SIMT Multi-Asset Capital Stability Fund

Fund Profile

Fund profile

Tickers

SCLAX, SMLYX

Fund manager

SEI Institutional Managed Trust Mid-Cap Portfolio Fund Class F

Total assets

$614.84 mm

Liabilities

$140.07 mm

Net assets

$474.76 mm

Number of holdings

136.00

136 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TREASURY BILL 0.000000% 01/02/2025	100.00 mm	100.00 mm principal	21.06	Debt	Long	USA
S&P500 EMINI FUT MAR25 PHYSICAL INDEX FUTURE.	21.96 mm	74.00 contracts	4.63	Equity derivative	N/A	USA
US 5YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	16.37 mm	154.00 contracts	3.45	Interest rate derivative	N/A	USA
AMZN Amazon.com, Inc.	10.06 mm	45.87 k shares	2.12	Common equity	Long	USA
AMERICAN HONDA FIN CORP COMMERCIAL PAPER (ISITC)	9.64 mm	9.65 mm principal	2.03	ABS-asset backed commercial paper	Long	USA
BROOKFIELD INFRASTRUCTURE HLDG COMMERCIAL PAPER (ISITC)	9.48 mm	9.50 mm principal	2.00	ABS-asset backed commercial paper	Long	USA
META Meta Platforms, Inc.	8.77 mm	14.97 k shares	1.85	Common equity	Long	USA
Janus Detroit Street Trust	8.31 mm	163.86 k shares	1.75	Common equity	Long	USA
MSCI EAFE MAR25 PHYSICAL INDEX FUTURE.	8.28 mm	73.00 contracts	1.74	Equity derivative	N/A	USA
US 10YR NOTE (CBT)MAR25 FINANCIAL COMMODITY FUTURE.	8.27 mm	76.00 contracts	1.74	Interest rate derivative	N/A	USA
NVDA NVIDIA Corporation	7.73 mm	57.53 k shares	1.63	Common equity	Long	USA
NASDAQ 100 E-MINI MAR25 PHYSICAL INDEX FUTURE.	7.22 mm	17.00 contracts	1.52	Equity derivative	N/A	USA
AAPL Apple Inc.	7.05 mm	28.14 k shares	1.48	Common equity	Long	USA
California State Teachers Retirement System	6.92 mm	72.46 k shares	1.46	Common equity	Long	USA
ADBE Adobe Inc.	6.67 mm	15.00 k shares	1.40	Common equity	Long	USA
WMT Walmart Inc.	6.52 mm	72.19 k shares	1.37	Common equity	Long	USA
BlackRock Fund Advisors	6.51 mm	82.73 k shares	1.37	Common equity	Long	USA
PFE Pfizer Inc.	6.41 mm	241.60 k shares	1.35	Common equity	Long	USA
US 5YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	6.38 mm	60.00 contracts	1.34	Interest rate derivative	N/A	USA
LONG GILT FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	6.25 mm	54.00 contracts	1.32	Interest rate derivative	N/A	UK
QCOM QUALCOMM Incorporated	6.22 mm	40.50 k shares	1.31	Common equity	Long	USA
CAN 10YR BOND FUT MAR25 FINANCIAL COMMODITY FUTURE.	6.14 mm	72.00 contracts	1.29	Interest rate derivative	N/A	Canada
BRK-B Berkshire Hathaway Inc.	5.96 mm	13.14 k shares	1.25	Common equity	Long	USA
MSCI EMGMKT MAR25 PHYSICAL INDEX FUTURE.	5.85 mm	109.00 contracts	1.23	Equity derivative	N/A	USA
GOOG Alphabet Inc.	5.75 mm	30.36 k shares	1.21	Common equity	Long	USA
EURO-BOBL FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	5.74 mm	47.00 contracts	1.21	Interest rate derivative	N/A	Germany
MA Mastercard Incorporated	5.59 mm	10.62 k shares	1.18	Common equity	Long	USA
JNJ Johnson & Johnson	5.59 mm	38.64 k shares	1.18	Common equity	Long	USA
CXW CoreCivic, Inc.	5.38 mm	247.69 k shares	1.13	Common equity	Long	USA
LIN Linde plc	5.30 mm	12.66 k shares	1.12	Common equity	Long	USA
WM Waste Management, Inc.	5.27 mm	26.12 k shares	1.11	Common equity	Long	USA
XOM Exxon Mobil Corporation	5.21 mm	48.47 k shares	1.10	Common equity	Long	USA
PSX Phillips 66	5.20 mm	45.67 k shares	1.10	Common equity	Long	USA
MSFT Microsoft Corporation	5.19 mm	12.31 k shares	1.09	Common equity	Long	USA
HON Honeywell International Inc.	4.89 mm	21.64 k shares	1.03	Common equity	Long	USA
Walt Disney Co	4.82 mm	43.28 k shares	1.02	Common equity	Long	USA
SPI 200 FUTURES MAR25 PHYSICAL INDEX FUTURE.	4.67 mm	37.00 contracts	0.98	Equity derivative	N/A	Australia
US 10YR NOTE (CBT)MAR25 FINANCIAL COMMODITY FUTURE.	4.46 mm	41.00 contracts	0.94	Interest rate derivative	N/A	USA
EURO-OAT FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	4.34 mm	34.00 contracts	0.92	Interest rate derivative	N/A	Germany
NKE NIKE, Inc.	4.09 mm	53.99 k shares	0.86	Common equity	Long	USA
VO Vanguard Large Cap Index Fund	3.91 mm	7.25 k shares	0.82	Common equity	Long	USA
VW CREDIT INC COMMERCIAL PAPER (ISITC)	3.88 mm	3.90 mm principal	0.82	ABS-asset backed commercial paper	Long	USA
WDAY Workday, Inc.	3.87 mm	15.00 k shares	0.82	Common equity	Long	USA
CAN 10YR BOND FUT MAR25 FINANCIAL COMMODITY FUTURE.	3.84 mm	45.00 contracts	0.81	Interest rate derivative	N/A	Canada
OMXS30 IND FUTURE JAN25 PHYSICAL INDEX FUTURE.	3.69 mm	164.00 contracts	0.78	Equity derivative	N/A	Sweden
FTSE 100 IDX FUT MAR25 PHYSICAL INDEX FUTURE.	3.48 mm	34.00 contracts	0.73	Equity derivative	N/A	UK
EURO-BUND FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	3.18 mm	23.00 contracts	0.67	Interest rate derivative	N/A	Germany
PEP PepsiCo, Inc.	3.09 mm	20.31 k shares	0.65	Common equity	Long	USA
S&P/TSX 60 IX FUT MAR25 PHYSICAL INDEX FUTURE.	2.89 mm	14.00 contracts	0.61	Equity derivative	N/A	Canada
NFLX Netflix, Inc.	2.67 mm	3.00 k shares	0.56	Common equity	Long	USA
US 2YR NOTE (CBT) MAR25 FINANCIAL COMMODITY FUTURE.	2.67 mm	13.00 contracts	0.56	Interest rate derivative	N/A	USA
UNP Union Pacific Corporation	2.64 mm	11.59 k shares	0.56	Common equity	Long	USA
DAX INDEX FUTURE MAR25 PHYSICAL INDEX FUTURE.	2.60 mm	5.00 contracts	0.55	Equity derivative	N/A	Germany
VEVFX Vanguard Explorer Value Fund	2.43 mm	53.68 k shares	0.51	Common equity	Long	USA
S&P500 EMINI FUT MAR25 PHYSICAL INDEX FUTURE.	2.37 mm	8.00 contracts	0.50	Equity derivative	N/A	USA
AMSTERDAM IDX FUT JAN25 PHYSICAL INDEX FUTURE.	2.37 mm	13.00 contracts	0.50	Equity derivative	N/A	Netherlands
AUST 10Y BOND FUT MAR25 FINANCIAL COMMODITY FUTURE.	2.24 mm	32.00 contracts	0.47		Long	Australia
NIKKEI 225 MINI MAR25 PHYSICAL INDEX FUTURE.	2.18 mm	86.00 contracts	0.46	Equity derivative	N/A	Japan
TSY INFL IX N/B 1.875000% 07/15/2034	1.69 mm	1.73 mm principal	0.36	Debt	Long	USA
TSY INFL IX N/B 1.750000% 01/15/2034	1.62 mm	1.65 mm principal	0.34	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033	1.52 mm	1.56 mm principal	0.32	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	1.51 mm	1.56 mm principal	0.32	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	1.51 mm	1.55 mm principal	0.32	Debt	Long	USA
TSY INFL IX N/B 2.125000% 04/15/2029	1.47 mm	1.44 mm principal	0.31	Debt	Long	USA
S&P/TSX 60 IX FUT MAR25 PHYSICAL INDEX FUTURE.	1.45 mm	7.00 contracts	0.30	Equity derivative	N/A	Canada
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	1.44 mm	1.38 mm principal	0.30	Debt	Long	USA
TREASURY BILL 0.000000% 01/02/2025	1.40 mm	1.40 mm principal	0.29	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	1.39 mm	1.41 mm principal	0.29	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	1.38 mm	1.30 mm principal	0.29	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	1.33 mm	1.30 mm principal	0.28	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	1.32 mm	1.24 mm principal	0.28	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026	1.32 mm	1.17 mm principal	0.28	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	1.31 mm	1.26 mm principal	0.27	Debt	Long	USA
CAC40 10 EURO FUT JAN25 PHYSICAL INDEX FUTURE.	1.30 mm	17.00 contracts	0.27	Equity derivative	N/A	France
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	1.29 mm	1.20 mm principal	0.27	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	1.26 mm	1.14 mm principal	0.27	Debt	Long	USA
E-MINI RUSS 2000 MAR25 PHYSICAL INDEX FUTURE.	1.24 mm	11.00 contracts	0.26	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	1.20 mm	979.80 k principal	0.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	1.18 mm	950.80 k principal	0.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26	1.17 mm	893.10 k principal	0.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	1.17 mm	908.80 k principal	0.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	1.14 mm	1.02 mm principal	0.24	Debt	Long	USA
EURO-BUND FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	1.11 mm	8.00 contracts	0.23	Interest rate derivative	N/A	Germany
IBEX 35 INDX FUTR JAN25 PHYSICAL INDEX FUTURE.	1.08 mm	9.00 contracts	0.23	Equity derivative	N/A	Spain
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027	1.08 mm	848.80 k principal	0.23	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	1.07 mm	884.70 k principal	0.23	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	1.04 mm	911.00 k principal	0.22	Debt	Long	USA
PSX Phillips 66 GOLDMAN SACHS & CO. LLC	1.03 mm	6.23 mm contracts	0.22	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026	948.82 k	807.70 k principal	0.20	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029	923.19 k	773.50 k principal	0.19	Debt	Long	USA
TSY INFL IX N/B 1.625000% 10/15/2029	763.84 k	774.40 k principal	0.16	Debt	Long	USA
GOOG Alphabet Inc.	734.91 k	3.86 k shares	0.15	Common equity	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	664.55 k	322.70 k principal	0.14	Debt	Long	USA
WM Waste Management, Inc. GOLDMAN SACHS & CO. LLC	609.38 k	5.88 mm contracts	0.13	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28	575.07 k	280.80 k principal	0.12	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28	548.14 k	366.50 k principal	0.12	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27	545.75 k	345.40 k principal	0.11	Debt	Long	USA
FTSE/MIB IDX FUT MAR25 PHYSICAL INDEX FUTURE.	532.76 k	3.00 contracts	0.11	Equity derivative	N/A	Italy
XOM Exxon Mobil Corporation GOLDMAN SACHS & CO. LLC	498.27 k	5.71 mm contracts	0.10	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	478.56 k	319.90 k principal	0.10	Debt	Long	USA
JNJ Johnson & Johnson GOLDMAN SACHS & CO. LLC	401.46 k	5.99 mm contracts	0.08	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26	389.50 k	244.90 k principal	0.08	Debt	Long	USA
QCOM QUALCOMM Incorporated Goldman Sachs International	381.11 k	6.60 mm contracts	0.08	Equity derivative	N/A	USA
AMZN Amazon.com, Inc. JPMORGAN SECURITIES LLC	321.66 k	9.53 mm contracts	0.07	Equity derivative	N/A	USA
BRK-B Berkshire Hathaway Inc. GOLDMAN SACHS & CO. LLC	316.02 k	6.27 mm contracts	0.07	Equity derivative	N/A	USA
VEVFX Vanguard Explorer Value Fund	313.13 k	3.90 k shares	0.07	Common equity	Long	USA
Walt Disney Co GOLDMAN SACHS & CO. LLC	251.46 k	5.07 mm contracts	0.05	Equity derivative	N/A	USA
EURO-BOBL FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	244.09 k	2.00 contracts	0.05	Interest rate derivative	N/A	Germany
LIN Linde plc GOLDMAN SACHS & CO. LLC	237.09 k	2.75 mm contracts	0.05	Equity derivative	N/A	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	232.54 k	120.80 k principal	0.05	Debt	Long	USA
PEP PepsiCo, Inc. GOLDMAN SACHS & CO. LLC	223.20 k	3.31 mm contracts	0.05	Equity derivative	N/A	USA
BRK - GOLDMAN SACHS REF - LINDE PL USD XNYS GOLDMAN SACHS & CO. LLC	199.02 k	2.98 mm contracts	0.04	Equity derivative	N/A	USA
NKE NIKE, Inc. Goldman Sachs International	184.65 k	4.27 mm contracts	0.04	Equity derivative	N/A	USA
WDAY Workday, Inc. JPMORGAN SECURITIES LLC	170.22 k	4.04 mm contracts	0.04	Equity derivative	N/A	USA
WMT Walmart Inc. GOLDMAN SACHS & CO. LLC	165.32 k	6.69 mm contracts	0.03	Equity derivative	N/A	USA
HON Honeywell International Inc. GOLDMAN SACHS & CO. LLC	152.36 k	5.04 mm contracts	0.03	Equity derivative	N/A	USA
NVDA NVIDIA Corporation GOLDMAN SACHS & CO. LLC	143.39 k	4.58 mm contracts	0.03	Equity derivative	N/A	USA
LONG GILT FUTURE MAR25 FINANCIAL COMMODITY FUTURE.	115.73 k	1.00 contracts	0.02	Interest rate derivative	N/A	UK
CBOE VIX FUTURE JAN25 PHYSICAL INDEX FUTURE.	105.11 k	6.00 contracts	0.02	Equity derivative	N/A	USA
VEVFX Vanguard Explorer Value Fund	104.47 k	1.40 k shares	0.02	Common equity	Long	USA
UNP Union Pacific Corporation GOLDMAN SACHS & CO. LLC	103.73 k	2.75 mm contracts	0.02	Equity derivative	N/A	USA
MSFT Microsoft Corporation GOLDMAN SACHS & CO. LLC	101.63 k	4.62 mm contracts	0.02	Equity derivative	N/A	USA
META Meta Platforms, Inc. GOLDMAN SACHS & CO. LLC	100.14 k	8.11 mm contracts	0.02	Equity derivative	N/A	USA
NFLX Netflix, Inc. JPMORGAN SECURITIES LLC	98.46 k	2.77 mm contracts	0.02	Equity derivative	N/A	USA
ADBE Adobe Inc. JPMORGAN SECURITIES LLC	82.18 k	6.75 mm contracts	0.02	Equity derivative	N/A	USA
BRK - GOLDMAN SACHS REF - NVDA US GOLDMAN SACHS & CO. LLC	52.51 k	1.68 mm contracts	0.01	Equity derivative	N/A	USA
MA Mastercard Incorporated GOLDMAN SACHS & CO. LLC	50.87 k	5.64 mm contracts	0.01	Equity derivative	N/A	USA
SPY US 12/31/24 C595 LONG	69.00	69.00 contracts	0.00	Equity derivative	N/A	USA
SPY US 12/31/24 C640 SHORT	-69.00	-69.00 contracts	-0.00	Equity derivative	N/A	USA
TLT US 12/31/24 P83 SHORT	-425.00	-425.00 contracts	-0.00	Equity derivative	N/A	USA
BRK: GOLDMAN SACHS REC: GOLDMAN SACHS WEEKLY TY VOLATILITY CARRY STRA GOLDMAN SACHS & CO. LLC	-24.09 k	29.74 k contracts	-0.01	Equity derivative	N/A	USA
CXW CoreCivic, Inc. GOLDMAN SACHS & CO. LLC	-24.77 k	5.36 mm contracts	-0.01	Equity derivative	N/A	USA
BRK - GOLDMAN SACHS REF - APPLE USD XNAS GOLDMAN SACHS & CO. LLC	-82.31 k	1.82 mm contracts	-0.02	Equity derivative	N/A	USA
PFE Pfizer Inc. GOLDMAN SACHS & CO. LLC	-171.54 k	6.24 mm contracts	-0.04	Equity derivative	N/A	USA
AAPL Apple Inc. GOLDMAN SACHS & CO. LLC	-222.45 k	4.92 mm contracts	-0.05	Equity derivative	N/A	USA
GOOG Alphabet Inc. GOLDMAN SACHS & CO. LLC	-540.71 k	5.21 mm contracts	-0.11	Equity derivative	N/A	USA