N-CSRS

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSRS

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act File Number 811-04878

SEI Institutional Managed Trust

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

c/o CT Corporation

155 Federal Street

Boston, MA 02110

Registrant’s telephone number, including area code: 1-800-342-5734

Date of fiscal year end: September 30, 2014

Date of reporting period: March 31, 2014

Item 1. Reports to Stockholders.

March 31, 2014

SEMI-ANNUAL REPORT

SEI Institutional Managed Trust

† Large Cap Fund

† Large Cap Value Fund

† Large Cap Growth Fund

† Tax-Managed Large Cap Fund

† S&P 500 Index Fund

† Small Cap Fund

† Small Cap Value Fund

† Small Cap Growth Fund

† Tax-Managed Small/Mid Cap Fund

† Mid-Cap Fund

† U.S. Managed Volatility Fund

† Global Managed Volatility Fund

† Tax-Managed Managed Volatility Fund

† Real Estate Fund

† Enhanced Income Fund

† Core Fixed Income Fund

† U.S. Fixed Income Fund

† High Yield Bond Fund

† Real Return Fund

† Multi-Strategy Alternative Fund

† Multi-Asset Accumulation Fund

† Multi-Asset Income Fund

† Multi-Asset Inflation Managed Fund

† Multi-Asset Capital Stability Fund

TABLE OF CONTENTS

Summary Schedules of Investments/Schedules of Investments/Consolidated Schedules of Investments	1
Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities	196
Statements of Operations/Consolidated Statements of Operations	202
Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets	208
Statement of Cash Flows/Consolidated Statement of Cash Flows	216
Financial Highlights/Consolidated Financial Highlights	217
Notes to Financial Statements/Consolidated Notes to Financial Statements	222
Disclosure of Fund Expenses	250
Board of Trustees Considerations in Approving the Advisory  and Sub-Advisory Agreements	252

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission (“Commission”) for the first and third quarters of each fiscal year on Form N-Q within sixty days after period end. The Trust’s Form N-Q is available on the Commission’s website at http://www.sec.gov, and may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission’s website at http://www.sec.gov.

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 91.0%
Consumer Discretionary — 11.6%
CBS, Cl B		0.5	%		197,980	$	12,235
Harley-Davidson, Cl A		0.5			202,744		13,505
L Brands		0.7			286,005		16,237
Liberty Media - Interactive, Cl A*		0.7			565,600		16,329
priceline.com*		0.7			15,125		18,028
Time Warner Cable, Cl A		0.6			103,500		14,198
Twenty-First Century Fox		0.5			410,680		12,781
Other Securities		7.4					181,371
							284,684
Consumer Staples — 7.2%
Anheuser-Busch InBev ADR		0.6			136,972		14,423
Costco Wholesale		0.5			119,787		13,378
Mead Johnson Nutrition, Cl A		0.7			195,810		16,280
Philip Morris International		0.6			171,450		14,037
Tyson Foods, Cl A		0.5			303,800		13,370
Walgreen		0.7			271,475		17,925
Other Securities		3.6					87,951
							177,364
Energy — 9.5%
Chevron		1.0			201,200		23,925
EOG Resources		0.9			107,150		21,020
Exxon Mobil		1.5			368,500		35,995
Noble Energy		0.6			201,580		14,320
Phillips 66		0.8			270,300		20,829
Other Securities		4.7					119,183
							235,272
Financials — 16.2%
American International Group		1.0			515,860		25,798
Bank of America		1.4			2,051,590		35,287

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Citigroup		0.9	%		450,960	$	21,466
Crown Castle International†		0.8			246,075		18,155
Discover Financial Services		0.5			221,700		12,901
JPMorgan Chase		0.7			273,900		16,628
Wells Fargo		1.0			497,600		24,751
Other Securities		9.9					245,535
							400,521
Health Care — 12.3%
Alexion Pharmaceuticals*		0.5			87,120		13,254
Allergan		0.6			125,325		15,553
Biogen Idec*		0.8			62,720		19,184
Celgene, Cl A*		1.0			171,675		23,966
Express Scripts Holding*		0.7			240,833		18,084
Pfizer		0.9			678,527		21,794
WellPoint		0.6			134,310		13,371
Other Securities		7.2					176,838
							302,044
Industrials — 9.1%
Canadian Pacific Railway		0.7			124,250		18,691
Northrop Grumman		0.7			133,700		16,496
Pall		0.5			146,970		13,149
Pentair		0.6			193,530		15,355
Other Securities		6.6					161,080
							224,771
Information Technology — 19.4%
Adobe Systems*		1.2			460,780		30,292
Apple		0.7			33,563		18,015
Applied Materials		0.7			850,000		17,357
eBay*		0.6			270,225		14,927
Facebook, Cl A*		0.6			233,710		14,079
Google, Cl A*		1.3			29,118		32,452
MasterCard, Cl A		1.6			542,070		40,493
Microsoft		1.3			771,350		31,618
Qualcomm		1.2			370,658		29,230
Visa, Cl A		1.4			154,760		33,406
Western Digital		0.7			174,200		15,995
Other Securities		8.1					199,792
							477,656
Materials — 3.2%
Dow Chemical, Cl A		0.5			262,810		12,770
LyondellBasell Industries, Cl A		0.6			175,440		15,604
Other Securities		2.1					51,163
							79,537

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 1

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Telecommunication Services — 0.7%
AT&T		0.5	%		355,200	$	12,457
Other Securities		0.2					4,043
							16,500
Utilities — 1.8%
Other Securities		1.8					44,863
Total Common Stock (Cost $1,679,618) ($ Thousands)							2,243,212
AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P. 0.070%**††(B)		2.3			56,837,890		56,838
Total Affiliated Partnership (Cost $56,838) ($ Thousands)							56,838
CASH EQUIVALENTS — 4.6%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		4.4			107,781,775		107,782
Other Securities		0.2					4,947
Total Cash Equivalents (Cost $112,729) ($ Thousands)							112,729
U.S. TREASURY OBLIGATIONS (C) — 0.3%
Other Securities		0.3					8,922
Total U.S. Treasury Obligations (Cost $8,922) ($ Thousands)							8,922
Total Investments — 98.2% (Cost $1,858,107) ($ Thousands)						$	2,421,701

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		1,846		Jun-2014	$	1,483
S&P Mid 400 Index E-MINI		169		Jun-2014		214
					$	1,697

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,466,073 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $56,229 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $56,838 ($ Thousands).

(C) Security, or a portion there of, has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,243,212	$	—	$	—	$	2,243,212
Affiliated Partnership		—		56,838		—		56,838
Cash Equivalents		112,729		—		—		112,729
U.S. Treasury Obligations		—		8,922		—		8,922
Total Investments in Securities	$	2,355,941	$	65,760	$	—	$	2,421,701

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	1,697	$	—	$	—	$	1,697
Total Other Financial Instruments	$	1,697	$	—	$	—	$	1,697

* Futures contracts are valued at unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 Investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Value Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 97.1%‡
Consumer Discretionary — 8.3%
DIRECTV*		0.6	%		121,900	$	9,316
General Motors		0.8			371,974		12,803
Lear		0.6			118,600		9,929
Macy’s		0.8			208,640		12,370
Toyota Motor		0.7			87,700		9,901
Other Securities		4.8					76,975
							131,294
Consumer Staples — 5.4%
CVS Caremark		0.7			147,200		11,019
Kroger		0.6			231,600		10,109
Wal-Mart Stores		0.7			146,500		11,197
Other Securities		3.4					52,535
							84,860
Energy — 14.2%
BP ADR		0.8			246,903		11,876
Chevron		2.3			306,700		36,470
ConocoPhillips		0.8			173,800		12,227
Exxon Mobil		2.4			388,500		37,949
Halliburton		1.0			273,501		16,107
Hess		0.6			114,300		9,473
Marathon Oil		0.9			391,000		13,888
Marathon Petroleum		0.8			140,460		12,225
Occidental Petroleum		1.2			202,400		19,287
Valero Energy		0.7			219,210		11,640
Other Securities		2.7					43,254
							224,396
Financials — 27.2%
Allstate		1.0			274,600		15,537
American International Group		0.9			270,200		13,513
Bank of America		1.8			1,657,400		28,507
Berkshire Hathaway, Cl B*		0.6			81,300		10,160
Capital One Financial		0.6			117,800		9,089

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Citigroup		1.9	%		627,700	$	29,879
Discover Financial Services		0.6			172,900		10,061
Everest Re Group		0.9			95,100		14,555
Fifth Third Bancorp		0.8			564,800		12,962
JPMorgan Chase		2.6			664,600		40,348
Lincoln National		0.6			194,300		9,845
MetLife		1.3			394,100		20,808
PNC Financial Services Group		0.7			125,300		10,901
Wells Fargo		2.3			734,100		36,514
Other Securities		10.6					166,789
							429,468
Health Care — 11.3%
Amgen, Cl A		0.8			95,900		11,828
Johnson & Johnson		0.8			122,600		12,043
Merck		0.8			228,400		12,966
Pfizer		2.1			1,030,200		33,090
WellPoint		1.0			154,200		15,351
Other Securities		5.8					92,683
							177,961
Industrials — 9.4%
Delta Air Lines, Cl A		0.7			337,300		11,687
General Electric		1.1			681,900		17,654
L-3 Communications Holdings		0.7			89,300		10,551
Northrop Grumman		0.7			90,800		11,203
Raytheon		0.7			107,300		10,600
Other Securities		5.5					86,359
							148,054
Information Technology — 11.6%
Apple		1.2			34,179		18,345
Cisco Systems		1.6			1,136,200		25,462
Microsoft		0.7			270,500		11,088
Seagate Technology		0.7			193,600		10,873
Western Digital		1.0			170,500		15,655
Other Securities		6.4					101,169
							182,592
Materials — 3.7%
Other Securities		3.7					57,916
Telecommunication Services — 2.8%
AT&T		1.3			597,600		20,958
Verizon Communications		0.9			310,500		14,771
Other Securities		0.6					9,209
							44,938

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 3

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Value Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 3.2%
American Electric Power		0.8	%		247,400	$	12,533
Other Securities		2.4					38,611
							51,144
Total Common Stock (Cost $1,217,569) ($ Thousands)							1,532,623
AFFILIATED PARTNERSHIP — 3.3%
SEI Liquidity Fund, L.P. 0.070%**† (B)		3.3			52,195,621		52,196
Total Affiliated Partnership (Cost $52,196) ($ Thousands)							52,196
CASH EQUIVALENT — 3.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A
0.010%**†		3.1			48,522,112		48,522
Total Cash Equivalent (Cost $48,522) ($ Thousands)							48,522
U.S. TREASURY OBLIGATIONS (C) — 0.1%
Other Securities		0.1					1,680
Total U.S. Treasury Obligations (Cost $1,680) ($ Thousands)							1,680
Total Investments — 103.6% (Cost $1,319,967) ($ Thousands)						$	1,635,021

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Russell 2000 Index E-MINI		14		Jun-2014	$	(14	)
S&P 500 Index E-MINI		294		Jun-2014		443
					$	429

For the period ended March 31, 2014, the total number of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,577,659 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $51,546 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $52,196 ($ Thousands).

(C) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In instances, securities for which footnotes listed above may otherwise apply are included in Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,532,623	$	—	$	—	$	1,532,623
Affiliated Partnership		—		52,196		—		52,196
Cash Equivalent		48,522		—		—		48,522
U.S. Treasury Obligations		—		1,680		—		1,680
Total Investments in Securities	$	1,581,145	$	53,876	$	—	$	1,635,021

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	443		$	—	$	—	$	443
Unrealized Depreciation		(14	)		—		—		(14	)
Total Other Financial Instruments	$	429		$	—	$	—	$	429

* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

For the period ended March 31,2014, there were no Level 3 investments.

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

The accompanying notes are an integral part of the financial statements.

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Growth Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 96.9%‡
Consumer Discretionary — 14.5%
Discovery Communications, Cl A*		0.6	%		121,389	$	10,039
L Brands		1.1			297,475		16,888
Liberty Media - Interactive, Cl A*		1.5			792,085		22,867
Liberty Ventures, Ser A*		0.1			15,500		2,020
Nike, Cl B		0.8			172,875		12,768
priceline.com*		1.5			19,125		22,795
Starbucks		1.0			215,814		15,836
Other Securities		7.9					121,004
							224,217
Consumer Staples — 8.6%
Costco Wholesale		0.8			117,472		13,119
Estee Lauder, Cl A		0.8			180,324		12,060
Mead Johnson Nutrition, Cl A		1.1			195,827		16,281
Walgreen		1.6			371,100		24,504
Whole Foods Market		1.0			296,432		15,032
Other Securities		3.3					51,304
							132,300
Energy — 5.7%
Core Laboratories		0.9			72,065		14,301
EOG Resources		1.9			146,600		28,759
FMC Technologies*		0.9			263,847		13,797
Kinder Morgan		0.7			336,444		10,931
Schlumberger, Cl A		1.1			183,547		17,896
Other Securities		0.2					3,199
							88,883
Financials — 9.0%
Charles Schwab		1.2			687,258		18,783
CME Group		0.7			144,750		10,713
Crown Castle International†		1.6			326,150		24,063

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
IntercontinentalExchange Group		1.1	%		82,700	$	16,361
Progressive		0.9			545,936		13,223
Other Securities		3.5					55,699
							138,842
Health Care — 13.6%
Allergan		1.4			171,275		21,255
Celgene, Cl A*		1.4			158,425		22,116
Covance*		0.9			138,160		14,355
DaVita HealthCare Partners*		0.8			183,606		12,641
Express Scripts Holding*		1.3			273,350		20,526
Gilead Sciences*		1.0			212,220		15,038
Intuitive Surgical*		1.1			39,066		17,110
Novo Nordisk ADR		1.0			341,810		15,604
Perrigo		0.8			75,700		11,708
Other Securities		3.9					59,180
							209,533
Industrials — 10.7%
3M		0.7			81,000		10,989
Danaher, Cl A		1.2			245,078		18,381
Fluor		0.9			184,104		14,311
Stericycle, Cl A*		1.0			139,158		15,811
Other Securities		6.9					106,195
							165,687
Information Technology — 29.9%
Accenture, Cl A		0.8			158,192		12,611
Adobe Systems*		1.6			365,175		24,007
Amphenol, Cl A		1.0			172,479		15,807
Apple		1.5			41,345		22,192
Automatic Data Processing		1.0			193,800		14,973
eBay*		1.3			370,850		20,486
Google, Cl A*		3.0			42,287		47,129
Intuit		1.1			218,725		17,001
MasterCard, Cl A		2.0			416,025		31,077
Microsoft		2.0			768,308		31,493
Qualcomm		2.9			559,398		44,114
Salesforce.com* (A)		0.8			210,246		12,003
Teradata*		0.6			200,325		9,854
VeriSign* (A)		0.8			219,724		11,845
Visa, Cl A		3.6			260,638		56,261
Other Securities		5.9					91,678
							462,531
Materials — 4.4%
Ecolab		1.5			207,624		22,421
Other Securities		2.9					45,374
							67,795

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 5

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Growth Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Telecommunication Services — 0.3%
Other Securities		0.3	%			$	4,737
Utilities — 0.2%
Other Securities		0.2					2,588
Total Common Stock (Cost $1,174,216) ($ Thousands)							1,497,113
AFFILIATED PARTNERSHIP — 3.3%
SEI Liquidity Fund, L.P. 0.070%**†† (B)		3.3			50,615,562		50,616
Total Affiliated Partnership (Cost $50,616) ($ Thousands)							50,616
CASH EQUIVALENTS — 2.9%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		2.5			38,379,781		38,380
Other Securities		0.4					7,179
Total Cash Equivalents (Cost $45,559) ($ Thousands)							45,559
U.S. TREASURY OBLIGATIONS (C) — 0.1%
Other Securities		0.1	%				2,185
Total U.S. Treasury Obligations (Cost $2,185) ($ Thousands)							2,185
Total Investments — 103.2% (Cost $1,272,576) ($ Thousands)						$	1,595,473

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Russell 2000 Index E-MINI		32		Jun-2014	$	(14	)
S&P 500 Index E-MINI		335		Jun-2014		530
					$	516

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,545,665 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (See Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $50,019 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $50,616 ($ Thousands).

(C) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

Ser — Series

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,497,113	$	—	$	—	$	1,497,113
Affiliated Partnership		—		50,616		—		50,616
Cash Equivalents		45,559		—		—		45,559
U.S. Treasury Obligations		—		2,185		—		2,185
Total Investments in Securities	$	1,542,672	$	52,801	$	—	$	1,595,473

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	530		$	—	$	—	$	530
Unrealized Depreciation		(14	)		—		—		(14	)
Total Other Financial Instruments	$	516		$	—	$	—	$	516

* Futures contracts are valued at unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 Investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 95.9%
Consumer Discretionary — 12.0%
Harley-Davidson, Cl A*		0.7	%		294,668	$	19,628
Liberty Media-Interactive, Cl A*		0.6			578,086		16,689
Nike, Cl B*		0.7			249,213		18,407
priceline.com*		0.8			18,744		22,341
Other Securities		9.2					264,117
							341,182
Consumer Staples — 8.2%
Costco Wholesale*		0.8			194,148		21,682
CVS Caremark*		0.7			260,343		19,489
Mead Johnson Nutrition, Cl A*		0.6			198,863		16,534
Tyson Foods, Cl A*		0.6			381,578		16,793
Walgreen*		0.7			307,995		20,337
Other Securities		4.8					137,095
							231,930
Energy — 10.1%
Chevron*		1.1			248,643		29,566
ConocoPhillips*		0.6			257,902		18,143
Core Laboratories*		0.5			68,367		13,567
EOG Resources*		0.9			124,719		24,466
Exxon Mobil*		1.4			394,419		38,527
Noble Energy*		0.6			234,453		16,656
Phillips 66*		0.9			342,900		26,424
Schlumberger, Cl A*		0.6			169,851		16,560
Other Securities		3.5					101,062
							284,971
Financials — 16.2%
American International Group*		0.9			508,395		25,425
Bank of America*		1.3			2,215,852		38,113
Citigroup*		0.6			382,337		18,199
Crown Castle International*†		0.9			321,932		23,752

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Discover Financial Services*		0.5	%		241,586	$	14,058
Fifth Third Bancorp*		0.6			689,655		15,827
JPMorgan Chase*		1.0			474,451		28,804
PartnerRe*		0.5			129,412		13,394
Wells Fargo*		1.0			571,346		28,419
Other Securities		8.9					252,907
							458,898
Health Care — 12.8%
Allergan*		0.6			123,287		15,300
Amgen, Cl A*		0.8			170,762		21,062
Biogen Idec*		0.9			80,389		24,589
Celgene, Cl A*		0.9			177,007		24,710
Express Scripts Holding*		0.8			301,349		22,628
Johnson & Johnson*		0.6			181,443		17,823
Pfizer*		0.9			803,311		25,802
Other Securities		7.3					211,424
							363,338
Industrials — 9.9%
Canadian Pacific Railway*		0.6			116,068		17,460
Northrop Grumman*		0.7			156,994		19,370
Pentair*		0.6			222,977		17,691
Raytheon*		0.6			160,818		15,887
Other Securities		7.4					210,802
							281,210
Information Technology — 21.1%
Adobe Systems*		1.4			592,523		38,953
Apple*		1.0			53,037		28,467
Applied Materials*		0.5			730,500		14,917
eBay*		0.6			323,786		17,886
Facebook, Cl A*		0.7			305,831		18,423
Google, Cl A*		1.5			37,191		41,450
MasterCard, Cl A*		1.7			651,980		48,703
Microsoft*		1.2			806,207		33,046
Oracle, Cl B*		0.5			382,668		15,655
Qualcomm*		1.5			534,150		42,123
Visa, Cl A*		1.4			178,030		38,430
Western Digital*		0.8			230,097		21,127
Other Securities		8.3					238,333
							597,513
Materials — 3.4%
LyondellBasell Industries, Cl A*		0.6			197,175		17,537
Other Securities		2.8					77,588
							95,125

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 7

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Large Cap Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Telecommunication Services — 0.5%
Other Securities		0.5	%			$	15,544
Utilities — 1.7%
Other Securities		1.7					47,836
Total Common Stock (Cost $1,685,576) ($ Thousands)							2,717,547
AFFILIATED PARTNERSHIP — 4.3%
SEI Liquidity Fund, L.P. 0.070%**† (B)		4.3			120,853,846		120,854
Total Affiliated Partnership (Cost $120,854) ($ Thousands)							120,854
CASH EQUIVALENT — 3.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		3.8			107,526,980		107,527
Total Cash Equivalent (Cost $107,527) ($ Thousands)							107,527
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					6,245
Total U.S. Treasury Obligations (Cost $6,245) ($ Thousands)							6,245
Total Investments — 104.2% (Cost $1,920,202) ($ Thousands)						$	2,952,173

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		997		Jun-2014	$	1,305
S&P Mid 400 Index E-MINI		91		Jun-2014		112
					$	1,417

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,832,240 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $119,114 ($ Thousands).

(B) This security was purchased with cash collateral received from securities lending (see Note 10). The total value of such securities as of March 31, 2014 was $120,854 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,717,547	$	—	$	—	$	2,717,547
Affiliated Partnership		—		120,854		—		120,854
Cash Equivalent		107,527		—		—		107,527
U.S. Treasury Obligations		—		6,245		—		6,245
Total Investments in Securities	$	2,825,074	$	127,099	$	—	$	2,952,173

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	1,417	$	—	$	—	$	1,417
Total Other Financial Instruments	$	1,417	$	—	$	—	$	1,417

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

S&P 500 Index Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 98.8%
Consumer Discretionary — 11.9%
Amazon.com, Cl A*		0.7	%		58,500	$	19,686
Comcast, Cl A*		0.8			409,622		20,489
Home Depot*		0.7			221,296		17,511
McDonald’s*		0.6			155,570		15,251
Walt Disney*		0.8			256,027		20,500
Other Securities		8.3					223,125
							316,562
Consumer Staples — 9.6%
Altria Group*		0.4			313,056		11,718
Coca-Cola*		0.9			595,406		23,018
CVS Caremark*		0.5			185,735		13,904
PepsiCo*		0.7			239,285		19,980
Philip Morris International*		0.8			249,065		20,391
Procter & Gamble*		1.3			426,101		34,343
Wal-Mart Stores*		0.7			254,244		19,432
Other Securities		4.3					110,900
							253,686
Energy — 10.0%
Chevron*		1.3			300,078		35,682
ConocoPhillips*		0.5			192,643		13,553
Exxon Mobil*		2.5			679,198		66,344
Occidental Petroleum*		0.4			124,859		11,898
Schlumberger, Cl A*		0.7			205,443		20,031
Other Securities		4.6					119,011
							266,519
Financials — 16.3%
American Express*		0.5			143,615		12,930
Bank of America*		1.1			1,660,828		28,566
Berkshire Hathaway, Cl B*		1.3			282,947		35,360
Citigroup*		0.9			477,108		22,710
JPMorgan Chase*		1.4			595,157		36,132
US Bancorp*		0.5			286,306		12,271

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Wells Fargo*		1.4	%		752,463	$	37,428
Other Securities		9.2					246,126
							431,523
Health Care — 13.2%
AbbVie*		0.5			249,546		12,827
Amgen, Cl A*		0.6			118,655		14,635
Bristol-Myers Squibb*		0.5			258,275		13,418
Gilead Sciences*		0.7			241,744		17,130
Johnson & Johnson*		1.7			444,582		43,671
Merck*		1.0			462,144		26,236
Pfizer*		1.2			1,003,091		32,219
UnitedHealth Group*		0.5			155,447		12,745
Other Securities		6.5					178,178
							351,059
Industrials — 10.5%
3M*		0.5			98,882		13,414
Boeing*		0.5			107,432		13,482
General Electric*		1.5			1,576,774		40,823
Union Pacific*		0.5			71,494		13,416
United Technologies*		0.6			132,332		15,462
Other Securities		6.9					182,693
							279,290
Information Technology — 18.4%
Apple*		2.8			140,231		75,268
Cisco Systems*		0.7			809,404		18,139
Facebook, Cl A*		0.6			268,400		16,168
Google, Cl A*		1.8			44,363		49,443
Intel*		0.8			781,315		20,166
International Business Machines*		1.1			153,837		29,612
MasterCard, Cl A*		0.4			160,300		11,974
Microsoft*		1.8			1,187,193		48,663
Oracle, Cl B*		0.8			544,188		22,263
Qualcomm*		0.8			265,732		20,955
Visa, Cl A*		0.6			79,672		17,198
Other Securities		6.2					159,014
							488,863
Materials — 3.5%
Other Securities		3.5					92,376
Telecommunication Services — 2.4%
AT&T*		1.1			818,240		28,696
Verizon Communications*		1.2			650,748		30,956
Other Securities		0.1					4,645
							64,297

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 9

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

S&P 500 Index Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 3.0%
Other Securities		3.0	%			$	80,688
Total Common Stock (Cost $1,196,523) ($ Thousands)							2,624,863
AFFILIATED PARTNERSHIP — 4.5%
SEI Liquidity Fund, L.P. 0.070%**† (B)		4.5			119,159,510		119,160
Total Affiliated Partnership (Cost $119,160) ($ Thousands)							119,160
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		0.7			18,371,089		18,371
Total Cash Equivalent (Cost $18,371) ($ Thousands)							18,371
U.S. TREASURY OBLIGATIONS (C) — 0.1%
Other Securities		0.1					3,310
Total U.S. Treasury Obligations (Cost $3,310) ($ Thousands)							3,310
Total Investments — 104.1% (Cost $1,337,364) ($ Thousands)						$	2,765,704

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		346		Jun-2014	$	548

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,656,550 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $117,228 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $119,160 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,624,863	$	—	$	—	$	2,624,863
Affiliated Partnership		—		119,160		—		119,160
Cash Equivalent		18,371		—		—		18,371
U.S. Treasury Obligations		—		3,310		—		3,310
Total Investments in Securities	$	2,643,234	$	122,470	$	—	$	2,765,704

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	548	$	—	$	—	$	548
Total Other Financial Instruments	$	548	$	—	$	—	$	548

* Futures contracts are valued at unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 92.2%
Consumer Discretionary — 12.5%
Brunswick		0.3	%		29,825	$	1,351
HomeAway*		0.4			48,383		1,823
Jack in the Box*		0.3			22,771		1,342
Lumber Liquidators Holdings*		0.3			15,394		1,444
Meredith		0.3			32,574		1,513
Ryland Group		0.3			32,520		1,299
Shutterfly*		0.3			33,551		1,432
Other Securities		10.3					48,310
							58,514
Consumer Staples — 2.2%
Other Securities		2.2					10,306
Energy — 5.9%
Helix Energy Solutions Group*		0.3			65,372		1,502
Rosetta Resources*		0.3			30,621		1,426
Other Securities		5.3					24,953
							27,881
Financials — 19.3%
Bancorpsouth, Cl A		0.3			52,644		1,314
Central Pacific Financial		0.3			77,252		1,561
CNO Financial Group		0.5			135,890		2,459
EastGroup Properties‡		0.3			22,844		1,437
Hanover Insurance Group, Cl A		0.3			22,200		1,364
IBERIABANK		0.4			24,480		1,717
Pebblebrook Hotel Trust‡		0.3			38,460		1,299
Radian Group		0.3			98,721		1,484
United Community Banks*		0.3			67,583		1,312
Western Alliance Bancorp*		0.4			68,123		1,676
Other Securities		15.9					74,993
							90,616

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 12.5%
Acadia Healthcare, Cl A*		0.5	%		49,534	$	2,235
HealthSouth		0.4			53,353		1,917
MEDNAX*		0.3			21,116		1,309
Puma Biotechnology*		0.3			13,776		1,435
Other Securities		11.0					51,848
							58,744
Industrials — 16.8%
Actuant, Cl A		0.5			69,798		2,384
Carlisle		0.3			18,943		1,503
Dycom Industries*		0.4			53,583		1,694
EMCOR Group		0.4			37,529		1,756
Esterline Technologies*		0.4			17,379		1,852
Genesee & Wyoming, Cl A*		0.3			13,681		1,331
Hexcel, Cl A*		0.3			36,475		1,588
Kirby*		0.3			15,595		1,579
Middleby*		0.4			7,968		2,105
Primoris Services		0.4			56,138		1,683
Saia*		0.3			35,119		1,342
Swift Transportation, Cl A*		0.4			81,519		2,018
TrueBlue*		0.4			71,534		2,093
Other Securities		12.0					56,160
							79,088
Information Technology — 17.7%
Aspen Technology*		0.4			47,277		2,003
Cavium*		0.5			53,226		2,327
CoStar Group*		0.6			14,638		2,734
Dealertrack Technologies*		0.5			47,871		2,355
Envestnet*		0.4			50,003		2,009
Guidewire Software, Cl Z*		0.5			45,212		2,218
Interactive Intelligence Group*		0.3			21,039		1,525
PTC*		0.3			42,715		1,513
Yelp, Cl A*		0.4			21,789		1,676
Other Securities		13.8					64,982
							83,342
Materials — 2.9%
PolyOne		0.5			61,376		2,250
Other Securities		2.4					11,429
							13,679
Telecommunication Services — 0.3%
Other Securities		0.3					1,426

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 11

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 2.1%
ALLETE		0.4	%		31,730	$	1,663
PNM Resources		0.4			63,616		1,720
Other Securities		1.3					6,233
							9,616
Total Common Stock (Cost $330,564) ($ Thousands)							433,212
EXCHANGE TRADED FUNDS (A) — 0.6%
iShares Russell 2000 Growth Index Fund		0.3			9,591		1,305
iShares Russell 2000 Value Index Fund		0.3			14,000		1,412
Total Exchange Traded Funds (Cost $2,515) ($ Thousands)							2,717
RIGHTS — 0.0%
Other Securities		0.0					—
Total Rights (Cost $ — ) ($ Thousands)							—
WARRANTS — 0.0%
Other Securities		0.0					—
Total Warrants (Cost $ — ) ($ Thousands)							—
AFFILIATED PARTNERSHIP — 11.9%
SEI Liquidity Fund, L.P. 0.070%**† (B)		11.9			55,747,933		55,748
Total Affiliated Partnership (Cost $55,748) ($ Thousands)							55,748
CASH EQUIVALENT — 6.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		6.7			31,646,079		31,646
Total Cash Equivalent (Cost $31,646) ($ Thousands)							31,646
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					1,038
Total U.S. Treasury Obligations (Cost $1,038) ($ Thousands)							1,038
Total Investments — 111.6% (Cost $421,511) ($ Thousands)						$	524,361

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		203		Jun-2014	$	(212	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $470,003 ($ Thousands)

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

‡ Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $55,376 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $55,748 ($ Thousands).

(C) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	433,212	$	—	$	—	$	433,212
Exchange Traded Funds		2,717		—		—		2,717
Rights		—		—		—		—
Warrants		—		—		—		—
Affiliated Partnership		—		55,748		—		55,748
Cash Equivalent		31,646		—		—		31,646
U.S. Treasury Obligations		—		1,038		—		1,038
Total Investments in Securities	$	467,575	$	56,786	$	—	$	524,361

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(212	)	$	—	$	—	$	(212	)
Total Other Financial Instruments	$	(212	)	$	—	$	—	$	(212	)

* Futures contracts are valued at unrealized depreciation on the instrument.

For the period ended March 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

12 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Value Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 95.3%‡
Consumer Discretionary — 7.0%
Libbey*		0.4	%		70,300	$	1,828
Rent-A-Center		0.5			72,735		1,935
Other Securities		6.1					25,482
							29,245
Consumer Staples — 2.8%
Darling International*		0.5			98,312		1,968
Universal		0.4			26,800		1,498
Other Securities		1.9					8,149
							11,615
Energy — 9.4%
Approach Resources, Cl A*		0.8			150,087		3,138
Cloud Peak Energy*		0.4			74,012		1,565
EPL Oil & Gas*		0.5			51,000		1,969
Gulfmark Offshore, Cl A		0.4			35,787		1,608
Nuverra Environmental Solutions*		0.4			78,700		1,597
Parker Drilling*		0.3			204,882		1,453
Scorpio Tankers		0.4			149,100		1,487
Unit*		0.4			24,420		1,597
World Fuel Services		0.6			52,566		2,318
Other Securities		5.2					22,438
							39,170
Financials — 34.7%
Central Pacific Financial		0.4			83,600		1,689
CNO Financial Group		0.8			190,040		3,440
Eagle Bancorp*		0.4			41,828		1,510
First Midwest Bancorp		0.4			92,257		1,576
Geo Group†		0.5			67,100		2,163
Hancock Holding, Cl A		0.3			38,525		1,412
Hanover Insurance Group, Cl A		0.5			37,038		2,276

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Hatteras Financial†		0.5	%		99,983	$	1,885
Horace Mann Educators, Cl A		0.3			47,909		1,389
IBERIABANK		0.4			23,378		1,640
Nelnet, Cl A		0.5			45,600		1,865
PacWest Bancorp		0.4			34,031		1,464
Platinum Underwriters Holdings		0.6			41,035		2,466
Popular*		0.4			51,000		1,580
Simon Property Group†		0.4			9,844		1,614
Webster Financial		0.4			45,540		1,414
WSFS Financial		0.4			24,205		1,729
Other Securities		27.1					113,400
							144,512
Health Care — 5.4%
Accuray*		0.4			179,400		1,722
Greatbatch*		0.4			35,930		1,650
Other Securities		4.6					19,022
							22,394
Industrials — 16.3%
Alliant Techsystems		0.4			11,900		1,692
Brink’s		0.3			49,100		1,402
Curtiss-Wright		0.4			27,833		1,769
EMCOR Group		0.9			85,089		3,981
FTI Consulting*		0.6			79,135		2,638
Ryder System		0.5			25,639		2,049
Tetra Tech*		0.4			64,169		1,899
Tutor Perini*		0.4			58,138		1,667
Other Securities		12.4					50,767
							67,864
Information Technology — 11.8%
Adtran		0.5			84,080		2,052
Arrow Electronics, Cl A*		0.4			26,424		1,569
QLogic*		0.3			116,848		1,490
Tech Data*		0.5			36,007		2,195
Ultratech*		0.6			82,336		2,403
Other Securities		9.5					39,677
							49,386
Materials — 4.3%
H.B. Fuller		0.6			47,136		2,276
Sensient Technologies		0.4			29,543		1,666
Other Securities		3.3					13,880
							17,822
Telecommunication Services — 0.6%
Other Securities		0.6					2,580
Utilities — 3.0%
Great Plains Energy		0.4			54,912		1,485

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 13

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Value Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Portland General Electric		0.6	%		81,342	$	2,631
Other Securities		2.0					8,569
							12,685
Total Common Stock (Cost $329,749) ($ Thousands)							397,273
EXCHANGE TRADED FUNDS (A) — 0.9%
iShares Russell 2000 Value Index Fund		0.6			26,600		2,682
Other Securities		0.3					1,216
Total Exchange Traded Funds (Cost $3,490) ($ Thousands)							3,898
WARRANTS — 0.0%
Other Securities		0.0					—
Total Warrants (Cost $–) ($ Thousands)							—
AFFILIATED PARTNERSHIP — 13.4%
SEI Liquidity Fund, L.P. 0.070%**†† (B)		13.4			55,927,122		55,927
Total Affiliated Partnership (Cost $55,927) ($ Thousands)							55,927
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		3.5			14,598,271		14,598
Total Cash Equivalent (Cost $14,598) ($ Thousands)							14,598
U.S. TREASURY OBLIGATIONS (C) — 0.2%
Other Securities		0.2					878
Total U.S. Treasury Obligations (Cost $878) ($ Thousands)							878
Total Investments — 113.3% (Cost $404,642) ($ Thousands)						$	472,574

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		61		Jun-2014	$	(31	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $417,053 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Real Estate Investment Trust

†† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $55,138 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $55,927 ($ Thousands).

(C) Security, or portion thereof has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	397,273	$	—	$	—	$	397,273
Exchange Traded Funds		3,898		—		—		3,898
Warrants		—		—		—		—
Affiliated Partnership		—		55,927		—		55,927
Cash Equivalent		14,598		—		—		14,598
U.S. Treasury Obligations		—		878		—		878
Total Investments in Securities	$	415,769	$	56,805	$	—	$	472,574

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(31	)	$	—	$	—	$	(31	)
Total Other Financial Instruments	$	(31	)	$	—	$	—	$	(31	)

* Futures contracts are valued at unrealized depreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Growth Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 96.7%
Consumer Discretionary — 15.3%
Brunswick		0.4	%		31,149	$	1,411
Capella Education		0.5			29,990		1,894
Carter’s		0.5			23,556		1,829
Five Below*		0.4			35,005		1,487
Hibbett Sports*		0.5			31,261		1,653
HomeAway*		0.5			51,045		1,923
Lumber Liquidators Holdings*		0.5			20,792		1,950
National CineMedia		0.4			90,662		1,360
Wolverine World Wide		0.6			77,265		2,206
Other Securities		11.0					40,750
							56,463
Consumer Staples — 2.7%
Pilgrim’s Pride*		0.5			79,000		1,653
Other Securities		2.2					8,325
							9,978
Energy — 4.6%
Dresser-Rand Group *		0.4			23,847		1,393
Dril-Quip*		0.7			23,407		2,624
Other Securities		3.5					13,149
							17,166
Financials — 7.2%
Signature Bank NY, Cl B*		0.4			12,779		1,605
Other Securities		6.8					25,117
							26,722
Health Care — 19.4%
Acadia Healthcare, Cl A*		0.7			54,517		2,460
Fluidigm*		0.4			32,410		1,428
Isis Pharmaceuticals*		0.4			34,531		1,492
LDR Holding*		0.4			40,032		1,374

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Novadaq Technologies*		0.6	%		100,304	$	2,235
NPS Pharmaceuticals*		0.4			44,636		1,336
Puma Biotechnology*		0.5			17,394		1,811
Other Securities		16.0					59,576
							71,712
Industrials — 20.0%
Acuity Brands		0.4			11,661		1,546
Carlisle		0.5			25,520		2,025
Heico, Cl A		0.4			38,186		1,658
Hexcel, Cl A*		0.6			49,283		2,146
Kirby*		0.6			20,890		2,115
Middleby*		0.8			11,022		2,912
Old Dominion Freight Line, Cl A*		0.6			37,454		2,125
Saia*		0.4			35,274		1,348
Spirit Airlines*		0.4			26,030		1,546
TrueBlue*		0.7			94,233		2,757
Wabtec		0.4			17,530		1,359
WESCO International*		0.4			16,530		1,375
Other Securities		13.8					51,221
							74,133
Information Technology — 24.8%
Aspen Technology*		0.6			52,654		2,230
Blackbaud, Cl A		0.4			47,397		1,484
Broadridge Financial Solutions		0.4			40,645		1,509
Cadence Design Systems*		0.4			93,132		1,447
Cavium*		0.6			48,522		2,122
Cornerstone OnDemand*		0.5			39,681		1,900
CoStar Group*		1.0			19,962		3,728
Dealertrack Technologies*		0.6			46,381		2,281
Demandware*		0.4			24,570		1,574
Envestnet*		0.7			63,764		2,562
Guidewire Software, Cl Z*		0.7			54,250		2,661
Manhattan Associates*		0.4			39,200		1,373
Measurement Specialties*		0.4			21,621		1,467
SS&C Technologies Holdings*		0.9			76,827		3,075
Tableau Software, Cl A*		0.4			20,125		1,531
Yelp, Cl A*		0.5			22,131		1,703
Zillow, Cl A*		0.4			16,863		1,486
Other Securities		15.5					57,533
							91,666
Materials — 2.1%
PolyOne		0.4			40,646		1,490
Other Securities		1.7					6,364
							7,854
Telecommunication Services — 0.5%
Other Securities		0.5					2,086

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 15

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Growth Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Utilities — 0.1%
Other Securities		0.1	%			$	187
Total Common Stock (Cost $289,214) ($ Thousands)							357,967
EXCHANGE TRADED FUND — 0.2%
Other Securities		0.2					604
Total Exchange Traded Fund (Cost $618) ($ Thousands)							604
WARRANTS — 0.0%
Other Securities		0.0					—
Total Warrants (Cost $–) ($ Thousands)							—
PREFERRED STOCK — 0.0%
Utiilities — 0.0%
Other Securities		0.0					74
Total Preferred Stock (Cost $106) ($ Thousands)							74
AFFILIATED PARTNERSHIP — 16.1%
SEI Liquidity Fund, L.P. 0.070%**† (B)		16.1			59,564,277		59,564
Total Affiliated Partnership (Cost $59,564) ($ Thousands)							59,564
CASH EQUIVALENT — 3.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		3.0			11,065,558		11,066
Total Cash Equivalent (Cost $11,066) ($ Thousands)							11,066
U.S. TREASURY OBLIGATIONS (C) — 0.1%
Other Securities		0.1					311
Total U.S. Treasury Obligations (Cost $311) ($ Thousands)							311
Total Investments — 116.1% (Cost $360,879) ($ Thousands)						$	429,586

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		46		Jun-2014	$	(28	)
					$	(28	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $370,149 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $59,035 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total value of such securities as of March 31, 2014 was $59,564 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level  3(1)		Total
Common Stock	$	357,898	$	—	$	69	$	357,967
Exchange Traded Fund		604		—		—		604
Warrants		—		—		—		—
Preferred Stock		—		74		—		74
Affiliated Partnership		—		59,564		—		59,564
Cash Equivalent		11,066		—		—		11,066
U.S. Treasury Obligations		—		311		—		311
Total Investments in Securities	$	369,568	$	59,949	$	69	$	429,586

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(28	)	$	—	$	—	$	(28	)
Total Other Financial Instruments	$	(28	)	$	—	$	—	$	(28	)

* Futures contracts are valued at unrealized depreciation on the instrument.

⁽¹⁾  A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no t transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

16 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Small/Mid Cap Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 94.6%
Consumer Discretionary — 12.7%
Harley-Davidson, Cl A		0.3	%		24,246	$	1,615
Panera Bread, Cl A*		0.3			8,786		1,550
Pier 1 Imports		0.3			77,651		1,466
Other Securities		11.8					67,269
							71,900
Consumer Staples — 3.2%
Darling International*		0.3			95,706		1,916
WhiteWave Foods, Cl A*		0.3			51,646		1,474
Other Securities		2.6					14,452
							17,842
Energy — 5.3%
Helmerich & Payne		0.3			16,549		1,780
Other Securities		5.0					28,465
							30,245
Financials — 19.7%
American Campus Communities†		0.3			39,870		1,489
CNO Financial Group		0.4			120,238		2,176
East West Bancorp		0.3			45,410		1,657
Hanover Insurance Group, Cl A		0.3			28,027		1,722
Huntington Bancshares		0.3			148,998		1,486
IBERIABANK		0.3			26,188		1,837
PacWest Bancorp		0.5			58,966		2,536
PartnerRe		0.3			14,878		1,540
Signature Bank NY, Cl B*		0.3			12,306		1,546
Other Securities		16.7					95,604
							111,593

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Health Care — 10.9%
Acadia Healthcare, Cl A*		0.3			33,407	$	1,507
Cubist Pharmaceuticals*		0.3			22,095		1,616
Envision Healthcare Holdings *		0.3	%		49,183		1,664
Greatbatch*		0.3			33,890		1,556
HeartWare International*		0.3			18,482		1,733
MEDNAX*		0.3			29,715		1,842
Team Health Holdings*		0.3			37,619		1,683
Other Securities		8.8					50,485
							62,086
Industrials — 16.8%
Actuant, Cl A		0.3			52,908		1,807
Acuity Brands		0.3			13,413		1,778
Carlisle		0.3			22,829		1,811
Clean Harbors*		0.4			40,845		2,238
Curtiss-Wright		0.3			27,406		1,741
EMCOR Group		0.3			31,287		1,464
Generac Holdings		0.4			36,037		2,125
Interface, Cl A		0.3			77,260		1,588
Kirby*		0.3			19,094		1,933
Middleby*		0.3			5,803		1,533
Moog, Cl A*		0.4			32,556		2,133
TrueBlue*		0.4			66,773		1,954
WageWorks*		0.3			30,486		1,710
Other Securities		12.5					71,603
							95,418
Information Technology — 17.8%
Acxiom*		0.3			46,664		1,605
Cadence Design Systems*		0.5			175,866		2,733
Cornerstone OnDemand*		0.3			32,084		1,536
CoStar Group*		0.4			13,115		2,449
Dealertrack Technologies*		0.4			45,943		2,260
PTC*		0.6			91,920		3,257
Tableau Software, Cl A*		0.3			22,427		1,706
Web.com Group*		0.3			49,119		1,672
Zillow, Cl A*		0.3			18,980		1,672
Other Securities		14.4					82,383
							101,273
Materials — 4.5%
PolyOne		0.5			69,906		2,563
Silgan Holdings		0.3			30,513		1,511
Other Securities		3.7					21,694
							25,768
Telecommunication Services — 0.5%
Other Securities		0.5					2,923

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 17

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Small/Mid Cap Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Utilities — 3.2%
Great Plains Energy		0.3	%		57,576	$	1,557
Portland General Electric		0.6			100,050		3,236
SCANA		0.3			29,391		1,508
Other Securities		2.0					11,755
							18,056
Total Common Stock (Cost $391,691) ($ Thousands)							537,104
EXCHANGE TRADED FUND — 0.2%
Other Securities		0.2					1,005
Total Exchange Traded Fund (Cost $674) ($ Thousands)							1,005
WARRANTS — 0.0%
Other Securities		0.0					—
Total Warrants (Cost $–) ($ Thousands)							—
RIGHTS — 0.0%
Other Securities		0.0					—
Total Rights (Cost $–) ($ Thousands)							—
AFFILIATED PARTNERSHIP — 2.4%
SEI Liquidity Fund, L.P.
0.070%**†† (B)		2.4			13,917,702		13,918
Total Affiliated Partnership (Cost $13,918) ($ Thousands)							13,918
CASH EQUIVALENT — 4.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A
0.010%**††		4.8			27,410,720		27,411
Total Cash Equivalent (Cost $27,411) ($ Thousands)							27,411
U.S. TREASURY OBLIGATIONS (C) (D) — 0.3%
U.S. Treasury Bills 0.055, 07/24/2014		0.3		$	1,541		1,541
Total U.S. Treasury Obligations (Cost $1,541) ($ Thousands)							1,541
Total Investments — 102.3% (Cost $435,235) ($ Thousands)						$	580,979

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Russell 2000 Index E-MINI		84		Jun-2014	$	(38	)
S&P Mid 400 Index E-MINI		63		Jun-2014		79
					$	41

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $567,728 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $13,688 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 10). The total value of such securities as of March 31, 2014 was $13,918 ($ Thousands).

(C) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	537,104	$	—	$	—	$	537,104
Exchange Traded Fund		1,005		—		—		1,005
Warrants		—		—		—		—
Rights		—		—		—		—
Affiliated Partnership		—		13,918		—		13,918
Cash Equivalent		27,411		—		—		27,411
U.S. Treasury Obligations		—		1,541		—		1,541
Total Investments in Securities	$	565,520	$	15,459	$	—	$	580,979

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	79		$	—	$	—	$	79
Unrealized Depreciation		(38	)		—		—		(38	)
Total Other Financial Instruments	$	41		$	—	$	—	$	41

* Futures contracts are valued at unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

18 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Mid-Cap Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK (A) — 92.6%
Consumer Discretionary — 16.6%
Bed Bath & Beyond*		0.6	%		8,867	$	610
BorgWarner		0.7			12,400		762
Chipotle Mexican Grill, Cl A*		0.6			1,195		679
Harley-Davidson, Cl A		1.1			16,541		1,102
Michael Kors Holdings*		1.0			11,200		1,045
Mohawk Industries*		0.5			3,900		530
PetSmart		0.5			7,831		540
Ralph Lauren, Cl A		0.6			3,790		610
Ross Stores		0.5			8,000		572
Other Securities		10.5					10,864
							17,314
Consumer Staples — 4.6%
Coca-Cola Enterprises		0.5			11,268		538
JM Smucker		0.8			8,421		819
Kroger		0.7			16,762		732
Other Securities		2.6					2,699
							4,788
Energy — 5.8%
Cabot Oil & Gas		0.5			16,400		556
EQT		0.7			7,203		698
Spectra Energy		0.5			14,826		548
Other Securities		4.1					4,260
							6,062
Financials — 15.3%
Affiliated Managers Group*		0.7			3,590		718
Alexandria Real Estate Equities†		0.5			7,143		518
American Campus Communities†		0.5			13,951		521
Ameriprise Financial		0.7			6,078		669
CBRE Group, Cl A*		0.7			27,800		762
Fifth Third Bancorp		0.7			31,301		718
Moody’s		0.6			8,075		640
PartnerRe		0.6			5,664		586
SunTrust Banks		0.5			13,800		549

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		9.8	%			$	10,252
							15,933
Health Care — 11.4%
Actavis*		0.6			3,075		633
Agilent Technologies		0.6			10,600		593
Alexion Pharmaceuticals*		0.8			5,470		832
CareFusion*		0.6			15,169		610
Humana		0.5			5,200		586
Illumina*		0.7			5,000		743
Patterson		0.5			11,890		497
Other Securities		7.1					7,442
							11,936
Industrials — 15.4%
Acuity Brands		0.7			5,650		749
Delta Air Lines, Cl A		0.6			18,400		638
Flowserve		0.6			7,575		593
Fluor		0.7			9,616		747
Fortune Brands Home & Security		0.5			13,150		553
Pall		0.6			7,625		682
Parker Hannifin, Cl A		0.5			4,813		576
Other Securities		11.2					11,489
							16,027
Information Technology — 15.1%
Alliance Data Systems*		0.7			2,775		756
Amphenol, Cl A		0.6			6,950		637
Applied Materials		0.6			31,500		643
Avago Technologies, Cl A		0.6			9,900		638
Electronic Arts*		0.6			20,200		586
KLA-Tencor		0.6			8,750		605
Synopsys*		0.6			17,486		672
Xilinx		0.5			9,850		534
Other Securities		10.3					10,627
							15,698
Materials — 3.9%
Other Securities		3.9					4,090
Telecommunication Services — 0.2%
Other Securities		0.2					223
Utilities — 4.3%
AGL Resources		0.5			12,064		591
Edison International		0.7			12,091		684
SCANA		0.5			10,621		545
Xcel Energy		0.6			20,558		624
Other Securities		2.0					2,081
							4,525
Total Common Stock (Cost $82,057) ($ Thousands)							96,596

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 19

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Mid-Cap Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 2.6%
SEI Liquidity Fund, L.P. 0.070%**†† (B)		2.6	%		2,749,058	$	2,749
Total Affiliated Partnership (Cost $2,749) ($ Thousands)							2,749
CASH EQUIVALENT — 7.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		7.3			7,596,590		7,597
Total Cash Equivalent (Cost $7,597) ($ Thousands)							7,597
U.S. TREASURY OBLIGATIONS (C) — 0.3%
Other Securities		0.3					314
Total U.S. Treasury Obligations (Cost $314) ($ Thousands)							314
Total Investments — 102.8% (Cost $92,717) ($ Thousands)						$	107,256

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P Mid 400 Index E-MINI		44		Jun-2014	$	60

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $104,383 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 6).

(A) Certain securities or partial positions of certain securities are on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $2,712 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total value of such securities as of March 31, 2014 was $2,749 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	96,596	$	—	$	—	$	96,596
Affiliated Partnership		—		2,749		—		2,749
Cash Equivalent		7,597		—		—		7,597
U.S. Treasury Obligations		—		314		—		314
Total Investments in Securities	$	104,193	$	3,063	$	—	$	107,256
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	60	$	—	$	—	$	60
Total Other Financial Instruments	$	60	$	—	$	—	$	60

* Futures contracts are valued at unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

20 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 95.6%
Consumer Discretionary — 6.8%
DIRECTV*		0.9	%		112,300	$	8,582
Kohl’s		0.9			155,061		8,808
Target, Cl A		1.2			190,860		11,549
Other Securities		3.8					37,065
							66,004
Consumer Staples — 17.5%
Altria Group		0.8			221,561		8,293
Clorox		0.9			99,928		8,795
CVS Caremark		1.0			126,700		9,485
Dr Pepper Snapple Group		0.9			156,823		8,540
Hershey		0.9			88,557		9,245
Kroger		1.0			231,700		10,114
Lorillard		0.8			145,755		7,882
PepsiCo		0.9			105,122		8,778
Tyson Foods, Cl A		1.4			305,610		13,450
Wal-Mart Stores		1.6			201,488		15,400
Other Securities		7.3					70,997
							170,979
Energy — 3.8%
Chevron		1.3			109,648		13,038
Exxon Mobil		0.8			81,300		7,941
Other Securities		1.7					16,025
							37,004
Financials — 13.6%
Axis Capital Holdings		0.8			171,980		7,885
Everest Re Group		1.4			92,500		14,157
PartnerRe		1.6			146,860		15,200
RenaissanceRe Holdings		1.0			104,831		10,231
US Bancorp		0.7			158,921		6,811
Validus Holdings		0.7			170,632		6,435
Other Securities		7.4					71,890
							132,609
Health Care — 18.9%
Aetna, Cl A		0.7			94,200		7,062
AmerisourceBergen		0.9			129,894		8,520

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Amgen, Cl A		0.9	%		71,400	$	8,807
Cardinal Health		1.3			183,277		12,826
Express Scripts Holding*		0.7			94,862		7,123
Johnson & Johnson		1.2			118,700		11,660
McKesson		1.4			78,154		13,800
Merck		1.3			218,529		12,406
Pfizer		0.9			286,400		9,199
Quest Diagnostics		1.2			193,622		11,215
UnitedHealth Group		0.8			94,600		7,756
WellPoint		0.8			79,400		7,904
Other Securities		6.8					65,975
							184,253
Industrials — 5.3%
L-3 Communications Holdings		0.9			77,600		9,168
Lockheed Martin		1.0			57,842		9,442
Northrop Grumman		1.0			79,278		9,781
Raytheon		0.7			72,200		7,133
Other Securities		1.7					16,407
							51,931
Information Technology — 11.3%
Amdocs		1.6			335,881		15,605
Apple		0.9			15,888		8,528
Harris		0.7			98,100		7,177
International Business
Machines		0.9			47,168		9,079
Microsoft		0.8			196,700		8,063
Other Securities		6.4					61,672
							110,124
Materials — 1.4%
Other Securities		1.4					13,956
Telecommunication Services — 5.1%
AT&T		2.0			558,477		19,586
Verizon Communications		0.7			136,110		6,475
Other Securities		2.4					23,884
							49,945
Utilities — 11.9%
Consolidated Edison		0.9			168,544		9,042
Edison International		1.2			208,526		11,805
Entergy		1.0			143,500		9,593
Exelon		0.9			274,600		9,215
PG&E		1.0			237,500		10,260
Public Service Enterprise Group		1.0			255,600		9,749
Other Securities		5.9					56,981
							116,645
Total Common Stock (Cost $747,111) ($ Thousands)							933,450

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 21

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 4.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		4.1	%		39,663,697	$	39,664
Total Cash Equivalent (Cost $39,664) ($ Thousands)							39,664
U.S. TREASURY OBLIGATIONS (A) — 0.2%
Other Securities		0.2					1,599
Total U.S. Treasury Obligations (Cost $1,598) ($ Thousands)							1,599
Total Investments — 99.9% (Cost $788,373) ($ Thousands)						$	974,713

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		302		Jun-2014	$	461

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $975,942 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Security, or portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	933,450	$	—	$	—	$	933,450
Cash Equivalent		39,664		—		—		39,664
U.S. Treasury Obligations		—		1,599		—		1,599
Total Investments in Securities	$	973,114	$	1,599	$	—	$	974,713

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	461	$	—	$	—	$	461
Total Other Financial Instruments	$	461	$	—	$	—	$	461

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

22 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Global Managed Volatility Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 94.0%
Australia — 5.8%
Other Securities		5.8	%			$	91,227
							91,227
Austria — 0.1%
Other Securities		0.1					1,813
							1,813
Belgium — 0.3%
Other Securities		0.3					4,050
							4,050
Canada — 12.6%
Bank of Montreal		0.7			164,400		11,016
Canadian Imperial Bank of Commerce		0.9			159,400		13,756
Canadian Tire, Cl A		1.2			195,200		18,433
Metro, Cl A		0.9			236,600		13,912
Rogers Communications, Cl B		0.7			284,500		11,808
Toronto-Dominion Bank		0.6			201,200		9,448
Other Securities		7.6					119,719
							198,092
Denmark — 1.8%
TDC		0.6			1,001,473		9,263
Other Securities		1.2					19,460
							28,723
Finland — 0.0%
Other Securities		0.0					378
							378
France — 0.4%
Other Securities		0.4					5,912
							5,912

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Germany — 2.2%
Other Securities		2.2	%			$	34,970
							34,970
Greece — 0.0%
Other Securities		0.0					623
							623
Guernsey — 0.6%
Amdocs		0.6			222,273		10,327
							10,327
Hong Kong — 3.1%
CLP Holdings, Cl B		0.9			1,826,000		13,771
Other Securities		2.2					34,522
							48,293
Ireland — 0.3%
Other Securities		0.3					4,166
							4,166
Israel — 1.3%
Teva Pharmaceutical Industries		0.7			222,091		11,461
Other Securities		0.6					9,573
							21,034
Italy — 0.3%
Other Securities		0.3					4,831
							4,831
Japan — 6.2%
Other Securities		6.2					98,010
							98,010
Netherlands — 0.7%
Royal Dutch Shell, Cl A		0.6			247,579		9,049
Other Securities		0.1					1,762
							10,811
New Zealand — 1.4%
Other Securities		1.4					22,326
							22,326
Norway — 2.6%
Statoil		1.0			534,627		15,091
Telenor		0.8			553,074		12,259
Other Securities		0.8					13,338
							40,688

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 23

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Global Managed Volatility Fund (Concluded)

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Portugal — 1.3%
EDP - Energias de Portugal		1.2	%		3,996,317	$	18,567
Other Securities		0.1					1,974
							20,541
Singapore — 2.6%
StarHub		0.6			2,770,000		9,251
Other Securities		2.0					32,029
							41,280
Spain — 1.2%
EDP Renovaveis		0.0			95,769		638
Other Securities		1.2					18,128
							18,766
Sweden — 1.5%
Other Securities		1.5					23,291
							23,291
Switzerland — 2.0%
Swisscom		0.8			19,082		11,730
Other Securities		1.2					20,281
							32,011
United Kingdom — 10.9%
AstraZeneca		1.1			284,622		18,394
Centrica		0.7			1,984,573		10,908
GlaxoSmithKline		0.9			521,518		13,837
Imperial Tobacco Group		1.0			393,487		15,895
J Sainsbury		0.8			2,342,586		12,345
Next, Cl A		1.1			160,703		17,682
Smith & Nephew		0.7			696,396		10,554
SSE		0.7			473,979		11,608
Other Securities		3.9					60,172
							171,395
United States — 34.8%
Altria Group		0.6			247,785		9,274
AT&T		1.1			476,353		16,706
Becton Dickinson		0.6			80,901		9,472
Bunge		0.6			116,665		9,276
Capitol Federal Financial		0.6			743,249		9,328
Cardinal Health		0.6			130,711		9,147
Clorox		1.2			212,777		18,727
ConocoPhillips		0.6			138,094		9,715
DST Systems		0.6			102,790		9,744
Exelon		0.7			318,122		10,676
General Mills, Cl A		0.8			241,656		12,523
Henry Schein*		0.6			77,700		9,275
Hershey		0.7			110,719		11,559
Johnson & Johnson		1.2			200,445		19,690

Description	Percentage of Net Assets (%)			Shares/Face Amount(1) (Thousands)			Market Value ($ Thousands)
Kellogg		0.7	%			174,312	$	10,931
Kimberly-Clark		0.9				128,195		14,134
Laboratory Corp of America Holdings*		1.0				163,181		16,026
Lorillard		0.6				186,661		10,095
Medtronic		0.6				160,000		9,846
Merck		1.0				281,649		15,989
Owens & Minor		0.6				255,163		8,938
PepsiCo		0.6				108,267		9,040
Quest Diagnostics		0.7				190,158		11,014
Tyson Foods, Cl A		1.0				354,106		15,584
Verizon Communications		0.6				205,535		9,777
Wal-Mart Stores		0.8				165,441		12,645
Other Securities		15.2						239,324
								548,455
Total Common Stock (Cost $1,326,944) ($ Thousands)								1,482,013
CASH EQUIVALENT — 5.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		5.5				86,244,660		86,245
Total Cash Equivalent (Cost $86,245) ($ Thousands)								86,245
TIME DEPOSITS — 0.7%
Brown Brothers Harriman
1.950%, 04/01/2014		0.0			NZD	71		62
1.929%, 04/01/2014		0.0			AUD	230		213
0.278%, 04/01/2014		0.0			CAD	126		115
0.100%, 04/01/2014		0.0			SEK	1,633		252
0.100%, 04/01/2014		0.0			DKK	19		4
0.076%, 04/01/2014		0.0			EUR	68		94
0.048%, 04/01/2014		0.1			GBP	891		1,486
0.030%, 04/01/2014		0.5				8,462		8,462
0.005%, 04/01/2014		0.0			JPY	6,109		59
0.005%, 04/01/2014		0.1			HKD	5,889		759
0.001%, 04/01/2014		0.0			CHF	—		—
Total Time Deposits (Cost $11,506) ($ Thousands)								11,506
U.S. TREASURY OBLIGATIONS (A) — 0.2%
Other Securities		0.2						3,885
Total U.S. Treasury Obligations (Cost $3,885) ($ Thousands)								3,885
Total Investments — 100.4% (Cost $1,428,580) ($ Thousands)							$	1,583,649

24 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index		203		Jun-2014	$	287
FTSE 100 Index		65		Jun-2014		67
Hang Seng Index		10		Apr-2014		14
S&P 500 Index E-MINI		365		Jun-2014		578
SPI 200 Index		23		Jun-2014		31
Topix Index		43		Jun-2014		(68	)
					$	909

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Maturity Date	Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)
4/28/14		AUD	104,489		USD	96,189	$	(469	)
4/28/14		CAD	218,075		USD	195,595		(1,890	)
4/28/14		CHF	31,735		USD	35,836		(108	)
4/28/14		DKK	185,016		USD	34,165		(2	)
4/28/14		EUR	77,899		USD	107,397		49
4/28/14		GBP	114,514		USD	189,691		(1,160	)
4/28/14		HKD	446,135		USD	57,506		(16	)
4/28/14		JPY	11,145,365		USD	108,959		707
4/28/14		NOK	258,978		USD	42,795		(431	)
4/28/14		NZD	25,957		USD	22,290		(183	)
4/28/14		SEK	152,499		USD	23,603		86
4/28/14		SGD	72,764		USD	57,405		(471	)
4/28/14		USD	534		AUD	578		1
4/28/14		USD	1,710		CAD	1,892		4
4/28/14		USD	740		GBP	446		2
4/28/14		USD	233		JPY	23,781		(2	)
4/28/14		USD	343		NOK	2,061		1
4/28/14		USD	193		NZD	223		—
4/28/14		USD	302		SGD	381		1
							$	(3,881	)

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($Thousands)			Currency to Receive ($Thousands)		Unrealized Depreciation ($Thousands)
Brown Brothers Harriman	($	979,374	)	$	975,493	$	(3,881	)

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on Net Assets of $1,577,176 ($ Thousands).

(1) In U.S. Dollars unless otherwise indicated.

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Security, or portion thereof, has been pledged as collateral on open futures contracts.

AUD — Australia Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DJ — Dow Jones

DKK — Denmark Krone

EUR — Euro

FTSE — Financial Times and the London Stock Exchange

GBP — British Pound

HKD — Hong Kong Dollar

JPY — Japanese Yen

NOK — Norwegian Krone

NZD — New Zealand Dollar

S&P — Standard & Poor’s

SEK — Sweden Krona

SGD — Singapore Dollar

SPI — Swiss Performance Index

USD — U.S. Dollar

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,454,631	$	27,382	$	—	$	1,482,013
Cash Equivalent		86,245		—		—		86,245
Time Deposits		—		11,506		—		11,506
U.S. Treasury Obligations		—		3,885		—		3,885
Total Investments in Securities	$	1,540,876	$	42,773	$	—	$	1,583,649

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	977		$	—		$	—	$	977
Unrealized Depreciation		(68	)		—			—		(68	)
Forwards Contracts*
Unrealized Appreciation		—			851			—		851
Unrealized Depreciation		—			(4,732	)		—		(4,732	)
Total Other Financial Instruments	$	909		$	(3,881	)	$	—	$	(2,972	)

* Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 25

SUMMARY SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
COMMON STOCK — 94.7%
Consumer Discretionary — 6.3%
McDonald’s*		0.8	%		59,370	$	5,820
Target, Cl A*		0.7			87,119		5,272
Other Securities		4.8					33,351
							44,443
Consumer Staples — 19.0%
Altria Group*		0.9			161,988		6,063
CVS Caremark*		0.7			68,900		5,158
General Mills, Cl A*		0.7			88,908		4,607
Hershey*		1.0			66,657		6,959
Hormel Foods*		0.7			101,460		4,999
Kimberly-Clark*		0.7			43,439		4,789
Kroger *		1.1			181,616		7,927
Lorillard*		1.2			162,079		8,765
Philip Morris International*		0.7			59,036		4,834
Procter & Gamble*		0.7			58,418		4,709
Tyson Foods, Cl A*		0.8			132,900		5,849
Wal-Mart Stores*		1.5			137,523		10,511
Other Securities		8.3					59,006
							134,176
Energy — 3.1%
Chevron*		0.8			45,300		5,387
Exxon Mobil*		1.2			84,800		8,283
Other Securities		1.1					8,199
							21,869
Financials — 13.7%
Everest Re Group*		1.0			43,773		6,699
PartnerRe*		1.1			73,279		7,584
RenaissanceRe Holdings*		1.3			94,358		9,209
Other Securities		10.3					73,430
							96,922
Health Care — 19.1%
Aetna, Cl A*		0.7			65,700		4,925
AmerisourceBergen*		0.7			71,537		4,692

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Amgen, Cl A*		0.8	%		48,800	$	6,019
Cardinal Health*		0.6			64,600		4,521
Humana*		0.7			43,897		4,948
Johnson & Johnson*		1.9			135,917		13,351
Laboratory Corp of America Holdings*		0.6			45,981		4,516
McKesson*		0.7			29,800		5,262
Merck*		1.4			169,938		9,647
Pfizer*		0.9			189,700		6,093
Quest Diagnostics*		1.0			124,379		7,204
UnitedHealth Group*		0.7			63,200		5,182
WellPoint*		0.9			60,300		6,003
Other Securities		7.5					52,574
							134,937
Industrials — 5.9%
Alliant Techsystems*		0.8			40,300		5,729
L-3 Communications Holdings*		0.9			55,500		6,557
Northrop Grumman*		0.9			52,700		6,502
Raytheon*		0.9			66,100		6,530
Other Securities		2.4					16,667
							41,985
Information Technology — 9.0%
Amdocs*		0.8			129,100		5,998
Harris*		0.7			63,400		4,638
International Business Machines*		0.7			25,139		4,839
Microsoft*		0.6			111,500		4,570
Other Securities		6.2					43,470
							63,515
Materials — 1.8%
Other Securities		1.8					12,971
Telecommunication Services — 3.6%
AT&T*		1.3			271,400		9,518
Other Securities		2.3					16,281
							25,799
Utilities — 13.2%
Ameren*		0.6			110,700		4,561
Consolidated Edison*		0.8			99,706		5,349
Edison International*		0.9			109,300		6,188
Entergy*		0.9			100,000		6,685
Exelon*		1.0			203,400		6,826
PG&E*		0.9			144,200		6,229
Public Service Enterprise Group*		1.0			186,000		7,094
SCANA*		0.7			89,609		4,599
Wisconsin Energy*		0.6			97,404		4,534

26 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Percentage of Net Assets (%)			Shares		Market Value ($ Thousands)
Other Securities		5.8	%			$	41,197
							93,262
Total Common Stock (Cost $502,183) ($ Thousands)							669,879
CASH EQUIVALENT — 5.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		5.0			35,031,734		35,032
Total Cash Equivalent (Cost $35,032) ($ Thousands)							35,032
U.S. TREASURY OBLIGATIONS (A) — 0.2%
Other Securities		0.2					1,287
Total U.S. Treasury Obligations (Cost $1,287) ($ Thousands)							1,287
Total Investments — 99.9% (Cost $538,502) ($ Thousands)						$	706,198

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		277		Jun-2014	$	404

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $707,135 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

(A) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

Cl — Class

S&P — Standard & Poor’s

The Summary Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings and each investment of any issuer that exceeds 1% of the Fund’s net assets. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). In certain instances, securities for which footnotes listed above may otherwise apply are included in the Other Securities caption. The complete schedule of portfolio holdings is available (i) without charge, upon request, by calling (800) 342-5734; and (ii) on the SEC’s website at http://www.sec.gov.

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	669,879	$	—	$	—	$	669,879
Cash Equivalent		35,032		—		—		35,032
U.S. Treasury Obligations		—		1,287		—		1,287
Total Investments in Securities	$	704,911	$	1,287	$	—	$	706,198

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	404	$	—	$	—	$	404
Total Other Financial Instruments	$	404	$	—	$	—	$	404

* Futures contracts are valued at unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 27

SCHEDULE OF INVESTMENTS (Unaudited)

Real Estate Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 94.6%‡
Financials — 94.6%†
Alexandria Real Estate Equities (A)		60,310	$	4,376
American Assets Trust		23,490		793
American Campus Communities		23,370		873
Apartment Investment & Management, Cl A		130,136		3,933
Ashford Hospitality Prime		12,600		191
AvalonBay Communities		69,341		9,106
Aviv		19,440		475
BioMed Realty Trust (A)		117,350		2,404
Boston Properties		77,860		8,917
Brandywine Realty Trust		50,610		732
BRE Properties, Cl A		28,680		1,801
Brixmor Property Group (A)		66,460		1,418
Camden Property Trust		12,550		845
Cousins Properties, Cl A		35,690		409
CubeSmart		113,700		1,951
DDR		179,600		2,960
Digital Realty Trust, Cl A (A)		12,240		650
Douglas Emmett		40,950		1,111
Duke Realty		319,465		5,393
Education Realty Trust, Cl A		40,230		397
Empire State Realty Trust, Cl A		40,960		619
Equity Residential		117,660		6,823
Essex Property Trust		20,940		3,561
Extra Space Storage		44,440		2,156
Federal Realty Investment Trust		15,320		1,757
First Industrial Realty Trust		38,120		736
General Growth Properties		310,789		6,837
HCP		207,400		8,045
Health Care		107,790		6,424
Highwoods Properties		74,430		2,859
Host Hotels & Resorts		452,624		9,161
Hudson Pacific Properties		59,430		1,371
Kilroy Realty		31,920		1,870
Kimco Realty		262,870		5,752
LaSalle Hotel Properties		35,150		1,101
Liberty Property Trust		126,220		4,665
Macerich		123,929		7,724
Mack-Cali Realty		40,400		840
Mid-America Apartment Communities		24,990		1,706
ProLogis		282,537		11,536
Public Storage		55,531		9,356
Regency Centers		81,050		4,138
Retail Opportunity Investments		22,450		335

Description	Shares		Market Value ($ Thousands)
Retail Properties of America, Cl A		45,340	$	614
Rexford Industrial Realty		34,620		491
RLJ Lodging Trust		80,730		2,159
Simon Property Group		113,128		18,553
SL Green Realty (A)		44,590		4,487
Sovran Self Storage		10,570		776
Strategic Hotels & Resorts*		75,010		764
Sunstone Hotel Investors		282,140		3,874
Tanger Factory Outlet Centers		62,460		2,186
Taubman Centers		43,700		3,094
UDR		211,450		5,462
Ventas		125,900		7,626
Vornado Realty Trust		75,790		7,470
Washington		2,670		64
Weingarten Realty Investors (A)		49,650		1,489
Total Common Stock (Cost $178,048) ($ Thousands)				207,216
AFFILIATED PARTNERSHIP — 4.6%
SEI Liquidity Fund, L.P. 0.070%**†† (B)		10,198,458		10,198
Total Affiliated Partnership (Cost $10,198) ($ Thousands)				10,198
CASH EQUIVALENT — 5.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		10,898,931		10,899
Total Cash Equivalent (Cost $10,899) ($ Thousands)				10,899
Total Investments — 104.2% (Cost $199,145) ($ Thousands)			$	228,313

Percentages are based on Net Assets of $219,107 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 6).

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

(A) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $10,071 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total market value of such securities as of March 31, 2014 was $10,198 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

28 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	207,216	$	—	$	—	$	207,216
Affiliated Partnership		—		10,198		—		10,198
Cash Equivalent		10,899		—		—		10,899
Total Investments in Securities	$	218,115	$	10,198	$	—	$	228,313

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 29

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 29.5%
Consumer Discretionary — 4.6%
Amazon.com
0.650%, 11/27/2015	$	450	$	451
Autozone
1.300%, 01/13/2017		500		499
Cequel Communications Holdings
6.375%, 09/15/2020 (A)		600		627
Comcast
5.850%, 11/15/2015		400		434
Daimler Finance North America LLC
1.250%, 01/11/2016 (A)		600		603
1.098%, 08/01/2018 (A) (B)		250		253
ERAC USA Finance LLC
1.400%, 04/15/2016 (A)		115		116
Ford Motor Credit LLC
1.064%, 03/12/2019 (B)		750		750
Maytag MTN
6.450%, 08/15/2014		500		511
NBCUniversal Enterprise
0.924%, 04/15/2018 (A) (B)		550		553
Newell Rubbermaid
2.000%, 06/15/2015		450		455
Nissan Motor Acceptance (A) (B)
0.935%, 09/26/2016		350		352
0.786%, 03/03/2017		310		311
Penske Truck Leasing
2.500%, 07/11/2014 (A)		60		60
Reynolds Group
6.875%, 02/15/2021		185		200
5.750%, 10/15/2020		210		220
Sirius XM Radio
5.875%, 10/01/2020 (A)		1,000		1,052
Thomson Reuters
0.875%, 05/23/2016		600		598
Time Warner Cable
5.850%, 05/01/2017		450		506

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
TRW Automotive
7.250%, 03/15/2017 (A)	$	315	$	359
Volkswagen International Finance
0.676%, 11/18/2016 (A) (B)		600		601
Walt Disney MTN
0.450%, 12/01/2015		600		599
Whirlpool
1.350%, 03/01/2017		440		439
				10,549
Consumer Staples — 2.4%
Anheuser-Busch InBev Finance
0.639%, 02/01/2019 (B)		650		649
Anheuser-Busch InBev Worldwide
0.800%, 07/15/2015		350		351
BAT International Finance
1.400%, 06/05/2015 (A)		500		504
ConAgra Foods
1.300%, 01/25/2016		375		377
CVS Caremark
1.200%, 12/05/2016		330		332
Elizabeth Arden
7.375%, 03/15/2021		700		753
Heineken
0.800%, 10/01/2015 (A)		325		325
Kraft Foods Group
1.625%, 06/04/2015		500		506
Kroger
0.803%, 10/17/2016 (B)		450		450
Mondelez International
0.776%, 02/01/2019 (B)		450		447
Reynolds American
1.050%, 10/30/2015		240		240
SABMiller Holdings
0.928%, 08/01/2018 (A) (B)		500		504
				5,438
Energy — 1.5%
Atlas Pipeline Partners
4.750%, 11/15/2021		300		285
BP Capital Markets PLC
0.865%, 09/26/2018 (B)		700		706
Devon Energy
0.773%, 12/15/2016 (B)		600		601
Enterprise Products
1.250%, 08/13/2015		40		40
Gibson Energy
6.750%, 07/15/2021 (A)		207		222
Petrobras Global Finance
1.855%, 05/20/2016 (B)		300		297
Statoil
0.697%, 11/08/2018 (B)		300		302
Total Capital Canada
0.619%, 01/15/2016 (B)		170		171

30 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Total Capital International
0.807%, 08/10/2018 (B)	$	450	$	453
TransCanada PipeLines
0.750%, 01/15/2016		325		325
				3,402
Financials — 15.5%
Abbey National Treasury Services
0.743%, 03/13/2017 (B)		600		600
ABN AMRO Bank
1.039%, 10/28/2016 (A) (B)		450		453
American Express
0.826%, 05/22/2018 (B)		700		702
American Express Credit
0.785%, 03/18/2019 (B)		350		351
American Honda Finance
0.609%, 05/26/2016 (A) (B)		750		753
Australia & New Zealand Banking Group (B)
0.796%, 05/15/2018		300		301
0.620%, 01/10/2017 (A)		300		300
Bank of America
0.993%, 09/15/2036 (B)		700		604
0.706%, 02/14/2017		300		300
Bank of Montreal MTN
0.842%, 04/09/2018 (B)		650		652
Bank of New York Mellon MTN
0.675%, 03/06/2018 (B)		650		651
Bank of Nova Scotia
0.950%, 03/15/2016		400		402
0.676%, 09/11/2015 (B)		375		377
Bank of Tokyo-Mitsubishi UFJ
0.845%, 09/09/2016 (A) (B)		650		653
Barclays Bank PLC MTN
6.050%, 12/04/2017 (A)		600		673
BB&T MTN (B)
1.093%, 06/15/2018		535		541
0.897%, 02/01/2019		325		325
BNP Paribas MTN
0.824%, 12/12/2016 (B)		600		601
BPCE MTN
1.084%, 02/10/2017 (B)		700		703
Canadian Imperial Bank of Commerce
0.900%, 10/01/2015		525		528
Capital One
0.684%, 03/22/2016 (B)		550		550
Citigroup
0.785%, 08/25/2036 (B)		1,500		1,177
Cooperatieve Centrale Raiffeisen-Boerenleenbank
0.715%, 03/18/2016 (B)		550		553
Credit Agricole
1.096%, 10/03/2016 (A) (B)		750		756

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Deutsche Bank
0.847%, 02/13/2017 (B)	$	700	$	702
General Electric Capital (B)
1.107%, 05/09/2016		600		608
0.957%, 04/02/2018		300		303
Goldman Sachs Group (B)
1.436%, 04/30/2018		500		506
1.336%, 11/15/2018		400		403
HSBC Bank PLC
0.876%, 05/15/2018 (A) (B)		600		602
Hyundai Capital America
1.625%, 10/02/2015 (A)		150		151
ILFC E-Capital Trust I
5.460%, 12/21/2065 (A) (B)		500		472
International Lease Finance
6.500%, 09/01/2014 (A)		450		460
Intesa Sanpaolo
3.125%, 01/15/2016		300		307
John Deere Capital
0.950%, 06/29/2015		350		352
JPMorgan Chase
0.865%, 01/28/2019 (B)		300		300
JPMorgan Chase Capital XXI
1.188%, 02/02/2037 (B)		1,300		1,017
Macquarie Group
1.236%, 01/31/2017 (A) (B)		400		400
Manufacturers & Traders Trust
0.611%, 01/30/2017 (B)		400		400
Metropolitan Life Global Funding (A)
2.000%, 01/09/2015		275		278
1.700%, 06/29/2015		500		507
1.500%, 01/10/2018		220		214
Morgan Stanley (B)
1.485%, 02/25/2016		450		456
1.087%, 01/24/2019		450		451
New York Life Global Funding (A)
1.125%, 03/01/2017		500		498
0.587%, 05/23/2016 (B)		400		402
Nordea Bank
1.250%, 04/04/2017 (A)		600		598
Pricoa Global Funding I MTN
0.505%, 08/19/2015 (A) (B)		650		652
Principal Life Global Funding II (A)
1.125%, 02/24/2017		300		299
0.604%, 05/27/2016 (B)		415		416
Prudential Financial MTN
1.016%, 08/15/2018 (B)		500		501
RHP Hotel Properties ‡
5.000%, 04/15/2021		217		219
Royal Bank of Canada MTN
0.567%, 01/23/2017 (B)		900		901
Royal Bank of Scotland
1.875%, 03/31/2017		400		400

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 31

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Societe Generale
1.327%, 10/01/2018 (B)	$	550	$	552
State Street Capital Trust IV
1.233%, 06/15/2037 (B)		375		308
Sumitomo Mitsui Banking
0.670%, 01/10/2017 (B)		400		401
SunTrust Bank
0.677%, 02/15/2017 (B)		650		649
Svenska Handelsbanken
0.704%, 09/23/2016 (B)		800		804
Toronto-Dominion Bank MTN (B)
0.695%, 09/09/2016		200		201
0.416%, 05/01/2015		400		401
Toyota Motor Credit (B)
0.526%, 05/17/2016		500		502
0.385%, 09/18/2015		500		501
UBS MTN
5.875%, 07/15/2016		400		441
Unitrin
6.000%, 05/15/2017		670		738
Ventas Realty ‡
1.550%, 09/26/2016		500		504
Wells Fargo
1.500%, 07/01/2015		750		759
0.867%, 04/23/2018 (B)		575		580
Westpac Banking
0.848%, 01/17/2019 (B)		700		701
				35,323
Health Care — 1.5%
AbbVie
1.200%, 11/06/2015		550		555
Biomet
6.500%, 08/01/2020		225		242
CHS
7.125%, 07/15/2020		450		488
McKesson
1.292%, 03/10/2017		370		369
0.950%, 12/04/2015		235		236
Mylan
1.350%, 11/29/2016		450		451
Providence Health & Services Obligated Group
1.047%, 10/01/2016 (B)		800		796
Thermo Fisher Scientific
1.300%, 02/01/2017		145		144
WellPoint
1.250%, 09/10/2015		210		211
				3,492
Industrials — 1.4%
Air Lease
4.500%, 01/15/2016		350		368

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Boart Longyear Management Properties
10.000%, 10/01/2018 (A)	$	516	$	537
Clean Harbors
5.250%, 08/01/2020		350		360
GATX
1.250%, 03/04/2017		245		244
Glencore Funding LLC
1.394%, 05/27/2016 (A) (B)		675		676
John Deere Capital MTN
0.353%, 06/15/2015 (B)		450		450
Pentair Finance
1.350%, 12/01/2015		285		287
Precision Castparts
0.700%, 12/20/2015		135		135
				3,057
Information Technology — 0.6%
Hewlett-Packard
1.182%, 01/14/2019 (B)		600		602
TSMC Global
0.950%, 04/03/2016 (A)		250		249
Western Union
2.375%, 12/10/2015		85		87
1.234%, 08/21/2015 (B)		325		327
				1,265
Materials — 0.7%
FMG Resources Property
8.250%, 11/01/2019 (A)		250		275
Packaging Dynamics
8.750%, 02/01/2016 (A)		500		513
Rio Tinto Finance USA PLC
1.073%, 06/17/2016 (B)		625		631
Walter Energy
11.000%, 04/01/2020 (A)		280		252
				1,671
Telecommunication Services — 1.0%
AT&T
0.800%, 12/01/2015		450		450
0.619%, 02/12/2016 (B)		450		451
British Telecommunications PLC
1.250%, 02/14/2017		295		294
Intelsat Luxembourg
7.750%, 06/01/2021 (A)		325		342
SoftBank
4.500%, 04/15/2020 (A)		225		224
Verizon Communications
1.984%, 09/14/2018 (B)		515		541
				2,302

32 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Utilities — 0.3%
Dominion Gas Holdings
1.050%, 11/01/2016 (A)	$	600	$	597
Duke Energy Indiana
0.592%, 07/11/2016 (B)		170		170
				767
Total Corporate Obligations (Cost $67,612) ($ Thousands)				67,266
LOAN PARTICIPATIONS — 27.7%
Advanstar Communications, Term Loan
5.500%, 04/29/2019		199		199
Advantage Sales and Marketing, Term Loan
8.250%, 12/12/2017		396		401
Affinia Group
4.750%, 04/25/2020		663		663
Affinia Group, 2nd Lien
4.750%, 04/25/2020		59		59
Affinion Group Holdings
6.750%, 10/08/2016		581		572
Air Medical Group Holdings, 1st Lien Term Loan
7.625%, 05/21/2018		490		488
Air Medical Group Holdings, Term Loan B1
5.000%, 06/30/2018		594		595
Alinta Cov-Lite, 1st Lien Term Loan
6.375%, 08/13/2019		426		431
Alinta, Delayed Term Loan Unfunded
0.500%, 08/13/2018		28		—
Alliance Holdings, Term Loan
4.250%, 12/07/2019		743		745
Alliance Laundry System LLC, Term Loan B
4.250%, 12/07/2018		532		534
Alliance Laundry Systems LLC, Term Loan
5.250%, 12/10/2018		7		7
Allison Transmission
3.750%, 08/23/2019		579		578
Allison Transmission, 1st Lien
3.750%, 08/23/2019		45		45
American Builders & Contract Supply, Term Loan B
3.500%, 04/16/2020		499		497
American Renal Holdings
4.500%, 08/14/2019		546		545
Applied Systems, 1st Lien Term Loan
5.500%, 01/15/2021		496		497
Applied Systems, 2nd Lien Term Loan
7.500%, 01/14/2022		175		178

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aramark
3.747%, 07/26/2016	$	138	$	137
Aramark, 1st lien
3.250%, 02/24/2021		650		643
Aramark, 1st Lien Term Loan
0.019%, 07/26/2016		32		32
Aramark, Term Loan C
3.747%, 07/26/2016		262		260
Ardagh Holdings USA, 1st Lien
0.000%, 12/17/2019 (C)		450		450
Asurion LLC
5.000%, 05/24/2019		872		873
Asurion LLC, 2nd Lien Term Loan
8.500%, 03/03/2021		300		309
Atlas Energy, Term Loan B
6.500%, 07/31/2019		224		230
August U.S. Holding, Term Loan
5.000%, 04/27/2018		150		151
August UK Holding, Term Loan
5.000%, 04/27/2018		195		196
Avaya, Extended Term Loan B5
6.500%, 03/31/2018		80		81
Avaya, Term Loan B3
4.734%, 10/26/2017		323		315
Booz Allen Hamilton, 1st Lien Term Loan B1
3.750%, 07/31/2019		296		297
Brickman Group Holdings, 1st Lien Term Loan
4.000%, 12/18/2020		500		501
Brickman Group Holdings, 2nd Lien Term Loan
7.500%, 12/17/2021		161		163
CBS Outdoor Americas Capital LLC, 1st Lien
3.000%, 01/15/2021		908		904
CDW, Term Loan
3.250%, 04/29/2020		496		491
Cengage Learning Acquisitions, 1st Lien Term Loan
0.000%, 03/06/2020 (C)		196		198
CeramTec Acquisition
4.250%, 08/30/2020		85		85
CeramTec GmbH, Term Loan B
4.250%, 07/30/2020		214		214
Ceridian, 1st Lien Term Loan B
4.404%, 05/09/2017		574		576
Charter Communications Operating LLC, Term Loan E
3.000%, 04/10/2020		318		315
Community Health Services, 1st Lien Term Loan D
4.250%, 01/27/2021		600		605
ConvaTec, Dollar Term Loan
4.000%, 12/30/2016		658		659

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 33

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Cumulus Media, 1st Lien
4.250%, 12/23/2020	$	598	$	600
DAE Aviation Holdings, 1st Lien Term Loan
7.750%, 07/30/2019		200		203
6.250%, 11/02/2018		183		186
5.000%, 11/02/2018		413		418
David’s Bridal, Initial Term Loan
5.000%, 10/05/2019		495		494
Davitia, Term Loan B2
4.000%, 08/21/2019		495		497
Dealertrack Cov-Lite, 1st Lien Term Loan B
3.500%, 02/26/2021		190		190
Dex Media West LLC
8.000%, 10/24/2014		470		380
Doncaster PLC, Term Loan
5.500%, 04/09/2020		695		698
EFS Cogen Holdings, 1st Lien Term Loan
3.750%, 11/20/2020		261		262
Emergency Medical Services Cov-Lite, Term Loan
4.000%, 05/25/2018		23		23
Emergency Medical Services, Initial Term Loan
4.000%, 04/27/2018		218		218
4.000%, 05/25/2018		107		107
Endurance International, 1st Lien
5.000%, 11/09/2019		360		362
Energy Transfer Equity, 1st Lien
3.250%, 11/15/2019		698		696
Entegris, 1st Lien Term Loan B
0.000%, 03/25/2021 (C)		500		499
Epicor Cov-Lite, 1st Lien
0.000%, 05/16/2018 (C)		582		583
Equinox Fitness Club, Term Loan B
5.250%, 01/31/2020		1		1
4.250%, 01/31/2020		744		746
Fibertech Networks LLC, Term Loan B
4.000%, 11/30/2016		480		480
First Data, Dollar Term Loan
4.155%, 03/24/2018		624		625
Firth Rixson Limited, Term Loan B
4.250%, 06/30/2017		495		496
FMG Resources Property Cov-Lite, 1st Lien
4.250%, 06/30/2019		494		497
Freescale Semiconductor, Term Loan
4.250%, 02/13/2020		827		830
4.250%, 03/01/2020		21		21
4.250%, 03/03/2020		46		46

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Generac Power Systems, Term Loan B
3.500%, 06/22/2018	$	750	$	749
Genpact International, Term Loan B
3.500%, 08/30/2019		495		495
Gray Television, Term Loan B
4.500%, 10/11/2019		172		173
Greeneden U.S. Holding II LLC
4.000%, 01/31/2020		199		198
Harbor Freight Tools
4.750%, 07/25/2019		248		250
Harron Communications L.P., Term Loan B
3.500%, 10/05/2017		416		415
Hilton Hotels Cov-Lite, 1st Lien Term Loan B
3.750%, 09/23/2020		543		545
Hub International, 1st Lien Term Loan B
4.750%, 09/17/2020		698		699
Ikaria Cov-Lite, 1st Lien
5.000%, 02/04/2021		130		131
Ikaria, 2nd Lien
5.000%, 02/04/2022		80		81
IMS Health
3.750%, 09/01/2017		581		580
Ineos Holdings, Cov-Lite
3.750%, 04/27/2018		610		606
Intelsat Jackson Holdings
3.750%, 06/30/2019		288		289
Inventiv Health, Term Loan B
7.500%, 08/04/2016		56		56
ION Trading Technologies, 2nd Lien Term Loan, Cov-Lite
8.250%, 05/21/2021		350		354
ION Trading Technologies, Term Loan
4.500%, 05/22/2020		141		141
J. Crew Group, Term Loan B
4.000%, 03/07/2018		684		683
JHT Holding, 2nd Lien Term Loan
12.500%, 04/24/2014 (D) (E)		53		17
Kronos, Incremental Term Loan
4.500%, 10/30/2019		990		996
Language Line LLC, Term Loan B
6.250%, 06/20/2016		445		443
Lee Enterprises, Term Loan B
0.000%, 03/20/2018 (C)		383		383
Leslie’s Poolmart Cov-Lite, 1st Lien
4.250%, 10/16/2019		593		594
Leslie’s Poolmart, Term Loan B
2.000%, 10/11/2019		2		—
Level 3 Communications
4.000%, 08/01/2019		750		752

34 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Light Tower Fiber LLC, Term Loan
8.000%, 04/12/2021	$	63	$	64
4.500%, 04/11/2020		61		61
4.000%, 04/13/2020		138		137
MacDermid, Term Loan
4.000%, 06/05/2020		379		380
Media General, Term Loan
4.250%, 07/30/2020		246		247
MEG Energy
3.750%, 03/21/2020		635		637
MGM Resorts, Term Loan B
3.500%, 12/20/2019		397		396
Mohegan Tribal Gaming Authority, 1st Lien Term Loan B
5.500%, 11/19/2019		252		257
MTL Publishing LLC, Term Loan B
4.250%, 03/05/2018		101		101
3.750%, 03/05/2018		371		371
Navistar International
5.750%, 08/17/2017		155		158
Nelson Education Limited, Term Loan B1
2.747%, 07/05/2014		466		381
Ocwen Financial
5.000%, 02/15/2018		248		249
One Call Medical, 1st Lien Term Loan
5.000%, 11/20/2020		968		970
Pinnacle Entertainment, Term Loan B2
3.750%, 08/05/2020		199		199
Quintiles Transnational, 1st Lien Term Loan B3
3.750%, 06/08/2018		429		428
Raycom TV Broadcasting LLC, Term Loan B
4.250%, 05/31/2017		392		392
Realogy, Extended Term Loan
0.018%, 10/10/2016		61		61
Redtop Acquisitions, 1st Lien
4.500%, 12/22/2020		100		101
Redtop Acquisitions, 2nd Lien
8.250%, 06/22/2021		105		108
Rexnord LLC, Term Loan B
4.000%, 08/21/2020		839		839
Rice Drilling LLC, 2nd Lien Term Loan B
8.500%, 10/25/2018		670		681
Ruby Western Pipeline Holdings, Term Loan
3.500%, 03/27/2020		84		84
3.500%, 03/22/2020		576		574
Schaeffler AG, 1st Lien Term Loan C
4.250%, 01/27/2017		425		427

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Seadrill Partners LLC, 1st Lien Term Loan B
4.000%, 02/22/2021	$	664	$	662
Seaworld
3.000%, 05/30/2020		407		401
Serta Simmons Holdings, Term Loan B
4.250%, 09/19/2019		533		535
Sheridan Healthcare, Cov-Lite, 1st Lien Term Loan
4.500%, 06/29/2018		493		494
Sheridan Healthcare, Cov-Lite, 2nd Lien Term Loan
8.250%, 12/13/2021		450		460
Shields Finance, 1st Lien
5.000%, 01/27/2021		401		402
Smart & Final, 1st Lien Term Loan, Cov-Lite
4.750%, 11/15/2019		495		495
Starwood Property Trust, Term Loan B
3.500%, 04/17/2020		874		870
Surgical Care Affiliates LLC, Term Loan B
4.247%, 12/29/2017		592		592
Syncreon Holdings, 1st Lien Term Loan B
5.250%, 10/28/2020		1,000		1,001
Teine Energy, 2nd Lien Term Loan
7.500%, 05/17/2019		463		469
Telesat Canada, Term Loan B
3.500%, 03/26/2019		396		394
Templar Energy Cov-Lite, 2nd Lien Term Loan
8.000%, 11/25/2020		500		505
Texas Competitive Electric Holdings, Extending Term Loan
4.737%, 10/10/2017		647		466
The Nieman Marcus Group, 1st Lien Term Loan
4.250%, 10/25/2020		599		600
The Pantry, Term Loan B
4.750%, 07/31/2019		741		745
TI Automotive, Term Loan B
5.500%, 03/28/2019		502		503
Trans Union LLC, 1st Lien Term Loan
0.000%, 03/19/2021 (C)		1,000		1,002
Trans Union LLC, Term Loan
4.250%, 02/10/2019		385		385
Travelport LLC, Term Loan
6.250%, 06/26/2019		189		193
Tribune Company, 1st Lien Term Loan B
4.000%, 12/27/2020		700		699

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 35

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
True Religion Apparel, Term Loan
5.875%, 07/30/2019	$	648	$	618
TWCC Holding, Term Loan
7.000%, 12/11/2020		500		486
U.S. Telepacific, Term Loan
5.750%, 02/23/2017		488		492
Univision Communications, Term Loan C3
4.000%, 03/01/2020		548		547
Valeant Pharmaceuticals
3.750%, 02/13/2019		111		111
Valeant Pharmaceuticals International, Term Loan E
3.750%, 06/30/2020		460		461
Verint Systems, 1st Lien Term Loan B
4.000%, 09/06/2019		397		396
3.500%, 09/06/2019		500		498
Walter Energy, Term Loan B
6.750%, 04/02/2018		349		337
Warner Music Group, Term Loan
3.750%, 07/01/2020		249		248
Waste Industries USA, Term Loan B
4.000%, 03/17/2017		483		483
WCA Waste Systems, Term Loan
4.000%, 03/23/2018		246		246
West
3.250%, 06/30/2018		252		251
West, 1st Lien
0.000%, 06/30/2018 (C)		81		80
WideOpenWest Finance
4.750%, 03/26/2019		148		148
Wilsonart International Holdings LLC, 1st Lien
4.000%, 10/24/2019		500		499
Zayo Group LLC, Term Loan B
4.000%, 07/02/2019		977		978
Ziggo, 1st Lien Term Loan B1
0.000%, 01/15/2022 (C)		296		292
Ziggo, 1st Lien Term Loan B2
0.000%, 01/15/2022 (C)		191		188
Ziggo, 1st Lien Term Loan B3
0.000%, 01/15/2022 (C)		314		310
Total Loan Participations (Cost $63,279) ($ Thousands)				63,352
ASSET-BACKED SECURITIES — 26.7%
Automotive — 12.9%
Ally Auto Receivables Trust, Ser 2010-5, Cl B
2.450%, 06/15/2016 (A)		300		304
Ally Auto Receivables Trust, Ser 2011-1, Cl A4
2.230%, 03/15/2016		359		361

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ally Auto Receivables Trust, Ser 2012-SN1, Cl A4
0.700%, 12/21/2015	$	380	$	381
Ally Auto Receivables Trust, Ser 2013-1, Cl A3
0.630%, 05/15/2017		725		726
Ally Auto Receivables Trust, Ser 2013-SN1, Cl A3
0.720%, 05/20/2016		570		571
Ally Auto Receivables Trust, Ser 2014-SN1, Cl A3
0.750%, 02/21/2017		285		285
American Credit Acceptance Receivables Trust, Ser 2012- 3, Cl A
1.640%, 11/15/2016 (A)		195		196
American Credit Acceptance Receivables Trust, Ser 2013- 1, Cl A
1.450%, 04/16/2018 (A)		280		281
American Credit Acceptance Receivables Trust, Ser 2013- 2, Cl A
1.320%, 02/15/2017 (A)		294		294
American Credit Acceptance Receivables Trust, Ser 2014- 1, Cl A
1.140%, 03/12/2018 (A)		215		215
Americredit Automobile Receivables Trust, Ser 2011- 2
3.190%, 10/12/2016		1,100		1,116
AmeriCredit Automobile Receivables Trust, Ser 2012- 5, Cl A3
0.620%, 06/08/2017		525		525
AmeriCredit Automobile Receivables Trust, Ser 2013- 1, Cl A2
0.490%, 06/08/2016		153		153
AmeriCredit Automobile Receivables Trust, Ser 2013- 2, Cl A3
0.650%, 12/08/2017		440		440
AmeriCredit Automobile Receivables Trust, Ser 2013- 5, Cl A2B
0.537%, 03/08/2017 (B)		195		195
ARI Fleet Lease Trust, Ser 2012-A, Cl A
0.705%, 03/15/2020 (A) (B)		429		430
ARI Fleet Lease Trust, Ser 2012-B, Cl A
0.455%, 01/15/2021 (A) (B)		271		271
ARI Fleet Lease Trust, Ser 2013-A, Cl A2
0.700%, 12/15/2015 (A)		290		290
Bank of America Auto Trust, Ser 2012-1, Cl A3
0.780%, 06/15/2016		118		118

36 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A1
0.537%, 03/21/2016 (B)	$	295	$	295
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A1A
0.680%, 05/20/2016		295		296
CarMax Auto Owner Trust, Ser 2011-3, Cl B
2.170%, 07/17/2017		550		562
CarMax Auto Owner Trust, Ser 2012-1, Cl A3
0.890%, 09/15/2016		148		148
CarMax Auto Owner Trust, Ser 2012-3, Cl A3
0.520%, 07/17/2017		325		325
CarMax Auto Owner Trust, Ser 2012-3, Cl C
1.500%, 08/15/2018		115		116
CFC LLC, Ser 2013-1A, Cl A
1.650%, 07/17/2017 (A)		51		51
Chesapeake Funding, Ser 2012- 1A, Cl A
0.906%, 11/07/2023 (A) (B)		280		281
Chesapeake Funding, Ser 2013- 1A, Cl A
0.606%, 01/07/2025 (A) (B)		425		425
Chesapeake Funding, Ser 2014- 1A, Cl A
0.576%, 03/07/2026 (A) (B)		490		490
Chrysler Capital Auto Receivables Trust, Ser 2013-AA, Cl A2
0.610%, 11/15/2016 (A)		245		245
CPS Auto Trust, Ser 2013-D, Cl A
1.540%, 07/16/2018 (A)		287		288
CPS Auto Trust, Ser 2014-A, Cl A
1.210%, 08/15/2018 (A)		280		280
Credit Acceptance Auto Loan Trust, Ser 2012-1A, Cl A
2.200%, 09/16/2019 (A)		660		664
Credit Acceptance Auto Loan Trust, Ser 2013-1A, Cl A
1.210%, 10/15/2020 (A)		270		270
Credit Acceptance Auto Loan Trust, Ser 2013-2A, Cl A
1.500%, 04/15/2021 (A)		400		401
DT Auto Owner Trust, Ser 2014-1A, Cl A
0.660%, 07/17/2017 (A)		282		282
Enterprise Fleet Financing, Ser 2012-1, Cl A2
1.140%, 11/20/2017 (A)		113		113

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Enterprise Fleet Financing, Ser 2013-1, Cl A2
0.680%, 09/20/2018 (A)	$	465	$	465
Enterprise Fleet Financing, Ser 2014-1, Cl A2
0.870%, 09/20/2019 (A)		210		210
Fifth Third Auto Trust, Ser 2013- A, Cl A2
0.450%, 01/15/2016		364		364
First Investors Auto Owner Trust, Ser 2012-2A, Cl A2
1.470%, 05/15/2018 (A)		334		336
First Investors Auto Owner Trust, Ser 2013-1A, Cl A2
0.900%, 10/15/2018 (A)		149		149
First Investors Auto Owner Trust, Ser 2013-2A, Cl A2
1.230%, 03/15/2019 (A)		595		597
First Investors Auto Owner Trust, Ser 2013-3A, Cl A2
0.890%, 09/15/2017 (A)		225		225
Ford Credit Auto Lease Trust, Ser 2012-B, Cl A2
0.540%, 11/15/2014		10		10
Ford Credit Auto Lease Trust, Ser 2013-A, Cl A2
0.460%, 05/15/2015		240		240
Ford Credit Auto Lease Trust, Ser 2013-B, Cl A2B
0.425%, 01/15/2016 (B)		290		290
Ford Credit Auto Owner Trust, Ser 2011-A, Cl D
3.210%, 07/15/2017		650		669
Ford Credit Auto Owner Trust, Ser 2012-A, Cl B
1.880%, 08/15/2017		475		484
Ford Credit Auto Owner Trust, Ser 2012-B, Cl D
2.930%, 10/15/2018		700		725
Harley-Davidson Motorcycle Trust, Ser 2011-1, Cl A3
0.960%, 05/16/2016		134		134
Harley-Davidson Motorcycle Trust, Ser 2012-1, Cl A3
0.680%, 04/15/2017		124		124
Hertz Fleet Lease Funding, Ser 2013-3, Cl A
0.707%, 12/10/2027 (A) (B)		375		376
Hertz Vehicle Financing LLC, Ser 2011-1A, Cl A1
2.200%, 03/25/2016 (A)		445		450
Huntington Auto Trust, Ser 2012-2, Cl A3
0.510%, 04/17/2017		456		456

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 37

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Hyundai Auto Lease Securitization Trust, Ser 2012-A, Cl A3
0.920%, 08/17/2015 (A)	$	411	$	411
Hyundai Auto Lease Securitization Trust, Ser 2012-A, Cl A4
1.050%, 04/17/2017 (A)		120		120
Hyundai Auto Receivables Trust, Ser 2013-C, Cl A2
0.570%, 06/15/2016		510		511
M&T Bank Auto Receivables Trust, Ser 2013-1A, Cl A3
1.060%, 11/15/2017 (A)		825		831
Mercedes Benz Auto Lease Trust, Ser 2013-B, Cl A3
0.620%, 07/15/2016		145		145
Mercedes-Benz Auto Receivables Trust, Ser 2012-1, Cl A3
0.470%, 10/17/2016		455		455
Mercedes-Benz Auto Receivables Trust, Ser 2013-1, Cl A2
0.500%, 03/15/2016		388		388
Mercedes-Benz Master Owner Trust, Ser 2012-AA, Cl A
0.790%, 11/15/2017 (A)		310		311
Motor PLC, Ser 2013-1A, Cl A1
0.654%, 02/15/2021 (A) (B)		356		356
Nissan Auto Lease Trust, Ser 2013-A, Cl A2A
0.450%, 09/15/2015		468		468
Nissan Auto Lease Trust, Ser 2013-B, Cl A2B
0.425%, 01/15/2016 (B)		220		220
Nissan Auto Receivables Owner Trust, Ser 2012-B, Cl A3
0.460%, 10/17/2016		490		490
Nissan Auto Receivables Owner Trust, Ser 2013-A, Cl A3
0.500%, 05/15/2017		295		295
Porsche Innovative Lease Owner Trust, Ser 2012-1, Cl A3
0.540%, 12/21/2015 (A)		287		287
Porsche Innovative Lease Owner Trust, Ser 2013-1, Cl A4
0.880%, 10/22/2019 (A)		335		336
Prestige Auto Receivables Trust, Ser 2013-1A, Cl A2
1.090%, 02/15/2018 (A)		488		488
Prestige Auto Receivables Trust, Ser 2014-1A, Cl A2
0.970%, 03/15/2018 (A)		330		330
Santander Drive Auto Receivables Trust, Ser 2010-2, Cl C
3.890%, 07/17/2017		280		283

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Santander Drive Auto Receivables Trust, Ser 2012-3, Cl D
3.640%, 05/15/2018	$	545	$	570
Santander Drive Auto Receivables Trust, Ser 2012-4, Cl B
1.830%, 03/15/2017		700		708
Santander Drive Auto Receivables Trust, Ser 2013-1, Cl A2
0.480%, 02/16/2016		53		53
Santander Drive Auto Receivables Trust, Ser 2013-3, Cl A3
0.700%, 10/16/2017		520		521
Santander Drive Auto Receivables Trust, Ser 2014-1, Cl A2A
0.660%, 07/17/2017		130		130
SNAAC Auto Receivables Trust, Ser 2013-1A, Cl A
1.140%, 07/16/2018 (A)		120		121
Volkswagen Auto Lease Trust, Ser 2013-A, Cl A2A
0.630%, 12/21/2015		533		534
Westlake Automobile Receivables Trust, Ser 2013-1A, Cl A2
1.120%, 01/15/2018 (A)		420		422
World Omni Auto Receivables Trust, Ser 2012-A, Cl A3
0.640%, 02/15/2017		173		173
World Omni Automobile Lease Securitization Trust, Ser 2012-A, Cl A3
0.930%, 11/16/2015		74		75
World Omni Automobile Lease Securitization Trust, Ser 2013-A, Cl A2B
0.475%, 05/16/2016 (B)		235		235
World Omni Master Owner Trust, Ser 2013-1, Cl A
0.505%, 02/15/2018 (A) (B)		235		235
				29,490
Credit Cards — 3.8%
BA Credit Card Trust, Ser 2014-A1, Cl A
0.535%, 06/15/2021 (B)		650		651
Barclays Dryrock Issuance Trust, Ser 2014-1, Cl A
0.530%, 12/16/2019 (B)		365		365
Cabela’s Master Credit Card Trust, Ser 2014-1, Cl A
0.507%, 03/16/2020		190		190
Capital One Multi-Asset Execution Trust, Ser 2013-A2, Cl A2
0.335%, 02/15/2019 (B)		555		555

38 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Chase Issuance Trust, Ser 2012-A3, Cl A3
0.790%, 06/15/2017	$	495	$	497
Chase Issuance Trust, Ser 2012-A5, Cl A5
0.590%, 08/15/2017		675		676
Chase Issuance Trust, Ser 2013-A6, Cl A6
0.575%, 07/15/2020 (B)		650		652
Chase Issuance Trust, Ser 2014-A1, Cl A1
1.150%, 01/15/2019		490		490
Citibank Credit Card Issuance Trust, Ser 2013-A3, Cl A3
1.110%, 07/23/2018		600		603
Citibank Credit Card Issuance Trust, Ser 2014-A2, Cl A2
1.020%, 02/22/2019		485		485
Discover Card Master Trust, Ser 2012-A1, Cl A1
0.810%, 08/15/2017		220		221
Discover Card Master Trust, Ser 2012-A3, Cl A3
0.860%, 11/15/2017		201		202
Dryrock Issuance Trust, Ser 2012-2, Cl A
0.640%, 08/15/2018		440		439
Dryrock Issuance Trust, Ser 2013-1, Cl A
0.495%, 07/16/2018 (B)		240		240
GE Capital Credit Card Master Note Trust, Ser 2012-5, Cl A
0.950%, 06/15/2018		475		477
Golden Credit Card Trust, Ser 2012-5A, Cl A
0.790%, 09/15/2017 (A)		525		526
Golden Credit Card Trust, Ser 2014-1A, Cl A
0.475%, 03/15/2019 (A) (B)		435		435
Gracechurch Card PLC, Ser 2012-4A, Cl A
0.855%, 06/15/2017 (A) (B)		550		552
Master Credit Card Trust, Ser 2012-2A, Cl A
0.780%, 04/21/2017 (A)		330		330
				8,586
Other Asset-Backed Securities — 10.0%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.494%, 01/25/2035 (B)		252		247
ACE Securities Home Equity Loan Trust, Ser 2005-SD3, Cl A
0.554%, 08/25/2045 (B)		78		78

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl A2B
1.254%, 09/25/2034 (B)	$	310	$	306
Ally Master Owner Trust, Ser 2011-4, Cl A2
1.540%, 09/15/2016		540		543
Ally Master Owner Trust, Ser 2012-1, Cl A2
1.440%, 02/15/2017		600		604
Ally Master Owner Trust, Ser 2012-3, Cl A1
0.855%, 06/15/2017 (B)		500		503
Ally Master Owner Trust, Ser 2012-3, Cl A2
1.210%, 06/15/2017		440		443
Ally Master Owner Trust, Ser 2013-1, Cl A1
0.605%, 02/15/2018 (B)		280		281
Ally Master Owner Trust, Ser 2013-2, Cl A
0.605%, 04/15/2018 (B)		675		676
Ally Master Owner Trust, Ser 2014-1, Cl A1
0.625%, 01/15/2019 (B)		570		570
Ally Master Owner Trust, Ser 2014-2, Cl A
0.526%, 01/16/2018 (B)		660		660
Apidos CDO, Ser 2014-17A, Cl A1A
1.734%, 04/17/2026 (A) (B)		350		350
Apidos CLO XII, Ser 2013-12A, Cl A
1.339%, 04/15/2025 (A) (B)		550		541
Atrium X, Ser 2013-10A, Cl A
1.357%, 07/16/2025 (A) (B)		560		553
Babson CLO, Ser 2013-IA, Cl A
1.337%, 04/20/2025 (A) (B)		600		590
Cent CLO 20, Ser 2014-20A, Cl A
1.724%, 01/25/2026 (A) (B)		625		624
CIFC Funding, Ser 2013-1A, Cl A1
1.387%, 04/16/2025 (A) (B)		485		478
CNH Equipment Trust, Ser 2012-B, Cl A3
0.860%, 09/15/2017		186		186
CNH Equipment Trust, Ser 2012-C, Cl A3
0.570%, 12/15/2017		280		280
CNH Equipment Trust, Ser 2013-D, Cl A2
0.490%, 03/15/2017		260		260
Dryden Senior Loan Fund, Ser 2014-31A, Cl A
1.620%, 04/18/2026 (A) (B)		510		508
Ford Credit Floorplan Master Owner Trust, Ser 2013-1, Cl A2
0.535%, 01/15/2018 (B)		330		330

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 39

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ford Credit Floorplan Master Owner Trust, Ser 2013-5, Cl A2
0.625%, 09/15/2018 (B)	$	505	$	506
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl A2
0.555%, 02/15/2019 (B)		490		490
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl B
1.400%, 02/15/2019		90		90
GE Business Loan Trust, Ser 2003-2A, Cl B
1.155%, 11/15/2031 (A) (B)		32		30
GE Business Loan Trust, Ser 2004-2A, Cl A
0.375%, 12/15/2032 (A) (B)		53		50
GE Business Loan Trust, Ser 2004-2A, Cl B
0.635%, 12/15/2032 (A) (B)		40		37
GE Dealer Floorplan Master Note Trust, Ser 2012-1, Cl A
0.727%, 02/20/2017 (B)		640		642
GE Dealer Floorplan Master Note Trust, Ser 2012-3, Cl A
0.647%, 06/20/2017 (B)		455		457
GE Equipment Midticket LLC, Ser 2012-1, Cl A3
0.600%, 05/23/2016		270		270
GE Equipment Midticket LLC, Ser 2013-1, Cl A2
0.640%, 03/22/2016		215		215
GE Equipment Small Ticket, Ser 2013-1A, Cl A2
0.730%, 01/25/2016 (A)		185		185
GE Equipment Transportation, Ser 2012-2, Cl A3
0.620%, 07/25/2016		591		592
GE Equipment Transportation, Ser 2013-1, Cl A2
0.500%, 11/24/2015		186		186
GE Equipment Transportation, Ser 2013-2, Cl A2
0.610%, 06/24/2016		395		395
Golden Credit Card Trust, Ser 2013-2A, Cl A
0.585%, 09/15/2018 (A) (B)		625		627
ING Investment Management CLO, Ser 2014-1A, Cl A1
1.769%, 04/18/2026 (A) (B)		510		510
ING Investment Management CLO, Ser 2014-1RA, Cl A1R
1.685%, 03/14/2022 (A) (B)		600		600
John Deere Owner Trust, Ser 2012-B, Cl A3
0.530%, 07/15/2016		605		605

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
John Deere Owner Trust, Ser 2013-A, Cl A3
0.600%, 03/15/2017	$	725	$	726
John Deere Owner Trust, Ser 2013-B, Cl A2
0.550%, 01/15/2016		300		300
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH1, Cl AV4
0.284%, 11/25/2036 (B)		273		270
Katonah, Ser 2005-7A, Cl B
0.656%, 11/15/2017 (A) (B)		700		693
Limerock CLO, Ser 2014-2A, Cl A
1.735%, 04/18/2026 (A) (B)		600		599
MMAF Equipment Finance, Ser 2012-AA, Cl A2
0.840%, 01/12/2015 (A)		5		5
New York City, Tax Lien, Ser 2013-A, Cl A
1.190%, 11/10/2026 (A)		146		146
Nissan Master Owner Trust Receivables, Ser 2012-A, Cl A
0.625%, 05/15/2017 (B)		690		692
Octagon Investment Partners XVI, Ser 2013-1A, Cl A
1.358%, 07/17/2025 (A) (B)		550		542
OHA Credit Partners VIII, Ser 2013-8A, Cl A
1.357%, 04/20/2025 (A) (B)		330		325
OHA Intrepid Leveraged Loan Fund, Ser 2013-1AR, Cl AR
1.157%, 04/20/2021 (A) (B)		449		448
Option One Mortgage Loan Trust, Ser 2005-1, Cl A1A
0.654%, 02/25/2035 (B)		324		319
SLM Student Loan Trust, Ser 2008-5, Cl A2
1.339%, 10/25/2016 (B)		12		12
SLM Student Loan Trust, Ser 2011-1, Cl A1
0.674%, 03/25/2026 (B)		383		384
SLM Student Loan Trust, Ser 2011-B, Cl A1
1.005%, 12/16/2024 (A) (B)		181		182
Springleaf Funding Trust, Ser 2014-AA, Cl A
2.410%, 12/15/2022 (A)		510		509
Volvo Financial Equipment LLC, Ser 2013-1A, Cl A3
0.740%, 03/15/2017 (A)		320		321
Volvo Financial Equipment LLC, Ser 2014-1A, Cl A3
0.820%, 04/16/2018 (A)		285		285
				22,856
Total Asset-Backed Securities (Cost $60,945) ($ Thousands)				60,932

40 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 11.5%
Agency Mortgage-Backed Obligations — 3.0%
FHLMC
6.000%, 09/01/2026	$	119	$	132
FNMA
6.500%, 09/01/2026		87		97
6.000%, 11/01/2026 to 04/01/2040		721		805
5.000%, 02/01/2023 to 03/01/2025		215		232
FNMA TBA
3.500%, 04/01/2041		900		944
3.000%, 04/25/2026		3,100		3,184
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
0.619%, 10/07/2020 (B)		409		411
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A
0.606%, 01/08/2020 (B)		527		530
NCUA Guaranteed Notes, Ser 2011-R3, Cl 1A
0.555%, 03/11/2020 (B)		181		182
NCUA Guaranteed Notes, Ser 2011-R4, Cl 1A
0.536%, 03/06/2020 (B)		168		169
NCUA Guaranteed Notes, Ser 2011-R6, Cl 1A
0.536%, 05/07/2020 (B)		102		102
				6,788
Non-Agency Mortgage-Backed Obligations — 8.5%
Adjustable Rate Mortgage Trust, Ser 2005-4, Cl 7A2
0.614%, 08/25/2035 (B)		328		325
Banc of America Mortgage Securities, Ser 2004-J, Cl 2A1
2.746%, 11/25/2034 (B)		120		120
Banc of America Mortgage Securities, Ser 2005-C, Cl 2A2
2.913%, 04/25/2035 (B)		377		348
Banc of America Mortgage Securities, Ser 2005-I, Cl 2A1
2.747%, 10/25/2035 (B)		263		239
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4
5.405%, 12/11/2040 (B)		475		498
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR9, Cl A4A
4.871%, 09/11/2042		100		104
Bear Stearns Commercial Mortgage Securities, Ser 2005-T20, Cl A4A
5.138%, 10/12/2042 (B)		315		332

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW11, Cl A4
5.440%, 03/11/2039 (B)	$	450	$	481
Citigroup Commercial Mortgage Trust, Ser 2012-GC8, Cl A1
0.685%, 09/10/2045		341		339
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
2.675%, 09/25/2034 (B)		81		82
Citigroup/Deutsche Bank Commercial Mortgage, Ser 2006-CD2, CI A4
5.302%, 01/15/2046		360		383
COMM Mortgage Trust, Ser 2012-CR4, Cl A1
0.704%, 10/15/2045		328		326
COMM Mortgage Trust, Ser 2013-CR10, Cl A1
1.278%, 08/10/2046		282		282
COMM Mortgage Trust, Ser 2013-CR9, Cl A1
1.344%, 07/10/2045		237		237
Commercial Mortgage Pass-Through Certificates, Ser 2010-C1, Cl A1
3.156%, 07/10/2046 (A)		465		477
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR1, Cl A1
1.116%, 05/15/2045		486		487
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl A1
0.824%, 08/15/2045		245		244
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A1
0.666%, 11/15/2045		211		210
Commercial Mortgage Pass-Through Certificates, Ser 2014-BBG, Cl A
0.955%, 03/15/2029 (A) (B)		340		340
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A1
3.742%, 11/10/2046 (A)		457		478
GE Capital Commercial Mortgage, Ser 2005-C4, Cl A4
5.309%, 11/10/2045 (B)		1,100		1,162
Granite Master Issuer PLC, Ser 2006-3, Cl A4
0.237%, 12/20/2054 (B)		476		471
Greenwich Capital Commercial Funding, Ser 2006-FL4A, Cl C
0.385%, 11/15/2021 (A) (B)		453		451
GS Mortgage Securities, Ser 2010-C2, Cl A1
3.849%, 12/10/2043 (A)		457		483
GS Mortgage Securities, Ser 2012-GCJ9, Cl A1
0.662%, 11/10/2045		231		230

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 41

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GS Mortgage Securities, Ser 2013-GC13, Cl A1
1.206%, 07/10/2046	$	175	$	175
Hilton USA, Ser 2013-HLF, Cl AFL
1.156%, 11/05/2030 (A) (B)		245		245
Impac CMB Trust, Ser 2005-1, Cl 1A1
0.676%, 04/25/2035 (B)		241		217
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-FLD1, Cl M2
0.644%, 07/25/2035 (B)		372		369
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A4
4.918%, 10/15/2042 (B)		568		596
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-C1, Cl A1
3.853%, 06/15/2043 (A)		452		465
JPMorgan Chase Commercial Mortgage Securities, Ser 2011-C4, Cl A1
1.525%, 07/15/2046 (A)		26		26
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A1
0.705%, 10/15/2045		115		115
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-LC9, Cl A1
0.670%, 12/15/2047		124		123
JPMorgan Chase Commercial Mortgage Securities, Ser 2013-C13, Cl A1
1.303%, 01/15/2046		314		315
JPMorgan Mortgage Trust, Ser 2006-A6, Cl 4A1
2.659%, 10/25/2036 (B)		495		431
Merrill Lynch Mortgage Investors, Ser 2005-A1, Cl 1A
2.799%, 12/25/2034 (B)		164		166
Morgan Stanley, Cl AXA
1.000%, 03/27/2051 (A)		391		392
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A1
0.664%, 11/15/2045		135		134
Morgan Stanley Capital I, Ser 2004-IQ8, Cl A5
5.110%, 06/15/2040 (B)		181		182
Morgan Stanley Capital I, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/2042		510		528

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MortgageIT Trust, Ser 2005-5, Cl A1
0.414%, 12/25/2035 (B)	$	745	$	693
Neuberger Berman CLO, Ser 2014-16A
1.707%, 04/15/2026		440		438
Opteum Mortgage Acceptance Asset- Backed Pass-Through Certificates, Ser 2005-1, Cl A4
0.554%, 02/25/2035 (B)		68		68
Opteum Mortgage Acceptance Asset- Backed Pass-Through Certificates, Ser 2005-2, Cl AII1
0.414%, 04/25/2035 (B)		671		666
Sequoia Mortgage Trust, Ser 2004-10, Cl A2
0.477%, 11/20/2034 (B)		174		164
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
0.457%, 12/20/2034 (B)		150		150
Sequoia Mortgage Trust, Ser 2005-2, Cl A1
0.377%, 03/20/2035 (B)		85		75
Springleaf Mortgage Loan Trust, Ser 2013-1A, Cl A
1.270%, 06/25/2058 (A) (B)		304		303
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A1
0.726%, 08/10/2049		381		378
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C18, Cl A4
4.935%, 04/15/2042		295		303
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl A4
5.239%, 10/15/2044 (B)		274		289
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C22, Cl A4
5.291%, 12/15/2044 (B)		300		318
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.345%, 03/25/2036 (B)		314		290
Wells Fargo Commercial Mortgage Trust, Ser 2012- LC5, Cl A1
0.687%, 10/15/2045		388		387
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
2.615%, 01/25/2035 (B)		268		272
WFRBS Commercial Mortgage Trust, Ser 2011-C3, Cl A1
1.988%, 03/15/2044 (A)		166		168
WFRBS Commercial Mortgage Trust, Ser 2011-C6, Cl A1
1.081%, 04/15/2045		206		207

42 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A1
0.673%, 11/15/2045	$	395	$	393
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A1
1.264%, 08/15/2046		351		351
				19,521
Total Mortgage-Backed Securities (Cost $26,502) ($ Thousands)				26,309
U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.3%
FHLB
0.250%, 02/20/2015		3,750		3,753
FNMA
0.375%, 03/16/2015		1,500		1,503
Total U.S. Government Agency Obligations
(Cost $5,255) ($ Thousands)				5,256
MUNICIPAL BONDS — 0.8%
New Jersey State, Economic Development Authority, RB
1.059%, 03/01/2016		455		453
New Jersey State, Turnpike Authority, Ser B, RB, AMBAC
4.252%, 01/01/2016		230		238
Regional Transportation Authority, Ser A, RB
1.064%, 06/01/2014		230		230
1.044%, 04/01/2014		220		220
State Board of Administration Finance, Ser A, RB
1.298%, 07/01/2016		570		576
Total Municipal Bonds
(Cost $1,710) ($ Thousands)				1,717
COMMON STOCK — 0.0%
JHT Holding*		4,002		—
Total Common Stock
(Cost $–) ($ Thousands)				—
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		3,869,546		3,870
Total Cash Equivalent
(Cost $3,870) ($ Thousands)				3,870
Total Investments — 100.2%
(Cost $229,173) ($ Thousands)			$	228,702

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		(47	)		Jun-2014	$	41
U.S. 2-Year Treasury Note		(18	)		Jun-2014		6
U.S. 5-Year Treasury Note		23			Jul-2014		(17	)
						$	30

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

Percentages are based on a Net Assets of $228,328 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

‡ Real Estate Investment Trust.

(A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2014. The date reported on the Schedule of Investments is the final maturity date.

(C) Unsettled bank loan. Interest rate not available.

(D) Security considered illiquid and restricted. The total value of such security as of March 31, 2014 was $17 ($ Thousands) and represented 0.01% of Net Assets.

(E) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such security as of March 31, 2014 was $17 and represented 0.01% of Net Assets.

AMBAC — American Municipal Bond Assurance Corporation

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

L.P. — Limited Partnership

LLC — Limited Liability Company

MTN — Medium Term Note

NCUA — National Credit Union Administration

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

TBA — To Be Announced

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3(1)		Total
Corporate Obligations	$	—	$	67,266	$	—	$	67,266
Loan Participations		—		63,335		17		63,352
Asset-Backed Securities		—		60,932		—		60,932
Mortgage-Backed Securities		—		26,309		—		26,309
U.S Government Agency Obligations		—		5,256		—		5,256
Municipal Bonds		—		1,717		—		1,717
Common Stock		—		—		—		—
Cash Equivalent		3,870		—		—		3,870
Total Investments in Securities	$	3,870	$	224,815	$	17	$	228,702

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 43

SCHEDULE OF INVESTMENTS (Unaudited)

Enhanced Income Fund (Concluded)

March 31, 2014

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	47		$	—	$	—	$	47
Unrealized Depreciation		(17	)		—		—		(17	)
Total Other Financial Instruments	$	30		$	—	$	—	$	30

* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

⁽¹⁾  A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

44 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 36.5%
Agency Mortgage-Backed Obligations — 28.8%
FHLMC
7.500%, 05/01/2031 to 09/01/2032	$	679	$	792
7.000%, 06/01/2015 to 03/01/2039		694		756
6.500%, 06/01/2017 to 09/01/2039		996		1,070
6.000%, 03/01/2020 to 07/01/2037		3,613		3,965
5.500%, 02/01/2017 to 01/01/2039		10,516		11,539
5.000%, 10/01/2018 to 08/01/2041		19,824		21,619
4.500%, 07/01/2026 to 09/01/2042		5,326		5,691
4.000%, 04/01/2019 to 08/01/2043		8,967		9,430
3.500%, 03/01/2033 to 08/01/2043		13,140		13,182
3.000%, 07/01/2032 to 08/01/2043		2,700		2,617
2.500%, 11/01/2027 to 04/01/2028		6,235		6,238
1.350%, 04/29/2014		560		561
FHLMC ARM (A)
3.201%, 11/01/2043		576		596
3.169%, 02/01/2042		915		940
3.158%, 03/01/2044		280		289
3.086%, 04/01/2044		517		533
3.033%, 02/01/2044		621		640
2.970%, 03/01/2044		528		543

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.909%, 01/01/2044	$	1,160	$	1,193
2.709%, 07/01/2042		1,626		1,644
2.682%, 11/01/2042		514		517
FHLMC CMO, Ser 1988-1, Cl Z
9.300%, 04/15/2019		29		31
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		776		863
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		207		238
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		1,107		1,246
FHLMC CMO, Ser 2002-48, Cl 1A
5.815%, 07/25/2033 (A)		16		18
FHLMC CMO, Ser 2003-57, Cl 1A2
7.000%, 07/25/2043		204		234
FHLMC CMO, Ser 2003-57, Cl 1A3
7.500%, 07/25/2043		162		193
FHLMC CMO, Ser 2004-59, Cl 1A3
7.500%, 10/25/2043		223		263
FHLMC CMO, Ser 2004-60, Cl 1A3
7.500%, 03/25/2044		233		277
FHLMC CMO, Ser 2005-2945, Cl SA
12.015%, 03/15/2020 (A)		771		878
FHLMC CMO, Ser 2005-2980, Cl QA
6.000%, 05/15/2035		689		771
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		2,245		2,504
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		891		955
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.875%, 05/15/2038 (A)		244		27
FHLMC CMO, Ser 2009-3529, Cl AG
6.500%, 04/15/2039		768		853
FHLMC CMO, Ser 2010-3621, Cl SB, IO
6.075%, 01/15/2040 (A)		174		26
FHLMC CMO, Ser 2010-3622, Cl WA
5.500%, 09/15/2039		866		959
FHLMC CMO, Ser 2010-3645, Cl KP
5.000%, 02/15/2040		1,094		1,198

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 45

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2010-3664, Cl DA
4.000%, 11/15/2037	$	389	$	416
FHLMC CMO, Ser 2011-3876, Cl NB
5.000%, 08/15/2038		702		766
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.795%, 10/15/2041 (A)		1,175		233
FHLMC CMO, Ser 2012-3997, Cl SK, IO
6.445%, 11/15/2041 (A)		965		172
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.895%, 08/15/2039 (A)		2,088		281
FHLMC CMO, Ser 2012-4063, Cl S, IO
5.795%, 06/15/2042 (A)		170		34
FHLMC CMO, Ser 2012-4076, Cl SW, IO
5.895%, 07/15/2042 (A)		89		20
FHLMC CMO, Ser 2012-4092, Cl AI, IO
3.000%, 09/15/2031		1,232		175
FHLMC CMO, Ser 2012-4097, Cl ST, IO
5.895%, 08/15/2042 (A)		179		40
FHLMC CMO, Ser 2012-4136, Cl SE, IO
5.995%, 11/15/2042 (A)		181		39
FHLMC CMO, Ser 2012-4136, Cl SJ, IO
5.995%, 11/15/2042 (A)		186		43
FHLMC CMO, Ser 2012-4136, Cl SQ, IO
5.995%, 11/15/2042 (A)		276		60
FHLMC CMO, Ser 2013-4174, Cl SA, IO
6.045%, 05/15/2039 (A)		1,316		252
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.095%, 09/15/2042 (A)		569		113
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2009-K003, Cl AAB
4.768%, 05/25/2018		857		917
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2012-K020, Cl A2
2.373%, 05/25/2022		3,540		3,394
FHLMC Multifamily Structured Pass-Through Certificates, Ser K006, Cl AX1, IO
1.043%, 01/25/2020 (A)		2,639		128

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K007, Cl X1, IO
1.196%, 04/25/2020 (A)	$	4,814	$	257
FHLMC Multifamily Structured Pass-Through Certificates, Ser K008, Cl X1, IO
1.663%, 06/25/2020 (A)		3,125		242
FHLMC Multifamily Structured Pass-Through Certificates, Ser K009, Cl X1, IO
1.487%, 08/25/2020 (A)		780		55
FHLMC Multifamily Structured Pass-Through Certificates, Ser K015, Cl X1, IO
1.664%, 07/25/2021 (A)		3,131		301
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl X1, IO
1.574%, 10/25/2021 (A)		1,260		119
FHLMC Multifamily Structured Pass-Through Certificates, Ser K017, Cl X1, IO
1.444%, 12/25/2021 (A)		1,614		138
FHLMC Multifamily Structured Pass-Through Certificates, Ser K024, Cl X1, IO
0.902%, 09/25/2022 (A)		1,311		77
FHLMC TBA
3.500%, 05/01/2041		600		601
3.000%, 05/15/2043		4,400		4,228
FNMA
7.000%, 09/01/2026 to 02/01/2039		2,440		2,750
6.500%, 05/01/2017 to 05/01/2040		783		847
6.000%, 10/01/2019 to 07/01/2037		10,187		11,407
5.500%, 06/01/2014 to 04/01/2040		5,371		5,949
5.000%, 01/01/2020 to 05/01/2042		28,486		31,290
4.761%, 02/01/2020		2,834		3,178
4.500%, 04/01/2025 to 12/01/2041		21,385		22,891
4.338%, 11/01/2021		2,950		3,241
4.300%, 07/01/2021		2,884		3,138
4.000%, 08/01/2020 to 12/01/2043		41,843		43,796
3.762%, 12/01/2020		3,084		3,262
3.665%, 10/01/2020		1,834		1,945
3.614%, 12/01/2020		1,987		2,088
3.500%, 07/01/2032 to 05/01/2043		34,184		34,641
3.000%, 02/01/2033 to 05/25/2044		18,782		18,402

46 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.940%, 04/25/2044	$	546	$	561
2.500%, 04/01/2027 to 10/01/2042		11,702		11,659
2.460%, 04/01/2023		3,359		3,226
FNMA ARM (A)
3.199%, 02/01/2044		468		484
3.140%, 02/01/2044		586		605
3.094%, 01/01/2044		318		325
3.020%, 12/01/2043		566		586
3.010%, 12/01/2043		665		687
3.000%, 12/01/2043		758		784
2.964%, 03/01/2044		525		540
2.945%, 02/01/2044		1,275		1,311
2.942%, 05/01/2042		2,043		2,086
2.939%, 03/01/2044		611		628
2.924%, 02/01/2044		796		817
2.851%, 12/01/2043		530		545
2.809%, 03/01/2042		769		783
2.785%, 01/01/2044		623		639
2.765%, 06/01/2042		2,168		2,199
2.556%, 05/01/2043		349		347
2.524%, 02/01/2044		530		542
2.473%, 09/01/2043		625		636
2.145%, 10/01/2035		2,891		3,057
2.117%, 11/01/2035		481		508
2.115%, 11/01/2035		333		352
2.110%, 11/01/2035		450		476
2.098%, 11/01/2035		1,618		1,705
2.094%, 11/01/2035		357		378
2.078%, 11/01/2035		394		416
2.060%, 10/01/2035		2,139		2,255
2.030%, 10/01/2035		251		265
FNMA CMO STRIPS, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		1,391		172
FNMA CMO STRIPS, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		882		194
FNMA CMO STRIPS, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		1,398		297
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		582		632
FNMA CMO, Ser 2002-33, Cl A2
7.500%, 06/25/2032		174		205
FNMA CMO, Ser 2002-95, Cl DB
6.000%, 01/25/2033		675		763
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		1,590		1,719
FNMA CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/01/2035		3,704		586
FNMA CMO, Ser 2005-5, Cl PA
5.000%, 01/25/2035		215		234

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2006-112, Cl ST, IO
6.546%, 11/25/2036 (A)	$	3,127	$	491
FNMA CMO, Ser 2006-56, Cl CA
6.000%, 07/25/2036		126		138
FNMA CMO, Ser 2008-22, Cl SI, IO
6.276%, 03/25/2037 (A)		5,723		663
FNMA CMO, Ser 2009-20, Cl DT
4.500%, 04/25/2039		598		641
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037		3,832		3,583
FNMA CMO, Ser 2010-142, Cl SM, IO
6.376%, 12/25/2040 (A)		262		32
FNMA CMO, Ser 2010-150, Cl SK, IO
6.291%, 01/25/2041 (A)		935		147
FNMA CMO, Ser 2011-117, Cl LS, IO
6.393%, 10/25/2040 (A)		1,921		328
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,977		2,247
FNMA CMO, Ser 2011-59, Cl SW, IO
6.486%, 07/25/2041 (A)		1,863		308
FNMA CMO, Ser 2011-90, Cl QI, IO
5.000%, 05/25/2034		1,619		218
FNMA CMO, Ser 2011-96, Cl SA, IO
6.396%, 10/25/2041 (A)		3,021		480
FNMA CMO, Ser 2012-111, Cl JS, IO
5.946%, 07/25/2040 (A)		911		174
FNMA CMO, Ser 2012-128, Cl SL, IO
5.996%, 11/25/2042 (A)		375		86
FNMA CMO, Ser 2012-128, Cl SQ, IO
5.996%, 11/25/2042 (A)		554		126
FNMA CMO, Ser 2012-130, Cl DC
3.000%, 12/25/2042		5,422		5,234
FNMA CMO, Ser 2012-133, Cl CS, IO
5.996%, 12/25/2042 (A)		363		77
FNMA CMO, Ser 2012-133, Cl JP
2.500%, 07/25/2042		1,410		1,360
FNMA CMO, Ser 2012-133, Cl SA, IO
5.996%, 12/25/2042 (A)		187		42

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 47

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2012-134, Cl LC
3.000%, 12/25/2042	$	487	$	474
FNMA CMO, Ser 2012-134, Cl SK, IO
5.996%, 12/25/2042 (A)		369		77
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		256		284
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		1,103		1,214
FNMA CMO, Ser 2012-70, Cl YS, IO
6.496%, 02/25/2041 (A)		250		46
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042		76		65
FNMA CMO, Ser 2012-74, Cl SA, IO
6.496%, 03/25/2042 (A)		989		152
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042		152		130
FNMA CMO, Ser 2012-93, Cl SG, IO
5.946%, 09/25/2042 (A)		448		95
FNMA CMO, Ser 2012-M12, Cl 1A
2.840%, 08/25/2022 (A)		3,305		3,271
FNMA CMO, Ser 2012-M15, Cl A
2.656%, 10/25/2022 (A)		3,591		3,484
FNMA CMO, Ser 2013-10, Cl JS, IO
5.996%, 02/25/2043 (A)		1,293		277
FNMA CMO, Ser 2013-10, Cl SJ, IO
5.996%, 02/25/2043 (A)		1,397		315
FNMA CMO, Ser 2013-121, Cl LB
3.000%, 12/25/2043		2,046		2,094
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,471
FNMA CMO, Ser 2013-41, Cl WG
2.500%, 11/25/2042		403		394
FNMA CMO, Ser 2013-67, Cl KS, IO
5.946%, 07/25/2043 (A)		477		105
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		1,164		1,298
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		7,530		8,345
FNMA CMO, Ser 2013-9, Cl SA, IO
5.996%, 03/25/2042 (A)		1,217		181
FNMA TBA
5.000%, 05/01/2038		1,100		1,197
4.500%, 05/01/2038 to 04/25/2044		32,135		34,195

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.000%, 05/18/2024 to 04/25/2044	$	19,860	$	20,665
3.500%, 04/25/2029 to 04/25/2044		25,725		26,221
3.000%, 04/25/2029 to 04/25/2044		25,465		24,692
FNMA Whole Loan CMO, Ser 2003-W17, Cl 1A7
5.750%, 08/25/2033		251		272
GNMA
8.000%, 11/15/2029 to 09/15/2030		69		76
7.500%, 03/15/2029		101		120
6.500%, 04/15/2026 to 09/15/2035		3,714		4,245
6.000%, 05/15/2014 to 10/20/2040		6,673		7,618
5.000%, 07/20/2040 to 11/20/2040		1,848		2,030
4.500%, 04/20/2041		2,692		2,909
GNMA CMO, Ser 2001-56, Cl PT
6.000%, 11/20/2031		2,143		2,402
GNMA CMO, Ser 2007-17, Cl IB, IO
6.093%, 04/20/2037 (A)		1,156		197
GNMA CMO, Ser 2010-31, Cl GS, IO
6.343%, 03/20/2039 (A)		301		44
GNMA CMO, Ser 2010-4, Cl NS, IO
6.235%, 01/16/2040 (A)		10,440		1,692
GNMA CMO, Ser 2010-47, Cl XN, IO
6.396%, 04/16/2034 (A)		81		4
GNMA CMO, Ser 2010-85, Cl HS, IO
6.493%, 01/20/2040 (A)		243		40
GNMA CMO, Ser 2010-H27, Cl FA
0.539%, 12/20/2060 (A)		1,840		1,822
GNMA CMO, Ser 2010-H28, Cl FE
0.559%, 12/20/2060 (A)		1,100		1,089
GNMA CMO, Ser 2011-H08, Cl FG
0.639%, 03/20/2061 (A)		1,149		1,144
GNMA CMO, Ser 2011-H09, Cl AF
0.659%, 03/20/2061 (A)		775		771
GNMA CMO, Ser 2012-100, Cl IO, IO
0.825%, 08/16/2052 (A)		1,852		121
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038		1,360		196
GNMA CMO, Ser 2012-98, Cl SA, IO
5.893%, 08/16/2042 (A)		736		118

48 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2013-152, Cl HS
6.543%, 06/20/2043 (A)	$	1,342	$	283
GNMA TBA
4.500%, 04/01/2039		1,200		1,294
4.000%, 04/01/2040		21,200		22,267
3.500%, 04/01/2041 to 04/15/2041		9,400		9,592
3.000%, 04/20/2044		3,290		3,235
GNMA, Ser 2013-153, Cl AB
2.900%, 06/16/2044 (A)		752		770
GNMA, Ser 2013-154, Cl AB
2.900%, 02/16/2044 (A)		2,257		2,311
GNMA, Ser 2013-178, Cl A
2.250%, 03/16/2035		782		782
GNMA, Ser 2013-178, Cl IO, IO
0.948%, 06/16/2055 (A)		1,934		126
GNMA, Ser 2013-193, Cl AB
2.000%, 12/16/2049		956		951
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 1A
0.528%, 11/06/2017 (A)		1,766		1,770
NCUA Guaranteed Notes CMO, Ser 2010-R2, Cl 2A
0.628%, 11/05/2020 (A)		1,428		1,434
NCUA Guaranteed Notes, Ser 2010-C1, Cl APT
2.650%, 10/29/2020		836		857
				566,718
Non-Agency Mortgage-Backed Obligations — 7.7%
ACRE Commercial Mortgage Trust, Ser 2013-FL1, Cl C
3.157%, 06/15/2030 (A) (B)		150		151
ACRE Commercial Mortgage Trust, Ser 2013-FL1, Cl D
4.557%, 06/15/2030 (A) (B)		390		393
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
2.333%, 02/25/2035 (A)		2,852		2,734
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
0.294%, 03/25/2037 (A)		3,435		2,463
Alternative Loan Trust, Ser 2005-36, Cl 3A1
2.607%, 08/25/2035 (A)		3,524		3,060
Alternative Loan Trust, Ser 2006-OA11, Cl A4
0.344%, 09/25/2046 (A)		762		575
Alternative Loan Trust, Ser 2007-23CB, Cl A7
0.554%, 09/25/2037 (A)		4,132		2,912
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.331%, 06/25/2045 (A)		2,735		2,646

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
2.081%, 11/25/2045 (A)	$	2,497	$	1,961
Banc of America Alternative Loan Trust, Ser 2005-9, Cl 2CB1
6.000%, 10/25/2035		3,702		3,545
Banc of America Commercial Mortgage Trust, Ser 2006-1, Cl AM
5.421%, 09/10/2045 (A)		253		271
Banc of America Commercial Mortgage Trust, Ser 2006-5, Cl AM
5.448%, 09/10/2047		100		107
Banc of America Commercial Mortgage Trust, Ser 2007-3, Cl A3
5.618%, 06/10/2049 (A)		1,306		1,305
Banc of America Funding Trust, Ser 2003-1, Cl A1
6.000%, 05/20/2033		11		11
Banc of America Funding Trust, Ser 2006-G, Cl 2A3
0.327%, 07/20/2036 (A)		775		773
Banc of America Merrill Lynch Commercial Mortgage, Ser 2005-2, Cl A5
4.857%, 07/10/2043 (A)		557		575
Bayview Commercial Asset Trust, Ser 2008-4, Cl A2
2.654%, 07/25/2038 (A) (B)		411		416
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 24A
5.229%, 05/25/2034 (A)		331		322
Bear Stearns ALT-A Trust, Ser 2004-12, Cl 1A3
0.854%, 01/25/2035 (A)		1,254		1,215
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035 (A)		2,685		2,842
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.496%, 11/25/2035 (A)		7,073		2,237
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR7, Cl A2
4.945%, 02/11/2041		9		9
Bear Stearns Commercial Mortgage Securities Trust, Ser 2007-PW17, Cl AJ
5.888%, 06/11/2050 (A)		250		250

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 49

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl AJ
5.388%, 01/15/2046 (A)	$	590	$	541
CD Commercial Mortgage Trust, Ser 2007-CD3, Cl AJ
5.688%, 10/15/2048		340		326
CD Commercial Mortgage Trust, Ser 2007-CD4, Cl AJ
5.398%, 12/11/2049 (A)		490		369
CFCRE Commercial Mortgage Trust, Ser 2011-C1, Cl A4
4.961%, 04/15/2044 (A) (B)		729		809
Citigroup Commercial Mortgage Trust, Ser 2006-C5, Cl AJ
5.482%, 10/15/2049		270		272
Citigroup Commercial Mortgage Trust, Ser 20098-C7, Cl AJA
6.133%, 12/10/2049 (A)		140		134
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl AAB
3.552%, 03/10/2047		354		362
COBALT CMBS Commercial Mortgage Trust, Ser 2007-C2, Cl AMFX
5.526%, 04/15/2047 (A)		130		143
COMM Mortgage Trust, Ser 2010-C1, Cl A3
4.205%, 07/10/2046 (B)		424		454
COMM Mortgage Trust, Ser 2012-LC4, Cl A3
3.069%, 12/10/2044		315		322
COMM Mortgage Trust, Ser 2013-CR11, Cl A4
4.258%, 10/10/2046		653		689
COMM Mortgage Trust, Ser 2013-CR11, Cl AM
4.715%, 10/10/2046 (A)		438		467
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		453		468
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		210		216
COMM Mortgage Trust, Ser 2013-CR12, Cl ASB
3.623%, 10/10/2046		666		686
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (A)		90		93
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.086%, 10/10/2046 (A)		40		41
COMM Mortgage Trust, Ser 2013-CR9, Cl A1
1.344%, 07/10/2045		472		473

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
COMM Mortgage Trust, Ser 2013-CR9, Cl ASB
3.834%, 07/10/2045	$	529	$	553
COMM Mortgage Trust, Ser 2014-CR15, Cl A4
4.074%, 02/10/2047 (A)		263		272
Commercial Mortgage Pass-Through Certificates, Ser 2007-C2, Cl AM
5.615%, 01/15/2049 (A)		582		628
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 11/15/2045		60		57
Commercial Mortgage Pass-Through Certificates, Ser 2013-WWP, Cl A2
3.424%, 03/10/2031 (B)		230		226
Commercial Mortgage Pass-Through Certificates, Ser 2014-LC15, Cl ASB
3.528%, 04/10/2047		526		537
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		251		258
Commercial Mortgage Trust, Ser 2005-GG3, Cl AAB
4.619%, 08/10/2042		284		284
Commercial Mortgage Trust, Ser 2005-GG5, Cl A5
5.224%, 04/10/2037 (A)		326		342
Commercial Mortgage Trust, Ser 2006-GG7, Cl AM
5.820%, 07/10/2038 (A)		400		435
Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.187%, 03/13/2035		140		136
Countrywide Alternative Loan Trust, Ser 2003-20CB, Cl 1A1
5.500%, 10/25/2033		688		738
Countrywide Alternative Loan Trust, Ser 2004-J1, Cl 1A1
6.000%, 02/25/2034		126		129
Countrywide Alternative Loan Trust, Ser 2005-27, Cl 3A2
1.232%, 08/25/2035 (A)		297		201
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-R3, Cl AF
0.554%, 09/25/2035 (A) (B)		2,068		1,866
Credit Suisse Commercial Mortgage Trust, Ser 2007-C2, Cl AJ
5.549%, 01/15/2049 (A)		280		269

50 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.575%, 10/25/2033 (A)	$	1,842	$	1,785
Credit Suisse First Boston Mortgage Securities, Ser 2004-C5, Cl A4
4.829%, 11/15/2037		126		128
Credit Suisse First Boston Mortgage Securities, Ser 2005-9, Cl 4A1
19.101%, 10/25/2035 (A)		707		921
Credit Suisse First Boston Mortgage Securities, Ser 2005-C3, Cl A4
4.686%, 07/15/2037		3,000		3,095
Credit Suisse First Boston Mortgage Securities, Ser 2005-C5, Cl A4
5.100%, 08/15/2038 (A)		369		384
DBRR Trust, Ser 2011-LC2, Cl A4A
4.537%, 07/12/2044 (A) (B)		1,320		1,429
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A1
3.742%, 11/10/2046 (B)		471		493
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A3
5.002%, 11/10/2046 (B)		425		474
DBUBS Mortgage Trust, Ser 2011-LC2A, Cl A4
4.537%, 07/10/2044 (B)		775		841
DBUBS Mortgage Trust, Ser 2011-LC3A, Cl XA, IO
1.430%, 08/10/2044 (A) (B)		2,834		87
Deutsche Mortgage Securities Mortgage Loan Trust, Ser 2004-4, Cl 7AR2
0.604%, 06/20/2034 (A)		460		420
Developers Diversified Realty, Ser 2009-DDR1, Cl A
3.807%, 10/14/2022 (B)		718		728
Downey Savings & Loan Association Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.956%, 11/19/2044 (A)		1,532		1,132
Extended Stay America Trust, Ser 2013-ESH7, Cl A27
2.958%, 12/05/2031 (B)		230		228
Fund America Investors II, Ser 1993-A, Cl A2
3.491%, 06/25/2023 (A)		57		58
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/2035 (A) (B)		1,097		1,135

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GS Mortgage Securities II, Ser 2005-GG4, Cl A4A
4.751%, 07/10/2039	$	290	$	298
GS Mortgage Securities Trust, Ser 2007-GG10, Cl A4
5.819%, 11/10/2008 (A)		500		555
GS Mortgage Securities Trust, Ser 2011-GC5, Cl A4
3.707%, 08/10/2044		4,535		4,694
GS Mortgage Securities Trust, Ser 2011-GC5, Cl XA, IO
1.719%, 08/10/2044 (A) (B)		1,198		82
GS Mortgage Securities Trust, Ser 2013-GC16, Cl A3
4.244%, 11/10/2046		244		257
GS Mortgage Securities Trust, Ser 2013-GC16, Cl A4
4.271%, 11/10/2046		580		612
GS Mortgage Securities Trust, Ser 2013-GC16, Cl AAB
3.813%, 11/10/2046		863		899
GS Mortgage Securities Trust, Ser 2013-GC16, Cl AS
4.649%, 11/10/2046		410		436
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046 (A)		340		362
GS Mortgage Securities Trust, Ser 2014-GC18, Cl AAB
3.648%, 01/10/2047		572		587
GS Mortgage Securities Trust, Ser 2014-GC20, Cl AAB
3.655%, 04/10/2047		1,052		1,084
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027 (A) (B)		39		39
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.567%, 10/25/2033 (A)		606		618
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 3A5
2.642%, 07/25/2035 (A)		6,925		6,492
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.582%, 05/19/2034 (A)		2,959		2,929
Impac Secured Assets Trust, Ser 2006-2, Cl 2A1
0.504%, 08/25/2036 (A)		321		314
Impact Funding LLC, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (B)		1,680		1,873
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl A4
4.096%, 11/15/2045		264		275

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 51

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl AS
4.420%, 11/15/2045	$	460	$	482
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl C
5.082%, 11/15/2045 (A)		190		199
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.888%, 01/15/2047 (A)		100		106
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2004-LN2, Cl A2
5.115%, 07/15/2041		365		367
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2005-LDP2, Cl A3A
4.678%, 07/15/2042		63		64
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB14, Cl A4
5.481%, 12/12/2044 (A)		272		288
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB17, Cl A4
5.429%, 12/12/2043		921		995
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP9, Cl A2
5.134%, 05/15/2047		71		71
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB18, Cl A4
5.716%, 02/15/2051		460		508
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB20, Cl AM
5.904%, 02/12/2051 (A)		500		565
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2010-C2, Cl A3
4.070%, 11/15/2043 (B)		1,393		1,480
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2010-CNTR, Cl A1
3.300%, 08/05/2032 (B)		282		294
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C3, Cl A3
4.388%, 02/15/2046 (B)		1,446		1,572

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C4, Cl A4
4.388%, 07/15/2046 (B)	$	564	$	608
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl ASB
2.379%, 10/15/2045		451		440
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-INN, Cl A
1.555%, 10/15/2030 (A) (B)		720		720
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-INN, Cl C
2.705%, 10/15/2030 (A) (B)		550		551
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A3
5.858%, 07/15/2044 (A)		224		225
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl AM
5.868%, 07/15/2044 (A)		280		313
LB-UBS Commercial Mortgage Trust, Ser 2004-C8, Cl A6
4.799%, 12/15/2029 (A)		79		80
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl AM
6.150%, 09/15/2045 (A)		200		228
Lehman XS Trust, Ser 2005-5N, Cl 1A1
0.454%, 11/25/2035 (A)		1,057		928
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034 (B)		2,249		2,304
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.625%, 02/25/2034 (A)		645		653
Merrill Lynch Mortgage Investors Trust, Ser 2004-B, Cl A3
1.992%, 05/25/2029 (A)		569		579
Merrill Lynch Mortgage Trust, Ser 2006-C2, Cl AJ
5.802%, 08/12/2043 (A)		650		656
Merrill Lynch Mortgage Trust, Ser 2007-C1, Cl A4
5.841%, 06/12/2050 (A)		100		111
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2007-5, Cl A4
5.378%, 08/12/2048		1,060		1,146
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048 (A)		670		599

52 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A3
2.825%, 08/15/2045	$	460	$	455
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl XA, IO
1.882%, 08/15/2045 (A) (B)		2,124		194
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A3
2.506%, 11/15/2045		1,191		1,160
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A1
1.394%, 07/15/2046		896		898
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A3
3.968%, 07/15/2046 (A)		633		659
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C7, Cl A4
2.918%, 02/15/2046		160		153
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C7, Cl AS
3.214%, 02/15/2046		293		280
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		250		242
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl ASB
3.654%, 04/15/2047		579		596
Morgan Stanley Capital I Trust, Ser 2011-C2, Cl A2
3.476%, 06/15/2044 (B)		1,011		1,057
Morgan Stanley Capital I, Ser 2004-HQ4, Cl A7
4.970%, 04/14/2040		200		201
Morgan Stanley Capital I, Ser 2007-IQ14, Cl A4
5.692%, 04/15/2049 (A)		320		354
Morgan Stanley Capital I, Ser 2011-C3, Cl A2
3.224%, 07/15/2049		727		759
Morgan Stanley Capital I, Ser 2011-C3, Cl A4
4.118%, 07/15/2049		450		476
Morgan Stanley Mortgage Loan Trust, Ser 2007-6XS, Cl 2A1S
0.264%, 02/25/2047 (A)		56		51

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Motel 6 Trust, Ser 2012-MTL6, Cl A2
1.948%, 10/05/2025 (B)	$	1,105	$	1,096
RALI Trust, Ser 2005-QS2, Cl A1
5.500%, 02/25/2035		2,938		2,914
RBS Commercial Funding Trust, Ser 2013-1A, Cl A
3.834%, 01/13/2032 (A) (B)		1,237		1,258
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/2031		218		225
Residential Asset Securitization Trust, Ser 2004-A6, Cl A1
5.000%, 08/25/2019		184		189
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.505%, 12/25/2034 (A)		562		570
Sequoia Mortgage Trust, Ser 2011-1, Cl A1
4.125%, 02/25/2041 (A)		35		35
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-10, Cl 2A
2.388%, 08/25/2034 (A)		1,220		1,198
Structured Adjustable Rate Mortgage Loan Trust, Ser 2007-7, Cl 2AS2
2.788%, 08/25/2015 (A)		5,103		3,963
Structured Asset Securities, Ser 2005-17, Cl 5A1
5.500%, 10/25/2035		1,694		1,536
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4
3.525%, 05/10/2063		300		301
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A3
2.728%, 08/10/2049		555		551
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl AS
3.317%, 12/10/2045 (B)		250		241
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl XA, IO
1.874%, 12/10/2045 (A) (B)		1,862		205
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl ASB
2.788%, 04/10/2046		1,051		1,036

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 53

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
UBS-Citigroup Commercial Mortgage Trust, Ser 2001-C1, Cl A2
2.804%, 01/10/2045	$	3,200	$	3,319
VNDO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (B)		110		106
Wachovia Bank Commercial Mortgage Trust, Ser 2006-C23, Cl A4
5.418%, 01/15/2045 (A)		3,052		3,227
Wachovia Bank Commercial Mortgage Trust, Ser 2006-C28, Cl AJ
5.632%, 10/15/2048 (A)		540		542
Wachovia Bank Commercial Mortgage Trust, Ser 2007-C30, Cl AM
5.383%, 12/15/2043		260		281
Wachovia Bank Commercial Mortgage Trust, Ser 2007-C31, Cl AJ
5.660%, 04/15/2047 (A)		270		275
WaMu Mortgage Pass-Through Certificates Trust, Ser 2005-AR5, Cl A6
2.402%, 05/25/2035 (A)		9,220		8,901
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A1
0.444%, 10/25/2047 (A)		2,619		2,407
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR13, Cl 1A
1.015%, 10/25/2046 (A)		2,644		2,145
WaMu Mortgage Pass-Through Certificates Trust, Ser 2007-OA1, Cl A1A
0.835%, 02/25/2047 (A)		3,968		3,218
WaMu Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 1A
0.829%, 03/25/2047 (A)		1,487		1,193
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003- MS1, Cl 1A
5.000%, 02/25/2018		151		152
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl A1
2.615%, 06/25/2034 (A)		1,266		1,291
WFRBS Commercial Mortgage Trust, Ser 2011-C2, Cl XA, IO
1.115%, 02/15/2044 (A) (B)		3,473		128

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WFRBS Commercial Mortgage Trust, Ser 2011-C5, Cl A4
3.667%, 11/15/2044	$	3,125	$	3,214
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.588%, 06/15/2045 (A) (B)		361		33
WFRBS Commercial Mortgage Trust, Ser 2012-C8, Cl A3
3.001%, 08/15/2045		1,685		1,639
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO
1.509%, 03/15/2047 (A)		2,310		194
				152,563
Total Mortgage-Backed Securities (Cost $724,514) ($ Thousands)				719,281
CORPORATE OBLIGATIONS — 27.5%
Consumer Discretionary — 1.8%
21st Century Fox America
6.650%, 11/15/2037		180		220
6.200%, 12/15/2034		65		76
6.150%, 03/01/2037		875		1,012
Chrysler Group
8.000%, 06/15/2019 (B)		560		613
Comcast
6.950%, 08/15/2037		450		586
6.550%, 07/01/2039		270		337
6.500%, 01/15/2015		885		926
6.500%, 01/15/2017		2,105		2,403
4.750%, 03/01/2044 (C)		555		563
4.250%, 01/15/2033		240		235
3.600%, 03/01/2024 (C)		735		739
Comcast Cable Communications Holdings
9.455%, 11/15/2022		570		808
Cox Communications (B)
6.950%, 06/01/2038		20		23
4.700%, 12/15/2042		10		9
Daimler Finance North America LLC (B)
2.375%, 08/01/2018		1,460		1,473
1.875%, 09/15/2014		670		674
1.875%, 01/11/2018		502		500
1.300%, 07/31/2015		150		151
1.125%, 03/10/2017		975		968
DIRECTV Holdings
4.450%, 04/01/2024		1,000		1,003
DIRECTV Holdings LLC
6.000%, 08/15/2040		1,080		1,126
3.800%, 03/15/2022		218		216
DISH DBS
7.875%, 09/01/2019		140		165
5.125%, 05/01/2020		80		83
5.000%, 03/15/2023 (C)		360		363

54 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ERAC USA Finance
5.625%, 03/15/2042 (B) (C)	$	604	$	660
Ford Motor
4.750%, 01/15/2043		960		928
General Motors (B)
4.875%, 10/02/2023		410		420
3.500%, 10/02/2018		635		647
General Motors Financial
4.250%, 05/15/2023		180		178
3.250%, 05/15/2018		150		151
2.750%, 05/15/2016		200		203
Hilton Worldwide Finance LLC
5.625%, 10/15/2021 (B)		920		961
LVMH Moet Hennessy Louis Vuitton
1.625%, 06/29/2017 (B)		829		835
Michaels Stores
7.750%, 11/01/2018		190		203
QVC
5.950%, 03/15/2043		20		20
Reynolds Group Issuer
7.125%, 04/15/2019		810		857
6.875%, 02/15/2021		180		194
Taylor Morrison Communities (B)
7.750%, 04/15/2020		120		132
5.250%, 04/15/2021		460		465
Thomson Reuters
5.650%, 11/23/2043		120		127
1.300%, 02/23/2017		425		423
Time Warner
7.700%, 05/01/2032		640		858
6.250%, 03/29/2041		265		310
4.750%, 03/29/2021		730		799
Time Warner Cable
8.250%, 04/01/2019 (C)		2,265		2,822
6.550%, 05/01/2037		1,645		1,911
5.500%, 09/01/2041		325		339
Time Warner Entertainment
8.375%, 07/15/2033		270		372
Toyota Motor Credit MTN
2.100%, 01/17/2019 (C)		1,320		1,315
TRW Automotive
4.450%, 12/01/2023 (B)		315		317
United Business Media
5.750%, 11/03/2020 (B)		490		525
Univision Communications
5.125%, 05/15/2023 (B) (C)		310		317
Viacom
5.250%, 04/01/2044		700		715
4.250%, 09/01/2023		480		494
Volkswagen International Finance
1.125%, 11/18/2016 (B)		1,115		1,115
WPP Finance
5.625%, 11/15/2043		110		116

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WPP Finance UK
8.000%, 09/15/2014	$	240	$	248
Yum! Brands
5.350%, 11/01/2043		335		350
				35,599
Consumer Staples — 1.9%
Altria Group
9.950%, 11/10/2038 (C)		150		241
9.250%, 08/06/2019		1,250		1,649
5.375%, 01/31/2044 (C)		760		794
4.750%, 05/05/2021		720		786
4.000%, 01/31/2024		300		301
Anheuser-Busch InBev Finance
3.700%, 02/01/2024		390		394
2.150%, 02/01/2019		785		784
Anheuser-Busch InBev Worldwide
7.750%, 01/15/2019 (C)		2,915		3,611
5.375%, 01/15/2020		1,360		1,561
5.000%, 04/15/2020		560		632
2.500%, 07/15/2022		330		312
Anheuser-Busch LLC
5.050%, 10/15/2016		940		1,036
Coca-Cola
2.450%, 11/01/2020		1,060		1,044
Coca-Cola Femsa
2.375%, 11/26/2018		680		679
ConAgra Foods
1.900%, 01/25/2018		480		476
CVS Caremark
5.750%, 05/15/2041		970		1,124
5.300%, 12/05/2043		175		193
2.250%, 12/05/2018		565		566
Diageo Capital PLC
4.828%, 07/15/2020		1,580		1,756
1.125%, 04/29/2018		1,605		1,561
Hawk Acquisition Sub
4.250%, 10/15/2020 (B)		440		433
Heineken
1.400%, 10/01/2017 (B)		320		319
Japan Tobacco
2.100%, 07/23/2018 (B)		380		380
Kraft Foods Group
5.375%, 02/10/2020		455		519
3.500%, 06/06/2022		1,895		1,906
Kroger
6.900%, 04/15/2038		260		322
Lorillard Tobacco
8.125%, 06/23/2019		20		25
3.750%, 05/20/2023		620		584
Molson Coors Brewing
3.500%, 05/01/2022		100		100

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 55

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mondelez International
6.500%, 02/09/2040	$	454	$	571
5.375%, 02/10/2020 (C)		925		1,046
4.000%, 02/01/2024 (C)		950		964
PepsiCo
4.000%, 03/05/2042		110		102
2.750%, 03/05/2022		735		713
2.250%, 01/07/2019		855		859
0.700%, 08/13/2015		1,090		1,092
Pernod Ricard (B)
5.750%, 04/07/2021		724		822
5.500%, 01/15/2042		150		163
4.450%, 01/15/2022		1,050		1,098
2.950%, 01/15/2017		360		373
Philip Morris International
4.500%, 03/20/2042		530		519
2.900%, 11/15/2021		1,030		1,016
2.500%, 08/22/2022 (C)		460		432
Reynolds American
6.750%, 06/15/2017		1,260		1,453
3.250%, 11/01/2022		340		320
Tyson Foods
4.500%, 06/15/2022		525		548
Wm Wrigley Jr (B)
3.375%, 10/21/2020		740		747
2.900%, 10/21/2019		1,054		1,064
2.400%, 10/21/2018		415		416
2.000%, 10/20/2017		205		206
				38,612
Energy — 3.4%
Access Midstream Partners
6.125%, 07/15/2022		680		732
4.875%, 03/15/2024		170		170
Anadarko Finance, Ser B
7.500%, 05/01/2031		900		1,146
Arch Coal
7.000%, 06/15/2019 (C)		920		711
Atwood Oceanics
6.500%, 02/01/2020		220		236
Baker Hughes
7.500%, 11/15/2018		1,230		1,512
BG Energy Capital PLC
4.000%, 10/15/2021 (B)		910		944
BP Capital Markets PLC
3.875%, 03/10/2015		210		217
3.561%, 11/01/2021		50		51
3.245%, 05/06/2022		160		159
Canadian Oil Sands
6.000%, 04/01/2042 (B)		283		312
CGG
7.750%, 05/15/2017		110		112
Chesapeake Energy
6.875%, 11/15/2020 (C)		450		511
6.500%, 08/15/2017		275		309

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Concho Resources
5.500%, 10/01/2022	$	560	$	584
5.500%, 04/01/2023		80		83
Conoco Funding
7.250%, 10/15/2031		50		68
ConocoPhillips
5.900%, 10/15/2032		10		12
5.900%, 05/15/2038		600		738
Consol Energy
8.250%, 04/01/2020		660		717
Continental Resources
5.000%, 09/15/2022		90		94
4.500%, 04/15/2023		80		83
DCP Midstream Operating
5.600%, 04/01/2044		505		527
2.700%, 04/01/2019		500		499
Devon Energy
5.600%, 07/15/2041 (C)		765		847
3.250%, 05/15/2022		530		522
1.200%, 12/15/2016		740		740
Devon Financing LLC
7.875%, 09/30/2031		260		354
Diamond Offshore Drilling
4.875%, 11/01/2043 (C)		410		400
Ecopetrol
7.375%, 09/18/2043		485		553
El Paso LLC
6.950%, 06/01/2028		6,750		6,397
El Paso Pipeline Partners Operating LLC
4.100%, 11/15/2015		550		575
Encana
6.500%, 02/01/2038		360		432
Energy Transfer Equity
7.500%, 10/15/2020		220		252
Energy Transfer Partners
8.250%, 11/15/2029		1,315		1,634
EnLink Midstream Partners
4.400%, 04/01/2024		265		270
2.700%, 04/01/2019		295		296
Enterprise Products Operating
5.100%, 02/15/2045		410		424
Halliburton
2.000%, 08/01/2018		695		695
Hess
7.875%, 10/01/2029		1,070		1,405
7.300%, 08/15/2031		10		13
Kerr-McGee
7.875%, 09/15/2031		500		649
6.950%, 07/01/2024		510		618
Key Energy Services
6.750%, 03/01/2021 (C)		1,290		1,356
Kinder Morgan Energy Partners
5.500%, 03/01/2044		275		281

56 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.000%, 03/01/2043	$	220	$	209
4.150%, 02/01/2024 (C)		395		393
Magellan Midstream Partners
5.150%, 10/15/2043		280		294
MarkWest Energy Partners
6.250%, 06/15/2022		128		138
5.500%, 02/15/2023		320		329
Murphy Oil
3.700%, 12/01/2022		655		636
Noble Energy
5.250%, 11/15/2043		180		188
4.150%, 12/15/2021		690		727
Occidental Petroleum
3.125%, 02/15/2022		650		646
2.700%, 02/15/2023		500		472
ONEOK Partners
3.200%, 09/15/2018		380		392
2.000%, 10/01/2017 (C)		425		427
Panhandle Eastern Pipeline
8.125%, 06/01/2019		2,500		3,024
Peabody Energy
6.500%, 09/15/2020		630		650
Pemex Project Funding Master Trust
6.625%, 06/15/2035		1,667		1,850
Penn Virginia Resource Partners
8.375%, 06/01/2020		504		566
Petrobras Global Finance BV
6.250%, 03/17/2024 (C)		825		850
3.000%, 01/15/2019		630		595
2.000%, 05/20/2016		550		545
1.855%, 05/20/2016 (A)		825		816
Petrobras International Finance
6.125%, 10/06/2016		655		705
5.750%, 01/20/2020		574		599
5.375%, 01/27/2021 (C)		2,080		2,104
3.875%, 01/27/2016		600		616
Petro-Canada
6.800%, 05/15/2038		1,665		2,108
Petroleos Mexicanos
6.375%, 01/23/2045 (B)		1,335		1,440
5.500%, 06/27/2044 (C)		360		348
2.257%, 07/18/2018 (A)		270		281
QEP Resources
6.875%, 03/01/2021		520		572
5.250%, 05/01/2023		290		289
Range Resources
5.000%, 08/15/2022		420		428
5.000%, 03/15/2023		330		334
Regency Energy Partners
4.500%, 11/01/2023 (C)		690		642
Rowan
5.400%, 12/01/2042		281		268
Samson Investment
9.750%, 02/15/2020 (B)		510		556

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SESI LLC
7.125%, 12/15/2021	$	180	$	201
Shell International Finance
4.375%, 03/25/2020		1,160		1,273
3.400%, 08/12/2023		595		596
Sinopec Group Overseas Development
2.750%, 05/17/2017 (B)		490		503
Southern Natural Gas LLC
8.000%, 03/01/2032		170		225
Spectra Energy Partners
2.950%, 09/25/2018		285		291
Statoil
2.900%, 11/08/2020		1,515		1,528
Sunoco Logistics Partners Operations
5.300%, 04/01/2044		260		260
4.250%, 04/01/2024		260		259
Talisman Energy
3.750%, 02/01/2021		265		264
TC PipeLines
4.650%, 06/15/2021		160		165
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		1,638		2,185
TransCanada PipeLines
4.625%, 03/01/2034		1,455		1,490
Transocean
6.375%, 12/15/2021 (C)		886		996
Weatherford International
5.950%, 04/15/2042		185		199
Western Gas Partners
5.375%, 06/01/2021		160		175
Williams
7.875%, 09/01/2021		475		564
7.750%, 06/15/2031		861		966
Williams Partners
4.300%, 03/04/2024 (C)		445		447
WPX Energy
6.000%, 01/15/2022		361		370
				67,234
Financials — 12.2%
Abbey National Treasury Services
4.000%, 03/13/2024		520		524
Allstate
3.150%, 06/15/2023		555		545
Ally Financial
7.500%, 09/15/2020		1,410		1,676
American Express
6.800%, 09/01/2066 (A)		1,970		2,159
American Express Credit MTN
1.750%, 06/12/2015		1,166		1,182
American Honda Finance MTN (B)
3.875%, 09/21/2020		1,065		1,121
1.000%, 08/11/2015		1,010		1,016

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 57

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American International Group
8.175%, 05/15/2058 (A)	$	145	$	191
6.400%, 12/15/2020 (C)		345		411
6.250%, 03/15/2037		1,670		1,754
5.850%, 01/16/2018		860		983
American Tower‡
5.050%, 09/01/2020		364		392
4.500%, 01/15/2018		486		524
3.500%, 01/31/2023		457		432
ANZ National International
1.850%, 10/15/2015 (B)		470		478
Assurant
2.500%, 03/15/2018		555		551
Australia & New Zealand Banking Group
4.500%, 03/19/2024 (B)		575		573
AvalonBay Communities‡
3.625%, 10/01/2020		180		185
Bank of America
8.950%, 05/18/2017 (A)		1,790		1,985
8.680%, 05/02/2017 (A)		3,160		3,480
6.050%, 05/16/2016		350		382
6.000%, 09/01/2017		630		715
5.750%, 12/01/2017		350		396
5.700%, 05/02/2017		1,300		1,446
5.650%, 05/01/2018		270		305
5.625%, 10/14/2016		3,135		3,464
5.420%, 03/15/2017		4,400		4,848
5.000%, 05/13/2021		90		99
5.000%, 01/21/2044		1,735		1,771
4.875%, 04/01/2044		690		693
4.500%, 04/01/2015		180		187
4.125%, 01/22/2024 (C)		1,415		1,431
4.000%, 04/01/2024		1,265		1,264
3.875%, 03/22/2017		280		299
3.625%, 03/17/2016		2,275		2,386
2.650%, 04/01/2019		265		266
2.600%, 01/15/2019 (C)		2,215		2,224
1.500%, 10/09/2015		1,836		1,852
Bank of New York Mellon MTN
2.200%, 03/04/2019		1,005		1,002
Bank of Tokyo-Mitsubishi UFJ (B)
3.850%, 01/22/2015		350		359
3.750%, 03/10/2024		555		558
Barclays Bank PLC MTN
6.050%, 12/04/2017 (B)		420		471
Bear Stearns
6.400%, 10/02/2017		70		81
4.650%, 07/02/2018		995		1,089
Berkshire Hathaway
3.200%, 02/11/2015		950		973
Berkshire Hathaway Finance
2.900%, 10/15/2020		850		862
BNP Paribas MTN
2.375%, 09/14/2017		320		328

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Boeing Capital
4.700%, 10/27/2019	$	490	$	547
Boston Properties‡
3.800%, 02/01/2024		260		258
3.125%, 09/01/2023		280		263
Chase Capital VI
0.863%, 08/01/2028 (A)		1,750		1,461
CIT Group
5.000%, 08/01/2023		580		593
Citigroup
6.875%, 03/05/2038		454		584
6.675%, 09/13/2043		230		269
5.950%, 12/29/2049 (A)		360		352
5.900%, 12/29/2049 (A)		220		215
5.500%, 09/13/2025		620		660
5.350%, 05/29/2049 (A)		390		362
5.000%, 09/15/2014		125		127
4.050%, 07/30/2022		310		311
3.500%, 05/15/2023 (C)		570		538
2.650%, 03/02/2015		370		377
2.500%, 09/26/2018 (C)		3,330		3,348
1.750%, 05/01/2018		1,835		1,803
1.700%, 07/25/2016		630		637
1.350%, 03/10/2017		875		871
0.505%, 06/09/2016 (A)		3,650		3,606
Citigroup Capital III
7.625%, 12/01/2036		1,500		1,778
Commonwealth Bank of Australia MTN (B)
5.000%, 10/15/2019		10		11
3.750%, 10/15/2014		1,060		1,080
Cooperatieve Centrale Raiffeisen- Boerenleenbank
11.000%, 12/31/2049 (A) (B)		1,050		1,394
5.750%, 12/01/2043		250		272
4.625%, 12/01/2023		1,100		1,132
Countrywide Financial
6.250%, 05/15/2016		1,080		1,185
Credit Agricole
8.375%, 12/31/2049 (A) (B)		1,550		1,759
Credit Suisse MTN
5.400%, 01/14/2020		1,350		1,503
Credit Suisse NY
0.556%, 08/24/2015 (A)		1,500		1,500
DDR‡
4.625%, 07/15/2022		665		697
3.375%, 05/15/2023		635		601
Farmer Mac Guaranteed Notes Trust
5.125%, 04/19/2017 (B)		3,540		3,967
Farmers Exchange Capital II
6.151%, 11/01/2053 (A) (B)		2,150		2,342
Federal Realty Investment Trust‡
3.950%, 01/15/2024		305		310
3.000%, 08/01/2022		525		508

58 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
First Industrial MTN
7.500%, 12/01/2017	$	970	$	1,117
Five Corners Funding Trust
4.419%, 11/15/2023 (B)		1,070		1,096
Ford Motor Credit LLC
8.125%, 01/15/2020 (C)		1,310		1,652
5.875%, 08/02/2021		230		265
5.750%, 02/01/2021		220		251
4.375%, 08/06/2023 (C)		895		923
1.700%, 05/09/2016		2,000		2,022
General Electric Capital MTN
6.875%, 01/10/2039 (C)		360		474
6.375%, 11/15/2019 (A)		5,180		5,698
5.875%, 01/14/2038 (C)		610		719
5.550%, 05/04/2020		2,975		3,428
4.375%, 09/16/2020		2,460		2,672
1.625%, 07/02/2015		410		416
0.716%, 08/15/2036 (A)		1,550		1,286
0.616%, 05/05/2026 (A)		1,950		1,783
Goldman Sachs Capital II
4.000%, 06/01/2043 (A)		200		154
Goldman Sachs Group
7.500%, 02/15/2019		950		1,149
6.750%, 10/01/2037 (C)		233		267
6.250%, 02/01/2041		1,775		2,108
6.150%, 04/01/2018		1,780		2,035
6.000%, 05/01/2014		180		181
5.950%, 01/18/2018		260		294
5.750%, 01/24/2022		110		125
5.375%, 03/15/2020		2,860		3,191
5.350%, 01/15/2016		660		710
5.250%, 07/27/2021		240		266
4.000%, 03/03/2024 (C)		1,515		1,503
2.625%, 01/31/2019		910		908
2.375%, 01/22/2018 (C)		1,370		1,379
HBOS Capital Funding
6.071%, 06/30/2049 (A) (B)		500		501
HBOS PLC MTN
6.750%, 05/21/2018 (B)		2,100		2,379
HCP‡
6.300%, 09/15/2016		1,075		1,209
6.000%, 01/30/2017		1,800		2,025
3.750%, 02/01/2019		1,000		1,054
Health Care‡
6.500%, 03/15/2041		710		865
5.250%, 01/15/2022		900		991
4.950%, 01/15/2021		2,820		3,064
Highwoods Properties‡
7.500%, 04/15/2018		1,142		1,344
HSBC Bank PLC
4.750%, 01/19/2021 (B)		1,760		1,927
HSBC Bank USA
2.375%, 02/13/2015		690		702

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HSBC Holdings PLC
6.800%, 06/01/2038	$	180	$	221
5.250%, 03/14/2044		380		384
4.250%, 03/14/2024		2,160		2,163
4.000%, 03/30/2022		330		343
Hyundai Capital America
2.125%, 10/02/2017 (B)		270		272
ILFC E-Capital Trust II
6.250%, 12/21/2065 (A) (B)		400		388
ING Bank
5.800%, 09/25/2023 (B)		1,385		1,477
ING US
2.900%, 02/15/2018		150		154
Inter-American Development Bank MTN
4.375%, 01/24/2044		185		191
3.875%, 10/28/2041		502		481
International Lease Finance (B)
7.125%, 09/01/2018		1,080		1,255
6.500%, 09/01/2014		2,530		2,584
Intesa Sanpaolo MTN
3.625%, 08/12/2015 (B)		500		513
3.125%, 01/15/2016		390		399
2.375%, 01/13/2017		717		720
John Deere Capital
1.700%, 01/15/2020		160		153
JPMorgan Chase
6.000%, 01/15/2018		135		155
4.850%, 02/01/2044		350		357
4.500%, 01/24/2022 (C)		180		194
4.400%, 07/22/2020		210		226
4.350%, 08/15/2021		215		230
4.250%, 10/15/2020		330		353
3.450%, 03/01/2016		2,785		2,917
3.375%, 05/01/2023 (C)		650		615
1.100%, 10/15/2015		1,670		1,677
JPMorgan Chase Bank
6.000%, 07/05/2017		2,250		2,551
6.000%, 10/01/2017		1,000		1,139
0.563%, 06/13/2016 (A)		1,300		1,293
JPMorgan Chase Capital XIII
1.197%, 09/30/2034 (A) (C)		1,750		1,457
JPMorgan Chase Capital XXIII
1.236%, 05/15/2047 (A)		1,900		1,444
Landwirtschaftliche Rentenbank
1.375%, 10/23/2019		530		510
Lazard Group LLC
6.850%, 06/15/2017		1,102		1,253
4.250%, 11/14/2020		545		565
Liberty Mutual Group (B)
6.500%, 05/01/2042		316		374
4.250%, 06/15/2023		660		670
M&T Bank
6.875%, 12/29/2049		1,740		1,701

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 59

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Markel
4.900%, 07/01/2022	$	330	$	352
3.625%, 03/30/2023		235		229
Massachusetts Mutual Life Insurance
8.875%, 06/01/2039 (B)		605		920
MetLife
6.750%, 06/01/2016		375		421
6.400%, 12/15/2036		220		232
4.750%, 02/08/2021		540		601
MetLife Capital Trust IV
7.875%, 12/15/2037 (B)		800		944
Metropolitan Life Global Funding I
5.125%, 06/10/2014 (B)		1,600		1,615
Mid-America Apartments‡
4.300%, 10/15/2023		425		429
Morgan Stanley MTN
7.300%, 05/13/2019		545		661
6.625%, 04/01/2018		1,640		1,912
6.000%, 04/28/2015		630		665
5.500%, 07/28/2021		391		442
5.375%, 10/15/2015		595		634
4.750%, 03/22/2017		140		153
2.500%, 01/24/2019 (C)		390		389
0.687%, 10/18/2016 (A)		5,965		5,950
Murray Street Investment Trust I
4.647%, 03/09/2017 (D)		1,006		1,086
National Australia Bank Ltd.
1.600%, 08/07/2015		450		456
Nationwide Mutual Insurance
5.810%, 12/15/2024 (A) (B)		2,975		3,005
New York Life Insurance
6.750%, 11/15/2039 (B)		415		540
2.100%, 01/02/2019		575		571
Norddeutsche Landesbank Girozentrale
2.000%, 02/05/2019 (B) (C)		2,200		2,181
Nordea Bank (B)
3.700%, 11/13/2014		110		112
2.375%, 04/04/2019		1,455		1,449
Northwestern Mutual Life Insurance
6.063%, 03/30/2040 (B)		690		830
Pricoa Global Funding I
5.450%, 06/11/2014 (B)		3,400		3,432
Prudential Holdings LLC
8.695%, 12/18/2023 (B)		1,244		1,567
Royal Bank of Scotland Group PLC
7.648%, 08/31/2049 (A)		110		118
7.640%, 09/29/2017 (A)		200		203
6.400%, 10/21/2019		280		323
6.100%, 06/10/2023		550		571
6.000%, 12/19/2023		1,660		1,700
5.000%, 10/01/2014		490		497

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.700%, 07/03/2018	$	120	$	123
2.550%, 09/18/2015		200		204
Santander US Debt Unipersonal (B)
3.781%, 10/07/2015		100		104
3.724%, 01/20/2015		800		815
Simon Property Group‡
5.750%, 12/01/2015		910		975
SL Green Realty‡
7.750%, 03/15/2020		1,000		1,189
SLM MTN
5.625%, 08/01/2033		145		128
5.000%, 04/15/2015		120		125
3.875%, 09/10/2015		1,070		1,102
Standard Chartered
5.700%, 03/26/2044 (B)		1,805		1,788
State Street
4.956%, 03/15/2018		1,380		1,503
Sumitomo Mitsui Banking (B)
3.150%, 07/22/2015		570		587
3.100%, 01/14/2016		200		208
Sumitomo Mitsui Financial Group
4.436%, 04/02/2024 (B)		720		721
SunTrust Preferred Capital I
4.000%, 02/13/2012 (A)		259		199
Swedbank
2.375%, 02/27/2019 (B)		1,160		1,155
Tanger Properties‡
3.875%, 12/01/2023		285		284
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (B)		1,300		1,706
Temasek Financial I MTN
2.375%, 01/23/2023 (B)		690		635
Toyota Motor Credit MTN
3.400%, 09/15/2021		1,075		1,106
1.250%, 10/05/2017		1,150		1,139
Ventas Realty L.P.‡
4.000%, 04/30/2019		1,750		1,855
Vesey Street Investment Trust I
4.404%, 09/01/2016 (D)		350		375
Wachovia Bank
6.000%, 11/15/2017		250		288
Wachovia Capital Trust III
5.570%, 05/31/2016 (A)		2,630		2,528
WEA Finance LLC (B)
7.125%, 04/15/2018		3,000		3,566
6.750%, 09/02/2019		1,230		1,479
Wells Fargo
5.375%, 11/02/2043		410		432
4.600%, 04/01/2021		160		176
4.480%, 01/16/2024		2,658		2,746
3.676%, 06/15/2016 (D)		680		721
3.450%, 02/13/2023 (C)		430		417

60 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.000%, 01/22/2021	$	1,010	$	1,011
1.500%, 01/16/2018		420		416
Wells Fargo Capital X
5.950%, 12/15/2036		620		620
Woodbourne Capital Trust III
1.360%, 04/08/2049 (A) (B)		500		265
Woodbourne Capital Trust IV
1.360%, 04/08/2049 (A) (B)		275		146
WR Berkley
4.625%, 03/15/2022		286		300
XLIT
5.250%, 12/15/2043		290		307
				241,280
Health Care — 1.7%
AbbVie
2.900%, 11/06/2022		2,315		2,229
1.750%, 11/06/2017		1,220		1,224
Aetna
2.200%, 03/15/2019		310		307
Amgen
5.650%, 06/15/2042		475		527
5.375%, 05/15/2043		505		540
5.150%, 11/15/2041		1,125		1,159
Boston Scientific
4.125%, 10/01/2023		320		324
Celgene
5.250%, 08/15/2043		390		417
2.300%, 08/15/2018		365		365
Express Scripts Holding
3.500%, 11/15/2016		1,420		1,504
2.100%, 02/12/2015		765		775
Fresenius Medical Care US Finance
5.750%, 02/15/2021 (B)		160		170
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (B)		190		202
Gilead Sciences
3.700%, 04/01/2024		1,270		1,270
GlaxoSmithKline Capital
5.650%, 05/15/2018		810		929
HCA
7.500%, 11/15/2095		3,800		3,325
Humana
7.200%, 06/15/2018		1,150		1,367
3.150%, 12/01/2022 (C)		200		190
Mallinckrodt International Finance
3.500%, 04/15/2018 (B)		30		29
McKesson
3.796%, 03/15/2024		455		455
2.284%, 03/15/2019		940		932
Medtronic
4.450%, 03/15/2020		730		801

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.625%, 03/15/2024	$	940	$	944
Merck
2.800%, 05/18/2023		450		427
Mylan
5.400%, 11/29/2043		165		171
2.550%, 03/28/2019		660		653
Novartis Capital
4.400%, 05/06/2044		505		510
Perrigo (B)
4.000%, 11/15/2023 (C)		585		585
2.300%, 11/08/2018		490		485
Pfizer
3.000%, 06/15/2023		360		349
Quest Diagnostics
4.250%, 04/01/2024		590		586
Roche Holdings
6.000%, 03/01/2019 (B)		502		590
St. Jude Medical
3.250%, 04/15/2023 (C)		640		621
Stryker
1.300%, 04/01/2018		540		529
Tenet Healthcare
6.000%, 10/01/2020 (B)		600		642
Teva Pharmaceutical Finance
3.650%, 11/10/2021		335		336
Thermo Fisher Scientific
5.300%, 02/01/2044		50		54
3.600%, 08/15/2021		350		356
3.200%, 03/01/2016		435		454
2.400%, 02/01/2019		265		264
1.300%, 02/01/2017		635		631
UnitedHealth Group
6.000%, 06/15/2017		51		58
5.800%, 03/15/2036		280		326
5.700%, 10/15/2040		510		596
3.875%, 10/15/2020		530		561
WellPoint
5.875%, 06/15/2017		1,155		1,302
5.100%, 01/15/2044		200		208
3.125%, 05/15/2022		670		641
1.250%, 09/10/2015		240		242
Wyeth LLC
5.950%, 04/01/2037		960		1,162
Zoetis
3.250%, 02/01/2023		150		145
				33,469
Industrials — 1.3%
ABB Finance USA
4.375%, 05/08/2042		80		80
Aguila 3
7.875%, 01/31/2018 (B)		280		297
American Airlines Pass-Through Trust, Ser 2013-2, Cl A
4.950%, 01/15/2023 (B)		2,426		2,602

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 61

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
BAE Systems
4.750%, 10/11/2021 (B)	$	1,350	$	1,449
Burlington Northern Santa Fe
4.900%, 04/01/2044		290		299
Catholic Health Initiatives
4.350%, 11/01/2042		80		73
2.950%, 11/01/2022		800		755
Continental Airlines Pass-Through Trust, Ser 1999-2, Cl C-2
7.256%, 03/15/2020		2,124		2,363
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022 (C)		1,462		1,659
Continental Airlines Pass-Through Trust, Ser 2009-1
9.000%, 07/08/2016		2,325		2,662
Crane
4.450%, 12/15/2023		260		268
Delta Air Lines Pass-Through Trust, Ser 2007-1, Cl A
6.821%, 08/10/2022		1,236		1,453
Eaton
4.150%, 11/02/2042		440		407
2.750%, 11/02/2022		790		749
1.500%, 11/02/2017		430		428
General Electric
4.500%, 03/11/2044 (C)		720		731
General Electric Capital
0.850%, 10/09/2015		460		462
JetBlue Airways Pass-Through Trust, Ser 2004-2, Cl G1
0.611%, 08/15/2016 (A)		1,505		1,486
Lockheed Martin
3.350%, 09/15/2021		1,035		1,055
Northrop Grumman
4.750%, 06/01/2043		545		548
3.250%, 08/01/2023		3,215		3,079
Raytheon
3.125%, 10/15/2020		430		434
United Air Lines Pass-Through Trust, Ser 2009-2A
9.750%, 01/15/2017		144		166
United Technologies
4.500%, 06/01/2042		540		550
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		997		1,044
Waste Management
7.375%, 05/15/2029		330		420
				25,519
Information Technology — 0.5%
Activision Blizzard
5.625%, 09/15/2021 (B)		300		321

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Cisco Systems
3.625%, 03/04/2024	$	1,135	$	1,144
2.125%, 03/01/2019		1,145		1,140
Google
3.375%, 02/25/2024		585		586
International Business Machines
3.625%, 02/12/2024		1,035		1,043
1.625%, 05/15/2020		835		790
Juniper Networks
4.500%, 03/15/2024		150		152
MasterCard
3.375%, 04/01/2024		730		729
Microsoft
4.875%, 12/15/2043		305		329
National Semiconductor
6.600%, 06/15/2017		170		197
Oracle
3.625%, 07/15/2023		405		410
1.200%, 10/15/2017		1,050		1,042
Texas Instruments
2.750%, 03/12/2021		470		467
TSMC Global
1.625%, 04/03/2018 (B)		875		848
				9,198
Materials — 1.3%
ArcelorMittal
5.000%, 02/25/2017		280		297
Ball
5.000%, 03/15/2022 (C)		870		892
4.000%, 11/15/2023		170		159
Barrick Gold
4.100%, 05/01/2023 (C)		1,730		1,641
3.850%, 04/01/2022		270		258
Barrick North America Finance LLC
4.400%, 05/30/2021		1,320		1,330
BHP Billiton Finance USA Ltd.
5.000%, 09/30/2043		940		995
3.850%, 09/30/2023		695		712
3.250%, 11/21/2021		1,400		1,415
Celulosa Arauco y Constitucion
4.750%, 01/11/2022		520		522
Cliffs Natural Resources (C)
4.800%, 10/01/2020		290		285
3.950%, 01/15/2018		930		935
CodelCo
4.750%, 10/15/2014 (B)		470		478
Dow Chemical
3.000%, 11/15/2022		1,265		1,203
Eagle Spinco
4.625%, 02/15/2021 (B)		160		158
Ecolab
4.350%, 12/08/2021		220		237

62 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Freeport-McMoRan Copper
3.550%, 03/01/2022	$	620	$	592
3.100%, 03/15/2020		560		545
2.375%, 03/15/2018		170		169
Hexion US Finance
6.625%, 04/15/2020		360		373
LYB International Finance BV
5.250%, 07/15/2043		175		184
4.875%, 03/15/2044		330		330
LyondellBasell Industries
5.750%, 04/15/2024		200		230
Mosaic
5.625%, 11/15/2043		210		226
5.450%, 11/15/2033		165		178
Nucor
4.000%, 08/01/2023		260		259
Plains Exploration & Production
6.875%, 02/15/2023		40		44
6.500%, 11/15/2020		160		176
Potash Corp of Saskatchewan
4.875%, 03/30/2020 (C)		280		309
Rio Tinto Finance USA
6.500%, 07/15/2018		810		952
3.750%, 09/20/2021		165		170
Rio Tinto Finance USA PLC
9.000%, 05/01/2019		740		963
2.250%, 12/14/2018		210		210
Rock-Tenn
4.000%, 03/01/2023		160		161
3.500%, 03/01/2020		320		324
Southern Copper
5.250%, 11/08/2042		1,550		1,327
Steel Dynamics
6.375%, 08/15/2022		510		555
Vale
5.625%, 09/11/2042		101		95
Vale Overseas
6.875%, 11/21/2036		1,510		1,609
4.375%, 01/11/2022		1,789		1,776
Xstrata Finance Canada (B)
2.700%, 10/25/2017		810		820
2.050%, 10/23/2015		1,293		1,308
				25,402
Telecommunication Services — 1.5%
America Movil
5.625%, 11/15/2017		440		499
5.000%, 03/30/2020 (C)		750		822
3.125%, 07/16/2022 (C)		930		887
AT&T
6.500%, 09/01/2037		765		890
6.450%, 06/15/2034		625		736
4.300%, 12/15/2042		191		169
3.900%, 03/11/2024 (C)		1,265		1,261
2.500%, 08/15/2015		1,470		1,507

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Deutsche Telekom International Finance
2.250%, 03/06/2017 (B)	$	905	$	926
Intelsat Jackson Holdings
7.500%, 04/01/2021		380		417
5.500%, 08/01/2023 (B)		70		69
Rogers Communications
6.750%, 03/15/2015		1,015		1,074
SoftBank
4.500%, 04/15/2020 (B)		580		577
Sprint
7.875%, 09/15/2023 (B)		520		572
Sprint Capital
8.750%, 03/15/2032		910		1,001
Telecom Italia Capital
7.175%, 06/18/2019		40		46
Telefonica Chile
3.875%, 10/12/2022 (B) (C)		445		422
Telefonica Emisiones SAU
6.221%, 07/03/2017		100		113
5.877%, 07/15/2019		90		101
5.462%, 02/16/2021		40		44
5.134%, 04/27/2020		300		324
4.570%, 04/27/2023		525		536
Verizon Communications
7.750%, 12/01/2030		835		1,104
6.550%, 09/15/2043		1,880		2,288
6.400%, 09/15/2033		3,991		4,738
5.150%, 09/15/2023		4,225		4,624
5.050%, 03/15/2034		650		667
4.500%, 09/15/2020		535		581
4.150%, 03/15/2024		390		396
3.850%, 11/01/2042		130		109
3.450%, 03/15/2021		810		821
2.550%, 06/17/2019		440		443
Vodafone Group PLC
2.950%, 02/19/2023		1,015		952
				29,716
Utilities — 1.9%
AES
7.375%, 07/01/2021		40		46
4.875%, 05/15/2023		920		879
Ameren
8.875%, 05/15/2014		615		621
American Electric Power
1.650%, 12/15/2017		685		681
Calpine (B)
7.500%, 02/15/2021		687		750
5.875%, 01/15/2024		30		30
CenterPoint Energy Houston Electric
4.500%, 04/01/2044		265		272
Consolidated Edison of New York
4.450%, 03/15/2044		1,225		1,214

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 63

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dominion Gas Holdings
4.800%, 11/01/2043 (B)	$	240	$	246
Dominion Resources
8.875%, 01/15/2019		590		747
1.950%, 08/15/2016		265		270
Duke Energy
3.950%, 10/15/2023		255		261
Duke Energy Florida
3.850%, 11/15/2042		165		150
Duke Energy Ohio
3.800%, 09/01/2023		275		285
Electricite de France (B)
6.000%, 01/22/2114		440		462
4.875%, 01/22/2044		295		294
Exelon
5.625%, 06/15/2035		1,060		1,138
FirstEnergy
2.750%, 03/15/2018		280		279
FirstEnergy, Ser C
7.375%, 11/15/2031		2,965		3,406
Florida Gas Transmission LLC
3.875%, 07/15/2022 (B)		1,000		1,007
Jersey Central Power & Light
4.700%, 04/01/2024 (B)		750		777
KCP&L Greater Missouri Operations
8.270%, 11/15/2021		2,700		3,375
Louisville Gas & Electric
4.650%, 11/15/2043		165		171
Metropolitan Edison
3.500%, 03/15/2023 (B)		2,425		2,330
MidAmerican Energy
4.800%, 09/15/2043		35		37
2.400%, 03/15/2019		480		483
MidAmerican Energy Holdings
6.500%, 09/15/2037		1,160		1,434
5.150%, 11/15/2043 (B)		190		202
NiSource Finance
6.800%, 01/15/2019		2,261		2,677
Oncor Electric Delivery LLC
6.800%, 09/01/2018		1,075		1,268
4.550%, 12/01/2041		690		687
Pacific Gas & Electric
8.250%, 10/15/2018		280		349
5.800%, 03/01/2037 (C)		710		818
4.750%, 02/15/2044		185		187
4.450%, 04/15/2042		700		687
3.250%, 06/15/2023		260		251
PacifiCorp
3.600%, 04/01/2024		730		738
Potomac Electric Power
3.600%, 03/15/2024		520		525
PPL Capital Funding
5.000%, 03/15/2044		345		350

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.950%, 03/15/2024	$	290	$	290
PSEG Power LLC
2.750%, 09/15/2016		320		333
Public Service of New Hampshire
3.500%, 11/01/2023		310		311
Public Service of New Mexico
7.950%, 05/15/2018		1,265		1,508
Puget Energy
6.000%, 09/01/2021		760		876
PVNGS II Funding
8.000%, 12/30/2015		593		618
Southern California Edison
3.500%, 10/01/2023		880		888
Southwestern Electric Power
3.550%, 02/15/2022		230		231
Texas-New Mexico Power
6.950%, 04/01/2043 (B)		880		1,094
Virginia Electric and Power
4.650%, 08/15/2043		405		418
4.450%, 02/15/2044		250		252
				37,203
Total Corporate Obligations (Cost $512,837) ($ Thousands)				543,232
ASSET-BACKED SECURITIES — 10.2%
Automotive — 1.4%
Ally Auto Receivables Trust, Ser 2010-2, Cl A4
2.090%, 05/15/2015		6		6
Ally Auto Receivables Trust, Ser 2010-5, Cl A4
1.750%, 03/15/2016		798		802
Ally Auto Receivables Trust, Ser 2011-1, Cl A4
2.230%, 03/15/2016		965		970
Ally Auto Receivables Trust, Ser 2012-1, Cl A3
0.930%, 02/16/2016		131		131
Ally Auto Receivables Trust, Ser 2012-2, Cl A3
0.740%, 04/15/2016		573		574
Ally Auto Receivables Trust, Ser 2012-5, Cl A2
0.450%, 07/15/2015		627		627
Ally Auto Receivables Trust, Ser 2013-1, Cl A4
0.840%, 02/15/2018		1,016		1,013
AmeriCredit Automobile Receivables Trust, Ser 2012-4, Cl A3
0.670%, 06/08/2017		590		591

64 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
AmeriCredit Automobile Receivables Trust, Ser 2013-2, Cl A2
0.530%, 11/08/2016	$	183	$	183
AmeriCredit Automobile Receivables Trust, Ser 2013-3, Cl A2
0.680%, 10/11/2016		1,352		1,353
Avis Budget Rental Car Funding AESOP LLC, Ser 2012-2A, Cl A
2.802%, 05/20/2018 (B)		695		719
Avis Budget Rental Car Funding AESOP LLC, Ser 2012-3A, Cl A
2.100%, 03/20/2019 (B)		600		604
Avis Budget Rental Car Funding AESOP LLC, Ser 2013-1A, Cl A
1.920%, 09/20/2019 (B)		380		376
Avis Budget Rental Car Funding AESOP LLC, Ser 2013-2A, Cl A
2.970%, 02/20/2020 (B)		350		359
Capital Auto Receivables Asset Trust, Ser 2013-1, Cl A3
0.790%, 06/20/2017		1,500		1,501
Capital Auto Receivables Asset Trust, Ser 2013-2, Cl A2
0.920%, 09/20/2016		806		808
Capital Auto Receivables Asset Trust, Ser 2013-2, Cl A4
1.560%, 07/20/2018		429		432
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A2
1.040%, 11/21/2016		498		500
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A4
1.680%, 04/20/2018		517		521
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A3
1.090%, 03/20/2018		666		665
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A4
1.470%, 07/20/2018		906		905
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A3
1.320%, 06/20/2018		605		607
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A4
1.690%, 10/22/2018		525		526
Ford Credit Auto Owner Trust, Ser 2012-C, Cl A3
0.580%, 12/15/2016		418		419
Ford Credit Auto Owner Trust, Ser 2013-B, Cl A2
0.380%, 02/15/2016		245		245

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ford Credit Auto Owner Trust, Ser 2013-D, Cl A2
0.450%, 08/15/2016	$	1,330	$	1,331
Harley-Davidson Motorcycle Trust, Ser 2011-2, Cl A3
1.110%, 09/15/2016		160		160
Hertz Vehicle Financing, Ser 2013-1A, Cl A2
1.830%, 08/25/2019 (B)		510		503
Honda Auto Receivables Owner Trust, Ser 2012-4, Cl A3
0.520%, 08/18/2016		834		835
Honda Auto Receivables Owner Trust, Ser 2013-2, Cl A3
0.530%, 02/16/2017		593		594
Honda Auto Receivables Owner Trust, Ser 2013-4, Cl A2
0.450%, 04/18/2016		1,060		1,060
Honda Auto Receivables Owner Trust, Ser 2014-1, Cl A2
0.410%, 09/21/2016		585		585
MMCA Automobile Trust, Ser 2011-A, Cl A4
2.020%, 10/17/2016 (B)		177		179
Nissan Auto Receivables Owner Trust, Ser 2010-A, Cl A4
1.310%, 09/15/2016		350		350
Nissan Auto Receivables Owner Trust, Ser 2012-B, Cl A2
0.390%, 04/15/2015		25		25
Nissan Auto Receivables Owner Trust, Ser 2014-A, Cl A2
0.420%, 11/15/2016		308		308
Santander Drive Auto Receivables Trust, Ser 2012-5, Cl A3
0.830%, 12/15/2016		290		291
Santander Drive Auto Receivables Trust, Ser 2012-6, Cl A3
0.620%, 07/15/2016		312		312
Santander Drive Auto Receivables Trust, Ser 2013-2, Cl A3
0.700%, 09/15/2017		1,695		1,698
Santander Drive Auto Receivables Trust, Ser 2013-3, Cl A2
0.550%, 09/15/2016		981		982
Santander Drive Auto Receivables Trust, Ser 2014-1, Cl A3
0.870%, 01/16/2018		542		542
Toyota Auto Receivables Owner Trust, Ser 2013-B, Cl A2
0.480%, 02/15/2016		485		485
Toyota Auto Receivables Owner Trust, Ser 2014-A, Cl A2
0.410%, 08/15/2016		780		780

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 65

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Volkswagen Auto Loan Enhanced Trust, Ser 2012-2, Cl A2
0.330%, 07/20/2015	$	146	$	146
Volkswagen Auto Loan Enhanced Trust, Ser 2013-2, Cl A2
0.420%, 07/20/2016		990		990
				27,593
Credit Cards — 0.8%
American Express Issuance Trust II, Ser 2013-1, Cl A
0.435%, 02/15/2019 (A)		1,112		1,110
American Express Issuance Trust II, Ser 2013-2, Cl A
0.585%, 08/15/2019 (A)		1,041		1,045
Chase Issuance Trust, Ser 2012-A3, Cl A3
0.790%, 06/15/2017		1,530		1,536
Chase Issuance Trust, Ser 2012-A8, Cl A8
0.540%, 10/16/2017		352		352
Chase Issuance Trust, Ser 2012-A9, Cl A9
0.305%, 10/16/2017 (A)		971		971
Chase Issuance Trust, Ser 2013-A2, Cl A2
0.255%, 02/15/2017 (A)		356		356
Chase Issuance Trust, Ser 2013-A7, Cl A
0.585%, 09/15/2020 (A)		494		495
Chase Issuance Trust, Ser 2014-A3, Cl A3
0.353%, 05/15/2018 (A)		1,156		1,156
Citibank Credit Card Issuance Trust, Ser 2013-A5, Cl A6
1.320%, 09/07/2018		1,735		1,749
Citibank Credit Card Issuance Trust, Ser 2013-A7, Cl A7
0.584%, 09/10/2020 (A)		3,601		3,613
Discover Card Execution Note Trust, Ser 2013-A5, Cl A5
1.040%, 04/15/2019		200		200
Discover Card Execution Note Trust, Ser 2014-A1, Cl A1
0.585%, 07/15/2021 (A)		1,030		1,032
World Financial Network Credit Card Master Trust, Ser 2013-B, Cl A
0.910%, 03/16/2020		1,140		1,136
World Financial Network Credit Card Master Trust, Ser 2014-A, Cl A
0.535%, 12/15/2019 (A)		1,511		1,511
				16,262

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mortgage Related Securities — 1.6%
AFC Home Equity Loan Trust, Ser 1998-1, Cl 1A2
0.824%, 04/25/2028 (A)	$	17	$	15
AFC Home Equity Loan Trust, Ser 2000-1, Cl 2A
0.794%, 03/25/2030 (A)		2,338		1,481
Bear Stearns Asset-Backed Securities Trust, Ser 2005-SD1, Cl 1A3
0.554%, 08/25/2043 (A)		1,532		1,511
Centex Home Equity, Ser 2006-A, Cl AV4
0.404%, 06/25/2036 (A)		4,917		4,331
Citigroup Mortgage Loan Trust, Ser 2006-HE2, Cl A2D
0.394%, 08/25/2036 (A)		4,200		3,226
Conseco Finance, Ser 2001-D, Cl A5
6.690%, 11/15/2032 (A)		101		101
EMC Mortgage Loan Trust, Ser 2002-AA, Cl A1
1.094%, 05/25/2039 (A) (B)		778		734
Home Loan Trust, Ser 2000-HI1, Cl AI7
8.290%, 02/25/2025		260		259
HSBC Home Equity Loan Trust, Ser 2006-4, Cl A4
0.387%, 03/20/2036 (A)		4,182		4,065
Master Asset-Backed Securities Trust, Ser 2005-WF1, Cl A2D
0.524%, 06/25/2035 (A)		993		983
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.434%, 05/25/2037 (A)		5,500		3,535
New Century Home Equity Loan Trust, Ser 2005-2, Cl M1
0.584%, 06/25/2035 (A)		3,800		3,747
New Century Home Equity Loan Trust, Ser 2005-3, Cl M2
0.644%, 07/25/2035 (A)		3,500		3,321
RASC Trust, Ser 2005-AHL2, Cl A2
0.414%, 10/25/2035 (A)		960		958
Soundview Home Equity Loan Trust, Ser 2006-EQ2, Cl A3
0.314%, 01/25/2037 (A)		5,943		3,758
				32,025
Other Asset-Backed Securities — 6.3%
Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.254%, 12/27/2044 (A) (B)		2,100		2,134

66 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ACS Pass-Through Trust, Ser 2007-1A, Cl G1
0.467%, 06/14/2037 (A) (B)	$	1,545	$	1,470
Ally Master Owner Trust, Ser 2011-3, Cl A2
1.810%, 05/15/2016		515		516
Ally Master Owner Trust, Ser 2011-4, Cl A1
0.955%, 09/15/2016 (A)		528		529
Ally Master Owner Trust, Ser 2012-1, Cl A2
1.440%, 02/15/2017		800		806
Ally Master Owner Trust, Ser 2012-5, Cl A
1.540%, 09/15/2019		1,642		1,635
Ally Master Owner Trust, Ser 2014-1, Cl A1
0.625%, 01/15/2019 (A)		925		926
Ally Master Owner Trust, Ser 2014-2, Cl A
0.526%, 01/16/2018 (A)		661		661
Ally Master Owner Trust, Ser 2014-3, Cl A
1.330%, 03/15/2019		635		633
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.435%, 02/25/2035 (A)		2,200		2,284
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.239%, 10/27/2036 (A)		1,750		1,750
Carrington Mortgage Loan Trust, Ser 2005-NC4, Cl A3
0.554%, 09/25/2035 (A)		1,299		1,280
Centerpoint Energy Transition Bond III, Ser 2008-A, Cl A1
4.192%, 02/01/2020		665		698
CIT Education Loan Trust, Ser 2007-1, Cl A
0.323%, 03/25/2042 (A) (B)		1,727		1,613
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
6.046%, 03/25/2037		1,970		1,803
CNH Equipment Trust, Ser 2013-C, Cl A2
0.630%, 01/17/2017		605		606
CNH Equipment Trust, Ser 2014-A, Cl A2
0.490%, 06/15/2017		405		405
Conseco Finance Home Improvement Loan Trust, Ser 2000-E, Cl M1
8.130%, 08/15/2031 (A)		139		140
Conseco Financial, Ser 1993-4, Cl A5
7.050%, 01/15/2019		173		178

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Conseco Financial, Ser 1996-5, Cl A6
7.750%, 07/15/2027	$	46	$	46
Countrywide Asset-Backed Certificates, Ser 2003-BC2, Cl 2A1
0.754%, 06/25/2033 (A)		38		33
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.614%, 10/25/2035 (A)		441		441
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
0.954%, 10/25/2047 (A)		4,033		3,438
Countrywide Home Equity Loan Trust, Ser 2006-HW, Cl 2A1B
0.305%, 11/15/2036 (A)		153		130
Credit-Based Asset Servicing and Securities, Ser 2006-CB3, Cl AV4
0.414%, 03/25/2036 (A)		5,000		3,307
Cronos Containers Program, Ser 2012-1A, Cl A
4.210%, 05/18/2027 (B)		857		860
Cronos Containers Program, Ser 2012-2A, Cl A
3.810%, 09/18/2027 (B)		638		643
CWABS Revolving Home Equity Loan Trust, Ser 2004-K, Cl 2A
0.455%, 02/15/2034 (A)		560		490
Detroit Edison Securitization Funding LLC, Ser 2001-1, Cl A6
6.620%, 03/01/2016		928		966
Educational Funding of the South, Ser 2011-1, Cl A2
0.889%, 04/25/2035 (A)		2,100		2,101
First Franklin Mortgage Loan Trust, Ser 2005-FF8, Cl M1
0.644%, 09/25/2035 (A)		3,700		3,336
Ford Credit Floorplan Master Owner Trust, Ser 2012-4, Cl A1
0.740%, 09/15/2016		1,245		1,247
Ford Credit Floorplan Master Owner Trust, Ser 2013-5, Cl A1
1.500%, 09/15/2018		270		273
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl A1
1.200%, 02/15/2019		1,135		1,135
Green Tree, Ser 2008-MH1, Cl A2
8.970%, 04/25/2038 (A) (B)		1,539		1,652
Green Tree, Ser 2008-MH1, Cl A3
8.970%, 04/25/2038 (A) (B)		1,225		1,315
Greenpoint Manufactured Housing, Ser 1999-2, Cl A2
2.913%, 03/18/2029 (A)		550		479

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 67

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Greenpoint Manufactured Housing, Ser 1999-3, Cl 1A7
7.270%, 06/15/2029	$	1,138	$	1,145
Greenpoint Manufactured Housing, Ser 1999-3, Cl 2A2
3.542%, 06/19/2029 (A)		325		272
Greenpoint Manufactured Housing, Ser 1999-4, Cl A2
3.655%, 02/20/2030 (A)		375		311
Greenpoint Manufactured Housing, Ser 2001-2, Cl IA2
3.656%, 02/20/2032 (A)		375		341
Greenpoint Manufactured Housing, Ser 2001-2, Cl IIA2
3.667%, 03/13/2032 (A)		550		492
GSAMP Trust, Ser 2003-SEA, Cl A1
0.554%, 02/25/2033 (A)		1,750		1,623
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.404%, 05/25/2046 (A)		3,300		2,123
GSAMP Trust, Ser 2006-SEA1, Cl A
0.454%, 05/25/2036 (A) (B)		227		222
HLSS Servicer Advance Receivables Trust, Ser 2013-T7, Cl AT7
1.981%, 11/15/2046 (B)		890		891
HSI Asset Securitization Trust, Ser 2005-I1, Cl 2A3
0.444%, 11/25/2035 (A)		1,983		1,653
HSI Asset Securitization Trust, Ser 2006-OPT3, Cl 3A3
0.334%, 02/25/2036 (A)		659		609
JGWPT XXX LLC, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (B)		1,051		1,066
Lehman ABS Manufactured Housing Contract Trust, Ser 2001-B, Cl A4
5.270%, 09/15/2018		1,071		1,119
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		2,713		2,893
National Collegiate Student Loan Trust, Ser 2005-1, Cl A4
0.394%, 11/27/2028 (A)		936		894
National Collegiate Student Loan Trust, Ser 2005-3, Cl A4
0.434%, 04/25/2029 (A)		490		467
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.419%, 10/27/2036 (A)		858		844

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Nelnet Student Loan Trust, Ser 2006-1, Cl A4
0.326%, 11/23/2022 (A)	$	811	$	808
Nelnet Student Loan Trust, Ser 2006-2, Cl A4
0.319%, 10/26/2026 (A)		1,539		1,535
Nelnet Student Loan Trust, Ser 2007-1, Cl A1
0.245%, 11/27/2018 (A)		254		254
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
0.583%, 03/25/2026 (A) (B)		2,634		2,607
Nelnet Student Loan Trust, Ser 2010-4A, Cl A
0.954%, 04/25/2046 (A) (B)		395		399
North Carolina State Education Assistance Authority, Ser 2011-2, Cl A2
1.039%, 07/25/2025 (A)		1,000		1,004
Octagon Investment Partners XI Ltd., Ser 2007-1A, Cl A1B
0.495%, 08/25/2021 (A) (B)		1,700		1,659
OHA Credit Partners VII, Ser 2012-7A, Cl A
1.655%, 11/20/2023 (A) (B)		1,750		1,743
Origen Manufactured Housing, Ser 2006-A, Cl A2
2.635%, 10/15/2037 (A)		2,622		2,245
Park Place Securities, Ser 2004- WCW1, Cl M2
0.834%, 09/25/2034 (A)		2,470		2,439
Residential Asset Mortgage Products Trust, Ser 2003-RS11, Cl MII1
1.249%, 12/25/2033 (A)		188		161
Residential Asset Mortgage Products Trust, Ser 2003-RS2, Cl AII
0.834%, 03/25/2033 (A)		34		30
RSB Bondco LLC, Ser 2007-A, Cl A3
5.820%, 06/28/2019		775		863
Scholar Funding Trust, Ser 2011-A, Cl A
1.135%, 10/28/2043 (A) (B)		1,286		1,290
SLC Student Loan Trust, Ser 2007-2, Cl A2
0.636%, 05/15/2028 (A)		324		324
SLM Private Education Loan Trust, Ser 2012-A, Cl A1
1.555%, 08/15/2025 (A) (B)		986		999
SLM Private Education Loan Trust, Ser 2012-C, Cl A1
1.255%, 08/15/2023 (A) (B)		568		571

68 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Private Education Loan Trust, Ser 2012-E, Cl A1
0.905%, 10/16/2023 (A) (B)	$	999	$	1,001
SLM Private Education Loan Trust, Ser 2012-E, Cl A2B
1.905%, 06/15/2045 (A) (B)		1,227		1,256
SLM Private Education Loan Trust, Ser 2013-1, Cl B
1.954%, 11/25/2043 (A)		245		241
SLM Private Education Loan Trust, Ser 2013-A, Cl A1
0.755%, 08/15/2022 (A) (B)		891		892
SLM Private Education Loan Trust, Ser 2013-B, Cl A1
0.805%, 07/15/2022 (A) (B)		362		363
SLM Private Education Loan Trust, Ser 2013-B, Cl A2A
1.850%, 06/17/2030 (B)		1,393		1,357
SLM Private Education Loan Trust, Ser 2013-C, Cl A1
1.005%, 02/15/2022 (A) (B)		814		818
SLM Student Loan EDC Repackaging Trust, Ser 2013-M1, Cl M1
3.500%, 10/28/2029 (B)		1,871		1,842
SLM Student Loan Trust, Ser 2000-A, Cl A2
0.425%, 10/28/2028 (A)		439		436
SLM Student Loan Trust, Ser 2003-11, Cl A6
0.983%, 12/15/2025 (A) (B)		850		850
SLM Student Loan Trust, Ser 2004-8, Cl B
0.699%, 01/25/2040 (A)		169		152
SLM Student Loan Trust, Ser 2004-8A, Cl A5
0.739%, 04/25/2024 (A) (B)		1,394		1,401
SLM Student Loan Trust, Ser 2005-5, Cl A3
0.339%, 04/25/2025 (A)		121		121
SLM Student Loan Trust, Ser 2005-6, Cl A5B
1.439%, 07/27/2026 (A)		497		505
SLM Student Loan Trust, Ser 2005-9, Cl A4
0.339%, 01/25/2023 (A)		85		85
SLM Student Loan Trust, Ser 2005-9, Cl A5
0.359%, 01/27/2025 (A)		1,056		1,052
SLM Student Loan Trust, Ser 2006-2, Cl A6
0.409%, 01/25/2041 (A)		1,900		1,733

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Student Loan Trust, Ser 2006-5, Cl A5
0.349%, 01/25/2027 (A)	$	2,578	$	2,546
SLM Student Loan Trust, Ser 2006-7, Cl A4
0.309%, 04/25/2022 (A)		234		234
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.399%, 01/25/2041 (A)		1,900		1,699
SLM Student Loan Trust, Ser 2007-2, Cl B
0.409%, 07/25/2025 (A)		391		337
SLM Student Loan Trust, Ser 2007-6, Cl B
1.089%, 04/27/2043 (A)		516		461
SLM Student Loan Trust, Ser 2008-2, Cl B
1.439%, 01/25/2029 (A)		525		476
SLM Student Loan Trust, Ser 2008-3, Cl B
1.439%, 04/25/2029 (A)		525		486
SLM Student Loan Trust, Ser 2008-4, Cl B
2.089%, 04/25/2029 (A)		525		518
SLM Student Loan Trust, Ser 2008-5, Cl B
2.089%, 07/25/2029 (A)		525		531
SLM Student Loan Trust, Ser 2008-6, Cl B
2.089%, 07/25/2029 (A)		525		518
SLM Student Loan Trust, Ser 2008-7, Cl B
2.089%, 07/25/2029 (A)		525		513
SLM Student Loan Trust, Ser 2008-8, Cl B
2.489%, 10/25/2029 (A)		525		540
SLM Student Loan Trust, Ser 2008-9, Cl B
2.489%, 10/25/2029 (A)		525		548
SLM Student Loan Trust, Ser 2010-1, Cl A
0.554%, 03/25/2025 (A)		818		820
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.104%, 09/25/2028 (A)		1,910		1,964
SLM Student Loan Trust, Ser 2012-6, Cl B
1.154%, 04/27/2043 (A)		564		515
SLM Student Loan Trust, Ser 2013-1, Cl A2
0.404%, 09/25/2019 (A)		556		556
SLM Student Loan Trust, Ser 2013-2, Cl B
1.654%, 06/25/2043 (A)		281		270

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 69

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Student Loan Trust, Ser 2013-3, Cl A2
0.454%, 05/26/2020 (A)	$	551	$	550
SLM Student Loan Trust, Ser 2013-3, Cl B
1.654%, 09/25/2043 (A)		291		275
SLM Student Loan Trust, Ser 2013-4, Cl A
0.704%, 06/25/2027 (A)		1,426		1,431
SLM Student Loan Trust, Ser 2013-5, Cl A2
0.554%, 10/26/2020 (A)		716		718
SLM Student Loan Trust, Ser 2013-6, Cl A2
0.654%, 02/25/2021 (A)		236		237
SLM Student Loan Trust, Ser 2013-C, Cl A2A
2.940%, 10/15/2031 (B)		240		244
SLM Student Loan Trust, Ser 2014-1, Cl A2
0.534%, 07/26/2021 (A)		389		389
SLM Student Loan Trust, Ser 2014-A, Cl A1
0.755%, 07/15/2022 (A) (B)		1,251		1,251
SLM Student Loan Trust, Ser 2014-A, Cl A2A
2.590%, 01/15/2026 (B)		421		421
SMS Student Loan Trust, Ser 2000-B, Cl A2
0.435%, 04/28/2029 (A)		345		344
Structured Asset Securities Mortgage Loan Trust, Ser 2008-BC4, Cl A3
0.404%, 11/25/2037 (A)		1,439		1,397
SunTrust Student Loan Trust, Ser 2006-1A, Cl A3
0.355%, 01/30/2023 (A) (B)		1,526		1,513
TAL Advantage, Ser 2006-1A, Cl N
0.347%, 04/20/2021 (A) (B)		604		597
Textainer Marine Containers, Ser 2005-1A, Cl A
0.410%, 05/15/2020 (A) (B)		528		527
Trade Maps, Ltd., Ser 2013-1A, Cl A
0.854%, 12/10/2018 (A) (B)		1,400		1,404
Trinity Rail Leasing L.P., Ser 2006-1A, Cl A1
5.900%, 05/14/2036 (B)		1,067		1,168
Trip Rail Master Funding LLC, Ser 2011-1A, Cl A1A
4.370%, 07/15/2041 (B)		1,499		1,569
Triton Container Finance LLC, Ser 2007-1A, Cl N
0.290%, 02/26/2019 (A) (B)		355		354

Description	Face Amount (1) (Thousands)		Market Value ($ Thousands)
Wells Fargo Home Equity Asset- Backed SecuritiesTrust, Ser 2006-2, Cl A4
0.404%, 07/25/2036 (A)		4,000	$	3,673
				123,554
Total Asset-Backed Securities (Cost $195,952) ($ Thousands)				199,434
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.9%
FHLB
0.750%, 05/26/2015 (D)		3,410		3,311
0.070%, 05/21/2014 (E)		8,875		8,875
0.062%, 06/27/2014 (E)		4,375		4,375
0.060%, 05/30/2014 (E)		9,255		9,255
FHLMC
6.750%, 03/15/2031		1,170		1,629
0.058%, 05/27/2014 (E)		17,925		17,924
FICO STRIPS
9.800%, 04/06/2018		850		1,116
9.700%, 04/05/2019		1,050		1,434
8.600%, 09/26/2019		2,490		3,259
0.092%, 11/02/2018 (E)		1,800		1,644
0.091%, 08/03/2018 (E)		1,820		1,677
0.090%, 04/06/2018 (E)		1,550		1,442
0.080%, 09/26/2019 (E)		100		88
0.070%, 06/06/2019 (E)		250		225
0.060%, 03/07/2019 (E)		770		695
0.050%, 02/08/2018 (E)		510		479
0.040%, 08/03/2018 (E)		780		719
0.030%, 08/03/2018 (E)		820		755
0.020%, 08/03/2018 (E)		1,470		1,354
0.010%, 05/11/2018 (E)		3,295		3,058
FNMA
7.648%, 10/09/2019 (E)		1,520		1,308
6.250%, 05/15/2029		2,110		2,774
Resolution Funding STRIPS (E)
2.260%, 10/15/2019		600		531
2.184%, 07/15/2020		2,630		2,253
Tennessee Valley Authority
5.250%, 09/15/2039		880		996
4.625%, 09/15/2060		1,370		1,340
3.875%, 02/15/2021		1,510		1,628
1.750%, 10/15/2018		3,140		3,133
Total U.S. Government Agency Obligations (Cost $74,319) ($ Thousands)				77,277
SOVEREIGN DEBT — 3.3%
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2017	BRL	4,031		1,691
10.000%, 01/01/2021	BRL	7,250		2,848

70 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount (1) (Thousands)		Market Value (Thousands)
Colombia Government International Bond
5.625%, 02/26/2044		1,110	$	1,159
Federal Republic of Brazil
4.250%, 01/07/2025		505		488
FMS Wertmanagement AoeR
1.000%, 11/21/2017		640		633
Hashemite Kingdom of Jordan Government AID Bond
2.503%, 10/30/2020		691		690
Hungary Government International Bond
5.750%, 11/22/2023		1,490		1,538
Indonesia Government International Bond MTN
5.875%, 03/13/2020 (C)		240		262
5.875%, 01/15/2024 (B)		840		902
4.875%, 05/05/2021		200		205
Italy Buoni Poliennali Del Tesoro
3.750%, 05/01/2021	EUR	10,480		15,470
Japan Bank for International Cooperation
3.375%, 07/31/2023 (C)		675		682
1.750%, 07/31/2018		1,185		1,182
Japan Finance Organization for Municipalities
4.000%, 01/13/2021		1,800		1,943
Kommunalbanken
1.125%, 05/23/2018 (B)		3,420		3,347
Mexican Bonos
8.000%, 06/11/2020	MXN	32,070		2,769
6.500%, 06/09/2022	MXN	111,589		8,813
Mexico Government International Bond MTN
5.750%, 10/12/2110		1,512		1,486
5.550%, 01/21/2045		2,630		2,794
4.750%, 03/08/2044		1,180		1,121
3.500%, 01/21/2021		260		264
Poland Government Bond
4.000%, 10/25/2023	PLN	1,771		576
3.750%, 04/25/2018	PLN	3,024		1,010
2.500%, 07/25/2018	PLN	4,482		1,422
Poland Government International Bond
4.000%, 01/22/2024		2,651		2,665
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030		1,285		1,462
Slovakia Government International Bond
4.375%, 05/21/2022 (B) (C)		975		1,033
Slovenia Government International Bond (B)
5.500%, 10/26/2022		403		430

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.250%, 02/18/2024		545	$	566
4.750%, 05/10/2018		590		630
4.125%, 02/18/2019		455		470
South Africa Government International Bond
5.875%, 09/16/2025 (C)		1,380		1,484
Turkey Government International Bond
7.000%, 03/11/2019		430		479
6.250%, 09/26/2022		457		491
5.750%, 03/22/2024 (C)		1,120		1,159
5.625%, 03/30/2021		161		168
United Mexican States MTN
6.050%, 01/11/2040		248		282
Total Sovereign Debt (Cost $64,633) ($ Thousands)				64,614
MUNICIPAL BONDS — 1.0%
Brazos Higher Education Authority, Ser 2006-2, RB
0.261%, 12/26/2024 (A)		560		540
City of New York, GO Callable 12/01/20 @ 100
6.646%, 12/01/2031		900		1,036
County of Clark, Department of Aviation, Build America Project, Ser C, RB
6.820%, 07/01/2045		500		658
Houston, Ser A, GO
6.290%, 03/01/2032		1,820		2,190
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		480		650
New Jersey State, Turnpike Authority, Build America Project, Ser C, RB
7.102%, 01/01/2041		605		822
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		645		604
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049		554		730
Ohio State University, Ser A, RB
4.800%, 06/01/2111		187		181
South Carolina, Student Loan, Ser A2, RB
0.356%, 12/01/2020 (A)		1,850		1,825
State of California, Build America Project, GO
7.600%, 11/01/2040		415		584
6.650%, 03/01/2022		610		733

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 71

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
State of California, GO
6.200%, 03/01/2019	$	1,775	$	2,086
State of Illinois, GO
5.877%, 03/01/2019		2,260		2,531
5.365%, 03/01/2017		315		344
5.100%, 06/01/2033		1,725		1,702
4.350%, 06/01/2018		1,000		1,056
State of Texas, Build America Project, GO
5.517%, 04/01/2039		850		1,011
Total Municipal Bonds
(Cost $17,525) ($ Thousands)				19,283
LOAN PARTICIPATIONS — 0.9%
Advanced Disposal Service
3.750%, 10/05/2019		308		308
AMR
3.750%, 06/21/2019		647		649
Aramark, 1st Lien *
3.250%, 02/24/2021		285		283
Charter Communications, Term Loan 1st Lien
3.000%, 01/19/2021		697		690
Crown Castle, Term Loan 1st Lien
3.250%, 01/31/2019		1		1
CSC Holdings, Term Loan B
2.653%, 04/17/2020		697		687
Del Monte Foods, Term Loan
3.500%, 03/08/2018		1,080		1,076
First Data, Term Loan
4.155%, 03/24/2018		1,515		1,517
First Data, Term Loan 1st Lien
4.156%, 09/24/2018		1,000		1,001
FMG Resources Property 1st Lien, Cov-Lite
4.250%, 06/30/2019		615		620
Gardner Denver, 1st Lien Term Loan
4.250%, 07/30/2020		519		518
H.J. Heinz
3.250%, 03/27/2019		149		150
H.J. Heinz, Term Loan B2
3.500%, 03/27/2020		498		499
Harrah’s Entertainment, Extended Term Loan B6
5.489%, 01/28/2018		290		273
Hilton Hotels Cov-Lite, 1st Lien Term Loan B
3.750%, 09/23/2020		248		248
Intelsat Jackson Holdings, Term Loan B1
3.750%, 04/02/2018		671		673
Michaels Stores
3.750%, 01/28/2020		93		93

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Michaels Stores, Term Loan B
3.750%, 01/28/2020	$	93	$	94
Michaels Stores, Term Loan, Tranche 1
3.750%, 01/24/2020		290		290
NRG Energy, Term Loan
2.750%, 07/01/2018		647		640
Par Pharmaceutical
4.250%, 09/18/2019		378		378
0.000%, 09/18/2019 (G)		279		279
Party City Holdings, Term Loan, 1st Lien
4.250%, 07/23/2019		441		441
4.000%, 07/23/2019		17		17
Phillips-Van Heusen, Term Loan B, Tranche 1
3.250%, 02/13/2020		102		102
0.000%, 02/13/2020 (G)		109		109
Schaeffler AG, Term Loan C, 1st Lien
4.250%, 01/27/2017		400		401
Silver II Acquisition, Term Loan
4.000%, 12/13/2019		617		616
SunGard Data Systems, Term Loan E
4.000%, 03/07/2020		811		813
Supervalu Cov-Lite, 1st Lien Term Loan B
4.500%, 03/21/2019		640		641
Telesat Canada, Term Loan B
3.500%, 03/26/2019		493		491
Univision Communications
4.000%, 09/29/2014		1,730		1,726
Virgin Media, Term Loan B
3.500%, 02/15/2020		740		738
Wendy’s / Arby’s Group
3.250%, 05/15/2019		708		705
Windstream, Term Loan B4
3.500%, 01/10/2020		199		198
Total Loan Participations (Cost $17,947) ($ Thousands)				17,965
COLLATERALIZED DEBT OBLIGATION — 0.1%
Other Asset-Backed Securities — 0.1%
Latitude CLO II, Ser 2006-2A, Cl A2
0.563%, 12/15/2018 (A) (B)		1,000		984
Sound Point CLO Ltd., Ser 2012-1A, Cl C
3.537%, 10/20/2023 (A) (B)		750		754
Total Collateralized Debt Obligation (Cost $1,674) ($ Thousands)				1,738

72 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
PREFERRED STOCK — 0.0%
Citigroup Capital XIII,     7.88% (A)		24,750	$	687
Total Preferred Stock (Cost $647) ($ Thousands)				687
U.S. TREASURY OBLIGATIONS — 20.7%
U.S. Treasury Bills (E)
0.059%, 04/03/2014	$	7,990		7,990
0.055%, 04/24/2014		541		541
0.050%, 04/17/2014		3,515		3,515
U.S. Treasury Bonds
4.500%, 08/15/2039		742		873
3.750%, 11/15/2043		21,224		21,973
3.625%, 08/15/2043		5,607		5,675
3.625%, 02/15/2044 (C)		5,683		5,749
3.125%, 11/15/2041		7,625		7,067
3.125%, 02/15/2042		17,615		16,305
3.125%, 02/15/2043		1,524		1,402
2.875%, 05/15/2043		16,115		14,065
2.750%, 08/15/2042		8,387		7,160
2.750%, 11/15/2042		8,684		7,399
U.S. Treasury Inflation Protected Securities
2.125%, 02/15/2040		920		1,101
2.000%, 07/15/2014		16,300		16,566
1.375%, 02/15/2044		5,686		5,802
1.250%, 04/15/2014		1,127		1,129
0.750%, 02/15/2042		1,304		1,137
0.500%, 04/15/2015		3,486		3,557
0.375%, 07/15/2023		11,187		11,065
0.125%, 04/15/2016		9,887		10,155
0.125%, 04/15/2017		8,893		9,144
0.125%, 04/15/2018		2,120		2,169
U.S. Treasury Notes
3.125%, 04/30/2017		7,135		7,604
2.750%, 11/15/2023		336		338
2.750%, 02/15/2024 (C)		50,667		50,778
2.250%, 03/31/2021		2,468		2,459
2.125%, 01/31/2021		3,865		3,827
2.000%, 02/28/2021		4,805		4,714
2.000%, 02/15/2023		16,740		15,920
1.625%, 03/31/2019		14,791		14,716
1.500%, 01/31/2019		23,199		22,996
1.500%, 02/28/2019 (C)		26,171		25,910
1.375%, 11/30/2015		1,966		2,001
0.750%, 03/15/2017 (C)		28,826		28,718
0.625%, 08/15/2016		5,430		5,432
0.625%, 10/15/2016		4,188		4,181
0.625%, 09/30/2017		7,964		7,816
0.375%, 01/31/2016		2,945		2,946

Description	Face Amount ($ Thousands)/ Shares/Notional Amount ($  Thousands)/Contracts			Market Value ($ Thousands)
0.375%, 03/31/2016	$	18,529		$	18,509
0.250%, 04/30/2014		2,185			2,185
0.250%, 10/31/2015		685			685
0.250%, 12/31/2015 (C)		14,493			14,474
0.250%, 02/29/2016		1,925			1,920
U.S. Treasury STRIPS
5.422%, 11/15/2027 (E)		5,135			3,313
4.135%, 11/15/2043 (C)		13,300			4,385
3.951%, 05/15/2043 (E)		2,010			676
Total U.S. Treasury Obligations (Cost $410,953) ($ Thousands)					408,042
AFFILIATED PARTNERSHIP — 4.9%
SEI Liquidity Fund, L.P. 0.070% **† (F)		96,351,732			96,352
Total Affiliated Partnership (Cost $96,352) ($ Thousands)					96,352
CASH EQUIVALENT — 3.4%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010% **†		67,463,114			67,463
Total Cash Equivalent (Cost $67,463) ($ Thousands)					67,463
Total Investments — 112.4% (Cost $2,184,830) ($ Thousands)				$	2,215,368
PURCHASED SWAPTIONS — 0.1%*††
April 2018, 3-Month LIBOR Put, Expires: 03/15/2018, Strike Rate: 4.500%		4,800,000		$	313
April 2018, 3-Month LIBOR Put, Expires: 04/09/2018, Strike Rate: 4.500%		5,810,000			384
January 2019, 5-year/30-year Put, Expries: 01/14/2019, Strike Rate: 5.000%		3,685,000			178
March 2018, 3-Month LIBOR Put, Expires: 03/15/2018, Strike Rate: 4.500%		4,800,000			314
Total Purchased Swaptions (Cost $1,303) ($ Thousands)					1,189
WRITTEN OPTIONS — 0.0%*††
June 2014, U.S. 10-Year Treasury Note Call, Expires: 05/26/2014, Strike Price: $126.50		(57	)		(6	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 73

SCHEDULE OF INVESTMENTS (Unaudited)

Core Fixed Income Fund (Concluded)

March 31, 2014

Description	Contracts/ Notional Amount ($ Thousands)			Market Value ($ Thousands)
June 2014, U.S. 10-Year Treasury Note Put, Expires: 05/26/2014, Strike Price: $121.50		(57	)	$	(16	)
November 2020, U.S. CPI Consumers NSA Call, Expires: 11/21/2020, Strike Inflation: 0.00%		(3,990,000	)		(1	)
Total Written Options (Premiums Received $(77)) ($ Thousands)					(23	)
WRITTEN SWAPTION — 0.0%*††
January 2019, 5 year/30 year Put, Expires: 01/14/2019, Strike Rate: 5.000%	$	(13,905,000	)		(280	)
Total Written Swaption (Premiums Received $(360)) ($ Thousands)					(280	)

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation Depreciation ($ Thousands)
90-Day Euro$		493			Dec-2016	$	(157	)
90-Day Euro$		(247	)		Jun-2018		77
90-Day Euro$		165			Mar-2015		12
90-Day Euro$		(165	)		Mar-2016		92
Euro		(18	)		Jun-2004		29
U.S. 10-Year Treasury Note		(313	)		Jun-2014		156
U.S. 2-Year Treasury Note		(390	)		Jun-2014		116
U.S. 5-Year Treasury Note		(76	)		Apr-2014		48
U.S. 5-Year Treasury Note		407			Jul-2014		(169	)
U.S. Long Treasury Bond		(159	)		Jun-2014		(194	)
U.S. Ultra Long Treasury Bond		125			Jun-2014		346
						$	356

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Settlement Date	Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)
5/14/14		EUR	19,998		USD	27,322	$	(235	)
5/14/14		JPY	1,006,730		USD	9,851		72
							$	(163	)

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Barclays PLC		(3,335	)		3,364	$	29
Citigroup		(27,781	)		27,670		(111	)
JPMorgan Chase Bank		(6,219	)		6,139		(81	)
						$	(163	)

For the period ended March 31, 2014, the total amount of all forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A list of open OTC swap agreements held by the Fund at March 31, 2014, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date		Notional Amount (Thousands)			Net Unrealized Appreciation ($ Thousands)
Deutsche Bank	Berkshire Hathaway	SELL		1.00		03/20/24		(1,490	)	$	19
Deutsche Bank	Metlife, Inc.	SELL		1.00		06/20/18		(1,590	)		72
										$	91

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($ Thousands)
Barclays Bank PLC	2.42%	3-Month USD - LIBOR	11/15/27		1,620	$	70
Barclays Bank PLC	2.48%	3-Month USD - LIBOR	11/15/27		1,620		84
Barclays Bank PLC	3.49%	3-Month USD - LIBOR	03/15/46		3,370		235
Barclays Bank PLC	3-Month USD - LIBOR	3.15%	03/15/26		7,520		(308	)
Citigroup	2.71%	3-Month USD - LIBOR	08/15/42		3,245		494
Goldman Sachs	3.13%	3-Month USD - LIBOR	04/09/46		3,550		489
Goldman Sachs	2.80%	3-Month USD - LIBOR	04/09/26		7,870		(565	)
						$	499

74 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

A list of open centrally cleared swap agreements held by the Fund at March 31, 2014, is as follows:

Interest Rate Swaps
Broker	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($ Thousands)
Barcalys Bank PLC	3.676%	3-Month LIBOR	11/15/43		2,275	$	(59	)
BNP Paribas	3.295%	3-Month LIBOR	03/29/19		52,730		(44	)
BNP Paribas	1.890%	3-Month LIBOR	03/31/17		50,360		14
						$	(89	)

Percentages are based on a Net Assets of $1,970,617 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (See Note 6).

†† For the period ended March 31, 2014, the total amount of open purchased swaptions, written options and written swaption are representative of the volume of activity for this derivative type during the period.

‡ Real Estate Investment Trust.

(1) In U.S. Dollars unless otherwise indicated.

(A) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2014. The date reported on the Schedule of Investments is the next reset date.

(B) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total value of securities on loan at March 31, 2014 was $93,978 ($ Thousands).

(D) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2014. The coupon on a step bond changes on a specified date

(E) The rate reported on the Schedule of Investments is the effective yield at time of purchase.

(F) This security was purchased with cash collateral held from securities on loan (see Note 10). The total value of such securities as of March 31, 2014 was $96,352 ($ Thousands)

(G) Unsettled bank loan. Interest rate not available.

ABS — Asset-Backed Security

AID — Agency for International Development

ARM — Adjustable Rate Mortgage

BRL — Brazilian Real

Cl — Class

CLO — Collateralized Loan Obligation

CMBS — Collateralized Mortgage Backed Security

CMO — Collateralized Mortgage Obligation

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only — face amount represents notional amount

JPY — Japanese Yen

LIBOR — London Inter Bank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NCUA — National Credit Union Administration

OTC — Over the Counter

PLN — Polish Zloty

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

USD — United States Dollar

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

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	719,281	$	—	$	719,281
Corporate Obligations		—		543,232		—		543,232
Asset-Backed Securities		—		199,434		—		199,434
U.S. Government Agency Obligations		—		77,277		—		77,277
Sovereign Debt		—		64,614		—		64,614
Municipal Bonds		—		19,283		—		19,283
Loan Participations		—		17,965		—		17,965
Collateralized Debt Obligation		—		1,738		—		1,738
Preferred Stock		687		—		—		687
U.S. Treasury Obligations		—		408,042		—		408,042
Affiliated Partnership		—		96,352		—		96,352
Cash Equivalent		67,463		—		—		67,463
Total Investments in Securities	$	68,150	$	2,147,218	$	—	$	2,215,368

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Purchased Swaptions	$	—		$	1,189		$	—	$	1,189
Written Options		—			(23	)		—		(23	)
Written Swaption		—			(280	)		—		(280	)
Futures Contracts*
Unrealized Appreciation		876			—			—		876
Unrealized Depreciation		(520	)		—			—		(520	)
Forwards Contracts*
Unrealized Appreciation		—			72			—		72
Unrealized Depreciation		—			(235	)		—		(235	)
OTC Swaps*
Credit Default Swaps
Unrealized Appreciation		—			91			—		91
Interest Rate Swaps
Unrealized Appreciation		—			1,372			—		1,372
Unrealized Depreciation		—			(873	)		—		(873	)
Centrally Cleared Swaps*
Interest Rate Swaps
Unrealized Appreciation		—			14			—		14
Unrealized Depreciation		—			(103	)		—		(103	)
Total Other Financial Instruments	$	356		$	1,224		$	—	$	1,580

* Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 75

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 37.2%
Agency Mortgage-Backed Obligations — 30.6%
FHLMC
11.000%, 02/17/2021	$	117	$	117
10.000%, 03/17/2026 to 10/01/2030		673		758
7.500%, 01/01/2032 to 09/01/2038		747		872
6.500%, 10/01/2031 to 09/01/2038		1,131		1,268
6.000%, 08/01/2015 to 09/01/2038		1,714		1,891
5.500%, 06/01/2020 to 01/01/2039		5,151		5,616
5.000%, 03/01/2034 to 08/01/2041		5,771		6,329
4.500%, 04/01/2035 to 09/01/2042		5,546		5,939
4.000%, 03/01/2029 to 08/01/2043		6,990		7,272
3.500%, 03/01/2033 to 08/01/2043		7,312		7,313
3.000%, 07/01/2032 to 08/01/2043		2,682		2,597
2.500%, 11/01/2027 to 04/01/2028		930		931
2.375%, 01/13/2022		1,500		1,469
FHLMC - GNMA CMO, Ser 1993-21, Cl L
6.250%, 10/25/2023		256		285
FHLMC ARM (A)
6.479%, 10/01/2037		210		227
5.049%, 01/01/2035		79		84
4.716%, 07/01/2036		91		97
3.979%, 02/01/2036		283		304
3.978%, 04/01/2037		10		11

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.875%, 06/01/2037	$	89	$	95
3.383%, 02/01/2037		57		60
3.299%, 03/01/2044		63		65
3.201%, 11/01/2043		363		375
3.169%, 02/01/2042		490		503
3.162%, 03/01/2036		760		817
3.158%, 03/01/2044		153		158
3.086%, 04/01/2044		281		290
3.033%, 02/01/2044		332		342
2.970%, 03/01/2044		282		290
2.954%, 03/01/2037		242		258
2.930%, 05/01/2037		480		510
2.922%, 04/01/2037		103		110
2.909%, 01/01/2044		272		280
2.827%, 05/01/2037		326		349
2.709%, 07/01/2042		869		879
2.683%, 11/01/2036		40		42
2.682%, 11/01/2042		246		247
2.655%, 05/01/2038		183		194
2.480%, 10/01/2037		49		52
2.375%, 11/01/2036 to 02/01/2043		53		57
1.963%, 05/01/2037		285		300
1.925%, 04/01/2037		45		48
FHLMC CMO, Ser 1591, Cl PV
6.250%, 10/15/2023		684		750
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		277		312
FHLMC CMO, Ser 2002-48, Cl 1A
5.815%, 07/25/2033 (A)		7		7
FHLMC CMO, Ser 2003-57, Cl 1A3
7.500%, 07/25/2043		68		81
FHLMC CMO, Ser 2004-59, Cl 1A3
7.500%, 10/25/2043		94		111
FHLMC CMO, Ser 2004-60, Cl 1A3
7.500%, 03/25/2044		98		116
FHLMC CMO, Ser 2005-2945, Cl SA
12.015%, 03/15/2020 (A)		41		47
FHLMC CMO, Ser 2005-2967, Cl EA, PO
0.000%, 04/15/2020		104		102
FHLMC CMO, Ser 2005-2980, Cl QA
6.000%, 05/15/2035		164		183
FHLMC CMO, Ser 2005-3077, Cl TO, PO
0.000%, 04/15/2035		130		120

76 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2006-3117, Cl OG, PO
0.000%, 02/15/2036	$	137	$	130
FHLMC CMO, Ser 2006-3153, Cl EO, PO
0.000%, 05/15/2036		89		81
FHLMC CMO, Ser 2006-3200, Cl PO, PO
0.000%, 08/15/2036		120		113
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		281		313
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037		25		23
FHLMC CMO, Ser 2007-3318, Cl DB
6.000%, 05/15/2027		289		327
FHLMC CMO, Ser 2007-3385, Cl SN, IO
5.845%, 11/15/2037 (A)		93		14
FHLMC CMO, Ser 2008-3451, Cl SA, IO
5.895%, 05/15/2038 (A)		109		15
FHLMC CMO, Ser 2008-3461, Cl LZ
6.000%, 06/15/2038		84		93
FHLMC CMO, Ser 2009-3510, Cl OD, PO
0.000%, 02/15/2037		126		116
FHLMC CMO, Ser 2009-3529, Cl AG
6.500%, 04/15/2039		66		74
FHLMC CMO, Ser 2009-3604, Cl PO, PO
0.000%, 05/15/2036		216		196
FHLMC CMO, Ser 2009-3607, Cl TO, PO
0.000%, 10/15/2039		140		128
FHLMC CMO, Ser 2010-3621, Cl BO, PO
0.000%, 01/15/2040		72		66
FHLMC CMO, Ser 2010-3645, Cl KP
5.000%, 02/15/2040		572		627
FHLMC CMO, Ser 2010-3664, Cl DA
4.000%, 11/15/2037		1,421		1,519
FHLMC CMO, Ser 2010-3704, Cl CT
7.000%, 12/15/2036		554		660
FHLMC CMO, Ser 2010-3714, Cl IP, IO
5.000%, 08/15/2040		289		54

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2010-3739, Cl LI, IO
4.000%, 03/15/2034	$	314	$	20
FHLMC CMO, Ser 2010-3747, Cl HI, IO
4.500%, 07/15/2037		464		57
FHLMC CMO, Ser 2010-3756, Cl IP, IO
4.000%, 08/15/2035		193		6
FHLMC CMO, Ser 2010-3759, Cl HI, IO
4.000%, 08/15/2037		424		44
FHLMC CMO, Ser 2010-3760, Cl GI, IO
4.000%, 10/15/2037		214		23
FHLMC CMO, Ser 2011-3793, Cl AB
3.500%, 01/15/2026		500		506
FHLMC CMO, Ser 2011-3800, Cl AI, IO
4.000%, 11/15/2029		353		40
FHLMC CMO, Ser 2011-3804, Cl FN
0.605%, 03/15/2039 (A)		525		525
FHLMC CMO, Ser 2011-3819, Cl ZQ
6.000%, 04/15/2036		831		928
FHLMC CMO, Ser 2011-3852, Cl QN
5.500%, 05/15/2041 (A)		160		174
FHLMC CMO, Ser 2011-3876, Cl NB
5.000%, 08/15/2038		342		374
FHLMC CMO, Ser 2011-3925, Cl FL
0.605%, 01/15/2041 (A)		772		775
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.795%, 10/15/2041 (A)		998		198
FHLMC CMO, Ser 2011-3957, Cl B
4.000%, 11/15/2041		798		832
FHLMC CMO, Ser 2012-279, Cl F6
0.605%, 09/15/2042 (A)		456		452
FHLMC CMO, Ser 2012-281, Cl F1
0.655%, 10/15/2042 (A)		459		458
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		1,596		250
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		1,643		240

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 77

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 2013-299, Cl 300
3.000%, 01/15/2043	$	936	$	921
FHLMC CMO, Ser 2013-310, Cl PO, PO
0.000%, 09/15/2043		588		408
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.095%, 09/15/2042 (A)		664		131
FHLMC CMO, Ser 2013-4206, Cl CZ
3.000%, 05/15/2043		103		81
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		201		164
FHLMC CMO, Ser 2013-4219, Cl JA
3.500%, 08/15/2039		958		983
FHLMC CMO, Ser 2013-4226, Cl GZ
3.000%, 07/15/2043		102		81
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		1,271		177
FHLMC CMO, Ser 2033, Cl HC
6.500%, 02/15/2028		120		133
FHLMC CMO, Ser 2075, Cl D
6.500%, 08/15/2028		213		238
FHLMC CMO, Ser 239, Cl S30, IO
7.545%, 08/15/2036 (A)		236		42
FHLMC CMO, Ser 2434, Cl ZA
6.500%, 04/15/2032		241		269
FHLMC CMO, Ser 2458, Cl ZM
6.500%, 06/15/2032		187		210
FHLMC CMO, Ser 2631, Cl SA
14.566%, 06/15/2033 (A)		79		99
FHLMC CMO, Ser 2725, Cl SC
8.843%, 11/15/2033 (A)		33		35
FHLMC CMO, Ser 2950, Cl JO, PO
0.000%, 03/15/2020		38		38
FHLMC CMO, Ser 3001, Cl HP
21.380%, 05/15/2035 (A)		82		112
FHLMC CMO, Ser 3006, Cl QS
19.755%, 07/15/2035 (A)		190		262
FHLMC CMO, Ser 3012, Cl GK
24.053%, 06/15/2035 (A)		114		172
FHLMC CMO, Ser 3217, Cl CX, IO
6.435%, 09/15/2036 (A)		275		39

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC CMO, Ser 3225, Cl EO, PO
0.000%, 10/15/2036	$	172	$	156
FHLMC CMO, Ser 3262, Cl SG, IO
6.245%, 01/15/2037 (A)		229		28
FHLMC CMO, Ser 3373, Cl TO, PO
0.000%, 04/15/2037		45		42
FHLMC CMO, Ser 3383, Cl SA, IO
6.295%, 11/15/2037 (A)		283		42
FHLMC CMO, Ser 3422, Cl SE
17.063%, 02/15/2038 (A)		30		36
FHLMC CMO, Ser 3515, Cl PI, IO
5.500%, 07/15/2037		63		3
FHLMC CMO, Ser 3607, Cl BO, PO
0.000%, 04/15/2036		48		44
FHLMC CMO, Ser 3611, Cl PO, PO
0.000%, 07/15/2034		63		54
FHLMC CMO, Ser 3626, Cl MA
5.000%, 02/15/2030		868		886
FHLMC CMO, Ser 3632, Cl BS
16.983%, 02/15/2040 (A)		100		148
FHLMC CMO, Ser 3688, Cl NI, IO
5.000%, 04/15/2032		500		52
FHLMC CMO, Ser T-42, Cl A5
7.500%, 02/25/2042		673		786
FHLMC CMO, Ser T-51, Cl 1A
6.500%, 09/25/2043 (A)		167		190
FHLMC CMO, Ser T-54, Cl 2A
6.500%, 02/25/2043		111		131
FHLMC CMO, Ser T-54, Cl 3A
7.000%, 02/25/2043		360		414
FHLMC CMO, Ser T-57, Cl 1A2
7.000%, 07/25/2043		461		529
FHLMC CMO, Ser T-58, Cl 4A
7.500%, 09/25/2043		526		619
FHLMC CMO, Ser T-60, Cl 1A2
7.000%, 03/25/2044		180		216
FHLMC CMO, Ser T-76, Cl 2A
3.299%, 10/25/2037 (A)		255		246
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2009-K003, Cl AAB
4.768%, 05/25/2018		342		366
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2012-K020, Cl A2
2.373%, 05/25/2022		905		868

78 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K006, Cl AX1, IO
1.043%, 01/25/2020 (A)	$	1,525	$	74
FHLMC Multifamily Structured Pass-Through Certificates, Ser K008, Cl X1, IO
1.663%, 06/25/2020 (A)		173		13
FHLMC Multifamily Structured Pass-Through Certificates, Ser K009, Cl X1, IO
1.487%, 08/25/2020 (A)		257		18
FHLMC Multifamily Structured Pass-Through Certificates, Ser K017, Cl X1, IO
1.444%, 12/25/2021 (A)		303		26
FHLMC Multifamily Structured Pass-Through Certificates, Ser K021, Cl X1, IO
1.511%, 06/25/2022 (A)		377		36
FHLMC Multifamily Structured Pass-Through Certificates, Ser K024, Cl X1, IO
0.902%, 09/25/2022 (A)		338		20
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl X1, IO
1.200%, 01/25/2024 (A)		2,630		202
FHLMC TBA
3.000%, 05/15/2043		2,900		2,787
FNMA
7.500%, 10/01/2037 to 04/01/2039		491		571
7.000%, 04/01/2032 to 01/01/2039		341		389
6.500%, 05/01/2027 to 10/01/2038		1,292		1,462
6.000%, 10/01/2019 to 10/01/2040		5,651		6,306
5.500%, 02/01/2021 to 04/01/2040		3,972		4,417
5.000%, 01/01/2020 to 09/01/2041		12,998		14,267
4.761%, 02/01/2020		883		990
4.640%, 01/01/2021		482		532
4.540%, 01/01/2020		473		519
4.530%, 12/01/2019		476		522
4.500%, 08/01/2021 to 12/01/2041		4,847		5,212
4.390%, 05/01/2021		249		272
4.380%, 01/01/2021 to 04/01/2021		1,456		1,590
4.369%, 02/01/2020		475		519
4.360%, 05/01/2021		1,000		1,091

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.301%, 01/01/2021	$	288	$	315
4.300%, 04/01/2021 to 07/01/2021		1,343		1,461
4.273%, 06/01/2021		452		491
4.250%, 04/01/2021		750		812
4.240%, 06/01/2021		990		1,073
4.130%, 08/01/2021		965		1,038
4.066%, 07/01/2020		390		422
4.060%, 07/01/2021		1,000		1,073
4.000%, 05/01/2025 to 08/01/2043		10,528		11,074
3.670%, 07/01/2023		1,000		1,033
3.614%, 12/01/2020		1,147		1,205
3.590%, 12/01/2020		474		500
3.505%, 09/01/2020		943		993
3.500%, 04/01/2032 to 08/01/2043		21,771		21,972
3.430%, 10/01/2020		952		998
3.290%, 10/01/2020		348		363
3.230%, 11/01/2020		342		356
3.000%, 02/01/2033 to 05/25/2044		7,316		7,156
2.940%, 04/25/2044		355		365
2.810%, 06/01/2023		1,000		983
2.770%, 05/01/2022		1,000		991
2.704%, 04/01/2023		1,441		1,405
2.680%, 07/01/2022		1,978		1,943
2.510%, 06/01/2023		493		473
2.500%, 11/01/2026 to 10/01/2042		4,835		4,825
2.480%, 06/01/2019		996		1,010
2.460%, 04/01/2023		923		887
2.420%, 06/01/2023		494		469
2.110%, 01/12/2018		582		586
FNMA ARM (A)
6.255%, 08/01/2036		42		46
5.789%, 09/01/2037		90		97
3.199%, 02/01/2044		295		304
3.140%, 02/01/2044		369		381
3.094%, 01/01/2044		220		225
3.061%, 03/01/2036		203		216
3.020%, 12/01/2043		301		311
3.010%, 12/01/2043		352		364
3.000%, 12/01/2043		402		416
2.964%, 03/01/2044		280		288
2.945%, 02/01/2044		681		700
2.942%, 05/01/2042		1,107		1,130
2.939%, 03/01/2044		326		335
2.924%, 02/01/2044		425		437
2.851%, 12/01/2043		282		290
2.809%, 03/01/2042		411		419
2.788%, 11/01/2036		148		157
2.785%, 01/01/2044		357		366
2.765%, 06/01/2042		1,183		1,200

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 79

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.748%, 09/01/2037	$	4	$	4
2.570%, 09/01/2036 to 04/01/2037		149		160
2.569%, 07/01/2037		259		278
2.560%, 12/01/2036		473		504
2.556%, 05/01/2043		167		166
2.524%, 02/01/2044		279		286
2.519%, 11/01/2036		128		138
2.473%, 09/01/2043		328		334
2.468%, 04/01/2036		120		129
2.443%, 12/01/2036		132		142
2.429%, 07/01/2037		134		143
2.265%, 11/01/2037		271		290
2.173%, 11/01/2037		149		157
1.703%, 07/01/2037		318		331
0.616%, 11/01/2023		994		994
0.528%, 01/01/2023		195		195
0.518%, 01/01/2023		488		487
0.508%, 01/01/2023		500		499
FNMA CMO, Ser 1998-300, Cl 1, PO
0.000%, 09/01/2024		97		92
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		146		158
FNMA CMO, Ser 2000-18, Cl EC, PO
0.000%, 10/25/2023		70		66
FNMA CMO, Ser 2001-79, Cl BA
7.000%, 03/25/2045		156		181
FNMA CMO, Ser 2002-33, Cl A2
7.500%, 06/25/2032		73		86
FNMA CMO, Ser 2002-95, Cl DB
6.000%, 01/25/2033		286		323
FNMA CMO, Ser 2003-131, Cl SK
15.892%, 01/25/2034 (A)		92		119
FNMA CMO, Ser 2003-23, Cl EQ
5.500%, 04/25/2023		1,000		1,106
FNMA CMO, Ser 2003-35, Cl EA, PO
0.000%, 05/25/2033		41		35
FNMA CMO, Ser 2004-46, Cl EP, PO
0.000%, 03/25/2034		102		95
FNMA CMO, Ser 2004-52, Cl PX, PO
0.000%, 09/25/2032		27		27
FNMA CMO, Ser 2004-61, Cl BO, PO
0.000%, 10/25/2032		25		25

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2004-89, Cl SM
17.451%, 09/25/2024 (A)	$	343	$	448
FNMA CMO, Ser 2005-106, Cl US
24.001%, 11/25/2035 (A)		485		767
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		618		668
FNMA CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/01/2035		412		65
FNMA CMO, Ser 2005-5, Cl PA
5.000%, 01/25/2035		89		96
FNMA CMO, Ser 2005-72, Cl SB
16.489%, 08/25/2035 (A)		86		103
FNMA CMO, Ser 2005-90, Cl ES
16.489%, 10/25/2035 (A)		115		134
FNMA CMO, Ser 2006-117, Cl GS, IO
6.496%, 12/25/2036 (A)		82		16
FNMA CMO, Ser 2006-118, Cl A2
0.201%, 12/25/2036 (A)		149		146
FNMA CMO, Ser 2006-15, Cl OP, PO
0.000%, 03/25/2036		84		76
FNMA CMO, Ser 2006-27, Cl OH, PO
0.000%, 04/25/2036		82		77
FNMA CMO, Ser 2006-59, Cl QO, PO
0.000%, 01/25/2033		38		37
FNMA CMO, Ser 2006-60, Cl DO, PO
0.000%, 04/25/2035		71		68
FNMA CMO, Ser 2006-63, Cl ZH
6.500%, 07/25/2036		428		479
FNMA CMO, Ser 2006-78, Cl BZ
6.500%, 08/25/2036		80		87
FNMA CMO, Ser 2007-100, Cl SM, IO
6.296%, 10/25/2037 (A)		236		35
FNMA CMO, Ser 2007-101, Cl A2
0.404%, 06/27/2036 (A)		114		112
FNMA CMO, Ser 2007-112, Cl SA, IO
6.296%, 12/25/2037 (A)		260		40

80 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2007-114, Cl A6
0.354%, 10/27/2037 (A)	$	200	$	199
FNMA CMO, Ser 2007-116, Cl HI, IO
1.598%, 01/25/2038 (A)		210		18
FNMA CMO, Ser 2007-29, Cl SG
22.152%, 04/25/2037 (A)		40		59
FNMA CMO, Ser 2007-65, Cl KI, IO
6.466%, 07/25/2037 (A)		160		25
FNMA CMO, Ser 2007-72, Cl EK, IO
6.246%, 07/25/2037 (A)		217		26
FNMA CMO, Ser 2007-77, Cl PD
6.000%, 10/25/2036		1,000		1,055
FNMA CMO, Ser 2007-85, Cl SG
15.864%, 09/25/2037 (A)		54		62
FNMA CMO, Ser 2008-35, Cl IM, IO
0.642%, 10/25/2016 (A)		261		3
FNMA CMO, Ser 2008-4, Cl SD, IO
5.846%, 02/25/2038 (A)		520		72
FNMA CMO, Ser 2008-95, Cl BA
5.000%, 01/25/2024		250		276
FNMA CMO, Ser 2009-103, Cl MB
2.513%, 12/25/2039 (A)		214		217
FNMA CMO, Ser 2009-20, Cl DT
4.500%, 04/25/2039		309		331
FNMA CMO, Ser 2009-52, Cl PI, IO
5.000%, 07/25/2039		191		28
FNMA CMO, Ser 2009-70, Cl CO, PO
0.000%, 01/25/2037		179		166
FNMA CMO, Ser 2009-84, Cl WS, IO
5.746%, 10/25/2039 (A)		118		14
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037		1,364		1,275
FNMA CMO, Ser 2009-86, Cl IP, IO
5.500%, 10/25/2039		82		14
FNMA CMO, Ser 2009-86, Cl OT, PO
0.000%, 10/25/2037		158		143

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2009-86, Cl UI, IO
4.000%, 10/25/2014	$	366	$	6
FNMA CMO, Ser 2009-99, Cl SC, IO
6.026%, 12/25/2039 (A)		146		15
FNMA CMO, Ser 2009-99, Cl WA
6.301%, 12/25/2039 (A)		281		312
FNMA CMO, Ser 2010-1, Cl WA
6.185%, 02/25/2040 (A)		111		121
FNMA CMO, Ser 2010-16, Cl WA
6.436%, 03/25/2040 (A)		133		149
FNMA CMO, Ser 2010-23, Cl KS, IO
6.946%, 02/25/2040 (A)		250		37
FNMA CMO, Ser 2010-35, Cl SB, IO
6.266%, 04/25/2040 (A)		165		21
FNMA CMO, Ser 2010-39, Cl OT, PO
0.000%, 10/25/2035		73		66
FNMA CMO, Ser 2010-68, Cl SA, IO
4.846%, 07/25/2040 (A)		983		122
FNMA CMO, Ser 2011-118, Cl MT
7.000%, 11/25/2041		604		694
FNMA CMO, Ser 2011-87, Cl SG, IO
6.396%, 04/25/2040 (A)		693		126
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		1,137		135
FNMA CMO, Ser 2012-108, Cl F
0.654%, 10/25/2042 (A)		459		458
FNMA CMO, Ser 2012-112, Cl FD
0.654%, 10/25/2042 (A)		466		466
FNMA CMO, Ser 2012-118, Cl CI, IO
3.500%, 12/25/2039		1,189		207
FNMA CMO, Ser 2012-130, Cl DC
3.000%, 12/25/2042		2,241		2,163
FNMA CMO, Ser 2012-133, Cl JP
2.500%, 07/25/2042		735		709

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 81

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA CMO, Ser 2012-134, Cl LC
3.000%, 12/25/2042	$	202	$	197
FNMA CMO, Ser 2012-14, Cl FG
0.554%, 07/25/2040 (A)		791		792
FNMA CMO, Ser 2012-M12, Cl 1A
2.840%, 08/25/2022 (A)		1,185		1,172
FNMA CMO, Ser 2012-M15, Cl A
2.656%, 10/25/2022 (A)		925		897
FNMA CMO, Ser 2013-101, Cl DO, PO
0.000%, 10/25/2043		392		293
FNMA CMO, Ser 2013-121, Cl LB
3.000%, 12/25/2043		1,056		1,081
FNMA CMO, Ser 2013-126, Cl CS, IO
5.996%, 09/25/2041 (A)		1,054		181
FNMA CMO, Ser 2013-128, Cl PO, PO
0.000%, 12/25/2043		392		289
FNMA CMO, Ser 2013-4, Cl AJ
3.500%, 02/25/2043		934		945
FNMA CMO, Ser 2013-41, Cl WG
2.500%, 11/25/2042		217		212
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		1,137		173
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		28		31
FNMA CMO, Ser 2013-NPL7, Cl A1
3.625%, 11/25/2053		243		245
FNMA Grantor Trust CMO, Ser 2001-T10, Cl A1
7.000%, 12/25/2041		457		528
FNMA Grantor Trust CMO, Ser 2001-T10, Cl A2
7.500%, 12/25/2041		267		307
FNMA Grantor Trust CMO, Ser 2002-T1, Cl A1
6.500%, 11/25/2031		315		355
FNMA Grantor Trust CMO, Ser 2002-T19, Cl A2
7.000%, 07/25/2042		341		377
FNMA Grantor Trust CMO, Ser 2004-T3, Cl 1A3
7.000%, 02/25/2044		288		325
FNMA, Ser 2011-M4, Cl A2
3.726%, 06/25/2021		905		954

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FNMA TBA
5.000%, 05/01/2038	$	3,000	$	3,263
4.500%, 05/01/2038 to 04/25/2044		17,440		18,550
4.000%, 05/01/2039 to 04/25/2044		17,490		18,135
3.500%, 04/25/2029 to 04/25/2044		8,365		8,535
3.000%, 04/25/2026 to 04/25/2044		14,755		14,469
2.500%, 04/25/2029		885		884
FNMA Whole Loan CMO, Ser 2002-W6, Cl 2SI, IO
7.946%, 06/25/2042 (A)		409		79
FNMA Whole Loan CMO, Ser 2003-W1, Cl 2A
6.677%, 12/25/2042 (A)		227		265
FNMA Whole Loan CMO, Ser 2003-W12, Cl 1A8
4.550%, 06/25/2043		188		201
FNMA Whole Loan CMO, Ser 2003-W17, Cl 1A7
5.750%, 08/25/2033		83		90
FNMA Whole Loan CMO, Ser 2003-W8, Cl 2A
7.000%, 10/25/2042		200		229
FNMA Whole Loan CMO, Ser 2004-W1, Cl 2A2
7.000%, 12/25/2033		379		435
FNMA Whole Loan CMO, Ser 2004-W2, Cl 2A2
7.000%, 02/25/2044		433		501
FNMA Whole Loan CMO, Ser 2005-W3, Cl 2AF
0.374%, 03/25/2045 (A)		448		447
FNMA Whole Loan CMO, Ser 2006-W1, Cl 1A3
7.500%, 12/25/2045		246		284
FNMA Whole Loan CMO, Ser 2006-W2, Cl 1AF1
0.374%, 02/25/2036 (A)		195		194
FNMA Whole Loan CMO, Ser 2007-W1, Cl 1AF1
0.414%, 11/25/2046 (A)		274		272
FREMF Mortgage Trust, Ser 2014-K36
4.360%, 10/25/2023		150		140
FREMF Mortgage Trust, Ser 2014-K714, Cl B
3.724%, 01/25/2047 (A) (B)		110		110
FREMF Mortgage Trust, Ser 2014-K714, Cl C
3.724%, 01/25/2047 (A) (B)		60		58

82 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA
7.500%, 10/15/2037	$	130	$	147
7.000%, 09/15/2031		71		83
6.500%, 12/15/2035		677		786
6.000%, 09/20/2038		221		251
1.625%, 02/20/2034 (A)		455		476
GNMA CMO, Ser 2001-61, Cl Z
6.500%, 12/20/2031		570		640
GNMA CMO, Ser 2003-97, Cl SA, IO
6.395%, 11/16/2033 (A)		381		84
GNMA CMO, Ser 2004-11, Cl SX
17.047%, 02/20/2034 (A)		37		51
GNMA CMO, Ser 2004-28, Cl SV
8.843%, 04/20/2034 (A)		160		174
GNMA CMO, Ser 2004-71, Cl ST
7.000%, 09/20/2034 (A)		90		99
GNMA CMO, Ser 2004-85, Cl PO, PO
0.000%, 01/17/2033		13		13
GNMA CMO, Ser 2004-87, Cl SB
7.494%, 03/17/2033 (A)		121		132
GNMA CMO, Ser 2005-28, Cl YO, PO
0.000%, 02/17/2033		229		219
GNMA CMO, Ser 2005-92, Cl PB
6.000%, 12/20/2035		400		459
GNMA CMO, Ser 2006-34, Cl PO, PO
0.000%, 07/20/2036		39		36
GNMA CMO, Ser 2006-38, Cl SG, IO
6.493%, 09/20/2033 (A)		124		5
GNMA CMO, Ser 2007-26, Cl SW, IO
6.043%, 05/20/2037 (A)		363		56
GNMA CMO, Ser 2007-27, Cl SD, IO
6.043%, 05/20/2037 (A)		242		37
GNMA CMO, Ser 2007-72, Cl US, IO
6.393%, 11/20/2037 (A)		140		19
GNMA CMO, Ser 2007-78, Cl SA, IO
6.375%, 12/16/2037 (A)		1,537		234
GNMA CMO, Ser 2007-82, Cl SA, IO
6.373%, 12/20/2037 (A)		193		30
GNMA CMO, Ser 2007-9, Cl CI, IO
6.043%, 03/20/2037 (A)		344		53
GNMA CMO, Ser 2008-1, Cl PO, PO
0.000%, 01/20/2038		75		68

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2008-10, Cl S, IO
5.673%, 02/20/2038 (A)	$	307	$	47
GNMA CMO, Ser 2008-29, Cl PO, PO
0.000%, 02/17/2033		52		49
GNMA CMO, Ser 2008-33, Cl XS, IO
7.545%, 04/16/2038 (A)		139		26
GNMA CMO, Ser 2008-55, Cl SA, IO
6.043%, 06/20/2038 (A)		321		50
GNMA CMO, Ser 2009-106, Cl AS, IO
6.245%, 11/16/2039 (A)		392		65
GNMA CMO, Ser 2009-14, Cl KI, IO
6.500%, 03/20/2039		193		39
GNMA CMO, Ser 2009-24, Cl DS, IO
6.143%, 03/20/2039 (A)		348		41
GNMA CMO, Ser 2009-25, Cl SE, IO
7.443%, 09/20/2038 (A)		230		42
GNMA CMO, Ser 2009-43, Cl SA, IO
5.793%, 06/20/2039 (A)		242		34
GNMA CMO, Ser 2009-6, Cl SH, IO
5.883%, 02/20/2039 (A)		207		30
GNMA CMO, Ser 2009-65, Cl IQ, IO
6.000%, 12/20/2038		108		17
GNMA CMO, Ser 2009-65, Cl TS, IO
6.243%, 12/20/2038 (A)		432		55
GNMA CMO, Ser 2009-66, Cl XS, IO
6.645%, 07/16/2039 (A)		2,442		379
GNMA CMO, Ser 2009-67, Cl SA, IO
5.895%, 08/16/2039 (A)		157		22
GNMA CMO, Ser 2009-75, Cl MN
5.500%, 09/20/2039		500		565
GNMA CMO, Ser 2009-79, Cl OK, PO
0.000%, 11/16/2037		267		243
GNMA CMO, Ser 2009-83, Cl TS, IO
5.943%, 08/20/2039 (A)		299		42
GNMA CMO, Ser 2010-14, Cl CO, PO
0.000%, 08/20/2035		125		105

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 83

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2010-157, Cl OP, PO
0.000%, 12/20/2040	$	378	$	317
GNMA CMO, Ser 2010-4, Cl NS, IO
6.235%, 01/16/2040 (A)		3,393		550
GNMA CMO, Ser 2010-47, Cl PX, IO
6.543%, 06/20/2037 (A)		492		89
GNMA CMO, Ser 2010-H11, Cl FA
1.155%, 06/20/2060 (A)		689		699
GNMA CMO, Ser 2011-142, Cl IO, IO
0.950%, 09/16/2046 (A)		6,529		340
GNMA CMO, Ser 2011-H08, Cl FD
0.659%, 02/20/2061 (A)		532		530
GNMA CMO, Ser 2012-100, Cl IO, IO
0.825%, 08/16/2052 (A)		620		41
GNMA CMO, Ser 2012-112, Cl IO, IO
0.858%, 02/16/2053 (A)		4,899		325
GNMA CMO, Ser 2012-125, Cl IO, IO
0.857%, 02/16/2053 (A)		2,238		158
GNMA CMO, Ser 2012-H25, Cl FA
0.859%, 12/20/2061 (A)		954		951
GNMA CMO, Ser 2013-147, Cl QS, IO
6.593%, 12/20/2039 (A)		948		191
GNMA CMO, Ser 2013-153, Cl AB
2.900%, 06/16/2044 (A)		248		253
GNMA CMO, Ser 2013-154, Cl AB
2.900%, 02/16/2044 (A)		752		770
GNMA CMO, Ser 2013-178, Cl A
2.250%, 03/16/2035		485		485
GNMA CMO, Ser 2013-178, Cl IO, IO
0.948%, 06/16/2055 (A)		1,184		77
GNMA CMO, Ser 2013-193, Cl AB
2.000%, 12/16/2049		319		317
GNMA CMO, Ser 2013-63, Cl IO, IO
0.773%, 09/16/2051 (A)		7,126		479
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		964		229

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GNMA CMO, Ser 2013-H04, Cl BA
1.650%, 02/20/2063	$	501	$	488
GNMA CMO, Ser 2013-H21, Cl FB
0.859%, 09/20/2063 (A)		994		999
GNMA CMO, Ser 2014-5, Cl SP, IO
5.995%, 06/16/2043 (A)		1,369		237
GNMA, Ser 2012-114, Cl IO, IO
1.033%, 01/16/2053 (A)		1,429		125
GNMA, Ser 2012-27, Cl IO, IO
1.291%, 04/16/2053 (A)		2,066		137
GNMA, Ser 2012-44, Cl IO, IO
0.981%, 03/16/2049 (A)		3,103		189
GNMA TBA
4.500%, 04/01/2039		1,500		1,617
4.000%, 04/01/2040		8,500		8,928
3.500%, 04/15/2041		7,600		7,756
3.000%, 04/20/2044		1,025		1,008
NCUA Guaranteed Notes, Ser 2010-C1, Cl A2
2.900%, 10/29/2020		300		311
NCUA Guaranteed Notes, Ser 2010-C1, Cl APT
2.650%, 10/29/2020		392		402
				320,511
Non-Agency Mortgage-Backed Obligations — 6.6%
A10 Term Asset Financing, Ser 2013-2, Cl A
2.620%, 11/15/2027 (B)		287		286
AAM ACE Resecuritization Trust, Ser 2011-1, Cl A20
0.364%, 02/02/2037 (A) (B)		75		73
American General Mortgage Loan Trust, Ser 2009-1, Cl A7
5.750%, 09/25/2048 (A) (B)		194		196
American General Mortgage Loan Trust, Ser 2010-1A, Cl A1
5.150%, 03/25/2058 (A) (B)		28		29
American General Mortgage Loan Trust, Ser 2010-1A, Cl A3
5.650%, 03/25/2058 (A) (B)		190		196
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.337%, 02/25/2045 (A)		878		884
ASG Resecuritization Trust, Ser 2009-2, Cl A55
4.868%, 05/24/2036 (A) (B)		49		50
ASG Resecuritization Trust, Ser 2009-2, Cl G60
4.868%, 05/24/2036 (A) (B)		100		104

84 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ASG Resecuritization Trust, Ser 2009-3, Cl A65
2.250%, 03/26/2037 (A) (B)	$	478	$	477
ASG Resecuritization Trust, Ser 2010-3, Cl 2A22
0.342%, 10/28/2036 (A) (B)		3		3
Banc of America Alternative Loan Trust, Ser 2003-11, Cl 1A1
6.000%, 01/25/2034		112		118
Banc of America Alternative Loan Trust, Ser 2003-11, Cl 2A1
6.000%, 01/25/2034		256		267
Banc of America Alternative Loan Trust, Ser 2003-7, Cl 2A4
5.000%, 09/25/2018		72		73
Banc of America Alternative Loan Trust, Ser 2003-9, Cl 1CB2
5.500%, 11/25/2033		56		57
Banc of America Alternative Loan Trust, Ser 2004-1, Cl 5A1
5.500%, 02/25/2019		43		44
Banc of America Alternative Loan Trust, Ser 2004-8, Cl 3A1
5.500%, 09/25/2019		71		74
Banc of America Commercial Mortgage Trust, Ser 2006-5, Cl AM
5.448%, 09/10/2047		340		364
Banc of America Funding Trust, Ser 2006-G, Cl 2A3
0.327%, 07/20/2036 (A)		310		309
Banc of America Funding, Ser 2004-C, Cl 1A1
5.082%, 12/20/2034 (A)		43		43
Banc of America Funding, Ser 2010-R11A, Cl 1A6
5.158%, 08/26/2035 (A) (B)		88		91
Banc of America Funding, Ser 2010-R5, Cl 1A1
5.500%, 10/26/2037 (B)		102		106
Banc of America Funding, Ser 2012-R6, Cl 1A1
3.000%, 10/26/2039 (B)		202		200
Banc of America Merrill Lynch Commercial Mortgage, Ser 2005-3, Cl AM
4.727%, 07/10/2043		300		309

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Banc of America Merrill Lynch Commercial Mortgage, Ser 2005-A, Cl A4
5.191%, 07/10/2045 (A)	$	1,000	$	1,010
Banc of America Merrill Lynch Commercial Mortgage, Ser 2006-3, Cl A4
5.889%, 07/10/2044 (A)		212		229
Banc of America Merrill Lynch Commercial Mortgage, Ser 2006-4, Cl A4
5.634%, 07/10/2046		225		243
Banc of America Mortgage Securities, Ser 2003-3, Cl 2A1
0.704%, 05/25/2018 (A)		50		48
Banc of America Mortgage Securities, Ser 2003-6, Cl 2A1
0.604%, 08/25/2018 (A)		15		15
Banc of America Mortgage Securities, Ser 2004-3, Cl 1A26
5.500%, 04/25/2034		71		73
Banc of America Mortgage Securities, Ser 2004-3, Cl 3A1
5.000%, 04/25/2019		27		28
Banc of America Mortgage Securities, Ser 2004-5, Cl 4A1
4.750%, 06/25/2019		37		37
BB-UBS Trust, Ser 2012-SHOW, Cl A
3.430%, 11/05/2036 (B)		600		574
BB-UBS Trust, Ser 2012-TFT, Cl A
2.892%, 06/05/2030 (B)		150		143
BCAP LLC Trust, Ser 2009-RR10, Cl 17A1
5.750%, 06/26/2037 (B)		57		59
BCAP LLC Trust, Ser 2009-RR13, Cl 17A2
5.500%, 04/26/2037 (A) (B)		68		71
BCAP LLC Trust, Ser 2009-RR5, Cl 8A1
5.500%, 11/26/2034 (B)		271		278
BCAP LLC Trust, Ser 2010-RR12, Cl 2A5
4.500%, 01/26/2036 (A) (B)		121		123
BCAP LLC Trust, Ser 2010-RR5, Cl 2A5
5.350%, 04/26/2037 (A) (B)		201		204
BCAP LLC Trust, Ser 2010-RR7, Cl 1A5
4.988%, 04/26/2035 (A) (B)		28		28
BCAP LLC Trust, Ser 2010-RR7, Cl 2A1
2.257%, 07/26/2045 (A) (B)		193		187

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 85

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
BCAP LLC Trust, Ser 2010-RR7, Cl 15A1
0.955%, 01/26/2036 (A) (B)	$	2	$	2
BCAP LLC Trust, Ser 2010-RR7, Cl 16A1
0.832%, 02/26/2047 (A) (B)		30		29
BCAP LLC Trust, Ser 2011-RR4, Cl 6A3
5.000%, 08/26/2037 (A) (B)		156		161
BCAP LLC Trust, Ser 2011-RR5, Cl 11A3
0.305%, 05/28/2036 (A) (B)		131		123
BCAP LLC Trust, Ser 2011-RR5, Cl 14A3
2.646%, 07/26/2036 (A) (B)		58		57
BCAP Trust, Ser 2011-RR10, Cl 2A1
0.943%, 09/26/2037 (A) (B)		339		310
BCAP Trust, Ser 2012-RR10, Cl 3A1
0.348%, 05/26/2036 (A) (B)		335		316
BCAP Trust, Ser 2012-RR2, Cl 1A1
0.324%, 08/26/2036 (A) (B)		232		225
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.274%, 05/25/2034 (A)		38		38
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-5, Cl A1
2.210%, 08/25/2035 (A)		116		118
Bear Stearns ALT-A Trust, Ser 2004-12, Cl 1A3
0.854%, 01/25/2035 (A)		369		358
Bear Stearns ALT-A Trust, Ser 2004-6, Cl 1A
0.794%, 07/25/2034 (A)		240		228
Bear Stearns ALT-A Trust, Ser 2004-7, Cl 2A1
3.047%, 08/25/2034 (A)		351		355
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR7, Cl A2
4.945%, 02/11/2041		4		4
Bear Stearns Commercial Mortgage Securities Trust, Ser 2007-PW18, Cl AMA
6.087%, 06/11/2050 (A)		410		458
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.754%, 06/11/2041 (A) (B)		2,239		15

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities, Ser 2006-PW11, Cl A
5.440%, 03/11/2039 (A)	$	100	$	107
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW18, Cl AM
6.084%, 06/11/2050 (A)		150		170
CAM Mortgage Trust, Ser 2014-1, Cl A
3.352%, 12/15/2053 (B)		86		86
CD Commercial Mortgage Trust, Ser 2005-CD1, Cl AJ
5.216%, 07/15/2044 (A)		100		105
CD Mortgage Trust, Ser 2006-CD2, Cl AM
5.349%, 01/15/2046 (A)		120		128
CFCRE Commercial Mortgage Trust, Ser 2011-C1, Cl A4
4.961%, 04/15/2044 (A) (B)		359		398
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
2.706%, 02/25/2037 (A)		79		79
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
2.665%, 02/25/2037 (A)		40		40
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
2.788%, 07/25/2037 (A)		94		94
Chase Mortgage Finance, Ser 2007-A2, Cl 2A1
2.655%, 07/25/2037 (A)		99		100
Citigroup Commercial Mortgage Trust, Ser 2005-C3, Cl AM
4.830%, 05/15/2043 (A)		120		124
Citigroup Commercial Mortgage Trust, Ser 2012-GC8, Cl XA
2.234%, 09/10/2045 (A) (B)		1,118		126
Citigroup Commercial Mortgage Trust, Ser 2014-GC19, Cl AAB
3.552%, 03/10/2047		189		193
Citigroup Mortgage Loan Trust, Ser 2005-2, Cl 2A11
5.500%, 05/25/2035		84		87
Citigroup Mortgage Loan Trust, Ser 2008-AR4, Cl 1A1A
2.704%, 11/25/2038 (A) (B)		165		167
Citigroup Mortgage Loan Trust, Ser 2010-7, Cl 10A1
2.610%, 02/25/2035 (A) (B)		48		49
Citigroup Mortgage Loan Trust, Ser 2010-8, Cl 5A6
4.000%, 11/25/2036 (B)		564		581

86 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Citigroup Mortgage Loan Trust, Ser 2010-8, Cl 6A6
4.500%, 12/25/2036 (B)	$	284	$	294
Citigroup Mortgage Loan Trust, Ser 2012-A, Cl A
2.500%, 06/25/2051 (B)		120		117
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.082%, 01/15/2046 (A) (B)		13,429		15
Citigroup/Deutsche Bank Commercial Mortgage Trust, Ser 2007-CD4, Cl XC, IO
0.145%, 12/11/2049 (A) (B)		11,139		103
COBALT CMBS Commercial Mortgage Trust, Ser 2007-C2, Cl AMFX
5.526%, 04/15/2047 (A)		125		137
COMM Mortgage Trust, Ser 2010-C1, Cl A3
4.205%, 07/10/2046 (B)		219		235
COMM Mortgage Trust, Ser 2012-CR2, Cl XA, IO
1.934%, 08/15/2045 (A)		753		81
COMM Mortgage Trust, Ser 2012-CR5, Cl A2
1.678%, 12/10/2045		980		973
COMM Mortgage Trust, Ser 2012-LC4, Cl A3
3.069%, 12/10/2044		161		164
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		79		79
COMM Mortgage Trust, Ser 2013-CR11, Cl A4
4.258%, 10/10/2046		348		367
COMM Mortgage Trust, Ser 2013-CR11, Cl AM
4.715%, 10/10/2046 (A)		143		152
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		200		207
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		70		72
COMM Mortgage Trust, Ser 2013-CR12, Cl ASB
3.623%, 10/10/2046		344		354
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046 (A)		30		31
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.086%, 10/10/2046 (A)		10		10

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
COMM Mortgage Trust, Ser 2013-CR9, Cl A1
1.344%, 07/10/2045	$	238	$	238
COMM Mortgage Trust, Ser 2013-CR9, Cl ASB
3.834%, 07/10/2045		283		296
COMM Mortgage Trust, Ser 2014-CR15, Cl A4
4.074%, 02/10/2047 (A)		141		146
COMM Mortgage Trust, Ser 2014-TWC, Cl A
1.005%, 02/13/2032 (A) (B)		125		125
Commercial Mortgage Pass-Through Certificates, Ser 2007-C9, Cl A4
5.799%, 12/10/2049 (A)		400		449
Commercial Mortgage Pass-Through Certificates, Ser 2014-LC15, Cl ASB
3.528%, 04/10/2047		281		287
Commercial Mortgage Pass-Through Certificates, Ser 2014-LC15, Cl XA, IO
1.601%, 04/10/2047 (A)		2,620		233
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		134		137
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO
1.609%, 03/10/2047 (A)		2,280		218
Commercial Mortgage Trust, Ser 2005-GG3, Cl AAB
4.619%, 08/10/2042		42		42
Commercial Mortgage Trust, Ser 2005-GG5, Cl A5
5.224%, 04/10/2037 (A)		173		181
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-39, Cl A6
5.000%, 10/25/2033		164		171
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-J13, Cl 1A7
5.250%, 01/25/2034		249		261
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2003-J7, Cl 4A3
9.573%, 08/25/2018 (A)		15		16
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1
4.500%, 06/25/2019		58		60

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 87

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Credit Suisse First Boston Mortgage Securities, Ser 2003-27, Cl 5A3
5.250%, 11/25/2033	$	183	$	188
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		96		104
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 8A1
6.000%, 11/25/2018		100		104
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.575%, 10/25/2033 (A)		789		765
Credit Suisse First Boston Mortgage Securities, Ser 2004-C5, Cl A4
4.829%, 11/15/2037		56		57
Credit Suisse First Boston Mortgage Securities, Ser 2005-C5, Cl A4
5.100%, 08/15/2038 (A)		190		198
Credit Suisse First Boston Mortgage Securities, Ser 2005-C6, Cl A4
5.230%, 12/15/2040 (A)		917		965
Credit Suisse Mortgage Capital Certificates, Ser 2006-C2, Cl A3
5.644%, 03/15/2039 (A)		215		231
Credit Suisse Mortgage Capital Certificates, Ser 2010-12R, Cl 14A1
2.524%, 09/26/2046 (A) (B)		1		1
Credit Suisse Mortgage Capital Certificates, Ser 2011-16R, Cl 7A3
3.500%, 12/27/2036 (A) (B)		147		148
Credit Suisse Mortgage Capital Certificates, Ser 2011-6R, Cl 3A1
2.702%, 07/28/2036 (A) (B)		93		94
Credit Suisse Mortgage Capital Certificates, Ser 2011-7R, Cl A1
1.409%, 08/28/2047 (A) (B)		43		43
Credit Suisse Mortgage Capital Certificates, Ser 2011-9R, Cl A1
2.159%, 03/27/2046 (A) (B)		201		202
CSMC, Ser 2009-2R, Cl 1A16
2.618%, 09/26/2034 (A) (B)		1,000		987

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CSMC, Ser 2010-16, Cl A3
3.428%, 06/25/2050 (A) (B)	$	100	$	99
CSMC, Ser 2010-3R, Cl 2A3
4.500%, 12/26/2036 (A) (B)		770		775
CSMC, Ser 2012-11R, Cl A6
1.155%, 06/28/2047 (A) (B)		382		366
CW Capital Cobalt, Ser 2006-C1, Cl A4
5.223%, 08/15/2048		213		229
DBRR Trust, Ser 2011-LC2, Cl A4A
4.537%, 07/12/2044 (A) (B)		500		541
DBRR Trust, Ser 2013-EZ2, Cl A
0.853%, 02/25/2045 (A) (B)		136		136
DBRR Trust, Ser 2013-EZ3, Cl A
1.636%, 12/18/2049 (A) (B)		251		252
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A1
3.742%, 11/10/2046 (B)		269		282
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A3
5.002%, 11/10/2046 (B)		227		253
DBUBS Mortgage Trust, Ser 2011-LC2A, Cl A4
4.537%, 07/10/2044 (B)		509		552
Deutsche ALT-A Securities Alternate Loan Trust, Ser 2005-1, Cl 2A1
5.714%, 02/25/2020 (A)		62		64
Deutsche Mortgage Securities, Ser 2009-RS2, Cl 4A1
0.615%, 04/26/2037 (A) (B)		18		17
Developers Diversified Realty, Ser 2009-DDR1, Cl A
3.807%, 10/14/2022 (B)		314		319
Extended Stay America Trust, Ser 2013-ESH7, Cl A27
2.958%, 12/05/2031 (B)		140		139
FDIC Trust, Ser 2013-N1, Cl A
4.500%, 10/25/2018 (B)		82		83
First Horizon Asset Securities, Ser 2003-8, Cl 2A1
4.500%, 09/25/2018		37		37
GE Capital Assurance, Ser 2003-1, Cl A4
5.254%, 05/12/2035 (A) (B)		225		232
GMAC Commercial Mortgage Securities, Ser 2006-C1, Cl AM
5.290%, 11/10/2045 (A)		380		402
GMAC Mortgage Loan Trust, Ser 2003-AR1, Cl A4
2.983%, 10/19/2033 (A)		135		133
GMAC Mortgage Loan Trust, Ser 2003-GH2, Cl A4
5.000%, 10/25/2033		106		110

88 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GMAC Mortgage Loan Trust, Ser 2003-J7, Cl A7
5.000%, 11/25/2033	$	138	$	142
GMAC Mortgage Loan Trust, Ser 2004-J5, Cl A7
6.500%, 01/25/2035		124		130
GMAC Mortgage Loan Trust, Ser 2004-J6, Cl 1A1
5.000%, 01/25/2020		49		50
Greenwich Capital Commercial Funding, Ser 2007-GG11, Cl A4
5.736%, 12/10/2049		40		45
GS Mortgage Securities II, Ser 2005-GG4, Cl A4A
4.751%, 07/10/2039		148		152
GS Mortgage Securities II, Ser 2006-GG8, Cl X, IO
0.566%, 11/10/2039 (A) (B)		2,698		33
GS Mortgage Securities II, Ser 2013-KING, Cl A
2.706%, 12/10/2027 (B)		118		118
GS Mortgage Securities Trust, Ser 2007-GG10, Cl A4
5.819%, 08/10/2045 (A)		258		286
GS Mortgage Securities Trust, Ser 2011-GC5, Cl A4
3.707%, 08/10/2044		1,725		1,785
GS Mortgage Securities Trust, Ser 2013-GC16, Cl A3
4.244%, 11/10/2046		130		137
GS Mortgage Securities Trust, Ser 2013-GC16, Cl A4
4.271%, 11/10/2046		190		200
GS Mortgage Securities Trust, Ser 2013-GC16, Cl AAB
3.813%, 11/10/2046		450		469
GS Mortgage Securities Trust, Ser 2013-GC16, Cl AS
4.649%, 11/10/2046		130		138
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046 (A)		110		117
GS Mortgage Securities Trust, Ser 2013-NYC5, Cl A
2.318%, 01/10/2030 (B)		122		122
GS Mortgage Securities Trust, Ser 2014-GC18, Cl AAB
3.648%, 01/10/2047		304		312
GS Mortgage Securities Trust, Ser 2014-GC20, Cl AAB
3.655%, 04/10/2047		561		578
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AF
0.504%, 09/25/2035 (A) (B)		158		135

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.567%, 10/25/2033 (A)	$	202	$	206
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		127		133
GSR Mortgage Loan Trust, Ser 2005-5F, Cl 8A3
0.654%, 06/25/2035 (A)		21		21
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		32		32
Homestar Mortgage Acceptance, Ser 2004-5, Cl A1
0.604%, 10/25/2034 (A)		1,079		1,079
Homestar Mortgage Acceptance, Ser 2004-6, Cl M3
1.254%, 01/25/2035 (A)		1,640		1,429
Impac Secured Assets Trust, Ser 2003-2, Cl A1
5.500%, 08/25/2033		96		101
Impac Secured Assets Trust, Ser 2004-3, Cl M1
1.054%, 11/25/2034 (A)		720		587
Impac Secured Assets Trust, Ser 2006-1, Cl 2A1
0.504%, 05/25/2036 (A)		85		84
Impac Secured Assets Trust, Ser 2006-2, Cl 2A1
0.504%, 08/25/2036 (A)		96		94
Impac Secured Assets Trust, Ser 2007-2, Cl 2A
0.404%, 04/25/2037 (A)		281		263
Impac Secured Assets Trust, Ser 2007-A, Cl M1
0.554%, 05/25/2037 (A)		614		555
Impact Funding LLC, Ser 2010-1, Cl A1
5.314%, 01/25/2051 (B)		890		992
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl A4
4.096%, 11/15/2045		141		147
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl AS
4.420%, 11/15/2045		150		157
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl C
5.082%, 11/15/2045 (A)		60		63
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.888%, 01/15/2047 (A)		30		32

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 89

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2004-LN2, Cl A2
5.115%, 07/15/2041	$	192	$	193
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2005-LDP2, Cl A3A
4.678%, 07/15/2042		55		56
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB14, Cl A4
5.481%, 12/12/2044 (A)		142		151
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.224%, 06/12/2043 (A)		10,692		62
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB17, Cl A4
5.429%, 12/12/2043		477		516
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP8, Cl A4
5.399%, 05/15/2045		907		982
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP9, Cl A2
5.134%, 05/15/2047		30		30
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-LDP9, Cl A3SF
0.310%, 05/15/2047 (A)		65		64
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB18, Cl A4
5.716%, 02/15/2051		229		253
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB20, Cl AM
5.904%, 02/12/2051 (A)		180		203
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2010-C2, Cl A3
4.070%, 11/15/2043 (B)		733		779
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2010-CNTR, Cl A1
3.300%, 08/05/2032 (B)		107		112
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C3, Cl A3
4.388%, 02/15/2046 (B)		767		834
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2011-C4, Cl A4
4.388%, 07/15/2046 (B)		303		327

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-C8, Cl ASB
2.379%, 10/15/2045	$	219	$	214
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-INN, Cl A
1.555%, 10/15/2030 (A) (B)		230		230
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-INN, Cl C
2.705%, 10/15/2030 (A) (B)		180		180
JPMorgan Mortgage Trust, Ser 2004-A3, Cl 4A1
2.755%, 07/25/2034 (A)		36		38
JPMorgan Mortgage Trust, Ser 2004-A4, Cl 1A1
2.771%, 09/25/2034 (A)		41		42
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
2.733%, 08/25/2034 (A)		303		303
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.546%, 11/25/2033 (A)		163		163
JPMorgan Mortgage Trust, Ser 2006-A3, Cl 6A1
2.757%, 08/25/2034 (A)		161		162
JPMorgan Resecuritization Trust, Ser 2010-4, Cl 7A1
1.865%, 08/26/2035 (A) (B)		59		59
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl A3
5.858%, 07/15/2044 (A)		96		96
LB Commercial Conduit Mortgage Trust, Ser 2007-C3, Cl AM
5.868%, 07/15/2044 (A)		60		67
LB-UBS Commercial Mortgage Trust, Ser 2004-C8, Cl A6
4.799%, 12/15/2029 (A)		32		32
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl A4
5.156%, 02/15/2031		200		212
LB-UBS Commercial Mortgage Trust, Ser 2006-C1, Cl XCL, IO
0.365%, 02/15/2041 (A) (B)		7,580		45
LB-UBS Commercial Mortgage Trust, Ser 2006-C4, Cl A4
5.833%, 06/15/2038 (A)		123		134
LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl AM
6.150%, 09/15/2045 (A)		40		46

90 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Master Alternative Loans Trust, Ser 2003-9, Cl 2A1
6.000%, 12/25/2033	$	87	$	94
Master Resecuritization Trust, Ser 2005, Cl PO, PO
0.000%, 05/28/2035 (B)		44		35
MASTR Asset Securitization Trust, Ser 2003-11, Cl 9A6
5.250%, 12/25/2033		192		203
MASTR Asset Securitization Trust, Ser 2003-2, Cl 1A1
5.000%, 03/25/2018		18		18
MASTR Asset Securitization Trust, Ser 2003-3, Cl 3A18
5.500%, 04/25/2033		56		56
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.640%, 07/25/2033 (A)		34		35
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.625%, 02/25/2034 (A)		215		218
Merrill Lynch Mortgage Investors Trust, Ser 2005-LC1, Cl AJ
5.368%, 01/12/2044 (A)		120		128
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
0.204%, 12/12/2049 (A) (B)		2,924		36
Merrill Lynch/Countrywide Commercial Mortgage Trust, Ser 2007-5, Cl A4
5.378%, 08/12/2048		565		611
MLCC Mortgage Investors, Ser 2004-A, Cl A1
0.614%, 04/25/2029 (A)		429		408
MLCC Mortgage Investors, Ser 2004-A, Cl A2
0.832%, 04/25/2029 (A)		70		68
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C5, Cl A3
2.825%, 08/15/2045		234		231
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A3
2.506%, 11/15/2045		622		606
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A1
1.394%, 07/15/2046		453		455
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C10, Cl A3
3.968%, 07/15/2046 (A)		338		352

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C7, Cl A4
2.918%, 02/15/2046	$	50	$	48
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C7, Cl AS
3.214%, 02/15/2046		71		68
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		78
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl ASB
3.654%, 04/15/2047		309		318
Morgan Stanley Capital I Trust, Ser 2011-C2, Cl A2
3.476%, 06/15/2044 (B)		540		565
Morgan Stanley Capital I, Ser 2004-HQ4, Cl A7
4.970%, 04/14/2040		231		232
Morgan Stanley Capital I, Ser 2007-HQ11, Cl X, IO
0.230%, 02/12/2044 (A) (B)		6,771		35
Morgan Stanley Capital I, Ser 2007-T27, Cl A4
5.648%, 06/11/2042 (A)		100		112
Morgan Stanley Capital I, Ser 2011-C3, Cl A2
3.224%, 07/15/2049		276		288
Morgan Stanley Capital I, Ser 2011-C3, Cl A3
4.054%, 07/15/2049		100		106
Morgan Stanley Capital I, Ser 2011-C3, Cl A4
4.118%, 07/15/2049		170		180
Morgan Stanley Capital I, Ser 2012-XA, Cl A
2.000%, 07/27/2049 (B)		466		468
Morgan Stanley Re-REMIC Trust, Ser 2009-IO, Cl B, PO
0.000%, 07/17/2056 (B)		77		77
Morgan Stanley Re-REMIC Trust, Ser 2010-HQ4B, Cl A7A
4.970%, 04/16/2040 (B)		60		60
Morgan Stanley Re-REMIC Trust, Ser 2010-R4, Cl 2A
0.490%, 07/26/2036 (A) (B)		785		783
Morgan Stanley Re-REMIC Trust, Ser 2011-IO, Cl A
2.500%, 03/23/2051 (B)		94		96
Morgan Stanley Re-REMIC Trust, Ser 2012-XA, Cl B
0.250%, 07/27/2049 (B)		130		107

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 91

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Morgan Stanley, Ser 12-IO, Cl AXA
1.000%, 03/27/2051 (B)	$	128	$	129
Motel 6 Trust, Ser 2012-MTL6, Cl A2
1.948%, 10/05/2025 (B)		443		440
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A3
5.669%, 03/25/2047		203		207
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4
6.138%, 03/25/2047		167		171
NorthStar Mortgage Trust, Ser 2012-1, Cl A
1.357%, 08/25/2029 (A) (B)		99		99
ORES NPL, Ser 2013-LV2, Cl A
3.081%, 09/25/2025 (B)		201		201
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		64		67
Prime Mortgage Trust, Ser 2004-CL1, Cl 1PO, PO
0.000%, 02/25/2034		23		19
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/13/2032 (A) (B)		460		468
RBSSP Resecuritization Trust, Ser 2010-9, Cl 7A5
4.000%, 05/26/2037 (A) (B)		123		126
Residential Accredit Loans, Ser 2003-QS15, Cl A7
5.500%, 08/25/2033		256		261
Residential Accredit Loans, Ser 2003-QS18, Cl A1
5.000%, 09/25/2018		85		87
Residential Accredit Loans, Ser 2004-QA7, Cl A4
5.500%, 05/25/2034		336		344
Residential Asset Mortgage Products, Ser 2004-SL1, Cl A8
6.500%, 11/25/2031		406		417
Residential Asset Securitization Trust, Ser 2002-A13, Cl A4
5.250%, 12/25/2017		30		30
Residential Asset Securitization Trust, Ser 2003-A5, Cl A1
5.500%, 06/25/2033		73		77
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.505%, 12/25/2034 (A)		562		570
Salomon Brothers Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.618%, 09/25/2033 (A)		97		99

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Sequoia Mortgage Trust, Ser 2004-11, Cl A1
0.457%, 12/20/2034 (A)	$	259	$	258
Sequoia Mortgage Trust, Ser 2011-1, Cl A1
4.125%, 02/25/2041 (A)		14		15
Springleaf Mortgage Loan Trust, Ser 2011-1A, Cl A1
4.050%, 01/25/2058 (A) (B)		117		123
Springleaf Mortgage Loan Trust, Ser 2011-1A, Cl A2
5.450%, 01/25/2058 (A) (B)		300		329
Springleaf Mortgage Loan Trust, Ser 2012-2A, Cl A
2.220%, 10/25/2057 (A) (B)		75		76
Springleaf Mortgage Loan Trust, Ser 2012-2A, Cl M4
6.000%, 10/25/2057 (A) (B)		100		105
Springleaf Mortgage Loan Trust, Ser 2012-3A, Cl A
1.570%, 12/25/2059 (A) (B)		170		170
Springleaf Mortgage Loan Trust, Ser 2013-1A, Cl A
1.270%, 06/25/2058 (A) (B)		196		195
Springleaf Mortgage Loan Trust, Ser 2013-1A, Cl M1
2.310%, 06/25/2058 (A) (B)		103		100
Springleaf Mortgage Loan Trust, Ser 2013-2A, Cl A
1.780%, 12/25/2065 (A) (B)		601		600
Springleaf Mortgage Loan Trust, Ser 2013-2A, Cl M1
3.520%, 12/25/2065 (A) (B)		125		125
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-5, Cl 2A
2.359%, 05/25/2034 (A)		388		380
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-6, Cl 5A4
4.755%, 06/25/2034 (A)		52		51
Structured Asset Securities, Ser 2003-16, Cl A3
0.654%, 06/25/2033 (A)		34		34
Structured Asset Securities, Ser 2003-24A, Cl 3A2
2.369%, 07/25/2033 (A)		201		203
Structured Asset Securities, Ser 2003-32, Cl 1A1
5.499%, 11/25/2033 (A)		50		52
Structured Asset Securities, Ser 2003-33H, Cl 1A1
5.500%, 10/25/2033		137		140

92 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Structured Asset Securities, Ser 2003-37A, Cl 2A
3.611%, 12/25/2033 (A)	$	63	$	64
Structured Asset Securities, Ser 2004-5H, Cl A4
5.540%, 12/25/2033		221		227
UBS-BAMLL Trust, Ser 2012-WRM, Cl A
3.663%, 06/10/2030 (B)		145		143
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4
3.525%, 05/10/2063		289		290
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl XA, IO
1.787%, 05/10/2063 (A) (B)		761		66
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A3
2.728%, 08/10/2049		235		233
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl AS
3.317%, 12/10/2045 (B)		75		72
UBS-Barclays Commercial Mortgage Trust, Ser 2013-C6, Cl ASB
2.788%, 04/10/2046		513		506
Vendee Mortgage Trust, Ser 1993-1, Cl ZB
7.250%, 02/15/2023		608		701
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030 (B)		100		96
VNO Mortgage Trust, Ser 2013-PENN, Cl A
3.808%, 12/13/2029 (B)		250		261
Wachovia Bank Commercial Mortgage Trust, Ser 2007-C30, Cl AM
5.383%, 12/15/2043		90		97
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.427%, 10/25/2033 (A)		164		167
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.299%, 08/25/2033 (A)		90		91
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR8, Cl A
2.419%, 08/25/2033 (A)		46		47

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.420%, 09/25/2033 (A)	$	143	$	146
WaMu Mortgage Pass-Through Certificates, Ser 2003-S13, Cl 21A1
4.500%, 12/25/2018		38		38
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
17.038%, 06/25/2033 (A)		24		28
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		365		375
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A1
2.443%, 06/25/2034 (A)		67		68
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.443%, 06/25/2034 (A)		100		102
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 7A
5.500%, 08/25/2019		121		125
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		299		313
WaMu Mortgage Pass-Through Certificates, Ser 2004-S2, Cl 2A4
5.500%, 06/25/2034		201		211
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A1
0.444%, 10/25/2045 (A)		967		888
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
0.934%, 10/25/2045 (A)		1,017		979
Wells Fargo Commercial Mortgage Trust, Ser 2013-120B, Cl A
2.710%, 03/18/2028 (A) (B)		200		196
Wells Fargo Mortgage Loan Trust, Ser 2012-RR1, Cl A1
2.847%, 08/27/2037 (A) (B)		83		84
Wells Fargo Mortgage-Backed Securities Trust, Ser 2003-K, Cl 1A1
2.496%, 11/25/2033 (A)		63		65

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 93

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-E, Cl A2
4.500%, 05/25/2034 (A)	$	24	$	24
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 2A1
2.613%, 12/25/2034 (A)		145		148
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 2A2
2.613%, 12/25/2034 (A)		145		149
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-EE, Cl 3A1
2.692%, 12/25/2034 (A)		72		73
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-H, Cl A1
2.615%, 06/25/2034 (A)		278		284
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-I, Cl 1A1
2.638%, 07/25/2034 (A)		158		160
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-P, Cl 2A1
2.613%, 09/25/2034 (A)		270		276
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-V, Cl 1A1
2.621%, 10/25/2034 (A)		80		83
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-V, Cl 1A2
2.621%, 10/25/2034 (A)		161		165
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR3, Cl 1A1
2.621%, 03/25/2035 (A)		366		372
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR8, Cl 2A1
2.634%, 06/25/2035 (A)		144		145
WFRBS Commercial Mortgage Trust, Ser 2011-C3, Cl A4
4.375%, 03/15/2044 (B)		125		134
WFRBS Commercial Mortgage Trust, Ser 2011-C5, Cl A4
3.667%, 11/15/2044		790		812
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.588%, 06/15/2045 (A) (B)		390		36
				69,485
Total Mortgage-Backed Securities (Cost $382,908) ($ Thousands)				389,996

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 23.1%
Consumer Discretionary — 1.7%
21st Century Fox America
7.300%, 04/30/2028	$	150	$	186
7.250%, 05/18/2018		50		60
6.900%, 08/15/2039		10		13
6.750%, 01/09/2038		20		24
6.650%, 11/15/2037		25		31
6.150%, 03/01/2037		465		538
6.150%, 02/15/2041		15		18
CBS
7.875%, 07/30/2030		90		118
5.750%, 04/15/2020		25		28
Comcast
7.050%, 03/15/2033		90		117
6.950%, 08/15/2037		50		65
6.550%, 07/01/2039		70		87
6.500%, 01/15/2017		1,280		1,461
4.750%, 03/01/2044 (D)		295		299
4.250%, 01/15/2033		125		123
3.600%, 03/01/2024 (D)		395		397
Comcast Cable Communications Holdings
9.455%, 11/15/2022		200		283
Comcast Cable Holdings
10.125%, 04/15/2022		45		63
Cox Communications
6.950%, 06/01/2038 (B)		10		11
5.450%, 12/15/2014		22		23
Cox Enterprises
7.375%, 07/15/2027 (B)		50		60
Daimler Finance North America LLC (B)
2.625%, 09/15/2016		150		155
2.375%, 08/01/2018		790		797
1.875%, 09/15/2014		328		330
1.875%, 01/11/2018		247		246
1.300%, 07/31/2015		490		493
1.125%, 03/10/2017		555		551
DIRECTV Holdings
5.150%, 03/15/2042		25		24
4.600%, 02/15/2021		100		105
4.450%, 04/01/2024		535		537
DIRECTV Holdings LLC
6.000%, 08/15/2040		585		610
3.800%, 03/15/2022		215		213
Discovery Communications
4.950%, 05/15/2042		25		25
4.375%, 06/15/2021		53		56
ERAC USA Finance (B)
6.700%, 06/01/2034		71		84
5.625%, 03/15/2042 (D)		355		388
2.750%, 03/15/2017		16		16
Ford Motor
4.750%, 01/15/2043		240		232

94 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ford Motor Credit LLC
4.375%, 08/06/2023 (D)	$	410	$	423
2.375%, 03/12/2019		200		198
Gap
5.950%, 04/12/2021 (D)		133		150
Historic TW
9.150%, 02/01/2023		200		273
Home Depot
3.750%, 02/15/2024		66		67
Johnson Controls
5.250%, 12/01/2041		120		127
4.250%, 03/01/2021		65		70
3.750%, 12/01/2021		69		71
Lowe’s MTN
7.110%, 05/15/2037		110		143
5.125%, 11/15/2041		11		12
LVMH Moet Hennessy Louis Vuitton
1.625%, 06/29/2017 (B)		427		430
Macy’s Retail Holdings
7.450%, 07/15/2017		35		41
5.125%, 01/15/2042		14		14
McDonald’s MTN
5.350%, 03/01/2018		150		170
NBCUniversal Enterprise
1.974%, 04/15/2019 (B)		300		292
NBCUniversal Media
5.950%, 04/01/2041		50		59
Newell Rubbermaid
4.700%, 08/15/2020		47		50
QVC
5.950%, 03/15/2043		10		10
Rogers Cable
8.750%, 05/01/2032		70		96
TCI Communications
8.750%, 08/01/2015		210		233
7.125%, 02/15/2028		200		253
Thomson Reuters
5.650%, 11/23/2043		60		63
4.700%, 10/15/2019		75		82
3.950%, 09/30/2021		109		111
1.300%, 02/23/2017		230		229
Time Warner
7.700%, 05/01/2032		420		563
7.625%, 04/15/2031		385		513
5.375%, 10/15/2041		12		13
Time Warner Cable
8.250%, 04/01/2019		200		249
7.300%, 07/01/2038		110		137
6.750%, 07/01/2018		40		47
5.875%, 11/15/2040		210		228
5.500%, 09/01/2041		44		46
5.000%, 02/01/2020		320		349
4.000%, 09/01/2021		110		114

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Toyota Motor Credit MTN
2.100%, 01/17/2019 (D)	$	695	$	692
2.000%, 10/24/2018		174		174
TRW Automotive
4.450%, 12/01/2023 (B)		170		171
Viacom
5.250%, 04/01/2044		375		383
4.250%, 09/01/2023		160		165
3.875%, 12/15/2021		75		77
3.250%, 03/15/2023		22		21
Volkswagen International Finance
1.125%, 11/18/2016 (B)		580		580
Walt Disney MTN
0.450%, 12/01/2015		21		21
WPP Finance
5.625%, 11/15/2043		60		63
5.125%, 09/07/2042		60		59
Yum! Brands
5.350%, 11/01/2043		180		188
				17,387
Consumer Staples — 1.6%
Altria Group
9.950%, 11/10/2038		50		80
5.375%, 01/31/2044 (D)		290		303
4.750%, 05/05/2021		230		251
4.000%, 01/31/2024		230		230
2.850%, 08/09/2022		460		432
Anheuser-Busch InBev Finance
4.000%, 01/17/2043		265		247
3.700%, 02/01/2024		205		207
2.150%, 02/01/2019		420		420
Anheuser-Busch InBev Worldwide
7.750%, 01/15/2019 (D)		930		1,152
2.500%, 07/15/2022		420		397
1.375%, 07/15/2017		105		105
0.800%, 07/15/2015		110		110
Bunge Finance
8.500%, 06/15/2019		120		148
Coca-Cola
2.450%, 11/01/2020		630		621
1.800%, 09/01/2016		60		61
Coca-Cola Femsa
2.375%, 11/26/2018		400		400
ConAgra Foods
2.100%, 03/15/2018		7		7
1.900%, 01/25/2018		250		248
CVS Caremark
6.125%, 09/15/2039		40		48
5.750%, 05/15/2041		50		58
5.300%, 12/05/2043		90		99
2.750%, 12/01/2022		550		519
2.250%, 12/05/2018		335		335

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 95

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CVS Pass-Through Trust
5.926%, 01/10/2034 (B)	$	92	$	102
Diageo Capital PLC
4.828%, 07/15/2020		90		100
1.125%, 04/29/2018		860		836
Diageo Investment
2.875%, 05/11/2022		580		563
Heineken
1.400%, 10/01/2017 (B)		70		70
Japan Tobacco
2.100%, 07/23/2018 (B)		225		225
Kellogg
1.750%, 05/17/2017		115		116
Kimberly-Clark
2.400%, 03/01/2022		12		11
Kraft Foods Group
6.125%, 08/23/2018		225		261
5.375%, 02/10/2020		31		35
5.000%, 06/04/2042		50		52
3.500%, 06/06/2022		1,260		1,268
Kroger
7.500%, 04/01/2031		90		115
6.900%, 04/15/2038		80		99
5.400%, 07/15/2040		14		15
2.200%, 01/15/2017		40		41
Lorillard Tobacco
8.125%, 06/23/2019		370		457
Mondelez International
6.500%, 02/09/2040		313		394
5.375%, 02/10/2020		550		622
4.000%, 02/01/2024 (D)		400		406
PepsiCo
7.900%, 11/01/2018		11		14
4.000%, 03/05/2042		150		139
3.000%, 08/25/2021		31		31
2.750%, 03/05/2022		355		345
2.500%, 05/10/2016		35		36
2.250%, 01/07/2019		455		457
1.250%, 08/13/2017		72		72
0.700%, 08/13/2015		220		221
Pernod Ricard (B)
5.750%, 04/07/2021		370		420
4.450%, 01/15/2022		370		387
Philip Morris International
4.500%, 03/20/2042		240		235
2.500%, 08/22/2022		400		376
Reynolds American
3.250%, 11/01/2022		280		263
SABMiller Holdings
3.750%, 01/15/2022 (B)		245		250
Tyson Foods
4.500%, 06/15/2022		280		292
Wal-Mart Stores
5.625%, 04/15/2041		20		24

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wm Wrigley Jr (B)
3.375%, 10/21/2020	$	365	$	369
2.900%, 10/21/2019		496		500
2.400%, 10/21/2018		190		191
2.000%, 10/20/2017		105		105
				16,993
Energy — 2.4%
Anadarko Finance, Ser B
7.500%, 05/01/2031		90		115
Anadarko Petroleum
6.375%, 09/15/2017		40		46
5.950%, 09/15/2016		60		67
Apache
5.625%, 01/15/2017		250		279
3.250%, 04/15/2022		109		110
Baker Hughes
7.500%, 11/15/2018		170		209
BG Energy Capital PLC
4.000%, 10/15/2021 (B)		575		596
BP Capital Markets PLC
3.994%, 09/26/2023		95		98
3.814%, 02/10/2024		83		84
3.561%, 11/01/2021		80		82
3.245%, 05/06/2022		440		436
1.846%, 05/05/2017		172		175
Cameron International
4.000%, 12/15/2023		21		21
Canadian Natural Resources
7.200%, 01/15/2032		50		63
6.450%, 06/30/2033		50		60
Canadian Oil Sands
6.000%, 04/01/2042 (B)		153		169
Cenovus Energy
4.450%, 09/15/2042		19		18
3.000%, 08/15/2022		8		8
Chevron
3.191%, 06/24/2023		22		22
2.427%, 06/24/2020		14		14
Conoco Funding
7.250%, 10/15/2031		130		177
ConocoPhillips
6.000%, 01/15/2020		100		118
DCP Midstream Operating
5.600%, 04/01/2044		270		282
2.700%, 04/01/2019		265		264
Devon Energy
6.300%, 01/15/2019		80		94
5.600%, 07/15/2041		350		388
4.750%, 05/15/2042		17		17
3.250%, 05/15/2022		327		322
1.200%, 12/15/2016		390		390
Devon Financing LLC
7.875%, 09/30/2031		40		54

96 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Diamond Offshore Drilling
4.875%, 11/01/2043 (D)	$	220	$	215
Ecopetrol
7.375%, 09/18/2043		260		297
El Paso Pipeline Partners Operating LLC
4.100%, 11/15/2015		185		193
Encana
6.500%, 05/15/2019		100		117
6.500%, 02/01/2038		390		468
Energy Transfer Partners
8.250%, 11/15/2029		675		839
ENI
5.700%, 10/01/2040 (B)		300		312
EnLink Midstream Partners
4.400%, 04/01/2024		140		143
2.700%, 04/01/2019		160		161
Enterprise Products Operating
5.700%, 02/15/2042		40		44
5.100%, 02/15/2045		259		268
3.900%, 02/15/2024		58		58
Halliburton
6.150%, 09/15/2019		80		95
2.000%, 08/01/2018		370		370
Hess
8.125%, 02/15/2019		260		326
Kerr-McGee
6.950%, 07/01/2024		603		731
Kinder Morgan Energy Partners
5.500%, 03/01/2044		150		153
5.000%, 03/01/2043		115		110
4.150%, 02/01/2024 (D)		210		209
Magellan Midstream Partners
5.150%, 10/15/2043		185		194
Murphy Oil
3.700%, 12/01/2022		350		340
Noble Energy
5.250%, 11/15/2043		60		63
4.150%, 12/15/2021		230		242
Noble Holding International
5.250%, 03/15/2042		40		39
3.950%, 03/15/2022		12		12
Occidental Petroleum
2.700%, 02/15/2023		449		424
1.750%, 02/15/2017		35		35
ONEOK Partners
3.200%, 09/15/2018		205		211
2.000%, 10/01/2017 (D)		225		226
Pemex Project Funding Master Trust
6.625%, 06/15/2035		350		389
Petrobras Global Finance
1.855%, 05/20/2016 (A)		350		346

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Petrobras Global Finance BV
6.250%, 03/17/2024 (D)	$	465	$	479
4.375%, 05/20/2023		39		36
3.000%, 01/15/2019		335		317
2.000%, 05/20/2016		300		297
Petrobras International Finance
5.375%, 01/27/2021		1,170		1,183
Petro-Canada
6.800%, 05/15/2038		475		601
6.050%, 05/15/2018		115		132
Petrofac
3.400%, 10/10/2018 (B)		270		275
Petroleos Mexicanos
6.375%, 01/23/2045 (B)		898		969
5.500%, 06/27/2044		190		183
4.875%, 01/18/2024 (B)		32		33
3.500%, 01/30/2023		536		504
2.257%, 07/18/2018 (A)		130		136
Phillips 66
5.875%, 05/01/2042		35		40
4.300%, 04/01/2022		26		27
2.950%, 05/01/2017		33		34
Rowan
5.400%, 12/01/2042		144		137
Schlumberger Investment
3.650%, 12/01/2023		61		62
3.300%, 09/14/2021 (B)		47		48
Shell International Finance
4.375%, 03/25/2020		140		154
3.400%, 08/12/2023		465		466
Spectra Energy Capital
8.000%, 10/01/2019		200		245
5.650%, 03/01/2020		100		111
Spectra Energy Partners
5.950%, 09/25/2043		30		34
2.950%, 09/25/2018		155		158
Statoil
5.250%, 04/15/2019		140		159
4.250%, 11/23/2041		27		26
3.150%, 01/23/2022		33		33
3.125%, 08/17/2017		50		53
2.900%, 11/08/2020		884		892
Suncor Energy
6.850%, 06/01/2039		50		64
Sunoco Logistics Partners Operations
5.300%, 04/01/2044		140		140
4.250%, 04/01/2024		140		140
Talisman Energy
7.750%, 06/01/2019		100		121
3.750%, 02/01/2021		135		134
TC PipeLines
4.650%, 06/15/2021		85		88

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 97

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Tennessee Gas Pipeline
8.000%, 02/01/2016	$	1,000	$	1,116
Tosco
7.800%, 01/01/2027		65		89
Total Capital
4.250%, 12/15/2021		50		54
Total Capital International
3.700%, 01/15/2024		42		43
2.875%, 02/17/2022		37		36
1.550%, 06/28/2017		28		28
TransCanada Pipelines
7.125%, 01/15/2019		50		61
6.500%, 08/15/2018		175		206
4.625%, 03/01/2034		810		830
Transocean
7.350%, 12/15/2041		9		11
6.500%, 11/15/2020		120		135
6.375%, 12/15/2021 (D)		406		456
5.050%, 12/15/2016		90		98
Union Pacific Resources Group
7.150%, 05/15/2028		52		63
Weatherford International
5.950%, 04/15/2042		122		131
4.500%, 04/15/2022		20		21
Western Gas Partners
5.375%, 06/01/2021		105		115
4.000%, 07/01/2022		35		35
Williams
7.875%, 09/01/2021		366		435
Williams Partners
4.300%, 03/04/2024 (D)		235		236
				25,118
Financials — 10.1%
ABB Treasury Center USA
2.500%, 06/15/2016 (B)		325		335
Abbey National Treasury Services
4.000%, 03/13/2024		280		282
ACE INA Holdings
5.600%, 05/15/2015		100		106
African Development Bank
8.800%, 09/01/2019		100		128
AIG SunAmerica Global Finance
6.900%, 03/15/2032 (B)		30		39
American Express
7.000%, 03/19/2018		170		202
American Express Credit MTN
2.800%, 09/19/2016		44		46
1.750%, 06/12/2015		624		633
American Honda Finance MTN
3.875%, 09/21/2020 (B)		495		521
2.125%, 10/10/2018		47		47
1.000%, 08/11/2015 (B)		210		211

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American International Group
8.175%, 05/15/2058 (A)	$	75	$	99
6.400%, 12/15/2020 (D)		180		214
5.850%, 01/16/2018		655		749
4.875%, 06/01/2022		30		33
4.125%, 02/15/2024		71		73
American Tower‡
5.050%, 09/01/2020		194		209
4.500%, 01/15/2018		260		280
3.500%, 01/31/2023		323		305
1.551%, 03/15/2018 (B)		25		24
Ameriprise Financial
4.000%, 10/15/2023		130		134
Andina de Fomento
3.750%, 01/15/2016		90		94
ANZ National MTN
3.125%, 08/10/2015 (B)		100		103
AON
6.250%, 09/30/2040		19		23
3.500%, 09/30/2015		11		11
Associates Corporation of North America
6.950%, 11/01/2018		128		152
Assurant
2.500%, 03/15/2018		295		293
Australia & New Zealand Banking Group
4.500%, 03/19/2024 (B)		310		309
AvalonBay Communities‡
3.625%, 10/01/2020		95		98
Bank of America MTN
7.375%, 05/15/2014		400		403
6.875%, 04/25/2018		100		118
6.500%, 08/01/2016		1,325		1,484
6.400%, 08/28/2017		150		172
6.100%, 06/15/2017		2,600		2,941
6.000%, 09/01/2017		340		386
5.750%, 12/01/2017		70		79
5.700%, 01/24/2022		5		6
5.650%, 05/01/2018		1,100		1,243
5.625%, 07/01/2020		75		85
5.420%, 03/15/2017		200		220
5.000%, 05/13/2021		410		452
5.000%, 01/21/2044		625		638
4.875%, 04/01/2044		230		231
4.125%, 01/22/2024 (D)		1,045		1,057
4.100%, 07/24/2023		340		345
4.000%, 04/01/2024		485		484
3.300%, 01/11/2023		300		289
2.650%, 04/01/2019		140		140
2.600%, 01/15/2019		985		989
1.500%, 10/09/2015		984		993
Bank of Montreal MTN
1.400%, 09/11/2017		108		107

98 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bank of New York Mellon MTN
4.600%, 01/15/2020	$	40	$	44
3.550%, 09/23/2021		34		35
2.950%, 06/18/2015 (D)		125		129
2.400%, 01/17/2017		129		133
2.200%, 03/04/2019		575		573
Bank of Tokyo-Mitsubishi UFJ (B)
4.100%, 09/09/2023		200		207
3.850%, 01/22/2015		100		102
3.750%, 03/10/2024		270		272
Barclays Bank
5.200%, 07/10/2014		150		152
5.000%, 09/22/2016		100		110
2.750%, 02/23/2015		110		112
BB&T
4.900%, 06/30/2017		200		219
3.950%, 04/29/2016		160		170
Bear Stearns
7.250%, 02/01/2018		1,500		1,786
Berkshire Hathaway
3.750%, 08/15/2021 (D)		500		530
3.400%, 01/31/2022		65		67
Berkshire Hathaway Finance
5.400%, 05/15/2018 (D)		110		126
4.400%, 05/15/2042		41		40
2.900%, 10/15/2020		450		456
BlackRock
6.250%, 09/15/2017		145		168
Blackstone Holdings Finance
5.875%, 03/15/2021 (B)		295		337
BNP Paribas MTN
2.700%, 08/20/2018		380		388
2.375%, 09/14/2017		110		113
Boston Properties‡
3.800%, 02/01/2024		140		139
3.125%, 09/01/2023		150		141
Capital One Financial
7.375%, 05/23/2014		225		227
4.750%, 07/15/2021		50		55
3.500%, 06/15/2023 (D)		159		156
Caterpillar Financial Services MTN
7.150%, 02/15/2019		110		134
5.850%, 09/01/2017		140		159
Charles Schwab
3.225%, 09/01/2022		20		20
Citigroup
8.125%, 07/15/2039		275		398
6.875%, 03/05/2038		166		214
6.375%, 08/12/2014		153		156
6.125%, 05/15/2018		45		52
6.010%, 01/15/2015		219		228
6.000%, 08/15/2017		620		703
5.875%, 01/30/2042		250		287
5.500%, 10/15/2014		115		118

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.500%, 02/15/2017	$	250	$	276
5.500%, 09/13/2025		269		287
5.375%, 08/09/2020		340		383
5.300%, 01/07/2016		220		236
4.500%, 01/14/2022		380		403
4.450%, 01/10/2017		155		167
4.050%, 07/30/2022		50		50
3.500%, 05/15/2023		150		142
2.650%, 03/02/2015		251		256
2.500%, 09/26/2018		990		995
1.700%, 07/25/2016		340		344
1.350%, 03/10/2017		465		463
0.785%, 08/25/2036 (A)		1,500		1,178
CNA Financial
5.875%, 08/15/2020		72		83
Comerica
3.000%, 09/16/2015		35		36
CommonWealth‡
6.650%, 01/15/2018		60		65
Commonwealth Bank of Australia NY
2.250%, 03/16/2017 (B) (D)		250		257
1.250%, 09/18/2015		250		253
Cooperatieve Centrale Raiffeisen-Boerenleenbank
5.800%, 09/30/2110 (B)		100		106
4.625%, 12/01/2023		530		545
3.875%, 02/08/2022		30		31
3.375%, 01/19/2017		370		392
Credit Agricole
8.375%, 12/31/2049 (A) (B)		170		193
Credit Suisse NY
0.556%, 08/24/2015 (A)		850		850
Credit Suisse USA
5.125%, 08/15/2015		170		180
DDR‡
4.625%, 07/15/2022		355		372
3.375%, 05/15/2023		340		322
Deutsche Bank MTN
3.875%, 08/18/2014		100		101
Discover Financial Services
6.450%, 06/12/2017		250		284
DnB Boligkreditt
2.100%, 10/14/2015 (B)		400		409
Duke Realty‡
3.875%, 02/15/2021		50		50
ERP Operating‡
5.750%, 06/15/2017		125		141
4.625%, 12/15/2021		64		69
Farmers Exchange Capital
7.200%, 07/15/2048 (B)		1,021		1,232
Federal Realty Investment Trust‡
3.950%, 01/15/2024		160		163
3.000%, 08/01/2022		280		271

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 99

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Fifth Third Bancorp
2.300%, 03/01/2019	$	30	$	30
Five Corners Funding Trust
4.419%, 11/15/2023 (B)		500		512
Ford Motor Credit LLC
5.875%, 08/02/2021		550		633
3.984%, 06/15/2016		200		212
2.750%, 05/15/2015		800		816
General Electric Capital MTN
6.875%, 01/10/2039		520		685
6.375%, 11/15/2067 (A)		80		88
6.150%, 08/07/2037		885		1,073
6.000%, 08/07/2019		645		757
5.875%, 01/14/2038 (D)		325		383
5.625%, 09/15/2017		100		114
5.500%, 01/08/2020		180		207
5.400%, 02/15/2017		200		223
5.300%, 02/11/2021		470		529
4.625%, 01/07/2021		540		595
2.300%, 04/27/2017		45		46
2.100%, 12/11/2019		30		30
1.625%, 07/02/2015		180		182
0.716%, 08/15/2036 (A)		850		705
0.616%, 05/05/2026 (A)		155		142
Goldman Sachs Group
7.500%, 02/15/2019		710		859
6.750%, 10/01/2037		182		208
6.250%, 09/01/2017		350		400
6.250%, 02/01/2041		420		499
6.150%, 04/01/2018		780		892
6.000%, 06/15/2020		880		1,011
5.750%, 01/24/2022		200		227
5.375%, 03/15/2020		950		1,060
4.000%, 03/03/2024 (D)		745		739
3.300%, 05/03/2015		55		56
2.900%, 07/19/2018		220		224
2.625%, 01/31/2019		485		484
2.375%, 01/22/2018		520		523
GTP Acquisition Partners
4.347%, 06/15/2016 (B)		144		153
HCP MTN‡
6.300%, 09/15/2016		375		422
6.000%, 06/15/2014		500		505
3.750%, 02/01/2019		653		688
2.625%, 02/01/2020		300		293
Health Care‡
6.125%, 04/15/2020		1,475		1,691
4.500%, 01/15/2024		102		105
Healthcare Realty Trust‡
6.500%, 01/17/2017		1,400		1,580
HSBC Bank PLC
4.125%, 08/12/2020 (B)		100		106
HSBC Bank USA
4.625%, 04/01/2014		175		175
2.375%, 02/13/2015		435		442

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HSBC Finance
6.676%, 01/15/2021	$	850	$	992
5.500%, 01/19/2016		140		151
HSBC Holdings PLC
5.250%, 03/14/2044		310		313
4.875%, 01/14/2022		100		109
4.250%, 03/14/2024		365		365
4.000%, 03/30/2022		206		214
Hyundai Capital America
2.125%, 10/02/2017 (B)		60		60
ING Bank (B)
5.800%, 09/25/2023		670		715
3.750%, 03/07/2017		200		213
Inter-American Development Bank MTN
4.375%, 01/24/2044		100		103
3.875%, 10/28/2041		266		255
IntercontinentalExchange Group
4.000%, 10/15/2023		65		67
2.500%, 10/15/2018		85		86
International Lease Finance (B)
7.125%, 09/01/2018		500		581
6.750%, 09/01/2016		640		712
Intesa Sanpaolo
3.125%, 01/15/2016		250		256
2.375%, 01/13/2017		368		369
Invesco Finance
4.000%, 01/30/2024		43		44
Jackson National Life Global Funding
4.700%, 06/01/2018 (B)		100		107
Jefferies Group
6.450%, 06/08/2027		160		171
6.250%, 01/15/2036		120		122
John Deere Capital MTN
5.750%, 09/10/2018		100		116
JPMorgan Chase
5.400%, 01/06/2042		25		28
4.850%, 02/01/2044		190		194
4.650%, 06/01/2014		85		86
4.500%, 01/24/2022		660		712
3.450%, 03/01/2016		385		403
3.375%, 05/01/2023		150		142
3.250%, 09/23/2022		240		236
3.200%, 01/25/2023		100		97
3.150%, 07/05/2016		180		188
1.100%, 10/15/2015		390		392
JPMorgan Chase Bank
6.000%, 10/01/2017		1,927		2,195
JPMorgan Chase Capital XIII
1.197%, 09/30/2034 (A) (D)		500		416
KeyBank
5.800%, 07/01/2014		250		253
Landwirtschaftliche Rentenbank
1.375%, 10/23/2019		120		115

100 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lazard Group LLC
6.850%, 06/15/2017	$	574	$	653
4.250%, 11/14/2020		290		300
Liberty Mutual Group (B)
6.500%, 05/01/2042		169		200
4.250%, 06/15/2023		350		355
Lincoln National
4.850%, 06/24/2021		10		11
Lloyds TSB Bank MTN
5.800%, 01/13/2020 (B)		310		356
Macquarie Bank
5.000%, 02/22/2017 (B)		170		185
Macquarie Group
7.625%, 08/13/2019 (B)		70		84
7.300%, 08/01/2014 (B)		120		123
7.300%, 08/01/2014		1,475		1,507
6.250%, 01/14/2021 (B)		96		107
6.000%, 01/14/2020 (B)		50		55
Markel
4.900%, 07/01/2022		175		187
3.625%, 03/30/2023		125		122
Massachusetts Mutual Life Insurance (B)
8.875%, 06/01/2039		295		449
5.375%, 12/01/2041 (D)		49		54
MassMutual Global Funding II
2.875%, 04/21/2014 (B)		100		100
MetLife
6.750%, 06/01/2016		390		437
6.400%, 12/15/2036		945		997
5.700%, 06/15/2035		15		17
Metropolitan Life Global Funding (B)
5.125%, 06/10/2014		100		101
1.700%, 06/29/2015		213		216
1.500%, 01/10/2018		100		97
Mid-America Apartments‡
4.300%, 10/15/2023		230		232
Morgan Stanley MTN
7.300%, 05/13/2019		320		388
6.625%, 04/01/2018		2,050		2,390
5.950%, 12/28/2017 (D)		200		228
5.750%, 01/25/2021		100		115
5.625%, 09/23/2019		350		398
5.550%, 04/27/2017		100		112
5.500%, 07/28/2021		207		234
5.450%, 01/09/2017		470		520
5.375%, 10/15/2015		290		309
4.200%, 11/20/2014		156		160
2.500%, 01/24/2019 (D)		210		209
Murray Street Investment Trust
4.647%, 03/09/2017 (E)		537		580
National Australia Bank (B)
3.750%, 03/02/2015		120		124
3.000%, 07/27/2016		180		189

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
National City
6.875%, 05/15/2019	$	50	$	59
0.604%, 06/07/2017 (A)		600		595
National Rural Utilities Cooperative Finance
10.375%, 11/01/2018		60		81
Nationwide Mutual Insurance
9.375%, 08/15/2039 (B)		165		243
6.600%, 04/15/2034 (B)		35		35
5.810%, 12/15/2024 (A) (B)		760		768
New York Life Global Funding
3.000%, 05/04/2015 (B)		150		154
New York Life Insurance
6.750%, 11/15/2039 (B)		255		332
2.100%, 01/02/2019		330		328
Nomura Holdings
6.700%, 03/04/2020		54		63
5.000%, 03/04/2015		40		42
4.125%, 01/19/2016		60		63
Norddeutsche Landesbank Girozentrale
2.000%, 02/05/2019 (B)		1,200		1,190
Nordea Bank (B)
4.875%, 05/13/2021		250		262
2.375%, 04/04/2019		780		777
1.625%, 05/15/2018		220		216
Northwestern Mutual Life Insurance
6.063%, 03/30/2040 (B)		430		517
Oversea-Chinese Banking
1.625%, 03/13/2015 (B)		200		202
PACCAR Financial MTN
1.600%, 03/15/2017		53		53
1.550%, 09/29/2014		35		35
Pacific Life Global Funding MTN
5.000%, 05/15/2017 (B)		50		52
Pacific Life Insurance
9.250%, 06/15/2039 (B)		80		117
Pipeline Funding
7.500%, 01/15/2030 (B)		450		557
PNC Funding
5.125%, 02/08/2020		90		101
3.300%, 03/08/2022		76		77
2.700%, 09/19/2016		20		21
Post Apartment Homes
4.750%, 10/15/2017		700		766
Pricoa Global Funding
1.600%, 05/29/2018 (B)		150		146
Principal Life Income Funding Trusts MTN
5.100%, 04/15/2014 (D)		225		225
Prologis‡
6.875%, 03/15/2020		29		34
Prudential Financial MTN
5.625%, 05/12/2041		10		11

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 101

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Prudential Holdings LLC
8.695%, 12/18/2023 (B)	$	574	$	723
Prudential Insurance of America
8.300%, 07/01/2025 (B)		150		199
Rabobank Nederland
3.200%, 03/11/2015 (B)		200		205
Royal Bank of Canada
2.300%, 07/20/2016		120		124
2.000%, 10/01/2018		183		183
1.200%, 09/19/2017		140		139
Royal Bank of Scotland Group PLC
2.550%, 09/18/2015		330		337
Santander Holdings USA
3.450%, 08/27/2018		230		238
Santander US Debt Unipersonal
3.724%, 01/20/2015 (B)		100		102
Simon Property Group‡
10.350%, 04/01/2019		130		176
5.650%, 02/01/2020		38		44
4.125%, 12/01/2021		27		29
2.150%, 09/15/2017		125		128
SLM MTN
3.875%, 09/10/2015		390		402
Standard Chartered
5.700%, 03/26/2044 (B)		775		768
State Street
4.956%, 03/15/2018		300		327
3.700%, 11/20/2023		138		139
3.100%, 05/15/2023		72		68
Sumitomo Mitsui Financial Group
4.436%, 04/02/2024 (B)		380		380
Swedbank
2.375%, 02/27/2019 (B)		620		617
Tanger Properties‡
3.875%, 12/01/2023		155		154
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (B)		150		197
Toronto-Dominion Bank MTN
2.500%, 07/14/2016		72		75
Toyota Motor Credit MTN
3.400%, 09/15/2021		650		669
1.250%, 10/05/2017		250		248
Travelers Property Casualty
7.750%, 04/15/2026		100		134
UBS MTN
5.875%, 12/20/2017		120		137
5.750%, 04/25/2018		100		114
US Bancorp MTN
3.000%, 03/15/2022		33		33
2.950%, 07/15/2022		25		24
2.450%, 07/27/2015		75		77
1.950%, 11/15/2018		100		100

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wachovia Bank MTN
6.000%, 11/15/2017	$	590	$	680
0.563%, 03/15/2016 (A)		400		399
Wachovia Capital Trust
5.570%, 12/31/2049 (A)		500		481
WEA Finance LLC
6.750%, 09/02/2019 (B)		130		156
4.625%, 05/10/2021 (B)		10		11
Wells Fargo MTN
5.375%, 11/02/2043		125		132
4.125%, 08/15/2023		900		910
3.500%, 03/08/2022		430		439
3.450%, 02/13/2023		230		223
3.000%, 01/22/2021		575		575
2.150%, 01/15/2019		46		46
Westpac Banking
4.875%, 11/19/2019		170		189
2.450%, 11/28/2016 (B)		200		207
WR Berkley
4.625%, 03/15/2022		153		161
XLIT
5.250%, 12/15/2043		150		159
				105,619
Health Care — 1.3%
AbbVie
2.900%, 11/06/2022		1,270		1,223
1.750%, 11/06/2017		290		291
Actavis
3.250%, 10/01/2022		13		13
Aetna
2.200%, 03/15/2019		180		179
Amgen
5.750%, 03/15/2040		62		70
5.650%, 06/15/2042		227		252
5.375%, 05/15/2043		265		283
5.150%, 11/15/2041		905		932
4.500%, 03/15/2020		22		24
3.875%, 11/15/2021		100		104
3.450%, 10/01/2020		50		51
Boston Scientific
4.125%, 10/01/2023		165		167
Celgene
5.250%, 08/15/2043		205		219
2.300%, 08/15/2018		195		195
1.900%, 08/15/2017		63		64
Express Scripts Holding
2.650%, 02/15/2017		405		419
2.100%, 02/12/2015		455		461
Gilead Sciences
5.650%, 12/01/2041		35		40
3.700%, 04/01/2024		720		720
GlaxoSmithKline Capital PLC
2.850%, 05/08/2022		170		166
1.500%, 05/08/2017		160		161

102 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Humana
7.200%, 06/15/2018	$	159	$	189
3.150%, 12/01/2022		400		381
McKesson
3.796%, 03/15/2024		245		245
2.284%, 03/15/2019		505		501
Medco Health Solutions
2.750%, 09/15/2015		35		36
Medtronic
3.625%, 03/15/2024		545		547
Merck
2.800%, 05/18/2023		240		228
2.400%, 09/15/2022		29		27
Mylan
5.400%, 11/29/2043		90		93
2.550%, 03/28/2019		390		386
Novartis Capital
4.400%, 05/06/2044		270		273
3.400%, 05/06/2024		66		66
Perrigo (B)
4.000%, 11/15/2023		240		240
2.300%, 11/08/2018		255		252
Pfizer
6.200%, 03/15/2019		120		142
3.000%, 06/15/2023		190		184
Quest Diagnostics
4.250%, 04/01/2024		315		313
Roche Holdings
6.000%, 03/01/2019 (B)		103		121
St. Jude Medical
3.250%, 04/15/2023 (D)		345		335
Stryker
1.300%, 04/01/2018		280		274
Teva Pharmaceutical Finance
3.650%, 11/10/2021		190		190
3.650%, 11/10/2021		185		185
Thermo Fisher Scientific
5.300%, 02/01/2044		70		75
4.150%, 02/01/2024		98		101
2.400%, 02/01/2019		140		139
1.300%, 02/01/2017		395		393
UnitedHealth Group
3.875%, 10/15/2020		180		190
3.375%, 11/15/2021		75		76
2.875%, 03/15/2023		50		47
WellPoint
5.100%, 01/15/2044		105		109
4.625%, 05/15/2042		41		40
3.125%, 05/15/2022		821		786
2.300%, 07/15/2018		65		65
1.250%, 09/10/2015		50		50
Wyeth LLC
5.950%, 04/01/2037		170		206

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Zoetis
4.700%, 02/01/2043	$	11	$	11
3.250%, 02/01/2023		190		183
				13,713
Industrials — 1.3%
ABB Finance USA
4.375%, 05/08/2042		42		42
2.875%, 05/08/2022		23		22
1.625%, 05/08/2017		20		20
ADT
4.875%, 07/15/2042		22		18
3.500%, 07/15/2022		21		18
Air Canada Pass-Through Trust, Ser 2013-1, Cl A
4.125%, 05/15/2025 (B)		28		28
American Airlines Pass-Through Trust, Ser 2011-1, Cl A
5.250%, 01/31/2021		15		17
American Airlines Pass-Through Trust, Ser 2013-2, Cl A
4.950%, 01/15/2023(B)		970		1,041
BAE Systems (B)
5.800%, 10/11/2041		20		22
4.750%, 10/11/2021		750		805
BAE Systems Holdings (B)
6.375%, 06/01/2019		100		115
5.200%, 08/15/2015		90		95
Boeing
4.875%, 02/15/2020		210		235
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		118
5.750%, 03/15/2018		950		1,081
5.400%, 06/01/2041		50		55
4.900%, 04/01/2044		155		160
4.700%, 10/01/2019		75		83
3.450%, 09/15/2021		16		16
Canadian National Railway
5.850%, 11/15/2017		50		57
Cargill
7.350%, 03/06/2019 (B)		250		302
Caterpillar
0.950%, 06/26/2015		300		302
Catholic Health Initiatives
4.350%, 11/01/2042		30		27
Continental Airlines Pass-Through Trust, Ser 1999-2, Cl A-1
7.256%, 03/15/2020		209		233
Continental Airlines Pass-Through Trust, Ser 2000-1, Cl A-1
8.048%, 11/01/2020		346		399
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022		705		800

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 103

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Continental Airlines Pass-Through Trust, Ser 2009-2, Cl A
7.250%, 11/10/2019	$	165	$	193
Crane
4.450%, 12/15/2023		140		144
CSX
6.250%, 03/15/2018		155		179
Danaher
3.900%, 06/23/2021		22		23
Deere
3.900%, 06/09/2042		153		142
2.600%, 06/08/2022		15		14
Delta Air Lines Pass-Through Trust, Ser 2007-1, Cl A
6.821%, 08/10/2022		130		153
Delta Air Lines Pass-Through Trust, Ser 2010-1, Cl A
6.200%, 07/02/2018 (D)		426		477
Delta Air Lines Pass-Through Trust, Ser 2010-2, Cl A
4.950%, 05/23/2019 (D)		39		42
Delta Air Lines Pass-Through Trust, Ser 2012-1, Cl A
4.750%, 05/07/2020		20		21
Eaton
7.625%, 04/01/2024		75		94
4.150%, 11/02/2042		110		102
2.750%, 11/02/2022		410		389
1.500%, 11/02/2017		100		100
Fluor
3.375%, 09/15/2021		68		69
General Electric
4.500%, 03/11/2044 (D)		330		335
3.375%, 03/11/2024		1,075		1,082
General Electric Capital
0.850%, 10/09/2015		110		111
Glencore Funding LLC
2.500%, 01/15/2019 (B)		190		183
Koninklijke Philips Electronics
5.750%, 03/11/2018		24		27
3.750%, 03/15/2022		127		131
Lockheed Martin
4.070%, 12/15/2042		91		85
3.350%, 09/15/2021		650		663
2.125%, 09/15/2016		37		38
Norfolk Southern
6.000%, 05/23/2111		158		180
Northrop Grumman
4.750%, 06/01/2043		290		292
3.250%, 08/01/2023		1,770		1,695
Pitney Bowes MTN
5.600%, 03/15/2018		25		27
Republic Services
3.550%, 06/01/2022		29		29

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ryder System MTN
3.600%, 03/01/2016	$	35	$	37
2.500%, 03/01/2017		47		48
Union Pacific
4.300%, 06/15/2042		20		19
4.163%, 07/15/2022		131		139
United Airlines Pass-Through Trust, Ser 2013-1, Cl A
4.300%, 08/15/2025		33		34
United Technologies
8.875%, 11/15/2019		110		142
4.500%, 06/01/2042		117		119
UPS
8.375%, 04/01/2020		50		66
Waste Management
4.750%, 06/30/2020		93		102
4.600%, 03/01/2021		90		98
2.600%, 09/01/2016		180		186
				14,121
Information Technology — 0.6%
Apple
2.400%, 05/03/2023		114		106
0.488%, 05/03/2018 (A)		69		69
Arrow Electronics
6.875%, 06/01/2018		95		108
6.000%, 04/01/2020		45		50
3.375%, 11/01/2015		5		5
Cisco Systems
5.900%, 02/15/2039		150		178
5.500%, 01/15/2040		100		114
3.625%, 03/04/2024		605		610
2.125%, 03/01/2019		660		657
eBay
4.000%, 07/15/2042		21		19
2.600%, 07/15/2022		19		18
Google
3.375%, 02/25/2024		310		311
Hewlett-Packard
6.000%, 09/15/2041		23		25
4.650%, 12/09/2021		20		21
4.375%, 09/15/2021		24		25
HP Enterprise Services
7.450%, 10/15/2029		125		149
Intel
4.800%, 10/01/2041		65		67
3.300%, 10/01/2021		70		72
International Business Machines
4.000%, 06/20/2042 (D)		169		156
3.625%, 02/12/2024		550		555
1.625%, 05/15/2020		541		512
Intuit
5.750%, 03/15/2017		75		84
Juniper Networks
4.500%, 03/15/2024		80		81

104 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MasterCard
3.375%, 04/01/2024	$	640	$	639
Microsoft
4.875%, 12/15/2043		165		178
4.500%, 10/01/2040		14		14
3.625%, 12/15/2023		89		91
Oracle
6.125%, 07/08/2039		27		33
5.375%, 07/15/2040		17		19
3.625%, 07/15/2023		271		274
2.375%, 01/15/2019		61		62
1.200%, 10/15/2017		250		248
Texas Instruments
2.750%, 03/12/2021		275		273
1.650%, 08/03/2019		55		53
TSMC Global
1.625%, 04/03/2018 (B)		460		446
Xerox
4.500%, 05/15/2021		13		14
2.950%, 03/15/2017		27		28
				6,364
Materials — 0.9%
Barrick Gold
4.100%, 05/01/2023 (D)		585		555
3.850%, 04/01/2022		540		516
BHP Billiton Finance USA
6.500%, 04/01/2019		125		150
5.000%, 09/30/2043		439		465
4.125%, 02/24/2042		40		37
3.850%, 09/30/2023		440		451
3.250%, 11/21/2021		360		364
2.050%, 09/30/2018		44		44
Celulosa Arauco y Constitucion
4.750%, 01/11/2022		170		171
Cliffs Natural Resources
4.800%, 10/01/2020		70		69
3.950%, 01/15/2018		260		261
CRH America
6.000%, 09/30/2016		31		34
Dow Chemical
8.550%, 05/15/2019		47		60
5.250%, 11/15/2041		70		73
4.125%, 11/15/2021		61		64
3.000%, 11/15/2022		800		760
E.I. Du Pont de Nemours
5.600%, 12/15/2036		80		91
4.900%, 01/15/2041		25		27
1.950%, 01/15/2016		40		41
Ecolab
3.000%, 12/08/2016		220		231
1.450%, 12/08/2017		31		31
Freeport-McMoRan Copper
3.550%, 03/01/2022		240		229

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
3.100%, 03/15/2020	$	160	$	156
2.375%, 03/15/2018		50		50
2.150%, 03/01/2017		81		82
LYB International Finance BV
5.250%, 07/15/2043		95		100
4.875%, 03/15/2044		180		180
Mosaic
5.625%, 11/15/2043		110		118
5.450%, 11/15/2033		194		210
4.875%, 11/15/2041		30		29
4.250%, 11/15/2023		60		62
3.750%, 11/15/2021		25		25
Nucor
4.000%, 08/01/2023		179		178
Plains Exploration & Production
6.875%, 02/15/2023		10		11
6.500%, 11/15/2020		50		55
Potash Corp of Saskatchewan
6.500%, 05/15/2019		50		59
PPG Industries
9.000%, 05/01/2021		145		188
Praxair
5.200%, 03/15/2017		70		77
Rio Tinto Finance USA
6.500%, 07/15/2018		200		235
3.750%, 09/20/2021		545		561
Rio Tinto Finance USA PLC
9.000%, 05/01/2019		30		39
8.950%, 05/01/2014		80		81
2.250%, 12/14/2018		70		70
Southern Copper
5.250%, 11/08/2042		370		317
Teck Resources Limited
6.250%, 07/15/2041		5		5
Union Carbide
7.750%, 10/01/2096		50		58
Vale
5.625%, 09/11/2042		53		50
Vale Overseas
6.875%, 11/21/2036		190		202
4.375%, 01/11/2022		885		879
Xstrata Finance Canada
2.700%, 10/25/2017 (B)		250		253
2.050%, 10/23/2015 (B)		452		457
				9,511
Telecommunication Services — 1.5%
America Movil
5.625%, 11/15/2017		400		454
3.125%, 07/16/2022 (D)		535		510
1.234%, 09/12/2016 (A)		220		222
AT&T
6.300%, 01/15/2038		435		495
5.800%, 02/15/2019		210		243

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 105

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
5.500%, 02/01/2018	$	100	$	113
5.350%, 09/01/2040		423		432
4.350%, 06/15/2045		117		103
4.300%, 12/15/2042		250		222
3.900%, 03/11/2024 (D)		675		673
3.875%, 08/15/2021		350		365
1.600%, 02/15/2017		45		45
0.875%, 02/13/2015		75		75
BellSouth Telecommunications
6.300%, 12/15/2015		66		68
British Telecommunications
5.950%, 01/15/2018		200		228
Centel Capital
9.000%, 10/15/2019		65		78
CenturyLink
7.650%, 03/15/2042		15		14
7.600%, 09/15/2039		60		57
6.450%, 06/15/2021		120		129
Deutsche Telekom International Finance
6.000%, 07/08/2019		175		205
5.750%, 03/23/2016		170		186
2.250%, 03/06/2017 (B)		770		788
Nippon Telegraph & Telephone
1.400%, 07/18/2017		65		65
Orange
9.000%, 03/01/2031		50		72
2.750%, 09/14/2016		35		36
Qwest
6.750%, 12/01/2021		156		174
Rogers Communications
5.450%, 10/01/2043		33		35
4.100%, 10/01/2023		80		82
Telefonica Chile
3.875%, 10/12/2022 (B)		210		199
Telefonica Emisiones SAU
5.877%, 07/15/2019		130		146
5.462%, 02/16/2021		23		25
5.134%, 04/27/2020		230		249
4.570%, 04/27/2023		335		342
Verizon Communications
7.750%, 12/01/2030		610		807
6.550%, 09/15/2043		610		742
6.400%, 09/15/2033		1,832		2,175
6.350%, 04/01/2019		120		142
5.150%, 09/15/2023		1,670		1,828
5.050%, 03/15/2034		407		418
4.500%, 09/15/2020		404		439
4.150%, 03/15/2024		130		132
3.850%, 11/01/2042		200		167
3.450%, 03/15/2021		310		314
2.550%, 06/17/2019		235		236
2.500%, 09/15/2016		24		25
2.450%, 11/01/2022		140		128

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Verizon Global Funding
5.850%, 09/15/2035	$	40	$	44
Vodafone Group PLC
5.450%, 06/10/2019		75		86
2.950%, 02/19/2023		540		506
1.625%, 03/20/2017		80		81
				15,400
Utilities — 1.7%
AEP Texas Central Transition Funding II
5.170%, 01/01/2018		575		633
5.090%, 07/01/2015		1,077		1,105
AGL Capital
6.375%, 07/15/2016		50		56
5.250%, 08/15/2019		50		56
Alabama Power
6.125%, 05/15/2038		18		22
5.875%, 12/01/2022		95		112
Ameren
8.875%, 05/15/2014		255		257
American Electric Power
1.650%, 12/15/2017		383		381
American Water Capital
3.850%, 03/01/2024		120		122
Appalachian Power
6.700%, 08/15/2037		100		126
5.950%, 05/15/2033		100		113
Arizona Public Service
5.050%, 09/01/2041		47		51
4.500%, 04/01/2042		15		15
Atmos Energy
4.950%, 10/15/2014		75		77
Boston Gas
4.487%, 02/15/2042 (B)		35		35
Carolina Power & Light
5.300%, 01/15/2019		175		199
3.000%, 09/15/2021		194		195
2.800%, 05/15/2022		25		24
CenterPoint Energy
6.500%, 05/01/2018		50		58
CenterPoint Energy Houston Electric
4.500%, 04/01/2044		140		144
CenterPoint Energy Resources
4.500%, 01/15/2021		81		88
Cleveland Electric Illuminating
7.880%, 11/01/2017		170		204
Consolidated Edison of New York
5.700%, 06/15/2040		38		45
4.450%, 03/15/2044		695		689
Consumers Energy
6.700%, 09/15/2019		100		121
Detroit Edison
2.650%, 06/15/2022		26		25

106 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Dominion Gas Holdings
4.800%, 11/01/2043 (B)	$	125	$	128
Dominion Resources
8.875%, 01/15/2019		340		430
6.400%, 06/15/2018		180		210
5.250%, 08/01/2033		90		99
1.950%, 08/15/2016		165		168
Duke Energy
3.950%, 10/15/2023		135		138
3.550%, 09/15/2021		76		78
Duke Energy Carolinas
4.300%, 06/15/2020		39		42
4.250%, 12/15/2041		28		28
Duke Energy Florida
3.850%, 11/15/2042		215		196
Duke Energy Indiana
4.200%, 03/15/2042		30		29
3.750%, 07/15/2020		52		55
Duke Energy Ohio
3.800%, 09/01/2023		145		150
Duke Energy Progress
4.100%, 05/15/2042		25		24
Electricite de France (B)
6.000%, 01/22/2114		230		241
4.875%, 01/22/2044		155		155
Enel Finance International
5.125%, 10/07/2019 (B) (D)		100		110
Exelon Generation
6.200%, 10/01/2017		100		113
4.000%, 10/01/2020 (D)		120		123
FirstEnergy
4.250%, 03/15/2023		340		330
2.750%, 03/15/2018		70		70
FirstEnergy, Ser C
7.375%, 11/15/2031		480		551
Florida Power & Light
5.950%, 10/01/2033		35		43
5.125%, 06/01/2041		28		31
Jersey Central Power & Light
7.350%, 02/01/2019		100		119
4.700%, 04/01/2024 (B)		200		207
John Sevier Combined Cycle Generation
4.626%, 01/15/2042		57		60
Kansas City Power & Light
5.300%, 10/01/2041		100		108
Louisville Gas & Electric
4.650%, 11/15/2043		85		88
Massachusetts Electric
5.900%, 11/15/2039 (B)		55		65
Metropolitan Edison
3.500%, 03/15/2023 (B)		350		336
MidAmerican Energy
4.800%, 09/15/2043		20		21
2.400%, 03/15/2019		250		252

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MidAmerican Energy Holdings
6.500%, 09/15/2037	$	200	$	247
5.150%, 11/15/2043 (B)		105		112
3.750%, 11/15/2023 (B)		156		155
Nevada Power
7.125%, 03/15/2019		110		135
6.500%, 08/01/2018		40		47
5.450%, 05/15/2041		50		58
5.375%, 09/15/2040		12		14
NextEra Energy Capital Holdings
3.625%, 06/15/2023		100		97
Niagara Mohawk Power
4.881%, 08/15/2019 (B)		80		89
NiSource Finance
5.800%, 02/01/2042		149		160
5.650%, 02/01/2045		50		54
Northern States Power
6.250%, 06/01/2036		100		126
5.350%, 11/01/2039		19		22
Oncor Electric Delivery LLC
6.800%, 09/01/2018		460		543
5.250%, 09/30/2040		250		272
Pacific Gas & Electric
8.250%, 10/15/2018		180		224
5.800%, 03/01/2037		70		81
5.625%, 11/30/2017		525		596
5.400%, 01/15/2040		42		46
4.750%, 02/15/2044		100		101
4.500%, 12/15/2041		48		47
3.250%, 09/15/2021		12		12
3.250%, 06/15/2023		140		135
Pacificorp
6.250%, 10/15/2037		90		114
5.650%, 07/15/2018		175		200
3.600%, 04/01/2024		390		394
Potomac Electric Power
3.600%, 03/15/2024		280		283
PPL Capital Funding
5.000%, 03/15/2044		185		187
3.950%, 03/15/2024		155		155
Progress Energy
3.150%, 04/01/2022		280		275
PSEG Power LLC
5.500%, 12/01/2015		100		107
5.320%, 09/15/2016		40		44
5.125%, 04/15/2020		45		49
4.150%, 09/15/2021		33		34
2.750%, 09/15/2016		200		208
Public Service Electric & Gas
5.375%, 11/01/2039		28		32
2.700%, 05/01/2015		45		46
Public Service of New Hampshire
3.500%, 11/01/2023		205		205

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 107

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Public Service of Oklahoma
5.150%, 12/01/2019	$	83	$	92
San Diego Gas & Electric
6.000%, 06/01/2026		60		73
3.950%, 11/15/2041		14		13
Sempra Energy
6.000%, 10/15/2039		50		60
Southern
1.950%, 09/01/2016		26		27
Southern California Edison
5.500%, 03/15/2040		50		58
4.050%, 03/15/2042		5		5
3.900%, 12/01/2041		60		55
3.875%, 06/01/2021		22		23
3.500%, 10/01/2023		560		565
Southern Power
5.150%, 09/15/2041		11		12
Southwestern Electric Power
3.550%, 02/15/2022		120		121
Southwestern Public Service
8.750%, 12/01/2018		90		115
Virginia Electric and Power
4.650%, 08/15/2043		245		253
4.450%, 02/15/2044		135		136
2.950%, 01/15/2022		330		326
Wisconsin Electric Power
2.950%, 09/15/2021		3		3
				17,394
Total Corporate Obligations (Cost $232,807) ($ Thousands)				241,620
ASSET-BACKED SECURITIES — 9.0%
Automotive — 1.7%
Ally Auto Receivables Trust, Ser 2010-2, Cl A4
2.090%, 05/15/2015		3		3
Ally Auto Receivables Trust, Ser 2010-3, Cl A4
1.550%, 08/17/2015		23		24
Ally Auto Receivables Trust, Ser 2010-5, Cl A4
1.750%, 03/15/2016		526		529
Ally Auto Receivables Trust, Ser 2011-1, Cl A4
2.230%, 03/15/2016		393		396
Ally Auto Receivables Trust, Ser 2012-1, Cl A3
0.930%, 02/16/2016		62		62
Ally Auto Receivables Trust, Ser 2012-2, Cl A3
0.740%, 04/15/2016		272		273
Ally Auto Receivables Trust, Ser 2012-5, Cl A2
0.450%, 07/15/2015		203		203

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ally Auto Receivables Trust, Ser 2013-1, Cl A4
0.840%, 02/15/2018	$	451	$	450
Ally Auto Receivables Trust, Ser 2013-2, Cl A3
0.790%, 01/15/2018		574		575
American Credit Acceptance Receivables Trust, Ser 2012-3, Cl A
1.640%, 11/15/2016 (B)		34		34
American Credit Acceptance Receivables Trust, Ser 2013-1, Cl A
1.450%, 04/16/2018 (B)		130		131
AmeriCredit Automobile Receivables Trust, Ser 2011-4, Cl A3
1.170%, 05/09/2016		73		73
AmeriCredit Automobile Receivables Trust, Ser 2011-5, Cl A3
1.550%, 07/08/2016		119		120
AmeriCredit Automobile Receivables Trust, Ser 2012-4, Cl A3
0.670%, 06/08/2017		236		236
AmeriCredit Automobile Receivables Trust, Ser 2012-5, Cl A2
0.510%, 01/08/2016		43		43
AmeriCredit Automobile Receivables Trust, Ser 2012-5, Cl A3
0.620%, 06/08/2017		48		48
AmeriCredit Automobile Receivables Trust, Ser 2013-1, Cl A2
0.490%, 06/08/2016		43		43
AmeriCredit Automobile Receivables Trust, Ser 2013-2, Cl A2
0.530%, 11/08/2016		94		94
AmeriCredit Automobile Receivables Trust, Ser 2013-3, Cl A2
0.680%, 10/11/2016		699		700
AmeriCredit Automobile Receivables Trust, Ser 2013-4, Cl A2
0.740%, 11/08/2016		346		346
Avis Budget Rental Car Funding AESOP LLC, Ser 2013-2A, Cl A
2.970%, 02/20/2020 (B)		190		195

108 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
California Republic Auto Receivables Trust, Ser 2012-1, Cl A
1.180%, 08/15/2017 (B)	$	50	$	50
Capital Auto Receivables Asset Trust, Ser 2013-1, Cl A2
0.620%, 07/20/2016		106		106
Capital Auto Receivables Asset Trust, Ser 2013-1, Cl A3
0.790%, 06/20/2017		769		769
Capital Auto Receivables Asset Trust, Ser 2013-2, Cl A2
0.920%, 09/20/2016		385		386
Capital Auto Receivables Asset Trust, Ser 2013-2, Cl A4
1.560%, 07/20/2018		205		207
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A1B
0.587%, 11/20/2015 (A)		150		150
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A2
1.040%, 11/21/2016		281		282
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A4
1.680%, 04/20/2018		261		263
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A3
1.090%, 03/20/2018		347		346
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A4
1.470%, 07/20/2018		472		471
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A3
1.320%, 06/20/2018		323		324
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A4
1.690%, 10/22/2018		280		280
CFC LLC, Ser 2013-1A, Cl A
1.650%, 07/17/2017 (B)		75		75
CFC LLC, Ser 2014-1A, Cl A
1.460%, 12/17/2018 (B)		214		214
CPS Auto Trust, Ser 2011-C, Cl A
4.210%, 03/15/2019 (B)		61		63
CPS Auto Trust, Ser 2013-C, Cl A
1.620%, 08/15/2016		311		313
CPS Auto Trust, Ser 2013-D, Cl A
1.540%, 07/16/2018 (B)		287		289
CPS Auto Trust, Ser 2014-A, Cl A
1.210%, 08/15/2018 (B)		100		100
Exeter Auto Receivables Trust, Ser 2013-2A, Cl A
1.490%, 11/15/2017		220		220
Exeter Auto Receivables Trust, Ser 2014-1A, Cl A
1.290%, 05/15/2018 (B)		178		179

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Fifth Third Auto Trust, Ser 2013-1, Cl A3
0.880%, 10/16/2017	$	105	$	106
First Investors Auto Owner Trust, Ser 2013-1A, Cl A2
0.900%, 10/15/2018 (B)		39		39
Ford Credit Auto Owner Trust, Ser 2012-C, Cl A3
0.580%, 12/15/2016		267		267
Ford Credit Auto Owner Trust, Ser 2013-B, Cl A2
0.380%, 02/15/2016		133		133
Ford Credit Auto Owner Trust, Ser 2013-D, Cl A2
0.450%, 08/15/2016		745		745
Harley-Davidson Motorcycle Trust, Ser 2011-2, Cl A3
1.110%, 09/15/2016		96		96
Hertz Vehicle Financing, Ser 2013-1A, Cl A2
1.830%, 08/25/2019 (B)		800		789
Honda Auto Receivables Owner Trust, Ser 2012-4, Cl A3
0.520%, 08/18/2016		445		446
Honda Auto Receivables Owner Trust, Ser 2013-1, Cl A2
0.350%, 06/22/2015		49		49
Honda Auto Receivables Owner Trust, Ser 2013-2, Cl A3
0.530%, 02/16/2017		306		306
Honda Auto Receivables Owner Trust, Ser 2013-4, Cl A2
0.450%, 04/18/2016		630		630
Honda Auto Receivables Owner Trust, Ser 2014-1, Cl A2
0.410%, 09/21/2016		320		320
Huntington Auto Trust, Ser 2011-1A, Cl A4
1.310%, 11/15/2016 (B)		200		202
Hyundai Auto Receivables Trust, Ser 2010-B, Cl A4
1.630%, 03/15/2017		71		71
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A3
1.040%, 09/15/2015		3		3
Hyundai Auto Receivables Trust, Ser 2011-B, Cl A4
1.650%, 02/15/2017		71		71
MMCA Automobile Trust, Ser 2011-A, Cl A4
2.020%, 10/17/2016 (B)		79		80
MMCA Automobile Trust, Ser 2012-A, Cl A4
1.570%, 08/15/2017 (B)		200		202

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 109

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Nissan Auto Lease Trust, Ser 2012-B, Cl A2A
0.450%, 06/15/2015	$	23	$	24
Nissan Auto Receivables Owner Trust, Ser 2010-A, Cl A4
1.310%, 09/15/2016		17		17
Nissan Auto Receivables Owner Trust, Ser 2012-B, Cl A2
0.390%, 04/15/2015		11		11
Nissan Auto Receivables Owner Trust, Ser 2013-A, Cl A2
0.370%, 09/15/2015		21		21
Nissan Auto Receivables Owner Trust, Ser 2014-A, Cl A2
0.420%, 11/15/2016		164		164
Santander Drive Auto Receivables Trust, Ser 2010-A, Cl A4
2.390%, 06/15/2017 (B)		92		93
Santander Drive Auto Receivables Trust, Ser 2011-1, Cl B
2.350%, 11/16/2015		28		28
Santander Drive Auto Receivables Trust, Ser 2011-S2A, Cl B
2.060%, 06/15/2017 (B)		9		9
Santander Drive Auto Receivables Trust, Ser 2012-5, Cl A3
0.830%, 12/15/2016		202		202
Santander Drive Auto Receivables Trust, Ser 2012-6, Cl A3
0.620%, 07/15/2016		129		129
Santander Drive Auto Receivables Trust, Ser 2013-1, Cl A2
0.480%, 02/16/2016		27		27
Santander Drive Auto Receivables Trust, Ser 2013-2, Cl A3
0.700%, 09/15/2017		785		786
Santander Drive Auto Receivables Trust, Ser 2013-3, Cl A2
0.550%, 09/15/2016		500		500
Santander Drive Auto Receivables Trust, Ser 2014-1, Cl A3
0.870%, 01/16/2018		278		278
SNAAC Auto Receivables Trust, Ser 2012-1A, Cl A
1.780%, 06/15/2016 (B)		1		1

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Toyota Auto Receivables Owner Trust, Ser 2011-A, Cl A4
1.560%, 05/15/2015	$	71	$	71
Toyota Auto Receivables Owner Trust, Ser 2013-B, Cl A2
0.480%, 02/15/2016		305		305
Toyota Auto Receivables Owner Trust, Ser 2014-A, Cl A2
0.410%, 08/15/2016		430		430
Volkswagen Auto Loan Enhanced Trust, Ser 2012-2, Cl A2
0.330%, 07/20/2015		66		66
Volkswagen Auto Loan Enhanced Trust, Ser 2013-2, Cl A2
0.420%, 07/20/2016		590		590
World Omni Auto Receivables Trust, Ser 2012-B, Cl A2
0.430%, 11/16/2015		23		23
				17,995
Credit Cards — 0.8%
American Express Issuance Trust II, Ser 2013-1, Cl A
0.435%, 02/15/2019 (A)		581		580
American Express Issuance Trust II, Ser 2013-2, Cl A
0.585%, 08/15/2019 (A)		556		558
Cabela’s Master Credit Card Trust, Ser 2012-1A, Cl A1
1.630%, 02/18/2020 (B)		200		202
Chase Issuance Trust, Ser 2012-A3, Cl A3
0.790%, 06/15/2017		890		894
Chase Issuance Trust, Ser 2012-A8, Cl A8
0.540%, 10/16/2017		181		181
Chase Issuance Trust, Ser 2012-A9, Cl A9
0.305%, 10/16/2017 (A)		519		519
Chase Issuance Trust, Ser 2013-A2, Cl A2
0.255%, 02/15/2017 (A)		182		182
Chase Issuance Trust, Ser 2013-A7, Cl A
0.585%, 09/15/2020 (A)		264		265
Chase Issuance Trust, Ser 2014-A3, Cl A3
0.353%, 05/15/2018 (A)		618		618
Citibank Credit Card Issuance Trust, Ser 2013-A5, Cl A6
1.320%, 09/07/2018		921		929
Citibank Credit Card Issuance Trust, Ser 2013-A7, Cl A7
0.584%, 09/10/2020 (A)		1,917		1,923

110 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Discover Card Execution Note Trust, Ser 2014-A1, Cl A1
0.585%, 07/15/2021 (A)	$	550	$	551
World Financial Network Credit Card Master Trust, Ser 2013-B, Cl A
0.910%, 03/16/2020		614		612
World Financial Network Credit Card Master Trust, Ser 2014-A, Cl A
0.535%, 12/15/2019 (A)		809		809
				8,823
Mortgage Related Securities — 1.5%
ABFC Trust, Ser 2004-OPT4, Cl A2
0.774%, 04/25/2034 (A)		115		109
Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.204%, 01/25/2034 (A)		505		435
Aegis Asset-Backed Securities Trust, Ser 2004-5, Cl M1
1.129%, 12/25/2034 (A)		603		592
Aegis Asset-Backed Securities Trust, Ser 2004-6, Cl M1
0.964%, 03/25/2035 (A)		288		288
Ameriquest Mortgage Security Asset-Backed Pass-Through Certificates, Ser 2003-9, Cl AV1
0.914%, 09/25/2033 (A)		210		201
Argent Securities, Ser 2003-W5, Cl M1
1.204%, 10/25/2033 (A)		667		645
Asset-Backed Funding Certificates, Ser 2005-WMC1, Cl M1
0.814%, 06/25/2035 (A)		607		596
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-BO1, Cl M5
1.554%, 10/25/2034 (A)		360		345
Bear Stearns Asset-Backed Securities I Trust, Ser 2006-HE1, Cl 1A2
0.374%, 12/25/2035 (A)		117		117
Bear Stearns Asset-Backed Securities Trust, Ser 2004-HE10, Cl M1
1.129%, 12/25/2034 (A)		429		400
Bear Stearns Asset-Backed Securities Trust, Ser 2005-SD1, Cl 1A3
0.554%, 08/25/2043 (A)		616		608

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Bear Stearns Asset-Backed Securities Trust, Ser 2005-TC2, Cl A3
0.524%, 08/25/2035 (A)	$	579	$	572
Bear Stearns Asset-Backed Securities Trust, Ser 2006-1, Cl A
0.434%, 02/25/2036 (A)		425		419
BNC Mortgage Loan Trust, Ser 2008-4, Cl A3A
0.404%, 11/25/2037 (A)		208		206
Citifinancial Mortgage Securities, Ser 2004-1, Cl AF4
4.570%, 04/25/2034		370		385
HSBC Home Equity Loan Trust, Ser 2006-1, Cl A1
0.317%, 01/20/2036 (A)		952		934
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1
0.307%, 03/20/2036 (A)		58		57
HSBC Home Equity Loan Trust, Ser 2007-1, Cl AS
0.357%, 03/20/2036 (A)		63		62
HSBC Home Equity Loan Trust, Ser 2007-1, Cl M2
0.637%, 03/20/2036 (A)		2,000		1,730
HSBC Home Equity Loan Trust, Ser 2007-3, Cl APT
1.357%, 11/20/2036 (A)		528		524
Lake Country Mortgage Loan Trust, Ser 2006-HE1, Cl A3
0.504%, 07/25/2034 (A) (B)		54		53
Morgan Stanley ABS Capital I Trust, Ser 2005-HE5, Cl M1
0.574%, 09/25/2035 (A)		695		678
Morgan Stanley ABS Capital I, Ser 2005-HE6, Cl A2C
0.474%, 11/25/2035 (A)		628		610
New Century Home Equity Loan Trust, Ser 2003-A, Cl A
0.874%, 10/25/2033 (A) (B)		190		178
New Century Home Equity Loan Trust, Ser 2005-3, Cl M1
0.634%, 07/25/2035 (A)		950		943
New Century Home Equity Loan Trust, Ser 2005-4, Cl A2C
0.524%, 09/25/2035 (A)		1,450		1,432
Normandy Mortgage Loan Trust, Ser 2013-NPL3, Cl A
4.949%, 09/16/2043 (B)		598		595

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 111

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
NovaStar Mortgage Funding Trust, Ser 2004-4, Cl M4
1.804%, 03/25/2035 (A)	$	520	$	512
RMAT, Ser 2012-1A, Cl A1
2.734%, 08/26/2052 (A) (B)		38		38
Salomon Brothers Mortgage Securities VII, Ser 2003-UP1, Cl A
3.950%, 04/25/2032 (B)		52		51
Saxon Asset Securities Trust, Ser 2003-1, Cl AF6
4.795%, 06/25/2033		48		48
Structured Asset Securities, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		65		65
Structured Asset Securities, Ser 2005-NC1, Cl A11
4.690%, 02/25/2035		159		160
Wells Fargo Home Equity Trust, Ser 2004-2, Cl AI6
5.000%, 10/25/2034 (A)		520		525
				15,113
Other Asset-Backed Securities — 5.0%
Academic Loan Funding Trust, Ser 2012-1A, Cl A1
0.954%, 12/27/2022 (A) (B)		113		114
Academic Loan Funding Trust, Ser 2013-1A, Cl A
0.954%, 12/26/2044 (A) (B)		289		289
Access Group, Ser 2004-2, Cl A3
0.429%, 10/25/2024 (A)		400		365
Airspeed, Ser 2007-1A, Cl G2
0.435%, 06/15/2032 (A) (B)		480		403
Ally Master Owner Trust, Ser 2011-3, Cl A2
1.810%, 05/15/2016		265		265
Ally Master Owner Trust, Ser 2011-4, Cl A1
0.955%, 09/15/2016 (A)		242		242
Ally Master Owner Trust, Ser 2012-1, Cl A2
1.440%, 02/15/2017		625		630
Ally Master Owner Trust, Ser 2012-5, Cl A
1.540%, 09/15/2019		850		847
Ally Master Owner Trust, Ser 2014-1, Cl A1
0.625%, 01/15/2019 (A)		491		491
Ally Master Owner Trust, Ser 2014-2, Cl A
0.526%, 01/16/2018 (A)		354		354
Ally Master Owner Trust, Ser 2014-3, Cl A
1.330%, 03/15/2019		340		339

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ALM VII, Ser 2012-7A, Cl A1
1.657%, 10/19/2024 (A) (B)	$	450	$	449
Ascentium Equipment Receivables, Ser 2012-1A, Cl A
1.830%, 09/15/2019 (B)		35		35
AXIS Equipment Finance Receivables II, Ser 2013-1A, Cl A
1.750%, 03/20/2017 (B)		158		158
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.435%, 02/25/2035 (A)		850		882
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.239%, 10/27/2036 (A)		400		400
BXG Receivables Note Trust, Ser 2012-A, Cl A
2.660%, 12/02/2027 (B)		59		58
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A4
4.499%, 11/25/2034		28		28
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
5.350%, 11/25/2034		125		129
CIT Education Loan Trust, Ser 2007-1, Cl A
0.323%, 03/25/2042 (A) (B)		696		650
CNH Equipment Trust, Ser 2013-C, Cl A2
0.630%, 01/17/2017		370		370
CNH Equipment Trust, Ser 2014-A, Cl A2
0.490%, 06/15/2017		210		210
Concord Funding, Ser 2012-2, Cl A
3.145%, 01/15/2017 (B)		200		200
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.654%, 10/25/2034 (A)		614		554
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.424%, 12/25/2034 (A)		511		474
Countrywide Asset-Backed Certificates, Ser 2005-4, Cl MV1
0.614%, 10/25/2035 (A)		110		110
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.295%, 07/15/2036 (A)		117		105
Cronos Containers Program, Ser 2012-1A, Cl A
4.210%, 05/18/2027 (B)		245		246

112 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Cronos Containers Program, Ser 2012-2A, Cl A
3.810%, 09/18/2027 (B)	$	170	$	172
Educational Funding of the South, Ser 2011-1, Cl A2
0.889%, 04/25/2035 (A)		460		460
EFS Volunteer, Ser 2010-1, Cl A2
1.089%, 10/25/2035 (A) (B)		800		795
FFMLT Trust, Ser 2005-FF8, Cl A2D
0.534%, 09/25/2035 (A)		745		739
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.154%, 08/25/2034 (A)		1,160		1,064
Ford Credit Floorplan Master Owner Trust, Ser 2012-4, Cl A1
0.740%, 09/15/2016		625		626
Ford Credit Floorplan Master Owner Trust, Ser 2013-1, Cl A2
0.535%, 01/15/2018 (A)		112		112
Ford Credit Floorplan Master Owner Trust, Ser 2013-5, Cl A1
1.500%, 09/15/2018		275		278
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl A1
1.200%, 02/15/2019		606		606
GMAT Trust, Ser 2013-1A, Cl A
3.967%, 11/25/2043 (B)		235		229
GMAT Trust, Ser 2014-1A, Cl A
3.721%, 02/25/2044 (B)		105		106
HLSS Servicer Advance Receivables Trust, Ser 2012-T2, Cl A2
1.990%, 10/15/2045 (B)		146		147
HLSS Servicer Advance Receivables Trust, Ser 2013-T1, Cl A2
1.495%, 01/16/2046 (B)		150		150
HLSS Servicer Advance Receivables Trust, Ser 2013-T4, Cl AT4
1.183%, 08/15/2044 (B)		513		513
HLSS Servicer Advance Receivables Trust, Ser 2013-T7, Cl AT7
1.981%, 11/15/2046 (B)		586		587
HLSS Servicer Advance Receivables Trust, Ser 2014-T1, Cl AT1
1.244%, 01/17/2045 (B)		100		100
HLSS Servicer Advance Receivables Trust, Ser 2014-T2, Cl AT2
2.217%, 01/15/2047 (B)		111		112

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ING Investment Management, Ser 2012-4A, Cl A1
1.629%, 10/15/2023 (A) (B)	$	450	$	449
JGWPT XXX LLC, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (B)		326		330
JGWPT XXXI LLC, Ser 2014-1A, Cl A
3.960%, 03/15/2063 (B)		300		301
Kondaur Mortgage Asset Trust, Ser 2013-1, Cl A
4.458%, 08/25/2052 (A) (B)		338		339
Lehman ABS Manufactured Housing Contract Trust, Ser 2001-B, Cl A4
5.270%, 04/15/2040		390		407
Macquarie Equipment Funding Trust, Ser 2012-A, Cl A2
0.610%, 04/20/2015 (B)		90		89
Madison Avenue Manufactured Housing Contract, Ser 2002-A, Cl M2
2.404%, 03/25/2032 (A)		161		161
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		884		943
Nationstar Agency Advance Funding Trust, Ser 2013-T1A, Cl AT1
0.997%, 02/15/2045 (B)		100		100
Nationstar Mortgage Advance Receivable Trust, Ser 2013-T2A, Cl A2
1.679%, 06/20/2046 (B)		200		198
Navitas Equipment Receivables, Ser 2013-1, Cl A
1.950%, 11/15/2016 (B)		98		98
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.419%, 10/27/2036 (A)		504		495
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.349%, 10/25/2033 (A)		62		59
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.334%, 03/23/2037 (A)		100		97
Nelnet Student Loan Trust, Ser 2006-1, Cl A4
0.326%, 11/23/2022 (A)		433		431
Nelnet Student Loan Trust, Ser 2006-2, Cl A4
0.319%, 10/26/2026 (A)		750		748
Nelnet Student Loan Trust, Ser 2007-1, Cl A1
0.245%, 11/27/2018 (A)		133		132

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 113

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Nelnet Student Loan Trust, Ser 2007-2A, Cl A3L
0.583%, 03/25/2026 (A) (B)	$	1,544	$	1,528
Nelnet Student Loan Trust, Ser 2010-4A, Cl A
0.954%, 04/25/2046 (A) (B)		182		184
New Residential Advance Receivables Trust, Ser 2014-T1, Cl A1
1.274%, 03/15/2045 (B)		376		376
Newcastle Investment Trust, Ser 2011-MH1, Cl A
2.450%, 12/10/2033 (B)		14		14
North Carolina State Education Assistance Authority, Ser 2011-2, Cl A2
1.039%, 07/25/2025 (A)		450		452
NYMT Residential, Ser 2012-RP1A
4.250%, 12/25/2017 (A) (B)		150		150
NYMT Residential, Ser 2013-RP3A
4.850%, 09/25/2018 (B)		328		328
OHA Credit Partners VII, Ser 2012-7A, Cl A
1.655%, 11/20/2023 (A) (B)		450		448
Park Place Securities, Ser 2004-MCW1, Cl M1
1.092%, 10/25/2034 (A)		190		189
Park Place Securities, Ser 2004-MHQ1, Cl M2
1.279%, 12/25/2034 (A)		500		489
Park Place Securities, Ser 2004-WCW1, Cl M2
0.834%, 09/25/2034 (A)		972		960
Park Place Securities, Ser 2004-WCW2, Cl M1
1.084%, 10/25/2034 (A)		801		801
Residential Asset Mortgage Products, Ser 2004-RZ1, Cl AI7
4.030%, 01/25/2033 (A)		23		24
Residential Asset Mortgage Products, Ser 2005-EFC5, Cl A3
0.494%, 10/25/2035 (A)		86		85
Residential Asset Mortgage Products, Ser 2005-RS5, Cl AI3
0.494%, 05/25/2035 (A)		214		213
Residential Asset Mortgage Products, Ser 2006-RZ1, Cl A3
0.454%, 03/25/2036 (A)		296		281
Residential Credit Solutions Trust, Ser 2011-1, Cl A1
6.000%, 03/25/2041 (B)		94		97

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
RSB Bondco LLC, Ser 2007-A, Cl A3
5.820%, 06/28/2019	$	405	$	451
Scholar Funding Trust, Ser 2011-A, Cl A
1.135%, 10/28/2043 (A) (B)		396		397
SLC Student Loan Trust, Ser 2007-2, Cl A2
0.636%, 05/15/2028 (A)		145		146
SLM Private Education Loan Trust, Ser 2012-A, Cl A1
1.555%, 08/15/2025 (A) (B)		509		516
SLM Private Education Loan Trust, Ser 2012-C, Cl A1
1.255%, 08/15/2023 (A) (B)		309		311
SLM Private Education Loan Trust, Ser 2012-E, Cl A1
0.905%, 10/16/2023 (A) (B)		89		89
SLM Private Education Loan Trust, Ser 2012-E, Cl A2B
1.905%, 06/15/2045 (A) (B)		655		671
SLM Private Education Loan Trust, Ser 2013-1, Cl B
1.954%, 11/25/2043 (A)		180		177
SLM Private Education Loan Trust, Ser 2013-A, Cl A1
0.755%, 08/15/2022 (A) (B)		680		681
SLM Private Education Loan Trust, Ser 2013-B, Cl A1
0.805%, 07/15/2022 (A) (B)		189		189
SLM Private Education Loan Trust, Ser 2013-B, Cl A2A
1.850%, 06/17/2030 (B)		744		725
SLM Private Education Loan Trust, Ser 2013-C, Cl A1
1.005%, 02/15/2022 (A) (B)		429		431
SLM Student Loan Trust, Ser 2000-A, Cl A2
0.425%, 10/28/2028 (A)		191		190
SLM Student Loan Trust, Ser 2003-11, Cl A6
0.983%, 12/15/2025 (A) (B)		350		350
SLM Student Loan Trust, Ser 2004-8, Cl B
0.699%, 01/25/2040 (A)		140		126
SLM Student Loan Trust, Ser 2004-8A, Cl A5
0.739%, 04/25/2024 (A) (B)		748		752
SLM Student Loan Trust, Ser 2005-6, Cl A5B
1.439%, 07/27/2026 (A)		239		243
SLM Student Loan Trust, Ser 2005-9, Cl A4
0.339%, 01/25/2023 (A)		38		38

114 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Student Loan Trust, Ser 2005-9, Cl A5
0.359%, 01/27/2025 (A)	$	563	$	561
SLM Student Loan Trust, Ser 2006-2, Cl A6
0.409%, 01/25/2041 (A)		540		493
SLM Student Loan Trust, Ser 2006-5, Cl A5
0.349%, 01/25/2027 (A)		554		547
SLM Student Loan Trust, Ser 2006-7, Cl A4
0.309%, 04/25/2022 (A)		74		74
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.399%, 01/25/2041 (A)		540		483
SLM Student Loan Trust, Ser 2007-2, Cl B
0.409%, 07/25/2025 (A)		178		154
SLM Student Loan Trust, Ser 2007-6, Cl B
1.089%, 04/27/2043 (A)		157		141
SLM Student Loan Trust, Ser 2008-2, Cl B
1.439%, 01/25/2029 (A)		160		145
SLM Student Loan Trust, Ser 2008-3, Cl B
1.439%, 04/25/2029 (A)		160		148
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.889%, 07/25/2022 (A)		1,300		1,370
SLM Student Loan Trust, Ser 2008-4, Cl B
2.089%, 04/25/2029 (A)		160		158
SLM Student Loan Trust, Ser 2008-5, Cl B
2.089%, 07/25/2029 (A)		160		162
SLM Student Loan Trust, Ser 2008-6, Cl B
2.089%, 07/25/2029 (A)		160		158
SLM Student Loan Trust, Ser 2008-7, Cl B
2.089%, 07/25/2029 (A)		160		156
SLM Student Loan Trust, Ser 2008-8, Cl B
2.489%, 10/25/2029 (A)		160		165
SLM Student Loan Trust, Ser 2008-9, Cl B
2.489%, 10/25/2029 (A)		160		167
SLM Student Loan Trust, Ser 2010-1, Cl A
0.554%, 03/25/2025 (A)		360		360
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.904%, 05/26/2026 (A)		200		202

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SLM Student Loan Trust, Ser 2012-6, Cl B
1.154%, 04/27/2043 (A)	$	249	$	227
SLM Student Loan Trust, Ser 2013-1, Cl A2
0.404%, 09/25/2019 (A)		287		287
SLM Student Loan Trust, Ser 2013-2, Cl B
1.654%, 06/25/2043 (A)		128		123
SLM Student Loan Trust, Ser 2013-3, Cl A2
0.454%, 05/26/2020 (A)		287		286
SLM Student Loan Trust, Ser 2013-3, Cl B
1.654%, 09/25/2043 (A)		136		129
SLM Student Loan Trust, Ser 2013-4, Cl A
0.704%, 06/25/2027 (A)		425		427
SLM Student Loan Trust, Ser 2013-5, Cl A2
0.554%, 10/26/2020 (A)		434		435
SLM Student Loan Trust, Ser 2013-6, Cl A2
0.654%, 02/25/2021 (A)		125		126
SLM Student Loan Trust, Ser 2013-C, Cl A2A
2.940%, 10/15/2031 (B)		129		131
SLM Student Loan Trust, Ser 2013-M1, Cl M1
3.500%, 10/28/2029 (B)		750		739
SLM Student Loan Trust, Ser 2014-1, Cl A2
0.534%, 07/26/2021 (A)		208		208
SLM Student Loan Trust, Ser 2014-A, Cl A1
0.755%, 07/15/2022 (A) (B)		669		669
SLM Student Loan Trust, Ser 2014-A, Cl A2A
2.590%, 01/15/2026 (B)		225		225
SMS Student Loan Trust, Ser 2000-B, Cl A2
0.435%, 04/28/2029 (A)		251		250
Springleaf Funding Trust, Ser 2013-AA, Cl A
2.580%, 09/15/2021 (B)		600		604
Springleaf Funding Trust, Ser 2013-BA, Cl A
3.920%, 01/16/2023 (B)		250		254
Springleaf Funding Trust, Ser 2014-AA, Cl A
2.410%, 12/15/2022 (B)		467		466
Stanwich Mortgage Loan Trust, Ser 2012-NPL4, Cl A
2.981%, 09/15/2042 (B)		55		55

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 115

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Stanwich Mortgage Loan Trust, Ser 2012-NPL5, Cl A
2.981%, 10/18/2042 (B)	$	60	$	60
Stanwich Mortgage Loan Trust, Ser 2013-NPL1, Cl A
2.981%, 02/16/2043 (B)		188		190
Stanwich Mortgage Loan Trust, Ser 2013-NPL2, Cl A
3.228%, 04/16/2059 (B)		218		214
Structured Asset Securities, Ser 2005-WF2, Cl A3
0.454%, 05/25/2035 (A)		863		861
Structured Asset Securities, Ser 2005-WF3, Cl A2
0.384%, 07/25/2035 (A)		37		37
Structured Asset Securities, Ser 2006-WF2, Cl A3
0.304%, 07/25/2036 (A)		595		583
TAL Advantage, Ser 2006-1A, Cl N
0.347%, 04/20/2021 (A) (B)		219		216
Textainer Marine Containers, Ser 2005-1A, Cl A
0.410%, 05/15/2020 (A) (B)		117		116
Trade Maps, Ser 2013-1A, Cl A
0.854%, 12/10/2018 (A) (B)		737		739
Trafigura Securitization Finance PLC, Ser 2012-1A, Cl A
2.555%, 10/15/2015 (A) (B)		137		139
Trinity Rail Leasing, Ser 2004-1A, Cl A
5.270%, 08/14/2027 (B)		263		283
Trip Rail Master Funding LLC, Ser 2011-1A, Cl A1A
4.370%, 07/15/2041 (B)		589		617
US Residential Opportunity Fund Trust, Ser 2014-1A, CL NOTE
3.466%, 03/25/2034 (B)		151		152
VOLT, Ser 2013-NPL3, Cl A1
4.250%, 04/25/2053 (B)		215		215
VOLT, Ser 2013-NPL5, Cl A1
3.625%, 04/25/2055		211		212
VOLT, Ser 2013-NPL6, Cl A1
3.625%, 03/25/2054 (B)		297		299
VOLT, Ser 2013-RLF1, Cl A1
4.213%, 04/25/2052 (B)		177		177
VOLT, Ser 2014-NPL1, Cl A1
3.625%, 10/27/2053		276		276
VOLT, Ser 2014-NPL2, Cl A1
3.625%, 11/25/2053 (B)		274		275
VOLT, Ser 2014-NPL3, Cl A1
3.250%, 11/25/2053 (B)		567		567
				52,185
Total Asset-Backed Securities (Cost $92,252) ($ Thousands)				94,116

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 4.3%
FHLB
5.500%, 07/15/2036	$	300	$	366
0.750%, 05/26/2015 (E)		950		922
0.075%, 06/06/2014 (F)		1,205		1,205
0.070%, 05/21/2014 (F)		1,705		1,705
0.058%, 04/23/2014 (F)		1,320		1,320
FHLMC
0.160%, 11/17/2014 (F)		5,000		4,998
0.120%, 05/27/2014 (F)		2,000		2,000
FICO STRIPS, PO
9.800%, 11/30/2017		875		1,140
9.700%, 04/05/2019		320		437
8.600%, 09/26/2019		845		1,106
3.518%, 12/06/2017 (F)		660		621
1.596%, 10/06/2017		360		341
0.000%, 05/11/2018 to 09/26/2019 (F)		2,225		2,033
FNMA
5.375%, 06/12/2017		50		56
3.788%, 06/01/2017 (F)		600		575
2.561%, 10/09/2019 (F)		3,520		3,030
0.500%, 01/29/2016		1,825		1,825
0.130%, 06/11/2014 (F)		4,000		4,000
0.120%, 06/04/2014 (F)		3,500		3,500
0.050%, 05/21/2014 (F)		8,610		8,610
GNMA, IO
1.385%, 02/16/2054		1,930		163
1.215%, 02/16/2046		1,782		146
1.124%, 09/16/2044 (A)		1,774		139
1.041%, 09/16/2055 (A)		1,890		144
Resolution Funding STRIPS
2.191%, 07/15/2020 (F)		2,915		2,497
1.795%, 10/15/2019 (F)		200		177
Tennessee Valley Authority
5.880%, 04/01/2036		250		306
5.250%, 09/15/2039		390		442
4.625%, 09/15/2060		60		59
1.750%, 10/15/2018		1,053		1,051
Total U.S. Government Agency Obligations (Cost $44,855) ($ Thousands)				44,914
SOVEREIGN DEBT — 1.7%
Colombia Government International Bond
5.625%, 02/26/2044		1,070		1,117
Fed Republic of Brazil
4.250%, 01/07/2025		420		406
FMS Wertmanagement AoeR
1.000%, 11/21/2017		200		198
Hashemite Kingdom of Jordan Government AID Bond
2.503%, 10/30/2020		357		356

116 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Indonesia Government International Bond
3.750%, 04/25/2022 (B)	$	470	$	444
Israel Government AID Bond
2.517%, 11/15/2019		500		438
2.410%, 03/15/2019		1,000		902
Japan Bank for International Cooperation
3.375%, 07/31/2023		330		333
1.750%, 07/31/2018		580		579
Kommunalbanken
1.125%, 05/23/2018 (B)		940		920
Mexico Government International Bond MTN
5.750%, 10/12/2110		772		758
5.550%, 01/21/2045		3,432		3,647
4.750%, 03/08/2044		60		57
4.000%, 10/02/2023		144		145
3.500%, 01/21/2021		335		339
Poland Government International Bond
4.000%, 01/22/2024		1,716		1,725
Province of Quebec Canada
6.350%, 01/30/2026		70		86
2.625%, 02/13/2023		620		587
Russia Government International Bond
7.500%, 03/31/2030 (B)		831		945
Slovakia Government International Bond
4.375%, 05/21/2022 (B) (D)		480		509
Slovenia Government International Bond (B)
5.500%, 10/26/2022		200		213
5.250%, 02/18/2024		200		208
4.750%, 05/10/2018		460		492
4.125%, 02/18/2019		245		253
South Africa Government International Bond
5.875%, 09/16/2025		750		806
Turkey Government International Bond
6.250%, 09/26/2022		450		484
5.750%, 03/22/2024		580		600
United Mexican States MTN
6.050%, 01/11/2040		100		114
Total Sovereign Debt (Cost $17,355) ($ Thousands)				17,661
MUNICIPAL BONDS — 0.6%
American Municipal Power, Build America Project, RB
7.499%, 02/15/2050		80		105
California State, Build America Project, GO
7.600%, 11/01/2040		220		310

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
6.650%, 03/01/2022	$	500	$	601
California State, GO
6.200%, 03/01/2019		300		353
Chicago, Ser B, GO
6.314%, 01/01/2044		380		388
Clark County, Airport System Revenue, Build America Project, Ser C, RB
6.820%, 07/01/2045		260		342
Houston, Ser A, GO
6.290%, 03/01/2032		470		565
Illinois State, GO
5.877%, 03/01/2019		120		134
5.365%, 03/01/2017		150		164
5.100%, 06/01/2033		535		528
4.950%, 06/01/2023		650		679
4.350%, 06/01/2018		475		502
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		255		345
Los Angeles, Department of Airports, Build America Project, RB
6.582%, 05/15/2039		25		30
New Jersey State, Turnpike Authority, Build America Project, Ser C, RB
7.102%, 01/01/2041		314		427
New York and New Jersey, Port Authority, RB
5.647%, 11/01/2040		105		121
4.458%, 10/01/2062		340		318
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049		291		384
Ohio State University, Ser A, RB
4.800%, 06/01/2111		261		252
Texas State, Build America Project, GO
5.517%, 04/01/2039		250		297
Total Municipal Bonds (Cost $6,201) ($ Thousands)				6,845
U.S. TREASURY OBLIGATIONS — 28.1%
U.S. Treasury Bills (F)
0.059%, 04/03/2014		3,085		3,085
0.055%, 04/24/2014 (C)		51		51
0.050%, 04/17/2014		4,210		4,210
U.S. Treasury Bonds
6.375%, 08/15/2027		50		69
6.125%, 08/15/2029		50		68
5.250%, 02/15/2029		100		125
5.000%, 05/15/2037		965		1,212
4.750%, 02/15/2037		100		122

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 117

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.500%, 05/15/2038	$	200	$	235
4.375%, 02/15/2038		350		403
3.750%, 11/15/2043		10,534		10,906
3.625%, 08/15/2043		3,918		3,966
3.625%, 02/15/2044		2,145		2,170
3.125%, 11/15/2041		7,780		7,211
3.125%, 02/15/2042		5,460		5,054
3.125%, 02/15/2043		340		313
2.875%, 05/15/2043 (C)		9,740		8,501
2.750%, 08/15/2042		4,885		4,171
2.750%, 11/15/2042		6,703		5,711
2.625%, 11/15/2020		100		103
U.S. Treasury Inflation Protected Securities
2.500%, 01/15/2029		109		132
2.125%, 02/15/2040		227		272
2.000%, 07/15/2014		3,723		3,784
1.375%, 02/15/2044		1,596		1,629
1.250%, 04/15/2014		199		199
0.750%, 02/15/2042		217		189
0.625%, 02/15/2043		2,818		2,360
0.500%, 04/15/2015		1,695		1,729
0.125%, 04/15/2016		3,084		3,167
0.125%, 04/15/2017		2,791		2,870
U.S. Treasury Notes
4.500%, 05/15/2017		1,000		1,109
3.625%, 08/15/2019		3,180		3,472
3.625%, 02/15/2021		400		435
3.500%, 02/15/2018		850		920
3.500%, 05/15/2020		700		758
3.125%, 04/30/2017		3,530		3,762
3.125%, 05/15/2021		1,250		1,317
2.750%, 11/15/2023		198		199
2.750%, 02/15/2024		22,477		22,526
2.625%, 08/15/2020		400		411
2.375%, 05/31/2018		500		519
2.250%, 05/31/2014		1,090		1,094
2.250%, 03/31/2021		1,319		1,314
2.125%, 08/31/2020		500		499
2.125%, 01/31/2021		1,420		1,406
2.125%, 08/15/2021		2,100		2,064
2.000%, 09/30/2020		9,650		9,535
2.000%, 11/30/2020		5,740		5,654
2.000%, 02/28/2021		2,344		2,300
2.000%, 02/15/2022		200		193
2.000%, 02/15/2023		11,220		10,670
1.625%, 03/31/2019		29,750		29,599
1.500%, 08/31/2018		400		399
1.500%, 01/31/2019		13,091		12,976
1.500%, 02/28/2019 (D)		15,165		15,014
1.375%, 11/30/2015		2,591		2,637
1.375%, 06/30/2018		10		10
1.000%, 11/30/2019		800		758
0.750%, 03/15/2017 (D)		12,531		12,484
0.750%, 10/31/2017		1,130		1,112
0.750%, 12/31/2017		2,000		1,961
0.625%, 08/15/2016		2,826		2,827

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
0.625%, 10/15/2016	$	3,868	$	3,862
0.625%, 09/30/2017		4,164		4,087
0.375%, 01/31/2016		2,021		2,022
0.375%, 03/31/2016		15,648		15,631
0.250%, 04/30/2014		1,320		1,320
0.250%, 05/15/2015 (D)		3,210		3,214
0.250%, 10/31/2015		1,492		1,492
0.250%, 12/31/2015		4,035		4,030
0.250%, 02/29/2016		289		288
U.S. Treasury STRIPS
17.873%, 02/15/2023		1,100		860
14.737%, 05/15/2032		500		262
5.784%, 05/15/2026 (F)		100		68
5.499%, 05/15/2036 (F)		100		44
5.410%, 05/15/2029 (F)		100		60
5.363%, 02/15/2024 (F)		75		56
5.058%, 05/15/2034 (F)		175		84
5.028%, 05/15/2022		400		323
5.025%, 08/15/2027 (F)		800		516
5.008%, 08/15/2030 (F)		325		183
4.929%, 02/15/2034 (F)		250		122
4.887%, 02/15/2028 (F)		653		411
4.877%, 11/15/2024 (F)		150		109
4.870%, 11/15/2030 (F)		950		531
4.822%, 05/15/2028 (F)		700		436
4.810%, 08/15/2033 (F)		300		149
4.777%, 05/15/2033 (F)		425		213
4.750%, 02/15/2030 (F)		1,000		577
4.705%, 11/15/2026 (F)		1,100		733
4.630%, 05/15/2019 (F)		875		795
4.609%, 08/15/2031		100		54
4.578%, 11/15/2029 (F)		400		233
4.536%, 08/15/2019 (F)		1,350		1,216
4.520%, 05/15/2024 (F)		200		149
4.283%, 02/15/2017 (D) (F)		3,660		3,565
4.230%, 05/15/2027 (F)		515		336
4.199%, 11/15/2032 (F)		250		128
4.187%, 11/15/2031 (F)		210		112
4.178%, 05/15/2030 (F)		400		228
4.150%, 11/15/2033 (F)		750		369
4.131%, 08/15/2018 (F)		850		793
4.047%, 02/15/2027 (F)		1,350		890
4.001%, 05/15/2031 (F)		185		101
3.956%, 11/15/2027 to 11/15/2027 (F)		1,920		1,234
3.951%, 05/15/2043 (F)		1,150		387
3.836%, 08/15/2020 (F)		3,550		3,077
3.743%, 02/15/2031		500		276
3.737%, 11/15/2016 (D) (F)		200		196
3.733%, 02/15/2033		100		51
3.528%, 02/15/2029 (F)		350		211
3.400%, 05/15/2018 (F)		250		235
3.368%, 05/15/2020 (F)		3,074		2,693
3.350%, 02/15/2018 (F)		925		877
3.285%, 02/15/2032 (F)		450		238
3.109%, 11/15/2017 (F)		650		621

118 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
2.930%, 05/15/2035	$	100	$	46
2.831%, 11/15/2034		200		94
2.758%, 02/15/2035 (F)		40		19
2.679%, 08/15/2022		100		80
2.642%, 08/15/2021 (F)		450		375
2.453%, 05/15/2023 (F)		200		155
2.372%, 02/15/2021 (F)		3,450		2,929
2.270%, 11/15/2021 (F)		1,600		1,317
2.192%, 02/15/2022 (F)		1,600		1,304
1.896%, 05/15/2021 (F)		2,550		2,144
1.462%, 02/15/2020 (F)		1,700		1,503
1.392%, 08/15/2026 (F)		47		32
Total U.S. Treasury Obligations (Cost $294,926) ($ Thousands)				294,697
AFFILIATED PARTNERSHIP — 3.1%
SEI Liquidity Fund, L.P. 0.070%**†(G)		32,340,085		32,340
Total Affiliated Partnership (Cost $32,340) ($ Thousands)				32,340
CASH EQUIVALENT — 4.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**†		43,300,918		43,301
Total Cash Equivalent (Cost $43,301) ($ Thousands)				43,301
COMMERCIAL PAPER — 0.2%
National Rural Utilities Cooperative Finance 0.090%, 04/04/2014 (F)		1,890		1,890
Total Commercial Paper (Cost $1,890) ($ Thousands)				1,890
Total Investments — 111.4% (Cost $1,148,835) ($ Thousands)			$	1,167,380

Description	Contracts			Market Value ($ Thousands)
WRITTEN OPTIONS*‡‡ — 0.0%
June 2014, U.S. 10-Year Treasury Note Call, Expires: 05/26/2014, Expires 05/17/14,		(19	)	$	(2	)
June 2014, U.S. 10-Year Treasury Note Put, Expires: 05/26/2014, Expires 05/17/14,		(19	)		(5	)
November 2020 U.S. CPI Urban Consumers NSA Call, Expires 11/23/20, Strike Inflation 0.00%		(1,490,000	)		(1	)
Total Written Options (Premiums Received $(32)) ($ Thousands)					(8	)

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
90-Day Euro$		250			Dec-2016	$	(59	)
90-Day Euro$		(168	)		Jun-2018		41
90-Day Euro$		50			Mar-2015		11
90-Day Euro$		(50	)		Mar-2016		32
U.S. 10-Year Treasury Note		13			Jun-2014		(8	)
U.S. 10-Year Treasury Note		(116	)		Jun-2014		92
U.S. 2-Year Treasury Note		(232	)		Jun-2014		79
U.S. 2-Year Treasury Note		15			Jun-2014		(4	)
U.S. 5-Year Treasury Note		58			Jul-2014		1
U.S. 5-Year Treasury Note		(94	)		Jul-2014		38
U.S. Long Treasury Bond		(26	)		Jun-2014		(16	)
U.S. Long Treasury Bond		22			Jun-2014		22
U.S. Ultra Long Treasury Bond		(95	)		Jun-2014		(297	)
U.S. Ultra Long Treasury Bond		5			Jun-2014		15
						$	(53	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

A list of open centrally cleared swap agreements held by the Fund at March 31, 2014, is as follows:

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Depreciation ($ Thousands)
Citigroup	3.68%	3-Month USD - LIBOR	11/15/43		725	$	(19	)

A list of open OTC swap agreements held by the Fund at March 31, 2014, is as follows:

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation ($ Thousands)
Barclays Bank PLC	2.48%	3-Month USD - LIBOR	11/15/27		415	$	18
Barclays Bank PLC	2.42%	3-Month USD - LIBOR	11/15/27		420		22
Citigroup	2.71%	3-Month USD - LIBOR	08/15/42		830		126
						$	166

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 119

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Fixed Income Fund (Concluded)

March 31, 2014

For the period ended March 31, 2014, the total amount of all open swap contracts, as presented in the tables above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on a Net Assets of $1,047,770 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

‡ Real Estate Investment Trust.

‡‡ For the period ended March 31, 2014, the total amount of all open written options, as presented in the Schedule of Investments, are representative of the volume of activity for this derivative type during the period.

(A) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2014. The date reported on the Schedule of Investments is the final maturity date.

(B) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

(D) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total value of securities on loan at March 31, 2014 was $31,541 ($ Thousands).

(E) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2014. The coupon on a step bond changes on a specified date.

(F) The rate reported is the effective yield at time of purchase.

(G) This security was purchased with cash collateral held from securities on loan (see Note 10). The total value of such securities as of March 31, 2014 was $32,340 ($ Thousands).

ABS — Asset-Backed Security

AID — Agency for International Development

ARM — Adjustable Rate Mortgage

Cl — Class

CMBS — Collateralized Mortgage Backed Security

CMO — Collateralized Mortgage Obligation

CPI — Consumer Price Index

FDIC — Federal Deposit Insurance Corporation

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FICO — Financing Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only — face amount represents notional amount

LIBOR — London Inter Bank Offered Rate

L.P. — Limited Partnership

LLC — Limited Liability Company

MTN — Medium Term Note

NCUA — National Credit Union Administration

PO — Principal Only

PLC — Public Limited Company

RB — Revenue Bond

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	389,996	$	—	$	389,996
Corporate Obligations		—		241,620		—		241,620
Asset-Backed Securities		—		94,116		—		94,116
U.S Government Agency Obligations		—		44,914		—		44,914
Sovereign Debt		—		17,661		—		17,661
Municipal Bonds		—		6,845		—		6,845
U.S. Treasury Obligations		—		294,697		—		294,697
Affiliated Partnership		—		32,340		—		32,340
Cash Equivalent		43,301		—		—		43,301
Commercial Paper		—		1,890		—		1,890
Total Investments in Securities	$	43,301	$	1,124,079	$	—	$	1,167,380

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	331		$	—		$	—	$	331
Unrealized Depreciation		(384	)		—			—		(384	)
Centrally Cleared Swaps*
Interest Rate Swaps
Unrealized Depreciation		—			(19	)		—		(19	)
OTC Swaps*
Interest Rate Swaps
Unrealized Appreciation		—			166			—		166
Written Options		—			(8	)		—		(8	)
Total Other Financial Instruments	$	(53	)	$	139		$	—	$	86

* Futures contracts and swaps are valued at the unrealized appreciation (depreciation) on the instruments.

For the period ended March 31, 2014, there were no transfers between Level 1 and

Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and

Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

120 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 74.5%
Consumer Discretionary — 17.6%
Academy
9.250%, 08/01/2019 (A)	$	655	$	715
Adelphia Communications (Escrow Security)
10.250%, 06/15/2011		150		1
0.000%, 01/15/2009 (B)		225		2
Adelphia Communications (Escrow Security), Ser B
0.000%, 02/15/2004 (B)		25		—
Affinia Group
7.750%, 05/01/2021		1,760		1,901
Affinion Group
7.875%, 12/15/2018		2,060		1,926
Affinity Gaming
9.000%, 05/15/2018		1,675		1,792
Allegion US Holding
5.750%, 10/01/2021 (A)		2,781		2,927
Allison Transmission
7.125%, 05/15/2019 (A)		4,155		4,472
AMC Entertainment
9.750%, 12/01/2020		1,335		1,539
5.875%, 02/15/2022 (A)		2,000		2,035
American Axle & Manufacturing
6.250%, 03/15/2021		265		282
American Axle & Manufacturing Holdings
7.750%, 11/15/2019		595		687
AmeriGas Finance
6.750%, 05/20/2020		1,150		1,245
Armored Autogroup
9.250%, 11/01/2018		710		745
Ashtead Capital
6.500%, 07/15/2022 (A)		3,855		4,192

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Autonation
6.750%, 04/15/2018	$	1,400	$	1,614
Aventine (Escrow Security) PIK
0.000%, 10/15/2049 (B) (F) (H) (I)		2,750		1
Baker & Taylor Acquisitions
15.000%, 04/01/2017 (A)		752		602
BC Mountain
7.000%, 02/01/2021 (A)		185		183
Belo
7.750%, 06/01/2027		1,675		1,803
Burlington Coat Factory Warehouse
10.000%, 02/15/2019		1,335		1,490
Burlington Holdings
9.000%, 02/15/2018 (A)		479		490
Cablevision Systems
7.750%, 04/15/2018		1,192		1,362
Caesars Entertainment Operating
9.000%, 02/15/2020		2,860		2,567
8.500%, 02/15/2020		1,950		1,726
Caesars Entertainment Resort Properties
8.000%, 10/01/2020 (A)		815		858
Carmike Cinemas
7.375%, 05/15/2019		750		818
CBS Outdoor Americas Capital (A)
5.625%, 02/15/2024		1,015		1,040
5.250%, 02/15/2022		1,510		1,548
CCO Holdings
7.375%, 06/01/2020		965		1,055
7.000%, 01/15/2019		1,385		1,465
5.250%, 03/15/2021		620		625
5.250%, 09/30/2022		1,780		1,758
5.125%, 02/15/2023		3,000		2,888
Cedar Fair
5.250%, 03/15/2021		500		506
Cequel Communications Holdings
6.375%, 09/15/2020 (A)		4,580		4,786
Chassix
9.250%, 08/01/2018 (A)		725		779
Chester Downs & Marina
9.250%, 02/01/2020 (A)		4,130		4,109
Chinos Intermediate Holdings A
7.750%, 05/01/2019 (A)		1,260		1,301
Choctaw Resort Development Enterprise
7.250%, 11/15/2019 (A)		963		953
Chrysler Group
8.250%, 06/15/2021 (A)		1,720		1,946
8.250%, 06/15/2021		1,650		1,867
8.000%, 06/15/2019 (A)		835		914
Cinemark USA
7.375%, 06/15/2021		565		626
5.125%, 12/15/2022		1,390		1,390
4.875%, 06/01/2023		500		481

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 121

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Claire’s Stores
9.000%, 03/15/2019 (A)	$	1,590	$	1,652
8.875%, 03/15/2019		745		693
Clear Channel Communications
14.000%, 02/01/2021		795		795
9.000%, 12/15/2019		529		555
9.000%, 03/01/2021		1,030		1,075
Clear Channel Worldwide Holdings
7.625%, 03/15/2020		1,380		1,490
7.625%, 03/15/2020		80		86
6.500%, 11/15/2022		4,710		5,034
6.500%, 11/15/2022		895		950
Cogeco Cable
4.875%, 05/01/2020 (A)		1,050		1,045
Columbus International (A)
11.500%, 11/20/2014		950		1,011
7.375%, 03/30/2021		1,310		1,349
Cooper-Standard Holding
7.375%, 04/01/2018 (A)		1,355		1,387
CSC Holdings
8.625%, 02/15/2019		2,590		3,095
6.750%, 11/15/2021		2,695		3,012
CST Brands
5.000%, 05/01/2023		350		344
Dana Holding
6.750%, 02/15/2021		1,108		1,205
6.500%, 02/15/2019		635		678
6.000%, 09/15/2023		770		802
5.375%, 09/15/2021		200		208
Dave & Buster’s
11.000%, 06/01/2018		350		375
Dave & Buster’s Parent
15.236%, 02/15/2016 (A)		8,130		6,880
DBP Holding
7.750%, 10/15/2020 (A)		1,600		1,536
DCP
10.750%, 08/15/2015 (A)		2,220		2,276
Diamond Resorts
12.000%, 08/15/2018		3,000		3,281
DISH DBS
7.875%, 09/01/2019		1,950		2,306
6.750%, 06/01/2021		1,490		1,669
5.875%, 07/15/2022		4,725		5,044
5.125%, 05/01/2020		40		42
5.000%, 03/15/2023		1,820		1,834
DreamWorks Animation SKG
6.875%, 08/15/2020 (A)		2,000		2,165
Easton-Bell Sports
9.750%, 12/01/2016		1,330		1,402
Eldorado Resorts
8.625%, 06/15/2019 (A)		4,615		4,938
Empire Today
11.375%, 02/01/2017 (A)		2,000		2,032
Expo Event Transco
9.000%, 06/15/2021 (A)		550		560

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Fontainebleau Las Vegas Holdings
10.250%, 06/15/2015 (A) (B)	$	3,125	$	12
General Motors (A)
6.250%, 10/02/2043		890		963
4.875%, 10/02/2023		2,260		2,316
General Motors Financial
6.750%, 06/01/2018		1,390		1,585
4.250%, 05/15/2023		305		301
3.250%, 05/15/2018		170		171
2.750%, 05/15/2016		305		309
Gestamp Funding Luxembourg
5.625%, 05/31/2020 (A)		2,720		2,822
Gibson Brands
8.875%, 08/01/2018 (A)		500		532
Goodyear Tire & Rubber
8.750%, 08/15/2020		390		461
8.250%, 08/15/2020		530		590
6.500%, 03/01/2021		2,700		2,943
Graton Economic Development Authority
9.625%, 09/01/2019 (A)		1,900		2,171
GRD Holdings III
10.750%, 06/01/2019 (A)		4,810		5,291
Greektown Holdings
8.875%, 03/15/2019 (A)		1,550		1,600
Guitar Center (A)
9.625%, 04/15/2020		930		923
6.500%, 04/15/2019		2,270		2,256
Gymboree
9.125%, 12/01/2018		830		702
Hanesbrands
6.375%, 12/15/2020		910		994
Harrah’s Operating
11.250%, 06/01/2017		530		510
10.000%, 12/15/2018		698		305
Hillman Group
10.875%, 06/01/2018		2,925		3,115
Hilton Worldwide Finance LLC
5.625%, 10/15/2021 (A)		520		543
Icahn Enterprises (A)
6.000%, 08/01/2020		3,400		3,604
5.875%, 02/01/2022		2,815		2,857
4.875%, 03/15/2019		3,511		3,572
3.500%, 03/15/2017		1,400		1,414
International Automotive Components Group SL
9.125%, 06/01/2018 (A)		1,700		1,793
inVentiv Health (A)
11.000%, 08/15/2018		370		342
10.750%, 08/15/2018		555		512
9.000%, 01/15/2018		750		795
Isle of Capri Casinos
5.875%, 03/15/2021		560		568
J Crew Group
8.125%, 03/01/2019		190		198

122 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Jarden
7.500%, 01/15/2020	$	575	$	626
6.125%, 11/15/2022		500		537
JC Penney
7.950%, 04/01/2017		1,190		1,089
6.375%, 10/15/2036		630		480
5.750%, 02/15/2018		855		720
5.650%, 06/01/2020		1,110		910
Knowledge Learning
7.750%, 02/01/2015 (A)		1,000		1,001
L Brands
6.625%, 04/01/2021		1,265		1,422
5.625%, 02/15/2022		1,175		1,241
Lamar Media
5.375%, 01/15/2024 (A)		2,195		2,250
Landry’s
9.375%, 05/01/2020 (A)		1,640		1,806
Laureate Education
9.250%, 09/01/2019 (A)		3,430		3,653
Libbey Glass
6.875%, 05/15/2020		599		654
Liberty Media LLC
8.250%, 02/01/2030		5,215		5,606
Live Nation Entertainment
7.000%, 09/01/2020 (A)		2,550		2,789
Marina District Finance
9.875%, 08/15/2018		1,265		1,360
McClatchy
9.000%, 12/15/2022		2,370		2,758
McGraw-Hill Global Education Holdings
9.750%, 04/01/2021 (A)		430		488
MDC Partners
6.750%, 04/01/2020 (A)		6,160		6,483
Mediacom Broadband
5.500%, 04/15/2021 (A)		925		930
MGM Resorts International
11.375%, 03/01/2018		620		801
8.625%, 02/01/2019		550		659
7.750%, 03/15/2022		745		864
6.750%, 10/01/2020		2,975		3,299
6.625%, 12/15/2021		700		770
5.250%, 03/31/2020		2,540		2,616
Michaels FinCo Holdings
7.500%, 08/01/2018 (A)		2,520		2,596
Michaels Stores
7.750%, 11/01/2018		1,360		1,453
5.875%, 12/15/2020 (A)		1,125		1,138
Midcontinent Communications & Midcontinent Finance
6.250%, 08/01/2021 (A)		400		416
Millennium (Escrow Security)
7.625%, 11/15/2026 (B)		175		—

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Mohegan Tribal Gaming Authority
9.750%, 09/01/2021	$	2,105	$	2,347
Monitronics International
9.125%, 04/01/2020		3,975		4,253
MTR Gaming Group PIK
11.500%, 08/01/2019		5,125		5,791
Murphy Oil USA
6.000%, 08/15/2023 (A)		1,025		1,058
Neiman Marcus Group
8.750%, 10/15/2021 (A)		455		503
8.000%, 10/15/2021 (A)		455		500
New Academy Finance PIK
8.000%, 06/15/2018 (A)		1,100		1,126
Nexstar Broadcasting
6.875%, 11/15/2020		2,900		3,118
Nissan Motor Acceptance
2.350%, 03/04/2019 (A)		1,200		1,189
Ono Finance II
10.875%, 07/15/2019 (A)		690		769
Party City Holdings
8.875%, 08/01/2020		2,785		3,102
PC Nextco Holdings
8.750%, 08/15/2019 (A)		320		331
Peninsula Gaming
8.375%, 02/15/2018 (A)		3,250		3,510
Petco Animal Supplies
9.250%, 12/01/2018 (A)		830		892
PF Chang’s China Bistro
10.250%, 06/30/2020 (A)		3,190		3,357
Pinnacle Entertainment
7.750%, 04/01/2022		595		641
7.500%, 04/15/2021		5,000		5,412
Playa Resorts Holding BV
8.000%, 08/15/2020 (A)		2,960		3,197
PNK Finance
6.375%, 08/01/2021 (A)		835		868
Quebecor Media
5.750%, 01/15/2023		1,140		1,143
Quebecor Media (Escrow Security)
0.000%, 11/15/2013 (B) (C)		1,725		17
0.000%, 03/15/2016 (B)		1,915		19
Quiksilver
7.875%, 08/01/2018 (A)		1,310		1,425
Radio Systems
8.375%, 11/01/2019 (A)		705		781
RCN Telecom Services
8.500%, 08/15/2020 (A)		735		777
Regal Entertainment Group
5.750%, 03/15/2022		1,155		1,190
Rent-A-Center
4.750%, 05/01/2021		2,000		1,865
Reynolds Group
6.875%, 02/15/2021		2,000		2,160
5.750%, 10/15/2020		4,145		4,342

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 123

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Reynolds Group Issuer
9.875%, 08/15/2019	$	5,935	$	6,632
9.000%, 04/15/2019		3,636		3,891
8.250%, 02/15/2021		1,945		2,122
RSI Home Products
6.875%, 03/01/2018 (A)		305		327
Sally Holdings
6.875%, 11/15/2019		315		345
5.750%, 06/01/2022		740		783
5.500%, 11/01/2023		1,565		1,592
Schaeffler Finance BV
8.500%, 02/15/2019 (A)		235		262
4.750%, 05/15/2021 (A)		670		685
Seminole Hard Rock Entertainment
5.875%, 05/15/2021 (A)		250		252
Serta Simmons Holdings
8.125%, 10/01/2020 (A)		2,130		2,340
Service International
7.625%, 10/01/2018		375		433
7.500%, 04/01/2027		1,295		1,373
7.000%, 05/15/2019		630		667
Seven Seas Cruises S de RL
9.125%, 05/15/2019		1,375		1,513
Shingle Springs Tribal Gaming Authority
9.750%, 09/01/2021 (A)		2,450		2,720
Sinclair Television Group
8.375%, 10/15/2018		170		182
6.125%, 10/01/2022		310		314
5.375%, 04/01/2021		4,005		3,975
Sirius XM Holdings
5.750%, 08/01/2021 (A)		695		723
4.625%, 05/15/2023 (A)		2,725		2,568
4.250%, 05/15/2020 (A)		5,078		4,964
Sirius XM Radio
5.875%, 10/01/2020 (A)		1,000		1,053
SITEL
11.000%, 08/01/2017‡ (A)		3,135		3,366
Six Flags Entertainment
5.250%, 01/15/2021 (A)		3,200		3,224
Stackpole International Intermediate
7.750%, 10/15/2021 (A)		2,125		2,276
Stanadyne Holdings
12.000%, 02/15/2015 (D)		1,700		1,284
Stanadyne Holdings, Ser 1
10.000%, 08/15/2014		1,915		1,908
Taylor Morrison Communities
5.625%, 03/01/2024 (A)		4,730		4,671
Tempur Sealy International
6.875%, 12/15/2020		1,470		1,608
Toys R Us
10.375%, 08/15/2017		2,015		1,683
Travelport LLC
11.875%, 09/01/2016		600		612

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
TRW Automotive
4.500%, 03/01/2021 (A)	$	900	$	925
UCI International
8.625%, 02/15/2019		1,110		1,077
Unitymedia Hessen GmbH & KG
7.500%, 03/15/2019 (A)		1,500		1,627
5.500%, 01/15/2023 (A)		4,770		4,865
Univision Communications
8.500%, 05/15/2021 (A)		2,805		3,107
7.875%, 11/01/2020 (A)		2,350		2,597
5.125%, 05/15/2023 (A)		625		639
Vail Resorts
6.500%, 05/01/2019		1,190		1,251
Videotron
5.000%, 07/15/2022		2,275		2,281
Viking Cruises
8.500%, 10/15/2022 (A)		160		182
Visteon
6.750%, 04/15/2019		787		827
VTR Finance BV
6.875%, 01/15/2024 (A)		2,300		2,392
Whirlpool
2.400%, 03/01/2019		1,000		992
William Carter
5.250%, 08/15/2021 (A)		145		149
William Lyon Homes
5.750%, 04/15/2019 (A)		2,145		2,166
WMG Acquisition
6.750%, 04/15/2022 (A)		3,555		3,577
6.000%, 01/15/2021 (A)		3,205		3,341
5.625%, 04/15/2022 (A)		940		954
				378,283
Consumer Staples — 3.0%
Albea Beauty Holdings
8.375%, 11/01/2019 (A)		705		765
ARAMARK
5.750%, 03/15/2020		3,075		3,248
B&G Foods
4.625%, 06/01/2021		440		435
Big Heart Pet Brands
7.625%, 02/15/2019		2,725		2,839
BI-LO
8.625%, 09/15/2018 (A)		945		979
Bumble Bee Holdco SCA PIK
9.625%, 03/15/2018 (A)		2,250		2,363
Bumble Bee Holdings
9.000%, 12/15/2017 (A)		2,610		2,845
Central Garden and Pet
8.250%, 03/01/2018		6,025		6,213
Chiquita Brands International
7.875%, 02/01/2021		917		1,024
Constellation Brands
3.750%, 05/01/2021		270		264

124 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Crestview DS Merger
10.000%, 09/01/2021 (A)	$	1,071	$	1,189
Darling International
5.375%, 01/15/2022 (A)		1,535		1,577
Diamond Foods
7.000%, 03/15/2019 (A)		900		932
Elizabeth Arden
7.375%, 03/15/2021		3,200		3,440
Fleming
10.125%, 04/01/2008 (B)		1,043		—
Harbinger Group
7.875%, 07/15/2019		4,700		5,158
Hawk Acquisition
4.250%, 10/15/2020 (A)		1,405		1,382
JBS Investments GmbH
7.750%, 10/28/2020 (A)		400		421
JBS USA
8.250%, 02/01/2020 (A)		1,115		1,221
KeHE Distributors
7.625%, 08/15/2021 (A)		1,900		2,042
Michael Foods Holding PIK
8.500%, 07/15/2018 (A)		1,000		1,045
New Albertsons
8.000%, 05/01/2031		4,820		3,976
7.750%, 06/15/2026		160		131
7.450%, 08/01/2029		200		161
Pantry
8.375%, 08/01/2020		1,325		1,431
Post Holdings
7.375%, 02/15/2022		1,475		1,586
7.375%, 02/15/2022 (A)		145		156
6.750%, 12/01/2021 (A)		520		551
Rite Aid
9.250%, 03/15/2020		300		342
7.700%, 02/15/2027		2,345		2,544
6.750%, 06/15/2021		1,475		1,597
Roundy’s Supermarkets
10.250%, 12/15/2020 (A)		535		570
Smithfield Foods
6.625%, 08/15/2022		550		594
Spectrum Brands
6.750%, 03/15/2020		665		721
6.625%, 11/15/2022		1,385		1,508
6.375%, 11/15/2020		515		557
SUPERVALU
6.750%, 06/01/2021		5,070		5,140
US Foods
8.500%, 06/30/2019		925		1,001
Vector Group
7.750%, 02/15/2021		2,595		2,790
				64,738
Energy — 10.7%
Access Midstream Partners
6.125%, 07/15/2022		620		667

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.875%, 05/15/2023	$	380	$	383
4.875%, 03/15/2024		1,865		1,860
Antero Resources Finance
5.375%, 11/01/2021 (A)		420		426
Arch Coal
8.000%, 01/15/2019 (A)		1,580		1,580
7.250%, 06/15/2021		880		664
7.000%, 06/15/2019		450		348
Atlas Energy Holdings Operating
7.750%, 01/15/2021		1,250		1,312
Atlas Pipeline Partners
6.625%, 10/01/2020		2,324		2,475
5.875%, 08/01/2023		750		741
4.750%, 11/15/2021		1,300		1,235
Atlas Resource Escrow
9.250%, 08/15/2021 (A)		2,050		2,255
Atwood Oceanics
6.500%, 02/01/2020		610		656
Berry Petroleum
6.375%, 09/15/2022		330		342
Bill Barrett
7.625%, 10/01/2019		2,200		2,384
7.000%, 10/15/2022		1,500		1,579
BreitBurn Energy Partners
8.625%, 10/15/2020		950		1,039
7.875%, 04/15/2022		6,075		6,576
Calumet Specialty Products Partners
7.625%, 01/15/2022		2,120		2,247
6.500%, 04/15/2021 (A)		745		751
Carrizo Oil & Gas
7.500%, 09/15/2020		375		412
Chaparral Energy
8.250%, 09/01/2021		1,830		2,013
7.625%, 11/15/2022		715		774
CHC Helicopter
9.375%, 06/01/2021		1,965		2,083
Checkers Drive-In Restaurants
11.000%, 12/01/2017 (A)		1,775		1,979
Chesapeake Energy
6.875%, 11/15/2020		65		74
6.625%, 08/15/2020		2,420		2,716
6.125%, 02/15/2021		260		283
5.750%, 03/15/2023		5		5
Chesapeake Midstream Partners
5.875%, 04/15/2021		305		325
Comstock Resources
7.750%, 04/01/2019		1,325		1,411
Continental Resources
4.500%, 04/15/2023		500		518
Crestwood Midstream Partners
7.750%, 04/01/2019		3,825		4,150
6.125%, 03/01/2022 (A)		700		732
6.000%, 12/15/2020		3,200		3,352

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 125

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Crosstex Energy
7.125%, 06/01/2022	$	409	$	478
Denbury Resources
8.250%, 02/15/2020		465		506
4.625%, 07/15/2023		515		479
Dresser-Rand Group
6.500%, 05/01/2021		1,850		1,975
Drill Rigs Holdings
6.500%, 10/01/2017 (A)		575		599
Eagle Rock Energy Partners
8.375%, 06/01/2019		5,755		6,244
El Paso MTN
7.750%, 01/15/2032		320		342
7.250%, 06/01/2018		250		284
Endeavor Energy Resources
7.000%, 08/15/2021 (A)		3,600		3,780
Energy Transfer Equity
5.875%, 01/15/2024		2,865		2,929
Energy XXI Gulf Coast
7.500%, 12/15/2021 (A)		3,365		3,525
EP Energy
9.375%, 05/01/2020		1,435		1,659
7.750%, 09/01/2022		735		825
6.875%, 05/01/2019		895		967
EV Energy Partners
8.000%, 04/15/2019		1,310		1,356
Exterran Holdings
7.250%, 12/01/2018		3,650		3,855
Exterran Partners
6.000%, 04/01/2021		1,940		1,930
Genesis Energy
5.750%, 02/15/2021		1,585		1,640
Gibson Energy
6.750%, 07/15/2021 (A)		3,750		4,022
Halcon Resources
9.750%, 07/15/2020 (A)		2,143		2,304
9.250%, 02/15/2022 (A)		265		276
8.875%, 05/15/2021		6,552		6,798
Hercules Offshore (A)
8.750%, 07/15/2021		355		385
7.500%, 10/01/2021		675		682
6.750%, 04/01/2022		480		466
Hiland Partners
7.250%, 10/01/2020 (A)		2,634		2,864
IronGate Energy Services
11.000%, 07/01/2018 (A)		400		398
James River Coal (B)
7.875%, 04/01/2019		385		50
Jones Energy Holdings
6.750%, 04/01/2022 (A)		4,170		4,248
Key Energy Services
6.750%, 03/01/2021		1,515		1,593
Kinder Morgan
5.000%, 02/15/2021 (A)		1,036		1,037

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Kodiak Oil & Gas
8.125%, 12/01/2019	$	995	$	1,103
5.500%, 01/15/2021		15		15
5.500%, 02/01/2022		110		113
Laredo Petroleum
7.375%, 05/01/2022		765		851
5.625%, 01/15/2022 (A)		950		962
Legacy Reserves
8.000%, 12/01/2020		2,040		2,183
6.625%, 12/01/2021		1,125		1,122
Linn Energy
8.625%, 04/15/2020		285		310
7.750%, 02/01/2021		1,820		1,956
7.000%, 11/01/2019 (A)		2,915		3,039
MarkWest Energy Partners
6.500%, 08/15/2021		310		335
5.500%, 02/15/2023		730		750
MEG Energy (A)
7.000%, 03/31/2024		565		597
6.500%, 03/15/2021		616		648
6.375%, 01/30/2023		3,135		3,245
Memorial Production Partners
7.625%, 05/01/2021 (A)		4,755		5,017
7.625%, 05/01/2021		445		469
Midstates Petroleum
10.750%, 10/01/2020		6,108		6,749
9.250%, 06/01/2021		2,265		2,367
Milagro Oil & Gas
10.500%, 05/15/2016 (B)		1,700		1,326
Millennium Offshore Services Superholdings
9.500%, 02/15/2018 (A)		925		980
Murray Energy
8.625%, 06/15/2021 (A)		2,150		2,263
NGL Energy Partners
6.875%, 10/15/2021 (A)		1,600		1,664
Niska Gas Storage Canada ULC
6.500%, 04/01/2019 (A)		700		690
Northern Blizzard Resources
7.250%, 02/01/2022 (A)		1,470		1,514
Northern Oil and Gas
8.000%, 06/01/2020		1,695		1,801
NuStar Logistics
6.750%, 02/01/2021		1,000		1,081
Oasis Petroleum
6.875%, 03/15/2022 (A)		2,045		2,214
Ocean Rig UDW
7.250%, 04/01/2019 (A)		1,270		1,268
Offshore Group Investments
7.125%, 04/01/2023		1,060		1,079
Pacific Drilling
5.375%, 06/01/2020 (A)		1,200		1,191
PDC Energy
7.750%, 10/15/2022		2,415		2,644

126 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Peabody Energy
6.250%, 11/15/2021	$	2,830	$	2,837
Penn Virginia Resource Partners
8.375%, 06/01/2020		2,348		2,636
8.250%, 04/15/2018		377		394
Pioneer Energy Services
6.125%, 03/15/2022 (A)		1,465		1,491
PVR Partners
6.500%, 05/15/2021		2,100		2,242
QR Energy
9.250%, 08/01/2020		665		712
Range Resources
5.000%, 08/15/2022		1,500		1,530
5.000%, 03/15/2023		3,945		3,994
Regency Energy Partners
5.875%, 03/01/2022		3,260		3,382
5.500%, 04/15/2023		510		514
4.500%, 11/01/2023		300		279
RKI Exploration & Production
8.500%, 08/01/2021 (A)		520		562
Rockies Express Pipeline (A)
6.000%, 01/15/2019		3,320		3,345
5.625%, 04/15/2020		1,625		1,593
Rosetta Resources
5.875%, 06/01/2022		1,050		1,074
Sabine Pass Liquefaction
6.250%, 03/15/2022 (A)		3,025		3,154
5.625%, 02/01/2021		3,095		3,192
5.625%, 04/15/2023		6,900		6,866
Samson Investment
9.750%, 02/15/2020 (A)		1,010		1,101
SandRidge Energy
8.125%, 10/15/2022		2,704		2,947
7.500%, 03/15/2021		3,656		3,903
7.500%, 02/15/2023		6,340		6,720
SESI LLC
7.125%, 12/15/2021		1,400		1,561
Summit Midstream Holdings
7.500%, 07/01/2021 (A)		1,175		1,257
Tesoro Logistics
6.125%, 10/15/2021		465		493
5.875%, 10/01/2020		650		679
5.875%, 10/01/2020 (A)		395		413
Trinidad Drilling
7.875%, 01/15/2019 (A)		250		268
Tullow Oil
6.000%, 11/01/2020 (A)		555		563
Ultra Petroleum
5.750%, 12/15/2018 (A)		2,680		2,814
Unit
6.625%, 05/15/2021		2,000		2,120

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Vanguard Natural Resources
7.875%, 04/01/2020	$	510	$	550
Western Refining
6.250%, 04/01/2021		250		259
Whiting Petroleum
5.750%, 03/15/2021		1,650		1,774
Williams
8.750%, 03/15/2032		595		717
Williams, Ser A
7.500%, 01/15/2031		790		869
				229,194
Financials — 6.5%
Affinion Investments
13.500%, 08/15/2018 (A)		535		543
AIA Group MTN
2.250%, 03/11/2019 (A)		1,000		988
Ally Financial
8.000%, 11/01/2031		1,230		1,516
7.500%, 09/15/2020		1,475		1,753
6.250%, 12/01/2017		1,950		2,177
3.500%, 01/27/2019		3,610		3,610
2.917%, 07/18/2016 (E)		445		455
American Equity Investment Life Holding
6.625%, 07/15/2021		1,900		2,026
American International Group
8.175%, 05/15/2058 (E)		1,290		1,695
APERAM
7.750%, 04/01/2018 (A)		990		1,039
ARC Properties Operating Partnership‡
3.000%, 02/06/2019 (A)		2,150		2,140
A-S -Issuer Subsidiary
7.875%, 12/15/2020 (A)		2,170		2,322
Bank of America
8.000%, 12/29/2049 (E)		1,675		1,897
Barclays Bank
7.625%, 11/21/2022		1,310		1,444
CIT Group
6.625%, 04/01/2018 (A)		250		280
5.500%, 02/15/2019 (A)		2,570		2,769
5.250%, 03/15/2018		1,360		1,462
4.250%, 08/15/2017		130		136
3.875%, 02/19/2019		795		804
City National Bank
9.000%, 08/12/2019		3,384		4,044
Corrections Corp of America‡
4.625%, 05/01/2023		830		801
4.125%, 04/01/2020		945		933
Credit Acceptance
6.125%, 02/15/2021 (A)		4,050		4,212
Credit Suisse Group
7.500%, 12/11/2048 (A)		1,410		1,532

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 127

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Crown Castle International‡
5.250%, 01/15/2023	$	865	$	879
Denali Borrower
5.625%, 10/15/2020 (A)		1,395		1,419
Fidelity & Guaranty Life Holdings
6.375%, 04/01/2021 (A)		950		1,012
Geo Group
5.875%, 01/15/2022‡		1,050		1,079
GLP Capital
4.875%, 11/01/2020 (A)		643		660
Harland Clarke Holdings
9.250%, 03/01/2021 (A)		2,235		2,246
HBOS Capital Funding
6.071%, 06/30/2049 (A) (E)		2,115		2,118
Hockey Merger
7.875%, 10/01/2021 (A)		4,320		4,612
Interactive Data
10.250%, 08/01/2018		930		1,001
International Lease Finance
8.750%, 03/15/2017		770		904
6.250%, 05/15/2019		1,755		1,935
5.875%, 04/01/2019		2,770		3,026
2.183%, 06/15/2016 (E)		330		332
Jefferies Finance
7.375%, 04/01/2020 (A)		765		803
6.875%, 04/15/2022 (A)		2,645		2,665
Jefferies LoanCore
6.875%, 06/01/2020 (A)		875		888
JPMorgan Chase (E)
6.750%, 08/29/2049		910		958
5.150%, 04/05/2023		5,010		4,697
Kennedy-Wilson
8.750%, 04/01/2019		3,550		3,878
5.875%, 04/01/2024		2,300		2,300
Lancashire Holdings
5.700%, 10/01/2022 (A)		1,040		1,110
Liberty Mutual Group
7.000%, 03/15/2037 (A) (E)		1,365		1,426
Marlin Water Trust II
6.310%, 07/15/2003 (A) (B)		4,200		—
Mattamy Group
6.500%, 11/15/2020 (A)		1,810		1,833
National Life Insurance
10.500%, 09/15/2039 (A)		990		1,375
Nationstar Mortgage
6.500%, 08/01/2018		1,350		1,357
6.500%, 07/01/2021		2,095		1,975
NSG Holdings
7.750%, 12/15/2025 (A)		2,000		2,135
Nuveen Investments (A)
9.500%, 10/15/2020		6,290		6,699
9.125%, 10/15/2017		2,220		2,348
Omega Healthcare Investors‡
4.950%, 04/01/2024 (A)		1,155		1,130

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Opal Acquisition
8.875%, 12/15/2021 (A)	$	6,700	$	6,733
Oxford Finance
7.250%, 01/15/2018 (A)		1,730		1,834
PHH
7.375%, 09/01/2019		710		785
6.375%, 08/15/2021		560		578
PNC Preferred Funding Trust I
1.904%, 03/29/2049 (A) (E)		100		92
PNC Preferred Funding Trust II
1.456%, 03/29/2049 (A) (E)		3,770		3,581
RBS Capital Trust I
2.099%, 12/29/2049 (E)		1,615		1,567
Realogy (A)
7.875%, 02/15/2019		1,035		1,117
7.625%, 01/15/2020		530		590
RHP Hotel Properties‡
5.000%, 04/15/2021		2,433		2,451
Sabra Health Care‡
5.500%, 02/01/2021		2,215		2,315
TransUnion Holding
9.625%, 06/15/2018		625		664
8.125%, 06/15/2018		813		854
UPCB Finance III
6.625%, 07/01/2020 (A)		650		695
USB Realty
1.386%, 12/29/2049 (A) (E)		5,800		5,336
USI
7.750%, 01/15/2021 (A)		3,630		3,784
Wilton Re Finance
5.875%, 03/30/2033 (A) (E)		1,900		1,890
XL Capital
6.500%, 12/31/2049 (E)		2,210		2,174
				136,418
Health Care — 7.2%
21st Century Oncology
9.875%, 04/15/2017		580		568
8.875%, 01/15/2017		610		634
Acadia Healthcare
12.875%, 11/01/2018		1,250		1,506
6.125%, 03/15/2021 (A)		1,000		1,044
Alere
6.500%, 06/15/2020		215		226
Amsurg
5.625%, 11/30/2020		1,795		1,867
Aurora Diagnostics Holdings
10.750%, 01/15/2018		5,185		4,148
Biomet
6.500%, 08/01/2020		4,461		4,805
6.500%, 10/01/2020		3,170		3,368
Catamaran
4.750%, 03/15/2021		3,810		3,862

128 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CHS
8.000%, 11/15/2019	$	1,075	$	1,181
7.125%, 07/15/2020		3,535		3,836
6.875%, 02/01/2022 (A)		1,466		1,532
5.125%, 08/01/2021 (A)		205		210
DaVita HealthCare Partners
6.625%, 11/01/2020		675		723
6.375%, 11/01/2018		235		247
5.750%, 08/15/2022		800		851
DJO Finance
9.875%, 04/15/2018		2,080		2,267
8.750%, 03/15/2018		480		522
7.750%, 04/15/2018		2,780		2,926
Forest Laboratories
5.000%, 12/15/2021 (A)		2,215		2,342
Fresenius Medical Care US Finance II
5.625%, 07/31/2019 (A)		2,145		2,311
Grifols Worldwide Operations
5.250%, 04/01/2022 (A)		5,325		5,445
HCA
7.500%, 02/15/2022		5,070		5,793
6.500%, 02/15/2020		910		1,019
5.875%, 03/15/2022		2,050		2,209
5.000%, 03/15/2024		7,655		7,669
3.750%, 03/15/2019		1,000		1,004
HCA Holdings
7.750%, 05/15/2021		2,725		3,004
6.250%, 02/15/2021		350		375
Healthcare Technology Intermediate
7.375%, 09/01/2018 (A)		1,585		1,617
Healthsouth
8.125%, 02/15/2020		680		736
7.750%, 09/15/2022		487		533
Hologic
6.250%, 08/01/2020		3,070		3,247
Immucor
11.125%, 08/15/2019		5,465		6,175
IMS Health
6.000%, 11/01/2020 (A)		785		826
INC Research
11.500%, 07/15/2019 (A)		2,805		3,149
Kindred Healthcare
8.250%, 06/01/2019		3,085		3,305
6.375%, 04/15/2022 (A)		4,790		4,802
Kinetic Concepts
12.500%, 11/01/2019		660		767
10.500%, 11/01/2018		2,260		2,596
Lantheus Medical Imaging
9.750%, 05/15/2017		1,385		1,378
LifePoint Hospitals
5.500%, 12/01/2021 (A)		1,440		1,494

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MModal
10.750%, 08/15/2020 (A) (B)	$	1,760	$	176
MPH Acquisition Holdings
6.625%, 04/01/2022 (A)		4,185		4,295
Par Pharmaceutical
7.375%, 10/15/2020		2,935		3,177
Physio-Control International
9.875%, 01/15/2019 (A)		333		374
Salix Pharmaceuticals
6.000%, 01/15/2021 (A)		3,799		4,055
Select Medical
6.375%, 06/01/2021 (A)		1,155		1,172
Tenet Healthcare
8.125%, 04/01/2022		6,980		7,800
8.000%, 08/01/2020		2,160		2,360
6.750%, 02/01/2020		230		242
6.000%, 10/01/2020 (A)		1,555		1,664
4.750%, 06/01/2020		1,125		1,133
4.500%, 04/01/2021		1,000		978
Trinseo Materials Operating SCA
8.750%, 02/01/2019		6,125		6,577
Truven Health Analytics
10.625%, 06/01/2020		495		562
United Surgical Partners International
9.000%, 04/01/2020		1,350		1,499
Valeant Pharmaceuticals International (A)
7.250%, 07/15/2022		1,033		1,141
7.000%, 10/01/2020		1,602		1,734
6.750%, 08/15/2021		905		975
5.625%, 12/01/2021		2,255		2,371
Valeant Pharmaceuticals International Escrow (A)
7.500%, 07/15/2021		6,730		7,571
6.750%, 08/15/2018		2,425		2,668
6.375%, 10/15/2020		720		778
WellCare Health Plans
5.750%, 11/15/2020		3,785		3,974
				155,395
Industrials — 8.6%
ACCO Brands
6.750%, 04/30/2020		1,845		1,893
Accudyne Industries Borrower
7.750%, 12/15/2020 (A)		1,315		1,417
Actuant
5.625%, 06/15/2022		3,000		3,128
ADT
6.250%, 10/15/2021 (A)		3,010		3,093
4.125%, 04/15/2019		1,000		992
3.500%, 07/15/2022		360		316
Air Medical Group Holdings
9.250%, 11/01/2018		3,026		3,264

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 129

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aircastle
7.625%, 04/15/2020	$	1,360	$	1,550
4.625%, 12/15/2018		395		404
Old AII
10.000%, 12/15/2016 (B)		1,800		—
Old AII PIK
9.000%, 12/15/2014 (B)		725		—
Algeco Scotsman Global Finance
10.750%, 10/15/2019 (A)		2,375		2,630
8.500%, 10/15/2018 (A)		1,485		1,622
Alion Science & Technology PIK
12.000%, 11/01/2014		1,635		1,627
Alliant Techsystems
5.250%, 10/01/2021 (A)		385		396
Alphabet Holding PIK
7.750%, 11/01/2017		4,200		4,342
American Builders & Contractors Supply
5.625%, 04/15/2021 (A)		1,340		1,387
Amsted Industries
5.000%, 03/15/2022 (A)		950		955
APX Group
8.750%, 12/01/2020		3,695		3,760
6.375%, 12/01/2019		1,825		1,861
Atkore International
9.875%, 01/01/2018		2,411		2,592
Avis Budget Car Rental
8.250%, 01/15/2019		1,355		1,453
5.500%, 04/01/2023		2,283		2,300
4.875%, 11/15/2017		55		58
BlueLine Rental Finance
7.000%, 02/01/2019 (A)		845		894
Boart Longyear Management Properties
10.000%, 10/01/2018 (A)		2,000		2,080
Boart Longyear Management Pty
7.000%, 04/01/2021 (A)		4,090		3,108
Bombardier (A)
6.125%, 01/15/2023		1,560		1,576
6.000%, 10/15/2022		2,725		2,725
5.750%, 03/15/2022		825		833
Briggs & Stratton
6.875%, 12/15/2020		1,500		1,665
Builders FirstSource
7.625%, 06/01/2021 (A)		1,448		1,567
Building Materials Corp of America (A)
7.500%, 03/15/2020		300		323
6.750%, 05/01/2021		620		673
Case New Holland Industrial
7.875%, 12/01/2017		390		457
CDW
8.500%, 04/01/2019		1,715		1,878
Cemex Espana Luxembourg
9.250%, 05/12/2020 (A)		755		829

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ceridian HCM Holding
11.000%, 03/15/2021 (A)	$	1,300	$	1,498
CEVA Group
9.000%, 09/01/2021 (A)		1,000		1,023
7.000%, 03/01/2021 (A)		1,235		1,257
Clean Harbors
5.250%, 08/01/2020		4,095		4,218
CNH Capital
3.625%, 04/15/2018		815		829
Continental Airlines
7.339%, 04/19/2014		108		109
Continental Airlines Pass-Through Trust, Ser 2009-2, CI B
9.250%, 05/10/2017		152		171
Covanta Holding
5.875%, 03/01/2024		1,560		1,585
CPG Merger
8.000%, 10/01/2021 (A)		2,975		3,168
Delta Air Lines Pass-Through Trust, Ser 2011-1, Cl B
7.125%, 10/15/2014		1,800		1,828
DigitalGlobe
5.250%, 02/01/2021		5,680		5,609
Esterline Technologies
7.000%, 08/01/2020		300		325
FGI Operating
7.875%, 05/01/2020		895		952
Gardner Denver
6.875%, 08/15/2021 (A)		385		397
GenCorp
7.125%, 03/15/2021		1,130		1,225
General Cable
5.750%, 10/01/2022 (A)		865		878
Gibraltar Industries
6.250%, 02/01/2021		787		839
Great Lakes Dredge & Dock
7.375%, 02/01/2019		1,087		1,139
H&E Equipment Services
7.000%, 09/01/2022		1,670		1,837
HD Supply
11.500%, 07/15/2020		2,000		2,380
11.000%, 04/15/2020		510		606
8.125%, 04/15/2019		1,325		1,477
7.500%, 07/15/2020		2,375		2,592
Hertz
7.500%, 10/15/2018		1,260		1,342
5.875%, 10/15/2020		620		661
Homer City Generation
8.137%, 10/01/2019		2,410		2,542
Interline Brands PIK
10.000%, 11/15/2018		280		304
Iron Mountain
7.750%, 10/01/2019		1,250		1,378
6.000%, 08/15/2023		715		760

130 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Jack Cooper Holdings
9.250%, 06/01/2020 (A)	$	740	$	807
Liberty Tire Recycling
11.000%, 10/01/2016 (A)		1,162		1,133
Manitowoc
8.500%, 11/01/2020		910		1,021
Marquette Transportation
10.875%, 01/15/2017		1,292		1,360
Masonite International
8.250%, 04/15/2021 (A)		1,420		1,567
Meritor
6.750%, 06/15/2021		1,015		1,073
6.250%, 02/15/2024		340		341
Milacron
7.750%, 02/15/2021 (A)		1,375		1,485
Mueller Water Products
8.750%, 09/01/2020		468		523
Navistar International
8.250%, 11/01/2021		1,740		1,775
Nielsen Finance
5.000%, 04/15/2022 (A)		3,258		3,266
4.500%, 10/01/2020		2,270		2,287
Nielsen Luxembourg SARL
5.500%, 10/01/2021 (A)		2,325		2,430
Nortek
8.500%, 04/15/2021		2,940		3,285
Oshkosh
8.500%, 03/01/2020		1,180		1,295
5.375%, 03/01/2022 (A)		75		76
Ply Gem Industries
6.500%, 02/01/2022 (A)		1,015		1,025
Polymer Group
7.750%, 02/01/2019		1,290		1,380
Polypore International
7.500%, 11/15/2017		530		562
Quality Distribution
9.875%, 11/01/2018		3,600		3,933
RSC Equipment Rental
8.250%, 02/01/2021		3,459		3,870
Sabine Pass LNG L.P.
7.500%, 11/30/2016 (A)		1,540		1,648
7.500%, 11/30/2016		4,770		5,271
Seminole Tribe of Florida
6.535%, 10/01/2020 (A)		500		553
Sensata Technologies BV (A)
6.500%, 05/15/2019		4,093		4,384
4.875%, 10/15/2023		1,600		1,572
ServiceMaster
8.000%, 02/15/2020		1,240		1,345
7.250%, 03/01/2038		2,990		2,534
7.000%, 08/15/2020		620		656
Stena
7.000%, 02/01/2024 (A)		1,465		1,491
Syncreon Group BV
8.625%, 11/01/2021 (A)		2,101		2,190

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Tempel Steel
12.000%, 08/15/2016 (A)	$	860	$	808
Terex
6.500%, 04/01/2020		615		669
6.000%, 05/15/2021		2,785		2,980
Tervita
8.000%, 11/15/2018 (A)		655		662
TRAC Intermodal
11.000%, 08/15/2019		1,745		1,989
TransDigm
7.500%, 07/15/2021		2,100		2,326
5.500%, 10/15/2020		1,600		1,628
Triumph Group
4.875%, 04/01/2021		545		537
United Airlines, Ser 95A1
9.020%, 04/19/2012 (B) (F) (H) (I)		272		71
3.000%, 10/19/2018		427		106
United Airlines Pass-Through Trust, Ser 2013-1, Cl B
5.375%, 08/15/2021		1,500		1,558
United Rentals North America
9.250%, 12/15/2019		380		420
8.375%, 09/15/2020		150		166
7.625%, 04/15/2022		325		364
7.375%, 05/15/2020		525		579
6.125%, 06/15/2023		3,250		3,445
5.750%, 11/15/2024		2,600		2,619
Vander Intermediate Holding II
9.750%, 02/01/2019 (A)		550		580
Victor Technologies Group
9.000%, 12/15/2017		1,858		1,993
Watco
6.375%, 04/01/2023 (A)		2,260		2,294
Wise Metals Group
8.750%, 12/15/2018 (A)		625		670
				185,179
Information Technology — 7.5%
ACI Worldwide
6.375%, 08/15/2020 (A)		525		553
Activision Blizzard
5.625%, 09/15/2021 (A)		6,200		6,634
Advanced Micro Devices
7.500%, 08/15/2022		4,480		4,435
6.750%, 03/01/2019 (A)		1,005		1,009
Alcatel-Lucent USA (A)
8.875%, 01/01/2020		1,550		1,759
6.750%, 11/15/2020		1,625		1,718
Amkor Technology
6.625%, 06/01/2021		461		492
6.375%, 10/01/2022		2,575		2,668
Anixter
5.625%, 05/01/2019		455		485

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 131

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aspect Software
10.625%, 05/15/2017	$	3,285	$	3,474
Audatex North America (A)
6.125%, 11/01/2023		3,955		4,207
6.000%, 06/15/2021		4,355		4,649
Avaya
7.000%, 04/01/2019 (A)		2,595		2,576
BCP Singapore VI Cayman Financing
8.000%, 04/15/2021 (A)		365		370
Belden
5.500%, 09/01/2022 (A)		1,135		1,149
Blackboard
7.750%, 11/15/2019 (A)		725		759
BMC Software Finance
8.125%, 07/15/2021 (A)		4,230		4,452
Brocade Communications Systems
4.625%, 01/15/2023 (A)		1,710		1,633
Carlson Wagonlit BV
6.875%, 06/15/2019 (A)		955		1,019
CommScope
8.250%, 01/15/2019 (A)		2,151		2,328
CommScope Holding PIK
6.625%, 06/01/2020 (A)		1,810		1,914
Eagle Midco
9.000%, 06/15/2018 (A)		2,985		3,134
Entegris
6.000%, 04/01/2022 (A)		2,300		2,352
Epicor Software
8.625%, 05/01/2019		2,780		3,041
Equinix
4.875%, 04/01/2020		2,175		2,224
First Data
12.625%, 01/15/2021		1,604		1,909
11.750%, 08/15/2021 (A)		2,860		3,003
11.750%, 08/15/2021 (A)		3,390		3,559
11.250%, 01/15/2021		4,245		4,845
8.875%, 08/15/2020 (A)		1,670		1,850
8.250%, 01/15/2021 (A)		1,545		1,676
7.375%, 06/15/2019 (A)		3,745		4,026
6.750%, 11/01/2020 (A)		2,175		2,338
First Data PIK
8.750%, 01/15/2022 (A)		7,510		8,205
First Data Holdings PIK
14.500%, 09/24/2019 (A)		840		790
Freescale Semiconductor
10.750%, 08/01/2020		130		151
6.000%, 01/15/2022 (A)		705		748
Hughes Satellite Systems
7.625%, 06/15/2021		3,255		3,670
6.500%, 06/15/2019		690		757
IAC
4.875%, 11/30/2018		1,200		1,253

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
4.750%, 12/15/2022	$	1,955	$	1,913
iGATE
9.000%, 05/01/2016		4,949		5,196
4.750%, 04/15/2019 (A)		1,000		1,004
Infor US
11.500%, 07/15/2018		740		857
9.375%, 04/01/2019		3,455		3,891
j2 Global
8.000%, 08/01/2020		1,925		2,098
Magnachip Semiconductor
6.625%, 07/15/2021		860		856
ManTech International
7.250%, 04/15/2018		795		825
Micron Technology
5.875%, 02/15/2022 (A)		1,760		1,844
NCR
6.375%, 12/15/2023 (A)		3,215		3,416
5.875%, 12/15/2021 (A)		1,300		1,368
5.000%, 07/15/2022		1,675		1,677
NeuStar
4.500%, 01/15/2023		1,949		1,691
NXP BV (A)
5.750%, 02/15/2021		2,730		2,907
5.750%, 03/15/2023		435		457
3.750%, 06/01/2018		265		266
Perstorp Holding
8.750%, 05/15/2017 (A)		1,235		1,321
Sabre
8.500%, 05/15/2019 (A)		4,450		4,917
SPCM
6.000%, 01/15/2022 (A)		1,311		1,390
SSI Investments II
11.125%, 06/01/2018		1,055		1,125
STATS ChipPAC
4.500%, 03/20/2018 (A)		2,206		2,217
Stratus Technologies Bermuda
12.000%, 03/29/2015		2,305		2,559
Stream Global Services
11.250%, 10/01/2014		2,980		2,980
SunGard Availability Services Capital
8.750%, 04/01/2022 (A)		1,605		1,607
SunGard Data Systems
7.625%, 11/15/2020		340		373
7.375%, 11/15/2018		364		386
6.625%, 11/01/2019		800		846
Taminco Global Chemical
9.750%, 03/31/2020 (A)		455		513
Travelport
6.361%, 03/01/2016 (A) (E)		101		102
Travelport PIK
13.875%, 03/01/2016 (A)		468		494
VeriSign
4.625%, 05/01/2023		900		864

132 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Viasystems
7.875%, 05/01/2019 (A)	$	1,300	$	1,401
WEX
4.750%, 02/01/2023 (A)		2,825		2,656
Zayo Group
10.125%, 07/01/2020		4,090		4,744
8.125%, 01/01/2020		2,180		2,393
				160,968
Materials — 5.5%
AK Steel
7.625%, 05/15/2020		720		718
ArcelorMittal
6.125%, 06/01/2018		2,195		2,406
6.000%, 03/01/2021		375		400
ARD Finance PIK
11.125%, 06/01/2018 (A)		1,502		1,646
Ardagh Packaging Finance
9.125%, 10/15/2020 (A)		2,260		2,520
7.000%, 11/15/2020 (A)		280		294
Ashland
4.750%, 08/15/2022		1,435		1,408
Axalta Coating Systems US Holdings
7.375%, 05/01/2021 (A)		1,185		1,289
Ball
5.000%, 03/15/2022		1,150		1,179
Berry Plastics
9.750%, 01/15/2021		1,325		1,539
Beverage Packaging Holdings Luxembourg II
5.625%, 12/15/2016 (A)		2,075		2,127
BOE Intermediate Holding
9.000%, 11/01/2017 (A)		1,050		1,145
BOE Merger PIK
9.500%, 11/01/2017 (A)		1,715		1,818
BWAY Holding
10.000%, 06/15/2018		815		868
Celanese US Holdings
4.625%, 11/15/2022		4,055		3,994
Cemex
7.250%, 01/15/2021 (A)		3,010		3,288
Cemex Finance
6.000%, 04/01/2024 (A)		945		947
Consolidated Container
10.125%, 07/15/2020 (A)		1,285		1,365
Cornerstone Chemical
9.375%, 03/15/2018 (A)		4,280		4,537
Eldorado
6.125%, 12/15/2020 (A)		1,125		1,125
FMG Resources August 2006 Pty (A)
6.875%, 02/01/2018		1,910		2,013
6.875%, 04/01/2022		2,123		2,288

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
FMG Resources Property
8.250%, 11/01/2019 (A)	$	1,695	$	1,865
FQM Akubra
8.750%, 06/01/2020 (A)		1,280		1,400
Graphic Packaging International
4.750%, 04/15/2021		1,154		1,155
Headwaters
7.625%, 04/01/2019		315		339
Hecla Mining
6.875%, 05/01/2021		2,200		2,134
Hexion US Finance
9.000%, 11/15/2020		495		490
8.875%, 02/01/2018		2,200		2,288
6.625%, 04/15/2020		1,620		1,677
Huntsman International
8.625%, 03/15/2020		435		477
8.625%, 03/15/2021		1,135		1,271
4.875%, 11/15/2020		490		493
IAMGOLD
6.750%, 10/01/2020 (A)		6,220		5,536
Ineos Finance (A)
8.375%, 02/15/2019		1,180		1,304
7.500%, 05/01/2020		1,070		1,174
Ineos Group Holdings
6.125%, 08/15/2018 (A)		1,425		1,477
5.875%, 02/15/2019 (A)		5,010		5,117
JMC Steel Group
8.250%, 03/15/2018 (A)		1,130		1,155
Kaiser Aluminum
8.250%, 06/01/2020		1,650		1,860
KGHM International
7.750%, 06/15/2019 (A)		2,690		2,838
LSB Industries
7.750%, 08/01/2019 (A)		1,195		1,282
Mirabela Nickel
8.750%, 04/15/2018 (A) (B)		2,420		581
3.500%, 06/30/2014 (F)		382		382
Momentive Performance Materials PIK
1.535%, 06/04/2017 (F) (H) (I)		2,344		438
New (A)
7.000%, 04/15/2020		600		632
6.250%, 11/15/2022		2,640		2,680
Nexeo Solutions
8.375%, 03/01/2018		750		758
Noranda Aluminum Acquisition
11.000%, 06/01/2019		1,390		1,279
Novelis
8.750%, 12/15/2020		190		212
8.375%, 12/15/2017		1,455		1,557
Packaging Dynamics
8.750%, 02/01/2016 (A)		1,379		1,415

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 133

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Plains Exploration & Production
6.875%, 02/15/2023	$	875	$	973
6.500%, 11/15/2020		1,660		1,828
Plastipak Holdings
6.500%, 10/01/2021 (A)		1,115		1,169
PolyOne
7.375%, 09/15/2020		910		997
Pretium Packaging
11.500%, 04/01/2016		1,670		1,787
Rain CII Carbon (A)
8.250%, 01/15/2021		200		206
8.000%, 12/01/2018		310		324
Reichhold Industries PIK
9.000%, 05/08/2017 (A)		1,382		933
Rentech Nitrogen Partners
6.500%, 04/15/2021 (A)		405		397
Rockwood Specialties Group
4.625%, 10/15/2020		875		903
Ryerson
11.250%, 10/15/2018		360		403
9.000%, 10/15/2017		880		949
Sappi Papier Holding GmbH (A)
8.375%, 06/15/2019		1,365		1,515
7.750%, 07/15/2017		300		334
6.625%, 04/15/2021		845		877
Scotts Miracle-Gro
6.625%, 12/15/2020		790		854
Sealed Air (A)
8.375%, 09/15/2021		975		1,123
8.125%, 09/15/2019		1,650		1,844
Smurfit Kappa Acquisitions
4.875%, 09/15/2018 (A)		1,400		1,484
St. Barbara
8.875%, 04/15/2018 (A)		800		656
TPC Group
8.750%, 12/15/2020 (A)		6,610		7,246
Unifrax I
7.500%, 02/15/2019 (A)		600		636
Vulcan Materials
7.500%, 06/15/2021		530		624
7.000%, 06/15/2018		450		519
Walter Energy
11.000%, 04/01/2020 (A)		1,530		1,377
9.875%, 12/15/2020		4,560		2,998
8.500%, 04/15/2021		2,105		1,326
				118,462
Telecommunication Services — 6.1%
CenturyLink
6.750%, 12/01/2023		5,075		5,386
5.800%, 03/15/2022		2,345		2,398
5.625%, 04/01/2020		1,460		1,535
Cincinnati Bell
8.750%, 03/15/2018		3,170		3,317

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Cogent Communications Group
8.375%, 02/15/2018 (A)	$	775	$	841
Comcel Trust
6.875%, 02/06/2024 (A)		495		518
Digicel Group (A)
8.250%, 09/01/2017		2,714		2,823
8.250%, 09/30/2020		4,940		5,273
7.125%, 04/01/2022		1,925		1,947
Eileme 2
11.625%, 01/31/2020 (A)		595		709
GCI
8.625%, 11/15/2019		875		936
6.750%, 06/01/2021		580		587
Gray Television
7.500%, 10/01/2020		1,390		1,508
Intelsat Jackson Holdings
7.500%, 04/01/2021		1,180		1,295
7.250%, 10/15/2020		3,310		3,591
6.625%, 12/15/2022		830		863
5.500%, 08/01/2023 (A)		105		103
Intelsat Luxembourg (A)
8.125%, 06/01/2023		5,085		5,390
7.750%, 06/01/2021		4,170		4,389
Level 3 Communications
8.875%, 06/01/2019		1,025		1,126
Level 3 Financing
8.625%, 07/15/2020		710		796
8.125%, 07/01/2019		845		927
7.000%, 06/01/2020		1,415		1,551
6.125%, 01/15/2021 (A)		820		865
Lucent Technologies
6.450%, 03/15/2029		225		215
Lynx I
5.375%, 04/15/2021 (A)		3,485		3,598
Lynx II
6.375%, 04/15/2023 (A)		2,490		2,639
MetroPCS Wireless
7.875%, 09/01/2018		265		282
NII International Telecom SCA
7.875%, 08/15/2019 (A)		325		220
Parker Drilling
7.500%, 08/01/2020		3,710		3,951
Qwest Capital Funding
7.750%, 02/15/2031		415		410
Sable International Finance
8.750%, 02/01/2020 (A)		68		77
SBA Telecommunications
8.250%, 08/15/2019		113		120
5.750%, 07/15/2020		135		141
SoftBank
4.500%, 04/15/2020 (A)		1,351		1,344
Sprint (A)
7.875%, 09/15/2023		14,110		15,521
7.250%, 09/15/2021		2,735		2,981

134 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
7.125%, 06/15/2024	$	5,050	$	5,303
Sprint Capital
8.750%, 03/15/2032		4,435		4,878
6.900%, 05/01/2019		4,215		4,626
6.875%, 11/15/2028		1,130		1,096
Sprint Communications (A)
9.000%, 11/15/2018		2,035		2,488
7.000%, 03/01/2020		325		375
T-Mobile USA
6.836%, 04/28/2023		1,115		1,196
6.731%, 04/28/2022		3,075		3,294
6.633%, 04/28/2021		330		355
6.500%, 01/15/2024		2,330		2,441
6.250%, 04/01/2021		1,195		1,264
6.125%, 01/15/2022		1,805		1,891
tw telecom holdings
6.375%, 09/01/2023		120		128
5.375%, 10/01/2022		2,300		2,346
UPCB Finance V
7.250%, 11/15/2021 (A)		3,355		3,699
UPCB Finance VI
6.875%, 01/15/2022 (A)		2,512		2,738
Vimpel Communications Via VIP Finance Ireland
7.748%, 02/02/2021 (A)		450		461
Wind Acquisition Finance (A)
11.750%, 07/15/2017		700		738
7.250%, 02/15/2018		310		326
7.250%, 02/15/2018		4,135		4,362
6.500%, 04/30/2020		1,189		1,293
Windstream
7.750%, 10/15/2020		500		536
7.750%, 10/01/2021		2,730		2,935
7.500%, 06/01/2022		745		786
7.500%, 04/01/2023		1,220		1,281
6.375%, 08/01/2023		560		546
				131,555
Utilities — 1.8%
AES
8.000%, 06/01/2020		325		384
7.375%, 07/01/2021		3,200		3,648
4.875%, 05/15/2023		215		205
AES Gener
8.375%, 12/18/2073 (A) (E)		905		959
AmeriGas Finance
7.000%, 05/20/2022		6,222		6,798
Calpine (A)
7.875%, 07/31/2020		1,301		1,431
7.500%, 02/15/2021		994		1,086
6.000%, 01/15/2022		1,683		1,767
5.875%, 01/15/2024		340		345
Elwood Energy
8.159%, 07/05/2026		646		710

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Enel
8.750%, 09/24/2073 (A) (E)	$	750	$	839
Energy Future Intermediate Holding
10.250%, 12/01/2020 (A)		3,765		3,967
Ferrellgas
6.500%, 05/01/2021		2,825		2,959
LBC Tank Terminals Holding Netherlands BV
6.875%, 05/15/2023 (A)		2,800		2,989
NRG Energy
8.250%, 09/01/2020		345		379
7.875%, 05/15/2021		6,560		7,216
6.625%, 03/15/2023		1,749		1,815
6.250%, 07/15/2022 (A)		1,265		1,303
Southern Energy
0.000%, 07/15/2004 (B)		450		5
				38,805
Total Corporate Obligations (Cost $1,547,534) ($ Thousands)				1,598,997
LOAN PARTICIPATIONS — 12.0%
Academy Sports Limited, Term Loan
4.500%, 08/03/2018		552		554
Accellent Cov-Lite, 2nd Lien
0.000%, 02/21/2022 (G)		515		510
Accellent, 1st Lien Term Loan
0.000%, 02/19/2021 (G)		3,015		3,010
Active Network, 1st Lien Term Loan
5.500%, 11/06/2020		299		302
Affinion Group Holdings
6.750%, 10/08/2016		1,997		1,967
Air Medical Group Holdings, 1st Lien Term Loan
7.625%, 05/21/2018		2,810		2,796
Akorn, 1st Lien Term Loan B
0.000%, 11/13/2020 (G)		1,400		1,412
Alcatel Lucent, Term Loan C
4.500%, 01/29/2019		1,490		1,496
Alinta Cov-Lite, 1st Lien Term Loan
6.375%, 08/13/2019		2,553		2,586
Alinta, Delayed Term Loan Unfunded
0.500%, 08/13/2018 (K)		167		2
Alliance Laundry System LLC, Term Loan B
4.250%, 12/07/2018		375		376
American Renal Holdings, Term Loan
8.500%, 02/20/2020		1,750		1,757

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 135

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
American Tire Distributors, 1st Lien Term Loan
0.000%, 06/19/2018 (G)	$	700	$	704
ANVC Merger, 1st Lien Term Loan
5.500%, 02/18/2021		1,895		1,905
Applied Systems, 1st Lien Term Loan
5.500%, 01/15/2021		745		747
Applied Systems, 2nd Lien Term Loan
7.500%, 01/14/2022		1,478		1,500
Arctic Glacier Cov-Lite, 1st Lien
5.000%, 05/10/2019		1,043		1,045
Aspect Software
7.000%, 05/07/2016		1,123		1,137
Associated Partners, 1st Lien Term Loan
6.655%, 12/21/2015 (F)		2,250		2,256
Associated Partners, Delayed Draw Term Loan
6.655%, 12/21/2015 (F)		2,250		2,256
Astoria Generating Cov-Lite, Term Loan
8.500%, 10/26/2017		5,382		5,543
Asurion LLC, 2nd Lien Term Loan
8.500%, 03/03/2021		1,600		1,650
Atkore Cov-Lite, 2nd Lien Term Loan
0.000%, 09/27/2021 (G)		795		799
Atlas Energy, Term Loan B
6.500%, 07/31/2019		697		714
Avast Software LLC, 1st Lien Term Loan
0.000%, 03/18/2020 (G)		800		798
Avaya
6.500%, 03/31/2018		838		839
Azure Midstream, 1st Lien Term Loan B
6.500%, 11/12/2018		1,145		1,154
Berling Packaging LLC, 2nd Lien Term Loan
8.750%, 04/02/2020		375		383
BJ’s Wholesale Club, 2nd Lien
8.500%, 03/31/2020		1,540		1,574
Blue Coat Systems, Term Loan
4.000%, 02/15/2018		200		200
BMC Software
5.000%, 08/07/2020		407		407
Bowie Resources, 1st Lien Term Loan
6.750%, 08/16/2020		2,054		2,075

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Brickman Group Cov-Lite, 1st Lien
0.000%, 12/18/2020 (G)	$	4	$	4
Brickman Group Holdings, 1st Lien Term Loan
4.000%, 12/18/2020		1,496		1,498
Brickman Group Holdings, 2nd Lien Term Loan
7.500%, 12/17/2021		803		817
Carestream Health Cov-Lite, 1st Lien Term Loan
5.000%, 06/07/2019		2,066		2,084
Carestream Health Cov-Lite, 2nd Lien Term Loan
9.500%, 12/05/2019		2,075		2,115
Carestream Health, 1st Lien Term Loan
5.000%, 06/07/2019		96		97
Catalent Pharma Solutions, Term Loan
6.500%, 12/31/2017		400		404
Cengage Learning Acquisitions, 1st Lien Term Loan
0.000%, 03/06/2020 (G)		1,680		1,698
Cengage Learning Acquisitions, Term Loan B
7.750%, 07/05/2017 (B)		160		150
Ceridian, 1st Lien Term Loan B
4.404%, 05/09/2017		967		970
Ceva Group PLC, 1st Lien Term Loan
6.500%, 03/19/2021		203		202
6.500%, 03/12/2021		296		294
Ceva Intercompany BV, 1st Lien Term Loan
6.500%, 03/19/2021		214		213
Ceva Logistics, 1st Lien Term Loan
6.500%, 03/19/2021		37		37
City Center Holdings LLC Cov-Lite, 1st Lien Term Loan B
5.000%, 10/09/2020		2,470		2,488
CKX, Term Loan B
9.000%, 06/21/2017		421		367
Clear Channel Communications, 1st Lien Term Loan B
3.803%, 01/29/2016		1,492		1,473
Clear Channel Communications, 1st Lien Term Loan D
6.903%, 01/22/2019		6,116		5,985
Community Health Services, 1st Lien Term Loan D
4.250%, 01/27/2021		2,209		2,225
Compass Investors, 1st Lien Term Loan
4.250%, 12/14/2019		700		702

136 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CPM Holdings, 2nd Lien
10.250%, 03/01/2018	$	900	$	911
Crestwood Holdings LLC, 1st Lien Term Loan B
7.000%, 05/24/2019		1,473		1,498
CSM Bakery Supplies Cov-Lite, 1st Lien Term Loan
4.750%, 05/22/2020		1,383		1,391
CTI Foods, 2nd Lien Term Loan
8.250%, 06/28/2021		1,190		1,196
Cumulus Media, 1st Lien
4.250%, 12/23/2020		746		748
DAE Aviation Holdings, 1st Lien Term Loan
7.750%, 07/30/2019		1,000		1,016
5.000%, 11/02/2018		126		127
DAE Aviation Holdings, Term Loan B1
6.250%, 10/19/2018		1,495		1,514
Dell, 1st Lien Term Loan
4.500%, 09/23/2020		2,320		2,303
Dex Media West LLC
8.000%, 10/24/2014		1,652		1,336
Diamond Foods Cov-Lite, 1st Lien
4.250%, 08/20/2018		840		842
Doncaster PLC, 2nd Lien Term Loan
9.500%, 10/09/2020		350		355
Empire Generating
5.250%, 03/12/2021		1,845		1,844
Endurance International, 1st Lien
5.000%, 11/09/2019		1,690		1,699
Entegris, 1st Lien Term Loan B
0.000%, 03/25/2021 (G)		1,795		1,791
Entegris, Bridge Loan
0.000%, 02/04/2015 (G)		1,130		1,130
EZE Castel Software LLC, 2nd Lien Term Loan
8.500%, 04/05/2021		400		405
Fender Musical Instruments, 1st Lien Term Loan
5.750%, 04/03/2019		357		358
First Advantage Cov-Lite, Term Loan B
6.250%, 02/13/2019		495		496
First Advantage, 2nd Lien Term Loan
10.500%, 08/28/2019 (F)		600		594
FMG Resources Property Cov-Lite, 1st Lien
4.250%, 06/30/2019		2,264		2,281

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Foresight Energy LLC Cov-Lite, 1st Lien Term Loan B
5.500%, 08/21/2020	$	1,995	$	2,004
Freescale Semiconductor, Term Loan
4.250%, 02/13/2020		547		549
4.250%, 03/01/2020		1,944		1,951
4.250%, 03/03/2020		4		4
Gardner Denver, 1st Lien Term Loan
4.250%, 07/30/2020		723		723
GCA Services Group Cov-Lite, 2nd Lien Term Loan
9.250%, 10/11/2020		560		566
Gentiva Health Services, 1st Lien Term Loan B
6.500%, 10/16/2019		1,170		1,154
Getty Images Cov-Lite, 1st Lien Term Loan B
4.750%, 10/03/2019		2		2
Global Aviation Holdings
10.000%, 07/13/2017 (B) (F)		1,869		—
3.000%, 02/13/2018 (B) (F)		611		—
GlobalLogic Holdings, 1st Lien Term Loan B
6.250%, 06/03/2019		998		988
GOGO LLC
11.250%, 06/21/2017		894		966
Gray Television, Term Loan B
4.500%, 10/11/2019		1,601		1,608
Greenway Medical Technologies, 1st Lien Term Loan
9.250%, 11/01/2021		900		909
Grifols Worldwide Operations, 2nd Lien Term Loan B
3.155%, 03/05/2021		1,015		1,014
Gymboree Cov-Lite, 1st Lien Term Loan
5.000%, 02/23/2018		340		305
Harrah’s Entertainment, Extended Term Loan B6
5.489%, 01/28/2018		737		695
Hemisphere Media Group, Term Loan
6.250%, 07/30/2020		710		711
Hilton Hotels Cov-Lite, 1st Lien Term Loan B
3.750%, 09/23/2020		1,911		1,913
Hilton Worldwide Finance
3.750%, 10/26/2020		80		80
Hilton Worldwide Holdings, 1st Lien Term Loan B
3.750%, 09/23/2020		107		107

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 137

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Hostess Brands
6.750%, 04/09/2020	$	1,820	$	1,890
Hub International, 1st Lien Term Loan B
4.750%, 09/17/2020		1,995		1,996
Ikaria, 2nd Lien
5.000%, 02/04/2022		1,975		2,000
IMG Worldwide, 1st Lien Term Loan
0.000%, 03/19/2021 (G)		600		596
Industrial Packaging, Bridge Term Loan
0.000%, 03/10/2015 (G)		1,016		1,016
Infor US, 1st Lien Term Loan B
3.750%, 06/03/2020		1,397		1,391
Integra Telecom, 2nd Lien
9.750%, 02/19/2020		700		715
Integra Telecom, Term Loan B
5.250%, 02/22/2019		1,340		1,346
Interline Brands
0.000%, 03/12/2021 (G)		410		409
Intrawest, 1st Lien Term Loan
5.500%, 11/26/2020		1,995		2,020
ION Trading Technologies, 2nd Lien Term Loan, Cov-Lite
8.250%, 05/21/2021		2,150		2,171
J Crew Group, 1st Lien
4.000%, 03/05/2021		4,095		4,083
J Crew Group, Term Loan B
4.000%, 03/05/2021		1,219		1,216
JC Penney Cov-Lite, 1st Lien Term Loan B
6.000%, 05/21/2018		1,045		1,039
Kindred Healthcare
0.000%, 03/28/2021 (G)		2,315		2,321
Kinetic Concepts, 1st Lien Term Loan
4.000%, 05/04/2018		1,425		1,426
Knight Capital Group, 1st Lien Term Loan B
5.750%, 11/30/2017		28		28
Knowledge Universe Education LLC, 1st Lien Term Loan
0.000%, 03/12/2021 (G)		1,150		1,156
Landest Software, 1st Lien
5.000%, 02/25/2020		697		697
Laureate Education, 1st Lien Term Loan
5.000%, 06/15/2018		64		63
5.000%, 06/18/2015		492		487
Learning Care Group, Term Loan
5.750%, 05/08/2019		299		299
Light Tower Fiber LLC, Term Loan
8.000%, 04/12/2021		220		224

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Lions Gate Entertainment, 2nd Lien Term Loan
5.000%, 07/19/2020	$	2,500	$	2,544
Marine District Finance, 1st Lien
6.750%, 08/15/2018		1,445		1,464
Mashantucket Pequot Tribe, 1st Lien Term Loan
9.375%, 06/30/2020		3,543		3,396
Medical Card, Term Loan
12.000%, 09/17/2015		1,316		1,250
MedQuist, Term Loan B
7.750%, 08/15/2019 (B)		4,797		3,756
Men’s Warehouse, Bridge Loan
0.000%, 03/11/2015 (G)		1,720		1,720
Merge Healthcare, Term Loan B
6.000%, 04/23/2019		496		467
Metroflag, 2nd Lien
14.000%, 01/06/2009 (B)		300		—
MISYS, 1st Lien Term Loan
5.000%, 12/12/2018		1,194		1,204
MISYS, 2nd Lien
12.000%, 06/12/2019		1,250		1,431
Mohegan Tribal Gaming Authority, 1st Lien Term Loan B
5.500%, 11/19/2019		1,332		1,358
Moxie Liberty LLC, 1st Lien Term Loan B1
7.500%, 08/21/2020		2,755		2,810
Moxie Patriot LLC, 1st Lien Term Loan B1
6.750%, 12/19/2020		780		792
NANA Development, 1st Lien Term Loan
8.000%, 03/15/2018		502		497
National Financial Partners, 1st Lien Term Loan B
5.250%, 07/01/2020		1,788		1,797
National Vision, 1st Lien Term Loan, Cov-Lite
0.000%, 03/05/2021 (G)		1,500		1,489
Navistar International
5.750%, 08/17/2017		1,603		1,628
Nelson Education Limited, Term Loan B1
2.747%, 07/05/2014		933		763
NexTech Systems, 1st Lien
6.000%, 10/28/2018 (F)		1,136		1,113
Nord Anglia Education, 1st Lien Term Loan
0.000%, 03/19/2021 (G)		500		499
Nuveen Investments, 2nd Lien Term Loan B
6.500%, 02/28/2019		1,705		1,707
Obsidian Natural Gas Trust
7.000%, 11/02/2015		858		869

138 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Ocean Cov-Lite, 1st Lien Term Loan B1
6.000%, 02/02/2021	$	5,013	$	5,102
Offshore Group Investments
5.000%, 10/25/2017		515		515
One Call Medical, 1st Lien Term Loan
5.000%, 11/20/2020		2,272		2,278
OpenLink Financial Cov-Lite, 1st Lien
0.000%, 10/30/2017 (G)		978		981
Ortho-Clinical Diagnostics, Bridge Loan
0.000%, 03/25/2058 (G)		2,390		2,390
Otter Products, 1st Lien Term Loan B
5.250%, 04/29/2019		1,641		1,637
Oxbow Carbon & Minerals, 2nd Lien
8.000%, 01/19/2020		1,250		1,275
P2 Energy Cov-Lite, 1st Lien Term Loan
5.000%, 10/30/2020		706		712
0.000%, 10/30/2020 (G)		4		4
Pacific Drilling, 1st Lien Term Loan
4.500%, 05/18/2018		1,985		1,991
Panda Sherman Power LLC, Term Loan
9.000%, 09/14/2018		1,650		1,687
Panda Temple Power LLC, 1st Lien Term Loan B
7.250%, 04/03/2019		805		824
Panolam Industries International
7.250%, 08/23/2017		734		714
Panolam Industries International, 1st Lien Term Loan
0.000%, 08/23/2017 (G)		3		3
Patheon, 1st Lien Term Loan
0.000%, 01/22/2021 (G)		1,690		1,680
Performance Food Group Cov-Lite, 2nd Lien Term Loan
6.250%, 11/07/2019		596		604
Pierre Foods, 2nd Lien Term Loan
9.500%, 10/02/2017		3,042		2,951
Polymer Group, 1st Lien Term Loan B
5.250%, 12/13/2019		1,275		1,281
Presidio, 1st Lien Term Loan B
5.000%, 03/31/2017		2,057		2,066
Ranpak, 2nd Lien Term Loan
8.500%, 04/10/2020		375		382

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Raven Power Finance LLC, 1st Lien Term Loan B
5.250%, 12/18/2020	$	1,100	$	1,111
RCS, 1st Lien Term Loan
0.000%, 03/29/2019 (G)		600		603
Reddy Ice, 2nd Lien Term Loan
10.750%, 11/01/2019		1,670		1,603
Rice Drilling LLC, 2nd Lien Term Loan B
8.500%, 10/25/2018		1,853		1,886
Rite Aid, 2nd Lien Term Loan
5.750%, 07/07/2020		727		742
Road Infrastructure Investments, 2nd Lien Term Loan
0.000%, 09/21/2021 (G)		300		300
Royal Adhesives and Sealants LLC, Term Loan
5.500%, 07/31/2018		1,488		1,505
Sabre Holdings
5.250%, 02/15/2019		1,905		1,905
Salix Pharmaceuticals, 1st Lien Term Loan
4.250%, 12/17/2019		649		655
Samson Investments
5.000%, 09/25/2018		1,595		1,609
Seadrill Partners LLC, 1st Lien Term Loan B
4.000%, 02/22/2021		2,523		2,515
Sears Holdings, 1st Lien Term Loan
5.500%, 06/30/2018		2,195		2,204
Shields Finance, 1st Lien
5.000%, 01/27/2021		1,400		1,404
Sirva Worldwide, Term Loan
7.500%, 03/27/2019		1,386		1,413
Smart & Final, 1st Lien Term Loan, Cov-Lite
4.750%, 11/15/2019		846		846
Standard Aero, Term Loan B2
6.250%, 10/19/2018		678		687
Steinway Musical Instruments, 1st Lien Term Loan
4.750%, 09/13/2019		239		241
Steinway Musical Instruments, 2nd Lien Term Loan
9.250%, 09/18/2020		420		433
Stuart Weitzman Acquisition LLC, 1st Lien Term Loan
0.000%, 03/04/2020 (G)		1,750		1,746
Supervalu Cov-Lite, 1st Lien Term Loan B
4.500%, 03/21/2019		4,981		4,985
Sutherland Global, 1st Lien Term Loan
7.250%, 03/06/2019		327		329

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 139

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Sutherland SGS
7.250%, 03/06/2019	$	148	$	149
Syncreon Holdings, 1st Lien Term Loan B
5.250%, 10/28/2020		2,260		2,263
Targus Group International, Term Loan B
12.000%, 05/24/2016		371		307
Texas Competitive Electric Holdings, Extending Term Loan
4.737%, 10/10/2017		1,660		1,195
Texas Competitive Electric Holdings, Term Loan
3.737%, 10/10/2014		9,980		7,132
3.662%, 10/10/2014		277		198
The Nieman Marcus Group, 1st Lien Term Loan
4.250%, 10/25/2020		2,694		2,701
The Telex Group, 1st Lien Term Loan B
5.250%, 09/22/2017		98		98
Toys R Us-Delaware
6.000%, 08/21/2019		2,217		2,142
Trans Union LLC, 1st Lien Term Loan
0.000%, 03/19/2021 (G)		500		501
Travelport LLC
5.500%, 06/21/2018		417		416
Travelport LLC, 1st Lien Revolving Credit Unfunded
0.000%, 06/21/2018 (L)		583		—
Travelport LLC, 2nd Lien Term Loan 1
9.500%, 01/31/2016		1,340		1,383
Travelport LLC, Term Loan
6.250%, 06/26/2019		1,774		1,813
Travelport, 2nd Lien
8.375%, 12/01/2016		1,102		1,127
True Religion Apparel, Term Loan
5.875%, 07/30/2019		1,500		1,430
TSAM Delaware LLC, 1st Lien
8.750%, 09/12/2019 (F)		988		977
US Shipping, 1st Lien Term Loan
9.000%, 04/11/2018		796		812
Vertafore
9.750%, 10/27/2017		560		568
Wall Street Systems Cov-Lite, 2nd Lien Term Loan
9.250%, 04/24/2020		2,000		2,015
Wilton Brands, 1st Lien Term Loan
7.500%, 08/30/2018		1,478		1,406

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WTG Holdings III
4.750%, 12/11/2020	$	1,500	$	1,504
Zayo Group LLC, Term Loan B
4.000%, 07/02/2019		898		898
Total Loan Participations (Cost $260,172) ($ Thousands)				258,338
COLLATERALIZED DEBT OBLIGATIONS — 8.0%
Financials — 1.6%
Battalion CLO
0.000%, 12/15/2016		3,295		3,318
Battalion CLO, Ser 2012-3A
0.000%, 01/18/2025 (A)		2,303		2,142
Battalion CLO, Ser 2013-4A
0.000%, 10/22/2025		5,640		5,076
Battalion CLO, Ser 2014-5A
0.000%, 04/17/2026 (A)		3,274		2,900
Rockwall CDO, Ser 2006-1A, Cl A1LB
0.738%, 08/01/2021 (A) (E)		21,379		20,150
				33,586
Other Asset-Backed Securities — 6.4%
Benefit Street Partners CLO III, Ser 2013-IIIA
0.000%, 01/20/2026		2,528		2,452
Benefit Street Partners CLO IV
0.000%††		3,000		3,000
Claris III
0.538%, 08/04/2021		6,969		6,481
Figueroa CLO, Ser 2013-1I
0.000%, 03/21/2024		18,856		16,686
Figueroa CLO, Ser 2013-2A
0.000%, 12/15/2025		2,930		2,930
Great Lakes CLO, Ser 2012-1A, Cl E
5.739%, 01/15/2023 (A) (E)		2,811		2,677
Great Lakes CLO, Ser 2012-1A
0.000%, 01/15/2023 (A)		2,457		2,211
Ivy Hill Middle Market Credit Fund Ser 7A
0.000%, 10/20/2025 (A)		3,198		3,006
KKR CLO Trust, Ser 2012-1A, Cl C
4.733%, 12/15/2024 (A) (E)		2,941		2,955
KVK CLO, Ser 2012-2A
0.000%, 02/10/2025 (A)		2,471		2,249
Neuberger Berman CLO VXI, Ser 2014-16A
0.000%, 04/15/2026		2,450		2,303
Neuberger Berman CLO XIII, Ser 2012-13A
0.000%, 01/23/2024 (A)		447		268

140 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands) Shares		Market Value ($ Thousands)
Neuberger Berman CLO XIV, Ser 2013-14A
0.000%, 04/28/2025 (A)	$	2,991	$	2,572
Neuberger Berman CLO XVI, Ser 2014-16A, Cl SFN
0.000%, 04/15/2026		163		2
Newstar Trust, Ser 2007-1A, Cl A1
0.473%, 09/30/2022 (A) (E)		5,482		5,322
NXT Capital CLO, Ser 2012-1A, Cl E
7.736%, 07/20/2022 (A) (E)		2,417		2,417
OCP CLO, Ser 2012-2A
0.000%, 11/22/2023 (A)		2,615		2,406
Rockwall CDO, Ser 2007-1A, Cl A1LA
0.488%, 08/01/2024 (A) (E)		69,016		64,012
Trinitas CLO, Ser 2014-1A
0.000%, 04/15/2026 (A)		4,984		4,873
Valhalla CLO, Ser 2004-1A, Cl A2
1.038%, 08/01/2016 (A) (E)		1,908		1,832
Venture X CLO, Ser 2012-12A
0.000%, 02/28/2024 (A)		2,693		2,370
Venture XIV CLO, Ser 2013-14A
0.000%, 08/25/2025 (A)		2,743		2,702
Venture XIV CLO, Ser 2013-14A, Cl SFN
0.000%, 08/25/2025 (A)		105		1
Venture XVI CLO, Ser 2014-16A
0.000%, 04/15/2026		2,062		1,938
				137,665
Total Collateralized Debt Obligations (Cost $156,480) ($ Thousands)				171,251
PREFERRED STOCK — 1.4%
Ally Financial, 7.000% (A) (E)		33,745		14,123
Aspen Insurance Holdings, 5.950% (E)		86,000		2,134
Ceva Holdings, 0.000%* (F)		1,214		1,548
Chesapeake Energy, 5.750% (A)		1,321		1,477
Citigroup, 6.880% (E)		175,550		4,576
Dana Holding, 0.000% (A)		5,478		1,077
Intelsat, 5.750%		12,700		681
Regions Financial, 6.380%		131,800		3,178
SandRidge Energy, 7.000%		8,700		876
Total Preferred Stock (Cost $26,066) ($ Thousands)				29,670
MUNICIPAL BONDS — 0.8%
Buckeye Tobacco Settlement Financing Authority, Ser A-2, RB Callable 06/01/17 @ 100
5.875%, 06/01/2047		1,410		1,135

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Commonwealth of Puerto Rico, Ser A, GO Callable 07/01/20 @ 100
8.000%, 07/01/2035	$	2,740	$	2,557
Golden State Tobacco Securitization, RB
5.300%, 06/01/2037		845		645
Golden State Tobacco Securitization, Ser A-1, RB Callable 06/01/17 @ 100
5.750%, 06/01/2047		2,055		1,657
New Jersey Tobacco Settlement Financing, RB
5.000%, 06/01/2029		410		345
New Jersey Tobacco Settlement Financing, Ser 1A, RB Callable 06/01/17 @ 100
5.000%, 06/01/2041		9,040		6,802
4.750%, 06/01/2034		4,410		3,331
Total Municipal Bonds (Cost $15,704) ($ Thousands)				16,472
CONVERTIBLE BONDS — 0.2%
Equinix CV to 11.8599
4.750%, 06/15/2016		268		605
Liberty Media CV to 16.7764
3.750%, 02/15/2030		4,098		2,459
Liberty Media CV to 22.94686
4.000%, 11/15/2029		1,672		1,021
Mirant CV to 14.7167
0.000%, 06/15/2021 (B)		2,200		—
Salix Pharmaceuticals CV to 15.1947
1.500%, 03/15/2019		348		588
Total Convertible Bonds (Cost $4,462) ($ Thousands)				4,673
COMMON STOCK — 0.2%
Aventine Renewable Energy Holdings*		1,411		22
Ceva Holdings* (F)		561		715
Core-Mark Holding, Cl A		740		54
Dana Holding		67,046		1,560
Delta Air Lines, Cl A		2,256		78
Global Aviation Holdings, Cl A*		97,655		—
HMH Holdings Delaware* (F)		63,251		1,286
LyondellBasell Industries, Cl A		21		2
Neenah Enterprises* (H)		17,244		112
United Continental Holdings*		35		2
VSS AHC, Cl A* (F) (H) (I)		27,106		320
Total Common Stock (Cost $4,620) ($ Thousands)				4,151

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 141

SCHEDULE OF INVESTMENTS (Unaudited)

High Yield Bond Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
	Number of Warrants
WARRANTS — 0.0%
Alion Science & Technology, Expires 03/15/17*		1,790	$	—
CUI Acquisition* (F) (H) (I)		1		90
CUI Acquisition* (F) (H) (I)		47,444		480
Medical Card Systems*		14,662		—
Total Warrants (Cost $4,033) ($ Thousands)				570
ASSET-BACKED SECURITY — 0.0%
Other Asset-Backed Security — 0.0%
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
0.705%, 03/15/2019 (E)	$	1,117		525
Total Asset-Backed Security (Cost $807) ($ Thousands)				525

Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P. 0.070% ** † (J)		6,081	$	6
Total Affiliated Partnership (Cost $6) ($ Thousands)				6
CASH EQUIVALENT — 3.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010% ** †		79,818,355		79,818
Total Cash Equivalent (Cost $79,818) ($ Thousands)				79,818
Total Investments — 100.8% (Cost $2,099,702) ($ Thousands)			$	2,164,471

A list of the outstanding centrally cleared swap agreements held by the Fund at March 31, 2014, is as follows:

Credit Default Swap

Counterparty

Reference Entity/Obligation

Buy/Sell Protection

(Pays)/ Receives Rate

Termination Date

Notional Amount (Thousands)

Net Unrealized Depreciation ($Thousands)

JPMorgan Chase Bank

CDX.NA.HY.22 Index

BUY

5.00

%

12/20/18

$

16,840

$

(154

)

For the period ended March 31, 2014, the total amount of open swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on a Net Assets of $2,146,712 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Investment in Affiliated Security (see Note 6).

†† Maturity date is unavailable.

‡ Real Estate Investment Trust.

(A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B) Security in default on interest payments.

(C) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total value of securities on loan at March 31, 2014 was $6 ($ Thousands).

(D) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2014. The coupon on a step bond changes on a specified date.

(E) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2014. The date reported on the Schedule of Investments is the final maturity date.

(F) Security is fair valued using methods determined in good faith by the Fair Value Pricing Committee of the Board of Trustees. The total market value of such securities as of March 31, 2014 was $12,527 ($ Thousands) and represented 0.58% of net assets.

(G) Unsettled bank loan. Interest rate not available.

(H) Security considered illiquid. The total value of such security as of March 31, 2014 was $1,512 ($ Thousands) and represented 0.07% of Net Assets.

(I) Securities considered restricted. The total value of such securities as of March 31, 2014 was $1,400 ($ Thousands) and represented 0.07% of Net Assets.

(J) This security was purchased with cash collateral received from securities lending (see Note 10). The total value of such securities as of March 31, 2014 was $6 ($ Thousands).

(K) Unfunded bank loan. Interest rate not available.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

GO — General Obligation

L.P. — Limited Partnership

LLC — Limited Liability Company

MTN — Medium Term Note

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

142 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3(1)		Total
Corporate Obligations	$	—	$	1,597,956	$	1,041	$	1,598,997
Loan Participations		—		238,752		19,586		258,338
Collateralized Debt Obligations		—		—		171,251		171,251
Preferred Stock		4,802		23,320		1,548		29,670
Municipal Bonds		—		16,472		—		16,472
Convertible Bonds		—		4,673		—		4,673
Common Stock		1,718		1,286		1,147		4,151
Warrants		—		—		570		570
Asset-Backed Security		—		525		—		525
Affiliated Partnership		—		6		—		6
Cash Equivalent		79,818		—		—		79,818
Total Investments in Securities	$	86,338	$	1,882,990	$	195,143	$	2,164,471

Other Financial Instruments	Level 1		Level 2			Level 3		Total
Centrally Cleared Swap*
Unrealized Depreciation	$	—	$	(154	)	$	—	$	(154	)
Total Other Financial Instruments	$	—	$	(154	)	$	—	$	(154	)

* Swaps are valued at the unrealized depreciation on the instrument.

The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):

	Corporate Obligations			Loan Participations			Collateralized Debt Obligations			Preferred Stock		Common Stock		Warrants
Beginning balance as of October 1, 2013	$	2,110		$	20,725		$	189,595		$	1,001	$	738	$	570
Accrued discounts/premiums		59			10			(598	)		—		—		—
Realized gain/(loss)		6			9			13,712			—		—		—
Change in unrealized appreciation/(depreciation)		(1,625	)		24			(5,167	)		547		409		—
Purchases		637			12,980			25,202			—		—		—
Sales		(146	)		(11,511	)		(51,493	)		—		—		—
Transfer into Level 3		—			5,761			—			—		—		—
Transfer out of Level 3		—			(8,412	)		—			—		—		—
Ending balance as of March 31, 2014	$	1,041		$	19,586		$	171,251		$	1,548	$	1,147	$	570
Changes in unrealized gains/(losses) included in earnings related to securities held at reporting date	$	(1,625	)	$	18,692		$	1,999		$	546	$	157	$	—

⁽¹⁾  Of the $195,723 ($ Thousands) in Level 3 securities as of March 31, 2014, $11,241 ($ Thousands) or 0.5% of net assets are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were transfers between Level 2 and Level 3 assets and liabilities. The transfers were due to changes in the availability of observable inputs used to determine fair value.

For the period ended March 31, 2014, there were no level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 143

SCHEDULE OF INVESTMENTS (Unaudited)

Real Return Fund

March 31, 2014

Description	Face Amount/Shares ($ Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.5%
U.S. Treasury Inflation Protected Securities
2.625%, 07/15/2017	$	13,466	$	15,077
2.500%, 07/15/2016		18,142		19,792
2.375%, 01/15/2017		15,716		17,210
2.125%, 01/15/2019		13,257		14,804
2.000%, 01/15/2016		18,539		19,673
1.875%, 07/15/2015		18,917		19,833
1.625%, 01/15/2018 (A)		14,214		15,429
1.375%, 07/15/2018 (A)		14,017		15,209
0.500%, 04/15/2015		21,220		21,651
0.125%, 04/15/2016		37,391		38,401
0.125%, 04/15/2017		42,094		43,281
0.125%, 04/15/2018		46,817		47,893
Total U.S. Treasury Obligations (Cost $289,149) ($ Thousands)				288,253
AFFILIATED PARTNERSHIP — 11.3%
SEI Liquidity Fund, L.P.
0.070%**† (B)		32,598,064		32,598
Total Affiliated Partnership (Cost $32,598) ($ Thousands)				32,598
CASH EQUIVALENT — 0.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A
0.010%**†		1,004,256		1,004
Total Cash Equivalent (Cost $1,004) ($ Thousands)				1,004
Total Investments — 111.1% (Cost $322,751) ($ Thousands)			$	321,855

Percentages are based on a Net Assets of $289,810 ($ Thousands)

† Investment in Affiliated Security (see Note 6).

** Rate shown is the 7-day effective yield as if March 31, 2014.

Cl — Class

L.P. — Limited Partnership

(A) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total value of securities on loan at March 31, 2014 was $30,604 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see Note 10). The total value of such securities as of March 31, 2014 was $32,598 ($ Thousands).

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	—	$	288,253	$	—	$	288,253
Affiliated Partnership		—		32,598		—		32,598
Cash Equivalent		1,004		—		—		1,004
Total Investments in Securities	$	1,004	$	320,851	$	—	$	321,855

During the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

During the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

144 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Strategy Alternative Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES — 83.4%
Avenue Credit Strategies Fund, Cl I		3,024,956	$	34,999
Blackrock Global Long/Short Credit Fund, Cl I		3,519,005		38,322
Diamond Hill Long/Short Fund, Cl Y		1,019,060		23,367
Driehaus Active Income Fund, Cl I		4,568,205		49,108
Driehaus Select Credit Fund		2,528,340		25,713
FPA Crescent Fund, Cl R		876,470		29,476
Gabelli ABC Fund, Cl A		2,607,929		26,783
Gabelli Enterprise Mergers, Cl Y		531,642		7,156
MainStay Marketfield Fund, Cl I		1,589,518		28,897
Merger Fund, Cl I		3,329,795		53,477
Robeco Boston Partners Long/Short Research Fund, Cl I		2,906,691		42,612
Wasatch Long/Short Fund, Cl R		1,760,107		28,725
Total Registered Investment Companies (Cost $373,336) ($ Thousands)				388,635
COMMON STOCK — 10.1%
Consumer Discretionary — 1.1%
CBS, Cl B		8,920		551
Dollar General*		4,060		225
Home Depot		7,060		559
Kate Spade*		5,820		216
Liberty Global*		2,710		110
Liberty Global, Cl A*		2,710		113
Michael Kors Holdings*		2,920		272
Ralph Lauren, Cl A		2,050		330
Starwood Hotels & Resorts Worldwide		3,840		306
TripAdvisor*		6,590		597
Urban Outfitters*		11,280		412
Vitamin Shoppe*		7,220		343
Walt Disney		8,170		654
Wynn Resorts		1,980		440
				5,128
Consumer Staples — 0.6%
Colgate-Palmolive		1,730		112
Constellation Brands, Cl A*		6,590		560
CVS Caremark		8,740		654
Estee Lauder, Cl A		5,650		378
Hershey		2,620		274
Monster Beverage*		3,500		243
Rite Aid*		43,170		271

Description	Shares		Market Value ($ Thousands)
WhiteWave Foods, Cl A*		8,310	$	237
				2,729
Energy — 0.3%
EOG Resources		1,360		267
Gulfport Energy*		4,640		330
Halliburton		7,400		436
Kodiak Oil & Gas*		13,910		169
PetroChina ADR		3,050		331
				1,533
Financials — 1.0%
Affiliated Managers Group*		3,890		778
Allstate		3,950		223
American Tower, Cl A†		5,240		429
Comerica		4,400		228
Countrywide		21,884		239
Discover Financial Services		11,790		686
IntercontinentalExchange Group		1,100		218
Morgan Stanley		17,880		557
PacWest Bancorp		6,420		276
Plum Creek Timber†		6,530		275
Signature Bank NY, Cl B*		2,200		276
T. Rowe Price Group		3,960		326
				4,511
Health Care — 4.4%
Actavis*		1,650		340
Aegerion Pharmaceuticals, Cl A*		4,380		202
Akorn*		8,020		176
Align Technology*		2,540		132
Allergan		2,520		313
Amarin ADR*		65,350		118
Amicus Therapeutics*		41,150		85
AstraZeneca		4,060		263
Auxilium Pharmaceuticals*		3,660		99
Bayer		1,583		214
BioDelivery Sciences International*		35,450		299
Bristol-Myers Squibb		17,040		885
Cardinal Health		3,610		253
Cardiome Pharma*		13,020		103
CareFusion*		4,120		166
Catamaran*		8,940		400
Cepheid*		3,230		167
Charles River Laboratories International*		2,300		139
Conmed		2,460		107
Cooper, Cl A		3,600		495
Covance*		2,180		227
Cubist Pharmaceuticals*		8,110		593
Cyberonics*		3,070		200
Depomed*		56,350		817
Discovery Laboratories*		130,460		280
Dynavax Technologies*		60,960		110

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 145

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Strategy Alternative Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Eli Lilly		11,840	$	697
Enanta Pharmaceuticals*		1,310		52
Endo International*		2,890		198
Envision Healthcare Holdings*		4,550		154
Express Scripts Holding*		5,910		444
Gilead Sciences*		3,300		234
HCA Holdings*		17,790		934
Horizon Pharma*		13,180		199
Humana		2,000		225
ICON*		2,380		113
Impax Laboratories*		16,160		427
Johnson & Johnson		3,870		380
Keryx Biopharmaceuticals*		8,690		148
McKesson		5,030		888
Medicines*		7,730		220
Mylan*		16,540		808
Natus Medical*		3,600		93
NPS Pharmaceuticals*		8,200		245
Puma Biotechnology*		2,230		232
Quest Diagnostics		6,180		358
Rigel Pharmaceuticals*		39,450		153
Roche Holding ADR		15,510		585
Teleflex		3,260		350
Tenet Healthcare*		19,020		814
Teva Pharmaceutical Industries		18,400		972
Thermo Fisher Scientific		3,640		438
UCB, Cl A		5,740		460
Unilife*		136,270		555
UnitedHealth Group		9,450		775
Universal Health Services, Cl B		5,180		425
WellPoint		6,880		685
				20,444
Industrials — 0.8%
Canadian Pacific Railway		1,390		209
Eaton		4,930		370
Honeywell International		3,810		354
Interface, Cl A		17,570		361
Kansas City Southern		2,320		237
Landstar System		4,920		292
Precision Castparts		1,690		427
Rockwell Automation		4,240		528
Towers Watson, Cl A		6,000		684
Union Pacific		1,190		223
				3,685
Information Technology — 1.8%
A10 Networks*		7,380		111
Bottomline Technologies*		6,090		214
CalAmp*		5,750		160
Cavium*		4,900		214
Check Point Software Technologies*		3,260		221
Cognizant Technology Solutions, Cl A*		6,500		329
EMC		10,040		275

Description	Shares			Market Value ($ Thousands)
Facebook, Cl A*		8,380		$	505
Google, Cl A*		235			262
Hewlett-Packard		6,740			218
JDS Uniphase*		17,200			241
LinkedIn, Cl A*		3,840			710
Microchip Technology		15,290			730
NCR*		13,960			510
NXP Semiconductor*		5,600			329
Qualcomm		6,820			538
Red Hat*		5,360			284
Salesforce.com*		10,240			585
ServiceNow*		5,480			329
TE Connectivity		11,980			721
Visa, Cl A		1,520			328
Western Digital		3,280			301
Xilinx		4,140			225
					8,340
Materials — 0.1%
LyondellBasell Industries, Cl A		4,740			421
Methanex		5,410			346
					767
Total Common Stock (Cost $44,497) ($ Thousands)					47,137
CASH EQUIVALENT — 8.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A
0.010%**††		38,895,153			38,895
Total Cash Equivalent (Cost $38,895) ($ Thousands)					38,895
Total Investments — 101.8% (Cost $456,728) ($ Thousands)				$	474,667
COMMON STOCK SOLD SHORT — (5.1)%
Consumer Discretionary — (0.7)%
Bed Bath & Beyond*		(9,500	)	$	(654	)
Ctrip.com International ADR*		(6,010	)		(303	)
Darden Restaurants		(7,590	)		(385	)
Ford Motor		(10,440	)		(163	)
Lowe’s		(5,600	)		(274	)
Nordstrom		(3,570	)		(223	)
PetSmart		(6,950	)		(479	)
Time Warner		(4,150	)		(271	)
TJX		(3,500	)		(212	)
Tupperware Brands		(2,760	)		(231	)
					(3,195	)
Consumer Staples — (0.4)%
Clorox		(3,280	)		(289	)
Costco Wholesale		(950	)		(106	)

146 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares			Market Value ($ Thousands)
JM Smucker		(5,370	)	$	(522	)
McCormick		(3,780	)		(271	)
PepsiCo		(2,740	)		(229	)
Procter & Gamble		(2,800	)		(226	)
					(1,643	)
Energy — (0.2)%
Apache		(1,550	)		(129	)
China Petroleum & Chemical ADR		(4,290	)		(384	)
Exxon Mobil		(2,240	)		(219	)
Ultra Petroleum*		(14,890	)		(400	)
					(1,132	)
Financials — (0.7)%
Arch Capital Group*		(3,610	)		(208	)
BofI Holding*		(2,780	)		(238	)
Digital Realty Trust, Cl A†		(6,040	)		(321	)
Eaton Vance		(11,130	)		(425	)
Franklin Resources		(7,800	)		(423	)
Health Care†		(6,010	)		(358	)
Home Properties†		(4,070	)		(245	)
Mid-America Apartment Communities†		(4,050	)		(276	)
MSCI, Cl A*		(9,280	)		(399	)
Springleaf Holdings, Cl A*		(6,410	)		(161	)
Zions Bancorporation		(5,330	)		(165	)
					(3,219	)
Health Care — (1.7)%
Agios Pharmaceuticals*		(8,740	)		(342	)
Amgen, Cl A		(2,330	)		(287	)
Arena Pharmaceuticals*		(15,570	)		(98	)
Baxter International		(3,380	)		(249	)
Castlight Health, Cl B*		(4,520	)		(96	)
Celgene, Cl A*		(3,060	)		(427	)
Celladon*		(8,350	)		(99	)
Cynosure, Cl A*		(4,630	)		(136	)
DexCom*		(7,100	)		(294	)
Dicerna Pharmaceuticals*		(3,420	)		(97	)
Edwards Lifesciences, Cl A*		(3,070	)		(228	)
Endologix*		(3,660	)		(47	)
Fate Therapeutics*		(6,570	)		(66	)
Fluidigm*		(5,080	)		(224	)
Foundation Medicine*		(4,210	)		(136	)
GlaxoSmithKline ADR		(6,740	)		(360	)
Halozyme Therapeutics*		(37,570	)		(477	)
HMS Holdings*		(9,020	)		(172	)
Hologic*		(42,220	)		(908	)
Illumina*		(760	)		(113	)
Incyte*		(7,700	)		(412	)
Insys Therapeutics*		(3,880	)		(161	)
Isis Pharmaceuticals*		(4,670	)		(202	)
MacroGenics*		(3,460	)		(96	)
Mallinckrodt*		(6,520	)		(413	)

Description	Shares			Market Value ($ Thousands)
Mazor Robotics ADR*		(8,010	)	$	(164	)
Merck KGaA		(1,210	)		(204	)
Nektar Therapeutics*		(15,840	)		(192	)
Neogen, Cl B*		(1,360	)		(61	)
Organovo Holdings*		(15,480	)		(118	)
Pacira Pharmaceuticals*		(3,600	)		(252	)
Seattle Genetics*		(2,460	)		(112	)
Sirona Dental Systems, Cl A*		(10,240	)		(765	)
Vocera Communications*		(3,620	)		(59	)
					(8,067	)
Industrials — (0.4)%
Boeing		(3,500	)		(439	)
Canadian National Railway		(3,860	)		(217	)
Nordson		(4,050	)		(285	)
Norfolk Southern		(2,370	)		(230	)
Stericycle, Cl A*		(2,400	)		(273	)
United Technologies		(1,880	)		(220	)
Valmont Industries		(1,150	)		(171	)
Werner Enterprises		(7,410	)		(189	)
					(2,024	)
Information Technology — (0.9)%
Aruba Networks*		(8,610	)		(161	)
Fairchild Semiconductor International*		(31,040	)		(428	)
International Business Machines		(1,130	)		(218	)
Jabil Circuit		(15,110	)		(272	)
Micros Systems*		(8,620	)		(456	)
OpenTable*		(3,620	)		(279	)
Oracle, Cl B		(6,430	)		(263	)
Power Integrations		(2,820	)		(186	)
SanDisk		(3,710	)		(301	)
Tech Data*		(3,100	)		(189	)
Teradata*		(2,710	)		(133	)
Texas Instruments		(4,960	)		(234	)
Trimble Navigation*		(11,380	)		(442	)
Vantiv, Cl A*		(6,540	)		(198	)
VeriSign*		(2,410	)		(130	)
Western Union		(13,750	)		(225	)
Wipro ADR		(20,530	)		(275	)
					(4,390	)
Materials — (0.1)%
Rio Tinto ADR		(3,620	)		(202	)
Total Common Stock Sold Short (Proceeds $(23,744)) ($ Thousands)					(23,872	)
EXCHANGE TRADED FUNDS SOLD SHORT — (1.6)%
iShares NASDAQ Biotechnology Index Fund		(5,210	)		(1,232	)
iShares Russell 1000 Growth Index Fund		(3,140	)		(272	)
iShares Russell 2000 Growth Index Fund		(8,060	)		(1,096	)
Market Vectors Biotech ETF		(7,830	)		(712	)
Market Vectors Pharmaceutical ETF		(12,380	)		(722	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 147

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Strategy Alternative Fund (Concluded)

March 31, 2014

Description	Shares			Market Value ($ Thousands)
SPDR Health Care Select ETF		(19,280	)	$	(1,128	)
SPDR S&P 500 ETF Trust		(5,810	)		(1,087	)
SPDR S&P Biotech ETF		(9,080	)		(1,294	)
Total Exchange Traded Funds Sold Short (Proceeds $(7,051)) ($ Thousands)					(7,543	)
Total Securities Sold Short — (6.7)% (Proceeds $(30,795))($ Thousands)				$	(31,415	)

Percentages are based on Net Assets of $466,144 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (see Note 6).

ADR — American Depositary Receipt

Cl — Class

ETF — Exchange Traded Fund

NASDAQ— National Association of Securities Dealers Automated Quotations

S&P — Standard & Poor’s

SPDR — Standard & Poor’s Depositary Receipt

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Registered Investment Companies	$	388,635	$	—	$	—	$	388,635
Common Stock		47,137		—		—		47,137
Cash Equivalent		38,895		—		—		38,895
Total Investments in Securities	$	474,667	$	—	$	—	$	474,667

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Securities Sold Short
Common Stock	$	(23,872	)	$	—	$	—	$	(23,872	)
Exchange Traded Funds		(7,543	)		—		—		(7,543	)
Total Securities Sold Short	$	(31,415	)	$	—	$	—	$	(31,415	)

For the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

148 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund

March 31, 2014

Description	Face Amount (1) (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 14.9%
Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond
0.750%, 04/15/2018	EUR	16,090	$	23,386
Canada Government
2.375%, 09/10/2014		1,250		1,262
0.875%, 02/14/2017		1,200		1,199
Chile Government International Bond
3.875%, 08/05/2020		250		266
Deutsche Bundesrepublik Inflation Linked Bond
1.750%, 04/15/2020	EUR	11,477		17,826
1.500%, 04/15/2016	EUR	1,488		2,143
0.100%, 04/15/2023	EUR	30,726		42,600
Development Bank of Japan
5.125%, 02/01/2017		200		223
Export Development Canada
2.250%, 05/28/2015		250		256
1.500%, 05/15/2014		500		501
0.750%, 12/15/2017		750		735
0.500%, 09/15/2015		1,250		1,253
France Government Bond OAT
2.250%, 07/25/2020	EUR	531		842
1.850%, 07/25/2027	EUR	390		617
1.800%, 07/25/2040	EUR	515		844
1.600%, 07/25/2015	EUR	489		703
1.300%, 07/25/2019	EUR	18,232		27,310
1.100%, 07/25/2022	EUR	13,001		19,266
1.000%, 07/25/2017	EUR	900		1,313
0.250%, 07/25/2018 to 07/25/2024	EUR	12,930		18,004
French Treasury Note
2.100%, 07/25/2023	EUR	6,190		9,905
0.450%, 07/25/2016	EUR	396		564
Italy Buoni Poliennali Del Tesoro
2.600%, 09/15/2023	EUR	642		928
2.350%, 09/15/2019 to 09/15/2035	EUR	1,937		2,786
2.150%, 09/15/2014	EUR	688		966
2.100%, 09/15/2016	EUR	275		398

Description	Face Amount (1) (Thousands)/Shares		Market Value ($ Thousands)
Province of British Columbia
2.000%, 10/23/2022		750	$	697
Province of Ontario Canada
2.450%, 06/29/2022		250		238
0.950%, 05/26/2015		250		252
Svensk Exportkredit
5.125%, 03/01/2017		150		167
United Kingdom GILT Inflation Linked
2.500%, 04/16/2020	GBP	249		1,509
2.000%, 01/26/2035	GBP	432		1,472
1.875%, 11/22/2022	GBP	20,266		40,940
1.250%, 11/22/2027 to 11/22/2055	GBP	3,079		6,767
1.125%, 11/22/2037	GBP	255		541
0.625%, 03/22/2040 to 11/22/2042	GBP	1,249		2,474
0.375%, 03/22/2062	GBP	314		634
0.125%, 03/22/2024 to 03/22/2044	GBP	6,617		11,447
Total Sovereign Debt (Cost $233,879) ($ Thousands)				243,234
FOREIGN COMMON STOCK — 3.1%
Australia — 0.2%
AGL Energy		13,899		195
ALS		4,596		31
APA Group		20,222		120
Asciano		5,498		27
ASX		950		32
Aurizon Holdings		9,275		44
BHP Billiton		1,444		49
Brambles		3,731		32
Caltex Australia		4,649		95
CFS Retail Property Trust Group†		17,960		31
Coca-Cola Amatil		6,171		63
Cochlear		1,697		90
Computershare		22,927		257
Crown Resorts		4,311		66
CSL		2,169		140
Echo Entertainment Group		14,750		34
Harvey Norman Holdings		22,915		70
Insurance Australia Group		7,664		39
Metcash, Cl A		17,072		42
Origin Energy		8,809		117
Qantas Airways*		27,446		28
Ramsay Health Care		3,903		174
Santos		7,343		92
Sonic Healthcare		6,780		109
SP AusNet, Cl Miscellaneous		122,879		149
Tabcorp Holdings		16,759		53
Tatts Group		26,867		72

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 149

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Telstra, Cl B		40,064	$	189
Toll Holdings		6,200		30
Transurban Group		5,588		38
Treasury Wine Estates		19,143		63
Wesfarmers		1,475		56
Westfield Group†		3,250		31
Westfield Retail Trust†		8,300		23
Woodside Petroleum		2,705		98
Woolworths		3,001		99
WorleyParsons		4,350		61
				2,939
Austria — 0.0%
Andritz		1,380		85
Erste Group Bank		1,116		38
OMV		2,820		128
Telekom Austria		21,023		209
Vienna Insurance Group Wiener Versicherung Gruppe		974		48
Voestalpine		1,556		69
				577
Belgium — 0.1%
Ageas		983		44
Anheuser-Busch InBev		1,099		115
Belgacom		7,806		245
Colruyt		2,862		158
Delhaize Group		1,344		98
KBC Groep		675		42
Solvay		386		61
Telenet Group Holding		2,272		140
UCB, Cl A		3,163		253
Umicore		2,024		103
				1,259
Canada — 0.3%
Agnico Eagle Mines		1,067		32
Alimentation Couche Tard, Cl B		1,403		113
Atco, Cl I		3,268		157
Bank of Montreal		535		36
Bank of Nova Scotia, Cl C		668		38
Barrick Gold		1,727		31
BCE		3,420		148
Bell Aliant		4,261		104
BlackBerry*		13,224		107
Bombardier, Cl B		2,867		11
CAE		5,499		72
Cameco		1,287		30
Canadian National Railway		1,068		60
Canadian Pacific Railway		510		77
Canadian Tire, Cl A		691		65
Canadian Utilities, Cl A		4,940		184
Catamaran*		4,435		199

Description	Shares		Market Value ($ Thousands)
CGI Group, Cl A*		5,895	$	182
CI Financial		1,596		50
Crescent Point Energy, Cl F		1,225		45
Dollarama		1,042		80
Empire, Cl A		1,369		84
Encana		2,274		49
Enerplus		2,352		47
Finning International		1,508		43
First Quantum Minerals (Canada)		3,335		62
Fortis, Cl Common Subscription Receipt		5,621		161
Franco-Nevada		1,000		46
George Weston		1,379		103
Gildan Activewear		1,192		60
H&R†		636		13
Husky Energy		1,708		51
Imperial Oil		528		25
Intact Financial, Cl Common Subscription Receipt		860		54
Loblaw		1,424		61
Magna International, Cl A		748		72
Metro, Cl A		831		49
National Bank of Canada		1,018		41
Open Text		3,997		191
Pengrowth Energy		7,109		43
Peyto Exploration & Development		777		26
Potash Corp of Saskatchewan		2,157		78
RioCan†		1,451		35
Rogers Communications, Cl B		1,908		79
Saputo		1,119		57
Shaw Communications, Cl B		4,071		97
Shoppers Drug Mart, Cl B		995		55
Silver Wheaton, Cl H		353		8
SNC-Lavalin Group		961		42
Suncor Energy		689		24
Teck Resources, Cl B		2,423		52
TELUS		3,640		131
Thomson Reuters, Cl B		1,875		64
Tim Hortons		1,738		96
Toronto-Dominion Bank		744		35
TransAlta		12,965		151
Turquoise Hill Resources*		6,748		23
Valeant Pharmaceuticals International*		1,554		205
Vermilion Energy		783		49
				4,383
China — 0.0%
Sands China		7,200		54
Yangzijiang Shipbuilding Holdings		63,108		54
				108
Denmark — 0.1%
AP Moeller—Maersk, Cl A		6		69

150 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
AP Moeller - Maersk, Cl B		7	$	84
Carlsberg, Cl B		863		86
Coloplast A/S, Cl B		2,373		192
Danske Bank		2,438		68
Novo Nordisk, Cl B		3,520		160
Novozymes, Cl B		3,477		153
TDC		16,097		149
Tryg		1,050		104
William Demant Holding*		1,463		125
				1,190
Finland — 0.1%
Elisa		5,193		150
Fortum		7,714		175
Kone, Cl B		1,544		65
Metso		980		32
Neste Oil		5,640		115
Nokia		19,940		148
Nokian Renkaat		1,678		68
Orion, Cl B		6,265		189
Sampo, Cl A		1,991		103
Stora Enso, Cl R		5,916		63
UPM-Kymmene, Cl V		4,939		85
Wartsila OYJ Abp		1,289		70
				1,263
France — 0.2%
Accor		875		45
Aeroports de Paris, Cl A		373		47
Air Liquide		611		83
Alcatel-Lucent*		5,881		23
ArcelorMittal		4,854		78
Arkema		601		68
AtoS		855		77
Bureau Veritas		900		28
Capital Gemini		1,281		97
Carrefour		1,050		41
Casino Guichard Perrachon		507		60
CGG*		4,910		79
Christian Dior, Cl B		255		49
CNP Assurances		1,903		40
Danone		624		44
Dassault Systemes		922		108
Electricite de France		2,757		109
Essilor International		1,806		182
Eutelsat Communications		168		6
Fonciere Des Regions†		434		40
GDF Suez		2,949		81
Groupe Eurotunnel		4,624		59
ICADE†		347		35
Iliad		495		143
Klepierre†		731		33
L’Oreal		335		55

Description	Shares		Market Value ($ Thousands)
LVMH Moet Hennessy Louis Vuitton		241	$	44
Orange		9,037		133
Pernod Ricard		333		39
Remy Cointreau		588		47
Renault		450		44
Sanofi		1,412		147
Schneider Electric		577		51
SCOR		357		13
Suez Environnement		2,291		47
Technip		781		81
Thales, Cl A		738		49
Total		1,483		97
Unibail-Rodamco†		139		36
Valeo		335		47
Veolia Environnement		4,258		84
Vinci		822		61
Vivendi		3,157		88
Wendel		279		43
				2,861
Germany — 0.1%
Adidas		223		24
Allianz		347		59
Bayer		703		95
Beiersdorf		629		61
Brenntag		377		70
Celesio		2,792		95
Continental		286		68
Deutsche Bank		542		24
Deutsche Boerse		557		44
Deutsche Lufthansa		2,426		64
Deutsche Post		923		34
Deutsche Telekom		10,128		164
E.ON		5,767		113
Fraport Frankfurt Airport Services Worldwide		761		57
Fresenius		614		96
Fresenius Medical Care		1,901		133
Hannover Rueck		619		55
Henkel & KGaA		793		80
Infineon Technologies		9,810		117
LANXESS		600		45
Linde		210		42
MAN		398		51
Merck KGaA		517		87
Metro		1,246		51
Muenchener Rueckversicherungs		274		60
OSRAM Licht*		641		42
RTL Group		199		23
RWE		3,914		159
SAP		1,462		119
Siemens		424		57
Suedzucker		2,511		72

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 151

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Telefonica Deutschland Holding		14,068	$	112
ThyssenKrupp		1,832		49
United Internet		4,008		188
Volkswagen		135		34
				2,644
Great Britain — 0.0%
Subsea 7		2,038		38
Greece — 0.0%
Coca-Cola HBC		1,128		28
Hong Kong — 0.2%
AIA Group		5,800		27
ASM Pacific Technology		28,400		276
Cathay Pacific Airways		27,000		50
Cheung Kong Infrastructure Holdings		53,438		341
CLP Holdings, Cl B		54,000		407
Galaxy Entertainment Group*		7,000		61
Genting Singapore		45,000		48
HKT Trust		111,920		118
Hong Kong & China Gas		102,200		223
Hopewell Holdings		21,000		72
Hopewell Hong Kong Properties*		660		—
Hutchison Whampoa		5,000		66
Kerry Properties		13,000		43
Li & Fung		78,000		115
Link†		16,500		81
MGM China Holdings		10,400		36
MTR		13,000		48
NWS Holdings		28,000		48
PCCW		560,000		281
Power Assets Holdings		45,602		396
Shangri-La Asia		16,000		26
SJM Holdings		12,000		34
Swire Pacific, Cl A		4,000		47
Yue Yuen Industrial Holdings		13,000		42
				2,886
Ireland — 0.1%
Accenture, Cl A		975		78
Actavis*		632		130
Allegion		217		11
Bank of Ireland*		212,075		90
Covidien		1,548		114
CRH		4,534		126
Eaton		755		57
Ingersoll-Rand		651		37
Kerry Group, Cl A		2,692		206
Perrigo		655		101
Ryanair Holdings*		1,580		93
Seagate Technology		1,313		74
				1,117

Description	Shares		Market Value ($ Thousands)
Israel — 0.1%
Bank Hapoalim		9,043	$	52
Bank Leumi Le-Israel*		20,570		80
Bezeq The Israeli Telecommunication		87,057		155
Delek Group		450		180
Israel*		261		146
Israel Chemicals		12,621		110
Mizrahi Tefahot Bank		6,105		83
NICE Systems		6,805		301
Teva Pharmaceutical Industries		5,350		276
				1,383
Italy — 0.1%
Assicurazioni Generali		2,134		48
Atlantia		3,095		79
CNH Industrial*		4,168		48
Enel		13,273		75
Enel Green Power		26,232		74
Eni		3,019		76
Finmeccanica		7,633		75
Luxottica Group		1,251		72
Pirelli & C.		3,530		55
Prysmian		1,992		50
Saipem		2,096		51
Snam Rete Gas		25,202		148
Telecom Italia		202,728		210
Tenaris		2,393		53
Terna Rete Elettrica Nazionale		28,255		151
				1,265
Japan — 0.6%
ABC-Mart, Cl H		1,300		57
Acom*		7,800		25
Aeon, Cl H		6,600		75
Air Water		2,000		28
Aisin Seiki		700		25
Ajinomoto		6,000		86
Alfresa Holdings		1,300		85
ANA Holdings		20,000		43
Asahi Group Holdings		3,600		101
Asahi Kasei		4,000		27
Astellas Pharma		5,000		59
Bank of Yokohama		4,000		20
Benesse, Cl A		1,200		46
Bridgestone		800		28
Calbee		3,100		73
Central Japan Railway		400		47
Chiba Bank, Cl B		6,000		37
Chubu Electric Power		7,600		90
Chugai Pharmaceutical		2,500		64
Chugoku Bank		4,000		53
Chugoku Electric Power		8,300		116

152 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Coca-Cola West		5,400	$	94
Daicel		3,000		25
Daiichi Sankyo		3,000		51
Dainippon Sumitomo Pharma		2,300		37
Daito Trust Construction		400		37
Daiwa House Industry		1,000		17
Daiwa Securities Group		5,000		44
Dentsu		1,000		38
East Japan Railway		400		30
Eisai		1,800		70
Electric Power Development		4,200		119
FamilyMart, Cl H		2,300		101
Fast Retailing		100		36
Fuji Heavy Industries		900		25
FUJIFILM Holdings		400		11
Fukuoka Financial Group		5,000		21
GungHo Online Entertainment		3,900		21
Hachijuni Bank		5,000		29
Hakuhodo DY Holdings		4,900		34
Hankyu Hanshin Holdings		7,000		38
Hirose Electric		200		27
Hiroshima Bank		6,000		25
Hisamitsu Pharmaceutical		1,000		45
Hitachi Chemical		839		11
Hitachi Metals		2,000		28
Hokkaido Electric Power		6,700		57
Hokuriku Electric Power		5,900		77
Idemitsu Kosan		6,900		142
Inpex		7,200		94
Isetan Mitsukoshi Holdings		3,300		41
Itochu Techno-Solutions		2,300		97
Iyo Bank		6,000		58
J Front Retailing		6,000		41
Japan Petroleum Exploration		2,200		73
Japan Prime Realty Investment, Cl A†		6		19
Japan Real Estate Investment†		6		30
Japan Retail Fund Investment, Cl A†		11		22
Japan Tobacco		2,000		63
Joyo Bank		8,000		40
JX Holdings		16,000		77
Kajima		7,000		25
Kakaku.com		2,300		37
Kamigumi		3,000		29
Kaneka		4,000		24
Kansai Electric Power		6,200		64
Kansai Paint		3,000		43
Kao		2,200		78
KDDI		2,400		139
Keikyu		7,000		59
Keio		4,000		28
Keyence		100		41
Kikkoman		3,000		57

Description	Shares		Market Value ($ Thousands)
Kinden		3,000	$	29
Kintetsu		15,000		53
Kirin Holdings		4,000		56
Konami		456		11
Kuraray		2,000		23
Kyocera		400		18
Kyowa Hakko Kirin		6,000		64
Kyushu Electric Power		5,100		62
Lawson		2,100		149
LIXIL Group		800		22
M3		7,800		128
Maruichi Steel Tube		1,300		34
McDonald’s Holdings Japan		3,500		94
Medipal Holdings		4,900		75
MEIJI Holdings		1,500		95
Miraca Holdings		1,800		79
Mitsubishi Chemical Holdings, Cl B		5,000		21
Mitsubishi Motors		4,200		44
Mitsubishi Tanabe Pharma		3,800		53
Mitsui Chemicals		9,000		22
Murata Manufacturing		500		47
NEC		12,000		37
NGK Spark Plug		1,000		23
NHK Spring		2,400		22
Nintendo		200		24
Nippon Building Fund†		4		21
Nippon Electric Glass		4,000		21
Nippon Express		5,000		25
Nippon Meat Packers		5,000		75
Nippon Steel & Sumitomo Metal		9,555		26
Nippon Telegraph & Telephone		3,700		202
Nishi-Nippon City Bank		8,000		18
Nisshin Seifun Group		7,650		84
Nissin Food Products		2,700		122
Nitori Holdings		1,600		70
NOK		1,500		25
Nomura Research Institute		1,800		57
NTT Data		800		31
NTT DOCOMO		14,300		226
Odakyu Electric Railway		3,000		26
Oji Holdings		10,000		45
Ono Pharmaceutical		1,000		87
Oracle Japan		1,300		59
Oriental Land		700		107
Osaka Gas		44,000		167
Otsuka		400		53
Otsuka Holdings		1,800		54
Rakuten		1,800		24
Resona Holdings		7,800		38
Rinnai		700		62
Rohm		800		36
Sankyo		1,100		46
Santen Pharmaceutical		1,400		62

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 153

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Sega Sammy Holdings		1,100	$	25
Sekisui Chemical		3,000		31
Seven & I Holdings		2,100		80
Seven Bank		11,800		46
Sharp		8,000		24
Shikoku Electric Power		6,500		88
Shimadzu		4,000		36
Shimamura		500		43
Shimizu		6,000		31
Shin-Etsu Chemical, Cl A		400		23
Shiseido		5,200		92
Shizuoka Bank		3,000		29
Showa Denko		23,000		33
Showa Shell Sekiyu		12,600		113
SoftBank		1,300		99
Sumitomo		1,400		18
Suntory Beverage & Food		2,400		83
Suruga Bank		2,000		35
Suzuken		1,900		74
Sysmex		2,000		64
Taisei		5,000		22
Taiyo Nippon Sanso		4,000		32
Takashimaya		3,000		28
Takeda Pharmaceutical		900		43
Teijin		10,000		25
Terumo		2,200		48
Tobu Railway		7,000		34
Toho		1,600		32
Toho Gas		52,063		284
Tohoku Electric Power		6,400		66
Tokyo Electric Power		8,200		33
Tokyo Gas		31,000		158
Tokyu		4,000		24
TonenGeneral Sekiyu		37,000		327
Toray Industries		4,000		26
TOTO		2,000		28
Toyo Seikan Group Holdings		1,900		31
Toyo Suisan Kaisha		3,000		100
Toyota Industries		700		34
Toyota Motor		500		28
Tsumura		1,600		39
Ube Industries		17,000		31
Unicharm		1,500		80
USS		2,700		38
West Japan Railway		700		29
Yahoo Japan		12,400		61
Yakult Honsha		1,500		75
Yamaguchi Financial Group		3,000		27
Yamato Holdings		1,400		30
Yamato Kogyo		600		19
Yamazaki Baking		10,000		119
				9,926

Description	Shares		Market Value ($ Thousands)
Netherlands — 0.1%
Aegon		4,287	$	40
Akzo Nobel		1,034		84
ASML Holding NV		1,653		153
Corio†		1,083		50
Delta Lloyd		2,203		61
Fugro		1,579		97
Gemalto		1,917		223
Heineken		867		60
ING Groep*		2,732		39
Koninklijke Ahold		4,258		86
Koninklijke DSM		1,235		85
Koninklijke Vopak		2,252		126
LyondellBasell Industries, Cl A		1,505		134
OCI*		1,040		47
QIAGEN*		3,735		78
Randstad Holding		769		45
Reed Elsevier		7,150		154
Royal KPN		48,403		171
STMicroelectronics		7,564		70
TNT Express		3,349		33
Unilever		2,163		89
Wolters Kluwer		4,314		122
Ziggo NV		2,791		124
				2,171
New Zealand — 0.0%
Auckland International Airport		49,829		165
Contact Energy		61,510		284
Fletcher Building		22,187		183
Telecom Corp of New Zealand		99,640		211
				843
Norway — 0.0%
Aker Solutions		3,228		50
DNB, Cl A		4,057		71
Gjensidige Forsikring		3,894		79
Norsk Hydro		19,704		98
Orkla		10,965		93
Seadrill		1,310		46
Statoil		2,091		59
Telenor		4,097		91
Yara International		2,094		93
				680
Panama — 0.0%
Carnival		1,100		42
Portugal — 0.0%
Banco Espirito Santo*		50,830		95
EDP - Energias de Portugal		46,145		214
Galp Energia SGPS		9,755		169

154 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Jeronimo Martins SGPS		5,196	$	87
Portugal Telecom SGPS		30,665		131
				696
Singapore — 0.1%
CapitaLand		16,000		37
CapitaMalls Asia		23,000		33
DBS Group Holdings		3,000		39
Global Logistic Properties		17,000		36
Golden Agri-Resources		212,000		97
Hutchison Port Holdings, Cl U		59,000		38
Jardine Cycle & Carriage		3,000		108
Keppel		7,000		61
Keppel Land		18,000		48
Olam International		72,000		127
Oversea-Chinese Banking		4,000		30
Sembcorp Industries		7,000		30
Sembcorp Marine		14,000		45
Singapore Press Holdings		45,000		150
Singapore Telecommunications		59,000		171
StarHub		69,000		231
United Overseas Bank		2,000		34
Wilmar International		25,000		69
				1,384
Spain — 0.1%
Abertis Infraestructuras		3,168		72
Acciona		70		6
Amadeus IT Holding, Cl A		6,318		263
Distribuidora Internacional de Alimentacion		15,138		138
Enagas		2,650		81
Gas Natural SDG		3,251		91
Grifols		3,800		208
Iberdrola		11,015		77
Inditex		917		138
Red Electrica, Cl B		1,399		114
Repsol, Cl A		5,486		140
Telefonica		7,193		114
Zardoya Otis		3,490		60
				1,502
Sweden — 0.1%
Atlas Copco, Cl B		1,891		52
Atlas Copco, Cl A		1,818		52
Boliden		8,251		125
Elekta, Cl B		10,603		141
Getinge, Cl B		4,418		124
Hennes & Mauritz, Cl B		1,697		72
Hexagon, Cl B		2,948		100
Husqvarna, Cl B		10,117		71
Industrivarden, Cl C		2,237		43
Investment Kinnevik, Cl B		1,565		58

Description	Shares		Market Value ($ Thousands)
Lundin Petroleum*		8,304	$	171
Millicom International Cellular		574		58
Nordea Bank		3,377		48
Skandinaviska Enskilda Banken, Cl A		2,527		34
Svenska Cellulosa SCA, Cl B		2,836		83
Swedbank, Cl A		2,347		63
Swedish Match		3,223		105
Tele2, Cl B		5,367		66
Telefonaktiebolaget LM Ericsson, Cl B		17,279		230
TeliaSonera		16,045		121
Volvo, Cl B		2,403		38
				1,855
Switzerland — 0.2%
ABB		2,216		57
ACE		744		74
Actelion		953		90
Adecco		787		65
Aryzta		892		79
Baloise Holding		537		67
Barry Callebaut		52		70
Cie Financiere Richemont		680		65
EMS-Chemie Holding		226		86
Givaudan		59		91
Glencore Xstrata		6,137		32
Holcim		803		67
Kuehne & Nagel International		331		46
Lindt & Spruengli		17		138
Lonza Group		1,119		114
Nestle		1,249		94
Novartis		1,376		117
Partners Group Holding		160		45
Pentair		964		77
Roche Holding		431		129
Schindler Holding		307		45
SGS, Cl B		17		42
Sika		24		98
Sonova Holding		687		101
Swatch Group		806		94
Swatch Group, Cl B		139		87
Swiss Life Holding		52		13
Swisscom		463		285
Syngenta		167		63
TE Connectivity		1,250		75
Transocean		2,642		109
Tyco International		2,113		90
				2,705
United Kingdom — 0.3%
Admiral Group		999		24
AMEC		4,533		85

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 155

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Anglo American		1,410	$	36
Antofagasta		4,282		60
Aon		1,040		87
ARM Holdings		14,245		237
Associated British Foods		1,185		55
AstraZeneca		2,421		157
BG Group		4,346		81
BHP Billiton		1,565		48
BP		9,694		77
British American Tobacco		862		48
British Sky Broadcasting Group		2,333		36
BT Group, Cl A		22,256		141
Bunzl		1,394		37
Burberry Group		1,376		32
Capita		2,265		41
Centrica		21,436		118
Compass Group		2,787		43
Croda International		1,447		62
Diageo		1,208		38
Ensco, Cl A		1,382		73
G4S		5,689		23
GlaxoSmithKline		5,929		157
IMI		1,574		38
Imperial Tobacco Group		919		37
Inmarsat		11,267		136
InterContinental Hotels Group		1,657		53
International Consolidated Airlines Group*		7,033		49
Intertek Group		544		28
ITV		11,950		38
J Sainsbury		7,007		37
Johnson Matthey		1,033		56
Marks & Spencer Group		4,422		33
National Grid		10,422		143
Next, Cl A		560		62
Noble		2,036		67
Pearson		1,667		29
Petrofac		2,796		67
Reckitt Benckiser Group		1,075		87
Reed Elsevier		3,034		46
Resolution		5,557		28
Rexam		7,235		59
Rio Tinto		635		35
Rowan, Cl A*		2,081		70
Royal Dutch Shell, Cl A		1,470		54
Royal Dutch Shell, Cl B		1,430		56
SABMiller		864		43
Sage Group		37,971		265
Serco Group		3,002		21
Severn Trent		5,554		169
Shire		3,099		152
Smith & Nephew		12,212		185
Smiths Group		1,958		41
SSE		5,959		146

Description	Shares		Market Value ($ Thousands)
Tesco		5,643	$	28
Travis Perkins		1,784		56
TUI Travel		8,063		59
Tullow Oil		7,183		90
Unilever		1,003		43
United Utilities Group, Cl B		13,136		172
Vodafone Group		26,635		98
WM Morrison Supermarkets		17,806		63
WPP		2,771		57
				4,792
Total Foreign Common Stock (Cost $41,377) ($ Thousands)				50,537
COMMON STOCK — 3.1%
Consumer Discretionary — 0.2%
Amazon.com, Cl A*		210		71
Autonation*		925		49
Autozone*		115		62
Bed Bath & Beyond*		871		60
Best Buy		530		14
BorgWarner		609		37
Cablevision Systems, Cl A		2,692		45
CarMax*		974		46
Chipotle Mexican Grill, Cl A*		131		74
Coach		821		41
Comcast, Cl A		1,101		55
Darden Restaurants		1,212		62
Delphi Automotive		1,026		70
DIRECTV*		748		57
Discovery Communications, Cl A*		611		51
Dollar General*		504		28
Dollar Tree*		1,222		64
DR Horton		2,237		49
Expedia		660		48
Family Dollar Stores		827		48
Ford Motor		2,814		44
Fossil Group*		286		34
GameStop, Cl A		1,141		47
Gannett		1,572		43
Gap		1,346		54
Garmin		1,579		87
Genuine Parts		563		49
Goodyear Tire & Rubber		591		16
Graham Holdings, Cl B		90		63
H&R Block		1,409		43
Harley-Davidson, Cl A		750		50
Harman International Industries, Cl A		299		32
Hasbro		950		53
Home Depot		660		52
International Game Technology		1,882		27
Johnson Controls		1,192		56
Kohl’s		1,084		61

156 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
L Brands		1,100	$	62
Leggett & Platt		1,194		39
Lennar, Cl A		590		23
Lowe’s		1,189		58
Macy’s		680		40
Marriott International, Cl A		1,390		78
Mattel		979		39
McDonald’s		711		70
NetFlix*		63		22
Newell Rubbermaid, Cl B		1,797		54
News*		3,347		58
Nike, Cl B		721		53
Nordstrom		882		55
Omnicom Group		1,019		74
O’Reilly Automotive*		451		67
PetSmart		770		53
priceline.com*		23		27
PulteGroup		1,493		29
Ralph Lauren, Cl A		318		51
Ross Stores		730		52
Scripps Networks Interactive, Cl A		899		68
Staples		3,156		36
Starbucks		728		53
Target, Cl A		839		51
Tiffany		538		46
Time Warner		1,132		74
Time Warner Cable, Cl A		381		52
TJX		1,183		72
Tractor Supply		780		55
TripAdvisor*		334		30
Twenty-First Century Fox, Cl A		1,390		44
Urban Outfitters*		1,312		48
VF		892		55
Viacom, Cl B		751		64
Walt Disney		583		47
Whirlpool		206		31
Wyndham Worldwide		519		38
Wynn Resorts		141		31
Yum! Brands		892		67
				3,808
Consumer Staples — 0.4%
Altria Group		3,188		120
Archer-Daniels-Midland		2,391		104
Avon Products		5,745		84
Beam		1,964		164
Brown-Forman, Cl B		1,540		138
Campbell Soup		4,682		210
Clorox		2,249		198
Coca-Cola		5,019		194
Coca-Cola Enterprises		3,533		169
Colgate-Palmolive		2,381		154
ConAgra Foods		5,224		162
Constellation Brands, Cl A*		1,604		136

Description	Shares		Market Value ($ Thousands)
Costco Wholesale		969	$	108
CVS Caremark		2,373		178
Dr Pepper Snapple Group		3,659		199
Estee Lauder, Cl A		2,003		134
General Mills, Cl A		3,893		202
Hershey		1,843		192
Hormel Foods		4,156		205
JM Smucker		1,476		143
Kellogg		2,746		172
Kimberly-Clark		1,728		191
Kraft Foods		3,022		169
Kroger		3,477		152
Lorillard		3,205		173
McCormick		3,079		221
Mead Johnson Nutrition, Cl A		1,595		133
Molson Coors Brewing, Cl B		2,464		145
Mondelez International, Cl A		5,619		194
Monster Beverage*		2,266		158
PepsiCo		1,678		140
Philip Morris International		1,529		125
Procter & Gamble		2,259		182
Reynolds American		3,768		201
Safeway		2,823		104
SYSCO, Cl A		5,912		214
Tyson Foods, Cl A		4,314		190
Walgreen		2,355		156
Wal-Mart Stores		1,615		123
Whole Foods Market		2,665		135
				6,472
Energy — 0.2%
Anadarko Petroleum, Cl A		913		77
Apache		962		80
Baker Hughes		1,250		81
Cabot Oil & Gas		2,202		75
Cameron International*		1,419		88
Chesapeake Energy		2,877		74
Chevron		824		98
ConocoPhillips		1,874		132
Consol Energy		1,613		64
Denbury Resources		4,420		72
Devon Energy		1,312		88
Diamond Offshore Drilling		1,277		62
EOG Resources		417		82
EQT		928		90
Exxon Mobil		1,312		128
FMC Technologies*		1,398		73
Halliburton		1,128		66
Helmerich & Payne		777		84
Hess		797		66
Kinder Morgan		2,406		78
Marathon Oil		2,383		85
Marathon Petroleum		836		73
Murphy Oil		1,363		86

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 157

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Nabors Industries		2,958	$	73
National Oilwell Varco, Cl A		979		76
Newfield Exploration*		2,882		90
Noble Energy		1,386		98
Occidental Petroleum		1,154		110
Peabody Energy		2,929		48
Phillips 66		826		64
Pioneer Natural Resources		370		69
QEP Resources		3,090		91
Range Resources		995		83
Schlumberger, Cl A		1,258		123
Southwestern Energy, Cl A*		2,367		109
Spectra Energy		3,735		138
Tesoro		1,406		71
Valero Energy		1,146		61
Williams		3,163		128
WPX Energy*		4,116		74
				3,408
Financials — 0.2%
Aflac		669		42
Allstate		963		54
American Express		700		63
American International Group		833		42
American Tower, Cl A†		1,028		84
Ameriprise Financia		614		68
Apartment Investment & Management, Cl A†		1,239		37
Assurant		976		63
AvalonBay Communities†		370		49
BB&T		1,475		59
Berkshire Hathaway, Cl B*		465		58
BlackRock		138		43
Boston Properties†		488		56
Capital One Financial		700		54
CBRE Group, Cl A*		1,563		43
Charles Schwab		2,369		65
Chubb		727		65
Cincinnati Financial		1,477		72
Citigroup		679		32
CME Group		580		43
Comerica		1,055		55
Crown Castle International†		1,610		119
Discover Financial Services		1,159		67
Equity Residential†		941		54
Fifth Third Bancorp		1,854		43
Franklin Resources		783		42
Goldman Sachs Group		268		44
Hartford Financial Services Group		1,315		46
HCP†		1,029		40
Health Care†		867		52
Host Hotels & Resorts†		3,192		65
Hudson City Bancorp, Cl A		4,255		42
Huntington Bancshares		5,352		53

Description	Shares		Market Value ($ Thousands)
IntercontinentalExchange Group		180	$	36
Invesco		1,179		44
KeyCorp		3,605		51
Kimco Realty†		2,593		57
Legg Mason		1,384		68
Leucadia National		1,306		37
Loews		1,087		48
M&T Bank		449		54
Macerich†		698		43
Marsh & McLennan		1,756		87
McGraw-Hill		531		41
Moody’s		673		53
Morgan Stanley		1,399		44
NASDAQ OMX Group, Cl A		1,585		58
Northern Trust		820		54
People’s United Financial		3,326		49
Plum Creek Timber†		1,119		47
PNC Financial Services Group		592		51
Principal Financial Group, Cl A		684		31
Progressive		2,974		72
ProLogis†		1,289		53
Public Storage†		340		57
Regions Financial		2,939		33
Simon Property Group†		325		53
SLM		2,108		52
State Street		770		53
SunTrust Banks		1,338		53
T. Rowe Price Group		572		47
Torchmark, Cl A		643		51
Travelers		849		72
US Bancorp		1,531		66
Ventas†		761		46
Vornado Realty Trust†		658		65
Wells Fargo		1,097		55
Weyerhaeuser†		1,863		55
XL Group, Cl A		1,587		50
Zions Bancorporation		1,284		40
				3,740
Health Care — 0.3%
Abbott Laboratories		3,250		125
AbbVie		1,774		91
Aetna, Cl A		1,342		100
Agilent Technologies		1,375		77
Alexion Pharmaceuticals*		770		117
Allergan		1,152		143
AmerisourceBergen		1,216		80
Amgen, Cl A		1,015		125
Baxter International		1,413		104
Becton Dickinson		1,001		117
Biogen Idec*		231		71
Boston Scientific*		6,344		86
Bristol-Myers Squibb		2,520		131
C.R. Bard		1,009		149

158 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Cardinal Health		1,831	$	128
CareFusion*		1,711		69
Celgene, Cl A*		429		60
Cerner*		2,136		120
Cigna		820		69
DaVita HealthCare Partners*		1,274		88
Dentsply International		1,986		91
Edwards Lifesciences, Cl A*		1,467		109
Eli Lilly		2,348		138
Express Scripts Holding*		1,303		98
Forest Laboratories, Cl A*		1,224		113
Gilead Sciences*		1,324		94
Hospira*		2,090		91
Humana		710		80
Intuitive Surgical*		186		82
Johnson & Johnson		1,072		105
Laboratory Corp of America Holdings*		954		94
McKesson		595		105
Medtronic		1,811		112
Merck		2,621		149
Mylan*		2,116		103
Patterson		2,743		114
PerkinElmer		1,796		81
Pfizer		3,995		128
Quest Diagnostics		1,743		101
Regeneron Pharmaceuticals*		331		99
St. Jude Medical		1,964		128
Stryker		1,505		123
Tenet Healthcare*		910		39
Thermo Fisher Scientific		511		61
UnitedHealth Group		1,115		91
Varian Medical Systems*		1,374		115
Vertex Pharmaceuticals*		676		48
Waters*		930		101
WellPoint		1,014		101
Zimmer Holdings		1,217		115
Zoetis, Cl A		1,650		48
				5,107
Industrials — 0.3%
3M		528		72
ADT, Cl A		1,823		55
Boeing		707		89
C.H. Robinson Worldwide		1,277		67
Caterpillar, Cl A		615		61
Cintas		1,538		92
CSX		2,876		83
Cummins		374		56
Danaher, Cl A		910		68
Deere		725		66
Dover		786		64
Dun & Bradstreet		676		67
Emerson Electric		1,127		75

Description	Shares		Market Value ($ Thousands)
Equifax		1,030	$	70
Expeditors International of Washington		1,894		75
Fastenal, Cl A		1,456		72
FedEx		91		12
Flowserve		457		36
Fluor		896		70
General Dynamics		849		92
General Electric		2,213		57
Honeywell International		801		74
Illinois Tool Works		945		77
Iron Mountain		2,432		67
Jacobs Engineering Group*		1,059		67
Joy Global		916		53
Kansas City Southern		131		14
L-3 Communications Holdings		643		76
Lockheed Martin		290		47
Masco		888		20
Norfolk Southern		909		88
Northrop Grumman		759		94
PACCAR		1,085		73
Pall		857		77
Parker Hannifin, Cl A		653		78
Pitney Bowes		705		18
Precision Castparts		310		78
Quanta Services*		1,779		65
Raytheon		853		84
Republic Services		2,778		95
Robert Half International		1,948		82
Rockwell Automation		815		102
Rockwell Collins		1,049		84
Roper Industries		388		52
Ryder System		976		78
Snap-on		540		61
Southwest Airlines, Cl A		4,540		107
Stanley Black & Decker		854		69
Stericycle, Cl A*		907		103
Textron		1,332		52
Union Pacific		428		80
United Parcel Service, Cl B		682		66
United Technologies		672		79
Waste Management		2,460		103
WW Grainger		266		67
Xylem		1,841		67
				3,896
Information Technology — 0.3%
Adobe Systems*		1,333		88
Akamai Technologies*		937		55
Altera		2,530		92
Amphenol, Cl A		610		56
Analog Devices		1,415		75
Apple		164		88
Applied Materials		3,455		71

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 159

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Shares		Market Value ($ Thousands)
Autodesk, Cl A*		1,243	$	61
Automatic Data Processing		894		69
Broadcom, Cl A		1,628		51
CA		2,697		83
Cisco Systems		2,297		51
Citrix Systems*		761		44
Cognizant Technology Solutions, Cl A*		1,460		74
Computer Sciences		1,176		71
Corning, Cl B		3,400		71
eBay*		1,313		72
Electronic Arts*		1,687		49
EMC		2,540		70
F5 Networks, Cl A*		643		69
Fidelity National Information Services, Cl B		1,370		73
First Solar*		548		38
Fiserv, Cl A*		1,220		69
Flir Systems		1,587		57
Google, Cl A*		67		75
Harris		849		62
Hewlett-Packard		1,974		64
Intel		2,316		60
International Business Machines		351		68
Intuit		1,158		90
Jabil Circuit		2,109		38
Juniper Networks*		2,336		60
KLA-Tencor		1,029		71
Lam Research*		616		34
Linear Technology		1,618		79
LSI Logic		5,075		56
MasterCard, Cl A		784		59
Microchip Technology		1,617		77
Micron Technology*		1,195		28
Microsoft		2,162		89
Motorola Solutions		1,017		65
NetApp		1,304		48
Nvidia		2,723		49
Oracle, Cl B		2,124		87
Paychex		2,240		95
Qualcomm		1,313		104
Red Hat*		1,136		60
Salesforce.com*		1,084		62
SanDisk		768		62
Symantec, Cl A		2,306		46
Teradata*		1,297		64
Texas Instruments		1,935		91
Total System Services		2,623		80
VeriSign*		1,285		69
Visa, Cl A		345		74
Western Digital		518		48
Western Union		3,461		57
Xerox		5,181		59

Description	Shares		Market Value ($ Thousands)
Xilinx		1,139	$	62
Yahoo!*		1,891		68
				3,957
Materials — 0.2%
Air Products & Chemicals		1,352		161
Airgas		1,173		125
Alcoa		7,387		95
Allegheny Technologies		2,842		107
Avery Dennison		2,568		130
Ball		2,359		129
Bemis		2,664		104
CF Industries Holdings		409		107
Cliffs Natural Resources		2,673		55
Dow Chemical, Cl A		1,174		57
E.I. Du Pont de Nemours		1,080		73
Eastman Chemical		672		58
Ecolab		1,093		118
FMC		1,894		145
Freeport-McMoRan Copper & Gold, Cl B		2,651		88
International Flavors & Fragrances		1,619		155
International Paper		1,802		83
MeadWestvaco		3,031		114
Monsanto		1,214		138
Mosaic		2,520		126
Newmont Mining		6,055		142
Nucor		1,935		98
Owens-Illinois*		3,244		110
PPG Industries		457		88
Praxair		1,132		148
Sealed Air		2,847		94
Sherwin-Williams, Cl A		699		138
Sigma-Aldrich		1,578		147
United States Steel		2,734		75
Vulcan Materials		1,670		111
				3,319
Telecommunication Services — 0.4%
AT&T		50,058		1,755
CenturyTel		36,987		1,215
Frontier Communications		242,961		1,385
Verizon Communications		28,455		1,354
Windstream Holdings		173,837		1,432
				7,141
Utilities — 0.6%
AES		15,859		227
AGL Resources		4,816		236
Ameren		7,624		314
American Electric Power		6,136		311
Centerpoint Energy		11,784		279

160 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
CMS Energy		9,459	$	277
Consolidated Edison		6,069		326
Dominion Resources		4,513		320
DTE Energy		4,314		320
Duke Energy		4,716		336
Edison International		6,044		342
Entergy		5,219		349
Exelon		10,072		338
FirstEnergy		9,340		318
Integrys Energy Group		5,110		305
NextEra Energy		3,878		371
NiSource		7,504		267
Northeast Utilities		6,801		309
NRG Energy		7,896		251
Oneok		2,044		121
Pepco Holdings		15,869		325
PG&E		7,874		340
Pinnacle West Capital		5,247		287
PPL		9,205		305
Public Service Enterprise Group		8,944		341
SCANA		6,012		309
Sempra Energy		3,177		307
Southern		9,600		422
TECO Energy		19,902		341
Wisconsin Energy		7,295		340
Xcel Energy		9,461		287
				9,521
Total Common Stock (Cost $40,479) ($ Thousands)				50,369
CORPORATE OBLIGATIONS — 2.1%
Consumer Discretionary — 0.0%
Trustees of Dartmouth College
4.750%, 06/01/2019	$	250		279
University of Southern California
5.250%, 10/01/2111		100		115
Yale University MTN
2.900%, 10/15/2014		125		127
				521
Consumer Staples — 0.0%
Wal-Mart Stores
2.800%, 04/15/2016		300		313
Energy — 0.1%
Chevron
4.950%, 03/03/2019		150		170
Shell International Finance BV
3.250%, 09/22/2015		250		261
Statoil
2.900%, 10/15/2014		250		253

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Total Capital
3.000%, 06/24/2015	$	250	$	258
XTO Energy
6.750%, 08/01/2037		300		418
				1,360
Financials — 1.6%
African Development Bank
2.500%, 03/15/2016		250		260
1.250%, 09/02/2016		850		860
1.125%, 03/15/2017		200		201
0.875%, 03/15/2018		1,000		978
Andina de Fomento
4.375%, 06/15/2022		250		257
Asian Development Bank
2.750%, 05/21/2014		850		853
2.625%, 02/09/2015		1,000		1,021
1.125%, 03/15/2017		150		150
0.500%, 06/20/2016		1,000		998
Australia & New Zealand Banking Group NY MTN
1.875%, 10/06/2017		250		253
Bank of Montreal MTN
1.400%, 09/11/2017		200		199
Bank of New York Mellon
3.550%, 09/23/2021		200		207
Bank of Nova Scotia
3.400%, 01/22/2015		300		308
1.850%, 01/12/2015		500		506
Berkshire Hathaway Finance
5.400%, 05/15/2018		250		285
Canadian Imperial Bank of Commerce
2.350%, 12/11/2015		250		257
China Development Bank
5.000%, 10/15/2015		250		264
CME Group
3.000%, 09/15/2022		100		99
Commonwealth Bank of Australia NY MTN
1.900%, 09/18/2017		150		152
Cooperatieve Centrale Raiffeisen-Boerenleenbank
3.375%, 01/19/2017		250		265
Council of Europe MTN
1.500%, 02/22/2017		850		861
European Bank for Reconstruction & Development
1.625%, 09/03/2015		300		305
1.500%, 03/16/2020		750		719
1.000%, 02/16/2017		600		601
0.750%, 09/01/2017		200		197

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 161

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
European Investment Bank
1.125%, 09/15/2017	$	850	$	846
1.000%, 12/15/2017		150		148
FMS Wertmanagement AoeR
1.000%, 11/21/2017		950		939
0.625%, 04/18/2016		750		751
HSBC Holdings
5.100%, 04/05/2021		250		280
Inter-American Development Bank
4.500%, 09/15/2014		250		255
3.875%, 09/17/2019		350		383
1.125%, 03/15/2017		300		301
International Bank for Reconstruction & Development
2.375%, 05/26/2015		250		256
2.125%, 03/15/2016		300		310
0.875%, 04/17/2017		450		449
0.500%, 04/15/2016		1,000		1,000
International Finance
2.125%, 11/17/2017		750		770
1.125%, 11/23/2016		750		756
1.000%, 04/24/2017		300		300
KFW
1.000%, 01/12/2015		1,000		1,006
0.875%, 09/05/2017		200		198
Korea Finance
4.625%, 11/16/2021		250		272
Landwirtschaftliche Rentenbank
1.875%, 09/17/2018		550		554
1.375%, 10/23/2019		500		481
0.875%, 09/12/2017		300		296
National Australia Bank Ltd.
1.600%, 08/07/2015		350		355
Nordic Investment Bank MTN
2.625%, 10/06/2014		250		253
1.000%, 03/07/2017		750		751
0.500%, 04/14/2016		750		750
North American Development Bank
2.400%, 10/26/2022		200		187
Oesterreichische Kontrollbank MTN
1.125%, 07/06/2015		150		152
Royal Bank of Canada MTN
1.150%, 03/13/2015		250		252
Svenska Handelsbanken
2.875%, 04/04/2017		200		209
Toronto-Dominion Bank
2.375%, 10/19/2016		250		259
Toyota Motor Credit MTN
3.400%, 09/15/2021		150		155
3.200%, 06/17/2015		100		103
US Bancorp MTN
4.200%, 05/15/2014		500		502
Westpac Banking
4.875%, 11/19/2019		200		222
3.000%, 08/04/2015		250		258
				26,015

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
Health Care — 0.1%
Johns Hopkins University
5.250%, 07/01/2019	$	75	$	84
Johnson & Johnson
5.950%, 08/15/2037		300		373
Merck Sharp & Dohme
6.400%, 03/01/2028		50		62
Novartis Securities Investment
5.125%, 02/10/2019		150		170
Sanofi
4.000%, 03/29/2021		150		161
				850
Industrials — 0.1%
3M MTN
5.700%, 03/15/2037		150		180
General Electric Capital
0.850%, 10/09/2015		500		502
				682
Information Technology — 0.2%
Google
3.625%, 05/19/2021		150		159
Microsoft
2.500%, 02/08/2016		350		363
1.625%, 09/25/2015		1,250		1,272
0.875%, 11/15/2017		1,500		1,479
				3,273
Telecommunication Services — 0.0%
Nippon Telegraph & Telephone
1.400%, 07/18/2017		200		199
Utilities — 0.0%
Hydro-Quebec
2.000%, 06/30/2016		250		257
1.375%, 06/19/2017		150		150
Southern California Gas
5.125%, 11/15/2040		150		167
				574
Total Corporate Obligations (Cost $34,268) ($ Thousands)				33,787
EXCHANGE TRADED FUND — 1.1%
iShares iBoxx Investment Grade Corporate Bond Fund		157,632		18,438
Total Exchange Traded Fund (Cost $18,398) ($ Thousands)				18,438

162 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amount (1) (Thousands)		Market Value ($ Thousands)
PREFERRED STOCK — 0.0%
Consumer Discretionary — 0.0%
Porsche Automobil Holding SE		342	$	35
Consumer Staples — 0.0%
Henkel & KGaA		596		64
Total Preferred Stock (Cost $72) ($ Thousands)				99
	Number of Warrants
WARRANTS — 0.0%
Olam International Expires 12/31/17		4,698		—
Total Warrants (Cost $—) ($Thousands)				—
CASH EQUIVALENT — 28.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		463,131,899		463,132
Total Cash Equivalent (Cost $463,132) ($ Thousands)				463,132
TIME DEPOSITS — 17.5%
Brown Brothers Harriman
1.950%, 04/01/2014	NZD	13		12
1.929%, 04/01/2014	AUD	33		31
0.550%, 04/01/2014	NOK	23		4
0.278%, 04/01/2014	CAD	20		18
0.100%, 04/01/2014	SEK	51		51
0.100%, 04/01/2014	DKK	70		13
0.076%, 04/01/2014	EUR	514		708
0.048%, 04/01/2014	GBP	562		937
0.030%, 04/01/2014		285,310		285,310
0.005%, 04/01/2014	HKD	64		8
0.005%, 04/01/2014	JPY	6,339		62
0.005%, 04/01/2014	SGD	2		2
0.001%, 04/01/2014	CHF	12		14
Total Time Deposits (Cost $287,170) ($ Thousands)				287,170
U.S. TREASURY OBLIGATIONS — 25.2%
U.S. Treasury Inflation Protected Securities
3.625%, 04/15/2028		814		1,107
2.625%, 07/15/2017		41,195		46,126
2.500%, 07/15/2016		1,538		1,678
2.500%, 01/15/2029		606		736
2.375%, 01/15/2025		1,327		1,562

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
2.125%, 01/15/2019	$	14,381	$	16,060
2.125%, 02/15/2041		818		983
2.000%, 07/15/2014		468		475
2.000%, 01/15/2026		454		517
1.875%, 07/15/2015		382		401
1.875%, 07/15/2019		662		736
1.750%, 01/15/2028		641		710
1.625%, 01/15/2015		535		549
1.625%, 01/15/2018		36,735		39,875
1.375%, 07/15/2018		16,884		18,319
1.375%, 01/15/2020		403		436
1.250%, 07/15/2020		594		640
1.125%, 01/15/2021		355		377
0.625%, 07/15/2021		1,744		1,795
0.500%, 04/15/2015		821		838
0.375%, 07/15/2023		23,923		23,661
0.125%, 04/15/2016		873		897
0.125%, 04/15/2018		71,543		73,186
0.125%, 01/15/2022		30,488		29,869
0.125%, 07/15/2022		28,288		27,699
0.125%, 01/15/2023		25,639		24,808
U.S. Treasury Bills (A)
0.084%, 06/05/2014		42,750		42,748
0.080%, 05/29/2014		42,750		42,749
0.072%, 04/03/2014		13,000		13,000
Total U.S. Treasury Obligations (Cost $414,571) ($ Thousands)				412,537
Total Investments — 95.3% (Cost $1,533,346) ($ Thousands)			$	1,559,303

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
10-YR E-MINI		657		Jun-2014	$	(146	)
Amsterdam Index		48		Apr-2014		185
Australian 10-Year Bond		773		Jun-2014		324
Brent Crude Penultimate		26		May-2014		16
CAC40 10 Euro		264		Apr-2014		247
Canadian 10-Year Bond		651		Jun-2014		237
Cattle		345		Aug-2014		579
Cattle		45		Jun-2014		22
Cocoa		87		Jul-2014		231
Cocoa		120		May-2014		38
Cocoa		37		Sep-2014		15
Coffee ‘C’		22		Jul-2014		(145	)
Coffee ‘C’		77		May-2014		875
Copper		43		May-2014		(218	)
Corn		489		Jul-2014		1,237
Cotton No. 2		53		Jul-2014		139
Cotton No. 2		64		May-2014		223
Crude Oil		28		Jun-2014		54
Dax Index		48		Jun-2014		582
DJ Euro Stoxx 50 Index		991		Jun-2014		1,272
E-MINI MSCI Emerging Index		313		Jun-2014		725
E-MINI MSCI Index		273		Jun-2014		291
Euro-Bobl		90		Jun-2014		(13	)
Euro-Bund		1,088		Jun-2014		631
Euro-Buxl 30 Year Bond		53		Jun-2014		50

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 163

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Accumulation Fund (Continued)

March 31, 2014

++++Type of	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Euro-Schatz		10		Jun-2014	$	(1	)
Feeder Cattle		36		Aug-2014		69
Feeder Cattle		90		May-2014		382
FTSE 100 Index		313		Jun-2014		89
FTSE MIB Index		81		Jun-2014		323
FTSE/JSE Top 40 Index		425		Jun-2014		490
Gas Oil ICE		31		May-2014		(22	)
Gasoline		9		Jul-2014		1
Gold		181		Jun-2014		(1,133	)
Hang Seng Index		46		Apr-2014		91
Heating Oil		29		May-2014		19
H-shares Index		362		Apr-2014		587
IBEX 35 Plus Index		64		Apr-2014		295
Japanese 10-Year Bond		122		Jun-2014		(251	)
KOSPI 200 Index		158		Jun-2014		282
Lean Hogs		177		Jun-2014		1,523
Lean Hogs		44		Oct-2014		331
LME Aluminum		83		Sep-2014		108
LME Copper		108		Sep-2014		(482	)
LME Lead		26		Sep-2014		(25	)
LME Nickel		30		Jun-2014		24
LME Nickel		35		Sep-2014		97
LME Prime Aluminum		56		Jun-2014		33
LME Zinc		61		Jun-2014		(6	)
LME Zinc		92		Sep-2014		(166	)
Long Gilt 10-Year Bond		480		Jun-2014		112
Natural Gas		138		May-2014		57
Russell 2000 Index E-MINI		594		Jun-2014		(609	)
S&P 500 Index E-MINI		2,658		Jun-2014		2,692
S&P Composite Index		21		Jun-2014		73
S&P Mid 400 Index E-MINI		185		Jun-2014		238
S&P TSE 60 Index		100		Jun-2014		69
SGX S&P CNX Nifty Index		325		Apr-2014		63
Silver 5,000oz		71		May-2014		(491	)
Soybean		3		Aug-2014		4
Soybean		248		Jul-2014		1,655
Soybean Meal		6		Aug-2014		6
Soybean Meal		78		Jul-2014		495
Soybean Meal		69		May-2014		344
Soybean Oil		3		Aug-2014		(2	)
Soybean Oil		58		Jul-2014		32
Soybean Oil		41		May-2014		17
SPI 200 Index		60		Jun-2014		72
Sugar #11		266		Apr-2014		461
Sugar #11		111		Jul-2014		210
Sugar #11		5		Sep-2014		2
Taiwan Index		474		Apr-2014		227
Topix Index		362		Jun-2014		(412	)
U.S. 10-Year Treasury Note		3,584		Jun-2014		(2,413	)
U.S. 2-Year Treasury Note		134		Jun-2014		(43	)
U.S. 5-Year Treasury Note		362		Jul-2014		(296	)
U.S. Long Treasury Bond		118		Jun-2014		135
Wheat		147		Jul-2014		606
					$	13,413

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Settlement Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
4/28/14-6/18/14	EUR	210,438	USD	289,699	$	(273	)
4/28/14-6/18/14	GBP	47,409	USD	78,961		(24	)
4/29/14	AUD	3,200	USD	2,946		(14	)
4/29/14	CAD	4,900	USD	4,388		(49	)
4/29/14-6/18/14	CHF	2,213	USD	2,503		(4	)
4/29/14-6/18/14	HKD	24,197	USD	3,119		(1	)
4/29/14-6/18/14	USD	22,970	EUR	16,655		(20	)
4/30/14-6/18/14	JPY	1,042,328	USD	10,182		58
6/18/14	BRL	1,600	USD	666		(29	)
6/18/14	KRW	2,644,300	USD	2,463		(19	)
6/18/14	MXN	43,100	USD	3,230		(53	)
6/18/14	RUB	378,119	USD	10,169		(404	)
6/18/14	SGD	6,800	USD	5,359		(50	)
6/18/14	TRY	8,900	USD	3,869		(197	)
6/18/14	TWD	70,200	USD	2,314		3
6/18/14	USD	25,310	BRL	60,600		996
6/18/14	USD	855	CHF	753		(2	)
6/18/14	USD	9,346	GBP	5,653		72
6/18/14	USD	31	HKD	242		—
6/18/14	USD	35,253	ILS	122,600		(139	)
6/18/14	USD	79	JPY	8,180		—
6/18/14	USD	22,423	KRW	24,022,200		127
6/18/14	USD	31,900	MXN	424,600		446
6/18/14	USD	10,216	RUB	378,119		357
6/18/14	USD	19,670	SGD	24,900		138
6/18/14	USD	12,921	TRY	29,500		554
6/18/14	USD	15,934	TWD	480,900		(102	)
6/18/14	USD	10,636	ZAR	117,100		366
6/18/14	ZAR	18,500	USD	1,687		(51	)
					$	1,686

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Bank of New York		(31,713	)		31,847	$	134
Credit Suisse First Boston		(257,914	)		258,673		759
JPMorgan Chase Bank		(7,459	)		7,416		(43	)
Royal Bank of Scotland		(309,386	)		310,214		828
State Street		(19,263	)		19,265		2
UBS		(14,469	)		14,475		6
						$	1,686

A list of open OTC swap agreements held by the Fund at March 31, 2014 are as follows:

Total Return Swaps

Counterparty

Reference Entity/Obligation

Fund Pays

Fund Receives

Termination Date

Currency

Notional Amount (Thousands) (1)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

Bank of America

Taiex Futures

Negative Price Return

Positve Price Return

04/16/14

TWD

635

$

5

JPMorgan Chase Bank

Bovespa Index

Negative Price Return

Positve Price Return

04/17/14

BRL

11,194

492

BoA Merrill Lynch

SGX S&P CNX NIFTY Index

Negative Price Return

Positve Price Return

04/24/14

3,688

47

Bank of America

Taiwan Index

Negative Price Return

Positve Price Return

04/29/14

8,963

141

Bank of America

H-Shares Index

Negative Price Return

Positve Price Return

04/30/14

4,029

97

BoA Merrill Lynch

Euro-Bund

Negative Price Return

Positve Price Return

05/10/14

EUR

62,841

86

BoA Merrill Lynch

Soybean Meal Futures

Negative Price Return

Positve Price Return

05/16/14

3,307

294

BoA Merrill Lynch

Soybean Oil

Negative Price Return

Positve Price Return

05/23/14

3,953

136

Barclays

Brent Crude Penultimate

Negative Price Return

Positve Price Return

06/13/14

29,857

303

BoA Merrill Lynch

Corn

Negative Price Return

Positve Price Return

06/16/14

3,801

400

Barclays

Gasoil

Negative Price Return

Positve Price Return

06/16/14

13,880

(81

)

164 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Total Return Swaps

Counterparty

Reference Entity/Obligation

Fund Pays

Fund Receives

Termination Date

Currency

Notional Amount (Thousands) (1)

Net Unrealized Appreciation (Depreciation) ($ Thousands)

BoA Merrill Lynch

Soybean Futures

Negative Price Return

Positve Price Return

06/16/14

3,002

$

225

BoA Merrill Lynch

Wheat Futures

Negative Price Return

Positve Price Return

06/16/14

HKD

596

97

Barclays

Lean Hogs

Negative Price Return

Positve Price Return

06/17/14

3,612

99

BoA Merrill Lynch

Mini Japanese 10-Year Treasury Bond

Negative Price Return

Positve Price Return

06/20/14

JPY

37,916

(49

)

JPMorgan Chase Bank

Swiss Market Index

Negative Price Return

Positve Price Return

06/20/14

CHF

11,036

261

Barclays

Heating Oil

Negative Price Return

Positve Price Return

06/29/14

11,053

(81

)

Barclays

Unleaded Gasoline RBOB

Negative Price Return

Positve Price Return

06/29/14

7,317

(36

)

Bank of America

U.S. Treasury 10-Year Note

Negative Price Return

Positve Price Return

06/30/14

296,894

(1,245

)

Barclays

Crude Oil

Negative Price Return

Positve Price Return

06/30/14

41,538

(80

)

Barclays

Live Cattle

Negative Price Return

Positve Price Return

06/30/14

10,725

101

Barclays

Natural Gas

Negative Price Return

Positve Price Return

06/30/14

8,500

(392

)

$

820

A list of open centrally cleared swap agreements held by the Fund at March 31, 2014, are as follows:

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Depreciation ($ Thousands)
JPMorgan Chase Bank	1.25%	3-Month USD -LIBOR	06/19/19		75,000	$	(458	)
JPMorgan Chase Bank	0.50%	3-Month USD -LIBOR	06/15/16		260,000		(463	)
JPMorgan Chase Bank	0.50%	6-Month EUR - EURIBOR	06/15/16		25,725		(5	)
						$	(926	)

For the period ended March 31, 2014, the total amount of all open swap agreements, as presented in the tables above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,637,023 ($Thousands).

(1) In U.S. Dollars unless otherwise indicated.

† Real Estate Investment Trust.

†† Investment in Affiliated Security (See Note 6).

* Non-income producing security.

** The rate shown is the 7-day effective yield as of March 31, 2014.

(A) The rate shown is the effective yield at the time of purchase.

AUD — Australian Dollar

BRL — Brazilian Real

Cl — Class

CAD — Canadian Dollar

CHF — Swiss Franc

CNX — Credit Rating Information Services of India Limited and National Stock Exchange of India

DJ — Dow Jones

DKK — Denmark Krone

EUR — Euro

EURIBOR — Euro Interbank Offered Rate

FTSE — Financial Times and the London Stock Exchange

GBP — British Pound

HKD — Hong Kong Dollar

IBEX — Spanish Exchange Index

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KRW — Korean wan

LIBOR — London Interbank Offered Rate

LME — London Metal Exchange

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand Dollar

OAT — Obligations Assimilables du Trésor

RUB — Russian Ruble

S&P — Standard & Poor’s

SEK — Sweden Krona

SGD — Singapore Dollar

SGX — Singapore Exchange

SPI — Swiss Performance Index

TSE — Tokyo Stock Exchange

TRY — Turkish New Lira

TWD — Taiwanese Dollar

USD — U.S. Dollar

ZAR — South African Rand

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Sovereign Debt	$	—	$	243,234	$	—	$	243,234
Foreign Common Stock		49,484		1,053		—		50,537
Common Stock		50,369		—		—		50,369
Corporate Obligations		—		33,787		—		33,787
Exchange Traded Fund		18,438		—		—		18,438
Preferred Stock		99		—		—		99
Warrants		—		—		—		—
Cash Equivalent		463,132		—		—		463,132
Time Deposits		—		287,170		—		287,170
U.S. Treasury Obligations		—		412,537		—		412,537
Total Investments in Securities	$	581,522	$	977,781	$	—	$	1,559,303

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	20,287		$	—		$	—	$	20,287
Unrealized Depreciation		(6,874	)		—			—		(6,874	)
Forwards Contracts*
Unrealized Appreciation		—			3,117			—		3,117
Unrealized Depreciation		—			(1,431	)		—		(1,431	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		—			2,784			—		2,784
Unrealized Depreciation		—			(1,964	)		—		(1,964	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Depreciation		—			(926	)		—		(926	)
Total Other Financial Instruments	$	13,413		$	1,580		$	—	$	14,993

* Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

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

For the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 165

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 31.6%
Consumer Discretionary — 6.0%
DreamWorks Animation SKG
6.875%, 08/15/20 (C)	$	550	$	596
GRD Holdings III
10.750%, 06/01/19 (C)		1,350		1,485
Greektown Holdings
8.875%, 03/15/19 (C)		400		413
Guitar Center
6.500%, 04/15/19 (C)		2,150		2,137
Icahn Enterprises (C)
6.000%, 08/01/20		1,400		1,484
5.875%, 02/01/22		200		203
4.875%, 03/15/19		1,950		1,984
Laureate Education
9.250%, 09/01/19 (C)		1,370		1,459
Live Nation Entertainment
7.000%, 09/01/20 (C)		110		120
MDC Partners
6.750%, 04/01/20 (C)		3,450		3,631
PF Chang’s China Bistro
10.250%, 06/30/20 (C)		160		168
Seminole Hard Rock Entertainment
5.875%, 05/15/21 (C)		100		101
SITEL
11.000%, 08/01/17 (C)		750		805
Stanadyne Holdings, Ser 1
10.000%, 08/15/14		250		249
Suburban Propane Partners
7.375%, 03/15/20		200		214
Travelport LLC
11.875%, 09/01/16		450		459
Unitymedia Hessen GmbH & KG
5.500%, 01/15/23 (C)		1,900		1,938

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
WMG Acquisition
11.500%, 10/01/18	$	620	$	705
6.750%, 04/15/22 (C)		550		553
				18,704
Consumer Staples — 1.0%
Bumble Bee Holdings
9.000%, 12/15/17 (C)		371		404
Diamond Foods
7.000%, 03/15/19 (C)		100		104
Harbinger Group
7.875%, 07/15/19		1,640		1,800
KeHE Distributors
7.625%, 08/15/21 (C)		250		269
Vector Group
7.750%, 02/15/21		600		645
				3,222
Energy — 7.0%
Atlas Energy Holdings Operating
7.750%, 01/15/21		389		408
Atlas Pipeline Partners
6.625%, 10/01/20		200		213
5.875%, 08/01/23		1,500		1,481
4.750%, 11/15/21		400		380
Atlas Resource Escrow
9.250%, 08/15/21 (C)		700		770
Bill Barrett
7.625%, 10/01/19		250		271
7.000%, 10/15/22		600		631
BreitBurn Energy Partners
7.875%, 04/15/22		1,300		1,407
Checkers Drive-In Restaurants
11.000%, 12/01/17 (C)		425		474
CIRCMT, Ser 2014-A, Cl A
4.890%, 10/08/21		2,800		2,800
Crestwood Midstream Partners
7.750%, 04/01/19		810		879
6.125%, 03/01/22 (C)		300		313
6.000%, 12/15/20		600		628
Eagle Rock Energy Partners
8.375%, 06/01/19		935		1,014
Endeavor Energy Resources
7.000%, 08/15/21 (C)		400		420
Exterran Partners
6.000%, 04/01/21		250		249
Gibson Energy
6.750%, 07/15/21 (C)		1,025		1,099
Legacy Reserves
8.000%, 12/01/20		550		589
6.625%, 12/01/21		600		599
Memorial Production Partners
7.625%, 05/01/21 (C)		500		528

166 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
7.625%, 05/01/21	$	110	$	116
Midstates Petroleum
10.750%, 10/01/20		1,000		1,105
NGL Energy Partners
6.875%, 10/15/21 (C)		600		624
Pacific Drilling
5.375%, 06/01/20 (C)		250		248
Penn Virginia Resource Partners
8.375%, 06/01/20		1,241		1,393
SandRidge Energy
8.125%, 10/15/22		300		327
7.500%, 03/15/21		500		534
7.500%, 02/15/23		200		212
Ultra Petroleum
5.750%, 12/15/18 (C)		870		914
Ultra Resources
4.510%, 10/12/20 (G)		500		466
Unit
6.625%, 05/15/21		785		832
				21,924
Financials — 10.4%
American Equity Investment Life Holding
6.625%, 07/15/21		600		640
Bank of America
5.200%, 12/29/49 (D)		2,500		2,350
Barclays
8.250%, 12/31/99 (D)		750		788
Citigroup (D)
5.950%, 12/29/49		1,250		1,222
5.350%, 05/29/49		1,250		1,159
Credit Acceptance
6.125%, 02/15/21 (C)		1,400		1,456
CyrusOne
6.375%, 11/15/22		500		527
Emigrant Bancorp
6.250%, 06/15/14 (C)		4,750		4,780
EPR Properties‡
5.750%, 08/15/22		400		424
Fidelity & Guaranty Life Holdings
6.375%, 04/01/21 (C)		650		692
Fifth Third Bancorp
5.100%, 12/31/49 (D)		1,630		1,499
ING US
5.650%, 05/15/53 (D)		2,200		2,187
Itau Unibanco Holding
5.125%, 05/13/23 (C)		250		240
Jefferies Finance
7.375%, 04/01/20 (C)		1,000		1,050
Jefferies LoanCore
6.875%, 06/01/20 (C)		300		305
JPMorgan Chase
5.150%, 04/05/23 (D)		2,110		1,978

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Kennedy-Wilson
8.750%, 04/01/19	$	1,445	$	1,579
M&T Bank
6.450%, 12/29/49 (D)		500		519
Nationstar Mortgage
7.875%, 10/01/20		260		263
6.500%, 08/01/18		435		437
6.500%, 07/01/21		690		650
6.500%, 06/01/22 (E)		485		450
Opal Acquisition
8.875%, 12/15/21 (C)		1,100		1,106
Oxford Finance
7.250%, 01/15/18 (C)		650		689
PNC Financial Services Group
4.850%, 05/29/49 (D)		300		281
Prudential Financial
5.625%, 06/15/43 (D)		1,250		1,275
Schahin II Finance SPV
5.875%, 09/25/22 (C)		1,857		1,790
Susquehanna Bancshares
5.375%, 08/15/22		800		784
Wilton Re Finance
5.875%, 03/30/33 (C) (D)		1,350		1,343
				32,463
Health Care — 0.8%
Symbion
8.000%, 06/15/16		705		740
Valeant Pharmaceuticals International
5.625%, 12/01/21 (C)		500		526
VPII Escrow
6.750%, 08/15/18 (C)		1,000		1,100
				2,366
Industrials — 0.7%
ADT
6.250%, 10/15/21 (C)		300		308
CPG Merger Sub
8.000%, 10/01/21 (C)		250		266
Marquette Transportation
10.875%, 01/15/17		50		53
Princess Juliana International Airport Operating
5.500%, 12/20/27 (C) (E)		1,062		1,046
Victor Technologies Group
9.000%, 12/15/17		454		487
				2,160
Information Technology — 3.8%
Alcatel-Lucent USA (C)
8.875%, 01/01/20		450		511
6.750%, 11/15/20		400		423
4.625%, 07/01/17		500		514

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 167

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Aspect Software
10.625%, 05/15/17	$	1,045	$	1,105
Audatex North America
6.000%, 06/15/21 (C)		100		107
Avaya
7.000%, 04/01/19 (C)		750		744
Eagle Midco
9.000%, 06/15/18 (C)		800		840
First Data
6.750%, 11/01/20 (C)		450		484
IAC
4.875%, 11/30/18		250		261
iGATE
4.750%, 04/15/19 (C)		1,500		1,506
Infor US
9.375%, 04/01/19		2,200		2,478
NCR
5.875%, 12/15/21 (C)		250		263
Sabre
8.500%, 05/15/19 (C)		700		773
Stream Global Services
11.250%, 10/01/14		985		985
WEX
4.750%, 02/01/23 (C)		225		211
Zayo Group
10.125%, 07/01/20		600		696
				11,901
Materials — 0.9%
AngloGold Ashanti Holdings
5.125%, 08/01/22		200		187
Eldorado
6.125%, 12/15/20 (C)		700		700
Kaiser Aluminum
8.250%, 06/01/20		225		254
KGHM International
7.750%, 06/15/19 (C)		150		158
Mirabela Nickel (C)
8.750%, 04/15/18 (F)		261		62
3.500%, 06/30/14 (G)		41		41
TPC Group
8.750%, 12/15/20 (C)		1,150		1,261
Unifrax I
7.500%, 02/15/19(C)		200		212
				2,875
Telecommunication Services — 0.7%
Level 3 Financing
6.125%, 01/15/21 (C)		150		158
Lynx I
5.375%, 04/15/21 (C)		900		929
Lynx II
6.375%, 04/15/23 (C)		500		530
UPCB Finance VI
6.875%, 01/15/22 (C)		600		654
				2,271

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Utilities — 0.3%
AmeriGas Finance
7.000%, 05/20/22	$	150	$	164
LBC Tank Terminals Holding Netherlands BV
6.875%, 05/15/23 (C)		800		854
				1,018
Total Corporate Obligations (Cost $97,258) ($ Thousands)				98,904
LOAN PARTICIPATIONS — 32.4%
1-800 Contacts, Term Loan, 1st Lien
4.250%, 01/27/21		700		701
AABS, Bridge Term Loan
4.875%, 01/15/38 (G)		932		939
Active Network, 1st Lien Term Loan
5.500%, 11/06/20		400		403
Acosta
4.250%, 03/03/18		150		151
Advance Pierre Foods, Term Loan
5.750%, 07/10/17		1		1
Akorn, 1st Lien Term Loan B
0.000%, 11/13/20 (B)		300		303
Alcatel Lucent, Term Loan C
4.500%, 01/29/19		693		696
Alexander Mann Solutions, 1st Lien
5.750%, 12/18/19		350		351
AlliedBarton Security Services Term Loan
0.000%, 02/12/21 (A)		63		—
AlliedBarton Security Services, Term Loan, 1st Lien
4.250%, 02/12/21		546		544
0.000%, 02/12/21 (B)		131		130
AmWINS Group, 1st Lien, Cov-Lite
5.000%, 09/16/19		101		102
AmWINS Group, 1st Lien Term Loan B
5.000%, 09/06/19		48		49
ANVC Merger, 1st Lien Term Loan
5.500%, 02/18/21		500		503
Applied Systems, 1st Lien Term Loan
5.500%, 01/15/21		1,000		1,003
Araren, 2nd Lien Term Loan
9.250%, 08/18/21		500		505
Arctic Glacier Cov-Lite, 1st Lien
5.000%, 05/10/19		369		370
Aspect Software
7.000%, 05/07/16		428		433
Associated Partners, 1st Lien Term Loan
6.655%, 12/21/15 (G)		750		752

168 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Associated Partners, Delayed Draw Term Loan
6.655%, 12/21/15 (G)	$	750	$	752
Astoria Generating Cov-Lite, Term Loan
8.500%, 10/26/17		561		577
Assured Partners, 1st Lien Term Loan
0.000%, 03/31/31 (B)		550		549
Assured Partners, 2nd Lien Term Loan
0.000%, 03/31/22 (B)		100		100
Atkore Cov-Lite, 1st Lien Term Loan
0.000%, 03/26/21 (B)		800		799
Atkore Cov-Lite, 2nd Lien Term Loan
0.000%, 09/27/21 (B)		350		352
Audio Visual Services Cov-Lite, 1st Lien Term Loan
4.500%, 01/22/21		200		201
Avaya
6.500%, 03/31/18		1,635		1,636
Avaya, Term Loan B3
4.734%, 10/26/17		197		192
Belmond Interfin
4.000%, 03/19/21		700		701
Berling Packaging LLC, 2nd Lien Term Loan
8.750%, 04/02/20		150		153
BJ’s Wholesale Club
4.500%, 09/26/19		750		752
California Pizza Kitchen, Term Loan
5.250%, 03/29/18		237		225
Call Credit Information Group, 1st Lien Term Loan
0.000%, 03/26/21 (B)		2,000		3,359
CAMP Systems, 1st Lien Term Loan, Cov-Lite
4.750%, 11/30/19		150		152
CAMP Systems, 2nd Lien Term Loan, Cov-Lite
8.250%, 11/30/19		200		204
Capital Automotive
6.000%, 04/30/20		150		153
Carcore National, 1st Lien Term Loan
5.500%, 02/12/21		450		452
Castlelake Aircraft Securitization Trust, Ser 2014-1, Cl B
7.500%, 02/15/29 (G)		1,981		2,001
Castlelake Aircraft Securitization Trust, Ser 2014-1, Cl A1
5.250%, 02/15/29 (G)		2,972		3,002

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Catalent Pharma Solutions, Term Loan
6.500%, 12/31/17	$	100	$	101
Cengage Learning Acquisitions, 1st Lien Term Loan
0.000%, 03/06/20 (B) (F)		900		909
Cengage Learning Acquisitions, Term Loan B
7.750%, 07/05/17		219		206
Cengage Learning, 1st Lien
9.500%, 07/03/14		119		114
Centaur, 1st Lien Term Loan
5.250%, 02/20/19		221		221
Ceridian, 1st Lien Term Loan B
4.404%, 05/09/17		715		718
Cetera Financial Group, 1st Lien Term Loan
6.500%, 08/02/19		99		99
Ceva Group PLC, 1st Lien Term Loan
6.500%, 03/19/21		461		459
6.500%, 03/12/21		670		667
Ceva Intercompany BV, 1st Lien Term Loan
6.500%, 03/19/21		486		484
Ceva Logistics, 1st Lien Term Loan
6.500%, 03/19/21		84		83
CHG Healthcare Services, 1st Lien
4.250%, 09/19/19		740		741
Connolly Cov-Lite, 1st Lien Term Loan
5.000%, 01/22/21		600		606
Community Health Services, 1st Lien Term Loan D
4.250%, 01/27/21		2,000		2,015
Cooper Standard Auto
0.000%,03/26/21 (B)		120		120
CPM Holdings
6.250%, 08/29/17		323		325
CPM Holdings, 2nd Lien
10.250%, 03/01/18		200		203
CTI Foods, 2nd Lien Term Loan
8.250%, 06/28/21		400		402
Cumulus Media, 1st Lien
4.250%, 12/23/20		900		903
Cunningham Lindsey, 1st Lien, Cov-Lite
5.000%, 12/10/19		198		198
David’s Bridal, Initial Term Loan
5.000%, 10/05/19		545		544
Deltek Systems, 1st Lien Term Loan
4.500%, 10/10/18		396		398
Dematic Cov-Lite, 1st Lien
4.250%, 12/28/19		1,040		1,042

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 169

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Diamond Foods Cov-Lite, 1st Lien
4.250%, 08/20/18	$	500	$	501
DJO Finance
4.750%, 09/15/17		248		248
Doncaster PLC, 2nd Lien Term Loan
9.500%, 10/09/20		250		254
DS Waters, 1st Lien Term Loan, Cov-Lite
5.250%, 08/19/20		100		101
Endurance International, 1st Lien
5.000%, 11/09/19		249		251
Endurance International, 1st Lien Term Loan
5.000%, 11/09/19		545		548
EXE Castle, 2nd Lien Term Loan
0.000%,04/04/21 (B)		150		151
Expert Global
8.500%, 04/02/18		492		479
8.000%, 04/02/18		8		7
Exopack, 1st Lien Term Loan B, Cov-Lite
5.250%, 04/24/19		200		202
EZE Castel Software LLC, 2nd Lien Term Loan
8.500%, 04/05/21		100		101
Fender Musical Instruments, 1st Lien Term Loan
5.750%, 04/03/19		268		269
Filtration Group, 1st Lien, Cov-Lite
4.500%, 11/13/20		400		402
First Advantage Cov-Lite, Term Loan B
6.250%, 02/13/19		695		697
First Advantage, 2nd Lien Term Loan
10.500%, 08/28/19 (G)		150		149
First Data
4.158%, 03/24/17		500		499
First Data, 1st Lien Extended Term Loan
4.155%, 03/24/21		200		200
First Data, Dollar Term Loan
4.155%, 03/24/18		280		280
Flakt Woods Group, 2nd Lien Hybrid Term Loan
0.000%, 04/01/17 (B)		650		627
Fleetpride, 1st Lien
5.250%, 11/19/19		545		537
Fleetpride, 2nd Lien
9.250%, 05/19/20		180		177
Flexera Software, 2nd Lien, Cov-Lite
0.000%, 04/02/21 (B)		150		150
Flexera Software, 1st Lien Term Loan, Cov-Lite
0.000%, 04/02/20 (B)		400		398

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
GCA Services Group Cov-Lite, 2nd Lien Term Loan
9.250%, 10/11/20	$	120	$	121
GCA Services Group Cov-Lite, 1st Lien Term Loan
4.250%, 11/01/19		94		94
GlobalLogic Holdings, 1st Lien Term Loan B
6.250%, 06/03/19		300		297
Go Daddy, 1st Lien Term Loan B, Cov-Lite
4.000%, 12/17/18		96		96
GOGO LLC
11.250%, 06/21/17		474		512
Greenway Medical Technologies, 1st Lien Term Loan
9.250%, 11/01/21		100		101
6.000%, 11/02/20		900		894
Grocery Outlet, Term Loan, Cov-Lite
5.500%, 12/17/18		1,486		1,489
Grosvenor Capital Management, 1st Lien Term Loan
0.000%, 11/25/20 (B)		1		1
Guitar Center, Extended Term Loan
6.250%, 04/09/17		495		493
Gypsum Cov-Lite, 1st Lien Term Loan
0.000%, 03/26/21 (B)		800		796
Gypsum Cov-Lite, 2nd Lien Term Loan
0.000%, 03/25/22 (B)		150		151
HDV Holdings, Term Loan
5.750%, 12/18/18		148		147
Helm Financial, Term Loan
6.250%, 06/01/17		138		137
Hemisphere Media Group, Term Loan
6.250%, 07/30/20		100		100
Horseshoe Baltimore, Term Loan
8.250%, 04/26/20		100		104
Hostess Brands
6.750%, 04/09/20		100		104
Hyland Software, 1st Lien Term Loan
4.750%, 02/18/22		200		202
IMG Worldwide, 1st Lien Term Loan
0.000%, 03/19/21 (B)		2,000		1,986
Interline Brands
0.000%, 03/12/21 (B)		1,300		1,298
Intrawest, 1st Lien Term Loan
5.500%, 11/26/20		450		456

170 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ION Trading Technologies, 2nd Lien Term Loan, Cov-Lite
8.250%, 05/21/21	$	100	$	101
IMG Worldwide
0.000%, 03/21/22 (B)		90		91
IPC Information Systems
7.750%, 07/31/17		170		170
IPC Systems, 1st Lien
7.750%, 07/31/17		198		197
J Crew Group, 1st Lien
4.000%, 03/05/21		432		431
J Crew Group, Term Loan B
4.000%, 03/05/21		368		367
Jacobs Entertainment, 1st Lien Term Loan
6.250%, 10/29/18		395		397
Knowledge Universe Education LLC, 1st Lien Term Loan
0.000%, 03/12/21 (B)		800		805
Kronos, Incremental Term Loan
4.500%, 10/30/19		369		372
La Quinta, Intermediate Term Loan
0.000%, 02/19/21 (B)		700		700
LANDesk Software, 1st Lien Term Loan
5.250%, 08/09/19		448		448
Laureate Education, 1st Lien Term Loan
5.000%, 06/15/18		22		21
5.000%, 06/18/15		319		316
Learning Care Group, Term Loan
5.750%, 05/08/19		498		499
Lineage Logistics, 1st Lien Term Loan, Cov-Lite
0.000%, 03/31/21 (B)		1,150		1,147
Lions Gate Entertainment, 2nd Lien Term Loan
5.000%, 07/19/20		1,500		1,526
McJunkin Red Man, 1st Lien Term Loan B
5.000%, 11/08/19		1,845		1,867
Men’s Wearhouse, Bridge Loan
0.000%, 03/11/15 (A)		500		—
Merge Healthcare, Term Loan B
6.000%, 04/23/19		462		434
Mergermarket, 1st Lien Term Loan
4.500%, 01/29/21		500		497
Mitel Networks, 1st Lien
0.000%, 01/31/20 (B)		650		656
MRI Software, 1st Lien
5.250%, 02/04/21		200		200
Multiplan
4.000%, 03/19/21		1,500		1,496

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MISYS, 1st Lien Term Loan
5.000%, 12/12/18	$	796	$	803
MISYS, 2nd Lien
12.000%, 06/12/19		350		401
Mitchell International, 2nd Lien Term Loan, Cov-Lite
8.500%, 10/01/21		1,150		1,174
NAB Holdings
7.000%, 04/24/18		231		232
NANA Development, 1st Lien Term Loan
8.000%, 03/15/18		307		304
National Vision, 1st Lien Term Loan, Cov-Lite
0.000%, 03/05/21 (B)		1,300		1,290
Navistar International
5.750%, 08/17/17		118		120
Nes Global Talent, 1st Lien Term Loan
6.500%, 10/03/19		1,143		1,143
NexTech Systems, 1st Lien
6.000%, 10/28/18 (G)		850		833
Nord Anglia Education, 1st Lien Term Loan
0.000%, 03/19/21 (B)		1,000		999
Nuveen Investments
4.153%, 05/13/17		250		251
Ocean Rig, 1st Lien Term Loan B1, Cov-Lite
6.000%, 02/02/21		391		398
Oxbow Carbon & Minerals, 2nd Lien
8.000%, 01/19/20		100		102
P2 Energy Cov-Lite, 1st Lien Term Loan
5.000%, 10/30/20		700		705
P2 Energy Solutions, 2nd Lien Term Loan, Cov-Lite
9.000%, 04/30/21		150		152
Panda Temple Power LLC, 1st Lien Term Loan B
7.250%, 04/03/19		350		358
Panolam Industries International
7.250%, 08/23/17		205		199
Paradigm
4.750%, 07/30/19		399		399
Performance Food Group Cov-Lite, 2nd Lien Term Loan
6.250%, 11/07/19		697		706
Pierre Foods, 2nd Lien Term Loan
9.500%, 10/02/17		556		539
Pierre Foods, Term Loan, 1st Lien
5.750%, 07/10/17		424		425

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 171

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Pipeline Supply & Service, 1st Liean Term Loan
5.500%, 01/24/20	$	250	$	251
Ranpak, 2nd Lien Term Loan
8.500%, 04/10/20		200		204
RCS, 1st Lien Term Loan
0.000%, 03/29/19 (B)		700		704
Reddy Ice, 1st Lien Term Loan
6.750%, 03/28/19		347		344
Reddy Ice, 2nd Lien Term Loan
10.750%, 11/01/19		225		216
Rice Drilling LLC, 2nd Lien Term Loan B
8.500%, 10/25/18		224		227
Rise, Term Loan
4.750%, 02/12/39 (G)		2,984		3,007
Road Infrastructure Investments, 1st Lien Term Loan
0.000%,03/19/21 (B)		750		749
Road Infrastructure Investments, 2nd Lien Term Loan
0.000%, 09/21/21 (B)		400		400
Royal Adhesives and Sealants LLC, Term Loan
5.500%, 07/31/18		298		302
Sabre Holdings
5.250%, 02/15/19		591		591
Sears Holdings, 1st Lien Term Loan
5.500%, 06/30/18		499		501
Shields Finance, 1st Lien
5.000%, 01/27/21		1,500		1,504
Sirva Worldwide, Term Loan
7.500%, 03/27/19		844		860
Smart & Final, 1st Lien Term Loan, Cov-Lite
4.750%, 11/15/19		799		799
Southern Graphic Systems
4.250%, 10/17/19		294		293
Southern Graphic Systems, 1st Lien
4.250%, 10/17/19		125		125
Steinway Musical Instruments, 2nd Lien Term Loan
9.250%, 09/18/20		100		103
Stuart Weitzman Acquisition LLC, 1st Lien Term Loan
0.000%, 03/04/20 (B)		750		748
Sumtotal Systems
7.250%, 11/16/18		3		3
6.250%, 11/16/18		12		12
Sumtotal Systems, Term Loan, Cov-Lite
6.250%, 10/25/19		409		407

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Sutherland Global, 1st Lien Term Loan
7.250%, 03/06/19	$	199	$	200
Sutherland SGS
7.250%, 03/06/19		90		90
Syncreon Holdings, 1st Lien Term Loan B
5.250%, 10/28/20		650		651
The Harvard Drug Group LLC, Term Loan B
5.000%, 10/29/19		258		259
The Nieman Marcus Group, 1st Lien Term Loan
4.250%, 10/25/20		1,498		1,502
ThermaSys, Term Loan 1st Lien
5.250%, 05/03/19		370		368
TI Automotive, Term Loan B
5.500%, 03/28/19		347		348
TMS International, 1st Lien, Cov-Lite
4.500%, 10/02/20		400		401
Topaz Power, 1st Lien Term Loan
5.250%, 02/26/20		396		387
Totes Isotoner, 1st Lien Term Loan B
7.250%, 07/07/17		74		74
Trans Union LLC, 1st Lien Term Loan
0.000%, 03/19/21(B)		1,000		1,002
Travelport LLC, 2nd Lien Term Loan 1
9.500%, 01/31/16		900		929
Travelport LLC, Term Loan
6.250%, 06/26/19		2,229		2,278
TSAM Delaware LLV, 1st Lien
8.750%, 09/12/19 (G)		395		391
US Shipping, 1st Lien Term Loan
9.000%, 04/11/18		648		661
Varel International, 1st Lien
9.250%, 07/17/17		198		200
Viking Aquisitions
6.000%, 11/05/16		79		80
Wall Street Systems Cov-Lite, 2nd Lien Term Loan
9.250%, 04/24/20		150		151
Wall Street Systems, 1st Lien
5.750%, 10/25/19		545		545
WTG Holdings III
4.750%, 12/11/20		500		501
Emerald Expositions, 1st Lien
5.500%, 06/12/20		1,000		1,006
Total Loan Participations (Cost $98,913) ($ Thousands)				101,258

172 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 21.5%
Other Asset-Backed Securities — 21.5%
Accredited Mortgage Loan Trust, Ser 2007-1, Cl A3
0.284%, 02/25/37 (D)	$	2,704	$	2,517
ACE Securities Home Equity Loan Trust, Ser 2006-ASP2, Cl A2D
0.434%, 03/25/36 (D)		1,750		1,427
Aerco, Ser 2000-2A, Cl A3
1.115%, 07/15/25 (D) (E)		1,180		712
Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9
0.705%, 03/15/19 (D)		1,411		663
ALM VI, Ser 2012-6A
0.000%, 06/14/23 (C) (G)		500		493
Asset-Backed Securities Home Equity, Ser 2004-HE8, Cl M1
1.204%, 12/25/34 (D)		745		659
Babcock & Brown Air Funding I Ltd., Ser 2007-1A, Cl G1
0.619%, 11/14/33 (C) (D)		795		660
Castle Trust, Ser 2003-1AW, Cl A1
0.905%, 05/15/27 (C) (D)		11		10
CCR MT100 Payment Rights Master Trust, Ser 2010-CX, Cl C
0.599%, 07/10/17 (D)		7,260		7,027
Chase Mortgage Finance, Ser 06-S3, Cl 1A2
6.000%, 11/25/36		1,685		1,456
CIT Mortgage Loan Trust, Ser 2007-1, Cl 2A3
1.604%, 10/25/37 (C) (D)		1,000		906
Citi Holdings Liquidating Unrated Performing Assets, Ser 2012-BIZ, Cl A
0.825%, 12/15/49 (C) (G)		409		351
Citigroup Mortgage Loan Trust, Ser 2007-WFH2, Cl A4
0.504%, 03/25/37 (D)		700		583
COA Summit CLO, Ser 2014- 1A, Cl C
4.086%, 04/20/23 (C) (D)		500		492
COMM Mortgage Trust, Ser FL12, Cl D
0.385%, 12/15/20 (C) (D)		975		967
COMM Mortgage Trust, Ser FL12, Cl E
0.445%, 12/15/20 (C) (D)		715		709
COMM Mortgage Trust, Ser FL12, Cl F
0.495%, 12/15/20 (C) (D)		715		706

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Connecticut Valley Structured Credit, Ser 2006-3A, Cl B2
6.676%, 03/23/23 (G)	$	442	$	433
Credit Suisse Mortgage Trust, Ser 14-SURF, Cl E
3.255%, 02/15/29		3,150		3,156
Duane Street CLO, Ser 2007-4A, Cl D
2.486%, 11/14/21		1,850		1,777
Emerald Aviation Finance, Ser 2013-1, Cl B
6.350%, 10/15/38 (C) (G)		1,461		1,485
First Frankin Mortgage Loan Trust, Ser 2006-FF1, Cl 2A4
0.494%, 01/25/36 (D)		500		433
Flagship CLO VI, Ser 2007-1A, Cl D
2.635%, 06/10/21 (C) (D)		1,000		946
FM Leveraged Capital Fund II, Ser 2006-2X, Cl E
3.986%, 11/15/20 (D)		250		249
Genesis Funding, Ser 2006-1A, Cl G1
0.396%, 12/19/32 (C) (D)		1,172		1,092
GreenPoint Mortgage Funding Trust, Ser 2005-HE4, Cl M1
0.859%, 07/25/30 (D)		2,900		2,624
GSAA Home Equity Trust, Ser 06-18, Cl AF5A
6.002%, 11/25/36		3,323		2,351
GSAA Home Equity Trust, Ser 2006-14, Cl A3A
0.406%, 09/25/36 (D)		673		400
GSAA Home Equity Trust, Ser 2007-7, Cl A4
0.424%, 07/25/37 (D)		1,392		1,206
GSAMP Trust, Ser 2005-HE6, Cl M1
0.594%, 11/25/35 (D)		2,850		2,535
Halcyon Structured Asset Management Long Secured, Ser 2007-2A, Cl C
3.986%, 10/29/21 (C) (D)		850		850
HarborView Mortgage Loan Trust, Ser 2006-12, Cl 2A2A
0.345%, 01/19/38		3,262		2,741
Home Equity Asset Trust, Ser 2005-7, Cl M1
0.606%, 01/25/36 (D)		800		674
Home Equity Asset Trust, Ser 2006-3, Cl 2A4
0.464%, 07/25/36 (D)		981		893
Icon Brands Holdings, Ser 2013-1A, Cl A2
4.352%, 01/25/43 (C)		1,438		1,431

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 173

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Kingsland IV, Ser 2007-4A, Cl D
1.687%, 04/16/21 (C) (D)	$	500	$	469
Lehman XS Trust, Ser 2005-7N, Cl 1A1A
0.424%, 12/25/35 (D)		787		742
Lehman XS Trust, Ser 2006-16N, Cl A4A
0.346%, 11/25/46 (D)		875		713
Lehman XS Trust, Ser 2007-9, Cl 1A1
0.274%, 06/25/37 (D)		1,976		1,727
New Century Home Equity Loan Trust, Ser 2004-4, Cl M2
0.949%, 02/25/35 (D)		901		818
New Century Home Equity Loan Trust, Ser 2005-1, Cl M2
0.874%, 03/25/35 (D)		600		523
NewStar Commercial Loan Trust, Ser 2006-1A, Cl C
0.914%, 03/30/22 (C) (D)		600		559
Nomura Resecuritization Trust, Ser 2012-1R, Cl A
0.599%, 08/27/47 (C) (D)		3,845		3,542
NewStar REL CDO VIII, Ser 2006-8A, Cl A2
0.512%, 02/01/41 (C) (D) (G)		1,000		865
Pangaea CLO, Ser 2007-1A, Cl B
1.237%, 10/21/21 (C) (D)		500		461
ProSight Global
7.500%, 11/20/20 (G)		250		247
Raspro Trust, Ser 2005-1A, Cl G
0.635%, 03/23/24 (C) (D) (G)		43		40
Sands Point Funding, Ser 2006-1A, Cl A1
0.497%, 07/18/20 (C) (D)		1,127		1,121
Shackleton CLO, Ser 2012-2A
4.287%, 10/20/23		1,000		995
Structured Asset Securities, Ser 2006-BC6
0.326%, 01/25/37 (D)		750		589
Structured Asset Securities, Ser 2006-OPT1, Cl A5
0.414%, 04/25/36 (D)		1,700		1,462
Structured Asset Securities, Ser 2007-BC1, Cl A4
0.284%, 02/25/37 (D)		1,850		1,506
Turbine Engine Securitization, Ser 2013-1A, Cl B
6.375%, 12/15/48 (G)		678		668
Turbine Engines Securitization, Ser 2013-1A, Cl A
5.125%, 12/13/48 (C) (G)		1,088		1,076

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
0.296%, 07/25/37 (C) (D)	$	1,030	$	877
Wachovia Bank Commercial Mortgage Trust, Ser 2007-WHL8, Cl LXR1
0.855%, 06/15/20		730		714
Willis Engine Securitization Trust II, Ser 2012-A, Cl A
5.500%, 09/15/37 (C) (E) (G)		1,877		1,888
Total Asset-Backed Securities (Cost $67,489) ($ Thousands)				67,216
COLLATERALIZED DEBT OBLIGATIONS — 21.1%
Financials — 1.9%
Marathon CLO II, Ser 2005-2A, Cl INC
0.000%, 12/20/19 (C) (G)		750		375
Marathon CLO II, Ser 2005-2A, Cl C
2.045%, 12/20/19 (C) (D)		600		591
Rockwall CDO II, Ser 2007-1A, Cl A1LB
0.788%, 08/01/24 (C) (D) (G)		3,200		2,725
Rockwall CDO, Ser 2006-1A, Cl A2L
0.888%, 08/01/21 (C) (D) (G)		200		183
Rockwall CDO, Ser 2006-1A, Cl A1LB
0.738%, 08/01/21 (C) (D)		1,700		1,602
WhiteHorse II
0.000%, 06/15/17 (C) (D) (G)		1,100		561
				6,037
Other Asset-Backed Securities — 19.2%
ACA CLO, Ser 2007-1A, Cl C
1.189%, 06/15/22 (C) (D)		1,150		1,067
ACIS CLO, Ser 2013-1A, Cl D
4.737%, 04/18/24 (C) (D) (G)		800		799
ACIS CLO, Ser 2013-2A, Cl D
4.092%, 10/14/22 (C) (D) (G)		1,100		1,074
AMMC CDO, Ser 2012-11A, Cl SUB
0.000%, 10/30/23 (C) (G)		1,750		1,457
Ares XXV CLO, Ser 2012-3A, Cl SUB
0.000%, 01/17/24 (C) (G)		750		590
Ares XXVI CLO, Ser 2013-1A, Cl SUB
0.000%, 04/15/25 (C) (G)		1,500		1,235
Atlas Senior Loan Fund II, Ser 2012-2A, Cl SUB
0.000%, 01/30/24 (C) (G)		950		901

174 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Battalion CLO, Ser 2007-1A, Cl D
2.392%, 07/14/22 (C) (D)	$	1,900	$	1,803
Black Diamond CLO, Delaware, Ser 2005-2A, Cl D
2.040%, 01/07/18 (C) (D)		250		239
Black Diamond CLO, Ser 2007-1A, Cl C
0.926%, 04/29/19 (C) (D)		1,100		1,020
BlackRock Senior Income, Ser 2004-1A, Cl BSIS
0.000%, 09/15/16 (C) (G)		950		—
Callidus Debt Partners CLO Fund VI, Ser 2007-6A, Cl B
1.487%, 10/23/21 (C) (D) (G)		500		471
Carlyle Global Market Strategies CLO, Ser 2012-3A, Cl SUB
0.000%, 10/14/24 (C) (G)		750		704
Cedarwoods CRE CDO, Ser 2006-1A, Cl A3
0.426%, 07/25/51 (G)		3,301		2,695
Cerberus Offshore Levered I CLO, Ser 2012-1A, Cl C
6.233%, 11/30/18 (C) (D) (G)		300		301
Cerberus Onshore II CLO, Ser 2014-1A, Cl D
4.247%, 10/15/23 (C) (D) (G)		250		239
Cerberus Onshore II CLO, Ser 2014-1A, Cl C
3.747%, 10/15/23 (C) (D) (G)		250		243
Copper River CLO, Ser 2006-1A, Cl D
1.737%, 01/20/21 (C) (D) (G)		500		457
Copper River CLO, Ser 2007-1A, Cl C
1.037%, 01/20/21 (C) (D) (G)		1,000		928
Divcore CLO, Ser 2013-1A, Cl B
4.100%, 11/15/32 (G)		750		747
Diversified Asset Securitization Holdings II, Ser 2000-1A, Cl A1L
0.733%, 09/15/35 (C) (D) (G)		282		282
Finn Square CLO, Ser 2012-1A, Cl SUB
0.000%, 12/24/23 (C) (G)		1,000		912
Garrison Funding, CLO, Ser 2013-2A, Cl B
4.977%, 09/25/23 (C) (D) (G)		250		248
Global Leveraged Capital Credit Opportunity Fund, Ser 2006-1A, Cl C
1.237%, 12/20/18 (C) (D)		1,550		1,500

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Golub Capital Partners CLO, Ser 2014-18A, Cl C
3.735%, 04/25/26 (C) (D) (G)	$	600	$	600
Golub Capital Partners CLO, Ser 2014-18A, Cl D
4.235%, 04/25/26 (C) (D) (G)		300		291
Gramercy Real Estate CDO, Ser 2007-1A, Cl A1
0.516%, 08/15/56 (C) (D) (G)		3,780		3,235
Grayson CLO, Ser 2006-1A, Cl A2
0.648%, 11/01/21 (C) (D) (E)		700		643
Great Lakes CLO, Ser 2012-1A, Cl SUB
0.000%, 01/15/23 (C)		1,800		900
GSC Partners CDO Fund, Ser 2004-5A
0.000%, 11/20/16 (C) (D) (G)		2		807
GSC Partners CDO Fund, Ser 2004-5I
0.000%, 11/20/16 (D) (G)		100		45
Halcyon Structured Asset Management Long Secured / Short Unsecured CLO, Ser 2007-1A, Cl D
2.536%, 08/07/21 (C) (D)		1,350		1,331
Highland Park CDO I, Ser 2006-1A, Cl A1
0.565%, 11/25/51 (C) (D) (E) (G)		2,142		1,967
Ivy Hill Middle Market Credit Fund CLO, Ser 2011-3A, Cl E
6.739%, 01/15/22 (C) (D)		250		250
Kingsland CLO III, Ser 2006-3A, Cl C1
1.836%, 08/24/21 (C) (D)		1,350		1,252
KKR Financial CLO, Ser 2007-1A, Cl D
2.486%, 05/15/21 (C) (D)		2,600		2,548
KVK CLO, Ser 2014-1A, Cl C
3.133%, 05/15/26 (C) (D) (G)		1,000		980
Legg Mason Real Estate CDO I, Ser 2006-1A, Cl A1T
0.436%, 03/25/38 (C) (D) (G)		17		16
Liberty CLO, Ser 2005-1A, Cl A3
0.738%, 11/01/17 (C) (D)		1,600		1,560
MCF CLO III LLC, Ser 2013-3A, Cl D
3.343%, 01/20/24 (D) (G)		250		230
Newcastle CDO IX, Ser 2007-1, Cl M5
1.460%, 04/25/37(D) (E) (G)		183		183

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 175

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Newcastle CDO VII, Ser 2006-8A, Cl 1A
0.436%, 11/25/52 (C) (D) (G)	$	601	$	575
Newstar Trust CLO, Ser 2007-1A, Cl C
1.533%, 09/30/22 (C) (D)		500		470
Newstar Trust CLO, Ser 2012-2A, Cl D
6.487%, 01/20/23 (C) (D) (G)		500		509
Newstar Trust CLO, Ser 2013-1A, Cl E
5.535%, 09/20/23 (C) (D) (G)		250		249
Newstar Trust CLO, Ser 2013-1A, Cl D
4.785%, 09/20/23 (C) (D) (G)		600		600
Northwoods Capital VII CDO, Ser 2006-7A, Cl E
3.737%, 10/22/21 (C) (D)		300		291
Northwoods Capital VII CLO, Ser 2006-7A, Cl D
1.787%, 10/22/21 (C) (D)		700		674
NStar CDO VIII, Ser 2006-8A, Cl A1
0.479%, 02/01/41 (G)		2,403		2,184
Pacifica CDO V, Ser 2006-5A, Cl B2
5.811%, 01/26/20 (C) (G)		1,000		1,020
Putnam Structured Product Funding CDO, Ser 2002-1A, Cl A2
0.834%, 01/10/38 (G)		1,270		1,130
RAIT CRE CDO I, Ser 2006-1X, Cl A1B
0.487%, 11/20/46 (D) (G)		2,437		2,062
Race Point CLO, Ser 2007-4A, Cl D
2.238%, 08/01/21 (C) (D)		750		713
Race Point CLO, Ser 2011-5AR, Cl DR
3.983%, 12/15/22 (G)		600		601
Resource Capital CDO, Ser CRE1, Cl C
3.655%, 12/15/28 (C) (D) (G)		400		400
Salus CLO, Ser 2012-1AN, Cl DN
6.986%, 03/05/21 (G)		250		250
SRERS Funding CDO, Ser RS, Cl A1B1
0.404%, 05/09/46 (C) (D) (G)		1,815		1,678
Summit Lake CLO, Ser 2005-1A, Cl C1A
0.000%, 02/24/18 (C) (G)		400		139
T2 Income Fund CLO, Ser 2007-1A, Cl C
1.739%, 07/15/19 (C) (D)		250		243

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
T2 Income Fund CLO, Ser 2007-1A, Cl D
2.989%, 07/15/19 (C) (D)	$	350	$	339
TCW Global Project Fund II, Ser 2004-1A, Cl A2A
1.589%, 06/15/16 (C) (D) (G)		850		791
TCW Global Project Fund III, Ser 2005-1A, Cl A1
0.886%, 09/01/17 (C) (D) (G)		1,250		1,161
TCW Global Project Fund III, Ser 2005-1A, Cl A2
1.086%, 09/01/17 (C) (D) (G)		500		427
Telos CLO, Ser 2013-3A, Cl D
4.488%, 01/17/24 (C) (D) (G)		1,050		1,041
Tricadia CDO, Ser 2006-6A, Cl A2L
0.986%, 11/05/41 (C) (D) (G)		550		500
Tricadia CDO, Ser 2006-6A, Cl A1LB
0.786%, 11/05/41 (C) (D) (G)		1,535		1,428
West Coast Funding, Ser 2006-1A, Cl A1A
0.375%, 11/02/41 (C) (D) (E) (G)		4,146		3,994
				60,219
Total Collateralized Debt Obligations (Cost $64,790) ($ Thousands)				66,256
MORTGAGE-BACKED SECURITIES — 5.7%
Agency Mortgage-Backed Obligations — 0.5%
FHLMC CMO, Ser 2013-4204, Cl QZ
3.000%, 05/15/43		728		552
FNMA CMO, Ser 2013-2, Cl LZ
3.000%, 02/25/43		469		399
FNMA CMO, Ser 2013-52, Cl ZA
3.000%, 06/25/43		371		299
FNMA CMO, Ser 2013-54, Cl KZ
3.000%, 06/25/43		134		108
FNMA CMO, Ser 2013-54, Cl QZ
3.000%, 06/25/33		341		284
				1,642
Non-Agency Mortgage-Backed Obligations — 5.2%
Alliance Bancorp Trust, Ser 2007-OA1, Cl A1
0.394%, 07/25/37 (D)		615		406
Credit Suisse Mortgage Capital Certificates, Ser TF2A, Cl F
0.555%, 10/15/21 (C) (D)		250		242
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA1, Cl 1A3
5.750%, 04/25/36		2,208		1,956

176 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)/Shares		Market Value ($ Thousands)
GreenPoint Mortgage Funding Trust, Ser 2006-AR1, Cl A1A
0.446%, 02/25/36 (D)	$	824	$	657
Residential Asset Securitization Trust , Ser 2006-A12, Cl A1
6.250%, 11/25/36		3,743		2,878
Residential Asset Securitization Trust, Ser 2007-A1, Cl A9
5.750%, 03/25/37		385		292
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-8, Cl 3CB1
6.000%, 10/25/35		272		206
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-8, Cl A6
5.768%, 10/25/36		1,495		1,044
Washington Mutual Mortgage Pass-Through Certificates, Ser 2006-AR9, Cl 2A
0.969%, 11/25/46 (D)		8,962		5,967
Washington Mutual Mortgage Pass-Through Certificates, Ser 2007-5, Cl A6
6.000%, 06/25/37		364		302
Washington Mutual Mortgage Pass-Through Certificates, Ser 2007-OA4, Cl A1A
0.889%, 04/25/47		933		697
Wells Fargo Alternative Loan Trust, Ser 2007-PA3, Cl 3A1
6.250%, 07/25/37		1,746		1,588
				16,235
Total Mortgage-Backed Securities (Cost $18,319) ($ Thousands)				17,877
PREFERRED STOCK — 4.8%
Alm Loan Funding* (G)		392		360
Aspen Insurance Holdings (D)		80,000		1,985
City National*, 1.168% (D)		6,000		166
Fifth Third Bancorp, 2.061% (D)		72,000		1,909
Goldman Sachs Group, 5.500% (D)		94,300		2,248
Morgan Stanley, 7.125% (D)		33,000		870
PNC Financial Services Group, 1.531% (D)		70,300		1,878
Seaspan*		216,000		5,616
Total Preferred Stock (Cost $14,638) ($ Thousands)				15,032
EXCHANGE TRADED FUNDS — 3.1%
iShares MSCI Spain		63,368		2,586
PowerShares DB U.S. Dollar ETF		220,000		4,721
SPDR Euro STOXX 50 ETF		56,100		2,393
Total Exchange Traded Funds (Cost $8,927) ($ Thousands)				9,700

Description	Shares/Face Amount ($ Thousands)/Contracts		Market Value ($ Thousands)
COMMON STOCK — 0.9%
Newmont Mining		123,039	$	2,884
Total Common Stock (Cost $3,044) ($ Thousands)				2,884
MUNICIPAL BONDS — 0.1%
City of Detroit, Water Supply System Revenue, Ser Senior Lien B Callable 07/01/16 @ 100
5.000%, 07/01/18	$	100		102
Commonwealth of Puerto Rico, Ser A, GO Callable 07/01/20 @ 100
8.000%, 07/01/35		75		70
Total Municipal Bonds (Cost $170) ($ Thousands)				172
TIME DEPOSIT — 5.3%
Brown Brothers Harriman
0.030%, 04/01/14		16,500		16,500
Total Time Deposit (Cost $16,500) ($ Thousands)				16,500
Total Investments — 126.5% (Cost $390,048) ($ Thousands)			$	395,799
PURCHASED OPTION*† — 0.1%
USD C TRY P, Expires 06/21/14, Strike Rate: 2.28%		31,000,000	$	411
Total Purchased Option (Cost $450) ($ Thousands)				411

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Settlement Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation ($ Thousands)
6/18/14	EUR	4,400	USD	6,125	$	62

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation ($ Thousands)
Barclays PLC		(6,063	)		6,125	$	62

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 177

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Income Fund (Concluded)

March 31, 2014

A list of open centrally cleared swap agreements held by the Fund at March 31, 2014, is as follows:

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Depreciation ($Thousands)
Bank of America	2.70%	3-Month USD - LIBOR	07/18/23		600	$	(5	)
Bank of America	1.56%	3-Month USD -LIBOR	07/03/18		7,150		(77	)
						$	(82	)

A list of open OTC swap agreements held by the Fund at March 31, 2014, is as follows:

Total Return Swaps
Counterparty	Reference Entity/Obligation	Fund Pays	Fund Receives	Termination Date		Notional Amount (Thousands) (1)			Net Unrealized Appreciation (Depreciation) ($Thousands)
Bank of America	S5HOME Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		04/08/14		(2,796	)	$	(2	)
Bank of America	S5HOME Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		04/08/14		(1,398	)		9
Bank of America	S5HOME Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		04/08/14		(2,197	)		4
Bank of America	S5HOME Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		04/08/14		(316	)		(5	)
Bank of America	S15EDSV Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		04/30/14		(7,747	)		732
Bank of America	S5HOME Index	Index Return	1-Month USD - LIBOR Plus 30 Bps		06/20/14		(699	)		(2	)
									$	736

For the period ended March 31, 2014, the total amount of all open swap agreements, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on a Net Assets of $312,813 ($ Thousands).

‡ Real Estate Investment Trust.

* Non-income producing security.

† For the period ended March 31, 2014, the total amount of open purchased option, as presented in the Schedule of Investments, is representative of the volume of activity for this derivative type during the period.

(A) Unfunded bank loan. Interest rate not available.

(B) Unsettled bank loan. Interest rate not available.

(C) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the board of Trustees.

(D) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effects as of March 31, 2014. The date reported on the Schedule of Investments is the next reset date.

(E) Security, or a portion thereof, has been pledged as collateral on open reverse repurchase agreements.

(F) Security in default on interest payments.

(G) Security fair valued using methods determine in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2014, was $67,459 ($ Thousands) and represented 21.57% of net assets.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

ETF — Exchange Traded Fund

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

Ltd. — Limited

MSCI — Morgan Stanley Capital International

OTC — Over The Counter

PLC — Public Limited Company

Ser — Series

SPDR — Standard & Poor’s Depositary Receipt

SPV — Special Purpose Vehicle

USD — U.S. Dollar

The following is a summary of the inputs used as of March 31, 2014, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3(1)		Total
Corporate Obligations	$	—	$	95,597	$	3,307	$	98,904
Loan Participations		—		89,432		11,826		101,258
Asset-Backed Securities		—		60,536		6,680		67,216
Collateralized Debt Obligations		—		41,442		24,814		66,256
Mortgage-Backed Securities		—		17,877		—		17,877
Preferred Stock		4,359		10,673		—		15,032
Exchange Traded Funds		9,700		—		—		9,700
Common Stock		2,884		—		—		2,884
Municipal Bonds		—		172		—		172
Time Deposit		—		16,500		—		16,500
Total Investments in Securities	$	16,943	$	332,229	$	46,627	$	395,799

Other Financial Instruments	Level 1			Level 2			Level  3		Total
Purchased Option	$	411		$	—		$	—	$	411
Forwards Contracts*
Unrealized Appreciation		—			62			—		62
Centrally Cleared Swaps*
Interest Rate Swaps
Unrealized Depreciation		—			(82	)		—		(82	)
OTC Swaps*
Total Return Swaps
Unrealized Appreciation		—			745			—		745
Unrealized Depreciation		—			(9	)		—		(9	)
Reverse Repurchase
Agreements**		(31,532	)		—			—		(31,532	)
Total Other Financial Instruments	$	(31,121	)	$	716		$	—	$	(30,405	)

* Forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

** See Note 2 for more information on the reverse repurchase agreements.

(1) Please see Note 2 for details on the unobservable inputs and the interrelationships and sensitivity between these inputs for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

178 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):

	Corporate Obligations			Loan Participations			Asset-Backed Securities			Collateralized Debt Obligations
Beginning balance as of October 1, 2013	$	—		$	1,003		$	3,894		$	29,056
Accrued discounts/premiums		—			—			1			70
Realized gain/(loss)		—			5			1,810			194
Change in unrealized appreciation/(depreciation)		(4	)		30			53			(129	)
Purchases		3,325			8,895			1,183			11,621
Sales		(14	)		(243	)		(261	)		(2,725	)
Transfer into Level 3		—			2,337			—			2,944
Transfer out of Level 3		—			(201	)		—			(16,217	)
Ending balance as of March 31, 2014	$	3,307		$	11,826		$	6,680		$	24,814
Changes in unrealized gains/(losses) included in earnings related to securities held at reporting date	$	(141	)	$	(2	)	$	33		$	—

For the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

Amounts designated as “—” are $0 or have been rounded to $0. The accompanying notes are an integral part of the financial statements.

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 179

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 28.7%
Consumer Discretionary — 0.3%
Regal Entertainment Group, Cl A		53,030	$	991
Starz - Liberty Capital*		42,100		1,359
				2,350
Consumer Staples — 5.0%
Andersons		21,700		1,285
Coca-Cola		6,700		259
Costco Wholesale		22,700		2,535
CVS Caremark		44,600		3,339
Diamond Foods*		46,000		1,607
Dr Pepper Snapple Group		68,600		3,736
Hershey		3,800		397
Kimberly-Clark		55,600		6,130
Lancaster Colony		8,800		875
Lorillard		102,800		5,559
Monster Beverage*		73,700		5,118
Pilgrim’s Pride*		88,600		1,853
Procter & Gamble		33,200		2,676
Sanderson Farms		7,700		604
Tyson Foods, Cl A		120,600		5,308
				41,281
Energy — 6.3%
Chevron		90,190		10,724
Cimarex Energy		11,090		1,321
ConocoPhillips		23,910		1,682
EOG Resources		33,030		6,479
EQT		6,900		669
Exxon Mobil		87,430		8,540
Halliburton		21,690		1,277
Helmerich & Payne		47,000		5,055
Hess		20,120		1,668
Murphy Oil		20,080		1,262
Nabors Industries		40,720		1,004
Occidental Petroleum		47,640		4,540
REX American Resources*		5,900		337
Schlumberger, Cl A		22,270		2,172
Valero Energy		89,210		4,737
Westmoreland Coal*		6,800		203
Whiting Petroleum*		12,140		842
				52,512

Description	Shares		Market Value ($ Thousands)
Financials — 5.5%
Alleghany*		6,900	$	2,811
Altisource Residential†		10,319		326
American Realty Capital Properties†		95,660		1,341
Armada Hoffler Properties†		17,964		180
Ashford Hospitality Prime†		50,557		764
Ashford Hospitality Trust†		17,243		194
Associated Estates Realty†		32,900		557
Boston Properties†		9,490		1,087
Columbia Property Trust†		15,850		432
Corporate Office Properties Trust†		9,910		264
Cousins Properties, Cl A†		85,494		981
E*Trade Financial*		188,800		4,346
EPR Properties, Cl A†		6,080		325
Extra Space Storage†		22,220		1,078
Federal Realty Investment Trust†		6,720		771
First Citizens BancShares, Cl A		1,300		313
Gramercy Property Trust†		70,880		366
Kite Realty Group Trust†		103,384		620
LTC Properties†		17,760		668
MetLife		10,700		565
Omega Healthcare Investors†		49,570		1,662
Parkway Properties†		20,323		371
Popular*		8,800		273
ProLogis†		55,102		2,250
Public Storage†		14,340		2,416
Ramco-Gershenson Properties†		39,707		647
Regency Centers†		2,910		149
Senior Housing Properties Trust†		24,310		546
Simon Property Group†		38,940		6,386
SL Green Realty†		22,694		2,284
Sovran Self Storage†		3,970		292
STAG Industrial†		23,870		575
Strategic Hotels & Resorts*†		18,900		193
SVB Financial Group, Cl B*		36,500		4,700
Waddell & Reed Financial, Cl A		65,000		4,785
Weingarten Realty Investors†		19,800		594
				46,112
Health Care — 4.6%
AbbVie		63,300		3,254
Boston Scientific*		379,200		5,127
Covance*		33,900		3,522
Gilead Sciences*		91,100		6,455
Illumina*		34,100		5,069
Johnson & Johnson		16,700		1,640
Magellan Health Services*		19,000		1,128
McKesson		1,600		282
MEDNAX*		38,900		2,411
Parexel International*		51,800		2,802
PharMerica*		22,400		627
Thermo Fisher Scientific		46,300		5,567
				37,884

180 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Industrials — 3.8%
Alaska Air Group		28,400	$	2,650
Argan		5,900		175
Huntington Ingalls Industries, Cl A		47,000		4,806
ICF International, Cl A*		13,100		522
L-3 Communications Holdings		40,600		4,797
Lockheed Martin		29,400		4,799
Northrop Grumman		38,600		4,763
Raytheon		48,100		4,752
Southwest Airlines, Cl A		190,500		4,498
				31,762
Information Technology — 2.0%
Amdocs		64,000		2,974
AVG Technologies*		52,300		1,096
Broadridge Financial Solutions		21,300		791
Convergys		44,500		975
Demandware*		14,500		929
DST Systems		31,200		2,958
Facebook, Cl A*		900		54
Intuit		38,500		2,992
LogMeIn*		26,800		1,203
Manhattan Associates*		71,700		2,512
				16,484
Telecommunication Services — 0.6%
AT&T		1,300		45
Verizon Communications		98,900		4,705
				4,750
Utilities — 0.6%
AGL Resources		69,200		3,388
American States Water		5,500		178
New Jersey Resources		24,400		1,215
				4,781
Total Common Stock (Cost $227,823) ($ Thousands)				237,916
CORPORATE OBLIGATIONS — 6.3%
Consumer Discretionary — 0.6%
21st Century Fox America
6.150%, 02/15/2041	$	165		194
4.500%, 02/15/2021		260		282
4.000%, 10/01/2023		185		188
3.000%, 09/15/2022		405		389
Comcast
6.450%, 03/15/2037		185		227
Dana Holding
6.000%, 09/15/2023		148		154
DIRECTV Holdings LLC
3.800%, 03/15/2022		745		737

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
MCE Finance
5.000%, 02/15/2021 (A)	$	405	$	405
Omnicom Group
3.625%, 05/01/2022		167		166
Reed Elsevier Capital
8.625%, 01/15/2019		475		600
Sirius XM Holdings
4.625%, 05/15/2023 (A)		421		397
Time Warner
4.000%, 01/15/2022		355		368
3.400%, 06/15/2022		595		592
Viacom
3.875%, 04/01/2024		344		343
				5,042
Consumer Staples — 0.3%
Altria Group
4.750%, 05/05/2021		210		229
Kroger
3.400%, 04/15/2022		638		631
Marfrig Overseas
9.500%, 05/04/2020 (A)		375		376
Reynolds American
3.250%, 11/01/2022		330		311
Skandinaviska Enskilda Banken
5.471%, 03/29/2049 (A) (B)		235		240
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (A)		660		404
				2,191
Energy — 1.1%
CNOOC Finance
3.000%, 05/09/2023		641		580
DCP Midstream
4.750%, 09/30/2021 (A)		220		226
Denbury Resources
4.625%, 07/15/2023		418		389
Energy Transfer Partners
6.125%, 02/15/2017		200		224
5.200%, 02/01/2022		465		502
Enterprise Products Operating
5.200%, 09/01/2020		340		380
KazMunayGas National
7.000%, 05/05/2020 (A)		325		366
Kinder Morgan Energy Partners
3.950%, 09/01/2022		990		985
Korea National Oil
3.125%, 04/03/2017 (A)		465		485
Marathon Petroleum
5.125%, 03/01/2021		196		218
Nabors Industries
4.625%, 09/15/2021		360		372

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 181

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Noble Energy
8.250%, 03/01/2019	$	153	$	191
4.150%, 12/15/2021		475		500
Petroleos Mexicanos
3.500%, 07/18/2018 (A)		519		538
Petronas Capital
5.250%, 08/12/2019		330		371
Regency Energy Partners
4.500%, 11/01/2023		114		106
Spectra Energy Capital
6.200%, 04/15/2018		315		359
Transocean
6.500%, 11/15/2020		570		640
6.375%, 12/15/2021		3		3
Valero Energy
6.125%, 02/01/2020		480		557
Williams
3.700%, 01/15/2023		709		643
Williams Partners
4.000%, 11/15/2021		585		595
3.350%, 08/15/2022		185		177
				9,407
Financials — 2.4%
ING Bank
2.000%, 09/25/2015 (A)		665		676
American International Group
6.400%, 12/15/2020		325		387
4.875%, 06/01/2022		520		569
American Tower†
4.700%, 03/15/2022		365		381
3.500%, 01/31/2023		485		459
Bank of America
5.200%, 12/29/2049 (B)		397		373
Barclays Bank
7.625%, 11/21/2022		414		456
6.625%, 03/30/2022		195		327
BNP Paribas
5.186%, 06/29/2049 (A) (B)		259		266
Citigroup
5.950%, 12/29/2049 (B)		510		499
Credit Agricole
7.875%, 01/23/2024 (A) (B)		249		263
Credit Suisse
6.500%, 08/08/2023 (A)		649		714
Danske Bank MTN
5.684%, 12/31/2049 (B)		309		533
Ford Motor Credit LLC
5.875%, 08/02/2021		695		800
Goldman Sachs Group MTN
1.833%, 11/29/2023 (B)		810		828
Hartford Financial Services Group
5.125%, 04/15/2022		655		729

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
HBOS Capital Funding
6.071%, 06/30/2049 (A) (B)	$	399	$	400
4.939%, 05/29/2049 (B)		1,006		1,342
HCP†
5.375%, 02/01/2021		455		509
Health Care†
5.250%, 01/15/2022		695		765
Healthcare Realty Trust†
5.750%, 01/15/2021		285		316
Host Hotels & Resorts†
5.250%, 03/15/2022		190		207
IPIC GMTN
3.750%, 03/01/2017 (A)		460		490
JPMorgan Chase
5.400%, 01/06/2042		175		193
Lincoln National
4.200%, 03/15/2022		355		372
MetLife
5.700%, 06/15/2035		80		93
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (A)		275		284
Mizuho Financial Group Cayman 3
4.600%, 03/27/2024 (A)		1,058		1,063
Morgan Stanley MTN
5.500%, 07/28/2021		585		661
Murray Street Investment Trust
0.000%,03/09/2017 (C)		55		60
Nationwide Financial Services
5.375%, 03/25/2021 (A)		470		518
Nomura Holdings MTN
2.000%, 09/13/2016		804		814
PNC Bank
3.800%, 07/25/2023		960		969
Prudential Financial
5.625%, 06/15/2043 (B)		365		372
Rabobank Capital Funding Trust III
5.254%, 10/21/2016 (A) (B)		380		399
Royal Bank of Scotland MTN
9.500%, 03/16/2022 (B)		110		129
SLM MTN
7.250%, 01/25/2022		52		57
Societe Generale
5.922%, 04/05/2017 (A) (B)		115		122
4.196%, 01/26/2015 (B)		204		284
Standard Chartered MTN
4.000%, 07/12/2022 (B)		775		790
Trust F†
5.250%, 12/15/2024 (A)		830		828
				20,297

182 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Health Care — 0.1%
Actavis
3.250%, 10/01/2022	$	239	$	229
Thermo Fisher Scientific
4.150%, 02/01/2024		365		376
				605
Industrials — 0.1%
Embraer
5.150%, 06/15/2022		149		154
Empresa de Transporte de Pasajeros Metro
4.750%, 02/04/2024 (A)		360		374
Odebrecht Finance
5.125%, 06/26/2022 (A)		315		314
				842
Information Technology — 0.3%
Baidu
3.250%, 08/06/2018		418		427
2.250%, 11/28/2017		248		249
Motorola Solutions
3.500%, 03/01/2023		515		492
Telefonaktiebolaget LM Ericsson
4.125%, 05/15/2022		535		546
Total System Services
3.750%, 06/01/2023		263		250
2.375%, 06/01/2018		262		258
				2,222
Materials — 0.7%
Barrick North America Finance LLC
4.400%, 05/30/2021		307		309
Basell Finance BV
8.100%, 03/15/2027 (A)		220		287
Cia Minera Milpo SAA
4.625%, 03/28/2023 (A)		428		396
Dow Chemical
4.375%, 11/15/2042		232		214
4.250%, 11/15/2020		210		222
4.125%, 11/15/2021		270		283
Gerdau Trade (A)
5.750%, 01/30/2021		102		105
4.750%, 04/15/2023		365		340
International Paper
7.950%, 06/15/2018		295		361
4.750%, 02/15/2022		490		530
Minsur
6.250%, 02/07/2024 (A)		875		919
Rio Tinto Finance USA
3.500%, 03/22/2022		192		192
0.250%, 09/11/2015		521		496

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Sealed Air
5.250%, 04/01/2023 (A)	$	332	$	335
Sociedad Quimica y Minera de Chile
3.625%, 04/03/2023 (A)		408		371
				5,360
Telecommunication Services — 0.5%
AT&T
5.550%, 08/15/2041		245		257
3.000%, 02/15/2022		465		452
Comcel Trust
6.875%, 02/06/2024 (A)		208		218
Rogers Communications
4.000%, 06/06/2022		60		56
SES Global Americas Holdings GP
2.500%, 03/25/2019 (A)		320		318
Sprint
7.875%, 09/15/2023 (A)		405		445
Telecom Italia Capital
7.175%, 06/18/2019		260		298
Telefonica Emisiones SAU
5.462%, 02/16/2021		200		220
T-Mobile USA
6.625%, 04/01/2023		380		403
Verizon Communications
7.350%, 04/01/2039		350		454
5.150%, 09/15/2023		1,013		1,109
Virgin Media Finance
5.250%, 02/15/2022		200		184
				4,414
Utilities — 0.2%
CMS Energy
5.050%, 03/15/2022		185		206
Constellation Energy Group
5.150%, 12/01/2020		70		76
Midamerican Energy Holdings
6.125%, 04/01/2036		390		466
ONEOK
4.250%, 02/01/2022		300		287
Perusahaan Listrik Negara
5.500%, 11/22/2021 (A)		440		444
Talent Yield Investments
4.500%, 04/25/2022 (A)		495		494
				1,973
Total Corporate Obligations (Cost $51,760) ($ Thousands)				52,353
ASSET-BACKED SECURITIES — 5.2%
Automotive — 2.9%
Ally Auto Receivables Trust, Ser 2013-SN1, Cl A3
0.720%, 05/20/2016		1,464		1,465

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 183

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
AmeriCredit Automobile Receivables Trust, Ser 2012-3, Cl A3
0.960%, 01/09/2017	$	665	$	667
AmeriCredit Automobile Receivables Trust, Ser 2012-4, Cl A2
0.490%, 04/08/2016		220		220
AmeriCredit Automobile Receivables Trust, Ser 2013-1, Cl A2
0.490%, 06/08/2016		309		309
AmeriCredit Automobile Receivables Trust, Ser 2013-3, Cl A3
0.920%, 04/09/2018		1,275		1,276
AmeriCredit Automobile Receivables Trust, Ser 2013-4, Cl A3
0.960%, 04/09/2018		550		551
AmeriCredit Automobile Receivables Trust, Ser 2014-1, Cl A3
0.900%, 02/08/2019		530		530
ARI Fleet Lease Trust, Ser 2013-A, Cl A2
0.700%, 12/15/2015 (A)		754		754
Avis Budget Rental Car Funding AESOP LLC, Ser 2012-3A, Cl A
2.100%, 03/20/2019 (A)		435		438
Avis Budget Rental Car Funding AESOP LLC, Ser 2013-2A, Cl A
2.970%, 02/20/2020 (A)		594		609
Avis Budget Rental Car Funding AESOP, Ser 2014-1A, Cl A
2.460%, 07/20/2020 (A)		1,404		1,393
Bank of America Auto Trust, Ser 2012-1, Cl A4
1.030%, 12/15/2016		580		584
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl B
2.220%, 01/22/2019		200		200
Capital Auto Receivables Asset Trust, Ser 2013-1, Cl A2
0.620%, 07/20/2016		608		608
Capital Auto Receivables Asset Trust, Ser 2013-3, Cl A2
1.040%, 11/21/2016		1,115		1,120
CFC LLC, Ser 2013-1A, Cl A
1.650%, 07/17/2017 (A)		382		383
Enterprise Fleet Financing, Ser 2014-1, Cl A2
0.870%, 09/20/2019 (A)		430		430
Exeter Auto Receivables Trust, Ser 2014-1A, Cl A
1.290%, 05/15/2018 (A)		555		557
Exeter Automobile Receivables Trust, Ser 2012-2A, Cl A
1.300%, 06/15/2017 (A)		218		218

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
Exeter Automobile Receivables Trust, Ser 2013-1A, Cl A
1.290%, 10/16/2017 (A)	$	297	$	298
Fifth Third Auto Trust, Ser 2013-A, Cl A3
0.610%, 09/15/2017		716		716
Flagship Credit Auto Trust, Ser 2013-1, Cl A
1.320%, 04/16/2018 (A)		261		261
Ford Auto Securitization Trust, Ser 2013-R1A, Cl A2
1.676%, 09/15/2016 (A)		551		500
Ford Auto Securitization Trust, Ser 2013-R4A, Cl A1
1.487%, 08/15/2015		318		288
Ford Auto Securitization Trust, Ser 2014-R2A, Cl A1
1.353%, 03/15/2016 (A)		1,006		912
Ford Credit Auto Owner Trust, Ser 2012-D, Cl B
1.010%, 05/15/2018		240		239
Hertz Fleet Lease Funding, Ser 2013-3, Cl A
0.704%, 12/10/2027 (A) (B)		929		931
Hertz Vehicle Financing, Ser 2013-1A, Cl A1
1.120%, 08/25/2017 (A)		2,230		2,229
Hyundai Auto Lease Securitization Trust, Ser 2013-A, Cl A3
0.660%, 06/15/2016 (A)		880		881
Hyundai Auto Receivables Trust, Ser 2012-B, Cl C
1.950%, 10/15/2018		170		173
Mercedes-Benz Auto Lease Trust, Ser 2013-A, Cl A3
0.590%, 02/15/2016		623		624
Mercedes-Benz Master Owner Trust, Ser 2012-AA, Cl A
0.790%, 11/15/2017 (A)		1,278		1,281
Navistar Financial Owner Trust, Ser 2012-A, Cl A2
0.850%, 03/18/2015 (A)		26		26
Santander Drive Auto Receivables Trust, Ser 2012-6, Cl A2
0.470%, 09/15/2015		24		24
Santander Drive Auto Receivables Trust, Ser 2013-3, Cl C
1.810%, 04/15/2019		920		922
Santander Drive Auto Receivables Trust, Ser 2013-4, Cl A3
1.110%, 12/15/2017		1,035		1,041
Santander Drive Auto Receivables Trust, Ser 2013-5, Cl A2A
0.640%, 04/17/2017		602		602

184 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
SMART Trust, Ser 2012-4US, Cl A2A
0.670%, 06/14/2015	$	178	$	178
				24,438
Credit Cards — 1.0%
American Express Credit Account Master Trust, Ser 2012-2, Cl A
0.680%, 03/15/2018		1,320		1,322
Barclays Dryrock Issuance Trust, Ser 2014-1, Cl A
0.530%, 12/16/2019 (B)		570		570
Cabela’s Master Credit Card Trust, Ser 2013-1A, Cl A
2.710%, 02/17/2026 (A)		820		778
Cabela’s Master Credit Card Trust, Ser 2014-1, Cl A
0.507%, 03/16/2020		500		500
Chase Issuance Trust, Ser 2013-A1, Cl A1
1.300%, 02/18/2020		735		724
Chase Issuance Trust, Ser 2014-A2, Cl A2
2.770%, 03/15/2023		1,060		1,059
First National Master Note Trust, Ser 2013-2, Cl A
0.685%, 10/15/2019 (B)		794		795
GE Capital Credit Card Master Note Trust, Ser 2012-1, Cl A
1.030%, 01/15/2018		1,000		1,004
World Financial Network Credit Card Master Trust, Ser 2012-B, Cl A
1.760%, 05/17/2021		380		382
World Financial Network Credit Card Master Trust, Ser 2013-A, Cl A
1.610%, 12/15/2021		385		379
World Financial Network Credit Card Master Trust, Ser 2014-A, Cl A
0.535%, 12/15/2019 (B)		915		915
				8,428
Other Asset-Backed Securities — 1.3%
Ally Master Owner Trust, Ser 2014-1, Cl A2
1.290%, 01/15/2019		1,405		1,405
Ally Master Owner Trust, Ser 2014-2, Cl A
0.526%, 01/16/2018 (B)		810		810
BMW Floorplan Master Owner Trust, Ser 2012-1A, Cl A
0.555%, 09/15/2017 (A) (B)		906		908

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
CIT Equipment Collateral, Ser 2012-VT1, Cl A3
1.100%, 08/22/2016 (A)	$	114	$	114
CNH Equipment Trust, Ser 2013-C, Cl A2
0.630%, 01/17/2017		741		742
CNH Equipment Trust, Ser 2013-D, Cl A2
0.490%, 03/15/2017		979		979
Ford Credit Floorplan Master Owner Trust, Ser 2010-3, Cl A2
1.855%, 02/15/2017 (A) (B)		1,390		1,408
Ford Credit Floorplan Master Owner Trust, Ser 2012-4, Cl A1
0.740%, 09/15/2016		770		771
Ford Credit Floorplan Master Owner Trust, Ser 2013-1, Cl A2
0.535%, 01/15/2018 (B)		838		839
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl A1
1.200%, 02/15/2019		999		999
GE Dealer Floorplan Master Note Trust, Ser 2012-3, Cl A
0.647%, 06/20/2017 (B)		1,075		1,079
GSAA Home Equity Trust, Ser 2006-5, Cl 2A3
0.424%, 03/25/2036 (B)		766		534
				10,588
Total Asset-Backed Securities (Cost $43,510) ($ Thousands)				43,454
MORTGAGE-BACKED SECURITIES — 5.2%
Agency Mortgage-Backed Obligations — 0.5%
FNMA
3.500%, 07/01/2043		3,826		3,858
Non-Agency Mortgage-Backed Obligations — 4.7%
Banc of America Commercial Mortgage Trust , Ser 2007-4, Cl A1A
5.774%, 02/10/2051 (B)		1,769		1,985
Banc of America Commercial Mortgage Trust, Ser 2006-5, Cl A1A
5.415%, 09/10/2047		1,234		1,345
Banc of America Commercial Mortgage Trust, Ser 2007-5, Cl AM
5.772%, 02/10/2051 (B)		262		284
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl A1A
5.783%, 03/15/2049 (B)		506		546

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 185

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund (Continued)

March 31, 2014

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
COBALT CMBS Commercial Mortgage Trust, Ser 2007-C3, Cl A4
5.770%, 05/15/2046 (B)	$	566	$	627
COMM Mortgage Trust, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035 (A)		440		426
Commercial Mortgage Loan Trust, Ser 2008-LS1, Cl A1A
6.003%, 12/10/2049 (B)		1,716		1,928
Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.187%, 03/13/2035		915		886
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2007-HYB2, Cl 3A1
2.687%, 02/25/2047 (A) (B)		618		499
Credit Suisse Commercial Mortgage Trust, Ser 2006-C3, Cl AJ
5.790%, 06/15/2038 (B)		330		329
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.344%, 12/25/2036 (B)		818		502
Extended Stay America Trust, Ser 2013-ESFL, Cl A2FL
0.855%, 12/05/2031 (A) (B)		425		425
Extended Stay America Trust, Ser 2013-ESH7, Cl A17
2.295%, 12/05/2031 (A)		560		538
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%, 07/25/2036 (A)		524		459
FNMA Connecticut Avenue Securities, Ser 2014-C01, Cl M2
4.554%, 01/25/2024 (A) (B)		291		306
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl AM
5.475%, 03/10/2039		613		660
Greenwich Capital Commercial Funding, Ser 2007-GG9, Cl A4
5.444%, 03/10/2039		754		826
GS Mortgage Securities II, Ser 2013-G1, Cl A1
2.059%, 04/10/2031 (B)		766		739
GS Mortgage Securities II, Ser 2013-KING, Cl A
2.706%, 12/10/2027 (A)		866		866
GS Mortgage Securities II, Ser 2013-KYO, Cl A
1.004%, 11/08/2029 (A) (B)		860		860
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.404%, 03/25/2035 (A) (B)		433		368

Description	Face Amount ($ Thousands)		Market Value ($ Thousands)
IndyMac INDX Mortgage Loan Trust, Ser 2006-AR15, Cl A1
0.274%, 07/25/2036 (A) (B)	$	610	$	466
IndyMac INDX Mortgage Loan Trust, Ser 2006-AR27, Cl 2A2
0.354%, 10/25/2036 (A) (B)		648		552
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2004-LN2, Cl A1A
4.838%, 07/15/2041 (A) (B)		1,035		1,043
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CB19, Cl AM
5.698%, 02/12/2049 (B)		300		326
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CIBC18, Cl A1A
5.431%, 06/12/2047 (B)		1,922		2,104
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-CIBC20, Cl A1A
5.746%, 02/12/2051 (B)		1,706		1,905
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl A4		930		1,037
5.882%, 02/15/2051 (B)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AM
6.011%, 02/15/2051 (B)		254		283
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LDP10, Cl A1A
5.439%, 01/15/2049		1,970		2,170
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LDPX, Cl A3
5.420%, 01/15/2049		925		1,014
LB-UBS Commercial Mortgage Trust, Ser 2007-C2, Cl A3
5.430%, 02/15/2040		729		803
Merrill Lynch Mortgage Trust, Ser 2006-C2, Cl A1A
5.739%, 08/12/2043 (B)		613		672
ML-CFC Commercial Mortgage Trust, Ser 2006-4, Cl A1A
5.166%, 12/12/2049		2,305		2,505
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl A4
5.700%, 09/12/2049		1,220		1,363
Morgan Stanley Capital I Trust, Ser 2007-T27, Cl A1A
5.648%, 06/11/2042 (B)		1,407		1,574

186 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Face Amount (1) (Thousands)/Shares		Market Value ($ Thousands)
Motel 6 Trust, Ser 2012-MTL6, Cl A2
1.948%, 10/05/2025 (A)		590	$	585
Structured Agency Credit Risk Debt Notes, Ser 2013-DN2, Cl M2
4.404%, 11/25/2023 (A) (B)		1,035		1,069
Structured Agency Credit Risk Debt Notes, Ser 2014-DN1, Cl M3
4.654%, 02/25/2024 (A) (B)		730		776
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A4
3.091%, 08/10/2049		297		290
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		596		567
Wachovia Bank Commercial Mortgage Trust, Ser 2006-C25, Cl A1A
5.717%, 05/15/2043 (B)		1,545		1,684
WFRBS Commercial Mortgage Trust, Ser 2013-C14, Cl A5
3.337%, 06/15/2046		856		842
				39,034
Total Mortgage-Backed Securities (Cost $43,193) ($ Thousands)				42,892
SOVEREIGN DEBT — 0.8%
Brazil Notas do Tesouro Nacional Ser F
10.000%, 01/01/2017	BRL	13,120		5,504
Indonesia Government International Bond
5.875%, 01/15/2024 (A)		325		349
Indonesia Government International Bond MTN
3.375%, 04/15/2023 (A)		319		285
Qatar Government International Bond
4.500%, 01/20/2022 (A)		355		386
Total Sovereign Debt (Cost $6,161) ($ Thousands)				6,524
PREFERRED STOCK (B) — 0.1%
Financials — 0.1%
Allstate, 5.100%		5,925		147
Morgan Stanley, 7.125%		30,000		796
State Street, 5.900%		14,825		384
Total Preferred Stock (Cost $1,268) ($ Thousands)				1,327

Description	Face Amount (1) (Thousands)/Shares			Market Value ($ Thousands)
TIME DEPOSITS — 8.8%
Brown Brothers Harriman
0.550%, 04/01/2014	NOK	175		$	29
0.278%, 04/01/2014	CAD	62			56
0.076%, 04/01/2014	EUR	13			18
0.030%, 04/01/2014		72,844			72,844
0.005%, 04/01/2014	HKD	—			—
0.005%, 04/01/2014	JPY	—			—
Total Time Deposits (Cost $72,947) ($ Thousands)					72,947
U.S. TREASURY OBLIGATIONS — 65.0%
U.S. Treasury Inflation Protected Securities
2.625%, 07/15/2017		17,849			19,986
2.500%, 07/15/2016		55,597			60,653
2.375%, 01/15/2017		3,091			3,385
2.125%, 01/15/2019		37,664			42,060
2.000%, 07/15/2014		24,552			24,953
2.000%, 01/15/2016		26,211			27,814
1.875%, 07/15/2015		27,407			28,735
1.625%, 01/15/2015		3,755			3,852
1.625%, 01/15/2018		18,256			19,816
1.375%, 07/15/2018		1,177			1,277
0.500%, 07/15/2014 (E)		11,582			11,817
0.125%, 04/15/2016 (E)		30,038			30,850
0.125%, 04/15/2017 (E)		54,820			56,366
0.125%, 04/15/2018 (E)		84,146			86,079
U.S. Treasury Bonds
3.625%, 02/15/2044		650			658
U.S. Treasury Bills (D)
0.035%, 06/26/2014		5,000			5,000
0.031%, 04/24/2014		116,500			116,498
Total U.S. Treasury Obligations (Cost $541,131) ($ Thousands)					539,799
Total Investments — 120.1% (Cost $987,793) ($ Thousands)				$	997,212
COMMON STOCK SOLD SHORT — (14.2)%
Consumer Discretionary — (7.1)%
American Public Education*		(19,500	)	$	(684	)
America’s Car-Mart*		(4,200	)		(154	)
BJ’s Restaurants*		(44,200	)		(1,446	)
Bob Evans Farms		(35,000	)		(1,751	)
Bravo Brio Restaurant Group*		(10,800	)		(152	)
Carriage Services		(20,300	)		(370	)
Carrols Restaurant Group*		(17,200	)		(123	)
Christopher & Banks*		(29,800	)		(197	)
Cooper Tire & Rubber		(39,100	)		(950	)
Denny’s, Cl A*		(42,000	)		(270	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 187

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund (Continued)

March 31, 2014

Description	Shares			Market Value ($ Thousands)
Five Below*		(85,600	)	$	(3,636	)
Ford Motor		(578,100	)		(9,018	)
Fuel Systems Solutions*		(22,900	)		(246	)
Gray Television*		(35,500	)		(368	)
Ignite Restaurant Group*		(3,500	)		(49	)
Isle of Capri Casinos*		(10,700	)		(82	)
Kate Spade*		(29,400	)		(1,091	)
Krispy Kreme Doughnuts*		(7,300	)		(129	)
Lincoln Educational Services		(12,700	)		(48	)
M/I Homes*		(25,300	)		(567	)
Mattel		(18,500	)		(742	)
MDC Holdings		(85,100	)		(2,407	)
New York*		(12,400	)		(55	)
Nexstar Broadcasting Group, Cl A		(123,400	)		(4,630	)
Office Depot*		(1,145,800	)		(4,732	)
Pacific Sunwear of California*		(27,300	)		(81	)
Penn National Gaming*		(172,600	)		(2,127	)
Perry Ellis International, Cl A*		(9,900	)		(136	)
Pier 1 Imports		(129,400	)		(2,443	)
Pinnacle Entertainment*		(89,900	)		(2,131	)
PVH		(39,700	)		(4,953	)
Quiksilver*		(124,400	)		(934	)
Regis		(48,600	)		(666	)
Ruby Tuesday*		(55,300	)		(310	)
Scientific Games, Cl A*		(10,700	)		(147	)
Select Comfort*		(86,800	)		(1,569	)
Shutterfly*		(63,000	)		(2,689	)
Sinclair Broadcast Group, Cl A		(30,000	)		(813	)
Sonic Automotive, Cl A		(25,900	)		(582	)
Tilly’s, Cl A*		(4,500	)		(53	)
Town Sports International Holdings		(14,700	)		(125	)
UCP, Cl A*		(4,900	)		(74	)
Universal Technical Institute		(3,600	)		(47	)
Vitacost.com*		(11,900	)		(84	)
Winnebago Industries*		(21,300	)		(584	)
World Wrestling Entertainment, Cl A		(130,500	)		(3,769	)
Zale*		(40,100	)		(839	)
					(59,053	)
Financials — (0.7)%
Ambac Financial Group*		(78,500	)		(2,436	)
Consumer Portfolio Services*		(7,500	)		(51	)
DFC Global*		(62,200	)		(549	)
Employers Holdings		(32,700	)		(662	)
Ezcorp, Cl A*		(54,900	)		(593	)
First BanCorp Puerto Rico*		(101,200	)		(550	)
FXCM, Cl A		(47,600	)		(703	)
Meadowbrook Insurance Group		(26,500	)		(154	)
WisdomTree Investments*		(18,800	)		(247	)
					(5,945	)

Description	Shares			Market Value ($ Thousands)
Industrials — (2.4)%
Accuride*		(26,900	)	$	(119	)
Air Transport Services Group*		(15,700	)		(123	)
Ameresco, Cl A*		(20,500	)		(155	)
Armstrong World Industries*		(75,800	)		(4,036	)
Atlas Air Worldwide Holdings*		(26,400	)		(931	)
Builders FirstSource*		(44,100	)		(402	)
Chart Industries*		(53,000	)		(4,216	)
Clean Harbors*		(13,300	)		(729	)
Commercial Vehicle Group*		(12,200	)		(111	)
DigitalGlobe*		(115,000	)		(3,336	)
Dynamic Materials		(10,500	)		(200	)
Keyw Holding, Cl A*		(57,500	)		(1,076	)
Layne Christensen*		(11,000	)		(200	)
LMI Aerospace*		(12,800	)		(181	)
NCI Building Systems*		(51,800	)		(904	)
Pike Electric*		(12,400	)		(133	)
Ply Gem Holdings*		(18,200	)		(230	)
Quality Distribution*		(20,200	)		(262	)
Sterling Construction*		(7,000	)		(61	)
TriMas*		(12,000	)		(399	)
Triumph Group		(8,100	)		(523	)
UTI Worldwide		(170,700	)		(1,808	)
					(20,135	)
Information Technology — (2.1)%
Apple		(2,200	)		(1,181	)
Applied Micro Circuits*		(164,500	)		(1,628	)
Calix*		(45,600	)		(385	)
Cohu		(8,200	)		(88	)
Cray*		(40,400	)		(1,508	)
Electro Scientific Industries		(9,100	)		(90	)
Entropic Communications*		(66,600	)		(272	)
Exar*		(17,300	)		(207	)
Extreme Networks*		(108,000	)		(626	)
Hutchinson Technology*		(24,600	)		(69	)
II-VI*		(8,400	)		(130	)
Immersion*		(26,600	)		(281	)
Itron*		(35,100	)		(1,247	)
Kemet*		(13,500	)		(78	)
Kopin*		(19,200	)		(73	)
MoSys*		(17,900	)		(81	)
Numerex, Cl A*		(4,600	)		(50	)
Procera Networks*		(30,700	)		(319	)
Radisys*		(22,000	)		(79	)
Rofin-Sinar Technologies*		(13,500	)		(324	)
Ruckus Wireless*		(199,400	)		(2,425	)
Silicon Graphics International*		(37,500	)		(460	)
SunEdison*		(247,600	)		(4,665	)
Ultratech*		(20,000	)		(584	)
					(16,850	)

188 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Contracts			Market Value ($ Thousands)
Materials — (1.9)%
American Vanguard, Cl B		(20,200	)	$	(437	)
Axiall		(69,800	)		(3,135	)
Coeur d’Alene Mines*		(198,700	)		(1,846	)
Louisiana-Pacific*		(243,900	)		(4,115	)
LSB Industries*		(10,600	)		(397	)
Newmont Mining		(204,300	)		(4,789	)
Noranda Aluminum Holding		(101,300	)		(416	)
RTI International Metals*		(22,400	)		(622	)
					(15,757	)
Total Securities Sold Short (Proceeds ($115,801)) ($ Thousands)				$	(117,740	)
PURCHASED OPTION*@ — 0.0%
E-Micro Crude Brent Call, Expires:
04/19/2014, Strike Price: $112.00		31		$	6
Total Purchased Option (Cost $42) ($Thousands)					6

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Brent Crude Penultimate		46			Jun-2014	$	16
Cattle		192			Jun-2014		282
Cocoa		(110	)		May-2014		63
Coffee ‘C’		47			May-2014		575
Copper		110			May-2014		(144	)
Corn		502			May-2014		1,271
Cotton No. 2		63			Dec-2014		78
Cotton No. 2		(31	)		Jul-2014		(97	)
Cotton No. 2		(170	)		May-2014		(465	)
Crude Oil		95			May-2014		214
E-MINI MSCI Future		(136	)		Jun-2014		(147	)
Feeder Cattle		(16	)		May-2014		(26	)
Gas		109			May-2014		(95	)
Gold		47			Jun-2014		(360	)
Heating Oil		47			May-2014		(76	)
Lead		46			May-2014		(70	)
Lean Hogs		46			Jun-2014		126
LME Aluminum		326			May-2014		332
LME Aluminum		(141	)		Nov-2014		373
LME Nickel		62			May-2014		289
LME Zinc		79			May-2014		(9	)
Mill Wheat		172			May-2014		(26	)
Natural Gas		235			Apr-2014		(315	)
Natural Gas		77			Apr-2015		(17	)
Natural Gas		124			Jun-2014		(35	)
Palladium		96			Jun-2014		253
Platinum		109			Jul-2014		(287	)
Robusta Coffee		111			May-2014		8
S&P 500 Index E-MINI		(127	)		Jun-2014		(12	)
Silver 5,000oz		78			May-2014		(380	)
Soybean		(30	)		May-2014		(63	)
Soybean Meal		97			May-2014		454
Soybean Oil		192			May-2014		60
Sugar #11		204			Apr-2014		385
Sugar #11		(31	)		Sep-2014		(20	)
U.S. 10-Year Treasury Note		(299	)		Jun-2014		166

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 2-Year Treasury Note		(26	)		Jun-2014	$	7
U.S. 5-Year Treasury Note		(183	)		Jul-2014		105
U.S. Long Treasury Bond		(33	)		Jun-2014		(54	)
Wheat		329			May-2014		1,224
						$	3,583

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Settlement Date	Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)
4/2/14		USD	4,093		BRL	9,509	$	121
4/2/14-5/3/21		BRL	22,379		USD	9,341		(527	)
4/3/14		PLN	12,897		USD	4,249		(19	)
4/10/14		CAD	2,025		USD	1,831		(4	)
4/10/14		USD	93		CAD	103		—
4/11/14		JPY	427,778		USD	4,151		(3	)
4/17/14		AUD	115		USD	103		(3	)
4/21/14		USD	2,105		PEN	5,945		5
4/24/14		EUR	1,491		USD	2,069		15
5/8/14		GBP	292		USD	485		(1	)
							$	(416	)

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Barclays		(4,154	)		4,151	$	(3	)
BNP Paribas		(3,085	)		3,086		1
Brown Brothers Harriman		(2,255	)		2,267		12
Credit Suisse First Boston		(4,754	)		4,734		(20	)
Goldman Sachs		(2,388	)		2,194		(194	)
HSBC		(8,270	)		8,275		5
JPMorgan Chase Bank		(3,303	)		3,085		(218	)
UBS		(855	)		856		1
						$	(416	)

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 189

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Inflation Managed Fund (Continued)

March 31, 2014

A list of open OTC swap agreements held by the Fund at March 31, 2014, are as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate			Termination Date		Notional Amount (Thousands)			Net Unrealized Appreciation ($ Thousands)
Bank of America	Societe Generale	SELL		3.00	%		12/20/17		(550	)	$	41
Deutsche Bank	Anadarko Petroleum Corporation	SELL		1.00	%		09/20/17		(500	)		20
											$	61

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation ($ Thousands)
JPMorgan Chase Bank	2.83%	3-Month USD - LIBOR	04/12/42		2,790	$	331

A list of open centrally cleared swap agreements held by the Fund at March 31, 2014, are as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate	Termination Date		Notional Amount (Thousands)		Net Unrealized Depreciation ($ Thousands)
Morgan Stanley	CDX.NA.HY. 21 V1	BUY	5.00%		12/20/18		2,885	$	(120	)
Morgan Stanley	CDX.NA.IG. 22 V1	BUY	1.00%		06/20/19		8,590		(4	)
								$	(124	)

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) ($ Thousands)
Morgan Stanley	2.89%	3-Month USD - LIBOR	02/14/24		2,310	$	(20	)
Morgan Stanley	2.98%	3-Month USD - LIBOR	01/14/24		2,630		(53	)
Morgan Stanley	3-Month AUD - BBSW	3.43%	02/13/17		8,230		23
Morgan Stanley	3-Month AUD - BBSW	3.17%	01/13/17		9,330		17
						$	(33	)

For the period ended March 31, 2014 , the total amount of all open swap agreements, as presented in the tables above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $830,379 ($Thousands).

(1) In U.S. Dollar unless otherwise indicated.

† Real Estate Investment Trust.

* Non-income producing security.

@ For the period ended March 31, 2014, the total amount of all open purchased option, as presented in the Schedule of Investments, are representative of the volume of activity for these derivative types during the period.

(A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may not be sold to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B) Variable Rate Security — The rate reported on the Schedule of Investments is the rate in effect as of March 31, 2014.

(C) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on March 31, 2014. The coupon on a step bond changes on a specified date.

(D) The rate reported is the effective yield at the time of purchase.

(E) Security, or portion thereof, has been pledged as collateral on open reverse repurchase agreements.

AUD — Australian Dollar

BBSW — Bank Bill Swap Rate

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CMBS — Collateralized Mortgage Backed Security

EUR — Euro

FNMA — Fannie Mae

GBP — British Pound

HKD — Hong Kong Dollar

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

MTN — Medium Term Note

NOK — Norwegian Krone

OTC — Over The Counter

PEN — Peruvian Nuevo Sol

PLN — Polish Zloty

S&P — Standard and Poor’s

Ser — Series

USD — United States Dollar

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	237,916	$	—	$	—	$	237,916
Corporate Obligations		—		52,353		—		52,353
Asset-Backed Securities		—		43,454		—		43,454
Mortgage-Backed Securities		—		42,892		—		42,892
Sovereign Debt		—		6,524		—		6,524
Preferred Stock		—		1,327		—		1,327
Time Deposits		—		72,947		—		72,947
U.S. Treasury Obligations		—		539,799		—		539,799
Total Investments in Securities	$	237,916	$	759,296	$	—	$	997,212

190 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Securities Sold Short	Level 1			Level 2		Level 3		Total
Common Stock	$	(117,740	)	$	—	$	—	$	(117,740	)
Total Securities Sold Short	$	(117,740	)	$	—	$	—	$	(117,740	)

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Purchased Option	$	—		$	6		$	—	$	6
Futures Contracts*
Unrealized Appreciation		6,281			—			—		6,281
Unrealized Depreciation		(2,698	)		—			—		(2,698	)
Forwards Contracts*
Unrealized Appreciation		—			141			—		141
Unrealized Depreciation		—			(557	)		—		(557	)
OTC Swaps*
Credit Default Swaps
Unrealized Appreciation		—			61			—		61
Interest Rate Swaps
Unrealized Appreciation		—			331			—		331
Centrally Cleared Swaps*
Credit Default Swaps
Unrealized Depreciation		—			(124	)		—		(124	)
Interest Rate Swaps
Unrealized Appreciation		—			40			—		40
Unrealized Depreciation		—			(73	)		—		(73	)
Reverse Repurchase Agreements**		(158,675	)		—			—		(158,675	)
Total Other Financial Instruments	$	(155,092	)	$	(175	)	$	—	$	(155,267	)

* Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

** See Note 2 for more information on the reverse repurchase agreements.

For the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 191

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Capital Stability Fund

March 31, 2014

Description	Face  Amount ($ Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 8.4%
Agency Mortgage-Backed Obligations — 8.4%
FHLMC
2.500%, 05/27/16	$	15,469	$	16,124
FNMA
5.250%, 09/15/16		14,182		15,776
3.000%, 07/01/43 to 10/01/43		3,821		3,693
FNMA TBA
3.500%, 04/01/41		6,464		6,502
Total Mortgage-Backed Securities (Cost $42,036) ($ Thousands)				42,095
U.S. TREASURY OBLIGATIONS — 7.1%
U.S. Treasury Bonds
3.625%, 08/15/43		8,060		8,158
U.S. Treasury Inflation Protected Security
3.875%, 04/15/29		559		789
3.625%, 04/15/28		467		635
3.375%, 04/15/32		237		328
2.625%, 07/15/17		584		653
2.500%, 07/15/16 to 01/15/29		1,187		1,352
2.375%, 01/15/17 to 01/15/27		2,078		2,416
2.125%, 01/15/19 to 02/15/41		1,113		1,289
2.000%, 01/15/16 to 01/15/26		1,082		1,180
1.875%, 07/15/15 to 07/15/19		1,176		1,261
1.750%, 01/15/28		562		623
1.625%, 01/15/18		464		504
1.375%, 07/15/18 to 02/15/44		1,386		1,478
1.250%, 07/15/20		920		991
1.125%, 01/15/21		1,065		1,130
0.750%, 02/15/42		641		559
0.625%, 07/15/21 to 02/15/43		2,254		2,231
0.500%, 04/15/15		747		762
0.375%, 07/15/23		1,282		1,268

Description		Face Amount (1) (Thousands)/Shares		Market Value ($ Thousands)
0.125%, 04/15/16 to 01/15/23	.		8,152	$	8,167
Total U.S. Treasury Obligations (Cost $35,269) ($ Thousands)					35,774
SOVEREIGN DEBT — 3.7%
Government — 3.7%
Bundesrepublik Deutschland
3.250%, 07/04/42	EUR		2,995		4,830
Canadian Government Bond
1.500%, 06/01/23	CAD		5,435		4,574
Japan Government Ten Year Bond
0.600%, 12/20/23	JPY		480,300		4,652
United Kingdom Gilt
4.500%, 12/07/42	GBP		2,360		4,666
Total Sovereign Debt (Cost $18,030) ($ Thousands)					18,722
EXCHANGE TRADED FUNDS — 1.9%
Hong Kong — 0.3%
iShares FTSE A50 China Index ETF			1,572,200		1,678
United States — 1.6%
Invesco Municipal Opportunity Trust			147,730		1,802
iShares National AMT-Free Muni Bond ETF			26,673		2,856
Market Vectors High Yield Municipal Index ETF			92,981		2,748
WisdomTree Japan Hedged Equity Fund			7,797		369
					7,775
Total Exchange Traded Funds (Cost $9,816) ($ Thousands)					9,453
PREFERRED STOCK†— 0.7%
Hersha Hospitality Trust, 6.875%			49,075		1,173
Pebblebrook Hotel Trust, 6.500%			54,050		1,206
Sabra Health Care, 7.125%			43,875		1,060
Total Preferred Stock (Cost $3,675) ($ Thousands)					3,439
TIME DEPOSITS — 77.8%
Brown Brothers Harriman
0.005%, 04/01/14	HKD		409		53
0.076%, 04/01/14	EUR		111		153
0.278%, 04/01/14	CAD		10		9

192 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description		Face  Amount (1) (Thousands)		Market Value ($ Thousands)
1.929%, 04/01/14	AUD		—	$	—
0.030%, 04/01/14	USD		389,524		389,524
Total Time Deposits (Cost $389,739) ($ Thousands)					389,739
Total Investments — 99.6% (Cost $498,565)($ Thousands)				$	499,222

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Japan 10-YR Bond		86			Jun-2014	$	(18	)
DJ Euro Stoxx 50 Index		51			Jun-2014		89
MSCI Index E-MINI		369			Jun-2014		702
Euro-Bund		(147	)		Jun-2014		(202	)
Euro-Buxl 30 Year Bond		13			Jun-2014		20
Long Gilt 10-Year Bond		141			Jun-2014		191
S&P 500 Index E-MINI		444			Jun-2014		693
S&P TSE 60 Index		25			Jun-2014		31
Topix Index		11			Jun-2014		(21	)
U.S. Ultra Long Treasury Bond		199			Jun-2014		562
						$	2,047

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Settlement Date	Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)
4/10/14-6/18/14		CAD	5,099		USD	4,598	$	(21	)
4/11/14		JPY	481,792		USD	4,703		24
6/18/14		EUR	3,561		USD	4,936		29
6/18/14		USD	3,867		CAD	4,279		3
6/18/14-5/10/21		GBP	2,842		USD	4,722		(13	)
7/14/14		BRL	28,726		USD	12,517		134
7/14/14		USD	11,761		BRL	28,726		622
							$	778

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
Bank of New York		(4,735	)		4,722	$	(13	)
BNP Paribas		(4,559	)		4,538		(21	)
Brown Brothers Harriman		(6,700	)		6,722		22
Citigroup		(24,144	)		24,900		756
Royal Bank of Scotland		(6,812	)		6,846		34
						$	778

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of open OTC swap agreements held by the Fund at March 31, 2014, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date		Notional Amount ($ Thousands)			Net Unrealized Appreciation ($ Thousands)
Bank of America	CDX.EM.20.V1-5Y Index	SELL		5.00		12/20/18		(680	)	$	16
Bank of America	CMBX.NA.BBB-.6 Index	SELL		3.00		05/11/63		(2,330	)		194
Citibank	CDX.EM.20.V1-5Y Index	SELL		5.00		12/20/18		(1,610	)		1
Citibank	CDX.EM.20.V1-5Y Index	SELL		5.00		12/20/18		(250	)		4
Citibank	CDX.EM.20.V1-5Y Index	SELL		5.00		12/20/18		(1,750	)		9
JPMorgan Chase Bank	CDX.EM.20.V1-5Y Index	SELL		5.00		12/20/18		(10,380	)		162
										$	386

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands) (1)			Net Unrealized Appreciation ($ Thousands)
Morgan Stanley	28-DAY MXN-TIIE	4.33%	08/06/14		MXN	138,145	$	21

A list of open Centrally cleared swap agreements held by the Fund at March 31, 2014, is as follows:

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date		Currency		Notional Amount (Thousands) (1)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Citibank	ITRAXX-XOVERS 20.V1-5Y Index	SELL		5.00		12/20/18		EUR		(160	)	$	12
Goldman Sachs	ITRAXX-EUROPES 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(130	)		1
Morgan Stanley	CDX.NA.HY.21.V1-5Y Index	SELL		5.00		12/20/18				(1,120	)		(2	)
Morgan Stanley	CDX.NA.HY.21.V1-5Y Index	SELL		5.00		12/20/18				(4,680	)		(14	)
Morgan Stanley	CDX.NA.HY.21.V1-5Y Index	SELL		5.00		12/20/18				(1,200	)		(13	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 193

SCHEDULE OF INVESTMENTS (Unaudited)

Multi-Asset Capital Stability Fund (Concluded)

March 31, 2014

Credit Default Swaps
Counterparty	Reference Entity/Obligation	Buy/Sell Protection	(Pays)/ Receives Rate		Termination Date		Currency		Notional Amount (Thousands) (1)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Morgan Stanley	CDX.NA.HY.21.V1-5Y Index	SELL		5.00		12/20/18				(320	)	$	(3	)
Morgan Stanley	CDX.NA.IG.20.V1-5Y Index	SELL		1.00		12/20/18				(1,640	)		1
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(600	)		3
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(990	)		1
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(2,440	)		2
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(6,650	)		1
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(1,510	)		(1	)
Morgan Stanley	CDX.NA.IG.21.V1-5Y Index	SELL		1.00		12/20/18				(440	)		(1	)
Morgan Stanley	iTRAXX-EUROPE 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(170	)		2
Morgan Stanley	iTRAXX-EUROPE 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(450	)		1
Morgan Stanley	iTRAXX-EUROPE 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(1,200	)		2
Morgan Stanley	iTRAXX-EUROPE 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(290	)		1
Morgan Stanley	iTRAXX-EUROPE 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(290	)		—
Morgan Stanley	iTRAXX-EUROPE Crossover 20.V1-5Y Index	SELL		1.00		12/20/18		EUR		(200	)		—
Morgan Stanley	iTRAXX-EUROPE Crossover 20.V1-5Y Index	SELL		5.00		12/20/18		EUR		(450	)		13
Morgan Stanley	iTRAXX-EUROPE Crossover 20.V1-5Y Index	SELL		5.00		12/20/18		EUR		(840	)		18
Morgan Stanley	iTRAXX-EUROPE Crossover 20.V1-5Y Index	SELL		5.00		12/20/18		EUR		(200	)		2
												$	26

Interest Rate Swaps
Counterparty	Fund Pays	Fund Receives	Termination Date	Notional Amount (Thousands) (1)			Net Unrealized Appreciation (Depreciation) ($ Thousands)
Morgan Stanley	6-Month GBP - LIBOR	3.33%	03/19/44		GBP	370	$	(3	)
Morgan Stanley	GBP 6-Month - LIBOR	3.29%	02/28/44		GBP	980		6
Morgan Stanley	6-Month GBP - LIBOR	3.33%	02/20/44		GBP	300		6
Morgan Stanley	3-Month CAD - CDOR	2.79%	03/18/24		CAD	1,600		(6	)
Morgan Stanley	3-Month CAD - CDOR	2.79%	02/28/24		CAD	3,990		(8	)
Morgan Stanley	3-Month CAD - LIBOR	2.88%	02/19/24		CAD	3,240		18
Morgan Stanley	3-Month CAD - LIBOR	2.88%	02/13/24		CAD	2,970		19
Morgan Stanley	3-Month CAD - CDOR	2.88%	01/28/24		CAD	120		1
Morgan Stanley	3-Month USD - LIBOR	2.92%	12/17/23		USD	26,430		487
Morgan Stanley	1.62%	3-Month USD - LIBOR	12/17/18		USD	48,720		(19	)
							$	501

For the period ended March 31, 2014, the total amount of all open swap agreements, as presented in the tables above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $501,175 ($ Thousands).

(1) In U.S. Dollar unless otherwise indicated.

† Real Estate Investment Trust.

AMT — Alternative Minimum Tax

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CDOR — Canadian Dollar Offered Rate

DJ — Dow Jones

ETF — Exchange Traded Fund

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FTSE— Financial Times and the London Stock Exchange

GBP — British Pound

HKD — Hong Kong Dollar

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

OTC — Over The Counter

S&P — Standard & Poor’s

TBA — To Be Announced

TIIE — Equilibrium Interbank Interest Rate

Topix — Tokyo Stock Price Index

TSE — Tokyo Stock Exchange

USD — U.S. Dollar

The following is a list of the level of inputs used as of March 31, 2014, in valuing the

Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Mortgage-Backed Securities	$	—	$	42,095	$	—	$	42,095
U.S. Treasury Obligations		—		35,774		—		35,774
Sovereign Debt		—		18,722		—		18,722
Exchange Traded Funds		9,453		—		—		9,453
Preferred Stock		3,439		—		—		3,439
Time Deposits		—		389,739		—		389,739
Total Investments in Securities	$	12,892	$	486,330	$	—	$	499,222

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	2,288		$	—		$	—	$	2,288
Unrealized Depreciation		(241	)		—			—		(241	)
Forwards Contracts*
Unrealized Appreciation		—			812			—		812
Unrealized Depreciation		—			(34	)		—		(34	)
OTC Swaps*
Credit Default Swaps

194 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Other Financial Instruments	Level 1		Level 2			Level 3		Total
Unrealized Appreciation	$	—	$	386		$	—	$	386
Interest Rate Swaps
Unrealized Appreciation		—		21			—		21
Centrally Cleared Swaps*
Credit Default Swaps
Unrealized Appreciation		—		60			—		60
Unrealized Depreciation		—		(34	)		—		(34	)
Interest Rate Swaps
Unrealized Appreciation		—		537			—		537
Unrealized Depreciation		—		(36	)		—		(36	)
Total Other Financial Instruments	$	2,047	$	1,712		$	—	$	3,759

* Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there have been no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there have been no transfers between Level 2 and Level 3 assets and liabilities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 195

Statements of Assets and Liabilities ($ Thousands)

March 31, 2014 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
ASSETS:
Investments, at value†	$	2,257,081	*	$	1,534,303	*	$	1,506,477	*
Affiliated investment, at value††		164,620			100,718			88,996
Cash		—			144			19
Receivable for investment securities sold		108,168			7,166			6,688
Receivable for fund shares sold		3,567			700			742
Dividends and interest receivable		2,136			1,987			1,100
Receivable for variation margin		1,571			242			315
Prepaid Expenses		38			—			—
Total Assets		2,537,181			1,645,260			1,604,337
LIABILITIES:
Payable upon return on securities loaned		56,838			52,196			50,616
Payable for investment securities purchased		10,036			13,014			5,957
Payable for fund shares redeemed		2,264			1,169			871
Payable to custodian		30			—			—
Administration fees payable		724			462			463
Investment advisory fees payable		715			414			886
Shareholder servicing fees payable Class A		372			232			179
Shareholder servicing fees payable E		—			—			—
Shareholder servicing fees payable Class I		—			2			—
Shareholder servicing fees payable Y		—			—			2
Chief Compliance Officer fees payable		7			—			5
Trustees fees payable		7			—			—
Administration servicing fees payable Class I		—			2			1
Accrued expense payable		115			110			(308	)
Total Liabilities		71,108			67,601			58,672
Net Assets	$	2,466,073		$	1,577,659		$	1,545,665
† Cost of investments and repurchase agreements		1,693,487			1,219,249			1,183,580
†† Cost of affiliated investments		164,620			100,718			88,996
* Includes market value of securities on loan		56,229			51,546			50,019
NET ASSETS:
Paid-in-Capital — (unlimited authorization — no par value)	$	1,793,566		$	1,264,818		$	1,161,019
Undistributed (distributions in excess of) net investment income		305			360			(111	)
Accumulated net realized gain (loss) on investments, securities sold short, option contracts, futures, swap contracts, swaptions and foreign currency		106,911			(3,002	)		61,344
Net unrealized appreciation on investments, securities sold short, and affiliated investments		563,594			315,054			322,897
Net unrealized appreciation (depreciation) on futures contracts		1,697			429			516
Net unrealized depreciation on forward foreign currency contracts, foreign currencies and translation of other assets and liabilities denominated in foreign currencies		—			—			—
Net Assets	$	2,466,073		$	1,577,659		$	1,545,665
Net Asset Value, Offering and Redemption Price Per Share — Class A		$14.58			$24.82			$32.67
		($2,466,073,261 ÷ 169,128,791 shares	)		($1,567,234,289 ÷ 63,143,582 shares	)		($1,537,460,801 ÷ 47,060,190 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class E		N/A			N/A			N/A
Net Asset Value, Offering and Redemption Price Per Share — Class I		N/A			$24.84			$32.28
					($10,424,608 ÷ 419,735 shares	)		($8,203,859 ÷ 254,163 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class Y		N/A			N/A			N/A

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

N/A — Not Applicable. Share class currently not offered.

The accompanying notes are an integral part of the financial statements.

196 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund			Mid-Cap Fund
	$2,723,792	*		$2,628,173	*		$436,967	*		$402,049	*		$358,956	*		$539,650	*		$96,910	*
	228,381			137,531			87,394			70,525			70,630			41,329			10,346
	17			—			—			29			1			28			6
	2,132			198,248			4,057			2,101			2,638			1,943			329
	3,176			719			749			206			131			914			55
	2,569			3,249			337			609			109			483			100
	847			246			471			143			111			308			88
	42			46			7			7			6			8			2
	2,960,956			2,968,212			529,982			475,669			432,582			584,663			107,836
	120,854			119,160			55,748			55,927			59,564			13,918			2,749
	3,582			—			3,462			1,719			2,109			2,143			457
	2,067			191,531			295			549			388			325			152
	—			—			9			—			—			—			—
	834			451			139			123			113			168			31
	819			72			234			218			193			254			44
	347			33			70			29			44			100			12
	—			1			—			—			—			—			—
	—			—			—			1			1			—			—
	—			—			—			—			—			—			—
	8			9			1			1			1			2			—
	8			9			—			—			—			—			—
	—			2			—			1			1			—			—
	197			394			21			48			19			25			8
	128,716			311,662			59,979			58,616			62,433			16,935			3,453
	$2,832,240			$2,656,550			$470,003			$417,053			$370,149			$567,728			$104,383
	1,691,821			1,199,833			334,117			334,117			290,249			393,906			82,371
	228,381			137,531			87,394			70,525			70,630			41,329			10,346
	119,114			117,228			55,376			55,138			59,035			13,688			2,712
	$2,051,707			$1,014,906			$347,333			$334,570			$410,475			$407,359			$85,801
	401			548			(698	)		124			(2,208	)		(3	)		22
	(253,256	)		212,208			20,730			14,458			(106,797	)		14,588			3,961
	1,031,971			1,428,340			102,850			67,932			68,707			145,744			14,539
	1,417			548			(212	)		(31	)		(28	)		41			60
	—			—			—			—			—			(1	)		—
	$2,832,240			$2,656,550			$470,003			$417,053			$370,149			$567,728			$104,383
	$18.82			$50.12			$13.71			$25.40			$27.01			$18.08			$27.00
	($2,831,764,737 ÷ 150,477,481 shares	)		($392,545,697 ÷ 7,831,685 shares	)		($470,002,527 ÷ 34,283,178 shares	)		($411,996,984 ÷ 16,221,374 shares	)		($366,399,165 ÷ 13,563,675 shares	)		($567,727,628 ÷ 31,395,125 shares	)		($103,044,927 ÷ 3,815,807 shares	)
	N/A			$50.39			N/A			N/A			N/A			N/A			N/A
				($2,256,357,809 ÷ 44,778,205 shares	)
	N/A			$50.36			N/A			$25.24			$26.21			N/A			$27.01
				($7,646,766 ÷ 151,841 shares	)					($5,055,833 ÷ 200,338 shares	)		($3,749,632 ÷ 143,041 shares	)					($1,338,129 ÷ 49,533 shares	)
	$19.41			N/A			N/A			N/A			N/A			N/A			N/A
	($475,224 ÷ 24,486 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 197

Statements of Assets and Liabilities ($ Thousands)

March 31, 2014 (Unaudited)

	U.S. Managed Volatility Fund			Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund
ASSETS:
Investments, at value†	$	935,049		$	1,497,404		$	671,166
Affiliated investment, at value††		39,664			86,245			35,032
Cash		98			—			67
Foreign currency, at value†††		161			146			30
Cash collateral on futures		—			—			—
Cash collateral on swaps		—			—			—
Receivable for investment securities sold		—			—			—
Receivable for fund shares sold		930			1,432			741
Dividends and interest receivable		1,754			4,674			1,190
Receivable for variation margin		217			368			199
OTC Swap contracts, at value††††		—			—			—
Swaptions purchased, at value‡		—			—			—
Unrealized gain on forward foreign currency contracts		—			851			—
Unrealized gain on foreign spot currency contracts		—			—			—
Prepaid Expenses		15			24			11
Total Assets		977,888			1,591,144			708,436
LIABILITIES:
Payable upon return on securities loaned		—			—			—
Payable for securities sold short@		—			—			—
Payable for investment securities purchased		—			—			—
Payable for fund shares redeemed		1,099			7,594			691
Dividend payable for securities sold short		—			—			—
Payable to custodian		—			74			—
Payable for variation margin		—			25			—
Administration fees payable		285			464			206
Investment advisory fees payable		307			640			222
Shareholder servicing fees payable Class A		203			331			147
Shareholder servicing fees payable Class I		—			—			—
Chief Compliance Officer fees payable		3			5			2
Trustees fees payable		—			—			—
Administration servicing fees payable Class I		—			—			—
Income distribution payable		—			—			—
OTC Swap contracts, at value††††		—			—			—
Options written, at value #		—			—			—
Swaptions, written, at value‡		—			—			—
Unrealized gain on forward foreign currency contracts		—			4,732			—
Unrealized gain on foreign spot currency contracts		—			—			—
Accrued expense payable		49			103			33
Total Liabilities		1,946			13,968			1,301
Net Assets	$	975,942		$	1,577,176		$	707,135
†Cost of investments and repurchase agreements		748,709			1,342,335			503,470
††Cost of affiliated investments		39,664			86,245			35,032
†††Cost of foreign currency/(proceeds of foreign currency)		—			142			—
††††Premiums received/(paid)		—			—			—
# Premiums received		—			—			—
‡ Premiums received/(cost)		—			—			—
@ Proceeds		—			—			—
* Includes market value of securities on loan		—			—			—
NET ASSETS:
Paid-in-Capital — (unlimited authorization — no par value)	$	738,027		$	1,369,963		$	513,829
Undistributed (distributions in excess of) net investment income		410			(2,018	)		197
Accumulated net realized gain (loss) on investments, securities sold short, option contracts, futures, swap contracts, swaptions and foreign currency		50,705			57,078			25,008
Net unrealized appreciation (depreciation) on investments, securities sold short, and affiliated investments		186,340			155,069			167,696
Net unrealized appreciation (depreciation) on futures contracts		461			909			404
Net unrealized appreciation (depreciation) on swap contracts		—			—			—
Net unrealized appreciation on options		—			—			—
Net unrealized depreciation on swaptions		—			—			—
Net unrealized appreciation (depreciation) on forward foreign currency contracts, foreign currencies and translation of other assets and liabilities denominated in foreign currencies		(1	)		(3,825	)		1
Net Assets	$	975,942		$	1,577,176		$	707,135
Net Asset Value, Offering and Redemption Price Per Share — Class A		$16.79			$10.87			$13.60
		($974,764,860 ÷ 58,050,354 shares	)		($1,576,167,643 ÷ 145,056,806 shares	)		($707,135,110 ÷ 52,002,723 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class I		$16.78			$10.70			N/A
		($1,177,534 ÷ 70,173 shares	)		($1,008,330 ÷ 94,249 shares	)

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

N/A — Not Applicable. Share class currently not offered.

The accompanying notes are an integral part of the financial statements.

198 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Real Estate Fund			Enhanced Income Fund			Core Fixed Income Fund			U.S. Fixed Income Fund			High Yield Bond Fund			Real Return Fund			Multi-Strategy Alternative  Fund
	$207,216	*		$224,832			$2,051,553	*		$1,091,739	*		$2,084,647	*		$288,253	*		$435,772
	21,097			3,870			163,815			75,641			79,824			33,602			38,895
	9			93			245			—			—			—			23,969
	—			—			2			—			—			—			—
	—			100			—			258			—			—			—
	—			—			1,271			54			518			—			—
	2,686			8,335			184,188			110,507			32,945			—			7,758
	26			455			884			1,333			1,658			413			601
	550			625			10,893			4,755			32,111			671			84
	—			4			433			96			—			—			—
	—			—			1,403			166			—			—			—
	—			—			1,189			—			—			—			—
	—			—			72			—			—			—			—
	—			—			—			—			—			—			1
	4			3			—			17			33			5			8
	231,588			238,317			2,415,948			1,284,566			2,231,736			322,944			507,088
	10,198			—			96,352			32,340			6			32,598			—
	—			—			—			—			—			—			31,415
	1,919			9,513			343,048			202,356			79,121			—			8,683
	146			339			2,346			1,068			1,842			408			574
	—			—			—			—			—			—			8
	—			—			—			43			772			—			—
	—			2			418			58			154			—			—
	64			23			469			248			635			68			114
	107			85			430			230			789			37			113
	34			—			145			56			129			—			—
	—			—			2			—			7			—			—
	1			—			6			3			6			1			1
	1			—			7			3			6			1			—
	—			—			2			—			7			—			—
	—			—			467			262			1,394			—			—
	—			—			885			—			—			—			—
	—			—			23			8			—			—			—
	—			—			280			—			—			—			—
	—			—			235			—			—			—			—
	—			—			—			—			—			—			2
	11			27			216			121			156			21			34
	12,481			9,989			445,331			236,796			85,024			33,134			40,944
	$219,107			$228,328			$1,970,617			$1,047,770			$2,146,712			$289,810			$466,144
	178,048			225,303			2,021,015			1,073,194			2,019,878			289,149			417,833
	21,097			3,870			163,815			75,641			79,824			33,602			38,895
	—			—			(16	)		—			—			—			1
	—			—			(72	)		—			—			—			—
	—			—			(77	)		(32	)		—			—			—
	—			—			943			—			—			—			—
	—			—			—			—			—			—			(30,795	)
	10,071			—			93,978			31,541			6			30,604			—
	$192,593			$354,196			$1,978,710			$1,039,863			$2,159,861			$295,036			$456,756
	1,525			107			(4,291	)		(211	)		10,109			(1,821	)		231
	(4,179	)		(125,534	)		(35,082	)		(10,545	)		(87,873	)		(2,509	)		(8,162	)
	29,168			(471	)		30,538			18,545			64,769			(896	)		17,319
	—			30			356			(53	)		—			—			—
	—			—			501			147			(154	)		—			—
	—			—			54			24			—			—			—
	—			—			(34	)		—			—			—			—
	—			—			(135	)		—			—			—			—
	$219,107			$228,328			$1,970,617			$1,047,770			$2,146,712			$289,810			$466,144
	$16.61			$7.60			$11.32			$10.22			$7.86			$10.12			$10.08
	($218,556,054 ÷ 13,156,787 shares	)		($227,972,163 ÷ 29,976,740 shares	)		($1,959,733,862 ÷ 173,118,936 shares	)		($1,047,769,990 ÷ 102,547,701 shares	)		($2,109,518,753 ÷ 268,529,294 shares	)		($289,810,006 ÷ 28,635,012 shares	)		($466,144,065 ÷ 46,246,309 shares	)
	$16.60			$7.59			$11.32			N/A			$7.67			N/A			N/A
	($550,796 ÷ 33,171 shares	)		($356,001 ÷ 46,891 shares	)		($10,883,183 ÷ 961,753 shares	)					($37,192,863 ÷ 4,852,050 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 199

Consolidated Statements of Assets and Liabilities/Statements of Assets and Liabilities ($ Thousands)

March 31, 2014 (Unaudited)

	Multi-Asset Accumulation Fund
ASSETS:
Investments, at value†	$	1,096,171
Affiliated investment, at value††		463,132
Cash		7,039
Foreign currency, at value†††		89
Cash collateral on futures		65,367
Cash collateral on reverse repurchase agreements		—
Cash collateral on swaps		4,771
Receivable for investment securities sold		1,298
Receivable for fund shares sold		2,212
Dividends and interest receivable		2,310
Receivable for variation margin		6,381
OTC Swap contracts, at value††††		2,784
Options purchased, at value #		—
Foreign tax reclaim receivable		97
Unrealized gain on forward foreign currency contracts		3,117
Unrealized gain on foreign spot currency contracts		15
Prepaid Expenses		23
Total Assets		1,654,806
LIABILITIES:
Payable for securities sold short@		—
Payable for investment securities purchased		6,055
Payable for fund shares redeemed		1,253
Dividend payable for securities sold short		—
Payable to custodian		—
Payable for variation margin		4,386
Administration fees payable		481
Investment advisory fees payable		832
Shareholder servicing fees payable Class A		267
Chief Compliance Officer fees payable		5
Trustees fees payable		5
Overdraft of foreign currency, at value†††		1,016
Administration servicing fees payable Class I		—
Income distribution payable		38
OTC Swap contracts, at value††††		1,964
Reverse repurchase agreements		—
Unrealized loss on forward foreign currency contracts		1,431
Unrealized loss on foreign spot currency contracts		—
Accrued expense payable		50
Total Liabilities		17,783
Net Assets	$	1,637,023
†Cost of investments and repurchase agreements		1,070,214
††Cost of affiliated investments		463,132
†††Cost of foreign currency/(proceeds of foreign currency)		929
††††Premiums received/(paid)		—
# Cost of options purchased		—
@ Proceeds from securities sold short		—
NET ASSETS:
Paid-in-Capital — (unlimited authorization — no par value)	$	1,589,518
Undistributed (distributions in excess of) net investment income/(Accumulated Net Investment Loss)		(5,940	)
Accumulated net realized gain (loss) on investments, securities sold short, option contracts, futures, swap contracts, swaptions and foreign currency		12,482
Net unrealized appreciation on investments, securities sold short, and affiliated investments		25,957
Net unrealized appreciation on futures contracts		13,413
Net unrealized appreciation (depreciation) on swap contracts		(106	)
Net unrealized depreciation on options		—
Net unrealized appreciation (depreciation) on forward foreign currency contracts, foreign currencies and translation of other assets and liabilities denominated in foreign currencies		1,699
Net Assets	$	1,637,023
Net Asset Value, Offering and Redemption Price Per Share — Class A		$10.48
		($1,637,022,915 ÷ 156,211,333 shares	)

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

N/A — Not Applicable. Share class currently not offered.

The accompanying notes are an integral part of the financial statements.

200 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Multi-Asset Income Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	395,799		$	997,212		$	499,222
	—			—			—
	—			91,720			—
	—			—			—
	—			17,843			6,227
	91			—			—
	—			275			1,109
	3,315			36,952			103
	428			1,196			746
	2,478			2,359			518
	—			894			616
	745			404			1,340
	411			6			—
	—			83			16
	62			141			812
	—			—			—
	4			13			9
	403,333			1,149,098			510,718
	—			117,740			—
	50,966			38,960			6,973
	281			693			643
	—			11			—
	7,247			—			1,375
	28			1,289			183
	159			246			123
	47			290			151
	—			62			—
	1			3			—
	1			—			2
	—			149			10
	—			—			2
	237			—			—
	9			—			30
	31,532			158,675			—
	—			557			34
	—			1			—
	12			43			17
	90,520			318,719			9,543
	$312,813			$830,379			$501,175
	390,048			987,793			498,565
	—			—			—
	—			(193	)		(10	)
	—			12			903
	450			42			—
	—			(115,801	)		—
	$306,508			$867,400			$501,911
	978			(14,913	)		(880	)
	(1,101	)		(32,950	)		(4,298	)
	5,751			7,480			657
	—			3,583			2,047
	654			235			934
	(39	)		(36	)		—
	62			(420	)		804
	$312,813			$830,379			$501,175
	$10.72			$9.46			$10.02
	($312,812,602 ÷ 29,191,858 shares	)		($830,378,940 ÷ 87,820,394 shares	)		($501,175,380 ÷ 50,007,191 shares	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 201

Statements of Operations ($ Thousands)

For the six month period ended March 31, 2014 (Unaudited)

	Large Cap Fund			Large Cap Value Fund			Large Cap Growth Fund
Investment Income:
Dividends	$	18,171		$	15,572		$	9,424
Dividends from Affiliated Investments*†		6			3			2
Interest Income		2			2			1
Securities Lending Income — Net		78			79			50
Less: Foreign Taxes Witheld		(49	)		(14	)		(57	)
Total Investment Income		18,208			15,642			9,420
Expenses:
Investment Advisory Fees		4,473			2,648			3,025
Administration Fees		4,015			2,648			2,647
Shareholder Servicing Fees Class (A)		2,868			1,879			1,879
Shareholder Servicing Fees Class (E)		—			—			—
Shareholder Servicing Fees Class (I)		—			13			11
Shareholder Servicing Fees Class (Y)		—			—			11
Administration Servicing Fees Class (I)		—			13			—
Trustee Fees		15			11			10
Chief Compliance Officer Fees		7			5			5
Printing Fees		64			45			44
Professional Fees		52			36			35
Custodian/Wire Agent Fees		76			56			52
Registration Fees		42			19			19
Licensing Fees		—			—			—
Other Expenses		19			13			15
Total Expenses		11,631			7,386			7,753
Less:
Waiver of Investment Advisory Fees		(424	)		(303	)		(203	)
Waiver of Shareholder Servicing Fees Class (A)		(859	)		(301	)		(781	)
Waiver of Shareholder Servicing Fees Class (E)		—			—			—
Waiver of Shareholder Servicing Fees Class (I)		—			—			—
Waiver of Administration Fees		—			—			—
Fees Paid Indirectly		(124	)		(26	)		(18	)
Net Expenses		10,224			6,756			6,751
Net Investment Income (Loss)		7,984			8,886			2,669
Net Realized and Unrealized Gain on Investments:
Net Realized Gain on:
Investments		142,743			116,206			76,469
Futures Contracts		7,092			2,751			2,557
Foreign Currency Transactions		—			—			—
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		97,367			69,056			67,113
Futures Contracts		1,872			454			534
Net Increase in Net Assets from Operations	$	257,058		$	197,353		$	149,342

* See Note 6 in Notes to Financial Statements.

† Portion of the income is from the investment of collateral in an affiliated security.

(1) Includes realized gains of $204,201($ Thousands) due to an affiliated transaction (see Note 6).

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

The accompanying notes are an integral part of the financial statements.

202 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Tax-Managed Large Cap Fund			S&P 500 Index Fund			Small Cap Fund			Small Cap Value Fund			Small Cap Growth Fund			Tax-Managed Small/Mid Cap Fund			Mid-Cap Fund
$	21,168		$	29,174		$	2,041		$	3,653		$	964		$	2,996		$	679
	5			2			1			1			1			1			—
	11			—			—			1			—			17			—
	80			61			146			138			236			305			4
	(46	)		—			(3	)		(6	)		(3	)		(2	)		(1	)
	21,218			29,237			2,185			3,787			1,198			3,317			682
	5,277			424			1,423			1,323			1,189			1,697			199
	4,617			3,107			766			712			640			914			174
	3,298			—			547			502			453			653			122
	—			474			—			—			—			—			—
	—			10			—			7			5			—			2
	—			—			—			—			—			—			—
	—			10			—			7			5			—			2
	17			20			3			3			3			3			1
	8			9			1			1			1			1			—
	74			84			12			12			11			14			3
	60			68			10			10			9			12			3
	83			103			13			16			13			16			4
	34			36			8			6			4			8			1
	—			214			—			—			—			—			—
	21			25			7			7			5			11			2
	13,489			4,584			2,790			2,606			2,338			3,329			513
	(759	)		—			(127	)		(59	)		(96	)		(324	)		—
	(971	)		(133	)		(159	)		(208	)		(198	)		(88	)		(4	)
	—			(4	)		—			—			—			—			—
	—			—			—			(3	)		(2	)		—			—
	—			(533	)		—			—			—			—			—
	—			(6	)		(6	)		(6	)		(3	)		(16	)		(1	)
	11,759			3,908			2,498			2,330			2,039			2,901			508
	9,459			25,329			(313	)		1,457			(841	)		416			174
	51,595			225,491	(1)		27,112			23,557			25,774			18,134			7,779
	6,887			4,902			1,298			880			529			2,301			390
	—			—			—			—			—			1			—
	235,804			71,054			12,885			14,915			8,090			34,312			3,414
	1,656			772			(437	)		(147	)		(133	)		(128	)		13
$	305,401		$	327,548		$	40,545		$	40,662		$	33,419		$	55,036		$	11,770

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 203

Statements of Operations ($ Thousands)

For the six month period ended March 31, 2014 (Unaudited)

	U.S. Managed Volatility Fund			Global Managed Volatility Fund			Tax-Managed Managed Volatility Fund
Investment Income:
Dividends	$	10,814		$	19,270		$	7,948
Dividends from Affiliated Investments*†		2			4			2
Interest Income		24			13			—
Securities Lending Income — Net		—			—			—
Less: Foreign Taxes Witheld		(100	)		(940	)		(78	)
Total Investment Income		10,740			18,347			7,872
Expenses:
Investment Advisory Fees		2,985			4,819			2,145
Administration Fees		1,608			2,595			1,155
Shareholder Servicing Fees Class (A)		1,147			1,852			825
Shareholder Servicing Fees Class (I)		2			1			—
Administration Servicing Fees Class (I)		2			1			—
Trustee Fees		6			10			4
Chief Compliance Officer Fees		3			5			2
Printing Fees		26			42			19
Professional Fees		21			34			15
Custodian/Wire Agent Fees		31			58			21
Registration Fees		15			32			12
Dividend expense		—			—			—
Fees for securities sold short		—			—			—
Other Expenses		7			28			7
Total Expenses		5,853			9,477			4,205
Less:
Waiver of Investment Advisory Fees		(1,252	)		(1,234	)		(900	)
Waiver of Shareholder Servicing Fees Class (A)		—			—			—
Waiver of Shareholder Servicing Fees Class (I)		—			—			—
Waiver of Administration Fees		—			—			—
Fees Paid Indirectly		—			—			—
Net Expenses		4,601			8,243			3,305
Net Investment Income (Loss)		6,139			10,104			4,567
Net Realized and Unrealized Gain (Loss) on Investments:
Net Realized Gain (Loss) on:
Investments		70,764			60,459			25,816
Securities Sold Short		—			—			—
Futures Contracts		1,801			3,944			1,780
Options		—			—			—
Swaptions		—			—			—
Swap Contracts		—			—			—
Foreign Currency Transactions		(5	)		8,436			(13	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		35,349			38,155			44,411
Secuitires Sold Short		—			—			—
Futures Contracts		573			1,169			511
Options		—			—			—
Swaptions		—			—			—
Swap Contracts		—			—			—
Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		(2	)		(639	)		—
Net Increase (Decrease) in Net Assets from Operations	$	114,619		$	121,628		$	77,072

* See Note 6 in Notes to Financial Statements.

† Portion of the income is from the investment of collateral in an affiliated security.

†† Negative interest income is due to negative yields on U.S. Treasury Inflation Protected Securities.

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

The accompanying notes are an integral part of the financial statements.

204 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Real Estate Fund			Enhanced Income Fund			Core Fixed Income Fund			U.S. Fixed Income Fund			High Yield Bond Fund			Real Return Fund			Multi-Strategy Alternative  Fund
$	3,215		$	—		$	24		$	—		$	388		$	—		$	3,509
	—			—			4			3			4			—			1
	—			2,434			32,472			13,746			67,704			(976	)††		—
	6			—			52			16			—			—			—
	(2	)		—			(13	)		—			(14	)		—			(4	)
	3,219			2,434			32,539			13,765			68,082			(976	)		3,506
	677			411			2,686			1,421			5,095			329			3,350
	364			359			2,734			1,447			3,658			524			782
	260			256			2,425			1,292			2,565			374			558
	1			—			16			—			48			—			—
	1			—			17			—			48			—			—
	1			1			14			7			14			2			3
	1			1			6			3			6			1			1
	6			6			59			31			60			9			13
	5			5			48			25			48			8			11
	8			8			78			38			64			12			15
	3			4			29			22			37			6			9
	—			—			—			—			—			—			84
	—			—			—			—			—			—			69
	3			22			243			164			100			3			4
	1,330			1,073			8,355			4,450			11,743			1,268			4,899
	(67	)		(5	)		(180	)		(80	)		(650	)		(105	)		(2,688	)
	(70	)		(256	)		(1,591	)		(951	)		(1,698	)		(393	)		(558	)
	—			—			(13	)		—			(37	)		—			—
	—			—			—			—			—			(95	)		(103	)
	(4	)		(194	)		—			—			—			—			—
	1,189			618			6,571			3,419			9,358			675			1,550
	2,030			1,816			25,968			10,346			58,724			(1,651	)		1,956
	17,054			(1,725	)		13,240			1,318			26,607			22			9,091
	—			—			—			—			—			—			(2,177	)
	—			(158	)		(242	)		(977	)		—			—			—
	—			—			(105	)		5			—			—			(11	)
	—			—			(21	)		—			—			—			—
	—			—			(106	)		(9	)		(1,637	)		—			—
	—			—			(180	)		—			—			—			(15	)
	(1,414	)		2,689			9,323			6,412			34,568			896			7,713
	—			—			—			—			—			—			(111	)
	—			153			782			665			—			—			—
	—			—			(37	)		8			—			—			2
	—			—			(556	)		—			—			—			—
	—			—			(220	)		(55	)		(142	)		—			—
	—			—			288			—			—			—			1
$	17,670		$	2,775		$	48,134		$	17,713		$	118,120		$	(733	)	$	16,449

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 205

Consolidated Statements of Operations/Statements of Operations ($ Thousands)

For the six month period ended March 31, 2014 (Unaudited)

	Multi-Asset Accumulation Fund
Investment Income:
Dividends	$	1,437
Dividends from Affiliated Investments*		26
Interest Income		(195	)†
Less: Foreign Taxes Witheld		(54	)
Total Investment Income		1,214
Expenses:
Investment Advisory Fees		5,701
Administration Fees		2,661
Shareholder Servicing Fees Class (A)		1,900
Printing Fees		42
Professional Fees		34
Custodian/Wire Agent Fees		34
Trustee Fees		10
Registration Fees		19
Chief Compliance Officer Fees		5
Dividend expense		—
Interest expense		—
Other Expenses		11
Total Expenses		10,417
Less:
Waiver of Investment Advisory Fees		(1,102	)
Waiver of Shareholder Servicing Fees Class (A)		(411	)
Waiver of Administration Fees		—
Net Expenses		8,904
Net Investment Income (Loss)		(7,690	)
Net Realized and Unrealized Gain (Loss) on Investments:
Net Realized Gain (Loss) on:
Investments		2,402
Futures Contracts		61,292
Options		—
Swaptions		—
Swap Contracts		7,103
Foreign Currency Transactions		(7,184	)
Net Change in Unrealized Appreciation (Depreciation) on:
Investments		11,319
Securities Sold Short		—
Futures Contracts		4,060
Options		—
Swap Contracts		(1,799	)
Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		5,950
Net Increase (Decrease in Net Assets from Operations	$	75,453

* See Note 6 in Notes to Financial Statements.

† Negative interest income is due to negative yields on foreign inflation linked securities.

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

The accompanying notes are an integral part of the financial statements.

206 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Multi-Asset Income  Fund			Multi-Asset Inflation Managed Fund			Multi-Asset Capital Stability Fund
$	1,689		$	3,745		$	379
	—			—			—
	6,106			410			516
	—			(105	)		—
	7,795			4,050			895
	818			2,197			983
	477			1,398			860
	341			999			614
	7			24			15
	6			19			12
	6			19			8
	2			6			3
	3			—			6
	1			3			2
	—			186			—
	73			44			—
	3			18			4
	1,737			4,913			2,507
	—			(530	)		(19	)
	(341	)		(551	)		(614	)
	(229	)		—			(347	)
	1,167			3,832			1,527
	6,628			218			(632	)
	(1,245	)		284			(704	)
	—			1,036			3,664
	(421	)		(879	)		(756	)
	—			—			(549	)
	996			(11,955	)		(139	)
	—			(1,550	)		(738	)
	6,832			9,829			1,116
	—			(1,939	)		—
	—			4,858			1,650
	60			(36	)		473
	779			501			1,264
	62			2,620			616
$	13,691		$	2,987		$	5,265

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 207

Statements of Changes in Net Assets ($ Thousands)

For the six month period ended March 31, 2014 (Unaudited) and the year ended September 30, 2013

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
Operations:
Net Investment Income (Loss)	$	7,984		$	16,678		$	8,886		$	19,274		$	2,669		$	3,812
Net Realized Gain from Investments, Securities Sold Short, Futures Contracts, Options and Swap Contracts		149,835			124,795			118,957			138,297			79,026			164,559
Net Realized Loss on Foreign Currency Transactions		—			(18	)		—			—			—			—
Net Change in Unrealized Appreciation of Investments, Securities Sold Short, Affiliated Investments, Futures Contracts, Options and Swap Contracts		99,239			216,674			69,510			134,299			67,647			67,871
Net Increase in Net Assets from Operations		257,058			358,129			197,353			291,870			149,342			236,242
Dividends and Distributions From:
Net Investment Income:
Class A		(10,695	)		(17,476	)		(12,347	)		(19,919	)		(3,033	)		(5,289	)
Class E		—			—			—			—			—			—
Class I		—			—			(69	)		(99	)		(10	)		(17	)
Class Y		—			—			—			—			—			—
Net Capital Gains:
Class A		(146,397	)		(76,749	)		—			—			(33,112	)		—
Class E		—			—			—			—			—			—
Class I		—			—			—			—			(192	)		—
Total Dividends and Distributions		(157,092	)		(94,225	)		(12,416	)		(20,018	)		(36,347	)		(5,306	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		473,842			741,781			140,093			181,708			118,544			169,212
Reinvestment of Dividends and Distributions		141,812			84,285			11,583			18,690			33,920			4,954
Cost of Shares Redeemed		(356,739	)		(471,037	)		(213,077	)		(370,082	)		(160,625	)		(325,201	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		258,915			355,029			(61,401	)		(169,684	)		(8,161	)		(151,035	)
Class E:
Proceeds from Shares Issued		—			—			—			—			—			—
Reinvestment of Dividends and Distributions		—			—			—			—			—			—
Cost of Shares Redeemed		—			—			—			—			—			—
Decrease in Net Assets Derived from Class E Transactions		—			—			—			—			—			—
Class I:
Proceeds from Shares Issued		—			—			1,145			2,529			1,123			1,930
Reinvestment of Dividends and Distributions		—			—			60			82			171			13
Cost of Shares Redeemed		—			—			(1,423	)		(2,511	)		(2,071	)		(3,559	)
Increase (Decrease) in Net Assets Derived from Class I Transactions		—			—			(218	)		100			(777	)		(1,616	)
Class Y:
Proceeds from Shares Issued		—			—			—			—			—			—
Reinvestment of Dividends and Distributions		—			—			—			—			—			—
Cost of Shares Redeemed		—			—			—			—			—			—
Decrease in Net Assets Derived from Class Y Transactions		—			—			—			—			—			—
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		258,915			355,029			(61,619	)		(169,584	)		(8,938	)		(152,651	)
Net Increase (Decrease) in Net Assets		358,881			618,933			123,318			102,268			104,057			78,285
Net Assets:
Beginning of Period		2,107,192			1,488,259			1,454,341			1,352,073			1,441,608			1,363,323
End of Period	$	2,466,073		$	2,107,192		$	1,577,659		$	1,454,341		$	1,545,665		$	1,441,608
Undistributed (Distributions in Excess of) Net Investment Income/(Accumulated Net Investment Loss) Included in Net Assets at Period End	$	305		$	3,016		$	360		$	3,890		$	(111	)	$	263

(1) See Note 7 in Notes to Financial Statements.

(2) Includes realized gains of $204,201 ($ Thousands) due to an affiliated transaction (See Note 6).

(3) Includes redemptions as a result of an affiliated transaction (see Note 6).

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

The accompanying notes are an integral part of the financial statements.

208 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Tax-Managed Large Cap Fund						S&P 500 Index Fund						Small Cap Fund						Small Cap Value Fund						Small Cap Growth Fund
10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
$	9,459		$	21,076		$	25,329		$	56,197		$	(313	)	$	151		$	1,457		$	3,240		$	(841	)	$	(242	)
	58,482			58,114			230,393	(2)		61,747			28,410			25,170			24,437			46,272			26,303			40,877
	—			—			—			—			—			—			—			—			—			—
	237,460			347,848			71,826			383,534			12,448			67,253			14,768			48,641			7,957			50,644
	305,401			427,038			327,548			501,478			40,545			92,574			40,662			98,153			33,419			91,279
	(12,963	)		(22,238	)		(4,713	)		(5,744	)		(63	)		(1,304	)		(1,685	)		(3,759	)		(10	)		(1,204	)
	—			—			(31,965	)		(50,619	)		—			—			—			—			—			—
	—			—			(83	)		(127	)		—			—			(14	)		(31	)		—			(3	)
	(2	)		(11	)		—			—			—			—			—			—			—			—
	—			—			(8,230	)		—			(27,889	)		(12,456	)		(3,246	)		—			—			—
	—			—			(54,970	)		—			—			—			—			—			—			—
	—			—			(174	)		—			—			—			(45	)		—			—			—
	(12,965	)		(22,249	)		(100,135	)		(56,490	)		(27,952	)		(13,760	)		(4,990	)		(3,790	)		(10	)		(1,207	)
	346,629			549,378			44,055			128,355			92,889			143,753			29,385			63,958			25,058			41,621
	11,579			20,023			12,147			5,353			24,258			11,833			4,561			3,470			9			1,115
	(226,777	)		(448,897	)		(46,530	)		(125,075	)		(70,517	)		(77,671	)		(48,263	)		(174,668	)		(44,839	)		(79,892	)
	131,431			120,504			9,672			8,633			46,630			77,915			(14,317	)		(107,240	)		(19,772	)		(37,156	)
	—			—			299,176			359,283			—			—			—			—			—			—
	—			—			84,966			49,551			—			—			—			—			—			—
	—			—			(689,961	)(3)		(1,017,719	)		—			—			—			—			—			—
	—			—			(305,819	)		(608,885	)		—			—			—			—			—			—
	—			—			1,479			2,060			—			—			451			1,786			987			1,255
	—			—			169			82			—			—			55			28			—			3
	—			—			(2,226	)		(4,262	)		—			—			(1,229	)		(1,990	)		(956	)		(1,315	)
	—			—			(578	)		(2,120	)		—			—			(723	)		(176	)		31			(57	)
	—			410			—			—			—			—			—			—			—			—
	2			11			—			—			—			—			—			—			—			—
	(35	)		(1,228	)		—			—			—			—			—			—			—			—
	(33	)		(807	)		—			—			—			—			—			—			—			—
	131,398			119,697			(296,725	)		(602,372	)		46,630			77,915			(15,040	)		(107,416	)		(19,741	)		(37,213	)
	423,834			524,486			(69,312	)		(157,384	)		59,223			156,729			20,632			(13,053	)		13,668			52,859
	2,408,406			1,883,920			2,725,862			2,883,246			410,780			254,051			396,421			409,474			356,481			303,622
$	2,832,240		$	2,408,406		$	2,656,550		$	2,725,862		$	470,003		$	410,780		$	417,053		$	396,421		$	370,149		$	356,481
$	401		$	3,907		$	548		$	11,980		$	(698	)	$	(322	)	$	124		$	366		$	(2,208	)	$	(1,357	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 209

Statements of Changes in Net Assets ($ Thousands) (Continued)

For the six month period ended March 31, 2014 (Unaudited) and the year ended September 30, 2013

	Tax-Managed Small/Mid Cap Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13
Operations:
Net Investment Income	$	416		$	1,177
Net Realized Gain from Investments, Securities Sold Short, Futures Contracts, Options and Swap Contracts		20,435			30,023
Net Realized Gain (Loss) on Foreign Currency Transactions		1			4
Net Change in Unrealized Appreciation of Investments, Securities Sold Short, Affiliated Investments, Futures Contracts, Options and Swap Contracts		34,184			72,652
Net Change in Unrealized Depreciation on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—			—
Net Increase in Net Assets from Operations		55,036			103,856
Dividends and Distributions from:
Net Investment Income:
Class A		(394	)		(1,558	)
Class I		—			—
Net Capital Gains:
Class A		(24,789	)		—
Class I		—			—
Total Dividends and Distributions		(25,183	)		(1,558	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		78,792			126,018
Reinvestment of Dividends and Distributions		22,378			1,380
Cost of Shares Redeemed		(49,511	)		(79,819	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		51,659			47,579
Class I:
Proceeds from Shares Issued		—			—
Reinvestment of Dividends and Distributions		—			—
Cost of Shares Redeemed		—			—
Increase (Decrease) in Net Assets Derived from Class I Transactions		—			—
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		51,659			47,579
Net Increase (Decrease) in Net Assets		81,512			149,877
Net Assets:
Beginning of Period		486,216			336,339
End of Period	$	567,728		$	486,216
Undistributed (Distributions in Excess of) Net Investment Income/(Accumulated Net Investment Loss) Included in Net Assets at Period End		$ (3)		$	(25	)

(1) See Note 7 in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

210 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Mid-Cap Fund						U.S. Managed Volatility Fund						Global Managed Volatility Fund
10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
$	174		$	516		$	6,139		$	13,338		$	10,104		$	26,141
	8,169			16,955			72,565			49,275			64,403			73,565
	—			—			(5	)		(87	)		8,436			51,379
	3,427			7,502			35,922			62,938			39,324			30,606
	—			—			(2	)		(4	)		(639	)		(5,418	)
	11,770			24,973			114,619			125,460			121,628			176,273
	(189	)		(621	)		(9,133	)		(13,076	)		(66,968	)		(26,158	)
	(1	)		(5	)		(10	)		(11	)		(44	)		(6	)
	(2,727	)		—			(65,044	)		(5,613	)		(67,366	)		—
	(48	)		—			(92	)		(5	)		(46	)		—
	(2,965	)		(626	)		(74,279	)		(18,705	)		(134,424	)		(26,164	)
	15,064			65,909			179,937			325,032			257,779			684,976
	2,638			423			63,705			16,039			124,774			23,967
	(30,806	)		(67,988	)		(160,285	)		(231,892	)		(192,918	)		(387,846	)
	(13,104	)		(1,656	)		83,357			109,179			189,635			321,097
	132			860			82			741			131			728
	49			5			103			16			91			6
	(544	)		(718	)		(289	)		(349	)		(155	)		(131	)
	(363	)		147			(104	)		408			67			603
	(13,467	)		(1,509	)		83,253			109,587			189,702			321,700
	(4,662	)		22,838			123,593			216,342			176,906			471,809
	109,045			86,207			852,349			636,007			1,400,270			928,461
$	104,383		$	109,045		$	975,942		$	852,349		$	1,577,176		$	1,400,270
$	22		$	38		$	410		$	3,414		$	(2,018	)	$	54,890

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 211

Statements of Changes in Net Assets ($ Thousands) (Continued)

For the six month period ended March 31, 2014 (Unaudited) and the year ended September 30, 2013

	Tax-Managed Managed Volatility Fund						Real Estate Fund						Enhanced Income Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
Operations:
Net Investment Income (Loss)	$	4,567		$	9,831		$	2,030		$	1,930		$	1,816		$	3,698
Net Realized Gain (Loss) from Investments, Securities Sold Short Affiliated Investments, Futures Contracts, Options, Swaptions and Swap Contracts		27,596			25,421			17,054			30,569			(1,883	)		444
Net Realized Gain (Loss) on Foreign Currency Transactions		(13	)		(48	)		—			—			—			—
Net Change in Unrealized Appreciation (Depreciation) of Investments, Securities Sold Short, Affiliated Investments, Futures Contracts, Options, Swaptions and Swap Contracts		44,922			52,671			(1,414	)		(24,663	)		2,842			(92	)
Net Change in Unrealized Appreciation (Depreciation) on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		—			1			—			—			—			—
Net Increase (Decrease) in Net Assets from Operations		77,072			87,876			17,670			7,836			2,775			4,050
Dividends and Distributions From:
Net Investment Income:
Class A		(6,728	)		(9,506	)		(2,253	)		(2,449	)		(2,815	)		(3,329	)
Class I		—			—			(5	)		(6	)		(4	)		(5	)
Net Capital Gains:
Class A		(25,166	)		(13,481	)		—			—			—			—
Class I		—			—			—			—			—			—
Total Dividends and Distributions		(31,894	)		(22,987	)		(2,258	)		(2,455	)		(2,819	)		(3,334	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		106,973			233,883			33,579			98,442			66,730			116,708
Reinvestment of Dividends and Distributions		26,874			19,553			2,170			2,327			2,472			2,983
Cost of Shares Redeemed		(93,420	)		(138,869	)		(40,437	)		(89,751	)		(36,007	)		(86,622	)
Increase (Decrease) in Net Assets Derived from Class A Transactions		40,427			114,567			(4,688	)		11,018			33,195			33,069
Class I:
Proceeds from Shares Issued		—			—			45			463			83			477
Reinvestment of Dividends and Distributions		—			—			5			6			4			5
Cost of Shares Redeemed					—			(108	)		(517	)		(99	)		(184	)
Increase (Decrease) in Net Assets Derived from Class I Transactions		—			—			(58	)		(48	)		(12	)		298
Increase (Decrease) in Net Assets Derived from Capital Share Transactions		40,427			114,567			(4,746	)		10,970			33,183			33,367
Net Increase (Decrease) in Net Assets		85,605			179,456			10,666			16,351			33,139			34,083
Net Assets:
Beginning of Period		621,530			442,074			208,441			192,090			195,189			161,106
End of Period	$	707,135		$	621,530		$	219,107		$	208,441		$	228,328		$	195,189
Undistributed (Distributions in Excess of) Net Investment Income/(Accumulated Net Investment Loss) Included in Net Assets at Period End	$	197		$	2,358		$	1,525		$	1,753		$	107		$	1,110

(1) See Note 7 in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

212 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Core Fixed Income Fund						U.S. Fixed Income  Fund						High Yield Bond Fund						Real Return  Fund						Multi-Strategy Alternative Fund
10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
$	25,968		$	54,511		$	10,346		$	18,005		$	58,724		$	116,001		$	(1,651	)	$	1,456		$	1,956		$	2,715
	12,766			(987	)		337			(209	)		24,970			44,346			22			1,385			6,903			(6,483	)
	(180	)		1,116			—			342			—			—			—			—			(15	)		(20	)
	9,292			(77,872	)		7,030			(34,327	)		34,426			(26,999	)		896			(8,432	)		7,604			12,708
	288			710			—			50			—			—			—			—			1			(1	)
	48,134			(22,522	)		17,713			(16,139	)		118,120			133,348			(733	)		(5,591	)		16,449			8,919
	(26,303	)		(57,910	)		(10,665	)		(19,701	)		(56,959	)		(112,376	)		—			(1,678	)		(3,459	)		(1,930	)
	(164	)		(419	)		—			—			(1,005	)		(316	)		—			—			—			—
	—			—			—			(26,951	)		(11,776	)		—			(1,247	)		(6,613	)		—			—
	—			—			—			—			(226	)		—			—			—			—			—
	(26,467	)		(58,329	)		(10,665	)		(46,652	)		(69,966	)		(112,692	)		(1,247	)		(8,291	)		(3,459	)		(1,930	)
	282,812			424,683			194,473			410,499			340,018			1,159,582			49,631			133,450			83,521			175,525
	23,413			51,889			9,200			40,293			58,057			92,794			1,076			7,341			3,082			1,769
	(272,630	)		(664,520	)		(185,184	)		(264,218	)		(325,173	)		(1,036,189	)		(67,738	)		(101,734	)		(60,182	)		(92,464	)
	33,595			(187,948	)		18,489			186,574			72,902			216,187			(17,031	)		39,057			26,421			84,830
	1,396			7,629			—			—			1,855			39,083			—			—			—			—
	122			326			—			—			1,218			271			—			—			—			—
	(4,914	)		(8,143	)		—			—			(5,621	)		(14,511	)		—			—			—			—
	(3,396	)		(188	)		—			—			(2,548	)		24,843			—			—			—			—
	30,199			(188,136	)		18,489			186,574			70,354			241,030			(17,031	)		39,057			26,421			84,830
	51,866			(268,987	)		25,537			123,783			118,508			261,686			(19,011	)		25,175			39,411			91,819
	1,918,751			2,187,738			1,022,233			898,450			2,028,204			1,766,518			308,821			283,646			426,733			334,914
$	1,970,617		$	1,918,751		$	1,047,770		$	1,022,233		$	2,146,712		$	2,028,204		$	289,810		$	308,821		$	466,144		$	426,733
$	(4,291	)	$	(3,792	)	$	(211	)	$	108		$	10,109		$	9,349		$	(1,821	)	$	(170	)	$	231		$	1,734

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 213

Consolidated Statements of Changes in Net Assets/Statements of Changes in Net Assets ($ Thousands) (Concluded)

For the six month period ended March 31, 2014 (Unaudited) and the year ended September 30, 2013

	Multi-Asset Accumulation Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13
Operations:
Net Investment Income (Loss)	$	(7,690	)	$	(6,292	)
Net Realized Gain (Loss) from Investments, Securities Sold Short, Futures Contracts, Options and Swap Contracts		70,797			9,871
Net Realized Gain (Loss) on Foreign Currency Transactions		(7,184	)		(5,950	)
Net Change in Unrealized Appreciation (Depreciation) of Investments, Futures Contracts and Swap Contracts		13,580			14,970
Net Change in Unrealized Appreciation (Depreciation) on Foreign Currency and Translation of Other Assets and Liabilities Denominated in Foreign Currency		5,950			(5,468	)
Net Increase (Decrease) in Net Assets from Operations		75,453			7,131
Dividends and Distributions From:
Net Investment Income:
Class A		(639	)		(641	)
Net Capital Gains:
Class A		(46,026	)		(31,438	)
Total Dividends and Distributions		(46,665	)		(32,079	)
Capital Share Transactions(1):
Class A:
Proceeds from Shares Issued		345,516			682,870
Reinvestment of Dividends and Distributions		42,225			29,368
Cost of Shares Redeemed		(194,069	)		(232,454	)
Increase in Net Assets Derived from Class A Transactions		193,672			479,784
Increase in Net Assets Derived from Capital Share Transactions		193,672			479,784
Net Increase in Net Assets		222,460			454,836
Net Assets:
Beginning of Period		1,414,563			959,727
End of Period	$	1,637,023		$	1,414,563
Undistributed (Distributions in Excess of) Net Investment Income (Loss) Included in Net Assets at Period End	$	(5,940	)	$	2,389

(1) See Note 7 in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

214 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
$	6,628		$	9,946		$	218		$	3,958		$	(632	)	$	(937	)
	(670	)		2,964			(11,514	)		(40,133	)		1,516			(2,133	)
	—			—			(1,550	)		4,341			(738	)		917
	7,671			(3,361	)		13,213			(9,489	)		4,503			(3,584	)
	62			—			2,620			(2,440	)		616			(281	)
	13,691			9,549			2,987			(43,763	)		5,265			(6,018	)
	(6,767	)		(7,937	)		—			(2,639	)		—			(315	)
	(3,989	)		(782	)		—			(372	)		(1,179	)		(2,654	)
	(10,756	)		(8,719	)		—			(3,011	)		(1,179	)		(2,969	)
	117,778			223,521			174,985			405,369			97,271			271,527
	8,425			6,814			—			2,701			964			2,552
	(46,681	)		(85,308	)		(113,961	)		(135,183	)		(88,072	)		(126,027	)
	79,522			145,027			61,024			272,887			10,163			148,052
	79,522			145,027			61,024			272,887			10,163			148,052
	82,457			145,857			64,011			226,113			14,249			139,065
	230,356			84,499			766,368			540,255			486,926			347,861
$	312,813		$	230,356		$	830,379		$	766,368		$	501,175		$	486,926
$	978		$	1,117		$	(14,913	)	$	(15,131	)	$	(880	)	$	(248	)

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 215

Statement of Cash Flows/Consolidated Statement of Cash Flows ($ Thousands)

For the six month period ended March 31, 2014 (Unaudited)

	Multi-Asset Income  Fund			Multi-Asset Inflation Managed Fund
Cash Flows from Operating Activities:
Net Increase in Net Assets from Operations	$	13,691		$	2,987
Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by (Used in) Operating Activities:
Purchase of Investment Securities		(199,451	)		(756,057	)
Proceeds from Securities Sold Short		—			115,801
Proceeds from Disposition of Investment Securities		51,206			653,031
Purchased Options/Purchases to Cover Written Options		(756	)		(1,533	)
Proceeds from Sale of Options/Expired Options		59			612
Amortization (Accretion of Market Discount)		(659	)		4,598
Net Realized (Gain) Loss on:
Investments		1,245			(284	)
Options		421			879
Net Change in Unrealized (Appreciation) Depreciation on:
Investments		(6,832	)		(7,890	)
Options		(60	)		36
Changes in assets:
Foreign currency, at value		—			121
Cash collateral for reverse repos		468			—
Cash collateral on swaps		181			(275	)
Cash collateral on futures		—			(14,411	)
Cash collateral on options		384			—
Receivable for investment securities sold		1,483			(34,719	)
Dividends and interest receivable		(232	)		381
Receivable for variation margin		6			(738	)
Swap contracts, at value		(745	)		1,184
Foreign tax reclaim receivable		—			(36	)
Unrealized gain on forward foreign currency contracts		(62	)		(39	)
Unrealized gain on spot contracts		—			2
Prepaid Expenses		(2	)		(4	)
Changes in liabilities:
Payable for investment securities purchased		39,202			35,699
Dividend payable for securities sold short		—			11
Payable for variation margin		(66	)		1,052
Overdraft of foreign currency, at value		—			149
Administration fees payable		63			26
Payable to custodian		6,763			(10	)
Investment advisory fees payable		(61	)		34
Shareholder servicing fees payable Class A		66			(6	)
Trustee fees payable		1			—
Chief Compliance Officer fees payable		1			2
Swap contracts, at value		9			(1,778	)
Reverse repurchase agreements		24,407			34,871
Unrealized loss on forward foreign currency contracts		—			(2,603	)
Unrealized loss on foreign spot currency contracts		—			1
Accrued expense payable		(13	)		(5	)
Net Cash Provided by (Used in) Operating Activities		(69,283	)		31,089
Cash Flows from Financing Activities:
Dividends and Distributions		(10,756	)		—
Proceeds from Shares Issued		117,797			174,626
Reinvestment of Dividends and Distributions		8,517			—
Cost of Shares Redeemed		(46,709	)		(114,158	)
Net Cash Provided by Financing Activities		68,849			60,468
Net Change in Cash		(434	)		91,557
Cash at beginning of period		434			163
Cash at end of period	$	—		$	91,720

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

The accompanying notes are an integral part of the financial statements.

216 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Financial Highlights

For the period ended March 31, 2014 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Large Cap Fund
Class A
2014**	$	13.95	$	0.05		$	1.60		$	1.65		$	(0.07	)	$	(0.95	)	$	(1.02	)	$	14.58		12.08	%	$	2,466,073		0.89	%		0.89	%		1.01	%		0.70	%		36	%
2013		12.15		0.12			2.43			2.55			(0.13	)		(0.62	)		(0.75	)		13.95		22.23			2,107,192		0.89			0.89			1.01			0.94			49
2012		10.15		0.10			2.72			2.82			(0.09	)		(0.73	)		(0.82	)		12.15		29.04			1,488,259		0.89			0.89			1.02			0.89			50
2011		10.77		0.08			(0.22	)		(0.14	)		(0.08	)		(0.40	)		(0.48	)		10.15		(1.71	)		1,521,942		0.89			0.89			1.02			0.70			100
2010(9)		10.00		0.10			0.80			0.90			(0.08	)		(0.05	)		(0.13	)		10.77		9.00			1,395,899		0.89			0.89			1.02			0.96			90
Large Cap Value Fund
Class A
2014**	$	21.94	$	0.19		$	2.88		$	3.07		$	(0.19	)	$	—		$	(0.19	)	$	24.82		14.05	%	$	1,567,234		0.89	%		0.89	%		0.97	%		1.18	%		37	%
2013		18.02		0.28			3.92			4.20			(0.28	)		—			(0.28	)		21.94		23.55			1,444,929		0.89			0.89			0.97			1.39			55
2012		14.13		0.25			3.89			4.14			(0.25	)		—			(0.25	)		18.02		29.54			1,344,405		0.89			0.89			0.98			1.51			37
2011		14.75		0.22			(0.61	)		(0.39	)		(0.23	)		—			(0.23	)		14.13		(2.89	)		1,197,272		0.89			0.89			0.98			1.35			63
2010		13.83		0.21			0.94			1.15			(0.23	)		—			(0.23	)		14.75		8.43			1,504,082		0.89			0.89			0.98			1.48			64
2009		15.79		0.30			(1.92	)		(1.62	)		(0.34	)		—			(0.34	)		13.83		(9.88	)		1,843,530		0.89			0.90			0.99			2.51			69
Class I
2014**	$	21.96	$	0.17		$	2.88		$	3.05		$	(0.17	)	$	—		$	(0.17	)	$	24.84		13.90	%	$	10,425		1.11	%		1.11	%		1.22	%		0.96	%		37	%
2013		18.02		0.23			3.95			4.18			(0.24	)		—			(0.24	)		21.96		23.35			9,412		1.11			1.11			1.22			1.16			55
2012		14.13		0.21			3.89			4.10			(0.21	)		—			(0.21	)		18.02		29.20			7,668		1.11			1.11			1.23			1.28			37
2011		14.76		0.18			(0.62	)		(0.44	)		(0.19	)		—			(0.19	)		14.13		(3.14	)		7,073		1.11			1.11			1.23			1.13			63
2010		13.83		0.18			0.95			1.13			(0.20	)		—			(0.20	)		14.76		8.23			10,358		1.11			1.11			1.24			1.25			64
2009		15.78		0.26			(1.90	)		(1.64	)		(0.31	)		—			(0.31	)		13.83		(10.05	)		11,433		1.11			1.12			1.24			2.19			69
Large Cap Growth Fund
Class A
2014**	$	30.28	$	0.06		$	3.10		$	3.16		$	(0.06	)	$	(0.71	)	$	(0.77	)	$	32.67		10.54	%	$	1,537,461		0.89	%		0.89	%		1.02	%		0.35	%		35	%
2013		25.57		0.08			4.73			4.81			(0.10	)		—			(0.10	)		30.28		18.89			1,433,284		0.89			0.89			1.02			0.28			69
2012		19.77		0.05			5.78			5.83			(0.03	)		—			(0.03	)		25.57		29.47			1,354,774		0.89			0.90			1.03			0.19			88
2011		19.66		0.06			0.14			0.20			(0.09	)		—			(0.09	)		19.77		0.97			1,278,538		0.89			0.89			1.03			0.27			108
2010		17.62		0.12			2.04			2.16			(0.12	)		—			(0.12	)		19.66		12.29			1,602,130		0.89			0.89			1.03			0.63			83
2009		18.39		0.11			(0.77	)		(0.66	)		(0.11	)		—			(0.11	)		17.62		(3.47	)		2,034,096		0.89			0.90			1.04			0.74			96
Class I
2014**	$	29.93	$	0.04		$	3.06		$	3.10		$	(0.04	)	$	(0.71	)	$	(0.75	)	$	32.28		10.44	%	$	8,204		1.11	%		1.11	%		1.27	%		0.14	%		35	%
2013		25.28		0.02			4.68			4.70			(0.05	)		—			(0.05	)		29.93		18.62			8,324		1.11			1.11			1.27			0.06			69
2012		19.57		—	*		5.71			5.71			—			—			—			25.28		29.18	%		8,549		1.11			1.12			1.28			(0.02	)		88
2011		19.47		0.01			0.14			0.15			(0.05	)		—			(0.05	)		19.57		0.73			6,695		1.11			1.11			1.28			0.05			108
2010		17.44		0.08			2.02			2.10			(0.07	)		—			(0.07	)		19.47		12.06			7,953		1.11			1.11			1.28			0.41			83
2009		18.20		0.07			(0.76	)		(0.69	)		(0.07	)		—			(0.07	)		17.44		(3.69	)		9,153		1.11			1.12			1.29			0.51			96
Tax-Managed Large Cap Fund
Class A
2014**	$	16.81	$	0.09		$	2.01		$	2.10		$	(0.09	)	$	—		$	(0.09	)	$	18.82		12.51	%	$	2,831,765		0.89	%		0.89	%		1.02	%		0.72	%		27	%
2013		13.88		0.15			2.94			3.09			(0.16	)		—			(0.16	)		16.81		22.47			2,407,951		0.89			0.89			1.02			1.00			42
2012		10.80		0.12			3.07			3.19			(0.11	)		—			(0.11	)		13.88		29.70			1,882,834		0.89			0.89			1.03			0.96			53
2011		11.02		0.10			(0.22	)		(0.12	)		(0.10	)		—			(0.10	)		10.80		(1.20	)		1,495,783		0.89			0.89			1.03			0.78			72
2010		10.19		0.10			0.84			0.94			(0.11	)		—			(0.11	)		11.02		9.26			1,534,797		0.89			0.89			1.04			0.95			58
2009		11.08		0.13			(0.87	)		(0.74	)		(0.15	)		—			(0.15	)		10.19		(6.44	)		1,596,020		0.89			0.90			1.04			1.54			67
Class Y
2014**	$	17.31	$	0.09		$	2.10		$	2.19		$	(0.09	)	$	—		$	(0.09	)	$	19.41		12.71	%	$	475		0.56	%		0.56	%		0.72	%		1.04	%		27	%
2013		14.26		0.22			3.00			3.22			(0.17	)		—			(0.17	)		17.31		22.80			455		0.56			0.56			0.72			1.42			42
2012		11.07		0.17			3.14			3.31			(0.12	)		—			(0.12	)		14.26		30.03			1,086		0.56			0.56			0.73			1.29			53
2011		11.24		0.14			(0.21	)		(0.07	)		(0.10	)		—			(0.10	)		11.07		(0.68	)		913		0.56			0.56			0.73			1.14			72
2010		10.37		0.01			0.97			0.98			(0.11	)		—			(0.11	)		11.24		9.54			2,980		0.56			0.56			0.74			1.28			58
2009		11.24		0.16			(0.88	)		(0.72	)		(0.15	)		—			(0.15	)		10.37		(6.12	)		3,094		0.56			0.57			0.74			1.85			67
S&P 500 Index Fund
Class A
2014**	$	46.20	$	0.60		$	4.99		$	5.59		$	(0.60	)	$	(1.07	)	$	(1.67	)	$	50.12		12.26	%	$	392,545		0.43	%		0.43	%		0.54	%		1.64	%		9	%
2013		39.60		0.76			6.61			7.37			(0.77	)		—			(0.77	)		46.20		18.87			352,589		0.43			0.43			0.54			1.78			6
2012		31.03		0.64			8.51			9.15			(0.58	)		—			(0.58	)		39.60		29.74			294,234		0.43			0.43			0.54			1.76			18
2011		31.30		0.55			(0.26	)(5)		0.29			(0.56	)		—			(0.56	)		31.03		0.75			255,345		0.43			0.43			0.53			1.61			61
2010		29.01		0.56			2.29			2.85			(0.56	)		—			(0.56	)		31.30		9.93			325,796		0.43			0.43			0.54			1.85			20
2009		32.43		0.57			(3.12	)		(2.55	)		(0.61	)		(0.26	)		(0.87	)		29.01		(7.33	)		451,069		0.43			0.43			0.55			2.31			29

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 217

Financial Highlights (Continued)

For the period ended March 31, 2014 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income (Loss) to Average Net  Assets			Portfolio Turnover Rate†
S&P 500 Index Fund (continued)
Class E
2014**	$	46.45	$	0.66		$	5.01		$	5.67		$	(0.66	)	$	(1.07	)	$	(1.73	)	$	50.39		12.36	%	$	2,256,358		0.25	%		0.25	%		0.29	%		1.82	%		9	%
2013		39.79		0.85			6.65			7.50			(0.84	)		—			(0.84	)		46.45		19.11			2,365,696		0.25			0.25			0.29			1.99			6
2012		31.17		0.71			8.54			9.25			(0.63	)		—			(0.63	)		39.79		29.97			2,580,512		0.25			0.25			0.29			1.92			18
2011		31.42		0.61			(0.25	)(5)		0.36			(0.61	)		—			(0.61	)		31.17		0.96			1,195,729		0.25			0.25			0.29			1.76			61
2010		29.12		0.61			2.29			2.90			(0.60	)		—			(0.60	)		31.42		10.10			1,046,410		0.25			0.25			0.29			2.02			20
2009		32.54		0.61			(3.12	)		(2.51	)		(0.65	)		(0.26	)		(0.91	)		29.12		(7.16	)		855,876		0.25			0.25			0.30			2.44			29
Class I
2014**	$	46.38	$	0.51		$	5.05		$	5.56		$	(0.51	)	$	(1.07	)	$	(1.58	)	$	50.36		12.13	%	$	7,647		0.65	%		0.65	%		0.79	%		1.42	%		9	%
2013		39.73		0.67			6.65			7.32			(0.67	)		—			(0.67	)		46.38		18.60			7,577		0.65			0.65			0.79			1.58			6
2012		31.12		0.56			8.54			9.10			(0.49	)		—			(0.49	)		39.73		29.46			8,500		0.65			0.65			0.79			1.53			18
2011		31.37		0.47			(0.25	)(5)		0.22			(0.47	)		—			(0.47	)		31.12		0.56			7,198		0.65			0.65			0.79			1.35			61
2010		29.07		0.49			2.29			2.78			(0.48	)		—			(0.48	)		31.37		9.66			8,341		0.65			0.65			0.79			1.63			20
2009		32.47		0.51			(3.12	)		(2.61	)		(0.53	)		(0.26	)		(0.79	)		29.07		(7.53	)		8,566		0.65			0.65			0.80			2.07			29
Small Cap Fund
Class A
2014**	$	13.32	$	(0.01	)	$	1.29		$	1.28		$	—	*	$	(0.89	)	$	(0.89	)	$	13.71		10.00	%	$	470,003		1.14	%		1.14	%		1.27	%		(0.14	)%		35	%
2013		10.62		0.01			3.25			3.26			(0.05	)		(0.51	)		(0.56	)		13.32		32.40			410,780		1.14			1.14			1.28			0.08			72
2012		9.51		0.01			2.67			2.68			(0.01	)		(1.56	)		(1.57	)		10.62		29.93			254,051		1.14			1.15			1.28			0.08			114
2011		11.14		(0.01	)		(0.55	)		(0.56	)		(0.01	)		(1.06	)		(1.07	)		9.51		(6.54	)		203,909		1.14			1.14			1.28			(0.09	)		123
2010(9)		10.00		0.01			1.15			1.16			(0.01	)		(0.01	)		(0.02	)		11.14		11.64			223,978		1.14			1.14			1.29			0.10			115
Small Cap Value Fund
Class A
2014**	$	23.24	$	0.09		$	2.37		$	2.46		$	(0.10	)	$	(0.20	)	$	(0.30	)	$	25.40		10.63	%	$	411,997		1.14	%		1.14	%		1.28	%		0.45	%		28	%
2013		18.23		0.17			5.03			5.20			(0.19	)		—			(0.19	)		23.24		28.73			391,113		1.14			1.14			1.28			0.84			51
2012		14.26		0.11			4.02			4.13			(0.16	)		—			(0.16	)		18.23		29.04			405,106		1.14			1.15			1.28			0.64			53
2011		15.45		0.07			(1.16	)		(1.09	)		(0.10	)		—			(0.10	)		14.26		(7.15	)		377,222		1.14			1.14			1.28			0.41			70
2010		13.66		0.07			1.82			1.89			(0.10	)		—			(0.10	)		15.45		13.93			535,938		1.14			1.15			1.29			0.46			69
2009		15.38		0.11			(1.62	)		(1.51	)		(0.13	)		(0.08	)		(0.21	)		13.66		(9.31	)		638,341		1.14			1.16			1.29			1.03			110
Class I
2014**	$	23.09	$	0.06		$	2.35		$	2.41		$	(0.06	)	$	(0.20	)	$	(0.26	)	$	25.24		10.48	%	$	5,056		1.36	%		1.36	%		1.53	%		0.22	%		28	%
2013		18.10		0.11			5.02			5.13			(0.14	)		—			(0.14	)		23.09		28.51			5,308		1.36			1.36			1.53			0.55			51
2012		14.15		0.07			3.99			4.06			(0.11	)		—			(0.11	)		18.10		28.78			4,368		1.36			1.37			1.53			0.42			53
2011		15.34		0.03			(1.15	)		(1.12	)		(0.07	)		—			(0.07	)		14.15		(7.40	)		3,908		1.36			1.36			1.53			0.20			70
2010		13.56		0.04			1.81			1.85			(0.07	)		—			(0.07	)		15.34		13.73			6,933		1.36			1.37			1.54			0.25			69
2009		15.29		0.08			(1.62	)		(1.54	)		(0.11	)		(0.08	)		(0.19	)		13.56		(9.59	)		7,389		1.36			1.38			1.54			0.77			110
Small Cap Growth Fund
Class A
2014**	$	24.63	$	(0.06	)	$	2.44		$	2.38		$	—	*	$	—		$	—		$	27.01		9.67	%	$	366,399		1.11	%		1.11	%		1.27	%		(0.46	)%		28	%
2013		18.57		(0.02	)		6.16			6.14			(0.08	)		—			(0.08	)		24.63		33.21			353,097		1.11			1.11			1.28			(0.08	)		81
2012		14.20		(0.02	)		4.39			4.37			—			—			—			18.57		30.77			300,972		1.11			1.12			1.28			(0.13	)		110
2011		14.69		(0.07	)		(0.42	)		(0.49	)		—			—			—			14.20		(3.34	)		272,275		1.11			1.12			1.28			(0.43	)		125
2010		12.96		(0.03	)		1.76			1.73			—	(2)		—			—			14.69		13.36			380,910		1.11			1.11			1.29			(0.21	)		99
2009		13.98		0.02			(1.04	)		(1.02	)		—	*		—			—			12.96		(7.27	)		478,405		1.11			1.12			1.29			0.17			163
Class I
2014**	$	23.93	$	(0.09	)	$	2.37		$	2.28		$	—		$	—		$	—		$	26.21		9.53	%	$	3,750		1.36	%		1.36	%		1.52	%		(0.71	)%		28	%
2013		18.04		(0.07	)		5.99			5.92			(0.03	)		—			(0.03	)		23.93		32.86			3,384		1.36			1.36			1.53			(0.35	)		81
2012		13.82		(0.06	)		4.28			4.22			—			—			—			18.04		30.54			2,650		1.36			1.37			1.53			(0.38	)		110
2011		14.34		(0.12	)		(0.40	)		(0.52	)		—			—			—			13.82		(3.63	)		2,826		1.36			1.37			1.53			(0.69	)		125
2010		12.68		(0.06	)		1.72			1.66			—			—			—			14.34		13.09			3,703		1.36			1.36			1.54			(0.45	)		99
2009		13.71		(0.02	)		(1.01	)		(1.03	)		—			—			—			12.68		(7.51	)		3,975		1.36			1.37			1.55			(0.17	)		163
Tax-Managed Small/Mid Cap Fund
Class A
2014**	$	17.10	$	0.01		$	1.85		$	1.86		$	(0.01	)	$	(0.87	)	$	(0.88	)	$	18.08		11.21	%	$	567,728		1.11	%		1.11	%		1.28	%		0.16	%		28	%
2013		13.26		0.04			3.86			3.90			(0.06	)		—			(0.06	)		17.10		29.54			486,216		1.11			1.11			1.28			0.30			67
2012		10.39		0.03			2.88			2.91			(0.04	)		—			(0.04	)		13.26		28.09			336,339		1.11			1.12			1.28			0.24			67
2011		10.81		0.02			(0.41	)		(0.39	)		(0.03	)		—			(0.03	)		10.39		(3.66	)		255,297		1.11			1.12			1.29			0.17			105
2010		9.42		0.03			1.39			1.42			(0.03	)		—			(0.03	)		10.81		15.05			300,343		1.11			1.13			1.29			0.30			75
2009		10.16		0.04			(0.73	)		(0.69	)		(0.05	)		—			(0.05	)		9.42		(6.62	)		262,464		1.11			1.15			1.30			0.50			136

218 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	Net Asset Value, Beginning of Period		Net Investment Income (1)		Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Mid-Cap Fund
Class A
2014**	$	24.64	$	0.05	$	3.10		$	3.15		$	(0.05	)	$	(0.74	)	$	(0.79	)	$	27.00		13.05	%	$	103,045		1.02	%		1.02	%		1.03	%		0.35	%		33	%
2013		19.30		0.11		5.37			5.48			(0.14	)		—			(0.14	)		24.64		28.52			107,487		1.02			1.02			1.03			0.52			108
2012		14.99		0.09		4.32			4.41			(0.10	)		—			(0.10	)		19.30		29.50			85,119		1.02			1.02			1.04			0.53			81
2011		15.80		0.06		(0.79	)		(0.73	)		(0.08	)		—			(0.08	)		14.99		(4.67	)		74,200		1.02			1.04			1.06			0.36			151
2010		13.92		0.08		1.88			1.96			(0.08	)		—			(0.08	)		15.80		14.13			124,569		1.02			1.04			1.04			0.51			185
2009		14.87		0.11		(0.94	)		(0.83	)		(0.12	)		—			(0.12	)		13.92		(5.34	)		119,872		1.02			1.02			1.04			0.95			143
Class I
2014**	$	24.64	$	0.01	$	3.11		$	3.12		$	(0.01	)	$	(0.74	)	$	(0.75	)	$	27.01		12.92	%	$	1,338		1.26	%		1.26	%		1.28	%		0.09	%		33	%
2013		19.30		0.06		5.37			5.43			(0.09	)		—			(0.09	)		24.64		28.20			1,558		1.26			1.26			1.28			0.27			108
2012		14.99		0.05		4.32			4.37			(0.06	)		—			(0.06	)		19.30		29.21			1,088		1.26			1.26			1.29			0.28			81
2011		15.81		0.03		(0.81	)		(0.78	)		(0.04	)		—			(0.04	)		14.99		(4.95	)		940		1.26			1.28			1.31			0.18			151
2010		13.92		0.04		1.89			1.93			(0.04	)		—			(0.04	)		15.81		13.91			623		1.26			1.28			1.29			0.30			185
2009		14.86		0.05		(0.89	)		(0.84	)		(0.10	)		—			(0.10	)		13.92		(5.47	)		274		1.26			1.26			1.30			0.48			143
U.S. Managed Volatility Fund
Class A
2014**	$	16.09	$	0.11	$	1.96		$	2.07		$	(0.16	)	$	(1.21	)	$	(1.37	)	$	16.79		13.42	%	$	974,765		1.00	%		1.00	%		1.27	%		1.34	%		42	%
2013		13.96		0.27		2.25			2.52			(0.27	)		(0.12	)		(0.39	)		16.09		18.39			851,119		1.00			1.00			1.27			1.78			39
2012		11.49		0.22		2.45			2.67			(0.20	)		—			(0.20	)		13.96		23.41			635,298		1.00			1.00			1.28			1.72			48
2011		10.81		0.16		0.67			0.83			(0.15	)		—			(0.15	)		11.49		7.63			452,489		1.00			1.00			1.28			1.33			71
2010		9.65		0.14		1.16			1.30			(0.14	)		—			(0.14	)		10.81		13.61			415,669		1.00			1.00			1.29			1.37			53
2009		11.25		0.13		(1.59	)		(1.46	)		(0.14	)		—			(0.14	)		9.65		(12.88	)		380,987		1.00			1.00			1.29			1.56			126
Class I
2014**	$	16.07	$	0.09	$	1.96		$	2.05		$	(0.13	)	$	(1.21	)	$	(1.34	)	$	16.78		13.31	%	$	1,177		1.25	%		1.25	%		1.52	%		1.07	%		42	%
2013		13.93		0.23		2.25			2.48			(0.22	)		(0.12	)		(0.34	)		16.07		18.10			1,230		1.25			1.25			1.52			1.52			39
2012		11.47		0.22		2.41			2.63			(0.17	)		—			(0.17	)		13.93		23.08			709		1.25			1.25			1.53			1.62			48
2011		10.79		0.14		0.66			0.80			(0.12	)		—			(0.12	)		11.47		7.39			52		1.25			1.25			1.53			1.14			71
2010		9.63		0.11		1.17			1.28			(0.12	)		—			(0.12	)		10.79		13.38			37		1.25			1.25			1.54			1.08			53
2009		11.24		0.12		(1.61	)		(1.49	)		(0.12	)		—			(0.12	)		9.63		(13.17	)		17		1.25			1.25			1.55			1.38			126
Global Managed Volatility Fund
Class A
2014**	$	11.00	$	0.07	$	0.83		$	0.90		$	(0.50	)	$	(0.53	)	$	(1.03	)	$	10.87		8.58	%	$	1,576,168		1.11	%		1.11	%		1.28	%		1.36	%		42	%
2013		9.80		0.23		1.22			1.45			(0.25	)		—			(0.25	)		11.00		15.12			1,399,316		1.11			1.11			1.28			2.09			60
2012		8.53		0.20		1.07			1.27			—			—			—			9.80		14.89			928,141		1.11			1.11			1.30			2.19			48
2011		8.21		0.18		0.14			0.32			—			—			—			8.53		3.90			522,646		1.11			1.11			1.29			2.11			68
2010		7.82		0.13		0.29			0.42			(0.03	)(2)		—			(0.03	)		8.21		5.37			330,526		1.11			1.11			1.31			1.62			91
2009		9.07		0.12		(1.37	)		(1.25	)		—			—			—			7.82		(13.78	)		213,773		1.13	(3)		1.13	(3)		1.35			1.59			155
Class I
2014**	$	10.84	$	0.06	$	0.81		$	0.87		$	(0.48	)	$	(0.53	)	$	(1.01	)	$	10.70		8.41	%	$	1,008		1.36	%		1.36	%		1.53	%		1.09	%		42	%
2013		9.66		0.20		1.21			1.41			(0.23	)		—			(0.23	)		10.84		14.91			954		1.36			1.36			1.54			1.85			60
2012		8.44		0.22		1.00			1.22			—			—			—			9.66		14.45			320		1.36			1.36			1.55			2.32			48
2011		8.15		0.15		0.14			0.29			—			—			—			8.44		3.56			21		1.36			1.36			1.54			1.78			68
2010		7.76		0.16		0.25			0.41			(0.02	)(2)		—			(0.02	)		8.15		5.32			64		1.36			1.36			1.57			2.00			91
2009		9.02		0.11		(1.37	)		(1.26	)		—			—			—			7.76		(13.97	)		17		1.38	(3)		1.38	(3)		1.62			1.56			155
Tax-Managed Managed Volatility Fund
Class A
2014**	$	12.70	$	0.09	$	1.45		$	1.54		$	(0.13	)	$	(0.51	)	$	(0.64	)	$	13.60		12.44	%	$	707,135		1.00	%		1.00	%		1.27	%		1.38	%		36	%
2013		11.28		0.22		1.75			1.97			(0.22	)		(0.33	)		(0.55	)		12.70		18.24			621,530		1.00			1.00			1.27			1.86			28
2012		9.77		0.18		1.87			2.05			(0.16	)		(0.38	)		(0.54	)		11.28		21.70			442,074		1.00			1.00			1.28			1.71			30
2011		9.24		0.14		0.52			0.66			(0.13	)		—			(0.13	)		9.77		7.13			279,408		1.00			1.00			1.28			1.41			63
2010		8.14		0.12		1.10			1.22			(0.12	)		—			(0.12	)		9.24		15.17			236,402		1.00			1.00			1.29			1.39			28
2009		9.02		0.12		(0.88	)		(0.76	)		(0.12	)		—			(0.12	)		8.14		(8.28	)		172,265		1.00			1.00			1.29			1.69			94
Real Estate Fund
Class A
2014**	$	15.42	$	0.15	$	1.21		$	1.36		$	(0.17	)	$	—		$	(0.17	)	$	16.61		8.93	%	$	218,556		1.14	%		1.14	%		1.28	%		1.95	%		27	%
2013		14.97		0.14		0.50			0.64			(0.19	)		—			(0.19	)		15.42		4.30			207,876		1.14			1.14			1.27			0.91			74
2012		11.67		0.08		3.34			3.42			(0.12	)		—			(0.12	)		14.97		29.44			191,484		1.14			1.14			1.28			0.55			68
2011		11.58		0.04		0.25			0.29			(0.20	)		—			(0.20	)		11.67		2.41			142,538		1.14			1.14			1.28			0.33			83
2010		9.42		0.05		2.46			2.51			(0.35	)(10)		—			(0.35	)		11.58		27.37			220,866		1.14			1.15			1.29			0.50			69
2009		13.73		0.16		(4.18	)		(4.02	)		(0.29	)(2)		—			(0.29	)		9.42		(28.69	)		221,228		1.14			1.15			1.29			2.08			97

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 219

Financial Highlights/Consolidated Financial Highlights

For the period ended March 31, 2014 (Unaudited) and the years or periods ended September 30, (unless otherwise indicated)

For a Share Outstanding Throughout the Periods

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income (Loss) to Average Net  Assets			Portfolio Turnover Rate†
Real Estate Fund (continued)
Class I
2014**	$	15.39	$	0.14		$	1.20		$	1.34		$	(0.13	)	$	—		$	(0.13	)	$	16.60		8.77	%	$	551		1.36	%		1.36	%		1.53	%		1.73	%		27	%
2013		14.93		0.10			0.51			0.61			(0.15	)		—			(0.15	)		15.39		4.09			565		1.36			1.36			1.52			0.65			74
2012		11.64		0.05			3.33			3.38			(0.09	)		—			(0.09	)		14.93		29.16			606		1.36			1.36			1.53			0.33			68
2011		11.57		(0.01	)		0.28			0.27			(0.20	)		—			(0.20	)		11.64		2.19			445		1.36			1.36			1.53			(0.07	)		83
2010		9.41		—	*		2.49			2.49			(0.33	)(10)		—			(0.33	)		11.57		27.12			306		1.36			1.37			1.54			0.00			69
2009		13.72		0.09			(4.12	)		(4.03	)		(0.28	)(2)		—			(0.28	)		9.41		(28.83	)		132		1.36			1.37			1.55			1.26			97
Enhanced Income Fund
Class A
2014**	$	7.61	$	0.07		$	0.02		$	0.09		$	(0.10	)	$	—		$	(0.10	)	$	7.60		1.26	%	$	227,972		0.60	%		0.60	%		1.05	%		1.77	%		49	%
2013		7.57		0.16			0.03			0.19			(0.15	)		—			(0.15	)		7.61		2.50			194,821		0.60			0.60			1.05			2.08			170
2012		7.36		0.18			0.20			0.38			(0.17	)		—			(0.17	)		7.57		5.30			161,037		0.60			0.60			1.05			2.41			198
2011		7.46		0.20			(0.14	)		0.06			(0.16	)		—			(0.16	)		7.36		0.83			158,936		0.60			0.60			1.05			2.61			174
2010		7.21		0.18			0.30			0.48			(0.23	)		—			(0.23	)		7.46		6.78			137,223		0.60			0.60			1.06			2.45			77
2009		8.21		0.29			(1.09	)		(0.80	)		(0.20	)		—			(0.20	)		7.21		(9.56	)		233,747		0.60			0.60			1.06			4.30			132
Class I
2014**	$	7.59	$	0.06		$	0.03		$	0.09		$	(0.09	)	$	—		$	(0.09	)	$	7.59		1.20	%	$	356		0.85	%		0.85	%		1.30	%		1.52	%		49	%
2013		7.56		0.14			0.02			0.16			(0.13	)		—			(0.13	)		7.59		2.17			368		0.85			0.85			1.30			1.85			170
2012		7.36		0.15			0.21			0.36			(0.16	)		—			(0.16	)		7.56		4.93			69		0.85			0.85			1.30			2.11			198
2011		7.45		0.18			(0.12	)		0.06			(0.15	)		—			(0.15	)		7.36		0.72			19		0.85			0.85			1.30			2.36			174
2010		7.20		0.16			0.29			0.45			(0.20	)		—			(0.20	)		7.45		6.35			16		0.85			0.85			1.33			2.21			77
2009		8.20		0.25			(1.06	)		(0.81	)		(0.19	)		—			(0.19	)		7.20		(9.79	)		45		0.85			0.85			1.31			3.73			132
Core Fixed Income Fund
Class A
2014**	$	11.20	$	0.15		$	0.12		$	0.27		$	(0.15	)	$	—		$	(0.15	)	$	11.32		2.44	%	$	1,959,734		0.67	%		0.67	%		0.85	%		2.66	%		181	%
2013		11.64		0.30			(0.42	)		(0.12	)		(0.32	)		—			(0.32	)		11.20		(1.09	)		1,904,623		0.67			0.67			0.85			2.57			342
2012		11.14		0.33			0.61			0.94			(0.35	)		(0.09	)		(0.44	)		11.64		8.67			2,172,794		0.67			0.67			0.85			2.93			349
2011		10.93		0.36			0.22			0.58			(0.37	)		—			(0.37	)		11.14		5.43			2,185,135		0.71	(4)		0.71	(4)		0.89	(4)		3.25			473
2010		9.98		0.44			0.95			1.39			(0.44	)		—			(0.44	)		10.93		14.25			2,335,314		0.67			0.67			0.85			4.20			283
2009		9.37		0.50			0.62			1.12			(0.51	)		—			(0.51	)		9.98		12.55			2,450,746		0.67			0.67			0.86			5.42			329
Class I
2014**	$	11.19	$	0.14		$	0.13		$	0.27		$	(0.14	)	$	—		$	(0.14	)	$	11.32		2.42	%	$	10,883		0.89	%		0.89	%		1.10	%		2.44	%		181	%
2013		11.63		0.27			(0.42	)		(0.15	)		(0.29	)		—			(0.29	)		11.19		(1.31	)		14,128		0.89			0.89			1.10			2.34			342
2012		11.13		0.31			0.61			0.92			(0.33	)		(0.09	)		(0.42	)		11.63		8.44			14,944		0.89			0.89			1.10			2.71			349
2011		10.92		0.33			0.23			0.56			(0.35	)		—			(0.35	)		11.13		5.20			15,701		0.93	(4)		0.93	(4)		1.14	(4)		3.03			473
2010		9.97		0.41			0.96			1.37			(0.42	)		—			(0.42	)		10.92		14.01			17,445		0.89			0.89			1.10			3.96			283
2009		9.36		0.48			0.62			1.10			(0.49	)		—			(0.49	)		9.97		12.32			13,658		0.89			0.89			1.11			5.21			329
U.S. Fixed Income Fund
Class A
2014**	$	10.15	$	0.10		$	0.07		$	0.17		$	(0.10	)	$	—		$	(0.10	)	$	10.22		1.73	%	$	1,047,770		0.66	%		0.66	%		0.86	%		2.00	%		184	%
2013		10.84		0.19			(0.36	)		(0.17	)		(0.21	)		(0.31	)		(0.52	)		10.15		(1.61	)		1,022,233		0.66			0.66			0.86			1.85			319
2012		10.70		0.25			0.44			0.69			(0.27	)		(0.28	)		(0.55	)		10.84		6.68			898,450		0.66			0.66			0.87			2.34			322
2011		10.81		0.30			0.26			0.56			(0.32	)		(0.35	)		(0.67	)		10.70		5.43			972,449		0.66			0.66			0.87			2.85			337
2010		10.28		0.33			0.60			0.93			(0.36	)		(0.04	)		(0.40	)		10.81		9.22			877,709		0.66			0.66			0.86			3.12			299
2009(7)		10.00		0.08			0.27			0.35			(0.07	)		—			(0.07	)		10.28		3.55			677,723		0.66			0.66			0.87			3.23			51
High Yield Bond Fund
Class A
2014**	$	7.68	$	0.22		$	0.22		$	0.44		$	(0.22	)	$	(0.04	)	$	(0.26	)	$	7.86		5.81	%	$	2,109,519		0.89	%		0.89	%		1.12	%		5.62	%		29	%
2013		7.59		0.48			0.07			0.55			(0.46	)		—			(0.46	)		7.68		7.39			1,989,355		0.89			0.89			1.12			6.13			74
2012		6.92		0.53			0.68			1.21			(0.51	)		(0.03	)		(0.54	)		7.59		18.04			1,752,357		0.89			0.89			1.12			7.23			65
2011		7.27		0.55			(0.32	)		0.23			(0.54	)		(0.04	)		(0.58	)		6.92		2.96			1,316,158		0.89			0.89			1.13			7.38			82
2010		6.52		0.64			0.74			1.38			(0.61	)		(0.02	)		(0.63	)		7.27		21.98			1,503,070		0.89			0.89			1.13			9.22			113
2009		6.57		0.60			(0.02	)		0.58			(0.56	)		(0.07	)		(0.63	)		6.52		11.88			1,289,964		0.89			0.89			1.15			11.03			98
Class I
2014**	$	7.49	$	0.20		$	0.22		$	0.42		$	(0.20	)	$	(0.04	)	$	(0.24	)	$	7.67		5.72	%	$	37,193		1.11	%		1.11	%		1.37	%		5.40	%		29	%
2013		7.40		0.45			0.07			0.52			(0.43	)		—			(0.43	)		7.49		7.19			38,849		1.11			1.11			1.38			6.07			74
2012		6.82		0.50			0.59			1.09			(0.48	)		(0.03	)		(0.51	)		7.40		16.54			14,161		1.11			1.11			1.38			6.91			65
2011		7.28		0.53			(0.42	)		0.11			(0.53	)		(0.04	)		(0.57	)		6.82		1.19			915		1.11			1.11			1.37			7.06			82
2010		6.53		0.63			0.74			1.37			(0.60	)		(0.02	)		(0.62	)		7.28		21.76			1,846		1.11			1.11			1.40			8.96			113
2009		6.58		0.58			(0.01	)		0.57			(0.55	)		(0.07	)		(0.62	)		6.53		11.65			200		1.11			1.11			1.40			10.45			98

220 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	Net Asset Value, Beginning of Period		Net Investment Income (Loss)(1)			Net Realized and Unrealized Gains (Losses)  on Securities(1)			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends, Distributions and Return of Capital			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly)			Ratio of Expenses to Average Net  Assets (Excluding Fees Paid Indirectly and Waivers)			Ratio of Net Investment Income (Loss) to Average Net  Assets			Portfolio Turnover Rate†
Real Return Fund
Class A
2014**	$	10.19	$	(0.06	)	$	0.03		$	(0.03	)	$	—		$	(0.04	)	$	(0.04	)	$	10.12		(0.28	)%	$	289,810		0.45	%		0.45	%		0.85	%		(1.10	)%		11	%
2013		10.67		0.05			(0.23	)		(0.18	)		(0.06	)		(0.24	)		(0.30	)		10.19		(1.72	)		308,821		0.45			0.45			0.84			0.48			72
2012		10.60		0.05			0.23			0.28			(0.14	)		(0.07	)		(0.21	)		10.67		2.66			283,646		0.45			0.45			0.85			0.48			137
2011		10.51		0.33			0.13			0.46			(0.27	)		(0.10	)		(0.37	)		10.60		4.51			373,560		0.45			0.45			0.85			3.06			77
2010		10.19		0.12			0.40			0.52			(0.19	)		(0.01	)		(0.20	)		10.51		5.20			240,925		0.45			0.45			0.86			1.18			94
2009(7)		10.00		0.10			0.09			0.19			—			—			—			10.19		1.90			83,568		0.45			0.45			0.88			4.11			23
Multi-Strategy Alternative Fund
Class A
2014**	$	9.79	$	0.04		$	0.33		$	0.37		$	(0.08	)	$	—		$	(0.08	)	$	10.08		3.76	%	$	466,144		0.69	%(17)		0.69	%(17)		2.19	%(18)		0.88	%		44	%
2013		9.62		0.07			0.15			0.22			(0.05	)		—			(0.05	)		9.79		2.33			426,733		0.73	(16)		0.73	(16)		2.22	(16)		0.71			139
2012		9.57		0.07			0.17			0.24			(0.19	)		—			(0.19	)		9.62		2.50			334,914		0.65	(11)		0.65	(11)		2.15	(11)		0.68			44
2011		9.93		0.20			(0.41	)		(0.21	)		(0.15	)		—			(0.15	)		9.57		(2.16	)		292,006		0.50			0.50			2.13			1.76			25
2010(6)		10.00		(0.02	)		(0.05	)		(0.07	)		—			—			—			9.93		(0.70	)		191,055		0.50			0.50			2.19			(0.42	)		49
Multi-Asset Accumulation Fund
Class A
2014**	$	10.30	$	(0.05	)	$	0.55		$	0.50		$	—	*	$	(0.32	)	$	(0.32	)	$	10.48		5.01	%	$	1,637,023		1.17	%		1.17	%		1.45	%		(1.01	)%		54	%
2013		10.51		(0.05	)		0.17			0.12			(0.01	)		(0.32	)		(0.33	)		10.30		1.12			1,414,563		1.17			1.17			1.37			(0.52	)		104
2012(8)		10.00		(0.02	)		0.57			0.55			(0.04	)		—			(0.04	)		10.51		5.51			959,727		1.17			1.17			1.39			(0.46	)		38
Multi-Asset Income Fund
Class A
2014**	$	10.60	$	0.26		$	0.28		$	0.54		$	(0.25	)	$	(0.17	)	$	(0.42	)	$	10.72		5.23	%	$	312,813		0.85	%(18)		0.85	%(18)		1.27	%(19)		4.86	%		36	%
2013		10.35		0.67			0.17	††		0.84			(0.52	)		(0.07	)		(0.59	)		10.60		8.24			230,356		0.98	(18)		0.98	(18)		1.40	(19)		6.22			89
2012(8)		10.00		0.23			0.30			0.53			(0.18	)		—			(0.18	)		10.35		5.37			84,499		0.89	(12)		0.89	(12)		1.36	(12)		4.88			25
Multi-Asset Inflation Managed Fund
Class A
2014**	$	9.42	$	—	*	$	0.04		$	0.04		$	—		$	—		$	—		$	9.46		0.42	%	$	830,379		0.96	%(14)		0.96	%(14)		1.23	%(14)		0.05	%		60	%
2013		10.10		0.06			(0.69	)		(0.63	)		(0.04	)		(0.01	)		(0.05	)		9.42		(6.27	)		766,368		0.93	(14)		0.93	(14)		1.20	(14)		0.59			61
2012(8)		10.00		0.02			0.13			0.15			(0.05	)(13)		—			(0.05	)		10.10		1.54			540,255		0.93	(15)		0.93	(15)		1.22	(15)		0.47			19
Multi-Asset Capital Stability Fund
Class A
2014**	$	9.94	$	(0.01	)	$	0.11		$	0.10		$	—		$	(0.02	)	$	(0.02	)	$	10.02		1.05	%	$	501,175		0.62	%		0.62	%		1.02	%		(0.26	)%		149	%
2013		10.14		(0.02	)		(0.10	)		(0.12	)		(0.01	)		(0.07	)		(0.08	)		9.94		(1.23	)		486,926		0.62			0.62			1.02			(0.22	)		410
2012(8)		10.00		(0.01	)		0.15			0.14			—	*		—			—	*		10.14		1.40			347,861		0.62			0.62			1.02			(0.29	)		180

† Returns and turnover rates are for the period indicated and have not been annualized.

†† The amount shown for a share outstanding throughout the period does not accord with the aggregate net gains on investments for the period because of the sales and repurchases of Fund shares in relation to fluctuating market value of the investments of the Fund.

* Amount represents less than $0.01.

** For the six month period ended March 31, 2014. All ratios for the period have been annualized.

(1) Per share net investment income and net realized and unrealized gains/(losses) calculated using average shares.

(2) Includes return of capital of less than $0.01.

(3) The expense ratios include overdraft fees. Had these fees been excluded the ratios would have been 1.11% and 1.36% for Class A and Class I, respectively.

(4) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.67%, 0.67% and 0.85% for Class A and 0.89%, 0.89% and 1.10% for Class I, respectively.

(5) The amount shown for the year ended September 30, 2011, for a share outstanding throughout the period does not accord with the aggregate net gains on investments for that period because of the sales and repurchase of Fund shares in relation to fluctuating market value of the investments of the Fund.

(6) Commenced operations on March 31, 2010. All ratios for the period have been annualized.

(7) Commenced operations on July 2, 2009. All ratios for the period have been annualized.

(8) Commenced operations on April 9, 2012. All ratios for the period have been annualized.

(9) Commenced operations on October 1, 2009. All ratios for the period have been annualized.

(10) Includes return of capital of $0.10.

(11) The expense ratio includes dividend expense. Had this expense been excluded the ratios would have been 0.63%, 0.63% and 2.13%.

(12) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.76%, 0.76% and 1.23%.

(13) Includes return of capital of $0.04.

(14) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.90%, 0.90% and 1.17%.

(15) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.90%, 0.90% and 1.19%.

(16) The expense ratio includes dividend expense and other expenses outside of the cap. Had this expense been excluded the ratios would have been 0.60%, 0.60% and 2.09%.

(17) The expense ratio includes dividend expense and other expenses outside the cap. Had this expense been excluded the ratios would have been 0.63%, 0.63% and 2.13%.

(18) The expense ratio includes interest expense. Had this expense been excluded the ratios would have been 0.80%, 0.80% and 1.22%.

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

The accompanying notes are an integral part of the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 221

Notes to Financial Statements/Consolidated Notes to Financial Statements(Unaudited)

March 31, 2014

1. ORGANIZATION

SEI Institutional Managed Trust (the “Trust”) is organized as a Massachusetts business trust under a Declaration of Trust dated October 20, 1986.

The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 25 funds: Large Cap, Large Cap Value, Large Cap Growth, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, U.S. Fixed Income, High Yield Bond, Real Return, Prime Obligation, Multi-Strategy Alternative, Multi-Asset Accumulation, Multi-Asset Income, Multi-Asset Inflation Managed and Multi-Asset Capital Stability Funds (each a “Fund,” collectively the “Funds”) each of which are diversified Funds, with the exception of the Real Estate, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds.

The Accumulation Commodity Strategy Subsidiary, Ltd. and Inflation Commodity Strategy Subsidiary, Ltd. are both wholly-owned subsidiaries of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, respectively, (each a “Subsidiary”, collectively the “Subsidiaries”). Each Subsidiary is organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds and their respective subsidiaries have been consolidated in the Consolidated Schedule of Investments, Consolidated Statement of Assets and Liabilities, Consolidated Statement of Operations, Consolidated Statement of Changes in Net Assets and Consolidated Statement of Cash Flows.

The Trust is registered to offer: Class A shares of the Funds; Class E shares of the S&P 500 Fund; Class I shares of the Large Cap, Large Cap Value, Large Cap Growth, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Mid-Cap, U.S. Managed Volatility, Global Managed Volatility, Real Estate, Enhanced Income, Core Fixed Income, U.S. Fixed Income, High Yield Bond and Real Return Funds; and Class Y shares of the Tax-Managed Large Cap Fund. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. The Funds’ prospectuses provide a description of each Fund’s investment objective and its principal strategies and risks.

As of March 31, 2014, the Prime Obligation Fund has not yet commenced operations.

2. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of the significant accounting policies followed by the Funds.

Use of Estimates — The preparation of financial statements, in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of increases and decreases

in net assets from operations during the reporting period. Actual results could differ from those estimates.

Security Valuation — Securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (except for securities traded on NASDAQ) are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded, or, if there is no such reported sale, at the most recent quoted bid price. For securities traded on NASDAQ, the NASDAQ Official Closing Price will be used. If available, debt securities are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, or other methodologies designed to identify the market value for such securities. Debt obligations with remaining maturities of sixty days or less may be valued at their amortized cost, which approximates market value. Prices for most securities held in the Funds are provided daily by recognized independent pricing agents. SEI Investments Management Corporation (“SIMC”) or a Sub-Adviser, as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing service’s prices will be reliable. SIMC or a Sub-Adviser, as applicable, continuously monitors the reliability of prices obtained from any pricing service and will notify the Funds’ administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds’ administrator, in turn, will notify the Trust’s Fair Value Committee (the “Committee”) if it receives such notification from SIMC or a Sub-Adviser, as applicable, or if the Funds’ administrator reasonably believes that a particular pricing service is no longer a reliable source for prices. If a security price cannot be obtained from an independent, third-party pricing agent, the Funds seek to obtain a bid price from at least one independent broker.

Securities for which market prices are not “readily available” are determined to be unreliable or cannot be valued using methodologies described above are valued in accordance with Fair Value Procedures established by the Trust’s Board of Trustees. The Trust’s Fair Value Procedures are implemented through the Committee designated by the Trust’s Board of Trustees. The Committee is currently composed of two members of the Board of Trustees, as well as representatives from SIMC and its affiliates. The Committee provides regular reports to the Board concerning investments for which market prices are not readily available or may be unreliable. Some of the more common reasons that may necessitate that a security be valued using Fair Value Procedures include: the security’s trading has been halted or suspended; the security has been de-listed from a national exchange; the security’s primary trading market is temporarily closed at a time when, under normal conditions, it would be open; or the security’s primary pricing source is not able or willing to provide a price. When a security is valued in accordance with the Fair Value Procedures, the Committee will determine the value after taking into consideration relevant information reasonably available to the Committee. Examples of factors the Committee may consider are: (i) the facts giving rise to the need to fair value; (ii) the last trade price; (iii) the performance of

222 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

the market or the issuer’s industry; (iv) the liquidity of the security; (v) the size of the holding in a Fund; or (vi) any other appropriate information. The determination of a security’s fair value price often involves the consideration of a number of subjective factors and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security’s value would be if a reliable market quotation for the security was readily available.

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security’s last trade and the time at which a Fund calculates its net asset value. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates net asset value if an event that could materially affect the value of those securities (a “Significant Event”) has occurred between the time of the security’s last close and the time that a Fund calculates net asset value. A Significant Event may relate to a single issuer or to an entire market sector. If the adviser or sub-adviser of a Fund becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which a Fund calculates net asset value, it may request that a Committee meeting be called. In addition, the Trust’s administrator monitors price movements among certain selected indices, securities and/or baskets of securities that may be an indicator that the closing prices received earlier from foreign exchanges or markets may not reflect market value at the time a Fund calculates net asset value. If price movements in a monitored index or security exceed levels established by the administrator, the administrator notifies the adviser or sub-adviser for any Fund holding the relevant securities that such limits have been exceeded. In such event, the adviser or sub-adviser makes the determination whether a Committee meeting should be called based on the information provided.

The Global Managed Volatility Fund also uses a third-party fair valuation vendor. The vendor provides a fair value for foreign securities held by the Fund based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security). Values from the fair value vendor are applied in the event that there is a movement in the U.S. market that exceeds a specific threshold that has been established by the Committee. The Committee has also established a “confidence interval” which is used to determine the level of historical correlation between the value of a specific foreign security and movements in the U.S. market before a particular security will be fair valued when the threshold is exceeded. In the event that the threshold established by the Committee is exceeded on a specific day, the Global Managed Volatility Fund will value the non-U.S. securities in its portfolio that exceed the applicable “confidence interval” based upon the adjusted prices provided by the fair valuation vendor.

Options and warrants for which the primary market is a national securities exchange are valued at the last sale price on the exchange on which they are traded, or, in the absence of any sale, at the closing

bid price. Options and warrants not traded on a national securities exchange are valued at the last quoted bid price.

The assets of the Multi-Strategy Alternative Fund consist primarily of investments in underlying registered investment companies, which are valued at their respective daily net assets in accordance with pricing procedures approved by their respective Boards.

In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three-tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1 — quoted prices in active markets for identical investments

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.)

Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the NYSE. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 223

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

but may be Level 3 depending on the circumstances. For certain collateralized debt obligations, corporate obligations, mortgage backed securities, auction rate preferred securities and loan participations where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

The valuation techniques used by the Funds to measure fair value during the six month period ended March 31, 2014, maximized the use of observable inputs and minimized the use of unobservable inputs.

For the six month period ended March 31, 2014, there have been no significant changes to the Trust’s fair valuation methodologies.

The following table summarizes the quantitative inputs and assumptions used for items categorized as recurring Level 3 assets as of March 31, 2014. The disclosures below also include qualitative information on the sensitivity of the fair value measurements to changes in the significant unobservable inputs.

Multi-Asset Income Fund

Assets	Fair Value (in Thousands) at March 31, 2014		Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
Collateralized loan obligations	$	14,491	Option Adjusted Spread off 2/28/2014 broker quote	Indicative Quote	227L-783L
		1,457	Option Adjusted Spread off 3/20/2014 trade price	Trade Price	693L
		980	Option Adjusted Spread off 3/5/2014 trade price	Trade Price	320L
		1,391	Option Adjusted Spread off late 2/28/2014 broker price	Indicative Quote	331L-449L
Total Collateralized Debt Obligations		18,319
Asset-Backed		4,722	Option Adjusted Spread off 2/28/2014 broker quote	Indicative Quote	268L-549L
		433	Option Adjusted Spread off late 2/28/2014 broker price	Indicative Quote	561L
Total Asset-Backed		5,155
Corporate Obligations		41	1/31/2014 trade price	Trade Price	100
		466	Option Adjusted Spread off 1/31/2014 trade price	Trade Price	354L
Total Corporate Obligations		507
Loan Participations		5,003	2/28/2014 late broker price	Indicative Quote	101
		940	2/28/2014 single broker quote	Indicative Quote	100.75
		2,876	Monthly model price	Indicative Quote	98-100.25
		3,007	Option Adjusted Spread off 2/28/2014 broker quote	Indicative Quote	238L
Total Loan Participations		11,826

The unobservable inputs used to determine fair value of reoccurring Level 3 assets may have similar or diverging impacts on valuation. Significant increases and decreases in these inputs in isolation and interrelationships between those inputs could result in significantly higher or lower fair value measurement.

Security Transactions and Investment Income — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income is recognized on the ex-dividend date, and interest income is recognized using the accrual basis of accounting. Income from payment-in-kind securities is recorded daily based on the effective interest method of accrual.

Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components of distributions received that may be considered nontaxable distributions or capital gain distributions.

Amortization and accretion is calculated using the scientific interest method, which approximates the effective interest method over the holding period of the security, which is not materially different from the effective interest method. Amortization of premiums and discounts is included in interest income.

Repurchase Agreements — Securities pledged as collateral for repurchase agreements are held by each Fund’s custodian bank until the repurchase date of the repurchase agreement. The Funds may also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker’s custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase

224 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

agreements and the Trust’s policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited.

Reverse Repurchase Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may issue reverse repurchase agreements. A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. The segregated assets may consist of cash, U.S. Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund’s use of the proceeds under the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities. Reverse repurchase agreements outstanding as of March 31, 2014 were as follows:

MULTI-ASSET INCOME FUND

Principal Amount ($ Thousands)		Counterparty	Value ($ Thousands)
	$(8,446)	Credit Suisse 0.65%	$	(8,446	)
	(7,435)	Credit Suisse 0.65%		(7,435	)
	(2,578)	Barclays, 0.75%		(2,578	)
	(2,509)	Credit Suisse 0.75%		(2,509	)
	(1,670)	Barclays, 0.75%		(1,670	)
	(1,618)	Barclays, 0.75%		(1,618	)
	(1,542)	Barclays, 0.58%		(1,542	)
	(1,516)	Barclays, 0.70%		(1,516	)
	(1,188)	Barclays, 0.90%		(1,188	)
	(1,106)	Barclays, 0.70%		(1,106	)
	(890)	Barclays, 0.90%		(890	)
	(738)	Credit Suisse 0.45%		(738	)
	(296)	Bank of America, 1.83%		(296	)
			$	(31,532	)

MULTI-ASSET INFLATION MANAGED FUND

Principal Amount ($ Thousands)		Counterparty	Value ($ Thousands)
	$(39,367)	Barclays, 0.13%	$	(39,367	)
	(24,650)	Bank of America, 0.11%		(24,650	)
	(19,742)	Barclays, 0.12%		(19,742	)
	(13,929)	Barclays, 0.07%		(13,929	)
	(12,650)	Bank of America, 0.08%		(12,650	)
	(11,989)	Barclays, 0.06%		(11,989	)
	(9,924)	Barclays, 0.07%		(9,924	)
	(7,445)	Barclays, 0.13%		(7,445	)
	(6,971)	Barclays, 0.06%		(6,971	)
	(6,918)	Bank of America, 0.11%		(6,918	)
	(5,090)	Bank of America, 0.08%		(5,090	)
			$	(158,675	)

Classes — Class-specific expenses are borne by that class of shares. Income, realized and unrealized gains/losses and non class-specific expenses are allocated to the respective class on the basis of relative daily net assets.

Expenses — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative daily net assets.

Commodity-Linked Investments — To the extent consistent with its Investment Objective and Strategies, the Multi-Asset Accumulation Fund and the Multi-Asset Inflation Managed Fund may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of investment vehicles or instruments that provide returns that are tied to commodities or commodity indices. The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds may also invest in equity securities of issuers in commodity-related industries.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. The Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. The Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.

In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund must derive at least 90% of its gross income each taxable year from qualifying income. The status of certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Multi-Asset Accumulation and the Multi-Asset Inflation Managed Funds invests in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).

Foreign Currency Translation — The books and records of the Funds are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments in equity securities that is due to changes in the foreign exchange rates from that which is due to changes in market prices of equity securities.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 225

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

Forward Foreign Currency Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund’s returns. All commitments are “marked-to-market” daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. The Funds realize gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.

The Funds could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of March 31, 2014, if applicable.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund’s returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of March 31, 2014, if applicable.

Options/Swaptions Writing/Purchasing — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing fund securities or to enhance the Fund’s returns. When a Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss on investment transactions.

The risk in writing a call option/swaption is that the Funds give up the opportunity for profit if the market price of the security increases. The risk in writing a put option/swaption is that the Funds may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is that the Funds pay a premium whether or not the option/swaption is exercised. The Funds also have the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of March 31, 2014, if applicable.

Securities Sold Short — To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, the Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, unlimited in size, will be recognized upon the close of a short sale.

226 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Until a Fund closes its short position or replaces the borrowed security, the Fund will: (i) earmark on the books of the Fund or place in a segregated account cash or liquid securities at such a level that the amount earmarked or deposited in the segregated account plus the amount deposited with the broker as collateral will equal the current value of the security sold short; or (ii) otherwise “cover” the Fund’s short position as required by the 1940 Act. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments for details regarding securities sold short as of March 31, 2014, if applicable.

Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to synthetically obtain exposure to securities or baskets of securities and to manage a Fund’s interest rate duration and yield curve exposure. Swap contracts may also be used to mitigate a Fund’s overall level of risk and/or a Fund’s risk to particular types of securities, currencies or market segments. Interest rate swaps may further be used to manage a Fund’s yield spread sensitivity. A Fund may buy credit default swaps in an attempt to manage credit risk where a Fund has credit exposure to an issuer, and a Fund may sell credit default swaps to more efficiently gain credit exposure to a security or basket of securities. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter market (“OTC swaps”) or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“Centrally Cleared swaps”). Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Interest rate swaps involve the exchange by a Fund with another party of their respective

commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal to manage a Fund’s exposure to interest rates. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at period end, if any, are listed after a Fund’s portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations or Consolidated Statement of Operations. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate (“variation margin”) on the Statements of Assets and Liabilities.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. See Note 3 for further details. Refer to each Fund’s Schedule of Investments, Summary Schedule of Investments or Consolidated Schedule of Investments. for details regarding open swap agreements as of March 31, 2014, if applicable.

Delayed Delivery Transactions — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed delivery purchases are outstanding, the Fund will set aside liquid assets in an amount sufficient to meet the purchase price. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Fund may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on a delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 227

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. CDOs may charge management fees and administrative expenses.

For CDOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may

exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Illiquid Securities — A security is considered illiquid if it cannot be sold or disposed of in the ordinary course of business within seven days or less for its approximate carrying value on the books of a Fund. Valuations of illiquid securities may differ significantly from the values that would have been used had an active market value for these securities existed.

Restricted Securities — At March 31, 2014, the following Funds owned private placement investments that were purchased through private offerings or acquired through initial public offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board of Trustees. The acquisition dates of these investments, the enforceable right to acquire these securities, along with their cost and values at March 31, 2014, were as follows:

	Number of Shares/ Face Amount ($ Thousands)		Acquisition Date		Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)		% of Net Assets
Small Cap Growth Fund
Value Creation		145,600		08/10/06		08/10/06	$	1,491	$	69		0.02	%
Enhanced Income
JHT Holding, 2nd Lien		53,024		12/16/2008		12/16/2008	$	53	$	17		0.02	%
High Yield Bond Fund
Aventine (Escrow Security)	$	2,750		04/21/10		04/21/10	$	—	$	1		0.00	%
CUI Acquisition Warrants		47,444		09/06/11		09/06/11		4,033		480		0.02
CUI Acquisition Warrants Cl J		1		09/06/11		09/06/11		—		90		0.01
Momentive Performance Materials PIK		2,334,033		12/07/40		12/07/10		2,236		438		0.02
United Air Lines		271,969		10/30/06		10/30/06		190		71		0.01
VSS AHC, Cl A		27,106		10/08/09		10/08/09		485		320		0.01
							$	6,944	$	1,400		0.07	%

CI — Class

PIK — Payment-In-Kind

228 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Dividends and Distributions to Shareholders — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Value, Large Cap Growth, Tax-Managed Large Cap, S&P 500 Index, Small Cap, Small Cap Value, Small Cap Growth, Tax-Managed Small/Mid Cap, Mid-Cap, U.S. Managed Volatility, Tax-Managed Managed Volatility, Real Estate, Enhanced Income, Real Return, Multi-Strategy Alternative, Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds; are declared and paid annually for the Global Managed Volatility Fund; are declared daily and paid monthly for the Core Fixed Income, U.S. Fixed Income, High Yield Bond, the Multi-Asset Income and Multi-Asset Capital Stability Funds. Any net realized capital gains on sales of securities are distributed to shareholders at least annually. Dividends and distributions are recorded on the ex-dividend date.

Investments in Real Estate Investment Trust — With respect to the Real Estate Fund, dividend income is recorded based on the income included in distributions received from the Real Estate Investment Trust (“REIT”) investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year-end, and may differ from the estimated amounts.

Investment in Subsidiary — Each of the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds may invest in its own Subsidiary. By investing in a Subsidiary, each Fund is indirectly exposed to the risks associated with such Subsidiary’s investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds, as investors in their respective Subsidiary, will not have all of the protections offered to investors in registered investment companies.

However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely that a Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors (“Board”) that is responsible for overseeing the operations of such Subsidiary, the respective Fund’s Board has oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund’s role as the sole shareholder of such Subsidiary. It is not currently expected that shares of any Subsidiary will be sold or offered to investors other than the respective Fund.

Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Funds

and the Subsidiaries, respectively, are organized, could result in the inability of a Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Funds and their shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.

Redemption Fees — The Funds charge a redemption fee based on a redemption, or a series of redemptions from a single identifiable source that in the aggregate exceed a specified dollar threshold within any thirty day period, as presented below:

	Dollar Threshold ($Thousands)		Redemption Fee
Large Cap Fund	$	50,000		0.50	%
Large Cap Value Fund		50,000		0.50
Large Cap Growth Fund		50,000		0.50
Tax-Managed Large Cap Fund		50,000		0.50
S&P 500 Index Fund		50,000		0.15
Small Cap Fund		25,000		1.00
Small Cap Value Fund		25,000		1.00
Small Cap Growth Fund		25,000		1.00
Tax-Managed Small/Mid Cap Fund		25,000		1.00
Mid-Cap Fund		10,000		0.75
U.S. Managed Volatility Fund		25,000		0.50
Global Managed Volatility Fund		25,000		0.75
Tax-Managed Managed Volatility Fund		25,000		0.50
Real Estate Fund		10,000		1.00
Enhanced Income Fund		10,000		0.75
Core Fixed Income Fund		50,000		0.60
U.S. Fixed Income Fund		50,000		0.60
High Yield Bond Fund		25,000		1.00
Real Return Fund		10,000		0.25
Multi-Strategy Alternative Fund		25,000		0.25
Multi-Asset Accumulation Fund		25,000		0.75
Multi-Asset Income Fund		25,000		0.50
Multi-Asset Inflation Managed Fund		25,000		0.75
Multi-Asset Capital Stability Fund		10,000		0.25

For the period ended March 31, 2014, the Funds did not charge any redemption fees. Such fees, if any, are retained by the Funds for the benefit of the remaining shareholders.

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a “basket” of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 229

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down.

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.

If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the

referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.

Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements (“ISDA Master Agreements”). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.

As of March 31, 2014, the High Yield Bond Fund and Multi-Asset Inflation Managed Fund are the buyers (“receiving protection”) on a total notional amount of $17.9 million and $11.5 million, respectively. As of March 31, 2014, the Core Fixed Income Fund, Multi-Asset Inflation Managed Fund and Multi-Asset Capital Stability Fund are the sellers (“providing protection”) on a total notional amount of $3.1 million, $1.3 million and $44.6 million respectively. The notional amounts of the swaps are not recorded in the financial statements. The notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event was to occur. Those credit default swaps (“CDS”) for which the Fund is providing protection at the balance sheet date are summarized as follows:

CORE FIXED INCOME FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS				CDS ON AN INDEX
REFERENCE ASSET	CORP US$		SOVEREIGN US$		ABS US$		CORP US$		Total
Fair value of written credit derivatives	$	18,335		—		—		—	$	18,335
Maximum potential amount of future payments	$	3,080,000		—		—		—	$	3,080,000
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1		—		—		—		—		—
Collateral held that the Fund can obtain upon occurrence of triggering event		—		—		—		—		—

MULTI-ASSET INFLATION MANAGED FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS					CDS ON AN INDEX
REFERENCE ASSET	CORP US$			SOVEREIGN US$		ABS US$		CORP US$		Total
Fair value of written credit derivatives	$	(72,889	)		—		—		—	$	(72,889	)
Maximum potential amount of future payments	$	1,258,035			—		—		—	$	1,258,035
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1		—			—		—		—		—
Collateral held that the Fund can obtain upon occurrence of triggering event		—			—		—		—		—

MULTI-ASSET CAPITAL STABILITY FUND WRITTEN CREDIT DERIVATIVE CONTRACTS	SINGLE NAME CDS				CDS ON AN INDEX
REFERENCE ASSET	CORP US$		SOVEREIGN US$		ABS US$		CORP US$			Total
Fair value of written credit derivatives		—		—	$	29,990	$	(2,477,923	)	$	(2,447,933	)
Maximum potential amount of future payments		—		—	$	2,330,000	$	42,296,717		$	44,626,717
Recourse provisions with third parties to recover any amounts paid under the credit derivative (including any purchased credit protection)1		—		—		—		—			—
Collateral held that the Fund can obtain upon occurrence of triggering event		—		—		—		—			—

1 Potential recoveries would include purchased credit derivatives to the extent they offset written credit derivatives which have an identical underlying, or a netting arrangement or credit support annex with the counterparty. There may be other potential recoveries from recourse provisions where agreements cover multiple derivative arrangements but those amounts have not been included.

230 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
CORE FIXED INCOME FUND	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-400		—		—	$	1,590,000	$	1,490,000		—	$	3,080,000
> than 400		—		—		—		—		—		—
Total		—		—	$	1,590,000	$	1,490,000		—	$	3,080,000

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET INFLATION MANAGED FUND	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-200		—		—	$	1,258,035		—		—	$	1,258,035
> than 200		—		—		—		—		—		—
Total		—		—	$	1,258,035		—		—	$	1,258,035

MAXIMUM POTENTIAL AMOUNT OF FUTURE PAYMENTS BY CONTRACT TERM
MULTI-ASSET CAPITAL STABILITY FUND	0-6 MONTHS		6-12 MONTHS		1-5 YEARS		5-10 YEARS		> 10 YEARS		Total
Current credit spread* on underlying (in basis points)
0-200		—		—	$	18,032,611		—		—	$	18,032,611
201-400		—		—		24,264,106		—	$	2,330,000		26,594,106
> than 400		—		—		—		—		—		—
Total		—		—	$	42,296,717		—	$	2,330,000	$	44,626,717

* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.

4. DERIVATIVE TRANSACTIONS

The following tables include only Funds that had exposure to more than one type of risk on derivatives held throughout the period. For Funds that held derivatives throughout the period with only one type of risk exposure, additional information can be found on the Summary Schedule of Investments, Schedule of Investments or Consolidated Schedule of Investments and the Statement of Operations or Consolidated Statement of Operations.

The fair value of derivative instruments as of March 31, 2014 was as follows:

	Asset Derivatives				Liability Derivatives
	For the six month period ended March 31, 2014 ($ Thousands)				For the six month period ended March 31, 2014 ($ Thousands)
	Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value
Derivatives not accounted for as hedging instruments:
Global Managed Volatility Fund
Equity contracts	Net Assets — Unrealized appreciation on futures contracts	$	977	*	Net Assets — Unrealized depreciation on futures contracts	$	68	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		851		Unrealized loss on forward foreign currency contracts		4,732
Total Derivatives not accounted for as hedging instruments		$	1,828			$	4,800
Core Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	876	*	Net Assets — Unrealized depreciation on futures contracts	$	520	*
	Net Assets — Unrealized appreciation on swap contracts		1,386	†	Net Assets — Unrealized depreciation on swap contracts		976	†
	Options purchased, at value		—		Options written, at value		23
	Swaptions purchased, at value		1,189		Swaptions written, at value		280
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		72		Unrealized loss on forward foreign currency contracts		235
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		91	†	Net Assets — Unrealized depreciation on swap contracts		—
Total Derivatives not accounted for as hedging instruments		$	3,614			$	2,034

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 231

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

	Asset Derivatives				Liability Derivatives
	For the six month period ended March 31, 2014 ($ Thousands)				For the six month period ended March 31, 2014 ($ Thousands)
	Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value
U.S. Fixed Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	331	*	Net Assets — Unrealized depreciation on futures contracts	$	384	*
	Net Assets — Unrealized appreciation on swap contracts		166	†	Net Assets — Unrealized depreciation on swap contracts		19	†
	Options purchased, at value		—		Options written, at value		8
Total Derivatives not accounted for as hedging instruments		$	497			$	411
Multi-Asset Accumulation Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	1,165	*	Net Assets — Unrealized depreciation on futures contracts	$	3,163	*
	Net Assets — Unrealized appreciation on swap contracts		86	†	Net Assets — Unrealized depreciation on swap contracts		2,220	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		9,217	*	Net Assets — Unrealized depreciation on futures contracts		1,021	*
	Net Assets — Unrealized appreciation on swap contracts		1,043	†	Net Assets — Unrealized depreciation on swap contracts		—	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		3,117		Unrealized loss on forward foreign currency contracts		1,431
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts		9,905	*	Net Assets — Unrealized depreciation on futures contracts		2,690	*
	Net Assets — Unrealized appreciation on swaps contracts		1,655	†	Net Assets — Unrealized depreciation on swap contracts		670	†
Total Derivatives not accounted for as hedging instruments		$	26,188			$	11,195
Multi-Asset Income Fund
Interest rate contracts	Net Assets — Unrealized appreciation on swap contracts	$	—		Net Assets — Unrealized depreciation on swap contracts	$	82	†
Equity contracts	Options purchased, at value		411		Options written, at value		—
	Net Assets — Unrealized appreciation on swaps contracts		745	†	Net Assets — Unrealized depreciation on swap contracts		9	†
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		62		Unrealized loss on forward foreign currency contracts		—
Total Derivatives not accounted for as hedging instruments		$	1,218			$	91
Multi-Asset Inflation Managed Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	278	*	Net Assets — Unrealized depreciation on futures contracts	$	54	*
	Net Assets — Unrealized appreciation on swap contracts		371	†	Net Assets — Unrealized depreciation on swap contracts		73	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		—		Net Assets — Unrealized depreciation on futures contracts		159	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		141		Unrealized loss on forward foreign currency contracts		557
Commodity contracts	Net Assets — Unrealized appreciation on futures contracts		6,003	*	Net Assets — Unrealized depreciation on futures contracts		2,485	*
	Options purchased, at value		6		Options written, at value		—
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		61	†	Net Assets — Unrealized depreciation on swap contracts		124	†
Total Derivatives not accounted for as hedging instruments		$	6,860			$	3,452

232 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	Asset Derivatives				Liability Derivatives
	For the six month period ended March 31, 2014 ($ Thousands)				For the six month period ended March 31, 2014 ($ Thousands)
	Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value			Statement of Assets and Liabilities/Consolidated Statements of Assets and Liabilities Location	Fair Value
Multi-Asset Capital Stability Fund
Interest rate contracts	Net Assets — Unrealized appreciation on futures contracts	$	773	*	Net Assets — Unrealized depreciation on futures contracts	$	220	*
	Net Assets — Unrealized appreciation on swap contracts		558	†	Net Assets — Unrealized depreciation on swap contracts		36	†
Equity contracts	Net Assets — Unrealized appreciation on futures contracts		1,515	*	Net Assets — Unrealized depreciation on futures contracts		21	*
Foreign exchange contracts	Unrealized gain on forward foreign currency contracts		812		Unrealized loss on forward foreign currency contracts		34
Credit contracts	Net Assets — Unrealized appreciation on swap contracts		446	†	Net Assets — Unrealized depreciation on swap contracts		34	†
Total Derivatives not accounted for as hedging instruments		$	4,104			$	345

* Includes cumulative appreciation/depreciation of futures contracts as reported in the Summary Schedules of Investments, Schedules of Investments on Consolidated Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets and Liabilities.

† Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments or Consolidated Schedule of Investments. Market Value is reported within the Statements of Assets & Liabilities or Consolidated Statements of Assets and Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statement of Operations for the six month period ended March 31, 2014.

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Swaptions			Options			Futures			Forward Currency Contracts			Swaps			Total
Global Managed Volatility Fund
Equity contracts	$	—		$	—		$	3,944		$	—		$	—		$	3,944
Foreign exchange contracts		—			—			—			8,227			—			8,227
Total	$	—		$	—		$	3,944		$	8,227		$	—		$	12,171
Core Fixed Income Fund
Interest rate contracts	$	(21	)	$	(105	)	$	(242	)	$	—		$	(68	)	$	(436	)
Foreign exchange contracts		—			—			—			(296	)		—			(296	)
Credit contracts		—			—			—			—			(38	)		(38	)
Total	$	(21	)	$	(105	)	$	(242	)	$	(296	)	$	(106	)	$	(770	)
U.S. Fixed Income Fund
Interest rate contracts	$	—		$	5		$	(977	)	$	—		$	(9	)	$	(981	)
Foreign exchange contracts		—			—			—			—			—			—
Credit contracts		—			—			—			—			—			—
Total	$	—		$	5		$	(977	)	$	—		$	(9	)	$	(981	)
Multi-Asset Accumulation Fund
Interest rate contracts	$	—		$	—		$	20,840		$	—		$	9,772		$	30,612
Equity contracts		—			—			40,452			—			(2,669	)		37,783
Foreign exchange contracts		—			—			—			(10,685	)		—			(10,685	)
Commodity contracts		—			—			—			—			—			—
Total	$	—		$	—		$	61,292		$	(10,685	)	$	7,103		$	57,710
Multi-Asset Income Fund
Equity contracts	$	—		$	(174	)	$	—		$	—		$	994		$	820
Foreign exchange contracts		—			—			—			—			—			—
Interest contracts		—			(247	)		—			—			2			(245	)
Total	$	—		$	(421	)	$	—		$	—		$	996		$	575
Multi-Asset Inflation Managed Fund
Interest rate contracts	$	—		$	—		$	(1,757	)	$	—		$	14		$	(1,743	)
Equity contracts		—			(765	)		(487	)		—			(12,206	)		(13,458	)
Foreign exchange contracts		—			—			—			(1,632	)		—			(1,632	)
Commodity contracts		—			(114	)		3,280			—			301			3,467
Credit contracts		—			—			—			—			(64	)		(64	)
Total	$	—		$	(879	)	$	1,036		$	(1,632	)	$	(11,955	)	$	(13,430	)
Multi-Asset Capital Stability Fund
Interest rate contracts	$	(549	)	$	(722	)	$	(196	)	$	—		$	(444	)	$	(1,911	)
Equity contracts		—			(34	)		3,860			—			—			3,826
Foreign exchange contracts		—						—			(31	)		—			(31	)
Credit contracts		—			—			—			—			305			305
Total	$	(549	)	$	(756	)	$	3,664		$	(31	)	$	(139	)	$	2,189

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 233

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income ($ Thousands):

Derivatives Not Accounted for as Hedging Instruments	Swaptions			Options			Futures			Forward Currency Contracts			Swaps			Total
Global Managed Volatility Fund
Equity contracts	$	—		$	—		$	1,169		$	—		$	—		$	1,169
Foreign exchange contracts		—			—			—			(628	)		—			(628	)
Total	$	—		$	—		$	1,169		$	(628	)	$	—		$	541
Core Fixed Income Fund
Interest rate contracts	$	(556	)	$	(37	)	$	782		$	—		$	(263	)	$	(74	)
Foreign exchange contracts		—						—			289			—			289
Credit contracts		—			—			—			—			43			43
Total	$	(556	)	$	(37	)	$	782		$	289		$	(220	)	$	258
U.S. Fixed Income Fund
Interest rate contracts	$	—		$	8		$	655		$	—		$	(55	)	$	608
Total	$	—		$	8		$	655		$	—		$	(55	)	$	608
Multi-Asset Accumulation Fund
Interest rate contracts	$	—		$	—		$	(12,879	)	$	—		$	(7,023	)	$	(19,902	)
Equity contracts		—			—			9,479			—			793			10,272
Foreign exchange contracts		—			—			—			6,015			—			6,015
Commodity contracts		—			—			7,460			—			4,431			11,891
Total	$	—		$	—		$	4,060		$	6,015		$	(1,799	)	$	8,276
Multi-Asset Income Fund
Interest rate contracts	$	—		$	(39	)	$	—		$	—		$	43		$	4
Equity contracts		—			99			—			—			736			835
Foreign exchange contracts		—			—			—			62			—			62
Total	$	—		$	60		$	—		$	62		$	779		$	901
Multi-Asset Inflation Managed Fund
Interest rate contracts	$	—		$	—		$	1,550		$	—		$	(43	)	$	1,507
Equity contracts		—			—			(159	)		—			706			547
Foreign exchange contracts		—			—			—			2,642			—			2,642
Commodity contracts		—			(36	)		3,467			—			—			3,431
Credit contracts		—			—			—			—			(162	)		(162	)
Total	$	—		$	(36	)	$	4,858		$	2,642		$	501		$	7,965
Multi-Asset Capital Stability Fund
Interest rate contracts	$	—		$	453		$	160		$	—		$	770		$	1,383
Equity contracts		—			20			1,490			—			—			1,510
Foreign exchange contracts		—			—			—			591			—			591
Credit contracts		—			—			—			—			494			494
Total	$	—		$	473		$	1,650		$	591		$	1,264		$	3,978

234 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

The ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral, and events of default or termination. The occurrence of a specified event of termination may give a counterparty the right to terminate all of its contracts and affect settlement of all outstanding transactions under the applicable ISDA Master Agreement.

To reduce counterparty risk with respect to OTC transactions, the Funds have entered into master netting arrangements, established within the Fund’s ISDA Master Agreements, which allow the Funds to make (or to have an entitlement to receive) a single net payment in the event of default (close-out netting) for outstanding payables and receivables with respect to certain OTC positions in swaps for each individual counterparty. In addition, the Funds may require that certain counterparties post cash and/or securities in collateral accounts to cover their net payment obligations for those derivative contracts subject to ISDA Master Agreements. If the counterparty fails to perform under these contracts and agreements, the cash and/or securities will be made available to the Funds.

For financial reporting purposes, the Funds do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statement of Assets and Liabilities. Bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events.

Collateral terms are contract specific for OTC derivatives. For derivatives traded under an ISDA master agreement, the collateral requirements are typically calculated by netting the mark to market amount of each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by the Funds or the counterparty.

For financial reporting purposes, cash collateral that has been pledged to cover obligations of the Funds, if any, is reported separately on the Statement of Assets and Liabilities as cash pledged as collateral. Non-cash collateral pledged by the Funds, if any, is noted in the Schedules of Investments. Generally, the amount of collateral due from or to a party must exceed a minimum transfer amount threshold before a transfer has to be made. To the extent amounts due to the Funds from its counterparties are not fully collateralized, contractually or otherwise, the Funds bear the risk of loss from counterparty nonperformance.

The following table presents by derivative type the Funds’ derivatives net of the related collateral posted for the benefit of the Funds at March 31, 2014:

Portfolio	Derivative Type	Value of Asset		Value of Liability			Net Amount Due (to)/from Counterparty		Collateral Pledged (Received) by Fund		Net Exposure After Collateral
Large Cap Fund	Variation margin Futures contracts	$	1,571	$	—		$	1,571	$	8,922	$	10,493
	Security lending		56,838		(56,838	)		—		—		—
			58,409		(56,838	)		1,571		8,922		10,493
Large Cap Value Fund	Variation margin Futures contracts		242		—			242		1,680		1,922
	Security lending		52,196		(52,196	)		—		—		—
			52,438		(52,196	)		242		1,680		1,922
Large Cap Growth Fund	Variation margin Futures contracts		315		—			315		2,185		2,500
	Security lending		50,616		(50,616	)		—		—		—
			50,931		(50,616	)		315		2,185		2,500
Tax-Managed Large Cap Fund	Variation margin Futures contracts		847		—			847		6,245		7,092
	Security lending		120,854		(120,854	)		—		—		—
			121,701		(120,854	)		847		6,245		7,092

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 235

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited) (Continued)

March 31, 2014

Portfolio	Derivative Type	Value of Asset		Value of Liability			Net Amount Due (to)/from Counterparty			Collateral Pledged (Received) by Fund		Net Exposure After Collateral
S&P 500 Index Fund	Variation margin Futures contracts	$	246	$	—		$	246		$	3,310	$	3,556
	Security lending		119,160		(119,160	)		—			—		—
			119,406		(119,160	)		246			3,310		3,556
Small Cap Fund	Variation margin Futures contracts		471		—			471			1,038		1,509
	Security lending		55,748		(55,748	)		—			—		—
			56,219		(55,748	)		471			1,038		1,509
Small Cap Value Fund	Variation margin Futures contracts		143		—			143			878		1,021
	Security lending		55,927		(55,927	)		—			—		—
			56,070		(55,927	)		143			878		1,021
Small Cap Growth Fund	Variation margin Futures contracts		111		—			111			311		422
	Security lending		59,564		(59,564	)		—			—		—
			59,675		(59,564	)		111			311		422
Tax-Managed Small/Mid Cap Fund	Variation margin Futures contracts		308		—			308			1,541		1,849
	Security lending		13,918		(13,918	)		—			—		—
			14,226		(13,918	)		308			1,541		1,849
Mid-Cap Fund	Variation margin Futures contracts		88		—			88			314		402
	Security lending		2,749		(2,749	)		—			—		—
			2,837		(2,749	)		88			314		402
U.S. Managed Volatility Fund	Variation margin Futures contracts		217		—			217			1,599		1,816
			217		—			217			1,599		1,816
Global Managed Volatility Fund	Variation margin Futures contracts		368		(25	)		343			3,885		4,228
	Forwards contracts		851		(4,732	)		(3,881	)		—		(3,881	)
			1,219		(4,757	)		(3,538	)		3,885		347
Tax-Managed Managed Volatility Fund	Variation margin Futures contracts		199		—			199			1,287		1,486
			199		—			199			1,287		1,486
Real Estate Fund	Security lending		10,198		(10,198	)		—			—		—
			10,198		(10,198	)		—			—		—
Enhanced Income Fund	Variation margin Futures contracts		4		(2	)		2			—		2
			4		(2	)		2			—		2
Core Fixed Income Fund	Variation margin Futures contracts		378		(277	)		101			—		101
	Variation margin Centrally Cleared Swaps		55		(141	)		(86	)		—		(86	)

236 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Portfolio	Derivative Type	Value of Asset		Value of Liability			Net Amount Due (to)/from Counterparty			Collateral Pledged (Received) by Fund		Net Exposure After Collateral
Core Fixed Income Fund (continued)	Security lending	$	96,352	$	(96,352	)	$	—		$	—	$	—
	Options		—		(23	)		(23	)		—		(23	)
	Swaptions		1,189		(280	)		909			—		909
	Forwards contracts		72		(235	)		(163	)		—		(163	)
	OTC swaps		1,403		(885	)		518			—		518
			99,016		(97,775	)		1,241			—		1,241
U.S. Fixed income Fund	Variation margin Futures contracts		74		(39	)		35			8,810		8,845
	Variation margin Centrally Cleared Swaps		22		(19	)		3			54		57
	Security lending		32,340		(32,340	)		—			—		—
	Options		—		(8	)		(8	)		—		(8	)
	OTC swaps		864		(698	)		166			—		166
			33,300		(33,104	)		196			8,864		9,060
High Yield Bond Fund	Variation margin Centrally Cleared Swaps		—		(154	)		(154	)		518		364
	Security lending		6		(6	)		—			—		—
			6		(160	)		(154	)		518		364
Real Return Fund	Security lending		32,598		(32,598	)		—			—		—
			32,598		(32,598	)		—			—		—
Mult-Asset Accumulation Fund	Variation margin Centrally Cleared Swaps		—		(3,494	)		(3,494	)		4,771		1,277
	Variation margin Futures contracts		6,381		(892	)		5,489			65,367		70,856
	Forwards contracts		3,117		(1,431	)		1,686			—		1,686
	OTC swaps		2,784		(1,964	)		820			—		820
			12,282		(7,781	)		4,501			70,138		74,639
Multi-Asset Income Fund	Forwards contracts		62		—			62			—		62
	Variation margin Centrally Cleared Swaps		—		(28	)		(28	)		—		(28	)
	OTC swaps		745		(9	)		736			—		736
	Reverse Repurchase Agreements		—		(31,532	)		(31,532	)		91		(31,441	)
			807		(31,569	)		(30,762	)		91		(30,671	)
Multi-Asset Inflation Managed Fund	Variation margin Futures contracts		880		(1,279	)		(399	)		17,843		17,444
	Variation margin Centrally Cleared Swaps		14		(10	)		4			275		279
	Options		6		—			6			—		6
	Forwards contracts		141		(557	)		(416	)		—		(416	)
	OTC swaps		404		—			404			—		404
	Reverse Repurchase Agreements		—		(158,675	)		(158,675	)		—		(158,675	)
			1,445		(160,521	)		(159,076	)		18,118		(140,958	)
Multi-Asset Capital Stability Fund	Variation margin Futures contracts		583		(121	)		462			6,277		6,739
	Variation margin Centrally Cleared Swaps		33		(62	)		(29	)		1,109		1,080
	Forwards contracts		812		(34	)		778			—		778
	OTC swaps		1,340		(30	)		1,310			—		1,310
			2,768		(247	)		2,527			7,386		9,907

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 237

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

Written Options transactions entered into during the six month period ended March 31, 2014 are summarized as follows:

Core Fixed Income Fund
	Number of Contracts			Premium ($ Thousands)
Balance at beginning of period		10,980,000		$	93
Written		829			241
Expired		(6,990,139	)		(90	)
Closing Buys		(576	)		(167	)
Balance at end of period		3,990,114		$	77

U.S.Fixed Income Fund
	Number of Contracts			Premium ($ Thousands)
Balance at beginning of period		1,490,000		$	17
Written		272			79
Expired		(45	)		(14	)
Closing Buys		(189	)		(50	)
Balance at end of period		1,490,038		$	32

Multi-Asset Income Fund
	Number of Contracts			Premium ($ Thousands)
Balance at beginning of period		384		$	57
Written		3,470			59
Expired		(3,854	)		(116	)
Closing Buys		—			—
Balance at end of period		—		$	—

Multi-Asset Capital Stability Fund
	Number of Contracts			Premium ($ Thousands)
Balance at beginning of period		41,572,606		$	629
Written		72,976,105			410
Expired		(42,372,037	)		(236	)
Closing Buys		(72,176,674	)		(803	)
Balance at end of period		—		$	—

Written Swaptions transactions entered into during the six month period ended March 31, 2014 are summarized as follows:

Core Fixed Income Fund
	Notional Amount ($ Thousands)		Premium ($ Thousands)
Balance at beginning of period	$	—	$	—
Written		13,905,000		360
Expired		—		—
Closing Buys		—		—
Balance at end of period	$	13,905,000	$	360

At March 31, 2014 the Funds had cash and/or securities at least equal to the value of written options/written swaptions.

5. BASIS FOR CONSOLIDATION FOR THE MULTI-ASSET ACCUMULATION FUND AND MULTI-ASSET INFLATION MANAGED FUND

The consolidated Schedules of Investments, Statements of Assets and Liabilities, Statements of Operations, Statements of Changes in Net Assets, Statement of Cash Flows, and the Financial Highlights of the Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund include the accounts of their respective Subsidiaries. All inter-company accounts and transactions have been eliminated in consolidation for the Funds. Each of the Subsidiaries has a fiscal year end of September 30th for financial statement consolidation purposes and a nonconforming tax year end of August 31.

The Subsidiaries are classified as controlled foreign corporations under the Internal Revenue Code of 1986 (“IRC”). Each Subsidiary’s taxable income is included in the calculation of the relevant Fund’s taxable income. Net losses of the Subsidiaries are not deductible by the Funds either in the current period or carried forward to future periods.

The Multi-Asset Accumulation Fund and Multi-Asset Inflation Managed Fund may each invest up to 25% of their total assets in its respective Subsidiary.

A summary of the Funds’ investments in the Subsidiaries are as follows:

	INCEPTION DATE OF SUBSIDIARY	SUBSIDIARY NET ASSETS AT MARCH 31, 2014 ($ THOUSANDS)		% OF TOTAL NET ASSETS AT MARCH 31, 2014
Accumulation Commodity Strategy Subsidiary, Ltd	April 9, 2012	$	266,538		16.3	%
Inflation Commodity Strategy Subsidiary, Ltd.	April 9, 2012		155,885		18.8	%

6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUB-ADVISORY AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES

Investment Advisory, Administration and Distribution Agreements — SIMC serves as investment adviser (the “Adviser”) to each Fund. In connection with serving as Adviser, SIMC is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund.

SEI Investments Global Funds Services (the “Administrator”) provides administrative and transfer agency services to the Funds for annual fees, based on the average daily net assets of each Fund.

SEI Investments Distribution Co. (the “Distributor”), a wholly owned subsidiary of SEI Investments Company (“SEI”) serves as each Fund’s Distributor. The Trust has adopted plans under which firms, including the Distributor, that provide shareholder and administrative services may receive compensation therefrom. Such plans provide fees payable to the Distributor, calculated as a percentage of the average daily net assets attributable to each particular class of each respective

238 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

fund. Under both the Shareholder Servicing Plan and Administrative Service Plan, the Distributor may retain as profit any difference between the fee it receives and the amount it pays to third parties. During the six month period ended March 31, 2014, the Distributor voluntarily waived a portion of its fee for all of the Funds except the U.S. Managed Volatility, Global Managed Volatility and Tax-Managed Managed Volatility Funds.

For the six month period ended March 31, 2014, the Distributor retained 100% of the shareholder servicing fees, less the shareholder servicing fee waiver, and 100% of the administrative servicing fees.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating

expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level. The waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

The following is a summary of annual fees payable to the Adviser, Administrator and Distributor and the voluntary expense limitations for each fund:

	Advisory Fee			Administration Fee			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Large Cap Fund
Class A		0.3900	%		0.35	%		0.25	%		—			0.89	%
Large Cap Value Fund
Class A		0.3500	%		0.35	%		0.25	%		—			0.89	%
Class I		0.3500	%		0.35	%		0.25	%		0.25	%		1.11	%
Large Cap Growth Fund
Class A		0.4000	%		0.35	%		0.25	%		—			0.89	%
Class I		0.4000	%		0.35	%		0.25	%		0.25	%		1.11	%
Tax-Managed Large Cap Fund
Class A		0.4000	%		0.35	%		0.25	%		—			0.89	%
Class Y		0.4000	%		0.15	%		0.15	%		—			0.56	%
S&P 500 Index Fund
Class A		0.0300	%		0.22	%		0.25	%		—			0.43	%
Class E		0.0300	%		0.22	%		—			—			0.25	%
Class I		0.0300	%		0.22	%		0.25	%		0.25	%		0.65	%
Small Cap Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.14	%
Small Cap Value Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.35	%		0.25	%		0.25	%		1.36	%
Small Cap Growth Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.35	%		0.25	%		0.25	%		1.36	%
Tax-Managed Small/Mid Cap Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.11	%
Mid-Cap Fund
Class A		0.4000	%		0.35	%		0.25	%		—			1.02	%
Class I		0.4000	%		0.35	%		0.25	%		0.25	%		1.26	%
U.S. Managed Volatility Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.00	%
Class I		0.6500	%		0.35	%		0.25	%		0.25	%		1.25	%
Global Managed Volatility Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.11	%
Class I		0.6500	%		0.35	%		0.25	%		0.25	%		1.36	%
Tax-Managed Managed Volatility Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.00	%
Real Estate Fund
Class A		0.6500	%		0.35	%		0.25	%		—			1.14	%
Class I		0.6500	%		0.35	%		0.25	%		0.25	%		1.36	%

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 239

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

	Advisory Fee			Administration Fee			Shareholder Servicing Fee			Administrative Servicing Fee			Voluntary Expense Limitation
Enhanced Income Fund
Class A		0.4000	%		0.35	%		0.25	%		—			0.60	%
Class I		0.4000	%		0.35	%		0.25	%		0.25	%		0.85	%
Core Fixed Income Fund
Class A		0.2750	%		0.28	%		0.25	%		—			0.67	%
Class I		0.2750	%		0.28	%		0.25	%		0.25	%		0.89	%
U.S. Fixed Income
Class A		0.2750	%		0.28	%		0.25	%		—			0.66	%
High Yield Bond Fund
Class A		0.4875	%		0.35	%		0.25	%		—			0.89	%
Class I		0.4875	%		0.35	%		0.25	%		0.25	%		1.11	%
Real Return
Class A		0.2200	%		0.35	%		0.25	%		—			0.45	%
Multi-Strategy Alternative Fund
Class A		1.5000	%		0.35	%		0.25	%		—			0.63	%
Multi-Asset Accumulation Fund
Class A		0.7500	%		0.35	%		0.25	%		—			1.17	%
Multi-Asset Income Fund
Class A		0.6000	%		0.35	%		0.25	%		—			0.80	%
Multi-Asset Inflation Managed Fund
Class A		0.5500	%		0.35	%		0.25	%		—			0.90	%
Multi-Asset Capital Stability Fund
Class A		0.4000	%		0.35	%		0.25	%		—			0.62	%

As of March 31, 2014, SIMC has entered into investment sub-advisory agreements with the following parties:

Investment Sub-Adviser

Large Cap Fund

AQR Capital Management, LLC

AJO, L.P.

Brown Advisory LLC

Delaware Investments Fund Advisers

LSV Asset Management

Waddell + Reed Investment Management Company

WestEnd Advisors, LLC

Large Cap Value Fund

AJO, L.P.

Brandywine Global Investment Management LLC

Lazard Asset Management LLC

LSV Asset Management

Large Cap Growth Fund

Brown Advisory LLC

Delaware Investments Fund Advisers

INTECH Investment Management, LLC

Tax-Managed Large Cap Fund

AQR Capital Management, LLC

AJO, L.P.

Brown Advisory LLC

Delaware Investments Fund Advisers

LSV Asset Management

Parametric Portfolio Associates LLC

Waddell + Reed Investment Management Company

WestEnd Advisors, LLC

Investment Sub-Adviser

S&P 500 Index Fund

SSgA Funds Management, Inc.

Small Cap Fund

AllianceBernstein, L.P.

AQR Capital Management, LLC

Fiduciary Management Associates, LLC

Integrity Asset Management, LLC

J.P. Morgan Investment Management Inc.

Robeco Investment Management, Inc.

Timberline Asset Management LLC

William Blair + Company LLC

Small Cap Value Fund

Artisan Partners, Limited Partnership

Fiduciary Management Associates, LLC

Lee Munder Capital Group LLC

LSV Asset Management

Martingale Asset Management, L.P.

Robeco Investment Management, Inc.

Security Capital Research + Management

William Blair + Company, LLC

Small Cap Growth Fund

AllianceBernstein, L.P.

AQR Capital Management, LLC

Janus Capital Management, LLC

J.P. Morgan Investment Management Inc.

Timberline Asset Management LLC

Tax-Managed Small/Mid Cap Fund

AllianceBernstein, L.P.

J.P. Morgan Investment Management Inc.

240 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Investment Sub-Adviser

Lee Munder Capital Group, LLC

LSV Asset Management

Parametric Portfolio Associates LLC

Wellington Management Company, LLP

William Blair + Company, LLC

Mid-Cap Fund

J.P. Morgan Investment Management Inc.

Lee Munder Capital Group, LLC

Quantitative Management Associates LLC

U.S. Managed Volatility Fund

Analytic Investors, LLC

AJO, L.P.

LSV Asset Management

Global Managed Volatility Fund

Acadian Asset Management LLC

Analytic Investors, LLC

Tax-Managed Managed Volatility Fund

Analytic Investors LLC

AJO, L.P.

LSV Asset Management

Parametric Portfolio Associates LLC

Real Estate Fund

Center Square Investment Management (formerly, Urdang Capital Management Inc.)

Security Capital Research and Management, Inc.

Enhanced Income Fund

Ares Management LLC

Wellington Management Company, LLP

Core Fixed Income Fund

Jennison Associates LLC

Metropolitan West Asset Management LLC

Wells Capital Management, Inc.

Western Asset Management Company

Western Asset Management Company Limited

U.S. Fixed Income Fund

Jennison Associates LLC

J.P. Morgan Investment Management, Inc.

Metropolitan West Asset Management LLC

Wells Capital Management, Inc.

Western Asset Management Company

Western Asset Management Company Limited

High Yield Bond Fund

Ares Management LLC

Brigade Capital Management, LLC

Delaware Investments Fund Advisers

Guggenheim Partners Investment Management, LLC

J.P. Morgan Investment Management, Inc.

Multi-Strategy Alternative Fund

Turner Investments, LP

Multi-Asset Accumulation Fund

AQR Capital Management, LLC

PanAgora Asset Management Inc.

Multi-Asset Income Fund

Guggenheim Partners Investment Management, LLC

Investment Sub-Adviser

Multi-Asset Inflation Managed Fund

AllianceBernstein, L.P.

QS Investors, LLC

Multi-Asset Capital Stability Fund

AllianceBernstein, L.P.

Under the investment sub-advisory agreements, each sub-adviser receives an annual fee paid by SIMC.

Other — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with the rules of the Securities and Exchange Commission (“SEC”). Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. SEC rules require that such commissions not exceed usual and customary commissions.

Such commissions for the six month period ended March 31, 2014 were as follows ($ Thousands):

Large Cap Fund	$	222
Large Cap Value Fund		222
Large Cap Growth Fund		28
S&P 500 Index Fund		16
Small Cap Fund		9
Small Cap Value Fund		9
Small Cap Growth Fund		3
Tax-Managed Small/Mid Cap Fund		24
Mid-Cap Fund		2
Real Estate Fund		3
	$	538

Payments to Affiliates — Certain officers and/or trustees of the Trust are also officers and/or Directors of the Administrator, Adviser and/or Distributor. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim and committee meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Administrator or Distributor.

A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred. The services include regulatory oversight of the Trust’s Adviser, sub-advisers and service providers as required by SEC regulations. The CCO’s services have been approved by and are reviewed annually by the Board.

LSV Asset Management (a partially owned subsidiary of SIMC) serves as the sub-adviser to the Large Cap, Large Cap Value, Tax-Managed Large Cap, Small Cap Value, Tax-Managed Small/Mid Cap, U.S. Managed Volatility and Tax-Managed Managed Volatility Funds. For this service LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the six month period ended March 31, 2014 were as follows ($ Thousands):

Large Cap Fund	$	255
Large Cap Value Fund		250
Tax-Managed Large Cap Fund		278
Small Cap Value Fund		211
Tax-Managed Small/Mid Cap Fund		149
U.S. Managed Volatility Fund		503
Tax-Managed Managed Volatility Fund		364
	$	2,010

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 241

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

Fees Paid Indirectly — The Funds may direct certain fund trades to the Distributor who pays a portion of the Funds’ expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, and the effect on the Funds’ expense ratio, as a percentage of the Funds’ average daily net assets for the six month period ended March 31, 2014, can be found on the Statement of Operations and Financial Highlights, respectively.

Investment in Affiliated Security — The Funds may invest excess cash in the SEI Daily Income Trust Prime Obligation Fund, an affiliated money market fund. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, L.P.

The following is a summary of the transactions with affiliates for the six month period ended March 31, 2014 ($ Thousands):

SEI Liquidity Fund	Value 9/30/2013		Purchases at Cost		Proceeds from Sales			Value 3/31/2014		Dividend Income
Large Cap Fund	$	81,402	$	218,783	$	(243,347	)	$	56,838	$	78
Large Cap Value Fund		46,842		210,766		(205,412	)		52,196		79
Large Cap Growth Fund		129,354		193,249		(271,987	)		50,616		50
Tax-Managed Large Cap Fund		125,772		469,694		(474,612	)		120,854		80
S&P 500 Index Fund		171,383		322,667		(374,890	)		119,160		61
Small Cap Fund		70,639		54,498		(69,389	)		55,748		146
Small Cap Value Fund		66,092		57,966		(68,131	)		55,927		138
Small Cap Growth Fund		77,337		53,005		(70,778	)		59,564		236
Tax-Managed Small/Mid Cap Fund		48,634		89,356		(124,072	)		13,918		305
Mid-Cap Fund		7,046		13,033		(17,330	)		2,749		4
Real Estate Fund		19,982		39,310		(49,094	)		10,198		6
Core Fixed Income Fund		88,895		345,561		(338,104	)		96,352		52
U.S. Fixed Income Fund		12,248		205,042		(184,950	)		32,340		16
High Yield Fund		6		—		—			6		—
Real Return Fund		1		45,722		(13,125	)		32,598		—
SDIT Prime Obligation
Large Cap Fund		92,143		537,335		(521,696	)		107,782		6
Large Cap Value Fund		46,601		181,250		(179,329	)		48,522		3
Large Cap Growth Fund		39,524		157,042		(158,186	)		38,380		2
Tax-Managed Large Cap Fund		109,822		358,414		(360,709	)		107,527		5
S&P 500 Index Fund		43,450		233,058		(258,137	)		18,371		2
Small Cap Fund		22,089		109,300		(99,743	)		31,646		1
Small Cap Value Fund		20,734		71,944		(78,080	)		14,598		1
Small Cap Growth Fund		13,412		57,218		(59,564	)		11,066		1
Tax-Managed Small/Mid Cap Fund		22,677		122,229		(117,495	)		27,411		1
Mid-Cap Fund		6,479		23,743		(22,625	)		7,597		—
U.S. Managed Volatility Fund		35,767		107,531		(103,634	)		39,664		2
Global Managed Volatility Fund		64,403		184,408		(162,566	)		86,245		4
Tax-Managed Managed Volatility Fund		36,686		71,353		(73,007	)		35,032		2
Real Estate Fund		6,659		49,762		(45,522	)		10,899		—
Enhanced Income Fund		2,022		20,983		(19,135	)		3,870		—
Core Fixed Income Fund		67,810		659,240		(659,587	)		67,463		4
U.S. Fixed Income Fund		65,315		294,851		(316,865	)		43,301		3
High Yield Fund		153,385		359,285		(432,852	)		79,818		4
Real Return Fund		125		20,042		(19,163	)		1,004		—
Multi-Strategy Alternative Fund		15,186		164,794		(141,085	)		38,895		1
Multi-Asset Accumulation Fund		558,119		10,013		(105,000	)		463,132		26

Affiliated Transaction — On December 19, 2013 and March 31, 2014, the S&P 500 Index Fund participated in a transaction with an affiliated fund. The Fund sold securities in the amount of $434,575,152 resulting in realized gains of $204,200,746.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (“the Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds.

Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable

to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula annually reviewed by the SEI Funds’ Board of Trustees. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate.

During the six month period ended March 31, 2014, the Trust borrowed funds from the SEI Liquid Asset Trust, Prime Obligation Fund. The amount borrowed, interest paid on the borrowing and the corresponding interest rate were as follows ($ Thousands):

	Borrowing Date		Maturity Date		Amount Borrowed		Interest Paid		Interest Rate
Mid Cap Fund		10/10/13		10/15/13	$	9,151	$	—		0.24	%

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

242 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

7. CAPITAL SHARE TRANSACTIONS

Capital Share Transactions for the Funds were as follows (Thousands):

For the six month period ended March 31, 2014 (Unaudited) and the years ended September 30, 2013

	Large Cap Fund						Large Cap Value Fund						Large Cap Growth Fund						Tax-Managed Large Cap Fund						S&P 500 Index Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
Class A:
Shares Issued		32,990			58,079			5,938			9,070			3,692			6,231			19,165			36,203			908			3,033
Shares Issued in Lieu of Cash Distributions		10,096			7,221			490			969			1,073			190			644			1,380			251			129
Shares Redeemed		(24,962	)		(36,808	)		(9,128	)		(18,816	)		(5,040	)		(12,071	)		(12,603	)		(29,980	)		(959	)		(2,961	)
Total Class A Transactions		18,124			28,492			(2,700	)		(8,777	)		(275	)		(5,650	)		7,206			7,603			200			201
Class E:
Shares Issued		—			—			—			—			—			—			—			—			6,064			8,463
Shares Issued in Lieu of Cash Distributions		—			—			—			—			—			—			—			—			1,746			1,201
Shares Redeemed		—			—			—			—			—			—			—			—			(13,967	)(1)		(23,580	)
Total Class E Transactions		—			—			—			—			—			—			—			—			(6,157	)		(13,916	)
Class I:
Shares Issued		—			—			48			123			35			70			—			—			30			48
Shares Issued in Lieu of Cash Distributions		—			—			3			4			6			—			—			—			4			2
Shares Redeemed		—			—			(60	)		(124	)		(65	)		(130	)		—			—			(45	)		(101	)
Total Class I Transactions		—			—			(9	)		3			(24	)		(60	)		—			—			(11	)		(51	)
Class Y:
Shares Issued		—			—			—			—			—			—			—			29			—			—
Shares Issued in Lieu of Cash Distributions		—			—			—			—			—			—			—			1			—			—
Shares Redeemed		—			—			—			—			—			—			(2	)		(80	)		—			—
Total Class Y Transactions		—			—			—			—			—			—			(2	)		(50	)		—			—
Increase (Decrease) in Share Transactions		18,124			28,492			(2,709	)		(8,774	)		(299	)		(5,710	)		7,204			7,553			(5,968	)		(13,766	)
	Small Cap Fund						Small Cap Value Fund						Small Cap Growth Fund						Tax-Managed Small/Mid Cap Fund						Mid-Cap Fund
	10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13			10/01/13 to 03/31/14			10/01/12 to 09/30/13
Class A:
Shares Issued		6,834			12,519			1,201			3,116			954			2,035			4,469			8,489			575			2,970
Shares Issued in Lieu of Cash Distributions		1,859			1,176			186			180			—			61			1,308			101			104			20
Shares Redeemed		(5,248	)		(6,785	)		(1,993	)		(8,691	)		(1,729	)		(3,961	)		(2,823	)		(5,515	)		(1,225	)		(3,038	)
Total Class A Transactions		3,445			6,910			(606	)		(5,395	)		(775	)		(1,865	)		2,954			3,075			(546	)		(48	)
Class I:
Shares Issued		—			—			18			86			38			61			—			—			5			40
Shares Issued in Lieu of Cash Distributions		—			—			2			2			—			—			—			—			2			—
Shares Redeemed		—			—			(50	)		(99	)		(36	)		(67	)		—			—			(20	)		(33	)
Total Class I Transactions		—			—			(30	)		(11	)		2			(6	)		—			—			(13	)		7
Increase (Decrease) in Share Transactions		3,445			6,910			(636	)		(5,406	)		(773	)		(1,871	)		2,954			3,075			(559	)		(41	)
	U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Real Estate Fund						Enhanced Income Fund
	10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13
Class A:
Shares Issued		11,017			21,727			23,857			66,254			8,150			19,656			2,122			6,276			8,772			15,366
Shares Issued in Lieu of Cash Distributions		3,994			1,119			11,680			2,476			2,075			1,750			140			154			326			394
Shares Redeemed		(9,861	)		(15,468	)		(17,692	)		(36,256	)		(7,150	)		(11,665	)		(2,587	)		(5,737	)		(4,736	)		(11,407	)
Total Class A Transactions		5,150			7,378			17,845			32,474			3,075			9,741			(325	)		693			4,362			4,353

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 243

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

	U.S. Managed Volatility Fund						Global Managed Volatility Fund						Tax-Managed Managed Volatility Fund						Real Estate Fund						Enhanced Income Fund
	10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13
Class I:
Shares Issued		4			50			12			67			—			—			3			29			11			64
Shares Issued in Lieu of Cash Distributions		6			1			9			1			—			—			—			—			1			1
Shares Redeemed		(17	)		(25	)		(15	)		(13	)		—			—			(7	)		(33	)		(13	)		(26	)
Total Class I Transactions		(7	)		26			6			55			—			—			(4	)		(4	)		(1	)		39
Increase (Decrease) in Share Transactions		5,143			7,404			17,851			32,529			3,075			9,741			(329	)		689			4,361			4,392
	Core Fixed Income Fund						U.S. Fixed Income Fund						High Yield Bond Fund						Real Return Fund						Multi-Strategy Alternative Fund
	10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13
Class A:
Shares Issued		25,221			36,858			19,134			39,382			43,688			150,061			4,882			12,838			8,384			18,147
Shares Issued in Lieu of Cash Distributions		2,078			4,525			903			3,843			7,448			11,987			106			702			309			185
Shares Redeemed		(24,263	)		(58,028	)		(18,235	)		(25,391	)		(41,783	)		(133,750	)		(6,665	)		(9,815	)		(6,041	)		(9,567	)
Total Class A Transactions		3,036			(16,645	)		1,802			17,834			9,353			28,298			(1,677	)		3,725			2,652			8,765
Class I:
Shares Issued		125			659			—			—			244			5,199			—			—			—			—
Shares Issued in Lieu of Cash Distributions		11			28			—			—			160			36			—			—			—			—
Shares Redeemed		(436	)		(710	)		—			—			(740	)		(1,961	)		—			—			—			—
Total Class I Transactions		(300	)		(23	)		—			—			(336	)		3,274			—			—			—			—
Increase (Decrease) in Share Transactions		2,736			(16,668	)		1,802			17,834			9,017			31,572			(1,677	)		3,725			2,652			8,765

	Multi-Asset Accumulation Fund						Multi-Asset Income Fund						Multi-Asset Inflation Managed Fund						Multi-Asset Capital Stability Fund
	10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13			10/01/13 to 03/31/14			10/01/03 to 09/30/13
Class A:
Shares Issued		33,529			65,577			11,047			20,859			18,565			41,546			9,754			26,979
Shares Issued in Lieu of Cash Distributions		4,168			2,832			793			638			—			270			97			253
Shares Redeemed		(18,850	)		(22,396	)		(4,372	)		(7,937	)		(12,094	)		(13,977	)		(8,829	)		(12,565	)
Total Class A Transactions		18,847			46,013			7,468			13,560			6,471			27,839			1,022			14,667
Increase in Share Transactions		18,847			46,013			7,468			13,560			6,471			27,839			1,022			14,667

(1) Includes redemptions as a result of an affiliated transaction (see Note 6).

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

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale of securities, other than temporary cash investments and futures, during the six month period ended March 31, 2014, were as follows:

	U.S. Gov’t ($Thousands)		Other ($Thousands)		Total ($Thousands)
Large Cap Fund
Purchases	$	—	$	783,367	$	783,367
Sales		—		788,721		788,721
Large Cap Value Fund
Purchases		—		541,219		541,219
Sales		—		599,966		599,966
Large Cap Growth Fund
Purchases		—		507,502		507,502
Sales		—		552,888		552,888

	U.S. Gov’t ($Thousands)		Other ($Thousands)		Total ($Thousands)
Tax-Managed Large Cap Fund
Purchases	$	—	$	816,931	$	816,931
Sales		—		679,985		679,985
S&P 500 Index Fund
Purchases		—		241,174		241,174
Sales		—		589,184		589,184
Small Cap Fund
Purchases		—		150,957		150,957
Sales		—		144,705		144,705
Small Cap Value Fund
Purchases		—		109,543		109,543
Sales		—		123,290		123,290
Small Cap Growth Fund
Purchases		—		97,394		97,394
Sales		—		114,720		114,720

244 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	U.S. Gov’t ($Thousands)		Other ($Thousands)		Total ($Thousands)
Tax-Managed Small/Mid Cap Fund
Purchases	$	—	$	156,844	$	156,844
Sales		—		138,005		138,005
Mid-Cap Fund
Purchases		—		32,144		32,144
Sales		—		49,828		49,828
U.S. Managed Volatility Fund
Purchases		—		378,110		378,110
Sales		—		365,983		365,983
Global Managed Volatility Fund
Purchases		—		694,438		694,438
Sales		—		590,381		590,381
Tax-Managed Managed Volatility
Purchases		—		243,430		243,430
Sales		—		227,172		227,172
Real Estate Fund
Purchases		—		54,028		54,028
Sales		—		64,592		64,592
Enhanced Income Fund
Purchases		35,236		37,983		73,219
Sales		28,663		23,841		52,504
Core Fixed Income Fund
Purchases		3,069,949		319,552		3,389,501
Sales		3,057,547		344,644		3,402,191
U.S Fixed Income Fund
Purchases		1,711,731		146,160		1,857,891
Sales		1,699,562		135,384		1,834,946
High Yield Bond Fund
Purchases		—		595,891		595,891
Sales		—		478,879		478,879
Real Return Fund
Purchases		33,788		—		33,788
Sales		52,112		—		52,112
Multi-Strategy Alternative Fund
Purchases		—		198,604		198,604
Sales		—		184,418		184,418
Multi-Asset Accumulation Fund
Purchases		287,837		236,034		523,871
Sales		149,537		174,845		324,382
Multi-Asset Income Fund
Purchases		2,421		157,859		160,280
Sales		92		49,568		49,660
Multi-Asset Inflation Managed Fund
Purchases		151,880		312,986		464,866
Sales		202,058		486,730		688,788
Multi-Asset Capital Stability Fund
Purchases		144,055		46,072		190,127
Sales		119,689		45,621		165,310

9. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company under Subchapter M of The Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have each requested private letter rulings from the Internal Revenue Service (“IRS”) concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be “qualifying income” for regulated investment company (“RIC”) qualification purposes, regardless of whether actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The IRS subsequently stated that it intends to issue public guidance regarding the use of controlled foreign corporations by RICs to indirectly invest in commodities. It is unclear whether this guidance will continue to permit or somehow restrict the distributions from controlled foreign corporations to be treated as “qualifying income” for purposes of the RIC qualification rules. As a result, there can be no assurance that the IRS will grant the private letter ruling requested by the Funds. The IRS, however, has informally indicated that any guidance regarding the treatment of distributions from controlled foreign corporations will be prospective in application and provide for transition periods for affected RICs. While the private letter ruling request is pending with the IRS, the Multi-Asset Accumulation and Multi-Asset Inflation Managed Funds have secured an opinion of counsel based on customary representations that actual distributions made to the Funds should be treated as “qualifying income.” If the IRS does issue public guidance that results in an adverse determination relating to the treatment of income and gain to the Funds from controlled foreign corporations such as the Subsidiaries, the Funds would likely need to significantly change their investment strategies, which could adversely affect such Funds.

The Real Estate Fund has a tax year that ends on December 31. The following tax disclosures are representative as of September 30, 2013, except for the permanent reclassification and tax character of distributions, which are as of December 31, 2012. Accordingly, the disclosures are for informational use by shareholders and are subject to change attributable to activity through the end of the tax year-ending December 31, 2013.

Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under U.S. GAAP. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital, undistributed net investment income or accumulated net realized gain, as appropriate, in the period that the differences arise.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 245

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

The tax character of dividends and distributions paid during the fiscal years or periods ended September 30, 2013 and September 30, 2012 (unless otherwise indicated) was as follows:

		Ordinary Income ($ Thousands)		Long-Term Capital Gain ($ Thousands)		Return of Capital ($ Thousands)		Total ($ Thousands)
Large Cap Fund	2013	$	34,159	$	60,066	$	—	$	94,225
	2012		35,557		90,150		—		125,707
Large Cap Value Fund	2013		20,018		—		—		20,018
	2012		20,539		—		—		20,539
Large Cap Growth Fund	2013		5,306		—		—		5,306
	2012		1,505		—		—		1,505
Tax-Managed Large Cap Fund	2013		22,249		—		—		22,249
	2012		15,527		—		—		15,527
S&P 500 Index Fund	2013		56,490		—		—		56,490
	2012		32,210		—		—		32,210
Small Cap Fund	2013		1,273		12,487		—		13,760
	2012		9,269		24,667		—		33,936
Small Cap Value Fund	2013		3,790		—		—		3,790
	2012		3,845		—		—		3,845
Small Cap Growth Fund	2013		1,207		—		—		1,207
	2012		—		—		—		—
Tax-Managed Small/Mid Cap Fund	2013		1,558		—		—		1,558
	2012		1,060		—		—		1,060
Mid-Cap Fund	2013		626		—		—		626
	2012		468		—		—		468
U.S. Managed Volatility Fund	2013		13,192		5,513		—		18,705
	2012		8,988		—		—		8,988
Global Managed Volatility Fund	2013		26,164		—		—		26,164
	2012		—		—		—		—
Tax-Managed Managed Volatility Fund	2013		11,340		11,647		—		22,987
	2012		5,630		11,412		—		17,042
Real Estate Fund	2013		2,455		—		—		2,455
	2012		1,533		—		—		1,533
Enhanced Income Fund	2013		3,334		—		—		3,334
	2012		3,714		—		—		3,714
Core Fixed Income Fund	2013		58,329		—		—		58,329
	2012		84,243		—		—		84,243
U.S. Fixed Income Fund	2013		43,328		3,324		—		46,652
	2012		43,325		6,695		—		50,020
High Yield Bond Fund	2013		112,692		—		—		112,692
	2012		123,816		—		—		123,816
Real Return Fund	2013		8,291		—		—		8,291
	2012		6,814		71		—		6,885
Multi-Strategy Alternative Fund	2013		1,930		—		—		1,930
	2012		5,784		—		—		5,784
Multi-Asset Accumulation Fund	2013		24,477		7,602		—		32,079
	2012		3,211		—		—		3,211
Multi-Asset Income Fund	2013		8,719		—		—		8,719
	2012		1,276		—		—		1,276
Multi-Asset Inflation Managed Fund	2013		2,918		93		—		3,011
	2012		588		13		1,875		2,476
Multi-Asset Capital Stability Fund	2013		1,266		1,703		—		2,969
	2012		6		—		—		6

As of September 30, 2013, the components of Distributable Earnings/(Accumulated Losses) were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post October Losses ($ Thousands)		Late-Year Loss Deferral ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)		Other Temporary Differences ($ Thousands)		Total Distribution Earnings (Accumulated Losses) ($ Thousands)
Large Cap Fund	$	32,989	$	86,937	$	—		$	—	$	—	$	452,441	$	174	$	572,541
Large Cap Value Fund		3,822		—		(107,386	)		—		—		231,444		24		127,904
Large Cap Growth Fund		251		21,125		—			—		—		250,258		17		271,651
Tax-Managed Large Cap Fund		3,905		—		(274,046	)		—		—		757,999		239		488,097

246 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post October Losses ($ Thousands)			Late-Year Loss Deferral ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distrib Earnings (Accumulated Losses) ($ Thousands)
S&P 500 Index Fund	$	11,964	$	54,410	$	—		$	—		$	—		$	1,347,629		$	228		$	1,414,231
Small Cap Fund		7,281		16,966		—			—			—			86,055			(225	)		110,077
Small Cap Value Fund		1,018		—		(3,012	)		—			—			48,951			(146	)		46,811
Small Cap Growth Fund		—		—		(131,103	)		—			(1,303	)		58,829			(158	)		(73,735	)
Tax-Managed Small/Mid Cap Fund		2,548		18,933		—			—			—			109,204			(169	)		130,516
Mid-Cap Fund		38		—		(952	)		—			—			10,738			(47	)		9,777
U.S. Managed Volatility Fund		12,506		36,088		—			—			—			148,868			113			197,575
Global Managed Volatility Fund		63,300		45,947		—			—			—			107,326			3,436			220,009
Tax-Managed Managed Volatility Fund		6,191		19,510		—			—			—			122,321			106			148,128
Real Estate Fund		1,716		—		(12,717	)		—			—			22,065			38			11,102
Enhanced Income Fund		1,111		—		(123,775	)		—			—			(3,282	)		122			(125,824	)
Core Fixed Income Fund		840		—		(27,550	)		(15,285	)		—			17,219			(4,984	)		(29,760	)
U.S. Fixed Income Fund		1,866		—		—			(7,068	)		—			10,110			(4,049	)		859
High Yield Bond Fund		18,520		—		(90,106	)		—			—			19,444			(9,161	)		(61,303	)
Real Return Fund		189		1,056		—			(952	)		—			(2,123	)		(1,416	)		(3,246	)
Multi-Strategy Alternative Fund		1,765		—		(8,814	)		(4,680	)		—			8,131			(4	)		(3,602	)
Multi-Asset Accumulation Fund		4,919		19,558		—			—			—			(1,749	)		(4,011	)		18,717
Multi-Asset Income Fund		4,736		1,019		—			—			—			(1,815	)		(570	)		3,370
Multi-Asset Inflation Managed Fund		—		—		—			(6,821	)		(12,827	)		(24,392	)		4,032			(40,008	)
Multi-Asset Capital Stability Fund		—		2,176		—			(5,221	)		—			(1,237	)		(540	)		(4,822	)

Post October losses represent losses realized on investment transactions from November 1, 2012 through September 30, 2013 that, in accordance with Federal income tax regulations, the Funds may defer and treat as having arisen in the following fiscal year. Deferred Late-Year Losses represent ordinary losses realized on investment transactions from January 1, 2013 through September 30, 2013 and specified losses realized on investment transactions from October 1, 2012 through September 30, 2013, that, in accordance with Federal income tax regulations, the Fund defers and treats as having arisen in the following fiscal year.

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains as follows:

	Expires 2019 ($ Thousands)		Expires 2018 ($ Thousands)		Expires 2017 ($ Thousands)		Expires 2016 ($ Thousands)		Expires 2015 ($ Thousands)		Expires 2014 ($ Thousands)		Expires 2013 ($ Thousands)		Total Capital Loss Carryforwards ($ Thousands)
Large Cap Value Fund	$	—	$	107,386	$	—	$	—	$	—	$	—	$	—	$	107,386
Tax-Managed Large Cap Fund		—		264,576		9,470		—		—		—		—		274,046
Small Cap Value Fund		—		3,012		—		—		—		—		—		3,012
Small Cap Growth Fund		—		131,103		—		—		—		—		—		131,103
Mid-Cap Fund		—		952		—		—		—		—		—		952
Real Estate Fund		—		—		12,717		—		—		—		—		12,717
Enhanced Income Fund		26,775		61,656		31,835		3,427		83		—		—		123,776
High Yield Bond Fund		—		17,345		63,877		3,037		5,847		—		—		90,106
Multi-Strategy Alternative Fund		1,945		—		—		—		—		—		—		1,945

Under the recently enacted Regulated Investment Company Modernization Act of 2010, Funds will be permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law. Losses carried forward under these new provisions are as follows:

	Short-Term Loss		Long-Term Loss		Total*
Core Fixed Income Fund	$	—	$	27,550	$	27,550
Multi-Strategy Alternative Fund		2,510		4,359		6,869

* This table should be used in conjunction with the capital loss carryforwards table.

During the fiscal year ended September 30, 2013, the following Funds utilized capital loss carryforward to offset capital gains and/or had expired capital loss carryforwards:

	Utilized Capital Loss Carryforwards ($ Thousands)
Large Cap Value Fund	$	131,032
Large Cap Growth Fund		140,636
Tax-Managed Large Cap Fund		37,794

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 247

Notes to Financial Statements/Consolidated Notes to Financial Statements (Unaudited)(Continued)

March 31, 2014

	Utilized Capital Loss Carryforwards ($ Thousands)
S&P 500 Index Fund	$	7,873
Small Cap Value Fund		44,946
Small Cap Growth Fund		41,126
Tax-Managed Small/Mid Cap Fund		8,815
Mid-Cap Fund		15,951
Global Managed Volatility Fund		17,504
Enhanced Income Fund		42
Core Fixed Income Fund		14,695
High Yield Bond Fund		47,231

For Federal income tax purposes, the cost of securities owned at March 31, 2014, and the net realized gains or losses on securities sold for the period, were different from amounts reported for financial reporting purposes primarily due to investments in partnerships that captures losses from other securities, and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on investments held by the Funds at March 31, 2014, were as follows:

	Federal Tax Cost ($Thousands)		Appreciated Securities ($Thousands)		Depreciated Securities ($Thousands)			Net Unrealized Appreciation (Depreciation) ($Thousands)
Large Cap Fund	$	1,858,107	$	585,953	$	(22,359	)	$	563,594
Large Cap Value Fund		1,319,967		364,613		(49,559	)		315,054
Large Cap Growth Fund		1,272,576		335,878		(12,981	)		322,897
Tax-Managed Large Cap Fund		1,920,202		1,036,328		(4,357	)		1,031,971
S&P 500 Index Fund		1,337,364		1,435,935		(7,595	)		1,428,340
Small Cap Fund		421,511		111,617		(8,767	)		102,850
Small Cap Value Fund		404,642		83,926		(15,994	)		67,932
Small Cap Growth Fund		360,879		82,637		(13,930	)		68,707
Tax-Managed Small/Mid Cap Fund		435,235		156,028		(10,284	)		145,744
Mid-Cap Fund		92,717		16,540		(2,001	)		14,539
U.S. Managed Volatility Fund		788,373		197,146		(10,806	)		186,340
Global Managed Volatility Fund		1,428,580		175,167		(20,098	)		155,069
Tax-Managed Managed Volatility Fund		538,502		172,790		(5,094	)		167,696
Real Estate Fund		199,145		31,521		(2,353	)		29,168
Enhanced Income Fund		229,173		1,302		(1,773	)		(471	)
Core Fixed Income Fund		2,184,830		81,008		(50,470	)		30,538
U.S. Fixed Income Fund		1,148,835		29,617		(11,072	)		18,545
High Yield Bond Fund		2,099,702		99,952		(35,183	)		64,769
Real Return Fund		322,751		1,441		(2,337	)		(896	)
Multi-Strategy Alternative Fund		456,728		20,918		(2,979	)		17,939
Multi-Asset Accumulation Fund		1,533,346		30,423		(4,466	)		25,957
Multi-Asset Income Fund		390,048		24,387		(18,636	)		5,751
Multi-Asset Inflation Managed Fund		987,793		19,097		(9,678	)		9,419
Multi-Asset Capital Stability Fund		498,565		9,479		(8,822	)		657

Management has analyzed the Funds’ tax positions taken on federal income tax returns for all open tax years and has concluded that as of March 31, 2014, no provision for income tax would be required in the Funds’ financial statements. The Funds’ federal and state income and federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

10. SECURITIES LENDING

Each Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Trust’s Board of Trustees. These loans may not exceed 33 ¹/₃% of the total asset value of the Fund (including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking to market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or prevented from recovering the collateral if the borrower fails to return the securities.

Cash collateral received in connection with securities lending is invested in short-term investments by the lending agent. These investments may include the SEI Liquidity Fund L.P., and the Fund bears all of the gains and losses on such investment. There is no guarantee that these investments will not lose value.

11. CONCENTRATIONS/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust’s maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

In the normal course of business, the Multi-Strategy Alternative Fund invests substantially in underlying funds that are comprised of fixed income and equity securities in specific industries and that may engage in short selling activities, writing option contracts, and equity swaps, and therefore, the Fund may be affected by events in these industries. The Fund’s Prospectus provides a description of risks associated with the different investments in the underlying affiliated investment companies.

248 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

In the normal course of business, the Multi-Asset Funds’ invest in securities of foreign issuers in various countries. These investments may involve certain considerations and risks not typically associated with investments in the United States, as a result of, among other factors, the possibility of future political and economic developments and the level of governmental supervision and regulation of securities markets in the respective countries. The Funds’ Prospectus provides a description of the risk associated with the different investments.

The market values of the Core Fixed Income, U.S. Fixed Income, High Yield Bond and Multi-Asset Funds’ investments will change in response to interest rate changes and other factors. During periods of falling interest rates, the values of fixed income securities generally rise. Conversely, during periods of rising interest rates, the values of such securities generally decline. Changes by recognized rating agencies in the ratings of any fixed income security and in the ability of an issuer to make payments of interest and principal may also affect the value of these investments.

The following descriptions provide additional information about some of the risks of investing in the Funds:

Asset-Backed Securities Risk — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities, and asset-backed securities may not have the benefit of any security interest in the related assets.

Credit Risk — The risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.

Currency Risk — Due to the Fund’s active positions in currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.

Fixed Income Market Risk — The prices of the Fund’s fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund’s fixed income securities will decrease in value if interest rates rise and vice versa. In the case of foreign securities, price fluctuations will reflect international economic and political events, as well as changes in currency valuations relative to the U.S. dollar.

Foreign Investment/Emerging Markets Risk — The risk that non-U.S. securities may be subject to additional risks due to, among other things, political, social and economic developments abroad, currency movements, and different legal, regulatory and tax environments. These additional risks may be heightened with respect to emerging market countries since political turmoil and rapid changes in economic conditions are more likely to occur in these countries.

Interest Rate Risk — The risk that a rise in interest rates will cause a fall in the value of fixed income securities, including U.S. Government Securities, in which the Fund invests. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates. A low interest rate environment may present greater interest rate risk, because there may be a greater likelihood of rates increasing and rates may increase more rapidly.

Mortgage-Backed Securities Risk — Mortgage-backed securities are affected by, among other things, interest rate changes and the possibility of prepayment of the underlying mortgage loans. Mortgage-backed securities are also subject to the risk that underlying borrowers will be unable to meet their obligations. Please refer to the Funds current prospectus for a comprehensive discussion of the risks associated with investing in the Funds.

12. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements.

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 249

Disclosure of Fund Expenses (Unaudited)

All mutual funds have operating expenses. As a shareholder of a mutual fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the mutual fund’s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the mutual fund’s average net assets; this percentage is known as the mutual fund’s expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your Fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The table on the next page illustrates your Fund’s costs in two ways:

• Actual Fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.

You can use this information, together with the actual amount you invested in your Fund, to estimate the expenses you paid over that period. Simply divide your actual starting account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”

• Hypothetical 5% return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that your Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expense Paid During Period” column with those that appear in the same charts in the shareholder reports for other mutual funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown do not apply to your specific investment.

	Beginning Account Value 10/1/13		Ending Account Value 3/31/14		Annualized Expense Ratios			Expense Paid During Period*
Large Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,120.80		0.89	%	$	4.72
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.48		0.89	%	$	4.49
Large Cap Value Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,140.50		0.89	%	$	4.76
Class I Shares	$	1,000.00	$	1,139.00		1.11	%	$	5.93
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.48		0.89	%	$	4.49
Class I Shares	$	1,000.00	$	1,019.39		1.11	%	$	5.60
Large Cap Growth Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,105.40		0.89	%	$	4.68
Class I Shares	$	1,000.00	$	1,104.40		1.11	%	$	5.83
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.48		0.89	%	$	4.49
Class I Shares	$	1,000.00	$	1,019.39		1.11	%	$	5.60
Tax-Managed Large Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,125.10		0.89	%	$	4.73
Class Y Shares	$	1,000.00	$	1,127.10		0.56	%	$	2.98
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.48		0.89	%	$	4.49
Class Y Shares	$	1,000.00	$	1,022.13		0.56	%	$	2.84

	Beginning Account Value 10/1/13		Ending Account Value 3/31/14		Annualized Expense Ratios			Expense Paid During Period*
S&P 500 Index Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,122.60		0.43	%	$	2.28
Class E Shares	$	1,000.00	$	1,123.60		0.25	%	$	1.33
Class I Shares	$	1,000.00	$	1,121.30		0.65	%	$	3.45
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,022.78		0.43	%	$	2.18
Class E Shares	$	1,000.00	$	1,023.67		0.25	%	$	1.27
Class I Shares	$	1,000.00	$	1,021.68		0.65	%	$	3.28
Small Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,100.00		1.14	%	$	5.98
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.24		1.14	%	$	5.75
Small Cap Value Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,106.30		1.14	%	$	6.00
Class I Shares	$	1,000.00	$	1,104.80		1.36	%	$	7.14
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.24		1.14	%	$	5.75
Class I Shares	$	1,000.00	$	1,018.14		1.36	%	$	6.85

250 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

	Beginning Account Value 10/1/13		Ending Account Value 3/31/14		Annualized Expense Ratios			Expense Paid During Period*
Small Cap Growth Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,096.70		1.11	%	$	5.81
Class I Shares	$	1,000.00	$	1,095.30		1.36	%	$	7.11
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.39		1.11	%	$	5.60
Class I Shares	$	1,000.00	$	1,018.14		1.36	%	$	6.85
Tax-Managed Small/Mid Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,112.10		1.11	%	$	5.85
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.39		1.11	%	$	5.60
Mid-Cap Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,130.50		1.02	%	$	5.43
Class I Shares	$	1,000.00	$	1,129.20		1.26	%	$	6.72
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.83		1.02	%	$	5.15
Class I Shares	$	1,000.00	$	1,018.62		1.26	%	$	6.37
U.S. Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,134.20		1.00	%	$	5.33
Class I Shares	$	1,000.00	$	1,133.10		1.25	%	$	6.66
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.94		1.00	%	$	5.05
Class I Shares	$	1,000.00	$	1,018.69		1.25	%	$	6.30
Global Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,085.80		1.11	%	$	5.78
Class I Shares	$	1,000.00	$	1,084.10		1.36	%	$	7.06
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.39		1.11	%	$	5.60
Class I Shares	$	1,000.00	$	1,018.15		1.36	%	$	6.84
Tax-Managed Managed Volatility Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,124.40		1.00	%	$	5.31
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.94		1.00	%	$	5.05
Real Estate Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,089.30		1.14	%	$	5.95
Class I Shares	$	1,000.00	$	1,087.70		1.36	%	$	7.09
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,019.24		1.14	%	$	5.75
Class I Shares	$	1,000.00	$	1,018.14		1.36	%	$	6.85
Enhanced Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,012.60		0.60	%	$	3.02
Class I Shares	$	1,000.00	$	1,012.00		0.85	%	$	4.27
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.93		0.60	%	$	3.03
Class I Shares	$	1,000.00	$	1,020.69		0.85	%	$	4.29
Core Fixed Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,024.40		0.67	%	$	3.39
Class I Shares	$	1,000.00	$	1,024.20		0.89	%	$	4.49
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.58		0.67	%	$	3.39
Class I Shares	$	1,000.00	$	1,020.49		0.89	%	$	4.48
U.S. Fixed Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,017.30		0.66	%	$	3.33
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.63		0.66	%	$	3.34

	Beginning Account Value 10/1/13		Ending Account Value 3/31/14		Annualized Expense Ratios			Expense Paid During Period*
High Yield Bond Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,058.10		0.89	%	$	4.58
Class I Shares	$	1,000.00	$	1,057.20		1.11	%	$	5.69
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.48		0.89	%	$	4.50
Class I Shares	$	1,000.00	$	1,019.40		1.11	%	$	5.59
Real Return Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	997.20		0.45	%	$	2.25
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,022.68		0.45	%	$	2.28
Multi-Strategy Alternative Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,037.60		0.69	%	$	3.51
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.49		0.69	%	$	3.48
Multi-Asset Accumulation Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,050.10		1.25	%	$	6.39
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,018.70		1.25	%	$	6.29
Multi-Asset Income Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,052.30		0.85	%	$	4.35
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.69		0.85	%	$	4.28
Multi-Asset Inflation Managed Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,004.20		0.96	%	$	4.80
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,020.14		0.96	%	$	4.84
Multi-Asset Capital Stability Fund
Actual Fund Return
Class A Shares	$	1,000.00	$	1,010.50		0.62	%	$	3.11
Hypothetical 5% Return
Class A Shares	$	1,000.00	$	1,021.84		0.62	%	$	3.13

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 182/365 (to reflect one-half year period shown).

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 251

Board of Trustee Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited)

SEI Institutional Managed Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”). Pursuant to the Advisory Agreement, SIMC oversees the investment advisory services provided to the series of the Trust (the “Funds”) and may manage the cash portion of certain of the Funds’ assets. With the exception of any Fund for which SIMC directly manages the Fund’s assets, pursuant to separate sub-advisory agreements (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”) with SIMC, and under the supervision of SIMC and the Trust’s Board of Trustees (the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) are responsible for the day-to-day investment management of all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to these Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”) requires that the initial approval of, as well as the continuation of, the Funds’ Investment Advisory Agreements must be specifically approved: (i) by the vote of the Board or by a vote of the shareholders of the Funds; and (ii) by the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”), cast in person at a meeting called for the purpose of voting on such approval(s). In connection with their consideration of such approval(s), the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve an Investment Advisory Agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year that are dedicated to considering whether to approve new and terminate or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations. The Board also receives extensive data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the course of the Trust’s fiscal year, the Board requested and received written materials from SIMC and the Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers compared with the fees each charge to comparable mutual funds; (vi) the Funds’ overall fees and operating expenses compared with similar mutual funds; (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance systems; (ix) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (x) SIMC’s and the Sub-Advisers’ reputation, expertise and resources in domestic and/or international financial markets; and (xi) the Funds’ performance compared with similar mutual funds.

252 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

At the December 10-11, 2013 and the March 25-26, 2014 meetings of the Board of Trustees, the Trustees, including a majority of the Independent Trustees, approved certain Investment Advisory Agreements and approved the selection of SIMC and certain Sub-Advisers to act in their respective capacities for the Funds. The Board’s approval was based on its consideration and evaluation of a variety of specific factors discussed at the meetings and at prior meetings, including:

• the nature, extent and quality of the services provided to the Funds under the Investment Advisory Agreements, including the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds;

• the Funds’ investment performance and how it compared to that of other comparable mutual funds (where performance for comparable mutual funds was readily available);

• the Funds’ expenses under each Investment Advisory Agreement and how those expenses compared to those of other comparable mutual funds;

• the profitability of SIMC and the Sub-Advisers and their affiliates with respect to the Funds, including both direct and indirect benefits accruing to SIMC and the Sub-Advisers and their affiliates; and

• the extent to which economies of scale would be realized as the Funds grow and whether fee levels in the Investment Advisory Agreements reflect those economies of scale for the benefit of Fund investors.

Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. The Trustees found the level of SIMC’s and each Sub-Adviser’s professional staff and culture of compliance satisfactory. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds supported renewal of the Investment Advisory Agreements.

Fund Performance. The Board of Trustees considered Fund performance in determining whether to renew the Investment Advisory Agreements. Specifically, the Trustees considered the Funds’ performance relative to their peer groups (where such performance was readily available) and appropriate indices/benchmarks in light of total return, yield and market trends. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In evaluating performance, the Trustees considered both market risk and shareholder risk expectations for the Funds. The Trustees found Fund performance satisfactory, and, where performance was below the benchmark, the Trustees were satisfied that appropriate steps were being taken. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds supported renewal of the Investment Advisory Agreements.

Fund Expenses. With respect to the Funds’ expenses under the Investment Advisory Agreements, the Trustees considered the rate of compensation called for by the Investment Advisory Agreements and the Funds’ net operating expense ratio in comparison to those of other comparable mutual funds. The Trustees also considered information about average expense ratios of comparable mutual funds in the Funds’ respective peer groups. The Trustees further considered the fact that the comparative fee analysis either showed that the various fees were below average or that there was a reasonable basis for the fee level. Finally, the Trustees considered the effects of SIMC’s voluntary waiver of management and other fees to prevent total Fund expenses from exceeding a specified cap and concluded that SIMC, through waivers, has maintained the Funds’ net operating expenses at competitive levels for distribution channels. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Funds are reasonable and supported renewal of the Investment Advisory Agreements.

Profitability. With regard to profitability, the Trustees considered all compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the varied levels of compensation and profitability under the Investment Advisory Agreements and other service agreements were reasonable and justified in light of the quality of all services

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 253

Board of Trustee Considerations in Approving the Advisory and Sub-Advisory Agreements (Unaudited) (Concluded)

rendered to the Funds by SIMC and the Sub-Advisers and their affiliates. The Trustees found that profitability was reasonable. When considering the profitability of the Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and such compensation with respect to any Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported renewal of the Investment Advisory Agreements.

Economies of Scale. The Trustees considered the existence of any economies of scale and whether those were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the Funds obtain reasonable benefit from economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, unanimously approved the continuation of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of their deliberations, the Trustees did not identify any particular information that was all-important or controlling.

254 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SEI INSTITUTIONAL MANAGED TRUST SEMI-ANNUAL REPORT MARCH 31, 2014

Robert A. Nesher, Chairman

Trustees

William M. Doran

George J. Sullivan, Jr.

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Hubert L. Harris, Jr.

Officers

Robert A. Nesher

President and Chief Executive Officer

Peter A. Rodriguez

Controller and Chief Financial Officer

Russell Emery

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

Aaron Buser

Vice President, Assistant Secretary

David F. McCann

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Edward McCusker

Anti-Money Laundering Compliance Officer

Privacy Officer

Investment Adviser

SEI Investments Management Corporation

Administrator

SEI Investments Global Funds Services

Distributor

SEI Investments Distribution Co.

Legal Counsel

Morgan, Lewis & Bockius LLP

Independent Registered Public Accounting Firm

KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

For more information call

1 800 DIAL SEI

(1 800 342 5734)

SEI-F-092 (3/14)

Item 2. Code of Ethics.

Not applicable for semi-annual report.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual report.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual report.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

The Schedules of Investments in securities of unaffiliated issuers as of the close of the reporting period for the Large Cap Fund, Large Cap Value Fund, Large Cap Growth Fund, Tax-Managed Large Cap Fund, S&P 500 Index Fund, Small Cap Fund, Small Cap Value Fund, Small Cap Growth Fund, Tax-Managed Small/Mid Cap Fund, Mid-Cap Fund, U.S. Managed Volatility Fund, Global Managed Volatility Fund and Tax-Managed Managed Volatility Fund are listed below. The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period for the Real Estate Fund, Enhanced Income Fund, Core Fixed Income Fund, U.S. Fixed Income Fund, High Yield Bond Fund, Real Return Fund, Multi-Strategy Alternative Fund, Multi-Asset Accumulation Fund, Multi-Asset Income Fund, Multi-Asset Inflation Managed Fund and Multi-Asset Capital Stability Fund is included as part of the report to shareholders filed under Item 1 of this form.

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 91.0%
Consumer Discretionary — 11.6%
Abercrombie & Fitch, Cl A (A)		38,600	$	1,486
Amazon.com, Cl A*		17,040		5,734
Apollo Education Group, Cl A*		6,500		223
Autoliv (A)		17,400		1,746
Best Buy		27,400		724
Big Lots*		19,300		731
CBS, Cl B		197,980		12,235
Chipotle Mexican Grill, Cl A*		13,160		7,475
Comcast, Cl A		239,640		11,987
CST Brands		7,255		227
Delphi Automotive		24,800		1,683
Dillard’s, Cl A		44,400		4,102
DIRECTV*		141,100		10,783
Discovery Communications, Cl A*		43,559		3,602
Foot Locker, Cl A		53,100		2,495
Ford Motor		247,200		3,856
Fossil Group*		40,512		4,724
GameStop, Cl A (A)		60,400		2,482
Gannett		57,600		1,590
Goodyear Tire & Rubber (A)		35,700		933
Hanesbrands		3,900		298
Harley-Davidson, Cl A		202,744		13,505
Harman International Industries, Cl A		76,660		8,157
Home Depot		104,490		8,268
International Game Technology		131,900		1,854
Kohl’s		43,200		2,454
L Brands		286,005		16,237
Las Vegas Sands		74,510		6,019
Lear		103,100		8,631
Liberty Media - Interactive, Cl A*		565,600		16,329
Macy’s		125,440		7,437
Magna International, Cl A		64,100		6,173
Murphy USA*		9,200		373
NetFlix*		6,000		2,112
Nike, Cl B		112,925		8,341
priceline.com*		15,125		18,028
Ralph Lauren, Cl A		53,830		8,663
Sally Beauty Holdings*		207,500		5,685
Signet Jewelers		42,300		4,478
Starbucks		161,442		11,847
Target, Cl A		38,900		2,354
Tesla Motors* (A)		19,700		4,107
Time Warner Cable, Cl A		103,500		14,198
TRW Automotive Holdings*		30,600		2,498
Twenty-First Century Fox		410,680		12,781
Viacom, Cl B		19,900		1,691
Whirlpool		42,100		6,292
Yum! Brands		93,590		7,056
				284,684
Consumer Staples — 7.2%
Altria Group		22,500		842
Anheuser-Busch InBev ADR		136,972		14,423
Archer-Daniels-Midland		207,400		8,999
Coca-Cola		53,600		2,072
Coca-Cola Enterprises		119,370		5,701

Description	Shares		Market Value ($ Thousands)
Constellation Brands, Cl A*		8,300	$	706
Costco Wholesale		119,787		13,378
CVS Caremark		148,600		11,124
Dr Pepper Snapple Group		17,700		964
Energizer Holdings		22,200		2,237
Estee Lauder, Cl A		103,118		6,897
Herbalife (A)		97,000		5,555
Hershey		22,500		2,349
Ingredion		16,500		1,123
Kimberly-Clark		29,700		3,274
Kroger		237,400		10,363
Lorillard		123,400		6,673
Mead Johnson Nutrition, Cl A		195,810		16,280
Nu Skin Enterprises, Cl A		30,700		2,543
PepsiCo		21,400		1,787
Philip Morris International		171,450		14,037
Procter & Gamble		53,000		4,272
Reynolds American		13,200		705
Safeway		38,300		1,415
Tyson Foods, Cl A		303,800		13,370
Walgreen		271,475		17,925
Wal-Mart Stores		600		46
Whole Foods Market		163,752		8,304
				177,364
Energy — 9.5%
Apache		45,500		3,774
Cabot Oil & Gas		93,620		3,172
Chesapeake Energy		39,700		1,017
Chevron		201,200		23,925
Cimarex Energy		4,200		500
ConocoPhillips		157,400		11,073
Core Laboratories		41,215		8,179
EOG Resources		107,150		21,020
Exxon Mobil		368,500		35,995
FMC Technologies*		150,879		7,889
Halliburton		119,186		7,019
Helmerich & Payne		31,100		3,345
Hess		58,600		4,857
Kinder Morgan		206,378		6,705
Marathon Oil		239,300		8,500
Marathon Petroleum		130,920		11,395
Murphy Oil (A)		36,800		2,313
Nabors Industries		33,400		823
Noble		59,900		1,961
Noble Energy		201,580		14,320
Occidental Petroleum		104,800		9,986
Phillips 66		270,300		20,829
Schlumberger, Cl A		104,969		10,235
SM Energy		73,300		5,226
Targa Resources		4,320		429
Valero Energy		203,100		10,785
				235,272
Financials — 16.2%
ACE		27,300		2,704
Aflac		43,900		2,767
Allied World Assurance Holdings		31,450		3,245
Allstate		190,500		10,779
American Capital Agency, Cl A †		7,300		157
American Financial Group		90,347		5,214

2 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
American International Group		515,860	$	25,798
American Tower, Cl A †		9,500		778
Ameriprise Financial		51,500		5,669
Annaly Capital Management †		60,600		665
Associated Banc-Corp		3,200		58
Assurant		152,900		9,932
AvalonBay Communities †		1,900		250
Axis Capital Holdings		94,390		4,328
Bank of America		2,051,590		35,287
Bank of New York Mellon		47,700		1,683
BB&T		63,800		2,563
Berkshire Hathaway, Cl B*		23,600		2,949
Boston Properties †		2,200		252
Brandywine Realty Trust †		67,500		976
Capital One Financial		125,500		9,684
CBL & Associates Properties †		35,800		635
CBOE Holdings		62,800		3,555
Charles Schwab		358,241		9,791
Chubb		74,500		6,653
Citigroup		450,960		21,466
CME Group		105,525		7,810
CNA Financial		25,700		1,098
Comerica		38,500		1,994
CommonWealth †		17,600		463
Crown Castle International †		246,075		18,155
Discover Financial Services		221,700		12,901
East West Bancorp		1,900		69
Endurance Specialty Holdings		20,000		1,077
Equity Residential †		8,600		499
Everest Re Group		65,700		10,055
Fifth Third Bancorp		434,100		9,963
General Growth Properties †		13,700		301
Genworth Financial, Cl A*		210,200		3,727
Goldman Sachs Group		19,400		3,179
Hartford Financial Services Group		52,600		1,855
HCP †		10,500		407
Health Care †		6,600		393
Hospitality Properties Trust †		29,600		850
Host Hotels & Resorts †		10,200		206
Huntington Bancshares		229,300		2,286
IntercontinentalExchange Group		55,850		11,049
JPMorgan Chase		273,900		16,628
KeyCorp		811,100		11,550
Kimco Realty †		5,800		127
Lincoln National		104,700		5,305
McGraw-Hill		74,300		5,669
MetLife		42,000		2,218
MFA Financial †		94,700		734
Morgan Stanley		34,500		1,075
Northern Trust		4,400		288
PartnerRe		88,300		9,139
PNC Financial Services Group		94,600		8,230
Progressive		385,775		9,344
ProLogis †		11,900		486
Protective Life		37,300		1,962
Prudential Financial		35,400		2,997
Public Storage †		3,400		573
Realty Income † (A)		4,500		184
Regions Financial		155,700		1,730

Description	Shares		Market Value ($ Thousands)
Reinsurance Group of America, Cl A		115,000	$	9,157
Senior Housing Properties Trust †		28,600		643
Simon Property Group †		7,400		1,214
SLM		52,100		1,275
State Street		43,900		3,053
Travelers		129,100		10,986
Unum Group		182,900		6,458
Validus Holdings		45,100		1,701
Ventas †		3,851		233
Vornado Realty Trust †		2,800		276
Waddell & Reed Financial, Cl A		83,200		6,125
Wells Fargo		497,600		24,751
Weyerhaeuser †		8,000		235
				400,521
Health Care — 12.3%
Abbott Laboratories		3,200		123
AbbVie		79,100		4,066
Aetna, Cl A		68,900		5,165
Alexion Pharmaceuticals*		87,120		13,254
Allergan		125,325		15,553
AmerisourceBergen		73,700		4,834
Amgen, Cl A		97,800		12,063
Baxter International		67,500		4,967
Biogen Idec*		62,720		19,184
Bristol-Myers Squibb		212,160		11,022
Cardinal Health		117,000		8,188
Celgene, Cl A*		171,675		23,966
Cigna		84,000		7,033
Covance*		65,517		6,807
DaVita HealthCare Partners*		104,999		7,229
Express Scripts Holding*		240,833		18,084
Gilead Sciences*		126,581		8,970
Humana		93,800		10,573
Intuitive Surgical*		22,333		9,782
Johnson & Johnson		107,200		10,530
McKesson		57,500		10,153
Medtronic		41,200		2,535
Merck		118,300		6,716
Myriad Genetics* (A)		21,600		738
Novo Nordisk ADR		250,125		11,418
Omnicare (A)		56,050		3,344
Perrigo		51,225		7,923
Pfizer		678,527		21,794
Questcor Pharmaceuticals (A)		3,140		204
Shire		71,550		10,627
United Therapeutics* (A)		72,800		6,845
UnitedHealth Group		18,900		1,550
WellPoint		134,310		13,371
Zimmer Holdings		36,300		3,433
				302,044
Industrials — 9.1%
Aecom Technology*		35,300		1,135
AGCO		48,500		2,675
Alaska Air Group		41,400		3,863
Alliant Techsystems		48,449		6,887
American Airlines Group* (A)		63,900		2,339
Boeing		6,600		828
Canadian Pacific Railway (A)		124,250		18,691

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 3

Description	Shares		Market Value ($ Thousands)
Caterpillar, Cl A (A)		22,600	$	2,246
Copa Holdings, Cl A		4,600		668
Cummins		76,770		11,438
Danaher, Cl A		115,099		8,633
Deere		57,600		5,230
Delta Air Lines, Cl A		42,900		1,486
Engility Holdings*		4,883		220
Exelis		317,900		6,043
Fastenal, Cl A (A)		108,118		5,332
FedEx		9,600		1,273
Flowserve		129,260		10,126
Fluor		106,663		8,291
General Dynamics		25,900		2,821
General Electric		20,600		533
Huntington Ingalls Industries, Cl A		55,900		5,716
ITT		9,200		393
Kansas City Southern		88,810		9,064
L-3 Communications Holdings		103,000		12,170
Lincoln Electric Holdings		2,400		173
Lockheed Martin		36,800		6,007
Nielsen Holdings		171,040		7,633
Norfolk Southern		22,600		2,196
Northrop Grumman		133,700		16,496
Oshkosh Truck		68,500		4,033
Pall		146,970		13,149
Pentair		193,530		15,355
Raytheon		118,400		11,697
RR Donnelley & Sons		78,200		1,400
Southwest Airlines, Cl A		220,200		5,199
Stericycle, Cl A*		63,858		7,255
Timken		37,500		2,204
Towers Watson, Cl A		20,400		2,327
United Technologies		4,000		468
URS		22,900		1,078
				224,771
Information Technology — 19.4%
Accenture, Cl A		76,343		6,086
Activision Blizzard		78,000		1,594
Adobe Systems*		460,780		30,292
Alliance Data Systems*		18,620		5,073
Amdocs		167,630		7,788
Amphenol, Cl A		84,858		7,777
Ansys*		50,456		3,886
Apple		33,563		18,015
Applied Materials		850,000		17,357
Arrow Electronics, Cl A*		51,600		3,063
Atmel*		44,400		371
Avnet		64,800		3,015
Broadridge Financial Solutions		7,500		279
Brocade Communications Systems*		225,500		2,393
CA		101,000		3,128
Cisco Systems		319,600		7,162
Cognizant Technology Solutions, Cl A*		96,410		4,879
Computer Sciences		23,500		1,429
CoreLogic*		52,100		1,565
Corning, Cl B (A)		209,800		4,368
eBay*		270,225		14,927

Description	Shares		Market Value ($ Thousands)
EMC		72,800	$	1,995
Equinix* (A)		24,294		4,490
Facebook, Cl A*		233,710		14,079
Fidelity National Information Services, Cl B		47,000		2,512
Fiserv, Cl A*		11,100		629
Flextronics International*		320,400		2,961
Genpact*		308,486		5,374
Google, Cl A*		29,118		32,452
Harris		37,800		2,766
Hewlett-Packard		249,500		8,074
IAC		9,300		664
Ingram Micro, Cl A*		275,600		8,147
Intel		205,800		5,312
Intuit		154,700		12,025
Leidos Holdings (A)		26,750		946
Lexmark International, Cl A		2,300		106
Marvell Technology Group		456,100		7,183
MasterCard, Cl A		542,070		40,493
Microsoft		771,350		31,618
National Instruments		136,573		3,918
Oracle, Cl B		130,700		5,347
Pandora Media*		132,100		4,005
Qualcomm		370,658		29,230
Rovi*		1,200		27
Salesforce.com*		120,238		6,864
SanDisk		26,100		2,119
Science Applications International (A)		15,285		572
Seagate Technology		53,000		2,977
Skyworks Solutions*		18,600		698
TE Connectivity		37,400		2,252
Tech Data*		20,300		1,237
Teradata*		146,475		7,205
Texas Instruments		233,970		11,032
VeriFone Holdings*		116,050		3,925
VeriSign* (A)		131,727		7,101
Visa, Cl A		154,760		33,406
Western Digital		174,200		15,995
Xerox		545,200		6,161
Yahoo!*		110,600		3,971
Yelp, Cl A*		43,425		3,341
				477,656
Materials — 3.2%
Cabot		27,000		1,595
CF Industries Holdings		28,400		7,402
Domtar (A)		44,400		4,983
Dow Chemical, Cl A		262,810		12,770
Eastman Chemical		23,100		1,991
Ecolab		74,709		8,068
Freeport-McMoRan Copper & Gold, Cl B		62,100		2,054
Huntsman		140,500		3,431
LyondellBasell Industries, Cl A		175,440		15,604
PPG Industries		41,205		7,971
Reliance Steel & Aluminum		3,500		247
Rock Tenn, Cl A		10,500		1,109
Steel Dynamics		48,200		857
Syngenta		90,050		6,824
United States Steel (A)		96,300		2,659
Westlake Chemical		29,800		1,972
				79,537

4 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amounts ($ Thousands)	Market Value ($ Thousands)
Telecommunication Services — 0.7%
AT&T	355,200	$	12,457
Verizon Communications	85,000		4,043
			16,500
Utilities — 1.8%
AES	375,600		5,363
Ameren	32,300		1,331
American Electric Power	164,600		8,339
DTE Energy	12,400		921
Duke Energy	9,500		676
Edison International	170,700		9,663
Entergy	115,000		7,688
Exelon	75,500		2,534
Public Service Enterprise Group	148,500		5,664
SCANA	52,300		2,684
			44,863
Total Common Stock (Cost $1,679,618) ($ Thousands)			2,243,212
AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P. 0.070%** †† (B)	56,837,890		56,838
Total Affiliated Partnership (Cost $56,838) ($ Thousands)			56,838
CASH EQUIVALENTS — 4.6%
Investors Cash Trust - Treasury Portfolio - DWS US Treasury Money Fund, 0.010%**	4,947,456		4,947
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%** ††	107,781,775		107,782
Total Cash Equivalents (Cost $112,729) ($ Thousands)			112,729
U.S. TREASURY OBLIGATIONS (C) (D) — 0.4%
U.S. Treasury Bills
0.055%, 07/24/14	$8,922		8,922
Total U.S. Treasury Obligations (Cost $8,922) ($ Thousands)			8,922
Total Investments — 98.2% (Cost $1,858,107) ($ Thousands)		$	2,421,701

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		1,846		Jun-2014	$	1,483
S&P Mid 400 Index E-MINI		169		Jun-2014		214
					$	1,697

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,466,073 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $56,229 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $56,838 ($ Thousands).

(C) The rate reported is the effective yield at the time of purchase.

(D) Security, or a portion thereof, has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,243,212	$	—	$	—	$	2,243,212
Affiliated Partnership		—		56,838		—		56,838
Cash Equivalents		112,729		—		—		112,729
U.S. Treasury Obligations		—		8,922		—		8,922
Total Investments in Securities	$	2,355,941	$	65,760	$	—	$	2,421,701

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	1,697	$	—	$	—	$	1,697
Total Other Financial Instruments	$	1,697	$	—	$	—	$	1,697

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 5

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Value Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.1% ‡
Consumer Discretionary — 8.3%
Autoliv (A)		33,900	$	3,402
Best Buy		29,200		771
Comcast, Cl A		75,700		3,691
CST Brands		9,911		310
Delphi Automotive		21,200		1,439
Dillard’s, Cl A		59,100		5,461
DIRECTV*		121,900		9,316
Foot Locker, Cl A		135,600		6,371
Ford Motor		221,700		3,459
GameStop, Cl A (A)		51,200		2,104
Gannett		73,800		2,037
General Motors		371,974		12,803
Goodyear Tire & Rubber (A)		33,700		880
Hasbro		34,900		1,941
Kohl’s (A)		123,400		7,009
Lear		118,600		9,929
Macy’s		208,640		12,370
Magna International, Cl A		60,400		5,817
McDonald’s		39,700		3,892
Murphy USA*		8,450		343
Target, Cl A		70,300		4,254
Time Warner Cable, Cl A		22,000		3,018
Toyota Motor (A)		87,700		9,901
Tribune*		58,600		4,667
TRW Automotive Holdings* (A)		26,500		2,163
Viacom, Cl B		83,200		7,071
Whirlpool		46,000		6,875
				131,294
Consumer Staples — 5.4%
Archer-Daniels-Midland		94,500		4,100
Coca-Cola Enterprises		76,770		3,666
CVS Caremark		147,200		11,019
Dr Pepper Snapple Group		54,400		2,963
Herbalife (A)		45,100		2,583
Hershey		17,600		1,837
Ingredion		41,000		2,791
Kellogg		86,900		5,450
Kroger		231,600		10,109
Lorillard		100,900		5,457
Molson Coors Brewing, Cl B		116,000		6,828
PepsiCo		47,200		3,941
Procter & Gamble		23,600		1,902
Safeway		37,700		1,393
SUPERVALU* (A)		111,437		762
SYSCO, Cl A		118,100		4,267
Tyson Foods, Cl A		104,400		4,595
Wal-Mart Stores		146,500		11,197
				84,860
Energy — 14.2%
Anadarko Petroleum, Cl A		41,400		3,509
Apache		93,000		7,714
BP ADR		246,903		11,876
Canadian Natural Resources		82,600		3,169
Chesapeake Energy		33,800		866
Chevron		306,700		36,470
ConocoPhillips		173,800		12,227
Consol Energy		75,900		3,032
EOG Resources		12,100		2,374

Description	Shares		Market Value ($ Thousands)
EQT		23,700	$	2,298
Exxon Mobil		388,500		37,949
Halliburton		273,501		16,107
Helmerich & Payne		34,400		3,700
Hess		114,300		9,473
Marathon Oil		391,000		13,888
Marathon Petroleum		140,460		12,225
Murphy Oil (A)		33,800		2,125
Nabors Industries		60,200		1,484
Noble		42,500		1,391
Occidental Petroleum		202,400		19,287
Phillips 66		55,800		4,300
SM Energy		69,100		4,926
Targa Resources		3,090		307
Tesoro		40,700		2,059
Valero Energy		219,210		11,640
				224,396
Financials — 27.2%
ACE		57,400		5,686
Aflac		29,800		1,879
Allied World Assurance Holdings		18,060		1,864
Allstate		274,600		15,537
American Express		20,700		1,864
American Financial Group		72,000		4,155
American International Group		270,200		13,513
Ameriprise Financial		51,800		5,702
Assurant		117,100		7,607
AvalonBay Communities †		18,600		2,443
Axis Capital Holdings		92,200		4,227
Bank of America		1,657,400		28,507
Bank of New York Mellon		52,600		1,856
Berkshire Hathaway, Cl B*		81,300		10,160
Blackstone Group (B)		128,400		4,269
Capital One Financial		117,800		9,089
CBL & Associates Properties †		83,500		1,482
CBOE Holdings		67,600		3,826
Chubb		82,600		7,376
Citigroup		627,700		29,879
Comerica		30,900		1,601
Discover Financial Services		172,900		10,061
Endurance Specialty Holdings		39,000		2,099
Everest Re Group		95,100		14,555
Fifth Third Bancorp		564,800		12,962
Genworth Financial, Cl A*		191,700		3,399
Goldman Sachs Group		21,500		3,523
Hartford Financial Services Group		256,800		9,057
Hatteras Financial †		163,400		3,080
Hospitality Properties Trust †		58,400		1,677
Huntington Bancshares		267,500		2,667
Invesco		111,600		4,129
JPMorgan Chase		664,600		40,348
KeyCorp		637,200		9,074
KKR (A) (B)		156,600		3,577
Lincoln National		194,300		9,845
McGraw-Hill		75,700		5,776
MetLife		394,100		20,808
PartnerRe		72,900		7,545
PNC Financial Services Group		125,300		10,901
Protective Life		71,200		3,744

6 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Prudential Financial		54,100	$	4,580
Regions Financial		713,500		7,927
Reinsurance Group of America, Cl A		65,900		5,248
State Street		92,300		6,420
SunTrust Banks		83,700		3,330
Tanger Factory Outlet Centers †		63,900		2,237
Travelers		101,700		8,655
Two Harbors Investment †		281,200		2,882
Unum Group		139,000		4,908
Waddell & Reed Financial, Cl A		73,600		5,418
Wells Fargo		734,100		36,514
				429,468
Health Care — 11.3%
Abbott Laboratories		6,100		235
AbbVie		28,700		1,475
Aetna, Cl A		98,500		7,385
Alexion Pharmaceuticals*		14,310		2,177
AmerisourceBergen		73,000		4,788
Amgen, Cl A		95,900		11,828
Baxter International		86,200		6,343
Biogen Idec*		16,400		5,016
Cardinal Health		84,300		5,899
CareFusion*		52,600		2,115
Celgene, Cl A*		27,800		3,881
Cigna		92,600		7,754
Covidien		49,300		3,631
Express Scripts Holding*		102,768		7,717
Gilead Sciences*		14,500		1,028
Humana		51,500		5,805
Johnson & Johnson		122,600		12,043
McKesson		43,150		7,619
Merck		228,400		12,966
Novartis		35,900		3,052
Omnicare (A)		50,500		3,013
Pfizer		1,030,200		33,090
Questcor Pharmaceuticals (A)		3,440		224
United Therapeutics*		72,500		6,817
UnitedHealth Group		35,800		2,935
WellPoint		154,200		15,351
Zimmer Holdings		39,900		3,774
				177,961
Industrials — 9.4%
Aecom Technology*		28,800		927
AGCO (A)		47,000		2,593
Alliant Techsystems		40,600		5,771
American Airlines Group* (A)		190,700		6,980
Caterpillar, Cl A (A)		73,400		7,294
Cummins		16,500		2,458
Deere		49,700		4,513
Delta Air Lines, Cl A		337,300		11,687
Eaton		62,900		4,725
Engility Holdings*		9,516		429
Exelis		268,000		5,095
General Dynamics		24,800		2,701
General Electric		681,900		17,654
Hertz Global Holdings*		118,100		3,146
Honeywell International		23,300		2,161
Huntington Ingalls Industries, Cl A		52,800		5,399
Joy Global (A)		130,900		7,592

Description	Shares		Market Value ($ Thousands)
Kennametal		5,654	$	250
L-3 Communications Holdings		89,300		10,551
Lockheed Martin		33,200		5,420
Norfolk Southern		23,800		2,313
Northrop Grumman		90,800		11,203
Oshkosh Truck		81,600		4,804
Raytheon		107,300		10,600
Republic Services		100,900		3,447
RR Donnelley & Sons		144,100		2,579
Southwest Airlines, Cl A		118,500		2,798
Triumph Group		45,900		2,964
				148,054
Information Technology — 11.6%
Activision Blizzard		343,700		7,025
Amdocs		165,010		7,666
Apple		34,179		18,345
Applied Materials		264,500		5,401
Arrow Electronics, Cl A*		51,000		3,027
Avnet		59,300		2,759
CA		125,500		3,887
Check Point Software Technologies*		52,500		3,551
Cisco Systems		1,136,200		25,462
Convergys		110,700		2,426
Corning, Cl B (A)		175,400		3,652
EMC		257,400		7,056
Flextronics International*		305,600		2,824
Harris		35,200		2,575
Hewlett-Packard		211,100		6,831
Ingram Micro, Cl A*		278,000		8,218
Intel		275,300		7,106
International Business Machines		10,900		2,098
Marvell Technology Group		283,200		4,460
Microsoft		270,500		11,088
Oracle, Cl B		187,900		7,687
SanDisk		22,800		1,851
Seagate Technology		193,600		10,873
TE Connectivity		46,300		2,788
Tech Data*		33,500		2,042
Teradyne (A)		109,900		2,186
Vishay Intertechnology (A)		103,400		1,538
Western Digital		170,500		15,655
Xerox		222,600		2,515
				182,592
Materials — 3.7%
CF Industries Holdings		30,000		7,819
Crown Holdings*		165,800		7,418
Domtar		56,400		6,329
Dow Chemical, Cl A		113,300		5,505
Eastman Chemical		76,500		6,595
Freeport-McMoRan Copper & Gold, Cl B		49,200		1,627
Huntsman		135,000		3,297
International Paper		60,500		2,776
LyondellBasell Industries, Cl A		28,700		2,553
Mosaic		73,300		3,665
Owens-Illinois*		95,600		3,234
Reliance Steel & Aluminum		65,100		4,600
United States Steel (A)		90,500		2,498
				57,916

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 7

Description	Shares/Face Amount ($ Thousands)		Market Value ($ Thousands)
Telecommunication Services — 2.8%
AT&T (A)		597,600	$	20,958
CenturyTel (A)		31,100		1,021
China Mobile ADR (A)		179,600		8,188
Verizon Communications		310,500		14,771
				44,938
Utilities — 3.2%
AES		363,100		5,185
Ameren		52,200		2,151
American Electric Power		247,400		12,533
Edison International		115,700		6,550
Entergy		87,100		5,823
Exelon		128,100		4,299
Pinnacle West Capital		55,900		3,055
Public Service Enterprise Group (A)		128,400		4,897
Westar Energy, Cl A		110,400		3,882
Xcel Energy		91,200		2,769
				51,144
Total Common Stock (Cost $1,217,569) ($ Thousands)				1,532,623
AFFILIATED PARTNERSHIP — 3.3%
SEI Liquidity Fund, L.P. 0.070%** †† (B)		52,195,621		52,196
Total Affiliated Partnership (Cost $52,196) ($ Thousands)				52,196
CASH EQUIVALENT — 3.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%** ††		48,522,112		48,522
Total Cash Equivalent (Cost $48,522) ($ Thousands)				48,522
U.S. TREASURY OBLIGATIONS (C) (D) — 0.1%
U.S. Treasury Bills
0.055%, 07/24/14	$	1,680		1,680
Total U.S. Treasury Obligations (Cost $1,680) ($ Thousands)				1,680
Total Investments — 103.6% (Cost $1,319,967) ($ Thousands)			$	1,635,021

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Russell 2000 Index E-MINI		14		Jun-2014	$	(14	)
S&P 500 Index E-MINI		294		Jun-2014		443
					$	429

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,577,659 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $51,546 ($ Thousands).

(B) This security was purchased with cash collateral received from securities lending. The total market value of such securities as of March 31, 2014 was $52,196 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

(D) The rate reported is the effective yield at the time of purchase.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The following is a summary of the inputs used as of March 31, 2014, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,532,623	$	—	$	—	$	1,532,623
Affiliated Partnership		—		52,196		—		52,196
Cash Equivalent		48,522		—		—		48,522
U.S. Treasury Obligations		—		1,680		—		1,680
Total Investments in Securities	$	1,581,145	$	53,876	$	—	$	1,635,021

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	443		$	—	$	—	$	443
Unrealized Depreciation		(14	)		—		—		(14	)
Total Other Financial Instruments	$	429		$	—	$	—	$	429

* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

8 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Large Cap Growth Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.9% ‡
Consumer Discretionary — 14.5%
Best Buy		3,000	$	79
Brinker International		8,500		446
Burger King Worldwide (A)		34,600		919
Carter’s		22,600		1,755
CBS, Cl B		21,300		1,316
Charter Communications, Cl A*		3,900		481
Cinemark Holdings		26,900		780
Comcast, Cl A		49,600		2,481
Delphi Automotive		77,500		5,259
Dick’s Sporting Goods		6,100		333
Discovery Communications, Cl A* (A)		121,389		10,039
DISH Network, Cl A*		17,700		1,101
Domino’s Pizza		23,100		1,778
DSW, Cl A		17,300		620
Dunkin’ Brands Group (A)		48,100		2,414
Fossil Group*		70,189		8,185
Gentex		33,000		1,041
Genuine Parts		32,700		2,840
GNC Holdings, Cl A		13,800		608
Goodyear Tire & Rubber (A)		35,400		925
H&R Block		69,200		2,089
Hanesbrands		41,600		3,182
Harley-Davidson, Cl A		1,600		107
Hasbro		1,700		94
Home Depot		52,200		4,131
Interpublic Group		83,500		1,431
Jarden*		52,600		3,147
L Brands		297,475		16,888
Lear		3,300		276
Liberty Global, Cl A*		33,809		1,406
Liberty Global*		33,809		1,376
Liberty Media - Interactive, Cl A*		792,085		22,867
Liberty Ventures, Ser A*		15,500		2,020
Lions Gate Entertainment (A)		29,400		786
LKQ*		38,700		1,020
Lowe’s		38,400		1,878
Madison Square Garden, Cl A*		26,500		1,505
Mattel		116,100		4,657
Newell Rubbermaid, Cl B		73,800		2,207
News*		103,125		1,776
Nike, Cl B		172,875		12,768
Omnicom Group		87,400		6,345
O’Reilly Automotive*		26,200		3,888
PetSmart		800		55
Polaris Industries (A)		18,000		2,515
priceline.com*		19,125		22,795
Sally Beauty Holdings*		284,025		7,782
Scripps Networks Interactive, Cl A		32,700		2,482
Service International		43,500		865
Signet Jewelers		1,100		116
Starbucks		215,814		15,836
Starz - Liberty Capital*		37,500		1,211
Thor Industries		2,300		140
Time Warner Cable, Cl A		51,100		7,010
TJX		59,800		3,627

Description	Shares		Market Value ($ Thousands)
TripAdvisor* (A)		4,700	$	426
Tupperware Brands		14,700		1,231
Twenty-First Century Fox, Cl A		150,200		4,802
VF		19,400		1,200
Viacom, Cl B		53,500		4,547
Walt Disney		75,500		6,045
Wyndham Worldwide		18,200		1,333
Wynn Resorts		4,300		955
				224,217
Consumer Staples — 8.6%
Altria Group		21,297		797
Archer-Daniels-Midland		7,400		321
Brown-Forman, Cl B		21,900		1,964
Campbell Soup (A)		14,100		633
Church & Dwight		37,000		2,556
Clorox (A)		27,500		2,420
Coca-Cola Enterprises		92,000		4,394
Colgate-Palmolive		53,500		3,471
Constellation Brands, Cl A*		42,200		3,586
Costco Wholesale		117,472		13,119
CVS Caremark		59,400		4,447
Dr Pepper Snapple Group		2,900		158
Estee Lauder, Cl A		180,324		12,060
General Mills, Cl A		50,600		2,622
Hershey		46,400		4,844
Hormel Foods		54,800		2,700
JM Smucker		6,600		642
Kellogg		35,200		2,207
Kimberly-Clark		46,000		5,071
Kroger		65,000		2,837
Lorillard		2,200		119
McCormick (A)		37,400		2,683
Mead Johnson Nutrition, Cl A		195,827		16,281
Reynolds American		40,100		2,142
SYSCO, Cl A		19,100		690
Walgreen		371,100		24,504
Whole Foods Market		296,432		15,032
				132,300
Energy — 5.7%
Cabot Oil & Gas		6,300		213
Cheniere Energy*		12,000		664
Core Laboratories		72,065		14,301
Dril-Quip*		9,300		1,042
EOG Resources		146,600		28,759
EQT		9,100		882
FMC Technologies* (A)		263,847		13,797
Kinder Morgan		336,444		10,931
Noble Energy		5,600		398
Schlumberger, Cl A		183,547		17,896
				88,883
Financials — 9.0%
Affiliated Managers Group*		18,900		3,781
Allied World Assurance Holdings		4,900		506
American Express		39,100		3,520
American Financial Group		4,200		242
Ameriprise Financial		27,700		3,049
Aon		33,900		2,857

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 9

Description	Shares		Market Value ($ Thousands)
Arch Capital Group*		4,400	$	253
Arthur J. Gallagher		53,800		2,560
Axis Capital Holdings		13,200		605
BlackRock		10,700		3,365
CBOE Holdings		38,500		2,179
Charles Schwab		687,258		18,783
Chubb		18,800		1,679
CME Group		144,750		10,713
Corrections Corp of America †		17,900		561
Crown Castle International †		326,150		24,063
Eaton Vance (A)		27,900		1,065
Endurance Specialty Holdings		6,600		355
Extra Space Storage †		2,800		136
Fidelity National Financial, Cl A		8,900		280
Hanover Insurance Group, Cl A		5,400		332
IntercontinentalExchange Group		82,700		16,361
Loews		10,900		480
LPL Financial Holdings		19,100		1,003
Marsh & McLennan		131,000		6,458
McGraw-Hill		66,300		5,059
Moody’s		32,300		2,562
MSCI, Cl A*		20,700		890
Omega Healthcare Investors † (A)		15,200		509
Progressive		545,936		13,223
Prudential Financial		14,900		1,261
Rayonier †		35,000		1,607
Signature Bank NY, Cl B*		1,800		226
Spirit Realty Capital †		27,500		302
T. Rowe Price Group		18,400		1,515
Travelers		44,100		3,753
Validus Holdings		3,200		121
Waddell & Reed Financial, Cl A		35,700		2,628
				138,842
Health Care — 13.6%
Actavis*		15,932		3,280
Aetna, Cl A		10,300		772
Agilent Technologies		21,000		1,174
Allergan		171,275		21,255
AmerisourceBergen		95,200		6,244
Becton Dickinson		60,400		7,072
C.R. Bard		4,700		695
Celgene, Cl A*		158,425		22,116
Charles River Laboratories International*		8,400		507
Cigna		6,600		553
Cooper, Cl A		13,400		1,841
Covance*		138,160		14,355
DaVita HealthCare Partners*		183,606		12,641
Dentsply International		16,700		769
Endo International*		2,900		199
Express Scripts Holding*		273,350		20,526
Gilead Sciences*		212,220		15,038
HCA Holdings*		7,400		389
Henry Schein*		37,600		4,488
Illumina* (A)		11,400		1,695
Intuitive Surgical*		39,066		17,110
Jazz Pharmaceuticals*		11,700		1,623
Johnson & Johnson		51,100		5,019

Description	Shares		Market Value ($ Thousands)
Laboratory Corp of America Holdings*		12,800	$	1,257
McKesson		11,000		1,942
MEDNAX*		20,200		1,252
Mettler Toledo International*		6,300		1,485
Mylan* (A)		57,700		2,817
Novo Nordisk ADR		341,810		15,604
Patterson		35,300		1,474
Perrigo		75,700		11,708
ResMed (A)		10,500		469
Salix Pharmaceuticals*		6,500		673
Sirona Dental Systems, Cl A*		12,700		948
St. Jude Medical		31,100		2,034
Stryker		44,000		3,585
Techne, Cl A		2,400		205
United Therapeutics* (A)		19,200		1,805
Universal Health Services, Cl B		11,900		977
Waters*		14,900		1,615
Zimmer Holdings		3,400		322
				209,533
Industrials — 10.7%
3M		81,000		10,989
Aecom Technology*		3,400		109
Alaska Air Group		9,100		849
Allegion		29,066		1,516
American Airlines Group*		26,300		963
Ametek		31,100		1,601
AO Smith		14,400		663
Babcock & Wilcox (A)		35,000		1,162
BE Aerospace*		38,900		3,376
Carlisle		1,100		87
Chicago Bridge & Iron		28,700		2,501
Cintas		11,400		680
Colfax*		33,900		2,418
Copa Holdings, Cl A		10,000		1,452
Crane, Cl A		8,800		626
Danaher, Cl A		245,078		18,381
Delta Air Lines, Cl A		58,500		2,027
Dover		33,700		2,755
Dun & Bradstreet (A)		15,200		1,510
Emerson Electric		26,200		1,750
Equifax		48,300		3,286
Fastenal, Cl A (A)		195,715		9,653
Flowserve		54,500		4,270
Fluor		184,104		14,311
Graco		9,700		725
Hexcel, Cl A*		21,200		923
Honeywell International		25,500		2,365
Hubbell, Cl B		15,300		1,834
Huntington Ingalls Industries, Cl A		19,900		2,035
IDEX		30,600		2,230
Illinois Tool Works		44,800		3,644
Ingersoll-Rand		58,800		3,366
ITT		37,500		1,603
Kansas City Southern		7,300		745
KAR Auction Services		11,900		361
Lennox International		21,000		1,909
Lincoln Electric Holdings		33,900		2,441
Lockheed Martin		29,300		4,783

10 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Nielsen Holdings		12,000	$	536
Nordson		9,700		684
Norfolk Southern		6,400		622
Old Dominion Freight Line, Cl A*		24,400		1,384
Pall		45,800		4,098
Precision Castparts		1,700		430
Robert Half International		13,300		558
Rockwell Automation		3,000		374
Rockwell Collins		10,500		837
Roper Industries		35,300		4,713
Snap-on		2,700		306
Southwest Airlines, Cl A		32,800		774
Spirit Aerosystems Holdings, Cl A*		4,900		138
Stericycle, Cl A*		139,158		15,811
Toro		19,500		1,232
TransDigm Group		11,300		2,093
Union Pacific		21,500		4,035
United Parcel Service, Cl B		32,000		3,116
United Technologies		7,900		923
Verisk Analytics, Cl A*		46,200		2,770
Wabtec		39,400		3,053
Waste Connections		14,800		649
Waste Management		15,500		652
				165,687
Information Technology — 29.9%
3D Systems* (A)		9,800		580
Accenture, Cl A		158,192		12,611
Adobe Systems*		365,175		24,007
Alliance Data Systems*		20,200		5,504
Amphenol, Cl A		172,479		15,807
Analog Devices		4,700		250
Ansys*		88,242		6,796
Apple		41,345		22,192
Applied Materials		26,300		537
Automatic Data Processing		193,800		14,973
Broadridge Financial Solutions		57,600		2,139
Cognizant Technology Solutions, Cl A*		168,572		8,531
Concur Technologies*		1,900		188
DST Systems		11,400		1,081
eBay*		370,850		20,486
Equinix* (A)		33,151		6,128
Factset Research Systems (A)		8,700		938
Fidelity National Information Services, Cl B		12,300		657
Fiserv, Cl A*		113,100		6,412
FleetCor Technologies*		27,800		3,200
Gartner*		26,000		1,805
Genpact*		542,525		9,451
Global Payments		7,500		533
Google, Cl A*		42,287		47,129
Harris		7,400		542
IAC		13,200		942
Intuit		218,725		17,001
Jack Henry & Associates		37,300		2,080
Knowles*		16,850		532
LinkedIn, Cl A*		1,200		222
MasterCard, Cl A		416,025		31,077

Description	Shares		Market Value ($ Thousands)
Microsoft		768,308	$	31,493
Motorola Solutions		55,500		3,568
National Instruments		238,820		6,852
NCR*		53,600		1,959
NetSuite*		9,500		901
Pandora Media*		8,200		249
Paychex (A)		119,800		5,104
Qualcomm		559,398		44,114
Salesforce.com* (A)		210,246		12,003
Solera Holdings		3,800		241
Teradata*		200,325		9,854
Total System Services		51,700		1,572
Vantiv, Cl A*		29,300		885
VeriFone Holdings*		158,650		5,366
VeriSign* (A)		219,724		11,845
Visa, Cl A		260,638		56,261
Western Union		43,000		704
Workday, Cl A*		4,500		411
Xilinx		3,300		179
Yelp, Cl A*		59,225		4,556
Zebra Technologies, Cl A*		1,200		83
				462,531
Materials — 4.4%
Airgas		23,100		2,460
AptarGroup		9,600		635
Avery Dennison		8,000		405
Ball		6,200		340
Bemis		19,100		749
Compass Minerals International, Cl A		700		58
E.I. Du Pont de Nemours		27,100		1,818
Ecolab		207,624		22,421
FMC		40,600		3,108
International Flavors & Fragrances		35,200		3,368
LyondellBasell Industries, Cl A		16,400		1,459
NewMarket (A)		3,800		1,485
Packaging Corp of America		41,000		2,885
PPG Industries		17,400		3,366
Praxair		11,200		1,467
RPM International		48,200		2,017
Scotts Miracle-Gro, Cl A		4,700		288
Sherwin-Williams, Cl A		23,100		4,554
Sigma-Aldrich		16,500		1,541
Syngenta		123,221		9,338
Valspar		12,600		909
Westlake Chemical		6,000		397
WR Grace*		27,500		2,727
				67,795
Telecommunication Services — 0.3%
SBA Communications, Cl A*		49,600		4,512
tw telecom, Cl A*		7,200		225
				4,737
Utilities — 0.2%
ITC Holdings (A)		69,300		2,588
Total Common Stock (Cost $1,174,216) ($ Thousands)				1,497,113

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 11

Description	Share/Face Amount ($ Thousands)	Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 3.3%
SEI Liquidity Fund, L.P. 0.070%**††(B) $	50,615,562	$	50,616
Total Affiliated Partnership (Cost $50,616) ($ Thousands)			50,616
CASH EQUIVALENTS — 2.9%
Investors Cash Trust - Treasury Portfolio - DWS US Treasury Money Fund, 0.010%**	7,178,839		7,179
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	38,379,781		38,380
Total Cash Equivalents (Cost $45,559) ($ Thousands)			45,559
U.S. TREASURY OBLIGATIONS (C) (D) — 0.1%
U.S. Treasury Bills 0.061%, 07/24/14	$2,185		2,185
Total U.S. Treasury Obligations (Cost $2,185) ($ Thousands)			2,185
Total Investments — 103.2% (Cost $1,272,576) ($ Thousands)		$	1,595,473

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
Russell 2000 Index E-MINI		32		Jun-2014	$	(14	)
S&P 500 Index E-MINI		335		Jun-2014		530
					$	516

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,545,665 ($ Thousands).

* Non-income producing security.

** The rate reported is the 7-day effective yield as of March 31,2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $50,019 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $50,616 ($ Thousands).

(C) The rate reported is the effective yield at the time of purchase.

(D) Security, or a portion thereof, has been pledged as collateral on open future contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ser — Series

S&P — Standard & Poor’s

The following is a list of the inputs used as of March 31, 2014, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,497,113	$	—	$	—	$	1,497,113
Affiliated Partnership		—		50,616		—		50,616
Cash Equivalents		45,559		—		—		45,559
U.S. Treasury Obligations		—		2,185		—		2,1859
Total Investments in Securities	$	1,542,672	$	52,801	$	—	$	1,595,473

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	530		$	—	$	—	$	530
Unrealized Depreciation		(14	)		—		—		(14	)
Total Other Financial Instruments	$	516		$	—	$	—	$	516

* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

12 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Large Cap Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.9%
Consumer Discretionary — 12.0%
Amazon.com, Cl A*		23,582	$	7,936
Autoliv* (A)		22,650		2,273
Bed Bath & Beyond*		18,911		1,301
Best Buy*		86,319		2,280
CarMax* (A)		1,883		88
CBS, Cl B*		208,745		12,900
Charter Communications, Cl A*		18,086		2,228
Chipotle Mexican Grill, Cl A*		19,361		10,998
Coach*		77,282		3,838
Comcast, Cl A*		199,521		9,980
CST Brands* (A)		26,846		839
Darden Restaurants*		3,127		159
Delphi Automotive*		91,343		6,199
Dillard’s, Cl A*		25,714		2,376
DIRECTV*		138,930		10,617
Discovery Communications, Cl A* (A)		26,104		2,159
DISH Network, Cl A*		17,303		1,076
Domino’s Pizza*		18,894		1,454
DR Horton* (A)		6,500		141
Family Dollar Stores*		701		41
Foot Locker, Cl A*		30,000		1,409
Ford Motor*		249,297		3,889
Fossil Group*		45,038		5,252
GameStop, Cl A* (A)		164,221		6,750
Gannett*		153,973		4,250
Gap*		100,419		4,023
General Motors*		4,749		164
Genuine Parts*		2,400		208
Goodyear Tire & Rubber* (A)		145,740		3,808
Graham Holdings, Cl B*		809		570
H&R Block*		52,113		1,573
Harley-Davidson, Cl A*		294,668		19,628
Harman International Industries, Cl A*		89,212		9,492
Hasbro* (A)		9,640		536
Home Depot*		119,248		9,436
International Game Technology*		28,909		406
Interpublic Group*		2,743		47
Johnson Controls*		4,300		203
Kohl’s*		11,093		630
L Brands*		198,423		11,264
Las Vegas Sands*		4,119		333
Lear*		115,549		9,674
Liberty Global, Cl A*		3,095		129
Liberty Global*		3,095		126
Liberty Media - Interactive, Cl A*		578,086		16,689
LKQ*		13,165		347
Lowe’s*		45,020		2,202
Macy’s*		86,900		5,152
Magna International, Cl A*		36,582		3,523
Marriott International, Cl A*		11		1
Mattel*		6,987		281
McDonald’s*		6,294		617
MGM Mirage*		33,662		870

Description	Shares		Market Value ($ Thousands)
Murphy USA*		24,225	$	983
Newell Rubbermaid, Cl B*		63,977		1,913
News*		107,436		1,819
Nike, Cl B*		249,213		18,407
Nordstrom* (A)		117,714		7,351
Omnicom Group*		3,479		253
PetSmart*		1,608		111
priceline.com*		18,744		22,341
Ralph Lauren, Cl A*		11,057		1,779
Royal Caribbean Cruises*		3,900		213
Signet Jewelers*		40,637		4,302
Sirius XM Holdings*		19,560		63
Staples*		4,274		48
Starbucks*		142,466		10,454
Starwood Hotels & Resorts Worldwide*		4,743		378
Target, Cl A*		21,414		1,296
Tempur-Pedic International* (A)		21,091		1,068
Tesla Motors* (A)		21,666		4,516
Time Warner*		41,985		2,743
Time Warner Cable, Cl A*		73,555		10,090
TJX*		4,954		300
Tupperware Brands*		5,517		462
Twenty-First Century Fox*		366,366		11,401
Twenty-First Century Fox, Cl A*		114,501		3,661
Under Armour, Cl A* (A)		33,041		3,788
Urban Outfitters*		763		28
VF*		4,748		294
Walt Disney*		114,940		9,203
Whirlpool*		68,064		10,173
Wyndham Worldwide*		55,235		4,045
Yum! Brands*		70,758		5,334
				341,182
Consumer Staples — 8.2%
Altria Group*		89,960		3,367
Anheuser-Busch InBev ADR*		96,370		10,148
Archer-Daniels-Midland*		240,966		10,456
Beam*		8,611		717
Brown-Forman, Cl B*		19,493		1,748
Bunge*		22,852		1,817
Church & Dwight*		11,874		820
Clorox*		832		73
Coca-Cola*		84,125		3,252
Coca-Cola Enterprises*		38,954		1,861
Colgate-Palmolive*		6,566		426
ConAgra Foods*		49,133		1,525
Constellation Brands, Cl A*		10,975		933
Costco Wholesale*		194,148		21,682
CVS Caremark*		260,343		19,489
Dr Pepper Snapple Group* (A)		25,908		1,411
Estee Lauder, Cl A*		157,034		10,502
Herbalife* (A)		119,792		6,861
Hershey*		47,876		4,998
Ingredion*		22,400		1,525
Keurig Green Mountain*		11,520		1,216
Kimberly-Clark*		41,873		4,617
Kraft Foods*		13,143		737

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 13

Description	Shares		Market Value ($ Thousands)
Kroger*		265,496	$	11,589
Lorillard*		62,049		3,356
Mead Johnson Nutrition, Cl A*		198,863		16,534
Mondelez International, Cl A*		244,723		8,455
Nu Skin Enterprises, Cl A*		22,775		1,887
PepsiCo*		3,825		319
Philip Morris International*		142,499		11,666
Procter & Gamble*		83,374		6,720
Reynolds American*		93,279		4,983
Safeway*		107,954		3,988
SYSCO, Cl A*		6,029		218
Tyson Foods, Cl A* (A)		381,578		16,793
Walgreen*		307,995		20,337
Wal-Mart Stores*		48,480		3,705
WhiteWave Foods, Cl A*		17,791		508
Whole Foods Market*		210,822		10,691
				231,930
Energy — 10.1%
Anadarko Petroleum, Cl A*		3,563		302
Apache*		9,872		819
Cabot Oil & Gas*		91,996		3,117
Cameron International*		12,824		792
Chesapeake Energy*		4,174		107
Chevron*		248,643		29,566
Cimarex Energy*		5,845		696
Cobalt International Energy*		25,934		475
Concho Resources*		900		110
ConocoPhillips*		257,902		18,143
Continental Resources, Cl A* (A)		24,830		3,086
Core Laboratories* (A)		68,367		13,567
Devon Energy*		6,790		454
Energen*		750		61
EOG Resources*		124,719		24,466
EQT*		2,100		204
Exxon Mobil*		394,419		38,527
FMC Technologies*		169,519		8,864
Gulfport Energy*		21,426		1,525
Halliburton*		110,013		6,479
Helmerich & Payne*		55,735		5,995
Hess*		96,213		7,974
HollyFrontier*		5,691		271
Kinder Morgan*		162,634		5,284
Kosmos Energy*		152,461		1,677
Marathon Oil*		197,196		7,004
Marathon Petroleum*		136,931		11,918
Murphy Oil* (A)		96,903		6,091
Nabors Industries*		33,146		817
National Oilwell Varco, Cl A*		44,172		3,440
Noble Energy*		234,453		16,656
Occidental Petroleum*		17,280		1,647
Phillips 66*		342,900		26,424
Pioneer Natural Resources* (A)		2,401		449
Schlumberger, Cl A*		169,851		16,560
SM Energy*		16,604		1,184
Spectra Energy*		6,373		235
Suncor Energy*		96,983		3,391
Superior Energy Services*		31,248		961

Description	Shares		Market Value ($ Thousands)
Tesoro*		20,299	$	1,027
Ultra Petroleum*		59,940		1,612
Valero Energy*		223,383		11,862
Western Refining*		23,637		912
Williams*		5,410		220
				284,971
Financials — 16.2%
ACE*		32,344		3,204
Aflac*		68,072		4,291
Allied World Assurance Holdings*		37,344		3,854
Allstate*		59,438		3,363
American Capital*		129,457		2,044
American Express*		6,330		570
American Financial Group*		39,790		2,296
American International Group*		508,395		25,425
American Tower, Cl A* †		30,796		2,521
Ameriprise Financial*		82,444		9,075
Arch Capital Group*		6,051		348
Artisan Partners Asset Management, Cl A*		28,951		1,860
Associated Banc-Corp*		21,133		382
Assurant* (A)		185,288		12,036
AvalonBay Communities* †		1,788		235
Axis Capital Holdings*		113,203		5,190
Bank of America*		2,215,852		38,113
Bank of New York Mellon*		51,336		1,812
BB&T*		51,249		2,059
Berkshire Hathaway, Cl B*		43,666		5,457
BlackRock*		2,401		755
Boston Properties* †		4,827		553
Brandywine Realty Trust* †		101,137		1,462
Capital One Financial*		113,167		8,732
CBL & Associates Properties* †		43,851		778
CBOE Holdings*		29,238		1,655
CBRE Group, Cl A*		2,800		77
Charles Schwab*		458,204		12,523
Chubb*		136,426		12,183
Citigroup*		382,337		18,199
CME Group*		102,117		7,558
Comerica*		24,959		1,293
Crown Castle International* †		321,932		23,752
Cullen/Frost Bankers* (A)		15,682		1,216
Digital Realty Trust, Cl A* † (A)		1,300		69
Discover Financial Services*		241,586		14,058
Equity Residential* †		4,687		272
Everest Re Group*		60,718		9,293
Fidelity National Financial, Cl A*		8,706		274
Fifth Third Bancorp*		689,655		15,827
Franklin Resources*		78,842		4,272
Genworth Financial, Cl A*		283,086		5,019
Goldman Sachs Group*		21,644		3,546
Hartford Financial Services Group*		101,910		3,595
Health Care* †		5,009		298
Hospitality Properties Trust* †		55,114		1,583

14 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Host Hotels & Resorts* †		15,849	$	321
Huntington Bancshares*		321,477		3,205
ING US*		39,187		1,421
IntercontinentalExchange Group*		52,671		10,420
JPMorgan Chase*		474,451		28,804
KeyCorp*		816,571		11,628
Kimco Realty* †		15,742		344
Lincoln National*		182,558		9,250
Loews*		5,360		236
Macerich* †		5,647		352
MetLife*		56,878		3,003
Morgan Stanley*		24,877		775
Nationstar Mortgage Holdings*		32,775		1,064
PartnerRe*		129,412		13,394
People’s United Financial* (A)		23,725		353
PNC Financial Services Group*		133,835		11,643
Popular*		44,819		1,389
Progressive*		249,291		6,038
ProLogis* †		14,709		601
Protective Life*		103,767		5,457
Prudential Financial*		44,724		3,786
Public Storage* †		4,106		692
Raymond James Financial*		4,992		279
Regions Financial*		507,300		5,636
Reinsurance Group of America, Cl A*		80,696		6,426
RenaissanceRe Holdings* (A)		16,714		1,631
RLJ Lodging Trust* †		38,000		1,016
Simon Property Group* †		6,723		1,103
SLM*		76,532		1,873
Spirit Realty Capital* †		131,075		1,439
State Street*		40,538		2,819
SunTrust Banks*		16,281		648
Torchmark, Cl A* (A)		11,690		920
Travelers*		120,419		10,248
Unum Group*		110,928		3,917
US Bancorp*		65,779		2,819
Validus Holdings*		28,272		1,066
Ventas* †		7,372		446
Vornado Realty Trust* †		5,334		526
Wells Fargo*		571,346		28,419
Weyerhaeuser* †		17,503		514
				458,898
Health Care — 12.8%
Abbott Laboratories*		99,343		3,826
AbbVie*		87,679		4,507
Actavis* (A)		21,654		4,457
Aetna, Cl A*		56,625		4,245
Agilent Technologies*		5,250		294
Alexion Pharmaceuticals*		80,852		12,300
Allergan*		123,287		15,300
AmerisourceBergen*		88,988		5,837
Amgen, Cl A*		170,762		21,062
Ariad Pharmaceuticals* (A)		428,752		3,456
Baxter International*		36,801		2,708
Becton Dickinson*		2,360		276
Biogen Idec*		80,389		24,589

Description	Shares		Market Value ($ Thousands)
Bristol-Myers Squibb*		150,556	$	7,821
Cardinal Health*		108,112		7,566
Celgene, Cl A*		177,007		24,710
Cerner* (A)		4,400		247
Cigna*		68,071		5,700
Community Health Systems*		39,000		1,528
Covance*		92,947		9,657
Covidien*		15,456		1,139
Cubist Pharmaceuticals*		3,881		284
DaVita HealthCare Partners*		91,254		6,283
Edwards Lifesciences, Cl A*		1,400		104
Eli Lilly*		51,961		3,058
Endo International* (A)		29,070		1,996
Express Scripts Holding*		301,349		22,628
Gilead Sciences*		164,684		11,669
HCA Holdings*		40,939		2,149
Health Net, Cl A*		11,102		377
Henry Schein*		1,000		119
Hill-Rom Holdings*		14,983		577
Humana*		84,945		9,575
Idexx Laboratories* (A)		36,178		4,392
Intuitive Surgical*		21,169		9,272
Jazz Pharmaceuticals*		2,471		343
Johnson & Johnson*		181,443		17,823
Mallinckrodt*		1,932		122
McKesson*		63,426		11,199
Medtronic*		60,275		3,709
Merck*		162,674		9,235
Novo Nordisk ADR*		255,083		11,645
Omnicare* (A)		95,994		5,728
Patterson*		2,100		88
Perrigo*		39,865		6,166
Pfizer*		803,311		25,802
Questcor Pharmaceuticals* (A)		12,998		844
Shire*		72,074		10,705
St. Jude Medical*		64,996		4,250
United Therapeutics* (A)		71,499		6,723
UnitedHealth Group*		4,280		351
Waters*		1,600		173
WellPoint*		112,322		11,182
Zimmer Holdings*		37,448		3,542
				363,338
Industrials — 9.9%
ADT, Cl A*		1,662		50
Aecom Technology*		11,743		378
AGCO*		84,302		4,650
Alaska Air Group* (A)		45,723		4,267
Allegion*		3,048		159
Alliant Techsystems*		52,536		7,468
Babcock & Wilcox* (A)		37,080		1,231
Boeing*		12,550		1,575
C.H. Robinson Worldwide* (A)		2,502		131
Canadian Pacific Railway*		116,068		17,460
Carlisle*		1,500		119
Caterpillar, Cl A* (A)		38,536		3,829
Chicago Bridge & Iron*		199		17
Colfax*		7,275		519
Copa Holdings, Cl A*		2,992		434

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 15

Description	Shares		Market Value ($ Thousands)
CSX*		10,047	$	291
Cummins*		78,995		11,770
Danaher, Cl A*		125,204		9,390
Deere*		40,363		3,665
Delta Air Lines, Cl A*		248,720		8,618
Donaldson, Cl A* (A)		3,800		161
Dover*		3,105		254
Dun & Bradstreet*		21,406		2,127
Eaton*		3,913		294
Emerson Electric*		4,998		334
Engility Holdings*		13,582		612
Equifax*		2,500		170
Exelis*		418,527		7,956
Expeditors International of Washington*		1,343		53
Fastenal, Cl A* (A)		97,570		4,812
FedEx*		38,230		5,068
Flowserve*		102,374		8,020
Fluor*		116,834		9,082
Fortune Brands Home & Security*		1,837		77
General Dynamics*		19,797		2,156
General Electric*		224,840		5,821
Hertz Global Holdings*		4,200		112
Honeywell International*		4,905		455
Huntington Ingalls Industries, Cl A*		63,273		6,471
Illinois Tool Works*		3,529		287
Ingersoll-Rand*		9,146		524
ITT*		12,586		538
Jacobs Engineering Group*		17,906		1,137
Kansas City Southern*		61,374		6,264
KBR*		46,215		1,233
L-3 Communications Holdings*		91,113		10,765
Lincoln Electric Holdings*		16,823		1,211
Lockheed Martin*		35,370		5,774
Manitowoc*		4,100		129
Manpowergroup*		18,167		1,432
Navistar International* (A)		9,626		326
Nielsen Holdings*		164,893		7,359
Norfolk Southern*		26,000		2,526
Northrop Grumman*		156,994		19,370
Oshkosh Truck*		112,940		6,649
Pall*		109,286		9,778
Parker Hannifin, Cl A*		18,236		2,183
Pentair*		222,977		17,691
Precision Castparts*		5,500		1,390
Quanta Services*		1,386		51
Raytheon*		160,818		15,887
Republic Services*		2,031		69
Robert Half International*		2,900		122
Roper Industries*		60,847		8,124
RR Donnelley & Sons*		93,388		1,672
Southwest Airlines, Cl A*		153,456		3,623
Stericycle, Cl A*		73,247		8,322
Textron* (A)		5,200		204
Timken*		24,553		1,443
Towers Watson, Cl A*		13,419		1,531
Union Pacific*		27,283		5,120

Description	Shares		Market Value ($ Thousands)
United Parcel Service, Cl B*		4,585	$	446
United Rentals* (A)		7,390		702
United Technologies*		17,341		2,026
URS*		44,835		2,110
Waste Management*		18,232		767
WW Grainger*		9,376		2,369
				281,210
Information Technology — 21.1%
Accenture, Cl A*		123,734		9,864
Activision Blizzard*		17,055		349
Adobe Systems*		592,523		38,953
Alliance Data Systems*		24,582		6,697
Altera*		16,400		594
Amdocs*		149,815		6,960
Amphenol, Cl A*		97,621		8,947
Analog Devices*		42,023		2,233
Ansys*		62,424		4,808
Apple*		53,037		28,467
Applied Materials*		730,500		14,917
Atmel*		156,217		1,306
Autodesk, Cl A*		31,671		1,558
Avnet*		36,856		1,715
Brocade Communications Systems*		180,808		1,919
CA*		156,121		4,835
Cisco Systems*		325,407		7,292
Citrix Systems*		23,629		1,357
Cognizant Technology Solutions, Cl A*		100,556		5,089
Computer Sciences*		28,981		1,763
CoreLogic*		9,831		295
Corning, Cl B* (A)		215,764		4,492
DST Systems*		11,635		1,103
eBay*		323,786		17,886
Electronic Arts*		58,203		1,689
EMC*		232,384		6,370
Equinix* (A)		7,293		1,348
F5 Networks, Cl A*		29,243		3,118
Facebook, Cl A*		305,831		18,423
Fidelity National Information Services, Cl B*		64,209		3,432
Fiserv, Cl A*		42,046		2,384
Freescale Semiconductor* (A)		89,002		2,173
Genpact*		408,773		7,121
Global Payments*		8,847		629
Google, Cl A*		37,191		41,450
Harris*		25,220		1,845
Hewlett-Packard*		215,578		6,976
Ingram Micro, Cl A*		160,378		4,741
Intel*		258,431		6,670
International Business Machines*		29,301		5,640
Intuit*		156,005		12,126
Juniper Networks*		10,346		267
Knowles*		1,552		49
Lam Research*		4,787		263
Leidos Holdings* (A)		27,825		984
Lexmark International, Cl A* (A)		23,673		1,096
Marvell Technology Group*		578,339		9,109

16 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
MasterCard, Cl A*		651,980	$	48,703
Microchip Technology* (A)		1,219		58
Microsoft*		806,207		33,046
National Instruments*		70,199		2,014
NetApp*		101,084		3,730
NeuStar, Cl A* (A)		13,959		454
Nokia ADR*		300,000		2,202
Oracle, Cl B*		382,668		15,655
Pandora Media*		103,001		3,123
Qualcomm*		534,150		42,123
Red Hat*		1,214		64
Rovi*		33,373		760
Salesforce.com* (A)		129,532		7,395
SanDisk*		85,771		6,964
Science Applications International* (A)		15,900		594
Seagate Technology*		94,758		5,321
Symantec, Cl A*		139,365		2,783
TE Connectivity*		36,055		2,171
Tech Data*		35,149		2,143
Teradata*		137,698		6,773
Texas Instruments*		269,748		12,719
Total System Services*		13,564		412
VeriFone Holdings*		155,882		5,272
VeriSign* (A)		177,162		9,551
Visa, Cl A*		178,030		38,430
Vishay Intertechnology* (A)		88,686		1,319
Western Digital*		230,097		21,127
Xerox*		527,667		5,963
Yahoo!*		140,887		5,058
Yelp, Cl A*		3,693		284
				597,513
Materials — 3.4%
Avery Dennison*		11,196		567
Cabot*		18,468		1,091
CF Industries Holdings*		21,896		5,707
Domtar*		23,413		2,628
Dow Chemical, Cl A*		265,094		12,881
E.I. Du Pont de Nemours*		5,201		349
Eastman Chemical*		34,295		2,957
Ecolab*		109,681		11,844
Freeport-McMoRan Copper & Gold, Cl B*		29,848		987
Huntsman*		130,787		3,194
International Paper*		30,956		1,420
LyondellBasell Industries, Cl A*		197,175		17,537
Martin Marietta Materials, Cl A*		550		70
Monsanto*		35,004		3,982
Newmont Mining*		4,000		94
Owens-Illinois*		32,385		1,096
Packaging Corp of America*		58,377		4,108
PPG Industries*		29,569		5,720
Praxair*		2,548		334
Reliance Steel & Aluminum*		25,000		1,766
Rock Tenn, Cl A*		13,000		1,372
Royal Gold, Cl A*		7,995		501
Sherwin-Williams, Cl A*		3,368		664
Sigma-Aldrich*		2,200		205

Description	Shares		Market Value ($ Thousands)
Steel Dynamics*		94,148	$	1,675
Syngenta* (A)		110,856		8,401
United States Steel*		82,195		2,269
Vulcan Materials*		1,097		73
Westlake Chemical*		24,674		1,633
				95,125
Telecommunication Services — 0.5%
AT&T*		252,969		8,872
CenturyTel* (A)		6,892		226
SBA Communications, Cl A*		19,500		1,774
T-Mobile US*		1,671		55
Verizon Communications*		97,068		4,617
				15,544
Utilities — 1.7%
AES*		246,798		3,524
Ameren*		113,300		4,668
American Electric Power*		179,636		9,101
American Water Works*		5,896		268
Centerpoint Energy*		4,900		116
CMS Energy*		7,966		233
Consolidated Edison*		3,405		183
Dominion Resources*		5,292		376
DTE Energy*		10,523		782
Duke Energy*		7,375		525
Edison International*		234,583		13,280
Entergy*		87,753		5,866
Exelon*		11,287		379
Hawaiian Electric Industries* (A)		3,200		81
MDU Resources Group*		2,200		75
National Fuel Gas* (A)		1,300		91
NextEra Energy*		4,538		434
OGE Energy*		5,224		192
PG&E*		6,066		262
PNM Resources*		43,000		1,162
Public Service Enterprise Group*		158,869		6,059
Sempra Energy*		1,517		147
UGI*		710		32
				47,836
Total Common Stock (Cost $1,685,576) ($ Thousands)				2,717,547
AFFILIATED PARTNERSHIP — 4.3%
SEI Liquidity Fund, L.P. 0.070% **†† (B)		120,853,846		120,854
Total Affiliated Partnership (Cost $120,854) ($ Thousands)				120,854
CASH EQUIVALENT — 3.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010% **††		107,526,980		107,527
Total Cash Equivalent (Cost $107,527) ($ Thousands)				107,527

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 17

Description	Face Amount ($ Thousands)	Market Value ($ Thousands)
U.S. TREASURY OBLIGATION — 0.2%
U.S. Treasury Bills 1.465%, 07/24/14 (C) (D)	$6,246	$	6,245
Total U.S. Treasury Obligation (Cost $6,245) ($ Thousands)			6,245
Total Investments — 104.2% (Cost $1,920,202) ($ Thousands)		$	2,952,173

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		997		Jun-2014	$	1,305
S&P Mid 400 Index E-MINI		91		Jun-2014		112
					$	1,417

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,832,240 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $119,114 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $120,854 ($ Thousands).

(C) The rate reported is the effective yield at the time of purchase.

(D) Security, or portion thereof has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,717,547	$	—	$	—	$	2,717,547
Affiliated Partnership		—		120,854		—		120,854
Cash Equivalent		107,527		—		—		107,527
U.S. Treasury Obligations		—		6,245		—		6,245
Total Investments in Securities	$	2,825,074	$	127,099	$	—	$	2,952,173

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	1,417	$	—	$	—	$	1,417
Total Other Financial Instruments	$	1,417	$	—	$	—	$	1,417

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

18 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

S & P 500 Index Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.8%
Consumer Discretionary — 11.9%
Amazon.com, Cl A*		58,500	$	19,686
Autonation*		10,126		539
Autozone*		5,294		2,843
Bed Bath & Beyond*		33,433		2,300
Best Buy*		44,241		1,168
BorgWarner* (A)		35,700		2,194
Cablevision Systems, Cl A* (A)		34,200		577
CarMax* (A)		35,000		1,638
Carnival*		68,784		2,604
CBS, Cl B*		86,701		5,358
Chipotle Mexican Grill, Cl A*		4,900		2,783
Coach*		43,510		2,161
Comcast, Cl A*		409,622		20,489
Darden Restaurants*		20,513		1,041
Delphi Automotive*		43,700		2,966
DIRECTV*		74,400		5,686
Discovery Communications, Cl A* (A)		34,900		2,886
Dollar General*		46,200		2,563
Dollar Tree*		32,600		1,701
DR Horton* (A)		46,349		1,003
Expedia* (A)		16,350		1,185
Family Dollar Stores*		15,222		883
Ford Motor*		619,580		9,665
Fossil Group*		7,500		875
GameStop, Cl A* (A)		18,100		744
Gannett*		35,547		981
Gap*		42,031		1,684
Garmin* (A)		19,500		1,078
General Motors*		204,100		7,025
Genuine Parts*		24,436		2,122
Goodyear Tire & Rubber* (A)		38,793		1,014
Graham Holdings, Cl B*		686		483
H&R Block*		44,204		1,334
Harley-Davidson, Cl A*		34,508		2,299
Harman International Industries, Cl A*		10,700		1,139
Hasbro*		18,791		1,045
Home Depot*		221,296		17,511
International Game Technology*		40,456		569
Interpublic Group*		67,901		1,164
Johnson Controls*		104,257		4,933
Kohl’s*		31,747		1,803
L Brands*		38,927		2,210
Leggett & Platt* (A)		22,654		739
Lennar, Cl A* (A)		26,207		1,038
Lowe’s*		164,236		8,031
Macy’s*		58,364		3,461
Marriott International, Cl A*		34,652		1,941
Mattel*		54,318		2,179
McDonald’s*		155,570		15,251
Michael Kors Holdings*		28,300		2,639
Mohawk Industries*		9,800		1,333
NetFlix*		9,400		3,309
Newell Rubbermaid, Cl B*		43,647		1,305
News*		77,958		1,342
Nike, Cl B*		116,888		8,633
Nordstrom* (A)		22,402		1,399

Description	Shares		Market Value ($ Thousands)
Omnicom Group*		40,504	$	2,941
O’Reilly Automotive*		16,700		2,478
PetSmart*		16,800		1,157
priceline.com*		8,180		9,750
PulteGroup*		54,282		1,042
PVH*		12,800		1,597
Ralph Lauren, Cl A*		9,500		1,529
Ross Stores*		33,668		2,409
Scripps Networks Interactive, Cl A*		17,200		1,306
Staples* (A)		101,814		1,155
Starbucks*		118,758		8,715
Starwood Hotels & Resorts Worldwide*		30,535		2,431
Target, Cl A*		99,219		6,004
Tiffany*		17,373		1,497
Time Warner*		140,212		9,160
Time Warner Cable, Cl A*		43,583		5,979
TJX*		111,734		6,777
Tractor Supply*		21,900		1,547
TripAdvisor* (A)		17,450		1,581
Twenty-First Century Fox, Cl A*		304,933		9,749
Urban Outfitters*		16,700		609
VF*		55,756		3,450
Viacom, Cl B*		62,601		5,320
Walt Disney*		256,027		20,500
Whirlpool*		12,105		1,809
Wyndham Worldwide* (A)		20,102		1,472
Wynn Resorts*		12,700		2,821
Yum! Brands*		69,570		5,245
				316,562
Consumer Staples — 9.6%
Altria Group*		313,056		11,718
Archer-Daniels-Midland*		104,166		4,520
Avon Products*		70,451		1,031
Beam*		26,419		2,201
Brown-Forman, Cl B*		25,392		2,277
Campbell Soup* (A)		27,975		1,255
Clorox* (A)		20,442		1,799
Coca-Cola*		595,406		23,018
Coca-Cola Enterprises*		37,217		1,778
Colgate-Palmolive*		137,086		8,893
ConAgra Foods*		65,952		2,046
Constellation Brands, Cl A*		26,200		2,226
Costco Wholesale*		69,118		7,719
CVS Caremark*		185,735		13,904
Dr Pepper Snapple Group* (A)		30,900		1,683
Estee Lauder, Cl A*		40,100		2,682
General Mills, Cl A*		98,082		5,083
Hershey*		23,712		2,475
Hormel Foods*		21,000		1,035
JM Smucker*		16,248		1,580
Kellogg*		40,267		2,525
Keurig Green Mountain*		20,500		2,165
Kimberly-Clark*		59,599		6,571
Kraft Foods*		93,599		5,251
Kroger*		81,059		3,538
Lorillard*		56,828		3,073
McCormick* (A)		20,561		1,475

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 19

Description	Shares		Market Value ($ Thousands)
Mead Johnson Nutrition, Cl A*		31,634	$	2,630
Molson Coors Brewing, Cl B*		24,846		1,463
Mondelez International, Cl A*		267,198		9,232
Monster Beverage*		21,500		1,493
PepsiCo*		239,285		19,980
Philip Morris International*		249,065		20,391
Procter & Gamble*		426,101		34,343
Reynolds American*		48,880		2,611
Safeway*		36,046		1,332
SYSCO, Cl A* (A)		92,320		3,336
Tyson Foods, Cl A*		42,990		1,892
Walgreen*		137,344		9,069
Wal-Mart Stores*		254,244		19,432
Whole Foods Market*		58,400		2,961
				253,686
Energy — 10.0%
Anadarko Petroleum, Cl A*		79,080		6,703
Apache*		62,000		5,143
Baker Hughes*		68,649		4,463
Cabot Oil & Gas*		67,100		2,273
Cameron International*		34,000		2,100
Chesapeake Energy*		80,600		2,065
Chevron*		300,078		35,682
ConocoPhillips*		192,643		13,553
Consol Energy*		35,900		1,434
Denbury Resources* (A)		57,500		943
Devon Energy*		60,413		4,044
Diamond Offshore Drilling* (A)		11,300		551
Ensco, Cl A*		36,600		1,932
EOG Resources*		42,944		8,424
EQT*		23,700		2,298
Exxon Mobil*		679,198		66,344
FMC Technologies*		37,000		1,935
Halliburton*		133,633		7,870
Helmerich & Payne*		16,900		1,818
Hess*		42,875		3,554
Kinder Morgan*		105,165		3,417
Marathon Oil*		109,356		3,884
Marathon Petroleum*		46,278		4,028
Murphy Oil*		26,963		1,695
Nabors Industries*		40,178		990
National Oilwell Varco, Cl A*		67,268		5,238
Newfield Exploration*		21,400		671
Noble*		41,000		1,342
Noble Energy*		57,000		4,049
Occidental Petroleum*		124,859		11,898
Oneok*		32,900		1,949
Peabody Energy*		41,600		680
Phillips 66*		92,271		7,110
Pioneer Natural Resources* (A)		22,600		4,229
QEP Resources*		27,800		819
Range Resources*		25,700		2,132
Rowan, Cl A*		19,597		660
Schlumberger, Cl A*		205,443		20,031
Southwestern Energy, Cl A*		55,900		2,572
Spectra Energy*		106,161		3,922
Tesoro*		20,600		1,042
Transocean* (A)		53,200		2,199

Description	Shares		Market Value ($ Thousands)
Valero Energy*		83,608	$	4,440
Williams*		108,265		4,393
				266,519
Financials — 16.3%
ACE*		52,900		5,240
Aflac*		71,608		4,514
Allstate*		70,159		3,970
American Express*		143,615		12,930
American International Group*		230,008		11,503
American Tower, Cl A* †		62,000		5,076
Ameriprise Financial*		29,984		3,300
Aon*		47,229		3,980
Apartment Investment & Management, Cl A* †		23,039		696
Assurant*		11,200		728
AvalonBay Communities* †		19,108		2,509
Bank of America*		1,660,828		28,566
Bank of New York Mellon*		178,286		6,292
BB&T*		111,897		4,495
Berkshire Hathaway, Cl B*		282,947		35,360
BlackRock*		19,757		6,213
Boston Properties* †		24,200		2,772
Capital One Financial*		89,962		6,941
CBRE Group, Cl A*		43,600		1,196
Charles Schwab*		184,227		5,035
Chubb*		38,556		3,443
Cincinnati Financial*		22,979		1,118
Citigroup*		477,108		22,710
CME Group*		50,035		3,703
Comerica*		28,483		1,476
Crown Castle International* †		52,400		3,866
Discover Financial Services*		73,930		4,302
E*Trade Financial*		46,343		1,067
Equity Residential* †		52,740		3,058
Fifth Third Bancorp*		133,611		3,066
Franklin Resources*		63,345		3,432
General Growth Properties* †		81,700		1,797
Genworth Financial, Cl A*		77,600		1,376
Goldman Sachs Group*		66,156		10,840
Hartford Financial Services Group*		69,986		2,468
HCP* †		72,700		2,820
Health Care* †		45,500		2,712
Host Hotels & Resorts* †		120,648		2,442
Hudson City Bancorp, Cl A*		75,000		737
Huntington Bancshares*		130,075		1,297
IntercontinentalExchange Group*		18,181		3,597
Invesco*		67,900		2,512
JPMorgan Chase*		595,157		36,132
KeyCorp*		139,383		1,985
Kimco Realty* †		64,200		1,405
Legg Mason* (A)		16,400		804
Leucadia National*		49,000		1,372
Lincoln National*		41,298		2,093
Loews*		48,849		2,152
M&T Bank* (A)		20,561		2,494
Macerich* †		22,400		1,396
Marsh & McLennan*		86,050		4,242
McGraw-Hill*		42,821		3,267

20 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
MetLife*		176,526	$	9,321
Moody’s*		29,508		2,341
Morgan Stanley*		220,161		6,862
NASDAQ OMX Group, Cl A*		18,800		694
Northern Trust*		35,005		2,295
People’s United Financial* (A)		49,300		733
Plum Creek Timber* † (A)		27,735		1,166
PNC Financial Services Group*		83,875		7,297
Principal Financial Group, Cl A*		43,048		1,980
Progressive*		87,468		2,119
ProLogis* †		78,800		3,217
Prudential Financial*		72,666		6,151
Public Storage* †		22,928		3,863
Regions Financial*		220,463		2,449
Simon Property Group* †		49,302		8,086
SLM*		67,143		1,644
State Street*		67,791		4,715
SunTrust Banks*		83,896		3,338
T. Rowe Price Group*		41,208		3,394
Torchmark, Cl A* (A)		13,857		1,091
Travelers*		55,352		4,710
Unum Group*		40,652		1,435
US Bancorp*		286,306		12,271
Ventas* †		46,132		2,794
Vornado Realty Trust* †		27,373		2,698
Wells Fargo*		752,463		37,428
Weyerhaeuser* †		91,740		2,693
XL Group, Cl A*		43,205		1,350
Zions Bancorporation*		28,760		891
				431,523
Health Care — 13.2%
Abbott Laboratories*		242,446		9,337
AbbVie*		249,546		12,827
Actavis* (A)		27,371		5,634
Aetna, Cl A*		56,902		4,266
Agilent Technologies*		52,306		2,925
Alexion Pharmaceuticals*		31,000		4,716
Allergan*		47,166		5,853
AmerisourceBergen*		35,992		2,361
Amgen, Cl A*		118,655		14,635
Baxter International*		85,338		6,279
Becton Dickinson*		30,262		3,543
Biogen Idec*		37,100		11,348
Boston Scientific*		207,712		2,808
Bristol-Myers Squibb*		258,275		13,418
C.R. Bard*		12,388		1,833
Cardinal Health*		54,255		3,797
CareFusion*		32,577		1,310
Celgene, Cl A*		63,800		8,906
Cerner* (A)		47,000		2,644
Cigna*		42,971		3,598
Covidien*		70,800		5,215
DaVita HealthCare Partners*		28,100		1,935
Dentsply International* (A)		22,500		1,036
Edwards Lifesciences, Cl A*		17,300		1,283
Eli Lilly*		154,830		9,113
Express Scripts Holding*		121,861		9,151
Forest Laboratories, Cl A*		37,663		3,475
Gilead Sciences* (A)		241,744		17,130

Description	Shares		Market Value ($ Thousands)
Hospira*		26,804	$	1,159
Humana*		24,197		2,727
Intuitive Surgical*		6,020		2,637
Johnson & Johnson*		444,582		43,671
Laboratory Corp of America Holdings*		13,363		1,312
McKesson*		36,169		6,386
Medtronic*		157,217		9,675
Merck*		462,144		26,236
Mylan*		58,311		2,848
Patterson*		13,200		551
PerkinElmer*		17,640		795
Perrigo*		21,000		3,248
Pfizer*		1,003,091		32,219
Quest Diagnostics* (A)		22,624		1,310
Regeneron Pharmaceuticals*		12,400		3,723
St. Jude Medical*		44,556		2,914
Stryker* (A)		46,642		3,800
Tenet Healthcare*		15,719		673
Thermo Fisher Scientific*		61,543		7,400
UnitedHealth Group*		155,447		12,745
Varian Medical Systems* (A)		16,200		1,361
Vertex Pharmaceuticals*		37,300		2,638
Waters* (A)		13,497		1,463
WellPoint*		44,298		4,410
Zimmer Holdings*		26,555		2,512
Zoetis, Cl A*		78,446		2,270
				351,059
Industrials — 10.5%
3M*		98,882		13,414
ADT, Cl A* (A)		28,250		846
Allegion*		13,866		723
Ametek*		38,400		1,977
Boeing*		107,432		13,482
C.H. Robinson Worldwide* (A)		23,200		1,215
Caterpillar, Cl A*		100,197		9,957
Cintas*		16,207		966
CSX*		158,150		4,581
Cummins*		27,240		4,058
Danaher, Cl A*		94,396		7,080
Deere*		58,002		5,267
Delta Air Lines, Cl A*		133,300		4,619
Dover*		26,637		2,178
Dun & Bradstreet* (A)		5,900		586
Eaton*		75,110		5,642
Emerson Electric*		110,406		7,375
Equifax*		19,125		1,301
Expeditors International of Washington*		32,400		1,284
Fastenal, Cl A* (A)		42,800		2,111
FedEx* (A)		43,605		5,780
Flowserve*		21,600		1,692
Fluor*		25,144		1,954
General Dynamics*		51,026		5,558
General Electric*		1,576,774		40,823
Honeywell International*		123,155		11,424
Illinois Tool Works*		61,324		4,987
Ingersoll-Rand*		40,600		2,324
Iron Mountain*		27,775		766
Jacobs Engineering Group*		20,700		1,314

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 21

Description	Shares		Market Value ($ Thousands)
Joy Global* (A)		15,600	$	905
Kansas City Southern*		17,300		1,766
L-3 Communications Holdings*		13,423		1,586
Lockheed Martin*		42,394		6,920
Masco*		55,768		1,239
Nielsen Holdings*		40,100		1,790
Norfolk Southern*		48,626		4,725
Northrop Grumman*		34,019		4,197
PACCAR*		56,091		3,783
Pall*		17,195		1,538
Parker Hannifin, Cl A*		23,371		2,798
Pentair*		30,966		2,457
Pitney Bowes* (A)		32,975		857
Precision Castparts*		22,800		5,763
Quanta Services*		33,700		1,244
Raytheon*		49,368		4,877
Republic Services*		42,383		1,448
Robert Half International*		21,527		903
Rockwell Automation*		22,026		2,744
Rockwell Collins*		21,178		1,687
Roper Industries*		15,900		2,123
Ryder System*		8,054		644
Snap-on*		9,053		1,027
Southwest Airlines, Cl A*		110,849		2,617
Stanley Black & Decker*		24,435		1,985
Stericycle, Cl A*		13,300		1,511
Textron*		44,298		1,741
Tyco International*		72,200		3,061
Union Pacific*		71,494		13,416
United Parcel Service, Cl B*		111,611		10,869
United Technologies*		132,332		15,462
Waste Management* (A)		67,828		2,854
WW Grainger*		9,565		2,417
Xylem*		28,900		1,052
				279,290
Information Technology — 18.4%
Accenture, Cl A*		100,100		7,980
Adobe Systems*		72,936		4,795
Akamai Technologies*		28,000		1,630
Alliance Data Systems*		7,900		2,152
Altera*		49,751		1,803
Amphenol, Cl A*		24,800		2,273
Analog Devices*		49,599		2,636
Apple*		140,231		75,268
Applied Materials*		191,150		3,903
Autodesk, Cl A*		35,517		1,747
Automatic Data Processing*		75,650		5,845
Broadcom, Cl A*		86,436		2,721
CA*		51,327		1,589
Cisco Systems*		809,404		18,139
Citrix Systems*		28,742		1,651
Cognizant Technology Solutions, Cl A*		95,400		4,828
Computer Sciences*		22,833		1,389
Corning, Cl B* (A)		218,578		4,551
eBay*		183,032		10,111
Electronic Arts*		48,478		1,406
EMC*		318,240		8,723
F5 Networks, Cl A*		11,800		1,258
Facebook, Cl A*		268,400		16,168

Description	Shares		Market Value ($ Thousands)
Fidelity National Information Services, Cl B*		45,565	$	2,435
First Solar*		11,040		770
Fiserv, Cl A*		39,860		2,260
Flir Systems*		21,900		788
Google, Cl A*		44,363		49,443
Harris*		16,700		1,222
Hewlett-Packard*		297,665		9,632
Intel*		781,315		20,166
International Business Machines*		153,837		29,612
Intuit*		44,486		3,458
Jabil Circuit*		28,879		520
Juniper Networks*		78,600		2,025
KLA-Tencor*		26,071		1,803
Lam Research*		25,417		1,398
Linear Technology*		37,694		1,835
LSI Logic*		88,046		975
MasterCard, Cl A*		160,300		11,974
Microchip Technology* (A)		31,200		1,490
Micron Technology*		166,269		3,934
Microsoft*		1,187,193		48,663
Motorola Solutions*		35,429		2,278
NetApp*		51,876		1,914
Nvidia* (A)		86,848		1,555
Oracle, Cl B*		544,188		22,263
Paychex* (A)		50,856		2,167
Qualcomm*		265,732		20,955
Red Hat*		29,700		1,573
Salesforce.com* (A)		88,100		5,030
SanDisk*		35,400		2,874
Seagate Technology*		52,300		2,937
Symantec, Cl A*		108,447		2,166
TE Connectivity*		65,000		3,914
Teradata* (A)		24,868		1,223
Texas Instruments*		170,349		8,032
Total System Services*		25,780		784
VeriSign* (A)		19,700		1,062
Visa, Cl A*		79,672		17,198
Western Digital*		33,000		3,030
Western Union* (A)		85,812		1,404
Xerox*		174,606		1,973
Xilinx*		41,809		2,269
Yahoo!*		147,438		5,293
				488,863
Materials — 3.5%
Air Products & Chemicals*		33,426		3,979
Airgas*		10,700		1,140
Alcoa*		168,935		2,174
Allegheny Technologies* (A)		16,559		624
Avery Dennison*		15,015		761
Ball*		21,982		1,205
Bemis*		16,190		635
CF Industries Holdings*		8,690		2,265
Cliffs Natural Resources* (A)		23,411		479
Dow Chemical, Cl A*		190,975		9,279
E.I. Du Pont de Nemours*		145,635		9,772
Eastman Chemical*		23,916		2,062
Ecolab*		42,530		4,593
FMC*		21,300		1,631

22 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Freeport- McMoRan Copper & Gold, Cl B*	163,036	$	5,392
International Flavors & Fragrances*	12,694		1,214
International Paper*	68,870		3,160
LyondellBasell Industries, Cl A*	67,800		6,030
MeadWestvaco*	27,315		1,028
Monsanto*	82,448		9,380
Mosaic*	53,200		2,660
Newmont Mining*	78,008		1,828
Nucor*	49,982		2,526
Owens-Illinois*	25,700		870
PPG Industries*	21,745		4,207
Praxair*	46,199		6,051
Sealed Air*	31,128		1,023
Sherwin-Williams, Cl A*	13,416		2,645
Sigma-Aldrich* (A)	18,736		1,749
United States Steel* (A)	23,726		655
Vulcan Materials* (A)	20,449		1,359
			92,376
Telecommunication Services — 2.4%
AT&T* (A)	818,240		28,696
CenturyTel* (A)	90,657		2,977
Frontier Communications* (A)	157,425		897
Verizon Communications*	650,748		30,956
Windstream Holdings* (A)	93,546		771
			64,297
Utilities — 3.0%
AES*	103,990		1,485
AGL Resources*	18,600		910
Ameren*	38,044		1,567
American Electric Power*	77,115		3,907
Centerpoint Energy*	67,168		1,591
CMS Energy*	41,792		1,224
Consolidated Edison*	45,933		2,464
Dominion Resources*	91,340		6,484
DTE Energy*	28,245		2,098
Duke Energy*	111,007		7,906
Edison International*	51,153		2,896
Entergy*	27,964		1,869
Exelon*	135,746		4,556
FirstEnergy*	65,710		2,236
Integrys Energy Group* (A)	12,334		736
NextEra Energy*	68,420		6,542
NiSource*	49,179		1,747
Northeast Utilities*	49,435		2,249
NRG Energy*	52,200		1,660
Pepco Holdings* (A)	38,800		795
PG&E*	72,029		3,112
Pinnacle West Capital*	17,049		932
PPL*	98,971		3,280
Public Service Enterprise Group*	79,430		3,030
SCANA*	22,800		1,170
Sempra Energy*	35,965		3,480
Southern*	140,135		6,157
TECO Energy* (A)	32,212		552

Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
Wisconsin Energy* (A)	36,100	$	1,681
Xcel Energy*	78,119		2,372
			80,688
Total Common Stock (Cost $1,196,523) ($ Thousands)			2,624,863
AFFILIATED PARTNERSHIP — 4.5%
SEI Liquidity Fund, L.P. 0.070%**†† (B)	119,159,510		119,160
Total Affiliated Partnership (Cost $119,160) ($ Thousands)			119,160
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	18,371,089		18,371
Total Cash Equivalent (Cost $18,371) ($ Thousands)			18,371
U.S. TREASURY OBLIGATIONS — 0.1%
U.S. Treasury Bills
0.035%, 05/22/14 (C) (D)	$3,310		3,310
Total U.S. Treasury Obligations (Cost $3,310) ($ Thousands)			3,310
Total Investments — 104.1% (Cost $1,337,364) ($ Thousands)		$	2,765,704

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		346		Jun-2014	$	548

For the period ended March 31, 2014, the total amount of all open futures contracts as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $2,656,550 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $117,228 ($ Thousands)

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $119,160 ($Thousands).

(C) The rate reported is the effective yield at the time of purchase.

(D) Security, or portion thereof has been pledged as collateral on open futures contracts.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 23

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	2,624,863	$	—	$	—	$	2,624,863
Affiliated Partnership		—		119,160		—		119,160
Cash Equivalent		18,371		—		—		18,371
U.S. Treasury Obligations		—		3,310		—		3,310
Total Investments in Securities	$	2,643,234	$	122,470	$	—	$	2,765,704

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	548	$	—	$	—	$	548
Total Other Financial Instruments	$	548	$	—	$	—	$	548

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

24 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 92.2%
Consumer Discretionary — 12.5%
2U*		18,600	$	254
American Axle & Manufacturing Holdings*		30,013		556
American Public Education*		1,600		56
ANN*		16,696		692
Arctic Cat		4,400		210
Asbury Automotive Group*		14,274		789
Beazer Homes USA, Cl A*		18,824		378
Big 5 Sporting Goods		26,365		423
Biglari Holdings*		540		263
BJ’s Restaurants* (A)		–		—
Blue Nile*		3,668		128
Bravo Brio Restaurant Group*		25,700		363
Bright Horizons Family Solutions*		15,832		619
Brown Shoe		35,604		945
Brunswick		29,825		1,351
Cabela’s*		10,600		694
Capella Education		16,890		1,067
Career Education*		25,400		189
Carmike Cinemas*		21,645		646
Carriage Services		4,800		87
Cato, Cl A		7,694		208
Childrens Place Retail Stores		8,410		419
Container Store Group* (A)		18,374		624
Core-Mark Holding, Cl A		11,979		869
CROCS*		20,900		326
Dana Holding		23,500		547
Denny’s, Cl A*		38,573		248
Destination XL Group*		32,900		185
Dex Media* (A)		12,536		115
Dick’s Sporting Goods		13,860		757
Dorman Products*		7,840		463
Drew Industries*		18,450		1,000
Entravision Communications, Cl A		60,323		404
Ethan Allen Interiors		10,210		260
Express*		18,612		296
Fiesta Restaurant Group*		17,779		811
Five Below* (A)		25,793		1,096
Francesca’s Holdings* (A)		18,789		341
Fred’s, Cl A		12,400		223
Fuel Systems Solutions*		8,600		93
Genesco*		7,035		525
Gentherm*		14,400		500
G-III Apparel Group*		5,610		402
Gray Television*		19,800		205
Haverty Furniture		28,308		841
hhgregg, Cl A* (A)		7,700		74
Hibbett Sports* (A)		9,140		483
HomeAway* (A)		48,383		1,823
Hovnanian Enterprises, Cl A* (A)		24,656		117
Ignite Restaurant Group*		8,300		117
Imax* (A)		22,366		611
Jack in the Box*		22,771		1,342
Jones Group*		6,200		93
K12*		25,200		571
Krispy Kreme Doughnuts*		27,589		489
La-Z-Boy, Cl Z		37,271		1,010
Libbey*		37,200		967

Description	Shares		Market Value ($ Thousands)
Life Time Fitness* (A)		11,955	$	575
Lithia Motors, Cl A		13,450		894
Live Nation*		22,679		493
LKQ*		21,243		560
Loral Space & Communications*		6,000		425
Lumber Liquidators Holdings* (A)		15,394		1,444
M/I Homes*		400		9
Marriott Vacations Worldwide*		17,204		962
Matthews International, Cl A		11,000		449
MDC Partners, Cl A		30,950		706
Meredith		32,574		1,513
Meritage Homes*		22,789		954
Modine Manufacturing*		52,351		767
Movado Group		18,220		830
Multimedia Games Holding*		23,700		688
NACCO Industries, Cl A		2,000		108
National CineMedia		26,860		403
Noodles, Cl A* (A)		11,830		467
Nutrisystem		11,800		178
Office Depot*		44,000		182
Orbitz Worldwide*		38,634		303
Orient-Express Hotels, Cl A*		3,700		53
Overstock.com*		12,000		236
Penske Auto Group, Cl A		8,435		361
Pep Boys-Manny Moe & Jack*		27,440		349
PetMed Express (A)		25,800		346
Pier 1 Imports		48,368		913
Pool		16,498		1,012
Popeyes Louisiana Kitchen*		12,900		524
ReachLocal* (A)		40,957		404
Red Robin Gourmet Burgers*		10,177		730
RetailMeNot*		7,075		226
Ruth’s Chris Steak House		39,309		475
Ryland Group		32,520		1,299
Scholastic, Cl B		2,600		90
Scientific Games, Cl A*		29,736		408
Shoe Carnival		15,840		365
Shutterfly* (A)		33,551		1,432
Six Flags Entertainment		22,174		890
Skechers U.S.A., Cl A*		28,600		1,045
Skullcandy*		9,200		84
Sonic*		8,600		196
Standard Motor Products		8,500		304
Steiner Leisure*		4,200		194
Stoneridge*		32,801		368
TAL Education Group ADR*		25,514		575
TRI Pointe Homes* (A)		13,846		225
Vail Resorts		11,870		828
Vera Bradley* (A)		20,324		548
Vince Holding*		12,047		318
Vitamin Shoppe*		12,181		579
Wet Seal, Cl A* (A)		102,900		136
Wolverine World Wide (A)		14,056		401
ZAGG*		5,308		24
zulily, Cl A* (A)		9,990		501
				58,514
Consumer Staples — 2.2%
Amira Nature Foods* (A)		17,262		294
Andersons		9,900		586
Annie’s* (A)		7,012		282
Casey’s General Stores		11,550		781

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 25

Description	Shares		Market Value ($ Thousands)
Chefs’ Warehouse Holdings* (A)		20,471	$	438
Chiquita Brands International*		61,800		770
Darling International*		24,145		483
Fairway Group Holdings, Cl A* (A)		4,742		36
Fresh Del Monte Produce		17,200		474
J&J Snack Foods		7,445		715
Lancaster Colony		2,800		278
Medifast*		11,233		327
Pilgrim’s Pride*		19,600		410
Post Holdings* (A)		7,990		440
Rite Aid* (A)		74,000		464
Sanderson Farms (A)		2,000		157
Snyder’s-Lance		11,450		323
Spartan Stores		21,133		491
Sprouts Farmers Market*		20,716		746
Susser Holdings* (A)		6,802		425
TreeHouse Foods*		6,476		466
Universal		7,700		430
USANA Health Sciences* (A)		6,500		490
				10,306
Energy — 5.9%
Alberta Oilsands*		184,500		26
Alpha Natural Resources* (A)		22,100		94
Approach Resources, Cl A* (A)		59,600		1,246
Bill Barrett*		12,100		310
Bonanza Creek Energy*		6,710		298
Bristow Group		13,235		999
C&J Energy Services*		18,600		542
Carrizo Oil & Gas*		13,531		723
Cloud Peak Energy*		11,900		252
Delek US Holdings		15,010		436
Dril-Quip*		10,835		1,215
Emerald Oil*		22,560		152
Energy XXI Bermuda (A)		3,900		92
EPL Oil & Gas* (A)		26,200		1,011
Exterran Holdings		12,735		559
Forest Oil*		62,500		119
Forum Energy Technologies*		26,440		819
Geospace Technologies*		6,347		420
Gulfmark Offshore, Cl A		5,788		260
Gulfport Energy*		4,993		355
Helix Energy Solutions Group*		65,372		1,502
Kodiak Oil & Gas*		59,809		726
Laredo Petroleum*		36,429		942
Magnum Hunter Resources*		54,611		464
Matador Resources* (A)		27,540		674
Matrix Service*		11,431		386
McDermott International* (A)		32,300		253
Navigator Holdings*		11,700		304
Newpark Resources, Cl A*		18,900		216
North Atlantic Drilling		46,000		407
Nuverra Environmental Solutions* (A)		41,360		839
Oasis Petroleum*		19,494		814
Ocean Rig UDW*		19,730		351
Oil States International*		2,687		265
Parker Drilling*		22,100		157
PDC Energy, Cl A*		16,022		998
Pioneer Energy Services*		60,357		782
Precision Drilling		14,000		167
Quicksilver Resources* (A)		29,400		77

Description	Shares		Market Value ($ Thousands)
Renewable Energy Group*		28,200	$	338
Rentech*		114,600		218
Ring Energy*		13,450		205
Rosetta Resources*		30,621		1,426
Scorpio Tankers		82,000		818
StealthGas*		33,400		380
Stone Energy, Cl A*		2,600		109
Superior Energy Services		13,609		419
Synergy Resources*		42,976		462
Tesco*		26,600		492
TETRA Technologies*		66,790		855
Triangle Petroleum* (A)		78,770		649
VAALCO Energy*		43,340		371
W&T Offshore		11,100		192
Willbros Group*		55,100		695
				27,881
Financials — 19.3%
Acadia Realty Trust †		21,535		568
Agree Realty †		12,300		374
Altisource Residential †		19,811		625
Ambac Financial Group*		13,400		416
American Assets Trust †		17,340		585
American Campus Communities †		12,510		467
American Capital Mortgage Investment †		19,100		358
American Equity Investment Life Holding (A)		37,755		892
Amerisafe		1,300		57
AmTrust Financial Services (A)		23,181		872
Argo Group International Holdings		11,660		535
Arlington Asset Investment, Cl A (A)		8,700		230
Ashford Hospitality Trust †		9,800		110
Associated Estates Realty †		25,910		439
Astoria Financial		47,725		659
Banco Latinoamericano de Exportaciones, Cl E		10,600		280
Bancorpsouth, Cl A (A)		52,644		1,314
Bank of the Ozarks (A)		18,683		1,272
Banner		31,453		1,296
BBCN Bancorp		10,920		187
BGC Partners, Cl A		9,600		63
BlackRock Kelso Capital (A)		25,100		230
BofI Holding*		6,265		537
Boston Private Financial Holdings		51,803		701
Brandywine Realty Trust †		31,410		454
Brookline Bancorp, Cl A		3,800		36
Campus Crest Communities †		19,600		170
Capital Bank Financial, Cl A*		10,533		265
Capitol Federal Financial		37,030		465
Cardinal Financial		8,036		143
Cedar Realty Trust †		27,800		170
Central Pacific Financial		77,252		1,561
Chatham Lodging Trust †		14,600		295
Chesapeake Lodging Trust †		14,300		368
City National		5,870		462
CNO Financial Group		135,890		2,459
CoBiz Financial		48,025		553
Cohen & Steers (A)		10,810		431
Columbia Banking System (A)		14,720		420

26 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Community Bank System (A)		2,600	$	101
CoreSite Realty, Cl Comdty (histrt) †		5,800		180
Cousins Properties, Cl A †		10,000		115
Credit Acceptance, Cl A*		1,800		255
CubeSmart †		42,640		732
Customers Bancorp*		8,700		182
CVB Financial		2,100		33
CYS Investments †		44,300		366
DiamondRock Hospitality †		87,675		1,030
Douglas Emmett †		3,511		95
DuPont Fabros Technology †		17,150		413
Eagle Bancorp*		16,678		602
East West Bancorp		17,765		648
EastGroup Properties †		22,844		1,437
Education Realty Trust, Cl A †		50,742		501
Employers Holdings		21,600		437
EPR Properties, Cl A †		7,005		374
EverBank Financial, Cl A		17,300		341
Evercore Partners, Cl A		6,640		367
FBR*		20,175		521
FelCor Lodging Trust †		62,700		567
Fidelity & Guaranty Life		25,200		595
Financial Engines (A)		11,311		574
First BanCorp Puerto Rico*		97,140		528
First Cash Financial Services*		672		34
First Commonwealth Financial		95,985		868
First Financial Bancorp		30,890		555
First Financial Holdings		12,036		754
First Horizon National		57,171		706
First Interstate Bancsystem, Cl A		13,748		388
First Midwest Bancorp		27,200		465
First Potomac Realty Trust †		16,189		209
Forest City Enterprises, Cl A*		20,705		396
Forestar Group*		16,185		288
Fulton Financial		37,580		473
FXCM, Cl A (A)		35,218		520
Geo Group †		39,200		1,264
Glacier Bancorp, Cl A		25,355		737
Glimcher Realty Trust †		61,665		618
Government Properties Income Trust, Cl A †		6,900		174
Gramercy Property Trust † (A)		57,200		295
Hanmi Financial, Cl Comdty (histrt)		9,090		212
Hanover Insurance Group, Cl A		22,200		1,364
Hatteras Financial †		13,300		251
HCI Group (A)		2,700		98
Hercules Technology Growth Capital, Cl A (A)		6,300		89
HFF, Cl A*		4,000		134
Highwoods Properties †		18,988		729
Home BancShares		18,335		631
HomeStreet		8,600		168
Horace Mann Educators, Cl A		22,800		661
Hudson Pacific Properties †		1,000		23
IBERIABANK		24,480		1,717
Infinity Property & Casualty		4,100		277
Inland Real Estate †		33,900		358
International Bancshares		7,600		191
Investment Technology Group*		53,149		1,074
Investors Real Estate Trust †		4,500		40
Janus Capital Group		50,613		550

Description	Shares		Market Value ($ Thousands)
Jones Lang LaSalle		5,079	$	602
Kennedy-Wilson Holdings		28,500		642
Kite Realty Group Trust †		84,862		509
LaSalle Hotel Properties †		14,140		443
Lexington Realty Trust †		92,418		1,008
LTC Properties †		5,100		192
Mack-Cali Realty †		15,100		314
Maiden Holdings		56,400		704
MarketAxess Holdings		7,092		420
MB Financial		900		28
Meadowbrook Insurance Group		83,400		486
Medical Properties Trust †		72,931		933
MGIC Investment*		101,190		862
Montpelier Re Holdings		12,800		381
National Penn Bancshares		11,700		122
NBT Bancorp		12,800		313
Nelnet, Cl A		24,100		986
New Mountain Finance		15,800		230
Northfield Bancorp		35,350		455
NorthStar Realty Finance †		29,782		481
Northwest Bancshares		7,200		105
Ocwen Financial*		14,500		568
OFG Bancorp		49,156		845
Old National Bancorp, Cl A		12,337		184
OmniAmerican Bancorp, Cl A		7,200		164
Oritani Financial		6,500		103
PacWest Bancorp (A)		15,853		682
Parkway Properties † (A)		25,098		458
Pebblebrook Hotel Trust †		38,460		1,299
PennantPark Investment		57,562		636
Pennsylvania †		24,579		444
Pinnacle Financial Partners		3,800		142
Piper Jaffray*		6,600		302
Platinum Underwriters Holdings		10,600		637
Popular*		14,100		437
Potlatch †		6,377		247
Primerica		2,900		137
Prospect Capital		23,100		249
Prosperity Bancshares		7,350		486
Provident Financial Services		13,700		252
PS Business Parks †		1,900		159
Radian Group (A)		98,721		1,484
RAIT Financial Trust †		62,853		534
Ramco-Gershenson Properties †		26,500		432
RE, Cl A		13,431		387
Retail Opportunity Investments † (A)		2,900		43
RLI (A)		16,914		748
RLJ Lodging Trust †		6,100		163
Rouse Properties † (A)		34,900		602
Ryman Hospitality Properties † (A)		11,225		477
Sabra Health Care †		14,300		399
Safeguard Scientifics*		24,617		546
Select Income REIT †		1,900		57
Selective Insurance Group		20,955		489
Signature Bank NY, Cl B*		9,439		1,185
Silver Bay Realty Trust †		463		7
STAG Industrial †		9,600		231
StanCorp Financial Group		6,720		449
Starwood Property Trust † (A)		17,900		422
Stewart Information Services		27,624		970
Stifel Financial*		19,410		966

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 27

Description	Shares		Market Value ($ Thousands)
Summit Hotel Properties †		1,800	$	17
Sunstone Hotel Investors †		52,193		717
Susquehanna Bancshares		3,600		41
SVB Financial Group, Cl B*		6,076		783
Symetra Financial		12,300		244
Synovus Financial		176,146		597
TCF Financial		19,100		318
TCP Capital (A)		5,300		88
Texas Capital Bancshares*		14,204		922
THL Credit		23,700		327
TICC Capital		31,800		311
Two Harbors Investment †		30,500		313
United Community Banks*		67,583		1,312
ViewPoint Financial Group		15,300		441
Virtus Investment Partners*		3,417		592
Walter Investment Management* (A)		10,100		301
Washington †		5,400		129
Webster Financial		15,310		476
Western Alliance Bancorp*		68,123		1,676
Winthrop Realty Trust †		35,600		413
Wintrust Financial		9,970		485
WisdomTree Investments*		16,300		214
WSFS Financial		14,520		1,037
				90,616
Health Care — 12.5%
Acadia Healthcare, Cl A* (A)		49,534		2,235
ACADIA Pharmaceuticals* (A)		12,538		305
Acceleron Pharma*		6,759		233
Accuray* (A)		94,400		906
AcelRx Pharmaceuticals* (A)		11,000		132
Achillion Pharmaceuticals* (A)		72,000		237
Acorda Therapeutics*		2,900		110
Addus HomeCare*		22,233		513
Aegerion Pharmaceuticals, Cl A*		6,310		291
Akorn*		47,105		1,036
Alere*		11,400		392
Align Technology*		14,980		776
Alnylam Pharmaceuticals*		400		27
AMAG Pharmaceuticals* (A)		5,400		104
Amedisys* (A)		11,100		165
AMN Healthcare Services*		14,000		192
Amsurg*		19,199		904
Anacor Pharmaceuticals*		3,300		66
Analogic		6,250		513
Aratana Therapeutics*		13,036		242
Arrowhead Research*		10,180		167
ArthroCare*		4,000		193
athenahealth* (A)		3,590		575
Bruker BioSciences*		18,160		414
Cambrex*		13,400		253
Cantel Medical		5,250		177
Cardiovascular Systems*		15,581		495
Celldex Therapeutics, Cl A*		25,517		451
Centene*		10,315		642
Charles River Laboratories International*		15,193		917
Chimerix*		14,715		336
Computer Programs & Systems		2,200		142
Conmed		19,080		829
Coronado Biosciences* (A)		22,100		44
Cross Country Healthcare*		14,300		115

Description	Shares		Market Value ($ Thousands)
Cubist Pharmaceuticals*		8,988	$	657
Depomed*		39,000		566
DexCom*		18,429		762
Emergent Biosolutions*		23,800		601
Emeritus*		16,355		514
Ensign Group		6,300		275
Exact Sciences* (A)		16,321		231
ExamWorks Group* (A)		27,708		970
Exelixis* (A)		17,005		60
Five Star Quality Care*		37,184		181
Fluidigm*		25,128		1,107
Furiex Pharmaceuticals*		6,928		603
GenMark Diagnostics*		31,917		317
Gentiva Health Services*		27,400		250
Globus Medical, Cl A*		15,600		415
Greatbatch*		26,620		1,222
GTx* (A)		26,300		40
GW Pharmaceuticals PLC*		3,740		222
Halozyme Therapeutics*		30,763		391
Health Net, Cl A*		9,400		320
HealthSouth		53,353		1,917
HeartWare International*		7,309		685
Hi-Tech Pharmacal*		2,500		108
ICON*		14,899		708
ICU Medical*		9,470		567
Ignyta*		13,900		115
ImmunoGen* (A)		5,000		75
Impax Laboratories*		7,900		209
Imris*		52,677		83
Insmed*		10,585		202
Insulet*		18,445		875
Insys Therapeutics*		4,508		187
Intercept Pharmaceuticals*		1,694		559
InterMune*		6,381		214
Intrexon* (A)		7,010		184
Invacare		10,000		191
Isis Pharmaceuticals*		28,903		1,249
Jazz Pharmaceuticals*		3,180		441
Karyopharm Therapeutics* (A)		5,919		183
Keryx Biopharmaceuticals* (A)		72,633		1,238
KYTHERA Biopharmaceuticals* (A)		6,301		250
LDR Holding*		21,474		737
Magellan Health Services*		12,771		758
Masimo*		13,590		371
Medical Action Industries*		10,500		73
MEDNAX*		21,116		1,309
MiMedx Group*		2,000		12
Molina Healthcare*		13,532		508
Momenta Pharmaceuticals*		25,752		300
MWI Veterinary Supply*		500		78
Natus Medical*		10,000		258
Nektar Therapeutics*		44,022		534
Neurocrine Biosciences*		27,500		443
NewLink Genetics* (A)		17,756		504
Novadaq Technologies*		39,716		885
NPS Pharmaceuticals*		21,990		658
NuVasive*		1,100		42
Oramed Pharmaceuticals* (A)		18,799		218
Orexigen Therapeutics* (A)		70,946		461
Orthofix International*		7,700		232
Pacira Pharmaceuticals* (A)		8,920		624
Parexel International*		16,310		882

28 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
PharMerica*		24,751	$	693
Portola Pharmaceuticals*		10,347		268
Premier, Cl A*		15,109		498
Prestige Brands Holdings, Cl A*		11,030		301
Providence Service*		18,992		537
Puma Biotechnology*		13,776		1,435
Repligen*		32,293		415
Rigel Pharmaceuticals*		83,000		322
Sagent Pharmaceuticals*		10,877		254
Sirona Dental Systems, Cl A*		6,805		508
Spectranetics*		24,102		731
STERIS, Cl A		600		29
Sunesis Pharmaceuticals* (A)		32,002		211
Surgical Care Affiliates*		23,444		721
SurModics*		9,300		210
Symmetry Medical*		45,400		457
Synageva BioPharma, Cl A* (A)		3,641		302
Syneron Medical*		34,110		425
Tandem Diabetes Care*		27,455		607
Team Health Holdings*		26,531		1,187
TearLab* (A)		17,821		120
Tekmira Pharmaceuticals*		5,960		128
TESARO*		17,760		524
Threshold Pharmaceuticals, Cl A* (A)		38,350		183
Triple-S Management, Cl B*		13,800		223
Ultragenyx Pharmaceutical*		3,265		160
Unilife* (A)		180,401		734
Veeva Systems, Cl A* (A)		14,846		397
Versartis*		5,800		174
WellCare Health Plans*		16,220		1,030
				58,744
Industrials — 16.8%
AAON		2,700		75
AAR		26,791		695
ACCO Brands*		33,300		205
Actuant, Cl A (A)		69,798		2,384
Acuity Brands (A)		7,662		1,016
Aegean Marine Petroleum Network (A)		23,300		230
Aegion, Cl A*		13,800		349
Air Transport Services Group*		41,800		328
Aircastle		21,100		409
Albany International, Cl A		6,800		242
Altra Industrial Motion		3,600		128
American Airlines Group*		2,800		103
American Science & Engineering, Cl A		1,200		81
American Woodmark*		13,621		458
Apogee Enterprises		10,460		348
Arkansas Best		6,400		236
Astronics*		3,700		235
Astronics, Cl B*		240		15
Avis Budget Group*		10,932		532
Barnes Group		17,940		690
Barrett Business Services		6,060		361
Beacon Roofing Supply* (A)		21,518		832
Brink’s		8,900		254
Carlisle		18,943		1,503
Chart Industries*		13,242		1,053
CIRCOR International		12,995		953
Corporate Executive Board		12,708		943

Description	Shares		Market Value ($ Thousands)
Curtiss-Wright		17,755	$	1,128
Deluxe		12,414		651
Diana Shipping*		40,271		483
DXP Enterprises*		5,956		565
Dycom Industries*		53,583		1,694
EMCOR Group		37,529		1,756
EnerNOC*		9,900		221
EnerSys (A)		18,172		1,259
Engility Holdings*		15,765		710
Erickson Air-Crane*		900		17
Esterline Technologies*		17,379		1,852
Exponent		4,200		315
Fortune Brands Home & Security		14,985		631
FreightCar America, Cl A		5,500		128
FTI Consulting*		23,172		773
G&K Services		17,085		1,045
Generac Holdings*		18,560		1,095
General Cable		21,918		561
Genesee & Wyoming, Cl A*		13,681		1,331
Gibraltar Industries*		15,364		290
Global Power Equipment Group		20,800		414
Graco		8,780		656
GrafTech International*		31,400		343
Great Lakes Dredge & Dock*		67,500		616
Greenbrier*		19,477		888
H&E Equipment Services*		24,367		986
HEICO (A)		11,200		674
Hexcel, Cl A*		36,475		1,588
Hyster-Yale Materials Handling		4,300		419
ICF International, Cl A*		9,500		378
IDEX		12,330		899
Insperity, Cl A		6,200		192
Interface, Cl A		51,759		1,064
JetBlue Airways* (A)		61,600		535
John Bean Technologies, Cl A		11,000		340
Kadant		12,437		454
KAR Auction Services		8,400		255
Kelly Services, Cl A		2,900		69
Keyw Holding, Cl A* (A)		22,201		415
Kforce		13,600		290
Kirby*		15,595		1,579
Knight Transportation (A)		18,659		432
Korn/Ferry International*		13,410		399
Kratos Defense & Security Solutions*		26,000		196
Lincoln Electric Holdings		11,830		852
Lindsay (A)		8,442		744
Marten Transport		17,412		375
MasTec* (A)		11,260		489
Middleby*		7,968		2,105
Mistras Group*		1,100		25
Mobile Mini		21,279		923
Moog, Cl A*		11,740		769
MRC Global*		15,500		418
MSA Safety		2,000		114
MSC Industrial Direct, Cl A		5,593		484
Mueller Water Products, Cl A		12,200		116
MYR Group*		32,700		828
Navigant Consulting*		12,600		235
Northwest Pipe*		12,950		468
Old Dominion Freight Line, Cl A*		15,209		863
On Assignment*		8,650		334
Orbital Sciences*		19,630		548

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 29

Description	Shares		Market Value ($ Thousands)
Orion Marine Group*		21,300	$	268
Performant Financial*		13,200		119
PGT*		27,069		312
Pike Electric*		22,089		238
PowerSecure International*		13,800		323
Primoris Services		56,138		1,683
Rand Logistics*		29,200		202
RBC Bearings*		8,100		516
Rexnord*		11,350		329
RPX, Cl Comdty (histrt)*		5,300		86
Rush Enterprises, Cl A* (A)		21,002		682
Saia*		35,119		1,342
Scorpio Bulkers*		40,500		409
Simpson Manufacturing		15,865		561
Skywest		2,200		28
Spirit Airlines*		15,346		912
Standex International		6,466		346
Steelcase, Cl A		48,484		805
Swift Transportation, Cl A* (A)		81,519		2,018
Taser International*		32,200		589
Titan Machinery* (A)		33,300		522
Trex*		10,298		753
TriMas*		9,720		323
TrueBlue*		71,534		2,093
Tutor Perini*		19,800		568
United Rentals* (A)		10,674		1,013
US Ecology		15,481		575
USG* (A)		25,014		818
Valmont Industries		4,821		717
Viad		3,200		77
Wabash National* (A)		39,384		542
WageWorks*		20,927		1,174
Watsco		12,178		1,217
Wesco Aircraft Holdings*		20,483		451
XPO Logistics* (A)		13,200		388
YRC Worldwide* (A)		6,900		155
				79,088
Information Technology — 17.7%
A10 Networks*		35,740		538
ACI Worldwide*		6,160		365
Acxiom*		18,075		622
Adtran		20,416		498
Advanced Energy Industries*		9,300		228
Applied Micro Circuits*		1,800		18
ARRIS Group*		42,603		1,201
Aruba Networks*		20,470		384
Aspen Technology*		47,277		2,003
Atmel*		76,525		640
ATMI*		2,800		95
Audience*		1,000		13
AVG Technologies*		21,908		459
Belden		13,260		923
Benchmark Electronics*		4,000		91
Blucora*		7,800		154
Borderfree*		13,237		247
Brightcove*		29,400		289
BroadSoft* (A)		22,057		590
Brooks Automation		51,859		567
Cabot Microelectronics*		2,400		106
CACI International, Cl A* (A)		4,060		300
Cadence Design Systems* (A)		45,890		713
CalAmp*		800		22

Description	Shares		Market Value ($ Thousands)
Calix*		40,900	$	345
Cardtronics*		11,170		434
Cavium* (A)		53,226		2,327
Ceva, Cl A*		4,300		75
ChannelAdvisor*		11,445		432
Checkpoint Systems*		7,400		99
ChipMOS TECHNOLOGIES Bermuda		6,200		137
CIBER*		98,500		451
Ciena* (A)		29,133		662
Cognex*		9,410		319
CommVault Systems*		16,534		1,074
Computer Task Group		28,500		484
comScore*		13,600		446
Comverse*		5,600		194
Constant Contact*		6,900		169
Convergys		2,500		55
Conversant*		3,400		96
Cornerstone OnDemand*		23,660		1,133
CoStar Group*		14,638		2,734
Criteo ADR*		8,593		348
CSG Systems International		10,100		263
Dealertrack Technologies*		47,871		2,355
Demandware*		17,673		1,132
Digi International*		39,600		402
Digital River*		6,900		120
Diodes*		11,300		295
Dot Hill Systems*		29,300		113
Electronics for Imaging*		9,640		417
Ellie Mae*		1,300		37
Emulex*		22,300		165
Entegris*		43,000		521
Entropic Communications*		20,300		83
Envestnet*		50,003		2,009
EPAM Systems*		6,570		216
EVERTEC		19,281		476
Exar*		35,800		428
ExlService Holdings*		5,800		179
Extreme Networks*		95,500		554
Fabrinet*		18,000		374
Fairchild Semiconductor International*		53,974		744
FARO Technologies*		3,700		196
FEI		3,822		394
Finisar* (A)		4,200		111
FireEye*		3,042		187
FormFactor*		36,600		234
Forrester Research		2,996		107
Fortinet*		19,249		424
Gigamon*		20,591		626
Global Cash Access Holdings*		41,300		283
Guidewire Software, Cl Z*		45,212		2,218
Harmonic, Cl A*		35,000		250
Hittite Microwave, Cl A		6,275		395
Hutchinson Technology*		58,050		164
iGate*		1,000		32
Immersion*		40,195		424
Imperva*		7,783		434
Infinera*		29,709		270
Infoblox*		49,833		1,000
Inphi*		72,327		1,164
Insight Enterprises*		12,000		301
Integrated Device Technology*		48,592		594

30 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Interactive Intelligence Group*		21,039	$	1,525
International Rectifier*		14,850		407
Intersil, Cl A		87,632		1,132
Intralinks Holdings, Cl A*		34,275		351
InvenSense, Cl A* (A)		44,929		1,063
Knowles*		11,920		376
Kulicke & Soffa Industries*		8,100		102
Lattice Semiconductor*		100,190		785
Littelfuse		11,521		1,079
LTX-Credence*		46,870		418
Manhattan Associates*		13,600		476
Marketo*		11,255		368
MAXIMUS		18,849		846
Maxwell Technologies*		20,800		269
Mentor Graphics		46,562		1,025
Methode Electronics		4,400		135
Micrel		4,400		49
Monotype Imaging Holdings		9,100		274
Move* (A)		21,800		252
MTS Systems, Cl A		800		55
Netscout Systems*		900		34
NIC*		7,300		141
Nimble Storage*		5,452		207
OmniVision Technologies*		2,300		41
OpenTable*		6,068		467
Palo Alto Networks*		6,279		431
Pandora Media*		20,530		622
Pegasystems		800		28
Photronics*		70,477		601
Plantronics		8,500		378
Plexus*		13,004		521
Power Integrations		11,814		777
PRGX Global*		66,500		461
Progress Software*		21,993		479
PROS Holdings*		2,400		76
PTC*		42,715		1,513
Qlik Technologies*		29,854		794
QLogic*		9,800		125
Rally Software Development*		16,532		221
RF Micro Devices, Cl A*		96,626		761
Rosetta Stone*		4,100		46
Ruckus Wireless*		83,150		1,011
Saba Software*		37,700		458
Sanmina*		33,940		592
Sapient*		1,200		20
Scansource*		1,900		77
Shutterstock* (A)		8,694		631
Silicon Image*		41,100		284
Silicon Laboratories*		14,110		737
Silver Spring Network*		2,100		36
Sonus Networks*		151,393		510
Spansion, Cl A*		36,390		634
Splunk*		2,435		174
SPS Commerce*		16,058		987
SS&C Technologies Holdings*		11,003		440
Stamps.com*		11,255		378
Sykes Enterprises* (A)		6,400		127
Synaptics* (A)		9,930		596
SYNNEX*		6,142		372
Tableau Software, Cl A*		15,144		1,152
Tech Data*		10,035		612
TeleTech Holdings*		2,700		66
Teradyne		40,935		814

Description	Shares		Market Value ($ Thousands)
Tivo*		7,400	$	98
TriQuint Semiconductor*		52,993		710
Trulia* (A)		17,232		572
Tyler Technologies*		1,300		109
Ultimate Software Group*		6,354		870
Ultratech*		15,900		464
Unisys* (A)		5,500		168
United Online*		12,100		140
Verint Systems*		11,360		533
Virtusa*		4,000		134
Vishay Intertechnology (A)		55,882		832
Vocus*		8,815		117
Web.com Group*		9,370		319
WEX*		10,750		1,022
Xoom*		5,800		113
Yelp, Cl A*		21,789		1,676
Zebra Technologies, Cl A*		7,330		509
Zillow, Cl A* (A)		8,700		766
				83,342
Materials — 2.9%
Advanced Emissions Solutions, Cl Comdty (histrt)* (A)		10,000		245
AEP Industries*		2,000		74
AK Steel Holding* (A)		12,100		87
AM Castle* (A)		6,300		93
Axiall		1,200		54
Boise Cascade*		11,934		342
Century Aluminum*		7,615		101
Chemtura*		22,544		570
Commercial Metals, Cl A		9,890		187
Ferro*		19,100		261
FutureFuel		5,700		116
Glatfelter		1,700		46
Gold Resource		14,800		71
H.B. Fuller		16,425		793
Haynes International		1,800		97
Innospec		4,200		190
Kaiser Aluminum		4,710		336
KapStone Paper and Packaging*		19,086		551
Koppers Holdings		2,600		107
Kraton Performance Polymers*		5,200		136
Landec*		26,400		295
Louisiana-Pacific*		33,629		567
LSB Industries*		11,400		426
Materion		3,000		102
Minerals Technologies		11,687		754
Novagold Resources*		86,800		313
PolyOne		61,376		2,250
Quaker Chemical		9,779		771
RTI International Metals* (A)		14,065		391
Schulman A		9,100		330
Sensient Technologies		18,360		1,036
Silgan Holdings		9,169		454
US Silica Holdings (A)		30,589		1,168
Worthington Industries		9,555		365
				13,679
Telecommunication Services — 0.3%
8x8*		3,200		34
Boingo Wireless*		33,230		225
IDT, Cl B		4,900		82
magicJack VocalTec* (A)		5,700		121

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 31

Description	Shares	Market Value ($ Thousands)
Premiere Global Services*	7,700	$	93
RingCentral, Cl A*	40,984		742
Vonage Holdings*	30,200		129
			1,426
Utilities — 2.1%
ALLETE	31,730		1,663
American States Water	10,000		323
Cadiz* (A)	38,900		274
California Water Service Group, Cl A	1,900		46
Cleco	13,395		677
Empire District Electric	10,100		246
Great Plains Energy	8,600		233
NorthWestern	16,295		773
Otter Tail	5,500		169
Piedmont Natural Gas (A)	10,500		372
PNM Resources	63,616		1,720
Portland General Electric	25,785		834
South Jersey Industries, Cl A	8,010		449
Southwest Gas	11,279		603
UIL Holdings	24,700		909
Vectren	8,258		325
			9,616
Total Common Stock (Cost $330,564) ($ Thousands)			433,212
EXCHANGE TRADED FUNDS (A) — 0.6%
iShares Russell 2000 Growth Index Fund	9,591		1,305
iShares Russell 2000 Value Index Fund	14,000		1,412
Total Exchange Traded Funds (Cost $2,515) ($ Thousands)			2,717
	Number of Rights
RIGHTS — 0.0%
Allos Therapeutics*	45,500		—
Total Rights (Cost $—) ($Thousands)			—
	Number of Warrants
WARRANTS — 0.0%
Magnum Hunter Resources Expires 08/29/14*	12,911		—
Total Warrants (Cost $—) ($Thousands)			—
AFFILIATED PARTNERSHIP — 11.9%
SEI Liquidity Fund, L.P. 0.070%**†† (B)	55,747,933		55,748
Total Affiliated Partnership (Cost $55,748) ($ Thousands)			55,748

Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
CASH EQUIVALENT — 6.7%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	31,646,079	$	31,646
Total Cash Equivalent (Cost $31,646) ($ Thousands)			31,646
U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bills 0.062%, 07/24/14 (C) (D)	$1,038		1,038
Total U.S. Treasury Obligations (Cost $1,038) ($ Thousands)			1,038
Total Investments — 111.6% (Cost $421,511) ($ Thousands)		$	524,361

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		203		Jun-2014	$	(212	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $470,003 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $55,376 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $55,748 ($ Thousands).

(C) The rate reported is the effective yield at the time of purchase.

(D) Security, or portion thereof has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

32 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	433,212	$	—	$	—	$	433,212
Exchange Traded Funds		2,717		—		—		2,717
Rights		—		—		—		—
Warrants		—		—		—		—
Affiliated Partnership		—		55,748		—		55,748
Cash Equivalent		31,646		—		—		31,646
U.S. Treasury Obligations		—		1,038		—		1,038
Total Investments in Securities	$	467,575	$	56,786	$	—	$	524,361

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(212	)	$	—	$	—	$	(212	)
Total Other Financial Instruments	$	(212	)	$	—	$	—	$	(212	)

* Futures contracts are valued at the unrealized depreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 33

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Value Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.3%‡
Consumer Discretionary — 7.0%
Abercrombie & Fitch, Cl A		3,844	$	148
American Eagle Outfitters		35,580		436
America’s Car-Mart*		9,345		343
ANN*		5,810		241
Arctic Cat		8,185		391
Big 5 Sporting Goods		14,100		226
Big Lots*		10,300		390
Bravo Brio Restaurant Group*		16,400		231
Callaway Golf (A)		42,994		439
Cato, Cl A		12,400		335
Childrens Place Retail Stores		7,995		398
Core-Mark Holding, Cl A		5,408		392
CROCS*		34,900		544
CSS Industries		24,100		651
Dana Holding		47,370		1,102
Destination XL Group*		64,100		362
Dorman Products*		6,150		363
DreamWorks Animation SKG, Cl A*		40,328		1,071
Ethan Allen Interiors (A)		17,994		458
Express*		25,832		410
FTD*		17,640		561
Genesco*		7,200		537
Gentherm*		11,290		392
G-III Apparel Group*		4,390		314
Ignite Restaurant Group*		16,000		225
Jones Group		12,200		183
Journal Communications, Cl A*		74,900		664
K12*		47,900		1,085
Krispy Kreme Doughnuts*		28,251		501
Libbey*		70,300		1,828
Life Time Fitness* (A)		12,240		589
Matthews International, Cl A (A)		33,461		1,366
MDC Partners, Cl A		33,700		769
Meredith		16,745		777
Meritage Homes*		5,980		250
Movado Group		7,140		325
NACCO Industries, Cl A		9,157		496
Office Depot*		83,700		346
Oxford Industries, Cl A		3,311		259
Pep Boys-Manny Moe & Jack*		28,100		357
Pier 1 Imports		41,282		779
Pool		5,510		338
Popeyes Louisiana Kitchen*		7,290		296
Regis		32,074		439
Remy International		17,652		417
Rent-A-Center (A)		72,735		1,935
Scholastic, Cl B		7,500		258
Scientific Games, Cl A*		18,922		260
Select Comfort*		18,123		328
Skechers U.S.A., Cl A*		8,343		305
Smith & Wesson Holding* (A)		34,100		499
Stage Stores (A)		21,300		521
Standard Motor Products		17,300		619
Stoneridge*		23,900		269
Universal Electronics*		7,003		269
Vail Resorts		10,955		764
Vera Bradley*		7,169		194

Description	Shares		Market Value ($ Thousands)
			$	29,245
Consumer Staples — 2.8%
Casey’s General Stores		4,851		328
Chiquita Brands International*		62,100		773
Cott		54,615		462
Darling International*		98,312		1,968
Dean Foods		27,554		426
Fresh Del Monte Produce		43,733		1,206
Ingles Markets, Cl A		28,600		681
J&J Snack Foods		6,090		584
Pantry*		20,384		313
Roundy’s		22,600		156
Snyder’s-Lance		18,832		531
Spartan Stores		54,885		1,274
Susser Holdings* (A)		5,027		314
TreeHouse Foods*		5,387		388
Universal (A)		26,800		1,498
USANA Health Sciences* (A)		6,400		482
Weis Markets		4,700		231
				11,615
Energy — 9.4%
Abraxas Petroleum*		63,094		250
Alon USA Energy (A)		19,300		288
Approach Resources, Cl A* (A)		150,087		3,138
Bill Barrett* (A)		23,000		589
Bonanza Creek Energy*		6,870		305
Bristow Group		3,810		288
C&J Energy Services*		36,730		1,071
Carrizo Oil & Gas*		5,989		320
Cloud Peak Energy*		74,012		1,565
Delek US Holdings		16,600		482
Emerald Oil*		24,708		166
Energy XXI Bermuda (A)		26,000		613
EPL Oil & Gas* (A)		51,000		1,969
Era Group*		26,321		771
Exterran Holdings		13,040		572
Forum Energy Technologies*		9,360		290
Goodrich Petroleum* (A)		11,824		187
Gulfmark Offshore, Cl A		35,787		1,608
Gulfport Energy*		5,111		364
Helix Energy Solutions Group*		36,140		831
Hercules Offshore*		126,700		582
Key Energy Services*		100,964		933
McDermott International* (A)		114,476		895
Navigator Holdings*		22,200		577
Newpark Resources, Cl A*		69,641		797
North Atlantic Drilling		87,500		774
Northern Oil And Gas* (A)		20,535		300
Nuverra Environmental Solutions* (A)		78,700		1,597
Oasis Petroleum*		7,789		325
Parker Drilling*		204,882		1,453
PDC Energy, Cl A*		8,768		546
Precision Drilling		26,600		318
Rentech*		217,900		414
Ring Energy*		13,772		210
Rosetta Resources*		12,730		593
Scorpio Tankers (A)		149,100		1,487
SEACOR Holdings, Cl A*		4,745		410
StealthGas*		63,500		722
Superior Energy Services		31,614		972

34 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Synergy Resources*	17,727	$	191
Tesco*	12,885		238
TETRA Technologies*	91,570		1,172
TGC Industries*	26,435		157
Tidewater, Cl A	25,294		1,230
Triangle Petroleum* (A)	111,900		922
Unit*	24,420		1,597
W&T Offshore (A)	21,100		365
Warren Resources*	117,300		563
Western Refining (A)	21,900		845
World Fuel Services (A)	52,566		2,318
			39,170
Financials — 34.7%
1st Source	28,550		916
Acadia Realty Trust †	22,045		582
Access National	3,200		52
Agree Realty †	8,280		252
Alexandria Real Estate Equities †	5,900		428
Allied World Assurance Holdings	5,961		615
American Assets Trust †	17,755		599
American Campus Communities †	12,815		479
American Capital Mortgage Investment †	36,200		679
American Equity Investment Life Holding (A)	46,400		1,096
American National Bankshares	2,150		51
Ameris Bancorp*	994		23
Anworth Mortgage Asset †	166,777		827
Apartment Investment & Management, Cl A †	17,603		532
Arrow Financial	1,900		50
Ashford Hospitality Prime †	9,260		140
Ashford Hospitality Trust † (A)	61,600		694
Aspen Insurance Holdings	9,700		385
Associated Estates Realty †	14,810		251
Astoria Financial	2,300		32
AvalonBay Communities †	7,169		941
BancFirst	2,450		139
Banco Latinoamericano de Exportaciones, Cl E	32,700		864
Bancorp*	7,200		135
Bancorpsouth, Cl A (A)	41,275		1,030
Bank Mutual	12,400		79
Bank of Kentucky Financial	2,700		101
Bank of Marin Bancorp	2,000		90
Bank of the Ozarks (A)	7,955		541
BankFinancial	3,000		30
BankUnited	23,417		814
Banner	3,850		159
BBCN Bancorp	26,910		461
Berkshire Hills Bancorp	27,959		723
BioMed Realty Trust † (A)	15,550		319
BlackRock Kelso Capital (A)	52,500		481
Blackstone Mortgage Trust, Cl A †	8,804		253
BNC Bancorp	7,150		124
Boston Private Financial Holdings	76,919		1,041
Boston Properties †	5,185		594
Brandywine Realty Trust †	68,200		986
BRE Properties, Cl A †	2,050		129
Brixmor Property Group †	7,700		164

Description	Shares	Market Value ($ Thousands)
Bryn Mawr Bank	3,200	$	92
C&F Financial	2,200		73
Camden National	12,600		519
Campus Crest Communities † (A)	114,390		993
Capital Bank Financial, Cl A*	5,850		147
Capital City Bank Group	2,250		30
Capitol Federal Financial	38,610		484
Capstead Mortgage † (A)	48,900		619
Cardinal Financial	13,350		238
Cathay General Bancorp	11,200		282
CBL & Associates Properties †	28,956		514
Centerstate Banks	1,700		19
Central Pacific Financial	83,600		1,689
Chemical Financial	7,050		229
Chemung Financial	800		22
Citizens & Northern	2,450		48
City Holding	4,750		213
CNB Financial	2,600		46
CNO Financial Group	190,040		3,440
CoBiz Financial	49,185		567
Columbia Banking System (A)	14,840		423
CommonWealth †	18,100		476
Community Bank System (A)	6,100		238
Community Trust Bancorp	14,550		604
CubeSmart †	15,050		258
Customers Bancorp*	18,500		386
CVB Financial	3,900		62
CYS Investments †	159,104		1,314
DDR †	19,800		326
DiamondRock Hospitality †	29,360		345
Dime Community Bancshares	17,293		294
Douglas Emmett †	5,400		147
Duke Realty †	28,230		477
DuPont Fabros Technology † (A)	32,330		778
Dynex Capital †	49,200		440
Eagle Bancorp*	41,828		1,510
East West Bancorp	18,195		664
EastGroup Properties †	8,850		557
Education Realty Trust, Cl A †	87,032		859
Employers Holdings	55,977		1,132
Endurance Specialty Holdings	19,375		1,043
Enterprise Bancorp	1,550		32
Enterprise Financial Services	4,950		99
EPR Properties, Cl A †	7,170		383
Equity One, Cl A † (A)	19,443		434
Equity Residential †	11,200		649
ESSA Bancorp	2,800		30
Essex Property Trust †	1,000		170
EverBank Financial, Cl A	34,750		686
Evercore Partners, Cl A	4,340		240
Extra Space Storage †	3,550		172
Ezcorp, Cl A*	11,400		123
Farmers Capital Bank*	1,800		40
FBR*	38,400		992
Federal Agricultural Mortgage, Cl C	14,800		492
Federal Realty Investment Trust †	450		52
Federated Investors, Cl B (A)	12,825		392
FelCor Lodging Trust †	119,200		1,078
Fidelity & Guaranty Life	47,900		1,130
Fidelity Southern	6,312		88
Financial Institutions	3,000		69

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 35

Description	Shares	Market Value ($ Thousands)
First Bancorp	4,700	$	89
First BanCorp Puerto Rico*	30,100		164
First Busey	14,500		84
First Commonwealth Financial	48,800		441
First Community Bancshares	25,445		416
First Defiance Financial	2,750		75
First Financial	3,200		108
First Financial Bancorp	19,350		348
First Financial Holdings	6,466		405
First Horizon National	38,099		470
First Interstate Bancsystem, Cl A	16,700		471
First Merchants	13,000		281
First Midwest Bancorp	92,257		1,576
First NBC Bank Holding*	16,134		562
FirstMerit, Cl A	21,655		451
Flagstar Bancorp*	12,050		268
Flushing Financial	53,575		1,129
FNB (Pennsylvania)	20,650		277
Forest City Enterprises, Cl A*	21,205		405
Forestar Group*	16,570		295
Fulton Financial	63,540		799
FXCM, Cl A (A)	24,440		361
General Growth Properties †	23,482		517
Geo Group †	67,100		2,163
German American Bancorp	2,900		84
Glacier Bancorp, Cl A	31,115		905
Gladstone Commercial †	27,400		475
Glimcher Realty Trust †	38,265		384
Gramercy Property Trust † (A)	108,800		561
Great Southern Bancorp	3,200		96
Hancock Holding, Cl A	38,525		1,412
Hanmi Financial, Cl Commodity	6,250		146
Hanover Insurance Group, Cl A	37,038		2,276
Hatteras Financial †	99,983		1,885
HCP †	19,312		749
Health Care †	11,530		687
Heartland Financial USA	4,250		115
Heritage Commerce	3,050		25
Heritage Oaks Bancorp*	2,700		22
Highwoods Properties †	16,705		642
Home Bancorp*	1,350		28
Home BancShares (A)	21,275		732
Home Federal Bancorp	350		5
Home Loan Servicing Solutions	10,350		223
HomeStreet	2,450		48
HomeTrust Bancshares*	3,500		55
Horace Mann Educators, Cl A	47,909		1,389
Horizon Bancorp	3,075		69
Hospitality Properties Trust †	12,900		370
Host Hotels & Resorts †	31,206		632
IBERIABANK	23,378		1,640
Independent Bank	5,750		226
Infinity Property & Casualty	8,463		572
Inland Real Estate †	53,900		569
International Bancshares	31,105		780
Intervest Bancshares*	5,950		44
Investors Bancorp, Cl A	14,885		411
Janus Capital Group (A)	68,300		742
Kennedy- Wilson Holdings	54,200		1,220
Kilroy Realty †	2,450		144
Kimco Realty †	19,700		431

Description	Shares	Market Value ($ Thousands)
Lakeland Bancorp	3,971	$	45
Lakeland Financial	3,300		133
LaSalle Hotel Properties †	19,130		599
Lexington Realty Trust † (A)	112,039		1,222
Liberty Property Trust †	7,000		259
Macerich †	10,011		624
Mack-Cali Realty †	33,900		705
Maiden Holdings	99,500		1,242
MainSource Financial Group	56,700		970
MB Financial	15,787		489
Meadowbrook Insurance Group (A)	158,500		924
Medical Properties Trust †	26,220		335
Mercantile Bank	1,600		33
Meridian Interstate Bancorp*	1,600		41
Metro Bancorp*	2,900		61
MFA Financial †	126,302		979
MGIC Investment*	8,300		71
Mid-America Apartment Communities †	7,283		497
Middleburg Financial	2,150		38
MidSouth Bancorp	2,150		36
MidWestOne Financial Group	1,700		43
Montpelier Re Holdings	23,800		708
Mortgage Investment Trust †	12,400		217
NASB Financial	600		15
National Bankshares, Cl A	800		29
National Penn Bancshares	64,604		675
NBT Bancorp	3,700		91
Nelnet, Cl A	45,600		1,865
Northfield Bancorp	67,387		867
Northrim BanCorp	1,800		46
Northwest Bancshares	13,775		201
OceanFirst Financial	31,900		564
Ocwen Financial*	27,600		1,081
OFG Bancorp	35,000		602
Old National Bancorp, Cl A	76,850		1,146
OmniAmerican Bancorp, Cl A	13,700		312
Oppenheimer Holdings, Cl A	4,800		135
Oritani Financial	4,050		64
Pacific Premier Bancorp*	6,550		106
PacWest Bancorp (A)	34,031		1,464
Palmetto Bancshares*	500		7
Park Sterling	6,900		46
Peapack Gladstone Financial	2,050		45
Pebblebrook Hotel Trust †	20,554		694
Pennsylvania †	20,800		375
PennyMac Financial Services, Cl A*	1,550		26
PennyMac Mortgage Investment Trust †	23,500		562
Peoples Bancorp	2,950		73
PHH*	21,700		561
PICO Holdings*	32,186		836
Pinnacle Financial Partners	2,500		94
Platinum Underwriters Holdings	41,035		2,466
Popular*	51,000		1,580
Preferred Bank*	3,750		97
Primerica	7,800		368
PrivateBancorp, Cl A	16,750		511
ProAssurance	6,129		273
ProLogis †	24,239		990

36 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Prosperity Bancshares (A)	14,735	$	975
Protective Life	14,200		747
Provident Financial Holdings	5,950		92
Provident Financial Services	15,500		285
Public Storage †	5,157		869
Radian Group (A)	51,950		781
RAIT Financial Trust †	9,799		83
Regency Centers †	4,831		247
Reinsurance Group of America, Cl A	4,897		390
Renasant	8,000		232
Republic Bancorp, Cl A (A)	27,505		622
RLJ Lodging Trust †	9,900		265
Rouse Properties † (A)	60,100		1,036
S&T Bancorp	21,600		512
Safeguard Scientifics*	25,207		559
Sandy Spring Bancorp	5,800		145
Selective Insurance Group	21,460		500
Sierra Bancorp	2,350		37
Simmons First National, Cl A	1,500		56
Simon Property Group †	9,844		1,614
SL Green Realty † (A)	2,492		251
Southside Bancshares (A)	13,440		422
Southwest Bancorp	5,400		95
StanCorp Financial Group (A)	13,050		872
Starwood Property Trust † (A)	25,100		592
State Bank Financial	9,200		163
Sterling Financial	1,750		58
Stifel Financial*	4,970		247
Suffolk Bancorp*	3,050		68
Sun Bancorp*	7,850		26
Sunstone Hotel Investors †	17,200		236
Susquehanna Bancshares	41,402		472
SY Bancorp, Cl A	3,350		106
Symetra Financial	33,900		672
Taubman Centers †	5,800		411
TCF Financial	53,026		883
Territorial Bancorp	3,500		76
Texas Capital Bancshares*	17,163		1,115
THL Credit	26,100		360
Tompkins Financial	13,250		649
TowneBank (A)	5,300		82
Trico Bancshares	5,300		137
Trustmark	16,850		427
Two Harbors Investment †	39,900		409
UDR †	13,850		358
UMB Financial	2,550		165
Umpqua Holdings (A)	44,764		834
Union First Market Bankshares	40,345		1,026
United Bankshares (A)	3,720		114
United Community Banks*	52,900		1,027
Univest of Pennsylvania	5,950		122
Validus Holdings	9,800		370
Ventas †	9,369		567
ViewPoint Financial Group	24,650		711
Vornado Realty Trust †	7,100		700
Walker & Dunlop*	8,100		132
Walter Investment Management* (A)	19,200		573
Washington Banking	3,850		68
Washington Trust Bancorp	1,350		51
Waterstone Financial*	15,607		162

Description	Shares	Market Value ($ Thousands)
Webster Financial	45,540	$	1,414
Weingarten Realty Investors †	6,600		198
WesBanco	22,550		718
West Bancorporation	2,200		33
Westamerica Bancorporation	1,050		57
Western Alliance Bancorp*	41,105		1,011
Wilshire Bancorp	23,450		260
Winthrop Realty Trust †	82,700		958
Wintrust Financial	18,160		884
World Acceptance* (A)	5,149		387
WSFS Financial	24,205		1,729
Yadkin Financial*	4,250		91
			144,512
Health Care — 5.4%
Accuray* (A)	179,400		1,722
Akorn*	12,920		284
Alere*	21,600		742
Amsurg*	18,823		886
Analogic	3,100		255
Bio-Reference Labs* (A)	7,100		197
Charles River Laboratories International*	16,497		995
Chemed (A)	8,600		769
Conmed	18,845		819
Cross Country Healthcare*	27,100		219
Exactech*	12,600		284
Globus Medical, Cl A*	12,220		325
Greatbatch*	35,930		1,650
Health Net, Cl A*	7,360		250
HealthSouth	23,558		846
Hill-Rom Holdings	14,000		540
ICON*	7,588		361
ICU Medical*	3,444		206
Kindred Healthcare	38,800		909
Landauer	7,628		346
Magellan Health Services*	12,355		733
Masimo*	10,650		291
Medical Action Industries*	20,500		143
MEDNAX*	11,260		698
Merit Medical Systems*	33,776		483
Natus Medical*	19,000		490
Orthofix International*	8,800		265
Owens & Minor (A)	11,216		393
PDL BioPharma (A)	48,900		406
PerkinElmer	13,642		615
PharMerica*	35,300		988
PhotoMedex* (A)	18,900		299
Prestige Brands Holdings, Cl A*	17,947		489
Questcor Pharmaceuticals (A)	12,600		818
Sciclone Pharmaceuticals*	42,500		194
Select Medical Holdings	64,600		804
Skilled Healthcare Group, Cl A*	64,200		338
Symmetry Medical*	63,900		643
Team Health Holdings*	6,410		287
Teleflex	3,847		412
			22,394
Industrials — 16.3%
AAR	20,200		524
ACCO Brands* (A)	63,300		390
Actuant, Cl A (A)	25,598		874

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 37

Description	Shares	Market Value ($ Thousands)
Aegean Marine Petroleum Network	44,200	$	436
Aegion, Cl A*	26,200		663
Air Transport Services Group*	79,400		623
Aircastle	39,500		766
Alamo Group	8,928		485
Alaska Air Group	8,900		830
Alliant Techsystems	11,900		1,692
American Railcar Industries (A)	9,800		686
Ampco- Pittsburgh	18,100		342
Apogee Enterprises	8,200		273
Astec Industries	15,551		683
AZZ	16,595		741
Barnes Group	18,370		707
Brady, Cl A	7,920		215
Brink’s	49,100		1,402
Celadon Group	21,564		519
Chart Industries*	3,260		259
CIRCOR International	9,830		721
Clean Harbors* (A)	14,009		767
Comfort Systems USA	19,541		298
CRA International*	14,466		318
Cubic	21,887		1,118
Curtiss- Wright	27,833		1,769
Deluxe	15,700		824
Dynamic Materials	9,349		178
EMCOR Group	85,089		3,981
Encore Wire	13,022		632
EnerSys (A)	5,000		346
EnPro Industries*	5,418		394
Esterline Technologies*	6,635		707
FreightCar America, Cl A	10,900		253
FTI Consulting*	79,135		2,638
G&K Services	19,387		1,186
Generac Holdings	7,210		425
General Cable	9,587		246
Global Brass & Copper Holdings	19,485		307
Global Power Equipment Group (A)	39,600		788
GrafTech International* (A)	59,600		651
Granite Construction	19,282		770
Great Lakes Dredge & Dock*	128,400		1,172
H&E Equipment Services*	6,730		272
Hawaiian Holdings* (A)	49,800		695
Hyster-Yale Materials Handling	11,000		1,072
ICF International, Cl A*	12,200		486
Interface, Cl A	34,213		703
ITT	13,018		557
JetBlue Airways* (A)	117,000		1,017
Kadant	33,595		1,225
Kaman, Cl A	18,975		772
KAR Auction Services	36,857		1,119
Kelly Services, Cl A	13,700		325
Korn/Ferry International*	24,326		724
LB Foster, Cl A	5,700		267
MasTec* (A)	8,820		383
Moog, Cl A*	12,019		787
MRC Global*	29,500		795
MYR Group*	34,200		866
Navigant Consulting*	12,700		237
NN, Cl A	26,300		518
Northwest Pipe*	13,265		480

Description	Shares	Market Value ($ Thousands)
On Assignment*	6,770	$	261
Orbital Sciences*	11,940		333
Orion Marine Group*	99,951		1,256
Quad (A)	20,654		484
Rand Logistics*	56,100		387
Regal-Beloit	6,685		486
Republic Airways Holdings* (A)	21,500		197
Rexnord*	8,890		258
RR Donnelley & Sons	18,986		340
Ryder System	25,639		2,049
Safe Bulkers (A)	31,000		295
Saia*	19,350		739
Scorpio Bulkers*	76,900		778
Simpson Manufacturing	16,250		574
Skywest	40,400		515
Steelcase, Cl A	25,500		423
Swift Transportation, Cl A*	10,700		265
TAL International Group (A)	24,219		1,038
Team*	8,196		351
Teledyne Technologies*	4,164		405
Terex	6,655		295
Tetra Tech*	64,169		1,899
Textainer Group Holdings (A)	4,938		189
Titan Machinery* (A)	63,300		992
TriMas*	22,537		748
Triumph Group	9,942		642
TrueBlue*	14,994		439
Tutor Perini*	58,138		1,667
United Stationers (A)	6,500		267
VSE	13,900		733
Watsco	3,710		371
Watts Water Technologies, Cl A (A)	8,385		492
Woodward	19,201		797
			67,864
Information Technology — 11.8%
ACI Worldwide*	4,820		285
Acxiom*	18,510		637
Adtran	84,080		2,052
Amkor Technology*	99,500		683
Arrow Electronics, Cl A*	26,424		1,569
Atmel*	78,355		655
Belden	18,064		1,257
Benchmark Electronics*	45,920		1,040
Black Box	12,300		299
Blucora*	13,175		259
BroadSoft*	23,707		634
CACI International, Cl A* (A)	12,180		899
Cadence Design Systems* (A)	75,034		1,166
Cardtronics*	8,750		340
ChipMOS Technologies Bermuda	11,600		256
CIBER*	187,400		858
Cognex*	7,370		250
Coherent*	5,191		339
Computer Task Group	54,100		919
Comtech Telecommunications	12,516		399
Convergys	23,157		507
CSG Systems International	34,100		888
Diebold	11,192		446
Digi International*	75,300		764

38 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Diodes*	21,400	$	559
Dot Hill Systems*	55,700		216
EarthLink Holdings	151,749		548
Electronics for Imaging*	7,550		327
Emulex*	34,095		252
Entegris*	24,920		302
EPAM Systems*	5,150		169
EVERTEC	19,741		488
Exar*	68,100		814
ExlService Holdings*	12,945		400
Extreme Networks*	33,700		196
Fairchild Semiconductor International*	29,475		406
Heartland Payment Systems	7,521		312
Imation*	12,700		73
Inphi*	31,769		511
Insight Enterprises*	27,600		693
Integrated Silicon Solution*	5,400		84
International Rectifier*	11,630		319
Intersil, Cl A	30,450		393
Intralinks Holdings, Cl A*	35,105		359
InvenSense, Cl A* (A)	10,530		249
Ixia*	33,173		415
Knowles*	9,340		295
Kulicke & Soffa Industries*	53,400		673
Lexmark International, Cl A (A)	9,943		460
Littelfuse	2,970		278
Mentor Graphics	29,920		659
MicroStrategy, Cl A*	11,112		1,282
MKS Instruments (A)	38,139		1,140
Multi-Fineline Electronix*	14,400		184
Nanometrics*	35,832		644
NETGEAR*	8,800		297
Park Electrochemical	26,987		806
Photronics*	42,100		359
Plantronics	16,200		720
PRGX Global*	126,500		877
Progress Software*	43,590		950
PTC*	35,350		1,253
Pulse Electronics* (A)	3,630		14
QLogic*	116,848		1,490
RF Micro Devices, Cl A*	89,299		704
Rudolph Technologies*	41,470		473
Saba Software*	71,700		871
Sanmina*	27,400		478
Semtech*	12,347		313
Sykes Enterprises* (A)	43,365		862
Synaptics* (A)	4,000		240
SYNNEX*	10,600		643
Tech Data*	36,007		2,195
TeleCommunication Systems, Cl A*	102,300		235
TeleTech Holdings*	12,100		297
Tessco Technologies	7,600		284
Ultratech*	82,336		2,403
Verint Systems*	8,900		418
Web.com Group*	7,340		250
Zebra Technologies, Cl A*	12,293		853
			49,386
Materials — 4.3%
Alamos Gold	33,722		304

Description	Shares	Market Value ($ Thousands)
Allegheny Technologies (A)	12,355	$	466
American Vanguard, Cl B (A)	18,473		400
AuRico Gold (A)	79,548		346
Cabot	7,500		443
Commercial Metals, Cl A	7,750		146
Cytec Industries	5,153		503
Glatfelter	21,200		577
Globe Specialty Metals	2,968		62
Greif, Cl A	8,097		425
H.B. Fuller	47,136		2,276
Innophos Holdings	8,308		471
Innospec	7,300		330
Intrepid Potash* (A)	29,486		456
Landec*	50,000		558
LSB Industries*	21,700		812
Minerals Technologies	11,460		740
Neenah Paper, Cl A	17,900		926
Novagold Resources*	165,000		596
Olin (A)	36,400		1,005
Owens-Illinois*	7,099		240
PolyOne	27,225		998
RTI International Metals* (A)	23,303		647
Schnitzer Steel Industries, Cl A	38,655		1,115
Schweitzer- Mauduit International	10,400		443
Sensient Technologies	29,543		1,666
Silgan Holdings	17,578		871
			17,822
Telecommunication Services — 0.6%
Atlantic Telegraph- Network	13,831		912
Inteliquent	34,300		498
Iridium Communications* (A)	55,300		415
USA Mobility	28,700		522
Vonage Holdings*	54,500		233
			2,580
Utilities — 3.0%
ALLETE	20,030		1,050
Avista	39,000		1,195
Cadiz* (A)	73,800		520
Cleco	21,383		1,081
Empire District Electric	16,100		391
Great Plains Energy	54,912		1,485
Idacorp, Cl A	6,970		387
NorthWestern	9,058		430
Piedmont Natural Gas (A)	20,000		708
PNM Resources	37,390		1,011
Portland General Electric (A)	81,342		2,631
Southwest Gas	11,550		617
UIL Holdings	32,020		1,179
			12,685
Total Common Stock (Cost $329,749) ($ Thousands)			397,273
EXCHANGE TRADED FUNDS (A) — 0.9%
iShares Russell 2000 Index Fund	10,448		1,216
iShares Russell 2000 Value Index Fund	26,600		2,682
Total Exchange Traded Funds (Cost $3,490) ($ Thousands)			3,898

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 39

Description	Shares/ Face Amount ($ Thousands)/ Number of Warrants	Market Value ($ Thousands)
WARRANTS — 0.0%
Magnum Hunter Resources Expires 08/29/14 *	12,327	$	—
Total Warrants (Cost $—) ($Thousands)			—
AFFILIATED PARTNERSHIP — 13.4%
SEI Liquidity Fund, L.P. 0.070%**†† (B)	55,927,122		55,927
Total Affiliated Partnership (Cost $55,927) ($ Thousands)			55,927
CASH EQUIVALENT — 3.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	14,598,271		14,598
Total Cash Equivalent (Cost $14,598) ($ Thousands)			14,598
U.S. TREASURY OBLIGATIONS — 0.2%
United States Treasury Bills 0.055%, 07/24/14 (C) (D)	$878		878
Total U.S. Treasury Obligations (Cost $878) ($ Thousands)			878
Total Investments — 113.3% (Cost $404,642) ($ Thousands)		$	472,574

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		61		Jun-2014	$	(31	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $417,053 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

‡ Narrow Industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $55,138 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (See Note 10). The total market value of such securities as of March 31, 2014 was $55,927 ($ Thousands).

(C) Security, or portion thereof has been pledged as collateral on open futures contracts.

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	397,273	$	—	$	—	$	397,273
Exchange Traded Funds		3,898		—		—		3,898
Warrants		—		—		—		—
Affiliated Partnership		—		55,927		—		55,927
Cash Equivalent		14,598		—		—		14,598
U.S. Treasury Obligations		—		878		—		878
Total Investments in Securities	$	415,769	$	56,805	$	—	$	472,574

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(31)	$	—	$	—	$	(31)
Total Other Financial Instruments	$	(31)	$	—	$	—	$	(31)

* Futures contracts are value at the unrealized depreciation on the instrument.

For the period ended March 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2013, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

40 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Small Cap Growth Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.7%
Consumer Discretionary — 15.3%
2U*		28,200	$	385
ANN*		1,800		75
Arctic Cat		21,091		1,008
Asbury Automotive Group*		9,624		532
Ascent Capital Group, Cl A*		5,182		392
Beazer Homes USA, Cl A*		8,669		174
Big 5 Sporting Goods		47,400		761
Biglari Holdings*		2,401		1,171
BJ’s Restaurants* (A)		—		—
Blue Nile*		5,577		194
Bravo Brio Restaurant Group*		16,600		234
Bright Horizons Family Solutions*		19,606		767
Brown Shoe		25,900		687
Brunswick		31,149		1,411
Cabela’s* (A)		13,130		860
Capella Education		29,990		1,894
Carmike Cinemas*		4,600		137
Carriage Services		18,300		334
Carter’s		23,556		1,829
Cato, Cl A		12,106		327
Container Store Group* (A)		24,561		834
Core-Mark Holding, Cl A		13,100		951
Coupons.com*		8,331		205
Cracker Barrel Old Country Store (A)		4,600		447
CROCS*		2,200		34
Denny’s, Cl A*		91,800		590
Diamond Resorts International*		39,669		672
Dick’s Sporting Goods		17,165		937
DineEquity		700		55
Drew Industries*		10,337		560
Entravision Communications, Cl A		95,900		643
Express*		20,900		332
Fiesta Restaurant Group*		9,287		424
Five Below* (A)		35,005		1,487
Francesca’s Holdings* (A)		28,414		515
G-III Apparel Group*		3,000		215
Gray Television*		14,400		149
Haverty Furniture		22,747		676
Hibbett Sports* (A)		31,261		1,653
HomeAway* (A)		51,045		1,923
Hovnanian Enterprises, Cl A* (A)		29,500		140
HSN, Cl A		2,400		143
Imax* (A)		10,299		281
Jack in the Box*		13,096		772
La-Z-Boy, Cl Z		20,894		566
Lithia Motors, Cl A		7,094		472
LKQ*		26,183		690
Loral Space & Communications*		7,500		530
Lumber Liquidators Holdings* (A)		20,792		1,950
MDC Partners, Cl A		22,600		516
Meritage Homes*		1,000		42
Monro Muffler (A)		156		9
Movado Group		16,691		760
Multimedia Games Holding*		14,400		418
National CineMedia		90,662		1,360

Description	Shares		Market Value ($ Thousands)
Nautilus*		7,600	$	73
Noodles, Cl A* (A)		17,990		710
Nutrisystem		24,500		369
Orbitz Worldwide*		100,600		789
Overstock.com*		16,300		321
Papa John’s International, Cl A		2,000		104
Penske Auto Group, Cl A		12,826		548
PetMed Express (A)		50,600		679
Pier 1 Imports		19,051		360
Pinnacle Entertainment*		3,000		71
Pool		14,382		882
Popeyes Louisiana Kitchen*		20,791		845
ReachLocal*		62,300		614
Red Robin Gourmet Burgers*		11,598		831
RetailMeNot*		10,759		344
Ruth’s Chris Steak House		60,100		727
Ryland Group		6,934		277
Scientific Games, Cl A*		45,217		621
Select Comfort*		5,300		96
SFX Entertainment* (A)		36,716		259
Shutterfly* (A)		20,000		854
Sinclair Broadcast Group, Cl A		3,400		92
Six Flags Entertainment		10,211		410
Skechers U.S.A., Cl A*		28,540		1,043
Smith & Wesson Holding* (A)		25,000		365
SodaStream International* (A)		16,340		721
Sonic*		2,700		62
Standard Motor Products		17,300		619
Steiner Leisure*		3,800		176
Steven Madden*		1,350		49
Stoneridge*		48,100		540
Sturm Ruger (A)		900		54
TAL Education Group ADR*		11,749		264
Tenneco*		11,400		662
Texas Roadhouse, Cl A		12,200		318
TRI Pointe Homes* (A)		21,035		341
Vera Bradley* (A)		30,906		834
Vince Holding*		31,615		833
Vitamin Shoppe*		5,609		267
Wet Seal, Cl A* (A)		46,900		62
Winnebago Industries*		15,900		436
Wolverine World Wide (A)		77,265		2,206
zulily, Cl A* (A)		12,181		612
				56,463
Consumer Staples — 2.7%
Amira Nature Foods* (A)		7,949		136
Annie’s* (A)		10,598		426
Casey’s General Stores		18,317		1,238
Chefs’ Warehouse Holdings*		25,421		544
Darling International*		2,500		50
Fairway Group Holdings, Cl A* (A)		7,160		55
J&J Snack Foods		5,300		508
Lancaster Colony		6,803		676
Medifast*		23,067		671
Pilgrim’s Pride*		79,000		1,653
PriceSmart		2,200		222
Rite Aid* (A)		162,300		1,018
Sanderson Farms (A)		9,500		746
Sprouts Farmers Market*		25,656		924
SUPERVALU*		32,100		219

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 41

Description	Shares	Market Value ($ Thousands)
USANA Health Sciences* (A)	8,500	$	640
WhiteWave Foods, Cl A*	8,848		252
			9,978
Energy — 4.6%
Bonanza Creek Energy*	3,200		142
Carrizo Oil & Gas*	8,800		470
Delek US Holdings	27,012		784
Dresser- Rand Group*	23,847		1,393
Dril-Quip*	23,407		2,624
Emerald Oil*	27,938		188
EPL Oil & Gas*	11,700		452
Forum Energy Technologies*	21,527		667
ION Geophysical*	74,300		313
Kodiak Oil & Gas*	32,500		395
Laredo Petroleum*	50,933		1,317
Matador Resources*	20,853		511
Matrix Service*	20,000		675
Midcoast Energy Partners	22,292		460
Mitcham Industries*	6,300		88
Newpark Resources, Cl A*	4,600		53
Oasis Petroleum*	26,940		1,124
Oil States International*	3,329		328
Phillips 66 Partners (A) (B)	7,764		377
Pioneer Energy Services*	18,216		236
Renewable Energy Group*	51,100		612
Rosetta Resources*	10,064		469
Superior Energy Services	16,848		518
Synergy Resources*	28,400		305
Targa Resources	7,966		791
Triangle Petroleum*	70,100		578
VAALCO Energy*	104,160		891
Western Refining (A)	10,500		405
			17,166
Financials — 7.2%
Altisource Residential †	7,097		224
AmTrust Financial Services (A)	15,849		596
Argo Group International Holdings	10,700		491
Artisan Partners Asset Management, Cl A	5,779		371
Bank of the Ozarks (A)	14,758		1,005
Banner	6,532		269
BGC Partners, Cl A	8,500		56
BofI Holding*	9,528		817
City National	7,270		572
Cohen & Steers (A)	16,436		655
Credit Acceptance, Cl A*	4,700		666
CubeSmart †	21,900		376
Douglas Emmett †	5,325		145
EastGroup Properties †	16,946		1,066
Employers Holdings	11,300		229
Financial Engines (A)	23,177		1,177
First Cash Financial Services*	1,028		52
First Financial Holdings	5,542		347
FXCM, Cl A	41,084		607
Glimcher Realty Trust †	67,946		682
HCI Group (A)	5,800		211
HFF, Cl A*	13,600		457
Highwoods Properties †	18,260		701
IBERIABANK	11,465		804
Jones Lang LaSalle	10,603		1,257

Description	Shares	Market Value ($ Thousands)
LPL Financial Holdings	17,615	$	925
Maiden Holdings	33,600		420
MarketAxess Holdings	12,554		743
MGIC Investment*	89,400		762
MSCI, Cl A*	18,661		803
National Health Investors †	4,600		278
Pebblebrook Hotel Trust †	8,469		286
PennantPark Investment	59,083		653
Portfolio Recovery Associates*	6,400		370
Potlatch †	9,623		372
PS Business Parks †	4,400		368
RE, Cl A	30,985		893
Signature Bank NY, Cl B*	12,779		1,605
Sovran Self Storage †	6,800		499
St. Joe* (A)	22,695		437
Stifel Financial* (A)	16,180		805
Sun Communities †	8,700		392
SVB Financial Group, Cl B*	7,523		969
Tower Group International (A)	36,400		98
Value Creation (C) (D) (F)	145,600		69
Virtus Investment Partners*	3,100		537
WisdomTree Investments*	46,085		605
			26,722
Health Care — 19.4%
Acadia Healthcare, Cl A* (A)	54,517		2,460
ACADIA Pharmaceuticals* (A)	30,228		735
Acceleron Pharma* (A)	10,252		354
AcelRx Pharmaceuticals* (A)	26,200		315
Achillion Pharmaceuticals* (A)	143,100		471
Acorda Therapeutics*	13,500		512
Addus HomeCare*	32,600		751
Aegerion Pharmaceuticals, Cl A*	13,167		607
Akorn* (A)	37,914		834
Align Technology*	25,260		1,308
Alnylam Pharmaceuticals*	2,200		148
AMAG Pharmaceuticals* (A)	18,900		366
AMN Healthcare Services*	23,100		317
Anacor Pharmaceuticals*	5,100		102
Analogic	3,700		304
Aratana Therapeutics*	16,145		300
Array BioPharma*	28,100		132
Arrowhead Research*	15,310		251
ArthroCare*	5,900		284
athenahealth* (A)	5,899		945
AVANIR Pharmaceuticals, Cl A*	16,400		60
BioScrip* (A)	15,000		105
Bruker BioSciences*	27,590		629
Cambrex*	23,200		438
Cantel Medical	9,900		334
Capital Senior Living*	17,507		455
Cardiovascular Systems*	20,332		646
Celldex Therapeutics, Cl A*	25,132		444
Centene*	10,538		656
Chimerix*	22,222		508
Computer Programs & Systems	7,800		504
Coronado Biosciences* (A)	22,700		45
Cubist Pharmaceuticals*	11,137		815
Cyberonics*	2,300		150
Depomed*	65,400		948
DexCom*	11,618		481
Dicerna Pharmaceuticals* (A)	10,129		286

42 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Emergent Biosolutions*	36,300	$	917
Emeritus*	24,870		782
Endologix*	58,119		748
Ensign Group	6,600		288
Exact Sciences* (A)	47,578		674
ExamWorks Group* (A)	27,017		946
Exelixis* (A)	25,861		92
Fluidigm*	32,410		1,428
Furiex Pharmaceuticals*	3,190		277
GenMark Diagnostics*	48,534		482
Gentiva Health Services*	27,900		255
GTx* (A)	56,400		86
GW Pharmaceuticals PLC*	4,635		275
Halozyme Therapeutics*	52,815		671
HealthSouth	12,285		441
Healthways* (A)	9,400		161
HeartWare International*	12,769		1,198
HMS Holdings* (A)	13,812		263
ICON*	18,444		877
ICU Medical*	10,800		647
Ignyta*	21,200		176
ImmunoGen* (A)	18,000		269
Imris*	88,657		139
Incyte*	6,256		335
Insmed*	16,095		306
Insulet* (A)	28,048		1,330
Insys Therapeutics*	5,575		231
Intercept Pharmaceuticals*	2,278		751
InterMune*	9,704		325
Intrexon* (A)	10,630		279
Ironwood Pharmaceuticals, Cl A* (A)	29,931		369
Isis Pharmaceuticals* (A)	34,531		1,492
Jazz Pharmaceuticals*	3,940		546
Karyopharm Therapeutics*	7,331		226
Keryx Biopharmaceuticals* (A)	52,115		888
KYTHERA Biopharmaceuticals* (A)	7,797		310
LDR Holding* (A)	40,032		1,374
Mallinckrodt*	8,910		565
Masimo*	32,784		895
MedAssets*	8,300		205
Medidata Solutions*	2,400		130
Medivation*	6,257		403
MediWound*	14,068		203
MEDNAX*	12,532		777
Momenta Pharmaceuticals*	32,247		376
MWI Veterinary Supply*	1,400		218
Nektar Therapeutics*	93,564		1,134
Neurocrine Biosciences*	39,800		641
NewLink Genetics* (A)	10,362		294
Novadaq Technologies*	100,304		2,235
NPS Pharmaceuticals*	44,636		1,336
NuVasive*	16,600		638
NxStage Medical*	8,600		110
Oramed Pharmaceuticals* (A)	8,657		101
Orexigen Therapeutics* (A)	32,670		212
Pacira Pharmaceuticals*	11,050		773
Parexel International*	22,800		1,233
PDL BioPharma (A)	32,200		268
Portola Pharmaceuticals*	15,675		406
Premier, Cl A*	18,706		616

Description	Shares	Market Value ($ Thousands)
Prestige Brands Holdings, Cl A*	39,987	$	1,090
Providence Service*	32,200		911
Puma Biotechnology*	17,394		1,811
Questcor Pharmaceuticals (A)	2,600		169
Quidel* (A)	32,047		875
Repligen*	61,800		795
Sagent Pharmaceuticals*	16,445		384
Sciclone Pharmaceuticals*	39,900		181
Sequenom* (A)	5,100		12
Sirona Dental Systems, Cl A*	8,431		630
Spectranetics*	11,098		336
STERIS, Cl A	2,900		138
Sunesis Pharmaceuticals* (A)	14,737		97
Surgical Care Affiliates*	21,150		650
SurModics*	12,300		278
Synageva BioPharma, Cl A* (A)	8,710		723
Syneron Medical*	58,888		733
Tandem Diabetes Care*	37,598		831
Team Health Holdings*	22,721		1,017
TearLab* (A)	22,027		149
Techne, Cl A	7,904		675
Tekmira Pharmaceuticals*	7,380		159
TESARO*	28,188		831
Threshold Pharmaceuticals, Cl A* (A)	58,180		277
Triple-S Management, Cl B*	21,400		345
Ultragenyx Pharmaceutical*	11,487		562
Unilife* (A)	277,298		1,129
Veeva Systems, Cl A* (A)	22,578		603
Versartis*	8,900		267
Volcano*	15,339		302
WellCare Health Plans*	11,670		741
XenoPort*	24,300		126
Zeltiq Aesthetics*	13,379		262
			71,712
Industrials — 20.0%
AAON	10,000		279
Actuant, Cl A (A)	32,890		1,123
Acuity Brands (A)	11,661		1,546
Aegion, Cl A*	2,400		61
Aircastle	5,800		112
Albany International, Cl A	4,600		163
Allegiant Travel, Cl A*	1,600		179
Altra Industrial Motion	21,400		764
American Science & Engineering, Cl A	5,100		343
American Woodmark*	8,500		286
Apogee Enterprises	1,800		60
Astronics*	10,800		685
Astronics, Cl B*	1,360		86
Avis Budget Group*	5,035		245
Barrett Business Services	10,700		637
Beacon Roofing Supply* (A)	9,909		383
Carlisle	25,520		2,025
Chart Industries*	11,245		895
CIRCOR International	3,400		249
Corporate Executive Board	15,004		1,114
Deluxe	1,100		58
Diana Shipping*	18,545		222
DXP Enterprises*	7,834		744
Dycom Industries*	42,235		1,335

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 43

Description	Shares	Market Value ($ Thousands)
EnerNOC*	20,600	$	459
Erickson Air- Crane* (A)	5,100		98
Exponent	7,800		586
Fortune Brands Home & Security	22,799		959
G&K Services	1,300		79
Generac Holdings*	19,933		1,176
Genesee & Wyoming, Cl A*	13,407		1,305
Graco	13,360		999
GrafTech International* (A)	87,561		956
H&E Equipment Services*	7,265		294
Heico, Cl A	38,186		1,658
Heico (A)	17,040		1,025
Heritage- Crystal Clean*	41,694		756
Hexcel, Cl A*	49,283		2,146
Hub Group, Cl A*	29,340		1,173
Huron Consulting Group*	2,700		171
Hyster-Yale Materials Handling	8,900		868
IDEX	15,260		1,112
Insperity, Cl A	20,300		629
Interface, Cl A	34,690		713
John Bean Technologies, Cl A	27,800		859
Kennametal	26,957		1,194
Keyw Holding, Cl A* (A)	27,493		514
Kforce	40,200		857
Kirby*	20,890		2,115
Landstar System	10,254		607
Lincoln Electric Holdings	14,650		1,055
Lindsay (A)	3,887		343
Marten Transport	26,443		569
Middleby*	11,022		2,912
Mistras Group*	11,700		266
Mobile Mini	9,799		425
MSA Safety	3,300		188
MSC Industrial Direct, Cl A	8,495		735
Mueller Industries	7,000		210
Mueller Water Products, Cl A	49,100		466
NCI Building Systems*	10,300		180
Nordson	12,181		859
Old Dominion Freight Line, Cl A*	37,454		2,125
Paylocity Holding*	6,001		144
Performant Financial*	31,300		283
PGT*	73,500		846
Pike Electric*	25,300		272
Polypore International* (A)	20,792		711
PowerSecure International*	32,000		750
Primoris Services	22,428		672
RBC Bearings*	10,037		639
Republic Airways Holdings*	9,900		91
Ritchie Bros. Auctioneers (A)	38,660		933
RPX, Cl Comdty (histrt)*	22,900		373
Rush Enterprises, Cl A*	32,026		1,040
Saia*	35,274		1,348
SP Plus*	41,747		1,097
Sparton*	9,133		267
Spirit Airlines*	26,030		1,546
Standex International	4,200		225
Steelcase, Cl A	42,918		713
Swift Transportation, Cl A* (A)	18,226		451
Taser International*	52,300		957
Tennant	7,331		481
Trex*	16,238		1,188
TrueBlue*	94,233		2,757

Description	Shares	Market Value ($ Thousands)
United Rentals* (A)	13,195	$	1,253
US Ecology	7,129		264
USG* (A)	11,519		377
Valmont Industries	5,968		888
Wabtec	17,530		1,359
WageWorks*	20,518		1,151
Watsco	11,317		1,131
WESCO International* (A)	16,530		1,375
XPO Logistics* (A)	20,080		591
YRC Worldwide* (A)	32,200		725
			74,133
Information Technology — 24.8%
A10 Networks*	49,815		749
Advanced Energy Industries*	18,500		453
Advent Software*	27,508		808
Ambarella* (A)	2,300		61
Amber Road*	1,825		28
Anixter International*	3,600		365
ARRIS Group*	10,846		306
Aruba Networks*	31,121		584
Aspen Technology*	52,654		2,230
Atmel*	154,755		1,294
AVG Technologies*	33,200		696
Belden	10,917		760
Blackbaud, Cl A	47,397		1,484
Blackhawk Network Holdings, Cl A* (A)	2,000		49
Blucora*	24,300		478
Borderfree* (A)	6,096		114
Brightcove*	44,000		432
Broadridge Financial Solutions	40,645		1,509
BroadSoft* (A)	15,325		410
Cabot Microelectronics*	5,800		255
Cadence Design Systems* (A)	93,132		1,447
CalAmp*	2,800		78
Calix*	83,100		701
Cavium* (A)	48,522		2,122
ChannelAdvisor*	24,725		933
Ciena* (A)	22,002		500
Cirrus Logic*	5,300		105
CommVault Systems*	15,272		992
comScore*	24,500		803
Comverse*	2,800		97
Constant Contact*	16,300		399
Conversant*	28,700		808
Cornerstone OnDemand*	39,681		1,900
CoStar Group*	19,962		3,728
Criteo ADR*	10,634		431
CSG Systems International	28,600		745
CTS	28,999		606
Dealertrack Technologies*	46,381		2,281
Demandware*	24,570		1,574
DTS*	6,824		135
Electronics for Imaging*	1,600		69
Ellie Mae*	5,000		144
Envestnet*	63,764		2,562
Euronet Worldwide*	24,503		1,019
EVERTEC	3,200		79
ExlService Holdings*	5,400		167
FARO Technologies*	8,400		445
FEI	5,812		599

44 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
FireEye*	3,773	$	232
FleetMatics Group* (A)	12,336		413
Forrester Research	1,200		43
Fortinet*	29,269		645
Fusion-io*	14,300		150
Gigamon*	31,242		949
Guidewire Software, Cl Z* (A)	54,250		2,661
Hittite Microwave, Cl A	9,669		610
iGate*	6,300		199
Immersion*	41,100		434
Imperva*	11,834		659
Infinera*	45,198		410
Infoblox*	22,948		460
Inphi*	62,811		1,011
Interactive Intelligence Group*	17,932		1,300
InvenSense, Cl A* (A)	14,505		343
IPG Photonics* (A)	4,914		349
Ixia*	17,000		212
j2 Global (A)	9,704		486
Lattice Semiconductor*	84,600		663
Manhattan Associates*	39,200		1,373
Marketo*	17,114		559
MAXIMUS	21,190		951
Maxwell Technologies*	42,600		550
Measurement Specialties*	21,621		1,467
Methode Electronics	14,500		445
Model N* (A)	12,700		128
Monotype Imaging Holdings	22,100		666
Move*	20,600		238
National Instruments	16,746		480
Netscout Systems*	14,400		541
NICE Systems	20,367		909
Nimble Storage*	8,291		314
OmniVision Technologies*	5,300		94
OpenTable* (A)	9,224		710
OSI Systems*	3,300		198
Palo Alto Networks*	9,516		653
Pandora Media*	25,420		771
Parkervision* (A)	26,700		128
Pegasystems	3,900		138
Power Integrations	14,626		962
PROS Holdings*	10,000		315
PTC*	32,640		1,156
Qlik Technologies*	13,748		366
Rally Software Development*	25,110		336
RealPage* (A)	65,210		1,184
RF Micro Devices, Cl A*	66,996		528
Rogers*	3,200		200
Rosetta Stone*	13,400		150
Ruckus Wireless*	65,802		800
Sapient*	17,200		293
Shutterstock* (A)	10,771		782
Silicon Image*	104,700		722
Silicon Laboratories*	17,470		913
Solera Holdings	14,623		926
Sonus Networks*	91,716		309
Spansion, Cl A*	45,060		785
Splunk*	3,703		265
SPS Commerce*	7,395		454
SS&C Technologies Holdings*	76,827		3,075
Stamps.com*	20,000		671
Stratasys* (A)	2,800		297

Description	Shares	Market Value ($ Thousands)
SunPower, Cl A* (A)	8,400	$	271
Synaptics* (A)	12,290		738
Syntel*	3,800		342
Tableau Software, Cl A*	20,125		1,531
Take-Two Interactive Software, Cl A*	3,000		66
Teradyne (A)	50,700		1,008
Tivo*	7,900		105
Travelzoo*	700		16
Trulia* (A)	26,203		870
Tyler Technologies*	9,930		831
Ubiquiti Networks* (A)	5,800		264
Ultimate Software Group*	7,872		1,079
Unisys* (A)	18,200		554
Virtusa*	7,100		238
Vistaprint* (A)	21,160		1,042
Vocus*	16,500		220
WebMD Health, Cl A* (A)	7,294		302
WEX*	11,686		1,111
Xoom*	8,300		162
Yelp, Cl A*	22,131		1,703
Zebra Technologies, Cl A*	2,330		162
Zillow, Cl A* (A)	16,863		1,486
			91,666
Materials — 2.1%
Advanced Emissions Solutions, Cl Comdty (histrt)*	20,400		501
AEP Industries*	5,500		204
Berry Plastics Group*	5,000		116
Chemtura*	11,800		298
Ferro*	65,500		895
FutureFuel	22,700		461
Graphic Packaging Holding*	6,400		65
H.B. Fuller	7,564		365
Innospec	11,100		502
Koppers Holdings	9,300		383
Louisiana- Pacific*	15,486		261
Materion	2,300		78
PolyOne	40,646		1,490
Quaker Chemical	2,700		213
Sensient Technologies	15,632		882
Tredegar	8,200		189
US Silica Holdings (A)	8,263		316
Worthington Industries	16,600		635
			7,854
Telecommunication Services — 0.5%
Boingo Wireless*	50,534		342
magicJack VocalTec* (A)	12,200		259
Premiere Global Services*	22,200		268
RingCentral, Cl A*	67,263		1,217
			2,086
Utilities — 0.1%
American States Water	5,800		187
Total Common Stock (Cost $289,214) ($ Thousands)			357,967

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 45

Description	Shares /Face Amount ($ Thousands)		Market Value ($ Thousands)
EXCHANGE TRADED FUND — 0.2%
iShares Russell 2000 Growth Index Fund (A)		4,437	$	604
Total Exchange Traded Fund (Cost $618) ($ Thousands)				604
	Number of Warrants
WARRANTS — 0.0%
Magnum Hunter Resources Expires 08/29/14*		11,920		—
Total Warrants (Cost $—) ($Thousands)				—
PREFERRED STOCK — 0.0%
Utiilities — 0.0%
Genie Energy Ltd*		9,400		74
Total Preferred Stock (Cost $106) ($ Thousands)				74
AFFILIATED PARTNERSHIP — 16.1%
SEI Liquidity Fund, L.P. 0.070%**†† (C)		59,564,277		59,564
Total Affiliated Partnership (Cost $59,564) ($ Thousands)				59,564
CASH EQUIVALENT — 3.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††		11,065,558		11,066
Total Cash Equivalent (Cost $11,066) ($ Thousands)				11,066
U.S. TREASURY OBLIGATIONS — 0.1%
U.S. Treasury Bills (B) (E)
0.055%, 07/24/14	$	311		311
Total U.S. Treasury Obligations (Cost $311) ($ Thousands)				311
Total Investments — 116.1% (Cost $360,879) ($ Thousands)			$	429,586

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Depreciation ($ Thousands)
Russell 2000 Index E-MINI		46		Jun-2014	$	(28	)

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $370,149 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2013 was $59,035 ($ Thousands)

(B) The rate reported is the effective yield at time of purchase.

(C) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of March 31, 2014 was $59,564 ($ Thousands).

(D) Security considered illiquid and restricted. The total market value of such securities as of March 31, 2014, was $69 ($ Thousands) and represented 0.02% of Net Assets.

(E) Security or portion thereof, has been pledged as collateral on open futures contracts.

(F) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of March 31, 2014, was $69 ($ Thousands) and represented 0.02% of Net Assets.

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3(1)		Total
Common Stock	$	357,898		$	—	$	69	$	357,967
Exchange Traded Fund		604			—		—		604
Warrant		—			—		—		—
Preferred Stock		—			74		—		74
Affiliated Partnership		—			59,564		—		59,564
Cash Equivalent		11,066			—		—		11,066
U.S. Treasury Obligation		—			311		—		311
Total Investments in Securities	$	369,568		$	59,949	$	69	$	429,586
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Depreciation	$	(28	)	$	—	$	—	$	(28	)
Total Other Financial Instruments	$	(28	)	$	—	$	—	$	(28	)

* Futures contracts are valued at the unrealized depreciation on the instrument.

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no significant transfers between Level 2 and Level 3 assets and liabilities.

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

46 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Schedule of Investments (Unaudited)

Tax-Managed Small/Mid Cap Fund

March 31, 2014

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 94.6%
Consumer Discretionary — 12.7%
2U*	4,200	$	57
Aaron’s	2,100		64
Abercrombie & Fitch, Cl A	13,136		506
Advance Auto Parts	5,098		645
AMC Networks, Cl A*	1,168		85
American Axle & Manufacturing Holdings*	3,600		67
American Eagle Outfitters	77,778		952
America’s Car-Mart*	1,300		48
ANN*	8,903		369
Apollo Education Group, Cl A*	2,266		78
Arctic Cat	6,993		334
Asbury Automotive Group*	2,041		113
Ascena Retail Group*	3,400		59
Ascent Capital Group, Cl A*	1,500		113
Autoliv	7,000		702
Autonation*	1,905		101
Bally Technologies*	3,100		205
Barnes & Noble*	1,500		31
Beazer Homes USA, Cl A*	532		11
Bed Bath & Beyond*	7,633		525
Big 5 Sporting Goods	25,900		416
Big Lots*	14,500		549
Biglari Holdings*	90		44
BJ’s Restaurants*	1,500		49
Bloomin’ Brands*	41,106		991
Bob Evans Farms	1,700		85
BorgWarner	13,319		819
Boyd Gaming*	3,600		48
Bright Horizons Family Solutions*	17,539		686
Brinker International	9,400		493
Brown Shoe	2,700		72
Brunswick	2,100		95
Buffalo Wild Wings*	4,289		639
Burger King Worldwide	506		13
Cabela’s*	19,443		1,274
Cablevision Systems, Cl A	5,644		95
Caesars Acquisition, Cl A*	782		11
Caesars Entertainment* (A)	782		15
Callaway Golf	35,544		363
Capella Education	14,650		925
Career Education*	2,696		20
Carrols Restaurant Group*	1,575		11
Carter’s	2,200		171
Cato, Cl A	9,700		262
Central European Media Enterprises, Cl A* (A)	3,333		10
Cheesecake Factory	1,400		67
Chico’s FAS	5,500		88
Childrens Place Retail Stores	12,154		605
Chipotle Mexican Grill, Cl A*	1,076		611
Christopher & Banks*	1,651		11
Chuy’s Holdings*	250		11
Cinemark Holdings	1,913		55
Citi Trends*	653		11
Columbia Sportswear	500		41
Container Store Group* (A)	13,374		454
Cooper Tire & Rubber	18,400		447

Description	Shares	Market Value ($ Thousands)
Core-Mark Holding, Cl A	7,831	$	569
Cracker Barrel Old Country Store	600		58
CSS Industries	649		18
CST Brands	1,014		32
Cumulus Media, Cl A*	2,995		21
Dana Holding	56,965		1,325
Deckers Outdoor* (A)	529		42
DeVry	1,031		44
Dick’s Sporting Goods	17,287		944
Dillard’s, Cl A	2,522		233
DineEquity	800		62
Dollar General*	6,373		353
Domino’s Pizza	2,231		172
DR Horton	6,100		132
DreamWorks Animation SKG, Cl A*	18,129		481
DSW, Cl A	1,376		49
Dunkin’ Brands Group	2,386		120
Entercom Communications*	1,583		16
Entravision Communications, Cl A	1,746		12
Ethan Allen Interiors	22,473		572
Express*	21,924		348
Fiesta Restaurant Group*	293		13
Finish Line, Cl A	862		23
Five Below*	16,538		703
Foot Locker, Cl A	3,237		152
Fossil Group*	1,503		175
Francesca’s Holdings*	1,128		20
FTD*	5,940		189
GameStop, Cl A	26,272		1,080
Gannett	19,395		535
Genesco*	10,583		789
Gentex	2,600		82
Gentherm*	3,300		115
GNC Holdings, Cl A	1,873		82
Goodyear Tire & Rubber	24,900		651
Graham Holdings, Cl B	42		30
Grand Canyon Education*	833		39
Gray Television*	845		9
Group 1 Automotive	1,724		113
Groupon, Cl A*	10,468		82
Hanesbrands	1,788		137
Harley- Davidson, Cl A	24,246		1,615
Harman International Industries, Cl A	1,600		170
Harte-Hanks	35,212		311
Hasbro	8,180		455
Helen of Troy*	2,400		166
Hibbett Sports*	11,733		620
Hillenbrand	2,500		81
Hilton Worldwide Holdings*	25,856		575
HomeAway*	23,615		889
Hovnanian Enterprises, Cl A* (A)	1,701		8
HSN, Cl A	12,390		740
Iconix Brand Group*	1,300		51
Ignite Restaurant Group*	834		12
Imax*	29,088		795
International Game Technology	35,300		496
International Speedway, Cl A	900		31
Interpublic Group	33,148		568
Interval Leisure Group	374		10

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 47

Description	Shares	Market Value ($ Thousands)
iRobot*	1,700	$	70
Isle of Capri Casinos*	3,300		25
ITT Educational Services* (A)	700		20
J.C. Penney* (A)	5,888		51
Jack in the Box*	560		33
JAKKS Pacific (A)	–		—
Jamba*	853		10
Jarden*	3,150		188
John Wiley & Sons, Cl A	900		52
Jones Group	692		10
JOS A Bank Clothiers*	1,000		64
Journal Communications, Cl A*	24,200		214
K12*	1,000		23
Kate Spade*	2,230		83
KB Home (A)	6,755		115
Krispy Kreme Doughnuts*	42,071		746
Lamar Advertising, Cl A*	1,300		66
La-Z-Boy, Cl Z	903		25
Lear	15,285		1,280
Leggett & Platt	2,000		65
Lennar, Cl A	3,465		137
Libbey*	11,000		286
Liberty Ventures, Ser A*	788		103
Life Time Fitness*	18,530		891
LifeLock*	846		14
Lions Gate Entertainment (A)	5,485		147
Lithia Motors, Cl A	1,589		106
Live Nation*	5,200		113
LKQ*	30,107		793
Loral Space & Communications*	800		57
Luby’s*	2,388		15
Lululemon Athletica*	10,847		570
Lumber Liquidators Holdings*	12,934		1,213
M/I Homes*	595		13
Madison Square Garden, Cl A*	1,900		108
Marcus	723		12
Matthews International, Cl A	11,583		473
McClatchy, Cl A* (A)	2,110		14
MDC Holdings	2,000		57
Men’s Wearhouse	1,237		61
Meredith	16,595		771
Meritage Homes*	1,800		75
Michael Kors Holdings*	12,221		1,140
Modine Manufacturing*	2,100		31
Mohawk Industries*	7,222		982
Monro Muffler	1,600		91
Morgans Hotel Group*	3,749		30
Morningstar, Cl A	300		24
Multimedia Games Holding*	512		15
NACCO Industries, Cl A	400		22
Nathan’s Famous*	200		10
National CineMedia	35,494		532
NetFlix*	2,166		762
New York Times, Cl A	11,962		205
Newell Rubbermaid, Cl B	17,223		515
Nexstar Broadcasting Group, Cl A	532		20
Norwegian Cruise Line Holdings*	14,523		469
NVR*	100		115
Office Depot*	27,939		115
O’Reilly Automotive*	3,395		504
Orient-Express Hotels, Cl A*	5,400		78

Description	Shares	Market Value ($ Thousands)
Outerwall* (A)	1,200	$	87
Oxford Industries, Cl A	4,137		324
Pacific Sunwear of California*	3,984		12
Panera Bread, Cl A*	8,786		1,550
Penn National Gaming*	1,300		16
Penske Auto Group, Cl A	1,800		77
Pep Boys- Manny Moe & Jack*	43,910		559
PetSmart	7,585		523
Pier 1 Imports	77,651		1,466
Pinnacle Entertainment*	943		22
Polaris Industries	1,672		234
Pool	2,100		129
PulteGroup	7,423		142
PVH	893		111
Quiksilver*	1,394		10
RadioShack* (A)	3,952		8
Ralph Lauren, Cl A	4,797		772
Red Robin Gourmet Burgers*	5,082		364
Regal Entertainment Group, Cl A (A)	1,592		30
Regis	7,397		101
Rent-A- Center	11,065		294
Rentrak*	155		9
Ross Stores	7,442		533
Ruby Tuesday*	3,000		17
Ruth’s Chris Steak House	1,450		18
Ryland Group	2,100		84
Sally Beauty Holdings*	23,141		634
Samsonite International	206,750		640
Scholastic, Cl B	4,931		170
Scientific Games, Cl A*	15,643		215
Sears Holdings*	787		38
Select Comfort*	16,644		301
Service International	6,700		133
Shutterfly*	8,175		349
Signet Jewelers	9,354		990
Sinclair Broadcast Group, Cl A	1,451		39
Six Flags Entertainment	906		36
Skechers U.S.A., Cl A*	26,865		982
Skullcandy*	3,473		32
Sonic*	1,045		24
Sonic Automotive, Cl A	477		11
Sotheby’s	1,400		61
Stage Stores	17,500		428
Standard- Pacific*	107,427		893
Starz - Liberty Capital*	16,076		519
Steven Madden*	10,804		389
Stoneridge*	1,763		20
Strayer Education* (A)	211		10
Taylor Morrison Home, Cl A*	30,940		727
Tempur Sealy International*	1,600		81
Tenneco*	15,312		889
Tesla Motors*	3,657		762
Texas Roadhouse, Cl A	401		10
Thor Industries	700		43
Tile Shop Holdings* (A)	673		10
Titan International	1,330		25
Toll Brothers*	17,634		633
TRW Automotive Holdings*	2,355		192
Tuesday Morning*	20,018		283
Tupperware Brands	1,200		101

48 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Ulta Salon Cosmetics & Fragrance*	1,800	$	175
Under Armour, Cl A*	1,820		209
Urban Outfitters*	13,419		489
Vail Resorts	11,270		786
Vera Bradley* (A)	5,926		160
Visteon*	5,986		529
Vitamin Shoppe*	311		15
Weight Watchers International (A)	456		9
Wendy’s	4,493		41
Whirlpool	5,200		777
Williams- Sonoma	10,742		716
Winnebago Industries*	1,852		51
Wolverine World Wide	1,400		40
World Wrestling Entertainment, Cl A	900		26
Wynn Resorts	2,125		472
Zale*	475		10
zulily, Cl A* (A)	11,294		567
			71,900
Consumer Staples — 3.2%
B&G Foods, Cl A	2,800		84
Boston Beer, Cl A*	489		120
Cal-Maine Foods	1,100		69
Casey’s General Stores	5,056		342
Central Garden and Pet, Cl A*	7,100		59
Chefs’ Warehouse Holdings*	21,757		466
Coca-Cola Enterprises	9,282		443
Constellation Brands, Cl A*	353		30
Darling International*	95,706		1,916
Dean Foods	2,650		41
Diamond Foods* (A)	1,500		52
Energizer Holdings	10,900		1,098
Flowers Foods	4,500		97
Fresh Del Monte Produce	10,000		276
Hain Celestial Group*	1,700		156
Herbalife (A)	2,648		152
Hillshire Brands	1,537		57
Ingredion	5,334		363
J&J Snack Foods	10,115		971
JM Smucker	9,217		896
Keurig Green Mountain	739		78
Kroger	14,348		626
Lancaster Colony	1,200		119
Medifast*	931		27
Molson Coors Brewing, Cl B	11,355		668
Nu Skin Enterprises, Cl A	1,325		110
Omega Protein*	23,400		282
Pantry*	17,672		271
Post Holdings*	500		28
PriceSmart	108		11
Rite Aid*	17,445		109
Roundy’s (A)	1,360		9
Safeway	11,400		421
Sanderson Farms	1,000		79
Snyder’s- Lance	8,953		252
Spartan Stores	32,552		755
Spectrum Brands Holdings	11,707		933
Sprouts Farmers Market*	33,544		1,209
SUPERVALU*	73,038		500
Susser Holdings*	4,411		276

Description	Shares	Market Value ($ Thousands)
SYSCO, Cl A	12,842	$	464
TreeHouse Foods*	6,254		450
United Natural Foods*	746		53
Universal	5,400		302
USANA Health Sciences*	4,700		354
Vector Group (A)	3,523		76
WD-40	400		31
Weis Markets	3,800		187
WhiteWave Foods, Cl A*	51,646		1,474
			17,842
Energy — 5.3%
Abraxas Petroleum*	5,943		24
Alon USA Energy	841		13
Amyris* (A)	3,746		14
Antero Resources*	7,292		457
Approach Resources, Cl A* (A)	485		10
Arch Coal (A)	4,746		23
Athlon Energy*	21,039		746
Atwood Oceanics, Cl A*	1,100		56
Basic Energy Services*	441		12
Bill Barrett*	600		15
Bonanza Creek Energy*	10,318		458
Bristow Group	700		53
C&J Energy Services*	28,700		837
Cabot Oil & Gas	17,674		599
Cal Dive International* (A)	5,814		10
Callon Petroleum*	2,924		24
CARBO Ceramics	436		60
Carrizo Oil & Gas*	6,651		356
Cheniere Energy*	5,825		322
Cloud Peak Energy*	596		13
Comstock Resources	1,190		27
Concho Resources*	5,343		655
Contango Oil & Gas*	500		24
Dawson Geophysical	793		22
Delek US Holdings	12,972		377
Denbury Resources	17,800		292
Diamondback Energy, Cl A*	14,621		984
Dresser- Rand Group*	1,809		106
Dril-Quip*	6,278		704
Emerald Oil*	26,621		179
Endeavour International*	5,314		17
Energen	2,800		226
Energy XXI Bermuda	15,910		375
EnLink Midstream	1,172		40
EPL Oil & Gas*	17,073		659
EQT	6,860		665
Era Group*	500		15
EXCO Resources (A)	3,362		19
Exterran Holdings	20,405		895
Forum Energy Technologies*	2,367		73
Frank’s International	16,660		413
Frontline* (A)	4,672		18
FX Energy* (A)	2,924		10
Gastar Exploration*	3,746		21
Geospace Technologies*	262		17
Golar LNG (A)	3,200		133
Goodrich Petroleum* (A)	11,175		177
Gulf Island Fabrication	489		11
Gulfmark Offshore, Cl A	10,278		462
Gulfport Energy*	9,321		663

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 49

Description	Shares	Market Value ($ Thousands)
Halcon Resources, Cl A* (A)	5,558	$	24
Hallador Energy	1,311		11
Helix Energy Solutions Group*	39,030		897
Helmerich & Payne	16,549		1,780
Hercules Offshore*	6,073		28
HollyFrontier	2,212		105
ION Geophysical*	2,482		11
Key Energy Services*	30,990		286
Knightsbridge Tankers	1,151		16
Kodiak Oil & Gas*	9,063		110
Kosmos Energy*	3,836		42
L&L Energy* (A)	6,173		10
Laredo Petroleum*	34,727		898
LinnCo	2,688		73
Magnum Hunter Resources*	4,668		40
Matador Resources*	19,484		477
McDermott International*	59,636		466
Nabors Industries	19,933		491
Natural Gas Services Group*	1,469		44
Newfield Exploration*	19,944		625
Newpark Resources, Cl A*	30,660		351
Nordic American Tankers, Cl US (A)	1,392		14
Northern Oil And Gas*	19,235		281
Nuverra Environmental Solutions* (A)	645		13
Oasis Petroleum*	19,286		805
Oceaneering International, Cl A	2,699		194
Oil States International*	4,110		405
Panhandle Oil and Gas, Cl A	600		26
Parker Drilling*	47,556		337
Patterson- UTI Energy	19,700		624
PDC Energy, Cl A*	4,158		259
Peabody Energy	6,595		108
Penn Virginia*	1,095		19
Pioneer Energy Services*	1,540		20
Pioneer Natural Resources	3,076		576
QEP Resources	4,252		125
Quicksilver Resources*	4,219		11
Range Resources	2,470		205
Resolute Energy*	1,282		9
Rex Energy*	563		11
RigNet, Cl A*	519		28
Ring Energy*	19,949		304
Rosetta Resources*	11,820		551
Rowan, Cl A	1,750		59
RPC	560		12
Sanchez Energy*	442		13
SandRidge Energy, Cl A* (A)	11,111		68
Scorpio Tankers	2,401		24
SEACOR Holdings, Cl A*	500		43
SemGroup, Cl A	407		27
SM Energy	1,490		106
Spectra Energy	20,332		751
Stone Energy, Cl A*	13,184		553
Superior Energy Services	33,168		1,020
Swift Energy, Cl A* (A)	825		9
Targa Resources	467		46
Tesoro	14,233		720
TETRA Technologies*	61,887		792
TGC Industries*	1,464		9
Tidewater, Cl A	275		13

Description	Shares	Market Value ($ Thousands)
Triangle Petroleum*	1,490	$	12
Ultra Petroleum* (A)	5,018		135
Unit*	863		56
VAALCO Energy*	3,345		29
W&T Offshore	1,343		23
Warren Resources*	87,500		420
Western Refining	27,138		1,048
Willbros Group*	1,500		19
World Fuel Services	1,200		53
WPX Energy*	5,234		94
			30,245
Financials — 19.7%
1st Source	10,700		343
1st United Bancorp	1,336		10
Acadia Realty Trust†	33,445		882
Affiliated Managers Group*	6,483		1,297
Agree Realty†	671		20
Alexander & Baldwin	571		24
Alexander’s†	100		36
Alexandria Real Estate Equities†	11,013		799
Alleghany*	298		121
Allied World Assurance Holdings	6,200		640
Allstate	8,087		458
Altisource Residential†	886		28
Ambac Financial Group, Cl B*	1,198		20
Ambac Financial Group*	805		25
American Assets Trust†	28,220		952
American Campus Communities†	39,870		1,489
American Capital*	8,900		141
American Equity Investment Life Holding	4,000		94
American Financial Group	13,800		796
American National Insurance	4,000		452
American Realty Capital Properties†	1,499		21
American Residential Properties* †	1,150		21
Ameriprise Financial	5,318		585
Ameris Bancorp*	612		14
Amerisafe	1,639		72
Ames National, Cl B (A)	463		10
Anworth Mortgage Asset†	45,189		224
Aon	8,288		698
Apartment Investment & Management, Cl A†	3,753		113
Apollo Commercial Real Estate Finance†	2,950		49
Apollo Investment	5,567		46
Arch Capital Group*	3,336		192
Ares Capital	16,991		299
Ares Commercial Real Estate†	773		10
Argo Group International Holdings	4,487		206
Armada Hoffler Properties†	1,038		10
ARMOUR Residential REIT†	5,350		22
Arrow Financial	1,216		32
Arthur J. Gallagher	2,554		121
Artisan Partners Asset Management, Cl A	201		13
Ashford Hospitality Trust†	1,207		14
Aspen Insurance Holdings	8,500		337

50 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Associated Banc-Corp	3,600	$	65
Associated Estates Realty†	3,300		56
Assurant	10,159		660
Assured Guaranty	6,000		152
Astoria Financial	752		10
AV Homes*	560		10
Axis Capital Holdings	11,835		543
Banc of California	742		9
Banco Latinoamericano de Exportaciones, Cl E	21,159		559
Bancorp*	689		13
Bancorpsouth, Cl A	35,450		885
Bank Mutual	1,761		11
Bank of Hawaii	900		55
Bank of Marin Bancorp	278		13
Bank of the Ozarks	13,920		947
BankFinancial	1,059		11
BankUnited	19,359		673
Banner	523		22
BBCN Bancorp	29,949		513
Berkshire Hills Bancorp	12,000		311
BGC Partners, Cl A	3,162		21
BioMed Realty Trust†	4,615		95
BlackRock Kelso Capital	2,400		22
Blackstone Mortgage Trust, Cl A†	7,279		209
BofI Holding*	141		12
Boston Private Financial Holdings	96,724		1,309
Brandywine Realty Trust†	46,377		671
BRE Properties, Cl A†	1,181		74
Bridge Capital Holdings*	649		15
Brown & Brown	2,185		67
Calamos Asset Management, Cl A	28,862		373
Camden Property Trust†	1,473		99
Campus Crest Communities†	1,077		9
CapitalSource	2,762		40
Capitol Federal Financial	1,659		21
Capstead Mortgage†	1,900		24
Cardinal Financial	11,159		199
Cascade Bancorp* (A)	2,071		12
Cash America International	520		20
Cathay General Bancorp	2,100		53
CBL & Associates Properties†	41,861		743
CBOE Holdings	1,510		86
CBRE Group, Cl A*	31,362		860
Cedar Realty Trust†	1,931		12
Center Bancorp, Cl A (A)	1,704		32
Chambers Street Properties†	5,859		46
Charter Financial	994		11
Chatham Lodging Trust†	669		14
Chemical Financial	10,100		328
Chesapeake Lodging Trust†	3,000		77
Chimera Investment†	123,126		377
Citizens, Cl A*	1,512		11
City National	7,010		552
CNA Financial	12,400		530
CNB Financial	1,153		20
CNO Financial Group	120,238		2,176
CoBiz Financial	71,250		821
Colony Financial†	1,591		35
Commerce Bancshares	1,767		82

Description	Shares	Market Value ($ Thousands)
CommonWealth†	20,800	$	547
Community Trust Bancorp	10,100		419
Consolidated- Tomoka Land	276		11
Corporate Office Properties Trust†	1,260		34
Corrections Corp of America†	2,250		70
Cousins Properties, Cl A†	14,402		165
Cowen Group, Cl A*	3,345		15
Credit Acceptance, Cl A*	230		33
CubeSmart†	3,500		60
CVB Financial	14,812		236
CYS Investments†	36,241		299
DCT Industrial Trust†	9,100		72
DDR†	5,733		95
DFC Global*	2,400		21
DiamondRock Hospitality†	4,812		57
Dime Community Bancshares	15,500		263
Douglas Emmett†	1,822		49
Duke Realty†	7,266		123
DuPont Fabros Technology†	19,658		473
Dynex Capital†	2,399		22
E*Trade Financial*	12,220		281
Eagle Bancorp*	37,998		1,372
East West Bancorp	45,410		1,657
EastGroup Properties†	14,920		939
Education Realty Trust, Cl A†	113,363		1,119
eHealth*	444		23
Empire State Realty Trust, Cl A†	999		15
Employers Holdings	20,236		409
Encore Capital Group*	505		23
Endurance Specialty Holdings	19,755		1,063
Enstar Group*	400		55
EPR Properties, Cl A†	11,390		608
Equity Lifestyle Properties†	1,800		73
Equity One, Cl A†	17,174		384
Erie Indemnity, Cl A	2,000		140
Essex Property Trust†	690		117
Evercore Partners, Cl A	700		39
Everest Re Group	7,460		1,142
Excel Trust†	2,400		30
Extra Space Storage†	2,600		126
Ezcorp, Cl A*	1,835		20
FBL Financial Group, Cl A	2,500		108
Federal Agricultural Mortgage, Cl C	381		13
Federal Realty Investment Trust†	1,637		188
Federated Investors, Cl B (A)	12,503		382
FelCor Lodging Trust†	6,100		55
Fidelity National Financial, Cl A	6,136		193
Fifth Street Finance	2,621		25
Fifth Third Bancorp	36,343		834
Financial Engines	12,345		627
First American Financial	3,200		85
First BanCorp Puerto Rico*	2,174		12
First Busey	2,233		13
First Cash Financial Services*	1,400		71
First Commonwealth Financial	45,962		416
First Financial Bancorp	3,100		56
First Financial Bankshares, Cl A (A)	900		56
First Financial Northwest	979		10
First Horizon National	41,934		517

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 51

Description	Shares	Market Value ($ Thousands)
First Industrial Realty Trust†	4,500	$	87
First Midwest Bancorp	37,558		641
First NBC Bank Holding*	10,362		361
First Niagara Financial Group	59,500		562
First Potomac Realty Trust†	3,400		44
First Republic Bank	2,614		141
First Security Group*	4,976		10
FirstMerit, Cl A	3,695		77
Flagstar Bancorp*	556		12
Flushing Financial	1,600		34
FNB (Pennsylvania)	11,200		150
Forest City Enterprises, Cl A*	34,020		650
Forestar Group*	24,010		427
Fox Chase Bancorp, Cl A	613		10
Franklin Street Properties†	5,100		64
Fulton Financial	4,400		55
FXCM, Cl A	35,404		523
GAMCO Investors, Cl A	400		31
Gaming and Leisure Properties†	2,085		76
Genworth Financial, Cl A*	11,197		199
Geo Group†	2,419		78
Getty Realty†	3,100		59
GFI Group	4,000		14
Glacier Bancorp, Cl A	38,347		1,115
Gladstone Capital	1,198		12
Gladstone Commercial†	1,760		31
Gladstone Investment	1,292		11
Glimcher Realty Trust†	61,020		612
Government Properties Income Trust, Cl A†	2,000		50
Gramercy Property Trust†	6,858		35
Greenhill	879		46
Greenlight Capital Re*	1,000		33
GSV Capital* (A)	1,797		18
Hampton Roads Bankshares*	6,129		10
Hancock Holding, Cl A	33,025		1,210
Hanmi Financial, Cl Comdty (histrt)	18,586		433
Hanover Insurance Group, Cl A	28,027		1,722
Hartford Financial Services Group	18,429		650
Hatteras Financial†	2,449		46
HCC Insurance Holdings	1,700		77
Healthcare Realty Trust†	3,400		82
Hercules Technology Growth Capital, Cl A (A)	7,084		100
Heritage Commerce	1,359		11
Hersha Hospitality Trust, Cl A†	6,370		37
HFF, Cl A	13,795		464
Highwoods Properties†	14,896		572
Hilltop Holdings*	1,168		28
Home BancShares	27,860		959
Home Federal Bancorp	659		10
Home Loan Servicing Solutions	1,783		38
Home Properties†	588		35
Horace Mann Educators, Cl A	23,303		676
Horizon Technology Finance	711		9
Hospitality Properties Trust†	39,300		1,129
Host Hotels & Resorts†	29,019		587
Howard Hughes*	643		92
Hudson City Bancorp, Cl A	15,642		154
Hudson Pacific Properties†	1,170		27

Description	Shares	Market Value ($ Thousands)
Hudson Valley Holding	589	$	11
Huntington Bancshares	148,998		1,486
IBERIABANK	26,188		1,837
Independent Bank	800		31
Infinity Property & Casualty	6,997		473
Inland Real Estate†	51,900		548
International Bancshares	454		11
Invesco Mortgage Capital†	2,375		39
Investment Technology Group*	715		14
Investors Bancorp, Cl A	11,562		320
Investors Real Estate Trust†	1,800		16
iStar Financial* †	1,894		28
Janus Capital Group	37,174		404
Jones Lang LaSalle	793		94
KCAP Financial	1,244		11
KCG Holdings, Cl A*	880		10
Kemper, Cl A	2,400		94
Kennedy- Wilson Holdings	21,656		488
Kilroy Realty†	1,275		75
Kite Realty Group Trust†	2,276		14
LaSalle Hotel Properties†	23,535		737
Legg Mason	2,550		125
Leucadia National	1,893		53
Lexington Realty Trust†	75,314		822
Liberty Property Trust†	2,295		85
LPL Financial Holdings	13,435		706
LTC Properties†	2,500		94
Mack-Cali Realty†	2,635		55
Main Street Capital (A)	423		14
MainSource Financial Group	1,220		21
Manning & Napier, Cl A	843		14
Markel*	163		97
MarketAxess Holdings	3,601		213
MB Financial	9,458		293
MBIA*	5,600		78
MCG Capital	2,267		9
Meadowbrook Insurance Group	27,900		163
Medical Properties Trust†	5,500		70
Medley Capital (A)	1,408		19
Merchants Bancshares	298		10
Mercury General	500		23
MFA Financial†	129,147		1,001
MGIC Investment*	7,929		68
Mid-America Apartment Communities†	8,593		587
Monmouth Real Estate Investment, Cl A†	2,183		21
Montpelier Re Holdings	18,100		539
Moody’s	12,013		953
MSCI, Cl A*	2,800		120
NASDAQ OMX Group, Cl A	1,923		71
National Bank Holdings, Cl A	516		10
National Bankshares, Cl A (A)	270		10
National Health Investors†	800		48
National Penn Bancshares	63,162		660
National Retail Properties†	1,887		65
National Western Life Insurance, Cl A	200		49
Navigators Group*	800		49
NBT Bancorp	800		20
Nelnet, Cl A	932		38
New Residential Investment†	6,854		44

52 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
New York Mortgage Trust† (A)	3,009	$	23
NGP Capital Resources	1,322		9
Northfield Bancorp	1,122		14
NorthStar Realty Finance†	7,203		116
Northwest Bancshares	4,100		60
Ocwen Financial*	4,200		165
OFG Bancorp	31,934		549
Old National Bancorp, Cl A	4,800		72
Old Republic International	4,636		76
Omega Healthcare Investors†	33,700		1,130
OmniAmerican Bancorp, Cl A	888		20
One Liberty Properties†	635		14
Oppenheimer Holdings, Cl A	660		19
Oritani Financial	4,100		65
Pacific Continental	884		12
PacWest Bancorp (A)	58,966		2,536
Park National (A)	300		23
Parkway Properties†	1,187		22
PartnerRe	14,878		1,540
Pebblebrook Hotel Trust†	32,076		1,083
PennantPark Investment	4,200		46
Pennsylvania†	27,100		489
PennyMac Mortgage Investment Trust†	20,434		488
Peoples Bancorp	840		21
People’s United Financial	9,000		134
PHH*	1,000		26
Phoenix*	230		12
Physicians Realty Trust†	763		11
Piedmont Office Realty Trust, Cl A†	1,933		33
Platinum Underwriters Holdings	8,297		499
Popular*	13,850		429
Portfolio Recovery Associates*	1,200		69
Post Properties†	1,200		59
Preferred Bank*	479		12
Principal Financial Group, Cl A	7,000		322
PrivateBancorp, Cl A	7,952		243
ProAssurance	8,666		386
Prospect Capital	37,340		403
Prosperity Bancshares	12,005		794
Protective Life	15,301		805
Provident Financial Services	11,461		211
PS Business Parks†	800		67
Pzena Investment Management, Cl A	1,239		15
Radian Group	61,683		927
RAIT Financial Trust†	16,683		142
Ramco- Gershenson Properties†	2,300		38
Raymond James Financial	2,343		131
Rayonier†	2,753		126
RE, Cl A (A)	333		10
Realogy Holdings*	2,975		129
Realty Income†	1,400		57
Redwood Trust† (A)	1,200		24
Regency Centers†	1,119		57
Regional Management*	1,170		29
Regions Financial	49,700		552
Reinsurance Group of America, Cl A	12,986		1,034
RenaissanceRe Holdings	1,520		148
Resource Capital†	4,312		24

Description	Shares	Market Value ($ Thousands)
Retail Opportunity Investments†	689	$	10
RLI	1,600		71
RLJ Lodging Trust†	17,849		477
Rouse Properties† (A)	542		9
Ryman Hospitality Properties† (A)	1,086		46
S&T Bancorp	5,000		119
Sabra Health Care†	2,365		66
Safeguard Scientifics*	37,151		824
Selective Insurance Group	31,090		725
Senior Housing Properties Trust†	3,100		70
Signature Bank NY, Cl B*	12,306		1,546
Silver Bay Realty Trust†	1,655		26
Solar Capital	6,566		143
Solar Senior Capital	545		9
Southwest Bancorp	1,279		23
Sovran Self Storage†	1,800		132
Spirit Realty Capital†	10,129		111
St. Joe*	1,651		32
StanCorp Financial Group	11,800		788
Starwood Property Trust†	4,235		100
Starwood Waypoint Residential Trust* †	847		24
State Bank Financial	1,268		22
Stellus Capital Investment (A)	700		10
Sterling Financial	5,261		175
Stifel Financial*	15,803		786
Strategic Hotels & Resorts* †	8,200		84
Summit Hotel Properties†	1,225		11
Sun Bancorp*	3,246		11
Sun Communities†	1,400		63
Sunstone Hotel Investors†	5,100		70
SunTrust Banks	17,965		715
Susquehanna Bancshares	17,678		201
SVB Financial Group, Cl B*	7,582		976
SWS Group*	1,226		9
Symetra Financial	31,096		616
Synovus Financial	21,700		74
Tanger Factory Outlet Centers†	2,000		70
Taubman Centers†	1,400		99
TCF Financial	69,586		1,159
TCP Capital	607		10
TD Ameritrade Holding	17,899		608
Terreno Realty†	654		12
Territorial Bancorp	886		19
Texas Capital Bancshares*	15,470		1,005
THL Credit	1,248		17
Triangle Capital	717		19
Trustmark	900		23
Two Harbors Investment†	61,791		633
UMB Financial	344		22
UMH Properties†	1,069		10
Umpqua Holdings	19,193		358
United Bankshares	4,300		132
United Community Banks*	805		16
United Community Financial*	2,747		11
United Fire Group	4,000		121
Universal Health Realty Income Trust†	296		13
Unum Group	37,084		1,309
Urstadt Biddle Properties, Cl A†	1,048		22
Validus Holdings	21,842		824

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 53

Description	Shares	Market Value ($ Thousands)
Valley National Bancorp	2,429	$	25
ViewPoint Financial Group	3,900		112
Virtus Investment Partners*	4,121		714
Waddell & Reed Financial, Cl A	1,784		131
Walker & Dunlop*	736		12
Walter Investment Management*	1,164		35
Washington†	937		22
Washington Federal	19,700		459
Webster Financial	7,700		239
Weingarten Realty Investors†	1,925		58
WesBanco	12,800		407
Westamerica Bancorporation	900		49
Western Alliance Bancorp*	45,043		1,108
Westfield Financial	1,375		10
White Mountains Insurance Group	100		60
WhiteHorse Finance	666		9
Whitestone, Cl B†	763		11
Willis Group Holdings	12,048		532
Wilshire Bancorp	1,754		19
Winthrop Realty Trust†	870		10
Wintrust Financial	600		29
WisdomTree Investments*	33,077		434
World Acceptance* (A)	800		60
WR Berkley	1,441		60
WSFS Financial	11,705		836
ZAIS Financial†	582		10
Zions Bancorporation	20,971		650
			111,593
Health Care — 10.9%
Abaxis*	1,600		62
ABIOMED*	882		23
Acadia Healthcare, Cl A*	33,407		1,507
ACADIA Pharmaceuticals*	1,562		38
Accuray* (A)	4,734		45
Achillion Pharmaceuticals*	3,185		10
Acorda Therapeutics*	711		27
Actavis*	5,505		1,133
Aegerion Pharmaceuticals, Cl A*	522		24
Aetna, Cl A	670		50
Affymetrix, Cl A*	4,300		31
Agilent Technologies	13,044		729
Agios Pharmaceuticals* (A)	1,191		47
Air Methods*	1,800		96
Akorn*	34,785		765
Alere*	2,066		71
Alexion Pharmaceuticals*	5,066		771
Align Technology*	20,400		1,057
Alkermes*	4,000		176
Allscripts Healthcare Solutions*	3,436		62
Alnylam Pharmaceuticals*	6,522		438
AmerisourceBergen	6,362		417
Amicus Therapeutics*	4,902		10
AMN Healthcare Services*	757		10
Amsurg*	11,169		526
Antares Pharma* (A)	5,209		18
Aratana Therapeutics*	14,448		268
Arena Pharmaceuticals* (A)	9,805		62
Ariad Pharmaceuticals* (A)	4,084		33
Array BioPharma*	5,436		26
ArthroCare*	2,478		119

Description	Shares	Market Value ($ Thousands)
athenahealth*	1,600	$	256
Auxilium Pharmaceuticals*	612		17
AVANIR Pharmaceuticals, Cl A*	2,370		9
BioMarin Pharmaceuticals*	1,324		90
Bio-Reference Labs* (A)	1,000		28
BioScrip*	1,670		12
Brookdale Senior Living, Cl A*	20,136		675
Bruker BioSciences*	20,659		471
Capital Senior Living*	200		5
Cardiovascular Systems*	11,559		368
CareFusion*	14,357		577
Catamaran*	859		38
Cell Therapeutics* (A)	5,848		20
Celldex Therapeutics, Cl A*	11,261		199
Centene*	1,600		100
Cepheid*	1,800		93
Cerus*	5,403		26
Charles River Laboratories International*	18,727		1,130
Chelsea Therapeutics International*	3,004		17
Chemed (A)	4,800		429
ChemoCentryx* (A)	2,128		14
Clovis Oncology*	346		24
Community Health Systems*	11,591		454
Computer Programs & Systems	800		52
Conmed	20,470		889
ContraVir Pharmaceutical*	213		—
Cooper, Cl A	5,461		750
Corcept Theraputics, Inc.*	5,556		24
Covance*	12,353		1,283
Cubist Pharmaceuticals*	22,095		1,616
Cyberonics*	302		20
Cytokinetics*	1,000		10
Dentsply International	11,520		530
DexCom*	25,459		1,053
Dyax*	3,774		34
Dynavax Technologies*	5,250		9
Emergent Biosolutions*	1,200		30
Emeritus*	1,400		44
Endo International*	3,342		230
Endocyte* (A)	4,773		114
Endologix*	1,338		17
Envision Healthcare Holdings*	49,183		1,664
Exact Sciences*	1,178		17
ExamWorks Group*	16,374		573
Exelixis* (A)	49,102		174
Fluidigm*	464		20
Galena Biopharma* (A)	3,732		9
Geron*	2,304		5
Globus Medical, Cl A*	581		15
Greatbatch*	33,890		1,556
GTx* (A)	6,494		10
GW Pharmaceuticals PLC*	4,141		246
Haemonetics*	1,600		52
Halozyme Therapeutics*	2,500		32
Hanger Orthopedic Group*	1,546		52
Health Net, Cl A*	1,800		61
HealthSouth	30,384		1,092
Healthways*	644		11
HeartWare International*	18,482		1,733
Hill-Rom Holdings	1,400		54

54 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
HMS Holdings*	480	$	9
Hologic*	7,635		164
Horizon Pharma* (A)	4,049		61
Humana	11,554		1,302
Hyperion Therapeutics*	12,107		312
ICON*	16,500		785
Idenix Pharmaceuticals* (A)	2,273		14
Idexx Laboratories*	1,226		149
Illumina*	7,579		1,127
ImmunoGen*	26,063		389
Impax Laboratories*	2,000		53
Incyte*	3,300		177
Infinity Pharmaceuticals*	786		9
Insulet*	23,459		1,112
Insys Therapeutics*	4,988		207
Intercept Pharmaceuticals*	1,360		449
InterMune*	2,101		70
IPC The Hospitalist*	1,300		64
Ironwood Pharmaceuticals, Cl A*	22,573		278
Isis Pharmaceuticals*	12,450		538
Jazz Pharmaceuticals*	7,091		983
Karyopharm Therapeutics*	6,566		203
Keryx Biopharmaceuticals* (A)	1,450		25
Kindred Healthcare	21,532		504
KYTHERA Biopharmaceuticals*	6,974		277
LDR Holding*	10,737		369
LHC Group*	500		11
LifePoint Hospitals*	1,200		66
Ligand Pharmaceuticals*	264		18
Magellan Health Services*	10,025		595
MannKind* (A)	9,300		37
MedAssets*	4,742		117
Medicines*	15,039		427
Medidata Solutions*	720		39
Medivation*	1,688		109
MEDNAX*	29,715		1,842
Meridian Bioscience	2,500		55
Merit Medical Systems*	3,125		45
Merrimack Pharmaceuticals* (A)	2,136		11
Mettler Toledo International*	592		140
MiMedx Group* (A)	1,351		8
Momenta Pharmaceuticals*	7,862		92
Myriad Genetics* (A)	2,200		75
Nektar Therapeutics*	8,109		98
Neogen, Cl B*	1,350		61
Neurocrine Biosciences*	1,286		21
Novavax*	3,449		16
NPS Pharmaceuticals*	38,213		1,144
NuVasive*	1,300		50
NxStage Medical*	1,027		13
Omeros* (A)	1,972		24
Omnicare	3,200		191
Omnicell*	1,300		37
OncoGenex Pharmaceutical*	1,408		17
Opko Health* (A)	4,014		37
OraSure Technologies*	2,604		21
Orexigen Therapeutics*	1,455		9
Orthofix International*	4,400		133
Owens & Minor	950		33
Pacific Biosciences of California*	5,998		32
Pacira Pharmaceuticals*	15,646		1,095
Parexel International*	22,370		1,210

Description	Shares	Market Value ($ Thousands)
Patterson	17,406	$	727
PDL BioPharma (A)	31,100		258
PerkinElmer	14,078		634
Pernix Therapeutics Holdings*	4,566		24
Pharmacyclics*	1,394		140
PharMerica*	19,608		549
Portola Pharmaceuticals*	18,559		481
Premier, Cl A*	30,612		1,009
Prestige Brands Holdings, Cl A*	8,388		229
Progenics Pharmaceuticals*	2,170		9
Puma Biotechnology*	4,203		438
QIAGEN*	8,077		170
Quest Diagnostics	9,721		563
Questcor Pharmaceuticals (A)	6,945		451
Raptor Pharmaceutical*	977		10
ResMed (A)	4,239		189
Rigel Pharmaceuticals*	4,115		16
Rockwell Medical* (A)	2,762		35
RTI Biologics*	3,333		14
Salix Pharmaceuticals*	7,708		799
Sangamo Biosciences*	980		18
Sarepta Therapeutics* (A)	830		20
Sciclone Pharmaceuticals*	41,200		187
Seattle Genetics*	13,944		635
Select Medical Holdings	50,800		633
Sequenom* (A)	4,716		12
Sirona Dental Systems, Cl A*	16,593		1,239
Staar Surgical*	978		18
STERIS, Cl A	1,400		67
Supernus Pharmaceuticals* (A)	1,449		13
Symmetry Medical*	1,500		15
Synageva BioPharma, Cl A*	4,428		367
Synergy Pharmaceuticals*	2,164		11
Synta Pharmaceuticals* (A)	2,347		10
Tandem Diabetes Care*	15,569		344
Targacept*	2,169		10
Team Health Holdings*	37,619		1,683
TearLab* (A)	19,899		135
Techne, Cl A	900		77
Tekmira Pharmaceuticals*	6,600		142
Teleflex	3,980		427
Tenet Healthcare*	3,525		151
TESARO*	22,684		669
TherapeuticsMD*	1,440		9
Theravance, Cl A* (A)	1,400		43
Thoratec*	1,500		54
Ultragenyx Pharmaceutical*	3,624		177
Unilife* (A)	39,444		161
United Therapeutics*	10,414		979
Universal Health Services, Cl B	2,241		184
US Physical Therapy	900		31
Valeant Pharmaceuticals International*	4,850		639
VCA Antech*	784		25
Vertex Pharmaceuticals*	7,274		514
Volcano*	2,000		39
WellCare Health Plans*	800		51
West Pharmaceutical Services	2,200		97
Wright Medical Group*	970		30
XenoPort*	2,066		11
XOMA*	6,744		35
Zeltiq Aesthetics*	600		12

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 55

Description	Shares	Market Value ($ Thousands)
ZIOPHARM Oncology* (A)	3,076	$	14
Zogenix*	3,571		10
			62,086
Industrials — 16.8%
AAON	3,375		94
AAR	1,100		28
ABM Industries	2,100		60
Acacia Research (A)	772		12
ACCO Brands*	1,693		10
Actuant, Cl A	52,908		1,807
Acuity Brands	13,413		1,778
Advisory Board*	2,000		128
Aecom Technology*	10,500		338
Aegion, Cl A*	937		24
Aerovironment*	1,600		64
AGCO	16,234		895
Air Lease, Cl A	13,341		497
Aircastle	31,832		617
Alaska Air Group	1,600		149
Albany International, Cl A	1,900		67
Alliant Techsystems	7,015		997
Altra Industrial Motion	29,916		1,068
Ameresco, Cl A*	1,098		8
American Airlines Group*	3,969		145
Ampco- Pittsburgh	8,000		151
AO Smith	2,200		101
Applied Industrial Technologies, Cl A	19,933		962
ARC Document Solutions*	2,532		19
Arkansas Best	900		33
Armstrong World Industries*	17,187		915
Atlas Air Worldwide Holdings*	800		28
Avis Budget Group*	14,868		724
Babcock & Wilcox	1,268		42
Barnes Group	27,710		1,066
BE Aerospace*	2,027		176
Beacon Roofing Supply*	5,422		210
Brady, Cl A	638		17
Brink’s	23,700		677
Canadian Pacific Railway	4,529		681
Capstone Turbine* (A)	5,182		11
Carlisle	22,829		1,811
Casella Waste Systems, Cl A*	2,536		13
Chart Industries*	10,694		851
Chicago Bridge & Iron	2,383		208
Cintas	12,501		745
CIRCOR International	14,235		1,044
Clarcor	1,200		69
Clean Harbors*	40,845		2,238
Colfax*	4,951		353
Comfort Systems USA	605		9
Con-way	11,760		483
Copa Holdings, Cl A	2,016		293
Copart*	2,400		87
Corporate Executive Board	1,100		82
Covanta Holding	3,100		56
Crane, Cl A	600		43
Curtiss- Wright	27,406		1,741
Delta Air Lines, Cl A	27,289		946
Deluxe	11,400		598
DigitalGlobe*	29,527		857

Description	Shares	Market Value ($ Thousands)
Donaldson, Cl A	1,958	$	83
Dover	7,037		575
Dun & Bradstreet	555		55
Dycom Industries*	29,540		934
Dynamic Materials	986		19
EMCOR Group	31,287		1,464
EnerNOC*	1,300		29
EnerSys	565		39
Engility Holdings*	1,216		55
EnPro Industries*	6,170		448
Equifax	2,212		150
ESCO Technologies	3,069		108
Esterline Technologies*	5,875		626
Exelis	2,621		50
Federal Signal*	3,905		58
Flowserve	11,497		901
Fluor	13,779		1,071
Fortune Brands Home & Security	23,024		969
Forward Air	4,163		192
Franklin Electric	5,956		253
FreightCar America, Cl A	407		9
FTI Consulting*	10,786		360
FuelCell Energy* (A)	5,377		14
G&K Services	22,323		1,365
GATX	700		48
GenCorp* (A)	3,047		56
Generac Holdings	36,037		2,125
General Cable	8,703		223
Genesee & Wyoming, Cl A*	11,127		1,083
Gibraltar Industries*	686		13
Gorman- Rupp	1,952		62
Graco	917		69
GrafTech International*	2,905		32
Graham, Cl A	528		17
Granite Construction	5,570		222
Great Lakes Dredge & Dock*	3,253		30
Greenbrier*	16,261		741
H&E Equipment Services*	355		14
Harsco	3,200		75
Hawaiian Holdings*	41,000		572
HD Supply Holdings*	53,381		1,396
Healthcare Services Group	366		11
Heartland Express	2,631		60
HEICO	2,201		132
Heidrick & Struggles International	411		8
Herman Miller	1,500		48
Hertz Global Holdings*	29,221		779
Hexcel, Cl A*	26,485		1,153
HNI	3,926		143
Hub Group, Cl A*	1,400		56
Hubbell, Cl B	1,284		154
Huntington Ingalls Industries, Cl A	623		64
Hyster-Yale Materials Handling	1,266		123
IDEX	14,860		1,083
InnerWorkings*	1,286		10
Insteel Industries	905		18
Interface, Cl A	77,260		1,588
ITT	11,743		502
JB Hunt Transport Services	4,278		308
JetBlue Airways*	1,486		13

56 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
John Bean Technologies, Cl A	1,377	$	43
Kadant	30,236		1,103
Kaman, Cl A	2,096		85
KAR Auction Services	18,475		561
KBR	2,733		73
Kelly Services, Cl A	1,200		28
Kennametal	1,100		49
Keyw Holding, Cl A*	24,835		465
Kirby*	19,094		1,933
Knoll, Cl B	655		12
Korn/Ferry International*	13,035		388
Kratos Defense & Security Solutions*	1,570		12
L-3 Communications Holdings	7,300		862
Landstar System	9,980		591
Layne Christensen*	983		18
Lennox International	2,400		218
Lincoln Electric Holdings	14,956		1,077
LMI Aerospace*	911		13
Lydall*	13,800		316
Manitowoc	2,907		91
Manpowergroup	1,493		118
Marten Transport	2,100		45
MasTec*	4,539		197
Mcgrath Rentcorp	1,900		66
Meritor*	1,468		18
Middleby*	5,803		1,533
Mobile Mini	351		15
Moog, Cl A*	32,556		2,133
MSC Industrial Direct, Cl A	7,118		616
Mueller Industries	1,000		30
Mueller Water Products, Cl A	6,176		59
Navistar International*	993		34
NCI Building Systems*	568		10
Nordson	1,300		92
Northwest Pipe*	19,210		695
Old Dominion Freight Line, Cl A*	20,187		1,146
On Assignment*	689		26
Orbital Sciences*	6,628		185
Orion Marine Group*	18,839		237
Oshkosh Truck	13,777		811
Owens Corning	20,860		900
Pall	11,356		1,016
Parker Hannifin, Cl A	4,818		577
Pentair	2,782		221
Pike Electric*	988		10
Pitney Bowes	25,426		661
Quad	12,402		291
Quanex Building Products	1,800		37
Quanta Services*	3,941		145
RBC Bearings*	10,282		655
Regal-Beloit	13,810		1,004
Republic Airways Holdings*	28,200		258
Resources Connection	2,600		37
Robert Half International	2,616		110
RR Donnelley & Sons	40,213		720
Ryder System	8,900		711
Saia*	9,900		378
Simpson Manufacturing	25,135		888
Skywest	16,400		209
Snap-on	800		91
SolarCity* (A)	576		36

Description	Shares	Market Value ($ Thousands)
Spirit Aerosystems Holdings, Cl A*	1,851	$	52
Spirit Airlines*	19,074		1,133
SPX	600		59
Stanley Black & Decker	7,709		626
Steelcase, Cl A	25,800		429
Stericycle, Cl A*	5,738		652
Swift Transportation, Cl A*	32,178		796
TAL International Group	6,200		266
Taser International*	1,079		20
Team*	6,776		290
Teledyne Technologies*	12,971		1,262
Terex	8,161		361
Tetra Tech*	23,005		681
Textron	7,400		291
Timken	6,716		395
Toro	1,400		88
Towers Watson, Cl A	1,393		159
TransDigm Group	1,533		284
TRC*	1,458		10
Trex*	325		24
TriMas*	12,339		410
Trinity Industries	17,639		1,271
Triumph Group	9,104		588
TrueBlue*	66,773		1,954
Tutor Perini*	3,700		106
Unifirst	644		71
United Rentals*	14,106		1,339
United Stationers	1,000		41
Universal Forest Products	1,908		106
URS	8,625		406
USG*	1,812		59
UTI Worldwide	2,500		27
Valmont Industries	5,625		837
Vicor*	2,300		24
Wabash National*	2,806		39
WABCO Holdings*	6,038		637
Wabtec	3,600		279
WageWorks*	30,486		1,710
Waste Connections	1,800		79
Watsco	5,265		526
Watts Water Technologies, Cl A	6,932		407
Werner Enterprises	1,000		26
WESCO International*	11,660		970
Woodward	1,400		58
XPO Logistics*	314		9
Xylem	16,956		618
			95,418
Information Technology — 17.8%
3D Systems* (A)	6,966		412
A10 Networks*	17,992		271
Accelrys*	1,224		15
ACI Worldwide*	3,453		204
Acxiom*	46,664		1,605
Adtran	31,082		759
Advanced Energy Industries*	1,400		34
Advanced Micro Devices* (A)	11,118		45
Advent Software	1,000		29
Alliance Data Systems*	4,908		1,337
Alpha & Omega Semiconductor*	1,342		10
Ambarella* (A)	294		8

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 57

Description	Shares	Market Value ($ Thousands)
Amdocs	22,400	$	1,041
Amphenol, Cl A	9,725		891
Angie’s List* (A)	38,621		470
Anixter International	500		51
Ansys*	2,600		200
AOL*	2,700		118
Applied Materials	46,775		955
Applied Micro Circuits*	1,264		12
ARRIS Group*	7,200		203
Arrow Electronics, Cl A*	1,900		113
Aruba Networks*	17,133		321
ASML Holding, Cl G	690		64
Aspen Technology*	21,113		894
Atmel*	121,200		1,013
ATMI*	800		27
Autodesk, Cl A*	11,833		582
Avago Technologies, Cl A	14,300		921
Aviat Networks*	4,831		8
Avnet	8,652		403
Bankrate*	58,390		989
Bazaarvoice*	1,318		10
Belden	17,991		1,252
Benchmark Electronics*	25,072		568
Black Box	5,800		141
Blackbaud, Cl A	1,000		31
Bottomline Technologies*	2,964		104
Brightcove*	1,176		12
Broadridge Financial Solutions	1,700		63
BroadSoft*	12,534		335
Brocade Communications Systems*	100,100		1,062
CACI International, Cl A*	900		66
Cadence Design Systems*	175,866		2,733
CalAmp*	439		12
Calix*	2,331		20
Callidus Software*	1,561		20
Cardtronics*	320		12
Cavium*	16,670		729
Ceva, Cl A*	660		12
Checkpoint Systems*	1,100		15
Ciena*	20,492		466
Citrix Systems*	11,052		635
Cognex*	21,157		716
Coherent*	5,192		339
Cohu	1,032		11
CommVault Systems*	8,570		557
Computer Sciences	10,700		651
Compuware	957		10
comScore*	429		14
Comtech Telecommunications	4,051		129
Concur Technologies*	10,193		1,010
Constant Contact*	35,578		870
Convergys	35,845		785
Conversant*	3,600		101
CoreLogic*	15,646		470
Cornerstone OnDemand*	32,084		1,536
CoStar Group*	13,115		2,449
Cray*	1,586		59
Cree*	2,625		148
Criteo ADR* (A)	9,513		386
CSG Systems International	16,700		435
Cypress Semiconductor	4,610		47

Description	Shares	Market Value ($ Thousands)
Dealertrack Technologies*	45,943	$	2,260
Demandware*	18,178		1,165
Diebold	22,291		889
Diodes*	1,800		47
DST Systems	600		57
DTS*	502		10
Ebix (A)	1,665		28
Echo Global Logistics*	1,761		32
EchoStar, Cl A*	2,900		138
Electronic Arts*	30,440		883
Electronics for Imaging*	1,300		56
Emulex*	30,087		222
Entegris*	6,300		76
Entropic Communications*	2,332		10
Envestnet*	28,274		1,136
EPAM Systems*	372		12
Euronet Worldwide*	1,400		58
EVERTEC	28,595		706
ExlService Holdings*	10,702		331
Factset Research Systems	644		69
Fair Isaac	800		44
Fairchild Semiconductor International*	26,258		362
FARO Technologies*	1,300		69
FEI	1,500		155
Fidelity National Information Services, Cl B	12,644		676
Finisar*	2,013		53
FireEye*	3,807		234
First Solar*	10,813		755
FleetCor Technologies*	1,615		186
FleetMatics Group*	33,475		1,120
Flir Systems	2,745		99
FormFactor*	1,809		12
Forrester Research	1,400		50
Fortinet*	2,645		58
Freescale Semiconductor*	23,587		576
Fusion-io*	1,884		20
Gartner*	2,600		181
Genpact*	2,904		51
Global Cash Access Holdings*	2,457		17
Global Eagle Entertainment*	564		9
Global Payments	17,313		1,231
Glu Mobile* (A)	4,445		21
GT Advanced Technologies* (A)	21,768		371
Guidewire Software, Cl Z*	26,440		1,297
Harris	11,700		856
Heartland Payment Systems	26,983		1,118
Hittite Microwave, Cl A	500		32
IAC	1,567		112
iGate*	306		10
II-VI*	602		9
Imation*	1,818		11
Immersion*	2,588		27
Imperva*	180		10
Informatica*	2,900		110
Ingram Micro, Cl A*	2,423		72
Inphi*	46,751		752
Insight Enterprises*	9,500		239
Integrated Device Technology*	7,100		87
Interactive Intelligence Group*	11,944		866
InterDigital	1,000		33

58 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
International Rectifier*	1,600	$	44
Intersil, Cl A	46,166		596
Intralinks Holdings, Cl A*	51,802		530
InvenSense, Cl A* (A)	1,500		35
IPG Photonics* (A)	900		64
Itron*	498		18
Ixia*	27,421		343
j2 Global	1,700		85
Jabil Circuit	24,100		434
Jack Henry & Associates	926		52
JDS Uniphase*	5,425		76
Juniper Networks*	19,858		511
Kemet*	2,428		14
KLA-Tencor	13,500		933
Kopin*	2,825		11
KVH Industries*	779		10
Lattice Semiconductor*	100,395		787
Leidos Holdings*	7,811		276
Lexmark International, Cl A	7,099		329
LinkedIn, Cl A*	2,138		395
Liquidity Services* (A)	435		11
Littelfuse	800		75
LivePerson*	2,007		24
LogMeIn*	410		18
LSI Logic*	14,595		162
LTX- Credence*	1,585		14
Manhattan Associates*	10,280		360
Mantech International, Cl A	900		27
Marin Software*	999		11
Marvell Technology Group	25,200		397
MAXIMUS	15,211		682
MaxLinear, Cl A*	1,231		12
Measurement Specialties*	2,900		197
Mentor Graphics	2,400		53
Mercury Systems*	1,090		14
Methode Electronics	2,700		83
Micrel	7,000		78
Microchip Technology	13,883		663
Micros Systems*	1,138		60
Microsemi*	1,731		43
MicroStrategy, Cl A*	118		14
MKS Instruments	12,250		366
ModusLink Global Solutions*	2,358		10
MoneyGram International*	2,123		38
Monolithic Power Systems*	2,213		86
Monotype Imaging Holdings	454		14
Monster Worldwide*	2,868		22
MoSys*	2,392		11
MTS Systems, Cl A	1,000		68
Multi-Fineline Electronix*	784		10
National Instruments	1,606		46
NCR*	3,736		137
NETGEAR*	1,600		54
Netscout Systems*	4,329		163
NetSuite*	1,400		133
NeuStar, Cl A*	1,286		42
NIC	4,100		79
Nuance Communications*	6,474		111
NVE*	200		11
OmniVision Technologies*	2,077		37
ON Semiconductor*	8,770		82
OpenTable*	511		39

Description	Shares	Market Value ($ Thousands)
OSI Systems*	1,300	$	78
Palo Alto Networks*	18,578		1,274
Pandora Media*	34,119		1,035
Perficient*	632		11
Pericom Semiconductor, Cl A*	1,168		9
Photronics*	31,059		265
Plantronics	1,100		49
Plexus*	1,500		60
PMC - Sierra*	8,500		65
Polycom*	8,000		110
Power Integrations	15,747		1,036
PROS Holdings*	332		10
PTC*	91,920		3,257
Qlik Technologies*	1,425		38
QLogic*	1,076		14
Rackspace Hosting*	2,851		94
Rambus*	1,900		20
RealD*	884		10
RealNetworks*	2,591		20
RealPage*	552		10
Red Hat*	11,435		606
RF Micro Devices, Cl A*	78,681		620
Riverbed Technology*	3,451		68
Rofin-Sinar Technologies*	1,100		26
Rovi*	1,826		42
Ruckus Wireless*	1,603		20
Sanmina*	1,177		21
Sapient*	2,100		36
Scansource*	3,394		138
Science Applications International	4,528		169
Seagate Technology	19,200		1,078
Semtech*	13,308		337
ServiceNow*	9,969		597
ShoreTel*	1,358		12
Shutterstock*	18,158		1,319
Silicon Graphics International*	2,400		30
Silicon Image*	1,886		13
Silicon Laboratories*	25,430		1,329
Skyworks Solutions	4,477		168
SolarWinds*	3,400		145
Solera Holdings	13,086		829
Sonus Networks*	21,550		73
Spansion, Cl A*	41,137		717
Spark Networks*	1,644		9
Splunk*	8,081		578
SS&C Technologies Holdings*	12,931		517
Stratasys*	813		86
SunEdison*	34,354		647
SunPower, Cl A* (A)	821		26
Supertex*	375		12
Sykes Enterprises*	12,956		257
Synaptics*	14,844		891
SYNNEX*	395		24
Synopsys*	19,846		762
Syntel*	1,400		126
Tableau Software, Cl A*	22,427		1,706
Take-Two Interactive Software, Cl A*	2,400		53
Tangoe*	689		13
Tech Data*	12,100		738
TeleTech Holdings*	3,816		94

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 59

Description	Shares	Market Value ($ Thousands)
Teradyne (A)	48,646	$	968
Tessera Technologies	4,036		95
TIBCO Software, Cl E*	9,438		192
TiVo*	2,757		36
Total System Services	2,800		85
Trimble Navigation*	6,167		240
TriQuint Semiconductor*	2,034		27
Trulia* (A)	691		23
Tyler Technologies*	8,240		689
Ubiquiti Networks* (A)	239		11
Ultimate Software Group*	7,844		1,075
Ultratech*	1,800		53
Unisys*	670		20
United Online	457		5
Universal Display*	683		22
Vantiv, Cl A*	980		30
Veeco Instruments*	2,300		96
VeriFone Holdings*	16,046		543
Verint Systems*	24,532		1,151
Viasat*	1,100		76
VirnetX Holding* (A)	514		7
Virtusa*	21,392		717
Vishay Intertechnology	29,200		434
Vishay Precision Group*	192		3
Vistaprint* (A)	900		44
Vringo* (A)	3,344		12
Web.com Group*	49,119		1,672
WebMD Health, Cl A*	1,121		46
Western Digital	6,200		569
WEX*	9,838		935
Wix.com* (A)	19,593		450
WNS Holdings ADR*	32,514		585
Workday, Cl A*	6,272		573
Xilinx	14,680		797
Yelp, Cl A*	11,286		868
Zebra Technologies, Cl A*	9,630		668
Zillow, Cl A* (A)	18,980		1,672
Zix*	2,433		10
Zynga, Cl A*	17,369		75
			101,273
Materials — 4.5%
Advanced Emissions Solutions, Cl Comdty (histrt)*	516		13
Air Products & Chemicals	3,876		461
AK Steel Holding* (A)	3,410		25
Albemarle	13,410		891
Allegheny Technologies	30,436		1,147
Allied Nevada Gold* (A)	1,977		9
AMCOL International	1,500		69
American Vanguard, Cl B	413		9
AptarGroup	1,800		119
Ashland	9,200		915
Avery Dennison	1,272		65
Axiall	3,045		137
Balchem	1,400		73
Ball	4,242		232
Bemis	1,700		67
Berry Plastics Group*	454		11
Cabot	11,600		685
Calgon Carbon*	5,791		126
Carpenter Technology	1,300		86

Description	Shares	Market Value ($ Thousands)
Century Aluminum*	5,100	$	67
Chemtura*	1,310		33
Clearwater Paper*	800		50
Cliffs Natural Resources (A)	3,818		78
Coeur Mining*	2,514		23
Commercial Metals, Cl A	1,225		23
Compass Minerals International, Cl A	1,100		91
Crown Holdings*	4,800		215
Cytec Industries	5,260		513
Domtar	6,700		752
Eagle Materials	815		72
Eastman Chemical	4,248		366
Ecolab	1		—
Ferro*	2,300		31
Flotek Industries*	1,999		56
Glatfelter	1,700		46
Globe Specialty Metals	5,200		108
Gold Resource (A)	2,088		10
Graphic Packaging Holding*	2,283		23
Greif, Cl A	16,850		884
H.B. Fuller	4,209		203
Handy & Harman*	715		16
Headwaters, Cl A*	1,045		14
Hecla Mining	6,273		19
Horsehead Holding*	2,100		35
Huntsman	41,051		1,002
Innophos Holdings	7,968		452
Innospec	250		11
International Flavors & Fragrances	1,459		140
Intrepid Potash* (A)	674		10
Kaiser Aluminum	2,571		184
KapStone Paper and Packaging*	23,833		687
Kraton Performance Polymers*	491		13
Louisiana- Pacific*	2,749		46
Martin Marietta Materials, Cl A	781		100
Materion	595		20
Minerals Technologies	17,045		1,100
Molycorp* (A)	4,004		19
Neenah Paper, Cl A	14,000		724
NewMarket	99		39
Noranda Aluminum Holding	2,570		11
Nucor	7,706		389
Olin	34,800		961
OM Group	287		9
Owens- Illinois*	18,232		617
Packaging Corp of America	2,600		183
PolyOne	69,906		2,563
Reliance Steel & Aluminum	1,200		85
Resolute Forest Products*	1,718		35
Rock Tenn, Cl A	6,882		727
Rockwood Holdings	1,486		111
Royal Gold, Cl A	1,739		109
RPM International	3,100		130
RTI International Metals*	29,422		817
Schnitzer Steel Industries, Cl A	300		9
Schulman A	3,375		122
Schweitzer-Mauduit International	10,535		449
Scotts Miracle- Gro, Cl A	1,500		92
Sealed Air	4,354		143
Sensient Technologies	22,439		1,266

60 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Sherwin-Williams, Cl A	3,412	$	673
Silgan Holdings	30,513		1,511
Sonoco Products	1,400		57
Steel Dynamics	15,187		270
Stillwater Mining*	2,600		38
SunCoke Energy*	1,349		31
Tahoe Resources*	3,516		74
Texas Industries*	600		54
UFP Technologies*	13,800		336
United States Steel (A)	3,182		88
Universal Stainless & Alloy*	346		12
US Silica Holdings (A)	492		19
Valspar	1,860		134
Walter Energy (A)	969		7
Wausau Paper	1,147		15
Westlake Chemical	344		23
Worthington Industries	560		21
WR Grace*	1,501		149
Zep	713		13
			25,768
Telecommunication Services — 0.5%
8x8*	1,214		13
Boingo Wireless*	1,603		11
Cbeyond*	1,495		11
Cincinnati Bell, Cl A*	7,194		25
Cogent Communications Group	1,395		49
Consolidated Communications Holdings	1,600		32
Frontier Communications (A)	18,989		108
inContact*	1,263		12
Inteliquent	18,500		269
Iridium Communications*	38,100		286
Level 3 Communications*	4,006		157
Lumos Networks	1,400		19
NTELOS Holdings	11,300		152
Premiere Global Services*	16,400		198
RingCentral, Cl A*	28,187		510
SBA Communications, Cl A*	2,217		202
Shenandoah Telecommunications	520		17
T-Mobile US*	2,876		95
tw telecom, Cl A*	5,300		165
USA Mobility	15,500		282
Vonage Holdings*	52,700		225
Windstream Holdings (A)	10,320		85
			2,923
Utilities — 3.2%
AGL Resources	15,461		757
ALLETE	19,545		1,025
Alliant Energy	1,300		74
American States Water	3,400		110
American Water Works	3,741		170
Aqua America	336		8
Atlantic Power (A)	3,985		12
Atmos Energy	2,500		118
Avista	32,600		999
Black Hills, Cl A	700		40
California Water Service Group, Cl A	2,800		67
Chesapeake Utilities	400		25
Cleco	27,804		1,406

Description	Shares/Number of Warrants/Number of Rights	Market Value ($ Thousands)
CMS Energy	10,600	$	310
Dynegy, Cl A*	654		16
Edison International	10,136		574
El Paso Electric, Cl A	4,700		168
Empire District Electric	4,400		107
Great Plains Energy	57,576		1,557
Hawaiian Electric Industries	4,800		122
Idacorp, Cl A	7,162		397
Integrys Energy Group	1,000		60
ITC Holdings	4,434		166
Laclede Group	2,600		123
MDU Resources Group	5,300		182
MGE Energy	2,400		94
National Fuel Gas	725		51
New Jersey Resources	750		37
Northwest Natural Gas	841		37
NorthWestern	2,600		123
NRG Energy	4,979		158
OGE Energy	2,277		84
Otter Tail	1,800		55
Pepco Holdings	2,200		45
Piedmont Natural Gas	1,800		64
Pinnacle West Capital	1,100		60
PNM Resources	35,870		969
Portland General Electric	100,050		3,236
Questar	434		10
SCANA	29,391		1,508
South Jersey Industries, Cl A	88		5
Southwest Gas	17,925		958
TECO Energy	1,800		31
UGI	20,300		926
UIL Holdings	2,400		88
UNS Energy	1,300		78
Vectren	2,100		83
Westar Energy, Cl A	1,900		67
WGL Holdings	1,200		48
Xcel Energy	21,336		648
			18,056
Total Common Stock (Cost $391,691) ($ Thousands)			537,104
EXCHANGE TRADED FUND — 0.2%
iShares Russell 2000 Index Fund	8,638		1,005
Total Exchange Traded Fund (Cost $674) ($ Thousands)			1,005
WARRANTS — 0.0%
Magnum Hunter Expires 04/20/16*	467		—
Magnum Hunter Resources Expires 08/29/14*	6,042		—
Total Warrants (Cost $—) ($Thousands)			—
RIGHTS — 0.0%
Central European Media Enterprises*	53		—
Cubist Pharmaceuticals*	767		—

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 61

Description	Number of Rights/ Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
Endo Pharmaceuticals*	1,900	$	—
Total Rights (Cost $—) ($Thousands)			—
AFFILIATED PARTNERSHIP — 2.4%
SEI Liquidity Fund, L.P. 0.070%**†† (B)	13,917,702		13,918
Total Affiliated Partnership (Cost $13,918) ($ Thousands)			13,918
CASH EQUIVALENT — 4.8%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%*††	27,410,720		27,411
Total Cash Equivalent (Cost $27,411) ($ Thousands)			27,411
U.S. TREASURY OBLIGATIONS (C) (D) — 0.3%
U.S. Treasury Bills
0.055%, 07/24/14	$1,541		1,541
Total U.S. Treasury Obligations (Cost $1,541) ($ Thousands)			1,541
Total Investments — 102.3% (Cost $435,235) ($ Thousands)		$	580,979

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation Depreciation ($ Thousands)
Russell 2000 Index E-MINI		84		Jun-2014	$	(38	)
S&P Mid 400 Index E-MINI		63		Jun-2014		79
					$	41

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $567,728 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014 (see Note 10). The total market value of securities on loan at March 31, 2014 was $13,688 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan (see note 10). The total value of such securities as of March 31, 2014 was $13,918 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

Ser — Series

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1			Level 2		Level 3		Total
Common Stock	$	537,104		$	—	$	—	$	537,104
Exchange Traded Fund		1,005			—		—		1,005
Warrants		—			—		—		—
Rights		—			—		—		—
Affiliated Partnership		—			13,918		—		13,918
Cash Equivalent		27,411			—		—		27,411
U.S. Treasury Obligations		—			1,541		—		1,541
Total Investments in Securities	$	565,520		$	15,459	$	—	$	580,979
Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	79		$	—	$	—	$	79
Unrealized Depreciation		(38	)		—		—		(38	)
Total Other Financial Instruments	$	41		$	—	$	—	$	41

* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

62 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Schedule of Investments (Unaudited)

Mid-Cap Fund

March 31, 2014

Description	Shares	Market Value ($ Thousands)
COMMON STOCK — 92.6%
Consumer Discretionary — 16.6%
Abercrombie & Fitch, Cl A (A)	5,848	$	225
Advance Auto Parts	3,400		430
American Eagle Outfitters	32,207		394
Bed Bath & Beyond*	8,867		610
Best Buy	7,000		185
BorgWarner	12,400		762
Cabela’s*	4,225		277
Chipotle Mexican Grill, Cl A*	1,195		679
Cinemark Holdings	1,200		35
Coach	3,600		179
Deckers Outdoor*	1,600		127
Dillard’s, Cl A	1,600		148
Dollar General*	5,447		302
Foot Locker, Cl A	4,400		207
GameStop, Cl A (A)	10,125		416
Gap	4,900		196
Global Sources*	1,100		10
Harley- Davidson, Cl A	16,541		1,102
Hasbro	5,965		332
Hilton Worldwide Holdings*	17,100		380
Interpublic Group	15,090		258
Jack in the Box*	200		12
Kohl’s	2,100		119
Lear	700		59
Liberty Media - Interactive, Cl A*	2,700		78
Lululemon Athletica* (A)	7,150		376
Macy’s	4,800		285
Marriott Vacations Worldwide*	1,100		61
Mattel	3,200		128
Michael Kors Holdings*	11,200		1,045
Mohawk Industries*	3,900		530
Morningstar, Cl A	800		63
NetFlix*	1,285		452
Newell Rubbermaid, Cl B	12,559		376
Norwegian Cruise Line Holdings*	9,700		313
O’Reilly Automotive*	2,275		338
Panera Bread, Cl A*	1,900		335
PetSmart	7,831		540
Ralph Lauren, Cl A	3,790		610
Ross Stores	8,000		572
Sally Beauty Holdings*	14,351		393
Scripps Networks Interactive, Cl A	1,500		114
Service International	2,200		44
Signet Jewelers	4,175		442
Starwood Hotels & Resorts Worldwide	1,700		135
Steven Madden*	1,500		54
Taylor Morrison Home, Cl A*	1,900		45
Tesla Motors* (A)	2,370		494
Thor Industries	900		55
Toll Brothers*	9,500		341
Urban Outfitters*	9,600		350
VF	3,240		200
Whirlpool	1,380		206
Williams- Sonoma	5,700		380
Wyndham Worldwide	2,700		198
Wynn Resorts	1,425		317
			17,314

Description	Shares	Market Value ($ Thousands)
Consumer Staples — 4.6%
Avon Products	10,500	$	153
Bunge	2,500		199
Coca-Cola Enterprises	11,268		538
ConAgra Foods	6,800		211
Darling International*	22,127		443
Dr Pepper Snapple Group	2,000		109
Ingredion	5,260		358
JM Smucker	8,421		819
Kroger	16,762		732
Lorillard	4,530		245
Molson Coors Brewing, Cl B	8,280		487
Monster Beverage*	100		7
Nu Skin Enterprises, Cl A	1,700		141
Seaboard*	3		8
SYSCO, Cl A	9,364		338
			4,788
Energy — 5.8%
Antero Resources*	4,800		301
Apache	700		58
Baker Hughes	1,000		65
Cabot Oil & Gas	16,400		556
Chesapeake Energy	8,300		213
Concho Resources*	3,480		426
CVR Energy (A)	3,000		127
Dril-Quip*	1,400		157
Ensco, Cl A	2,400		127
EQT	7,203		698
Frank’s International	11,100		275
Helix Energy Solutions Group*	300		7
HollyFrontier	1,000		48
Laredo Petroleum*	11,000		284
Marathon Oil	3,700		131
Marathon Petroleum	2,300		200
McDermott International*	17,110		134
Nabors Industries	8,505		209
Newfield Exploration*	12,416		389
Oceaneering International, Cl A	1,500		108
Pioneer Natural Resources	2,243		420
Range Resources	1,801		149
SM Energy	2,400		171
Spectra Energy	14,826		548
Targa Resources	500		50
Tesoro	2,500		126
Valero Energy	1,600		85
			6,062
Financials — 15.3%
Affiliated Managers Group*	3,590		718
Agree Realty†	400		12
Alexandria Real Estate Equities†	7,143		518
Allstate	5,897		334
American Campus Communities†	13,951		521
American Capital Agency, Cl A†	7,100		153
American Capital Mortgage Investment†	600		11
American Financial Group	2,900		167
Ameriprise Financial	6,078		669
Annaly Capital Management†	18,300		201
Aon	5,600		472
Axis Capital Holdings	200		9

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 63

Description	Shares	Market Value ($ Thousands)
CBRE Group, Cl A*	27,800	$	762
Cedar Realty Trust†	1,400		9
CIT Group	2,100		103
CNA Financial	3,300		141
E*Trade Financial*	1,800		42
East West Bancorp	11,300		413
Ellington Residential Mortgage †	300		5
Endurance Specialty Holdings	6,638		357
Enterprise Financial Services	200		4
Everest Re Group	300		46
Fifth Third Bancorp	31,301		718
First Interstate Bancsystem, Cl A	600		17
First NBC Bank Holding*	500		17
First Niagara Financial Group	17,400		165
Franklin Street Properties†	8,600		108
General Growth Properties†	5,800		128
Hancock Holding, Cl A	9,504		348
Hartford Financial Services Group	13,438		474
HCC Insurance Holdings	300		14
HCP†	2,400		93
Healthcare Trust of America, Cl A†	8,500		97
Hospitality Properties Trust†	6,200		178
Host Hotels & Resorts†	21,160		428
ING US	4,600		167
Invesco Mortgage Capital†	1,600		26
Jones Lang LaSalle	1,760		209
Kemper, Cl A	400		16
KeyCorp	17,000		242
McGraw- Hill	3,200		244
MFA Financial†	4,600		36
Moody’s	8,075		640
NASDAQ OMX Group, Cl A	4,400		163
Nelnet, Cl A	600		24
PartnerRe	5,664		586
ProLogis†	1,800		74
Raymond James Financial	2,600		145
Regions Financial	15,000		167
Reinsurance Group of America, Cl A	6,207		494
Resource Capital†	10,300		57
RLJ Lodging Trust†	3,700		99
Senior Housing Properties Trust†	6,000		135
Signature Bank NY, Cl B*	3,500		440
Strategic Hotels & Resorts* †	6,000		61
Summit Hotel Properties†	600		6
SunTrust Banks	13,800		549
T. Rowe Price Group	3,100		255
Taubman Centers†	400		28
TCF Financial	26,195		436
TD Ameritrade Holding	12,800		435
Travelers	200		17
Univest of Pennsylvania	200		4
Unum Group	9,126		322
Ventas†	3,300		200
Waddell & Reed Financial, Cl A	3,100		228
Washington Federal	700		16
WesBanco	300		10
Willis Group Holdings	8,785		388
XL Group, Cl A	5,500		172

Description	Shares	Market Value ($ Thousands)
Zions Bancorporation	12,594	$	390
			15,933
Health Care — 11.4%
Actavis*	3,075		633
Agilent Technologies	10,600		593
Alexion Pharmaceuticals*	5,470		832
Allergan	200		25
AmerisourceBergen	4,639		304
Becton Dickinson	600		70
Brookdale Senior Living, Cl A*	12,200		409
Bruker BioSciences*	12,700		289
C.R. Bard	1,400		207
CareFusion*	15,169		610
Cerner*	4,000		225
Charles River Laboratories International*	6,648		401
Cigna	3,300		276
Cooper, Cl A	3,192		439
Dentsply International	8,400		387
Emergent Biosolutions*	300		8
Envision Healthcare Holdings*	12,100		409
Hill-Rom Holdings	1,400		54
Hologic*	8,200		176
Humana	5,200		586
Illumina*	5,000		743
Jazz Pharmaceuticals*	2,970		412
Mettler Toledo International*	770		182
Patterson	11,890		497
Pharmacyclics*	1,300		130
Premier, Cl A*	8,900		293
Quest Diagnostics (A)	7,090		411
Salix Pharmaceuticals*	1,600		166
Sirona Dental Systems, Cl A*	5,550		414
St. Jude Medical	3,700		242
Techne, Cl A	600		51
United Therapeutics*	1,800		169
Universal Health Services, Cl B	2,400		197
Valeant Pharmaceuticals International*	3,275		432
Vertex Pharmaceuticals*	5,000		354
WellPoint	700		70
Zimmer Holdings	1,500		142
Zoetis, Cl A	3,400		98
			11,936
Industrials — 15.4%
Acuity Brands (A)	5,650		749
Aecom Technology*	5,400		174
AGCO	3,000		166
Air Lease, Cl A	7,500		280
Alaska Air Group	2,200		205
Amerco	680		158
Ametek	4,000		206
AO Smith	3,800		175
BE Aerospace*	1,600		139
Canadian Pacific Railway	2,955		445
Carlisle	5,475		434
Cintas	7,108		424
Clean Harbors* (A)	8,381		459
Copa Holdings, Cl A	1,200		174
CSX	1,000		29
Delta Air Lines, Cl A	18,400		638

64 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares	Market Value ($ Thousands)
Dover	5,132	$	420
Flowserve	7,575		593
Fluor	9,616		747
Fortune Brands Home & Security	13,150		553
Generac Holdings	7,700		454
Harsco	600		14
HD Supply Holdings *	14,400		377
Hertz Global Holdings *	16,600		442
Hexcel, Cl A *	3,700		161
Huntington Ingalls Industries, Cl A	200		21
IDEX	1,200		87
JB Hunt Transport Services	2,850		205
Kirby *	4,650		471
L-3 Communications Holdings	1,880		222
Lennox International	1,900		173
Lincoln Electric Holdings	2,600		187
Manpowergroup	2,300		181
Masco	8,200		182
Matson	1,400		34
Middleby *	670		177
MRC Global *	5,100		137
MSC Industrial Direct, Cl A	4,250		368
Northrop Grumman	800		99
Oshkosh Truck	3,900		230
Pall	7,625		682
Parker Hannifin, Cl A	4,813		576
Pitney Bowes (A)	5,800		151
Quanta Services *	5,800		214
Regal-Beloit	5,602		407
Rockwell Automation	2,000		249
Southwest Airlines, Cl A	3,700		88
Spirit Aerosystems Holdings, Cl A *	5,300		149
Stanley Black & Decker	5,621		457
Stericycle, Cl A *	3,900		443
WABCO Holdings *	3,575		377
Watsco	3,100		310
WW Grainger	730		184
Xylem	9,602		350
			16,027
Information Technology — 15.1%
3D Systems * (A)	2,880		170
Activision Blizzard	2,900		59
Alliance Data Systems *	2,775		756
Amdocs	2,600		121
Amphenol, Cl A	6,950		637
Ansys *	2,400		185
Applied Materials	31,500		643
Arrow Electronics, Cl A *	3,200		190
Aruba Networks *	10,200		191
Autodesk, Cl A *	7,800		384
Avago Technologies, Cl A	9,900		638
Avnet	4,500		209
Booz Allen Hamilton Holding, Cl A	3,600		79
Broadridge Financial Solutions	3,600		134
CA	6,100		189
Cadence Design Systems * (A)	27,151		422
CDW	900		25
Ciena * (A)	12,200		278

Description	Shares	Market Value ($ Thousands)
Citrix Systems *	8,059	$	463
CommVault Systems *	4,750		308
Comverse *	300		10
CoreLogic *	9,400		282
Diebold	8,755		349
DST Systems	1,900		180
Electronic Arts *	20,200		586
Fidelity National Information Services, Cl B	9,220		493
Fiserv, Cl A *	1,900		108
Guidewire Software, Cl Z *	4,600		226
Harris	2,700		198
iGate *	200		6
Ingram Micro, Cl A *	6,600		195
Inphi *	600		10
Integrated Device Technology *	2,300		28
Intuit	3,300		256
Juniper Networks *	15,580		401
KLA-Tencor	8,750		605
Linear Technology	3,900		190
LinkedIn, Cl A *	1,400		259
Microchip Technology (A)	10,123		483
NetApp	3,100		114
Palo Alto Networks *	4,300		295
Red Hat *	8,450		448
SanDisk	1,800		146
ServiceNow *	5,525		331
Skyworks Solutions	6,200		233
Solera Holdings	1,400		89
Splunk *	3,600		257
Symantec, Cl A	10,400		208
SYNNEX *	400		24
Synopsys *	17,486		672
Syntel *	500		45
Tableau Software, Cl A *	2,750		209
TIBCO Software, Cl E *	4,700		95
Total System Services	1,000		31
VeriFone Holdings *	9,100		308
Western Digital	3,000		276
Workday, Cl A *	4,125		377
Xerox	2,800		32
Xilinx	9,850		534
Zebra Technologies, Cl A *	400		28
			15,698
Materials — 3.9%
Air Products & Chemicals	2,826		336
Albemarle	6,497		432
Allegheny Technologies (A)	12,856		484
Ball	600		33
Celanese, Ser A	1,700		94
Domtar	400		45
Greif, Cl A	7,041		370
International Flavors & Fragrances	2,000		191
Newmont Mining	6,200		145
Nucor	5,619		284
Owens- Illinois *	6,799		230
PPG Industries	500		97
Reliance Steel & Aluminum	2,300		163
Sherwin- Williams, Cl A	2,295		453
Silgan Holdings	6,228		308

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 65

Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
Southern Copper	900	$	26
Steel Dynamics	9,200		164
United States Lime & Minerals	100		6
Westlake Chemical	2,600		172
Worthington Industries	1,500		57
			4,090
Telecommunication Services — 0.2%
Intelsat*	2,300		43
Level 3 Communications*	4,600		180
			223
Utilities — 4.3%
AES	13,500		193
AGL Resources	12,064		591
American Water Works	1,300		59
Atmos Energy	1,900		89
DTE Energy	1,900		141
Edison International	12,091		684
Entergy	3,100		207
Great Plains Energy	18,038		488
Portland General Electric (A)	14,441		467
PPL	7,800		259
SCANA	10,621		545
UGI	3,900		178
Xcel Energy	20,558		624
			4,525
Total Common Stock (Cost $82,057) ($ Thousands)			96,596
AFFILIATED PARTNERSHIP — 2.6%
SEI Liquidity Fund, L.P. 0.070%**†† (B)	2,749,058		2,749
Total Affiliated Partnership (Cost $2,749) ($ Thousands)			2,749
CASH EQUIVALENT — 7.3%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	7,596,590		7,597
Total Cash Equivalent (Cost $7,597) ($ Thousands)			7,597
U.S. TREASURY OBLIGATIONS — 0.3%
U.S. Treasury Bills
0.055%, 07/24/14 (C) (D)	$314		314
Total U.S. Treasury Obligations (Cost $314) ($ Thousands)			314
Total Investments — 102.8% (Cost $92,717) ($ Thousands)		$	107,256

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P Mid 400 Index E-MINI		44		Jun-2014	$	60

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $104,383 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) This security or a partial position of this security is on loan at March 31, 2014. The total market value of securities on loan at March 31, 2014 was $2,712 ($ Thousands).

(B) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of March 31, 2014 was $2,749 ($ Thousands).

(C) Security, or portion thereof, has been pledged as collateral on open futures contracts.

(D) The rate reported is the effective yield at the time of purchase.

Cl — Class

L.P. — Limited Partnership

S&P — Standard & Poor’s

Ser — Series

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	96,596	$	—	$	—	$	96,596
Affiliated Partnership		—		2,749		—		2,749
Cash Equivalent		7,597		—		—		7,597
U.S. Treasury Obligations		—		314		—		314
Total Investments in Securities	$	104,193	$	3,063	$	—	$	107,256
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	60	$	—	$	—	$	60
Total Other Financial Instruments	$	60	$	—	$	—	$	60

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

66 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

U.S. Managed Volatility Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.6%
Consumer Discretionary — 6.8%
Autozone*		1,600	$	859
Big Lots*		28,000		1,060
Canadian Tire, Cl A		23,100		2,182
Carter’s		40,300		3,129
Cracker Barrel Old Country Store		25,100		2,441
DIRECTV*		112,300		8,582
Dollar Tree*		22,773		1,188
DSW, Cl A		44,285		1,588
Foot Locker, Cl A		63,700		2,993
Gap		66,400		2,660
Kohl’s		155,061		8,808
Lear		33,089		2,770
Madison Square Garden, Cl A*		17,291		982
McDonald’s		25,300		2,480
News*		42,825		737
Norwegian Cruise Line Holdings*		9,695		313
PetSmart		66,069		4,551
Regal Entertainment Group, Cl A		3,042		57
Target, Cl A		190,860		11,549
Time Warner Cable, Cl A		33,400		4,582
TJX		41,100		2,493
				66,004
Consumer Staples — 17.5%
Altria Group		221,561		8,293
Archer-Daniels-Midland		64,700		2,807
Bunge		67,131		5,338
Cal-Maine Foods		24,200		1,519
Church & Dwight		8,472		585
Clorox		99,928		8,795
Coca-Cola Enterprises		58,800		2,808
ConAgra Foods		136,700		4,242
Costco Wholesale		46,840		5,231
CVS Caremark		126,700		9,485
Dr Pepper Snapple Group		156,823		8,540
Energizer Holdings		19,600		1,974
General Mills, Cl A		76,444		3,961
Hershey		88,557		9,245
Hormel Foods		116,674		5,749
Ingredion		25,300		1,723
Kellogg		78,925		4,949
Kimberly-Clark		40,284		4,441
Kroger		231,700		10,114
Lorillard		145,755		7,882
Mead Johnson Nutrition, Cl A		30,600		2,544
Metro, Cl A		40,300		2,369
Molson Coors Brewing, Cl B		83,600		4,921
PepsiCo		105,122		8,778
Philip Morris International		34,700		2,841
Sanderson Farms		41,900		3,289
SYSCO, Cl A		7,538		272
Tyson Foods, Cl A		305,610		13,450
Universal		31,000		1,733
Walgreen		66,800		4,411
Wal-Mart Stores		201,488		15,400
Whole Foods Market		64,873		3,290
				170,979
Energy — 3.8%
Canadian Natural Resources		68,700		2,636

Description	Shares		Market Value ($ Thousands)
Chevron		109,648	$	13,038
ConocoPhillips		62,800		4,418
Exxon Mobil		81,300		7,941
Halliburton		49,500		2,915
Marathon Oil		78,700		2,796
Targa Resources		28,500		2,829
World Fuel Services		9,773		431
				37,004
Financials — 13.6%
Allied World Assurance Holdings		52,435		5,411
Allstate		54,500		3,084
American Capital Agency, Cl A †		55,100		1,184
American Financial Group		79,100		4,565
Arch Capital Group*		54,268		3,123
Assurant		42,700		2,774
Axis Capital Holdings		171,980		7,885
BOK Financial		17,200		1,188
CBOE Holdings		47,900		2,711
Chubb		52,400		4,679
CIT Group		27,978		1,372
Commerce Bancshares		914		42
Endurance Specialty Holdings		39,050		2,102
Equity Lifestyle Properties †		31,000		1,260
Everest Re Group		92,500		14,157
First Citizens BancShares, Cl A		1,035		249
Gaming and Leisure Properties †		43,408		1,583
Genworth MI Canada		71,000		2,426
HCC Insurance Holdings		43,000		1,956
Interactive Brokers Group, Cl A		46,432		1,006
Jones Lang LaSalle		23,400		2,773
McGraw-Hill		34,200		2,610
MFA Financial †		267,640		2,074
National Bank of Canada		96,800		3,885
PartnerRe		146,860		15,200
PennyMac Mortgage Investment Trust †		89,100		2,129
Platinum Underwriters Holdings		34,300		2,061
Popular*		55,269		1,713
Public Storage †		6,344		1,069
Reinsurance Group of America, Cl A		35,600		2,835
RenaissanceRe Holdings		104,831		10,231
Silver Bay Realty Trust †		7,187		112
Starwood Property Trust †		36,759		867
SVB Financial Group, Cl B*		3,600		464
Tower Group International		53,817		145
Travelers		65,600		5,583
Two Harbors Investment †		182,800		1,874
US Bancorp		158,921		6,811
Validus Holdings		170,632		6,435
White Mountains Insurance Group		1,636		981
				132,609
Health Care — 18.9%
Abbott Laboratories		58,300		2,245
AbbVie		62,700		3,223
Aetna, Cl A		94,200		7,062
AmerisourceBergen		129,894		8,520
Amgen, Cl A		71,400		8,807
AstraZeneca		56,700		3,679
Baxter International		75,000		5,518

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 67

Description	Shares		Market Value ($ Thousands)
Becton Dickinson		54,194	$	6,345
Cardinal Health		183,277		12,826
Centene*		16,400		1,021
Cigna		34,600		2,897
Covance*		8,965		931
Eli Lilly		82,585		4,861
Express Scripts Holding*		94,862		7,123
Forest Laboratories, Cl A*		5,014		462
Henry Schein*		8,170		975
Humana		51,154		5,766
Idexx Laboratories*		39,543		4,801
Intuitive Surgical*		4,041		1,770
Johnson & Johnson		118,700		11,660
Laboratory Corp of America Holdings*		42,702		4,194
McKesson		78,154		13,800
Medtronic		52,100		3,206
Merck		218,529		12,406
Myriad Genetics*		3,215		110
Omnicare		48,400		2,888
Pfizer		286,400		9,199
Quest Diagnostics		193,622		11,215
Questcor Pharmaceuticals		11,300		734
Sirona Dental Systems, Cl A*		579		43
St. Jude Medical		31,900		2,086
Taro Pharmaceuticals Industries*		4,000		444
Techne, Cl A		17,052		1,456
United Therapeutics*		13,200		1,241
UnitedHealth Group		94,600		7,756
WellCare Health Plans*		13,400		851
WellPoint		79,400		7,904
Zimmer Holdings		44,700		4,228
				184,253
Industrials — 5.3%
Alliant Techsystems		43,100		6,127
Cintas		6,697		399
Dun & Bradstreet		17,600		1,749
Exelis		64,200		1,221
FTI Consulting*		32,000		1,067
General Dynamics		24,100		2,625
Huntington Ingalls Industries, Cl A		26,600		2,720
L-3 Communications Holdings		77,600		9,168
Landstar System		8,435		499
Lockheed Martin		57,842		9,442
Northrop Grumman		79,278		9,781
Raytheon		72,200		7,133
				51,931
Information Technology — 11.3%
Amdocs		335,881		15,605
Apple		15,888		8,528
Aspen Technology*		43,800		1,855
Booz Allen Hamilton Holding, Cl A		7,269		160
Broadridge Financial Solutions		78,445		2,914
Brocade Communications Systems*		273,342		2,900
CACI International, Cl A*		20,600		1,520
Cisco Systems		225,100		5,045
Citrix Systems*		10,791		620
Dolby Laboratories, Cl A*		67,300		2,995

Description	Shares		Market Value ($ Thousands)
DST Systems		7,016	$	665
Factset Research Systems		48,939		5,276
Flextronics International*		240,800		2,225
Genpact*		19,703		343
Harris		98,100		7,177
Hewlett-Packard		103,790		3,358
Intel		249,200		6,432
International Business Machines		47,168		9,079
Intuit		8,523		662
Juniper Networks*		35,040		903
Leidos Holdings		54,750		1,936
Marvell Technology Group		100,100		1,577
Micron Technology*		38,100		901
Micros Systems*		58,358		3,089
Microsoft		196,700		8,063
Nvidia		195,967		3,510
Oracle, Cl B		69,800		2,856
Paychex		29,041		1,237
Polycom*		154,305		2,117
Qualcomm		9,300		733
Science Applications International		31,285		1,170
Skyworks Solutions		75,800		2,844
Tech Data*		30,000		1,829
				110,124
Materials — 1.4%
Ball		51,300		2,812
Barrick Gold		30,100		536
Bemis		61,000		2,394
CF Industries Holdings		11,000		2,867
Compass Minerals International, Cl A		6,966		575
Domtar		24,400		2,738
Scotts Miracle-Gro, Cl A		15,791		968
Sonoco Products		26,000		1,066
				13,956
Telecommunication Services — 5.1%
AT&T		558,477		19,586
BCE		108,100		4,663
NTT DoCoMo ADR		260,300		4,105
Rogers Communications, Cl B		84,700		3,515
SK Telecom ADR		191,000		4,311
TELUS		135,300		4,861
tw telecom, Cl A*		77,700		2,429
Verizon Communications		136,110		6,475
				49,945
Utilities — 11.9%
AGL Resources		56,200		2,751
Ameren		139,400		5,743
American Electric Power		109,000		5,522
American States Water		62,800		2,028
American Water Works		75,969		3,449
Atmos Energy		66,700		3,144
Avista		49,700		1,523
Calpine*		71,500		1,495
Consolidated Edison		168,544		9,042
DTE Energy		84,774		6,298
Duke Energy		77,897		5,548
Edison International		208,526		11,805
Entergy		143,500		9,593

68 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
Exelon	274,600	$	9,215
FirstEnergy	69,900		2,379
Hawaiian Electric Industries	21,752		553
NRG Energy	73,500		2,337
PG&E	237,500		10,260
Portland General Electric	111,200		3,596
PPL	104,100		3,450
Public Service Enterprise Group	255,600		9,749
SCANA	89,200		4,578
Southern	58,883		2,587
			116,645
Total Common Stock (Cost $747,111) ($ Thousands)			933,450
CASH EQUIVALENT — 4.1%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	39,663,697		39,664
Total Cash Equivalent (Cost $39,664) ($ Thousands)			39,664
U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bills
0.057%, 07/24/14 (A) (B)	$1,599		1,599
Total U.S. Treasury Obligations (Cost $1,598) ($ Thousands)			1,599
Total Investments — 99.9% (Cost $788,373) ($ Thousands)		$	974,713

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		302		Jun-2014	$	461

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $975,942 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) Security, or portion thereof has been pledged as collateral on open futures contracts.

(B) The rate reported is the effective yield at the time of purchase.

ADR — American Depositary Receipt

Cl — Class

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	933,450	$	—	$	—	$	933,450
Cash Equivalent		39,664		—		—		39,664
U.S. Treasury Obligations		—		1,599		—		1,599
Total Investments in Securities	$	973,114	$	1,599	$	—	$	974,713
Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	461	$	—	$	—	$	461
Total Other Financial Instruments	$	461	$	—	$	—	$	461

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 69

SCHEDULE OF INVESTMENTS (Unaudited)

Global Managed Volatility Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 94.0%
Australia — 5.8%
AGL Energy		126,241	$	1,776
Amcor		745,796		7,182
Brambles		134,454		1,154
CFS Retail Property Trust Group †		677,761		1,187
Coca-Cola Amatil		557,743		5,702
Computershare		48,929		549
CSL		64,472		4,157
Federation Centres †		648,592		1,419
Flight Centre Travel Group		95,444		4,644
Hansen Technologies		41,039		46
Incitec Pivot		276,829		759
Insurance Australia Group		217,675		1,124
Metcash, Cl A		1,860,261		4,518
Primary Health Care		80,883		353
Ramsay Health Care		3,002		134
REA Group		17,755		802
Sonic Healthcare		237,686		3,805
SP AusNet, Cl Miscellaneous		3,451,242		4,190
Sydney Airport		737,082		2,862
Tabcorp Holdings		906,246		2,864
Tatts Group		2,199,095		5,911
Telstra, Cl B		1,553,284		7,313
Transurban Group		419,975		2,826
Treasury Wine Estates		437,353		1,431
Wesfarmers		66,102		2,524
Westfield Group †		641,339		6,093
Westfield Retail Trust †		1,241,252		3,428
Woodside Petroleum		186,674		6,751
Woolworths		172,871		5,723
				91,227
Austria — 0.1%
Oesterreichische Post		20,933		1,054
Verbund		36,862		759
				1,813
Belgium — 0.3%
Arseus		6,254		337
Belgacom		118,520		3,713
				4,050
Canada — 12.6%
Alimentation Couche Tard, Cl B		48,400		3,921
Bank of Montreal		164,400		11,016
BCE		260,818		11,252
Bell Aliant		299,869		7,346
Canadian Imperial Bank of Commerce		159,400		13,756
Canadian Tire, Cl A		195,200		18,433
CGI Group, Cl A*		121,200		3,748
CI Financial		33,700		1,065
Dollarama		70,300		5,364
Emera		72,400		2,257
Empire, Cl A		72,600		4,451
Encana		213,900		4,576
EnerCare		15,822		163
Fairfax Financial Holdings		2,900		1,261
First Capital Realty		47,700		758
Fortis, Cl Common Subscription Receipt		202,400		5,780

Description	Shares		Market Value ($ Thousands)
George Weston		75,600	$	5,640
Gildan Activewear		32,000		1,615
H&R †		139,500		2,889
Industrial Alliance Insurance and Financial Services*		35,700		1,471
Intact Financial, Cl Common Subscription Receipt		113,600		7,081
K-Bro Linen		4,265		151
Keyera		10,200		648
Laurentian Bank of Canada		13,000		556
Manitoba Telecom Services		213,000		5,851
Metro, Cl A		236,600		13,912
Morguard †		28,100		433
National Bank of Canada		210,600		8,453
North West		20,982		466
Onex		24,000		1,335
Open Text		20,600		986
Pembina Pipeline		68,900		2,621
Power Corp of Canada		30,100		824
Premium Brands Holdings		4,500		85
RioCan, Cl Trust Unit †		215,000		5,187
Rogers Communications, Cl B		284,500		11,808
Saputo		110,100		5,555
Shaw Communications, Cl B		90,300		2,160
SNC-Lavalin Group		11,800		517
Tim Hortons		134,500		7,450
Toronto-Dominion Bank		201,200		9,448
TransCanada		107,300		4,885
Valener		33,226		468
Vermilion Energy		7,200		450
				198,092
Denmark — 1.8%
AP Moeller - Maersk, Cl B		87		1,044
Carlsberg, Cl B		43,084		4,287
D/S Norden		37,641		1,605
GN Store Nord		31,252		776
H Lundbeck, Cl H		22,064		680
Jyske Bank*		24,541		1,349
Matas*		10,867		305
Novo Nordisk, Cl B		3,840		175
Royal UNIBREW		13,388		2,229
Schouw		4,020		197
SimCorp		16,400		666
TDC		1,001,473		9,263
Topdanmark*		211,007		6,147
				28,723
Finland — 0.0%
Olvi, Cl A		1,700		58
Orion, Cl B		10,581		320
				378
France — 0.4%
Boiron		6,078		494
Bonduelle S.C.A.		6,128		181
Dassault Systemes		24,782		2,904
Korian Medical		12,095		464
Lagardere SCA		13,095		520
Orpea		12,211		811
Societe d’Edition de Canal +		13,049		116
Tessi		531		64

70 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Vilmorin & Cie		2,548	$	358
				5,912
Germany — 2.2%
Celesio		14,606		500
Deutsche Telekom		228,819		3,699
Fielmann		42,196		5,672
Fresenius Medical Care		106,813		7,456
Merck KGaA		46,901		7,902
Rhoen Klinikum		92,022		2,949
Stada Arzneimittel		84,893		3,635
Suedzucker		100,501		2,864
Wincor Nixdorf		4,085		293
				34,970
Greece — 0.0%
Coca-Cola HBC		25,011		623
				623
Guernsey — 0.6%
Amdocs		222,273		10,327
				10,327
Hong Kong — 3.1%
Cathay Pacific Airways		196,000		366
Cheung Kong Infrastructure Holdings		591,000		3,772
Chow Tai Fook Jewellery Group		1,947,200		3,068
CLP Holdings, Cl B		1,826,000		13,771
Hutchison Whampoa		372,000		4,925
Li & Fung		426,000		629
Link †		844,500		4,153
NWS Holdings		79,000		133
PCCW		1,893,000		949
Power Assets Holdings		681,500		5,908
Prosperity †		586,000		169
Shangri-La Asia		126,000		206
Sunlight †		590,000		221
Swire Pacific, Cl A		277,000		3,230
Transport International Holdings, Cl B		14,000		26
Uni-Bio Science Group*		5,500,000		188
Wynn Macau		1,056,800		4,387
Yue Yuen Industrial Holdings		673,500		2,192
				48,293
Ireland — 0.3%
Greencore Group		336,496		1,546
ICON*		31,233		1,485
Kerry Group, Cl A		14,861		1,135
				4,166
Israel — 1.3%
Azrieli Group		63,154		2,207
Bank Hapoalim		181,473		1,035
Bank Leumi Le-Israel*		112,021		436
Check Point Software Technologies*		55,792		3,773
Formula Systems 1985		3,851		118
Ituran Location and Control		6,055		150
Osem Investments		39,949		938
Paz Oil		1,158		175
Plus500		20,847		208
Strauss Group		29,468		533

Description	Shares		Market Value ($ Thousands)
Teva Pharmaceutical Industries		222,091	$	11,461
				21,034
Italy — 0.3%
Amplifon		29,420		198
CNH Industrial		7,900		91
CSP International Fashion Group		1,207		3
Snam Rete Gas		335,639		1,966
Terna Rete Elettrica Nazionale		480,102		2,573
				4,831
Japan — 6.2%
Ajis		1,300		19
Alpen		19,900		360
Aozora Bank		559,000		1,596
Asahi Kasei		117,000		798
Benesse, Cl A		66,600		2,551
Bic Camera		163,900		990
Can Do		38,400		615
Coca-Cola West		74,200		1,298
Dunlop Sports		15,300		186
Duskin		30,600		588
Dydo Drinco		54,400		2,274
Earth Chemiclal		12,800		467
FamilyMart, Cl H		24,600		1,083
Fancl		240,200		2,860
Hakuhodo DY Holdings		37,400		261
Hirose Electric		5,000		688
House Foods Group		164,100		2,731
Idemitsu Kosan		35,700		735
Ito En		157,800		3,539
Itochu-Shokuhin		3,900		134
Itoham Foods		79,000		361
Japan Airlines		19,600		967
Japan Petroleum Exploration		10,300		343
Kappa Create Holdings		48,400		463
Kasumi		16,300		110
Kewpie		477,800		6,593
KEY Coffee		16,900		260
Kinden		30,000		291
Kobayashi Pharmaceutical		11,500		664
Kohnan Shoji		16,900		172
Kose		169,400		5,576
Kura		22,100		444
Lion, Cl H		1,269,400		7,531
Mandom		33,200		1,203
Marudai Food		82,000		244
Matsumotokiyoshi Holdings		51,300		1,636
Matsuya Foods		16,600		289
Maxvalu Tokai		3,300		44
McDonald’s Holdings Japan		221,300		5,967
Megmilk Snow Brand		57,200		748
Ministop		92,000		1,491
Morinaga		177,000		388
Morinaga Milk Industry		486,025		1,567
MOS Food Services		28,000		565
Nihon Shokuhin Kako		2,000		7
Nippon Flour Mills		149,000		817
Nippon Telegraph & Telephone		152,000		8,293
Nisshin Oillio Group		187,000		610
Noevir Holdings		66,200		1,252
NTT DOCOMO		530,400		8,385

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 71

Description	Shares		Market Value ($ Thousands)
Ohsho Food Service		21,000	$	708
Oracle Japan		65,300		2,964
Osaka Gas		32,000		122
Otsuka		8,000		1,047
Otsuka Holdings		31,400		941
Ricoh		234,100		2,705
Rock Field		27,700		526
Royal Holdings		45,100		650
Sankyo		17,000		717
Seikagaku		13,500		181
Sogo Medical		3,500		141
Starbucks Coffee Japan		58,400		647
Studio Alice		26,600		336
Suzuken		5,800		225
TKC		8,200		163
Tokai		9,200		263
Watami Food Services		9,600		140
Yamazaki Baking		127,000		1,507
Yoshinoya Holdings		232,700		2,973
				98,010
Netherlands — 0.7%
Heineken Holding		17,732		1,145
Royal Dutch Shell, Cl A		247,579		9,049
TNT Express		62,737		617
				10,811
New Zealand — 1.4%
Air New Zealand		388,565		690
Argosy Property		181,940		144
Auckland International Airport		1,366,694		4,519
Chorus		17,569		26
Contact Energy		224,546		1,037
Fisher & Paykel Healthcare		161,061		594
Fletcher Building		349,272		2,885
Infratil		102,751		201
Port of Tauranga		37,108		457
Restaurant Brands New Zealand		21,157		54
Ryman Healthcare		209,077		1,588
Sky City Entertainment Group		541,477		1,846
SKY Network Television		241,603		1,310
Summerset Group Holdings		69,427		216
Telecom Corp of New Zealand		3,115,332		6,596
Trade Me Group, Cl H		46,016		163
				22,326
Norway — 2.6%
Norsk Hydro		948,974		4,731
Orkla		1,009,368		8,607
Statoil		534,627		15,091
Telenor		553,074		12,259
				40,688
Portugal — 1.3%
CTT - Correiose de Portugal		24,538		270
EDP - Energias de Portugal		3,996,317		18,567
Portucel		122,445		557
Semapa-Sociedade de Investimento e Gestao		25,343		372
Sonaecom - SGPS		260,450		775
				20,541

Description	Shares		Market Value ($ Thousands)
Singapore — 2.6%
CapitaCommercial Trust †		1,507,000	$	1,780
CapitaMall Trust †		84,000		126
China Yuchai International		29,083		616
ComfortDelGro		306,000		483
First †		140,000		120
Keppel		194,000		1,680
Mapletree Industrial Trust †		247,000		268
Metro Holdings		73,539		50
MobileOne		1,251,000		3,452
Olam International		454,000		801
OSIM International		252,000		519
Raffles Medical Group		70,000		179
Sabana Shari’ah Compliant Industrial, Cl REIT †		867,000		710
SATS		209,000		505
Sembcorp Industries		121,000		528
Sembcorp Marine		132,000		425
Singapore Airlines		225,000		1,873
Singapore Post		2,180,000		2,358
Singapore Press Holdings		951,000		3,176
Singapore Telecommunications		2,343,000		6,801
StarHub		2,770,000		9,251
Wilmar International		1,906,000		5,244
Yanlord Land Group		394,000		335
				41,280
Spain — 1.2%
Abengoa		297,505		1,383
Abertis Infraestructuras		81,719		1,867
Amadeus IT Holding, Cl A		54,700		2,273
Ebro Foods		15,430		357
EDP Renovaveis		95,769		638
Enagas		144,810		4,406
Gas Natural SDG		278,780		7,842
				18,766
Sweden — 1.5%
Axfood		128,061		7,071
Hennes & Mauritz, Cl B		141,197		6,011
KappAhl*		26,114		162
Swedish Match		39,719		1,296
TeliaSonera		1,162,718		8,751
				23,291
Switzerland — 2.0%
Actelion		5,944		563
Allreal Holding, Cl A		25,111		3,625
Aryzta		13,956		1,234
Atel Holding*		4,200		580
Basler Kantonalbank, Cl H		2,216		193
Bell		46		126
Emmi		1,224		441
Galenica		8,738		8,463
Intershop Holdings		15		6
Kaba Holding		2,684		1,282
Lindt & Spruengli		8		471
Mobilezone Holding		28,743		319
Mobimo Holding		1,858		394
Novartis		6,270		532
Orior		660		42
PSP Swiss Property		9,674		910
Siegfried Holding		5,821		1,100

72 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Swisscom		19,082	$	11,730
				32,011
United Kingdom — 10.9%
Admiral Group		75,702		1,802
Associated British Foods		144,946		6,720
AstraZeneca		284,622		18,394
British American Tobacco		139,620		7,764
British Sky Broadcasting Group		285,606		4,347
Centrica		1,984,573		10,908
Cranswick		60,855		1,241
Dairy Crest Group		18,916		152
GlaxoSmithKline		521,518		13,837
Greggs		477,871		4,027
Imperial Tobacco Group		393,487		15,895
J Sainsbury		2,342,586		12,345
Next, Cl A		160,703		17,682
Royal Dutch Shell, Cl A		182,333		6,660
Sage Group		193,376		1,348
Serco Group		174,456		1,225
Smith & Nephew		696,396		10,554
SSE		473,979		11,608
Synergy Health		46,324		1,066
Tate & Lyle		669,562		7,451
Unilever		197,131		8,417
WM Morrison Supermarkets		2,239,414		7,952
				171,395
United States — 34.8%
Almost Family*		5,441		126
Altria Group		247,785		9,274
Amsurg*		31,022		1,461
Apple		8,719		4,680
Archer-Daniels-Midland		180,209		7,819
Associated Banc-Corp		225,516		4,073
AT&T		476,353		16,706
Automatic Data Processing		49,462		3,821
Autozone*		12,066		6,481
Avista		50,509		1,548
Baxter International		56,362		4,147
Becton Dickinson		80,901		9,472
Benchmark Electronics*		12,133		275
Brookline Bancorp, Cl A		79,953		753
Bunge		116,665		9,276
C.R. Bard		26,747		3,958
Cablevision Systems, Cl A		448,285		7,562
CACI International, Cl A*		25,392		1,874
Capella Education		3,316		209
Capitol Federal Financial		743,249		9,328
Cardinal Health		130,711		9,147
Charles River Laboratories International*		55,617		3,356
Chemed		11,123		995
Cigna		93,028		7,789
Cintas		43,640		2,602
Clorox		212,777		18,727
Coca-Cola Bottling Consolidated		5,459		464
Colgate-Palmolive		111,835		7,255
Comverse*		11,802		408
ConocoPhillips		138,094		9,715
Consolidated Edison		4,274		229
Constellium, Cl A*		17,864		524

Description	Shares		Market Value ($ Thousands)
CVS Caremark		16,970	$	1,270
Dentsply International		17,858		822
Dice Holdings*		213,649		1,594
Dr Pepper Snapple Group		52,255		2,846
DST Systems		102,790		9,744
Duke Energy		8,030		572
Edison International		66,453		3,762
Eli Lilly		17,204		1,013
Empire District Electric		293,355		7,134
Energizer Holdings		7,147		720
Enzymotec*		6,000		132
Exelon		318,122		10,676
Facebook, Cl A*		57,280		3,451
General Mills, Cl A		241,656		12,523
Google, Cl A*		1,764		1,966
Great Plains Energy		51,397		1,390
Harris		39,202		2,868
HealthSouth		58,358		2,097
Henry Schein*		77,700		9,275
Hershey		110,719		11,559
Hill-Rom Holdings		138,345		5,332
Hillshire Brands		53,695		2,001
Idacorp, Cl A		13,570		753
Intuit		87,869		6,830
Intuitive Surgical*		3,422		1,499
Jack Henry & Associates		103,520		5,772
Johnson & Johnson		200,445		19,690
Kaiser Aluminum		53,788		3,842
Kellogg		174,312		10,931
Kimberly-Clark		128,195		14,134
L-3 Communications Holdings		22,035		2,604
Laboratory Corp of America Holdings*		163,181		16,026
Liberty Media - Interactive, Cl A*		302,676		8,738
LifePoint Hospitals*		5,921		323
Lorillard		186,661		10,095
McKesson		45,377		8,012
Medcath*		43,046		59
MEDNAX*		23,619		1,464
Medtronic		160,000		9,846
Merck		281,649		15,989
MGE Energy		3,804		149
Michael Kors Holdings*		19,386		1,808
Monster Worldwide*		152,663		1,142
News*		407,300		7,014
Northfield Bancorp		32,165		414
Northrop Grumman		52,020		6,418
Northwest Bancshares		75,904		1,108
Nutrisystem		159,424		2,403
Oil-Dri Corp of America		3,429		118
Omnicare		66,512		3,969
Orchids Paper Products		29,612		906
Oritani Financial		32,447		513
Otter Tail		30,397		936
Owens & Minor		255,163		8,938
Patterson		63,060		2,633
PDL BioPharma		56,381		469
People’s United Financial		142,469		2,118
PepsiCo		108,267		9,040
PetSmart		6,697		461
Pfizer		228,848		7,350

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 73

Description	Face Amount (Thousands)(1) Shares		Market Value ($ Thousands)
Philip Morris International		92,157	$	7,545
Procter & Gamble		98,529		7,941
Provident Financial Services		53,364		980
Quest Diagnostics		190,158		11,014
Reading International, Cl A *		16,183		119
Reliance Steel & Aluminum		12,443		879
Simplicity Bancorp		5,945		105
Steel Dynamics		241,903		4,303
STERIS, Cl A		16,536		790
Territorial Bancorp		7,233		156
Tim Hortons		18,808		1,040
Tyson Foods, Cl A		354,106		15,584
Unifirst		1,657		182
Unitil		48,505		1,593
Universal		77,830		4,350
Vector Group		338,674		7,295
VeriSign *		136,197		7,342
Verizon Communications		205,535		9,777
Wal-Mart Stores		165,441		12,645
Washington Federal		58,312		1,359
Weis Markets		28,796		1,418
Wintrust Financial		14,869		723
				548,455
Total Common Stock (Cost $1,326,944) ($ Thousands)				1,482,013
CASH EQUIVALENT — 5.5%
SEI Daily Income Trust, Prime Obligation Fund, Cl A, 0.010%**††		86,244,660		86,245
Total Cash Equivalent (Cost $86,245) ($ Thousands)				86,245
TIME DEPOSITS — 0.7%
Brown Brothers Harriman
1.950%, 04/01/2014 NZD		71		62
1.929%, 04/01/2014 AUD		230		213
0.278%, 04/01/2014 CAD		126		115
0.100%, 04/01/2014 SEK		1,633		252
0.100%, 04/01/2014 DKK		19		4
0.076%, 04/01/2014 EUR		68		94
0.048%, 04/01/2014 GBP		891		1,486
0.030%, 04/01/2014		8,462		8,462
0.005%, 04/01/2014 JPY		6,109		59
0.005%, 04/01/2014 HKD		5,889		759
0.001%, 04/01/2014 CHF		—		—
Total Time Deposits (Cost $11,506) ($ Thousands)				11,506

Description	Face Amount (Thousands)(1) Shares		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 0.2%
United States Treasury Bills 0.052%, 7/24/2014 (A) (B)	$	3,886	$	3,885
Total U.S. Treasury Obligations (Cost $3,885) ($ Thousands)				3,885
Total Investments — 100.4% (Cost $1,428,580) ($ Thousands)			$	1,583,649

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long	Expiration Date	Unrealized Appreciation (Depreciation) ($ Thousands)
DJ Euro Stoxx 50 Index	203	Jun-2014		$287
FTSE 100 Index	65	Jun-2014		67
Hang Seng Index	10	Apr-2014		14
S&P 500 Index E-MINI	365	Jun-2014		578
SPI 200 Index	23	Jun-2014		31
Topix Index	43	Jun-2014		(68)
			$	909

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for the derivative type during the period.

A list of the open forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Maturity Date	Currency to Deliver (Thousands)		Currency to Receive (Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)
4/28/14	AUD	104,489	USD	96,189	$	(469	)
4/28/14	CAD	218,075	USD	195,595		(1,890	)
4/28/14	CHF	31,735	USD	35,836		(108	)
4/28/14	DKK	185,016	USD	34,165		(2	)
4/28/14	EUR	77,899	USD	107,397		49
4/28/14	GBP	114,514	USD	189,691		(1,160	)
4/28/14	HKD	446,135	USD	57,506		(16	)
4/28/14	JPY	11,145,365	USD	108,959		707
4/28/14	NOK	258,978	USD	42,795		(431	)
4/28/14	NZD	25,957	USD	22,290		(183	)
4/28/14	SEK	152,499	USD	23,603		86
4/28/14	SGD	72,764	USD	57,405		(471	)
4/28/14	USD	534	AUD	578		1
4/28/14	USD	1,710	CAD	1,892		4
4/28/14	USD	740	GBP	446		2
4/28/14	USD	233	JPY	23,781		(2	)
4/28/14	USD	343	NOK	2,061		1
4/28/14	USD	193	NZD	223		–
4/28/14	USD	302	SGD	381		1
					$	(3,881	)

A list of the counterparties for the outstanding forward foreign currency contracts held by the Fund at March 31, 2014, is as follows:

Counterparty	Currency to Deliver ($ Thousands)			Currency to Receive ($ Thousands)		Unrealized Depreciation ($ Thousands)
Brown Brothers Harriman	($	979,374	)	$	975,493	$	(3,881	)

For the period ended March 31, 2014, the total amount of all open forward foreign currency contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $1,577,176 ($ Thousands).

⁽¹⁾  In U.S. Dollars unless otherwise indicated.

^*  Non-income producing security.

74 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) Security, or portion thereof has been pledged as collateral on open futures contracts.

(B) The rate reported is the effective yield at the time of purchase.

AUD — Australia Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DJ — Dow Jones

DKK — Denmark Krone

EUR — Euro

FTSE — Financial Times and the London Stock Exchange

GBP — British Pound

HKD — Hong Kong Dollar

JPY — Japanese Yen

NOK — Norwegian Krone

NZD — New Zealand Dollar

S&P — Standard & Poor’s

SEK — Sweden Krona

SGD — Singapore Dollar

SPI — Swiss Performance Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	1,454,631	$	27,382	$	—	$	1,482,013
Cash Equivalent		86,245		—		—		86,245
Time Deposits		—		11,506		—		11,506
U.S. Treasury Obligations		—		3,885		—		3,885
Total Investments in Securities	$	1,540,876	$	42,773	$	—	$	1,583,649

Other Financial Instruments	Level 1			Level 2			Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	977		$	—		$	—	$	977
Unrealized Depreciation		(68	)		—			—		(68	)
Forwards Contracts *
Unrealized Appreciation		—			851			—		851
Unrealized Depreciation		—			(4,732	)		—		(4,732	)
Total Other Financial Instruments	$	909		$	(3,881	)	$	—	$	(2,972	)

* Futures contracts and Forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 75

SCHEDULE OF INVESTMENTS (Unaudited)

Tax-Managed Managed Volatility Fund

March 31, 2014

Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 94.7%
Consumer Discretionary — 6.3%
Advance Auto Parts*		7,500	$	949
Big Lots*		16,600		629
Canadian Tire, Cl A*		24,100		2,276
Cogeco Cable*		10,500		546
Cracker Barrel Old Country Store*		11,300		1,099
DIRECTV*		58,640		4,481
Dollar General*		8,319		461
DSW, Cl A*		27,313		980
Foot Locker, Cl A*		48,000		2,255
Gap*		51,800		2,075
Graham Holdings, Cl B*		1,700		1,196
Hasbro*		37,800		2,102
Kohl’s*		43,600		2,476
Lear*		23,100		1,934
Magna International, Cl A*		8,600		828
McDonald’s*		59,370		5,820
Morningstar, Cl A*		51,361		4,059
PetSmart*		30,400		2,094
Scripps Networks Interactive, Cl A*		5,100		387
Target, Cl A*		87,119		5,272
Time Warner Cable, Cl A*		18,400		2,524
				44,443
Consumer Staples — 19.0%
Altria Group*		161,988		6,063
Archer-Daniels-Midland*		38,400		1,666
Brown-Forman, Cl B*		10,662		956
Cal-Maine Foods*		34,300		2,154
Campbell Soup*		14,306		642
Church & Dwight*		63,904		4,414
Clorox*		40,783		3,589
Coca-Cola Enterprises*		49,400		2,359
Colgate-Palmolive*		68,913		4,470
ConAgra Foods*		120,738		3,747
Costco Wholesale*		38,401		4,289
CVS Caremark*		68,900		5,158
Dr Pepper Snapple Group*		74,400		4,052
Energizer Holdings*		16,200		1,632
General Mills, Cl A*		88,908		4,607
Hershey*		66,657		6,959
Hormel Foods*		101,460		4,999
JM Smucker*		27,707		2,694
Kellogg*		45,447		2,850
Kimberly-Clark*		43,439		4,789
Kroger*		181,616		7,927
Lorillard*		162,079		8,765
McCormick*		50,324		3,610
Metro, Cl A*		35,000		2,058
Molson Coors Brewing, Cl B*		35,200		2,072
PepsiCo*		42,596		3,557
Philip Morris International*		59,036		4,834
Procter & Gamble*		58,418		4,709
Reynolds American*		76,846		4,105
Tyson Foods, Cl A*		132,900		5,849
Universal*		16,000		894
Walgreen*		48,400		3,196

Description	Shares		Market Value ($ Thousands)
Wal-Mart Stores*		137,523	$	10,511
				134,176
Energy — 3.1%
Canadian Natural Resources*		60,200		2,310
Chevron*		45,300		5,387
ConocoPhillips*		50,300		3,538
Core Laboratories*		3,300		655
Exxon Mobil*		84,800		8,283
Halliburton*		28,800		1,696
				21,869
Financials — 13.7%
Allied World Assurance Holdings*		20,831		2,150
Allstate*		38,400		2,173
American Capital Agency, Cl A* †		38,300		823
American Financial Group*		41,500		2,395
Arch Capital Group*		54,338		3,127
Assurant*		31,600		2,053
Axis Capital Holdings*		52,000		2,384
Canadian Imperial Bank of Commerce*		31,000		2,675
CBOE Holdings*		34,100		1,930
Chubb*		34,200		3,054
Comerica*		38,000		1,968
Cullen/Frost Bankers*		44,259		3,431
Endurance Specialty Holdings*		20,100		1,082
Everest Re Group*		43,773		6,699
Genworth MI Canada*		23,900		817
Government Properties Income Trust, Cl A* †		55,900		1,409
Hancock Holding, Cl A*		20,100		737
Hanover Insurance Group, Cl A*		17,900		1,100
HCC Insurance Holdings*		73,400		3,339
Home Properties* †		24,493		1,472
Interactive Brokers Group, Cl A*		71,979		1,560
Jones Lang LaSalle*		2,900		344
Maiden Holdings*		62,300		777
MFA Financial* †		126,200		978
Mid-America Apartment Communities* †		29,610		2,021
National Bank of Canada*		71,400		2,866
PartnerRe*		73,279		7,584
PennyMac Mortgage Investment Trust* †		50,500		1,207
People’s United Financial*		253,013		3,762
Platinum Underwriters Holdings*		22,400		1,346
ProAssurance*		11,951		532
Prosperity Bancshares*		27,100		1,793
Public Storage* †		2,500		421
Reinsurance Group of America, Cl A*		22,600		1,800
RenaissanceRe Holdings*		94,358		9,209
Silver Bay Realty Trust* †		4,355		68
SVB Financial Group, Cl B*		17,900		2,305
Tanger Factory Outlet Centers* †		36,274		1,270
TFS Financial*		85,986		1,069
Tower Group International*		18,921		51
Travelers*		49,800		4,238
Two Harbors Investment* †		140,000		1,435

76 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Description	Shares		Market Value ($ Thousands)
Validus Holdings*		102,228	$	3,855
White Mountains Insurance Group*		2,688		1,613
				96,922
Health Care — 19.1%
Abbott Laboratories*		60,100		2,314
AbbVie*		45,500		2,339
Actavis*		10,200		2,100
Aetna, Cl A*		65,700		4,925
AmerisourceBergen*		71,537		4,692
Amgen, Cl A*		48,800		6,019
AstraZeneca*		53,600		3,478
Baxter International*		34,500		2,538
Becton Dickinson*		22,400		2,623
Cardinal Health*		64,600		4,521
Celgene, Cl A*		3,600		503
Centene*		28,300		1,761
Cigna*		25,600		2,143
Cooper, Cl A*		2,400		330
Cubist Pharmaceuticals*		24,400		1,785
Eli Lilly*		44,380		2,612
Endo International*		25,300		1,737
Express Scripts Holding*		25,300		1,900
Forest Laboratories, Cl A*		20,600		1,901
Greatbatch*		21,800		1,001
Humana*		43,897		4,948
Idexx Laboratories*		19,600		2,379
Jazz Pharmaceuticals*		12,700		1,761
Johnson & Johnson*		135,917		13,351
Laboratory Corp of America Holdings*		45,981		4,516
McKesson*		29,800		5,262
MEDNAX*		32,800		2,033
Medtronic*		29,000		1,785
Merck*		169,938		9,647
Omnicare*		27,600		1,647
PDL BioPharma*		96,900		805
Perrigo*		25,564		3,954
Pfizer*		189,700		6,093
Quest Diagnostics*		124,379		7,204
St. Jude Medical*		24,200		1,582
Techne, Cl A*		24,838		2,120
UnitedHealth Group*		63,200		5,182
WellPoint*		60,300		6,003
Zimmer Holdings*		36,400		3,443
				134,937
Industrials — 5.9%
Alliant Techsystems*		40,300		5,729
Dun & Bradstreet*		12,300		1,222
FTI Consulting*		19,800		660
General Dynamics*		22,900		2,494
Huntington Ingalls Industries, Cl A*		13,700		1,401
L-3 Communications Holdings*		55,500		6,557
Landstar System*		24,200		1,433
Lockheed Martin*		12,700		2,073
Northrop Grumman*		52,700		6,502
Old Dominion Freight Line, Cl A*		32,000		1,816
Raytheon*		66,100		6,530

Description	Shares		Market Value ($ Thousands)
Rollins*		54,200	$	1,639
Stericycle, Cl A*		34,579		3,929
				41,985
Information Technology — 9.0%
Activision Blizzard*		23,400		478
Amdocs*		129,100		5,998
Apple*		5,062		2,717
Aspen Technology*		10,200		432
Automatic Data Processing*		42,846		3,310
Broadridge Financial Solutions*		44,500		1,653
CA*		48,400		1,499
CACI International, Cl A*		11,100		819
Cisco Systems*		134,000		3,003
CSG Systems International*		37,600		979
Dolby Laboratories, Cl A*		44,800		1,994
Factset Research Systems*		19,400		2,092
Flextronics International*		232,600		2,149
Flir Systems*		11,900		428
Global Payments*		10,700		761
Google, Cl A*		1,809		2,016
Harris*		63,400		4,638
IAC*		20,512		1,465
Ingram Micro, Cl A*		73,000		2,158
Intel*		165,200		4,264
International Business Machines*		25,139		4,839
Jack Henry & Associates*		13,800		770
Leidos Holdings*		25,675		908
Marvell Technology Group*		50,200		790
Microsoft*		111,500		4,570
Oracle, Cl B*		60,400		2,471
Qualcomm*		19,300		1,522
Science Applications International*		14,671		549
Skyworks Solutions*		63,700		2,390
Tech Data*		22,200		1,353
Zebra Technologies, Cl A*		7,200		500
				63,515
Materials — 1.8%
AptarGroup*		7,900		522
Ball*		34,700		1,902
Barrick Gold*		24,900		444
Bemis*		42,300		1,660
CF Industries Holdings*		8,300		2,163
Domtar*		18,100		2,031
LyondellBasell Industries, Cl A*		19,200		1,708
Sonoco Products*		14,500		595
Westlake Chemical*		29,400		1,946
				12,971
Telecommunication Services — 3.6%
AT&T*		271,400		9,518
BCE*		92,600		3,994
CenturyTel*		22,653		744
NTT DoCoMo ADR*		130,100		2,052
Rogers Communications, Cl B*		68,600		2,847
SBA Communications, Cl A*		10,900		991
SK Telecom ADR*		129,800		2,930
TELUS*		32,100		1,154

SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014 77

Description	Shares/Face Amount ($ Thousands)	Market Value ($ Thousands)
Verizon Communications*	32,974	$	1,569
			25,799
Utilities — 13.2%
AGL Resources*	70,436		3,449
Alliant Energy*	6,300		358
Ameren*	110,700		4,561
American Electric Power*	81,000		4,103
American States Water*	45,000		1,453
Atmos Energy*	46,500		2,191
Avista*	50,300		1,542
Consolidated Edison*	99,706		5,349
Dominion Resources*	13,121		932
DTE Energy*	41,025		3,048
Duke Energy*	54,813		3,904
Edison International*	109,300		6,188
Entergy*	100,000		6,685
Exelon*	203,400		6,826
Great Plains Energy*	13,200		357
ITC Holdings*	75,342		2,814
Northeast Utilities*	84,838		3,860
OGE Energy*	56,484		2,076
PG&E*	144,200		6,229
Pinnacle West Capital*	30,700		1,678
Portland General Electric*	64,100		2,073
PPL*	53,000		1,756
Public Service Enterprise Group*	186,000		7,094
SCANA*	89,609		4,599
Southern*	87,555		3,847
UGI*	38,500		1,756
Wisconsin Energy*	97,404		4,534
			93,262
Total Common Stock (Cost $502,183) ($ Thousands)			669,879
CASH EQUIVALENT — 5.0%
SEI Daily Income Trust, Prime Obligation Fund, Cl A 0.010%**††	35,031,734		35,032
Total Cash Equivalent (Cost $35,032) ($ Thousands)			35,032
U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bills
0.717%, 7/24/2014 (A) (B)	$1,287		1,287
Total U.S. Treasury Obligations (Cost $1,287) ($ Thousands)			1,287
Total Investments — 99.9% (Cost $538,502) ($ Thousands)		$	706,198

A list of the open futures contracts held by the Fund at March 31, 2014, is as follows:

Type of Contract	Number of Contracts Long		Expiration Date		Unrealized Appreciation ($ Thousands)
S&P 500 Index E-MINI		277		Jun-2014	$	404

For the period ended March 31, 2014, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.

Percentages are based on Net Assets of $707,135 ($ Thousands).

* Non-income producing security.

** Rate shown is the 7-day effective yield as of March 31, 2014.

† Real Estate Investment Trust.

†† Investment in Affiliated Security.

(A) The rate reported is the effective yield at the time of purchase.

(B) Security, or portion thereof has been pledged as collateral on open futures contracts.

ADR — American Depositary Receipt

Cl — Class

S&P — Standard & Poor’s

The following is a list of the level of inputs used as of March 31, 2014, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock	$	669,879	$	—	$	—	$	669,879
Cash Equivalent		35,032		—		—		35,032
U.S. Treasury Obligation		—		1,287		—		1,287
Total Investments in Securities	$	704,911	$	1,287	$	—	$	706,198

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	404	$	—	$	—	$	404
Total Other Financial Instruments	$	404	$	—	$	—	$	404

* Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended March 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities.

For the period ended March 31, 2014, there were no transfers between Level 2 and Level 3 assets and liabilities.

For the period ended March 31, 2014, there were no Level 3 investments.

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

78 SEI Institutional Managed Trust / Semi-Annual Report / March 31, 2014

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

The Registrant has a standing Governance Committee (the “Committee”) currently consisting of the independent trustees. The Committee is responsible for evaluating and recommending nominees for election to the Registrant’s board of trustees (the “Board”). Pursuant to the Committee’s charter, adopted on June 18, 2004, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Items 12. Exhibits.

(a)(1) Not applicable for semi-annual report.

(a)(2) A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are filed herewith.

(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(b)) also accompany this filing as an exhibit.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	SEI Institutional Managed Trust
By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO
Date: June 9, 2014

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO
Date: June 9, 2014
By	/s/ Peter A. Rodriguez
	Peter A. Rodriguez, Controller & CFO
Date: June 9, 2014

EX-99.CERT

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, Robert A. Nesher, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Institutional Managed Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: June 9, 2014

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, Peter A. Rodriguez, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Institutional Managed Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940)for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: June 9, 2014

/s/ Peter A. Rodriguez

Peter A. Rodriguez

Controller & CFO

EX-99.906CERT

CERTIFICATION

Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the President and Chief Executive Officer of SEI Institutional Managed Trust (the “Trust”), with respect to the Trust’s Form N-CSRS for the period ended March 31, 2014 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

1. such Form N-CSRS fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. the information contained in such Form N-CSRS fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: June 9, 2014

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the Controller & Chief Financial Officer of SEI Institutional Managed Trust (the “Trust”), with respect to the Trust’s Form N-CSRS for the period ended March 31, 2014 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

1. such Form N-CSRS fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. the information contained in such Form N-CSRS fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: June 9, 2014

/s/ Peter A. Rodriguez

Peter A. Rodriguez

Controller & CFO