |
|
|
16,326 |
|
|
|
326 |
|
Coterra Energy Inc |
|
|
69,602 |
|
|
|
1,776 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Delek US Holdings Inc |
|
|
331,230 |
|
|
$ |
8,546 |
|
DHT Holdings Inc |
|
|
83,305 |
|
|
|
817 |
|
Diamond Offshore Drilling Inc * |
|
|
101,714 |
|
|
|
1,322 |
|
Diamondback Energy Inc, Cl A |
|
|
12,076 |
|
|
|
1,873 |
|
DT Midstream Inc |
|
|
75,095 |
|
|
|
4,115 |
|
Golar LNG Ltd |
|
|
5,175 |
|
|
|
119 |
|
Gulfport Energy Corp * |
|
|
11,603 |
|
|
|
1,545 |
|
HF Sinclair Corp |
|
|
40,000 |
|
|
|
2,223 |
|
International Seaways Inc |
|
|
21,180 |
|
|
|
963 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
80,870 |
|
|
|
1,722 |
|
Marathon Petroleum Corp |
|
|
7,296 |
|
|
|
1,082 |
|
Par Pacific Holdings Inc * |
|
|
21,115 |
|
|
|
768 |
|
Pioneer Natural Resources Co |
|
|
3,254 |
|
|
|
732 |
|
Southwestern Energy Co * |
|
|
659,689 |
|
|
|
4,321 |
|
TechnipFMC PLC |
|
|
164,634 |
|
|
|
3,316 |
|
Teekay Corp * |
|
|
107,083 |
|
|
|
766 |
|
Teekay Tankers Ltd, Cl A |
|
|
23,249 |
|
|
|
1,162 |
|
Tidewater Inc * |
|
|
18,164 |
|
|
|
1,310 |
|
Viper Energy Inc, Cl A |
|
|
71,469 |
|
|
|
2,243 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
42,115 |
|
Financials — 18.2% |
|
|
|
|
1st Source Corp |
|
|
7,047 |
|
|
|
387 |
|
Allstate Corp/The |
|
|
990 |
|
|
|
139 |
|
American Equity Investment Life Holding Co * |
|
|
40,116 |
|
|
|
2,238 |
|
American Financial Group Inc/OH |
|
|
13,674 |
|
|
|
1,626 |
|
Ameriprise Financial Inc |
|
|
4,701 |
|
|
|
1,786 |
|
Arch Capital Group Ltd * |
|
|
10,008 |
|
|
|
743 |
|
Axos Financial Inc * |
|
|
48,113 |
|
|
|
2,627 |
|
Bain Capital Specialty Finance Inc |
|
|
123,828 |
|
|
|
1,866 |
|
Banc of California Inc |
|
|
139,984 |
|
|
|
1,880 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
26,811 |
|
|
|
663 |
|
Bank OZK |
|
|
55,988 |
|
|
|
2,790 |
|
BankUnited Inc |
|
|
6,774 |
|
|
|
220 |
|
BGC Group Inc, Cl A |
|
|
1,099,126 |
|
|
|
7,936 |
|
Cambridge Bancorp |
|
|
2,114 |
|
|
|
147 |
|
Cantaloupe Inc * |
|
|
139,710 |
|
|
|
1,035 |
|
Capital City Bank Group Inc |
|
|
9,652 |
|
|
|
284 |
|
Cass Information Systems Inc |
|
|
8,453 |
|
|
|
381 |
|
Cboe Global Markets Inc |
|
|
3,600 |
|
|
|
643 |
|
City Holding Co |
|
|
9,869 |
|
|
|
1,088 |
|
CNO Financial Group Inc |
|
|
301,615 |
|
|
|
8,415 |
|
Columbia Banking System Inc |
|
|
348,793 |
|
|
|
9,306 |
|
Comerica Inc |
|
|
6,969 |
|
|
|
389 |
|
Community Trust Bancorp Inc |
|
|
21,646 |
|
|
|
949 |
|
Diamond Hill Investment Group Inc |
|
|
2,001 |
|
|
|
331 |
|
Donnelley Financial Solutions Inc * |
|
|
39,415 |
|
|
|
2,458 |
|
Eagle Bancorp Inc |
|
|
21,162 |
|
|
|
638 |
|
Employers Holdings Inc |
|
|
17,888 |
|
|
|
705 |
|
Enova International Inc * |
|
|
9,200 |
|
|
|
509 |
|
Enstar Group Ltd * |
|
|
314 |
|
|
|
92 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Essent Group Ltd |
|
|
17,254 |
|
|
$ |
910 |
|
Euronet Worldwide Inc * |
|
|
60,730 |
|
|
|
6,163 |
|
Everest Group Ltd |
|
|
6,060 |
|
|
|
2,143 |
|
EVERTEC Inc |
|
|
55,000 |
|
|
|
2,252 |
|
Federal Agricultural Mortgage Corp, Cl C |
|
|
1,256 |
|
|
|
240 |
|
Financial Institutions Inc |
|
|
38,747 |
|
|
|
825 |
|
First American Financial Corp |
|
|
3,200 |
|
|
|
206 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
775 |
|
|
|
1,100 |
|
First Commonwealth Financial Corp |
|
|
316,920 |
|
|
|
4,893 |
|
First Community Bankshares Inc |
|
|
66,479 |
|
|
|
2,466 |
|
First Interstate BancSystem Inc, Cl A |
|
|
51,000 |
|
|
|
1,568 |
|
First Merchants Corp |
|
|
43,616 |
|
|
|
1,617 |
|
FirstCash Holdings Inc |
|
|
12,666 |
|
|
|
1,373 |
|
Flywire Corp * |
|
|
15,233 |
|
|
|
353 |
|
FNB Corp/PA |
|
|
494,669 |
|
|
|
6,812 |
|
GCM Grosvenor Inc |
|
|
76,518 |
|
|
|
686 |
|
Global Payments Inc |
|
|
1,009 |
|
|
|
128 |
|
Goosehead Insurance Inc, Cl A * |
|
|
2,366 |
|
|
|
179 |
|
Great Southern Bancorp Inc |
|
|
13,042 |
|
|
|
774 |
|
Hamilton Lane Inc, Cl A |
|
|
9,000 |
|
|
|
1,021 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
25,705 |
|
|
|
3,121 |
|
Heritage Insurance Holdings Inc * |
|
|
236,450 |
|
|
|
1,542 |
|
HomeTrust Bancshares Inc |
|
|
4,975 |
|
|
|
134 |
|
Horace Mann Educators Corp, Cl A |
|
|
66,934 |
|
|
|
2,189 |
|
Independent Bank Corp/MI |
|
|
12,857 |
|
|
|
335 |
|
Jackson Financial Inc, Cl A |
|
|
160,532 |
|
|
|
8,219 |
|
KeyCorp |
|
|
110,042 |
|
|
|
1,585 |
|
Lincoln National Corp |
|
|
309,674 |
|
|
|
8,352 |
|
MarketAxess Holdings Inc |
|
|
350 |
|
|
|
102 |
|
Merchants Bancorp/IN |
|
|
59,391 |
|
|
|
2,529 |
|
MidWestOne Financial Group Inc |
|
|
30,180 |
|
|
|
812 |
|
Nelnet Inc, Cl A |
|
|
7,668 |
|
|
|
676 |
|
NMI Holdings Inc, Cl A * |
|
|
16,031 |
|
|
|
476 |
|
OFG Bancorp |
|
|
133,441 |
|
|
|
5,001 |
|
Old National Bancorp/IN, Cl A |
|
|
213,777 |
|
|
|
3,611 |
|
Oscar Health Inc, Cl A * |
|
|
122,726 |
|
|
|
1,123 |
|
Pacific Premier Bancorp Inc |
|
|
115,527 |
|
|
|
3,363 |
|
Patria Investments Inc, Cl A |
|
|
6,734 |
|
|
|
104 |
|
Paymentus Holdings Inc, Cl A * |
|
|
102,307 |
|
|
|
1,828 |
|
Peoples Bancorp Inc/OH |
|
|
7,310 |
|
|
|
247 |
|
PJT Partners Inc, Cl A |
|
|
14,364 |
|
|
|
1,463 |
|
Popular Inc |
|
|
11,261 |
|
|
|
924 |
|
Preferred Bank/Los Angeles CA |
|
|
13,055 |
|
|
|
954 |
|
Reinsurance Group of America Inc, Cl A |
|
|
7,938 |
|
|
|
1,284 |
|
Remitly Global Inc * |
|
|
92,754 |
|
|
|
1,801 |
|
RenaissanceRe Holdings Ltd |
|
|
4,308 |
|
|
|
844 |
|
Republic Bancorp Inc/KY, Cl A |
|
|
17,019 |
|
|
|
939 |
|
Selective Insurance Group Inc |
|
|
19,688 |
|
|
|
1,959 |
|
Sierra Bancorp |
|
|
10,091 |
|
|
|
228 |
|
Starwood Property Trust Inc ‡ |
|
|
244,158 |
|
|
|
5,132 |
|
Westamerica BanCorp |
|
|
18,168 |
|
|
|
1,025 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zions Bancorp NA |
|
|
40,657 |
|
|
$ |
1,784 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
151,666 |
|
Health Care — 13.9% |
|
|
|
|
ACADIA Pharmaceuticals Inc * |
|
|
101,251 |
|
|
|
3,170 |
|
ADMA Biologics Inc * |
|
|
263,628 |
|
|
|
1,192 |
|
Akero Therapeutics Inc * |
|
|
15,000 |
|
|
|
350 |
|
Alkermes PLC * |
|
|
68,608 |
|
|
|
1,903 |
|
Amicus Therapeutics Inc * |
|
|
145,001 |
|
|
|
2,058 |
|
AMN Healthcare Services Inc * |
|
|
39,483 |
|
|
|
2,956 |
|
Amphastar Pharmaceuticals Inc * |
|
|
39,594 |
|
|
|
2,449 |
|
ANI Pharmaceuticals Inc * |
|
|
36,413 |
|
|
|
2,008 |
|
Anika Therapeutics Inc * |
|
|
49,576 |
|
|
|
1,123 |
|
Ascendis Pharma A/S ADR * |
|
|
10,262 |
|
|
|
1,292 |
|
AtriCure Inc * |
|
|
8,762 |
|
|
|
313 |
|
Aura Biosciences Inc * |
|
|
23,641 |
|
|
|
209 |
|
Avanos Medical Inc * |
|
|
19,405 |
|
|
|
435 |
|
Avista Public Acquisition Corp II, Cl W * |
|
|
67,355 |
|
|
|
416 |
|
Axonics Inc * |
|
|
10,000 |
|
|
|
622 |
|
BioCryst Pharmaceuticals Inc * |
|
|
31,250 |
|
|
|
187 |
|
Biohaven Ltd * |
|
|
7,698 |
|
|
|
329 |
|
Bioventus Inc, Cl A * |
|
|
60,000 |
|
|
|
316 |
|
Catalyst Pharmaceuticals Inc * |
|
|
41,058 |
|
|
|
690 |
|
Cencora Inc, Cl A |
|
|
4,713 |
|
|
|
968 |
|
Charles River Laboratories International Inc * |
|
|
7,525 |
|
|
|
1,779 |
|
Chemed Corp |
|
|
5,665 |
|
|
|
3,313 |
|
Collegium Pharmaceutical Inc * |
|
|
141,833 |
|
|
|
4,366 |
|
Corcept Therapeutics Inc * |
|
|
24,000 |
|
|
|
780 |
|
CorVel Corp * |
|
|
3,132 |
|
|
|
774 |
|
Crinetics Pharmaceuticals Inc * |
|
|
6,227 |
|
|
|
222 |
|
Cross Country Healthcare Inc * |
|
|
51,370 |
|
|
|
1,163 |
|
Cullinan Oncology Inc * |
|
|
9,439 |
|
|
|
96 |
|
CVRx Inc * |
|
|
36,296 |
|
|
|
1,141 |
|
Cymabay Therapeutics Inc * |
|
|
57,644 |
|
|
|
1,362 |
|
Doximity Inc, Cl A * |
|
|
67,559 |
|
|
|
1,894 |
|
Edgewise Therapeutics Inc * |
|
|
61,045 |
|
|
|
668 |
|
Encompass Health Corp |
|
|
19,928 |
|
|
|
1,330 |
|
Enovis Corp * |
|
|
68,384 |
|
|
|
3,831 |
|
Ensign Group Inc/The |
|
|
4,885 |
|
|
|
548 |
|
Establishment Labs Holdings Inc * |
|
|
8,780 |
|
|
|
227 |
|
Globus Medical Inc, Cl A * |
|
|
14,804 |
|
|
|
789 |
|
GoodRx Holdings Inc, Cl A * |
|
|
180,764 |
|
|
|
1,211 |
|
Guardant Health Inc * |
|
|
36,271 |
|
|
|
981 |
|
Haemonetics Corp * |
|
|
18,602 |
|
|
|
1,591 |
|
Harmony Biosciences Holdings Inc * |
|
|
9,936 |
|
|
|
321 |
|
HealthEquity Inc * |
|
|
15,081 |
|
|
|
1,000 |
|
HealthStream Inc |
|
|
61,213 |
|
|
|
1,655 |
|
Hims & Hers Health Inc * |
|
|
148,456 |
|
|
|
1,321 |
|
ICON PLC * |
|
|
7,886 |
|
|
|
2,232 |
|
ICU Medical Inc * |
|
|
5,669 |
|
|
|
565 |
|
IDEXX Laboratories Inc * |
|
|
458 |
|
|
|
254 |
|
ImmunoGen Inc * |
|
|
41,360 |
|
|
|
1,226 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Incyte Corp * |
|
|
3,300 |
|
|
$ |
207 |
|
Inmode Ltd * |
|
|
214,819 |
|
|
|
4,778 |
|
Insmed Inc * |
|
|
22,493 |
|
|
|
697 |
|
Integra LifeSciences Holdings Corp * |
|
|
143,571 |
|
|
|
6,253 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
10,000 |
|
|
|
716 |
|
Ionis Pharmaceuticals Inc * |
|
|
6,047 |
|
|
|
306 |
|
Iovance Biotherapeutics Inc * |
|
|
36,720 |
|
|
|
299 |
|
iRadimed Corp |
|
|
12,610 |
|
|
|
599 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
44,052 |
|
|
|
504 |
|
Jazz Pharmaceuticals PLC * |
|
|
5,000 |
|
|
|
615 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
31,021 |
|
|
|
544 |
|
LeMaitre Vascular Inc |
|
|
21,975 |
|
|
|
1,247 |
|
Ligand Pharmaceuticals Inc * |
|
|
15,446 |
|
|
|
1,103 |
|
LivaNova PLC * |
|
|
66,167 |
|
|
|
3,423 |
|
Masimo Corp * |
|
|
3,863 |
|
|
|
453 |
|
Medpace Holdings Inc * |
|
|
12,810 |
|
|
|
3,927 |
|
Merit Medical Systems Inc * |
|
|
17,000 |
|
|
|
1,291 |
|
Mettler-Toledo International Inc * |
|
|
411 |
|
|
|
499 |
|
National HealthCare Corp |
|
|
4,888 |
|
|
|
452 |
|
NeoGenomics Inc * |
|
|
79,466 |
|
|
|
1,286 |
|
Neurocrine Biosciences Inc * |
|
|
11,777 |
|
|
|
1,552 |
|
OmniAB Inc * |
|
|
11,714 |
|
|
|
— |
|
Option Care Health Inc * |
|
|
40,000 |
|
|
|
1,348 |
|
OraSure Technologies Inc * |
|
|
166,742 |
|
|
|
1,367 |
|
Pacira BioSciences Inc * |
|
|
44,489 |
|
|
|
1,501 |
|
Penumbra Inc * |
|
|
1,427 |
|
|
|
359 |
|
Perrigo Co PLC |
|
|
16,772 |
|
|
|
540 |
|
Phibro Animal Health Corp, Cl A |
|
|
27,283 |
|
|
|
316 |
|
Phreesia Inc * |
|
|
9,510 |
|
|
|
220 |
|
Premier Inc, Cl A |
|
|
44,605 |
|
|
|
997 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
46,904 |
|
|
|
2,871 |
|
Puma Biotechnology Inc * |
|
|
172,696 |
|
|
|
748 |
|
Quanterix Corp * |
|
|
35,906 |
|
|
|
982 |
|
QuidelOrtho Corp * |
|
|
12,373 |
|
|
|
912 |
|
Revance Therapeutics Inc * |
|
|
25,252 |
|
|
|
222 |
|
Revvity Inc |
|
|
12,707 |
|
|
|
1,389 |
|
Select Medical Holdings Corp |
|
|
33,602 |
|
|
|
790 |
|
SI-BONE Inc * |
|
|
30,011 |
|
|
|
630 |
|
Supernus Pharmaceuticals Inc * |
|
|
38,026 |
|
|
|
1,100 |
|
Surmodics Inc * |
|
|
28,095 |
|
|
|
1,021 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
25,554 |
|
|
|
1,068 |
|
Teleflex Inc |
|
|
3,980 |
|
|
|
992 |
|
Tenet Healthcare Corp * |
|
|
6,108 |
|
|
|
462 |
|
Theravance Biopharma Inc * |
|
|
30,242 |
|
|
|
340 |
|
UFP Technologies Inc * |
|
|
6,094 |
|
|
|
1,048 |
|
United Therapeutics Corp * |
|
|
7,055 |
|
|
|
1,551 |
|
Utah Medical Products Inc |
|
|
3,934 |
|
|
|
331 |
|
Varex Imaging Corp * |
|
|
31,710 |
|
|
|
650 |
|
Viemed Healthcare Inc * |
|
|
122,739 |
|
|
|
964 |
|
Voyager Therapeutics Inc * |
|
|
89,195 |
|
|
|
753 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
115,849 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industrials — 18.1% |
|
|
|
|
A O Smith Corp |
|
|
4,400 |
|
|
$ |
363 |
|
AAON Inc |
|
|
24,624 |
|
|
|
1,819 |
|
AAR Corp * |
|
|
15,000 |
|
|
|
936 |
|
ABM Industries Inc |
|
|
80,284 |
|
|
|
3,599 |
|
ACCO Brands Corp |
|
|
414,648 |
|
|
|
2,521 |
|
Acuity Brands Inc |
|
|
2,320 |
|
|
|
475 |
|
Advanced Drainage Systems Inc |
|
|
15,809 |
|
|
|
2,223 |
|
AECOM |
|
|
13,579 |
|
|
|
1,255 |
|
AeroVironment Inc * |
|
|
8,052 |
|
|
|
1,015 |
|
Alamo Group Inc |
|
|
3,073 |
|
|
|
646 |
|
Apogee Enterprises Inc |
|
|
8,561 |
|
|
|
457 |
|
Applied Industrial Technologies Inc, Cl A |
|
|
12,000 |
|
|
|
2,072 |
|
Astec Industries Inc |
|
|
44,613 |
|
|
|
1,660 |
|
Barnes Group Inc |
|
|
74,786 |
|
|
|
2,440 |
|
Barrett Business Services Inc |
|
|
2,176 |
|
|
|
252 |
|
Boise Cascade Co |
|
|
4,228 |
|
|
|
547 |
|
Bowman Consulting Group Ltd, Cl A * |
|
|
13,427 |
|
|
|
477 |
|
Brink's Co/The |
|
|
1,514 |
|
|
|
133 |
|
Broadridge Financial Solutions Inc |
|
|
1,700 |
|
|
|
350 |
|
Builders FirstSource Inc * |
|
|
9,855 |
|
|
|
1,645 |
|
BWX Technologies Inc, Cl W |
|
|
92,285 |
|
|
|
7,081 |
|
CACI International Inc, Cl A * |
|
|
1,073 |
|
|
|
347 |
|
Casella Waste Systems Inc, Cl A * |
|
|
5,000 |
|
|
|
427 |
|
CBIZ Inc * |
|
|
13,842 |
|
|
|
866 |
|
CECO Environmental Corp * |
|
|
52,254 |
|
|
|
1,060 |
|
Cintas Corp |
|
|
3,186 |
|
|
|
1,920 |
|
Clean Harbors Inc * |
|
|
7,022 |
|
|
|
1,225 |
|
Construction Partners Inc, Cl A * |
|
|
10,288 |
|
|
|
448 |
|
CRA International Inc |
|
|
11,678 |
|
|
|
1,154 |
|
CSG Systems International Inc |
|
|
16,685 |
|
|
|
888 |
|
CSW Industrials Inc |
|
|
1,824 |
|
|
|
378 |
|
Curtiss-Wright Corp |
|
|
12,804 |
|
|
|
2,853 |
|
Ducommun Inc * |
|
|
8,335 |
|
|
|
434 |
|
EMCOR Group Inc |
|
|
17,604 |
|
|
|
3,792 |
|
EnerSys |
|
|
5,194 |
|
|
|
524 |
|
Esab Corp |
|
|
75,081 |
|
|
|
6,504 |
|
ExlService Holdings Inc * |
|
|
78,160 |
|
|
|
2,411 |
|
Exponent Inc |
|
|
24,959 |
|
|
|
2,197 |
|
Fluor Corp * |
|
|
11,279 |
|
|
|
442 |
|
Franklin Covey Co * |
|
|
7,478 |
|
|
|
326 |
|
FTI Consulting Inc * |
|
|
6,375 |
|
|
|
1,270 |
|
Gorman-Rupp Co/The |
|
|
13,217 |
|
|
|
470 |
|
GXO Logistics Inc * |
|
|
94,631 |
|
|
|
5,788 |
|
H&E Equipment Services Inc |
|
|
3,659 |
|
|
|
191 |
|
Heartland Express Inc |
|
|
19,457 |
|
|
|
277 |
|
Hillenbrand Inc |
|
|
1,943 |
|
|
|
93 |
|
Hub Group Inc, Cl A * |
|
|
12,964 |
|
|
|
1,192 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
1,235 |
|
|
|
321 |
|
Huron Consulting Group Inc * |
|
|
1,476 |
|
|
|
152 |
|
Hyster-Yale Materials Handling Inc |
|
|
27,932 |
|
|
|
1,737 |
|
IDEX Corp |
|
|
4,000 |
|
|
|
868 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kadant Inc |
|
|
8,668 |
|
|
$ |
2,430 |
|
Kaman Corp, Cl A |
|
|
93,446 |
|
|
|
2,238 |
|
Kennametal Inc |
|
|
62,000 |
|
|
|
1,599 |
|
Kforce Inc |
|
|
10,057 |
|
|
|
679 |
|
L B Foster Co, Cl A * |
|
|
52,793 |
|
|
|
1,161 |
|
L3Harris Technologies Inc |
|
|
2,036 |
|
|
|
429 |
|
Landstar System Inc |
|
|
8,600 |
|
|
|
1,665 |
|
Legalzoom.com Inc * |
|
|
102,367 |
|
|
|
1,157 |
|
LSI Industries Inc |
|
|
50,976 |
|
|
|
718 |
|
Luxfer Holdings PLC |
|
|
54,534 |
|
|
|
488 |
|
Marten Transport Ltd |
|
|
40,515 |
|
|
|
850 |
|
Masonite International Corp * |
|
|
28,376 |
|
|
|
2,402 |
|
Matthews International Corp, Cl A |
|
|
45,895 |
|
|
|
1,682 |
|
McGrath RentCorp |
|
|
6,000 |
|
|
|
718 |
|
Miller Industries Inc/TN |
|
|
36,016 |
|
|
|
1,523 |
|
MSA Safety Inc |
|
|
10,698 |
|
|
|
1,806 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
683 |
|
|
|
69 |
|
Mueller Industries Inc |
|
|
16,000 |
|
|
|
754 |
|
MYR Group Inc * |
|
|
22,025 |
|
|
|
3,185 |
|
National Presto Industries Inc |
|
|
7,176 |
|
|
|
576 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
5,396 |
|
|
|
2,187 |
|
OPENLANE Inc * |
|
|
259,680 |
|
|
|
3,846 |
|
Park Aerospace Corp |
|
|
81,129 |
|
|
|
1,193 |
|
Powell Industries Inc |
|
|
13,285 |
|
|
|
1,174 |
|
Primoris Services Corp |
|
|
29,688 |
|
|
|
986 |
|
Proto Labs Inc * |
|
|
18,063 |
|
|
|
704 |
|
Radiant Logistics Inc * |
|
|
17,857 |
|
|
|
119 |
|
RB Global Inc |
|
|
40,510 |
|
|
|
2,710 |
|
RBC Bearings Inc * |
|
|
4,000 |
|
|
|
1,140 |
|
Resources Connection Inc |
|
|
21,841 |
|
|
|
309 |
|
Rush Enterprises Inc, Cl A |
|
|
58,383 |
|
|
|
2,937 |
|
RXO Inc * |
|
|
50,356 |
|
|
|
1,171 |
|
Schneider National Inc, Cl B |
|
|
13,231 |
|
|
|
337 |
|
Science Applications International Corp |
|
|
13,698 |
|
|
|
1,703 |
|
Simpson Manufacturing Co Inc |
|
|
7,500 |
|
|
|
1,485 |
|
SkyWest Inc * |
|
|
9,331 |
|
|
|
487 |
|
SP Plus Corp * |
|
|
1,746 |
|
|
|
89 |
|
Standex International Corp |
|
|
5,842 |
|
|
|
925 |
|
Tennant Co |
|
|
12,618 |
|
|
|
1,170 |
|
Terex Corp |
|
|
32,509 |
|
|
|
1,868 |
|
Tetra Tech Inc |
|
|
24,827 |
|
|
|
4,144 |
|
Textainer Group Holdings Ltd |
|
|
44,446 |
|
|
|
2,187 |
|
Toro Co/The |
|
|
2,800 |
|
|
|
269 |
|
UFP Industries Inc |
|
|
9,396 |
|
|
|
1,180 |
|
United Rentals Inc |
|
|
4,249 |
|
|
|
2,436 |
|
Upwork Inc * |
|
|
34,708 |
|
|
|
516 |
|
Verra Mobility Corp, Cl A * |
|
|
125,782 |
|
|
|
2,897 |
|
Watts Water Technologies Inc, Cl A |
|
|
822 |
|
|
|
171 |
|
WESCO International Inc |
|
|
27,748 |
|
|
|
4,825 |
|
Westinghouse Air Brake Technologies Corp |
|
|
3,600 |
|
|
|
457 |
|
WNS Holdings Ltd ADR * |
|
|
23,431 |
|
|
|
1,481 |
|
XPO Inc * |
|
|
55,015 |
|
|
|
4,819 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Xylem Inc/NY |
|
|
4,342 |
|
|
$ |
497 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
151,069 |
|
Information Technology — 14.2% |
|
|
|
|
A10 Networks Inc |
|
|
113,184 |
|
|
|
1,491 |
|
ACI Worldwide Inc * |
|
|
175,639 |
|
|
|
5,375 |
|
Agilysys Inc * |
|
|
17,117 |
|
|
|
1,452 |
|
Alkami Technology Inc * |
|
|
21,481 |
|
|
|
521 |
|
Amdocs Ltd |
|
|
6,162 |
|
|
|
542 |
|
Amkor Technology Inc |
|
|
28,193 |
|
|
|
938 |
|
ANSYS Inc * |
|
|
2,600 |
|
|
|
943 |
|
Appfolio Inc, Cl A * |
|
|
977 |
|
|
|
169 |
|
Arista Networks Inc * |
|
|
7,217 |
|
|
|
1,700 |
|
Arlo Technologies Inc * |
|
|
92,723 |
|
|
|
883 |
|
Aspen Technology Inc * |
|
|
8,071 |
|
|
|
1,777 |
|
Axcelis Technologies Inc * |
|
|
16,688 |
|
|
|
2,164 |
|
Bel Fuse Inc, Cl B |
|
|
23,489 |
|
|
|
1,568 |
|
Blackbaud Inc, Cl A * |
|
|
21,437 |
|
|
|
1,859 |
|
Cadence Design Systems Inc * |
|
|
8,055 |
|
|
|
2,194 |
|
Calix Inc * |
|
|
22,676 |
|
|
|
991 |
|
CommVault Systems Inc * |
|
|
19,305 |
|
|
|
1,541 |
|
Consensus Cloud Solutions Inc * |
|
|
49,208 |
|
|
|
1,290 |
|
CTS Corp |
|
|
7,000 |
|
|
|
306 |
|
Digital Turbine Inc * |
|
|
103,280 |
|
|
|
708 |
|
Diodes Inc * |
|
|
15,000 |
|
|
|
1,208 |
|
eGain Corp * |
|
|
43,177 |
|
|
|
360 |
|
Entegris Inc |
|
|
17,353 |
|
|
|
2,079 |
|
EPAM Systems Inc * |
|
|
2,034 |
|
|
|
605 |
|
Fabrinet * |
|
|
2,627 |
|
|
|
500 |
|
Fair Isaac Corp * |
|
|
1,635 |
|
|
|
1,903 |
|
Fastly Inc, Cl A * |
|
|
81,769 |
|
|
|
1,455 |
|
Freshworks Inc, Cl A * |
|
|
15,088 |
|
|
|
354 |
|
Gartner Inc * |
|
|
1,518 |
|
|
|
685 |
|
GoDaddy Inc, Cl A * |
|
|
20,705 |
|
|
|
2,198 |
|
Hackett Group Inc/The |
|
|
37,239 |
|
|
|
848 |
|
Ichor Holdings Ltd * |
|
|
10,411 |
|
|
|
350 |
|
Insight Enterprises Inc * |
|
|
21,641 |
|
|
|
3,835 |
|
Intapp Inc * |
|
|
20,537 |
|
|
|
781 |
|
Iteris Inc * |
|
|
200,952 |
|
|
|
1,045 |
|
Itron Inc * |
|
|
10,084 |
|
|
|
761 |
|
Kimball Electronics Inc * |
|
|
5,877 |
|
|
|
158 |
|
Kyndryl Holdings Inc * |
|
|
21,829 |
|
|
|
454 |
|
Lantronix Inc * |
|
|
154,864 |
|
|
|
907 |
|
Lattice Semiconductor Corp * |
|
|
14,532 |
|
|
|
1,003 |
|
LiveRamp Holdings Inc * |
|
|
42,672 |
|
|
|
1,616 |
|
Lumentum Holdings Inc * |
|
|
2,779 |
|
|
|
146 |
|
MACOM Technology Solutions Holdings Inc * |
|
|
5,522 |
|
|
|
513 |
|
Manhattan Associates Inc * |
|
|
10,280 |
|
|
|
2,213 |
|
Monolithic Power Systems Inc |
|
|
2,213 |
|
|
|
1,396 |
|
ON Semiconductor Corp * |
|
|
39,853 |
|
|
|
3,329 |
|
OSI Systems Inc * |
|
|
3,229 |
|
|
|
417 |
|
Palo Alto Networks Inc * |
|
|
2,358 |
|
|
|
695 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PDF Solutions Inc * |
|
|
6,638 |
|
|
$ |
213 |
|
Perficient Inc * |
|
|
12,505 |
|
|
|
823 |
|
Photronics Inc * |
|
|
325,134 |
|
|
|
10,199 |
|
Power Integrations Inc |
|
|
10,000 |
|
|
|
821 |
|
Progress Software Corp |
|
|
5,788 |
|
|
|
314 |
|
PROS Holdings Inc * |
|
|
41,930 |
|
|
|
1,626 |
|
PTC Inc * |
|
|
21,595 |
|
|
|
3,778 |
|
Qualys Inc * |
|
|
12,281 |
|
|
|
2,411 |
|
Radware Ltd * |
|
|
11,981 |
|
|
|
200 |
|
Rambus Inc * |
|
|
12,784 |
|
|
|
872 |
|
RingCentral Inc, Cl A * |
|
|
773 |
|
|
|
26 |
|
Sapiens International Corp NV |
|
|
7,611 |
|
|
|
220 |
|
ScanSource Inc * |
|
|
6,359 |
|
|
|
252 |
|
Silicon Motion Technology Corp ADR |
|
|
121,862 |
|
|
|
7,466 |
|
SolarWinds Corp * |
|
|
151,165 |
|
|
|
1,888 |
|
Sprinklr Inc, Cl A * |
|
|
18,500 |
|
|
|
223 |
|
SPS Commerce Inc * |
|
|
16,563 |
|
|
|
3,211 |
|
Squarespace Inc, Cl A * |
|
|
2,392 |
|
|
|
79 |
|
Super Micro Computer Inc * |
|
|
19,516 |
|
|
|
5,548 |
|
Synopsys Inc * |
|
|
2,761 |
|
|
|
1,422 |
|
Teledyne Technologies Inc * |
|
|
13,018 |
|
|
|
5,810 |
|
Tenable Holdings Inc * |
|
|
29,500 |
|
|
|
1,359 |
|
Teradata Corp * |
|
|
20,106 |
|
|
|
875 |
|
Teradyne Inc |
|
|
11,312 |
|
|
|
1,228 |
|
Tyler Technologies Inc * |
|
|
4,508 |
|
|
|
1,885 |
|
Verint Systems Inc * |
|
|
117,607 |
|
|
|
3,179 |
|
Vishay Precision Group Inc * |
|
|
10,000 |
|
|
|
341 |
|
Wix.com Ltd * |
|
|
11,682 |
|
|
|
1,437 |
|
Yext Inc * |
|
|
46,180 |
|
|
|
272 |
|
Zuora Inc, Cl A * |
|
|
22,198 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
118,413 |
|
Materials — 5.9% |
|
|
|
|
Alamos Gold Inc, Cl A |
|
|
47,569 |
|
|
|
641 |
|
Albemarle Corp |
|
|
3,497 |
|
|
|
505 |
|
Ashland Inc |
|
|
48,101 |
|
|
|
4,055 |
|
Avery Dennison Corp |
|
|
2,472 |
|
|
|
500 |
|
Axalta Coating Systems Ltd * |
|
|
170,448 |
|
|
|
5,790 |
|
Balchem Corp |
|
|
14,444 |
|
|
|
2,148 |
|
Carpenter Technology Corp |
|
|
10,434 |
|
|
|
739 |
|
Century Aluminum Co * |
|
|
59,619 |
|
|
|
724 |
|
Commercial Metals Co, Cl A |
|
|
177,556 |
|
|
|
8,885 |
|
Crown Holdings Inc |
|
|
4,800 |
|
|
|
442 |
|
FMC Corp |
|
|
77,181 |
|
|
|
4,866 |
|
Fortitude Gold Corp |
|
|
40,846 |
|
|
|
243 |
|
Hawkins Inc |
|
|
12,136 |
|
|
|
855 |
|
Ingevity Corp * |
|
|
40,768 |
|
|
|
1,925 |
|
Koppers Holdings Inc |
|
|
10,287 |
|
|
|
527 |
|
Materion Corp |
|
|
9,421 |
|
|
|
1,226 |
|
NewMarket Corp |
|
|
1,035 |
|
|
|
565 |
|
Novagold Resources Inc * |
|
|
83,135 |
|
|
|
311 |
|
Packaging Corp of America |
|
|
2,600 |
|
|
|
423 |
|
Reliance Steel & Aluminum Co |
|
|
1,602 |
|
|
|
448 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Royal Gold Inc, Cl A |
|
|
2,923 |
|
|
$ |
354 |
|
Silgan Holdings Inc |
|
|
241,282 |
|
|
|
10,918 |
|
Universal Stainless & Alloy Products Inc * |
|
|
105,427 |
|
|
|
2,117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,207 |
|
Real Estate — 3.8% |
|
|
|
|
Alexander & Baldwin Inc ‡ |
|
|
15,910 |
|
|
|
303 |
|
Alexander's Inc ‡ |
|
|
5,898 |
|
|
|
1,260 |
|
Centerspace ‡ |
|
|
14,377 |
|
|
|
837 |
|
Community Healthcare Trust Inc ‡ |
|
|
384 |
|
|
|
10 |
|
CoStar Group Inc * |
|
|
26,241 |
|
|
|
2,293 |
|
EastGroup Properties Inc ‡ |
|
|
14,800 |
|
|
|
2,716 |
|
Equity Commonwealth ‡ |
|
|
24,155 |
|
|
|
464 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
20,564 |
|
|
|
1,451 |
|
FRP Holdings Inc * |
|
|
4,575 |
|
|
|
288 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
160,161 |
|
|
|
7,904 |
|
Getty Realty Corp ‡ |
|
|
28,351 |
|
|
|
828 |
|
Gladstone Commercial Corp ‡ |
|
|
24,848 |
|
|
|
329 |
|
Highwoods Properties Inc ‡ |
|
|
139,102 |
|
|
|
3,194 |
|
Howard Hughes Holdings Inc * |
|
|
9,600 |
|
|
|
821 |
|
Independence Realty Trust Inc ‡ |
|
|
67,618 |
|
|
|
1,034 |
|
Invitation Homes Inc ‡ |
|
|
23,648 |
|
|
|
807 |
|
Newmark Group Inc, Cl A |
|
|
403,284 |
|
|
|
4,420 |
|
One Liberty Properties Inc ‡ |
|
|
10,678 |
|
|
|
234 |
|
Regency Centers Corp ‡ |
|
|
1,254 |
|
|
|
84 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
10,995 |
|
|
|
1,210 |
|
Saul Centers Inc ‡ |
|
|
2,859 |
|
|
|
112 |
|
Sun Communities Inc ‡ |
|
|
1,400 |
|
|
|
187 |
|
Universal Health Realty Income Trust ‡ |
|
|
4,242 |
|
|
|
183 |
|
Ventas Inc ‡ |
|
|
7,436 |
|
|
|
371 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,340 |
|
Utilities — 1.2% |
|
|
|
|
Artesian Resources Corp, Cl A |
|
|
16,327 |
|
|
|
677 |
|
Chesapeake Utilities Corp |
|
|
6,037 |
|
|
|
638 |
|
IDACORP Inc, Cl A |
|
|
10,909 |
|
|
|
1,073 |
|
MGE Energy Inc |
|
|
16,399 |
|
|
|
1,186 |
|
Middlesex Water Co |
|
|
16,481 |
|
|
|
1,081 |
|
Northwest Natural Holding Co |
|
|
4,942 |
|
|
|
192 |
|
Northwestern Energy Group Inc |
|
|
11,200 |
|
|
|
570 |
|
Otter Tail Corp |
|
|
19,000 |
|
|
|
1,614 |
|
Portland General Electric Co |
|
|
43,378 |
|
|
|
1,880 |
|
UGI Corp |
|
|
6,450 |
|
|
|
159 |
|
Unitil Corp |
|
|
12,924 |
|
|
|
679 |
|
York Water Co/The |
|
|
9,081 |
|
|
|
351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,100 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $451,346) ($ Thousands) |
|
|
|
|
|
|
825,836 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Rights |
|
|
Market Value
($ Thousands) |
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
967 |
|
|
$ |
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(A) |
|
|
372,883 |
|
|
|
378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $372) ($ Thousands) |
|
|
378 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
7,219,329 |
|
|
|
7,219 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $7,219) ($ Thousands) |
|
|
|
|
|
|
7,219 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.1% |
|
|
|
|
|
|
|
|
(Cost $458,937) ($ Thousands) |
|
$ |
833,433 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Small/Mid Cap Fund (Concluded)
|
Percentages are based on Net Assets of $832,494 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $378 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
— |
|
|
$ |
3,184 |
|
|
$ |
(2,812 |
) |
|
$ |
— |
|
|
$ |
6 |
|
|
$ |
378 |
|
|
$ |
1 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
9,783 |
|
|
|
42,052 |
|
|
|
(44,616 |
) |
|
|
— |
|
|
|
— |
|
|
|
7,219 |
|
|
|
108 |
|
|
|
— |
|
Totals |
|
$ |
9,783 |
|
|
$ |
45,236 |
|
|
$ |
(47,428 |
) |
|
$ |
– |
|
|
$ |
6 |
|
|
$ |
7,597 |
|
|
$ |
109 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Mid-Cap Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 96.9% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.2% |
|
|
|
|
Liberty Broadband Corp, Cl C * |
|
|
1,005 |
|
|
$ |
81 |
|
Live Nation Entertainment Inc * |
|
|
4,200 |
|
|
|
393 |
|
New York Times Co/The, Cl A |
|
|
5,680 |
|
|
|
278 |
|
Pinterest Inc, Cl A * |
|
|
12,090 |
|
|
|
448 |
|
Playtika Holding Corp * |
|
|
10,490 |
|
|
|
91 |
|
Roku Inc, Cl A * |
|
|
2,430 |
|
|
|
223 |
|
Trade Desk Inc/The, Cl A * |
|
|
1,750 |
|
|
|
126 |
|
Warner Bros Discovery Inc * |
|
|
14,850 |
|
|
|
169 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,809 |
|
Consumer Discretionary — 12.7% |
|
|
|
|
Advance Auto Parts Inc |
|
|
1,006 |
|
|
|
61 |
|
AutoNation Inc * |
|
|
1,169 |
|
|
|
176 |
|
AutoZone Inc * |
|
|
103 |
|
|
|
266 |
|
Bath & Body Works Inc |
|
|
1,820 |
|
|
|
79 |
|
BorgWarner Inc |
|
|
3,774 |
|
|
|
135 |
|
Burlington Stores Inc * |
|
|
1,051 |
|
|
|
204 |
|
Carter's Inc |
|
|
1,612 |
|
|
|
121 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
74 |
|
|
|
169 |
|
Columbia Sportswear Co |
|
|
2,647 |
|
|
|
211 |
|
Coupang Inc, Cl A * |
|
|
5,230 |
|
|
|
85 |
|
Darden Restaurants Inc |
|
|
740 |
|
|
|
122 |
|
Dick's Sporting Goods Inc |
|
|
1,060 |
|
|
|
156 |
|
Domino's Pizza Inc |
|
|
420 |
|
|
|
173 |
|
DoorDash Inc, Cl A * |
|
|
5,526 |
|
|
|
546 |
|
DR Horton Inc |
|
|
1,500 |
|
|
|
228 |
|
DraftKings Inc, Cl A * |
|
|
7,410 |
|
|
|
261 |
|
eBay Inc |
|
|
4,700 |
|
|
|
205 |
|
Expedia Group Inc * |
|
|
1,750 |
|
|
|
266 |
|
Gap Inc/The |
|
|
10,720 |
|
|
|
224 |
|
Grand Canyon Education Inc * |
|
|
2,635 |
|
|
|
348 |
|
H&R Block Inc |
|
|
2,450 |
|
|
|
119 |
|
Harley-Davidson Inc, Cl A |
|
|
8,666 |
|
|
|
319 |
|
Hasbro Inc |
|
|
3,783 |
|
|
|
193 |
|
Hilton Worldwide Holdings Inc |
|
|
740 |
|
|
|
135 |
|
Kohl's Corp |
|
|
6,480 |
|
|
|
186 |
|
Lennar Corp, Cl A |
|
|
2,180 |
|
|
|
325 |
|
Lennar Corp, Cl B |
|
|
1,585 |
|
|
|
212 |
|
LKQ Corp |
|
|
7,378 |
|
|
|
353 |
|
Lululemon Athletica Inc * |
|
|
491 |
|
|
|
251 |
|
Macy's Inc |
|
|
12,730 |
|
|
|
256 |
|
Mohawk Industries Inc * |
|
|
1,540 |
|
|
|
159 |
|
Nordstrom Inc |
|
|
5,520 |
|
|
|
102 |
|
NVR Inc * |
|
|
10 |
|
|
|
70 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,008 |
|
|
|
76 |
|
O'Reilly Automotive Inc * |
|
|
260 |
|
|
|
247 |
|
Polaris Inc |
|
|
690 |
|
|
|
65 |
|
PulteGroup Inc |
|
|
5,142 |
|
|
|
531 |
|
Rivian Automotive Inc, Cl A * |
|
|
3,880 |
|
|
|
91 |
|
Ross Stores Inc |
|
|
3,060 |
|
|
|
423 |
|
Royal Caribbean Cruises Ltd * |
|
|
2,870 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Tapestry Inc |
|
|
1,750 |
|
|
$ |
64 |
|
Toll Brothers Inc |
|
|
4,720 |
|
|
|
485 |
|
TopBuild Corp * |
|
|
1,470 |
|
|
|
550 |
|
Travel + Leisure Co |
|
|
2,480 |
|
|
|
97 |
|
Ulta Beauty Inc * |
|
|
400 |
|
|
|
196 |
|
Valvoline Inc |
|
|
6,003 |
|
|
|
226 |
|
Yum! Brands Inc |
|
|
3,130 |
|
|
|
409 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,548 |
|
Consumer Staples — 3.3% |
|
|
|
|
Boston Beer Co Inc/The, Cl A * |
|
|
180 |
|
|
|
62 |
|
Casey's General Stores Inc |
|
|
597 |
|
|
|
164 |
|
Celsius Holdings Inc * |
|
|
3,486 |
|
|
|
190 |
|
Constellation Brands Inc, Cl A |
|
|
908 |
|
|
|
219 |
|
Darling Ingredients Inc * |
|
|
5,856 |
|
|
|
292 |
|
Dollar Tree Inc * |
|
|
1,540 |
|
|
|
219 |
|
Grocery Outlet Holding Corp * |
|
|
4,260 |
|
|
|
115 |
|
Ingredion Inc |
|
|
2,172 |
|
|
|
236 |
|
Kroger Co/The |
|
|
4,270 |
|
|
|
195 |
|
Lamb Weston Holdings Inc |
|
|
2,587 |
|
|
|
280 |
|
Performance Food Group Co * |
|
|
1,830 |
|
|
|
127 |
|
TreeHouse Foods Inc * |
|
|
5,648 |
|
|
|
234 |
|
Tyson Foods Inc, Cl A |
|
|
5,296 |
|
|
|
285 |
|
US Foods Holding Corp * |
|
|
2,300 |
|
|
|
104 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,722 |
|
Energy — 5.0% |
|
|
|
|
Antero Midstream Corp |
|
|
14,167 |
|
|
|
177 |
|
Antero Resources Corp * |
|
|
4,770 |
|
|
|
108 |
|
APA Corp |
|
|
5,940 |
|
|
|
213 |
|
Baker Hughes Co, Cl A |
|
|
3,830 |
|
|
|
131 |
|
ChampionX Corp |
|
|
8,030 |
|
|
|
235 |
|
Cheniere Energy Inc |
|
|
2,234 |
|
|
|
381 |
|
Chevron Corp |
|
|
704 |
|
|
|
105 |
|
Coterra Energy Inc |
|
|
9,048 |
|
|
|
231 |
|
DT Midstream Inc |
|
|
1,875 |
|
|
|
103 |
|
Halliburton Co |
|
|
4,510 |
|
|
|
163 |
|
HF Sinclair Corp |
|
|
4,240 |
|
|
|
236 |
|
Marathon Petroleum Corp |
|
|
665 |
|
|
|
99 |
|
Ovintiv Inc |
|
|
2,280 |
|
|
|
100 |
|
Permian Resources Corp, Cl A |
|
|
15,702 |
|
|
|
213 |
|
Phillips 66 |
|
|
3,475 |
|
|
|
463 |
|
Pioneer Natural Resources Co |
|
|
871 |
|
|
|
196 |
|
Southwestern Energy Co * |
|
|
24,560 |
|
|
|
161 |
|
Targa Resources Corp |
|
|
4,206 |
|
|
|
365 |
|
TechnipFMC PLC |
|
|
8,680 |
|
|
|
175 |
|
Texas Pacific Land Corp |
|
|
42 |
|
|
|
66 |
|
Valero Energy Corp |
|
|
850 |
|
|
|
110 |
|
Williams Cos Inc/The |
|
|
3,002 |
|
|
|
105 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,136 |
|
Financials — 18.2% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
590 |
|
|
|
89 |
|
Aflac Inc |
|
|
2,910 |
|
|
|
240 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Mid-Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Allstate Corp/The |
|
|
4,502 |
|
|
$ |
630 |
|
American International Group Inc |
|
|
5,597 |
|
|
|
379 |
|
Ameriprise Financial Inc |
|
|
886 |
|
|
|
337 |
|
Apollo Global Management Inc |
|
|
8,268 |
|
|
|
771 |
|
Arch Capital Group Ltd * |
|
|
2,527 |
|
|
|
188 |
|
Assurant Inc |
|
|
670 |
|
|
|
113 |
|
Axis Capital Holdings Ltd |
|
|
5,800 |
|
|
|
321 |
|
Bank of New York Mellon Corp/The |
|
|
4,480 |
|
|
|
233 |
|
Bank OZK |
|
|
4,630 |
|
|
|
231 |
|
Block Inc, Cl A * |
|
|
6,566 |
|
|
|
508 |
|
Brown & Brown Inc |
|
|
2,450 |
|
|
|
174 |
|
Cboe Global Markets Inc |
|
|
1,170 |
|
|
|
209 |
|
Chimera Investment Corp ‡ |
|
|
20,232 |
|
|
|
101 |
|
Cincinnati Financial Corp |
|
|
3,220 |
|
|
|
333 |
|
Discover Financial Services |
|
|
2,139 |
|
|
|
240 |
|
Evercore Inc, Cl A |
|
|
690 |
|
|
|
118 |
|
Everest Group Ltd |
|
|
1,117 |
|
|
|
395 |
|
Eversource Energy |
|
|
4,360 |
|
|
|
269 |
|
Fidelity National Information Services Inc, Cl B |
|
|
3,160 |
|
|
|
190 |
|
Fifth Third Bancorp |
|
|
4,020 |
|
|
|
139 |
|
First Horizon Corp |
|
|
27,291 |
|
|
|
386 |
|
FleetCor Technologies Inc * |
|
|
1,647 |
|
|
|
465 |
|
FNB Corp/PA |
|
|
5,050 |
|
|
|
70 |
|
Global Payments Inc |
|
|
3,488 |
|
|
|
443 |
|
Globe Life Inc |
|
|
737 |
|
|
|
90 |
|
Hartford Financial Services Group Inc/The |
|
|
1,160 |
|
|
|
93 |
|
Jefferies Financial Group Inc |
|
|
3,550 |
|
|
|
143 |
|
Kinsale Capital Group Inc |
|
|
250 |
|
|
|
84 |
|
Loews Corp |
|
|
1,780 |
|
|
|
124 |
|
M&T Bank Corp |
|
|
1,280 |
|
|
|
176 |
|
Markel Group Inc * |
|
|
110 |
|
|
|
156 |
|
MarketAxess Holdings Inc |
|
|
940 |
|
|
|
275 |
|
MGIC Investment Corp |
|
|
25,950 |
|
|
|
501 |
|
MSCI Inc, Cl A |
|
|
1,061 |
|
|
|
600 |
|
Nasdaq Inc, Cl A |
|
|
1,386 |
|
|
|
81 |
|
Old Republic International Corp |
|
|
11,470 |
|
|
|
337 |
|
Pinnacle Financial Partners Inc |
|
|
9,242 |
|
|
|
806 |
|
Popular Inc |
|
|
5,620 |
|
|
|
461 |
|
Primerica Inc |
|
|
1,553 |
|
|
|
320 |
|
Progressive Corp/The |
|
|
1,830 |
|
|
|
292 |
|
Prosperity Bancshares Inc |
|
|
2,610 |
|
|
|
177 |
|
Reinsurance Group of America Inc, Cl A |
|
|
3,166 |
|
|
|
512 |
|
Rithm Capital Corp ‡ |
|
|
17,130 |
|
|
|
183 |
|
RLI Corp |
|
|
1,730 |
|
|
|
230 |
|
SLM Corp |
|
|
1,548 |
|
|
|
30 |
|
StoneCo Ltd, Cl A * |
|
|
8,750 |
|
|
|
158 |
|
Synchrony Financial |
|
|
6,190 |
|
|
|
236 |
|
Voya Financial Inc |
|
|
3,470 |
|
|
|
253 |
|
W R Berkley Corp |
|
|
5,572 |
|
|
|
394 |
|
Webster Financial Corp |
|
|
3,651 |
|
|
|
185 |
|
Western Union Co/The |
|
|
14,370 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WEX Inc * |
|
|
470 |
|
|
$ |
91 |
|
Willis Towers Watson PLC |
|
|
746 |
|
|
|
180 |
|
Zions Bancorp NA |
|
|
3,550 |
|
|
|
156 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,067 |
|
Health Care — 8.1% |
|
|
|
|
Align Technology Inc * |
|
|
398 |
|
|
|
109 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,000 |
|
|
|
96 |
|
Catalent Inc * |
|
|
1,900 |
|
|
|
85 |
|
Cencora Inc, Cl A |
|
|
2,231 |
|
|
|
458 |
|
Dexcom Inc * |
|
|
770 |
|
|
|
96 |
|
Encompass Health Corp |
|
|
4,555 |
|
|
|
304 |
|
Envista Holdings Corp * |
|
|
5,336 |
|
|
|
128 |
|
Exelixis Inc * |
|
|
3,780 |
|
|
|
91 |
|
Hologic Inc * |
|
|
4,047 |
|
|
|
289 |
|
ICON PLC * |
|
|
2,160 |
|
|
|
611 |
|
IDEXX Laboratories Inc * |
|
|
1,020 |
|
|
|
566 |
|
Illumina Inc * |
|
|
405 |
|
|
|
56 |
|
Incyte Corp * |
|
|
8,260 |
|
|
|
519 |
|
Insulet Corp * |
|
|
560 |
|
|
|
122 |
|
IQVIA Holdings Inc * |
|
|
1,778 |
|
|
|
411 |
|
Jazz Pharmaceuticals PLC * |
|
|
844 |
|
|
|
104 |
|
Laboratory Corp of America Holdings |
|
|
1,430 |
|
|
|
325 |
|
Medpace Holdings Inc * |
|
|
1,920 |
|
|
|
589 |
|
Mettler-Toledo International Inc * |
|
|
241 |
|
|
|
292 |
|
Molina Healthcare Inc * |
|
|
970 |
|
|
|
350 |
|
Neurocrine Biosciences Inc * |
|
|
2,630 |
|
|
|
347 |
|
Royalty Pharma PLC, Cl A |
|
|
2,713 |
|
|
|
76 |
|
United Therapeutics Corp * |
|
|
330 |
|
|
|
73 |
|
Veeva Systems Inc, Cl A * |
|
|
2,039 |
|
|
|
393 |
|
Zimmer Biomet Holdings Inc |
|
|
2,056 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,740 |
|
Industrials — 20.0% |
|
|
|
|
AECOM |
|
|
730 |
|
|
|
67 |
|
AerCap Holdings NV * |
|
|
4,341 |
|
|
|
323 |
|
Allegion plc |
|
|
2,308 |
|
|
|
292 |
|
Allison Transmission Holdings Inc |
|
|
2,950 |
|
|
|
172 |
|
AMETEK Inc |
|
|
967 |
|
|
|
159 |
|
Carrier Global Corp |
|
|
3,890 |
|
|
|
223 |
|
Cintas Corp |
|
|
1,000 |
|
|
|
603 |
|
Clean Harbors Inc * |
|
|
2,818 |
|
|
|
492 |
|
Copart Inc * |
|
|
1,850 |
|
|
|
91 |
|
Curtiss-Wright Corp |
|
|
330 |
|
|
|
74 |
|
Delta Air Lines Inc, Cl A |
|
|
6,600 |
|
|
|
266 |
|
Dover Corp |
|
|
2,999 |
|
|
|
461 |
|
EMCOR Group Inc |
|
|
2,350 |
|
|
|
506 |
|
Esab Corp |
|
|
3,540 |
|
|
|
307 |
|
Fastenal Co, Cl A |
|
|
9,327 |
|
|
|
604 |
|
Flowserve Corp |
|
|
4,560 |
|
|
|
188 |
|
Genpact Ltd |
|
|
5,642 |
|
|
|
196 |
|
GXO Logistics Inc * |
|
|
1,760 |
|
|
|
108 |
|
Hexcel Corp, Cl A |
|
|
3,578 |
|
|
|
264 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Mid-Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Howmet Aerospace Inc |
|
|
9,830 |
|
|
$ |
532 |
|
Ingersoll Rand Inc |
|
|
1,940 |
|
|
|
150 |
|
ITT Inc |
|
|
1,010 |
|
|
|
120 |
|
Kirby Corp * |
|
|
4,220 |
|
|
|
331 |
|
L3Harris Technologies Inc |
|
|
852 |
|
|
|
179 |
|
Leidos Holdings Inc |
|
|
3,085 |
|
|
|
334 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
940 |
|
|
|
95 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
480 |
|
|
|
195 |
|
Oshkosh Corp |
|
|
5,040 |
|
|
|
546 |
|
Otis Worldwide Corp |
|
|
7,115 |
|
|
|
637 |
|
PACCAR Inc |
|
|
5,505 |
|
|
|
538 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,826 |
|
|
|
841 |
|
Paychex Inc |
|
|
4,870 |
|
|
|
580 |
|
Quanta Services Inc |
|
|
370 |
|
|
|
80 |
|
RBC Bearings Inc * |
|
|
600 |
|
|
|
171 |
|
Regal Rexnord Corp |
|
|
2,891 |
|
|
|
428 |
|
Republic Services Inc |
|
|
1,644 |
|
|
|
271 |
|
Rockwell Automation Inc |
|
|
265 |
|
|
|
82 |
|
Ryder System Inc |
|
|
2,020 |
|
|
|
232 |
|
Science Applications International Corp |
|
|
580 |
|
|
|
72 |
|
Snap-on Inc |
|
|
1,426 |
|
|
|
412 |
|
Southwest Airlines Co, Cl A |
|
|
4,400 |
|
|
|
127 |
|
Tetra Tech Inc |
|
|
1,670 |
|
|
|
279 |
|
Textron Inc |
|
|
6,430 |
|
|
|
517 |
|
Timken Co/The |
|
|
1,410 |
|
|
|
113 |
|
Trane Technologies PLC |
|
|
2,113 |
|
|
|
515 |
|
TransDigm Group Inc |
|
|
170 |
|
|
|
172 |
|
United Rentals Inc |
|
|
718 |
|
|
|
412 |
|
Verisk Analytics Inc, Cl A |
|
|
1,400 |
|
|
|
334 |
|
WESCO International Inc |
|
|
1,490 |
|
|
|
259 |
|
Westinghouse Air Brake Technologies Corp |
|
|
1,913 |
|
|
|
243 |
|
Woodward Inc |
|
|
2,010 |
|
|
|
274 |
|
WW Grainger Inc |
|
|
793 |
|
|
|
657 |
|
Xylem Inc/NY |
|
|
4,190 |
|
|
|
479 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,603 |
|
Information Technology — 13.2% |
|
|
|
|
Akamai Technologies Inc * |
|
|
6,730 |
|
|
|
797 |
|
Amdocs Ltd |
|
|
826 |
|
|
|
73 |
|
Amphenol Corp, Cl A |
|
|
935 |
|
|
|
93 |
|
ANSYS Inc * |
|
|
657 |
|
|
|
238 |
|
AppLovin Corp, Cl A * |
|
|
4,180 |
|
|
|
167 |
|
Arista Networks Inc * |
|
|
1,020 |
|
|
|
240 |
|
Avnet Inc |
|
|
8,335 |
|
|
|
420 |
|
Cadence Design Systems Inc * |
|
|
985 |
|
|
|
268 |
|
Ciena Corp * |
|
|
4,380 |
|
|
|
197 |
|
Cirrus Logic Inc * |
|
|
2,590 |
|
|
|
216 |
|
Cloudflare Inc, Cl A * |
|
|
1,318 |
|
|
|
110 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,620 |
|
|
|
122 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
820 |
|
|
|
209 |
|
Datadog Inc, Cl A * |
|
|
2,035 |
|
|
|
247 |
|
DocuSign Inc, Cl A * |
|
|
5,600 |
|
|
|
333 |
|
DoubleVerify Holdings Inc * |
|
|
4,240 |
|
|
|
156 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Elastic NV * |
|
|
1,950 |
|
|
$ |
220 |
|
F5 Inc, Cl A * |
|
|
2,085 |
|
|
|
373 |
|
Fair Isaac Corp * |
|
|
233 |
|
|
|
271 |
|
Gen Digital Inc |
|
|
9,830 |
|
|
|
224 |
|
GoDaddy Inc, Cl A * |
|
|
4,520 |
|
|
|
480 |
|
HubSpot Inc * |
|
|
557 |
|
|
|
323 |
|
Keysight Technologies Inc * |
|
|
1,921 |
|
|
|
306 |
|
Lattice Semiconductor Corp * |
|
|
1,000 |
|
|
|
69 |
|
Manhattan Associates Inc * |
|
|
2,295 |
|
|
|
494 |
|
Marvell Technology Inc |
|
|
4,850 |
|
|
|
293 |
|
Microchip Technology Inc |
|
|
4,676 |
|
|
|
422 |
|
MongoDB Inc, Cl A * |
|
|
169 |
|
|
|
69 |
|
Motorola Solutions Inc |
|
|
220 |
|
|
|
69 |
|
NCR Voyix Corp * |
|
|
4,841 |
|
|
|
82 |
|
NetApp Inc |
|
|
1,640 |
|
|
|
145 |
|
Nutanix Inc, Cl A * |
|
|
3,700 |
|
|
|
176 |
|
Okta Inc, Cl A * |
|
|
2,080 |
|
|
|
188 |
|
Palantir Technologies Inc, Cl A * |
|
|
6,820 |
|
|
|
117 |
|
Pegasystems Inc |
|
|
3,131 |
|
|
|
153 |
|
PTC Inc * |
|
|
1,612 |
|
|
|
282 |
|
Qorvo Inc * |
|
|
1,989 |
|
|
|
224 |
|
Smartsheet Inc, Cl A * |
|
|
9,856 |
|
|
|
471 |
|
Splunk Inc * |
|
|
1,720 |
|
|
|
262 |
|
Synopsys Inc * |
|
|
474 |
|
|
|
244 |
|
Teradata Corp * |
|
|
5,450 |
|
|
|
237 |
|
UiPath Inc, Cl A * |
|
|
8,368 |
|
|
|
208 |
|
Unity Software Inc * |
|
|
2,750 |
|
|
|
112 |
|
Universal Display Corp |
|
|
743 |
|
|
|
142 |
|
VeriSign Inc * |
|
|
382 |
|
|
|
79 |
|
Zoom Video Communications Inc, Cl A * |
|
|
2,670 |
|
|
|
192 |
|
Zscaler Inc * |
|
|
780 |
|
|
|
173 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,986 |
|
Materials — 3.5% |
|
|
|
|
AptarGroup Inc |
|
|
1,320 |
|
|
|
163 |
|
Axalta Coating Systems Ltd * |
|
|
10,308 |
|
|
|
350 |
|
Berry Global Group Inc |
|
|
3,229 |
|
|
|
218 |
|
Cleveland-Cliffs Inc * |
|
|
3,416 |
|
|
|
70 |
|
Eagle Materials Inc |
|
|
2,210 |
|
|
|
448 |
|
FMC Corp |
|
|
2,305 |
|
|
|
146 |
|
International Flavors & Fragrances Inc |
|
|
1,721 |
|
|
|
140 |
|
Livent Corp * |
|
|
10,129 |
|
|
|
182 |
|
NewMarket Corp |
|
|
423 |
|
|
|
231 |
|
Nucor Corp |
|
|
3,190 |
|
|
|
555 |
|
PPG Industries Inc |
|
|
650 |
|
|
|
97 |
|
Scotts Miracle-Gro Co/The, Cl A |
|
|
1,148 |
|
|
|
73 |
|
SSR Mining Inc |
|
|
12,750 |
|
|
|
137 |
|
Vulcan Materials Co |
|
|
410 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,903 |
|
Real Estate — 7.3% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
3,179 |
|
|
|
403 |
|
Apartment Income REIT Corp ‡ |
|
|
13,890 |
|
|
|
482 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Mid-Cap Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AvalonBay Communities Inc ‡ |
|
|
444 |
|
|
$ |
83 |
|
Boston Properties Inc ‡ |
|
|
2,820 |
|
|
|
198 |
|
Camden Property Trust ‡ |
|
|
1,190 |
|
|
|
118 |
|
Cousins Properties Inc ‡ |
|
|
7,770 |
|
|
|
189 |
|
CubeSmart ‡ |
|
|
1,790 |
|
|
|
83 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
2,014 |
|
|
|
271 |
|
EPR Properties, Cl A ‡ |
|
|
7,190 |
|
|
|
348 |
|
Equity Residential ‡ |
|
|
1,190 |
|
|
|
73 |
|
Essex Property Trust Inc ‡ |
|
|
1,074 |
|
|
|
266 |
|
Extra Space Storage Inc ‡ |
|
|
500 |
|
|
|
80 |
|
Federal Realty Investment Trust ‡ |
|
|
636 |
|
|
|
66 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
4,612 |
|
|
|
79 |
|
Healthpeak Properties Inc ‡ |
|
|
8,940 |
|
|
|
177 |
|
Host Hotels & Resorts Inc ‡ |
|
|
17,696 |
|
|
|
345 |
|
Invitation Homes Inc ‡ |
|
|
2,600 |
|
|
|
89 |
|
Kilroy Realty Corp ‡ |
|
|
3,460 |
|
|
|
138 |
|
Kimco Realty Corp ‡ |
|
|
7,620 |
|
|
|
162 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,106 |
|
|
|
149 |
|
National Storage Affiliates Trust ‡ |
|
|
2,010 |
|
|
|
83 |
|
Park Hotels & Resorts Inc ‡ |
|
|
18,000 |
|
|
|
275 |
|
Rexford Industrial Realty Inc ‡ |
|
|
4,790 |
|
|
|
269 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,260 |
|
|
|
320 |
|
Simon Property Group Inc ‡ |
|
|
863 |
|
|
|
123 |
|
Ventas Inc ‡ |
|
|
9,943 |
|
|
|
496 |
|
VICI Properties Inc, Cl A ‡ |
|
|
2,880 |
|
|
|
92 |
|
Welltower Inc ‡ |
|
|
7,135 |
|
|
|
643 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,100 |
|
Utilities — 3.4% |
|
|
|
|
Alliant Energy Corp |
|
|
1,490 |
|
|
|
76 |
|
American Water Works Co Inc |
|
|
480 |
|
|
|
63 |
|
CenterPoint Energy Inc |
|
|
10,632 |
|
|
|
304 |
|
CMS Energy Corp |
|
|
1,770 |
|
|
|
103 |
|
Consolidated Edison Inc |
|
|
810 |
|
|
|
74 |
|
DTE Energy Co |
|
|
2,503 |
|
|
|
276 |
|
Entergy Corp |
|
|
3,157 |
|
|
|
319 |
|
Evergy Inc |
|
|
3,198 |
|
|
|
167 |
|
IDACORP Inc, Cl A |
|
|
972 |
|
|
|
96 |
|
National Fuel Gas Co |
|
|
1,725 |
|
|
|
86 |
|
NiSource Inc |
|
|
14,267 |
|
|
|
379 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
PPL Corp |
|
|
10,580 |
|
|
$ |
287 |
|
UGI Corp |
|
|
3,073 |
|
|
|
76 |
|
WEC Energy Group Inc |
|
|
4,005 |
|
|
|
337 |
|
Xcel Energy Inc |
|
|
2,510 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,798 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $68,794) ($ Thousands) |
|
|
|
|
|
|
80,412 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.2% |
| |
|
|
|
|
|
|
|
|
iShares Russell Mid-Cap Value ETF |
|
|
1,897 |
|
|
|
221 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $199) ($ Thousands) |
|
|
|
|
|
|
221 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
160 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
2,403,140 |
|
|
|
2,403 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $2,403) ($ Thousands) |
|
|
|
|
|
|
2,403 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.0% |
|
|
|
|
|
|
|
|
(Cost $71,396) ($ Thousands) |
|
$ |
83,036 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P Mid Cap 400 Index E-MINI |
|
|
3 |
|
|
|
Mar-2024 |
|
|
$ |
802 |
|
|
$ |
842 |
|
|
$ |
40 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $83,009 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security. |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Mid-Cap Fund (Concluded)
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
1,512 |
|
|
$ |
4,112 |
|
|
$ |
(3,221 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
2,403 |
|
|
$ |
24 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
U.S. Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 8.5% |
|
|
|
|
Advantage Solutions Inc * |
|
|
26,754 |
|
|
$ |
97 |
|
AT&T Inc |
|
|
580,400 |
|
|
|
9,739 |
|
Comcast Corp, Cl A |
|
|
228,257 |
|
|
|
10,009 |
|
Electronic Arts Inc |
|
|
18,540 |
|
|
|
2,536 |
|
Fox Corp, Cl A |
|
|
92,000 |
|
|
|
2,730 |
|
Fox Corp, Cl B |
|
|
30,572 |
|
|
|
845 |
|
IDT Corp, Cl B * |
|
|
4,595 |
|
|
|
157 |
|
John Wiley & Sons Inc, Cl A |
|
|
601 |
|
|
|
19 |
|
Madison Square Garden Sports Corp * |
|
|
4,528 |
|
|
|
823 |
|
Netflix Inc * |
|
|
2,879 |
|
|
|
1,402 |
|
New York Times Co/The, Cl A |
|
|
27,908 |
|
|
|
1,367 |
|
Omnicom Group Inc |
|
|
28,400 |
|
|
|
2,457 |
|
Ooma Inc * |
|
|
8,119 |
|
|
|
87 |
|
Playtika Holding Corp * |
|
|
6,232 |
|
|
|
54 |
|
Scholastic Corp, Cl B |
|
|
1,110 |
|
|
|
42 |
|
Shutterstock Inc |
|
|
2,066 |
|
|
|
100 |
|
SK Telecom Co Ltd ADR (A) |
|
|
84,213 |
|
|
|
1,802 |
|
Spok Holdings Inc |
|
|
21,108 |
|
|
|
327 |
|
Spotify Technology SA * |
|
|
14,633 |
|
|
|
2,750 |
|
TEGNA Inc |
|
|
171,600 |
|
|
|
2,626 |
|
T-Mobile US Inc |
|
|
14,895 |
|
|
|
2,388 |
|
Verizon Communications Inc |
|
|
454,035 |
|
|
|
17,117 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
59,474 |
|
Consumer Discretionary — 5.6% |
|
|
|
|
AutoZone Inc * |
|
|
1,200 |
|
|
|
3,103 |
|
Best Buy Co Inc |
|
|
34,692 |
|
|
|
2,716 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
23,000 |
|
|
|
2,454 |
|
eBay Inc |
|
|
38,300 |
|
|
|
1,671 |
|
Frontdoor Inc * |
|
|
2,289 |
|
|
|
81 |
|
Gentex Corp |
|
|
30,583 |
|
|
|
999 |
|
Graham Holdings Co, Cl B |
|
|
156 |
|
|
|
109 |
|
Grand Canyon Education Inc * |
|
|
27,066 |
|
|
|
3,574 |
|
H&R Block Inc |
|
|
84,700 |
|
|
|
4,097 |
|
Honda Motor Co Ltd ADR |
|
|
145,242 |
|
|
|
4,489 |
|
Murphy USA Inc |
|
|
19,481 |
|
|
|
6,946 |
|
ODP Corp/The * |
|
|
1,708 |
|
|
|
96 |
|
O'Reilly Automotive Inc * |
|
|
2,499 |
|
|
|
2,374 |
|
Perdoceo Education Corp |
|
|
21,996 |
|
|
|
386 |
|
Stride Inc * |
|
|
2,680 |
|
|
|
159 |
|
Sturm Ruger & Co Inc |
|
|
5,719 |
|
|
|
260 |
|
Texas Roadhouse Inc, Cl A |
|
|
10,073 |
|
|
|
1,231 |
|
Toyota Motor Corp ADR |
|
|
14,200 |
|
|
|
2,604 |
|
Whirlpool Corp |
|
|
14,200 |
|
|
|
1,729 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
39,078 |
|
Consumer Staples — 16.3% |
|
|
|
|
Altria Group Inc |
|
|
202,162 |
|
|
|
8,155 |
|
Andersons Inc/The |
|
|
6,318 |
|
|
|
364 |
|
Archer-Daniels-Midland Co |
|
|
112,251 |
|
|
|
8,107 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
5,455 |
|
|
|
364 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
2,534 |
|
|
|
876 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Calavo Growers Inc |
|
|
9,018 |
|
|
$ |
265 |
|
Cal-Maine Foods Inc |
|
|
7,518 |
|
|
|
432 |
|
Campbell Soup Co |
|
|
54,665 |
|
|
|
2,363 |
|
Casey's General Stores Inc |
|
|
3,747 |
|
|
|
1,030 |
|
Central Garden & Pet Co, Cl A * |
|
|
4,444 |
|
|
|
196 |
|
Clorox Co/The |
|
|
26,793 |
|
|
|
3,820 |
|
Coca-Cola Consolidated Inc |
|
|
445 |
|
|
|
413 |
|
Conagra Brands Inc |
|
|
252,468 |
|
|
|
7,236 |
|
Costco Wholesale Corp |
|
|
5,725 |
|
|
|
3,779 |
|
Dole PLC |
|
|
33,397 |
|
|
|
411 |
|
Dollar General Corp |
|
|
515 |
|
|
|
70 |
|
Flowers Foods Inc |
|
|
189,799 |
|
|
|
4,272 |
|
Fresh Del Monte Produce Inc |
|
|
13,026 |
|
|
|
342 |
|
General Mills Inc |
|
|
69,438 |
|
|
|
4,523 |
|
Herbalife Ltd * |
|
|
15,032 |
|
|
|
229 |
|
Hershey Co/The |
|
|
194 |
|
|
|
36 |
|
Hormel Foods Corp |
|
|
12,520 |
|
|
|
402 |
|
Ingles Markets Inc, Cl A |
|
|
3,060 |
|
|
|
264 |
|
Ingredion Inc |
|
|
62,540 |
|
|
|
6,788 |
|
J & J Snack Foods Corp |
|
|
2,542 |
|
|
|
425 |
|
J M Smucker Co/The |
|
|
27,000 |
|
|
|
3,412 |
|
John B Sanfilippo & Son Inc |
|
|
6,149 |
|
|
|
634 |
|
Kellanova |
|
|
143,342 |
|
|
|
8,014 |
|
Keurig Dr Pepper Inc |
|
|
136,530 |
|
|
|
4,549 |
|
Kimberly-Clark Corp |
|
|
12,918 |
|
|
|
1,570 |
|
Kraft Heinz Co/The |
|
|
219,400 |
|
|
|
8,113 |
|
Kroger Co/The |
|
|
175,600 |
|
|
|
8,027 |
|
Lancaster Colony Corp |
|
|
2,755 |
|
|
|
458 |
|
Medifast Inc |
|
|
910 |
|
|
|
61 |
|
Molson Coors Beverage Co, Cl B |
|
|
89,600 |
|
|
|
5,484 |
|
Mondelez International Inc, Cl A |
|
|
7,061 |
|
|
|
512 |
|
Monster Beverage Corp * |
|
|
13,177 |
|
|
|
759 |
|
National Beverage Corp, Cl A * |
|
|
913 |
|
|
|
45 |
|
Oil-Dri Corp of America |
|
|
3,678 |
|
|
|
247 |
|
PepsiCo Inc |
|
|
1,079 |
|
|
|
183 |
|
Pilgrim's Pride Corp * |
|
|
37,505 |
|
|
|
1,037 |
|
Procter & Gamble Co/The |
|
|
30,135 |
|
|
|
4,416 |
|
Reynolds Consumer Products Inc |
|
|
37,068 |
|
|
|
995 |
|
Seaboard Corp |
|
|
163 |
|
|
|
582 |
|
Simply Good Foods Co/The * |
|
|
2,568 |
|
|
|
102 |
|
SpartanNash Co |
|
|
7,754 |
|
|
|
178 |
|
Sprouts Farmers Market Inc * |
|
|
569 |
|
|
|
27 |
|
TreeHouse Foods Inc * |
|
|
6,763 |
|
|
|
280 |
|
Universal Corp/VA |
|
|
8,176 |
|
|
|
550 |
|
USANA Health Sciences Inc * |
|
|
2,031 |
|
|
|
109 |
|
Vector Group Ltd |
|
|
24,227 |
|
|
|
273 |
|
Village Super Market Inc, Cl A |
|
|
10,265 |
|
|
|
269 |
|
Vita Coco Co Inc/The * |
|
|
492 |
|
|
|
13 |
|
Vital Farms Inc * |
|
|
22,050 |
|
|
|
346 |
|
Walmart Inc |
|
|
39,913 |
|
|
|
6,292 |
|
WD-40 Co |
|
|
126 |
|
|
|
30 |
|
Weis Markets Inc |
|
|
9,781 |
|
|
|
626 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WK Kellogg Co |
|
|
35,836 |
|
|
$ |
471 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
113,826 |
|
Energy — 3.2% |
|
|
|
|
Chesapeake Energy Corp |
|
|
49,800 |
|
|
|
3,832 |
|
Chevron Corp |
|
|
42,400 |
|
|
|
6,324 |
|
Chord Energy Corp |
|
|
137 |
|
|
|
23 |
|
CNX Resources Corp * |
|
|
3,451 |
|
|
|
69 |
|
DHT Holdings Inc |
|
|
3,769 |
|
|
|
37 |
|
DT Midstream Inc |
|
|
44,600 |
|
|
|
2,444 |
|
Exxon Mobil Corp |
|
|
87,045 |
|
|
|
8,703 |
|
Gulfport Energy Corp * |
|
|
1,836 |
|
|
|
245 |
|
International Seaways Inc |
|
|
447 |
|
|
|
20 |
|
Teekay Corp * |
|
|
23,071 |
|
|
|
165 |
|
Teekay Tankers Ltd, Cl A |
|
|
4,609 |
|
|
|
230 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,092 |
|
Financials — 11.3% |
|
|
|
|
AFC Gamma Inc ‡ |
|
|
4,147 |
|
|
|
50 |
|
Aflac Inc |
|
|
111,500 |
|
|
|
9,199 |
|
Allstate Corp/The |
|
|
5,446 |
|
|
|
762 |
|
AMERISAFE Inc |
|
|
269 |
|
|
|
13 |
|
Aon PLC, Cl A |
|
|
3,797 |
|
|
|
1,105 |
|
AssetMark Financial Holdings Inc * |
|
|
9,153 |
|
|
|
274 |
|
Banco Latinoamericano de Comercio Exterior SA, Cl E |
|
|
2,442 |
|
|
|
60 |
|
Bank First Corp |
|
|
1,442 |
|
|
|
125 |
|
Bank of New York Mellon Corp/The |
|
|
134,800 |
|
|
|
7,016 |
|
Bankwell Financial Group Inc |
|
|
613 |
|
|
|
18 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
9,100 |
|
|
|
3,246 |
|
Byline Bancorp Inc |
|
|
2,258 |
|
|
|
53 |
|
Canadian Imperial Bank of Commerce |
|
|
58,800 |
|
|
|
2,845 |
|
Cboe Global Markets Inc |
|
|
18,889 |
|
|
|
3,373 |
|
Charles Schwab Corp/The |
|
|
7,208 |
|
|
|
496 |
|
Chicago Atlantic Real Estate Finance ‡ |
|
|
8,092 |
|
|
|
131 |
|
Colony Bankcorp Inc |
|
|
4,625 |
|
|
|
61 |
|
Corebridge Financial Inc |
|
|
6,869 |
|
|
|
149 |
|
Diamond Hill Investment Group Inc |
|
|
94 |
|
|
|
16 |
|
Donegal Group Inc, Cl A |
|
|
3,918 |
|
|
|
55 |
|
Employers Holdings Inc |
|
|
13,176 |
|
|
|
519 |
|
Everest Group Ltd |
|
|
8,586 |
|
|
|
3,036 |
|
Greenlight Capital Re Ltd, Cl A * |
|
|
2,715 |
|
|
|
31 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
8,259 |
|
|
|
1,003 |
|
Hartford Financial Services Group Inc/The |
|
|
111,000 |
|
|
|
8,922 |
|
Horace Mann Educators Corp, Cl A |
|
|
4,166 |
|
|
|
136 |
|
Loblaw Cos Ltd |
|
|
20,000 |
|
|
|
1,946 |
|
LPL Financial Holdings Inc |
|
|
11,308 |
|
|
|
2,574 |
|
Markel Group Inc * |
|
|
613 |
|
|
|
870 |
|
MetLife Inc |
|
|
28,500 |
|
|
|
1,885 |
|
Northeast Community Bancorp |
|
|
12,427 |
|
|
|
220 |
|
OceanFirst Financial Corp |
|
|
89,610 |
|
|
|
1,556 |
|
Old Republic International Corp |
|
|
97,000 |
|
|
|
2,852 |
|
Orrstown Financial Services Inc |
|
|
709 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Progressive Corp/The |
|
|
10,946 |
|
|
$ |
1,743 |
|
Safety Insurance Group Inc |
|
|
3,904 |
|
|
|
297 |
|
SiriusPoint Ltd * |
|
|
2,414 |
|
|
|
28 |
|
Sixth Street Specialty Lending Inc |
|
|
60,400 |
|
|
|
1,305 |
|
Travelers Cos Inc/The |
|
|
26,686 |
|
|
|
5,083 |
|
Unum Group |
|
|
9,564 |
|
|
|
432 |
|
Virtu Financial Inc, Cl A |
|
|
14,316 |
|
|
|
290 |
|
W R Berkley Corp |
|
|
57,126 |
|
|
|
4,040 |
|
WaFd Inc |
|
|
79,300 |
|
|
|
2,614 |
|
Westamerica BanCorp |
|
|
3,214 |
|
|
|
181 |
|
Western Union Co/The |
|
|
599,317 |
|
|
|
7,144 |
|
Willis Towers Watson PLC |
|
|
3,558 |
|
|
|
858 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
78,633 |
|
Health Care — 20.5% |
|
|
|
|
Abbott Laboratories |
|
|
6,145 |
|
|
|
676 |
|
AbbVie Inc |
|
|
30,674 |
|
|
|
4,754 |
|
ACADIA Pharmaceuticals Inc * |
|
|
11,011 |
|
|
|
345 |
|
ADMA Biologics Inc * |
|
|
49,356 |
|
|
|
223 |
|
Agilent Technologies Inc |
|
|
10,237 |
|
|
|
1,423 |
|
Alkermes PLC * |
|
|
17,454 |
|
|
|
484 |
|
Amgen Inc, Cl A |
|
|
52,041 |
|
|
|
14,989 |
|
Amicus Therapeutics Inc * |
|
|
8,197 |
|
|
|
116 |
|
Amneal Pharmaceuticals Inc * |
|
|
23,420 |
|
|
|
142 |
|
Amphastar Pharmaceuticals Inc * |
|
|
4,490 |
|
|
|
278 |
|
ANI Pharmaceuticals Inc * |
|
|
1,199 |
|
|
|
66 |
|
Anika Therapeutics Inc * |
|
|
10,510 |
|
|
|
238 |
|
Arcturus Therapeutics Holdings Inc * |
|
|
4,909 |
|
|
|
155 |
|
Ardelyx Inc * |
|
|
16,947 |
|
|
|
105 |
|
Aurinia Pharmaceuticals Inc * |
|
|
2,689 |
|
|
|
24 |
|
Bristol-Myers Squibb Co |
|
|
258,762 |
|
|
|
13,277 |
|
Bruker Corp |
|
|
10,969 |
|
|
|
806 |
|
Cardinal Health Inc |
|
|
63,600 |
|
|
|
6,411 |
|
Catalyst Pharmaceuticals Inc * |
|
|
15,830 |
|
|
|
266 |
|
Cigna Group/The |
|
|
5,616 |
|
|
|
1,682 |
|
Collegium Pharmaceutical Inc * |
|
|
7,244 |
|
|
|
223 |
|
Computer Programs and Systems Inc * |
|
|
1,317 |
|
|
|
15 |
|
Corcept Therapeutics Inc * |
|
|
6,036 |
|
|
|
196 |
|
Cross Country Healthcare Inc * |
|
|
801 |
|
|
|
18 |
|
CVS Health Corp |
|
|
139,950 |
|
|
|
11,050 |
|
Danaher Corp, Cl A |
|
|
1,092 |
|
|
|
253 |
|
DaVita Inc * |
|
|
9,436 |
|
|
|
989 |
|
Deciphera Pharmaceuticals Inc * |
|
|
4,501 |
|
|
|
73 |
|
Dynavax Technologies Corp * |
|
|
20,529 |
|
|
|
287 |
|
Elevance Health Inc |
|
|
6,516 |
|
|
|
3,073 |
|
Embecta |
|
|
6,348 |
|
|
|
120 |
|
Envista Holdings Corp * |
|
|
4,242 |
|
|
|
102 |
|
Exelixis Inc * |
|
|
130,012 |
|
|
|
3,119 |
|
Fortrea Holdings Inc * |
|
|
6,400 |
|
|
|
223 |
|
Gilead Sciences Inc |
|
|
166,960 |
|
|
|
13,525 |
|
Haemonetics Corp * |
|
|
536 |
|
|
|
46 |
|
Halozyme Therapeutics Inc * |
|
|
7,354 |
|
|
|
272 |
|
Harmony Biosciences Holdings Inc * |
|
|
3,696 |
|
|
|
119 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
HealthEquity Inc * |
|
|
1,398 |
|
|
$ |
93 |
|
HealthStream Inc |
|
|
4,113 |
|
|
|
111 |
|
Hims & Hers Health Inc * |
|
|
6,477 |
|
|
|
58 |
|
Hologic Inc * |
|
|
29,941 |
|
|
|
2,139 |
|
Humana Inc |
|
|
8,623 |
|
|
|
3,948 |
|
Incyte Corp * |
|
|
58,158 |
|
|
|
3,652 |
|
Innoviva Inc * |
|
|
19,600 |
|
|
|
314 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
4,382 |
|
|
|
314 |
|
iRadimed Corp |
|
|
3,477 |
|
|
|
165 |
|
Ironwood Pharmaceuticals Inc, Cl A * |
|
|
10,468 |
|
|
|
120 |
|
iTeos Therapeutics Inc * |
|
|
3,442 |
|
|
|
38 |
|
Jazz Pharmaceuticals PLC * |
|
|
26,400 |
|
|
|
3,247 |
|
Johnson & Johnson |
|
|
23,500 |
|
|
|
3,683 |
|
Kiniksa Pharmaceuticals Ltd, Cl A * |
|
|
7,675 |
|
|
|
135 |
|
LeMaitre Vascular Inc |
|
|
2,063 |
|
|
|
117 |
|
Ligand Pharmaceuticals Inc * |
|
|
883 |
|
|
|
63 |
|
MacroGenics Inc * |
|
|
8,154 |
|
|
|
78 |
|
McKesson Corp |
|
|
14,000 |
|
|
|
6,482 |
|
Merck & Co Inc |
|
|
105,921 |
|
|
|
11,548 |
|
Merit Medical Systems Inc * |
|
|
782 |
|
|
|
59 |
|
Merrimack Pharmaceuticals * |
|
|
2,543 |
|
|
|
34 |
|
Mesa Laboratories Inc |
|
|
556 |
|
|
|
58 |
|
MiMedx Group Inc * |
|
|
31,615 |
|
|
|
277 |
|
Mirum Pharmaceuticals Inc * |
|
|
4,824 |
|
|
|
142 |
|
Mural Oncology * |
|
|
1,738 |
|
|
|
10 |
|
Myriad Genetics Inc * |
|
|
1,037 |
|
|
|
20 |
|
National HealthCare Corp |
|
|
2,728 |
|
|
|
252 |
|
Neurocrine Biosciences Inc * |
|
|
30,582 |
|
|
|
4,030 |
|
OmniAb Inc, Cl W * |
|
|
18,595 |
|
|
|
115 |
|
Option Care Health Inc * |
|
|
8,062 |
|
|
|
272 |
|
OraSure Technologies Inc * |
|
|
38,785 |
|
|
|
318 |
|
Organon & Co |
|
|
24,839 |
|
|
|
358 |
|
Pacira BioSciences Inc * |
|
|
1,007 |
|
|
|
34 |
|
Patterson Cos Inc |
|
|
7,859 |
|
|
|
224 |
|
Pediatrix Medical Group Inc * |
|
|
7,885 |
|
|
|
73 |
|
Pfizer Inc |
|
|
182,258 |
|
|
|
5,247 |
|
Phibro Animal Health Corp, Cl A |
|
|
9,533 |
|
|
|
110 |
|
Premier Inc, Cl A |
|
|
21,031 |
|
|
|
470 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
2,747 |
|
|
|
168 |
|
Quipt Home Medical * |
|
|
2,924 |
|
|
|
15 |
|
Regeneron Pharmaceuticals Inc * |
|
|
2,526 |
|
|
|
2,219 |
|
Semler Scientific * |
|
|
846 |
|
|
|
37 |
|
SIGA Technologies Inc |
|
|
9,947 |
|
|
|
56 |
|
Supernus Pharmaceuticals Inc * |
|
|
7,096 |
|
|
|
205 |
|
Tactile Systems Technology Inc * |
|
|
5,564 |
|
|
|
80 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
1,602 |
|
|
|
67 |
|
UFP Technologies Inc * |
|
|
1,020 |
|
|
|
176 |
|
United Therapeutics Corp * |
|
|
10,639 |
|
|
|
2,339 |
|
UroGen Pharma * |
|
|
852 |
|
|
|
13 |
|
Vanda Pharmaceuticals Inc * |
|
|
56,656 |
|
|
|
239 |
|
Varex Imaging Corp * |
|
|
1,943 |
|
|
|
40 |
|
Veradigm Inc * |
|
|
1,958 |
|
|
|
21 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vertex Pharmaceuticals Inc * |
|
|
1,329 |
|
|
$ |
541 |
|
Viatris Inc, Cl W |
|
|
304,872 |
|
|
|
3,302 |
|
Voyager Therapeutics Inc * |
|
|
12,970 |
|
|
|
109 |
|
West Pharmaceutical Services Inc |
|
|
7,782 |
|
|
|
2,740 |
|
Zimmer Biomet Holdings Inc |
|
|
15,698 |
|
|
|
1,910 |
|
Zymeworks Inc * |
|
|
25,924 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
143,117 |
|
Industrials — 9.7% |
|
|
|
|
Allison Transmission Holdings Inc |
|
|
95,800 |
|
|
|
5,571 |
|
Argan Inc |
|
|
2,882 |
|
|
|
135 |
|
Barrett Business Services Inc |
|
|
1,660 |
|
|
|
192 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
18,125 |
|
|
|
2,318 |
|
Cadre Holdings |
|
|
500 |
|
|
|
16 |
|
CH Robinson Worldwide Inc |
|
|
9,455 |
|
|
|
817 |
|
CSG Systems International Inc |
|
|
57,900 |
|
|
|
3,081 |
|
Cummins Inc |
|
|
19,800 |
|
|
|
4,744 |
|
Donaldson Co Inc, Cl A |
|
|
20,836 |
|
|
|
1,362 |
|
EMCOR Group Inc |
|
|
2,781 |
|
|
|
599 |
|
Enerpac Tool Group Corp, Cl A |
|
|
9,816 |
|
|
|
305 |
|
Ennis Inc |
|
|
683 |
|
|
|
15 |
|
Ferguson PLC |
|
|
7,717 |
|
|
|
1,490 |
|
FTI Consulting Inc * |
|
|
738 |
|
|
|
147 |
|
General Dynamics Corp |
|
|
10,345 |
|
|
|
2,686 |
|
Genpact Ltd |
|
|
21,707 |
|
|
|
753 |
|
Golden Ocean Group Ltd |
|
|
31,893 |
|
|
|
311 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
15,440 |
|
|
|
4,009 |
|
Huron Consulting Group Inc * |
|
|
890 |
|
|
|
92 |
|
Hyster-Yale Materials Handling Inc |
|
|
1,229 |
|
|
|
76 |
|
IBEX Holdings Ltd * |
|
|
6,828 |
|
|
|
130 |
|
Insperity Inc, Cl A |
|
|
516 |
|
|
|
60 |
|
ITT Inc |
|
|
688 |
|
|
|
82 |
|
Kelly Services Inc, Cl A |
|
|
1,119 |
|
|
|
24 |
|
Landstar System Inc |
|
|
14,185 |
|
|
|
2,747 |
|
Leidos Holdings Inc |
|
|
2,521 |
|
|
|
273 |
|
Lockheed Martin Corp |
|
|
16,248 |
|
|
|
7,364 |
|
LSI Industries Inc |
|
|
9,360 |
|
|
|
132 |
|
ManpowerGroup Inc |
|
|
19,502 |
|
|
|
1,550 |
|
Maximus Inc |
|
|
1,321 |
|
|
|
111 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,276 |
|
|
|
230 |
|
Mueller Industries Inc |
|
|
483 |
|
|
|
23 |
|
National Presto Industries |
|
|
4,648 |
|
|
|
373 |
|
Northrop Grumman Corp |
|
|
16,849 |
|
|
|
7,888 |
|
Otis Worldwide Corp |
|
|
4,530 |
|
|
|
405 |
|
PACCAR Inc |
|
|
40,600 |
|
|
|
3,965 |
|
Powell Industries Inc |
|
|
1,137 |
|
|
|
101 |
|
Preformed Line Products Co |
|
|
321 |
|
|
|
43 |
|
Rollins Inc |
|
|
65,522 |
|
|
|
2,861 |
|
Schneider National Inc, Cl B |
|
|
33,092 |
|
|
|
842 |
|
Science Applications International Corp |
|
|
29,000 |
|
|
|
3,605 |
|
Snap-on Inc |
|
|
20,200 |
|
|
|
5,835 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
U.S. Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TrueBlue Inc * |
|
|
5,926 |
|
|
$ |
91 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
67,454 |
|
Information Technology — 14.8% |
|
|
|
|
A10 Networks Inc |
|
|
18,153 |
|
|
|
239 |
|
ACI Worldwide Inc * |
|
|
8,254 |
|
|
|
253 |
|
Adeia Inc |
|
|
13,367 |
|
|
|
166 |
|
Agilysys Inc * |
|
|
391 |
|
|
|
33 |
|
Amdocs Ltd |
|
|
186,826 |
|
|
|
16,420 |
|
Appfolio Inc, Cl A * |
|
|
2,254 |
|
|
|
390 |
|
Arrow Electronics Inc, Cl A * |
|
|
38,000 |
|
|
|
4,646 |
|
Avnet Inc |
|
|
107,985 |
|
|
|
5,442 |
|
Benchmark Electronics Inc |
|
|
865 |
|
|
|
24 |
|
Box Inc, Cl A * |
|
|
4,194 |
|
|
|
107 |
|
Brightcove Inc * |
|
|
14,210 |
|
|
|
37 |
|
Canon Inc ADR |
|
|
165,700 |
|
|
|
4,242 |
|
Cirrus Logic Inc * |
|
|
456 |
|
|
|
38 |
|
Cisco Systems Inc |
|
|
250,465 |
|
|
|
12,653 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
94,555 |
|
|
|
7,142 |
|
CommVault Systems Inc * |
|
|
5,611 |
|
|
|
448 |
|
CoreCard Corp * |
|
|
2,107 |
|
|
|
29 |
|
Daktronics Inc * |
|
|
6,268 |
|
|
|
53 |
|
Diodes Inc * |
|
|
511 |
|
|
|
41 |
|
Dolby Laboratories Inc, Cl A |
|
|
2,748 |
|
|
|
237 |
|
eGain Corp * |
|
|
3,272 |
|
|
|
27 |
|
EPAM Systems Inc * |
|
|
786 |
|
|
|
234 |
|
F5 Inc, Cl A * |
|
|
1,980 |
|
|
|
354 |
|
Gen Digital Inc |
|
|
32,189 |
|
|
|
735 |
|
GoDaddy Inc, Cl A * |
|
|
1,066 |
|
|
|
113 |
|
Hackett Group Inc/The |
|
|
6,420 |
|
|
|
146 |
|
Hewlett Packard Enterprise Co |
|
|
418,100 |
|
|
|
7,099 |
|
Insight Enterprises Inc * |
|
|
28,800 |
|
|
|
5,103 |
|
InterDigital Inc |
|
|
2,733 |
|
|
|
297 |
|
International Business Machines Corp |
|
|
74,600 |
|
|
|
12,201 |
|
inTEST * |
|
|
1,609 |
|
|
|
22 |
|
Juniper Networks Inc |
|
|
227,328 |
|
|
|
6,702 |
|
Kimball Electronics Inc * |
|
|
587 |
|
|
|
16 |
|
LiveRamp Holdings Inc * |
|
|
9,099 |
|
|
|
345 |
|
Motorola Solutions Inc |
|
|
1,242 |
|
|
|
389 |
|
NetApp Inc |
|
|
43,000 |
|
|
|
3,791 |
|
NVE Corp |
|
|
1,442 |
|
|
|
113 |
|
Open Text Corp |
|
|
57,000 |
|
|
|
2,407 |
|
Oracle Corp, Cl B |
|
|
53,474 |
|
|
|
5,638 |
|
OSI Systems Inc * |
|
|
1,185 |
|
|
|
153 |
|
Photronics Inc * |
|
|
3,318 |
|
|
|
104 |
|
QUALCOMM Inc |
|
|
7,676 |
|
|
|
1,110 |
|
Qualys Inc * |
|
|
1,281 |
|
|
|
251 |
|
Sapiens International Corp NV |
|
|
6,237 |
|
|
|
180 |
|
Skyworks Solutions Inc |
|
|
7,072 |
|
|
|
795 |
|
Squarespace Inc, Cl A * |
|
|
2,190 |
|
|
|
72 |
|
Super Micro Computer Inc * |
|
|
52 |
|
|
|
15 |
|
Synopsys Inc * |
|
|
1,440 |
|
|
|
741 |
|
Teradata Corp * |
|
|
22,338 |
|
|
|
972 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
VeriSign Inc * |
|
|
3,004 |
|
|
$ |
619 |
|
Yext Inc * |
|
|
31,009 |
|
|
|
183 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
103,567 |
|
Materials — 3.6% |
|
|
|
|
Arch Resources Inc |
|
|
595 |
|
|
|
99 |
|
Axalta Coating Systems Ltd * |
|
|
12,452 |
|
|
|
423 |
|
Berry Global Group Inc |
|
|
67,294 |
|
|
|
4,535 |
|
Core Molding Technologies * |
|
|
2,935 |
|
|
|
54 |
|
Graphic Packaging Holding Co |
|
|
82,700 |
|
|
|
2,039 |
|
Innospec Inc |
|
|
845 |
|
|
|
104 |
|
International Paper Co |
|
|
47,300 |
|
|
|
1,710 |
|
Myers Industries Inc |
|
|
8,510 |
|
|
|
166 |
|
NewMarket Corp |
|
|
18,054 |
|
|
|
9,854 |
|
Reliance Steel & Aluminum Co |
|
|
11,400 |
|
|
|
3,188 |
|
Sonoco Products Co |
|
|
31,100 |
|
|
|
1,738 |
|
Southern Copper Corp |
|
|
8,920 |
|
|
|
768 |
|
SSR Mining Inc |
|
|
77,837 |
|
|
|
838 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,516 |
|
Real Estate — 0.1% |
|
|
|
|
Apartment Income Corp ‡ |
|
|
12,304 |
|
|
|
427 |
|
Equity Commonwealth ‡ |
|
|
12,164 |
|
|
|
234 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
12,316 |
|
|
|
179 |
|
RMR Group Inc/The, Cl A |
|
|
3,682 |
|
|
|
104 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
944 |
|
Utilities — 3.7% |
|
|
|
|
ALLETE Inc |
|
|
1,011 |
|
|
|
62 |
|
American Electric Power Co Inc |
|
|
23,300 |
|
|
|
1,892 |
|
American States Water Co |
|
|
262 |
|
|
|
21 |
|
California Water Service Group, Cl A |
|
|
3,737 |
|
|
|
194 |
|
Clearway Energy Inc, Cl A |
|
|
4,404 |
|
|
|
113 |
|
Consolidated Water Co Ltd |
|
|
9,740 |
|
|
|
347 |
|
Entergy Corp |
|
|
29,700 |
|
|
|
3,005 |
|
Evergy Inc |
|
|
41,100 |
|
|
|
2,145 |
|
Genie Energy Ltd, Cl B |
|
|
11,003 |
|
|
|
310 |
|
MGE Energy Inc |
|
|
2,415 |
|
|
|
175 |
|
Middlesex Water Co |
|
|
795 |
|
|
|
52 |
|
National Fuel Gas Co |
|
|
92,875 |
|
|
|
4,660 |
|
Northwest Natural Holding Co |
|
|
5,992 |
|
|
|
233 |
|
Northwestern Energy Group Inc |
|
|
1,589 |
|
|
|
81 |
|
ONE Gas Inc |
|
|
2,637 |
|
|
|
168 |
|
Otter Tail Corp |
|
|
43,888 |
|
|
|
3,729 |
|
PPL Corp |
|
|
142,100 |
|
|
|
3,851 |
|
Public Service Enterprise Group Inc |
|
|
34,300 |
|
|
|
2,097 |
|
Pure Cycle Corp * |
|
|
5,061 |
|
|
|
53 |
|
SJW Group |
|
|
2,240 |
|
|
|
146 |
|
Southwest Gas Holdings Inc |
|
|
3,196 |
|
|
|
203 |
|
Spire Inc |
|
|
2,651 |
|
|
|
165 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
U.S. Managed Volatility Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Vistra Corp |
|
|
57,700 |
|
|
$ |
2,223 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,925 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $577,579) ($ Thousands) |
|
|
|
|
|
|
679,626 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.1% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
962,266 |
|
|
|
962 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $962) ($ Thousands) |
|
|
962 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
3,904,682 |
|
|
$ |
3,905 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,905) ($ Thousands) |
|
|
|
|
|
|
3,905 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 98.0% |
|
|
|
|
|
|
|
|
(Cost $582,446) ($ Thousands) |
|
$ |
684,493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
48 |
|
|
|
Mar-2024 |
|
|
$ |
11,568 |
|
|
$ |
11,568 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $698,321 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $962 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,813 |
|
|
$ |
4,532 |
|
|
$ |
(6,383 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
962 |
|
|
$ |
2 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
15,573 |
|
|
|
52,146 |
|
|
|
(63,814 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,905 |
|
|
|
132 |
|
|
|
— |
|
Totals |
|
$ |
18,386 |
|
|
$ |
56,678 |
|
|
$ |
(70,197 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,867 |
|
|
$ |
134 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.1% |
Australia — 0.7% |
Rio Tinto Ltd |
|
|
59,592 |
|
|
$ |
5,516 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.1% |
Oberbank AG |
|
|
162 |
|
|
|
11 |
|
Telekom Austria AG, Cl A |
|
|
44,848 |
|
|
|
379 |
|
UNIQA Insurance Group AG |
|
|
14,649 |
|
|
|
121 |
|
| |
|
|
|
|
|
|
511 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.4% |
Ageas SA/NV |
|
|
22,107 |
|
|
|
960 |
|
Solvay SA |
|
|
15,584 |
|
|
|
477 |
|
Syensqo SA * |
|
|
15,584 |
|
|
|
1,623 |
|
TINC Comm VA * |
|
|
2,066 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
3,087 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.1% |
Yara International ASA |
|
|
27,185 |
|
|
|
967 |
|
| |
|
|
|
|
|
|
|
|
Canada — 2.3% |
BCE Inc |
|
|
116,464 |
|
|
|
4,586 |
|
Canadian Utilities Ltd, Cl A |
|
|
38,800 |
|
|
|
938 |
|
CGI Inc, Cl A * |
|
|
24,800 |
|
|
|
2,670 |
|
Constellation Software Inc/Canada |
|
|
200 |
|
|
|
498 |
|
Emera Inc |
|
|
800 |
|
|
|
31 |
|
Empire Co Ltd, Cl A |
|
|
104,700 |
|
|
|
2,783 |
|
Fairfax Financial Holdings Ltd |
|
|
400 |
|
|
|
371 |
|
George Weston Ltd |
|
|
5,500 |
|
|
|
686 |
|
Loblaw Cos Ltd |
|
|
25,500 |
|
|
|
2,481 |
|
Metro Inc/CN, Cl A |
|
|
22,600 |
|
|
|
1,176 |
|
Whitecap Resources, Cl Common Subs. Receipt |
|
|
213,100 |
|
|
|
1,433 |
|
| |
|
|
|
|
|
|
17,653 |
|
| |
|
|
|
|
|
|
|
|
China — 0.3% |
APT Satellite Holdings Ltd |
|
|
202,000 |
|
|
|
56 |
|
CITIC Telecom International Holdings Ltd |
|
|
1,597,000 |
|
|
|
671 |
|
Wilmar International Ltd |
|
|
456,600 |
|
|
|
1,236 |
|
| |
|
|
|
|
|
|
1,963 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 1.3% |
Carlsberg AS, Cl B |
|
|
21,584 |
|
|
|
2,709 |
|
Danske Bank A/S |
|
|
81,862 |
|
|
|
2,188 |
|
Novo Nordisk A/S, Cl B |
|
|
47,743 |
|
|
|
4,939 |
|
| |
|
|
|
|
|
|
9,836 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.6% |
Elisa Oyj |
|
|
100,676 |
|
|
|
4,657 |
|
Kemira Oyj |
|
|
4,334 |
|
|
|
80 |
|
Orion Oyj, Cl A |
|
|
259 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
4,748 |
|
| |
|
|
|
|
|
|
|
|
France — 2.0% |
ABC arbitrage |
|
|
4,265 |
|
|
|
23 |
|
Air Liquide SA |
|
|
12,506 |
|
|
|
2,433 |
|
Carrefour SA |
|
|
185,782 |
|
|
|
3,399 |
|
Danone SA |
|
|
16,203 |
|
|
|
1,050 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Eiffage SA |
|
|
4,383 |
|
|
$ |
470 |
|
Legrand SA |
|
|
14,100 |
|
|
|
1,466 |
|
Orange SA |
|
|
588,500 |
|
|
|
6,698 |
|
Vivendi SE |
|
|
22,345 |
|
|
|
239 |
|
| |
|
|
|
|
|
|
15,778 |
|
| |
|
|
|
|
|
|
|
|
Germany — 0.0% |
Heidelberg Materials AG |
|
|
3,048 |
|
|
|
273 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 2.2% |
CLP Holdings Ltd, Cl B |
|
|
153,156 |
|
|
|
1,264 |
|
Dah Sing Banking Group Ltd |
|
|
108,898 |
|
|
|
70 |
|
HKT Trust & HKT Ltd |
|
|
3,008,834 |
|
|
|
3,591 |
|
Jardine Matheson Holdings Ltd |
|
|
38,500 |
|
|
|
1,587 |
|
Langham Hospitality Investments and Langham Hospitality Investments Ltd |
|
|
425,500 |
|
|
|
36 |
|
Miramar Hotel & Investment |
|
|
49,000 |
|
|
|
67 |
|
PCCW Ltd |
|
|
4,732,000 |
|
|
|
2,521 |
|
Power Assets Holdings Ltd |
|
|
800,000 |
|
|
|
4,636 |
|
Regal Hotels International Holdings Ltd * |
|
|
77,509 |
|
|
|
29 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
48,520 |
|
|
|
25 |
|
Swire Pacific Ltd, Cl A |
|
|
81,000 |
|
|
|
686 |
|
VTech Holdings Ltd |
|
|
42,069 |
|
|
|
254 |
|
WH Group Ltd |
|
|
3,884,000 |
|
|
|
2,507 |
|
| |
|
|
|
|
|
|
17,273 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.7% |
Check Point Software Technologies Ltd * |
|
|
40,857 |
|
|
|
6,243 |
|
FIBI Holdings Ltd |
|
|
1,748 |
|
|
|
77 |
|
First International Bank Of Israel Ltd/The |
|
|
103,414 |
|
|
|
4,250 |
|
Isracard Ltd |
|
|
5 |
|
|
|
– |
|
Nice Ltd * |
|
|
6,038 |
|
|
|
1,207 |
|
Nova Ltd * |
|
|
2,765 |
|
|
|
380 |
|
Radware Ltd * |
|
|
24,814 |
|
|
|
414 |
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd |
|
|
2,376 |
|
|
|
133 |
|
Tower Semiconductor Ltd * |
|
|
12,727 |
|
|
|
388 |
|
| |
|
|
|
|
|
|
13,092 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.4% |
UniCredit SpA |
|
|
79,159 |
|
|
|
2,148 |
|
UnipolSai Assicurazioni SpA |
|
|
340,283 |
|
|
|
850 |
|
| |
|
|
|
|
|
|
2,998 |
|
| |
|
|
|
|
|
|
|
|
Japan — 9.8% |
Achilles Corp |
|
|
2,500 |
|
|
|
27 |
|
Aeon Delight |
|
|
2,500 |
|
|
|
63 |
|
Aichi Electric Co Ltd |
|
|
600 |
|
|
|
15 |
|
Akatsuki |
|
|
11,700 |
|
|
|
37 |
|
Albis Co Ltd |
|
|
1,600 |
|
|
|
30 |
|
Alinco Inc |
|
|
2,700 |
|
|
|
19 |
|
Amano Corp |
|
|
18,800 |
|
|
|
446 |
|
Amiyaki Tei Co Ltd |
|
|
1,300 |
|
|
|
35 |
|
Anritsu Corp |
|
|
191,800 |
|
|
|
1,851 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arcs Co Ltd |
|
|
54,300 |
|
|
$ |
1,071 |
|
Artience |
|
|
30,300 |
|
|
|
565 |
|
Asahi Co Ltd |
|
|
39,900 |
|
|
|
359 |
|
Asante Inc |
|
|
10,700 |
|
|
|
126 |
|
Autobacs Seven Co Ltd |
|
|
34,600 |
|
|
|
383 |
|
Axial Retailing Inc |
|
|
2,300 |
|
|
|
68 |
|
Belc Co Ltd |
|
|
5,900 |
|
|
|
261 |
|
Canon Marketing Japan Inc |
|
|
7,100 |
|
|
|
215 |
|
Cawachi Ltd |
|
|
29,900 |
|
|
|
563 |
|
Chiyoda Integre |
|
|
1,600 |
|
|
|
32 |
|
Chubu Electric Power Co Inc |
|
|
339,400 |
|
|
|
4,385 |
|
CI Takiron Corp |
|
|
37,000 |
|
|
|
172 |
|
COLOPL |
|
|
10,800 |
|
|
|
45 |
|
Computer Engineering & Consulting Ltd |
|
|
18,100 |
|
|
|
201 |
|
COMSYS Holdings Corp |
|
|
34,300 |
|
|
|
757 |
|
Create Medic Co Ltd |
|
|
5,677 |
|
|
|
36 |
|
Dai Nippon Toryo Co Ltd |
|
|
7,800 |
|
|
|
56 |
|
Daiken Medical |
|
|
6,500 |
|
|
|
24 |
|
Dainichiseika Color & Chemicals Manufacturing |
|
|
1,800 |
|
|
|
32 |
|
Daisue Construction |
|
|
4,800 |
|
|
|
46 |
|
Earth Corp (A) |
|
|
21,200 |
|
|
|
687 |
|
Eco's |
|
|
1,800 |
|
|
|
31 |
|
Eizo Corp |
|
|
8,600 |
|
|
|
301 |
|
EXEO Group |
|
|
18,800 |
|
|
|
418 |
|
Ezaki Glico Co Ltd (A) |
|
|
34,200 |
|
|
|
1,013 |
|
FAN Communications Inc |
|
|
8,000 |
|
|
|
22 |
|
Feed One |
|
|
5,100 |
|
|
|
29 |
|
FJ Next Holdings Co Ltd |
|
|
14,600 |
|
|
|
116 |
|
France Bed Holdings |
|
|
9,400 |
|
|
|
89 |
|
FTGroup Co Ltd |
|
|
2,900 |
|
|
|
24 |
|
Fujicco Co Ltd |
|
|
22,500 |
|
|
|
310 |
|
Fujiya Co Ltd |
|
|
2,900 |
|
|
|
50 |
|
Fukuda Denshi Co Ltd |
|
|
200 |
|
|
|
10 |
|
Gakken Holdings Co Ltd |
|
|
9,800 |
|
|
|
69 |
|
Gakkyusha Co Ltd |
|
|
5,600 |
|
|
|
80 |
|
H.U. Group Holdings |
|
|
12,900 |
|
|
|
244 |
|
Hamakyorex |
|
|
1,300 |
|
|
|
37 |
|
Heiwado Co Ltd |
|
|
62,500 |
|
|
|
946 |
|
Hitachi Ltd |
|
|
569 |
|
|
|
41 |
|
Hogy Medical |
|
|
3,000 |
|
|
|
77 |
|
Hokuto Corp |
|
|
53,000 |
|
|
|
653 |
|
House Foods Group Inc |
|
|
39,900 |
|
|
|
882 |
|
Icom |
|
|
1,000 |
|
|
|
25 |
|
Inpex Corp |
|
|
21,100 |
|
|
|
285 |
|
Itochu-Shokuhin Co Ltd |
|
|
2,003 |
|
|
|
112 |
|
Japan Oil Transportation Co Ltd |
|
|
2,100 |
|
|
|
43 |
|
Japan Post Bank Co Ltd |
|
|
262,100 |
|
|
|
2,670 |
|
Japan Post Holdings Co Ltd |
|
|
11,500 |
|
|
|
103 |
|
Japan Tobacco Inc (A) |
|
|
279,600 |
|
|
|
7,229 |
|
Jastec |
|
|
4,300 |
|
|
|
43 |
|
JM Holdings |
|
|
3,600 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
J-Oil Mills |
|
|
12,400 |
|
|
$ |
170 |
|
JSP Corp |
|
|
29,000 |
|
|
|
377 |
|
Kaken Pharmaceutical Co Ltd |
|
|
30,400 |
|
|
|
723 |
|
Kakiyasu Honten Co Ltd |
|
|
5,531 |
|
|
|
97 |
|
Kameda Seika Co Ltd |
|
|
3,600 |
|
|
|
105 |
|
Kansai Electric Power Co Inc/The |
|
|
228,800 |
|
|
|
3,038 |
|
Kato Sangyo Co Ltd |
|
|
27,800 |
|
|
|
906 |
|
Kenko Mayonnaise |
|
|
2,500 |
|
|
|
30 |
|
Kewpie Corp |
|
|
20,500 |
|
|
|
361 |
|
Key Coffee Inc |
|
|
7,400 |
|
|
|
109 |
|
KFC Holdings Japan Ltd |
|
|
6,000 |
|
|
|
131 |
|
Kobe Electric Railway * |
|
|
3,300 |
|
|
|
69 |
|
Komeri Co Ltd |
|
|
19,200 |
|
|
|
421 |
|
Kuriyama Holdings |
|
|
4,200 |
|
|
|
27 |
|
Kyorin Pharmaceutical |
|
|
104,700 |
|
|
|
1,322 |
|
Kyosan Electric Manufacturing Co Ltd |
|
|
9,800 |
|
|
|
33 |
|
Lawson Inc |
|
|
20,200 |
|
|
|
1,043 |
|
Lion Corp |
|
|
55,800 |
|
|
|
518 |
|
Marvelous Inc |
|
|
5,300 |
|
|
|
27 |
|
McDonald's Holdings Co Japan Ltd (A) |
|
|
20,000 |
|
|
|
867 |
|
Medical System Network, Cl A |
|
|
7,000 |
|
|
|
32 |
|
Megmilk Snow Brand Co Ltd |
|
|
44,600 |
|
|
|
669 |
|
MEIJI Holdings Co Ltd |
|
|
36,000 |
|
|
|
855 |
|
Ministop Co Ltd |
|
|
4,700 |
|
|
|
51 |
|
Miroku Jyoho Service Co Ltd |
|
|
6,500 |
|
|
|
81 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
18,900 |
|
|
|
645 |
|
Mitsui DM Sugar Holdings Co Ltd |
|
|
15,000 |
|
|
|
316 |
|
Miyoshi Oil & Fat Co Ltd |
|
|
18,300 |
|
|
|
164 |
|
Mochida Pharmaceutical Co Ltd |
|
|
2,200 |
|
|
|
51 |
|
Morinaga & Co Ltd/Japan |
|
|
11,000 |
|
|
|
200 |
|
Morozoff Ltd |
|
|
1,200 |
|
|
|
32 |
|
MS&AD Insurance Group Holdings Inc |
|
|
25,900 |
|
|
|
1,019 |
|
Musashi Co Ltd |
|
|
2,400 |
|
|
|
31 |
|
Nagase Brothers |
|
|
5,100 |
|
|
|
71 |
|
Nagatanien Holdings Co Ltd |
|
|
1,700 |
|
|
|
26 |
|
NH Foods Ltd |
|
|
5,900 |
|
|
|
200 |
|
Nichirei Corp |
|
|
2,100 |
|
|
|
52 |
|
Nichirin Co Ltd |
|
|
6,200 |
|
|
|
144 |
|
Nihon Chouzai Co Ltd |
|
|
31,100 |
|
|
|
309 |
|
Nihon Denkei Co Ltd |
|
|
2,000 |
|
|
|
26 |
|
Nikko Co Ltd/Hyogo |
|
|
5,600 |
|
|
|
27 |
|
Nippn Corp |
|
|
111,234 |
|
|
|
1,754 |
|
Nippon Air Conditioning Services Co Ltd |
|
|
4,900 |
|
|
|
28 |
|
Nippon BS Broadcasting Corp |
|
|
1,700 |
|
|
|
11 |
|
Nippon Carbon |
|
|
900 |
|
|
|
28 |
|
Nippon Steel Corp |
|
|
54,200 |
|
|
|
1,242 |
|
Nippon Telegraph & Telephone Corp |
|
|
2,124,800 |
|
|
|
2,597 |
|
Nisshin Oillio Group Ltd/The |
|
|
10,552 |
|
|
|
321 |
|
Nissin Foods Holdings Co Ltd |
|
|
15,000 |
|
|
|
524 |
|
Nittoc Construction Co Ltd |
|
|
17,600 |
|
|
|
132 |
|
Oiles Corp |
|
|
26,700 |
|
|
|
375 |
|
Okinawa Cellular Telephone Co |
|
|
10,800 |
|
|
|
259 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Okumura |
|
|
2,600 |
|
|
$ |
86 |
|
Okuwa Co Ltd |
|
|
22,800 |
|
|
|
134 |
|
Osaki Electric Co Ltd |
|
|
13,700 |
|
|
|
62 |
|
Otsuka Holdings Co Ltd |
|
|
12,500 |
|
|
|
469 |
|
OUG Holdings Inc |
|
|
2,236 |
|
|
|
38 |
|
Prima Meat Packers |
|
|
12,900 |
|
|
|
215 |
|
Raito Kogyo Co Ltd |
|
|
17,800 |
|
|
|
239 |
|
Rasa Corp |
|
|
3,900 |
|
|
|
42 |
|
RYODEN CORP |
|
|
2,300 |
|
|
|
42 |
|
San-A Co Ltd, Cl A |
|
|
37,700 |
|
|
|
1,218 |
|
Sanki Engineering Co Ltd |
|
|
32,000 |
|
|
|
397 |
|
Sanyo Chemical Industries |
|
|
6,200 |
|
|
|
186 |
|
Senko Group Holdings Co Ltd |
|
|
26,300 |
|
|
|
213 |
|
Showa Sangyo Co Ltd |
|
|
22,000 |
|
|
|
494 |
|
SKY Perfect JSAT Holdings Inc |
|
|
127,800 |
|
|
|
633 |
|
SoftBank Corp |
|
|
500,200 |
|
|
|
6,243 |
|
Software Service |
|
|
900 |
|
|
|
63 |
|
SPK Corp |
|
|
1,900 |
|
|
|
25 |
|
SRA Holdings |
|
|
6,400 |
|
|
|
162 |
|
ST Corp |
|
|
5,400 |
|
|
|
58 |
|
Step Co Ltd |
|
|
9,200 |
|
|
|
123 |
|
Studio Alice Co Ltd |
|
|
6,000 |
|
|
|
89 |
|
Sugi Holdings Co Ltd |
|
|
1,800 |
|
|
|
83 |
|
Sundrug Co Ltd |
|
|
71,700 |
|
|
|
2,305 |
|
Tachibana Eletech Co Ltd |
|
|
3,700 |
|
|
|
72 |
|
Takamatsu Construction Group Co Ltd |
|
|
13,200 |
|
|
|
259 |
|
Takasago International Corp |
|
|
2,300 |
|
|
|
57 |
|
TAKEBISHI CORP |
|
|
2,000 |
|
|
|
27 |
|
Tekken Corp |
|
|
8,500 |
|
|
|
121 |
|
Tobishima |
|
|
4,600 |
|
|
|
43 |
|
TOKAI Holdings Corp |
|
|
100,700 |
|
|
|
688 |
|
Tokyo Individualized Educational Institute Inc |
|
|
8,500 |
|
|
|
27 |
|
Tokyo Seimitsu Co Ltd |
|
|
4,400 |
|
|
|
271 |
|
Tokyu Construction Co Ltd |
|
|
84,000 |
|
|
|
475 |
|
Trend Micro Inc/Japan *(A) |
|
|
92,600 |
|
|
|
4,958 |
|
Tsumura & Co |
|
|
5,200 |
|
|
|
98 |
|
Unicafe Inc * |
|
|
6,400 |
|
|
|
42 |
|
United Super Markets Holdings Inc |
|
|
123,500 |
|
|
|
891 |
|
Uoriki Co Ltd |
|
|
5,800 |
|
|
|
96 |
|
Valor Holdings Co Ltd |
|
|
21,900 |
|
|
|
379 |
|
Vital KSK Holdings Inc |
|
|
21,700 |
|
|
|
161 |
|
Wowow Inc |
|
|
19,124 |
|
|
|
145 |
|
Yamatane Corp |
|
|
2,700 |
|
|
|
47 |
|
Yamaura Corp |
|
|
6,300 |
|
|
|
63 |
|
Yaoko Co Ltd |
|
|
18,000 |
|
|
|
1,030 |
|
Yashima Denki Co Ltd |
|
|
2,600 |
|
|
|
24 |
|
Yasuda Logistics Corp |
|
|
3,700 |
|
|
|
31 |
|
Yondoshi Holdings Inc |
|
|
2,900 |
|
|
|
42 |
|
Zenkoku Hosho Co Ltd |
|
|
4,000 |
|
|
|
151 |
|
Zenrin Co Ltd |
|
|
23,900 |
|
|
|
148 |
|
| |
|
|
|
|
|
|
75,227 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Netherlands — 3.0% |
Koninklijke Ahold Delhaize NV |
|
|
368,976 |
|
|
$ |
10,604 |
|
Koninklijke KPN NV |
|
|
213,796 |
|
|
|
736 |
|
Shell PLC |
|
|
161,435 |
|
|
|
5,304 |
|
Wolters Kluwer NV |
|
|
42,753 |
|
|
|
6,078 |
|
| |
|
|
|
|
|
|
22,722 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.5% |
Spark New Zealand Ltd |
|
|
1,257,480 |
|
|
|
4,124 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.5% |
AMSC ASA |
|
|
29,261 |
|
|
|
78 |
|
DNB Bank ASA |
|
|
64,950 |
|
|
|
1,381 |
|
Kongsberg Gruppen ASA |
|
|
7,523 |
|
|
|
345 |
|
Orkla ASA |
|
|
286,136 |
|
|
|
2,221 |
|
Sparebank 1 Oestlandet |
|
|
3,854 |
|
|
|
50 |
|
SpareBank 1 SMN |
|
|
24,206 |
|
|
|
338 |
|
SpareBank 1 Sorost-Norge |
|
|
3,479 |
|
|
|
22 |
|
SpareBank 1 SR-Bank ASA |
|
|
13,067 |
|
|
|
166 |
|
Sparebanken Vest |
|
|
26,910 |
|
|
|
290 |
|
Storebrand |
|
|
112,985 |
|
|
|
1,002 |
|
Telenor ASA (A) |
|
|
482,285 |
|
|
|
5,537 |
|
Veidekke ASA |
|
|
19,659 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
11,628 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.3% |
Jeronimo Martins SGPS SA |
|
|
96,723 |
|
|
|
2,462 |
|
NOS SGPS SA |
|
|
22,868 |
|
|
|
81 |
|
| |
|
|
|
|
|
|
2,543 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.5% |
Bukit Sembawang Estates Ltd |
|
|
11,000 |
|
|
|
29 |
|
Fraser and Neave Ltd |
|
|
20,400 |
|
|
|
16 |
|
Jardine Cycle & Carriage Ltd |
|
|
44,800 |
|
|
|
1,011 |
|
Kimly Ltd |
|
|
85,900 |
|
|
|
21 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
40,700 |
|
|
|
401 |
|
Sheng Siong Group Ltd |
|
|
1,367,374 |
|
|
|
1,659 |
|
Singapore Exchange Ltd |
|
|
80,000 |
|
|
|
596 |
|
| |
|
|
|
|
|
|
3,733 |
|
| |
|
|
|
|
|
|
|
|
Spain — 1.2% |
ACS Actividades de Construccion y Servicios SA |
|
|
25,325 |
|
|
|
1,124 |
|
Aena SME SA |
|
|
11,081 |
|
|
|
2,009 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
30,628 |
|
|
|
828 |
|
Ebro Foods SA |
|
|
5,820 |
|
|
|
100 |
|
Iberdrola SA |
|
|
317,367 |
|
|
|
4,161 |
|
Redeia Corp SA |
|
|
49,785 |
|
|
|
820 |
|
| |
|
|
|
|
|
|
9,042 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.8% |
Essity AB, Cl B |
|
|
101,494 |
|
|
|
2,518 |
|
Industrivarden AB, Cl C |
|
|
34,484 |
|
|
|
1,123 |
|
Securitas AB, Cl B |
|
|
87,418 |
|
|
|
855 |
|
Volvo AB, Cl A |
|
|
23,916 |
|
|
|
633 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Volvo AB, Cl B |
|
|
29,985 |
|
|
$ |
779 |
|
| |
|
|
|
|
|
|
5,908 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 2.7% |
Berner Kantonalbank AG |
|
|
248 |
|
|
|
70 |
|
BKW AG |
|
|
2,434 |
|
|
|
432 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
58 |
|
|
|
695 |
|
Emmi AG |
|
|
102 |
|
|
|
110 |
|
Kuehne + Nagel International AG |
|
|
4,696 |
|
|
|
1,617 |
|
Novartis AG |
|
|
88,750 |
|
|
|
8,949 |
|
Plazza AG |
|
|
133 |
|
|
|
48 |
|
PSP Swiss Property AG |
|
|
3,442 |
|
|
|
481 |
|
Sandoz Group AG * |
|
|
1 |
|
|
|
– |
|
St Galler Kantonalbank AG |
|
|
157 |
|
|
|
92 |
|
Swatch Group AG/The |
|
|
10,799 |
|
|
|
565 |
|
Swisscom AG |
|
|
12,308 |
|
|
|
7,400 |
|
| |
|
|
|
|
|
|
20,459 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 4.9% |
BAE Systems PLC |
|
|
60,801 |
|
|
|
861 |
|
British American Tobacco PLC |
|
|
4,161 |
|
|
|
122 |
|
Centrica PLC |
|
|
209,358 |
|
|
|
375 |
|
CK Hutchison Holdings Ltd |
|
|
738,000 |
|
|
|
3,955 |
|
Coca-Cola Europacific Partners PLC |
|
|
74,449 |
|
|
|
4,969 |
|
HSBC Holdings PLC |
|
|
322,547 |
|
|
|
2,613 |
|
J Sainsbury PLC |
|
|
260,500 |
|
|
|
1,005 |
|
RELX PLC |
|
|
181,116 |
|
|
|
7,180 |
|
Rightmove PLC |
|
|
8,040 |
|
|
|
59 |
|
Sage Group PLC/The |
|
|
482,723 |
|
|
|
7,215 |
|
Spirent Communications PLC |
|
|
169,712 |
|
|
|
267 |
|
Tesco PLC |
|
|
1,098,394 |
|
|
|
4,068 |
|
Unilever PLC |
|
|
46,565 |
|
|
|
2,256 |
|
Vodafone Group PLC |
|
|
2,790,072 |
|
|
|
2,438 |
|
| |
|
|
|
|
|
|
37,383 |
|
| |
|
|
|
|
|
|
|
|
United States — 60.8% |
AbbVie Inc |
|
|
23,155 |
|
|
|
3,588 |
|
Alphabet Inc, Cl A * |
|
|
39,102 |
|
|
|
5,462 |
|
Alphabet Inc, Cl C * |
|
|
19,915 |
|
|
|
2,807 |
|
Altria Group Inc |
|
|
126,106 |
|
|
|
5,087 |
|
Amdocs Ltd |
|
|
75,235 |
|
|
|
6,612 |
|
American Business Bank * |
|
|
1,369 |
|
|
|
49 |
|
AMETEK Inc |
|
|
5,205 |
|
|
|
858 |
|
Amgen Inc, Cl A |
|
|
15,049 |
|
|
|
4,334 |
|
Aon PLC, Cl A |
|
|
8,060 |
|
|
|
2,346 |
|
Apple Inc |
|
|
36,316 |
|
|
|
6,992 |
|
AptarGroup Inc |
|
|
41,469 |
|
|
|
5,126 |
|
Arrow Electronics Inc, Cl A * |
|
|
8,441 |
|
|
|
1,032 |
|
AT&T Inc |
|
|
310,853 |
|
|
|
5,216 |
|
Automatic Data Processing Inc |
|
|
3,124 |
|
|
|
728 |
|
AutoZone Inc * |
|
|
347 |
|
|
|
897 |
|
Bank of New York Mellon Corp/The |
|
|
112,277 |
|
|
|
5,844 |
|
Becton Dickinson & Co |
|
|
3,969 |
|
|
|
968 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
33,703 |
|
|
|
12,021 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Box Inc, Cl A * |
|
|
63,064 |
|
|
$ |
1,615 |
|
Brady Corp, Cl A |
|
|
5,478 |
|
|
|
322 |
|
Bristol-Myers Squibb Co |
|
|
125,215 |
|
|
|
6,425 |
|
Brown & Brown Inc |
|
|
10,957 |
|
|
|
779 |
|
Bunge Global |
|
|
45,260 |
|
|
|
4,569 |
|
CACI International Inc, Cl A * |
|
|
2,270 |
|
|
|
735 |
|
Cadence Design Systems Inc * |
|
|
15,875 |
|
|
|
4,324 |
|
Campbell Soup Co |
|
|
83,262 |
|
|
|
3,599 |
|
Cardinal Health Inc |
|
|
42,862 |
|
|
|
4,321 |
|
Casey's General Stores Inc |
|
|
19,357 |
|
|
|
5,318 |
|
Cboe Global Markets Inc |
|
|
35,621 |
|
|
|
6,361 |
|
Cencora Inc, Cl A |
|
|
1,994 |
|
|
|
410 |
|
Centene Corp * |
|
|
7,762 |
|
|
|
576 |
|
Chemed Corp |
|
|
6,486 |
|
|
|
3,793 |
|
Church & Dwight Co Inc |
|
|
75,100 |
|
|
|
7,102 |
|
Cigna Group/The |
|
|
6,628 |
|
|
|
1,985 |
|
Cintas Corp |
|
|
9,368 |
|
|
|
5,646 |
|
Cisco Systems Inc |
|
|
175,098 |
|
|
|
8,846 |
|
Clorox Co/The |
|
|
51,140 |
|
|
|
7,292 |
|
CME Group Inc, Cl A |
|
|
8,806 |
|
|
|
1,855 |
|
Coca-Cola Co/The |
|
|
100,764 |
|
|
|
5,938 |
|
Colgate-Palmolive Co |
|
|
90,554 |
|
|
|
7,218 |
|
Comcast Corp, Cl A |
|
|
16,995 |
|
|
|
745 |
|
CommVault Systems Inc * |
|
|
65,326 |
|
|
|
5,216 |
|
Conagra Brands Inc |
|
|
55,314 |
|
|
|
1,585 |
|
Consolidated Edison Inc |
|
|
15,762 |
|
|
|
1,434 |
|
Costco Wholesale Corp |
|
|
9,470 |
|
|
|
6,251 |
|
CVS Health Corp |
|
|
78,626 |
|
|
|
6,208 |
|
DaVita Inc * |
|
|
419 |
|
|
|
44 |
|
Dell Technologies Inc, Cl C |
|
|
9,042 |
|
|
|
692 |
|
Dolby Laboratories Inc, Cl A |
|
|
40,717 |
|
|
|
3,509 |
|
Domino's Pizza Inc |
|
|
2,881 |
|
|
|
1,188 |
|
Donaldson Co Inc, Cl A |
|
|
1,718 |
|
|
|
112 |
|
Dropbox Inc, Cl A * |
|
|
50,755 |
|
|
|
1,496 |
|
eBay Inc |
|
|
64,905 |
|
|
|
2,831 |
|
Ecolab Inc |
|
|
19,659 |
|
|
|
3,899 |
|
Electronic Arts Inc |
|
|
92,170 |
|
|
|
12,610 |
|
Elevance Health Inc |
|
|
1,275 |
|
|
|
601 |
|
Everest Group Ltd |
|
|
5,570 |
|
|
|
1,969 |
|
Exelixis Inc * |
|
|
25,611 |
|
|
|
614 |
|
F5 Inc, Cl A * |
|
|
29,189 |
|
|
|
5,224 |
|
Fair Isaac Corp * |
|
|
1,042 |
|
|
|
1,213 |
|
FedEx Corp |
|
|
12,501 |
|
|
|
3,162 |
|
Ferguson PLC |
|
|
2,908 |
|
|
|
561 |
|
Fox Corp, Cl A |
|
|
73,357 |
|
|
|
2,177 |
|
Fox Corp, Cl B |
|
|
44,708 |
|
|
|
1,236 |
|
General Dynamics Corp |
|
|
13,718 |
|
|
|
3,562 |
|
General Mills Inc |
|
|
128,476 |
|
|
|
8,369 |
|
Gilead Sciences Inc |
|
|
94,357 |
|
|
|
7,644 |
|
Graco Inc |
|
|
36,155 |
|
|
|
3,137 |
|
Graham Holdings Co, Cl B |
|
|
745 |
|
|
|
519 |
|
Grand Canyon Education Inc * |
|
|
9,807 |
|
|
|
1,295 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
GSK PLC |
|
|
24,779 |
|
|
$ |
458 |
|
Haleon PLC |
|
|
661,896 |
|
|
|
2,714 |
|
HealthStream Inc |
|
|
18,968 |
|
|
|
513 |
|
Hershey Co/The |
|
|
30,678 |
|
|
|
5,720 |
|
Holcim AG |
|
|
14,779 |
|
|
|
1,159 |
|
Hologic Inc * |
|
|
10,065 |
|
|
|
719 |
|
HP Inc |
|
|
9,680 |
|
|
|
291 |
|
Humana Inc |
|
|
4,210 |
|
|
|
1,927 |
|
Incyte Corp * |
|
|
127,398 |
|
|
|
7,999 |
|
Ingredion Inc |
|
|
9,850 |
|
|
|
1,069 |
|
International Business Machines Corp |
|
|
39,839 |
|
|
|
6,516 |
|
Johnson & Johnson |
|
|
39,810 |
|
|
|
6,240 |
|
Juniper Networks Inc |
|
|
68,853 |
|
|
|
2,030 |
|
Kellanova |
|
|
124,039 |
|
|
|
6,935 |
|
Kimberly-Clark Corp |
|
|
103,259 |
|
|
|
12,547 |
|
Kraft Heinz Co/The |
|
|
146,597 |
|
|
|
5,421 |
|
Lockheed Martin Corp |
|
|
15,426 |
|
|
|
6,992 |
|
Marsh & McLennan Cos Inc |
|
|
35,614 |
|
|
|
6,748 |
|
McDonald's Corp |
|
|
8,422 |
|
|
|
2,497 |
|
McKesson Corp |
|
|
15,346 |
|
|
|
7,105 |
|
Microsoft Corp |
|
|
18,662 |
|
|
|
7,018 |
|
Molina Healthcare Inc * |
|
|
3,348 |
|
|
|
1,210 |
|
Mondelez International Inc, Cl A |
|
|
98,333 |
|
|
|
7,122 |
|
Motorola Solutions Inc |
|
|
18,930 |
|
|
|
5,927 |
|
Nestle SA |
|
|
53,225 |
|
|
|
6,166 |
|
NET Lease Office Properties ‡ |
|
|
1 |
|
|
|
– |
|
NetApp Inc |
|
|
38,030 |
|
|
|
3,353 |
|
NetScout Systems Inc * |
|
|
39,270 |
|
|
|
862 |
|
New Mountain Finance Corp |
|
|
10,160 |
|
|
|
129 |
|
NewMarket Corp |
|
|
2,858 |
|
|
|
1,560 |
|
Northrop Grumman Corp |
|
|
8,122 |
|
|
|
3,802 |
|
Oracle Corp, Cl B |
|
|
36,306 |
|
|
|
3,828 |
|
O'Reilly Automotive Inc * |
|
|
1,137 |
|
|
|
1,080 |
|
PACCAR Inc |
|
|
7,560 |
|
|
|
738 |
|
PepsiCo Inc |
|
|
41,651 |
|
|
|
7,074 |
|
Pfizer Inc |
|
|
68,125 |
|
|
|
1,961 |
|
Philip Morris International Inc |
|
|
67,864 |
|
|
|
6,385 |
|
Procter & Gamble Co/The |
|
|
73,461 |
|
|
|
10,765 |
|
Regeneron Pharmaceuticals Inc * |
|
|
263 |
|
|
|
231 |
|
Reliance Steel & Aluminum Co |
|
|
118 |
|
|
|
33 |
|
Republic Services Inc |
|
|
35,417 |
|
|
|
5,841 |
|
Roche Holding AG |
|
|
33,786 |
|
|
|
9,899 |
|
Rollins Inc |
|
|
16,813 |
|
|
|
734 |
|
Roper Technologies Inc |
|
|
3,925 |
|
|
|
2,140 |
|
Royal Gold Inc, Cl A |
|
|
40,816 |
|
|
|
4,937 |
|
RPM International Inc |
|
|
10,985 |
|
|
|
1,226 |
|
Sherwin-Williams Co/The, Cl A |
|
|
1,542 |
|
|
|
481 |
|
Synopsys Inc * |
|
|
7,444 |
|
|
|
3,833 |
|
Sysco Corp, Cl A |
|
|
44,056 |
|
|
|
3,222 |
|
TJX Cos Inc/The |
|
|
19,994 |
|
|
|
1,876 |
|
T-Mobile US Inc |
|
|
15,709 |
|
|
|
2,519 |
|
United Therapeutics Corp * |
|
|
2,530 |
|
|
|
556 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
USANA Health Sciences Inc * |
|
|
2,334 |
|
|
$ |
125 |
|
VeriSign Inc * |
|
|
27,325 |
|
|
|
5,628 |
|
Verisk Analytics Inc, Cl A |
|
|
3,402 |
|
|
|
813 |
|
Verizon Communications Inc |
|
|
167,431 |
|
|
|
6,312 |
|
Vertex Pharmaceuticals Inc * |
|
|
2,534 |
|
|
|
1,031 |
|
Viatris Inc, Cl W |
|
|
126,870 |
|
|
|
1,374 |
|
Walgreens Boots Alliance Inc |
|
|
4,074 |
|
|
|
106 |
|
Walmart Inc |
|
|
66,701 |
|
|
|
10,515 |
|
Waste Management Inc |
|
|
2,314 |
|
|
|
414 |
|
Willis Towers Watson PLC |
|
|
2,503 |
|
|
|
604 |
|
WK Kellogg Co |
|
|
1 |
|
|
|
– |
|
Yelp Inc, Cl A * |
|
|
10,407 |
|
|
|
493 |
|
| |
|
|
|
|
|
|
467,622 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $692,979) ($ Thousands) |
|
|
|
|
|
|
754,086 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.9% |
Germany — 0.9% |
Bayerische Motoren Werke AG, 7.000% |
|
|
6,972 |
|
|
|
693 |
|
Henkel AG & Co KGaA (B) |
|
|
73,433 |
|
|
|
5,910 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $6,359) ($ Thousands) |
|
|
|
|
|
|
6,603 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 2.7% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(C) |
|
|
20,939,796 |
|
|
|
20,935 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $20,943) ($ Thousands) |
|
|
20,935 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.4% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
3,322,470 |
|
|
|
3,322 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $3,322) ($ Thousands) |
|
|
|
|
|
|
3,322 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 102.1% |
|
|
|
|
|
|
|
|
(Cost $723,603) ($ Thousands) |
|
$ |
784,946 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
8 |
|
|
|
Mar-2024 |
|
|
$ |
402 |
|
|
$ |
402 |
|
|
$ |
(3 |
) |
FTSE 100 Index |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
98 |
|
|
|
100 |
|
|
|
— |
|
Hang Seng Index |
|
|
1 |
|
|
|
Jan-2024 |
|
|
|
107 |
|
|
|
109 |
|
|
|
2 |
|
S&P 500 Index E-MINI |
|
|
6 |
|
|
|
Mar-2024 |
|
|
|
1,436 |
|
|
|
1,446 |
|
|
|
10 |
|
SPI 200 Index |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
251 |
|
|
|
259 |
|
|
|
5 |
|
TOPIX Index |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
165 |
|
|
|
167 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
2,459 |
|
|
$ |
2,483 |
|
|
$ |
15 |
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023, is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
01/08/24 |
|
|
|
NZD |
|
|
|
3,103 |
|
|
|
USD |
|
|
|
1,908 |
|
|
$ |
(56 |
) |
Barclays PLC |
|
|
01/08/24 |
|
|
|
GBP |
|
|
|
14,511 |
|
|
|
USD |
|
|
|
18,257 |
|
|
|
(241 |
) |
Barclays PLC |
|
|
01/08/24 |
|
|
|
CHF |
|
|
|
16,520 |
|
|
|
USD |
|
|
|
18,956 |
|
|
|
(684 |
) |
Barclays PLC |
|
|
01/09/24 |
|
|
|
JPY |
|
|
|
5,454,221 |
|
|
|
USD |
|
|
|
37,202 |
|
|
|
(1,524 |
) |
BNP Paribas |
|
|
01/08/24 |
|
|
|
SEK |
|
|
|
64,987 |
|
|
|
USD |
|
|
|
6,218 |
|
|
|
(232 |
) |
BNP Paribas |
|
|
01/08/24 |
|
|
|
NOK |
|
|
|
67,645 |
|
|
|
USD |
|
|
|
6,189 |
|
|
|
(473 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
164 |
|
|
|
NZD |
|
|
|
262 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
51 |
|
|
|
NZD |
|
|
|
80 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
SGD |
|
|
|
80 |
|
|
|
USD |
|
|
|
60 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
SGD |
|
|
|
192 |
|
|
|
USD |
|
|
|
144 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
NZD |
|
|
|
68 |
|
|
|
USD |
|
|
|
43 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
NZD |
|
|
|
320 |
|
|
|
USD |
|
|
|
197 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
330 |
|
|
|
AUD |
|
|
|
490 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
92 |
|
|
|
AUD |
|
|
|
134 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
CAD |
|
|
|
154 |
|
|
|
USD |
|
|
|
117 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
CAD |
|
|
|
374 |
|
|
|
USD |
|
|
|
278 |
|
|
|
(6 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
462 |
|
|
|
DKK |
|
|
|
3,140 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
155 |
|
|
|
DKK |
|
|
|
1,038 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
692 |
|
|
|
SGD |
|
|
|
924 |
|
|
|
9 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
66 |
|
|
|
SGD |
|
|
|
87 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
CHF |
|
|
|
349 |
|
|
|
USD |
|
|
|
415 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
CHF |
|
|
|
815 |
|
|
|
USD |
|
|
|
941 |
|
|
|
(28 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
1,030 |
|
|
|
NOK |
|
|
|
10,878 |
|
|
|
41 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
155 |
|
|
|
NOK |
|
|
|
1,569 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
982 |
|
|
|
SEK |
|
|
|
10,128 |
|
|
|
24 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
216 |
|
|
|
SEK |
|
|
|
2,151 |
|
|
|
(3 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
GBP |
|
|
|
1,345 |
|
|
|
USD |
|
|
|
1,702 |
|
|
|
(13 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
1,315 |
|
|
|
CAD |
|
|
|
1,774 |
|
|
|
31 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
118 |
|
|
|
CAD |
|
|
|
155 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
1,268 |
|
|
|
GBP |
|
|
|
998 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
635 |
|
|
|
GBP |
|
|
|
497 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
1,686 |
|
|
|
HKD |
|
|
|
13,166 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
540 |
|
|
|
HKD |
|
|
|
4,213 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
EUR |
|
|
|
663 |
|
|
|
USD |
|
|
|
732 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
EUR |
|
|
|
1,872 |
|
|
|
USD |
|
|
|
2,038 |
|
|
|
(30 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
2,121 |
|
|
|
CHF |
|
|
|
1,832 |
|
|
|
56 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
672 |
|
|
|
CHF |
|
|
|
562 |
|
|
$ |
(4 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
2,613 |
|
|
|
EUR |
|
|
|
2,385 |
|
|
|
23 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
USD |
|
|
|
862 |
|
|
|
EUR |
|
|
|
776 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
SEK |
|
|
|
2,052 |
|
|
|
USD |
|
|
|
204 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
SEK |
|
|
|
2,175 |
|
|
|
USD |
|
|
|
212 |
|
|
|
(4 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
NOK |
|
|
|
1,153 |
|
|
|
USD |
|
|
|
114 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
NOK |
|
|
|
3,125 |
|
|
|
USD |
|
|
|
297 |
|
|
|
(11 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
AUD |
|
|
|
122 |
|
|
|
USD |
|
|
|
83 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
AUD |
|
|
|
4,429 |
|
|
|
USD |
|
|
|
2,916 |
|
|
|
(107 |
) |
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
HKD |
|
|
|
2,911 |
|
|
|
USD |
|
|
|
373 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
HKD |
|
|
|
2,768 |
|
|
|
USD |
|
|
|
354 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
DKK |
|
|
|
876 |
|
|
|
USD |
|
|
|
130 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/08/24 |
|
|
|
DKK |
|
|
|
18,393 |
|
|
|
USD |
|
|
|
2,668 |
|
|
|
(58 |
) |
Brown Brothers Harriman |
|
|
01/09/24 |
|
|
|
USD |
|
|
|
4,691 |
|
|
|
JPY |
|
|
|
667,263 |
|
|
|
47 |
|
Brown Brothers Harriman |
|
|
01/09/24 |
|
|
|
USD |
|
|
|
1,168 |
|
|
|
JPY |
|
|
|
164,387 |
|
|
|
(1 |
) |
Brown Brothers Harriman |
|
|
01/09/24 |
|
|
|
JPY |
|
|
|
517,234 |
|
|
|
USD |
|
|
|
3,625 |
|
|
|
(48 |
) |
Standard Chartered |
|
|
01/08/24 |
|
|
|
AUD |
|
|
|
1,303 |
|
|
|
USD |
|
|
|
858 |
|
|
|
(32 |
) |
Standard Chartered |
|
|
01/08/24 |
|
|
|
DKK |
|
|
|
25,720 |
|
|
|
USD |
|
|
|
3,725 |
|
|
|
(87 |
) |
Standard Chartered |
|
|
01/08/24 |
|
|
|
HKD |
|
|
|
88,477 |
|
|
|
USD |
|
|
|
11,331 |
|
|
|
(2 |
) |
Westpac Banking |
|
|
01/08/24 |
|
|
|
SGD |
|
|
|
4,688 |
|
|
|
USD |
|
|
|
3,500 |
|
|
|
(55 |
) |
Westpac Banking |
|
|
01/08/24 |
|
|
|
CAD |
|
|
|
9,712 |
|
|
|
USD |
|
|
|
7,163 |
|
|
|
(203 |
) |
Westpac Banking |
|
|
01/08/24 |
|
|
|
EUR |
|
|
|
31,372 |
|
|
|
USD |
|
|
|
33,855 |
|
|
|
(806 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4,475 |
) |
|
Percentages are based on Net Assets of $769,163 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
No interest rate available. |
(C) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $20,935 ($ Thousands). |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Global Managed Volatility Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
5,171 |
|
|
$ |
35,890 |
|
|
$ |
(20,117 |
) |
|
$ |
(2 |
) |
|
$ |
(7 |
) |
|
$ |
20,935 |
|
|
$ |
3 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
8,088 |
|
|
|
57,228 |
|
|
|
(61,994 |
) |
|
|
— |
|
|
|
— |
|
|
|
3,322 |
|
|
|
54 |
|
|
|
— |
|
Totals |
|
$ |
13,259 |
|
|
$ |
93,118 |
|
|
$ |
(82,111 |
) |
|
$ |
(2 |
) |
|
$ |
(7 |
) |
|
$ |
24,257 |
|
|
$ |
57 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 98.6% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.8% |
|
|
|
|
Comcast Corp, Cl A |
|
|
63,700 |
|
|
$ |
2,793 |
|
Fox Corp, Cl A |
|
|
72,007 |
|
|
|
2,137 |
|
Fox Corp, Cl B |
|
|
11,357 |
|
|
|
314 |
|
Madison Square Garden Sports Corp * |
|
|
8,894 |
|
|
|
1,617 |
|
New York Times Co/The, Cl A |
|
|
90,194 |
|
|
|
4,419 |
|
T-Mobile US Inc |
|
|
37,205 |
|
|
|
5,965 |
|
Verizon Communications Inc |
|
|
133,139 |
|
|
|
5,019 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,264 |
|
Consumer Discretionary — 4.6% |
|
|
|
|
AutoZone Inc * |
|
|
5,600 |
|
|
|
14,479 |
|
Darden Restaurants Inc |
|
|
6,293 |
|
|
|
1,034 |
|
Honda Motor Co Ltd ADR |
|
|
129,300 |
|
|
|
3,997 |
|
McDonald's Corp |
|
|
24,019 |
|
|
|
7,122 |
|
Murphy USA Inc |
|
|
6,300 |
|
|
|
2,246 |
|
Texas Roadhouse Inc, Cl A |
|
|
37,007 |
|
|
|
4,523 |
|
Toyota Motor Corp ADR (A) |
|
|
16,500 |
|
|
|
3,026 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
36,427 |
|
Consumer Staples — 14.5% |
|
|
|
|
Altria Group Inc |
|
|
51,246 |
|
|
|
2,067 |
|
Archer-Daniels-Midland Co |
|
|
46,053 |
|
|
|
3,326 |
|
Campbell Soup Co |
|
|
62,568 |
|
|
|
2,705 |
|
Casey's General Stores Inc |
|
|
2,654 |
|
|
|
729 |
|
Church & Dwight Co Inc |
|
|
69,450 |
|
|
|
6,567 |
|
Clorox Co/The |
|
|
19,287 |
|
|
|
2,750 |
|
Coca-Cola Co/The |
|
|
61,904 |
|
|
|
3,648 |
|
Coca-Cola Europacific Partners PLC |
|
|
49,400 |
|
|
|
3,297 |
|
Colgate-Palmolive Co |
|
|
56,926 |
|
|
|
4,538 |
|
Costco Wholesale Corp |
|
|
10,078 |
|
|
|
6,652 |
|
Dollar General Corp |
|
|
14,427 |
|
|
|
1,961 |
|
General Mills Inc |
|
|
78,195 |
|
|
|
5,094 |
|
Hershey Co/The |
|
|
32,131 |
|
|
|
5,991 |
|
Hormel Foods Corp |
|
|
100,940 |
|
|
|
3,241 |
|
Kellanova |
|
|
57,168 |
|
|
|
3,196 |
|
Kimberly-Clark Corp |
|
|
40,665 |
|
|
|
4,941 |
|
Kroger Co/The |
|
|
226,100 |
|
|
|
10,335 |
|
Lamb Weston Holdings Inc |
|
|
28,333 |
|
|
|
3,063 |
|
McCormick & Co Inc/MD |
|
|
71,893 |
|
|
|
4,919 |
|
Metro Inc/CN, Cl A |
|
|
58,400 |
|
|
|
3,038 |
|
PepsiCo Inc |
|
|
55,363 |
|
|
|
9,403 |
|
Procter & Gamble Co/The |
|
|
36,873 |
|
|
|
5,403 |
|
Target Corp, Cl A |
|
|
5,834 |
|
|
|
831 |
|
Tyson Foods Inc, Cl A |
|
|
11,072 |
|
|
|
595 |
|
Walmart Inc |
|
|
102,455 |
|
|
|
16,152 |
|
WK Kellogg Co |
|
|
42,187 |
|
|
|
554 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
114,996 |
|
Energy — 1.7% |
|
|
|
|
DT Midstream Inc |
|
|
7,200 |
|
|
|
395 |
|
Exxon Mobil Corp |
|
|
21,000 |
|
|
|
2,100 |
|
Marathon Petroleum Corp |
|
|
19,475 |
|
|
|
2,889 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Shell PLC ADR |
|
|
48,400 |
|
|
$ |
3,185 |
|
TotalEnergies ADR |
|
|
23,900 |
|
|
|
1,610 |
|
Williams Cos Inc/The |
|
|
96,414 |
|
|
|
3,358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,537 |
|
Financials — 13.8% |
|
|
|
|
Aflac Inc |
|
|
112,800 |
|
|
|
9,306 |
|
Allstate Corp/The |
|
|
40,900 |
|
|
|
5,725 |
|
American Financial Group Inc/OH |
|
|
28,300 |
|
|
|
3,365 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
17,300 |
|
|
|
6,170 |
|
Cboe Global Markets Inc |
|
|
46,588 |
|
|
|
8,319 |
|
Chubb Ltd |
|
|
12,399 |
|
|
|
2,802 |
|
Cullen/Frost Bankers Inc |
|
|
10,482 |
|
|
|
1,137 |
|
Everest Group Ltd |
|
|
31,963 |
|
|
|
11,301 |
|
First Hawaiian Inc |
|
|
136,393 |
|
|
|
3,118 |
|
Hanover Insurance Group Inc/The, Cl A |
|
|
19,700 |
|
|
|
2,392 |
|
Jack Henry & Associates Inc |
|
|
10,939 |
|
|
|
1,788 |
|
M&T Bank Corp |
|
|
13,412 |
|
|
|
1,838 |
|
MGIC Investment Corp |
|
|
108,239 |
|
|
|
2,088 |
|
Morningstar Inc, Cl A |
|
|
14,722 |
|
|
|
4,214 |
|
National Bank of Canada |
|
|
40,500 |
|
|
|
3,102 |
|
NU Holdings Ltd, Cl A * |
|
|
79,426 |
|
|
|
662 |
|
Progressive Corp/The |
|
|
126,009 |
|
|
|
20,071 |
|
RenaissanceRe Holdings Ltd |
|
|
31,431 |
|
|
|
6,160 |
|
Travelers Cos Inc/The |
|
|
43,014 |
|
|
|
8,194 |
|
Unum Group |
|
|
69,752 |
|
|
|
3,154 |
|
White Mountains Insurance Group Ltd |
|
|
2,847 |
|
|
|
4,285 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
109,191 |
|
Health Care — 22.3% |
|
|
|
|
AbbVie Inc |
|
|
85,487 |
|
|
|
13,248 |
|
Amgen Inc, Cl A |
|
|
16,800 |
|
|
|
4,839 |
|
AstraZeneca PLC ADR |
|
|
75,200 |
|
|
|
5,065 |
|
Bristol-Myers Squibb Co |
|
|
109,962 |
|
|
|
5,642 |
|
Cencora Inc, Cl A |
|
|
14,727 |
|
|
|
3,025 |
|
Chemed Corp |
|
|
11,272 |
|
|
|
6,591 |
|
Cigna Group/The |
|
|
3,955 |
|
|
|
1,184 |
|
CVS Health Corp |
|
|
31,417 |
|
|
|
2,481 |
|
Danaher Corp, Cl A |
|
|
7,087 |
|
|
|
1,640 |
|
Elevance Health Inc |
|
|
41,000 |
|
|
|
19,334 |
|
Eli Lilly & Co |
|
|
45,700 |
|
|
|
26,639 |
|
Exelixis Inc * |
|
|
205,651 |
|
|
|
4,934 |
|
Gilead Sciences Inc |
|
|
42,973 |
|
|
|
3,481 |
|
Henry Schein Inc * |
|
|
13,267 |
|
|
|
1,004 |
|
Humana Inc |
|
|
23,845 |
|
|
|
10,916 |
|
Incyte Corp * |
|
|
59,257 |
|
|
|
3,721 |
|
Johnson & Johnson |
|
|
14,300 |
|
|
|
2,241 |
|
McKesson Corp |
|
|
8,957 |
|
|
|
4,147 |
|
Merck & Co Inc |
|
|
164,378 |
|
|
|
17,920 |
|
Mettler-Toledo International Inc * |
|
|
3,168 |
|
|
|
3,843 |
|
Neurocrine Biosciences Inc * |
|
|
49,986 |
|
|
|
6,586 |
|
Pfizer Inc |
|
|
83,832 |
|
|
|
2,414 |
|
Quest Diagnostics Inc |
|
|
22,600 |
|
|
|
3,116 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Thermo Fisher Scientific Inc |
|
|
3,304 |
|
|
$ |
1,754 |
|
United Therapeutics Corp * |
|
|
15,314 |
|
|
|
3,367 |
|
UnitedHealth Group Inc |
|
|
33,000 |
|
|
|
17,374 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
176,506 |
|
Industrials — 13.3% |
|
|
|
|
Automatic Data Processing Inc |
|
|
11,680 |
|
|
|
2,721 |
|
Carrier Global Corp |
|
|
50,700 |
|
|
|
2,913 |
|
CH Robinson Worldwide Inc |
|
|
33,696 |
|
|
|
2,911 |
|
CSG Systems International Inc |
|
|
37,600 |
|
|
|
2,001 |
|
Cummins Inc |
|
|
8,000 |
|
|
|
1,917 |
|
EMCOR Group Inc |
|
|
13,365 |
|
|
|
2,879 |
|
General Dynamics Corp |
|
|
20,035 |
|
|
|
5,203 |
|
L3Harris Technologies Inc |
|
|
22,600 |
|
|
|
4,760 |
|
Landstar System Inc |
|
|
11,414 |
|
|
|
2,210 |
|
Lockheed Martin Corp |
|
|
5,885 |
|
|
|
2,667 |
|
Northrop Grumman Corp |
|
|
40,245 |
|
|
|
18,840 |
|
Quanta Services Inc |
|
|
32,700 |
|
|
|
7,057 |
|
Republic Services Inc |
|
|
131,000 |
|
|
|
21,603 |
|
Rollins Inc |
|
|
59,391 |
|
|
|
2,594 |
|
RTX Corp |
|
|
106,100 |
|
|
|
8,927 |
|
Schneider National Inc, Cl B |
|
|
115,498 |
|
|
|
2,939 |
|
Waste Management Inc |
|
|
74,421 |
|
|
|
13,329 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
105,471 |
|
Information Technology — 20.1% |
|
|
|
|
Amdocs Ltd |
|
|
185,614 |
|
|
|
16,314 |
|
Apple Inc |
|
|
131,500 |
|
|
|
25,318 |
|
Cisco Systems Inc |
|
|
75,918 |
|
|
|
3,835 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
51,408 |
|
|
|
3,883 |
|
F5 Inc, Cl A * |
|
|
18,050 |
|
|
|
3,231 |
|
International Business Machines Corp |
|
|
9,600 |
|
|
|
1,570 |
|
Microsoft Corp |
|
|
82,896 |
|
|
|
31,172 |
|
Motorola Solutions Inc |
|
|
87,964 |
|
|
|
27,541 |
|
NetApp Inc |
|
|
46,296 |
|
|
|
4,081 |
|
Oracle Corp, Cl B |
|
|
182,520 |
|
|
|
19,243 |
|
Qorvo Inc * |
|
|
24,194 |
|
|
|
2,724 |
|
Synopsys Inc * |
|
|
39,300 |
|
|
|
20,236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
159,148 |
|
Materials — 2.4% |
|
|
|
|
AptarGroup Inc |
|
|
6,262 |
|
|
|
774 |
|
Avery Dennison Corp |
|
|
26,300 |
|
|
|
5,317 |
|
Corteva Inc |
|
|
74,350 |
|
|
|
3,563 |
|
NewMarket Corp |
|
|
7,800 |
|
|
|
4,258 |
|
Royal Gold Inc, Cl A |
|
|
12,907 |
|
|
|
1,561 |
|
Sealed Air Corp |
|
|
58,400 |
|
|
|
2,133 |
|
Silgan Holdings Inc |
|
|
37,000 |
|
|
|
1,674 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,280 |
|
Real Estate — 0.3% |
|
|
|
|
Equity LifeStyle Properties Inc ‡ |
|
|
29,390 |
|
|
|
2,073 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 2.8% |
|
|
|
|
Ameren Corp |
|
|
21,800 |
|
|
$ |
1,577 |
|
American Electric Power Co Inc |
|
|
23,100 |
|
|
|
1,876 |
|
DTE Energy Co |
|
|
38,099 |
|
|
|
4,201 |
|
Duke Energy Corp |
|
|
26,843 |
|
|
|
2,605 |
|
Entergy Corp |
|
|
17,400 |
|
|
|
1,761 |
|
National Fuel Gas Co |
|
|
34,340 |
|
|
|
1,723 |
|
NextEra Energy Inc |
|
|
25,080 |
|
|
|
1,523 |
|
Portland General Electric Co |
|
|
39,600 |
|
|
|
1,716 |
|
Public Service Enterprise Group Inc |
|
|
27,400 |
|
|
|
1,675 |
|
Southern Co/The |
|
|
19,305 |
|
|
|
1,354 |
|
WEC Energy Group Inc |
|
|
29,250 |
|
|
|
2,462 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,473 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $333,343) ($ Thousands) |
|
|
|
|
|
|
781,366 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.4% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(B) |
|
|
3,196,149 |
|
|
|
3,190 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $3,197) ($ Thousands) |
|
|
3,190 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
10,682,647 |
|
|
|
10,683 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $10,683) ($ Thousands) |
|
|
|
|
|
|
10,683 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.3% |
|
|
|
|
|
|
|
|
(Cost $347,223) ($ Thousands) |
|
$ |
795,239 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed Managed Volatility Fund (Concluded)
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
17 |
|
|
|
Mar-2024 |
|
|
$ |
4,054 |
|
|
$ |
4,097 |
|
|
$ |
43 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $793,086 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $3,190 ($ Thousands). |
The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
3,171 |
|
|
$ |
1,205 |
|
|
$ |
(1,184 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
3,190 |
|
|
$ |
2 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
18,107 |
|
|
|
39,834 |
|
|
|
(47,258 |
) |
|
|
— |
|
|
|
— |
|
|
|
10,683 |
|
|
|
159 |
|
|
|
— |
|
Totals |
|
$ |
21,278 |
|
|
$ |
41,039 |
|
|
$ |
(48,442 |
) |
|
$ |
— |
|
|
$ |
(2 |
) |
|
$ |
13,873 |
|
|
$ |
161 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.0% |
Australia — 4.9% |
a2 Milk Co Ltd/The * |
|
|
75,275 |
|
|
$ |
219 |
|
Abacus Storage King ‡ |
|
|
226,087 |
|
|
|
174 |
|
AGL Energy Ltd |
|
|
179,746 |
|
|
|
1,163 |
|
ANZ Group Holdings Ltd |
|
|
69,923 |
|
|
|
1,237 |
|
Aurizon Holdings Ltd |
|
|
204,447 |
|
|
|
530 |
|
Bendigo & Adelaide Bank Ltd |
|
|
52,109 |
|
|
|
344 |
|
BlueScope Steel Ltd |
|
|
17,019 |
|
|
|
272 |
|
Brambles Ltd |
|
|
112,320 |
|
|
|
1,042 |
|
CAR Group Ltd |
|
|
9,191 |
|
|
|
195 |
|
Chorus Ltd |
|
|
33,388 |
|
|
|
167 |
|
Coles Group Ltd |
|
|
13,130 |
|
|
|
144 |
|
Computershare Ltd |
|
|
20,988 |
|
|
|
349 |
|
CSL Ltd |
|
|
3,288 |
|
|
|
643 |
|
Deterra Royalties Ltd |
|
|
32,233 |
|
|
|
116 |
|
Elders Ltd |
|
|
100,356 |
|
|
|
516 |
|
Fortescue Ltd |
|
|
6,288 |
|
|
|
124 |
|
Harvey Norman Holdings Ltd |
|
|
306,063 |
|
|
|
877 |
|
JB Hi-Fi Ltd |
|
|
19,650 |
|
|
|
711 |
|
Metcash Ltd, Cl A |
|
|
163,180 |
|
|
|
389 |
|
Northern Star Resources Ltd |
|
|
12,917 |
|
|
|
120 |
|
Orica Ltd |
|
|
24,603 |
|
|
|
268 |
|
QBE Insurance Group Ltd |
|
|
18,114 |
|
|
|
183 |
|
REA Group Ltd |
|
|
2,613 |
|
|
|
323 |
|
Rio Tinto Ltd |
|
|
13,686 |
|
|
|
1,267 |
|
Rio Tinto PLC |
|
|
3,292 |
|
|
|
245 |
|
Rio Tinto PLC ADR |
|
|
3,379 |
|
|
|
252 |
|
Telstra Group Ltd, Cl B |
|
|
316,051 |
|
|
|
854 |
|
Ventia Services Group Pty Ltd |
|
|
289,406 |
|
|
|
620 |
|
Viva Energy Group Ltd |
|
|
317,967 |
|
|
|
757 |
|
Wesfarmers Ltd |
|
|
18,824 |
|
|
|
733 |
|
Woolworths Group Ltd |
|
|
17,215 |
|
|
|
437 |
|
| |
|
|
|
|
|
|
15,271 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.4% |
ANDRITZ AG |
|
|
5,099 |
|
|
|
317 |
|
CA Immobilien Anlagen AG |
|
|
4,737 |
|
|
|
170 |
|
Eurotelesites AG * |
|
|
20,380 |
|
|
|
82 |
|
S Immo AG |
|
|
9,548 |
|
|
|
– |
|
Telekom Austria AG, Cl A |
|
|
81,520 |
|
|
|
689 |
|
| |
|
|
|
|
|
|
1,258 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 1.1% |
Ageas SA/NV |
|
|
34,560 |
|
|
|
1,501 |
|
Colruyt Group N.V |
|
|
25,637 |
|
|
|
1,155 |
|
Proximus SADP |
|
|
93,819 |
|
|
|
882 |
|
| |
|
|
|
|
|
|
3,538 |
|
| |
|
|
|
|
|
|
|
|
Canada — 2.2% |
Bank of Nova Scotia/The, Cl C (A) |
|
|
10,136 |
|
|
|
496 |
|
Canadian Imperial Bank of Commerce |
|
|
21,343 |
|
|
|
1,033 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
13,672 |
|
|
|
1,459 |
|
iA Financial Corp Inc |
|
|
9,423 |
|
|
|
646 |
|
Loblaw Cos Ltd |
|
|
24,108 |
|
|
|
2,345 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Stella-Jones Inc |
|
|
13,355 |
|
|
$ |
781 |
|
| |
|
|
|
|
|
|
6,760 |
|
| |
|
|
|
|
|
|
|
|
China — 0.2% |
BOC Hong Kong Holdings Ltd |
|
|
107,000 |
|
|
|
290 |
|
Wilmar International Ltd |
|
|
161,300 |
|
|
|
437 |
|
| |
|
|
|
|
|
|
727 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 3.4% |
AP Moller - Maersk A/S, Cl B |
|
|
57 |
|
|
|
102 |
|
Carlsberg AS, Cl B |
|
|
12,148 |
|
|
|
1,524 |
|
Coloplast A/S, Cl B |
|
|
6,536 |
|
|
|
748 |
|
Danske Bank A/S |
|
|
62,947 |
|
|
|
1,683 |
|
DSV A/S |
|
|
3,836 |
|
|
|
674 |
|
Genmab A/S * |
|
|
1,478 |
|
|
|
472 |
|
Jyske Bank A/S |
|
|
2,041 |
|
|
|
146 |
|
Novo Nordisk A/S, Cl B |
|
|
26,725 |
|
|
|
2,765 |
|
Scandinavian Tobacco Group A/S |
|
|
66,734 |
|
|
|
1,160 |
|
Schouw & Co A/S |
|
|
1,279 |
|
|
|
105 |
|
Solar A/S, Cl B |
|
|
2,119 |
|
|
|
146 |
|
Sydbank AS |
|
|
22,507 |
|
|
|
979 |
|
UIE PLC |
|
|
5,640 |
|
|
|
157 |
|
| |
|
|
|
|
|
|
10,661 |
|
| |
|
|
|
|
|
|
|
|
Finland — 1.2% |
Elisa Oyj |
|
|
9,095 |
|
|
|
421 |
|
Kemira Oyj |
|
|
45,914 |
|
|
|
851 |
|
Kesko Oyj, Cl B |
|
|
56,495 |
|
|
|
1,119 |
|
Orion Oyj, Cl B |
|
|
21,026 |
|
|
|
912 |
|
TietoEVRY Oyj |
|
|
18,068 |
|
|
|
430 |
|
| |
|
|
|
|
|
|
3,733 |
|
| |
|
|
|
|
|
|
|
|
France — 9.2% |
Air Liquide SA |
|
|
3,881 |
|
|
|
755 |
|
Arkema SA |
|
|
1,238 |
|
|
|
141 |
|
AXA SA |
|
|
35,579 |
|
|
|
1,159 |
|
BNP Paribas SA |
|
|
3,209 |
|
|
|
222 |
|
Bouygues SA |
|
|
25,278 |
|
|
|
953 |
|
Caisse Regionale de Credit Agricole Mutuel Sud Rhone Alpes |
|
|
886 |
|
|
|
115 |
|
Carrefour SA |
|
|
168,079 |
|
|
|
3,076 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
49,129 |
|
|
|
1,762 |
|
Credit Agricole SA |
|
|
22,471 |
|
|
|
319 |
|
Danone SA |
|
|
36,496 |
|
|
|
2,366 |
|
Dassault Systemes SE |
|
|
2,215 |
|
|
|
108 |
|
Eiffage SA |
|
|
8,327 |
|
|
|
892 |
|
Engie SA |
|
|
70,311 |
|
|
|
1,236 |
|
Legrand SA |
|
|
7,583 |
|
|
|
788 |
|
L'Oreal SA |
|
|
465 |
|
|
|
231 |
|
Metropole Television SA |
|
|
54,340 |
|
|
|
777 |
|
Orange SA |
|
|
368,164 |
|
|
|
4,191 |
|
Pernod Ricard SA |
|
|
529 |
|
|
|
93 |
|
Sanofi SA |
|
|
45,138 |
|
|
|
4,476 |
|
SEB SA |
|
|
3,372 |
|
|
|
421 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Societe BIC SA |
|
|
21,338 |
|
|
$ |
1,481 |
|
Thales SA, Cl A |
|
|
5,065 |
|
|
|
749 |
|
TotalEnergies SE |
|
|
22,396 |
|
|
|
1,524 |
|
Vivendi SE |
|
|
69,656 |
|
|
|
745 |
|
| |
|
|
|
|
|
|
28,580 |
|
| |
|
|
|
|
|
|
|
|
Germany — 4.7% |
Bayer AG |
|
|
6,186 |
|
|
|
230 |
|
Bayerische Motoren Werke AG |
|
|
1,376 |
|
|
|
153 |
|
Beiersdorf AG |
|
|
12,795 |
|
|
|
1,918 |
|
Deutsche Boerse AG |
|
|
2,569 |
|
|
|
529 |
|
Deutsche Post AG |
|
|
28,985 |
|
|
|
1,436 |
|
Deutsche Telekom AG |
|
|
150,668 |
|
|
|
3,620 |
|
E.ON SE |
|
|
10,939 |
|
|
|
147 |
|
Fresenius Medical Care AG |
|
|
13,954 |
|
|
|
585 |
|
Fresenius SE & Co KGaA |
|
|
3,243 |
|
|
|
101 |
|
Hannover Rueck SE |
|
|
1,509 |
|
|
|
361 |
|
Henkel AG & Co KGaA |
|
|
4,709 |
|
|
|
338 |
|
Hornbach Holding AG & Co KGaA |
|
|
11,109 |
|
|
|
810 |
|
Knorr-Bremse AG |
|
|
2,220 |
|
|
|
144 |
|
Merck KGaA |
|
|
2,213 |
|
|
|
352 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
5,356 |
|
|
|
2,219 |
|
SAP SE |
|
|
2,687 |
|
|
|
414 |
|
Siemens Healthineers AG |
|
|
2,446 |
|
|
|
142 |
|
Sirius Real Estate Ltd |
|
|
87,389 |
|
|
|
105 |
|
Suedzucker AG |
|
|
36,425 |
|
|
|
571 |
|
Talanx AG |
|
|
5,151 |
|
|
|
368 |
|
| |
|
|
|
|
|
|
14,543 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 3.2% |
CK Asset Holdings Ltd |
|
|
168,500 |
|
|
|
846 |
|
CK Hutchison Holdings Ltd |
|
|
168,000 |
|
|
|
900 |
|
CK Infrastructure Holdings Ltd |
|
|
19,000 |
|
|
|
105 |
|
CLP Holdings Ltd, Cl B |
|
|
92,000 |
|
|
|
759 |
|
Dah Sing Banking Group Ltd |
|
|
666,000 |
|
|
|
430 |
|
HK Electric Investments & HK Electric Investments Ltd |
|
|
104,500 |
|
|
|
63 |
|
HKT Trust & HKT Ltd |
|
|
679,000 |
|
|
|
810 |
|
Hutchison Telecommunications Hong Kong Holdings Ltd |
|
|
756,000 |
|
|
|
104 |
|
Kerry Properties Ltd |
|
|
463,500 |
|
|
|
848 |
|
Kowloon Development Co Ltd |
|
|
398,000 |
|
|
|
301 |
|
New World Development Co Ltd |
|
|
219,000 |
|
|
|
340 |
|
Nissin Foods Co Ltd |
|
|
329,000 |
|
|
|
263 |
|
PCCW Ltd |
|
|
997,704 |
|
|
|
532 |
|
Power Assets Holdings Ltd |
|
|
119,500 |
|
|
|
693 |
|
SmarTone Telecommunications Holdings Ltd |
|
|
133,500 |
|
|
|
69 |
|
VTech Holdings Ltd |
|
|
223,900 |
|
|
|
1,352 |
|
WH Group Ltd |
|
|
2,345,000 |
|
|
|
1,514 |
|
| |
|
|
|
|
|
|
9,929 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Indonesia — 0.2% |
First Resources Ltd |
|
|
604,500 |
|
|
$ |
655 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.2% |
Glanbia PLC |
|
|
39,301 |
|
|
|
647 |
|
| |
|
|
|
|
|
|
|
|
Israel — 1.7% |
Bank Hapoalim BM |
|
|
66,970 |
|
|
|
605 |
|
Bank Leumi Le-Israel BM |
|
|
56,853 |
|
|
|
460 |
|
Bezeq The Israeli Telecommunication Corp Ltd |
|
|
182,839 |
|
|
|
250 |
|
Check Point Software Technologies Ltd * |
|
|
8,770 |
|
|
|
1,340 |
|
Elbit Systems Ltd |
|
|
1,000 |
|
|
|
213 |
|
First International Bank Of Israel Ltd/The |
|
|
3,372 |
|
|
|
138 |
|
Isracard Ltd |
|
|
– |
|
|
|
– |
|
Mizrahi Tefahot Bank Ltd |
|
|
12,013 |
|
|
|
468 |
|
Nice Ltd ADR * |
|
|
4,391 |
|
|
|
876 |
|
Oil Refineries Ltd |
|
|
1,752,180 |
|
|
|
595 |
|
Radware Ltd * |
|
|
5,869 |
|
|
|
98 |
|
Shufersal Ltd * |
|
|
26,493 |
|
|
|
127 |
|
Telsys Ltd |
|
|
1,666 |
|
|
|
109 |
|
| |
|
|
|
|
|
|
5,279 |
|
| |
|
|
|
|
|
|
|
|
Italy — 1.6% |
A2A SpA |
|
|
582,186 |
|
|
|
1,196 |
|
ACEA SpA |
|
|
16,169 |
|
|
|
247 |
|
Assicurazioni Generali SpA |
|
|
15,478 |
|
|
|
327 |
|
Enel SpA |
|
|
61,229 |
|
|
|
455 |
|
Eni SpA |
|
|
65,456 |
|
|
|
1,110 |
|
Terna - Rete Elettrica Nazionale |
|
|
27,136 |
|
|
|
226 |
|
UnipolSai Assicurazioni SpA |
|
|
507,575 |
|
|
|
1,267 |
|
| |
|
|
|
|
|
|
4,828 |
|
| |
|
|
|
|
|
|
|
|
Japan — 26.3% |
AEON REIT Investment Corp ‡ |
|
|
198 |
|
|
|
199 |
|
Anritsu Corp |
|
|
35,400 |
|
|
|
342 |
|
Arcs Co Ltd |
|
|
38,800 |
|
|
|
766 |
|
Bandai Namco Holdings Inc |
|
|
6,900 |
|
|
|
138 |
|
Bridgestone Corp (A) |
|
|
26,900 |
|
|
|
1,114 |
|
Brother Industries Ltd |
|
|
59,300 |
|
|
|
947 |
|
Canon Inc (A) |
|
|
112,100 |
|
|
|
2,878 |
|
Choushimaru Co Ltd |
|
|
10,500 |
|
|
|
120 |
|
Chubu Electric Power Co Inc |
|
|
55,000 |
|
|
|
711 |
|
Citizen Watch Co Ltd |
|
|
67,900 |
|
|
|
405 |
|
Daicel Corp |
|
|
75,100 |
|
|
|
728 |
|
Daiichi Sankyo Co Ltd |
|
|
7,500 |
|
|
|
206 |
|
Daiki Aluminium Industry Co Ltd |
|
|
9,800 |
|
|
|
82 |
|
Daito Trust Construction Co Ltd |
|
|
1,700 |
|
|
|
197 |
|
Daiwa Securities Group Inc |
|
|
72,800 |
|
|
|
490 |
|
DCM Holdings Co Ltd |
|
|
117,800 |
|
|
|
1,080 |
|
EDION Corp |
|
|
77,600 |
|
|
|
865 |
|
ENEOS Holdings Inc |
|
|
365,400 |
|
|
|
1,452 |
|
Ezaki Glico Co Ltd |
|
|
13,300 |
|
|
|
394 |
|
Fuji Nihon Seito Corp |
|
|
7,600 |
|
|
|
52 |
|
Fujicco Co Ltd |
|
|
7,900 |
|
|
|
109 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
FUJIFILM Holdings Corp |
|
|
12,200 |
|
|
$ |
733 |
|
Heiwado Co Ltd |
|
|
7,900 |
|
|
|
120 |
|
Honda Motor Co Ltd |
|
|
131,400 |
|
|
|
1,366 |
|
House Foods Group Inc |
|
|
9,900 |
|
|
|
219 |
|
Hoya Corp |
|
|
1,500 |
|
|
|
188 |
|
Inpex Corp (A) |
|
|
88,100 |
|
|
|
1,190 |
|
ITOCHU Corp |
|
|
57,500 |
|
|
|
2,352 |
|
Itochu Enex Co Ltd |
|
|
67,200 |
|
|
|
733 |
|
Itoham Yonekyu Holdings Inc |
|
|
32,080 |
|
|
|
877 |
|
Japan Post Bank Co Ltd |
|
|
213,000 |
|
|
|
2,170 |
|
Japan Post Holdings Co Ltd |
|
|
182,800 |
|
|
|
1,633 |
|
Japan Post Insurance Co Ltd |
|
|
7,200 |
|
|
|
128 |
|
Japan Tobacco Inc (A) |
|
|
123,900 |
|
|
|
3,203 |
|
Kajima Corp |
|
|
113,300 |
|
|
|
1,894 |
|
Kaken Pharmaceutical Co Ltd |
|
|
37,400 |
|
|
|
890 |
|
Kamigumi Co Ltd |
|
|
10,100 |
|
|
|
241 |
|
Kaneka Corp |
|
|
15,600 |
|
|
|
396 |
|
Kansai Electric Power Co Inc/The |
|
|
47,000 |
|
|
|
624 |
|
Kato Sangyo Co Ltd |
|
|
8,700 |
|
|
|
284 |
|
KDDI Corp |
|
|
65,200 |
|
|
|
2,075 |
|
Keihanshin Building Co Ltd |
|
|
14,200 |
|
|
|
143 |
|
Keisei Electric Railway Co Ltd |
|
|
4,674 |
|
|
|
221 |
|
Kewpie Corp |
|
|
12,300 |
|
|
|
217 |
|
Kinden Corp |
|
|
67,500 |
|
|
|
1,147 |
|
Kobayashi Pharmaceutical Co Ltd |
|
|
16,800 |
|
|
|
809 |
|
Komatsu Ltd |
|
|
4,000 |
|
|
|
105 |
|
Komeri Co Ltd |
|
|
5,200 |
|
|
|
114 |
|
K's Holdings Corp |
|
|
68,400 |
|
|
|
641 |
|
Kuraray Co Ltd (A) |
|
|
171,300 |
|
|
|
1,732 |
|
Kurimoto Ltd |
|
|
5,300 |
|
|
|
115 |
|
Lawson Inc |
|
|
15,400 |
|
|
|
796 |
|
Lintec Corp |
|
|
38,500 |
|
|
|
751 |
|
Marubeni Corp |
|
|
17,400 |
|
|
|
275 |
|
Maruichi Steel Tube Ltd |
|
|
4,400 |
|
|
|
115 |
|
McDonald's Holdings Co Japan Ltd |
|
|
2,900 |
|
|
|
126 |
|
Megmilk Snow Brand Co Ltd |
|
|
25,000 |
|
|
|
375 |
|
MEIJI Holdings Co Ltd |
|
|
24,700 |
|
|
|
587 |
|
MIRAIT ONE corp |
|
|
50,300 |
|
|
|
663 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
168,400 |
|
|
|
1,032 |
|
Mitsubishi Electric Corp |
|
|
67,600 |
|
|
|
959 |
|
Mitsubishi Shokuhin Co Ltd |
|
|
23,100 |
|
|
|
788 |
|
Mitsubishi UFJ Financial Group Inc |
|
|
205,800 |
|
|
|
1,769 |
|
Mitsui & Co Ltd |
|
|
28,400 |
|
|
|
1,067 |
|
Mitsui Chemicals Inc |
|
|
22,800 |
|
|
|
676 |
|
Mizuho Financial Group Inc |
|
|
158,780 |
|
|
|
2,717 |
|
Morinaga & Co Ltd/Japan |
|
|
21,600 |
|
|
|
392 |
|
Morinaga Milk Industry Co Ltd |
|
|
6,000 |
|
|
|
116 |
|
Morishita Jintan Co Ltd |
|
|
4,200 |
|
|
|
65 |
|
MS&AD Insurance Group Holdings Inc |
|
|
44,900 |
|
|
|
1,766 |
|
NEC Corp |
|
|
6,400 |
|
|
|
379 |
|
NH Foods Ltd |
|
|
3,800 |
|
|
|
129 |
|
Nichirei Corp |
|
|
6,500 |
|
|
|
160 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Nippn Corp |
|
|
17,100 |
|
|
$ |
270 |
|
NIPPON EXPRESS HOLDINGS INC |
|
|
10,200 |
|
|
|
580 |
|
Nippon Kayaku Co Ltd |
|
|
11,300 |
|
|
|
108 |
|
Nippon Light Metal Holdings Co Ltd |
|
|
20,600 |
|
|
|
256 |
|
Nippon Steel Corp |
|
|
28,400 |
|
|
|
651 |
|
Nippon Telegraph & Telephone Corp |
|
|
2,483,000 |
|
|
|
3,035 |
|
Nippon Television Holdings Inc |
|
|
80,400 |
|
|
|
878 |
|
Nisshin Seifun Group Inc |
|
|
55,700 |
|
|
|
750 |
|
Nissin Foods Holdings Co Ltd |
|
|
7,500 |
|
|
|
262 |
|
Niterra Co Ltd |
|
|
19,800 |
|
|
|
470 |
|
Nitto Fuji Flour Milling Co Ltd |
|
|
5,000 |
|
|
|
171 |
|
Obayashi Corp |
|
|
11,500 |
|
|
|
100 |
|
Oji Holdings Corp |
|
|
82,400 |
|
|
|
317 |
|
Okinawa Cellular Telephone Co |
|
|
6,200 |
|
|
|
149 |
|
Osaka Gas Co Ltd |
|
|
38,600 |
|
|
|
806 |
|
Otsuka Corp |
|
|
9,100 |
|
|
|
375 |
|
Otsuka Holdings Co Ltd |
|
|
13,700 |
|
|
|
514 |
|
Sankyo Co Ltd |
|
|
29,600 |
|
|
|
1,726 |
|
Sankyu Inc |
|
|
9,100 |
|
|
|
334 |
|
Secom Co Ltd |
|
|
12,500 |
|
|
|
900 |
|
Seiko Epson Corp |
|
|
25,600 |
|
|
|
383 |
|
Seino Holdings Co Ltd |
|
|
58,300 |
|
|
|
884 |
|
Sekisui House Ltd |
|
|
47,600 |
|
|
|
1,057 |
|
Senko Group Holdings Co Ltd |
|
|
73,200 |
|
|
|
593 |
|
Shimizu Corp |
|
|
43,700 |
|
|
|
290 |
|
Showa Sangyo Co Ltd |
|
|
5,500 |
|
|
|
123 |
|
SoftBank Corp |
|
|
38,300 |
|
|
|
478 |
|
Sompo Holdings Inc |
|
|
2,400 |
|
|
|
117 |
|
Sugi Holdings Co Ltd |
|
|
1,400 |
|
|
|
64 |
|
Sumitomo Corp |
|
|
38,800 |
|
|
|
847 |
|
Sumitomo Heavy Industries Ltd (A) |
|
|
29,800 |
|
|
|
751 |
|
Sumitomo Mitsui Financial Group Inc |
|
|
44,400 |
|
|
|
2,167 |
|
Sumitomo Mitsui Trust Holdings Inc |
|
|
59,600 |
|
|
|
1,144 |
|
Sundrug Co Ltd |
|
|
23,400 |
|
|
|
752 |
|
Taisei Corp |
|
|
1,700 |
|
|
|
58 |
|
Techno Ryowa Ltd |
|
|
18,100 |
|
|
|
180 |
|
Toho Holdings Co Ltd |
|
|
5,000 |
|
|
|
114 |
|
TOPPAN Holdings Inc |
|
|
5,800 |
|
|
|
162 |
|
Toyota Boshoku Corp |
|
|
12,100 |
|
|
|
192 |
|
Trend Micro Inc/Japan * |
|
|
17,400 |
|
|
|
932 |
|
USS Co Ltd |
|
|
18,000 |
|
|
|
362 |
|
Valor Holdings Co Ltd |
|
|
29,600 |
|
|
|
513 |
|
Yamada Holdings Co Ltd |
|
|
134,900 |
|
|
|
420 |
|
Yamaguchi Financial Group Inc |
|
|
92,500 |
|
|
|
829 |
|
Yamazaki Baking Co Ltd |
|
|
4,600 |
|
|
|
105 |
|
Zaoh Co Ltd |
|
|
8,700 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
81,857 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.3% |
Hikma Pharmaceuticals PLC |
|
|
39,776 |
|
|
|
907 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 2.6% |
ABN AMRO Bank NV GDR |
|
|
11,695 |
|
|
|
175 |
|
JDE Peet's NV |
|
|
8,383 |
|
|
|
226 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Koninklijke Ahold Delhaize NV |
|
|
168,626 |
|
|
$ |
4,846 |
|
Koninklijke KPN NV |
|
|
143,332 |
|
|
|
494 |
|
NN Group NV |
|
|
29,146 |
|
|
|
1,151 |
|
Shell PLC |
|
|
3,555 |
|
|
|
117 |
|
Wolters Kluwer NV |
|
|
7,314 |
|
|
|
1,040 |
|
| |
|
|
|
|
|
|
8,049 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.7% |
Fisher & Paykel Healthcare Corp Ltd |
|
|
19,131 |
|
|
|
286 |
|
Fletcher Building Ltd |
|
|
163,936 |
|
|
|
496 |
|
Mercury NZ Ltd |
|
|
109,078 |
|
|
|
456 |
|
Meridian Energy Ltd |
|
|
35,190 |
|
|
|
123 |
|
Spark New Zealand Ltd |
|
|
275,841 |
|
|
|
905 |
|
| |
|
|
|
|
|
|
2,266 |
|
| |
|
|
|
|
|
|
|
|
Norway — 1.6% |
Atea ASA |
|
|
8,885 |
|
|
|
113 |
|
DNB Bank ASA |
|
|
22,448 |
|
|
|
477 |
|
Equinor ASA |
|
|
15,482 |
|
|
|
491 |
|
Norsk Hydro ASA |
|
|
28,454 |
|
|
|
192 |
|
Olav Thon Eiendomsselskap ASA |
|
|
13,082 |
|
|
|
240 |
|
Orkla ASA |
|
|
207,602 |
|
|
|
1,612 |
|
Sparebank 1 Oestlandet |
|
|
8,506 |
|
|
|
111 |
|
SpareBank 1 SR-Bank ASA |
|
|
17,208 |
|
|
|
218 |
|
Telenor ASA |
|
|
125,039 |
|
|
|
1,436 |
|
| |
|
|
|
|
|
|
4,890 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 1.2% |
Jeronimo Martins SGPS SA |
|
|
80,764 |
|
|
|
2,056 |
|
Navigator Co SA/The |
|
|
84,122 |
|
|
|
330 |
|
NOS SGPS SA |
|
|
86,109 |
|
|
|
304 |
|
REN - Redes Energeticas Nacionais SGPS SA |
|
|
211,678 |
|
|
|
544 |
|
Sonae SGPS SA |
|
|
383,487 |
|
|
|
383 |
|
| |
|
|
|
|
|
|
3,617 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 3.7% |
DBS Group Holdings Ltd |
|
|
104,700 |
|
|
|
2,652 |
|
Frasers Property Ltd |
|
|
162,200 |
|
|
|
109 |
|
Genting Singapore Ltd |
|
|
729,600 |
|
|
|
553 |
|
Jardine Cycle & Carriage Ltd |
|
|
106,900 |
|
|
|
2,412 |
|
Jardine Matheson Holdings Ltd |
|
|
1,500 |
|
|
|
62 |
|
Mapletree Logistics Trust ‡ |
|
|
154,270 |
|
|
|
203 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
194,500 |
|
|
|
1,917 |
|
Sheng Siong Group Ltd |
|
|
383,000 |
|
|
|
464 |
|
Singapore Airlines Ltd |
|
|
27,500 |
|
|
|
137 |
|
Singapore Exchange Ltd |
|
|
58,900 |
|
|
|
439 |
|
Singapore Land Group Ltd |
|
|
68,600 |
|
|
|
103 |
|
Singapore Technologies Engineering Ltd |
|
|
239,700 |
|
|
|
707 |
|
Straits Trading Co Ltd/Singapore |
|
|
74,500 |
|
|
|
102 |
|
United Overseas Bank Ltd |
|
|
70,700 |
|
|
|
1,525 |
|
Venture Corp Ltd |
|
|
8,100 |
|
|
|
84 |
|
| |
|
|
|
|
|
|
11,469 |
|
| |
|
|
|
|
|
|
|
|
South Africa — 0.0% |
Thungela Resources Ltd |
|
|
1,394 |
|
|
|
11 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Spain — 2.1% |
Acerinox SA |
|
|
26,341 |
|
|
$ |
310 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
6,200 |
|
|
|
275 |
|
Aena SME SA |
|
|
1,249 |
|
|
|
227 |
|
CaixaBank SA |
|
|
14,847 |
|
|
|
61 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
90,492 |
|
|
|
2,447 |
|
Endesa SA |
|
|
20,273 |
|
|
|
413 |
|
Faes Farma SA |
|
|
26,701 |
|
|
|
93 |
|
Iberdrola SA |
|
|
59,519 |
|
|
|
781 |
|
Industria de Diseno Textil SA |
|
|
10,155 |
|
|
|
442 |
|
Redeia Corp SA |
|
|
20,500 |
|
|
|
338 |
|
Repsol SA, Cl A |
|
|
58,369 |
|
|
|
867 |
|
Telefonica SA |
|
|
87,372 |
|
|
|
341 |
|
| |
|
|
|
|
|
|
6,595 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 2.0% |
Axfood AB |
|
|
13,229 |
|
|
|
358 |
|
Betsson AB, Cl B |
|
|
37,401 |
|
|
|
403 |
|
Epiroc AB, Cl B |
|
|
14,793 |
|
|
|
259 |
|
Essity AB, Cl B |
|
|
41,141 |
|
|
|
1,021 |
|
Industrivarden AB, Cl C |
|
|
21,625 |
|
|
|
704 |
|
KNOW IT AB |
|
|
7,589 |
|
|
|
118 |
|
Nordea Bank Abp, Cl A |
|
|
10,305 |
|
|
|
128 |
|
Nyfosa AB |
|
|
18,745 |
|
|
|
178 |
|
Securitas AB, Cl B |
|
|
32,554 |
|
|
|
318 |
|
Skandinaviska Enskilda Banken AB, Cl A |
|
|
27,192 |
|
|
|
375 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
11,438 |
|
|
|
172 |
|
Swedbank AB, Cl A |
|
|
32,836 |
|
|
|
662 |
|
Swedish Orphan Biovitrum AB * |
|
|
25,242 |
|
|
|
669 |
|
Volvo AB, Cl B |
|
|
26,274 |
|
|
|
682 |
|
| |
|
|
|
|
|
|
6,047 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 8.4% |
ABB Ltd |
|
|
11,765 |
|
|
|
521 |
|
Alcon Inc |
|
|
3,282 |
|
|
|
256 |
|
ALSO Holding AG |
|
|
606 |
|
|
|
181 |
|
Baloise Holding AG |
|
|
6,658 |
|
|
|
1,043 |
|
Basellandschaftliche Kantonalbank |
|
|
303 |
|
|
|
308 |
|
Berner Kantonalbank AG |
|
|
473 |
|
|
|
133 |
|
BKW AG |
|
|
5,701 |
|
|
|
1,013 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
74 |
|
|
|
887 |
|
EFG International AG |
|
|
36,769 |
|
|
|
472 |
|
Emmi AG |
|
|
691 |
|
|
|
748 |
|
EMS-Chemie Holding AG |
|
|
206 |
|
|
|
167 |
|
Helvetia Holding AG |
|
|
4,485 |
|
|
|
617 |
|
Holcim AG |
|
|
13,535 |
|
|
|
1,062 |
|
Kuehne + Nagel International AG |
|
|
804 |
|
|
|
277 |
|
Nestle SA |
|
|
10,269 |
|
|
|
1,190 |
|
Novartis AG |
|
|
53,525 |
|
|
|
5,397 |
|
PSP Swiss Property AG |
|
|
3,886 |
|
|
|
543 |
|
Roche Holding AG |
|
|
11,616 |
|
|
|
3,374 |
|
Romande Energie Holding SA |
|
|
1,900 |
|
|
|
124 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sandoz Group AG * |
|
|
10,990 |
|
|
$ |
353 |
|
Sika AG |
|
|
1,337 |
|
|
|
435 |
|
Sonova Holding AG |
|
|
2,749 |
|
|
|
896 |
|
Swiss Life Holding AG |
|
|
1,571 |
|
|
|
1,090 |
|
Swiss Prime Site AG |
|
|
6,870 |
|
|
|
733 |
|
Swisscom AG |
|
|
4,647 |
|
|
|
2,794 |
|
Thurgauer Kantonalbank |
|
|
927 |
|
|
|
132 |
|
TX Group AG |
|
|
559 |
|
|
|
80 |
|
Valiant Holding AG |
|
|
8,341 |
|
|
|
945 |
|
Vetropack Holding AG, Cl A |
|
|
3,654 |
|
|
|
170 |
|
Zurich Insurance Group AG |
|
|
226 |
|
|
|
118 |
|
| |
|
|
|
|
|
|
26,059 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 13.8% |
3i Group PLC |
|
|
18,195 |
|
|
|
562 |
|
AstraZeneca PLC ADR |
|
|
3,900 |
|
|
|
263 |
|
Atalaya Mining PLC |
|
|
44,952 |
|
|
|
207 |
|
B&M European Value Retail SA |
|
|
172,722 |
|
|
|
1,234 |
|
BAE Systems PLC |
|
|
383,247 |
|
|
|
5,425 |
|
Balfour Beatty PLC |
|
|
90,913 |
|
|
|
384 |
|
Bank of Georgia Group PLC |
|
|
17,970 |
|
|
|
911 |
|
BP PLC |
|
|
216,097 |
|
|
|
1,284 |
|
British American Tobacco PLC |
|
|
29,336 |
|
|
|
858 |
|
Britvic PLC |
|
|
61,970 |
|
|
|
664 |
|
BT Group PLC, Cl A |
|
|
650,300 |
|
|
|
1,025 |
|
Bunzl PLC |
|
|
27,294 |
|
|
|
1,110 |
|
Centamin PLC |
|
|
91,997 |
|
|
|
117 |
|
Coca-Cola Europacific Partners PLC |
|
|
11,497 |
|
|
|
767 |
|
Computacenter PLC |
|
|
33,825 |
|
|
|
1,204 |
|
DCC PLC |
|
|
1,124 |
|
|
|
83 |
|
Diageo PLC |
|
|
9,324 |
|
|
|
339 |
|
Endeavour Mining PLC |
|
|
6,795 |
|
|
|
152 |
|
Ferguson PLC |
|
|
1,586 |
|
|
|
305 |
|
GSK PLC |
|
|
178,798 |
|
|
|
3,305 |
|
GSK PLC ADR |
|
|
9,074 |
|
|
|
336 |
|
Haleon PLC |
|
|
153,605 |
|
|
|
630 |
|
Howden Joinery Group PLC |
|
|
31,799 |
|
|
|
330 |
|
HSBC Holdings PLC |
|
|
99,862 |
|
|
|
809 |
|
Imperial Brands PLC |
|
|
122,525 |
|
|
|
2,822 |
|
Inchcape PLC |
|
|
24,346 |
|
|
|
222 |
|
J Sainsbury PLC |
|
|
544,175 |
|
|
|
2,099 |
|
Kingfisher PLC |
|
|
233,203 |
|
|
|
723 |
|
Land Securities Group PLC ‡ |
|
|
18,149 |
|
|
|
163 |
|
National Grid PLC |
|
|
8,113 |
|
|
|
109 |
|
Pearson PLC |
|
|
74,394 |
|
|
|
914 |
|
Premier Foods PLC |
|
|
325,003 |
|
|
|
562 |
|
QinetiQ Group PLC |
|
|
366,309 |
|
|
|
1,443 |
|
RELX PLC |
|
|
23,211 |
|
|
|
920 |
|
Sage Group PLC/The |
|
|
82,555 |
|
|
|
1,234 |
|
Serco Group PLC |
|
|
303,591 |
|
|
|
627 |
|
Shell PLC |
|
|
69,558 |
|
|
|
2,280 |
|
Spirent Communications PLC |
|
|
75,809 |
|
|
|
119 |
|
Tesco PLC |
|
|
736,784 |
|
|
|
2,729 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Unilever PLC |
|
|
52,680 |
|
|
$ |
2,552 |
|
Vodafone Group PLC |
|
|
909,022 |
|
|
|
795 |
|
Woodside Energy Group Ltd |
|
|
5,009 |
|
|
|
106 |
|
YouGov PLC |
|
|
8,551 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
42,852 |
|
| |
|
|
|
|
|
|
|
|
United States — 0.1% |
Ferguson PLC |
|
|
1,103 |
|
|
|
213 |
|
Nova Ltd * |
|
|
853 |
|
|
|
117 |
|
Taro Pharmaceutical Industries Ltd * |
|
|
2,666 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
442 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $231,494) ($ Thousands) |
|
|
|
|
|
|
301,470 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.8% |
Germany — 0.8% |
Henkel AG & Co KGaA (B) |
|
|
30,256 |
|
|
|
2,435 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,993) ($ Thousands) |
|
|
|
|
|
|
2,435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHT — 0.0% |
Australia — 0.0% |
|
|
|
|
Abacus Property Group *‡‡ |
|
|
40,372 |
|
|
|
– |
|
Total Right |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 3.8% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(C) |
|
|
11,776,790 |
|
|
|
11,777 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $11,779) ($ Thousands) |
|
|
11,777 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 101.6% |
|
|
|
|
|
|
|
|
(Cost $245,266) ($ Thousands) |
|
$ |
315,682 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Managed International Managed Volatility Fund (Concluded)
|
Percentages are based on Net Assets of $310,718 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(B) |
No interest rate available. |
(C) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $11,777 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
2,591 |
|
|
$ |
25,864 |
|
|
$ |
(16,673 |
) |
|
$ |
— |
|
|
$ |
(5 |
) |
|
$ |
11,777 |
|
|
$ |
8 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
1,096 |
|
|
|
22,319 |
|
|
|
(23,415 |
) |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
28 |
|
|
|
— |
|
Totals |
|
$ |
3,687 |
|
|
$ |
48,183 |
|
|
$ |
(40,088 |
) |
|
$ |
– |
|
|
$ |
(5 |
) |
|
$ |
11,777 |
|
|
$ |
36 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary for abbreviations”.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Real Estate Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† — 98.1% |
| |
|
|
|
|
|
|
|
|
Real Estate — 98.1% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
13,280 |
|
|
$ |
1,683 |
|
American Tower Corp, Cl A ‡ |
|
|
6,130 |
|
|
|
1,323 |
|
AvalonBay Communities Inc ‡ |
|
|
7,013 |
|
|
|
1,313 |
|
Boston Properties Inc ‡ |
|
|
22,850 |
|
|
|
1,603 |
|
Brixmor Property Group Inc ‡ |
|
|
76,100 |
|
|
|
1,771 |
|
Camden Property Trust ‡ |
|
|
12,700 |
|
|
|
1,261 |
|
CareTrust REIT Inc ‡ |
|
|
23,750 |
|
|
|
532 |
|
Cousins Properties Inc ‡ |
|
|
44,590 |
|
|
|
1,086 |
|
CubeSmart ‡ |
|
|
11,450 |
|
|
|
531 |
|
DiamondRock Hospitality Co ‡ |
|
|
73,840 |
|
|
|
693 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
23,840 |
|
|
|
3,208 |
|
Douglas Emmett Inc ‡ |
|
|
34,600 |
|
|
|
502 |
|
Elme Communities ‡ |
|
|
26,226 |
|
|
|
383 |
|
Equinix Inc ‡ |
|
|
9,155 |
|
|
|
7,373 |
|
Equity Residential ‡ |
|
|
51,270 |
|
|
|
3,136 |
|
Extra Space Storage Inc ‡ |
|
|
22,740 |
|
|
|
3,646 |
|
First Industrial Realty Trust Inc ‡ |
|
|
43,860 |
|
|
|
2,310 |
|
Healthpeak Properties Inc ‡ |
|
|
109,370 |
|
|
|
2,166 |
|
Highwoods Properties Inc ‡ |
|
|
16,200 |
|
|
|
372 |
|
Host Hotels & Resorts Inc ‡ |
|
|
96,610 |
|
|
|
1,881 |
|
Independence Realty Trust Inc ‡ |
|
|
25,060 |
|
|
|
383 |
|
Invitation Homes Inc ‡ |
|
|
71,250 |
|
|
|
2,430 |
|
Kilroy Realty Corp ‡ |
|
|
21,740 |
|
|
|
866 |
|
Kimco Realty Corp ‡ |
|
|
79,740 |
|
|
|
1,699 |
|
Medical Properties Trust Inc ‡ |
|
|
47,933 |
|
|
|
235 |
|
Omega Healthcare Investors Inc ‡ |
|
|
37,721 |
|
|
|
1,157 |
|
Paramount Group Inc ‡ |
|
|
32,550 |
|
|
|
168 |
|
Prologis Inc ‡ |
|
|
56,570 |
|
|
|
7,541 |
|
Public Storage ‡ |
|
|
10,810 |
|
|
|
3,297 |
|
Retail Opportunity Investments Corp ‡ |
|
|
70,670 |
|
|
|
991 |
|
Rexford Industrial Realty Inc ‡ |
|
|
37,980 |
|
|
|
2,131 |
|
RPT Realty ‡ |
|
|
45,325 |
|
|
|
582 |
|
SBA Communications Corp, Cl A ‡ |
|
|
2,230 |
|
|
|
566 |
|
Simon Property Group Inc ‡ |
|
|
21,606 |
|
|
|
3,082 |
|
Sun Communities Inc ‡ |
|
|
19,690 |
|
|
|
2,632 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK†† (continued) |
Tricon Residential Inc |
|
|
87,450 |
|
|
$ |
796 |
|
UDR Inc ‡ |
|
|
68,870 |
|
|
|
2,637 |
|
Urban Edge Properties ‡ |
|
|
25,779 |
|
|
|
472 |
|
Ventas Inc ‡ |
|
|
62,360 |
|
|
|
3,108 |
|
Welltower Inc ‡ |
|
|
36,290 |
|
|
|
3,272 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
34,530 |
|
|
|
470 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $57,126) ($ Thousands) |
|
|
|
|
|
|
75,288 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(A) |
|
|
4,762 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $5) ($ Thousands) |
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 0.9% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
663,318 |
|
|
|
663 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $663) ($ Thousands) |
|
|
|
|
|
|
663 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.0% |
|
|
|
|
|
|
|
|
(Cost $57,794) ($ Thousands) |
|
$ |
75,955 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $76,731 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
‡ |
Real Estate Investment Trust. |
† |
Investment in Affiliated Security. |
†† |
Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
(A) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $4 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
4 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4 |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
973 |
|
|
|
5,541 |
|
|
|
(5,851 |
) |
|
|
— |
|
|
|
— |
|
|
|
663 |
|
|
|
10 |
|
|
|
— |
|
Totals |
|
$ |
977 |
|
|
$ |
5,541 |
|
|
$ |
(5,851 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
667 |
|
|
$ |
10 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 42.3% |
Agency Mortgage-Backed Obligations — 36.8% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
7.500%, 05/01/2031 to 02/01/2038 |
|
$ |
175 |
|
|
$ |
178 |
|
7.000%, 05/01/2024 to 03/01/2039 |
|
|
46 |
|
|
|
49 |
|
6.500%, 10/01/2031 to 07/01/2053 |
|
|
4,033 |
|
|
|
4,149 |
|
6.000%, 02/01/2032 to 11/01/2053 |
|
|
2,758 |
|
|
|
2,816 |
|
5.500%, 01/01/2024 to 09/01/2053 |
|
|
9,621 |
|
|
|
9,683 |
|
5.000%, 05/01/2033 to 05/01/2053 |
|
|
8,733 |
|
|
|
8,703 |
|
4.500%, 04/01/2035 to 12/01/2052 |
|
|
8,960 |
|
|
|
8,810 |
|
4.220%, 08/01/2033 |
|
|
100 |
|
|
|
97 |
|
4.000%, 08/01/2041 to 02/01/2053 |
|
|
15,023 |
|
|
|
14,493 |
|
3.500%, 12/01/2033 to 06/01/2052 |
|
|
29,666 |
|
|
|
27,756 |
|
3.000%, 03/01/2031 to 06/01/2052 |
|
|
35,474 |
|
|
|
32,071 |
|
2.500%, 10/01/2031 to 05/01/2052 |
|
|
66,314 |
|
|
|
57,188 |
|
2.000%, 07/01/2032 to 05/01/2052 |
|
|
70,432 |
|
|
|
58,788 |
|
1.500%, 11/01/2040 to 08/01/2051 |
|
|
17,406 |
|
|
|
13,848 |
|
0.000%, 07/15/2031(A) |
|
|
265 |
|
|
|
195 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
7.461%, RFUCCT1Y + 1.770%, 09/01/2042(B) |
|
|
56 |
|
|
|
58 |
|
7.431%, RFUCCT1Y + 1.609%, 10/01/2043(B) |
|
|
65 |
|
|
|
67 |
|
7.345%, RFUCCT1Y + 1.683%, 02/01/2043(B) |
|
|
93 |
|
|
|
95 |
|
7.188%, RFUCCT1Y + 1.628%, 11/01/2043(B) |
|
|
50 |
|
|
|
51 |
|
7.171%, RFUCCT1Y + 1.605%, 09/01/2043(B) |
|
|
35 |
|
|
|
35 |
|
7.043%, RFUCCT1Y + 1.650%, 03/01/2043(B) |
|
|
61 |
|
|
|
62 |
|
7.036%, RFUCCT1Y + 1.642%, 10/01/2043(B) |
|
|
67 |
|
|
|
68 |
|
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B) |
|
|
39 |
|
|
|
39 |
|
6.840%, RFUCCT1Y + 1.637%, 09/01/2045(B) |
|
|
575 |
|
|
|
586 |
|
6.809%, RFUCCT1Y + 1.642%, 08/01/2043(B) |
|
|
61 |
|
|
|
63 |
|
6.263%, RFUCCT1Y + 1.687%, 09/01/2047(B) |
|
|
378 |
|
|
|
382 |
|
5.942%, RFUCCT1Y + 1.724%, 01/01/2044(B) |
|
|
134 |
|
|
|
137 |
|
5.712%, RFUCCT1Y + 1.637%, 04/01/2048(B) |
|
|
827 |
|
|
|
839 |
|
5.218%, RFUCCT1Y + 1.638%, 03/01/2049(B) |
|
|
345 |
|
|
|
349 |
|
5.197%, SOFR30A + 2.301%, 06/01/2053(B) |
|
|
287 |
|
|
|
287 |
|
5.129%, SOFR30A + 2.215%, 08/01/2053(B) |
|
|
307 |
|
|
|
306 |
|
4.299%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
477 |
|
|
|
463 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
4.186%, SOFR30A + 2.304%, 05/01/2053(B) |
|
$ |
1,469 |
|
|
$ |
1,432 |
|
4.123%, SOFR30A + 2.380%, 09/01/2052(B) |
|
|
273 |
|
|
|
263 |
|
3.970%, SOFR30A + 2.140%, 08/01/2052(B) |
|
|
532 |
|
|
|
504 |
|
3.913%, SOFR30A + 2.130%, 07/01/2052(B) |
|
|
404 |
|
|
|
387 |
|
3.130%, RFUCCT1Y + 1.640%, 11/01/2048(B) |
|
|
425 |
|
|
|
416 |
|
3.098%, RFUCCT1Y + 1.621%, 02/01/2050(B) |
|
|
217 |
|
|
|
205 |
|
3.067%, RFUCCT1Y + 1.633%, 02/01/2050(B) |
|
|
550 |
|
|
|
539 |
|
3.006%, RFUCCT1Y + 1.628%, 11/01/2048(B) |
|
|
1,204 |
|
|
|
1,141 |
|
2.983%, RFUCCT1Y + 1.640%, 05/01/2049(B) |
|
|
255 |
|
|
|
254 |
|
2.871%, RFUCCT1Y + 1.619%, 11/01/2047(B) |
|
|
409 |
|
|
|
392 |
|
FHLMC CMO, Ser 2001-2277, Cl B |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 |
|
|
16 |
|
|
|
17 |
|
FHLMC CMO, Ser 2002-2399, Cl XG |
|
|
|
|
|
|
|
|
6.500%, 01/15/2032 |
|
|
135 |
|
|
|
139 |
|
FHLMC CMO, Ser 2006-R007, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 05/15/2036 |
|
|
388 |
|
|
|
406 |
|
FHLMC CMO, Ser 2007-3281, Cl AI, IO |
|
|
|
|
|
|
|
|
0.977%, 02/15/2037(B) |
|
|
30 |
|
|
|
3 |
|
FHLMC CMO, Ser 2007-3294, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 03/15/2037 |
|
|
85 |
|
|
|
87 |
|
FHLMC CMO, Ser 2007-3316, Cl JO, PO |
|
|
|
|
|
|
|
|
0.000%, 05/15/2037(A) |
|
|
1 |
|
|
|
1 |
|
FHLMC CMO, Ser 2008-3451, Cl SB, IO |
|
|
|
|
|
|
|
|
0.577%, 05/15/2038(B) |
|
|
4 |
|
|
|
– |
|
FHLMC CMO, Ser 2010-3621, Cl SB, IO |
|
|
|
|
|
|
|
|
0.777%, 01/15/2040(B) |
|
|
21 |
|
|
|
2 |
|
FHLMC CMO, Ser 2011-3924, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 09/15/2041 |
|
|
426 |
|
|
|
413 |
|
FHLMC CMO, Ser 2011-3947, Cl SG, IO |
|
|
|
|
|
|
|
|
0.497%, 10/15/2041(B) |
|
|
173 |
|
|
|
17 |
|
FHLMC CMO, Ser 2012-264, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 07/15/2042 |
|
|
851 |
|
|
|
782 |
|
FHLMC CMO, Ser 2012-271, Cl 30 |
|
|
|
|
|
|
|
|
3.000%, 08/15/2042 |
|
|
224 |
|
|
|
208 |
|
FHLMC CMO, Ser 2012-271, Cl F5 |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
277 |
|
|
|
271 |
|
FHLMC CMO, Ser 2012-272, Cl F1 |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 08/15/2042(B) |
|
|
441 |
|
|
|
432 |
|
FHLMC CMO, Ser 2012-280, Cl F1 |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 09/15/2042(B) |
|
|
444 |
|
|
|
435 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2012-283, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 10/15/2027 |
|
$ |
93 |
|
|
$ |
3 |
|
FHLMC CMO, Ser 2012-4047, Cl CX |
|
|
|
|
|
|
|
|
3.500%, 05/15/2042 |
|
|
821 |
|
|
|
753 |
|
FHLMC CMO, Ser 2012-4054, Cl SA, IO |
|
|
|
|
|
|
|
|
0.597%, 08/15/2039(B) |
|
|
319 |
|
|
|
28 |
|
FHLMC CMO, Ser 2012-4091, Cl BX |
|
|
|
|
|
|
|
|
3.250%, 10/15/2041 |
|
|
434 |
|
|
|
403 |
|
FHLMC CMO, Ser 2012-4091, Cl EX |
|
|
|
|
|
|
|
|
3.375%, 07/15/2042 |
|
|
276 |
|
|
|
257 |
|
FHLMC CMO, Ser 2012-4091, Cl MX |
|
|
|
|
|
|
|
|
3.250%, 02/15/2042 |
|
|
347 |
|
|
|
321 |
|
FHLMC CMO, Ser 2012-4117, Cl HB |
|
|
|
|
|
|
|
|
2.500%, 10/15/2042 |
|
|
283 |
|
|
|
245 |
|
FHLMC CMO, Ser 2012-4122, Cl FP |
|
|
|
|
|
|
|
|
5.853%, SOFR30A + 0.514%, 10/15/2042(B) |
|
|
321 |
|
|
|
313 |
|
FHLMC CMO, Ser 2012-4146, Cl DI, IO |
|
|
|
|
|
|
|
|
3.000%, 12/15/2031 |
|
|
202 |
|
|
|
9 |
|
FHLMC CMO, Ser 2013-4194, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/15/2043 |
|
|
47 |
|
|
|
7 |
|
FHLMC CMO, Ser 2013-4203, Cl PS, IO |
|
|
|
|
|
|
|
|
0.797%, 09/15/2042(B) |
|
|
166 |
|
|
|
15 |
|
FHLMC CMO, Ser 2013-4205, Cl PA |
|
|
|
|
|
|
|
|
1.750%, 05/15/2043 |
|
|
279 |
|
|
|
237 |
|
FHLMC CMO, Ser 2013-4210, Cl Z |
|
|
|
|
|
|
|
|
3.000%, 05/15/2043 |
|
|
73 |
|
|
|
60 |
|
FHLMC CMO, Ser 2013-4239, Cl IO, IO |
|
|
|
|
|
|
|
|
3.500%, 06/15/2027 |
|
|
53 |
|
|
|
2 |
|
FHLMC CMO, Ser 2013-4240, Cl FA |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 08/15/2043(B) |
|
|
817 |
|
|
|
798 |
|
FHLMC CMO, Ser 2013-4248, Cl FT |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 09/15/2043(B) |
|
|
282 |
|
|
|
276 |
|
FHLMC CMO, Ser 2013-4286, Cl VF |
|
|
|
|
|
|
|
|
5.903%, SOFR30A + 0.564%, 12/15/2043(B) |
|
|
599 |
|
|
|
586 |
|
FHLMC CMO, Ser 2014-328, Cl S4, IO |
|
|
|
|
|
|
|
|
3.162%, 02/15/2038(B) |
|
|
9 |
|
|
|
1 |
|
FHLMC CMO, Ser 2014-4335, Cl SW, IO |
|
|
|
|
|
|
|
|
0.547%, 05/15/2044(B) |
|
|
35 |
|
|
|
3 |
|
FHLMC CMO, Ser 2014-4391, Cl MZ |
|
|
|
|
|
|
|
|
3.000%, 09/15/2044 |
|
|
132 |
|
|
|
117 |
|
FHLMC CMO, Ser 2014-4415, Cl IO, IO |
|
|
|
|
|
|
|
|
3.043%, 04/15/2041(B) |
|
|
106 |
|
|
|
6 |
|
FHLMC CMO, Ser 2015-4446, Cl CP |
|
|
|
|
|
|
|
|
2.250%, 03/15/2045 |
|
|
384 |
|
|
|
337 |
|
FHLMC CMO, Ser 2015-4479, Cl HA |
|
|
|
|
|
|
|
|
3.750%, 05/15/2039(C) |
|
|
32 |
|
|
|
32 |
|
FHLMC CMO, Ser 2016-353, Cl S1, IO |
|
|
|
|
|
|
|
|
0.547%, 12/15/2046(B) |
|
|
249 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2016-4582, Cl HA |
|
|
|
|
|
|
|
|
3.000%, 09/15/2045 |
|
$ |
1,384 |
|
|
$ |
1,286 |
|
FHLMC CMO, Ser 2016-4614, Cl FG |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 09/15/2046(B) |
|
|
322 |
|
|
|
314 |
|
FHLMC CMO, Ser 2016-4628, Cl KF |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 01/15/2055(B) |
|
|
398 |
|
|
|
385 |
|
FHLMC CMO, Ser 2016-4631, Cl FA |
|
|
|
|
|
|
|
|
5.953%, SOFR30A + 0.614%, 11/15/2046(B) |
|
|
538 |
|
|
|
525 |
|
FHLMC CMO, Ser 2016-4639, Cl HZ |
|
|
|
|
|
|
|
|
3.250%, 04/15/2053(C) |
|
|
1,893 |
|
|
|
1,521 |
|
FHLMC CMO, Ser 2017-356, Cl 300 |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
1,152 |
|
|
|
1,045 |
|
FHLMC CMO, Ser 2017-4719, Cl LM |
|
|
|
|
|
|
|
|
3.000%, 09/15/2047 |
|
|
316 |
|
|
|
282 |
|
FHLMC CMO, Ser 2017-4719, Cl LA |
|
|
|
|
|
|
|
|
3.500%, 09/15/2047 |
|
|
397 |
|
|
|
366 |
|
FHLMC CMO, Ser 2017-4742, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 10/15/2047 |
|
|
835 |
|
|
|
759 |
|
FHLMC CMO, Ser 2018-4793, Cl FD |
|
|
|
|
|
|
|
|
5.753%, SOFR30A + 0.414%, 06/15/2048(B) |
|
|
124 |
|
|
|
120 |
|
FHLMC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
179 |
|
|
|
159 |
|
FHLMC CMO, Ser 2018-4818, Cl CA |
|
|
|
|
|
|
|
|
3.000%, 04/15/2048 |
|
|
396 |
|
|
|
356 |
|
FHLMC CMO, Ser 2018-4826, Cl KF |
|
|
|
|
|
|
|
|
5.753%, SOFR30A + 0.414%, 09/15/2048(B) |
|
|
261 |
|
|
|
252 |
|
FHLMC CMO, Ser 2018-4846, Cl PA |
|
|
|
|
|
|
|
|
4.000%, 06/15/2047 |
|
|
29 |
|
|
|
29 |
|
FHLMC CMO, Ser 2018-4857, Cl JA |
|
|
|
|
|
|
|
|
3.350%, 01/15/2049 |
|
|
1,266 |
|
|
|
1,203 |
|
FHLMC CMO, Ser 2019-4880, Cl DA |
|
|
|
|
|
|
|
|
3.000%, 05/15/2050 |
|
|
570 |
|
|
|
519 |
|
FHLMC CMO, Ser 2019-4903, Cl NF |
|
|
|
|
|
|
|
|
5.852%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
248 |
|
|
|
242 |
|
FHLMC CMO, Ser 2019-4927, Cl BG |
|
|
|
|
|
|
|
|
3.000%, 11/25/2049 |
|
|
546 |
|
|
|
492 |
|
FHLMC CMO, Ser 2019-4937, Cl MD |
|
|
|
|
|
|
|
|
2.500%, 10/25/2049 |
|
|
552 |
|
|
|
484 |
|
FHLMC CMO, Ser 2019-4941, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/15/2047 |
|
|
310 |
|
|
|
260 |
|
FHLMC CMO, Ser 2020-4957, Cl MY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2050 |
|
|
312 |
|
|
|
260 |
|
FHLMC CMO, Ser 2020-4979, Cl UC |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
993 |
|
|
|
804 |
|
FHLMC CMO, Ser 2020-4990, Cl FN |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 05/25/2050(B) |
|
|
677 |
|
|
|
654 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2020-4991, Cl QV |
|
|
|
|
|
|
|
|
2.000%, 09/25/2045 |
|
$ |
278 |
|
|
$ |
231 |
|
FHLMC CMO, Ser 2020-4993, Cl KF |
|
|
|
|
|
|
|
|
5.902%, SOFR30A + 0.564%, 07/25/2050(B) |
|
|
2,303 |
|
|
|
2,233 |
|
FHLMC CMO, Ser 2020-4995, Cl IC, IO |
|
|
|
|
|
|
|
|
4.500%, 07/25/2050 |
|
|
693 |
|
|
|
109 |
|
FHLMC CMO, Ser 2020-5004, Cl FM |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 08/25/2050(B) |
|
|
488 |
|
|
|
470 |
|
FHLMC CMO, Ser 2020-5010, Cl IK, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
328 |
|
|
|
49 |
|
FHLMC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
701 |
|
|
|
110 |
|
FHLMC CMO, Ser 2020-5012, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
2,582 |
|
|
|
443 |
|
FHLMC CMO, Ser 2020-5013, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
398 |
|
|
|
63 |
|
FHLMC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
489 |
|
|
|
64 |
|
FHLMC CMO, Ser 2020-5020, Cl ET |
|
|
|
|
|
|
|
|
3.500%, 10/25/2050 |
|
|
446 |
|
|
|
407 |
|
FHLMC CMO, Ser 2020-5040, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 11/25/2050 |
|
|
139 |
|
|
|
20 |
|
FHLMC CMO, Ser 2020-5058, Cl BC |
|
|
|
|
|
|
|
|
5.000%, 11/25/2050 |
|
|
318 |
|
|
|
319 |
|
FHLMC CMO, Ser 2020-5059, Cl IB, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
740 |
|
|
|
116 |
|
FHLMC CMO, Ser 2021-5070, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 02/25/2051 |
|
|
2,222 |
|
|
|
449 |
|
FHLMC CMO, Ser 2021-5071, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
491 |
|
|
|
64 |
|
FHLMC CMO, Ser 2021-5085, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
1,007 |
|
|
|
123 |
|
FHLMC CMO, Ser 2021-5091, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 03/25/2051 |
|
|
932 |
|
|
|
755 |
|
FHLMC CMO, Ser 2021-5092, Cl HE |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
537 |
|
|
|
449 |
|
FHLMC CMO, Ser 2021-5092, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 04/25/2041 |
|
|
390 |
|
|
|
338 |
|
FHLMC CMO, Ser 2021-5116, Cl PB |
|
|
|
|
|
|
|
|
2.250%, 02/25/2051 |
|
|
562 |
|
|
|
478 |
|
FHLMC CMO, Ser 2021-5118, Cl CA |
|
|
|
|
|
|
|
|
1.500%, 10/15/2033 |
|
|
473 |
|
|
|
416 |
|
FHLMC CMO, Ser 2021-5119, Cl QF |
|
|
|
|
|
|
|
|
5.537%, SOFR30A + 0.200%, 06/25/2051(B) |
|
|
702 |
|
|
|
664 |
|
FHLMC CMO, Ser 2021-5119, Cl AB |
|
|
|
|
|
|
|
|
1.500%, 08/25/2049 |
|
|
426 |
|
|
|
340 |
|
FHLMC CMO, Ser 2021-5140, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
956 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2021-5143, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2049 |
|
$ |
351 |
|
|
$ |
289 |
|
FHLMC CMO, Ser 2021-5156, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 09/25/2051 |
|
|
606 |
|
|
|
516 |
|
FHLMC CMO, Ser 2021-5159, Cl UA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
594 |
|
|
|
521 |
|
FHLMC CMO, Ser 2021-5161, Cl IO, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2051 |
|
|
798 |
|
|
|
107 |
|
FHLMC CMO, Ser 2021-5178, Cl TP |
|
|
|
|
|
|
|
|
2.500%, 04/25/2049 |
|
|
795 |
|
|
|
692 |
|
FHLMC CMO, Ser 2021-5182, Cl D |
|
|
|
|
|
|
|
|
2.500%, 11/25/2043 |
|
|
2,336 |
|
|
|
2,131 |
|
FHLMC CMO, Ser 2021-5182, Cl M |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
488 |
|
|
|
427 |
|
FHLMC CMO, Ser 2021-5184, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 05/25/2048 |
|
|
340 |
|
|
|
300 |
|
FHLMC CMO, Ser 2022-5194, Cl G |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
671 |
|
|
|
554 |
|
FHLMC CMO, Ser 2022-5201, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 07/25/2048 |
|
|
725 |
|
|
|
646 |
|
FHLMC CMO, Ser 2022-5202, Cl MB |
|
|
|
|
|
|
|
|
3.000%, 11/25/2048 |
|
|
858 |
|
|
|
776 |
|
FHLMC CMO, Ser 2022-5202, Cl BH |
|
|
|
|
|
|
|
|
2.000%, 12/25/2047 |
|
|
371 |
|
|
|
334 |
|
FHLMC CMO, Ser 2022-5202, Cl TA |
|
|
|
|
|
|
|
|
2.500%, 12/25/2048 |
|
|
1,025 |
|
|
|
928 |
|
FHLMC CMO, Ser 2022-5202, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2047 |
|
|
734 |
|
|
|
95 |
|
FHLMC CMO, Ser 2022-5202, Cl LA |
|
|
|
|
|
|
|
|
2.500%, 05/25/2049 |
|
|
724 |
|
|
|
634 |
|
FHLMC CMO, Ser 2022-5203, Cl G |
|
|
|
|
|
|
|
|
2.500%, 11/25/2048 |
|
|
322 |
|
|
|
284 |
|
FHLMC CMO, Ser 2022-5206, Cl CD |
|
|
|
|
|
|
|
|
3.500%, 05/25/2049 |
|
|
679 |
|
|
|
621 |
|
FHLMC CMO, Ser 2022-5207, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 06/25/2051 |
|
|
735 |
|
|
|
660 |
|
FHLMC CMO, Ser 2022-5209, Cl EA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
556 |
|
|
|
506 |
|
FHLMC CMO, Ser 2022-5209, Cl EJ |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
556 |
|
|
|
506 |
|
FHLMC CMO, Ser 2022-5210, Cl DC |
|
|
|
|
|
|
|
|
3.000%, 09/25/2051 |
|
|
525 |
|
|
|
485 |
|
FHLMC CMO, Ser 2022-5217, Cl CD |
|
|
|
|
|
|
|
|
2.500%, 07/25/2049 |
|
|
602 |
|
|
|
552 |
|
FHLMC CMO, Ser 2022-5220, Cl QK |
|
|
|
|
|
|
|
|
3.500%, 09/25/2050 |
|
|
1,075 |
|
|
|
1,019 |
|
FHLMC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
2,100 |
|
|
|
1,921 |
|
FHLMC CMO, Ser 2022-5228, Cl TN |
|
|
|
|
|
|
|
|
3.500%, 07/25/2039 |
|
|
369 |
|
|
|
352 |
|
FHLMC CMO, Ser 2022-5274, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2051 |
|
|
652 |
|
|
|
103 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC CMO, Ser 2023-5300, Cl C |
|
|
|
|
|
|
|
|
2.000%, 09/25/2047 |
|
$ |
940 |
|
|
$ |
865 |
|
FHLMC CMO, Ser 2023-5335, Cl FB |
|
|
|
|
|
|
|
|
6.153%, SOFR30A + 0.814%, 10/15/2039(B) |
|
|
927 |
|
|
|
931 |
|
FHLMC CMO, Ser 2023-5338, Cl FH |
|
|
|
|
|
|
|
|
5.753%, SOFR30A + 0.414%, 04/15/2045(B) |
|
|
886 |
|
|
|
859 |
|
FHLMC Multiclass Certificates, Ser P009, Cl A2 |
|
|
|
|
|
|
|
|
1.878%, 01/25/2031 |
|
|
500 |
|
|
|
423 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 152, Cl X1, IO |
|
|
|
|
|
|
|
|
0.154%, 11/25/2032(B) |
|
|
12,995 |
|
|
|
189 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 154, Cl X1, IO |
|
|
|
|
|
|
|
|
0.353%, 01/25/2033(B) |
|
|
13,298 |
|
|
|
384 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 155, Cl X1, IO |
|
|
|
|
|
|
|
|
0.265%, 04/25/2033(B) |
|
|
8,995 |
|
|
|
208 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 160, Cl X1, IO |
|
|
|
|
|
|
|
|
0.209%, 08/25/2033(B) |
|
|
5,000 |
|
|
|
102 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2 |
|
|
|
|
|
|
|
|
3.329%, 05/25/2025(B) |
|
|
280 |
|
|
|
274 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO |
|
|
|
|
|
|
|
|
0.742%, 03/25/2027(B) |
|
|
4,505 |
|
|
|
72 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO |
|
|
|
|
|
|
|
|
1.016%, 06/25/2029(B) |
|
|
1,980 |
|
|
|
78 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.147%, 06/25/2029(B) |
|
|
4,850 |
|
|
|
265 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO |
|
|
|
|
|
|
|
|
1.238%, 06/25/2029(B) |
|
|
700 |
|
|
|
41 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K106, Cl X1, IO |
|
|
|
|
|
|
|
|
1.318%, 01/25/2030(B) |
|
|
3,301 |
|
|
|
215 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |
|
|
|
|
|
|
|
|
1.696%, 04/25/2030(B) |
|
|
1,291 |
|
|
|
105 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K120, Cl X1, IO |
|
|
|
|
|
|
|
|
1.036%, 10/25/2030(B) |
|
|
5,456 |
|
|
|
293 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |
|
|
|
|
|
|
|
|
0.515%, 03/25/2031(B) |
|
|
8,822 |
|
|
|
257 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl X1, IO |
|
|
|
|
|
|
|
|
0.397%, 12/25/2031(B) |
|
|
10,968 |
|
|
|
247 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser K149, Cl X1, IO |
|
|
|
|
|
|
|
|
0.264%, 08/25/2032(B) |
|
$ |
10,977 |
|
|
$ |
236 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO |
|
|
|
|
|
|
|
|
1.306%, 07/25/2026(B) |
|
|
956 |
|
|
|
24 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO |
|
|
|
|
|
|
|
|
0.654%, 12/25/2027(B) |
|
|
2,982 |
|
|
|
55 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO |
|
|
|
|
|
|
|
|
0.922%, 06/25/2054(B) |
|
|
3,982 |
|
|
|
135 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO |
|
|
|
|
|
|
|
|
1.205%, 06/25/2027(B) |
|
|
1,435 |
|
|
|
33 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4 |
|
|
|
|
|
|
|
|
2.854%, 01/25/2031 |
|
|
600 |
|
|
|
548 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2 |
|
|
|
|
|
|
|
|
2.091%, 11/25/2031(B) |
|
|
710 |
|
|
|
600 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2 |
|
|
|
|
|
|
|
|
3.291%, 03/25/2027 |
|
|
320 |
|
|
|
308 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX |
|
|
|
|
|
|
|
|
3.000%, 06/01/2027 |
|
|
580 |
|
|
|
557 |
|
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA |
|
|
|
|
|
|
|
|
6.000%, 04/15/2036 |
|
|
247 |
|
|
|
259 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.437%, SOFR30A + 2.100%, 04/25/2043(B)(D) |
|
|
1,587 |
|
|
|
1,612 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.467%, SOFR30A + 3.400%, 10/25/2041(B)(D) |
|
|
920 |
|
|
|
935 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.837%, SOFR30A + 1.500%, 10/25/2041(B)(D) |
|
|
5,746 |
|
|
|
5,696 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.737%, SOFR30A + 2.400%, 02/25/2042(B)(D) |
|
|
1,220 |
|
|
|
1,234 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.087%, SOFR30A + 3.750%, 02/25/2042(B)(D) |
|
|
440 |
|
|
|
454 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
10.965%, SOFR30A + 5.650%, 04/25/2042(B)(D) |
|
$ |
420 |
|
|
$ |
445 |
|
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A |
|
|
|
|
|
|
|
|
1.945%, 10/25/2037(B) |
|
|
59 |
|
|
|
51 |
|
FNMA |
|
|
|
|
|
|
|
|
7.500%, 10/01/2037 to 04/01/2039 |
|
|
65 |
|
|
|
68 |
|
7.000%, 09/01/2026 to 02/01/2039 |
|
|
196 |
|
|
|
204 |
|
6.500%, 05/01/2027 to 11/01/2053 |
|
|
7,087 |
|
|
|
7,277 |
|
6.000%, 02/01/2034 to 11/01/2053 |
|
|
7,877 |
|
|
|
8,056 |
|
5.800%, 10/01/2033 |
|
|
100 |
|
|
|
107 |
|
5.500%, 11/01/2033 to 09/01/2056 |
|
|
10,411 |
|
|
|
10,486 |
|
5.490%, 10/01/2033 |
|
|
100 |
|
|
|
106 |
|
5.430%, 11/01/2028 |
|
|
100 |
|
|
|
105 |
|
5.360%, 12/01/2033 |
|
|
300 |
|
|
|
320 |
|
5.340%, 09/01/2028 |
|
|
100 |
|
|
|
104 |
|
5.180%, 11/01/2032 |
|
|
100 |
|
|
|
105 |
|
5.100%, 12/01/2033 |
|
|
200 |
|
|
|
209 |
|
5.050%, 10/01/2028 |
|
|
400 |
|
|
|
411 |
|
5.000%, 06/01/2038 to 07/01/2053 |
|
|
8,252 |
|
|
|
8,288 |
|
4.840%, 10/01/2032 |
|
|
99 |
|
|
|
101 |
|
4.820%, 07/01/2033 |
|
|
100 |
|
|
|
102 |
|
4.720%, 05/01/2033 |
|
|
100 |
|
|
|
102 |
|
4.680%, 07/01/2033 |
|
|
100 |
|
|
|
101 |
|
4.500%, 04/01/2025 to 08/01/2058 |
|
|
21,276 |
|
|
|
20,848 |
|
4.420%, 04/01/2033 |
|
|
99 |
|
|
|
99 |
|
4.200%, 01/01/2029 |
|
|
775 |
|
|
|
767 |
|
4.060%, 07/01/2032 |
|
|
298 |
|
|
|
286 |
|
4.000%, 01/01/2027 to 06/01/2057 |
|
|
37,636 |
|
|
|
36,345 |
|
3.900%, 08/01/2032 |
|
|
200 |
|
|
|
189 |
|
3.890%, 07/01/2032 |
|
|
600 |
|
|
|
566 |
|
3.880%, 07/01/2032 |
|
|
98 |
|
|
|
94 |
|
3.850%, 08/01/2032 |
|
|
200 |
|
|
|
188 |
|
3.840%, 07/01/2032 |
|
|
100 |
|
|
|
95 |
|
3.560%, 07/01/2032 |
|
|
100 |
|
|
|
94 |
|
3.520%, 06/01/2032 |
|
|
100 |
|
|
|
93 |
|
3.500%, 05/01/2033 to 06/01/2052 |
|
|
53,789 |
|
|
|
50,321 |
|
3.345%, 06/01/2032 |
|
|
100 |
|
|
|
92 |
|
3.020%, 05/01/2026 |
|
|
550 |
|
|
|
528 |
|
3.000%, 12/01/2031 to 07/01/2060 |
|
|
124,088 |
|
|
|
112,404 |
|
2.930%, 06/01/2030 |
|
|
75 |
|
|
|
69 |
|
2.900%, 11/01/2029 |
|
|
491 |
|
|
|
452 |
|
2.820%, 07/01/2027 |
|
|
546 |
|
|
|
518 |
|
2.500%, 03/01/2035 to 09/01/2061 |
|
|
80,296 |
|
|
|
69,386 |
|
2.455%, 04/01/2040 |
|
|
1,920 |
|
|
|
1,407 |
|
2.150%, 02/01/2032(B) |
|
|
239 |
|
|
|
201 |
|
2.000%, 03/01/2028 to 04/01/2052 |
|
|
155,165 |
|
|
|
129,664 |
|
1.850%, 09/01/2035 |
|
|
533 |
|
|
|
456 |
|
1.500%, 04/01/2041 to 02/01/2052 |
|
|
12,560 |
|
|
|
10,013 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ARM |
|
|
|
|
|
|
|
|
7.306%, RFUCCT1Y + 1.664%, 01/01/2043(B) |
|
$ |
40 |
|
|
$ |
41 |
|
7.126%, RFUCCT1Y + 1.581%, 10/01/2043(B) |
|
|
140 |
|
|
|
143 |
|
6.952%, RFUCCT1Y + 1.560%, 03/01/2043(B) |
|
|
10 |
|
|
|
10 |
|
6.853%, 12MTA + 1.941%, 11/01/2035(B) |
|
|
138 |
|
|
|
136 |
|
6.779%, 12MTA + 1.848%, 10/01/2035(B) |
|
|
36 |
|
|
|
36 |
|
6.746%, 12MTA + 1.859%, 11/01/2035(B) |
|
|
29 |
|
|
|
29 |
|
6.729%, RFUCCT1Y + 1.560%, 06/01/2043(B) |
|
|
43 |
|
|
|
44 |
|
6.722%, 12MTA + 1.854%, 10/01/2035(B) |
|
|
140 |
|
|
|
137 |
|
5.082%, RFUCCT1Y + 1.578%, 06/01/2045(B) |
|
|
233 |
|
|
|
237 |
|
4.751%, RFUCCT1Y + 1.584%, 01/01/2046(B) |
|
|
585 |
|
|
|
596 |
|
4.649%, SOFR30A + 2.130%, 08/01/2052(B) |
|
|
882 |
|
|
|
868 |
|
4.630%, SOFR30A + 2.123%, 08/01/2052(B) |
|
|
861 |
|
|
|
839 |
|
4.616%, SOFR30A + 2.125%, 08/01/2052(B) |
|
|
1,120 |
|
|
|
1,101 |
|
4.354%, SOFR30A + 2.125%, 07/01/2052(B) |
|
|
969 |
|
|
|
944 |
|
4.296%, SOFR30A + 2.126%, 08/01/2052(B) |
|
|
1,034 |
|
|
|
1,005 |
|
4.222%, SOFR30A + 2.127%, 11/01/2052(B) |
|
|
657 |
|
|
|
644 |
|
4.213%, SOFR30A + 2.370%, 09/01/2052(B) |
|
|
258 |
|
|
|
250 |
|
4.148%, SOFR30A + 2.132%, 10/01/2052(B) |
|
|
1,937 |
|
|
|
1,895 |
|
4.133%, SOFR30A + 2.120%, 07/01/2052(B) |
|
|
805 |
|
|
|
769 |
|
4.121%, SOFR30A + 2.120%, 09/01/2052(B) |
|
|
759 |
|
|
|
742 |
|
3.962%, SOFR30A + 2.120%, 08/01/2052(B) |
|
|
227 |
|
|
|
216 |
|
3.679%, SOFR30A + 2.370%, 08/01/2052(B) |
|
|
571 |
|
|
|
544 |
|
3.041%, RFUCCT1Y + 1.603%, 03/01/2050(B) |
|
|
918 |
|
|
|
911 |
|
2.771%, RFUCCT1Y + 1.606%, 06/01/2050(B) |
|
|
380 |
|
|
|
354 |
|
FNMA CMO, Ser 1999-11, Cl Z |
|
|
|
|
|
|
|
|
5.500%, 03/25/2029 |
|
|
62 |
|
|
|
60 |
|
FNMA CMO, Ser 2005-29, Cl ZA |
|
|
|
|
|
|
|
|
5.500%, 04/25/2035 |
|
|
108 |
|
|
|
112 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2006-112, Cl ST, IO |
|
|
|
|
|
|
|
|
1.248%, 11/25/2036(B) |
|
$ |
212 |
|
|
$ |
10 |
|
FNMA CMO, Ser 2009-103, Cl MB |
|
|
|
|
|
|
|
|
5.296%, 12/25/2039(B) |
|
|
15 |
|
|
|
15 |
|
FNMA CMO, Ser 2009-86, Cl BO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2037(A) |
|
|
319 |
|
|
|
277 |
|
FNMA CMO, Ser 2011-59, Cl NZ |
|
|
|
|
|
|
|
|
5.500%, 07/25/2041 |
|
|
761 |
|
|
|
785 |
|
FNMA CMO, Ser 2011-87, Cl SG, IO |
|
|
|
|
|
|
|
|
1.098%, 04/25/2040(B) |
|
|
30 |
|
|
|
1 |
|
FNMA CMO, Ser 2011-96, Cl SA, IO |
|
|
|
|
|
|
|
|
1.098%, 10/25/2041(B) |
|
|
394 |
|
|
|
33 |
|
FNMA CMO, Ser 2012-101, Cl BI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2027 |
|
|
5 |
|
|
|
– |
|
FNMA CMO, Ser 2012-101, Cl AI, IO |
|
|
|
|
|
|
|
|
3.000%, 06/25/2027 |
|
|
43 |
|
|
|
1 |
|
FNMA CMO, Ser 2012-111, Cl FC |
|
|
|
|
|
|
|
|
5.852%, SOFR30A + 0.514%, 10/25/2042(B) |
|
|
344 |
|
|
|
337 |
|
FNMA CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
387 |
|
|
|
351 |
|
FNMA CMO, Ser 2012-133, Cl CS, IO |
|
|
|
|
|
|
|
|
0.698%, 12/25/2042(B) |
|
|
113 |
|
|
|
13 |
|
FNMA CMO, Ser 2012-133, Cl JF |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 12/25/2042(B) |
|
|
373 |
|
|
|
362 |
|
FNMA CMO, Ser 2012-151, Cl NX |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
292 |
|
|
|
246 |
|
FNMA CMO, Ser 2012-28, Cl B |
|
|
|
|
|
|
|
|
6.500%, 06/25/2039 |
|
|
3 |
|
|
|
3 |
|
FNMA CMO, Ser 2012-35, Cl SC, IO |
|
|
|
|
|
|
|
|
1.048%, 04/25/2042(B) |
|
|
93 |
|
|
|
12 |
|
FNMA CMO, Ser 2012-46, Cl BA |
|
|
|
|
|
|
|
|
6.000%, 05/25/2042 |
|
|
97 |
|
|
|
102 |
|
FNMA CMO, Ser 2012-74, Cl OA, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
8 |
|
|
|
8 |
|
FNMA CMO, Ser 2012-74, Cl SA, IO |
|
|
|
|
|
|
|
|
1.198%, 03/25/2042(B) |
|
|
109 |
|
|
|
7 |
|
FNMA CMO, Ser 2012-75, Cl AO, PO |
|
|
|
|
|
|
|
|
0.000%, 03/25/2042(A) |
|
|
17 |
|
|
|
15 |
|
FNMA CMO, Ser 2013-11, Cl AP |
|
|
|
|
|
|
|
|
1.500%, 01/25/2043 |
|
|
953 |
|
|
|
852 |
|
FNMA CMO, Ser 2013-111, Cl PL |
|
|
|
|
|
|
|
|
2.000%, 12/25/2042 |
|
|
252 |
|
|
|
222 |
|
FNMA CMO, Ser 2013-124, Cl SB, IO |
|
|
|
|
|
|
|
|
0.498%, 12/25/2043(B) |
|
|
182 |
|
|
|
17 |
|
FNMA CMO, Ser 2013-126, Cl CS, IO |
|
|
|
|
|
|
|
|
0.698%, 09/25/2041(B) |
|
|
138 |
|
|
|
10 |
|
FNMA CMO, Ser 2013-15, Cl FA |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 03/25/2043(B) |
|
|
448 |
|
|
|
435 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2013-35, Cl CL |
|
|
|
|
|
|
|
|
3.000%, 02/25/2043 |
|
$ |
6,875 |
|
|
$ |
6,505 |
|
FNMA CMO, Ser 2013-43, Cl BP |
|
|
|
|
|
|
|
|
1.750%, 05/25/2043 |
|
|
346 |
|
|
|
294 |
|
FNMA CMO, Ser 2013-54, Cl BS, IO |
|
|
|
|
|
|
|
|
0.698%, 06/25/2043(B) |
|
|
68 |
|
|
|
9 |
|
FNMA CMO, Ser 2013-73, Cl IB, IO |
|
|
|
|
|
|
|
|
3.500%, 07/25/2028 |
|
|
22 |
|
|
|
1 |
|
FNMA CMO, Ser 2013-73, Cl IA, IO |
|
|
|
|
|
|
|
|
3.000%, 09/25/2032 |
|
|
157 |
|
|
|
8 |
|
FNMA CMO, Ser 2013-9, Cl BC |
|
|
|
|
|
|
|
|
6.500%, 07/25/2042 |
|
|
115 |
|
|
|
123 |
|
FNMA CMO, Ser 2013-9, Cl SA, IO |
|
|
|
|
|
|
|
|
0.698%, 03/25/2042(B) |
|
|
135 |
|
|
|
8 |
|
FNMA CMO, Ser 2013-9, Cl CB |
|
|
|
|
|
|
|
|
5.500%, 04/25/2042 |
|
|
928 |
|
|
|
952 |
|
FNMA CMO, Ser 2014-17, Cl DY |
|
|
|
|
|
|
|
|
3.500%, 04/25/2044 |
|
|
514 |
|
|
|
468 |
|
FNMA CMO, Ser 2014-25, Cl EL |
|
|
|
|
|
|
|
|
3.000%, 05/25/2044 |
|
|
422 |
|
|
|
380 |
|
FNMA CMO, Ser 2014-47, Cl AI, IO |
|
|
|
|
|
|
|
|
0.255%, 08/25/2044(B) |
|
|
77 |
|
|
|
3 |
|
FNMA CMO, Ser 2014-6, Cl Z |
|
|
|
|
|
|
|
|
2.500%, 02/25/2044 |
|
|
256 |
|
|
|
221 |
|
FNMA CMO, Ser 2014-74, Cl PC |
|
|
|
|
|
|
|
|
2.500%, 06/25/2044 |
|
|
334 |
|
|
|
309 |
|
FNMA CMO, Ser 2015-20, Cl EF |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 04/25/2045(B) |
|
|
1,032 |
|
|
|
1,002 |
|
FNMA CMO, Ser 2015-26, Cl GF |
|
|
|
|
|
|
|
|
5.752%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
652 |
|
|
|
633 |
|
FNMA CMO, Ser 2015-32, Cl FA |
|
|
|
|
|
|
|
|
5.752%, SOFR30A + 0.414%, 05/25/2045(B) |
|
|
399 |
|
|
|
386 |
|
FNMA CMO, Ser 2015-48, Cl FB |
|
|
|
|
|
|
|
|
5.752%, SOFR30A + 0.414%, 07/25/2045(B) |
|
|
487 |
|
|
|
471 |
|
FNMA CMO, Ser 2015-55, Cl IO, IO |
|
|
|
|
|
|
|
|
0.309%, 08/25/2055(B) |
|
|
183 |
|
|
|
9 |
|
FNMA CMO, Ser 2015-56, Cl AS, IO |
|
|
|
|
|
|
|
|
0.698%, 08/25/2045(B) |
|
|
27 |
|
|
|
4 |
|
FNMA CMO, Ser 2015-65, Cl CZ |
|
|
|
|
|
|
|
|
3.500%, 09/25/2045 |
|
|
268 |
|
|
|
233 |
|
FNMA CMO, Ser 2015-8, Cl AP |
|
|
|
|
|
|
|
|
2.000%, 03/25/2045 |
|
|
754 |
|
|
|
658 |
|
FNMA CMO, Ser 2015-84, Cl PA |
|
|
|
|
|
|
|
|
1.700%, 08/25/2033 |
|
|
1,103 |
|
|
|
1,008 |
|
FNMA CMO, Ser 2016-19, Cl FD |
|
|
|
|
|
|
|
|
5.852%, SOFR30A + 0.514%, 04/25/2046(B) |
|
|
1,391 |
|
|
|
1,370 |
|
FNMA CMO, Ser 2016-37, Cl MJ |
|
|
|
|
|
|
|
|
3.500%, 08/25/2043 |
|
|
34 |
|
|
|
34 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2016-48, Cl MA |
|
|
|
|
|
|
|
|
2.000%, 06/25/2038 |
|
$ |
1,131 |
|
|
$ |
1,034 |
|
FNMA CMO, Ser 2016-57, Cl PC |
|
|
|
|
|
|
|
|
1.750%, 06/25/2046 |
|
|
2,325 |
|
|
|
1,937 |
|
FNMA CMO, Ser 2017-13, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 08/25/2046 |
|
|
468 |
|
|
|
429 |
|
FNMA CMO, Ser 2017-30, Cl FA |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 05/25/2047(B) |
|
|
238 |
|
|
|
231 |
|
FNMA CMO, Ser 2017-76, Cl SB, IO |
|
|
|
|
|
|
|
|
0.648%, 10/25/2057(B) |
|
|
744 |
|
|
|
94 |
|
FNMA CMO, Ser 2017-78, Cl FC |
|
|
|
|
|
|
|
|
5.802%, SOFR30A + 0.464%, 10/25/2047(B) |
|
|
470 |
|
|
|
456 |
|
FNMA CMO, Ser 2017-85, Cl SC, IO |
|
|
|
|
|
|
|
|
0.748%, 11/25/2047(B) |
|
|
220 |
|
|
|
22 |
|
FNMA CMO, Ser 2018-14, Cl KC |
|
|
|
|
|
|
|
|
3.000%, 03/25/2048 |
|
|
817 |
|
|
|
767 |
|
FNMA CMO, Ser 2018-38, Cl MA |
|
|
|
|
|
|
|
|
3.300%, 06/25/2048 |
|
|
621 |
|
|
|
587 |
|
FNMA CMO, Ser 2018-43, Cl CT |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
646 |
|
|
|
579 |
|
FNMA CMO, Ser 2018-45, Cl TM |
|
|
|
|
|
|
|
|
3.000%, 06/25/2048 |
|
|
472 |
|
|
|
426 |
|
FNMA CMO, Ser 2018-54, Cl KA |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
202 |
|
|
|
195 |
|
FNMA CMO, Ser 2018-55, Cl GA |
|
|
|
|
|
|
|
|
3.375%, 08/25/2048 |
|
|
464 |
|
|
|
439 |
|
FNMA CMO, Ser 2018-64, Cl A |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
411 |
|
|
|
363 |
|
FNMA CMO, Ser 2018-8, Cl KL |
|
|
|
|
|
|
|
|
2.500%, 03/25/2047 |
|
|
225 |
|
|
|
202 |
|
FNMA CMO, Ser 2018-85, Cl EA |
|
|
|
|
|
|
|
|
3.500%, 12/25/2048 |
|
|
351 |
|
|
|
333 |
|
FNMA CMO, Ser 2019-15, Cl FA |
|
|
|
|
|
|
|
|
5.952%, SOFR30A + 0.614%, 04/25/2049(B) |
|
|
250 |
|
|
|
244 |
|
FNMA CMO, Ser 2019-25, Cl PA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2048 |
|
|
754 |
|
|
|
692 |
|
FNMA CMO, Ser 2019-41, Cl FG |
|
|
|
|
|
|
|
|
5.952%, SOFR30A + 0.614%, 08/25/2059(B) |
|
|
585 |
|
|
|
569 |
|
FNMA CMO, Ser 2019-43, Cl FC |
|
|
|
|
|
|
|
|
5.852%, SOFR30A + 0.514%, 08/25/2049(B) |
|
|
493 |
|
|
|
480 |
|
FNMA CMO, Ser 2019-67, Cl FB |
|
|
|
|
|
|
|
|
5.902%, SOFR30A + 0.564%, 11/25/2049(B) |
|
|
249 |
|
|
|
242 |
|
FNMA CMO, Ser 2019-79, Cl FA |
|
|
|
|
|
|
|
|
5.952%, SOFR30A + 0.614%, 01/25/2050(B) |
|
|
1,225 |
|
|
|
1,194 |
|
FNMA CMO, Ser 2020-25, Cl BI, IO |
|
|
|
|
|
|
|
|
3.500%, 01/25/2047 |
|
|
594 |
|
|
|
94 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2020-34, Cl F |
|
|
|
|
|
|
|
|
5.902%, SOFR30A + 0.564%, 06/25/2050(B) |
|
$ |
345 |
|
|
$ |
335 |
|
FNMA CMO, Ser 2020-37, Cl DA |
|
|
|
|
|
|
|
|
1.500%, 06/25/2050 |
|
|
254 |
|
|
|
221 |
|
FNMA CMO, Ser 2020-45, Cl JL |
|
|
|
|
|
|
|
|
3.000%, 07/25/2040 |
|
|
945 |
|
|
|
857 |
|
FNMA CMO, Ser 2020-47, Cl GZ |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
429 |
|
|
|
262 |
|
FNMA CMO, Ser 2020-48, Cl DA |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
1,156 |
|
|
|
976 |
|
FNMA CMO, Ser 2020-48, Cl AB |
|
|
|
|
|
|
|
|
2.000%, 07/25/2050 |
|
|
384 |
|
|
|
319 |
|
FNMA CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
900 |
|
|
|
710 |
|
FNMA CMO, Ser 2020-56, Cl DI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/25/2050 |
|
|
303 |
|
|
|
47 |
|
FNMA CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
983 |
|
|
|
856 |
|
FNMA CMO, Ser 2020-59, Cl NC |
|
|
|
|
|
|
|
|
3.000%, 08/25/2040 |
|
|
518 |
|
|
|
474 |
|
FNMA CMO, Ser 2020-62, Cl AI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
702 |
|
|
|
111 |
|
FNMA CMO, Ser 2020-64, Cl IB, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
842 |
|
|
|
161 |
|
FNMA CMO, Ser 2020-65, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
980 |
|
|
|
183 |
|
FNMA CMO, Ser 2020-65, Cl EI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,464 |
|
|
|
273 |
|
FNMA CMO, Ser 2020-65, Cl JI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
1,751 |
|
|
|
309 |
|
FNMA CMO, Ser 2020-73, Cl KI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/25/2050 |
|
|
610 |
|
|
|
99 |
|
FNMA CMO, Ser 2020-96, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2051 |
|
|
700 |
|
|
|
116 |
|
FNMA CMO, Ser 2021-1, Cl IG, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
167 |
|
|
|
27 |
|
FNMA CMO, Ser 2021-22, Cl MN |
|
|
|
|
|
|
|
|
2.750%, 10/25/2050 |
|
|
570 |
|
|
|
498 |
|
FNMA CMO, Ser 2021-26, Cl BD |
|
|
|
|
|
|
|
|
1.750%, 05/25/2051 |
|
|
306 |
|
|
|
267 |
|
FNMA CMO, Ser 2021-27, Cl EC |
|
|
|
|
|
|
|
|
1.500%, 05/25/2051 |
|
|
1,676 |
|
|
|
1,359 |
|
FNMA CMO, Ser 2021-33, Cl AV |
|
|
|
|
|
|
|
|
2.500%, 03/25/2048 |
|
|
227 |
|
|
|
172 |
|
FNMA CMO, Ser 2021-42, Cl AC |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
456 |
|
|
|
383 |
|
FNMA CMO, Ser 2021-42, Cl DC |
|
|
|
|
|
|
|
|
2.000%, 11/25/2050 |
|
|
1,090 |
|
|
|
920 |
|
FNMA CMO, Ser 2021-43, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 06/25/2051 |
|
|
1,469 |
|
|
|
215 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2021-52, Cl CI, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2047 |
|
$ |
844 |
|
|
$ |
113 |
|
FNMA CMO, Ser 2021-62, Cl GI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/25/2047 |
|
|
792 |
|
|
|
112 |
|
FNMA CMO, Ser 2021-65, Cl JA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2046 |
|
|
292 |
|
|
|
257 |
|
FNMA CMO, Ser 2021-73, Cl DJ |
|
|
|
|
|
|
|
|
2.000%, 03/25/2049 |
|
|
606 |
|
|
|
493 |
|
FNMA CMO, Ser 2021-73, Cl A |
|
|
|
|
|
|
|
|
2.500%, 11/25/2049 |
|
|
596 |
|
|
|
517 |
|
FNMA CMO, Ser 2021-76, Cl KB |
|
|
|
|
|
|
|
|
1.250%, 11/25/2051 |
|
|
270 |
|
|
|
221 |
|
FNMA CMO, Ser 2021-78, Cl PA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051 |
|
|
542 |
|
|
|
470 |
|
FNMA CMO, Ser 2021-78, Cl ND |
|
|
|
|
|
|
|
|
1.500%, 11/25/2051 |
|
|
949 |
|
|
|
775 |
|
FNMA CMO, Ser 2021-86, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 11/25/2047 |
|
|
981 |
|
|
|
878 |
|
FNMA CMO, Ser 2021-91, Cl AB |
|
|
|
|
|
|
|
|
2.500%, 09/25/2049 |
|
|
577 |
|
|
|
502 |
|
FNMA CMO, Ser 2021-95, Cl MA |
|
|
|
|
|
|
|
|
2.500%, 04/25/2050 |
|
|
711 |
|
|
|
613 |
|
FNMA CMO, Ser 2021-96, Cl AH |
|
|
|
|
|
|
|
|
2.500%, 03/25/2049 |
|
|
636 |
|
|
|
551 |
|
FNMA CMO, Ser 2022-11, Cl D |
|
|
|
|
|
|
|
|
3.000%, 01/25/2050 |
|
|
627 |
|
|
|
567 |
|
FNMA CMO, Ser 2022-11, Cl A |
|
|
|
|
|
|
|
|
2.500%, 07/25/2047 |
|
|
1,475 |
|
|
|
1,330 |
|
FNMA CMO, Ser 2022-18, Cl DL |
|
|
|
|
|
|
|
|
3.250%, 07/25/2046 |
|
|
815 |
|
|
|
757 |
|
FNMA CMO, Ser 2022-28, Cl CA |
|
|
|
|
|
|
|
|
2.000%, 01/25/2048 |
|
|
598 |
|
|
|
537 |
|
FNMA CMO, Ser 2022-3, Cl N |
|
|
|
|
|
|
|
|
2.000%, 10/25/2047 |
|
|
1,768 |
|
|
|
1,531 |
|
FNMA CMO, Ser 2022-4, Cl MH |
|
|
|
|
|
|
|
|
3.000%, 09/25/2048 |
|
|
655 |
|
|
|
600 |
|
FNMA CMO, Ser 2022-86, Cl IO, IO |
|
|
|
|
|
|
|
|
2.500%, 05/25/2050 |
|
|
753 |
|
|
|
104 |
|
FNMA CMO, Ser 2022-89, Cl AY |
|
|
|
|
|
|
|
|
3.000%, 02/25/2048 |
|
|
604 |
|
|
|
513 |
|
FNMA CMO, Ser 2022-9, Cl DJ |
|
|
|
|
|
|
|
|
3.250%, 03/25/2049 |
|
|
449 |
|
|
|
409 |
|
FNMA CMO, Ser 2023-2, Cl CI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
2,829 |
|
|
|
345 |
|
FNMA CMO, Ser 2023-37, Cl FH |
|
|
|
|
|
|
|
|
5.852%, SOFR30A + 0.514%, 01/25/2050(B) |
|
|
983 |
|
|
|
958 |
|
FNMA CMO, Ser 2023-37, Cl FG |
|
|
|
|
|
|
|
|
5.752%, SOFR30A + 0.414%, 08/25/2050(B) |
|
|
1,564 |
|
|
|
1,512 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA CMO, Ser 2023-38, Cl FC |
|
|
|
|
|
|
|
|
6.002%, SOFR30A + 0.664%, 06/25/2040(B) |
|
$ |
634 |
|
|
$ |
629 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2 |
|
|
|
|
|
|
|
|
8.052%, SOFR30A + 2.714%, 05/25/2024(B) |
|
|
319 |
|
|
|
322 |
|
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.452%, SOFR30A + 3.114%, 07/25/2024(B) |
|
|
1,190 |
|
|
|
1,202 |
|
FNMA Interest CMO, Ser 2005-360, Cl 2, IO |
|
|
|
|
|
|
|
|
5.000%, 08/25/2035 |
|
|
430 |
|
|
|
70 |
|
FNMA Interest CMO, Ser 2012-409, Cl C22, IO |
|
|
|
|
|
|
|
|
4.500%, 11/25/2039 |
|
|
132 |
|
|
|
24 |
|
FNMA Interest CMO, Ser 2012-409, Cl C13, IO |
|
|
|
|
|
|
|
|
3.500%, 11/25/2041 |
|
|
109 |
|
|
|
16 |
|
FNMA Interest CMO, Ser 2012-409, Cl C2, IO |
|
|
|
|
|
|
|
|
3.000%, 04/25/2027 |
|
|
93 |
|
|
|
3 |
|
FNMA Interest CMO, Ser 2012-411, Cl A3 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2042 |
|
|
562 |
|
|
|
511 |
|
FNMA Interest CMO, Ser 2012-414, Cl A35 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2042 |
|
|
834 |
|
|
|
779 |
|
FNMA Interest CMO, Ser 2018-424, Cl C11, IO |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048 |
|
|
1,123 |
|
|
|
206 |
|
FNMA Interest CMO, Ser 2022-427, Cl C21, IO |
|
|
|
|
|
|
|
|
2.000%, 03/25/2050 |
|
|
1,661 |
|
|
|
198 |
|
FNMA Interest CMO, Ser 2022-427, Cl C73, IO |
|
|
|
|
|
|
|
|
3.000%, 12/25/2048 |
|
|
1,825 |
|
|
|
293 |
|
FNMA Interest CMO, Ser 2023-428, Cl C14, IO |
|
|
|
|
|
|
|
|
2.500%, 01/25/2048 |
|
|
920 |
|
|
|
107 |
|
FNMA TBA |
|
|
|
|
|
|
|
|
7.000%, 01/01/2054 to 02/15/2054 |
|
|
7,400 |
|
|
|
7,631 |
|
6.500%, 01/15/2054 |
|
|
5,300 |
|
|
|
5,431 |
|
6.000%, 01/01/2037 |
|
|
1,440 |
|
|
|
1,462 |
|
5.500%, 01/15/2038 |
|
|
22,388 |
|
|
|
22,482 |
|
5.000%, 01/15/2054 |
|
|
25,594 |
|
|
|
25,320 |
|
4.500%, 01/15/2054 |
|
|
39,199 |
|
|
|
37,996 |
|
4.000%, 01/15/2054 |
|
|
40,749 |
|
|
|
38,538 |
|
3.500%, 01/15/2054 |
|
|
21,025 |
|
|
|
19,287 |
|
3.000%, 01/15/2054 |
|
|
28,205 |
|
|
|
24,947 |
|
2.500%, 01/01/2026 to 01/15/2054 |
|
|
8,726 |
|
|
|
7,602 |
|
2.000%, 01/15/2039 to 01/15/2054 |
|
|
34,727 |
|
|
|
28,620 |
|
FNMA, Ser 2014-M8, Cl X2, IO |
|
|
|
|
|
|
|
|
0.286%, 06/25/2024(B) |
|
|
2,071 |
|
|
|
– |
|
FNMA, Ser M15, Cl 1A2 |
|
|
|
|
|
|
|
|
3.700%, 01/25/2036 |
|
|
100 |
|
|
|
93 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA, Ser M36, Cl X1, IO |
|
|
|
|
|
|
|
|
1.449%, 09/25/2034(B) |
|
$ |
526 |
|
|
$ |
26 |
|
FREMF Mortgage Trust, Ser 2019-KF58, Cl B |
|
|
|
|
|
|
|
|
7.595%, SOFR30A + 2.264%, 01/25/2026(B)(D) |
|
|
709 |
|
|
|
671 |
|
GNMA |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 to 09/15/2030 |
|
|
23 |
|
|
|
23 |
|
7.500%, 03/15/2029 to 10/15/2037 |
|
|
27 |
|
|
|
28 |
|
7.000%, 09/15/2031 |
|
|
11 |
|
|
|
11 |
|
6.500%, 07/15/2028 to 11/20/2053 |
|
|
1,089 |
|
|
|
1,125 |
|
6.000%, 01/15/2029 to 10/20/2040 |
|
|
1,143 |
|
|
|
1,174 |
|
5.508%, 07/20/2060(B) |
|
|
– |
|
|
|
– |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
7,308 |
|
|
|
7,373 |
|
5.000%, 07/20/2040 to 08/20/2053 |
|
|
6,840 |
|
|
|
6,843 |
|
4.700%, 09/20/2061(B) |
|
|
67 |
|
|
|
66 |
|
4.500%, 04/20/2041 to 09/20/2052 |
|
|
8,422 |
|
|
|
8,309 |
|
4.409%, 01/20/2069(B) |
|
|
3 |
|
|
|
3 |
|
4.000%, 06/20/2047 to 06/20/2052 |
|
|
10,351 |
|
|
|
9,964 |
|
3.625%, H15T1Y + 1.500%, 02/20/2034(B) |
|
|
70 |
|
|
|
71 |
|
3.500%, 04/20/2045 to 06/20/2052 |
|
|
13,941 |
|
|
|
13,096 |
|
3.000%, 09/15/2042 to 04/20/2053 |
|
|
25,083 |
|
|
|
22,782 |
|
2.500%, 12/20/2037 to 12/20/2051 |
|
|
13,235 |
|
|
|
11,569 |
|
2.000%, 08/20/2050 to 03/20/2051 |
|
|
5,530 |
|
|
|
4,656 |
|
GNMA CMO, Ser 2007-17, Cl IB, IO |
|
|
|
|
|
|
|
|
6.094%, 04/20/2037(B) |
|
|
202 |
|
|
|
8 |
|
GNMA CMO, Ser 2007-51, Cl SG, IO |
|
|
|
|
|
|
|
|
1.108%, 08/20/2037(B) |
|
|
29 |
|
|
|
1 |
|
GNMA CMO, Ser 2007-78, Cl SA, IO |
|
|
|
|
|
|
|
|
1.057%, 12/16/2037(B) |
|
|
283 |
|
|
|
12 |
|
GNMA CMO, Ser 2009-66, Cl XS, IO |
|
|
|
|
|
|
|
|
1.327%, 07/16/2039(B) |
|
|
137 |
|
|
|
6 |
|
GNMA CMO, Ser 2010-163, Cl NC |
|
|
|
|
|
|
|
|
4.000%, 12/20/2040 |
|
|
498 |
|
|
|
490 |
|
GNMA CMO, Ser 2010-4, Cl NS, IO |
|
|
|
|
|
|
|
|
0.945%, 01/16/2040(B) |
|
|
1,941 |
|
|
|
192 |
|
GNMA CMO, Ser 2010-85, Cl HS, IO |
|
|
|
|
|
|
|
|
6.494%, 01/20/2040(B) |
|
|
2 |
|
|
|
– |
|
GNMA CMO, Ser 2010-H11, Cl FA |
|
|
|
|
|
|
|
|
1.170%, TSFR1M + 1.114%, 06/20/2060(B) |
|
|
314 |
|
|
|
315 |
|
GNMA CMO, Ser 2010-H27, Cl FA |
|
|
|
|
|
|
|
|
5.817%, TSFR1M + 0.494%, 12/20/2060(B) |
|
|
581 |
|
|
|
578 |
|
GNMA CMO, Ser 2010-H28, Cl FE |
|
|
|
|
|
|
|
|
5.837%, TSFR1M + 0.514%, 12/20/2060(B) |
|
|
167 |
|
|
|
166 |
|
GNMA CMO, Ser 2011-H08, Cl FG |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.594%, 03/20/2061(B) |
|
|
200 |
|
|
|
200 |
|
GNMA CMO, Ser 2011-H08, Cl FD |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 02/20/2061(B) |
|
|
85 |
|
|
|
84 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2011-H09, Cl AF |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 03/20/2061(B) |
|
$ |
98 |
|
|
$ |
97 |
|
GNMA CMO, Ser 2012-141, Cl WA |
|
|
|
|
|
|
|
|
4.539%, 11/16/2041(B) |
|
|
158 |
|
|
|
154 |
|
GNMA CMO, Ser 2012-34, Cl SA, IO |
|
|
|
|
|
|
|
|
0.578%, 03/20/2042(B) |
|
|
223 |
|
|
|
27 |
|
GNMA CMO, Ser 2012-43, Cl SN, IO |
|
|
|
|
|
|
|
|
1.155%, 04/16/2042(B) |
|
|
39 |
|
|
|
6 |
|
GNMA CMO, Ser 2012-98, Cl SA, IO |
|
|
|
|
|
|
|
|
0.627%, 08/16/2042(B) |
|
|
96 |
|
|
|
11 |
|
GNMA CMO, Ser 2012-H25, Cl FA |
|
|
|
|
|
|
|
|
4.700%, TSFR1M + 0.814%, 12/20/2061(B) |
|
|
6 |
|
|
|
6 |
|
GNMA CMO, Ser 2012-H27, Cl AI, IO |
|
|
|
|
|
|
|
|
1.749%, 10/20/2062(B) |
|
|
347 |
|
|
|
9 |
|
GNMA CMO, Ser 2013-152, Cl HA |
|
|
|
|
|
|
|
|
2.500%, 06/20/2043 |
|
|
538 |
|
|
|
489 |
|
GNMA CMO, Ser 2013-53, Cl OI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2043 |
|
|
68 |
|
|
|
7 |
|
GNMA CMO, Ser 2013-69, Cl AI, IO |
|
|
|
|
|
|
|
|
3.500%, 05/20/2043 |
|
|
241 |
|
|
|
39 |
|
GNMA CMO, Ser 2014-181, Cl L |
|
|
|
|
|
|
|
|
3.000%, 12/20/2044 |
|
|
334 |
|
|
|
299 |
|
GNMA CMO, Ser 2014-5, Cl SP, IO |
|
|
|
|
|
|
|
|
0.705%, 06/16/2043(B) |
|
|
60 |
|
|
|
3 |
|
GNMA CMO, Ser 2014-H10, Cl TA |
|
|
|
|
|
|
|
|
6.037%, TSFR1M + 0.714%, 04/20/2064(B) |
|
|
473 |
|
|
|
471 |
|
GNMA CMO, Ser 2015-144, Cl CA |
|
|
|
|
|
|
|
|
2.500%, 10/20/2045 |
|
|
560 |
|
|
|
490 |
|
GNMA CMO, Ser 2015-161, Cl GF |
|
|
|
|
|
|
|
|
5.772%, TSFR1M + 0.414%, 11/20/2045(B) |
|
|
305 |
|
|
|
296 |
|
GNMA CMO, Ser 2015-167, Cl OI, IO |
|
|
|
|
|
|
|
|
4.000%, 04/16/2045 |
|
|
63 |
|
|
|
12 |
|
GNMA CMO, Ser 2015-H10, Cl FC |
|
|
|
|
|
|
|
|
5.917%, TSFR1M + 0.594%, 04/20/2065(B) |
|
|
229 |
|
|
|
228 |
|
GNMA CMO, Ser 2015-H18, Cl FA |
|
|
|
|
|
|
|
|
5.887%, TSFR1M + 0.564%, 06/20/2065(B) |
|
|
75 |
|
|
|
74 |
|
GNMA CMO, Ser 2015-H20, Cl FA |
|
|
|
|
|
|
|
|
0.577%, 08/20/2065(B) |
|
|
206 |
|
|
|
205 |
|
GNMA CMO, Ser 2016-135, Cl SB, IO |
|
|
|
|
|
|
|
|
0.627%, 10/16/2046(B) |
|
|
385 |
|
|
|
60 |
|
GNMA CMO, Ser 2016-93, Cl AB |
|
|
|
|
|
|
|
|
1.750%, 07/20/2044 |
|
|
609 |
|
|
|
490 |
|
GNMA CMO, Ser 2017-139, Cl GA |
|
|
|
|
|
|
|
|
3.000%, 09/20/2047 |
|
|
1,255 |
|
|
|
1,138 |
|
GNMA CMO, Ser 2017-167, Cl BQ |
|
|
|
|
|
|
|
|
2.500%, 08/20/2044 |
|
|
446 |
|
|
|
409 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2017-H15, Cl KI, IO |
|
|
|
|
|
|
|
|
2.302%, 07/20/2067(B) |
|
$ |
462 |
|
|
$ |
22 |
|
GNMA CMO, Ser 2017-H18, Cl BI, IO |
|
|
|
|
|
|
|
|
1.463%, 09/20/2067(B) |
|
|
2,884 |
|
|
|
87 |
|
GNMA CMO, Ser 2017-H20, Cl IB, IO |
|
|
|
|
|
|
|
|
2.157%, 10/20/2067(B) |
|
|
205 |
|
|
|
7 |
|
GNMA CMO, Ser 2017-H22, Cl IC, IO |
|
|
|
|
|
|
|
|
2.119%, 11/20/2067(B) |
|
|
88 |
|
|
|
3 |
|
GNMA CMO, Ser 2018-65, Cl DC |
|
|
|
|
|
|
|
|
3.500%, 05/20/2048 |
|
|
414 |
|
|
|
377 |
|
GNMA CMO, Ser 2018-H06, Cl PF |
|
|
|
|
|
|
|
|
5.737%, TSFR1M + 0.414%, 02/20/2068(B) |
|
|
143 |
|
|
|
141 |
|
GNMA CMO, Ser 2018-H07, Cl FD |
|
|
|
|
|
|
|
|
5.737%, TSFR1M + 0.414%, 05/20/2068(B) |
|
|
285 |
|
|
|
285 |
|
GNMA CMO, Ser 2019-90, Cl AB |
|
|
|
|
|
|
|
|
3.000%, 07/20/2049 |
|
|
265 |
|
|
|
236 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
591 |
|
|
|
79 |
|
GNMA CMO, Ser 2020-123, Cl IL, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
210 |
|
|
|
27 |
|
GNMA CMO, Ser 2020-127, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
289 |
|
|
|
39 |
|
GNMA CMO, Ser 2020-129, Cl IE, IO |
|
|
|
|
|
|
|
|
2.500%, 09/20/2050 |
|
|
226 |
|
|
|
31 |
|
GNMA CMO, Ser 2020-133, Cl GA |
|
|
|
|
|
|
|
|
1.000%, 09/20/2050 |
|
|
654 |
|
|
|
552 |
|
GNMA CMO, Ser 2020-138, Cl LE |
|
|
|
|
|
|
|
|
1.500%, 09/20/2050 |
|
|
1,506 |
|
|
|
1,203 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
840 |
|
|
|
113 |
|
GNMA CMO, Ser 2020-160, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
157 |
|
|
|
21 |
|
GNMA CMO, Ser 2020-160, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
226 |
|
|
|
32 |
|
GNMA CMO, Ser 2020-175, Cl GI, IO |
|
|
|
|
|
|
|
|
2.000%, 11/20/2050 |
|
|
290 |
|
|
|
31 |
|
GNMA CMO, Ser 2020-181, Cl WI, IO |
|
|
|
|
|
|
|
|
2.000%, 12/20/2050 |
|
|
1,877 |
|
|
|
203 |
|
GNMA CMO, Ser 2020-47, Cl MI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
485 |
|
|
|
81 |
|
GNMA CMO, Ser 2020-47, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 04/20/2050 |
|
|
206 |
|
|
|
34 |
|
GNMA CMO, Ser 2020-H09, Cl NF |
|
|
|
|
|
|
|
|
6.687%, TSFR1M + 1.364%, 04/20/2070(B) |
|
|
205 |
|
|
|
207 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
1.306%, TSFR1M + 1.264%, 05/20/2070(B) |
|
|
555 |
|
|
|
552 |
|
GNMA CMO, Ser 2020-H12, Cl F |
|
|
|
|
|
|
|
|
5.937%, TSFR1M + 0.614%, 07/20/2070(B) |
|
|
49 |
|
|
|
48 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2020-H13, Cl FA |
|
|
|
|
|
|
|
|
5.887%, TSFR1M + 0.564%, 07/20/2070(B) |
|
$ |
562 |
|
|
$ |
544 |
|
GNMA CMO, Ser 2021-115, Cl MI, IO |
|
|
|
|
|
|
|
|
2.500%, 05/20/2051 |
|
|
382 |
|
|
|
39 |
|
GNMA CMO, Ser 2021-176, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
1,182 |
|
|
|
161 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
1,684 |
|
|
|
1,370 |
|
GNMA CMO, Ser 2021-191, Cl NI, IO |
|
|
|
|
|
|
|
|
3.000%, 10/20/2051 |
|
|
634 |
|
|
|
112 |
|
GNMA CMO, Ser 2021-215, Cl GA |
|
|
|
|
|
|
|
|
2.000%, 12/20/2051 |
|
|
333 |
|
|
|
285 |
|
GNMA CMO, Ser 2021-227, Cl E |
|
|
|
|
|
|
|
|
2.500%, 07/20/2050 |
|
|
2,382 |
|
|
|
2,075 |
|
GNMA CMO, Ser 2021-27, Cl NT |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
501 |
|
|
|
484 |
|
GNMA CMO, Ser 2021-27, Cl Q |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
442 |
|
|
|
428 |
|
GNMA CMO, Ser 2021-27, Cl CW |
|
|
|
|
|
|
|
|
5.001%, 02/20/2051(B) |
|
|
633 |
|
|
|
623 |
|
GNMA CMO, Ser 2021-27, Cl BD |
|
|
|
|
|
|
|
|
5.000%, 02/20/2051 |
|
|
476 |
|
|
|
475 |
|
GNMA CMO, Ser 2021-29, Cl TI, IO |
|
|
|
|
|
|
|
|
2.500%, 02/20/2051 |
|
|
452 |
|
|
|
81 |
|
GNMA CMO, Ser 2021-57, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/20/2051 |
|
|
1,330 |
|
|
|
210 |
|
GNMA CMO, Ser 2021-8, Cl CY |
|
|
|
|
|
|
|
|
5.000%, 01/20/2051 |
|
|
449 |
|
|
|
452 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
846 |
|
|
|
114 |
|
GNMA CMO, Ser 2022-107, Cl C |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
2,111 |
|
|
|
1,759 |
|
GNMA CMO, Ser 2022-153, Cl KA |
|
|
|
|
|
|
|
|
4.000%, 12/20/2049 |
|
|
558 |
|
|
|
543 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
840 |
|
|
|
706 |
|
GNMA CMO, Ser 2022-191, Cl BY |
|
|
|
|
|
|
|
|
4.000%, 08/20/2041 |
|
|
2,619 |
|
|
|
2,462 |
|
GNMA CMO, Ser 2022-191, Cl B |
|
|
|
|
|
|
|
|
4.000%, 06/20/2041 |
|
|
2,408 |
|
|
|
2,263 |
|
GNMA CMO, Ser 2022-197, Cl LF |
|
|
|
|
|
|
|
|
6.038%, SOFR30A + 0.700%, 11/20/2052(B) |
|
|
1,869 |
|
|
|
1,852 |
|
GNMA CMO, Ser 2022-205, Cl A |
|
|
|
|
|
|
|
|
2.000%, 09/20/2051 |
|
|
754 |
|
|
|
605 |
|
GNMA CMO, Ser 2022-31, Cl GH |
|
|
|
|
|
|
|
|
2.500%, 12/20/2049 |
|
|
1,364 |
|
|
|
1,208 |
|
GNMA CMO, Ser 2022-34, Cl DN |
|
|
|
|
|
|
|
|
3.500%, 09/20/2041 |
|
|
1,035 |
|
|
|
968 |
|
GNMA CMO, Ser 2022-5, Cl BA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2049 |
|
|
2,491 |
|
|
|
2,133 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2022-50, Cl DC |
|
|
|
|
|
|
|
|
2.500%, 08/20/2051 |
|
$ |
625 |
|
|
$ |
547 |
|
GNMA CMO, Ser 2022-66, Cl CG |
|
|
|
|
|
|
|
|
3.500%, 04/20/2052 |
|
|
1,176 |
|
|
|
1,113 |
|
GNMA CMO, Ser 2022-84, Cl A |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
4,049 |
|
|
|
3,398 |
|
GNMA CMO, Ser 2022-99, Cl JW |
|
|
|
|
|
|
|
|
2.500%, 01/20/2052 |
|
|
200 |
|
|
|
164 |
|
GNMA TBA |
|
|
|
|
|
|
|
|
6.500%, 01/22/2033 to 03/01/2037 |
|
|
5,100 |
|
|
|
5,220 |
|
6.000%, 01/01/2038 |
|
|
1,200 |
|
|
|
1,220 |
|
5.500%, 01/01/2038 |
|
|
9,275 |
|
|
|
9,342 |
|
5.000%, 01/01/2040 |
|
|
17,999 |
|
|
|
17,872 |
|
4.500%, 01/15/2040 |
|
|
15,375 |
|
|
|
15,005 |
|
4.000%, 01/01/2040 |
|
|
1,100 |
|
|
|
1,050 |
|
3.500%, 01/15/2041 |
|
|
1,600 |
|
|
|
1,490 |
|
3.000%, 01/15/2043 |
|
|
1,600 |
|
|
|
1,449 |
|
2.500%, 01/15/2054 |
|
|
19,432 |
|
|
|
16,997 |
|
2.000%, 01/15/2054 |
|
|
1,800 |
|
|
|
1,524 |
|
GNMA, Ser 103, Cl AD |
|
|
|
|
|
|
|
|
1.450%, 01/16/2063 |
|
|
756 |
|
|
|
576 |
|
GNMA, Ser 107, Cl AD |
|
|
|
|
|
|
|
|
2.836%, 11/16/2047(B) |
|
|
220 |
|
|
|
196 |
|
GNMA, Ser 110, Cl IO, IO |
|
|
|
|
|
|
|
|
0.873%, 11/16/2063(B) |
|
|
2,355 |
|
|
|
152 |
|
GNMA, Ser 113, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 09/16/2061 |
|
|
2,267 |
|
|
|
1,178 |
|
GNMA, Ser 14, Cl AB |
|
|
|
|
|
|
|
|
1.340%, 06/16/2063 |
|
|
504 |
|
|
|
380 |
|
GNMA, Ser 179, Cl IO, IO |
|
|
|
|
|
|
|
|
0.612%, 09/16/2063(B) |
|
|
7,500 |
|
|
|
311 |
|
GNMA, Ser 196, Cl BE |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
600 |
|
|
|
451 |
|
GNMA, Ser 2012-112, Cl IO, IO |
|
|
|
|
|
|
|
|
0.132%, 02/16/2053(B) |
|
|
285 |
|
|
|
1 |
|
GNMA, Ser 2012-152, Cl IO, IO |
|
|
|
|
|
|
|
|
0.767%, 01/16/2054(B) |
|
|
2,124 |
|
|
|
44 |
|
GNMA, Ser 2012-27, Cl IO, IO |
|
|
|
|
|
|
|
|
0.910%, 04/16/2053(B) |
|
|
364 |
|
|
|
1 |
|
GNMA, Ser 2013-96, Cl IO, IO |
|
|
|
|
|
|
|
|
0.051%, 10/16/2054(B) |
|
|
623 |
|
|
|
1 |
|
GNMA, Ser 2014-47, Cl IA, IO |
|
|
|
|
|
|
|
|
0.152%, 02/16/2048(B) |
|
|
44 |
|
|
|
– |
|
GNMA, Ser 2014-50, Cl IO, IO |
|
|
|
|
|
|
|
|
0.628%, 09/16/2055(B) |
|
|
237 |
|
|
|
6 |
|
GNMA, Ser 2014-92, Cl IX, IO |
|
|
|
|
|
|
|
|
0.100%, 05/16/2054(B) |
|
|
2,827 |
|
|
|
10 |
|
GNMA, Ser 2015-5, Cl IK, IO |
|
|
|
|
|
|
|
|
0.274%, 11/16/2054(B) |
|
|
2,322 |
|
|
|
16 |
|
GNMA, Ser 2019-71, Cl PT |
|
|
|
|
|
|
|
|
3.000%, 06/20/2049 |
|
|
149 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA, Ser 21, Cl AH |
|
|
|
|
|
|
|
|
1.400%, 06/16/2063 |
|
$ |
87 |
|
|
$ |
66 |
|
GNMA, Ser 210, Cl IO, IO |
|
|
|
|
|
|
|
|
0.696%, 07/16/2064(B) |
|
|
1,483 |
|
|
|
94 |
|
GNMA, Ser 216, Cl IO, IO |
|
|
|
|
|
|
|
|
0.750%, 07/16/2065(B) |
|
|
1,489 |
|
|
|
95 |
|
GNMA, Ser 220, Cl E |
|
|
|
|
|
|
|
|
3.000%, 10/16/2064(B) |
|
|
500 |
|
|
|
379 |
|
GNMA, Ser 3, Cl B |
|
|
|
|
|
|
|
|
1.850%, 02/16/2061 |
|
|
300 |
|
|
|
153 |
|
GNMA, Ser 3, Cl IO, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(B) |
|
|
675 |
|
|
|
33 |
|
GNMA, Ser 41, Cl IO, IO |
|
|
|
|
|
|
|
|
0.585%, 07/16/2058(B) |
|
|
492 |
|
|
|
14 |
|
GNMA, Ser 59, Cl IO, IO |
|
|
|
|
|
|
|
|
0.571%, 02/16/2062(B) |
|
|
3,393 |
|
|
|
164 |
|
GNMA, Ser 60, Cl IO, IO |
|
|
|
|
|
|
|
|
0.826%, 05/16/2063(B) |
|
|
2,251 |
|
|
|
133 |
|
GNMA, Ser 92, Cl IA, IO |
|
|
|
|
|
|
|
|
0.611%, 06/16/2064(B) |
|
|
2,000 |
|
|
|
124 |
|
GNMA, Ser 92, Cl AH |
|
|
|
|
|
|
|
|
2.000%, 06/16/2064 |
|
|
2,100 |
|
|
|
1,620 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,279,836 |
|
Non-Agency Mortgage-Backed Obligations — 5.5% |
|
|
|
|
Alen Mortgage Trust, Ser ACEN, Cl A |
|
|
|
|
|
|
|
|
6.627%, TSFR1M + 1.264%, 04/15/2034(B)(D) |
|
|
885 |
|
|
|
795 |
|
Alternative Loan Trust, Ser 2006-18CB, Cl A6 |
|
|
|
|
|
|
|
|
27.900%, 07/25/2036(B) |
|
|
140 |
|
|
|
132 |
|
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A |
|
|
|
|
|
|
|
|
2.325%, 06/25/2045(B) |
|
|
307 |
|
|
|
304 |
|
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A |
|
|
|
|
|
|
|
|
2.065%, 11/25/2045(B) |
|
|
648 |
|
|
|
262 |
|
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1 |
|
|
|
|
|
|
|
|
0.575%, TSFR1M + 0.514%, 03/25/2046(B) |
|
|
1,874 |
|
|
|
1,578 |
|
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
2.531%, 01/26/2065(B)(D) |
|
|
248 |
|
|
|
228 |
|
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |
|
|
|
|
|
|
|
|
1.373%, 05/25/2065(B)(D) |
|
|
72 |
|
|
|
65 |
|
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |
|
|
|
|
|
|
|
|
1.458%, 09/25/2066(B)(D) |
|
|
475 |
|
|
|
382 |
|
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |
|
|
|
|
|
|
|
|
3.353%, 01/25/2067(B)(D) |
|
|
4,546 |
|
|
|
4,140 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Angel Oak Mortgage Trust, Ser 2023-1, Cl A1 |
|
|
|
|
|
|
|
|
4.750%, 09/26/2067(C)(D) |
|
$ |
1,717 |
|
|
$ |
1,682 |
|
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B |
|
|
|
|
|
|
|
|
2.560%, 06/15/2054(B)(D) |
|
|
615 |
|
|
|
475 |
|
AREIT, Ser 2022-CRE7, Cl A |
|
|
|
|
|
|
|
|
7.600%, TSFR1M + 2.242%, 06/17/2039(B)(D) |
|
|
2,050 |
|
|
|
2,050 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |
|
|
|
|
|
|
|
|
4.091%, 08/10/2038(B)(D) |
|
|
1,790 |
|
|
|
1,651 |
|
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA |
|
|
|
|
|
|
|
|
5.621%, 08/10/2045(B)(D) |
|
|
721 |
|
|
|
148 |
|
BANK, Ser BNK40, Cl A4 |
|
|
|
|
|
|
|
|
3.507%, 03/15/2064(B) |
|
|
605 |
|
|
|
539 |
|
BANK, Ser BNK42, Cl A5 |
|
|
|
|
|
|
|
|
4.493%, 06/15/2055(B) |
|
|
655 |
|
|
|
629 |
|
BANK, Ser BNK43, Cl A5 |
|
|
|
|
|
|
|
|
4.399%, 08/15/2055 |
|
|
1,715 |
|
|
|
1,637 |
|
BANK, Ser BNK44, Cl A5 |
|
|
|
|
|
|
|
|
5.746%, 11/15/2055(B) |
|
|
430 |
|
|
|
454 |
|
BANK, Ser BNK46, Cl A4 |
|
|
|
|
|
|
|
|
5.745%, 08/15/2056 |
|
|
440 |
|
|
|
463 |
|
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 11/25/2051(B)(D) |
|
|
3,094 |
|
|
|
2,690 |
|
Bayview Opportunity Master Fund VI Trust, Ser 2021-6, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 10/25/2051(B)(D) |
|
|
5,816 |
|
|
|
5,027 |
|
BBCMS Mortgage Trust, Ser C18, Cl A5 |
|
|
|
|
|
|
|
|
5.710%, 12/15/2055(B) |
|
|
675 |
|
|
|
709 |
|
BBCMS Mortgage Trust, Ser C2, Cl ASB |
|
|
|
|
|
|
|
|
4.236%, 12/15/2051 |
|
|
202 |
|
|
|
197 |
|
BBCMS Mortgage Trust, Ser C6, Cl A2 |
|
|
|
|
|
|
|
|
2.690%, 02/15/2053 |
|
|
660 |
|
|
|
610 |
|
BBCMS Trust, Ser 2015-SRCH, Cl A1 |
|
|
|
|
|
|
|
|
3.312%, 08/10/2035(D) |
|
|
392 |
|
|
|
369 |
|
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |
|
|
|
|
|
|
|
|
3.685%, 05/25/2034(B) |
|
|
4 |
|
|
|
4 |
|
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A |
|
|
|
|
|
|
|
|
4.218%, 10/25/2033(B) |
|
|
206 |
|
|
|
186 |
|
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO |
|
|
|
|
|
|
|
|
7.475%, 11/25/2035(B) |
|
|
2,325 |
|
|
|
451 |
|
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3 |
|
|
|
|
|
|
|
|
5.500%, 09/25/2035(B) |
|
|
475 |
|
|
|
453 |
|
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO |
|
|
|
|
|
|
|
|
0.716%, 06/11/2041(B)(D) |
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1 |
|
|
|
|
|
|
|
|
0.315%, TSFR1M + 0.254%, 03/25/2037(B) |
|
$ |
2,302 |
|
|
$ |
1,944 |
|
Benchmark Mortgage Trust, Ser B33, Cl A5 |
|
|
|
|
|
|
|
|
3.458%, 01/15/2032 |
|
|
935 |
|
|
|
830 |
|
Benchmark Mortgage Trust, Ser B35, Cl AS |
|
|
|
|
|
|
|
|
4.594%, 05/15/2055(B) |
|
|
775 |
|
|
|
676 |
|
Benchmark Mortgage Trust, Ser B35, Cl A5 |
|
|
|
|
|
|
|
|
4.594%, 05/15/2055(B) |
|
|
485 |
|
|
|
448 |
|
Benchmark Mortgage Trust, Ser B38, Cl A4 |
|
|
|
|
|
|
|
|
5.525%, 04/15/2056 |
|
|
450 |
|
|
|
463 |
|
Benchmark Mortgage Trust, Ser V3, Cl A3 |
|
|
|
|
|
|
|
|
6.363%, 07/15/2056(B) |
|
|
450 |
|
|
|
471 |
|
BLP Commercial Mortgage Trust, Ser IND, Cl A |
|
|
|
|
|
|
|
|
7.054%, TSFR1M + 1.692%, 03/15/2040(B)(D) |
|
|
450 |
|
|
|
447 |
|
BMO Mortgage Trust, Ser C1, Cl A1 |
|
|
|
|
|
|
|
|
2.198%, 02/15/2055 |
|
|
551 |
|
|
|
524 |
|
BPR Trust, Ser OANA, Cl A |
|
|
|
|
|
|
|
|
7.260%, TSFR1M + 1.898%, 04/15/2037(B)(D) |
|
|
430 |
|
|
|
424 |
|
BPR Trust, Ser STAR, Cl A |
|
|
|
|
|
|
|
|
8.594%, TSFR1M + 3.232%, 08/15/2024(B)(D) |
|
|
1,785 |
|
|
|
1,777 |
|
BPR Trust, Ser TY, Cl A |
|
|
|
|
|
|
|
|
6.527%, TSFR1M + 1.164%, 09/15/2038(B)(D) |
|
|
415 |
|
|
|
402 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |
|
|
|
|
|
|
|
|
2.879%, 07/25/2049(C)(D) |
|
|
300 |
|
|
|
284 |
|
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.724%, 11/25/2059(C)(D) |
|
|
131 |
|
|
|
128 |
|
BWAY Mortgage Trust, Ser 1740, Cl A |
|
|
|
|
|
|
|
|
2.917%, 01/10/2035(D) |
|
|
1,140 |
|
|
|
696 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |
|
|
|
|
|
|
|
|
6.396%, TSFR1M + 1.034%, 10/15/2036(B)(D) |
|
|
2,070 |
|
|
|
2,064 |
|
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F |
|
|
|
|
|
|
|
|
7.476%, TSFR1M + 2.114%, 10/15/2036(B)(D) |
|
|
2,303 |
|
|
|
2,286 |
|
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E |
|
|
|
|
|
|
|
|
11.233%, TSFR1M + 5.871%, 06/15/2040(B)(D) |
|
|
1,740 |
|
|
|
1,740 |
|
BX Commercial Mortgage Trust, Ser VIV4, Cl A |
|
|
|
|
|
|
|
|
2.843%, 03/09/2044(D) |
|
|
2,000 |
|
|
|
1,710 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BX Commercial Mortgage Trust, Ser VOLT, Cl A |
|
|
|
|
|
|
|
|
6.176%, TSFR1M + 0.814%, 09/15/2036(B)(D) |
|
$ |
2,867 |
|
|
$ |
2,793 |
|
BX Commercial Mortgage Trust, Ser XL2, Cl A |
|
|
|
|
|
|
|
|
6.165%, TSFR1M + 0.803%, 10/15/2038(B)(D) |
|
|
703 |
|
|
|
690 |
|
BX Commercial Mortgage Trust, Ser XL3, Cl A |
|
|
|
|
|
|
|
|
7.121%, 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 |
|
|
|
1,059 |
|
BX Trust, Ser LBA, Cl AV |
|
|
|
|
|
|
|
|
6.277%, TSFR1M + 0.914%, 02/15/2036(B)(D) |
|
|
356 |
|
|
|
350 |
|
BX Trust, Ser MMP, Cl A |
|
|
|
|
|
|
|
|
6.406%, TSFR1M + 1.044%, 08/15/2036(B)(D) |
|
|
388 |
|
|
|
379 |
|
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 ASB |
|
|
|
|
|
|
|
|
3.367%, 06/15/2050 |
|
|
199 |
|
|
|
193 |
|
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4 |
|
|
|
|
|
|
|
|
3.572%, 06/15/2050 |
|
|
371 |
|
|
|
349 |
|
CFCRE Commercial Mortgage Trust, Ser C4, Cl AM |
|
|
|
|
|
|
|
|
3.691%, 05/10/2058 |
|
|
2,502 |
|
|
|
2,329 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(B)(D) |
|
|
2,840 |
|
|
|
2,080 |
|
CFK Trust, Ser MF2, Cl F |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(B)(D) |
|
|
2,960 |
|
|
|
1,796 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1 |
|
|
|
|
|
|
|
|
3.773%, 02/25/2037(B) |
|
|
3 |
|
|
|
3 |
|
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1 |
|
|
|
|
|
|
|
|
3.163%, 02/25/2037(B) |
|
|
5 |
|
|
|
5 |
|
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1 |
|
|
|
|
|
|
|
|
3.496%, 06/25/2035(B) |
|
|
4 |
|
|
|
4 |
|
CIM Trust, Ser 2018-INV1, Cl A4 |
|
|
|
|
|
|
|
|
4.000%, 08/25/2048(B)(D) |
|
|
47 |
|
|
|
43 |
|
CIM Trust, Ser 2021-R6, Cl A1 |
|
|
|
|
|
|
|
|
1.425%, 07/25/2061(B)(D) |
|
|
1,019 |
|
|
|
888 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CIM Trust, Ser 2022-R2, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 12/25/2061(B)(D) |
|
$ |
644 |
|
|
$ |
602 |
|
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |
|
|
|
|
|
|
|
|
5.204%, 03/25/2037(C) |
|
|
404 |
|
|
|
400 |
|
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A |
|
|
|
|
|
|
|
|
3.251%, 05/10/2035(D) |
|
|
227 |
|
|
|
214 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |
|
|
|
|
|
|
|
|
2.869%, 08/10/2056 |
|
|
2,680 |
|
|
|
2,376 |
|
Citigroup Commercial Mortgage Trust, Ser C5, Cl AS |
|
|
|
|
|
|
|
|
4.408%, 06/10/2051(B) |
|
|
2,229 |
|
|
|
2,084 |
|
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |
|
|
|
|
|
|
|
|
4.240%, 09/25/2033(B) |
|
|
3 |
|
|
|
3 |
|
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
0.924%, 08/25/2066(B)(D) |
|
|
626 |
|
|
|
501 |
|
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.397%, 10/25/2066(B)(D) |
|
|
669 |
|
|
|
536 |
|
COMM Mortgage Trust, Ser 2013-CR6, Cl B |
|
|
|
|
|
|
|
|
3.397%, 03/10/2046(D) |
|
|
139 |
|
|
|
121 |
|
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5 |
|
|
|
|
|
|
|
|
3.961%, 03/10/2047 |
|
|
99 |
|
|
|
99 |
|
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.319%, 03/10/2047(B) |
|
|
532 |
|
|
|
– |
|
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM |
|
|
|
|
|
|
|
|
4.012%, 06/10/2047 |
|
|
285 |
|
|
|
276 |
|
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO |
|
|
|
|
|
|
|
|
1.262%, 02/10/2048(B) |
|
|
5,163 |
|
|
|
32 |
|
COMM Mortgage Trust, Ser 2017-PANW, Cl A |
|
|
|
|
|
|
|
|
3.244%, 10/10/2029(D) |
|
|
410 |
|
|
|
363 |
|
COMM Mortgage Trust, Ser CBM, Cl A2 |
|
|
|
|
|
|
|
|
2.896%, 02/10/2037(D) |
|
|
1,085 |
|
|
|
1,040 |
|
COMM Mortgage Trust, Ser COR3, Cl B |
|
|
|
|
|
|
|
|
4.512%, 05/10/2051(B) |
|
|
540 |
|
|
|
445 |
|
COMM Mortgage Trust, Ser CR14, Cl B |
|
|
|
|
|
|
|
|
4.768%, 02/10/2047(B) |
|
|
850 |
|
|
|
765 |
|
COMM Mortgage Trust, Ser CR26, Cl C |
|
|
|
|
|
|
|
|
4.480%, 10/10/2048(B) |
|
|
870 |
|
|
|
808 |
|
COMM Mortgage Trust, Ser LC23, Cl A3 |
|
|
|
|
|
|
|
|
3.521%, 10/10/2048 |
|
|
353 |
|
|
|
344 |
|
COMM Mortgage Trust, Ser UBS4, Cl A4 |
|
|
|
|
|
|
|
|
3.420%, 08/10/2047 |
|
|
691 |
|
|
|
681 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
9.552%, SOFR30A + 4.214%, 09/25/2031(B)(D) |
|
$ |
772 |
|
|
$ |
811 |
|
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2 |
|
|
|
|
|
|
|
|
7.552%, SOFR30A + 2.214%, 10/25/2039(B)(D) |
|
|
8 |
|
|
|
9 |
|
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
2.153%, 01/25/2040(B)(D) |
|
|
153 |
|
|
|
155 |
|
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |
|
|
|
|
|
|
|
|
8.287%, SOFR30A + 2.950%, 06/25/2042(B)(D) |
|
|
422 |
|
|
|
435 |
|
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M2 |
|
|
|
|
|
|
|
|
8.037%, SOFR30A + 2.700%, 07/25/2043(B)(D) |
|
|
1,920 |
|
|
|
1,956 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1 |
|
|
|
|
|
|
|
|
7.000%, 12/25/2033 |
|
|
10 |
|
|
|
10 |
|
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4 |
|
|
|
|
|
|
|
|
2.807%, 10/25/2033(B) |
|
|
252 |
|
|
|
243 |
|
Credit Suisse Mortgage Trust, Ser 2022-7R, Cl 1A1 |
|
|
|
|
|
|
|
|
8.830%, SOFR30A + 3.500%, 10/25/2066(B)(D) |
|
|
1,262 |
|
|
|
1,233 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |
|
|
|
|
|
|
|
|
3.447%, 08/15/2048 |
|
|
459 |
|
|
|
449 |
|
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3 |
|
|
|
|
|
|
|
|
2.805%, 03/15/2054 |
|
|
810 |
|
|
|
679 |
|
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB |
|
|
|
|
|
|
|
|
3.448%, 08/15/2048 |
|
|
405 |
|
|
|
399 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(D) |
|
|
290 |
|
|
|
136 |
|
CSMC Trust, Ser 2017-CHOP, Cl G |
|
|
|
|
|
|
|
|
5.512%, PRIME + 5.350%, 07/15/2032(B)(D) |
|
|
1,000 |
|
|
|
846 |
|
CSMC Trust, Ser 2017-PFHP, Cl A |
|
|
|
|
|
|
|
|
6.359%, TSFR1M + 0.997%, 12/15/2030(B)(D) |
|
|
1,190 |
|
|
|
1,126 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.962%, 07/25/2057(B)(D) |
|
|
1,760 |
|
|
|
1,275 |
|
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
1,689 |
|
|
|
1,493 |
|
CSMC Trust, Ser 2020-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
|
535 |
|
|
|
473 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2021-RPL3, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 01/25/2060(B)(D) |
|
$ |
1,480 |
|
|
$ |
1,267 |
|
CSMC Trust, Ser 2021-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
1.796%, 12/27/2060(B)(D) |
|
|
414 |
|
|
|
403 |
|
CSMC Trust, Ser 2021-RPL6, Cl A1 |
|
|
|
|
|
|
|
|
2.000%, 10/25/2060(B)(D) |
|
|
1,327 |
|
|
|
1,177 |
|
CSMC, Ser 2014-11R, Cl 9A2 |
|
|
|
|
|
|
|
|
0.312%, TSFR1M + 0.254%, 10/27/2036(B)(D) |
|
|
1,625 |
|
|
|
1,221 |
|
CSMC, Ser 2014-USA, Cl A2 |
|
|
|
|
|
|
|
|
3.953%, 09/15/2037(D) |
|
|
1,310 |
|
|
|
1,136 |
|
CSMC, Ser 2022-ATH2, Cl A1 |
|
|
|
|
|
|
|
|
4.547%, 05/25/2067(B)(D) |
|
|
2,795 |
|
|
|
2,732 |
|
CSMC, Ser MARK, Cl A |
|
|
|
|
|
|
|
|
8.057%, TSFR1M + 2.695%, 06/15/2039(B)(D) |
|
|
480 |
|
|
|
478 |
|
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A |
|
|
|
|
|
|
|
|
4.238%, 01/10/2034(D) |
|
|
1,175 |
|
|
|
1,172 |
|
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C |
|
|
|
|
|
|
|
|
4.935%, 01/10/2034(B)(D) |
|
|
550 |
|
|
|
545 |
|
DC Office Trust, Ser 2019-MTC, Cl A |
|
|
|
|
|
|
|
|
2.965%, 09/15/2045(D) |
|
|
1,240 |
|
|
|
1,034 |
|
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |
|
|
|
|
|
|
|
|
0.961%, TSFR1M + 0.914%, 11/19/2044(B) |
|
|
205 |
|
|
|
191 |
|
DTP Commercial Mortgage Trust, Ser STE2, Cl A |
|
|
|
|
|
|
|
|
6.038%, 01/15/2041(B)(D) |
|
|
870 |
|
|
|
857 |
|
EFMT, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
6.544%, 02/25/2068(C)(D) |
|
|
1,436 |
|
|
|
1,425 |
|
ELP Commercial Mortgage Trust, Ser ELP, Cl C |
|
|
|
|
|
|
|
|
6.796%, TSFR1M + 1.434%, 11/15/2038(B)(D) |
|
|
2,497 |
|
|
|
2,441 |
|
EQUS Mortgage Trust, Ser EQAZ, Cl B |
|
|
|
|
|
|
|
|
6.577%, TSFR1M + 1.214%, 10/15/2038(B)(D) |
|
|
790 |
|
|
|
766 |
|
EQUS Mortgage Trust, Ser EQAZ, Cl A |
|
|
|
|
|
|
|
|
6.231%, TSFR1M + 0.869%, 10/15/2038(B)(D) |
|
|
816 |
|
|
|
800 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(B)(D) |
|
|
125 |
|
|
|
110 |
|
Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |
|
|
|
|
|
|
|
|
3.500%, 04/25/2048(B)(D) |
|
|
28 |
|
|
|
27 |
|
GPMT, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.695%, TSFR1M + 1.364%, 07/16/2035(B)(D) |
|
|
601 |
|
|
|
587 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GS Mortgage Securities II, Ser 2017-SLP, Cl C |
|
|
|
|
|
|
|
|
3.924%, 10/10/2032(D) |
|
$ |
1,310 |
|
|
$ |
1,233 |
|
GS Mortgage Securities II, Ser ARDN, Cl B |
|
|
|
|
|
|
|
|
7.126%, TSFR1M + 1.764%, 11/15/2036(B)(D) |
|
|
1,623 |
|
|
|
1,565 |
|
GS Mortgage Securities II, Ser GC30, Cl B |
|
|
|
|
|
|
|
|
4.169%, 05/10/2050(B) |
|
|
480 |
|
|
|
427 |
|
GS Mortgage Securities II, Ser SHIP, Cl A |
|
|
|
|
|
|
|
|
4.322%, 09/10/2038(B)(D) |
|
|
995 |
|
|
|
967 |
|
GS Mortgage Securities II, Ser SRP5, Cl A |
|
|
|
|
|
|
|
|
7.277%, TSFR1M + 1.800%, 09/15/2031(B)(D) |
|
|
2,581 |
|
|
|
1,767 |
|
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B |
|
|
|
|
|
|
|
|
4.215%, 11/10/2047(B) |
|
|
680 |
|
|
|
586 |
|
GS Mortgage Securities Trust, Ser GC32, Cl A3 |
|
|
|
|
|
|
|
|
3.498%, 07/10/2048 |
|
|
311 |
|
|
|
301 |
|
GS Mortgage Securities Trust, Ser GSA2, Cl A4 |
|
|
|
|
|
|
|
|
1.721%, 12/12/2053 |
|
|
1,055 |
|
|
|
846 |
|
GS Mortgage Securities Trust, Ser ROSS, Cl A |
|
|
|
|
|
|
|
|
6.627%, TSFR1M + 1.264%, 05/15/2026(B)(D) |
|
|
2,170 |
|
|
|
1,934 |
|
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |
|
|
|
|
|
|
|
|
3.750%, 10/25/2057(D) |
|
|
1,651 |
|
|
|
1,587 |
|
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24 |
|
|
|
|
|
|
|
|
3.000%, 06/25/2052(B)(D) |
|
|
774 |
|
|
|
685 |
|
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |
|
|
|
|
|
|
|
|
8.000%, 09/19/2027(B)(D) |
|
|
10 |
|
|
|
9 |
|
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1 |
|
|
|
|
|
|
|
|
3.148%, 10/25/2033(B) |
|
|
85 |
|
|
|
83 |
|
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2034 |
|
|
8 |
|
|
|
8 |
|
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2037 |
|
|
1 |
|
|
|
2 |
|
HarborView Mortgage Loan, Ser 2004-3, Cl 1A |
|
|
|
|
|
|
|
|
4.063%, 05/19/2034(B) |
|
|
339 |
|
|
|
324 |
|
HIT Trust, Ser HI32, Cl A |
|
|
|
|
|
|
|
|
7.753%, 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 |
|
|
|
1,084 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |
|
|
|
|
|
|
|
|
2.943%, 12/10/2041(B)(D) |
|
$ |
1,240 |
|
|
$ |
1,072 |
|
Impact Funding, Ser 2010-1, Cl A1 |
|
|
|
|
|
|
|
|
5.314%, 01/25/2051(D) |
|
|
346 |
|
|
|
339 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4 |
|
|
|
|
|
|
|
|
3.670%, 09/15/2047 |
|
|
275 |
|
|
|
271 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |
|
|
|
|
|
|
|
|
2.912%, 10/15/2048 |
|
|
1,081 |
|
|
|
1,054 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |
|
|
|
|
|
|
|
|
3.822%, 07/15/2048 |
|
|
568 |
|
|
|
543 |
|
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS |
|
|
|
|
|
|
|
|
3.997%, 08/15/2047 |
|
|
415 |
|
|
|
393 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ |
|
|
|
|
|
|
|
|
6.349%, 02/15/2051(B) |
|
|
1 |
|
|
|
1 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C |
|
|
|
|
|
|
|
|
4.752%, 07/15/2047(B) |
|
|
380 |
|
|
|
282 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |
|
|
|
|
|
|
|
|
3.397%, 06/05/2039(D) |
|
|
1,500 |
|
|
|
1,349 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3 |
|
|
|
|
|
|
|
|
3.393%, 12/15/2049 |
|
|
206 |
|
|
|
195 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |
|
|
|
|
|
|
|
|
3.092%, 08/25/2034(B) |
|
|
22 |
|
|
|
22 |
|
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |
|
|
|
|
|
|
|
|
3.836%, 11/25/2033(B) |
|
|
6 |
|
|
|
6 |
|
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
92 |
|
|
|
81 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(B)(D) |
|
|
290 |
|
|
|
254 |
|
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 06/25/2050(B)(D) |
|
|
135 |
|
|
|
115 |
|
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2 |
|
|
|
|
|
|
|
|
3.000%, 08/25/2052(B)(D) |
|
|
480 |
|
|
|
409 |
|
LAQ Mortgage Trust, Ser LAQ, Cl A |
|
|
|
|
|
|
|
|
6.742%, TSFR1M + 2.091%, 03/15/2036(B)(D) |
|
|
290 |
|
|
|
288 |
|
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1 |
|
|
|
|
|
|
|
|
1.750%, 04/25/2061(C)(D) |
|
|
450 |
|
|
|
434 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Lehman XS Trust, Ser 2007-16N, Cl 2A2 |
|
|
|
|
|
|
|
|
1.025%, 09/25/2047(B) |
|
$ |
3,503 |
|
|
$ |
3,039 |
|
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) |
|
|
988 |
|
|
|
630 |
|
Med Trust, Ser MDLN, Cl G |
|
|
|
|
|
|
|
|
10.727%, TSFR1M + 5.364%, 11/15/2038(B)(D) |
|
|
1,493 |
|
|
|
1,428 |
|
Med Trust, Ser MDLN, Cl A |
|
|
|
|
|
|
|
|
6.427%, TSFR1M + 1.064%, 11/15/2038(B)(D) |
|
|
1,308 |
|
|
|
1,282 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |
|
|
|
|
|
|
|
|
3.735%, 07/25/2033(B) |
|
|
5 |
|
|
|
5 |
|
MFA Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.029%, 11/25/2064(B)(D) |
|
|
258 |
|
|
|
218 |
|
MFA Trust, Ser 2021-RPL1, Cl A1 |
|
|
|
|
|
|
|
|
1.131%, 07/25/2060(B)(D) |
|
|
474 |
|
|
|
418 |
|
MHC Trust, Ser MHC2, Cl A |
|
|
|
|
|
|
|
|
6.327%, TSFR1M + 0.964%, 05/15/2038(B)(D) |
|
|
763 |
|
|
|
752 |
|
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |
|
|
|
|
|
|
|
|
1.125%, 11/25/2060(B)(D) |
|
|
513 |
|
|
|
478 |
|
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ |
|
|
|
|
|
|
|
|
5.450%, 08/12/2048(B) |
|
|
58 |
|
|
|
9 |
|
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL |
|
|
|
|
|
|
|
|
5.450%, 08/12/2048(B)(D) |
|
|
8 |
|
|
|
1 |
|
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ |
|
|
|
|
|
|
|
|
4.893%, 09/12/2049(B) |
|
|
14 |
|
|
|
10 |
|
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2 |
|
|
|
|
|
|
|
|
3.277%, 10/15/2030(D) |
|
|
696 |
|
|
|
599 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5 |
|
|
|
|
|
|
|
|
3.635%, 10/15/2048 |
|
|
250 |
|
|
|
241 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B |
|
|
|
|
|
|
|
|
4.111%, 11/15/2052(B) |
|
|
1,030 |
|
|
|
911 |
|
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ |
|
|
|
|
|
|
|
|
6.461%, 12/12/2049(B) |
|
|
53 |
|
|
|
26 |
|
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.187%, 11/15/2049(B) |
|
|
2,771 |
|
|
|
57 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A |
|
|
|
|
|
|
|
|
6.509%, TSFR1M + 1.022%, 11/15/2034(B)(D) |
|
$ |
35 |
|
|
$ |
34 |
|
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |
|
|
|
|
|
|
|
|
7.335%, TSFR1M + 1.992%, 05/15/2036(B)(D) |
|
|
1,304 |
|
|
|
1,276 |
|
Morgan Stanley Capital I Trust, Ser HR8, Cl A3 |
|
|
|
|
|
|
|
|
1.790%, 07/15/2053 |
|
|
576 |
|
|
|
475 |
|
Morgan Stanley Capital I Trust, Ser L8, Cl AS |
|
|
|
|
|
|
|
|
3.794%, 04/15/2055(B) |
|
|
580 |
|
|
|
505 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |
|
|
|
|
|
|
|
|
2.500%, 05/25/2051(B)(D) |
|
|
5,209 |
|
|
|
4,266 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.462%, 06/07/2035(B)(D) |
|
|
620 |
|
|
|
563 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl XA, IO |
|
|
|
|
|
|
|
|
1.141%, 12/15/2056(B) |
|
|
5,220 |
|
|
|
347 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(B) |
|
|
1,010 |
|
|
|
1,088 |
|
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 02/25/2057(B)(D) |
|
|
448 |
|
|
|
425 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(B)(D) |
|
|
116 |
|
|
|
107 |
|
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.516%, 11/27/2056(B)(D) |
|
|
331 |
|
|
|
270 |
|
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 06/25/2062(C)(D) |
|
|
1,689 |
|
|
|
1,676 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
6.220%, TSFR1M + 0.864%, 05/25/2055(B)(D) |
|
|
829 |
|
|
|
828 |
|
NJ Trust, Ser GSP, Cl A |
|
|
|
|
|
|
|
|
6.697%, 01/06/2029(B)(D) |
|
|
780 |
|
|
|
813 |
|
OBX Trust, Ser 2019-EXP1, Cl 1A3 |
|
|
|
|
|
|
|
|
4.000%, 01/25/2059(B)(D) |
|
|
28 |
|
|
|
27 |
|
OBX Trust, Ser 2021-NQM2, Cl A1 |
|
|
|
|
|
|
|
|
1.101%, 05/25/2061(B)(D) |
|
|
475 |
|
|
|
365 |
|
OBX Trust, Ser 2021-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
1.362%, 07/25/2061(B)(D) |
|
|
1,037 |
|
|
|
787 |
|
OBX Trust, Ser 2023-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
5.949%, 02/25/2063(C)(D) |
|
|
1,490 |
|
|
|
1,490 |
|
Oceanview Mortgage Trust, Ser 2021-3, Cl A5 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
3,597 |
|
|
|
3,132 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
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 |
|
|
|
|
|
|
|
|
0.418%, 07/25/2037(B) |
|
|
2,465 |
|
|
|
2,344 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |
|
|
|
|
|
|
|
|
0.000%, 02/25/2034(A) |
|
|
2 |
|
|
|
1 |
|
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |
|
|
|
|
|
|
|
|
6.000%, 02/25/2034 |
|
|
6 |
|
|
|
6 |
|
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1 |
|
|
|
|
|
|
|
|
5.500%, 05/25/2035(D) |
|
|
521 |
|
|
|
447 |
|
PRKCM Trust, Ser 2022-AFC1, Cl A1A |
|
|
|
|
|
|
|
|
4.100%, 04/25/2057(B)(D) |
|
|
1,585 |
|
|
|
1,513 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A1 |
|
|
|
|
|
|
|
|
6.598%, 02/25/2058(C)(D) |
|
|
1,543 |
|
|
|
1,548 |
|
RATE Mortgage Trust, Ser 2021-HB1, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051(B)(D) |
|
|
1,984 |
|
|
|
1,629 |
|
Rate Mortgage Trust, Ser 2022-J1, Cl A7 |
|
|
|
|
|
|
|
|
3.000%, 01/25/2052(B)(D) |
|
|
866 |
|
|
|
738 |
|
RCKT Mortgage Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
2.500%, 07/25/2051(B)(D) |
|
|
461 |
|
|
|
377 |
|
RCKT Mortgage Trust, Ser 2022-2, Cl A2 |
|
|
|
|
|
|
|
|
2.500%, 02/25/2052(B)(D) |
|
|
577 |
|
|
|
472 |
|
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |
|
|
|
|
|
|
|
|
3.777%, 12/25/2034(B) |
|
|
190 |
|
|
|
171 |
|
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.633%, 09/25/2059(B)(D) |
|
|
125 |
|
|
|
121 |
|
SCOTT Trust, Ser SFS, Cl A |
|
|
|
|
|
|
|
|
5.910%, 03/15/2040(D) |
|
|
1,110 |
|
|
|
1,115 |
|
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2055(B)(D) |
|
|
2,094 |
|
|
|
1,842 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M |
|
|
|
|
|
|
|
|
4.750%, 07/25/2058(B)(D) |
|
|
2,840 |
|
|
|
2,592 |
|
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |
|
|
|
|
|
|
|
|
5.025%, 10/25/2048(B)(D) |
|
|
1,058 |
|
|
|
1,032 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |
|
|
|
|
|
|
|
|
3.872%, 01/05/2043(B)(D) |
|
|
390 |
|
|
|
286 |
|
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |
|
|
|
|
|
|
|
|
4.144%, 01/05/2043(B)(D) |
|
|
75 |
|
|
|
56 |
|
SG Commercial Mortgage Securities Trust, Ser C5, Cl A3 |
|
|
|
|
|
|
|
|
2.779%, 10/10/2048 |
|
|
460 |
|
|
|
437 |
|
STAR Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
1.219%, 05/25/2065(B)(D) |
|
|
211 |
|
|
|
187 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |
|
|
|
|
|
|
|
|
2.275%, 02/25/2050(B)(D) |
|
$ |
42 |
|
|
$ |
39 |
|
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
1.486%, 04/25/2065(B)(D) |
|
|
146 |
|
|
|
136 |
|
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |
|
|
|
|
|
|
|
|
1.027%, 11/25/2055(B)(D) |
|
|
162 |
|
|
|
145 |
|
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
1.162%, 08/25/2056(B)(D) |
|
|
605 |
|
|
|
506 |
|
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1 |
|
|
|
|
|
|
|
|
0.365%, TSFR1M + 0.304%, 09/25/2047(B) |
|
|
1,871 |
|
|
|
1,664 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2 |
|
|
|
|
|
|
|
|
3.450%, 02/25/2032 |
|
|
2 |
|
|
|
2 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2 |
|
|
|
|
|
|
|
|
2.874%, 07/25/2033(B) |
|
|
23 |
|
|
|
22 |
|
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A |
|
|
|
|
|
|
|
|
3.528%, 12/25/2033(B) |
|
|
9 |
|
|
|
9 |
|
Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |
|
|
|
|
|
|
|
|
2.750%, 06/25/2057(B)(D) |
|
|
465 |
|
|
|
446 |
|
Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |
|
|
|
|
|
|
|
|
0.775%, TSFR1M + 0.714%, 02/25/2057(B)(D) |
|
|
166 |
|
|
|
168 |
|
Towd Point Mortgage Trust, Ser 2017-6, Cl M1 |
|
|
|
|
|
|
|
|
3.250%, 10/25/2057(B)(D) |
|
|
1,050 |
|
|
|
931 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
2.900%, 10/25/2059(B)(D) |
|
|
647 |
|
|
|
608 |
|
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1 |
|
|
|
|
|
|
|
|
3.000%, 11/25/2058(B)(D) |
|
|
206 |
|
|
|
205 |
|
Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |
|
|
|
|
|
|
|
|
3.088%, 02/25/2063(B)(D) |
|
|
703 |
|
|
|
665 |
|
Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
2.250%, 11/25/2061(B)(D) |
|
|
439 |
|
|
|
402 |
|
Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |
|
|
|
|
|
|
|
|
3.750%, 09/25/2062(D) |
|
|
418 |
|
|
|
391 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
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 |
|
|
$ |
375 |
|
Verus Securitization Trust, Ser 2019-4, Cl A1 |
|
|
|
|
|
|
|
|
3.642%, 11/25/2059(C)(D) |
|
|
191 |
|
|
|
185 |
|
Verus Securitization Trust, Ser 2019-INV3, Cl A1 |
|
|
|
|
|
|
|
|
3.692%, 11/25/2059(B)(D) |
|
|
149 |
|
|
|
145 |
|
Verus Securitization Trust, Ser 2020-2, Cl A1 |
|
|
|
|
|
|
|
|
2.226%, 05/25/2060(B)(D) |
|
|
94 |
|
|
|
93 |
|
Verus Securitization Trust, Ser 2021-1, Cl A1 |
|
|
|
|
|
|
|
|
0.815%, 01/25/2066(B)(D) |
|
|
276 |
|
|
|
236 |
|
Verus Securitization Trust, Ser 2021-2, Cl A1 |
|
|
|
|
|
|
|
|
1.031%, 02/25/2066(B)(D) |
|
|
549 |
|
|
|
474 |
|
Verus Securitization Trust, Ser 2021-3, Cl A1 |
|
|
|
|
|
|
|
|
1.046%, 06/25/2066(B)(D) |
|
|
421 |
|
|
|
350 |
|
Verus Securitization Trust, Ser 2021-4, Cl A1 |
|
|
|
|
|
|
|
|
0.938%, 07/25/2066(B)(D) |
|
|
549 |
|
|
|
436 |
|
Verus Securitization Trust, Ser 2021-5, Cl A1 |
|
|
|
|
|
|
|
|
1.013%, 09/25/2066(B)(D) |
|
|
1,357 |
|
|
|
1,113 |
|
Verus Securitization Trust, Ser 2021-7, Cl A1 |
|
|
|
|
|
|
|
|
1.829%, 10/25/2066(B)(D) |
|
|
630 |
|
|
|
547 |
|
Verus Securitization Trust, Ser 2021-8, Cl A1 |
|
|
|
|
|
|
|
|
1.824%, 11/25/2066(B)(D) |
|
|
609 |
|
|
|
526 |
|
Verus Securitization Trust, Ser 2021-R1, Cl A1 |
|
|
|
|
|
|
|
|
0.820%, 10/25/2063(B)(D) |
|
|
226 |
|
|
|
204 |
|
Verus Securitization Trust, Ser 2021-R3, Cl A1 |
|
|
|
|
|
|
|
|
1.020%, 04/25/2064(B)(D) |
|
|
255 |
|
|
|
227 |
|
Visio Trust, Ser 2020-1R, Cl A1 |
|
|
|
|
|
|
|
|
1.312%, 11/25/2055(D) |
|
|
175 |
|
|
|
157 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |
|
|
|
|
|
|
|
|
4.154%, 10/25/2033(B) |
|
|
16 |
|
|
|
15 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |
|
|
|
|
|
|
|
|
2.682%, 08/25/2033(B) |
|
|
10 |
|
|
|
9 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |
|
|
|
|
|
|
|
|
3.496%, 09/25/2033(B) |
|
|
17 |
|
|
|
16 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |
|
|
|
|
|
|
|
|
16.947%, 06/25/2033(B) |
|
|
3 |
|
|
|
3 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |
|
|
|
|
|
|
|
|
5.250%, 10/25/2033 |
|
|
38 |
|
|
|
37 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |
|
|
|
|
|
|
|
|
3.664%, 06/25/2034(B) |
|
|
10 |
|
|
|
9 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A |
|
|
|
|
|
|
|
|
7.500%, 07/25/2034 |
|
|
52 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3 |
|
|
|
|
|
|
|
|
0.955%, 10/25/2045(B) |
|
$ |
138 |
|
|
$ |
131 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |
|
|
|
|
|
|
|
|
0.695%, TSFR1M + 0.634%, 11/25/2045(B) |
|
|
3,347 |
|
|
|
3,030 |
|
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A |
|
|
|
|
|
|
|
|
1.871%, 12MTA + 0.700%, 02/25/2047(B) |
|
|
964 |
|
|
|
801 |
|
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A |
|
|
|
|
|
|
|
|
1.871%, 12MTA + 0.700%, 01/25/2047(B) |
|
|
615 |
|
|
|
488 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5 |
|
|
|
|
|
|
|
|
3.405%, 12/15/2047 |
|
|
570 |
|
|
|
555 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO |
|
|
|
|
|
|
|
|
1.433%, 11/15/2059(B) |
|
|
4,393 |
|
|
|
108 |
|
Wells Fargo Commercial Mortgage Trust, Ser C26, Cl AS |
|
|
|
|
|
|
|
|
3.580%, 02/15/2048 |
|
|
1,840 |
|
|
|
1,764 |
|
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1 |
|
|
|
|
|
|
|
|
4.173%, 05/25/2035(B) |
|
|
1,270 |
|
|
|
949 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B |
|
|
|
|
|
|
|
|
4.723%, 03/15/2047(B) |
|
|
110 |
|
|
|
109 |
|
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |
|
|
|
|
|
|
|
|
4.213%, 08/15/2047(B) |
|
|
300 |
|
|
|
271 |
|
WFRBS Commercial Mortgage Trust, Ser C22, Cl B |
|
|
|
|
|
|
|
|
4.371%, 09/15/2057(B) |
|
|
245 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
190,482 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $1,525,323) ($ Thousands) |
|
|
|
|
|
|
1,470,318 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 28.7% |
Communication Services — 2.4% |
|
|
|
|
Alphabet |
|
|
|
|
|
|
|
|
1.900%, 08/15/2040 |
|
|
250 |
|
|
|
173 |
|
1.100%, 08/15/2030 |
|
|
240 |
|
|
|
199 |
|
AT&T |
|
|
|
|
|
|
|
|
5.550%, 08/15/2041 |
|
|
130 |
|
|
|
131 |
|
5.400%, 02/15/2034 |
|
|
1,497 |
|
|
|
1,544 |
|
5.350%, 09/01/2040 |
|
|
130 |
|
|
|
128 |
|
5.150%, 03/15/2042 |
|
|
25 |
|
|
|
24 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.850%, 03/01/2039 |
|
$ |
750 |
|
|
$ |
718 |
|
4.500%, 05/15/2035 |
|
|
370 |
|
|
|
351 |
|
4.350%, 06/15/2045 |
|
|
350 |
|
|
|
302 |
|
3.800%, 02/15/2027 |
|
|
318 |
|
|
|
310 |
|
3.800%, 12/01/2057 |
|
|
1,105 |
|
|
|
822 |
|
3.650%, 09/15/2059 |
|
|
416 |
|
|
|
298 |
|
3.550%, 09/15/2055 |
|
|
2,088 |
|
|
|
1,501 |
|
3.500%, 06/01/2041 |
|
|
282 |
|
|
|
224 |
|
3.500%, 09/15/2053 |
|
|
2,461 |
|
|
|
1,786 |
|
2.550%, 12/01/2033 |
|
|
290 |
|
|
|
236 |
|
2.300%, 06/01/2027 |
|
|
750 |
|
|
|
696 |
|
2.250%, 02/01/2032 |
|
|
60 |
|
|
|
50 |
|
1.700%, 03/25/2026 |
|
|
1,135 |
|
|
|
1,062 |
|
1.650%, 02/01/2028 |
|
|
20 |
|
|
|
18 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (D) |
|
|
250 |
|
|
|
220 |
|
4.500%, 08/15/2030 (D) |
|
|
50 |
|
|
|
45 |
|
4.500%, 05/01/2032 |
|
|
1,240 |
|
|
|
1,062 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.834%, 10/23/2055 |
|
|
70 |
|
|
|
70 |
|
6.484%, 10/23/2045 |
|
|
110 |
|
|
|
108 |
|
6.384%, 10/23/2035 |
|
|
10 |
|
|
|
10 |
|
6.150%, 11/10/2026 |
|
|
1,871 |
|
|
|
1,913 |
|
5.750%, 04/01/2048 |
|
|
1,097 |
|
|
|
974 |
|
5.500%, 04/01/2063 |
|
|
320 |
|
|
|
267 |
|
5.375%, 04/01/2038 |
|
|
663 |
|
|
|
598 |
|
5.375%, 05/01/2047 |
|
|
191 |
|
|
|
162 |
|
5.250%, 04/01/2053 |
|
|
1,000 |
|
|
|
838 |
|
5.125%, 07/01/2049 |
|
|
160 |
|
|
|
130 |
|
4.908%, 07/23/2025 |
|
|
1,924 |
|
|
|
1,906 |
|
4.800%, 03/01/2050 |
|
|
3,110 |
|
|
|
2,407 |
|
4.400%, 04/01/2033 (E) |
|
|
800 |
|
|
|
738 |
|
4.200%, 03/15/2028 |
|
|
1,263 |
|
|
|
1,213 |
|
3.750%, 02/15/2028 |
|
|
85 |
|
|
|
80 |
|
3.500%, 06/01/2041 |
|
|
152 |
|
|
|
107 |
|
3.500%, 03/01/2042 |
|
|
1,138 |
|
|
|
792 |
|
Comcast |
|
|
|
|
|
|
|
|
7.050%, 03/15/2033 |
|
|
90 |
|
|
|
105 |
|
5.350%, 11/15/2027 |
|
|
580 |
|
|
|
599 |
|
4.950%, 10/15/2058 |
|
|
60 |
|
|
|
59 |
|
4.400%, 08/15/2035 |
|
|
1,770 |
|
|
|
1,707 |
|
4.250%, 10/15/2030 |
|
|
730 |
|
|
|
719 |
|
4.200%, 08/15/2034 |
|
|
220 |
|
|
|
210 |
|
4.150%, 10/15/2028 |
|
|
2,220 |
|
|
|
2,189 |
|
4.000%, 08/15/2047 |
|
|
90 |
|
|
|
76 |
|
4.000%, 03/01/2048 |
|
|
70 |
|
|
|
59 |
|
3.999%, 11/01/2049 |
|
|
259 |
|
|
|
216 |
|
3.969%, 11/01/2047 |
|
|
418 |
|
|
|
351 |
|
3.950%, 10/15/2025 |
|
|
90 |
|
|
|
89 |
|
3.750%, 04/01/2040 |
|
|
200 |
|
|
|
172 |
|
3.450%, 02/01/2050 |
|
|
140 |
|
|
|
107 |
|
3.400%, 04/01/2030 |
|
|
280 |
|
|
|
262 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.400%, 07/15/2046 |
|
$ |
60 |
|
|
$ |
46 |
|
3.300%, 04/01/2027 |
|
|
190 |
|
|
|
183 |
|
3.250%, 11/01/2039 |
|
|
60 |
|
|
|
49 |
|
3.150%, 03/01/2026 |
|
|
390 |
|
|
|
379 |
|
2.987%, 11/01/2063 |
|
|
330 |
|
|
|
213 |
|
2.937%, 11/01/2056 |
|
|
122 |
|
|
|
80 |
|
2.887%, 11/01/2051 |
|
|
410 |
|
|
|
277 |
|
2.800%, 01/15/2051 |
|
|
280 |
|
|
|
187 |
|
1.500%, 02/15/2031 |
|
|
1,420 |
|
|
|
1,164 |
|
Discovery Communications |
|
|
|
|
|
|
|
|
4.000%, 09/15/2055 |
|
|
309 |
|
|
|
220 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
120 |
|
|
|
84 |
|
5.875%, 11/15/2024 |
|
|
410 |
|
|
|
384 |
|
5.750%, 12/01/2028 (D) |
|
|
30 |
|
|
|
24 |
|
5.250%, 12/01/2026 (D) |
|
|
170 |
|
|
|
146 |
|
5.125%, 06/01/2029 |
|
|
280 |
|
|
|
144 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
390 |
|
|
|
422 |
|
5.476%, 01/25/2039 |
|
|
520 |
|
|
|
506 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
5.750%, 05/15/2063 |
|
|
557 |
|
|
|
610 |
|
5.600%, 05/15/2053 |
|
|
1,412 |
|
|
|
1,530 |
|
Paramount Global |
|
|
|
|
|
|
|
|
6.875%, 04/30/2036 |
|
|
620 |
|
|
|
629 |
|
5.900%, 10/15/2040 |
|
|
455 |
|
|
|
412 |
|
4.950%, 05/19/2050 |
|
|
357 |
|
|
|
289 |
|
SES GLOBAL Americas Holdings |
|
|
|
|
|
|
|
|
5.300%, 03/25/2044 (D) |
|
|
1,200 |
|
|
|
936 |
|
Sprint Spectrum |
|
|
|
|
|
|
|
|
5.152%, 03/20/2028 (D) |
|
|
3,019 |
|
|
|
3,006 |
|
4.738%, 03/20/2025 (D) |
|
|
1,914 |
|
|
|
1,897 |
|
Take-Two Interactive Software |
|
|
|
|
|
|
|
|
4.000%, 04/14/2032 |
|
|
1,265 |
|
|
|
1,201 |
|
Telefonica Emisiones |
|
|
|
|
|
|
|
|
5.213%, 03/08/2047 |
|
|
150 |
|
|
|
139 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.750%, 01/15/2034 |
|
|
584 |
|
|
|
619 |
|
5.050%, 07/15/2033 |
|
|
733 |
|
|
|
739 |
|
4.950%, 03/15/2028 |
|
|
586 |
|
|
|
594 |
|
4.800%, 07/15/2028 |
|
|
587 |
|
|
|
592 |
|
4.500%, 04/15/2050 |
|
|
600 |
|
|
|
530 |
|
3.875%, 04/15/2030 |
|
|
1,955 |
|
|
|
1,854 |
|
3.750%, 04/15/2027 |
|
|
3,135 |
|
|
|
3,041 |
|
3.500%, 04/15/2025 |
|
|
1,910 |
|
|
|
1,870 |
|
3.500%, 04/15/2031 |
|
|
710 |
|
|
|
649 |
|
3.400%, 10/15/2052 |
|
|
1,230 |
|
|
|
896 |
|
3.375%, 04/15/2029 |
|
|
270 |
|
|
|
251 |
|
2.875%, 02/15/2031 |
|
|
240 |
|
|
|
211 |
|
2.700%, 03/15/2032 |
|
|
70 |
|
|
|
60 |
|
2.625%, 02/15/2029 |
|
|
330 |
|
|
|
297 |
|
2.550%, 02/15/2031 |
|
|
1,132 |
|
|
|
975 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.250%, 02/15/2026 |
|
$ |
717 |
|
|
$ |
679 |
|
1.500%, 02/15/2026 |
|
|
198 |
|
|
|
184 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
5.500%, 03/16/2047 |
|
|
60 |
|
|
|
63 |
|
5.250%, 03/16/2037 |
|
|
805 |
|
|
|
838 |
|
4.862%, 08/21/2046 |
|
|
50 |
|
|
|
48 |
|
4.500%, 08/10/2033 |
|
|
500 |
|
|
|
488 |
|
4.400%, 11/01/2034 |
|
|
2,062 |
|
|
|
1,984 |
|
4.329%, 09/21/2028 |
|
|
1,106 |
|
|
|
1,094 |
|
4.016%, 12/03/2029 |
|
|
714 |
|
|
|
690 |
|
4.000%, 03/22/2050 |
|
|
140 |
|
|
|
116 |
|
3.875%, 02/08/2029 |
|
|
210 |
|
|
|
204 |
|
3.850%, 11/01/2042 |
|
|
610 |
|
|
|
511 |
|
3.400%, 03/22/2041 |
|
|
130 |
|
|
|
103 |
|
3.150%, 03/22/2030 |
|
|
360 |
|
|
|
329 |
|
3.000%, 03/22/2027 |
|
|
140 |
|
|
|
133 |
|
2.650%, 11/20/2040 |
|
|
800 |
|
|
|
576 |
|
2.625%, 08/15/2026 |
|
|
1,000 |
|
|
|
952 |
|
2.550%, 03/21/2031 |
|
|
779 |
|
|
|
672 |
|
2.355%, 03/15/2032 |
|
|
878 |
|
|
|
730 |
|
2.100%, 03/22/2028 |
|
|
400 |
|
|
|
362 |
|
1.750%, 01/20/2031 |
|
|
410 |
|
|
|
337 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.750%, 07/15/2031 (D) |
|
|
630 |
|
|
|
562 |
|
Vodafone Group |
|
|
|
|
|
|
|
|
4.875%, 06/19/2049 |
|
|
216 |
|
|
|
196 |
|
Walt Disney |
|
|
|
|
|
|
|
|
6.650%, 11/15/2037 |
|
|
235 |
|
|
|
276 |
|
6.200%, 12/15/2034 |
|
|
65 |
|
|
|
73 |
|
3.500%, 05/13/2040 |
|
|
790 |
|
|
|
665 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
|
390 |
|
|
|
390 |
|
5.391%, 03/15/2062 |
|
|
273 |
|
|
|
234 |
|
5.141%, 03/15/2052 |
|
|
6,048 |
|
|
|
5,191 |
|
5.050%, 03/15/2042 |
|
|
2,981 |
|
|
|
2,628 |
|
4.279%, 03/15/2032 |
|
|
1,240 |
|
|
|
1,135 |
|
4.054%, 03/15/2029 |
|
|
270 |
|
|
|
256 |
|
3.755%, 03/15/2027 |
|
|
200 |
|
|
|
192 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
82,359 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.3% |
|
|
|
|
ADT Security |
|
|
|
|
|
|
|
|
4.125%, 08/01/2029 (D) |
|
|
20 |
|
|
|
18 |
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
500 |
|
|
|
514 |
|
4.250%, 08/22/2057 |
|
|
110 |
|
|
|
101 |
|
3.875%, 08/22/2037 |
|
|
1,290 |
|
|
|
1,197 |
|
3.600%, 04/13/2032 |
|
|
1,240 |
|
|
|
1,181 |
|
3.450%, 04/13/2029 |
|
|
310 |
|
|
|
300 |
|
3.300%, 04/13/2027 |
|
|
150 |
|
|
|
146 |
|
3.150%, 08/22/2027 |
|
|
680 |
|
|
|
653 |
|
2.800%, 08/22/2024 |
|
|
245 |
|
|
|
241 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.500%, 06/03/2050 |
|
$ |
550 |
|
|
$ |
366 |
|
2.100%, 05/12/2031 |
|
|
300 |
|
|
|
259 |
|
1.500%, 06/03/2030 |
|
|
350 |
|
|
|
296 |
|
1.200%, 06/03/2027 |
|
|
672 |
|
|
|
606 |
|
AutoZone |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 |
|
|
470 |
|
|
|
499 |
|
Comcast |
|
|
|
|
|
|
|
|
4.049%, 11/01/2052 |
|
|
285 |
|
|
|
240 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
4.500%, 11/15/2031 (D) |
|
|
1,200 |
|
|
|
907 |
|
4.125%, 12/01/2030 (D) |
|
|
590 |
|
|
|
449 |
|
3.375%, 02/15/2031 (D) |
|
|
200 |
|
|
|
146 |
|
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 (E) |
|
|
380 |
|
|
|
383 |
|
5.291%, 12/08/2046 (E) |
|
|
99 |
|
|
|
88 |
|
3.250%, 02/12/2032 |
|
|
480 |
|
|
|
399 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
890 |
|
|
|
956 |
|
5.125%, 06/16/2025 |
|
|
400 |
|
|
|
395 |
|
5.113%, 05/03/2029 |
|
|
420 |
|
|
|
408 |
|
4.950%, 05/28/2027 |
|
|
850 |
|
|
|
829 |
|
4.125%, 08/17/2027 |
|
|
200 |
|
|
|
189 |
|
4.000%, 11/13/2030 |
|
|
470 |
|
|
|
422 |
|
3.815%, 11/02/2027 |
|
|
261 |
|
|
|
244 |
|
3.810%, 01/09/2024 |
|
|
300 |
|
|
|
300 |
|
3.625%, 06/17/2031 |
|
|
380 |
|
|
|
328 |
|
2.900%, 02/16/2028 |
|
|
200 |
|
|
|
179 |
|
2.900%, 02/10/2029 |
|
|
1,192 |
|
|
|
1,044 |
|
General Motors |
|
|
|
|
|
|
|
|
6.600%, 04/01/2036 |
|
|
40 |
|
|
|
43 |
|
6.250%, 10/02/2043 |
|
|
260 |
|
|
|
265 |
|
6.125%, 10/01/2025 |
|
|
320 |
|
|
|
324 |
|
5.950%, 04/01/2049 |
|
|
80 |
|
|
|
78 |
|
5.600%, 10/15/2032 |
|
|
150 |
|
|
|
154 |
|
5.150%, 04/01/2038 |
|
|
240 |
|
|
|
227 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
6.100%, 01/07/2034 |
|
|
285 |
|
|
|
293 |
|
5.800%, 01/07/2029 |
|
|
858 |
|
|
|
878 |
|
5.000%, 04/09/2027 |
|
|
180 |
|
|
|
180 |
|
4.350%, 01/17/2027 |
|
|
110 |
|
|
|
108 |
|
Hanesbrands |
|
|
|
|
|
|
|
|
4.875%, 05/15/2026 (D) |
|
|
210 |
|
|
|
203 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
6.500%, 03/10/2028 (D) |
|
|
441 |
|
|
|
458 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.750%, 05/01/2028 (D) |
|
|
150 |
|
|
|
150 |
|
5.375%, 05/01/2025 (D) |
|
|
460 |
|
|
|
459 |
|
Home Depot |
|
|
|
|
|
|
|
|
4.250%, 04/01/2046 |
|
|
48 |
|
|
|
43 |
|
3.900%, 12/06/2028 |
|
|
40 |
|
|
|
39 |
|
3.900%, 06/15/2047 |
|
|
60 |
|
|
|
52 |
|
3.750%, 02/15/2024 |
|
|
66 |
|
|
|
66 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.350%, 04/15/2050 |
|
$ |
710 |
|
|
$ |
552 |
|
3.300%, 04/15/2040 |
|
|
350 |
|
|
|
289 |
|
2.700%, 04/15/2030 |
|
|
320 |
|
|
|
292 |
|
2.500%, 04/15/2027 |
|
|
280 |
|
|
|
264 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.500%, 01/16/2029 (D) |
|
|
667 |
|
|
|
704 |
|
5.950%, 09/21/2026 (D) |
|
|
820 |
|
|
|
834 |
|
5.700%, 06/26/2030 (D) |
|
|
286 |
|
|
|
293 |
|
5.600%, 03/30/2028 (D) |
|
|
919 |
|
|
|
933 |
|
5.500%, 03/30/2026 (D) |
|
|
302 |
|
|
|
303 |
|
Hyundai Capital America MTN |
|
|
|
|
|
|
|
|
1.300%, 01/08/2026 (D) |
|
|
557 |
|
|
|
514 |
|
0.800%, 01/08/2024 (D) |
|
|
232 |
|
|
|
232 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.200%, 08/08/2024 |
|
|
1,980 |
|
|
|
1,941 |
|
2.900%, 06/25/2025 |
|
|
210 |
|
|
|
202 |
|
Lennar |
|
|
|
|
|
|
|
|
4.750%, 11/29/2027 |
|
|
410 |
|
|
|
409 |
|
4.500%, 04/30/2024 |
|
|
140 |
|
|
|
139 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.850%, 04/01/2063 |
|
|
147 |
|
|
|
154 |
|
5.750%, 07/01/2053 |
|
|
295 |
|
|
|
313 |
|
5.625%, 04/15/2053 |
|
|
999 |
|
|
|
1,047 |
|
5.000%, 04/15/2040 |
|
|
725 |
|
|
|
705 |
|
4.500%, 04/15/2030 |
|
|
200 |
|
|
|
199 |
|
4.250%, 04/01/2052 |
|
|
554 |
|
|
|
469 |
|
McDonald's |
|
|
|
|
|
|
|
|
5.450%, 08/14/2053 |
|
|
269 |
|
|
|
286 |
|
4.800%, 08/14/2028 |
|
|
585 |
|
|
|
595 |
|
McDonald's MTN |
|
|
|
|
|
|
|
|
4.875%, 12/09/2045 |
|
|
260 |
|
|
|
255 |
|
4.700%, 12/09/2035 |
|
|
201 |
|
|
|
199 |
|
4.450%, 03/01/2047 |
|
|
240 |
|
|
|
220 |
|
4.450%, 09/01/2048 |
|
|
72 |
|
|
|
67 |
|
4.200%, 04/01/2050 |
|
|
530 |
|
|
|
469 |
|
3.800%, 04/01/2028 |
|
|
170 |
|
|
|
166 |
|
3.700%, 01/30/2026 |
|
|
220 |
|
|
|
216 |
|
3.625%, 09/01/2049 |
|
|
180 |
|
|
|
144 |
|
3.600%, 07/01/2030 |
|
|
290 |
|
|
|
275 |
|
3.500%, 03/01/2027 |
|
|
510 |
|
|
|
496 |
|
3.500%, 07/01/2027 |
|
|
200 |
|
|
|
194 |
|
1.450%, 09/01/2025 |
|
|
80 |
|
|
|
76 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
30 |
|
|
|
28 |
|
Mercedes-Benz Finance North America |
|
|
|
|
|
|
|
|
2.700%, 06/14/2024 (D) |
|
|
595 |
|
|
|
587 |
|
Newell Brands |
|
|
|
|
|
|
|
|
5.200%, 04/01/2026 |
|
|
110 |
|
|
|
108 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
230 |
|
|
|
188 |
|
3.250%, 03/27/2040 |
|
|
210 |
|
|
|
176 |
|
2.850%, 03/27/2030 |
|
|
150 |
|
|
|
138 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.750%, 03/27/2027 |
|
$ |
410 |
|
|
$ |
391 |
|
Nissan Motor |
|
|
|
|
|
|
|
|
4.345%, 09/17/2027 (D) |
|
|
1,100 |
|
|
|
1,052 |
|
3.522%, 09/17/2025 (D) |
|
|
1,190 |
|
|
|
1,146 |
|
O'Reilly Automotive |
|
|
|
|
|
|
|
|
5.750%, 11/20/2026 |
|
|
215 |
|
|
|
220 |
|
Sands China |
|
|
|
|
|
|
|
|
5.650%, 08/08/2028 |
|
|
320 |
|
|
|
317 |
|
5.375%, 08/08/2025 |
|
|
1,580 |
|
|
|
1,558 |
|
4.300%, 01/08/2026 |
|
|
420 |
|
|
|
403 |
|
3.100%, 03/08/2029 |
|
|
690 |
|
|
|
602 |
|
2.550%, 03/08/2027 |
|
|
460 |
|
|
|
418 |
|
Starbucks |
|
|
|
|
|
|
|
|
3.500%, 11/15/2050 |
|
|
435 |
|
|
|
338 |
|
3.350%, 03/12/2050 |
|
|
120 |
|
|
|
89 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.700%, 11/27/2030 |
|
|
576 |
|
|
|
606 |
|
7.350%, 11/27/2028 |
|
|
142 |
|
|
|
149 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
530 |
|
|
|
547 |
|
6.750%, 06/15/2039 |
|
|
10 |
|
|
|
10 |
|
6.550%, 05/01/2037 |
|
|
268 |
|
|
|
264 |
|
5.875%, 11/15/2040 |
|
|
1,405 |
|
|
|
1,272 |
|
5.500%, 09/01/2041 |
|
|
1,599 |
|
|
|
1,383 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
270 |
|
|
|
313 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (D) |
|
|
250 |
|
|
|
242 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (D) |
|
|
380 |
|
|
|
364 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
|
500 |
|
|
|
463 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
7.125%, 02/15/2031 (D) |
|
|
310 |
|
|
|
323 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,444 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.6% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
6.875%, 11/01/2033 |
|
|
817 |
|
|
|
899 |
|
6.200%, 02/14/2059 |
|
|
76 |
|
|
|
80 |
|
5.950%, 02/14/2049 |
|
|
960 |
|
|
|
978 |
|
5.800%, 02/14/2039 |
|
|
630 |
|
|
|
642 |
|
4.800%, 02/14/2029 |
|
|
28 |
|
|
|
28 |
|
4.400%, 02/14/2026 |
|
|
514 |
|
|
|
509 |
|
3.875%, 09/16/2046 |
|
|
240 |
|
|
|
180 |
|
3.400%, 02/04/2041 |
|
|
600 |
|
|
|
439 |
|
2.450%, 02/04/2032 |
|
|
770 |
|
|
|
628 |
|
2.350%, 05/06/2025 |
|
|
130 |
|
|
|
125 |
|
Anheuser-Busch |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
2,140 |
|
|
|
2,098 |
|
4.700%, 02/01/2036 |
|
|
895 |
|
|
|
892 |
|
3.650%, 02/01/2026 |
|
|
338 |
|
|
|
332 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.800%, 01/23/2059 |
|
$ |
218 |
|
|
$ |
244 |
|
5.550%, 01/23/2049 |
|
|
475 |
|
|
|
511 |
|
5.450%, 01/23/2039 |
|
|
645 |
|
|
|
680 |
|
4.750%, 01/23/2029 |
|
|
120 |
|
|
|
122 |
|
4.375%, 04/15/2038 |
|
|
378 |
|
|
|
359 |
|
4.350%, 06/01/2040 |
|
|
560 |
|
|
|
523 |
|
4.000%, 04/13/2028 |
|
|
160 |
|
|
|
158 |
|
3.500%, 06/01/2030 |
|
|
200 |
|
|
|
190 |
|
Bacardi |
|
|
|
|
|
|
|
|
5.400%, 06/15/2033 (D) |
|
|
1,515 |
|
|
|
1,523 |
|
4.450%, 05/15/2025 (D) |
|
|
1,545 |
|
|
|
1,523 |
|
BAT Capital |
|
|
|
|
|
|
|
|
5.650%, 03/16/2052 |
|
|
590 |
|
|
|
533 |
|
5.282%, 04/02/2050 |
|
|
1,260 |
|
|
|
1,080 |
|
4.758%, 09/06/2049 |
|
|
81 |
|
|
|
64 |
|
4.540%, 08/15/2047 |
|
|
2,583 |
|
|
|
1,983 |
|
4.390%, 08/15/2037 |
|
|
61 |
|
|
|
51 |
|
3.734%, 09/25/2040 |
|
|
10 |
|
|
|
7 |
|
3.557%, 08/15/2027 |
|
|
791 |
|
|
|
755 |
|
3.222%, 08/15/2024 |
|
|
97 |
|
|
|
96 |
|
Bunge Finance |
|
|
|
|
|
|
|
|
1.630%, 08/17/2025 |
|
|
303 |
|
|
|
286 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
2.500%, 06/01/2040 |
|
|
20 |
|
|
|
15 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
5.250%, 11/15/2048 |
|
|
613 |
|
|
|
607 |
|
4.350%, 05/09/2027 |
|
|
320 |
|
|
|
317 |
|
3.600%, 05/09/2024 |
|
|
230 |
|
|
|
229 |
|
2.250%, 08/01/2031 |
|
|
80 |
|
|
|
67 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
3.000%, 05/18/2027 |
|
|
284 |
|
|
|
273 |
|
2.750%, 05/18/2024 |
|
|
183 |
|
|
|
181 |
|
1.600%, 04/20/2030 |
|
|
450 |
|
|
|
386 |
|
1.375%, 06/20/2027 |
|
|
780 |
|
|
|
708 |
|
General Mills |
|
|
|
|
|
|
|
|
5.500%, 10/17/2028 |
|
|
660 |
|
|
|
684 |
|
Haleon US Capital |
|
|
|
|
|
|
|
|
3.625%, 03/24/2032 |
|
|
490 |
|
|
|
452 |
|
3.375%, 03/24/2027 |
|
|
410 |
|
|
|
395 |
|
3.375%, 03/24/2029 |
|
|
290 |
|
|
|
274 |
|
Imperial Brands Finance |
|
|
|
|
|
|
|
|
3.500%, 07/26/2026 (D) |
|
|
635 |
|
|
|
606 |
|
3.125%, 07/26/2024 (D) |
|
|
2,250 |
|
|
|
2,212 |
|
J M Smucker |
|
|
|
|
|
|
|
|
6.500%, 11/15/2043 |
|
|
143 |
|
|
|
159 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
7.250%, 11/15/2053 (D) |
|
|
316 |
|
|
|
343 |
|
6.750%, 03/15/2034 (D) |
|
|
2,282 |
|
|
|
2,404 |
|
6.500%, 12/01/2052 |
|
|
1,915 |
|
|
|
1,926 |
|
3.000%, 02/02/2029 |
|
|
1,205 |
|
|
|
1,060 |
|
3.000%, 05/15/2032 |
|
|
1,520 |
|
|
|
1,238 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Kenvue |
|
|
|
|
|
|
|
|
5.050%, 03/22/2028 |
|
$ |
587 |
|
|
$ |
602 |
|
5.050%, 03/22/2053 |
|
|
376 |
|
|
|
389 |
|
4.900%, 03/22/2033 |
|
|
560 |
|
|
|
577 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
4.500%, 04/15/2052 |
|
|
555 |
|
|
|
507 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
7.125%, 08/01/2039 (D) |
|
|
10 |
|
|
|
12 |
|
6.875%, 01/26/2039 |
|
|
40 |
|
|
|
46 |
|
6.750%, 03/15/2032 |
|
|
10 |
|
|
|
11 |
|
5.200%, 07/15/2045 |
|
|
360 |
|
|
|
352 |
|
5.000%, 06/04/2042 |
|
|
120 |
|
|
|
116 |
|
4.875%, 10/01/2049 |
|
|
60 |
|
|
|
57 |
|
4.625%, 10/01/2039 |
|
|
10 |
|
|
|
9 |
|
4.375%, 06/01/2046 |
|
|
160 |
|
|
|
140 |
|
4.250%, 03/01/2031 |
|
|
110 |
|
|
|
108 |
|
3.000%, 06/01/2026 |
|
|
380 |
|
|
|
365 |
|
Mars |
|
|
|
|
|
|
|
|
3.200%, 04/01/2030 (D) |
|
|
210 |
|
|
|
194 |
|
2.375%, 07/16/2040 (D) |
|
|
300 |
|
|
|
215 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
660 |
|
|
|
629 |
|
PepsiCo |
|
|
|
|
|
|
|
|
5.125%, 11/10/2026 |
|
|
1,125 |
|
|
|
1,149 |
|
2.625%, 03/19/2027 |
|
|
50 |
|
|
|
47 |
|
1.625%, 05/01/2030 |
|
|
440 |
|
|
|
375 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.750%, 11/17/2032 |
|
|
150 |
|
|
|
157 |
|
5.625%, 09/07/2033 |
|
|
1,095 |
|
|
|
1,144 |
|
5.500%, 09/07/2030 |
|
|
414 |
|
|
|
429 |
|
5.375%, 02/15/2033 |
|
|
1,558 |
|
|
|
1,598 |
|
5.250%, 09/07/2028 |
|
|
634 |
|
|
|
652 |
|
5.125%, 11/17/2027 |
|
|
78 |
|
|
|
79 |
|
5.125%, 02/15/2030 |
|
|
1,420 |
|
|
|
1,443 |
|
5.000%, 11/17/2025 |
|
|
624 |
|
|
|
626 |
|
4.875%, 02/15/2028 |
|
|
1,273 |
|
|
|
1,287 |
|
4.500%, 03/20/2042 |
|
|
130 |
|
|
|
117 |
|
2.100%, 05/01/2030 |
|
|
290 |
|
|
|
249 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.250%, 07/01/2033 |
|
|
780 |
|
|
|
802 |
|
3.500%, 03/01/2032 |
|
|
350 |
|
|
|
296 |
|
Procter & Gamble |
|
|
|
|
|
|
|
|
3.000%, 03/25/2030 |
|
|
240 |
|
|
|
225 |
|
Reckitt Benckiser Treasury Services |
|
|
|
|
|
|
|
|
2.750%, 06/26/2024 (D) |
|
|
830 |
|
|
|
818 |
|
Reynolds American |
|
|
|
|
|
|
|
|
8.125%, 05/01/2040 |
|
|
570 |
|
|
|
653 |
|
7.250%, 06/15/2037 |
|
|
390 |
|
|
|
423 |
|
5.850%, 08/15/2045 |
|
|
3,140 |
|
|
|
2,939 |
|
Walmart |
|
|
|
|
|
|
|
|
4.500%, 04/15/2053 |
|
|
287 |
|
|
|
279 |
|
4.100%, 04/15/2033 |
|
|
737 |
|
|
|
730 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.300%, 04/22/2024 |
|
$ |
60 |
|
|
$ |
60 |
|
1.800%, 09/22/2031 |
|
|
110 |
|
|
|
93 |
|
1.500%, 09/22/2028 |
|
|
230 |
|
|
|
205 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,258 |
|
| |
|
|
|
|
|
|
|
|
Corporate Obligation — 0.1% |
|
|
|
|
Banco Santander |
|
|
|
|
|
|
|
|
6.938%, 11/07/2033 |
|
|
600 |
|
|
|
666 |
|
6.607%, 11/07/2028 |
|
|
800 |
|
|
|
852 |
|
6.527%, H15T1Y + 1.650%, 11/07/2027 (B) |
|
|
800 |
|
|
|
827 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D) |
|
|
1,770 |
|
|
|
1,849 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,194 |
|
| |
|
|
|
|
|
|
|
|
Energy — 2.7% |
|
|
|
|
Aker BP |
|
|
|
|
|
|
|
|
6.000%, 06/13/2033 (D) |
|
|
950 |
|
|
|
987 |
|
5.600%, 06/13/2028 (D) |
|
|
886 |
|
|
|
903 |
|
Apache |
|
|
|
|
|
|
|
|
7.750%, 12/15/2029 |
|
|
140 |
|
|
|
151 |
|
5.350%, 07/01/2049 |
|
|
230 |
|
|
|
191 |
|
5.250%, 02/01/2042 |
|
|
90 |
|
|
|
75 |
|
5.100%, 09/01/2040 |
|
|
205 |
|
|
|
176 |
|
4.750%, 04/15/2043 |
|
|
390 |
|
|
|
307 |
|
4.250%, 01/15/2044 |
|
|
890 |
|
|
|
636 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
4.893%, 09/11/2033 |
|
|
715 |
|
|
|
728 |
|
4.812%, 02/13/2033 |
|
|
2,747 |
|
|
|
2,770 |
|
3.633%, 04/06/2030 |
|
|
320 |
|
|
|
306 |
|
3.410%, 02/11/2026 |
|
|
1,110 |
|
|
|
1,084 |
|
3.119%, 05/04/2026 |
|
|
230 |
|
|
|
222 |
|
3.001%, 03/17/2052 |
|
|
351 |
|
|
|
246 |
|
3.000%, 02/24/2050 |
|
|
940 |
|
|
|
665 |
|
Cameron LNG |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (D) |
|
|
660 |
|
|
|
562 |
|
2.902%, 07/15/2031 (D) |
|
|
140 |
|
|
|
123 |
|
Canadian Natural Resources |
|
|
|
|
|
|
|
|
6.450%, 06/30/2033 |
|
|
50 |
|
|
|
53 |
|
Cheniere Corpus Christi Holdings |
|
|
|
|
|
|
|
|
3.700%, 11/15/2029 |
|
|
938 |
|
|
|
886 |
|
Cheniere Energy |
|
|
|
|
|
|
|
|
4.625%, 10/15/2028 |
|
|
260 |
|
|
|
254 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
100 |
|
|
|
91 |
|
3.250%, 01/31/2032 |
|
|
530 |
|
|
|
451 |
|
Chevron |
|
|
|
|
|
|
|
|
2.895%, 03/03/2024 |
|
|
560 |
|
|
|
557 |
|
1.995%, 05/11/2027 |
|
|
180 |
|
|
|
167 |
|
Chevron USA |
|
|
|
|
|
|
|
|
3.850%, 01/15/2028 |
|
|
200 |
|
|
|
197 |
|
3.250%, 10/15/2029 |
|
|
50 |
|
|
|
48 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (D) |
|
$ |
220 |
|
|
$ |
242 |
|
6.036%, 11/15/2033 (D) |
|
|
940 |
|
|
|
985 |
|
Conoco Funding |
|
|
|
|
|
|
|
|
7.250%, 10/15/2031 |
|
|
180 |
|
|
|
207 |
|
ConocoPhillips |
|
|
|
|
|
|
|
|
5.900%, 10/15/2032 |
|
|
10 |
|
|
|
11 |
|
5.900%, 05/15/2038 |
|
|
420 |
|
|
|
452 |
|
4.150%, 11/15/2034 |
|
|
280 |
|
|
|
262 |
|
Continental Resources |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 (D) |
|
|
370 |
|
|
|
368 |
|
4.900%, 06/01/2044 |
|
|
80 |
|
|
|
65 |
|
4.375%, 01/15/2028 |
|
|
520 |
|
|
|
503 |
|
3.800%, 06/01/2024 |
|
|
200 |
|
|
|
198 |
|
2.268%, 11/15/2026 (D) |
|
|
2,070 |
|
|
|
1,905 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
780 |
|
|
|
757 |
|
3.900%, 05/15/2027 |
|
|
970 |
|
|
|
938 |
|
DCP Midstream Operating |
|
|
|
|
|
|
|
|
6.450%, 11/03/2036 (D) |
|
|
110 |
|
|
|
117 |
|
Devon Energy |
|
|
|
|
|
|
|
|
7.875%, 09/30/2031 |
|
|
660 |
|
|
|
768 |
|
5.875%, 06/15/2028 |
|
|
40 |
|
|
|
40 |
|
5.850%, 12/15/2025 |
|
|
50 |
|
|
|
51 |
|
5.600%, 07/15/2041 |
|
|
920 |
|
|
|
889 |
|
5.250%, 10/15/2027 |
|
|
46 |
|
|
|
46 |
|
5.000%, 06/15/2045 |
|
|
1,232 |
|
|
|
1,088 |
|
4.750%, 05/15/2042 |
|
|
187 |
|
|
|
163 |
|
4.500%, 01/15/2030 |
|
|
304 |
|
|
|
292 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
6.250%, 03/15/2033 |
|
|
1,870 |
|
|
|
1,998 |
|
6.250%, 03/15/2053 |
|
|
746 |
|
|
|
795 |
|
4.250%, 03/15/2052 |
|
|
87 |
|
|
|
70 |
|
3.500%, 12/01/2029 |
|
|
500 |
|
|
|
465 |
|
3.250%, 12/01/2026 |
|
|
30 |
|
|
|
29 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
1,276 |
|
|
|
1,008 |
|
5.375%, 06/26/2026 |
|
|
200 |
|
|
|
196 |
|
4.625%, 11/02/2031 |
|
|
160 |
|
|
|
136 |
|
Enbridge |
|
|
|
|
|
|
|
|
6.700%, 11/15/2053 |
|
|
635 |
|
|
|
738 |
|
6.200%, 11/15/2030 |
|
|
433 |
|
|
|
463 |
|
6.000%, 11/15/2028 |
|
|
433 |
|
|
|
455 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
9.669%, US0003M + 4.028%(B)(F) |
|
|
90 |
|
|
|
86 |
|
7.125%, H15T5Y + 5.306%(B)(F) |
|
|
580 |
|
|
|
535 |
|
6.750%, H15T5Y + 5.134%(B)(F) |
|
|
500 |
|
|
|
477 |
|
6.500%, H15T5Y + 5.694%(B)(F) |
|
|
200 |
|
|
|
190 |
|
6.400%, 12/01/2030 |
|
|
2,620 |
|
|
|
2,801 |
|
6.250%, 04/15/2049 |
|
|
130 |
|
|
|
134 |
|
6.125%, 12/15/2045 |
|
|
235 |
|
|
|
237 |
|
6.100%, 12/01/2028 |
|
|
689 |
|
|
|
725 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.750%, 02/15/2033 |
|
$ |
1,069 |
|
|
$ |
1,102 |
|
5.500%, 06/01/2027 |
|
|
118 |
|
|
|
119 |
|
5.400%, 10/01/2047 |
|
|
1,239 |
|
|
|
1,155 |
|
5.350%, 05/15/2045 |
|
|
465 |
|
|
|
432 |
|
5.300%, 04/01/2044 |
|
|
640 |
|
|
|
589 |
|
5.300%, 04/15/2047 |
|
|
761 |
|
|
|
698 |
|
5.250%, 04/15/2029 |
|
|
1,165 |
|
|
|
1,174 |
|
5.000%, 05/15/2050 |
|
|
840 |
|
|
|
749 |
|
4.950%, 05/15/2028 |
|
|
547 |
|
|
|
544 |
|
4.950%, 06/15/2028 |
|
|
180 |
|
|
|
179 |
|
4.400%, 03/15/2027 |
|
|
130 |
|
|
|
127 |
|
4.000%, 10/01/2027 |
|
|
600 |
|
|
|
578 |
|
3.750%, 05/15/2030 |
|
|
1,250 |
|
|
|
1,161 |
|
Enterprise Products Operating |
|
|
|
|
|
|
|
|
7.550%, 04/15/2038 |
|
|
40 |
|
|
|
49 |
|
6.650%, 10/15/2034 |
|
|
220 |
|
|
|
252 |
|
5.700%, 02/15/2042 |
|
|
40 |
|
|
|
42 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (B) |
|
|
150 |
|
|
|
134 |
|
4.850%, 03/15/2044 |
|
|
430 |
|
|
|
413 |
|
4.800%, 02/01/2049 |
|
|
60 |
|
|
|
57 |
|
4.150%, 10/16/2028 |
|
|
1,605 |
|
|
|
1,585 |
|
3.950%, 01/31/2060 |
|
|
220 |
|
|
|
178 |
|
3.700%, 01/31/2051 |
|
|
270 |
|
|
|
215 |
|
3.125%, 07/31/2029 |
|
|
170 |
|
|
|
159 |
|
2.800%, 01/31/2030 |
|
|
540 |
|
|
|
488 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
450 |
|
|
|
442 |
|
4.375%, 04/15/2030 |
|
|
120 |
|
|
|
119 |
|
4.150%, 01/15/2026 |
|
|
340 |
|
|
|
337 |
|
3.900%, 04/01/2035 |
|
|
390 |
|
|
|
359 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
5.500%, 07/15/2028 |
|
|
30 |
|
|
|
30 |
|
EQT |
|
|
|
|
|
|
|
|
6.125%, 02/01/2025 |
|
|
17 |
|
|
|
17 |
|
5.000%, 01/15/2029 |
|
|
150 |
|
|
|
149 |
|
3.900%, 10/01/2027 |
|
|
1,020 |
|
|
|
976 |
|
3.625%, 05/15/2031 (D) |
|
|
320 |
|
|
|
286 |
|
3.125%, 05/15/2026 (D) |
|
|
10 |
|
|
|
9 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
60 |
|
|
|
55 |
|
4.114%, 03/01/2046 |
|
|
533 |
|
|
|
475 |
|
3.482%, 03/19/2030 |
|
|
460 |
|
|
|
437 |
|
3.452%, 04/15/2051 |
|
|
200 |
|
|
|
157 |
|
Galaxy Pipeline Assets Bidco |
|
|
|
|
|
|
|
|
2.940%, 09/30/2040 (D) |
|
|
244 |
|
|
|
201 |
|
2.625%, 03/31/2036 (D) |
|
|
458 |
|
|
|
378 |
|
2.160%, 03/31/2034 (D) |
|
|
612 |
|
|
|
530 |
|
1.750%, 09/30/2027 (D) |
|
|
579 |
|
|
|
544 |
|
Halliburton |
|
|
|
|
|
|
|
|
5.000%, 11/15/2045 |
|
|
80 |
|
|
|
78 |
|
4.850%, 11/15/2035 |
|
|
60 |
|
|
|
59 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hess |
|
|
|
|
|
|
|
|
6.000%, 01/15/2040 |
|
$ |
880 |
|
|
$ |
957 |
|
5.800%, 04/01/2047 |
|
|
770 |
|
|
|
830 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
5.875%, 04/01/2026 |
|
|
620 |
|
|
|
626 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
5.750%, 04/19/2047 (D) |
|
|
340 |
|
|
|
297 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
5.550%, 06/01/2045 |
|
|
300 |
|
|
|
289 |
|
5.200%, 03/01/2048 |
|
|
455 |
|
|
|
415 |
|
5.050%, 02/15/2046 |
|
|
170 |
|
|
|
152 |
|
4.300%, 06/01/2025 |
|
|
510 |
|
|
|
503 |
|
4.300%, 03/01/2028 |
|
|
150 |
|
|
|
148 |
|
Kinder Morgan Energy Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2044 |
|
|
415 |
|
|
|
392 |
|
5.400%, 09/01/2044 |
|
|
20 |
|
|
|
19 |
|
MEG Energy |
|
|
|
|
|
|
|
|
5.875%, 02/01/2029 (D) |
|
|
80 |
|
|
|
78 |
|
MPLX |
|
|
|
|
|
|
|
|
5.650%, 03/01/2053 |
|
|
158 |
|
|
|
156 |
|
5.500%, 02/15/2049 |
|
|
280 |
|
|
|
271 |
|
5.000%, 03/01/2033 |
|
|
884 |
|
|
|
866 |
|
4.950%, 03/14/2052 |
|
|
1,705 |
|
|
|
1,517 |
|
4.875%, 12/01/2024 |
|
|
320 |
|
|
|
318 |
|
4.800%, 02/15/2029 |
|
|
330 |
|
|
|
328 |
|
4.700%, 04/15/2048 |
|
|
430 |
|
|
|
370 |
|
4.500%, 04/15/2038 |
|
|
520 |
|
|
|
463 |
|
Northwest Pipeline |
|
|
|
|
|
|
|
|
4.000%, 04/01/2027 |
|
|
219 |
|
|
|
216 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
610 |
|
|
|
694 |
|
7.500%, 05/01/2031 |
|
|
870 |
|
|
|
976 |
|
6.950%, 07/01/2024 |
|
|
136 |
|
|
|
136 |
|
6.600%, 03/15/2046 |
|
|
360 |
|
|
|
390 |
|
6.450%, 09/15/2036 |
|
|
280 |
|
|
|
296 |
|
5.550%, 03/15/2026 |
|
|
110 |
|
|
|
111 |
|
4.625%, 06/15/2045 |
|
|
280 |
|
|
|
220 |
|
4.400%, 04/15/2046 |
|
|
120 |
|
|
|
98 |
|
4.200%, 03/15/2048 |
|
|
170 |
|
|
|
134 |
|
4.100%, 02/15/2047 |
|
|
600 |
|
|
|
432 |
|
3.400%, 04/15/2026 |
|
|
270 |
|
|
|
258 |
|
3.000%, 02/15/2027 |
|
|
300 |
|
|
|
278 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
1,560 |
|
|
|
1,746 |
|
6.050%, 09/01/2033 |
|
|
500 |
|
|
|
530 |
|
5.800%, 11/01/2030 |
|
|
290 |
|
|
|
301 |
|
5.550%, 11/01/2026 |
|
|
180 |
|
|
|
183 |
|
Parsley Energy |
|
|
|
|
|
|
|
|
4.125%, 02/15/2028 (D) |
|
|
60 |
|
|
|
58 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (D) |
|
|
300 |
|
|
|
315 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
6.850%, 06/05/2115 |
|
$ |
790 |
|
|
$ |
744 |
|
6.250%, 03/17/2024 |
|
|
1,394 |
|
|
|
1,393 |
|
5.299%, 01/27/2025 |
|
|
1,278 |
|
|
|
1,271 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
6.625%, 06/15/2035 |
|
|
475 |
|
|
|
365 |
|
6.375%, 01/23/2045 |
|
|
1,555 |
|
|
|
1,013 |
|
4.875%, 01/18/2024 |
|
|
32 |
|
|
|
32 |
|
2.460%, 12/15/2025 |
|
|
369 |
|
|
|
356 |
|
2.378%, 04/15/2025 |
|
|
152 |
|
|
|
146 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.875%, 08/04/2026 |
|
|
120 |
|
|
|
117 |
|
6.750%, 09/21/2047 |
|
|
1,452 |
|
|
|
950 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
1.300%, 02/15/2026 |
|
|
405 |
|
|
|
376 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
660 |
|
|
|
561 |
|
1.900%, 08/15/2030 |
|
|
240 |
|
|
|
204 |
|
1.125%, 01/15/2026 |
|
|
110 |
|
|
|
102 |
|
Range Resources |
|
|
|
|
|
|
|
|
4.875%, 05/15/2025 |
|
|
120 |
|
|
|
119 |
|
Reliance Industries |
|
|
|
|
|
|
|
|
3.625%, 01/12/2052 (D) |
|
|
870 |
|
|
|
637 |
|
2.875%, 01/12/2032 (D) |
|
|
320 |
|
|
|
274 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.950%, 07/15/2029 (D) |
|
|
1,600 |
|
|
|
1,530 |
|
Sabine Pass Liquefaction |
|
|
|
|
|
|
|
|
5.750%, 05/15/2024 |
|
|
258 |
|
|
|
258 |
|
5.000%, 03/15/2027 |
|
|
1,265 |
|
|
|
1,270 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (D) |
|
|
475 |
|
|
|
461 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
4.550%, 08/12/2043 |
|
|
280 |
|
|
|
264 |
|
4.375%, 05/11/2045 |
|
|
470 |
|
|
|
431 |
|
4.125%, 05/11/2035 |
|
|
1,356 |
|
|
|
1,291 |
|
3.250%, 04/06/2050 |
|
|
840 |
|
|
|
631 |
|
2.750%, 04/06/2030 |
|
|
440 |
|
|
|
402 |
|
Southern Natural Gas |
|
|
|
|
|
|
|
|
8.000%, 03/01/2032 |
|
|
170 |
|
|
|
198 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
5.375%, 02/01/2029 |
|
|
20 |
|
|
|
19 |
|
5.375%, 03/15/2030 |
|
|
80 |
|
|
|
78 |
|
4.750%, 02/01/2032 |
|
|
190 |
|
|
|
176 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
6.000%, 12/31/2030 (D) |
|
|
20 |
|
|
|
19 |
|
Targa Resources |
|
|
|
|
|
|
|
|
4.200%, 02/01/2033 |
|
|
250 |
|
|
|
230 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2030 |
|
|
130 |
|
|
|
130 |
|
5.000%, 01/15/2028 |
|
|
100 |
|
|
|
99 |
|
4.875%, 02/01/2031 |
|
|
370 |
|
|
|
359 |
|
4.000%, 01/15/2032 |
|
|
40 |
|
|
|
37 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Tennessee Gas Pipeline |
|
|
|
|
|
|
|
|
8.375%, 06/15/2032 |
|
$ |
1,140 |
|
|
$ |
1,327 |
|
2.900%, 03/01/2030 (D) |
|
|
1,560 |
|
|
|
1,374 |
|
TransCanada PipeLines |
|
|
|
|
|
|
|
|
4.625%, 03/01/2034 |
|
|
965 |
|
|
|
914 |
|
Transcontinental Gas Pipe Line |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
60 |
|
|
|
63 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
3.875%, 11/01/2033 (D) |
|
|
290 |
|
|
|
246 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.500%, 08/15/2048 |
|
|
244 |
|
|
|
218 |
|
5.300%, 03/01/2048 |
|
|
162 |
|
|
|
141 |
|
5.250%, 02/01/2050 |
|
|
210 |
|
|
|
188 |
|
4.650%, 07/01/2026 |
|
|
40 |
|
|
|
39 |
|
4.500%, 03/01/2028 |
|
|
60 |
|
|
|
58 |
|
4.050%, 02/01/2030 |
|
|
1,200 |
|
|
|
1,122 |
|
3.100%, 02/01/2025 |
|
|
390 |
|
|
|
380 |
|
Williams |
|
|
|
|
|
|
|
|
7.750%, 06/15/2031 |
|
|
841 |
|
|
|
942 |
|
7.500%, 01/15/2031 |
|
|
100 |
|
|
|
113 |
|
5.750%, 06/24/2044 |
|
|
51 |
|
|
|
52 |
|
5.400%, 03/04/2044 |
|
|
84 |
|
|
|
81 |
|
3.750%, 06/15/2027 |
|
|
1,044 |
|
|
|
1,006 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
93,712 |
|
| |
|
|
|
|
|
|
|
|
Financials — 10.7% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
|
360 |
|
|
|
353 |
|
Agree |
|
|
|
|
|
|
|
|
4.800%, 10/01/2032 |
|
|
276 |
|
|
|
261 |
|
American Express |
|
|
|
|
|
|
|
|
6.489%, SOFRRATE + 1.940%, 10/30/2031 (B) |
|
|
436 |
|
|
|
473 |
|
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B) |
|
|
5,222 |
|
|
|
5,282 |
|
5.282%, SOFRINDX + 1.280%, 07/27/2029 (B) |
|
|
1,163 |
|
|
|
1,187 |
|
4.050%, 05/03/2029 |
|
|
530 |
|
|
|
525 |
|
3.375%, 05/03/2024 |
|
|
480 |
|
|
|
476 |
|
American International Group |
|
|
|
|
|
|
|
|
3.875%, 01/15/2035 |
|
|
210 |
|
|
|
190 |
|
American Tower |
|
|
|
|
|
|
|
|
3.125%, 01/15/2027 |
|
|
248 |
|
|
|
234 |
|
Aon |
|
|
|
|
|
|
|
|
6.250%, 09/30/2040 |
|
|
19 |
|
|
|
20 |
|
2.600%, 12/02/2031 |
|
|
2,080 |
|
|
|
1,764 |
|
Apollo Management Holdings |
|
|
|
|
|
|
|
|
4.400%, 05/27/2026 (D) |
|
|
530 |
|
|
|
519 |
|
Arthur J Gallagher |
|
|
|
|
|
|
|
|
3.050%, 03/09/2052 |
|
|
1,370 |
|
|
|
914 |
|
Athene Global Funding |
|
|
|
|
|
|
|
|
6.101%, SOFRINDX + 0.700%, 05/24/2024 (B)(D) |
|
|
2,025 |
|
|
|
2,023 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.205%, 03/08/2027 (D) |
|
$ |
635 |
|
|
$ |
583 |
|
2.950%, 11/12/2026 (D) |
|
|
1,350 |
|
|
|
1,257 |
|
1.985%, 08/19/2028 (D) |
|
|
30 |
|
|
|
26 |
|
1.608%, 06/29/2026 (D) |
|
|
1,880 |
|
|
|
1,701 |
|
Athene Holding |
|
|
|
|
|
|
|
|
4.125%, 01/12/2028 |
|
|
605 |
|
|
|
577 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
3.950%, 07/01/2024 (D) |
|
|
715 |
|
|
|
705 |
|
2.875%, 02/15/2025 (D) |
|
|
975 |
|
|
|
941 |
|
2.528%, 11/18/2027 (D) |
|
|
779 |
|
|
|
690 |
|
Banco Bilbao Vizcaya Argentaria |
|
|
|
|
|
|
|
|
7.883%, H15T1Y + 3.300%, 11/15/2034 (B) |
|
|
600 |
|
|
|
653 |
|
Banco Santander |
|
|
|
|
|
|
|
|
4.175%, H15T1Y + 2.000%, 03/24/2028 (B) |
|
|
200 |
|
|
|
192 |
|
2.746%, 05/28/2025 |
|
|
1,200 |
|
|
|
1,158 |
|
1.722%, H15T1Y + 0.900%, 09/14/2027 (B) |
|
|
390 |
|
|
|
353 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B) |
|
|
1,608 |
|
|
|
1,641 |
|
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B) |
|
|
1,125 |
|
|
|
1,178 |
|
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B) |
|
|
2,250 |
|
|
|
2,322 |
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B) |
|
|
2,289 |
|
|
|
2,294 |
|
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B) |
|
|
2,350 |
|
|
|
2,240 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (B) |
|
|
3,281 |
|
|
|
3,090 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B) |
|
|
530 |
|
|
|
457 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B) |
|
|
2,465 |
|
|
|
2,044 |
|
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B) |
|
|
415 |
|
|
|
339 |
|
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B) |
|
|
5,339 |
|
|
|
4,891 |
|
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B) |
|
|
5,025 |
|
|
|
4,649 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
|
830 |
|
|
|
814 |
|
4.450%, 03/03/2026 |
|
|
1,157 |
|
|
|
1,144 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B) |
|
|
1,140 |
|
|
|
1,114 |
|
4.330%, TSFR3M + 1.782%, 03/15/2050 (B) |
|
|
260 |
|
|
|
229 |
|
4.250%, 10/22/2026 |
|
|
80 |
|
|
|
78 |
|
4.244%, TSFR3M + 2.076%, 04/24/2038 (B) |
|
|
179 |
|
|
|
162 |
|
4.200%, 08/26/2024 |
|
|
1,530 |
|
|
|
1,516 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 01/22/2024 |
|
$ |
290 |
|
|
$ |
290 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (B) |
|
|
1,630 |
|
|
|
1,371 |
|
4.000%, 04/01/2024 |
|
|
1,309 |
|
|
|
1,304 |
|
4.000%, 01/22/2025 |
|
|
1,070 |
|
|
|
1,056 |
|
3.974%, TSFR3M + 1.472%, 02/07/2030 (B) |
|
|
1,900 |
|
|
|
1,798 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (B) |
|
|
625 |
|
|
|
597 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (B) |
|
|
631 |
|
|
|
606 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (B) |
|
|
1,364 |
|
|
|
1,294 |
|
3.500%, 04/19/2026 |
|
|
780 |
|
|
|
759 |
|
3.093%, TSFR3M + 1.352%, 10/01/2025 (B) |
|
|
1,925 |
|
|
|
1,887 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B) |
|
|
690 |
|
|
|
587 |
|
2.884%, TSFR3M + 1.452%, 10/22/2030 (B) |
|
|
265 |
|
|
|
235 |
|
2.496%, TSFR3M + 1.252%, 02/13/2031 (B) |
|
|
695 |
|
|
|
597 |
|
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B) |
|
|
5,495 |
|
|
|
4,843 |
|
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B) |
|
|
720 |
|
|
|
669 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
|
880 |
|
|
|
844 |
|
Bank of New York Mellon |
|
|
|
|
|
|
|
|
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B) |
|
|
1,085 |
|
|
|
1,077 |
|
3.400%, 05/15/2024 |
|
|
530 |
|
|
|
525 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
3.250%, 09/11/2024 |
|
|
100 |
|
|
|
98 |
|
1.600%, 04/24/2025 |
|
|
260 |
|
|
|
250 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.900%, H15T5Y + 4.551%(B)(F) |
|
|
510 |
|
|
|
487 |
|
4.588%, H15T5Y + 2.050%, 05/04/2037 (B) |
|
|
390 |
|
|
|
349 |
|
1.300%, 06/11/2025 |
|
|
480 |
|
|
|
455 |
|
Barclays |
|
|
|
|
|
|
|
|
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B) |
|
|
757 |
|
|
|
810 |
|
6.490%, SOFRRATE + 2.220%, 09/13/2029 (B) |
|
|
879 |
|
|
|
915 |
|
6.224%, SOFRRATE + 2.980%, 05/09/2034 (B) |
|
|
919 |
|
|
|
953 |
|
5.088%, US0003M + 3.054%, 06/20/2030 (B) |
|
|
1,630 |
|
|
|
1,578 |
|
4.375%, 01/12/2026 |
|
|
2,270 |
|
|
|
2,239 |
|
Barclays MTN |
|
|
|
|
|
|
|
|
4.972%, US0003M + 1.902%, 05/16/2029 (B) |
|
|
310 |
|
|
|
304 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Berkshire Hathaway Finance |
|
|
|
|
|
|
|
|
4.250%, 01/15/2049 |
|
$ |
870 |
|
|
$ |
811 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.335%, H15T1Y + 1.500%, 06/12/2029 (B)(D) |
|
|
1,183 |
|
|
|
1,200 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D) |
|
|
1,670 |
|
|
|
1,682 |
|
4.705%, TSFR3M + 2.497%, 01/10/2025 (B)(D) |
|
|
690 |
|
|
|
690 |
|
4.625%, 03/13/2027 (D) |
|
|
200 |
|
|
|
196 |
|
4.400%, 08/14/2028 (D) |
|
|
1,087 |
|
|
|
1,058 |
|
3.375%, 01/09/2025 (D) |
|
|
290 |
|
|
|
284 |
|
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D) |
|
|
600 |
|
|
|
573 |
|
BNP Paribas MTN |
|
|
|
|
|
|
|
|
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D) |
|
|
400 |
|
|
|
374 |
|
3.052%, SOFRRATE + 1.507%, 01/13/2031 (B)(D) |
|
|
200 |
|
|
|
176 |
|
BPCE |
|
|
|
|
|
|
|
|
7.003%, SOFRRATE + 2.590%, 10/19/2034 (B)(D) |
|
|
458 |
|
|
|
498 |
|
6.714%, SOFRRATE + 2.270%, 10/19/2029 (B)(D) |
|
|
609 |
|
|
|
641 |
|
6.612%, SOFRRATE + 1.980%, 10/19/2027 (B)(D) |
|
|
891 |
|
|
|
917 |
|
5.150%, 07/21/2024 (D) |
|
|
410 |
|
|
|
406 |
|
BPCE MTN |
|
|
|
|
|
|
|
|
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D) |
|
|
1,560 |
|
|
|
1,572 |
|
Brighthouse Financial Global Funding MTN |
|
|
|
|
|
|
|
|
1.000%, 04/12/2024 (D) |
|
|
1,505 |
|
|
|
1,483 |
|
Canadian Imperial Bank of Commerce |
|
|
|
|
|
|
|
|
6.092%, 10/03/2033 |
|
|
3,803 |
|
|
|
4,058 |
|
Cantor Fitzgerald |
|
|
|
|
|
|
|
|
4.500%, 04/14/2027 (D) |
|
|
795 |
|
|
|
763 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B) |
|
|
727 |
|
|
|
799 |
|
7.149%, SOFRRATE + 2.440%, 10/29/2027 (B) |
|
|
727 |
|
|
|
755 |
|
3.273%, SOFRRATE + 1.790%, 03/01/2030 (B) |
|
|
1,850 |
|
|
|
1,652 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B) |
|
|
720 |
|
|
|
755 |
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B) |
|
|
784 |
|
|
|
827 |
|
5.875%, 08/24/2026 |
|
|
1,020 |
|
|
|
1,046 |
|
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B) |
|
|
1,330 |
|
|
|
1,364 |
|
Chubb INA Holdings |
|
|
|
|
|
|
|
|
3.350%, 05/03/2026 |
|
|
200 |
|
|
|
195 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.150%, 03/15/2025 |
|
$ |
74 |
|
|
$ |
72 |
|
CI Financial |
|
|
|
|
|
|
|
|
4.100%, 06/15/2051 |
|
|
1,020 |
|
|
|
599 |
|
3.200%, 12/17/2030 |
|
|
1,255 |
|
|
|
991 |
|
Citadel |
|
|
|
|
|
|
|
|
4.875%, 01/15/2027 (D) |
|
|
660 |
|
|
|
643 |
|
Citibank |
|
|
|
|
|
|
|
|
5.803%, 09/29/2028 |
|
|
1,465 |
|
|
|
1,530 |
|
5.488%, 12/04/2026 |
|
|
1,195 |
|
|
|
1,216 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
1,064 |
|
|
|
1,370 |
|
6.675%, 09/13/2043 |
|
|
70 |
|
|
|
79 |
|
6.625%, 06/15/2032 |
|
|
100 |
|
|
|
109 |
|
6.300%, TSFR3M + 3.685%(B)(F) |
|
|
300 |
|
|
|
296 |
|
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B) |
|
|
1,097 |
|
|
|
1,135 |
|
5.950%, TSFR3M + 4.167%(B)(F) |
|
|
590 |
|
|
|
578 |
|
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B) |
|
|
2,720 |
|
|
|
2,740 |
|
5.500%, 09/13/2025 |
|
|
690 |
|
|
|
693 |
|
5.300%, 05/06/2044 |
|
|
225 |
|
|
|
216 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B) |
|
|
370 |
|
|
|
362 |
|
4.750%, 05/18/2046 |
|
|
100 |
|
|
|
89 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B) |
|
|
340 |
|
|
|
337 |
|
4.650%, 07/30/2045 |
|
|
903 |
|
|
|
820 |
|
4.450%, 09/29/2027 |
|
|
1,005 |
|
|
|
982 |
|
4.412%, SOFRRATE + 3.914%, 03/31/2031 (B) |
|
|
1,210 |
|
|
|
1,157 |
|
4.400%, 06/10/2025 |
|
|
1,080 |
|
|
|
1,066 |
|
4.300%, 11/20/2026 |
|
|
240 |
|
|
|
235 |
|
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 |
|
|
|
1,765 |
|
3.878%, TSFR3M + 1.430%, 01/24/2039 (B) |
|
|
59 |
|
|
|
51 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B) |
|
|
970 |
|
|
|
872 |
|
3.352%, TSFR3M + 1.158%, 04/24/2025 (B) |
|
|
125 |
|
|
|
124 |
|
3.300%, 04/27/2025 |
|
|
120 |
|
|
|
117 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B) |
|
|
350 |
|
|
|
340 |
|
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B) |
|
|
2,660 |
|
|
|
2,269 |
|
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B) |
|
|
715 |
|
|
|
637 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B) |
|
|
1,575 |
|
|
|
1,345 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B) |
|
$ |
2,295 |
|
|
$ |
1,915 |
|
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B) |
|
|
360 |
|
|
|
297 |
|
1.462%, SOFRRATE + 0.770%, 06/09/2027 (B) |
|
|
370 |
|
|
|
339 |
|
Constellation Insurance |
|
|
|
|
|
|
|
|
5.550%, 01/24/2030 (D) |
|
|
625 |
|
|
|
592 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
5.564%, H15T1Y + 1.400%, 02/28/2029 (B)(D) |
|
|
2,147 |
|
|
|
2,180 |
|
4.375%, 08/04/2025 |
|
|
1,780 |
|
|
|
1,748 |
|
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D) |
|
|
1,790 |
|
|
|
1,607 |
|
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D) |
|
|
420 |
|
|
|
400 |
|
Credit Agricole MTN |
|
|
|
|
|
|
|
|
4.000%, USSW5 + 1.644%, 01/10/2033 (B)(D) |
|
|
250 |
|
|
|
231 |
|
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D) |
|
|
400 |
|
|
|
380 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
1,220 |
|
|
|
1,247 |
|
7.500%, 02/15/2028 |
|
|
1,240 |
|
|
|
1,358 |
|
2.950%, 04/09/2025 |
|
|
520 |
|
|
|
504 |
|
Credit Suisse NY MTN |
|
|
|
|
|
|
|
|
3.700%, 02/21/2025 |
|
|
1,320 |
|
|
|
1,293 |
|
CTR Partnership |
|
|
|
|
|
|
|
|
3.875%, 06/30/2028 (D) |
|
|
90 |
|
|
|
82 |
|
Danske Bank |
|
|
|
|
|
|
|
|
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D) |
|
|
1,115 |
|
|
|
1,123 |
|
5.375%, 01/12/2024 (D) |
|
|
650 |
|
|
|
650 |
|
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D) |
|
|
220 |
|
|
|
214 |
|
Danske Bank MTN |
|
|
|
|
|
|
|
|
6.259%, H15T1Y + 1.180%, 09/22/2026 (B)(D) |
|
|
250 |
|
|
|
254 |
|
4.375%, 06/12/2028 (D) |
|
|
200 |
|
|
|
193 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B) |
|
|
730 |
|
|
|
769 |
|
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B) |
|
|
1,178 |
|
|
|
967 |
|
DNB Bank |
|
|
|
|
|
|
|
|
1.605%, H15T1Y + 0.680%, 03/30/2028 (B)(D) |
|
|
2,065 |
|
|
|
1,840 |
|
F&G Global Funding |
|
|
|
|
|
|
|
|
1.750%, 06/30/2026 (D) |
|
|
810 |
|
|
|
733 |
|
Farmers Exchange Capital |
|
|
|
|
|
|
|
|
7.200%, 07/15/2048 (D) |
|
|
1,021 |
|
|
|
1,025 |
|
7.050%, 07/15/2028 (D) |
|
|
1,000 |
|
|
|
1,023 |
|
| |
|
|
|
|
|
|
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 |
|
|
$ |
1,626 |
|
Federal Realty Investment Trust |
|
|
|
|
|
|
|
|
3.950%, 01/15/2024 |
|
|
351 |
|
|
|
351 |
|
Fiserv |
|
|
|
|
|
|
|
|
5.625%, 08/21/2033 |
|
|
1,150 |
|
|
|
1,205 |
|
5.600%, 03/02/2033 |
|
|
1,460 |
|
|
|
1,524 |
|
5.375%, 08/21/2028 |
|
|
875 |
|
|
|
900 |
|
Global Payments |
|
|
|
|
|
|
|
|
5.950%, 08/15/2052 |
|
|
305 |
|
|
|
311 |
|
Goldman Sachs Capital II |
|
|
|
|
|
|
|
|
6.406%, TSFR3M + 1.029%(B)(F) |
|
|
10 |
|
|
|
8 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
6.750%, 10/01/2037 |
|
|
30 |
|
|
|
33 |
|
6.250%, 02/01/2041 |
|
|
1,050 |
|
|
|
1,171 |
|
5.859%, SOFRRATE + 0.486%, 10/21/2024 (B) |
|
|
1,370 |
|
|
|
1,368 |
|
5.150%, 05/22/2045 |
|
|
820 |
|
|
|
793 |
|
4.750%, 10/21/2045 |
|
|
370 |
|
|
|
351 |
|
4.250%, 10/21/2025 |
|
|
850 |
|
|
|
834 |
|
4.223%, TSFR3M + 1.563%, 05/01/2029 (B) |
|
|
1,300 |
|
|
|
1,258 |
|
3.814%, TSFR3M + 1.420%, 04/23/2029 (B) |
|
|
350 |
|
|
|
332 |
|
3.750%, 02/25/2026 |
|
|
345 |
|
|
|
337 |
|
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 |
|
|
|
528 |
|
3.500%, 11/16/2026 |
|
|
900 |
|
|
|
867 |
|
3.272%, TSFR3M + 1.463%, 09/29/2025 (B) |
|
|
1,130 |
|
|
|
1,111 |
|
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B) |
|
|
120 |
|
|
|
92 |
|
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B) |
|
|
260 |
|
|
|
190 |
|
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B) |
|
|
1,305 |
|
|
|
1,087 |
|
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B) |
|
|
3,420 |
|
|
|
2,810 |
|
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B) |
|
|
5,645 |
|
|
|
5,120 |
|
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B) |
|
|
1,150 |
|
|
|
1,060 |
|
Goldman Sachs Group MTN |
|
|
|
|
|
|
|
|
4.000%, 03/03/2024 |
|
|
690 |
|
|
|
688 |
|
3.850%, 07/08/2024 |
|
|
330 |
|
|
|
327 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (D) |
|
|
190 |
|
|
|
179 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.875%, 05/01/2025 |
|
|
15 |
|
|
|
14 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.400%, 03/15/2030 |
|
$ |
170 |
|
|
$ |
140 |
|
HSBC Bank USA |
|
|
|
|
|
|
|
|
7.000%, 01/15/2039 |
|
|
275 |
|
|
|
318 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B) |
|
|
1,843 |
|
|
|
2,022 |
|
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B) |
|
|
570 |
|
|
|
614 |
|
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B) |
|
|
1,535 |
|
|
|
1,556 |
|
4.762%, SOFRRATE + 2.530%, 03/29/2033 (B) |
|
|
420 |
|
|
|
391 |
|
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B) |
|
|
220 |
|
|
|
217 |
|
4.583%, TSFR3M + 1.796%, 06/19/2029 (B) |
|
|
494 |
|
|
|
479 |
|
4.375%, 11/23/2026 |
|
|
345 |
|
|
|
337 |
|
4.300%, 03/08/2026 |
|
|
1,710 |
|
|
|
1,681 |
|
4.250%, 03/14/2024 |
|
|
510 |
|
|
|
508 |
|
4.250%, 08/18/2025 |
|
|
560 |
|
|
|
547 |
|
3.973%, TSFR3M + 1.872%, 05/22/2030 (B) |
|
|
1,587 |
|
|
|
1,482 |
|
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B) |
|
|
395 |
|
|
|
330 |
|
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B) |
|
|
370 |
|
|
|
306 |
|
2.206%, SOFRRATE + 1.285%, 08/17/2029 (B) |
|
|
295 |
|
|
|
258 |
|
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B) |
|
|
2,640 |
|
|
|
2,513 |
|
2.013%, SOFRRATE + 1.732%, 09/22/2028 (B) |
|
|
1,705 |
|
|
|
1,518 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B) |
|
|
330 |
|
|
|
314 |
|
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B) |
|
|
815 |
|
|
|
748 |
|
ILFC E-Capital Trust II |
|
|
|
|
|
|
|
|
3.320%, TSFR3M + 2.062%, 12/21/2065 (B)(D) |
|
|
400 |
|
|
|
310 |
|
ING Groep |
|
|
|
|
|
|
|
|
6.114%, SOFRRATE + 2.090%, 09/11/2034 (B) |
|
|
605 |
|
|
|
634 |
|
6.083%, SOFRRATE + 1.560%, 09/11/2027 (B) |
|
|
878 |
|
|
|
896 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
150 |
|
|
|
149 |
|
4.600%, 03/15/2033 |
|
|
710 |
|
|
|
704 |
|
1.850%, 09/15/2032 |
|
|
1,470 |
|
|
|
1,178 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (D) |
|
|
2,320 |
|
|
|
2,296 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
2.000%, 08/15/2031 |
|
|
1,546 |
|
|
|
1,230 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Jackson Financial |
|
|
|
|
|
|
|
|
3.125%, 11/23/2031 |
|
$ |
1,405 |
|
|
$ |
1,183 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
8.750%, 09/01/2030 |
|
|
970 |
|
|
|
1,164 |
|
6.189%, TSFR3M + 0.812%, 02/01/2027 (B) |
|
|
1,590 |
|
|
|
1,507 |
|
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B) |
|
|
1,910 |
|
|
|
1,938 |
|
4.950%, 06/01/2045 |
|
|
430 |
|
|
|
411 |
|
4.452%, TSFR3M + 1.592%, 12/05/2029 (B) |
|
|
300 |
|
|
|
294 |
|
4.260%, TSFR3M + 1.842%, 02/22/2048 (B) |
|
|
84 |
|
|
|
74 |
|
4.250%, 10/01/2027 |
|
|
720 |
|
|
|
712 |
|
4.203%, TSFR3M + 1.522%, 07/23/2029 (B) |
|
|
800 |
|
|
|
777 |
|
3.882%, TSFR3M + 1.622%, 07/24/2038 (B) |
|
|
325 |
|
|
|
288 |
|
3.875%, 09/10/2024 |
|
|
1,140 |
|
|
|
1,127 |
|
3.625%, 05/13/2024 |
|
|
230 |
|
|
|
229 |
|
3.625%, 12/01/2027 |
|
|
230 |
|
|
|
221 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B) |
|
|
130 |
|
|
|
93 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (B) |
|
|
300 |
|
|
|
264 |
|
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 |
|
|
|
760 |
|
2.580%, TSFR3M + 1.250%, 04/22/2032 (B) |
|
|
165 |
|
|
|
140 |
|
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B) |
|
|
1,380 |
|
|
|
1,151 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B) |
|
|
450 |
|
|
|
389 |
|
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B) |
|
|
1,190 |
|
|
|
1,160 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B) |
|
|
830 |
|
|
|
795 |
|
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B) |
|
|
1,285 |
|
|
|
1,139 |
|
2.005%, TSFR3M + 1.585%, 03/13/2026 (B) |
|
|
660 |
|
|
|
634 |
|
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B) |
|
|
1,750 |
|
|
|
1,423 |
|
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B) |
|
|
4,640 |
|
|
|
4,282 |
|
1.561%, SOFRRATE + 0.605%, 12/10/2025 (B) |
|
|
2,070 |
|
|
|
1,993 |
|
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B) |
|
|
400 |
|
|
|
370 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
0.969%, TSFR3M + 0.580%, 06/23/2025 (B) |
|
$ |
3,475 |
|
|
$ |
3,394 |
|
KeyBank MTN |
|
|
|
|
|
|
|
|
5.000%, 01/26/2033 |
|
|
419 |
|
|
|
392 |
|
KKR Group Finance II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2043 (D)(E) |
|
|
80 |
|
|
|
76 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
4.375%, 03/22/2028 |
|
|
390 |
|
|
|
381 |
|
4.344%, 01/09/2048 |
|
|
200 |
|
|
|
161 |
|
3.870%, H15T1Y + 3.500%, 07/09/2025 (B) |
|
|
1,190 |
|
|
|
1,179 |
|
1.627%, H15T1Y + 0.850%, 05/11/2027 (B) |
|
|
2,000 |
|
|
|
1,832 |
|
M&T Bank |
|
|
|
|
|
|
|
|
7.413%, SOFRRATE + 2.800%, 10/30/2029 (B) |
|
|
596 |
|
|
|
641 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.729%, 10/15/2070 (D) |
|
|
88 |
|
|
|
60 |
|
Mercury General |
|
|
|
|
|
|
|
|
4.400%, 03/15/2027 |
|
|
935 |
|
|
|
892 |
|
MetLife |
|
|
|
|
|
|
|
|
6.400%, 12/15/2036 |
|
|
420 |
|
|
|
433 |
|
5.700%, 06/15/2035 |
|
|
15 |
|
|
|
16 |
|
MetLife Capital Trust IV |
|
|
|
|
|
|
|
|
7.875%, 12/15/2037 (D) |
|
|
800 |
|
|
|
859 |
|
Metropolitan Life Global Funding I |
|
|
|
|
|
|
|
|
3.450%, 12/18/2026 (D) |
|
|
1,955 |
|
|
|
1,882 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
5.150%, 03/28/2033 (D) |
|
|
700 |
|
|
|
712 |
|
5.000%, 01/06/2026 (D) |
|
|
660 |
|
|
|
662 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
5.719%, H15T1Y + 1.080%, 02/20/2026 (B) |
|
|
1,760 |
|
|
|
1,767 |
|
5.063%, H15T1Y + 1.550%, 09/12/2025 (B) |
|
|
1,620 |
|
|
|
1,614 |
|
4.080%, H15T1Y + 1.300%, 04/19/2028 (B) |
|
|
400 |
|
|
|
389 |
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (B) |
|
|
380 |
|
|
|
373 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B) |
|
|
1,004 |
|
|
|
1,083 |
|
5.948%, H15T5Y + 2.430%, 01/19/2038 (B) |
|
|
585 |
|
|
|
592 |
|
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B) |
|
|
1,013 |
|
|
|
1,032 |
|
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B) |
|
|
292 |
|
|
|
293 |
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B) |
|
|
1,040 |
|
|
|
824 |
|
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B) |
|
|
770 |
|
|
|
709 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B) |
|
$ |
2,656 |
|
|
$ |
2,656 |
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B) |
|
|
292 |
|
|
|
294 |
|
4.431%, TSFR3M + 1.890%, 01/23/2030 (B) |
|
|
10 |
|
|
|
10 |
|
3.971%, US0003M + 1.455%, 07/22/2038 (B) |
|
|
119 |
|
|
|
104 |
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (B) |
|
|
1,985 |
|
|
|
1,893 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B) |
|
|
1,920 |
|
|
|
1,769 |
|
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B) |
|
|
520 |
|
|
|
454 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B) |
|
|
2,170 |
|
|
|
1,797 |
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B) |
|
|
1,300 |
|
|
|
1,249 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (B) |
|
|
915 |
|
|
|
730 |
|
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B) |
|
|
970 |
|
|
|
886 |
|
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B) |
|
|
4,860 |
|
|
|
4,677 |
|
Nasdaq |
|
|
|
|
|
|
|
|
5.550%, 02/15/2034 |
|
|
1,080 |
|
|
|
1,122 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
1.500%, 04/23/2025 (D) |
|
|
330 |
|
|
|
316 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D) |
|
|
1,375 |
|
|
|
1,279 |
|
Nationwide Mutual Insurance |
|
|
|
|
|
|
|
|
7.936%, US0003M + 2.290%, 12/15/2024 (B)(D) |
|
|
3,735 |
|
|
|
3,731 |
|
NatWest Group |
|
|
|
|
|
|
|
|
7.472%, H15T1Y + 2.850%, 11/10/2026 (B) |
|
|
1,085 |
|
|
|
1,123 |
|
4.892%, US0003M + 1.754%, 05/18/2029 (B) |
|
|
200 |
|
|
|
196 |
|
4.269%, US0003M + 1.762%, 03/22/2025 (B) |
|
|
815 |
|
|
|
812 |
|
1.642%, H15T1Y + 0.900%, 06/14/2027 (B) |
|
|
920 |
|
|
|
840 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (D) |
|
|
340 |
|
|
|
321 |
|
Northwestern Mutual Life Insurance |
|
|
|
|
|
|
|
|
3.625%, 09/30/2059 (D) |
|
|
1,112 |
|
|
|
823 |
|
Park Aerospace Holdings |
|
|
|
|
|
|
|
|
5.500%, 02/15/2024 (D) |
|
|
212 |
|
|
|
212 |
|
Physicians Realty |
|
|
|
|
|
|
|
|
2.625%, 11/01/2031 |
|
|
700 |
|
|
|
576 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PNC Bank |
|
|
|
|
|
|
|
|
3.875%, 04/10/2025 |
|
$ |
430 |
|
|
$ |
421 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B) |
|
|
1,160 |
|
|
|
1,288 |
|
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B) |
|
|
1,045 |
|
|
|
1,092 |
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B) |
|
|
250 |
|
|
|
251 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B) |
|
|
2,205 |
|
|
|
2,252 |
|
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B) |
|
|
1,375 |
|
|
|
1,345 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
2.250%, 11/21/2024 (D) |
|
|
1,465 |
|
|
|
1,424 |
|
1.250%, 06/23/2025 (D) |
|
|
160 |
|
|
|
151 |
|
Prospect Capital |
|
|
|
|
|
|
|
|
3.706%, 01/22/2026 |
|
|
395 |
|
|
|
370 |
|
Prudential Financial MTN |
|
|
|
|
|
|
|
|
5.625%, 05/12/2041 |
|
|
10 |
|
|
|
10 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
1.150%, 06/10/2025 |
|
|
460 |
|
|
|
436 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
7.660%, SOFRRATE + 3.280%, 11/09/2031 (B) |
|
|
722 |
|
|
|
781 |
|
4.500%, 07/17/2025 |
|
|
80 |
|
|
|
79 |
|
Santander UK Group Holdings |
|
|
|
|
|
|
|
|
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B) |
|
|
510 |
|
|
|
465 |
|
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B) |
|
|
1,055 |
|
|
|
959 |
|
1.532%, H15T1Y + 1.250%, 08/21/2026 (B) |
|
|
235 |
|
|
|
219 |
|
1.089%, SOFRRATE + 0.787%, 03/15/2025 (B) |
|
|
2,475 |
|
|
|
2,448 |
|
Scentre Group Trust 1 |
|
|
|
|
|
|
|
|
3.625%, 01/28/2026 (D) |
|
|
635 |
|
|
|
616 |
|
Societe Generale MTN |
|
|
|
|
|
|
|
|
7.367%, 01/10/2053 (D) |
|
|
520 |
|
|
|
549 |
|
2.625%, 01/22/2025 (D) |
|
|
735 |
|
|
|
712 |
|
State Street |
|
|
|
|
|
|
|
|
3.300%, 12/16/2024 |
|
|
70 |
|
|
|
69 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
6.850%, 12/16/2039 (D) |
|
|
124 |
|
|
|
143 |
|
4.900%, 09/15/2044 (D) |
|
|
240 |
|
|
|
227 |
|
3.300%, 05/15/2050 (D) |
|
|
2,455 |
|
|
|
1,810 |
|
The Vanguard Group |
|
|
|
|
|
|
|
|
3.050%, 08/22/2050 |
|
|
670 |
|
|
|
439 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
510 |
|
|
|
496 |
|
2.800%, 03/10/2027 |
|
|
1,300 |
|
|
|
1,227 |
|
1.150%, 06/12/2025 |
|
|
460 |
|
|
|
435 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Truist Financial MTN |
|
|
|
|
|
|
|
|
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B) |
|
$ |
1,018 |
|
|
$ |
1,100 |
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B) |
|
|
470 |
|
|
|
478 |
|
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B) |
|
|
1,590 |
|
|
|
1,557 |
|
Trust Fibra Uno |
|
|
|
|
|
|
|
|
6.390%, 01/15/2050 (D) |
|
|
344 |
|
|
|
277 |
|
UBS |
|
|
|
|
|
|
|
|
5.650%, 09/11/2028 |
|
|
649 |
|
|
|
673 |
|
4.500%, 06/26/2048 |
|
|
440 |
|
|
|
434 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(B)(D)(F) |
|
|
1,030 |
|
|
|
1,111 |
|
9.250%, H15T5Y + 4.758%(B)(D)(F) |
|
|
230 |
|
|
|
255 |
|
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D) |
|
|
3,023 |
|
|
|
3,716 |
|
7.000%, USSW5 + 4.344%(B)(D)(F) |
|
|
1,640 |
|
|
|
1,639 |
|
6.537%, SOFRRATE + 3.920%, 08/12/2033 (B)(D) |
|
|
3,755 |
|
|
|
4,007 |
|
6.373%, SOFRRATE + 3.340%, 07/15/2026 (B)(D) |
|
|
605 |
|
|
|
612 |
|
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D) |
|
|
457 |
|
|
|
484 |
|
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D) |
|
|
360 |
|
|
|
355 |
|
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D) |
|
|
320 |
|
|
|
315 |
|
4.282%, 01/09/2028 (D) |
|
|
625 |
|
|
|
605 |
|
4.253%, 03/23/2028 (D) |
|
|
350 |
|
|
|
338 |
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D) |
|
|
1,200 |
|
|
|
1,117 |
|
4.125%, 09/24/2025 (D) |
|
|
200 |
|
|
|
196 |
|
3.750%, 03/26/2025 |
|
|
1,085 |
|
|
|
1,063 |
|
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D) |
|
|
1,875 |
|
|
|
1,597 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D) |
|
|
210 |
|
|
|
172 |
|
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D) |
|
|
760 |
|
|
|
743 |
|
2.193%, SOFRRATE + 2.044%, 06/05/2026 (B)(D) |
|
|
1,070 |
|
|
|
1,018 |
|
1.305%, SOFRINDX + 0.980%, 02/02/2027 (B)(D) |
|
|
2,825 |
|
|
|
2,585 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B) |
|
|
1,065 |
|
|
|
1,097 |
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B) |
|
|
810 |
|
|
|
836 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B) |
|
|
490 |
|
|
|
503 |
|
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B) |
|
|
185 |
|
|
|
186 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B) |
|
$ |
1,905 |
|
|
$ |
1,825 |
|
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B) |
|
|
1,850 |
|
|
|
1,821 |
|
1.450%, 05/12/2025 (E) |
|
|
780 |
|
|
|
742 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B) |
|
|
70 |
|
|
|
64 |
|
WEA Finance |
|
|
|
|
|
|
|
|
4.750%, 09/17/2044 (D) |
|
|
230 |
|
|
|
164 |
|
3.750%, 09/17/2024 (D) |
|
|
990 |
|
|
|
972 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.950%, 11/15/2029 |
|
|
495 |
|
|
|
552 |
|
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B) |
|
|
1,591 |
|
|
|
1,731 |
|
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B) |
|
|
1,022 |
|
|
|
1,077 |
|
6.156%, TSFR3M + 0.762%, 01/15/2027 (B) |
|
|
1,200 |
|
|
|
1,135 |
|
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B) |
|
|
450 |
|
|
|
452 |
|
5.375%, 11/02/2043 |
|
|
400 |
|
|
|
390 |
|
3.000%, 10/23/2026 |
|
|
1,030 |
|
|
|
978 |
|
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B) |
|
|
2,760 |
|
|
|
2,645 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B) |
|
|
792 |
|
|
|
809 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B) |
|
|
620 |
|
|
|
631 |
|
5.013%, TSFR3M + 4.502%, 04/04/2051 (B) |
|
|
4,010 |
|
|
|
3,814 |
|
4.900%, 11/17/2045 |
|
|
909 |
|
|
|
826 |
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B) |
|
|
3,250 |
|
|
|
3,166 |
|
4.750%, 12/07/2046 |
|
|
700 |
|
|
|
616 |
|
4.650%, 11/04/2044 |
|
|
261 |
|
|
|
229 |
|
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B) |
|
|
292 |
|
|
|
262 |
|
4.478%, TSFR3M + 4.032%, 04/04/2031 (B) |
|
|
1,880 |
|
|
|
1,816 |
|
4.400%, 06/14/2046 |
|
|
1,370 |
|
|
|
1,151 |
|
4.150%, 01/24/2029 |
|
|
1,010 |
|
|
|
982 |
|
3.750%, 01/24/2024 |
|
|
250 |
|
|
|
250 |
|
3.584%, TSFR3M + 1.572%, 05/22/2028 (B) |
|
|
515 |
|
|
|
490 |
|
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B) |
|
|
2,930 |
|
|
|
2,795 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B) |
|
|
3,810 |
|
|
|
3,328 |
|
3.196%, TSFR3M + 1.432%, 06/17/2027 (B) |
|
|
1,550 |
|
|
|
1,482 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.879%, TSFR3M + 1.432%, 10/30/2030 (B) |
|
$ |
20 |
|
|
$ |
18 |
|
2.406%, TSFR3M + 1.087%, 10/30/2025 (B) |
|
|
1,005 |
|
|
|
978 |
|
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B) |
|
|
75 |
|
|
|
69 |
|
2.164%, TSFR3M + 1.012%, 02/11/2026 (B) |
|
|
1,695 |
|
|
|
1,631 |
|
Willis North America |
|
|
|
|
|
|
|
|
5.350%, 05/15/2033 |
|
|
1,190 |
|
|
|
1,202 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
372,050 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 2.5% |
|
|
|
|
Abbott Laboratories |
|
|
|
|
|
|
|
|
4.750%, 11/30/2036 |
|
|
552 |
|
|
|
566 |
|
1.400%, 06/30/2030 |
|
|
661 |
|
|
|
559 |
|
AbbVie |
|
|
|
|
|
|
|
|
4.875%, 11/14/2048 |
|
|
70 |
|
|
|
68 |
|
4.625%, 10/01/2042 |
|
|
38 |
|
|
|
36 |
|
4.550%, 03/15/2035 |
|
|
735 |
|
|
|
721 |
|
4.500%, 05/14/2035 |
|
|
1,144 |
|
|
|
1,119 |
|
4.250%, 11/21/2049 |
|
|
2,204 |
|
|
|
1,964 |
|
4.050%, 11/21/2039 |
|
|
312 |
|
|
|
282 |
|
3.800%, 03/15/2025 |
|
|
460 |
|
|
|
454 |
|
3.600%, 05/14/2025 |
|
|
210 |
|
|
|
206 |
|
3.200%, 11/21/2029 |
|
|
2,402 |
|
|
|
2,245 |
|
2.950%, 11/21/2026 |
|
|
380 |
|
|
|
364 |
|
2.600%, 11/21/2024 |
|
|
1,820 |
|
|
|
1,778 |
|
Aetna |
|
|
|
|
|
|
|
|
3.875%, 08/15/2047 |
|
|
90 |
|
|
|
70 |
|
Alcon Finance |
|
|
|
|
|
|
|
|
3.000%, 09/23/2029 (D) |
|
|
1,975 |
|
|
|
1,797 |
|
Amgen |
|
|
|
|
|
|
|
|
6.375%, 06/01/2037 |
|
|
910 |
|
|
|
1,007 |
|
5.650%, 03/02/2053 |
|
|
3,152 |
|
|
|
3,316 |
|
5.250%, 03/02/2025 |
|
|
865 |
|
|
|
867 |
|
5.150%, 11/15/2041 |
|
|
332 |
|
|
|
324 |
|
4.663%, 06/15/2051 |
|
|
269 |
|
|
|
244 |
|
4.400%, 05/01/2045 |
|
|
375 |
|
|
|
333 |
|
3.625%, 05/22/2024 |
|
|
130 |
|
|
|
129 |
|
3.150%, 02/21/2040 |
|
|
190 |
|
|
|
148 |
|
2.770%, 09/01/2053 |
|
|
263 |
|
|
|
169 |
|
2.000%, 01/15/2032 |
|
|
1,515 |
|
|
|
1,242 |
|
Bausch Health |
|
|
|
|
|
|
|
|
7.250%, 05/30/2029 (D) |
|
|
170 |
|
|
|
78 |
|
6.250%, 02/15/2029 (D) |
|
|
500 |
|
|
|
221 |
|
5.500%, 11/01/2025 (D) |
|
|
20 |
|
|
|
18 |
|
Bayer US Finance |
|
|
|
|
|
|
|
|
3.375%, 10/08/2024 (D) |
|
|
800 |
|
|
|
784 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.875%, 06/25/2048 (D) |
|
|
1,795 |
|
|
|
1,514 |
|
4.700%, 07/15/2064 (D) |
|
|
210 |
|
|
|
163 |
|
4.625%, 06/25/2038 (D) |
|
|
420 |
|
|
|
363 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.375%, 12/15/2028 (D) |
|
$ |
4,578 |
|
|
$ |
4,350 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
4.685%, 12/15/2044 |
|
|
264 |
|
|
|
247 |
|
3.734%, 12/15/2024 |
|
|
287 |
|
|
|
282 |
|
3.700%, 06/06/2027 |
|
|
121 |
|
|
|
117 |
|
3.363%, 06/06/2024 |
|
|
758 |
|
|
|
751 |
|
Bristol-Myers Squibb |
|
|
|
|
|
|
|
|
5.750%, 02/01/2031 |
|
|
1,105 |
|
|
|
1,183 |
|
4.550%, 02/20/2048 |
|
|
129 |
|
|
|
117 |
|
4.350%, 11/15/2047 |
|
|
51 |
|
|
|
45 |
|
3.400%, 07/26/2029 |
|
|
124 |
|
|
|
118 |
|
2.900%, 07/26/2024 |
|
|
785 |
|
|
|
774 |
|
Centene |
|
|
|
|
|
|
|
|
4.625%, 12/15/2029 |
|
|
390 |
|
|
|
374 |
|
4.250%, 12/15/2027 |
|
|
260 |
|
|
|
251 |
|
3.375%, 02/15/2030 |
|
|
230 |
|
|
|
206 |
|
3.000%, 10/15/2030 |
|
|
3,073 |
|
|
|
2,661 |
|
2.625%, 08/01/2031 |
|
|
40 |
|
|
|
33 |
|
Cigna Group |
|
|
|
|
|
|
|
|
4.900%, 12/15/2048 |
|
|
830 |
|
|
|
789 |
|
4.800%, 08/15/2038 |
|
|
500 |
|
|
|
483 |
|
4.375%, 10/15/2028 |
|
|
810 |
|
|
|
804 |
|
4.125%, 11/15/2025 |
|
|
290 |
|
|
|
286 |
|
3.400%, 03/01/2027 |
|
|
380 |
|
|
|
366 |
|
3.400%, 03/15/2050 |
|
|
120 |
|
|
|
89 |
|
3.400%, 03/15/2051 |
|
|
588 |
|
|
|
435 |
|
CommonSpirit Health |
|
|
|
|
|
|
|
|
4.350%, 11/01/2042 |
|
|
110 |
|
|
|
95 |
|
2.782%, 10/01/2030 |
|
|
1,135 |
|
|
|
984 |
|
CVS Health |
|
|
|
|
|
|
|
|
5.875%, 06/01/2053 |
|
|
202 |
|
|
|
213 |
|
5.125%, 02/21/2030 |
|
|
1,375 |
|
|
|
1,396 |
|
5.125%, 07/20/2045 |
|
|
670 |
|
|
|
634 |
|
5.050%, 03/25/2048 |
|
|
2,090 |
|
|
|
1,955 |
|
5.000%, 02/20/2026 |
|
|
1,295 |
|
|
|
1,301 |
|
4.780%, 03/25/2038 |
|
|
565 |
|
|
|
535 |
|
4.300%, 03/25/2028 |
|
|
809 |
|
|
|
795 |
|
4.250%, 04/01/2050 |
|
|
30 |
|
|
|
25 |
|
4.125%, 04/01/2040 |
|
|
160 |
|
|
|
137 |
|
3.875%, 07/20/2025 |
|
|
515 |
|
|
|
506 |
|
3.750%, 04/01/2030 |
|
|
540 |
|
|
|
508 |
|
3.625%, 04/01/2027 |
|
|
360 |
|
|
|
349 |
|
2.700%, 08/21/2040 |
|
|
500 |
|
|
|
357 |
|
2.125%, 09/15/2031 |
|
|
370 |
|
|
|
306 |
|
1.875%, 02/28/2031 |
|
|
110 |
|
|
|
91 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
5.926%, 01/10/2034 (D) |
|
|
60 |
|
|
|
61 |
|
DH Europe Finance II Sarl |
|
|
|
|
|
|
|
|
2.200%, 11/15/2024 |
|
|
723 |
|
|
|
704 |
|
Elevance Health |
|
|
|
|
|
|
|
|
4.625%, 05/15/2042 |
|
|
41 |
|
|
|
38 |
|
4.550%, 05/15/2052 |
|
|
250 |
|
|
|
228 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.100%, 05/15/2032 |
|
$ |
270 |
|
|
$ |
258 |
|
3.650%, 12/01/2027 |
|
|
220 |
|
|
|
213 |
|
3.500%, 08/15/2024 |
|
|
90 |
|
|
|
89 |
|
3.350%, 12/01/2024 |
|
|
745 |
|
|
|
731 |
|
Fresenius Medical Care US Finance III |
|
|
|
|
|
|
|
|
1.875%, 12/01/2026 (D) |
|
|
1,345 |
|
|
|
1,215 |
|
Gilead Sciences |
|
|
|
|
|
|
|
|
5.650%, 12/01/2041 |
|
|
35 |
|
|
|
37 |
|
4.750%, 03/01/2046 |
|
|
380 |
|
|
|
362 |
|
4.500%, 02/01/2045 |
|
|
10 |
|
|
|
9 |
|
3.700%, 04/01/2024 |
|
|
410 |
|
|
|
408 |
|
3.650%, 03/01/2026 |
|
|
460 |
|
|
|
451 |
|
2.600%, 10/01/2040 |
|
|
457 |
|
|
|
337 |
|
HCA |
|
|
|
|
|
|
|
|
5.900%, 06/01/2053 |
|
|
1,175 |
|
|
|
1,204 |
|
5.875%, 02/01/2029 |
|
|
410 |
|
|
|
423 |
|
5.625%, 09/01/2028 |
|
|
60 |
|
|
|
61 |
|
5.500%, 06/01/2033 |
|
|
294 |
|
|
|
298 |
|
5.500%, 06/15/2047 |
|
|
60 |
|
|
|
58 |
|
5.375%, 02/01/2025 |
|
|
160 |
|
|
|
160 |
|
5.375%, 09/01/2026 |
|
|
155 |
|
|
|
156 |
|
5.250%, 04/15/2025 |
|
|
820 |
|
|
|
819 |
|
5.250%, 06/15/2026 |
|
|
650 |
|
|
|
653 |
|
5.250%, 06/15/2049 |
|
|
1,575 |
|
|
|
1,464 |
|
4.625%, 03/15/2052 |
|
|
281 |
|
|
|
239 |
|
4.500%, 02/15/2027 |
|
|
20 |
|
|
|
20 |
|
3.625%, 03/15/2032 |
|
|
588 |
|
|
|
526 |
|
3.500%, 09/01/2030 |
|
|
1,630 |
|
|
|
1,478 |
|
3.500%, 07/15/2051 |
|
|
672 |
|
|
|
473 |
|
2.375%, 07/15/2031 |
|
|
751 |
|
|
|
619 |
|
Humana |
|
|
|
|
|
|
|
|
4.950%, 10/01/2044 |
|
|
60 |
|
|
|
57 |
|
4.800%, 03/15/2047 |
|
|
30 |
|
|
|
28 |
|
4.625%, 12/01/2042 |
|
|
170 |
|
|
|
155 |
|
4.500%, 04/01/2025 |
|
|
80 |
|
|
|
79 |
|
3.950%, 03/15/2027 |
|
|
70 |
|
|
|
68 |
|
3.700%, 03/23/2029 |
|
|
3,205 |
|
|
|
3,079 |
|
2.150%, 02/03/2032 |
|
|
130 |
|
|
|
107 |
|
Johnson & Johnson |
|
|
|
|
|
|
|
|
3.625%, 03/03/2037 |
|
|
260 |
|
|
|
239 |
|
3.400%, 01/15/2038 |
|
|
173 |
|
|
|
153 |
|
Medtronic |
|
|
|
|
|
|
|
|
4.625%, 03/15/2045 |
|
|
9 |
|
|
|
9 |
|
Merck |
|
|
|
|
|
|
|
|
5.150%, 05/17/2063 |
|
|
223 |
|
|
|
233 |
|
5.000%, 05/17/2053 |
|
|
297 |
|
|
|
305 |
|
1.450%, 06/24/2030 |
|
|
300 |
|
|
|
251 |
|
New York and Presbyterian Hospital |
|
|
|
|
|
|
|
|
3.563%, 08/01/2036 |
|
|
730 |
|
|
|
616 |
|
Pfizer |
|
|
|
|
|
|
|
|
4.000%, 12/15/2036 |
|
|
815 |
|
|
|
769 |
|
2.625%, 04/01/2030 |
|
|
440 |
|
|
|
397 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.700%, 05/28/2030 |
|
$ |
420 |
|
|
$ |
358 |
|
Pfizer Investment Enterprises Pte |
|
|
|
|
|
|
|
|
5.340%, 05/19/2063 |
|
|
588 |
|
|
|
594 |
|
5.300%, 05/19/2053 |
|
|
1,775 |
|
|
|
1,812 |
|
4.750%, 05/19/2033 |
|
|
3,052 |
|
|
|
3,059 |
|
Royalty Pharma |
|
|
|
|
|
|
|
|
1.200%, 09/02/2025 |
|
|
535 |
|
|
|
499 |
|
RWJ Barnabas Health |
|
|
|
|
|
|
|
|
3.949%, 07/01/2046 |
|
|
1,030 |
|
|
|
852 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
4.375%, 01/15/2030 |
|
|
20 |
|
|
|
19 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
8.125%, 09/15/2031 |
|
|
200 |
|
|
|
218 |
|
7.125%, 01/31/2025 |
|
|
390 |
|
|
|
393 |
|
5.125%, 05/09/2029 |
|
|
1,780 |
|
|
|
1,700 |
|
4.750%, 05/09/2027 |
|
|
200 |
|
|
|
192 |
|
3.150%, 10/01/2026 |
|
|
1,580 |
|
|
|
1,463 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.875%, 02/15/2053 |
|
|
1,462 |
|
|
|
1,656 |
|
5.800%, 03/15/2036 |
|
|
280 |
|
|
|
306 |
|
5.200%, 04/15/2063 |
|
|
304 |
|
|
|
310 |
|
4.625%, 07/15/2035 |
|
|
523 |
|
|
|
526 |
|
4.450%, 12/15/2048 |
|
|
90 |
|
|
|
82 |
|
4.250%, 04/15/2047 |
|
|
450 |
|
|
|
401 |
|
4.250%, 06/15/2048 |
|
|
110 |
|
|
|
98 |
|
4.200%, 05/15/2032 |
|
|
290 |
|
|
|
284 |
|
4.000%, 05/15/2029 |
|
|
420 |
|
|
|
414 |
|
3.875%, 12/15/2028 |
|
|
170 |
|
|
|
167 |
|
3.875%, 08/15/2059 |
|
|
360 |
|
|
|
293 |
|
3.700%, 08/15/2049 |
|
|
150 |
|
|
|
122 |
|
3.125%, 05/15/2060 |
|
|
50 |
|
|
|
36 |
|
3.050%, 05/15/2041 |
|
|
138 |
|
|
|
108 |
|
2.300%, 05/15/2031 |
|
|
80 |
|
|
|
69 |
|
2.000%, 05/15/2030 |
|
|
140 |
|
|
|
121 |
|
1.250%, 01/15/2026 |
|
|
170 |
|
|
|
159 |
|
Universal Health Services |
|
|
|
|
|
|
|
|
1.650%, 09/01/2026 |
|
|
685 |
|
|
|
623 |
|
Wyeth |
|
|
|
|
|
|
|
|
5.950%, 04/01/2037 |
|
|
470 |
|
|
|
517 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85,885 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 2.1% |
|
|
|
|
3M |
|
|
|
|
|
|
|
|
3.700%, 04/15/2050 |
|
|
660 |
|
|
|
522 |
|
3.050%, 04/15/2030 |
|
|
90 |
|
|
|
81 |
|
2.375%, 08/26/2029 |
|
|
390 |
|
|
|
345 |
|
Adani International Container Terminal Pvt |
|
|
|
|
|
|
|
|
3.000%, 02/16/2031 (D) |
|
|
248 |
|
|
|
203 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.450%, 04/15/2027 (D) |
|
|
929 |
|
|
|
962 |
|
3.500%, 01/15/2025 |
|
|
232 |
|
|
|
227 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.300%, 01/30/2032 |
|
$ |
2,938 |
|
|
$ |
2,557 |
|
3.150%, 02/15/2024 |
|
|
560 |
|
|
|
558 |
|
3.000%, 10/29/2028 |
|
|
5,095 |
|
|
|
4,652 |
|
2.450%, 10/29/2026 |
|
|
3,530 |
|
|
|
3,268 |
|
1.650%, 10/29/2024 |
|
|
365 |
|
|
|
352 |
|
Air Lease |
|
|
|
|
|
|
|
|
5.300%, 02/01/2028 |
|
|
450 |
|
|
|
455 |
|
3.625%, 04/01/2027 |
|
|
221 |
|
|
|
209 |
|
3.625%, 12/01/2027 |
|
|
216 |
|
|
|
204 |
|
3.375%, 07/01/2025 |
|
|
310 |
|
|
|
300 |
|
3.250%, 03/01/2025 |
|
|
1,645 |
|
|
|
1,602 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
2.300%, 02/01/2025 |
|
|
355 |
|
|
|
343 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (D) |
|
|
20 |
|
|
|
20 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (D) |
|
|
350 |
|
|
|
370 |
|
Boeing |
|
|
|
|
|
|
|
|
5.930%, 05/01/2060 |
|
|
160 |
|
|
|
166 |
|
5.805%, 05/01/2050 |
|
|
2,679 |
|
|
|
2,774 |
|
5.705%, 05/01/2040 |
|
|
690 |
|
|
|
713 |
|
5.150%, 05/01/2030 |
|
|
940 |
|
|
|
957 |
|
4.875%, 05/01/2025 |
|
|
2,075 |
|
|
|
2,065 |
|
3.750%, 02/01/2050 |
|
|
927 |
|
|
|
719 |
|
3.625%, 03/01/2048 |
|
|
23 |
|
|
|
17 |
|
3.550%, 03/01/2038 |
|
|
196 |
|
|
|
160 |
|
3.250%, 02/01/2035 |
|
|
1,533 |
|
|
|
1,293 |
|
3.200%, 03/01/2029 |
|
|
490 |
|
|
|
458 |
|
3.100%, 05/01/2026 |
|
|
160 |
|
|
|
154 |
|
2.800%, 03/01/2027 |
|
|
190 |
|
|
|
179 |
|
2.700%, 02/01/2027 |
|
|
140 |
|
|
|
132 |
|
2.196%, 02/04/2026 |
|
|
1,934 |
|
|
|
1,827 |
|
1.433%, 02/04/2024 |
|
|
2,065 |
|
|
|
2,056 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (D) |
|
|
80 |
|
|
|
72 |
|
Burlington Northern Santa Fe |
|
|
|
|
|
|
|
|
7.290%, 06/01/2036 |
|
|
90 |
|
|
|
108 |
|
5.400%, 06/01/2041 |
|
|
50 |
|
|
|
53 |
|
4.450%, 01/15/2053 |
|
|
118 |
|
|
|
111 |
|
4.150%, 12/15/2048 |
|
|
150 |
|
|
|
132 |
|
4.050%, 06/15/2048 |
|
|
124 |
|
|
|
107 |
|
2.875%, 06/15/2052 |
|
|
120 |
|
|
|
84 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
44 |
|
|
|
49 |
|
1.750%, 12/02/2026 |
|
|
127 |
|
|
|
117 |
|
1.350%, 12/02/2024 |
|
|
654 |
|
|
|
631 |
|
Carrier Global |
|
|
|
|
|
|
|
|
6.200%, 03/15/2054 (D) |
|
|
201 |
|
|
|
232 |
|
5.900%, 03/15/2034 (D) |
|
|
576 |
|
|
|
623 |
|
3.577%, 04/05/2050 |
|
|
30 |
|
|
|
24 |
|
Cintas No. 2 |
|
|
|
|
|
|
|
|
4.000%, 05/01/2032 |
|
|
1,190 |
|
|
|
1,150 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.700%, 04/01/2027 |
|
$ |
400 |
|
|
$ |
392 |
|
Crowley Conro |
|
|
|
|
|
|
|
|
4.181%, 08/15/2043 |
|
|
395 |
|
|
|
382 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
190 |
|
|
|
166 |
|
3.100%, 04/15/2030 |
|
|
100 |
|
|
|
93 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.375%, 01/15/2026 |
|
|
580 |
|
|
|
599 |
|
4.750%, 10/20/2028 (D) |
|
|
1,409 |
|
|
|
1,386 |
|
4.500%, 10/20/2025 (D) |
|
|
327 |
|
|
|
322 |
|
4.375%, 04/19/2028 |
|
|
153 |
|
|
|
148 |
|
2.900%, 10/28/2024 |
|
|
60 |
|
|
|
58 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
3,163 |
|
|
|
2,805 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (D) |
|
|
990 |
|
|
|
947 |
|
Eaton |
|
|
|
|
|
|
|
|
7.625%, 04/01/2024 |
|
|
75 |
|
|
|
76 |
|
4.150%, 11/02/2042 |
|
|
140 |
|
|
|
128 |
|
Emerson Electric |
|
|
|
|
|
|
|
|
2.800%, 12/21/2051 |
|
|
280 |
|
|
|
192 |
|
General Dynamics |
|
|
|
|
|
|
|
|
4.250%, 04/01/2040 |
|
|
670 |
|
|
|
625 |
|
4.250%, 04/01/2050 |
|
|
200 |
|
|
|
186 |
|
General Electric MTN |
|
|
|
|
|
|
|
|
6.121%, TSFR3M + 0.742%, 08/15/2036 (B) |
|
|
2,400 |
|
|
|
2,173 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
4.250%, 06/01/2025 (D) |
|
|
250 |
|
|
|
246 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (D) |
|
|
80 |
|
|
|
73 |
|
John Deere Capital MTN |
|
|
|
|
|
|
|
|
5.150%, 09/08/2026 |
|
|
1,021 |
|
|
|
1,039 |
|
4.950%, 07/14/2028 |
|
|
894 |
|
|
|
917 |
|
4.150%, 09/15/2027 |
|
|
571 |
|
|
|
567 |
|
L3Harris Technologies |
|
|
|
|
|
|
|
|
5.054%, 04/27/2045 |
|
|
180 |
|
|
|
177 |
|
4.854%, 04/27/2035 |
|
|
80 |
|
|
|
79 |
|
Lockheed Martin |
|
|
|
|
|
|
|
|
4.500%, 05/15/2036 |
|
|
90 |
|
|
|
89 |
|
4.150%, 06/15/2053 |
|
|
1,220 |
|
|
|
1,090 |
|
4.070%, 12/15/2042 |
|
|
91 |
|
|
|
82 |
|
3.900%, 06/15/2032 |
|
|
230 |
|
|
|
222 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (D) |
|
|
382 |
|
|
|
384 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
5.250%, 05/01/2050 |
|
|
350 |
|
|
|
360 |
|
4.400%, 05/01/2030 |
|
|
338 |
|
|
|
336 |
|
4.030%, 10/15/2047 |
|
|
192 |
|
|
|
165 |
|
3.250%, 01/15/2028 |
|
|
1,074 |
|
|
|
1,026 |
|
2.930%, 01/15/2025 |
|
|
810 |
|
|
|
792 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Otis Worldwide |
|
|
|
|
|
|
|
|
2.056%, 04/05/2025 |
|
$ |
220 |
|
|
$ |
211 |
|
Parker-Hannifin |
|
|
|
|
|
|
|
|
4.250%, 09/15/2027 |
|
|
760 |
|
|
|
753 |
|
2.700%, 06/14/2024 |
|
|
400 |
|
|
|
395 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (D) |
|
|
320 |
|
|
|
322 |
|
Protective Life Global Funding |
|
|
|
|
|
|
|
|
1.618%, 04/15/2026 (D) |
|
|
2,170 |
|
|
|
2,002 |
|
Quanta Services |
|
|
|
|
|
|
|
|
0.950%, 10/01/2024 |
|
|
525 |
|
|
|
506 |
|
Republic Services |
|
|
|
|
|
|
|
|
5.000%, 04/01/2034 |
|
|
442 |
|
|
|
453 |
|
3.950%, 05/15/2028 |
|
|
335 |
|
|
|
328 |
|
1.450%, 02/15/2031 |
|
|
1,650 |
|
|
|
1,338 |
|
RTX |
|
|
|
|
|
|
|
|
6.400%, 03/15/2054 |
|
|
596 |
|
|
|
690 |
|
6.100%, 03/15/2034 |
|
|
745 |
|
|
|
808 |
|
6.000%, 03/15/2031 |
|
|
410 |
|
|
|
437 |
|
RTX Corp |
|
|
|
|
|
|
|
|
4.625%, 11/16/2048 |
|
|
51 |
|
|
|
46 |
|
4.500%, 06/01/2042 |
|
|
320 |
|
|
|
291 |
|
4.450%, 11/16/2038 |
|
|
63 |
|
|
|
58 |
|
4.150%, 05/15/2045 |
|
|
59 |
|
|
|
50 |
|
4.125%, 11/16/2028 |
|
|
280 |
|
|
|
274 |
|
3.950%, 08/16/2025 |
|
|
190 |
|
|
|
187 |
|
3.150%, 12/15/2024 |
|
|
200 |
|
|
|
196 |
|
3.030%, 03/15/2052 |
|
|
430 |
|
|
|
297 |
|
2.250%, 07/01/2030 |
|
|
420 |
|
|
|
363 |
|
Siemens Financieringsmaatschappij |
|
|
|
|
|
|
|
|
1.200%, 03/11/2026 (D) |
|
|
1,120 |
|
|
|
1,041 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (D) |
|
|
375 |
|
|
|
270 |
|
Union Pacific |
|
|
|
|
|
|
|
|
3.839%, 03/20/2060 |
|
|
1,030 |
|
|
|
840 |
|
3.750%, 02/05/2070 |
|
|
230 |
|
|
|
177 |
|
3.375%, 02/14/2042 |
|
|
316 |
|
|
|
258 |
|
3.250%, 02/05/2050 |
|
|
480 |
|
|
|
368 |
|
2.891%, 04/06/2036 |
|
|
1,595 |
|
|
|
1,346 |
|
2.800%, 02/14/2032 |
|
|
380 |
|
|
|
337 |
|
2.375%, 05/20/2031 |
|
|
280 |
|
|
|
244 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (D) |
|
|
510 |
|
|
|
477 |
|
4.375%, 04/15/2026 (D) |
|
|
300 |
|
|
|
292 |
|
United Airlines Class A Pass-Through Trust |
|
|
|
|
|
|
|
|
5.800%, 07/15/2036 |
|
|
2,100 |
|
|
|
2,130 |
|
United Parcel Service |
|
|
|
|
|
|
|
|
5.200%, 04/01/2040 |
|
|
240 |
|
|
|
249 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
4.875%, 01/15/2028 |
|
|
150 |
|
|
|
146 |
|
3.875%, 11/15/2027 |
|
|
100 |
|
|
|
95 |
|
3.875%, 02/15/2031 |
|
|
920 |
|
|
|
836 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.750%, 01/15/2032 |
|
$ |
300 |
|
|
$ |
266 |
|
US Airways Pass-Through Trust, Ser 2012-2, Cl A |
|
|
|
|
|
|
|
|
4.625%, 06/03/2025 |
|
|
386 |
|
|
|
376 |
|
Veralto |
|
|
|
|
|
|
|
|
5.500%, 09/18/2026 (D) |
|
|
273 |
|
|
|
276 |
|
Vertiv Group |
|
|
|
|
|
|
|
|
4.125%, 11/15/2028 (D) |
|
|
140 |
|
|
|
131 |
|
Waste Management |
|
|
|
|
|
|
|
|
4.875%, 02/15/2034 |
|
|
570 |
|
|
|
581 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,456 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 1.4% |
|
|
|
|
Apple |
|
|
|
|
|
|
|
|
4.850%, 05/10/2053 |
|
|
149 |
|
|
|
152 |
|
3.950%, 08/08/2052 |
|
|
413 |
|
|
|
362 |
|
3.200%, 05/13/2025 |
|
|
64 |
|
|
|
63 |
|
2.650%, 05/11/2050 |
|
|
233 |
|
|
|
160 |
|
2.650%, 02/08/2051 |
|
|
180 |
|
|
|
123 |
|
2.375%, 02/08/2041 |
|
|
214 |
|
|
|
156 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
919 |
|
|
|
889 |
|
4.150%, 11/15/2030 |
|
|
370 |
|
|
|
354 |
|
3.469%, 04/15/2034 (D) |
|
|
295 |
|
|
|
257 |
|
3.419%, 04/15/2033 (D) |
|
|
529 |
|
|
|
465 |
|
3.187%, 11/15/2036 (D) |
|
|
10 |
|
|
|
8 |
|
3.150%, 11/15/2025 |
|
|
345 |
|
|
|
334 |
|
3.137%, 11/15/2035 (D) |
|
|
1,040 |
|
|
|
854 |
|
2.450%, 02/15/2031 (D) |
|
|
460 |
|
|
|
393 |
|
CommScope |
|
|
|
|
|
|
|
|
6.000%, 03/01/2026 (D) |
|
|
200 |
|
|
|
178 |
|
4.750%, 09/01/2029 (D) |
|
|
140 |
|
|
|
94 |
|
Corning |
|
|
|
|
|
|
|
|
5.450%, 11/15/2079 |
|
|
370 |
|
|
|
357 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
39 |
|
|
|
40 |
|
Global Payments |
|
|
|
|
|
|
|
|
4.450%, 06/01/2028 |
|
|
1,845 |
|
|
|
1,796 |
|
Intel |
|
|
|
|
|
|
|
|
5.900%, 02/10/2063 |
|
|
410 |
|
|
|
457 |
|
5.700%, 02/10/2053 |
|
|
581 |
|
|
|
628 |
|
5.625%, 02/10/2043 |
|
|
169 |
|
|
|
181 |
|
5.125%, 02/10/2030 |
|
|
320 |
|
|
|
332 |
|
4.750%, 03/25/2050 |
|
|
170 |
|
|
|
161 |
|
3.050%, 08/12/2051 |
|
|
270 |
|
|
|
190 |
|
2.800%, 08/12/2041 |
|
|
253 |
|
|
|
189 |
|
1.600%, 08/12/2028 |
|
|
540 |
|
|
|
478 |
|
International Business Machines |
|
|
|
|
|
|
|
|
3.000%, 05/15/2024 |
|
|
1,510 |
|
|
|
1,496 |
|
Intuit |
|
|
|
|
|
|
|
|
5.500%, 09/15/2053 |
|
|
586 |
|
|
|
641 |
|
5.250%, 09/15/2026 |
|
|
715 |
|
|
|
729 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.200%, 09/15/2033 |
|
$ |
571 |
|
|
$ |
598 |
|
5.125%, 09/15/2028 |
|
|
571 |
|
|
|
590 |
|
KLA |
|
|
|
|
|
|
|
|
3.300%, 03/01/2050 |
|
|
241 |
|
|
|
184 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
925 |
|
|
|
842 |
|
Marvell Technology |
|
|
|
|
|
|
|
|
5.950%, 09/15/2033 |
|
|
438 |
|
|
|
464 |
|
5.750%, 02/15/2029 |
|
|
438 |
|
|
|
453 |
|
1.650%, 04/15/2026 |
|
|
1,030 |
|
|
|
958 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
80 |
|
|
|
70 |
|
3.375%, 04/01/2024 |
|
|
80 |
|
|
|
79 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
413 |
|
|
|
429 |
|
5.375%, 04/15/2028 |
|
|
1,474 |
|
|
|
1,500 |
|
3.477%, 11/01/2051 |
|
|
144 |
|
|
|
105 |
|
Microsoft |
|
|
|
|
|
|
|
|
3.450%, 08/08/2036 |
|
|
710 |
|
|
|
653 |
|
2.921%, 03/17/2052 |
|
|
105 |
|
|
|
78 |
|
2.875%, 02/06/2024 |
|
|
1,010 |
|
|
|
1,007 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
310 |
|
|
|
259 |
|
2.850%, 04/01/2030 |
|
|
230 |
|
|
|
213 |
|
NXP BV |
|
|
|
|
|
|
|
|
3.250%, 05/11/2041 |
|
|
288 |
|
|
|
219 |
|
2.700%, 05/01/2025 |
|
|
280 |
|
|
|
270 |
|
2.500%, 05/11/2031 |
|
|
293 |
|
|
|
249 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (D) |
|
|
20 |
|
|
|
18 |
|
4.125%, 12/01/2031 (D) |
|
|
30 |
|
|
|
27 |
|
Oracle |
|
|
|
|
|
|
|
|
6.900%, 11/09/2052 |
|
|
55 |
|
|
|
64 |
|
5.550%, 02/06/2053 |
|
|
175 |
|
|
|
175 |
|
4.650%, 05/06/2030 |
|
|
330 |
|
|
|
329 |
|
4.375%, 05/15/2055 |
|
|
177 |
|
|
|
147 |
|
4.000%, 07/15/2046 |
|
|
511 |
|
|
|
410 |
|
3.950%, 03/25/2051 |
|
|
2,971 |
|
|
|
2,326 |
|
3.900%, 05/15/2035 |
|
|
1,720 |
|
|
|
1,534 |
|
3.800%, 11/15/2037 |
|
|
2,255 |
|
|
|
1,916 |
|
3.600%, 04/01/2040 |
|
|
915 |
|
|
|
730 |
|
3.600%, 04/01/2050 |
|
|
410 |
|
|
|
304 |
|
2.950%, 11/15/2024 |
|
|
315 |
|
|
|
308 |
|
2.950%, 04/01/2030 |
|
|
860 |
|
|
|
776 |
|
2.875%, 03/25/2031 |
|
|
1,040 |
|
|
|
921 |
|
1.650%, 03/25/2026 |
|
|
890 |
|
|
|
830 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
2.300%, 06/01/2030 (E) |
|
|
1,315 |
|
|
|
1,149 |
|
1.650%, 06/01/2025 |
|
|
400 |
|
|
|
382 |
|
Prosus |
|
|
|
|
|
|
|
|
3.832%, 02/08/2051 (D) |
|
|
320 |
|
|
|
201 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (D) |
|
$ |
730 |
|
|
$ |
479 |
|
3.061%, 07/13/2031 (D) |
|
|
2,100 |
|
|
|
1,696 |
|
QUALCOMM |
|
|
|
|
|
|
|
|
6.000%, 05/20/2053 |
|
|
663 |
|
|
|
763 |
|
Roper Technologies |
|
|
|
|
|
|
|
|
1.000%, 09/15/2025 |
|
|
420 |
|
|
|
393 |
|
Salesforce |
|
|
|
|
|
|
|
|
3.700%, 04/11/2028 |
|
|
670 |
|
|
|
657 |
|
Sprint |
|
|
|
|
|
|
|
|
7.125%, 06/15/2024 |
|
|
1,015 |
|
|
|
1,019 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
1,310 |
|
|
|
1,617 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.975%, 04/11/2029 (D) |
|
|
600 |
|
|
|
571 |
|
3.680%, 04/22/2041 (D) |
|
|
680 |
|
|
|
534 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
5.000%, 03/14/2053 |
|
|
641 |
|
|
|
656 |
|
4.150%, 05/15/2048 |
|
|
300 |
|
|
|
272 |
|
1.750%, 05/04/2030 |
|
|
290 |
|
|
|
250 |
|
TSMC Global |
|
|
|
|
|
|
|
|
1.375%, 09/28/2030 (D) |
|
|
1,365 |
|
|
|
1,107 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
690 |
|
|
|
643 |
|
3.650%, 09/15/2047 |
|
|
235 |
|
|
|
198 |
|
VMware |
|
|
|
|
|
|
|
|
4.700%, 05/15/2030 |
|
|
529 |
|
|
|
522 |
|
1.400%, 08/15/2026 |
|
|
856 |
|
|
|
783 |
|
1.000%, 08/15/2024 |
|
|
915 |
|
|
|
889 |
|
Vontier |
|
|
|
|
|
|
|
|
1.800%, 04/01/2026 |
|
|
495 |
|
|
|
455 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,788 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.8% |
|
|
|
|
Amcor Finance USA |
|
|
|
|
|
|
|
|
3.625%, 04/28/2026 |
|
|
2,425 |
|
|
|
2,341 |
|
Anglo American Capital |
|
|
|
|
|
|
|
|
4.750%, 04/10/2027 (D) |
|
|
720 |
|
|
|
710 |
|
4.750%, 03/16/2052 (D) |
|
|
850 |
|
|
|
729 |
|
4.000%, 09/11/2027 (D) |
|
|
200 |
|
|
|
192 |
|
3.625%, 09/11/2024 (D) |
|
|
710 |
|
|
|
699 |
|
ArcelorMittal |
|
|
|
|
|
|
|
|
7.000%, 10/15/2039 |
|
|
120 |
|
|
|
130 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
370 |
|
|
|
319 |
|
Barrick North America Finance |
|
|
|
|
|
|
|
|
5.750%, 05/01/2043 |
|
|
290 |
|
|
|
310 |
|
5.700%, 05/30/2041 |
|
|
509 |
|
|
|
537 |
|
Berry Global |
|
|
|
|
|
|
|
|
1.650%, 01/15/2027 |
|
|
2,985 |
|
|
|
2,688 |
|
BHP Billiton Finance USA |
|
|
|
|
|
|
|
|
5.000%, 09/30/2043 |
|
|
410 |
|
|
|
413 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.125%, 02/24/2042 |
|
$ |
40 |
|
|
$ |
36 |
|
Celanese US Holdings |
|
|
|
|
|
|
|
|
6.700%, 11/15/2033 |
|
|
576 |
|
|
|
625 |
|
6.550%, 11/15/2030 |
|
|
1,510 |
|
|
|
1,596 |
|
6.050%, 03/15/2025 |
|
|
345 |
|
|
|
347 |
|
Dow Chemical |
|
|
|
|
|
|
|
|
5.250%, 11/15/2041 |
|
|
25 |
|
|
|
24 |
|
4.800%, 05/15/2049 |
|
|
360 |
|
|
|
330 |
|
DuPont de Nemours |
|
|
|
|
|
|
|
|
4.493%, 11/15/2025 |
|
|
830 |
|
|
|
824 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
6.875%, 03/01/2026 (D) |
|
|
200 |
|
|
|
179 |
|
6.875%, 10/15/2027 (D) |
|
|
220 |
|
|
|
187 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
785 |
|
|
|
764 |
|
4.625%, 08/01/2030 |
|
|
180 |
|
|
|
176 |
|
4.550%, 11/14/2024 |
|
|
40 |
|
|
|
39 |
|
Glencore Finance Canada |
|
|
|
|
|
|
|
|
6.900%, 11/15/2037 (D) |
|
|
304 |
|
|
|
335 |
|
6.000%, 11/15/2041 (D) |
|
|
107 |
|
|
|
109 |
|
5.550%, 10/25/2042 (D) |
|
|
132 |
|
|
|
128 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (D) |
|
|
576 |
|
|
|
628 |
|
4.125%, 03/12/2024 (D) |
|
|
1,340 |
|
|
|
1,335 |
|
4.000%, 03/27/2027 (D) |
|
|
1,200 |
|
|
|
1,165 |
|
3.875%, 10/27/2027 (D) |
|
|
220 |
|
|
|
212 |
|
International Flavors & Fragrances |
|
|
|
|
|
|
|
|
5.000%, 09/26/2048 |
|
|
1,535 |
|
|
|
1,303 |
|
4.375%, 06/01/2047 |
|
|
230 |
|
|
|
176 |
|
3.468%, 12/01/2050 (D) |
|
|
55 |
|
|
|
38 |
|
3.268%, 11/15/2040 (D) |
|
|
135 |
|
|
|
97 |
|
2.300%, 11/01/2030 (D) |
|
|
1,570 |
|
|
|
1,298 |
|
1.832%, 10/15/2027 (D) |
|
|
130 |
|
|
|
114 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (D) |
|
|
480 |
|
|
|
463 |
|
OCP |
|
|
|
|
|
|
|
|
5.125%, 06/23/2051 (D) |
|
|
360 |
|
|
|
272 |
|
4.500%, 10/22/2025 (D) |
|
|
400 |
|
|
|
390 |
|
3.750%, 06/23/2031 (D)(E) |
|
|
410 |
|
|
|
352 |
|
Orbia Advance |
|
|
|
|
|
|
|
|
2.875%, 05/11/2031 (D) |
|
|
780 |
|
|
|
645 |
|
1.875%, 05/11/2026 (D) |
|
|
820 |
|
|
|
753 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
2,220 |
|
|
|
2,150 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 |
|
|
1,400 |
|
|
|
1,228 |
|
3.125%, 01/15/2032 |
|
|
70 |
|
|
|
58 |
|
Teck Resources |
|
|
|
|
|
|
|
|
6.250%, 07/15/2041 |
|
|
5 |
|
|
|
5 |
|
6.000%, 08/15/2040 |
|
|
30 |
|
|
|
31 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.875%, 11/21/2036 |
|
|
874 |
|
|
|
954 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.250%, 08/10/2026 |
|
$ |
32 |
|
|
$ |
32 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,466 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.1% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.600%, 06/15/2033 |
|
|
125 |
|
|
|
99 |
|
2.000%, 06/15/2028 |
|
|
551 |
|
|
|
478 |
|
American Assets Trust |
|
|
|
|
|
|
|
|
3.375%, 02/01/2031 |
|
|
1,370 |
|
|
|
1,117 |
|
American Homes 4 Rent |
|
|
|
|
|
|
|
|
4.300%, 04/15/2052 |
|
|
722 |
|
|
|
581 |
|
3.625%, 04/15/2032 |
|
|
2,015 |
|
|
|
1,805 |
|
American Tower |
|
|
|
|
|
|
|
|
5.900%, 11/15/2033 |
|
|
877 |
|
|
|
929 |
|
5.650%, 03/15/2033 |
|
|
1,143 |
|
|
|
1,188 |
|
5.550%, 07/15/2033 |
|
|
1,280 |
|
|
|
1,324 |
|
5.500%, 03/15/2028 |
|
|
587 |
|
|
|
600 |
|
2.950%, 01/15/2051 |
|
|
147 |
|
|
|
98 |
|
2.700%, 04/15/2031 |
|
|
1,650 |
|
|
|
1,417 |
|
1.875%, 10/15/2030 |
|
|
1,430 |
|
|
|
1,172 |
|
AvalonBay Communities MTN |
|
|
|
|
|
|
|
|
2.450%, 01/15/2031 |
|
|
1,155 |
|
|
|
996 |
|
Boston Properties |
|
|
|
|
|
|
|
|
3.400%, 06/21/2029 |
|
|
720 |
|
|
|
646 |
|
Brandywine Operating Partnership |
|
|
|
|
|
|
|
|
3.950%, 11/15/2027 |
|
|
17 |
|
|
|
15 |
|
Brixmor Operating Partnership |
|
|
|
|
|
|
|
|
2.500%, 08/16/2031 |
|
|
485 |
|
|
|
407 |
|
Camden Property Trust |
|
|
|
|
|
|
|
|
2.800%, 05/15/2030 |
|
|
265 |
|
|
|
237 |
|
Crown Castle |
|
|
|
|
|
|
|
|
5.800%, 03/01/2034 |
|
|
887 |
|
|
|
918 |
|
5.600%, 06/01/2029 |
|
|
458 |
|
|
|
468 |
|
5.100%, 05/01/2033 |
|
|
420 |
|
|
|
416 |
|
5.000%, 01/11/2028 |
|
|
986 |
|
|
|
982 |
|
2.900%, 04/01/2041 |
|
|
293 |
|
|
|
209 |
|
2.100%, 04/01/2031 |
|
|
488 |
|
|
|
398 |
|
1.050%, 07/15/2026 |
|
|
790 |
|
|
|
713 |
|
Equinix |
|
|
|
|
|
|
|
|
3.900%, 04/15/2032 |
|
|
1,715 |
|
|
|
1,592 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
2.550%, 06/15/2031 |
|
|
261 |
|
|
|
218 |
|
Extra Space Storage |
|
|
|
|
|
|
|
|
3.900%, 04/01/2029 |
|
|
226 |
|
|
|
214 |
|
3.875%, 12/15/2027 |
|
|
5 |
|
|
|
5 |
|
2.550%, 06/01/2031 |
|
|
735 |
|
|
|
613 |
|
2.400%, 10/15/2031 |
|
|
525 |
|
|
|
433 |
|
2.350%, 03/15/2032 |
|
|
245 |
|
|
|
200 |
|
2.200%, 10/15/2030 |
|
|
371 |
|
|
|
308 |
|
GLP Capital |
|
|
|
|
|
|
|
|
5.375%, 04/15/2026 |
|
|
1,690 |
|
|
|
1,680 |
|
5.250%, 06/01/2025 |
|
|
80 |
|
|
|
80 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.000%, 01/15/2030 |
|
$ |
318 |
|
|
$ |
290 |
|
4.000%, 01/15/2031 |
|
|
50 |
|
|
|
45 |
|
3.250%, 01/15/2032 |
|
|
1,211 |
|
|
|
1,022 |
|
Healthcare Realty Holdings |
|
|
|
|
|
|
|
|
3.625%, 01/15/2028 |
|
|
115 |
|
|
|
106 |
|
3.100%, 02/15/2030 |
|
|
1,645 |
|
|
|
1,438 |
|
2.050%, 03/15/2031 |
|
|
273 |
|
|
|
211 |
|
Hudson Pacific Properties |
|
|
|
|
|
|
|
|
4.650%, 04/01/2029 |
|
|
665 |
|
|
|
539 |
|
3.950%, 11/01/2027 |
|
|
1,401 |
|
|
|
1,173 |
|
3.250%, 01/15/2030 |
|
|
15 |
|
|
|
11 |
|
Invitation Homes Operating Partnership |
|
|
|
|
|
|
|
|
5.500%, 08/15/2033 |
|
|
35 |
|
|
|
35 |
|
4.150%, 04/15/2032 |
|
|
644 |
|
|
|
592 |
|
LXP Industrial Trust |
|
|
|
|
|
|
|
|
6.750%, 11/15/2028 |
|
|
295 |
|
|
|
310 |
|
NNN REIT |
|
|
|
|
|
|
|
|
5.600%, 10/15/2033 |
|
|
438 |
|
|
|
452 |
|
Physicians Realty |
|
|
|
|
|
|
|
|
3.950%, 01/15/2028 |
|
|
30 |
|
|
|
29 |
|
Realty Income |
|
|
|
|
|
|
|
|
5.625%, 10/13/2032 |
|
|
513 |
|
|
|
539 |
|
4.900%, 07/15/2033 |
|
|
489 |
|
|
|
488 |
|
2.850%, 12/15/2032 |
|
|
367 |
|
|
|
312 |
|
2.200%, 06/15/2028 |
|
|
272 |
|
|
|
244 |
|
Regency Centers |
|
|
|
|
|
|
|
|
2.950%, 09/15/2029 |
|
|
694 |
|
|
|
622 |
|
Rexford Industrial Realty |
|
|
|
|
|
|
|
|
2.150%, 09/01/2031 |
|
|
512 |
|
|
|
410 |
|
Sabra Health Care |
|
|
|
|
|
|
|
|
3.900%, 10/15/2029 |
|
|
715 |
|
|
|
643 |
|
Simon Property Group |
|
|
|
|
|
|
|
|
2.450%, 09/13/2029 |
|
|
1,020 |
|
|
|
908 |
|
STORE Capital |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 |
|
|
323 |
|
|
|
298 |
|
4.500%, 03/15/2028 |
|
|
291 |
|
|
|
267 |
|
2.750%, 11/18/2030 |
|
|
448 |
|
|
|
350 |
|
2.700%, 12/01/2031 |
|
|
176 |
|
|
|
133 |
|
Sun Communities Operating |
|
|
|
|
|
|
|
|
4.200%, 04/15/2032 |
|
|
507 |
|
|
|
462 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.125%, 05/15/2032 |
|
|
1,386 |
|
|
|
1,351 |
|
4.950%, 02/15/2030 |
|
|
170 |
|
|
|
165 |
|
4.625%, 06/15/2025 (D) |
|
|
100 |
|
|
|
98 |
|
4.500%, 09/01/2026 (D) |
|
|
375 |
|
|
|
363 |
|
4.500%, 01/15/2028 (D) |
|
|
238 |
|
|
|
227 |
|
4.125%, 08/15/2030 (D) |
|
|
39 |
|
|
|
36 |
|
3.875%, 02/15/2029 (D) |
|
|
630 |
|
|
|
579 |
|
3.750%, 02/15/2027 (D) |
|
|
30 |
|
|
|
28 |
|
Welltower |
|
|
|
|
|
|
|
|
4.500%, 01/15/2024 |
|
|
102 |
|
|
|
102 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
37,434 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Utilities — 2.0% |
|
|
|
|
AEP Texas |
|
|
|
|
|
|
|
|
6.650%, 02/15/2033 |
|
$ |
500 |
|
|
$ |
542 |
|
Alabama Power |
|
|
|
|
|
|
|
|
3.700%, 12/01/2047 |
|
|
965 |
|
|
|
764 |
|
American Electric Power |
|
|
|
|
|
|
|
|
5.699%, 08/15/2025 |
|
|
875 |
|
|
|
881 |
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (D) |
|
|
1,403 |
|
|
|
1,187 |
|
Baltimore Gas and Electric |
|
|
|
|
|
|
|
|
5.400%, 06/01/2053 |
|
|
440 |
|
|
|
454 |
|
2.250%, 06/15/2031 |
|
|
393 |
|
|
|
335 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
2.850%, 05/15/2051 |
|
|
1,060 |
|
|
|
716 |
|
Boston Gas |
|
|
|
|
|
|
|
|
4.487%, 02/15/2042 (D) |
|
|
35 |
|
|
|
29 |
|
CenterPoint Energy Houston Electric |
|
|
|
|
|
|
|
|
5.200%, 10/01/2028 |
|
|
440 |
|
|
|
454 |
|
3.600%, 03/01/2052 |
|
|
290 |
|
|
|
230 |
|
Chile Electricity Lux MPC Sarl |
|
|
|
|
|
|
|
|
6.010%, 01/20/2033 (D) |
|
|
885 |
|
|
|
907 |
|
Cleco Power |
|
|
|
|
|
|
|
|
6.000%, 12/01/2040 |
|
|
700 |
|
|
|
695 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
3.875%, 07/26/2033 (D) |
|
|
270 |
|
|
|
219 |
|
Consolidated Edison of New York |
|
|
|
|
|
|
|
|
5.900%, 11/15/2053 |
|
|
288 |
|
|
|
317 |
|
5.500%, 03/15/2034 |
|
|
720 |
|
|
|
755 |
|
5.200%, 03/01/2033 |
|
|
153 |
|
|
|
158 |
|
4.450%, 03/15/2044 |
|
|
1,120 |
|
|
|
1,003 |
|
3.950%, 04/01/2050 |
|
|
130 |
|
|
|
108 |
|
3.350%, 04/01/2030 |
|
|
180 |
|
|
|
168 |
|
3.200%, 12/01/2051 |
|
|
85 |
|
|
|
60 |
|
Constellation Energy Generation |
|
|
|
|
|
|
|
|
5.600%, 03/01/2028 |
|
|
935 |
|
|
|
963 |
|
Consumers 2023 Securitization Funding |
|
|
|
|
|
|
|
|
5.550%, 03/01/2027 |
|
|
810 |
|
|
|
813 |
|
Consumers Energy |
|
|
|
|
|
|
|
|
2.500%, 05/01/2060 |
|
|
239 |
|
|
|
146 |
|
Dominion Energy |
|
|
|
|
|
|
|
|
3.071%, 08/15/2024 (C) |
|
|
980 |
|
|
|
964 |
|
DTE Electric |
|
|
|
|
|
|
|
|
3.650%, 03/01/2052 |
|
|
210 |
|
|
|
165 |
|
2.950%, 03/01/2050 |
|
|
458 |
|
|
|
320 |
|
DTE Energy |
|
|
|
|
|
|
|
|
2.529%, 10/01/2024 (C) |
|
|
830 |
|
|
|
811 |
|
1.050%, 06/01/2025 |
|
|
1,055 |
|
|
|
994 |
|
Duke Energy |
|
|
|
|
|
|
|
|
5.750%, 09/15/2033 |
|
|
235 |
|
|
|
248 |
|
3.500%, 06/15/2051 |
|
|
81 |
|
|
|
59 |
|
3.150%, 08/15/2027 |
|
|
280 |
|
|
|
265 |
|
2.550%, 06/15/2031 |
|
|
437 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
0.900%, 09/15/2025 |
|
$ |
705 |
|
|
$ |
658 |
|
Duke Energy Carolinas |
|
|
|
|
|
|
|
|
5.350%, 01/15/2053 |
|
|
589 |
|
|
|
603 |
|
4.950%, 01/15/2033 |
|
|
1,488 |
|
|
|
1,516 |
|
4.250%, 12/15/2041 |
|
|
628 |
|
|
|
555 |
|
4.000%, 09/30/2042 |
|
|
1,000 |
|
|
|
857 |
|
3.550%, 03/15/2052 |
|
|
355 |
|
|
|
272 |
|
2.850%, 03/15/2032 |
|
|
488 |
|
|
|
425 |
|
2.550%, 04/15/2031 |
|
|
267 |
|
|
|
231 |
|
Duke Energy Florida |
|
|
|
|
|
|
|
|
5.875%, 11/15/2033 |
|
|
140 |
|
|
|
151 |
|
3.200%, 01/15/2027 |
|
|
1,080 |
|
|
|
1,043 |
|
2.400%, 12/15/2031 |
|
|
392 |
|
|
|
331 |
|
Duke Energy Indiana |
|
|
|
|
|
|
|
|
4.200%, 03/15/2042 |
|
|
30 |
|
|
|
26 |
|
2.750%, 04/01/2050 |
|
|
280 |
|
|
|
181 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
5.250%, 04/01/2033 |
|
|
845 |
|
|
|
871 |
|
Duke Energy Progress |
|
|
|
|
|
|
|
|
5.250%, 03/15/2033 |
|
|
292 |
|
|
|
301 |
|
4.100%, 05/15/2042 |
|
|
425 |
|
|
|
366 |
|
2.500%, 08/15/2050 |
|
|
396 |
|
|
|
249 |
|
Entergy Arkansas |
|
|
|
|
|
|
|
|
5.150%, 01/15/2033 |
|
|
589 |
|
|
|
600 |
|
2.650%, 06/15/2051 |
|
|
354 |
|
|
|
223 |
|
Evergy Metro |
|
|
|
|
|
|
|
|
5.300%, 10/01/2041 |
|
|
100 |
|
|
|
99 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
5.950%, 02/01/2029 |
|
|
3,020 |
|
|
|
3,163 |
|
5.125%, 05/15/2033 |
|
|
850 |
|
|
|
854 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
760 |
|
|
|
773 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
940 |
|
|
|
904 |
|
1.600%, 01/15/2026 |
|
|
180 |
|
|
|
167 |
|
FirstEnergy Transmission |
|
|
|
|
|
|
|
|
5.450%, 07/15/2044 (D) |
|
|
35 |
|
|
|
34 |
|
Florida Power & Light |
|
|
|
|
|
|
|
|
4.400%, 05/15/2028 |
|
|
1,560 |
|
|
|
1,562 |
|
Indiana Michigan Power |
|
|
|
|
|
|
|
|
4.550%, 03/15/2046 |
|
|
325 |
|
|
|
291 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
5.700%, 10/15/2033 |
|
|
1,255 |
|
|
|
1,322 |
|
Jersey Central Power & Light |
|
|
|
|
|
|
|
|
4.700%, 04/01/2024 (D) |
|
|
700 |
|
|
|
697 |
|
2.750%, 03/01/2032 (D) |
|
|
1,506 |
|
|
|
1,271 |
|
KeySpan Gas East |
|
|
|
|
|
|
|
|
5.994%, 03/06/2033 (D) |
|
|
55 |
|
|
|
56 |
|
3.586%, 01/18/2052 (D) |
|
|
2,295 |
|
|
|
1,591 |
|
2.742%, 08/15/2026 (D) |
|
|
1,025 |
|
|
|
956 |
|
Louisville Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 04/15/2033 |
|
|
1,135 |
|
|
|
1,182 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Metropolitan Edison |
|
|
|
|
|
|
|
|
5.200%, 04/01/2028 (D) |
|
$ |
442 |
|
|
$ |
445 |
|
4.300%, 01/15/2029 (D) |
|
|
462 |
|
|
|
447 |
|
MidAmerican Energy |
|
|
|
|
|
|
|
|
4.800%, 09/15/2043 |
|
|
830 |
|
|
|
781 |
|
2.700%, 08/01/2052 |
|
|
340 |
|
|
|
220 |
|
Mid-Atlantic Interstate Transmission |
|
|
|
|
|
|
|
|
4.100%, 05/15/2028 (D) |
|
|
162 |
|
|
|
156 |
|
Mississippi Power |
|
|
|
|
|
|
|
|
4.250%, 03/15/2042 |
|
|
200 |
|
|
|
170 |
|
3.100%, 07/30/2051 |
|
|
471 |
|
|
|
316 |
|
National Rural Utilities Cooperative Finance MTN |
|
|
|
|
|
|
|
|
1.875%, 02/07/2025 |
|
|
275 |
|
|
|
265 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
6.051%, 03/01/2025 |
|
|
1,095 |
|
|
|
1,105 |
|
NiSource |
|
|
|
|
|
|
|
|
5.800%, 02/01/2042 |
|
|
149 |
|
|
|
147 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.100%, 06/01/2051 |
|
|
242 |
|
|
|
170 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
6.100%, 01/15/2029 |
|
|
1,370 |
|
|
|
1,418 |
|
5.250%, 03/01/2052 |
|
|
125 |
|
|
|
111 |
|
4.950%, 07/01/2050 |
|
|
1,255 |
|
|
|
1,072 |
|
4.750%, 02/15/2044 |
|
|
132 |
|
|
|
110 |
|
4.500%, 07/01/2040 |
|
|
135 |
|
|
|
114 |
|
4.200%, 06/01/2041 |
|
|
228 |
|
|
|
182 |
|
3.950%, 12/01/2047 |
|
|
945 |
|
|
|
691 |
|
3.500%, 08/01/2050 |
|
|
130 |
|
|
|
90 |
|
3.300%, 08/01/2040 |
|
|
60 |
|
|
|
44 |
|
2.500%, 02/01/2031 |
|
|
1,595 |
|
|
|
1,316 |
|
2.100%, 08/01/2027 |
|
|
1,505 |
|
|
|
1,356 |
|
PacifiCorp |
|
|
|
|
|
|
|
|
5.500%, 05/15/2054 |
|
|
128 |
|
|
|
126 |
|
2.900%, 06/15/2052 |
|
|
1,330 |
|
|
|
855 |
|
PECO Energy |
|
|
|
|
|
|
|
|
4.150%, 10/01/2044 |
|
|
900 |
|
|
|
779 |
|
2.850%, 09/15/2051 |
|
|
474 |
|
|
|
319 |
|
Pennsylvania Electric |
|
|
|
|
|
|
|
|
5.150%, 03/30/2026 (D) |
|
|
295 |
|
|
|
294 |
|
3.250%, 03/15/2028 (D) |
|
|
383 |
|
|
|
357 |
|
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN |
|
|
|
|
|
|
|
|
6.150%, 05/21/2048 (D) |
|
|
500 |
|
|
|
513 |
|
Piedmont Natural Gas |
|
|
|
|
|
|
|
|
5.050%, 05/15/2052 |
|
|
1,100 |
|
|
|
1,021 |
|
Public Service Electric and Gas MTN |
|
|
|
|
|
|
|
|
5.125%, 03/15/2053 |
|
|
545 |
|
|
|
568 |
|
2.700%, 05/01/2050 |
|
|
184 |
|
|
|
126 |
|
2.050%, 08/01/2050 |
|
|
109 |
|
|
|
63 |
|
1.900%, 08/15/2031 |
|
|
675 |
|
|
|
554 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Public Service Enterprise Group |
|
|
|
|
|
|
|
|
6.125%, 10/15/2033 |
|
$ |
352 |
|
|
$ |
378 |
|
5.875%, 10/15/2028 |
|
|
880 |
|
|
|
922 |
|
Public Service of Colorado |
|
|
|
|
|
|
|
|
5.250%, 04/01/2053 |
|
|
1,090 |
|
|
|
1,085 |
|
Public Service of Oklahoma |
|
|
|
|
|
|
|
|
3.150%, 08/15/2051 |
|
|
266 |
|
|
|
181 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.125%, 03/01/2048 |
|
|
722 |
|
|
|
606 |
|
4.050%, 03/15/2042 |
|
|
5 |
|
|
|
4 |
|
3.700%, 08/01/2025 |
|
|
99 |
|
|
|
97 |
|
Southern California Gas |
|
|
|
|
|
|
|
|
2.550%, 02/01/2030 |
|
|
900 |
|
|
|
791 |
|
Southern Gas Capital |
|
|
|
|
|
|
|
|
5.875%, 03/15/2041 |
|
|
700 |
|
|
|
713 |
|
4.400%, 05/30/2047 |
|
|
500 |
|
|
|
424 |
|
Southwestern Electric Power |
|
|
|
|
|
|
|
|
5.300%, 04/01/2033 |
|
|
525 |
|
|
|
525 |
|
1.650%, 03/15/2026 |
|
|
1,575 |
|
|
|
1,467 |
|
Southwestern Public Service |
|
|
|
|
|
|
|
|
3.750%, 06/15/2049 |
|
|
845 |
|
|
|
645 |
|
Texas Electric Market Stabilization Funding |
|
|
|
|
|
|
|
|
4.265%, 08/01/2034 (D) |
|
|
2,587 |
|
|
|
2,499 |
|
Virginia Electric and Power |
|
|
|
|
|
|
|
|
5.000%, 04/01/2033 |
|
|
1,041 |
|
|
|
1,053 |
|
4.650%, 08/15/2043 |
|
|
585 |
|
|
|
535 |
|
2.950%, 11/15/2051 |
|
|
393 |
|
|
|
267 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
4.300%, 07/15/2029 (D) |
|
|
1,590 |
|
|
|
1,488 |
|
WEC Energy Group |
|
|
|
|
|
|
|
|
0.800%, 03/15/2024 |
|
|
595 |
|
|
|
589 |
|
Wisconsin Electric Power |
|
|
|
|
|
|
|
|
1.700%, 06/15/2028 |
|
|
255 |
|
|
|
226 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
71,280 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,049,181) ($ Thousands) |
|
|
|
|
|
|
997,326 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 24.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.468%, 03/28/2024 (G) |
|
|
3,005 |
|
|
|
2,968 |
|
5.440%, 04/11/2024 (G) |
|
|
7,970 |
|
|
|
7,855 |
|
5.354%, 05/16/2024 (G) |
|
|
4,355 |
|
|
|
4,271 |
|
5.327%, 04/02/2024 (G) |
|
|
16,260 |
|
|
|
16,046 |
|
5.311%, 04/23/2024 (G) |
|
|
6,270 |
|
|
|
6,169 |
|
5.309%, 01/18/2024 (G) |
|
|
8,580 |
|
|
|
8,560 |
|
5.305%, 04/16/2024 (G) |
|
|
29,290 |
|
|
|
28,845 |
|
5.260%, 02/15/2024 (G) |
|
|
10,555 |
|
|
|
10,487 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 (E) |
|
|
35,383 |
|
|
|
37,954 |
|
4.750%, 11/15/2053 |
|
|
49,617 |
|
|
|
55,641 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.375%, 08/15/2043 |
|
$ |
46,928 |
|
|
$ |
47,903 |
|
4.125%, 08/15/2053 |
|
|
22,457 |
|
|
|
22,699 |
|
3.875%, 05/15/2043 |
|
|
10,980 |
|
|
|
10,467 |
|
3.625%, 08/15/2043 |
|
|
240 |
|
|
|
221 |
|
3.625%, 02/15/2044 |
|
|
50 |
|
|
|
46 |
|
3.625%, 02/15/2053 |
|
|
6,766 |
|
|
|
6,248 |
|
3.625%, 05/15/2053 |
|
|
1,828 |
|
|
|
1,690 |
|
3.375%, 11/15/2048 |
|
|
1,080 |
|
|
|
941 |
|
3.250%, 05/15/2042 |
|
|
1,785 |
|
|
|
1,566 |
|
3.125%, 08/15/2044 |
|
|
280 |
|
|
|
237 |
|
3.125%, 05/15/2048 |
|
|
5,285 |
|
|
|
4,403 |
|
3.000%, 02/15/2049 |
|
|
3,290 |
|
|
|
2,677 |
|
3.000%, 08/15/2052 |
|
|
5,569 |
|
|
|
4,554 |
|
2.875%, 08/15/2045 |
|
|
320 |
|
|
|
258 |
|
2.875%, 05/15/2049 |
|
|
740 |
|
|
|
588 |
|
2.875%, 05/15/2052 |
|
|
9,055 |
|
|
|
7,209 |
|
2.502%, 05/15/2049 (G) |
|
|
5,380 |
|
|
|
1,886 |
|
2.375%, 02/15/2042 |
|
|
7,333 |
|
|
|
5,626 |
|
2.375%, 05/15/2051 |
|
|
12,200 |
|
|
|
8,706 |
|
2.000%, 11/15/2041 |
|
|
39,918 |
|
|
|
28,874 |
|
2.000%, 02/15/2050 |
|
|
400 |
|
|
|
263 |
|
2.000%, 08/15/2051 |
|
|
10,293 |
|
|
|
6,721 |
|
1.875%, 02/15/2051 |
|
|
4,200 |
|
|
|
2,663 |
|
1.875%, 11/15/2051 |
|
|
8,331 |
|
|
|
5,267 |
|
1.750%, 08/15/2041 |
|
|
23,093 |
|
|
|
16,061 |
|
1.625%, 11/15/2050 |
|
|
9,823 |
|
|
|
5,852 |
|
1.375%, 11/15/2040 |
|
|
24,999 |
|
|
|
16,586 |
|
1.375%, 08/15/2050 |
|
|
2,500 |
|
|
|
1,393 |
|
1.125%, 05/15/2040 |
|
|
869 |
|
|
|
560 |
|
1.125%, 08/15/2040 |
|
|
29,314 |
|
|
|
18,711 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
|
8,573 |
|
|
|
8,109 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 08/31/2025 |
|
|
274 |
|
|
|
277 |
|
5.000%, 09/30/2025 |
|
|
8,135 |
|
|
|
8,218 |
|
5.000%, 10/31/2025 |
|
|
6,240 |
|
|
|
6,311 |
|
4.875%, 11/30/2025 |
|
|
12,290 |
|
|
|
12,417 |
|
4.875%, 10/31/2028 |
|
|
66,857 |
|
|
|
69,787 |
|
4.750%, 07/31/2025 |
|
|
4,590 |
|
|
|
4,611 |
|
4.625%, 09/15/2026 |
|
|
50 |
|
|
|
51 |
|
4.625%, 11/15/2026 |
|
|
14,858 |
|
|
|
15,092 |
|
4.500%, 11/30/2024 |
|
|
42 |
|
|
|
42 |
|
4.500%, 11/15/2033 |
|
|
52,026 |
|
|
|
54,619 |
|
4.375%, 10/31/2024 |
|
|
196 |
|
|
|
195 |
|
4.375%, 12/15/2026 |
|
|
62,452 |
|
|
|
63,062 |
|
4.375%, 08/31/2028 |
|
|
300 |
|
|
|
306 |
|
4.375%, 11/30/2028 |
|
|
48,080 |
|
|
|
49,199 |
|
4.375%, 11/30/2030 |
|
|
4,440 |
|
|
|
4,566 |
|
4.250%, 05/31/2025 |
|
|
4,680 |
|
|
|
4,663 |
|
4.250%, 10/15/2025 |
|
|
7,671 |
|
|
|
7,657 |
|
4.250%, 12/31/2025 |
|
|
6,535 |
|
|
|
6,534 |
|
4.125%, 01/31/2025 |
|
|
4,703 |
|
|
|
4,674 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
4.125%, 08/31/2030 |
|
$ |
80 |
|
|
$ |
81 |
|
4.000%, 02/15/2026 |
|
|
87 |
|
|
|
87 |
|
4.000%, 02/28/2030 |
|
|
3,608 |
|
|
|
3,625 |
|
3.875%, 03/31/2025 |
|
|
3,545 |
|
|
|
3,514 |
|
3.875%, 04/30/2025 |
|
|
10,937 |
|
|
|
10,839 |
|
3.875%, 11/30/2027 |
|
|
1,719 |
|
|
|
1,715 |
|
3.750%, 12/31/2028 |
|
|
46,974 |
|
|
|
46,758 |
|
3.500%, 09/15/2025 |
|
|
3,502 |
|
|
|
3,450 |
|
3.250%, 06/30/2029 |
|
|
10,593 |
|
|
|
10,252 |
|
3.125%, 11/15/2028 |
|
|
1,789 |
|
|
|
1,728 |
|
3.000%, 07/15/2025 |
|
|
1,770 |
|
|
|
1,731 |
|
2.875%, 08/15/2028 |
|
|
2,582 |
|
|
|
2,471 |
|
2.750%, 04/30/2027 |
|
|
1,820 |
|
|
|
1,751 |
|
2.750%, 07/31/2027 |
|
|
3,389 |
|
|
|
3,253 |
|
2.625%, 07/31/2029 |
|
|
16,130 |
|
|
|
15,104 |
|
2.375%, 03/31/2029 |
|
|
4,518 |
|
|
|
4,195 |
|
2.000%, 11/15/2026 |
|
|
3,734 |
|
|
|
3,530 |
|
1.375%, 10/31/2028 |
|
|
4,725 |
|
|
|
4,205 |
|
1.250%, 08/15/2031 |
|
|
30 |
|
|
|
25 |
|
1.125%, 08/31/2028 |
|
|
650 |
|
|
|
574 |
|
1.000%, 07/31/2028 |
|
|
2,941 |
|
|
|
2,587 |
|
0.750%, 05/31/2026 |
|
|
488 |
|
|
|
450 |
|
0.375%, 07/31/2027 |
|
|
5,766 |
|
|
|
5,086 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $873,430) ($ Thousands) |
|
|
857,073 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.3% |
Automotive — 1.6% |
|
|
|
|
| |
|
|
|
|
Ally Auto Receivables Trust, Ser 2022-3, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/15/2031 |
|
|
336 |
|
|
|
337 |
|
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 04/18/2028 |
|
|
650 |
|
|
|
644 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.620%, 11/18/2027 |
|
|
295 |
|
|
|
297 |
|
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.810%, 05/18/2028 |
|
|
586 |
|
|
|
593 |
|
ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |
|
|
|
|
|
|
|
|
3.120%, 01/15/2031 (D) |
|
|
330 |
|
|
|
327 |
|
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A |
|
|
|
|
|
|
|
|
2.360%, 03/20/2026 (D) |
|
|
295 |
|
|
|
286 |
|
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A |
|
|
|
|
|
|
|
|
2.020%, 02/20/2027 (D) |
|
|
2,800 |
|
|
|
2,612 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl A |
|
|
|
|
|
|
|
|
5.780%, 04/20/2028 (D) |
|
$ |
1,070 |
|
|
$ |
1,083 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 11/25/2025 |
|
|
205 |
|
|
|
205 |
|
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4 |
|
|
|
|
|
|
|
|
5.070%, 06/25/2026 |
|
|
462 |
|
|
|
462 |
|
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 02/25/2028 |
|
|
320 |
|
|
|
323 |
|
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.660%, 05/17/2027 |
|
|
1,095 |
|
|
|
1,074 |
|
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
4.870%, 02/15/2028 |
|
|
1,043 |
|
|
|
1,043 |
|
Carmax Auto Owner Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.280%, 05/15/2028 |
|
|
440 |
|
|
|
445 |
|
Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |
|
|
|
|
|
|
|
|
3.990%, 03/27/2028 (D) |
|
|
439 |
|
|
|
430 |
|
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.980%, 12/11/2034 (D) |
|
|
575 |
|
|
|
556 |
|
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
1.200%, 12/11/2034 (D) |
|
|
1,010 |
|
|
|
969 |
|
Enterprise Fleet Financing, Ser 2023-3, Cl A2 |
|
|
|
|
|
|
|
|
6.400%, 03/20/2030 (D) |
|
|
740 |
|
|
|
756 |
|
Enterprise Fleet Funding, Ser 2021-1, Cl A3 |
|
|
|
|
|
|
|
|
0.700%, 12/21/2026 (D) |
|
|
425 |
|
|
|
413 |
|
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
3.880%, 11/15/2034 (D) |
|
|
907 |
|
|
|
882 |
|
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.300%, 03/15/2028 |
|
|
307 |
|
|
|
310 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl B |
|
|
|
|
|
|
|
|
5.920%, 02/15/2036 (D) |
|
|
1,230 |
|
|
|
1,261 |
|
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C |
|
|
|
|
|
|
|
|
6.160%, 02/15/2036 (D) |
|
|
1,280 |
|
|
|
1,306 |
|
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
4.650%, 02/15/2028 |
|
|
1,286 |
|
|
|
1,281 |
|
Ford Credit Auto Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.530%, 09/15/2028 |
|
|
695 |
|
|
|
709 |
|
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.010%, 09/22/2025 |
|
|
829 |
|
|
|
824 |
|
| |
|
|
|
|
|
|
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 |
|
|
$ |
417 |
|
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4 |
|
|
|
|
|
|
|
|
5.440%, 08/20/2027 |
|
|
264 |
|
|
|
266 |
|
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.820%, 08/16/2027 |
|
|
513 |
|
|
|
511 |
|
GM Financial Revolving Receivables Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.770%, 08/11/2036 (D) |
|
|
440 |
|
|
|
459 |
|
Hertz Vehicle Financing III, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
3.370%, 03/25/2025 (D) |
|
|
230 |
|
|
|
229 |
|
Hertz Vehicle Financing III, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
6.150%, 03/25/2030 (D) |
|
|
100 |
|
|
|
104 |
|
Hertz Vehicle Financing, Ser 2022-4A, Cl A |
|
|
|
|
|
|
|
|
3.730%, 09/25/2026 (D) |
|
|
363 |
|
|
|
353 |
|
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
3.730%, 07/20/2026 |
|
|
575 |
|
|
|
566 |
|
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
4.380%, 10/15/2025 (D) |
|
|
725 |
|
|
|
720 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.170%, 04/15/2027 (D) |
|
|
663 |
|
|
|
663 |
|
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4 |
|
|
|
|
|
|
|
|
5.840%, 09/15/2027 (D) |
|
|
437 |
|
|
|
444 |
|
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |
|
|
|
|
|
|
|
|
1.030%, 12/15/2027 |
|
|
566 |
|
|
|
533 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
2.220%, 10/15/2026 |
|
|
1,030 |
|
|
|
1,007 |
|
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
2.350%, 04/17/2028 |
|
|
361 |
|
|
|
344 |
|
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.480%, 07/17/2028 |
|
|
604 |
|
|
|
599 |
|
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 04/17/2028 |
|
|
342 |
|
|
|
348 |
|
Hyundai Auto Receivables Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 10/16/2028 |
|
|
1,410 |
|
|
|
1,439 |
|
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |
|
|
|
|
|
|
|
|
0.840%, 02/25/2028 (D) |
|
|
12 |
|
|
|
12 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |
|
|
|
|
|
|
|
|
0.889%, 12/26/2028 (D) |
|
$ |
135 |
|
|
$ |
132 |
|
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
0.760%, 02/26/2029 (D) |
|
|
487 |
|
|
|
470 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |
|
|
|
|
|
|
|
|
5.250%, 02/15/2029 |
|
|
711 |
|
|
|
719 |
|
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A4 |
|
|
|
|
|
|
|
|
4.310%, 04/16/2029 |
|
|
544 |
|
|
|
538 |
|
Nissan Auto Lease Trust, Ser 2023-B, Cl A4 |
|
|
|
|
|
|
|
|
5.610%, 11/15/2027 |
|
|
586 |
|
|
|
592 |
|
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |
|
|
|
|
|
|
|
|
4.450%, 11/15/2029 |
|
|
434 |
|
|
|
430 |
|
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
6.230%, 06/15/2028 (D) |
|
|
645 |
|
|
|
653 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |
|
|
|
|
|
|
|
|
3.960%, 04/15/2026 (D) |
|
|
635 |
|
|
|
630 |
|
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |
|
|
|
|
|
|
|
|
4.180%, 12/15/2028 (D) |
|
|
318 |
|
|
|
314 |
|
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C |
|
|
|
|
|
|
|
|
0.900%, 06/15/2026 |
|
|
114 |
|
|
|
113 |
|
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3 |
|
|
|
|
|
|
|
|
2.980%, 10/15/2026 |
|
|
563 |
|
|
|
560 |
|
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 12/15/2026 |
|
|
706 |
|
|
|
700 |
|
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |
|
|
|
|
|
|
|
|
4.140%, 02/16/2027 |
|
|
663 |
|
|
|
658 |
|
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |
|
|
|
|
|
|
|
|
4.110%, 08/17/2026 |
|
|
437 |
|
|
|
435 |
|
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3 |
|
|
|
|
|
|
|
|
4.490%, 11/16/2026 |
|
|
1,898 |
|
|
|
1,890 |
|
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |
|
|
|
|
|
|
|
|
5.750%, 04/15/2027 |
|
|
363 |
|
|
|
363 |
|
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.280%, 11/20/2025 (D) |
|
|
1,115 |
|
|
|
1,101 |
|
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.470%, 10/20/2028 (D) |
|
|
865 |
|
|
|
874 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A |
|
|
|
|
|
|
|
|
2.560%, 11/25/2031 (D) |
|
$ |
440 |
|
|
$ |
434 |
|
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 05/25/2033 (D) |
|
|
1,360 |
|
|
|
1,291 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (D) |
|
|
3,080 |
|
|
|
2,838 |
|
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
3.820%, 04/25/2035 (D) |
|
|
1,500 |
|
|
|
1,457 |
|
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/25/2036 (D) |
|
|
1,890 |
|
|
|
1,907 |
|
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |
|
|
|
|
|
|
|
|
5.430%, 04/17/2028 |
|
|
389 |
|
|
|
397 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-A, Cl A4 |
|
|
|
|
|
|
|
|
4.420%, 08/15/2028 |
|
|
513 |
|
|
|
508 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |
|
|
|
|
|
|
|
|
4.710%, 02/15/2028 |
|
|
774 |
|
|
|
773 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3 |
|
|
|
|
|
|
|
|
5.160%, 04/17/2028 |
|
|
1,219 |
|
|
|
1,228 |
|
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3 |
|
|
|
|
|
|
|
|
5.540%, 08/15/2028 |
|
|
700 |
|
|
|
714 |
|
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 |
|
|
430 |
|
|
|
427 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3 |
|
|
|
|
|
|
|
|
5.020%, 06/20/2028 |
|
|
857 |
|
|
|
862 |
|
Volkswagen Auto Loan Enhanced Trust, Ser 2023-2, Cl A3 |
|
|
|
|
|
|
|
|
5.480%, 12/20/2028 |
|
|
745 |
|
|
|
760 |
|
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3 |
|
|
|
|
|
|
|
|
5.070%, 09/15/2026 |
|
|
440 |
|
|
|
440 |
|
World Omni Select Auto Trust, Ser 2023-A, Cl A2A |
|
|
|
|
|
|
|
|
5.920%, 03/15/2027 |
|
|
583 |
|
|
|
583 |
|
| |
|
|
|
|
|
|
55,427 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Credit Cards — 0.5% |
|
|
|
|
| |
|
|
|
|
American Express Credit Account Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
3.390%, 05/15/2027 |
|
$ |
785 |
|
|
$ |
769 |
|
American Express Credit Account Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.870%, 05/15/2028 |
|
|
424 |
|
|
|
427 |
|
BA Credit Card Trust, Ser 2023-A2, Cl A2 |
|
|
|
|
|
|
|
|
4.980%, 11/15/2028 |
|
|
3,962 |
|
|
|
4,008 |
|
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6 |
|
|
|
|
|
|
|
|
0.928%, TSFR1M + 0.884%, 05/14/2029 (B) |
|
|
1,700 |
|
|
|
1,707 |
|
Citibank Credit Card Issuance Trust, Ser 2023-A1, Cl A1 |
|
|
|
|
|
|
|
|
5.230%, 12/08/2027 |
|
|
1,719 |
|
|
|
1,732 |
|
Discover Card Execution Note Trust, Ser 2022-A3, Cl A3 |
|
|
|
|
|
|
|
|
3.560%, 07/15/2027 |
|
|
1,377 |
|
|
|
1,350 |
|
Discover Card Execution Note Trust, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
4.310%, 03/15/2028 |
|
|
1,131 |
|
|
|
1,123 |
|
Discover Card Execution Note Trust, Ser 2023-A2, Cl A |
|
|
|
|
|
|
|
|
4.930%, 06/15/2028 |
|
|
2,639 |
|
|
|
2,659 |
|
Mercury Financial Credit Card Master Trust, Ser 2022-1A, Cl B |
|
|
|
|
|
|
|
|
3.200%, 09/21/2026 (D) |
|
|
580 |
|
|
|
549 |
|
Synchrony Card Funding, Ser 2023-A1, Cl A |
|
|
|
|
|
|
|
|
5.540%, 07/15/2029 |
|
|
1,841 |
|
|
|
1,875 |
|
| |
|
|
|
|
|
|
16,199 |
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.1% |
|
|
|
|
| |
|
|
|
|
Aegis Asset-Backed Securities Mortgage Pass-Through Certificates, Ser 2003-3, Cl M1 |
|
|
|
|
|
|
|
|
3.266%, TSFR1M + 1.164%, 01/25/2034 (B) |
|
|
443 |
|
|
|
435 |
|
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl M1 |
|
|
|
|
|
|
|
|
0.465%, 08/25/2036 (B) |
|
|
175 |
|
|
|
174 |
|
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4 |
|
|
|
|
|
|
|
|
0.455%, TSFR1M + 0.394%, 05/25/2037 (B) |
|
|
5,500 |
|
|
|
4,221 |
|
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1 |
|
|
|
|
|
|
|
|
0.850%, TSFR1M + 0.789%, 12/25/2034 (B) |
|
|
161 |
|
|
|
155 |
|
| |
|
|
|
|
|
|
4,985 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Other Asset-Backed Securities — 5.1% |
|
|
|
|
| |
|
|
|
|
Academic Loan Funding Trust, Ser 2012-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.275%, SOFR30A + 1.214%, 12/27/2044 (B)(D) |
|
$ |
857 |
|
|
$ |
849 |
|
ACRES Commercial Realty, Ser 2021-FL1, Cl A |
|
|
|
|
|
|
|
|
1.284%, 06/15/2036 (B)(D) |
|
|
1,629 |
|
|
|
1,590 |
|
AIG CLO, Ser 2021-1A, Cl A1R |
|
|
|
|
|
|
|
|
6.797%, TSFR3M + 1.382%, 04/20/2032 (B)(D) |
|
|
3,400 |
|
|
|
3,398 |
|
American Homes 4 Rent Trust, Ser 2015-SFR1, Cl A |
|
|
|
|
|
|
|
|
3.467%, 04/17/2052 (D) |
|
|
1,835 |
|
|
|
1,784 |
|
AMMC CLO 15, Ser 2021-15A, Cl BR3 |
|
|
|
|
|
|
|
|
7.306%, TSFR3M + 1.912%, 01/15/2032 (B)(D) |
|
|
1,100 |
|
|
|
1,092 |
|
AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.226%, 07/24/2029 (B)(D) |
|
|
518 |
|
|
|
518 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053 (D) |
|
|
1,790 |
|
|
|
1,835 |
|
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A |
|
|
|
|
|
|
|
|
6.546%, TSFR1M + 1.184%, 08/15/2034 (B)(D) |
|
|
3,213 |
|
|
|
3,154 |
|
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1 |
|
|
|
|
|
|
|
|
7.097%, TSFR3M + 1.750%, 10/15/2036 (B)(D) |
|
|
1,280 |
|
|
|
1,281 |
|
Birch Grove CLO 5, Ser 2023-5A, Cl A1 |
|
|
|
|
|
|
|
|
7.616%, 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 |
|
|
|
790 |
|
BSL CLO 4, Ser 2023-4A, Cl A |
|
|
|
|
|
|
|
|
7.416%, TSFR3M + 2.000%, 04/20/2036 (B)(D) |
|
|
790 |
|
|
|
792 |
|
Cedar Funding XII CLO, Ser 2021-12A, Cl BR |
|
|
|
|
|
|
|
|
7.240%, TSFR3M + 1.862%, 10/25/2034 (B)(D) |
|
|
3,000 |
|
|
|
2,967 |
|
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5 |
|
|
|
|
|
|
|
|
4.994%, 11/25/2034 (C) |
|
|
22 |
|
|
|
21 |
|
CIFC Funding, Ser 2021-1A, Cl A1 |
|
|
|
|
|
|
|
|
6.750%, TSFR3M + 1.372%, 04/25/2033 (B)(D) |
|
|
410 |
|
|
|
409 |
|
CIFC Funding, Ser 2021-7A, Cl A1 |
|
|
|
|
|
|
|
|
6.804%, TSFR3M + 1.392%, 01/23/2035 (B)(D) |
|
|
3,500 |
|
|
|
3,487 |
|
CIT Education Loan Trust, Ser 2007-1, Cl A |
|
|
|
|
|
|
|
|
0.387%, SOFR90A + 0.352%, 03/25/2042 (B)(D) |
|
|
622 |
|
|
|
594 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CNH Equipment Trust, Ser 2022-B, Cl A3 |
|
|
|
|
|
|
|
|
3.890%, 08/16/2027 |
|
$ |
690 |
|
|
$ |
678 |
|
CNH Equipment Trust, Ser 2022-C, Cl A3 |
|
|
|
|
|
|
|
|
5.150%, 04/17/2028 |
|
|
1,255 |
|
|
|
1,260 |
|
College Ave Student Loans, Ser 2021-C, Cl A2 |
|
|
|
|
|
|
|
|
2.320%, 07/26/2055 (D) |
|
|
648 |
|
|
|
560 |
|
College Avenue Student Loans, Ser 2017-A, Cl A1 |
|
|
|
|
|
|
|
|
1.825%, TSFR1M + 1.764%, 11/26/2046 (B)(D) |
|
|
268 |
|
|
|
269 |
|
College Avenue Student Loans, Ser 2018-A, Cl A2 |
|
|
|
|
|
|
|
|
4.130%, 12/26/2047 (D) |
|
|
184 |
|
|
|
176 |
|
College Avenue Student Loans, Ser 2019-A, Cl A2 |
|
|
|
|
|
|
|
|
3.280%, 12/28/2048 (D) |
|
|
356 |
|
|
|
328 |
|
College Avenue Student Loans, Ser 2021-B, Cl A2 |
|
|
|
|
|
|
|
|
1.760%, 06/25/2052 (D) |
|
|
308 |
|
|
|
269 |
|
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A |
|
|
|
|
|
|
|
|
0.675%, TSFR1M + 0.614%, 10/25/2034 (B) |
|
|
273 |
|
|
|
264 |
|
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1 |
|
|
|
|
|
|
|
|
0.715%, TSFR1M + 0.654%, 12/25/2034 (B) |
|
|
192 |
|
|
|
186 |
|
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2 |
|
|
|
|
|
|
|
|
0.975%, TSFR1M + 0.914%, 10/25/2047 (B) |
|
|
1,054 |
|
|
|
946 |
|
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A |
|
|
|
|
|
|
|
|
5.616%, TSFR1M + 0.254%, 07/15/2036 (B) |
|
|
156 |
|
|
|
146 |
|
CSEMC, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
7.252%, 08/09/2024 |
|
|
1,230 |
|
|
|
1,199 |
|
CWABS Asset-backed Certificates Series, Ser 2007-12, Cl 2A4 |
|
|
|
|
|
|
|
|
6.820%, TSFR1M + 1.464%, 08/25/2047 (B) |
|
|
5,400 |
|
|
|
4,895 |
|
Dell Equipment Finance Trust, Ser 2023-3, Cl A3 |
|
|
|
|
|
|
|
|
5.930%, 04/23/2029 (D) |
|
|
635 |
|
|
|
647 |
|
Dividend Solar Loans, Ser 2019-1, Cl A |
|
|
|
|
|
|
|
|
3.670%, 08/22/2039 (D) |
|
|
976 |
|
|
|
861 |
|
DLLAA, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.640%, 02/22/2028 (D) |
|
|
300 |
|
|
|
305 |
|
DLLAD, Ser 2023-1A, Cl A3 |
|
|
|
|
|
|
|
|
4.790%, 01/20/2028 (D) |
|
|
1,325 |
|
|
|
1,316 |
|
DLLST, Ser 2022-1A, Cl A3 |
|
|
|
|
|
|
|
|
3.400%, 01/21/2025 (D) |
|
|
945 |
|
|
|
939 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Dryden 55 CLO, Ser 2018-55A, Cl A1 |
|
|
|
|
|
|
|
|
6.676%, TSFR3M + 1.282%, 04/15/2031 (B)(D) |
|
$ |
551 |
|
|
$ |
550 |
|
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |
|
|
|
|
|
|
|
|
2.119%, TSFR3M + 1.162%, 04/15/2029 (B)(D) |
|
|
849 |
|
|
|
847 |
|
Educational Funding of the South, Ser 2011-1, Cl A2 |
|
|
|
|
|
|
|
|
0.865%, 04/25/2035 (B) |
|
|
43 |
|
|
|
43 |
|
Educational Funding, Ser 2006-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.990%, US0003M + 0.350%, 04/25/2033 (B)(D) |
|
|
1,336 |
|
|
|
846 |
|
EDvestinU Private Education Loan Issue No. 4, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
5.250%, 11/25/2040 (D) |
|
|
586 |
|
|
|
576 |
|
Elevation CLO, Ser 2021-13A, Cl A1 |
|
|
|
|
|
|
|
|
6.846%, TSFR3M + 1.452%, 07/15/2034 (B)(D) |
|
|
530 |
|
|
|
528 |
|
Elmwood CLO IV, Ser 2020-1A, Cl A |
|
|
|
|
|
|
|
|
6.896%, TSFR3M + 1.502%, 04/15/2033 (B)(D) |
|
|
610 |
|
|
|
610 |
|
First Franklin Mortgage Loan Trust, Ser 2004-FF5, Cl A3C |
|
|
|
|
|
|
|
|
1.175%, TSFR1M + 1.114%, 08/25/2034 (B) |
|
|
211 |
|
|
|
191 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (D) |
|
|
3,350 |
|
|
|
3,105 |
|
FNMA Grantor Trust, Ser 2017-T1, Cl A |
|
|
|
|
|
|
|
|
2.898%, 06/25/2027 |
|
|
198 |
|
|
|
188 |
|
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
1,860 |
|
|
|
1,807 |
|
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |
|
|
|
|
|
|
|
|
6.130%, TSFR1M + 0.774%, 01/25/2036 (B) |
|
|
3,771 |
|
|
|
3,548 |
|
Global SC Finance II SRL, Ser 2014-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.090%, 07/17/2029 (D) |
|
|
98 |
|
|
|
97 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.747%, TSFR3M + 1.332%, 04/20/2034 (B)(D) |
|
|
660 |
|
|
|
658 |
|
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2 |
|
|
|
|
|
|
|
|
1.951%, TSFR3M + 1.372%, 10/29/2029 (B)(D) |
|
|
1,060 |
|
|
|
1,060 |
|
GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A3 |
|
|
|
|
|
|
|
|
5.080%, 09/15/2026 (D) |
|
|
750 |
|
|
|
746 |
|
GSAMP Trust, Ser 2003-SEA, Cl A1 |
|
|
|
|
|
|
|
|
0.575%, 02/25/2033 (B) |
|
|
253 |
|
|
|
245 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
GSAMP Trust, Ser 2005-WMC3, Cl A2C |
|
|
|
|
|
|
|
|
6.130%, TSFR1M + 0.774%, 12/25/2035 (B) |
|
$ |
4,562 |
|
|
$ |
4,426 |
|
GSAMP Trust, Ser 2006-HE3, Cl A2D |
|
|
|
|
|
|
|
|
0.425%, 05/25/2046 (B) |
|
|
4,064 |
|
|
|
3,781 |
|
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |
|
|
|
|
|
|
|
|
2.600%, 11/01/2035 (D) |
|
|
1,156 |
|
|
|
904 |
|
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |
|
|
|
|
|
|
|
|
2.740%, 02/25/2039 (D) |
|
|
391 |
|
|
|
371 |
|
Home Partners of America Trust, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
2.703%, 10/19/2039 (D) |
|
|
– |
|
|
|
– |
|
HPS Loan Management, Ser 2022-19, Cl A1R |
|
|
|
|
|
|
|
|
6.732%, TSFR3M + 1.320%, 01/22/2035 (B)(D) |
|
|
400 |
|
|
|
397 |
|
JGWPT XXX, Ser 2013-3A, Cl A |
|
|
|
|
|
|
|
|
4.080%, 01/17/2073 (D) |
|
|
656 |
|
|
|
593 |
|
JGWPT XXXII, Ser 2014-2A, Cl A |
|
|
|
|
|
|
|
|
3.610%, 01/17/2073 (D) |
|
|
860 |
|
|
|
758 |
|
Kings Park CLO, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.804%, TSFR3M + 1.392%, 01/21/2035 (B)(D) |
|
|
400 |
|
|
|
399 |
|
Logan CLO I, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.837%, TSFR3M + 1.422%, 07/20/2034 (B)(D) |
|
|
260 |
|
|
|
260 |
|
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.636%, 10/15/2046 (D) |
|
|
932 |
|
|
|
804 |
|
Madison Park Funding XXVII, Ser 2018-27A, Cl A2 |
|
|
|
|
|
|
|
|
7.027%, TSFR3M + 1.612%, 04/20/2030 (B)(D) |
|
|
1,550 |
|
|
|
1,528 |
|
Madison Park Funding XXXVII, Ser 2021-37A, Cl AR |
|
|
|
|
|
|
|
|
6.726%, TSFR3M + 1.332%, 07/15/2033 (B)(D) |
|
|
260 |
|
|
|
259 |
|
Magnetite VII, Ser 2018-7A, Cl A1R2 |
|
|
|
|
|
|
|
|
1.041%, 01/15/2028 (B)(D) |
|
|
540 |
|
|
|
538 |
|
Magnetite XIV-R, Ser 2018-14RA, Cl A1 |
|
|
|
|
|
|
|
|
6.777%, TSFR3M + 1.382%, 10/18/2031 (B)(D) |
|
|
280 |
|
|
|
280 |
|
MF1, Ser 2020-FL4, Cl A |
|
|
|
|
|
|
|
|
7.176%, TSFR1M + 1.814%, 11/15/2035 (B)(D) |
|
|
501 |
|
|
|
500 |
|
MF1, Ser 2021-FL7, Cl A |
|
|
|
|
|
|
|
|
6.553%, TSFR1M + 1.194%, 10/16/2036 (B)(D) |
|
|
868 |
|
|
|
855 |
|
MF1, Ser 2022-FL8, Cl A |
|
|
|
|
|
|
|
|
6.706%, TSFR1M + 1.350%, 02/19/2037 (B)(D) |
|
|
2,380 |
|
|
|
2,334 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Mid-State Trust XI, Ser 2003-11, Cl A1 |
|
|
|
|
|
|
|
|
4.864%, 07/15/2038 |
|
$ |
773 |
|
|
$ |
759 |
|
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA |
|
|
|
|
|
|
|
|
8.073%, 02/26/2029 (B)(D) |
|
|
643 |
|
|
|
590 |
|
MVW, Ser 2021-1WA, Cl B |
|
|
|
|
|
|
|
|
1.440%, 01/22/2041 (D) |
|
|
176 |
|
|
|
162 |
|
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |
|
|
|
|
|
|
|
|
1.684%, 10/15/2031 (B)(D) |
|
|
247 |
|
|
|
247 |
|
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |
|
|
|
|
|
|
|
|
2.234%, 12/15/2045 (B)(D) |
|
|
163 |
|
|
|
164 |
|
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.610%, 12/15/2059 (D) |
|
|
169 |
|
|
|
165 |
|
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.520%, 06/16/2042 (D) |
|
|
13 |
|
|
|
13 |
|
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |
|
|
|
|
|
|
|
|
4.000%, 12/15/2059 (D) |
|
|
1,101 |
|
|
|
1,062 |
|
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |
|
|
|
|
|
|
|
|
3.420%, 01/15/2043 (D) |
|
|
383 |
|
|
|
371 |
|
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |
|
|
|
|
|
|
|
|
3.130%, 02/15/2068 (D) |
|
|
625 |
|
|
|
600 |
|
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |
|
|
|
|
|
|
|
|
3.010%, 12/15/2059 (D) |
|
|
906 |
|
|
|
851 |
|
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |
|
|
|
|
|
|
|
|
2.600%, 08/15/2068 (D) |
|
|
1,380 |
|
|
|
1,285 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (D) |
|
|
122 |
|
|
|
111 |
|
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |
|
|
|
|
|
|
|
|
1.170%, 09/16/2069 (D) |
|
|
510 |
|
|
|
457 |
|
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |
|
|
|
|
|
|
|
|
0.840%, 05/15/2069 (D) |
|
|
81 |
|
|
|
71 |
|
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |
|
|
|
|
|
|
|
|
0.940%, 07/15/2069 (D) |
|
|
219 |
|
|
|
191 |
|
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |
|
|
|
|
|
|
|
|
1.060%, 10/15/2069 (D) |
|
|
927 |
|
|
|
803 |
|
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |
|
|
|
|
|
|
|
|
0.970%, 12/16/2069 (D) |
|
|
1,246 |
|
|
|
1,074 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |
|
|
|
|
|
|
|
|
1.110%, 02/18/2070 (D) |
|
$ |
823 |
|
|
$ |
701 |
|
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |
|
|
|
|
|
|
|
|
1.580%, 04/15/2070 (D) |
|
|
196 |
|
|
|
170 |
|
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.230%, 07/15/2070 (D) |
|
|
596 |
|
|
|
525 |
|
Navient Student Loan Trust, Ser 2014-1, Cl A3 |
|
|
|
|
|
|
|
|
0.613%, 06/25/2031 (B) |
|
|
1,629 |
|
|
|
1,578 |
|
Navient Student Loan Trust, Ser 2016-2A, Cl A3 |
|
|
|
|
|
|
|
|
1.675%, SOFR30A + 1.614%, 06/25/2065 (B)(D) |
|
|
981 |
|
|
|
989 |
|
Navient Student Loan Trust, Ser 2017-1A, Cl A3 |
|
|
|
|
|
|
|
|
1.325%, SOFR30A + 1.264%, 07/26/2066 (B)(D) |
|
|
724 |
|
|
|
724 |
|
Navient Student Loan Trust, Ser 2017-3A, Cl A3 |
|
|
|
|
|
|
|
|
1.225%, SOFR30A + 1.164%, 07/26/2066 (B)(D) |
|
|
2,522 |
|
|
|
2,508 |
|
Navient Student Loan Trust, Ser 2019-BA, Cl A2A |
|
|
|
|
|
|
|
|
3.390%, 12/15/2059 (D) |
|
|
249 |
|
|
|
238 |
|
Navient Student Loan Trust, Ser 2021-1A, Cl A1A |
|
|
|
|
|
|
|
|
1.310%, 12/26/2069 (D) |
|
|
362 |
|
|
|
311 |
|
Navient Student Loan Trust, Ser 2021-3A, Cl A1A |
|
|
|
|
|
|
|
|
1.770%, 08/25/2070 (D) |
|
|
890 |
|
|
|
782 |
|
Navient Student Loan Trust, Ser 2023-BA, Cl A1A |
|
|
|
|
|
|
|
|
6.480%, 03/15/2072 (D) |
|
|
346 |
|
|
|
352 |
|
Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |
|
|
|
|
|
|
|
|
1.171%, SOFR90A + 0.442%, 10/27/2036 (B) |
|
|
282 |
|
|
|
277 |
|
Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |
|
|
|
|
|
|
|
|
1.151%, SOFR90A + 0.422%, 01/25/2037 (B) |
|
|
444 |
|
|
|
438 |
|
Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |
|
|
|
|
|
|
|
|
1.101%, SOFR90A + 0.372%, 10/25/2033 (B) |
|
|
1,674 |
|
|
|
1,643 |
|
Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |
|
|
|
|
|
|
|
|
5.714%, SOFR90A + 0.362%, 03/23/2037 (B) |
|
|
1,347 |
|
|
|
1,322 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |
|
|
|
|
|
|
|
|
0.334%, 12/24/2035 (B) |
|
$ |
1,331 |
|
|
$ |
1,309 |
|
Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
5.794%, SOFR90A + 0.442%, 03/22/2032 (B) |
|
|
228 |
|
|
|
217 |
|
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3 |
|
|
|
|
|
|
|
|
1.025%, SOFR30A + 0.964%, 07/27/2037 (B)(D) |
|
|
913 |
|
|
|
909 |
|
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |
|
|
|
|
|
|
|
|
1.068%, SOFR30A + 1.064%, 11/25/2048 (B)(D) |
|
|
1,928 |
|
|
|
1,911 |
|
Nelnet Student Loan Trust, Ser 2019-5, Cl A |
|
|
|
|
|
|
|
|
2.530%, 10/25/2067 (D) |
|
|
544 |
|
|
|
498 |
|
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.360%, 04/20/2062 (D) |
|
|
379 |
|
|
|
344 |
|
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |
|
|
|
|
|
|
|
|
1.320%, 04/20/2062 (D) |
|
|
731 |
|
|
|
656 |
|
Neuberger Berman CLO XX, Ser 2021-20A, Cl ARR |
|
|
|
|
|
|
|
|
6.816%, TSFR3M + 1.422%, 07/15/2034 (B)(D) |
|
|
530 |
|
|
|
529 |
|
Neuberger Berman Loan Advisers CLO 29, Ser 2018-29A, Cl A1 |
|
|
|
|
|
|
|
|
6.788%, TSFR3M + 1.392%, 10/19/2031 (B)(D) |
|
|
420 |
|
|
|
420 |
|
Neuberger Berman Loan Advisers CLO 39, Ser 2020-39A, Cl A1 |
|
|
|
|
|
|
|
|
7.027%, TSFR3M + 1.612%, 01/20/2032 (B)(D) |
|
|
790 |
|
|
|
790 |
|
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1 |
|
|
|
|
|
|
|
|
2.410%, 10/20/2061 (D) |
|
|
3,245 |
|
|
|
2,631 |
|
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.850%, 11/20/2050 (D) |
|
|
1,061 |
|
|
|
963 |
|
Octagon 66, Ser 2023-1A, Cl A1R |
|
|
|
|
|
|
|
|
7.140%, TSFR3M + 1.750%, 11/16/2036 (B)(D) |
|
|
1,350 |
|
|
|
1,349 |
|
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |
|
|
|
|
|
|
|
|
1.076%, 07/15/2029 (B)(D) |
|
|
1,949 |
|
|
|
1,946 |
|
Octane Receivables Trust, Ser 2023-1A, Cl A |
|
|
|
|
|
|
|
|
5.870%, 05/21/2029 (D) |
|
|
610 |
|
|
|
611 |
|
Origen Manufactured Housing Contract Trust, Ser 2006-A, Cl A2 |
|
|
|
|
|
|
|
|
1.738%, 10/15/2037 (B) |
|
|
411 |
|
|
|
377 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Palmer Square CLO, Ser 2022-5A, Cl A |
|
|
|
|
|
|
|
|
7.416%, TSFR3M + 2.000%, 10/20/2035 (B)(D) |
|
$ |
400 |
|
|
$ |
401 |
|
Progress Residential Trust, Ser 2019-SFR3, Cl A |
|
|
|
|
|
|
|
|
2.271%, 09/17/2036 (D) |
|
|
1,054 |
|
|
|
1,026 |
|
Rad CLO 22, Ser 2023-22A, Cl A1 |
|
|
|
|
|
|
|
|
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D) |
|
|
1,580 |
|
|
|
1,584 |
|
Rockford Tower CLO, Ser 2021-2A, Cl AR |
|
|
|
|
|
|
|
|
6.729%, TSFR3M + 1.362%, 08/20/2032 (B)(D) |
|
|
3,150 |
|
|
|
3,146 |
|
SBA Small Business Investment, Ser 2018-10B, Cl 1 |
|
|
|
|
|
|
|
|
3.548%, 09/10/2028 |
|
|
561 |
|
|
|
534 |
|
SBA Small Business Investment, Ser 2022-10A, Cl 1 |
|
|
|
|
|
|
|
|
2.938%, 03/10/2032 |
|
|
856 |
|
|
|
778 |
|
SBA Small Business Investment, Ser 2022-10B, Cl 1 |
|
|
|
|
|
|
|
|
4.262%, 09/10/2032 |
|
|
440 |
|
|
|
427 |
|
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
7.056%, TSFR3M + 1.662%, 04/15/2031 (B)(D) |
|
|
249 |
|
|
|
248 |
|
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
1.350%, 09/20/2038 (D) |
|
|
234 |
|
|
|
220 |
|
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4 |
|
|
|
|
|
|
|
|
5.956%, TSFR3M + 0.572%, 12/15/2038 (B) |
|
|
751 |
|
|
|
728 |
|
SLM Student Loan Trust, Ser 2003-7A, Cl A5A |
|
|
|
|
|
|
|
|
6.813%, SOFR90A + 1.462%, 12/15/2033 (B)(D) |
|
|
1,355 |
|
|
|
1,334 |
|
SLM Student Loan Trust, Ser 2005-4, Cl A4 |
|
|
|
|
|
|
|
|
0.388%, 07/25/2040 (B) |
|
|
2,593 |
|
|
|
2,520 |
|
SLM Student Loan Trust, Ser 2006-8, Cl A6 |
|
|
|
|
|
|
|
|
0.375%, 01/25/2041 (B) |
|
|
1,683 |
|
|
|
1,626 |
|
SLM Student Loan Trust, Ser 2007-7, Cl B |
|
|
|
|
|
|
|
|
0.965%, 10/27/2070 (B) |
|
|
1,050 |
|
|
|
945 |
|
SLM Student Loan Trust, Ser 2008-2, Cl B |
|
|
|
|
|
|
|
|
1.418%, 01/25/2083 (B) |
|
|
685 |
|
|
|
636 |
|
SLM Student Loan Trust, Ser 2008-3, Cl B |
|
|
|
|
|
|
|
|
1.418%, 04/26/2083 (B) |
|
|
685 |
|
|
|
635 |
|
SLM Student Loan Trust, Ser 2008-4, Cl A4 |
|
|
|
|
|
|
|
|
4.010%, SOFR90A + 1.912%, 07/25/2022 (B) |
|
|
372 |
|
|
|
372 |
|
SLM Student Loan Trust, Ser 2008-4, Cl B |
|
|
|
|
|
|
|
|
2.065%, 04/25/2073 (B) |
|
|
685 |
|
|
|
669 |
|
SLM Student Loan Trust, Ser 2008-5, Cl A4 |
|
|
|
|
|
|
|
|
1.915%, 07/25/2023 (B) |
|
|
60 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SLM Student Loan Trust, Ser 2008-5, Cl B |
|
|
|
|
|
|
|
|
2.065%, 07/25/2073 (B) |
|
$ |
685 |
|
|
$ |
673 |
|
SLM Student Loan Trust, Ser 2008-6, Cl A4 |
|
|
|
|
|
|
|
|
1.315%, 07/25/2023 (B) |
|
|
2,019 |
|
|
|
1,992 |
|
SLM Student Loan Trust, Ser 2008-6, Cl B |
|
|
|
|
|
|
|
|
2.065%, 07/26/2083 (B) |
|
|
685 |
|
|
|
633 |
|
SLM Student Loan Trust, Ser 2008-7, Cl B |
|
|
|
|
|
|
|
|
2.065%, 07/26/2083 (B) |
|
|
685 |
|
|
|
629 |
|
SLM Student Loan Trust, Ser 2009-3, Cl A |
|
|
|
|
|
|
|
|
0.925%, SOFR30A + 0.864%, 01/25/2045 (B)(D) |
|
|
356 |
|
|
|
351 |
|
SLM Student Loan Trust, Ser 2021-10A, Cl A4 |
|
|
|
|
|
|
|
|
6.283%, SOFR90A + 0.931%, 12/17/2068 (B)(D) |
|
|
706 |
|
|
|
694 |
|
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |
|
|
|
|
|
|
|
|
2.430%, 02/17/2032 (D) |
|
|
100 |
|
|
|
97 |
|
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |
|
|
|
|
|
|
|
|
1.184%, 09/15/2034 (B)(D) |
|
|
90 |
|
|
|
90 |
|
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A |
|
|
|
|
|
|
|
|
1.290%, 07/15/2053 (D) |
|
|
110 |
|
|
|
100 |
|
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
925 |
|
|
|
832 |
|
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A |
|
|
|
|
|
|
|
|
1.600%, 09/15/2054 (D) |
|
|
1,769 |
|
|
|
1,605 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |
|
|
|
|
|
|
|
|
1.590%, 01/15/2053 (D) |
|
|
386 |
|
|
|
342 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |
|
|
|
|
|
|
|
|
1.070%, 01/15/2053 (D) |
|
|
1,126 |
|
|
|
985 |
|
SMB Private Education Loan Trust, Ser 2021-B, Cl A |
|
|
|
|
|
|
|
|
1.310%, 07/17/2051 (D) |
|
|
1,074 |
|
|
|
970 |
|
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |
|
|
|
|
|
|
|
|
1.340%, 03/17/2053 (D) |
|
|
555 |
|
|
|
499 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051 (D) |
|
|
743 |
|
|
|
672 |
|
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A |
|
|
|
|
|
|
|
|
5.810%, 05/15/2031 (D) |
|
|
116 |
|
|
|
116 |
|
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |
|
|
|
|
|
|
|
|
1.950%, 02/15/2046 (D) |
|
|
78 |
|
|
|
71 |
|
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |
|
|
|
|
|
|
|
|
1.140%, 02/15/2047 (D) |
|
|
641 |
|
|
|
539 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
South Carolina Student Loan, Ser 2015-A, Cl A |
|
|
|
|
|
|
|
|
1.675%, TSFR1M + 1.614%, 01/25/2036 (B) |
|
$ |
586 |
|
|
$ |
586 |
|
Storm King Park CLO, Ser 2022-1A, Cl A1 |
|
|
|
|
|
|
|
|
7.444%, TSFR3M + 2.050%, 10/15/2035 (B)(D) |
|
|
250 |
|
|
|
251 |
|
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |
|
|
|
|
|
|
|
|
0.725%, TSFR1M + 0.664%, 09/25/2034 (B) |
|
|
332 |
|
|
|
314 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 |
|
|
|
|
|
|
|
|
0.385%, 02/25/2037 (B) |
|
|
1,938 |
|
|
|
1,861 |
|
STWD, Ser 2019-FL1, Cl A |
|
|
|
|
|
|
|
|
1.499%, TSFR1M + 1.194%, 07/15/2038 (B)(D) |
|
|
163 |
|
|
|
160 |
|
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.460%, 01/30/2052 (D) |
|
|
649 |
|
|
|
532 |
|
Symphony CLO 40, Ser 2023-40A, Cl A1 |
|
|
|
|
|
|
|
|
6.984%, TSFR3M + 1.640%, 01/14/2034 (B)(D) |
|
|
1,530 |
|
|
|
1,531 |
|
T-Mobile US Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
4.910%, 05/22/2028 (D) |
|
|
684 |
|
|
|
683 |
|
Trestles CLO IV, Ser 2021-4A, Cl B1 |
|
|
|
|
|
|
|
|
0.000%, 07/21/2034 (B)(D)(H) |
|
|
3,445 |
|
|
|
3,428 |
|
United States Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
147 |
|
|
|
135 |
|
United States Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
276 |
|
|
|
244 |
|
United States Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
|
473 |
|
|
|
441 |
|
United States Small Business Administration, Ser 2022-25F, Cl 1 |
|
|
|
|
|
|
|
|
4.010%, 06/01/2047 |
|
|
695 |
|
|
|
656 |
|
United States Small Business Administration, Ser 2022-25G, Cl 1 |
|
|
|
|
|
|
|
|
3.930%, 07/01/2047 |
|
|
4,680 |
|
|
|
4,428 |
|
United States Small Business Administration, Ser 2022-25H, Cl 1 |
|
|
|
|
|
|
|
|
3.800%, 08/01/2047 |
|
|
2,695 |
|
|
|
2,525 |
|
Venture 41 CLO, Ser 2021-41A, Cl A1N |
|
|
|
|
|
|
|
|
7.007%, TSFR3M + 1.592%, 01/20/2034 (B)(D) |
|
|
800 |
|
|
|
802 |
|
Verizon Master Trust, Ser 2022-2, Cl A |
|
|
|
|
|
|
|
|
1.530%, 07/20/2028 |
|
|
610 |
|
|
|
588 |
|
Verizon Master Trust, Ser 2022-4, Cl A |
|
|
|
|
|
|
|
|
3.400%, 11/20/2028 |
|
|
1,001 |
|
|
|
979 |
|
Verizon Master Trust, Ser 2022-6, Cl A |
|
|
|
|
|
|
|
|
3.670%, 01/22/2029 |
|
|
768 |
|
|
|
753 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Verizon Master Trust, Ser 2023-1, Cl A |
|
|
|
|
|
|
|
|
4.490%, 01/22/2029 |
|
$ |
2,664 |
|
|
$ |
2,650 |
|
Verizon Master Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
4.890%, 04/13/2028 |
|
|
434 |
|
|
|
433 |
|
Verizon Master Trust, Ser 2023-4, Cl A1A |
|
|
|
|
|
|
|
|
5.160%, 06/20/2029 |
|
|
1,987 |
|
|
|
2,011 |
|
Verizon Master Trust, Ser 2023-6, Cl A |
|
|
|
|
|
|
|
|
5.350%, 09/22/2031 (D) |
|
|
2,530 |
|
|
|
2,612 |
|
Verizon Master Trust, Ser 2023-7, Cl A1A |
|
|
|
|
|
|
|
|
5.670%, 11/20/2029 |
|
|
1,410 |
|
|
|
1,448 |
|
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |
|
|
|
|
|
|
|
|
0.465%, TSFR1M + 0.404%, 07/25/2036 (B) |
|
|
3,897 |
|
|
|
3,838 |
|
WISE CLO, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
0.000%, 01/15/2037 (B)(D)(H) |
|
|
460 |
|
|
|
460 |
|
| |
|
|
|
|
|
|
175,970 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $258,773) ($ Thousands) |
|
|
|
|
|
|
252,581 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 1.1% |
| |
|
|
|
|
|
|
|
|
Angolan Government International Bond MTN |
|
|
|
|
|
|
|
|
9.125%, 11/26/2049 |
|
|
240 |
|
|
|
196 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 07/09/2041(C) |
|
|
1,460 |
|
|
|
496 |
|
1.000%, 07/09/2029 |
|
|
203 |
|
|
|
80 |
|
0.750%, 07/09/2030(C) |
|
|
832 |
|
|
|
333 |
|
Bermuda Government International Bond |
|
|
|
|
|
|
|
|
5.000%, 07/15/2032(D) |
|
|
339 |
|
|
|
336 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 01/14/2050 |
|
|
740 |
|
|
|
569 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
660 |
|
|
|
554 |
|
5.000%, 06/15/2045 |
|
|
830 |
|
|
|
643 |
|
4.125%, 02/22/2042 |
|
|
680 |
|
|
|
485 |
|
3.250%, 04/22/2032 |
|
|
670 |
|
|
|
532 |
|
Export Finance & Insurance |
|
|
|
|
|
|
|
|
4.625%, 10/26/2027(D) |
|
|
1,079 |
|
|
|
1,098 |
|
Export-Import Bank of India |
|
|
|
|
|
|
|
|
3.375%, 08/05/2026(D)(E) |
|
|
350 |
|
|
|
336 |
|
Indonesia Treasury Bond |
|
|
|
|
|
|
|
|
6.500%, 02/15/2031 |
|
IDR |
21,001,000 |
|
|
|
1,356 |
|
6.375%, 04/15/2032 |
|
|
45,620,000 |
|
|
|
2,928 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
|
INR417,000 |
|
|
|
5,118 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Israel Government International Bond |
|
|
|
|
|
|
|
|
4.500%, 01/17/2033 |
|
$ |
651 |
|
|
$ |
618 |
|
3.875%, 07/03/2050 |
|
|
236 |
|
|
|
182 |
|
3.375%, 01/15/2050 |
|
|
280 |
|
|
|
198 |
|
2.750%, 07/03/2030 |
|
|
470 |
|
|
|
415 |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.125%, 06/15/2033 |
|
|
290 |
|
|
|
266 |
|
Kenya Government International Bond |
|
|
|
|
|
|
|
|
7.250%, 02/28/2028(D) |
|
|
200 |
|
|
|
182 |
|
6.875%, 06/24/2024 |
|
|
200 |
|
|
|
194 |
|
6.300%, 01/23/2034(D) |
|
|
960 |
|
|
|
768 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
6.050%, 01/11/2040 |
|
|
1,466 |
|
|
|
1,478 |
|
4.750%, 03/08/2044 |
|
|
10,080 |
|
|
|
8,654 |
|
3.771%, 05/24/2061 |
|
|
217 |
|
|
|
147 |
|
3.750%, 01/11/2028 |
|
|
390 |
|
|
|
376 |
|
3.500%, 02/12/2034 |
|
|
784 |
|
|
|
663 |
|
3.250%, 04/16/2030 |
|
|
221 |
|
|
|
200 |
|
2.659%, 05/24/2031 |
|
|
4,300 |
|
|
|
3,635 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
7.143%, 02/23/2030(D) |
|
|
240 |
|
|
|
216 |
|
6.500%, 11/28/2027(D) |
|
|
220 |
|
|
|
201 |
|
Panama Government International Bond |
|
|
|
|
|
|
|
|
6.853%, 03/28/2054 |
|
|
855 |
|
|
|
799 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
5.850%, 08/21/2033(D) |
|
|
464 |
|
|
|
471 |
|
5.400%, 03/30/2050(D) |
|
|
342 |
|
|
|
304 |
|
3.849%, 06/28/2033(D) |
|
|
350 |
|
|
|
309 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 11/18/2050(E) |
|
|
340 |
|
|
|
354 |
|
2.783%, 01/23/2031 |
|
|
300 |
|
|
|
261 |
|
2.780%, 12/01/2060 |
|
|
430 |
|
|
|
267 |
|
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2037(C)(D) |
|
|
2,885 |
|
|
|
1,101 |
|
6.375%, 09/01/2037(C) |
|
|
480 |
|
|
|
184 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $41,688) ($ Thousands) |
|
|
37,503 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.9% |
FHLB |
|
|
|
|
|
|
|
|
5.370%, 05/21/2024 |
|
|
11,600 |
|
|
|
11,589 |
|
5.300%, 05/22/2024 |
|
|
11,820 |
|
|
|
11,809 |
|
1.250%, 09/30/2031(C) |
|
|
1,455 |
|
|
|
1,256 |
|
FHLMC MTN |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029(A) |
|
|
1,213 |
|
|
|
950 |
|
FNMA |
|
|
|
|
|
|
|
|
1.900%, 01/25/2036 |
|
|
1,343 |
|
|
|
1,023 |
|
1.520%, 08/21/2035 |
|
|
1,498 |
|
|
|
1,102 |
|
0.000%, 11/15/2030(A) |
|
|
3,564 |
|
|
|
2,666 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued) |
Resolution Funding Interest |
|
|
|
|
|
|
|
|
0.000%, 01/15/2030(A) |
|
$ |
905 |
|
|
$ |
696 |
|
Resolution Funding Principal |
|
|
|
|
|
|
|
|
0.000%, 04/15/2030(A) |
|
|
1,165 |
|
|
|
887 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $33,863) ($ Thousands) |
|
|
31,978 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 0.7% |
Air Canada, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.139%, 08/11/2028 (B) |
|
|
415 |
|
|
|
415 |
|
Ali Group |
|
|
|
|
|
|
|
|
7.470%, 07/30/2029 (B) |
|
|
407 |
|
|
|
407 |
|
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, CME Term SOFR + 3.750%, 05/12/2028 (B) |
|
|
1,168 |
|
|
|
1,162 |
|
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, 08/17/2028 (B) |
|
|
554 |
|
|
|
554 |
|
AMWINS Group Inc. |
|
|
|
|
|
|
|
|
8.220%, 02/19/2028 |
|
|
119 |
|
|
|
119 |
|
APi Group, Term Loan |
|
|
|
|
|
|
|
|
7.720%, 10/01/2026 |
|
|
309 |
|
|
|
309 |
|
Asurion |
|
|
|
|
|
|
|
|
9.706%, 08/19/2028 (B) |
|
|
555 |
|
|
|
552 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, LIBOR + 3.250%, 12/23/2026 (B) |
|
|
324 |
|
|
|
323 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, 07/31/2027 (B) |
|
|
371 |
|
|
|
367 |
|
Athena Helath Group, Initial Term Loan |
|
|
|
|
|
|
|
|
8.606%, 02/15/2029 (B) |
|
|
1,170 |
|
|
|
1,164 |
|
Avolon TLB Borrower 1 LLC |
|
|
|
|
|
|
|
|
7.708%, 12/01/2027 |
|
|
123 |
|
|
|
123 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.206%, CME Term SOFR + 2.750%, 06/07/2028 (B) |
|
|
568 |
|
|
|
568 |
|
Caesars Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.706%, 02/06/2030 (B) |
|
|
70 |
|
|
|
70 |
|
Castlelake Avia |
|
|
|
|
|
|
|
|
8.396%, 10/22/2026 (B) |
|
|
393 |
|
|
|
393 |
|
Charter Communications Operating, Term Loan B4, 1st Lien |
|
|
|
|
|
|
|
|
7.360%, 12/01/2030 |
|
|
614 |
|
|
|
612 |
|
Citaldel Securities LP |
|
|
|
|
|
|
|
|
7.970%, 07/29/2030 |
|
|
561 |
|
|
|
562 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, 05/06/2030 (B) |
|
$ |
260 |
|
|
$ |
260 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.356%, CME Term SOFR + 4.000%, 10/16/2026 (B) |
|
|
1,206 |
|
|
|
1,193 |
|
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.098%, CME Term SOFR + 3.750%, 04/09/2027 (B) |
|
|
784 |
|
|
|
776 |
|
Entain PLC |
|
|
|
|
|
|
|
|
7.948%, 03/29/2027 |
|
|
116 |
|
|
|
116 |
|
First Eagle Holdings, Term Loan |
|
|
|
|
|
|
|
|
7.948%, 02/01/2027 |
|
|
250 |
|
|
|
249 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.698%, 11/10/2030 (B) |
|
|
980 |
|
|
|
981 |
|
Focus Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.606%, 06/30/2028 |
|
|
782 |
|
|
|
783 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (B) |
|
|
1,326 |
|
|
|
1,286 |
|
Garda World Security Corp |
|
|
|
|
|
|
|
|
9.725%, CME Term SOFR + 4.250%, 10/30/2026 (B) |
|
|
268 |
|
|
|
268 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
7.912%, CME Term SOFR + 0.000%, 05/31/2027 |
|
|
32 |
|
|
|
32 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.538%, LIBOR + 2.000%, 11/15/2027 (B) |
|
|
598 |
|
|
|
598 |
|
Grifols Worldwide Operations, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.538%, 11/15/2027 |
|
|
2 |
|
|
|
2 |
|
GTCR W Merger Sub LLC |
|
|
|
|
|
|
|
|
0.000%, 09/20/2030 (H)(I) |
|
|
1,330 |
|
|
|
1,335 |
|
Harbor Freight Tools USA, Inc |
|
|
|
|
|
|
|
|
8.220%, 10/19/2027 |
|
|
634 |
|
|
|
633 |
|
Icon Public Limited Company, Lux Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.860%, 07/03/2028 (B) |
|
|
502 |
|
|
|
504 |
|
Icon Public Limited Company, U.S. Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.860%, 07/03/2028 (B) |
|
|
125 |
|
|
|
125 |
|
KKR Apple Bidco, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.220%, 09/22/2028 (B) |
|
|
407 |
|
|
|
406 |
|
PCI Gaming Authority, Term B Facility Loan |
|
|
|
|
|
|
|
|
7.970%, 05/29/2026 (B) |
|
|
389 |
|
|
|
390 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, CME Term SOFR + 3.750%, 02/01/2028 (B) |
|
|
893 |
|
|
|
894 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.250%, 03/05/2026 (B) |
|
$ |
916 |
|
|
$ |
914 |
|
Project Sky, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, 10/08/2028 (B) |
|
|
246 |
|
|
|
243 |
|
Scientific Games/Lights & Wonder |
|
|
|
|
|
|
|
|
8.465%, 04/14/2029 (B) |
|
|
889 |
|
|
|
890 |
|
Setanta Aircraft |
|
|
|
|
|
|
|
|
7.610%, 11/05/2028 |
|
|
1,060 |
|
|
|
1,063 |
|
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.395%, 12/11/2026 (B) |
|
|
1,050 |
|
|
|
1,048 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (B) |
|
|
772 |
|
|
|
764 |
|
UFC Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.399%, 04/29/2026 |
|
|
822 |
|
|
|
824 |
|
United AirLines, Inc., Class B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.220%, 04/21/2028 (B) |
|
|
644 |
|
|
|
645 |
|
VFH Parent, Initial Term Loan |
|
|
|
|
|
|
|
|
8.456%, 01/13/2029 (B) |
|
|
393 |
|
|
|
394 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.976%, CME Term SOFR + 2.500%, 01/31/2028 (B) |
|
|
144 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $25,464) ($ Thousands) |
|
|
|
|
|
|
25,459 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.3% |
California — 0.1% |
|
|
|
|
California State University, Ser B, RB |
|
|
|
|
|
|
|
|
2.374%, 11/01/2035 |
|
|
635 |
|
|
|
496 |
|
California State, Health Facilities Financing Authority, RB |
|
|
|
|
|
|
|
|
3.000%, 08/15/2051 |
|
|
650 |
|
|
|
529 |
|
Regents of the University of California, Medical Center Pooled Revenue, Ser N, RB |
|
|
|
|
|
|
|
|
3.256%, 05/15/2060 |
|
|
740 |
|
|
|
525 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,550 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.1% |
|
|
|
|
Georgia State, Municipal Electric Authority, RB |
|
|
|
|
|
|
|
|
7.055%, 04/01/2057 |
|
|
1,040 |
|
|
|
1,162 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Nevada — 0.0% |
|
|
|
|
Clark County, Department of Aviation, Ser C, RB |
|
|
|
|
|
|
|
|
6.820%, 07/01/2045 |
|
$ |
728 |
|
|
$ |
891 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York and New Jersey, Port Authority, RB |
|
|
|
|
|
|
|
|
4.458%, 10/01/2062 |
|
|
505 |
|
|
|
461 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
2.000%, 08/01/2035 |
|
|
1,000 |
|
|
|
746 |
|
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB |
|
|
|
|
|
|
|
|
2.400%, 11/01/2032 |
|
|
610 |
|
|
|
511 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB |
|
|
|
|
|
|
|
|
5.508%, 08/01/2037 |
|
|
325 |
|
|
|
335 |
|
New York State, Dormitory Authority, RB |
|
|
|
|
|
|
|
|
5.628%, 03/15/2039 |
|
|
400 |
|
|
|
414 |
|
5.289%, 03/15/2033 |
|
|
850 |
|
|
|
867 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,334 |
|
| |
|
|
|
|
|
|
|
|
Ohio — 0.0% |
|
|
|
|
Ohio State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.800%, 06/01/2111 |
|
|
433 |
|
|
|
411 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 0.0% |
|
|
|
|
Board of Regents of the University of Texas System, Ser B, RB |
|
|
|
|
|
|
|
|
2.439%, 08/15/2049 |
|
|
295 |
|
|
|
197 |
|
North Texas, Tollway Authority, Ser B, RB |
|
|
|
|
|
|
|
|
6.718%, 01/01/2049 |
|
|
632 |
|
|
|
780 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
977 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 0.0% |
|
|
|
|
University of Virginia, RB |
|
|
|
|
|
|
|
|
2.256%, 09/01/2050 |
|
|
480 |
|
|
|
304 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $9,740) ($ Thousands) |
|
|
|
|
|
|
8,629 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
AFFILIATED PARTNERSHIP — 0.5% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(J) |
|
|
16,513,322 |
|
|
$ |
16,555 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $16,504) ($ Thousands) |
|
|
16,555 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 1.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
53,653,814 |
|
|
|
53,654 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $53,654) ($ Thousands) |
|
|
|
|
|
|
53,654 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $559) ($ Thousands) |
|
|
|
|
|
|
274 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 108.0% |
|
|
|
|
|
|
|
|
(Cost $3,888,179) ($ Thousands) |
|
$ |
3,751,350 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $1,034) ($ Thousands) |
|
|
|
|
|
$ |
(486 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
A list of the exchange traded option contracts held by the Fund at December 31, 2023, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
April 2024, 3 Month SOFR OPT Apr24P 94.75 |
|
|
172 |
|
|
$ |
40,742 |
|
|
$ |
94.75 |
|
|
|
4/20/2024 |
|
|
$ |
9 |
|
December 2024, 3 Month SOFR OPT Apr24P 96 |
|
|
102 |
|
|
|
24,480 |
|
|
|
96.00 |
|
|
|
12/21/2024 |
|
|
|
99 |
|
February 2024, U.S. 10 Year Future Option |
|
|
187 |
|
|
|
20,851 |
|
|
|
111.50 |
|
|
|
1/20/2024 |
|
|
|
70 |
|
December 2023, U.S. 10 Year Future Option |
|
|
369 |
|
|
|
41,328 |
|
|
|
112.00 |
|
|
|
1/20/2024 |
|
|
|
– |
|
December 2023, U.S. 5 Year Future Option |
|
|
369 |
|
|
|
39,944 |
|
|
|
108.25 |
|
|
|
1/20/2024 |
|
|
|
3 |
|
February 2024, U.S. 5 Year Future Option |
|
|
186 |
|
|
|
20,042 |
|
|
|
107.75 |
|
|
|
1/20/2024 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
187,387 |
|
|
|
|
|
|
|
|
|
|
|
226 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Call/CAD Put |
|
|
6,150,000 |
|
|
$ |
8,438 |
|
|
|
1.37 |
|
|
|
3/16/2024 |
|
|
$ |
9 |
|
USD Call/CHF Put |
|
|
4,686,991 |
|
|
|
3,996 |
|
|
|
0.85 |
|
|
|
3/16/2024 |
|
|
|
29 |
|
USD Call/EUR Put |
|
|
6,280,000 |
|
|
|
6,666 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
7 |
|
USD Call/EUR Put |
|
|
3,326,588 |
|
|
|
3,519 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
2 |
|
USD Call/EUR Put |
|
|
4,169,247 |
|
|
|
4,398 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
27,017 |
|
|
|
|
|
|
|
|
|
|
|
48 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
214,404 |
|
|
|
|
|
|
|
|
|
|
$ |
274 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24p 95.5 |
|
|
(102 |
) |
|
$ |
(24,353 |
) |
|
|
95.50 |
|
|
|
12/21/2024 |
|
|
$ |
(51 |
) |
June 2024, 3 Month SOFR OPT Jun24P 97.5 |
|
|
(541 |
) |
|
|
(127,811 |
) |
|
|
94.50 |
|
|
|
06/22/2024 |
|
|
|
(30 |
) |
February 2024, U.S. 10 Year Future Option |
|
|
(187 |
) |
|
|
(20,570 |
) |
|
|
110.00 |
|
|
|
01/20/2024 |
|
|
|
(21 |
) |
March 2024, U.S. 10 Year Future Option |
|
|
(306 |
) |
|
|
(33,048 |
) |
|
|
108.00 |
|
|
|
02/17/2024 |
|
|
|
(38 |
) |
December 2023, U.S. 10 Year Future Option |
|
|
(123 |
) |
|
|
(13,868 |
) |
|
|
112.75 |
|
|
|
01/20/2024 |
|
|
|
– |
|
December 2023, U.S. 10 Year Future Option |
|
|
(123 |
) |
|
|
(13,376 |
) |
|
|
108.75 |
|
|
|
01/20/2024 |
|
|
|
(1 |
) |
February 2024, U.S. 5 Year Future Option |
|
|
(186 |
) |
|
|
(19,856 |
) |
|
|
106.75 |
|
|
|
01/20/2024 |
|
|
|
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(252,882 |
) |
|
|
|
|
|
|
|
|
|
|
(154 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR OPT Dec24c 97.13 |
|
|
(102 |
) |
|
|
(24,767 |
) |
|
|
97.13 |
|
|
|
12/21/2024 |
|
|
|
(63 |
) |
September 2024, 3 Month SOFR OPT Sep24C 96.88 |
|
|
(118 |
) |
|
|
(28,578 |
) |
|
|
96.88 |
|
|
|
09/21/2024 |
|
|
|
(48 |
) |
September 2024, 3 Month SOFR OPT Sep24C 97 |
|
|
(283 |
) |
|
|
(68,627 |
) |
|
|
97.00 |
|
|
|
09/21/2024 |
|
|
|
(101 |
) |
February 2024, U.S. 10 Year Future Option |
|
|
(71 |
) |
|
|
(8,094 |
) |
|
|
114.00 |
|
|
|
01/20/2024 |
|
|
|
(34 |
) |
February 2024, U.S. 10 Year Future Option |
|
|
(187 |
) |
|
|
(21,505 |
) |
|
|
115.00 |
|
|
|
01/20/2024 |
|
|
|
(50 |
) |
February 2024, U.S. 5 Year Future Option |
|
|
(186 |
) |
|
|
(20,507 |
) |
|
|
110.25 |
|
|
|
01/20/2024 |
|
|
|
(36 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(172,078 |
) |
|
|
|
|
|
|
|
|
|
|
(332 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(424,960 |
) |
|
|
|
|
|
|
|
|
|
$ |
(486 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
202 |
|
|
|
Mar-2025 |
|
|
$ |
48,480 |
|
|
$ |
48,616 |
|
|
$ |
136 |
|
3 Month SOFR |
|
|
398 |
|
|
|
Mar-2026 |
|
|
|
95,624 |
|
|
|
96,450 |
|
|
|
826 |
|
Euro-Bobl |
|
|
38 |
|
|
|
Mar-2024 |
|
|
|
4,837 |
|
|
|
5,007 |
|
|
|
66 |
|
Euro-OAT |
|
|
79 |
|
|
|
Mar-2024 |
|
|
|
10,908 |
|
|
|
11,477 |
|
|
|
330 |
|
U.S. 2-Year Treasury Note |
|
|
1,715 |
|
|
|
Mar-2024 |
|
|
|
349,822 |
|
|
|
353,142 |
|
|
|
3,320 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
U.S. 5-Year Treasury Note |
|
|
1,080 |
|
|
|
Mar-2024 |
|
|
$ |
115,111 |
|
|
$ |
117,475 |
|
|
$ |
2,364 |
|
U.S. 10-Year Treasury Note |
|
|
1,337 |
|
|
|
Mar-2024 |
|
|
|
148,029 |
|
|
|
150,935 |
|
|
|
2,906 |
|
U.S. 10-Year Treasury Note |
|
|
58 |
|
|
|
Mar-2024 |
|
|
|
6,549 |
|
|
|
6,548 |
|
|
|
(1 |
) |
U.S. Long Treasury Bond |
|
|
192 |
|
|
|
Mar-2024 |
|
|
|
22,390 |
|
|
|
23,988 |
|
|
|
1,598 |
|
U.S. Ultra Long Treasury Bond |
|
|
613 |
|
|
|
Mar-2024 |
|
|
|
74,534 |
|
|
|
81,894 |
|
|
|
7,360 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
9 |
|
|
|
Mar-2024 |
|
|
|
1,014 |
|
|
|
1,062 |
|
|
|
48 |
|
| |
|
|
|
|
|
|
|
|
|
|
877,298 |
|
|
|
896,594 |
|
|
|
18,953 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Euro-Bund |
|
|
(78 |
) |
|
|
Mar-2024 |
|
|
$ |
(11,270 |
) |
|
$ |
(11,823 |
) |
|
$ |
(328 |
) |
Euro-Buxl |
|
|
(4 |
) |
|
|
Mar-2024 |
|
|
|
(567 |
) |
|
|
(626 |
) |
|
|
(47 |
) |
U.S. 2-Year Treasury Note |
|
|
(189 |
) |
|
|
Mar-2024 |
|
|
|
(38,512 |
) |
|
|
(38,918 |
) |
|
|
(406 |
) |
U.S. 5-Year Treasury Note |
|
|
(1,729 |
) |
|
|
Mar-2024 |
|
|
|
(185,609 |
) |
|
|
(188,070 |
) |
|
|
(2,461 |
) |
U.S. Long Treasury Bond |
|
|
(146 |
) |
|
|
Mar-2024 |
|
|
|
(16,921 |
) |
|
|
(18,241 |
) |
|
|
(1,320 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(394 |
) |
|
|
Mar-2024 |
|
|
|
(44,500 |
) |
|
|
(46,498 |
) |
|
|
(1,998 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(297,379 |
) |
|
|
(304,176 |
) |
|
|
(6,560 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
579,919 |
|
|
$ |
592,418 |
|
|
$ |
12,393 |
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
3,816 |
|
|
|
EUR |
|
|
|
3,599 |
|
|
$ |
163 |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
GBP |
|
|
|
3,904 |
|
|
|
USD |
|
|
|
4,771 |
|
|
|
(205 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
6,700 |
|
|
|
AUD |
|
|
|
10,529 |
|
|
|
488 |
|
Citigroup |
|
|
01/19/24 |
|
|
|
CNH |
|
|
|
60,232 |
|
|
|
USD |
|
|
|
8,295 |
|
|
|
(177 |
) |
Citigroup |
|
|
01/19/24 |
|
|
|
IDR |
|
|
|
759,546 |
|
|
|
USD |
|
|
|
48 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
8,451 |
|
|
|
CAD |
|
|
|
11,511 |
|
|
|
281 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
EUR |
|
|
|
4,040 |
|
|
|
NOK |
|
|
|
46,790 |
|
|
|
144 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
16,299 |
|
|
|
JPY |
|
|
|
2,401,276 |
|
|
|
788 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,481 |
|
A list of the open OTC swap agreements held by the Fund at December 31, 2023, 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
(Thousands) |
|
Citibank |
|
|
10.2375% |
|
|
|
BRL-CDI |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
70,430 |
|
|
$ |
66 |
|
|
$ |
– |
|
|
$ |
66 |
|
A list of open centrally cleared swap agreements held by the Fund at December 31, 2023, 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) |
|
FIXED 3.52% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
12/20/2053 |
|
|
|
USD |
|
|
|
7,131 |
|
|
$ |
(305 |
) |
|
$ |
– |
|
|
$ |
(305 |
) |
3.15% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
15,462 |
|
|
|
615 |
|
|
|
683 |
|
|
|
(68 |
) |
1.52% FIXED |
|
|
USD-SOFR-COMPOUND 2/15/47 |
|
|
|
Annually |
|
|
|
02/15/2047 |
|
|
|
USD |
|
|
|
5,559 |
|
|
|
1,671 |
|
|
|
(59 |
) |
|
|
1,730 |
|
3.05% FIXED |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
10,834 |
|
|
|
610 |
|
|
|
497 |
|
|
|
113 |
|
0.026% FIXED |
|
|
USD-SOFR-OIS-COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
9,739 |
|
|
|
1,265 |
|
|
|
914 |
|
|
|
351 |
|
3.95% |
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
05/31/2028 |
|
|
|
USD |
|
|
|
7,414 |
|
|
|
113 |
|
|
|
20 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,969 |
|
|
$ |
2,055 |
|
|
$ |
1,914 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Core Fixed Income Fund (Concluded)
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.4112 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
8,961 |
|
|
$ |
(520 |
) |
|
$ |
(61 |
) |
|
$ |
(459 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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-CDX.NA.IG.4112 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
127,395 |
|
|
$ |
2,478 |
|
|
$ |
1,577 |
|
|
$ |
901 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $3,474,980 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
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 December 31, 2023, the value of these securities amounted to $462,790 ($ Thousands), representing 13.3% of the Net Assets of the Fund. |
(E) |
Certain securities or partial positions of certain securities are on loan at December 31, 2023. |
(F) |
Perpetual security with no stated maturity date. |
(G) |
Interest rate represents the security's effective yield at the time of purchase. |
(H) |
No interest rate available. |
(I) |
Unsettled bank loan. Interest rate may not be available. |
(J) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $16,555 ($ Thousands). |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain
(Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value 12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
53,339 |
|
|
$ |
113,655 |
|
|
$ |
(150,424 |
) |
|
$ |
5 |
|
|
$ |
(20 |
) |
|
$ |
16,555 |
|
|
$ |
78 |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
241,390 |
|
|
|
609,365 |
|
|
|
(797,101 |
) |
|
|
— |
|
|
|
— |
|
|
|
53,654 |
|
|
|
1,174 |
|
|
|
— |
|
Totals |
|
$ |
294,729 |
|
|
$ |
723,020 |
|
|
$ |
(947,525 |
) |
|
$ |
5 |
|
|
$ |
(20 |
) |
|
$ |
70,209 |
|
|
$ |
1,252 |
|
|
$ |
— |
|
Amounts designated as “-” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 78.4% |
Communication Services — 9.2% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
8.125%, 02/01/2027 (A) |
|
$ |
380 |
|
|
$ |
350 |
|
5.500%, 01/15/2028 (A) |
|
|
340 |
|
|
|
280 |
|
5.500%, 10/15/2029 (A) |
|
|
1,807 |
|
|
|
1,417 |
|
5.125%, 07/15/2029 (A) |
|
|
396 |
|
|
|
308 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
8,674 |
|
|
|
5,617 |
|
6.000%, 02/15/2028 (A) |
|
|
811 |
|
|
|
390 |
|
ANGI Group |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
2,622 |
|
|
|
2,214 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (A)(B) |
|
|
3,784 |
|
|
|
57 |
|
6.500%, 05/01/2027 (A)(B) |
|
|
1,717 |
|
|
|
30 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (A) |
|
|
4,200 |
|
|
|
2,772 |
|
Belo |
|
|
|
|
|
|
|
|
7.250%, 09/15/2027 |
|
|
250 |
|
|
|
251 |
|
C&W Senior Financing Designated Activity |
|
|
|
|
|
|
|
|
6.875%, 09/15/2027 (A) |
|
|
569 |
|
|
|
530 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
5.375%, 06/01/2029 (A) |
|
|
1,498 |
|
|
|
1,412 |
|
5.125%, 05/01/2027 (A) |
|
|
8,375 |
|
|
|
8,091 |
|
5.000%, 02/01/2028 (A) |
|
|
2,572 |
|
|
|
2,461 |
|
4.750%, 03/01/2030 (A) |
|
|
1,515 |
|
|
|
1,384 |
|
4.750%, 02/01/2032 (A) |
|
|
62 |
|
|
|
55 |
|
4.500%, 08/15/2030 (A) |
|
|
5,065 |
|
|
|
4,566 |
|
4.500%, 05/01/2032 |
|
|
2,700 |
|
|
|
2,312 |
|
4.250%, 02/01/2031 (A) |
|
|
4,134 |
|
|
|
3,613 |
|
4.250%, 01/15/2034 (A) |
|
|
610 |
|
|
|
496 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
8.750%, 05/01/2025 (A) |
|
|
96 |
|
|
|
96 |
|
5.250%, 07/15/2028 (A) |
|
|
135 |
|
|
|
124 |
|
Clear Channel Outdoor Holdings Inc |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (A) |
|
|
115 |
|
|
|
120 |
|
7.750%, 04/15/2028 (A) |
|
|
290 |
|
|
|
250 |
|
7.500%, 06/01/2029 (A) |
|
|
529 |
|
|
|
440 |
|
5.125%, 08/15/2027 (A) |
|
|
2,117 |
|
|
|
2,021 |
|
Consolidated Communications |
|
|
|
|
|
|
|
|
6.500%, 10/01/2028 (A) |
|
|
2,155 |
|
|
|
1,864 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
4,515 |
|
|
|
3,145 |
|
7.375%, 07/01/2028 |
|
|
3,722 |
|
|
|
2,225 |
|
5.875%, 11/15/2024 |
|
|
3,713 |
|
|
|
3,482 |
|
5.750%, 12/01/2028 (A) |
|
|
1,035 |
|
|
|
826 |
|
5.250%, 12/01/2026 (A) |
|
|
1,945 |
|
|
|
1,666 |
|
5.125%, 06/01/2029 |
|
|
1,085 |
|
|
|
559 |
|
Front Range BidCo |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (A) |
|
|
6,235 |
|
|
|
4,999 |
|
Frontier Communications Holdings |
|
|
|
|
|
|
|
|
8.750%, 05/15/2030 (A) |
|
|
206 |
|
|
|
212 |
|
6.750%, 05/01/2029 (A) |
|
|
896 |
|
|
|
801 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.000%, 01/15/2030 (A) |
|
$ |
93 |
|
|
$ |
79 |
|
5.875%, 10/15/2027 (A) |
|
|
2,905 |
|
|
|
2,807 |
|
5.875%, 11/01/2029 |
|
|
102 |
|
|
|
86 |
|
5.000%, 05/01/2028 (A) |
|
|
680 |
|
|
|
629 |
|
Gannett Holdings |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
138 |
|
|
|
122 |
|
Gray Escrow II |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (A) |
|
|
3,789 |
|
|
|
2,859 |
|
Gray Television |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 (A) |
|
|
375 |
|
|
|
356 |
|
4.750%, 10/15/2030 (A) |
|
|
4,223 |
|
|
|
3,179 |
|
Hughes Satellite Systems |
|
|
|
|
|
|
|
|
6.625%, 08/01/2026 |
|
|
845 |
|
|
|
666 |
|
5.250%, 08/01/2026 |
|
|
562 |
|
|
|
495 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
580 |
|
|
|
377 |
|
6.375%, 05/01/2026 |
|
|
2,253 |
|
|
|
1,921 |
|
5.250%, 08/15/2027 (A) |
|
|
295 |
|
|
|
234 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
6.500%, 03/15/2030 (A) |
|
|
1,447 |
|
|
|
1,378 |
|
Intelsat Jackson Holdings (Escrow Security) |
|
|
|
|
|
|
|
|
9.750%, 07/15/2025 (A)(C) |
|
|
2,202 |
|
|
|
– |
|
8.500%, 12/31/2049 (A)(C) |
|
|
1,695 |
|
|
|
– |
|
5.500%, 08/01/2023 (C) |
|
|
268 |
|
|
|
– |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
10.500%, 05/15/2030 (A) |
|
|
1,534 |
|
|
|
1,487 |
|
4.625%, 09/15/2027 (A) |
|
|
2,105 |
|
|
|
1,263 |
|
4.250%, 07/01/2028 (A) |
|
|
1,618 |
|
|
|
801 |
|
3.875%, 11/15/2029 (A) |
|
|
400 |
|
|
|
334 |
|
3.750%, 07/15/2029 (A) |
|
|
1,425 |
|
|
|
606 |
|
3.625%, 01/15/2029 (A) |
|
|
2,390 |
|
|
|
1,004 |
|
Live Nation Entertainment |
|
|
|
|
|
|
|
|
6.500%, 05/15/2027 (A) |
|
|
1,001 |
|
|
|
1,019 |
|
5.625%, 03/15/2026 (A) |
|
|
309 |
|
|
|
306 |
|
4.875%, 11/01/2024 (A) |
|
|
1,832 |
|
|
|
1,815 |
|
4.750%, 10/15/2027 (A) |
|
|
750 |
|
|
|
719 |
|
3.750%, 01/15/2028 (A) |
|
|
450 |
|
|
|
420 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
5.625%, 04/01/2025 |
|
|
274 |
|
|
|
225 |
|
5.375%, 06/15/2029 (A) |
|
|
263 |
|
|
|
81 |
|
5.125%, 12/15/2026 (A) |
|
|
1,176 |
|
|
|
788 |
|
4.500%, 01/15/2029 (A) |
|
|
110 |
|
|
|
33 |
|
4.000%, 02/15/2027 (A) |
|
|
3,060 |
|
|
|
1,975 |
|
News |
|
|
|
|
|
|
|
|
5.125%, 02/15/2032 (A) |
|
|
140 |
|
|
|
133 |
|
3.875%, 05/15/2029 (A) |
|
|
199 |
|
|
|
183 |
|
Nexstar Media |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,005 |
|
|
|
972 |
|
4.750%, 11/01/2028 (A) |
|
|
2,649 |
|
|
|
2,441 |
|
Sable International Finance |
|
|
|
|
|
|
|
|
5.750%, 09/07/2027 (A) |
|
|
854 |
|
|
|
807 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
$ |
1,617 |
|
|
$ |
1,437 |
|
Scripps Escrow II |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
2,278 |
|
|
|
2,015 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
215 |
|
|
|
192 |
|
4.125%, 12/01/2030 (A) |
|
|
100 |
|
|
|
70 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
5.500%, 07/01/2029 (A) |
|
|
1,034 |
|
|
|
1,000 |
|
5.000%, 08/01/2027 (A) |
|
|
1,655 |
|
|
|
1,599 |
|
4.125%, 07/01/2030 (A) |
|
|
85 |
|
|
|
76 |
|
4.000%, 07/15/2028 (A) |
|
|
597 |
|
|
|
552 |
|
3.125%, 09/01/2026 (A) |
|
|
1,501 |
|
|
|
1,410 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (A) |
|
|
2,645 |
|
|
|
1,534 |
|
Stagwell Global |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
353 |
|
|
|
325 |
|
TEGNA |
|
|
|
|
|
|
|
|
4.750%, 03/15/2026 (A) |
|
|
1,771 |
|
|
|
1,723 |
|
4.625%, 03/15/2028 |
|
|
2,040 |
|
|
|
1,905 |
|
Telesat Canada |
|
|
|
|
|
|
|
|
6.500%, 10/15/2027 (A) |
|
|
1,482 |
|
|
|
692 |
|
5.625%, 12/06/2026 (A) |
|
|
3,424 |
|
|
|
2,100 |
|
United States Cellular |
|
|
|
|
|
|
|
|
6.700%, 12/15/2033 |
|
|
420 |
|
|
|
428 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
3,335 |
|
|
|
2,835 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (A) |
|
|
2,610 |
|
|
|
2,279 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
1,355 |
|
|
|
677 |
|
4.375%, 04/15/2029 (A) |
|
|
430 |
|
|
|
215 |
|
Windstream Escrow |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (A) |
|
|
4,870 |
|
|
|
4,265 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
121,365 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 17.6% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (A) |
|
|
1,360 |
|
|
|
1,299 |
|
3.875%, 01/15/2028 (A) |
|
|
2,807 |
|
|
|
2,652 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (A) |
|
|
1,310 |
|
|
|
1,287 |
|
Adient Global Holdings Ltd |
|
|
|
|
|
|
|
|
8.250%, 04/15/2031 (A) |
|
|
257 |
|
|
|
272 |
|
7.000%, 04/15/2028 (A) |
|
|
17 |
|
|
|
18 |
|
4.875%, 08/15/2026 (A) |
|
|
2,395 |
|
|
|
2,342 |
|
ADT Security |
|
|
|
|
|
|
|
|
4.875%, 07/15/2032 (A) |
|
|
828 |
|
|
|
766 |
|
4.125%, 08/01/2029 (A) |
|
|
276 |
|
|
|
254 |
|
Advance Auto Parts |
|
|
|
|
|
|
|
|
5.900%, 03/09/2026 |
|
|
1,143 |
|
|
|
1,139 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
$ |
2,214 |
|
|
$ |
1,965 |
|
5.000%, 01/15/2028 (A) |
|
|
3,557 |
|
|
|
3,224 |
|
American Axle & Manufacturing |
|
|
|
|
|
|
|
|
6.875%, 07/01/2028 |
|
|
488 |
|
|
|
480 |
|
6.500%, 04/01/2027 |
|
|
305 |
|
|
|
306 |
|
6.250%, 03/15/2026 |
|
|
60 |
|
|
|
59 |
|
5.000%, 10/01/2029 |
|
|
112 |
|
|
|
99 |
|
Aramark Services |
|
|
|
|
|
|
|
|
5.000%, 02/01/2028 (A) |
|
|
282 |
|
|
|
274 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
996 |
|
|
|
922 |
|
4.500%, 03/01/2028 |
|
|
1,661 |
|
|
|
1,577 |
|
Ashton Woods USA |
|
|
|
|
|
|
|
|
6.625%, 01/15/2028 (A) |
|
|
2,072 |
|
|
|
2,011 |
|
Aston Martin Capital Holdings |
|
|
|
|
|
|
|
|
10.500%, 11/30/2025 (A) |
|
|
2,223 |
|
|
|
2,245 |
|
Aventine (Escrow Security) |
|
|
|
|
|
|
|
|
0.000%, 10/15/2049 (B)(C)(D)(E) |
|
|
2,750 |
|
|
|
– |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
370 |
|
|
|
377 |
|
7.500%, 06/15/2029 |
|
|
271 |
|
|
|
282 |
|
6.875%, 11/01/2035 |
|
|
964 |
|
|
|
976 |
|
6.750%, 07/01/2036 |
|
|
2,225 |
|
|
|
2,239 |
|
6.625%, 10/01/2030 (A) |
|
|
2,155 |
|
|
|
2,203 |
|
5.250%, 02/01/2028 |
|
|
1,719 |
|
|
|
1,700 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (A) |
|
|
135 |
|
|
|
120 |
|
4.875%, 02/15/2030 (A) |
|
|
1,800 |
|
|
|
1,583 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
8.125%, 07/01/2027 (A) |
|
|
1,420 |
|
|
|
1,456 |
|
7.000%, 02/15/2030 (A) |
|
|
5,060 |
|
|
|
5,189 |
|
6.250%, 07/01/2025 (A) |
|
|
2,432 |
|
|
|
2,438 |
|
4.625%, 10/15/2029 (A) |
|
|
1,781 |
|
|
|
1,606 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (A) |
|
|
3,131 |
|
|
|
3,425 |
|
9.875%, 08/01/2027 (A) |
|
|
20 |
|
|
|
21 |
|
7.625%, 03/01/2026 (A) |
|
|
2,959 |
|
|
|
3,012 |
|
7.000%, 08/15/2029 (A) |
|
|
102 |
|
|
|
106 |
|
6.000%, 05/01/2029 (A) |
|
|
4,934 |
|
|
|
4,748 |
|
5.750%, 03/01/2027 (A) |
|
|
3,223 |
|
|
|
3,144 |
|
4.000%, 08/01/2028 (A) |
|
|
1,403 |
|
|
|
1,304 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
754 |
|
|
|
821 |
|
Carvana, Strike Price Fixed |
|
|
|
|
|
|
|
|
12.000% cash/0% PIK, 12/01/2028 (A) |
|
|
891 |
|
|
|
756 |
|
CD&R Smokey Buyer |
|
|
|
|
|
|
|
|
6.750%, 07/15/2025 (A) |
|
|
514 |
|
|
|
509 |
|
Cedar Fair |
|
|
|
|
|
|
|
|
5.375%, 04/15/2027 |
|
|
140 |
|
|
|
137 |
|
5.250%, 07/15/2029 |
|
|
295 |
|
|
|
278 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
$ |
4,075 |
|
|
$ |
4,089 |
|
6.750%, 05/15/2025 (A) |
|
|
576 |
|
|
|
581 |
|
6.750%, 05/15/2028 (A) |
|
|
198 |
|
|
|
202 |
|
6.250%, 05/15/2026 (A) |
|
|
486 |
|
|
|
487 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (A) |
|
|
4,100 |
|
|
|
3,252 |
|
Cooper-Standard Automotive |
|
|
|
|
|
|
|
|
13.500% cash/0% PIK, 03/31/2027 (A) |
|
|
1,543 |
|
|
|
1,667 |
|
5.625% cash/0% PIK, 05/15/2027 (A) |
|
|
970 |
|
|
|
728 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
|
2,079 |
|
|
|
2,142 |
|
6.500%, 02/01/2029 (A) |
|
|
2,700 |
|
|
|
2,383 |
|
5.750%, 01/15/2030 (A) |
|
|
5,574 |
|
|
|
3,470 |
|
5.250%, 06/01/2024 |
|
|
1,573 |
|
|
|
1,540 |
|
4.625%, 12/01/2030 (A) |
|
|
1,370 |
|
|
|
825 |
|
4.500%, 11/15/2031 (A) |
|
|
299 |
|
|
|
226 |
|
3.375%, 02/15/2031 (A) |
|
|
463 |
|
|
|
338 |
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
320 |
|
|
|
315 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
7,944 |
|
|
|
397 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
6,027 |
|
|
|
302 |
|
DirecTV Financing |
|
|
|
|
|
|
|
|
5.875%, 08/15/2027 (A) |
|
|
2,771 |
|
|
|
2,604 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
7,051 |
|
|
|
7,360 |
|
Dornoch Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 10/15/2029 (A) |
|
|
2,401 |
|
|
|
2,165 |
|
eG Global Finance |
|
|
|
|
|
|
|
|
12.000%, 11/30/2028 (A) |
|
|
1,745 |
|
|
|
1,858 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (A) |
|
|
3,920 |
|
|
|
3,381 |
|
EquipmentShare.com |
|
|
|
|
|
|
|
|
9.000%, 05/15/2028 (A) |
|
|
392 |
|
|
|
403 |
|
Fertitta Entertainment |
|
|
|
|
|
|
|
|
6.750%, 01/15/2030 (A) |
|
|
1,431 |
|
|
|
1,256 |
|
4.625%, 01/15/2029 (A) |
|
|
1,408 |
|
|
|
1,278 |
|
Fontainebleau Las Vegas Holdings |
|
|
|
|
|
|
|
|
11.000%, 06/15/2015 (A)(B) |
|
|
3,108 |
|
|
|
– |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
450 |
|
|
|
483 |
|
7.200%, 06/10/2030 |
|
|
200 |
|
|
|
213 |
|
6.950%, 03/06/2026 |
|
|
200 |
|
|
|
205 |
|
6.950%, 06/10/2026 |
|
|
200 |
|
|
|
205 |
|
6.800%, 05/12/2028 |
|
|
2,109 |
|
|
|
2,203 |
|
5.125%, 06/16/2025 |
|
|
880 |
|
|
|
869 |
|
5.113%, 05/03/2029 |
|
|
1,165 |
|
|
|
1,133 |
|
4.687%, 06/09/2025 |
|
|
655 |
|
|
|
643 |
|
4.542%, 08/01/2026 |
|
|
730 |
|
|
|
707 |
|
4.271%, 01/09/2027 |
|
|
635 |
|
|
|
609 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.134%, 08/04/2025 |
|
$ |
250 |
|
|
$ |
243 |
|
4.125%, 08/17/2027 |
|
|
1,219 |
|
|
|
1,154 |
|
4.063%, 11/01/2024 |
|
|
1,594 |
|
|
|
1,566 |
|
4.000%, 11/13/2030 |
|
|
1,177 |
|
|
|
1,056 |
|
3.815%, 11/02/2027 |
|
|
525 |
|
|
|
490 |
|
3.810%, 01/09/2024 |
|
|
43 |
|
|
|
43 |
|
3.375%, 11/13/2025 |
|
|
1,200 |
|
|
|
1,148 |
|
2.900%, 02/10/2029 |
|
|
965 |
|
|
|
845 |
|
2.700%, 08/10/2026 |
|
|
200 |
|
|
|
185 |
|
Ford Motor Credit MTN |
|
|
|
|
|
|
|
|
4.389%, 01/08/2026 |
|
|
715 |
|
|
|
695 |
|
GCI |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
599 |
|
|
|
550 |
|
Goodyear Tire & Rubber |
|
|
|
|
|
|
|
|
5.250%, 04/30/2031 |
|
|
122 |
|
|
|
112 |
|
5.250%, 07/15/2031 |
|
|
304 |
|
|
|
276 |
|
5.000%, 07/15/2029 |
|
|
322 |
|
|
|
304 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
1,600 |
|
|
|
1,345 |
|
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (A) |
|
|
87 |
|
|
|
85 |
|
4.875%, 05/15/2026 (A) |
|
|
1,426 |
|
|
|
1,376 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
5.750%, 05/01/2028 (A) |
|
|
246 |
|
|
|
246 |
|
4.875%, 01/15/2030 |
|
|
50 |
|
|
|
49 |
|
4.000%, 05/01/2031 (A) |
|
|
4,485 |
|
|
|
4,108 |
|
3.750%, 05/01/2029 (A) |
|
|
2,409 |
|
|
|
2,233 |
|
Hilton Worldwide Finance |
|
|
|
|
|
|
|
|
4.875%, 04/01/2027 |
|
|
175 |
|
|
|
172 |
|
International Game Technology |
|
|
|
|
|
|
|
|
5.250%, 01/15/2029 (A) |
|
|
2,185 |
|
|
|
2,139 |
|
4.125%, 04/15/2026 (A) |
|
|
1,716 |
|
|
|
1,668 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (A) |
|
|
2,270 |
|
|
|
2,134 |
|
Jaguar Land Rover Automotive |
|
|
|
|
|
|
|
|
5.500%, 07/15/2029 (A) |
|
|
1,900 |
|
|
|
1,852 |
|
LBM Acquisition |
|
|
|
|
|
|
|
|
6.250%, 01/15/2029 (A) |
|
|
2,433 |
|
|
|
2,173 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,894 |
|
|
|
1,759 |
|
LCPR Senior Secured Financing DAC |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
1,015 |
|
|
|
994 |
|
LGI Homes |
|
|
|
|
|
|
|
|
8.750%, 12/15/2028 (A) |
|
|
1,840 |
|
|
|
1,957 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
5,090 |
|
|
|
2,159 |
|
Life Time |
|
|
|
|
|
|
|
|
5.750%, 01/15/2026 (A) |
|
|
1,365 |
|
|
|
1,355 |
|
Lions Gate Capital Holdings |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
1,431 |
|
|
|
1,071 |
|
Lithia Motors |
|
|
|
|
|
|
|
|
4.375%, 01/15/2031 (A) |
|
|
1,041 |
|
|
|
946 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 06/01/2029 (A) |
|
$ |
341 |
|
|
$ |
308 |
|
MajorDrive Holdings IV |
|
|
|
|
|
|
|
|
6.375%, 06/01/2029 (A) |
|
|
2,315 |
|
|
|
1,994 |
|
Match Group Holdings II |
|
|
|
|
|
|
|
|
5.000%, 12/15/2027 (A) |
|
|
350 |
|
|
|
342 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (A) |
|
|
2,565 |
|
|
|
2,473 |
|
MGM Resorts International |
|
|
|
|
|
|
|
|
6.750%, 05/01/2025 |
|
|
320 |
|
|
|
321 |
|
5.750%, 06/15/2025 |
|
|
674 |
|
|
|
671 |
|
4.750%, 10/15/2028 |
|
|
2,891 |
|
|
|
2,755 |
|
Michaels |
|
|
|
|
|
|
|
|
7.875%, 05/01/2029 (A) |
|
|
2,240 |
|
|
|
1,410 |
|
Midcontinent Communications |
|
|
|
|
|
|
|
|
5.375%, 08/15/2027 (A) |
|
|
472 |
|
|
|
460 |
|
Midwest Gaming Borrower |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,227 |
|
|
|
1,141 |
|
Monitronics International |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (C) |
|
|
3,385 |
|
|
|
– |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (C) |
|
|
5,936 |
|
|
|
– |
|
NCL |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
61 |
|
|
|
64 |
|
8.125%, 01/15/2029 (A) |
|
|
965 |
|
|
|
1,008 |
|
5.875%, 03/15/2026 (A) |
|
|
1,135 |
|
|
|
1,109 |
|
5.875%, 02/15/2027 (A) |
|
|
1,544 |
|
|
|
1,531 |
|
NESCO Holdings II |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
271 |
|
|
|
251 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.625%, 09/15/2029 |
|
|
70 |
|
|
|
70 |
|
6.375%, 09/15/2027 |
|
|
200 |
|
|
|
199 |
|
6.375%, 04/01/2036 |
|
|
70 |
|
|
|
64 |
|
5.200%, 04/01/2026 |
|
|
410 |
|
|
|
404 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
2,340 |
|
|
|
1,193 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (A) |
|
|
1,085 |
|
|
|
1,055 |
|
4.750%, 02/15/2028 (A) |
|
|
1,335 |
|
|
|
1,259 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
348 |
|
|
|
353 |
|
QVC |
|
|
|
|
|
|
|
|
4.850%, 04/01/2024 |
|
|
1,415 |
|
|
|
1,400 |
|
4.750%, 02/15/2027 |
|
|
1,925 |
|
|
|
1,524 |
|
4.450%, 02/15/2025 |
|
|
285 |
|
|
|
268 |
|
4.375%, 09/01/2028 |
|
|
873 |
|
|
|
630 |
|
Radiate Holdco |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (A) |
|
|
540 |
|
|
|
265 |
|
4.500%, 09/15/2026 (A) |
|
|
3,765 |
|
|
|
2,871 |
|
Raptor Acquisition |
|
|
|
|
|
|
|
|
4.875%, 11/01/2026 (A) |
|
|
233 |
|
|
|
222 |
|
Real Hero Merger Sub 2 |
|
|
|
|
|
|
|
|
6.250%, 02/01/2029 (A) |
|
|
361 |
|
|
|
311 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
11.625%, 08/15/2027 (A) |
|
$ |
3,481 |
|
|
$ |
3,788 |
|
9.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
242 |
|
8.250%, 01/15/2029 (A) |
|
|
225 |
|
|
|
239 |
|
7.250%, 01/15/2030 (A) |
|
|
165 |
|
|
|
172 |
|
5.500%, 08/31/2026 (A) |
|
|
1,431 |
|
|
|
1,417 |
|
Service International |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 |
|
|
640 |
|
|
|
666 |
|
4.000%, 05/15/2031 |
|
|
14 |
|
|
|
12 |
|
Shea Homes |
|
|
|
|
|
|
|
|
4.750%, 04/01/2029 |
|
|
825 |
|
|
|
759 |
|
Shutterfly Finance |
|
|
|
|
|
|
|
|
9.750%, 10/01/2027 (A) |
|
|
83 |
|
|
|
82 |
|
8.500% cash/0% PIK, 10/01/2027 (A) |
|
|
528 |
|
|
|
378 |
|
Six Flags Entertainment |
|
|
|
|
|
|
|
|
7.250%, 05/15/2031 (A) |
|
|
2,376 |
|
|
|
2,383 |
|
5.500%, 04/15/2027 (A) |
|
|
90 |
|
|
|
88 |
|
Six Flags Theme Parks |
|
|
|
|
|
|
|
|
7.000%, 07/01/2025 (A) |
|
|
82 |
|
|
|
82 |
|
Sonic Automotive |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
244 |
|
|
|
222 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
2,628 |
|
|
|
2,577 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
1,040 |
|
|
|
986 |
|
6.000%, 12/01/2029 (A) |
|
|
1,034 |
|
|
|
964 |
|
4.625%, 07/01/2028 (A) |
|
|
332 |
|
|
|
315 |
|
Staples |
|
|
|
|
|
|
|
|
10.750%, 04/15/2027 (A) |
|
|
2,058 |
|
|
|
1,499 |
|
7.500%, 04/15/2026 (A) |
|
|
3,252 |
|
|
|
3,026 |
|
Station Casinos |
|
|
|
|
|
|
|
|
4.500%, 02/15/2028 (A) |
|
|
2,006 |
|
|
|
1,891 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
2,410 |
|
|
|
1,892 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (A) |
|
|
60 |
|
|
|
50 |
|
Superior Plus |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
202 |
|
|
|
187 |
|
Telenet Finance Luxembourg Notes Sarl |
|
|
|
|
|
|
|
|
5.500%, 03/01/2028 (A) |
|
|
2,200 |
|
|
|
2,057 |
|
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
530 |
|
|
|
479 |
|
3.875%, 10/15/2031 (A) |
|
|
1,351 |
|
|
|
1,142 |
|
Time Warner Entertainment |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
1,028 |
|
|
|
1,190 |
|
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (A) |
|
|
352 |
|
|
|
363 |
|
7.375%, 06/30/2030 (A) |
|
|
216 |
|
|
|
215 |
|
6.625%, 06/01/2027 (A) |
|
|
5 |
|
|
|
5 |
|
4.500%, 05/01/2029 (A) |
|
|
915 |
|
|
|
817 |
|
Vail Resorts |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (A) |
|
|
701 |
|
|
|
698 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Victoria's Secret |
|
|
|
|
|
|
|
|
4.625%, 07/15/2029 (A) |
|
$ |
3,693 |
|
|
$ |
3,085 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
9.125%, 07/15/2031 (A) |
|
|
195 |
|
|
|
208 |
|
5.875%, 09/15/2027 (A) |
|
|
2,030 |
|
|
|
1,959 |
|
Virgin Media Finance |
|
|
|
|
|
|
|
|
5.000%, 07/15/2030 (A) |
|
|
493 |
|
|
|
435 |
|
Virgin Media Secured Finance |
|
|
|
|
|
|
|
|
5.500%, 05/15/2029 (A) |
|
|
170 |
|
|
|
164 |
|
4.500%, 08/15/2030 (A) |
|
|
480 |
|
|
|
428 |
|
Virgin Media Vendor Financing Notes IV DAC |
|
|
|
|
|
|
|
|
5.000%, 07/15/2028 (A) |
|
|
2,212 |
|
|
|
2,078 |
|
Vista Outdoor |
|
|
|
|
|
|
|
|
4.500%, 03/15/2029 (A) |
|
|
408 |
|
|
|
398 |
|
VZ Secured Financing BV |
|
|
|
|
|
|
|
|
5.000%, 01/15/2032 (A) |
|
|
1,485 |
|
|
|
1,268 |
|
White Capital Buyer |
|
|
|
|
|
|
|
|
6.875%, 10/15/2028 (A) |
|
|
105 |
|
|
|
102 |
|
White Capital Parent |
|
|
|
|
|
|
|
|
8.250% cash/0% PIK, 03/15/2026 (A) |
|
|
1,765 |
|
|
|
1,757 |
|
Wolverine World Wide |
|
|
|
|
|
|
|
|
4.000%, 08/15/2029 (A) |
|
|
2,562 |
|
|
|
2,011 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
1,335 |
|
|
|
875 |
|
Wynn Las Vegas |
|
|
|
|
|
|
|
|
5.500%, 03/01/2025 (A) |
|
|
730 |
|
|
|
726 |
|
5.250%, 05/15/2027 (A) |
|
|
790 |
|
|
|
769 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.125%, 12/15/2029 (A) |
|
|
290 |
|
|
|
258 |
|
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
5.125%, 10/01/2029 (A) |
|
|
384 |
|
|
|
362 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
6.875%, 11/15/2037 |
|
|
1,065 |
|
|
|
1,170 |
|
5.375%, 04/01/2032 |
|
|
95 |
|
|
|
93 |
|
3.625%, 03/15/2031 |
|
|
3,220 |
|
|
|
2,904 |
|
Ziggo Bond BV |
|
|
|
|
|
|
|
|
6.000%, 01/15/2027 (A) |
|
|
363 |
|
|
|
353 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
230,840 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 2.7% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
6.500%, 02/15/2028 (A) |
|
|
595 |
|
|
|
602 |
|
5.875%, 02/15/2028 (A) |
|
|
125 |
|
|
|
125 |
|
4.875%, 02/15/2030 (A) |
|
|
2,090 |
|
|
|
2,001 |
|
4.625%, 01/15/2027 (A) |
|
|
1,620 |
|
|
|
1,575 |
|
3.500%, 03/15/2029 (A) |
|
|
453 |
|
|
|
411 |
|
3.250%, 03/15/2026 (A) |
|
|
196 |
|
|
|
185 |
|
Central Garden & Pet |
|
|
|
|
|
|
|
|
5.125%, 02/01/2028 |
|
|
350 |
|
|
|
340 |
|
4.125%, 10/15/2030 |
|
|
242 |
|
|
|
220 |
|
4.125%, 04/30/2031 (A) |
|
|
168 |
|
|
|
149 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Chobani |
|
|
|
|
|
|
|
|
4.625%, 11/15/2028 (A) |
|
$ |
514 |
|
|
$ |
481 |
|
Coty |
|
|
|
|
|
|
|
|
6.625%, 07/15/2030 (A) |
|
|
511 |
|
|
|
525 |
|
5.000%, 04/15/2026 (A) |
|
|
820 |
|
|
|
807 |
|
4.750%, 01/15/2029 (A) |
|
|
1,875 |
|
|
|
1,788 |
|
Edgewell Personal Care |
|
|
|
|
|
|
|
|
5.500%, 06/01/2028 (A) |
|
|
310 |
|
|
|
304 |
|
4.125%, 04/01/2029 (A) |
|
|
192 |
|
|
|
175 |
|
Energizer Holdings |
|
|
|
|
|
|
|
|
6.500%, 12/31/2027 (A) |
|
|
133 |
|
|
|
133 |
|
4.750%, 06/15/2028 (A) |
|
|
474 |
|
|
|
438 |
|
4.375%, 03/31/2029 (A) |
|
|
627 |
|
|
|
562 |
|
High Ridge Brands Co. (Escrow Security) |
|
|
|
|
|
|
|
|
8.875%, 03/15/2025 (A) |
|
|
445 |
|
|
|
– |
|
HLF Financing Sarl |
|
|
|
|
|
|
|
|
4.875%, 06/01/2029 (A) |
|
|
2,345 |
|
|
|
1,841 |
|
Lamb Weston Holdings |
|
|
|
|
|
|
|
|
4.125%, 01/31/2030 (A) |
|
|
1,430 |
|
|
|
1,318 |
|
LSF9 Atlantis Holdings |
|
|
|
|
|
|
|
|
7.750%, 02/15/2026 (A) |
|
|
3,573 |
|
|
|
3,427 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
955 |
|
|
|
1,034 |
|
8.000%, 05/01/2031 |
|
|
910 |
|
|
|
980 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
50 |
|
|
|
50 |
|
5.500%, 10/15/2027 (A) |
|
|
360 |
|
|
|
355 |
|
4.250%, 08/01/2029 (A) |
|
|
465 |
|
|
|
426 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.750%, 03/01/2027 (A) |
|
|
15 |
|
|
|
15 |
|
5.625%, 01/15/2028 (A) |
|
|
2,449 |
|
|
|
2,427 |
|
5.500%, 12/15/2029 (A) |
|
|
2,577 |
|
|
|
2,483 |
|
4.625%, 04/15/2030 (A) |
|
|
83 |
|
|
|
76 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (A)(B) |
|
|
3,047 |
|
|
|
2,137 |
|
7.500%, 07/01/2025 (A)(B) |
|
|
846 |
|
|
|
599 |
|
Sigma Holdco BV |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
|
3,082 |
|
|
|
2,774 |
|
Spectrum Brands |
|
|
|
|
|
|
|
|
5.000%, 10/01/2029 (A) |
|
|
100 |
|
|
|
95 |
|
3.875%, 03/15/2031 (A) |
|
|
93 |
|
|
|
85 |
|
Triton Water Holdings |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (A) |
|
|
3,049 |
|
|
|
2,657 |
|
US Foods |
|
|
|
|
|
|
|
|
6.875%, 09/15/2028 (A) |
|
|
1,796 |
|
|
|
1,849 |
|
4.625%, 06/01/2030 (A) |
|
|
230 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,663 |
|
| |
|
|
|
|
|
|
|
|
Energy — 10.1% |
|
|
|
|
Aethon United BR |
|
|
|
|
|
|
|
|
8.250%, 02/15/2026 (A) |
|
|
1,216 |
|
|
|
1,222 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Antero Midstream Partners |
|
|
|
|
|
|
|
|
7.875%, 05/15/2026 (A) |
|
$ |
323 |
|
|
$ |
331 |
|
5.750%, 03/01/2027 (A) |
|
|
50 |
|
|
|
49 |
|
5.750%, 01/15/2028 (A) |
|
|
295 |
|
|
|
292 |
|
5.375%, 06/15/2029 (A) |
|
|
1,921 |
|
|
|
1,847 |
|
Antero Resources |
|
|
|
|
|
|
|
|
8.375%, 07/15/2026 (A) |
|
|
260 |
|
|
|
268 |
|
7.625%, 02/01/2029 (A) |
|
|
742 |
|
|
|
761 |
|
5.375%, 03/01/2030 (A) |
|
|
804 |
|
|
|
771 |
|
Apache |
|
|
|
|
|
|
|
|
5.100%, 09/01/2040 |
|
|
2,111 |
|
|
|
1,809 |
|
Archrock Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2027 (A) |
|
|
275 |
|
|
|
276 |
|
6.250%, 04/01/2028 (A) |
|
|
1,462 |
|
|
|
1,440 |
|
Ascent Resources Utica Holdings |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (A) |
|
|
1,623 |
|
|
|
1,633 |
|
7.000%, 11/01/2026 (A) |
|
|
1,296 |
|
|
|
1,304 |
|
5.875%, 06/30/2029 (A) |
|
|
1,250 |
|
|
|
1,163 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (A) |
|
|
325 |
|
|
|
336 |
|
8.500%, 04/30/2030 (A) |
|
|
315 |
|
|
|
326 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
2,871 |
|
|
|
2,908 |
|
Borr IHC |
|
|
|
|
|
|
|
|
10.000%, 11/15/2028 (A) |
|
|
1,265 |
|
|
|
1,316 |
|
Buckeye Partners |
|
|
|
|
|
|
|
|
4.500%, 03/01/2028 (A) |
|
|
400 |
|
|
|
377 |
|
4.125%, 03/01/2025 (A) |
|
|
230 |
|
|
|
223 |
|
4.125%, 12/01/2027 |
|
|
135 |
|
|
|
128 |
|
California Resources |
|
|
|
|
|
|
|
|
7.125%, 02/01/2026 (A) |
|
|
374 |
|
|
|
379 |
|
Callon Petroleum |
|
|
|
|
|
|
|
|
8.000%, 08/01/2028 (A) |
|
|
225 |
|
|
|
230 |
|
7.500%, 06/15/2030 (A) |
|
|
1,194 |
|
|
|
1,204 |
|
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
|
389 |
|
|
|
354 |
|
3.250%, 01/31/2032 |
|
|
260 |
|
|
|
221 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (C) |
|
|
2,515 |
|
|
|
44 |
|
7.000%, 10/01/2024 (C) |
|
|
1,135 |
|
|
|
21 |
|
6.750%, 04/15/2029 (A) |
|
|
2,585 |
|
|
|
2,609 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
274 |
|
|
|
274 |
|
CITGO Petroleum |
|
|
|
|
|
|
|
|
6.375%, 06/15/2026 (A) |
|
|
2,025 |
|
|
|
2,018 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.750%, 07/01/2031 (A) |
|
|
1,959 |
|
|
|
2,085 |
|
8.625%, 11/01/2030 (A) |
|
|
889 |
|
|
|
943 |
|
8.375%, 07/01/2028 (A) |
|
|
314 |
|
|
|
328 |
|
Comstock Resources |
|
|
|
|
|
|
|
|
6.750%, 03/01/2029 (A) |
|
|
5,523 |
|
|
|
5,051 |
|
5.875%, 01/15/2030 (A) |
|
|
220 |
|
|
|
191 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
$ |
894 |
|
|
$ |
928 |
|
7.250%, 05/01/2026 (A) |
|
|
815 |
|
|
|
820 |
|
Crestwood Midstream Partners |
|
|
|
|
|
|
|
|
6.000%, 02/01/2029 (A) |
|
|
790 |
|
|
|
797 |
|
CVR Energy |
|
|
|
|
|
|
|
|
8.500%, 01/15/2029 (A) |
|
|
2,080 |
|
|
|
2,070 |
|
Delek Logistics Partners |
|
|
|
|
|
|
|
|
6.750%, 05/15/2025 |
|
|
520 |
|
|
|
516 |
|
Diamond Foreign Asset |
|
|
|
|
|
|
|
|
8.500%, 10/01/2030 (A) |
|
|
228 |
|
|
|
233 |
|
DT Midstream |
|
|
|
|
|
|
|
|
4.375%, 06/15/2031 (A) |
|
|
103 |
|
|
|
93 |
|
4.125%, 06/15/2029 (A) |
|
|
205 |
|
|
|
188 |
|
Encino Acquisition Partners Holdings |
|
|
|
|
|
|
|
|
8.500%, 05/01/2028 (A) |
|
|
2,521 |
|
|
|
2,483 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
8.000%, 04/01/2029 (A) |
|
|
698 |
|
|
|
726 |
|
7.375%, 02/01/2031 (A) |
|
|
97 |
|
|
|
102 |
|
6.625%, US0003M + 4.155%(F)(G) |
|
|
855 |
|
|
|
714 |
|
5.500%, 06/01/2027 |
|
|
1,564 |
|
|
|
1,578 |
|
EnLink Midstream |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (A) |
|
|
1,713 |
|
|
|
1,749 |
|
5.375%, 06/01/2029 |
|
|
2,996 |
|
|
|
2,931 |
|
EnLink Midstream Partners |
|
|
|
|
|
|
|
|
5.600%, 04/01/2044 |
|
|
955 |
|
|
|
831 |
|
Enviva Partners |
|
|
|
|
|
|
|
|
6.500%, 01/15/2026 (A) |
|
|
2,052 |
|
|
|
1,011 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2027 (A) |
|
|
2,174 |
|
|
|
2,240 |
|
7.500%, 06/01/2030 (A) |
|
|
134 |
|
|
|
144 |
|
6.500%, 07/01/2027 (A) |
|
|
712 |
|
|
|
725 |
|
6.500%, 07/15/2048 |
|
|
2,443 |
|
|
|
2,503 |
|
6.000%, 07/01/2025 (A) |
|
|
67 |
|
|
|
67 |
|
4.750%, 01/15/2031 (A) |
|
|
1,104 |
|
|
|
1,028 |
|
4.500%, 01/15/2029 (A) |
|
|
1,629 |
|
|
|
1,539 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.875%, 04/15/2030 |
|
|
357 |
|
|
|
369 |
|
8.250%, 01/15/2029 |
|
|
68 |
|
|
|
70 |
|
8.000%, 01/15/2027 |
|
|
762 |
|
|
|
775 |
|
7.750%, 02/01/2028 |
|
|
1,508 |
|
|
|
1,513 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
1,290 |
|
|
|
1,281 |
|
Gulfport Energy Corp |
|
|
|
|
|
|
|
|
8.000%, 05/17/2026 (A) |
|
|
525 |
|
|
|
531 |
|
Gulfport Energy Operating (Escrow Security) |
|
|
|
|
|
|
|
|
6.375%, 05/15/2025 (C) |
|
|
183 |
|
|
|
– |
|
6.375%, 01/15/2026 |
|
|
585 |
|
|
|
1 |
|
6.000%, 10/15/2024 |
|
|
215 |
|
|
|
1 |
|
Harvest Midstream I |
|
|
|
|
|
|
|
|
7.500%, 09/01/2028 (A) |
|
|
1,000 |
|
|
|
994 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Hess Midstream Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
$ |
330 |
|
|
$ |
328 |
|
4.250%, 02/15/2030 (A) |
|
|
607 |
|
|
|
558 |
|
HF Sinclair |
|
|
|
|
|
|
|
|
6.375%, 04/15/2027 (A) |
|
|
160 |
|
|
|
161 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
6.250%, 11/01/2028 (A) |
|
|
10 |
|
|
|
10 |
|
6.250%, 04/15/2032 (A) |
|
|
85 |
|
|
|
82 |
|
6.000%, 04/15/2030 (A) |
|
|
101 |
|
|
|
98 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
210 |
|
|
|
220 |
|
6.750%, 01/15/2027 (A) |
|
|
2,095 |
|
|
|
2,072 |
|
ITT Holdings |
|
|
|
|
|
|
|
|
6.500%, 08/01/2029 (A) |
|
|
2,505 |
|
|
|
2,216 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
6.625%, 12/15/2028 (A) |
|
|
2,260 |
|
|
|
2,303 |
|
Moss Creek Resources Holdings |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
864 |
|
|
|
888 |
|
7.500%, 01/15/2026 (A) |
|
|
2,026 |
|
|
|
2,022 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
7.250%, 01/15/2026 (A) |
|
|
93 |
|
|
|
89 |
|
5.750%, 02/01/2025 |
|
|
325 |
|
|
|
325 |
|
New Fortress Energy |
|
|
|
|
|
|
|
|
6.500%, 09/30/2026 (A) |
|
|
2,865 |
|
|
|
2,752 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
7.500%, 02/01/2026 (A) |
|
|
2,010 |
|
|
|
2,030 |
|
NGL Energy Partners |
|
|
|
|
|
|
|
|
6.125%, 03/01/2025 |
|
|
888 |
|
|
|
882 |
|
Northern Oil and Gas |
|
|
|
|
|
|
|
|
8.750%, 06/15/2031 (A) |
|
|
565 |
|
|
|
588 |
|
8.125%, 03/01/2028 (A) |
|
|
1,084 |
|
|
|
1,098 |
|
Northriver Midstream Finance |
|
|
|
|
|
|
|
|
5.625%, 02/15/2026 (A) |
|
|
1,240 |
|
|
|
1,202 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
129 |
|
|
|
129 |
|
6.000%, 06/01/2026 |
|
|
255 |
|
|
|
255 |
|
5.750%, 10/01/2025 |
|
|
114 |
|
|
|
113 |
|
5.625%, 04/28/2027 |
|
|
115 |
|
|
|
115 |
|
PBF Holding |
|
|
|
|
|
|
|
|
7.875%, 09/15/2030 (A) |
|
|
2,215 |
|
|
|
2,256 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
10 |
|
|
|
11 |
|
8.000%, 04/15/2027 (A) |
|
|
1,440 |
|
|
|
1,493 |
|
7.000%, 01/15/2032 (A) |
|
|
1,862 |
|
|
|
1,921 |
|
6.875%, 04/01/2027 (A) |
|
|
150 |
|
|
|
150 |
|
Precision Drilling |
|
|
|
|
|
|
|
|
7.125%, 01/15/2026 (A) |
|
|
310 |
|
|
|
308 |
|
6.875%, 01/15/2029 (A) |
|
|
61 |
|
|
|
59 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
407 |
|
|
|
421 |
|
4.875%, 05/15/2025 |
|
|
285 |
|
|
|
282 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Rockcliff Energy II |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
2,497 |
|
|
$ |
2,360 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
4.800%, 05/15/2030 (A) |
|
|
1,428 |
|
|
|
1,307 |
|
Seventy Seven Operating (Escrow Security) |
|
|
|
|
|
|
|
|
6.625%, 01/15/2020 (C) |
|
|
1,869 |
|
|
|
– |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
9.625%, 04/15/2029 (A) |
|
|
1,305 |
|
|
|
1,277 |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
2,015 |
|
|
|
2,088 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
73 |
|
|
|
73 |
|
6.500%, 07/15/2028 |
|
|
113 |
|
|
|
113 |
|
5.625%, 06/01/2025 |
|
|
295 |
|
|
|
291 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
5.375%, 02/01/2029 |
|
|
32 |
|
|
|
31 |
|
5.375%, 03/15/2030 |
|
|
289 |
|
|
|
282 |
|
4.750%, 02/01/2032 |
|
|
63 |
|
|
|
59 |
|
Strathcona Resources |
|
|
|
|
|
|
|
|
6.875%, 08/01/2026 (A) |
|
|
1,305 |
|
|
|
1,246 |
|
Summit Midstream Holdings |
|
|
|
|
|
|
|
|
12.000%, 10/15/2026 (A) |
|
|
1,624 |
|
|
|
1,567 |
|
9.000%, 10/15/2026 (A)(H) |
|
|
140 |
|
|
|
139 |
|
Sunoco |
|
|
|
|
|
|
|
|
5.875%, 03/15/2028 |
|
|
1,865 |
|
|
|
1,863 |
|
4.500%, 05/15/2029 |
|
|
1,248 |
|
|
|
1,159 |
|
4.500%, 04/30/2030 |
|
|
1,347 |
|
|
|
1,247 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
7.500%, 10/01/2025 (A) |
|
|
386 |
|
|
|
388 |
|
6.000%, 03/01/2027 (A) |
|
|
270 |
|
|
|
264 |
|
6.000%, 12/31/2030 (A) |
|
|
4,125 |
|
|
|
3,834 |
|
6.000%, 09/01/2031 (A) |
|
|
722 |
|
|
|
668 |
|
5.500%, 01/15/2028 (A) |
|
|
70 |
|
|
|
66 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
6.875%, 01/15/2029 |
|
|
192 |
|
|
|
198 |
|
6.500%, 07/15/2027 |
|
|
523 |
|
|
|
530 |
|
4.875%, 02/01/2031 |
|
|
250 |
|
|
|
243 |
|
4.000%, 01/15/2032 |
|
|
167 |
|
|
|
153 |
|
TerraForm Power Operating |
|
|
|
|
|
|
|
|
5.000%, 01/31/2028 (A) |
|
|
3,107 |
|
|
|
3,018 |
|
4.750%, 01/15/2030 (A) |
|
|
375 |
|
|
|
349 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
|
417 |
|
|
|
436 |
|
8.750%, 02/15/2030 (A) |
|
|
83 |
|
|
|
86 |
|
7.250%, 11/01/2025 (A) |
|
|
3,080 |
|
|
|
3,034 |
|
6.800%, 03/15/2038 |
|
|
1,927 |
|
|
|
1,544 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
58 |
|
|
|
60 |
|
Valaris |
|
|
|
|
|
|
|
|
8.375%, 04/30/2030 (A) |
|
|
124 |
|
|
|
127 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (A) |
|
|
1,205 |
|
|
|
1,062 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 08/15/2029 (A) |
|
$ |
255 |
|
|
$ |
231 |
|
3.875%, 11/01/2033 (A) |
|
|
1,365 |
|
|
|
1,157 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
135 |
|
|
|
140 |
|
9.500%, 02/01/2029 (A) |
|
|
135 |
|
|
|
143 |
|
8.125%, 06/01/2028 (A) |
|
|
1,486 |
|
|
|
1,501 |
|
Vital Energy |
|
|
|
|
|
|
|
|
10.125%, 01/15/2028 |
|
|
153 |
|
|
|
157 |
|
9.750%, 10/15/2030 |
|
|
90 |
|
|
|
94 |
|
Weatherford International |
|
|
|
|
|
|
|
|
8.625%, 04/30/2030 (A) |
|
|
1,657 |
|
|
|
1,730 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
|
2,572 |
|
|
|
2,306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
132,341 |
|
| |
|
|
|
|
|
|
|
|
Financials — 7.2% |
|
|
|
|
Acrisure |
|
|
|
|
|
|
|
|
10.125%, 08/01/2026 (A) |
|
|
1,211 |
|
|
|
1,265 |
|
7.000%, 11/15/2025 (A) |
|
|
854 |
|
|
|
852 |
|
4.250%, 02/15/2029 (A) |
|
|
354 |
|
|
|
320 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,208 |
|
|
|
1,201 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
7.000%, 01/15/2031 (A) |
|
|
1,830 |
|
|
|
1,930 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.750%, 06/09/2027 |
|
|
1,401 |
|
|
|
1,352 |
|
Aretec Group |
|
|
|
|
|
|
|
|
10.000%, 08/15/2030 (A) |
|
|
1,637 |
|
|
|
1,740 |
|
AssuredPartners |
|
|
|
|
|
|
|
|
5.625%, 01/15/2029 (A) |
|
|
2,025 |
|
|
|
1,890 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
2.625%, 12/15/2026 |
|
|
2,248 |
|
|
|
2,036 |
|
Block |
|
|
|
|
|
|
|
|
3.500%, 06/01/2031 |
|
|
296 |
|
|
|
263 |
|
2.750%, 06/01/2026 |
|
|
135 |
|
|
|
127 |
|
Blue Owl Capital |
|
|
|
|
|
|
|
|
3.400%, 07/15/2026 |
|
|
1,587 |
|
|
|
1,475 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
1,985 |
|
|
|
1,853 |
|
Brookfield Property REIT |
|
|
|
|
|
|
|
|
4.500%, 04/01/2027 (A) |
|
|
4,909 |
|
|
|
4,418 |
|
Citigroup |
|
|
|
|
|
|
|
|
3.875%, H15T5Y + 3.417%(F)(G) |
|
|
854 |
|
|
|
756 |
|
Coinbase Global |
|
|
|
|
|
|
|
|
3.375%, 10/01/2028 (A) |
|
|
1,418 |
|
|
|
1,197 |
|
Comerica Bank |
|
|
|
|
|
|
|
|
2.500%, 07/23/2024 |
|
|
854 |
|
|
|
836 |
|
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (A) |
|
|
1,718 |
|
|
|
1,658 |
|
Credit Acceptance |
|
|
|
|
|
|
|
|
9.250%, 12/15/2028 (A) |
|
|
1,660 |
|
|
|
1,770 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
$ |
4,607 |
|
|
$ |
3,697 |
|
FirstCash |
|
|
|
|
|
|
|
|
5.625%, 01/01/2030 (A) |
|
|
2,135 |
|
|
|
2,045 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (A) |
|
|
575 |
|
|
|
628 |
|
7.625%, 05/01/2026 (A) |
|
|
735 |
|
|
|
725 |
|
6.625%, 01/15/2027 (A) |
|
|
355 |
|
|
|
339 |
|
Global Atlantic Finance |
|
|
|
|
|
|
|
|
7.950%, 06/15/2033 (A) |
|
|
889 |
|
|
|
985 |
|
GTCR W-2 Merger Sub |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 (A) |
|
|
2,036 |
|
|
|
2,152 |
|
HAT Holdings I |
|
|
|
|
|
|
|
|
6.000%, 04/15/2025 (A) |
|
|
957 |
|
|
|
954 |
|
3.750%, 09/15/2030 (A) |
|
|
910 |
|
|
|
767 |
|
3.375%, 06/15/2026 (A) |
|
|
577 |
|
|
|
542 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.000%, TSFR3M + 3.380%(F)(G) |
|
|
856 |
|
|
|
840 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
5.250%, 10/01/2025 (A) |
|
|
647 |
|
|
|
638 |
|
4.750%, 06/15/2029 (A) |
|
|
2,165 |
|
|
|
1,952 |
|
4.250%, 02/01/2027 (A) |
|
|
2,653 |
|
|
|
2,500 |
|
LD Holdings Group |
|
|
|
|
|
|
|
|
6.500%, 11/01/2025 (A) |
|
|
465 |
|
|
|
431 |
|
6.125%, 04/01/2028 (A) |
|
|
2,129 |
|
|
|
1,815 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.625%, 11/15/2027 (A) |
|
|
1,568 |
|
|
|
1,515 |
|
4.375%, 05/15/2031 (A) |
|
|
1,267 |
|
|
|
1,147 |
|
4.000%, 03/15/2029 (A) |
|
|
130 |
|
|
|
120 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
2,635 |
|
|
|
2,465 |
|
5.625%, 01/15/2030 (A) |
|
|
1,656 |
|
|
|
1,470 |
|
MPH Acquisition Holdings |
|
|
|
|
|
|
|
|
5.750%, 11/01/2028 (A) |
|
|
414 |
|
|
|
336 |
|
5.500%, 09/01/2028 (A) |
|
|
271 |
|
|
|
243 |
|
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2027 (A) |
|
|
60 |
|
|
|
59 |
|
5.750%, 11/15/2031 (A) |
|
|
270 |
|
|
|
252 |
|
5.500%, 08/15/2028 (A) |
|
|
2,341 |
|
|
|
2,251 |
|
5.125%, 12/15/2030 (A) |
|
|
138 |
|
|
|
125 |
|
5.000%, 02/01/2026 (A) |
|
|
853 |
|
|
|
834 |
|
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
|
1,420 |
|
|
|
1,488 |
|
5.500%, 03/15/2029 |
|
|
730 |
|
|
|
673 |
|
NFP |
|
|
|
|
|
|
|
|
6.875%, 08/15/2028 (A) |
|
|
1,983 |
|
|
|
2,016 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
9.000%, 01/15/2029 |
|
|
404 |
|
|
|
427 |
|
7.875%, 03/15/2030 |
|
|
1,825 |
|
|
|
1,879 |
|
6.625%, 01/15/2028 |
|
|
262 |
|
|
|
264 |
|
5.375%, 11/15/2029 |
|
|
3,215 |
|
|
|
3,011 |
|
4.000%, 09/15/2030 |
|
|
1,399 |
|
|
|
1,197 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.875%, 09/15/2028 |
|
$ |
363 |
|
|
$ |
321 |
|
3.500%, 01/15/2027 |
|
|
990 |
|
|
|
916 |
|
Osaic Holdings |
|
|
|
|
|
|
|
|
10.750%, 08/01/2027 (A) |
|
|
1,780 |
|
|
|
1,807 |
|
PennyMac Financial Services |
|
|
|
|
|
|
|
|
7.875%, 12/15/2029 (A) |
|
|
1,494 |
|
|
|
1,538 |
|
5.750%, 09/15/2031 (A) |
|
|
730 |
|
|
|
676 |
|
5.375%, 10/15/2025 (A) |
|
|
561 |
|
|
|
554 |
|
4.250%, 02/15/2029 (A) |
|
|
2,918 |
|
|
|
2,626 |
|
PRA Group |
|
|
|
|
|
|
|
|
5.000%, 10/01/2029 (A) |
|
|
1,882 |
|
|
|
1,553 |
|
Rithm Capital |
|
|
|
|
|
|
|
|
6.250%, 10/15/2025 (A) |
|
|
1,832 |
|
|
|
1,803 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
4.000%, 10/15/2033 (A) |
|
|
2,662 |
|
|
|
2,262 |
|
3.625%, 03/01/2029 (A) |
|
|
1,177 |
|
|
|
1,065 |
|
2.875%, 10/15/2026 (A) |
|
|
180 |
|
|
|
166 |
|
Sabre GLBL |
|
|
|
|
|
|
|
|
11.250%, 12/15/2027 (A) |
|
|
3,115 |
|
|
|
3,061 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
3.625%, 07/15/2026 (A) |
|
|
1,425 |
|
|
|
1,350 |
|
UniCredit |
|
|
|
|
|
|
|
|
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(F) |
|
|
1,225 |
|
|
|
1,199 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.750%, 06/15/2027 (A) |
|
|
1,374 |
|
|
|
1,347 |
|
5.500%, 11/15/2025 (A) |
|
|
1,788 |
|
|
|
1,777 |
|
5.500%, 04/15/2029 (A) |
|
|
142 |
|
|
|
134 |
|
WeWork US |
|
|
|
|
|
|
|
|
15.000% cash/0% PIK, 08/15/2027 (A)(B) |
|
|
1,853 |
|
|
|
611 |
|
11.000% cash/0% PIK, 08/15/2027 (A)(B) |
|
|
2,325 |
|
|
|
465 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
94,952 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 7.0% |
|
|
|
|
Acadia Healthcare |
|
|
|
|
|
|
|
|
5.500%, 07/01/2028 (A) |
|
|
441 |
|
|
|
434 |
|
5.000%, 04/15/2029 (A) |
|
|
883 |
|
|
|
848 |
|
AHP Health Partners |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
251 |
|
|
|
218 |
|
Air Methods |
|
|
|
|
|
|
|
|
8.000%, 05/15/2025 (A)(B) |
|
|
4,269 |
|
|
|
59 |
|
Akumin |
|
|
|
|
|
|
|
|
7.000%, 11/01/2025 (A)(B) |
|
|
3,955 |
|
|
|
3,204 |
|
Akumin Escrow |
|
|
|
|
|
|
|
|
7.500%, 08/01/2028 (A)(B) |
|
|
1,230 |
|
|
|
932 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
175 |
|
|
|
159 |
|
Avantor Funding |
|
|
|
|
|
|
|
|
4.625%, 07/15/2028 (A) |
|
|
549 |
|
|
|
531 |
|
3.875%, 11/01/2029 (A) |
|
|
2,166 |
|
|
|
1,967 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Bausch & Lomb Escrow |
|
|
|
|
|
|
|
|
8.375%, 10/01/2028 (A) |
|
$ |
855 |
|
|
$ |
902 |
|
Bausch Health |
|
|
|
|
|
|
|
|
14.000%, 10/15/2030 (A) |
|
|
536 |
|
|
|
298 |
|
11.000%, 09/30/2028 (A) |
|
|
1,607 |
|
|
|
1,168 |
|
9.000%, 12/15/2025 (A) |
|
|
1,785 |
|
|
|
1,668 |
|
6.125%, 02/01/2027 (A) |
|
|
859 |
|
|
|
580 |
|
5.750%, 08/15/2027 (A) |
|
|
220 |
|
|
|
142 |
|
5.500%, 11/01/2025 (A) |
|
|
990 |
|
|
|
906 |
|
5.250%, 01/30/2030 (A) |
|
|
75 |
|
|
|
35 |
|
5.250%, 02/15/2031 (A) |
|
|
193 |
|
|
|
83 |
|
5.000%, 01/30/2028 (A) |
|
|
215 |
|
|
|
97 |
|
5.000%, 02/15/2029 (A) |
|
|
445 |
|
|
|
192 |
|
4.875%, 06/01/2028 (A) |
|
|
485 |
|
|
|
292 |
|
Bausch Health Americas |
|
|
|
|
|
|
|
|
9.250%, 04/01/2026 (A) |
|
|
390 |
|
|
|
357 |
|
8.500%, 01/31/2027 (A) |
|
|
444 |
|
|
|
243 |
|
Charles River Laboratories International |
|
|
|
|
|
|
|
|
4.250%, 05/01/2028 (A) |
|
|
1,633 |
|
|
|
1,554 |
|
4.000%, 03/15/2031 (A) |
|
|
1,980 |
|
|
|
1,789 |
|
CHS |
|
|
|
|
|
|
|
|
8.000%, 03/15/2026 (A) |
|
|
319 |
|
|
|
318 |
|
6.125%, 04/01/2030 (A) |
|
|
214 |
|
|
|
139 |
|
6.000%, 01/15/2029 (A) |
|
|
255 |
|
|
|
229 |
|
5.625%, 03/15/2027 (A) |
|
|
4,059 |
|
|
|
3,771 |
|
5.250%, 05/15/2030 (A) |
|
|
1,082 |
|
|
|
905 |
|
4.750%, 02/15/2031 (A) |
|
|
1,671 |
|
|
|
1,314 |
|
DaVita |
|
|
|
|
|
|
|
|
4.625%, 06/01/2030 (A) |
|
|
525 |
|
|
|
458 |
|
3.750%, 02/15/2031 (A) |
|
|
588 |
|
|
|
483 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (A) |
|
|
1,815 |
|
|
|
1,579 |
|
5.000%, 02/15/2030 (A) |
|
|
2,110 |
|
|
|
1,790 |
|
Emergent BioSolutions |
|
|
|
|
|
|
|
|
3.875%, 08/15/2028 (A) |
|
|
307 |
|
|
|
124 |
|
Encompass Health |
|
|
|
|
|
|
|
|
4.750%, 02/01/2030 |
|
|
1,516 |
|
|
|
1,428 |
|
4.625%, 04/01/2031 |
|
|
450 |
|
|
|
414 |
|
4.500%, 02/01/2028 |
|
|
430 |
|
|
|
411 |
|
Endo DAC |
|
|
|
|
|
|
|
|
9.500%, 07/31/2027 (A)(B) |
|
|
1,406 |
|
|
|
99 |
|
6.000%, 06/30/2028 (A)(B) |
|
|
1,302 |
|
|
|
91 |
|
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (A)(B) |
|
|
1,485 |
|
|
|
950 |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (C) |
|
|
1,825 |
|
|
|
12 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (A) |
|
|
4,238 |
|
|
|
3,357 |
|
Grifols |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 (A) |
|
|
1,922 |
|
|
|
1,743 |
|
HCA |
|
|
|
|
|
|
|
|
3.500%, 09/01/2030 |
|
|
1,065 |
|
|
|
965 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Heartland Dental |
|
|
|
|
|
|
|
|
10.500%, 04/30/2028 (A) |
|
$ |
1,565 |
|
|
$ |
1,624 |
|
IQVIA |
|
|
|
|
|
|
|
|
5.000%, 10/15/2026 (A) |
|
|
805 |
|
|
|
797 |
|
5.000%, 05/15/2027 (A) |
|
|
2,012 |
|
|
|
1,975 |
|
Legacy LifePoint Health |
|
|
|
|
|
|
|
|
4.375%, 02/15/2027 (A) |
|
|
135 |
|
|
|
125 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (A) |
|
|
1,225 |
|
|
|
1,290 |
|
9.875%, 08/15/2030 (A) |
|
|
369 |
|
|
|
373 |
|
5.375%, 01/15/2029 (A) |
|
|
564 |
|
|
|
417 |
|
Mallinckrodt International Finance |
|
|
|
|
|
|
|
|
14.750%, 11/14/2028 (A) |
|
|
319 |
|
|
|
344 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
5.250%, 10/01/2029 (A) |
|
|
1,170 |
|
|
|
1,103 |
|
3.875%, 04/01/2029 (A) |
|
|
4,624 |
|
|
|
4,181 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (A) |
|
|
2,416 |
|
|
|
2,285 |
|
3.875%, 11/15/2030 (A) |
|
|
2,280 |
|
|
|
2,049 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
1,254 |
|
|
|
1,133 |
|
Organon |
|
|
|
|
|
|
|
|
5.125%, 04/30/2031 (A) |
|
|
1,403 |
|
|
|
1,199 |
|
4.125%, 04/30/2028 (A) |
|
|
1,344 |
|
|
|
1,237 |
|
Owens & Minor |
|
|
|
|
|
|
|
|
6.625%, 04/01/2030 (A) |
|
|
180 |
|
|
|
172 |
|
4.500%, 03/31/2029 (A) |
|
|
397 |
|
|
|
350 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (A)(B) |
|
|
1,373 |
|
|
|
879 |
|
Pediatrix Medical Group |
|
|
|
|
|
|
|
|
5.375%, 02/15/2030 (A) |
|
|
1,775 |
|
|
|
1,581 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
3.375%, 08/31/2027 (A) |
|
|
684 |
|
|
|
634 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.250%, 02/01/2028 (A) |
|
|
2,768 |
|
|
|
1,417 |
|
RegionalCare Hospital Partners Holdings |
|
|
|
|
|
|
|
|
9.750%, 12/01/2026 (A) |
|
|
567 |
|
|
|
562 |
|
RP Escrow Issuer |
|
|
|
|
|
|
|
|
5.250%, 12/15/2025 (A) |
|
|
8,811 |
|
|
|
7,050 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 |
|
|
765 |
|
|
|
753 |
|
6.375%, 02/01/2025 (A) |
|
|
2,667 |
|
|
|
2,234 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 (A) |
|
|
1,037 |
|
|
|
1,060 |
|
6.250%, 02/01/2027 |
|
|
300 |
|
|
|
302 |
|
6.125%, 10/01/2028 |
|
|
3,888 |
|
|
|
3,877 |
|
6.125%, 06/15/2030 |
|
|
3,586 |
|
|
|
3,626 |
|
5.125%, 11/01/2027 |
|
|
673 |
|
|
|
658 |
|
4.875%, 01/01/2026 |
|
|
3,531 |
|
|
|
3,491 |
|
4.625%, 06/15/2028 |
|
|
2,434 |
|
|
|
2,323 |
|
4.375%, 01/15/2030 |
|
|
800 |
|
|
|
741 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.250%, 06/01/2029 |
|
$ |
98 |
|
|
$ |
91 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
91,171 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 8.9% |
|
|
|
|
ACCO Brands |
|
|
|
|
|
|
|
|
4.250%, 03/15/2029 (A) |
|
|
545 |
|
|
|
492 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
858 |
|
|
|
839 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
6.625%, 07/15/2026 (A) |
|
|
1,159 |
|
|
|
1,153 |
|
4.625%, 06/01/2028 (A) |
|
|
400 |
|
|
|
364 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
5.875%, 06/01/2029 (A) |
|
|
210 |
|
|
|
209 |
|
4.750%, 10/01/2027 (A) |
|
|
2,071 |
|
|
|
2,001 |
|
3.750%, 01/30/2031 (A) |
|
|
250 |
|
|
|
221 |
|
American Airlines |
|
|
|
|
|
|
|
|
5.750%, 04/20/2029 (A) |
|
|
4,411 |
|
|
|
4,299 |
|
5.500%, 04/20/2026 (A) |
|
|
816 |
|
|
|
811 |
|
American Builders & Contractors Supply |
|
|
|
|
|
|
|
|
4.000%, 01/15/2028 (A) |
|
|
1,046 |
|
|
|
990 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.750%, 10/15/2029 (A) |
|
|
135 |
|
|
|
127 |
|
4.125%, 07/15/2029 (A) |
|
|
214 |
|
|
|
195 |
|
Artera Services |
|
|
|
|
|
|
|
|
9.033%, 12/04/2025 (A) |
|
|
1,408 |
|
|
|
1,332 |
|
Avianca Midco 2 |
|
|
|
|
|
|
|
|
9.000%, 12/01/2028 (A) |
|
|
703 |
|
|
|
618 |
|
Avis Budget Car Rental |
|
|
|
|
|
|
|
|
8.000%, 02/15/2031 (A) |
|
|
1,680 |
|
|
|
1,678 |
|
5.750%, 07/15/2027 (A) |
|
|
280 |
|
|
|
270 |
|
5.375%, 03/01/2029 (A) |
|
|
558 |
|
|
|
516 |
|
4.750%, 04/01/2028 (A) |
|
|
60 |
|
|
|
55 |
|
Beacon Roofing Supply |
|
|
|
|
|
|
|
|
4.500%, 11/15/2026 (A) |
|
|
1,350 |
|
|
|
1,309 |
|
Bombardier |
|
|
|
|
|
|
|
|
8.750%, 11/15/2030 (A) |
|
|
102 |
|
|
|
109 |
|
7.875%, 04/15/2027 (A) |
|
|
2,181 |
|
|
|
2,181 |
|
7.500%, 02/01/2029 (A) |
|
|
853 |
|
|
|
867 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
6.375%, 06/15/2032 (A) |
|
|
241 |
|
|
|
246 |
|
4.250%, 02/01/2032 (A) |
|
|
2,528 |
|
|
|
2,280 |
|
BWX Technologies |
|
|
|
|
|
|
|
|
4.125%, 06/30/2028 (A) |
|
|
1,462 |
|
|
|
1,356 |
|
4.125%, 04/15/2029 (A) |
|
|
1,099 |
|
|
|
1,003 |
|
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (A) |
|
|
1,750 |
|
|
|
1,776 |
|
Chart Industries |
|
|
|
|
|
|
|
|
9.500%, 01/01/2031 (A) |
|
|
1,897 |
|
|
|
2,061 |
|
7.500%, 01/01/2030 (A) |
|
|
134 |
|
|
|
140 |
|
Clean Harbors |
|
|
|
|
|
|
|
|
4.875%, 07/15/2027 (A) |
|
|
775 |
|
|
|
759 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Conduent Business Services |
|
|
|
|
|
|
|
|
6.000%, 11/01/2029 (A) |
|
$ |
310 |
|
|
$ |
279 |
|
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2026 |
|
|
347 |
|
|
|
353 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
1,353 |
|
|
|
1,178 |
|
Deluxe |
|
|
|
|
|
|
|
|
8.000%, 06/01/2029 (A) |
|
|
2,010 |
|
|
|
1,778 |
|
Emerald Debt Merger Sub |
|
|
|
|
|
|
|
|
6.625%, 12/15/2030 (A) |
|
|
3,116 |
|
|
|
3,183 |
|
Enpro |
|
|
|
|
|
|
|
|
5.750%, 10/15/2026 |
|
|
232 |
|
|
|
230 |
|
Enviri |
|
|
|
|
|
|
|
|
5.750%, 07/31/2027 (A) |
|
|
465 |
|
|
|
433 |
|
First Student Bidco |
|
|
|
|
|
|
|
|
4.000%, 07/31/2029 (A) |
|
|
15 |
|
|
|
13 |
|
Garda World Security |
|
|
|
|
|
|
|
|
9.500%, 11/01/2027 (A) |
|
|
315 |
|
|
|
317 |
|
6.000%, 06/01/2029 (A) |
|
|
242 |
|
|
|
217 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
108 |
|
|
|
111 |
|
5.125%, 12/15/2026 (A) |
|
|
335 |
|
|
|
331 |
|
4.750%, 06/15/2029 (A) |
|
|
2,291 |
|
|
|
2,158 |
|
4.375%, 08/15/2029 (A) |
|
|
1,264 |
|
|
|
1,166 |
|
4.000%, 08/01/2028 (A) |
|
|
679 |
|
|
|
628 |
|
3.500%, 09/01/2028 (A) |
|
|
1,415 |
|
|
|
1,308 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
175 |
|
|
|
162 |
|
5.625%, 06/01/2029 (A) |
|
|
332 |
|
|
|
303 |
|
GrafTech Finance |
|
|
|
|
|
|
|
|
4.625%, 12/15/2028 (A) |
|
|
955 |
|
|
|
633 |
|
GrafTech Global Enterprises |
|
|
|
|
|
|
|
|
9.875%, 12/15/2028 (A) |
|
|
918 |
|
|
|
708 |
|
Griffon |
|
|
|
|
|
|
|
|
5.750%, 03/01/2028 |
|
|
500 |
|
|
|
491 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
2,285 |
|
|
|
2,078 |
|
Hawaiian Brand Intellectual Property |
|
|
|
|
|
|
|
|
5.750%, 01/20/2026 (A) |
|
|
1,776 |
|
|
|
1,673 |
|
Hertz |
|
|
|
|
|
|
|
|
5.000%, 12/01/2029 (A) |
|
|
633 |
|
|
|
519 |
|
4.625%, 12/01/2026 (A) |
|
|
207 |
|
|
|
186 |
|
Hertz (Escrow Security) |
|
|
|
|
|
|
|
|
7.125%, 08/01/2026 (A) |
|
|
465 |
|
|
|
39 |
|
6.000%, 01/15/2028 (A) |
|
|
450 |
|
|
|
36 |
|
5.500%, 10/15/2024 (A) |
|
|
559 |
|
|
|
6 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
5.250%, 05/15/2027 |
|
|
1,145 |
|
|
|
1,028 |
|
4.750%, 09/15/2024 |
|
|
1,342 |
|
|
|
1,334 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.875%, 12/15/2027 (A) |
|
|
250 |
|
|
|
236 |
|
4.625%, 12/15/2025 (A) |
|
|
145 |
|
|
|
141 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Korn Ferry |
|
|
|
|
|
|
|
|
4.625%, 12/15/2027 (A) |
|
$ |
2,197 |
|
|
$ |
2,117 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
2,502 |
|
|
|
2,204 |
|
4.125%, 06/30/2028 (A) |
|
|
170 |
|
|
|
155 |
|
MasTec |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
433 |
|
|
|
407 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (A) |
|
|
1,897 |
|
|
|
1,902 |
|
MIWD Holdco II |
|
|
|
|
|
|
|
|
5.500%, 02/01/2030 (A) |
|
|
221 |
|
|
|
196 |
|
Moog |
|
|
|
|
|
|
|
|
4.250%, 12/15/2027 (A) |
|
|
800 |
|
|
|
755 |
|
Neptune Bidco US |
|
|
|
|
|
|
|
|
9.290%, 04/15/2029 (A) |
|
|
569 |
|
|
|
531 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (A) |
|
|
1,280 |
|
|
|
1,096 |
|
6.875%, 03/15/2027 (A) |
|
|
620 |
|
|
|
579 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.750%, 04/15/2026 (A) |
|
|
1,189 |
|
|
|
1,195 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.400%, 04/15/2033 (A) |
|
|
178 |
|
|
|
185 |
|
6.300%, 02/15/2030 (A) |
|
|
127 |
|
|
|
130 |
|
6.050%, 04/15/2028 (A) |
|
|
300 |
|
|
|
304 |
|
Ritchie Bros Holdings |
|
|
|
|
|
|
|
|
7.750%, 03/15/2031 (A) |
|
|
715 |
|
|
|
762 |
|
6.750%, 03/15/2028 (A) |
|
|
1,150 |
|
|
|
1,184 |
|
Science Applications International |
|
|
|
|
|
|
|
|
4.875%, 04/01/2028 (A) |
|
|
1,781 |
|
|
|
1,696 |
|
Sensata Technologies |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (A) |
|
|
816 |
|
|
|
758 |
|
3.750%, 02/15/2031 (A) |
|
|
20 |
|
|
|
18 |
|
Signature Aviation US Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/01/2028 (A) |
|
|
1,133 |
|
|
|
1,034 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000% cash/0% PIK, 12/31/2027 (C) |
|
|
130 |
|
|
|
130 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
1,277 |
|
|
|
1,373 |
|
9.375%, 11/30/2029 (A) |
|
|
170 |
|
|
|
186 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
2,269 |
|
|
|
1,632 |
|
SPX FLOW |
|
|
|
|
|
|
|
|
8.750%, 04/01/2030 (A) |
|
|
833 |
|
|
|
833 |
|
SS&C Technologies |
|
|
|
|
|
|
|
|
5.500%, 09/30/2027 (A) |
|
|
607 |
|
|
|
598 |
|
Standard Industries |
|
|
|
|
|
|
|
|
5.000%, 02/15/2027 (A) |
|
|
2,301 |
|
|
|
2,243 |
|
4.750%, 01/15/2028 (A) |
|
|
778 |
|
|
|
749 |
|
4.375%, 07/15/2030 (A) |
|
|
2,281 |
|
|
|
2,095 |
|
3.375%, 01/15/2031 (A) |
|
|
88 |
|
|
|
76 |
|
Stericycle |
|
|
|
|
|
|
|
|
3.875%, 01/15/2029 (A) |
|
|
284 |
|
|
|
258 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Terex |
|
|
|
|
|
|
|
|
5.000%, 05/15/2029 (A) |
|
$ |
335 |
|
|
$ |
316 |
|
TK Elevator US Newco |
|
|
|
|
|
|
|
|
5.250%, 07/15/2027 (A) |
|
|
1,548 |
|
|
|
1,521 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
1,891 |
|
|
|
1,981 |
|
6.875%, 12/15/2030 (A) |
|
|
4,590 |
|
|
|
4,728 |
|
6.750%, 08/15/2028 (A) |
|
|
1,000 |
|
|
|
1,023 |
|
6.250%, 03/15/2026 (A) |
|
|
4,180 |
|
|
|
4,173 |
|
5.500%, 11/15/2027 |
|
|
2,878 |
|
|
|
2,820 |
|
TriNet Group |
|
|
|
|
|
|
|
|
7.125%, 08/15/2031 (A) |
|
|
172 |
|
|
|
176 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
108 |
|
|
|
115 |
|
7.750%, 08/15/2025 |
|
|
280 |
|
|
|
279 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
2,747 |
|
|
|
2,680 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
7.500%, 09/15/2027 (A) |
|
|
135 |
|
|
|
140 |
|
4.500%, 08/15/2029 (A) |
|
|
249 |
|
|
|
237 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
3,013 |
|
|
|
2,818 |
|
4.375%, 04/15/2026 (A) |
|
|
1,562 |
|
|
|
1,522 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.000%, 12/15/2029 (A) |
|
|
1,173 |
|
|
|
1,191 |
|
5.250%, 01/15/2030 |
|
|
1,650 |
|
|
|
1,625 |
|
4.000%, 07/15/2030 |
|
|
1,775 |
|
|
|
1,635 |
|
3.875%, 11/15/2027 |
|
|
1,719 |
|
|
|
1,640 |
|
US Airways Pass Through Trust |
|
|
|
|
|
|
|
|
3.950%, 11/15/2025 |
|
|
349 |
|
|
|
334 |
|
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
|
617 |
|
|
|
522 |
|
6.375%, 02/01/2030 (A) |
|
|
4,524 |
|
|
|
3,160 |
|
Wesco Aircraft Holdings |
|
|
|
|
|
|
|
|
13.125%, 11/15/2027 (A)(B) |
|
|
100 |
|
|
|
3 |
|
9.000%, 11/15/2026 (A)(B) |
|
|
599 |
|
|
|
57 |
|
WESCO Distribution |
|
|
|
|
|
|
|
|
7.250%, 06/15/2028 (A) |
|
|
473 |
|
|
|
486 |
|
7.125%, 06/15/2025 (A) |
|
|
361 |
|
|
|
364 |
|
Williams Scotsman |
|
|
|
|
|
|
|
|
7.375%, 10/01/2031 (A) |
|
|
470 |
|
|
|
493 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
125 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
117,062 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 3.3% |
|
|
|
|
ACI Worldwide |
|
|
|
|
|
|
|
|
5.750%, 08/15/2026 (A) |
|
|
394 |
|
|
|
391 |
|
Ahead DB Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2028 (A) |
|
|
1,962 |
|
|
|
1,709 |
|
ams-OSRAM |
|
|
|
|
|
|
|
|
12.250%, 03/30/2029 (A) |
|
|
190 |
|
|
|
211 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Arches Buyer |
|
|
|
|
|
|
|
|
6.125%, 12/01/2028 (A) |
|
$ |
84 |
|
|
$ |
73 |
|
4.250%, 06/01/2028 (A) |
|
|
1,045 |
|
|
|
946 |
|
Boxer Parent |
|
|
|
|
|
|
|
|
7.125%, 10/02/2025 (A) |
|
|
850 |
|
|
|
855 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (A) |
|
|
1,960 |
|
|
|
1,784 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
184 |
|
|
|
173 |
|
3.875%, 07/01/2028 (A) |
|
|
164 |
|
|
|
154 |
|
Cloud Software Group, Strike Price Fixed |
|
|
|
|
|
|
|
|
6.500%, 03/31/2029 (A) |
|
|
483 |
|
|
|
460 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (A) |
|
|
3,295 |
|
|
|
3,130 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (A) |
|
|
2,429 |
|
|
|
1,283 |
|
7.125%, 07/01/2028 (A) |
|
|
2,085 |
|
|
|
990 |
|
6.000%, 03/01/2026 (A) |
|
|
1,852 |
|
|
|
1,651 |
|
4.750%, 09/01/2029 (A) |
|
|
389 |
|
|
|
261 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (A) |
|
|
2,224 |
|
|
|
1,813 |
|
5.000%, 03/15/2027 (A) |
|
|
200 |
|
|
|
83 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,503 |
|
|
|
1,380 |
|
Entegris |
|
|
|
|
|
|
|
|
4.375%, 04/15/2028 (A) |
|
|
182 |
|
|
|
173 |
|
3.625%, 05/01/2029 (A) |
|
|
786 |
|
|
|
710 |
|
Entegris Escrow |
|
|
|
|
|
|
|
|
5.950%, 06/15/2030 (A) |
|
|
247 |
|
|
|
245 |
|
4.750%, 04/15/2029 (A) |
|
|
2,745 |
|
|
|
2,645 |
|
Fair Isaac |
|
|
|
|
|
|
|
|
4.000%, 06/15/2028 (A) |
|
|
1,431 |
|
|
|
1,354 |
|
Go Daddy Operating |
|
|
|
|
|
|
|
|
5.250%, 12/01/2027 (A) |
|
|
951 |
|
|
|
932 |
|
3.500%, 03/01/2029 (A) |
|
|
920 |
|
|
|
833 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
813 |
|
|
|
772 |
|
ION Trading Technologies Sarl |
|
|
|
|
|
|
|
|
5.750%, 05/15/2028 (A) |
|
|
1,920 |
|
|
|
1,694 |
|
NCR |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
323 |
|
|
|
307 |
|
NCR Atleos |
|
|
|
|
|
|
|
|
9.500%, 04/01/2029 (A) |
|
|
279 |
|
|
|
296 |
|
NCR Voyix |
|
|
|
|
|
|
|
|
5.000%, 10/01/2028 (A) |
|
|
247 |
|
|
|
234 |
|
ON Semiconductor |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
2,703 |
|
|
|
2,507 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
2,342 |
|
|
|
2,120 |
|
Presidio Holdings |
|
|
|
|
|
|
|
|
4.875%, 02/01/2027 (A) |
|
|
260 |
|
|
|
255 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
RingCentral |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
$ |
209 |
|
|
$ |
214 |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
8.500%, 07/15/2031 (A) |
|
|
40 |
|
|
|
43 |
|
8.250%, 12/15/2029 (A) |
|
|
162 |
|
|
|
175 |
|
3.375%, 07/15/2031 |
|
|
942 |
|
|
|
705 |
|
Sprint |
|
|
|
|
|
|
|
|
7.625%, 02/15/2025 |
|
|
1,898 |
|
|
|
1,931 |
|
Synaptics |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
1,959 |
|
|
|
1,757 |
|
Veritas US |
|
|
|
|
|
|
|
|
7.500%, 09/01/2025 (A) |
|
|
2,235 |
|
|
|
1,845 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (A) |
|
|
1,360 |
|
|
|
1,068 |
|
ViaSat |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 (A) |
|
|
2,610 |
|
|
|
2,144 |
|
Western Digital |
|
|
|
|
|
|
|
|
4.750%, 02/15/2026 |
|
|
1,428 |
|
|
|
1,401 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
43,707 |
|
| |
|
|
|
|
|
|
|
|
Materials — 7.8% |
|
|
|
|
Alcoa Nederland Holding BV |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 (A) |
|
|
600 |
|
|
|
585 |
|
ARD Finance |
|
|
|
|
|
|
|
|
6.500% cash/0% PIK, 06/30/2027 (A) |
|
|
2,634 |
|
|
|
1,231 |
|
Ardagh Packaging Finance |
|
|
|
|
|
|
|
|
5.250%, 04/30/2025 (A) |
|
|
1,258 |
|
|
|
1,223 |
|
5.250%, 08/15/2027 (A) |
|
|
2,995 |
|
|
|
2,327 |
|
4.125%, 08/15/2026 (A) |
|
|
235 |
|
|
|
215 |
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
|
2,325 |
|
|
|
1,679 |
|
ATI |
|
|
|
|
|
|
|
|
7.250%, 08/15/2030 |
|
|
147 |
|
|
|
153 |
|
5.875%, 12/01/2027 |
|
|
174 |
|
|
|
172 |
|
5.125%, 10/01/2031 |
|
|
80 |
|
|
|
74 |
|
4.875%, 10/01/2029 |
|
|
160 |
|
|
|
149 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
4.750%, 06/15/2027 (A) |
|
|
394 |
|
|
|
383 |
|
3.375%, 02/15/2029 (A) |
|
|
1,175 |
|
|
|
1,054 |
|
Axalta Coating Systems Dutch Holding B BV |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
2,512 |
|
|
|
2,634 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (A) |
|
|
2,535 |
|
|
|
2,373 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
4,165 |
|
|
|
3,591 |
|
2.875%, 08/15/2030 |
|
|
1,751 |
|
|
|
1,502 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (A) |
|
|
1,255 |
|
|
|
1,246 |
|
Big River Steel |
|
|
|
|
|
|
|
|
6.625%, 01/31/2029 (A) |
|
|
298 |
|
|
|
304 |
|
Carpenter Technology |
|
|
|
|
|
|
|
|
7.625%, 03/15/2030 |
|
|
60 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.375%, 07/15/2028 |
|
$ |
184 |
|
|
$ |
183 |
|
CF Industries |
|
|
|
|
|
|
|
|
5.150%, 03/15/2034 |
|
|
1,619 |
|
|
|
1,602 |
|
Chemours |
|
|
|
|
|
|
|
|
5.750%, 11/15/2028 (A) |
|
|
1,839 |
|
|
|
1,752 |
|
4.625%, 11/15/2029 (A) |
|
|
1,208 |
|
|
|
1,060 |
|
Cleveland-Cliffs Inc |
|
|
|
|
|
|
|
|
6.750%, 04/15/2030 (A) |
|
|
1,009 |
|
|
|
1,023 |
|
4.625%, 03/01/2029 (A) |
|
|
213 |
|
|
|
197 |
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (A) |
|
|
772 |
|
|
|
720 |
|
Compass Minerals International |
|
|
|
|
|
|
|
|
6.750%, 12/01/2027 (A) |
|
|
2,753 |
|
|
|
2,725 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
15.000%, 12/06/2028 (A)(C) |
|
|
2,990 |
|
|
|
2,691 |
|
10.250% cash/0% PIK, 09/01/2027 (A)(B)(C) |
|
|
343 |
|
|
|
343 |
|
CVR Partners |
|
|
|
|
|
|
|
|
6.125%, 06/15/2028 (A) |
|
|
1,301 |
|
|
|
1,214 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (A) |
|
|
2,940 |
|
|
|
2,657 |
|
Element Solutions |
|
|
|
|
|
|
|
|
3.875%, 09/01/2028 (A) |
|
|
2,622 |
|
|
|
2,414 |
|
ERO Copper |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
2,010 |
|
|
|
1,774 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
8.625%, 06/01/2031 (A) |
|
|
2,599 |
|
|
|
2,203 |
|
7.500%, 04/01/2025 (A) |
|
|
1,467 |
|
|
|
1,399 |
|
6.875%, 10/15/2027 (A) |
|
|
1,849 |
|
|
|
1,571 |
|
FMG Resources August 2006 PTY |
|
|
|
|
|
|
|
|
4.500%, 09/15/2027 (A) |
|
|
772 |
|
|
|
742 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
300 |
|
|
|
292 |
|
5.400%, 11/14/2034 |
|
|
925 |
|
|
|
931 |
|
Glatfelter |
|
|
|
|
|
|
|
|
4.750%, 11/15/2029 (A) |
|
|
154 |
|
|
|
108 |
|
Graham Packaging |
|
|
|
|
|
|
|
|
7.125%, 08/15/2028 (A) |
|
|
185 |
|
|
|
167 |
|
INEOS Finance |
|
|
|
|
|
|
|
|
6.750%, 05/15/2028 (A) |
|
|
200 |
|
|
|
196 |
|
INEOS Quattro Finance 2 |
|
|
|
|
|
|
|
|
9.625%, 03/15/2029 (A) |
|
|
200 |
|
|
|
213 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (A) |
|
|
2,550 |
|
|
|
2,316 |
|
LABL |
|
|
|
|
|
|
|
|
10.500%, 07/15/2027 (A) |
|
|
295 |
|
|
|
283 |
|
6.750%, 07/15/2026 (A) |
|
|
1,167 |
|
|
|
1,135 |
|
LSB Industries |
|
|
|
|
|
|
|
|
6.250%, 10/15/2028 (A) |
|
|
1,710 |
|
|
|
1,622 |
|
Mativ Holdings |
|
|
|
|
|
|
|
|
6.875%, 10/01/2026 (A) |
|
|
848 |
|
|
|
813 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Mauser Packaging Solutions Holding |
|
|
|
|
|
|
|
|
9.250%, 04/15/2027 (A) |
|
$ |
490 |
|
|
$ |
481 |
|
7.875%, 08/15/2026 (A) |
|
|
1,030 |
|
|
|
1,048 |
|
Methanex |
|
|
|
|
|
|
|
|
5.125%, 10/15/2027 |
|
|
1,361 |
|
|
|
1,330 |
|
Mineral Resources MTN |
|
|
|
|
|
|
|
|
8.500%, 05/01/2030 (A) |
|
|
515 |
|
|
|
537 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C) |
|
|
1,989 |
|
|
|
1,939 |
|
Neiman Marcus Group (Escrow Security) |
|
|
|
|
|
|
|
|
8.750%, 10/15/2022 (A)(B)(C) |
|
|
762 |
|
|
|
77 |
|
8.000%, 10/15/2022 (A)(B)(C) |
|
|
820 |
|
|
|
82 |
|
NMG Holding |
|
|
|
|
|
|
|
|
7.125%, 04/01/2026 (A) |
|
|
615 |
|
|
|
591 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(C)(E) |
|
|
2,115 |
|
|
|
– |
|
NOVA Chemicals |
|
|
|
|
|
|
|
|
8.500%, 11/15/2028 (A) |
|
|
133 |
|
|
|
139 |
|
5.250%, 06/01/2027 (A) |
|
|
550 |
|
|
|
516 |
|
5.000%, 05/01/2025 (A) |
|
|
859 |
|
|
|
838 |
|
4.875%, 06/01/2024 (A) |
|
|
541 |
|
|
|
536 |
|
4.250%, 05/15/2029 (A) |
|
|
213 |
|
|
|
179 |
|
Novelis |
|
|
|
|
|
|
|
|
4.750%, 01/30/2030 (A) |
|
|
275 |
|
|
|
259 |
|
3.875%, 08/15/2031 (A) |
|
|
2,235 |
|
|
|
1,969 |
|
3.250%, 11/15/2026 (A) |
|
|
735 |
|
|
|
692 |
|
OCI |
|
|
|
|
|
|
|
|
4.625%, 10/15/2025 (A) |
|
|
1,500 |
|
|
|
1,461 |
|
OI European Group BV |
|
|
|
|
|
|
|
|
4.750%, 02/15/2030 (A) |
|
|
1,820 |
|
|
|
1,702 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (A) |
|
|
1,438 |
|
|
|
1,526 |
|
Owens-Brockway Glass Container |
|
|
|
|
|
|
|
|
6.625%, 05/13/2027 (A) |
|
|
352 |
|
|
|
352 |
|
Pactiv Evergreen Group Issuer |
|
|
|
|
|
|
|
|
4.000%, 10/15/2027 (A) |
|
|
1,093 |
|
|
|
1,022 |
|
Polar US Borrower |
|
|
|
|
|
|
|
|
6.750%, 05/15/2026 (A) |
|
|
1,791 |
|
|
|
573 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (A) |
|
|
1,730 |
|
|
|
1,691 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (A) |
|
|
33 |
|
|
|
32 |
|
SCIH Salt Holdings |
|
|
|
|
|
|
|
|
6.625%, 05/01/2029 (A) |
|
|
3,108 |
|
|
|
2,901 |
|
4.875%, 05/01/2028 (A) |
|
|
195 |
|
|
|
182 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
420 |
|
|
|
373 |
|
4.375%, 02/01/2032 |
|
|
212 |
|
|
|
179 |
|
4.000%, 04/01/2031 |
|
|
470 |
|
|
|
399 |
|
Sealed Air |
|
|
|
|
|
|
|
|
7.250%, 02/15/2031 (A) |
|
|
1,193 |
|
|
|
1,265 |
|
6.125%, 02/01/2028 (A) |
|
|
3,029 |
|
|
|
3,055 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
$ |
1,075 |
|
|
$ |
1,130 |
|
6.000%, 11/01/2028 (A) |
|
|
790 |
|
|
|
778 |
|
Summit Materials |
|
|
|
|
|
|
|
|
7.250%, 01/15/2031 (A) |
|
|
609 |
|
|
|
642 |
|
5.250%, 01/15/2029 (A) |
|
|
1,335 |
|
|
|
1,291 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000% cash/0% PIK, 11/03/2023 (A)(B)(C) |
|
|
127 |
|
|
|
127 |
|
8.250%, 05/15/2026 (A)(B) |
|
|
870 |
|
|
|
465 |
|
Taseko Mines |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
|
1,547 |
|
|
|
1,466 |
|
Trident TPI Holdings |
|
|
|
|
|
|
|
|
12.750%, 12/31/2028 (A) |
|
|
1,607 |
|
|
|
1,719 |
|
TriMas |
|
|
|
|
|
|
|
|
4.125%, 04/15/2029 (A) |
|
|
294 |
|
|
|
264 |
|
Trinseo Materials Operating |
|
|
|
|
|
|
|
|
5.375%, 09/01/2025 (A) |
|
|
104 |
|
|
|
90 |
|
5.125%, 04/01/2029 (A) |
|
|
266 |
|
|
|
108 |
|
Trivium Packaging Finance BV |
|
|
|
|
|
|
|
|
8.500%, 08/15/2027 (A) |
|
|
2,065 |
|
|
|
2,025 |
|
5.500%, 08/15/2026 (A) |
|
|
1,299 |
|
|
|
1,274 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (A) |
|
|
4,624 |
|
|
|
4,096 |
|
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
4,276 |
|
|
|
3,763 |
|
4.875%, 06/15/2027 (A) |
|
|
305 |
|
|
|
293 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,760 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 2.0% |
|
|
|
|
Brookfield Property REIT |
|
|
|
|
|
|
|
|
5.750%, 05/15/2026 (A) |
|
|
45 |
|
|
|
44 |
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
1,150 |
|
|
|
884 |
|
4.375%, 03/01/2031 |
|
|
2,955 |
|
|
|
2,216 |
|
Iron Mountain |
|
|
|
|
|
|
|
|
5.250%, 03/15/2028 (A) |
|
|
756 |
|
|
|
735 |
|
5.250%, 07/15/2030 (A) |
|
|
865 |
|
|
|
823 |
|
5.000%, 07/15/2028 (A) |
|
|
294 |
|
|
|
283 |
|
4.875%, 09/15/2029 (A) |
|
|
3,308 |
|
|
|
3,133 |
|
4.500%, 02/15/2031 (A) |
|
|
228 |
|
|
|
206 |
|
Outfront Media Capital |
|
|
|
|
|
|
|
|
7.375%, 02/15/2031 (A) |
|
|
2,337 |
|
|
|
2,454 |
|
4.625%, 03/15/2030 (A) |
|
|
370 |
|
|
|
330 |
|
Park Intermediate Holdings |
|
|
|
|
|
|
|
|
4.875%, 05/15/2029 (A) |
|
|
1,455 |
|
|
|
1,347 |
|
Realogy Group |
|
|
|
|
|
|
|
|
5.250%, 04/15/2030 (A) |
|
|
372 |
|
|
|
277 |
|
RHP Hotel Properties |
|
|
|
|
|
|
|
|
7.250%, 07/15/2028 (A) |
|
|
77 |
|
|
|
80 |
|
4.750%, 10/15/2027 |
|
|
648 |
|
|
|
626 |
|
4.500%, 02/15/2029 (A) |
|
|
529 |
|
|
|
492 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Service Properties Trust |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 |
|
$ |
460 |
|
|
$ |
421 |
|
4.950%, 02/15/2027 |
|
|
1,955 |
|
|
|
1,770 |
|
4.375%, 02/15/2030 |
|
|
3,465 |
|
|
|
2,690 |
|
3.950%, 01/15/2028 |
|
|
215 |
|
|
|
176 |
|
Uniti Group |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
587 |
|
|
|
595 |
|
6.000%, 01/15/2030 (A) |
|
|
836 |
|
|
|
584 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.750%, 02/01/2027 (A) |
|
|
204 |
|
|
|
205 |
|
5.625%, 05/01/2024 (A) |
|
|
185 |
|
|
|
184 |
|
4.625%, 06/15/2025 (A) |
|
|
261 |
|
|
|
256 |
|
4.625%, 12/01/2029 (A) |
|
|
153 |
|
|
|
144 |
|
4.500%, 09/01/2026 (A) |
|
|
125 |
|
|
|
121 |
|
4.500%, 01/15/2028 (A) |
|
|
95 |
|
|
|
91 |
|
4.250%, 12/01/2026 (A) |
|
|
429 |
|
|
|
413 |
|
4.125%, 08/15/2030 (A) |
|
|
3,386 |
|
|
|
3,084 |
|
3.875%, 02/15/2029 (A) |
|
|
227 |
|
|
|
209 |
|
3.750%, 02/15/2027 (A) |
|
|
1,840 |
|
|
|
1,737 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,610 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.6% |
|
|
|
|
AmeriGas Partners |
|
|
|
|
|
|
|
|
9.375%, 06/01/2028 (A) |
|
|
142 |
|
|
|
147 |
|
5.875%, 08/20/2026 |
|
|
120 |
|
|
|
119 |
|
5.750%, 05/20/2027 |
|
|
110 |
|
|
|
107 |
|
Calpine |
|
|
|
|
|
|
|
|
5.000%, 02/01/2031 (A) |
|
|
175 |
|
|
|
160 |
|
4.625%, 02/01/2029 (A) |
|
|
902 |
|
|
|
838 |
|
4.500%, 02/15/2028 (A) |
|
|
3,273 |
|
|
|
3,113 |
|
Clearway Energy Operating LLC |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (A) |
|
|
1,044 |
|
|
|
920 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
4.150%, 07/15/2027 |
|
|
1,438 |
|
|
|
1,383 |
|
NextEra Energy Operating Partners |
|
|
|
|
|
|
|
|
7.250%, 01/15/2029 (A) |
|
|
1,481 |
|
|
|
1,550 |
|
4.250%, 07/15/2024 (A) |
|
|
2,658 |
|
|
|
2,628 |
|
NRG Energy |
|
|
|
|
|
|
|
|
10.250%, H15T5Y + 5.920%(A)(F)(G) |
|
|
1,883 |
|
|
|
1,960 |
|
7.000%, 03/15/2033 (A) |
|
|
264 |
|
|
|
279 |
|
6.625%, 01/15/2027 |
|
|
505 |
|
|
|
506 |
|
5.750%, 01/15/2028 |
|
|
155 |
|
|
|
155 |
|
5.250%, 06/15/2029 (A) |
|
|
340 |
|
|
|
329 |
|
3.875%, 02/15/2032 (A) |
|
|
33 |
|
|
|
28 |
|
3.625%, 02/15/2031 (A) |
|
|
2,716 |
|
|
|
2,334 |
|
3.375%, 02/15/2029 (A) |
|
|
145 |
|
|
|
128 |
|
Pattern Energy Operations |
|
|
|
|
|
|
|
|
4.500%, 08/15/2028 (A) |
|
|
1,659 |
|
|
|
1,569 |
|
PG&E |
|
|
|
|
|
|
|
|
5.250%, 07/01/2030 |
|
|
1,552 |
|
|
|
1,497 |
|
5.000%, 07/01/2028 |
|
|
289 |
|
|
|
281 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
$ |
71 |
|
|
$ |
75 |
|
5.500%, 09/01/2028 (A) |
|
|
202 |
|
|
|
192 |
|
Solaris Midstream Holdings |
|
|
|
|
|
|
|
|
7.625%, 04/01/2026 (A) |
|
|
1,262 |
|
|
|
1,279 |
|
Talen Energy Supply |
|
|
|
|
|
|
|
|
8.625%, 06/01/2030 (A) |
|
|
1,670 |
|
|
|
1,775 |
|
Vistra |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 6.930%(A)(F)(G) |
|
|
2,314 |
|
|
|
2,304 |
|
7.000%, H15T5Y + 5.740%(A)(F)(G) |
|
|
250 |
|
|
|
246 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
7.750%, 10/15/2031 (A) |
|
|
265 |
|
|
|
275 |
|
5.625%, 02/15/2027 (A) |
|
|
430 |
|
|
|
424 |
|
5.000%, 07/31/2027 (A) |
|
|
2,726 |
|
|
|
2,654 |
|
4.375%, 05/01/2029 (A) |
|
|
4,632 |
|
|
|
4,324 |
|
4.300%, 07/15/2029 (A) |
|
|
375 |
|
|
|
351 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
33,930 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $1,122,005) ($ Thousands) |
|
|
|
|
|
|
1,030,401 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 9.0% |
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.427%, CME Term SOFR + 4.750%, 04/20/2028 (F) |
|
|
516 |
|
|
|
529 |
|
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.860%, CME Term SOFR + 4.250%, 05/17/2028 (F)(I) |
|
|
327 |
|
|
|
286 |
|
Adient U.S., LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.500%, 04/10/2028 (F) |
|
|
180 |
|
|
|
180 |
|
Ahead DB Holdings, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.198%, CME Term SOFR + 3.750%, 10/18/2027 (F) |
|
|
99 |
|
|
|
99 |
|
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.818%, CME Term SOFR + 5.500%, 10/10/2025 (F) |
|
|
984 |
|
|
|
975 |
|
AlixPartners, LLP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.220%, 02/04/2028 |
|
|
499 |
|
|
|
500 |
|
Alvogen Pharma US, Inc., June 2002 Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.998%, CME Term SOFR + 7.500%, 06/30/2025 (F) |
|
|
1,710 |
|
|
|
1,629 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.474%, CME Term SOFR + 3.000%, 04/22/2026 (F)(I) |
|
$ |
844 |
|
|
$ |
703 |
|
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.970%, CME Term SOFR + 5.500%, 09/01/2027 (F) |
|
|
291 |
|
|
|
284 |
|
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.970%, CME Term SOFR + 5.500%, 09/01/2027 (F) |
|
|
1,000 |
|
|
|
975 |
|
ASP Unifrax Holdings, Inc., USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.248%, 12/12/2025 (F) |
|
|
1,294 |
|
|
|
1,203 |
|
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.856%, CME Term SOFR + 8.500%, 08/01/2028 (F)(I) |
|
|
4,603 |
|
|
|
4,048 |
|
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.706%, CME term SOFR + 3.250%, 03/03/2025 (F)(I) |
|
|
726 |
|
|
|
709 |
|
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.956%, CME Term SOFR + 4.500%, 10/15/2026 (F)(I) |
|
|
102 |
|
|
|
100 |
|
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.462%, 06/15/2026 |
|
|
1,412 |
|
|
|
1,384 |
|
BYJU's Alpha, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
15.500%, CME Term SOFR + 6.000%, 11/24/2026 (B)(F)(I) |
|
|
3,180 |
|
|
|
1,102 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.948%, CME Term SOFR + 7.500%, 09/30/2027 (F)(I) |
|
|
2,170 |
|
|
|
1,667 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.650%, 01/29/2027 (I) |
|
|
1,098 |
|
|
|
759 |
|
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.400%, CME Term SOFR + 3.750%, 01/29/2027 (F)(I) |
|
|
962 |
|
|
|
675 |
|
Claire's Stores, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.948%, CME Term SOFR + 6.500%, 12/18/2026 (F) |
|
|
1,099 |
|
|
|
1,000 |
|
Clear Channel Outdoor Holdings, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.145%, CME Term SOFR + 3.500%, 08/21/2026 (F) |
|
|
99 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.948%, CME Term SOFR + 4.500%, 03/30/2029 (F)(I) |
|
$ |
790 |
|
|
$ |
770 |
|
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.610%, CME Term SOFR + 5.000%, 09/18/2026 (F)(I) |
|
|
1,249 |
|
|
|
1,201 |
|
Commscope, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.250%, 04/06/2026 (F) |
|
|
429 |
|
|
|
383 |
|
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.500%, 01/04/2026 (F)(I) |
|
|
508 |
|
|
|
281 |
|
CSC Holdings, LLC, 2022 Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.833%, CME Term SOFR + 4.500%, 01/17/2028 (F) |
|
|
100 |
|
|
|
96 |
|
Curia Global, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.233%, CME Term SOFR + 3.750%, 08/30/2026 (F)(I) |
|
|
1,390 |
|
|
|
1,240 |
|
9.198%, CME Term SOFR + 3.750%, 08/30/2026 (F) |
|
|
1 |
|
|
|
1 |
|
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.360%, CME Term SOFR + 3.750%, 10/04/2028 (F) |
|
|
340 |
|
|
|
337 |
|
DIRECTV Financing, LLC, Closing Date Term Loan |
|
|
|
|
|
|
|
|
10.650%, CME Term SOFR + 5.000%, 08/02/2027 (F) |
|
|
13 |
|
|
|
13 |
|
10.650%, CME Term SOFR + 5.000%, 08/02/2027 (F) |
|
|
1,172 |
|
|
|
1,171 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (C) |
|
|
785 |
|
|
|
785 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.970%, CME Term SOFR + 7.500%, 11/23/2026 (C)(F) |
|
|
2,492 |
|
|
|
2,430 |
|
Envision Healthcare Corp., Second Out Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.640%, CME Term SOFR + 4.250%, 03/31/2027 (B)(F)(I) |
|
|
329 |
|
|
|
56 |
|
Envision Healthcare Operating, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
13.598%, CME Term SOFR + 8.250%, 12/30/2027 (F) |
|
|
3,100 |
|
|
|
2,912 |
|
Epic Crude Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.929%, CME Term SOFR + 5.000%, 03/02/2026 (F) |
|
|
904 |
|
|
|
899 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Epic Y-Grade Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.488%, 06/30/2027 (F)(I) |
|
$ |
565 |
|
|
$ |
550 |
|
eResearchTechnology, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.970%, CME Term SOFR + 4.500%, 02/04/2027 (F) |
|
|
1,450 |
|
|
|
1,446 |
|
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 07/21/2028 (F) |
|
|
252 |
|
|
|
251 |
|
First Student Bidco Inc., Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F) |
|
|
241 |
|
|
|
239 |
|
First Student Bidco Inc., Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F) |
|
|
90 |
|
|
|
90 |
|
Freeport LNG Investments, LLLP, 1st Lien |
|
|
|
|
|
|
|
|
8.677%, 11/16/2026 (I) |
|
|
2,156 |
|
|
|
2,137 |
|
GatesAir, Term Loan |
|
|
|
|
|
|
|
|
15.870%, 08/01/2027 (C)(E) |
|
|
1,140 |
|
|
|
1,140 |
|
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
9.470%, CME Term SOFR + 4.000%, 12/01/2027 (F) |
|
|
277 |
|
|
|
278 |
|
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), 2023 Initial Term Loan |
|
|
|
|
|
|
|
|
9.706%, CME Term SOFR + 4.250%, 10/31/2028 (F) |
|
|
1,623 |
|
|
|
1,622 |
|
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.895%, CME Term SOFR + 4.250%, 03/14/2025 (F)(I) |
|
|
1,984 |
|
|
|
1,545 |
|
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.934%, CME Term SOFR + 4.250%, 10/02/2025 (F)(I) |
|
|
4,035 |
|
|
|
3,144 |
|
Graham Packaging Co. Inc., Initial Term Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
8.470%, CME Term SOFR + 3.000%, 08/04/2027 (F) |
|
|
337 |
|
|
|
337 |
|
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.538%, CME Term SOFR + 2.000%, 11/15/2027 (F) |
|
|
940 |
|
|
|
939 |
|
Gulf Finance, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.631%, CME Term SOFR + 6.750%, 08/25/2026 (F) |
|
|
106 |
|
|
|
106 |
|
12.222%, CME Term SOFR + 6.750%, 08/25/2026 (F) |
|
|
1,209 |
|
|
|
1,207 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.470%, CME Term SOFR + 5.000%, 12/15/2026 (F) |
|
$ |
498 |
|
|
$ |
494 |
|
J & J Ventures Gaming, LLC, Initial Term Loan |
|
|
|
|
|
|
|
|
9.610%, CME Term SOFR + 4.000%, 04/26/2028 (F) |
|
|
894 |
|
|
|
885 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (B)(C)(F) |
|
|
2,253 |
|
|
|
— |
|
Journey Personal Care Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.720%, CME Term SOFR + 4.250%, 03/01/2028 (F) |
|
|
1,795 |
|
|
|
1,766 |
|
Jump Financial, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.110%, CME Term SOFR + 4.500%, 08/07/2028 (F) |
|
|
3,701 |
|
|
|
3,664 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.456%, CME Term SOFR + 5.000%, 10/29/2028 (F) |
|
|
282 |
|
|
|
270 |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (B)(C) |
|
|
566 |
|
|
|
566 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.956%, 11/22/2027 (I) |
|
|
1,791 |
|
|
|
1,710 |
|
Life Time, Inc., New 2023 Refinancing Term Loan |
|
|
|
|
|
|
|
|
9.824%, CME Term SOFR + 4.250%, 01/15/2026 (F) |
|
|
465 |
|
|
|
467 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.975%, 12/31/2026 (I) |
|
|
8,276 |
|
|
|
6,134 |
|
Lightstone Holdco, LLC, Extended Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.133%, CME Term SOFR + 5.750%, 01/29/2027 (F) |
|
|
1,636 |
|
|
|
1,553 |
|
Lightstone Holdco, LLC, Extended Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.133%, CME Term SOFR + 5.750%, 01/29/2027 (F) |
|
|
64 |
|
|
|
61 |
|
Madison IAQ, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.721%, CME Term SOFR + 3.250%, 06/21/2028 (F) |
|
|
305 |
|
|
|
304 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.645%, CME Term SOFR + 5.000%, 07/27/2028 (F) |
|
|
5,235 |
|
|
|
3,678 |
|
Magnite, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.929%, CME Term SOFR + 5.000%, 04/28/2028 (F) |
|
|
84 |
|
|
|
84 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
10.650%, CME Term SOFR + 5.000%, 04/28/2028 (F) |
|
$ |
84 |
|
|
$ |
84 |
|
10.470%, CME Term SOFR + 5.000%, 04/28/2028 (F) |
|
|
456 |
|
|
|
456 |
|
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.595%, 02/16/2025 |
|
|
1,177 |
|
|
|
1,160 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.128%, CME Term SOFR + 5.750%, 08/18/2028 (F) |
|
|
526 |
|
|
|
366 |
|
10.390%, CME Term SOFR + 4.750%, 08/18/2028 (F)(I) |
|
|
5,079 |
|
|
|
3,542 |
|
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.470%, CME Term SOFR + 3.250%, 10/23/2028 (F) |
|
|
165 |
|
|
|
165 |
|
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.770%, CME Term SOFR + 5.250%, 06/21/2027 (F) |
|
|
1,589 |
|
|
|
1,641 |
|
MLN US HoldCo, LLC, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.972%, CME Term SOFR + 4.500%, 11/30/2025 (F) |
|
|
647 |
|
|
|
54 |
|
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.639%, 10/26/2028 (F) |
|
|
1,807 |
|
|
|
1,324 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.900%, CME Term SOFR + 4.250%, 09/01/2028 (F)(I) |
|
|
233 |
|
|
|
224 |
|
Naked Juice LLC, Initial Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.448%, CME Term SOFR + 6.000%, 01/24/2030 (F) |
|
|
1,952 |
|
|
|
1,562 |
|
NEP Group, Inc., 2021 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.463%, CME Term SOFR + 4.000%, 10/20/2025 (F) |
|
|
32 |
|
|
|
30 |
|
NEP Group, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.713%, CME Term SOFR + 3.250%, 10/20/2025 (F)(I) |
|
|
1,429 |
|
|
|
1,347 |
|
Nexus Buyer LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
11.706%, CME Term SOFR + 6.250%, 11/05/2029 (F) |
|
|
1,167 |
|
|
|
1,135 |
|
Open Text Corp., 2023 Replacement Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.206%, 01/31/2030 (F) |
|
|
815 |
|
|
|
816 |
|
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.856%, 08/17/2028 (F) |
|
|
470 |
|
|
|
471 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Park River Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.907%, CME Term SOFR + 3.250%, 12/28/2027 (F) |
|
$ |
125 |
|
|
$ |
122 |
|
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.250%, 03/03/2028 (F) |
|
|
328 |
|
|
|
310 |
|
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.650%, CME Term SOFR + 4.000%, 06/22/2026 (F)(I) |
|
|
2,707 |
|
|
|
2,102 |
|
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.206%, 03/11/2026 (I) |
|
|
588 |
|
|
|
588 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.483%, 03/20/2024 (E) |
|
|
1,109 |
|
|
|
826 |
|
Pretium Packaging, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.395%, CME Term SOFR + 5.000%, 10/02/2028 (F) |
|
|
311 |
|
|
|
304 |
|
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (F)(I) |
|
|
84 |
|
|
|
65 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.783%, CME Term SOFR + 4.250%, 02/01/2029 (F)(I) |
|
|
1,140 |
|
|
|
866 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.179%, CME Term SOFR + 4.250%, 07/09/2025 (F)(I) |
|
|
780 |
|
|
|
627 |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 12/17/2027 (F)(I) |
|
|
564 |
|
|
|
492 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 12/17/2027 (F)(I) |
|
|
888 |
|
|
|
774 |
|
Schenectady International Group, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
10.244%, 10/15/2025 (F)(I) |
|
|
1,355 |
|
|
|
917 |
|
Serta Simmons Bedding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.963%, 06/29/2028 |
|
|
48 |
|
|
|
45 |
|
Shutterfly, 2nd Lien |
|
|
|
|
|
|
|
|
10.348% cash/0% PIK, 10/01/2027 |
|
|
170 |
|
|
|
122 |
|
SPX Flow, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.956%, CME Term SOFR + 4.500%, 04/05/2029 (F) |
|
|
176 |
|
|
|
177 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.457%, CME Term SOFR + 5.000%, 04/16/2026 (F) |
|
$ |
1,024 |
|
|
$ |
967 |
|
Star Parent Inc |
|
|
|
|
|
|
|
|
9.348%, CME Term SOFR + 0.000%, 09/19/2030 (F) |
|
|
115 |
|
|
|
114 |
|
Station Casinos LLC, Term B-1Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.706%, 02/08/2027 (F) |
|
|
500 |
|
|
|
501 |
|
Sunshine Luxembourg VII Sarl, Facility B3, 1st Lien |
|
|
|
|
|
|
|
|
8.948%, CME Term SOFR + 3.750%, 10/01/2026 (F) |
|
|
768 |
|
|
|
772 |
|
Surgery Center Holdings, Inc., Initial Term Loan |
|
|
|
|
|
|
|
|
8.856%, CME Term SOFR + 3.500%, 12/19/2030 (F) |
|
|
1,030 |
|
|
|
1,033 |
|
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.869%, 05/17/2030 (F) |
|
|
436 |
|
|
|
438 |
|
Talen Energy Supply, LLC, Initial Term C Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.869%, 05/17/2030 (F) |
|
|
204 |
|
|
|
205 |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.633%, CME Term SOFR + 5.250%, 03/02/2027 (F)(I) |
|
|
6,321 |
|
|
|
4,785 |
|
TortoiseEcofin, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, 10/27/2028 |
|
|
200 |
|
|
|
192 |
|
Traverse Midstream Partners LLC, Advance, 1st Lien |
|
|
|
|
|
|
|
|
9.240%, CME Term SOFR + 3.750%, 02/16/2028 (F) |
|
|
983 |
|
|
|
983 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (F) |
|
|
202 |
|
|
|
200 |
|
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.470%, 06/20/2028 (F) |
|
|
400 |
|
|
|
300 |
|
Univision Communications Inc., 2021 Replacement Converted First-Lien Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.250%, 03/15/2026 (F)(I) |
|
|
894 |
|
|
|
895 |
|
Venator Materials PLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
15.426%, 10/12/2028 |
|
|
6 |
|
|
|
6 |
|
15.360%, 10/12/2028 |
|
|
193 |
|
|
|
192 |
|
VeriFone Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.641%, CME Term SOFR + 4.000%, 08/20/2025 (F) |
|
|
2,882 |
|
|
|
2,781 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Vida Capital, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.470%, 10/01/2026 (I) |
|
$ |
4,740 |
|
|
$ |
4,029 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.740%, 06/30/2028 (I) |
|
|
1,615 |
|
|
|
1,647 |
|
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.390%, CME Term SOFR + 5.750%, 06/22/2026 (F) |
|
|
510 |
|
|
|
510 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.720%, CME Term SOFR + 6.250%, 04/21/2027 (F)(I) |
|
|
2,855 |
|
|
|
2,516 |
|
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, CME Term SOFR + 3.750%, 10/19/2027 (F) |
|
|
431 |
|
|
|
432 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, 10/02/2028 (I) |
|
|
3,621 |
|
|
|
2,152 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.470%, CME Term SOFR + 3.000%, 03/09/2027 (F)(I) |
|
|
1,781 |
|
|
|
1,525 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $125,348) ($ Thousands) |
|
|
|
|
|
|
118,036 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.2% |
Other Asset-Backed Securities — 7.2% |
|
|
|
|
| |
|
|
|
|
Ares XXXIV CLO, Ser 2020-2A, Cl FR |
|
|
|
|
|
|
|
|
14.264%, TSFR3M + 8.862%, 04/17/2033 (A)(C)(F) |
|
|
1,446 |
|
|
|
1,216 |
|
Battalion CLO VII, Ser 2014-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/17/2028 (A)(C)(D)(F) |
|
|
4,490 |
|
|
|
– |
|
Battalion CLO VIII, Ser 2015-8A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2030 (A)(C)(D)(F) |
|
|
3,390 |
|
|
|
863 |
|
Battalion CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2035 (A)(C)(D)(F) |
|
|
4,450 |
|
|
|
3,037 |
|
Battalion CLO XI, Ser 2017-11A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/24/2034 (A)(C)(D)(F) |
|
|
5,857 |
|
|
|
2,929 |
|
Battalion CLO XII, Ser 2018-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 05/17/2031 (A)(C)(D)(F) |
|
|
4,663 |
|
|
|
1,702 |
|
Battalion CLO XIV, Ser 2019-14A |
|
|
|
|
|
|
|
|
0.000%, 04/20/2032 (C)(D) |
|
|
3,427 |
|
|
|
2,262 |
|
Battalion CLO XVI, Ser 2019-16A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 12/19/2032 (A)(C)(D)(F) |
|
|
2,128 |
|
|
|
1,170 |
|
Battalion CLO XX, Ser 2021-20A |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (C)(D) |
|
|
4,839 |
|
|
|
2,819 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2029 (A)(C)(D)(F) |
|
$ |
2,531 |
|
|
$ |
291 |
|
Benefit Street Partners CLO IV |
|
|
|
|
|
|
|
|
0.000%, 07/20/2026 (A)(C)(J) |
|
|
7 |
|
|
|
2,268 |
|
Benefit Street Partners CLO IX |
|
|
|
|
|
|
|
|
0.000%, 07/20/2025 (A)(C)(J) |
|
|
2,293 |
|
|
|
837 |
|
Benefit Street Partners CLO V-B |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (C)(D) |
|
|
10,259 |
|
|
|
3,262 |
|
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/18/2029 (A)(C)(D)(F) |
|
|
7,502 |
|
|
|
3,440 |
|
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/18/2027 (C)(D)(F) |
|
|
6,715 |
|
|
|
25 |
|
Benefit Street Partners CLO VIII |
|
|
|
|
|
|
|
|
0.000%, 01/20/2028 (A)(C)(D) |
|
|
6,720 |
|
|
|
1,547 |
|
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2034 (A)(C)(D)(F) |
|
|
7,631 |
|
|
|
4,331 |
|
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2031 (A)(C)(D)(F) |
|
|
3,809 |
|
|
|
1,693 |
|
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/15/2034 (A)(C)(D)(F) |
|
|
3,486 |
|
|
|
2,462 |
|
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/15/2034 (A)(C)(D)(F) |
|
|
2,261 |
|
|
|
1,853 |
|
Benefit Street Partners CLO XXIII, Ser 2021-23A |
|
|
|
|
|
|
|
|
0.000%, 04/25/2034 (C)(D) |
|
|
3,157 |
|
|
|
2,325 |
|
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026 (A)(C)(D)(F) |
|
|
2,725 |
|
|
|
518 |
|
Cathedral Lake V, Ser 2018-5A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/21/2030 (A)(C)(D)(F) |
|
|
3,139 |
|
|
|
565 |
|
Great Lakes CLO, Ser 2015-1A, Cl ER |
|
|
|
|
|
|
|
|
12.930%, TSFR3M + 7.622%, 01/16/2030 (A)(C)(F) |
|
|
3,253 |
|
|
|
3,038 |
|
Great Lakes CLO, Ser 2015-1A, Cl FR |
|
|
|
|
|
|
|
|
15.570%, TSFR3M + 10.262%, 01/16/2030 (A)(C)(F) |
|
|
1,198 |
|
|
|
1,033 |
|
Great Lakes CLO, Ser 2015-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/16/2030 (A)(C)(D)(F) |
|
|
4,519 |
|
|
|
2,063 |
|
Great Lakes CLO, Ser 2017-1A, Cl ER |
|
|
|
|
|
|
|
|
13.156%, TSFR3M + 7.762%, 10/15/2029 (A)(C)(F) |
|
|
3,321 |
|
|
|
3,133 |
|
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2033 (A)(C)(D)(F) |
|
|
2,484 |
|
|
|
1,341 |
|
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (A)(C)(D)(F) |
|
|
651 |
|
|
|
467 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D |
|
|
|
|
|
|
|
|
12.727%, TSFR3M + 7.332%, 04/18/2030 (A)(C)(F) |
|
$ |
1,559 |
|
|
$ |
1,406 |
|
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/18/2030 (A)(C)(D)(F) |
|
|
1,169 |
|
|
|
842 |
|
LCM CLO, Ser 31A |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (C)(D) |
|
|
1,115 |
|
|
|
632 |
|
Lockwood Grove CLO, Ser 2014-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/25/2030 (A)(C)(D)(F) |
|
|
3,797 |
|
|
|
607 |
|
Lockwood Grove CLO, Ser 2018-1A, Cl ERR |
|
|
|
|
|
|
|
|
11.490%, TSFR3M + 6.112%, 01/25/2030 (A)(C)(F) |
|
|
2,499 |
|
|
|
2,118 |
|
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/17/2027 (A)(C)(D)(F) |
|
|
3,640 |
|
|
|
1,019 |
|
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41 |
|
|
|
|
|
|
|
|
0.000%, 04/15/2034 (C)(D) |
|
|
1,924 |
|
|
|
1,235 |
|
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39 |
|
|
|
|
|
|
|
|
0.000%, 01/20/2032 (C)(D) |
|
|
3,294 |
|
|
|
1,872 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl INC |
|
|
|
|
|
|
|
|
0.000%, 04/20/2033 (A)(C)(D)(F) |
|
|
1,095 |
|
|
|
679 |
|
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN |
|
|
|
|
|
|
|
|
0.114%, 04/20/2033 (A)(C)(F) |
|
|
14 |
|
|
|
9 |
|
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2030 (A)(C)(D)(F) |
|
|
7,983 |
|
|
|
2,489 |
|
OCP CLO, Ser 2017-14A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 11/20/2030 (A)(C)(D)(F) |
|
|
1,655 |
|
|
|
530 |
|
OCP CLO, Ser 2020-19A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2034 (A)(C)(D)(F) |
|
|
1,224 |
|
|
|
958 |
|
OCP CLO, Ser 2021-21A |
|
|
|
|
|
|
|
|
0.000%, 07/20/2034 (C)(D) |
|
|
4,413 |
|
|
|
3,011 |
|
TCP Whitney CLO, Ser 2017-1I, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 08/20/2029 (C)(D)(F) |
|
|
9,085 |
|
|
|
5,286 |
|
TCW CLO, Ser 2017-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/29/2034 (A)(C)(D)(F) |
|
|
4,194 |
|
|
|
2,181 |
|
TCW CLO, Ser 2018-1A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/25/2031 (A)(C)(D)(F) |
|
|
2,978 |
|
|
|
1,311 |
|
TCW CLO, Ser 2019-2A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/20/2032 (A)(C)(D)(F) |
|
|
3,528 |
|
|
|
2,187 |
|
TCW CLO, Ser 2020-1 |
|
|
|
|
|
|
|
|
0.000%, 04/20/2028 (C)(D) |
|
|
5,352 |
|
|
|
2,944 |
|
Venture CLO, Ser 2018-35A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 10/22/2031 (A)(C)(D)(F) |
|
|
11,892 |
|
|
|
3,092 |
|
Venture XXV CLO, Ser 2016-25A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 04/20/2029 (A)(C)(D)(F) |
|
|
2,030 |
|
|
|
233 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Venture XXVI CLO, Ser 2017-26A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 01/20/2029 (A)(C)(D)(F) |
|
$ |
1,609 |
|
|
$ |
101 |
|
Venture XXVIII CLO, Ser 2017-28A, Cl SUB |
|
|
|
|
|
|
|
|
0.000%, 07/20/2030 (A)(C)(D)(F) |
|
|
3,228 |
|
|
|
468 |
|
Voya CLO, Ser 2020-2 |
|
|
|
|
|
|
|
|
0.000%, 07/19/2034 (C)(D) |
|
|
3,959 |
|
|
|
3,241 |
|
Wind River CLO, Ser 2021-3 |
|
|
|
|
|
|
|
|
0.000%, 07/20/2033 (C)(D) |
|
|
6,577 |
|
|
|
4,160 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $39,122) ($ Thousands) |
|
|
|
|
|
|
95,101 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 1.2% |
21st Century Oncology Private Company *(C) |
|
|
15,311 |
|
|
|
270 |
|
Aquity Holdings Inc *(C) |
|
|
85,745 |
|
|
|
25 |
|
Arctic Canadian Diamond Company Ltd *(C) |
|
|
1,054 |
|
|
|
325 |
|
AVAYA Inc * |
|
|
127,790 |
|
|
|
831 |
|
Burgundy Diamond Mines * |
|
|
2,083,693 |
|
|
|
277 |
|
Carestream Health Holdings Inc *(C) |
|
|
69,956 |
|
|
|
1,182 |
|
CHC Group LLC * |
|
|
399 |
|
|
|
— |
|
Chesapeake Energy Corp |
|
|
3,418 |
|
|
|
263 |
|
Chord Energy Corp |
|
|
174 |
|
|
|
29 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
108,030 |
|
|
|
197 |
|
Copper Property CTL Pass-Through Trust |
|
|
118,100 |
|
|
|
1,193 |
|
Cornerstone Chemical *(C) |
|
|
68,252 |
|
|
|
1,107 |
|
Envision Healthcare Corp * |
|
|
165,875 |
|
|
|
1,244 |
|
EP Energy Corp * |
|
|
15,235 |
|
|
|
99 |
|
Frontier Communications Parent Inc * |
|
|
9,642 |
|
|
|
244 |
|
Guitar Center *(C)(E) |
|
|
13,905 |
|
|
|
2,113 |
|
Gulfport Energy Corp * |
|
|
2,310 |
|
|
|
308 |
|
Gymboree Holding Corp *(C)(E) |
|
|
40,312 |
|
|
|
— |
|
iHeartMedia Inc * |
|
|
8,286 |
|
|
|
22 |
|
Intelsat Jackson Holdings *(C) |
|
|
39,892 |
|
|
|
1,160 |
|
Lannett *(C) |
|
|
93,813 |
|
|
|
168 |
|
Lumileds Common Bright Bidco * |
|
|
5,202 |
|
|
|
2 |
|
Mallinckrodt PLC *(C) |
|
|
4,647 |
|
|
|
178 |
|
Medical Card Systems *(C) |
|
|
284,758 |
|
|
|
126 |
|
Monitronics International *(C) |
|
|
5,065 |
|
|
|
81 |
|
MYT Holding LLC, Ser B *(C) |
|
|
274,755 |
|
|
|
96 |
|
National CineMedia * |
|
|
14,231 |
|
|
|
59 |
|
Neiman Marcus Group *(C) |
|
|
6,554 |
|
|
|
1,147 |
|
Nine West FKA Premier Brands *(C)(E) |
|
|
92,548 |
|
|
|
72 |
|
Parker Drilling Co *(C)(E) |
|
|
79,089 |
|
|
|
866 |
|
Quad/Graphics Inc * |
|
|
54 |
|
|
|
— |
|
SandRidge Energy Inc |
|
|
20 |
|
|
|
— |
|
Serta Simmons Bedding * |
|
|
11,559 |
|
|
|
68 |
|
SSB Equipment Company * |
|
|
11,559 |
|
|
|
— |
|
Venator Materials PLC * |
|
|
62,265,458 |
|
|
|
650 |
|
VICI Properties Inc, Cl A ‡ |
|
|
31,678 |
|
|
|
1,010 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Windstream Services * |
|
|
23,081 |
|
|
$ |
213 |
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $21,268) ($ Thousands) |
|
|
|
|
|
|
15,625 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.6% |
Claire's Stores, 0.000% *(C)(E)(G) |
|
|
875 |
|
|
|
935 |
|
FHLMC, 5.919% (F)(G) |
|
|
16,903 |
|
|
|
67 |
|
FNMA, 0.000% *(F)(G) |
|
|
24,650 |
|
|
|
106 |
|
Foresight, 0.000% *(C)(G) |
|
|
32,601 |
|
|
|
489 |
|
Guitar Center, 0.000% *(C)(E)(G) |
|
|
365 |
|
|
|
34 |
|
Gulfport Energy Corp, 10.000% cash/0% PIK (C)(G) |
|
|
28 |
|
|
|
266 |
|
MPLX, 9.538% (C)(G) |
|
|
23,039 |
|
|
|
820 |
|
MYT Holding LLC, 10.000% |
|
|
325,766 |
|
|
|
210 |
|
Osaic Financial Services, 6.500% |
|
|
65,290 |
|
|
|
1,224 |
|
Qurate Retail, 8.000% |
|
|
6,857 |
|
|
|
247 |
|
Syniverse, 0.000% *(C)(G) |
|
|
3,045,470 |
|
|
|
2,915 |
|
Tortoise Investment, 0.000% *(D) |
|
|
63,242 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $7,550) ($ Thousands) |
|
|
|
|
|
|
7,363 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.5% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(C) |
|
$ |
265 |
|
|
|
266 |
|
Chesapeake Energy Corp (Escrow Security) |
|
|
|
|
|
|
|
|
5.500%, 12/31/2049 |
|
|
100 |
|
|
|
2 |
|
DISH Network |
|
|
|
|
|
|
|
|
2.375%, 03/15/2024 |
|
|
1,469 |
|
|
|
1,454 |
|
3.375%, 08/15/2026 |
|
|
465 |
|
|
|
247 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
122 |
|
|
|
31 |
|
3.750%, 02/15/2030 |
|
|
3,676 |
|
|
|
919 |
|
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(C)(D) |
|
|
570 |
|
|
|
164 |
|
0.000%, 01/23/2028(C)(D) |
|
|
40 |
|
|
|
27 |
|
0.000%, 01/23/2028(C)(D) |
|
|
82 |
|
|
|
23 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(C) |
|
|
3,702 |
|
|
|
3,025 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $8,492) ($ Thousands) |
|
|
|
|
|
|
6,158 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Cornerstone Chemical Warrants |
|
|
|
|
|
|
|
|
Strike Price *‡‡(C) |
|
|
94,426 |
|
|
|
1,532 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS (continued) |
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(C)(E) |
|
|
3,680 |
|
|
$ |
212 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(C)(E) |
|
|
3,681 |
|
|
|
101 |
|
Intelsat Jackson Holdings |
|
|
|
|
|
|
|
|
Strike Price *‡‡(C) |
|
|
4 |
|
|
|
– |
|
Neiman Marcus Group |
|
|
|
|
|
|
|
|
Strike Price *‡‡(C) |
|
|
3,938 |
|
|
|
54 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
1 |
|
|
|
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(C) |
|
|
3,398,032 |
|
|
|
– |
|
Windstream |
|
|
|
|
|
|
|
|
Strike Price *‡‡(C) |
|
|
104 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $1,861) ($ Thousands) |
|
|
|
|
|
|
1,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
AFFILIATED PARTNERSHIP — 0.0% |
SEI Liquidity Fund, LP |
|
|
|
|
|
|
|
|
5.410% **†(K) |
|
|
73,322 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Affiliated Partnership |
|
|
|
|
|
|
|
|
(Cost $73) ($ Thousands) |
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CASH EQUIVALENT — 2.7% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
35,943,403 |
|
|
|
35,943 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $35,943) ($ Thousands) |
|
|
|
|
|
|
35,943 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.7% |
|
|
|
|
|
|
|
|
(Cost $1,361,662) ($ Thousands) |
|
$ |
1,310,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $1,314,036 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
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 December 31, 2023, the value of these securities amounted to $923,490 ($ Thousands), representing 70.3% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(C) |
Level 3 security in accordance with fair value hierarchy. |
(D) |
No interest rate available. |
(E) |
Security considered restricted, excluding 144A. The total market value of such securities as of December 31, 2023 was $6,299 ($ Thousands) and represented 0.5% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(F) |
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. |
(G) |
Perpetual security with no stated maturity date. |
(H) |
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. |
(I) |
Unsettled bank loan. Interest rate may not be available. |
(J) |
Zero coupon security. |
(K) |
This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2023 was $73 ($ Thousands). |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
High Yield Bond Fund (Concluded)
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 ($ Thousands):
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Depreciation
(Thousands) |
|
Barclays PLC |
|
|
03/14/24 |
|
|
|
AUD |
|
|
|
689 |
|
|
|
USD |
|
|
|
462 |
|
|
$ |
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Liquidity Fund, LP |
|
$ |
1 |
|
|
$ |
73 |
|
|
$ |
(1 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
73 |
|
|
$ |
— |
|
|
$ |
— |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
|
13,031 |
|
|
|
178,044 |
|
|
|
(155,132 |
) |
|
|
— |
|
|
|
— |
|
|
|
35,943 |
|
|
|
480 |
|
|
|
— |
|
Totals |
|
$ |
13,032 |
|
|
$ |
178,117 |
|
|
$ |
(155,133 |
) |
|
$ |
– |
|
|
$ |
— |
|
|
$ |
36,016 |
|
|
$ |
480 |
|
|
$ |
— |
|
A list of the restricted securities, excluding 144a, held by the Fund at December 31, 2023, is as follows:
Description |
|
Face Amount ($ Thousands)/ Number of Shares/
Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aventine (Escrow Security) |
|
$ |
2,750 |
|
|
|
4/21/2010 |
|
|
$ |
– |
|
|
$ |
– |
|
Northwest Acquisitions ULC |
|
|
2,115 |
|
|
|
10/1/2019 |
|
|
|
1,493 |
|
|
|
– |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GatesAir, Term Loan |
|
|
1,140 |
|
|
|
8/9/2022 |
|
|
|
1,114 |
|
|
|
1,140 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
1,109 |
|
|
|
3/21/2019 |
|
|
|
1,096 |
|
|
|
826 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
13,905 |
|
|
|
1/8/2021 |
|
|
$ |
1,762 |
|
|
$ |
2,113 |
|
Gymboree Holding Corp |
|
|
40,312 |
|
|
|
10/2/2017 |
|
|
|
672 |
|
|
|
– |
|
Nine West FKA Premier Brands |
|
|
92,548 |
|
|
|
5/20/2019 |
|
|
|
1,967 |
|
|
|
72 |
|
Parker Drilling Co |
|
|
79,089 |
|
|
|
3/26/2019 |
|
|
|
1,000 |
|
|
|
866 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Claire's Stores |
|
|
875 |
|
|
|
12/10/2018 |
|
|
|
976 |
|
|
|
935 |
|
Guitar Center |
|
|
365 |
|
|
|
1/8/2021 |
|
|
|
34 |
|
|
|
34 |
|
Warrant |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
3,680 |
|
|
|
1/8/2021 |
|
|
|
197 |
|
|
|
212 |
|
Guitar Center |
|
|
3,681 |
|
|
|
1/8/2021 |
|
|
|
132 |
|
|
|
101 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
10,443 |
|
|
$ |
6,299 |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Conservative Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER — 54.5% |
Consumer Discretionary — 2.6% |
|
|
|
|
American Honda Finance |
|
|
|
|
|
|
|
|
5.623%, 01/18/2024 (A) |
|
$ |
5,000 |
|
|
$ |
4,985 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.591%, 01/05/2024 (A) |
|
|
5,000 |
|
|
|
4,995 |
|
VW Credit |
|
|
|
|
|
|
|
|
5.688%, 01/04/2024 (A) |
|
|
5,000 |
|
|
|
4,995 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,975 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 3.9% |
|
|
|
|
Cargill |
|
|
|
|
|
|
|
|
5.306%, 01/02/2024 (A) |
|
|
12,915 |
|
|
|
12,907 |
|
Compass Group |
|
|
|
|
|
|
|
|
5.376%, 01/03/2024 (A) |
|
|
4,500 |
|
|
|
4,497 |
|
Keurig Dr Pepper |
|
|
|
|
|
|
|
|
5.608%, 01/16/2024 (A) |
|
|
5,000 |
|
|
|
4,986 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,390 |
|
| |
|
|
|
|
|
|
|
|
Financials — 42.6% |
|
|
|
|
Alinghi Funding |
|
|
|
|
|
|
|
|
5.928%, 05/14/2024 (A) |
|
|
3,000 |
|
|
|
2,939 |
|
5.706%, 03/28/2024 (A)(B) |
|
|
2,000 |
|
|
|
1,973 |
|
5.653%, 01/04/2024 (A)(B) |
|
|
7,000 |
|
|
|
6,994 |
|
ANZ Group Holdings |
|
|
|
|
|
|
|
|
5.698%, 08/29/2024 (A) |
|
|
2,000 |
|
|
|
1,932 |
|
Aquitaine Funding |
|
|
|
|
|
|
|
|
5.454%, 01/26/2024 (A) |
|
|
5,000 |
|
|
|
4,979 |
|
5.317%, 01/17/2024 (A) |
|
|
5,000 |
|
|
|
4,986 |
|
ASB Bank |
|
|
|
|
|
|
|
|
4.972%, 01/08/2024 (A) |
|
|
10,000 |
|
|
|
9,985 |
|
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
5.863%, 07/30/2024 (A)(B) |
|
|
1,000 |
|
|
|
970 |
|
Autobahn Funding |
|
|
|
|
|
|
|
|
5.429%, 01/08/2024 (A) |
|
|
10,000 |
|
|
|
9,985 |
|
Bank of Montreal |
|
|
|
|
|
|
|
|
5.718%, 11/07/2024 (A) |
|
|
2,000 |
|
|
|
1,913 |
|
Barton Capital |
|
|
|
|
|
|
|
|
5.613%, 01/16/2024 (A) |
|
|
6,500 |
|
|
|
6,483 |
|
Bay Square Funding |
|
|
|
|
|
|
|
|
5.432%, 01/08/2024 (A) |
|
|
12,000 |
|
|
|
11,982 |
|
Bedford Row Funding |
|
|
|
|
|
|
|
|
5.356%, 01/03/2024 (A) |
|
|
5,000 |
|
|
|
4,996 |
|
Bennington Stark Capital |
|
|
|
|
|
|
|
|
5.356%, 01/04/2024 (A) |
|
|
4,000 |
|
|
|
3,996 |
|
BPCE |
|
|
|
|
|
|
|
|
5.822%, 02/07/2024 (A)(B) |
|
|
3,000 |
|
|
|
2,982 |
|
Britannia Funding |
|
|
|
|
|
|
|
|
5.609%, 02/16/2024 (A) |
|
|
6,600 |
|
|
|
6,551 |
|
5.565%, 01/02/2024 (A) |
|
|
2,000 |
|
|
|
1,999 |
|
5.555%, 02/22/2024 (A) |
|
|
1,500 |
|
|
|
1,488 |
|
CDP Financial |
|
|
|
|
|
|
|
|
5.760%, 07/23/2024 (A) |
|
|
3,000 |
|
|
|
2,911 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
5.555%, 05/29/2024 (A)(B) |
|
$ |
10,000 |
|
|
$ |
9,779 |
|
Chariot Funding |
|
|
|
|
|
|
|
|
5.424%, 01/10/2024 (A) |
|
|
10,000 |
|
|
|
9,982 |
|
Columbia Funding |
|
|
|
|
|
|
|
|
5.806%, 02/01/2024 (A)(B) |
|
|
1,600 |
|
|
|
1,592 |
|
5.803%, 03/05/2024 (A)(B) |
|
|
5,300 |
|
|
|
5,246 |
|
Concord Minutemen Capital |
|
|
|
|
|
|
|
|
5.600%, 03/18/2024 (A) |
|
|
3,000 |
|
|
|
3,000 |
|
DNB Bank |
|
|
|
|
|
|
|
|
5.898%, 06/13/2024 (A)(B) |
|
|
3,000 |
|
|
|
2,928 |
|
5.623%, 05/28/2024 (A) |
|
|
5,000 |
|
|
|
4,890 |
|
5.525%, 12/05/2024 (A) |
|
|
2,500 |
|
|
|
2,384 |
|
Federation des Caisses Desjardins du Quebec |
|
|
|
|
|
|
|
|
5.405%, 01/05/2024 (A) |
|
|
5,000 |
|
|
|
4,995 |
|
5.404%, 01/03/2024 (A) |
|
|
10,000 |
|
|
|
9,992 |
|
Fidelity National Information Services |
|
|
|
|
|
|
|
|
5.625%, 01/04/2024 (A) |
|
|
5,000 |
|
|
|
4,996 |
|
FMS Wertmanagement |
|
|
|
|
|
|
|
|
5.688%, 05/03/2024 (A)(B) |
|
|
500 |
|
|
|
491 |
|
0.000%, 05/02/2024 (A)(B)(C) |
|
|
500 |
|
|
|
491 |
|
Gotham Funding |
|
|
|
|
|
|
|
|
5.675%, 01/24/2024 (A) |
|
|
2,500 |
|
|
|
2,490 |
|
Great Bear Funding |
|
|
|
|
|
|
|
|
5.336%, 01/03/2024 (A) |
|
|
5,000 |
|
|
|
4,996 |
|
ING US Funding |
|
|
|
|
|
|
|
|
5.829%, 07/01/2024 (A) |
|
|
1,000 |
|
|
|
973 |
|
5.785%, 05/01/2024 (A) |
|
|
3,000 |
|
|
|
2,945 |
|
Korea Development Bank |
|
|
|
|
|
|
|
|
5.830%, 05/28/2024 (A) |
|
|
2,000 |
|
|
|
1,956 |
|
Landesbank Baden-Wuerttemberg NY |
|
|
|
|
|
|
|
|
5.313%, 01/02/2024 (A) |
|
|
10,000 |
|
|
|
9,994 |
|
Liberty Street Funding |
|
|
|
|
|
|
|
|
5.829%, 05/07/2024 (A) |
|
|
2,000 |
|
|
|
1,961 |
|
LSEGA Financing |
|
|
|
|
|
|
|
|
5.577%, 01/11/2024 (A) |
|
|
5,000 |
|
|
|
4,990 |
|
Mackinac Funding |
|
|
|
|
|
|
|
|
5.814%, 03/06/2024 (A)(B) |
|
|
2,000 |
|
|
|
1,979 |
|
5.785%, 03/15/2024 (A)(B) |
|
|
2,000 |
|
|
|
1,977 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.813%, 04/18/2024 (A) |
|
|
1,500 |
|
|
|
1,475 |
|
5.797%, 04/11/2024 (A) |
|
|
4,000 |
|
|
|
3,936 |
|
5.689%, 04/08/2024 (A) |
|
|
730 |
|
|
|
719 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.787%, 04/15/2024 (A)(B) |
|
|
2,000 |
|
|
|
1,967 |
|
Nieuw Amsterdam Receivables |
|
|
|
|
|
|
|
|
5.431%, 02/14/2024 (A) |
|
|
10,000 |
|
|
|
9,930 |
|
Podium Funding Trust |
|
|
|
|
|
|
|
|
5.774%, 01/16/2024 (A) |
|
|
2,500 |
|
|
|
2,493 |
|
5.744%, 02/08/2024 (A) |
|
|
2,500 |
|
|
|
2,485 |
|
PPL Capital Funding |
|
|
|
|
|
|
|
|
5.634%, 01/08/2024 (A) |
|
|
5,000 |
|
|
|
4,992 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Pricoa Short Term Funding |
|
|
|
|
|
|
|
|
5.808%, 05/06/2024 (A)(B) |
|
$ |
3,000 |
|
|
$ |
2,942 |
|
Ridgefield Funding |
|
|
|
|
|
|
|
|
5.720%, 05/20/2024 (A) |
|
|
3,000 |
|
|
|
2,936 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.801%, 11/06/2024 (A) |
|
|
2,000 |
|
|
|
1,913 |
|
Starbird Funding |
|
|
|
|
|
|
|
|
5.742%, 05/10/2024 (A) |
|
|
4,000 |
|
|
|
3,921 |
|
Sumitomo Mitsui Trust Bank |
|
|
|
|
|
|
|
|
5.604%, 01/30/2024 (A) |
|
|
5,000 |
|
|
|
4,976 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
5.871%, 06/03/2024 (A) |
|
|
1,060 |
|
|
|
1,036 |
|
Swedbank |
|
|
|
|
|
|
|
|
5.806%, 03/14/2024 (A) |
|
|
2,000 |
|
|
|
1,978 |
|
UBS |
|
|
|
|
|
|
|
|
5.990%, 05/31/2024 (A)(B) |
|
|
1,000 |
|
|
|
977 |
|
Versailles Commercial Paper |
|
|
|
|
|
|
|
|
5.801%, 01/02/2024 (A) |
|
|
2,000 |
|
|
|
1,999 |
|
5.786%, 03/04/2024 (A) |
|
|
2,000 |
|
|
|
1,980 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.785%, 09/12/2024 (A) |
|
|
2,000 |
|
|
|
1,928 |
|
5.697%, 03/13/2024 (A)(B) |
|
|
2,500 |
|
|
|
2,472 |
|
5.691%, 11/14/2024 (A) |
|
|
2,000 |
|
|
|
1,912 |
|
5.690%, 11/07/2024 (A) |
|
|
1,500 |
|
|
|
1,435 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
245,473 |
|
| |
|
|
|
|
|
|
|
|
Government — 1.0% |
|
|
|
|
Province of British Columbia Canada |
|
|
|
|
|
|
|
|
5.602%, 02/21/2024 (A) |
|
|
6,000 |
|
|
|
5,952 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.9% |
|
|
|
|
Penske Truck Leasing |
|
|
|
|
|
|
|
|
5.574%, 01/04/2024 (A) |
|
|
5,000 |
|
|
|
4,996 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Materials — 2.6% |
|
|
|
|
Air Products and Chemicals |
|
|
|
|
|
|
|
|
5.468%, 01/19/2024 (A) |
|
|
5,200 |
|
|
|
5,184 |
|
Amcor Flexibles |
|
|
|
|
|
|
|
|
5.605%, 01/16/2024 (A) |
|
|
5,000 |
|
|
|
4,986 |
|
Vulcan Materials |
|
|
|
|
|
|
|
|
5.610%, 01/09/2024 (A) |
|
|
5,000 |
|
|
|
4,991 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,161 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 0.9% |
|
|
|
|
National Grid North America |
|
|
|
|
|
|
|
|
5.578%, 01/12/2024 (A) |
|
|
5,000 |
|
|
|
4,989 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $313,952) ($ Thousands) |
|
|
313,936 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 4.8% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.302%, 01/16/2024 (A) |
|
$ |
20,000 |
|
|
$ |
19,959 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.485%, USBMMY3M + 0.169%, 04/30/2025 (D) |
|
|
500 |
|
|
|
500 |
|
5.301%, USBMMY3M + -0.015%, 01/31/2024 (D) |
|
|
7,000 |
|
|
|
7,000 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $27,457) ($ Thousands) |
|
|
27,459 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 4.5% |
Consumer Discretionary — 0.7% |
|
|
|
|
Jets Stadium Development |
|
|
|
|
|
|
|
|
5.920%, 04/01/2047 (B)(D) |
|
|
3,900 |
|
|
|
3,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.2% |
|
|
|
|
PepsiCo |
|
|
|
|
|
|
|
|
5.791%, SOFRINDX + 0.400%, 11/12/2024 (D) |
|
|
1,185 |
|
|
|
1,187 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Financials — 3.6% |
|
|
|
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
5.880%, SOFRRATE + 0.490%, 01/26/2024 (D) |
|
|
1,000 |
|
|
|
1,000 |
|
National Australia Bank |
|
|
|
|
|
|
|
|
5.820%, 04/08/2024 |
|
|
3,000 |
|
|
|
3,002 |
|
5.810%, 04/12/2024 |
|
|
1,000 |
|
|
|
1,001 |
|
Old Line Funding |
|
|
|
|
|
|
|
|
5.690%, 01/08/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
Podium Funding Trust |
|
|
|
|
|
|
|
|
5.710%, 01/03/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
State Street Bank & Trust |
|
|
|
|
|
|
|
|
5.890%, SOFRRATE + 0.500%, 03/28/2024 (D) |
|
|
2,000 |
|
|
|
2,002 |
|
Svenska Handelsbanken NY |
|
|
|
|
|
|
|
|
5.940%, SOFRRATE + 0.550%, 04/29/2024 (D) |
|
|
2,000 |
|
|
|
2,003 |
|
Thunder Bay Funding |
|
|
|
|
|
|
|
|
5.690%, 01/08/2024 |
|
|
2,000 |
|
|
|
2,001 |
|
Wells Fargo Bank |
|
|
|
|
|
|
|
|
6.030%, SOFRRATE + 0.640%, 07/17/2024 (D) |
|
|
1,000 |
|
|
|
1,002 |
|
5.890%, SOFRRATE + 0.500%, 01/22/2024 (D) |
|
|
2,000 |
|
|
|
2,000 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.980%, SOFRRATE + 0.580%, 05/17/2024 (D) |
|
|
1,000 |
|
|
|
1,001 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.820%, 04/19/2024 |
|
$ |
2,000 |
|
|
$ |
2,002 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,014 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $26,085) ($ Thousands) |
|
|
|
|
|
|
26,101 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CERTIFICATES OF DEPOSIT — 22.8% |
Australia & New Zealand Banking Group |
|
|
|
|
|
|
|
|
5.810%, 04/02/2024 (B) |
|
$ |
1,000 |
|
|
|
1,001 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.030%, 07/15/2024 |
|
|
1,000 |
|
|
|
1,002 |
|
6.000%, 08/21/2024 |
|
|
1,000 |
|
|
|
1,000 |
|
5.900%, 05/14/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.750%, 01/09/2024 |
|
|
2,750 |
|
|
|
2,750 |
|
5.750%, 11/14/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
5.440%, 02/06/2024 |
|
|
1,839 |
|
|
|
1,839 |
|
5.250%, 01/31/2024 |
|
|
3,000 |
|
|
|
3,000 |
|
Bank of Montreal IL |
|
|
|
|
|
|
|
|
5.600%, 11/29/2024 |
|
|
2,000 |
|
|
|
2,007 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
5.820%, 06/13/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.800%, 11/08/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
BMO |
|
|
|
|
|
|
|
|
5.500%, 12/06/2024 |
|
|
2,000 |
|
|
|
2,005 |
|
BNP Paribas NY |
|
|
|
|
|
|
|
|
5.940%, 02/05/2024 |
|
|
1,200 |
|
|
|
1,201 |
|
5.720%, 08/19/2024 |
|
|
1,000 |
|
|
|
1,002 |
|
5.250%, 01/31/2024 |
|
|
2,000 |
|
|
|
1,999 |
|
Canadian Imperial Bank of Commerce NY |
|
|
|
|
|
|
|
|
5.930%, 06/28/2024 |
|
|
1,500 |
|
|
|
1,503 |
|
5.800%, 06/07/2024 |
|
|
2,500 |
|
|
|
2,503 |
|
5.600%, 03/04/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.400%, 02/08/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
Citibank |
|
|
|
|
|
|
|
|
5.920%, 06/20/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.920%, 07/22/2024 |
|
|
2,500 |
|
|
|
2,500 |
|
5.890%, 05/10/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.880%, 05/08/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.800%, 02/26/2024 |
|
|
725 |
|
|
|
725 |
|
5.800%, 03/04/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.800%, 03/18/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
Commonwealth Bank of Australia |
|
|
|
|
|
|
|
|
5.810%, 03/18/2024 (B) |
|
|
2,500 |
|
|
|
2,502 |
|
5.700%, 11/27/2024 |
|
|
1,500 |
|
|
|
1,500 |
|
5.400%, 02/16/2024 (B) |
|
|
1,250 |
|
|
|
1,249 |
|
Concord Minutemen Capital |
|
|
|
|
|
|
|
|
5.860%, 05/16/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
Credit Agricole Corporate and Investment Bank |
|
|
|
|
|
|
|
|
5.690%, 05/21/2024 |
|
|
3,000 |
|
|
|
3,003 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CERTIFICATES OF DEPOSIT (continued) |
Credit Industriel et Commercial |
|
|
|
|
|
|
|
|
5.460%, 06/17/2024 |
|
$ |
3,000 |
|
|
$ |
3,002 |
|
DNB Bank |
|
|
|
|
|
|
|
|
5.790%, 04/29/2024 (B) |
|
|
1,000 |
|
|
|
1,001 |
|
HSBC Bank |
|
|
|
|
|
|
|
|
5.960%, 07/25/2024 (B) |
|
|
2,000 |
|
|
|
2,004 |
|
Macquarie Bank |
|
|
|
|
|
|
|
|
5.730%, 01/16/2024 (B) |
|
|
4,000 |
|
|
|
4,001 |
|
5.690%, 02/16/2024 (B) |
|
|
3,000 |
|
|
|
3,001 |
|
Mitsubishi UFJ Trust and Banking |
|
|
|
|
|
|
|
|
5.800%, 02/14/2024 |
|
|
2,500 |
|
|
|
2,501 |
|
5.330%, 01/02/2024 |
|
|
13,000 |
|
|
|
13,000 |
|
Mizuho Bank |
|
|
|
|
|
|
|
|
5.820%, 01/31/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
5.810%, 02/20/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
Natixis NY |
|
|
|
|
|
|
|
|
5.360%, 01/12/2024 |
|
|
11,875 |
|
|
|
11,874 |
|
Nordea Bank Abp |
|
|
|
|
|
|
|
|
5.840%, 04/26/2024 |
|
|
1,175 |
|
|
|
1,176 |
|
5.820%, 04/12/2024 |
|
|
2,000 |
|
|
|
2,002 |
|
5.780%, 07/24/2024 |
|
|
2,000 |
|
|
|
2,003 |
|
Royal Bank of Canada |
|
|
|
|
|
|
|
|
5.960%, 09/19/2024 |
|
|
1,500 |
|
|
|
1,507 |
|
5.910%, 05/23/2024 (B) |
|
|
1,750 |
|
|
|
1,752 |
|
Starbird Funding |
|
|
|
|
|
|
|
|
5.660%, 03/07/2024 (B) |
|
|
2,000 |
|
|
|
2,001 |
|
Sumitomo Mitsu Banking |
|
|
|
|
|
|
|
|
5.800%, 02/20/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
5.780%, 01/08/2024 |
|
|
2,000 |
|
|
|
2,000 |
|
5.730%, 01/29/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
6.000%, 10/02/2024 |
|
|
2,000 |
|
|
|
2,010 |
|
5.800%, 01/29/2024 |
|
|
3,000 |
|
|
|
3,001 |
|
5.270%, 01/24/2024 |
|
|
2,000 |
|
|
|
1,999 |
|
Toyota Motor Credit |
|
|
|
|
|
|
|
|
5.730%, 02/22/2024 |
|
|
1,910 |
|
|
|
1,910 |
|
Westpac Banking |
|
|
|
|
|
|
|
|
5.830%, 04/19/2024 (B) |
|
|
1,000 |
|
|
|
1,001 |
|
Total Certificates of Deposit |
|
|
|
|
(Cost $131,472) ($ Thousands) |
|
|
131,541 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
REPURCHASE AGREEMENTS(E) — 13.4% |
Bank of America Securities |
|
|
|
|
|
|
|
|
5.340%, dated 12/29/2023, to be repurchased on 1/2/2024, repurchase price $57,033,820 (collateralized by various GNMA obligations, ranging in par value $19,999 - $39,266,816, 3.000% - 8.000%, 8/15/2030 - 11/20/2053; with total market value $58,140,000) |
|
|
57,000 |
|
|
|
57,000 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Conservative Income Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
REPURCHASE AGREEMENTS(E) (continued) |
Goldman Sachs & Co |
|
|
|
|
|
|
|
|
5.350%, dated 12/29/2023, to be repurchased on 1/2/2024, repurchase price $20,011,888 (collateralized by various GNMA obligations, ranging in par value $289,578 - $22,910,200, 2.950% - 4.500%, 9/20/2041 - 7/15/2057; with total market value $20,400,000) |
|
$ |
20,000 |
|
|
$ |
20,000 |
|
| |
|
|
|
|
|
|
|
|
Total Repurchase Agreements |
|
|
|
|
|
|
|
|
(Cost $77,000) ($ Thousands) |
|
|
|
|
|
|
77,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.0% |
|
|
|
|
|
|
|
|
(Cost $575,966) ($ Thousands) |
|
$ |
576,037 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $576,303 ($ 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 December 31, 2023, the value of these securities amounted to $69,173 ($ Thousands), representing 12.0% of the Net Assets of the Fund. |
(C) |
No interest rate available. |
(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) |
Bi-Party Repurchase Agreement. |
The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
107 |
|
|
$ |
10,014 |
|
|
$ |
(10,121 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
23 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Free Conservative Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS — 97.0% |
Alabama — 1.5% |
|
|
|
|
Mobile, Industrial Development Board, RB |
|
|
|
|
|
|
|
|
2.250%, 06/01/2034 (A) |
|
$ |
2,900 |
|
|
$ |
2,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Arizona — 0.8% |
|
|
|
|
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.150%, 09/01/2035 (A)(B) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Colorado — 5.9% |
|
|
|
|
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB |
|
|
|
|
|
|
|
|
3.050%, 11/01/2028 (A) |
|
|
5,655 |
|
|
|
5,655 |
|
2.950%, 11/01/2040 (A) |
|
|
1,150 |
|
|
|
1,150 |
|
Colorado State, Health Facilities Authority, Intermountain Healthcare, Ser S, RB |
|
|
|
|
|
|
|
|
3.020%, 05/15/2062 (A) |
|
|
4,500 |
|
|
|
4,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,305 |
|
| |
|
|
|
|
|
|
|
|
Connecticut — 4.9% |
|
|
|
|
Connecticut State, Health & Educational Facilities Authority, Gaylord Hospital, Ser B, RB |
|
|
|
|
|
|
|
|
3.080%, 07/01/2037 (A)(B) |
|
|
2,500 |
|
|
|
2,500 |
|
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser B-3, RB |
|
|
|
|
|
|
|
|
3.000%, 11/15/2048 (A) |
|
|
1,025 |
|
|
|
1,025 |
|
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB |
|
|
|
|
|
|
|
|
3.000%, 05/15/2040 (A) |
|
|
3,000 |
|
|
|
3,000 |
|
Connecticut State, Ser C, GO |
|
|
|
|
|
|
|
|
3.080%, 05/15/2034 (A) |
|
|
2,870 |
|
|
|
2,870 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,395 |
|
| |
|
|
|
|
|
|
|
|
District of Columbia — 0.0% |
|
|
|
|
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB |
|
|
|
|
|
|
|
|
3.920%, 10/01/2053 (A)(B)(C) |
|
|
95 |
|
|
|
95 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Florida — 7.9% |
|
|
|
|
Gainesville, Utilities System Revenue, Ser B-REMK, RB |
|
|
|
|
|
|
|
|
2.000%, 10/01/2042 (A) |
|
|
1,000 |
|
|
|
1,000 |
|
Lucie County, Florida Power & Light Project, RB |
|
|
|
|
|
|
|
|
2.050%, 09/01/2028 (A) |
|
|
7,050 |
|
|
|
7,050 |
|
Orlando, Utilities Commission, RB |
|
|
|
|
|
|
|
|
3.930%, 10/01/2039 |
|
|
6,000 |
|
|
|
6,000 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Pinellas County, Housing Finance Authority, Bayside Court, RB, FHLMC |
|
|
|
|
|
|
|
|
3.030%, 10/01/2048 (A)(B) |
|
$ |
1,070 |
|
|
$ |
1,070 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,120 |
|
| |
|
|
|
|
|
|
|
|
Georgia — 0.2% |
|
|
|
|
Georgia State, Main Street Natural Gas, Ser B, RB |
|
|
|
|
|
|
|
|
5.000%, 03/01/2024 |
|
|
290 |
|
|
|
291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Idaho — 0.7% |
|
|
|
|
Idaho State, Housing & Finance Association, Traditions at Boise Apartments Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.090%, 09/01/2044 (A) |
|
|
1,400 |
|
|
|
1,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 2.8% |
|
|
|
|
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB |
|
|
|
|
|
|
|
|
3.200%, 06/01/2029 (A)(B) |
|
|
3,800 |
|
|
|
3,800 |
|
Illinois State, Finance Authority, University of Chicago, RB |
|
|
|
|
|
|
|
|
2.970%, 07/01/2038 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,300 |
|
| |
|
|
|
|
|
|
|
|
Indiana — 0.9% |
|
|
|
|
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB |
|
|
|
|
|
|
|
|
3.230%, 04/01/2030 (A)(C) |
|
|
1,770 |
|
|
|
1,770 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Iowa — 5.3% |
|
|
|
|
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB |
|
|
|
|
|
|
|
|
3.210%, 12/01/2041 (A)(B)(C) |
|
|
7,500 |
|
|
|
7,500 |
|
Iowa State, Finance Authority, Mortgage-Backed Securities Program, RB, GNMA/FNMA/FHLMC |
|
|
|
|
|
|
|
|
3.000%, 01/01/2047 (A) |
|
|
900 |
|
|
|
900 |
|
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB |
|
|
|
|
|
|
|
|
3.090%, 09/01/2036 (A) |
|
|
1,600 |
|
|
|
1,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,000 |
|
| |
|
|
|
|
|
|
|
|
Louisiana — 2.3% |
|
|
|
|
Louisiana State, Public Facilities Authority, Air Products & Chemicals Project, Ser A, RB |
|
|
|
|
|
|
|
|
3.050%, 08/01/2049 (A) |
|
|
1,700 |
|
|
|
1,700 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Free Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Louisiana State, Public Facilities Authority, Louisiana Children's Medical Center Project, RB |
|
|
|
|
|
|
|
|
2.980%, 09/01/2057 (A)(B) |
|
$ |
1,100 |
|
|
$ |
1,100 |
|
Saint James Parish, Nucor Steel Louisiana LLC Project, Ser 2010A-1, RB |
|
|
|
|
|
|
|
|
3.560%, 11/01/2040 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,300 |
|
| |
|
|
|
|
|
|
|
|
Maryland — 1.2% |
|
|
|
|
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB |
|
|
|
|
|
|
|
|
3.040%, 02/01/2041 (A) |
|
|
1,070 |
|
|
|
1,070 |
|
Maryland State, Economic Development Corporation, Howard Hughes Medical Institute, Ser A, RB |
|
|
|
|
|
|
|
|
3.110%, 02/15/2043 (A) |
|
|
1,200 |
|
|
|
1,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,270 |
|
| |
|
|
|
|
|
|
|
|
Massachusetts — 1.5% |
|
|
|
|
Massachusetts State, Water Resources Authority, Sub-Ser A-1-RMKT, RB |
|
|
|
|
|
|
|
|
3.100%, 08/01/2037 (A) |
|
|
700 |
|
|
|
700 |
|
Somerville, GO |
|
|
|
|
|
|
|
|
5.000%, 05/30/2024 |
|
|
2,000 |
|
|
|
2,017 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,717 |
|
| |
|
|
|
|
|
|
|
|
Michigan — 1.8% |
|
|
|
|
Central Michigan University, Ser A, RB |
|
|
|
|
|
|
|
|
3.050%, 10/01/2032 (A)(B) |
|
|
1,300 |
|
|
|
1,300 |
|
Michigan State, Strategic Fund, Air Products & Chemicals Project, RB |
|
|
|
|
|
|
|
|
4.050%, 12/01/2042 |
|
|
2,100 |
|
|
|
2,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,400 |
|
| |
|
|
|
|
|
|
|
|
Mississippi — 1.1% |
|
|
|
|
Mississippi State, Business Finance, Chevron USA Project, Ser E, RB |
|
|
|
|
|
|
|
|
1.900%, 12/01/2030 (A) |
|
|
560 |
|
|
|
560 |
|
Mississippi State, Business Finance, Chevron USA Project, Ser G, RB |
|
|
|
|
|
|
|
|
2.200%, 11/01/2035 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,060 |
|
| |
|
|
|
|
|
|
|
|
Missouri — 3.6% |
|
|
|
|
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB |
|
|
|
|
|
|
|
|
3.140%, 04/15/2034 (A)(B) |
|
|
3,300 |
|
|
|
3,300 |
|
RBC Municipal Products Trust, Ser C-16, RB |
|
|
|
|
|
|
|
|
3.130%, 09/01/2039 (A)(B)(C) |
|
|
3,500 |
|
|
|
3,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,800 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Nevada — 2.2% |
|
|
|
|
Clark County, Department of Aviation, Sub-Ser D-2B, RB |
|
|
|
|
|
|
|
|
3.050%, 07/01/2040 (A)(B) |
|
$ |
4,225 |
|
|
$ |
4,225 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New Jersey — 10.5% |
|
|
|
|
Cranford, GO |
|
|
|
|
|
|
|
|
5.000%, 06/20/2024 |
|
|
3,760 |
|
|
|
3,782 |
|
5.000%, 08/22/2024 |
|
|
1,560 |
|
|
|
1,573 |
|
Hudson County, Improvement Authority, Local Unit Loan Program, RB |
|
|
|
|
|
|
|
|
5.000%, 07/24/2024 |
|
|
1,000 |
|
|
|
1,009 |
|
Little Falls, GO |
|
|
|
|
|
|
|
|
5.000%, 12/13/2024 |
|
|
6,154 |
|
|
|
6,227 |
|
Plainsboro, GO |
|
|
|
|
|
|
|
|
5.000%, 07/25/2024 |
|
|
3,000 |
|
|
|
3,023 |
|
South Amboy, GO |
|
|
|
|
|
|
|
|
5.000%, 06/28/2024 |
|
|
4,361 |
|
|
|
4,386 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,000 |
|
| |
|
|
|
|
|
|
|
|
New York — 8.9% |
|
|
|
|
Mount Pleasant, Central School District, GO |
|
|
|
|
|
|
|
|
5.000%, 06/28/2024 |
|
|
3,050 |
|
|
|
3,069 |
|
New York City, Housing Development Authority, RB, FHA |
|
|
|
|
|
|
|
|
3.000%, 11/01/2060 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
3.000%, 05/01/2061 (A) |
|
|
1,600 |
|
|
|
1,600 |
|
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB |
|
|
|
|
|
|
|
|
3.020%, 11/01/2041 (A)(B) |
|
|
2,000 |
|
|
|
2,000 |
|
New York State, Dormitory Authority, BDS Rockefeller University, RB |
|
|
|
|
|
|
|
|
3.020%, 07/01/2032 (A) |
|
|
4,900 |
|
|
|
4,900 |
|
New York State, Dormitory Authority, Royal Charter Properties East, RB |
|
|
|
|
|
|
|
|
3.860%, 11/15/2036 |
|
|
700 |
|
|
|
700 |
|
New York State, Housing Finance Agency, Ser A, RB |
|
|
|
|
|
|
|
|
3.220%, 11/01/2050 (A)(B) |
|
|
2,500 |
|
|
|
2,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,769 |
|
| |
|
|
|
|
|
|
|
|
North Carolina — 5.6% |
|
|
|
|
Raleigh, Downtown Improvement Projects, COP |
|
|
|
|
|
|
|
|
3.150%, 02/01/2034 (A) |
|
|
8,000 |
|
|
|
8,000 |
|
University of North Carolina, Hospital at Chapel Hill, Ser B-REMK, RB |
|
|
|
|
|
|
|
|
3.000%, 02/01/2029 (A) |
|
|
2,675 |
|
|
|
2,675 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,675 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Free Conservative Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Oregon — 0.8% |
|
|
|
|
Oregon State, Facilities Authority, PeaceHealth, Ser B, RB |
|
|
|
|
|
|
|
|
1.900%, 08/01/2034 (A)(B) |
|
$ |
1,600 |
|
|
$ |
1,600 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Pennsylvania — 2.4% |
|
|
|
|
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC |
|
|
|
|
|
|
|
|
2.000%, 11/15/2029 (A) |
|
|
150 |
|
|
|
150 |
|
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB |
|
|
|
|
|
|
|
|
4.350%, 12/01/2037 (A)(B) |
|
|
3,300 |
|
|
|
3,300 |
|
Pennsylvania State, Turnpike Commission, RB |
|
|
|
|
|
|
|
|
3.000%, 12/01/2038 (A)(B) |
|
|
1,100 |
|
|
|
1,100 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,550 |
|
| |
|
|
|
|
|
|
|
|
South Carolina — 4.2% |
|
|
|
|
South Carolina State, Jobs-Economic Development Authority, RB, FHLB |
|
|
|
|
|
|
|
|
3.100%, 03/01/2063 (A)(B) |
|
|
3,000 |
|
|
|
3,000 |
|
South Carolina State, Public Service Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.070%, 01/01/2036 (A)(B) |
|
|
4,400 |
|
|
|
4,400 |
|
Tender Option Bond Trust Receipts, Ser 2022-XG0398, RB, BAM |
|
|
|
|
|
|
|
|
3.200%, 12/01/2055 (A)(C) |
|
|
500 |
|
|
|
500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,900 |
|
| |
|
|
|
|
|
|
|
|
South Dakota — 2.7% |
|
|
|
|
South Dakota State, Housing Development Authority, RB |
|
|
|
|
|
|
|
|
3.100%, 11/01/2046 (A) |
|
|
2,200 |
|
|
|
2,200 |
|
South Dakota State, Housing Development Authority, Ser A, RB |
|
|
|
|
|
|
|
|
3.100%, 11/01/2062 (A) |
|
|
2,850 |
|
|
|
2,850 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,050 |
|
| |
|
|
|
|
|
|
|
|
Tennessee — 0.1% |
|
|
|
|
Clarksville, Public Building Authority, Pooled Financing, RB |
|
|
|
|
|
|
|
|
3.150%, 06/01/2029 (A)(B) |
|
|
280 |
|
|
|
280 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Texas — 8.5% |
|
|
|
|
Houston, Combined Utility System Revenue, Ser C-, RB |
|
|
|
|
|
|
|
|
3.030%, 05/15/2034 (A)(B) |
|
|
2,100 |
|
|
|
2,100 |
|
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB |
|
|
|
|
|
|
|
|
3.080%, 03/01/2039 (A) |
|
|
5,300 |
|
|
|
5,300 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB |
|
|
|
|
|
|
|
|
3.200%, 07/01/2047 (A)(B) |
|
$ |
1,525 |
|
|
$ |
1,525 |
|
Texas State, Veterans Bonds, GO |
|
|
|
|
|
|
|
|
3.100%, 12/01/2046 (A) |
|
|
1,800 |
|
|
|
1,800 |
|
Texas State, Veterans Bonds, Ser B, GO |
|
|
|
|
|
|
|
|
3.150%, 12/01/2042 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
Texas State, Veterans Bonds, Ser B-REMK, GO |
|
|
|
|
|
|
|
|
3.150%, 12/01/2043 (A) |
|
|
2,000 |
|
|
|
2,000 |
|
University of Texas, Ser B, RB |
|
|
|
|
|
|
|
|
2.950%, 08/01/2039 (A) |
|
|
1,500 |
|
|
|
1,500 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
16,225 |
|
| |
|
|
|
|
|
|
|
|
Utah — 1.4% |
|
|
|
|
Utah County, Hospital Authority, IHC Health Services Project, Ser ICES, RB |
|
|
|
|
|
|
|
|
2.000%, 05/15/2058 (A) |
|
|
700 |
|
|
|
700 |
|
Utah State, Water Finance Agency, Ser B-2-REMK, RB |
|
|
|
|
|
|
|
|
3.150%, 10/01/2035 (A) |
|
|
1,955 |
|
|
|
1,955 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,655 |
|
| |
|
|
|
|
|
|
|
|
Virginia — 1.1% |
|
|
|
|
Fairfax County, Industrial Development Authority, Inova Health System Project, RB |
|
|
|
|
|
|
|
|
3.080%, 05/15/2042 (A) |
|
|
2,050 |
|
|
|
2,050 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Washington — 0.8% |
|
|
|
|
Washington State, Housing Finance Commission, Ser VR, RB |
|
|
|
|
|
|
|
|
3.020%, 12/01/2046 (A) |
|
|
1,585 |
|
|
|
1,585 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
West Virginia — 0.6% |
|
|
|
|
West Virginia State, Hospital Finance Authority, West Virginia University, RB |
|
|
|
|
|
|
|
|
3.020%, 06/01/2034 (A)(B) |
|
|
1,080 |
|
|
|
1,080 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Wisconsin — 2.9% |
|
|
|
|
Wisconsin State, Housing & Economic Development Authority, Ser B, RB |
|
|
|
|
|
|
|
|
3.020%, 03/01/2041 (A) |
|
|
2,320 |
|
|
|
2,320 |
|
Wisconsin State, Housing & Economic Development Authority, Ser C, RB |
|
|
|
|
|
|
|
|
3.050%, 05/01/2046 (A) |
|
|
1,800 |
|
|
|
1,800 |
|
Wisconsin State, Housing & Economic Development Authority, Ser C, RB, FNMA |
|
|
|
|
|
|
|
|
3.020%, 03/01/2038 (A) |
|
|
1,400 |
|
|
|
1,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,520 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Tax-Free Conservative Income Fund (Concluded)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Wyoming — 1.9% |
|
|
|
|
Wyoming State, Community Development Authority, Ser 2, RB, GNMA/FNMA/FHLMC |
|
|
|
|
|
|
|
|
3.000%, 06/01/2048 (A) |
|
$ |
1,500 |
|
|
$ |
1,500 |
|
Wyoming State, Community Development Authority, Ser 4, RB |
|
|
|
|
|
|
|
|
3.010%, 12/01/2048 (A) |
|
|
2,200 |
|
|
|
2,200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,700 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $184,465) ($ Thousands) |
|
|
|
|
|
|
184,487 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
TAX-EXEMPT COMMERCIAL PAPER — 2.6% |
Fort Bend, Independent School District |
|
|
|
|
|
|
|
|
3.730%, 02/21/2024 |
|
|
5,000 |
|
|
|
5,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Tax-Exempt Commercial Paper |
|
|
|
|
|
|
|
|
(Cost $5,000) ($ Thousands) |
|
|
5,000 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $189,465) ($ Thousands) |
|
$ |
189,487 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $190,197 ($ 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 December 31, 2023, the value of these securities amounted to $13,365 ($ Thousands), representing 7.0% of the Net Assets of the Fund. |
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Real Return Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 99.7% |
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.625%, 04/15/2028 |
|
$ |
4,484 |
|
|
$ |
4,803 |
|
2.375%, 01/15/2025 |
|
|
7,384 |
|
|
|
7,326 |
|
2.375%, 01/15/2027 |
|
|
4,574 |
|
|
|
4,614 |
|
2.375%, 10/15/2028 |
|
|
11,959 |
|
|
|
12,316 |
|
2.000%, 01/15/2026 |
|
|
4,733 |
|
|
|
4,695 |
|
1.750%, 01/15/2028 |
|
|
4,481 |
|
|
|
4,453 |
|
1.625%, 10/15/2027 |
|
|
11,591 |
|
|
|
11,502 |
|
1.250%, 04/15/2028 |
|
|
11,630 |
|
|
|
11,326 |
|
0.750%, 07/15/2028 |
|
|
9,314 |
|
|
|
8,913 |
|
0.625%, 01/15/2026 |
|
|
10,034 |
|
|
|
9,681 |
|
0.500%, 01/15/2028 |
|
|
10,686 |
|
|
|
10,111 |
|
0.375%, 07/15/2025 |
|
|
11,936 |
|
|
|
11,564 |
|
0.375%, 01/15/2027 |
|
|
9,304 |
|
|
|
8,841 |
|
0.375%, 07/15/2027 |
|
|
10,268 |
|
|
|
9,757 |
|
0.250%, 01/15/2025 |
|
|
10,876 |
|
|
|
10,557 |
|
0.125%, 04/15/2025 |
|
|
8,670 |
|
|
|
8,361 |
|
0.125%, 10/15/2025 |
|
|
10,570 |
|
|
|
10,163 |
|
0.125%, 04/15/2026 |
|
|
8,140 |
|
|
|
7,747 |
|
0.125%, 07/15/2026 |
|
|
9,999 |
|
|
|
9,527 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 10/15/2026 |
|
$ |
11,303 |
|
|
$ |
10,733 |
|
0.125%, 04/15/2027 |
|
|
11,547 |
|
|
|
10,850 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $196,472) ($ Thousands) |
|
|
187,840 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 0.5% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
864,021 |
|
|
|
864 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $864) ($ Thousands) |
|
|
|
|
|
|
864 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 100.2% |
|
|
|
|
|
|
|
|
(Cost $197,336) ($ Thousands) |
|
$ |
188,704 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
Percentages are based on Net Assets of $188,243 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
† |
Investment in Affiliated Security. |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain/
(Loss) |
|
|
Change in Unrealized Appreciation/ (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
$ |
1,547 |
|
|
$ |
7,421 |
|
|
$ |
(8,104 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
864 |
|
|
$ |
7 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 79.8% |
| |
|
|
|
|
|
|
|
|
Communication Services — 6.9% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
84,396 |
|
|
$ |
11,789 |
|
Alphabet Inc, Cl C * |
|
|
71,011 |
|
|
|
10,008 |
|
AT&T Inc |
|
|
101,854 |
|
|
|
1,709 |
|
Charter Communications Inc, Cl A * |
|
|
1,443 |
|
|
|
561 |
|
Comcast Corp, Cl A |
|
|
57,254 |
|
|
|
2,511 |
|
Electronic Arts Inc |
|
|
3,525 |
|
|
|
482 |
|
Fox Corp, Cl A |
|
|
3,871 |
|
|
|
115 |
|
Fox Corp, Cl B |
|
|
1,866 |
|
|
|
52 |
|
Interpublic Group of Cos Inc/The |
|
|
5,527 |
|
|
|
180 |
|
Live Nation Entertainment Inc * |
|
|
2,107 |
|
|
|
197 |
|
Match Group Inc * |
|
|
4,206 |
|
|
|
154 |
|
Meta Platforms Inc, Cl A * |
|
|
31,625 |
|
|
|
11,194 |
|
Netflix Inc * |
|
|
6,209 |
|
|
|
3,023 |
|
News Corp, Cl A |
|
|
5,662 |
|
|
|
139 |
|
News Corp, Cl B |
|
|
2,017 |
|
|
|
52 |
|
Omnicom Group Inc |
|
|
2,843 |
|
|
|
246 |
|
Paramount Global, Cl B |
|
|
6,771 |
|
|
|
100 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
2,221 |
|
|
|
357 |
|
T-Mobile US Inc |
|
|
7,271 |
|
|
|
1,166 |
|
Verizon Communications Inc |
|
|
59,986 |
|
|
|
2,261 |
|
Walt Disney Co/The |
|
|
26,066 |
|
|
|
2,354 |
|
Warner Bros Discovery Inc * |
|
|
31,464 |
|
|
|
358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,008 |
|
Consumer Discretionary — 8.7% |
|
|
|
|
Airbnb Inc, Cl A * |
|
|
6,100 |
|
|
|
830 |
|
Amazon.com Inc, Cl A * |
|
|
129,570 |
|
|
|
19,687 |
|
Aptiv PLC * |
|
|
3,972 |
|
|
|
356 |
|
AutoZone Inc * |
|
|
209 |
|
|
|
540 |
|
Bath & Body Works Inc |
|
|
3,429 |
|
|
|
148 |
|
Best Buy Co Inc |
|
|
2,830 |
|
|
|
222 |
|
Booking Holdings Inc * |
|
|
535 |
|
|
|
1,898 |
|
BorgWarner Inc |
|
|
3,437 |
|
|
|
123 |
|
Caesars Entertainment Inc * |
|
|
3,254 |
|
|
|
153 |
|
CarMax Inc * |
|
|
2,345 |
|
|
|
180 |
|
Carnival Corp * |
|
|
14,426 |
|
|
|
267 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
350 |
|
|
|
800 |
|
Darden Restaurants Inc |
|
|
1,742 |
|
|
|
286 |
|
Domino's Pizza Inc |
|
|
484 |
|
|
|
200 |
|
DR Horton Inc |
|
|
4,347 |
|
|
|
661 |
|
eBay Inc |
|
|
7,318 |
|
|
|
319 |
|
Etsy Inc * |
|
|
1,791 |
|
|
|
145 |
|
Expedia Group Inc * |
|
|
1,912 |
|
|
|
290 |
|
Ford Motor Co |
|
|
56,708 |
|
|
|
691 |
|
Garmin Ltd |
|
|
2,200 |
|
|
|
283 |
|
General Motors Co |
|
|
19,862 |
|
|
|
713 |
|
Genuine Parts Co |
|
|
2,025 |
|
|
|
280 |
|
Hasbro Inc |
|
|
1,909 |
|
|
|
97 |
|
Hilton Worldwide Holdings Inc |
|
|
3,686 |
|
|
|
671 |
|
Home Depot Inc/The |
|
|
14,249 |
|
|
|
4,938 |
|
Las Vegas Sands Corp |
|
|
4,819 |
|
|
|
237 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lennar Corp, Cl A |
|
|
3,590 |
|
|
$ |
535 |
|
LKQ Corp |
|
|
3,816 |
|
|
|
182 |
|
Lowe's Cos Inc |
|
|
8,183 |
|
|
|
1,821 |
|
Lululemon Athletica Inc * |
|
|
1,600 |
|
|
|
818 |
|
Marriott International Inc/MD, Cl A |
|
|
3,573 |
|
|
|
806 |
|
McDonald's Corp |
|
|
10,337 |
|
|
|
3,065 |
|
MGM Resorts International |
|
|
4,042 |
|
|
|
181 |
|
Mohawk Industries Inc * |
|
|
720 |
|
|
|
75 |
|
NIKE Inc, Cl B |
|
|
17,484 |
|
|
|
1,898 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
6,214 |
|
|
|
125 |
|
NVR Inc * |
|
|
49 |
|
|
|
343 |
|
O'Reilly Automotive Inc * |
|
|
818 |
|
|
|
777 |
|
Pool Corp |
|
|
516 |
|
|
|
206 |
|
PulteGroup Inc |
|
|
3,173 |
|
|
|
328 |
|
Ralph Lauren Corp, Cl A |
|
|
628 |
|
|
|
91 |
|
Ross Stores Inc |
|
|
4,926 |
|
|
|
682 |
|
Royal Caribbean Cruises Ltd * |
|
|
3,366 |
|
|
|
436 |
|
Starbucks Corp |
|
|
16,326 |
|
|
|
1,567 |
|
Tapestry Inc |
|
|
3,553 |
|
|
|
131 |
|
Tesla Inc * |
|
|
39,415 |
|
|
|
9,794 |
|
TJX Cos Inc/The |
|
|
16,410 |
|
|
|
1,539 |
|
Tractor Supply Co |
|
|
1,574 |
|
|
|
338 |
|
Ulta Beauty Inc * |
|
|
723 |
|
|
|
354 |
|
VF Corp |
|
|
4,919 |
|
|
|
93 |
|
Whirlpool Corp |
|
|
769 |
|
|
|
94 |
|
Wynn Resorts Ltd |
|
|
1,345 |
|
|
|
123 |
|
Yum! Brands Inc |
|
|
4,060 |
|
|
|
531 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
61,948 |
|
Consumer Staples — 4.9% |
|
|
|
|
Altria Group Inc |
|
|
25,316 |
|
|
|
1,021 |
|
Archer-Daniels-Midland Co |
|
|
7,721 |
|
|
|
558 |
|
Brown-Forman Corp, Cl B |
|
|
2,660 |
|
|
|
152 |
|
Bunge Global |
|
|
2,200 |
|
|
|
222 |
|
Campbell Soup Co |
|
|
2,834 |
|
|
|
122 |
|
Church & Dwight Co Inc |
|
|
3,485 |
|
|
|
330 |
|
Clorox Co/The |
|
|
1,835 |
|
|
|
262 |
|
Coca-Cola Co/The |
|
|
55,504 |
|
|
|
3,271 |
|
Colgate-Palmolive Co |
|
|
11,921 |
|
|
|
950 |
|
Conagra Brands Inc |
|
|
6,863 |
|
|
|
197 |
|
Constellation Brands Inc, Cl A |
|
|
2,328 |
|
|
|
563 |
|
Costco Wholesale Corp |
|
|
6,277 |
|
|
|
4,143 |
|
Dollar General Corp |
|
|
3,171 |
|
|
|
431 |
|
Dollar Tree Inc * |
|
|
2,996 |
|
|
|
426 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
3,370 |
|
|
|
493 |
|
General Mills Inc |
|
|
8,340 |
|
|
|
543 |
|
Hershey Co/The |
|
|
2,176 |
|
|
|
406 |
|
Hormel Foods Corp |
|
|
4,423 |
|
|
|
142 |
|
J M Smucker Co/The |
|
|
1,530 |
|
|
|
193 |
|
Kellanova |
|
|
3,919 |
|
|
|
219 |
|
Kenvue Inc |
|
|
24,774 |
|
|
|
533 |
|
Keurig Dr Pepper Inc |
|
|
14,292 |
|
|
|
476 |
|
Kimberly-Clark Corp |
|
|
4,879 |
|
|
|
593 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kraft Heinz Co/The |
|
|
11,443 |
|
|
$ |
423 |
|
Kroger Co/The |
|
|
9,488 |
|
|
|
434 |
|
Lamb Weston Holdings Inc |
|
|
2,101 |
|
|
|
227 |
|
McCormick & Co Inc/MD |
|
|
3,580 |
|
|
|
245 |
|
Molson Coors Beverage Co, Cl B |
|
|
2,695 |
|
|
|
165 |
|
Mondelez International Inc, Cl A |
|
|
19,348 |
|
|
|
1,401 |
|
Monster Beverage Corp * |
|
|
10,544 |
|
|
|
607 |
|
PepsiCo Inc |
|
|
19,658 |
|
|
|
3,339 |
|
Philip Morris International Inc |
|
|
22,158 |
|
|
|
2,085 |
|
Procter & Gamble Co/The |
|
|
33,602 |
|
|
|
4,924 |
|
Sysco Corp, Cl A |
|
|
7,211 |
|
|
|
527 |
|
Target Corp, Cl A |
|
|
6,626 |
|
|
|
944 |
|
Tyson Foods Inc, Cl A |
|
|
4,075 |
|
|
|
219 |
|
Walgreens Boots Alliance Inc |
|
|
10,224 |
|
|
|
267 |
|
Walmart Inc |
|
|
20,399 |
|
|
|
3,216 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
35,269 |
|
Energy — 3.1% |
|
|
|
|
APA Corp |
|
|
4,452 |
|
|
|
160 |
|
Baker Hughes Co, Cl A |
|
|
14,568 |
|
|
|
498 |
|
Chevron Corp |
|
|
24,974 |
|
|
|
3,725 |
|
ConocoPhillips |
|
|
17,049 |
|
|
|
1,979 |
|
Coterra Energy Inc |
|
|
10,741 |
|
|
|
274 |
|
Devon Energy Corp |
|
|
9,195 |
|
|
|
416 |
|
Diamondback Energy Inc, Cl A |
|
|
2,523 |
|
|
|
391 |
|
EOG Resources Inc |
|
|
8,299 |
|
|
|
1,004 |
|
EQT Corp |
|
|
5,300 |
|
|
|
205 |
|
Exxon Mobil Corp |
|
|
57,126 |
|
|
|
5,711 |
|
Halliburton Co |
|
|
13,078 |
|
|
|
473 |
|
Hess Corp |
|
|
3,996 |
|
|
|
576 |
|
Kinder Morgan Inc |
|
|
27,498 |
|
|
|
485 |
|
Marathon Oil Corp |
|
|
8,859 |
|
|
|
214 |
|
Marathon Petroleum Corp |
|
|
5,437 |
|
|
|
807 |
|
Occidental Petroleum Corp |
|
|
9,415 |
|
|
|
562 |
|
ONEOK Inc |
|
|
8,406 |
|
|
|
590 |
|
Phillips 66 |
|
|
6,385 |
|
|
|
850 |
|
Pioneer Natural Resources Co |
|
|
3,368 |
|
|
|
757 |
|
Schlumberger NV, Cl A |
|
|
20,278 |
|
|
|
1,055 |
|
Targa Resources Corp |
|
|
3,300 |
|
|
|
287 |
|
Valero Energy Corp |
|
|
4,974 |
|
|
|
647 |
|
Williams Cos Inc/The |
|
|
17,329 |
|
|
|
604 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,270 |
|
Financials — 10.3% |
|
|
|
|
Aflac Inc |
|
|
7,671 |
|
|
|
633 |
|
Allstate Corp/The |
|
|
3,790 |
|
|
|
531 |
|
American Express Co |
|
|
8,297 |
|
|
|
1,554 |
|
American International Group Inc |
|
|
9,969 |
|
|
|
675 |
|
Ameriprise Financial Inc |
|
|
1,423 |
|
|
|
540 |
|
Aon PLC, Cl A |
|
|
2,876 |
|
|
|
837 |
|
Arch Capital Group Ltd * |
|
|
5,325 |
|
|
|
395 |
|
Arthur J Gallagher & Co |
|
|
3,019 |
|
|
|
679 |
|
Assurant Inc |
|
|
743 |
|
|
|
125 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Bank of America Corp |
|
|
98,600 |
|
|
$ |
3,320 |
|
Bank of New York Mellon Corp/The |
|
|
10,813 |
|
|
|
563 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
25,980 |
|
|
|
9,266 |
|
BlackRock Inc |
|
|
1,961 |
|
|
|
1,592 |
|
Blackstone Inc, Cl A |
|
|
10,100 |
|
|
|
1,322 |
|
Brown & Brown Inc |
|
|
3,339 |
|
|
|
237 |
|
Capital One Financial Corp |
|
|
5,398 |
|
|
|
708 |
|
Cboe Global Markets Inc |
|
|
1,527 |
|
|
|
273 |
|
Charles Schwab Corp/The |
|
|
21,216 |
|
|
|
1,460 |
|
Chubb Ltd |
|
|
5,793 |
|
|
|
1,309 |
|
Cincinnati Financial Corp |
|
|
2,303 |
|
|
|
238 |
|
Citigroup Inc |
|
|
27,420 |
|
|
|
1,410 |
|
Citizens Financial Group Inc |
|
|
6,908 |
|
|
|
229 |
|
CME Group Inc, Cl A |
|
|
5,172 |
|
|
|
1,089 |
|
Comerica Inc |
|
|
1,983 |
|
|
|
111 |
|
Discover Financial Services |
|
|
3,608 |
|
|
|
406 |
|
Everest Group Ltd |
|
|
573 |
|
|
|
203 |
|
FactSet Research Systems Inc |
|
|
574 |
|
|
|
274 |
|
Fidelity National Information Services Inc, Cl B |
|
|
8,535 |
|
|
|
513 |
|
Fifth Third Bancorp |
|
|
9,919 |
|
|
|
342 |
|
Fiserv Inc, Cl A * |
|
|
8,577 |
|
|
|
1,139 |
|
FleetCor Technologies Inc * |
|
|
1,044 |
|
|
|
295 |
|
Franklin Resources Inc |
|
|
4,243 |
|
|
|
126 |
|
Global Payments Inc |
|
|
3,759 |
|
|
|
477 |
|
Globe Life Inc |
|
|
1,300 |
|
|
|
158 |
|
Goldman Sachs Group Inc/The |
|
|
4,655 |
|
|
|
1,796 |
|
Hartford Financial Services Group Inc/The |
|
|
4,299 |
|
|
|
346 |
|
Huntington Bancshares Inc/OH |
|
|
20,762 |
|
|
|
264 |
|
Intercontinental Exchange Inc |
|
|
8,108 |
|
|
|
1,041 |
|
Invesco Ltd |
|
|
6,878 |
|
|
|
123 |
|
Jack Henry & Associates Inc |
|
|
1,050 |
|
|
|
172 |
|
JPMorgan Chase & Co |
|
|
41,198 |
|
|
|
7,008 |
|
KeyCorp |
|
|
13,712 |
|
|
|
197 |
|
Loews Corp |
|
|
2,755 |
|
|
|
192 |
|
M&T Bank Corp |
|
|
2,376 |
|
|
|
326 |
|
MarketAxess Holdings Inc |
|
|
553 |
|
|
|
162 |
|
Marsh & McLennan Cos Inc |
|
|
7,015 |
|
|
|
1,329 |
|
Mastercard Inc, Cl A |
|
|
11,770 |
|
|
|
5,020 |
|
MetLife Inc |
|
|
8,811 |
|
|
|
583 |
|
Moody's Corp |
|
|
2,262 |
|
|
|
883 |
|
Morgan Stanley |
|
|
18,028 |
|
|
|
1,681 |
|
MSCI Inc, Cl A |
|
|
1,099 |
|
|
|
622 |
|
Nasdaq Inc, Cl A |
|
|
4,891 |
|
|
|
284 |
|
Northern Trust Corp |
|
|
3,022 |
|
|
|
255 |
|
PayPal Holdings Inc * |
|
|
15,359 |
|
|
|
943 |
|
PNC Financial Services Group Inc/The |
|
|
5,681 |
|
|
|
880 |
|
Principal Financial Group Inc, Cl A |
|
|
3,267 |
|
|
|
257 |
|
Progressive Corp/The |
|
|
8,368 |
|
|
|
1,333 |
|
Prudential Financial Inc |
|
|
5,260 |
|
|
|
546 |
|
Raymond James Financial Inc |
|
|
2,693 |
|
|
|
300 |
|
Regions Financial Corp |
|
|
13,734 |
|
|
|
266 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
S&P Global Inc |
|
|
4,661 |
|
|
$ |
2,053 |
|
Synchrony Financial |
|
|
6,144 |
|
|
|
235 |
|
T Rowe Price Group Inc |
|
|
3,289 |
|
|
|
354 |
|
Travelers Cos Inc/The |
|
|
3,304 |
|
|
|
629 |
|
Truist Financial Corp |
|
|
19,248 |
|
|
|
711 |
|
US Bancorp |
|
|
22,170 |
|
|
|
960 |
|
Visa Inc, Cl A |
|
|
22,718 |
|
|
|
5,915 |
|
W R Berkley Corp |
|
|
2,857 |
|
|
|
202 |
|
Wells Fargo & Co |
|
|
51,711 |
|
|
|
2,545 |
|
Willis Towers Watson PLC |
|
|
1,538 |
|
|
|
371 |
|
Zions Bancorp NA |
|
|
2,233 |
|
|
|
98 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
73,911 |
|
Health Care — 10.1% |
|
|
|
|
Abbott Laboratories |
|
|
24,753 |
|
|
|
2,725 |
|
AbbVie Inc |
|
|
25,192 |
|
|
|
3,904 |
|
Agilent Technologies Inc |
|
|
4,209 |
|
|
|
585 |
|
Align Technology Inc * |
|
|
998 |
|
|
|
273 |
|
Amgen Inc, Cl A |
|
|
7,654 |
|
|
|
2,204 |
|
Baxter International Inc |
|
|
7,349 |
|
|
|
284 |
|
Becton Dickinson & Co |
|
|
4,158 |
|
|
|
1,014 |
|
Biogen Inc * |
|
|
2,036 |
|
|
|
527 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
333 |
|
|
|
107 |
|
Bio-Techne Corp |
|
|
2,392 |
|
|
|
185 |
|
Boston Scientific Corp * |
|
|
20,884 |
|
|
|
1,207 |
|
Bristol-Myers Squibb Co |
|
|
29,010 |
|
|
|
1,488 |
|
Cardinal Health Inc |
|
|
3,523 |
|
|
|
355 |
|
Catalent Inc * |
|
|
2,577 |
|
|
|
116 |
|
Cencora Inc, Cl A |
|
|
2,399 |
|
|
|
493 |
|
Centene Corp * |
|
|
7,682 |
|
|
|
570 |
|
Charles River Laboratories International Inc * |
|
|
765 |
|
|
|
181 |
|
Cigna Group/The |
|
|
4,204 |
|
|
|
1,259 |
|
Cooper Cos Inc/The, Cl A |
|
|
666 |
|
|
|
252 |
|
CVS Health Corp |
|
|
18,347 |
|
|
|
1,449 |
|
Danaher Corp, Cl A |
|
|
9,362 |
|
|
|
2,166 |
|
DaVita Inc * |
|
|
715 |
|
|
|
75 |
|
DENTSPLY SIRONA Inc |
|
|
3,221 |
|
|
|
115 |
|
Dexcom Inc * |
|
|
5,566 |
|
|
|
691 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
8,651 |
|
|
|
660 |
|
Elevance Health Inc |
|
|
3,316 |
|
|
|
1,564 |
|
Eli Lilly & Co |
|
|
11,374 |
|
|
|
6,630 |
|
GE HealthCare Technologies Inc |
|
|
5,543 |
|
|
|
429 |
|
Gilead Sciences Inc |
|
|
17,755 |
|
|
|
1,438 |
|
HCA Healthcare Inc |
|
|
2,853 |
|
|
|
772 |
|
Henry Schein Inc * |
|
|
1,849 |
|
|
|
140 |
|
Hologic Inc * |
|
|
3,529 |
|
|
|
252 |
|
Humana Inc |
|
|
1,765 |
|
|
|
808 |
|
IDEXX Laboratories Inc * |
|
|
1,143 |
|
|
|
634 |
|
Illumina Inc * |
|
|
2,337 |
|
|
|
325 |
|
Incyte Corp * |
|
|
2,671 |
|
|
|
168 |
|
Insulet Corp * |
|
|
1,000 |
|
|
|
217 |
|
Intuitive Surgical Inc * |
|
|
4,982 |
|
|
|
1,681 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
IQVIA Holdings Inc * |
|
|
2,615 |
|
|
$ |
605 |
|
Johnson & Johnson |
|
|
34,354 |
|
|
|
5,385 |
|
Laboratory Corp of America Holdings |
|
|
1,253 |
|
|
|
285 |
|
McKesson Corp |
|
|
1,908 |
|
|
|
883 |
|
Medtronic PLC |
|
|
18,987 |
|
|
|
1,564 |
|
Merck & Co Inc |
|
|
36,211 |
|
|
|
3,948 |
|
Mettler-Toledo International Inc * |
|
|
260 |
|
|
|
315 |
|
Moderna Inc * |
|
|
4,681 |
|
|
|
465 |
|
Molina Healthcare Inc * |
|
|
860 |
|
|
|
311 |
|
Pfizer Inc |
|
|
80,522 |
|
|
|
2,318 |
|
Quest Diagnostics Inc |
|
|
1,596 |
|
|
|
220 |
|
Regeneron Pharmaceuticals Inc * |
|
|
1,551 |
|
|
|
1,362 |
|
ResMed Inc |
|
|
2,064 |
|
|
|
355 |
|
Revvity Inc |
|
|
1,883 |
|
|
|
206 |
|
STERIS PLC |
|
|
1,374 |
|
|
|
302 |
|
Stryker Corp |
|
|
4,812 |
|
|
|
1,441 |
|
Teleflex Inc |
|
|
700 |
|
|
|
175 |
|
Thermo Fisher Scientific Inc |
|
|
5,549 |
|
|
|
2,945 |
|
UnitedHealth Group Inc |
|
|
13,187 |
|
|
|
6,943 |
|
Universal Health Services Inc, Cl B |
|
|
892 |
|
|
|
136 |
|
Vertex Pharmaceuticals Inc * |
|
|
3,695 |
|
|
|
1,503 |
|
Viatris Inc, Cl W |
|
|
17,483 |
|
|
|
189 |
|
Waters Corp * |
|
|
846 |
|
|
|
279 |
|
West Pharmaceutical Services Inc |
|
|
1,079 |
|
|
|
380 |
|
Zimmer Biomet Holdings Inc |
|
|
2,973 |
|
|
|
362 |
|
Zoetis Inc, Cl A |
|
|
6,617 |
|
|
|
1,306 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
72,126 |
|
Industrials — 7.0% |
|
|
|
|
3M Co |
|
|
7,917 |
|
|
|
865 |
|
A O Smith Corp |
|
|
1,710 |
|
|
|
141 |
|
Allegion plc |
|
|
1,233 |
|
|
|
156 |
|
American Airlines Group Inc * |
|
|
9,781 |
|
|
|
134 |
|
AMETEK Inc |
|
|
3,310 |
|
|
|
546 |
|
Automatic Data Processing Inc |
|
|
5,892 |
|
|
|
1,373 |
|
Axon Enterprise Inc * |
|
|
1,000 |
|
|
|
258 |
|
Boeing Co/The * |
|
|
8,087 |
|
|
|
2,108 |
|
Broadridge Financial Solutions Inc |
|
|
1,734 |
|
|
|
357 |
|
Builders FirstSource Inc * |
|
|
1,700 |
|
|
|
284 |
|
Carrier Global Corp |
|
|
12,042 |
|
|
|
692 |
|
Caterpillar Inc, Cl A |
|
|
7,238 |
|
|
|
2,140 |
|
Ceridian HCM Holding Inc * |
|
|
2,306 |
|
|
|
155 |
|
CH Robinson Worldwide Inc |
|
|
1,698 |
|
|
|
147 |
|
Cintas Corp |
|
|
1,198 |
|
|
|
722 |
|
Copart Inc * |
|
|
12,510 |
|
|
|
613 |
|
CSX Corp |
|
|
28,514 |
|
|
|
989 |
|
Cummins Inc |
|
|
1,980 |
|
|
|
474 |
|
Deere & Co |
|
|
3,802 |
|
|
|
1,520 |
|
Delta Air Lines Inc, Cl A |
|
|
9,387 |
|
|
|
378 |
|
Dover Corp |
|
|
2,041 |
|
|
|
314 |
|
Eaton Corp PLC |
|
|
5,692 |
|
|
|
1,371 |
|
Emerson Electric Co |
|
|
8,120 |
|
|
|
790 |
|
Equifax Inc |
|
|
1,765 |
|
|
|
436 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Expeditors International of Washington Inc |
|
|
2,192 |
|
|
$ |
279 |
|
Fastenal Co, Cl A |
|
|
8,231 |
|
|
|
533 |
|
FedEx Corp |
|
|
3,295 |
|
|
|
834 |
|
Fortive Corp |
|
|
5,170 |
|
|
|
381 |
|
Generac Holdings Inc * |
|
|
883 |
|
|
|
114 |
|
General Dynamics Corp |
|
|
3,264 |
|
|
|
848 |
|
General Electric Co |
|
|
15,482 |
|
|
|
1,976 |
|
Honeywell International Inc |
|
|
9,432 |
|
|
|
1,978 |
|
Howmet Aerospace Inc |
|
|
5,632 |
|
|
|
305 |
|
Hubbell Inc, Cl B |
|
|
800 |
|
|
|
263 |
|
Huntington Ingalls Industries Inc, Cl A |
|
|
573 |
|
|
|
149 |
|
IDEX Corp |
|
|
1,048 |
|
|
|
227 |
|
Illinois Tool Works Inc |
|
|
3,963 |
|
|
|
1,038 |
|
Ingersoll Rand Inc |
|
|
5,779 |
|
|
|
447 |
|
Jacobs Solutions Inc |
|
|
1,832 |
|
|
|
238 |
|
JB Hunt Transport Services Inc |
|
|
1,187 |
|
|
|
237 |
|
Johnson Controls International PLC |
|
|
9,885 |
|
|
|
570 |
|
L3Harris Technologies Inc |
|
|
2,687 |
|
|
|
566 |
|
Leidos Holdings Inc |
|
|
2,004 |
|
|
|
217 |
|
Lockheed Martin Corp |
|
|
3,123 |
|
|
|
1,415 |
|
Masco Corp |
|
|
3,259 |
|
|
|
218 |
|
Nordson Corp |
|
|
763 |
|
|
|
202 |
|
Norfolk Southern Corp |
|
|
3,271 |
|
|
|
773 |
|
Northrop Grumman Corp |
|
|
2,061 |
|
|
|
965 |
|
Old Dominion Freight Line Inc, Cl A |
|
|
1,263 |
|
|
|
512 |
|
Otis Worldwide Corp |
|
|
5,935 |
|
|
|
531 |
|
PACCAR Inc |
|
|
7,450 |
|
|
|
727 |
|
Parker-Hannifin Corp, Cl A |
|
|
1,786 |
|
|
|
823 |
|
Paychex Inc |
|
|
4,591 |
|
|
|
547 |
|
Paycom Software Inc |
|
|
687 |
|
|
|
142 |
|
Pentair PLC |
|
|
2,364 |
|
|
|
172 |
|
Quanta Services Inc |
|
|
2,083 |
|
|
|
449 |
|
Republic Services Inc |
|
|
2,898 |
|
|
|
478 |
|
Robert Half Inc |
|
|
1,584 |
|
|
|
139 |
|
Rockwell Automation Inc |
|
|
1,655 |
|
|
|
514 |
|
Rollins Inc |
|
|
3,520 |
|
|
|
154 |
|
RTX Corp |
|
|
20,431 |
|
|
|
1,719 |
|
Snap-on Inc |
|
|
718 |
|
|
|
207 |
|
Southwest Airlines Co, Cl A |
|
|
8,527 |
|
|
|
246 |
|
Stanley Black & Decker Inc |
|
|
2,299 |
|
|
|
226 |
|
Textron Inc |
|
|
2,886 |
|
|
|
232 |
|
Trane Technologies PLC |
|
|
3,237 |
|
|
|
789 |
|
TransDigm Group Inc |
|
|
737 |
|
|
|
746 |
|
Uber Technologies Inc * |
|
|
29,300 |
|
|
|
1,804 |
|
Union Pacific Corp |
|
|
8,685 |
|
|
|
2,133 |
|
United Airlines Holdings Inc * |
|
|
4,578 |
|
|
|
189 |
|
United Parcel Service Inc, Cl B |
|
|
10,276 |
|
|
|
1,616 |
|
United Rentals Inc |
|
|
918 |
|
|
|
526 |
|
Veralto |
|
|
3,120 |
|
|
|
257 |
|
Verisk Analytics Inc, Cl A |
|
|
2,015 |
|
|
|
481 |
|
Waste Management Inc |
|
|
5,287 |
|
|
|
947 |
|
Westinghouse Air Brake Technologies Corp |
|
|
2,562 |
|
|
|
325 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WW Grainger Inc |
|
|
625 |
|
|
$ |
518 |
|
Xylem Inc/NY |
|
|
3,466 |
|
|
|
396 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
50,281 |
|
Information Technology — 22.9% |
|
|
|
|
Accenture PLC, Cl A |
|
|
8,953 |
|
|
|
3,142 |
|
Adobe Inc * |
|
|
6,538 |
|
|
|
3,901 |
|
Advanced Micro Devices Inc * |
|
|
23,058 |
|
|
|
3,399 |
|
Akamai Technologies Inc * |
|
|
2,163 |
|
|
|
256 |
|
Amphenol Corp, Cl A |
|
|
8,475 |
|
|
|
840 |
|
Analog Devices Inc |
|
|
7,120 |
|
|
|
1,414 |
|
ANSYS Inc * |
|
|
1,240 |
|
|
|
450 |
|
Apple Inc |
|
|
208,559 |
|
|
|
40,154 |
|
Applied Materials Inc |
|
|
11,992 |
|
|
|
1,944 |
|
Arista Networks Inc * |
|
|
3,600 |
|
|
|
848 |
|
Autodesk Inc, Cl A * |
|
|
3,010 |
|
|
|
733 |
|
Broadcom Inc |
|
|
6,261 |
|
|
|
6,989 |
|
Cadence Design Systems Inc * |
|
|
3,864 |
|
|
|
1,052 |
|
CDW Corp/DE |
|
|
1,878 |
|
|
|
427 |
|
Cisco Systems Inc |
|
|
58,080 |
|
|
|
2,934 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
7,207 |
|
|
|
544 |
|
Corning Inc, Cl B |
|
|
11,134 |
|
|
|
339 |
|
Enphase Energy Inc * |
|
|
1,988 |
|
|
|
263 |
|
EPAM Systems Inc * |
|
|
818 |
|
|
|
243 |
|
F5 Inc, Cl A * |
|
|
849 |
|
|
|
152 |
|
Fair Isaac Corp * |
|
|
400 |
|
|
|
466 |
|
First Solar Inc * |
|
|
1,500 |
|
|
|
258 |
|
Fortinet Inc * |
|
|
9,000 |
|
|
|
527 |
|
Gartner Inc * |
|
|
1,071 |
|
|
|
483 |
|
Gen Digital Inc |
|
|
8,009 |
|
|
|
183 |
|
Hewlett Packard Enterprise Co |
|
|
18,524 |
|
|
|
314 |
|
HP Inc |
|
|
12,321 |
|
|
|
371 |
|
Intel Corp |
|
|
59,762 |
|
|
|
3,003 |
|
International Business Machines Corp |
|
|
13,028 |
|
|
|
2,131 |
|
Intuit Inc |
|
|
4,022 |
|
|
|
2,514 |
|
Jabil Inc |
|
|
1,800 |
|
|
|
229 |
|
Juniper Networks Inc |
|
|
4,454 |
|
|
|
131 |
|
Keysight Technologies Inc * |
|
|
2,587 |
|
|
|
412 |
|
KLA Corp |
|
|
1,910 |
|
|
|
1,110 |
|
Lam Research Corp |
|
|
1,827 |
|
|
|
1,431 |
|
Microchip Technology Inc |
|
|
7,839 |
|
|
|
707 |
|
Micron Technology Inc |
|
|
15,644 |
|
|
|
1,335 |
|
Microsoft Corp |
|
|
106,006 |
|
|
|
39,862 |
|
Monolithic Power Systems Inc |
|
|
670 |
|
|
|
423 |
|
Motorola Solutions Inc |
|
|
2,414 |
|
|
|
756 |
|
NetApp Inc |
|
|
3,076 |
|
|
|
271 |
|
NVIDIA Corp |
|
|
35,218 |
|
|
|
17,441 |
|
ON Semiconductor Corp * |
|
|
6,199 |
|
|
|
518 |
|
Oracle Corp, Cl B |
|
|
22,417 |
|
|
|
2,363 |
|
Palo Alto Networks Inc * |
|
|
4,400 |
|
|
|
1,297 |
|
PTC Inc * |
|
|
1,628 |
|
|
|
285 |
|
Qorvo Inc * |
|
|
1,431 |
|
|
|
161 |
|
QUALCOMM Inc |
|
|
15,903 |
|
|
|
2,300 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Roper Technologies Inc |
|
|
1,523 |
|
|
$ |
830 |
|
Salesforce Inc * |
|
|
13,928 |
|
|
|
3,665 |
|
Seagate Technology Holdings PLC |
|
|
2,705 |
|
|
|
231 |
|
ServiceNow Inc * |
|
|
2,907 |
|
|
|
2,054 |
|
Skyworks Solutions Inc |
|
|
2,346 |
|
|
|
264 |
|
Synopsys Inc * |
|
|
2,191 |
|
|
|
1,128 |
|
TE Connectivity Ltd |
|
|
4,461 |
|
|
|
627 |
|
Teledyne Technologies Inc * |
|
|
690 |
|
|
|
308 |
|
Teradyne Inc |
|
|
2,188 |
|
|
|
237 |
|
Texas Instruments Inc |
|
|
12,904 |
|
|
|
2,200 |
|
Trimble Inc * |
|
|
3,728 |
|
|
|
198 |
|
Tyler Technologies Inc * |
|
|
609 |
|
|
|
255 |
|
VeriSign Inc * |
|
|
1,312 |
|
|
|
270 |
|
Western Digital Corp * |
|
|
4,624 |
|
|
|
242 |
|
Zebra Technologies Corp, Cl A * |
|
|
677 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
164,000 |
|
Materials — 2.0% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
3,119 |
|
|
|
854 |
|
Albemarle Corp |
|
|
1,690 |
|
|
|
244 |
|
Amcor PLC |
|
|
21,272 |
|
|
|
205 |
|
Avery Dennison Corp |
|
|
1,119 |
|
|
|
226 |
|
Ball Corp |
|
|
4,490 |
|
|
|
258 |
|
Celanese Corp, Cl A |
|
|
1,426 |
|
|
|
222 |
|
CF Industries Holdings Inc |
|
|
2,736 |
|
|
|
218 |
|
Corteva Inc |
|
|
10,204 |
|
|
|
489 |
|
Dow Inc |
|
|
10,217 |
|
|
|
560 |
|
DuPont de Nemours Inc |
|
|
6,145 |
|
|
|
473 |
|
Eastman Chemical Co |
|
|
1,810 |
|
|
|
163 |
|
Ecolab Inc |
|
|
3,610 |
|
|
|
716 |
|
FMC Corp |
|
|
1,862 |
|
|
|
117 |
|
Freeport-McMoRan Inc, Cl B |
|
|
20,712 |
|
|
|
882 |
|
International Flavors & Fragrances Inc |
|
|
3,682 |
|
|
|
298 |
|
International Paper Co |
|
|
5,008 |
|
|
|
181 |
|
Linde PLC |
|
|
6,920 |
|
|
|
2,842 |
|
LyondellBasell Industries NV, Cl A |
|
|
3,675 |
|
|
|
349 |
|
Martin Marietta Materials Inc, Cl A |
|
|
892 |
|
|
|
445 |
|
Mosaic Co/The |
|
|
4,756 |
|
|
|
170 |
|
Newmont Corp |
|
|
16,655 |
|
|
|
689 |
|
Nucor Corp |
|
|
3,562 |
|
|
|
620 |
|
Packaging Corp of America |
|
|
1,335 |
|
|
|
218 |
|
PPG Industries Inc |
|
|
3,389 |
|
|
|
507 |
|
Sherwin-Williams Co/The, Cl A |
|
|
3,341 |
|
|
|
1,042 |
|
Steel Dynamics Inc |
|
|
2,251 |
|
|
|
266 |
|
Vulcan Materials Co |
|
|
1,931 |
|
|
|
438 |
|
Westrock Co |
|
|
3,812 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,850 |
|
Real Estate — 2.0% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,295 |
|
|
|
291 |
|
American Tower Corp, Cl A ‡ |
|
|
6,627 |
|
|
|
1,431 |
|
AvalonBay Communities Inc ‡ |
|
|
2,045 |
|
|
|
383 |
|
Boston Properties Inc ‡ |
|
|
2,111 |
|
|
|
148 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Camden Property Trust ‡ |
|
|
1,600 |
|
|
$ |
159 |
|
CBRE Group Inc, Cl A * |
|
|
4,383 |
|
|
|
408 |
|
CoStar Group Inc * |
|
|
5,859 |
|
|
|
512 |
|
Crown Castle Inc ‡ |
|
|
6,263 |
|
|
|
721 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
4,341 |
|
|
|
584 |
|
Equinix Inc ‡ |
|
|
1,311 |
|
|
|
1,056 |
|
Equity Residential ‡ |
|
|
4,909 |
|
|
|
300 |
|
Essex Property Trust Inc ‡ |
|
|
915 |
|
|
|
227 |
|
Extra Space Storage Inc ‡ |
|
|
3,041 |
|
|
|
488 |
|
Federal Realty Investment Trust ‡ |
|
|
1,052 |
|
|
|
108 |
|
Healthpeak Properties Inc ‡ |
|
|
8,361 |
|
|
|
166 |
|
Host Hotels & Resorts Inc ‡ |
|
|
10,123 |
|
|
|
197 |
|
Invitation Homes Inc ‡ |
|
|
8,500 |
|
|
|
290 |
|
Iron Mountain Inc ‡ |
|
|
4,278 |
|
|
|
299 |
|
Kimco Realty Corp ‡ |
|
|
8,874 |
|
|
|
189 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,739 |
|
|
|
234 |
|
Prologis Inc ‡ |
|
|
13,137 |
|
|
|
1,751 |
|
Public Storage ‡ |
|
|
2,269 |
|
|
|
692 |
|
Realty Income Corp ‡ |
|
|
10,174 |
|
|
|
584 |
|
Regency Centers Corp ‡ |
|
|
2,294 |
|
|
|
154 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,581 |
|
|
|
401 |
|
Simon Property Group Inc ‡ |
|
|
4,602 |
|
|
|
656 |
|
UDR Inc ‡ |
|
|
4,295 |
|
|
|
165 |
|
Ventas Inc ‡ |
|
|
5,837 |
|
|
|
291 |
|
VICI Properties Inc, Cl A ‡ |
|
|
14,556 |
|
|
|
464 |
|
Welltower Inc ‡ |
|
|
7,741 |
|
|
|
698 |
|
Weyerhaeuser Co ‡ |
|
|
10,305 |
|
|
|
358 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,405 |
|
Utilities — 1.9% |
|
|
|
|
AES Corp/The |
|
|
9,455 |
|
|
|
182 |
|
Alliant Energy Corp |
|
|
3,529 |
|
|
|
181 |
|
Ameren Corp |
|
|
3,729 |
|
|
|
270 |
|
American Electric Power Co Inc |
|
|
7,448 |
|
|
|
605 |
|
American Water Works Co Inc |
|
|
2,823 |
|
|
|
373 |
|
Atmos Energy Corp |
|
|
2,207 |
|
|
|
256 |
|
CenterPoint Energy Inc |
|
|
9,182 |
|
|
|
262 |
|
CMS Energy Corp |
|
|
4,187 |
|
|
|
243 |
|
Consolidated Edison Inc |
|
|
5,028 |
|
|
|
457 |
|
Constellation Energy Corp |
|
|
4,660 |
|
|
|
545 |
|
Dominion Energy Inc |
|
|
12,048 |
|
|
|
566 |
|
DTE Energy Co |
|
|
2,995 |
|
|
|
330 |
|
Duke Energy Corp |
|
|
11,085 |
|
|
|
1,076 |
|
Edison International |
|
|
5,427 |
|
|
|
388 |
|
Entergy Corp |
|
|
2,947 |
|
|
|
298 |
|
Evergy Inc |
|
|
3,443 |
|
|
|
180 |
|
Eversource Energy |
|
|
4,901 |
|
|
|
302 |
|
Exelon Corp |
|
|
14,109 |
|
|
|
506 |
|
FirstEnergy Corp |
|
|
7,573 |
|
|
|
278 |
|
NextEra Energy Inc |
|
|
28,821 |
|
|
|
1,751 |
|
NiSource Inc |
|
|
6,044 |
|
|
|
160 |
|
NRG Energy Inc |
|
|
3,196 |
|
|
|
165 |
|
PG&E Corp |
|
|
29,727 |
|
|
|
536 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Pinnacle West Capital Corp |
|
|
1,617 |
|
|
$ |
116 |
|
PPL Corp |
|
|
10,744 |
|
|
|
291 |
|
Public Service Enterprise Group Inc |
|
|
7,140 |
|
|
|
437 |
|
Sempra |
|
|
9,122 |
|
|
|
682 |
|
Southern Co/The |
|
|
15,485 |
|
|
|
1,086 |
|
WEC Energy Group Inc |
|
|
4,579 |
|
|
|
385 |
|
Xcel Energy Inc |
|
|
7,959 |
|
|
|
493 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,400 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $237,223) ($ Thousands) |
|
|
|
|
|
|
570,468 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
China — 0.1% |
|
|
|
|
NXP Semiconductors NV |
|
|
3,715 |
|
|
|
853 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $749) ($ Thousands) |
|
|
|
|
|
|
853 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
CASH EQUIVALENT — 0.6% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
4,047,866 |
|
|
$ |
4,048 |
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,048) ($ Thousands) |
|
|
|
|
|
|
4,048 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.2% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $5,257) ($ Thousands) |
|
|
|
|
|
|
1,805 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 80.7% |
|
|
|
|
|
|
|
|
(Cost $247,277) ($ Thousands) |
|
$ |
577,174 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.1)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $1,485) ($ Thousands) |
|
|
|
|
|
$ |
(374 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open exchange traded options contracts held by the Fund at December 31, 2023, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
21,639 |
|
|
$ |
94,129 |
|
|
$ |
4,350.00 |
|
|
|
7/20/2024 |
|
|
$ |
1,539 |
|
S&P 500 Index |
|
|
16,243 |
|
|
|
69,844 |
|
|
|
4,300.00 |
|
|
|
3/16/2024 |
|
|
|
266 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
163,973 |
|
|
|
|
|
|
|
|
|
|
$ |
1,805 |
|
WRITTEN OPTIONS — (0.1)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
(16,243 |
) |
|
$ |
(63,346 |
) |
|
|
3,900.00 |
|
|
|
03/16/2024 |
|
|
$ |
(96 |
) |
S&P 500 Index |
|
|
(21,639 |
) |
|
|
(71,409 |
) |
|
|
3,300.00 |
|
|
|
07/20/2024 |
|
|
|
(278 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(134,755 |
) |
|
|
|
|
|
|
|
|
|
$ |
(374 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, 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^ |
|
|
274 |
|
|
|
Mar-2024 |
|
|
$ |
63,615 |
|
|
$ |
66,035 |
|
|
$ |
2,420 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Dynamic Asset Allocation Fund (Concluded)
A list of open centrally cleared swap agreements held by the Fund at December 31, 2023 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%^ |
|
|
U.S. CPI |
|
|
|
Annually |
|
|
|
2/27/2033 |
|
|
|
USD |
|
|
|
103,200 |
|
|
$ |
931 |
|
|
$ |
– |
|
|
$ |
931 |
|
Fixed 0.280960% |
|
|
Floating (MUTKCALM Index) |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
102,200,000 |
|
|
|
910 |
|
|
|
– |
|
|
|
910 |
|
0.29283% |
|
JPY Unsecured Overnight Call Rate TONAR |
|
|
|
Annually |
|
|
|
05/15/2026 |
|
|
|
JPY |
|
|
|
81,000,000 |
|
|
|
653 |
|
|
|
– |
|
|
|
653 |
|
Floating EUROSTR OIS Compound |
|
|
Fixed 3.087% |
|
|
|
Annually |
|
|
|
09/09/2025 |
|
|
|
EUR |
|
|
|
470,000 |
|
|
|
4,780 |
|
|
|
– |
|
|
|
4,780 |
|
USD-SOFR-OIS Compound |
|
|
3.41% |
|
|
|
Annually |
|
|
|
12/11/2028 |
|
|
|
USD |
|
|
|
399,757 |
|
|
|
1,639 |
|
|
|
– |
|
|
|
1,639 |
|
3.432% |
|
|
USD-SOFR-OIS Compound |
|
|
|
Annually |
|
|
|
12/11/2056 |
|
|
|
USD |
|
|
|
42,027 |
|
|
|
(1,794 |
) |
|
|
– |
|
|
|
(1,794 |
) |
Fixed 4.161% |
|
|
Floating USD SOFR OIS Compound |
|
|
|
Annually |
|
|
|
11/02/2056 |
|
|
|
USD |
|
|
|
84,588 |
|
|
|
(14,119 |
) |
|
|
– |
|
|
|
(14,119 |
) |
Fixed 4.2625% |
|
|
Floating USD SOFR OIS Compound |
|
|
|
Annually |
|
|
|
09/09/2025 |
|
|
|
USD |
|
|
|
512,000 |
|
|
|
(2,805 |
) |
|
|
– |
|
|
|
(2,805 |
) |
Floating USD SOFR OIS |
|
|
Fixed 4.35% |
|
|
|
Annually |
|
|
|
11/02/2031 |
|
|
|
USD |
|
|
|
330,000 |
|
|
|
14,686 |
|
|
|
– |
|
|
|
14,686 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
4,881 |
|
|
$ |
– |
|
|
$ |
4,881 |
|
A list of open OTC swap agreements held by the Fund at December 31, 2023 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^ |
|
|
Bloomberg Commodity
Index TR |
|
|
3-Month Treasury Bill
Rate + 7.5 BPS |
|
|
|
Index Return |
|
|
|
Annually |
|
|
|
03/13/2024 |
|
|
|
USD |
|
|
|
45,145 |
|
|
$ |
1,023 |
|
|
$ |
– |
|
|
$ |
1,023 |
|
Goldman Sachs |
|
|
S&P 500 EQWG USD TR |
|
|
SOFR Rate Index +
0.75 BPS |
|
|
|
Index Return |
|
|
|
Quarterly |
|
|
|
01/31/2024 |
|
|
|
USD |
|
|
|
64,811 |
|
|
|
10,750 |
|
|
|
– |
|
|
|
10,750 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
11,773 |
|
|
$ |
– |
|
|
$ |
11,773 |
|
|
Percentages are based on Net Assets of $715,134 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
^ |
Security, or a portion thereof, is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of December 31, 2023. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
2,779 |
|
|
$ |
27,596 |
|
|
$ |
(26,327 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,048 |
|
|
$ |
55 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 21.7% |
| |
|
|
|
|
|
|
|
|
Communication Services — 1.8% |
|
|
|
|
AVAYA Inc * |
|
|
14,995 |
|
|
$ |
98 |
|
Clear Channel Outdoor Holdings Inc, Cl A * |
|
|
5,490 |
|
|
|
10 |
|
Madison Square Garden Entertainment, Cl A * |
|
|
59 |
|
|
|
2 |
|
Pinterest Inc, Cl A * |
|
|
62,757 |
|
|
|
2,325 |
|
Stagwell Inc, Cl A * |
|
|
2,745 |
|
|
|
18 |
|
TKO Group Holdings Inc, Cl A |
|
|
28,283 |
|
|
|
2,307 |
|
TripAdvisor Inc * |
|
|
73,029 |
|
|
|
1,572 |
|
Urban One * |
|
|
7,513 |
|
|
|
27 |
|
Urban One, Cl A * |
|
|
8,541 |
|
|
|
34 |
|
Windstream Services * |
|
|
11,015 |
|
|
|
102 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,495 |
|
Consumer Discretionary — 1.6% |
|
|
|
|
ADT Inc |
|
|
7,245 |
|
|
|
50 |
|
Aquity Holdings Inc *(A) |
|
|
3,945 |
|
|
|
1 |
|
Caesars Entertainment Inc * |
|
|
2,136 |
|
|
|
100 |
|
Crocs Inc * |
|
|
11,221 |
|
|
|
1,048 |
|
Everi Holdings Inc * |
|
|
8,277 |
|
|
|
93 |
|
Golden Entertainment Inc |
|
|
1,932 |
|
|
|
77 |
|
Guitar Center *(A)(B) |
|
|
2,167 |
|
|
|
330 |
|
Monitronics International *(A) |
|
|
443 |
|
|
|
7 |
|
PlayAGS Inc * |
|
|
28,911 |
|
|
|
244 |
|
RH * |
|
|
7,794 |
|
|
|
2,272 |
|
Shake Shack Inc, Cl A * |
|
|
11,052 |
|
|
|
819 |
|
Vail Resorts Inc |
|
|
3,440 |
|
|
|
734 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,775 |
|
Consumer Staples — 0.2% |
|
|
|
|
Kroger Co/The |
|
|
14,471 |
|
|
|
661 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Energy — 1.3% |
|
|
|
|
Diamondback Energy Inc, Cl A |
|
|
17,265 |
|
|
|
2,677 |
|
Greenfire Resources * |
|
|
27,132 |
|
|
|
132 |
|
Parker Drilling Co *(A)(B) |
|
|
4,414 |
|
|
|
48 |
|
Transocean Ltd * |
|
|
285,436 |
|
|
|
1,813 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,670 |
|
Financials — 2.2% |
|
|
|
|
Assured Guaranty Ltd |
|
|
37,714 |
|
|
|
2,822 |
|
Block Inc, Cl A * |
|
|
30,018 |
|
|
|
2,322 |
|
LendingTree Inc * |
|
|
10,079 |
|
|
|
306 |
|
Marqeta Inc, Cl A * |
|
|
134,026 |
|
|
|
935 |
|
Oscar Health Inc, Cl A * |
|
|
11,872 |
|
|
|
109 |
|
Robinhood Markets Inc, Cl A * |
|
|
60,963 |
|
|
|
777 |
|
Unum Group |
|
|
17,105 |
|
|
|
773 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,044 |
|
Health Care — 0.1% |
|
|
|
|
Carestream Health Holdings Inc *(A) |
|
|
5,876 |
|
|
|
99 |
|
Community Health Systems Inc * |
|
|
1,053 |
|
|
|
3 |
|
Envision Healthcare Corp * |
|
|
28,454 |
|
|
|
214 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Lannett *(A) |
|
|
15,243 |
|
|
$ |
27 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
343 |
|
Industrials — 0.2% |
|
|
|
|
Dycom Industries Inc * |
|
|
6,839 |
|
|
|
787 |
|
Yellow Corp * |
|
|
6,930 |
|
|
|
40 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
827 |
|
Information Technology — 5.1% |
|
|
|
|
Alteryx Inc, Cl A * |
|
|
32,793 |
|
|
|
1,547 |
|
Confluent Inc, Cl A * |
|
|
12,991 |
|
|
|
304 |
|
Corning Inc, Cl B |
|
|
25,823 |
|
|
|
786 |
|
Elastic NV * |
|
|
6,753 |
|
|
|
761 |
|
Entegris Inc |
|
|
23,938 |
|
|
|
2,868 |
|
Everbridge Inc * |
|
|
64,203 |
|
|
|
1,561 |
|
MongoDB Inc, Cl A * |
|
|
1,825 |
|
|
|
746 |
|
Semtech Corp * |
|
|
33,254 |
|
|
|
729 |
|
SentinelOne Inc, Cl A * |
|
|
28,107 |
|
|
|
771 |
|
Sprinklr Inc, Cl A * |
|
|
138,771 |
|
|
|
1,671 |
|
Unity Software Inc * |
|
|
37,730 |
|
|
|
1,543 |
|
Vishay Intertechnology Inc |
|
|
119,417 |
|
|
|
2,862 |
|
Zoom Video Communications Inc, Cl A * |
|
|
32,123 |
|
|
|
2,310 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
18,459 |
|
Materials — 6.3% |
|
|
|
|
Alcoa Corp |
|
|
68,882 |
|
|
|
2,342 |
|
Arctic Canadian Diamond Company Ltd *(A) |
|
|
228 |
|
|
|
70 |
|
ATI Inc * |
|
|
61,444 |
|
|
|
2,794 |
|
Burgundy Diamond Mines * |
|
|
450,932 |
|
|
|
60 |
|
Century Aluminum Co * |
|
|
236,687 |
|
|
|
2,873 |
|
Constellium, Cl A * |
|
|
143,775 |
|
|
|
2,870 |
|
Cornerstone Chemical Co *(A) |
|
|
11,111 |
|
|
|
180 |
|
Freeport-McMoRan Inc, Cl B |
|
|
68,015 |
|
|
|
2,895 |
|
Libbey Glass Inc. *(A) |
|
|
1,227 |
|
|
|
6 |
|
Materion Corp |
|
|
22,567 |
|
|
|
2,937 |
|
Olin Corp |
|
|
53,113 |
|
|
|
2,866 |
|
West Fraser Timber Co Ltd, Cl O |
|
|
34,203 |
|
|
|
2,941 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,834 |
|
Real Estate — 2.9% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
12,105 |
|
|
|
1,534 |
|
Camden Property Trust ‡ |
|
|
8,649 |
|
|
|
859 |
|
Copper Property CTL Pass-Through Trust |
|
|
18,673 |
|
|
|
189 |
|
Essex Property Trust Inc ‡ |
|
|
6,217 |
|
|
|
1,541 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
47,160 |
|
|
|
813 |
|
Kimco Realty Corp ‡ |
|
|
107,642 |
|
|
|
2,294 |
|
Park Hotels & Resorts Inc ‡ |
|
|
130,384 |
|
|
|
1,995 |
|
SL Green Realty Corp ‡ |
|
|
33,862 |
|
|
|
1,529 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,754 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Utilities — 0.0% |
|
|
|
|
Lumileds Common Bright Bidco * |
|
|
965 |
|
|
$ |
— |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $72,409) ($ Thousands) |
|
|
|
|
|
|
78,862 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 21.6% |
Communication Services — 1.9% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (C) |
|
$ |
245 |
|
|
|
192 |
|
Audacy Capital |
|
|
|
|
|
|
|
|
6.750%, 03/31/2029 (B)(C)(D) |
|
|
335 |
|
|
|
5 |
|
6.500%, 05/01/2027 (B)(C)(D) |
|
|
220 |
|
|
|
4 |
|
Beasley Mezzanine Holdings |
|
|
|
|
|
|
|
|
8.625%, 02/01/2026 (C) |
|
|
900 |
|
|
|
594 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
5.375%, 06/01/2029 (C) |
|
|
75 |
|
|
|
71 |
|
4.500%, 08/15/2030 (C) |
|
|
320 |
|
|
|
288 |
|
4.250%, 02/01/2031 (C) |
|
|
125 |
|
|
|
109 |
|
4.250%, 01/15/2034 (C) |
|
|
65 |
|
|
|
53 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
3.950%, 06/30/2062 |
|
|
155 |
|
|
|
98 |
|
DISH DBS |
|
|
|
|
|
|
|
|
7.750%, 07/01/2026 |
|
|
545 |
|
|
|
380 |
|
7.375%, 07/01/2028 |
|
|
185 |
|
|
|
111 |
|
5.750%, 12/01/2028 (C) |
|
|
320 |
|
|
|
255 |
|
5.250%, 12/01/2026 (C) |
|
|
205 |
|
|
|
176 |
|
5.125%, 06/01/2029 |
|
|
220 |
|
|
|
113 |
|
Front Range BidCo |
|
|
|
|
|
|
|
|
4.000%, 03/01/2027 (C) |
|
|
220 |
|
|
|
176 |
|
Gray Escrow II |
|
|
|
|
|
|
|
|
5.375%, 11/15/2031 (C) |
|
|
540 |
|
|
|
408 |
|
Gray Television |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 (C) |
|
|
85 |
|
|
|
81 |
|
5.875%, 07/15/2026 (C) |
|
|
5 |
|
|
|
5 |
|
4.750%, 10/15/2030 (C) |
|
|
365 |
|
|
|
274 |
|
Level 3 Financing |
|
|
|
|
|
|
|
|
10.500%, 05/15/2030 (C) |
|
|
251 |
|
|
|
243 |
|
4.250%, 07/01/2028 (C) |
|
|
150 |
|
|
|
74 |
|
3.875%, 11/15/2029 (C) |
|
|
140 |
|
|
|
117 |
|
3.750%, 07/15/2029 (C) |
|
|
145 |
|
|
|
62 |
|
3.625%, 01/15/2029 (C) |
|
|
110 |
|
|
|
46 |
|
Lumen Technologies |
|
|
|
|
|
|
|
|
4.000%, 02/15/2027 (C) |
|
|
280 |
|
|
|
181 |
|
Spanish Broadcasting System |
|
|
|
|
|
|
|
|
9.750%, 03/01/2026 (C) |
|
|
610 |
|
|
|
354 |
|
Stagwell Global |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (C) |
|
|
547 |
|
|
|
503 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (C) |
|
$ |
1,065 |
|
|
$ |
905 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.250%, 01/31/2031 (C) |
|
|
305 |
|
|
|
266 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (C) |
|
|
240 |
|
|
|
120 |
|
4.375%, 04/15/2029 (C) |
|
|
105 |
|
|
|
53 |
|
Windstream Escrow |
|
|
|
|
|
|
|
|
7.750%, 08/15/2028 (C) |
|
|
795 |
|
|
|
696 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,013 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 5.8% |
|
|
|
|
1011778 BC ULC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2028 (C) |
|
|
260 |
|
|
|
248 |
|
Academy |
|
|
|
|
|
|
|
|
6.000%, 11/15/2027 (C) |
|
|
503 |
|
|
|
494 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (C) |
|
|
225 |
|
|
|
200 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
7.600%, 07/15/2037 |
|
|
5 |
|
|
|
5 |
|
6.750%, 07/01/2036 |
|
|
310 |
|
|
|
312 |
|
6.625%, 10/01/2030 (C) |
|
|
60 |
|
|
|
61 |
|
Brookfield Residential Properties |
|
|
|
|
|
|
|
|
5.000%, 06/15/2029 (C) |
|
|
20 |
|
|
|
18 |
|
4.875%, 02/15/2030 (C) |
|
|
260 |
|
|
|
228 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (C) |
|
|
395 |
|
|
|
405 |
|
6.250%, 07/01/2025 (C) |
|
|
2,117 |
|
|
|
2,123 |
|
Caesars Resort Collection |
|
|
|
|
|
|
|
|
5.750%, 07/01/2025 (C) |
|
|
741 |
|
|
|
741 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (C) |
|
|
542 |
|
|
|
593 |
|
9.875%, 08/01/2027 (C) |
|
|
35 |
|
|
|
37 |
|
6.000%, 05/01/2029 (C) |
|
|
165 |
|
|
|
159 |
|
5.750%, 03/01/2027 (C) |
|
|
295 |
|
|
|
288 |
|
4.000%, 08/01/2028 (C) |
|
|
260 |
|
|
|
241 |
|
Clarios Global |
|
|
|
|
|
|
|
|
6.750%, 05/15/2025 (C) |
|
|
570 |
|
|
|
575 |
|
6.250%, 05/15/2026 (C) |
|
|
740 |
|
|
|
741 |
|
CMG Media |
|
|
|
|
|
|
|
|
8.875%, 12/15/2027 (C) |
|
|
655 |
|
|
|
519 |
|
Dave & Buster's |
|
|
|
|
|
|
|
|
7.625%, 11/01/2025 (C) |
|
|
297 |
|
|
|
301 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (C)(D) |
|
|
312 |
|
|
|
16 |
|
5.375%, 08/15/2026 (C)(D) |
|
|
480 |
|
|
|
24 |
|
Empire Resorts |
|
|
|
|
|
|
|
|
7.750%, 11/01/2026 (C) |
|
|
735 |
|
|
|
634 |
|
Fertitta Entertainment |
|
|
|
|
|
|
|
|
6.750%, 01/15/2030 (C) |
|
|
101 |
|
|
|
89 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 03/06/2030 |
|
|
145 |
|
|
|
156 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.815%, 11/02/2027 |
|
$ |
150 |
|
|
$ |
140 |
|
2.900%, 02/10/2029 |
|
|
230 |
|
|
|
201 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (C) |
|
|
290 |
|
|
|
244 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
4.000%, 05/01/2031 (C) |
|
|
495 |
|
|
|
453 |
|
Jacobs Entertainment |
|
|
|
|
|
|
|
|
6.750%, 02/15/2029 (C) |
|
|
375 |
|
|
|
352 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.200%, 08/08/2024 |
|
|
2,232 |
|
|
|
2,189 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
8.250%, 02/01/2030 |
|
|
745 |
|
|
|
316 |
|
McGraw-Hill Education |
|
|
|
|
|
|
|
|
5.750%, 08/01/2028 (C) |
|
|
120 |
|
|
|
116 |
|
Monitronics International |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (A) |
|
|
550 |
|
|
|
– |
|
Monitronics International (Escrow Security) |
|
|
|
|
|
|
|
|
9.125%, 04/01/2020 (A) |
|
|
495 |
|
|
|
– |
|
NCL |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (C) |
|
|
90 |
|
|
|
95 |
|
8.125%, 01/15/2029 (C) |
|
|
60 |
|
|
|
63 |
|
5.875%, 03/15/2026 (C) |
|
|
416 |
|
|
|
406 |
|
5.875%, 02/15/2027 (C) |
|
|
110 |
|
|
|
109 |
|
3.625%, 12/15/2024 (C) |
|
|
1,168 |
|
|
|
1,135 |
|
PetSmart |
|
|
|
|
|
|
|
|
7.750%, 02/15/2029 (C) |
|
|
775 |
|
|
|
754 |
|
QVC |
|
|
|
|
|
|
|
|
4.750%, 02/15/2027 |
|
|
690 |
|
|
|
546 |
|
4.450%, 02/15/2025 |
|
|
633 |
|
|
|
594 |
|
4.375%, 09/01/2028 |
|
|
95 |
|
|
|
69 |
|
Radiate Holdco |
|
|
|
|
|
|
|
|
6.500%, 09/15/2028 (C) |
|
|
100 |
|
|
|
49 |
|
4.500%, 09/15/2026 (C) |
|
|
390 |
|
|
|
297 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
11.625%, 08/15/2027 (C) |
|
|
569 |
|
|
|
619 |
|
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (C) |
|
|
355 |
|
|
|
279 |
|
Studio City Finance |
|
|
|
|
|
|
|
|
5.000%, 01/15/2029 (C) |
|
|
10 |
|
|
|
8 |
|
Sugarhouse HSP Gaming Prop Mezz |
|
|
|
|
|
|
|
|
5.875%, 05/15/2025 (C) |
|
|
312 |
|
|
|
310 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.850%, 11/27/2033 |
|
|
270 |
|
|
|
288 |
|
7.700%, 11/27/2030 |
|
|
270 |
|
|
|
284 |
|
7.350%, 11/27/2028 |
|
|
105 |
|
|
|
110 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
6.250%, 05/15/2025 (C) |
|
|
879 |
|
|
|
877 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (C) |
|
|
225 |
|
|
|
148 |
|
Wynn Las Vegas |
|
|
|
|
|
|
|
|
5.500%, 03/01/2025 (C) |
|
|
198 |
|
|
|
197 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Wynn Resorts Finance |
|
|
|
|
|
|
|
|
5.125%, 10/01/2029 (C) |
|
$ |
542 |
|
|
$ |
512 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
5.375%, 04/01/2032 |
|
|
160 |
|
|
|
157 |
|
3.625%, 03/15/2031 |
|
|
45 |
|
|
|
41 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,166 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.4% |
|
|
|
|
Albertsons |
|
|
|
|
|
|
|
|
4.875%, 02/15/2030 (C) |
|
|
485 |
|
|
|
464 |
|
4.625%, 01/15/2027 (C) |
|
|
160 |
|
|
|
156 |
|
Coty |
|
|
|
|
|
|
|
|
6.500%, 04/15/2026 (C) |
|
|
54 |
|
|
|
54 |
|
New Albertsons |
|
|
|
|
|
|
|
|
8.700%, 05/01/2030 |
|
|
200 |
|
|
|
216 |
|
8.000%, 05/01/2031 |
|
|
40 |
|
|
|
43 |
|
Post Holdings |
|
|
|
|
|
|
|
|
5.625%, 01/15/2028 (C) |
|
|
235 |
|
|
|
233 |
|
Rite Aid |
|
|
|
|
|
|
|
|
8.000%, 11/15/2026 (C)(D) |
|
|
420 |
|
|
|
295 |
|
7.500%, 07/01/2025 (C)(D) |
|
|
75 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,514 |
|
| |
|
|
|
|
|
|
|
|
Energy — 3.1% |
|
|
|
|
Antero Midstream Partners |
|
|
|
|
|
|
|
|
5.375%, 06/15/2029 (C) |
|
|
190 |
|
|
|
183 |
|
Ascent Resources Utica Holdings |
|
|
|
|
|
|
|
|
8.250%, 12/31/2028 (C) |
|
|
424 |
|
|
|
426 |
|
Baytex Energy |
|
|
|
|
|
|
|
|
8.750%, 04/01/2027 (C) |
|
|
292 |
|
|
|
302 |
|
Chesapeake Energy Corp |
|
|
|
|
|
|
|
|
7.500%, 10/01/2026 (A) |
|
|
170 |
|
|
|
3 |
|
7.000%, 10/01/2024 (A) |
|
|
55 |
|
|
|
1 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.625%, 11/01/2030 (C) |
|
|
125 |
|
|
|
133 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (C) |
|
|
260 |
|
|
|
270 |
|
CVR Energy |
|
|
|
|
|
|
|
|
5.250%, 02/15/2025 (C) |
|
|
225 |
|
|
|
225 |
|
EnLink Midstream |
|
|
|
|
|
|
|
|
6.500%, 09/01/2030 (C) |
|
|
240 |
|
|
|
245 |
|
5.625%, 01/15/2028 (C) |
|
|
80 |
|
|
|
79 |
|
5.375%, 06/01/2029 |
|
|
230 |
|
|
|
225 |
|
Genesis Energy |
|
|
|
|
|
|
|
|
8.000%, 01/15/2027 |
|
|
195 |
|
|
|
198 |
|
7.750%, 02/01/2028 |
|
|
95 |
|
|
|
96 |
|
Greenfire Resources |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (C) |
|
|
235 |
|
|
|
233 |
|
Murphy Oil |
|
|
|
|
|
|
|
|
5.875%, 12/01/2027 |
|
|
264 |
|
|
|
263 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
5.750%, 02/01/2025 |
|
|
147 |
|
|
|
147 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
New Fortress Energy |
|
|
|
|
|
|
|
|
6.500%, 09/30/2026 (C) |
|
$ |
240 |
|
|
$ |
230 |
|
NGL Energy Operating |
|
|
|
|
|
|
|
|
7.500%, 02/01/2026 (C) |
|
|
581 |
|
|
|
587 |
|
PBF Holding |
|
|
|
|
|
|
|
|
6.000%, 02/15/2028 |
|
|
568 |
|
|
|
553 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (C) |
|
|
55 |
|
|
|
61 |
|
8.000%, 04/15/2027 (C) |
|
|
637 |
|
|
|
660 |
|
Rockcliff Energy II |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (C) |
|
|
449 |
|
|
|
424 |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
9.625%, 04/15/2029 (C) |
|
|
235 |
|
|
|
230 |
|
SM Energy |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 |
|
|
590 |
|
|
|
587 |
|
5.625%, 06/01/2025 |
|
|
2,103 |
|
|
|
2,078 |
|
Strathcona Resources |
|
|
|
|
|
|
|
|
6.875%, 08/01/2026 (C) |
|
|
295 |
|
|
|
282 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (C) |
|
|
872 |
|
|
|
911 |
|
8.000%, 02/01/2027 (C) |
|
|
215 |
|
|
|
210 |
|
7.500%, 01/15/2026 (C) |
|
|
338 |
|
|
|
332 |
|
7.500%, 04/15/2031 |
|
|
95 |
|
|
|
83 |
|
7.250%, 11/01/2025 (C) |
|
|
403 |
|
|
|
397 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
4.125%, 08/15/2031 (C) |
|
|
510 |
|
|
|
449 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
11,103 |
|
| |
|
|
|
|
|
|
|
|
Financials — 1.0% |
|
|
|
|
CPI CG |
|
|
|
|
|
|
|
|
8.625%, 03/15/2026 (C) |
|
|
315 |
|
|
|
304 |
|
Finance of America Funding |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (C) |
|
|
680 |
|
|
|
546 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
12.000%, 10/01/2028 (C) |
|
|
90 |
|
|
|
98 |
|
6.625%, 01/15/2027 (C) |
|
|
230 |
|
|
|
220 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
4.250%, 02/01/2027 (C) |
|
|
275 |
|
|
|
259 |
|
LD Holdings Group |
|
|
|
|
|
|
|
|
6.500%, 11/01/2025 (C) |
|
|
265 |
|
|
|
246 |
|
6.125%, 04/01/2028 (C) |
|
|
155 |
|
|
|
132 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (C) |
|
|
285 |
|
|
|
266 |
|
5.625%, 01/15/2030 (C) |
|
|
100 |
|
|
|
89 |
|
Navient |
|
|
|
|
|
|
|
|
5.500%, 03/15/2029 |
|
|
130 |
|
|
|
120 |
|
Novo Banco MTN |
|
|
|
|
|
|
|
|
3.500%, 01/02/2043 |
|
EUR |
20 |
|
|
|
16 |
|
3.500%, 01/23/2043 |
|
|
240 |
|
|
|
193 |
|
OneMain Finance |
|
|
|
|
|
|
|
|
3.875%, 09/15/2028 |
|
$ |
435 |
|
|
|
385 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
PennyMac Financial Services |
|
|
|
|
|
|
|
|
5.750%, 09/15/2031 (C) |
|
$ |
190 |
|
|
$ |
176 |
|
4.250%, 02/15/2029 (C) |
|
|
275 |
|
|
|
247 |
|
Starwood Property Trust |
|
|
|
|
|
|
|
|
3.625%, 07/15/2026 (C) |
|
|
320 |
|
|
|
303 |
|
WeWork US |
|
|
|
|
|
|
|
|
15.000%, 08/15/2027 (C)(D) |
|
|
287 |
|
|
|
95 |
|
11.000%, 08/15/2027 (C)(D) |
|
|
360 |
|
|
|
72 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,767 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 1.7% |
|
|
|
|
Akumin |
|
|
|
|
|
|
|
|
7.000%, 11/01/2025 (B)(C)(D) |
|
|
865 |
|
|
|
701 |
|
Akumin Escrow |
|
|
|
|
|
|
|
|
7.500%, 08/01/2028 (B)(C)(D) |
|
|
300 |
|
|
|
227 |
|
CHS |
|
|
|
|
|
|
|
|
5.250%, 05/15/2030 (C) |
|
|
233 |
|
|
|
195 |
|
4.750%, 02/15/2031 (C) |
|
|
270 |
|
|
|
212 |
|
Embecta |
|
|
|
|
|
|
|
|
6.750%, 02/15/2030 (C) |
|
|
330 |
|
|
|
287 |
|
Endo DAC |
|
|
|
|
|
|
|
|
9.500%, 07/31/2027 (C)(D) |
|
|
194 |
|
|
|
14 |
|
6.000%, 06/30/2028 (C)(D) |
|
|
193 |
|
|
|
14 |
|
5.875%, 10/15/2024 (C)(D) |
|
|
85 |
|
|
|
54 |
|
Endo Luxembourg Finance I Sarl |
|
|
|
|
|
|
|
|
6.125%, 04/01/2029 (C)(D) |
|
|
165 |
|
|
|
106 |
|
Envision Healthcare Corp |
|
|
|
|
|
|
|
|
8.750%, 10/15/2026 (A) |
|
|
145 |
|
|
|
1 |
|
Global Medical Response |
|
|
|
|
|
|
|
|
6.500%, 10/01/2025 (C) |
|
|
270 |
|
|
|
214 |
|
Jazz Securities DAC |
|
|
|
|
|
|
|
|
4.375%, 01/15/2029 (C) |
|
|
667 |
|
|
|
621 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
11.000%, 10/15/2030 (C) |
|
|
473 |
|
|
|
498 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
3.875%, 04/01/2029 (C) |
|
|
330 |
|
|
|
298 |
|
Molina Healthcare |
|
|
|
|
|
|
|
|
4.375%, 06/15/2028 (C) |
|
|
200 |
|
|
|
189 |
|
3.875%, 11/15/2030 (C) |
|
|
125 |
|
|
|
113 |
|
Par Pharmaceutical |
|
|
|
|
|
|
|
|
7.500%, 04/01/2027 (C)(D) |
|
|
85 |
|
|
|
54 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
5.250%, 04/15/2024 (C) |
|
|
274 |
|
|
|
272 |
|
Radiology Partners |
|
|
|
|
|
|
|
|
9.250%, 02/01/2028 (C) |
|
|
225 |
|
|
|
115 |
|
RP Escrow Issuer |
|
|
|
|
|
|
|
|
5.250%, 12/15/2025 (C) |
|
|
1,215 |
|
|
|
972 |
|
Team Health Holdings |
|
|
|
|
|
|
|
|
13.500%, 06/30/2028 |
|
|
160 |
|
|
|
158 |
|
6.375%, 02/01/2025 (C) |
|
|
110 |
|
|
|
92 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.750%, 05/15/2031 (C) |
|
|
245 |
|
|
|
250 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
6.125%, 10/01/2028 |
|
$ |
55 |
|
|
$ |
55 |
|
6.125%, 06/15/2030 |
|
|
365 |
|
|
|
369 |
|
4.375%, 01/15/2030 |
|
|
220 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,285 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 2.6% |
|
|
|
|
American Airlines Group |
|
|
|
|
|
|
|
|
3.750%, 03/01/2025 (C) |
|
|
662 |
|
|
|
645 |
|
Avianca Midco 2 |
|
|
|
|
|
|
|
|
9.000%, 12/01/2028 (C) |
|
|
208 |
|
|
|
182 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (C) |
|
|
240 |
|
|
|
216 |
|
Camelot Return Merger Sub |
|
|
|
|
|
|
|
|
8.750%, 08/01/2028 (C) |
|
|
337 |
|
|
|
342 |
|
CDW |
|
|
|
|
|
|
|
|
4.125%, 05/01/2025 |
|
|
41 |
|
|
|
40 |
|
Cimpress |
|
|
|
|
|
|
|
|
7.000%, 06/15/2026 |
|
|
531 |
|
|
|
519 |
|
Cornerstone Building Brands |
|
|
|
|
|
|
|
|
6.125%, 01/15/2029 (C) |
|
|
280 |
|
|
|
230 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.000%, 05/01/2025 (C) |
|
|
1,281 |
|
|
|
1,303 |
|
Garda World Security |
|
|
|
|
|
|
|
|
6.000%, 06/01/2029 (C) |
|
|
473 |
|
|
|
424 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (C) |
|
|
261 |
|
|
|
269 |
|
3.750%, 08/01/2025 (C) |
|
|
155 |
|
|
|
151 |
|
JELD-WEN |
|
|
|
|
|
|
|
|
4.625%, 12/15/2025 (C) |
|
|
960 |
|
|
|
929 |
|
PGT Innovations |
|
|
|
|
|
|
|
|
4.375%, 10/01/2029 (C) |
|
|
245 |
|
|
|
244 |
|
Pitney Bowes |
|
|
|
|
|
|
|
|
7.250%, 03/15/2029 (C) |
|
|
185 |
|
|
|
158 |
|
6.875%, 03/15/2027 (C) |
|
|
215 |
|
|
|
201 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (C) |
|
|
526 |
|
|
|
551 |
|
6.875%, 12/15/2030 (C) |
|
|
270 |
|
|
|
278 |
|
6.250%, 03/15/2026 (C) |
|
|
868 |
|
|
|
867 |
|
Uber Technologies |
|
|
|
|
|
|
|
|
8.000%, 11/01/2026 (C) |
|
|
1,217 |
|
|
|
1,240 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (C) |
|
|
115 |
|
|
|
108 |
|
4.375%, 04/15/2026 (C) |
|
|
115 |
|
|
|
112 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
4.000%, 07/15/2030 |
|
|
320 |
|
|
|
295 |
|
Verde Purchaser |
|
|
|
|
|
|
|
|
10.500%, 11/30/2030 (C) |
|
|
261 |
|
|
|
263 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,567 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.9% |
|
|
|
|
Banff Merger Sub |
|
|
|
|
|
|
|
|
8.375%, 09/01/2026 |
|
EUR |
752 |
|
|
|
813 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CDW |
|
|
|
|
|
|
|
|
5.500%, 12/01/2024 |
|
$ |
24 |
|
|
$ |
24 |
|
Ciena |
|
|
|
|
|
|
|
|
4.000%, 01/31/2030 (C) |
|
|
250 |
|
|
|
228 |
|
Coherent |
|
|
|
|
|
|
|
|
5.000%, 12/15/2029 (C) |
|
|
315 |
|
|
|
299 |
|
CommScope |
|
|
|
|
|
|
|
|
8.250%, 03/01/2027 (C) |
|
|
225 |
|
|
|
119 |
|
7.125%, 07/01/2028 (C) |
|
|
620 |
|
|
|
294 |
|
6.000%, 03/01/2026 (C) |
|
|
150 |
|
|
|
134 |
|
CommScope Technologies |
|
|
|
|
|
|
|
|
6.000%, 06/15/2025 (C) |
|
|
36 |
|
|
|
29 |
|
5.000%, 03/15/2027 (C) |
|
|
35 |
|
|
|
15 |
|
McAfee |
|
|
|
|
|
|
|
|
7.375%, 02/15/2030 (C) |
|
|
676 |
|
|
|
617 |
|
Presidio Holdings |
|
|
|
|
|
|
|
|
8.250%, 02/01/2028 (C) |
|
|
119 |
|
|
|
120 |
|
Viasat |
|
|
|
|
|
|
|
|
7.500%, 05/30/2031 (C) |
|
|
245 |
|
|
|
192 |
|
ViaSat |
|
|
|
|
|
|
|
|
6.500%, 07/15/2028 (C) |
|
|
85 |
|
|
|
70 |
|
Virtusa |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (C) |
|
|
408 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,303 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.3% |
|
|
|
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (C) |
|
|
280 |
|
|
|
251 |
|
Baffinland Iron Mines |
|
|
|
|
|
|
|
|
8.750%, 07/15/2026 (C) |
|
|
545 |
|
|
|
510 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
215 |
|
|
|
185 |
|
Berry Global |
|
|
|
|
|
|
|
|
5.625%, 07/15/2027 (C) |
|
|
200 |
|
|
|
199 |
|
Cornerstone Chemical |
|
|
|
|
|
|
|
|
10.250%, 09/01/2027 (A)(B)(C)(D) |
|
|
56 |
|
|
|
56 |
|
15.000%, 12/06/2028 (A)(C) |
|
|
487 |
|
|
|
438 |
|
Domtar |
|
|
|
|
|
|
|
|
6.750%, 10/01/2028 (C) |
|
|
490 |
|
|
|
443 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
8.625%, 06/01/2031 (C) |
|
|
250 |
|
|
|
212 |
|
Innophos Holdings |
|
|
|
|
|
|
|
|
9.375%, 02/15/2028 (C) |
|
|
250 |
|
|
|
227 |
|
Iris Holdings |
|
|
|
|
|
|
|
|
8.750%, 02/15/2026 (C) |
|
|
5 |
|
|
|
4 |
|
LSB Industries |
|
|
|
|
|
|
|
|
6.250%, 10/15/2028 (C) |
|
|
330 |
|
|
|
313 |
|
Mountain Province Diamonds |
|
|
|
|
|
|
|
|
9.000%, 12/15/2025 (A)(C) |
|
|
223 |
|
|
|
217 |
|
Northwest Acquisitions ULC |
|
|
|
|
|
|
|
|
7.125%, 11/01/2022 (A)(B)(C)(D) |
|
|
460 |
|
|
|
– |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
NOVA Chemicals |
|
|
|
|
|
|
|
|
4.875%, 06/01/2024 (C) |
|
$ |
127 |
|
|
$ |
126 |
|
Olympus Water US Holding |
|
|
|
|
|
|
|
|
9.750%, 11/15/2028 (C) |
|
|
374 |
|
|
|
397 |
|
6.250%, 10/01/2029 (C) |
|
|
266 |
|
|
|
236 |
|
Rain Carbon |
|
|
|
|
|
|
|
|
12.250%, 09/01/2029 (C) |
|
|
255 |
|
|
|
249 |
|
Rain CII Carbon |
|
|
|
|
|
|
|
|
7.250%, 04/01/2025 (C) |
|
|
6 |
|
|
|
6 |
|
Tacora Resources |
|
|
|
|
|
|
|
|
13.000%, 11/03/2023 (A)(B)(C)(D) |
|
|
23 |
|
|
|
23 |
|
8.250%, 05/15/2026 (B)(C)(D) |
|
|
175 |
|
|
|
94 |
|
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (C) |
|
|
530 |
|
|
|
470 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,656 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 1.8% |
|
|
|
|
Diversified Healthcare Trust |
|
|
|
|
|
|
|
|
4.750%, 02/15/2028 |
|
|
100 |
|
|
|
77 |
|
4.375%, 03/01/2031 |
|
|
465 |
|
|
|
348 |
|
Park Intermediate Holdings |
|
|
|
|
|
|
|
|
7.500%, 06/01/2025 (C) |
|
|
776 |
|
|
|
780 |
|
Realogy Group |
|
|
|
|
|
|
|
|
5.750%, 01/15/2029 (C) |
|
|
295 |
|
|
|
229 |
|
5.250%, 04/15/2030 (C) |
|
|
259 |
|
|
|
194 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
5.500%, 12/15/2027 |
|
|
458 |
|
|
|
419 |
|
4.950%, 02/15/2027 |
|
|
786 |
|
|
|
712 |
|
4.750%, 10/01/2026 |
|
|
342 |
|
|
|
319 |
|
4.500%, 03/15/2025 |
|
|
478 |
|
|
|
467 |
|
4.375%, 02/15/2030 |
|
|
387 |
|
|
|
300 |
|
3.950%, 01/15/2028 |
|
|
519 |
|
|
|
425 |
|
VICI Properties |
|
|
|
|
|
|
|
|
5.625%, 05/01/2024 (C) |
|
|
995 |
|
|
|
992 |
|
4.625%, 06/15/2025 (C) |
|
|
641 |
|
|
|
630 |
|
3.500%, 02/15/2025 (C) |
|
|
454 |
|
|
|
442 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,334 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 1.1% |
|
|
|
|
Vistra Operations |
|
|
|
|
|
|
|
|
5.625%, 02/15/2027 (C) |
|
|
140 |
|
|
|
138 |
|
5.500%, 09/01/2026 (C) |
|
|
55 |
|
|
|
54 |
|
5.125%, 05/13/2025 (C) |
|
|
536 |
|
|
|
531 |
|
4.875%, 05/13/2024 (C) |
|
|
93 |
|
|
|
92 |
|
4.375%, 05/01/2029 (C) |
|
|
110 |
|
|
|
103 |
|
3.550%, 07/15/2024 (C) |
|
|
2,941 |
|
|
|
2,900 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,818 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $84,004) ($ Thousands) |
|
|
|
|
|
|
78,526 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
REGISTERED INVESTMENT COMPANIES — 18.9% |
Merger Fund , Cl I |
|
|
4,028,487 |
|
|
$ |
68,323 |
|
Sprott Physical Uranium Trust |
|
|
21,761 |
|
|
|
464 |
|
| |
|
|
|
|
|
|
|
|
Total Registered Investment Companies |
|
|
|
|
|
|
|
|
(Cost $65,743) ($ Thousands) |
|
|
|
|
|
|
68,787 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
LOAN PARTICIPATIONS — 4.6% |
Avaya Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.856%, CME Term SOFR + 8.500%, 08/01/2028 (E)(F) |
|
$ |
765 |
|
|
|
673 |
|
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.238%, CME Term SOFR + 3.750%, 07/17/2028 (E) |
|
|
– |
|
|
|
— |
|
BCP V Everise, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/14/2029 (F)(G) |
|
|
320 |
|
|
|
296 |
|
Bluecrest, Intial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.456%, 08/31/2027 (A) |
|
|
79 |
|
|
|
77 |
|
Carestream Health, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.948%, CME Term SOFR + 7.500%, 09/30/2027 (E)(F) |
|
|
652 |
|
|
|
501 |
|
Castle US Holding Corp., Dollar Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.650%, 01/29/2027 (F) |
|
|
164 |
|
|
|
113 |
|
Castle US Holding Corp., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.400%, CME Term SOFR + 3.750%, 01/29/2027 (E)(F) |
|
|
197 |
|
|
|
138 |
|
CMG Media Corporation, 2021 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.948%, CME Term SOFR + 3.500%, 12/17/2026 (E) |
|
|
119 |
|
|
|
110 |
|
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.500%, 01/04/2026 (E)(F) |
|
|
243 |
|
|
|
134 |
|
Cooper’s Hawk Intermediate Holding, LLC, 2022 Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.970%, CME Term SOFR + 6.500%, 10/31/2026 (E) |
|
|
44 |
|
|
|
44 |
|
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.970%, 10/31/2026 (E) |
|
|
233 |
|
|
|
228 |
|
DMT Solutions Global Corp, Initial Term Loan |
|
|
|
|
|
|
|
|
13.488%, 08/30/2027 (A) |
|
|
67 |
|
|
|
65 |
|
13.483%, 08/30/2027 (A) |
|
|
67 |
|
|
|
65 |
|
13.456%, 08/30/2027 (A) |
|
|
67 |
|
|
|
64 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 (A) |
|
|
170 |
|
|
|
170 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Domtar Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.970%, 11/30/2028 (E) |
|
$ |
104 |
|
|
$ |
102 |
|
East Valley Tourist Development Authority , Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.970%, CME Term SOFR + 7.500%, 11/23/2026 (A)(E) |
|
|
155 |
|
|
|
151 |
|
Epic Y-Grade Services, LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.488%, 06/30/2027 (E)(F) |
|
|
1,212 |
|
|
|
1,181 |
|
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.895%, CME Term SOFR + 4.250%, 03/14/2025 (E)(F) |
|
|
626 |
|
|
|
488 |
|
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.934%, CME Term SOFR + 4.250%, 10/02/2025 (E)(F) |
|
|
1,019 |
|
|
|
794 |
|
Hubbard Radio, LLC, 1st Lien |
|
|
|
|
|
|
|
|
9.730%, 03/28/2025 |
|
|
192 |
|
|
|
157 |
|
J.C. Penney Corporation Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
5.250%, 06/21/2024 (A)(D)(E) |
|
|
378 |
|
|
|
— |
|
Lannett Takeback Exit Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
2.000%, 06/16/2030 (A)(D) |
|
|
92 |
|
|
|
92 |
|
Libbey Glass LLC, Incremental Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.956%, 11/22/2027 (F) |
|
|
458 |
|
|
|
437 |
|
LifeScan Global Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.975%, 12/31/2026 (F) |
|
|
1,813 |
|
|
|
1,344 |
|
LifeScan Global Corporation, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.975%, CME Term SOFR + 9.500%, 03/31/2027 (E) |
|
|
85 |
|
|
|
51 |
|
Mad Engine Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/15/2027 (F)(G) |
|
|
263 |
|
|
|
186 |
|
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.645%, CME Term SOFR + 5.000%, 07/27/2028 (E) |
|
|
1,181 |
|
|
|
830 |
|
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.595%, 02/16/2025 |
|
|
285 |
|
|
|
281 |
|
Matrix Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.498%, CME Term SOFR + 5.000%, 03/01/2029 (E)(F) |
|
|
600 |
|
|
|
408 |
|
Mavenir Systems, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.128%, CME Term SOFR + 5.750%, 08/18/2028 (E) |
|
|
78 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
10.390%, CME Term SOFR + 4.750%, 08/18/2028 (E)(F) |
|
$ |
882 |
|
|
$ |
615 |
|
McGraw-Hill Education, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.220%, CME Term SOFR + 4.750%, 07/28/2028 (E) |
|
|
229 |
|
|
|
229 |
|
Mountaineer Merger Corp., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.639%, 10/26/2028 (E) |
|
|
191 |
|
|
|
140 |
|
Pinnacle Service Brands, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.633%, CME Term SOFR + 8.000%, 03/22/2026 (A)(E) |
|
|
200 |
|
|
|
190 |
|
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.650%, CME Term SOFR + 4.000%, 06/22/2026 (E)(F) |
|
|
539 |
|
|
|
419 |
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.483%, 03/20/2024 (B) |
|
|
194 |
|
|
|
144 |
|
Procera Networks, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.970%, CME Term SOFR + 4.500%, 10/31/2025 (E) |
|
|
474 |
|
|
|
382 |
|
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.783%, CME Term SOFR + 4.250%, 02/01/2029 (E)(F) |
|
|
409 |
|
|
|
311 |
|
Radiate Holdco, LLC, Amendment No. 6 Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.250%, 09/25/2026 (E) |
|
|
237 |
|
|
|
189 |
|
Radiology Partners, Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.179%, CME Term SOFR + 4.250%, 07/09/2025 (E)(F) |
|
|
409 |
|
|
|
328 |
|
Red Planet Borrower, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, CME Term SOFR + 3.750%, 10/02/2028 (E)(F) |
|
|
– |
|
|
|
— |
|
S&S Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.408%, CME Term SOFR + 5.000%, 03/11/2028 (E)(F) |
|
|
– |
|
|
|
— |
|
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 12/17/2027 (E)(F) |
|
|
139 |
|
|
|
121 |
|
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 12/17/2027 (E)(F) |
|
|
218 |
|
|
|
190 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Sabre GLBL Inc., 2022 Other Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.706%, CME Term SOFR + 4.250%, 06/30/2028 (E) |
|
$ |
230 |
|
|
$ |
203 |
|
Sabre GLBL Inc., 2022 Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.416%, CME Term SOFR + 5.000%, 06/30/2028 (E)(F) |
|
|
– |
|
|
|
— |
|
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.348%, CME Term SOFR + 7.000%, 05/13/2027 (E) |
|
|
538 |
|
|
|
469 |
|
Team Health Holdings, Inc., Extended Term Loan |
|
|
|
|
|
|
|
|
0.000%, 03/02/2027 (G) |
|
|
– |
|
|
|
— |
|
Team Health Holdings, Inc., Extended Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.633%, CME Term SOFR + 5.250%, 03/02/2027 (E)(F) |
|
|
1,213 |
|
|
|
918 |
|
TransDigm Inc., Tranche I Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.598%, CME Term SOFR + 3.250%, 08/24/2028 (E) |
|
|
144 |
|
|
|
145 |
|
Travelport Finance (Luxembourg) S.a r.l., Consented Term Loan, Other |
|
|
|
|
|
|
|
|
13.890%, CME Term SOFR + 8.500%, 05/29/2026 (E)(F) |
|
|
– |
|
|
|
— |
|
Vida Capital, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.470%, 10/01/2026 (F) |
|
|
1,033 |
|
|
|
878 |
|
WarHorse Gaming, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.740%, 06/30/2028 (F) |
|
|
269 |
|
|
|
275 |
|
Wellful Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.720%, CME Term SOFR + 6.250%, 04/21/2027 (E)(F) |
|
|
578 |
|
|
|
509 |
|
WW International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 04/13/2028 (E) |
|
|
8 |
|
|
|
5 |
|
Xplornet Communications, Inc., Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, 10/02/2028 (F) |
|
|
848 |
|
|
|
504 |
|
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.470%, CME Term SOFR + 3.000%, 03/09/2027 (E)(F) |
|
|
356 |
|
|
|
305 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $17,737) ($ Thousands) |
|
|
|
|
|
|
16,703 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 3.6% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.383%, 01/25/2024 (H) |
|
$ |
2,350 |
|
|
$ |
2,342 |
|
5.355%, 01/18/2024 (H) |
|
|
3,650 |
|
|
|
3,641 |
|
5.341%, 02/08/2024 (H) |
|
|
600 |
|
|
|
597 |
|
5.324%, 02/01/2024 (H) |
|
|
2,000 |
|
|
|
1,991 |
|
5.301%, 03/07/2024 (H) |
|
|
1,300 |
|
|
|
1,288 |
|
5.299%, 02/29/2024 (H) |
|
|
2,000 |
|
|
|
1,983 |
|
5.278%, 02/13/2024 (H) |
|
|
300 |
|
|
|
298 |
|
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
146 |
|
|
|
157 |
|
4.125%, 08/15/2053 |
|
|
48 |
|
|
|
48 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.500%, 11/15/2033 |
|
|
235 |
|
|
|
247 |
|
4.375%, 11/30/2028 |
|
|
464 |
|
|
|
475 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $13,036) ($ Thousands) |
|
|
13,067 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 1.6% |
| |
|
|
|
|
|
|
|
|
Australia — 0.8% |
|
|
|
|
Lynas Rare Earths * |
|
|
218,303 |
|
|
|
1,067 |
|
South32 Ltd |
|
|
749,498 |
|
|
|
1,703 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,770 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.2% |
|
|
|
|
X-Fab Silicon Foundries * |
|
|
79,372 |
|
|
|
892 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.6% |
|
|
|
|
Hudbay Minerals |
|
|
202,950 |
|
|
|
1,120 |
|
NexGen Energy * |
|
|
143,981 |
|
|
|
1,008 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,128 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
OKEA |
|
|
65,649 |
|
|
|
172 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $6,798) ($ Thousands) |
|
|
|
|
|
|
5,962 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CONVERTIBLE BONDS — 0.2% |
Authentic Brands |
|
|
|
|
|
|
|
|
5.000%, 09/01/2029(A) |
|
|
32 |
|
|
|
32 |
|
Liberty Interactive |
|
|
|
|
|
|
|
|
4.000%, 11/15/2029 |
|
|
55 |
|
|
|
13 |
|
3.750%, 02/15/2030 |
|
|
524 |
|
|
|
131 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CONVERTIBLE BONDS (continued) |
North Sea Natural Resources |
|
|
|
|
|
|
|
|
0.000%, 01/23/2028(A)(G) |
|
$ |
94 |
|
|
$ |
27 |
|
0.000%, 01/23/2028(A)(G) |
|
|
7 |
|
|
|
5 |
|
0.000%, 01/23/2028(A)(G) |
|
|
15 |
|
|
|
4 |
|
Silver Airways LLC |
|
|
|
|
|
|
|
|
15.000%, 12/31/2027(A) |
|
|
708 |
|
|
|
579 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $1,095) ($ Thousands) |
|
|
|
|
|
|
791 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PREFERRED STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Guitar Center *(A)(B) |
|
|
39 |
|
|
|
4 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Syniverse *(A) |
|
|
496,393 |
|
|
|
475 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $491) ($ Thousands) |
|
|
|
|
|
|
479 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 0.1% |
Non-Agency Mortgage-Backed Obligations — 0.1% |
|
|
|
|
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D |
|
|
|
|
|
|
|
|
9.699%, TSFR1M + 4.337%, 06/15/2027(C)(E) |
|
$ |
245 |
|
|
|
245 |
|
TRTX, Ser 2021-FL4, Cl D |
|
|
|
|
|
|
|
|
9.076%, TSFR1M + 3.714%, 03/15/2038(C)(E) |
|
|
100 |
|
|
|
90 |
|
TRTX, Ser 2021-FL4, Cl E |
|
|
|
|
|
|
|
|
9.826%, TSFR1M + 4.464%, 03/15/2038(C)(E) |
|
|
100 |
|
|
|
90 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
425 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $444) ($ Thousands) |
|
|
|
|
|
|
425 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.1% |
Cornerstone Chemical Warrants |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(A) |
|
|
15,371 |
|
|
|
249 |
|
Greenfire RES, Expires 09/20/2028 |
|
|
|
|
|
|
|
|
Strike Price $– * |
|
|
1,088 |
|
|
|
1 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $100.00 *(A)(B) |
|
|
574 |
|
|
|
33 |
|
Guitar Center, Expires 12/22/2070 |
|
|
|
|
|
|
|
|
Strike Price $160.00 *(A)(B) |
|
|
574 |
|
|
|
16 |
|
| |
|
|
|
|
|
|
Description |
|
|
Number of
Warrants |
|
|
Market Value
($ Thousands) |
|
WARRANTS (continued) |
Silver Airways LLC |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(A) |
|
|
– |
|
|
$ |
– |
|
Tacora Resources |
|
|
|
|
|
|
|
|
Strike Price $– *‡‡(A)(B) |
|
|
614,882 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $301) ($ Thousands) |
|
|
|
|
|
|
299 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
ASSET-BACKED SECURITIES — 0.0% |
Other Asset-Backed Securities — 0.0% |
|
|
|
|
| |
|
|
|
|
STWD, Ser 2021-FL2, Cl D |
|
|
|
|
|
|
|
|
8.273%, TSFR1M + 2.914%, 04/18/2038(C)(E) |
|
$ |
100 |
|
|
|
88 |
|
STWD, Ser 2021-FL2, Cl E |
|
|
|
|
|
|
|
|
9.023%, TSFR1M + 3.664%, 04/18/2038(C)(E) |
|
|
100 |
|
|
|
87 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $200) ($ Thousands) |
|
|
|
|
|
|
175 |
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENTS — 21.9% |
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Institutional Share Class |
|
|
|
|
|
|
|
|
5.200%** |
|
|
872,063 |
|
|
|
872 |
|
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.220%**† |
|
|
78,968,722 |
|
|
|
78,969 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Cash Equivalents |
|
|
|
|
|
|
|
|
(Cost $79,841) ($ Thousands) |
|
|
|
|
|
|
79,841 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $68) ($ Thousands) |
|
|
|
|
|
|
61 |
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 94.4% |
|
|
|
|
|
|
|
|
(Cost $342,167) ($ Thousands) |
|
$ |
343,978 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (9.0)% |
Communication Services — (0.6)% |
|
|
|
|
fuboTV * |
|
|
(64,266 |
) |
|
|
(204 |
) |
Shutterstock Inc |
|
|
(8,034 |
) |
|
|
(388 |
) |
Yelp Inc, Cl A * |
|
|
(30,971 |
) |
|
|
(1,466 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(2,058 |
) |
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Consumer Discretionary — (1.3)% |
|
|
|
|
Asbury Automotive Group Inc * |
|
|
(1,727 |
) |
|
$ |
(389 |
) |
Dick's Sporting Goods Inc |
|
|
(69 |
) |
|
|
(10 |
) |
Modine Manufacturing Co * |
|
|
(6,705 |
) |
|
|
(401 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(2,424 |
) |
|
|
(129 |
) |
Stitch Fix Inc, Cl A * |
|
|
(180,723 |
) |
|
|
(645 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(4,849 |
) |
|
|
(593 |
) |
Ulta Beauty Inc * |
|
|
(2,372 |
) |
|
|
(1,162 |
) |
YETI Holdings Inc * |
|
|
(29,050 |
) |
|
|
(1,504 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,833 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Staples — (0.2)% |
|
|
|
|
Dollar General Corp |
|
|
(2,958 |
) |
|
|
(402 |
) |
Estee Lauder Cos Inc/The, Cl A |
|
|
(2,725 |
) |
|
|
(399 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(801 |
) |
| |
|
|
|
|
|
|
|
|
Financials — (1.0)% |
|
|
|
|
Affirm Holdings Inc, Cl A * |
|
|
(39,101 |
) |
|
|
(1,921 |
) |
Goldman Sachs Group Inc/The |
|
|
(2,559 |
) |
|
|
(987 |
) |
Navient Corp |
|
|
(20,374 |
) |
|
|
(379 |
) |
Pinnacle Financial Partners Inc |
|
|
(4,431 |
) |
|
|
(387 |
) |
TriplePoint Venture Growth BDC |
|
|
(13,493 |
) |
|
|
(147 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,821 |
) |
| |
|
|
|
|
|
|
|
|
Health Care — (0.3)% |
|
|
|
|
Johnson & Johnson |
|
|
(6,190 |
) |
|
|
(970 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Industrials — (0.8)% |
|
|
|
|
ArcBest Corp |
|
|
(5,572 |
) |
|
|
(670 |
) |
Expeditors International of Washington Inc |
|
|
(7,013 |
) |
|
|
(892 |
) |
Matson Inc |
|
|
(5,083 |
) |
|
|
(557 |
) |
Otis Worldwide Corp |
|
|
(10,651 |
) |
|
|
(953 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,072 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (3.2)% |
|
|
|
|
Accenture PLC, Cl A |
|
|
(1,685 |
) |
|
|
(591 |
) |
Check Point Software Technologies Ltd * |
|
|
(2,577 |
) |
|
|
(394 |
) |
Cisco Systems Inc |
|
|
(15,480 |
) |
|
|
(782 |
) |
Juniper Networks Inc |
|
|
(39,633 |
) |
|
|
(1,169 |
) |
Microchip Technology Inc |
|
|
(8,417 |
) |
|
|
(759 |
) |
MicroStrategy Inc, Cl A * |
|
|
(667 |
) |
|
|
(421 |
) |
Monday.com Ltd * |
|
|
(3,054 |
) |
|
|
(574 |
) |
NVIDIA Corp |
|
|
(1,918 |
) |
|
|
(950 |
) |
ON Semiconductor Corp * |
|
|
(13,886 |
) |
|
|
(1,160 |
) |
Oracle Corp, Cl B |
|
|
(9,166 |
) |
|
|
(966 |
) |
QUALCOMM Inc |
|
|
(6,792 |
) |
|
|
(982 |
) |
Smartsheet Inc, Cl A * |
|
|
(10,936 |
) |
|
|
(523 |
) |
Snowflake Inc, Cl A * |
|
|
(5,837 |
) |
|
|
(1,162 |
) |
Xerox Holdings Corp |
|
|
(64,330 |
) |
|
|
(1,179 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(11,612 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (0.3)% |
|
|
|
|
Freeport-McMoRan Inc, Cl B |
|
|
(8,991 |
) |
|
$ |
(383 |
) |
Nucor Corp |
|
|
(2,186 |
) |
|
|
(380 |
) |
Steel Dynamics Inc |
|
|
(3,208 |
) |
|
|
(379 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(1,142 |
) |
| |
|
|
|
|
|
|
|
|
Real Estate — (1.3)% |
|
|
|
|
Federal Realty Investment Trust |
|
|
(5,531 |
) |
|
|
(570 |
) |
Gaming and Leisure Properties Inc |
|
|
(12,051 |
) |
|
|
(595 |
) |
Lamar Advertising Co, Cl A |
|
|
(14,064 |
) |
|
|
(1,495 |
) |
Regency Centers Corp |
|
|
(8,664 |
) |
|
|
(580 |
) |
Simon Property Group Inc |
|
|
(1,604 |
) |
|
|
(229 |
) |
Vornado Realty Trust |
|
|
(40,659 |
) |
|
|
(1,148 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,617 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $29,805) ($ Thousands) |
|
|
|
|
|
|
(32,926 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS SOLD SHORT — (2.8)% |
Communication Services — (0.4)% |
|
|
|
|
AMC Networks |
|
|
|
|
|
|
|
|
4.750%, 08/01/2025 |
|
$ |
(198 |
) |
|
|
(193 |
) |
Clear Channel Outdoor Holdings Inc |
|
|
|
|
|
|
|
|
9.000%, 09/15/2028 (C) |
|
|
(390 |
) |
|
|
(407 |
) |
5.125%, 08/15/2027 (C) |
|
|
(678 |
) |
|
|
(647 |
) |
| |
|
|
|
|
|
|
(1,247 |
) |
Consumer Discretionary — (0.8)% |
|
|
|
|
Dana |
|
|
|
|
|
|
|
|
5.625%, 06/15/2028 |
|
|
(335 |
) |
|
|
(330 |
) |
4.250%, 09/01/2030 |
|
|
(134 |
) |
|
|
(119 |
) |
Fertitta Entertainment |
|
|
|
|
|
|
|
|
4.625%, 01/15/2029 (C) |
|
|
(440 |
) |
|
|
(399 |
) |
Hanesbrands |
|
|
|
|
|
|
|
|
9.000%, 02/15/2031 (C) |
|
|
(575 |
) |
|
|
(563 |
) |
Hilton Grand Vacations Borrower Escrow |
|
|
|
|
|
|
|
|
5.000%, 06/01/2029 (C) |
|
|
(310 |
) |
|
|
(286 |
) |
Marriott Ownership Resorts |
|
|
|
|
|
|
|
|
4.500%, 06/15/2029 (C) |
|
|
(310 |
) |
|
|
(273 |
) |
MGM Resorts International |
|
|
|
|
|
|
|
|
4.750%, 10/15/2028 |
|
|
(121 |
) |
|
|
(115 |
) |
Newell Brands |
|
|
|
|
|
|
|
|
6.375%, 09/15/2027 |
|
|
(185 |
) |
|
|
(184 |
) |
Tempur Sealy International |
|
|
|
|
|
|
|
|
4.000%, 04/15/2029 (C) |
|
|
(135 |
) |
|
|
(122 |
) |
3.875%, 10/15/2031 (C) |
|
|
(115 |
) |
|
|
(97 |
) |
Univision Communications |
|
|
|
|
|
|
|
|
8.000%, 08/15/2028 (C) |
|
|
(200 |
) |
|
|
(207 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS SOLD SHORT (continued) |
7.375%, 06/30/2030 (C) |
|
$ |
(329 |
) |
|
$ |
(328 |
) |
| |
|
|
|
|
|
|
(3,023 |
) |
Consumer Staples — (0.3)% |
|
|
|
|
B&G Foods |
|
|
|
|
|
|
|
|
8.000%, 09/15/2028 (C) |
|
|
(182 |
) |
|
|
(191 |
) |
5.250%, 09/15/2027 |
|
|
(382 |
) |
|
|
(347 |
) |
Walgreens Boots Alliance |
|
|
|
|
|
|
|
|
4.800%, 11/18/2044 |
|
|
(200 |
) |
|
|
(167 |
) |
4.100%, 04/15/2050 |
|
|
(81 |
) |
|
|
(59 |
) |
3.200%, 04/15/2030 |
|
|
(400 |
) |
|
|
(352 |
) |
| |
|
|
|
|
|
|
(1,116 |
) |
Energy — (0.2)% |
|
|
|
|
Nabors Industries |
|
|
|
|
|
|
|
|
9.125%, 01/31/2030 (C) |
|
|
(365 |
) |
|
|
(366 |
) |
Vital Energy |
|
|
|
|
|
|
|
|
10.125%, 01/15/2028 |
|
|
(107 |
) |
|
|
(110 |
) |
9.750%, 10/15/2030 |
|
|
(268 |
) |
|
|
(278 |
) |
| |
|
|
|
|
|
|
(754 |
) |
Health Care — (0.3)% |
|
|
|
|
AdaptHealth |
|
|
|
|
|
|
|
|
6.125%, 08/01/2028 (C) |
|
|
(75 |
) |
|
|
(65 |
) |
5.125%, 03/01/2030 (C) |
|
|
(295 |
) |
|
|
(230 |
) |
Embecta |
|
|
|
|
|
|
|
|
5.000%, 02/15/2030 (C) |
|
|
(422 |
) |
|
|
(358 |
) |
Fortrea Holdings |
|
|
|
|
|
|
|
|
7.500%, 07/01/2030 (C) |
|
|
(319 |
) |
|
|
(327 |
) |
| |
|
|
|
|
|
|
(980 |
) |
Industrials — (0.3)% |
|
|
|
|
3M MTN |
|
|
|
|
|
|
|
|
3.375%, 03/01/2029 |
|
|
(479 |
) |
|
|
(448 |
) |
Allied Universal Holdco |
|
|
|
|
|
|
|
|
9.750%, 07/15/2027 (C) |
|
|
(255 |
) |
|
|
(250 |
) |
6.000%, 06/01/2029 (C) |
|
|
(105 |
) |
|
|
(86 |
) |
CoreLogic |
|
|
|
|
|
|
|
|
4.500%, 05/01/2028 (C) |
|
|
(380 |
) |
|
|
(333 |
) |
| |
|
|
|
|
|
|
(1,117 |
) |
Materials — (0.5)% |
|
|
|
|
Clydesdale Acquisition Holdings |
|
|
|
|
|
|
|
|
8.750%, 04/15/2030 (C) |
|
|
(269 |
) |
|
|
(250 |
) |
6.625%, 04/15/2029 (C) |
|
|
(255 |
) |
|
|
(251 |
) |
FMG Resources August 2006 Pty |
|
|
|
|
|
|
|
|
6.125%, 04/15/2032 (C) |
|
|
(235 |
) |
|
|
(237 |
) |
5.875%, 04/15/2030 (C) |
|
|
(205 |
) |
|
|
(203 |
) |
LABL |
|
|
|
|
|
|
|
|
8.250%, 11/01/2029 (C) |
|
|
(205 |
) |
|
|
(173 |
) |
5.875%, 11/01/2028 (C) |
|
|
(243 |
) |
|
|
(220 |
) |
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.500%, 10/15/2029 |
|
|
(383 |
) |
|
|
(340 |
) |
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS SOLD SHORT (continued) |
Tronox |
|
|
|
|
|
|
|
|
4.625%, 03/15/2029 (C) |
|
$ |
(195 |
) |
|
$ |
(173 |
) |
| |
|
|
|
|
|
|
(1,847 |
) |
Total Corporate Obligations Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $9,682) ($ Thousands) |
|
|
|
|
|
|
(10,084 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS SOLD SHORT — (0.4)% |
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
4.500%, 11/15/2033 |
|
$ |
(232 |
) |
|
|
(244 |
) |
4.375%, 11/30/2028 |
|
|
(907 |
) |
|
|
(928 |
) |
4.375%, 11/30/2030 |
|
|
(240 |
) |
|
|
(247 |
) |
Total U.S. Treasury Obligations Sold Short |
|
|
|
|
(Proceeds $1,388) ($ Thousands) |
|
|
(1,419 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK SOLD SHORT —(0.4)% |
Denmark — (0.4)% |
|
|
|
|
Demant A/S * |
|
|
(29,394 |
) |
|
|
(1,289 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $956) ($ Thousands) |
|
|
|
|
|
|
(1,289 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (12.6)% |
|
|
|
|
|
|
|
|
(Proceeds $41,831) ($ Thousands) |
|
$ |
(45,718 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $24) ($ Thousands) |
|
|
|
|
|
$ |
(22 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Continued)
A list of the open exchange traded option contracts held by the Fund at December 31, 2023 is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
6 |
|
|
$ |
2,862 |
|
|
$ |
4,600.00 |
|
|
|
3/16/2024 |
|
|
$ |
32 |
|
S&P 500 Index |
|
|
8 |
|
|
|
3,816 |
|
|
|
4,600.00 |
|
|
|
3/16/2024 |
|
|
|
28 |
|
S&P 500 Index |
|
|
2 |
|
|
|
954 |
|
|
|
4,400.00 |
|
|
|
1/20/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,632 |
|
|
|
|
|
|
|
|
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The Goodyear Tire & Rubber Company |
|
|
73 |
|
|
|
104 |
|
|
|
15.00 |
|
|
|
1/20/2024 |
|
|
|
1 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
7,736 |
|
|
|
|
|
|
|
|
|
|
$ |
61 |
|
WRITTEN OPTIONS — (0.0)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index |
|
|
(2 |
) |
|
$ |
(954 |
) |
|
|
4,200.00 |
|
|
|
01/20/2024 |
|
|
$ |
– |
|
S&P 500 Index |
|
|
(8 |
) |
|
|
(3,816 |
) |
|
|
4,300.00 |
|
|
|
03/16/2024 |
|
|
|
(9 |
) |
S&P 500 Index |
|
|
(6 |
) |
|
|
(2,862 |
) |
|
|
4,300.00 |
|
|
|
03/16/2024 |
|
|
|
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(7,632 |
) |
|
|
|
|
|
|
|
|
|
$ |
(22 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Barclays PLC |
|
|
01/25/24 |
|
|
|
EUR |
|
|
|
192 |
|
|
|
USD |
|
|
|
205 |
|
|
$ |
(7 |
) |
Barclays PLC |
|
|
03/14/24 |
|
|
|
AUD |
|
|
|
149 |
|
|
|
USD |
|
|
|
100 |
|
|
|
(2 |
) |
BNYMellon |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
762 |
|
|
|
USD |
|
|
|
825 |
|
|
|
(19 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(28 |
) |
A list of open centrally cleared swap agreements held by the Fund at December 31, 2023, 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.41 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
258 |
|
|
$ |
(15 |
) |
|
$ |
(3 |
) |
|
$ |
(12 |
) |
CDX.HY.41 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
261 |
|
|
|
(15 |
) |
|
|
(8 |
) |
|
|
(7 |
) |
CDX.HY.41 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
156 |
|
|
|
(9 |
) |
|
|
(5 |
) |
|
|
(4 |
) |
CDX.HY.41 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
514 |
|
|
|
(30 |
) |
|
|
(4 |
) |
|
|
(26 |
) |
CDX.IG.41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,305 |
|
|
|
(25 |
) |
|
|
(16 |
) |
|
|
(9 |
) |
CDX.IG.41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,309 |
|
|
|
(26 |
) |
|
|
(17 |
) |
|
|
(9 |
) |
CDX.IG.41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
523 |
|
|
|
(10 |
) |
|
|
(8 |
) |
|
|
(2 |
) |
CDX.IG.41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,046 |
|
|
|
(20 |
) |
|
|
(18 |
) |
|
|
(2 |
) |
CDX.IG.41 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,307 |
|
|
|
(26 |
) |
|
|
(18 |
) |
|
|
(8 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(176 |
) |
|
$ |
(97 |
) |
|
$ |
(79 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Strategy Alternative Fund (Concluded)
|
Percentages are based on Net Assets of $364,192 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of December 31, 2023. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
† |
Investment in Affiliated Security. |
(A) |
Level 3 security in accordance with fair value hierarchy. |
(B) |
Security considered restricted, excluding 144A. The total market value of such securities as of December 31, 2023 was $1,685 ($ Thousands) and represented 0.5% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
(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 December 31, 2023, the value of these securities amounted to $55,929 ($ Thousands), representing 15.4% of the Net Assets of the Fund. |
(D) |
Security is in default on interest payment. |
(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) |
Unsettled bank loan. Interest rate may not be available. |
(G) |
No interest rate available. |
(H) |
Interest rate represents the security's effective yield at the time of purchase. |
(I) |
Perpetual security with no stated maturity date. |
The following is a summary of the transactions with affiliates for the period ended December 31, 2023 ($ Thousands):
Security Description |
|
Value
9/30/2023 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
12/31/2023 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
92,197 |
|
|
$ |
125,429 |
|
|
$ |
(138,657 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
78,969 |
|
|
$ |
1,143 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts designated as “—” are $0 or have been rounded to $0.
A list of the restricted securities, excluding 144a, held by the Fund at December 31, 2023, is as follows:
Description |
|
Face Amount ($ Thousands)/Shares/Number of Warrants |
|
|
Acquisition Date |
|
|
Cost ($ Thousands) |
|
|
Market Value
($ Thousands) |
|
Corporate Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Akumin |
|
$ |
865 |
|
|
10/26/2020 |
|
|
$ |
748 |
|
|
$ |
701 |
|
Akumin Escrow |
|
|
300 |
|
|
7/30/2021 |
|
|
|
279 |
|
|
|
227 |
|
Audacy Capital |
|
|
335 |
|
|
|
3/12/2021 |
|
|
|
236 |
|
|
|
5 |
|
Audacy Capital |
|
|
220 |
|
|
|
4/24/2021 |
|
|
|
140 |
|
|
|
4 |
|
Cornerstone Chemical |
|
|
56 |
|
|
|
9/28/2023 |
|
|
|
58 |
|
|
|
56 |
|
Northwest Acquisitions ULC |
|
|
460 |
|
|
|
10/1/2019 |
|
|
|
419 |
|
|
|
– |
|
Tacora Resources |
|
|
175 |
|
|
|
5/7/2021 |
|
|
|
188 |
|
|
|
94 |
|
Tacora Resources |
|
|
23 |
|
|
|
5/24/2023 |
|
|
|
23 |
|
|
|
23 |
|
Common Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
2,167 |
|
|
|
1/8/2021 |
|
|
|
275 |
|
|
|
330 |
|
Parker Drilling Co |
|
|
4,414 |
|
|
|
3/26/2019 |
|
|
|
56 |
|
|
|
48 |
|
Loan Participations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Premier Brands Group Holdings LLC, Initial Loan, 1st Lien |
|
|
194 |
|
|
|
3/21/2019 |
|
|
|
190 |
|
|
|
144 |
|
Preferred Stock |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
39 |
|
|
|
1/8/2021 |
|
|
|
4 |
|
|
|
4 |
|
Warrants |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guitar Center |
|
|
574 |
|
|
|
1/8/2021 |
|
|
|
31 |
|
|
|
33 |
|
Guitar Center |
|
|
574 |
|
|
|
1/8/2021 |
|
|
|
21 |
|
|
|
16 |
|
Tacora Resources |
|
|
614,882 |
|
|
|
5/24/2023 |
|
|
|
– |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
$ |
2,668 |
|
|
$ |
1,685 |
|
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Liquid Alternative Fund
A list of the open future contracts held by the Fund at December 31, 2023 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 |
|
|
27 |
|
|
|
Sep-2025 |
|
|
$ |
6,502 |
|
|
$ |
6,533 |
|
|
$ |
31 |
|
Euro FX |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
277 |
|
|
|
277 |
|
|
|
– |
|
MSCI EAFE Index |
|
|
10 |
|
|
|
Mar-2024 |
|
|
|
1,084 |
|
|
|
1,126 |
|
|
|
42 |
|
NASDAQ 100 Index E-MINI |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
647 |
|
|
|
681 |
|
|
|
34 |
|
Russell 2000 Index E-MINI |
|
|
4 |
|
|
|
Mar-2024 |
|
|
|
377 |
|
|
|
410 |
|
|
|
33 |
|
S&P 500 Index E-MINI |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
1,881 |
|
|
|
1,928 |
|
|
|
47 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
529 |
|
|
|
562 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
|
|
11,297 |
|
|
|
11,517 |
|
|
|
220 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AUD USD Currency |
|
|
(4 |
) |
|
|
Mar-2024 |
|
|
$ |
(268 |
) |
|
$ |
(274 |
) |
|
$ |
(6 |
) |
CAD Currency |
|
|
(13 |
) |
|
|
Mar-2024 |
|
|
|
(959 |
) |
|
|
(983 |
) |
|
|
(24 |
) |
Japanese Yen |
|
|
(13 |
) |
|
|
Mar-2024 |
|
|
|
(1,143 |
) |
|
|
(1,166 |
) |
|
|
(23 |
) |
MSCI Emerging Markets |
|
|
(22 |
) |
|
|
Mar-2024 |
|
|
|
(1,085 |
) |
|
|
(1,137 |
) |
|
|
(52 |
) |
U.S. 10-Year Treasury Note |
|
|
(13 |
) |
|
|
Mar-2024 |
|
|
|
(1,429 |
) |
|
|
(1,468 |
) |
|
|
(39 |
) |
U.S. Dollar Index |
|
|
(22 |
) |
|
|
Mar-2024 |
|
|
|
(2,276 |
) |
|
|
(2,222 |
) |
|
|
54 |
|
U.S. Long Treasury Bond |
|
|
(14 |
) |
|
|
Mar-2024 |
|
|
|
(1,636 |
) |
|
|
(1,749 |
) |
|
|
(113 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(8,796 |
) |
|
|
(8,999 |
) |
|
|
(203 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
2,501 |
|
|
$ |
2,518 |
|
|
$ |
17 |
|
Percentages are based on Net Assets of $14,499 ($ Thousands).
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 59.2% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.483%, 04/18/2024 (A) |
|
$ |
14,199 |
|
|
$ |
13,980 |
|
5.462%, 03/28/2024 ^(A) |
|
|
54,861 |
|
|
|
54,180 |
|
5.446%, 03/14/2024 (A) |
|
|
28,640 |
|
|
|
28,343 |
|
5.446%, 03/21/2024 ^(A) |
|
|
94,633 |
|
|
|
93,555 |
|
5.430%, 01/30/2024 ^(A) |
|
|
70,000 |
|
|
|
69,712 |
|
5.414%, 01/25/2024 ^(A) |
|
|
11,717 |
|
|
|
11,677 |
|
5.414%, 02/01/2024 ^(A) |
|
|
1,655 |
|
|
|
1,648 |
|
5.414%, 02/20/2024 (A) |
|
|
300,000 |
|
|
|
297,848 |
|
5.414%, 05/16/2024 ^(A) |
|
|
109,868 |
|
|
|
107,761 |
|
5.404%, 05/09/2024 ^(A) |
|
|
156,600 |
|
|
|
153,739 |
|
5.392%, 01/18/2024 ^(A) |
|
|
55,000 |
|
|
|
54,871 |
|
5.330%, 06/06/2024 ^(A) |
|
|
95,056 |
|
|
|
92,976 |
|
5.267%, 06/20/2024 ^(A) |
|
|
5,786 |
|
|
|
5,648 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.625%, 10/15/2027 |
|
|
9,244 |
|
|
|
9,173 |
|
1.375%, 07/15/2033 |
|
|
3,242 |
|
|
|
3,143 |
|
1.375%, 02/15/2044 |
|
|
660 |
|
|
|
590 |
|
1.250%, 04/15/2028 |
|
|
9,232 |
|
|
|
8,991 |
|
1.125%, 01/15/2033 |
|
|
7,747 |
|
|
|
7,327 |
|
1.000%, 02/15/2046 |
|
|
1,169 |
|
|
|
955 |
|
1.000%, 02/15/2049 |
|
|
3,668 |
|
|
|
2,950 |
|
0.875%, 01/15/2029 |
|
|
1,340 |
|
|
|
1,283 |
|
0.750%, 07/15/2028 |
|
|
15,934 |
|
|
|
15,248 |
|
0.750%, 02/15/2045 |
|
|
980 |
|
|
|
766 |
|
0.625%, 01/15/2024 |
|
|
1,319 |
|
|
|
1,315 |
|
0.625%, 07/15/2032 |
|
|
17,472 |
|
|
|
15,960 |
|
0.625%, 02/15/2043 |
|
|
669 |
|
|
|
522 |
|
0.500%, 01/15/2028 |
|
|
11,475 |
|
|
|
10,858 |
|
0.375%, 07/15/2025 |
|
|
2,595 |
|
|
|
2,514 |
|
0.375%, 01/15/2027 |
|
|
2,547 |
|
|
|
2,421 |
|
0.375%, 07/15/2027 |
|
|
2,767 |
|
|
|
2,629 |
|
0.250%, 01/15/2025 |
|
|
649 |
|
|
|
630 |
|
0.250%, 07/15/2029 |
|
|
7,698 |
|
|
|
7,114 |
|
0.250%, 02/15/2050 |
|
|
359 |
|
|
|
234 |
|
0.125%, 07/15/2024 |
|
|
2,592 |
|
|
|
2,547 |
|
0.125%, 10/15/2025 |
|
|
2,372 |
|
|
|
2,280 |
|
0.125%, 04/15/2026 |
|
|
2,346 |
|
|
|
2,233 |
|
0.125%, 07/15/2026 |
|
|
1,284 |
|
|
|
1,223 |
|
0.125%, 04/15/2027 |
|
|
4,359 |
|
|
|
4,095 |
|
0.125%, 01/15/2030 |
|
|
6,458 |
|
|
|
5,852 |
|
0.125%, 07/15/2030 |
|
|
6,000 |
|
|
|
5,420 |
|
0.125%, 01/15/2031 |
|
|
16,547 |
|
|
|
14,767 |
|
0.125%, 07/15/2031 |
|
|
21,811 |
|
|
|
19,387 |
|
0.125%, 01/15/2032 |
|
|
19,090 |
|
|
|
16,764 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $1,162,960) ($ Thousands) |
|
|
1,155,129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT — 12.3% |
| |
|
|
|
|
|
|
|
|
Deutsche Bundesrepublik Inflation Linked Bond |
|
|
|
|
|
|
|
|
0.500%, 04/15/2030 |
|
EUR |
31,184 |
|
|
$ |
35,312 |
|
0.100%, 04/15/2026 |
|
|
2,407 |
|
|
|
2,608 |
|
0.100%, 04/15/2033 |
|
|
8,914 |
|
|
|
9,864 |
|
0.100%, 04/15/2046 |
|
|
1,518 |
|
|
|
1,661 |
|
French Republic Government Bond OAT |
|
|
|
|
|
|
|
|
3.400%, 07/25/2029 |
|
|
741 |
|
|
|
955 |
|
1.850%, 07/25/2027 |
|
|
20,092 |
|
|
|
23,455 |
|
1.800%, 07/25/2040(B) |
|
|
710 |
|
|
|
930 |
|
0.700%, 07/25/2030(B) |
|
|
16,631 |
|
|
|
18,930 |
|
0.100%, 03/01/2026(B) |
|
|
3,941 |
|
|
|
4,311 |
|
0.100%, 03/01/2028 |
|
|
2,485 |
|
|
|
2,707 |
|
0.100%, 03/01/2029 |
|
|
14,698 |
|
|
|
16,108 |
|
0.100%, 07/25/2031(B) |
|
|
11,800 |
|
|
|
12,848 |
|
0.100%, 03/01/2032(B) |
|
|
2,823 |
|
|
|
3,048 |
|
0.100%, 03/01/2036(B) |
|
|
563 |
|
|
|
588 |
|
0.100%, 07/25/2038(B) |
|
|
1,161 |
|
|
|
1,202 |
|
0.100%, 07/25/2047(B) |
|
|
1,405 |
|
|
|
1,363 |
|
Inter-American Development Bank |
|
|
|
|
|
|
|
|
2.625%, 01/16/2024^ |
|
$ |
375 |
|
|
|
374 |
|
Italy Buoni Poliennali Del Tesoro |
|
|
|
|
|
|
|
|
2.550%, 09/15/2041(B) |
|
EUR |
1,065 |
|
|
|
1,263 |
|
2.350%, 09/15/2024(B) |
|
|
1,247 |
|
|
|
1,380 |
|
2.350%, 09/15/2035(B) |
|
|
1,112 |
|
|
|
1,305 |
|
1.500%, 05/15/2029 |
|
|
2,056 |
|
|
|
2,275 |
|
1.300%, 05/15/2028(B) |
|
|
611 |
|
|
|
675 |
|
1.250%, 09/15/2032(B) |
|
|
2,479 |
|
|
|
2,658 |
|
0.650%, 05/15/2026 |
|
|
292 |
|
|
|
317 |
|
0.400%, 05/15/2030(B) |
|
|
2,962 |
|
|
|
3,057 |
|
0.150%, 05/15/2051(B) |
|
|
594 |
|
|
|
416 |
|
0.100%, 05/15/2033(B) |
|
|
2,299 |
|
|
|
2,180 |
|
Korea International Bond |
|
|
|
|
|
|
|
|
2.750%, 01/19/2027^ |
|
$ |
1,000 |
|
|
|
958 |
|
United Kingdom Gilt Inflation Linked |
|
|
|
|
|
|
|
|
4.125%, 07/22/2030 |
|
GBP |
500 |
|
|
|
2,236 |
|
2.500%, 07/17/2024 |
|
|
340 |
|
|
|
1,651 |
|
2.000%, 01/26/2035 |
|
|
932 |
|
|
|
3,002 |
|
1.250%, 11/22/2032 |
|
|
7,656 |
|
|
|
10,793 |
|
1.250%, 11/22/2055 |
|
|
1,573 |
|
|
|
2,175 |
|
0.750%, 11/22/2033 |
|
|
1,015 |
|
|
|
1,369 |
|
0.750%, 03/22/2034 |
|
|
8,948 |
|
|
|
11,985 |
|
0.250%, 03/22/2052 |
|
|
1,873 |
|
|
|
1,973 |
|
0.125%, 03/22/2024 |
|
|
1,091 |
|
|
|
1,377 |
|
0.125%, 03/22/2026 |
|
|
2,194 |
|
|
|
2,786 |
|
0.125%, 08/10/2028 |
|
|
11,203 |
|
|
|
14,456 |
|
0.125%, 03/22/2029 |
|
|
6,524 |
|
|
|
8,390 |
|
0.125%, 08/10/2031 |
|
|
3,860 |
|
|
|
4,992 |
|
0.125%, 03/22/2044 |
|
|
779 |
|
|
|
856 |
|
0.125%, 03/22/2046 |
|
|
5,862 |
|
|
|
6,266 |
|
0.125%, 08/10/2048 |
|
|
5,499 |
|
|
|
5,744 |
|
0.125%, 03/22/2058 |
|
|
5,168 |
|
|
|
5,025 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
0.125%, 11/22/2065 |
|
GBP |
798 |
|
|
$ |
759 |
|
0.125%, 03/22/2068 |
|
|
757 |
|
|
|
719 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $243,872) ($ Thousands) |
|
|
239,302 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 3.9% |
| |
|
|
|
|
|
|
|
|
Australia — 0.2% |
|
|
|
|
Ampol Ltd |
|
|
9,426 |
|
|
|
233 |
|
APA Group |
|
|
26,821 |
|
|
|
156 |
|
Aristocrat Leisure Ltd |
|
|
3,212 |
|
|
|
89 |
|
ASX Ltd |
|
|
1,383 |
|
|
|
60 |
|
Aurizon Holdings Ltd |
|
|
21,309 |
|
|
|
55 |
|
BHP Group Ltd |
|
|
3,324 |
|
|
|
114 |
|
BlueScope Steel Ltd |
|
|
3,194 |
|
|
|
51 |
|
Brambles Ltd |
|
|
4,589 |
|
|
|
43 |
|
Cochlear Ltd |
|
|
247 |
|
|
|
50 |
|
Coles Group Ltd |
|
|
12,289 |
|
|
|
135 |
|
Commonwealth Bank of Australia |
|
|
792 |
|
|
|
60 |
|
Computershare Ltd |
|
|
8,847 |
|
|
|
147 |
|
CSL Ltd |
|
|
81 |
|
|
|
16 |
|
Dexus ‡ |
|
|
7,723 |
|
|
|
40 |
|
EBOS Group Ltd |
|
|
7,159 |
|
|
|
161 |
|
Endeavour Group Ltd/Australia |
|
|
22,375 |
|
|
|
80 |
|
Fortescue Ltd |
|
|
3,424 |
|
|
|
68 |
|
Glencore PLC |
|
|
20,900 |
|
|
|
126 |
|
Goodman Group ‡ |
|
|
501 |
|
|
|
9 |
|
IDP Education Ltd |
|
|
3,370 |
|
|
|
46 |
|
Insurance Australia Group Ltd |
|
|
20,132 |
|
|
|
78 |
|
Lottery Corp Ltd/The |
|
|
30,312 |
|
|
|
100 |
|
Origin Energy Ltd |
|
|
9,571 |
|
|
|
55 |
|
Qantas Airways Ltd * |
|
|
8,953 |
|
|
|
33 |
|
Ramsay Health Care Ltd |
|
|
2,924 |
|
|
|
105 |
|
Rio Tinto Ltd |
|
|
1,118 |
|
|
|
104 |
|
Rio Tinto PLC |
|
|
1,750 |
|
|
|
130 |
|
Santos Ltd |
|
|
43,557 |
|
|
|
226 |
|
Sonic Healthcare Ltd |
|
|
8,788 |
|
|
|
192 |
|
South32 Ltd |
|
|
23,300 |
|
|
|
53 |
|
Suncorp Group Ltd |
|
|
7,008 |
|
|
|
66 |
|
Telstra Group Ltd, Cl B |
|
|
45,924 |
|
|
|
124 |
|
Vicinity Ltd ‡ |
|
|
25,145 |
|
|
|
35 |
|
Washington H Soul Pattinson & Co Ltd |
|
|
771 |
|
|
|
17 |
|
Westpac Banking Corp |
|
|
1,983 |
|
|
|
31 |
|
Woodside Energy Group Ltd |
|
|
2,545 |
|
|
|
54 |
|
Woolworths Group Ltd |
|
|
6,248 |
|
|
|
159 |
|
Xero Ltd * |
|
|
1,735 |
|
|
|
133 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,434 |
|
| |
|
|
|
|
|
|
|
|
Austria — 0.0% |
|
|
|
|
Erste Group Bank AG |
|
|
5,148 |
|
|
|
209 |
|
OMV AG |
|
|
8,052 |
|
|
|
354 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Verbund AG |
|
|
3,687 |
|
|
$ |
342 |
|
voestalpine AG |
|
|
7,681 |
|
|
|
242 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,147 |
|
| |
|
|
|
|
|
|
|
|
Belgium — 0.1% |
|
|
|
|
Ageas SA/NV |
|
|
1,537 |
|
|
|
67 |
|
Anheuser-Busch InBev SA/NV |
|
|
2,899 |
|
|
|
187 |
|
Argenx SE * |
|
|
357 |
|
|
|
135 |
|
D'ieteren Group |
|
|
1,415 |
|
|
|
277 |
|
Elia Group SA/NV |
|
|
2,353 |
|
|
|
295 |
|
KBC Group NV |
|
|
780 |
|
|
|
51 |
|
Syensqo SA * |
|
|
1,000 |
|
|
|
104 |
|
UCB SA, Cl A |
|
|
2,355 |
|
|
|
205 |
|
Umicore SA |
|
|
10,589 |
|
|
|
291 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,612 |
|
| |
|
|
|
|
|
|
|
|
Brazil — 0.0% |
|
|
|
|
Yara International ASA |
|
|
560 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.3% |
|
|
|
|
Agnico Eagle Mines Ltd |
|
|
1,381 |
|
|
|
76 |
|
Algonquin Power & Utilities Corp |
|
|
11,772 |
|
|
|
75 |
|
Alimentation Couche-Tard Inc |
|
|
481 |
|
|
|
28 |
|
AltaGas Ltd |
|
|
8,963 |
|
|
|
189 |
|
ARC Resources Ltd |
|
|
10,218 |
|
|
|
152 |
|
Bank of Nova Scotia/The, Cl C |
|
|
1,239 |
|
|
|
61 |
|
Barrick Gold Corp |
|
|
5,823 |
|
|
|
106 |
|
Brookfield Asset Management Ltd, Cl A |
|
|
336 |
|
|
|
14 |
|
Brookfield Corp, Cl A |
|
|
1,346 |
|
|
|
54 |
|
CAE Inc * |
|
|
3,606 |
|
|
|
78 |
|
Cameco Corp |
|
|
2,338 |
|
|
|
101 |
|
Canadian Natural Resources Ltd |
|
|
2,511 |
|
|
|
165 |
|
Canadian Pacific Kansas City Ltd |
|
|
398 |
|
|
|
32 |
|
Canadian Tire Corp Ltd, Cl A |
|
|
894 |
|
|
|
95 |
|
Canadian Utilities Ltd, Cl A |
|
|
4,850 |
|
|
|
117 |
|
CCL Industries Inc, Cl B |
|
|
2,082 |
|
|
|
94 |
|
CGI Inc, Cl A * |
|
|
1,997 |
|
|
|
215 |
|
Constellation Software Inc/Canada |
|
|
100 |
|
|
|
249 |
|
Dollarama Inc |
|
|
3,557 |
|
|
|
258 |
|
Empire Co Ltd, Cl A |
|
|
4,984 |
|
|
|
133 |
|
Enbridge Inc |
|
|
4,791 |
|
|
|
173 |
|
Fairfax Financial Holdings Ltd |
|
|
25 |
|
|
|
23 |
|
First Quantum Minerals Ltd (Canada) |
|
|
2,143 |
|
|
|
18 |
|
FirstService Corp |
|
|
514 |
|
|
|
84 |
|
Franco-Nevada Corp |
|
|
892 |
|
|
|
99 |
|
George Weston Ltd |
|
|
1,417 |
|
|
|
177 |
|
Hydro One Ltd |
|
|
7,241 |
|
|
|
218 |
|
iA Financial Corp Inc |
|
|
1,313 |
|
|
|
90 |
|
IGM Financial Inc |
|
|
1,781 |
|
|
|
47 |
|
Imperial Oil Ltd |
|
|
2,811 |
|
|
|
161 |
|
Keyera Corp |
|
|
3,731 |
|
|
|
91 |
|
Kinross Gold Corp |
|
|
5,596 |
|
|
|
34 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Loblaw Cos Ltd |
|
|
2,051 |
|
|
$ |
200 |
|
Magna International Inc, Cl A |
|
|
1,520 |
|
|
|
90 |
|
Manulife Financial Corp |
|
|
3,345 |
|
|
|
74 |
|
Metro Inc/CN, Cl A |
|
|
4,352 |
|
|
|
226 |
|
Northland Power Inc |
|
|
5,821 |
|
|
|
106 |
|
Nutrien Ltd |
|
|
1,332 |
|
|
|
75 |
|
Onex Corp |
|
|
1,334 |
|
|
|
94 |
|
Open Text Corp |
|
|
2,952 |
|
|
|
125 |
|
Parkland Corp |
|
|
2,823 |
|
|
|
91 |
|
Pembina Pipeline Corp |
|
|
4,545 |
|
|
|
157 |
|
Quebecor Inc, Cl B |
|
|
3,150 |
|
|
|
75 |
|
RB Global Inc |
|
|
674 |
|
|
|
45 |
|
Royal Bank of Canada |
|
|
1,147 |
|
|
|
117 |
|
Saputo Inc |
|
|
4,704 |
|
|
|
96 |
|
Shopify Inc, Cl A * |
|
|
1,129 |
|
|
|
88 |
|
Suncor Energy Inc |
|
|
5,194 |
|
|
|
167 |
|
TC Energy Corp |
|
|
4,836 |
|
|
|
190 |
|
Teck Resources Ltd, Cl B |
|
|
2,369 |
|
|
|
101 |
|
TMX Group Ltd |
|
|
6,850 |
|
|
|
167 |
|
Toronto-Dominion Bank/The |
|
|
1,857 |
|
|
|
121 |
|
Tourmaline Oil Corp |
|
|
3,283 |
|
|
|
148 |
|
Wheaton Precious Metals Corp |
|
|
696 |
|
|
|
35 |
|
WSP Global Inc |
|
|
1,000 |
|
|
|
141 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,236 |
|
| |
|
|
|
|
|
|
|
|
China — 0.0% |
|
|
|
|
Futu Holdings Ltd ADR * |
|
|
603 |
|
|
|
33 |
|
Sands China Ltd * |
|
|
36,800 |
|
|
|
108 |
|
Wilmar International Ltd |
|
|
138,500 |
|
|
|
375 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
516 |
|
| |
|
|
|
|
|
|
|
|
Denmark — 0.1% |
|
|
|
|
Carlsberg AS, Cl B |
|
|
2,330 |
|
|
|
292 |
|
Chr Hansen Holding A/S |
|
|
2,088 |
|
|
|
175 |
|
Coloplast A/S, Cl B |
|
|
1,741 |
|
|
|
199 |
|
Danske Bank A/S |
|
|
4,024 |
|
|
|
108 |
|
Demant A/S * |
|
|
3,284 |
|
|
|
144 |
|
Genmab A/S * |
|
|
210 |
|
|
|
67 |
|
Novo Nordisk A/S, Cl B |
|
|
498 |
|
|
|
51 |
|
Novozymes A/S, Cl B |
|
|
2,193 |
|
|
|
121 |
|
Orsted AS |
|
|
8,257 |
|
|
|
458 |
|
Pandora A/S |
|
|
852 |
|
|
|
118 |
|
Tryg A/S |
|
|
2,801 |
|
|
|
61 |
|
Vestas Wind Systems A/S * |
|
|
1,472 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,841 |
|
| |
|
|
|
|
|
|
|
|
Finland — 0.1% |
|
|
|
|
Elisa Oyj |
|
|
4,930 |
|
|
|
228 |
|
Fortum Oyj |
|
|
14,020 |
|
|
|
202 |
|
Kesko Oyj, Cl B |
|
|
5,815 |
|
|
|
115 |
|
Kone Oyj, Cl B |
|
|
1,311 |
|
|
|
65 |
|
Neste Oyj |
|
|
4,566 |
|
|
|
163 |
|
Nokia Oyj |
|
|
79,823 |
|
|
|
269 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Orion Oyj, Cl B |
|
|
7,925 |
|
|
$ |
344 |
|
Stora Enso Oyj, Cl R |
|
|
7,398 |
|
|
|
102 |
|
UPM-Kymmene Oyj, Cl V |
|
|
3,293 |
|
|
|
124 |
|
Wartsila OYJ Abp |
|
|
4,133 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,672 |
|
| |
|
|
|
|
|
|
|
|
France — 0.3% |
|
|
|
|
Accor SA |
|
|
1,293 |
|
|
|
49 |
|
Aeroports de Paris SA, Cl A |
|
|
373 |
|
|
|
48 |
|
Air Liquide SA |
|
|
872 |
|
|
|
170 |
|
Arkema SA |
|
|
736 |
|
|
|
84 |
|
BioMerieux |
|
|
1,345 |
|
|
|
149 |
|
Bollore SE |
|
|
31,956 |
|
|
|
200 |
|
Bouygues SA |
|
|
892 |
|
|
|
34 |
|
Capgemini SE |
|
|
565 |
|
|
|
118 |
|
Carrefour SA |
|
|
6,251 |
|
|
|
114 |
|
Cie Generale des Etablissements Michelin SCA |
|
|
1,899 |
|
|
|
68 |
|
Danone SA |
|
|
1,033 |
|
|
|
67 |
|
Dassault Systemes SE |
|
|
3,283 |
|
|
|
160 |
|
Edenred SE |
|
|
1,730 |
|
|
|
103 |
|
Eiffage SA |
|
|
687 |
|
|
|
74 |
|
Engie SA |
|
|
13,694 |
|
|
|
241 |
|
Eurazeo SE |
|
|
468 |
|
|
|
37 |
|
Euronext NV |
|
|
536 |
|
|
|
47 |
|
Gecina SA ‡ |
|
|
323 |
|
|
|
39 |
|
Getlink SE |
|
|
4,624 |
|
|
|
85 |
|
Hermes International SCA |
|
|
44 |
|
|
|
93 |
|
Ipsen SA |
|
|
736 |
|
|
|
88 |
|
Kering SA |
|
|
119 |
|
|
|
52 |
|
La Francaise des Jeux SAEM |
|
|
1,007 |
|
|
|
37 |
|
Legrand SA |
|
|
1,748 |
|
|
|
182 |
|
L'Oreal SA |
|
|
545 |
|
|
|
271 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
84 |
|
|
|
68 |
|
Orange SA |
|
|
28,062 |
|
|
|
319 |
|
Pernod Ricard SA |
|
|
584 |
|
|
|
103 |
|
Publicis Groupe SA |
|
|
2,309 |
|
|
|
214 |
|
Remy Cointreau SA |
|
|
674 |
|
|
|
86 |
|
Renault SA |
|
|
1,557 |
|
|
|
63 |
|
Sanofi SA |
|
|
904 |
|
|
|
90 |
|
Sartorius Stedim Biotech |
|
|
137 |
|
|
|
36 |
|
Sodexo SA |
|
|
477 |
|
|
|
53 |
|
STMicroelectronics NV |
|
|
2,074 |
|
|
|
104 |
|
Teleperformance SE |
|
|
223 |
|
|
|
33 |
|
Thales SA, Cl A |
|
|
220 |
|
|
|
33 |
|
TotalEnergies SE |
|
|
9,042 |
|
|
|
615 |
|
Unibail-Rodamco-Westfield *‡ |
|
|
1,316 |
|
|
|
97 |
|
Veolia Environnement SA |
|
|
6,279 |
|
|
|
198 |
|
Vinci SA |
|
|
720 |
|
|
|
90 |
|
Vivendi SE |
|
|
24,813 |
|
|
|
265 |
|
Worldline SA/France * |
|
|
1,571 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,104 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Germany — 0.2% |
|
|
|
|
adidas AG |
|
|
198 |
|
|
$ |
40 |
|
Allianz SE |
|
|
347 |
|
|
|
93 |
|
BASF SE |
|
|
930 |
|
|
|
50 |
|
Bayerische Motoren Werke AG |
|
|
600 |
|
|
|
67 |
|
Bechtle AG |
|
|
3,183 |
|
|
|
160 |
|
Beiersdorf AG |
|
|
1,148 |
|
|
|
172 |
|
Brenntag SE |
|
|
810 |
|
|
|
74 |
|
Carl Zeiss Meditec AG |
|
|
837 |
|
|
|
91 |
|
Commerzbank AG |
|
|
4,489 |
|
|
|
53 |
|
Continental AG |
|
|
779 |
|
|
|
66 |
|
Covestro AG * |
|
|
2,090 |
|
|
|
122 |
|
Deutsche Boerse AG |
|
|
198 |
|
|
|
41 |
|
Deutsche Lufthansa AG * |
|
|
6,970 |
|
|
|
62 |
|
Deutsche Telekom AG |
|
|
6,455 |
|
|
|
155 |
|
E.ON SE |
|
|
15,120 |
|
|
|
203 |
|
Fresenius Medical Care AG |
|
|
2,746 |
|
|
|
115 |
|
GEA Group AG |
|
|
1,568 |
|
|
|
65 |
|
Hannover Rueck SE |
|
|
313 |
|
|
|
75 |
|
Heidelberg Materials AG |
|
|
1,561 |
|
|
|
140 |
|
HelloFresh SE * |
|
|
8,512 |
|
|
|
135 |
|
Henkel AG & Co KGaA |
|
|
2,041 |
|
|
|
147 |
|
Infineon Technologies AG |
|
|
2,515 |
|
|
|
105 |
|
Knorr-Bremse AG |
|
|
603 |
|
|
|
39 |
|
Mercedes-Benz Group AG |
|
|
2,395 |
|
|
|
165 |
|
Merck KGaA |
|
|
510 |
|
|
|
81 |
|
MTU Aero Engines AG |
|
|
221 |
|
|
|
48 |
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
|
|
274 |
|
|
|
114 |
|
Puma SE |
|
|
744 |
|
|
|
42 |
|
QIAGEN NV * |
|
|
3,375 |
|
|
|
147 |
|
Rational AG |
|
|
61 |
|
|
|
47 |
|
Rheinmetall AG |
|
|
95 |
|
|
|
30 |
|
RWE AG |
|
|
3,800 |
|
|
|
173 |
|
Scout24 SE |
|
|
3,632 |
|
|
|
257 |
|
Siemens Healthineers AG |
|
|
2,595 |
|
|
|
151 |
|
Symrise AG, Cl A |
|
|
1,058 |
|
|
|
116 |
|
Vonovia SE |
|
|
1,664 |
|
|
|
52 |
|
Zalando SE * |
|
|
1,399 |
|
|
|
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,726 |
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.1% |
|
|
|
|
AIA Group Ltd |
|
|
6,600 |
|
|
|
57 |
|
Budweiser Brewing Co APAC Ltd |
|
|
60,300 |
|
|
|
113 |
|
CK Asset Holdings Ltd |
|
|
5,931 |
|
|
|
30 |
|
CK Hutchison Holdings Ltd |
|
|
18,208 |
|
|
|
98 |
|
CK Infrastructure Holdings Ltd |
|
|
18,000 |
|
|
|
100 |
|
CLP Holdings Ltd, Cl B |
|
|
19,338 |
|
|
|
160 |
|
Galaxy Entertainment Group Ltd |
|
|
23,000 |
|
|
|
129 |
|
Hang Lung Properties Ltd |
|
|
77,000 |
|
|
|
107 |
|
HKT Trust & HKT Ltd |
|
|
608,000 |
|
|
|
726 |
|
Hong Kong & China Gas Co Ltd |
|
|
187,999 |
|
|
|
144 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Power Assets Holdings Ltd |
|
|
15,974 |
|
|
$ |
92 |
|
Sino Land Co Ltd |
|
|
28,000 |
|
|
|
30 |
|
SITC International Holdings Co Ltd |
|
|
32,000 |
|
|
|
55 |
|
Swire Properties Ltd |
|
|
18,400 |
|
|
|
37 |
|
Techtronic Industries Co Ltd |
|
|
4,001 |
|
|
|
48 |
|
WH Group Ltd |
|
|
477,329 |
|
|
|
308 |
|
Xinyi Glass Holdings Ltd |
|
|
30,000 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,268 |
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
AIB Group PLC |
|
|
21,728 |
|
|
|
93 |
|
Bank of Ireland Group PLC |
|
|
12,097 |
|
|
|
110 |
|
Flutter Entertainment PLC * |
|
|
1,679 |
|
|
|
297 |
|
Kerry Group PLC, Cl A |
|
|
2,791 |
|
|
|
242 |
|
Kingspan Group PLC |
|
|
2,722 |
|
|
|
236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
978 |
|
| |
|
|
|
|
|
|
|
|
Israel — 0.1% |
|
|
|
|
Azrieli Group Ltd |
|
|
746 |
|
|
|
49 |
|
Bank Leumi Le-Israel BM |
|
|
7,501 |
|
|
|
61 |
|
Check Point Software Technologies Ltd * |
|
|
688 |
|
|
|
105 |
|
Elbit Systems Ltd |
|
|
1,807 |
|
|
|
385 |
|
ICL Group Ltd |
|
|
57,151 |
|
|
|
289 |
|
Nice Ltd * |
|
|
1,015 |
|
|
|
203 |
|
Teva Pharmaceutical Industries Ltd ADR * |
|
|
35,573 |
|
|
|
371 |
|
Wix.com Ltd * |
|
|
361 |
|
|
|
44 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,507 |
|
| |
|
|
|
|
|
|
|
|
Italy — 0.1% |
|
|
|
|
Amplifon SpA |
|
|
4,119 |
|
|
|
143 |
|
Davide Campari-Milano NV |
|
|
21,442 |
|
|
|
242 |
|
DiaSorin SpA |
|
|
1,085 |
|
|
|
112 |
|
Eni SpA |
|
|
15,298 |
|
|
|
259 |
|
FinecoBank Banca Fineco SpA |
|
|
4,628 |
|
|
|
69 |
|
Infrastrutture Wireless Italiane SpA |
|
|
10,607 |
|
|
|
134 |
|
Intesa Sanpaolo SpA |
|
|
23,072 |
|
|
|
67 |
|
Nexi SpA * |
|
|
2,656 |
|
|
|
22 |
|
Poste Italiane SpA |
|
|
8,102 |
|
|
|
92 |
|
Prysmian SpA |
|
|
1,571 |
|
|
|
71 |
|
Recordati Industria Chimica e Farmaceutica SpA |
|
|
2,099 |
|
|
|
113 |
|
Snam SpA |
|
|
6,697 |
|
|
|
34 |
|
Stellantis NV |
|
|
1,781 |
|
|
|
42 |
|
Telecom Italia SpA/Milano * |
|
|
322,664 |
|
|
|
105 |
|
Terna - Rete Elettrica Nazionale |
|
|
19,352 |
|
|
|
162 |
|
UniCredit SpA |
|
|
3,777 |
|
|
|
103 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,770 |
|
| |
|
|
|
|
|
|
|
|
Japan — 1.0% |
|
|
|
|
Advantest Corp |
|
|
2,400 |
|
|
|
82 |
|
Aeon Co Ltd, Cl H |
|
|
5,400 |
|
|
|
121 |
|
Aisin Corp |
|
|
1,500 |
|
|
|
52 |
|
Ajinomoto Co Inc |
|
|
8,000 |
|
|
|
309 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
ANA Holdings Inc * |
|
|
3,500 |
|
|
$ |
76 |
|
Asahi Group Holdings Ltd |
|
|
2,400 |
|
|
|
90 |
|
Asahi Intecc Co Ltd |
|
|
4,400 |
|
|
|
90 |
|
Astellas Pharma Inc |
|
|
6,600 |
|
|
|
79 |
|
Bandai Namco Holdings Inc |
|
|
4,500 |
|
|
|
90 |
|
Brother Industries Ltd |
|
|
9,300 |
|
|
|
148 |
|
Canon Inc |
|
|
5,200 |
|
|
|
134 |
|
Capcom Co Ltd |
|
|
4,100 |
|
|
|
133 |
|
Central Japan Railway Co |
|
|
3,000 |
|
|
|
76 |
|
Chiba Bank Ltd/The, Cl B |
|
|
7,300 |
|
|
|
53 |
|
Chubu Electric Power Co Inc |
|
|
24,700 |
|
|
|
319 |
|
Chugai Pharmaceutical Co Ltd |
|
|
2,500 |
|
|
|
95 |
|
Concordia Financial Group Ltd |
|
|
15,100 |
|
|
|
69 |
|
Dai Nippon Printing Co Ltd |
|
|
3,300 |
|
|
|
98 |
|
Daifuku Co Ltd |
|
|
2,100 |
|
|
|
42 |
|
Dai-ichi Life Holdings Inc |
|
|
2,300 |
|
|
|
49 |
|
Daiichi Sankyo Co Ltd |
|
|
3,800 |
|
|
|
104 |
|
Daito Trust Construction Co Ltd |
|
|
900 |
|
|
|
104 |
|
Daiwa House Industry Co Ltd |
|
|
1,300 |
|
|
|
39 |
|
Daiwa House REIT Investment Corp ‡ |
|
|
42 |
|
|
|
75 |
|
Dentsu Group Inc |
|
|
4,300 |
|
|
|
110 |
|
Disco Corp |
|
|
600 |
|
|
|
149 |
|
East Japan Railway Co |
|
|
1,200 |
|
|
|
69 |
|
Eisai Co Ltd |
|
|
2,000 |
|
|
|
100 |
|
ENEOS Holdings Inc |
|
|
127,000 |
|
|
|
505 |
|
Fast Retailing Co Ltd |
|
|
702 |
|
|
|
174 |
|
FUJIFILM Holdings Corp |
|
|
2,100 |
|
|
|
126 |
|
Fujitsu Ltd |
|
|
500 |
|
|
|
75 |
|
GLP J-Reit ‡ |
|
|
44 |
|
|
|
44 |
|
Hankyu Hanshin Holdings Inc |
|
|
3,600 |
|
|
|
115 |
|
Hikari Tsushin Inc |
|
|
1,400 |
|
|
|
232 |
|
Hirose Electric Co Ltd |
|
|
882 |
|
|
|
100 |
|
Hitachi Construction Machinery Co Ltd |
|
|
3,100 |
|
|
|
82 |
|
Hoya Corp |
|
|
800 |
|
|
|
100 |
|
Ibiden Co Ltd |
|
|
1,500 |
|
|
|
83 |
|
Idemitsu Kosan Co Ltd |
|
|
76,490 |
|
|
|
416 |
|
Iida Group Holdings Co Ltd |
|
|
3,400 |
|
|
|
51 |
|
Inpex Corp |
|
|
26,600 |
|
|
|
359 |
|
ITOCHU Corp |
|
|
3,700 |
|
|
|
151 |
|
Japan Airlines Co Ltd |
|
|
5,500 |
|
|
|
108 |
|
Japan Exchange Group Inc |
|
|
10,700 |
|
|
|
226 |
|
Japan Metropolitan Fund Invest, Cl A ‡ |
|
|
64 |
|
|
|
46 |
|
Japan Post Bank Co Ltd |
|
|
14,500 |
|
|
|
148 |
|
Japan Post Holdings Co Ltd |
|
|
13,200 |
|
|
|
118 |
|
Japan Real Estate Investment Corp ‡ |
|
|
12 |
|
|
|
50 |
|
Japan Tobacco Inc |
|
|
6,700 |
|
|
|
173 |
|
JFE Holdings Inc |
|
|
5,400 |
|
|
|
84 |
|
JSR Corp |
|
|
1,900 |
|
|
|
54 |
|
Kansai Electric Power Co Inc/The |
|
|
26,300 |
|
|
|
349 |
|
Kao Corp |
|
|
2,400 |
|
|
|
99 |
|
KDDI Corp |
|
|
12,600 |
|
|
|
401 |
|
Kikkoman Corp |
|
|
900 |
|
|
|
55 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Kintetsu Group Holdings Co Ltd |
|
|
4,000 |
|
|
$ |
127 |
|
Kirin Holdings Co Ltd |
|
|
4,100 |
|
|
|
60 |
|
Kobe Bussan Co Ltd |
|
|
2,600 |
|
|
|
77 |
|
Koei Tecmo Holdings Co Ltd |
|
|
9,360 |
|
|
|
107 |
|
Koito Manufacturing Co Ltd |
|
|
9,900 |
|
|
|
154 |
|
Komatsu Ltd |
|
|
4,100 |
|
|
|
107 |
|
Konami Group Corp |
|
|
2,400 |
|
|
|
126 |
|
Kose Corp |
|
|
1,000 |
|
|
|
75 |
|
Kubota Corp |
|
|
3,100 |
|
|
|
47 |
|
Kyocera Corp |
|
|
12,000 |
|
|
|
175 |
|
Kyowa Kirin Co Ltd |
|
|
6,400 |
|
|
|
108 |
|
Lasertec Corp |
|
|
200 |
|
|
|
53 |
|
LY Corp |
|
|
39,800 |
|
|
|
141 |
|
M3 Inc |
|
|
3,400 |
|
|
|
56 |
|
Marubeni Corp |
|
|
7,100 |
|
|
|
112 |
|
McDonald's Holdings Co Japan Ltd |
|
|
5,223 |
|
|
|
226 |
|
MEIJI Holdings Co Ltd |
|
|
4,800 |
|
|
|
114 |
|
Mitsubishi Chemical Group Corp, Cl B |
|
|
11,400 |
|
|
|
70 |
|
Mitsui Fudosan Co Ltd |
|
|
2,500 |
|
|
|
61 |
|
MonotaRO Co Ltd |
|
|
2,000 |
|
|
|
22 |
|
NEC Corp |
|
|
4,600 |
|
|
|
272 |
|
Nexon Co Ltd |
|
|
5,300 |
|
|
|
97 |
|
Nintendo Co Ltd |
|
|
3,040 |
|
|
|
159 |
|
Nippon Building Fund Inc ‡ |
|
|
13 |
|
|
|
56 |
|
Nippon Paint Holdings Co Ltd |
|
|
5,400 |
|
|
|
44 |
|
Nippon Prologis REIT Inc ‡ |
|
|
40 |
|
|
|
77 |
|
Nippon Sanso Holdings Corp |
|
|
2,600 |
|
|
|
70 |
|
Nippon Steel Corp |
|
|
4,300 |
|
|
|
99 |
|
Nippon Telegraph & Telephone Corp |
|
|
327,300 |
|
|
|
400 |
|
Nippon Yusen KK |
|
|
900 |
|
|
|
28 |
|
Nissan Chemical Corp |
|
|
1,800 |
|
|
|
70 |
|
Nissin Foods Holdings Co Ltd |
|
|
6,000 |
|
|
|
209 |
|
Nitori Holdings Co Ltd |
|
|
600 |
|
|
|
80 |
|
Nomura Holdings Inc |
|
|
12,000 |
|
|
|
54 |
|
Nomura Real Estate Holdings Inc |
|
|
8,400 |
|
|
|
221 |
|
Nomura Real Estate Master Fund Inc ‡ |
|
|
44 |
|
|
|
52 |
|
Nomura Research Institute Ltd |
|
|
1,800 |
|
|
|
52 |
|
NTT Data Group Corp |
|
|
5,300 |
|
|
|
75 |
|
Obic Co Ltd |
|
|
500 |
|
|
|
86 |
|
Odakyu Electric Railway Co Ltd |
|
|
3,500 |
|
|
|
53 |
|
Oji Holdings Corp |
|
|
19,600 |
|
|
|
75 |
|
Olympus Corp |
|
|
3,600 |
|
|
|
52 |
|
Omron Corp, Cl JP |
|
|
1,100 |
|
|
|
51 |
|
Ono Pharmaceutical Co Ltd |
|
|
7,100 |
|
|
|
127 |
|
Oracle Corp Japan |
|
|
1,500 |
|
|
|
116 |
|
Oriental Land Co Ltd/Japan |
|
|
3,000 |
|
|
|
112 |
|
ORIX Corp |
|
|
3,400 |
|
|
|
64 |
|
Osaka Gas Co Ltd |
|
|
40,900 |
|
|
|
854 |
|
Otsuka Corp |
|
|
3,100 |
|
|
|
128 |
|
Otsuka Holdings Co Ltd |
|
|
3,200 |
|
|
|
120 |
|
Pan Pacific International Holdings Corp |
|
|
9,000 |
|
|
|
215 |
|
Panasonic Holdings Corp |
|
|
10,200 |
|
|
|
101 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Rakuten Group Inc * |
|
|
7,600 |
|
|
$ |
34 |
|
Renesas Electronics Corp * |
|
|
4,800 |
|
|
|
87 |
|
Ricoh Co Ltd |
|
|
6,500 |
|
|
|
50 |
|
Rohm Co Ltd |
|
|
3,500 |
|
|
|
67 |
|
SBI Holdings Inc |
|
|
2,400 |
|
|
|
54 |
|
SCSK Corp |
|
|
4,600 |
|
|
|
91 |
|
Secom Co Ltd |
|
|
1,100 |
|
|
|
79 |
|
Seiko Epson Corp |
|
|
9,600 |
|
|
|
144 |
|
Seven & i Holdings Co Ltd |
|
|
3,600 |
|
|
|
143 |
|
SG Holdings Co Ltd |
|
|
8,000 |
|
|
|
115 |
|
Sharp Corp/Japan * |
|
|
4,700 |
|
|
|
34 |
|
Shimadzu Corp |
|
|
2,300 |
|
|
|
64 |
|
Shimano Inc |
|
|
400 |
|
|
|
62 |
|
Shionogi & Co Ltd |
|
|
2,200 |
|
|
|
106 |
|
Shiseido Co Ltd |
|
|
1,900 |
|
|
|
57 |
|
Shizuoka Financial Group Inc |
|
|
12,000 |
|
|
|
102 |
|
SoftBank Corp |
|
|
18,300 |
|
|
|
228 |
|
SoftBank Group Corp |
|
|
1,200 |
|
|
|
54 |
|
Sompo Holdings Inc |
|
|
2,100 |
|
|
|
103 |
|
Sony Group Corp |
|
|
800 |
|
|
|
76 |
|
Square Enix Holdings Co Ltd |
|
|
3,200 |
|
|
|
115 |
|
Subaru Corp |
|
|
3,700 |
|
|
|
68 |
|
SUMCO Corp |
|
|
4,600 |
|
|
|
69 |
|
Sumitomo Chemical Co Ltd |
|
|
39,700 |
|
|
|
97 |
|
Sumitomo Corp |
|
|
6,500 |
|
|
|
142 |
|
Sumitomo Metal Mining Co Ltd |
|
|
1,000 |
|
|
|
30 |
|
Suntory Beverage & Food Ltd |
|
|
4,600 |
|
|
|
152 |
|
Sysmex Corp |
|
|
1,000 |
|
|
|
56 |
|
T&D Holdings Inc |
|
|
4,600 |
|
|
|
73 |
|
Taisei Corp |
|
|
1,900 |
|
|
|
65 |
|
Takeda Pharmaceutical Co Ltd |
|
|
4,318 |
|
|
|
124 |
|
TDK Corp |
|
|
1,900 |
|
|
|
91 |
|
Terumo Corp |
|
|
2,800 |
|
|
|
92 |
|
TIS Inc |
|
|
3,900 |
|
|
|
86 |
|
Tobu Railway Co Ltd |
|
|
5,000 |
|
|
|
134 |
|
Toho Co Ltd/Tokyo |
|
|
4,200 |
|
|
|
142 |
|
Tokio Marine Holdings Inc |
|
|
6,900 |
|
|
|
173 |
|
Tokyo Electric Power Co Holdings Inc * |
|
|
43,300 |
|
|
|
227 |
|
Tokyo Electron Ltd |
|
|
300 |
|
|
|
54 |
|
Tokyo Gas Co Ltd |
|
|
31,600 |
|
|
|
726 |
|
Tokyu Corp |
|
|
7,000 |
|
|
|
85 |
|
Toray Industries Inc |
|
|
10,000 |
|
|
|
52 |
|
Tosoh Corp |
|
|
12,700 |
|
|
|
162 |
|
Toyota Industries Corp |
|
|
700 |
|
|
|
57 |
|
Toyota Motor Corp |
|
|
8,800 |
|
|
|
162 |
|
Trend Micro Inc/Japan * |
|
|
3,300 |
|
|
|
177 |
|
Unicharm Corp |
|
|
5,000 |
|
|
|
181 |
|
West Japan Railway Co |
|
|
3,400 |
|
|
|
142 |
|
Yakult Honsha Co Ltd |
|
|
4,200 |
|
|
|
94 |
|
Yamaha Corp |
|
|
1,100 |
|
|
|
25 |
|
Yamato Holdings Co Ltd |
|
|
2,500 |
|
|
|
46 |
|
Yaskawa Electric Corp |
|
|
1,400 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Yokogawa Electric Corp |
|
|
3,700 |
|
|
$ |
71 |
|
ZOZO Inc |
|
|
1,800 |
|
|
|
41 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
19,585 |
|
| |
|
|
|
|
|
|
|
|
Jordan — 0.0% |
|
|
|
|
Hikma Pharmaceuticals PLC |
|
|
6,315 |
|
|
|
144 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Luxembourg — 0.0% |
|
|
|
|
Eurofins Scientific SE |
|
|
1,432 |
|
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
ABN AMRO Bank NV GDR |
|
|
5,808 |
|
|
|
87 |
|
Adyen NV * |
|
|
10 |
|
|
|
13 |
|
Aegon Ltd |
|
|
14,434 |
|
|
|
84 |
|
Akzo Nobel NV |
|
|
725 |
|
|
|
60 |
|
ArcelorMittal SA |
|
|
2,187 |
|
|
|
62 |
|
ASM International NV |
|
|
322 |
|
|
|
167 |
|
ASML Holding NV |
|
|
22 |
|
|
|
17 |
|
DSM-Firmenich AG |
|
|
490 |
|
|
|
50 |
|
Heineken Holding NV |
|
|
1,929 |
|
|
|
163 |
|
Heineken NV |
|
|
1,761 |
|
|
|
179 |
|
ING Groep NV |
|
|
6,781 |
|
|
|
101 |
|
JDE Peet's NV |
|
|
6,548 |
|
|
|
176 |
|
Koninklijke Ahold Delhaize NV |
|
|
6,728 |
|
|
|
193 |
|
Koninklijke KPN NV |
|
|
43,321 |
|
|
|
149 |
|
Koninklijke Philips NV * |
|
|
8,963 |
|
|
|
209 |
|
OCI NV |
|
|
1,649 |
|
|
|
48 |
|
Prosus NV |
|
|
1,957 |
|
|
|
58 |
|
Universal Music Group NV |
|
|
5,777 |
|
|
|
165 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,981 |
|
| |
|
|
|
|
|
|
|
|
New Zealand — 0.1% |
|
|
|
|
Auckland International Airport Ltd |
|
|
44,816 |
|
|
|
250 |
|
Fisher & Paykel Healthcare Corp Ltd |
|
|
11,240 |
|
|
|
168 |
|
Mercury NZ Ltd |
|
|
14,943 |
|
|
|
63 |
|
Meridian Energy Ltd |
|
|
63,697 |
|
|
|
223 |
|
Spark New Zealand Ltd |
|
|
141,542 |
|
|
|
464 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,168 |
|
| |
|
|
|
|
|
|
|
|
Norway — 0.1% |
|
|
|
|
Adevinta ASA, Cl B * |
|
|
9,175 |
|
|
|
101 |
|
Aker BP ASA |
|
|
6,322 |
|
|
|
184 |
|
Equinor ASA |
|
|
6,962 |
|
|
|
221 |
|
Gjensidige Forsikring ASA |
|
|
3,339 |
|
|
|
62 |
|
Kongsberg Gruppen ASA |
|
|
7,148 |
|
|
|
328 |
|
Norsk Hydro ASA |
|
|
18,290 |
|
|
|
123 |
|
Telenor ASA |
|
|
24,297 |
|
|
|
279 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,298 |
|
| |
|
|
|
|
|
|
|
|
Portugal — 0.1% |
|
|
|
|
EDP - Energias de Portugal SA |
|
|
56,709 |
|
|
|
285 |
|
Galp Energia SGPS SA |
|
|
43,231 |
|
|
|
637 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Jeronimo Martins SGPS SA |
|
|
13,817 |
|
|
$ |
352 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,274 |
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.1% |
|
|
|
|
CapitaLand Ascendas REIT ‡ |
|
|
28,900 |
|
|
|
66 |
|
CapitaLand Investment Ltd/Singapore |
|
|
15,100 |
|
|
|
36 |
|
City Developments Ltd |
|
|
10,200 |
|
|
|
52 |
|
Genting Singapore Ltd |
|
|
442,200 |
|
|
|
335 |
|
Jardine Cycle & Carriage Ltd |
|
|
9,100 |
|
|
|
205 |
|
Jardine Matheson Holdings Ltd |
|
|
1,464 |
|
|
|
60 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
4,100 |
|
|
|
40 |
|
Sea Ltd ADR * |
|
|
3,256 |
|
|
|
132 |
|
Sembcorp Industries Ltd |
|
|
118,700 |
|
|
|
478 |
|
Singapore Exchange Ltd |
|
|
7,100 |
|
|
|
53 |
|
Singapore Technologies Engineering Ltd |
|
|
26,600 |
|
|
|
79 |
|
Singapore Telecommunications Ltd |
|
|
167,500 |
|
|
|
314 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,850 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.0% |
|
|
|
|
Delivery Hero SE * |
|
|
1,113 |
|
|
|
31 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Spain — 0.1% |
|
|
|
|
Acciona SA |
|
|
722 |
|
|
|
106 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
1,954 |
|
|
|
87 |
|
Aena SME SA |
|
|
114 |
|
|
|
21 |
|
Amadeus IT Group SA, Cl A |
|
|
799 |
|
|
|
57 |
|
Banco Santander SA |
|
|
14,314 |
|
|
|
60 |
|
CaixaBank SA |
|
|
13,416 |
|
|
|
55 |
|
Cellnex Telecom SA |
|
|
4,726 |
|
|
|
186 |
|
Corp ACCIONA Energias Renovables SA |
|
|
3,758 |
|
|
|
117 |
|
EDP Renovaveis SA |
|
|
11,970 |
|
|
|
245 |
|
Enagas SA |
|
|
5,761 |
|
|
|
97 |
|
Endesa SA |
|
|
1,229 |
|
|
|
25 |
|
Grifols SA * |
|
|
12,839 |
|
|
|
219 |
|
Iberdrola SA |
|
|
1,071 |
|
|
|
14 |
|
Industria de Diseno Textil SA |
|
|
1,828 |
|
|
|
80 |
|
Repsol SA, Cl A |
|
|
25,048 |
|
|
|
372 |
|
Telefonica SA |
|
|
41,335 |
|
|
|
161 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,902 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.1% |
|
|
|
|
Atlas Copco AB, Cl A |
|
|
1,380 |
|
|
|
24 |
|
Boliden AB |
|
|
2,335 |
|
|
|
73 |
|
Epiroc AB, Cl A |
|
|
1,094 |
|
|
|
22 |
|
EQT AB |
|
|
941 |
|
|
|
27 |
|
Essity AB, Cl B |
|
|
6,820 |
|
|
|
169 |
|
Evolution AB |
|
|
165 |
|
|
|
20 |
|
Getinge AB, Cl B |
|
|
3,429 |
|
|
|
76 |
|
Hexagon AB, Cl B |
|
|
10,325 |
|
|
|
124 |
|
Holmen AB, Cl B |
|
|
3,015 |
|
|
|
127 |
|
Nibe Industrier AB, Cl B |
|
|
3,304 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Skandinaviska Enskilda Banken AB, Cl A |
|
|
5,484 |
|
|
$ |
76 |
|
SKF AB, Cl B |
|
|
1,337 |
|
|
|
27 |
|
Svenska Cellulosa AB SCA, Cl B |
|
|
8,996 |
|
|
|
135 |
|
Svenska Handelsbanken AB, Cl A |
|
|
7,194 |
|
|
|
78 |
|
Swedbank AB, Cl A |
|
|
3,925 |
|
|
|
79 |
|
Swedish Orphan Biovitrum AB * |
|
|
5,208 |
|
|
|
138 |
|
Tele2 AB, Cl B |
|
|
31,705 |
|
|
|
272 |
|
Telefonaktiebolaget LM Ericsson, Cl B |
|
|
24,467 |
|
|
|
153 |
|
Telia Co AB |
|
|
133,872 |
|
|
|
342 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,985 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.3% |
|
|
|
|
Adecco Group AG |
|
|
1,187 |
|
|
|
58 |
|
Alcon Inc |
|
|
2,354 |
|
|
|
184 |
|
Avolta AG * |
|
|
2,903 |
|
|
|
114 |
|
Bachem Holding AG, Cl B |
|
|
1,569 |
|
|
|
121 |
|
Baloise Holding AG |
|
|
496 |
|
|
|
78 |
|
Barry Callebaut AG |
|
|
104 |
|
|
|
175 |
|
BKW AG |
|
|
3,960 |
|
|
|
703 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
1 |
|
|
|
121 |
|
Cie Financiere Richemont SA, Cl A |
|
|
745 |
|
|
|
102 |
|
Clariant AG |
|
|
5,826 |
|
|
|
86 |
|
Geberit AG |
|
|
215 |
|
|
|
138 |
|
Givaudan SA |
|
|
26 |
|
|
|
108 |
|
Holcim AG |
|
|
1,540 |
|
|
|
121 |
|
Logitech International SA |
|
|
3,458 |
|
|
|
328 |
|
Lonza Group AG |
|
|
296 |
|
|
|
124 |
|
Nestle SA |
|
|
1,850 |
|
|
|
214 |
|
Novartis AG |
|
|
1,266 |
|
|
|
128 |
|
Partners Group Holding AG |
|
|
76 |
|
|
|
110 |
|
Roche Holding AG |
|
|
484 |
|
|
|
150 |
|
Sandoz Group AG * |
|
|
2,798 |
|
|
|
90 |
|
Schindler Holding AG |
|
|
179 |
|
|
|
42 |
|
SGS SA |
|
|
1,025 |
|
|
|
88 |
|
SIG Group AG |
|
|
4,394 |
|
|
|
101 |
|
Sika AG |
|
|
195 |
|
|
|
63 |
|
Sonova Holding AG |
|
|
526 |
|
|
|
172 |
|
Straumann Holding AG |
|
|
960 |
|
|
|
155 |
|
Swatch Group AG/The, Cl B |
|
|
251 |
|
|
|
68 |
|
Swiss Life Holding AG |
|
|
180 |
|
|
|
125 |
|
Swiss Prime Site AG |
|
|
588 |
|
|
|
63 |
|
Swisscom AG |
|
|
1,049 |
|
|
|
631 |
|
Temenos AG |
|
|
2,087 |
|
|
|
194 |
|
UBS Group AG |
|
|
4,371 |
|
|
|
136 |
|
VAT Group AG |
|
|
332 |
|
|
|
166 |
|
Zurich Insurance Group AG |
|
|
87 |
|
|
|
45 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,302 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.3% |
|
|
|
|
Admiral Group PLC |
|
|
2,390 |
|
|
|
82 |
|
Antofagasta PLC |
|
|
6,096 |
|
|
|
131 |
|
Associated British Foods PLC |
|
|
3,032 |
|
|
|
92 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
AstraZeneca PLC |
|
|
1,035 |
|
|
$ |
140 |
|
Auto Trader Group PLC |
|
|
23,673 |
|
|
|
218 |
|
BAE Systems PLC |
|
|
3,296 |
|
|
|
47 |
|
Barratt Developments PLC |
|
|
6,905 |
|
|
|
50 |
|
Berkeley Group Holdings PLC |
|
|
1,223 |
|
|
|
73 |
|
BP PLC |
|
|
69,363 |
|
|
|
412 |
|
British American Tobacco PLC |
|
|
4,565 |
|
|
|
134 |
|
BT Group PLC, Cl A |
|
|
104,801 |
|
|
|
165 |
|
Bunzl PLC |
|
|
3,000 |
|
|
|
122 |
|
Burberry Group PLC |
|
|
2,683 |
|
|
|
48 |
|
Centrica PLC |
|
|
72,174 |
|
|
|
129 |
|
Coca-Cola HBC AG |
|
|
4,673 |
|
|
|
137 |
|
Compass Group PLC |
|
|
3,169 |
|
|
|
87 |
|
CRH PLC |
|
|
3,263 |
|
|
|
225 |
|
DCC PLC |
|
|
732 |
|
|
|
54 |
|
Diageo PLC |
|
|
2,888 |
|
|
|
105 |
|
Endeavour Mining PLC |
|
|
3,666 |
|
|
|
82 |
|
Experian PLC |
|
|
1,157 |
|
|
|
47 |
|
GSK PLC |
|
|
4,891 |
|
|
|
90 |
|
Haleon PLC |
|
|
22,671 |
|
|
|
93 |
|
Halma PLC |
|
|
5,482 |
|
|
|
160 |
|
Hargreaves Lansdown PLC |
|
|
4,638 |
|
|
|
43 |
|
HSBC Holdings PLC |
|
|
17,725 |
|
|
|
144 |
|
Imperial Brands PLC |
|
|
5,956 |
|
|
|
137 |
|
Informa PLC |
|
|
8,891 |
|
|
|
89 |
|
InterContinental Hotels Group PLC |
|
|
861 |
|
|
|
78 |
|
J Sainsbury PLC |
|
|
54,025 |
|
|
|
208 |
|
Kingfisher PLC |
|
|
15,739 |
|
|
|
49 |
|
Land Securities Group PLC ‡ |
|
|
4,420 |
|
|
|
40 |
|
London Stock Exchange Group PLC |
|
|
585 |
|
|
|
69 |
|
Mondi PLC |
|
|
5,822 |
|
|
|
114 |
|
National Grid PLC |
|
|
16,672 |
|
|
|
225 |
|
NMC Health PLC |
|
|
12,179 |
|
|
|
— |
|
Ocado Group PLC * |
|
|
7,660 |
|
|
|
74 |
|
Pearson PLC |
|
|
15,564 |
|
|
|
191 |
|
Persimmon PLC |
|
|
2,512 |
|
|
|
44 |
|
Phoenix Group Holdings PLC |
|
|
7,887 |
|
|
|
54 |
|
Prudential PLC |
|
|
1,980 |
|
|
|
22 |
|
Reckitt Benckiser Group PLC |
|
|
1,696 |
|
|
|
117 |
|
RELX PLC |
|
|
3,034 |
|
|
|
120 |
|
Rentokil Initial PLC |
|
|
12,011 |
|
|
|
68 |
|
Rolls-Royce Holdings PLC * |
|
|
19,553 |
|
|
|
75 |
|
Sage Group PLC/The |
|
|
12,410 |
|
|
|
186 |
|
Segro PLC ‡ |
|
|
3,917 |
|
|
|
44 |
|
Severn Trent PLC |
|
|
3,984 |
|
|
|
131 |
|
Shell PLC |
|
|
10,804 |
|
|
|
354 |
|
Smith & Nephew PLC |
|
|
9,612 |
|
|
|
132 |
|
Smiths Group PLC |
|
|
3,056 |
|
|
|
69 |
|
Smurfit Kappa Group PLC |
|
|
6,239 |
|
|
|
247 |
|
SSE PLC |
|
|
6,499 |
|
|
|
154 |
|
Taylor Wimpey PLC |
|
|
28,947 |
|
|
|
54 |
|
Tesco PLC |
|
|
17,126 |
|
|
|
63 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
United Utilities Group PLC, Cl B |
|
|
16,150 |
|
|
$ |
218 |
|
Vodafone Group PLC |
|
|
157,079 |
|
|
|
137 |
|
Whitbread PLC |
|
|
1,289 |
|
|
|
60 |
|
WPP PLC |
|
|
14,932 |
|
|
|
143 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,876 |
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $67,147) ($ Thousands) |
|
|
|
|
|
|
75,320 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
EXCHANGE TRADED FUND — 0.7% |
| |
|
|
|
|
|
|
|
|
iShares iBoxx $ Investment Grade Corporate Bond ETF |
|
|
130,327 |
|
|
|
14,422 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Fund |
|
|
|
|
|
|
|
|
(Cost $14,921) ($ Thousands) |
|
|
|
|
|
|
14,422 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMON STOCK — 0.0% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Global-e Online Ltd, Cl E * |
|
|
7,531 |
|
|
|
298 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.0% |
|
|
|
|
CyberArk Software Ltd * |
|
|
233 |
|
|
|
51 |
|
Monday.com Ltd * |
|
|
180 |
|
|
|
34 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
85 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $331) ($ Thousands) |
|
|
|
|
|
|
383 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 0.0%^ |
Energy — 0.0% |
|
|
|
|
CNOOC Petroleum North America ULC |
|
|
|
|
|
|
|
|
5.875%, 03/10/2035 ^ |
|
$ |
100 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Financials — 0.0% |
|
|
|
|
Landwirtschaftliche Rentenbank |
|
|
|
|
|
|
|
|
2.000%, 01/13/2025 ^ |
|
|
250 |
|
|
|
243 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $358) ($ Thousands) |
|
|
|
|
|
|
349 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
| |
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Description |
|
Shares
|
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK — 0.0% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.0% |
|
|
|
|
Porsche Automobil Holding SE (C) |
|
|
646 |
|
|
$ |
33 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.0% |
|
|
|
|
Sartorius AG (C) |
|
|
230 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $130) ($ Thousands) |
|
|
|
|
|
|
118 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Abiomed Inc *‡‡ |
|
|
422 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANT — 0.0% |
Constellation Software Inc. |
|
|
|
|
|
|
|
|
Strike Price ‡‡ |
|
|
100 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrant |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 76.1% |
|
|
|
|
|
|
|
|
(Cost $1,489,719) ($ Thousands) |
|
$ |
1,485,023 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
A list of the open futures contracts held by the Fund at December 31, 2023, 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 |
|
|
1,934 |
|
|
|
Mar-2024 |
|
|
$ |
144,505 |
|
|
$ |
153,959 |
|
|
$ |
4,089 |
|
Australian 3-Year Bond |
|
|
248 |
|
|
|
Mar-2024 |
|
|
|
17,419 |
|
|
|
18,082 |
|
|
|
140 |
|
Brent Crude |
|
|
100 |
|
|
|
Jan-2024 |
|
|
|
7,938 |
|
|
|
7,704 |
|
|
|
(234 |
) |
Brent Crude^ |
|
|
188 |
|
|
|
Feb-2024 |
|
|
|
14,348 |
|
|
|
14,460 |
|
|
|
112 |
|
Canadian 10-Year Bond |
|
|
552 |
|
|
|
Mar-2024 |
|
|
|
48,424 |
|
|
|
51,984 |
|
|
|
1,827 |
|
Coffee C^ |
|
|
90 |
|
|
|
Mar-2024 |
|
|
|
5,518 |
|
|
|
6,355 |
|
|
|
837 |
|
Copper^ |
|
|
11 |
|
|
|
Mar-2024 |
|
|
|
1,027 |
|
|
|
1,070 |
|
|
|
43 |
|
Corn^ |
|
|
508 |
|
|
|
Mar-2024 |
|
|
|
12,395 |
|
|
|
11,970 |
|
|
|
(425 |
) |
Cotton No. 2^ |
|
|
30 |
|
|
|
Mar-2024 |
|
|
|
1,200 |
|
|
|
1,215 |
|
|
|
15 |
|
Cotton No. 2^ |
|
|
12 |
|
|
|
Mar-2024 |
|
|
|
496 |
|
|
|
486 |
|
|
|
(10 |
) |
DAX Index |
|
|
18 |
|
|
|
Mar-2024 |
|
|
|
8,214 |
|
|
|
8,408 |
|
|
|
(36 |
) |
Euro STOXX 50 |
|
|
674 |
|
|
|
Mar-2024 |
|
|
|
33,283 |
|
|
|
33,825 |
|
|
|
(263 |
) |
Euro-Bobl |
|
|
507 |
|
|
|
Mar-2024 |
|
|
|
64,702 |
|
|
|
66,803 |
|
|
|
948 |
|
Euro-BTP |
|
|
226 |
|
|
|
Mar-2024 |
|
|
|
28,284 |
|
|
|
29,746 |
|
|
|
928 |
|
Euro-Bund |
|
|
142 |
|
|
|
Mar-2024 |
|
|
|
20,575 |
|
|
|
21,524 |
|
|
|
512 |
|
Euro-Bund |
|
|
85 |
|
|
|
Mar-2024 |
|
|
|
12,813 |
|
|
|
12,884 |
|
|
|
(18 |
) |
Euro-Buxl |
|
|
113 |
|
|
|
Mar-2024 |
|
|
|
16,231 |
|
|
|
17,692 |
|
|
|
1,153 |
|
Euro-OAT |
|
|
127 |
|
|
|
Mar-2024 |
|
|
|
17,592 |
|
|
|
18,449 |
|
|
|
628 |
|
Euro-Schatz |
|
|
38 |
|
|
|
Mar-2024 |
|
|
|
4,470 |
|
|
|
4,472 |
|
|
|
2 |
|
Feeder Cattle^ |
|
|
20 |
|
|
|
Mar-2024 |
|
|
|
2,243 |
|
|
|
2,231 |
|
|
|
(12 |
) |
FTSE 100 Index |
|
|
379 |
|
|
|
Mar-2024 |
|
|
|
36,273 |
|
|
|
37,475 |
|
|
|
716 |
|
FTSE MIB Index |
|
|
190 |
|
|
|
Mar-2024 |
|
|
|
31,424 |
|
|
|
32,029 |
|
|
|
(124 |
) |
FTSE Taiwan Index |
|
|
170 |
|
|
|
Jan-2024 |
|
|
|
10,414 |
|
|
|
10,544 |
|
|
|
130 |
|
FTSE/JSE Top 40 Index |
|
|
86 |
|
|
|
Mar-2024 |
|
|
|
3,243 |
|
|
|
3,357 |
|
|
|
90 |
|
Gasoline^ |
|
|
7 |
|
|
|
Jan-2024 |
|
|
|
622 |
|
|
|
619 |
|
|
|
(3 |
) |
Gasoline^ |
|
|
21 |
|
|
|
Jan-2024 |
|
|
|
1,828 |
|
|
|
1,858 |
|
|
|
30 |
|
Gasoline^ |
|
|
45 |
|
|
|
Mar-2024 |
|
|
|
4,139 |
|
|
|
4,018 |
|
|
|
(121 |
) |
Gold^ |
|
|
32 |
|
|
|
Apr-2024 |
|
|
|
6,701 |
|
|
|
6,694 |
|
|
|
(7 |
) |
Gold^ |
|
|
167 |
|
|
|
Feb-2024 |
|
|
|
33,634 |
|
|
|
34,599 |
|
|
|
965 |
|
Hang Seng China Enterprises Index |
|
|
222 |
|
|
|
Jan-2024 |
|
|
|
8,014 |
|
|
|
8,239 |
|
|
|
222 |
|
Hang Seng Index |
|
|
125 |
|
|
|
Jan-2024 |
|
|
|
13,372 |
|
|
|
13,712 |
|
|
|
337 |
|
IBEX |
|
|
100 |
|
|
|
Jan-2024 |
|
|
|
10,929 |
|
|
|
11,142 |
|
|
|
(52 |
) |
IFSC Nifty50 Index |
|
|
396 |
|
|
|
Jan-2024 |
|
|
|
17,132 |
|
|
|
17,304 |
|
|
|
172 |
|
Japanese 10-Year Bond |
|
|
236 |
|
|
|
Mar-2024 |
|
|
|
238,053 |
|
|
|
245,591 |
|
|
|
1,821 |
|
Japanese 10-Year Government Bond E-MINI |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
305 |
|
|
|
312 |
|
|
|
– |
|
KC HRW Wheat^ |
|
|
22 |
|
|
|
Mar-2024 |
|
|
|
703 |
|
|
|
706 |
|
|
|
3 |
|
KOSPI 200 Index |
|
|
201 |
|
|
|
Mar-2024 |
|
|
|
12,971 |
|
|
|
14,152 |
|
|
|
924 |
|
Lean Hogs |
|
|
69 |
|
|
|
Feb-2024 |
|
|
|
1,991 |
|
|
|
1,876 |
|
|
|
(115 |
) |
Live Cattle^ |
|
|
76 |
|
|
|
Feb-2024 |
|
|
|
5,369 |
|
|
|
5,122 |
|
|
|
(247 |
) |
LME Copper^ |
|
|
101 |
|
|
|
Mar-2024 |
|
|
|
20,590 |
|
|
|
21,603 |
|
|
|
1,013 |
|
LME Lead^ |
|
|
57 |
|
|
|
Mar-2024 |
|
|
|
3,042 |
|
|
|
2,953 |
|
|
|
(89 |
) |
LME Nickel |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
803 |
|
|
|
796 |
|
|
|
(7 |
) |
LME Primary Aluminum^ |
|
|
39 |
|
|
|
Mar-2024 |
|
|
|
2,204 |
|
|
|
2,321 |
|
|
|
117 |
|
LME Zinc |
|
|
98 |
|
|
|
Mar-2024 |
|
|
|
6,107 |
|
|
|
6,525 |
|
|
|
418 |
|
Long Gilt 10-Year Bond |
|
|
538 |
|
|
|
Mar-2024 |
|
|
|
65,559 |
|
|
|
70,401 |
|
|
|
3,690 |
|
Low Sulphur Gasoil^ |
|
|
37 |
|
|
|
Feb-2024 |
|
|
|
2,766 |
|
|
|
2,747 |
|
|
|
(19 |
) |
Low Sulphur Gasoil^ |
|
|
82 |
|
|
|
Mar-2024 |
|
|
|
6,221 |
|
|
|
6,025 |
|
|
|
(196 |
) |
Low Sulphur Gasoil |
|
|
9 |
|
|
|
Mar-2024 |
|
|
|
658 |
|
|
|
662 |
|
|
|
4 |
|
Mexican Bolsa Index |
|
|
5 |
|
|
|
Mar-2024 |
|
|
|
161 |
|
|
|
173 |
|
|
|
7 |
|
MSCI Emerging Markets |
|
|
1,069 |
|
|
|
Mar-2024 |
|
|
|
52,648 |
|
|
|
55,251 |
|
|
|
2,603 |
|
Natural Gas^ |
|
|
73 |
|
|
|
Feb-2024 |
|
|
|
2,002 |
|
|
|
1,699 |
|
|
|
(303 |
) |
NY Harbor ULSD^ |
|
|
49 |
|
|
|
Feb-2024 |
|
|
|
5,382 |
|
|
|
5,135 |
|
|
|
(247 |
) |
NYMEX Cocoa^ |
|
|
48 |
|
|
|
Mar-2024 |
|
|
|
1,917 |
|
|
|
2,015 |
|
|
|
98 |
|
OMX Stockholm 30 |
|
|
455 |
|
|
|
Jan-2024 |
|
|
|
10,234 |
|
|
|
10,842 |
|
|
|
221 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
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 |
|
|
275 |
|
|
|
Mar-2024 |
|
|
$ |
26,045 |
|
|
$ |
28,155 |
|
|
$ |
2,110 |
|
S&P 500 Index E-MINI |
|
|
1,864 |
|
|
|
Mar-2024 |
|
|
|
433,158 |
|
|
|
449,224 |
|
|
|
16,066 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
76 |
|
|
|
Mar-2024 |
|
|
|
20,184 |
|
|
|
21,352 |
|
|
|
1,168 |
|
S&P TSX 60 Index |
|
|
68 |
|
|
|
Mar-2024 |
|
|
|
12,289 |
|
|
|
13,102 |
|
|
|
434 |
|
Silver^ |
|
|
59 |
|
|
|
Mar-2024 |
|
|
|
7,135 |
|
|
|
7,106 |
|
|
|
(29 |
) |
Soybean^ |
|
|
185 |
|
|
|
Mar-2024 |
|
|
|
12,428 |
|
|
|
12,007 |
|
|
|
(421 |
) |
Soybean Meal^ |
|
|
264 |
|
|
|
Mar-2024 |
|
|
|
11,094 |
|
|
|
10,191 |
|
|
|
(903 |
) |
Soybean Oil^ |
|
|
27 |
|
|
|
Mar-2024 |
|
|
|
837 |
|
|
|
781 |
|
|
|
(56 |
) |
SPI 200 Index |
|
|
97 |
|
|
|
Mar-2024 |
|
|
|
12,007 |
|
|
|
12,551 |
|
|
|
310 |
|
Sugar No. 11^ |
|
|
384 |
|
|
|
Mar-2024 |
|
|
|
11,138 |
|
|
|
8,850 |
|
|
|
(2,288 |
) |
TOPIX Index |
|
|
341 |
|
|
|
Mar-2024 |
|
|
|
54,581 |
|
|
|
57,228 |
|
|
|
232 |
|
TOPIX Index |
|
|
64 |
|
|
|
Mar-2024 |
|
|
|
10,344 |
|
|
|
10,741 |
|
|
|
(55 |
) |
U.S. 2-Year Treasury Note |
|
|
1,056 |
|
|
|
Mar-2024 |
|
|
|
215,665 |
|
|
|
217,446 |
|
|
|
1,781 |
|
U.S. 5-Year Treasury Note |
|
|
2,181 |
|
|
|
Mar-2024 |
|
|
|
232,643 |
|
|
|
237,235 |
|
|
|
4,592 |
|
U.S. 10-Year Treasury Note |
|
|
2,974 |
|
|
|
Mar-2024 |
|
|
|
326,563 |
|
|
|
335,738 |
|
|
|
9,175 |
|
U.S. Long Treasury Bond |
|
|
907 |
|
|
|
Mar-2024 |
|
|
|
106,025 |
|
|
|
113,319 |
|
|
|
7,294 |
|
U.S. Ultra Long Treasury Bond |
|
|
261 |
|
|
|
Mar-2024 |
|
|
|
32,370 |
|
|
|
34,867 |
|
|
|
2,497 |
|
Wheat |
|
|
93 |
|
|
|
Mar-2024 |
|
|
|
2,851 |
|
|
|
2,920 |
|
|
|
69 |
|
WTI Crude Oil^ |
|
|
163 |
|
|
|
Feb-2024 |
|
|
|
11,990 |
|
|
|
11,710 |
|
|
|
(280 |
) |
| |
|
|
|
|
|
|
|
|
|
|
2,618,435 |
|
|
|
2,706,339 |
|
|
|
63,983 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aluminum^ |
|
|
(3 |
) |
|
|
Apr-2024 |
|
|
$ |
(169 |
) |
|
$ |
(179 |
) |
|
$ |
(10 |
) |
CAC40 10 Euro Index |
|
|
(91 |
) |
|
|
Jan-2024 |
|
|
|
(7,459 |
) |
|
|
(7,595 |
) |
|
|
37 |
|
Copper^ |
|
|
(1 |
) |
|
|
Mar-2024 |
|
|
|
(95 |
) |
|
|
(97 |
) |
|
|
(2 |
) |
DAX Index |
|
|
(32 |
) |
|
|
Mar-2024 |
|
|
|
(14,685 |
) |
|
|
(14,946 |
) |
|
|
69 |
|
FTSE KLCI |
|
|
(24 |
) |
|
|
Jan-2024 |
|
|
|
(378 |
) |
|
|
(379 |
) |
|
|
2 |
|
MSCI Singapore Index |
|
|
(76 |
) |
|
|
Jan-2024 |
|
|
|
(1,594 |
) |
|
|
(1,658 |
) |
|
|
(59 |
) |
Natural Gas^ |
|
|
(25 |
) |
|
|
Jan-2024 |
|
|
|
(599 |
) |
|
|
(629 |
) |
|
|
(30 |
) |
NY Harbor ULSD^ |
|
|
(17 |
) |
|
|
Jan-2024 |
|
|
|
(1,906 |
) |
|
|
(1,806 |
) |
|
|
100 |
|
OMX Stockholm 30 |
|
|
(514 |
) |
|
|
Jan-2024 |
|
|
|
(11,545 |
) |
|
|
(12,247 |
) |
|
|
(274 |
) |
Platinum^ |
|
|
(8 |
) |
|
|
Oct-2024 |
|
|
|
(120 |
) |
|
|
(128 |
) |
|
|
(5 |
) |
Platinum^ |
|
|
(2 |
) |
|
|
Dec-2024 |
|
|
|
(32 |
) |
|
|
(32 |
) |
|
|
– |
|
SET 50 |
|
|
(342 |
) |
|
|
Mar-2024 |
|
|
|
(1,703 |
) |
|
|
(1,750 |
) |
|
|
(17 |
) |
SPI 200 Index |
|
|
(70 |
) |
|
|
Mar-2024 |
|
|
|
(8,818 |
) |
|
|
(9,057 |
) |
|
|
(142 |
) |
WTI Crude Oil^ |
|
|
(98 |
) |
|
|
Jan-2024 |
|
|
|
(7,164 |
) |
|
|
(7,021 |
) |
|
|
143 |
|
| |
|
|
|
|
|
|
|
|
|
|
(56,267 |
) |
|
|
(57,524 |
) |
|
|
(188 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
2,562,168 |
|
|
$ |
2,648,815 |
|
|
$ |
63,795 |
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
BNP Paribas |
|
|
01/31/24 |
|
|
|
CHF |
|
|
|
4,470 |
|
|
|
USD |
|
|
|
5,264 |
|
|
$ |
(67 |
) |
BNP Paribas |
|
|
01/31/24 |
|
|
|
GBP |
|
|
|
5,590 |
|
|
|
USD |
|
|
|
7,132 |
|
|
|
6 |
|
BNYMellon |
|
|
01/31/24 |
|
|
|
AUD |
|
|
|
4,240 |
|
|
|
USD |
|
|
|
2,901 |
|
|
|
6 |
|
Brown Brothers Harriman |
|
|
01/31/24 |
|
|
|
EUR |
|
|
|
19,590 |
|
|
|
USD |
|
|
|
21,720 |
|
|
|
55 |
|
Brown Brothers Harriman |
|
|
01/31/24 |
|
|
|
JPY |
|
|
|
2,765,570 |
|
|
|
USD |
|
|
|
19,506 |
|
|
|
(213 |
) |
Brown Brothers Harriman |
|
|
02/28/24 |
|
|
|
GBP |
|
|
|
35,600 |
|
|
|
USD |
|
|
|
45,131 |
|
|
|
(257 |
) |
Brown Brothers Harriman |
|
|
02/28/24 |
|
|
|
EUR |
|
|
|
53,500 |
|
|
|
USD |
|
|
|
58,858 |
|
|
|
(372 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
226 |
|
|
|
IDR |
|
|
|
3,500,000 |
|
|
|
1 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
471 |
|
|
|
SGD |
|
|
|
626 |
|
|
|
5 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
593 |
|
|
|
THB |
|
|
|
20,500 |
|
|
|
11 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
872 |
|
|
|
COP |
|
|
|
3,550,000 |
|
|
|
29 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,102 |
|
|
|
TWD |
|
|
|
34,000 |
|
|
|
27 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,318 |
|
|
|
PLN |
|
|
|
5,277 |
|
|
|
23 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
435 |
|
|
|
USD |
|
|
|
111 |
|
|
$ |
1 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
1,740 |
|
|
|
USD |
|
|
|
442 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
2,500 |
|
|
|
USD |
|
|
|
72 |
|
|
|
(2 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
ILS |
|
|
|
2,927 |
|
|
|
USD |
|
|
|
792 |
|
|
|
(24 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
TWD |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
50 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
TWD |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
50 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,339 |
|
|
|
EUR |
|
|
|
3,069 |
|
|
|
62 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
4,000 |
|
|
|
USD |
|
|
|
227 |
|
|
|
(6 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,841 |
|
|
|
CLP |
|
|
|
1,625,005 |
|
|
|
13 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,462 |
|
|
|
CLP |
|
|
|
2,148,012 |
|
|
|
(12 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
BRL |
|
|
|
4,463 |
|
|
|
USD |
|
|
|
904 |
|
|
|
(8 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,017 |
|
|
|
CZK |
|
|
|
45,532 |
|
|
|
17 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,671 |
|
|
|
CZK |
|
|
|
59,500 |
|
|
|
(13 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,084 |
|
|
|
ZAR |
|
|
|
95,379 |
|
|
|
97 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
6,144 |
|
|
|
USD |
|
|
|
4,623 |
|
|
|
(53 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
67 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
223 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,611 |
|
|
|
KRW |
|
|
|
4,714,441 |
|
|
|
45 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,326 |
|
|
|
KRW |
|
|
|
4,264,441 |
|
|
|
(20 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
6,670 |
|
|
|
HUF |
|
|
|
2,367,902 |
|
|
|
120 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,879 |
|
|
|
HUF |
|
|
|
1,002,594 |
|
|
|
(4 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
CNH |
|
|
|
1,287 |
|
|
|
USD |
|
|
|
182 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
CNH |
|
|
|
9,544 |
|
|
|
USD |
|
|
|
1,344 |
|
|
|
(4 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
13,000 |
|
|
|
USD |
|
|
|
690 |
|
|
|
(17 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
13,308 |
|
|
|
BRL |
|
|
|
66,291 |
|
|
|
241 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
173 |
|
|
|
BRL |
|
|
|
844 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
16,122 |
|
|
|
CNH |
|
|
|
114,522 |
|
|
|
53 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
365 |
|
|
|
CNH |
|
|
|
2,582 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
INR |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
240 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
19,731 |
|
|
|
INR |
|
|
|
1,650,125 |
|
|
|
30 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
300 |
|
|
|
INR |
|
|
|
25,000 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
GBP |
|
|
|
2,048 |
|
|
|
USD |
|
|
|
2,613 |
|
|
|
2 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
GBP |
|
|
|
21,295 |
|
|
|
USD |
|
|
|
26,927 |
|
|
|
(225 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
24,788 |
|
|
|
MXN |
|
|
|
436,203 |
|
|
|
642 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
846 |
|
|
|
MXN |
|
|
|
14,500 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
55,000 |
|
|
|
USD |
|
|
|
157 |
|
|
|
(1 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
28,925 |
|
|
|
USD |
|
|
|
523 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
56,075 |
|
|
|
USD |
|
|
|
1,010 |
|
|
|
(4 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
7,222 |
|
|
|
USD |
|
|
|
8,014 |
|
|
|
11 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
90,745 |
|
|
|
USD |
|
|
|
98,948 |
|
|
|
(1,605 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
290,123 |
|
|
|
USD |
|
|
|
333 |
|
|
|
2 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
334,877 |
|
|
|
USD |
|
|
|
379 |
|
|
|
(3 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
283,333 |
|
|
|
USD |
|
|
|
221 |
|
|
|
1 |
|
Citigroup |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
1,166,667 |
|
|
|
USD |
|
|
|
893 |
|
|
|
(12 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
494,444 |
|
|
|
USD |
|
|
|
32 |
|
|
|
— |
|
Citigroup |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
1,027,778 |
|
|
|
USD |
|
|
|
67 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
226 |
|
|
|
IDR |
|
|
|
3,500,000 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
471 |
|
|
|
SGD |
|
|
|
626 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
593 |
|
|
|
THB |
|
|
|
20,500 |
|
|
|
12 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
872 |
|
|
|
COP |
|
|
|
3,550,000 |
|
|
$ |
30 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,102 |
|
|
|
TWD |
|
|
|
34,000 |
|
|
|
28 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,318 |
|
|
|
PLN |
|
|
|
5,277 |
|
|
|
24 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
435 |
|
|
|
USD |
|
|
|
111 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
PLN |
|
|
|
1,740 |
|
|
|
USD |
|
|
|
442 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
THB |
|
|
|
2,500 |
|
|
|
USD |
|
|
|
72 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
ILS |
|
|
|
2,927 |
|
|
|
USD |
|
|
|
792 |
|
|
|
(23 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
TWD |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
50 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
TWD |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
50 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
MXN |
|
|
|
4,000 |
|
|
|
USD |
|
|
|
227 |
|
|
|
(6 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,841 |
|
|
|
CLP |
|
|
|
1,625,005 |
|
|
|
13 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,462 |
|
|
|
CLP |
|
|
|
2,148,012 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
BRL |
|
|
|
4,463 |
|
|
|
USD |
|
|
|
903 |
|
|
|
(8 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,017 |
|
|
|
CZK |
|
|
|
45,532 |
|
|
|
17 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,671 |
|
|
|
CZK |
|
|
|
59,500 |
|
|
|
(12 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
5,084 |
|
|
|
ZAR |
|
|
|
95,379 |
|
|
|
97 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
SGD |
|
|
|
6,144 |
|
|
|
USD |
|
|
|
4,623 |
|
|
|
(53 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
1,500 |
|
|
|
USD |
|
|
|
67 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CZK |
|
|
|
5,000 |
|
|
|
USD |
|
|
|
223 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,611 |
|
|
|
KRW |
|
|
|
4,714,441 |
|
|
|
45 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
3,326 |
|
|
|
KRW |
|
|
|
4,264,441 |
|
|
|
(19 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
6,670 |
|
|
|
HUF |
|
|
|
2,367,902 |
|
|
|
120 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
2,879 |
|
|
|
HUF |
|
|
|
1,002,594 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CNH |
|
|
|
1,287 |
|
|
|
USD |
|
|
|
182 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CNH |
|
|
|
9,544 |
|
|
|
USD |
|
|
|
1,344 |
|
|
|
(4 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
ZAR |
|
|
|
13,000 |
|
|
|
USD |
|
|
|
690 |
|
|
|
(16 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
13,308 |
|
|
|
BRL |
|
|
|
66,291 |
|
|
|
242 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
173 |
|
|
|
BRL |
|
|
|
844 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
16,122 |
|
|
|
CNH |
|
|
|
114,522 |
|
|
|
54 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
365 |
|
|
|
CNH |
|
|
|
2,582 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
GBP |
|
|
|
17,679 |
|
|
|
USD |
|
|
|
22,328 |
|
|
|
(214 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
INR |
|
|
|
20,000 |
|
|
|
USD |
|
|
|
240 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
19,731 |
|
|
|
INR |
|
|
|
1,650,125 |
|
|
|
31 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
300 |
|
|
|
INR |
|
|
|
25,000 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
24,788 |
|
|
|
MXN |
|
|
|
436,203 |
|
|
|
642 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
846 |
|
|
|
MXN |
|
|
|
14,500 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
HUF |
|
|
|
55,000 |
|
|
|
USD |
|
|
|
157 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
1,372 |
|
|
|
USD |
|
|
|
1,526 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
78,907 |
|
|
|
USD |
|
|
|
85,967 |
|
|
|
(1,469 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
28,925 |
|
|
|
USD |
|
|
|
523 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
PHP |
|
|
|
56,075 |
|
|
|
USD |
|
|
|
1,010 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
290,123 |
|
|
|
USD |
|
|
|
333 |
|
|
|
2 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
CLP |
|
|
|
334,877 |
|
|
|
USD |
|
|
|
379 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
283,333 |
|
|
|
USD |
|
|
|
221 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
KRW |
|
|
|
1,166,667 |
|
|
|
USD |
|
|
|
893 |
|
|
|
(11 |
) |
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
494,444 |
|
|
|
USD |
|
|
|
32 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
IDR |
|
|
|
1,027,778 |
|
|
|
USD |
|
|
|
67 |
|
|
|
— |
|
State Street |
|
|
01/31/24 |
|
|
|
CAD |
|
|
|
8,180 |
|
|
|
USD |
|
|
|
6,200 |
|
|
|
(7 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
State Street |
|
|
01/31/24 |
|
|
|
HKD |
|
|
|
18,180 |
|
|
|
USD |
|
|
|
2,329 |
|
|
$ |
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,920 |
) |
A list of open OTC swap agreements held by the Fund at December 31, 2023, 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) |
|
JPMorgan Chase |
|
|
TAIEX Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
01/17/2024 |
|
|
|
TWD |
|
|
$ |
8,162 |
|
|
$ |
8,385 |
|
|
$ |
– |
|
|
$ |
223 |
|
JPMorgan Chase |
|
|
AEX Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
01/19/2024 |
|
|
|
EUR |
|
|
|
(6,252 |
) |
|
|
(6,275 |
) |
|
|
– |
|
|
|
(23 |
) |
Bank of America |
|
|
HSCEI Index |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
|
|
|
|
|
01/30/2024 |
|
|
|
HKD |
|
|
|
10,951 |
|
|
|
11,282 |
|
|
|
– |
|
|
|
332 |
|
JPMorgan Chase |
|
|
HSCEI Index |
|
|
|
POSITIVE PRICE RETURN |
|
|
ASSET RETURN |
|
|
|
|
|
|
|
01/30/2024 |
|
|
|
HKD |
|
|
|
9,283 |
|
|
|
9,575 |
|
|
|
– |
|
|
|
292 |
|
Bank of America |
|
|
BOVESPA Index |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
02/14/2024 |
|
|
|
BRL |
|
|
|
9,584 |
|
|
|
10,203 |
|
|
|
– |
|
|
|
619 |
|
Bank of America |
|
|
KOSPO Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
03/14/2024 |
|
|
|
KRW |
|
|
|
5,016 |
|
|
|
5,492 |
|
|
|
– |
|
|
|
475 |
|
JPMorgan Chase |
|
|
KOSPO Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
03/14/2024 |
|
|
|
KRW |
|
|
|
1,174 |
|
|
|
1,267 |
|
|
|
– |
|
|
|
93 |
|
Bank of America |
|
|
SWISS Market Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
03/15/2024 |
|
|
|
CHF |
|
|
|
(13,706 |
) |
|
|
(13,824 |
) |
|
|
– |
|
|
|
(118 |
) |
Bank of America |
|
|
WIG 20 Index |
|
|
|
NEGATIVE PRICE RETURN |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
|
|
|
|
03/15/2024 |
|
|
|
PLN |
|
|
|
(24 |
) |
|
|
(24 |
) |
|
|
– |
|
|
|
– |
|
Bank of America |
|
|
FTSE/JSE Index |
|
|
|
POSITIVE PRICE RETURN |
|
|
|
POSITVE PRICE RETURN |
|
|
|
|
|
|
|
03/20/2024 |
|
|
|
ZAR |
|
|
|
(21 |
) |
|
|
(22 |
) |
|
|
– |
|
|
|
(1 |
) |
Citibank |
|
|
MSCI INTERNATIONAL SOUTH AFRICA NET INDEX |
|
|
ASSET RETURN |
|
|
|
JIBA1M INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
ZAR |
|
|
|
6,314 |
|
|
|
(19 |
) |
|
|
– |
|
|
|
(19 |
) |
Add to counterparty table |
|
|
MSCI THAILAND NET INDEX |
|
|
ASSET RETURN |
|
|
|
NDEUTHF INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
USD |
|
|
|
979 |
|
|
|
(90 |
) |
|
|
– |
|
|
|
(90 |
) |
Citibank |
|
|
MSCI INTERNATIONAL SINGAPORE NET INDEX |
|
|
ASSET RETURN |
|
|
|
SIBCSORA INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
SGD |
|
|
|
2,440 |
|
|
|
(80 |
) |
|
|
– |
|
|
|
(80 |
) |
Citibank |
|
|
MSCI INTERNATIONAL MEXICO NET RETURN INDEX |
|
|
|
MXIBTIIE INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
MXN |
|
|
|
149 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Bank of America |
|
|
TEL AVIV 35 INDEX |
|
|
ASSET RETURN |
|
|
|
TELBOR01 INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
ILS |
|
|
|
501 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
Citibank |
|
|
MSCI INTERNATIONAL SPAIN NET INDEX |
|
|
|
ESTRON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
EUR |
|
|
|
533 |
|
|
|
(2 |
) |
|
|
– |
|
|
|
(2 |
) |
Citibank |
|
|
MSCI INTERNATIONAL NETHERLANDS NET INDEX |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
EUR |
|
|
|
2,117 |
|
|
|
(8 |
) |
|
|
– |
|
|
|
(8 |
) |
Citibank |
|
|
MSCI INTERNATIONAL ITALY NET INDEX |
|
|
|
ESTRON INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
EUR |
|
|
|
2,896 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
Citibank |
|
|
MSCI INTERNATIONAL FRANCE NET INDEX |
|
|
ASSET RETURN |
|
|
|
ESTRON INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
EUR |
|
|
|
126 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
Citibank |
|
|
MSCI INTERNATIONAL SWITZERLAND NET INDEX |
|
|
ASSET RETURN |
|
|
|
SSARON INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
CHF |
|
|
|
3,266 |
|
|
|
(4 |
) |
|
|
– |
|
|
|
(4 |
) |
Citibank |
|
|
MSCI INTERNATIONAL CANADA NET INDEX |
|
|
ASSET RETURN |
|
|
|
CAONREPO INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
CAD |
|
|
|
830 |
|
|
|
(11 |
) |
|
|
– |
|
|
|
(11 |
) |
Citibank |
|
|
MSCI INTERNATIONAL BRAZIL NET INDEX |
|
|
|
BZDIOVRA INDEX |
|
|
ASSET RETURN |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
BRL |
|
|
|
1,494 |
|
|
|
3 |
|
|
|
– |
|
|
|
3 |
|
Citibank |
|
|
MSCI INTERNATIONAL SWEDEN NET INDEX |
|
|
ASSET RETURN |
|
|
|
STBB1M INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
SEK |
|
|
|
31,987 |
|
|
|
(116 |
) |
|
|
– |
|
|
|
(116 |
) |
Citibank |
|
|
MSCI INTERNATIONAL AUSTRALIA NET INDEX |
|
|
ASSET RETURN |
|
|
|
BBSW1M INDEX |
|
|
|
Monthly |
|
|
|
03/20/2024 |
|
|
|
AUD |
|
|
|
436 |
|
|
|
(13 |
) |
|
|
– |
|
|
|
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
25,709 |
|
|
$ |
– |
|
|
$ |
1,542 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Accumulation Fund (Concluded)
|
Percentages are based on Net Assets of $1,950,884 ($ Thousands). |
* |
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) |
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 December 31, 2023, the value of these securities amounted to $58,915 ($ Thousands), representing 3.0% of the Net Assets of the Fund. |
(C) |
No interest rate available. |
^ |
Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of December 31, 2023. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS — 50.5% |
Communication Services — 3.9% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
5.500%, 10/15/2029 (A) |
|
$ |
489 |
|
|
$ |
383 |
|
Altice France Holding |
|
|
|
|
|
|
|
|
10.500%, 05/15/2027 (A) |
|
|
2,090 |
|
|
|
1,353 |
|
AMC Entertainment Holdings |
|
|
|
|
|
|
|
|
7.500%, 02/15/2029 (A) |
|
|
290 |
|
|
|
201 |
|
AT&T |
|
|
|
|
|
|
|
|
4.350%, 03/01/2029 |
|
|
650 |
|
|
|
641 |
|
3.500%, 06/01/2041 |
|
|
330 |
|
|
|
262 |
|
2.750%, 06/01/2031 |
|
|
355 |
|
|
|
311 |
|
2.550%, 12/01/2033 |
|
|
1,338 |
|
|
|
1,091 |
|
2.300%, 06/01/2027 |
|
|
939 |
|
|
|
872 |
|
1.650%, 02/01/2028 |
|
|
815 |
|
|
|
726 |
|
Bharti Airtel |
|
|
|
|
|
|
|
|
3.250%, 06/03/2031 (A) |
|
|
1,360 |
|
|
|
1,198 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (A) |
|
|
1,515 |
|
|
|
1,336 |
|
4.500%, 05/01/2032 |
|
|
260 |
|
|
|
223 |
|
4.250%, 02/01/2031 (A) |
|
|
840 |
|
|
|
734 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
5.125%, 07/01/2049 |
|
|
200 |
|
|
|
162 |
|
4.908%, 07/23/2025 |
|
|
2,990 |
|
|
|
2,962 |
|
3.750%, 02/15/2028 |
|
|
610 |
|
|
|
576 |
|
Cinemark USA |
|
|
|
|
|
|
|
|
5.875%, 03/15/2026 (A) |
|
|
446 |
|
|
|
436 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.875%, 11/15/2024 |
|
|
890 |
|
|
|
834 |
|
5.750%, 12/01/2028 (A) |
|
|
480 |
|
|
|
383 |
|
5.250%, 12/01/2026 (A) |
|
|
540 |
|
|
|
463 |
|
Gannett Holdings |
|
|
|
|
|
|
|
|
6.000%, 11/01/2026 (A) |
|
|
250 |
|
|
|
221 |
|
iHeartCommunications |
|
|
|
|
|
|
|
|
8.375%, 05/01/2027 |
|
|
780 |
|
|
|
506 |
|
Intelsat Jackson Holdings (Escrow Security) |
|
|
|
|
|
|
|
|
9.750%, 07/15/2025 (A)(B) |
|
|
650 |
|
|
|
– |
|
5.500%, 08/01/2023 (B) |
|
|
1,747 |
|
|
|
– |
|
Mauritius Investments |
|
|
|
|
|
|
|
|
6.500%, 10/13/2026 |
|
|
1,950 |
|
|
|
1,964 |
|
Meta Platforms |
|
|
|
|
|
|
|
|
3.850%, 08/15/2032 |
|
|
815 |
|
|
|
775 |
|
3.500%, 08/15/2027 |
|
|
420 |
|
|
|
409 |
|
Millicom International Cellular |
|
|
|
|
|
|
|
|
6.250%, 03/25/2029 (A) |
|
|
297 |
|
|
|
282 |
|
4.500%, 04/27/2031 (A) |
|
|
219 |
|
|
|
182 |
|
Scripps Escrow |
|
|
|
|
|
|
|
|
5.875%, 07/15/2027 (A) |
|
|
506 |
|
|
|
450 |
|
Sinclair Television Group |
|
|
|
|
|
|
|
|
5.125%, 02/15/2027 (A) |
|
|
465 |
|
|
|
415 |
|
Sirius XM Radio |
|
|
|
|
|
|
|
|
4.000%, 07/15/2028 (A) |
|
|
1,070 |
|
|
|
990 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
T-Mobile USA |
|
|
|
|
|
|
|
|
4.500%, 04/15/2050 |
|
$ |
1,416 |
|
|
$ |
1,251 |
|
Townsquare Media |
|
|
|
|
|
|
|
|
6.875%, 02/01/2026 (A) |
|
|
842 |
|
|
|
825 |
|
Turk Telekomunikasyon |
|
|
|
|
|
|
|
|
6.875%, 02/28/2025 (A) |
|
|
330 |
|
|
|
326 |
|
Urban One |
|
|
|
|
|
|
|
|
7.375%, 02/01/2028 (A) |
|
|
1,050 |
|
|
|
892 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
2.100%, 03/22/2028 |
|
|
485 |
|
|
|
439 |
|
Vmed O2 UK Financing I |
|
|
|
|
|
|
|
|
4.750%, 07/15/2031 (A) |
|
|
490 |
|
|
|
437 |
|
VTR Comunicaciones |
|
|
|
|
|
|
|
|
5.125%, 01/15/2028 (A) |
|
|
346 |
|
|
|
173 |
|
Ziff Davis |
|
|
|
|
|
|
|
|
4.625%, 10/15/2030 (A) |
|
|
670 |
|
|
|
615 |
|
ZipRecruiter |
|
|
|
|
|
|
|
|
5.000%, 01/15/2030 (A) |
|
|
200 |
|
|
|
175 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
26,474 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 7.3% |
|
|
|
|
Allen Media |
|
|
|
|
|
|
|
|
10.500%, 02/15/2028 (A) |
|
|
570 |
|
|
|
305 |
|
Altice Financing |
|
|
|
|
|
|
|
|
5.750%, 08/15/2029 (A) |
|
|
610 |
|
|
|
542 |
|
5.000%, 01/15/2028 (A) |
|
|
735 |
|
|
|
666 |
|
Asbury Automotive Group |
|
|
|
|
|
|
|
|
5.000%, 02/15/2032 (A) |
|
|
260 |
|
|
|
236 |
|
4.625%, 11/15/2029 (A) |
|
|
475 |
|
|
|
440 |
|
Banijay Entertainment SASU |
|
|
|
|
|
|
|
|
8.125%, 05/01/2029 (A) |
|
|
200 |
|
|
|
206 |
|
Bath & Body Works |
|
|
|
|
|
|
|
|
6.625%, 10/01/2030 (A) |
|
|
660 |
|
|
|
675 |
|
5.250%, 02/01/2028 |
|
|
260 |
|
|
|
257 |
|
Boyne USA |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
390 |
|
|
|
367 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (A) |
|
|
340 |
|
|
|
349 |
|
Caesars Resort Collection |
|
|
|
|
|
|
|
|
5.750%, 07/01/2025 (A) |
|
|
270 |
|
|
|
270 |
|
CalAtlantic Group |
|
|
|
|
|
|
|
|
5.250%, 06/01/2026 |
|
|
330 |
|
|
|
310 |
|
Carnival |
|
|
|
|
|
|
|
|
10.500%, 06/01/2030 (A) |
|
|
240 |
|
|
|
262 |
|
7.000%, 08/15/2029 (A) |
|
|
190 |
|
|
|
198 |
|
5.750%, 03/01/2027 (A) |
|
|
780 |
|
|
|
761 |
|
4.000%, 08/01/2028 (A) |
|
|
290 |
|
|
|
270 |
|
Carnival Holdings Bermuda |
|
|
|
|
|
|
|
|
10.375%, 05/01/2028 (A) |
|
|
430 |
|
|
|
468 |
|
Carriage Services |
|
|
|
|
|
|
|
|
4.250%, 05/15/2029 (A) |
|
|
440 |
|
|
|
391 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Clarios Global |
|
|
|
|
|
|
|
|
8.500%, 05/15/2027 (A) |
|
$ |
400 |
|
|
$ |
401 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
11.250%, 05/15/2028 (A) |
|
|
980 |
|
|
|
1,010 |
|
7.500%, 04/01/2028 (A) |
|
|
930 |
|
|
|
696 |
|
6.500%, 02/01/2029 (A) |
|
|
420 |
|
|
|
370 |
|
5.750%, 01/15/2030 (A) |
|
|
443 |
|
|
|
276 |
|
5.250%, 06/01/2024 |
|
|
300 |
|
|
|
293 |
|
4.125%, 12/01/2030 (A) |
|
|
590 |
|
|
|
449 |
|
Diamond Sports Group |
|
|
|
|
|
|
|
|
6.625%, 08/15/2027 (A)(B) |
|
|
500 |
|
|
|
25 |
|
5.375%, 08/15/2026 (A)(B) |
|
|
330 |
|
|
|
17 |
|
DirecTV Financing |
|
|
|
|
|
|
|
|
5.875%, 08/15/2027 (A) |
|
|
1,950 |
|
|
|
1,832 |
|
DISH Network |
|
|
|
|
|
|
|
|
11.750%, 11/15/2027 (A) |
|
|
720 |
|
|
|
752 |
|
Expedia Group |
|
|
|
|
|
|
|
|
4.625%, 08/01/2027 |
|
|
607 |
|
|
|
604 |
|
Foot Locker |
|
|
|
|
|
|
|
|
4.000%, 10/01/2029 (A) |
|
|
820 |
|
|
|
679 |
|
Ford Motor |
|
|
|
|
|
|
|
|
3.250%, 02/12/2032 |
|
|
2,751 |
|
|
|
2,288 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
4.950%, 05/28/2027 |
|
|
1,019 |
|
|
|
994 |
|
3.625%, 06/17/2031 |
|
|
1,120 |
|
|
|
966 |
|
Foundation Building Materials |
|
|
|
|
|
|
|
|
6.000%, 03/01/2029 (A) |
|
|
1,160 |
|
|
|
1,043 |
|
Full House Resorts |
|
|
|
|
|
|
|
|
8.250%, 02/15/2028 (A) |
|
|
650 |
|
|
|
611 |
|
General Motors |
|
|
|
|
|
|
|
|
5.950%, 04/01/2049 |
|
|
36 |
|
|
|
35 |
|
4.000%, 04/01/2025 |
|
|
230 |
|
|
|
226 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.650%, 01/17/2029 |
|
|
165 |
|
|
|
169 |
|
Getty Images |
|
|
|
|
|
|
|
|
9.750%, 03/01/2027 (A) |
|
|
720 |
|
|
|
724 |
|
GrubHub Holdings |
|
|
|
|
|
|
|
|
5.500%, 07/01/2027 (A) |
|
|
280 |
|
|
|
235 |
|
Hilton Grand Vacations Borrower Escrow |
|
|
|
|
|
|
|
|
5.000%, 06/01/2029 (A) |
|
|
940 |
|
|
|
867 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.200%, 09/21/2030 (A) |
|
|
735 |
|
|
|
774 |
|
KB Home |
|
|
|
|
|
|
|
|
7.250%, 07/15/2030 |
|
|
505 |
|
|
|
523 |
|
LCM Investments Holdings II |
|
|
|
|
|
|
|
|
4.875%, 05/01/2029 (A) |
|
|
1,125 |
|
|
|
1,045 |
|
MajorDrive Holdings IV |
|
|
|
|
|
|
|
|
6.375%, 06/01/2029 (A) |
|
|
985 |
|
|
|
848 |
|
Marriott Ownership Resorts |
|
|
|
|
|
|
|
|
4.500%, 06/15/2029 (A) |
|
|
260 |
|
|
|
229 |
|
Match Group Holdings II |
|
|
|
|
|
|
|
|
5.000%, 12/15/2027 (A) |
|
|
190 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.625%, 10/01/2031 (A) |
|
$ |
355 |
|
|
$ |
307 |
|
McClatchy |
|
|
|
|
|
|
|
|
11.000%, 07/15/2027 (A) |
|
|
394 |
|
|
|
432 |
|
Mclaren Finance |
|
|
|
|
|
|
|
|
7.500%, 08/01/2026 (A) |
|
|
940 |
|
|
|
806 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
180 |
|
|
|
167 |
|
Melco Resorts Finance |
|
|
|
|
|
|
|
|
5.375%, 12/04/2029 (A) |
|
|
420 |
|
|
|
370 |
|
4.875%, 06/06/2025 (A) |
|
|
200 |
|
|
|
194 |
|
MercadoLibre |
|
|
|
|
|
|
|
|
3.125%, 01/14/2031 |
|
|
640 |
|
|
|
548 |
|
Metis Merger Sub |
|
|
|
|
|
|
|
|
6.500%, 05/15/2029 (A) |
|
|
267 |
|
|
|
241 |
|
Michaels |
|
|
|
|
|
|
|
|
5.250%, 05/01/2028 (A) |
|
|
410 |
|
|
|
324 |
|
Mohegan Tribal Gaming Authority |
|
|
|
|
|
|
|
|
13.250%, 12/15/2027 (A) |
|
|
200 |
|
|
|
213 |
|
8.000%, 02/01/2026 (A) |
|
|
956 |
|
|
|
902 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (A) |
|
|
230 |
|
|
|
240 |
|
5.875%, 03/15/2026 (A) |
|
|
820 |
|
|
|
802 |
|
Newell Brands |
|
|
|
|
|
|
|
|
6.500%, 04/01/2046 |
|
|
506 |
|
|
|
421 |
|
5.200%, 04/01/2026 |
|
|
700 |
|
|
|
690 |
|
PECF USS Intermediate Holding III |
|
|
|
|
|
|
|
|
8.000%, 11/15/2029 (A) |
|
|
730 |
|
|
|
372 |
|
Penske Automotive Group |
|
|
|
|
|
|
|
|
3.750%, 06/15/2029 |
|
|
788 |
|
|
|
701 |
|
PM General Purchaser |
|
|
|
|
|
|
|
|
9.500%, 10/01/2028 (A) |
|
|
1,510 |
|
|
|
1,531 |
|
QVC |
|
|
|
|
|
|
|
|
4.850%, 04/01/2024 |
|
|
460 |
|
|
|
455 |
|
4.450%, 02/15/2025 |
|
|
130 |
|
|
|
122 |
|
4.375%, 09/01/2028 |
|
|
320 |
|
|
|
231 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
11.625%, 08/15/2027 (A) |
|
|
120 |
|
|
|
130 |
|
9.250%, 01/15/2029 (A) |
|
|
250 |
|
|
|
269 |
|
8.250%, 01/15/2029 (A) |
|
|
170 |
|
|
|
181 |
|
4.250%, 07/01/2026 (A) |
|
|
710 |
|
|
|
686 |
|
Sally Holdings |
|
|
|
|
|
|
|
|
5.625%, 12/01/2025 |
|
|
970 |
|
|
|
970 |
|
Sands China |
|
|
|
|
|
|
|
|
5.650%, 08/08/2028 |
|
|
240 |
|
|
|
238 |
|
3.500%, 08/08/2031 |
|
|
200 |
|
|
|
168 |
|
3.100%, 03/08/2029 |
|
|
200 |
|
|
|
174 |
|
SeaWorld Parks & Entertainment |
|
|
|
|
|
|
|
|
5.250%, 08/15/2029 (A) |
|
|
822 |
|
|
|
768 |
|
Specialty Building Products Holdings |
|
|
|
|
|
|
|
|
6.375%, 09/30/2026 (A) |
|
|
905 |
|
|
|
888 |
|
SRS Distribution |
|
|
|
|
|
|
|
|
6.125%, 07/01/2029 (A) |
|
|
961 |
|
|
|
911 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
StoneMor |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
$ |
520 |
|
|
$ |
408 |
|
TKC Holdings |
|
|
|
|
|
|
|
|
6.875%, 05/15/2028 (A) |
|
|
150 |
|
|
|
139 |
|
TopBuild |
|
|
|
|
|
|
|
|
4.125%, 02/15/2032 (A) |
|
|
40 |
|
|
|
35 |
|
3.625%, 03/15/2029 (A) |
|
|
470 |
|
|
|
426 |
|
TUI Cruises GmbH |
|
|
|
|
|
|
|
|
6.500%, 05/15/2026 (A) |
|
EUR |
375 |
|
|
|
408 |
|
Viking Cruises |
|
|
|
|
|
|
|
|
9.125%, 07/15/2031 (A) |
|
$ |
480 |
|
|
|
512 |
|
5.875%, 09/15/2027 (A) |
|
|
400 |
|
|
|
386 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (A) |
|
|
610 |
|
|
|
584 |
|
VZ Secured Financing BV |
|
|
|
|
|
|
|
|
5.000%, 01/15/2032 (A) |
|
|
685 |
|
|
|
585 |
|
Wheel Bidco |
|
|
|
|
|
|
|
|
6.750%, 07/15/2026 (A) |
|
GBP |
610 |
|
|
|
662 |
|
Winnebago Industries |
|
|
|
|
|
|
|
|
6.250%, 07/15/2028 (A) |
|
$ |
670 |
|
|
|
658 |
|
WW International |
|
|
|
|
|
|
|
|
4.500%, 04/15/2029 (A) |
|
|
370 |
|
|
|
243 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
4.875%, 10/01/2024 (A) |
|
|
1,670 |
|
|
|
1,648 |
|
Yum! Brands |
|
|
|
|
|
|
|
|
4.750%, 01/15/2030 (A) |
|
|
424 |
|
|
|
411 |
|
ZF North America Capital |
|
|
|
|
|
|
|
|
7.125%, 04/14/2030 (A) |
|
|
160 |
|
|
|
171 |
|
4.750%, 04/29/2025 (A) |
|
|
400 |
|
|
|
395 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
49,262 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 1.0% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
2.350%, 05/06/2025 |
|
|
395 |
|
|
|
381 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
4.750%, 01/23/2029 |
|
|
1,406 |
|
|
|
1,428 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
3.150%, 08/01/2029 |
|
|
560 |
|
|
|
520 |
|
Darling Ingredients |
|
|
|
|
|
|
|
|
6.000%, 06/15/2030 (A) |
|
|
940 |
|
|
|
941 |
|
H-Food Holdings |
|
|
|
|
|
|
|
|
8.500%, 06/01/2026 (A) |
|
|
1,090 |
|
|
|
104 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
4.375%, 06/01/2046 |
|
|
1,561 |
|
|
|
1,362 |
|
Performance Food Group |
|
|
|
|
|
|
|
|
5.500%, 10/15/2027 (A) |
|
|
420 |
|
|
|
414 |
|
Post Holdings |
|
|
|
|
|
|
|
|
4.625%, 04/15/2030 (A) |
|
|
399 |
|
|
|
367 |
|
US Foods |
|
|
|
|
|
|
|
|
4.750%, 02/15/2029 (A) |
|
|
771 |
|
|
|
732 |
|
4.625%, 06/01/2030 (A) |
|
|
313 |
|
|
|
292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,541 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Energy — 7.6% |
|
|
|
|
Berry Petroleum |
|
|
|
|
|
|
|
|
7.000%, 02/15/2026 (A) |
|
$ |
1,000 |
|
|
$ |
968 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.625%, 12/15/2025 (A) |
|
|
570 |
|
|
|
577 |
|
Cheniere Corpus Christi Holdings |
|
|
|
|
|
|
|
|
5.125%, 06/30/2027 |
|
|
790 |
|
|
|
794 |
|
Chord Energy Corp |
|
|
|
|
|
|
|
|
6.375%, 06/01/2026 (A) |
|
|
820 |
|
|
|
820 |
|
Civitas Resources |
|
|
|
|
|
|
|
|
8.375%, 07/01/2028 (A) |
|
|
330 |
|
|
|
344 |
|
5.000%, 10/15/2026 (A) |
|
|
445 |
|
|
|
432 |
|
CNX Midstream Partners |
|
|
|
|
|
|
|
|
4.750%, 04/15/2030 (A) |
|
|
400 |
|
|
|
359 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.036%, 11/15/2033 (A) |
|
|
595 |
|
|
|
623 |
|
CQP Holdco |
|
|
|
|
|
|
|
|
5.500%, 06/15/2031 (A) |
|
|
1,189 |
|
|
|
1,127 |
|
Crescent Energy Finance |
|
|
|
|
|
|
|
|
9.250%, 02/15/2028 (A) |
|
|
320 |
|
|
|
332 |
|
Crestwood Midstream Partners |
|
|
|
|
|
|
|
|
6.000%, 02/01/2029 (A) |
|
|
30 |
|
|
|
30 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.850%, 12/15/2025 |
|
|
951 |
|
|
|
961 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
6.875%, 04/29/2030 |
|
|
810 |
|
|
|
803 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
9.669%, US0003M + 4.028%(C)(D) |
|
|
230 |
|
|
|
221 |
|
7.125%, H15T5Y + 5.306%(C)(D) |
|
|
220 |
|
|
|
203 |
|
EQM Midstream Partners |
|
|
|
|
|
|
|
|
7.500%, 06/01/2030 (A) |
|
|
330 |
|
|
|
355 |
|
Global Partners |
|
|
|
|
|
|
|
|
6.875%, 01/15/2029 |
|
|
505 |
|
|
|
487 |
|
GNL Quintero |
|
|
|
|
|
|
|
|
4.634%, 07/31/2029 |
|
|
282 |
|
|
|
278 |
|
Hilcorp Energy I |
|
|
|
|
|
|
|
|
8.375%, 11/01/2033 (A) |
|
|
350 |
|
|
|
371 |
|
6.250%, 04/15/2032 (A) |
|
|
420 |
|
|
|
404 |
|
Howard Midstream Energy Partners |
|
|
|
|
|
|
|
|
8.875%, 07/15/2028 (A) |
|
|
745 |
|
|
|
782 |
|
6.750%, 01/15/2027 (A) |
|
|
1,173 |
|
|
|
1,160 |
|
KazMunayGas National JSC |
|
|
|
|
|
|
|
|
4.750%, 04/19/2027 (A) |
|
|
400 |
|
|
|
389 |
|
Kinetik Holdings |
|
|
|
|
|
|
|
|
5.875%, 06/15/2030 (A) |
|
|
725 |
|
|
|
711 |
|
Marathon Petroleum |
|
|
|
|
|
|
|
|
3.800%, 04/01/2028 |
|
|
305 |
|
|
|
292 |
|
Matador Resources |
|
|
|
|
|
|
|
|
6.875%, 04/15/2028 (A) |
|
|
720 |
|
|
|
730 |
|
MEG Energy |
|
|
|
|
|
|
|
|
7.125%, 02/01/2027 (A) |
|
|
620 |
|
|
|
630 |
|
5.875%, 02/01/2029 (A) |
|
|
110 |
|
|
|
107 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MPLX |
|
|
|
|
|
|
|
|
4.800%, 02/15/2029 |
|
$ |
230 |
|
|
$ |
228 |
|
4.000%, 03/15/2028 |
|
|
890 |
|
|
|
858 |
|
Nabors Industries |
|
|
|
|
|
|
|
|
9.125%, 01/31/2030 (A) |
|
|
215 |
|
|
|
216 |
|
7.375%, 05/15/2027 (A) |
|
|
1,800 |
|
|
|
1,763 |
|
7.250%, 01/15/2026 (A) |
|
|
160 |
|
|
|
154 |
|
Neptune Energy Bondco |
|
|
|
|
|
|
|
|
6.625%, 05/15/2025 (A) |
|
|
800 |
|
|
|
793 |
|
Noble Finance II |
|
|
|
|
|
|
|
|
8.000%, 04/15/2030 (A) |
|
|
725 |
|
|
|
754 |
|
Northern Oil and Gas |
|
|
|
|
|
|
|
|
8.125%, 03/01/2028 (A) |
|
|
600 |
|
|
|
608 |
|
NuStar Logistics |
|
|
|
|
|
|
|
|
6.375%, 10/01/2030 |
|
|
630 |
|
|
|
631 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.950%, 06/15/2039 |
|
|
1,300 |
|
|
|
1,515 |
|
7.150%, 05/15/2028 |
|
|
840 |
|
|
|
888 |
|
6.625%, 09/01/2030 |
|
|
650 |
|
|
|
691 |
|
6.450%, 09/15/2036 |
|
|
230 |
|
|
|
243 |
|
4.400%, 08/15/2049 |
|
|
150 |
|
|
|
111 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.350%, 01/15/2031 |
|
|
305 |
|
|
|
326 |
|
Permian Resources Operating |
|
|
|
|
|
|
|
|
9.875%, 07/15/2031 (A) |
|
|
490 |
|
|
|
544 |
|
7.000%, 01/15/2032 (A) |
|
|
775 |
|
|
|
800 |
|
5.875%, 07/01/2029 (A) |
|
|
1,050 |
|
|
|
1,024 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
5.299%, 01/27/2025 |
|
|
290 |
|
|
|
288 |
|
Petroleos de Venezuela |
|
|
|
|
|
|
|
|
6.000%, 10/28/2022 (B) |
|
|
8,860 |
|
|
|
600 |
|
6.000%, 05/16/2024 (B) |
|
|
3,790 |
|
|
|
417 |
|
6.000%, 11/15/2026 (B) |
|
|
1,110 |
|
|
|
125 |
|
5.500%, 04/12/2037 (B) |
|
|
130 |
|
|
|
14 |
|
5.375%, 04/12/2027 (B) |
|
|
2,570 |
|
|
|
273 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
7.690%, 01/23/2050 |
|
|
406 |
|
|
|
289 |
|
6.950%, 01/28/2060 |
|
|
207 |
|
|
|
136 |
|
6.490%, 01/23/2027 |
|
|
73 |
|
|
|
69 |
|
5.350%, 02/12/2028 |
|
|
180 |
|
|
|
156 |
|
4.500%, 01/23/2026 |
|
|
40 |
|
|
|
37 |
|
Petroleos Mexicanos MTN |
|
|
|
|
|
|
|
|
6.750%, 09/21/2047 |
|
|
16 |
|
|
|
11 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
3.900%, 03/15/2028 |
|
|
495 |
|
|
|
481 |
|
Plains All American Pipeline |
|
|
|
|
|
|
|
|
9.751%, TSFR3M + 4.372%(C)(D) |
|
|
560 |
|
|
|
541 |
|
3.600%, 11/01/2024 |
|
|
165 |
|
|
|
162 |
|
QazaqGaz NC JSC |
|
|
|
|
|
|
|
|
4.375%, 09/26/2027 (A) |
|
|
300 |
|
|
|
287 |
|
Range Resources |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 |
|
|
930 |
|
|
|
963 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 02/15/2030 (A) |
|
$ |
380 |
|
|
$ |
351 |
|
Rockies Express Pipeline |
|
|
|
|
|
|
|
|
7.500%, 07/15/2038 (A) |
|
|
310 |
|
|
|
313 |
|
Sabine Pass Liquefaction |
|
|
|
|
|
|
|
|
5.625%, 03/01/2025 |
|
|
750 |
|
|
|
751 |
|
Shelf Drilling Holdings |
|
|
|
|
|
|
|
|
9.625%, 04/15/2029 (A) |
|
|
650 |
|
|
|
636 |
|
SilverBow Resources |
|
|
|
|
|
|
|
|
13.135%, TSFR3M + 7.750%, 12/15/2028 (A)(C) |
|
|
1,450 |
|
|
|
1,436 |
|
Sitio Royalties Operating Partnership |
|
|
|
|
|
|
|
|
7.875%, 11/01/2028 (A) |
|
|
545 |
|
|
|
565 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
8.375%, 09/15/2028 |
|
|
790 |
|
|
|
817 |
|
4.750%, 02/01/2032 |
|
|
1,380 |
|
|
|
1,277 |
|
Summit Midstream Holdings |
|
|
|
|
|
|
|
|
12.000%, 10/15/2026 (A) |
|
|
1,080 |
|
|
|
1,042 |
|
9.000%, 10/15/2026 (A)(E) |
|
|
290 |
|
|
|
288 |
|
Tallgrass Energy Partners |
|
|
|
|
|
|
|
|
6.000%, 12/31/2030 (A) |
|
|
220 |
|
|
|
205 |
|
TechnipFMC |
|
|
|
|
|
|
|
|
6.500%, 02/01/2026 (A) |
|
|
980 |
|
|
|
974 |
|
Teck Resources |
|
|
|
|
|
|
|
|
3.900%, 07/15/2030 |
|
|
230 |
|
|
|
213 |
|
Total Capital International |
|
|
|
|
|
|
|
|
2.829%, 01/10/2030 |
|
|
1,260 |
|
|
|
1,157 |
|
Transocean |
|
|
|
|
|
|
|
|
11.500%, 01/30/2027 (A) |
|
|
1,390 |
|
|
|
1,453 |
|
8.750%, 02/15/2030 (A) |
|
|
86 |
|
|
|
89 |
|
Transocean Poseidon |
|
|
|
|
|
|
|
|
6.875%, 02/01/2027 (A) |
|
|
338 |
|
|
|
336 |
|
Transocean Titan Financing |
|
|
|
|
|
|
|
|
8.375%, 02/01/2028 (A) |
|
|
220 |
|
|
|
228 |
|
USA Compression Partners |
|
|
|
|
|
|
|
|
6.875%, 04/01/2026 |
|
|
1,095 |
|
|
|
1,090 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
6.250%, 01/15/2030 (A) |
|
|
860 |
|
|
|
856 |
|
4.125%, 08/15/2031 (A) |
|
|
200 |
|
|
|
176 |
|
3.875%, 11/01/2033 (A) |
|
|
300 |
|
|
|
254 |
|
Venture Global LNG |
|
|
|
|
|
|
|
|
9.875%, 02/01/2032 (A) |
|
|
330 |
|
|
|
343 |
|
8.375%, 06/01/2031 (A) |
|
|
400 |
|
|
|
400 |
|
8.125%, 06/01/2028 (A) |
|
|
995 |
|
|
|
1,005 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.450%, 04/01/2044 |
|
|
1,100 |
|
|
|
996 |
|
5.300%, 03/01/2048 |
|
|
530 |
|
|
|
461 |
|
YPF |
|
|
|
|
|
|
|
|
8.500%, 07/28/2025 (A) |
|
|
700 |
|
|
|
676 |
|
6.950%, 07/21/2027 (A) |
|
|
380 |
|
|
|
340 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
51,014 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Financials — 11.2% |
|
|
|
|
Accelerate360 Holdings |
|
|
|
|
|
|
|
|
8.000%, 03/01/2028 (A) |
|
$ |
1,154 |
|
|
$ |
1,200 |
|
Acrisure |
|
|
|
|
|
|
|
|
6.000%, 08/01/2029 (A) |
|
|
855 |
|
|
|
777 |
|
4.250%, 02/15/2029 (A) |
|
|
915 |
|
|
|
826 |
|
AG Issuer |
|
|
|
|
|
|
|
|
6.250%, 03/01/2028 (A) |
|
|
1,046 |
|
|
|
1,040 |
|
AG TTMT Escrow Issuer |
|
|
|
|
|
|
|
|
8.625%, 09/30/2027 (A) |
|
|
120 |
|
|
|
126 |
|
AIA Group |
|
|
|
|
|
|
|
|
3.900%, 04/06/2028 (A) |
|
|
475 |
|
|
|
459 |
|
Alliant Holdings Intermediate |
|
|
|
|
|
|
|
|
6.750%, 10/15/2027 (A) |
|
|
710 |
|
|
|
707 |
|
Ally Financial |
|
|
|
|
|
|
|
|
4.700%, H15T7Y + 3.481%(C)(D) |
|
|
1,235 |
|
|
|
838 |
|
American International Group |
|
|
|
|
|
|
|
|
3.400%, 06/30/2030 |
|
|
215 |
|
|
|
198 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
1.950%, 01/30/2026 (A) |
|
|
330 |
|
|
|
306 |
|
Avolon Holdings Funding |
|
|
|
|
|
|
|
|
4.250%, 04/15/2026 (A) |
|
|
90 |
|
|
|
87 |
|
2.875%, 02/15/2025 (A) |
|
|
1,170 |
|
|
|
1,128 |
|
B3 - Brasil Bolsa Balcao |
|
|
|
|
|
|
|
|
4.125%, 09/20/2031 (A) |
|
|
500 |
|
|
|
437 |
|
Banco do Brasil |
|
|
|
|
|
|
|
|
6.250%, H15T10Y + 4.398%(C)(D) |
|
|
1,099 |
|
|
|
1,074 |
|
Banco Mercantil del Norte |
|
|
|
|
|
|
|
|
7.500%, H15T10Y + 5.470%(A)(C)(D) |
|
|
970 |
|
|
|
914 |
|
6.750%, H15T5Y + 4.967%(A)(C)(D) |
|
|
420 |
|
|
|
414 |
|
5.875%, H15T5Y + 4.643%(A)(C)(D) |
|
|
1,340 |
|
|
|
1,232 |
|
Banco Santander |
|
|
|
|
|
|
|
|
6.921%, 08/08/2033 |
|
|
600 |
|
|
|
639 |
|
4.250%, 04/11/2027 |
|
|
200 |
|
|
|
194 |
|
3.306%, 06/27/2029 |
|
|
400 |
|
|
|
369 |
|
2.746%, 05/28/2025 |
|
|
600 |
|
|
|
579 |
|
Bank of America |
|
|
|
|
|
|
|
|
6.250%, TSFR3M + 3.967%(C)(D) |
|
|
140 |
|
|
|
139 |
|
5.202%, SOFRRATE + 1.630%, 04/25/2029 (C) |
|
|
995 |
|
|
|
1,001 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (C) |
|
|
1,975 |
|
|
|
1,860 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.015%, SOFRRATE + 2.160%, 07/22/2033 (C) |
|
|
525 |
|
|
|
519 |
|
4.200%, 08/26/2024 |
|
|
215 |
|
|
|
213 |
|
3.824%, TSFR3M + 1.837%, 01/20/2028 (C) |
|
|
1,425 |
|
|
|
1,369 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
4.596%, SOFRRATE + 1.755%, 07/26/2030 (C) |
|
|
75 |
|
|
|
74 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Banque Ouest Africaine de Developpement |
|
|
|
|
|
|
|
|
2.750%, 01/22/2033 (A) |
|
EUR |
1,670 |
|
|
$ |
1,406 |
|
Barclays |
|
|
|
|
|
|
|
|
8.000%, H15T5Y + 5.672%(C)(D) |
|
$ |
770 |
|
|
|
765 |
|
7.125%, GUKG5 + 6.579%(C)(D) |
|
GBP |
700 |
|
|
|
866 |
|
2.852%, SOFRRATE + 2.714%, 05/07/2026 (C) |
|
$ |
725 |
|
|
|
699 |
|
BBVA Bancomer |
|
|
|
|
|
|
|
|
5.125%, H15T5Y + 2.650%, 01/18/2033 (A)(C) |
|
|
410 |
|
|
|
371 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
7.750%, H15T5Y + 4.899%(A)(C)(D) |
|
|
270 |
|
|
|
276 |
|
3.375%, 01/09/2025 (A) |
|
|
800 |
|
|
|
783 |
|
BPCE |
|
|
|
|
|
|
|
|
4.625%, 09/12/2028 (A) |
|
|
250 |
|
|
|
244 |
|
2.277%, SOFRRATE + 1.312%, 01/20/2032 (A)(C) |
|
|
375 |
|
|
|
301 |
|
BroadStreet Partners |
|
|
|
|
|
|
|
|
5.875%, 04/15/2029 (A) |
|
|
1,115 |
|
|
|
1,041 |
|
Burford Capital Global Finance |
|
|
|
|
|
|
|
|
9.250%, 07/01/2031 (A) |
|
|
370 |
|
|
|
393 |
|
6.250%, 04/15/2028 (A) |
|
|
380 |
|
|
|
365 |
|
Citigroup |
|
|
|
|
|
|
|
|
6.300%, TSFR3M + 3.685%(C)(D) |
|
|
1,170 |
|
|
|
1,154 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (C) |
|
|
535 |
|
|
|
524 |
|
4.125%, 07/25/2028 |
|
|
1,360 |
|
|
|
1,306 |
|
4.000%, H15T5Y + 3.597%(C)(D) |
|
|
450 |
|
|
|
414 |
|
Comerica Bank |
|
|
|
|
|
|
|
|
2.500%, 07/23/2024 |
|
|
1,480 |
|
|
|
1,450 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.625%, EUSA5 + 4.098%(C)(D) |
|
EUR |
1,400 |
|
|
|
1,489 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
8.125%, USSW5 + 6.185%(A)(C)(D) |
|
$ |
710 |
|
|
|
723 |
|
Credit Suisse NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
250 |
|
|
|
256 |
|
4.750%, 08/09/2024 |
|
|
260 |
|
|
|
258 |
|
Deutsche Bank |
|
|
|
|
|
|
|
|
6.000%, H15T5Y + 4.524%(C)(D) |
|
|
200 |
|
|
|
181 |
|
First Horizon National |
|
|
|
|
|
|
|
|
4.000%, 05/26/2025 |
|
|
585 |
|
|
|
566 |
|
FirstCash |
|
|
|
|
|
|
|
|
5.625%, 01/01/2030 (A) |
|
|
340 |
|
|
|
326 |
|
Freedom Mortgage |
|
|
|
|
|
|
|
|
6.625%, 01/15/2027 (A) |
|
|
945 |
|
|
|
902 |
|
Global Aircraft Leasing |
|
|
|
|
|
|
|
|
6.500%cash/0% PIK, 09/15/2024 (A) |
|
|
2,769 |
|
|
|
2,603 |
|
Global Payments |
|
|
|
|
|
|
|
|
2.650%, 02/15/2025 |
|
|
370 |
|
|
|
359 |
|
GTCR W-2 Merger Sub |
|
|
|
|
|
|
|
|
7.500%, 01/15/2031 (A) |
|
|
690 |
|
|
|
729 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Highlands Holdings Bond Issuer |
|
|
|
|
|
|
|
|
7.625%, 10/15/2025 (A) |
|
$ |
1,150 |
|
|
$ |
1,169 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
4.950%, 03/31/2030 |
|
|
226 |
|
|
|
224 |
|
3.803%, TSFR3M + 1.473%, 03/11/2025 (C) |
|
|
500 |
|
|
|
498 |
|
1.645%, SOFRRATE + 1.538%, 04/18/2026 (C) |
|
|
1,000 |
|
|
|
950 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
2.100%, 06/15/2030 |
|
|
750 |
|
|
|
650 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.800%, 11/28/2053 (A) |
|
|
730 |
|
|
|
802 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.710%, 01/15/2026 (A) |
|
|
330 |
|
|
|
328 |
|
Itau Unibanco Holding |
|
|
|
|
|
|
|
|
4.625%, H15T5Y + 3.222%(A)(C)(D) |
|
|
920 |
|
|
|
809 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
4.500%, 11/15/2029 (A) |
|
|
160 |
|
|
|
149 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
4.912%, SOFRRATE + 2.080%, 07/25/2033 (C) |
|
|
530 |
|
|
|
524 |
|
4.323%, SOFRRATE + 1.560%, 04/26/2028 (C) |
|
|
1,870 |
|
|
|
1,842 |
|
4.125%, 12/15/2026 |
|
|
313 |
|
|
|
307 |
|
2.956%, TSFR3M + 2.515%, 05/13/2031 (C) |
|
|
230 |
|
|
|
202 |
|
Ladder Capital Finance Holdings LLLP |
|
|
|
|
|
|
|
|
4.750%, 06/15/2029 (A) |
|
|
270 |
|
|
|
243 |
|
4.250%, 02/01/2027 (A) |
|
|
70 |
|
|
|
66 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
4.947%(C)(D) |
|
EUR |
290 |
|
|
|
312 |
|
LPL Holdings |
|
|
|
|
|
|
|
|
4.000%, 03/15/2029 (A) |
|
$ |
500 |
|
|
|
463 |
|
M&T Bank |
|
|
|
|
|
|
|
|
5.053%, SOFRRATE + 1.850%, 01/27/2034 (C) |
|
|
495 |
|
|
|
469 |
|
Macquarie Airfinance Holdings |
|
|
|
|
|
|
|
|
8.125%, 03/30/2029 (A) |
|
|
475 |
|
|
|
496 |
|
Midcap Financial Issuer Trust |
|
|
|
|
|
|
|
|
6.500%, 05/01/2028 (A) |
|
|
1,232 |
|
|
|
1,153 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
4.210%, SOFRRATE + 1.610%, 04/20/2028 (C) |
|
|
1,820 |
|
|
|
1,779 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
5.164%, SOFRRATE + 1.590%, 04/20/2029 (C) |
|
|
815 |
|
|
|
820 |
|
4.889%, SOFRRATE + 2.076%, 07/20/2033 (C) |
|
|
525 |
|
|
|
512 |
|
3.950%, 04/23/2027 |
|
|
1,030 |
|
|
|
1,000 |
|
1.794%, SOFRRATE + 1.034%, 02/13/2032 (C) |
|
|
585 |
|
|
|
467 |
|
National Bank of Uzbekistan |
|
|
|
|
|
|
|
|
4.850%, 10/21/2025 |
|
|
200 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Nationstar Mortgage Holdings |
|
|
|
|
|
|
|
|
5.500%, 08/15/2028 (A) |
|
$ |
575 |
|
|
$ |
553 |
|
Nationwide Building Society |
|
|
|
|
|
|
|
|
3.960%, US0003M + 1.855%, 07/18/2030 (A)(C) |
|
|
450 |
|
|
|
420 |
|
NatWest Group |
|
|
|
|
|
|
|
|
4.500%, GUKG5 + 3.992%(C)(D) |
|
GBP |
1,160 |
|
|
|
1,235 |
|
3.754%, H15T5Y + 2.100%, 11/01/2029 (C) |
|
$ |
225 |
|
|
|
219 |
|
Navient |
|
|
|
|
|
|
|
|
9.375%, 07/25/2030 |
|
|
555 |
|
|
|
581 |
|
5.500%, 03/15/2029 |
|
|
774 |
|
|
|
714 |
|
NFP |
|
|
|
|
|
|
|
|
6.875%, 08/15/2028 (A) |
|
|
833 |
|
|
|
847 |
|
NMI Holdings |
|
|
|
|
|
|
|
|
7.375%, 06/01/2025 (A) |
|
|
410 |
|
|
|
411 |
|
Oxford Finance |
|
|
|
|
|
|
|
|
6.375%, 02/01/2027 (A) |
|
|
435 |
|
|
|
411 |
|
Paysafe Finance |
|
|
|
|
|
|
|
|
4.000%, 06/15/2029 (A) |
|
|
400 |
|
|
|
353 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
6.200%, H15T5Y + 3.238%(C)(D) |
|
|
1,260 |
|
|
|
1,225 |
|
Popular |
|
|
|
|
|
|
|
|
7.250%, 03/13/2028 |
|
|
605 |
|
|
|
622 |
|
Raymond James Financial |
|
|
|
|
|
|
|
|
4.650%, 04/01/2030 |
|
|
370 |
|
|
|
373 |
|
Rocket Mortgage |
|
|
|
|
|
|
|
|
3.625%, 03/01/2029 (A) |
|
|
1,640 |
|
|
|
1,484 |
|
Saga |
|
|
|
|
|
|
|
|
5.500%, 07/15/2026 |
|
GBP |
610 |
|
|
|
622 |
|
StoneX Group |
|
|
|
|
|
|
|
|
8.625%, 06/15/2025 (A) |
|
$ |
520 |
|
|
|
525 |
|
Toronto-Dominion Bank |
|
|
|
|
|
|
|
|
8.125%, H15T5Y + 4.075%, 10/31/2082 (C) |
|
|
200 |
|
|
|
208 |
|
Turkiye Vakiflar Bankasi TAO |
|
|
|
|
|
|
|
|
6.500%, 01/08/2026 (A) |
|
|
680 |
|
|
|
673 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(A)(C)(D) |
|
|
480 |
|
|
|
518 |
|
7.000%, USSW5 + 4.344%(A)(C)(D) |
|
|
410 |
|
|
|
410 |
|
4.550%, 04/17/2026 |
|
|
802 |
|
|
|
791 |
|
3.869%, US0003M + 1.410%, 01/12/2029 (A)(C) |
|
|
600 |
|
|
|
566 |
|
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(C) |
|
|
340 |
|
|
|
279 |
|
UniCredit MTN |
|
|
|
|
|
|
|
|
7.296%, USISDA05 + 4.914%, 04/02/2034 (A)(C) |
|
|
260 |
|
|
|
267 |
|
5.459%, H15T5Y + 4.750%, 06/30/2035 (A)(C) |
|
|
440 |
|
|
|
414 |
|
United Wholesale Mortgage |
|
|
|
|
|
|
|
|
5.500%, 04/15/2029 (A) |
|
|
601 |
|
|
|
569 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
USI |
|
|
|
|
|
|
|
|
7.500%, 01/15/2032 (A) |
|
$ |
305 |
|
|
$ |
312 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(C)(D) |
|
|
500 |
|
|
|
524 |
|
5.875%(C)(D) |
|
|
495 |
|
|
|
490 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
4.897%, SOFRRATE + 2.100%, 07/25/2033 (C) |
|
|
1,155 |
|
|
|
1,125 |
|
4.100%, 06/03/2026 |
|
|
1,475 |
|
|
|
1,443 |
|
Yapi ve Kredi Bankasi MTN |
|
|
|
|
|
|
|
|
13.875%, USSW5 + 11.245%(C)(D) |
|
|
480 |
|
|
|
481 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
75,553 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 4.3% |
|
|
|
|
AbbVie |
|
|
|
|
|
|
|
|
3.200%, 11/21/2029 |
|
|
1,285 |
|
|
|
1,201 |
|
AdaptHealth |
|
|
|
|
|
|
|
|
6.125%, 08/01/2028 (A) |
|
|
630 |
|
|
|
544 |
|
5.125%, 03/01/2030 (A) |
|
|
350 |
|
|
|
273 |
|
4.625%, 08/01/2029 (A) |
|
|
345 |
|
|
|
266 |
|
Akumin |
|
|
|
|
|
|
|
|
7.000%, 11/01/2025 (A)(B) |
|
|
310 |
|
|
|
251 |
|
Akumin Escrow |
|
|
|
|
|
|
|
|
7.500%, 08/01/2028 (A)(B) |
|
|
490 |
|
|
|
371 |
|
Amgen |
|
|
|
|
|
|
|
|
5.250%, 03/02/2030 |
|
|
790 |
|
|
|
812 |
|
5.250%, 03/02/2033 |
|
|
840 |
|
|
|
861 |
|
APX Group |
|
|
|
|
|
|
|
|
5.750%, 07/15/2029 (A) |
|
|
946 |
|
|
|
882 |
|
AthenaHealth Group |
|
|
|
|
|
|
|
|
6.500%, 02/15/2030 (A) |
|
|
1,660 |
|
|
|
1,506 |
|
Bausch Health |
|
|
|
|
|
|
|
|
14.000%, 10/15/2030 (A) |
|
|
18 |
|
|
|
10 |
|
7.000%, 01/15/2028 (A) |
|
|
130 |
|
|
|
57 |
|
6.125%, 02/01/2027 (A) |
|
|
781 |
|
|
|
527 |
|
5.500%, 11/01/2025 (A) |
|
|
310 |
|
|
|
284 |
|
5.000%, 01/30/2028 (A) |
|
|
60 |
|
|
|
27 |
|
5.000%, 02/15/2029 (A) |
|
|
390 |
|
|
|
168 |
|
Bayer US Finance II |
|
|
|
|
|
|
|
|
4.375%, 12/15/2028 (A) |
|
|
300 |
|
|
|
285 |
|
4.250%, 12/15/2025 (A) |
|
|
500 |
|
|
|
487 |
|
Becton Dickinson |
|
|
|
|
|
|
|
|
3.700%, 06/06/2027 |
|
|
650 |
|
|
|
630 |
|
2.823%, 05/20/2030 |
|
|
585 |
|
|
|
523 |
|
CAB SELAS |
|
|
|
|
|
|
|
|
3.375%, 02/01/2028 (A) |
|
EUR |
475 |
|
|
|
466 |
|
Chrome Holdco SAS |
|
|
|
|
|
|
|
|
5.000%, 05/31/2029 (A) |
|
|
375 |
|
|
|
287 |
|
CHS |
|
|
|
|
|
|
|
|
10.875%, 01/15/2032 (A) |
|
$ |
400 |
|
|
|
418 |
|
6.125%, 04/01/2030 (A) |
|
|
1,070 |
|
|
|
693 |
|
6.000%, 01/15/2029 (A) |
|
|
490 |
|
|
|
441 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.750%, 02/15/2031 (A) |
|
$ |
680 |
|
|
$ |
534 |
|
Cidron Aida Finco S.A.R.L. |
|
|
|
|
|
|
|
|
6.250%, 04/01/2028 (A) |
|
GBP |
440 |
|
|
|
527 |
|
CVS Health |
|
|
|
|
|
|
|
|
4.300%, 03/25/2028 |
|
$ |
890 |
|
|
|
875 |
|
3.750%, 04/01/2030 |
|
|
550 |
|
|
|
517 |
|
DaVita |
|
|
|
|
|
|
|
|
3.750%, 02/15/2031 (A) |
|
|
1,009 |
|
|
|
829 |
|
DH Europe Finance II S.A.R.L. |
|
|
|
|
|
|
|
|
2.600%, 11/15/2029 |
|
|
165 |
|
|
|
149 |
|
HCA |
|
|
|
|
|
|
|
|
7.500%, 11/06/2033 |
|
|
290 |
|
|
|
326 |
|
Laboratoire Eimer Selas |
|
|
|
|
|
|
|
|
5.000%, 02/01/2029 (A) |
|
EUR |
225 |
|
|
|
201 |
|
LifePoint Health |
|
|
|
|
|
|
|
|
9.875%, 08/15/2030 (A) |
|
$ |
880 |
|
|
|
889 |
|
5.375%, 01/15/2029 (A) |
|
|
1,105 |
|
|
|
817 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
5.250%, 10/01/2029 (A) |
|
|
1,600 |
|
|
|
1,508 |
|
3.875%, 04/01/2029 (A) |
|
|
1,080 |
|
|
|
977 |
|
Option Care Health |
|
|
|
|
|
|
|
|
4.375%, 10/31/2029 (A) |
|
|
690 |
|
|
|
624 |
|
Prime Security Services Borrower |
|
|
|
|
|
|
|
|
6.250%, 01/15/2028 (A) |
|
|
330 |
|
|
|
328 |
|
Stryker |
|
|
|
|
|
|
|
|
1.950%, 06/15/2030 |
|
|
775 |
|
|
|
663 |
|
Tenet Healthcare |
|
|
|
|
|
|
|
|
6.125%, 06/15/2030 |
|
|
416 |
|
|
|
421 |
|
Teva Pharmaceutical Finance LLC |
|
|
|
|
|
|
|
|
6.150%, 02/01/2036 |
|
|
670 |
|
|
|
641 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
8.125%, 09/15/2031 |
|
|
550 |
|
|
|
600 |
|
4.750%, 05/09/2027 |
|
|
200 |
|
|
|
191 |
|
3.150%, 10/01/2026 |
|
|
260 |
|
|
|
241 |
|
UnitedHealth Group |
|
|
|
|
|
|
|
|
5.350%, 02/15/2033 |
|
|
1,425 |
|
|
|
1,508 |
|
5.300%, 02/15/2030 |
|
|
1,680 |
|
|
|
1,758 |
|
US Renal Care |
|
|
|
|
|
|
|
|
10.625%, 06/28/2028 (A) |
|
|
151 |
|
|
|
114 |
|
Verisure Holding |
|
|
|
|
|
|
|
|
3.250%, 02/15/2027 (A) |
|
EUR |
375 |
|
|
|
397 |
|
Zoetis |
|
|
|
|
|
|
|
|
2.000%, 05/15/2030 |
|
$ |
1,030 |
|
|
|
887 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
28,792 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 9.0% |
|
|
|
|
Advanced Drainage Systems |
|
|
|
|
|
|
|
|
6.375%, 06/15/2030 (A) |
|
|
350 |
|
|
|
352 |
|
5.000%, 09/30/2027 (A) |
|
|
320 |
|
|
|
309 |
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 |
|
|
285 |
|
|
|
289 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Aeropuerto Internacional de Tocumen |
|
|
|
|
|
|
|
|
5.125%, 08/11/2061 (A) |
|
$ |
520 |
|
|
$ |
394 |
|
4.000%, 08/11/2041 (A) |
|
|
640 |
|
|
|
481 |
|
Aeropuertos Dominicanos Siglo XXI |
|
|
|
|
|
|
|
|
6.750%, 03/30/2029 (A) |
|
|
350 |
|
|
|
350 |
|
Air Canada |
|
|
|
|
|
|
|
|
3.875%, 08/15/2026 (A) |
|
|
750 |
|
|
|
717 |
|
Air Lease |
|
|
|
|
|
|
|
|
3.250%, 03/01/2025 |
|
|
790 |
|
|
|
769 |
|
Air Lease MTN |
|
|
|
|
|
|
|
|
3.750%, 06/01/2026 |
|
|
560 |
|
|
|
540 |
|
Allegiant Travel |
|
|
|
|
|
|
|
|
7.250%, 08/15/2027 (A) |
|
|
275 |
|
|
|
269 |
|
Allied Universal Holdco |
|
|
|
|
|
|
|
|
9.750%, 07/15/2027 |
|
|
649 |
|
|
|
636 |
|
6.625%, 07/15/2026 (A) |
|
|
590 |
|
|
|
587 |
|
Allison Transmission |
|
|
|
|
|
|
|
|
4.750%, 10/01/2027 (A) |
|
|
210 |
|
|
|
203 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (A) |
|
|
390 |
|
|
|
412 |
|
7.250%, 02/15/2028 (A) |
|
|
440 |
|
|
|
445 |
|
5.750%, 04/20/2029 (A) |
|
|
941 |
|
|
|
917 |
|
5.500%, 04/20/2026 (A) |
|
|
585 |
|
|
|
581 |
|
American Airlines Pass-Through Trust |
|
|
|
|
|
|
|
|
4.950%, 02/15/2025 |
|
|
302 |
|
|
|
293 |
|
American News |
|
|
|
|
|
|
|
|
8.500%cash/0% PIK, 09/01/2026 (A) |
|
|
1,022 |
|
|
|
1,137 |
|
APi Group DE |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
1,206 |
|
|
|
1,097 |
|
Arcosa |
|
|
|
|
|
|
|
|
4.375%, 04/15/2029 (A) |
|
|
470 |
|
|
|
438 |
|
BCPE Empire Holdings |
|
|
|
|
|
|
|
|
7.625%, 05/01/2027 (A) |
|
|
570 |
|
|
|
550 |
|
Boeing |
|
|
|
|
|
|
|
|
5.805%, 05/01/2050 |
|
|
330 |
|
|
|
342 |
|
5.150%, 05/01/2030 |
|
|
140 |
|
|
|
142 |
|
3.450%, 11/01/2028 |
|
|
355 |
|
|
|
334 |
|
3.250%, 03/01/2028 |
|
|
395 |
|
|
|
371 |
|
Bombardier |
|
|
|
|
|
|
|
|
7.875%, 04/15/2027 (A) |
|
|
760 |
|
|
|
760 |
|
Builders FirstSource |
|
|
|
|
|
|
|
|
4.250%, 02/01/2032 (A) |
|
|
310 |
|
|
|
280 |
|
Cargo Aircraft Management |
|
|
|
|
|
|
|
|
4.750%, 02/01/2028 (A) |
|
|
300 |
|
|
|
275 |
|
Carriage Purchaser |
|
|
|
|
|
|
|
|
7.875%, 10/15/2029 (A) |
|
|
400 |
|
|
|
327 |
|
Carrier Global |
|
|
|
|
|
|
|
|
2.493%, 02/15/2027 |
|
|
1,030 |
|
|
|
968 |
|
2.242%, 02/15/2025 |
|
|
940 |
|
|
|
911 |
|
Chart Industries |
|
|
|
|
|
|
|
|
7.500%, 01/01/2030 (A) |
|
|
300 |
|
|
|
314 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
CoreCivic |
|
|
|
|
|
|
|
|
8.250%, 04/15/2026 |
|
$ |
350 |
|
|
$ |
356 |
|
Cornerstone Building Brands |
|
|
|
|
|
|
|
|
6.125%, 01/15/2029 (A) |
|
|
527 |
|
|
|
432 |
|
CP Atlas Buyer |
|
|
|
|
|
|
|
|
7.000%, 12/01/2028 (A) |
|
|
895 |
|
|
|
779 |
|
Dealer Tire |
|
|
|
|
|
|
|
|
8.000%, 02/01/2028 (A) |
|
|
1,624 |
|
|
|
1,608 |
|
DP World MTN |
|
|
|
|
|
|
|
|
5.625%, 09/25/2048 (A) |
|
|
250 |
|
|
|
239 |
|
Garda World Security |
|
|
|
|
|
|
|
|
7.750%, 02/15/2028 (A) |
|
|
235 |
|
|
|
243 |
|
GEO Group |
|
|
|
|
|
|
|
|
10.500%, 06/30/2028 |
|
|
692 |
|
|
|
702 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (A) |
|
|
260 |
|
|
|
268 |
|
5.125%, 12/15/2026 (A) |
|
|
230 |
|
|
|
228 |
|
4.750%, 06/15/2029 (A) |
|
|
960 |
|
|
|
904 |
|
4.000%, 08/01/2028 (A) |
|
|
1,108 |
|
|
|
1,024 |
|
Global Infrastructure Solutions |
|
|
|
|
|
|
|
|
7.500%, 04/15/2032 (A) |
|
|
425 |
|
|
|
392 |
|
5.625%, 06/01/2029 (A) |
|
|
820 |
|
|
|
749 |
|
GYP Holdings III |
|
|
|
|
|
|
|
|
4.625%, 05/01/2029 (A) |
|
|
440 |
|
|
|
402 |
|
H&E Equipment Services |
|
|
|
|
|
|
|
|
3.875%, 12/15/2028 (A) |
|
|
450 |
|
|
|
409 |
|
Hillenbrand |
|
|
|
|
|
|
|
|
3.750%, 03/01/2031 |
|
|
549 |
|
|
|
475 |
|
Husky III Holding |
|
|
|
|
|
|
|
|
13.000%cash/0% PIK, 02/15/2025 (A) |
|
|
560 |
|
|
|
558 |
|
Icahn Enterprises |
|
|
|
|
|
|
|
|
4.750%, 09/15/2024 |
|
|
941 |
|
|
|
935 |
|
IHS Holding |
|
|
|
|
|
|
|
|
6.250%, 11/29/2028 (A) |
|
|
350 |
|
|
|
283 |
|
5.625%, 11/29/2026 (A) |
|
|
440 |
|
|
|
382 |
|
JB Poindexter |
|
|
|
|
|
|
|
|
8.750%, 12/15/2031 (A) |
|
|
300 |
|
|
|
306 |
|
Johnson Controls International |
|
|
|
|
|
|
|
|
4.900%, 12/01/2032 |
|
|
140 |
|
|
|
141 |
|
Legends Hospitality Holding |
|
|
|
|
|
|
|
|
5.000%, 02/01/2026 (A) |
|
|
510 |
|
|
|
509 |
|
Madison IAQ |
|
|
|
|
|
|
|
|
5.875%, 06/30/2029 (A) |
|
|
179 |
|
|
|
158 |
|
4.125%, 06/30/2028 (A) |
|
|
169 |
|
|
|
153 |
|
Mexico City Airport Trust |
|
|
|
|
|
|
|
|
5.500%, 10/31/2046 |
|
|
400 |
|
|
|
344 |
|
5.500%, 07/31/2047 |
|
|
892 |
|
|
|
767 |
|
4.250%, 10/31/2026 (A) |
|
|
210 |
|
|
|
202 |
|
3.875%, 04/30/2028 (A) |
|
|
1,190 |
|
|
|
1,115 |
|
MHP Lux |
|
|
|
|
|
|
|
|
6.950%, 04/03/2026 |
|
|
1,670 |
|
|
|
1,283 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
MV24 Capital BV |
|
|
|
|
|
|
|
|
6.748%, 06/01/2034 |
|
$ |
2,008 |
|
|
$ |
1,879 |
|
Northrop Grumman |
|
|
|
|
|
|
|
|
3.250%, 01/15/2028 |
|
|
1,820 |
|
|
|
1,739 |
|
Otis Worldwide |
|
|
|
|
|
|
|
|
2.565%, 02/15/2030 |
|
|
1,335 |
|
|
|
1,187 |
|
Park-Ohio Industries |
|
|
|
|
|
|
|
|
6.625%, 04/15/2027 |
|
|
730 |
|
|
|
675 |
|
Rand Parent |
|
|
|
|
|
|
|
|
8.500%, 02/15/2030 (A) |
|
|
785 |
|
|
|
751 |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.300%, 02/15/2030 (A) |
|
|
535 |
|
|
|
549 |
|
RR Donnelley & Sons |
|
|
|
|
|
|
|
|
9.750%, 07/31/2028 (A) |
|
|
230 |
|
|
|
229 |
|
RXO |
|
|
|
|
|
|
|
|
7.500%, 11/15/2027 (A) |
|
|
630 |
|
|
|
650 |
|
Spirit AeroSystems |
|
|
|
|
|
|
|
|
9.750%, 11/15/2030 (A) |
|
|
695 |
|
|
|
747 |
|
9.375%, 11/30/2029 (A) |
|
|
320 |
|
|
|
350 |
|
4.600%, 06/15/2028 |
|
|
737 |
|
|
|
652 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (A) |
|
|
1,143 |
|
|
|
822 |
|
Standard Industries |
|
|
|
|
|
|
|
|
4.375%, 07/15/2030 (A) |
|
|
605 |
|
|
|
556 |
|
Stanley Black & Decker |
|
|
|
|
|
|
|
|
4.250%, 11/15/2028 |
|
|
610 |
|
|
|
597 |
|
Titan Acquisition |
|
|
|
|
|
|
|
|
7.750%, 04/15/2026 (A) |
|
|
1,365 |
|
|
|
1,374 |
|
Titan International |
|
|
|
|
|
|
|
|
7.000%, 04/30/2028 |
|
|
1,360 |
|
|
|
1,361 |
|
TK Elevator Holdco GmbH |
|
|
|
|
|
|
|
|
7.625%, 07/15/2028 (A) |
|
|
1,546 |
|
|
|
1,519 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (A) |
|
|
625 |
|
|
|
655 |
|
6.750%, 08/15/2028 (A) |
|
|
895 |
|
|
|
915 |
|
6.250%, 03/15/2026 (A) |
|
|
610 |
|
|
|
609 |
|
5.500%, 11/15/2027 |
|
|
900 |
|
|
|
882 |
|
4.875%, 05/01/2029 |
|
|
339 |
|
|
|
317 |
|
4.625%, 01/15/2029 |
|
|
125 |
|
|
|
117 |
|
Triumph Group |
|
|
|
|
|
|
|
|
9.000%, 03/15/2028 (A) |
|
|
1,375 |
|
|
|
1,462 |
|
7.750%, 08/15/2025 |
|
|
731 |
|
|
|
729 |
|
Tutor Perini |
|
|
|
|
|
|
|
|
6.875%, 05/01/2025 (A) |
|
|
1,120 |
|
|
|
1,093 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (A) |
|
|
330 |
|
|
|
309 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
5.250%, 01/15/2030 |
|
|
530 |
|
|
|
522 |
|
4.875%, 01/15/2028 |
|
|
300 |
|
|
|
293 |
|
Vertiv Group |
|
|
|
|
|
|
|
|
4.125%, 11/15/2028 (A) |
|
|
810 |
|
|
|
760 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
VistaJet Malta Finance |
|
|
|
|
|
|
|
|
9.500%, 06/01/2028 (A) |
|
$ |
160 |
|
|
$ |
135 |
|
7.875%, 05/01/2027 (A) |
|
|
1,975 |
|
|
|
1,699 |
|
VT Topco |
|
|
|
|
|
|
|
|
8.500%, 08/15/2030 (A) |
|
|
605 |
|
|
|
629 |
|
XPO |
|
|
|
|
|
|
|
|
7.125%, 02/01/2032 (A) |
|
|
605 |
|
|
|
624 |
|
6.250%, 06/01/2028 (A) |
|
|
340 |
|
|
|
344 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
60,867 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 2.6% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
3.500%, 02/15/2041 (A) |
|
|
495 |
|
|
|
392 |
|
3.469%, 04/15/2034 (A) |
|
|
165 |
|
|
|
143 |
|
3.419%, 04/15/2033 (A) |
|
|
1,080 |
|
|
|
949 |
|
3.187%, 11/15/2036 (A) |
|
|
53 |
|
|
|
43 |
|
Castle US Holding |
|
|
|
|
|
|
|
|
9.500%, 02/15/2028 (A) |
|
|
1,334 |
|
|
|
687 |
|
Central Parent |
|
|
|
|
|
|
|
|
7.250%, 06/15/2029 (A) |
|
|
800 |
|
|
|
816 |
|
Clarivate Science Holdings |
|
|
|
|
|
|
|
|
4.875%, 07/01/2029 (A) |
|
|
876 |
|
|
|
822 |
|
CommScope |
|
|
|
|
|
|
|
|
6.000%, 03/01/2026 (A) |
|
|
385 |
|
|
|
343 |
|
4.750%, 09/01/2029 (A) |
|
|
460 |
|
|
|
309 |
|
Dell International |
|
|
|
|
|
|
|
|
6.020%, 06/15/2026 |
|
|
1,425 |
|
|
|
1,459 |
|
5.300%, 10/01/2029 |
|
|
75 |
|
|
|
77 |
|
Elastic |
|
|
|
|
|
|
|
|
4.125%, 07/15/2029 (A) |
|
|
645 |
|
|
|
592 |
|
Gen Digital |
|
|
|
|
|
|
|
|
7.125%, 09/30/2030 (A) |
|
|
660 |
|
|
|
690 |
|
Hewlett Packard Enterprise |
|
|
|
|
|
|
|
|
4.900%, 10/15/2025 |
|
|
1,745 |
|
|
|
1,737 |
|
Imola Merger |
|
|
|
|
|
|
|
|
4.750%, 05/15/2029 (A) |
|
|
984 |
|
|
|
935 |
|
Lam Research |
|
|
|
|
|
|
|
|
1.900%, 06/15/2030 |
|
|
280 |
|
|
|
241 |
|
MEGlobal Canada ULC MTN |
|
|
|
|
|
|
|
|
5.875%, 05/18/2030 (A) |
|
|
460 |
|
|
|
472 |
|
NCR |
|
|
|
|
|
|
|
|
5.125%, 04/15/2029 (A) |
|
|
380 |
|
|
|
361 |
|
NXP BV |
|
|
|
|
|
|
|
|
3.400%, 05/01/2030 |
|
|
215 |
|
|
|
198 |
|
Open Text Holdings |
|
|
|
|
|
|
|
|
4.125%, 02/15/2030 (A) |
|
|
3 |
|
|
|
3 |
|
Oracle |
|
|
|
|
|
|
|
|
6.250%, 11/09/2032 |
|
|
2,035 |
|
|
|
2,214 |
|
2.950%, 04/01/2030 |
|
|
98 |
|
|
|
88 |
|
2.875%, 03/25/2031 |
|
|
510 |
|
|
|
452 |
|
Prosus |
|
|
|
|
|
|
|
|
3.680%, 01/21/2030 (A) |
|
|
250 |
|
|
|
219 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Prosus MTN |
|
|
|
|
|
|
|
|
4.027%, 08/03/2050 (A) |
|
$ |
560 |
|
|
$ |
368 |
|
3.061%, 07/13/2031 (A) |
|
|
300 |
|
|
|
242 |
|
SNF Group |
|
|
|
|
|
|
|
|
3.375%, 03/15/2030 (A) |
|
|
310 |
|
|
|
266 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
480 |
|
|
|
592 |
|
TeamSystem |
|
|
|
|
|
|
|
|
3.500%, 02/15/2028 (A) |
|
EUR |
450 |
|
|
|
459 |
|
United Group BV |
|
|
|
|
|
|
|
|
4.625%, 08/15/2028 (A) |
|
|
450 |
|
|
|
470 |
|
Vericast |
|
|
|
|
|
|
|
|
12.500%, 12/15/2027 (A) |
|
$ |
180 |
|
|
|
204 |
|
11.000%, 09/15/2026 (A) |
|
|
240 |
|
|
|
254 |
|
Virtusa |
|
|
|
|
|
|
|
|
7.125%, 12/15/2028 (A) |
|
|
255 |
|
|
|
218 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,315 |
|
| |
|
|
|
|
|
|
|
|
Materials — 1.9% |
|
|
|
|
Anglo American Capital |
|
|
|
|
|
|
|
|
5.625%, 04/01/2030 (A) |
|
|
500 |
|
|
|
507 |
|
AngloGold Ashanti Holdings |
|
|
|
|
|
|
|
|
3.750%, 10/01/2030 |
|
|
730 |
|
|
|
635 |
|
Ardagh Metal Packaging Finance USA |
|
|
|
|
|
|
|
|
6.000%, 06/15/2027 (A) |
|
|
410 |
|
|
|
409 |
|
ASP Unifrax Holdings |
|
|
|
|
|
|
|
|
5.250%, 09/30/2028 (A) |
|
|
255 |
|
|
|
184 |
|
Avient |
|
|
|
|
|
|
|
|
7.125%, 08/01/2030 (A) |
|
|
470 |
|
|
|
489 |
|
Axalta Coating Systems |
|
|
|
|
|
|
|
|
3.375%, 02/15/2029 (A) |
|
|
942 |
|
|
|
845 |
|
Berry Global |
|
|
|
|
|
|
|
|
1.570%, 01/15/2026 |
|
|
305 |
|
|
|
283 |
|
Chemours |
|
|
|
|
|
|
|
|
4.625%, 11/15/2029 (A) |
|
|
605 |
|
|
|
531 |
|
Cleveland-Cliffs |
|
|
|
|
|
|
|
|
4.875%, 03/01/2031 (A) |
|
|
665 |
|
|
|
601 |
|
First Quantum Minerals |
|
|
|
|
|
|
|
|
7.500%, 04/01/2025 (A) |
|
|
200 |
|
|
|
191 |
|
6.875%, 03/01/2026 (A) |
|
|
410 |
|
|
|
367 |
|
6.875%, 10/15/2027 (A) |
|
|
1,030 |
|
|
|
875 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
420 |
|
|
|
409 |
|
Huntsman International |
|
|
|
|
|
|
|
|
4.500%, 05/01/2029 |
|
|
355 |
|
|
|
342 |
|
Ingevity |
|
|
|
|
|
|
|
|
3.875%, 11/01/2028 (A) |
|
|
685 |
|
|
|
613 |
|
Newcrest Finance Pty |
|
|
|
|
|
|
|
|
3.250%, 05/13/2030 (A) |
|
|
150 |
|
|
|
136 |
|
OCP |
|
|
|
|
|
|
|
|
3.750%, 06/23/2031 (A) |
|
|
200 |
|
|
|
172 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Sasol Financing USA |
|
|
|
|
|
|
|
|
5.500%, 03/18/2031 |
|
$ |
440 |
|
|
$ |
370 |
|
4.375%, 09/18/2026 |
|
|
1,360 |
|
|
|
1,263 |
|
Scotts Miracle-Gro |
|
|
|
|
|
|
|
|
4.000%, 04/01/2031 |
|
|
776 |
|
|
|
658 |
|
Sealed Air |
|
|
|
|
|
|
|
|
6.875%, 07/15/2033 (A) |
|
|
381 |
|
|
|
404 |
|
6.125%, 02/01/2028 (A) |
|
|
200 |
|
|
|
202 |
|
Smyrna Ready Mix Concrete |
|
|
|
|
|
|
|
|
8.875%, 11/15/2031 (A) |
|
|
330 |
|
|
|
347 |
|
6.000%, 11/01/2028 (A) |
|
|
710 |
|
|
|
699 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.125%, 01/15/2032 |
|
|
590 |
|
|
|
490 |
|
Vale Overseas |
|
|
|
|
|
|
|
|
6.250%, 08/10/2026 |
|
|
380 |
|
|
|
389 |
|
WR Grace Holdings |
|
|
|
|
|
|
|
|
5.625%, 08/15/2029 (A) |
|
|
630 |
|
|
|
554 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
12,965 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.7% |
|
|
|
|
Agree |
|
|
|
|
|
|
|
|
2.900%, 10/01/2030 |
|
|
165 |
|
|
|
141 |
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
3.375%, 08/15/2031 |
|
|
355 |
|
|
|
320 |
|
CoStar Group |
|
|
|
|
|
|
|
|
2.800%, 07/15/2030 (A) |
|
|
585 |
|
|
|
497 |
|
Cushman & Wakefield US Borrower |
|
|
|
|
|
|
|
|
8.875%, 09/01/2031 (A) |
|
|
300 |
|
|
|
318 |
|
Essex Portfolio |
|
|
|
|
|
|
|
|
3.000%, 01/15/2030 |
|
|
370 |
|
|
|
330 |
|
Five Point Operating |
|
|
|
|
|
|
|
|
7.875%, 11/15/2025 (A) |
|
|
260 |
|
|
|
258 |
|
MPT Operating Partnership |
|
|
|
|
|
|
|
|
4.625%, 08/01/2029 |
|
|
70 |
|
|
|
50 |
|
Prologis |
|
|
|
|
|
|
|
|
1.750%, 07/01/2030 |
|
|
280 |
|
|
|
234 |
|
Realty Income |
|
|
|
|
|
|
|
|
4.875%, 06/01/2026 |
|
|
940 |
|
|
|
941 |
|
2.850%, 12/15/2032 |
|
|
355 |
|
|
|
301 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.625%, 11/15/2031 (A) |
|
|
360 |
|
|
|
377 |
|
5.500%, 12/15/2027 |
|
|
190 |
|
|
|
174 |
|
Spirit Realty |
|
|
|
|
|
|
|
|
3.200%, 01/15/2027 |
|
|
560 |
|
|
|
530 |
|
WP Carey |
|
|
|
|
|
|
|
|
4.250%, 10/01/2026 |
|
|
650 |
|
|
|
635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,106 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 1.0% |
|
|
|
|
Alliant Energy Finance |
|
|
|
|
|
|
|
|
4.250%, 06/15/2028 (A) |
|
|
115 |
|
|
|
112 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
American Electric Power |
|
|
|
|
|
|
|
|
2.300%, 03/01/2030 |
|
$ |
280 |
|
|
$ |
239 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.250%, 10/15/2050 |
|
|
165 |
|
|
|
140 |
|
Eskom Holdings SOC MTN |
|
|
|
|
|
|
|
|
6.350%, 08/10/2028 |
|
|
500 |
|
|
|
486 |
|
NiSource |
|
|
|
|
|
|
|
|
3.600%, 05/01/2030 |
|
|
50 |
|
|
|
46 |
|
Pike |
|
|
|
|
|
|
|
|
8.625%, 01/31/2031 (A) |
|
|
70 |
|
|
|
74 |
|
5.500%, 09/01/2028 (A) |
|
|
923 |
|
|
|
879 |
|
Sempra |
|
|
|
|
|
|
|
|
3.400%, 02/01/2028 |
|
|
1,005 |
|
|
|
958 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
4.200%, 03/01/2029 |
|
|
420 |
|
|
|
412 |
|
Sunnova Energy |
|
|
|
|
|
|
|
|
5.875%, 09/01/2026 (A) |
|
|
920 |
|
|
|
783 |
|
TransAlta |
|
|
|
|
|
|
|
|
7.750%, 11/15/2029 |
|
|
270 |
|
|
|
287 |
|
6.500%, 03/15/2040 |
|
|
980 |
|
|
|
973 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
3.550%, 07/15/2024 (A) |
|
|
1,120 |
|
|
|
1,104 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,493 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $366,350) ($ Thousands) |
|
|
|
|
|
|
340,382 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 9.8% |
1011778 B.C., Term Loan |
|
|
|
|
|
|
|
|
7.606%, 09/23/2030 (C) |
|
|
420 |
|
|
|
420 |
|
19th Holdings Golf LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.696%, CME Term SOFR + 3.000%, 02/07/2029 (C) |
|
|
909 |
|
|
|
899 |
|
Accession Risk Management Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.426%, 10/30/2026 |
|
|
27 |
|
|
|
27 |
|
11.388%, 11/01/2029 |
|
|
15 |
|
|
|
15 |
|
11.038%, 11/01/2026 |
|
|
13 |
|
|
|
12 |
|
11.033%, 11/01/2026 |
|
|
33 |
|
|
|
33 |
|
10.998%, 11/01/2026 |
|
|
43 |
|
|
|
43 |
|
Acrisure, LLC, 2020 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.150%, Syn LIBOR + 3.500%, 02/15/2027 (C) |
|
|
357 |
|
|
|
356 |
|
Acrisure, Term loan, 1st Lien |
|
|
|
|
|
|
|
|
9.888%, 10/18/2030 (C) |
|
|
586 |
|
|
|
586 |
|
Action, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.598%, 10/19/2030 |
|
|
440 |
|
|
|
441 |
|
ADS Tactical Inc, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.220%, 03/19/2026 (C) |
|
|
955 |
|
|
|
943 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Adtalem Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, 08/12/2028 |
|
$ |
101 |
|
|
$ |
101 |
|
AI Aqua, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 07/31/2028 (F) |
|
|
770 |
|
|
|
773 |
|
Allen Media LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.998%, 02/10/2027 (C) |
|
|
956 |
|
|
|
846 |
|
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, CME Term SOFR + 3.750%, 05/12/2028 (C) |
|
|
665 |
|
|
|
662 |
|
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, 08/17/2028 (C) |
|
|
523 |
|
|
|
523 |
|
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.358%, 02/15/2029 (C) |
|
|
958 |
|
|
|
956 |
|
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, CME Term SOFR + 3.500%, 01/29/2027 (C) |
|
|
354 |
|
|
|
354 |
|
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, CME Term SOFR + 3.500%, 01/29/2027 (C) |
|
|
178 |
|
|
|
178 |
|
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 03/11/2028 (C) |
|
|
319 |
|
|
|
311 |
|
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.220%, 05/15/2026 (C) |
|
|
19 |
|
|
|
19 |
|
Arcis, 1st Lien |
|
|
|
|
|
|
|
|
9.220%, 11/24/2028 |
|
|
690 |
|
|
|
691 |
|
Aretec Group, Inc., 1st Lien |
|
|
|
|
|
|
|
|
9.956%, 03/08/2030 (C) |
|
|
360 |
|
|
|
359 |
|
Assured Partners, 1st Lien |
|
|
|
|
|
|
|
|
9.220%, 02/12/2027 |
|
|
380 |
|
|
|
381 |
|
Asurion, LLC, New B-4 Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
10.720%, 01/20/2029 (C) |
|
|
950 |
|
|
|
893 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, 07/31/2027 (C) |
|
|
497 |
|
|
|
493 |
|
Athena Helath Group, Initial Term Loan |
|
|
|
|
|
|
|
|
8.606%, 02/15/2029 (C) |
|
|
79 |
|
|
|
79 |
|
Autokiniton, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
9.970%, 04/06/2028 (C) |
|
|
215 |
|
|
|
216 |
|
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.206%, CME Term SOFR + 2.750%, 06/07/2028 (C) |
|
|
974 |
|
|
|
974 |
|
Brown Group Holdings, LLC, Term Loan B-2 |
|
|
|
|
|
|
|
|
9.138%, 07/02/2029 |
|
|
23 |
|
|
|
22 |
|
9.133%, 07/02/2029 (C) |
|
|
48 |
|
|
|
48 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Caesars Entertainment, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.706%, 02/06/2030 (C) |
|
$ |
219 |
|
|
$ |
219 |
|
Cardinal Parent, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.998%, CME Term SOFR + 4.500%, 11/12/2027 (C) |
|
|
997 |
|
|
|
913 |
|
Carnival Corporation, Intial Term Loan |
|
|
|
|
|
|
|
|
8.357%, 08/08/2027 |
|
|
209 |
|
|
|
210 |
|
Chariot Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.706%, 11/03/2028 (C) |
|
|
565 |
|
|
|
563 |
|
Citaldel Securities LP |
|
|
|
|
|
|
|
|
7.970%, 07/29/2030 |
|
|
629 |
|
|
|
629 |
|
Clarios Global, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, 05/06/2030 (C) |
|
|
420 |
|
|
|
421 |
|
Clark Equipment Company, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
7.948%, 04/20/2029 (C) |
|
|
87 |
|
|
|
87 |
|
Cloudera, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.198%, 10/08/2028 |
|
|
440 |
|
|
|
435 |
|
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.522%, 02/20/2029 (C) |
|
|
482 |
|
|
|
477 |
|
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.356%, CME Term SOFR + 7.000%, 02/19/2029 (C) |
|
|
2,190 |
|
|
|
1,984 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.356%, CME Term SOFR + 4.000%, 10/16/2026 (C) |
|
|
865 |
|
|
|
856 |
|
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.360%, 04/07/2028 (C) |
|
|
300 |
|
|
|
285 |
|
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.098%, CME Term SOFR + 3.750%, 04/09/2027 (C) |
|
|
242 |
|
|
|
239 |
|
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.650%, CME Term SOFR + 5.000%, 08/02/2027 (C) |
|
|
779 |
|
|
|
778 |
|
Dominion Diamond, 1st Lien |
|
|
|
|
|
|
|
|
10.000%, 06/30/2026 |
|
|
814 |
|
|
|
815 |
|
Donnelley Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.706%, 03/17/2028 |
|
|
655 |
|
|
|
653 |
|
DS Parent, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
0.000%, 12/16/2030 (F) |
|
|
620 |
|
|
|
591 |
|
Energize Holdco LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.220%, 12/08/2028 (C) |
|
|
788 |
|
|
|
786 |
|
Energize Holdco LLC, Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.220%, 12/07/2029 |
|
|
425 |
|
|
|
397 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.675%, EURIBOR + 3.750%, 05/19/2028 (C) |
|
$ |
319 |
|
|
$ |
339 |
|
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.110%, 05/19/2028 |
|
|
711 |
|
|
|
705 |
|
Entercom Media Corp., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.145%, CME Term SOFR + 2.500%, 11/18/2024 (C) |
|
|
1,140 |
|
|
|
544 |
|
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
14.610%, 03/08/2024 (C) |
|
|
242 |
|
|
|
235 |
|
Evertec, 1st Lien |
|
|
|
|
|
|
|
|
8.956%, 10/12/2030 |
|
|
280 |
|
|
|
280 |
|
EyeCare Partners, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.395%, CME Term SOFR + 3.750%, 02/18/2027 (C) |
|
|
244 |
|
|
|
118 |
|
EyeCare Partners, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.395%, 11/15/2028 |
|
|
453 |
|
|
|
217 |
|
EyeCare Partners, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.395%, 11/15/2029 |
|
|
430 |
|
|
|
115 |
|
Fanatics Commercial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, 11/24/2028 |
|
|
294 |
|
|
|
292 |
|
First Brand Group, Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
14.381%, 03/30/2028 |
|
|
1,200 |
|
|
|
1,133 |
|
First Brands Group, LLC, 2021 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.881%, CME Term SOFR + 5.000%, 03/30/2027 (C) |
|
|
538 |
|
|
|
532 |
|
First Brands Group, LLC, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.881%, 03/30/2027 |
|
|
542 |
|
|
|
537 |
|
Flutter Financing, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.698%, 11/10/2030 (C) |
|
|
710 |
|
|
|
711 |
|
Focus Financial, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.606%, 06/30/2028 |
|
|
565 |
|
|
|
565 |
|
7.856%, 06/30/2028 |
|
|
528 |
|
|
|
528 |
|
Froneri International Limited, Facility B1, 1st Lien |
|
|
|
|
|
|
|
|
6.097%, Euribor + 2.375%, 01/29/2027 (C) |
|
|
330 |
|
|
|
360 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (C) |
|
|
1,245 |
|
|
|
1,208 |
|
Garda Security, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.625%, 02/01/2029 |
|
|
473 |
|
|
|
473 |
|
Garda World Security Corp |
|
|
|
|
|
|
|
|
9.725%, CME Term SOFR + 4.250%, 10/30/2026 (C) |
|
|
679 |
|
|
|
679 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
GEO Group, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
12.481%, 03/23/2027 |
|
$ |
402 |
|
|
$ |
409 |
|
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.948%, CME Term SOFR + 4.500%, 02/19/2026 (C) |
|
|
354 |
|
|
|
355 |
|
Global Tel Link Corporation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.783%, CME Term SOFR + 0.040%, 11/29/2025 (C) |
|
|
414 |
|
|
|
394 |
|
Global Tel Link, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.783%, 11/29/2025 |
|
|
1 |
|
|
|
1 |
|
Greystone Select, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.658%, 06/16/2028 (C) |
|
|
281 |
|
|
|
278 |
|
GTCR W Merger Sub LLC |
|
|
|
|
|
|
|
|
0.000%, 09/20/2030 (F) |
|
|
320 |
|
|
|
321 |
|
Harbor Freight Tools USA, Inc |
|
|
|
|
|
|
|
|
8.220%, 10/19/2027 |
|
|
858 |
|
|
|
856 |
|
Hayward Industries, 1st Lien |
|
|
|
|
|
|
|
|
8.706%, 05/30/2028 |
|
|
267 |
|
|
|
265 |
|
Hyperion Insurance, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.356%, 04/18/2030 |
|
|
119 |
|
|
|
120 |
|
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.110%, 12/22/2028 |
|
|
764 |
|
|
|
758 |
|
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien |
|
|
|
|
|
|
|
|
12.360%, 12/21/2029 |
|
|
225 |
|
|
|
204 |
|
Infinisource/ISolved, Term loan, 1st Lien |
|
|
|
|
|
|
|
|
9.484%, 10/05/2030 |
|
|
300 |
|
|
|
300 |
|
Jane Street Group, LLC, Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.220%, CME Term SOFR + 2.750%, 01/26/2028 (C) |
|
|
1,019 |
|
|
|
1,022 |
|
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 05/05/2028 (C) |
|
|
705 |
|
|
|
708 |
|
Knight Health Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.720%, 12/23/2028 |
|
|
639 |
|
|
|
172 |
|
LABL, Inc., Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.456%, CME Term SOFR + 5.000%, 10/29/2028 (C) |
|
|
639 |
|
|
|
611 |
|
Learsfield Communications, 1st Lien |
|
|
|
|
|
|
|
|
10.856%, 06/30/2028 |
|
|
450 |
|
|
|
433 |
|
Lids Holdings, Term Loan |
|
|
|
|
|
|
|
|
11.028%, 12/14/2026 |
|
|
844 |
|
|
|
814 |
|
Loyalty Ventures Inc., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
13.750%, 11/03/2027 |
|
|
829 |
|
|
|
7 |
|
LRS Holdings, LLC, Intial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.720%, 08/31/2028 |
|
|
658 |
|
|
|
645 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Magenta Buyer LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.645%, CME Term SOFR + 5.000%, 07/27/2028 (C) |
|
$ |
414 |
|
|
$ |
291 |
|
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.470%, CME Term SOFR + 3.250%, 10/23/2028 (C) |
|
|
936 |
|
|
|
940 |
|
Mercury Borrower, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, 08/02/2028 (C) |
|
|
709 |
|
|
|
706 |
|
Michaels Companies, Inc. The, Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.860%, LIBOR + 4.250%, 04/15/2028 (C) |
|
|
100 |
|
|
|
83 |
|
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.900%, CME Term SOFR + 4.250%, 09/01/2028 (C) |
|
|
259 |
|
|
|
249 |
|
MRI Software, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.948%, 02/10/2026 |
|
|
537 |
|
|
|
524 |
|
Neptune Bidco, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.257%, 10/11/2028 |
|
|
786 |
|
|
|
715 |
|
Nexus Buyer, 1st Lien |
|
|
|
|
|
|
|
|
9.738%, 12/23/2030 |
|
|
630 |
|
|
|
624 |
|
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.856%, 08/17/2028 (C) |
|
|
400 |
|
|
|
401 |
|
Pacific Bells, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.110%, 11/10/2028 |
|
|
255 |
|
|
|
254 |
|
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.150%, 08/18/2028 |
|
|
472 |
|
|
|
288 |
|
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.895%, 12/15/2028 |
|
|
559 |
|
|
|
433 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.206%, CME Term SOFR + 3.750%, 02/01/2028 (C) |
|
|
1,113 |
|
|
|
1,115 |
|
Peraton Corp., Term B-1 Loan, 2nd Lien |
|
|
|
|
|
|
|
|
13.222%, CME Term SOFR + 7.750%, 02/01/2029 (C) |
|
|
580 |
|
|
|
575 |
|
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.720%, CME Term SOFR + 3.250%, 03/05/2026 (C) |
|
|
41 |
|
|
|
41 |
|
Planview Parent, Inc., Closing Date Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, CME Term SOFR + 4.000%, 12/17/2027 (C) |
|
|
725 |
|
|
|
717 |
|
Polyconcept, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.848%, 05/18/2029 |
|
|
663 |
|
|
|
656 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.448%, CME Term SOFR + 3.000%, 11/18/2027 (C) |
|
$ |
740 |
|
|
$ |
729 |
|
Pretium Packaging, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.395%, 10/02/2028 (C) |
|
|
775 |
|
|
|
758 |
|
Prime Security, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.841%, 10/11/2030 |
|
|
300 |
|
|
|
301 |
|
Project Alpha, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.106%, 10/19/2030 |
|
|
480 |
|
|
|
482 |
|
Project Sky, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.456%, 10/08/2029 (C) |
|
|
140 |
|
|
|
133 |
|
9.206%, 10/08/2028 (C) |
|
|
757 |
|
|
|
748 |
|
Redstone Holdco, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.220%, CME Term SOFR + 4.750%, 04/27/2028 (C) |
|
|
514 |
|
|
|
386 |
|
RegionalCare/Lifepoint Health, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.168%, 11/16/2028 |
|
|
1,010 |
|
|
|
1,005 |
|
RSC Acquisition Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.038%, 11/01/2026 |
|
|
28 |
|
|
|
28 |
|
11.033%, 11/01/2026 |
|
|
137 |
|
|
|
136 |
|
10.998%, 11/01/2026 |
|
|
63 |
|
|
|
63 |
|
Ryan, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.856%, 11/09/2030 |
|
|
620 |
|
|
|
621 |
|
Sedgewick CMS, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, 02/24/2028 |
|
|
479 |
|
|
|
480 |
|
Signature Aviation/BBA Aviation, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, 07/02/2029 |
|
|
19 |
|
|
|
19 |
|
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.166%, CME Term SOFR + 3.750%, 10/20/2027 (C) |
|
|
384 |
|
|
|
393 |
|
Smyrna Ready Mix Concrete, Term Loan |
|
|
|
|
|
|
|
|
8.858%, 04/02/2029 (C) |
|
|
283 |
|
|
|
283 |
|
Sotera Health, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.106%, 12/11/2026 |
|
|
439 |
|
|
|
439 |
|
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
11.441%, 06/19/2026 |
|
|
573 |
|
|
|
570 |
|
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.038%, 08/31/2028 |
|
|
561 |
|
|
|
555 |
|
Topgolf, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.956%, 03/15/2030 |
|
|
418 |
|
|
|
417 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.860%, CME Term SOFR + 3.500%, 03/31/2028 (C) |
|
|
772 |
|
|
|
764 |
|
UFC Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.399%, 04/29/2026 |
|
|
336 |
|
|
|
337 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.233%, CME Term SOFR + 3.750%, 05/04/2026 (C) |
|
$ |
240 |
|
|
$ |
240 |
|
United AirLines, Inc., Class B Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.220%, 04/21/2028 (C) |
|
|
232 |
|
|
|
233 |
|
United Site, Term Loan |
|
|
|
|
|
|
|
|
9.713%, 12/15/2028 |
|
|
1 |
|
|
|
1 |
|
Universal Servies, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
10.106%, 05/12/2028 |
|
|
320 |
|
|
|
320 |
|
UST Holdings, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.956%, 11/20/2028 |
|
|
481 |
|
|
|
479 |
|
Verscend Holding Corp., Term B-1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.470%, CME Term SOFR + 4.000%, 08/27/2025 (C) |
|
|
1,045 |
|
|
|
1,046 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.976%, CME Term SOFR + 2.500%, 01/31/2028 (C) |
|
|
935 |
|
|
|
930 |
|
Virgin Media, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.790%, 03/31/2031 (C) |
|
|
340 |
|
|
|
338 |
|
Virtusa, Term Loan |
|
|
|
|
|
|
|
|
9.220%, 02/11/2028 |
|
|
910 |
|
|
|
911 |
|
WW International, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.970%, CME Term SOFR + 3.500%, 04/13/2028 (C) |
|
|
80 |
|
|
|
56 |
|
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.610%, 07/26/2028 (C) |
|
|
747 |
|
|
|
730 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $69,004) ($ Thousands) |
|
|
|
|
|
|
65,779 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 8.9% |
| |
|
|
|
|
|
|
|
|
Abu Dhabi Government International Bond MTN |
|
|
|
|
|
|
|
|
3.875%, 04/16/2050(A) |
|
|
1,630 |
|
|
|
1,365 |
|
Adani Ports & Special Economic Zone |
|
|
|
|
|
|
|
|
4.000%, 07/30/2027 |
|
|
1,825 |
|
|
|
1,626 |
|
Angolan Government International Bond |
|
|
|
|
|
|
|
|
9.375%, 05/08/2048 |
|
|
200 |
|
|
|
166 |
|
9.125%, 11/26/2049(A) |
|
|
1,170 |
|
|
|
954 |
|
8.750%, 04/14/2032(A) |
|
|
210 |
|
|
|
184 |
|
8.000%, 11/26/2029(A) |
|
|
420 |
|
|
|
372 |
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.625%, 07/09/2024(E) |
|
|
1,246 |
|
|
|
425 |
|
3.500%, 07/09/2041(E) |
|
|
1,310 |
|
|
|
445 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
1.000%, 07/09/2029 |
|
$ |
262 |
|
|
$ |
104 |
|
0.750%, 07/09/2030(E) |
|
|
3,340 |
|
|
|
1,336 |
|
0.500%, 07/09/2029 |
|
EUR |
6 |
|
|
|
2 |
|
Bahrain Government International Bond MTN |
|
|
|
|
|
|
|
|
5.625%, 05/18/2034(A) |
|
$ |
940 |
|
|
|
850 |
|
Benin Government International Bond |
|
|
|
|
|
|
|
|
4.875%, 01/19/2032(A) |
|
EUR |
1,480 |
|
|
|
1,335 |
|
Brazil Government International Bond |
|
|
|
|
|
|
|
|
5.333%, 02/15/2028 |
|
$ |
100 |
|
|
|
98 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
4.125%, 05/15/2051 |
|
|
630 |
|
|
|
418 |
|
3.125%, 04/15/2031 |
|
|
730 |
|
|
|
594 |
|
3.000%, 01/30/2030 |
|
|
730 |
|
|
|
615 |
|
Cordoba Government International Bond |
|
|
|
|
|
|
|
|
6.990%, 06/01/2027(A)(E) |
|
|
526 |
|
|
|
444 |
|
Country Garden Holdings |
|
|
|
|
|
|
|
|
8.000%, 01/27/2024(B) |
|
|
200 |
|
|
|
15 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
7.450%, 04/30/2044 |
|
|
600 |
|
|
|
635 |
|
6.850%, 01/27/2045 |
|
|
660 |
|
|
|
657 |
|
6.500%, 02/15/2048(A) |
|
|
1,270 |
|
|
|
1,211 |
|
6.400%, 06/05/2049(A) |
|
|
660 |
|
|
|
621 |
|
5.500%, 02/22/2029(A) |
|
|
240 |
|
|
|
234 |
|
4.875%, 09/23/2032 |
|
|
460 |
|
|
|
418 |
|
4.500%, 01/30/2030 |
|
|
550 |
|
|
|
506 |
|
Ecuador Government International Bond |
|
|
|
|
|
|
|
|
6.000%, 07/31/2024(A)(E) |
|
|
352 |
|
|
|
163 |
|
2.500%, 07/31/2024(A)(E) |
|
|
1,128 |
|
|
|
355 |
|
0.000%, 07/31/2030(A)(G) |
|
|
329 |
|
|
|
93 |
|
Egypt Government International Bond |
|
|
|
|
|
|
|
|
8.875%, 05/29/2050(A) |
|
|
710 |
|
|
|
451 |
|
8.700%, 03/01/2049(A) |
|
|
520 |
|
|
|
325 |
|
8.500%, 01/31/2047 |
|
|
450 |
|
|
|
279 |
|
7.903%, 02/21/2048(A) |
|
|
360 |
|
|
|
216 |
|
5.800%, 09/30/2027 |
|
|
990 |
|
|
|
761 |
|
4.750%, 04/16/2026(A) |
|
EUR |
100 |
|
|
|
89 |
|
Gatwick Airport Finance |
|
|
|
|
|
|
|
|
4.375%, 04/07/2026 |
|
GBP |
660 |
|
|
|
805 |
|
Guatemala Government Bond |
|
|
|
|
|
|
|
|
6.125%, 06/01/2050(A) |
|
$ |
530 |
|
|
|
502 |
|
4.900%, 06/01/2030(A) |
|
|
280 |
|
|
|
269 |
|
4.875%, 02/13/2028 |
|
|
790 |
|
|
|
767 |
|
4.375%, 06/05/2027(A) |
|
|
790 |
|
|
|
756 |
|
Indonesia Government International Bond |
|
|
|
|
|
|
|
|
7.000%, 05/15/2027 |
|
IDR |
20,656,000 |
|
|
|
1,362 |
|
3.850%, 10/15/2030 |
|
$ |
200 |
|
|
|
190 |
|
2.850%, 02/14/2030 |
|
|
900 |
|
|
|
815 |
|
1.100%, 03/12/2033 |
|
EUR |
400 |
|
|
|
349 |
|
0.900%, 02/14/2027 |
|
|
180 |
|
|
|
182 |
|
Inter-American Development Bank MTN |
|
|
|
|
|
|
|
|
7.350%, 10/06/2030 |
|
INR |
114,000 |
|
|
|
1,399 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Iraq Government International Bond |
|
|
|
|
|
|
|
|
5.800%, 01/15/2028 |
|
$ |
158 |
|
|
$ |
147 |
|
Ivory Coast Government International Bond |
|
|
|
|
|
|
|
|
6.625%, 03/22/2048 |
|
EUR |
420 |
|
|
|
369 |
|
6.125%, 06/15/2033 |
|
$ |
450 |
|
|
|
413 |
|
5.250%, 03/22/2030 |
|
EUR |
390 |
|
|
|
386 |
|
4.875%, 01/30/2032(A) |
|
|
1,660 |
|
|
|
1,541 |
|
Jamaica Government International Bond |
|
|
|
|
|
|
|
|
9.625%, 11/03/2030 |
|
JMD |
30,000 |
|
|
|
194 |
|
7.875%, 07/28/2045 |
|
$ |
740 |
|
|
|
899 |
|
Jordan Government International Bond |
|
|
|
|
|
|
|
|
7.750%, 01/15/2028(A) |
|
|
500 |
|
|
|
517 |
|
Lebanon Government International Bond |
|
|
|
|
|
|
|
|
8.250%, 05/17/2034(B) |
|
|
30 |
|
|
|
2 |
|
8.200%, 05/17/2033(B) |
|
|
40 |
|
|
|
2 |
|
7.150%, 11/20/2031(B) |
|
|
40 |
|
|
|
2 |
|
7.050%, 11/02/2035(B) |
|
|
100 |
|
|
|
6 |
|
7.000%, 03/20/2028(B) |
|
|
40 |
|
|
|
2 |
|
6.850%, 03/23/2027(B) |
|
|
100 |
|
|
|
6 |
|
6.850%, 05/25/2029(B) |
|
|
721 |
|
|
|
43 |
|
6.750%, 11/29/2027(B) |
|
|
410 |
|
|
|
24 |
|
6.650%, 04/22/2024(B) |
|
|
170 |
|
|
|
10 |
|
6.650%, 11/03/2028(B) |
|
|
80 |
|
|
|
5 |
|
6.650%, 02/26/2030(B) |
|
|
832 |
|
|
|
50 |
|
6.600%, 11/27/2026(B) |
|
|
30 |
|
|
|
2 |
|
6.200%, 02/26/2025(B) |
|
|
860 |
|
|
|
50 |
|
Mexican Bonos |
|
|
|
|
|
|
|
|
8.500%, 05/31/2029 |
|
MXN |
35,320 |
|
|
|
2,040 |
|
5.750%, 03/05/2026 |
|
|
14,530 |
|
|
|
793 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
3.771%, 05/24/2061 |
|
$ |
520 |
|
|
|
352 |
|
2.659%, 05/24/2031 |
|
|
920 |
|
|
|
778 |
|
Morocco Government International Bond |
|
|
|
|
|
|
|
|
3.000%, 12/15/2032(A) |
|
|
730 |
|
|
|
600 |
|
1.500%, 11/27/2031(A) |
|
EUR |
290 |
|
|
|
256 |
|
Nigeria Government International Bond |
|
|
|
|
|
|
|
|
8.747%, 01/21/2031 |
|
$ |
1,720 |
|
|
|
1,638 |
|
7.696%, 02/23/2038(A) |
|
|
690 |
|
|
|
565 |
|
Oman Government International Bond |
|
|
|
|
|
|
|
|
6.750%, 01/17/2048 |
|
|
200 |
|
|
|
209 |
|
6.250%, 01/25/2031(A) |
|
|
773 |
|
|
|
813 |
|
Pakistan Government International Bond MTN |
|
|
|
|
|
|
|
|
6.000%, 04/08/2026(A) |
|
|
340 |
|
|
|
239 |
|
Paraguay Government International Bond |
|
|
|
|
|
|
|
|
6.100%, 08/11/2044 |
|
|
500 |
|
|
|
491 |
|
5.600%, 03/13/2048 |
|
|
760 |
|
|
|
692 |
|
5.400%, 03/30/2050(A) |
|
|
320 |
|
|
|
284 |
|
Perusahaan Penerbit SBSN Indonesia III |
|
|
|
|
|
|
|
|
4.550%, 03/29/2026(A) |
|
|
530 |
|
|
|
529 |
|
4.450%, 02/20/2029(A) |
|
|
330 |
|
|
|
329 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
Provincia de Buenos Aires Government Bond MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2024(A)(E) |
|
$ |
5,612 |
|
|
$ |
2,142 |
|
Qatar Government International Bond |
|
|
|
|
|
|
|
|
5.103%, 04/23/2048(A) |
|
|
820 |
|
|
|
829 |
|
4.817%, 03/14/2049(A) |
|
|
690 |
|
|
|
671 |
|
4.625%, 06/02/2046 |
|
|
280 |
|
|
|
267 |
|
4.400%, 04/16/2050(A) |
|
|
450 |
|
|
|
414 |
|
Romanian Government International Bond |
|
|
|
|
|
|
|
|
5.125%, 06/15/2048(A) |
|
|
200 |
|
|
|
171 |
|
3.375%, 01/28/2050(A) |
|
EUR |
90 |
|
|
|
68 |
|
2.875%, 05/26/2028 |
|
|
650 |
|
|
|
670 |
|
2.875%, 03/11/2029 |
|
|
1,490 |
|
|
|
1,488 |
|
2.124%, 07/16/2031(A) |
|
|
250 |
|
|
|
220 |
|
2.000%, 01/28/2032(A) |
|
|
110 |
|
|
|
94 |
|
2.000%, 04/14/2033(A) |
|
|
900 |
|
|
|
742 |
|
Saudi Government International Bond MTN |
|
|
|
|
|
|
|
|
4.500%, 04/22/2060(A) |
|
$ |
1,070 |
|
|
|
925 |
|
3.750%, 01/21/2055(A) |
|
|
220 |
|
|
|
167 |
|
3.250%, 10/22/2030(A) |
|
|
430 |
|
|
|
399 |
|
Serbia Government International Bond |
|
|
|
|
|
|
|
|
1.500%, 06/26/2029(A) |
|
EUR |
500 |
|
|
|
465 |
|
South Africa Government International Bond |
|
|
|
|
|
|
|
|
5.650%, 09/27/2047 |
|
$ |
950 |
|
|
|
758 |
|
4.850%, 09/27/2027 |
|
|
890 |
|
|
|
872 |
|
4.300%, 10/12/2028 |
|
|
200 |
|
|
|
187 |
|
Sri Lanka Government International Bond |
|
|
|
|
|
|
|
|
7.550%, 03/28/2030(A) |
|
|
910 |
|
|
|
454 |
|
6.850%, 03/14/2024(A) |
|
|
200 |
|
|
|
100 |
|
6.850%, 11/03/2025 |
|
|
570 |
|
|
|
291 |
|
6.750%, 04/18/2028(A) |
|
|
360 |
|
|
|
180 |
|
Turkey Government International Bond |
|
|
|
|
|
|
|
|
7.625%, 04/26/2029 |
|
|
560 |
|
|
|
579 |
|
6.875%, 03/17/2036 |
|
|
60 |
|
|
|
57 |
|
6.500%, 09/20/2033 |
|
|
900 |
|
|
|
860 |
|
6.000%, 03/25/2027 |
|
|
320 |
|
|
|
316 |
|
6.000%, 01/14/2041 |
|
|
1,980 |
|
|
|
1,678 |
|
4.250%, 04/14/2026 |
|
|
530 |
|
|
|
507 |
|
Ukraine Government International Bond |
|
|
|
|
|
|
|
|
9.750%, 11/01/2030(A) |
|
|
640 |
|
|
|
182 |
|
8.994%, 02/01/2026 |
|
|
280 |
|
|
|
82 |
|
7.750%, 09/01/2025 |
|
|
910 |
|
|
|
268 |
|
7.750%, 09/01/2026(B) |
|
|
230 |
|
|
|
63 |
|
7.750%, 09/01/2029 |
|
|
250 |
|
|
|
68 |
|
7.375%, 09/25/2034(A) |
|
|
200 |
|
|
|
47 |
|
7.253%, 03/15/2035(A) |
|
|
420 |
|
|
|
99 |
|
Uruguay Government International Bond |
|
|
|
|
|
|
|
|
3.875%, 07/02/2040 |
|
UYU |
6,307 |
|
|
|
169 |
|
Uzbekistan Government International Bond MTN |
|
|
|
|
|
|
|
|
4.750%, 02/20/2024(A) |
|
$ |
340 |
|
|
|
338 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
SOVEREIGN DEBT (continued) |
3.700%, 11/25/2030(A) |
|
$ |
660 |
|
|
$ |
554 |
|
Virgin Money UK |
|
|
|
|
|
|
|
|
9.250%, GUKG5 + 8.307%, 06/08/2172(C)(D) |
|
GBP |
300 |
|
|
|
382 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $72,332) ($ Thousands) |
|
|
59,859 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 7.5% |
Agency Mortgage-Backed Obligations — 1.0% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.000%, 12/01/2052 |
|
$ |
85 |
|
|
|
88 |
|
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
|
527 |
|
|
|
99 |
|
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050 |
|
|
460 |
|
|
|
75 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
10.552%, SOFR30A + 5.214%, 06/25/2050(A)(C) |
|
|
1,095 |
|
|
|
1,200 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
10.137%, SOFR30A + 4.800%, 10/25/2050(A)(C) |
|
|
210 |
|
|
|
235 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA6, Cl B1 |
|
|
|
|
|
|
|
|
8.337%, SOFR30A + 3.000%, 12/25/2050(A)(C) |
|
|
630 |
|
|
|
652 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
7.137%, SOFR30A + 1.800%, 01/25/2051(A)(C) |
|
|
125 |
|
|
|
125 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
8.837%, SOFR30A + 3.500%, 10/25/2033(A)(C) |
|
|
390 |
|
|
|
406 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1 |
|
|
|
|
|
|
|
|
8.387%, SOFR30A + 3.050%, 01/25/2034(A)(C) |
|
|
590 |
|
|
|
595 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.537%, SOFR30A + 2.200%, 05/25/2042(A)(C) |
|
|
526 |
|
|
|
533 |
|
FNMA |
|
|
|
|
|
|
|
|
2.789%, 01/01/2035(C) |
|
|
341 |
|
|
|
295 |
|
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.148%, 05/25/2045(C) |
|
|
1,218 |
|
|
|
112 |
|
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO |
|
|
|
|
|
|
|
|
0.698%, 01/25/2048(C) |
|
|
840 |
|
|
|
100 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO |
|
|
|
|
|
|
|
|
4.000%, 09/25/2050 |
|
$ |
489 |
|
|
$ |
94 |
|
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/25/2048 |
|
|
939 |
|
|
|
179 |
|
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO |
|
|
|
|
|
|
|
|
1.127%, 01/16/2040(C) |
|
|
956 |
|
|
|
114 |
|
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO |
|
|
|
|
|
|
|
|
0.578%, 08/20/2043(C) |
|
|
102 |
|
|
|
10 |
|
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO |
|
|
|
|
|
|
|
|
4.000%, 08/20/2045 |
|
|
1,178 |
|
|
|
180 |
|
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO |
|
|
|
|
|
|
|
|
4.000%, 10/20/2045 |
|
|
663 |
|
|
|
105 |
|
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2045 |
|
|
256 |
|
|
|
30 |
|
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO |
|
|
|
|
|
|
|
|
0.188%, 07/20/2047(C) |
|
|
1,011 |
|
|
|
90 |
|
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO |
|
|
|
|
|
|
|
|
0.728%, 09/20/2048(C) |
|
|
282 |
|
|
|
37 |
|
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO |
|
|
|
|
|
|
|
|
0.728%, 09/20/2048(C) |
|
|
385 |
|
|
|
42 |
|
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO |
|
|
|
|
|
|
|
|
0.728%, 09/20/2048(C) |
|
|
1,301 |
|
|
|
156 |
|
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO |
|
|
|
|
|
|
|
|
0.728%, 05/20/2048(C) |
|
|
1,220 |
|
|
|
133 |
|
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO |
|
|
|
|
|
|
|
|
0.228%, 01/20/2048(C) |
|
|
2,315 |
|
|
|
216 |
|
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO |
|
|
|
|
|
|
|
|
0.578%, 01/20/2049(C) |
|
|
203 |
|
|
|
21 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO |
|
|
|
|
|
|
|
|
0.628%, 09/20/2049(C) |
|
|
757 |
|
|
|
72 |
|
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO |
|
|
|
|
|
|
|
|
0.628%, 09/20/2049(C) |
|
|
568 |
|
|
|
60 |
|
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO |
|
|
|
|
|
|
|
|
3.500%, 10/20/2049 |
|
|
1,846 |
|
|
|
285 |
|
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO |
|
|
|
|
|
|
|
|
0.578%, 01/20/2049(C) |
|
|
162 |
|
|
|
16 |
|
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.628%, 06/20/2049(C) |
|
|
128 |
|
|
|
14 |
|
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO |
|
|
|
|
|
|
|
|
4.000%, 06/20/2050 |
|
|
682 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,500 |
|
Non-Agency Mortgage-Backed Obligations — 6.5% |
|
|
|
|
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1 |
|
|
|
|
|
|
|
|
6.400%, TSFR1M + 1.044%, 11/25/2034(C) |
|
|
294 |
|
|
|
292 |
|
Alternative Loan Trust, Ser 2005-81, Cl A1 |
|
|
|
|
|
|
|
|
6.030%, TSFR1M + 0.674%, 02/25/2037(C) |
|
|
428 |
|
|
|
343 |
|
BANK, Ser 2022-BNK44, Cl D |
|
|
|
|
|
|
|
|
4.000%, 11/15/2032(A)(C) |
|
|
600 |
|
|
|
347 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
BANK, Ser 2023-BNK46, Cl XA, IO |
|
|
|
|
|
|
|
|
0.617%, 08/15/2056(C) |
|
$ |
3,409 |
|
|
$ |
138 |
|
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4 |
|
|
|
|
|
|
|
|
3.063%, 11/15/2052 |
|
|
870 |
|
|
|
782 |
|
Benchmark Mortgage Trust, Ser 2019-B10, Cl A2 |
|
|
|
|
|
|
|
|
3.614%, 03/15/2062 |
|
|
142 |
|
|
|
141 |
|
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO |
|
|
|
|
|
|
|
|
1.001%, 05/15/2052(C) |
|
|
10,424 |
|
|
|
381 |
|
Benchmark Mortgage Trust, Ser 2023-V3, Cl D |
|
|
|
|
|
|
|
|
4.000%, 07/15/2056(A) |
|
|
500 |
|
|
|
367 |
|
BIG Commercial Mortgage Trust, Ser 2022-BIG, Cl F |
|
|
|
|
|
|
|
|
10.797%, TSFR1M + 5.436%, 02/15/2039(A)(C) |
|
|
480 |
|
|
|
457 |
|
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A |
|
|
|
|
|
|
|
|
3.125%, 01/29/2070(A)(E) |
|
|
644 |
|
|
|
601 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.558%, TSFR1M + 2.196%, 04/15/2034(A)(C) |
|
|
1,970 |
|
|
|
1,935 |
|
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl J |
|
|
|
|
|
|
|
|
9.367%, TSFR1M + 4.004%, 10/15/2038(A)(C) |
|
|
391 |
|
|
|
372 |
|
BX Commercial Mortgage Trust, Ser 2023-VLT2, Cl E |
|
|
|
|
|
|
|
|
11.233%, TSFR1M + 5.871%, 06/15/2040(A)(C) |
|
|
560 |
|
|
|
560 |
|
BX Trust, Ser 2021-SDMF, Cl F |
|
|
|
|
|
|
|
|
7.414%, TSFR1M + 2.051%, 09/15/2034(A)(C) |
|
|
297 |
|
|
|
276 |
|
CAFL Issuer, Ser 2023-RTL1, Cl A1 |
|
|
|
|
|
|
|
|
7.553%, 12/28/2030(A)(E) |
|
|
520 |
|
|
|
521 |
|
Capmark Military Housing Trust, Ser 2007-AET2, Cl A |
|
|
|
|
|
|
|
|
6.063%, 10/10/2052(A) |
|
|
909 |
|
|
|
878 |
|
CFK Trust, Ser 2020-MF2, Cl E |
|
|
|
|
|
|
|
|
3.458%, 03/15/2039(A)(C) |
|
|
500 |
|
|
|
366 |
|
CIM Trust, Ser 2023-R4, Cl A1 |
|
|
|
|
|
|
|
|
5.000%, 05/25/2062(A)(C) |
|
|
531 |
|
|
|
526 |
|
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl A3 |
|
|
|
|
|
|
|
|
3.203%, 09/15/2050 |
|
|
770 |
|
|
|
719 |
|
Citigroup Mortgage Loan Trust, Ser 2022-A, Cl A1 |
|
|
|
|
|
|
|
|
6.170%, 09/25/2062(A)(E) |
|
|
552 |
|
|
|
554 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1 |
|
|
|
|
|
|
|
|
9.802%, SOFR30A + 4.464%, 04/25/2031(A)(C) |
|
$ |
460 |
|
|
$ |
492 |
|
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1 |
|
|
|
|
|
|
|
|
9.552%, SOFR30A + 4.214%, 07/25/2039(A)(C) |
|
|
478 |
|
|
|
496 |
|
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1 |
|
|
|
|
|
|
|
|
8.437%, SOFR30A + 3.100%, 10/25/2041(A)(C) |
|
|
1,020 |
|
|
|
1,028 |
|
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1 |
|
|
|
|
|
|
|
|
8.087%, SOFR30A + 2.750%, 12/25/2041(A)(C) |
|
|
680 |
|
|
|
682 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1 |
|
|
|
|
|
|
|
|
9.837%, SOFR30A + 4.500%, 04/25/2042(A)(C) |
|
|
433 |
|
|
|
446 |
|
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2 |
|
|
|
|
|
|
|
|
8.337%, SOFR30A + 3.000%, 04/25/2042(A)(C) |
|
|
386 |
|
|
|
393 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1B1 |
|
|
|
|
|
|
|
|
10.887%, SOFR30A + 5.550%, 01/25/2043(A)(C) |
|
|
300 |
|
|
|
322 |
|
Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1 |
|
|
|
|
|
|
|
|
9.002%, SOFR30A + 3.664%, 07/25/2030(C) |
|
|
570 |
|
|
|
608 |
|
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A |
|
|
|
|
|
|
|
|
8.552%, US0003M + 2.900%, 08/09/2024(A)(C) |
|
|
920 |
|
|
|
902 |
|
CSMC Trust, Ser 2014-USA, Cl E |
|
|
|
|
|
|
|
|
4.373%, 09/15/2037(A) |
|
|
320 |
|
|
|
150 |
|
CSMC Trust, Ser 2017-RPL1, Cl M2 |
|
|
|
|
|
|
|
|
2.962%, 07/25/2057(A)(C) |
|
|
1,190 |
|
|
|
862 |
|
CSMC Trust, Ser 2019-UVIL, Cl A |
|
|
|
|
|
|
|
|
3.160%, 12/15/2041(A) |
|
|
950 |
|
|
|
838 |
|
CSMC Trust, Ser 2022-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
3.904%, 04/25/2062(A)(C) |
|
|
168 |
|
|
|
157 |
|
Ellington Financial Mortgage Trust, Ser 2020-1, Cl B1 |
|
|
|
|
|
|
|
|
5.104%, 05/25/2065(A)(C) |
|
|
600 |
|
|
|
580 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl B1 |
|
|
|
|
|
|
|
|
10.087%, SOFR30A + 4.750%, 02/25/2042(A)(C) |
|
|
360 |
|
|
|
372 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 |
|
|
|
|
|
|
|
|
5.630%, TSFR1M + 0.274%, 11/25/2036(C) |
|
$ |
315 |
|
|
$ |
309 |
|
FS Commercial Mortgage Trust, Ser 4SZN, Cl B |
|
|
|
|
|
|
|
|
7.544%, 11/10/2039(A)(C) |
|
|
380 |
|
|
|
395 |
|
GS Mortgage Securities Trust, Ser 2015-GC32, Cl D |
|
|
|
|
|
|
|
|
3.345%, 07/10/2048 |
|
|
380 |
|
|
|
312 |
|
GS Mortgage Securities Trust, Ser 2018-LUAU, Cl G |
|
|
|
|
|
|
|
|
10.109%, TSFR1M + 4.747%, 11/15/2032(A)(C) |
|
|
500 |
|
|
|
482 |
|
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl C |
|
|
|
|
|
|
|
|
9.727%, TSFR1M + 4.364%, 09/15/2031(A)(C) |
|
|
1,754 |
|
|
|
358 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F |
|
|
|
|
|
|
|
|
8.885%, TSFR1M + 3.364%, 12/15/2036(A)(C) |
|
|
595 |
|
|
|
566 |
|
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A |
|
|
|
|
|
|
|
|
6.735%, TSFR1M + 1.214%, 12/15/2036(A)(C) |
|
|
1,830 |
|
|
|
1,806 |
|
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B |
|
|
|
|
|
|
|
|
5.926%, TSFR1M + 0.594%, 11/19/2036(C) |
|
|
1,388 |
|
|
|
1,189 |
|
Impac CMB Trust, Ser 2005-4, Cl 1M1 |
|
|
|
|
|
|
|
|
6.115%, TSFR1M + 0.544%, 05/25/2035(C) |
|
|
538 |
|
|
|
485 |
|
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1, Ser JP1, Cl C |
|
|
|
|
|
|
|
|
4.723%, 01/15/2049(C) |
|
|
80 |
|
|
|
67 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL |
|
|
|
|
|
|
|
|
8.735%, TSFR1M + 3.389%, 07/05/2033(A)(C) |
|
|
910 |
|
|
|
583 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E |
|
|
|
|
|
|
|
|
8.577%, TSFR1M + 3.214%, 09/15/2029(A)(C) |
|
|
1,730 |
|
|
|
964 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2022-ACB, Cl D |
|
|
|
|
|
|
|
|
8.238%, SOFR30A + 2.900%, 03/15/2039(A)(C) |
|
|
600 |
|
|
|
573 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F |
|
|
|
|
|
|
|
|
9.742%, TSFR1M + 4.379%, 11/15/2038(A)(C) |
|
|
710 |
|
|
|
674 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2 |
|
|
|
|
|
|
|
|
3.844%, 10/25/2066(A)(E) |
|
$ |
660 |
|
|
$ |
659 |
|
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B |
|
|
|
|
|
|
|
|
4.237%, 06/26/2036(A)(E) |
|
|
175 |
|
|
|
159 |
|
MSWF Commercial Mortgage Trust, Ser 2, Cl C |
|
|
|
|
|
|
|
|
7.252%, 12/15/2056(C) |
|
|
290 |
|
|
|
297 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10 |
|
|
|
|
|
|
|
|
8.702%, SOFR30A + 3.364%, 10/25/2049(A)(C) |
|
|
489 |
|
|
|
475 |
|
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10 |
|
|
|
|
|
|
|
|
9.202%, SOFR30A + 3.864%, 03/25/2050(A)(C) |
|
|
479 |
|
|
|
461 |
|
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |
|
|
|
|
|
|
|
|
6.520%, TSFR1M + 1.164%, 01/25/2048(A)(C) |
|
|
242 |
|
|
|
236 |
|
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F |
|
|
|
|
|
|
|
|
10.720%, TSFR1M + 5.364%, 05/25/2055(A)(C) |
|
|
468 |
|
|
|
468 |
|
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1 |
|
|
|
|
|
|
|
|
3.000%, TSFR1M + 0.544%, 03/26/2036(A)(C) |
|
|
204 |
|
|
|
192 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.153%, SOFR30A + 3.814%, 11/27/2031(A)(C) |
|
|
166 |
|
|
|
167 |
|
PRKCM Trust, Ser 2023-AFC1, Cl A3 |
|
|
|
|
|
|
|
|
7.304%, 02/25/2058(A)(E) |
|
|
291 |
|
|
|
290 |
|
RALI Series Trust, Ser 2006-QO2, Cl A2 |
|
|
|
|
|
|
|
|
6.010%, TSFR1M + 0.654%, 02/25/2046(C) |
|
|
1,286 |
|
|
|
256 |
|
RALI Series Trust, Ser 2007-QO2, Cl A1 |
|
|
|
|
|
|
|
|
5.620%, TSFR1M + 0.264%, 02/25/2047(C) |
|
|
787 |
|
|
|
281 |
|
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M |
|
|
|
|
|
|
|
|
4.750%, 05/25/2057(C) |
|
|
1,396 |
|
|
|
1,294 |
|
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M |
|
|
|
|
|
|
|
|
4.750%, 08/25/2057(A)(C) |
|
|
1,125 |
|
|
|
1,000 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M |
|
|
|
|
|
|
|
|
4.500%, 02/25/2059(A)(C) |
|
|
1,720 |
|
|
|
1,498 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M |
|
|
|
|
|
|
|
|
4.250%, 08/25/2059(A)(C) |
|
|
2,230 |
|
|
|
1,972 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M |
|
|
|
|
|
|
|
|
4.250%, 11/25/2059(A)(C) |
|
$ |
830 |
|
|
$ |
741 |
|
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M |
|
|
|
|
|
|
|
|
4.250%, 05/25/2060(A)(C) |
|
|
640 |
|
|
|
569 |
|
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M |
|
|
|
|
|
|
|
|
4.500%, 11/25/2061(A)(C) |
|
|
320 |
|
|
|
259 |
|
Shops at Crystals Trust, Ser 2106-CSTL, Cl D |
|
|
|
|
|
|
|
|
3.731%, 07/05/2036(A)(C) |
|
|
885 |
|
|
|
747 |
|
SMR Mortgage Trust, Ser 2021-IND, Cl F |
|
|
|
|
|
|
|
|
11.362%, TSFR1M + 6.000%, 02/15/2039(A)(C) |
|
|
789 |
|
|
|
618 |
|
Soho Trust, Ser 2021-SOHO, Cl D |
|
|
|
|
|
|
|
|
2.697%, 08/10/2038(A)(C) |
|
|
440 |
|
|
|
239 |
|
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1 |
|
|
|
|
|
|
|
|
6.040%, TSFR1M + 0.684%, 10/25/2036(A)(C) |
|
|
857 |
|
|
|
832 |
|
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B |
|
|
|
|
|
|
|
|
3.500%, 10/25/2059(A)(C) |
|
|
640 |
|
|
|
478 |
|
Towd Point Mortgage Trust, Ser 2020-2, Cl A1A |
|
|
|
|
|
|
|
|
1.636%, 04/25/2060(A)(C) |
|
|
259 |
|
|
|
229 |
|
Trust, Ser 2023-MIC, Cl B |
|
|
|
|
|
|
|
|
9.532%, 12/05/2038(A)(C) |
|
|
270 |
|
|
|
285 |
|
Verus Securitization Trust, Ser 2022-INV1, Cl B1 |
|
|
|
|
|
|
|
|
5.854%, 08/25/2067(A)(C) |
|
|
321 |
|
|
|
301 |
|
Verus Securitization Trust, Ser 2023-8, Cl A3 |
|
|
|
|
|
|
|
|
6.968%, 12/25/2068(A)(E) |
|
|
350 |
|
|
|
353 |
|
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2 |
|
|
|
|
|
|
|
|
4.339%, 12/25/2036(C) |
|
|
483 |
|
|
|
417 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl B |
|
|
|
|
|
|
|
|
3.959%, 12/15/2047 |
|
|
390 |
|
|
|
368 |
|
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1 |
|
|
|
|
|
|
|
|
4.675%, 04/25/2036(C) |
|
|
321 |
|
|
|
299 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,087 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $55,632) ($ Thousands) |
|
|
|
|
|
|
50,587 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 6.2% |
| |
|
|
|
|
|
|
|
|
Communication Services — 0.5% |
|
|
|
|
iHeartMedia Inc * |
|
|
168,843 |
|
|
$ |
451 |
|
Intelsat Jackson Holdings * |
|
|
22,561 |
|
|
|
656 |
|
Verizon Communications Inc |
|
|
52,564 |
|
|
|
1,982 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,089 |
|
Consumer Discretionary — 0.1% |
|
|
|
|
Best Buy Co Inc |
|
|
5,377 |
|
|
|
421 |
|
McDonald's Corp |
|
|
1,109 |
|
|
|
329 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
750 |
|
Consumer Staples — 1.5% |
|
|
|
|
Altria Group Inc |
|
|
42,382 |
|
|
|
1,710 |
|
Clorox Co/The |
|
|
5,600 |
|
|
|
798 |
|
Coca-Cola Co/The |
|
|
5,881 |
|
|
|
346 |
|
Colgate-Palmolive Co |
|
|
1,237 |
|
|
|
99 |
|
Flowers Foods Inc |
|
|
10,839 |
|
|
|
244 |
|
General Mills Inc |
|
|
18,822 |
|
|
|
1,226 |
|
Kellanova |
|
|
17,240 |
|
|
|
964 |
|
Kimberly-Clark Corp |
|
|
8,756 |
|
|
|
1,064 |
|
Mondelez International Inc, Cl A |
|
|
2,052 |
|
|
|
149 |
|
PepsiCo Inc |
|
|
8,606 |
|
|
|
1,462 |
|
Philip Morris International Inc |
|
|
15,518 |
|
|
|
1,460 |
|
Procter & Gamble Co/The |
|
|
3,592 |
|
|
|
526 |
|
Vector Group Ltd |
|
|
6,784 |
|
|
|
76 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,124 |
|
Energy — 0.7% |
|
|
|
|
Chevron Corp |
|
|
7,167 |
|
|
|
1,069 |
|
Chord Energy Corp |
|
|
2,163 |
|
|
|
360 |
|
Civitas Resources Inc |
|
|
3,002 |
|
|
|
205 |
|
Coterra Energy Inc |
|
|
43,149 |
|
|
|
1,101 |
|
Noble Corp PLC |
|
|
7,982 |
|
|
|
385 |
|
Summit Midstream Partners LP * |
|
|
28,458 |
|
|
|
510 |
|
Williams Cos Inc/The |
|
|
39,114 |
|
|
|
1,362 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,992 |
|
Financials — 0.3% |
|
|
|
|
American Financial Group Inc/OH |
|
|
4,029 |
|
|
|
479 |
|
CME Group Inc, Cl A |
|
|
6,440 |
|
|
|
1,356 |
|
Cohen & Steers Inc |
|
|
1,416 |
|
|
|
107 |
|
OneMain Holdings Inc, Cl A |
|
|
5,990 |
|
|
|
295 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,237 |
|
Health Care — 1.3% |
|
|
|
|
AbbVie Inc |
|
|
11,616 |
|
|
|
1,800 |
|
Amgen Inc, Cl A |
|
|
5,635 |
|
|
|
1,623 |
|
Bristol-Myers Squibb Co |
|
|
20,039 |
|
|
|
1,028 |
|
Gilead Sciences Inc |
|
|
19,811 |
|
|
|
1,605 |
|
Medtronic PLC |
|
|
14,066 |
|
|
|
1,159 |
|
Merck & Co Inc |
|
|
3,836 |
|
|
|
418 |
|
Pfizer Inc |
|
|
34,462 |
|
|
|
992 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,625 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industrials — 0.3% |
|
|
|
|
Automatic Data Processing Inc |
|
|
645 |
|
|
$ |
150 |
|
Illinois Tool Works Inc |
|
|
417 |
|
|
|
109 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
2,443 |
|
|
|
248 |
|
PACCAR Inc |
|
|
15,962 |
|
|
|
1,559 |
|
Watsco Inc |
|
|
687 |
|
|
|
294 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,360 |
|
Information Technology — 0.8% |
|
|
|
|
Broadcom Inc |
|
|
1,786 |
|
|
|
1,994 |
|
Chicony Electronics Co Ltd |
|
|
29,413 |
|
|
|
168 |
|
Cisco Systems Inc |
|
|
25,043 |
|
|
|
1,265 |
|
Qlik, Cl A * |
|
|
56 |
|
|
|
92 |
|
Qlik, Cl B * |
|
|
13,812 |
|
|
|
— |
|
Texas Instruments Inc |
|
|
9,213 |
|
|
|
1,570 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,089 |
|
Materials — 0.2% |
|
|
|
|
Arctic Canadian Diamond Company Ltd * |
|
|
824 |
|
|
|
254 |
|
LyondellBasell Industries NV, Cl A |
|
|
13,537 |
|
|
|
1,287 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,541 |
|
Real Estate — 0.5% |
|
|
|
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
1,511 |
|
|
|
152 |
|
Public Storage ‡ |
|
|
5,406 |
|
|
|
1,649 |
|
VICI Properties Inc, Cl A ‡ |
|
|
43,897 |
|
|
|
1,400 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,201 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $38,493) ($ Thousands) |
|
|
|
|
|
|
42,008 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
FOREIGN COMMON STOCK — 5.7% |
| |
|
|
|
|
|
|
|
|
Australia — 0.0% |
|
|
|
|
JB Hi-Fi Ltd |
|
|
6,557 |
|
|
|
237 |
|
Premier Investments Ltd |
|
|
4,897 |
|
|
|
92 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
329 |
|
| |
|
|
|
|
|
|
|
|
Canada — 0.3% |
|
|
|
|
BCE Inc |
|
|
4,069 |
|
|
|
161 |
|
Birchcliff Energy Ltd, Cl Common Subs. Receipt |
|
|
14,680 |
|
|
|
64 |
|
Canadian Natural Resources Ltd |
|
|
21,001 |
|
|
|
1,383 |
|
Gibson Energy Inc |
|
|
7,694 |
|
|
|
118 |
|
Great-West Lifeco Inc |
|
|
14,862 |
|
|
|
494 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,220 |
|
| |
|
|
|
|
|
|
|
|
France — 0.2% |
|
|
|
|
Rubis SCA |
|
|
5,050 |
|
|
|
125 |
|
Sanofi SA |
|
|
12,140 |
|
|
|
1,204 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,329 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Germany — 0.2% |
|
|
|
|
Mercedes-Benz Group AG |
|
|
22,066 |
|
|
$ |
1,525 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Hong Kong — 0.9% |
|
|
|
|
Agricultural Bank of China Ltd, Cl H |
|
|
1,613,375 |
|
|
|
622 |
|
Bank of China Ltd, Cl H |
|
|
4,042,654 |
|
|
|
1,543 |
|
Bank of Communications Co Ltd, Cl H |
|
|
477,981 |
|
|
|
298 |
|
China CITIC Bank Corp Ltd, Cl H |
|
|
489,770 |
|
|
|
231 |
|
China Construction Bank Corp, Cl H |
|
|
2,458,821 |
|
|
|
1,464 |
|
CK Asset Holdings Ltd |
|
|
110,031 |
|
|
|
552 |
|
CK Infrastructure Holdings Ltd |
|
|
34,145 |
|
|
|
189 |
|
HKT Trust & HKT Ltd |
|
|
197,586 |
|
|
|
236 |
|
Power Assets Holdings Ltd |
|
|
76,848 |
|
|
|
445 |
|
SITC International Holdings Co Ltd |
|
|
71,531 |
|
|
|
124 |
|
Want Want China Holdings Ltd |
|
|
274,457 |
|
|
|
166 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,870 |
|
| |
|
|
|
|
|
|
|
|
India — 0.2% |
|
|
|
|
Bajaj Auto Ltd |
|
|
3,461 |
|
|
|
282 |
|
HCL Technologies Ltd |
|
|
50,333 |
|
|
|
887 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,169 |
|
| |
|
|
|
|
|
|
|
|
Indonesia — 0.2% |
|
|
|
|
Bank Rakyat Indonesia Persero Tbk PT |
|
|
3,056,137 |
|
|
|
1,136 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Italy — 0.3% |
|
|
|
|
Assicurazioni Generali SpA |
|
|
59,767 |
|
|
|
1,261 |
|
Azimut Holding SpA |
|
|
5,873 |
|
|
|
154 |
|
Italgas SpA |
|
|
25,503 |
|
|
|
146 |
|
Poste Italiane SpA |
|
|
28,394 |
|
|
|
322 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,883 |
|
| |
|
|
|
|
|
|
|
|
Japan — 0.5% |
|
|
|
|
Astellas Pharma Inc |
|
|
76,501 |
|
|
|
915 |
|
Japan Tobacco Inc |
|
|
57,222 |
|
|
|
1,479 |
|
Sekisui House Ltd |
|
|
31,277 |
|
|
|
695 |
|
SoftBank Corp |
|
|
15,573 |
|
|
|
194 |
|
USS Co Ltd |
|
|
11,112 |
|
|
|
224 |
|
Yamato Kogyo Co Ltd |
|
|
1,949 |
|
|
|
103 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,610 |
|
| |
|
|
|
|
|
|
|
|
Malaysia — 0.0% |
|
|
|
|
Petronas Dagangan Bhd |
|
|
15,538 |
|
|
|
74 |
|
Petronas Gas Bhd |
|
|
43,248 |
|
|
|
164 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
238 |
|
| |
|
|
|
|
|
|
|
|
Netherlands — 0.1% |
|
|
|
|
Koninklijke KPN NV |
|
|
184,001 |
|
|
|
634 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
New Zealand — 0.1% |
|
|
|
|
Spark New Zealand Ltd |
|
|
102,378 |
|
|
$ |
336 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Singapore — 0.3% |
|
|
|
|
ComfortDelGro Corp Ltd |
|
|
114,449 |
|
|
|
122 |
|
DBS Group Holdings Ltd |
|
|
27,249 |
|
|
|
690 |
|
Oversea-Chinese Banking Corp Ltd |
|
|
132,962 |
|
|
|
1,310 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,122 |
|
| |
|
|
|
|
|
|
|
|
South Korea — 0.1% |
|
|
|
|
KT&G Corp |
|
|
5,369 |
|
|
|
362 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Spain — 0.4% |
|
|
|
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
3,662 |
|
|
|
99 |
|
Enagas SA |
|
|
13,317 |
|
|
|
225 |
|
Industria de Diseno Textil SA |
|
|
40,479 |
|
|
|
1,763 |
|
Mapfre SA |
|
|
47,313 |
|
|
|
101 |
|
Redeia Corp SA |
|
|
22,377 |
|
|
|
369 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,557 |
|
| |
|
|
|
|
|
|
|
|
Sweden — 0.3% |
|
|
|
|
Nordea Bank Abp, Cl A |
|
|
96,458 |
|
|
|
1,194 |
|
Svenska Handelsbanken AB, Cl A |
|
|
79,755 |
|
|
|
866 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,060 |
|
| |
|
|
|
|
|
|
|
|
Switzerland — 0.6% |
|
|
|
|
Novartis AG |
|
|
17,609 |
|
|
|
1,776 |
|
Roche Holding AG |
|
|
4,083 |
|
|
|
1,186 |
|
Zurich Insurance Group AG |
|
|
2,460 |
|
|
|
1,285 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,247 |
|
| |
|
|
|
|
|
|
|
|
Taiwan — 0.5% |
|
|
|
|
Chunghwa Telecom Co Ltd |
|
|
204,369 |
|
|
|
799 |
|
Far EasTone Telecommunications Co Ltd |
|
|
81,995 |
|
|
|
213 |
|
MediaTek Inc |
|
|
48,792 |
|
|
|
1,614 |
|
Novatek Microelectronics Corp |
|
|
32,550 |
|
|
|
548 |
|
Radiant Opto-Electronics Corp |
|
|
23,758 |
|
|
|
103 |
|
Simplo Technology Co Ltd |
|
|
9,808 |
|
|
|
134 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,411 |
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.5% |
|
|
|
|
British American Tobacco PLC |
|
|
46,748 |
|
|
|
1,368 |
|
Games Workshop Group PLC |
|
|
1,821 |
|
|
|
229 |
|
Imperial Brands PLC |
|
|
49,536 |
|
|
|
1,141 |
|
Pagegroup PLC |
|
|
17,876 |
|
|
|
111 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Taylor Wimpey PLC |
|
|
186,486 |
|
|
$ |
349 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
3,198 |
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $36,119) ($ Thousands) |
|
|
|
|
|
|
38,236 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
ASSET-BACKED SECURITIES — 4.6% |
Other Asset-Backed Securities — 4.6% |
|
|
|
|
| |
|
|
|
|
Aimco CLO 12, Ser 2022-12A, Cl DR |
|
|
|
|
|
|
|
|
8.303%, TSFR3M + 2.900%, 01/17/2032(A)(C) |
|
$ |
360 |
|
|
|
351 |
|
Apidos CLO XXII, Ser 2020-22A, Cl DR |
|
|
|
|
|
|
|
|
12.427%, TSFR3M + 7.012%, 04/20/2031(A)(C) |
|
|
1,380 |
|
|
|
1,357 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053(A) |
|
|
530 |
|
|
|
543 |
|
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR |
|
|
|
|
|
|
|
|
9.277%, TSFR3M + 3.862%, 01/20/2032(A)(C) |
|
|
340 |
|
|
|
336 |
|
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER |
|
|
|
|
|
|
|
|
12.500%, TSFR3M + 7.122%, 07/25/2034(A)(C) |
|
|
890 |
|
|
|
808 |
|
Buckhorn Park CLO, Ser 2021-1A, Cl AR |
|
|
|
|
|
|
|
|
6.777%, TSFR3M + 1.382%, 07/18/2034(A)(C) |
|
|
790 |
|
|
|
789 |
|
Canyon Capital CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
12.066%, TSFR3M + 6.672%, 04/15/2034(A)(C) |
|
|
280 |
|
|
|
261 |
|
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1 |
|
|
|
|
|
|
|
|
6.691%, TSFR3M + 1.312%, 05/15/2031(A)(C) |
|
|
972 |
|
|
|
971 |
|
Carlyle US CLO, Ser 2021-2A, Cl DR |
|
|
|
|
|
|
|
|
12.156%, TSFR3M + 6.762%, 07/15/2032(A)(C) |
|
|
1,600 |
|
|
|
1,548 |
|
CarVal CLO VII-C, Ser 2023-1A, Cl A1 |
|
|
|
|
|
|
|
|
7.616%, TSFR3M + 2.200%, 01/20/2035(A)(C) |
|
|
730 |
|
|
|
732 |
|
Cathedral Lake VII, Ser 2021-7RA, Cl D |
|
|
|
|
|
|
|
|
9.944%, TSFR3M + 4.542%, 01/15/2032(A)(C) |
|
|
250 |
|
|
|
245 |
|
Catskill Park CLO, Ser 2017-1A, Cl D |
|
|
|
|
|
|
|
|
11.677%, TSFR3M + 6.262%, 04/20/2029(A)(C) |
|
|
900 |
|
|
|
846 |
|
CIFC Funding, Ser 2017-3A, Cl C |
|
|
|
|
|
|
|
|
9.327%, TSFR3M + 3.912%, 07/20/2030(A)(C) |
|
|
690 |
|
|
|
687 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
CQS US CLO, Ser 2021-1A, Cl D1 |
|
|
|
|
|
|
|
|
9.227%, TSFR3M + 3.812%, 01/20/2035(A)(C) |
|
$ |
1,850 |
|
|
$ |
1,811 |
|
Dryden LXXV CLO, Ser 2021-75A, Cl ER2 |
|
|
|
|
|
|
|
|
12.256%, TSFR3M + 6.862%, 04/15/2034(A)(C) |
|
|
770 |
|
|
|
702 |
|
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3 |
|
|
|
|
|
|
|
|
12.077%, TSFR3M + 6.662%, 04/20/2034(A)(C) |
|
|
330 |
|
|
|
303 |
|
Eaton Vance CLO, Ser 2021-2A, Cl ER |
|
|
|
|
|
|
|
|
12.156%, TSFR3M + 6.762%, 01/15/2035(A)(C) |
|
|
500 |
|
|
|
489 |
|
Educational Funding, Ser 2006-1A, Cl A3 |
|
|
|
|
|
|
|
|
5.990%, US0003M + 0.350%, 04/25/2033(A)(C) |
|
|
567 |
|
|
|
359 |
|
Fortress Credit BSL XII, Ser 2021-4A, Cl E |
|
|
|
|
|
|
|
|
12.786%, TSFR3M + 7.392%, 10/15/2034(A)(C) |
|
|
250 |
|
|
|
231 |
|
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl D |
|
|
|
|
|
|
|
|
8.527%, TSFR3M + 3.112%, 04/20/2030(A)(C) |
|
|
500 |
|
|
|
493 |
|
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E |
|
|
|
|
|
|
|
|
12.377%, TSFR3M + 6.962%, 07/20/2034(A)(C) |
|
|
410 |
|
|
|
395 |
|
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B |
|
|
|
|
|
|
|
|
2.940%, 01/20/2049(A) |
|
|
90 |
|
|
|
67 |
|
Halsey Point CLO I, Ser 2019-1A, Cl F |
|
|
|
|
|
|
|
|
13.877%, TSFR3M + 8.462%, 01/20/2033(A)(C) |
|
|
290 |
|
|
|
255 |
|
Hardee's Funding, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(A) |
|
|
970 |
|
|
|
852 |
|
Hardee's Funding, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.865%, 06/20/2051(A) |
|
|
156 |
|
|
|
129 |
|
HGI CRE CLO, Ser 2021-FL1, Cl C |
|
|
|
|
|
|
|
|
7.173%, TSFR1M + 1.814%, 06/16/2036(A)(C) |
|
|
330 |
|
|
|
315 |
|
Marathon CLO II, Ser 2005-2A |
|
|
|
|
|
|
|
|
0.000%, 12/20/2019(A)(F) |
|
|
750 |
|
|
|
– |
|
Marathon CLO, Ser 2019-2A, Cl BA |
|
|
|
|
|
|
|
|
8.977%, TSFR3M + 3.562%, 01/20/2033(A)(C) |
|
|
330 |
|
|
|
327 |
|
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR |
|
|
|
|
|
|
|
|
8.556%, TSFR3M + 3.162%, 10/16/2033(A)(C) |
|
|
500 |
|
|
|
488 |
|
Neuberger Berman Loan Advisers CLO 44, Ser 2021-44A, Cl E |
|
|
|
|
|
|
|
|
11.656%, TSFR3M + 6.262%, 10/16/2034(A)(C) |
|
|
490 |
|
|
|
483 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Oaktree CLO, Ser 2019-1A, Cl D |
|
|
|
|
|
|
|
|
9.474%, TSFR3M + 4.062%, 04/22/2030(A)(C) |
|
$ |
250 |
|
|
$ |
238 |
|
Ocean Trails CLO IX, Ser 2021-9A, Cl DR |
|
|
|
|
|
|
|
|
9.406%, TSFR3M + 4.012%, 10/15/2034(A)(C) |
|
|
500 |
|
|
|
468 |
|
Ocean Trails CLO XIV, Ser 2023-14A, Cl A1 |
|
|
|
|
|
|
|
|
7.416%, TSFR3M + 2.000%, 01/20/2035(A)(C) |
|
|
650 |
|
|
|
651 |
|
OZLM XI, Ser 2017-11A, Cl BR |
|
|
|
|
|
|
|
|
7.952%, TSFR3M + 2.562%, 10/30/2030(A)(C) |
|
|
600 |
|
|
|
598 |
|
Palmer Square Loan Funding, Ser 2022-3A, Cl C |
|
|
|
|
|
|
|
|
10.794%, TSFR3M + 5.400%, 04/15/2031(A)(C) |
|
|
670 |
|
|
|
667 |
|
Parallel, Ser 2020-1A, Cl CR |
|
|
|
|
|
|
|
|
7.677%, TSFR3M + 2.262%, 07/20/2029(A)(C) |
|
|
750 |
|
|
|
740 |
|
Peace Park CLO, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
11.677%, TSFR3M + 6.262%, 10/20/2034(A)(C) |
|
|
400 |
|
|
|
388 |
|
Rad CLO 22, Ser 2023-22A, Cl B |
|
|
|
|
|
|
|
|
8.042%, TSFR3M + 2.670%, 01/20/2037(A)(C) |
|
|
950 |
|
|
|
948 |
|
Rockford Tower CLO, Ser 2023-1A, Cl C |
|
|
|
|
|
|
|
|
8.551%, TSFR3M + 3.200%, 01/20/2036(A)(C) |
|
|
800 |
|
|
|
798 |
|
RR, Ser 2021-18A, Cl D |
|
|
|
|
|
|
|
|
11.906%, TSFR3M + 6.512%, 10/15/2034(A)(C) |
|
|
750 |
|
|
|
739 |
|
Sculptor CLO XXVI, Ser 2021-26A, Cl E |
|
|
|
|
|
|
|
|
12.927%, TSFR3M + 7.512%, 07/20/2034(A)(C) |
|
|
450 |
|
|
|
421 |
|
SMB Private Education Loan Trust, Ser 2021-A, Cl D1 |
|
|
|
|
|
|
|
|
3.860%, 01/15/2053(A) |
|
|
383 |
|
|
|
345 |
|
SMB Private Education Loan Trust, Ser 2023-B, Cl B |
|
|
|
|
|
|
|
|
5.770%, 10/16/2056(A) |
|
|
800 |
|
|
|
791 |
|
Sunnova Helios II, Ser 2019-AA, Cl C |
|
|
|
|
|
|
|
|
5.320%, 06/20/2046(A) |
|
|
402 |
|
|
|
314 |
|
Sunrun Atlas Issuer, Ser 2019-2, Cl A |
|
|
|
|
|
|
|
|
3.610%, 02/01/2055(A) |
|
|
380 |
|
|
|
348 |
|
Sycamore Tree CLO, Ser 2023-2A, Cl A |
|
|
|
|
|
|
|
|
7.746%, TSFR3M + 2.330%, 04/20/2035(A)(C) |
|
|
750 |
|
|
|
751 |
|
TCI-Symphony CLO, Ser 2021-1A, Cl ER2 |
|
|
|
|
|
|
|
|
12.405%, TSFR3M + 7.012%, 10/13/2032(A)(C) |
|
|
730 |
|
|
|
630 |
|
Tikehau US CLO I, Ser 2021-1A, Cl E |
|
|
|
|
|
|
|
|
12.567%, TSFR3M + 7.172%, 01/18/2035(A)(C) |
|
|
1,200 |
|
|
|
1,090 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Trinitas CLO XXVI, Ser 2024-26A, Cl C |
|
|
|
|
|
|
|
|
0.000%, 01/20/2035(A)(C)(F) |
|
$ |
430 |
|
|
$ |
430 |
|
TSTAT, Ser 2022-2A, Cl C |
|
|
|
|
|
|
|
|
10.216%, TSFR3M + 4.800%, 01/20/2031(A)(C) |
|
|
480 |
|
|
|
480 |
|
Valley Stream Park CLO, Ser 2023-1A, Cl DR |
|
|
|
|
|
|
|
|
9.566%, TSFR3M + 4.150%, 10/20/2034(A)(C) |
|
|
360 |
|
|
|
359 |
|
Voya CLO, Ser 2018-3A, Cl A1A |
|
|
|
|
|
|
|
|
6.806%, TSFR3M + 1.412%, 10/15/2031(A)(C) |
|
|
250 |
|
|
|
250 |
|
Voya CLO, Ser 2021-3A, Cl DR |
|
|
|
|
|
|
|
|
12.627%, TSFR3M + 7.212%, 04/20/2034(A)(C) |
|
|
260 |
|
|
|
251 |
|
Whitebox CLO IV, Ser 2023-4A, Cl A1 |
|
|
|
|
|
|
|
|
7.566%, TSFR3M + 2.150%, 04/20/2036(A)(C) |
|
|
770 |
|
|
|
773 |
|
Whitehorse XII, Ser 2018-12A, Cl D |
|
|
|
|
|
|
|
|
9.306%, TSFR3M + 3.912%, 10/15/2031(A)(C) |
|
|
250 |
|
|
|
236 |
|
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
9.856%, TSFR3M + 4.462%, 07/15/2033(A)(C) |
|
|
450 |
|
|
|
415 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $32,788) ($ Thousands) |
|
|
|
|
|
|
31,292 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 1.9% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.297%, 02/01/2024 (H) |
|
|
6,000 |
|
|
|
5,973 |
|
5.267%, 02/27/2024 (H) |
|
|
6,600 |
|
|
|
6,546 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $12,518) ($ Thousands) |
|
|
12,519 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CONVERTIBLE BONDS — 0.2% |
Alarm.com Holdings |
|
|
|
|
|
|
|
|
0.000%, 01/15/2026(G) |
|
|
57 |
|
|
|
51 |
|
DISH Network |
|
|
|
|
|
|
|
|
0.000%, 12/15/2025(G) |
|
|
970 |
|
|
|
601 |
|
DraftKings Holdings |
|
|
|
|
|
|
|
|
0.000%, 03/15/2028(G) |
|
|
680 |
|
|
|
545 |
|
Gannett |
|
|
|
|
|
|
|
|
6.000%, 12/01/2027(A) |
|
|
240 |
|
|
|
193 |
|
| |
|
|
|
|
|
|
|
|
Total Convertible Bonds |
|
|
|
|
|
|
|
|
(Cost $1,543) ($ Thousands) |
|
|
|
|
|
|
1,390 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK — 0.2% |
| |
|
|
|
|
|
|
|
|
Energy — 0.2% |
|
|
|
|
Equitrans Midstream, 9.750% (D) |
|
|
4,370 |
|
|
$ |
97 |
|
MPLX, 9.538% *(D) |
|
|
35,351 |
|
|
|
1,259 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,356 |
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,245) ($ Thousands) |
|
|
|
|
|
|
1,356 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
MUNICIPAL BOND — 0.0% |
Illinois — 0.0% |
|
|
|
|
Illinois State, Build America Bonds, GO |
|
|
|
|
|
|
|
|
7.350%, 07/01/2035 |
|
$ |
193 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bond |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $211) ($ Thousands) |
|
|
|
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Warrants |
|
|
|
|
|
WARRANTS — 0.0% |
Noble Corp PLC, Expires 02/07/2028 |
|
|
|
|
|
|
|
|
Strike Price $19.27 * |
|
|
2,787 |
|
|
|
82 |
|
Noble Corp PLC, Expires 02/07/2028 |
|
|
|
|
|
|
|
|
Strike Price $23.13 * |
|
|
2,787 |
|
|
|
72 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Warrants |
|
|
|
|
|
|
|
|
(Cost $13) ($ Thousands) |
|
|
|
|
|
|
154 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $170) ($ Thousands) |
|
|
|
|
|
|
228 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 95.5% |
|
|
|
|
|
|
|
|
(Cost $686,418) ($ Thousands) |
|
$ |
643,999 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $60) ($ Thousands) |
|
|
|
|
|
$ |
(100 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
A list of the open exchange traded options contracts held by the Fund at December 31, 2023 is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
February 2024, U.S. 10 Year Future Option |
|
|
87 |
|
|
$ |
9,657 |
|
|
$ |
111.00 |
|
|
|
1/20/2024 |
|
|
$ |
22 |
|
February 2024, U.S. 5 Year Future Option |
|
|
183 |
|
|
|
19,215 |
|
|
|
105.00 |
|
|
|
1/20/2024 |
|
|
|
3 |
|
USD Put |
|
|
2,320,000 |
|
|
|
41,696 |
|
|
|
17.97 |
|
|
|
1/20/2024 |
|
|
|
133 |
|
USD Put |
|
|
3,140,000 |
|
|
|
31,815 |
|
|
|
10.13 |
|
|
|
2/17/2024 |
|
|
|
55 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
102,383 |
|
|
|
|
|
|
|
|
|
|
|
213 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Call |
|
|
1,479,895 |
|
|
$ |
1,262 |
|
|
|
0.85 |
|
|
|
3/16/2024 |
|
|
$ |
9 |
|
USD Call |
|
|
1,950,000 |
|
|
|
2,675 |
|
|
|
1.37 |
|
|
|
3/16/2024 |
|
|
|
3 |
|
USD Call |
|
|
2,020,000 |
|
|
|
2,144 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
2 |
|
USD Call |
|
|
1,086,934 |
|
|
|
1,152 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
1 |
|
USD Call |
|
|
1,779,373 |
|
|
|
1,877 |
|
|
|
1.06 |
|
|
|
2/17/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,110 |
|
|
|
|
|
|
|
|
|
|
|
15 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Options |
|
|
|
|
|
$ |
111,493 |
|
|
|
|
|
|
|
|
|
|
$ |
228 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Put |
|
|
(1,700,000 |
) |
|
$ |
(8,007 |
) |
|
|
4.71 |
|
|
|
02/17/2024 |
|
|
$ |
(9 |
) |
USD Put |
|
|
(2,320,000 |
) |
|
|
(40,120 |
) |
|
|
17.29 |
|
|
|
01/20/2024 |
|
|
|
(47 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(48,127 |
) |
|
|
|
|
|
|
|
|
|
|
(56 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
February 2024, U.S. 5 Year Future Option |
|
|
(183 |
) |
|
$ |
(20,130 |
) |
|
|
110.00 |
|
|
|
01/20/2024 |
|
|
$ |
(44 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(68,257 |
) |
|
|
|
|
|
|
|
|
|
$ |
(100 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023 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 |
|
|
52 |
|
|
|
Mar-2025 |
|
|
$ |
12,561 |
|
|
$ |
12,515 |
|
|
$ |
(46 |
) |
Australian 10-Year Bond |
|
|
24 |
|
|
|
Mar-2024 |
|
|
|
1,800 |
|
|
|
1,911 |
|
|
|
47 |
|
Euro-Bobl |
|
|
5 |
|
|
|
Mar-2024 |
|
|
|
636 |
|
|
|
659 |
|
|
|
9 |
|
Euro-Bund |
|
|
64 |
|
|
|
Mar-2024 |
|
|
|
9,246 |
|
|
|
9,701 |
|
|
|
253 |
|
ICE 3-Month SONIA |
|
|
38 |
|
|
|
Sep-2024 |
|
|
|
11,405 |
|
|
|
11,564 |
|
|
|
132 |
|
ICE 3-Month SONIA |
|
|
37 |
|
|
|
Mar-2024 |
|
|
|
10,950 |
|
|
|
11,177 |
|
|
|
108 |
|
ICE 3-Month SONIA |
|
|
1 |
|
|
|
Mar-2025 |
|
|
|
303 |
|
|
|
307 |
|
|
|
5 |
|
Long Gilt 10-Year Bond |
|
|
30 |
|
|
|
Mar-2024 |
|
|
|
3,622 |
|
|
|
3,925 |
|
|
|
218 |
|
U.S. 2-Year Treasury Note |
|
|
401 |
|
|
|
Mar-2024 |
|
|
|
81,802 |
|
|
|
82,571 |
|
|
|
769 |
|
U.S. 5-Year Treasury Note |
|
|
170 |
|
|
|
Mar-2024 |
|
|
|
18,259 |
|
|
|
18,492 |
|
|
|
233 |
|
U.S. 10-Year Treasury Note |
|
|
517 |
|
|
|
Mar-2024 |
|
|
|
56,864 |
|
|
|
58,364 |
|
|
|
1,500 |
|
U.S. Long Treasury Bond |
|
|
152 |
|
|
|
Mar-2024 |
|
|
|
17,686 |
|
|
|
18,990 |
|
|
|
1,304 |
|
U.S. Ultra Long Treasury Bond |
|
|
129 |
|
|
|
Mar-2024 |
|
|
|
15,782 |
|
|
|
17,234 |
|
|
|
1,452 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
130 |
|
|
|
Mar-2024 |
|
|
|
14,645 |
|
|
|
15,342 |
|
|
|
697 |
|
| |
|
|
|
|
|
|
|
|
|
|
255,561 |
|
|
|
262,752 |
|
|
|
6,681 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
(22 |
) |
|
|
Jun-2024 |
|
|
$ |
(5,201 |
) |
|
$ |
(5,225 |
) |
|
$ |
(24 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
3 Month SOFR |
|
|
(90 |
) |
|
|
Mar-2024 |
|
|
$ |
(21,412 |
) |
|
$ |
(21,295 |
) |
|
$ |
117 |
|
| |
|
|
|
|
|
|
|
|
|
|
(26,613 |
) |
|
|
(26,520 |
) |
|
|
93 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
228,948 |
|
|
$ |
236,232 |
|
|
$ |
6,774 |
|
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
01/10/24 |
|
|
|
GBP |
|
|
|
1,120 |
|
|
|
USD |
|
|
|
1,362 |
|
|
$ |
(66 |
) |
Bank of America |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
803 |
|
|
|
CAD |
|
|
|
1,079 |
|
|
|
16 |
|
Barclays PLC |
|
|
03/20/24 |
|
|
|
EUR |
|
|
|
807 |
|
|
|
USD |
|
|
|
871 |
|
|
|
(23 |
) |
Barclays PLC |
|
|
03/20/24 |
|
|
|
SEK |
|
|
|
6,140 |
|
|
|
USD |
|
|
|
587 |
|
|
|
(24 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
1,813 |
|
|
|
EUR |
|
|
|
1,696 |
|
|
|
61 |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
AUD |
|
|
|
1,670 |
|
|
|
USD |
|
|
|
1,144 |
|
|
|
4 |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
AUD |
|
|
|
220 |
|
|
|
USD |
|
|
|
140 |
|
|
|
(11 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
2,283 |
|
|
|
GBP |
|
|
|
1,865 |
|
|
|
94 |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
CAD |
|
|
|
2,534 |
|
|
|
USD |
|
|
|
1,854 |
|
|
|
(69 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
EUR |
|
|
|
5,372 |
|
|
|
USD |
|
|
|
5,721 |
|
|
|
(218 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
5,426 |
|
|
|
AUD |
|
|
|
8,527 |
|
|
|
395 |
|
BNP Paribas |
|
|
01/19/24 |
|
|
|
GBP |
|
|
|
6,425 |
|
|
|
USD |
|
|
|
7,879 |
|
|
|
(312 |
) |
BNP Paribas |
|
|
01/19/24 |
|
|
|
NOK |
|
|
|
11,670 |
|
|
|
USD |
|
|
|
1,070 |
|
|
|
(80 |
) |
Citigroup |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
252 |
|
|
|
GBP |
|
|
|
199 |
|
|
|
1 |
|
Citigroup |
|
|
01/16/24 |
|
|
|
MXN |
|
|
|
24,288 |
|
|
|
USD |
|
|
|
1,351 |
|
|
|
(79 |
) |
Citigroup |
|
|
01/19/24 |
|
|
|
CAD |
|
|
|
960 |
|
|
|
USD |
|
|
|
701 |
|
|
|
(28 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
GBP |
|
|
|
553 |
|
|
|
USD |
|
|
|
696 |
|
|
|
(9 |
) |
Citigroup |
|
|
03/20/24 |
|
|
|
CHF |
|
|
|
1,480 |
|
|
|
USD |
|
|
|
1,715 |
|
|
|
(58 |
) |
Deutsche Bank |
|
|
03/20/24 |
|
|
|
NZD |
|
|
|
570 |
|
|
|
USD |
|
|
|
349 |
|
|
|
(11 |
) |
Deutsche Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
647 |
|
|
|
AUD |
|
|
|
961 |
|
|
|
10 |
|
Deutsche Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
709 |
|
|
|
GBP |
|
|
|
560 |
|
|
|
5 |
|
Deutsche Bank |
|
|
03/20/24 |
|
|
|
NOK |
|
|
|
6,669 |
|
|
|
USD |
|
|
|
609 |
|
|
|
(49 |
) |
Goldman Sachs |
|
|
01/19/24 |
|
|
|
ZAR |
|
|
|
30 |
|
|
|
USD |
|
|
|
2 |
|
|
|
— |
|
Goldman Sachs |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
542 |
|
|
|
BRL |
|
|
|
2,690 |
|
|
|
12 |
|
Goldman Sachs |
|
|
01/19/24 |
|
|
|
CHF |
|
|
|
1,230 |
|
|
|
USD |
|
|
|
1,472 |
|
|
|
7 |
|
Goldman Sachs |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
1,678 |
|
|
|
MXN |
|
|
|
30,597 |
|
|
|
123 |
|
Goldman Sachs |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
3,152 |
|
|
|
CAD |
|
|
|
4,293 |
|
|
|
105 |
|
Goldman Sachs |
|
|
01/19/24 |
|
|
|
MXN |
|
|
|
13,310 |
|
|
|
USD |
|
|
|
748 |
|
|
|
(35 |
) |
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
10 |
|
|
|
NZD |
|
|
|
16 |
|
|
|
— |
|
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
803 |
|
|
|
BRL |
|
|
|
3,940 |
|
|
|
7 |
|
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
CAD |
|
|
|
1,920 |
|
|
|
USD |
|
|
|
1,398 |
|
|
|
(58 |
) |
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
4,747 |
|
|
|
MXN |
|
|
|
85,220 |
|
|
|
269 |
|
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
CNH |
|
|
|
7,850 |
|
|
|
USD |
|
|
|
1,103 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
MXN |
|
|
|
85,215 |
|
|
|
USD |
|
|
|
4,800 |
|
|
|
(215 |
) |
JPMorgan Chase Bank |
|
|
01/19/24 |
|
|
|
IDR |
|
|
|
10,942,340 |
|
|
|
USD |
|
|
|
698 |
|
|
|
(13 |
) |
JPMorgan Chase Bank |
|
|
02/14/24 |
|
|
|
USD |
|
|
|
262 |
|
|
|
EUR |
|
|
|
242 |
|
|
|
6 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
561 |
|
|
|
NOK |
|
|
|
5,915 |
|
|
|
23 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
577 |
|
|
|
NZD |
|
|
|
928 |
|
|
|
11 |
|
JPMorgan Chase Bank |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
616 |
|
|
|
SEK |
|
|
|
6,293 |
|
|
|
11 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
14 |
|
|
|
BRL |
|
|
|
73 |
|
|
|
1 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
109 |
|
|
|
IDR |
|
|
|
1,674,642 |
|
|
|
— |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
465 |
|
|
|
MXN |
|
|
|
8,060 |
|
|
|
9 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
820 |
|
|
|
CAD |
|
|
|
1,120 |
|
|
|
30 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Income Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
1,083 |
|
|
|
NOK |
|
|
|
11,667 |
|
|
$ |
66 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
AUD |
|
|
|
1,150 |
|
|
|
USD |
|
|
|
784 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
01/19/24 |
|
|
|
USD |
|
|
|
2,702 |
|
|
|
JPY |
|
|
|
398,147 |
|
|
|
131 |
|
Morgan Stanley |
|
|
01/19/24 |
|
|
|
MXN |
|
|
|
13,030 |
|
|
|
USD |
|
|
|
747 |
|
|
|
(20 |
) |
Morgan Stanley |
|
|
01/19/24 |
|
|
|
JPY |
|
|
|
384,830 |
|
|
|
USD |
|
|
|
2,613 |
|
|
|
(125 |
) |
Morgan Stanley |
|
|
01/19/24 |
|
|
|
IDR |
|
|
|
11,945,220 |
|
|
|
USD |
|
|
|
768 |
|
|
|
(8 |
) |
Morgan Stanley |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
1,967 |
|
|
|
CHF |
|
|
|
1,714 |
|
|
|
87 |
|
Morgan Stanley |
|
|
03/21/24 |
|
|
|
USD |
|
|
|
1,600 |
|
|
|
JPY |
|
|
|
230,083 |
|
|
|
53 |
|
Morgan Stanley |
|
|
03/21/24 |
|
|
|
JPY |
|
|
|
203,548 |
|
|
|
USD |
|
|
|
1,458 |
|
|
|
(5 |
) |
State Street |
|
|
02/14/24 |
|
|
|
EUR |
|
|
|
11,585 |
|
|
|
USD |
|
|
|
12,574 |
|
|
|
(245 |
) |
State Street |
|
|
03/20/24 |
|
|
|
USD |
|
|
|
787 |
|
|
|
EUR |
|
|
|
718 |
|
|
|
8 |
|
State Street |
|
|
03/20/24 |
|
|
|
AUD |
|
|
|
979 |
|
|
|
USD |
|
|
|
645 |
|
|
|
(25 |
) |
UBS |
|
|
03/20/24 |
|
|
|
CAD |
|
|
|
1,241 |
|
|
|
USD |
|
|
|
916 |
|
|
|
(27 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(270 |
) |
A list of the open centrally cleared swap agreements held by the Fund at December 31, 2023 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 |
|
|
$ |
(10 |
) |
|
$ |
(5 |
) |
|
$ |
(5 |
) |
CDS-GM@500BP4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,450 |
|
|
|
(141 |
) |
|
|
(140 |
) |
|
|
(1 |
) |
CDX.NA.IG.4112/28@500 |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
953 |
|
|
|
(55 |
) |
|
|
(6 |
) |
|
|
(49 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(206 |
) |
|
$ |
(151 |
) |
|
$ |
(55 |
) |
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-DAIGR@100BP5.1Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
$ |
1,290 |
|
|
$ |
7 |
|
|
$ |
3 |
|
|
$ |
4 |
|
CDS-F@500BP4.9Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,450 |
|
|
|
127 |
|
|
|
104 |
|
|
|
23 |
|
CDX.NA.HY.34-VERSION 1 INDEX |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/25/2025 |
|
|
|
6,092 |
|
|
|
270 |
|
|
|
(70 |
) |
|
|
340 |
|
CDX.NA.IG.33-Version 1 INDEX |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2024 |
|
|
|
2,375 |
|
|
|
20 |
|
|
|
12 |
|
|
|
8 |
|
CDX.NA.IG.34-V1 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2025 |
|
|
|
26,200 |
|
|
|
294 |
|
|
|
116 |
|
|
|
178 |
|
CDX.NA.IG.4112/28@100 |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
536 |
|
|
|
10 |
|
|
|
7 |
|
|
|
3 |
|
GENERAL ELECTRIC COMPANY |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2026 |
|
|
|
1,175 |
|
|
|
19 |
|
|
|
9 |
|
|
|
10 |
|
REPUBLIC OF CHILE |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
210 |
|
|
|
5 |
|
|
|
3 |
|
|
|
2 |
|
REPUBLIC OF PERU |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
980 |
|
|
|
13 |
|
|
|
8 |
|
|
|
5 |
|
REPUBLIC OF THE PHILIPPINES |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
390 |
|
|
|
7 |
|
|
|
3 |
|
|
|
4 |
|
THE BOEING COMPANY |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2024 |
|
|
|
525 |
|
|
|
2 |
|
|
|
1 |
|
|
|
1 |
|
UNITED MEXICAN STATES |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,160 |
|
|
|
6 |
|
|
|
(12 |
) |
|
|
18 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
780 |
|
|
$ |
184 |
|
|
$ |
596 |
|
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) |
|
11.50% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
4,710 |
|
|
$ |
(51 |
) |
|
$ |
(5 |
) |
|
$ |
(46 |
) |
BZDIOVRA |
|
|
12.30% |
|
|
|
Monthly |
|
|
|
01/03/2024 |
|
|
|
BRL |
|
|
|
1,690 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
12.795% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/03/2024 |
|
|
|
BRL |
|
|
|
7,200 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
11.814% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/03/2024 |
|
|
|
BRL |
|
|
|
12,765 |
|
|
|
– |
|
|
|
(1 |
) |
|
|
1 |
|
BZDIOVRA |
|
|
12.06% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
5,500 |
|
|
|
(20 |
) |
|
|
120 |
|
|
|
(140 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset 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) |
|
13.30% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,360 |
|
|
$ |
(25 |
) |
|
$ |
(125 |
) |
|
$ |
100 |
|
BZDIOVRA |
|
|
12.063750% |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
6,480 |
|
|
|
23 |
|
|
|
141 |
|
|
|
(118 |
) |
10.95% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/02/2025 |
|
|
|
BRL |
|
|
|
4,140 |
|
|
|
7 |
|
|
|
(77 |
) |
|
|
84 |
|
BZDIOVRA |
|
|
10.85% |
|
|
|
Monthly |
|
|
|
01/02/2026 |
|
|
|
BRL |
|
|
|
22,250 |
|
|
|
92 |
|
|
|
44 |
|
|
|
48 |
|
BZDIOVRA |
|
|
13.03% |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
2,270 |
|
|
|
50 |
|
|
|
2 |
|
|
|
48 |
|
11.23% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
5,470 |
|
|
|
41 |
|
|
|
9 |
|
|
|
32 |
|
10.2861% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
4,470 |
|
|
|
(12 |
) |
|
|
– |
|
|
|
(12 |
) |
BZDIOVRA |
|
|
8.495% |
|
|
|
Monthly |
|
|
|
01/04/2027 |
|
|
|
BRL |
|
|
|
1,200 |
|
|
|
(8 |
) |
|
|
(22 |
) |
|
|
14 |
|
13.95% |
|
|
BZDIOVRA |
|
|
|
Monthly |
|
|
|
01/03/2024 |
|
|
|
BRL |
|
|
|
3,790 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
9.50% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
03/18/2026 |
|
|
|
MXN |
|
|
|
21,700 |
|
|
|
(5 |
) |
|
|
– |
|
|
|
(5 |
) |
9.00% |
|
|
MXIBTIIE |
|
|
|
Monthly |
|
|
|
03/08/2034 |
|
|
|
MXN |
|
|
|
7,030 |
|
|
|
(18 |
) |
|
|
(14 |
) |
|
|
(4 |
) |
28-DAY MXN - TIIE |
|
|
7.2% |
|
|
|
Monthly |
|
|
|
07/17/2024 |
|
|
|
MXN |
|
|
|
365,383 |
|
|
|
(472 |
) |
|
|
– |
|
|
|
(472 |
) |
3.15% |
|
|
USD-SOFR-OIS |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
3,364 |
|
|
|
133 |
|
|
|
– |
|
|
|
133 |
|
3.05% |
|
|
SD-SOFR-OIS |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
2,879 |
|
|
|
163 |
|
|
|
104 |
|
|
|
59 |
|
CNRR007 |
|
|
2.00% |
|
|
|
Quarterly |
|
|
|
03/20/2026 |
|
|
|
CNY |
|
|
|
10,760 |
|
|
|
– |
|
|
|
(3 |
) |
|
|
3 |
|
CNRR007 |
|
|
2.50% |
|
|
|
Quarterly |
|
|
|
03/20/2029 |
|
|
|
CNY |
|
|
|
5,750 |
|
|
|
9 |
|
|
|
2 |
|
|
|
7 |
|
3.00% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2027 |
|
|
|
EUR |
|
|
|
2,350 |
|
|
|
(44 |
) |
|
|
(21 |
) |
|
|
(23 |
) |
3.00% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2029 |
|
|
|
EUR |
|
|
|
1,060 |
|
|
|
(35 |
) |
|
|
(28 |
) |
|
|
(7 |
) |
3.00% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2031 |
|
|
|
EUR |
|
|
|
2,970 |
|
|
|
(129 |
) |
|
|
(105 |
) |
|
|
(24 |
) |
3.00% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2034 |
|
|
|
EUR |
|
|
|
2,210 |
|
|
|
(116 |
) |
|
|
(109 |
) |
|
|
(7 |
) |
2.75% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2044 |
|
|
|
EUR |
|
|
|
330 |
|
|
|
(17 |
) |
|
|
(11 |
) |
|
|
(6 |
) |
2.50% |
|
|
EUR006M |
|
|
|
Annually |
|
|
|
03/20/2054 |
|
|
|
EUR |
|
|
|
260 |
|
|
|
(12 |
) |
|
|
(8 |
) |
|
|
(4 |
) |
4.25% |
|
|
SONIO |
|
|
|
Annually |
|
|
|
03/20/2034 |
|
|
|
GBP |
|
|
|
390 |
|
|
|
(42 |
) |
|
|
(21 |
) |
|
|
(21 |
) |
KWCDC |
|
|
3.75% |
|
|
|
Quarterly |
|
|
|
03/20/2026 |
|
|
|
KRW |
|
|
|
2,268,590 |
|
|
|
21 |
|
|
|
14 |
|
|
|
7 |
|
KWCDC |
|
|
3.75% |
|
|
|
Quarterly |
|
|
|
03/20/2029 |
|
|
|
KRW |
|
|
|
2,514,280 |
|
|
|
72 |
|
|
|
16 |
|
|
|
56 |
|
KWCDC |
|
|
3.75% |
|
|
|
Quarterly |
|
|
|
03/20/2034 |
|
|
|
KRW |
|
|
|
534,390 |
|
|
|
28 |
|
|
|
21 |
|
|
|
7 |
|
WIBR6M |
|
|
PLN @ 5% |
|
|
|
Semi-Annually |
|
|
|
03/20/2034 |
|
|
|
PLN |
|
|
|
3,000 |
|
|
|
33 |
|
|
|
32 |
|
|
|
1 |
|
3.5% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
12/20/2033 |
|
|
|
USD |
|
|
|
170 |
|
|
|
(1 |
) |
|
|
1 |
|
|
|
(2 |
) |
SOFRRATE |
|
|
4.25% |
|
|
|
Annually |
|
|
|
03/20/2034 |
|
|
|
USD |
|
|
|
210 |
|
|
|
14 |
|
|
|
13 |
|
|
|
1 |
|
SOFRATE |
|
|
3.696108% |
|
|
|
Annually |
|
|
|
09/26/2028 |
|
|
|
USD |
|
|
|
27,240 |
|
|
|
258 |
|
|
|
(31 |
) |
|
|
289 |
|
3.781828% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
09/22/2036 |
|
|
|
USD |
|
|
|
6,140 |
|
|
|
(185 |
) |
|
|
72 |
|
|
|
(257 |
) |
SOFRRATE |
|
|
3.35% |
|
|
|
Annually |
|
|
|
10/26/2027 |
|
|
|
USD |
|
|
|
35,350 |
|
|
|
161 |
|
|
|
64 |
|
|
|
97 |
|
3.24% |
|
|
SOFRRATE |
|
|
|
Annually |
|
|
|
10/26/2035 |
|
|
|
USD |
|
|
|
8,120 |
|
|
|
64 |
|
|
|
64 |
|
|
|
– |
|
JIBA3M |
|
|
8.00% |
|
|
|
Quarterly |
|
|
|
03/20/2026 |
|
|
|
ZAR |
|
|
|
29,350 |
|
|
|
9 |
|
|
|
10 |
|
|
|
(1 |
) |
8.50% |
|
|
JIBA3M |
|
|
|
Quarterly |
|
|
|
03/20/2029 |
|
|
|
ZAR |
|
|
|
17,840 |
|
|
|
(16 |
) |
|
|
(17 |
) |
|
|
1 |
|
JIBA3M |
|
|
9.50% |
|
|
|
Quarterly |
|
|
|
03/20/2034 |
|
|
|
ZAR |
|
|
|
6,190 |
|
|
|
7 |
|
|
|
4 |
|
|
|
3 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(23 |
) |
|
$ |
135 |
|
|
$ |
(158 |
) |
|
Percentages are based on Net Assets of $674,207 ($ 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 December 31, 2023, the value of these securities amounted to $292,770 ($ Thousands), representing 43.4% of the Net Assets of the Fund. |
(B) |
Security is in default on interest payment. |
(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) |
Perpetual security with no stated maturity date. |
(E) |
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. |
(F) |
No interest rate available. |
(G) |
Zero coupon security. |
(H) |
Interest rate represents the security's effective yield at the time of purchase. |
Amounts designated as “—” are either $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 66.5% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
5.408%, 07/11/2024 (A) |
|
$ |
300 |
|
|
$ |
292 |
|
5.386%, 01/09/2024 (A) |
|
|
3,000 |
|
|
|
2,997 |
|
5.304%, 01/25/2024 (A) |
|
|
7,000 |
|
|
|
6,976 |
|
5.285%, 01/11/2024 (A) |
|
|
8,000 |
|
|
|
7,990 |
|
5.282%, 02/08/2024 (A) |
|
|
6,000 |
|
|
|
5,968 |
|
5.277%, 01/30/2024 (A) |
|
|
6,000 |
|
|
|
5,975 |
|
5.273%, 01/16/2024 (A) |
|
|
8,500 |
|
|
|
8,483 |
|
5.260%, 02/15/2024 (A) |
|
|
7,500 |
|
|
|
7,452 |
|
5.253%, 02/29/2024 (A) |
|
|
6,000 |
|
|
|
5,949 |
|
5.248%, 02/22/2024 (A) |
|
|
8,600 |
|
|
|
8,536 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
0.750%, 07/15/2028 |
|
|
50,335 |
|
|
|
48,166 |
|
0.375%, 07/15/2027 |
|
|
156,712 |
|
|
|
148,900 |
|
0.125%, 07/15/2024 |
|
|
50,226 |
|
|
|
49,365 |
|
0.125%, 07/15/2026 |
|
|
74,869 |
|
|
|
71,334 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.516%, USBMMY3M + 0.200%, 01/31/2025 (C) |
|
|
7,200 |
|
|
|
7,200 |
|
5.486%, USBMMY3M + 0.170%, 10/31/2025 (C) |
|
|
5,900 |
|
|
|
5,892 |
|
5.485%, USBMMY3M + 0.169%, 04/30/2025 (C) |
|
|
7,100 |
|
|
|
7,097 |
|
5.456%, USBMMY3M + 0.140%, 10/31/2024 (C) |
|
|
7,000 |
|
|
|
6,998 |
|
5.441%, USBMMY3M + 0.125%, 07/31/2025 (C) |
|
|
4,200 |
|
|
|
4,194 |
|
5.353%, USBMMY3M + 0.037%, 07/31/2024 (C) |
|
|
7,100 |
|
|
|
7,096 |
|
5.301%, USBMMY3M + -0.015%, 01/31/2024 (C) |
|
|
5,000 |
|
|
|
5,000 |
|
5.241%, USBMMY3M + -0.075%, 04/30/2024 (C) |
|
|
5,000 |
|
|
|
4,997 |
|
5.000%, 08/31/2025 |
|
|
900 |
|
|
|
908 |
|
4.750%, 07/31/2025 |
|
|
700 |
|
|
|
703 |
|
4.625%, 02/28/2025 |
|
|
1,100 |
|
|
|
1,099 |
|
4.375%, 08/15/2026 |
|
|
700 |
|
|
|
705 |
|
4.000%, 02/15/2026 |
|
|
600 |
|
|
|
597 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $433,114) ($ Thousands) |
|
|
430,869 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK — 29.1% |
| |
|
|
|
|
|
|
|
|
Communication Services — 2.4% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
14,793 |
|
|
|
2,066 |
|
Alphabet Inc, Cl C * |
|
|
12,689 |
|
|
|
1,788 |
|
Anterix Inc * |
|
|
1,000 |
|
|
|
33 |
|
AT&T Inc |
|
|
105,199 |
|
|
|
1,765 |
|
Cogent Communications Holdings Inc |
|
|
527 |
|
|
|
40 |
|
Electronic Arts Inc |
|
|
1,781 |
|
|
|
244 |
|
Frontier Communications Parent Inc * |
|
|
3,366 |
|
|
|
85 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
GCI Liberty Inc * |
|
|
1,700 |
|
|
$ |
— |
|
Globalstar Inc * |
|
|
18,300 |
|
|
|
36 |
|
Gogo Inc * |
|
|
1,300 |
|
|
|
13 |
|
Iridium Communications Inc |
|
|
2,120 |
|
|
|
87 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
1,350 |
|
|
|
85 |
|
Live Nation Entertainment Inc * |
|
|
979 |
|
|
|
92 |
|
Lumen Technologies Inc * |
|
|
18,871 |
|
|
|
35 |
|
Madison Square Garden Entertainment, Cl A * |
|
|
500 |
|
|
|
16 |
|
Madison Square Garden Sports Corp * |
|
|
200 |
|
|
|
36 |
|
Marcus Corp/The |
|
|
1,500 |
|
|
|
22 |
|
Match Group Inc * |
|
|
615 |
|
|
|
22 |
|
Meta Platforms Inc, Cl A * |
|
|
5,653 |
|
|
|
2,001 |
|
Netflix Inc * |
|
|
2,898 |
|
|
|
1,411 |
|
Pinterest Inc, Cl A * |
|
|
1,527 |
|
|
|
57 |
|
ROBLOX Corp, Cl A * |
|
|
2,973 |
|
|
|
136 |
|
Roku Inc, Cl A * |
|
|
864 |
|
|
|
79 |
|
Shenandoah Telecommunications Co |
|
|
1,200 |
|
|
|
26 |
|
Spotify Technology SA * |
|
|
993 |
|
|
|
187 |
|
Take-Two Interactive Software Inc, Cl A * |
|
|
1,124 |
|
|
|
181 |
|
Telephone and Data Systems Inc |
|
|
1,600 |
|
|
|
29 |
|
TKO Group Holdings Inc, Cl A |
|
|
400 |
|
|
|
33 |
|
T-Mobile US Inc |
|
|
8,525 |
|
|
|
1,367 |
|
Verizon Communications Inc |
|
|
61,624 |
|
|
|
2,323 |
|
Walt Disney Co/The |
|
|
12,176 |
|
|
|
1,099 |
|
Warner Bros Discovery Inc * |
|
|
17,359 |
|
|
|
198 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,592 |
|
Consumer Staples — 7.3% |
|
|
|
|
Albertsons Cos Inc, Cl A |
|
|
6,256 |
|
|
|
144 |
|
Altria Group Inc |
|
|
32,291 |
|
|
|
1,303 |
|
Andersons Inc/The |
|
|
700 |
|
|
|
40 |
|
Archer-Daniels-Midland Co |
|
|
9,431 |
|
|
|
681 |
|
BellRing Brands Inc * |
|
|
2,281 |
|
|
|
126 |
|
BJ's Wholesale Club Holdings Inc * |
|
|
2,467 |
|
|
|
164 |
|
Boston Beer Co Inc/The, Cl A * |
|
|
209 |
|
|
|
72 |
|
Brown-Forman Corp, Cl A |
|
|
805 |
|
|
|
48 |
|
Brown-Forman Corp, Cl B |
|
|
3,443 |
|
|
|
197 |
|
Bunge Global |
|
|
2,754 |
|
|
|
278 |
|
Cal-Maine Foods Inc |
|
|
923 |
|
|
|
53 |
|
Campbell Soup Co |
|
|
3,648 |
|
|
|
158 |
|
Casey's General Stores Inc |
|
|
678 |
|
|
|
186 |
|
Celsius Holdings Inc * |
|
|
2,979 |
|
|
|
162 |
|
Central Garden & Pet Co, Cl A * |
|
|
800 |
|
|
|
35 |
|
Church & Dwight Co Inc |
|
|
4,386 |
|
|
|
415 |
|
Clorox Co/The |
|
|
2,229 |
|
|
|
318 |
|
Coca-Cola Co/The |
|
|
69,403 |
|
|
|
4,090 |
|
Coca-Cola Consolidated Inc |
|
|
88 |
|
|
|
82 |
|
Colgate-Palmolive Co |
|
|
14,499 |
|
|
|
1,156 |
|
Conagra Brands Inc |
|
|
8,769 |
|
|
|
251 |
|
Constellation Brands Inc, Cl A |
|
|
2,899 |
|
|
|
701 |
|
Costco Wholesale Corp |
|
|
7,957 |
|
|
|
5,252 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Coty Inc, Cl A * |
|
|
6,208 |
|
|
$ |
77 |
|
Darling Ingredients Inc * |
|
|
2,876 |
|
|
|
143 |
|
Dole PLC |
|
|
2,900 |
|
|
|
36 |
|
Dollar General Corp |
|
|
4,018 |
|
|
|
546 |
|
Dollar Tree Inc * |
|
|
3,833 |
|
|
|
545 |
|
Edgewell Personal Care Co |
|
|
1,021 |
|
|
|
37 |
|
elf Beauty Inc * |
|
|
1,017 |
|
|
|
147 |
|
Energizer Holdings Inc |
|
|
1,806 |
|
|
|
57 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
4,062 |
|
|
|
594 |
|
Flowers Foods Inc |
|
|
3,484 |
|
|
|
78 |
|
Freshpet Inc * |
|
|
949 |
|
|
|
82 |
|
General Mills Inc |
|
|
10,564 |
|
|
|
688 |
|
Grocery Outlet Holding Corp * |
|
|
1,488 |
|
|
|
40 |
|
Hain Celestial Group Inc/The * |
|
|
1,623 |
|
|
|
18 |
|
Herbalife Ltd * |
|
|
1,741 |
|
|
|
27 |
|
Hershey Co/The |
|
|
2,643 |
|
|
|
493 |
|
Hormel Foods Corp |
|
|
5,208 |
|
|
|
167 |
|
Ingles Markets Inc, Cl A |
|
|
244 |
|
|
|
21 |
|
Ingredion Inc |
|
|
1,216 |
|
|
|
132 |
|
Inter Parfums Inc |
|
|
362 |
|
|
|
52 |
|
J & J Snack Foods Corp |
|
|
289 |
|
|
|
48 |
|
J M Smucker Co/The |
|
|
2,006 |
|
|
|
254 |
|
John B Sanfilippo & Son Inc |
|
|
300 |
|
|
|
31 |
|
Kellanova |
|
|
4,452 |
|
|
|
249 |
|
Kenvue Inc |
|
|
31,415 |
|
|
|
676 |
|
Keurig Dr Pepper Inc |
|
|
17,390 |
|
|
|
579 |
|
Kimberly-Clark Corp |
|
|
5,888 |
|
|
|
715 |
|
Kraft Heinz Co/The |
|
|
14,778 |
|
|
|
547 |
|
Kroger Co/The |
|
|
11,885 |
|
|
|
543 |
|
Lamb Weston Holdings Inc |
|
|
2,618 |
|
|
|
283 |
|
Lancaster Colony Corp |
|
|
382 |
|
|
|
64 |
|
McCormick & Co Inc/MD |
|
|
4,473 |
|
|
|
306 |
|
Medifast Inc |
|
|
244 |
|
|
|
16 |
|
MGP Ingredients Inc |
|
|
172 |
|
|
|
17 |
|
Molson Coors Beverage Co, Cl B |
|
|
3,009 |
|
|
|
184 |
|
Mondelez International Inc, Cl A |
|
|
24,535 |
|
|
|
1,777 |
|
Monster Beverage Corp * |
|
|
13,149 |
|
|
|
758 |
|
National Beverage Corp, Cl A * |
|
|
1,200 |
|
|
|
60 |
|
Nu Skin Enterprises Inc, Cl A |
|
|
1,000 |
|
|
|
19 |
|
PepsiCo Inc |
|
|
24,555 |
|
|
|
4,170 |
|
Performance Food Group Co * |
|
|
2,702 |
|
|
|
187 |
|
Philip Morris International Inc |
|
|
28,096 |
|
|
|
2,643 |
|
Pilgrim's Pride Corp * |
|
|
945 |
|
|
|
26 |
|
Post Holdings Inc * |
|
|
1,085 |
|
|
|
96 |
|
PriceSmart Inc |
|
|
400 |
|
|
|
30 |
|
Primo Water Corp |
|
|
3,197 |
|
|
|
48 |
|
Procter & Gamble Co/The |
|
|
41,244 |
|
|
|
6,044 |
|
Reynolds Consumer Products Inc |
|
|
1,125 |
|
|
|
30 |
|
Seaboard Corp |
|
|
9 |
|
|
|
32 |
|
Simply Good Foods Co/The * |
|
|
1,631 |
|
|
|
65 |
|
Sovos Brands Inc * |
|
|
1,300 |
|
|
|
29 |
|
Spectrum Brands Holdings Inc |
|
|
664 |
|
|
|
53 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sprouts Farmers Market Inc * |
|
|
2,066 |
|
|
$ |
99 |
|
Sysco Corp, Cl A |
|
|
9,155 |
|
|
|
670 |
|
Target Corp, Cl A |
|
|
8,118 |
|
|
|
1,156 |
|
TreeHouse Foods Inc * |
|
|
904 |
|
|
|
38 |
|
Tyson Foods Inc, Cl A |
|
|
4,862 |
|
|
|
261 |
|
United Natural Foods Inc * |
|
|
1,213 |
|
|
|
20 |
|
Universal Corp/VA |
|
|
497 |
|
|
|
34 |
|
US Foods Holding Corp * |
|
|
3,911 |
|
|
|
178 |
|
Utz Brands Inc |
|
|
1,988 |
|
|
|
32 |
|
Vector Group Ltd |
|
|
1,726 |
|
|
|
20 |
|
Walgreens Boots Alliance Inc |
|
|
13,465 |
|
|
|
352 |
|
Walmart Inc |
|
|
25,530 |
|
|
|
4,025 |
|
WD-40 Co |
|
|
257 |
|
|
|
61 |
|
Weis Markets Inc |
|
|
430 |
|
|
|
28 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
47,445 |
|
Energy — 6.8% |
|
|
|
|
Antero Midstream Corp |
|
|
8,821 |
|
|
|
111 |
|
Antero Resources Corp * |
|
|
6,256 |
|
|
|
142 |
|
APA Corp |
|
|
7,453 |
|
|
|
267 |
|
Archrock Inc |
|
|
3,390 |
|
|
|
52 |
|
Baker Hughes Co, Cl A |
|
|
24,372 |
|
|
|
833 |
|
Berry Corp |
|
|
3,100 |
|
|
|
22 |
|
Bristow Group Inc * |
|
|
1,000 |
|
|
|
28 |
|
Cactus Inc, Cl A |
|
|
1,704 |
|
|
|
77 |
|
California Resources Corp |
|
|
1,638 |
|
|
|
90 |
|
Callon Petroleum * |
|
|
1,389 |
|
|
|
45 |
|
Centrus Energy Corp, Cl A * |
|
|
500 |
|
|
|
27 |
|
ChampionX Corp |
|
|
4,839 |
|
|
|
141 |
|
Cheniere Energy Inc |
|
|
5,660 |
|
|
|
966 |
|
Chesapeake Energy Corp |
|
|
2,895 |
|
|
|
223 |
|
Chevron Corp |
|
|
42,645 |
|
|
|
6,361 |
|
Chord Energy Corp |
|
|
988 |
|
|
|
164 |
|
Civitas Resources Inc |
|
|
1,521 |
|
|
|
104 |
|
Clean Energy Fuels Corp * |
|
|
5,202 |
|
|
|
20 |
|
CNX Resources Corp * |
|
|
3,978 |
|
|
|
80 |
|
Comstock Resources Inc |
|
|
2,387 |
|
|
|
21 |
|
ConocoPhillips |
|
|
28,393 |
|
|
|
3,296 |
|
CONSOL Energy Inc |
|
|
920 |
|
|
|
93 |
|
Core Laboratories |
|
|
900 |
|
|
|
16 |
|
Coterra Energy Inc |
|
|
17,939 |
|
|
|
458 |
|
CVR Energy Inc |
|
|
1,100 |
|
|
|
33 |
|
Delek US Holdings Inc |
|
|
1,629 |
|
|
|
42 |
|
Devon Energy Corp |
|
|
14,970 |
|
|
|
678 |
|
DHT Holdings Inc |
|
|
3,600 |
|
|
|
35 |
|
Diamond Offshore Drilling * |
|
|
2,078 |
|
|
|
27 |
|
Diamondback Energy Inc, Cl A |
|
|
4,216 |
|
|
|
654 |
|
Dorian LPG Ltd |
|
|
1,100 |
|
|
|
48 |
|
Dril-Quip Inc * |
|
|
1,031 |
|
|
|
24 |
|
DT Midstream Inc |
|
|
2,307 |
|
|
|
126 |
|
Energy Fuels Inc/Canada * |
|
|
4,600 |
|
|
|
33 |
|
EOG Resources Inc |
|
|
13,790 |
|
|
|
1,668 |
|
EQT Corp |
|
|
7,976 |
|
|
|
308 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Equitrans Midstream Corp |
|
|
9,799 |
|
|
$ |
100 |
|
Expro Group Holdings NV * |
|
|
2,400 |
|
|
|
38 |
|
Exxon Mobil Corp |
|
|
98,048 |
|
|
|
9,803 |
|
Green Plains Inc * |
|
|
1,600 |
|
|
|
40 |
|
Gulfport Energy Corp * |
|
|
323 |
|
|
|
43 |
|
Halliburton Co |
|
|
21,509 |
|
|
|
778 |
|
Helix Energy Solutions Group Inc * |
|
|
3,640 |
|
|
|
37 |
|
Helmerich & Payne Inc |
|
|
2,810 |
|
|
|
102 |
|
Hess Corp |
|
|
6,472 |
|
|
|
933 |
|
HF Sinclair Corp |
|
|
3,410 |
|
|
|
190 |
|
International Seaways Inc |
|
|
872 |
|
|
|
40 |
|
Kinder Morgan Inc |
|
|
46,697 |
|
|
|
824 |
|
Kinetik Holdings, Cl A |
|
|
700 |
|
|
|
23 |
|
Liberty Energy Inc, Cl A |
|
|
3,518 |
|
|
|
64 |
|
Magnolia Oil & Gas Corp, Cl A |
|
|
4,609 |
|
|
|
98 |
|
Marathon Oil Corp |
|
|
15,001 |
|
|
|
362 |
|
Marathon Petroleum Corp |
|
|
9,821 |
|
|
|
1,457 |
|
Matador Resources Co |
|
|
2,775 |
|
|
|
158 |
|
Murphy Oil Corp |
|
|
3,694 |
|
|
|
158 |
|
Nabors Industries Ltd * |
|
|
162 |
|
|
|
13 |
|
New Fortress Energy Inc, Cl A |
|
|
1,310 |
|
|
|
49 |
|
Newpark Resources Inc, Cl A * |
|
|
3,000 |
|
|
|
20 |
|
Noble Corp PLC |
|
|
2,816 |
|
|
|
136 |
|
Nordic American Tankers Ltd |
|
|
7,400 |
|
|
|
31 |
|
Northern Oil and Gas Inc |
|
|
1,718 |
|
|
|
64 |
|
NOV Inc |
|
|
9,490 |
|
|
|
192 |
|
Occidental Petroleum Corp |
|
|
16,605 |
|
|
|
992 |
|
Oceaneering International Inc, Cl A * |
|
|
2,944 |
|
|
|
63 |
|
Oil States International Inc * |
|
|
4,100 |
|
|
|
28 |
|
ONEOK Inc |
|
|
10,582 |
|
|
|
743 |
|
Ovintiv Inc |
|
|
5,836 |
|
|
|
256 |
|
Par Pacific Holdings Inc * |
|
|
1,814 |
|
|
|
66 |
|
Patterson-UTI Energy Inc |
|
|
9,630 |
|
|
|
104 |
|
PBF Energy Inc, Cl A |
|
|
2,531 |
|
|
|
111 |
|
Peabody Energy Corp |
|
|
2,941 |
|
|
|
72 |
|
Permian Resources Corp, Cl A |
|
|
6,272 |
|
|
|
85 |
|
Phillips 66 |
|
|
10,570 |
|
|
|
1,407 |
|
Pioneer Natural Resources Co |
|
|
5,472 |
|
|
|
1,231 |
|
ProPetro Holding Corp * |
|
|
3,200 |
|
|
|
27 |
|
Range Resources Corp |
|
|
5,398 |
|
|
|
164 |
|
REX American Resources Corp * |
|
|
800 |
|
|
|
38 |
|
RPC Inc |
|
|
4,800 |
|
|
|
35 |
|
SandRidge Energy Inc |
|
|
1,300 |
|
|
|
18 |
|
Schlumberger NV, Cl A |
|
|
34,305 |
|
|
|
1,785 |
|
SEACOR Marine Holdings * |
|
|
1,700 |
|
|
|
21 |
|
Select Water Solutions Inc, Cl A |
|
|
3,100 |
|
|
|
24 |
|
SilverBow Resources Inc * |
|
|
800 |
|
|
|
23 |
|
Sitio Royalties Corp, Cl A |
|
|
2,300 |
|
|
|
54 |
|
SM Energy Co |
|
|
2,748 |
|
|
|
106 |
|
Southwestern Energy Co * |
|
|
24,928 |
|
|
|
163 |
|
Talos Energy Inc * |
|
|
2,700 |
|
|
|
38 |
|
Targa Resources Corp |
|
|
5,440 |
|
|
|
473 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
TETRA Technologies Inc * |
|
|
6,100 |
|
|
$ |
28 |
|
Texas Pacific Land Corp |
|
|
135 |
|
|
|
212 |
|
Tidewater Inc * |
|
|
1,099 |
|
|
|
79 |
|
Uranium Energy * |
|
|
10,382 |
|
|
|
66 |
|
US Silica Holdings Inc * |
|
|
2,300 |
|
|
|
26 |
|
Valaris * |
|
|
1,469 |
|
|
|
101 |
|
Valero Energy Corp |
|
|
8,275 |
|
|
|
1,076 |
|
Vital Energy * |
|
|
438 |
|
|
|
20 |
|
Vitesse Energy Inc |
|
|
1,100 |
|
|
|
24 |
|
Weatherford International PLC * |
|
|
1,795 |
|
|
|
176 |
|
Williams Cos Inc/The |
|
|
29,282 |
|
|
|
1,020 |
|
World Kinect Corp |
|
|
1,161 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
44,047 |
|
Financials — 0.0% |
|
|
|
|
Eversource Energy |
|
|
2,992 |
|
|
|
185 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Health Care — 5.9% |
|
|
|
|
10X Genomics Inc, Cl A * |
|
|
859 |
|
|
|
48 |
|
Abbott Laboratories |
|
|
11,488 |
|
|
|
1,264 |
|
AbbVie Inc |
|
|
11,620 |
|
|
|
1,801 |
|
Acadia Healthcare Co Inc, Cl A * |
|
|
630 |
|
|
|
49 |
|
ACADIA Pharmaceuticals Inc * |
|
|
1,368 |
|
|
|
43 |
|
Agilent Technologies Inc |
|
|
1,947 |
|
|
|
271 |
|
agilon health Inc * |
|
|
3,437 |
|
|
|
43 |
|
Align Technology Inc * |
|
|
508 |
|
|
|
139 |
|
Alkermes PLC * |
|
|
1,921 |
|
|
|
53 |
|
Alnylam Pharmaceuticals Inc * |
|
|
803 |
|
|
|
154 |
|
Amedisys Inc * |
|
|
244 |
|
|
|
23 |
|
Amgen Inc, Cl A |
|
|
3,560 |
|
|
|
1,025 |
|
Amicus Therapeutics Inc * |
|
|
2,000 |
|
|
|
28 |
|
AMN Healthcare Services Inc * |
|
|
330 |
|
|
|
25 |
|
Amphastar Pharmaceuticals Inc * |
|
|
300 |
|
|
|
19 |
|
Apellis Pharmaceuticals Inc * |
|
|
667 |
|
|
|
40 |
|
Arrowhead Pharmaceuticals Inc * |
|
|
730 |
|
|
|
22 |
|
Avantor Inc * |
|
|
4,426 |
|
|
|
101 |
|
Axonics Inc * |
|
|
416 |
|
|
|
26 |
|
Axsome Therapeutics Inc * |
|
|
300 |
|
|
|
24 |
|
Azenta Inc * |
|
|
700 |
|
|
|
46 |
|
Baxter International Inc |
|
|
3,290 |
|
|
|
127 |
|
Becton Dickinson & Co |
|
|
1,917 |
|
|
|
467 |
|
BioCryst Pharmaceuticals Inc * |
|
|
3,287 |
|
|
|
20 |
|
Biogen Inc * |
|
|
943 |
|
|
|
244 |
|
BioMarin Pharmaceutical Inc * |
|
|
1,296 |
|
|
|
125 |
|
Bio-Rad Laboratories Inc, Cl A * |
|
|
142 |
|
|
|
46 |
|
Bio-Techne Corp |
|
|
1,177 |
|
|
|
91 |
|
Blueprint Medicines Corp * |
|
|
389 |
|
|
|
36 |
|
Boston Scientific Corp * |
|
|
9,621 |
|
|
|
556 |
|
Bridgebio Pharma Inc * |
|
|
900 |
|
|
|
36 |
|
Bristol-Myers Squibb Co |
|
|
14,536 |
|
|
|
746 |
|
Bruker Corp |
|
|
802 |
|
|
|
59 |
|
Cardinal Health Inc |
|
|
1,654 |
|
|
|
167 |
|
Catalent Inc * |
|
|
1,931 |
|
|
|
87 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Cencora Inc, Cl A |
|
|
1,048 |
|
|
$ |
215 |
|
Centene Corp * |
|
|
3,472 |
|
|
|
258 |
|
Certara Inc * |
|
|
1,200 |
|
|
|
21 |
|
Charles River Laboratories International Inc * |
|
|
384 |
|
|
|
91 |
|
Chemed Corp |
|
|
100 |
|
|
|
58 |
|
Cigna Group/The |
|
|
1,973 |
|
|
|
591 |
|
CONMED Corp |
|
|
359 |
|
|
|
39 |
|
Cooper Cos Inc/The, Cl A |
|
|
367 |
|
|
|
139 |
|
Corcept Therapeutics Inc * |
|
|
1,500 |
|
|
|
49 |
|
Crinetics Pharmaceuticals Inc * |
|
|
500 |
|
|
|
18 |
|
CVS Health Corp |
|
|
8,705 |
|
|
|
687 |
|
Cytokinetics Inc * |
|
|
967 |
|
|
|
81 |
|
Danaher Corp, Cl A |
|
|
4,439 |
|
|
|
1,027 |
|
DaVita Inc * |
|
|
499 |
|
|
|
52 |
|
Denali Therapeutics Inc * |
|
|
876 |
|
|
|
19 |
|
DENTSPLY SIRONA Inc |
|
|
1,315 |
|
|
|
47 |
|
Dexcom Inc * |
|
|
2,549 |
|
|
|
316 |
|
Dynavax Technologies Corp * |
|
|
1,400 |
|
|
|
20 |
|
Edwards Lifesciences Corp, Cl A * |
|
|
5,067 |
|
|
|
386 |
|
Elanco Animal Health Inc * |
|
|
3,057 |
|
|
|
46 |
|
Elevance Health Inc |
|
|
1,616 |
|
|
|
762 |
|
Eli Lilly & Co |
|
|
5,644 |
|
|
|
3,290 |
|
Encompass Health Corp |
|
|
777 |
|
|
|
52 |
|
Enovis Corp * |
|
|
600 |
|
|
|
34 |
|
Ensign Group Inc/The |
|
|
243 |
|
|
|
27 |
|
Envista Holdings Corp * |
|
|
1,312 |
|
|
|
32 |
|
Evolent Health Inc, Cl A * |
|
|
1,100 |
|
|
|
36 |
|
Exact Sciences Corp * |
|
|
1,267 |
|
|
|
94 |
|
Exelixis Inc * |
|
|
3,497 |
|
|
|
84 |
|
Fortrea Holdings Inc * |
|
|
1,100 |
|
|
|
38 |
|
GE HealthCare Technologies Inc |
|
|
2,538 |
|
|
|
196 |
|
Gilead Sciences Inc |
|
|
8,502 |
|
|
|
689 |
|
Glaukos Corp * |
|
|
300 |
|
|
|
24 |
|
Globus Medical Inc, Cl A * |
|
|
616 |
|
|
|
33 |
|
Guardant Health Inc * |
|
|
1,000 |
|
|
|
27 |
|
Haemonetics Corp * |
|
|
463 |
|
|
|
40 |
|
Halozyme Therapeutics Inc * |
|
|
1,037 |
|
|
|
38 |
|
HCA Healthcare Inc |
|
|
1,375 |
|
|
|
372 |
|
HealthEquity Inc * |
|
|
944 |
|
|
|
63 |
|
Henry Schein Inc * |
|
|
773 |
|
|
|
59 |
|
Hologic Inc * |
|
|
1,583 |
|
|
|
113 |
|
Humana Inc |
|
|
852 |
|
|
|
390 |
|
ICON PLC * |
|
|
556 |
|
|
|
157 |
|
IDEXX Laboratories Inc * |
|
|
532 |
|
|
|
295 |
|
Illumina Inc * |
|
|
1,077 |
|
|
|
150 |
|
ImmunoGen Inc * |
|
|
1,000 |
|
|
|
30 |
|
Inari Medical * |
|
|
438 |
|
|
|
28 |
|
Incyte Corp * |
|
|
1,338 |
|
|
|
84 |
|
Insmed Inc * |
|
|
978 |
|
|
|
30 |
|
Inspire Medical Systems Inc * |
|
|
203 |
|
|
|
41 |
|
Insulet Corp * |
|
|
462 |
|
|
|
100 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Integer Holdings Corp * |
|
|
400 |
|
|
$ |
40 |
|
Integra LifeSciences Holdings Corp * |
|
|
462 |
|
|
|
20 |
|
Intellia Therapeutics * |
|
|
968 |
|
|
|
30 |
|
Intra-Cellular Therapies Inc, Cl A * |
|
|
567 |
|
|
|
41 |
|
Intuitive Surgical Inc * |
|
|
2,338 |
|
|
|
789 |
|
Ionis Pharmaceuticals Inc * |
|
|
841 |
|
|
|
43 |
|
IQVIA Holdings Inc * |
|
|
1,198 |
|
|
|
277 |
|
iRhythm Technologies Inc * |
|
|
262 |
|
|
|
28 |
|
Jazz Pharmaceuticals PLC * |
|
|
367 |
|
|
|
45 |
|
Johnson & Johnson |
|
|
16,125 |
|
|
|
2,527 |
|
Karuna Therapeutics Inc * |
|
|
275 |
|
|
|
87 |
|
Krystal Biotech Inc * |
|
|
200 |
|
|
|
25 |
|
Laboratory Corp of America Holdings |
|
|
520 |
|
|
|
118 |
|
Lantheus Holdings Inc * |
|
|
498 |
|
|
|
31 |
|
LivaNova PLC * |
|
|
414 |
|
|
|
21 |
|
Masimo Corp * |
|
|
338 |
|
|
|
40 |
|
McKesson Corp |
|
|
899 |
|
|
|
416 |
|
Medpace Holdings Inc * |
|
|
166 |
|
|
|
51 |
|
Medtronic PLC |
|
|
9,016 |
|
|
|
743 |
|
Merck & Co Inc |
|
|
17,423 |
|
|
|
1,899 |
|
Merit Medical Systems Inc * |
|
|
444 |
|
|
|
34 |
|
Mettler-Toledo International Inc * |
|
|
137 |
|
|
|
166 |
|
Mirati Therapeutics Inc * |
|
|
200 |
|
|
|
12 |
|
Moderna Inc * |
|
|
2,246 |
|
|
|
223 |
|
Molina Healthcare Inc * |
|
|
329 |
|
|
|
119 |
|
Mural Oncology * |
|
|
192 |
|
|
|
1 |
|
Natera Inc * |
|
|
941 |
|
|
|
59 |
|
Neogen Corp, Cl B * |
|
|
1,862 |
|
|
|
37 |
|
Neurocrine Biosciences Inc * |
|
|
678 |
|
|
|
89 |
|
Omnicell Inc * |
|
|
500 |
|
|
|
19 |
|
Option Care Health Inc * |
|
|
1,155 |
|
|
|
39 |
|
Organon & Co |
|
|
1,600 |
|
|
|
23 |
|
Pacific Biosciences of California Inc * |
|
|
2,300 |
|
|
|
23 |
|
Pacira BioSciences Inc * |
|
|
527 |
|
|
|
18 |
|
Patterson Cos Inc |
|
|
1,100 |
|
|
|
31 |
|
Penumbra Inc * |
|
|
302 |
|
|
|
76 |
|
Perrigo Co PLC |
|
|
900 |
|
|
|
29 |
|
Pfizer Inc |
|
|
39,044 |
|
|
|
1,124 |
|
Premier Inc, Cl A |
|
|
1,400 |
|
|
|
31 |
|
Prestige Consumer Healthcare Inc, Cl A * |
|
|
800 |
|
|
|
49 |
|
Privia Health Group Inc * |
|
|
2,000 |
|
|
|
46 |
|
Progyny Inc * |
|
|
716 |
|
|
|
27 |
|
QIAGEN NV * |
|
|
1,183 |
|
|
|
51 |
|
Quest Diagnostics Inc |
|
|
764 |
|
|
|
105 |
|
QuidelOrtho Corp * |
|
|
400 |
|
|
|
29 |
|
R1 RCM Inc * |
|
|
1,648 |
|
|
|
17 |
|
Regeneron Pharmaceuticals Inc * |
|
|
697 |
|
|
|
612 |
|
Repligen Corp * |
|
|
337 |
|
|
|
61 |
|
ResMed Inc |
|
|
856 |
|
|
|
147 |
|
REVOLUTION Medicines * |
|
|
955 |
|
|
|
27 |
|
Revvity Inc |
|
|
1,015 |
|
|
|
111 |
|
Roivant Sciences Ltd * |
|
|
2,000 |
|
|
|
22 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Royalty Pharma PLC, Cl A |
|
|
2,476 |
|
|
$ |
70 |
|
Sarepta Therapeutics Inc * |
|
|
831 |
|
|
|
80 |
|
Select Medical Holdings Corp |
|
|
800 |
|
|
|
19 |
|
Shockwave Medical Inc * |
|
|
270 |
|
|
|
51 |
|
Sotera Health Co * |
|
|
1,200 |
|
|
|
20 |
|
STAAR Surgical Co * |
|
|
497 |
|
|
|
16 |
|
STERIS PLC |
|
|
634 |
|
|
|
139 |
|
Stryker Corp |
|
|
2,404 |
|
|
|
720 |
|
Teladoc Health Inc * |
|
|
1,010 |
|
|
|
22 |
|
Teleflex Inc |
|
|
322 |
|
|
|
80 |
|
Tenet Healthcare Corp * |
|
|
787 |
|
|
|
59 |
|
Thermo Fisher Scientific Inc |
|
|
2,562 |
|
|
|
1,360 |
|
Twist Bioscience Corp * |
|
|
978 |
|
|
|
36 |
|
Ultragenyx Pharmaceutical Inc * |
|
|
500 |
|
|
|
24 |
|
United Therapeutics Corp * |
|
|
295 |
|
|
|
65 |
|
UnitedHealth Group Inc |
|
|
5,975 |
|
|
|
3,146 |
|
Universal Health Services Inc, Cl B |
|
|
447 |
|
|
|
68 |
|
Vaxcyte Inc * |
|
|
790 |
|
|
|
50 |
|
Veeva Systems Inc, Cl A * |
|
|
976 |
|
|
|
188 |
|
Vertex Pharmaceuticals Inc * |
|
|
1,663 |
|
|
|
677 |
|
Viatris Inc, Cl W |
|
|
7,401 |
|
|
|
80 |
|
Waters Corp * |
|
|
333 |
|
|
|
110 |
|
West Pharmaceutical Services Inc |
|
|
503 |
|
|
|
177 |
|
Xencor Inc * |
|
|
1,152 |
|
|
|
24 |
|
Zimmer Biomet Holdings Inc |
|
|
1,469 |
|
|
|
179 |
|
Zoetis Inc, Cl A |
|
|
3,068 |
|
|
|
606 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
38,413 |
|
Information Technology — 2.1% |
|
|
|
|
Accenture PLC, Cl A |
|
|
1,593 |
|
|
|
559 |
|
Adobe Inc * |
|
|
1,128 |
|
|
|
673 |
|
Akamai Technologies Inc * |
|
|
400 |
|
|
|
47 |
|
Amdocs Ltd |
|
|
506 |
|
|
|
44 |
|
ANSYS Inc * |
|
|
288 |
|
|
|
105 |
|
AppLovin Corp, Cl A * |
|
|
700 |
|
|
|
28 |
|
Aspen Technology Inc * |
|
|
180 |
|
|
|
40 |
|
Atlassian Corp, Cl A * |
|
|
419 |
|
|
|
100 |
|
Autodesk Inc, Cl A * |
|
|
548 |
|
|
|
133 |
|
Bentley Systems Inc, Cl B |
|
|
500 |
|
|
|
26 |
|
BILL Holdings Inc * |
|
|
249 |
|
|
|
20 |
|
Cadence Design Systems Inc * |
|
|
737 |
|
|
|
201 |
|
Cloudflare Inc, Cl A * |
|
|
784 |
|
|
|
65 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
1,270 |
|
|
|
96 |
|
Confluent Inc, Cl A * |
|
|
600 |
|
|
|
14 |
|
Crowdstrike Holdings Inc, Cl A * |
|
|
517 |
|
|
|
132 |
|
Datadog Inc, Cl A * |
|
|
768 |
|
|
|
93 |
|
DocuSign Inc, Cl A * |
|
|
653 |
|
|
|
39 |
|
DXC Technology Co * |
|
|
800 |
|
|
|
18 |
|
Dynatrace Inc * |
|
|
716 |
|
|
|
39 |
|
Elastic NV * |
|
|
300 |
|
|
|
34 |
|
EPAM Systems Inc * |
|
|
131 |
|
|
|
39 |
|
Fair Isaac Corp * |
|
|
81 |
|
|
|
94 |
|
Five9 Inc * |
|
|
300 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Fortinet Inc * |
|
|
1,640 |
|
|
$ |
96 |
|
Gartner Inc * |
|
|
217 |
|
|
|
98 |
|
Gen Digital Inc |
|
|
1,074 |
|
|
|
25 |
|
Globant SA * |
|
|
100 |
|
|
|
24 |
|
GoDaddy Inc, Cl A * |
|
|
419 |
|
|
|
44 |
|
Guidewire Software Inc, Cl Z * |
|
|
353 |
|
|
|
39 |
|
HubSpot Inc * |
|
|
125 |
|
|
|
73 |
|
International Business Machines Corp |
|
|
2,231 |
|
|
|
365 |
|
Intuit Inc |
|
|
687 |
|
|
|
429 |
|
Manhattan Associates Inc * |
|
|
282 |
|
|
|
61 |
|
Microsoft Corp |
|
|
17,354 |
|
|
|
6,526 |
|
MongoDB Inc, Cl A * |
|
|
182 |
|
|
|
74 |
|
Nutanix Inc, Cl A * |
|
|
803 |
|
|
|
38 |
|
Okta Inc, Cl A * |
|
|
416 |
|
|
|
38 |
|
Oracle Corp, Cl B |
|
|
3,691 |
|
|
|
389 |
|
Palantir Technologies Inc, Cl A * |
|
|
5,270 |
|
|
|
90 |
|
Palo Alto Networks Inc * |
|
|
712 |
|
|
|
210 |
|
PTC Inc * |
|
|
425 |
|
|
|
74 |
|
Roper Technologies Inc |
|
|
257 |
|
|
|
140 |
|
Salesforce Inc * |
|
|
2,031 |
|
|
|
534 |
|
ServiceNow Inc * |
|
|
518 |
|
|
|
366 |
|
Snowflake Inc, Cl A * |
|
|
730 |
|
|
|
145 |
|
Splunk Inc * |
|
|
394 |
|
|
|
60 |
|
Synopsys Inc * |
|
|
437 |
|
|
|
225 |
|
Twilio Inc, Cl A * |
|
|
500 |
|
|
|
38 |
|
Tyler Technologies Inc * |
|
|
124 |
|
|
|
52 |
|
UiPath Inc, Cl A * |
|
|
1,400 |
|
|
|
35 |
|
Unity Software Inc * |
|
|
650 |
|
|
|
27 |
|
VeriSign Inc * |
|
|
214 |
|
|
|
44 |
|
Workday Inc, Cl A * |
|
|
479 |
|
|
|
132 |
|
Zoom Video Communications Inc, Cl A * |
|
|
908 |
|
|
|
65 |
|
Zscaler Inc * |
|
|
260 |
|
|
|
58 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,277 |
|
Real Estate — 3.2% |
|
|
|
|
Acadia Realty Trust ‡ |
|
|
2,011 |
|
|
|
34 |
|
Agree Realty Corp ‡ |
|
|
1,225 |
|
|
|
77 |
|
Alexander & Baldwin Inc ‡ |
|
|
1,640 |
|
|
|
31 |
|
Alexandria Real Estate Equities Inc ‡ |
|
|
2,540 |
|
|
|
322 |
|
American Assets Trust Inc ‡ |
|
|
984 |
|
|
|
22 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
4,984 |
|
|
|
179 |
|
American Tower Corp, Cl A ‡ |
|
|
6,580 |
|
|
|
1,420 |
|
Americold Realty Trust Inc ‡ |
|
|
3,961 |
|
|
|
120 |
|
Apartment Income REIT Corp ‡ |
|
|
2,241 |
|
|
|
78 |
|
Apartment Investment and Management Co, Cl A *‡ |
|
|
3,800 |
|
|
|
30 |
|
Apple Hospitality REIT Inc ‡ |
|
|
3,776 |
|
|
|
63 |
|
Armada Hoffler Properties Inc ‡ |
|
|
2,500 |
|
|
|
31 |
|
AvalonBay Communities Inc ‡ |
|
|
2,054 |
|
|
|
385 |
|
Boston Properties Inc ‡ |
|
|
2,271 |
|
|
|
159 |
|
Brixmor Property Group Inc ‡ |
|
|
4,025 |
|
|
|
94 |
|
Broadstone Net Lease Inc, Cl A ‡ |
|
|
2,701 |
|
|
|
47 |
|
Camden Property Trust ‡ |
|
|
1,514 |
|
|
|
150 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
CareTrust REIT Inc ‡ |
|
|
1,850 |
|
|
$ |
41 |
|
CBRE Group Inc, Cl A * |
|
|
5,127 |
|
|
|
477 |
|
Centerspace ‡ |
|
|
400 |
|
|
|
23 |
|
Community Healthcare Trust Inc ‡ |
|
|
600 |
|
|
|
16 |
|
COPT Defense Properties ‡ |
|
|
1,245 |
|
|
|
32 |
|
CoStar Group Inc * |
|
|
6,162 |
|
|
|
539 |
|
Cousins Properties Inc ‡ |
|
|
2,006 |
|
|
|
49 |
|
Crown Castle Inc ‡ |
|
|
6,170 |
|
|
|
711 |
|
CubeSmart ‡ |
|
|
3,307 |
|
|
|
153 |
|
Cushman & Wakefield PLC * |
|
|
2,903 |
|
|
|
31 |
|
DiamondRock Hospitality Co ‡ |
|
|
4,869 |
|
|
|
46 |
|
Digital Realty Trust Inc, Cl A ‡ |
|
|
4,328 |
|
|
|
582 |
|
DigitalBridge Group |
|
|
3,816 |
|
|
|
67 |
|
Douglas Emmett Inc ‡ |
|
|
2,051 |
|
|
|
30 |
|
Easterly Government Properties Inc, Cl A ‡ |
|
|
1,801 |
|
|
|
24 |
|
EastGroup Properties Inc ‡ |
|
|
690 |
|
|
|
127 |
|
Elme Communities ‡ |
|
|
1,907 |
|
|
|
28 |
|
Empire State Realty Trust Inc, Cl A ‡ |
|
|
3,635 |
|
|
|
35 |
|
EPR Properties, Cl A ‡ |
|
|
1,136 |
|
|
|
55 |
|
Equinix Inc ‡ |
|
|
1,327 |
|
|
|
1,069 |
|
Equity Commonwealth ‡ |
|
|
1,656 |
|
|
|
32 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
2,585 |
|
|
|
182 |
|
Equity Residential ‡ |
|
|
5,441 |
|
|
|
333 |
|
Essential Properties Realty Trust Inc ‡ |
|
|
2,357 |
|
|
|
60 |
|
Essex Property Trust Inc ‡ |
|
|
958 |
|
|
|
238 |
|
eXp World Holdings Inc |
|
|
1,000 |
|
|
|
16 |
|
Extra Space Storage Inc ‡ |
|
|
2,945 |
|
|
|
472 |
|
Federal Realty Investment Trust ‡ |
|
|
1,116 |
|
|
|
115 |
|
First Industrial Realty Trust Inc ‡ |
|
|
2,158 |
|
|
|
114 |
|
Four Corners Property Trust Inc ‡ |
|
|
1,654 |
|
|
|
42 |
|
Gaming and Leisure Properties Inc ‡ |
|
|
3,768 |
|
|
|
186 |
|
Getty Realty Corp ‡ |
|
|
1,063 |
|
|
|
31 |
|
Global Net Lease Inc ‡ |
|
|
2,522 |
|
|
|
25 |
|
Healthcare Realty Trust Inc, Cl A ‡ |
|
|
5,138 |
|
|
|
89 |
|
Healthpeak Properties Inc ‡ |
|
|
8,253 |
|
|
|
163 |
|
Highwoods Properties Inc ‡ |
|
|
1,522 |
|
|
|
35 |
|
Host Hotels & Resorts Inc ‡ |
|
|
10,771 |
|
|
|
210 |
|
Howard Hughes Holdings Inc * |
|
|
800 |
|
|
|
68 |
|
Independence Realty Trust Inc ‡ |
|
|
3,270 |
|
|
|
50 |
|
Innovative Industrial Properties Inc, Cl A ‡ |
|
|
453 |
|
|
|
46 |
|
InvenTrust Properties Corp ‡ |
|
|
1,781 |
|
|
|
45 |
|
Invitation Homes Inc ‡ |
|
|
8,700 |
|
|
|
297 |
|
Iron Mountain Inc ‡ |
|
|
4,329 |
|
|
|
303 |
|
JBG SMITH Properties ‡ |
|
|
1,501 |
|
|
|
26 |
|
Jones Lang LaSalle Inc * |
|
|
663 |
|
|
|
125 |
|
Kennedy-Wilson Holdings Inc |
|
|
2,400 |
|
|
|
30 |
|
Kilroy Realty Corp ‡ |
|
|
1,674 |
|
|
|
67 |
|
Kimco Realty Corp ‡ |
|
|
8,651 |
|
|
|
184 |
|
Kite Realty Group Trust ‡ |
|
|
3,300 |
|
|
|
75 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
1,311 |
|
|
|
139 |
|
LTC Properties Inc ‡ |
|
|
965 |
|
|
|
31 |
|
LXP Industrial Trust, Cl B ‡ |
|
|
4,262 |
|
|
|
42 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Macerich Co/The ‡ |
|
|
3,063 |
|
|
$ |
47 |
|
Medical Properties Trust Inc ‡ |
|
|
8,748 |
|
|
|
43 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
1,771 |
|
|
|
238 |
|
National Health Investors Inc ‡ |
|
|
646 |
|
|
|
36 |
|
National Storage Affiliates Trust ‡ |
|
|
1,425 |
|
|
|
59 |
|
NET Lease Office Properties ‡ |
|
|
287 |
|
|
|
5 |
|
NETSTREIT Corp ‡ |
|
|
1,878 |
|
|
|
34 |
|
NNN REIT Inc ‡ |
|
|
2,627 |
|
|
|
113 |
|
Omega Healthcare Investors Inc ‡ |
|
|
3,825 |
|
|
|
117 |
|
Opendoor Technologies Inc * |
|
|
6,700 |
|
|
|
30 |
|
Outfront Media Inc ‡ |
|
|
2,138 |
|
|
|
30 |
|
Park Hotels & Resorts Inc ‡ |
|
|
3,365 |
|
|
|
51 |
|
Pebblebrook Hotel Trust ‡ |
|
|
2,188 |
|
|
|
35 |
|
Phillips Edison & Co Inc ‡ |
|
|
1,658 |
|
|
|
60 |
|
Physicians Realty Trust ‡ |
|
|
5,713 |
|
|
|
76 |
|
Piedmont Office Realty Trust Inc, Cl A ‡ |
|
|
2,900 |
|
|
|
21 |
|
Postal Realty Trust Inc, Cl A ‡ |
|
|
600 |
|
|
|
9 |
|
PotlatchDeltic Corp ‡ |
|
|
1,143 |
|
|
|
56 |
|
Prologis Inc ‡ |
|
|
12,990 |
|
|
|
1,732 |
|
Public Storage ‡ |
|
|
2,298 |
|
|
|
701 |
|
Rayonier Inc ‡ |
|
|
2,143 |
|
|
|
72 |
|
Realty Income Corp ‡ |
|
|
9,617 |
|
|
|
552 |
|
Regency Centers Corp ‡ |
|
|
2,833 |
|
|
|
190 |
|
Retail Opportunity Investments Corp ‡ |
|
|
1,522 |
|
|
|
21 |
|
Rexford Industrial Realty Inc ‡ |
|
|
3,060 |
|
|
|
172 |
|
RLJ Lodging Trust ‡ |
|
|
3,389 |
|
|
|
40 |
|
Ryman Hospitality Properties Inc ‡ |
|
|
952 |
|
|
|
105 |
|
Sabra Health Care REIT Inc ‡ |
|
|
4,396 |
|
|
|
63 |
|
Saul Centers Inc ‡ |
|
|
648 |
|
|
|
25 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,498 |
|
|
|
380 |
|
Service Properties Trust ‡ |
|
|
3,812 |
|
|
|
33 |
|
Simon Property Group Inc ‡ |
|
|
4,619 |
|
|
|
659 |
|
SITE Centers Corp ‡ |
|
|
2,368 |
|
|
|
32 |
|
SL Green Realty Corp ‡ |
|
|
1,253 |
|
|
|
57 |
|
Spirit Realty Capital Inc ‡ |
|
|
1,978 |
|
|
|
86 |
|
St Joe Co/The |
|
|
700 |
|
|
|
42 |
|
STAG Industrial Inc ‡ |
|
|
3,031 |
|
|
|
119 |
|
Sun Communities Inc ‡ |
|
|
1,747 |
|
|
|
233 |
|
Sunstone Hotel Investors Inc ‡ |
|
|
4,286 |
|
|
|
46 |
|
Tanger Inc ‡ |
|
|
1,256 |
|
|
|
35 |
|
Terreno Realty Corp ‡ |
|
|
1,221 |
|
|
|
77 |
|
UDR Inc ‡ |
|
|
4,936 |
|
|
|
189 |
|
Uniti Group Inc ‡ |
|
|
3,500 |
|
|
|
20 |
|
Urban Edge Properties ‡ |
|
|
2,241 |
|
|
|
41 |
|
Ventas Inc ‡ |
|
|
6,035 |
|
|
|
301 |
|
Veris Residential Inc ‡ |
|
|
1,108 |
|
|
|
17 |
|
VICI Properties Inc, Cl A ‡ |
|
|
14,597 |
|
|
|
465 |
|
Vornado Realty Trust ‡ |
|
|
3,231 |
|
|
|
91 |
|
Welltower Inc ‡ |
|
|
7,376 |
|
|
|
665 |
|
Weyerhaeuser Co ‡ |
|
|
10,879 |
|
|
|
378 |
|
WP Carey Inc ‡ |
|
|
3,236 |
|
|
|
210 |
|
Xenia Hotels & Resorts Inc ‡ |
|
|
1,762 |
|
|
|
24 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Zillow Group Inc, Cl A * |
|
|
876 |
|
|
$ |
50 |
|
Zillow Group Inc, Cl C * |
|
|
2,737 |
|
|
|
158 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
20,389 |
|
Utilities — 1.4% |
|
|
|
|
AES Corp/The |
|
|
5,777 |
|
|
|
111 |
|
ALLETE Inc |
|
|
698 |
|
|
|
43 |
|
Alliant Energy Corp |
|
|
2,022 |
|
|
|
104 |
|
Ameren Corp |
|
|
2,174 |
|
|
|
157 |
|
American Electric Power Co Inc |
|
|
4,649 |
|
|
|
378 |
|
American States Water Co |
|
|
438 |
|
|
|
35 |
|
American Water Works Co Inc |
|
|
1,836 |
|
|
|
242 |
|
Atmos Energy Corp |
|
|
1,183 |
|
|
|
137 |
|
Avangrid Inc |
|
|
876 |
|
|
|
28 |
|
Avista Corp |
|
|
876 |
|
|
|
31 |
|
Black Hills Corp, Cl A |
|
|
929 |
|
|
|
50 |
|
Brookfield Renewable Corp, Cl A |
|
|
955 |
|
|
|
28 |
|
California Water Service Group, Cl A |
|
|
890 |
|
|
|
46 |
|
CenterPoint Energy Inc |
|
|
5,298 |
|
|
|
151 |
|
Chesapeake Utilities Corp |
|
|
200 |
|
|
|
21 |
|
Clearway Energy Inc, Cl C |
|
|
1,083 |
|
|
|
30 |
|
CMS Energy Corp |
|
|
2,277 |
|
|
|
132 |
|
Consolidated Edison Inc |
|
|
2,814 |
|
|
|
256 |
|
Constellation Energy Corp |
|
|
3,113 |
|
|
|
364 |
|
Dominion Energy Inc |
|
|
7,495 |
|
|
|
352 |
|
DTE Energy Co |
|
|
1,706 |
|
|
|
188 |
|
Duke Energy Corp |
|
|
7,198 |
|
|
|
699 |
|
Edison International |
|
|
3,437 |
|
|
|
246 |
|
Entergy Corp |
|
|
1,938 |
|
|
|
196 |
|
Essential Utilities Inc |
|
|
2,536 |
|
|
|
95 |
|
Evergy Inc |
|
|
2,461 |
|
|
|
129 |
|
Exelon Corp |
|
|
8,986 |
|
|
|
323 |
|
FirstEnergy Corp |
|
|
5,655 |
|
|
|
207 |
|
Hawaiian Electric Industries Inc |
|
|
1,510 |
|
|
|
21 |
|
IDACORP Inc, Cl A |
|
|
793 |
|
|
|
78 |
|
MGE Energy Inc |
|
|
425 |
|
|
|
31 |
|
National Fuel Gas Co |
|
|
862 |
|
|
|
43 |
|
New Jersey Resources Corp |
|
|
1,036 |
|
|
|
46 |
|
NextEra Energy Inc |
|
|
18,294 |
|
|
|
1,111 |
|
NiSource Inc |
|
|
3,707 |
|
|
|
98 |
|
NorthWestern Corp |
|
|
806 |
|
|
|
41 |
|
NRG Energy Inc |
|
|
2,299 |
|
|
|
119 |
|
OGE Energy Corp |
|
|
2,093 |
|
|
|
73 |
|
ONE Gas Inc |
|
|
343 |
|
|
|
22 |
|
Ormat Technologies Inc |
|
|
400 |
|
|
|
30 |
|
Otter Tail Corp |
|
|
400 |
|
|
|
34 |
|
PG&E Corp |
|
|
17,916 |
|
|
|
323 |
|
Pinnacle West Capital Corp |
|
|
948 |
|
|
|
68 |
|
PNM Resources Inc |
|
|
991 |
|
|
|
41 |
|
Portland General Electric Co |
|
|
857 |
|
|
|
37 |
|
PPL Corp |
|
|
6,426 |
|
|
|
174 |
|
Public Service Enterprise Group Inc |
|
|
4,301 |
|
|
|
263 |
|
Sempra |
|
|
5,118 |
|
|
|
383 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
SJW Group |
|
|
410 |
|
|
$ |
27 |
|
Southern Co/The |
|
|
10,093 |
|
|
|
708 |
|
Southwest Gas Holdings Inc |
|
|
838 |
|
|
|
53 |
|
UGI Corp |
|
|
2,040 |
|
|
|
50 |
|
Vistra Corp |
|
|
3,106 |
|
|
|
120 |
|
WEC Energy Group Inc |
|
|
2,609 |
|
|
|
220 |
|
Xcel Energy Inc |
|
|
5,017 |
|
|
|
311 |
|
York Water Co/The |
|
|
600 |
|
|
|
23 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
9,327 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $101,812) ($ Thousands) |
|
|
|
|
|
|
188,675 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Face Amount
(Thousands) |
|
|
|
|
|
CORPORATE OBLIGATIONS — 7.2% |
Communication Services — 0.4% |
|
|
|
|
Altice France |
|
|
|
|
|
|
|
|
3.375%, 01/15/2028 |
|
EUR |
117 |
|
|
|
102 |
|
AT&T |
|
|
|
|
|
|
|
|
5.400%, 02/15/2034 |
|
$ |
147 |
|
|
|
152 |
|
4.500%, 05/15/2035 |
|
|
106 |
|
|
|
100 |
|
2.550%, 12/01/2033 |
|
|
102 |
|
|
|
83 |
|
2.250%, 02/01/2032 |
|
|
8 |
|
|
|
7 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.150%, 11/10/2026 |
|
|
153 |
|
|
|
156 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.250%, 12/01/2026 (D) |
|
|
1,007 |
|
|
|
863 |
|
Interpublic Group of |
|
|
|
|
|
|
|
|
5.375%, 06/15/2033 |
|
|
246 |
|
|
|
250 |
|
Lorca Telecom Bondco |
|
|
|
|
|
|
|
|
4.000%, 09/18/2027 |
|
EUR |
237 |
|
|
|
255 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.050%, 07/15/2033 |
|
$ |
360 |
|
|
|
363 |
|
Verizon Communications |
|
|
|
|
|
|
|
|
4.500%, 08/10/2033 |
|
|
224 |
|
|
|
219 |
|
2.550%, 03/21/2031 |
|
|
150 |
|
|
|
129 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,679 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 1.0% |
|
|
|
|
Altice Financing |
|
|
|
|
|
|
|
|
3.000%, 01/15/2028 |
|
EUR |
237 |
|
|
|
233 |
|
Booking Holdings |
|
|
|
|
|
|
|
|
4.625%, 04/13/2030 |
|
$ |
1,080 |
|
|
|
1,088 |
|
Caesars Entertainment |
|
|
|
|
|
|
|
|
7.000%, 02/15/2030 (D) |
|
|
220 |
|
|
|
226 |
|
Cox Communications |
|
|
|
|
|
|
|
|
5.700%, 06/15/2033 (D) |
|
|
127 |
|
|
|
132 |
|
ERAC USA Finance |
|
|
|
|
|
|
|
|
4.900%, 05/01/2033 (D) |
|
|
99 |
|
|
|
99 |
|
4.600%, 05/01/2028 (D) |
|
|
278 |
|
|
|
276 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
$ |
138 |
|
|
$ |
139 |
|
3.250%, 02/12/2032 |
|
|
296 |
|
|
|
246 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
7.350%, 11/04/2027 |
|
|
204 |
|
|
|
215 |
|
Globo Comunicacao e Participacoes |
|
|
|
|
|
|
|
|
4.875%, 01/22/2030 (D) |
|
|
413 |
|
|
|
356 |
|
Harley-Davidson Financial Services |
|
|
|
|
|
|
|
|
3.050%, 02/14/2027 (D) |
|
|
700 |
|
|
|
650 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
6.100%, 09/21/2028 (D) |
|
|
223 |
|
|
|
232 |
|
Las Vegas Sands |
|
|
|
|
|
|
|
|
3.900%, 08/08/2029 |
|
|
722 |
|
|
|
665 |
|
LKQ |
|
|
|
|
|
|
|
|
6.250%, 06/15/2033 |
|
|
138 |
|
|
|
144 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.750%, 05/01/2025 |
|
|
68 |
|
|
|
69 |
|
5.550%, 10/15/2028 |
|
|
140 |
|
|
|
144 |
|
4.900%, 04/15/2029 |
|
|
309 |
|
|
|
311 |
|
MDC Holdings |
|
|
|
|
|
|
|
|
6.000%, 01/15/2043 |
|
|
389 |
|
|
|
362 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
8.250%, 01/15/2029 (D) |
|
|
231 |
|
|
|
246 |
|
Summer BC Holdco B SARL |
|
|
|
|
|
|
|
|
5.750%, 10/31/2026 |
|
EUR |
237 |
|
|
|
251 |
|
Tapestry |
|
|
|
|
|
|
|
|
7.000%, 11/27/2026 |
|
$ |
106 |
|
|
|
110 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
4.500%, 09/15/2042 |
|
|
330 |
|
|
|
259 |
|
Wynn Macau |
|
|
|
|
|
|
|
|
5.625%, 08/26/2028 (D) |
|
|
348 |
|
|
|
322 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
6,775 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.7% |
|
|
|
|
Altria Group |
|
|
|
|
|
|
|
|
3.400%, 05/06/2030 |
|
|
745 |
|
|
|
680 |
|
BAT Capital |
|
|
|
|
|
|
|
|
6.421%, 08/02/2033 |
|
|
122 |
|
|
|
127 |
|
4.906%, 04/02/2030 |
|
|
467 |
|
|
|
459 |
|
2.259%, 03/25/2028 |
|
|
1,028 |
|
|
|
920 |
|
Cargill |
|
|
|
|
|
|
|
|
5.125%, 10/11/2032 (D) |
|
|
239 |
|
|
|
245 |
|
JBS USA LUX |
|
|
|
|
|
|
|
|
6.750%, 03/15/2034 (D) |
|
|
286 |
|
|
|
301 |
|
Natura & Luxembourg Holdings SARL |
|
|
|
|
|
|
|
|
6.000%, 04/19/2029 (D) |
|
|
392 |
|
|
|
376 |
|
Philip Morris International |
|
|
|
|
|
|
|
|
5.625%, 11/17/2029 |
|
|
110 |
|
|
|
116 |
|
5.375%, 02/15/2033 |
|
|
549 |
|
|
|
563 |
|
4.875%, 02/13/2026 |
|
|
582 |
|
|
|
584 |
|
Pilgrim's Pride |
|
|
|
|
|
|
|
|
6.875%, 05/15/2034 |
|
|
335 |
|
|
|
362 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Virgolino de Oliveira Finance |
|
|
|
|
|
|
|
|
10.500%, 01/28/2018 (D)(E) |
|
$ |
660 |
|
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,733 |
|
| |
|
|
|
|
|
|
|
|
Energy — 0.5% |
|
|
|
|
Continental Resources |
|
|
|
|
|
|
|
|
2.268%, 11/15/2026 (D) |
|
|
1,050 |
|
|
|
966 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
8.625%, 01/19/2029 |
|
|
512 |
|
|
|
546 |
|
Oleoducto Central |
|
|
|
|
|
|
|
|
4.000%, 07/14/2027 (D) |
|
|
221 |
|
|
|
205 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.050%, 09/01/2033 |
|
|
203 |
|
|
|
215 |
|
ONEOK Partners |
|
|
|
|
|
|
|
|
6.125%, 02/01/2041 |
|
|
63 |
|
|
|
66 |
|
Ovintiv |
|
|
|
|
|
|
|
|
6.500%, 02/01/2038 |
|
|
49 |
|
|
|
50 |
|
6.250%, 07/15/2033 |
|
|
107 |
|
|
|
111 |
|
Var Energi |
|
|
|
|
|
|
|
|
8.000%, 11/15/2032 (D) |
|
|
403 |
|
|
|
451 |
|
7.500%, 01/15/2028 (D) |
|
|
314 |
|
|
|
333 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,943 |
|
| |
|
|
|
|
|
|
|
|
Financials — 2.7% |
|
|
|
|
ABN AMRO Bank MTN |
|
|
|
|
|
|
|
|
4.750%, 07/28/2025 (D) |
|
|
269 |
|
|
|
264 |
|
AIB Group MTN |
|
|
|
|
|
|
|
|
4.263%, US0003M + 1.874%, 04/10/2025 (C)(D) |
|
|
438 |
|
|
|
436 |
|
Aircastle |
|
|
|
|
|
|
|
|
4.125%, 05/01/2024 |
|
|
181 |
|
|
|
180 |
|
Ally Financial |
|
|
|
|
|
|
|
|
6.992%, SOFRRATE + 3.260%, 06/13/2029 (C) |
|
|
259 |
|
|
|
267 |
|
Aviation Capital Group |
|
|
|
|
|
|
|
|
6.375%, 07/15/2030 (D) |
|
|
206 |
|
|
|
212 |
|
5.500%, 12/15/2024 (D) |
|
|
352 |
|
|
|
350 |
|
4.875%, 10/01/2025 (D) |
|
|
182 |
|
|
|
178 |
|
4.375%, 01/30/2024 (D) |
|
|
161 |
|
|
|
161 |
|
4.125%, 08/01/2025 (D) |
|
|
6 |
|
|
|
6 |
|
3.500%, 11/01/2027 (D) |
|
|
165 |
|
|
|
152 |
|
1.950%, 01/30/2026 (D) |
|
|
480 |
|
|
|
445 |
|
1.950%, 09/20/2026 (D) |
|
|
153 |
|
|
|
139 |
|
Banco de Credito del Peru S.A. MTN |
|
|
|
|
|
|
|
|
3.125%, H15T5Y + 3.000%, 07/01/2030 (C)(D) |
|
|
755 |
|
|
|
718 |
|
Banco Santander |
|
|
|
|
|
|
|
|
9.625%, H15T5Y + 5.298%(C)(F) |
|
|
200 |
|
|
|
219 |
|
6.921%, 08/08/2033 |
|
|
400 |
|
|
|
426 |
|
BNP Paribas, Strike Price 115245 |
|
|
|
|
|
|
|
|
7.375%, USSW5 + 5.150%(C)(F) |
|
|
200 |
|
|
|
200 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
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 (C)(D) |
|
$ |
343 |
|
|
$ |
352 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
6.377%, SOFRRATE + 2.860%, 06/08/2034 (C) |
|
|
486 |
|
|
|
500 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
4.000%, H15T5Y + 3.168%(C)(F) |
|
|
756 |
|
|
|
666 |
|
Citigroup |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.211%(C)(F) |
|
|
33 |
|
|
|
34 |
|
4.000%, H15T5Y + 3.597%(C)(F) |
|
|
359 |
|
|
|
330 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
6.316%, SOFRRATE + 1.860%, 10/03/2029 (C)(D) |
|
|
252 |
|
|
|
264 |
|
Deutsche Bank NY |
|
|
|
|
|
|
|
|
7.146%, SOFRRATE + 2.520%, 07/13/2027 (C) |
|
|
177 |
|
|
|
184 |
|
3.961%, SOFRRATE + 2.581%, 11/26/2025 (C) |
|
|
315 |
|
|
|
310 |
|
2.129%, SOFRRATE + 1.870%, 11/24/2026 (C) |
|
|
347 |
|
|
|
325 |
|
Discover Bank |
|
|
|
|
|
|
|
|
5.974%, USISOA05 + 1.730%, 08/09/2028 (C) |
|
|
475 |
|
|
|
457 |
|
Goldman Sachs Group |
|
|
|
|
|
|
|
|
8.505%, TSFR3M + 3.136%(C)(F) |
|
|
122 |
|
|
|
122 |
|
4.125%, H15T5Y + 2.949%(C)(F) |
|
|
328 |
|
|
|
292 |
|
Intesa Sanpaolo |
|
|
|
|
|
|
|
|
7.200%, 11/28/2033 (D) |
|
|
327 |
|
|
|
349 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
7.500%, USISDA05 + 4.496%(C)(F) |
|
|
735 |
|
|
|
720 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
7.953%, H15T1Y + 3.750%, 11/15/2033 (C) |
|
|
604 |
|
|
|
690 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
0.406%, 10/29/2027 (C) |
|
EUR |
480 |
|
|
|
487 |
|
Nationwide Building Society MTN |
|
|
|
|
|
|
|
|
2.972%, SOFRRATE + 1.290%, 02/16/2028 (C)(D) |
|
$ |
319 |
|
|
|
297 |
|
NatWest Group |
|
|
|
|
|
|
|
|
4.269%, US0003M + 1.762%, 03/22/2025 (C) |
|
|
569 |
|
|
|
567 |
|
OEC Finance |
|
|
|
|
|
|
|
|
7.125%cash/0% PIK, 12/26/2046 (D) |
|
|
309 |
|
|
|
19 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
8.679%, TSFR3M + 3.302%(C)(F) |
|
|
174 |
|
|
|
173 |
|
6.875%, SOFRRATE + 2.284%, 10/20/2034 (C) |
|
|
171 |
|
|
|
190 |
|
S&P Global |
|
|
|
|
|
|
|
|
4.250%, 05/01/2029 |
|
|
166 |
|
|
|
165 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
4.260%, SOFRINDX + 1.380%, 06/09/2025 (C) |
|
|
196 |
|
|
|
194 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.490%, SOFRRATE + 1.249%, 01/06/2028 (C) |
|
$ |
67 |
|
|
$ |
61 |
|
Santander UK Group Holdings |
|
|
|
|
|
|
|
|
6.833%, SOFRRATE + 2.749%, 11/21/2026 (C) |
|
|
603 |
|
|
|
614 |
|
Standard Chartered |
|
|
|
|
|
|
|
|
7.162%, US0003M + 1.510%(C)(D)(F) |
|
|
400 |
|
|
|
383 |
|
6.000%, H15T5Y + 5.661%(C)(D)(F) |
|
|
552 |
|
|
|
542 |
|
3.971%, H15T1Y + 1.650%, 03/30/2026 (C)(D) |
|
|
239 |
|
|
|
233 |
|
Svenska Handelsbanken |
|
|
|
|
|
|
|
|
4.750%, H15T5Y + 4.048%(C)(F) |
|
|
800 |
|
|
|
658 |
|
Swiss Re Finance Luxembourg |
|
|
|
|
|
|
|
|
5.000%, H15T5Y + 3.582%, 04/02/2049 (C) |
|
|
200 |
|
|
|
191 |
|
Synchrony Financial |
|
|
|
|
|
|
|
|
4.875%, 06/13/2025 |
|
|
118 |
|
|
|
116 |
|
4.500%, 07/23/2025 |
|
|
120 |
|
|
|
117 |
|
3.950%, 12/01/2027 |
|
|
118 |
|
|
|
110 |
|
2.875%, 10/28/2031 |
|
|
328 |
|
|
|
263 |
|
UBS Group |
|
|
|
|
|
|
|
|
9.250%, H15T5Y + 4.745%(C)(D)(F) |
|
|
240 |
|
|
|
259 |
|
9.250%, H15T5Y + 4.758%(C)(D)(F) |
|
|
301 |
|
|
|
333 |
|
UniCredit |
|
|
|
|
|
|
|
|
2.569%, H15T1Y + 2.300%, 09/22/2026 (C)(D) |
|
|
519 |
|
|
|
488 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.300%, TSFR3M + 3.176%(C)(F) |
|
|
474 |
|
|
|
425 |
|
Wells Fargo |
|
|
|
|
|
|
|
|
7.625%, H15T5Y + 3.606%(C)(F) |
|
|
60 |
|
|
|
63 |
|
3.900%, H15T5Y + 3.453%(C)(F) |
|
|
327 |
|
|
|
302 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
17,198 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.1% |
|
|
|
|
Bayer US Finance |
|
|
|
|
|
|
|
|
6.125%, 11/21/2026 (D) |
|
|
326 |
|
|
|
331 |
|
Organon & Co |
|
|
|
|
|
|
|
|
2.875%, 04/30/2028 |
|
EUR |
200 |
|
|
|
203 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
534 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 0.7% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
6.500%, 07/15/2025 |
|
$ |
190 |
|
|
|
192 |
|
APCOA Parking Holdings GmbH |
|
|
|
|
|
|
|
|
4.625%, 01/15/2027 |
|
EUR |
237 |
|
|
|
245 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
4.750%, 10/20/2028 (D) |
|
$ |
475 |
|
|
|
467 |
|
4.500%, 10/20/2025 (D) |
|
|
272 |
|
|
|
268 |
|
Embraer Netherlands Finance BV |
|
|
|
|
|
|
|
|
5.400%, 02/01/2027 |
|
|
670 |
|
|
|
666 |
|
ENA Master Trust |
|
|
|
|
|
|
|
|
4.000%, 05/19/2048 (D) |
|
|
272 |
|
|
|
191 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Flowserve |
|
|
|
|
|
|
|
|
2.800%, 01/15/2032 |
|
$ |
246 |
|
|
$ |
203 |
|
Honeywell International |
|
|
|
|
|
|
|
|
4.125%, 11/02/2034 |
|
EUR |
810 |
|
|
|
950 |
|
Lima Metro Line 2 Finance |
|
|
|
|
|
|
|
|
5.875%, 07/05/2034 |
|
$ |
200 |
|
|
|
197 |
|
4.350%, 04/05/2036 (D) |
|
|
197 |
|
|
|
181 |
|
Odebrecht Holdco Finance |
|
|
|
|
|
|
|
|
0.000%, 09/10/2058 (B)(D) |
|
|
294 |
|
|
|
– |
|
Regal Rexnord |
|
|
|
|
|
|
|
|
6.050%, 02/15/2026 (D) |
|
|
789 |
|
|
|
798 |
|
TK Elevator Midco GmbH |
|
|
|
|
|
|
|
|
4.375%, 07/15/2027 |
|
EUR |
125 |
|
|
|
134 |
|
Westinghouse Air Brake Technologies |
|
|
|
|
|
|
|
|
3.200%, 06/15/2025 |
|
$ |
141 |
|
|
|
136 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,628 |
|
| |
|
|
|
|
|
|
|
|
Information Technology — 0.4% |
|
|
|
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (D) |
|
|
535 |
|
|
|
518 |
|
3.137%, 11/15/2035 (D) |
|
|
154 |
|
|
|
126 |
|
Kyndryl Holdings |
|
|
|
|
|
|
|
|
2.050%, 10/15/2026 |
|
|
631 |
|
|
|
574 |
|
NXP BV |
|
|
|
|
|
|
|
|
5.550%, 12/01/2028 |
|
|
317 |
|
|
|
326 |
|
Prosus |
|
|
|
|
|
|
|
|
3.257%, 01/19/2027 (D) |
|
|
264 |
|
|
|
244 |
|
Tencent Holdings MTN |
|
|
|
|
|
|
|
|
3.240%, 06/03/2050 (D) |
|
|
439 |
|
|
|
293 |
|
TSMC Arizona |
|
|
|
|
|
|
|
|
3.875%, 04/22/2027 |
|
|
406 |
|
|
|
397 |
|
Western Digital |
|
|
|
|
|
|
|
|
3.100%, 02/01/2032 |
|
|
35 |
|
|
|
28 |
|
2.850%, 02/01/2029 |
|
|
157 |
|
|
|
135 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,641 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.1% |
|
|
|
|
Freeport Indonesia MTN |
|
|
|
|
|
|
|
|
4.763%, 04/14/2027 (D) |
|
|
243 |
|
|
|
239 |
|
Glencore Funding |
|
|
|
|
|
|
|
|
6.500%, 10/06/2033 (D) |
|
|
56 |
|
|
|
61 |
|
5.400%, 05/08/2028 (D) |
|
|
261 |
|
|
|
266 |
|
Volcan Cia Minera SAA |
|
|
|
|
|
|
|
|
4.375%, 02/11/2026 (D) |
|
|
81 |
|
|
|
50 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
616 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.1% |
|
|
|
|
American Tower |
|
|
|
|
|
|
|
|
3.650%, 03/15/2027 |
|
|
235 |
|
|
|
226 |
|
Vornado Realty |
|
|
|
|
|
|
|
|
2.150%, 06/01/2026 |
|
|
403 |
|
|
|
363 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
589 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Utilities — 0.5% |
|
|
|
|
AES Panama Generation Holdings SRL |
|
|
|
|
|
|
|
|
4.375%, 05/31/2030 (D) |
|
$ |
299 |
|
|
$ |
251 |
|
Alexander Funding Trust II |
|
|
|
|
|
|
|
|
7.467%, 07/31/2028 (D) |
|
|
104 |
|
|
|
109 |
|
Comision Federal de Electricidad |
|
|
|
|
|
|
|
|
4.688%, 05/15/2029 (D) |
|
|
268 |
|
|
|
252 |
|
Duke Energy Carolinas NC Storm Funding |
|
|
|
|
|
|
|
|
2.617%, 07/01/2041 |
|
|
403 |
|
|
|
313 |
|
Electricite de France |
|
|
|
|
|
|
|
|
9.125%, H15T5Y + 5.411%(C)(D)(F) |
|
|
238 |
|
|
|
266 |
|
Enel Finance International |
|
|
|
|
|
|
|
|
7.500%, 10/14/2032 (D) |
|
|
400 |
|
|
|
456 |
|
Engie Energia Chile |
|
|
|
|
|
|
|
|
3.400%, 01/28/2030 |
|
|
390 |
|
|
|
335 |
|
NRG Energy |
|
|
|
|
|
|
|
|
7.000%, 03/15/2033 (D) |
|
|
421 |
|
|
|
445 |
|
Terraform Global Operating |
|
|
|
|
|
|
|
|
6.125%, 03/01/2026 (D) |
|
|
74 |
|
|
|
73 |
|
Vistra |
|
|
|
|
|
|
|
|
7.000%, H15T5Y + 5.740%(C)(D)(F) |
|
|
286 |
|
|
|
282 |
|
Vistra Operations |
|
|
|
|
|
|
|
|
6.950%, 10/15/2033 (D) |
|
|
199 |
|
|
|
209 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
2,991 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $48,480) ($ Thousands) |
|
|
|
|
|
|
46,327 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 4.4% |
Automotive — 1.6% |
|
|
|
|
| |
|
|
|
|
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B |
|
|
|
|
|
|
|
|
6.090%, 11/12/2027(D) |
|
|
897 |
|
|
|
902 |
|
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A |
|
|
|
|
|
|
|
|
5.840%, 10/19/2026 |
|
|
642 |
|
|
|
642 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-3A, Cl A |
|
|
|
|
|
|
|
|
5.440%, 02/22/2028(D) |
|
|
554 |
|
|
|
558 |
|
Avis Budget Rental Car Funding AESOP, Ser 2023-5A, Cl B |
|
|
|
|
|
|
|
|
6.120%, 04/20/2028(D) |
|
|
424 |
|
|
|
425 |
|
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |
|
|
|
|
|
|
|
|
1.020%, 06/12/2028 |
|
|
80 |
|
|
|
75 |
|
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |
|
|
|
|
|
|
|
|
2.300%, 09/11/2028 |
|
|
316 |
|
|
|
303 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |
|
|
|
|
|
|
|
|
2.610%, 09/11/2028 |
|
$ |
441 |
|
|
$ |
388 |
|
CPS Auto Receivables Trust, Ser 2022-A, Cl C |
|
|
|
|
|
|
|
|
2.170%, 04/16/2029(D) |
|
|
611 |
|
|
|
593 |
|
FHF Trust, Ser 2021-2A, Cl A |
|
|
|
|
|
|
|
|
0.830%, 12/15/2026(D) |
|
|
98 |
|
|
|
95 |
|
FHF Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.570%, 06/15/2028(D) |
|
|
369 |
|
|
|
367 |
|
Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |
|
|
|
|
|
|
|
|
5.760%, 04/15/2027(D) |
|
|
596 |
|
|
|
595 |
|
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |
|
|
|
|
|
|
|
|
2.310%, 10/17/2033(D) |
|
|
605 |
|
|
|
550 |
|
Hertz Vehicle Financing III, Ser 2022-1A, Cl C |
|
|
|
|
|
|
|
|
2.630%, 06/25/2026(D) |
|
|
620 |
|
|
|
588 |
|
LAD Auto Receivables Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.300%, 08/17/2026(D) |
|
|
94 |
|
|
|
93 |
|
LAD Auto Receivables Trust, Ser 2022-1A, Cl A |
|
|
|
|
|
|
|
|
5.210%, 06/15/2027(D) |
|
|
380 |
|
|
|
378 |
|
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
6.920%, 08/15/2028(D) |
|
|
1,107 |
|
|
|
1,113 |
|
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2 |
|
|
|
|
|
|
|
|
7.090%, 10/16/2028(D) |
|
|
463 |
|
|
|
466 |
|
Prestige Auto Receivables Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
5.900%, 07/15/2025(D) |
|
|
124 |
|
|
|
124 |
|
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |
|
|
|
|
|
|
|
|
5.380%, 11/25/2030(D) |
|
|
513 |
|
|
|
508 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |
|
|
|
|
|
|
|
|
5.281%, 05/15/2032(D) |
|
|
375 |
|
|
|
371 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |
|
|
|
|
|
|
|
|
5.721%, 08/16/2032(D) |
|
|
330 |
|
|
|
329 |
|
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |
|
|
|
|
|
|
|
|
6.451%, 12/15/2032(D) |
|
|
434 |
|
|
|
435 |
|
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A |
|
|
|
|
|
|
|
|
5.870%, 07/15/2026(D) |
|
|
644 |
|
|
|
644 |
|
| |
|
|
|
|
|
|
10,542 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Credit Cards — 0.2% |
|
|
|
|
| |
|
|
|
|
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A |
|
|
|
|
|
|
|
|
4.630%, 07/15/2025(D) |
|
$ |
1,010 |
|
|
$ |
1,001 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 2.6% |
|
|
|
|
| |
|
|
|
|
AB Issuer, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.734%, 07/30/2051(D) |
|
|
825 |
|
|
|
718 |
|
ACHV ABS TRUST, Ser 2023-3PL, Cl A |
|
|
|
|
|
|
|
|
6.600%, 08/19/2030(D) |
|
|
283 |
|
|
|
283 |
|
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |
|
|
|
|
|
|
|
|
1.070%, 08/15/2025(D) |
|
|
32 |
|
|
|
31 |
|
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |
|
|
|
|
|
|
|
|
1.170%, 11/16/2026(D) |
|
|
53 |
|
|
|
51 |
|
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |
|
|
|
|
|
|
|
|
1.750%, 02/15/2027(D) |
|
|
49 |
|
|
|
49 |
|
AGL CLO 12, Ser 2021-12A, Cl A1 |
|
|
|
|
|
|
|
|
6.837%, TSFR3M + 1.422%, 07/20/2034(C)(D) |
|
|
970 |
|
|
|
969 |
|
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2 |
|
|
|
|
|
|
|
|
5.300%, 06/21/2028(D) |
|
|
257 |
|
|
|
256 |
|
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |
|
|
|
|
|
|
|
|
2.080%, 02/15/2027(D) |
|
|
185 |
|
|
|
179 |
|
Balboa Bay Loan Funding, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
6.877%, TSFR3M + 1.462%, 07/20/2034(C)(D) |
|
|
589 |
|
|
|
589 |
|
Ballyrock CLO 15, Ser 2021-1A, Cl C |
|
|
|
|
|
|
|
|
8.756%, TSFR3M + 3.362%, 04/15/2034(C)(D) |
|
|
600 |
|
|
|
585 |
|
Cajun Global, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
3.931%, 11/20/2051(D) |
|
|
179 |
|
|
|
159 |
|
College Ave Student Loans, Ser 2021-C, Cl B |
|
|
|
|
|
|
|
|
2.720%, 07/26/2055(D) |
|
|
232 |
|
|
|
203 |
|
Dext ABS, Ser 2023-1, Cl A2 |
|
|
|
|
|
|
|
|
5.990%, 03/15/2032(D) |
|
|
923 |
|
|
|
917 |
|
Diamond Issuer, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
2.305%, 11/20/2051(D) |
|
|
839 |
|
|
|
739 |
|
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.662%, 04/25/2051(D) |
|
|
452 |
|
|
|
400 |
|
Dryden 78 CLO, Ser 2020-78A, Cl C |
|
|
|
|
|
|
|
|
7.614%, TSFR3M + 2.212%, 04/17/2033(C)(D) |
|
|
620 |
|
|
|
605 |
|
Dryden 78 CLO, Ser 2020-78A, Cl D |
|
|
|
|
|
|
|
|
8.664%, TSFR3M + 3.262%, 04/17/2033(C)(D) |
|
|
320 |
|
|
|
314 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Flatiron CLO 21, Ser 2021-1A, Cl D |
|
|
|
|
|
|
|
|
8.558%, TSFR3M + 3.162%, 07/19/2034(C)(D) |
|
$ |
620 |
|
|
$ |
606 |
|
GCI Funding I, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
2.380%, 06/18/2046(D) |
|
|
253 |
|
|
|
223 |
|
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |
|
|
|
|
|
|
|
|
6.747%, TSFR3M + 1.332%, 04/20/2034(C)(D) |
|
|
651 |
|
|
|
649 |
|
Hardee's Funding, Ser 2018-1A, Cl A23 |
|
|
|
|
|
|
|
|
5.710%, 06/20/2048(D) |
|
|
379 |
|
|
|
352 |
|
Hardee's Funding, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.981%, 12/20/2050(D) |
|
|
264 |
|
|
|
232 |
|
HFX, Ser 2017-1A |
|
|
|
|
|
|
|
|
3.647%, 03/15/2035 |
|
|
830 |
|
|
|
807 |
|
Magnetite XXVI, Ser 2021-26A, Cl A1R |
|
|
|
|
|
|
|
|
6.760%, TSFR3M + 1.382%, 07/25/2034(C)(D) |
|
|
1,127 |
|
|
|
1,124 |
|
MVW, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
1.830%, 05/20/2039(D) |
|
|
240 |
|
|
|
219 |
|
Neighborly Issuer, Ser 2021-1A, Cl A2 |
|
|
|
|
|
|
|
|
3.584%, 04/30/2051(D) |
|
|
321 |
|
|
|
278 |
|
Neighborly Issuer, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.308%, 01/30/2053(D) |
|
|
776 |
|
|
|
775 |
|
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |
|
|
|
|
|
|
|
|
1.630%, 04/20/2062(D) |
|
|
181 |
|
|
|
165 |
|
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A |
|
|
|
|
|
|
|
|
6.756%, TSFR3M + 1.362%, 07/16/2035(C)(D) |
|
|
1,141 |
|
|
|
1,136 |
|
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |
|
|
|
|
|
|
|
|
6.794%, TSFR3M + 1.392%, 07/17/2035(C)(D) |
|
|
690 |
|
|
|
689 |
|
NMEF Funding, Ser 2022-B, Cl A2 |
|
|
|
|
|
|
|
|
6.070%, 06/15/2029(D) |
|
|
273 |
|
|
|
275 |
|
OCP CLO, Ser 2021-18A, Cl AR |
|
|
|
|
|
|
|
|
6.767%, TSFR3M + 1.352%, 07/20/2032(C)(D) |
|
|
849 |
|
|
|
849 |
|
Octane Receivables Trust, Ser 2021-2A, Cl B |
|
|
|
|
|
|
|
|
2.020%, 09/20/2028(D) |
|
|
636 |
|
|
|
598 |
|
Rad CLO 7, Ser 2020-7A, Cl C |
|
|
|
|
|
|
|
|
7.664%, TSFR3M + 2.262%, 04/17/2033(C)(D) |
|
|
280 |
|
|
|
276 |
|
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |
|
|
|
|
|
|
|
|
1.680%, 02/15/2051(D) |
|
|
375 |
|
|
|
339 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Upstart Securitization Trust, Ser 2021-3, Cl B |
|
|
|
|
|
|
|
|
1.660%, 07/20/2031(D) |
|
$ |
345 |
|
|
$ |
340 |
|
| |
|
|
|
|
|
|
16,979 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $29,430) ($ Thousands) |
|
|
|
|
|
|
28,522 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MORTGAGE-BACKED SECURITIES — 4.3% |
Agency Mortgage-Backed Obligations — 0.8% |
|
|
|
|
FHLMC CMO, Ser 2017-4693, Cl SL, IO |
|
|
|
|
|
|
|
|
0.697%, 06/15/2047(C) |
|
|
976 |
|
|
|
139 |
|
FHLMC CMO, Ser 2020-4981, Cl HS, IO |
|
|
|
|
|
|
|
|
0.648%, 06/25/2050(C) |
|
|
1,940 |
|
|
|
217 |
|
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.437%, SOFR30A + 2.100%, 04/25/2043(C)(D) |
|
|
357 |
|
|
|
362 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.837%, SOFR30A + 1.500%, 10/25/2041(C)(D) |
|
|
1,079 |
|
|
|
1,070 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |
|
|
|
|
|
|
|
|
7.537%, SOFR30A + 2.200%, 05/25/2042(C)(D) |
|
|
510 |
|
|
|
517 |
|
FNMA |
|
|
|
|
|
|
|
|
3.000%, 02/01/2052 |
|
|
2,108 |
|
|
|
1,880 |
|
FNMA CMO, Ser 2014-78, Cl SE, IO |
|
|
|
|
|
|
|
|
0.648%, 12/25/2044(C) |
|
|
747 |
|
|
|
85 |
|
FNMA CMO, Ser 2016-77, Cl DS, IO |
|
|
|
|
|
|
|
|
0.548%, 10/25/2046(C) |
|
|
733 |
|
|
|
83 |
|
FNMA CMO, Ser 2017-62, Cl AS, IO |
|
|
|
|
|
|
|
|
0.698%, 08/25/2047(C) |
|
|
832 |
|
|
|
106 |
|
FNMA CMO, Ser 2017-97, Cl LS, IO |
|
|
|
|
|
|
|
|
0.748%, 12/25/2047(C) |
|
|
1,156 |
|
|
|
159 |
|
GNMA CMO, Ser 2017-122, Cl SA, IO |
|
|
|
|
|
|
|
|
0.728%, 08/20/2047(C) |
|
|
595 |
|
|
|
78 |
|
GNMA CMO, Ser 2017-134, Cl SE, IO |
|
|
|
|
|
|
|
|
0.728%, 09/20/2047(C) |
|
|
501 |
|
|
|
54 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
4,750 |
|
Non-Agency Mortgage-Backed Obligations — 3.5% |
|
|
|
|
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |
|
|
|
|
|
|
|
|
5.500%, 07/25/2035 |
|
|
42 |
|
|
|
30 |
|
Alternative Loan Trust, Ser 2006-24CB, Cl A16 |
|
|
|
|
|
|
|
|
5.750%, 08/25/2036 |
|
|
233 |
|
|
|
128 |
|
Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |
|
|
|
|
|
|
|
|
5.500%, 02/25/2036 |
|
|
95 |
|
|
|
66 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
AREIT Trust, Ser 2022-CRE6, Cl A |
|
|
|
|
|
|
|
|
6.588%, SOFR30A + 1.250%, 01/20/2037(C)(D) |
|
$ |
1,262 |
|
|
$ |
1,234 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |
|
|
|
|
|
|
|
|
3.534%, 03/10/2037(C)(D) |
|
|
365 |
|
|
|
268 |
|
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |
|
|
|
|
|
|
|
|
6.409%, TSFR1M + 1.047%, 11/15/2033(C)(D) |
|
|
1,610 |
|
|
|
1,547 |
|
BBCMS Mortgage Trust, Ser 2020-BID, Cl A |
|
|
|
|
|
|
|
|
7.617%, TSFR1M + 2.254%, 10/15/2037(C)(D) |
|
|
779 |
|
|
|
770 |
|
Bellemeade Re, Ser 2019-3A, Cl M1C |
|
|
|
|
|
|
|
|
7.420%, TSFR1M + 2.064%, 07/25/2029(C)(D) |
|
|
174 |
|
|
|
174 |
|
Bellemeade Re, Ser 2022-2, Cl M1A |
|
|
|
|
|
|
|
|
9.337%, SOFR30A + 4.000%, 09/27/2032(C)(D) |
|
|
978 |
|
|
|
1,000 |
|
BFLD Trust, Ser 2021-FPM, Cl A |
|
|
|
|
|
|
|
|
7.077%, TSFR1M + 1.714%, 06/15/2038(C)(D) |
|
|
1,189 |
|
|
|
1,161 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |
|
|
|
|
|
|
|
|
7.558%, TSFR1M + 2.196%, 04/15/2034(C)(D) |
|
|
656 |
|
|
|
644 |
|
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |
|
|
|
|
|
|
|
|
7.308%, TSFR1M + 1.946%, 04/15/2034(C)(D) |
|
|
162 |
|
|
|
160 |
|
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |
|
|
|
|
|
|
|
|
6.000%, 07/25/2037 |
|
|
89 |
|
|
|
41 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2036 |
|
|
121 |
|
|
|
56 |
|
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |
|
|
|
|
|
|
|
|
6.250%, 09/25/2036 |
|
|
58 |
|
|
|
26 |
|
COMM Mortgage Trust, Ser 2010-C1, Cl D |
|
|
|
|
|
|
|
|
5.792%, 07/10/2046(C)(D) |
|
|
580 |
|
|
|
534 |
|
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2 |
|
|
|
|
|
|
|
|
7.852%, SOFR30A + 2.514%, 04/25/2031(C)(D) |
|
|
6 |
|
|
|
6 |
|
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2 |
|
|
|
|
|
|
|
|
7.552%, SOFR30A + 2.214%, 10/25/2039(C)(D) |
|
|
5 |
|
|
|
5 |
|
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.452%, SOFR30A + 2.114%, 01/25/2040(C)(D) |
|
|
94 |
|
|
|
95 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
6.987%, SOFR30A + 1.650%, 12/25/2041(C)(D) |
|
$ |
319 |
|
|
$ |
315 |
|
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |
|
|
|
|
|
|
|
|
7.237%, SOFR30A + 1.900%, 12/25/2041(C)(D) |
|
|
1,023 |
|
|
|
1,025 |
|
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |
|
|
|
|
|
|
|
|
8.837%, SOFR30A + 3.500%, 03/25/2042(C)(D) |
|
|
838 |
|
|
|
875 |
|
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |
|
|
|
|
|
|
|
|
8.437%, SOFR30A + 3.100%, 03/25/2042(C)(D) |
|
|
211 |
|
|
|
218 |
|
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |
|
|
|
|
|
|
|
|
7.637%, SOFR30A + 2.300%, 01/25/2043(C)(D) |
|
|
399 |
|
|
|
409 |
|
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1 |
|
|
|
|
|
|
|
|
7.637%, SOFR30A + 2.300%, 05/25/2043(C)(D) |
|
|
760 |
|
|
|
776 |
|
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1 |
|
|
|
|
|
|
|
|
7.237%, SOFR30A + 1.900%, 06/25/2043(C)(D) |
|
|
705 |
|
|
|
710 |
|
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |
|
|
|
|
|
|
|
|
5.850%, TSFR1M + 0.494%, 12/25/2036(C) |
|
|
321 |
|
|
|
102 |
|
Eagle RE, Ser 2023-1, Cl M1A |
|
|
|
|
|
|
|
|
7.337%, SOFR30A + 2.000%, 09/26/2033(C)(D) |
|
|
511 |
|
|
|
512 |
|
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |
|
|
|
|
|
|
|
|
7.337%, SOFR30A + 2.000%, 01/25/2051(C)(D) |
|
|
72 |
|
|
|
70 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
8.137%, SOFR30A + 2.800%, 10/25/2050(C)(D) |
|
|
191 |
|
|
|
194 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |
|
|
|
|
|
|
|
|
6.987%, SOFR30A + 1.650%, 01/25/2034(C)(D) |
|
|
186 |
|
|
|
187 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2 |
|
|
|
|
|
|
|
|
7.137%, SOFR30A + 1.800%, 11/25/2041(C)(D) |
|
|
1,042 |
|
|
|
1,029 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |
|
|
|
|
|
|
|
|
7.687%, SOFR30A + 2.350%, 12/25/2041(C)(D) |
|
$ |
668 |
|
|
$ |
658 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |
|
|
|
|
|
|
|
|
7.187%, SOFR30A + 1.850%, 01/25/2042(C)(D) |
|
|
542 |
|
|
|
542 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
6.337%, SOFR30A + 1.000%, 01/25/2042(C)(D) |
|
|
393 |
|
|
|
391 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |
|
|
|
|
|
|
|
|
8.287%, SOFR30A + 2.950%, 06/25/2042(C)(D) |
|
|
628 |
|
|
|
645 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |
|
|
|
|
|
|
|
|
7.837%, SOFR30A + 2.500%, 03/25/2052(C)(D) |
|
|
889 |
|
|
|
903 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A |
|
|
|
|
|
|
|
|
7.437%, SOFR30A + 2.100%, 03/25/2043(C)(D) |
|
|
463 |
|
|
|
470 |
|
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A |
|
|
|
|
|
|
|
|
7.337%, SOFR30A + 2.000%, 05/25/2043(C)(D) |
|
|
727 |
|
|
|
734 |
|
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2 |
|
|
|
|
|
|
|
|
7.402%, SOFR30A + 2.064%, 10/25/2049(C)(D) |
|
|
4 |
|
|
|
4 |
|
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |
|
|
|
|
|
|
|
|
11.152%, SOFR30A + 5.814%, 04/25/2028(C) |
|
|
85 |
|
|
|
90 |
|
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2 |
|
|
|
|
|
|
|
|
8.302%, SOFR30A + 2.964%, 11/25/2029(C) |
|
|
385 |
|
|
|
395 |
|
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |
|
|
|
|
|
|
|
|
7.337%, SOFR30A + 2.000%, 11/25/2041(C)(D) |
|
|
469 |
|
|
|
465 |
|
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |
|
|
|
|
|
|
|
|
5.153%, 08/10/2044(C)(D) |
|
|
13 |
|
|
|
4 |
|
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D |
|
|
|
|
|
|
|
|
5.056%, 01/10/2047(C)(D) |
|
|
273 |
|
|
|
67 |
|
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1 |
|
|
|
|
|
|
|
|
2.638%, 08/17/2026 |
|
|
26 |
|
|
|
24 |
|
2.435%, 08/17/2026 |
|
|
769 |
|
|
|
742 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
1.433%, 08/17/2026 |
|
$ |
295 |
|
|
$ |
284 |
|
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |
|
|
|
|
|
|
|
|
5.970%, TSFR1M + 0.614%, 03/25/2035(C) |
|
|
50 |
|
|
|
40 |
|
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |
|
|
|
|
|
|
|
|
0.781%, 09/15/2047(C) |
|
|
13,973 |
|
|
|
27 |
|
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3 |
|
|
|
|
|
|
|
|
7.570%, TSFR1M + 2.214%, 04/25/2047(C)(D) |
|
|
83 |
|
|
|
81 |
|
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |
|
|
|
|
|
|
|
|
5.452%, 09/15/2039(C) |
|
|
125 |
|
|
|
48 |
|
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |
|
|
|
|
|
|
|
|
2.579%, 03/10/2049(D) |
|
|
181 |
|
|
|
177 |
|
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |
|
|
|
|
|
|
|
|
6.941%, TSFR1M + 1.579%, 07/15/2036(C)(D) |
|
|
266 |
|
|
|
241 |
|
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |
|
|
|
|
|
|
|
|
9.221%, TSFR1M + 3.864%, 05/30/2025(C)(D) |
|
|
261 |
|
|
|
261 |
|
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |
|
|
|
|
|
|
|
|
9.153%, SOFR30A + 3.814%, 11/27/2031(C)(D) |
|
|
30 |
|
|
|
30 |
|
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |
|
|
|
|
|
|
|
|
8.803%, SOFR30A + 3.464%, 02/25/2025(C)(D) |
|
|
103 |
|
|
|
102 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |
|
|
|
|
|
|
|
|
4.389%, 11/15/2049(C) |
|
|
925 |
|
|
|
804 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |
|
|
|
|
|
|
|
|
10.952%, SOFR30A + 5.614%, 11/25/2025(C)(D) |
|
|
31 |
|
|
|
33 |
|
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |
|
|
|
|
|
|
|
|
10.702%, SOFR30A + 5.364%, 11/25/2025(C)(D) |
|
|
137 |
|
|
|
140 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
22,769 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $29,171) ($ Thousands) |
|
|
|
|
|
|
27,519 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.0% |
FFCB |
|
|
|
|
|
|
|
|
5.560%, SOFRRATE + 0.170%, 01/23/2025(C) |
|
$ |
2,100 |
|
|
$ |
2,102 |
|
5.470%, SOFRRATE + 0.080%, 05/24/2024(C) |
|
|
500 |
|
|
|
500 |
|
5.430%, SOFRRATE + 0.040%, 05/15/2024(C) |
|
|
300 |
|
|
|
300 |
|
FHLB |
|
|
|
|
|
|
|
|
5.550%, SOFRRATE + 0.160%, 07/10/2025(C) |
|
|
800 |
|
|
|
800 |
|
5.530%, SOFRRATE + 0.140%, 04/21/2025(C) |
|
|
1,000 |
|
|
|
1,000 |
|
0.620%, 02/26/2026 |
|
|
200 |
|
|
|
185 |
|
FHLB DN |
|
|
|
|
|
|
|
|
0.000%, 02/02/2024(A)(B) |
|
|
800 |
|
|
|
796 |
|
FHLMC |
|
|
|
|
|
|
|
|
5.150%, 01/27/2026 |
|
|
1,200 |
|
|
|
1,197 |
|
4.200%, 08/28/2025 |
|
|
700 |
|
|
|
693 |
|
0.400%, 05/24/2024 |
|
|
400 |
|
|
|
393 |
|
FNMA |
|
|
|
|
|
|
|
|
5.060%, 02/07/2025 |
|
|
700 |
|
|
|
700 |
|
3.875%, 08/28/2024 |
|
|
800 |
|
|
|
794 |
|
0.625%, 04/22/2025 |
|
|
1,300 |
|
|
|
1,236 |
|
0.500%, 06/17/2025 |
|
|
1,500 |
|
|
|
1,416 |
|
0.375%, 06/14/2024 |
|
|
700 |
|
|
|
685 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
Total U.S. Government Agency Obligations |
|
|
|
|
(Cost $12,995) ($ Thousands) |
|
|
12,797 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.2% |
| |
|
|
|
|
|
|
|
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
3.125%, 04/15/2031 |
|
|
225 |
|
|
|
183 |
|
Dominican Republic International Bond |
|
|
|
|
|
|
|
|
4.875%, 09/23/2032(D) |
|
|
416 |
|
|
|
378 |
|
Magyar Export-Import Bank Zrt |
|
|
|
|
|
|
|
|
6.125%, 12/04/2027(D) |
|
|
753 |
|
|
|
766 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $1,391) ($ Thousands) |
|
|
1,327 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
FOREIGN COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Cameroon — 0.0% |
|
|
|
|
Golar LNG Ltd |
|
|
3,004 |
|
|
|
69 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Canada — 0.0% |
|
|
|
|
Brookfield Infrastructure Corp, Cl A |
|
|
1,190 |
|
|
|
42 |
|
Teekay Tankers Ltd, Cl A |
|
|
700 |
|
|
|
35 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK (continued) |
Ghana — 0.0% |
|
|
|
|
Kosmos Energy Ltd * |
|
|
10,107 |
|
|
$ |
68 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Ireland — 0.0% |
|
|
|
|
Ardmore Shipping Corp |
|
|
1,400 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mexico — 0.0% |
|
|
|
|
Borr Drilling Ltd * |
|
|
8,368 |
|
|
|
61 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Monaco — 0.0% |
|
|
|
|
Scorpio Tankers Inc |
|
|
1,186 |
|
|
|
72 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Norway — 0.0% |
|
|
|
|
FLEX LNG |
|
|
616 |
|
|
|
18 |
|
Seadrill * |
|
|
1,693 |
|
|
|
80 |
|
SFL Corp Ltd |
|
|
3,200 |
|
|
|
36 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
134 |
|
| |
|
|
|
|
|
|
|
|
Puerto Rico — 0.0% |
|
|
|
|
Liberty Latin America Ltd, Cl C * |
|
|
2,300 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
United Kingdom — 0.1% |
|
|
|
|
TechnipFMC PLC |
|
|
10,660 |
|
|
|
215 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock |
|
|
|
|
|
|
|
|
(Cost $557) ($ Thousands) |
|
|
|
|
|
|
733 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
Novartis AG *‡‡ |
|
|
800 |
|
|
|
– |
|
Abiomed Inc *‡‡ |
|
|
408 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 113.8% |
|
|
|
|
|
|
|
|
(Cost $656,950) ($ Thousands) |
|
$ |
736,769 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
COMMON STOCK SOLD SHORT— (13.6)% |
Communication Services — (0.6)% |
|
|
|
|
Cable One Inc |
|
|
(67 |
) |
|
|
(37 |
) |
Charter Communications Inc, Cl A * |
|
|
(1,066 |
) |
|
|
(414 |
) |
Comcast Corp, Cl A |
|
|
(42,952 |
) |
|
|
(1,883 |
) |
Fox Corp, Cl A |
|
|
(2,934 |
) |
|
|
(87 |
) |
Fox Corp, Cl B |
|
|
(1,600 |
) |
|
|
(44 |
) |
Interpublic Group of Cos Inc/The |
|
|
(3,830 |
) |
|
|
(125 |
) |
Liberty Broadband Corp, Cl C * |
|
|
(1,165 |
) |
|
|
(94 |
) |
Liberty Media Corp-Liberty SiriusXM * |
|
|
(1,794 |
) |
|
|
(52 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Liberty Media Corp-Liberty SiriusXM, Cl A * |
|
|
(800 |
) |
|
$ |
(23 |
) |
New York Times Co/The, Cl A |
|
|
(1,728 |
) |
|
|
(85 |
) |
News Corp, Cl A |
|
|
(4,018 |
) |
|
|
(99 |
) |
News Corp, Cl B |
|
|
(1,600 |
) |
|
|
(41 |
) |
Nexstar Media Group Inc, Cl A |
|
|
(322 |
) |
|
|
(51 |
) |
Omnicom Group Inc |
|
|
(1,944 |
) |
|
|
(168 |
) |
Paramount Global, Cl B |
|
|
(5,360 |
) |
|
|
(79 |
) |
Scholastic Corp, Cl B |
|
|
(500 |
) |
|
|
(19 |
) |
TEGNA Inc |
|
|
(2,500 |
) |
|
|
(38 |
) |
Trade Desk Inc/The, Cl A * |
|
|
(4,415 |
) |
|
|
(318 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(3,657 |
) |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — (9.2)% |
|
|
|
|
Abercrombie & Fitch Co, Cl A * |
|
|
(400 |
) |
|
|
(35 |
) |
Academy Sports & Outdoors Inc |
|
|
(520 |
) |
|
|
(34 |
) |
Acushnet Holdings Corp |
|
|
(952 |
) |
|
|
(60 |
) |
Adient PLC * |
|
|
(4,614 |
) |
|
|
(168 |
) |
ADT Inc |
|
|
(4,300 |
) |
|
|
(29 |
) |
Adtalem Global Education Inc * |
|
|
(600 |
) |
|
|
(35 |
) |
Advance Auto Parts Inc |
|
|
(596 |
) |
|
|
(36 |
) |
Airbnb Inc, Cl A * |
|
|
(5,230 |
) |
|
|
(712 |
) |
Amazon.com Inc, Cl A * |
|
|
(30,788 |
) |
|
|
(4,678 |
) |
American Axle & Manufacturing Holdings Inc * |
|
|
(5,330 |
) |
|
|
(47 |
) |
American Eagle Outfitters Inc |
|
|
(1,700 |
) |
|
|
(36 |
) |
Aptiv PLC * |
|
|
(12,834 |
) |
|
|
(1,151 |
) |
Aramark |
|
|
(3,139 |
) |
|
|
(88 |
) |
Asbury Automotive Group Inc * |
|
|
(191 |
) |
|
|
(43 |
) |
AutoNation Inc * |
|
|
(226 |
) |
|
|
(34 |
) |
AutoZone Inc * |
|
|
(170 |
) |
|
|
(440 |
) |
Bath & Body Works Inc |
|
|
(2,025 |
) |
|
|
(87 |
) |
Beazer Homes USA Inc, Cl A * |
|
|
(400 |
) |
|
|
(14 |
) |
Best Buy Co Inc |
|
|
(1,798 |
) |
|
|
(141 |
) |
Bloomin' Brands Inc |
|
|
(1,499 |
) |
|
|
(42 |
) |
Booking Holdings Inc * |
|
|
(486 |
) |
|
|
(1,724 |
) |
Boot Barn Holdings Inc * |
|
|
(210 |
) |
|
|
(16 |
) |
BorgWarner Inc |
|
|
(11,096 |
) |
|
|
(398 |
) |
Boyd Gaming Corp |
|
|
(1,247 |
) |
|
|
(78 |
) |
Bright Horizons Family Solutions Inc * |
|
|
(930 |
) |
|
|
(88 |
) |
Brinker International Inc * |
|
|
(600 |
) |
|
|
(26 |
) |
Brunswick Corp/DE |
|
|
(2,060 |
) |
|
|
(199 |
) |
Burlington Stores Inc * |
|
|
(540 |
) |
|
|
(105 |
) |
Caesars Entertainment Inc * |
|
|
(2,527 |
) |
|
|
(118 |
) |
Capri Holdings Ltd * |
|
|
(3,315 |
) |
|
|
(167 |
) |
CarMax Inc * |
|
|
(1,378 |
) |
|
|
(106 |
) |
Carnival Corp * |
|
|
(12,462 |
) |
|
|
(231 |
) |
Carter's Inc |
|
|
(925 |
) |
|
|
(69 |
) |
Carvana Co, Cl A * |
|
|
(700 |
) |
|
|
(37 |
) |
Cavco Industries Inc * |
|
|
(249 |
) |
|
|
(86 |
) |
Century Communities Inc |
|
|
(845 |
) |
|
|
(77 |
) |
Cheesecake Factory Inc/The |
|
|
(762 |
) |
|
|
(27 |
) |
Chegg Inc * |
|
|
(1,979 |
) |
|
|
(22 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Chipotle Mexican Grill Inc, Cl A * |
|
|
(361 |
) |
|
$ |
(826 |
) |
Choice Hotels International Inc |
|
|
(486 |
) |
|
|
(55 |
) |
Churchill Downs Inc |
|
|
(969 |
) |
|
|
(131 |
) |
Columbia Sportswear Co |
|
|
(1,039 |
) |
|
|
(83 |
) |
Coursera Inc * |
|
|
(2,429 |
) |
|
|
(47 |
) |
Cracker Barrel Old Country Store Inc |
|
|
(330 |
) |
|
|
(25 |
) |
Crocs Inc * |
|
|
(1,535 |
) |
|
|
(143 |
) |
Dana Inc |
|
|
(6,675 |
) |
|
|
(98 |
) |
Darden Restaurants Inc |
|
|
(1,566 |
) |
|
|
(257 |
) |
Dave & Buster's Entertainment Inc * |
|
|
(346 |
) |
|
|
(19 |
) |
Deckers Outdoor Corp * |
|
|
(697 |
) |
|
|
(466 |
) |
Dick's Sporting Goods Inc |
|
|
(588 |
) |
|
|
(86 |
) |
Domino's Pizza Inc |
|
|
(475 |
) |
|
|
(196 |
) |
DoorDash Inc, Cl A * |
|
|
(3,911 |
) |
|
|
(387 |
) |
Dorman Products Inc * |
|
|
(1,211 |
) |
|
|
(101 |
) |
DR Horton Inc |
|
|
(8,382 |
) |
|
|
(1,274 |
) |
DraftKings Inc, Cl A * |
|
|
(5,339 |
) |
|
|
(188 |
) |
Duolingo Inc, Cl A * |
|
|
(351 |
) |
|
|
(80 |
) |
eBay Inc |
|
|
(4,810 |
) |
|
|
(210 |
) |
Ethan Allen Interiors Inc |
|
|
(700 |
) |
|
|
(22 |
) |
Etsy Inc * |
|
|
(1,167 |
) |
|
|
(95 |
) |
Expedia Group Inc * |
|
|
(1,848 |
) |
|
|
(280 |
) |
Figs Inc, Cl A * |
|
|
(2,700 |
) |
|
|
(19 |
) |
Fisker * |
|
|
(3,663 |
) |
|
|
(6 |
) |
Five Below Inc * |
|
|
(487 |
) |
|
|
(104 |
) |
Floor & Decor Holdings Inc, Cl A * |
|
|
(1,013 |
) |
|
|
(113 |
) |
Foot Locker Inc, Cl A |
|
|
(932 |
) |
|
|
(29 |
) |
Ford Motor Co |
|
|
(193,014 |
) |
|
|
(2,353 |
) |
Fox Factory Holding Corp * |
|
|
(2,006 |
) |
|
|
(135 |
) |
Frontdoor Inc * |
|
|
(957 |
) |
|
|
(34 |
) |
GameStop Corp, Cl A * |
|
|
(2,552 |
) |
|
|
(45 |
) |
Gap Inc/The |
|
|
(1,900 |
) |
|
|
(40 |
) |
Garmin Ltd |
|
|
(4,444 |
) |
|
|
(571 |
) |
General Motors Co |
|
|
(65,010 |
) |
|
|
(2,335 |
) |
Gentex Corp |
|
|
(11,998 |
) |
|
|
(392 |
) |
Gentherm Inc * |
|
|
(1,554 |
) |
|
|
(81 |
) |
Genuine Parts Co |
|
|
(1,386 |
) |
|
|
(192 |
) |
G-III Apparel Group Ltd * |
|
|
(500 |
) |
|
|
(17 |
) |
Goodyear Tire & Rubber Co/The * |
|
|
(13,523 |
) |
|
|
(194 |
) |
Graham Holdings Co, Cl B |
|
|
(96 |
) |
|
|
(67 |
) |
Grand Canyon Education Inc * |
|
|
(361 |
) |
|
|
(48 |
) |
Green Brick Partners Inc * |
|
|
(900 |
) |
|
|
(47 |
) |
Group 1 Automotive Inc |
|
|
(50 |
) |
|
|
(15 |
) |
H&R Block Inc |
|
|
(2,336 |
) |
|
|
(113 |
) |
Hanesbrands Inc |
|
|
(9,871 |
) |
|
|
(44 |
) |
Harley-Davidson Inc, Cl A |
|
|
(6,028 |
) |
|
|
(222 |
) |
Hasbro Inc |
|
|
(3,602 |
) |
|
|
(184 |
) |
Helen of Troy Ltd * |
|
|
(642 |
) |
|
|
(78 |
) |
Hilton Grand Vacations Inc * |
|
|
(754 |
) |
|
|
(30 |
) |
Hilton Worldwide Holdings Inc |
|
|
(3,577 |
) |
|
|
(651 |
) |
Home Depot Inc/The |
|
|
(9,254 |
) |
|
|
(3,207 |
) |
Hyatt Hotels Corp, Cl A |
|
|
(626 |
) |
|
|
(82 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Installed Building Products Inc |
|
|
(596 |
) |
|
$ |
(109 |
) |
International Game Technology PLC |
|
|
(1,333 |
) |
|
|
(37 |
) |
iRobot * |
|
|
(694 |
) |
|
|
(27 |
) |
Jack in the Box Inc |
|
|
(227 |
) |
|
|
(19 |
) |
KB Home |
|
|
(1,673 |
) |
|
|
(104 |
) |
Kohl's Corp |
|
|
(989 |
) |
|
|
(28 |
) |
Kontoor Brands Inc |
|
|
(1,405 |
) |
|
|
(88 |
) |
Krispy Kreme |
|
|
(2,000 |
) |
|
|
(30 |
) |
Las Vegas Sands Corp |
|
|
(4,285 |
) |
|
|
(211 |
) |
Laureate Education Inc, Cl A |
|
|
(1,900 |
) |
|
|
(26 |
) |
La-Z-Boy Inc, Cl Z |
|
|
(1,311 |
) |
|
|
(48 |
) |
LCI Industries |
|
|
(1,054 |
) |
|
|
(132 |
) |
Lear Corp |
|
|
(2,925 |
) |
|
|
(413 |
) |
Leggett & Platt Inc |
|
|
(4,191 |
) |
|
|
(110 |
) |
Lennar Corp, Cl A |
|
|
(6,686 |
) |
|
|
(996 |
) |
Lennar Corp, Cl B |
|
|
(397 |
) |
|
|
(53 |
) |
LGI Homes Inc * |
|
|
(533 |
) |
|
|
(71 |
) |
Light & Wonder Inc, Cl A * |
|
|
(1,295 |
) |
|
|
(106 |
) |
Lithia Motors Inc, Cl A |
|
|
(212 |
) |
|
|
(70 |
) |
LKQ Corp |
|
|
(2,411 |
) |
|
|
(115 |
) |
Lowe's Cos Inc |
|
|
(5,467 |
) |
|
|
(1,217 |
) |
Lucid Group Inc * |
|
|
(30,369 |
) |
|
|
(128 |
) |
Lululemon Athletica Inc * |
|
|
(2,870 |
) |
|
|
(1,467 |
) |
Luminar Technologies, Cl A * |
|
|
(13,917 |
) |
|
|
(47 |
) |
M/I Homes Inc * |
|
|
(724 |
) |
|
|
(100 |
) |
Macy's Inc |
|
|
(1,909 |
) |
|
|
(38 |
) |
Malibu Boats Inc, Cl A * |
|
|
(590 |
) |
|
|
(32 |
) |
Marriott International Inc/MD, Cl A |
|
|
(3,389 |
) |
|
|
(764 |
) |
Marriott Vacations Worldwide Corp |
|
|
(328 |
) |
|
|
(28 |
) |
Mattel Inc * |
|
|
(10,369 |
) |
|
|
(196 |
) |
McDonald's Corp |
|
|
(9,663 |
) |
|
|
(2,865 |
) |
MDC Holdings Inc |
|
|
(1,610 |
) |
|
|
(89 |
) |
Meritage Homes Corp |
|
|
(974 |
) |
|
|
(170 |
) |
MGM Resorts International |
|
|
(3,674 |
) |
|
|
(164 |
) |
Modine Manufacturing Co * |
|
|
(2,268 |
) |
|
|
(135 |
) |
Mohawk Industries Inc * |
|
|
(1,608 |
) |
|
|
(166 |
) |
Murphy USA Inc |
|
|
(235 |
) |
|
|
(84 |
) |
National Vision Holdings Inc * |
|
|
(1,000 |
) |
|
|
(21 |
) |
Newell Brands Inc, Cl B |
|
|
(10,370 |
) |
|
|
(90 |
) |
NIKE Inc, Cl B |
|
|
(31,317 |
) |
|
|
(3,400 |
) |
Norwegian Cruise Line Holdings Ltd * |
|
|
(5,666 |
) |
|
|
(114 |
) |
NVR Inc * |
|
|
(87 |
) |
|
|
(609 |
) |
Ollie's Bargain Outlet Holdings Inc * |
|
|
(777 |
) |
|
|
(59 |
) |
O'Reilly Automotive Inc * |
|
|
(563 |
) |
|
|
(535 |
) |
Oxford Industries Inc, Cl A |
|
|
(326 |
) |
|
|
(33 |
) |
Papa John's International Inc, Cl A |
|
|
(358 |
) |
|
|
(27 |
) |
Patrick Industries Inc |
|
|
(927 |
) |
|
|
(93 |
) |
Peloton Interactive Inc, Cl A * |
|
|
(10,860 |
) |
|
|
(66 |
) |
Penn Entertainment Inc * |
|
|
(2,327 |
) |
|
|
(61 |
) |
Penske Automotive Group Inc, Cl A |
|
|
(200 |
) |
|
|
(32 |
) |
Perdoceo Education Corp |
|
|
(1,400 |
) |
|
|
(25 |
) |
Phinia Inc |
|
|
(1,961 |
) |
|
|
(59 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Planet Fitness Inc, Cl A * |
|
|
(1,145 |
) |
|
$ |
(84 |
) |
Polaris Inc |
|
|
(1,528 |
) |
|
|
(145 |
) |
Pool Corp |
|
|
(336 |
) |
|
|
(134 |
) |
PulteGroup Inc |
|
|
(5,850 |
) |
|
|
(604 |
) |
PVH Corp |
|
|
(1,517 |
) |
|
|
(185 |
) |
QuantumScape Corp, Cl A * |
|
|
(14,680 |
) |
|
|
(102 |
) |
Ralph Lauren Corp, Cl A |
|
|
(1,011 |
) |
|
|
(146 |
) |
Red Rock Resorts Inc, Cl A |
|
|
(835 |
) |
|
|
(45 |
) |
RH * |
|
|
(151 |
) |
|
|
(44 |
) |
Rivian Automotive Inc, Cl A * |
|
|
(31,607 |
) |
|
|
(741 |
) |
Ross Stores Inc |
|
|
(3,018 |
) |
|
|
(418 |
) |
Royal Caribbean Cruises Ltd * |
|
|
(2,932 |
) |
|
|
(380 |
) |
Sabre Corp * |
|
|
(5,200 |
) |
|
|
(23 |
) |
SeaWorld Entertainment Inc * |
|
|
(580 |
) |
|
|
(31 |
) |
Service Corp International/US |
|
|
(1,927 |
) |
|
|
(132 |
) |
Shake Shack Inc, Cl A * |
|
|
(446 |
) |
|
|
(33 |
) |
Signet Jewelers Ltd |
|
|
(409 |
) |
|
|
(44 |
) |
Six Flags Entertainment Corp * |
|
|
(900 |
) |
|
|
(23 |
) |
Skechers USA Inc, Cl A * |
|
|
(3,485 |
) |
|
|
(217 |
) |
Skyline Champion Corp * |
|
|
(1,418 |
) |
|
|
(105 |
) |
Smith & Wesson Brands Inc |
|
|
(1,600 |
) |
|
|
(22 |
) |
Sonos Inc * |
|
|
(3,822 |
) |
|
|
(65 |
) |
Standard Motor Products Inc |
|
|
(916 |
) |
|
|
(36 |
) |
Starbucks Corp |
|
|
(15,000 |
) |
|
|
(1,440 |
) |
Steven Madden Ltd |
|
|
(2,369 |
) |
|
|
(99 |
) |
Stoneridge Inc * |
|
|
(1,000 |
) |
|
|
(20 |
) |
Strategic Education Inc |
|
|
(400 |
) |
|
|
(37 |
) |
Stride Inc * |
|
|
(600 |
) |
|
|
(36 |
) |
Sturm Ruger & Co Inc |
|
|
(600 |
) |
|
|
(27 |
) |
Sweetgreen, Cl A * |
|
|
(106 |
) |
|
|
(1 |
) |
Tapestry Inc |
|
|
(6,159 |
) |
|
|
(227 |
) |
Taylor Morrison Home Corp, Cl A * |
|
|
(2,873 |
) |
|
|
(153 |
) |
Tempur Sealy International Inc |
|
|
(4,493 |
) |
|
|
(229 |
) |
Tesla Inc * |
|
|
(18,734 |
) |
|
|
(4,655 |
) |
Texas Roadhouse Inc, Cl A |
|
|
(954 |
) |
|
|
(117 |
) |
Thor Industries Inc |
|
|
(2,482 |
) |
|
|
(293 |
) |
TJX Cos Inc/The |
|
|
(11,127 |
) |
|
|
(1,044 |
) |
Toll Brothers Inc |
|
|
(2,948 |
) |
|
|
(303 |
) |
TopBuild Corp * |
|
|
(896 |
) |
|
|
(335 |
) |
Topgolf Callaway Brands Corp * |
|
|
(4,099 |
) |
|
|
(59 |
) |
Tractor Supply Co |
|
|
(985 |
) |
|
|
(212 |
) |
Travel + Leisure Co |
|
|
(741 |
) |
|
|
(29 |
) |
Tri Pointe Homes Inc * |
|
|
(2,657 |
) |
|
|
(94 |
) |
Ulta Beauty Inc * |
|
|
(447 |
) |
|
|
(219 |
) |
Under Armour Inc, Cl A * |
|
|
(5,729 |
) |
|
|
(50 |
) |
Under Armour Inc, Cl C * |
|
|
(5,719 |
) |
|
|
(48 |
) |
Urban Outfitters Inc * |
|
|
(800 |
) |
|
|
(29 |
) |
Vail Resorts Inc |
|
|
(543 |
) |
|
|
(116 |
) |
Valvoline Inc |
|
|
(1,888 |
) |
|
|
(71 |
) |
VF Corp |
|
|
(9,265 |
) |
|
|
(174 |
) |
Victoria's Secret & Co * |
|
|
(400 |
) |
|
|
(11 |
) |
Vista Outdoor Inc * |
|
|
(1,676 |
) |
|
|
(50 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
Visteon Corp * |
|
|
(1,356 |
) |
|
$ |
(169 |
) |
Wayfair Inc, Cl A * |
|
|
(700 |
) |
|
|
(43 |
) |
Wendy's Co/The |
|
|
(2,715 |
) |
|
|
(53 |
) |
Whirlpool Corp |
|
|
(1,407 |
) |
|
|
(171 |
) |
Williams-Sonoma Inc |
|
|
(549 |
) |
|
|
(111 |
) |
Wingstop Inc, Cl A |
|
|
(414 |
) |
|
|
(106 |
) |
Winnebago Industries Inc |
|
|
(1,392 |
) |
|
|
(101 |
) |
Wolverine World Wide Inc |
|
|
(1,909 |
) |
|
|
(17 |
) |
Worthington Industries Inc |
|
|
(100 |
) |
|
|
(6 |
) |
Wyndham Hotels & Resorts Inc |
|
|
(1,132 |
) |
|
|
(91 |
) |
Wynn Resorts Ltd |
|
|
(1,295 |
) |
|
|
(118 |
) |
XPEL Inc * |
|
|
(1,015 |
) |
|
|
(55 |
) |
YETI Holdings Inc * |
|
|
(2,536 |
) |
|
|
(131 |
) |
Yum! Brands Inc |
|
|
(3,982 |
) |
|
|
(520 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(59,337 |
) |
| |
|
|
|
|
|
|
|
|
Information Technology — (2.4)% |
|
|
|
|
Advanced Micro Devices Inc * |
|
|
(4,301 |
) |
|
|
(634 |
) |
Amphenol Corp, Cl A |
|
|
(1,968 |
) |
|
|
(195 |
) |
Analog Devices Inc |
|
|
(1,783 |
) |
|
|
(354 |
) |
Apple Inc |
|
|
(23,642 |
) |
|
|
(4,552 |
) |
Applied Materials Inc |
|
|
(2,282 |
) |
|
|
(370 |
) |
Arista Networks Inc * |
|
|
(718 |
) |
|
|
(169 |
) |
Arrow Electronics Inc, Cl A * |
|
|
(309 |
) |
|
|
(38 |
) |
Avnet Inc |
|
|
(497 |
) |
|
|
(25 |
) |
Broadcom Inc |
|
|
(1,157 |
) |
|
|
(1,291 |
) |
CDW Corp/DE |
|
|
(402 |
) |
|
|
(91 |
) |
Ciena Corp * |
|
|
(700 |
) |
|
|
(32 |
) |
Cirrus Logic Inc * |
|
|
(300 |
) |
|
|
(25 |
) |
Cisco Systems Inc |
|
|
(11,172 |
) |
|
|
(564 |
) |
Cognex Corp |
|
|
(722 |
) |
|
|
(30 |
) |
Corning Inc, Cl B |
|
|
(2,709 |
) |
|
|
(82 |
) |
Enphase Energy Inc * |
|
|
(414 |
) |
|
|
(55 |
) |
Entegris Inc |
|
|
(434 |
) |
|
|
(52 |
) |
F5 Inc, Cl A * |
|
|
(200 |
) |
|
|
(36 |
) |
First Solar Inc * |
|
|
(310 |
) |
|
|
(53 |
) |
GLOBALFOUNDRIES Inc * |
|
|
(360 |
) |
|
|
(22 |
) |
Hewlett Packard Enterprise Co |
|
|
(3,650 |
) |
|
|
(62 |
) |
HP Inc |
|
|
(3,388 |
) |
|
|
(102 |
) |
Intel Corp |
|
|
(11,054 |
) |
|
|
(555 |
) |
Jabil Inc |
|
|
(320 |
) |
|
|
(41 |
) |
Juniper Networks Inc |
|
|
(1,049 |
) |
|
|
(31 |
) |
Keysight Technologies Inc * |
|
|
(533 |
) |
|
|
(85 |
) |
KLA Corp |
|
|
(423 |
) |
|
|
(246 |
) |
Lam Research Corp |
|
|
(375 |
) |
|
|
(294 |
) |
Lattice Semiconductor Corp * |
|
|
(466 |
) |
|
|
(32 |
) |
Littelfuse Inc |
|
|
(100 |
) |
|
|
(27 |
) |
Marvell Technology Inc |
|
|
(2,395 |
) |
|
|
(144 |
) |
Microchip Technology Inc |
|
|
(1,507 |
) |
|
|
(136 |
) |
Micron Technology Inc |
|
|
(2,963 |
) |
|
|
(253 |
) |
Monolithic Power Systems Inc |
|
|
(123 |
) |
|
|
(78 |
) |
Motorola Solutions Inc |
|
|
(437 |
) |
|
|
(137 |
) |
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
NetApp Inc |
|
|
(651 |
) |
|
$ |
(57 |
) |
Novanta Inc * |
|
|
(100 |
) |
|
|
(17 |
) |
NVIDIA Corp |
|
|
(6,364 |
) |
|
|
(3,152 |
) |
ON Semiconductor Corp * |
|
|
(1,209 |
) |
|
|
(101 |
) |
Onto Innovation Inc * |
|
|
(200 |
) |
|
|
(31 |
) |
Pure Storage Inc, Cl A * |
|
|
(821 |
) |
|
|
(29 |
) |
Qorvo Inc * |
|
|
(292 |
) |
|
|
(33 |
) |
QUALCOMM Inc |
|
|
(3,106 |
) |
|
|
(449 |
) |
Rambus Inc * |
|
|
(300 |
) |
|
|
(20 |
) |
Skyworks Solutions Inc |
|
|
(508 |
) |
|
|
(57 |
) |
Super Micro Computer Inc * |
|
|
(100 |
) |
|
|
(28 |
) |
Teledyne Technologies Inc * |
|
|
(197 |
) |
|
|
(88 |
) |
Teradyne Inc |
|
|
(576 |
) |
|
|
(63 |
) |
Texas Instruments Inc |
|
|
(2,597 |
) |
|
|
(443 |
) |
Trimble Inc * |
|
|
(927 |
) |
|
|
(49 |
) |
Universal Display Corp |
|
|
(200 |
) |
|
|
(38 |
) |
Western Digital Corp * |
|
|
(799 |
) |
|
|
(42 |
) |
Wolfspeed Inc * |
|
|
(409 |
) |
|
|
(18 |
) |
Zebra Technologies Corp, Cl A * |
|
|
(189 |
) |
|
|
(52 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(15,660 |
) |
| |
|
|
|
|
|
|
|
|
Materials — (1.4)% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
(1,656 |
) |
|
|
(453 |
) |
Albemarle Corp |
|
|
(721 |
) |
|
|
(104 |
) |
Alcoa Corp |
|
|
(542 |
) |
|
|
(18 |
) |
Alpha Metallurgical Resources Inc |
|
|
(44 |
) |
|
|
(15 |
) |
Amcor PLC |
|
|
(13,264 |
) |
|
|
(128 |
) |
AptarGroup Inc |
|
|
(562 |
) |
|
|
(70 |
) |
Ashland Inc |
|
|
(400 |
) |
|
|
(34 |
) |
ATI Inc * |
|
|
(664 |
) |
|
|
(30 |
) |
Avery Dennison Corp |
|
|
(657 |
) |
|
|
(133 |
) |
Avient Corp |
|
|
(321 |
) |
|
|
(13 |
) |
Axalta Coating Systems Ltd * |
|
|
(1,699 |
) |
|
|
(58 |
) |
Balchem Corp |
|
|
(300 |
) |
|
|
(45 |
) |
Ball Corp |
|
|
(2,552 |
) |
|
|
(147 |
) |
Berry Global Group Inc |
|
|
(1,124 |
) |
|
|
(76 |
) |
Cabot Corp |
|
|
(500 |
) |
|
|
(42 |
) |
Carpenter Technology Corp |
|
|
(100 |
) |
|
|
(7 |
) |
Celanese Corp, Cl A |
|
|
(602 |
) |
|
|
(94 |
) |
CF Industries Holdings Inc |
|
|
(1,253 |
) |
|
|
(100 |
) |
Chemours Co/The |
|
|
(358 |
) |
|
|
(11 |
) |
Cleveland-Cliffs Inc * |
|
|
(3,139 |
) |
|
|
(64 |
) |
Commercial Metals Co, Cl A |
|
|
(502 |
) |
|
|
(25 |
) |
Constellium, Cl A * |
|
|
(300 |
) |
|
|
(6 |
) |
Corteva Inc |
|
|
(5,506 |
) |
|
|
(264 |
) |
Crown Holdings Inc |
|
|
(825 |
) |
|
|
(76 |
) |
Dow Inc |
|
|
(5,149 |
) |
|
|
(282 |
) |
DuPont de Nemours Inc |
|
|
(3,650 |
) |
|
|
(281 |
) |
Eagle Materials Inc |
|
|
(316 |
) |
|
|
(64 |
) |
Eastman Chemical Co |
|
|
(988 |
) |
|
|
(89 |
) |
Ecolab Inc |
|
|
(1,871 |
) |
|
|
(371 |
) |
Element Solutions Inc |
|
|
(1,824 |
) |
|
|
(42 |
) |
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK SOLD SHORT (continued) |
FMC Corp |
|
|
(983 |
) |
|
$ |
(62 |
) |
Freeport-McMoRan Inc, Cl B |
|
|
(10,652 |
) |
|
|
(453 |
) |
Ginkgo Bioworks Holdings Inc * |
|
|
(8,000 |
) |
|
|
(14 |
) |
Graphic Packaging Holding Co |
|
|
(2,270 |
) |
|
|
(56 |
) |
HB Fuller Co |
|
|
(459 |
) |
|
|
(37 |
) |
Hecla Mining Co |
|
|
(5,000 |
) |
|
|
(24 |
) |
Huntsman Corp |
|
|
(466 |
) |
|
|
(12 |
) |
Innospec Inc |
|
|
(400 |
) |
|
|
(49 |
) |
International Flavors & Fragrances Inc |
|
|
(1,962 |
) |
|
|
(159 |
) |
International Paper Co |
|
|
(2,656 |
) |
|
|
(96 |
) |
Knife River Corp * |
|
|
(400 |
) |
|
|
(26 |
) |
Linde PLC |
|
|
(3,840 |
) |
|
|
(1,577 |
) |
Livent Corp * |
|
|
(186 |
) |
|
|
(3 |
) |
Louisiana-Pacific Corp |
|
|
(529 |
) |
|
|
(37 |
) |
LyondellBasell Industries NV, Cl A |
|
|
(1,814 |
) |
|
|
(173 |
) |
Martin Marietta Materials Inc, Cl A |
|
|
(471 |
) |
|
|
(235 |
) |
Materion Corp |
|
|
(200 |
) |
|
|
(26 |
) |
Minerals Technologies Inc |
|
|
(100 |
) |
|
|
(7 |
) |
Mosaic Co/The |
|
|
(1,923 |
) |
|
|
(69 |
) |
NewMarket Corp |
|
|
(89 |
) |
|
|
(49 |
) |
Newmont Corp |
|
|
(8,575 |
) |
|
|
(355 |
) |
Nucor Corp |
|
|
(1,732 |
) |
|
|
(301 |
) |
O-I Glass Inc, Cl I * |
|
|
(1,436 |
) |
|
|
(24 |
) |
Olin Corp |
|
|
(753 |
) |
|
|
(41 |
) |
Packaging Corp of America |
|
|
(684 |
) |
|
|
(111 |
) |
PPG Industries Inc |
|
|
(1,842 |
) |
|
|
(275 |
) |
Quaker Chemical Corp |
|
|
(58 |
) |
|
|
(12 |
) |
Reliance Steel & Aluminum Co |
|
|
(331 |
) |
|
|
(93 |
) |
Royal Gold Inc, Cl A |
|
|
(647 |
) |
|
|
(78 |
) |
RPM International Inc |
|
|
(928 |
) |
|
|
(104 |
) |
Sealed Air Corp |
|
|
(1,187 |
) |
|
|
(43 |
) |
Sensient Technologies Corp |
|
|
(200 |
) |
|
|
(13 |
) |
Sherwin-Williams Co/The, Cl A |
|
|
(1,861 |
) |
|
|
(580 |
) |
Silgan Holdings Inc |
|
|
(900 |
) |
|
|
(41 |
) |
Sonoco Products Co |
|
|
(800 |
) |
|
|
(45 |
) |
Steel Dynamics Inc |
|
|
(1,048 |
) |
|
|
(124 |
) |
Summit Materials Inc, Cl A * |
|
|
(1,097 |
) |
|
|
(42 |
) |
United States Steel Corp |
|
|
(1,268 |
) |
|
|
(62 |
) |
Vulcan Materials Co |
|
|
(959 |
) |
|
|
(218 |
) |
Warrior Met Coal Inc |
|
|
(100 |
) |
|
|
(6 |
) |
Westlake Corp |
|
|
(110 |
) |
|
|
(15 |
) |
Westrock Co |
|
|
(1,929 |
) |
|
|
(80 |
) |
Worthington Steel * |
|
|
(500 |
) |
|
|
(14 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(8,983 |
) |
| |
|
|
|
|
|
|
|
|
Total Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $88,199) ($ Thousands) |
|
|
|
|
|
|
(87,637 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
FOREIGN COMMON STOCK SOLD SHORT— 0.0% |
Canada — (0.0)% |
|
|
|
|
SSR Mining Inc |
|
|
(100 |
) |
|
$ |
(1 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mexico — (0.0)% |
|
|
|
|
Southern Copper Corp |
|
|
(370 |
) |
|
|
(32 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
South Korea — (0.0)% |
|
|
|
|
Coupang Inc, Cl A * |
|
|
(10,180 |
) |
|
|
(165 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Thailand — (0.0)% |
|
|
|
|
Fabrinet * |
|
|
(100 |
) |
|
|
(19 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Foreign Common Stock Sold Short |
|
|
|
|
|
|
|
|
(Proceeds $225) ($ Thousands) |
|
|
|
|
|
|
(217 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments Sold Short — (13.6)% |
|
|
|
|
|
|
|
|
(Proceeds $88,424) ($ Thousands) |
|
$ |
(87,854 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
A list of the open futures contracts held by the Fund at December 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent Crude^ |
|
|
26 |
|
|
|
Sep-2024 |
|
|
$ |
1,997 |
|
|
$ |
1,972 |
|
|
$ |
(25 |
) |
Brent Crude^ |
|
|
13 |
|
|
|
Jul-2024 |
|
|
|
1,059 |
|
|
|
994 |
|
|
|
(65 |
) |
Brent Crude^ |
|
|
13 |
|
|
|
May-2024 |
|
|
|
1,086 |
|
|
|
998 |
|
|
|
(88 |
) |
Brent Crude^ |
|
|
91 |
|
|
|
Jan-2024 |
|
|
|
7,262 |
|
|
|
7,011 |
|
|
|
(251 |
) |
Coffee C^ |
|
|
13 |
|
|
|
Jul-2024 |
|
|
|
850 |
|
|
|
909 |
|
|
|
59 |
|
Coffee C^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
474 |
|
|
|
491 |
|
|
|
17 |
|
Coffee C^ |
|
|
2 |
|
|
|
Mar-2024 |
|
|
|
130 |
|
|
|
141 |
|
|
|
11 |
|
Coffee C^ |
|
|
88 |
|
|
|
May-2024 |
|
|
|
5,792 |
|
|
|
6,145 |
|
|
|
353 |
|
Copper^ |
|
|
7 |
|
|
|
Sep-2024 |
|
|
|
676 |
|
|
|
690 |
|
|
|
14 |
|
Copper^ |
|
|
15 |
|
|
|
Jul-2024 |
|
|
|
1,402 |
|
|
|
1,473 |
|
|
|
71 |
|
Copper^ |
|
|
55 |
|
|
|
May-2024 |
|
|
|
5,232 |
|
|
|
5,374 |
|
|
|
142 |
|
Copper^ |
|
|
32 |
|
|
|
Mar-2024 |
|
|
|
3,049 |
|
|
|
3,113 |
|
|
|
64 |
|
Corn^ |
|
|
45 |
|
|
|
Jul-2024 |
|
|
|
1,145 |
|
|
|
1,112 |
|
|
|
(33 |
) |
Corn^ |
|
|
23 |
|
|
|
Sep-2024 |
|
|
|
582 |
|
|
|
571 |
|
|
|
(11 |
) |
Corn^ |
|
|
23 |
|
|
|
May-2024 |
|
|
|
577 |
|
|
|
557 |
|
|
|
(20 |
) |
Corn^ |
|
|
22 |
|
|
|
Mar-2024 |
|
|
|
533 |
|
|
|
518 |
|
|
|
(15 |
) |
Cotton No. 2^ |
|
|
10 |
|
|
|
Jul-2024 |
|
|
|
411 |
|
|
|
414 |
|
|
|
3 |
|
Cotton No. 2^ |
|
|
5 |
|
|
|
May-2024 |
|
|
|
211 |
|
|
|
206 |
|
|
|
(5 |
) |
Cotton No. 2^ |
|
|
11 |
|
|
|
Mar-2024 |
|
|
|
446 |
|
|
|
445 |
|
|
|
(1 |
) |
Cotton No. 2^ |
|
|
5 |
|
|
|
Dec-2024 |
|
|
|
197 |
|
|
|
199 |
|
|
|
2 |
|
Feeder Cattle^ |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
109 |
|
|
|
112 |
|
|
|
3 |
|
Gasoline^ |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
704 |
|
|
|
714 |
|
|
|
10 |
|
Gasoline^ |
|
|
3 |
|
|
|
Sep-2024 |
|
|
|
273 |
|
|
|
278 |
|
|
|
5 |
|
Gasoline^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
595 |
|
|
|
574 |
|
|
|
(21 |
) |
Gasoline^ |
|
|
3 |
|
|
|
May-2024 |
|
|
|
335 |
|
|
|
291 |
|
|
|
(44 |
) |
Gasoline^ |
|
|
6 |
|
|
|
Mar-2024 |
|
|
|
558 |
|
|
|
535 |
|
|
|
(23 |
) |
Gold^ |
|
|
11 |
|
|
|
Jun-2024 |
|
|
|
2,133 |
|
|
|
2,323 |
|
|
|
190 |
|
Gold^ |
|
|
22 |
|
|
|
Aug-2024 |
|
|
|
4,509 |
|
|
|
4,683 |
|
|
|
174 |
|
Gold^ |
|
|
17 |
|
|
|
Feb-2024 |
|
|
|
3,400 |
|
|
|
3,522 |
|
|
|
122 |
|
Gold^ |
|
|
67 |
|
|
|
Apr-2024 |
|
|
|
13,750 |
|
|
|
14,015 |
|
|
|
265 |
|
KC HRW Wheat^ |
|
|
6 |
|
|
|
May-2024 |
|
|
|
205 |
|
|
|
193 |
|
|
|
(12 |
) |
KC HRW Wheat^ |
|
|
7 |
|
|
|
Mar-2024 |
|
|
|
224 |
|
|
|
225 |
|
|
|
1 |
|
KC HRW Wheat^ |
|
|
12 |
|
|
|
Jul-2024 |
|
|
|
403 |
|
|
|
388 |
|
|
|
(15 |
) |
KC HRW Wheat^ |
|
|
6 |
|
|
|
Sep-2024 |
|
|
|
200 |
|
|
|
197 |
|
|
|
(3 |
) |
Lean Hogs^ |
|
|
18 |
|
|
|
Feb-2024 |
|
|
|
527 |
|
|
|
489 |
|
|
|
(38 |
) |
Lean Hogs^ |
|
|
7 |
|
|
|
Apr-2024 |
|
|
|
233 |
|
|
|
210 |
|
|
|
(23 |
) |
Lean Hogs^ |
|
|
6 |
|
|
|
Jul-2024 |
|
|
|
230 |
|
|
|
221 |
|
|
|
(9 |
) |
Lean Hogs^ |
|
|
6 |
|
|
|
Aug-2024 |
|
|
|
226 |
|
|
|
222 |
|
|
|
(4 |
) |
Lean Hogs^ |
|
|
6 |
|
|
|
Jun-2024 |
|
|
|
226 |
|
|
|
215 |
|
|
|
(11 |
) |
Live Cattle^ |
|
|
14 |
|
|
|
Apr-2024 |
|
|
|
1,033 |
|
|
|
965 |
|
|
|
(68 |
) |
Live Cattle^ |
|
|
15 |
|
|
|
Aug-2024 |
|
|
|
1,026 |
|
|
|
1,026 |
|
|
|
– |
|
Live Cattle^ |
|
|
7 |
|
|
|
Jun-2024 |
|
|
|
523 |
|
|
|
477 |
|
|
|
(46 |
) |
Live Cattle^ |
|
|
31 |
|
|
|
Feb-2024 |
|
|
|
2,202 |
|
|
|
2,089 |
|
|
|
(113 |
) |
LME Lead^ |
|
|
2 |
|
|
|
May-2024 |
|
|
|
109 |
|
|
|
103 |
|
|
|
(6 |
) |
LME Lead^ |
|
|
5 |
|
|
|
Jul-2024 |
|
|
|
270 |
|
|
|
259 |
|
|
|
(11 |
) |
LME Lead^ |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
102 |
|
|
|
104 |
|
|
|
2 |
|
LME Lead^ |
|
|
13 |
|
|
|
Mar-2024 |
|
|
|
742 |
|
|
|
673 |
|
|
|
(69 |
) |
LME Nickel^ |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
207 |
|
|
|
206 |
|
|
|
(1 |
) |
LME Nickel^ |
|
|
5 |
|
|
|
Jul-2024 |
|
|
|
535 |
|
|
|
508 |
|
|
|
(27 |
) |
LME Nickel^ |
|
|
2 |
|
|
|
May-2024 |
|
|
|
240 |
|
|
|
201 |
|
|
|
(39 |
) |
LME Nickel^ |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
123 |
|
|
|
100 |
|
|
|
(23 |
) |
LME Primary Aluminum^ |
|
|
19 |
|
|
|
Jul-2024 |
|
|
|
1,094 |
|
|
|
1,158 |
|
|
|
64 |
|
LME Primary Aluminum^ |
|
|
10 |
|
|
|
Sep-2024 |
|
|
|
558 |
|
|
|
617 |
|
|
|
59 |
|
LME Primary Aluminum^ |
|
|
97 |
|
|
|
Mar-2024 |
|
|
|
5,481 |
|
|
|
5,773 |
|
|
|
292 |
|
LME Primary Aluminum^ |
|
|
10 |
|
|
|
May-2024 |
|
|
|
567 |
|
|
|
603 |
|
|
|
36 |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
LME Zinc^ |
|
|
18 |
|
|
|
Mar-2024 |
|
|
$ |
1,092 |
|
|
$ |
1,199 |
|
|
$ |
107 |
|
LME Zinc^ |
|
|
5 |
|
|
|
May-2024 |
|
|
|
318 |
|
|
|
333 |
|
|
|
15 |
|
LME Zinc^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
305 |
|
|
|
335 |
|
|
|
30 |
|
LME Zinc^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
702 |
|
|
|
736 |
|
|
|
34 |
|
Low Sulphur Gasoil^ |
|
|
5 |
|
|
|
May-2024 |
|
|
|
407 |
|
|
|
361 |
|
|
|
(46 |
) |
Low Sulphur Gasoil^ |
|
|
57 |
|
|
|
Mar-2024 |
|
|
|
4,372 |
|
|
|
4,187 |
|
|
|
(185 |
) |
Low Sulphur Gasoil^ |
|
|
10 |
|
|
|
Jul-2024 |
|
|
|
770 |
|
|
|
717 |
|
|
|
(53 |
) |
Low Sulphur Gasoil^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
357 |
|
|
|
356 |
|
|
|
(1 |
) |
Natural Gas^ |
|
|
58 |
|
|
|
Jul-2024 |
|
|
|
1,938 |
|
|
|
1,539 |
|
|
|
(399 |
) |
Natural Gas^ |
|
|
29 |
|
|
|
Sep-2024 |
|
|
|
760 |
|
|
|
775 |
|
|
|
15 |
|
Natural Gas^ |
|
|
227 |
|
|
|
Feb-2024 |
|
|
|
5,108 |
|
|
|
5,283 |
|
|
|
175 |
|
Natural Gas^ |
|
|
32 |
|
|
|
Apr-2024 |
|
|
|
994 |
|
|
|
758 |
|
|
|
(236 |
) |
Natural Gas^ |
|
|
39 |
|
|
|
Feb-2024 |
|
|
|
1,195 |
|
|
|
907 |
|
|
|
(288 |
) |
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Sep-2024 |
|
|
|
201 |
|
|
|
201 |
|
|
|
– |
|
NY Harbor ULSD^ |
|
|
5 |
|
|
|
Jun-2024 |
|
|
|
547 |
|
|
|
503 |
|
|
|
(44 |
) |
NY Harbor ULSD^ |
|
|
2 |
|
|
|
Apr-2024 |
|
|
|
228 |
|
|
|
204 |
|
|
|
(24 |
) |
NY Harbor ULSD^ |
|
|
30 |
|
|
|
Mar-2024 |
|
|
|
3,135 |
|
|
|
3,144 |
|
|
|
9 |
|
NYMEX Cocoa^ |
|
|
85 |
|
|
|
Mar-2024 |
|
|
|
3,441 |
|
|
|
3,566 |
|
|
|
125 |
|
Palladium^ |
|
|
13 |
|
|
|
Mar-2024 |
|
|
|
1,419 |
|
|
|
1,442 |
|
|
|
23 |
|
Platinum^ |
|
|
8 |
|
|
|
Apr-2024 |
|
|
|
390 |
|
|
|
404 |
|
|
|
14 |
|
Silver^ |
|
|
5 |
|
|
|
May-2024 |
|
|
|
577 |
|
|
|
608 |
|
|
|
31 |
|
Silver^ |
|
|
6 |
|
|
|
Mar-2024 |
|
|
|
699 |
|
|
|
723 |
|
|
|
24 |
|
Silver^ |
|
|
11 |
|
|
|
Jul-2024 |
|
|
|
1,276 |
|
|
|
1,350 |
|
|
|
74 |
|
Silver^ |
|
|
5 |
|
|
|
Sep-2024 |
|
|
|
601 |
|
|
|
619 |
|
|
|
18 |
|
Silver^ |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
992 |
|
|
|
964 |
|
|
|
(28 |
) |
Silver^ |
|
|
30 |
|
|
|
May-2024 |
|
|
|
3,665 |
|
|
|
3,648 |
|
|
|
(17 |
) |
Soybean^ |
|
|
30 |
|
|
|
Nov-2024 |
|
|
|
1,913 |
|
|
|
1,869 |
|
|
|
(44 |
) |
Soybean^ |
|
|
98 |
|
|
|
Mar-2024 |
|
|
|
6,529 |
|
|
|
6,360 |
|
|
|
(169 |
) |
Soybean^ |
|
|
11 |
|
|
|
Mar-2024 |
|
|
|
760 |
|
|
|
718 |
|
|
|
(42 |
) |
Soybean^ |
|
|
22 |
|
|
|
Jul-2024 |
|
|
|
1,492 |
|
|
|
1,444 |
|
|
|
(48 |
) |
Soybean Meal^ |
|
|
11 |
|
|
|
Dec-2024 |
|
|
|
424 |
|
|
|
416 |
|
|
|
(8 |
) |
Soybean Meal^ |
|
|
21 |
|
|
|
Jul-2024 |
|
|
|
844 |
|
|
|
811 |
|
|
|
(33 |
) |
Soybean Meal^ |
|
|
38 |
|
|
|
Mar-2024 |
|
|
|
1,500 |
|
|
|
1,467 |
|
|
|
(33 |
) |
Soybean Meal^ |
|
|
10 |
|
|
|
May-2024 |
|
|
|
389 |
|
|
|
385 |
|
|
|
(4 |
) |
Soybean Oil^ |
|
|
12 |
|
|
|
Dec-2024 |
|
|
|
354 |
|
|
|
344 |
|
|
|
(10 |
) |
Soybean Oil^ |
|
|
12 |
|
|
|
May-2024 |
|
|
|
427 |
|
|
|
350 |
|
|
|
(77 |
) |
Soybean Oil^ |
|
|
24 |
|
|
|
Jul-2024 |
|
|
|
733 |
|
|
|
704 |
|
|
|
(29 |
) |
Soybean Oil^ |
|
|
17 |
|
|
|
Mar-2024 |
|
|
|
573 |
|
|
|
492 |
|
|
|
(81 |
) |
Sugar No. 11^ |
|
|
18 |
|
|
|
May-2024 |
|
|
|
495 |
|
|
|
411 |
|
|
|
(84 |
) |
Sugar No. 11^ |
|
|
35 |
|
|
|
Jul-2024 |
|
|
|
968 |
|
|
|
800 |
|
|
|
(168 |
) |
Sugar No. 11^ |
|
|
18 |
|
|
|
Oct-2024 |
|
|
|
429 |
|
|
|
414 |
|
|
|
(15 |
) |
Sugar No. 11^ |
|
|
163 |
|
|
|
Mar-2024 |
|
|
|
4,414 |
|
|
|
3,757 |
|
|
|
(657 |
) |
U.S. 2-Year Treasury Note |
|
|
35 |
|
|
|
Mar-2024 |
|
|
|
7,155 |
|
|
|
7,207 |
|
|
|
52 |
|
U.S. 5-Year Treasury Note |
|
|
165 |
|
|
|
Mar-2024 |
|
|
|
17,566 |
|
|
|
17,947 |
|
|
|
381 |
|
Wheat^ |
|
|
10 |
|
|
|
May-2024 |
|
|
|
311 |
|
|
|
320 |
|
|
|
9 |
|
Wheat^ |
|
|
20 |
|
|
|
Jul-2024 |
|
|
|
631 |
|
|
|
645 |
|
|
|
14 |
|
Wheat^ |
|
|
10 |
|
|
|
Sep-2024 |
|
|
|
325 |
|
|
|
328 |
|
|
|
3 |
|
Wheat^ |
|
|
49 |
|
|
|
May-2024 |
|
|
|
1,573 |
|
|
|
1,567 |
|
|
|
(6 |
) |
Wheat^ |
|
|
49 |
|
|
|
Mar-2024 |
|
|
|
1,553 |
|
|
|
1,539 |
|
|
|
(14 |
) |
Wheat^ |
|
|
8 |
|
|
|
Mar-2024 |
|
|
|
239 |
|
|
|
251 |
|
|
|
12 |
|
WTI Crude Oil^ |
|
|
15 |
|
|
|
Sep-2024 |
|
|
|
1,063 |
|
|
|
1,071 |
|
|
|
8 |
|
WTI Crude Oil^ |
|
|
29 |
|
|
|
Jun-2024 |
|
|
|
2,209 |
|
|
|
2,087 |
|
|
|
(122 |
) |
WTI Crude Oil^ |
|
|
15 |
|
|
|
Apr-2024 |
|
|
|
1,220 |
|
|
|
1,082 |
|
|
|
(138 |
) |
WTI Crude Oil^ |
|
|
87 |
|
|
|
Feb-2024 |
|
|
|
6,414 |
|
|
|
6,250 |
|
|
|
(164 |
) |
| |
|
|
|
|
|
|
|
|
|
|
174,755 |
|
|
|
173,500 |
|
|
|
(1,255 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cotton No. 2^ |
|
|
(1 |
) |
|
|
Mar-2024 |
|
|
$ |
(40 |
) |
|
$ |
(40 |
) |
|
$ |
– |
|
Cotton No. 2^ |
|
|
(1 |
) |
|
|
May-2024 |
|
|
|
(41 |
) |
|
|
(41 |
) |
|
|
– |
|
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Continued)
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Feeder Cattle^ |
|
|
(21 |
) |
|
|
Jan-2024 |
|
|
$ |
(2,343 |
) |
|
$ |
(2,334 |
) |
|
$ |
9 |
|
KC HRW Wheat^ |
|
|
(37 |
) |
|
|
May-2024 |
|
|
|
(1,164 |
) |
|
|
(1,191 |
) |
|
|
(27 |
) |
KC HRW Wheat^ |
|
|
(38 |
) |
|
|
Mar-2024 |
|
|
|
(1,222 |
) |
|
|
(1,220 |
) |
|
|
2 |
|
Lean Hogs^ |
|
|
(79 |
) |
|
|
Apr-2024 |
|
|
|
(2,358 |
) |
|
|
(2,366 |
) |
|
|
(8 |
) |
LME Lead^ |
|
|
(7 |
) |
|
|
Mar-2024 |
|
|
|
(356 |
) |
|
|
(363 |
) |
|
|
(7 |
) |
LME Nickel^ |
|
|
(17 |
) |
|
|
Mar-2024 |
|
|
|
(1,835 |
) |
|
|
(1,693 |
) |
|
|
142 |
|
LME Zinc^ |
|
|
(17 |
) |
|
|
Mar-2024 |
|
|
|
(1,033 |
) |
|
|
(1,132 |
) |
|
|
(99 |
) |
MSCI EAFE Index |
|
|
(92 |
) |
|
|
Mar-2024 |
|
|
|
(9,981 |
) |
|
|
(10,361 |
) |
|
|
(380 |
) |
S&P 500 Index E-MINI |
|
|
(85 |
) |
|
|
Mar-2024 |
|
|
|
(19,804 |
) |
|
|
(20,485 |
) |
|
|
(681 |
) |
Soybean Meal^ |
|
|
(9 |
) |
|
|
May-2024 |
|
|
|
(353 |
) |
|
|
(346 |
) |
|
|
7 |
|
Soybean Meal^ |
|
|
(15 |
) |
|
|
Mar-2024 |
|
|
|
(591 |
) |
|
|
(579 |
) |
|
|
12 |
|
Soybean Oil^ |
|
|
(6 |
) |
|
|
Dec-2024 |
|
|
|
(177 |
) |
|
|
(172 |
) |
|
|
5 |
|
Soybean Oil^ |
|
|
(7 |
) |
|
|
May-2024 |
|
|
|
(211 |
) |
|
|
(204 |
) |
|
|
7 |
|
Soybean Oil^ |
|
|
(3 |
) |
|
|
Mar-2024 |
|
|
|
(90 |
) |
|
|
(87 |
) |
|
|
3 |
|
U.S. Ultra Long Treasury Bond |
|
|
(9 |
) |
|
|
Mar-2024 |
|
|
|
(1,101 |
) |
|
|
(1,203 |
) |
|
|
(102 |
) |
Ultra 10-Year U.S. Treasury Note |
|
|
(21 |
) |
|
|
Mar-2024 |
|
|
|
(2,386 |
) |
|
|
(2,479 |
) |
|
|
(93 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(45,086 |
) |
|
|
(46,296 |
) |
|
|
(1,210 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
129,669 |
|
|
$ |
127,204 |
|
|
$ |
(2,465 |
) |
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized
Depreciation
(Thousands) |
|
Morgan Stanley |
|
|
01/10/24 |
|
|
|
EUR |
|
|
|
2,448 |
|
|
|
USD |
|
|
|
2,607 |
|
|
$ |
(98 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of open OTC swap agreements held by the Fund at December 31, 2023, 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
Depreciation
(Thousands) |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
12/31/2049 |
|
|
$ |
19 |
|
|
$ |
(2 |
) |
|
$ |
(1 |
) |
|
$ |
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
14 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
2 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
18 |
|
|
|
(6 |
) |
|
|
(2 |
) |
|
|
(4 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
13 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(2 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
3 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
8 |
|
|
|
(1 |
) |
|
|
— |
|
|
|
(1 |
) |
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
10 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Citibank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
28 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
Credit Suisse |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
1 |
|
|
|
— |
|
|
|
— |
|
|
|
— |
|
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
93 |
|
|
|
(12 |
) |
|
|
(10 |
) |
|
|
(2 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
52 |
|
|
|
(7 |
) |
|
|
(5 |
) |
|
|
(2 |
) |
Deutsche Bank |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
52 |
|
|
|
(7 |
) |
|
|
(5 |
) |
|
|
(2 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
103 |
|
|
|
(13 |
) |
|
|
(9 |
) |
|
|
(4 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
90 |
|
|
|
(12 |
) |
|
|
(7 |
) |
|
|
(5 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
7 |
|
|
|
(1 |
) |
|
|
(1 |
) |
|
|
— |
|
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
15 |
|
|
|
(2 |
) |
|
|
(1 |
) |
|
|
(1 |
) |
Goldman Sachs |
|
|
CMBX.NA.BBB.6 |
|
|
|
3.00% |
|
|
|
Monthly |
|
|
|
05/11/2063 |
|
|
|
30 |
|
|
|
(4 |
) |
|
|
(3 |
) |
|
|
(1 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(86 |
) |
|
$ |
(57 |
) |
|
$ |
(29 |
) |
A list of open centrally cleared swap agreements held by the Fund at December 31, 2023, are as follows:
SEI Institutional Managed Trust
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Inflation Managed Fund (Concluded)
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
Depreciation
(Thousands) |
|
CDX.NA.HY.S41.V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
7,770 |
|
|
$ |
(454 |
) |
|
$ |
(71 |
) |
|
$ |
(383 |
) |
Itraxx Australia |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
14,530 |
|
|
|
(204 |
) |
|
|
(111 |
) |
|
|
(93 |
) |
Malaysia |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
18,090 |
|
|
|
(483 |
) |
|
|
(402 |
) |
|
|
(81 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(1,141 |
) |
|
$ |
(584 |
) |
|
$ |
(557 |
) |
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
(Thousands) |
|
CDX.NA.HY.S41.V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
$ |
1,210 |
|
|
$ |
70 |
|
|
$ |
(1 |
) |
|
$ |
71 |
|
CDX.NA.HY.S41.V1.5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
1,640 |
|
|
|
95 |
|
|
|
(20 |
) |
|
|
115 |
|
CDX.NA.IG.S41.V1.5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
14,530 |
|
|
|
282 |
|
|
|
188 |
|
|
|
94 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
447 |
|
|
$ |
167 |
|
|
$ |
280 |
|
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) |
|
USD @ 0% |
|
|
USD CPI |
|
|
|
Annually |
|
|
|
01/15/2027 |
|
|
|
USD |
|
|
|
6,000 |
|
|
$ |
870 |
|
|
$ |
– |
|
|
$ |
870 |
|
1.4725% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/09/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
94 |
|
|
|
112 |
|
|
|
(18 |
) |
1.455% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/08/2026 |
|
|
|
USD |
|
|
|
1,490 |
|
|
|
94 |
|
|
|
113 |
|
|
|
(19 |
) |
1.3945% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/21/2031 |
|
|
|
USD |
|
|
|
18,720 |
|
|
|
2,531 |
|
|
|
2,738 |
|
|
|
(207 |
) |
1.98% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
07/12/2027 |
|
|
|
USD |
|
|
|
1,075 |
|
|
|
59 |
|
|
|
63 |
|
|
|
(4 |
) |
2.28% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/18/2025 |
|
|
|
USD |
|
|
|
2,820 |
|
|
|
82 |
|
|
|
81 |
|
|
|
1 |
|
1.27% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
09/27/2029 |
|
|
|
USD |
|
|
|
2,230 |
|
|
|
256 |
|
|
|
258 |
|
|
|
(2 |
) |
1.965% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/04/2029 |
|
|
|
USD |
|
|
|
4,220 |
|
|
|
317 |
|
|
|
328 |
|
|
|
(11 |
) |
0.316% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/05/2027 |
|
|
|
USD |
|
|
|
15,800 |
|
|
|
1,695 |
|
|
|
1,741 |
|
|
|
(46 |
) |
2.21% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/04/2027 |
|
|
|
USD |
|
|
|
10,400 |
|
|
|
471 |
|
|
|
517 |
|
|
|
(46 |
) |
1.33% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
10/25/2026 |
|
|
|
USD |
|
|
|
6,110 |
|
|
|
398 |
|
|
|
419 |
|
|
|
(21 |
) |
1.92% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
08/04/2025 |
|
|
|
USD |
|
|
|
2,717 |
|
|
|
101 |
|
|
|
100 |
|
|
|
1 |
|
2.51% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
06/09/2025 |
|
|
|
USD |
|
|
|
1,710 |
|
|
|
46 |
|
|
|
45 |
|
|
|
1 |
|
1.8% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
04/21/2025 |
|
|
|
USD |
|
|
|
2,760 |
|
|
|
96 |
|
|
|
93 |
|
|
|
3 |
|
2.4% |
|
|
SOFR |
|
|
|
Annually |
|
|
|
11/10/2035 |
|
|
|
USD |
|
|
|
1,190 |
|
|
|
123 |
|
|
|
110 |
|
|
|
13 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
7,233 |
|
|
$ |
6,718 |
|
|
$ |
515 |
|
A list of the reverse repurchase agreements outstanding as of December 31, 2023 was as follows:
| |
Principal Amount ($ Thousands) |
|
Counterparty |
|
Rate |
|
|
Value ($ Thousands) |
|
| |
$ |
(19,400 |
) |
Chase Securities |
|
|
5.45% |
|
|
$ |
(19,400 |
) |
| |
|
(8,120 |
) |
Chase Securities |
|
|
5.46% |
|
|
|
(8,120 |
) |
| |
|
(11,033 |
) |
Chase Securities |
|
|
5.46% |
|
|
|
(11,033 |
) |
| |
|
(6,399 |
) |
Chase Securities |
|
|
5.49% |
|
|
|
(6,399 |
) |
| |
|
(73,415 |
) |
Chase Securities |
|
|
5.49% |
|
|
|
(73,415 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
(118,367 |
) |
|
Percentages are based on Net Assets of $647,433 ($ Thousands). |
* |
Non-income producing security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
^ |
Security, or a portion thereof, is held by the Inflation Commodity Strategy Subsidiary, Ltd. as of December 31, 2023. |
(A) |
Interest rate represents the security's effective yield at the time of purchase. |
(B) |
Zero coupon security. |
(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) |
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 December 31, 2023, the value of these securities amounted to $68,502 ($ Thousands), representing 10.6% of the Net Assets of the Fund. |
(E) |
Security is in default on interest payment. |
(F) |
Perpetual security with no stated maturity date. |
Amounts designated as “—” are $0 or have been rounded to $0.
See “Glossary” for abbreviations.
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS — 44.7% |
U.S. Treasury Bills |
|
|
|
|
|
|
|
|
6.020%, 05/02/2024 (A) |
|
$ |
55,600 |
|
|
$ |
54,636 |
|
5.469%, 04/11/2024 (A) |
|
|
36,730 |
|
|
|
36,201 |
|
5.450%, 04/25/2024 (A) |
|
|
114,000 |
|
|
|
112,132 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
3.875%, 04/15/2029 |
|
|
1,008 |
|
|
|
1,111 |
|
3.625%, 04/15/2028 |
|
|
536 |
|
|
|
575 |
|
3.375%, 04/15/2032 |
|
|
226 |
|
|
|
253 |
|
2.500%, 01/15/2029 |
|
|
618 |
|
|
|
639 |
|
2.375%, 01/15/2025 |
|
|
1,254 |
|
|
|
1,244 |
|
2.375%, 01/15/2027 |
|
|
588 |
|
|
|
593 |
|
2.375%, 10/15/2028 |
|
|
1,312 |
|
|
|
1,351 |
|
2.125%, 02/15/2040 |
|
|
329 |
|
|
|
338 |
|
2.125%, 02/15/2041 |
|
|
525 |
|
|
|
538 |
|
2.000%, 01/15/2026 |
|
|
1,056 |
|
|
|
1,048 |
|
1.750%, 01/15/2028 |
|
|
355 |
|
|
|
353 |
|
1.625%, 10/15/2027 |
|
|
994 |
|
|
|
987 |
|
1.500%, 02/15/2053 |
|
|
609 |
|
|
|
551 |
|
1.375%, 07/15/2033 |
|
|
1,809 |
|
|
|
1,754 |
|
1.375%, 02/15/2044 |
|
|
811 |
|
|
|
725 |
|
1.250%, 04/15/2028 |
|
|
1,416 |
|
|
|
1,379 |
|
1.125%, 01/15/2033 |
|
|
1,743 |
|
|
|
1,649 |
|
1.000%, 02/15/2046 |
|
|
485 |
|
|
|
397 |
|
1.000%, 02/15/2048 |
|
|
419 |
|
|
|
338 |
|
1.000%, 02/15/2049 |
|
|
397 |
|
|
|
319 |
|
0.875%, 01/15/2029 |
|
|
1,044 |
|
|
|
999 |
|
0.875%, 02/15/2047 |
|
|
567 |
|
|
|
446 |
|
0.750%, 07/15/2028 |
|
|
1,266 |
|
|
|
1,212 |
|
0.750%, 02/15/2042 |
|
|
617 |
|
|
|
499 |
|
0.750%, 02/15/2045 |
|
|
963 |
|
|
|
752 |
|
0.625%, 01/15/2026 |
|
|
1,471 |
|
|
|
1,419 |
|
0.625%, 07/15/2032 |
|
|
1,804 |
|
|
|
1,648 |
|
0.625%, 02/15/2043 |
|
|
621 |
|
|
|
485 |
|
0.500%, 01/15/2028 |
|
|
1,261 |
|
|
|
1,193 |
|
0.375%, 07/15/2025 |
|
|
1,657 |
|
|
|
1,605 |
|
0.375%, 01/15/2027 |
|
|
1,437 |
|
|
|
1,366 |
|
0.375%, 07/15/2027 |
|
|
1,419 |
|
|
|
1,348 |
|
0.250%, 01/15/2025 |
|
|
472 |
|
|
|
458 |
|
0.250%, 07/15/2029 |
|
|
1,402 |
|
|
|
1,296 |
|
0.250%, 02/15/2050 |
|
|
598 |
|
|
|
389 |
|
0.125%, 04/15/2025 |
|
|
1,455 |
|
|
|
1,403 |
|
0.125%, 10/15/2025 |
|
|
996 |
|
|
|
957 |
|
0.125%, 10/15/2025 |
|
|
680 |
|
|
|
654 |
|
0.125%, 04/15/2026 |
|
|
1,210 |
|
|
|
1,152 |
|
0.125%, 07/15/2026 |
|
|
1,155 |
|
|
|
1,101 |
|
0.125%, 10/15/2026 |
|
|
1,442 |
|
|
|
1,369 |
|
0.125%, 04/15/2027 |
|
|
1,416 |
|
|
|
1,330 |
|
0.125%, 01/15/2030 |
|
|
1,443 |
|
|
|
1,307 |
|
0.125%, 07/15/2030 |
|
|
1,652 |
|
|
|
1,492 |
|
0.125%, 01/15/2031 |
|
|
1,879 |
|
|
|
1,677 |
|
0.125%, 07/15/2031 |
|
|
1,781 |
|
|
|
1,583 |
|
0.125%, 01/15/2032 |
|
|
1,789 |
|
|
|
1,571 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
0.125%, 02/15/2051 |
|
$ |
599 |
|
|
$ |
371 |
|
0.125%, 02/15/2052 |
|
|
721 |
|
|
|
442 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $250,370) ($ Thousands) |
|
|
250,635 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
COMMERCIAL PAPER — 28.1% |
Communications — 0.5% |
|
|
|
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.882%, 01/11/2024 (A) |
|
|
2,800 |
|
|
|
2,794 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 9.3% |
|
|
|
|
American Electric Power |
|
|
|
|
|
|
|
|
5.733%, 01/22/2024 (A) |
|
|
10,500 |
|
|
|
10,461 |
|
American Honda Financial Corp |
|
|
|
|
|
|
|
|
5.715%, 01/04/2024 (A) |
|
|
7,900 |
|
|
|
7,893 |
|
Aviation Capital Group LLC |
|
|
|
|
|
|
|
|
5.946%, 02/02/2024 (A) |
|
|
10,150 |
|
|
|
10,096 |
|
Hyundai Capital America |
|
|
|
|
|
|
|
|
5.684%, 01/05/2024 (A) |
|
|
4,000 |
|
|
|
3,996 |
|
Marriott International |
|
|
|
|
|
|
|
|
5.704%, 01/16/2024 (A) |
|
|
9,550 |
|
|
|
9,523 |
|
Parker-Hannifin Corp |
|
|
|
|
|
|
|
|
5.591%, 02/07/2024 (A) |
|
|
10,400 |
|
|
|
10,335 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
52,304 |
|
| |
|
|
|
|
|
|
|
|
Energy — 4.3% |
|
|
|
|
Engie SA |
|
|
|
|
|
|
|
|
5.650%, 01/16/2024 (A) |
|
|
7,750 |
|
|
|
7,729 |
|
Entergy Corp |
|
|
|
|
|
|
|
|
5.649%, 01/05/2024 (A) |
|
|
10,500 |
|
|
|
10,489 |
|
Natural Gas |
|
|
|
|
|
|
|
|
1.947%, 01/03/2024 (A) |
|
|
5,750 |
|
|
|
5,746 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
23,964 |
|
| |
|
|
|
|
|
|
|
|
Financials — 8.3% |
|
|
|
|
Bank China |
|
|
|
|
|
|
|
|
5.865%, 02/05/2024 (A) |
|
|
10,350 |
|
|
|
10,289 |
|
5.803%, 01/09/2024 (A) |
|
|
250 |
|
|
|
249 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
5.891%, 02/07/2024 (A) |
|
|
2,500 |
|
|
|
2,484 |
|
5.853%, 02/12/2024 (A) |
|
|
250 |
|
|
|
248 |
|
5.786%, 01/16/2024 (A) |
|
|
7,750 |
|
|
|
7,728 |
|
Societe Generale North America |
|
|
|
|
|
|
|
|
5.143%, 01/02/2024 (A) |
|
|
9,500 |
|
|
|
9,495 |
|
VW Credit Inc |
|
|
|
|
|
|
|
|
5.787%, 01/19/2024 (A) |
|
|
10,750 |
|
|
|
10,715 |
|
WGL Holdings Inc |
|
|
|
|
|
|
|
|
6.080%, 01/10/2024 (A) |
|
|
5,250 |
|
|
|
5,241 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,449 |
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
COMMERCIAL PAPER (continued) |
Industrials — 1.9% |
|
|
|
|
National Grid Holdings |
|
|
|
|
|
|
|
|
5.811%, 01/31/2024 (A) |
|
|
10,000 |
|
|
$ |
9,949 |
|
5.805%, 01/23/2024 (A) |
|
|
650 |
|
|
|
647 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
10,596 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 3.8% |
|
|
|
|
Oracle Corp |
|
|
|
|
|
|
|
|
5.774%, 02/26/2024 (A) |
|
|
10,714 |
|
|
|
10,616 |
|
Southern California Edison |
|
|
|
|
|
|
|
|
5.883%, 01/04/2024 (A) |
|
$ |
11,050 |
|
|
|
11,040 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,656 |
|
| |
|
|
|
|
|
|
|
|
Total Commercial Paper |
|
|
|
|
(Cost $157,807) ($ Thousands) |
|
|
157,763 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 14.1% |
| |
|
|
|
|
|
|
|
|
Japan Treasury Discount Bill |
|
|
|
|
|
|
|
|
0.000%, 02/19/2024(A) |
|
JPY |
11,153,000 |
|
|
|
79,128 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
(Cost $73,972) ($ Thousands) |
|
|
79,128 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. GOVERNMENT AGENCY OBLIGATION — 1.3% |
FHLB |
|
|
|
|
|
|
|
|
4.500%, 03/10/2028 |
|
$ |
7,260 |
|
|
|
7,432 |
|
| |
|
|
|
|
|
|
|
|
Total U.S. Government Agency Obligation |
|
|
|
|
|
|
|
|
(Cost $7,439) ($ Thousands) |
|
|
7,432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
EXCHANGE TRADED FUNDS — 0.4% |
| |
|
|
|
|
|
|
|
|
Vanguard Intermediate-Term Corporate Bond ETF |
|
|
13,961 |
|
|
|
1,135 |
|
Vanguard Long-Term Corporate Bond ETF |
|
|
2,871 |
|
|
|
230 |
|
Vanguard Mortgage-Backed Securities ETF |
|
|
20,155 |
|
|
|
934 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Exchange Traded Funds |
|
|
|
|
|
|
|
|
(Cost $2,229) ($ Thousands) |
|
|
|
|
|
|
2,299 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 0.1% |
| |
|
|
|
|
|
|
|
|
Information Technology — 0.1% |
|
|
|
|
Microsoft Corp |
|
|
1,148 |
|
|
$ |
432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $402) ($ Thousands) |
|
|
|
|
|
|
432 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
PURCHASED OPTION — 0.0% |
Total Purchased Option |
|
|
|
|
|
|
|
|
(Cost $59) ($ Thousands) |
|
|
|
|
|
|
27 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Investments in Securities — 88.7% |
|
|
|
|
|
|
|
|
(Cost $492,278) ($ Thousands) |
|
$ |
497,716 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $41) ($ Thousands) |
|
|
|
|
|
$ |
(50 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
A list of the exchange traded option contracts held by the Fund at December 31, 2023, is as follows:
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTION — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust |
|
|
145 |
|
|
$ |
6,264 |
|
|
$ |
432.00 |
|
|
|
3/16/2024 |
|
|
$ |
27 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Purchased Option |
|
|
|
|
|
$ |
6,264 |
|
|
|
|
|
|
|
|
|
|
$ |
27 |
|
WRITTEN OPTIONS — (0.0)% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust |
|
|
(145 |
) |
|
$ |
(5,873 |
) |
|
|
405.00 |
|
|
|
03/16/2024 |
|
|
$ |
(13 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SPDR S&P 500 ETF Trust |
|
|
(145 |
) |
|
|
(7,250 |
) |
|
|
500.00 |
|
|
|
03/16/2024 |
|
|
|
(37 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(13,123 |
) |
|
|
|
|
|
|
|
|
|
$ |
(50 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at December 31, 2023, is as follows:
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amsterdam Index |
|
|
1 |
|
|
|
Jan-2024 |
|
|
$ |
170 |
|
|
$ |
174 |
|
|
$ |
– |
|
Australian 10-Year Bond |
|
|
129 |
|
|
|
Mar-2024 |
|
|
|
9,695 |
|
|
|
10,269 |
|
|
|
254 |
|
CAC40 10 Euro Index |
|
|
17 |
|
|
|
Jan-2024 |
|
|
|
1,395 |
|
|
|
1,419 |
|
|
|
(6 |
) |
Canadian 10-Year Bond |
|
|
132 |
|
|
|
Mar-2024 |
|
|
|
11,625 |
|
|
|
12,431 |
|
|
|
469 |
|
DAX Index |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
458 |
|
|
|
467 |
|
|
|
(2 |
) |
Euro STOXX 50 |
|
|
29 |
|
|
|
Mar-2024 |
|
|
|
1,438 |
|
|
|
1,456 |
|
|
|
(9 |
) |
Euro-Buxl |
|
|
15 |
|
|
|
Mar-2024 |
|
|
|
2,257 |
|
|
|
2,349 |
|
|
|
59 |
|
Euro-OAT |
|
|
3 |
|
|
|
Mar-2024 |
|
|
|
434 |
|
|
|
435 |
|
|
|
– |
|
FTSE 100 Index |
|
|
150 |
|
|
|
Mar-2024 |
|
|
|
14,363 |
|
|
|
14,832 |
|
|
|
278 |
|
FTSE MIB Index |
|
|
1 |
|
|
|
Mar-2024 |
|
|
|
165 |
|
|
|
168 |
|
|
|
(1 |
) |
IBEX |
|
|
18 |
|
|
|
Jan-2024 |
|
|
|
1,976 |
|
|
|
2,005 |
|
|
|
(8 |
) |
Long Gilt 10-Year Bond |
|
|
46 |
|
|
|
Mar-2024 |
|
|
|
5,578 |
|
|
|
6,020 |
|
|
|
379 |
|
MSCI EAFE Index |
|
|
172 |
|
|
|
Mar-2024 |
|
|
|
18,604 |
|
|
|
19,371 |
|
|
|
767 |
|
MSCI Emerging Markets |
|
|
347 |
|
|
|
Mar-2024 |
|
|
|
17,141 |
|
|
|
17,934 |
|
|
|
793 |
|
NASDAQ 100 Index E-MINI |
|
|
15 |
|
|
|
Mar-2024 |
|
|
|
4,934 |
|
|
|
5,107 |
|
|
|
173 |
|
Nikkei 225 Index |
|
|
161 |
|
|
|
Mar-2024 |
|
|
|
3,603 |
|
|
|
3,820 |
|
|
|
58 |
|
Nikkei 225 Index |
|
|
5 |
|
|
|
Mar-2024 |
|
|
|
836 |
|
|
|
833 |
|
|
|
(3 |
) |
OMX Stockholm 30 |
|
|
139 |
|
|
|
Jan-2024 |
|
|
|
3,120 |
|
|
|
3,312 |
|
|
|
74 |
|
Russell 2000 Index E-MINI |
|
|
95 |
|
|
|
Mar-2024 |
|
|
|
9,207 |
|
|
|
9,726 |
|
|
|
519 |
|
S&P 500 Index E-MINI |
|
|
208 |
|
|
|
Mar-2024 |
|
|
|
48,402 |
|
|
|
50,128 |
|
|
|
1,726 |
|
S&P Mid Cap 400 Index E-MINI |
|
|
15 |
|
|
|
Mar-2024 |
|
|
|
3,977 |
|
|
|
4,214 |
|
|
|
237 |
|
S&P TSX 60 Index |
|
|
6 |
|
|
|
Mar-2024 |
|
|
|
1,086 |
|
|
|
1,157 |
|
|
|
37 |
|
SPI 200 Index |
|
|
45 |
|
|
|
Mar-2024 |
|
|
|
5,580 |
|
|
|
5,822 |
|
|
|
140 |
|
U.S. 5-Year Treasury Note |
|
|
357 |
|
|
|
Mar-2024 |
|
|
|
38,155 |
|
|
|
38,832 |
|
|
|
677 |
|
U.S. 10-Year Treasury Note |
|
|
281 |
|
|
|
Mar-2024 |
|
|
|
30,883 |
|
|
|
31,723 |
|
|
|
840 |
|
U.S. Ultra Long Treasury Bond |
|
|
17 |
|
|
|
Mar-2024 |
|
|
|
2,200 |
|
|
|
2,271 |
|
|
|
71 |
|
| |
|
|
|
|
|
|
|
|
|
|
237,282 |
|
|
|
246,275 |
|
|
|
7,522 |
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FTSE 100 Index |
|
|
(11 |
) |
|
|
Mar-2024 |
|
|
$ |
(1,048 |
) |
|
$ |
(1,088 |
) |
|
$ |
(24 |
) |
Japanese 10-Year Bond |
|
|
(8 |
) |
|
|
Mar-2024 |
|
|
|
(8,115 |
) |
|
|
(8,325 |
) |
|
|
(34 |
) |
SPI 200 Index |
|
|
(9 |
) |
|
|
Mar-2024 |
|
|
|
(1,141 |
) |
|
|
(1,164 |
) |
|
|
(16 |
) |
| |
|
|
|
|
|
|
|
|
|
|
(10,304 |
) |
|
|
(10,577 |
) |
|
|
(74 |
) |
| |
|
|
|
|
|
|
|
|
|
$ |
226,978 |
|
|
$ |
235,698 |
|
|
$ |
7,448 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
A list of the open forward foreign currency contracts held by the Fund at December 31, 2023 is as follows:
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Bank of America |
|
|
01/10/24 |
|
|
|
EUR |
|
|
|
4,290 |
|
|
|
USD |
|
|
|
4,562 |
|
|
$ |
(179 |
) |
Bank of America |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
503 |
|
|
|
CLP |
|
|
|
456,133 |
|
|
|
19 |
|
Bank of America |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
1,083 |
|
|
|
PHP |
|
|
|
60,459 |
|
|
|
10 |
|
Bank of America |
|
|
02/16/24 |
|
|
|
USD |
|
|
|
533 |
|
|
|
NOK |
|
|
|
5,808 |
|
|
|
40 |
|
Bank of America |
|
|
02/16/24 |
|
|
|
NOK |
|
|
|
13,707 |
|
|
|
USD |
|
|
|
1,257 |
|
|
|
(95 |
) |
Bank of America |
|
|
02/26/24 |
|
|
|
USD |
|
|
|
736 |
|
|
|
TWD |
|
|
|
23,114 |
|
|
|
30 |
|
Barclays PLC |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
593 |
|
|
|
MYR |
|
|
|
2,739 |
|
|
|
4 |
|
Barclays PLC |
|
|
01/11/24 |
|
|
|
MYR |
|
|
|
3,692 |
|
|
|
USD |
|
|
|
793 |
|
|
|
(12 |
) |
Barclays PLC |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
93,729 |
|
|
|
USD |
|
|
|
654 |
|
|
|
(12 |
) |
Barclays PLC |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
264 |
|
|
|
PEN |
|
|
|
1,004 |
|
|
|
7 |
|
Barclays PLC |
|
|
01/18/24 |
|
|
|
MXN |
|
|
|
18,456 |
|
|
|
USD |
|
|
|
1,049 |
|
|
|
(37 |
) |
Barclays PLC |
|
|
02/15/24 |
|
|
|
CHF |
|
|
|
1,287 |
|
|
|
EUR |
|
|
|
1,357 |
|
|
|
(36 |
) |
Barclays PLC |
|
|
03/11/24 |
|
|
|
MYR |
|
|
|
2,739 |
|
|
|
USD |
|
|
|
596 |
|
|
|
(7 |
) |
Barclays PLC |
|
|
03/14/24 |
|
|
|
INR |
|
|
|
136,080 |
|
|
|
USD |
|
|
|
1,627 |
|
|
|
(3 |
) |
BNP Paribas |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
732 |
|
|
|
NZD |
|
|
|
1,257 |
|
|
|
63 |
|
BNP Paribas |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
478 |
|
|
|
CLP |
|
|
|
417,879 |
|
|
|
— |
|
BNP Paribas |
|
|
01/25/24 |
|
|
|
PHP |
|
|
|
29,497 |
|
|
|
USD |
|
|
|
529 |
|
|
|
(4 |
) |
BNP Paribas |
|
|
02/26/24 |
|
|
|
TWD |
|
|
|
29,611 |
|
|
|
USD |
|
|
|
949 |
|
|
|
(32 |
) |
BNP Paribas |
|
|
03/14/24 |
|
|
|
USD |
|
|
|
707 |
|
|
|
INR |
|
|
|
58,869 |
|
|
|
(2 |
) |
Brown Brothers Harriman |
|
|
01/10/24 |
|
|
|
EUR |
|
|
|
3,402 |
|
|
|
USD |
|
|
|
3,681 |
|
|
|
(78 |
) |
Brown Brothers Harriman |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
3,695 |
|
|
|
CAD |
|
|
|
5,006 |
|
|
|
102 |
|
Brown Brothers Harriman |
|
|
01/10/24 |
|
|
|
CAD |
|
|
|
3,933 |
|
|
|
USD |
|
|
|
2,894 |
|
|
|
(90 |
) |
Brown Brothers Harriman |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
4,719 |
|
|
|
EUR |
|
|
|
4,355 |
|
|
|
94 |
|
Brown Brothers Harriman |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
1,707 |
|
|
|
EUR |
|
|
|
1,536 |
|
|
|
(9 |
) |
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
608 |
|
|
|
NZD |
|
|
|
990 |
|
|
|
19 |
|
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
734 |
|
|
|
CNH |
|
|
|
5,325 |
|
|
|
15 |
|
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
244 |
|
|
|
CNH |
|
|
|
1,732 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
NZD |
|
|
|
3,577 |
|
|
|
USD |
|
|
|
2,196 |
|
|
|
(68 |
) |
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
CNY |
|
|
|
5,331 |
|
|
|
USD |
|
|
|
732 |
|
|
|
(20 |
) |
Brown Brothers Harriman |
|
|
01/11/24 |
|
|
|
CNH |
|
|
|
16,338 |
|
|
|
USD |
|
|
|
2,247 |
|
|
|
(49 |
) |
Brown Brothers Harriman |
|
|
01/12/24 |
|
|
|
USD |
|
|
|
2,464 |
|
|
|
JPY |
|
|
|
360,050 |
|
|
|
95 |
|
Brown Brothers Harriman |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
141,000 |
|
|
|
USD |
|
|
|
956 |
|
|
|
(46 |
) |
Brown Brothers Harriman |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
82 |
|
|
|
MXN |
|
|
|
1,423 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
01/18/24 |
|
|
|
CHF |
|
|
|
165 |
|
|
|
USD |
|
|
|
187 |
|
|
|
(10 |
) |
Brown Brothers Harriman |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
476 |
|
|
|
CHF |
|
|
|
415 |
|
|
|
18 |
|
Brown Brothers Harriman |
|
|
01/18/24 |
|
|
|
MXN |
|
|
|
3,088 |
|
|
|
USD |
|
|
|
177 |
|
|
|
(5 |
) |
Brown Brothers Harriman |
|
|
01/25/24 |
|
|
|
GBP |
|
|
|
1,193 |
|
|
|
USD |
|
|
|
1,489 |
|
|
|
(31 |
) |
Brown Brothers Harriman |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
1,250 |
|
|
|
AUD |
|
|
|
1,902 |
|
|
|
49 |
|
Brown Brothers Harriman |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
1,482 |
|
|
|
GBP |
|
|
|
1,179 |
|
|
|
21 |
|
Brown Brothers Harriman |
|
|
01/25/24 |
|
|
|
AUD |
|
|
|
580 |
|
|
|
USD |
|
|
|
397 |
|
|
|
1 |
|
Brown Brothers Harriman |
|
|
01/25/24 |
|
|
|
AUD |
|
|
|
3,760 |
|
|
|
USD |
|
|
|
2,475 |
|
|
|
(92 |
) |
Brown Brothers Harriman |
|
|
02/07/24 |
|
|
|
USD |
|
|
|
445 |
|
|
|
ZAR |
|
|
|
8,163 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
02/07/24 |
|
|
|
ZAR |
|
|
|
28,088 |
|
|
|
USD |
|
|
|
1,494 |
|
|
|
(37 |
) |
Brown Brothers Harriman |
|
|
02/15/24 |
|
|
|
EUR |
|
|
|
456 |
|
|
|
CHF |
|
|
|
434 |
|
|
|
13 |
|
Brown Brothers Harriman |
|
|
02/15/24 |
|
|
|
USD |
|
|
|
465 |
|
|
|
CHF |
|
|
|
401 |
|
|
|
14 |
|
Brown Brothers Harriman |
|
|
02/15/24 |
|
|
|
CHF |
|
|
|
540 |
|
|
|
USD |
|
|
|
620 |
|
|
|
(25 |
) |
Brown Brothers Harriman |
|
|
02/15/24 |
|
|
|
CHF |
|
|
|
1,089 |
|
|
|
EUR |
|
|
|
1,136 |
|
|
|
(43 |
) |
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
USD |
|
|
|
97 |
|
|
|
SEK |
|
|
|
965 |
|
|
|
(1 |
) |
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
USD |
|
|
|
212 |
|
|
|
NOK |
|
|
|
2,305 |
|
|
$ |
16 |
|
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
EUR |
|
|
|
369 |
|
|
|
NOK |
|
|
|
4,172 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
EUR |
|
|
|
446 |
|
|
|
SEK |
|
|
|
5,013 |
|
|
|
5 |
|
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
SEK |
|
|
|
5,137 |
|
|
|
USD |
|
|
|
494 |
|
|
|
(16 |
) |
Brown Brothers Harriman |
|
|
02/16/24 |
|
|
|
NOK |
|
|
|
13,458 |
|
|
|
USD |
|
|
|
1,259 |
|
|
|
(68 |
) |
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
USD |
|
|
|
126 |
|
|
|
CZK |
|
|
|
2,864 |
|
|
|
2 |
|
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
USD |
|
|
|
435 |
|
|
|
HUF |
|
|
|
152,445 |
|
|
|
3 |
|
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
USD |
|
|
|
885 |
|
|
|
PLN |
|
|
|
3,497 |
|
|
|
4 |
|
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
PLN |
|
|
|
1,724 |
|
|
|
USD |
|
|
|
431 |
|
|
|
(7 |
) |
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
CZK |
|
|
|
3,606 |
|
|
|
USD |
|
|
|
161 |
|
|
|
— |
|
Brown Brothers Harriman |
|
|
02/22/24 |
|
|
|
HUF |
|
|
|
224,667 |
|
|
|
USD |
|
|
|
637 |
|
|
|
(9 |
) |
Brown Brothers Harriman |
|
|
03/07/24 |
|
|
|
USD |
|
|
|
726 |
|
|
|
THB |
|
|
|
25,219 |
|
|
|
18 |
|
Brown Brothers Harriman |
|
|
03/07/24 |
|
|
|
THB |
|
|
|
16,684 |
|
|
|
USD |
|
|
|
478 |
|
|
|
(14 |
) |
Citigroup |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
587 |
|
|
|
COP |
|
|
|
2,401,021 |
|
|
|
31 |
|
Deutsche Bank |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
515 |
|
|
|
CAD |
|
|
|
704 |
|
|
|
18 |
|
Deutsche Bank |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
1,352 |
|
|
|
EUR |
|
|
|
1,244 |
|
|
|
23 |
|
Deutsche Bank |
|
|
01/10/24 |
|
|
|
CAD |
|
|
|
3,409 |
|
|
|
USD |
|
|
|
2,510 |
|
|
|
(76 |
) |
Deutsche Bank |
|
|
01/11/24 |
|
|
|
CNH |
|
|
|
744 |
|
|
|
USD |
|
|
|
103 |
|
|
|
(2 |
) |
Deutsche Bank |
|
|
01/17/24 |
|
|
|
PEN |
|
|
|
663 |
|
|
|
USD |
|
|
|
179 |
|
|
|
— |
|
Deutsche Bank |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
438 |
|
|
|
KRW |
|
|
|
590,798 |
|
|
|
20 |
|
Deutsche Bank |
|
|
01/18/24 |
|
|
|
CHF |
|
|
|
2,246 |
|
|
|
USD |
|
|
|
2,536 |
|
|
|
(138 |
) |
Deutsche Bank |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
2,479 |
|
|
|
CHF |
|
|
|
2,195 |
|
|
|
135 |
|
Deutsche Bank |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
454 |
|
|
|
PHP |
|
|
|
25,257 |
|
|
|
3 |
|
Deutsche Bank |
|
|
01/25/24 |
|
|
|
GBP |
|
|
|
946 |
|
|
|
USD |
|
|
|
1,186 |
|
|
|
(20 |
) |
Deutsche Bank |
|
|
01/25/24 |
|
|
|
IDR |
|
|
|
7,921,300 |
|
|
|
USD |
|
|
|
498 |
|
|
|
(16 |
) |
Deutsche Bank |
|
|
02/16/24 |
|
|
|
EUR |
|
|
|
1,261 |
|
|
|
NOK |
|
|
|
14,441 |
|
|
|
28 |
|
Deutsche Bank |
|
|
02/22/24 |
|
|
|
EUR |
|
|
|
483 |
|
|
|
CZK |
|
|
|
11,821 |
|
|
|
(6 |
) |
Goldman Sachs |
|
|
01/03/24 |
|
|
|
USD |
|
|
|
134 |
|
|
|
BRL |
|
|
|
652 |
|
|
|
1 |
|
Goldman Sachs |
|
|
01/03/24 |
|
|
|
BRL |
|
|
|
2,708 |
|
|
|
USD |
|
|
|
555 |
|
|
|
(2 |
) |
Goldman Sachs |
|
|
01/04/24 |
|
|
|
JPY |
|
|
|
2,650,000 |
|
|
|
USD |
|
|
|
18,677 |
|
|
|
(132 |
) |
Goldman Sachs |
|
|
01/05/24 |
|
|
|
JPY |
|
|
|
3,711,500 |
|
|
|
USD |
|
|
|
25,860 |
|
|
|
(488 |
) |
Goldman Sachs |
|
|
01/10/24 |
|
|
|
EUR |
|
|
|
998 |
|
|
|
USD |
|
|
|
1,061 |
|
|
|
(42 |
) |
Goldman Sachs |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
2,842 |
|
|
|
EUR |
|
|
|
2,631 |
|
|
|
65 |
|
Goldman Sachs |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
505 |
|
|
|
CNH |
|
|
|
3,680 |
|
|
|
12 |
|
Goldman Sachs |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
300 |
|
|
|
CNH |
|
|
|
2,131 |
|
|
|
— |
|
Goldman Sachs |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
1,447 |
|
|
|
NZD |
|
|
|
2,361 |
|
|
|
48 |
|
Goldman Sachs |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
2,603 |
|
|
|
MYR |
|
|
|
12,220 |
|
|
|
64 |
|
Goldman Sachs |
|
|
01/11/24 |
|
|
|
MYR |
|
|
|
12,639 |
|
|
|
USD |
|
|
|
2,710 |
|
|
|
(48 |
) |
Goldman Sachs |
|
|
01/12/24 |
|
|
|
USD |
|
|
|
962 |
|
|
|
JPY |
|
|
|
136,983 |
|
|
|
12 |
|
Goldman Sachs |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
95,114 |
|
|
|
USD |
|
|
|
665 |
|
|
|
(11 |
) |
Goldman Sachs |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
123 |
|
|
|
CLP |
|
|
|
107,899 |
|
|
|
— |
|
Goldman Sachs |
|
|
01/17/24 |
|
|
|
PEN |
|
|
|
1,851 |
|
|
|
USD |
|
|
|
487 |
|
|
|
(13 |
) |
Goldman Sachs |
|
|
01/17/24 |
|
|
|
COP |
|
|
|
1,123,375 |
|
|
|
USD |
|
|
|
276 |
|
|
|
(13 |
) |
Goldman Sachs |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
228 |
|
|
|
KRW |
|
|
|
299,935 |
|
|
|
4 |
|
Goldman Sachs |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
2,104 |
|
|
|
MXN |
|
|
|
36,998 |
|
|
|
74 |
|
Goldman Sachs |
|
|
01/18/24 |
|
|
|
KRW |
|
|
|
474,692 |
|
|
|
USD |
|
|
|
369 |
|
|
|
2 |
|
Goldman Sachs |
|
|
01/18/24 |
|
|
|
KRW |
|
|
|
132,791 |
|
|
|
USD |
|
|
|
102 |
|
|
|
(1 |
) |
Goldman Sachs |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
405 |
|
|
|
PHP |
|
|
|
22,552 |
|
|
|
3 |
|
Goldman Sachs |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
1,954 |
|
|
|
GBP |
|
|
|
1,565 |
|
|
|
41 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Goldman Sachs |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
2,440 |
|
|
|
IDR |
|
|
|
38,166,319 |
|
|
$ |
40 |
|
Goldman Sachs |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
2,639 |
|
|
|
AUD |
|
|
|
3,987 |
|
|
|
84 |
|
Goldman Sachs |
|
|
01/25/24 |
|
|
|
PHP |
|
|
|
6,044 |
|
|
|
USD |
|
|
|
109 |
|
|
|
— |
|
Goldman Sachs |
|
|
01/25/24 |
|
|
|
IDR |
|
|
|
30,489,345 |
|
|
|
USD |
|
|
|
1,919 |
|
|
|
(62 |
) |
Goldman Sachs |
|
|
02/07/24 |
|
|
|
USD |
|
|
|
1,438 |
|
|
|
ZAR |
|
|
|
27,469 |
|
|
|
59 |
|
Goldman Sachs |
|
|
02/15/24 |
|
|
|
USD |
|
|
|
160 |
|
|
|
CHF |
|
|
|
139 |
|
|
|
6 |
|
Goldman Sachs |
|
|
02/16/24 |
|
|
|
USD |
|
|
|
1,784 |
|
|
|
SEK |
|
|
|
18,449 |
|
|
|
51 |
|
Goldman Sachs |
|
|
02/16/24 |
|
|
|
NOK |
|
|
|
13,224 |
|
|
|
USD |
|
|
|
1,262 |
|
|
|
(42 |
) |
Goldman Sachs |
|
|
02/16/24 |
|
|
|
SEK |
|
|
|
16,148 |
|
|
|
USD |
|
|
|
1,544 |
|
|
|
(62 |
) |
Goldman Sachs |
|
|
02/26/24 |
|
|
|
TWD |
|
|
|
3,972 |
|
|
|
USD |
|
|
|
128 |
|
|
|
(3 |
) |
Goldman Sachs |
|
|
03/11/24 |
|
|
|
MYR |
|
|
|
2,288 |
|
|
|
USD |
|
|
|
498 |
|
|
|
(5 |
) |
Goldman Sachs |
|
|
03/14/24 |
|
|
|
USD |
|
|
|
475 |
|
|
|
INR |
|
|
|
39,683 |
|
|
|
1 |
|
HSBC |
|
|
01/18/24 |
|
|
|
KRW |
|
|
|
807,298 |
|
|
|
USD |
|
|
|
619 |
|
|
|
(6 |
) |
HSBC |
|
|
02/26/24 |
|
|
|
TWD |
|
|
|
11,813 |
|
|
|
USD |
|
|
|
382 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
01/04/24 |
|
|
|
JPY |
|
|
|
783,800 |
|
|
|
USD |
|
|
|
5,527 |
|
|
|
(37 |
) |
JPMorgan Chase Bank |
|
|
01/11/24 |
|
|
|
CNY |
|
|
|
4,509 |
|
|
|
USD |
|
|
|
622 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
212,913 |
|
|
|
USD |
|
|
|
1,441 |
|
|
|
(73 |
) |
JPMorgan Chase Bank |
|
|
01/17/24 |
|
|
|
COP |
|
|
|
343,082 |
|
|
|
USD |
|
|
|
85 |
|
|
|
(3 |
) |
JPMorgan Chase Bank |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
124 |
|
|
|
PHP |
|
|
|
6,928 |
|
|
|
1 |
|
JPMorgan Chase Bank |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
401 |
|
|
|
PHP |
|
|
|
22,152 |
|
|
|
(1 |
) |
JPMorgan Chase Bank |
|
|
01/25/24 |
|
|
|
AUD |
|
|
|
978 |
|
|
|
USD |
|
|
|
658 |
|
|
|
(10 |
) |
JPMorgan Chase Bank |
|
|
02/15/24 |
|
|
|
CHF |
|
|
|
542 |
|
|
|
USD |
|
|
|
632 |
|
|
|
(15 |
) |
JPMorgan Chase Bank |
|
|
02/21/24 |
|
|
|
JPY |
|
|
|
11,153,000 |
|
|
|
USD |
|
|
|
74,703 |
|
|
|
(5,071 |
) |
JPMorgan Chase Bank |
|
|
02/22/24 |
|
|
|
CZK |
|
|
|
28,757 |
|
|
|
USD |
|
|
|
1,289 |
|
|
|
4 |
|
Merrill Lynch |
|
|
01/03/24 |
|
|
|
USD |
|
|
|
284 |
|
|
|
BRL |
|
|
|
1,405 |
|
|
|
5 |
|
Merrill Lynch |
|
|
01/10/24 |
|
|
|
EUR |
|
|
|
557 |
|
|
|
USD |
|
|
|
607 |
|
|
|
(9 |
) |
Merrill Lynch |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
2,137 |
|
|
|
CAD |
|
|
|
2,929 |
|
|
|
85 |
|
Merrill Lynch |
|
|
01/11/24 |
|
|
|
NZD |
|
|
|
1,257 |
|
|
|
USD |
|
|
|
755 |
|
|
|
(40 |
) |
Merrill Lynch |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
291,527 |
|
|
|
USD |
|
|
|
2,010 |
|
|
|
(62 |
) |
Merrill Lynch |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
176 |
|
|
|
COP |
|
|
|
702,106 |
|
|
|
4 |
|
Merrill Lynch |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
194 |
|
|
|
CLP |
|
|
|
171,350 |
|
|
|
3 |
|
Merrill Lynch |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
236 |
|
|
|
PEN |
|
|
|
886 |
|
|
|
3 |
|
Merrill Lynch |
|
|
01/17/24 |
|
|
|
PEN |
|
|
|
994 |
|
|
|
USD |
|
|
|
262 |
|
|
|
(7 |
) |
Merrill Lynch |
|
|
01/17/24 |
|
|
|
CLP |
|
|
|
1,732,216 |
|
|
|
USD |
|
|
|
1,909 |
|
|
|
(73 |
) |
Merrill Lynch |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
330 |
|
|
|
CHF |
|
|
|
288 |
|
|
|
13 |
|
Merrill Lynch |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
572 |
|
|
|
KRW |
|
|
|
763,396 |
|
|
|
20 |
|
Merrill Lynch |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
523 |
|
|
|
KRW |
|
|
|
675,735 |
|
|
|
— |
|
Merrill Lynch |
|
|
01/18/24 |
|
|
|
KRW |
|
|
|
244,157 |
|
|
|
USD |
|
|
|
181 |
|
|
|
(8 |
) |
Merrill Lynch |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
310 |
|
|
|
IDR |
|
|
|
4,842,285 |
|
|
|
4 |
|
Merrill Lynch |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
597 |
|
|
|
PHP |
|
|
|
33,939 |
|
|
|
16 |
|
Merrill Lynch |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
768 |
|
|
|
GBP |
|
|
|
608 |
|
|
|
8 |
|
Merrill Lynch |
|
|
01/25/24 |
|
|
|
PHP |
|
|
|
48,032 |
|
|
|
USD |
|
|
|
858 |
|
|
|
(11 |
) |
Merrill Lynch |
|
|
01/25/24 |
|
|
|
IDR |
|
|
|
7,777,175 |
|
|
|
USD |
|
|
|
497 |
|
|
|
(8 |
) |
Merrill Lynch |
|
|
02/16/24 |
|
|
|
USD |
|
|
|
1,251 |
|
|
|
NOK |
|
|
|
13,641 |
|
|
|
94 |
|
Merrill Lynch |
|
|
02/26/24 |
|
|
|
USD |
|
|
|
1,091 |
|
|
|
TWD |
|
|
|
33,608 |
|
|
|
22 |
|
Merrill Lynch |
|
|
02/26/24 |
|
|
|
TWD |
|
|
|
6,002 |
|
|
|
USD |
|
|
|
192 |
|
|
|
(7 |
) |
Merrill Lynch |
|
|
03/14/24 |
|
|
|
USD |
|
|
|
788 |
|
|
|
INR |
|
|
|
65,916 |
|
|
|
1 |
|
Morgan Stanley |
|
|
01/03/24 |
|
|
|
USD |
|
|
|
809 |
|
|
|
BRL |
|
|
|
3,941 |
|
|
|
2 |
|
Morgan Stanley |
|
|
01/03/24 |
|
|
|
USD |
|
|
|
2,519 |
|
|
|
BRL |
|
|
|
12,425 |
|
|
|
38 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Morgan Stanley |
|
|
01/03/24 |
|
|
|
BRL |
|
|
|
5,998 |
|
|
|
USD |
|
|
|
1,216 |
|
|
$ |
(18 |
) |
Morgan Stanley |
|
|
01/03/24 |
|
|
|
BRL |
|
|
|
9,717 |
|
|
|
USD |
|
|
|
1,995 |
|
|
|
(5 |
) |
Morgan Stanley |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
3,360 |
|
|
|
CAD |
|
|
|
4,620 |
|
|
|
145 |
|
Morgan Stanley |
|
|
01/10/24 |
|
|
|
CAD |
|
|
|
3,520 |
|
|
|
USD |
|
|
|
2,560 |
|
|
|
(110 |
) |
Morgan Stanley |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
535 |
|
|
|
NZD |
|
|
|
862 |
|
|
|
10 |
|
Morgan Stanley |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
631 |
|
|
|
MYR |
|
|
|
2,915 |
|
|
|
5 |
|
Morgan Stanley |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
795 |
|
|
|
MYR |
|
|
|
3,692 |
|
|
|
11 |
|
Morgan Stanley |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
1,976 |
|
|
|
NZD |
|
|
|
3,333 |
|
|
|
134 |
|
Morgan Stanley |
|
|
01/11/24 |
|
|
|
NZD |
|
|
|
2,361 |
|
|
|
USD |
|
|
|
1,375 |
|
|
|
(120 |
) |
Morgan Stanley |
|
|
01/11/24 |
|
|
|
MYR |
|
|
|
2,496 |
|
|
|
USD |
|
|
|
538 |
|
|
|
(7 |
) |
Morgan Stanley |
|
|
01/11/24 |
|
|
|
MYR |
|
|
|
2,739 |
|
|
|
USD |
|
|
|
586 |
|
|
|
(12 |
) |
Morgan Stanley |
|
|
01/11/24 |
|
|
|
CNY |
|
|
|
3,750 |
|
|
|
USD |
|
|
|
527 |
|
|
|
(2 |
) |
Morgan Stanley |
|
|
01/11/24 |
|
|
|
CNH |
|
|
|
9,384 |
|
|
|
USD |
|
|
|
1,292 |
|
|
|
(27 |
) |
Morgan Stanley |
|
|
01/12/24 |
|
|
|
USD |
|
|
|
1,251 |
|
|
|
JPY |
|
|
|
176,377 |
|
|
|
3 |
|
Morgan Stanley |
|
|
01/17/24 |
|
|
|
USD |
|
|
|
519 |
|
|
|
COP |
|
|
|
2,148,013 |
|
|
|
34 |
|
Morgan Stanley |
|
|
01/17/24 |
|
|
|
COP |
|
|
|
1,479,367 |
|
|
|
USD |
|
|
|
357 |
|
|
|
(24 |
) |
Morgan Stanley |
|
|
01/18/24 |
|
|
|
USD |
|
|
|
479 |
|
|
|
KRW |
|
|
|
619,757 |
|
|
|
1 |
|
Morgan Stanley |
|
|
01/18/24 |
|
|
|
KRW |
|
|
|
162,592 |
|
|
|
USD |
|
|
|
125 |
|
|
|
(1 |
) |
Morgan Stanley |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
610 |
|
|
|
IDR |
|
|
|
9,485,487 |
|
|
|
7 |
|
Morgan Stanley |
|
|
01/25/24 |
|
|
|
USD |
|
|
|
901 |
|
|
|
AUD |
|
|
|
1,383 |
|
|
|
43 |
|
Morgan Stanley |
|
|
01/25/24 |
|
|
|
GBP |
|
|
|
1,015 |
|
|
|
USD |
|
|
|
1,261 |
|
|
|
(33 |
) |
Morgan Stanley |
|
|
01/25/24 |
|
|
|
PHP |
|
|
|
93,399 |
|
|
|
USD |
|
|
|
1,643 |
|
|
|
(46 |
) |
Morgan Stanley |
|
|
01/25/24 |
|
|
|
IDR |
|
|
|
16,493,836 |
|
|
|
USD |
|
|
|
1,059 |
|
|
|
(13 |
) |
Morgan Stanley |
|
|
02/02/24 |
|
|
|
USD |
|
|
|
1,987 |
|
|
|
BRL |
|
|
|
9,717 |
|
|
|
10 |
|
Morgan Stanley |
|
|
02/02/24 |
|
|
|
BRL |
|
|
|
3,941 |
|
|
|
USD |
|
|
|
806 |
|
|
|
(4 |
) |
RBS |
|
|
01/12/24 |
|
|
|
USD |
|
|
|
526 |
|
|
|
JPY |
|
|
|
76,431 |
|
|
|
18 |
|
UBS |
|
|
01/10/24 |
|
|
|
USD |
|
|
|
572 |
|
|
|
CAD |
|
|
|
788 |
|
|
|
25 |
|
UBS |
|
|
01/11/24 |
|
|
|
USD |
|
|
|
1,362 |
|
|
|
CNY |
|
|
|
9,840 |
|
|
|
26 |
|
UBS |
|
|
01/12/24 |
|
|
|
JPY |
|
|
|
130,878 |
|
|
|
USD |
|
|
|
925 |
|
|
|
(5 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(5,925 |
) |
A list of the open OTC swap agreements held by the Fund at December 31, 2023, 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 |
|
|
Goldman Sachs TY Weekly Volatility Carry Strategy Index
|
|
|
|
Negative Index Return |
|
|
|
Positive Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
2,154 |
|
|
$ |
43 |
|
|
$ |
– |
|
|
$ |
43 |
|
Goldman Sachs |
|
|
Goldman Sachs TY Weekly Volatility Carry Strategy Index
|
|
|
|
Negative Index Return |
|
|
|
Positive Index Return |
|
|
|
Quarterly |
|
|
|
08/22/2024 |
|
|
|
USD |
|
|
|
1,105 |
|
|
|
(9 |
) |
|
|
– |
|
|
|
(9 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
34 |
|
|
$ |
– |
|
|
$ |
34 |
|
SEI Institutional Managed Trust
SCHEDULE OF INVESTMENTS (Unaudited)
December 31, 2023
Multi-Asset Capital Stability Fund (Continued)
A list of the open centrally cleared swap agreements held by the Fund at December 31, 2023, 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
(Thousands) |
|
CDX.NA.HY.S40.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
$ |
2,386 |
|
|
$ |
145 |
|
|
$ |
65 |
|
|
$ |
80 |
|
CDX.NA.HY.S41.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
5,950 |
|
|
|
345 |
|
|
|
192 |
|
|
|
153 |
|
CDX.NA.IG.S40.V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
|
1,920 |
|
|
|
39 |
|
|
|
26 |
|
|
|
13 |
|
CDX.NA.IG.S41.V1-5Y |
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
12/20/2028 |
|
|
|
4,930 |
|
|
|
96 |
|
|
|
77 |
|
|
|
19 |
|
ITRAXX.XOVER.S39.V1-5Y |
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2028 |
|
|
|
1,500 |
|
|
|
161 |
|
|
|
101 |
|
|
|
60 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
786 |
|
|
$ |
461 |
|
|
$ |
325 |
|
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) |
|
6-MONTH AUD - BBSW |
|
|
4.07% |
|
|
|
Semi-Annually |
|
|
|
03/17/2033 |
|
|
|
AUD |
|
|
|
300 |
|
|
$ |
(1 |
) |
|
$ |
– |
|
|
$ |
(1 |
) |
3-MONTH NZD - BKBM |
|
|
4.351% |
|
|
|
Quarterly |
|
|
|
03/20/2033 |
|
|
|
NZD |
|
|
|
110 |
|
|
|
1 |
|
|
|
– |
|
|
|
1 |
|
6-MONTH AUD - BBSW |
|
|
3.896% |
|
|
|
Semi-Annually |
|
|
|
04/04/2033 |
|
|
|
AUD |
|
|
|
1,760 |
|
|
|
(35 |
) |
|
|
– |
|
|
|
(35 |
) |
3-MONTH NZD - BKBM |
|
|
4.1895% |
|
|
|
Quarterly |
|
|
|
04/05/2033 |
|
|
|
NZD |
|
|
|
1,680 |
|
|
|
5 |
|
|
|
– |
|
|
|
5 |
|
3-MONTH NZD - BKBM |
|
|
4.1215% |
|
|
|
Quarterly |
|
|
|
04/13/2033 |
|
|
|
NZD |
|
|
|
1,840 |
|
|
|
(1 |
) |
|
|
– |
|
|
|
(1 |
) |
6-MONTH AUD - BBSW |
|
|
3.7445% |
|
|
|
Semi-Annually |
|
|
|
04/12/2033 |
|
|
|
AUD |
|
|
|
1,920 |
|
|
|
(41 |
) |
|
|
– |
|
|
|
(41 |
) |
6-MONTH AUD - BBSW |
|
|
4.424% |
|
|
|
Semi-Annually |
|
|
|
07/19/2033 |
|
|
|
AUD |
|
|
|
640 |
|
|
|
10 |
|
|
|
– |
|
|
|
10 |
|
3-MONTH NZD - BKBM |
|
|
4.474% |
|
|
|
Quarterly |
|
|
|
07/20/2033 |
|
|
|
NZD |
|
|
|
630 |
|
|
|
11 |
|
|
|
– |
|
|
|
11 |
|
3-MONTH NZD - BKBM |
|
|
4.6% |
|
|
|
Quarterly |
|
|
|
08/01/2033 |
|
|
|
NZD |
|
|
|
760 |
|
|
|
18 |
|
|
|
– |
|
|
|
18 |
|
6-MONTH AUD - BBSW |
|
|
4.475% |
|
|
|
Semi-Annually |
|
|
|
07/31/2033 |
|
|
|
AUD |
|
|
|
740 |
|
|
|
14 |
|
|
|
– |
|
|
|
14 |
|
6-MONTH AUD - BBSW |
|
|
4.863% |
|
|
|
Semi-Annually |
|
|
|
11/10/2033 |
|
|
|
AUD |
|
|
|
1,390 |
|
|
|
52 |
|
|
|
– |
|
|
|
52 |
|
3-MONTH NZD - BKBM |
|
|
4.931% |
|
|
|
Quarterly |
|
|
|
11/13/2033 |
|
|
|
NZD |
|
|
|
1,280 |
|
|
|
52 |
|
|
|
– |
|
|
|
52 |
|
6-MONTH AUD - BBSW |
|
|
4.8035% |
|
|
|
Semi-Annually |
|
|
|
11/29/2033 |
|
|
|
AUD |
|
|
|
700 |
|
|
|
24 |
|
|
|
– |
|
|
|
24 |
|
3-MONTH BKBM NZD |
|
|
4.810% |
|
|
|
Quarterly |
|
|
|
11/30/2033 |
|
|
|
NZD |
|
|
|
600 |
|
|
|
20 |
|
|
|
– |
|
|
|
20 |
|
3-MONTH BKBM NZD |
|
|
4.7725% |
|
|
|
Quarterly |
|
|
|
12/04/2033 |
|
|
|
NZD |
|
|
|
640 |
|
|
|
21 |
|
|
|
– |
|
|
|
21 |
|
6-MONTH AUD - BBSW |
|
|
4.7295% |
|
|
|
Semi-Annually |
|
|
|
12/01/2033 |
|
|
|
AUD |
|
|
|
740 |
|
|
|
22 |
|
|
|
– |
|
|
|
22 |
|
6-MONTH BBSW AUD |
|
|
4.5395% |
|
|
|
Semi-Annually |
|
|
|
12/13/2033 |
|
|
|
AUD |
|
|
|
1,790 |
|
|
|
(36 |
) |
|
|
– |
|
|
|
(36 |
) |
3-MONTH BKBM NZD |
|
|
4.7175% |
|
|
|
Quarterly |
|
|
|
12/14/2033 |
|
|
|
NZD |
|
|
|
1,690 |
|
|
|
(50 |
) |
|
|
– |
|
|
|
(50 |
) |
BBSW 6-MONTH AUD |
|
|
4.178% |
|
|
|
Semi-Annually |
|
|
|
12/28/2033 |
|
|
|
AUD |
|
|
|
1,040 |
|
|
|
– |
|
|
|
– |
|
|
|
– |
|
BKBM 3-MONTH NZD |
|
|
4.178% |
|
|
|
Quarterly |
|
|
|
12/29/2033 |
|
|
|
NZD |
|
|
|
1,020 |
|
|
|
2 |
|
|
|
– |
|
|
|
2 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
88 |
|
|
$ |
– |
|
|
$ |
88 |
|
|
Percentages are based on Net Assets of $561,015 ($ Thousands). |
(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):
(Unaudited)
Portfolio Abbreviations |
ADR — American Depositary Receipt |
AGC — Assured Guaranty Corporation |
AGM— Assured Guaranty Municipal |
ARM — Adjustable Rate Mortgage |
BAM — Build America Mutual Assurance Corp. |
BBSW — Bank Bill Swap Rate |
BKBM — Bank Bill Market Rate |
BPS — Basis Points |
BZDIOVRA — Overnight Brazil CETIP - Interbank Rate |
CD — Certificate of Deposit |
CDO — Collateralized Debt Obligation |
Cl — Class |
CLO — Collateralized Loan Obligation |
CMO — Collateralized Mortgage Obligation |
CPI — Consumer Price Index |
DAC — Designated Activity Company |
ETF — Exchange-Traded Fund |
EURIBOR — Euro London Interbank Offered Rate |
FEDEF — U.S. Federal Funds Effective Rate |
FFCB — Federal Farm Credit Bank |
FHLB — Federal Home Loan Bank |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
GICS — Global Industry Classification Standard |
GNMA — Government National Mortgage Association |
GO — General Obligation |
H15T7Y — Harmonized Index of Consumer Prices |
IO — Interest Only — face amount represents notional amount |
JSC — Joint-Stock Company |
LIBOR— London Interbank Offered Rate |
LLLP — Limited Liability Limited Partnership |
LP — Limited Partnership |
MTN — Medium Term Note |
MXN TIIE — Mexican Interbank TIIE 28-Day |
OIS — Overnight Index Swap |
OTC — Over The Counter |
PIK — Payment-in-Kind |
PJSC — Public Joint Stock Company |
PO — Principal Only |
RB — Revenue Bond |
REIT — Real Estate Investment Trust |
REMIC — Real Estate Mortgage Investment Conduit |
Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
SOFRINDX — Custom SOFR Index |
SPDR — Standard & Poor's Depository Receipt |
STACR — Structured Agency Credit Risk |
TBA — To Be Announced |
| |
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